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Opt-MuccaOpt-Mucca
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Make new epsilon. Create lambda function
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‎highs/mip/HighsCutGeneration.cpp‎

Lines changed: 39 additions & 57 deletions
Original file line numberDiff line numberDiff line change
@@ -505,6 +505,7 @@ bool HighsCutGeneration::separateLiftedMixedIntegerCover() {
505505
// Lifted flow cover inequalities for mixed 0-1 integer programs.
506506
// Mathematical Programming, 85(3), 439-467.
507507
bool HighsCutGeneration::separateLiftedFlowCover() {
508+
const double vubEpsilon = 1e-8;
508509
// Compute the lifting data (ld) first
509510
struct LiftingData {
510511
std::vector<double> m;
@@ -525,7 +526,7 @@ bool HighsCutGeneration::separateLiftedFlowCover() {
525526
// col is in N- \ C-
526527
if (snfr.flowCoverStatus[i] == -1 && snfr.coef[i] == -1) {
527528
assert(snfr.vubCoef[i] >= 0);
528-
if (snfr.vubCoef[i] > snfr.lambda + 1e-8) {
529+
if (snfr.vubCoef[i] > snfr.lambda + vubEpsilon) {
529530
ld.m[ld.r] = snfr.vubCoef[i];
530531
++ld.r;
531532
} else {
@@ -538,7 +539,7 @@ bool HighsCutGeneration::separateLiftedFlowCover() {
538539
} else if (snfr.flowCoverStatus[i] == 1 && snfr.coef[i] == 1) {
539540
// col is in C+
540541
assert(snfr.vubCoef[i] > 0);
541-
if (snfr.vubCoef[i] > snfr.lambda + 1e-8) {
542+
if (snfr.vubCoef[i] > snfr.lambda + vubEpsilon) {
542543
ld.m[ld.r] = snfr.vubCoef[i];
543544
++ld.r;
544545
ld.mp = std::min(ld.mp, snfr.vubCoef[i]);
@@ -582,11 +583,11 @@ bool HighsCutGeneration::separateLiftedFlowCover() {
582583
double vubcoefpluslambda = vubcoef + snfr.lambda;
583584

584585
HighsInt i = 0;
585-
while (i < ld.r && vubcoefpluslambda >= ld.M[i + 1] + 1e-8) {
586+
while (i < ld.r && vubcoefpluslambda >= ld.M[i + 1] + vubEpsilon) {
586587
++i;
587588
}
588589

589-
if (vubcoef <= ld.M[i] - 1e-8) {
590+
if (vubcoef <= ld.M[i] - vubEpsilon) {
590591
assert(ld.M[i] < vubcoefpluslambda);
591592
alpha = 1;
592593
beta = -i * HighsCDouble(snfr.lambda) + ld.M[i];
@@ -599,25 +600,24 @@ bool HighsCutGeneration::separateLiftedFlowCover() {
599600

