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/* glpapi06.c (simplex method routines) */
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/***********************************************************************
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* This code is part of GLPK (GNU Linear Programming Kit).
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*
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* Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
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* 2009, 2010 Andrew Makhorin, Department for Applied Informatics,
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* Moscow Aviation Institute, Moscow, Russia. All rights reserved.
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* E-mail: <mao@gnu.org>.
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*
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* GLPK is free software: you can redistribute it and/or modify it
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* under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* GLPK is distributed in the hope that it will be useful, but WITHOUT
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* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
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* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
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* License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with GLPK. If not, see <http://www.gnu.org/licenses/>.
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***********************************************************************/
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#include "glpios.h"
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#include "glpnpp.h"
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#include "glpspx.h"
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/***********************************************************************
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* NAME
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*
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* glp_simplex - solve LP problem with the simplex method
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*
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* SYNOPSIS
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*
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* int glp_simplex(glp_prob *P, const glp_smcp *parm);
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*
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* DESCRIPTION
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*
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* The routine glp_simplex is a driver to the LP solver based on the
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* simplex method. This routine retrieves problem data from the
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* specified problem object, calls the solver to solve the problem
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* instance, and stores results of computations back into the problem
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* object.
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*
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* The simplex solver has a set of control parameters. Values of the
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* control parameters can be passed in a structure glp_smcp, which the
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* parameter parm points to.
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*
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* The parameter parm can be specified as NULL, in which case the LP
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* solver uses default settings.
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*
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* RETURNS
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*
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* 0 The LP problem instance has been successfully solved. This code
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* does not necessarily mean that the solver has found optimal
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* solution. It only means that the solution process was successful.
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*
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* GLP_EBADB
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* Unable to start the search, because the initial basis specified
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* in the problem object is invalid--the number of basic (auxiliary
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* and structural) variables is not the same as the number of rows in
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* the problem object.
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*
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* GLP_ESING
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* Unable to start the search, because the basis matrix correspodning
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* to the initial basis is singular within the working precision.
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*
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* GLP_ECOND
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* Unable to start the search, because the basis matrix correspodning
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* to the initial basis is ill-conditioned, i.e. its condition number
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* is too large.
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*
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* GLP_EBOUND
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* Unable to start the search, because some double-bounded variables
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* have incorrect bounds.
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*
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* GLP_EFAIL
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* The search was prematurely terminated due to the solver failure.
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*
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* GLP_EOBJLL
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* The search was prematurely terminated, because the objective
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* function being maximized has reached its lower limit and continues
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* decreasing (dual simplex only).
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*
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* GLP_EOBJUL
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* The search was prematurely terminated, because the objective
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* function being minimized has reached its upper limit and continues
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* increasing (dual simplex only).
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*
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* GLP_EITLIM
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* The search was prematurely terminated, because the simplex
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* iteration limit has been exceeded.
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*
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* GLP_ETMLIM
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* The search was prematurely terminated, because the time limit has
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* been exceeded.
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*
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* GLP_ENOPFS
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* The LP problem instance has no primal feasible solution (only if
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* the LP presolver is used).
