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jajhalljajhall
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Merge pull request #3081 from ERGO-Code/fix-col-stuffing
Fix column stuffing
2 parents 50a0824 + 665302f commit 8873bf5

17 files changed

Lines changed: 1007 additions & 18 deletions

‎BUILD.bazel‎

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Original file line numberDiff line numberDiff line change
@@ -225,8 +225,10 @@ TEST_NAMES = [
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"TestLpValidation",
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"TestMipSolver",
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"TestPresolve",
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"TestPresolveRules",
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"TestQpSolver",
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"TestRanging",
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"TestRunData",
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"TestRays",
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"TestSemiVariables",
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"TestSetup",

‎check/CMakeLists.txt‎

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@@ -71,9 +71,11 @@ if ((NOT FAST_BUILD OR ALL_TESTS) AND NOT (BUILD_EXTRA_UNIT_ONLY))
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TestPdlp.cpp
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TestPdlpHi.cpp
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TestPresolve.cpp
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TestPresolveRules.cpp
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TestQpSolver.cpp
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TestRanging.cpp
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TestRays.cpp
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TestRunData.cpp
7779
TestSemiVariables.cpp
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TestSetup.cpp
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TestSort.cpp

‎check/TestPresolveRules.cpp‎

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#include <numeric>
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#include "HCheckConfig.h"
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#include "Highs.h"
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#include "catch.hpp"
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const bool dev_run = false;
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void presolveOffOn(const std::string& message, const HighsLp& lp, Highs& h,
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const HighsInt require_presolved_model_num_col = 0,
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const HighsInt require_presolved_model_num_row = 0,
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const HighsInt require_presolved_model_num_nz = 0);
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TEST_CASE("test-col-stuffing", "[highs_test_presolve_rules]") {
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HighsLp lp;
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Highs h;
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h.setOptionValue("output_flag", dev_run);
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h.setOptionValue("presolve_rule_test", kPresolveRuleColStuffing);
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const bool lp0 = true;
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const bool lp1 = true;
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const bool lp1a = true;
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const bool lp1b = true;
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if (lp0) {
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lp.num_col_ = 3;
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lp.num_row_ = 1;
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lp.sense_ = ObjSense::kMaximize;
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lp.col_cost_ = {1.8, 0.9, 1};
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lp.col_lower_.assign(lp.num_col_, 0);
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lp.col_upper_.assign(lp.num_col_, 1);
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lp.row_lower_ = {-kHighsInf};
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lp.row_upper_ = {4};
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lp.a_matrix_.format_ = MatrixFormat::kRowwise;
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lp.a_matrix_.start_ = {0, lp.num_col_};
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lp.a_matrix_.index_.resize(lp.num_col_);
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std::iota(lp.a_matrix_.index_.begin(), lp.a_matrix_.index_.end(), 0);
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lp.a_matrix_.value_ = {3, 2, 2};
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for (int k = 0; k < 2; k++) {
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if (dev_run) printf("\n3-variable knapsack: %s\n", k == 0 ? "LP" : "IP");
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REQUIRE(h.passModel(lp) == HighsStatus::kOk);
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h.setOptionValue("presolve_rule_test", kPresolveRuleColStuffing);
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h.run();
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if (dev_run) h.writeSolution("", 1);
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lp.integrality_.assign(lp.num_col_, HighsVarType::kInteger);
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}
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lp.clear();
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}
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lp.num_col_ = 2;
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lp.num_row_ = 1;
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lp.sense_ = ObjSense::kMinimize;
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lp.col_lower_.assign(lp.num_col_, 0);
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lp.col_upper_.assign(lp.num_col_, 1);
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lp.row_lower_ = {2.0};
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lp.row_upper_ = {kHighsInf};
