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Solving Constraint Integer Programs

GomoryHuTree.cpp
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4/* SCIP --- Solving Constraint Integer Programs */
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24
25/**@file GomoryHuTree.cpp
26 * @brief generator for global cuts in undirected graphs
27 * @author Georg Skorobohatyj
28 * @author Timo Berthold
29 */
30
31/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
32
33
34#include <stdio.h>
35#include <assert.h>
36
37#include "objscip/objscip.h"
38#include "GomoryHuTree.h"
39
40/** epsilon value for numerical comparisons */
41#define EPS 1.0E-10
42
43/* static variables */
45static long* number;
46static long max_dist;
47static long bound;
49
50
51/** create a graph */
53 int n, /**< number of nodes */
54 int m, /**< number of edges */
55 GRAPH** gr /**< pointer to store graph */
56 )
57{
58 assert( gr != NULL );
59
61 if( *gr == NULL )
62 return FALSE;
63
64 BMSallocMemoryArray(&(*gr)->nodes, n);
65 if( (*gr)->nodes == NULL )
66 {
67 BMSfreeMemory(gr);
68 return FALSE;
69 }
70
71 BMSallocMemoryArray(&(*gr)->edges, m);
72 if( (*gr)->edges == NULL )
73 {
74 BMSfreeMemoryArray(&(*gr)->nodes);
75 BMSfreeMemory(gr);
76 return FALSE;
77 }
78 (*gr)->nuses = 1;
79 (*gr)->nnodes = n;
80 (*gr)->nedges = m/2;
81 (*gr)->nedgesnonzero = m/2;
82
83 return TRUE;
84}
85
86/** free a graph */
87static
89 GRAPH** gr /**< pointer a graph */
90 )
91{
92 assert(gr != NULL);
93 assert(*gr != NULL);
94 assert((*gr)->nuses == 0);
95
96 BMSfreeMemory(&(*gr)->nodes);
97 BMSfreeMemory(&(*gr)->edges);
98 BMSfreeMemory(gr);
99}
100
101/** capture graph */
103 GRAPH* gr /**< graph */
104 )
105{
106 assert(gr != NULL);
107
108 ++gr->nuses;
109}
110
111/** release graph */
113 GRAPH** gr /**< graph */
114 )
115{
116 assert(gr != NULL);
117 assert(*gr != NULL);
118
119 --(*gr)->nuses;
120
121 if( (*gr)->nuses == 0 )
122 free_graph(gr);
123 *gr = NULL;
124}
125
126/** initialize maximum flow computation */
127static
129 long n /**< number of nodes */
130 )
131{
132 active = (GRAPHNODE**) malloc((n+1L) * sizeof (GRAPHNODE*));
133
134 /* holds stacks of active nodes arranged by distances */
135 if ( active == (GRAPHNODE **) 0 )
136 {
137 printf ("Unable to allocate memory\n");
138 return FALSE;
139 }
140
141 number = (long *) malloc ((n+1L) * sizeof (long));
142
143 /* counts occurences of node distances in set of alive nodes, i.e., nodes not contained in the set of nodes
144 * disconnected from the sink */
145 if ( number == (long *) 0 )
146 {
147 printf ("Unable to allocate memory\n");
148 return FALSE;
149 }
150 co_check = TRUE;
151
152 return TRUE;
153}
154
155/** free initialization data structures */
156static
157void fini_maxflow(void)
158{
159 free(active);
160 free(number);
161}
162
163/** global relabel operation */
164static
166 GRAPH* gr, /**< graph */
167 GRAPHNODE* tptr /**< node to be relabeled */
168 )
169{
170 /* breadth first search to get exact distance labels from sink with reordering of stack of active nodes */
171 GRAPHNODE* front;
172 GRAPHNODE* rear;
173 GRAPHNODE* nptr;
174 GRAPHNODE** ptr;
175 GRAPHEDGE* eptr;
176 long n;
177 long level;
178 long count;
179 long i;
180
181 n = gr->nnodes;
182 for ( nptr = &(gr->nodes[n-1L]); nptr >= gr->nodes; nptr-- )
183 {
184 nptr->unmarked = TRUE;
185 nptr->stack_link = NULL;
186 nptr->scan_ptr = nptr->first_edge;
187 while( nptr->scan_ptr != NULL && nptr->scan_ptr->cap <= EPS )