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*
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* GLP_ENODFS
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* The LP problem instance has no dual feasible solution (only if the
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* LP presolver is used). */
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static void trivial_lp(glp_prob *P, const glp_smcp *parm)
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{ /* solve trivial LP which has empty constraint matrix */
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GLPROW *row;
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GLPCOL *col;
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int i, j;
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double p_infeas, d_infeas, zeta;
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P->valid = 0;
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P->pbs_stat = P->dbs_stat = GLP_FEAS;
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P->obj_val = P->c0;
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P->some = 0;
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p_infeas = d_infeas = 0.0;
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/* make all auxiliary variables basic */
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for (i = 1; i <= P->m; i++)
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{ row = P->row[i];
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row->stat = GLP_BS;
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row->prim = row->dual = 0.0;
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/* check primal feasibility */
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if (row->type == GLP_LO || row->type == GLP_DB ||
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row->type == GLP_FX)
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{ /* row has lower bound */
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if (row->lb > + parm->tol_bnd)
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{ P->pbs_stat = GLP_NOFEAS;
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if (P->some == 0 && parm->meth != GLP_PRIMAL)
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P->some = i;
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}
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if (p_infeas < + row->lb)
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p_infeas = + row->lb;
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}
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if (row->type == GLP_UP || row->type == GLP_DB ||
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row->type == GLP_FX)
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{ /* row has upper bound */
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if (row->ub < - parm->tol_bnd)
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{ P->pbs_stat = GLP_NOFEAS;
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if (P->some == 0 && parm->meth != GLP_PRIMAL)
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P->some = i;
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}
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if (p_infeas < - row->ub)
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p_infeas = - row->ub;
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}
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}
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/* determine scale factor for the objective row */
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zeta = 1.0;
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for (j = 1; j <= P->n; j++)
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{ col = P->col[j];
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if (zeta < fabs(col->coef)) zeta = fabs(col->coef);
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}
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zeta = (P->dir == GLP_MIN ? +1.0 : -1.0) / zeta;
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/* make all structural variables non-basic */
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for (j = 1; j <= P->n; j++)
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{ col = P->col[j];
