MISolver.cc 22.6 KB
Newer Older
Henrik Zimmer's avatar
Henrik Zimmer committed
1
2
/*===========================================================================*\
 *                                                                           *
Henrik Zimmer's avatar
Henrik Zimmer committed
3
 *                               CoMISo                                      *
Henrik Zimmer's avatar
Henrik Zimmer committed
4
 *      Copyright (C) 2008-2009 by Computer Graphics Group, RWTH Aachen      *
Henrik Zimmer's avatar
Henrik Zimmer committed
5
 *                           www.rwth-graphics.de                            *
Henrik Zimmer's avatar
Henrik Zimmer committed
6
 *                                                                           *
Henrik Zimmer's avatar
Henrik Zimmer committed
7
8
 *---------------------------------------------------------------------------* 
 *  This file is part of CoMISo.                                             *
Henrik Zimmer's avatar
Henrik Zimmer committed
9
 *                                                                           *
Henrik Zimmer's avatar
Henrik Zimmer committed
10
11
12
13
 *  CoMISo 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.                                      *
Henrik Zimmer's avatar
Henrik Zimmer committed
14
15
16
17
 *                                                                           *
 *  CoMISo 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            *
Henrik Zimmer's avatar
Henrik Zimmer committed
18
 *  GNU General Public License for more details.                             *
Henrik Zimmer's avatar
Henrik Zimmer committed
19
 *                                                                           *
Henrik Zimmer's avatar
Henrik Zimmer committed
20
21
 *  You should have received a copy of the GNU General Public License        *
 *  along with CoMISo.  If not, see <http://www.gnu.org/licenses/>.          *
Henrik Zimmer's avatar
Henrik Zimmer committed
22
 *                                                                           *
Henrik Zimmer's avatar
Henrik Zimmer committed
23
\*===========================================================================*/ 
Henrik Zimmer's avatar
Henrik Zimmer committed
24
25


David Bommes's avatar
David Bommes committed
26
#include <CoMISo/Config/config.hh>
27
#include "MISolver.hh"
28
#include "CoMISo/Utils/CoMISoError.hh"
29

30
#if(COMISO_QT_AVAILABLE)
31
#include <CoMISo/QtWidgets/MISolverDialogUI.hh>
32
33
#endif

David Bommes's avatar
David Bommes committed
34
35
36
37
#if COMISO_GUROBI_AVAILABLE
  #include <gurobi_c++.h>
#endif

38
39
#include <Base/Debug/DebOut.hh>
#include <Base/Utils/StopWatch.hh>
David Bommes's avatar
David Bommes committed
40

41
42
43
#include <gmm/gmm.h>
#include <float.h>

44
45
46
// hack for testing only
#include "SparseQRSolver.hh"
#include "UMFPACKSolver.hh"
47
#include "EigenLDLTSolver.hh"
David Bommes's avatar
David Bommes committed
48

49
50
#define ROUND(x) ((x)<0?int((x)-0.5):int((x)+0.5))

51
namespace COMISO {
52
53
54
55
56
57
58
59



// Constructor
MISolver::MISolver() 
{
  // default parameters
  initial_full_solution_ = true;
David Bommes's avatar
David Bommes committed
60
  iter_full_solution_    = true;
61
62
  final_full_solution_   = true;

David Bommes's avatar
David Bommes committed
63
64
65
  direct_rounding_   = false;
  no_rounding_       = false;
  multiple_rounding_ = true;
David Bommes's avatar
David Bommes committed
66
  gurobi_rounding_   = false;
David Bommes's avatar
David Bommes committed
67
  cplex_rounding_    = false;
68

David Bommes's avatar
David Bommes committed
69
  max_local_iters_ = 100000;
70
  max_local_error_ = 1e-3;
David Bommes's avatar
David Bommes committed
71
  max_cg_iters_    = 50;
72
  max_cg_error_    = 1e-3;
David Bommes's avatar
David Bommes committed
73
74
75

  multiple_rounding_threshold_ = 0.5;

David Bommes's avatar
David Bommes committed
76
77
  gurobi_max_time_ = 60;

78
79
  noisy_ = 0;
  stats_ = true;
80
81

  use_constraint_reordering_ = true;
82
83
}

David Bommes's avatar
David Bommes committed
84

85
86
87
88
89
90
91
92
//-----------------------------------------------------------------------------


