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haskell-igraph-0.8.5: igraph/src/optimal_modularity.c

/* -*- mode: C -*-  */
/* vim:set ts=4 sw=4 sts=4 et: */
/*
   IGraph library.
   Copyright (C) 2010-2012  Gabor Csardi <csardi.gabor@gmail.com>
   334 Harvard street, Cambridge, MA 02139 USA

   This program 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 2 of the License, or
   (at your option) any later version.

   This program 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 this program; if not, write to the Free Software
   Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
   02110-1301 USA

*/

#include "igraph_interface.h"
#include "igraph_community.h"
#include "igraph_error.h"
#include "igraph_glpk_support.h"
#include "igraph_interrupt_internal.h"
#include "igraph_centrality.h"
#include "config.h"

#ifdef HAVE_GLPK
    #include <glpk.h>
#endif

/**
 * \function igraph_community_optimal_modularity
 * Calculate the community structure with the highest modularity value
 *
 * This function calculates the optimal community structure for a
 * graph, in terms of maximal modularity score.
 *
 * </para><para>
 * The calculation is done by transforming the modularity maximization
 * into an integer programming problem, and then calling the GLPK
 * library to solve that. Please see Ulrik Brandes et al.: On
 * Modularity Clustering, IEEE Transactions on Knowledge and Data
 * Engineering 20(2):172-188, 2008.
 *
 * </para><para>
 * Note that modularity optimization is an NP-complete problem, and
 * all known algorithms for it have exponential time complexity. This
 * means that you probably don't want to run this function on larger
 * graphs. Graphs with up to fifty vertices should be fine, graphs
 * with a couple of hundred vertices might be possible.
 *
 * \param graph The input graph. It is always treated as undirected.
 * \param modularity Pointer to a real number, or a null pointer.
 *        If it is not a null pointer, then a optimal modularity value
 *        is returned here.
 * \param membership Pointer to a vector, or a null pointer. If not a
 *        null pointer, then the membership vector of the optimal
 *        community structure is stored here.
 * \param weights Vector giving the weights of the edges. If it is
 *        \c NULL then each edge is supposed to have the same weight.
 * \return Error code.
 *
 * \sa \ref igraph_modularity(), \ref igraph_community_fastgreedy()
 * for an algorithm that finds a local optimum in a greedy way.
 *
 * Time complexity: exponential in the number of vertices.
 *
 * \example examples/simple/igraph_community_optimal_modularity.c
 */

int igraph_community_optimal_modularity(const igraph_t *graph,
                                        igraph_real_t *modularity,
                                        igraph_vector_t *membership,
                                        const igraph_vector_t *weights) {

#ifndef HAVE_GLPK
    IGRAPH_ERROR("GLPK is not available",
                 IGRAPH_UNIMPLEMENTED);
#else

    igraph_integer_t no_of_nodes = (igraph_integer_t) igraph_vcount(graph);
    igraph_integer_t no_of_edges = (igraph_integer_t) igraph_ecount(graph);
    igraph_bool_t directed = igraph_is_directed(graph);
    int no_of_variables = no_of_nodes * (no_of_nodes + 1) / 2;
    int i, j, k, l, st;
    int idx[] = { 0, 0, 0, 0 };
    double coef[] = { 0.0, 1.0, 1.0, -2.0 };
    igraph_real_t total_weight;
    igraph_vector_t indegree;
    igraph_vector_t outdegree;

    glp_prob *ip;
    glp_iocp parm;

    if (weights != 0) {
        if (igraph_vector_size(weights) != no_of_edges) {
            IGRAPH_ERROR("Invalid length of weight vector", IGRAPH_EINVAL);
        }
        if (igraph_vector_min(weights) < 0) {
            IGRAPH_ERROR("Negative weights are not allowed in weight vector", IGRAPH_EINVAL);
        }
    }

    if (weights) {
        total_weight = igraph_vector_sum(weights);
    } else {
        total_weight = no_of_edges;
    }
    if (!directed) {
        total_weight *= 2;
    }

    /* Special case */
    if (no_of_edges == 0 || total_weight == 0) {
        if (modularity) {
            *modularity = IGRAPH_NAN;
        }
        if (membership) {
            IGRAPH_CHECK(igraph_vector_resize(membership, no_of_nodes));
            igraph_vector_null(membership);
        }
    }

    IGRAPH_VECTOR_INIT_FINALLY(&indegree, no_of_nodes);
    IGRAPH_VECTOR_INIT_FINALLY(&outdegree, no_of_nodes);
    IGRAPH_CHECK(igraph_strength(graph, &indegree, igraph_vss_all(),
                                 IGRAPH_IN, IGRAPH_LOOPS, weights));
    IGRAPH_CHECK(igraph_strength(graph, &outdegree, igraph_vss_all(),
                                 IGRAPH_OUT, IGRAPH_LOOPS, weights));

    glp_term_out(GLP_OFF);
    ip = glp_create_prob();
    IGRAPH_FINALLY(glp_delete_prob, ip);

    glp_set_obj_dir(ip, GLP_MAX);
    st = glp_add_cols(ip, no_of_variables);

