1464 lines
62 KiB
C++
1464 lines
62 KiB
C++
// Copyright 2010-2025 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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//
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// An implementation of a cost-scaling push-relabel algorithm for the
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// assignment problem (minimum-cost perfect bipartite matching), from
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// the paper of Goldberg and Kennedy (1995).
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//
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//
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// This implementation finds the minimum-cost perfect assignment in
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// the given graph with integral edge weights set through the
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// SetArcCost method.
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//
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// The running time is O(n*m*log(nC)) where n is the number of nodes,
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// m is the number of edges, and C is the largest magnitude of an edge cost.
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// In principle it can be worse than the Hungarian algorithm but we don't know
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// of any class of problems where that actually happens. An additional sqrt(n)
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// factor could be shaved off the running time bound using the technique
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// described in http://dx.doi.org/10.1137/S0895480194281185
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// (see also http://theory.stanford.edu/~robert/papers/glob_upd.ps).
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//
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// Example usage:
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//
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// #include "ortools/graph/graph.h"
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// #include "ortools/graph/linear_assignment.h"
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//
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// // Choose a graph implementation (we recommend StaticGraph<>).
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// typedef util::StaticGraph<> Graph;
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//
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// // Define a num_nodes / 2 by num_nodes / 2 assignment problem:
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// const int num_nodes = ...
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// const int num_arcs = ...
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// const int num_left_nodes = num_nodes / 2;
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// Graph graph(num_nodes, num_arcs);
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// std::vector<operations_research::CostValue> arc_costs(num_arcs);
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// for (int arc = 0; arc < num_arcs; ++arc) {
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// const int arc_tail = ... // must be in [0, num_left_nodes)
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// const int arc_head = ... // must be in [num_left_nodes, num_nodes)
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// graph.AddArc(arc_tail, arc_head);
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// arc_costs[arc] = ...
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// }
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//
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// // Build the StaticGraph. You can skip this step by using a ListGraph<>
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// // instead, but then the ComputeAssignment() below will be slower. It is
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// // okay if your graph is small and performance is not critical though.
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// {
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// std::vector<Graph::ArcIndex> arc_permutation;
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// graph.Build(&arc_permutation);
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// util::Permute(arc_permutation, &arc_costs);
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// }
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//
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// // Construct the LinearSumAssignment.
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// ::operations_research::LinearSumAssignment<Graph> a(graph, num_left_nodes);
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// for (int arc = 0; arc < num_arcs; ++arc) {
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// // You can also replace 'arc_costs[arc]' by something like
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// // ComputeArcCost(permutation.empty() ? arc : permutation[arc])
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// // if you don't want to store the costs in arc_costs to save memory.
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// a.SetArcCost(arc, arc_costs[arc]);
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// }
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//
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// // Compute the optimum assignment.
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// bool success = a.ComputeAssignment();
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// // Retrieve the cost of the optimum assignment.
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// operations_research::CostValue optimum_cost = a.GetCost();
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// // Retrieve the node-node correspondence of the optimum assignment and the
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// // cost of each node pairing.
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// for (int left_node = 0; left_node < num_left_nodes; ++left_node) {
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// const int right_node = a.GetMate(left_node);
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// operations_research::CostValue node_pair_cost =
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// a.GetAssignmentCost(left_node);
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// ...
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// }
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//
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// In the following, we consider a bipartite graph
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// G = (V = X union Y, E subset XxY),
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// where V denotes the set of nodes (vertices) in the graph, E denotes
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// the set of arcs (edges), n = |V| denotes the number of nodes in the
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// graph, and m = |E| denotes the number of arcs in the graph.
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//
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// The set of nodes is divided into two parts, X and Y, and every arc
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// must go between a node of X and a node of Y. With each arc is
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// associated a cost c(v, w). A matching M is a subset of E with the
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// property that no two arcs in M have a head or tail node in common,
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// and a perfect matching is a matching that touches every node in the
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// graph. The cost of a matching M is the sum of the costs of all the
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// arcs in M.
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//
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// The assignment problem is to find a perfect matching of minimum
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// cost in the given bipartite graph. The present algorithm reduces
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// the assignment problem to an instance of the minimum-cost flow
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// problem and takes advantage of special properties of the resulting
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// minimum-cost flow problem to solve it efficiently using a
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// push-relabel method. For more information about minimum-cost flow
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// see ortools/graph/min_cost_flow.h
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//
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// The method used here is the cost-scaling approach for the
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// minimum-cost circulation problem as described in [Goldberg and
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// Tarjan] with some technical modifications:
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// 1. For efficiency, we solve a transportation problem instead of
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// minimum-cost circulation. We might revisit this decision if it
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// is important to handle problems in which no perfect matching
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// exists.
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// 2. We use a modified "asymmetric" notion of epsilon-optimality in
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// which left-to-right residual arcs are required to have reduced
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// cost bounded below by zero and right-to-left residual arcs are
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// required to have reduced cost bounded below by -epsilon. For
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// each residual arc direction, the reduced-cost threshold for
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// admissibility is epsilon/2 above the threshold for epsilon
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// optimality.
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// 3. We do not limit the applicability of the relabeling operation to
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// nodes with excess. Instead we use the double-push operation
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// (discussed in the Goldberg and Kennedy CSA paper and Kennedy's
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// thesis) which relabels right-side nodes just *after* they have
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// been discharged.
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// The above differences are explained in detail in [Kennedy's thesis]
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// and explained not quite as cleanly in [Goldberg and Kennedy's CSA
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// paper]. But note that the thesis explanation uses a value of
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// epsilon that's double what we use here.
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//
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// Some definitions:
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// Active: A node is called active when it has excess. It is
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// eligible to be pushed from. In this implementation, every active
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// node is on the left side of the graph where prices are determined
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// implicitly, so no left-side relabeling is necessary before
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// pushing from an active node. We do, however, need to compute
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// the implications for price changes on the affected right-side
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// nodes.
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// Admissible: A residual arc (one that can carry more flow) is
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// called admissible when its reduced cost is small enough. We can
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// push additional flow along such an arc without violating
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// epsilon-optimality. In the case of a left-to-right residual
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// arc, the reduced cost must be at most epsilon/2. In the case of
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// a right-to-left residual arc, the reduced cost must be at
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// most -epsilon/2. The careful reader will note that these thresholds
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// are not used explicitly anywhere in this implementation, and
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// the reason is the implicit pricing of left-side nodes.
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// Reduced cost: Essentially an arc's reduced cost is its
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// complementary slackness. In push-relabel algorithms this is
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// c_p(v, w) = p(v) + c(v, w) - p(w),
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// where p() is the node price function and c(v, w) is the cost of
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// the arc from v to w. See min_cost_flow.h for more details.
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// Partial reduced cost: We maintain prices implicitly for left-side
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// nodes in this implementation, so instead of reduced costs we
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// work with partial reduced costs, defined as
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// c'_p(v, w) = c(v, w) - p(w).
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//
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// We check at initialization time for the possibility of arithmetic
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// overflow and warn if the given costs are too large. In many cases
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// the bound we use to trigger the warning is pessimistic so the given
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// problem can often be solved even if we warn that overflow is
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// possible.
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//
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// We don't use the interface from
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// operations_research/algorithms/hungarian.h because we want to be
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// able to express sparse problems efficiently.
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//
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// When asked to solve the given assignment problem we return a
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// boolean to indicate whether the given problem was feasible.
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//
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// References:
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// [ Goldberg and Kennedy's CSA paper ] A. V. Goldberg and R. Kennedy,
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// "An Efficient Cost Scaling Algorithm for the Assignment Problem."
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// Mathematical Programming, Vol. 71, pages 153-178, December 1995.
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//
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// [ Goldberg and Tarjan ] A. V. Goldberg and R. E. Tarjan, "Finding
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// Minimum-Cost Circulations by Successive Approximation." Mathematics
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// of Operations Research, Vol. 15, No. 3, pages 430-466, August 1990.
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//
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// [ Kennedy's thesis ] J. R. Kennedy, Jr., "Solving Unweighted and
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// Weighted Bipartite Matching Problems in Theory and Practice."
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// Stanford University Doctoral Dissertation, Department of Computer
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// Science, 1995.
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//
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// [ Burkard et al. ] R. Burkard, M. Dell'Amico, S. Martello, "Assignment
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// Problems", SIAM, 2009, ISBN: 978-0898716634,
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// http://www.amazon.com/dp/0898716632/
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//
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// [ Ahuja et al. ] R. K. Ahuja, T. L. Magnanti, J. B. Orlin, "Network Flows:
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// Theory, Algorithms, and Applications," Prentice Hall, 1993,
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// ISBN: 978-0136175490, http://www.amazon.com/dp/013617549X.
