// Copyright 2010-2017 Google // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. #include "ortools/sat/linear_programming_constraint.h" #include #include #include #include "ortools/base/commandlineflags.h" #include "ortools/base/int_type_indexed_vector.h" #include "ortools/base/integral_types.h" #include "ortools/base/logging.h" #include "ortools/base/map_util.h" #include "ortools/glop/parameters.pb.h" #include "ortools/glop/status.h" #include "ortools/graph/strongly_connected_components.h" namespace operations_research { namespace sat { const double LinearProgrammingConstraint::kCpEpsilon = 1e-4; const double LinearProgrammingConstraint::kLpEpsilon = 1e-6; // TODO(user): make SatParameters singleton too, otherwise changing them after // a constraint was added will have no effect on this class. LinearProgrammingConstraint::LinearProgrammingConstraint(Model* model) : sat_parameters_(*(model->GetOrCreate())), time_limit_(model->GetOrCreate()), integer_trail_(model->GetOrCreate()), trail_(model->GetOrCreate()), model_heuristics_(model->GetOrCreate()), integer_encoder_(model->GetOrCreate()), dispatcher_(model->GetOrCreate()) { // Tweak the default parameters to make the solve incremental. glop::GlopParameters parameters; parameters.set_use_dual_simplex(true); simplex_.SetParameters(parameters); } LinearProgrammingConstraint::ConstraintIndex LinearProgrammingConstraint::CreateNewConstraint(double lb, double ub) { DCHECK(!lp_constraint_is_registered_); const ConstraintIndex ct = lp_data_.CreateNewConstraint(); lp_data_.SetConstraintBounds(ct, lb, ub); return ct; } glop::ColIndex LinearProgrammingConstraint::GetOrCreateMirrorVariable( IntegerVariable positive_variable) { DCHECK(VariableIsPositive(positive_variable)); if (!gtl::ContainsKey(mirror_lp_variable_, positive_variable)) { const glop::ColIndex col = lp_data_.CreateNewVariable(); DCHECK_EQ(col, integer_variables_.size()); mirror_lp_variable_[positive_variable] = col; integer_variables_.push_back(positive_variable); lp_solution_.push_back(std::numeric_limits::infinity()); lp_reduced_cost_.push_back(0.0); (*dispatcher_)[positive_variable] = this; return col; } return mirror_lp_variable_[positive_variable]; } void LinearProgrammingConstraint::SetCoefficient(ConstraintIndex ct, IntegerVariable ivar, double coefficient) { CHECK(!lp_constraint_is_registered_); IntegerVariable pos_var = VariableIsPositive(ivar) ? ivar : NegationOf(ivar); if (ivar != pos_var) coefficient *= -1.0; glop::ColIndex cvar = GetOrCreateMirrorVariable(pos_var); lp_data_.SetCoefficient(ct, cvar, coefficient); } void LinearProgrammingConstraint::SetObjectiveCoefficient(IntegerVariable ivar, double coeff) { CHECK(!lp_constraint_is_registered_); objective_is_defined_ = true; IntegerVariable pos_var = VariableIsPositive(ivar) ? ivar : NegationOf(ivar); if (ivar != pos_var) coeff *= -1.0; objective_lp_.push_back( std::make_pair(GetOrCreateMirrorVariable(pos_var), coeff)); } void LinearProgrammingConstraint::RegisterWith(Model* model) { DCHECK(!lp_constraint_is_registered_); lp_constraint_is_registered_ = true; model->GetOrCreate()->push_back(this); // Note that the order is important so that the lp objective is exactly the // same as the cp objective after scaling by the factor stored in lp_data_. if (objective_is_defined_) { for (const auto& var_coeff : objective_lp_) { lp_data_.SetObjectiveCoefficient(var_coeff.first, var_coeff.second); } } Scale(&lp_data_, &scaler_, glop::GlopParameters::DEFAULT); lp_data_.ScaleObjective(); // ScaleBounds() looks at both the constraints and variable bounds, so we // initialize the LP variable bounds before scaling them. // // TODO(user): As part of the scaling, we may also want to shift the initial // variable bounds so that each variable contain the value zero in their // domain. Maybe just once and for all at the beginning. bound_scaling_factor_ = 1.0; UpdateBoundsOfLpVariables(); bound_scaling_factor_ = lp_data_.ScaleBounds(); lp_data_.AddSlackVariablesWhereNecessary(false); GenericLiteralWatcher* watcher = model->GetOrCreate(); const int watcher_id = watcher->Register(this); const int num_vars = integer_variables_.size(); for (int i = 0; i < num_vars; i++) { watcher->WatchIntegerVariable(integer_variables_[i], watcher_id, i); } if (objective_is_defined_) { watcher->WatchUpperBound(objective_cp_, watcher_id); } watcher->SetPropagatorPriority(watcher_id, 2); if (integer_variables_.size() >= 20) { // Do not use on small subparts. auto* container = model->GetOrCreate(); container->push_back(HeuristicLPPseudoCostBinary(model)); container->push_back(HeuristicLPMostInfeasibleBinary(model)); } // Registering it with the trail make sure this class is always in sync when // it is used in the decision heuristics. integer_trail_->RegisterReversibleClass(this); } void LinearProgrammingConstraint::SetLevel(int level) { if (lp_solution_is_set_ && level < lp_solution_level_) { lp_solution_is_set_ = false; } } void LinearProgrammingConstraint::AddCutGenerator(CutGenerator generator) { for (const IntegerVariable var : generator.vars) { GetOrCreateMirrorVariable(VariableIsPositive(var) ? var : NegationOf(var)); } cut_generators_.push_back(std::move(generator)); } // Check whether the change breaks the current LP solution. // Call Propagate() only if it does. bool LinearProgrammingConstraint::IncrementalPropagate( const std::vector& watch_indices) { if (!lp_solution_is_set_) return Propagate(); for (const int index : watch_indices) { const double lb = static_cast( integer_trail_->LowerBound(integer_variables_[index]).value()); const double ub = static_cast( integer_trail_->UpperBound(integer_variables_[index]).value()); const double value = lp_solution_[index]; if (value < lb - kCpEpsilon || value > ub + kCpEpsilon) return Propagate(); } return true; } glop::Fractional LinearProgrammingConstraint::CpToLpScalingFactor( glop::ColIndex col) const { return scaler_.col_scale(col) / bound_scaling_factor_; } glop::Fractional LinearProgrammingConstraint::LpToCpScalingFactor( glop::ColIndex col) const { return bound_scaling_factor_ / scaler_.col_scale(col); } glop::Fractional LinearProgrammingConstraint::GetVariableValueAtCpScale( glop::ColIndex var) { return simplex_.GetVariableValue(var) * LpToCpScalingFactor(var); } double LinearProgrammingConstraint::GetSolutionValue( IntegerVariable variable) const { return lp_solution_[gtl::FindOrDie(mirror_lp_variable_, variable).value()]; } double LinearProgrammingConstraint::GetSolutionReducedCost( IntegerVariable variable) const { return lp_reduced_cost_[gtl::FindOrDie(mirror_lp_variable_, variable) .value()]; } void LinearProgrammingConstraint::UpdateBoundsOfLpVariables() { const int num_vars = integer_variables_.size(); for (int i = 0; i < num_vars; i++) { const IntegerVariable cp_var = integer_variables_[i]; const double lb = static_cast(integer_trail_->LowerBound(cp_var).value()); const double ub = static_cast(integer_trail_->UpperBound(cp_var).value()); const double factor = CpToLpScalingFactor(glop::ColIndex(i)); lp_data_.SetVariableBounds(glop::ColIndex(i), lb * factor, ub * factor); } } bool LinearProgrammingConstraint::Propagate() { UpdateBoundsOfLpVariables(); // TODO(user): It seems the time we loose by not stopping early might be worth // it because we end up with a better explanation at optimality. glop::GlopParameters parameters = simplex_.GetParameters(); if (/* DISABLES CODE */ (false) && objective_is_defined_) { // We put a limit on the dual objective since there is no point increasing // it past our current objective upper-bound (we will already fail as soon // as we pass it). Note that this limit is properly transformed using the // objective scaling factor and offset stored in lp_data_. // // Note that we use a bigger epsilon here to be sure that if we abort // because of this, we will report a