/// <summary>
/// Rounds the coefficients in the inequality.
/// Does not work for inequalities of type Ge.
/// Does not change inequalities of type Eq
/// </summary>
/// <returns></returns>
public Inequality Round(int precision)
{
if (type == IneqType.Ge)
{
throw new Exception("Cannot round Ge inequalities: " + this);
}
// if (type == IneqType.Eq)
// return this;
if (type == IneqType.Eq)
{
// if (rhs.RoundUp(precision).value != rhs.value)
// Console.Error.WriteLine("Rounding an equality: " + this);
}
return(new Inequality(Id, type, lhs.RoundDown(precision), rhs.RoundUp(precision), NegFlag));
}
/// <summary>
/// Processes all inequalities based on the given solution
/// </summary>
/// <param name="sol"></param>
/// <param name="precision"></param>
/// <returns></returns>
public bool SetSolution(LPSolution sol, int precision)
{
if (sol.NumberOfVariables != vars.Number)
{
throw new Exception("Inconsistent number of variables");
}
if (sol.NumberOfConstraints != originalIneqs.Count)
{
throw new Exception("Inconsistent number of constraints");
}
ineqs = new List <Inequality>();
// ineqMarginals = new List<LpNumber>();
// Constraints
for (int i = 0; i < sol.NumberOfConstraints; i++)
{
LpNumber m = sol.ConstraintMarginals[i];
if (m.IsZero(precision))
{
continue;
}
Inequality ineq = originalIneqs[i];
if (m.value < 0)
{
ineq = -ineq;
m = -m;
}
ineq = ineq.Round(precision);
ineq.Marginal = m;
ineqs.Add(ineq);
// ineqMarginals.Add(m);
}
// Variables
List <Inequality> tmpIneqs = new List <Inequality>();
for (int i = 0; i < sol.NumberOfVariables; i++)
{
Variable var = vars[i];
LpNumber m = sol.VariableMarginals[i];
if (m.IsZero(precision))
{
continue;
}
Inequality ineq;
if (m.value < 0)
{
var.LMarginal = -m;
ineq = -Inequality.FromLowerBound(var);
ineq = ineq.Round(precision) * (-m.value);
}
else
{
var.UMarginal = m;
ineq = Inequality.FromUpperBound(var);
ineq = ineq.Round(precision) * m.value;
}
tmpIneqs.Add(ineq);
}
// Compute additional inequality
// Inequality sum1 = ineqs[0] * ineqs[0].Marginal.value; //ineqMarginals[0].value;
Inequality sum1 = Inequality.Zero();
for (int i = 0; i < ineqs.Count; i++)
{
sum1 += ineqs[i] * ineqs[i].Marginal.value; //ineqMarginals[i].value;
}
Inequality sum2 = sum1;
for (int i = 0; i < tmpIneqs.Count; i++)
{
sum2 += tmpIneqs[i];
}
// df
LinearFunction df = objective - sum2.lhs;
// Compute corrections for marginals
foreach (var term in df.Terms)
{
LpNumber c = term.c;
if (c.value < 0)
{
vars[term.varName].LMarginal -= c;
}
else
{
vars[term.varName].UMarginal += c;
}
}
// Verification
LpNumber sum = sum1.rhs;
for (int i = 0; i < vars.Number; i++)
{
Variable var = vars[i];
if (!var.LMarginal.IsZero(precision))
{
sum -= var.LMarginal * LpNumber.RoundDown(var.LBound, precision);
}
if (!var.UMarginal.IsZero(precision))
{
sum += var.UMarginal * LpNumber.RoundUp(var.UBound, precision);
}
}
LpNumber eps = sol.UpperBound - sum;
Console.WriteLine("eps = {0}", eps);
if (eps.value < 0)
{
return(false);
}
// Set the upper bound
upperBound = sol.UpperBound;
// Generate inequalities for variables
Console.Write("Generating inequalities for variables...");
varIneqs = new List <Inequality>();
// varIneqMarginals = new List<LpNumber>();
for (int i = 0; i < vars.Number; i++)
{
Variable var = vars[i];
Inequality ineq;
if (!var.LMarginal.IsZero(precision))
{
ineq = -Inequality.FromLowerBound(var);
ineq = ineq.Round(precision);
ineq.Marginal = var.LMarginal;
varIneqs.Add(ineq);
// varIneqMarginals.Add(var.LMarginal);
}
if (!var.UMarginal.IsZero(precision))
{
ineq = Inequality.FromUpperBound(var);
ineq = ineq.Round(precision);
ineq.Marginal = var.UMarginal;
varIneqs.Add(ineq);
// varIneqMarginals.Add(var.UMarginal);
}
}
Console.WriteLine("done");
return(true);
}