Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Filter out explicit zeros in new rows/columns #79

Merged
merged 1 commit into from
Jan 8, 2021
Merged

Filter out explicit zeros in new rows/columns #79

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
107 changes: 59 additions & 48 deletions src/problemData.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -70,27 +70,27 @@ end
import Base.empty!

function Base.empty!(pb::ProblemData{T}) where{T}

pb.name = ""

pb.ncon = 0
pb.nvar = 0

pb.objsense = true
pb.obj = T[]
pb.obj0 = zero(T)

pb.arows = Row{T}[]
pb.acols = Col{T}[]

pb.lcon = T[]
pb.ucon = T[]
pb.lvar = T[]
pb.uvar = T[]

pb.con_names = String[]
pb.var_names = String[]

return pb
end

Expand Down Expand Up @@ -146,40 +146,43 @@ function add_constraint!(pb::ProblemData{T},
"Cannot add a row with $nz indices but $(length(rval)) non-zeros"
))

# Go through through rval to check all coeffs are finite and remove zeros.
_rind = Vector{Int}(undef, nz)
_rval = Vector{T}(undef, nz)
_nz = 0
for (j, aij) in zip(rind, rval)
if !iszero(aij)
isfinite(aij) || error("Invalid row coefficient: $(aij)")
_nz += 1
_rind[_nz] = j
_rval[_nz] = aij
end
end
resize!(_rind, _nz)
resize!(_rval, _nz)

# TODO: combine dupplicate indices

# Increment row counter
pb.ncon += 1
push!(pb.con_names, name)
push!(pb.lcon, l)
push!(pb.ucon, u)
push!(pb.con_names, name)

if nz == 0
# emtpy row
push!(pb.arows, Row{T}(Int[], T[]))
return pb.ncon
end

# TODO: check coefficients values, e.g.
# * all coefficients are finite
# * remove hard zeros
# * combine dupplicate indices
# * check if indices are already issorted

# Create new row
if issorted
row = Row{T}(copy(rind), copy(rval))
row = Row{T}(_rind, _rval)
else
# Sort indices first
p = sortperm(rind)
row = Row{T}(rind[p], rval[p])
p = sortperm(_rind)
row = Row{T}(_rind[p], _rval[p])
end
push!(pb.arows, row)

# Update column coefficients
for (j, v) in zip(rind, rval)
if !iszero(v)
push!(pb.acols[j].nzind, pb.ncon)
push!(pb.acols[j].nzval, v)
end
for (j, aij) in zip(_rind, _rval)
push!(pb.acols[j].nzind, pb.ncon)
push!(pb.acols[j].nzval, aij)
end

# Done
Expand Down Expand Up @@ -213,36 +216,44 @@ function add_variable!(pb::ProblemData{T},
"Cannot add a column with $nz indices but $(length(cval)) non-zeros"
))

# Go through through cval to check all coeffs are finite and remove zeros.
_cind = Vector{Int}(undef, nz)
_cval = Vector{T}(undef, nz)
_nz = 0
for (j, aij) in zip(cind, cval)
if !iszero(aij)
isfinite(aij) || error("Invalid column coefficient: $(aij)")
_nz += 1
_cind[_nz] = j
_cval[_nz] = aij
end
end
resize!(_cind, _nz)
resize!(_cval, _nz)

# Increment column counter
pb.nvar += 1
push!(pb.var_names, name)
push!(pb.lvar, l)
push!(pb.uvar, u)
push!(pb.obj, obj)
push!(pb.var_names, name)

if nz == 0
push!(pb.acols, Col{T}(Int[], T[]))
return pb.nvar # empty column
end

# TODO: check coefficients
# TODO: combine dupplicate indices

# Create a new column
if issorted
col = Col{T}(copy(cind), copy(cval))
col = Col{T}(_cind, _cval)
else
# Sort indices
p = sortperm(cind)
col = Col{T}(cind[p], cind[p])
p = sortperm(_cind)
col = Col{T}(_cind[p], _cval[p])
end
push!(pb.acols, col)

# Update row coefficients
for (i, v) in zip(cind, cval)
if !iszero(v)
push!(pb.arows[i].nzind, pb.nvar)
push!(pb.arows[i].nzval, v)
end
for (i, aij) in zip(_cind, _cval)
push!(pb.arows[i].nzind, pb.nvar)
push!(pb.arows[i].nzval, aij)
end

# Done
Expand Down Expand Up @@ -322,7 +333,7 @@ function delete_constraint!(pb::ProblemData{T}, rind::Int) where{T}
deleteat!(pb.con_names, rind)
deleteat!(pb.lcon, rind)
deleteat!(pb.ucon, rind)

# Update columns
for (j, col) in enumerate(pb.acols)
# Search for row in that column
Expand All @@ -340,7 +351,7 @@ function delete_constraint!(pb::ProblemData{T}, rind::Int) where{T}
# Decrement subsequent row indices
col.nzind[rg.start:end] .-= 1
end
end
end