188 nptr->scan_ptr = nptr->scan_ptr->next;
189 }
190 tptr->unmarked = FALSE;
191
192 /* initialize stack of active nodes */
193 for ( ptr = &(active[n]); ptr >= active; ptr-- )
194 *ptr = NULL;
195
196 for ( i = 0L; i <= n; i++ )
197 number[i] = 0L;
198
199 max_dist = 0L;
200 count = 1L; /* number of alive nodes */
201 front = tptr;
202 rear = front;
203
204 bfs_next:
205 level = rear->dist + 1L;
206 eptr = rear->first_edge;
207 while ( eptr != NULL )
208 {
209 nptr = eptr->adjac;
210 if ( nptr->alive && nptr->unmarked && eptr->back->rcap > EPS )
211 {
212 assert(eptr->cap > EPS);
213 assert(eptr->back->cap > EPS);
214
215 nptr->unmarked = FALSE;
216 nptr->dist = (int) level;
217 ++count;
218 ++number[level];
219
220 if ( nptr->excess > EPS )
221 {
222 nptr->stack_link = active[level];
223 active[level] = nptr;
224 max_dist = level;
225 }
226 front->bfs_link = nptr;
227 front = nptr;
228 }
229 eptr = eptr->next;
230 }
231
232 if ( front == rear )
233 goto bfs_ready;
234
235 rear = rear->bfs_link;
236 goto bfs_next;
237
238 bfs_ready:
239
240 if ( count < bound )
241 {
242 /* identify nodes that are marked alive but have not been reached by BFS and mark them as dead */
243 for ( nptr = &(gr->nodes[n-1L]); nptr >= gr->nodes; nptr-- )
244 {
245 if ( nptr->unmarked && nptr->alive )
246 {
247 nptr->dist = (int) n;
248 nptr->alive = FALSE;
249 }
250 }
251 bound = count;
252 }
253}
254
255/** compute maximum flow
256 *
257 * Determines maximum flow and minimum cut between nodes s (= *s_ptr) and t (= *t_ptr) in an undirected graph
258 *
259 * References:
260 * A. Goldberg/ E. Tarjan: "A New Approach to the Maximum Flow Problem", in Proc. 18th ACM Symp. on Theory of Computing, 1986.
261 */
262static
263double maxflow(
264 GRAPH* gr, /**< graph */
265 GRAPHNODE* s_ptr, /**< start node */
266 GRAPHNODE* t_ptr /**< target node */
267 )
268{
269 GRAPHNODE* aptr;
270 GRAPHNODE* nptr;
271 GRAPHNODE* q_front;
272 GRAPHNODE* q_rear;
273 GRAPHEDGE* eptr;
274 long n;
275 long m;
276 long m0;
277 long level;
278 long i;
279 long n_discharge;
280 double incre;
281 long dmin;
282 double cap;
283
284 /* node ids range from 1 to n, node array indices range from 0 to n-1 */
285 n = gr->nnodes;
286 for ( nptr = &(gr->nodes[n-1L]); nptr >= gr->nodes; nptr-- )
287 {
288 nptr->scan_ptr = nptr->first_edge;
289 while( nptr->scan_ptr != NULL && nptr->scan_ptr->cap <= EPS )
290 nptr->scan_ptr = nptr->scan_ptr->next;
291
292 if ( nptr->scan_ptr == NULL )
293 {
294 fprintf(stderr, "isolated node in input graph\n");
295 return FALSE;
296 }
297
298 nptr->excess = 0.0;
299 nptr->stack_link = NULL;
300 nptr->alive = TRUE;
301 nptr->unmarked = TRUE;
302 }
303
304 m = gr->nedgesnonzero;
305 m0 = gr->nedges;
306 for ( eptr = &(gr->edges[m-1L]); eptr >= gr->edges; eptr-- )
307 eptr->rcap = eptr->cap;
308
309 for ( eptr = &(gr->edges[m0+m-1L]); eptr >= &(gr->edges[m0]); eptr-- )
310 eptr->rcap = eptr->cap;
311
312 for ( i = n; i >= 0L; i-- )
313 {
314 number[i] = 0L;
315 active[i] = NULL;
316 }
317 t_ptr->dist = 0L;
318
319 /* breadth first search to get exact distances from sink and for test of graph connectivity */
320 t_ptr->unmarked = FALSE;
321 q_front = t_ptr;
322 q_rear = q_front;
323
324 bfs_next:
325 level = q_rear->dist + 1L;
326 eptr = q_rear->first_edge;
327
328 while ( eptr != NULL )
329 {
330 assert(eptr->back->cap == eptr->back->rcap); /*lint !e777*/
331 if ( eptr->adjac->unmarked && eptr->back->rcap > EPS )
332 {
333 nptr = eptr->adjac;