600601
auto evaluateLiftingFunction = [&](double vubcoef) {
601602
HighsInt i = 0;
602-
while (i < ld.r && vubcoef + snfr.lambda >= ld.M[i + 1] + 1e-8) {
603+
while (i < ld.r && vubcoef + snfr.lambda >= ld.M[i + 1] + vubEpsilon) {
603604
++i;
604605
}
605606
if (i < ld.t) {
606607
HighsCDouble liftedcoef = i * HighsCDouble(snfr.lambda);
607-
if (ld.M[i] < vubcoef + 1e-8) {
608+
if (ld.M[i] < vubcoef + vubEpsilon) {
608609
return static_cast<double>(liftedcoef);
609610
}
610-
assert(i > 0 && ld.M[i] < vubcoef + snfr.lambda - 1e-8 &&
611+
assert(i > 0 && ld.M[i] < vubcoef + snfr.lambda - vubEpsilon &&
611612
vubcoef <= ld.M[i]);
612613
liftedcoef += vubcoef;
613614
liftedcoef -= ld.M[i];
614615
return static_cast<double>(liftedcoef);
615-
}
616-
if (i < ld.r) {
616+
} else if (i < ld.r) {
617617
HighsCDouble tmp = HighsCDouble(ld.m[i]) - ld.mp - ld.ml + snfr.lambda;
618618
if (tmp < 0) tmp = 0;
619619
tmp += ld.M[i] + ld.ml;
620-
if (tmp < vubcoef + snfr.lambda - 1e-8) {
620+
if (tmp < vubcoef + snfr.lambda - vubEpsilon) {
621621
return static_cast<double>(i * HighsCDouble(snfr.lambda));
622622
}
623623
assert(ld.M[i] <= vubcoef + snfr.lambda + feastol &&
@@ -630,7 +630,7 @@ bool HighsCutGeneration::separateLiftedFlowCover() {
630630
return static_cast<double>(i * HighsCDouble(snfr.lambda) + vubcoef -
631631
ld.M[i]);
632632
}
633-
assert(i == ld.r && ld.M[i] <= vubcoef + snfr.lambda + 1e-8);
633+
assert(i == ld.r && ld.M[i] <= vubcoef + snfr.lambda + vubEpsilon);
634634
return static_cast<double>(ld.r * HighsCDouble(snfr.lambda) + vubcoef -
635635
ld.M[ld.r]);
636636
};
@@ -640,37 +640,37 @@ bool HighsCutGeneration::separateLiftedFlowCover() {
640640
// L-- = N- \ (L- union C-)
641641
HighsCDouble tmpRhs = ld.d1;
642642
rowlen = 0;
643+
644+
auto addCutNonZero = [&](const double& coef, const HighsInt& index,
645+
const bool complement) -> void {
646+
vals[rowlen] = coef;
647+
inds[rowlen] = index;
648+
if (complement) {
649+
tmpRhs -= vals[rowlen];
650+
vals[rowlen] = -vals[rowlen];
651+
}
652+
rowlen++;
653+
};
654+
643655
for (HighsInt i = 0; i != snfr.numNnzs; ++i) {
644656
// col is in N- \ C-
645657
if (snfr.flowCoverStatus[i] == -1 && snfr.coef[i] == -1) {
646-
if (snfr.vubCoef[i] > snfr.lambda + 1e-8) {
658+
if (snfr.vubCoef[i] > snfr.lambda + vubEpsilon) {
647659
if (snfr.origBinCols[i] != -1) {
648660
// col is in L-
649-
vals[rowlen] = -snfr.lambda;
650-
inds[rowlen] = snfr.origBinCols[i];
651-
if (snfr.complementation[i]) {
652-
tmpRhs -= vals[rowlen];
653-
vals[rowlen] = -vals[rowlen];
654-
}
655-
rowlen++;
661+
addCutNonZero(-snfr.lambda, snfr.origBinCols[i],
662+
snfr.complementation[i]);
656663
} else {
657664
tmpRhs += snfr.lambda;
658665
}
659666
} else {
660667
// col is in L--
661668
if (snfr.origContCols[i] != -1 && snfr.aggrContCoef[i] != 0) {
662-
vals[rowlen] = -snfr.aggrContCoef[i];
663-
inds[rowlen] = snfr.origContCols[i];
664-
rowlen++;
669+
addCutNonZero(-snfr.aggrContCoef[i], snfr.origContCols[i], false);
665670
}
666671
if (snfr.origBinCols[i] != -1 && snfr.aggrBinCoef[i] != 0) {
667-