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if (col->type == GLP_FR)
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col->stat = GLP_NF, col->prim = 0.0;
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else if (col->type == GLP_LO)
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lo: col->stat = GLP_NL, col->prim = col->lb;
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else if (col->type == GLP_UP)
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up: col->stat = GLP_NU, col->prim = col->ub;
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else if (col->type == GLP_DB)
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{ if (zeta * col->coef > 0.0)
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goto lo;
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else if (zeta * col->coef < 0.0)
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goto up;
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else if (fabs(col->lb) <= fabs(col->ub))
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goto lo;
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else
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goto up;
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}
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else if (col->type == GLP_FX)
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col->stat = GLP_NS, col->prim = col->lb;
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col->dual = col->coef;
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P->obj_val += col->coef * col->prim;
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/* check dual feasibility */
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if (col->type == GLP_FR || col->type == GLP_LO)
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{ /* column has no upper bound */
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if (zeta * col->dual < - parm->tol_dj)
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{ P->dbs_stat = GLP_NOFEAS;
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if (P->some == 0 && parm->meth == GLP_PRIMAL)
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P->some = P->m + j;
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}
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if (d_infeas < - zeta * col->dual)
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d_infeas = - zeta * col->dual;
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}
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if (col->type == GLP_FR || col->type == GLP_UP)
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{ /* column has no lower bound */
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if (zeta * col->dual > + parm->tol_dj)
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{ P->dbs_stat = GLP_NOFEAS;
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if (P->some == 0 && parm->meth == GLP_PRIMAL)
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P->some = P->m + j;
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}
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if (d_infeas < + zeta * col->dual)
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d_infeas = + zeta * col->dual;
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}
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}
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|
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/* simulate the simplex solver output */
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if (parm->msg_lev >= GLP_MSG_ON && parm->out_dly == 0)
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{ xprintf("~%6d: obj = %17.9e infeas = %10.3e\n", P->it_cnt,
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P->obj_val, parm->meth == GLP_PRIMAL ? p_infeas : d_infeas);
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203 |
}
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|
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if (parm->msg_lev >= GLP_MSG_ALL && parm->out_dly == 0)
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|
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{ if (P->pbs_stat == GLP_FEAS && P->dbs_stat == GLP_FEAS)
