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Merge branch 'latest' into no-time-reporting
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@jajhall
jajhall committed Jan 27, 2025
2 parents 5eb7867 + caee88f commit 7c0620a
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Showing 2 changed files with 79 additions and 84 deletions.
153 changes: 72 additions & 81 deletions src/presolve/HPresolve.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -458,11 +458,6 @@ void HPresolve::unlink(HighsInt pos) {
markChangedCol(Acol[pos]);

impliedDualRowBounds.remove(Acol[pos], Arow[pos], Avalue[pos]);
if (colUpperSource[Acol[pos]] == Arow[pos])
changeImplColUpper(Acol[pos], kHighsInf, -1);

if (colLowerSource[Acol[pos]] == Arow[pos])
changeImplColLower(Acol[pos], -kHighsInf, -1);
}

auto get_row_left = [&](HighsInt pos) -> HighsInt& { return ARleft[pos]; };
Expand All @@ -482,14 +477,16 @@ void HPresolve::unlink(HighsInt pos) {
else
markChangedRow(Arow[pos]);
impliedRowBounds.remove(Arow[pos], Acol[pos], Avalue[pos]);
}

if (rowDualUpperSource[Arow[pos]] == Acol[pos])
changeImplRowDualUpper(Arow[pos], kHighsInf, -1);
// remove implied bounds on row duals that where implied by this column's dual
// constraint
resetRowDualImpliedBoundsDerivedFromCol(Acol[pos]);

if (rowDualLowerSource[Arow[pos]] == Acol[pos])
changeImplRowDualLower(Arow[pos], -kHighsInf, -1);
}
// remove implied bounds on columns that where implied by this row
resetColImpliedBoundsDerivedFromRow(Arow[pos]);

// remove non-zero
Avalue[pos] = 0;

freeslots.push_back(pos);
Expand Down Expand Up @@ -666,43 +663,60 @@ void HPresolve::updateColImpliedBounds(HighsInt row, HighsInt col, double val) {
HighsInt{-1});
}

void HPresolve::recomputeColImpliedBounds(HighsInt row) {
// recompute implied column bounds affected by a modification in a row
void HPresolve::resetColImpliedBounds(HighsInt col, HighsInt row) {
assert(row == -1 || colLowerSource[col] == row || colUpperSource[col] == row);
if (!colDeleted[col]) {
// set implied bounds to infinite values if (1) they were deduced from the
// given row or (2) no row was given
if (colLowerSource[col] != -1 && (row == -1 || colLowerSource[col] == row))
changeImplColLower(col, -kHighsInf, -1);
if (colUpperSource[col] != -1 && (row == -1 || colUpperSource[col] == row))
changeImplColUpper(col, kHighsInf, -1);
} else if (row != -1 && !rowDeleted[row]) {
// remove column from row-wise implied bound storage
colImplSourceByRow[row].erase(col);
}
}

void HPresolve::resetRowDualImpliedBounds(HighsInt row, HighsInt col) {
assert(col == -1 || rowDualLowerSource[row] == col ||
rowDualUpperSource[row] == col);
if (!rowDeleted[row]) {
// set implied bounds to infinite values if (1) they were deduced from the
// given column or (2) no column was given
if (rowDualLowerSource[row] != -1 &&
(col == -1 || rowDualLowerSource[row] == col))
changeImplRowDualLower(row, -kHighsInf, -1);
if (rowDualUpperSource[row] != -1 &&
(col == -1 || rowDualUpperSource[row] == col))
changeImplRowDualUpper(row, kHighsInf, -1);
} else if (col != -1 && !colDeleted[col]) {
// remove row from column-wise implied bound storage
implRowDualSourceByCol[col].erase(row);
}
}

void HPresolve::resetColImpliedBoundsDerivedFromRow(HighsInt row) {
// reset implied column bounds affected by a modification in a row
// (removed / added non-zeros, etc.)
if (colImplSourceByRow[row].empty()) return;
std::set<HighsInt> affectedCols(colImplSourceByRow[row]);
for (const HighsInt& col : affectedCols) {
// set implied bounds to infinite values if they were deduced from the given
// row
if (colLowerSource[col] == row) changeImplColLower(col, -kHighsInf, -1);
if (colUpperSource[col] == row) changeImplColUpper(col, kHighsInf, -1);