MISolver::~MISolver()
{
}


93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
//-----------------------------------------------------------------------------

void
MISolver::solve(
    CSCMatrix& _A,
    Vecd&      _x,
    Vecd&      _rhs,
    Veci&      _to_round,
    bool       _fixed_order )
{
  DEB_enter_func

  DEB_out(2, "# integer    variables: " << _to_round.size() 
    << "\n# continuous variables: " << _x.size()-_to_round.size() << "\n")

        // nothing to solve?
        if( gmm::mat_ncols(_A) == 0 || gmm::mat_nrows(_A) == 0)
                return;

        if( gurobi_rounding_)
                solve_gurobi(_A, _x, _rhs, _to_round);
        else if( cplex_rounding_)
                solve_cplex(_A, _x, _rhs, _to_round);
        else if( no_rounding_ || _to_round.size() == 0)
                solve_no_rounding( _A, _x, _rhs);
        else if( direct_rounding_)
                solve_direct_rounding( _A, _x, _rhs, _to_round);
        else if( multiple_rounding_)
                solve_multiple_rounding( _A, _x, _rhs, _to_round);
        else
                solve_iterative( _A, _x, _rhs, _to_round, _fixed_order);
}


//-----------------------------------------------------------------------------

// inline function...
void
MISolver::solve_cplex(
    CSCMatrix& _A,
    Vecd&      _x,
    Vecd&      _rhs,
    Veci&      _to_round)
{
  DEB_enter_func;
        DEB_out(2, "gurobi_max_time_: " << gurobi_max_time_ << "\n")

#if COMISO_CPLEX_AVAILABLE

  // get round-indices in set
  std::set<int> to_round;
  for(unsigned int i=0; i<_to_round.size();++i)
    to_round.insert(_to_round[i]);

  try {

    IloEnv env_;
    IloModel model(env_);

    // set time limite
    //    model.getEnv().set(GRB_DoubleParam_TimeLimit, gurobi_max_time_);

    unsigned int n = _rhs.size();

    // 1. allocate variables
    std::vector<IloNumVar> vars;
    for( unsigned int i=0; i<n; ++i)
      if( to_round.count(i))
        vars.push_back( IloNumVar(env_,  -IloIntMax,   IloIntMax, IloNumVar::Int)   );
      else
        vars.push_back( IloNumVar(env_,-IloInfinity, IloInfinity, IloNumVar::Float) );


    // 2. setup_energy

    // build objective function from linear system E = x^tAx - 2x^t*rhs
    IloExpr objective(env_);

    for(unsigned int i=0; i<_A.nc; ++i)
      for(unsigned int j=_A.jc[i]; j<_A.jc[i+1]; ++j)
      {
        objective += _A.pr[j]*vars[_A.ir[j]]*vars[i];
      }
    for(unsigned int i=0; i<n; ++i)
      objective -= 2*_rhs[i]*vars[i];

    // ToDo: objective correction!!!

    //    _A.jc[c+1]
    //    _A.pr[write]
    //    _A.ir[write]
    //    _A.nc
    //    _A.nr

    // minimize
    model.add(IloMinimize(env_,objective));

    // 4. solve
    IloCplex cplex(model);
    cplex.setParam(IloCplex::TiLim, gurobi_max_time_);

//    // set parameters comparable to CoMISo
//    {
//      cplex.setParam(IloCplex::MIPSearch  , 1);  // Traditional Branch-and-Cut
//      cplex.setParam(IloCplex::NodeSel    , 0);  // Depth-First
//      cplex.setParam(IloCplex::VarSel     , -1);  // closest to integer
//      cplex.setParam(IloCplex::MIPEmphasis, 1);  // concentrate on feasibility
//    }

    cplex.solve();

    // 5. store result
    _x.resize(n);
    for(unsigned int i=0; i<n; ++i)
      _x[i] = cplex.getValue(vars[i]);

    DEB_out(2, "CPLEX objective: " << cplex.getObjValue() <<"\n");

  }
  catch (IloException& e)
  {
214
    DEB_warning(2, "CPLEX Concert exception caught: " << e.getMessage() )
215
216
217
218
219
220
221
222
223
224
225
226
  }
  catch (...)
  {
    DEB_warning(1, "CPLEX Unknown exception caught" )
  }


#else
  DEB_out(1, "CPLEX solver is not available, please install it...\n")
#endif
}

227
228
229
//-----------------------------------------------------------------------------