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|
206 |
xprintf("OPTIMAL SOLUTION FOUND\n");
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|
207 |
else if (P->pbs_stat == GLP_NOFEAS)
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|
208 |
xprintf("PROBLEM HAS NO FEASIBLE SOLUTION\n");
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|
209 |
else if (parm->meth == GLP_PRIMAL)
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|
210 |
xprintf("PROBLEM HAS UNBOUNDED SOLUTION\n");
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|
211 |
else
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|
212 |
xprintf("PROBLEM HAS NO DUAL FEASIBLE SOLUTION\n");
|
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|
213 |
}
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|
214 |
return;
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|
215 |
}
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|
216 |
|
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|
217 |
static int solve_lp(glp_prob *P, const glp_smcp *parm)
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|
218 |
{ /* solve LP directly without using the preprocessor */
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|
219 |
int ret;
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|
220 |
if (!glp_bf_exists(P))
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|
221 |
{ ret = glp_factorize(P);
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|
222 |
if (ret == 0)
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|
223 |
;
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|
224 |
else if (ret == GLP_EBADB)
|
alpar@1
|
225 |
{ if (parm->msg_lev >= GLP_MSG_ERR)
|
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|
226 |
xprintf("glp_simplex: initial basis is invalid\n");
|
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|
227 |
}
|
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|
228 |
else if (ret == GLP_ESING)
|
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|
229 |
{ if (parm->msg_lev >= GLP_MSG_ERR)
|
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|
230 |
xprintf("glp_simplex: initial basis is singular\n");
|
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|
231 |
}
|
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|
232 |
else if (ret == GLP_ECOND)
|
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|
233 |
{ if (parm->msg_lev >= GLP_MSG_ERR)
|
alpar@1
|
234 |
xprintf(
|
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|
235 |
"glp_simplex: initial basis is ill-conditioned\n");
|
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|
236 |
}
|
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|
237 |
else
|
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|
238 |
xassert(ret != ret);
|
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|
239 |
if (ret != 0) goto done;
|
alpar@1
|
240 |
}
|
alpar@1
|
241 |
if (parm->meth == GLP_PRIMAL)
|
alpar@1
|
242 |
ret = spx_primal(P, parm);
|
alpar@1
|
243 |
else if (parm->meth == GLP_DUALP)
|
alpar@1
|
244 |
{ ret = spx_dual(P, parm);
|
alpar@1
|
245 |
if (ret == GLP_EFAIL && P->valid)
|
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|
246 |
ret = spx_primal(P, parm);
|
alpar@1
|
247 |
}
|
alpar@1
|
248 |
else if (parm->meth == GLP_DUAL)
|
alpar@1
|
249 |
ret = spx_dual(P, parm);
|
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|
250 |
else
|
alpar@1
|
251 |
xassert(parm != parm);
|
alpar@1
|
252 |
done: return ret;
|
alpar@1
|
253 |
}
|
alpar@1
|
254 |
|
alpar@1
|
255 |
static int preprocess_and_solve_lp(glp_prob *P, const glp_smcp *parm)
|
alpar@1
|
256 |
{ /* solve LP using the preprocessor */
|
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|
257 |
NPP *npp;
|
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|
258 |
glp_prob *lp = NULL;
|
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|
259 |
glp_bfcp bfcp;
|
alpar@1
|
260 |
int ret;
|
alpar@1
|
261 |
if (parm->msg_lev >= GLP_MSG_ALL)
|
alpar@1
|
262 |
xprintf("Preprocessing...\n");
|
alpar@1
|
263 |
/* create preprocessor workspace */
|
alpar@1
|
264 |
npp = npp_create_wksp();
|
alpar@1
|
265 |
/* load original problem into the preprocessor workspace */
|
alpar@1
|
266 |
npp_load_prob(npp, P, GLP_OFF, GLP_SOL, GLP_OFF);
