numericals.h

//
// Created by henri on 01/09/22.
//
 
#ifndef OPTIMIZE_NUMERICALS_H
#define OPTIMIZE_NUMERICALS_H
 
#include <limits>
#include <cmath>
#include <iostream>
#include <iomanip>
#include <numeric>
#include <idol/mixed-integer/modeling/Types.h>
 
namespace idol {
 
    static constexpr double Inf = 1e20;
 
    namespace Tolerance {
 
        static double Sparsity = 1e-8;
 
        static unsigned int Digits = 8;
 
        static double MIPRelativeGap = 1e-4;
 
        static double MIPAbsoluteGap = 1e-5;
 
        static double Integer = 10e-5;
 
        static double Feasibility = 10e-6;
 
        static double Optimality = 10e-6;
    };
 
    static bool is_pos_inf(double t_value) {
        return t_value >= Inf;
    }
 
    static bool is_neg_inf(double t_value) {
        return t_value <= -Inf;
    }
 
    static bool is_inf(double t_value) {
        return is_pos_inf(t_value) || is_neg_inf(t_value);
    }
 
    static bool equals(double t_a, double t_b, double t_tolerance) {
        return std::abs(t_a - t_b) <= t_tolerance;
    }
 
    static bool is(double t_a, CtrType t_type, double t_b, double t_tolerance) {
 
        switch (t_type) {
            case LessOrEqual:
                return t_a <= t_b + t_tolerance;
            case GreaterOrEqual:
                return t_a >= t_b - t_tolerance;
            case Equal:
                return equals(t_a, t_b, t_tolerance);
            default:;
        }
 
        throw Exception("Enum out of bounds.");
    }
 
    static double relative_gap(double t_lb, double t_ub) {
 
        if (is_neg_inf(t_lb) || is_pos_inf(t_ub)) {
            return Inf;
        }
 
        return std::abs(t_lb - t_ub) / (1e-10 + std::abs(t_ub));
    }
 
    static double absolute_gap(double t_lb, double t_ub) {
        if (is_pos_inf(t_ub) || is_neg_inf(t_lb)) {
            return Inf;
        }
        return std::abs(t_ub - t_lb);
    }
 
    static bool is_zero(double t_value, double t_tolerance) {
        return std::abs(t_value) <= t_tolerance;
    }
 
    template<class T>
    decltype(std::declval<T>().is_zero(.1)) is_zero(const T& t_expr, double t_tolerance) {
        return t_expr.is_zero(t_tolerance);
    }
 
    static bool is_integer(double t_value, double t_tolerance) {
        return std::abs(t_value - std::round(t_value)) <= t_tolerance;
    }
 
    static double round(double t_value, unsigned int t_n_digits = 0) {
        const double multiplier = std::pow(10, t_n_digits);
        return std::round(t_value * multiplier) / multiplier;
    }
 
}
 
#endif //OPTIMIZE_NUMERICALS_H