David Bommes's avatar
David Bommes committed
230
231
232
233
234
235
void 
MISolver::solve_no_rounding( 
    CSCMatrix& _A, 
    Vecd&      _x, 
    Vecd&      _rhs )
{
236
237
  COMISO_THROW_if(!direct_solver_.calc_system_gmm(_A), UNSPECIFIED_EIGEN_FAILURE);
  COMISO_THROW_if(!direct_solver_.solve(_x, _rhs), UNSPECIFIED_EIGEN_FAILURE);
David Bommes's avatar
David Bommes committed
238
239
240
241
242
243
244
}


//-----------------------------------------------------------------------------


void 
245
246
247
248
MISolver::resolve(
    Vecd&      _x,
    Vecd&      _rhs )
{
249
  direct_solver_.solve(_x, _rhs);
250
251
252
253
254
255
256
}


//-----------------------------------------------------------------------------


void
David Bommes's avatar
David Bommes committed
257
258
259
260
261
262
MISolver::solve_direct_rounding( 
    CSCMatrix& _A, 
    Vecd&      _x, 
    Vecd&      _rhs, 
    Veci&      _to_round)
{
263
  DEB_enter_func
David Bommes's avatar
David Bommes committed
264
265
266
267
268
269
270
271
272
273
274
275
  Veci to_round(_to_round);
  // copy to round vector and make it unique
  std::sort(to_round.begin(), to_round.end());
  Veci::iterator last_unique;
  last_unique = std::unique(to_round.begin(), to_round.end());
  int r = last_unique - to_round.begin();
  to_round.resize( r);

  // initalize old indices
  Veci old_idx(_rhs.size());
  for(unsigned int i=0; i<old_idx.size(); ++i)
    old_idx[i] = i;
276
277
  direct_solver_.calc_system_gmm(_A);
  direct_solver_.solve(_x, _rhs);
David Bommes's avatar
David Bommes committed
278

279
280
  // check solver performance (only for testing!!!)
  {
281
    Base::StopWatch sw;
282

283
    // hack
David Bommes's avatar
David Bommes committed
284
285
    const bool enable_performance_test = false;

286
    // performance comparison code
David Bommes's avatar
changed    
David Bommes committed
287
#if(COMISO_SUITESPARSE_SPQR_AVAILABLE)
David Bommes's avatar
David Bommes committed
288
    if(enable_performance_test)
289
290
291
292
293
294
295
296
297
298
299
300
301
    {
      sw.start();
      COMISO::SparseQRSolver spqr;
      spqr.calc_system_gmm(_A);
      std::cerr << "SparseQR factor took: " << sw.stop()/1000.0 << "s\n";
      Vecd x2(_x);
      sw.start();
      spqr.solve(x2,_rhs);
      std::cerr << "SparseQR solve took: " << sw.stop()/1000.0 << "s\n";
      Vecd res(_x);
      gmm::add(_x,gmm::scaled(x2,-1.0),res);
      std::cerr << "DIFFERENCE IN RESULT: " << gmm::vect_norm2(res) << std::endl;
    }
David Bommes's avatar
changed    
David Bommes committed
302
#endif
303
304

    // performance comparison code
305
#if(COMISO_SUITESPARSE_AVAILABLE)
David Bommes's avatar
David Bommes committed
306
    if(enable_performance_test)
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
    {
      sw.start();
      COMISO::UMFPACKSolver umf;
      umf.calc_system_gmm(_A);
      std::cerr << "UMFPack factor took: " << sw.stop()/1000.0 << "s\n";
      Vecd x3(_x);
      sw.start();
      umf.solve(x3,_rhs);
      std::cerr << "UMFPack solve took: " << sw.stop()/1000.0 << "s\n";
      Vecd res2(_x);
      gmm::add(_x,gmm::scaled(x3,-1.0),res2);
      std::cerr << "UMFPACK DIFFERENCE IN RESULT: " << gmm::vect_norm2(res2) << std::endl;
    }

    // performance comparison code
David Bommes's avatar
David Bommes committed
322
    if(enable_performance_test)
323
324
325
326
327
328
329
330
331
332
333
334
335
    {
      sw.start();
      COMISO::CholmodSolver chol;
      chol.calc_system_gmm(_A);
      std::cerr << "Choldmod factor took: " << sw.stop()/1000.0 << "s\n";
      Vecd x4(_x);
      sw.start();
      chol.solve(x4,_rhs);
      std::cerr << "Choldmod solve took: " << sw.stop()/1000.0 << "s\n";
      Vecd res(_x);
      gmm::add(_x,gmm::scaled(x4,-1.0),res);
      std::cerr << "DIFFERENCE IN RESULT: " << gmm::vect_norm2(res) << std::endl;
    }
336
337
#endif

