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Merge pull request #2100 from ERGO-Code/fix-2087
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Fix 2087
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@jajhall
jajhall authored Jan 5, 2025
2 parents fc0d251 + c16e22d commit 6889c0d
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Showing 12 changed files with 73 additions and 36 deletions.
19 changes: 19 additions & 0 deletions check/TestIpm.cpp
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Expand Up @@ -134,3 +134,22 @@ TEST_CASE("test-1966", "[highs_ipm]") {
printf("Sum dual infeasibilities = %g\n", info.sum_dual_infeasibilities);
}
}

TEST_CASE("test-2087", "[highs_ipm]") {
// Make sure that presolve is performed when re-solving using IPM,
// since optimal basis cannot be used, and ensure that the offset is
// used in IPX
Highs h;
h.setOptionValue("output_flag", dev_run);
// Use shell since it yields an offset after presolve
std::string model = "shell.mps";
std::string filename = std::string(HIGHS_DIR) + "/check/instances/" + model;
h.readModel(filename);

h.setOptionValue("solver", kIpmString);
h.run();
const HighsInt first_ipm_iteration_count = h.getInfo().ipm_iteration_count;

h.run();
REQUIRE(first_ipm_iteration_count == h.getInfo().ipm_iteration_count);
}
5 changes: 3 additions & 2 deletions check/TestIpx.cpp
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Expand Up @@ -22,6 +22,7 @@ using Int = ipxint;

constexpr HighsInt num_var = 12;
constexpr HighsInt num_constr = 9;
const double offset = 0;
const double obj[] = {-0.2194, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, -0.32, -0.5564, 0.6, -0.48};
const double lb[num_var] = {0.0};
Expand All @@ -47,8 +48,8 @@ TEST_CASE("test-ipx", "[highs_ipx]") {
lps.SetParameters(parameters);

// Solve the LP.
Int load_status = lps.LoadModel(num_var, obj, lb, ub, num_constr, Ap, Ai, Ax,
rhs, constr_type);
Int load_status = lps.LoadModel(num_var, offset, obj, lb, ub, num_constr, Ap,
Ai, Ax, rhs, constr_type);
REQUIRE(load_status == 0);

highs::parallel::initialize_scheduler();
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16 changes: 9 additions & 7 deletions src/ipm/IpxWrapper.cpp
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Expand Up @@ -150,18 +150,19 @@ HighsStatus solveLpIpx(const HighsOptions& options, HighsTimer& timer,
lps.SetCallback(&callback);

ipx::Int num_col, num_row;
double offset;
std::vector<ipx::Int> Ap, Ai;
std::vector<double> objective, col_lb, col_ub, Av, rhs;
std::vector<char> constraint_type;
fillInIpxData(lp, num_col, num_row, objective, col_lb, col_ub, Ap, Ai, Av,
rhs, constraint_type);
fillInIpxData(lp, num_col, num_row, offset, objective, col_lb, col_ub, Ap, Ai,
Av, rhs, constraint_type);
highsLogUser(options.log_options, HighsLogType::kInfo,
"IPX model has %" HIGHSINT_FORMAT " rows, %" HIGHSINT_FORMAT
" columns and %" HIGHSINT_FORMAT " nonzeros\n",
num_row, num_col, Ap[num_col]);

ipx::Int load_status = lps.LoadModel(
num_col, objective.data(), col_lb.data(), col_ub.data(), num_row,
num_col, offset, objective.data(), col_lb.data(), col_ub.data(), num_row,
Ap.data(), Ai.data(), Av.data(), rhs.data(), constraint_type.data());

if (load_status) {
Expand Down Expand Up @@ -387,10 +388,10 @@ HighsStatus solveLpIpx(const HighsOptions& options, HighsTimer& timer,
}