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//
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// Keywords: linear sum assignment problem, Hungarian method, Goldberg, Kennedy.
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#ifndef OR_TOOLS_GRAPH_LINEAR_ASSIGNMENT_H_
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#define OR_TOOLS_GRAPH_LINEAR_ASSIGNMENT_H_
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#include <algorithm>
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#include <cstdint>
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#include <cstdlib>
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#include <deque>
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#include <limits>
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#include <memory>
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#include <string>
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#include <utility>
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#include <vector>
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#include "absl/flags/declare.h"
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#include "absl/flags/flag.h"
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#include "absl/strings/str_format.h"
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#include "ortools/base/logging.h"
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#include "ortools/graph/ebert_graph.h"
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#include "ortools/util/permutation.h"
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#include "ortools/util/zvector.h"
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#ifndef SWIG
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ABSL_DECLARE_FLAG(int64_t, assignment_alpha);
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ABSL_DECLARE_FLAG(int, assignment_progress_logging_period);
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ABSL_DECLARE_FLAG(bool, assignment_stack_order);
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#endif
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namespace operations_research {
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// This class does not take ownership of its underlying graph.
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template <typename GraphType, typename CostValue = int64_t>
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class LinearSumAssignment {
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public:
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typedef typename GraphType::NodeIndex NodeIndex;
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typedef typename GraphType::ArcIndex ArcIndex;
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typedef CostValue CostValueT;
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// Constructor for the case in which we will build the graph
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// incrementally as we discover arc costs, as might be done with any
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// of the dynamic graph representations such as `ReverseArcListGraph` or
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// `ForwardStarGraph`.
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LinearSumAssignment(const GraphType& graph, NodeIndex num_left_nodes);
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// Constructor for the case in which the underlying graph cannot be built
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// until after all the arc costs are known, as is the case with `StaticGraph`.
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// In this case, the graph is passed to us later via the SetGraph() method,
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// below.
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LinearSumAssignment(NodeIndex num_left_nodes, ArcIndex num_arcs);
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// This type is neither copyable nor movable.
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LinearSumAssignment(const LinearSumAssignment&) = delete;
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LinearSumAssignment& operator=(const LinearSumAssignment&) = delete;
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~LinearSumAssignment() {}
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// Sets the graph used by the `LinearSumAssignment` instance, for use when the
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// graph layout can be determined only after arc costs are set. This happens,
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// for example, when we use a `StaticGraph`.
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void SetGraph(const GraphType* graph) {
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DCHECK(graph_ == nullptr);
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graph_ = graph;
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}
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// Sets the cost-scaling divisor, i.e., the amount by which we
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// divide the scaling parameter on each iteration.
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void SetCostScalingDivisor(CostValue factor) { alpha_ = factor; }
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// Returns a permutation cycle handler that can be passed to the
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// TransformToForwardStaticGraph method so that arc costs get
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// permuted along with arcs themselves.
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//
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// Passes ownership of the cycle handler to the caller.
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//
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operations_research::PermutationCycleHandler<typename GraphType::ArcIndex>*
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ArcAnnotationCycleHandler();
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// Allows tests, iterators, etc., to inspect our underlying graph.
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inline const GraphType& Graph() const { return *graph_; }
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// These handy member functions make the code more compact, and we
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// expose them to clients so that client code that doesn't have
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// direct access to the graph can learn about the optimum assignment
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// once it is computed.
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inline NodeIndex Head(ArcIndex arc) const { return graph_->Head(arc); }
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// Returns the original arc cost for use by a client that's
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// iterating over the optimum assignment.
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CostValue ArcCost(ArcIndex arc) const {
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DCHECK_EQ(0, scaled_arc_cost_[arc] % cost_scaling_factor_);
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return scaled_arc_cost_[arc] / cost_scaling_factor_;
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}
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// Sets the cost of an arc already present in the given graph.
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void SetArcCost(ArcIndex arc, CostValue cost);
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// Completes initialization after the problem is fully specified.
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// Returns true if we successfully prove that arithmetic
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// calculations are guaranteed not to overflow. ComputeAssignment()
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// calls this method itself, so only clients that care about
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// obtaining a warning about the possibility of arithmetic precision
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// problems need to call this method explicitly.
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//
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// Separate from ComputeAssignment() for white-box testing and for
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// clients that need to react to the possibility that arithmetic
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// overflow is not ruled out.
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//
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// FinalizeSetup() is idempotent.
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bool FinalizeSetup();
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// Computes the optimum assignment. Returns true on success. Return
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// value of false implies the given problem is infeasible.
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bool ComputeAssignment();
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// Returns the cost of the minimum-cost perfect matching.
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// Precondition: success_ == true, signifying that we computed the
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// optimum assignment for a feasible problem.
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CostValue GetCost() const;
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// Returns the total number of nodes in the given problem.
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NodeIndex NumNodes() const {
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if (graph_ == nullptr) {
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// Return a guess that must be true if ultimately we are given a
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// feasible problem to solve.
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return 2 * NumLeftNodes();
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} else {
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return graph_->num_nodes();
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}
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}
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// Returns the number of nodes on the left side of the given
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// problem.
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NodeIndex NumLeftNodes() const { return num_left_nodes_; }
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// Returns the arc through which the given node is matched.
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inline ArcIndex GetAssignmentArc(NodeIndex left_node) const {
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DCHECK_LT(left_node, num_left_nodes_);
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return matched_arc_[left_node];
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}
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// Returns the cost of the assignment arc incident to the given
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// node.
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inline CostValue GetAssignmentCost(NodeIndex node) const {
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return ArcCost(GetAssignmentArc(node));
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}
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// Returns the node to which the given node is matched.
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inline NodeIndex GetMate(NodeIndex left_node) const {
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DCHECK_LT(left_node, num_left_nodes_);
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ArcIndex matching_arc = GetAssignmentArc(left_node);
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DCHECK_NE(GraphType::kNilArc, matching_arc);
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return Head(matching_arc);
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}
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std::string StatsString() const { return total_stats_.StatsString(); }
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class BipartiteLeftNodeIterator {
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public:
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BipartiteLeftNodeIterator(const GraphType& graph, NodeIndex num_left_nodes)
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: num_left_nodes_(num_left_nodes), node_iterator_(0) {}
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explicit BipartiteLeftNodeIterator(const LinearSumAssignment& assignment)
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: num_left_nodes_(assignment.NumLeftNodes()), node_iterator_(0) {}
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NodeIndex Index() const { return node_iterator_; }
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bool Ok() const { return node_iterator_ < num_left_nodes_; }
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void Next() { ++node_iterator_; }
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private:
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const NodeIndex num_left_nodes_;
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typename GraphType::NodeIndex node_iterator_;
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};
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// Returns true if and only if the current pseudoflow is
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// epsilon-optimal. To be used in a DCHECK.
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//
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// Visible for testing.
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bool EpsilonOptimal() const;
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private:
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struct Stats {
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Stats() : pushes_(0), double_pushes_(0), relabelings_(0), refinements_(0) {}
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void Clear() {
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pushes_ = 0;
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double_pushes_ = 0;
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relabelings_ = 0;
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refinements_ = 0;
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}
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void Add(const Stats& that) {
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pushes_ += that.pushes_;
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double_pushes_ += that.double_pushes_;
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relabelings_ += that.relabelings_;
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refinements_ += that.refinements_;
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}
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std::string StatsString() const {
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return absl::StrFormat(
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"%d refinements; %d relabelings; "
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"%d double pushes; %d pushes",
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refinements_, relabelings_, double_pushes_, pushes_);
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}
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int64_t pushes_;
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int64_t double_pushes_;
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int64_t relabelings_;
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int64_t refinements_;
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};
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#ifndef SWIG
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class ActiveNodeContainerInterface {
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public:
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virtual ~ActiveNodeContainerInterface() {}
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virtual bool Empty() const = 0;
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virtual void Add(NodeIndex node) = 0;
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virtual NodeIndex Get() = 0;
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};
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class ActiveNodeStack : public ActiveNodeContainerInterface {
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public:
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~ActiveNodeStack() override {}
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bool Empty() const override { return v_.empty(); }
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void Add(NodeIndex node) override { v_.push_back(node); }
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NodeIndex Get() override {
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DCHECK(!Empty());
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NodeIndex result = v_.back();
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v_.pop_back();
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return result;
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}
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private:
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std::vector<NodeIndex> v_;
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};
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class ActiveNodeQueue : public ActiveNodeContainerInterface {
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public:
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~ActiveNodeQueue() override {}
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bool Empty() const override { return q_.empty(); }
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void Add(NodeIndex node) override { q_.push_front(node); }
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NodeIndex Get() override {
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DCHECK(!Empty());
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NodeIndex result = q_.back();
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q_.pop_back();
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return result;
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}
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private:
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std::deque<NodeIndex> q_;
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};
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#endif
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// Type definition for a pair
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// (arc index, reduced cost gap)
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// giving the arc along which we will push from a given left-side
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// node and the gap between that arc's partial reduced cost and the
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// reduced cost of the next-best (necessarily residual) arc out of
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// the node. This information helps us efficiently relabel
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// right-side nodes during DoublePush operations.
