diff options
Diffstat (limited to 'ot/lp')
| -rw-r--r-- | ot/lp/EMD.h | 35 | ||||
| -rw-r--r-- | ot/lp/EMD_wrapper.cpp | 107 | ||||
| -rw-r--r-- | ot/lp/__init__.py | 618 | ||||
| -rw-r--r-- | ot/lp/core.h | 103 | ||||
| -rw-r--r-- | ot/lp/cvx.py | 147 | ||||
| -rw-r--r-- | ot/lp/emd_wrap.pyx | 187 | ||||
| -rw-r--r-- | ot/lp/full_bipartitegraph.h | 215 | ||||
| -rw-r--r-- | ot/lp/network_simplex_simple.h | 1553 |
8 files changed, 2965 insertions, 0 deletions
diff --git a/ot/lp/EMD.h b/ot/lp/EMD.h new file mode 100644 index 0000000..f42e222 --- /dev/null +++ b/ot/lp/EMD.h @@ -0,0 +1,35 @@ +/* This file is a c++ wrapper function for computing the transportation cost + * between two vectors given a cost matrix. + * + * It was written by Antoine Rolet (2014) and mainly consists of a wrapper + * of the code written by Nicolas Bonneel available on this page + * http://people.seas.harvard.edu/~nbonneel/FastTransport/ + * + * It was then modified to make it more amenable to python inline calling + * + * Please give relevant credit to the original author (Nicolas Bonneel) if + * you use this code for a publication. + * + */ + + +#ifndef EMD_H +#define EMD_H + +#include <iostream> +#include <vector> +#include "network_simplex_simple.h" + +using namespace lemon; +typedef unsigned int node_id_type; + +enum ProblemType { + INFEASIBLE, + OPTIMAL, + UNBOUNDED, + MAX_ITER_REACHED +}; + +int EMD_wrap(int n1,int n2, double *X, double *Y,double *D, double *G, double* alpha, double* beta, double *cost, int maxIter); + +#endif diff --git a/ot/lp/EMD_wrapper.cpp b/ot/lp/EMD_wrapper.cpp new file mode 100644 index 0000000..fc7ca63 --- /dev/null +++ b/ot/lp/EMD_wrapper.cpp @@ -0,0 +1,107 @@ +/* This file is a c++ wrapper function for computing the transportation cost + * between two vectors given a cost matrix. + * + * It was written by Antoine Rolet (2014) and mainly consists of a wrapper + * of the code written by Nicolas Bonneel available on this page + * http://people.seas.harvard.edu/~nbonneel/FastTransport/ + * + * It was then modified to make it more amenable to python inline calling + * + * Please give relevant credit to the original author (Nicolas Bonneel) if + * you use this code for a publication. + * + */ + +#include "EMD.h" + + +int EMD_wrap(int n1, int n2, double *X, double *Y, double *D, double *G, + double* alpha, double* beta, double *cost, int maxIter) { +// beware M and C anre strored in row major C style!!! + int n, m, i, cur; + + typedef FullBipartiteDigraph Digraph; + DIGRAPH_TYPEDEFS(FullBipartiteDigraph); + + // Get the number of non zero coordinates for r and c + n=0; + for (int i=0; i<n1; i++) { + double val=*(X+i); + if (val>0) { + n++; + }else if(val<0){ + return INFEASIBLE; + } + } + m=0; + for (int i=0; i<n2; i++) { + double val=*(Y+i); + if (val>0) { + m++; + }else if(val<0){ + return INFEASIBLE; + } + } + + // Define the graph + + std::vector<int> indI(n), indJ(m); + std::vector<double> weights1(n), weights2(m); + Digraph di(n, m); + NetworkSimplexSimple<Digraph,double,double, node_id_type> net(di, true, n+m, n*m, maxIter); + + // Set supply and demand, don't account for 0 values (faster) + + cur=0; + for (int i=0; i<n1; i++) { + double val=*(X+i); + if (val>0) { + weights1[ cur ] = val; + indI[cur++]=i; + } + } + + // Demand is actually negative supply... + + cur=0; + for (int i=0; i<n2; i++) { + double val=*(Y+i); + if (val>0) { + weights2[ cur ] = -val; + indJ[cur++]=i; + } + } + + + net.supplyMap(&weights1[0], n, &weights2[0], m); + + // Set the cost of each edge + for (int i=0; i<n; i++) { + for (int j=0; j<m; j++) { + double val=*(D+indI[i]*n2+indJ[j]); + net.setCost(di.arcFromId(i*m+j), val); + } + } + + + // Solve the problem with the network simplex algorithm + + int ret=net.run(); + if (ret==(int)net.OPTIMAL || ret==(int)net.MAX_ITER_REACHED) { + *cost = 0; + Arc a; di.first(a); + for (; a != INVALID; di.next(a)) { + int i = di.source(a); + int j = di.target(a); + double flow = net.flow(a); + *cost += flow * (*(D+indI[i]*n2+indJ[j-n])); + *(G+indI[i]*n2+indJ[j-n]) = flow; + *(alpha + indI[i]) = -net.potential(i); + *(beta + indJ[j-n]) = net.potential(j); + } + + } + + + return ret; +} diff --git a/ot/lp/__init__.py b/ot/lp/__init__.py new file mode 100644 index 0000000..0c92810 --- /dev/null +++ b/ot/lp/__init__.py @@ -0,0 +1,618 @@ +# -*- coding: utf-8 -*- +""" +Solvers for the original linear program OT problem + + + +""" + +# Author: Remi Flamary <remi.flamary@unice.fr> +# +# License: MIT License + +import multiprocessing +import sys +import numpy as np +from scipy.sparse import coo_matrix + +from .import cvx + +# import compiled emd +from .emd_wrap import emd_c, check_result, emd_1d_sorted +from ..utils import parmap +from .cvx import barycenter +from ..utils import dist + +__all__=['emd', 'emd2', 'barycenter', 'free_support_barycenter', 'cvx', + 'emd_1d', 'emd2_1d', 'wasserstein_1d'] + + +def emd(a, b, M, numItermax=100000, log=False): + r"""Solves the Earth Movers distance problem and returns the OT matrix + + + .. math:: + \gamma = arg\min_\gamma <\gamma,M>_F + + s.t. \gamma 1 = a + \gamma^T 1= b + \gamma\geq 0 + where : + + - M is the metric cost matrix + - a and b are the sample weights + + .. warning:: + Note that the M matrix needs to be a C-order numpy.array in float64 + format. + + Uses the algorithm proposed in [1]_ + + Parameters + ---------- + a : (ns,) numpy.ndarray, float64 + Source histogram (uniform weight if empty list) + b : (nt,) numpy.ndarray, float64 + Target histogram (uniform weight if empty list) + M : (ns,nt) numpy.ndarray, float64 + Loss matrix (c-order array with type float64) + numItermax : int, optional (default=100000) + The maximum number of iterations before stopping the optimization + algorithm if it has not converged. + log: bool, optional (default=False) + If True, returns a dictionary containing the cost and dual + variables. Otherwise returns only the optimal transportation matrix. + + Returns + ------- + gamma: (ns x nt) numpy.ndarray + Optimal transportation matrix for the given parameters + log: dict + If input log is true, a dictionary containing the cost and dual + variables and exit status + + + Examples + -------- + + Simple example with obvious solution. The function emd accepts lists and + perform automatic conversion to numpy arrays + + >>> import ot + >>> a=[.5,.5] + >>> b=[.5,.5] + >>> M=[[0.,1.],[1.,0.]] + >>> ot.emd(a,b,M) + array([[0.5, 0. ], + [0. , 0.5]]) + + References + ---------- + + .. [1] Bonneel, N., Van De Panne, M., Paris, S., & Heidrich, W. + (2011, December). Displacement interpolation using Lagrangian mass + transport. In ACM Transactions on Graphics (TOG) (Vol. 30, No. 6, p. + 158). ACM. + + See Also + -------- + ot.bregman.sinkhorn : Entropic regularized OT + ot.optim.cg : General regularized OT""" + + a = np.asarray(a, dtype=np.float64) + b = np.asarray(b, dtype=np.float64) + M = np.asarray(M, dtype=np.float64) + + # if empty array given then use uniform distributions + if len(a) == 0: + a = np.ones((M.shape[0],), dtype=np.float64) / M.shape[0] + if len(b) == 0: + b = np.ones((M.shape[1],), dtype=np.float64) / M.shape[1] + + G, cost, u, v, result_code = emd_c(a, b, M, numItermax) + result_code_string = check_result(result_code) + if log: + log = {} + log['cost'] = cost + log['u'] = u + log['v'] = v + log['warning'] = result_code_string + log['result_code'] = result_code + return G, log + return G + + +def emd2(a, b, M, processes=multiprocessing.cpu_count(), + numItermax=100000, log=False, return_matrix=False): + r"""Solves the Earth Movers distance problem and returns the loss + + .. math:: + \gamma = arg\min_\gamma <\gamma,M>_F + + s.t. \gamma 1 = a + \gamma^T 1= b + \gamma\geq 0 + where : + + - M is the metric cost matrix + - a and b are the sample weights + + .. warning:: + Note that the M matrix needs to be a C-order numpy.array in float64 + format. + + Uses the algorithm proposed in [1]_ + + Parameters + ---------- + a : (ns,) numpy.ndarray, float64 + Source histogram (uniform weight if empty list) + b : (nt,) numpy.ndarray, float64 + Target histogram (uniform weight if empty list) + M : (ns,nt) numpy.ndarray, float64 + Loss matrix (c-order array with type float64) + processes : int, optional (default=nb cpu) + Nb of processes used for multiple emd computation (not used on windows) + numItermax : int, optional (default=100000) + The maximum number of iterations before stopping the optimization + algorithm if it has not converged. + log: boolean, optional (default=False) + If True, returns a dictionary containing the cost and dual + variables. Otherwise returns only the optimal transportation cost. + return_matrix: boolean, optional (default=False) + If True, returns the optimal transportation matrix in the log. + + Returns + ------- + gamma: (ns x nt) ndarray + Optimal transportation matrix for the given parameters + log: dictnp + If input log is true, a dictionary containing the cost and dual + variables and exit status + + + Examples + -------- + + Simple example with obvious solution. The function emd accepts lists and + perform automatic conversion to numpy arrays + + + >>> import ot + >>> a=[.5,.5] + >>> b=[.5,.5] + >>> M=[[0.,1.],[1.,0.]] + >>> ot.emd2(a,b,M) + 0.0 + + References + ---------- + + .. [1] Bonneel, N., Van De Panne, M., Paris, S., & Heidrich, W. + (2011, December). Displacement interpolation using Lagrangian mass + transport. In ACM Transactions on Graphics (TOG) (Vol. 30, No. 6, p. + 158). ACM. + + See Also + -------- + ot.bregman.sinkhorn : Entropic regularized OT + ot.optim.cg : General regularized OT""" + + a = np.asarray(a, dtype=np.float64) + b = np.asarray(b, dtype=np.float64) + M = np.asarray(M, dtype=np.float64) + + # problem with pikling Forks + if sys.platform.endswith('win32'): + processes=1 + + # if empty array given then use uniform distributions + if len(a) == 0: + a = np.ones((M.shape[0],), dtype=np.float64) / M.shape[0] + if len(b) == 0: + b = np.ones((M.shape[1],), dtype=np.float64) / M.shape[1] + + if log or return_matrix: + def f(b): + G, cost, u, v, resultCode = emd_c(a, b, M, numItermax) + result_code_string = check_result(resultCode) + log = {} + if return_matrix: + log['G'] = G + log['u'] = u + log['v'] = v + log['warning'] = result_code_string + log['result_code'] = resultCode + return [cost, log] + else: + def f(b): + G, cost, u, v, result_code = emd_c(a, b, M, numItermax) + check_result(result_code) + return cost + + if len(b.shape) == 1: + return f(b) + nb = b.shape[1] + + if processes>1: + res = parmap(f, [b[:, i] for i in range(nb)], processes) + else: + res = list(map(f, [b[:, i].copy() for i in range(nb)])) + + return res + + + +def free_support_barycenter(measures_locations, measures_weights, X_init, b=None, weights=None, numItermax=100, stopThr=1e-7, verbose=False, log=None): + """ + Solves the free support (locations of the barycenters are optimized, not the weights) Wasserstein barycenter problem (i.e. the weighted Frechet mean for the 2-Wasserstein distance) + + The function solves the Wasserstein barycenter problem when the barycenter measure is constrained to be supported on k atoms. + This problem is considered in [1] (Algorithm 2). There are two differences with the following codes: + - we do not optimize over the weights + - we do not do line search for the locations updates, we use i.e. theta = 1 in [1] (Algorithm 2). This can be seen as a discrete implementation of the fixed-point algorithm of [2] proposed in the continuous setting. + + Parameters + ---------- + measures_locations : list of (k_i,d) numpy.ndarray + The discrete support of a measure supported on k_i locations of a d-dimensional space (k_i can be different for each element of the list) + measures_weights : list of (k_i,) numpy.ndarray + Numpy arrays where each numpy array has k_i non-negatives values summing to one representing the weights of each discrete input measure + + X_init : (k,d) np.ndarray + Initialization of the support locations (on k atoms) of the barycenter + b : (k,) np.ndarray + Initialization of the weights of the barycenter (non-negatives, sum to 1) + weights : (k,) np.ndarray + Initialization of the coefficients of the barycenter (non-negatives, sum to 1) + + numItermax : int, optional + Max number of iterations + stopThr : float, optional + Stop threshold on error (>0) + verbose : bool, optional + Print information along iterations + log : bool, optional + record log if True + + Returns + ------- + X : (k,d) np.ndarray + Support locations (on k atoms) of the barycenter + + References + ---------- + + .. [1] Cuturi, Marco, and Arnaud Doucet. "Fast computation of Wasserstein barycenters." International Conference on Machine Learning. 2014. + + .. [2] Álvarez-Esteban, Pedro C., et al. "A fixed-point approach to barycenters in Wasserstein space." Journal of Mathematical Analysis and Applications 441.2 (2016): 744-762. + + """ + + iter_count = 0 + + N = len(measures_locations) + k = X_init.shape[0] + d = X_init.shape[1] + if b is None: + b = np.ones((k,))/k + if weights is None: + weights = np.ones((N,)) / N + + X = X_init + + log_dict = {} + displacement_square_norms = [] + + displacement_square_norm = stopThr + 1. + + while ( displacement_square_norm > stopThr and iter_count < numItermax ): + + T_sum = np.zeros((k, d)) + + for (measure_locations_i, measure_weights_i, weight_i) in zip(measures_locations, measures_weights, weights.tolist()): + + M_i = dist(X, measure_locations_i) + T_i = emd(b, measure_weights_i, M_i) + T_sum = T_sum + weight_i * np.reshape(1. / b, (-1, 1)) * np.matmul(T_i, measure_locations_i) + + displacement_square_norm = np.sum(np.square(T_sum-X)) + if log: + displacement_square_norms.append(displacement_square_norm) + + X = T_sum + + if verbose: + print('iteration %d, displacement_square_norm=%f\n', iter_count, displacement_square_norm) + + iter_count += 1 + + if log: + log_dict['displacement_square_norms'] = displacement_square_norms + return X, log_dict + else: + return X + + +def emd_1d(x_a, x_b, a=None, b=None, metric='sqeuclidean', p=1., dense=True, + log=False): + r"""Solves the Earth Movers distance problem between 1d measures and returns + the OT matrix + + + .. math:: + \gamma = arg\min_\gamma \sum_i \sum_j \gamma_{ij} d(x_a[i], x_b[j]) + + s.t. \gamma 1 = a, + \gamma^T 1= b, + \gamma\geq 0 + where : + + - d is the metric + - x_a and x_b are the samples + - a and b are the sample weights + + When 'minkowski' is used as a metric, :math:`d(x, y) = |x - y|^p`. + + Uses the algorithm detailed in [1]_ + + Parameters + ---------- + x_a : (ns,) or (ns, 1) ndarray, float64 + Source dirac locations (on the real line) + x_b : (nt,) or (ns, 1) ndarray, float64 + Target dirac locations (on the real line) + a : (ns,) ndarray, float64, optional + Source histogram (default is uniform weight) + b : (nt,) ndarray, float64, optional + Target histogram (default is uniform weight) + metric: str, optional (default='sqeuclidean') + Metric to be used. Only strings listed in :func:`ot.dist` are accepted. + Due to implementation details, this function runs faster when + `'sqeuclidean'`, `'cityblock'`, or `'euclidean'` metrics are used. + p: float, optional (default=1.0) + The p-norm to apply for if metric='minkowski' + dense: boolean, optional (default=True) + If True, returns math:`\gamma` as a dense ndarray of shape (ns, nt). + Otherwise returns a sparse representation using scipy's `coo_matrix` + format. Due to implementation details, this function runs faster when + `'sqeuclidean'`, `'minkowski'`, `'cityblock'`, or `'euclidean'` metrics + are used. + log: boolean, optional (default=False) + If True, returns a dictionary containing the cost. + Otherwise returns only the optimal transportation matrix. + + Returns + ------- + gamma: (ns, nt) ndarray + Optimal transportation matrix for the given parameters + log: dict + If input log is True, a dictionary containing the cost + + + Examples + -------- + + Simple example with obvious solution. The function emd_1d accepts lists and + performs automatic conversion to numpy arrays + + >>> import ot + >>> a=[.5, .5] + >>> b=[.5, .5] + >>> x_a = [2., 0.] + >>> x_b = [0., 3.] + >>> ot.emd_1d(x_a, x_b, a, b) + array([[0. , 0.5], + [0.5, 0. ]]) + >>> ot.emd_1d(x_a, x_b) + array([[0. , 0.5], + [0.5, 0. ]]) + + References + ---------- + + .. [1] Peyré, G., & Cuturi, M. (2017). "Computational Optimal + Transport", 2018. + + See Also + -------- + ot.lp.emd : EMD for multidimensional distributions + ot.lp.emd2_1d : EMD for 1d distributions (returns cost instead of the + transportation matrix) + """ + a = np.asarray(a, dtype=np.float64) + b = np.asarray(b, dtype=np.float64) + x_a = np.asarray(x_a, dtype=np.float64) + x_b = np.asarray(x_b, dtype=np.float64) + + assert (x_a.ndim == 1 or x_a.ndim == 2 and x_a.shape[1] == 1), \ + "emd_1d should only be used with monodimensional data" + assert (x_b.ndim == 1 or x_b.ndim == 2 and x_b.shape[1] == 1), \ + "emd_1d should only be used with monodimensional data" + + # if empty array given then use uniform distributions + if a.ndim == 0 or len(a) == 0: + a = np.ones((x_a.shape[0],), dtype=np.float64) / x_a.shape[0] + if b.ndim == 0 or len(b) == 0: + b = np.ones((x_b.shape[0],), dtype=np.float64) / x_b.shape[0] + + x_a_1d = x_a.reshape((-1, )) + x_b_1d = x_b.reshape((-1, )) + perm_a = np.argsort(x_a_1d) + perm_b = np.argsort(x_b_1d) + + G_sorted, indices, cost = emd_1d_sorted(a, b, + x_a_1d[perm_a], x_b_1d[perm_b], + metric=metric, p=p) + G = coo_matrix((G_sorted, (perm_a[indices[:, 0]], perm_b[indices[:, 1]])), + shape=(a.shape[0], b.shape[0])) + if dense: + G = G.toarray() + if log: + log = {'cost': cost} + return G, log + return G + + +def emd2_1d(x_a, x_b, a=None, b=None, metric='sqeuclidean', p=1., dense=True, + log=False): + r"""Solves the Earth Movers distance problem between 1d measures and returns + the loss + + + .. math:: + \gamma = arg\min_\gamma \sum_i \sum_j \gamma_{ij} d(x_a[i], x_b[j]) + + s.t. \gamma 1 = a, + \gamma^T 1= b, + \gamma\geq 0 + where : + + - d is the metric + - x_a and x_b are the samples + - a and b are the sample weights + + When 'minkowski' is used as a metric, :math:`d(x, y) = |x - y|^p`. + + Uses the algorithm detailed in [1]_ + + Parameters + ---------- + x_a : (ns,) or (ns, 1) ndarray, float64 + Source dirac locations (on the real line) + x_b : (nt,) or (ns, 1) ndarray, float64 + Target dirac locations (on the real line) + a : (ns,) ndarray, float64, optional + Source histogram (default is uniform weight) + b : (nt,) ndarray, float64, optional + Target histogram (default is uniform weight) + metric: str, optional (default='sqeuclidean') + Metric to be used. Only strings listed in :func:`ot.dist` are accepted. + Due to implementation details, this function runs faster when + `'sqeuclidean'`, `'minkowski'`, `'cityblock'`, or `'euclidean'` metrics + are used. + p: float, optional (default=1.0) + The p-norm to apply for if metric='minkowski' + dense: boolean, optional (default=True) + If True, returns math:`\gamma` as a dense ndarray of shape (ns, nt). + Otherwise returns a sparse representation using scipy's `coo_matrix` + format. Only used if log is set to True. Due to implementation details, + this function runs faster when dense is set to False. + log: boolean, optional (default=False) + If True, returns a dictionary containing the transportation matrix. + Otherwise returns only the loss. + + Returns + ------- + loss: float + Cost associated to the optimal transportation + log: dict + If input log is True, a dictionary containing the Optimal transportation + matrix for the given parameters + + + Examples + -------- + + Simple example with obvious solution. The function emd2_1d accepts lists and + performs automatic conversion to numpy arrays + + >>> import ot + >>> a=[.5, .5] + >>> b=[.5, .5] + >>> x_a = [2., 0.] + >>> x_b = [0., 3.] + >>> ot.emd2_1d(x_a, x_b, a, b) + 0.5 + >>> ot.emd2_1d(x_a, x_b) + 0.5 + + References + ---------- + + .. [1] Peyré, G., & Cuturi, M. (2017). "Computational Optimal + Transport", 2018. + + See Also + -------- + ot.lp.emd2 : EMD for multidimensional distributions + ot.lp.emd_1d : EMD for 1d distributions (returns the transportation matrix + instead of the cost) + """ + # If we do not return G (log==False), then we should not to cast it to dense + # (useless overhead) + G, log_emd = emd_1d(x_a=x_a, x_b=x_b, a=a, b=b, metric=metric, p=p, + dense=dense and log, log=True) + cost = log_emd['cost'] + if log: + log_emd = {'G': G} + return cost, log_emd + return cost + + +def wasserstein_1d(x_a, x_b, a=None, b=None, p=1.): + r"""Solves