|
alpar@1
|
267 |
/* process LP prior to applying primal/dual simplex method */
|
alpar@1
|
268 |
ret = npp_simplex(npp, parm);
|
alpar@1
|
269 |
if (ret == 0)
|
alpar@1
|
270 |
;
|
alpar@1
|
271 |
else if (ret == GLP_ENOPFS)
|
alpar@1
|
272 |
{ if (parm->msg_lev >= GLP_MSG_ALL)
|
alpar@1
|
273 |
xprintf("PROBLEM HAS NO PRIMAL FEASIBLE SOLUTION\n");
|
alpar@1
|
274 |
}
|
alpar@1
|
275 |
else if (ret == GLP_ENODFS)
|
alpar@1
|
276 |
{ if (parm->msg_lev >= GLP_MSG_ALL)
|
alpar@1
|
277 |
xprintf("PROBLEM HAS NO DUAL FEASIBLE SOLUTION\n");
|
alpar@1
|
278 |
}
|
alpar@1
|
279 |
else
|
alpar@1
|
280 |
xassert(ret != ret);
|
alpar@1
|
281 |
if (ret != 0) goto done;
|
alpar@1
|
282 |
/* build transformed LP */
|
alpar@1
|
283 |
lp = glp_create_prob();
|
alpar@1
|
284 |
npp_build_prob(npp, lp);
|
alpar@1
|
285 |
/* if the transformed LP is empty, it has empty solution, which
|
alpar@1
|
286 |
is optimal */
|
alpar@1
|
287 |
if (lp->m == 0 && lp->n == 0)
|
alpar@1
|
288 |
{ lp->pbs_stat = lp->dbs_stat = GLP_FEAS;
|
alpar@1
|
289 |
lp->obj_val = lp->c0;
|
alpar@1
|
290 |
if (parm->msg_lev >= GLP_MSG_ON && parm->out_dly == 0)
|
alpar@1
|
291 |
{ xprintf("~%6d: obj = %17.9e infeas = %10.3e\n", P->it_cnt,
|
alpar@1
|
292 |
lp->obj_val, 0.0);
|
alpar@1
|
293 |
}
|
alpar@1
|
294 |
if (parm->msg_lev >= GLP_MSG_ALL)
|
alpar@1
|
295 |
xprintf("OPTIMAL SOLUTION FOUND BY LP PREPROCESSOR\n");
|
alpar@1
|
296 |
goto post;
|
alpar@1
|
297 |
}
|
alpar@1
|
298 |
if (parm->msg_lev >= GLP_MSG_ALL)
|
alpar@1
|
299 |
{ xprintf("%d row%s, %d column%s, %d non-zero%s\n",
|
alpar@1
|
300 |
lp->m, lp->m == 1 ? "" : "s", lp->n, lp->n == 1 ? "" : "s",
|
alpar@1
|
301 |
lp->nnz, lp->nnz == 1 ? "" : "s");
|
alpar@1
|
302 |
}
|
alpar@1
|
303 |
/* inherit basis factorization control parameters */
|
alpar@1
|
304 |
glp_get_bfcp(P, &bfcp);
|
alpar@1
|
305 |
glp_set_bfcp(lp, &bfcp);
|
alpar@1
|
306 |
/* scale the transformed problem */
|
alpar@1
|
307 |
{ ENV *env = get_env_ptr();
|
alpar@1
|
308 |
int term_out = env->term_out;
|
alpar@1
|
309 |
if (!term_out || parm->msg_lev < GLP_MSG_ALL)
|
alpar@1
|
310 |
env->term_out = GLP_OFF;
|
alpar@1
|
311 |
else
|
alpar@1
|
312 |
env->term_out = GLP_ON;
|
alpar@1
|
313 |
glp_scale_prob(lp, GLP_SF_AUTO);
|
alpar@1
|
314 |
env->term_out = term_out;
|
alpar@1
|
315 |
}
|
alpar@1
|
316 |
/* build advanced initial basis */
|
alpar@1
|
317 |
{ ENV *env = get_env_ptr();
|
alpar@1
|
318 |
int term_out = env->term_out;
|
alpar@1
|
319 |
if (!term_out || parm->msg_lev < GLP_MSG_ALL)
|
alpar@1
|
320 |
env->term_out = GLP_OFF;
|
alpar@1
|
321 |
else
|
alpar@1
|
322 |
env->term_out = GLP_ON;
|
alpar@1
|
323 |
glp_adv_basis(lp, 0);
|
alpar@1
|
324 |
env->term_out = term_out;
|
alpar@1
|
325 |
}
|
alpar@1
|
326 |
/* solve the transformed LP */
|
alpar@1
|
327 |
lp->it_cnt = P->it_cnt;
|
alpar@1
|
328 |
ret = solve_lp(lp, parm);
|
alpar@1
|
329 |
P->it_cnt = lp->it_cnt;
|
alpar@1
|
330 |
/* only optimal solution can be postprocessed */
|
alpar@1
|
331 |
if (!(ret == 0 && lp->pbs_stat == GLP_FEAS && lp->dbs_stat ==
|
alpar@1
|
332 |
GLP_FEAS))
|
alpar@1
|
333 |
{ if (parm->msg_lev >= GLP_MSG_ERR)
|
alpar@1
|
334 |
xprintf("glp_simplex: unable to recover undefined or non-op"
|
alpar@1
|
335 |
"timal solution\n");
|
alpar@1
|
336 |
if (ret == 0)
|
alpar@1
|
337 |
{ if (lp->pbs_stat == GLP_NOFEAS)
|
alpar@1
|
338 |
ret = GLP_ENOPFS;
|
alpar@1
|
339 |
else if (lp->dbs_stat == GLP_NOFEAS)
|
alpar@1
|
340 |
ret = GLP_ENODFS;
|
alpar@1
|
341 |
else
|
alpar@1
|
342 |
xassert(lp != lp);
|
alpar@1
|
343 |
}
|
alpar@1
|
344 |
goto done;
|
alpar@1
|
345 |
}
|
alpar@1
|
346 |
post: /* postprocess solution from the transformed LP */
|
alpar@1
|
347 |
npp_postprocess(npp, lp);
|
alpar@1
|
348 |
/* the transformed LP is no longer needed */
|
alpar@1
|
349 |
glp_delete_prob(lp), lp = NULL;
|
alpar@1
|
350 |
/* store solution to the original problem */
|
alpar@1
|
351 |
npp_unload_sol(npp, P);
|
alpar@1
|
352 |
/* the original LP has been successfully solved */
|
alpar@1
|
353 |
ret = 0;
|
alpar@1
|
354 |
done: /* delete the transformed LP, if it exists */
|
alpar@1
|
355 |
if (lp != NULL) glp_delete_prob(lp);
|
alpar@1
|
356 |
/* delete preprocessor workspace */
|
alpar@1
|
357 |
npp_delete_wksp(npp);
|
alpar@1