// iterate over column and recompute the implied bounds
for (const HighsSliceNonzero& nonz : getColumnVector(col)) {
updateColImpliedBounds(nonz.index(), col, nonz.value());
}
// set implied bounds to infinite values if they were deduced from the
// given row
resetColImpliedBounds(col, row);
}
}

void HPresolve::recomputeRowDualImpliedBounds(HighsInt col) {
// recompute implied row dual bounds affected by a modification in a column
void HPresolve::resetRowDualImpliedBoundsDerivedFromCol(HighsInt col) {
// reset implied row dual bounds affected by a modification in a column
// (removed / added non-zeros, etc.)
if (implRowDualSourceByCol[col].empty()) return;
std::set<HighsInt> affectedRows(implRowDualSourceByCol[col]);
for (const HighsInt& row : affectedRows) {
// set implied bounds to infinite values if they were deduced from the given
// column
if (rowDualLowerSource[row] == col)
changeImplRowDualLower(row, -kHighsInf, -1);
if (rowDualUpperSource[row] == col)
changeImplRowDualUpper(row, kHighsInf, -1);

// iterate over row and recompute the implied bounds
for (const HighsSliceNonzero& nonz : getRowVector(row)) {
// integer columns cannot be used to tighten bounds on dual multipliers
if (model->integrality_[nonz.index()] != HighsVarType::kInteger)
updateRowDualImpliedBounds(row, nonz.index(), nonz.value());
}
// set implied bounds to infinite values if they were deduced from the
// given column
resetRowDualImpliedBounds(row, col);
}
}

Expand Down Expand Up @@ -1652,23 +1666,25 @@ void HPresolve::addToMatrix(const HighsInt row, const HighsInt col,
}

link(pos);

// remove implied bounds on row duals that where implied by this column's
// dual constraint
resetRowDualImpliedBoundsDerivedFromCol(col);

// remove implied bounds on columns that where implied by this row
resetColImpliedBoundsDerivedFromRow(row);

} else {
double sum = Avalue[pos] + val;
if (std::abs(sum) <= options->small_matrix_value) {
unlink(pos);
} else {
// remove implied bounds on the row dual that where implied by this
// columns dual constraint
if (rowDualUpperSource[row] == col)
changeImplRowDualUpper(row, kHighsInf, -1);
// remove implied bounds on row duals that where implied by this column's
// dual constraint
resetRowDualImpliedBoundsDerivedFromCol(col);

if (rowDualLowerSource[row] == col)
changeImplRowDualLower(row, -kHighsInf, -1);

// remove implied bounds on the column that where implied by this row
if (colUpperSource[col] == row) changeImplColUpper(col, kHighsInf, -1);

if (colLowerSource[col] == row) changeImplColLower(col, -kHighsInf, -1);
// remove implied bounds on columns that where implied by this row
resetColImpliedBoundsDerivedFromRow(row);

// remove the locks and contribution to implied (dual) row bounds, then
// add then again
Expand Down Expand Up @@ -1711,25 +1727,15 @@ void HPresolve::markRowDeleted(HighsInt row) {
changedRowFlag[row] = true;
rowDeleted[row] = true;
++numDeletedRows;

// remove row from column-wise implied bound storage
if (rowDualLowerSource[row] != -1)
implRowDualSourceByCol[rowDualLowerSource[row]].erase(row);
if (rowDualUpperSource[row] != -1)
implRowDualSourceByCol[rowDualUpperSource[row]].erase(row);
}

void HPresolve::markColDeleted(HighsInt col) {
assert(!colDeleted[col]);

// prevents col from being added to change vector
changedColFlag[col] = true;
colDeleted[col] = true;
++numDeletedCols;
// remove column from row-wise implied bound storage
if (colLowerSource[col] != -1)
colImplSourceByRow[colLowerSource[col]].erase(col);
if (colUpperSource[col] != -1)
colImplSourceByRow[colUpperSource[col]].erase(col);
}

void HPresolve::changeColUpper(HighsInt col, double newUpper) {
Expand Down Expand Up @@ -2437,9 +2443,6 @@ void HPresolve::substitute(HighsInt row, HighsInt col, double rhs) {
addToMatrix(colrow, Acol[rowiter], scale * Avalue[rowiter]);
}