David Bommes's avatar
David Bommes committed
338
#if(COMISO_EIGEN3_AVAILABLE)
339
340
341
342
343
344
    // performance comparison code
    if(enable_performance_test)
    {
      sw.start();
      COMISO::EigenLDLTSolver ldlt;
      ldlt.calc_system_gmm(_A);
345
      DEB_out(2, "Eigen LDLT factor took: " << sw.stop()/1000.0 << "s\n")
346
347
348
      Vecd x5(_x);
      sw.start();
      ldlt.solve(x5,_rhs);
349
      DEB_out(2, "Eigen LDLT solve took: " << sw.stop()/1000.0 << "s\n")
350
351
      Vecd res(_x);
      gmm::add(_x,gmm::scaled(x5,-1.0),res);
352
      DEB_warning(2, "DIFFERENCE IN RESULT: " << gmm::vect_norm2(res) )
353
354
    }
#endif
355
  }
David Bommes's avatar
David Bommes committed
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382

  // round and eliminate variables
  Vecui elim_i;
  Vecd  elim_v;
  for( unsigned int i=0; i < to_round.size(); ++i)
  {
    _x[to_round[i]] = ROUND(_x[to_round[i]]);
    elim_i.push_back(to_round[i]);
    elim_v.push_back(_x[to_round[i]]);
    // update old idx
    old_idx[to_round[i]] = -1;
  }

  Veci::iterator new_end = std::remove( old_idx.begin(), old_idx.end(), -1);
  old_idx.resize( new_end-old_idx.begin());
  // eliminate vars from linear system
  Vecd xr(_x);
  COMISO_GMM::eliminate_csc_vars2( elim_i, elim_v, _A, xr, _rhs);

  // std::cerr << "size A: " << gmm::mat_nrows(_A) << " " << gmm::mat_ncols(_A) 
  // 	    << std::endl;
  // std::cerr << "size x  : " << xr.size() << std::endl;
  // std::cerr << "size rhs: " << _rhs.size() << std::endl;

  // final full solution
  if( gmm::mat_ncols( _A) > 0)
  {
383
384
385
    //    direct_solver_.update_system_gmm(_A);
    direct_solver_.calc_system_gmm(_A);
    direct_solver_.solve( xr, _rhs);
David Bommes's avatar
David Bommes committed
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
  }

  // store solution values to result vector
  for(unsigned int i=0; i<old_idx.size(); ++i)
  {
    _x[ old_idx[i] ] = xr[i];
  }
}


//-----------------------------------------------------------------------------


void 
MISolver::solve_iterative( 
    CSCMatrix& _A, 
    Vecd&      _x, 
    Vecd&      _rhs, 
    Veci&      _to_round,
    bool       _fixed_order )
{
407
  DEB_enter_func;
David Bommes's avatar
David Bommes committed
408
  // StopWatch
409
  Base::StopWatch sw;
David Bommes's avatar
David Bommes committed
410
411
  double time_search_next_integer = 0;

412
  // some statistics
David Bommes's avatar
David Bommes committed
413
414
415
416
417
418
  n_local_ = 0;
  n_cg_    = 0;
  n_full_  = 0;

  // reset cholmod step flag
  cholmod_step_done_ = false;
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436

  Veci to_round(_to_round);
  // if the order is not fixed, uniquify the indices
  if( !_fixed_order)
  {
    // copy to round vector and make it unique
    std::sort(to_round.begin(), to_round.end());
    Veci::iterator last_unique;
    last_unique = std::unique(to_round.begin(), to_round.end());
    int r = last_unique - to_round.begin();
    to_round.resize( r);
  }

  // initalize old indices
  Veci old_idx(_rhs.size());
  for(unsigned int i=0; i<old_idx.size(); ++i)
    old_idx[i] = i;

David Bommes's avatar
David Bommes committed
437
  if( initial_full_solution_)
438
  {
439
    DEB_out_if( noisy_ > 2, 2,  "initial full solution\n")
440
441
    direct_solver_.calc_system_gmm(_A);
    direct_solver_.solve(_x, _rhs);
442

