Merge pull request #2639 from fwesselm/speedUpDomColRed

Speed up dominated columns reduction

Author: jajhall

highs/presolve/HPresolve.cpp

@@ -1156,13 +1156,25 @@ HPresolve::Result HPresolve::dominatedColumns(
   }
 
   // count number of fixed columns and modified bounds
+  HighsInt numCols = 0;
   HighsInt numFixedCols = 0;
-  HighsInt numModifiedBounds = 0;
+  HighsInt numFixedColsPredBndAnalysis = 0;
+  HighsInt numModifiedBndsPredBndAnalysis = 0;
+
+  // parameters for predictive bound analysis
+  const size_t maxAverageNumDomChecksPredBndAnalysis = 10000;
+  const double minAverageNumRedsPredBndAnalysis = 1e-2;
+
+  // perform predictive bound analysis?
+  bool allowPredBndAnalysis = true;
 
   for (HighsInt j = 0; j < model->num_col_; ++j) {
     // skip deleted columns
     if (colDeleted[j]) continue;
 
+    // increment counter for number of columns
+    numCols++;
+
     // initialise
     HighsInt bestRowPlus = -1;
     HighsInt bestRowPlusLen = kHighsIInf;
@@ -1254,20 +1266,22 @@ HPresolve::Result HPresolve::dominatedColumns(
       if (lowerBound > model->col_lower_[col] + primal_feastol) {
         if (model->integrality_[col] != HighsVarType::kContinuous)
           lowerBound = std::ceil(lowerBound - primal_feastol);
-        if (lowerBound == model->col_upper_[col])
+        if (lowerBound == model->col_upper_[col]) {
+          numFixedColsPredBndAnalysis++;
           HPRESOLVE_CHECKED_CALL(fixCol(col, HighsInt{1}));
-        else if (model->integrality_[col] != HighsVarType::kContinuous) {
-          numModifiedBounds++;
+        } else if (model->integrality_[col] != HighsVarType::kContinuous) {
+          numModifiedBndsPredBndAnalysis++;
           changeColLower(col, lowerBound);
         }
       }
       if (upperBound < model->col_upper_[col] - primal_feastol) {
         if (model->integrality_[col] != HighsVarType::kContinuous)
           upperBound = std::floor(upperBound + primal_feastol);
-        if (upperBound == model->col_lower_[col])
+        if (upperBound == model->col_lower_[col]) {
+          numFixedColsPredBndAnalysis++;
           HPRESOLVE_CHECKED_CALL(fixCol(col, HighsInt{-1}));
-        else if (model->integrality_[col] != HighsVarType::kContinuous) {
-          numModifiedBounds++;
+        } else if (model->integrality_[col] != HighsVarType::kContinuous) {
+          numModifiedBndsPredBndAnalysis++;
           changeColUpper(col, upperBound);
         }
       }
@@ -1346,6 +1360,7 @@ HPresolve::Result HPresolve::dominatedColumns(
     auto checkRow = [&](HighsInt row, HighsInt col, HighsInt direction,
                         double bestVal, bool boundImplied, bool hasCliques) {
       storeRow(row);
+      bool onlyPredBndAnalysis = !boundImplied && !hasCliques;
       for (const HighsSliceNonzero& nonz : getStoredRow()) {
         // get column index
         HighsInt k = nonz.index();
@@ -1360,7 +1375,7 @@ HPresolve::Result HPresolve::dominatedColumns(
         bool sameVarType = varsHaveSameType(col, k);
 
         // skip checks if nothing to do
-        if (!boundImplied && !hasCliques && !sameVarType) continue;
+        if (onlyPredBndAnalysis && !sameVarType) continue;
 
         // try to fix variables or strengthen bounds
         // check already known non-zeros in respective columns in advance to
@@ -1383,26 +1398,49 @@ HPresolve::Result HPresolve::dominatedColumns(
       return Result::kOk;
     };
 
+    // check if bounds are implied or there are cliques
+    bool lowerImplied = isLowerImplied(j);
+    bool upperImplied = isUpperImplied(j);
+    bool hasNegCliques =
+        isBinary(j) && mipsolver->mipdata_->cliquetable.numCliques(j, 0) > 0;
+    bool hasPosCliques =
+        isBinary(j) && mipsolver->mipdata_->cliquetable.numCliques(j, 1) > 0;
+
     // use row 'bestRowMinus'
-    if (bestRowMinus != -1)
-      HPRESOLVE_CHECKED_CALL(checkRow(
-          bestRowMinus, j, HighsInt{-1}, ajBestRowMinus, isLowerImplied(j),
-          isBinary(j) &&
-              mipsolver->mipdata_->cliquetable.numCliques(j, 0) > 0));
+    if (bestRowMinus != -1 &&
+        (allowPredBndAnalysis || lowerImplied || hasNegCliques))
+      HPRESOLVE_CHECKED_CALL(checkRow(bestRowMinus, j, HighsInt{-1},
+                                      ajBestRowMinus, lowerImplied,
+                                      hasNegCliques));
 
     // use row 'bestRowPlus'
-    if (!colDeleted[j] && bestRowPlus != -1)
-      HPRESOLVE_CHECKED_CALL(checkRow(
-          bestRowPlus, j, HighsInt{1}, ajBestRowPlus, isUpperImplied(j),
-          isBinary(j) &&
-              mipsolver->mipdata_->cliquetable.numCliques(j, 1) > 0));
-  }
-
-  if (numFixedCols > 0 || numModifiedBounds > 0)
+    if (!colDeleted[j] && bestRowPlus != -1 &&
+        (allowPredBndAnalysis || upperImplied || hasPosCliques))
+      HPRESOLVE_CHECKED_CALL(checkRow(bestRowPlus, j, HighsInt{1},
+                                      ajBestRowPlus, upperImplied,
+                                      hasPosCliques));
+
+    // do not use predictive bound analysis if it requires many domination
+    // checks and only yields few fixings or improved bounds on average
+    size_t averageNumDomChecksPredBndAnalysis =
+        numDomChecksPredBndAnalysis / static_cast<size_t>(numCols);
+    double averageNumRedsPredBndAnalysis =
+        (numFixedColsPredBndAnalysis + numModifiedBndsPredBndAnalysis) /
+        static_cast<double>(numCols);
+    allowPredBndAnalysis =
+        allowPredBndAnalysis &&
+        (numDomChecksPredBndAnalysis <=
+             30 * maxAverageNumDomChecksPredBndAnalysis ||
+         (averageNumDomChecksPredBndAnalysis <=
+              maxAverageNumDomChecksPredBndAnalysis &&
+          averageNumRedsPredBndAnalysis >= minAverageNumRedsPredBndAnalysis));
+  }
+
+  if (numFixedCols > 0 || numModifiedBndsPredBndAnalysis > 0)
     highsLogDev(options->log_options, HighsLogType::kInfo,
                 "Fixed %d dominated columns and strengthened %d bounds\n",
                 static_cast<int>(numFixedCols),
-                static_cast<int>(numModifiedBounds));
+                static_cast<int>(numModifiedBndsPredBndAnalysis));
 
   return Result::kOk;
 }