/* Copyright (C) 2003, International Business Machines Corporation 
   and others.  All Rights Reserved.

   This sample program is designed to illustrate programming 
   techniques using CoinLP, has not been thoroughly tested
   and comes without any warranty whatsoever.

   You may copy, modify and distribute this sample program without 
   any restrictions whatsoever and without any payment to anyone.
*/

#include "ClpSimplex.hpp"
#include "ClpPresolve.hpp"
#include "ClpFactorization.hpp"
#include "CoinSort.hpp"
#include "CoinHelperFunctions.hpp"
#include "CoinTime.hpp"
#include "CoinMpsIO.hpp"
#include <iomanip>

int main (int argc, const char *argv[])
{
  ClpSimplex  model;
  int status;
  // Keep names
  if (argc<2) {
    status=model.readMps("small.mps",true);
  } else {
    status=model.readMps(argv[1],false);
  }
  if (status)
    exit(10);
  /*
    This driver implements a method of treating a problem as all cuts.
    So it adds in all E rows, solves and then adds in violated rows.
  */

  double time1 = CoinCpuTime();
  ClpSimplex * model2;
  ClpPresolve pinfo;
  int numberPasses=5; // can change this
  /* Use a tolerance of 1.0e-8 for feasibility, treat problem as 
     not being integer, do "numberpasses" passes and throw away names
     in presolved model */
  model2 = pinfo.presolvedModel(model,1.0e-8,false,numberPasses,false);
  if (!model2) {
    fprintf(stderr,"ClpPresolve says %s is infeasible with tolerance of %g\n",
	    argv[1],1.0e-8);
    fprintf(stdout,"ClpPresolve says %s is infeasible with tolerance of %g\n",
	    argv[1],1.0e-8);
    // model was infeasible - maybe try again with looser tolerances
    model2 = pinfo.presolvedModel(model,1.0e-7,false,numberPasses,false);
    if (!model2) {
      fprintf(stderr,"ClpPresolve says %s is infeasible with tolerance of %g\n",
	      argv[1],1.0e-7);
      fprintf(stdout,"ClpPresolve says %s is infeasible with tolerance of %g\n",
	      argv[1],1.0e-7);
      exit(2);
    }
  }
  // change factorization frequency from 200
  model2->setFactorizationFrequency(100+model2->numberRows()/50);
  
  int numberColumns = model2->numberColumns();
  int originalNumberRows = model2->numberRows();
  
  // We will need arrays to choose rows to add
  double * weight = new double [originalNumberRows];
  int * sort = new int [originalNumberRows];
  int numberSort=0;
  char * take = new char [originalNumberRows];
  
  const double * rowLower = model2->rowLower();
  const double * rowUpper = model2->rowUpper();
  int iRow,iColumn;
  // Set up initial list
  numberSort=0;
  for (iRow=0;iRow<originalNumberRows;iRow++) {
    weight[iRow]=1.123e50;
    if (rowLower[iRow]==rowUpper[iRow]) {
      sort[numberSort++] = iRow;
      weight[iRow]=0.0;
    }
  }
  numberSort /= 2;
  // Just add this number of rows each time in small problem
  int smallNumberRows = 2*numberColumns;
  smallNumberRows=CoinMin(smallNumberRows,originalNumberRows/20);
  // and pad out with random rows
  double ratio = ((double)(smallNumberRows-numberSort))/((double) originalNumberRows);
  for (iRow=0;iRow<originalNumberRows;iRow++) {
    if (weight[iRow]==1.123e50&&CoinDrand48()<ratio)
      sort[numberSort++] = iRow;
  }
  /* This is optional.
     The best thing to do is to miss out random rows and do a set which makes dual feasible.
     If that is not possible then make sure variables have bounds.

     One way that normally works is to automatically tighten bounds.
  */
#if 0
  // However for some we need to do anyway
  double * columnLower = model2->columnLower();
  double * columnUpper = model2->columnUpper();
  for (iColumn=0;iColumn<numberColumns;iColumn++) {
    columnLower[iColumn]=CoinMax(-1.0e6,columnLower[iColumn]);
    columnUpper[iColumn]=CoinMin(1.0e6,columnUpper[iColumn]);
  }
#endif
  model2->tightenPrimalBounds(-1.0e4,true);
  printf("%d rows in initial problem\n",numberSort);
  double * fullSolution = model2->primalRowSolution();
  
  // Just do this number of passes
  int maxPass=50;
  // And take out slack rows until this pass
  int takeOutPass=30;
  int iPass;
  
