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Fixed bug in HighsLp::deleteColsFromVectors
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@jajhall
jajhall committed Aug 14, 2024
1 parent b57e6a2 commit a4eac17
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Showing 5 changed files with 74 additions and 65 deletions.
1 change: 0 additions & 1 deletion check/TestIis.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -202,7 +202,6 @@ TEST_CASE("lp-feasibility-relaxation", "[iis]") {
// h.run();
h.feasibilityRelaxation(1, 1, 1);
h.writeSolution("", 1);

}

void testIis(const std::string& model, const HighsIis& iis) {
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36 changes: 20 additions & 16 deletions src/Highs.h
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Original file line number Diff line number Diff line change
Expand Up @@ -504,11 +504,11 @@ class Highs {
* @brief Solve the feasibility relaxation problem
*/
HighsStatus feasibilityRelaxation(const double global_lower_penalty,
const double global_upper_penalty,
const double global_rhs_penalty,
const double* local_lower_penalty = nullptr,
const double* local_upper_penalty = nullptr,
const double* local_rhs_penalty = nullptr);
const double global_upper_penalty,
const double global_rhs_penalty,
const double* local_lower_penalty = nullptr,
const double* local_upper_penalty = nullptr,
const double* local_rhs_penalty = nullptr);

/**
* @brief Get the ill-conditioning information for the current basis
Expand Down Expand Up @@ -1534,17 +1534,21 @@ class Highs {

HighsStatus getIisInterface();

HighsStatus elasticityFilterReturn(const HighsStatus return_status,
const bool feasible_model,
const HighsInt original_num_col,
const HighsInt original_num_row,
const std::vector<double>& original_col_cost,
const std::vector<double>& original_col_lower,
const std::vector<double> original_col_upper,
const std::vector<HighsVarType> original_integrality);
HighsStatus elasticityFilter(const double global_lower_penalty, const double global_upper_penalty, const double global_rhs_penalty,
const double* local_lower_penalty, const double* local_upper_penalty, const double* local_rhs_penalty,
const bool get_infeasible_row, std::vector<HighsInt>& infeasible_row_subset);
HighsStatus elasticityFilterReturn(
const HighsStatus return_status, const bool feasible_model,
const HighsInt original_num_col, const HighsInt original_num_row,
const std::vector<double>& original_col_cost,
const std::vector<double>& original_col_lower,
const std::vector<double> original_col_upper,
const std::vector<HighsVarType> original_integrality);
HighsStatus elasticityFilter(const double global_lower_penalty,
const double global_upper_penalty,
const double global_rhs_penalty,
const double* local_lower_penalty,
const double* local_upper_penalty,
const double* local_rhs_penalty,
const bool get_infeasible_row,
std::vector<HighsInt>& infeasible_row_subset);
HighsStatus extractIis(HighsInt& num_iis_col, HighsInt& num_iis_row,
HighsInt* iis_col_index, HighsInt* iis_row_index,
HighsInt* iis_col_bound, HighsInt* iis_row_bound);
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23 changes: 10 additions & 13 deletions src/lp_data/Highs.cpp
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Expand Up @@ -1667,19 +1667,16 @@ HighsStatus Highs::getRanging(HighsRanging& ranging) {
}

HighsStatus Highs::feasibilityRelaxation(const double global_lower_penalty,
const double global_upper_penalty,
const double global_rhs_penalty,
const double* local_lower_penalty,
const double* local_upper_penalty,
const double* local_rhs_penalty) {
std::vector<HighsInt>infeasible_row_subset;
return elasticityFilter(global_lower_penalty,
global_upper_penalty,
global_rhs_penalty,
local_lower_penalty,
local_upper_penalty,
local_rhs_penalty,
false, infeasible_row_subset);
const double global_upper_penalty,
const double global_rhs_penalty,
const double* local_lower_penalty,
const double* local_upper_penalty,
const double* local_rhs_penalty) {
std::vector<HighsInt> infeasible_row_subset;
return elasticityFilter(global_lower_penalty, global_upper_penalty,
global_rhs_penalty, local_lower_penalty,
local_upper_penalty, local_rhs_penalty, false,
infeasible_row_subset);
}