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lp.a_matrix_.format_ = MatrixFormat::kRowwise;
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lp.a_matrix_.start_ = {0, lp.num_col_};
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lp.a_matrix_.index_.resize(lp.num_col_);
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std::iota(lp.a_matrix_.index_.begin(), lp.a_matrix_.index_.end(), 0);
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if (lp1) {
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lp.col_cost_.assign(lp.num_col_, 1);
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lp.a_matrix_.value_.assign(lp.num_col_, 1);
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presolveOffOn("Capturing neos-787933 issue", lp, h);
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}
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if (lp1a) {
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lp.col_cost_ = {2, 1};
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lp.a_matrix_.value_.assign(lp.num_col_, 1);
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presolveOffOn("Variant A neos-787933 issue", lp, h);
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}
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if (lp1b) {
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lp.col_cost_ = {-2, -1};
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lp.a_matrix_.value_.assign(lp.num_col_, 1);
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presolveOffOn("Variant B neos-787933 issue", lp, h);
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}
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lp.clear();
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h.resetGlobalScheduler(true);
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}
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void presolveOffOn(const std::string& message, const HighsLp& lp, Highs& h,
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const HighsInt require_presolved_model_num_col,
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const HighsInt require_presolved_model_num_row,
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const HighsInt require_presolved_model_num_nz) {
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const HighsRunData& run_data = h.getRunData();
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bool presolve_on = false;
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// If the model reduces to empty, then the output from different
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// solvers cannot be tested
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const bool reduce_to_empty = require_presolved_model_num_col == 0 &&
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require_presolved_model_num_row == 0;
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const HighsInt to_k = reduce_to_empty ? 2 : 5;
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for (int k = 0; k < to_k; k++) {
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std::string solver = kSimplexString;
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std::string run_crossover = kHighsOnString;
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bool basis_postsolve = true;
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if (k == 0) {
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// Presolve off - to get the optimal solution to debug
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// presolve
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presolve_on = false;
101+
} else {
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presolve_on = true;
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if (k == 1) {
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solver = kSimplexString;
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} else if (k == 2) {
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solver = kIpmString;
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} else if (k == 3) {
108+
solver = kIpmString;
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run_crossover = kHighsOffString;
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basis_postsolve = false;
111+
} else {
112+
solver = kHiPdlpString;
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basis_postsolve = false;
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}
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}
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std::string presolve = presolve_on ? kHighsOnString : kHighsOffString;
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h.setOptionValue(kPresolveString, presolve);
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h.setOptionValue(kRunCrossoverString, run_crossover);
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h.setOptionValue(kSolverString, solver);
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if (dev_run)
121+
printf(
122+
"\n============\n%s: presolve = %s; solver = %s%s\n============\n\n",
123+
message.c_str(), presolve.c_str(), solver.c_str(),
124+
solver == kIpmString ? ("; run_crossover = " + run_crossover).c_str()
125+
: "");
126+
REQUIRE(h.passModel(lp) == HighsStatus::kOk);
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h.run();
128+
if (dev_run) h.writeSolution("", 1);
129+
if (presolve_on) {
130+
// Ensure that the model is reduced to empty
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REQUIRE(run_data.presolved_model_num_col ==
132+
require_presolved_model_num_col);
133+
REQUIRE(run_data.presolved_model_num_row ==
134+
require_presolved_model_num_row);
135+
REQUIRE(run_data.presolved_model_num_nz ==
136+
require_presolved_model_num_nz);
137+
// Ensure that dual postsolve is correct
138+
REQUIRE(h.getModelStatus() == HighsModelStatus::kOptimal);
139+
REQUIRE(h.getInfo().num_primal_infeasibilities == 0);
140+
REQUIRE(h.getInfo().num_dual_infeasibilities == 0);
141+
REQUIRE(h.getInfo().simplex_iteration_count == 0);
142+
// Ensure that any basis postsolve is correct
143+
if (basis_postsolve)
144+
REQUIRE(run_data.num_simplex_iterations_after_postsolve == 0);
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}
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}
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}