David Bommes's avatar
David Bommes committed
443
    cholmod_step_done_ = true;
444

David Bommes's avatar
David Bommes committed
445
446
    ++n_full_;
  }
447
448
449
450
451
452
453
454
455
456
457
458

  // neighbors for local optimization
  Vecui neigh_i;

  // Vector for reduced solution
  Vecd xr(_x);

  // loop until solution computed
  for(unsigned int i=0; i<to_round.size(); ++i)
  {
    if( noisy_ > 0)
    {
459
460
461
      DEB_out(2, "Integer DOF's left: " << to_round.size()-(i+1) << " ")
      DEB_out_if( noisy_ > 1, 1, "residuum_norm: "
        << COMISO_GMM::residuum_norm( _A, xr, _rhs) << "\n")
462
463
464
465
466
    }

    // index to eliminate
    unsigned int i_best = 0;

David Bommes's avatar
David Bommes committed
467
468
469
    // position in round vector
    unsigned int tr_best = 0;

470
471
472
473
474
475
    if( _fixed_order ) // if order is fixed, simply get next index from to_round
    {
      i_best = to_round[i];
    }
    else               // else search for best rounding candidate
    {
David Bommes's avatar
David Bommes committed
476
      sw.start();
477
478
479
480
481
482
483
484
485
486
      // find index yielding smallest rounding error
      double       r_best = FLT_MAX;
      for(unsigned int j=0; j<to_round.size(); ++j)
      {
        if( to_round[j] != -1)
        {
          int cur_idx = to_round[j];
          double rnd_error = fabs( ROUND(xr[cur_idx]) - xr[cur_idx]);
          if( rnd_error < r_best)
          {
David Bommes's avatar
David Bommes committed
487
488
489
            i_best  = cur_idx;
            r_best  = rnd_error;
	    tr_best = j;
490
491
492
          }
        }
      }
David Bommes's avatar
David Bommes committed
493
      time_search_next_integer += sw.stop();
494
495
496
497
498
499
500
501
502
503
504
505
    }

    // store rounded value
    double rnd_x = ROUND(xr[i_best]);
    _x[ old_idx[i_best] ] = rnd_x;

    // compute neighbors
    neigh_i.clear();
    Col col = gmm::mat_const_col(_A, i_best);
    ColIter it  = gmm::vect_const_begin( col);
    ColIter ite = gmm::vect_const_end  ( col);
    for(; it!=ite; ++it)
David Bommes's avatar
David Bommes committed
506
      if(it.index() != i_best)
Andreas Fabri's avatar
Andreas Fabri committed
507
        neigh_i.push_back(static_cast<int>(it.index()));
508
509

    // eliminate var
David Bommes's avatar
David Bommes committed
510
511
    COMISO_GMM::fix_var_csc_symmetric(i_best, rnd_x, _A, xr, _rhs);
    to_round[tr_best] = -1;
512

David Bommes's avatar
David Bommes committed
513
514
515
516
    // 3-stage update of solution w.r.t. roundings
    // local GS / CG / SparseCholesky
    update_solution( _A, xr, _rhs, neigh_i);
  }
517

David Bommes's avatar
David Bommes committed
518
519
520
  // final full solution?
  if( final_full_solution_)
  {
521
    DEB_out_if( noisy_ > 2, 2, "final full solution\n")
522

David Bommes's avatar
David Bommes committed
523
    if( gmm::mat_ncols( _A) > 0)
524
    {
David Bommes's avatar
David Bommes committed
525
      if(cholmod_step_done_)
526
	direct_solver_.update_system_gmm(_A);
David Bommes's avatar
David Bommes committed
527
      else
528
	direct_solver_.calc_system_gmm(_A);
529

530
      direct_solver_.solve( xr, _rhs);
David Bommes's avatar
David Bommes committed
531
      ++n_full_;
532
    }
David Bommes's avatar
David Bommes committed
533
534
535
536
537
538
539
540
541
  }

  // store solution values to result vector
  for(unsigned int i=0; i<old_idx.size(); ++i)
  {
    _x[ old_idx[i] ] = xr[i];
  }