conflict. parameters.set_objective_upper_limit( static_cast(integer_trail_->UpperBound(objective_cp_).value() + 100.0 * kCpEpsilon)); } // Put an iteration limit on the work we do in the simplex for this call. Note // that because we are "incremental", even if we don't solve it this time we // will make progress towards a solve in the lower node of the tree search. // // TODO(user): Put more at the root, and less afterwards? parameters.set_max_number_of_iterations(500); simplex_.SetParameters(parameters); simplex_.NotifyThatMatrixIsUnchangedForNextSolve(); const auto status = simplex_.Solve(lp_data_, time_limit_); if (!status.ok()) { LOG(WARNING) << "The LP solver encountered an error: " << status.error_message(); simplex_.ClearStateForNextSolve(); return true; } // Add cuts and resolve. // TODO(user): for the cuts, we scale back and forth, is this really needed? if (!cut_generators_.empty() && num_cuts_ < sat_parameters_.max_num_cuts() && (trail_->CurrentDecisionLevel() == 0 || !sat_parameters_.only_add_cuts_at_level_zero()) && (simplex_.GetProblemStatus() == glop::ProblemStatus::OPTIMAL || simplex_.GetProblemStatus() == glop::ProblemStatus::DUAL_FEASIBLE)) { int num_new_cuts = 0; for (const CutGenerator& generator : cut_generators_) { std::vector local_solution; for (const IntegerVariable var : generator.vars) { if (VariableIsPositive(var)) { const auto index = gtl::FindOrDie(mirror_lp_variable_, var); local_solution.push_back(GetVariableValueAtCpScale(index)); } else { const auto index = gtl::FindOrDie(mirror_lp_variable_, NegationOf(var)); local_solution.push_back(-GetVariableValueAtCpScale(index)); } } std::vector cuts = generator.generate_cuts(local_solution); if (cuts.empty()) continue; // Add the cuts to the LP! if (num_new_cuts == 0) lp_data_.DeleteSlackVariables(); for (const LinearConstraint& cut : cuts) { ++num_new_cuts; const glop::RowIndex row = lp_data_.CreateNewConstraint(); lp_data_.SetConstraintBounds(row, cut.lb, cut.ub); for (int i = 0; i < cut.vars.size(); ++i) { const glop::ColIndex col = GetOrCreateMirrorVariable(cut.vars[i]); // The returned coefficients correspond to variables at the CP scale, // so we need to divide them by CpToLpScalingFactor() which is the // same as multiplying by LpToCpScalingFactor(). lp_data_.SetCoefficient(row, col, cut.coeffs[i] * LpToCpScalingFactor(col)); } } } // Resolve if we added some cuts. if (num_new_cuts > 0) { num_cuts_ += num_new_cuts; VLOG(1) << "#cuts " << num_cuts_; lp_data_.NotifyThatColumnsAreClean(); lp_data_.AddSlackVariablesWhereNecessary(false); const auto status = simplex_.Solve(lp_data_, time_limit_); CHECK(status.ok()) << "LinearProgrammingConstraint encountered an error: " << status.error_message(); } } // A dual-unbounded problem is infeasible. We use the dual ray reason. if (simplex_.GetProblemStatus() == glop::ProblemStatus::DUAL_UNBOUNDED) { FillDualRayReason(); return integer_trail_->ReportConflict(integer_reason_); } // Optimality deductions if problem has an objective. if (objective_is_defined_ && (simplex_.GetProblemStatus() == glop::ProblemStatus::OPTIMAL || simplex_.GetProblemStatus() == glop::ProblemStatus::DUAL_FEASIBLE)) { // Try to filter optimal objective value. Note that GetObjectiveValue() // already take care of the scaling so that it returns an objective in the // CP world. const double relaxed_optimal_objective = simplex_.GetObjectiveValue(); const IntegerValue old_lb = integer_trail_->LowerBound(objective_cp_); // TODO(user): for large objective value, we can have a big imprecision // there. Not sure what to do (being super defensive, or not). const IntegerValue new_lb( static_cast(std::ceil(relaxed_optimal_objective - kCpEpsilon))); if (old_lb < new_lb) { FillReducedCostsReason(); const IntegerLiteral deduction = IntegerLiteral::GreaterOrEqual(objective_cp_, new_lb); if (!integer_trail_->Enqueue(deduction, {}, integer_reason_)) { return false; } } // Reduced cost strengthening. const double