  const int * start = model2->clpMatrix()->getVectorStarts();
  const int * length = model2->clpMatrix()->getVectorLengths();
  const int * row = model2->clpMatrix()->getIndices();
  int * whichColumns = new int [numberColumns];
  for (iColumn=0;iColumn<numberColumns;iColumn++) 
    whichColumns[iColumn]=iColumn;
  int numberSmallColumns=numberColumns;
  for (iPass=0;iPass<maxPass;iPass++) {
    printf("Start of pass %d\n",iPass);
    // Cleaner this way
    std::sort(sort,sort+numberSort);
    // Create small problem
    ClpSimplex small(model2,numberSort,sort,numberSmallColumns,whichColumns);
    small.setFactorizationFrequency(100+numberSort/200);
    //small.setPerturbation(50);
    //small.setLogLevel(63);
    // A variation is to just do N iterations
    //if (iPass)
    //small.setMaximumIterations(100);
    // Solve
    small.factorization()->messageLevel(8);
    if (iPass) {
      small.dual();
    } else {
      small.writeMps("continf.mps");
      ClpSolve solveOptions;
      solveOptions.setSolveType(ClpSolve::useDual);
      //solveOptions.setSolveType(ClpSolve::usePrimalorSprint);
      //solveOptions.setSpecialOption(1,2,200); // idiot
      small.initialSolve(solveOptions);
    }
    bool dualInfeasible = (small.status()==2);
    // move solution back
    double * solution = model2->primalColumnSolution();
    const double * smallSolution = small.primalColumnSolution();
    for (int j=0;j<numberSmallColumns;j++) {
      iColumn = whichColumns[j];
      solution[iColumn]=smallSolution[j];
      model2->setColumnStatus(iColumn,small.getColumnStatus(j));
    }
    for (iRow=0;iRow<numberSort;iRow++) {
      int kRow = sort[iRow];
      model2->setRowStatus(kRow,small.getRowStatus(iRow));
    }
    // compute full solution
    memset(fullSolution,0,originalNumberRows*sizeof(double));
    model2->times(1.0,model2->primalColumnSolution(),fullSolution);
    if (iPass!=maxPass-1) {
      // Mark row as not looked at
      for (iRow=0;iRow<originalNumberRows;iRow++)
	weight[iRow]=1.123e50;
      // Look at rows already in small problem
      int iSort;
      int numberDropped=0;
      int numberKept=0;
      int numberBinding=0;
      int numberInfeasibilities=0;
      double sumInfeasibilities=0.0;
      for (iSort=0;iSort<numberSort;iSort++) {
	iRow=sort[iSort];
	//printf("%d %g %g\n",iRow,fullSolution[iRow],small.primalRowSolution()[iSort]);
	if (model2->getRowStatus(iRow)==ClpSimplex::basic) {
	  // Basic - we can get rid of if early on
	  if (iPass<takeOutPass&&!dualInfeasible) {
	    // may have hit max iterations so check
	    double infeasibility = CoinMax(fullSolution[iRow]-rowUpper[iRow],
				       rowLower[iRow]-fullSolution[iRow]);
	    weight[iRow]=-infeasibility;
	    if (infeasibility>1.0e-8) {
	      numberInfeasibilities++;
	      sumInfeasibilities += infeasibility;
	    } else {
	      weight[iRow]=1.0;
	      numberDropped++;
	    }
	  } else {
	    // keep
	    weight[iRow]=-1.0e40;
	    numberKept++;
	  }
	} else {
	  // keep
	  weight[iRow]=-1.0e50;
	  numberKept++;
	  numberBinding++;
	}
      }
      // Now rest
      for (iRow=0;iRow<originalNumberRows;iRow++) {
	sort[iRow]=iRow;
	if (weight[iRow]==1.123e50) {
	  // not looked at yet
	  double infeasibility = CoinMax(fullSolution[iRow]-rowUpper[iRow],
				     rowLower[iRow]-fullSolution[iRow]);
	  weight[iRow]=-infeasibility;
	  if (infeasibility>1.0e-8) {
	    numberInfeasibilities++;
	    sumInfeasibilities += infeasibility;
	  }
	}
      }
      // sort
      CoinSort_2(weight,weight+originalNumberRows,sort);
      numberSort = CoinMin(originalNumberRows,smallNumberRows+numberKept);
      memset(take,0,originalNumberRows);
      for (iRow=0;iRow<numberSort;iRow++)
      take[sort[iRow]]=1;
      numberSmallColumns=0;
      for (iColumn=0;iColumn<numberColumns;iColumn++) {
	int n=0;
	for (int j=start[iColumn];j<start[iColumn]+length[iColumn];j++) {
	  int iRow = row[j];
	  if (take[iRow])
	    n++;
	}
	if (n)
	  whichColumns[numberSmallColumns++]=iColumn;
      }
      printf("%d rows binding, %d rows kept, %d rows dropped - new size %d rows, %d columns\n",
	     numberBinding,numberKept,numberDropped,numberSort,numberSmallColumns);
      printf("%d rows are infeasible - sum is %g\n",numberInfeasibilities,
	       sumInfeasibilities);
      if (!numberInfeasibilities) {
	printf("Exiting as looks optimal\n");
	break;
      }
      numberInfeasibilities=0;
      sumInfeasibilities=0.0;
      for (iSort=0;iSort<numberSort;iSort++) {
	if (weight[iSort]>-1.0e30&&weight[iSort]<-1.0e-8) {
	  numberInfeasibilities++;
	  sumInfeasibilities += -weight[iSort];
	}
      }
      printf("in small model %d rows are infeasible - sum is %g\n",numberInfeasibilities,
	       sumInfeasibilities);
    }
  }
  delete [] weight;
  delete [] sort;
  delete [] whichColumns;
  delete [] take;
  // If problem is big you may wish to skip this
  model2->dual();
  int numberBinding=0;
  for (iRow=0;iRow<originalNumberRows;iRow++) {
    if (model2->getRowStatus(iRow)!=ClpSimplex::basic) 
      numberBinding++;
  }
  printf("%d binding rows at end\n",numberBinding);
  pinfo.postsolve(true);

  int numberIterations=model2->numberIterations();;
  delete model2;
  /* After this postsolve model should be optimal.
     We can use checkSolution and test feasibility */
  model.checkSolution();
  if (model.numberDualInfeasibilities()||
      model.numberPrimalInfeasibilities()) 
    printf("%g dual %g(%d) Primal %g(%d)\n",
	   model.objectiveValue(),
	   model.sumDualInfeasibilities(),
	   model.numberDualInfeasibilities(),
	   model.sumPrimalInfeasibilities(),
	   model.numberPrimalInfeasibilities());
  // But resolve for safety
  model.primal(1);

  numberIterations += model.numberIterations();;
  printf("Solve took %g seconds\n",CoinCpuTime()-time1);
  return 0;
}    
