Files
ortools-clone/ortools/graph/christofides.h
Corentin Le Molgat c7120439d4 Bump license date
2022-06-17 14:23:23 +02:00

374 lines
14 KiB
C++

// Copyright 2010-2022 Google LLC
// 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.
// ChristofidesPathSolver computes an approximate solution to the Traveling
// Salesman Problen using the Christofides algorithm (c.f.
// https://en.wikipedia.org/wiki/Christofides_algorithm).
// Note that the algorithm guarantees finding a solution within 3/2 of the
// optimum when using minimum weight perfect matching in the matching phase.
// The complexity of the algorithm is dominated by the complexity of the
// matching algorithm: O(n^2 * log(n)) if minimal matching is used, or at least
// O(n^3) or O(nmlog(n)) otherwise, depending on the implementation of the
// perfect matching algorithm used, where n is the number of nodes and m is the
// number of edges of the subgraph induced by odd-degree nodes of the minimum
// spanning tree.
#ifndef OR_TOOLS_GRAPH_CHRISTOFIDES_H_
#define OR_TOOLS_GRAPH_CHRISTOFIDES_H_
#include <cstdint>
#include <string>
#include "absl/status/status.h"
#include "absl/status/statusor.h"
#include "ortools/base/integral_types.h"
#include "ortools/base/logging.h"
#include "ortools/graph/eulerian_path.h"
#include "ortools/graph/graph.h"
#include "ortools/graph/minimum_spanning_tree.h"
#include "ortools/graph/perfect_matching.h"
#include "ortools/linear_solver/linear_solver.h"
#include "ortools/linear_solver/linear_solver.pb.h"
#include "ortools/util/saturated_arithmetic.h"
namespace operations_research {
using ::util::CompleteGraph;
template <typename CostType, typename ArcIndex = int64_t,
typename NodeIndex = int32_t,
typename CostFunction = std::function<CostType(NodeIndex, NodeIndex)>>
class ChristofidesPathSolver {
public:
enum class MatchingAlgorithm {
MINIMUM_WEIGHT_MATCHING,
#if defined(USE_CBC) || defined(USE_SCIP)
MINIMUM_WEIGHT_MATCHING_WITH_MIP,
#endif // defined(USE_CBC) || defined(USE_SCIP)
MINIMAL_WEIGHT_MATCHING,
};
ChristofidesPathSolver(NodeIndex num_nodes, CostFunction costs);
// Sets the matching algorithm to use. A minimum weight perfect matching
// (MINIMUM_WEIGHT_MATCHING) guarantees the 3/2 upper bound to the optimal
// solution. A minimal weight perfect matching (MINIMAL_WEIGHT_MATCHING)
// finds a locally minimal weight matching which does not offer any bound
// guarantee but, as of 1/2017, is orders of magnitude faster than the
// minimum matching.
// By default, MINIMAL_WEIGHT_MATCHING is selected.
// TODO(user): Change the default when minimum matching gets faster.
void SetMatchingAlgorithm(MatchingAlgorithm matching) {
matching_ = matching;
}
// Returns the cost of the approximate TSP tour.
CostType TravelingSalesmanCost();
// Returns the approximate TSP tour.
std::vector<NodeIndex> TravelingSalesmanPath();
// Runs the Christofides algorithm. Returns true if a solution was found,
// false otherwise.
bool Solve();
private:
int64_t SafeAdd(int64_t a, int64_t b) { return CapAdd(a, b); }
// Matching algorithm to use.
MatchingAlgorithm matching_;
// The complete graph on the nodes of the problem.
CompleteGraph<NodeIndex, ArcIndex> graph_;
// Function returning the cost between nodes of the problem.
const CostFunction costs_;
// The cost of the computed TSP path.
