Skip to content

Commit 16fe9ac

Browse files
Yanyu000Yanyu000
committed
wip
1 parent a1677fc commit 16fe9ac

File tree

3 files changed

+30
-60
lines changed

3 files changed

+30
-60
lines changed

‎highs/pdlp/cupdlp/cupdlp_utils.c‎

Lines changed: 0 additions & 27 deletions
Original file line numberDiff line numberDiff line change
@@ -1788,33 +1788,6 @@ void debugPdlpIterLog(FILE* file, const int iter_num, const double beta) {
17881788
//, beta
17891789
}
17901790

1791-
void debugPdlpScalingLog(FILE* file,
1792-
const double* current_col_scaling, int nCols,
1793-
const double* current_row_scaling, int nRows) {
1794-
1795-
// Print column scaling statistics
1796-
double min_col = current_col_scaling[0], max_col = current_col_scaling[0], sum_col = 0.0;
1797-
for (int i = 0; i < nCols; ++i) {
1798-
double val = current_col_scaling[i];
1799-
if (val < min_col) min_col = val;
1800-
if (val > max_col) max_col = val;
1801-
sum_col += val;
1802-
}
1803-
double avg_col = sum_col / nCols;
1804-
fprintf(file, "Col scaling: min = %g, max = %g, avg = %g\n", min_col, max_col, avg_col);
1805-
1806-
// Print row scaling statistics
1807-
double min_row = current_row_scaling[0], max_row = current_row_scaling[0], sum_row = 0.0;
1808-
for (int i = 0; i < nRows; ++i) {
1809-
double val = current_row_scaling[i];
1810-
if (val < min_row) min_row = val;
1811-
if (val > max_row) max_row = val;
1812-
sum_row += val;
1813-
}
1814-
double avg_row = sum_row / nRows;
1815-
fprintf(file, "Row scaling: min = %g, max = %g, avg = %g\n", min_row, max_row, avg_row);
1816-
}
1817-
18181791
void debugPdlpAxNormLog(FILE* file, const double ax_norm) {
18191792
fprintf(file, "||Ax|| = %g\n", ax_norm);
18201793
}

‎highs/pdlp/hipdlp/pdhg.cc‎

Lines changed: 29 additions & 32 deletions
Original file line numberDiff line numberDiff line change
@@ -212,23 +212,6 @@ PostSolveRetcode PDLPSolver::postprocess(HighsSolution& solution) {
212212
return PostSolveRetcode::DIMENSION_MISMATCH;
213213
}
214214

215-
std::vector<double> x_unscaled = x_current_;
216-
std::vector<double> y_unscaled = y_current_;
217-
218-
std::vector<double> dSlackPos_unscaled = dSlackPos_;
219-
std::vector<double> dSlackNeg_unscaled = dSlackNeg_;
220-
221-
// 1. Unscale the solution vectors first
222-
unscaleSolution(x_unscaled, y_unscaled);
223-
const auto& row_scale = scaling_.GetRowScaling(); // Assumes getter exists
224-
const auto& col_scale = scaling_.GetColScaling(); // Assumes getter exists
225-
if (col_scale.size() == dSlackPos_unscaled.size()) {
226-
for (size_t i = 0; i < col_scale.size(); ++i) {
227-
dSlackPos_unscaled[i] /= col_scale[i];
228-
dSlackNeg_unscaled[i] /= col_scale[i];
229-
}
230-
}
231-
232215
// 2. Resize solution object to original dimensions
233216
solution.col_value.resize(original_num_col_);
234217
solution.row_value.resize(original_lp_->num_row_);
@@ -237,12 +220,12 @@ PostSolveRetcode PDLPSolver::postprocess(HighsSolution& solution) {
237220

238221
// 3. Recover Primal Column Values (x)
239222
for (int i = 0; i < original_lp_->num_col_; ++i) {
240-
if (i >= (int)x_unscaled.size()) {
241-
logger_.info("Index " + std::to_string(i) + " out of bounds for x_unscaled of size " + std::to_string(x_unscaled.size()));
223+
if (i >= (int)x_current_.size()) {
224+
logger_.info("Index " + std::to_string(i) + " out of bounds for x_current_ of size " + std::to_string(x_current_.size()));
242225
return PostSolveRetcode::DIMENSION_MISMATCH;
243226
}
244227

245-
solution.col_value[i] = x_unscaled[i];
228+
solution.col_value[i] = x_current_[i];
246229

247230
if (!std::isfinite(solution.col_value[i])) {
248231
logger_.info("Non-finite primal variable value at index " + std::to_string(i) + ": " + std::to_string(solution.col_value[i]));
@@ -260,15 +243,17 @@ PostSolveRetcode PDLPSolver::postprocess(HighsSolution& solution) {
260243
// 4. Recover Dual Row Values (y)
261244
for (int i = 0; i < original_lp_->num_row_; ++i) {
262245
if (constraint_types_[i] == LEQ) {
263-
solution.row_dual[i] = -y_unscaled[i];
246+
solution.row_dual[i] = -y_current_[i];
264247
} else {
265-
solution.row_dual[i] = y_unscaled[i];
248+
solution.row_dual[i] = y_current_[i];
266249
}
267250
}
268251

