// Copyright 2010-2018 Google LLC // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. #ifndef OR_TOOLS_GLOP_UPDATE_ROW_H_ #define OR_TOOLS_GLOP_UPDATE_ROW_H_ #include "ortools/glop/basis_representation.h" #include "ortools/glop/parameters.pb.h" #include "ortools/glop/variables_info.h" #include "ortools/lp_data/lp_types.h" #include "ortools/lp_data/scattered_vector.h" #include "ortools/util/stats.h" namespace operations_research { namespace glop { // During a simplex iteration, when the basis 'leaving_row' has been // selected, one of the main quantities needed in the primal or dual simplex // algorithm is called the update row. // // By definition, update_row[col] is the coefficient at position // 'leaving_row' in the current basis of the column 'col' of the matrix A. // // One efficient way to compute it is to compute the left inverse by B of the // unit vector with a one at the given leaving_row, and then to take the // scalar product of this left inverse with all the columns of A: // update_row[col] = (unit_{leaving_row} . B^{-1}) . A_col class UpdateRow { public: // Takes references to the linear program data we need. UpdateRow(const CompactSparseMatrix& matrix, const CompactSparseMatrix& transposed_matrix, const VariablesInfo& variables_info, const RowToColMapping& basis, const BasisFactorization& basis_factorization); // Invalidates the current update row and unit_row_left_inverse so the next // call to ComputeUpdateRow() will recompute everything and not just return // right away. void Invalidate(); // Computes the relevant coefficients (See GetIsRelevantBitRow() in // VariablesInfo) of the update row. The result is only computed once until // the next Invalidate() call and calling this function more than once will // have no effect until then. void ComputeUpdateRow(RowIndex leaving_row); // Returns the left inverse of the unit row as computed by the last call to // ComputeUpdateRow(). In debug mode, we check that ComputeUpdateRow() was // called since the last Invalidate(). const ScatteredRow& GetUnitRowLeftInverse() const; // Returns the update coefficients and non-zero positions corresponding to the // last call to ComputeUpdateRow(). const DenseRow& GetCoefficients() const; const ColIndexVector& GetNonZeroPositions() const; const Fractional GetCoefficient(ColIndex col) const { return coefficient_[col]; } // This must be called after a call to ComputeUpdateRow(). It will fill // all the non-relevant positions that where not filled by ComputeUpdateRow(). void RecomputeFullUpdateRow(RowIndex leaving_row); // Sets to zero the coefficient for column col. void IgnoreUpdatePosition(ColIndex col); // Sets the algorithm parameters. void SetParameters(const GlopParameters& parameters); // Returns statistics about this class as a string. std::string StatString() const { return stats_.StatString(); } // Only used for testing. // Computes as the update row the product 'lhs' times the linear program // matrix given at construction. Only the relevant columns matter (see // VariablesInfo) and 'algorithm' can be one of "column", "row" or // "row_hypersparse". void ComputeUpdateRowForBenchmark(const DenseRow& lhs, const std::string& algorithm); // Deterministic time used by the scalar product computation of this class. double DeterministicTime() const { return DeterministicTimeForFpOperations(num_operations_); } // This returns the asked unit row left inverse. It temporarily invalidate // the class state by calling Invalidate(). const ScatteredRow& ComputeAndGetUnitRowLeftInverse(RowIndex leaving_row); private: // Computes the left inverse of the given unit row, and stores it in // unit_row_left_inverse_. void ComputeUnitRowLeftInverse(RowIndex leaving_row); // ComputeUpdateRow() does the common work and calls one of these functions // depending on the situation. void ComputeUpdatesRowWise(); void ComputeUpdatesRowWiseHypersparse(); void ComputeUpdatesColumnWise(); // Problem data that should be updated from outside. const CompactSparseMatrix& matrix_; const CompactSparseMatrix& transposed_matrix_; const VariablesInfo& variables_info_; const RowToColMapping& basis_; const BasisFactorization& basis_factorization_; // Left inverse by B of a unit row. Its scalar product with a column 'a' of A // gives the value of the right inverse of 'a' on the 'leaving_row'. ScatteredRow unit_row_left_inverse_; // The non-zeros of unit_row_left_inverse_ above the drop tolerance. std::vector unit_row_left_inverse_filtered_non_zeros_; // Holds the current update row data. // TODO(user): Introduce a ScatteredSparseRow class? ColIndexVector non_zero_position_list_; DenseBitRow non_zero_position_set_; DenseRow coefficient_; // Boolean used to avoid recomputing many times the same thing. bool compute_update_row_; RowIndex update_row_computed_for_; // Statistics about this class. struct Stats : public StatsGroup { Stats() : StatsGroup("UpdateRow"), unit_row_left_inverse_density("unit_row_left_inverse_density", this), unit_row_left_inverse_accuracy("unit_row_left_inverse_accuracy", this), update_row_density("update_row_density", this) {} RatioDistribution unit_row_left_inverse_density; DoubleDistribution unit_row_left_inverse_accuracy; RatioDistribution update_row_density; }; // Track the number of basic floating point multiplication. // Used by DeterministicTime(). int64 num_operations_; // Glop standard classes. GlopParameters parameters_; Stats stats_; DISALLOW_COPY_AND_ASSIGN(UpdateRow); }; } // namespace glop } // namespace operations_research #endif // OR_TOOLS_GLOP_UPDATE_ROW_H_