simplex-glpk with modified glpk for fpgaHEADmaster

1 files changed, 86 insertions, 0 deletions

diff --git a/glpk-5.0/src/proxy/proxy1.c b/glpk-5.0/src/proxy/proxy1.c
new file mode 100644
index 0000000..f32bec5
--- /dev/null
+++ b/glpk-5.0/src/proxy/proxy1.c
@@ -0,0 +1,86 @@
+/* proxy1.c */
+
+/***********************************************************************
+*  This code is part of GLPK (GNU Linear Programming Kit).
+*  Copyright (C) 2013, 2018 Free Software Foundation, Inc.
+*  Written by Andrew Makhorin <mao@gnu.org>.
+*
+*  GLPK is free software: you can redistribute it and/or modify it
+*  under the terms of the GNU General Public License as published by
+*  the Free Software Foundation, either version 3 of the License, or
+*  (at your option) any later version.
+*
+*  GLPK is distributed in the hope that it will be useful, but WITHOUT
+*  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
+*  or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
+*  License for more details.
+*
+*  You should have received a copy of the GNU General Public License
+*  along with GLPK. If not, see <http://www.gnu.org/licenses/>.
+***********************************************************************/
+
+#include "env.h"
+#include "ios.h"
+#include "proxy.h"
+
+void ios_proxy_heur(glp_tree *T)
+{     glp_prob *prob;
+      int j, status;
+      double *xstar, zstar;
+      /* this heuristic is applied only once on the root level */
+      if (!(T->curr->level == 0 && T->curr->solved == 1))
+         goto done;
+      prob = glp_create_prob();
+      glp_copy_prob(prob, T->mip, 0);
+      xstar = xcalloc(1+prob->n, sizeof(double));
+      for (j = 1; j <= prob->n; j++)
+         xstar[j] = 0.0;
+      if (T->mip->mip_stat != GLP_FEAS)
+         status = proxy(prob, &zstar, xstar, NULL, 0.0,
+            T->parm->ps_tm_lim, 1);
+      else
+      {  double *xinit = xcalloc(1+prob->n, sizeof(double));
+         for (j = 1; j <= prob->n; j++)
+            xinit[j] = T->mip->col[j]->mipx;
+         status = proxy(prob, &zstar, xstar, xinit, 0.0,
+            T->parm->ps_tm_lim, 1);
+         xfree(xinit);
+      }
+      if (status == 0)
+#if 0 /* 17/III-2016 */
+         glp_ios_heur_sol(T, xstar);
+#else
+      {  /* sometimes the proxy heuristic reports a wrong solution, so
+          * make sure that the solution is really integer feasible */
+         int i, feas1, feas2, ae_ind, re_ind;
+         double ae_max, re_max;
+         glp_copy_prob(prob, T->mip, 0);
+         for (j = 1; j <= prob->n; j++)
+            prob->col[j]->mipx = xstar[j];
+         for (i = 1; i <= prob->m; i++)
+         {  GLPROW *row;
+            GLPAIJ *aij;
+            row = prob->row[i];
+            row->mipx = 0.0;
+            for (aij = row->ptr; aij != NULL; aij = aij->r_next)
+               row->mipx += aij->val * aij->col->mipx;
+         }
+         glp_check_kkt(prob, GLP_MIP, GLP_KKT_PE, &ae_max, &ae_ind,
+            &re_max, &re_ind);
+         feas1 = (re_max <= 1e-6);
+         glp_check_kkt(prob, GLP_MIP, GLP_KKT_PB, &ae_max, &ae_ind,
+            &re_max, &re_ind);
+         feas2 = (re_max <= 1e-6);
+         if (feas1 && feas2)
+            glp_ios_heur_sol(T, xstar);
+         else
+            xprintf("WARNING: PROXY HEURISTIC REPORTED WRONG SOLUTION; "
+               "SOLUTION REJECTED\n");
+      }
+#endif
+      xfree(xstar);
+      glp_delete_prob(prob);
+done: return;
+}
+
+/* eof */