the p-Wasserstein distance problem between 1d measures and returns + the distance + + .. math:: + \min_\gamma \left( \sum_i \sum_j \gamma_{ij} \|x_a[i] - x_b[j]\|^p \right)^{1/p} + + s.t. \gamma 1 = a, + \gamma^T 1= b, + \gamma\geq 0 + + where : + + - x_a and x_b are the samples + - a and b are the sample weights + + Uses the algorithm detailed in [1]_ + + Parameters + ---------- + x_a : (ns,) or (ns, 1) ndarray, float64 + Source dirac locations (on the real line) + x_b : (nt,) or (ns, 1) ndarray, float64 + Target dirac locations (on the real line) + a : (ns,) ndarray, float64, optional + Source histogram (default is uniform weight) + b : (nt,) ndarray, float64, optional + Target histogram (default is uniform weight) + p: float, optional (default=1.0) + The order of the p-Wasserstein distance to be computed + + Returns + ------- + dist: float + p-Wasserstein distance + + + Examples + -------- + + Simple example with obvious solution. The function wasserstein_1d accepts + lists and performs automatic conversion to numpy arrays + + >>> import ot + >>> a=[.5, .5] + >>> b=[.5, .5] + >>> x_a = [2., 0.] + >>> x_b = [0., 3.] + >>> ot.wasserstein_1d(x_a, x_b, a, b) + 0.5 + >>> ot.wasserstein_1d(x_a, x_b) + 0.5 + + References + ---------- + + .. [1] Peyré, G., & Cuturi, M. (2017). "Computational Optimal + Transport", 2018. + + See Also + -------- + ot.lp.emd_1d : EMD for 1d distributions + """ + cost_emd = emd2_1d(x_a=x_a, x_b=x_b, a=a, b=b, metric='minkowski', p=p, + dense=False, log=False) + return np.power(cost_emd, 1. / p) diff --git a/ot/lp/core.h b/ot/lp/core.h new file mode 100644 index 0000000..04dddf7 --- /dev/null +++ b/ot/lp/core.h @@ -0,0 +1,103 @@ +/* -*- mode: C++; indent-tabs-mode: nil; -*- + * + * This file has been adapted by Nicolas Bonneel (2013), + * from full_graph.h from LEMON, a generic C++ optimization library, + * to make the other files independant from the rest of + * the original library. + * + * + **** Original file Copyright Notice : + * Copyright (C) 2003-2010 + * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport + * (Egervary Research Group on Combinatorial Optimization, EGRES). + * + * Permission to use, modify and distribute this software is granted + * provided that this copyright notice appears in all copies. For + * precise terms see the accompanying LICENSE file. + * + * This software is provided "AS IS" with no warranty of any kind, + * express or implied, and with no claim as to its suitability for any + * purpose. + * + */ + +#ifndef LEMON_CORE_H +#define LEMON_CORE_H + +#include <vector> +#include <algorithm> + + +// Disable the following warnings when compiling with MSVC: +// C4250: 'class1' : inherits 'class2::member' via dominance +// C4355: 'this' : used in base member initializer list +// C4503: 'function' : decorated name length exceeded, name was truncated +// C4800: 'type' : forcing value to bool 'true' or 'false' (performance warning) +// C4996: 'function': was declared deprecated +#ifdef _MSC_VER +#pragma warning( disable : 4250 4355 4503 4800 4996 ) +#endif + +///\file +///\brief LEMON core utilities. +/// +///This header file contains core utilities for LEMON. +///It is automatically included by all graph types, therefore it usually +///do not have to be included directly. + +namespace lemon { + + /// \brief Dummy type to make it easier to create invalid iterators. + /// + /// Dummy type to make it easier to create invalid iterators. + /// See \ref INVALID for the usage. + struct Invalid { + public: + bool operator==(Invalid) { return true; } + bool operator!=(Invalid) { return false; } + bool operator< (Invalid) { return false; } + }; + + /// \brief Invalid iterators. + /// + /// \ref Invalid is a global type that converts to each iterator + /// in such a way that the value of the target iterator will be invalid. +#ifdef LEMON_ONLY_TEMPLATES + const Invalid INVALID = Invalid(); +#else + extern const Invalid INVALID; +#endif + + /// \addtogroup gutils + /// @{ + + ///Create convenience typedefs for the digraph types and iterators + + ///This \c \#define creates convenient type definitions for the following + ///types of \c Digraph: \c Node, \c NodeIt, \c Arc, \c ArcIt, \c InArcIt, + ///\c OutArcIt, \c BoolNodeMap, \c IntNodeMap, \c DoubleNodeMap, + ///\c BoolArcMap, \c IntArcMap, \c DoubleArcMap. + /// + ///\note If the graph type is a dependent type, ie. the graph type depend + ///on a template parameter, then use \c TEMPLATE_DIGRAPH_TYPEDEFS() + ///macro. +#define DIGRAPH_TYPEDEFS(Digraph) \ + typedef Digraph::Node Node; \ + typedef Digraph::Arc Arc; \ + + + ///Create convenience typedefs for the digraph types and iterators + + ///\see DIGRAPH_TYPEDEFS + /// + ///\note Use this macro, if the graph type is a dependent type, + ///ie. the graph type depend on a template parameter. +#define TEMPLATE_DIGRAPH_TYPEDEFS(Digraph) \ + typedef typename Digraph::Node Node; \ + typedef typename Digraph::Arc Arc; \ + + + +} //namespace lemon + +#endif diff --git a/ot/lp/cvx.py b/ot/lp/cvx.py new file mode 100644 index 0000000..8e763be --- /dev/null +++ b/ot/lp/cvx.py @@ -0,0 +1,147 @@ +# -*- coding: utf-8 -*- +""" +LP solvers for optimal transport using cvxopt +""" + +# Author: Remi Flamary <remi.flamary@unice.fr> +# +# License: MIT License + +import numpy as np +import scipy as sp +import scipy.sparse as sps + + +try: + import cvxopt + from cvxopt import solvers, matrix, spmatrix +except ImportError: + cvxopt = False + + +def scipy_sparse_to_spmatrix(A): + """Efficient conversion from scipy sparse matrix to cvxopt sparse matrix""" + coo = A.tocoo() + SP = spmatrix(coo.data.tolist(), coo.row.tolist(), coo.col.tolist(), size=A.shape) + return SP + + +def barycenter(A, M, weights=None, verbose=False, log=False, solver='interior-point'): + """Compute the Wasserstein barycenter of distributions A + + The function solves the following optimization problem [16]: + + .. math:: + \mathbf{a} = arg\min_\mathbf{a} \sum_i W_{1}(\mathbf{a},\mathbf{a}_i) + + where : + + - :math:`W_1(\cdot,\cdot)` is the Wasserstein distance (see ot.emd.sinkhorn) + - :math:`\mathbf{a}_i` are training distributions in the columns of matrix :math:`\mathbf{A}` + + The linear program is solved using the interior point solver from scipy.optimize. + If cvxopt solver if installed it can use cvxopt + + Note that this problem do not scale well (both in memory and computational time). + + Parameters + ---------- + A : np.ndarray (d,n) + n training distributions a_i of size d + M : np.ndarray (d,d) + loss matrix for OT + reg : float + Regularization term >0 + weights : np.ndarray (n,) + Weights of each histogram a_i on the simplex (barycentric coodinates) + verbose : bool, optional + Print information along iterations + log : bool, optional + record log if True + solver : string, optional + the solver used, default 'interior-point' use the lp solver from + scipy.optimize. None, or 'glpk' or 'mosek' use the solver from cvxopt. + + Returns + ------- + a : (d,) ndarray + Wasserstein barycenter + log : dict + log dictionary return only if log==True in parameters + + + References + ---------- + + .. [16] Agueh, M., & Carlier, G. (2011). Barycenters in the Wasserstein space. SIAM Journal on Mathematical Analysis, 43(2), 904-924. + + + + """ + + if weights is None: + weights = np.ones(A.shape[1]) / A.shape[1] + else: + assert(len(weights) == A.shape[1]) + + n_distributions = A.shape[1] + n = A.shape[0] + + n2 = n * n + c = np.zeros((0)) + b_eq1 = np.zeros((0)) + for i in range(n_distributions): + c = np.concatenate((c, M.ravel() * weights[i])) + b_eq1 = np.concatenate((b_eq1, A[:, i])) + c = np.concatenate((c, np.zeros(n))) + + lst_idiag1 = [sps.kron(sps.eye(n), np.ones((1, n))) for i in range(n_distributions)] + # row constraints + A_eq1 = sps.hstack((sps.block_diag(lst_idiag1), sps.coo_matrix((n_distributions * n, n)))) + + # columns constraints + lst_idiag2 = [] + lst_eye = [] + for i in range(n_distributions): + if i == 0: + lst_idiag2.append(sps.kron(np.ones((1, n)), sps.eye(n))) + lst_eye.append(-sps.eye(n)) + else: + lst_idiag2.append(sps.kron(np.ones((1, n)), sps.eye(n - 1, n))) + lst_eye.append(-sps.eye(n - 1, n)) + + A_eq2 = sps.hstack((sps.block_diag(lst_idiag2), sps.vstack(lst_eye))) + b_eq2 = np.zeros((A_eq2.shape[0])) + + # full problem + A_eq = sps.vstack((A_eq1, A_eq2)) + b_eq = np.concatenate((b_eq1, b_eq2)) + + if not cvxopt or solver in ['interior-point']: + # cvxopt not installed or interior point + + if solver is None: + solver = 'interior-point' + + options = {'sparse': True, 'disp': verbose} + sol = sp.optimize.linprog(c, A_eq=A_eq, b_eq=b_eq, method=solver, + options=options) + x = sol.x + b = x[-n:] + + else: + + h = np.zeros((n_distributions * n2 + n)) + G = -sps.eye(n_distributions * n2 + n) + + sol = solvers.lp(matrix(c), scipy_sparse_to_spmatrix(G), matrix(h), + A=scipy_sparse_to_spmatrix(A_eq), b=matrix(b_eq), + solver=solver) + + x = np.array(sol['x']) + b = x[-n:].ravel() + + if log: + return b, sol + else: + return b diff --git a/ot/lp/emd_wrap.pyx b/ot/lp/emd_wrap.pyx new file mode 100644 index 0000000..2b6c495 --- /dev/null +++ b/ot/lp/emd_wrap.pyx @@ -0,0 +1,187 @@ +# -*- coding: utf-8 -*- +""" +Cython linker with C solver +""" + +# Author: Remi Flamary <remi.flamary@unice.fr> +# +# License: MIT License + +import numpy as np +cimport numpy as np + +from ..utils import dist + +cimport cython +cimport libc.math as math + +import warnings + + +cdef extern from "EMD.h": + int EMD_wrap(int n1,int n2, double *X, double *Y,double *D, double *G, double* alpha, double* beta, double *cost, int maxIter) + cdef enum ProblemType: INFEASIBLE, OPTIMAL, UNBOUNDED, MAX_ITER_REACHED + + +def check_result(result_code): + if result_code == OPTIMAL: + return None + + if result_code == INFEASIBLE: + message = "Problem infeasible. Check that a and b are in the simplex" + elif result_code == UNBOUNDED: + message = "Problem unbounded" + elif result_code == MAX_ITER_REACHED: + message = "numItermax reached before optimality. Try to increase numItermax." + warnings.warn(message) + return message + + +@cython.boundscheck(False) +@cython.wraparound(False) +def emd_c(np.ndarray[double, ndim=1, mode="c"] a, np.ndarray[double, ndim=1, mode="c"] b, np.ndarray[double, ndim=2, mode="c"] M, int