CostType tsp_cost_;
// The path of the computed TSP,
std::vector<NodeIndex> tsp_path_;
// True if the TSP has been solved, false otherwise.
bool solved_;
};
// Computes a minimum weight perfect matching on an undirected graph.
template <typename WeightFunctionType, typename GraphType>
absl::StatusOr<std::vector<
std::pair<typename GraphType::NodeIndex, typename GraphType::NodeIndex>>>
ComputeMinimumWeightMatching(const GraphType& graph,
const WeightFunctionType& weight) {
using ArcIndex = typename GraphType::ArcIndex;
using NodeIndex = typename GraphType::NodeIndex;
MinCostPerfectMatching matching(graph.num_nodes());
for (NodeIndex tail : graph.AllNodes()) {
for (const ArcIndex arc : graph.OutgoingArcs(tail)) {
const NodeIndex head = graph.Head(arc);
// Adding both arcs is redudant for MinCostPerfectMatching.
if (tail < head) {
matching.AddEdgeWithCost(tail, head, weight(arc));
}
}
}
MinCostPerfectMatching::Status status = matching.Solve();
if (status != MinCostPerfectMatching::OPTIMAL) {
return absl::InvalidArgumentError("Perfect matching failed");
}
std::vector<std::pair<NodeIndex, NodeIndex>> match;
for (NodeIndex tail : graph.AllNodes()) {
const NodeIndex head = matching.Match(tail);
if (tail < head) { // Both arcs are matched for a given edge, we keep one.
match.emplace_back(tail, head);
}
}
return match;
}
#if defined(USE_CBC) || defined(USE_SCIP)
// Computes a minimum weight perfect matching on an undirected graph using a
// Mixed Integer Programming model.
// TODO(user): Handle infeasible cases if this algorithm is used outside of
// Christofides.
template <typename WeightFunctionType, typename GraphType>
absl::StatusOr<std::vector<
std::pair<typename GraphType::NodeIndex, typename GraphType::NodeIndex>>>
ComputeMinimumWeightMatchingWithMIP(const GraphType& graph,
const WeightFunctionType& weight) {
using ArcIndex = typename GraphType::ArcIndex;
using NodeIndex = typename GraphType::NodeIndex;
MPModelProto model;
model.set_maximize(false);
// The model is composed of Boolean decision variables to select matching arcs
// and constraints ensuring that each node appears in exactly one selected
// arc. The objective is to minimize the sum of the weights of selected arcs.
// It is assumed the graph is symmetrical.
std::vector<int> variable_indices(graph.num_arcs(), -1);
for (NodeIndex node : graph.AllNodes()) {
// Creating arc-selection Boolean variable.
for (const ArcIndex arc : graph.OutgoingArcs(node)) {
const NodeIndex head = graph.Head(arc);
if (node < head) {
variable_indices[arc] = model.variable_size();
MPVariableProto* const arc_var = model.add_variable();
arc_var->set_lower_bound(0);
arc_var->set_upper_bound(1);
arc_var->set_is_integer(true);
arc_var->set_objective_coefficient(weight(arc));
}
}
// Creating matching constraint:
// for all node i, sum(j) arc(i,j) + sum(j) arc(j,i) = 1
MPConstraintProto* const one_of_ct = model.add_constraint();
one_of_ct->set_lower_bound(1);
one_of_ct->set_upper_bound(1);
}
for (NodeIndex node : graph.AllNodes()) {
for (const ArcIndex arc : graph.OutgoingArcs(node)) {
