spxdefines.h

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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
/*                                                                           */
/*                  This file is part of the class library                   */
/*       SoPlex --- the Sequential object-oriented simPlex.                  */
/*                                                                           */
/*  Copyright (c) 1996-2026 Zuse Institute Berlin (ZIB)                      */
/*                                                                           */
/*  Licensed under the Apache License, Version 2.0 (the "License");          */
/*  you may not use this file except in compliance with the License.         */
/*  You may obtain a copy of the License at                                  */
/*                                                                           */
/*      http://www.apache.org/licenses/LICENSE-2.0                           */
/*                                                                           */
/*  Unless required by applicable law or agreed to in writing, software      */
/*  distributed under the License is distributed on an "AS IS" BASIS,        */
/*  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. */
/*  See the License for the specific language governing permissions and      */
/*  limitations under the License.                                           */
/*                                                                           */
/*  You should have received a copy of the Apache-2.0 license                */
/*  along with SoPlex; see the file LICENSE. If not email to soplex@zib.de.  */
/*                                                                           */
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
 
/**@file  spxdefines.h
 * @brief Debugging, floating point type and parameter definitions.
 *
 * In optimized code with \c NDEBUG defined, only
 * \ref soplex::SPxOut::VERB_INFO1 "VERB_INFO1",
 * \ref soplex::SPxOut::VERB_INFO2 "VERB_INFO2", and
 * \ref soplex::SPxOut::VERB_INFO3 "VERB_INFO3" are set.
 * If \c NDEBUG is not defined, the code within \#TRACE is used.
 * If \c SOPLEX_DEBUG is defined, the code within
 * \ref soplex::SPxOut::VERB_DEBUG "VERB_DEBUG" is also used.
 *
 * If \c WITH_LONG_DOUBLE is defined, all Real numbers are of type
 * long double instead of just double.
 */
#ifndef _SPXDEFINES_H_
#define _SPXDEFINES_H_
#include <cmath>
 
#ifdef _MSC_VER
#include <float.h>
#endif
 
#include <assert.h>
#include <stdarg.h>
#include <stdio.h>
#include <iostream>
 
#include <cstdlib>
#include <memory>
 
/*
 * include build configuration flags
 */
#ifndef SOPLEX_NO_CONFIG_HEADER
#include "soplex/config.h"
#endif
 
#ifdef SOPLEX_WITH_BOOST
#include "boost/multiprecision/number.hpp"
#ifdef SOPLEX_WITH_FLOAT128
#include <boost/multiprecision/float128.hpp>
#endif
 
#ifdef SOPLEX_WITH_MPFR
// For multiple precision
#include <boost/multiprecision/mpfr.hpp>
#ifndef NDEBUG
#include "boost/multiprecision/debug_adaptor.hpp" // For debuging mpf numbers
#endif // NDEBUG
#endif // SOPLEX_WITH_MPFR
#ifdef SOPLEX_WITH_CPPMPF
#include <boost/serialization/nvp.hpp>
#include <boost/multiprecision/cpp_dec_float.hpp>
#endif  // SOPLEX_WITH_CPPMPF
 
#ifdef SOPLEX_WITH_GMP
#include <boost/multiprecision/gmp.hpp>
#else
#include <boost/multiprecision/cpp_int.hpp>
#endif
 
#endif
 
namespace soplex
{
// Overloaded EQ function
bool EQ(int a, int b);
 
#define SOPLEX_VERSION         802
#define SOPLEX_VERSION_SUB       0  ///< @deprecated Always 0
#define SOPLEX_SUBVERSION        0  ///< @deprecated Always 0
#define SOPLEX_APIVERSION       20
#define SOPLEX_COPYRIGHT       "Copyright (c) 1996-2026 Zuse Institute Berlin (ZIB)"
 
/*-----------------------------------------------------------------------------
 * Assertion Macros etc.
 *-----------------------------------------------------------------------------
 */
 
/**
   \brief Macro to turn some assertions into warnings.
 
   If both \c NDEBUG and \c WITH_WARNINGS are defined then the failed
   assertion is converted to a warning. In all other cases this macro is
   equivalent to assert().
 
