{"action":"opened","number":200,"pull_request":{"url":"https://api.github.com/repos/google/or-tools/pulls/200","id":75603752,"html_url":"https://github.com/google/or-tools/pull/200","diff_url":"https://github.com/google/or-tools/pull/200.diff","patch_url":"https://github.com/google/or-tools/pull/200.patch","issue_url":"https://api.github.com/repos/google/or-tools/issues/200","number":200,"state":"open","locked":false,"title":"Solow-Halim preprocessor to improve the number of iterations","user":{"login":"Celebio","id":241347,"avatar_url":"https://avatars.githubusercontent.com/u/241347?v=3","gravatar_id":"","url":"https://api.github.com/users/Celebio","html_url":"https://github.com/Celebio","followers_url":"https://api.github.com/users/Celebio/followers","following_url":"https://api.github.com/users/Celebio/following{/other_user}","gists_url":"https://api.github.com/users/Celebio/gists{/gist_id}","starred_url":"https://api.github.com/users/Celebio/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/Celebio/subscriptions","organizations_url":"https://api.github.com/users/Celebio/orgs","repos_url":"https://api.github.com/users/Celebio/repos","events_url":"https://api.github.com/users/Celebio/events{/privacy}","received_events_url":"https://api.github.com/users/Celebio/received_events","type":"User","site_admin":false},"body":"This is an implementation of the Solow-Halim paper, Improving the Efficiency of the Simplex Algorithm Based on a Geometric Explanation of Phase 1 (DOI 10.1504/IJOR.2009.025701)\r\n\r\nI implemented it as a preprocessor.\r\n\r\nAs commented in the code, it modifies the problem by changing variables to begin (supposedly) geometrically near to the optimal solution.\r\nFor a maximization problem the changes are:\r\n```\r\nx_j' =  upper_bound(j) - x_j if cost(j) >  0\r\nx_j' = -lower_bound(j) + x_j if cost(j) <  0\r\n```\r\n\r\n\r\n\r\nThe effect of the preprocessor can be seen on netlib instances:\r\nscript : https://gist.github.com/Celebio/472f0e7a2e6f5505655a8df4889ba334\r\nresults : https://gist.github.com/Celebio/8a1e0cbaef29eb21c613154598310608\r\n\r\n\r\n\r\nAs there isn't always an improvement, the preprocessor is activated by an option, '-use_solowhalim\". I think even small improvements can be hugely beneficial for usecases where lp solve is inside a loop.\r\n\r\n\r\nResults also vary depending on the rank of `SolowHalimPreprocessor` call among other preprocessors. Placing it right after `DualizerPreprocessor` seems to be a good tradeoff : it doesn't give the best overall geometrical mean but the gain vary more depending on instances so the user may prefer to activate the option for a specific instance.\r\n\r\n\r\n\r\nA few comments and potential sources of improvement:\r\n\r\n- The condition `isFinite(ub) && isFinite(lb)` ([line 3465 preprocessor.cc](https://github.com/Celebio/or-tools/commit/0a1d9ed0c15b64b8c92b4347f6d20f169df89c49#diff-fafba723f9e84069d95a1df826192136R3465)) may be too strict. It should be possible to deal with the case where only one bound is finite.\r\n- Obviously, instances with 'epigraphic' form (`max t, s.t. t ≤ cx, Ax=b`) can hardly take benefit of this. We could try to detect variables that intervene in the objective, but it may be computationaly expensive and unworthy.\r\n- This implementation ignores MIP context. We could deal with integer variables by rounding variable offsets.\r\n","created_at":"2016-06-29T07:59:19Z","updated_at":"2016-06-29T07:59:19Z","closed_at":null,"merged_at":null,"merge_commit_sha":null,"assignee":null,"assignees":[],"milestone":null,"commits_url":"https://api.github.com/repos/google/or-tools/pulls/200/commits","review_comments_url":"https://api.github.com/repos/google/or-tools/pulls/200/comments","review_comment_url":"https://api.github.com/repos/google/or-tools/pulls/comments{/number}","comments_url":"https://api.github.com/repos/google/or-tools/issues/200/comments","statuses_url":"https://api.github.com/repos/google/or-tools/statuses/0a1d9ed0c15b64b8c92b4347f6d20f169df89c49","head":{"label":"Celebio:master","ref":"master","sha":"0a1d9ed0c15b64b8c92b4347f6d20f169df89c49","user":{"login":"Celebio","id":241347,"avatar_url":"https://avatars.githubusercontent.com/u/241347?v=3","gravatar_id":"","url":"https://api.github.com/users/Celebio","html_url":"https://github.com/Celebio","followers_url":"https://api.github.com/users/Celebio/followers","following_url":"https://api.github.com/users/Celebio/following{/other_user}","gists_url":"https://api.github.com/users/Celebio/gists{/gist_id}","starred_url":"https://api.github.com/users/Celebio/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/Celebio/subscriptions","organizations_url":"https://api.github.com/users/Celebio/orgs","repos_url":"https://api.github.com/users/Celebio/repos","events_url":"https://api.github.com/users/Celebio/events{/privacy}","received_events_url":"https://api.github.com/users/Celebio/received_events","type":"User","site_admin":false},"repo":{"id":53859458,"name":"or-tools","full_name":"Celebio/or-tools","owner":{"login":"Celebio","id":241347,"avatar_url":"https://avatars.githubusercontent.com/u/241347?v=3","gravatar_id":"","url":"https://api.github.com/users/Celebio","html_url":"https://github.com/Celebio","followers_url":"https://api.github.com/users/Celebio/followers","following_url":"https://api.github.com/users/Celebio/following{/other_user}","gists_url":"https://api.github.com/users/Celebio/gists{/gist_id}","starred_url":"https://api.github.com/users/Celebio/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/Celebio/subscriptions","organizations_url":"https://api.github.com/users/Celebio/orgs","repos_url":"https://api.github.com/users/Celebio/repos","events_url":"https://api.github.com/users/Celebio/events{/privacy}","received_events_url":"https://api.github.com/users/Celebio/received_events","type":"User","site_admin":false},"private":false,"html_url":"https://github.com/Celebio/or-tools","description":"Google's 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