const NodeIndex head = graph.Head(arc);
if (node < head) {
const int arc_var = variable_indices[arc];
DCHECK_GE(arc_var, 0);
MPConstraintProto* one_of_ct = model.mutable_constraint(node);
one_of_ct->add_var_index(arc_var);
one_of_ct->add_coefficient(1);
one_of_ct = model.mutable_constraint(head);
one_of_ct->add_var_index(arc_var);
one_of_ct->add_coefficient(1);
}
}
}
#if defined(USE_SCIP)
MPSolver mp_solver("MatchingWithSCIP",
MPSolver::SCIP_MIXED_INTEGER_PROGRAMMING);
#elif defined(USE_CBC)
MPSolver mp_solver("MatchingWithCBC",
MPSolver::CBC_MIXED_INTEGER_PROGRAMMING);
#endif
std::string error;
mp_solver.LoadModelFromProto(model, &error);
MPSolver::ResultStatus status = mp_solver.Solve();
if (status != MPSolver::OPTIMAL) {
return absl::InvalidArgumentError("MIP-based matching failed");
}
MPSolutionResponse response;
mp_solver.FillSolutionResponseProto(&response);
std::vector<std::pair<NodeIndex, NodeIndex>> matching;
for (ArcIndex arc = 0; arc < variable_indices.size(); ++arc) {
const int arc_var = variable_indices[arc];
if (arc_var >= 0 && response.variable_value(arc_var) > .9) {
DCHECK_GE(response.variable_value(arc_var), 1.0 - 1e-4);
matching.emplace_back(graph.Tail(arc), graph.Head(arc));
}
}
return matching;
}
#endif // defined(USE_CBC) || defined(USE_SCIP)
template <typename CostType, typename ArcIndex, typename NodeIndex,
typename CostFunction>
ChristofidesPathSolver<CostType, ArcIndex, NodeIndex, CostFunction>::
ChristofidesPathSolver(NodeIndex num_nodes, CostFunction costs)
: matching_(MatchingAlgorithm::MINIMAL_WEIGHT_MATCHING),
graph_(num_nodes),
costs_(std::move(costs)),
tsp_cost_(0),
solved_(false) {}
template <typename CostType, typename ArcIndex, typename NodeIndex,
typename CostFunction>
CostType ChristofidesPathSolver<CostType, ArcIndex, NodeIndex,
CostFunction>::TravelingSalesmanCost() {
if (!solved_) {
bool const ok = Solve();
DCHECK(ok);
}
return tsp_cost_;
}
template <typename CostType, typename ArcIndex, typename NodeIndex,
typename CostFunction>
std::vector<NodeIndex> ChristofidesPathSolver<
CostType, ArcIndex, NodeIndex, CostFunction>::TravelingSalesmanPath() {
if (!solved_) {
const bool ok = Solve();
DCHECK(ok);
}
return tsp_path_;
}
template <typename CostType, typename ArcIndex, typename NodeIndex,
typename CostFunction>
bool ChristofidesPathSolver<CostType, ArcIndex, NodeIndex,
CostFunction>::Solve() {
const NodeIndex num_nodes = graph_.num_nodes();
tsp_path_.clear();
tsp_cost_ = 0;
if (num_nodes == 1) {
tsp_path_ = {0, 0};
}
if (num_nodes <= 1) {
return true;
}
// Compute Minimum Spanning Tree.
const std::vector<ArcIndex> mst =
BuildPrimMinimumSpanningTree(graph_, [this](ArcIndex arc) {
return costs_(graph_.Tail(arc), graph_.Head(arc));
});
// Detect odd degree nodes.
std::vector<NodeIndex> degrees(num_nodes, 0);
for (ArcIndex arc : mst) {
degrees[graph_.Tail(arc)]++;
degrees[graph_.Head(arc)]++;
}
std::vector<NodeIndex> odd_degree_nodes;
for (int i = 0; i < degrees.size(); ++i) {
if (degrees[i] % 2 != 0) {
odd_degree_nodes.push_back(i);
}
}
// Find minimum-weight perfect matching on odd-degree-node complete graph.
