/******************************************************************* Copyright (C) 2019, 2020 AMPL Optimization, Inc.; written by David M. Gay. Permission to use, copy, modify, and distribute this software and its documentation for any purpose and without fee is hereby granted, provided that the above copyright notice appear in all copies and that both that the copyright notice and this permission notice and warranty disclaimer appear in supporting documentation. The author and AMPL Optimization, Inc. disclaim all warranties with regard to this software, including all implied warranties of merchantability and fitness. In no event shall the author be liable for any special, indirect or consequential damages or any damages whatsoever resulting from loss of use, data or profits, whether in an action of contract, negligence or other tortious action, arising out of or in connection with the use or performance of this software. *******************************************************************/ /* For replacing objectives of the form v or c*v, where c is a constant */ /* and variable v has no bounds and appears linearly in one constraint */ /* (of the right sense if an inequality) with the body of the constraint, */ /* then removing v and the constraint from the problem seen by the solver.*/ #include "nlp.h" #define SKIP_NL2_DEFINES #undef f_OPNUM #include "psinfo.h" #include "jacpdim.h" #undef ps_func #undef psb_elem #include "obj_adj.h" /* for Objrep */ #include "r_qp.hd" /* for OPNUM */ static void obj_adj1(ASL *asl, int no, int *pco, cgrad **pcgo, real *prhs) { Objrep *od, **pod; cgrad **Cgrd, *cg, *cgo, **pcg; char *cclass, *oclass; efunc_n *op; expr_n *e; int co, cv, cva, flags, i, incc, incv, j, k, k1, m, n, nx; int *Cvar, *cm, *cmax, *omax, *vm, *zg, **zgp; ograd *og; ps_func *P; ps_func2 *P2; real *Lc, *Lv, *Uc, *Uv, c1, c2, *pi, rhs, t; op = f_OPNUM_ASL; cclass = oclass = 0; cmax = omax = 0; switch (asl->i.ASLtype) { case ASL_read_fg: e = (expr_n*)((ASL_fg*)asl)->I.obj_de_[no].e; break; case ASL_read_fgh: e = (expr_n*)((ASL_fgh*)asl)->I.obj2_de_[no].e; break; case ASL_read_pfg: e = (expr_n*)((ASL_pfg*)asl)->I.obj_de_[no].e; P = &((ASL_pfg*)asl)->P.ops[no]; if (P->nb || P->ng) return; op = (efunc_n*)OPNUM; cclass = ((ASL_pfg*)asl)->I.c_class; oclass = ((ASL_pfg*)asl)->I.o_class; cmax = &((ASL_pfg*)asl)->I.c_class_max; omax = &((ASL_pfg*)asl)->I.o_class_max; break; case ASL_read_pfgh: e = (expr_n*)((ASL_pfgh*)asl)->I.obj2_de_[no].e; P2 = &((ASL_pfgh*)asl)->P.ops[no]; if (P2->nb || P2->ng) return; op = (efunc_n*)OPNUM; cclass = ((ASL_pfgh*)asl)->I.c_class; oclass = ((ASL_pfgh*)asl)->I.o_class; cmax = &((ASL_pfgh*)asl)->I.c_class_max; omax = &((ASL_pfgh*)asl)->I.o_class_max; break; default: fprintf(Stderr, "Bug: surprise ASLtype = %d in obj_adj\n", asl->i.ASLtype); e = 0; /* silence bogus warning */ exit(1); } if (e->op != op) { if (e->op != (efunc_n*)OPNUM) return; op = (efunc_n*)OPNUM; } og = Ograd[no]; if (!og || og->next) return; cv = og->varno; if (cv < nlvc) return; if (!