‎check/TestRunData.cpp‎

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@@ -0,0 +1,137 @@
1+
#include <cstdio>
2+
3+
#include "HCheckConfig.h"
4+
#include "Highs.h"
5+
#include "catch.hpp"
6+
#include "io/HMPSIO.h"
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8+
const bool dev_run = false;
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10+
TEST_CASE("run-data-md", "[highs_run_data]") {
11+
Highs h;
12+
h.setOptionValue("output_flag", dev_run);
13+
// Use this name so that it can be copied to docs and provides code
14+
// coverage
15+
const std::string run_data_file = "HighsRunData.md";
16+
REQUIRE(h.writeRunData(run_data_file) == HighsStatus::kOk);
17+
if (!dev_run) std::remove(run_data_file.c_str());
18+
}
19+
20+
TEST_CASE("highs-run-data", "[highs_run_data]") {
21+
const std::string test_name = Catch::getResultCapture().getCurrentTestName();
22+
const std::string highs_run_data_file = test_name + ".run_data";
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24+
Highs h;
25+
if (!dev_run) h.setOptionValue("output_flag", false);
26+
const HighsRunData& highs_run_data = h.getRunData();
27+
28+
auto testRunData = [&](const std::string& filename) {
29+
HighsStatus return_status = h.readModel(filename);
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REQUIRE(return_status == HighsStatus::kOk);
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// Cannot write run_data since not valid before run()
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return_status = h.writeRunData("");
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REQUIRE(return_status == HighsStatus::kWarning);
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HighsRunDataType highs_run_data_type;
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return_status = h.getRunDataType("presolved_num_col", highs_run_data_type);
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REQUIRE(return_status == HighsStatus::kError);
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return_status =
40+
h.getRunDataType("presolved_model_num_col", highs_run_data_type);
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REQUIRE(return_status == HighsStatus::kOk);
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REQUIRE(highs_run_data_type == HighsRunDataType::kInt);
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return_status = h.getRunDataType("presolving_time", highs_run_data_type);
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REQUIRE(return_status == HighsStatus::kError);
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return_status = h.getRunDataType("presolve_time", highs_run_data_type);
47+
REQUIRE(return_status == HighsStatus::kOk);
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REQUIRE(highs_run_data_type == HighsRunDataType::kDouble);
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50+
// Run data not valid before run()
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HighsInt presolved_model_num_col;
52+
return_status =
53+
h.getRunDataValue("presolved_model_num_col", presolved_model_num_col);
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REQUIRE(return_status == HighsStatus::kWarning);
55+
56+
return_status = h.run();
57+
REQUIRE(return_status == HighsStatus::kOk);
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59+
if (dev_run) {
60+
return_status = h.writeRunData("");
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REQUIRE(return_status == HighsStatus::kOk);
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}
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return_status = h.writeRunData(highs_run_data_file);
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REQUIRE(return_status == HighsStatus::kOk);
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// Wrong name for objective
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return_status =
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h.getRunDataValue("presolved_num_col", presolved_model_num_col);
70+
REQUIRE(return_status == HighsStatus::kError);
71+
72+
// Right name for objective
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return_status =
74+
h.getRunDataValue("presolved_model_num_col", presolved_model_num_col);
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REQUIRE(return_status == HighsStatus::kOk);
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if (dev_run)
78+
printf("From getRunDataValue: presolved_model_num_col = %d\n",
79+
int(presolved_model_num_col));
80+
81+
double presolve_time;
82+
// Wrong name for simplex iteration count
83+
return_status = h.getRunDataValue("presolving_time", presolve_time);
84+
REQUIRE(return_status == HighsStatus::kError);
85+
86+
// Right name for presolve time
87+
return_status = h.getRunDataValue("presolve_time", presolve_time);
88+
REQUIRE(return_status == HighsStatus::kOk);
89+
90+
const HighsModelStatus model_status = h.getModelStatus();
91+
if (dev_run) {
92+
printf("From getModelStatus: model_status = %s\n",
93+
h.modelStatusToString(model_status).c_str());
94+
printf("From getRunData: presolved_model_num_col = %d\n",
95+
int(highs_run_data.presolved_model_num_col));
96+
printf("From getRunData: presolved_model_num_row = %d\n",
97+
int(highs_run_data.presolved_model_num_row));
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printf("From getRunData: presolved_model_num_nz = %d\n",
99+
int(highs_run_data.presolved_model_num_nz));
100+
if (!h.getLp().isMip())
101+
printf(
102+
"From getRunData: num_simplex_iterations_after_postsolve = %d\n",
103+
int(highs_run_data.num_simplex_iterations_after_postsolve));
104+
printf("From getRunData: presolve_time = %g\n",
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highs_run_data.presolve_time);
106+
printf("From getRunData: solve_time = %g\n",
107+
highs_run_data.solve_time);
108+
printf("From getRunData: postsolve_time = %g\n",
109+
highs_run_data.postsolve_time);
110+
}
111+
REQUIRE(highs_run_data.presolved_model_num_col >= 0);
112+
REQUIRE(highs_run_data.presolved_model_num_row >= 0);
113+
REQUIRE(highs_run_data.presolved_model_num_nz >= 0);
114+
if (!h.getLp().isMip())
115+
REQUIRE(highs_run_data.num_simplex_iterations_after_postsolve == 0);
116+
REQUIRE(highs_run_data.presolve_time >= 0);
117+
REQUIRE(highs_run_data.solve_time >= 0);
118+
REQUIRE(highs_run_data.postsolve_time >= 0);
119+
};
120+
121+
std::string filename;
122+
filename = std::string(HIGHS_DIR) + "/check/instances/adlittle.mps";
123+
testRunData(filename);
124+
125+
filename = std::string(HIGHS_DIR) + "/check/instances/egout-ac.mps";
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testRunData(filename);
127+
128+
// Doesn't work for MIPs yet, but wait until profiling is merged in
129+
// to avoid conflicts
130+
//
131+
// filename = std::string(HIGHS_DIR) + "/check/instances/flugpl.mps";
132+
// testRunData(filename);
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if (!dev_run) std::remove(highs_run_data_file.c_str());
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h.resetGlobalScheduler(true);
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}