vals[rowlen] = -snfr.aggrBinCoef[i];
668-
inds[rowlen] = snfr.origBinCols[i];
669-
if (snfr.complementation[i]) {
670-
tmpRhs -= vals[rowlen];
671-
vals[rowlen] = -vals[rowlen];
672-
}
673-
rowlen++;
672+
addCutNonZero(-snfr.aggrBinCoef[i], snfr.origBinCols[i],
673+
snfr.complementation[i]);
674674
}
675675
tmpRhs += snfr.aggrConstant[i];
676676
}
@@ -679,13 +679,8 @@ bool HighsCutGeneration::separateLiftedFlowCover() {
679679
if (snfr.origBinCols[i] != -1) {
680680
double liftedbincoef = evaluateLiftingFunction(snfr.vubCoef[i]);
681681
if (liftedbincoef != 0) {
682-
vals[rowlen] = -liftedbincoef;
683-
inds[rowlen] = snfr.origBinCols[i];
684-
if (snfr.complementation[i]) {
685-
tmpRhs -= vals[rowlen];
686-
vals[rowlen] = -vals[rowlen];
687-
}
688-
rowlen++;
682+
addCutNonZero(-liftedbincoef, snfr.origBinCols[i],
683+
snfr.complementation[i]);
689684
tmpRhs -= liftedbincoef;
690685
}
691686
}
@@ -697,20 +692,13 @@ bool HighsCutGeneration::separateLiftedFlowCover() {
697692
if (alphabeta.first == 1) {
698693
assert(alphabeta.second > 0);
699694
if (snfr.origContCols[i] != -1 && snfr.aggrContCoef[i] != 0) {
700-
vals[rowlen] = snfr.aggrContCoef[i];
701-
inds[rowlen] = snfr.origContCols[i];
702-
rowlen++;
695+
addCutNonZero(snfr.aggrContCoef[i], snfr.origContCols[i], false);
703696
}
704697
HighsCDouble binvarcoef = snfr.aggrBinCoef[i] - alphabeta.second;
705698
if (snfr.origBinCols[i] != -1) {
706699
if (binvarcoef != 0) {
707-
vals[rowlen] = static_cast<double>(binvarcoef);
708-
inds[rowlen] = snfr.origBinCols[i];
709-
if (snfr.complementation[i]) {
710-
tmpRhs -= binvarcoef;
711-
vals[rowlen] = -vals[rowlen];
712-
}
713-
rowlen++;
700+
addCutNonZero(static_cast<double>(binvarcoef), snfr.origBinCols[i],
701+
snfr.complementation[i]);
714702
}
715703
} else {
716704
tmpRhs -= binvarcoef;
@@ -722,24 +710,18 @@ bool HighsCutGeneration::separateLiftedFlowCover() {
722710
assert(snfr.flowCoverStatus[i] == 1 && snfr.coef[i] == 1);
723711
HighsCDouble bincoef = snfr.aggrBinCoef[i];
724712
HighsCDouble constant = snfr.aggrConstant[i];
725-
if (snfr.origBinCols[i] != -1 && snfr.vubCoef[i] >= snfr.lambda + 1e-8) {
713+
if (snfr.origBinCols[i] != -1 &&
714+
snfr.vubCoef[i] >= snfr.lambda + vubEpsilon) {
726715
// col is in C++
727716
constant += HighsCDouble(snfr.vubCoef[i]) - snfr.lambda;
728717
bincoef -= HighsCDouble(snfr.vubCoef[i]) - snfr.lambda;
729718
}
730719
if (snfr.origBinCols[i] != -1 && bincoef != 0) {
731-
vals[rowlen] = static_cast<double>(bincoef);
732-
inds[rowlen] = snfr.origBinCols[i];
733-
if (snfr.complementation[i]) {
734-
tmpRhs -= bincoef;
735-
vals[rowlen] = -vals[rowlen];
736-
}
737-
rowlen++;
720+
addCutNonZero(static_cast<double>(bincoef), snfr.origBinCols[i],
721+
snfr.complementation[i]);
738722
}
739723
if (snfr.origContCols[i] != -1 && snfr.aggrContCoef[i] != 0) {
740-
vals[rowlen] = snfr.aggrContCoef[i];
741-
inds[rowlen] = snfr.origContCols[i];
742-
rowlen++;
724+
addCutNonZero(snfr.aggrContCoef[i], snfr.origContCols[i], false);
743725
}
744726
tmpRhs -= constant;
745727
}

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