testsoplex.cpp

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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
/*                                                                           */
/*                  This file is part of the class library                   */
/*       SoPlex --- the Sequential object-oriented simPlex.                  */
/*                                                                           */
/*    Copyright (C) 1996-2019 Konrad-Zuse-Zentrum                            */
/*                            fuer Informationstechnik Berlin                */
/*                                                                           */
/*  SoPlex is distributed under the terms of the ZIB Academic Licence.       */
/*                                                                           */
/*  You should have received a copy of the ZIB Academic License              */
/*  along with SoPlex; see the file COPYING. If not email to soplex@zib.de.  */
/*                                                                           */
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */

#include <iostream>
#include <assert.h>

#include "soplex.h"
#include "soplex/statistics.h"

namespace soplex
{
/// check scaling of LP
void SoPlex::_checkScaling(SPxLPReal* origLP) const
{
   MSG_INFO1(spxout, spxout << "DEBUG: checking correctness of scaled LP" << std::endl;)
   assert(_realLP->nCols() == origLP->nCols());
   assert(_realLP->nRows() == origLP->nRows());
   assert(_realLP->isScaled() && !origLP->isScaled());
   bool correct = true;

   MSG_INFO1(spxout, spxout << "DEBUG: checking rows..." << std::endl;)

   for(int i = 0; i < origLP->nRows(); ++i)
   {
      assert(EQ(origLP->lhs(i), _realLP->lhsUnscaled(i)));
      assert(EQ(origLP->rhs(i), _realLP->rhsUnscaled(i)));

      DSVectorReal row;
      _realLP->getRowVectorUnscaled(i, row);

      assert(origLP->rowVector(i).size() == row.size());

      for(int j = 0; j < row.size(); ++j)
      {
         if(NE(row.value(j), origLP->rowVector(i).value(j)))
         {
            MSG_INFO1(spxout, spxout << "DEBUG: scaling error in row " << i << ", col " << j
                      << ": orig " << origLP->rowVector(i).value(j)
                      << ", unscaled: " << row.value(j) << std::endl;)
            correct = false;
         }
      }
   }

   MSG_INFO1(spxout, spxout << "DEBUG: checking cols..." << std::endl;)

   for(int i = 0; i < origLP->nCols(); ++i)
   {
      assert(EQ(origLP->lower(i), _realLP->lowerUnscaled(i)));
      assert(EQ(origLP->upper(i), _realLP->upperUnscaled(i)));
      assert(EQ(origLP->obj(i), _realLP->objUnscaled(i)));

      DSVectorReal col;
      _realLP->getColVectorUnscaled(i, col);

      assert(origLP->colVector(i).size() == col.size());

      for(int j = 0; j < col.size(); ++j)
      {
         if(NE(col.value(j), origLP->colVector(i).value(j), _solver.feastol()))
         {
            MSG_INFO1(spxout, spxout << "DEBUG: scaling error in col " << i << ", row " << j
                      << ": orig " << origLP->colVector(i).value(j)
                      << ", unscaled: " << col.value(j) << std::endl;)
            correct = false;
         }
      }
   }

   if(!correct)
   {
      MSG_INFO1(spxout, spxout << "DEBUG: scaling check failed" << std::endl;)
   }

   assert(correct);
}



void SoPlex::_checkBasisScaling()
{
   if(_status != SPxSolver::OPTIMAL)
   {
      MSG_INFO1(spxout, spxout << "DEBUG: skipping test on non optimal bases\n");
      return;
   }

   assert(&_solver == _realLP);
   DVector** binvcol = 0;
   DVector** binvrow = 0;
   int* inds = 0;
   int basisdim = _solver.nRows(); // do all operations with regard to the column basis
   bool colrep = (_solver.rep() == SPxSolver::COLUMN);
   spx_alloc(binvcol, basisdim);
   spx_alloc(binvrow, basisdim);
   spx_alloc(inds, basisdim);

   if(colrep)
   {
      MSG_INFO1(spxout, spxout << "DEBUG: computing columns of inverted basis matrix\n";)

      // collect columns of the basis inverse
      for(int i = 0; i < basisdim; ++i)
      {
         binvcol[i] = new DVector(basisdim);
         binvcol[i]->clear();
         assert(getBasisInverseColReal(i, binvcol[i]->get_ptr(), 0, 0, true));
      }
   }

   MSG_INFO1(spxout, spxout << "DEBUG: computing rows of inverted basis matrix\n";)