334 nptr->unmarked = FALSE;
335 nptr->dist = (int) level;
336 ++number[level];
337 q_front->bfs_link = nptr;
338 q_front = nptr;
339 }
340 eptr = eptr->next;
341 }
342
343 if ( q_rear == q_front )
344 goto bfs_ready;
345
346 q_rear = q_rear->bfs_link;
347 goto bfs_next;
348
349 bfs_ready:
350 if ( co_check )
351 {
352 co_check = FALSE;
353 for ( nptr = &(gr->nodes[n-1]); nptr >= gr->nodes; --nptr )
354 {
355 if ( nptr->unmarked )
356 return (-1.0);
357 }
358 }
359
360 s_ptr->dist = (int) n; /* number[0] and number[n] not required */
361 t_ptr->dist = 0L;
362 t_ptr->excess = 1.0; /* to be subtracted again */
363
364 /* initial preflow push from source node */
365 max_dist = 0L; /* = max_dist of active nodes */
366 eptr = s_ptr->first_edge;
367
368 while ( eptr != NULL )
369 {
370 if( eptr->cap > EPS )
371 {
372 nptr = eptr->adjac;
373 cap = eptr->rcap;
374 nptr->excess += cap;
375 s_ptr->excess -= cap;
376 eptr->back->rcap += cap;
377 eptr->rcap = 0.0;
378
379 if ( nptr != t_ptr && nptr->excess <= cap + EPS )
380 {
381 /* push node nptr onto stack for nptr->dist, but only once in case of double edges */
382 nptr->stack_link = active[nptr->dist];
383 active[nptr->dist] = nptr;
384 if ( nptr->dist > max_dist )
385 max_dist = nptr->dist;
386 }
387 }
388 eptr = eptr->next;
389 }
390
391 s_ptr->alive = FALSE;
392 bound = n;
393 n_discharge = 0L;
394
395 /* main loop */
396 do
397 {
398 /* get maximum distance active node */
399 aptr = active[max_dist];
400 while ( aptr != NULL )
401 {
402 active[max_dist] = aptr->stack_link;
403 eptr = aptr->scan_ptr;
404 assert(eptr != NULL);
405 assert(eptr->back != NULL);
406 assert(eptr->cap > EPS);
407
408 edge_scan: /* for current active node */
409 assert(eptr != NULL);
410 assert(eptr->back != NULL);
411 assert(eptr->cap > EPS);
412
413 nptr = eptr->adjac;
414 assert(nptr != NULL);
415 if ( nptr->dist == aptr->dist - 1L && eptr->rcap > EPS )
416 {
417 incre = aptr->excess;
418 if ( incre <= eptr->rcap )
419 {
420 /* perform a non saturating push */
421 eptr->rcap -= incre;
422 eptr->back->rcap += incre;
423 aptr->excess = 0.0;
424 nptr->excess += incre;
425
426 if ( nptr->excess <= incre + EPS )
427 {
428 /* push nptr onto active stack */
429 nptr->stack_link = active[nptr->dist];
430 active[nptr->dist] = nptr;
431 }
432
433 assert(eptr->cap > EPS);
434 aptr->scan_ptr = eptr;
435
436 goto node_ready;
437 }
438 else
439 {
440 /* perform a saturating push */
441 incre = eptr->rcap;
442 eptr->back->rcap += incre;
443 aptr->excess -= incre;
444 nptr->excess += incre;
445 eptr->rcap = 0.0;
446
447 if ( nptr->excess <= incre + EPS )
448 {
449 /* push nptr onto active stack */
450 nptr->stack_link = active[nptr->dist];
451 active[nptr->dist] = nptr;
452 }
453
454 if ( aptr->excess <= EPS )
455 {
456 assert(eptr->cap > EPS);
457 aptr->scan_ptr = eptr;
458
459 goto node_ready;
460 }
461 }
462 }
463
464 /* go to the next non-zero edge */
465 do
466 {
467 eptr = eptr->next;
468 }
469 while( eptr != NULL && eptr->cap <= EPS );
470
471 if ( eptr == NULL )
472 {
473 /* all incident arcs scanned, but node still has positive excess, check if for all nptr
474 * nptr->dist != aptr->dist */
475 if ( number[aptr->dist] == 1L )
476 {
477 /* put all nodes v with dist[v] >= dist[a] into the set of "dead" nodes since they are disconnected from
478 * the sink */
479 for ( nptr = &(gr->nodes[n-1L]); nptr >= gr->nodes; nptr-- )
480 {
481 if ( nptr->alive && nptr->dist > aptr->dist )
482 {
483 --number[nptr->dist];