// recompute implied column bounds affected by the substitution
recomputeColImpliedBounds(colrow);

// check if this is an equation row and it now has a different size
reinsertEquation(colrow);
// printf("after substitution: ");
Expand Down Expand Up @@ -2469,12 +2472,6 @@ void HPresolve::substitute(HighsInt row, HighsInt col, double rhs) {
model->col_cost_[col] = 0.0;
}

// recompute implied row dual bounds affected by substitution
for (HighsInt rowiter : rowpositions) {
if (Acol[rowiter] == col) continue;
recomputeRowDualImpliedBounds(Acol[rowiter]);
}

// finally remove the entries of the row that was used for substitution
for (HighsInt rowiter : rowpositions) unlink(rowiter);
}
Expand Down Expand Up @@ -2973,15 +2970,13 @@ HPresolve::Result HPresolve::rowPresolve(HighsPostsolveStack& postsolve_stack,
assert(model->col_cost_[col] != 0.0);
if (colsize[col] != 1) return;
if (model->col_cost_[col] > 0) {
assert(model->col_lower_[col] == -kHighsInf ||
(model->col_lower_[col] <= implColLower[col] + primal_feastol &&
colLowerSource[col] == row));
assert(model->col_lower_[col] == -kHighsInf || !isLowerImplied(col) ||
colLowerSource[col] == row);
if (model->col_lower_[col] > implColLower[col] - primal_feastol)
changeColLower(col, -kHighsInf);
} else {
assert(model->col_upper_[col] == kHighsInf ||
(model->col_upper_[col] >= implColUpper[col] - primal_feastol &&
colUpperSource[col] == row));
assert(model->col_upper_[col] == kHighsInf || !isUpperImplied(col) ||
colUpperSource[col] == row);
if (model->col_upper_[col] < implColUpper[col] + primal_feastol)
changeColUpper(col, kHighsInf);
}
Expand Down Expand Up @@ -5877,10 +5872,7 @@ HPresolve::Result HPresolve::detectParallelRowsAndCols(

// remove implied bounds, since they might in general not be valid
// anymore
if (colLowerSource[col] != -1)
changeImplColLower(col, -kHighsInf, -1);

if (colUpperSource[col] != -1) changeImplColUpper(col, kHighsInf, -1);
resetColImpliedBounds(col);

// if an implicit integer and an integer column were merged, check if
// merged continuous column is implicit integer after merge
Expand Down Expand Up @@ -6060,10 +6052,9 @@ HPresolve::Result HPresolve::detectParallelRowsAndCols(
model->row_lower_[parallelRowCand] = newLower;
}
}
if (rowDualLowerSource[parallelRowCand] != -1)
changeImplRowDualLower(parallelRowCand, -kHighsInf, -1);
if (rowDualUpperSource[parallelRowCand] != -1)
changeImplRowDualUpper(parallelRowCand, kHighsInf, -1);
// remove implied bounds, since they might in general not be valid
// anymore
resetRowDualImpliedBounds(parallelRowCand);

postsolve_stack.duplicateRow(parallelRowCand, rowUpperTightened,
rowLowerTightened, i, rowScale);
Expand Down
10 changes: 7 additions & 3 deletions src/presolve/HPresolve.h
View file
Original file line number Diff line number Diff line change
Expand Up @@ -154,11 +154,15 @@ class HPresolve {

void updateColImpliedBounds(HighsInt row, HighsInt col, double val);

void recomputeColImpliedBounds(HighsInt row);
void updateRowDualImpliedBounds(HighsInt row, HighsInt col, double val);

void recomputeRowDualImpliedBounds(HighsInt col);
void resetColImpliedBounds(HighsInt col, HighsInt row = -1);

void updateRowDualImpliedBounds(HighsInt row, HighsInt col, double val);
void resetRowDualImpliedBounds(HighsInt row, HighsInt col = -1);

void resetColImpliedBoundsDerivedFromRow(HighsInt row);

void resetRowDualImpliedBoundsDerivedFromCol(HighsInt col);

bool rowCoefficientsIntegral(HighsInt row, double scale) const;

Expand Down

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