(c1 = og->coef)) return; cva = cv; n = n_var; if ((vm = asl->i.vmap)) { for(j = 0; j < n; ++j) if (vm[j] == cv) { cva = j; break; } } if (Uvx) { Lv = LUv + cva; Uv = Uvx + cva; incv = 1; } else { Lv = LUv + 2*cva; Uv = Lv + 1; incv = 2; } if (*Lv > negInfinity || *Uv < Infinity) return; Cgrd = Cgrad; m = n_con; cm = asl->i.cmap; k = 0; if (!(cgo = *pcgo)) { for(co = i = 0; i < m; ++i) { pcg = Cgrd + (cm ? cm[i] : i); for(cg = *pcg; cg; cg = cg->next) if (cg->varno == cv) { if (cgo) return; cgo = cg; co = pcg - Cgrd; for(cg = *pcg; cg; cg = cg->next) ++k; break; } } if (!cgo) return; if (n_cc && cvar[co]) return; } else co = *pco; if ((c2 = cgo->coef) == 0.) return; t = c1 / c2; j = t < 0.; if (objtype[no]) j = 1 - j; if (Urhsx) { Lc = LUrhs + co; Uc = Urhsx + co; incc = 1; } else { Lc = LUrhs + 2*co; Uc = Lc + 1; incc = 2; } if (*pcgo) rhs = *prhs; else if (j) { if ((rhs = *Uc) >= Infinity) return; } else { if ((rhs = *Lc) <= negInfinity) return; } flags = asl->i.rflags; if (*Lc < *Uc) { if (!(flags & ASL_obj_replace_ineq)) return; } else { if (!(flags & ASL_obj_replace_eq)) return; } pod = asl->i.Or; od = (Objrep*)M1alloc(sizeof(Objrep) + (pod ? 0 : n_obj*sizeof(Objrep*))); if (!pod) { pod = asl->i.Or = (Objrep**)(od+1); for(i = n_obj; --i >= 0; ) pod[i] = 0; } pod[no] = od; cm = asl->i.cmap; od->ico = co; od->ivo = cv; od->c0 = e->v; od->c0a = e->v + t*rhs; od->c1 = c1; od->c12 = -t; od->nxval = -1; od->opify = asl->i.opify; od->f = 0.; od->cg = od->cg0 = 0; if ((zgp = zerograds)) for(zg = zgp[no]; *zg >= 0; ++zg) if (*zg >= cv) --*zg; if (*pcgo) return; *pcgo = cgo; *pco = co; *prhs = rhs; if (co < nlc) { --nlc; ++nlo; } nzc = nZc -= k; nzo = nZo = k - 1; pcg = &Cgrd[co]; while((cg = *pcg) != cgo) pcg = &cg->next; *pcg = cgo->next; n_con = --m; --n_conjac[1]; if (n_conjac[1] > m) n_conjac[1] = m; if (!cm && co != m) cm = get_vcmap_ASL(asl, ASL_Sufkind_con); if (cclass) { if (oclass) { i = oclass[no] = cclass[co]; if (*omax < i) *omax = i; } if (cm) { for(i = co; i < m; i = j) cclass[i] = cclass[j = i + 1]; } k = 0; for(i = 0; i < m; ++i) { k1 = cclass[i]; if (k < k1) k = k1; } if (*cmax > k) *cmax = k; } if (cm) { pcg = Cgrd; Cvar = cvar; for(i = co; i < m; i = j) { cm[i] = cm[j = i + 1]; pcg[i] = pcg[j]; if (Cvar) { if ((k = Cvar[j]) >= cv) --k; Cvar[i] = k; } } if ((nx = asl->i.nsufext[ASL_Sufkind_con])) { for(nx += m; i < nx; i = j) cm[i] = cm[j = i + 1]; } cm[i] = -1; if ((pi = pi0)) for(i = co; i < m; ++i) pi[i] = pi[i+1]; } for(i = co; i < m; ++i) { *Lc = Lc[incc]; *Uc = Uc[incc]; Lc += incc; Uc += incc; } n_var = --n; if (cv != n) { vm = get_vcmap_ASL(asl, ASL_Sufkind_var); nx = asl->i.n_var0 + asl->i.nsufext[ASL_Sufkind_var] - 1; for(i = cva; i < nx; ++i) vm[i] = vm[i+1]; vm[nx] = -1; if ((pi = X0)) for(i = cv; i < n; ++i) pi[i] = pi[i+1]; } for(i = cv; i < n; ++i) { *Lv = Lv[incv]; *Uv = Uv[incv]; Lv += incv; Uv += incv; } } static real objval_adj(ASL *asl, int no, real *X, fint *nerror) { Objrep *od; cgrad *cg, *cg0, **gr0, **pcg; int i; real c; if (!(od = asl->i.Or[no])) return asl->p.Objval_nomap(asl, no, X, nerror); if ((cg = od->cg)) { if (!(gr0 = asl->i.Cgrad0)) asl->i.Cgrad0 = gr0 = asl->i.Cgrad_; pcg = &gr0[i = od->ico]; cg0 = *pcg; *pcg = cg; c = asl->p.Conival_nomap(asl, od->ico, X, nerror); *pcg = cg0; } else c = asl->p.Conival_nomap(asl, od->ico, X, nerror); if (nerror && *nerror) return 0.; od->nxval = asl->i.nxval; return od->f = od->c0a + od->c12*c; } static void objgrd_adj(ASL *asl, int no, real *X, real *G, fint *nerror) { Objrep *od; cgrad *gr; int k, *vmi; real c; if (!(od = asl->i.Or[no])) { asl->p.Objgrd_nomap(asl, no, X, G, nerror); return; } if (od->nxval != asl->i.nxval) objval_adj(asl, no, X, nerror); if ((k = asl->i.congrd_mode)) asl->i.congrd_mode = 0; asl->p.Congrd_nomap(asl, od->ico, X, G, nerror); asl->i.congrd_mode = k; if ((c = od->c12) != 1. && (!nerror || !*nerror)) { vmi = get_vminv_ASL(asl); if (!(gr = od->cg)) gr = asl->i.Cgrad0[od->ico]; for(; gr; gr = gr->next) G[vmi[gr->varno]] *= c; } } static void jac_adj(ASL *asl) { cgrad **Cgrd, *cg; int i, k, k0, nc, nv, *x; nc = n_con; Cgrd = Cgrad; if (asl->i.rflags & ASL_rowwise_jac) { k = 0; for(i = 0; i < nc; ++i) for(cg = Cgrd[i]; cg; cg = cg->next) cg->goff = k++; return; } nv = asl->i.n_var0; x = (int*)Malloc(nv*sizeof(int)); memset(x, 0, nv*sizeof(int)); for(i = 0; i < nc; ++i) for(cg= Cgrd[i]; cg; cg = cg->next) ++x[cg->varno]; for(i = k = 0; i < nv; ++i) { k0 = k; k += x[i]; x[i] = k0; } for(i = 0; i < nc; ++i) for(cg = Cgrd[i]; cg; cg = cg->next) cg->goff = x[cg->varno]++; free(x); } static void paradj(ASL *asl, int *pno, real **pow, real **py) { Objrep *Od, **Or; int *cm, i, j, k, nc, nc0, needow, no, nobj; real *ow, wo, *ws, *y, *ys; nobj = n_obj; no = *pno; Od = 0; ow = *pow; wo = 1.; Or = asl->i.Or; ws = asl->i.orscratch; ys = ws + nobj; memset(ys, 0, asl->i.n_con0*sizeof(real)); cm = get_vcmap_ASL(asl, ASL_Sufkind_con); if ((y = *py)) { *py = ys; nc = n_con; nc0 = asl->i.n_con0; for(i = 0; i < nc; ++i) if ((j = cm[i]) < nc0) ys[j] = y[i]; } needow = 1; if (no >= 0 && no < nobj) { k = nobj; if (ow && (wo = ow[no]) == 0.) no = *pno = -1; else Od = Or[no]; ow = 0; } else if (ow) { needow = 0; for(i = k = 0; i < nobj; ++i) { if (ow[i]) { if (Or[i]) { if (!Od) { k = i; Od = Or[i]; wo = ow[i]; continue; } } else ++needow; } } if (!needow) ow = 0; } if (Od) { *pno = -1; if (!y) *py = ys; if (ow) { memcpy(*pow = ws, ow, nobj*sizeof(real)); ow = ws; wo = ow[k]; } loop: ys[Od->ico] = wo * Od->c12; if (ow) { ow[k] = 0.; while(++k < nobj) if ((wo = ow[k]) && (Od = Or[k])) goto loop; } } *pow = ow; } static void hvcomp_adj(ASL *asl, real *hv, real *p, int no, real *ow, real *y) { paradj(asl, &no, &ow, &y); asl->p.Hvcomp_nomap(asl, hv, p, no, ow, y); } static void hvcompe_adj(ASL *asl, real *hv, real *p, int no, real *ow, real *y, fint *nerror) { Jmp_buf **Jp, *Jsave, b; paradj(asl, &no, &ow, &y); Jp = !nerror || *nerror >= 0 ? &err_jmp : &err_jmp1; Jsave = *Jp; *Jp = &b; *nerror = 0; if (setjmp(b.jb)) *nerror = 1; else asl->p.Hvcomp_nomap(asl, hv, p, no, ow, y); *Jp = Jsave; } static void hvinit_adj(ASL *asl, int hid_limit, int no, real *ow, real *y) { paradj(asl, &no, &ow, &y); asl->p.Hvinit_nomap(asl, hid_limit, no, ow, y); } static void hvinite_adj(ASL *asl, int hid_limit, int no, real *ow, real *y, fint *nerror) { Jmp_buf **Jp, *Jsave, b; paradj(asl, &no, &ow, &y); Jp = !nerror || *nerror >= 0 ? &err_jmp : &err_jmp1; Jsave = *Jp; *Jp = &b; *nerror = 0; if (setjmp(b.jb)) *nerror = 1; else asl->p.Hvinit_nomap(asl, hid_limit, no, ow, y); *Jp = Jsave; } static void duthes_adj(ASL *asl, real *H, int no, real *ow, real *y) { paradj(asl, &no, &ow, &y); asl->p.Duthes_nomap(asl, H, no, ow, y); } static void duthese_adj(ASL *asl, real *H, int no, real *ow, real *y, fint *nerror) { Jmp_buf **Jp, *Jsave, b; paradj(asl, &no, &ow, &y); Jp = !nerror || *nerror >= 0 ? &err_jmp : &err_jmp1; Jsave = *Jp; *Jp = &b; *nerror = 0; if (setjmp(b.jb)) *nerror = 1; else asl->p.Duthes_nomap(asl, H, no, ow, y); *Jp = Jsave; } static void fulhes_adj(ASL *asl, real *H, fint LH, int no, real *ow, real *y) { paradj(asl, &no, &ow, &y); asl->p.Fulhes_nomap(asl, H, LH, no, ow, y); } static void fulhese_adj(ASL *asl, real *H, fint LH, int no, real *ow, real *y, fint *nerror) { Jmp_buf **Jp, *Jsave, b; paradj(asl, &no, &ow, &y); Jp = !nerror || *nerror >= 0 ? &err_jmp : &err_jmp1; Jsave = *Jp; *Jp = &b; *nerror = 0; if (setjmp(b.jb)) *nerror = 1; else asl->p.Fulhes_nomap(asl, H, LH, no, ow, y); *Jp = Jsave; } static void