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typedef std::pair<ArcIndex, CostValue> ImplicitPriceSummary;
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// Checks that all nodes are matched.
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// To be used in a DCHECK.
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bool AllMatched() const;
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// Calculates the implicit price of the given node.
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// Only for debugging, for use in EpsilonOptimal().
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inline CostValue ImplicitPrice(NodeIndex left_node) const;
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// For use by DoublePush()
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inline ImplicitPriceSummary BestArcAndGap(NodeIndex left_node) const;
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// Accumulates stats between iterations and reports them if the
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// verbosity level is high enough.
|
|
void ReportAndAccumulateStats();
|
|
|
|
// Utility function to compute the next error parameter value. This
|
|
// is used to ensure that the same sequence of error parameter
|
|
// values is used for computation of price bounds as is used for
|
|
// computing the optimum assignment.
|
|
CostValue NewEpsilon(CostValue current_epsilon) const;
|
|
|
|
// Advances internal state to prepare for the next scaling
|
|
// iteration. Returns false if infeasibility is detected, true
|
|
// otherwise.
|
|
bool UpdateEpsilon();
|
|
|
|
// Indicates whether the given left_node has positive excess. Called
|
|
// only for nodes on the left side.
|
|
inline bool IsActive(NodeIndex left_node) const;
|
|
|
|
// Indicates whether the given node has nonzero excess. The idea
|
|
// here is the same as the IsActive method above, but that method
|
|
// contains a safety DCHECK() that its argument is a left-side node,
|
|
// while this method is usable for any node.
|
|
// To be used in a DCHECK.
|
|
inline bool IsActiveForDebugging(NodeIndex node) const;
|
|
|
|
// Performs the push/relabel work for one scaling iteration.
|
|
bool Refine();
|
|
|
|
// Puts all left-side nodes in the active set in preparation for the
|
|
// first scaling iteration.
|
|
void InitializeActiveNodeContainer();
|
|
|
|
// Saturates all negative-reduced-cost arcs at the beginning of each
|
|
// scaling iteration. Note that according to the asymmetric
|
|
// definition of admissibility, this action is different from
|
|
// saturating all admissible arcs (which we never do). All negative
|
|
// arcs are admissible, but not all admissible arcs are negative. It
|
|
// is always enough to saturate only the negative ones.
|
|
void SaturateNegativeArcs();
|
|
|
|
// Performs an optimized sequence of pushing a unit of excess out of
|
|
// the left-side node v and back to another left-side node if no
|
|
// deficit is cancelled with the first push.
|
|
bool DoublePush(NodeIndex source);
|
|
|
|
// Returns the partial reduced cost of the given arc.
|
|
inline CostValue PartialReducedCost(ArcIndex arc) const {
|
|
return scaled_arc_cost_[arc] - price_[Head(arc)];
|
|
}
|
|
|
|
// The graph underlying the problem definition we are given. Not
|
|
// owned by *this.
|
|
const GraphType* graph_;
|
|
|
|
// The number of nodes on the left side of the graph we are given.
|
|
NodeIndex num_left_nodes_;
|
|
|
|
// A flag indicating, after FinalizeSetup() has run, whether the
|
|
// arc-incidence precondition required by BestArcAndGap() is
|
|
// satisfied by every left-side node. If not, the problem is
|
|
// infeasible.
|
|
bool incidence_precondition_satisfied_;
|
|
|
|
// A flag indicating that an optimal perfect matching has been computed.
|
|
bool success_;
|
|
|
|
// The value by which we multiply all the arc costs we are given in
|
|
// order to be able to use integer arithmetic in all our
|
|
// computations. In order to establish optimality of the final
|
|
// matching we compute, we need that
|
|
// (cost_scaling_factor_ / kMinEpsilon) > graph_->num_nodes().
|
|
const CostValue cost_scaling_factor_;
|
|
|
|
// Scaling divisor.
|
|
CostValue alpha_;
|
|
|
|
// Minimum value of epsilon. When a flow is epsilon-optimal for
|
|
// epsilon == kMinEpsilon, the flow is optimal.
|
|
static constexpr CostValue kMinEpsilon = 1;
|
|
|
|
// Current value of epsilon, the cost scaling parameter.
|
|
CostValue epsilon_;
|
|
|
|
// The following two data members, price_lower_bound_ and
|
|
// slack_relabeling_price_, have to do with bounds on the amount by
|
|
// which node prices can change during execution of the algorithm.
|
|
// We need some detailed discussion of this topic because we violate
|
|
// several simplifying assumptions typically made in the theoretical
|
|
// literature. In particular, we use integer arithmetic, we use a
|
|
// reduction to the transportation problem rather than min-cost
|
|
// circulation, we provide detection of infeasible problems rather
|
|
// than assume feasibility, we detect when our computations might
|
|
// exceed the range of representable cost values, and we use the
|
|
// double-push heuristic which relabels nodes that do not have
|
|
// excess.
|
|
//
|
|
// In the following discussion, we prove the following propositions:
|
|
// Proposition 1. [Fidelity of arithmetic precision guarantee] If
|
|
// FinalizeSetup() returns true, no arithmetic
|
|
// overflow occurs during ComputeAssignment().
|
|
// Proposition 2. [Fidelity of feasibility detection] If no
|
|
// arithmetic overflow occurs during
|
|
// ComputeAssignment(), the return value of
|
|
// ComputeAssignment() faithfully indicates whether
|
|
// the given problem is feasible.
|
|
//
|
|
// We begin with some general discussion.
|
|
//
|
|
// The ideas used to prove our two propositions are essentially
|
|
// those that appear in [Goldberg and Tarjan], but several details
|
|
// are different: [Goldberg and Tarjan] assumes a feasible problem,
|
|
// uses a symmetric notion of epsilon-optimality, considers only
|
|
// nodes with excess eligible for relabeling, and does not treat the
|
|
// question of arithmetic overflow. This implementation, on the
|
|
// other hand, detects and reports infeasible problems, uses
|
|
// asymmetric epsilon-optimality, relabels nodes with no excess in
|
|
// the course of the double-push operation, and gives a reasonably
|
|
// tight guarantee of arithmetic precision. No fundamentally new
|
|
// ideas are involved, but the details are a bit tricky so they are
|
|
// explained here.
|
|
//
|
|
// We have two intertwined needs that lead us to compute bounds on
|
|
// the prices nodes can have during the assignment computation, on
|
|
// the assumption that the given problem is feasible:
|
|
// 1. Infeasibility detection: Infeasibility is detected by
|
|
// observing that some node's price has been reduced too much by
|
|
// relabeling operations (see [Goldberg and Tarjan] for the
|
|
// argument -- duplicated in modified form below -- bounding the
|
|
// running time of the push/relabel min-cost flow algorithm for
|
|
// feasible problems); and
|
|
// 2. Aggressively relabeling nodes and arcs whose matching is
|
|
// forced: When a left-side node is incident to only one arc a,
|
|
// any feasible solution must include a, and reducing the price
|
|
// of Head(a) by any nonnegative amount preserves epsilon-
|
|
// optimality. Because of this freedom, we'll call this sort of
|
|
// relabeling (i.e., a relabeling of a right-side node that is
|
|
// the only neighbor of the left-side node to which it has been
|
|
// matched in the present double-push operation) a "slack"
|
|
// relabeling. Relabelings that are not slack relabelings are
|
|
// called "confined" relabelings. By relabeling Head(a) to have
|
|
// p(Head(a))=-infinity, we could guarantee that a never becomes
|
|
// unmatched during the current iteration, and this would prevent
|
|
// our wasting time repeatedly unmatching and rematching a. But
|
|
// there are some details we need to handle:
|
|
// a. The CostValue type cannot represent -infinity;
|
|
// b. Low node prices are precisely the signal we use to detect
|
|
// infeasibility (see (1)), so we must be careful not to
|
|
// falsely conclude that the problem is infeasible as a result
|
|
// of the low price we gave Head(a); and
|
|
// c. We need to indicate accurately to the client when our best
|
|
// understanding indicates that we can't rule out arithmetic
|
|
// overflow in our calculations. Most importantly, if we don't
|
|
// warn the client, we must be certain to avoid overflow. This
|
|
// means our slack relabelings must not be so aggressive as to
|
|
// create the possibility of unforeseen overflow. Although we
|
|
// will not achieve this in practice, slack relabelings would
|
|
// ideally not introduce overflow unless overflow was
|
|
// inevitable were even the smallest reasonable price change
|
|
// (== epsilon) used for slack relabelings.