   @param  prefix  Short string for grepping in source code.
   @param  expr    Expression that must be satisfied.
*/
#if defined (NDEBUG) && defined (WITH_WARNINGS)
#define SOPLEX_ASSERT_WARN( prefix, expr )                        \
   if ( !( expr ) )                                        \
      {                                                    \
         std::cerr                                         \
         << prefix                                         \
         << " failed assertion on line " << __LINE__       \
         << " in file " << __FILE__ << ": "                \
         << #expr                                          \
         << std::endl;                                     \
      }
#else // just a normal assert
#define SOPLEX_ASSERT_WARN( prefix, expr ) ( assert( expr ) )
#endif
 
 
 
/*-----------------------------------------------------------------------------
 * Debugging Macros etc.
 *-----------------------------------------------------------------------------
 */
 
/**
   Prints/Executes \p stream with verbosity level \p verbosity, resetting
   the old verbosity level afterwards.
   Usually the parameter \p stream prints something out.
   This is an internal define used by SPX_MSG_ERROR, SPX_MSG_WARNING, etc.
*/
#ifdef DISABLE_VERBOSITY
#define SOPLEX_DO_WITH_TMP_VERBOSITY( verbosity, spxout, do_something ) {}
#define SOPLEX_DO_WITH_ERR_VERBOSITY( do_something ) {}
#else
#define SOPLEX_DO_WITH_TMP_VERBOSITY( verbosity, spxout, do_something ) \
   {                                                             \
     if( &spxout != nullptr )                                    \
     {                                                           \
        if( verbosity <= spxout.getVerbosity() )                 \
        {                                                        \
           const SPxOut::Verbosity  old_verbosity = spxout.getVerbosity(); \
           spxout.setVerbosity( verbosity );                     \
           do_something;                                         \
           spxout.setVerbosity( old_verbosity );                 \
        }                                                        \
     }                                                           \
   }
#define SOPLEX_DO_WITH_ERR_VERBOSITY( do_something ) { do_something; }
#endif
 
/// Prints out message \p x if the verbosity level is at least SPxOut::VERB_ERROR.
#define SPX_MSG_ERROR(x)            { SOPLEX_DO_WITH_ERR_VERBOSITY( x ) }
/// Prints out message \p x if the verbosity level is at least SPxOut::VERB_WARNING.
#define SPX_MSG_WARNING(spxout, x)  { SOPLEX_DO_WITH_TMP_VERBOSITY( SPxOut::VERB_WARNING, spxout, x ) }
/// Prints out message \p x if the verbosity level is at least SPxOut::VERB_INFO1.
#define SPX_MSG_INFO1(spxout, x)    { SOPLEX_DO_WITH_TMP_VERBOSITY( SPxOut::VERB_INFO1, spxout, x ) }
/// Prints out message \p x if the verbosity level is at least SPxOut::VERB_INFO2.
#define SPX_MSG_INFO2(spxout, x)    { SOPLEX_DO_WITH_TMP_VERBOSITY( SPxOut::VERB_INFO2, spxout, x ) }
/// Prints out message \p x if the verbosity level is at least SPxOut::VERB_INFO3.
#define SPX_MSG_INFO3(spxout, x)    { SOPLEX_DO_WITH_TMP_VERBOSITY( SPxOut::VERB_INFO3, spxout, x ) }
 
extern bool msginconsistent(const char* name, const char* file, int line);
 
#define SPX_MSG_INCONSISTENT(name) msginconsistent(name, __FILE__, __LINE__)
 
#if defined(SOPLEX_DEBUG)
// print output in any case, regardless of _tolerances->verbose():
#define SPX_MSG_DEBUG(x) { x; }
#define SPX_DEBUG(x) { x; }
#else
#define SPX_MSG_DEBUG(x) /**/
#define SPX_DEBUG(x) /**/
#endif //!SOPLEX_DEBUG
 
 
/*-----------------------------------------------------------------------------
 * multi-thread support
 *-----------------------------------------------------------------------------
 */
// enable the user to compile without thread_local by setting USRCXXFLAGS=-DTHREADLOCAL=""
#if !defined(SOPLEX_THREADLOCAL)
#if defined(_MSC_VER) && _MSC_VER < 1900
#define SOPLEX_THREADLOCAL
#else
#define SOPLEX_THREADLOCAL thread_local
#endif
#endif
 
/*-----------------------------------------------------------------------------
 * Long double support, Parameters and Epsilons
 *-----------------------------------------------------------------------------
 */
 
 
#ifdef WITH_LONG_DOUBLE
 
 
typedef long double Real;
 