484 active[nptr->dist] = NULL;
485 nptr->alive = FALSE;
486 nptr->dist = (int) n;
487 --bound;
488 }
489 }
490 --number[aptr->dist];
491 active[aptr->dist] = NULL;
492 aptr->alive = FALSE;
493 aptr->dist = (int) n;
494 --bound;
495
496 goto node_ready;
497 }
498 else
499 {
500 /* determine new label value */
501 dmin = n;
502 aptr->scan_ptr = NULL;
503 eptr = aptr->first_edge;
504 while ( eptr != NULL )
505 {
506 assert(eptr->rcap <= EPS || eptr->cap > EPS);
507 if ( eptr->adjac->dist < dmin && eptr->rcap > EPS )
508 {
509 assert(eptr->cap > EPS);
510 dmin = eptr->adjac->dist;
511 if ( aptr->scan_ptr == NULL )
512 aptr->scan_ptr = eptr;
513 }
514 eptr = eptr->next;
515 }
516
517 if ( ++dmin < bound )
518 {
519 /* ordinary relabel operation */
520 --number[aptr->dist];
521 aptr->dist = (int) dmin;
522 ++number[dmin];
523 max_dist = dmin;
524 eptr = aptr->scan_ptr;
525 assert(eptr != NULL);
526 assert(eptr->cap > EPS);
527
528 goto edge_scan;
529 }
530 else
531 {
532 aptr->alive = FALSE;
533 --number[aptr->dist];
534 aptr->dist = (int) n;
535 --bound;
536
537 goto node_ready;
538 }
539 }
540 }
541 else
542 goto edge_scan;
543
544 node_ready:
545 ++n_discharge;
546 if ( n_discharge == n )
547 {
548 n_discharge = 0L;
549 global_relabel (gr, t_ptr);
550 }
551 aptr = active[max_dist];
552 }
553 --max_dist;
554 }
555 while ( max_dist > 0L );
556
557 return (int) (t_ptr->excess - 1.0L);
558}
559
560/** determine whether node i is on the path to the root starting from j */
561static
563 GRAPH* gr, /**< graph */
564 int i, /**< node to search for */
565 int j /**< starting node */
566 )
567{
568 while( i != j && j != 0 )
569 {
570 j = gr->nodes[j].parent->id;
571 }
572
573 if( i == j )
574 return TRUE;
575 else
576 return FALSE;
577}
578
579/** constructs a list of cuts for a TSP relaxation polytope from a Gomory Hu Tree
580 *
581 * If the non-zero-edges of a TSP relaxation induce a non-connected graph, an according cut is generated, using
582 * information from BFS in method maxflow.
583 */
584static
586 GRAPH* gr, /**< graph */
587 SCIP_Bool** cuts, /**< array of arrays to store cuts */
588 int* ncuts, /**< pointer to store number of cuts */
589 double minviol /**< minimal violation of a cut to be returned */
590 )
591{
592 int k = 0;
593
594 for( int i = 1; i < gr->nnodes; i++ )
595 {
596 if( gr->nodes[i].mincap < 2.0 - minviol )
597 {
598 cuts[k][0] = FALSE;
599 for( int j = 1 ; j < gr->nnodes; j++ )
600 cuts[k][j] = nodeOnRootPath(gr, i, j);
601 k++;
602 }
603 }
604 *ncuts = k;
605}
606
607/** construct a single cut */
608static
610 GRAPH* gr, /**< graph */
611 SCIP_Bool** cuts /**< array of arrays to store cuts */
612 )
613{
614 cuts[0][0] = FALSE;
615 for( int i = 1; i < gr->nnodes; i++ )
616 cuts[0][i]=gr->nodes[i].unmarked;
617}
618
619/** Determines Gomory/Hu cut tree for input graph with capacitated edges
620 *
621 * The tree structures is represented by parent pointers which are part of the node structure, the capacity of a tree
622 * edge is stored at the child node, the root of the cut tree is the first node in the list of graph nodes
623 * (&gr->nodes[0]). The implementation is described in [1].
624 *
625 * References:
626 * 1) D. Gusfield: "Very Simple Algorithms and Programs for All Pairs Network Flow Analysis",
627 * Computer Science Division, University of California, Davis, 1987.
628 *
629 * 2) R.E. Gomory and T.C. Hu: "Multi-Terminal Network Flows",
630 * SIAM J. Applied Math. 9 (1961), 551-570.