|
|
// Using the analysis below, we choose a finite amount of price
|
|
// change for slack relabelings aggressive enough that we don't
|
|
// waste time doing repeated slack relabelings in a single
|
|
// iteration, yet modest enough that we keep a good handle on
|
|
// arithmetic precision and our ability to detect infeasible
|
|
// problems.
|
|
//
|
|
// To provide faithful detection of infeasibility, a dependable
|
|
// guarantee of arithmetic precision whenever possible, and good
|
|
// performance by aggressively relabeling nodes whose matching is
|
|
// forced, we exploit these facts:
|
|
// 1. Beyond the first iteration, infeasibility detection isn't needed
|
|
// because a problem is feasible in some iteration if and only if
|
|
// it's feasible in all others. Therefore we are free to use an
|
|
// infeasibility detection mechanism that might work in just one
|
|
// iteration and switch it off in all other iterations.
|
|
// 2. When we do a slack relabeling, we must choose the amount of
|
|
// price reduction to use. We choose an amount large enough to
|
|
// guarantee putting the node's matching to rest, yet (although
|
|
// we don't bother to prove this explicitly) small enough that
|
|
// the node's price obeys the overall lower bound that holds if
|
|
// the slack relabeling amount is small.
|
|
//
|
|
// We will establish Propositions (1) and (2) above according to the
|
|
// following steps:
|
|
// First, we prove Lemma 1, which is a modified form of lemma 5.8 of
|
|
// [Goldberg and Tarjan] giving a bound on the difference in price
|
|
// between the end nodes of certain paths in the residual graph.
|
|
// Second, we prove Lemma 2, which is technical lemma to establish
|
|
// reachability of certain "anchor" nodes in the residual graph from
|
|
// any node where a relabeling takes place.
|
|
// Third, we apply the first two lemmas to prove Lemma 3 and Lemma
|
|
// 4, which give two similar bounds that hold whenever the given
|
|
// problem is feasible: (for feasibility detection) a bound on the
|
|
// price of any node we relabel during any iteration (and the first
|
|
// iteration in particular), and (for arithmetic precision) a bound
|
|
// on the price of any node we relabel during the entire algorithm.
|
|
//
|
|
// Finally, we note that if the whole-algorithm price bound can be
|
|
// represented precisely by the CostValue type, arithmetic overflow
|
|
// cannot occur (establishing Proposition 1), and assuming no
|
|
// overflow occurs during the first iteration, any violation of the
|
|
// first-iteration price bound establishes infeasibility
|
|
// (Proposition 2).
|
|
//
|
|
// The statement of Lemma 1 is perhaps easier to understand when the
|
|
// reader knows how it will be used. To wit: In this lemma, f' and
|
|
// e_0 are the flow and error parameter (epsilon) at the beginning
|
|
// of the current iteration, while f and e_1 are the current
|
|
// pseudoflow and error parameter when a relabeling of interest
|
|
// occurs. Without loss of generality, c is the reduced cost
|
|
// function at the beginning of the current iteration and p is the
|
|
// change in prices that has taken place in the current iteration.
|
|
//
|
|
// Lemma 1 (a variant of lemma 5.8 from [Goldberg and Tarjan]): Let
|
|
// f be a pseudoflow and let f' be a flow. Suppose P is a simple
|
|
// path from right-side node v to right-side node w such that P is
|
|
// residual with respect to f and reverse(P) is residual with
|
|
// respect to f'. Further, suppose c is an arc cost function with
|
|
// respect to which f' is e_0-optimal with the zero price function
|
|
// and p is a price function with respect to which f is e_1-optimal
|
|
// with respect to p. Then
|
|
// p(v) - p(w) >= -(e_0 + e_1) * (n-2)/2. (***)
|
|
//
|
|
// Proof: We have c_p(P) = p(v) + c(P) - p(w) and hence
|
|
// p(v) - p(w) = c_p(P) - c(P).
|
|
// So we seek a bound on c_p(P) - c(P).
|
|
// p(v) = c_p(P) - c(P).
|
|
// Let arc a lie on P, which implies that a is residual with respect
|
|
// to f and reverse(a) is residual with respect to f'.
|
|
// Case 1: a is a forward arc. Then by e_1-optimality of f with
|
|
// respect to p, c_p(a) >= 0 and reverse(a) is residual with
|
|
// respect to f'. By e_0-optimality of f', c(a) <= e_0. So
|
|
// c_p(a) - c(a) >= -e_0.
|
|
// Case 2: a is a reverse arc. Then by e_1-optimality of f with
|
|
// respect to p, c_p(a) >= -e_1 and reverse(a) is residual
|
|
// with respect to f'. By e_0-optimality of f', c(a) <= 0.
|
|
// So
|
|
// c_p(a) - c(a) >= -e_1.
|
|
// We assumed v and w are both right-side nodes, so there are at
|
|
// most n - 2 arcs on the path P, of which at most (n-2)/2 are
|
|
// forward arcs and at most (n-2)/2 are reverse arcs, so
|
|
// p(v) - p(w) = c_p(P) - c(P)
|
|
// >= -(e_0 + e_1) * (n-2)/2. (***)
|
|
//
|
|
// Some of the rest of our argument is given as a sketch, omitting
|
|
// several details. Also elided here are some minor technical issues
|
|
// related to the first iteration, inasmuch as our arguments assume
|
|
// on the surface a "previous iteration" that doesn't exist in that
|
|
// case. The issues are not substantial, just a bit messy.
|
|
//
|
|
// Lemma 2 is analogous to lemma 5.7 of [Goldberg and Tarjan], where
|
|
// they have only relabelings that take place at nodes with excess
|
|
// while we have only relabelings that take place as part of the
|
|
// double-push operation at nodes without excess.
|
|
//
|
|
// Lemma 2: If the problem is feasible, for any node v with excess,
|
|
// there exists a path P from v to a node w with deficit such that P
|
|
// is residual with respect to the current pseudoflow, and
|
|
// reverse(P) is residual with respect to the flow at the beginning
|
|
// of the current iteration. (Note that such a path exactly
|
|
// satisfies the conditions of Lemma 1.)
|
|
//
|
|
// Let the bound from Lemma 1 with p(w) = 0 be called B(e_0, e_1),
|
|
// and let us say that when a slack relabeling of a node v occurs,
|
|
// we will change the price of v by B(e_0, e_1) such that v tightly
|
|
// satisfies the bound of Lemma 1. Explicitly, we define
|
|
// B(e_0, e_1) = -(e_0 + e_1) * (n-2)/2.
|
|
//
|
|
// Lemma 1 and Lemma 2 combine to bound the price change during an
|
|
// iteration for any node with excess. Viewed a different way, Lemma
|
|
// 1 and Lemma 2 tell us that if epsilon-optimality can be preserved
|
|
// by changing the price of a node by B(e_0, e_1), that node will
|
|
// never have excess again during the current iteration unless the
|
|
// problem is infeasible. This insight gives us an approach to
|
|
// detect infeasibility (by observing prices on nodes with excess
|
|
// that violate this bound) and to relabel nodes aggressively enough
|
|
// to avoid unnecessary future work while we also avoid falsely
|
|
// concluding the problem is infeasible.
|
|
//
|
|
// From Lemma 1 and Lemma 2, and taking into account our knowledge
|
|
// of the slack relabeling amount, we have Lemma 3.
|
|
//
|
|
// Lemma 3: During any iteration, if the given problem is feasible
|
|
// the price of any node is reduced by less than
|
|
// -2 * B(e_0, e_1) = (e_0 + e_1) * (n-2).
|
|
//
|
|
// Proof: Straightforward, omitted for expedience.
|
|
//
|
|
// In the case where e_0 = e_1 * alpha, we can express the bound
|
|
// just in terms of e_1, the current iteration's value of epsilon_:
|
|
// B(e_1) = B(e_1 * alpha, e_1) = -(1 + alpha) * e_1 * (n-2)/2,
|
|
// so we have that p(v) is reduced by less than 2 * B(e_1).