HighsStatus Highs::getIllConditioning(HighsIllConditioning& ill_conditioning,
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76 changes: 41 additions & 35 deletions src/lp_data/HighsInterface.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -1624,9 +1624,9 @@ HighsStatus Highs::getIisInterface() {
HighsLp check_lp_before = this->model_.lp_;
// Apply the elasticity filter to the whole model in order to
// determine an infeasible subset of rows
HighsStatus return_status = this->elasticityFilter(-1.0, -1.0, 1.0,
nullptr, nullptr, nullptr, true,
infeasible_row_subset);
HighsStatus return_status =
this->elasticityFilter(-1.0, -1.0, 1.0, nullptr, nullptr, nullptr, true,
infeasible_row_subset);
HighsLp check_lp_after = this->model_.lp_;
assert(check_lp_before.equalButForScalingAndNames(check_lp_after));
if (return_status != HighsStatus::kOk) return return_status;
Expand Down Expand Up @@ -1674,14 +1674,13 @@ HighsStatus Highs::getIisInterface() {
return return_status;
}

HighsStatus Highs::elasticityFilterReturn(const HighsStatus return_status,
const bool feasible_model,
const HighsInt original_num_col,
const HighsInt original_num_row,
const std::vector<double>& original_col_cost,
const std::vector<double>& original_col_lower,
const std::vector<double> original_col_upper,
const std::vector<HighsVarType> original_integrality) {
HighsStatus Highs::elasticityFilterReturn(
const HighsStatus return_status, const bool feasible_model,
const HighsInt original_num_col, const HighsInt original_num_row,
const std::vector<double>& original_col_cost,
const std::vector<double>& original_col_lower,
const std::vector<double> original_col_upper,
const std::vector<HighsVarType> original_integrality) {
const HighsLp& lp = this->model_.lp_;
// Delete any additional rows and columns, and restore the original
// column costs and bounds
Expand All @@ -1702,7 +1701,8 @@ HighsStatus Highs::elasticityFilterReturn(const HighsStatus return_status,
assert(run_status == HighsStatus::kOk);

if (original_integrality.size()) {
this->changeColsIntegrality(0, original_num_col - 1, original_integrality.data());
this->changeColsIntegrality(0, original_num_col - 1,
original_integrality.data());
assert(run_status == HighsStatus::kOk);
}

Expand All @@ -1713,12 +1713,14 @@ HighsStatus Highs::elasticityFilterReturn(const HighsStatus return_status,
if (feasible_model) this->model_status_ = HighsModelStatus::kNotset;

return return_status;

}

HighsStatus Highs::elasticityFilter(const double global_lower_penalty, const double global_upper_penalty, const double global_rhs_penalty,
const double* local_lower_penalty, const double* local_upper_penalty, const double* local_rhs_penalty,
const bool get_infeasible_row, std::vector<HighsInt>& infeasible_row_subset) {
HighsStatus Highs::elasticityFilter(
const double global_lower_penalty, const double global_upper_penalty,
const double global_rhs_penalty, const double* local_lower_penalty,
const double* local_upper_penalty, const double* local_rhs_penalty,
const bool get_infeasible_row,
std::vector<HighsInt>& infeasible_row_subset) {
// Solve the feasibility relaxation problem for the given penalties,
// continuing to act as the elasticity filter get_infeasible_row is
// true, resulting in an infeasibility subset for further refinement
Expand Down Expand Up @@ -1784,24 +1786,27 @@ HighsStatus Highs::elasticityFilter(const double global_lower_penalty, const dou
if (lp.integrality_.size()) {
std::vector<HighsVarType> all_continuous;
all_continuous.assign(original_num_col, HighsVarType::kContinuous);
run_status = this->changeColsIntegrality(0, lp.num_col_ - 1, all_continuous.data());
run_status =
this->changeColsIntegrality(0, lp.num_col_ - 1, all_continuous.data());
assert(run_status == HighsStatus::kOk);
}