max_iter): + """ + Solves the Earth Movers distance problem and returns the optimal transport matrix + + gamm=emd(a,b,M) + + .. math:: + \gamma = arg\min_\gamma <\gamma,M>_F + + s.t. \gamma 1 = a + + \gamma^T 1= b + + \gamma\geq 0 + where : + + - M is the metric cost matrix + - a and b are the sample weights + + .. warning:: + Note that the M matrix needs to be a C-order :py.cls:`numpy.array` + + Parameters + ---------- + a : (ns,) numpy.ndarray, float64 + source histogram + b : (nt,) numpy.ndarray, float64 + target histogram + M : (ns,nt) numpy.ndarray, float64 + loss matrix + max_iter : int + The maximum number of iterations before stopping the optimization + algorithm if it has not converged. + + + Returns + ------- + gamma: (ns x nt) numpy.ndarray + Optimal transportation matrix for the given parameters + + """ + cdef int n1= M.shape[0] + cdef int n2= M.shape[1] + + cdef double cost=0 + cdef np.ndarray[double, ndim=2, mode="c"] G=np.zeros([n1, n2]) + cdef np.ndarray[double, ndim=1, mode="c"] alpha=np.zeros(n1) + cdef np.ndarray[double, ndim=1, mode="c"] beta=np.zeros(n2) + + + if not len(a): + a=np.ones((n1,))/n1 + + if not len(b): + b=np.ones((n2,))/n2 + + # calling the function + cdef int result_code = EMD_wrap(n1, n2, <double*> a.data, <double*> b.data, <double*> M.data, <double*> G.data, <double*> alpha.data, <double*> beta.data, <double*> &cost, max_iter) + + return G, cost, alpha, beta, result_code + + +@cython.boundscheck(False) +@cython.wraparound(False) +def emd_1d_sorted(np.ndarray[double, ndim=1, mode="c"] u_weights, + np.ndarray[double, ndim=1, mode="c"] v_weights, + np.ndarray[double, ndim=1, mode="c"] u, + np.ndarray[double, ndim=1, mode="c"] v, + str metric='sqeuclidean', + double p=1.): + r""" + Solves the Earth Movers distance problem between sorted 1d measures and + returns the OT matrix and the associated cost + + Parameters + ---------- + u_weights : (ns,) ndarray, float64 + Source histogram + v_weights : (nt,) ndarray, float64 + Target histogram + u : (ns,) ndarray, float64 + Source dirac locations (on the real line) + v : (nt,) ndarray, float64 + Target dirac locations (on the real line) + metric: str, optional (default='sqeuclidean') + Metric to be used. Only strings listed in :func:`ot.dist` are accepted. + Due to implementation details, this function runs faster when + `'sqeuclidean'`, `'minkowski'`, `'cityblock'`, or `'euclidean'` metrics + are used. + p: float, optional (default=1.0) + The p-norm to apply for if metric='minkowski' + + Returns + ------- + gamma: (n, ) ndarray, float64 + Values in the Optimal transportation matrix + indices: (n, 2) ndarray, int64 + Indices of the values stored in gamma for the Optimal transportation + matrix + cost + cost associated to the optimal transportation + """ + cdef double cost = 0. + cdef int n = u_weights.shape[0] + cdef int m = v_weights.shape[0] + + cdef int i = 0 + cdef double w_i = u_weights[0] + cdef int j = 0 + cdef double w_j = v_weights[0] + + cdef double m_ij = 0. + + cdef np.ndarray[double, ndim=1, mode="c"] G = np.zeros((n + m - 1, ), + dtype=np.float64) + cdef np.ndarray[long, ndim=2, mode="c"] indices = np.zeros((n + m - 1, 2), + dtype=np.int) + cdef int cur_idx = 0 + while i < n and j < m: + if metric == 'sqeuclidean': + m_ij = (u[i] - v[j]) * (u[i] - v[j]) + elif metric == 'cityblock' or metric == 'euclidean': + m_ij = math.fabs(u[i] - v[j]) + elif metric == 'minkowski': + m_ij = math.pow(math.fabs(u[i] - v[j]), p) + else: + m_ij = dist(u[i].reshape((1, 1)), v[j].reshape((1, 1)), + metric=metric)[0, 0] + if w_i < w_j or j == m - 1: + cost += m_ij * w_i + G[cur_idx] = w_i + indices[cur_idx, 0] = i + indices[cur_idx, 1] = j + i += 1 + w_j -= w_i + w_i = u_weights[i] + else: + cost += m_ij * w_j + G[cur_idx] = w_j + indices[cur_idx, 0] = i + indices[cur_idx, 1] = j + j += 1 + w_i -= w_j + w_j = v_weights[j] + cur_idx += 1 + return G[:cur_idx], indices[:cur_idx], cost diff --git a/ot/lp/full_bipartitegraph.h b/ot/lp/full_bipartitegraph.h new file mode 100644 index 0000000..87a1bec --- /dev/null +++ b/ot/lp/full_bipartitegraph.h @@ -0,0 +1,215 @@ +/* -*- mode: C++; indent-tabs-mode: nil; -*- + * + * This file has been adapted by Nicolas Bonneel (2013), + * from full_graph.h from LEMON, a generic C++ optimization library, + * to implement a lightweight fully connected bipartite graph. A previous + * version of this file is used as part of the Displacement Interpolation + * project, + * Web: http://www.cs.ubc.ca/labs/imager/tr/2011/DisplacementInterpolation/ + * + * + **** Original file Copyright Notice : + * Copyright (C) 2003-2010 + * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport + * (Egervary Research Group on Combinatorial Optimization, EGRES). + * + * Permission to use, modify and distribute this software is granted + * provided that this copyright notice appears in all copies. For + * precise terms see the accompanying LICENSE file. + * + * This software is provided "AS IS" with no warranty of any kind, + * express or implied, and with no claim as to its suitability for any + * purpose. + * + */ + +#ifndef LEMON_FULL_BIPARTITE_GRAPH_H +#define LEMON_FULL_BIPARTITE_GRAPH_H + +#include "core.h" + +///\ingroup graphs +///\file +///\brief FullBipartiteDigraph and FullBipartiteGraph classes. + + +namespace lemon { + + + class FullBipartiteDigraphBase { + public: + + typedef FullBipartiteDigraphBase Digraph; + + //class Node; + typedef int Node; + //class Arc; + typedef long long Arc; + + protected: + + int _node_num; + long long _arc_num; + + FullBipartiteDigraphBase() {} + + void construct(int n1, int n2) { _node_num = n1+n2; _arc_num = n1 * n2; _n1=n1; _n2=n2;} + + public: + + int _n1, _n2; + + + Node operator()(int ix) const { return Node(ix); } + static int index(const Node& node) { return node; } + + Arc arc(const Node& s, const Node& t) const { + if (s<_n1 && t>=_n1) + return Arc(s * _n2 + (t-_n1) ); + else + return Arc(-1); + } + + int nodeNum() const { return _node_num; } + long long arcNum() const { return _arc_num; } + + int maxNodeId() const { return _node_num - 1; } + long long maxArcId() const { return _arc_num - 1; } + + Node source(Arc arc) const { return arc / _n2; } + Node target(Arc arc) const { return (arc % _n2) + _n1; } + + static int id(Node node) { return node; } + static long long id(Arc arc) { return arc; } + + static Node nodeFromId(int id) { return Node(id);} + static Arc arcFromId(int id) { return Arc(id);} + + + Arc findArc(Node s, Node t, Arc prev = -1) const { + return prev == -1 ? arc(s, t) : -1; + } + + void first(Node& node) const { + node = _node_num - 1; + } + + static void next(Node& node) { + --node; + } + + void first(Arc& arc) const { + arc = _arc_num - 1; + } + + static void next(Arc& arc) { + --arc; + } + + void firstOut(Arc& arc, const Node& node) const { + if (node>=_n1) + arc = -1; + else + arc = (node + 1) * _n2 - 1; + } + + void nextOut(Arc& arc) const { + if (arc % _n2 == 0) arc = 0; + --arc; + } + + void firstIn(Arc& arc, const Node& node) const { + if (node<_n1) + arc = -1; + else + arc = _arc_num + node - _node_num; + } + + void nextIn(Arc& arc) const { + arc -= _n2; + if (arc < 0) arc = -1; + } + + }; + + /// \ingroup graphs + /// + /// \brief A directed full graph class. + /// + /// FullBipartiteDigraph is a simple and fast implmenetation of directed full + /// (complete) graphs. It contains an arc from each node to each node + /// (including a loop for each node), therefore the number of arcs + /// is the square of the number of nodes. + /// This class is completely static and it needs constant memory space. + /// Thus you can neither add nor delete nodes or arcs, however + /// the structure can be resized using resize(). + /// + /// This type fully conforms to the \ref concepts::Digraph "Digraph concept". + /// Most of its member functions and nested classes are documented + /// only in the concept class. + /// + /// This class provides constant time counting for nodes and arcs. + /// + /// \note FullBipartiteDigraph and FullBipartiteGraph classes are very similar, + /// but there are two differences. While this class conforms only + /// to the \ref concepts::Digraph "Digraph" concept, FullBipartiteGraph + /// conforms to the \ref concepts::Graph "Graph" concept, + /// moreover FullBipartiteGraph does not contain a loop for each + /// node as this class does. + /// + /// \sa FullBipartiteGraph + class FullBipartiteDigraph : public FullBipartiteDigraphBase { + typedef FullBipartiteDigraphBase Parent; + + public: + + /// \brief Default constructor. + /// + /// Default constructor. The number of nodes and arcs will be zero. + FullBipartiteDigraph() { construct(0,0); } + + /// \brief Constructor + /// + /// Constructor. + /// \param n The number of the nodes. + FullBipartiteDigraph(int n1, int n2) { construct(n1, n2); } + + + /// \brief Returns the node with the given index. + /// + /// Returns the node with the given index. Since this structure is + /// completely static, the nodes can be indexed with integers from + /// the range <tt>[0..nodeNum()-1]</tt>. + /// The index of a node is the same as its ID. + /// \sa index() + Node operator()(int ix) const { return Parent::operator()(ix); } + + /// \brief Returns the index of the given node. + /// + /// Returns the index of the given node. Since this structure is + /// completely static, the nodes can be indexed with integers from + /// the range <tt>[0..nodeNum()-1]</tt>. + /// The index of a node is the same as its ID. + /// \sa operator()() + static int index(const Node& node) { return Parent::index(node); } + + /// \brief Returns the arc connecting the given nodes. + /// + /// Returns the arc connecting the given nodes. + /*Arc arc(Node u, Node v) const { + return Parent::arc(u, v); + }*/ + + /// \brief Number of nodes. + int nodeNum() const { return Parent::nodeNum(); } + /// \brief Number of arcs. + long long arcNum() const { return Parent::arcNum(); } + }; + + + + +} //namespace lemon + + +#endif //LEMON_FULL_GRAPH_H diff --git a/ot/lp/network_simplex_simple.h b/ot/lp/network_simplex_simple.h new file mode 100644 index 0000000..7c6a4ce --- /dev/null +++ b/ot/lp/network_simplex_simple.h @@ -0,0 +1,1553 @@ +/* -*- mode: C++; indent-tabs-mode: nil; -*- + * + * + * This file has been adapted by