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Added final constrants check to solveLP to filter out flating-point numeric issues.

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This commit is contained in:
Alexander Smorkalov 2023-05-24 13:29:18 +03:00
parent e09684647a
commit 65487946cc
3 changed files with 37 additions and 3 deletions
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7
modules/core/include/opencv2/core/optim.hpp
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@ -256,6 +256,7 @@ public:
//! return codes for cv::solveLP() function
enum SolveLPResult
{
SOLVELP_LOST = -3, //!< problem is feasible, but solver lost solution due to floating-point arithmetic errors
SOLVELP_UNBOUNDED = -2, //!< problem is unbounded (target function can achieve arbitrary high values)
SOLVELP_UNFEASIBLE = -1, //!< problem is unfeasible (there are no points that satisfy all the constraints imposed)
SOLVELP_SINGLE = 0, //!< there is only one maximum for target function
@ -291,9 +292,13 @@ in the latter case it is understood to correspond to \f$c^T\f$.
and the remaining to \f$A\f$. It should contain 32- or 64-bit floating point numbers.
@param z The solution will be returned here as a column-vector - it corresponds to \f$c\f$ in the
formulation above. It will contain 64-bit floating point numbers.
@param constr_eps allowed numeric disparity for constraints
@return One of cv::SolveLPResult
*/
CV_EXPORTS_W int solveLP(const Mat& Func, const Mat& Constr, Mat& z);
CV_EXPORTS_W int solveLP(const Mat& Func, const Mat& Constr, Mat& z, double constr_eps);
/** @overload */
CV_EXPORTS int solveLP(const Mat& Func, const Mat& Constr, Mat& z);
//! @}

19
modules/core/src/lpsolver.cpp
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@ -90,7 +90,7 @@ static void swap_columns(Mat_<double>& A,int col1,int col2);
#define SWAP(type,a,b) {type tmp=(a);(a)=(b);(b)=tmp;}
//return codes:-2 (no_sol - unbdd),-1(no_sol - unfsbl), 0(single_sol), 1(multiple_sol=>least_l2_norm)
int solveLP(const Mat& Func, const Mat& Constr, Mat& z){
int solveLP(const Mat& Func, const Mat& Constr, Mat& z, double constr_eps){
dprintf(("call to solveLP\n"));
//sanity check (size, type, no. of channels)
@ -140,9 +140,24 @@ int solveLP(const Mat& Func, const Mat& Constr, Mat& z){
}
}
//check constraints feasibility
Mat prod = Constr(Rect(0, 0, Constr.cols - 1, Constr.rows)) * z;
Mat constr_check = Constr.col(Constr.cols - 1) - prod;
double min_value = 0.0;
minMaxIdx(constr_check, &min_value);
if (min_value < -constr_eps)
{
return SOLVELP_LOST;
}
return res;
}
CV_EXPORTS_W int solveLP(const Mat& Func, const Mat& Constr, Mat& z)
{
return solveLP(Func, Constr, z, 1e-12);
}
static int initialize_simplex(Mat_<double>& c, Mat_<double>& b,double& v,vector<int>& N,vector<int>& B,vector<unsigned int>& indexToRow){
N.resize(c.cols);
N[0]=0;
@ -255,7 +270,7 @@ static int inner_simplex(Mat_<double>& c, Mat_<double>& b,double& v,vector<int>&
dprintf(("iteration #%d\n",count));
count++;
static MatIterator_<double> pos_ptr;
MatIterator_<double> pos_ptr;
int e=-1,pos_ctr=0,min_var=INT_MAX;
bool all_nonzero=true;
for(pos_ptr=c.begin();pos_ptr!=c.end();pos_ptr++,pos_ctr++){

14
modules/core/test/test_lpsolver.cpp
View File

@ -151,4 +151,18 @@ TEST(Core_LPSolver, issue_12337)
//need to update interface: EXPECT_ANY_THROW(Mat1b z_8u; cv::solveLP(A, B, z_8u));
}
// NOTE: Test parameters found experimentally to get numerically inaccurate result.
// The test behaviour may change after algorithm tuning and may removed.
TEST(Core_LPSolver, issue_12343)
{
Mat A = (cv::Mat_<double>(4, 1) << 3., 3., 3., 4.);
Mat B = (cv::Mat_<double>(4, 5) << 0., 1., 4., 4., 3.,
3., 1., 2., 2., 3.,
4., 4., 0., 1., 4.,
4., 0., 4., 1., 4.);
Mat z;
int result = cv::solveLP(A, B, z);
EXPECT_EQ(SOLVELP_LOST, result);
}
}} // namespace