// TODO(user): Make this code available as an independent algorithm.
const NodeIndex reduced_size = odd_degree_nodes.size();
DCHECK_NE(0, reduced_size);
CompleteGraph<NodeIndex, ArcIndex> reduced_graph(reduced_size);
std::vector<std::pair<NodeIndex, NodeIndex>> closure_arcs;
switch (matching_) {
case MatchingAlgorithm::MINIMUM_WEIGHT_MATCHING: {
auto result = ComputeMinimumWeightMatching(
reduced_graph, [this, &reduced_graph,
&odd_degree_nodes](CompleteGraph<>::ArcIndex arc) {
return costs_(odd_degree_nodes[reduced_graph.Tail(arc)],
odd_degree_nodes[reduced_graph.Head(arc)]);
});
if (!result.ok()) {
return false;
}
result->swap(closure_arcs);
break;
}
#if defined(USE_CBC) || defined(USE_SCIP)
case MatchingAlgorithm::MINIMUM_WEIGHT_MATCHING_WITH_MIP: {
auto result = ComputeMinimumWeightMatchingWithMIP(
reduced_graph, [this, &reduced_graph,
&odd_degree_nodes](CompleteGraph<>::ArcIndex arc) {
return costs_(odd_degree_nodes[reduced_graph.Tail(arc)],
odd_degree_nodes[reduced_graph.Head(arc)]);
});
if (!result.ok()) {
return false;
}
result->swap(closure_arcs);
break;
}
#endif // defined(USE_CBC) || defined(USE_SCIP)
case MatchingAlgorithm::MINIMAL_WEIGHT_MATCHING: {
// TODO(user): Cost caching was added and can gain up to 20% but
// increases memory usage; see if we can avoid caching.
std::vector<ArcIndex> ordered_arcs(reduced_graph.num_arcs());
std::vector<CostType> ordered_arc_costs(reduced_graph.num_arcs(), 0);
for (const ArcIndex arc : reduced_graph.AllForwardArcs()) {
ordered_arcs[arc] = arc;
ordered_arc_costs[arc] =
costs_(odd_degree_nodes[reduced_graph.Tail(arc)],
odd_degree_nodes[reduced_graph.Head(arc)]);
}
std::sort(ordered_arcs.begin(), ordered_arcs.end(),
[&ordered_arc_costs](ArcIndex arc_a, ArcIndex arc_b) {
return ordered_arc_costs[arc_a] < ordered_arc_costs[arc_b];
});
std::vector<bool> touched_nodes(reduced_size, false);
for (ArcIndex arc_index = 0; closure_arcs.size() * 2 < reduced_size;
++arc_index) {
const ArcIndex arc = ordered_arcs[arc_index];
const NodeIndex tail = reduced_graph.Tail(arc);
const NodeIndex head = reduced_graph.Head(arc);
if (head != tail && !touched_nodes[tail] && !touched_nodes[head]) {
touched_nodes[tail] = true;
touched_nodes[head] = true;
closure_arcs.emplace_back(tail, head);
}
}
break;
}
}
// Build Eulerian path on minimum spanning tree + closing edges from matching
// and extract a solution to the Traveling Salesman from the path by skipping
// duplicate nodes.
::util::ReverseArcListGraph<NodeIndex, ArcIndex> egraph(
num_nodes, closure_arcs.size() + mst.size());
for (ArcIndex arc : mst) {
egraph.AddArc(graph_.Tail(arc), graph_.Head(arc));
}
for (const auto arc : closure_arcs) {
egraph.AddArc(odd_degree_nodes[arc.first], odd_degree_nodes[arc.second]);
}
std::vector<bool> touched(num_nodes, false);
DCHECK(IsEulerianGraph(egraph));
for (const NodeIndex node : BuildEulerianTourFromNode(egraph, 0)) {
if (touched[node]) continue;
touched[node] = true;
tsp_cost_ = SafeAdd(tsp_cost_,
tsp_path_.empty() ? 0 : costs_(tsp_path_.back(), node));
tsp_path_.push_back(node);
}
tsp_cost_ =
SafeAdd(tsp_cost_, tsp_path_.empty() ? 0 : costs_(tsp_path_.back(), 0));
tsp_path_.push_back(0);
solved_ = true;
return true;
}
} // namespace operations_research
#endif // OR_TOOLS_GRAPH_CHRISTOFIDES_H_