Nicolas Bonneel (2013), + * from network_simplex.h from LEMON, a generic C++ optimization library, + * to implement a lightweight network simplex for mass transport, more + * memory efficient that the original file. A previous version of this file + * is used as part of the Displacement Interpolation project, + * Web: http://www.cs.ubc.ca/labs/imager/tr/2011/DisplacementInterpolation/ + * + * + **** Original file Copyright Notice : + * + * Copyright (C) 2003-2010 + * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport + * (Egervary Research Group on Combinatorial Optimization, EGRES). + * + * Permission to use, modify and distribute this software is granted + * provided that this copyright notice appears in all copies. For + * precise terms see the accompanying LICENSE file. + * + * This software is provided "AS IS" with no warranty of any kind, + * express or implied, and with no claim as to its suitability for any + * purpose. + * + */ + +#ifndef LEMON_NETWORK_SIMPLEX_SIMPLE_H +#define LEMON_NETWORK_SIMPLEX_SIMPLE_H +#define DEBUG_LVL 0 + +#if DEBUG_LVL>0 +#include <iomanip> +#endif + + +#define EPSILON 2.2204460492503131e-15 +#define _EPSILON 1e-8 +#define MAX_DEBUG_ITER 100000 + + +/// \ingroup min_cost_flow_algs +/// +/// \file +/// \brief Network Simplex algorithm for finding a minimum cost flow. + +// if your compiler has troubles with stdext or hashmaps, just comment the following line to use a slower std::map instead +//#define HASHMAP + +#include <vector> +#include <limits> +#include <algorithm> +#include <cstdio> +#ifdef HASHMAP +#include <hash_map> +#else +#include <map> +#endif +#include <cmath> +//#include "core.h" +//#include "lmath.h" + +//#include "sparse_array_n.h" +#include "full_bipartitegraph.h" + +#define INVALIDNODE -1 +#define INVALID (-1) + +namespace lemon { + + + template <typename T> + class ProxyObject; + + template<typename T> + class SparseValueVector + { + public: + SparseValueVector(int n=0) + { + } + void resize(int n=0){}; + T operator[](const int id) const + { +#ifdef HASHMAP + typename stdext::hash_map<int,T>::const_iterator it = data.find(id); +#else + typename std::map<int,T>::const_iterator it = data.find(id); +#endif + if (it==data.end()) + return 0; + else + return it->second; + } + + ProxyObject<T> operator[](const int id) + { + return ProxyObject<T>( this, id ); + } + + //private: +#ifdef HASHMAP + stdext::hash_map<int,T> data; +#else + std::map<int,T> data; +#endif + + }; + + template <typename T> + class ProxyObject { + public: + ProxyObject( SparseValueVector<T> *v, int idx ){_v=v; _idx=idx;}; + ProxyObject<T> & operator=( const T &v ) { + // If we get here, we know that operator[] was called to perform a write access, + // so we can insert an item in the vector if needed + if (v!=0) + _v->data[_idx]=v; + return *this; + } + + operator T() { + // If we get here, we know that operator[] was called to perform a read access, + // so we can simply return the existing object +#ifdef HASHMAP + typename stdext::hash_map<int,T>::iterator it = _v->data.find(_idx); +#else + typename std::map<int,T>::iterator it = _v->data.find(_idx); +#endif + if (it==_v->data.end()) + return 0; + else + return it->second; + } + + void operator+=(T val) + { + if (val==0) return; +#ifdef HASHMAP + typename stdext::hash_map<int,T>::iterator it = _v->data.find(_idx); +#else + typename std::map<int,T>::iterator it = _v->data.find(_idx); +#endif + if (it==_v->data.end()) + _v->data[_idx] = val; + else + { + T sum = it->second + val; + if (sum==0) + _v->data.erase(it); + else + it->second = sum; + } + } + void operator-=(T val) + { + if (val==0) return; +#ifdef HASHMAP + typename stdext::hash_map<int,T>::iterator it = _v->data.find(_idx); +#else + typename std::map<int,T>::iterator it = _v->data.find(_idx); +#endif + if (it==_v->data.end()) + _v->data[_idx] = -val; + else + { + T sum = it->second - val; + if (sum==0) + _v->data.erase(it); + else + it->second = sum; + } + } + + SparseValueVector<T> *_v; + int _idx; + }; + + + + /// \addtogroup min_cost_flow_algs + /// @{ + + /// \brief Implementation of the primal Network Simplex algorithm + /// for finding a \ref min_cost_flow "minimum cost flow". + /// + /// \ref NetworkSimplexSimple implements the primal Network Simplex algorithm + /// for finding a \ref min_cost_flow "minimum cost flow" + /// \ref amo93networkflows, \ref dantzig63linearprog, + /// \ref kellyoneill91netsimplex. + /// This algorithm is a highly efficient specialized version of the + /// linear programming simplex method directly for the minimum cost + /// flow problem. + /// + /// In general, %NetworkSimplexSimple is the fastest implementation available + /// in LEMON for this problem. + /// Moreover, it supports both directions of the supply/demand inequality + /// constraints. For more information, see \ref SupplyType. + /// + /// Most of the parameters of the problem (except for the digraph) + /// can be given using separate functions, and the algorithm can be + /// executed using the \ref run() function. If some parameters are not + /// specified, then default values will be used. + /// + /// \tparam GR The digraph type the algorithm runs on. + /// \tparam V The number type used for flow amounts, capacity bounds + /// and supply values in the algorithm. By default, it is \c int. + /// \tparam C The number type used for costs and potentials in the + /// algorithm. By default, it is the same as \c V. + /// + /// \warning Both number types must be signed and all input data must + /// be integer. + /// + /// \note %NetworkSimplexSimple provides five different pivot rule + /// implementations, from which the most efficient one is used + /// by default. For more information, see \ref PivotRule. + template <typename GR, typename V = int, typename C = V, typename NodesType = unsigned short int> + class NetworkSimplexSimple + { + public: + + /// \brief Constructor. + /// + /// The constructor of the class. + /// + /// \param graph The digraph the algorithm runs on. + /// \param arc_mixing Indicate if the arcs have to be stored in a + /// mixed order in the internal data structure. + /// In special cases, it could lead to better overall performance, + /// but it is usually slower. Therefore it is disabled by default. + NetworkSimplexSimple(const GR& graph, bool arc_mixing, int nbnodes, long long nb_arcs,int maxiters) : + _graph(graph), //_arc_id(graph), + _arc_mixing(arc_mixing), _init_nb_nodes(nbnodes), _init_nb_arcs(nb_arcs), + MAX(std::numeric_limits<Value>::max()), + INF(std::numeric_limits<Value>::has_infinity ? + std::numeric_limits<Value>::infinity() : MAX) + { + // Reset data structures + reset(); + max_iter=maxiters; + } + + /// The type of the flow amounts, capacity bounds and supply values + typedef V Value; + /// The type of the arc costs + typedef C Cost; + + public: + + /// \brief Problem type constants for the \c run() function. + /// + /// Enum type containing the problem type constants that can be + /// returned by the \ref run() function of the algorithm. + enum ProblemType { + /// The problem has no feasible solution (flow). + INFEASIBLE, + /// The problem has optimal solution (i.e. it is feasible and + /// bounded), and the algorithm has found optimal flow and node + /// potentials (primal and dual solutions). + OPTIMAL, + /// The objective function of the problem is unbounded, i.e. + /// there is a directed cycle having negative total cost and + /// infinite upper bound. + UNBOUNDED, + /// The maximum number of iteration has been reached + MAX_ITER_REACHED + }; + + /// \brief Constants for selecting the type of the supply constraints. + /// + /// Enum type containing constants for selecting the supply type, + /// i.e. the direction of the inequalities in the supply/demand + /// constraints of the \ref min_cost_flow "minimum cost flow problem". + /// + /// The default supply type is \c GEQ, the \c LEQ type can be + /// selected using \ref supplyType(). + /// The equality form is a special case of both supply types. + enum SupplyType { + /// This option means that there are <em>"greater or equal"</em> + /// supply/demand constraints in the definition of the problem. + GEQ, + /// This option means that there are <em>"less or equal"</em> + /// supply/demand constraints in the definition of the problem. + LEQ + }; + + + + private: + + int max_iter; + TEMPLATE_DIGRAPH_TYPEDEFS(GR); + + typedef std::vector<int> IntVector; + typedef std::vector<NodesType> UHalfIntVector; + typedef std::vector<Value> ValueVector; + typedef std::vector<Cost> CostVector; + // typedef SparseValueVector<Cost> CostVector; + typedef std::vector<char> BoolVector; + // Note: vector<char> is used instead of vector<bool> for efficiency reasons + + // State constants for arcs + enum ArcState { + STATE_UPPER = -1, + STATE_TREE = 0, + STATE_LOWER = 1 + }; + + typedef std::vector<signed char> StateVector; + // Note: vector<signed char> is used instead of vector<ArcState> for + // efficiency reasons + + private: + + // Data related to the underlying digraph + const GR &_graph; + int _node_num; + int _arc_num; + int _all_arc_num; + int _search_arc_num; + + // Parameters of the problem + SupplyType _stype; + Value _sum_supply; + + inline int _node_id(int n) const {return _node_num-n-1;} ; + + //IntArcMap _arc_id; + UHalfIntVector _source; + UHalfIntVector _target; + bool _arc_mixing; + public: + // Node and arc data + CostVector _cost; + ValueVector _supply; + ValueVector _flow; + //SparseValueVector<Value> _flow; + CostVector _pi; + + + private: + // Data for storing the spanning tree structure + IntVector _parent; + IntVector _pred; + IntVector _thread; + IntVector _rev_thread; + IntVector _succ_num; + IntVector _last_succ; + IntVector _dirty_revs; + BoolVector _forward; + StateVector _state; + int _root; + + // Temporary data used in the current pivot iteration + int in_arc, join, u_in, v_in, u_out, v_out; + int first, second, right, last; + int stem, par_stem, new_stem; + Value delta; + + const Value MAX; + + int mixingCoeff; + + public: + + /// \brief Constant for infinite upper bounds (capacities). + /// + /// Constant for infinite upper bounds (capacities). + /// It is \c std::numeric_limits<Value>::infinity() if available, + /// \c std::numeric_limits<Value>::max() otherwise. + const