‎check/meson.build‎

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Original file line numberDiff line numberDiff line change
@@ -55,9 +55,11 @@ test_array = [
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['test_TestOptions', 'TestOptions.cpp'],
5656
['test_TestPdlp', 'TestPdlp.cpp'],
5757
['test_TestPresolve', 'TestPresolve.cpp'],
58+
['test_TestPresolveRules', 'TestPresolveRules.cpp'],
5859
['test_TestQpSolver', 'TestQpSolver.cpp'],
5960
['test_TestRanging', 'TestRanging.cpp'],
6061
['test_TestRays', 'TestRays.cpp'],
62+
['test_TestRunData', 'TestRunData.cpp'],
6163
['test_TestSemiVariables', 'TestSemiVariables.cpp'],
6264
['test_TestSetup', 'TestSetup.cpp'],
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['test_TestSort', 'TestSort.cpp'],

‎cmake/sources.cmake‎

Lines changed: 3 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -364,6 +364,7 @@ set(highs_sources
364364
lp_data/HighsModelUtils.cpp
365365
lp_data/HighsOptions.cpp
366366
lp_data/HighsRanging.cpp
367+
lp_data/HighsRunData.cpp
367368
lp_data/HighsSolution.cpp
368369
lp_data/HighsSolutionDebug.cpp
369370
lp_data/HighsSolve.cpp
@@ -410,6 +411,7 @@ set(highs_sources
410411
presolve/HighsSymmetry.cpp
411412
presolve/HPresolve.cpp
412413
presolve/HPresolveAnalysis.cpp
414+
presolve/HPresolveTest.cpp
413415
presolve/ICrash.cpp
414416
presolve/ICrashUtil.cpp
415417
presolve/ICrashX.cpp
@@ -492,6 +494,7 @@ set(highs_headers
492494
lp_data/HighsModelUtils.h
493495
lp_data/HighsOptions.h
494496
lp_data/HighsRanging.h
497+
lp_data/HighsRunData.h
495498
lp_data/HighsSolution.h
496499
lp_data/HighsSolutionDebug.h
497500
lp_data/HighsSolve.h

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