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speed improvement

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This commit is contained in:
Laurent Perron
2020-02-05 11:26:09 +01:00
parent b7e341b16e
commit 8afa8d6d18
2 changed files with 13 additions and 8 deletions
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17
ortools/glop/revised_simplex.cc
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@@ -2610,8 +2610,9 @@ Status RevisedSimplex::DualMinimize(TimeLimit* time_limit) {
[this, time_limit]() { AdvanceDeterministicTime(time_limit); });
num_consecutive_degenerate_iterations_ = 0;
bool refactorize = false;
std::vector<ColIndex> bound_flip_candidates;
std::vector<std::pair<RowIndex, ColIndex>> to_ignore;
bound_flip_candidates_.clear();
pair_to_ignore_.clear();
// Leaving variable.
RowIndex leaving_row;
@@ -2693,9 +2694,9 @@ Status RevisedSimplex::DualMinimize(TimeLimit* time_limit) {
if (!feasibility_phase_) {
// Make sure the boxed variables are dual-feasible before choosing the
// leaving variable row.
MakeBoxedVariableDualFeasible(bound_flip_candidates,
MakeBoxedVariableDualFeasible(bound_flip_candidates_,
/*update_basic_values=*/true);
bound_flip_candidates.clear();
bound_flip_candidates_.clear();
// The direction_.non_zeros contains the positions for which the basic
// variable value was changed during the previous iterations.
@@ -2734,7 +2735,7 @@ Status RevisedSimplex::DualMinimize(TimeLimit* time_limit) {
}
update_row_.ComputeUpdateRow(leaving_row);
for (std::pair<RowIndex, ColIndex> pair : to_ignore) {
for (std::pair<RowIndex, ColIndex> pair : pair_to_ignore_) {
if (pair.first == leaving_row) {
update_row_.IgnoreUpdatePosition(pair.second);
}
@@ -2744,7 +2745,7 @@ Status RevisedSimplex::DualMinimize(TimeLimit* time_limit) {
update_row_, cost_variation, &entering_col, &ratio));
} else {
GLOP_RETURN_IF_ERROR(entering_variable_.DualChooseEnteringColumn(
update_row_, cost_variation, &bound_flip_candidates, &entering_col,
update_row_, cost_variation, &bound_flip_candidates_, &entering_col,
&ratio));
}
@@ -2797,10 +2798,10 @@ Status RevisedSimplex::DualMinimize(TimeLimit* time_limit) {
VLOG(1) << "Do not pivot by " << entering_coeff
<< " because the direction is " << direction_[leaving_row];
refactorize = true;
to_ignore.push_back({leaving_row, entering_col});
pair_to_ignore_.push_back({leaving_row, entering_col});
continue;
}
to_ignore.clear();
pair_to_ignore_.clear();
// This test takes place after the check for optimality/feasibility because
// when running with 0 iterations, we still want to report

4
ortools/glop/revised_simplex.h
View File

@@ -676,6 +676,10 @@ class RevisedSimplex {
// pivot.
EnteringVariable entering_variable_;
// Temporary memory used by DualMinimize().
std::vector<ColIndex> bound_flip_candidates_;
std::vector<std::pair<RowIndex, ColIndex>> pair_to_ignore_;
// Total number of iterations performed.
uint64 num_iterations_;