#region License Information
/* HeuristicLab
* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.PermutationEncoding;
using HeuristicLab.Operators;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Problems.LinearAssignment {
[Item("LinearAssignmentProblemSolver", "Uses the hungarian algorithm to solve linear assignment problems.")]
[StorableType("9AE29C0F-02CB-4906-AA61-1E0896CA007E")]
public sealed class LinearAssignmentProblemSolver : SingleSuccessorOperator, ISingleObjectiveOperator {
private const int UNASSIGNED = -1;
public IValueLookupParameter MaximizationParameter {
get { return (IValueLookupParameter)Parameters["Maximization"]; }
}
public ILookupParameter CostsParameter {
get { return (ILookupParameter)Parameters["Costs"]; }
}
public ILookupParameter AssignmentParameter {
get { return (ILookupParameter)Parameters["Assignment"]; }
}
public ILookupParameter QualityParameter {
get { return (ILookupParameter)Parameters["Quality"]; }
}
[StorableConstructor]
private LinearAssignmentProblemSolver(bool deserializing) : base(deserializing) { }
private LinearAssignmentProblemSolver(LinearAssignmentProblemSolver original, Cloner cloner) : base(original, cloner) { }
public LinearAssignmentProblemSolver()
: base() {
Parameters.Add(new ValueLookupParameter("Maximization", "Whether the costs should be maximized or minimized."));
Parameters.Add(new LookupParameter("Costs", LinearAssignmentProblem.CostsDescription));
Parameters.Add(new LookupParameter("Assignment", "The assignment solution to create."));
Parameters.Add(new LookupParameter("Quality", "The quality value of the solution."));
}
public override IDeepCloneable Clone(Cloner cloner) {
return new LinearAssignmentProblemSolver(this, cloner);
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
// BackwardsCompatibility3.3
#region Backwards compatible code, remove with 3.4
if (!Parameters.ContainsKey("Maximization"))
Parameters.Add(new ValueLookupParameter("Maximization", "Whether the costs should be maximized or minimized."));
#endregion
}
public override IOperation Apply() {
var costs = CostsParameter.ActualValue;
var maximization = MaximizationParameter.ActualValue.Value;
if (maximization) {
costs = (DoubleMatrix)costs.Clone();
for (int i = 0; i < costs.Rows; i++)
for (int j = 0; j < costs.Rows; j++)
costs[i, j] = -costs[i, j];
}
double quality;
var solution = Solve(costs, out quality);
AssignmentParameter.ActualValue = new Permutation(PermutationTypes.Absolute, solution);
if (maximization) quality = -quality;
QualityParameter.ActualValue = new DoubleValue(quality);
return base.Apply();
}
///
/// Uses the Hungarian algorithm to solve the linear assignment problem (LAP).
/// The LAP is defined as minimize f(p) = Sum(i = 1..N, c_{i, p(i)}) for a permutation p and an NxN cost matrix.
///
/// The runtime complexity of the algorithm is O(n^3). The algorithm is deterministic and terminates
/// returning one of the optimal solutions and the corresponding quality.
///
///
/// The algorithm is written similar to the fortran implementation given in http://www.seas.upenn.edu/qaplib/code.d/qapglb.f
///
/// An NxN costs matrix.
/// The quality value of the optimal solution.
/// The optimal solution.
public static int[] Solve(DoubleMatrix costs, out double quality) {
int length = costs.Rows;
// solve the linear assignment problem f(p) = Sum(i = 1..|p|, c_{i, p(i)})
int[] rowAssign = new int[length], colAssign = new int[length];
double[] dualCol = new double[length], dualRow = new double[length];
for (int i = 0; i < length; i++) { // mark all positions as untouched
rowAssign[i] = UNASSIGNED;
colAssign[i] = UNASSIGNED;
}
for (int i = 0; i < length; i++) { // find the minimum (base) level for each row
double min = costs[i, 0];
int minCol = 0;
dualCol[0] = min;
for (int j = 1; j < length; j++) {
if (costs[i, j] <= min) {
min = costs[i, j];
minCol = j;
}
if (costs[i, j] > dualCol[j])
dualCol[j] = costs[i, j];
}
dualRow[i] = min; // this will be the value of our dual variable
if (colAssign[minCol] == UNASSIGNED) {
colAssign[minCol] = i;
rowAssign[i] = minCol;
}
}
for (int j = 0; j < length; j++) { // calculate the second dual variable
if (colAssign[j] != UNASSIGNED) dualCol[j] = 0;
else {
int minRow = 0;
for (int i = 0; i < length; i++) {
if (dualCol[j] > 0 && costs[i, j] - dualRow[i] < dualCol[j]) {
dualCol[j] = costs[i, j] - dualRow[i]; // the value is the original costs minus the first dual value
minRow = i;
}
}
if (rowAssign[minRow] == UNASSIGNED) {
colAssign[j] = minRow;
rowAssign[minRow] = j;
}
}
}
// at this point costs_ij - dualRow_i - dualColumn_j results in a matrix that has at least one zero in every row and every column
for (int i = 0; i < length; i++) { // try to make the remaining assignments
if (rowAssign[i] == UNASSIGNED) {
double min = dualRow[i];
for (int j = 0; j < length; j++) {
if (colAssign[j] == UNASSIGNED && (costs[i, j] - min - dualCol[j]).IsAlmost(0.0)) {
rowAssign[i] = j;
colAssign[j] = i;
break;
}
}
}
}
bool[] marker = new bool[length];
double[] dplus = new double[length], dminus = new double[length];
int[] rowMarks = new int[length];
for (int u = 0; u < length; u++) {
if (rowAssign[u] == UNASSIGNED) {
for (int i = 0; i < length; i++) {
rowMarks[i] = u;
marker[i] = false;
dplus[i] = double.MaxValue;
dminus[i] = costs[u, i] - dualRow[u] - dualCol[i];
}
dplus[u] = 0;
int index = -1;
double minD = double.MaxValue;
while (true) {
minD = double.MaxValue;
for (int i = 0; i < length; i++) {
if (!marker[i] && dminus[i] < minD) {
minD = dminus[i];
index = i;
}
}
if (colAssign[index] == UNASSIGNED) break;
marker[index] = true;
dplus[colAssign[index]] = minD;
for (int i = 0; i < length; i++) {
if (marker[i]) continue;
double compare = minD + costs[colAssign[index], i] - dualCol[i] - dualRow[colAssign[index]];
if (dminus[i] > compare) {
dminus[i] = compare;
rowMarks[i] = colAssign[index];
}
}
} // while(true)
while (true) {
colAssign[index] = rowMarks[index];
var ind = rowAssign[rowMarks[index]];
rowAssign[rowMarks[index]] = index;
if (rowMarks[index] == u) break;
index = ind;
}
for (int i = 0; i < length; i++) {
if (dplus[i] < double.MaxValue)
dualRow[i] += minD - dplus[i];
if (dminus[i] < minD)
dualCol[i] += dminus[i] - minD;
}
}
}
quality = 0;
for (int i = 0; i < length; i++) {
quality += costs[i, rowAssign[i]];
}
return rowAssign;
}
}
}