631 */
633 GRAPH* gr, /**< graph */
634 SCIP_Bool** cuts, /**< array of arrays to store cuts */
635 int* ncuts, /**< pointer to store number of cuts */
636 double minviol /**< minimal violation of a cut to be returned */
637 )
638{
639 GRAPHNODE* nptr;
640 GRAPHNODE* nptr1;
641 GRAPHNODE* nptrn;
642 GRAPHNODE* sptr;
643 GRAPHNODE* tptr;
644 double maxfl;
645 long n;
646
647 n = gr->nnodes;
648
649 if ( ! init_maxflow(n) )
650 return FALSE;
651
652 nptr1 = gr->nodes;
653 nptrn = &(gr->nodes[n-1L]);
654 for ( nptr = nptrn; nptr >= nptr1; nptr-- )
655 nptr->parent = nptr1;
656
657 for ( sptr = &(gr->nodes[1L]); sptr <= nptrn; sptr++ )
658 {
659 tptr = sptr->parent;
660 maxfl = maxflow(gr, sptr, tptr);
661
662 /* maxfl < 0 <=> graph is not connected => generate cut */
663 if ( maxfl < 0L )
664 {
665 constructSingleCut(gr,cuts);
666 *ncuts = 1;
667 fini_maxflow();
668 return TRUE;
669 }
670
671 sptr->mincap = maxfl;
672 for ( nptr = &(gr->nodes[1L]); nptr <= nptrn; nptr++ )
673 {
674 if ( nptr != sptr && ! nptr->alive && nptr->parent == tptr )
675 nptr->parent = sptr;
676 }
677
678 if ( ! tptr->parent->alive )
679 {
680 sptr->parent = tptr->parent;
681 tptr->parent = sptr;
682 sptr->mincap = tptr->mincap;
683 tptr->mincap = maxfl;
684 }
685 }
686 fini_maxflow();
687 constructCutList(gr, cuts, ncuts, minviol);
688
689 return TRUE;
690}
static long bound
static void constructSingleCut(GRAPH *gr, SCIP_Bool **cuts)
static void global_relabel(GRAPH *gr, GRAPHNODE *tptr)
void capture_graph(GRAPH *gr)
static SCIP_Bool nodeOnRootPath(GRAPH *gr, int i, int j)
SCIP_Bool create_graph(int n, int m, GRAPH **gr)
static GRAPHNODE ** active
static double maxflow(GRAPH *gr, GRAPHNODE *s_ptr, GRAPHNODE *t_ptr)
static long * number
static void fini_maxflow(void)
#define EPS
static void constructCutList(GRAPH *gr, SCIP_Bool **cuts, int *ncuts, double minviol)
static SCIP_Bool co_check
SCIP_Bool ghc_tree(GRAPH *gr, SCIP_Bool **cuts, int *ncuts, double minviol)
void release_graph(GRAPH **gr)
static SCIP_Bool init_maxflow(long n)
static long max_dist
static void free_graph(GRAPH **gr)
generator for global cuts in undirected graphs
#define NULL
Definition: def.h:266
#define SCIP_Bool
Definition: def.h:91
#define TRUE
Definition: def.h:93
#define FALSE
Definition: def.h:94
#define BMSfreeMemory(ptr)
Definition: memory.h:145
#define BMSallocMemoryArray(ptr, num)
Definition: memory.h:123
#define BMSfreeMemoryArray(ptr)
Definition: memory.h:147
#define BMSallocMemory(ptr)
Definition: memory.h:118
C++ wrapper classes for SCIP.
struct GraphEdge * back
Definition: GomoryHuTree.h:70
double rcap
Definition: GomoryHuTree.h:66
double cap
Definition: GomoryHuTree.h:65
GRAPHNODE * adjac
Definition: GomoryHuTree.h:72
struct GraphEdge * next
Definition: GomoryHuTree.h:69
struct GraphEdge * first_edge
Definition: GomoryHuTree.h:53
struct GraphNode * bfs_link
Definition: GomoryHuTree.h:56
double mincap
Definition: GomoryHuTree.h:48
SCIP_Bool unmarked
Definition: GomoryHuTree.h:50
SCIP_Bool alive
Definition: GomoryHuTree.h:51
double excess
Definition: GomoryHuTree.h:47
struct GraphEdge * scan_ptr
Definition: GomoryHuTree.h:54
struct GraphNode * parent
Definition: GomoryHuTree.h:58
struct GraphNode * stack_link
Definition: GomoryHuTree.h:57
GRAPHNODE * nodes
Definition: GomoryHuTree.h:86
int nedges
Definition: GomoryHuTree.h:83
int nedgesnonzero
Definition: GomoryHuTree.h:84
int nnodes
Definition: GomoryHuTree.h:82
int nuses
Definition: GomoryHuTree.h:81
GRAPHEDGE * edges
Definition: GomoryHuTree.h:87