objective_cp_ub = static_cast(integer_trail_->UpperBound(objective_cp_).value()); ReducedCostStrengtheningDeductions(objective_cp_ub - relaxed_optimal_objective); if (!deductions_.empty()) { FillReducedCostsReason(); integer_reason_.push_back( integer_trail_->UpperBoundAsLiteral(objective_cp_)); const int trail_index_with_same_reason = integer_trail_->Index(); for (const IntegerLiteral deduction : deductions_) { if (!integer_trail_->Enqueue(deduction, {}, integer_reason_, trail_index_with_same_reason)) { return false; } } } } // Copy current LP solution. if (simplex_.GetProblemStatus() == glop::ProblemStatus::OPTIMAL) { const double objective_scale = lp_data_.objective_scaling_factor(); lp_solution_is_set_ = true; lp_solution_level_ = trail_->CurrentDecisionLevel(); lp_objective_ = simplex_.GetObjectiveValue(); lp_solution_is_integer_ = true; const int num_vars = integer_variables_.size(); for (int i = 0; i < num_vars; i++) { lp_solution_[i] = GetVariableValueAtCpScale(glop::ColIndex(i)); // The reduced cost need to be divided by LpToCpScalingFactor(). lp_reduced_cost_[i] = simplex_.GetReducedCost(glop::ColIndex(i)) * CpToLpScalingFactor(glop::ColIndex(i)) * objective_scale; if (std::abs(lp_solution_[i] - std::round(lp_solution_[i])) > kCpEpsilon) { lp_solution_is_integer_ = false; } } if (compute_reduced_cost_averages_) { // Decay averages. num_calls_since_reduced_cost_averages_reset_++; if (num_calls_since_reduced_cost_averages_reset_ == 10000) { for (int i = 0; i < num_vars; i++) { sum_cost_up_[i] /= 2; num_cost_up_[i] /= 2; sum_cost_down_[i] /= 2; num_cost_down_[i] /= 2; } num_calls_since_reduced_cost_averages_reset_ = 0; } // Accumulate pseudo-costs of all unassigned variables. for (int i = 0; i < num_vars; i++) { const IntegerVariable var = this->integer_variables_[i]; // Skip ignored and fixed variables. if (integer_trail_->IsCurrentlyIgnored(var)) continue; const IntegerValue lb = integer_trail_->LowerBound(var); const IntegerValue ub = integer_trail_->UpperBound(var); if (lb == ub) continue; // Skip reduced costs that are zero or close. const double rc = this->GetSolutionReducedCost(var); if (std::abs(rc) < kCpEpsilon) continue; if (rc < 0.0) { sum_cost_down_[i] -= rc; num_cost_down_[i]++; } else { sum_cost_up_[i] += rc; num_cost_up_[i]++; } } } } return true; } void LinearProgrammingConstraint::FillReducedCostsReason() { integer_reason_.clear(); const int num_vars = integer_variables_.size(); for (int i = 0; i < num_vars; i++) { // TODO(user): try to extend the bounds that are put in the // explanation of feasibility: can we compute bounds of variables for which // the objective would still not be low/high enough for the problem to be // feasible? If the violation minimum is 10 and a variable has rc 1, // then decreasing it by 9 would still leave the problem infeasible. // Using this could allow to generalize some explanations. const double rc = simplex_.GetReducedCost(glop::ColIndex(i)); if (rc > kLpEpsilon) { integer_reason_.push_back( integer_trail_->LowerBoundAsLiteral(integer_variables_[i])); } else if (rc < -kLpEpsilon) { integer_reason_.push_back( integer_trail_->UpperBoundAsLiteral(integer_variables_[i])); } } } void LinearProgrammingConstraint::FillDualRayReason() { integer_reason_.clear(); const int num_vars = integer_variables_.size(); for (int i = 0; i < num_vars; i++) { // TODO(user): Like for FillReducedCostsReason(), the bounds could be // extended here. Actually, the "dual ray cost updates" is the reduced cost // of an optimal solution if we were optimizing one direction of one basic // variable. The simplex_ interface would need to be slightly extended to // retrieve the basis column in question and the variable values though. const double rc = simplex_.GetDualRayRowCombination()[glop::ColIndex(i)]; if (rc > kLpEpsilon) { integer_reason_.push_back( integer_trail_->LowerBoundAsLiteral(integer_variables_[i])); } else if (rc < -kLpEpsilon) { integer_reason_.push_back( integer_trail_->UpperBoundAsLiteral(integer_variables_[i])); } } } void LinearProgrammingConstraint::ReducedCostStrengtheningDeductions( double cp_objective_delta) { deductions_.clear(); // TRICKY: while simplex_.GetObjectiveValue() use the objective scaling factor // stored in the lp_data_, all the other functions like GetReducedCost() or // GetVariableValue() do not. const double lp_objective_delta = cp_objective_delta / lp_data_.objective_scaling_factor(); const int num_vars = integer_variables_.size(); for (int i = 0; i < num_vars; i++) { const IntegerVariable cp_var = integer_variables_[i]; const glop::ColIndex lp_var = glop::ColIndex(i); const double rc = simplex_.GetReducedCost(lp_var); const double value = simplex_.GetVariableValue(lp_var); if (rc == 0.0) continue; const double lp_other_bound = value + lp_objective_delta / rc; const double cp_other_bound = lp_other_bound * LpToCpScalingFactor(lp_var); if (rc > kLpEpsilon) { const double ub = static_cast(integer_trail_->UpperBound(cp_var).value()); const double new_ub = std::floor(cp_other_bound + kCpEpsilon); if (new_ub < ub) { // TODO(user): Because rc > kLpEpsilon, the lower_bound of cp_var // will be part of the reason returned by FillReducedCostsReason(), but // we actually do not need it here. Same below. const IntegerValue new_ub_int(static_cast(new_ub)); deductions_.push_back(IntegerLiteral::LowerOrEqual(cp_var, new_ub_int)); } } else if (rc < -kLpEpsilon) { const double lb = static_cast(integer_trail_->LowerBound(cp_var).value()); const double new_lb = std::ceil(cp_other_bound - kCpEpsilon); if (new_lb > lb) { const IntegerValue new_lb_int(static_cast(new_lb)); deductions_.push_back( IntegerLiteral::GreaterOrEqual(cp_var, new_lb_int)); } } } } namespace { // TODO(user): we could use a sparser algorithm, even if this do not seems to // matter for now. void AddIncomingAndOutgoingCutsIfNeeded( int num_nodes, const std::vector& s, const std::vector& tails, const std::vector& heads, const std::vector& vars, const std::vector& lp_solution, int64 rhs_lower_bound, std::vector* cuts) { LinearConstraint incoming; LinearConstraint outgoing; double sum_incoming = 0.0; double sum_outgoing = 0.0; incoming.lb = outgoing.lb = rhs_lower_bound; incoming.ub = outgoing.ub = std::numeric_limits::infinity(); const std::set subset(s.begin(), s.end()); // Add incoming/outgoing cut arcs, compute flow through cuts. for (int i = 0; i < tails.size(); ++i) { const bool out = gtl::ContainsKey(subset, tails[i]); const bool in = gtl::ContainsKey(subset, heads[i]); if (out && in) continue; if (out) { sum_outgoing += lp_solution[i]; outgoing.vars.push_back(vars[i]); outgoing.coeffs.push_back(1.0); } if (in) { sum_incoming += lp_solution[i]; incoming.vars.push_back(vars[i]); incoming.coeffs.push_back(1.0); } } // A node is said to be optional if it can be excluded from the subcircuit, // in which case there is a self-loop on that node. // If there are optional nodes, use extended formula: // sum(cut) >= 1 - optional_loop_in - optional_loop_out // where optional_loop_in's node is in subset, optional_loop_out's is out. // TODO(user): Favor optional loops fixed to zero at root. int num_optional_nodes_in = 0; int num_optional_nodes_out = 0; int optional_loop_in = -1; int optional_loop_out = -1; for (int i = 0; i < tails.size(); ++i) { if (tails[i] != heads[i]) continue; if (gtl::ContainsKey(subset, tails[i])) { num_optional_nodes_in++; if (optional_loop_in == -1 || lp_solution[i] < lp_solution[optional_loop_in]) { optional_loop_in = i; } } else { num_optional_nodes_out++; if (optional_loop_out == -1 || lp_solution[i] < lp_solution[optional_loop_out]) { optional_loop_out = i; } } } if (num_optional_nodes_in + num_optional_nodes_out > 0) { CHECK_EQ(rhs_lower_bound, 1); // When all optionals of one side are excluded in lp solution, no cut. if (num_optional_nodes_in == subset.size() && (optional_loop_in == -1 || lp_solution[optional_loop_in] > 1.0 - 1e-6)) { return; } if (num_optional_nodes_out == num_nodes - subset.size() && (optional_loop_out == -1 || lp_solution[optional_loop_out] > 1.0 - 1e-6)) { return; } // There is no mandatory node in subset, add optional_loop_in. if (num_optional_nodes_in == subset.size()) { incoming.vars.push_back(vars[optional_loop_in]); incoming.coeffs.push_back(1.0); sum_incoming += lp_solution[optional_loop_in]; outgoing.vars.push_back(vars[optional_loop_in]); outgoing.coeffs.push_back(1.0); sum_outgoing += lp_solution[optional_loop_in]; } // There is no mandatory node out of subset, add optional_loop_out. if (num_optional_nodes_out == num_nodes - subset.size()) { incoming.vars.push_back(vars[optional_loop_out]); incoming.coeffs.push_back(1.0); sum_incoming += lp_solution[optional_loop_out]; outgoing.vars.push_back(vars[optional_loop_out]); outgoing.coeffs.push_back(1.0); sum_outgoing += lp_solution[optional_loop_out]; } } if (sum_incoming < rhs_lower_bound - 1e-6) { cuts->push_back(std::move(incoming)); } if (sum_outgoing < rhs_lower_bound - 1e-6) { cuts->push_back(std::move(outgoing)); } } } // namespace // We use a basic algorithm to detect components that are not connected to the // rest of the graph in the LP solution, and add cuts to force some arcs to // enter and leave this component from outside. CutGenerator CreateStronglyConnectedGraphCutGenerator( int num_nodes, const std::vector& tails, const std::vector& heads, const std::vector& vars) { CutGenerator result; result.vars = vars; result.generate_cuts = [num_nodes, tails, heads, vars](const std::vector& lp_solution) { int num_arcs_in_lp_solution = 0; std::vector> graph(num_nodes); for (int i = 0; i < lp_solution.size(); ++i) { // TODO(user): a more advanced algorithm consist of adding the arcs // in the decreasing order of their lp_solution, and for each strongly // connected components S along the way, try to add the corresponding // cuts. We can stop as soon as there is only two components left, after // adding the corresponding cut. if (lp_solution[i] > 1e-6) { ++num_arcs_in_lp_solution; graph[tails[i]].push_back(heads[i]); } } std::vector cuts; std::vector> components; FindStronglyConnectedComponents(num_nodes, graph, &components); if (components.size() == 1) return cuts; VLOG(1) << "num_arcs_in_lp_solution:" << num_arcs_in_lp_solution << " sccs:" << components.size(); for (const std::vector& component : components) { if (component.size() == 1) continue; AddIncomingAndOutgoingCutsIfNeeded(num_nodes, component, tails, heads, vars, lp_solution, /*rhs_lower_bound=*/1, &cuts); // In this case, the cuts for each component are the same. if (components.size() == 2) break; } return cuts; }; return result; } CutGenerator CreateCVRPCutGenerator(int num_nodes, const std::vector& tails, const std::vector& heads, const std::vector& vars, const std::vector& demands, int64 capacity) { CHECK_GT(capacity, 0); int64 total_demands = 0; for (const int64 demand : demands) total_demands += demand; CutGenerator result; result.vars = vars; result.generate_cuts = [num_nodes, tails, heads, total_demands, demands, capacity, vars](const std::vector& lp_solution) { int num_arcs_in_lp_solution = 0; std::vector> graph(num_nodes); for (int i = 0; i < lp_solution.size(); ++i) { if (lp_solution[i] > 1e-6) { ++num_arcs_in_lp_solution; graph[tails[i]].push_back(heads[i]); } } std::vector cuts; std::vector> components; FindStronglyConnectedComponents(num_nodes, graph, &components); if (components.size() == 1) return cuts; VLOG(1) << "num_arcs_in_lp_solution:" << num_arcs_in_lp_solution << " sccs:" << components.size(); for (const std::vector& component : components) { if (component.size() == 1) continue; bool contain_depot = false; int64 component_demand = 0; for (const int node : component) { if (node == 0) contain_depot = true; component_demand += demands[node]; } const int min_num_vehicles = contain_depot ? (total_demands - component_demand + capacity - 1) / capacity : (component_demand + capacity - 1) / capacity; CHECK_GE(min_num_vehicles, 1); AddIncomingAndOutgoingCutsIfNeeded( num_nodes, component, tails, heads, vars, lp_solution, /*rhs_lower_bound=*/min_num_vehicles, &cuts); // In this case, the cuts for each component are the same. if (components.size() == 2) break; } return cuts; }; return result; } std::function LinearProgrammingConstraint::HeuristicLPMostInfeasibleBinary(Model* model) { IntegerTrail* integer_trail = integer_trail_; IntegerEncoder* integer_encoder = model->GetOrCreate(); // Gather all 0-1 variables that appear in some LP. std::vector variables; for (IntegerVariable var : integer_variables_) { if (integer_trail_->LowerBound(var) == 0 && integer_trail_->UpperBound(var) == 1) { variables.push_back(var); } } VLOG(1) << "HeuristicLPMostInfeasibleBinary has " << variables.size() << " variables."; return [this, variables, integer_trail, integer_encoder]() { const double kEpsilon = 1e-6; // Find most fractional value. IntegerVariable fractional_var = kNoIntegerVariable; double fractional_distance_best = -1.0; for (const IntegerVariable var : variables) { // Skip ignored and fixed variables. if (integer_trail_->IsCurrentlyIgnored(var)) continue; const IntegerValue lb = integer_trail_->LowerBound(var); const IntegerValue ub = integer_trail_->UpperBound(var); if (lb == ub) continue; // Check variable's support is fractional. const double lp_value = this->GetSolutionValue(var); const double fractional_distance = std::min(std::ceil(lp_value - kEpsilon) - lp_value, lp_value - std::floor(lp_value + kEpsilon)); if (fractional_distance < kEpsilon) continue; // Keep variable if it is farther from integrality than the previous. if (fractional_distance > fractional_distance_best) { fractional_var = var; fractional_distance_best = fractional_distance; } } if (fractional_var != kNoIntegerVariable) { return integer_encoder ->GetOrCreateAssociatedLiteral( IntegerLiteral::GreaterOrEqual(fractional_var, IntegerValue(1))) .Index(); } return kNoLiteralIndex; }; } std::function LinearProgrammingConstraint::HeuristicLPPseudoCostBinary(Model* model) { // Gather all 0-1 variables that appear in this LP. std::vector variables; for (IntegerVariable var : integer_variables_) { if (integer_trail_->LowerBound(var) == 0 && integer_trail_->UpperBound(var) == 1) { variables.push_back(var); } } VLOG(1) << "HeuristicLPPseudoCostBinary has " << variables.size() << " variables."; // Store average of reduced cost from 1 to 0. The best heuristic only sets // variables to one and cares about cost to zero, even though classic // pseudocost will use max_var min(cost_to_one[var], cost_to_zero[var]). const int num_vars = variables.size(); std::vector cost_to_zero(num_vars, 0.0); std::vector num_cost_to_zero(num_vars); int num_calls = 0; IntegerEncoder* integer_encoder = model->GetOrCreate(); return [=]() mutable { const double kEpsilon = 1e-6; // Every 10000 calls, decay pseudocosts. num_calls++; if (num_calls == 10000) { for (int i = 0; i < num_vars; i++) { cost_to_zero[i] /= 2; num_cost_to_zero[i] /= 2; } num_calls = 0; } // Accumulate pseudo-costs of all unassigned variables. for (int i = 0; i < num_vars; i++) { const IntegerVariable var = variables[i]; // Skip ignored and fixed variables. if (integer_trail_->IsCurrentlyIgnored(var)) continue; const IntegerValue lb = integer_trail_->LowerBound(var); const IntegerValue ub = integer_trail_->UpperBound(var); if (lb == ub) continue; const double rc = this->GetSolutionReducedCost(var); // Skip reduced costs that are nonzero because of numerical issues. if (std::abs(rc) < kEpsilon) continue; const double value = std::round(this->GetSolutionValue(var)); if (value == 1.0 && rc < 0.0) { cost_to_zero[i] -= rc; num_cost_to_zero[i]++; } } // Select noninstantiated variable with highest pseudo-cost. int selected_index = -1; double best_cost = 