void fillInIpxData(const HighsLp& lp, ipx::Int& num_col, ipx::Int& num_row,
std::vector<double>& obj, std::vector<double>& col_lb,
std::vector<double>& col_ub, std::vector<ipx::Int>& Ap,
std::vector<ipx::Int>& Ai, std::vector<double>& Ax,
std::vector<double>& rhs,
double& offset, std::vector<double>& obj,
std::vector<double>& col_lb, std::vector<double>& col_ub,
std::vector<ipx::Int>& Ap, std::vector<ipx::Int>& Ai,
std::vector<double>& Ax, std::vector<double>& rhs,
std::vector<char>& constraint_type) {
num_col = lp.num_col_;
num_row = lp.num_row_;
Expand Down Expand Up @@ -517,6 +518,7 @@ void fillInIpxData(const HighsLp& lp, ipx::Int& num_col, ipx::Int& num_row,
col_ub[lp.num_col_ + slack] = lp.row_upper_[row];
}

offset = HighsInt(lp.sense_) * lp.offset_;
obj.resize(num_col);
for (HighsInt col = 0; col < lp.num_col_; col++) {
obj[col] = (HighsInt)lp.sense_ * lp.col_cost_[col];
Expand Down
8 changes: 4 additions & 4 deletions src/ipm/IpxWrapper.h
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Expand Up @@ -28,10 +28,10 @@ HighsStatus solveLpIpx(const HighsOptions& options, HighsTimer& timer,
HighsCallback& callback);

void fillInIpxData(const HighsLp& lp, ipx::Int& num_col, ipx::Int& num_row,
std::vector<double>& obj, std::vector<double>& col_lb,
std::vector<double>& col_ub, std::vector<ipx::Int>& Ap,
std::vector<ipx::Int>& Ai, std::vector<double>& Ax,
std::vector<double>& rhs,
double& offset, std::vector<double>& obj,
std::vector<double>& col_lb, std::vector<double>& col_ub,
std::vector<ipx::Int>& Ap, std::vector<ipx::Int>& Ai,
std::vector<double>& Ax, std::vector<double>& rhs,
std::vector<char>& constraint_type);

HighsStatus reportIpxSolveStatus(const HighsOptions& options,
Expand Down
3 changes: 2 additions & 1 deletion src/ipm/ipx/ipx_c.cc
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Expand Up @@ -9,7 +9,8 @@ ipxint ipx_load_model(void* self, ipxint num_var, const double* obj,
const ipxint* Ap, const ipxint* Ai, const double* Ax,
const double* rhs, const char* constr_type) {
LpSolver* solver = static_cast<LpSolver*>(self);
return solver->LoadModel(num_var, obj, lb, ub, num_constr, Ap, Ai, Ax, rhs,
const double offset = 0;
return solver->LoadModel(num_var, offset, obj, lb, ub, num_constr, Ap, Ai, Ax, rhs,
constr_type);
}

Expand Down
8 changes: 4 additions & 4 deletions src/ipm/ipx/iterate.cc
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Expand Up @@ -617,8 +617,8 @@ void Iterate::ComputeObjectives() const {
if (postprocessed_) {
// Compute objective values as defined for the LP model.
offset_ = 0.0;
pobjective_ = Dot(c, x_);
dobjective_ = Dot(b, y_);
pobjective_ = model_.offset() + Dot(c, x_);
dobjective_ = model_.offset() + Dot(b, y_);
for (Int j = 0; j < n+m; j++) {
if (std::isfinite(lb[j]))
dobjective_ += lb[j] * zl_[j];
Expand All @@ -630,7 +630,7 @@ void Iterate::ComputeObjectives() const {
// (after fixing and implying variables). The offset is such that
// pobjective_ + offset_ is the primal objective after postprocessing.
offset_ = 0.0;
pobjective_ = 0.0;
pobjective_ = model_.offset();
for (Int j = 0; j < n+m; j++) {
if (StateOf(j) != State::fixed)
pobjective_ += c[j] * x_[j];
Expand All @@ -643,7 +643,7 @@ void Iterate::ComputeObjectives() const {
offset_ += (zl_[j]-zu_[j]) * x_[j];
}
}
dobjective_ = Dot(b, y_);
dobjective_ = model_.offset() + Dot(b, y_);
for (Int j = 0; j < n+m; j++) {
if (has_barrier_lb(j))
dobjective_ += lb[j] * zl_[j];
Expand Down
5 changes: 3 additions & 2 deletions src/ipm/ipx/lp_solver.cc
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Expand Up @@ -12,13 +12,14 @@