#ifndef SOPLEX_REAL
#define SOPLEX_REAL(x)  x##L
#define SOPLEX_REAL_FORMAT "Lf"
#endif
/// default allowed bound violation
#ifndef SOPLEX_DEFAULT_BND_VIOL
#define SOPLEX_DEFAULT_BND_VIOL   1e-12L
#endif
/// default allowed additive zero: 1.0 + EPS_ZERO == 1.0
#ifndef SOPLEX_DEFAULT_EPS_ZERO
#define SOPLEX_DEFAULT_EPS_ZERO   1e-28L
#endif
/// epsilon for factorization
#ifndef SOPLEX_DEFAULT_EPS_FACTOR
#define SOPLEX_DEFAULT_EPS_FACTOR 1e-30L
#endif
/// epsilon for factorization update
#ifndef SOPLEX_DEFAULT_EPS_UPDATE
#define SOPLEX_DEFAULT_EPS_UPDATE 1e-26L
#endif
#ifndef SOPLEX_DEFAULT_EPS_PIVOR
#define SOPLEX_DEFAULT_EPS_PIVOR 1e-20L
#endif
///
#define SOPLEX_DEFAULT_INFINITY   1e100L
 
 
#else
 
#ifdef WITH_FLOAT
 
typedef float Real;
 
#ifndef SOPLEX_REAL
#define SOPLEX_REAL(x)  x
#define SOPLEX_REAL_FORMAT "f"
#endif
/// default allowed bound violation
#ifndef SOPLEX_DEFAULT_BND_VIOL
#define SOPLEX_DEFAULT_BND_VIOL   1e-1f
#endif
/// default allowed additive zero: 1.0 + EPS_ZERO == 1.0
#ifndef SOPLEX_DEFAULT_EPS_ZERO
#define SOPLEX_DEFAULT_EPS_ZERO   1e-7f
#endif
#ifndef SOPLEX_DEFAULT_EPS_FACTOR
#define SOPLEX_DEFAULT_EPS_FACTOR 1e-7f
#endif
#ifndef SOPLEX_DEFAULT_EPS_UPDATE
#define SOPLEX_DEFAULT_EPS_UPDATE 1e-6f
#endif
#ifndef SOPLEX_DEFAULT_EPS_PIVOR
#define SOPLEX_DEFAULT_EPS_PIVOR 1e-6f
#endif
#define SOPLEX_DEFAULT_INFINITY   1e35f
 
#else
 
typedef double Real;
 
#ifndef SOPLEX_REAL
#define SOPLEX_REAL(x)  x
#define SOPLEX_REAL_FORMAT "lf"
#endif
/// default allowed bound violation
#ifndef SOPLEX_DEFAULT_BND_VIOL
#define SOPLEX_DEFAULT_BND_VIOL   1e-6
#endif
/// default allowed additive zero: 1.0 + EPS_ZERO == 1.0
#ifndef SOPLEX_DEFAULT_EPS_ZERO
#define SOPLEX_DEFAULT_EPS_ZERO   1e-16
#endif
#ifndef SOPLEX_DEFAULT_EPS_FACTOR
#define SOPLEX_DEFAULT_EPS_FACTOR 1e-20
#endif
#ifndef SOPLEX_DEFAULT_EPS_UPDATE
#define SOPLEX_DEFAULT_EPS_UPDATE 1e-16
#endif
#ifndef SOPLEX_DEFAULT_EPS_PIVOR
#define SOPLEX_DEFAULT_EPS_PIVOR 1e-10
#endif
#define SOPLEX_DEFAULT_INFINITY   1e100
 
#endif // !WITH_FLOAT
#endif // !WITH_LONG_DOUBLE
 
#define SOPLEX_MAX(x,y)        ((x)>(y) ? (x) : (y))
#define SOPLEX_MIN(x,y)        ((x)<(y) ? (x) : (y))
 
#define SPX_MAXSTRLEN       1024 /**< maximum string length in SoPlex */
 
/* Sparse vector handling:
 * - Positive zero (+0): Uninitialized position, not in structure
 * - Negative zero (-0): Value cancelled to zero, can temporarily remain
 * - Nonzero value: Active structure position
 * Zero distinction avoids duplicate indices when values cancel to zero during updates.
 * Only apply to floating point types because the rational zero is unsigned.
 */
 