  // output statistics
542
543
544
545
546
547
548
  DEB_out_if( stats_, 2, " *** Statistics of MiSo Solver ***"
    << "\n Number of CG    iterations  = " << n_cg_
    << "\n Number of LOCAL iterations  = " << n_local_
    << "\n Number of FULL  iterations  = " << n_full_
    << "\n Number of ROUNDING          = " << _to_round.size()
    << "\n time searching next integer = " 
    << time_search_next_integer / 1000.0 << "s\n\n")
David Bommes's avatar
David Bommes committed
549
}
550
551


David Bommes's avatar
David Bommes committed
552
553
554
555
556
557
558
559
560
561
//-----------------------------------------------------------------------------


void 
MISolver::update_solution( 
    CSCMatrix& _A, 
    Vecd&      _x, 
    Vecd&      _rhs, 
    Vecui&     _neigh_i )
{
562
  DEB_enter_func
David Bommes's avatar
David Bommes committed
563
564
565
566
567
568
  // set to not converged
  bool converged = false;

  // compute new solution
  if(max_local_iters_ > 0)
  {
569
    DEB_out_if( noisy_ > 2, 2, "use local iteration ")
David Bommes's avatar
David Bommes committed
570
571
572
573
574
575
576
577
578
579
580
581

    int    n_its     = max_local_iters_;
    double tolerance = max_local_error_;
    converged = siter_.gauss_seidel_local(_A, _x, _rhs, _neigh_i, n_its, tolerance);

    ++n_local_;
  }


  // conjugate gradient
  if( !converged && max_cg_iters_ > 0)
  {
582
    DEB_out_if( noisy_ > 2, 2, ", cg ")
David Bommes's avatar
David Bommes committed
583
584
585
586
587

    int max_cg_iters = max_cg_iters_;
    double tolerance = max_cg_error_;
    converged = siter_.conjugate_gradient(_A, _x,_rhs, max_cg_iters, tolerance);

588
    DEB_out_if( noisy_ > 3, 3,  "( converged " << converged << " "
David Bommes's avatar
David Bommes committed
589
		<< " iters " << max_cg_iters   << " "
590
                << " res_norm " << tolerance << "\n")
David Bommes's avatar
David Bommes committed
591
592
593
594
595
    ++n_cg_;
  }

  if(!converged && iter_full_solution_)
  {
596
    DEB_out_if( noisy_ > 2, 2, ", full ")
David Bommes's avatar
David Bommes committed
597
598
599
600

    if( gmm::mat_ncols( _A) > 0)
    {
      if(cholmod_step_done_)
601
	direct_solver_.update_system_gmm(_A);
David Bommes's avatar
David Bommes committed
602
      else
603
      {
604
	direct_solver_.calc_system_gmm(_A);
David Bommes's avatar
David Bommes committed
605
	cholmod_step_done_ = true;
606
      }
607
      direct_solver_.solve(_x,_rhs);
David Bommes's avatar
David Bommes committed
608
609

      ++n_full_;
610
    }
David Bommes's avatar
David Bommes committed
611
612
  }

613
  DEB_out_if( noisy_ > 2, 2, "\n")
David Bommes's avatar
David Bommes committed
614
615
616
}

//-----------------------------------------------------------------------------
617

David Bommes's avatar
David Bommes committed
618

619
void MISolver::solve_multiple_rounding( 
David Bommes's avatar
David Bommes committed
620
621
622
    CSCMatrix& _A, 
    Vecd&      _x, 
    Vecd&      _rhs, 
623
624
        Veci&      _to_round 
        )
David Bommes's avatar
David Bommes committed
625
{
626
  DEB_enter_func
David Bommes's avatar
David Bommes committed
627
  // StopWatch
628
  Base::StopWatch sw;
David Bommes's avatar
David Bommes committed
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
  double time_search_next_integer = 0;

  // some statistics
  n_local_ = 0;
  n_cg_    = 0;
  n_full_  = 0;

  // reset cholmod step flag
  cholmod_step_done_ = false;

  Veci to_round(_to_round);
  // copy to round vector and make it unique
  std::sort(to_round.begin(), to_round.end());
  Veci::iterator last_unique;
  last_unique = std::unique(to_round.begin(), to_round.end());
  int r = last_unique - to_round.begin();
  to_round.resize( r);

