Improve presolve (#85)

* kept rows/cols

* add passes

* unconstrained reductions lp

* up doc

Author: geoffroyleconte

src/presolve/empty_rows.jl

@@ -1,17 +1,7 @@
-function row_cnt!(Arows, row_cnt::Vector{Int})
-  for k = 1:length(Arows)
-    i = Arows[k]
-    row_cnt[i] += 1
-  end
-end
-
-find_empty_rows(row_cnt::Vector{Int}) = findall(isequal(0), row_cnt)
-
 """
-    new_ncon = empty_rows!(Arows, lcon, ucon, ncon, row_cnt, empty_rows, Arows_s)
+    new_ncon = empty_rows!(Arows, lcon, ucon, ncon, row_cnt, empty_rows)
 
 Removes the empty rows of A, and the corresponding elements in lcon and ucon that are in `empty_rows`.
-`Arows_s` is a view of `Arows` sorted in ascending order.
 `row_cnt` is a vector of the number of elements per row.
 
 Returns the new number of constraints `new_ncon` and updates in-place `Arows`, `lcon`, `ucon`.
@@ -23,7 +13,6 @@ function empty_rows!(
   ncon,
   row_cnt::Vector{Int},
   empty_rows::Vector{Int},
-  Arows_s,
 ) where {T}
   new_ncon = 0
   for i = 1:ncon
@@ -38,13 +27,25 @@ function empty_rows!(
   resize!(lcon, new_ncon)
   resize!(ucon, new_ncon)
 
-  c_rm = 1
-  nrm = length(empty_rows)
-  for k = 1:length(Arows)
-    while c_rm ≤ nrm && Arows_s[k] ≥ empty_rows[c_rm]
-      c_rm += 1
+  # assume Acols is sorted
+  Annz = length(Arows)
+  nempty = length(empty_rows)
+
+  for idxempty = 1:nempty
+    currentiempty = empty_rows[idxempty]
+    # index of the current singleton row that takes the number of 
+    # already removed variables into account:
+    newcurrentiempty = currentiempty - idxempty + 1
+
+    # remove singleton rows in A rows
+    Awritepos = 1
+    k = 1
+    while k <= Annz
+      Ai = Arows[k]
+      Arows[Awritepos] = (Ai < newcurrentiempty) ? Ai : Ai - 1
+      Awritepos += 1
+      k += 1
     end
-    Arows_s[k] -= c_rm - 1
   end
   return new_ncon
 end

src/presolve/postsolve_utils.jl

@@ -1,14 +1,13 @@
-function restore_ifix!(ifix, xrm, x, xout)
-  # put x and xrm inside xout
-  cfix, cx = 1, 1
-  nfix = length(ifix)
-  for i = 1:length(xout)
-    if cfix <= nfix && i == ifix[cfix]
-      xout[i] = xrm[cfix]
-      cfix += 1
-    else
-      xout[i] = x[cx]
+function restore_ifix!(kept_cols, xps, x, xout)
+  # put x and xps inside xout according to kept_cols
+  nvar = length(xout)
+  cx = 0
+  for i=1:nvar
+    if kept_cols[i]
       cx += 1
+      xout[i] = x[cx]
+    else
+      xout[i] = xps[i]
     end
   end
 end
@@ -25,24 +24,23 @@ function restore_y!(y::Vector{T}, yout::Vector{T}, kept_rows::Vector{Bool}, ncon
   end
 end
 
-function restore_ilow_iupp!(ilow, iupp, ifix)
-  c_fix = 1
-  nfix = length(ifix)
-
+function restore_ilow_iupp!(ilow, iupp, kept_cols)
+  offset = 0
+  nvar = length(kept_cols)
   nlow = length(ilow)
-  for i = 1:nlow
-    while c_fix ≤ nfix && ilow[i] ≤ ifix[c_fix]
-      c_fix += 1
-    end
-    ilow[i] += c_fix - 1
-  end
-
-  c_fix = 1
   nupp = length(iupp)
-  for i = 1:nupp
-    while c_fix ≤ nfix && iupp[i] ≤ ifix[c_fix]
-      c_fix += 1
+  c_low, c_upp = 1, 1
+  for i = 1:nvar
+    if kept_cols[i] == false
+      offset += 1
+    end 
+    if c_low ≤ nlow && ilow[c_low] + offset == i
+      ilow[c_low] += 1
+      c_low += 1
+    end
+    if c_upp ≤ nupp && iupp[c_upp] + offset == i
+      iupp[c_upp] += 1
+      c_upp += 1
     end
-    iupp[i] += c_fix - 1
   end
 end