   // collect rows of the basis inverse
   for(int i = 0; i < basisdim; ++i)
   {
      binvrow[i] = new DVector(basisdim);
      binvrow[i]->clear();
      assert(getBasisInverseRowReal(i, binvrow[i]->get_ptr(), 0, 0, true));
   }

   if(colrep)
   {
      MSG_INFO1(spxout, spxout <<
                "DEBUG: checking columns for identity after multiplying with basis matrix\n";)

      // multiply with (unscaled) basis matrix and check result (should be unitvecs)
      for(int i = 0; i < basisdim; ++i)
      {
         DVector result(*binvcol[i]);
         assert(multBasis(result.get_ptr(), true));
         Real sumerror = 0.0;

         for(int j = 0; j < basisdim; ++j)
         {
            Real error = 0.0;

            if(j != i)
               error = spxAbs(result[j]);
            else
               error = spxAbs(result[j] - 1.0);

            if(error > _solver.feastol())
               MSG_INFO1(spxout, spxout << "ERROR: col " << i << " " << j << ", " << result[j] << std::endl);

            sumerror += error;
         }

         assert(_solver.rep() == SPxSolver::ROW || sumerror < _solver.feastol());
      }
   }

   MSG_INFO1(spxout, spxout <<
             "DEBUG: checking rows for identity after multiplying with basis matrix\n";)

   for(int i = 0; i < basisdim; ++i)
   {
      DVector result(*binvrow[i]);
      assert(multBasisTranspose(result.get_ptr(), true));
      Real sumerror = 0.0;

      for(int j = 0; j < basisdim; ++j)
      {
         Real error = 0.0;

         if(j != i)
            error = spxAbs(result[j]);
         else
            error = spxAbs(result[j] - 1.0);

         if(error > _solver.feastol())
            MSG_INFO1(spxout, spxout << "ERROR: row " << i << " " << j << ", " << result[j] << std::endl);

         sumerror += error;
      }

      assert(sumerror < _solver.feastol());
   }

   if(_solver.isScaled())
   {
      MSG_INFO1(spxout, spxout << "DEBUG: unscaling LP\n";)
      //         _solver.setRep(SPxSolver::COLUMN);
      _solver.unscaleLPandReloadBasis();
      //         _solver.setBasis(_basisStatusRows.get_ptr(), _basisStatusCols.get_ptr());
      //         _solver.solve();

      DVector** binvcol2 = 0;
      DVector** binvrow2 = 0;
      spx_alloc(binvcol2, basisdim);
      spx_alloc(binvrow2, basisdim);

      if(colrep)
      {
         MSG_INFO1(spxout, spxout << "DEBUG: computing columns of inverted basis matrix again\n";)

         // collect columns of the basis inverse
         for(int i = 0; i < basisdim; ++i)
         {
            binvcol2[i] = new DVector(basisdim);
            binvcol2[i]->clear();
            assert(getBasisInverseColReal(i, binvcol2[i]->get_ptr(), 0, 0, false));
         }
      }

      MSG_INFO1(spxout, spxout << "DEBUG: computing rows of inverted basis matrix again\n";)

      // collect rows of the basis inverse
      for(int i = 0; i < basisdim; ++i)
      {
         binvrow2[i] = new DVector(basisdim);
         binvrow2[i]->clear();
         assert(getBasisInverseRowReal(i, binvrow2[i]->get_ptr(), 0, 0, false));
      }

      MSG_INFO1(spxout, spxout <<
                "DEBUG: checking rows and columns of scaled/unscaled inverted of basis matrix\n";)

      for(int i = 0; i < basisdim; ++i)
      {
         Real sumerror = 0.0;

         for(int j = 0; j < basisdim; ++j)
         {
            if(colrep)
            {
               if(NE((*binvcol[i])[j], (*binvcol2[i])[j], _solver.feastol()))
               {
                  MSG_INFO1(spxout, spxout << "ERROR: col " << i << " " << j << ", " << (*binvcol[i])[j] << " " <<
                            (*binvcol2[i])[j] << std::endl);
                  sumerror += spxAbs((*binvcol[i])[j] - (*binvcol2[i])[j]);
               }
            }

            if(NE((*binvrow[i])[j], (*binvrow2[i])[j], _solver.feastol()))
            {
               MSG_INFO1(spxout, spxout << "ERROR: row " << i << " " << j << ", " << (*binvrow[i])[j] /
                         (*binvrow2[i])[j] << std::endl);
               sumerror += spxAbs((*binvrow[i])[j] - (*binvrow2[i])[j]);
            }
         }

         assert(sumerror < _solver.feastol());
      }

      spx_free(binvcol2);
      spx_free(binvrow2);
   }

   spx_free(inds);
   spx_free(binvrow);
   spx_free(binvcol);
}

} // namespace soplex