/* ========================================================================== */ /* === Source/Mongoose_QPNapDown.cpp ======================================== */ /* ========================================================================== */ /* ----------------------------------------------------------------------------- * Mongoose Graph Partitioning Library Copyright (C) 2017-2018, * Scott P. Kolodziej, Nuri S. Yeralan, Timothy A. Davis, William W. Hager * Mongoose is licensed under Version 3 of the GNU General Public License. * Mongoose is also available under other licenses; contact authors for details. * -------------------------------------------------------------------------- */ /* ========================================================================== */ /* === QPNapDown ============================================================ */ /* ========================================================================== */ /* Find x that minimizes ||x-y|| while satisfying the constraints 0 <= x <= 1, a'x = b. The algorithm is described in the napsack comments. It is assumed that the starting guess lambda for the dual multiplier is >= the correct multiplier. Hence, lambda will be decreased. The slope of the dual function, neglecting b, starts out smaller than b. We stop when we reach b. We assume that a >= 0, so that as lambda decreases, x_i (lambda) increases. Hence, the only bound variables that can become free are those with x_i (lambda) <= 0 */ #include "Mongoose_QPNapDown.hpp" #include "Mongoose_Debug.hpp" #include "Mongoose_Internal.hpp" #include "Mongoose_Logger.hpp" #include "Mongoose_QPMaxHeap.hpp" namespace Mongoose { double QPNapDown /* return lambda */ (const double *x, /* holds y on input, not modified */ const Int n, /* size of x */ double lambda, /* initial guess for the shift */ const double *a, /* input constraint vector */ double b, /* input constraint scalar */ double *breakpts, /* break points */ Int *bound_heap, /* work array */ Int *free_heap /* work array */ ) { Int i, k, e, maxsteps, n_bound, n_free; double ai, asum, a2sum, maxbound, maxfree, t; maxbound = -INFINITY; maxfree = -INFINITY; /* -------------------------------------------------------------- */ /* construct the heaps */ /* -------------------------------------------------------------- */ n_bound = 0; n_free = 0; asum = 0.; a2sum = 0.; for (i = 0; i < n; i++) { ai = (a) ? a[i] : 1; double xi = x[i] - ai * lambda; if (xi < 0.) { n_bound++; bound_heap[n_bound] = i; t = x[i] / ai; maxbound = std::max(maxbound, t); breakpts[i] = t; } else if (xi < 1.) { n_free++; free_heap[n_free] = i; asum += x[i] * ai; a2sum += ai * ai; t = (x[i] - 1.) / ai; maxfree = std::max(maxfree, t); breakpts[i] = t; } else { asum += ai; } } /*------------------------------------------------------------------- */ /* check to see if zero slope achieved without changing the free set */ /* remember that the slope must always be adjusted by b */ /*------------------------------------------------------------------- */ maxsteps = 2 * n + 1; for (k = 1; k <= maxsteps; k++) { double new_break = std::max(maxfree, maxbound); double s = asum - new_break * a2sum; if ((s >= b) || (new_break == -INFINITY)) /* done */ { if (a2sum != 0.) { lambda = (asum - b) / a2sum; } return lambda; } lambda = new_break; if (k == 1) { QPMaxHeap_build(free_heap, n_free, breakpts); QPMaxHeap_build(bound_heap, n_bound, breakpts); } /* -------------------------------------------------------------- */ /* update the heaps */ /* -------------------------------------------------------------- */ if (n_free > 0) { while (breakpts[e = free_heap[1]] >= lambda) { ai = (a) ? a[e] : 1; a2sum -= ai * ai; asum += ai * (1. - x[e]); n_free = QPMaxHeap_delete(free_heap, n_free, breakpts); if (n_free == 0) { a2sum = 0.; break; } } } if (n_bound > 0) { while (breakpts[e = bound_heap[1]] >= lambda) { n_bound = QPMaxHeap_delete(bound_heap, n_bound, breakpts); ai = (a) ? a[e] : 1; a2sum += ai * ai; asum += ai * x[e]; t = (x[e] - 1.) / ai; breakpts[e] = t; n_free = QPMaxHeap_add(e, free_heap, breakpts, n_free); if (n_bound == 0) break; } } /*------------------------------------------------------------------- */ /* get the biggest entry in each heap */ /*------------------------------------------------------------------- */ maxfree = (n_free > 0 ? breakpts[free_heap[1]] : -INFINITY); maxbound = (n_bound > 0 ? breakpts[bound_heap[1]] : -INFINITY); } /* This should never happen */ ASSERT(false); lambda = 0.; return lambda; } } // end namespace Mongoose