Skip to content

Commit

Permalink
Merge pull request #2163 from ERGO-Code/fix-1144-alt
Browse files Browse the repository at this point in the history 
Rejected potential fix for #1144, but modified the assert that was triggered
  • Loading branch information
@jajhall
jajhall authored Feb 3, 2025
2 parents 4b7b234 + ed7323b commit cd68efd
Show file tree
Hide file tree
Showing 2 changed files with 35 additions and 31 deletions.
63 changes: 34 additions & 29 deletions src/simplex/HEkkPrimal.cpp
View file
Original file line number Diff line number Diff line change
Expand Up @@ -1931,13 +1931,13 @@ void HEkkPrimal::considerInfeasibleValueIn() {
// Perturb the upper bound to accommodate the infeasibility
shiftBound(false, variable_in, value_in,
info.numTotRandomValue_[variable_in],
info.workUpper_[variable_in], bound_shift, true);
info.workUpper_[variable_in], bound_shift);
info.workUpperShift_[variable_in] += bound_shift;
} else {
// Perturb the lower bound to accommodate the infeasibility
shiftBound(true, variable_in, value_in,
info.numTotRandomValue_[variable_in],
info.workLower_[variable_in], bound_shift, true);
info.workLower_[variable_in], bound_shift);
info.workLowerShift_[variable_in] += bound_shift;
}
info.bounds_perturbed = true;
Expand Down Expand Up @@ -2010,14 +2010,14 @@ void HEkkPrimal::phase2UpdatePrimal(const bool initialise) {
// Perturb the upper bound to accommodate the infeasibility
shiftBound(false, iCol, info.baseValue_[iRow],
info.numTotRandomValue_[iCol], info.workUpper_[iCol],
bound_shift, true);
bound_shift);
info.baseUpper_[iRow] = info.workUpper_[iCol];
info.workUpperShift_[iCol] += bound_shift;
} else {
// Perturb the lower bound to accommodate the infeasibility
shiftBound(true, iCol, info.baseValue_[iRow],
info.numTotRandomValue_[iCol], info.workLower_[iCol],
bound_shift, true);
bound_shift);
info.baseLower_[iRow] = info.workLower_[iCol];
info.workLowerShift_[iCol] += bound_shift;
}
Expand Down Expand Up @@ -2076,14 +2076,14 @@ bool HEkkPrimal::correctPrimal(const bool initialise) {
// Perturb the upper bound to accommodate the infeasibility
shiftBound(false, iCol, info.baseValue_[iRow],
info.numTotRandomValue_[iCol], info.workUpper_[iCol],
bound_shift, true);
bound_shift);
info.baseUpper_[iRow] = info.workUpper_[iCol];
info.workUpperShift_[iCol] += bound_shift;
} else {
// Perturb the lower bound to accommodate the infeasibility
shiftBound(true, iCol, info.baseValue_[iRow],
info.numTotRandomValue_[iCol], info.workLower_[iCol],
bound_shift, true);
bound_shift);
info.baseLower_[iRow] = info.workLower_[iCol];
info.workLowerShift_[iCol] += bound_shift;
}
Expand Down Expand Up @@ -2792,7 +2792,16 @@ void HEkkPrimal::getBasicPrimalInfeasibility() {

void HEkkPrimal::shiftBound(const bool lower, const HighsInt iVar,
const double value, const double random_value,
double& bound, double& shift, const bool report) {
double& bound, double& shift) {
// If infeasibility is very large, then adding feasibility may not
// yield a new value (see #1144) so new_infeasibility < 0 is false,
// tripping the old assert
//
// Ambros proposed adding feasibility
// *(infeasibility/scale_threshold) when
// infeasibility/scale_threshold > 1, but this could lead to a large
// value for new_infeasibility. Sounds better to accept degeneracy
// in this edge case.
double feasibility = (1 + random_value) * primal_feasibility_tolerance;
double old_bound = bound;
std::string type;
Expand All @@ -2805,41 +2814,37 @@ void HEkkPrimal::shiftBound(const bool lower, const HighsInt iVar,
infeasibility = bound - value;
assert(infeasibility > 0);
// Determine the amount by which value will be feasible - so that
// it's not degenerate
// (ideally) it's not degenerate
shift = infeasibility + feasibility;
bound -= shift;
new_infeasibility = bound - value;
if (new_infeasibility >= 0) {
printf(
"HEkkPrimal::shiftBound LB = %g; random_value = %g; value = %g; "
"feasibility = %g; infeasibility = %g; shift = %g; bound = %g; "
"new_infeasibility = %g; \n",
old_bound, random_value, value, feasibility, infeasibility, shift,
bound, new_infeasibility);
fflush(stdout);
}
assert(new_infeasibility < 0);
} else {
// Bound to shift is upper
type = "upper";
assert(value > bound + primal_feasibility_tolerance);
infeasibility = value - bound;
assert(infeasibility > 0);
// Determine the amount by which value will be feasible - so that
// it's not degenerate
// (ideally) it's not degenerate
shift = infeasibility + feasibility;
bound += shift;
new_infeasibility = value - bound;
assert(new_infeasibility < 0);
}
double error = fabs(-new_infeasibility - feasibility);
if (report)
highsLogDev(ekk_instance_.options_->log_options, HighsLogType::kVerbose,
"Value(%4" HIGHSINT_FORMAT
") = %10.4g exceeds %s = %10.4g by %9.4g, so shift bound by "
"%9.4g to %10.4g: infeasibility %10.4g with error %g\n",
iVar, value, type.c_str(), old_bound, infeasibility, shift,
bound, new_infeasibility, error);
}
if (new_infeasibility > 0) {
// new_infeasibility should be non-positive, and negative unless
// bound is excessively large, whereas feasibility is positive
double error = std::fabs(new_infeasibility + feasibility);
highsLogDev(ekk_instance_.options_->log_options, HighsLogType::kInfo,
"HEkkPrimal::shiftBound Value(%4d) = %10.4g exceeds %s: "
"random_value = %g; value = %g; "
"feasibility = %g; infeasibility = %g; shift = %g; bound = %g; "
"new_infeasibility = %g with error %g\n",
int(iVar), value, type.c_str(), old_bound, random_value, value,
feasibility, infeasibility, shift, bound, new_infeasibility,
error);
fflush(stdout);
}
assert(new_infeasibility <= 0);
}

void HEkkPrimal::savePrimalRay() {
Expand Down
3 changes: 1 addition & 2 deletions src/simplex/HEkkPrimal.h
View file
Original file line number Diff line number Diff line change
Expand Up @@ -101,8 +101,7 @@ class HEkkPrimal {
void getBasicPrimalInfeasibility();
bool correctPrimal(const bool initialise = false);
void shiftBound(const bool lower, const HighsInt iVar, const double value,
const double random_value, double& bound, double& shift,
const bool report = false);
const double random_value, double& bound, double& shift);
void savePrimalRay();
HighsDebugStatus debugPrimalSimplex(const std::string message,
const bool initialise = false);
Expand Down

0 comments on commit cd68efd

Please sign in to comment.