120 lines
4.1 KiB
C++
120 lines
4.1 KiB
C++
// Copyright 2010-2022 Google LLC
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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//
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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#include "ortools/math_opt/cpp/statistics.h"
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#include <algorithm>
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#include <cmath>
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#include <iomanip>
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#include <ios>
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#include <optional>
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#include <ostream>
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#include <type_traits>
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#include <utility>
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#include "ortools/math_opt/cpp/model.h"
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#include "ortools/math_opt/storage/model_storage.h"
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namespace operations_research::math_opt {
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namespace {
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// Formatter for std::optional<Range> that uses the given width for std::setw().
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struct OptionalRangeFormatter {
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OptionalRangeFormatter(const std::optional<Range>& range, const int width)
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: range(range), width(width) {}
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const std::optional<Range>& range;
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const int width;
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};
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std::ostream& operator<<(std::ostream& out, const OptionalRangeFormatter& fmt) {
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if (!fmt.range.has_value()) {
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out << "no finite values";
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return out;
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}
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out << '[' << std::setw(fmt.width) << fmt.range->first << ", "
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<< std::setw(fmt.width) << fmt.range->second << ']';
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return out;
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}
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// Updates the input optional range with abs(v) if it is finite and non-zero.
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void UpdateOptionalRange(std::optional<Range>& range, const double v) {
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if (std::isinf(v) || v == 0.0) {
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return;
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}
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const double abs_v = std::abs(v);
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if (range.has_value()) {
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range->first = std::min(range->first, abs_v);
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range->second = std::max(range->second, abs_v);
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} else {
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range = std::make_pair(abs_v, abs_v);
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}
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}
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} // namespace
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std::ostream& operator<<(std::ostream& out, const ModelRanges& ranges) {
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const auto last_precision = out.precision(2);
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const auto last_flags = out.flags();
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out.setf(std::ios_base::scientific, std::ios_base::floatfield);
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out.setf(std::ios_base::left, std::ios_base::adjustfield);
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// Numbers are printed in scientific notation with a precision of 2. Since
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// they are expected to be positive we can ignore the optional leading minus
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// sign. We thus expects `d.dde[+-]dd(d)?` (the exponent is at least 2 digits
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// but double can require 3 digits, with max +308 and min -308). Thus we can
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// use a width of 9 to align the ranges properly.
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constexpr int kWidth = 9;
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out << "Objective terms : "
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<< OptionalRangeFormatter(ranges.objective_terms, kWidth)
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<< "\nVariable bounds : "
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<< OptionalRangeFormatter(ranges.variable_bounds, kWidth)
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<< "\nLinear constraints bounds : "
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<< OptionalRangeFormatter(ranges.linear_constraint_bounds, kWidth)
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<< "\nLinear constraints coeffs : "
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<< OptionalRangeFormatter(ranges.linear_constraint_coefficients, kWidth);
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out.precision(last_precision);
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out.flags(last_flags);
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return out;
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}
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ModelRanges ComputeModelRanges(const Model& model) {
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ModelRanges ranges;
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const auto objective = model.ObjectiveAsQuadraticExpression();
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for (const auto& [_, coeff] : objective.linear_terms()) {
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UpdateOptionalRange(ranges.objective_terms, coeff);
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}
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for (const auto& [_, coeff] : objective.quadratic_terms()) {
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UpdateOptionalRange(ranges.objective_terms, coeff);
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}
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for (const Variable& v : model.Variables()) {
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UpdateOptionalRange(ranges.variable_bounds, v.lower_bound());
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UpdateOptionalRange(ranges.variable_bounds, v.upper_bound());
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}
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for (const LinearConstraint& c : model.LinearConstraints()) {
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UpdateOptionalRange(ranges.linear_constraint_bounds, c.lower_bound());
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UpdateOptionalRange(ranges.linear_constraint_bounds, c.upper_bound());
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}
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for (const auto& [_, coeff] : model.storage()->linear_constraint_matrix()) {
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UpdateOptionalRange(ranges.linear_constraint_coefficients, coeff);
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}
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return ranges;
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}
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} // namespace operations_research::math_opt
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