0.0; for (int i = 0; i < num_vars; i++) { const IntegerVariable var = variables[i]; // Skip ignored and fixed variables. if (integer_trail_->IsCurrentlyIgnored(var)) continue; const IntegerValue lb = integer_trail_->LowerBound(var); const IntegerValue ub = integer_trail_->UpperBound(var); if (lb == ub) continue; if (num_cost_to_zero[i] > 0 && best_cost < cost_to_zero[i] / num_cost_to_zero[i]) { best_cost = cost_to_zero[i] / num_cost_to_zero[i]; selected_index = i; } } if (selected_index >= 0) { const Literal decision = integer_encoder->GetOrCreateAssociatedLiteral( IntegerLiteral::GreaterOrEqual(variables[selected_index], IntegerValue(1))); return decision.Index(); } return kNoLiteralIndex; }; } std::function LinearProgrammingConstraint::LPReducedCostAverageBranching() { if (!compute_reduced_cost_averages_) { compute_reduced_cost_averages_ = true; const int num_vars = integer_variables_.size(); VLOG(1) << " LPReducedCostAverageBranching has #variables: " << num_vars; sum_cost_down_.resize(num_vars, 0.0); num_cost_down_.resize(num_vars, 0); sum_cost_up_.resize(num_vars, 0.0); num_cost_up_.resize(num_vars, 0); } return [this]() { return this->LPReducedCostAverageDecision(); }; } LiteralIndex LinearProgrammingConstraint::LPReducedCostAverageDecision() { const int num_vars = integer_variables_.size(); // Select noninstantiated variable with highest pseudo-cost. int selected_index = -1; double best_cost = 0.0; for (int i = 0; i < num_vars; i++) { const IntegerVariable var = this->integer_variables_[i]; // Skip ignored and fixed variables. if (integer_trail_->IsCurrentlyIgnored(var)) continue; const IntegerValue lb = integer_trail_->LowerBound(var); const IntegerValue ub = integer_trail_->UpperBound(var); if (lb == ub) continue; // If only one direction exist, we takes its value divided by 2, so that // such variable should have a smaller cost than the min of the two side // except if one direction have a really high reduced costs. double cost_i = 0.0; if (num_cost_down_[i] > 0 && num_cost_up_[i] > 0) { cost_i = std::min(sum_cost_down_[i] / num_cost_down_[i], sum_cost_up_[i] / num_cost_up_[i]); } else { const double divisor = num_cost_down_[i] + num_cost_up_[i]; if (divisor != 0) { cost_i = 0.5 * (sum_cost_down_[i] + sum_cost_up_[i]) / divisor; } } if (selected_index == -1 || cost_i > best_cost) { best_cost = cost_i; selected_index = i; } } if (selected_index == -1) return kNoLiteralIndex; const IntegerVariable var = this->integer_variables_[selected_index]; // If ceil(value) is current upper bound, try var == upper bound first. // Guarding with >= prevents numerical problems. // With 0/1 variables, this will tend to try setting to 1 first, // which produces more shallow trees. const IntegerValue ub = integer_trail_->UpperBound(var); const IntegerValue value_ceil( std::ceil(this->GetSolutionValue(var) - kCpEpsilon)); if (value_ceil >= ub) { return integer_encoder_ ->GetOrCreateAssociatedLiteral(IntegerLiteral::GreaterOrEqual(var, ub)) .Index(); } // If floor(value) is current lower bound, try var == lower bound first. // Guarding with <= prevents numerical problems. const IntegerValue lb = integer_trail_->LowerBound(var); const IntegerValue value_floor( std::floor(this->GetSolutionValue(var) + kCpEpsilon)); if (value_floor <= lb) { return integer_encoder_ ->GetOrCreateAssociatedLiteral(IntegerLiteral::LowerOrEqual(var, lb)) .Index(); } // Here lb < value_floor <= value_ceil < ub. // Try the most promising split between var <= floor or var >= ceil. if (sum_cost_down_[selected_index] / num_cost_down_[selected_index] < sum_cost_up_[selected_index] / num_cost_up_[selected_index]) { return integer_encoder_ ->GetOrCreateAssociatedLiteral( IntegerLiteral::LowerOrEqual(var, value_floor)) .Index(); } else { return integer_encoder_ ->GetOrCreateAssociatedLiteral( IntegerLiteral::GreaterOrEqual(var, value_ceil)) .Index(); } } } // namespace sat } // namespace operations_research