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authorAntoine Rolet <antoine.rolet@gmail.com>2017-09-07 13:29:46 +0900
committerAntoine Rolet <antoine.rolet@gmail.com>2017-09-07 13:29:46 +0900
commitf8c1c8740f9974dcf4aaf191851d62149dceb91c (patch)
treebe6d175a98a6803a216b72326e054b27e4065839 /ot/lp/network_simplex_simple.h
parenta3497b123b4802c7960a07a899ac7ce4525c5995 (diff)
Added MAX_ITER_REACHED flag and warning
Diffstat (limited to 'ot/lp/network_simplex_simple.h')
-rw-r--r--ot/lp/network_simplex_simple.h46
1 files changed, 25 insertions, 21 deletions
diff --git a/ot/lp/network_simplex_simple.h b/ot/lp/network_simplex_simple.h
index a7743ee..7c6a4ce 100644
--- a/ot/lp/network_simplex_simple.h
+++ b/ot/lp/network_simplex_simple.h
@@ -34,7 +34,8 @@
#endif
-#define EPSILON 10*2.2204460492503131e-016
+#define EPSILON 2.2204460492503131e-15
+#define _EPSILON 1e-8
#define MAX_DEBUG_ITER 100000
@@ -260,7 +261,9 @@ namespace lemon {
/// The objective function of the problem is unbounded, i.e.
/// there is a directed cycle having negative total cost and
/// infinite upper bound.
- UNBOUNDED
+ UNBOUNDED,
+ /// The maximum number of iteration has been reached
+ MAX_ITER_REACHED
};
/// \brief Constants for selecting the type of the supply constraints.
@@ -683,7 +686,7 @@ namespace lemon {
/// \see resetParams(), reset()
ProblemType run() {
#if DEBUG_LVL>0
- std::cout << "OPTIMAL = " << OPTIMAL << "\nINFEASIBLE = " << INFEASIBLE << "nUNBOUNDED = " << UNBOUNDED << "\n";
+ std::cout << "OPTIMAL = " << OPTIMAL << "\nINFEASIBLE = " << INFEASIBLE << "\nUNBOUNDED = " << UNBOUNDED << "\nMAX_ITER_REACHED" << MAX_ITER_REACHED\n";
#endif
if (!init()) return INFEASIBLE;
@@ -941,15 +944,15 @@ namespace lemon {
// Initialize internal data structures
bool init() {
if (_node_num == 0) return false;
- /*
+
// Check the sum of supply values
_sum_supply = 0;
for (int i = 0; i != _node_num; ++i) {
_sum_supply += _supply[i];
}
- if ( !((_stype == GEQ && _sum_supply <= _epsilon ) ||
- (_stype == LEQ && _sum_supply >= -_epsilon )) ) return false;
- */
+ if ( fabs(_sum_supply) > _EPSILON ) return false;
+
+ _sum_supply = 0;
// Initialize artifical cost
Cost ART_COST;
@@ -1416,13 +1419,11 @@ namespace lemon {
ProblemType start() {
PivotRuleImpl pivot(*this);
double prevCost=-1;
+ ProblemType retVal = OPTIMAL;
// Perform heuristic initial pivots
if (!initialPivots()) return UNBOUNDED;
-#if DEBUG_LVL>0
- int niter=0;
-#endif
int iter_number=0;
//pivot.setDantzig(true);
// Execute the Network Simplex algorithm
@@ -1431,12 +1432,13 @@ namespace lemon {
char errMess[1000];
sprintf( errMess, "RESULT MIGHT BE INACURATE\nMax number of iteration reached, currently \%d. Sometimes iterations go on in cycle even though the solution has been reached, to check if it's the case here have a look at the minimal reduced cost. If it is very close to machine precision, you might actually have the correct solution, if not try setting the maximum number of iterations a bit higher\n",iter_number );
std::cerr << errMess;
+ retVal = MAX_ITER_REACHED;
break;
}
#if DEBUG_LVL>0
- if(niter>MAX_DEBUG_ITER)
+ if(iter_number>MAX_DEBUG_ITER)
break;
- if(++niter%1000==0||niter%1000==1){
+ if(iter_number%1000==0||iter_number%1000==1){
double curCost=totalCost();
double sumFlow=0;
double a;
@@ -1445,7 +1447,7 @@ namespace lemon {
for (int i=0; i<_flow.size(); i++) {
sumFlow+=_state[i]*_flow[i];
}
- std::cout << "Sum of the flow " << std::setprecision(20) << sumFlow << "\n" << niter << " iterations, current cost=" << curCost << "\nReduced cost=" << _state[in_arc] * (_cost[in_arc] + _pi[_source[in_arc]] -_pi[_target[in_arc]]) << "\nPrecision = "<< -EPSILON*(a) << "\n";
+ std::cout << "Sum of the flow " << std::setprecision(20) << sumFlow << "\n" << iter_number << " iterations, current cost=" << curCost << "\nReduced cost=" << _state[in_arc] * (_cost[in_arc] + _pi[_source[in_arc]] -_pi[_target[in_arc]]) << "\nPrecision = "<< -EPSILON*(a) << "\n";
std::cout << "Arc in = (" << _node_id(_source[in_arc]) << ", " << _node_id(_target[in_arc]) <<")\n";
std::cout << "Supplies = (" << _supply[_source[in_arc]] << ", " << _supply[_target[in_arc]] << ")\n";
std::cout << _cost[in_arc] << "\n";
@@ -1503,15 +1505,17 @@ namespace lemon {
std::cout << "Sum of the flow " << sumFlow << "\n"<< niter <<" iterations, current cost=" << totalCost() << "\n";
#endif
// Check feasibility
- for (int e = _search_arc_num; e != _all_arc_num; ++e) {
- if (_flow[e] != 0){
- if (abs(_flow[e]) > EPSILON)
- return INFEASIBLE;
- else
- _flow[e]=0;
+ if( retVal == OPTIMAL){
+ for (int e = _search_arc_num; e != _all_arc_num; ++e) {
+ if (_flow[e] != 0){
+ if (abs(_flow[e]) > EPSILON)
+ return INFEASIBLE;
+ else
+ _flow[e]=0;
+ }
}
- }
+ }
// Shift potentials to meet the requirements of the GEQ/LEQ type
// optimality conditions
@@ -1537,7 +1541,7 @@ namespace lemon {
}
}
- return OPTIMAL;
+ return retVal;
}
}; //class NetworkSimplexSimple