Scippy

SoPlex

Sequential object-oriented simPlex

statistics.cpp
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1 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2 /* */
3 /* This file is part of the class library */
4 /* SoPlex --- the Sequential object-oriented simPlex. */
5 /* */
6 /* Copyright (C) 1996-2017 Konrad-Zuse-Zentrum */
7 /* fuer Informationstechnik Berlin */
8 /* */
9 /* SoPlex is distributed under the terms of the ZIB Academic Licence. */
10 /* */
11 /* You should have received a copy of the ZIB Academic License */
12 /* along with SoPlex; see the file COPYING. If not email to soplex@zib.de. */
13 /* */
14 /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
15 
16 #ifndef SOPLEX_LEGACY
17 #include <iostream>
18 #include <assert.h>
19 
20 #include "statistics.h"
21 #include "timerfactory.h"
22 
23 namespace soplex
24 {
25 
26  /// default constructor
28  {
29  timerType = ttype;
38  clearAllData();
39  }
40 
41  /// copy constructor
43  {
44  timerType = base.timerType;
53  clearAllData();
54  }
55 
56  /// assignment operator
58  {
59  *readingTime = *(rhs.readingTime);
60  *solvingTime = *(rhs.solvingTime);
62  *simplexTime = *(rhs.simplexTime);
63  *syncTime = *(rhs.syncTime);
64  *transformTime = *(rhs.transformTime);
65  *rationalTime = *(rhs.rationalTime);
67  timerType = rhs.timerType;
72  iterations = rhs.iterations;
75  boundflips = rhs.boundflips;
85 
86  return *this;
87  }
88 
89  /// clears all statistics
91  {
92  readingTime->reset();
94  }
95 
96  /// clears statistics on solving process
98  {
99  solvingTime->reset();
101  simplexTime->reset();
102  syncTime->reset();
103  transformTime->reset();
104  rationalTime->reset();
107  luSolveTimeReal = 0.0;
109  luSolveTimeRational = 0.0;
110  iterations = 0;
111  iterationsPrimal = 0;
113  iterationsPolish = 0;
114  boundflips = 0;
116  luSolvesReal = 0;
119  refinements = 0;
120  stallRefinements = 0;
121  pivotRefinements = 0;
122  feasRefinements = 0;
123  unbdRefinements = 0;
124 
125  callsReducedProb = 0;
126  iterationsInit = 0;
127  iterationsRedProb = 0;
128  iterationsCompProb = 0;
129  numRedProbRows = 0;
130  numRedProbCols = 0;
131  degenPivotsPrimal = 0;
132  degenPivotsDual = 0;
134  degenPivotCandDual = 0;
135  sumDualDegen = 0;
136  sumPrimalDegen = 0;
137  decompBasisCondNum = 0;
138  totalBoundViol = 0;
139  totalRowViol = 0;
140  maxBoundViol = 0;
141  maxRowViol = 0;
142  redProbStatus = 0;
143  compProbStatus = 0;
144  finalCompObj = 0;
146  }
147 
148  /// prints statistics
149  void SoPlex::Statistics::print(std::ostream& os)
150  {
151  Real solTime = solvingTime->time();
152  Real totTime = readingTime->time() + solTime;
153  Real otherTime = solTime - syncTime->time() - transformTime->time() - preprocessingTime->time() - simplexTime->time() - rationalTime->time();