647
        // initialize old indices
David Bommes's avatar
David Bommes committed
648
649
650
651
652
653
  Veci old_idx(_rhs.size());
  for(unsigned int i=0; i<old_idx.size(); ++i)
    old_idx[i] = i;

  if( initial_full_solution_)
  {
654
655
656
657
658
659
                DEB_out_if( noisy_ > 2, 2, "initial full solution\n") 
    // TODO: we can throw more specific outcomes in the body of the fucntions below
    COMISO_THROW_if(!direct_solver_.calc_system_gmm(_A), 
      UNSPECIFIED_EIGEN_FAILURE);
    COMISO_THROW_if(!direct_solver_.solve(_x, _rhs), 
      UNSPECIFIED_EIGEN_FAILURE);
David Bommes's avatar
David Bommes committed
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674

    cholmod_step_done_ = true;

    ++n_full_;
  }

  // neighbors for local optimization
  Vecui neigh_i;

  // Vector for reduced solution
  Vecd xr(_x);

  // loop until solution computed
  for(unsigned int i=0; i<to_round.size(); ++i)
  {
675
676
    DEB_out_if(noisy_ > 0, 1, "Integer DOF's left: " << to_round.size()-(i+1) << " ")
        DEB_out_if(noisy_ > 1, 1, "residuum_norm: " << COMISO_GMM::residuum_norm( _A, xr, _rhs) << "\n")
David Bommes's avatar
David Bommes committed
677
678
679
680
681
682
683
684

    // position in round vector
    std::vector<int> tr_best;

    sw.start();

    RoundingSet rset;
    rset.set_threshold(multiple_rounding_threshold_);
685

David Bommes's avatar
David Bommes committed
686
687
688
689
    // find index yielding smallest rounding error
    for(unsigned int j=0; j<to_round.size(); ++j)
    {
      if( to_round[j] != -1)
690
      {
David Bommes's avatar
David Bommes committed
691
692
	int cur_idx = to_round[j];
	double rnd_error = fabs( ROUND(xr[cur_idx]) - xr[cur_idx]);
693

David Bommes's avatar
David Bommes committed
694
	rset.add(j, rnd_error);
695
696
697
      }
    }

David Bommes's avatar
David Bommes committed
698
699
700
701
702
    rset.get_ids( tr_best);

    time_search_next_integer += sw.stop();
  
    // nothing more to do?
Jan Möbius's avatar
Jan Möbius committed
703
    if( tr_best.empty() )
David Bommes's avatar
David Bommes committed
704
705
      break;

706
707
                DEB_out_if( noisy_ > 5, 5, 
      "round " << tr_best.size() << " variables simultaneously\n")
David Bommes's avatar
David Bommes committed
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725

    // clear neigh for local update
    neigh_i.clear();

    for(unsigned int j = 0; j<tr_best.size(); ++j)
    {
      int i_cur = to_round[tr_best[j]];

      // store rounded value
      double rnd_x = ROUND(xr[i_cur]);
      _x[ old_idx[i_cur] ] = rnd_x;

      // compute neighbors
      Col col = gmm::mat_const_col(_A, i_cur);
      ColIter it  = gmm::vect_const_begin( col);
      ColIter ite = gmm::vect_const_end  ( col);
      for(; it!=ite; ++it)
	if(it.index() != (unsigned int)i_cur)
Andreas Fabri's avatar
Andreas Fabri committed
726
	  neigh_i.push_back(static_cast<int>(it.index()));
David Bommes's avatar
David Bommes committed
727
728
729
730
731
732
733
734
735

      // eliminate var
      COMISO_GMM::fix_var_csc_symmetric( i_cur, rnd_x, _A, xr, _rhs);
      to_round[tr_best[j]] = -1;
    }

    // 3-stage update of solution w.r.t. roundings
    // local GS / CG / SparseCholesky
    update_solution( _A, xr, _rhs, neigh_i);
736
737
738
  }

  // final full solution?
David Bommes's avatar
David Bommes committed
739
  if( final_full_solution_)
740
  {
741
                DEB_out_if( noisy_ > 2, 2, "final full solution\n")
742
743
744

    if( gmm::mat_ncols( _A) > 0)
    {
David Bommes's avatar
David Bommes committed
745
      if(cholmod_step_done_)
746
	direct_solver_.update_system_gmm(_A);
David Bommes's avatar
David Bommes committed
747
      else
748
	direct_solver_.calc_system_gmm(_A);
David Bommes's avatar
David Bommes committed
749

750
      direct_solver_.solve( xr, _rhs);
David Bommes's avatar
David Bommes committed
751
      ++n_full_;
752
753
754
755
756
757
758
759
760
761
    }
  }