Value INF; + + private: + + // thank you to DVK and MizardX from StackOverflow for this function! + inline int sequence(int k) const { + int smallv = (k > num_total_big_subsequence_numbers) & 1; + + k -= num_total_big_subsequence_numbers * smallv; + int subsequence_length2 = subsequence_length- smallv; + int subsequence_num = (k / subsequence_length2) + num_big_subseqiences * smallv; + int subsequence_offset = (k % subsequence_length2) * mixingCoeff; + + return subsequence_offset + subsequence_num; + } + int subsequence_length; + int num_big_subseqiences; + int num_total_big_subsequence_numbers; + + inline int getArcID(const Arc &arc) const + { + //int n = _arc_num-arc._id-1; + int n = _arc_num-GR::id(arc)-1; + + //int a = mixingCoeff*(n%mixingCoeff) + n/mixingCoeff; + //int b = _arc_id[arc]; + if (_arc_mixing) + return sequence(n); + else + return n; + } + + // finally unused because too slow + inline int getSource(const int arc) const + { + //int a = _source[arc]; + //return a; + + int n = _arc_num-arc-1; + if (_arc_mixing) + n = mixingCoeff*(n%mixingCoeff) + n/mixingCoeff; + + int b; + if (n>=0) + b = _node_id(_graph.source(GR::arcFromId( n ) )); + else + { + n = arc+1-_arc_num; + if ( n<=_node_num) + b = _node_num; + else + if ( n>=_graph._n1) + b = _graph._n1; + else + b = _graph._n1-n; + } + + return b; + } + + + + // Implementation of the Block Search pivot rule + class BlockSearchPivotRule + { + private: + + // References to the NetworkSimplexSimple class + const UHalfIntVector &_source; + const UHalfIntVector &_target; + const CostVector &_cost; + const StateVector &_state; + const CostVector &_pi; + int &_in_arc; + int _search_arc_num; + + // Pivot rule data + int _block_size; + int _next_arc; + NetworkSimplexSimple &_ns; + + public: + + // Constructor + BlockSearchPivotRule(NetworkSimplexSimple &ns) : + _source(ns._source), _target(ns._target), + _cost(ns._cost), _state(ns._state), _pi(ns._pi), + _in_arc(ns.in_arc), _search_arc_num(ns._search_arc_num), + _next_arc(0),_ns(ns) + { + // The main parameters of the pivot rule + const double BLOCK_SIZE_FACTOR = 1.0; + const int MIN_BLOCK_SIZE = 10; + + _block_size = std::max( int(BLOCK_SIZE_FACTOR * + std::sqrt(double(_search_arc_num))), + MIN_BLOCK_SIZE ); + } + // Find next entering arc + bool findEnteringArc() { + Cost c, min = 0; + int e; + int cnt = _block_size; + double a; + for (e = _next_arc; e != _search_arc_num; ++e) { + c = _state[e] * (_cost[e] + _pi[_source[e]] - _pi[_target[e]]); + if (c < min) { + min = c; + _in_arc = e; + } + if (--cnt == 0) { + a=fabs(_pi[_source[_in_arc]])>fabs(_pi[_target[_in_arc]]) ? fabs(_pi[_source[_in_arc]]):fabs(_pi[_target[_in_arc]]); + a=a>fabs(_cost[_in_arc])?a:fabs(_cost[_in_arc]); + if (min < -EPSILON*a) goto search_end; + cnt = _block_size; + } + } + for (e = 0; e != _next_arc; ++e) { + c = _state[e] * (_cost[e] + _pi[_source[e]] - _pi[_target[e]]); + if (c < min) { + min = c; + _in_arc = e; + } + if (--cnt == 0) { + a=fabs(_pi[_source[_in_arc]])>fabs(_pi[_target[_in_arc]]) ? fabs(_pi[_source[_in_arc]]):fabs(_pi[_target[_in_arc]]); + a=a>fabs(_cost[_in_arc])?a:fabs(_cost[_in_arc]); + if (min < -EPSILON*a) goto search_end; + cnt = _block_size; + } + } + a=fabs(_pi[_source[_in_arc]])>fabs(_pi[_target[_in_arc]]) ? fabs(_pi[_source[_in_arc]]):fabs(_pi[_target[_in_arc]]); + a=a>fabs(_cost[_in_arc])?a:fabs(_cost[_in_arc]); + if (min >= -EPSILON*a) return false; + + search_end: + _next_arc = e; + return true; + } + + }; //class BlockSearchPivotRule + + + + public: + + + + int _init_nb_nodes; + long long _init_nb_arcs; + + /// \name Parameters + /// The parameters of the algorithm can be specified using these + /// functions. + + /// @{ + + + /// \brief Set the costs of the arcs. + /// + /// This function sets the costs of the arcs. + /// If it is not used before calling \ref run(), the costs + /// will be set to \c 1 on all arcs. + /// + /// \param map An arc map storing the costs. + /// Its \c Value type must be convertible to the \c Cost type + /// of the algorithm. + /// + /// \return <tt>(*this)</tt> + template<typename CostMap> + NetworkSimplexSimple& costMap(const CostMap& map) { + Arc a; _graph.first(a); + for (; a != INVALID; _graph.next(a)) { + _cost[getArcID(a)] = map[a]; + } + return *this; + } + + + /// \brief Set the costs of one arc. + /// + /// This function sets the costs of one arcs. + /// Done for memory reasons + /// + /// \param arc An arc. + /// \param arc A cost + /// + /// \return <tt>(*this)</tt> + template<typename Value> + NetworkSimplexSimple& setCost(const Arc& arc, const Value cost) { + _cost[getArcID(arc)] = cost; + return *this; + } + + + /// \brief Set the supply values of the nodes. + /// + /// This function sets the supply values of the nodes. + /// If neither this function nor \ref stSupply() is used before + /// calling \ref run(), the supply of each node will be set to zero. + /// + /// \param map A node map storing the supply values. + /// Its \c Value type must be convertible to the \c Value type + /// of the algorithm. + /// + /// \return <tt>(*this)</tt> + template<typename SupplyMap> + NetworkSimplexSimple& supplyMap(const SupplyMap& map) { + Node n; _graph.first(n); + for (; n != INVALIDNODE; _graph.next(n)) { + _supply[_node_id(n)] = map[n]; + } + return *this; + } + template<typename SupplyMap> + NetworkSimplexSimple& supplyMap(const SupplyMap* map1, int n1, const SupplyMap* map2, int n2) { + Node n; _graph.first(n); + for (; n != INVALIDNODE; _graph.next(n)) { + if (n<n1) + _supply[_node_id(n)] = map1[n]; + else + _supply[_node_id(n)] = map2[n-n1]; + } + return *this; + } + template<typename SupplyMap> + NetworkSimplexSimple& supplyMapAll(SupplyMap val1, int n1, SupplyMap val2, int n2) { + Node n; _graph.first(n); + for (; n != INVALIDNODE; _graph.next(n)) { + if (n<n1) + _supply[_node_id(n)] = val1; + else + _supply[_node_id(n)] = val2; + } + return *this; + } + + /// \brief Set single source and target nodes and a supply value. + /// + /// This function sets a single source node and a single target node + /// and the required flow value. + /// If neither this function nor \ref supplyMap() is used before + /// calling \ref run(), the supply of each node will be set to zero. + /// + /// Using this function has the same effect as using \ref supplyMap() + /// with such a map in which \c k is assigned to \c s, \c -k is + /// assigned to \c t and all other nodes have zero supply value. + /// + /// \param s The source node. + /// \param t The target node. + /// \param k The required amount of flow from node \c s to node \c t + /// (i.e. the supply of \c s and the demand of \c t). + /// + /// \return <tt>(*this)</tt> + NetworkSimplexSimple& stSupply(const Node& s, const Node& t, Value k) { + for (int i = 0; i != _node_num; ++i) { + _supply[i] = 0; + } + _supply[_node_id(s)] = k; + _supply[_node_id(t)] = -k; + return *this; + } + + /// \brief Set the type of the supply constraints. + /// + /// This function sets the type of the supply/demand constraints. + /// If it is not used before calling \ref run(), the \ref GEQ supply + /// type will be used. + /// + /// For more information, see \ref SupplyType. + /// + /// \return <tt>(*this)</tt> + NetworkSimplexSimple& supplyType(SupplyType supply_type) { + _stype = supply_type; + return *this; + } + + /// @} + + /// \name Execution Control + /// The algorithm can be executed using \ref run(). + + /// @{ + + /// \brief Run the algorithm. + /// + /// This function runs the algorithm. + /// The paramters can be specified using functions \ref lowerMap(), + /// \ref upperMap(), \ref costMap(), \ref supplyMap(), \ref stSupply(), + /// \ref supplyType(). + /// For example, + /// \code + /// NetworkSimplexSimple<ListDigraph> ns(graph); + /// ns.lowerMap(lower).upperMap(upper).costMap(cost) + /// .supplyMap(sup).run(); + /// \endcode + /// + /// This function can be called more than once. All the given parameters + /// are kept for the next call, unless \ref resetParams() or \ref reset() + /// is used, thus only the modified parameters have to be set again. + /// If the underlying digraph was also modified after the construction + /// of the class (or the last \ref reset() call), then the \ref reset() + /// function must be called. + /// + /// \param pivot_rule The pivot rule that will be used during the + /// algorithm. For more information, see \ref PivotRule. + /// + /// \return \c INFEASIBLE if no feasible flow exists, + /// \n \c OPTIMAL if the problem has optimal solution + /// (i.e. it is feasible and bounded), and the algorithm has found + /// optimal flow and node potentials (primal and dual solutions), + /// \n \c UNBOUNDED if the objective function of the problem is + /// unbounded, i.e. there is a directed cycle having negative total + /// cost and infinite upper bound. + /// + /// \see ProblemType, PivotRule + /// \see resetParams(), reset() + ProblemType run() { +#if DEBUG_LVL>0 + std::cout << "OPTIMAL = " << OPTIMAL << "\nINFEASIBLE = " << INFEASIBLE << "\nUNBOUNDED = " << UNBOUNDED << "\nMAX_ITER_REACHED" << MAX_ITER_REACHED\n"; +#endif + + if (!init()) return INFEASIBLE; +#if DEBUG_LVL>0 + std::cout << "Init done, starting iterations\n"; +#endif + return start(); + } + + /// \brief Reset all the parameters that have been given before. + /// + /// This function resets all the paramaters that have been given + /// before using functions \ref lowerMap(), \ref upperMap(), + /// \ref costMap(), \ref supplyMap(), \ref stSupply(), \ref supplyType(). + /// + /// It is useful for multiple \ref run() calls. Basically, all the given + /// parameters are kept for the next \ref run() call, unless + /// \ref resetParams() or \ref reset() is used. + /// If the underlying digraph was also modified after the construction + /// of the class or the last \ref reset() call, then the \ref reset() + /// function must be used, otherwise \ref resetParams() is sufficient. + /// + /// For example, + /// \code + /// NetworkSimplexSimple<ListDigraph> ns(graph); + /// + /// // First run + /// ns.lowerMap(lower).upperMap(upper).costMap(cost) + /// .supplyMap(sup).run(); + /// + /// // Run again with modified cost map (resetParams() is not called, + /// // so only the cost map have to be set again) + /// cost[e] += 100; + /// ns.costMap(cost).run(); + /// + /// // Run