154 
155  Real avgPrimalDegeneracy = iterationsPrimal > 0 ? sumPrimalDegen / iterationsPrimal : 0.0;
156  Real avgDualDegeneracy = (iterations - iterationsPrimal) > 0 ?
158 
159  int prec = (int) os.precision();
160  os << std::fixed << std::setprecision(2);
161 
162  os << "Total time : " << totTime << "\n"
163  << " Reading : " << readingTime->time() << "\n"
164  << " Solving : " << solTime << "\n"
165  << " Preprocessing : " << preprocessingTime->time();
166  if( solTime > 0 )
167  os << " (" << 100 * (preprocessingTime->time() / solTime) << "% of solving time)";
168  os << "\n Simplex : " << simplexTime->time();
169  if( solTime > 0 )
170  os << " (" << 100 * (simplexTime->time() / solTime) << "% of solving time)";
171  os << "\n Synchronization : " << syncTime->time();
172  if( solTime > 0 )
173  os << " (" << 100 * (syncTime->time() / solTime) << "% of solving time)";
174  os << "\n Transformation : " << transformTime->time();
175  if( solTime > 0 )
176  os << " (" << 100*transformTime->time() / solTime << "% of solving time)";
177  os << "\n Rational : " << rationalTime->time();
178  if( solTime > 0 )
179  os << " (" << 100*rationalTime->time() / solTime << "% of solving time)";
180  os << "\n Other : " << otherTime;
181  if( solTime > 0 )
182  os << " (" << 100*otherTime / solTime << "% of solving time)";
183 
184  os << "\nRefinements : " << refinements << "\n"
185  << " Stalling : " << stallRefinements << "\n"
186  << " Pivoting : " << pivotRefinements << "\n"
187  << " Feasibility : " << feasRefinements << "\n"
188  << " Unboundedness : " << unbdRefinements << "\n";
189 
190  os << "Iterations : " << iterations << "\n"
191  << " From scratch : " << iterations - iterationsFromBasis;
192  if( iterations > 0 )
193  os << " (" << 100*double((iterations - iterationsFromBasis))/double(iterations) << "%)";
194  os << "\n From basis : " << iterationsFromBasis;
195  if( iterations > 0 )
196  os << " (" << 100*double(iterationsFromBasis)/double(iterations) << "%)";
197  os << "\n Primal : " << iterationsPrimal;
198  if( iterations > 0 )
199  os << " (" << 100*double(iterationsPrimal)/double(iterations) << "%)";
200  os << "\n Dual : " << iterations - iterationsPrimal - iterationsPolish;
201  if( iterations > 0 )
202  os << " (" << 100*double((iterations - iterationsPrimal))/double(iterations) << "%)";
203  os << "\n Bound flips : " << boundflips;
204  os << "\n Sol. polishing : " << iterationsPolish;
205 
206  os << "\nLU factorizations : " << luFactorizationsReal << "\n"
207  << " Factor. frequency : ";
208  if( luFactorizationsReal > 0 )
209  os << double(iterations) / double(luFactorizationsReal) << " iterations per factorization\n";
210  else
211  os << "-\n";
212  os << " Factor. time : " << luFactorizationTimeReal << "\n";
213 
214  os << "LU solves : " << luSolvesReal << "\n"
215  << " Solve frequency : ";
216  if( iterations > 0 )
217  os << double(luSolvesReal) / double(iterations) << " solves per iteration\n";
218  else
219  os << "-\n";
220  os << " Solve time : " << luSolveTimeReal << "\n";
221 
222  os << "Rat. factorizations : " << luFactorizationsRational << "\n"
223  << " Rat. factor. time : " << luFactorizationTimeRational << "\n"
224  << " Rat. solve time : " << luSolveTimeRational << "\n";
225 
226  os << "Rat. reconstructions: " << rationalReconstructions << "\n"
227  << " Rat. rec. time : " << reconstructionTime->time() << "\n";
228 
229  os << "Degeneracy : \n";
230  os << " Primal Pivots : " << degenPivotsPrimal << "\n";
231  os << " Dual Pivots : " << degenPivotsDual << "\n";
232  os << " Primal Candidates : " << degenPivotCandPrimal << "\n";
233  os << " Dual Candidates : " << degenPivotCandDual << "\n";
234  os << " Average Primal : " << avgPrimalDegeneracy << "\n";
235  os << " Average Dual : " << avgDualDegeneracy << "\n";
236 
237  if( iterationsInit > 0 )
238  {
239  os << "Algorithm Iterations: " << callsReducedProb << "\n";
240  os << "Decomp. Iterations : \n";
241  os << " Total : " << iterationsInit + iterationsRedProb << "\n";
242  os << " Initial : " << iterationsInit << "\n";
243  os << " Reduced Problem : " << iterationsRedProb << "\n";
244  os << " Comp. Problem : " << iterationsCompProb << "\n";
245  os << "Red. Problem Size : \n";
246  os << " Rows : " << numRedProbRows << "\n";
247  os << " Columns : " << numRedProbCols << "\n";
248 
249  os << std::scientific << std::setprecision(20);
250  os << "Decomp. Basis Cond. : " << decompBasisCondNum << "\n";
251  os << "Decomp Violations : \n";
252  os << " Sum Bound : " << totalBoundViol << "\n";
253  os << " Sum Row : " << totalRowViol << "\n";
254  os << " Max Bound : " << maxBoundViol << "\n";
255  os << " Max Row : " << maxRowViol << "\n";
256 
257  os << std::fixed << std::setprecision(2);
258 
259  os << "Red. Problem Status : " << redProbStatus << "\n";
260  os << "Comp. Problem Status: " << compProbStatus << "\n";
261 
262  os << std::scientific << std::setprecision(20);
263  os << "Comp. Problem Obj. : " << finalCompObj << "\n";
264  }
265 
266  os << std::scientific << std::setprecision(2);
267  os << "Numerics :\n";
268  os << " Condition Number : " << finalBasisCondition << "\n";
269 
270  os << std::scientific << std::setprecision(prec);
271  }
272 } // namespace soplex
273 #endif
int unbdRefinements
number of refinement steps during undboundedness test
Definition: statistics.h:114
int callsReducedProb
number of times the reduced problem is solved. This includes the initial solve.