  // store solution values to result vector
  for(unsigned int i=0; i<old_idx.size(); ++i)
  {
    _x[ old_idx[i] ] = xr[i];
  }

  // output statistics
762
763
764
765
766
767
768
        DEB_out_if( stats_, 2, " *** Statistics of MiSo Solver ***"
                << "\n Number of CG    iterations  = " << n_cg_ 
        << "\n Number of LOCAL iterations  = " << n_local_ 
                << "\n Number of FULL  iterations  = " << n_full_ 
                << "\n Number of ROUNDING          = " << _to_round.size()
                << "\n time searching next integer = " 
        << time_search_next_integer / 1000.0 <<"s\n\n")
769
770
771
}


David Bommes's avatar
David Bommes committed
772
773
774
775
776
777
778
779
780
781
//-----------------------------------------------------------------------------


void
MISolver::solve_gurobi(
    CSCMatrix& _A,
    Vecd&      _x,
    Vecd&      _rhs,
    Veci&      _to_round)
{
782
  DEB_enter_func
David Bommes's avatar
David Bommes committed
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
#if COMISO_GUROBI_AVAILABLE

  // get round-indices in set
  std::set<int> to_round;
  for(unsigned int i=0; i<_to_round.size();++i)
    to_round.insert(_to_round[i]);

  try {
    GRBEnv env = GRBEnv();

    GRBModel model = GRBModel(env);

    // set time limite
    model.getEnv().set(GRB_DoubleParam_TimeLimit, gurobi_max_time_);

    unsigned int n = _rhs.size();

    // 1. allocate variables
    std::vector<GRBVar> vars;
    for( unsigned int i=0; i<n; ++i)
      if( to_round.count(i))
        vars.push_back( model.addVar(-GRB_INFINITY, GRB_INFINITY, 0.0, GRB_INTEGER));
      else
        vars.push_back( model.addVar(-GRB_INFINITY, GRB_INFINITY, 0.0, GRB_CONTINUOUS));

    // Integrate new variables
    model.update();

    // 2. setup_energy

    // build objective function from linear system E = x^tAx - 2x^t*rhs
    GRBQuadExpr objective;

    for(unsigned int i=0; i<_A.nc; ++i)
      for(unsigned int j=_A.jc[i]; j<_A.jc[i+1]; ++j)
      {
        objective += _A.pr[j]*vars[_A.ir[j]]*vars[i];
      }
    for(unsigned int i=0; i<n; ++i)
      objective -= 2*_rhs[i]*vars[i];

//    _A.jc[c+1]
//    _A.pr[write]
//    _A.ir[write]
//    _A.nc
//    _A.nr

    // minimize
    model.set(GRB_IntAttr_ModelSense, 1);
    model.setObjective(objective);

    // 4. solve
    model.optimize();

    // 5. store result
    _x.resize(n);
    for(unsigned int i=0; i<n; ++i)
      _x[i] = vars[i].get(GRB_DoubleAttr_X);

842
    DEB_out(2, "GUROBI objective: " << model.get(GRB_DoubleAttr_ObjVal) << "\n")
David Bommes's avatar
David Bommes committed
843
844

  }
Jan Möbius's avatar
Jan Möbius committed
845
  catch(GRBException& e)
David Bommes's avatar
David Bommes committed
846
  {
847
    DEB_warning(2, "Error code = " << e.getErrorCode() << "[" << e.getMessage() << "]\n")
David Bommes's avatar
David Bommes committed
848
849
850
  }
  catch(...)
  {
851
    DEB_warning(1, "Exception during optimization")
David Bommes's avatar
David Bommes committed
852
853
854
  }

#else
855
  DEB_out(1,"GUROBI solver is not available, please install it...\n")
David Bommes's avatar
David Bommes committed
856
857
858
859
#endif
}


860
861
862
863
864
865
866
//----------------------------------------------------------------------------


void 
MISolver::
show_options_dialog()
{
867
868
  DEB_enter_func;
#if(COMISO_QT4_AVAILABLE)
869
870
  MISolverDialog* pd = new MISolverDialog(*this);
  pd->exec();
David Bommes's avatar
changed    
David Bommes committed
871
#else
872
  DEB_warning(1, "Qt not available to show solver dialog!!!")
873
874
875
876
#endif
}


877
// end namespace COMISO
878
}// ----------------------