sphes_adj(ASL *asl, SputInfo **spi, real *H, int no, real *ow, real *y) { paradj(asl, &no, &ow, &y); asl->p.Sphes_nomap(asl, spi, H, no, ow, y); } static void sphese_adj(ASL *asl, SputInfo **spi, real *H, int no, real *ow, real *y, fint *nerror) { Jmp_buf **Jp, *Jsave, b; paradj(asl, &no, &ow, &y); Jp = !nerror || *nerror >= 0 ? &err_jmp : &err_jmp1; Jsave = *Jp; *Jp = &b; *nerror = 0; if (setjmp(b.jb)) *nerror = 1; else asl->p.Sphes_nomap(asl, spi, H, no, ow, y); *Jp = Jsave; } static fint sphes_setup_adj(ASL *asl, SputInfo **spi, int no, int ow, int y, int uptri) { Objrep *od, **odp; if (no >= 0 && no < n_obj && (odp = asl->i.Or) && (od = odp[no])) { no = -1; ow = 0; y = 1; } return asl->p.Sphset_nomap(asl, spi, no, ow, y, uptri); } enum {nscratch= 16}; void obj_adj_ASL(ASL *asl) { Objrep *od, **pod; cgrad *cg, **cgp, **cgp0, **cgseen, *cgseen0[nscratch]; int *coseen, coseen0[4*nscratch], *cs, *cs0, cv, ftn, i, j; int n, nc0, ng, no, nobj, ntodo, nv0, nvseen, nz; int *rn, *rn0, *rn1, *rne, *todo, *vprev, *vseen, *zc, *zv; ograd **Ogrd, *og, **ogp, **ogp0; real *a, *a1, *rhs, rhs0[nscratch], t; size_t *csZ, *csZ0; nobj = n_obj; if (nobj <= 0) return; nc0 = n_con; if (nc0 <= 0) return; ogp0 = Ograd; for(ogp = ogp0 + nobj;;) { if (ogp <= ogp0) return; /* no candidates */ if ((og = *--ogp) && !og->next) break; } nv0 = n_var; ftn = Fortran; if ((a = A_vals)) { nz = nzc; cg = (cgrad*)M1alloc(nz*sizeof(cgrad) + nc0*sizeof(cgrad*)); asl->i.Cgrad0 = Cgrad = cgp0 = (cgrad**)(cg + nz); memset(cgp0, 0, nc0*sizeof(cgrad*)); n = nv0; rn0 = A_rownos; rn = rn0 + nz; a += nz; if ((cs0 = A_colstarts)) { cs = cs0 + n; while(cs > cs0) { rn1 = rn0 + *--cs - ftn; --n; while(rn > rn1) { cgp = cgp0 + *--rn - ftn; cg->next = *cgp; *cgp = cg; cg->varno = n; cg->coef = *--a; cg->goff = rn - rn0; ++cg; } } } else { csZ0 = A_colstartsZ; csZ = csZ0 + n; while(csZ > csZ0) { rn1 = rn0 + *--csZ - ftn; --n; while(rn > rn1) { cgp = cgp0 + *--rn - ftn; cg->next = *cgp; *cgp = cg; cg->varno = n; cg->coef = *--a; cg->goff = rn - rn0; ++cg; } } } } if (nobj > nscratch) { rhs = (real*)Malloc(nobj*(4*sizeof(int*) + sizeof(cgrad*) + sizeof(real))); cgseen = (cgrad**)(rhs + nobj); coseen = (int*)(cgseen + nobj); } else { rhs = rhs0; cgseen = cgseen0; coseen = coseen0; } vprev = coseen + nobj; vseen = vprev + nobj; todo = vseen + nobj; Ogrd = Ograd; for(no = nvseen = ntodo = 0; no < nobj; ++no) { vprev[no] = -1; if ((og = Ogrd[no]) && !og->next) { todo[ntodo++] = no; cv = og->varno; for(i = 0;; ++i) { if (i >= nvseen) { vseen[nvseen] = cv; cgseen[nvseen] = 0; coseen[nvseen] = 0; rhs[nvseen] = 0.; vprev[no] = nvseen++; break; } if (vseen[i] == cv) { vprev[no] = i; break; } } } } if (!ntodo) goto done; for(i = 0; i < ntodo; ++i) { no = todo[i]; j = vprev[no]; obj_adj1(asl, no, &coseen[j], &cgseen[j], &rhs[j]); } if ((pod = asl->i.Or)) { if (asl->i.ASLtype != ASL_read_f) { asl->p.Objval = objval_adj; asl->p.Objgrd = objgrd_adj; if (asl->i.ASLtype == ASL_read_pfgh) { asl->p.Hvcomp = hvcomp_adj; asl->p.Hvcompe = hvcompe_adj; asl->p.Hvinit = hvinit_adj; asl->p.Hvinite = hvinite_adj; asl->p.Duthes = duthes_adj; asl->p.Duthese = duthese_adj; asl->p.Fulhes = fulhes_adj; asl->p.Fulhese = fulhese_adj; asl->p.Sphes = sphes_adj; asl->p.Sphese = sphese_adj; asl->p.Sphset = sphes_setup_adj; } } jac_adj(asl); asl->i.orscratch = (real*)M1zapalloc((nc0 + nobj)*sizeof(real)); if (!a) goto done; if (!(cgp0 = asl->i.Cgrad0)) cgp0 = Cgrad; ogp0 = Ograd; for(ng = no = 0; no < nobj; ++no) { if ((od = pod[no])) { for(cg = cgp0[od->ico]; cg; cg = cg->next) ++ng; } } n = nc0 + nv0; og = (ograd*)M1alloc(ng*sizeof(ograd) + n*sizeof(int)); zc = (int*)(og + ng); zv = zc + nc0; memset(zc, 0, n*sizeof(int)); for(no = 0; no < nobj; ++no) { if ((od = pod[no])) { ogp = ogp0 + no; zc[od->ico] = 1; zv[od->ivo] = 1; t = od->c12; for(cg = cgp0[od->ico]; cg; cg = cg->next) { *ogp = og; ogp = &og->next; og->coef = t*cg->coef; og->varno = cg->varno; ++og; } *ogp = 0; } } j = ftn; for(i = 0; i < nc0; ++i) zc[i] = zc[i] ? -1 : j++; rn = rn0 = rn1 = A_rownos; a = a1 = A_vals; if ((cs = A_colstarts)) { cs0 = cs; for(i = 0; i < nv0; ++i) { rne = rn0 + cs0[i+1] - ftn; if (zv[i]) { a += rne - rn; rn = rne; } else { while(rn < rne) { j = *rn++ - ftn; if ((j = zc[j]) >= 0) { *rn1++ = j; *a1++ = *a; } ++a; } *++cs = rn1 - rn0 + ftn; } } } else { csZ = csZ0 = A_colstartsZ; for(i = 0; i < nv0; ++i) { rne = rn0 + csZ0[i+1] - ftn; if (zv[i]) { a += rne - rn; rn = rne; } else { while(rn < rne) { j = *rn++ - ftn; if ((j = zc[j]) >= 0) { *rn1++ = j; *a1++ = *a; } ++a; } *++csZ = rn1 - rn0 + ftn; } } } } done: if (rhs != rhs0) free(rhs); } void obj_adj_xy_ASL(ASL *asl, real *x, real *x0, real *y) { Objrep *od, **odp; cgrad *cgsave, **cgp; fint nerror; int no, nobj, opified; odp = asl->i.Or; nobj = n_obj; for(no = opified = 0; no < nobj; ++no) if ((od = odp[no])) { if (od->opify && !opified) { od->opify(asl); opified = 1; } if (od->nxval != asl->i.nxval || od->cg0) { nerror = 0; if (!(cgp = asl->i.Cgrad0)) cgp = asl->i.Cgrad0 = asl->i.Cgrad_; cgp += od->ico; cgsave = *cgp; if (od->cg0) *cgp = od->cg0; else if (od->cg) *cgp = od->cg; od->f = objval_adj(asl, no, x0, &nerror); *cgp = cgsave; if (nerror) continue; } x[od->ivo] = (od->f - od->c0) / od->c1; if (y) y[od->ico] = -od->c12; } }