    /* variables are binary */
    for (i = 0; i < no_of_variables; i++) {
        glp_set_col_kind(ip, (st + i), GLP_BV);
    }

#define IDX(a,b) ((b)*((b)+1)/2+(a))

    /* reflexivity */
    for (i = 0; i < no_of_nodes; i++) {
        glp_set_col_bnds(ip, (st + IDX(i, i)), GLP_FX, 1.0, 1.0);
    }

    /* transitivity */
    for (i = 0; i < no_of_nodes; i++) {
        for (j = i + 1; j < no_of_nodes; j++) {

            IGRAPH_ALLOW_INTERRUPTION();

            for (k = j + 1; k < no_of_nodes; k++) {
                int newrow = glp_add_rows(ip, 3);

                glp_set_row_bnds(ip, newrow, GLP_UP, 0.0, 1.0);
                idx[1] = (st + IDX(i, j)); idx[2] = (st + IDX(j, k));
                idx[3] = (st + IDX(i, k));
                glp_set_mat_row(ip, newrow, 3, idx, coef);

                glp_set_row_bnds(ip, newrow + 1, GLP_UP, 0.0, 1.0);
                idx[1] = st + IDX(i, j); idx[2] = st + IDX(i, k); idx[3] = st + IDX(j, k);
                glp_set_mat_row(ip, newrow + 1, 3, idx, coef);

                glp_set_row_bnds(ip, newrow + 2, GLP_UP, 0.0, 1.0);
                idx[1] = st + IDX(i, k); idx[2] = st + IDX(j, k); idx[3] = st + IDX(i, j);
                glp_set_mat_row(ip, newrow + 2, 3, idx, coef);

            }
        }
    }

    /* objective function */
    {
        igraph_real_t c;

        /* first part: -strength(i)*strength(j)/total_weight for every node pair */
        for (i = 0; i < no_of_nodes; i++) {
            for (j = i + 1; j < no_of_nodes; j++) {
                c = -VECTOR(indegree)[i] * VECTOR(outdegree)[j] / total_weight \
                    -VECTOR(outdegree)[i] * VECTOR(indegree)[j] / total_weight;
                glp_set_obj_coef(ip, st + IDX(i, j), c);
            }
            /* special case for (i,i) */
            c = -VECTOR(indegree)[i] * VECTOR(outdegree)[i] / total_weight;
            glp_set_obj_coef(ip, st + IDX(i, i), c);
        }

        /* second part: add the weighted adjacency matrix to the coefficient matrix */
        for (k = 0; k < no_of_edges; k++) {
            i = IGRAPH_FROM(graph, k);
            j = IGRAPH_TO(graph, k);
            if (i > j) {
                l = i; i = j; j = l;
            }
            c = weights ? VECTOR(*weights)[k] : 1.0;
            if (!directed || i == j) {
                c *= 2.0;
            }
            glp_set_obj_coef(ip, st + IDX(i, j), c + glp_get_obj_coef(ip, st + IDX(i, j)));
        }
    }

    /* solve it */
    glp_init_iocp(&parm);
    parm.br_tech = GLP_BR_DTH;
    parm.bt_tech = GLP_BT_BLB;
    parm.presolve = GLP_ON;
    parm.binarize = GLP_ON;
    parm.cb_func = igraph_i_glpk_interruption_hook;
    IGRAPH_GLPK_CHECK(glp_intopt(ip, &parm), "Modularity optimization failed");

    /* store the results */
    if (modularity) {
        *modularity = glp_mip_obj_val(ip) / total_weight;
    }

    if (membership) {
        long int comm = 0;   /* id of the last community that was found */
        IGRAPH_CHECK(igraph_vector_resize(membership, no_of_nodes));
        for (i = 0; i < no_of_nodes; i++) {

            IGRAPH_ALLOW_INTERRUPTION();

            for (j = 0; j < i; j++) {
                int val = (int) glp_mip_col_val(ip, st + IDX(j, i));
                if (val == 1) {
                    VECTOR(*membership)[i] = VECTOR(*membership)[j];
                    break;
                }
            }
            if (j == i) {     /* new community */
                VECTOR(*membership)[i] = comm++;
            }
        }
    }

#undef IDX

    igraph_vector_destroy(&indegree);
    igraph_vector_destroy(&outdegree);
    glp_delete_prob(ip);
    IGRAPH_FINALLY_CLEAN(3);

    return 0;

#endif

}