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Precompute expensive computations #1911

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Sep 6, 2024
Merged

Precompute expensive computations #1911

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7 changes: 4 additions & 3 deletions src/simplex/HEkk.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -2124,6 +2124,7 @@ void HEkk::updateDualSteepestEdgeWeights(

const double col_aq_scale = simplex_nla_.variableScaleFactor(variable_in);
const double col_ap_scale = simplex_nla_.basicColScaleFactor(row_out);
const double inv_col_ap_scale = 1.0 / col_ap_scale;

const bool DSE_check = false;
HVector alt_dual_steepest_edge_column;
Expand Down Expand Up @@ -2163,7 +2164,7 @@ void HEkk::updateDualSteepestEdgeWeights(
HighsInt DSE_array_count = 0;
for (HighsInt iRow = 0; iRow < num_row; iRow++) {
const double dual_steepest_edge_array_value =
dual_steepest_edge_array[iRow] / col_ap_scale;
dual_steepest_edge_array[iRow] * inv_col_ap_scale;
if (dual_steepest_edge_array_value) DSE_array_count++;
if (std::abs(dual_steepest_edge_array_value) >
dse_column_value_tolerance ||
Expand Down Expand Up @@ -2192,7 +2193,7 @@ void HEkk::updateDualSteepestEdgeWeights(
(int)alt_dual_steepest_edge_column.count, (int)DSE_array_count);
for (HighsInt iRow = 0; iRow < num_row; iRow++) {
const double dual_steepest_edge_array_value =
dual_steepest_edge_array[iRow] / col_ap_scale;
dual_steepest_edge_array[iRow] * inv_col_ap_scale;
if (alt_dual_steepest_edge_column.array[iRow] != 0 &&
dual_steepest_edge_array_value != 0) {
const double dse_column_error =
Expand Down Expand Up @@ -2234,7 +2235,7 @@ void HEkk::updateDualSteepestEdgeWeights(
double basic_col_scale = simplex_nla_.basicColScaleFactor(iRow);
aa_iRow /= basic_col_scale;
aa_iRow *= col_aq_scale;
dual_steepest_edge_array_value /= col_ap_scale;
dual_steepest_edge_array_value *= inv_col_ap_scale;
}
if (DSE_check) {
const double pivotal_column_error =
Expand Down
13 changes: 7 additions & 6 deletions src/simplex/HEkkDual.cpp
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Expand Up @@ -402,6 +402,7 @@ void HEkkDual::initialiseInstance() {
solver_num_col = ekk_instance_.lp_.num_col_;
solver_num_row = ekk_instance_.lp_.num_row_;
solver_num_tot = solver_num_col + solver_num_row;
inv_solver_num_row = 1.0 / solver_num_row;

a_matrix = &ekk_instance_.lp_.a_matrix_;
simplex_nla = &ekk_instance_.simplex_nla_;
Expand Down Expand Up @@ -1276,7 +1277,7 @@ void HEkkDual::iterateTasks() {
chooseRow();

// Disable slice when too sparse
if (1.0 * row_ep.count / solver_num_row < 0.01) slice_PRICE = 0;
if (1.0 * row_ep.count * inv_solver_num_row < 0.01) slice_PRICE = 0;

analysis->simplexTimerStart(Group1Clock);
// #pragma omp parallel
Expand Down Expand Up @@ -1498,7 +1499,7 @@ void HEkkDual::chooseRow() {
move_out = delta_primal < 0 ? -1 : 1;
// Update the record of average row_ep (pi_p) density. This ignores
// any BTRANs done for skipped candidates
const double local_row_ep_density = (double)row_ep.count / solver_num_row;
const double local_row_ep_density = (double)row_ep.count * inv_solver_num_row;
ekk_instance_.updateOperationResultDensity(
local_row_ep_density, ekk_instance_.info_.row_ep_density);
}
Expand Down Expand Up @@ -1798,7 +1799,7 @@ void HEkkDual::chooseColumnSlice(HVector* row_ep) {
analysis->simplexTimerStop(Chuzc0Clock);

// const HighsInt solver_num_row = ekk_instance_.lp_.num_row_;
const double local_density = 1.0 * row_ep->count / solver_num_row;
const double local_density = 1.0 * row_ep->count * inv_solver_num_row;
bool use_col_price;
bool use_row_price_w_switch;
HighsSimplexInfo& info = ekk_instance_.info_;
Expand Down Expand Up @@ -1961,7 +1962,7 @@ void HEkkDual::updateFtran() {
analysis->pointer_serial_factor_clocks);
if (analysis->analyse_simplex_summary_data)
analysis->operationRecordAfter(kSimplexNlaFtran, col_aq);
const double local_col_aq_density = (double)col_aq.count / solver_num_row;
const double local_col_aq_density = (double)col_aq.count * inv_solver_num_row;
ekk_instance_.updateOperationResultDensity(
local_col_aq_density, ekk_instance_.info_.col_aq_density);
// Save the pivot value computed column-wise - used for numerical checking
Expand Down Expand Up @@ -2002,7 +2003,7 @@ void HEkkDual::updateFtranBFRT() {
if (time_updateFtranBFRT) {
analysis->simplexTimerStop(FtranBfrtClock);
}
const double local_col_BFRT_density = (double)col_BFRT.count / solver_num_row;
const double local_col_BFRT_density = (double)col_BFRT.count * inv_solver_num_row;
ekk_instance_.updateOperationResultDensity(
local_col_BFRT_density, ekk_instance_.info_.col_BFRT_density);
}
Expand Down Expand Up @@ -2043,7 +2044,7 @@ void HEkkDual::updateFtranDSE(HVector* DSE_Vector) {
analysis->operationRecordAfter(kSimplexNlaFtranDse, *DSE_Vector);
analysis->simplexTimerStop(FtranDseClock);
const double local_row_DSE_density =
(double)DSE_Vector->count / solver_num_row;
(double)DSE_Vector->count * inv_solver_num_row;
ekk_instance_.updateOperationResultDensity(
local_row_DSE_density, ekk_instance_.info_.row_DSE_density);
}
Expand Down
1 change: 1 addition & 0 deletions src/simplex/HEkkDual.h
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Expand Up @@ -388,6 +388,7 @@ class HEkkDual {
HighsInt solver_num_row;
HighsInt solver_num_col;
HighsInt solver_num_tot;
double inv_solver_num_row; // 1.0 / solver_num_row