|
|
//
|
|
// Because we use truncating division to compute each iteration's error
|
|
// parameter from that of the previous iteration, it isn't exactly
|
|
// the case that e_0 = e_1 * alpha as we just assumed. To patch this
|
|
// up, we can use the observation that
|
|
// e_1 = floor(e_0 / alpha),
|
|
// which implies
|
|
// -e_0 > -(e_1 + 1) * alpha
|
|
// to rewrite from (***):
|
|
// p(v) > 2 * B(e_0, e_1) > 2 * B((e_1 + 1) * alpha, e_1)
|
|
// = 2 * -((e_1 + 1) * alpha + e_1) * (n-2)/2
|
|
// = 2 * -(1 + alpha) * e_1 * (n-2)/2 - alpha * (n-2)
|
|
// = 2 * B(e_1) - alpha * (n-2)
|
|
// = -((1 + alpha) * e_1 + alpha) * (n-2).
|
|
//
|
|
// We sum up the bounds for all the iterations to get Lemma 4:
|
|
//
|
|
// Lemma 4: If the given problem is feasible, after k iterations the
|
|
// price of any node is always greater than
|
|
// -((1 + alpha) * C + (k * alpha)) * (n-2)
|
|
//
|
|
// Proof: Suppose the price decrease of every node in the iteration
|
|
// with epsilon_ == x is bounded by B(x) which is proportional to x
|
|
// (not surprisingly, this will be the same function B() as
|
|
// above). Assume for simplicity that C, the largest cost magnitude,
|
|
// is a power of alpha. Then the price of each node, tallied across
|
|
// all iterations is bounded
|
|
// p(v) > 2 * B(C/alpha) + 2 * B(C/alpha^2) + ... + 2 * B(kMinEpsilon)
|
|
// == 2 * B(C/alpha) * alpha / (alpha - 1)
|
|
// == 2 * B(C) / (alpha - 1).
|
|
// As above, this needs some patching up to handle the fact that we
|
|
// use truncating arithmetic. We saw that each iteration effectively
|
|
// reduces the price bound by alpha * (n-2), hence if there are k
|
|
// iterations, the bound is
|
|
// p(v) > 2 * B(C) / (alpha - 1) - k * alpha * (n-2)
|
|
// = -(1 + alpha) * C * (n-2) / (alpha - 1) - k * alpha * (n-2)
|
|
// = (n-2) * (C * (1 + alpha) / (1 - alpha) - k * alpha).
|
|
//
|
|
// The bound of lemma 4 can be used to warn for possible overflow of
|
|
// arithmetic precision. But because it involves the number of
|
|
// iterations, k, we might as well count through the iterations
|
|
// simply adding up the bounds given by Lemma 3 to get a tighter
|
|
// result. This is what the implementation does.
|
|
|
|
// A lower bound on the price of any node at any time throughout the
|
|
// computation. A price below this level proves infeasibility; this
|
|
// value is used for feasibility detection. We use this value also
|
|
// to rule out the possibility of arithmetic overflow or warn the
|
|
// client that we have not been able to rule out that possibility.
|
|
//
|
|
// We can use the value implied by Lemma 4 here, but note that that
|
|
// value includes k, the number of iterations. It's plenty fast if
|
|
// we count through the iterations to compute that value, but if
|
|
// we're going to count through the iterations, we might as well use
|
|
// the two-parameter bound from Lemma 3, summing up as we go. This
|
|
// gives us a tighter bound and more comprehensible code.
|
|
//
|
|
// While computing this bound, if we find the value justified by the
|
|
// theory lies outside the representable range of CostValue, we
|
|
// conclude that the given arc costs have magnitudes so large that
|
|
// we cannot guarantee our calculations don't overflow. If the value
|
|
// justified by the theory lies inside the representable range of
|
|
// CostValue, we commit that our calculation will not overflow. This
|
|
// commitment means we need to be careful with the amount by which
|
|
// we relabel right-side nodes that are incident to any node with
|
|
// only one neighbor.
|
|
CostValue price_lower_bound_;
|
|
|
|
// A bound on the amount by which a node's price can be reduced
|
|
// during the current iteration, used only for slack
|
|
// relabelings. Where epsilon is the first iteration's error
|
|
// parameter and C is the largest magnitude of an arc cost, we set
|
|
// slack_relabeling_price_ = -B(C, epsilon)
|
|
// = (C + epsilon) * (n-2)/2.
|
|
//
|
|
// We could use slack_relabeling_price_ for feasibility detection
|
|
// but the feasibility threshold is double the slack relabeling
|
|
// amount and we judge it not to be worth having to multiply by two
|
|
// gratuitously to check feasibility in each double push
|
|
// operation. Instead we settle for feasibility detection using
|
|
// price_lower_bound_ instead, which is somewhat slower in the
|
|
// infeasible case because more relabelings will be required for
|
|
// some node price to attain the looser bound.
|
|
CostValue slack_relabeling_price_;
|
|
|
|
// Computes the value of the bound on price reduction for an
|
|
// iteration, given the old and new values of epsilon_. Because the
|
|
// expression computed here is used in at least one place where we
|
|
// want an additional factor in the denominator, we take that factor
|
|
// as an argument. If extra_divisor == 1, this function computes of
|
|
// the function B() discussed above.
|
|
//
|
|
// Avoids overflow in computing the bound, and sets *in_range =
|
|
// false if the value of the bound doesn't fit in CostValue.
|
|
inline CostValue PriceChangeBound(CostValue old_epsilon,
|
|
CostValue new_epsilon,
|
|
bool* in_range) const {
|
|
const CostValue n = graph_->num_nodes();
|
|
// We work in double-precision floating point to determine whether
|
|
// we'll overflow the integral CostValue type's range of
|
|
// representation. Switching between integer and double is a
|
|
// rather expensive operation, but we do this only twice per
|
|
// scaling iteration, so we can afford it rather than resort to
|
|
// complex and subtle tricks within the bounds of integer
|
|
// arithmetic.
|
|
//
|
|
// You will want to read the comments above about
|
|
// price_lower_bound_ and slack_relabeling_price_, and have a
|
|
// pencil handy. :-)
|
|
const double result =
|
|
static_cast<double>(std::max<CostValue>(1, n / 2 - 1)) *
|
|
(static_cast<double>(old_epsilon) + static_cast<double>(new_epsilon));
|
|
const double limit =
|
|
static_cast<double>(std::numeric_limits<CostValue>::max());
|
|
if (result > limit) {
|
|
// Our integer computations could overflow.
|
|
if (in_range != nullptr) *in_range = false;
|
|
return std::numeric_limits<CostValue>::max();
|
|
} else {
|
|
// Don't touch *in_range; other computations could already have
|
|
// set it to false and we don't want to overwrite that result.
|
|
return static_cast<CostValue>(result);
|
|
}
|
|
}
|
|
|
|
// A scaled record of the largest arc-cost magnitude we've been
|
|
// given during problem setup. This is used to set the initial value
|
|
// of epsilon_, which in turn is used not only as the error
|
|
// parameter but also to determine whether we risk arithmetic
|
|
// overflow during the algorithm.
|
|
//
|
|
// Note: Our treatment of arithmetic overflow assumes the following
|
|
// property of CostValue:
|
|
// -std::numeric_limits<CostValue>::max() is a representable
|
|
// CostValue.
|
|
// That property is satisfied if CostValue uses a two's-complement
|
|
// representation.
|
|
CostValue largest_scaled_cost_magnitude_;
|
|
|
|
// The total excess in the graph. Given our asymmetric definition of
|
|
// epsilon-optimality and our use of the double-push operation, this
|
|
// equals the number of unmatched left-side nodes.
|
|
NodeIndex total_excess_;
|
|
|
|
// Indexed by node index, the price_ values are maintained only for
|
|
// right-side nodes.
|
|
//
|
|
// Note: We use a ZVector to only allocate a vector of size num_left_nodes_
|
|
// instead of 2*num_left_nodes_ since the right-side node indices start at
|
|
// num_left_nodes_.
|
|
ZVector<CostValue> price_;
|
|
|
|
// Indexed by left-side node index, the matched_arc_ array gives the
|
|
// arc index of the arc matching any given left-side node, or
|
|
// GraphType::kNilArc if the node is unmatched.
|
|
std::vector<ArcIndex> matched_arc_;
|
|
|
|
// Indexed by right-side node index, the matched_node_ array gives
|
|
// the node index of the left-side node matching any given
|
|
// right-side node, or GraphType::kNilNode if the right-side node is
|
|
// unmatched.
|
|
//
|
|
// Note: We use a ZVector for the same reason as for price_.
|
|
ZVector<NodeIndex> matched_node_;
|
|
|
|
// The array of arc costs as given in the problem definition, except
|
|
// that they are scaled up by the number of nodes in the graph so we
|
|
// can use integer arithmetic throughout.
|
|
std::vector<CostValue> scaled_arc_cost_;
|
|
|
|
// The container of active nodes (i.e., unmatched nodes). This can
|
|
// be switched easily between ActiveNodeStack and ActiveNodeQueue
|
|
// for experimentation.
