/* gmigen.c (Gomory's mixed integer cuts generator) */

/***********************************************************************
*  This code is part of GLPK (GNU Linear Programming Kit).
*
*  Copyright (C) 2002-2016 Andrew Makhorin, Department for Applied
*  Informatics, Moscow Aviation Institute, Moscow, Russia. All rights
*  reserved. E-mail: <mao@gnu.org>.
*
*  GLPK is free software: you can redistribute it and/or modify it
*  under the terms of the GNU General Public License as published by
*  the Free Software Foundation, either version 3 of the License, or
*  (at your option) any later version.
*
*  GLPK is distributed in the hope that it will be useful, but WITHOUT
*  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
*  or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
*  License for more details.
*
*  You should have received a copy of the GNU General Public License
*  along with GLPK. If not, see <http://www.gnu.org/licenses/>.
***********************************************************************/

#include "env.h"
#include "prob.h"

/***********************************************************************
*  NAME
*
*  glp_gmi_gen - generate Gomory's mixed integer cuts
*
*  SYNOPSIS
*
*  int glp_gmi_gen(glp_prob *P, glp_prob *pool, int max_cuts);
*
*  DESCRIPTION
*
*  This routine attempts to generate Gomory's mixed integer cuts for
*  integer variables, whose primal values in current basic solution are
*  integer infeasible (fractional).
*
*  On entry to the routine the basic solution contained in the problem
*  object P should be optimal, and the basis factorization should be
*  valid.
*
*  The cutting plane inequalities generated by the routine are added to
*  the specified cut pool.
*
*  The parameter max_cuts specifies the maximal number of cuts to be
*  generated. Note that the number of cuts cannot exceed the number of
*  basic variables, which is the number of rows in the problem object.
*
*  RETURNS
*
*  The routine returns the number of cuts that have been generated and
*  added to the cut pool. */

#define f(x) ((x) - floor(x))
/* compute fractional part of x */

struct var { int j; double f; };

static int fcmp(const void *p1, const void *p2)
{     const struct var *v1 = p1, *v2 = p2;
      if (v1->f > v2->f) return -1;
      if (v1->f < v2->f) return +1;
      return 0;
}

int glp_gmi_gen(glp_prob *P, glp_prob *pool, int max_cuts)
{     int m = P->m;
      int n = P->n;
      GLPCOL *col;
      struct var *var;
      int i, j, k, t, len, nv, nnn, *ind;
      double frac, *val, *phi;
      /* sanity checks */
      if (!(P->m == 0 || P->valid))
         xerror("glp_gmi_gen: basis factorization does not exist\n");
      if (!(P->pbs_stat == GLP_FEAS && P->dbs_stat == GLP_FEAS))
         xerror("glp_gmi_gen: optimal basic solution required\n");
      if (pool->n != n)
         xerror("glp_gmi_gen: cut pool has wrong number of columns\n");
      /* allocate working arrays */
      var = xcalloc(1+n, sizeof(struct var));
      ind = xcalloc(1+n, sizeof(int));
      val = xcalloc(1+n, sizeof(double));
      phi = xcalloc(1+m+n, sizeof(double));
      /* build the list of integer structural variables, which are
       * basic and have integer infeasible (fractional) primal values
       * in optimal solution to specified LP */
      nv = 0;
      for (j = 1; j <= n; j++)
      {  col = P->col[j];
         if (col->kind != GLP_IV)
            continue;
         if (col->type == GLP_FX)
            continue;
         if (col->stat != GLP_BS)
            continue;
         frac = f(col->prim);
         if (!(0.05 <= frac && frac <= 0.95))
            continue;
         /* add variable to the list */
         nv++, var[nv].j = j, var[nv].f = frac;
      }
      /* sort the list by descending fractionality */
      qsort(&var[1], nv, sizeof(struct var), fcmp);
      /* try to generate cuts by one for each variable in the list, but
       * not more than max_cuts cuts */
      nnn = 0;
      for (t = 1; t <= nv; t++)
      {  len = glp_gmi_cut(P, var[t].j, ind, val, phi);
         if (len < 1)
            goto skip;
         /* if the cut inequality seems to be badly scaled, reject it
          * to avoid numerical difficulties */
         for (k = 1; k <= len; k++)
         {  if (fabs(val[k]) < 1e-03)
               goto skip;
            if (fabs(val[k]) > 1e+03)
               goto skip;
         }
         /* add the cut to the cut pool for further consideration */
         i = glp_add_rows(pool, 1);
         glp_set_row_bnds(pool, i, GLP_LO, val[0], 0);
         glp_set_mat_row(pool, i, len, ind, val);
         /* one cut has been generated */
         nnn++;
         if (nnn == max_cuts)
            break;
skip:    ;
      }
      /* free working arrays */
      xfree(var);
      xfree(ind);
      xfree(val);
      xfree(phi);
      return nnn;
}

/* eof */