Definition: statistics.h:117
Timer * syncTime
time for synchronization between real and rational LP (included in solving time)
Definition: statistics.h:92
int feasRefinements
number of refinement steps during infeasibility test
Definition: statistics.h:113
Real decompBasisCondNum
the condition number for the basis used to perform the decomposition
Definition: statistics.h:129
int stallRefinements
number of refinement steps without pivots
Definition: statistics.h:111
int numRedProbCols
number of columns in the reduced problem
Definition: statistics.h:122
int iterationsInit
number of iterations in the initial LP
Definition: statistics.h:118
Timer * simplexTime
simplex time
Definition: statistics.h:91
int luSolvesReal
number of (forward and backward) solves with basis matrix in real precision
Definition: statistics.h:107
int refinements
number of refinement steps
Definition: statistics.h:110
int luFactorizationsReal
number of basis matrix factorizations in real precision
Definition: statistics.h:106
Real finalCompObj
the final objective function of the complementary problem
Definition: statistics.h:136
TimerFactory class.
int degenPivotCandDual
number of pivoting candidates that will produce a degenerate step in the dual
Definition: statistics.h:126
int compProbStatus
status of the complementary problem
Definition: statistics.h:135
Real luFactorizationTimeReal
time for factorizing bases matrices in real precision
Definition: statistics.h:97
double Real
Definition: spxdefines.h:215
Timer * rationalTime
time for rational LP solving (included in solving time)
Definition: statistics.h:94
Real maxRowViol
the max row violations in the original problem using the red prob sol
Definition: statistics.h:133
Real sumPrimalDegen
the sum of the rate of primal degeneracy at each iteration
Definition: statistics.h:128
Class for collecting statistical information.
Real maxBoundViol
the max bound violation in the original problem using the red prob sol
Definition: statistics.h:132
Real luSolveTimeRational
time for solving linear systems in rational precision
Definition: statistics.h:100
virtual Real time() const =0
int degenPivotsDual
number of dual degenerate pivots
Definition: statistics.h:124
static Timer * createTimer(Timer::TYPE ttype)
create timers and allocate memory for them
Definition: timerfactory.h:43
int luFactorizationsRational
number of basis matrix factorizations in rational precision
Definition: statistics.h:108
Timer * preprocessingTime
preprocessing time
Definition: statistics.h:90
Real luSolveTimeReal
time for solving linear systems in real precision
Definition: statistics.h:98
Timer * reconstructionTime
time for rational reconstructions
Definition: statistics.h:95
Everything should be within this namespace.
Timer::TYPE timerType
type of timer (user or wallclock)
Definition: statistics.h:96
TYPE
types of timers
Definition: timer.h:99
int iterations
number of iterations/pivots
Definition: statistics.h:101
int boundflips
number of dual bound flips
Definition: statistics.h:105
void clearAllData()
clears all statistics
Definition: statistics.cpp:90
int iterationsRedProb
number of iterations of the reduced problem
Definition: statistics.h:119
void print(std::ostream &os)
prints statistics
Definition: statistics.cpp:149
void clearSolvingData()
clears statistics on solving process
Definition: statistics.cpp:97
Real finalBasisCondition
condition number estimate of the optimal basis matrix
Definition: statistics.h:139
Real totalRowViol
the sum of the row violations in the original problem using the red prob sol
Definition: statistics.h:131
Timer * readingTime
reading time not included in solving time
Definition: statistics.h:88
int iterationsFromBasis
number of iterations from Basis
Definition: statistics.h:103
int iterationsPolish
number of iterations during solution polishing
Definition: statistics.h:104
Statistics & operator=(const Statistics &rhs)
assignment operator
Definition: statistics.cpp:57
Timer * solvingTime
solving time
Definition: statistics.h:89
int degenPivotCandPrimal
number of pivoting candidates that will produce a degenerate step in the primal
Definition: statistics.h:125
Statistics(Timer::TYPE ttype=Timer::USER_TIME)
default constructor
Definition: statistics.cpp:27
int iterationsPrimal
number of iterations with Primal
Definition: statistics.h:102
int iterationsCompProb
number of iterations of the complementary problem
Definition: statistics.h:120
Timer * transformTime
time for transforming LPs (included in solving time)
Definition: statistics.h:93
virtual void reset()=0
initialize timer, set timing accounts to zero.
int redProbStatus
status of the reduced problem
Definition: statistics.h:134
Real sumDualDegen
the sum of the rate of dual degeneracy at each iteration
Definition: statistics.h:127
Real luFactorizationTimeRational
time for factorizing bases matrices in rational precision
Definition: statistics.h:99
Real totalBoundViol
the sum of the bound violations in the original problem using the red prob sol
Definition: statistics.h:130
int rationalReconstructions
number of rational reconstructions performed
Definition: statistics.h:109
int pivotRefinements
number of refinement steps until final basis is reached
Definition: statistics.h:112
int numRedProbRows
number of rows in the reduced problem
Definition: statistics.h:121
int degenPivotsPrimal
number of primal degenerate pivots
Definition: statistics.h:123