|
|
std::unique_ptr<ActiveNodeContainerInterface> active_nodes_;
|
|
|
|
// Statistics giving the overall numbers of various operations the
|
|
// algorithm performs.
|
|
Stats total_stats_;
|
|
|
|
// Statistics giving the numbers of various operations the algorithm
|
|
// has performed in the current iteration.
|
|
Stats iteration_stats_;
|
|
};
|
|
|
|
// Implementation of out-of-line LinearSumAssignment template member
|
|
// functions.
|
|
|
|
template <typename GraphType, typename CostValue>
|
|
LinearSumAssignment<GraphType, CostValue>::LinearSumAssignment(
|
|
const GraphType& graph, const NodeIndex num_left_nodes)
|
|
: graph_(&graph),
|
|
num_left_nodes_(num_left_nodes),
|
|
success_(false),
|
|
cost_scaling_factor_(1 + num_left_nodes),
|
|
alpha_(absl::GetFlag(FLAGS_assignment_alpha)),
|
|
epsilon_(0),
|
|
price_lower_bound_(0),
|
|
slack_relabeling_price_(0),
|
|
largest_scaled_cost_magnitude_(0),
|
|
total_excess_(0),
|
|
price_(num_left_nodes, 2 * num_left_nodes - 1),
|
|
matched_arc_(num_left_nodes, 0),
|
|
matched_node_(num_left_nodes, 2 * num_left_nodes - 1),
|
|
scaled_arc_cost_(graph.max_end_arc_index(), 0),
|
|
active_nodes_(absl::GetFlag(FLAGS_assignment_stack_order)
|
|
? static_cast<ActiveNodeContainerInterface*>(
|
|
new ActiveNodeStack())
|
|
: static_cast<ActiveNodeContainerInterface*>(
|
|
new ActiveNodeQueue())) {}
|
|
|
|
template <typename GraphType, typename CostValue>
|
|
LinearSumAssignment<GraphType, CostValue>::LinearSumAssignment(
|
|
const NodeIndex num_left_nodes, const ArcIndex num_arcs)
|
|
: graph_(nullptr),
|
|
num_left_nodes_(num_left_nodes),
|
|
success_(false),
|
|
cost_scaling_factor_(1 + num_left_nodes),
|
|
alpha_(absl::GetFlag(FLAGS_assignment_alpha)),
|
|
epsilon_(0),
|
|
price_lower_bound_(0),
|
|
slack_relabeling_price_(0),
|
|
largest_scaled_cost_magnitude_(0),
|
|
total_excess_(0),
|
|
price_(num_left_nodes, 2 * num_left_nodes - 1),
|
|
matched_arc_(num_left_nodes, 0),
|
|
matched_node_(num_left_nodes, 2 * num_left_nodes - 1),
|
|
scaled_arc_cost_(num_arcs, 0),
|
|
active_nodes_(absl::GetFlag(FLAGS_assignment_stack_order)
|
|
? static_cast<ActiveNodeContainerInterface*>(
|
|
new ActiveNodeStack())
|
|
: static_cast<ActiveNodeContainerInterface*>(
|
|
new ActiveNodeQueue())) {}
|
|
|
|
template <typename GraphType, typename CostValue>
|
|
void LinearSumAssignment<GraphType, CostValue>::SetArcCost(ArcIndex arc,
|
|
CostValue cost) {
|
|
if (graph_ != nullptr) {
|
|
DCHECK_GE(arc, 0);
|
|
DCHECK_LT(arc, graph_->num_arcs());
|
|
NodeIndex head = Head(arc);
|
|
DCHECK_LE(num_left_nodes_, head);
|
|
}
|
|
cost *= cost_scaling_factor_;
|
|
const CostValue cost_magnitude = std::abs(cost);
|
|
largest_scaled_cost_magnitude_ =
|
|
std::max(largest_scaled_cost_magnitude_, cost_magnitude);
|
|
scaled_arc_cost_[arc] = cost;
|
|
}
|
|
|
|
template <typename ArcIndexType, typename CostValue>
|
|
class CostValueCycleHandler : public PermutationCycleHandler<ArcIndexType> {
|
|
public:
|
|
explicit CostValueCycleHandler(std::vector<CostValue>* cost)
|
|
: temp_(0), cost_(cost) {}
|
|
|
|
// This type is neither copyable nor movable.
|
|
CostValueCycleHandler(const CostValueCycleHandler&) = delete;
|
|
CostValueCycleHandler& operator=(const CostValueCycleHandler&) = delete;
|
|
|
|
void SetTempFromIndex(ArcIndexType source) override {
|
|
temp_ = (*cost_)[source];
|
|
}
|
|
|
|
void SetIndexFromIndex(ArcIndexType source,
|
|
ArcIndexType destination) const override {
|
|
(*cost_)[destination] = (*cost_)[source];
|
|
}
|
|
|
|
void SetIndexFromTemp(ArcIndexType destination) const override {
|
|
(*cost_)[destination] = temp_;
|
|
}
|
|
|
|
~CostValueCycleHandler() override {}
|
|
|
|
private:
|
|
CostValue temp_;
|
|
std::vector<CostValue>* const cost_;
|
|
};
|
|
|
|
// Logically this class should be defined inside OptimizeGraphLayout,
|
|
// but compilation fails if we do that because C++98 doesn't allow
|
|
// instantiation of member templates with function-scoped types as
|
|
// template parameters, which in turn is because those function-scoped
|
|
// types lack linkage.
|
|
template <typename GraphType>
|
|
class ArcIndexOrderingByTailNode {
|
|
public:
|
|
explicit ArcIndexOrderingByTailNode(const GraphType& graph) : graph_(graph) {}
|
|
|
|
// Says ArcIndex a is less than ArcIndex b if arc a's tail is less
|
|
// than arc b's tail. If their tails are equal, orders according to
|
|
// heads.
|
|
bool operator()(typename GraphType::ArcIndex a,
|
|
typename GraphType::ArcIndex b) const {
|
|
return ((graph_.Tail(a) < graph_.Tail(b)) ||
|
|
((graph_.Tail(a) == graph_.Tail(b)) &&
|
|
(graph_.Head(a) < graph_.Head(b))));
|
|
}
|
|
|
|
private:
|
|
const GraphType& graph_;
|
|
|
|
// Copy and assign are allowed; they have to be for STL to work
|
|
// with this functor, although it seems like a bug for STL to be
|
|
// written that way.
|
|
};
|
|
|
|
// Passes ownership of the cycle handler to the caller.
|
|
template <typename GraphType, typename CostValue>
|
|
PermutationCycleHandler<typename GraphType::ArcIndex>*
|
|
LinearSumAssignment<GraphType, CostValue>::ArcAnnotationCycleHandler() {
|
|
return new CostValueCycleHandler<typename GraphType::ArcIndex, CostValue>(
|
|
&scaled_arc_cost_);
|
|
}
|
|
|
|
template <typename GraphType, typename CostValue>
|
|
CostValue LinearSumAssignment<GraphType, CostValue>::NewEpsilon(
|
|
const CostValue current_epsilon) const {
|
|
return std::max(current_epsilon / alpha_, kMinEpsilon);
|
|
}
|
|
|
|
template <typename GraphType, typename CostValue>
|
|
bool LinearSumAssignment<GraphType, CostValue>::UpdateEpsilon() {
|
|
CostValue new_epsilon = NewEpsilon(epsilon_);
|
|
slack_relabeling_price_ = PriceChangeBound(epsilon_, new_epsilon, nullptr);
|
|
epsilon_ = new_epsilon;
|
|
VLOG(3) << "Updated: epsilon_ == " << epsilon_;
|
|
VLOG(4) << "slack_relabeling_price_ == " << slack_relabeling_price_;
|
|
DCHECK_GT(slack_relabeling_price_, 0);
|
|
// For today we always return true; in the future updating epsilon
|
|
// in sophisticated ways could conceivably detect infeasibility
|
|
// before the first iteration of Refine().
|
|
return true;
|
|
}
|
|
|
|
// For production code that checks whether a left-side node is active.
|
|
template <typename GraphType, typename CostValue>
|
|
inline bool LinearSumAssignment<GraphType, CostValue>::IsActive(
|
|
NodeIndex left_node) const {
|
|
DCHECK_LT(left_node, num_left_nodes_);
|
|
return matched_arc_[left_node] == GraphType::kNilArc;
|
|
}
|
|
|
|
// Only for debugging. Separate from the production IsActive() method
|
|
// so that method can assert that its argument is a left-side node,
|
|
// while for debugging we need to be able to test any node.