namespace ipx {

Int LpSolver::LoadModel(Int num_var, const double* obj, const double* lb,
Int LpSolver::LoadModel(Int num_var, const double offset,
const double* obj, const double* lb,
const double* ub, Int num_constr, const Int* Ap,
const Int* Ai, const double* Ax, const double* rhs,
const char* constr_type) {
ClearModel();
Int errflag = model_.Load(control_, num_constr, num_var, Ap, Ai, Ax, rhs,
constr_type, obj, lb, ub);
constr_type, offset, obj, lb, ub);
model_.GetInfo(&info_);
return errflag;
}
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3 changes: 2 additions & 1 deletion src/ipm/ipx/lp_solver.h
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Expand Up @@ -28,7 +28,8 @@ class LpSolver {
// IPX_ERROR_invalid_dimension
// IPX_ERROR_invalid_matrix
// IPX_ERROR_invalid_vector
Int LoadModel(Int num_var, const double* obj, const double* lb,
Int LoadModel(Int num_var, const double offset,
const double* obj, const double* lb,
const double* ub, Int num_constr, const Int* Ap,
const Int* Ai, const double* Ax, const double* rhs,
const char* constr_type);
Expand Down
13 changes: 7 additions & 6 deletions src/ipm/ipx/model.cc
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Expand Up @@ -9,11 +9,11 @@ namespace ipx {

Int Model::Load(const Control& control, Int num_constr, Int num_var,
const Int* Ap, const Int* Ai, const double* Ax,
const double* rhs, const char* constr_type, const double* obj,
const double* lbuser, const double* ubuser) {
const double* rhs, const char* constr_type, const double offset,
const double* obj, const double* lbuser, const double* ubuser) {
clear();
Int errflag = CopyInput(num_constr, num_var, Ap, Ai, Ax, rhs, constr_type,
obj, lbuser, ubuser);
offset, obj, lbuser, ubuser);
if (errflag)
return errflag;
std::stringstream h_logging_stream;
Expand Down Expand Up @@ -336,8 +336,8 @@ void Model::EvaluateInteriorSolution(const Vector& x_solver,
presidual = std::max(presidual, Infnorm(ru));
double dresidual = Infnorm(rc);

double pobjective = Dot(scaled_obj_, x);
double dobjective = Dot(scaled_rhs_, y);
double pobjective = offset_ + Dot(scaled_obj_, x);
double dobjective = offset_ + Dot(scaled_rhs_, y);
for (Int j = 0; j < num_var_; j++) {
if (std::isfinite(scaled_lbuser_[j]))
dobjective += scaled_lbuser_[j] * zl[j];
Expand Down Expand Up @@ -541,7 +541,7 @@ static Int CheckMatrix(Int m, Int n, const Int *Ap, const Int *Ai, const double

Int Model::CopyInput(Int num_constr, Int num_var, const Int* Ap, const Int* Ai,
const double* Ax, const double* rhs,
const char* constr_type, const double* obj,
const char* constr_type, const double offset, const double* obj,
const double* lbuser, const double* ubuser) {
if (!(Ap && Ai && Ax && rhs && constr_type && obj && lbuser && ubuser)) {
return IPX_ERROR_argument_null;
Expand Down Expand Up @@ -569,6 +569,7 @@ Int Model::CopyInput(Int num_constr, Int num_var, const Int* Ap, const Int* Ai,
boxed_vars_.push_back(j);
}
constr_type_ = std::vector<char>(constr_type, constr_type+num_constr);
offset_ = offset;
scaled_obj_ = Vector(obj, num_var);
scaled_rhs_ = Vector(rhs, num_constr);
scaled_lbuser_ = Vector(lbuser, num_var);
Expand Down
10 changes: 7 additions & 3 deletions src/ipm/ipx/model.h
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Original file line number Diff line number Diff line change
Expand Up @@ -58,8 +58,8 @@ class Model {
// IPX_ERROR_invalid_vector
Int Load(const Control& control, Int num_constr, Int num_var,
const Int* Ap, const Int* Ai, const double* Ax,
const double* rhs, const char* constr_type, const double* obj,
const double* lbuser, const double* ubuser);
const double* rhs, const char* constr_type, const double offset,
const double* obj, const double* lbuser, const double* ubuser);
// Performs Flippo's test for deciding dualization
bool filippoDualizationTest() const;
// Writes statistics of input data and preprocessing to @info.
Expand Down Expand Up @@ -93,6 +93,9 @@ class Model {
const SparseMatrix& AI() const { return AI_; }
const SparseMatrix& AIt() const { return AIt_; }