/// detects whether value is positive zero
template <typename R>
inline bool isPlusZero(R x)
{
   using std::signbit;
   return x == 0 && !signbit(x);
}
 
SOPLEX_THREADLOCAL extern const Real infinity;
 
class Tolerances
{
private:
 
   //------------------------------------
   /**@name Data */
   ///@{
   /// default allowed additive zero: 1.0 + EPS_ZERO == 1.0
   Real s_epsilon;
   /// epsilon for factorization
   Real s_epsilon_factorization;
   /// epsilon for factorization update
   Real s_epsilon_update;
   /// epsilon for pivot zero tolerance in factorization
   Real s_epsilon_pivot;
   /// feasibility tolerance
   Real s_feastol;
   /// optimality tolerance
   Real s_opttol;
   /// floating point feasibility tolerance
   Real s_floating_point_feastol;
   /// floating point optimality tolerance
   Real s_floating_point_opttol;
   /// multiplier for fixed numbers that should change if s_epsilon changes
   Real s_epsilon_multiplier;
   ///@}
 
public:
 
   // default constructor
   explicit Tolerances()
      : s_epsilon(SOPLEX_DEFAULT_EPS_ZERO), s_epsilon_factorization(SOPLEX_DEFAULT_EPS_FACTOR),
        s_epsilon_update(SOPLEX_DEFAULT_EPS_UPDATE), s_epsilon_pivot(SOPLEX_DEFAULT_EPS_PIVOR),
        s_feastol(SOPLEX_DEFAULT_BND_VIOL), s_opttol(SOPLEX_DEFAULT_BND_VIOL),
        s_floating_point_feastol(SOPLEX_DEFAULT_BND_VIOL),
        s_floating_point_opttol(SOPLEX_DEFAULT_BND_VIOL),
        s_epsilon_multiplier(1.0)
   {}
 
   //------------------------------------
   /**@name Access / modification */
   ///@{
   /// global zero epsilon
   Real epsilon();
   /// set global zero epsilon
   void setEpsilon(Real eps);
   /// zero espilon used in factorization
   Real epsilonFactorization();
   /// set zero espilon used in factorization
   void setEpsilonFactorization(Real eps);
   /// zero espilon used in factorization update
   Real epsilonUpdate();
   /// set zero espilon used in factorization update
   void setEpsilonUpdate(Real eps);
   /// zero espilon used in pivot
   Real epsilonPivot();
   /// set zero espilon used in pivot
   void setEpsilonPivot(Real eps);
   /// global feasibility tolerance
   Real feastol();
   /// set global feasibility tolerance
   void setFeastol(Real ftol);
   /// global optimality tolerance
   Real opttol();
   /// set global optimality tolerance
   void setOpttol(Real otol);
   /// floating point feasibility tolerance used within the solver
   Real floatingPointFeastol();
   /// set floating point feasibility tolerance used within the solver
   void setFloatingPointFeastol(Real ftol);
   ///  floating point optimality tolerance used within the solver
   Real floatingPointOpttol();
   /// set floating point optimality tolerance used within the solver
   void setFloatingPointOpttol(Real otol);
   /// scale a value such that it remains unchanged at default epsilon, but is scaled withs smaller epsilon values
   /// this is updated in setEpsilon()
   inline Real scaleAccordingToEpsilon(Real a)
   {
      return s_epsilon_multiplier == 1.0 ? a : a * s_epsilon_multiplier;
   }
   ///@}
};
 
// A generic version of spxAbs. It would be nice if we could replace spxAbs
// with std::abs. Currently there are different versions of spxAbs under
// compile time #if. It's better to make this an overloaded function. Even
// better, replace it by std::abs since types from boost/multiprecision would
// need no extra modification.
template <class R>
R spxAbs(R a)
{
   return abs(a);
}
 
// cmath means proper long double function gets called, e.g. for fabs -> fabsl.
// Documentation unclear for nextafterl, so the ifdef remains for that case.
#ifdef WITH_LONG_DOUBLE
// returns the next representable value after x in the direction of y
inline Real spxNextafter(Real x, Real y)
{
   return nextafterl(x, y);
}
#else
// returns the next representable value after x in the direction of y
inline Real spxNextafter(Real x, Real y)
{
#ifndef _MSC_VER
   return nextafter(x, y);
#else
   return _nextafter(x, y);
#endif
}
#endif
 