const HighsSparseMatrix* a_matrix;
const HSimplexNla* simplex_nla;
Expand Down
11 changes: 6 additions & 5 deletions src/util/HFactor.cpp
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Expand Up @@ -211,6 +211,7 @@ void HFactor::setupGeneral(
num_row = num_row_;
num_col = num_col_;
num_basic = num_basic_;
inv_num_row = 1.0/num_row;
this->a_matrix_valid = true;
a_start = a_start_;
a_index = a_index_;
Expand Down Expand Up @@ -1543,7 +1544,7 @@ void HFactor::ftranL(HVector& rhs, const double expected_density,
}

// Determine style of solve
double current_density = 1.0 * rhs.count / num_row;
double current_density = 1.0 * rhs.count * inv_num_row;
const bool sparse_solve = rhs.count < 0 || current_density > kHyperCancel ||
expected_density > kHyperFtranL;
if (sparse_solve) {
Expand Down Expand Up @@ -1591,7 +1592,7 @@ void HFactor::btranL(HVector& rhs, const double expected_density,
factor_timer.start(FactorBtranLower, factor_timer_clock_pointer);

// Determine style of solve
const double current_density = 1.0 * rhs.count / num_row;
const double current_density = 1.0 * rhs.count * inv_num_row;
const bool sparse_solve = rhs.count < 0 || current_density > kHyperCancel ||
expected_density > kHyperBtranL;
if (sparse_solve) {
Expand Down Expand Up @@ -1666,7 +1667,7 @@ void HFactor::ftranU(HVector& rhs, const double expected_density,
// The regular part
//
// Determine style of solve
const double current_density = 1.0 * rhs.count / num_row;
const double current_density = 1.0 * rhs.count * inv_num_row;
const bool sparse_solve = rhs.count < 0 || current_density > kHyperCancel ||
expected_density > kHyperFtranU;
if (sparse_solve) {
Expand Down Expand Up @@ -1720,7 +1721,7 @@ void HFactor::ftranU(HVector& rhs, const double expected_density,
rhs_synthetic_tick * 15 + (u_pivot_count - num_row) * 10;
factor_timer.stop(use_clock, factor_timer_clock_pointer);
if (report_ftran_upper_sparse) {
const double final_density = 1.0 * rhs.count / num_row;
const double final_density = 1.0 * rhs.count * inv_num_row;
printf(
"FactorFtranUpperSps: expected_density = %10.4g; current_density = "
"%10.4g; final_density = %10.4g\n",
Expand Down Expand Up @@ -1773,7 +1774,7 @@ void HFactor::btranU(HVector& rhs, const double expected_density,
// The regular part
//
// Determine style of solve
const double current_density = 1.0 * rhs.count / num_row;
const double current_density = 1.0 * rhs.count * inv_num_row;
const bool sparse_solve = rhs.count < 0 || current_density > kHyperCancel ||
expected_density > kHyperBtranU;
if (sparse_solve) {
Expand Down
1 change: 1 addition & 0 deletions src/util/HFactor.h
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Expand Up @@ -347,6 +347,7 @@ class HFactor {
HighsInt num_row;
HighsInt num_col;
HighsInt num_basic;
double inv_num_row; // 1.0/num_row

private:
bool a_matrix_valid;
Expand Down
3 changes: 2 additions & 1 deletion src/util/HighsSparseMatrix.cpp
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Expand Up @@ -1383,6 +1383,7 @@ void HighsSparseMatrix::priceByRowWithSwitch(
assert(HighsInt(result.size) == this->num_col_);
assert(HighsInt(result.index.size()) == this->num_col_);
if (expected_density <= kHyperPriceDensity) {
double inv_num_col = 1.0 / this->num_col_;
for (HighsInt ix = next_index; ix < column.count; ix++) {
HighsInt iRow = column.index[ix];
// Determine whether p_end_ or the next start_ ends the loop
Expand All @@ -1394,7 +1395,7 @@ void HighsSparseMatrix::priceByRowWithSwitch(
}
// Possibly switch to standard row-wise price
HighsInt row_num_nz = to_iEl - this->start_[iRow];
double local_density = (1.0 * result.count) / this->num_col_;
double local_density = (1.0 * result.count) * inv_num_col;
bool switch_to_dense = result.count + row_num_nz >= this->num_col_ ||
local_density > switch_density;
if (switch_to_dense) break;
Expand Down
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