# Delete row
deleteat!(pb.arows, rind)
Expand All @@ -360,7 +371,7 @@ Delete rows in collection `rind` from problem `pb`.
* `rinds`: collection of row indices to be removed
"""
function delete_constraints!(pb::ProblemData{T}, rinds) where{T}
# TODO: don't use fallback
# TODO: don't use fallback
for i in rinds
delete_constraint!(pb, i)
end
Expand All @@ -381,7 +392,7 @@ function delete_variable!(pb::ProblemData{T}, cind::Int) where{T}
deleteat!(pb.obj, cind)
deleteat!(pb.lvar, cind)
deleteat!(pb.uvar, cind)

# Update rows
for (i, row) in enumerate(pb.arows)
# Search for column in that row
Expand Down Expand Up @@ -419,7 +430,7 @@ Delete a collection of columns from problem `pb`.
* `cinds`: collection of row indices to be removed
"""
function delete_variables!(pb::ProblemData{T}, cinds) where{T}
# TODO: don't use fallback
# TODO: don't use fallback
for j in cinds
delete_variable!(pb, j)
end
Expand Down Expand Up @@ -482,4 +493,4 @@ end
# Problem queries
# =============================

# TODO
# TODO
64 changes: 59 additions & 5 deletions test/Core/problemData.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
function run_tests_pbdata(T::Type)
function run_tests_pbdata(::Type{T}) where{T}

@testset "Creation" begin
pb = TLP.ProblemData{T}("test")
Expand All @@ -17,7 +17,7 @@ function run_tests_pbdata(T::Type)
=#
TLP.add_variable!(pb, Int[], T[], one(T), zero(T), T(Inf), "x1")
TLP.add_variable!(pb, Int[], T[], 2 * one(T), one(T), T(Inf), "x2")

check_problem_size(pb, 0, 2)
col1, col2 = pb.acols[1], pb.acols[2]
@test pb.obj == [one(T), 2*one(T)]
Expand All @@ -37,7 +37,7 @@ function run_tests_pbdata(T::Type)
=#
TLP.add_constraint!(pb, [1, 2], T.([-1, 1]), T(-Inf), one(T), "row1")
TLP.add_constraint!(pb, [1, 2], T.([2, -2]), -one(T), zero(T), "row2")

# Check dimensions
check_problem_size(pb, 2, 2)

Expand Down Expand Up @@ -140,8 +140,62 @@ function check_problem_size(pb::TLP.ProblemData, ncon::Int, nvar::Int)
return nothing
end

function test_pbdata_checkcoeff(::Type{T}) where{T}

@testset "Zero in row" begin
pb = TLP.ProblemData{T}("test")

Tulip.add_variable!(pb, Int[], T[], T(1), zero(T), one(T), "x1")
Tulip.add_variable!(pb, Int[], T[], T(2), zero(T), one(T), "x2")
Tulip.add_variable!(pb, Int[], T[], T(3), zero(T), one(T), "x3")
Tulip.add_constraint!(pb, [1, 2, 3], T[1, 0, 0], zero(T), one(T), "c1")
Tulip.add_constraint!(pb, [1, 2, 3], T[0, 1, 2], zero(T), one(T), "c2")

@test length(pb.arows) == 2
@test pb.arows[1].nzind == [1]
@test pb.arows[1].nzval == T[1]
@test pb.arows[2].nzind == [2, 3]
@test pb.arows[2].nzval == T[1, 2]

@test length(pb.acols) == 3
@test pb.acols[1].nzind == [1]
@test pb.acols[1].nzval == T[1]
@test pb.acols[2].nzind == [2]
@test pb.acols[2].nzval == T[1]
@test pb.acols[3].nzind == [2]
@test pb.acols[3].nzval == T[2]
end

@testset "Zero in col" begin
pb = TLP.ProblemData{T}("test")

Tulip.add_constraint!(pb, Int[], T[], zero(T), one(T), "c1")
Tulip.add_constraint!(pb, Int[], T[], zero(T), one(T), "c2")
Tulip.add_variable!(pb, [1, 2], T[1, 0], T(1), zero(T), one(T), "x1")
Tulip.add_variable!(pb, [1, 2], T[0, 1], T(2), zero(T), one(T), "x2")
Tulip.add_variable!(pb, [1, 2], T[0, 2], T(3), zero(T), one(T), "x3")

@test length(pb.arows) == 2
@test pb.arows[1].nzind == [1]
@test pb.arows[1].nzval == T[1]
@test pb.arows[2].nzind == [2, 3]
@test pb.arows[2].nzval == T[1, 2]

@test length(pb.acols) == 3
@test pb.acols[1].nzind == [1]
@test pb.acols[1].nzval == T[1]
@test pb.acols[2].nzind == [2]
@test pb.acols[2].nzval == T[1]
@test pb.acols[3].nzind == [2]
@test pb.acols[3].nzval == T[2]
end
end

@testset "ProblemData" begin
for T in TvTYPES
@testset "$T" begin run_tests_pbdata(T) end
@testset "$T" begin
run_tests_pbdata(T)
test_pbdata_checkcoeff(T)
end
end
end
end