|
|
template <typename GraphType, typename CostValue>
|
|
inline bool LinearSumAssignment<GraphType, CostValue>::IsActiveForDebugging(
|
|
NodeIndex node) const {
|
|
if (node < num_left_nodes_) {
|
|
return IsActive(node);
|
|
} else {
|
|
return matched_node_[node] == GraphType::kNilNode;
|
|
}
|
|
}
|
|
|
|
template <typename GraphType, typename CostValue>
|
|
void LinearSumAssignment<GraphType,
|
|
CostValue>::InitializeActiveNodeContainer() {
|
|
DCHECK(active_nodes_->Empty());
|
|
for (BipartiteLeftNodeIterator node_it(*graph_, num_left_nodes_);
|
|
node_it.Ok(); node_it.Next()) {
|
|
const NodeIndex node = node_it.Index();
|
|
if (IsActive(node)) {
|
|
active_nodes_->Add(node);
|
|
}
|
|
}
|
|
}
|
|
|
|
// There exists a price function such that the admissible arcs at the
|
|
// beginning of an iteration are exactly the reverse arcs of all
|
|
// matching arcs. Saturating all admissible arcs with respect to that
|
|
// price function therefore means simply unmatching every matched
|
|
// node.
|
|
//
|
|
// In the future we will price out arcs, which will reduce the set of
|
|
// nodes we unmatch here. If a matching arc is priced out, we will not
|
|
// unmatch its endpoints since that element of the matching is
|
|
// guaranteed not to change.
|
|
template <typename GraphType, typename CostValue>
|
|
void LinearSumAssignment<GraphType, CostValue>::SaturateNegativeArcs() {
|
|
total_excess_ = 0;
|
|
for (BipartiteLeftNodeIterator node_it(*graph_, num_left_nodes_);
|
|
node_it.Ok(); node_it.Next()) {
|
|
const NodeIndex node = node_it.Index();
|
|
if (IsActive(node)) {
|
|
// This can happen in the first iteration when nothing is
|
|
// matched yet.
|
|
total_excess_ += 1;
|
|
} else {
|
|
// We're about to create a unit of excess by unmatching these nodes.
|
|
total_excess_ += 1;
|
|
const NodeIndex mate = GetMate(node);
|
|
matched_arc_[node] = GraphType::kNilArc;
|
|
matched_node_[mate] = GraphType::kNilNode;
|
|
}
|
|
}
|
|
}
|
|
|
|
// Returns true for success, false for infeasible.
|
|
template <typename GraphType, typename CostValue>
|
|
bool LinearSumAssignment<GraphType, CostValue>::DoublePush(NodeIndex source) {
|
|
DCHECK_GT(num_left_nodes_, source);
|
|
DCHECK(IsActive(source)) << "Node " << source
|
|
<< "must be active (unmatched)!";
|
|
ImplicitPriceSummary summary = BestArcAndGap(source);
|
|
const ArcIndex best_arc = summary.first;
|
|
const CostValue gap = summary.second;
|
|
// Now we have the best arc incident to source, i.e., the one with
|
|
// minimum reduced cost. Match that arc, unmatching its head if
|
|
// necessary.
|
|
if (best_arc == GraphType::kNilArc) {
|
|
return false;
|
|
}
|
|
const NodeIndex new_mate = Head(best_arc);
|
|
const NodeIndex to_unmatch = matched_node_[new_mate];
|
|
if (to_unmatch != GraphType::kNilNode) {
|
|
// Unmatch new_mate from its current mate, pushing the unit of
|
|
// flow back to a node on the left side as a unit of excess.
|
|
matched_arc_[to_unmatch] = GraphType::kNilArc;
|
|
active_nodes_->Add(to_unmatch);
|
|
// This counts as a double push.
|
|
iteration_stats_.double_pushes_ += 1;
|
|
} else {
|
|
// We are about to increase the cardinality of the matching.
|
|
total_excess_ -= 1;
|
|
// This counts as a single push.
|
|
iteration_stats_.pushes_ += 1;
|
|
}
|
|
matched_arc_[source] = best_arc;
|
|
matched_node_[new_mate] = source;
|
|
// Finally, relabel new_mate.
|
|
iteration_stats_.relabelings_ += 1;
|
|
const CostValue new_price = price_[new_mate] - gap - epsilon_;
|
|
price_[new_mate] = new_price;
|
|
return new_price >= price_lower_bound_;
|
|
}
|
|
|
|
template <typename GraphType, typename CostValue>
|
|
bool LinearSumAssignment<GraphType, CostValue>::Refine() {
|
|
SaturateNegativeArcs();
|
|
InitializeActiveNodeContainer();
|
|
while (total_excess_ > 0) {
|
|
// Get an active node (i.e., one with excess == 1) and discharge
|
|
// it using DoublePush.
|
|
const NodeIndex node = active_nodes_->Get();
|
|
if (!DoublePush(node)) {
|
|
// Infeasibility detected.
|
|
//
|
|
// If infeasibility is detected after the first iteration, we
|
|
// have a bug. We don't crash production code in this case but
|
|
// we know we're returning a wrong answer so we we leave a
|
|
// message in the logs to increase our hope of chasing down the
|
|
// problem.
|
|
LOG_IF(DFATAL, total_stats_.refinements_ > 0)
|
|
<< "Infeasibility detection triggered after first iteration found "
|
|
<< "a feasible assignment!";
|
|
return false;
|
|
}
|
|
}
|
|
DCHECK(active_nodes_->Empty());
|
|
iteration_stats_.refinements_ += 1;
|
|
return true;
|
|
}
|
|
|
|
// Computes best_arc, the minimum reduced-cost arc incident to
|
|
// left_node and admissibility_gap, the amount by which the reduced
|
|
// cost of best_arc must be increased to make it equal in reduced cost
|
|
// to another residual arc incident to left_node.
|
|
//
|
|
// Precondition: left_node is unmatched and has at least one incident
|
|
// arc. This allows us to simplify the code. The debug-only
|
|
// counterpart to this routine is LinearSumAssignment::ImplicitPrice()
|
|
// and it assumes there is an incident arc but does not assume the
|
|
// node is unmatched. The condition that each left node has at least
|
|
// one incident arc is explicitly computed during FinalizeSetup().
|
|
//
|
|
// This function is large enough that our suggestion that the compiler
|
|
// inline it might be pointless.
|
|
template <typename GraphType, typename CostValue>
|
|
inline typename LinearSumAssignment<GraphType, CostValue>::ImplicitPriceSummary
|
|
LinearSumAssignment<GraphType, CostValue>::BestArcAndGap(
|
|
NodeIndex left_node) const {
|
|
DCHECK(IsActive(left_node))
|
|
<< "Node " << left_node << " must be active (unmatched)!";
|
|
DCHECK_GT(epsilon_, 0);
|
|
typename GraphType::OutgoingArcIterator arc_it(*graph_, left_node);
|
|
ArcIndex best_arc = arc_it.Index();
|
|
CostValue min_partial_reduced_cost = PartialReducedCost(best_arc);
|
|
// We choose second_min_partial_reduced_cost so that in the case of
|
|
// the largest possible gap (which results from a left-side node
|
|
// with only a single incident residual arc), the corresponding
|
|
// right-side node will be relabeled by an amount that exactly
|
|
// matches slack_relabeling_price_.
|
|
const CostValue max_gap = slack_relabeling_price_ - epsilon_;
|
|
CostValue second_min_partial_reduced_cost =
|
|
min_partial_reduced_cost + max_gap;
|
|
for (arc_it.Next(); arc_it.Ok(); arc_it.Next()) {
|
|
const ArcIndex arc = arc_it.Index();
|
|
const CostValue partial_reduced_cost = PartialReducedCost(arc);
|
|
if (partial_reduced_cost < second_min_partial_reduced_cost) {
|
|
if (partial_reduced_cost < min_partial_reduced_cost) {
|
|
best_arc = arc;
|
|
second_min_partial_reduced_cost = min_partial_reduced_cost;
|
|
min_partial_reduced_cost = partial_reduced_cost;
|
|
} else {
|
|
second_min_partial_reduced_cost = partial_reduced_cost;
|
|
}
|
|
}
|
|
}
|
|
const CostValue gap = std::min<CostValue>(
|
|
second_min_partial_reduced_cost - min_partial_reduced_cost, max_gap);
|
|
DCHECK_GE(gap, 0);
|
|
return std::make_pair(best_arc, gap);
|
|
}
|
|
|
|
// Only for debugging.
|
|
//
|
|
// Requires the precondition, explicitly computed in FinalizeSetup(),
|
|
// that every left-side node has at least one incident arc.