// Returns the offset
const double offset() const { return offset_; }

// Returns a reference to a model vector.
const Vector& b() const { return b_; }
const Vector& c() const { return c_; }
Expand Down Expand Up @@ -207,7 +210,7 @@ class Model {
// IPX_ERROR_invalid_vector
Int CopyInput(Int num_constr, Int num_var, const Int* Ap, const Int* Ai,
const double* Ax, const double* rhs, const char* constr_type,
const double* obj, const double* lbuser,
const double offset, const double* obj, const double* lbuser,
const double* ubuser);

// Scales A_, scaled_obj_, scaled_rhs_, scaled_lbuser_ and scaled_ubuser_
Expand Down Expand Up @@ -376,6 +379,7 @@ class Model {
std::vector<char> constr_type_;
double norm_obj_{0.0}; // Infnorm(obj) as given by user
double norm_rhs_{0.0}; // Infnorm(rhs,lb,ub) as given by user
double offset_;
Vector scaled_obj_;
Vector scaled_rhs_;
Vector scaled_lbuser_;
Expand Down
12 changes: 9 additions & 3 deletions src/lp_data/Highs.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -1260,10 +1260,16 @@ HighsStatus Highs::solve() {

const bool unconstrained_lp = incumbent_lp.a_matrix_.numNz() == 0;
assert(incumbent_lp.num_row_ || unconstrained_lp);
if (basis_.valid || options_.presolve == kHighsOffString ||
unconstrained_lp) {
// Even if options_.solver == kHighsChooseString in isolation will,
// untimately lead to a choice between simplex and IPM, if a basis
// is available, simplex should surely be chosen.
const bool solver_will_use_basis = options_.solver == kSimplexString ||
options_.solver == kHighsChooseString;
if ((basis_.valid || options_.presolve == kHighsOffString ||
unconstrained_lp) &&
solver_will_use_basis) {
// There is a valid basis for the problem, presolve is off, or LP
// has no constraint matrix
// has no constraint matrix, and the solver will use the basis
ekk_instance_.lp_name_ =
"LP without presolve, or with basis, or unconstrained";
// If there is a valid HiGHS basis, refine any status values that
Expand Down
7 changes: 4 additions & 3 deletions src/presolve/ICrashX.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -20,12 +20,13 @@ HighsStatus callCrossover(const HighsOptions& options, const HighsLp& lp,
HighsModelStatus& model_status, HighsInfo& highs_info,
HighsCallback& highs_callback) {
ipx::Int num_col, num_row;
double offset;
std::vector<ipx::Int> Ap, Ai;
std::vector<double> objective, col_lb, col_ub, Av, rhs;
std::vector<char> constraint_type;

fillInIpxData(lp, num_col, num_row, objective, col_lb, col_ub, Ap, Ai, Av,
rhs, constraint_type);
fillInIpxData(lp, num_col, num_row, offset, objective, col_lb, col_ub, Ap, Ai,
Av, rhs, constraint_type);
// if (res != IpxStatus::OK) return HighsStatus::kError;

const HighsLogOptions& log_options = options.log_options;
Expand Down Expand Up @@ -55,7 +56,7 @@ HighsStatus callCrossover(const HighsOptions& options, const HighsLp& lp,
lps.SetCallback(&highs_callback);

ipx::Int load_status = lps.LoadModel(
num_col, objective.data(), col_lb.data(), col_ub.data(), num_row,
num_col, offset, objective.data(), col_lb.data(), col_ub.data(), num_row,
Ap.data(), Ai.data(), Av.data(), rhs.data(), constraint_type.data());
if (load_status != 0) {
highsLogUser(log_options, HighsLogType::kError,
Expand Down

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