again from scratch using resetParams() + /// // (the lower bounds will be set to zero on all arcs) + /// ns.resetParams(); + /// ns.upperMap(capacity).costMap(cost) + /// .supplyMap(sup).run(); + /// \endcode + /// + /// \return <tt>(*this)</tt> + /// + /// \see reset(), run() + NetworkSimplexSimple& resetParams() { + for (int i = 0; i != _node_num; ++i) { + _supply[i] = 0; + } + for (int i = 0; i != _arc_num; ++i) { + _cost[i] = 1; + } + _stype = GEQ; + return *this; + } + + + + int divid (int x, int y) + { + return (x-x%y)/y; + } + + /// \brief Reset the internal data structures and all the parameters + /// that have been given before. + /// + /// This function resets the internal data structures and all the + /// paramaters that have been given before using functions \ref lowerMap(), + /// \ref upperMap(), \ref costMap(), \ref supplyMap(), \ref stSupply(), + /// \ref supplyType(). + /// + /// It is useful for multiple \ref run() calls. Basically, all the given + /// parameters are kept for the next \ref run() call, unless + /// \ref resetParams() or \ref reset() is used. + /// If the underlying digraph was also modified after the construction + /// of the class or the last \ref reset() call, then the \ref reset() + /// function must be used, otherwise \ref resetParams() is sufficient. + /// + /// See \ref resetParams() for examples. + /// + /// \return <tt>(*this)</tt> + /// + /// \see resetParams(), run() + NetworkSimplexSimple& reset() { + // Resize vectors + _node_num = _init_nb_nodes; + _arc_num = _init_nb_arcs; + int all_node_num = _node_num + 1; + int max_arc_num = _arc_num + 2 * _node_num; + + _source.resize(max_arc_num); + _target.resize(max_arc_num); + + _cost.resize(max_arc_num); + _supply.resize(all_node_num); + _flow.resize(max_arc_num); + _pi.resize(all_node_num); + + _parent.resize(all_node_num); + _pred.resize(all_node_num); + _forward.resize(all_node_num); + _thread.resize(all_node_num); + _rev_thread.resize(all_node_num); + _succ_num.resize(all_node_num); + _last_succ.resize(all_node_num); + _state.resize(max_arc_num); + + + //_arc_mixing=false; + if (_arc_mixing) { + // Store the arcs in a mixed order + int k = std::max(int(std::sqrt(double(_arc_num))), 10); + mixingCoeff = k; + subsequence_length = _arc_num / mixingCoeff + 1; + num_big_subseqiences = _arc_num % mixingCoeff; + num_total_big_subsequence_numbers = subsequence_length * num_big_subseqiences; + + int i = 0, j = 0; + Arc a; _graph.first(a); + for (; a != INVALID; _graph.next(a)) { + _source[i] = _node_id(_graph.source(a)); + _target[i] = _node_id(_graph.target(a)); + //_arc_id[a] = i; + if ((i += k) >= _arc_num) i = ++j; + } + } else { + // Store the arcs in the original order + int i = 0; + Arc a; _graph.first(a); + for (; a != INVALID; _graph.next(a), ++i) { + _source[i] = _node_id(_graph.source(a)); + _target[i] = _node_id(_graph.target(a)); + //_arc_id[a] = i; + } + } + + // Reset parameters + resetParams(); + return *this; + } + + /// @} + + /// \name Query Functions + /// The results of the algorithm can be obtained using these + /// functions.\n + /// The \ref run() function must be called before using them. + + /// @{ + + /// \brief Return the total cost of the found flow. + /// + /// This function returns the total cost of the found flow. + /// Its complexity is O(e). + /// + /// \note The return type of the function can be specified as a + /// template parameter. For example, + /// \code + /// ns.totalCost<double>(); + /// \endcode + /// It is useful if the total cost cannot be stored in the \c Cost + /// type of the algorithm, which is the default return type of the + /// function. + /// + /// \pre \ref run() must be called before using this function. + /*template <typename Number> + Number totalCost() const { + Number c = 0; + for (ArcIt a(_graph); a != INVALID; ++a) { + int i = getArcID(a); + c += Number(_flow[i]) * Number(_cost[i]); + } + return c; + }*/ + + template <typename Number> + Number totalCost() const { + Number c = 0; + + /*#ifdef HASHMAP + typename stdext::hash_map<int, Value>::const_iterator it; + #else + typename std::map<int, Value>::const_iterator it; + #endif + for (it = _flow.data.begin(); it!=_flow.data.end(); ++it) + c += Number(it->second) * Number(_cost[it->first]); + return c;*/ + + for (int i=0; i<_flow.size(); i++) + c += _flow[i] * Number(_cost[i]); + return c; + + } + +#ifndef DOXYGEN + Cost totalCost() const { + return totalCost<Cost>(); + } +#endif + + /// \brief Return the flow on the given arc. + /// + /// This function returns the flow on the given arc. + /// + /// \pre \ref run() must be called before using this function. + Value flow(const Arc& a) const { + return _flow[getArcID(a)]; + } + + /// \brief Return the flow map (the primal solution). + /// + /// This function copies the flow value on each arc into the given + /// map. The \c Value type of the algorithm must be convertible to + /// the \c Value type of the map. + /// + /// \pre \ref run() must be called before using this function. + template <typename FlowMap> + void flowMap(FlowMap &map) const { + Arc a; _graph.first(a); + for (; a != INVALID; _graph.next(a)) { + map.set(a, _flow[getArcID(a)]); + } + } + + /// \brief Return the potential (dual value) of the given node. + /// + /// This function returns the potential (dual value) of the + /// given node. + /// + /// \pre \ref run() must be called before using this function. + Cost potential(const Node& n) const { + return _pi[_node_id(n)]; + } + + /// \brief Return the potential map (the dual solution). + /// + /// This function copies the potential (dual value) of each node + /// into the given map. + /// The \c Cost type of the algorithm must be convertible to the + /// \c Value type of the map. + /// + /// \pre \ref run() must be called before using this function. + template <typename PotentialMap> + void potentialMap(PotentialMap &map) const { + Node n; _graph.first(n); + for (; n != INVALID; _graph.next(n)) { + map.set(n, _pi[_node_id(n)]); + } + } + + /// @} + + private: + + // 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 ( fabs(_sum_supply) > _EPSILON ) return false; + + _sum_supply = 0; + + // Initialize artifical cost + Cost ART_COST; + if (std::numeric_limits<Cost>::is_exact) { + ART_COST = std::numeric_limits<Cost>::max() / 2 + 1; + } else { + ART_COST = 0; + for (int i = 0; i != _arc_num; ++i) { + if (_cost[i] > ART_COST) ART_COST = _cost[i]; + } + ART_COST = (ART_COST + 1) * _node_num; + } + + // Initialize arc maps + for (int i = 0; i != _arc_num; ++i) { + //_flow[i] = 0; //by default, the sparse matrix is empty + _state[i] = STATE_LOWER; + } + + // Set data for the artificial root node + _root = _node_num; + _parent[_root] = -1; + _pred[_root] = -1; + _thread[_root] = 0; + _rev_thread[0] = _root; + _succ_num[_root] = _node_num + 1; + _last_succ[_root] = _root - 1; + _supply[_root] = -_sum_supply; + _pi[_root] = 0; + + // Add artificial arcs and initialize the spanning tree data structure + if (_sum_supply == 0) { + // EQ supply constraints + _search_arc_num = _arc_num; + _all_arc_num = _arc_num + _node_num; + for (int u = 0, e = _arc_num; u != _node_num; ++u, ++e) { + _parent[u] = _root; + _pred[u] = e; + _thread[u] = u + 1; + _rev_thread[u + 1] = u; + _succ_num[u] = 1; + _last_succ[u] = u; + _state[e] = STATE_TREE; + if (_supply[u] >= 0) { + _forward[u] = true; + _pi[u] = 0; + _source[e] = u; + _target[e] = _root; + _flow[e] = _supply[u]; + _cost[e] = 0; + } else { + _forward[u] = false; + _pi[u] = ART_COST; + _source[e] = _root; + _target[e] = u; + _flow[e] = -_supply[u]; + _cost[e] = ART_COST; + } + } + } + else if (_sum_supply > 0) { + // LEQ supply constraints + _search_arc_num = _arc_num + _node_num; + int f = _arc_num + _node_num; + for (int u = 0, e = _arc_num; u != _node_num; ++u, ++e) { + _parent[u] = _root; + _thread[u] = u + 1; + _rev_thread[u + 1] = u; + _succ_num[u] = 1; + _last_succ[u] = u; + if (_supply[u] >= 0) { + _forward[u] = true; + _pi[u] = 0; + _pred[u] = e; + _source[e] = u; + _target[e] = _root; + _flow[e] = _supply[u]; + _cost[e] = 0; + _state[e] = STATE_TREE; + } else { + _forward[u] = false; + _pi[u] = ART_COST; + _pred[u] = f; + _source[f] = _root; + _target[f] = u; + _flow[f] = -_supply[u]; + _cost[f] = ART_COST; + _state[f] = STATE_TREE; + _source[e] = u; + _target[e] = _root; + //_flow[e] = 0; //by default, the sparse matrix is empty + _cost[e] = 0; + _state[e] = STATE_LOWER; + ++f; + } + } + _all_arc_num = f; + } + else { + // GEQ supply constraints + _search_arc_num = _arc_num + _node_num; + int f = _arc_num + _node_num; + for (int u = 0, e = _arc_num; u != _node_num; ++u, ++e) { + _parent[u] = _root; + _thread[u] = u + 1; + _rev_thread[u + 1] = u; + _succ_num[u] = 1; + _last_succ[u] = u; + if (_supply[u] <= 0) { + _forward[u] = false; + _pi[u] = 0; + _pred[u] = e; + _source[e] = _root; + _target[e] = u; + _flow[e] = -_supply[u]; + _cost[e] = 0; + _state[e] = STATE_TREE; + } else { + _forward[u] = true; + _pi[u] = -ART_COST; + _pred[u] = f; + _source[f] = u; + _target[f] = _root; + _flow[f] = _supply[u]; + _state[f] = STATE_TREE; + _cost[f] = ART_COST; + _source[e] = _root; + _target[e] = u; + //_flow[e] = 0; //by default, the sparse matrix is empty + _cost[e] = 0; + _state[e] = STATE_LOWER; + ++f; + } + } + _all_arc_num = f; + } + + return true; + } + + // Find the join node + void findJoinNode() { + int u = _source[in_arc]; + int v = _target[in_arc]; + while (u != v) { + if (_succ_num[u] < _succ_num[v]) { + u = _parent[u]; + } else { + v = _parent[v]; + } + } + join = u; + } + + // Find the leaving arc of the cycle and returns true if the + // leaving arc is not the same as the entering arc + bool findLeavingArc() { + // Initialize first and second nodes according to the direction + // of the cycle + if (_state[in_arc] == STATE_LOWER) { + first = _source[in_arc]; + second = _target[in_arc]; + } else { + first = _target[in_arc]; + second = _source[in_arc]; + } + delta = INF; + int result = 0; + Value d; + int e; + + // Search the cycle along the path form the first node to the root + for (int u = first; u != join; u = _parent[u]) { + e = _pred[u]; + d = _forward[u] ? _flow[e] : INF ; + if (d < delta) { + delta = d; + u_out = u; + result = 1; + } + } + // Search the cycle along