|
|
template <typename GraphType, typename CostValue>
|
|
inline CostValue LinearSumAssignment<GraphType, CostValue>::ImplicitPrice(
|
|
NodeIndex left_node) const {
|
|
DCHECK_GT(num_left_nodes_, left_node);
|
|
DCHECK_GT(epsilon_, 0);
|
|
typename GraphType::OutgoingArcIterator arc_it(*graph_, left_node);
|
|
// We must not execute this method if left_node has no incident arc.
|
|
DCHECK(arc_it.Ok());
|
|
ArcIndex best_arc = arc_it.Index();
|
|
if (best_arc == matched_arc_[left_node]) {
|
|
arc_it.Next();
|
|
if (arc_it.Ok()) {
|
|
best_arc = arc_it.Index();
|
|
}
|
|
}
|
|
CostValue min_partial_reduced_cost = PartialReducedCost(best_arc);
|
|
if (!arc_it.Ok()) {
|
|
// Only one arc is incident to left_node, and the node is
|
|
// currently matched along that arc, which must be the case in any
|
|
// feasible solution. Therefore we implicitly price this node so
|
|
// low that we will never consider unmatching it.
|
|
return -(min_partial_reduced_cost + slack_relabeling_price_);
|
|
}
|
|
for (arc_it.Next(); arc_it.Ok(); arc_it.Next()) {
|
|
const ArcIndex arc = arc_it.Index();
|
|
if (arc != matched_arc_[left_node]) {
|
|
const CostValue partial_reduced_cost = PartialReducedCost(arc);
|
|
if (partial_reduced_cost < min_partial_reduced_cost) {
|
|
min_partial_reduced_cost = partial_reduced_cost;
|
|
}
|
|
}
|
|
}
|
|
return -min_partial_reduced_cost;
|
|
}
|
|
|
|
// Only for debugging.
|
|
template <typename GraphType, typename CostValue>
|
|
bool LinearSumAssignment<GraphType, CostValue>::AllMatched() const {
|
|
for (NodeIndex node = 0; node < graph_->num_nodes(); ++node) {
|
|
if (IsActiveForDebugging(node)) {
|
|
return false;
|
|
}
|
|
}
|
|
return true;
|
|
}
|
|
|
|
// Only for debugging.
|
|
template <typename GraphType, typename CostValue>
|
|
bool LinearSumAssignment<GraphType, CostValue>::EpsilonOptimal() const {
|
|
for (BipartiteLeftNodeIterator node_it(*graph_, num_left_nodes_);
|
|
node_it.Ok(); node_it.Next()) {
|
|
const NodeIndex left_node = node_it.Index();
|
|
// Get the implicit price of left_node and make sure the reduced
|
|
// costs of left_node's incident arcs are in bounds.
|
|
CostValue left_node_price = ImplicitPrice(left_node);
|
|
for (typename GraphType::OutgoingArcIterator arc_it(*graph_, left_node);
|
|
arc_it.Ok(); arc_it.Next()) {
|
|
const ArcIndex arc = arc_it.Index();
|
|
const CostValue reduced_cost = left_node_price + PartialReducedCost(arc);
|
|
// Note the asymmetric definition of epsilon-optimality that we
|
|
// use because it means we can saturate all admissible arcs in
|
|
// the beginning of Refine() just by unmatching all matched
|
|
// nodes.
|
|
if (matched_arc_[left_node] == arc) {
|
|
// The reverse arc is residual. Epsilon-optimality requires
|
|
// that the reduced cost of the forward arc be at most
|
|
// epsilon_.
|
|
if (reduced_cost > epsilon_) {
|
|
return false;
|
|
}
|
|
} else {
|
|
// The forward arc is residual. Epsilon-optimality requires
|
|
// that the reduced cost of the forward arc be at least zero.
|
|
if (reduced_cost < 0) {
|
|
return false;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
return true;
|
|
}
|
|
|
|
template <typename GraphType, typename CostValue>
|
|
bool LinearSumAssignment<GraphType, CostValue>::FinalizeSetup() {
|
|
incidence_precondition_satisfied_ = true;
|
|
// epsilon_ must be greater than kMinEpsilon so that in the case
|
|
// where the largest arc cost is zero, we still do a Refine()
|
|
// iteration.
|
|
epsilon_ = std::max(largest_scaled_cost_magnitude_, kMinEpsilon + 1);
|
|
VLOG(2) << "Largest given cost magnitude: "
|
|
<< largest_scaled_cost_magnitude_ / cost_scaling_factor_;
|
|
// Initialize left-side node-indexed arrays and check incidence
|
|
// precondition.
|
|
for (NodeIndex node = 0; node < num_left_nodes_; ++node) {
|
|
matched_arc_[node] = GraphType::kNilArc;
|
|
typename GraphType::OutgoingArcIterator arc_it(*graph_, node);
|
|
if (!arc_it.Ok()) {
|
|
incidence_precondition_satisfied_ = false;
|
|
}
|
|
}
|
|
// Initialize right-side node-indexed arrays. Example: prices are
|
|
// stored only for right-side nodes.
|
|
for (NodeIndex node = num_left_nodes_; node < graph_->num_nodes(); ++node) {
|
|
price_[node] = 0;
|
|
matched_node_[node] = GraphType::kNilNode;
|
|
}
|
|
bool in_range = true;
|
|
double double_price_lower_bound = 0.0;
|
|
CostValue new_error_parameter;
|
|
CostValue old_error_parameter = epsilon_;
|
|
do {
|
|
new_error_parameter = NewEpsilon(old_error_parameter);
|
|
double_price_lower_bound -=
|
|
2.0 * static_cast<double>(PriceChangeBound(
|
|
old_error_parameter, new_error_parameter, &in_range));
|
|
old_error_parameter = new_error_parameter;
|
|
} while (new_error_parameter != kMinEpsilon);
|
|
const double limit =
|
|
-static_cast<double>(std::numeric_limits<CostValue>::max());
|
|
if (double_price_lower_bound < limit) {
|
|
in_range = false;
|
|
price_lower_bound_ = -std::numeric_limits<CostValue>::max();
|
|
} else {
|
|
price_lower_bound_ = static_cast<CostValue>(double_price_lower_bound);
|
|
}
|
|
VLOG(4) << "price_lower_bound_ == " << price_lower_bound_;
|
|
DCHECK_LE(price_lower_bound_, 0);
|
|
if (!in_range) {
|
|
LOG(WARNING) << "Price change bound exceeds range of representable "
|
|
<< "costs; arithmetic overflow is not ruled out and "
|
|
<< "infeasibility might go undetected.";
|
|
}
|
|
return in_range;
|
|
}
|
|
|
|
template <typename GraphType, typename CostValue>
|
|
void LinearSumAssignment<GraphType, CostValue>::ReportAndAccumulateStats() {
|
|
total_stats_.Add(iteration_stats_);
|
|
VLOG(3) << "Iteration stats: " << iteration_stats_.StatsString();
|
|
iteration_stats_.Clear();
|
|
}
|
|
|
|
template <typename GraphType, typename CostValue>
|
|
bool LinearSumAssignment<GraphType, CostValue>::ComputeAssignment() {
|
|
CHECK(graph_ != nullptr);
|
|
bool ok = graph_->num_nodes() == 2 * num_left_nodes_;
|
|
if (!ok) return false;
|
|
// Note: FinalizeSetup() might have been called already by white-box
|
|
// test code or by a client that wants to react to the possibility
|
|
// of overflow before solving the given problem, but FinalizeSetup()
|
|
// is idempotent and reasonably fast, so we call it unconditionally
|
|
// here.
|
|
FinalizeSetup();
|
|
ok = ok && incidence_precondition_satisfied_;
|
|
DCHECK(!ok || EpsilonOptimal());
|
|
while (ok && epsilon_ > kMinEpsilon) {
|
|
ok = ok && UpdateEpsilon();
|
|
ok = ok && Refine();
|
|
ReportAndAccumulateStats();
|
|
DCHECK(!ok || EpsilonOptimal());
|
|
DCHECK(!ok || AllMatched());
|
|
}
|
|
success_ = ok;
|
|
VLOG(1) << "Overall stats: " << total_stats_.StatsString();
|
|
return ok;
|
|
}
|
|
|
|
template <typename GraphType, typename CostValue>
|
|
CostValue LinearSumAssignment<GraphType, CostValue>::GetCost() const {
|
|
// It is illegal to call this method unless we successfully computed
|
|
// an optimum assignment.
|
|
DCHECK(success_);
|
|
CostValue cost = 0;
|
|
for (BipartiteLeftNodeIterator node_it(*this); node_it.Ok(); node_it.Next()) {
|
|
cost += GetAssignmentCost(node_it.Index());
|
|
}
|
|
return cost;
|
|
}
|
|
|
|
} // namespace operations_research
|
|
|
|
#endif // OR_TOOLS_GRAPH_LINEAR_ASSIGNMENT_H_
|