// For the columns
const bool has_local_lower_penalty = local_lower_penalty;
const bool has_global_elastic_lower = global_lower_penalty >= 0;
const bool has_elastic_lower = has_local_lower_penalty || has_global_elastic_lower;
const bool has_elastic_lower =
has_local_lower_penalty || has_global_elastic_lower;
const bool has_local_upper_penalty = local_upper_penalty;
const bool has_global_elastic_upper = global_upper_penalty >= 0;
const bool has_elastic_upper = has_local_upper_penalty || has_global_elastic_upper;
const bool has_elastic_upper =
has_local_upper_penalty || has_global_elastic_upper;
const bool has_elastic_columns = has_elastic_lower || has_elastic_upper;
// For the rows
const bool has_local_rhs_penalty = local_rhs_penalty;
const bool has_global_elastic_rhs = global_rhs_penalty >= 0;
const bool has_elastic_rows = has_local_rhs_penalty || has_global_elastic_rhs;
assert(has_elastic_columns || has_elastic_rows);

if (has_elastic_columns) {
// When defining names, need to know the column number
HighsInt previous_num_col = lp.num_col_;
Expand Down Expand Up @@ -1902,7 +1907,8 @@ HighsStatus Highs::elasticityFilter(const double global_lower_penalty, const dou
const bool has_row_names = lp.row_names_.size() > 0;
for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
// Get the penalty for violating the bounds on this row
const double penalty = has_local_rhs_penalty ? local_rhs_penalty[iRow] : global_rhs_penalty;
const double penalty =
has_local_rhs_penalty ? local_rhs_penalty[iRow] : global_rhs_penalty;
// Negative penalty implies that the bounds cannot be violated
if (penalty < 0) continue;
const double lower = lp.row_lower_[iRow];
Expand Down Expand Up @@ -1975,20 +1981,20 @@ HighsStatus Highs::elasticityFilter(const double global_lower_penalty, const dou

run_status = solveLp();
if (run_status != HighsStatus::kOk)
return elasticityFilterReturn(run_status, false,
original_num_col, original_num_row,
original_col_cost, original_col_lower,
original_col_upper, original_integrality);
return elasticityFilterReturn(run_status, false, original_num_col,
original_num_row, original_col_cost,
original_col_lower, original_col_upper,
original_integrality);
if (kIisDevReport) this->writeSolution("", kSolutionStylePretty);
// Model status should be optimal, unless model is unbounded
assert(this->model_status_ == HighsModelStatus::kOptimal ||
this->model_status_ == HighsModelStatus::kUnbounded);

if (!get_infeasible_row)
return elasticityFilterReturn(HighsStatus::kOk, false,
original_num_col, original_num_row,
original_col_cost, original_col_lower,
original_col_upper, original_integrality);
return elasticityFilterReturn(HighsStatus::kOk, false, original_num_col,
original_num_row, original_col_cost,
original_col_lower, original_col_upper,
original_integrality);
const HighsSolution& solution = this->getSolution();
// Now fix e-variables that are positive and re-solve until e-LP is infeasible
HighsInt loop_k = 0;
Expand Down Expand Up @@ -2038,9 +2044,9 @@ HighsStatus Highs::elasticityFilter(const double global_lower_penalty, const dou
HighsStatus run_status = solveLp();
if (run_status != HighsStatus::kOk)
return elasticityFilterReturn(run_status, feasible_model,
original_num_col, original_num_row,
original_col_cost, original_col_lower,
original_col_upper, original_integrality);
original_num_col, original_num_row,
original_col_cost, original_col_lower,
original_col_upper, original_integrality);
if (kIisDevReport) this->writeSolution("", kSolutionStylePretty);
HighsModelStatus model_status = this->getModelStatus();
if (model_status == HighsModelStatus::kInfeasible) break;
Expand Down Expand Up @@ -2091,9 +2097,9 @@ HighsStatus Highs::elasticityFilter(const double global_lower_penalty, const dou
int(loop_k), int(num_enforced_col_ecol), int(num_enforced_row_ecol));

return elasticityFilterReturn(HighsStatus::kOk, feasible_model,
original_num_col, original_num_row,
original_col_cost, original_col_lower,
original_col_upper, original_integrality);
original_num_col, original_num_row,
original_col_cost, original_col_lower,
original_col_upper, original_integrality);
}

HighsStatus Highs::extractIis(HighsInt& num_iis_col, HighsInt& num_iis_row,
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3 changes: 3 additions & 0 deletions src/lp_data/HighsLpUtils.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -1613,6 +1613,9 @@ void changeLpIntegrality(HighsLp& lp,
if (mask && !col_mask[col]) continue;
lp.integrality_[col] = new_integrality[usr_col];
}
// If integrality_ contains only HighsVarType::kContinuous then
// clear it
if (!lp.isMip()) lp.integrality_.clear();
}

void changeLpCosts(HighsLp& lp, const HighsIndexCollection& index_collection,
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