/// returns |a|
template <>
inline Real spxAbs(Real a)
{
   return fabs(a);
}
 
/// returns square root
inline Real spxSqrt(Real a)
{
   return std::sqrt(a);
}
 
/// returns max(|a|,|b|)
inline Real maxAbs(Real a, Real b)
{
   const Real absa = spxAbs(a);
   const Real absb = spxAbs(b);
 
   return absa > absb ? absa : absb;
}
 
/// returns (a-b) / max(|a|,|b|,1.0)
inline Real relDiff(Real a, Real b)
{
   return (a - b) / (maxAbs(a, b) > 1.0 ? maxAbs(a, b) : 1.0);
}
 
/// safe version of snprintf
inline int spxSnprintf(
   char*                 t,                  /**< target string */
   size_t                len,                /**< length of the string to copy */
   const char*           s,                  /**< source string */
   ...                                       /**< further parameters */
)
{
   va_list ap;
   int n;
 
   assert(t != nullptr);
   assert(len > 0);
 
   va_start(ap, s); /*lint !e826*/
 
#ifdef _WIN32
   n = _vsnprintf(t, len, s, ap);
#else
   n = vsnprintf(t, len, s, ap); /*lint !e571*/
#endif
   va_end(ap);
 
   if(n < 0 || (size_t) n >= len)
   {
#ifndef NDEBUG
 
      if(n < 0)
      {
         SPX_MSG_ERROR(std::cerr << "vsnprintf returned " << n << " while reading: " << s << std::endl;)
      }
 
#endif
      t[len - 1] = '\0';
      n = (int) len - 1;
   }
 
   return n;
}
 
#ifdef SOPLEX_WITH_BOOST
 
using namespace boost::multiprecision;
 
#ifdef SOPLEX_WITH_GMP
template<boost::multiprecision::expression_template_option eto>
inline number<gmp_rational, eto> ldexp(number<gmp_rational, eto>, int exp)
{
   assert(false);
   return number<gmp_rational>();
}
 
template<boost::multiprecision::expression_template_option eto>
inline number<gmp_rational, eto> frexp(number<gmp_rational, eto>, int* exp)
{
   assert(false);
   return number<gmp_rational>();
}
#else
inline cpp_rational ldexp(cpp_rational r, int exp)
{
   assert(false);
   return cpp_rational();
}
 
inline cpp_rational frexp(cpp_rational, int* exp)
{
   assert(false);
   return cpp_rational();
}
#endif
 
// wrapped frexp function
template <typename T, boost::multiprecision::expression_template_option eto>
boost::multiprecision::number<T, eto> spxFrexp(boost::multiprecision::number<T, eto> y, int* exp)
{
   return frexp(y, exp);
}
 
// Overloaded spxLdexp
template <typename T, boost::multiprecision::expression_template_option eto>
boost::multiprecision::number<T> spxLdexp(boost::multiprecision::number<T, eto> x, int exp)
{
   return ldexp(x, exp);
}
 
// Overloaded function to return the square-root
template <typename T, expression_template_option ep>
number<T, ep> spxSqrt(number<T, ep> a)
{
   return sqrt(a);
}
 
// the nextafter function
template <typename T, expression_template_option eto>
number<T, eto> spxNextafter(number<T, eto> x,
                            number<T, eto> y)
{
   // Turns out that nextafter is not supported in the mpfr library? The mpfr
   // library does a different function named nextabove. Probably a
   // replacement? I've made an issue about this.
   // return nextafter(x,y);
 
   // @todo Temporarily, I'm returning 0
   assert(false);
   return 0;
}
 
// Returns the square root
template <typename T>
number<T> spxSqrt(number<T> a)
{
   return sqrt(a);
}
 
/// returns max(|a|,|b|)
template <typename T, expression_template_option et>
inline number<T, et> maxAbs(
   number<T, et> a, number<T, et> b)
{
   const auto absa = spxAbs(a);
   const auto absb = spxAbs(b);
 
   return absa > absb ? absa : absb;
}
 
template <typename T, expression_template_option et>
inline number<T, et> relDiff(number<T, et> a,
                             number<T, et> b)
{
   return (a - b) / (maxAbs(a, b) > 1.0 ? maxAbs(a, b) : 1.0);
}
#endif
using namespace soplex;
 
} // namespace soplex
 
// For the templated functions
#include "spxdefines.hpp"
 
#endif // _SPXDEFINES_H_