269252
// 5. Recover Primal Row Values (Ax)
270253
HighsLp unscaled_processed_lp = lp_;
271254

255+
const std::vector<double>& row_scale = scaling_.GetRowScaling();
256+
const std::vector<double>& col_scale = scaling_.GetColScaling();
272257
if (scaling_.IsScaled()) {
273258
// Unscale matrix, costs, and rhs
274259
for (int iCol = 0; iCol < unscaled_processed_lp.num_col_; ++iCol) {
@@ -282,31 +267,31 @@ PostSolveRetcode PDLPSolver::postprocess(HighsSolution& solution) {
282267
}
283268
}
284269

285-
std::vector<double> ax_unscaled(unscaled_processed_lp.num_row_);
286-
linalg::Ax(unscaled_processed_lp, x_unscaled, ax_unscaled);
270+
std::vector<double> ax_current_(unscaled_processed_lp.num_row_);
271+
linalg::Ax(unscaled_processed_lp, x_current_, ax_current_);
287272

288273
int slack_variable_idx = original_num_col_;
289274
for (int i = 0; i < original_lp_->num_row_; ++i) {
290275
if (constraint_types_[i] == BOUND || constraint_types_[i] == FREE) {
291-
solution.row_value[i] = x_unscaled[slack_variable_idx++];
276+
solution.row_value[i] = x_current_[slack_variable_idx++];
292277
} else if (constraint_types_[i] == LEQ) {
293278
// We transformed Ax <= b to -Ax >= -b. The original row value is Ax.
294-
// The calculated ax_unscaled is for -Ax, so we flip the sign back.
295-
solution.row_value[i] = -ax_unscaled[i];
279+
// The calculated ax_current_ is for -Ax, so we flip the sign back.
280+
solution.row_value[i] = -ax_current_[i];
296281
} else { // EQ, GEQ
297-
solution.row_value[i] = ax_unscaled[i];
282+
solution.row_value[i] = ax_current_[i];
298283
}
299284
}
300285

301286
// 6. Recover Dual Column Values (Reduced Costs)
302287
// The duals on the variable bounds l <= x <= u are the reduced costs.
303288
// In the PDLP framework, these are given by dSlackPos - dSlackNeg.
304289
for (int i = 0; i < original_num_col_; ++i) {
305-
if (i >= (int)dSlackPos_unscaled.size() || i >= (int)dSlackNeg_unscaled.size()) {
306-
logger_.info("Index " + std::to_string(i) + " out of bounds for dSlackPos/Neg_unscaled of size " + std::to_string(dSlackPos_unscaled.size()));
290+
if (i >= (int)dSlackPos_.size() || i >= (int)dSlackNeg_.size()) {
291+
logger_.info("Index " + std::to_string(i) + " out of bounds for dSlackPos/Neg of size " + std::to_string(dSlackPos_.size()));
307292
return PostSolveRetcode::DIMENSION_MISMATCH;
308293
}
309-
solution.col_dual[i] = dSlackPos_unscaled[i] - dSlackNeg_unscaled[i];
294+
solution.col_dual[i] = dSlackPos_[i] - dSlackNeg_[i];
310295
}
311296

312297
solution.value_valid = true; // to do
@@ -1067,9 +1052,21 @@ void PDLPSolver::scaleProblem() {
10671052
}
10681053

10691054
void PDLPSolver::unscaleSolution(std::vector<double>& x,
1070-
std::vector<double>& y) const {
1055+
std::vector<double>& y) {
10711056
scaling_.unscaleSolution(x, y);
1057+
1058+
x_current_ = x;
1059+
y_current_ = y;
1060+
1061+
const std::vector<double>& col_scale = scaling_.GetColScaling();
1062+
if(!dSlackPos_.empty() && col_scale.size() == dSlackPos_.size()) {
1063+
for(size_t i = 0; i < dSlackPos_.size(); ++i) {
1064+
dSlackPos_[i] /= col_scale[i];
1065+
dSlackNeg_[i] /= col_scale[i];
1066+
}
1067+
}
10721068
}
1069+
10731070
void PDLPSolver::logSummary() {
10741071
logger_.print_summary(results_, final_iter_count_, total_timer.read());
10751072
}

‎highs/pdlp/hipdlp/pdhg.hpp‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -39,7 +39,7 @@ class PDLPSolver {
3939
void preprocessLp();
4040
void scaleProblem();
4141
void solve(std::vector<double>& x, std::vector<double>& y);
42-
void unscaleSolution(std::vector<double>& x, std::vector<double>& y) const;
42+
void unscaleSolution(std::vector<double>& x, std::vector<double>& y);
4343
PostSolveRetcode postprocess(HighsSolution& solution);
4444
void setSolution(const std::vector<double>& col_value,
4545
const std::vector<double>& row_dual);

0 commit comments

Comments
 (0)