always-cautious/ortools-clone
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

[GLOP] Fix bug in presolve

Browse Source
This commit is contained in:
Laurent Perron
2022-01-10 19:29:22 +01:00
parent 7b477b0082
commit 30fe883e9c
1 changed files with 16 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

18
ortools/glop/preprocessor.cc
View File

@@ -2344,8 +2344,7 @@ void SingletonUndo::SingletonRowUndo(const SparseColumn& saved_column,
DCHECK_EQ(0, solution->dual_values[e_.row]);
// If the variable is basic or free, we can just keep the constraint
// VariableStatus::BASIC and
// 0.0 as the dual value.
// VariableStatus::BASIC and 0.0 as the dual value.
const VariableStatus status = solution->variable_statuses[e_.col];
if (status == VariableStatus::BASIC || status == VariableStatus::FREE) return;
@@ -2386,6 +2385,13 @@ void SingletonUndo::SingletonRowUndo(const SparseColumn& saved_column,
// variable becomes a basic variable. This is what the line below do, since
// the new reduced cost of the variable will be equal to:
// old_reduced_cost - coeff * solution->dual_values[row]
//
// TODO(user): This code is broken for integer variable.
// Say our singleton row is 2 * y <= 5, and y was at its implied bound y = 2
// at postsolve. The problem is that we can end up with an AT_UPPER_BOUND
// status for the constraint 2 * y <= 5 which is not correct since the
// activity is 4, and that break later preconditions. Maybe there is a way to
// fix everything, but it seems tough to be sure.
solution->dual_values[e_.row] = reduced_cost / e_.coeff;
ConstraintStatus new_constraint_status = VariableToConstraintStatus(status);
if (status == VariableStatus::FIXED_VALUE &&
@@ -2872,6 +2878,14 @@ bool SingletonPreprocessor::Run(LinearProgram* lp) {
if (row_degree[row] <= 0) continue;
const MatrixEntry e = GetSingletonRowMatrixEntry(row, transpose);
// TODO(user): We should be able to restrict the variable bounds with the
// ones of the constraint all the time. However, some situation currently
// break the presolve, and it seems hard to fix in a 100% safe way.
if (in_mip_context_ && lp->IsVariableInteger(e.col) &&
!IntegerSingletonColumnIsRemovable(e, *lp)) {
continue;
}
DeleteSingletonRow(e, lp);
--column_degree[e.col];
if (column_degree[e.col] == 1) {