the path form the second node to the root + for (int u = second; u != join; u = _parent[u]) { + e = _pred[u]; + d = _forward[u] ? INF : _flow[e]; + if (d <= delta) { + delta = d; + u_out = u; + result = 2; + } + } + + if (result == 1) { + u_in = first; + v_in = second; + } else { + u_in = second; + v_in = first; + } + return result != 0; + } + + // Change _flow and _state vectors + void changeFlow(bool change) { + // Augment along the cycle + if (delta > 0) { + Value val = _state[in_arc] * delta; + _flow[in_arc] += val; + for (int u = _source[in_arc]; u != join; u = _parent[u]) { + _flow[_pred[u]] += _forward[u] ? -val : val; + } + for (int u = _target[in_arc]; u != join; u = _parent[u]) { + _flow[_pred[u]] += _forward[u] ? val : -val; + } + } + // Update the state of the entering and leaving arcs + if (change) { + _state[in_arc] = STATE_TREE; + _state[_pred[u_out]] = + (_flow[_pred[u_out]] == 0) ? STATE_LOWER : STATE_UPPER; + } else { + _state[in_arc] = -_state[in_arc]; + } + } + + // Update the tree structure + void updateTreeStructure() { + int u, w; + int old_rev_thread = _rev_thread[u_out]; + int old_succ_num = _succ_num[u_out]; + int old_last_succ = _last_succ[u_out]; + v_out = _parent[u_out]; + + u = _last_succ[u_in]; // the last successor of u_in + right = _thread[u]; // the node after it + + // Handle the case when old_rev_thread equals to v_in + // (it also means that join and v_out coincide) + if (old_rev_thread == v_in) { + last = _thread[_last_succ[u_out]]; + } else { + last = _thread[v_in]; + } + + // Update _thread and _parent along the stem nodes (i.e. the nodes + // between u_in and u_out, whose parent have to be changed) + _thread[v_in] = stem = u_in; + _dirty_revs.clear(); + _dirty_revs.push_back(v_in); + par_stem = v_in; + while (stem != u_out) { + // Insert the next stem node into the thread list + new_stem = _parent[stem]; + _thread[u] = new_stem; + _dirty_revs.push_back(u); + + // Remove the subtree of stem from the thread list + w = _rev_thread[stem]; + _thread[w] = right; + _rev_thread[right] = w; + + // Change the parent node and shift stem nodes + _parent[stem] = par_stem; + par_stem = stem; + stem = new_stem; + + // Update u and right + u = _last_succ[stem] == _last_succ[par_stem] ? + _rev_thread[par_stem] : _last_succ[stem]; + right = _thread[u]; + } + _parent[u_out] = par_stem; + _thread[u] = last; + _rev_thread[last] = u; + _last_succ[u_out] = u; + + // Remove the subtree of u_out from the thread list except for + // the case when old_rev_thread equals to v_in + // (it also means that join and v_out coincide) + if (old_rev_thread != v_in) { + _thread[old_rev_thread] = right; + _rev_thread[right] = old_rev_thread; + } + + // Update _rev_thread using the new _thread values + for (int i = 0; i != int(_dirty_revs.size()); ++i) { + u = _dirty_revs[i]; + _rev_thread[_thread[u]] = u; + } + + // Update _pred, _forward, _last_succ and _succ_num for the + // stem nodes from u_out to u_in + int tmp_sc = 0, tmp_ls = _last_succ[u_out]; + u = u_out; + while (u != u_in) { + w = _parent[u]; + _pred[u] = _pred[w]; + _forward[u] = !_forward[w]; + tmp_sc += _succ_num[u] - _succ_num[w]; + _succ_num[u] = tmp_sc; + _last_succ[w] = tmp_ls; + u = w; + } + _pred[u_in] = in_arc; + _forward[u_in] = (u_in == _source[in_arc]); + _succ_num[u_in] = old_succ_num; + + // Set limits for updating _last_succ form v_in and v_out + // towards the root + int up_limit_in = -1; + int up_limit_out = -1; + if (_last_succ[join] == v_in) { + up_limit_out = join; + } else { + up_limit_in = join; + } + + // Update _last_succ from v_in towards the root + for (u = v_in; u != up_limit_in && _last_succ[u] == v_in; + u = _parent[u]) { + _last_succ[u] = _last_succ[u_out]; + } + // Update _last_succ from v_out towards the root + if (join != old_rev_thread && v_in != old_rev_thread) { + for (u = v_out; u != up_limit_out && _last_succ[u] == old_last_succ; + u = _parent[u]) { + _last_succ[u] = old_rev_thread; + } + } else { + for (u = v_out; u != up_limit_out && _last_succ[u] == old_last_succ; + u = _parent[u]) { + _last_succ[u] = _last_succ[u_out]; + } + } + + // Update _succ_num from v_in to join + for (u = v_in; u != join; u = _parent[u]) { + _succ_num[u] += old_succ_num; + } + // Update _succ_num from v_out to join + for (u = v_out; u != join; u = _parent[u]) { + _succ_num[u] -= old_succ_num; + } + } + + // Update potentials + void updatePotential() { + Cost sigma = _forward[u_in] ? + _pi[v_in] - _pi[u_in] - _cost[_pred[u_in]] : + _pi[v_in] - _pi[u_in] + _cost[_pred[u_in]]; + // Update potentials in the subtree, which has been moved + int end = _thread[_last_succ[u_in]]; + for (int u = u_in; u != end; u = _thread[u]) { + _pi[u] += sigma; + } + } + + // Heuristic initial pivots + bool initialPivots() { + Value curr, total = 0; + std::vector<Node> supply_nodes, demand_nodes; + Node u; _graph.first(u); + for (; u != INVALIDNODE; _graph.next(u)) { + curr = _supply[_node_id(u)]; + if (curr > 0) { + total += curr; + supply_nodes.push_back(u); + } + else if (curr < 0) { + demand_nodes.push_back(u); + } + } + if (_sum_supply > 0) total -= _sum_supply; + if (total <= 0) return true; + + IntVector arc_vector; + if (_sum_supply >= 0) { + if (supply_nodes.size() == 1 && demand_nodes.size() == 1) { + // Perform a reverse graph search from the sink to the source + //typename GR::template NodeMap<bool> reached(_graph, false); + BoolVector reached(_node_num, false); + Node s = supply_nodes[0], t = demand_nodes[0]; + std::vector<Node> stack; + reached[t] = true; + stack.push_back(t); + while (!stack.empty()) { + Node u, v = stack.back(); + stack.pop_back(); + if (v == s) break; + Arc a; _graph.firstIn(a, v); + for (; a != INVALID; _graph.nextIn(a)) { + if (reached[u = _graph.source(a)]) continue; + int j = getArcID(a); + if (INF >= total) { + arc_vector.push_back(j); + reached[u] = true; + stack.push_back(u); + } + } + } + } else { + // Find the min. cost incomming arc for each demand node + for (int i = 0; i != int(demand_nodes.size()); ++i) { + Node v = demand_nodes[i]; + Cost c, min_cost = std::numeric_limits<Cost>::max(); + Arc min_arc = INVALID; + Arc a; _graph.firstIn(a, v); + for (; a != INVALID; _graph.nextIn(a)) { + c = _cost[getArcID(a)]; + if (c < min_cost) { + min_cost = c; + min_arc = a; + } + } + if (min_arc != INVALID) { + arc_vector.push_back(getArcID(min_arc)); + } + } + } + } else { + // Find the min. cost outgoing arc for each supply node + for (int i = 0; i != int(supply_nodes.size()); ++i) { + Node u = supply_nodes[i]; + Cost c, min_cost = std::numeric_limits<Cost>::max(); + Arc min_arc = INVALID; + Arc a; _graph.firstOut(a, u); + for (; a != INVALID; _graph.nextOut(a)) { + c = _cost[getArcID(a)]; + if (c < min_cost) { + min_cost = c; + min_arc = a; + } + } + if (min_arc != INVALID) { + arc_vector.push_back(getArcID(min_arc)); + } + } + } + + // Perform heuristic initial pivots + for (int i = 0; i != int(arc_vector.size()); ++i) { + in_arc = arc_vector[i]; + // l'erreur est probablement ici... + if (_state[in_arc] * (_cost[in_arc] + _pi[_source[in_arc]] - + _pi[_target[in_arc]]) >= 0) continue; + findJoinNode(); + bool change = findLeavingArc(); + if (delta >= MAX) return false; + changeFlow(change); + if (change) { + updateTreeStructure(); + updatePotential(); + } + } + return true; + } + + // Execute the algorithm + ProblemType start() { + return start<BlockSearchPivotRule>(); + } + + template <typename PivotRuleImpl> + ProblemType start() { + PivotRuleImpl pivot(*this); + double prevCost=-1; + ProblemType retVal = OPTIMAL; + + // Perform heuristic initial pivots + if (!initialPivots()) return UNBOUNDED; + + int iter_number=0; + //pivot.setDantzig(true); + // Execute the Network Simplex algorithm + while (pivot.findEnteringArc()) { + if(max_iter > 0 && ++iter_number>=max_iter&&max_iter>0){ + 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(iter_number>MAX_DEBUG_ITER) + break; + if(iter_number%1000==0||iter_number%1000==1){ + double curCost=totalCost(); + double sumFlow=0; + double a; + a= (fabs(_pi[_source[in_arc]])>=fabs(_pi[_target[in_arc]])) ? fabs(_pi[_source[in_arc]]) : fabs(_pi[_target[in_arc]]); + a=a>=fabs(_cost[in_arc])?a:fabs(_cost[in_arc]); + for (int i=0; i<_flow.size(); i++) { + sumFlow+=_state[i]*_flow[i]; + } + 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"; + std::cout << _pi[_source[in_arc]] << "\n"; + std::cout << _pi[_target[in_arc]] << "\n"; + std::cout << a << "\n"; + } +#endif + + findJoinNode(); + bool change = findLeavingArc(); + if (delta >= MAX) return UNBOUNDED; + changeFlow(change); + if (change) { + updateTreeStructure(); + updatePotential(); + } +#if DEBUG_LVL>0 + else{ + std::cout << "No change\n"; + } +#endif +#if DEBUG_LVL>1 + std::cout << "Arc in = (" << _source[in_arc] << ", " << _target[in_arc] << ")\n"; +#endif + + } + + +#if DEBUG_LVL>0 + double curCost=totalCost(); + double sumFlow=0; + double a; + a= (fabs(_pi[_source[in_arc]])>=fabs(_pi[_target[in_arc]])) ? fabs(_pi[_source[in_arc]]) : fabs(_pi[_target[in_arc]]); + a=a>=fabs(_cost[in_arc])?a:fabs(_cost[in_arc]); + 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 << "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"; + +#endif + +#if DEBUG_LVL>1 + sumFlow=0; + for (int i=0; i<_flow.size(); i++) { + sumFlow+=_state[i]*_flow[i]; + if (_state[i]==STATE_TREE) { + std::cout << "Non zero value at (" << _node_num+1-_source[i] << ", " << _node_num+1-_target[i] << ")\n"; + } + } + std::cout << "Sum of the flow " << sumFlow << "\n"<< niter <<" iterations, current cost=" << totalCost() << "\n"; +#endif + // Check feasibility + 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 + if (_sum_supply == 0) { + if (_stype == GEQ) { + Cost max_pot = -std::numeric_limits<Cost>::max(); + for (int i = 0; i != _node_num; ++i) { + if (_pi[i] > max_pot) max_pot = _pi[i]; + } + if (max_pot > 0) { + for (int i = 0; i != _node_num; ++i) + _pi[i] -= max_pot; + } + } else { + Cost min_pot = std::numeric_limits<Cost>::max(); + for (int i = 0; i != _node_num; ++i) { + if (_pi[i] < min_pot) min_pot = _pi[i]; + } + if (min_pot < 0) { + for (int i = 0; i != _node_num; ++i) + _pi[i] -= min_pot; + } + } + } + + return retVal; + } + + }; //class NetworkSimplexSimple + + ///@} + +} //namespace lemon + +#endif //LEMON_NETWORK_SIMPLEX_H |