|
358 |
return ret;
|
alpar@1
|
359 |
}
|
alpar@1
|
360 |
|
alpar@1
|
361 |
int glp_simplex(glp_prob *P, const glp_smcp *parm)
|
alpar@1
|
362 |
{ /* solve LP problem with the simplex method */
|
alpar@1
|
363 |
glp_smcp _parm;
|
alpar@1
|
364 |
int i, j, ret;
|
alpar@1
|
365 |
/* check problem object */
|
alpar@1
|
366 |
if (P == NULL || P->magic != GLP_PROB_MAGIC)
|
alpar@1
|
367 |
xerror("glp_simplex: P = %p; invalid problem object\n", P);
|
alpar@1
|
368 |
if (P->tree != NULL && P->tree->reason != 0)
|
alpar@1
|
369 |
xerror("glp_simplex: operation not allowed\n");
|
alpar@1
|
370 |
/* check control parameters */
|
alpar@1
|
371 |
if (parm == NULL)
|
alpar@1
|
372 |
parm = &_parm, glp_init_smcp((glp_smcp *)parm);
|
alpar@1
|
373 |
if (!(parm->msg_lev == GLP_MSG_OFF ||
|
alpar@1
|
374 |
parm->msg_lev == GLP_MSG_ERR ||
|
alpar@1
|
375 |
parm->msg_lev == GLP_MSG_ON ||
|
alpar@1
|
376 |
parm->msg_lev == GLP_MSG_ALL ||
|
alpar@1
|
377 |
parm->msg_lev == GLP_MSG_DBG))
|
alpar@1
|
378 |
xerror("glp_simplex: msg_lev = %d; invalid parameter\n",
|
alpar@1
|
379 |
parm->msg_lev);
|
alpar@1
|
380 |
if (!(parm->meth == GLP_PRIMAL ||
|
alpar@1
|
381 |
parm->meth == GLP_DUALP ||
|
alpar@1
|
382 |
parm->meth == GLP_DUAL))
|
alpar@1
|
383 |
xerror("glp_simplex: meth = %d; invalid parameter\n",
|
alpar@1
|
384 |
parm->meth);
|
alpar@1
|
385 |
if (!(parm->pricing == GLP_PT_STD ||
|
alpar@1
|
386 |
parm->pricing == GLP_PT_PSE))
|
alpar@1
|
387 |
xerror("glp_simplex: pricing = %d; invalid parameter\n",
|
alpar@1
|
388 |
parm->pricing);
|
alpar@1
|
389 |
if (!(parm->r_test == GLP_RT_STD ||
|
alpar@1
|
390 |
parm->r_test == GLP_RT_HAR))
|
alpar@1
|
391 |
xerror("glp_simplex: r_test = %d; invalid parameter\n",
|
alpar@1
|
392 |
parm->r_test);
|
alpar@1
|
393 |
if (!(0.0 < parm->tol_bnd && parm->tol_bnd < 1.0))
|
alpar@1
|
394 |
xerror("glp_simplex: tol_bnd = %g; invalid parameter\n",
|
alpar@1
|
395 |
parm->tol_bnd);
|
alpar@1
|
396 |
if (!(0.0 < parm->tol_dj && parm->tol_dj < 1.0))
|
alpar@1
|
397 |
xerror("glp_simplex: tol_dj = %g; invalid parameter\n",
|
alpar@1
|
398 |
parm->tol_dj);
|
alpar@1
|
399 |
if (!(0.0 < parm->tol_piv && parm->tol_piv < 1.0))
|
alpar@1
|
400 |
xerror("glp_simplex: tol_piv = %g; invalid parameter\n",
|
alpar@1
|
401 |
parm->tol_piv);
|
alpar@1
|
402 |
if (parm->it_lim < 0)
|
alpar@1
|
403 |
xerror("glp_simplex: it_lim = %d; invalid parameter\n",
|
alpar@1
|
404 |
parm->it_lim);
|
alpar@1
|
405 |
if (parm->tm_lim < 0)
|
alpar@1
|
406 |
xerror("glp_simplex: tm_lim = %d; invalid parameter\n",
|
alpar@1
|
407 |
parm->tm_lim);
|
alpar@1
|
408 |
if (parm->out_frq < 1)
|
alpar@1
|
409 |
xerror("glp_simplex: out_frq = %d; invalid parameter\n",
|
alpar@1
|
410 |
parm->out_frq);
|
alpar@1
|
411 |
if (parm->out_dly < 0)
|
alpar@1
|
412 |
xerror("glp_simplex: out_dly = %d; invalid parameter\n",
|
alpar@1
|
413 |
parm->out_dly);
|
alpar@1
|
414 |
if (!(parm->presolve == GLP_ON || parm->presolve == GLP_OFF))
|
alpar@1
|
415 |
xerror("glp_simplex: presolve = %d; invalid parameter\n",
|
alpar@1
|
416 |
parm->presolve);
|
alpar@1
|
417 |
/* basic solution is currently undefined */
|
alpar@1
|
418 |
P->pbs_stat = P->dbs_stat = GLP_UNDEF;
|
alpar@1
|
419 |
P->obj_val = 0.0;
|
alpar@1
|
420 |
P->some = 0;
|
alpar@1
|
421 |
/* check bounds of double-bounded variables */
|
alpar@1
|
422 |
for (i = 1; i <= P->m; i++)
|
alpar@1
|
423 |
{ GLPROW *row = P->row[i];
|
alpar@1
|
424 |
if (row->type == GLP_DB && row->lb >= row->ub)
|
alpar@1
|
425 |
{ if (parm->msg_lev >= GLP_MSG_ERR)
|
alpar@1
|
426 |
xprintf("glp_simplex: row %d: lb = %g, ub = %g; incorrec"
|
alpar@1
|
427 |
"t bounds\n", i, row->lb, row->ub);
|
alpar@1
|
428 |
ret = GLP_EBOUND;
|
alpar@1
|
429 |
goto done;
|
alpar@1
|
430 |
}
|
alpar@1
|
431 |
}
|
alpar@1
|
432 |
for (j = 1; j <= P->n; j++)
|
alpar@1
|
433 |
{ GLPCOL *col = P->col[j];
|
alpar@1
|
434 |
if (col->type == GLP_DB && col->lb >= col->ub)
|
alpar@1
|
435 |
{ if (parm->msg_lev >= GLP_MSG_ERR)
|
alpar@1
|
436 |
xprintf("glp_simplex: column %d: lb = %g, ub = %g; incor"
|
alpar@1
|
437 |
"rect bounds\n", j, col->lb, col->ub);
|
alpar@1
|
438 |
ret = GLP_EBOUND;
|
alpar@1
|
439 |
goto done;
|
alpar@1
|
440 |
}
|
alpar@1
|
441 |
}
|
alpar@1
|
442 |
/* solve LP problem */
|
alpar@1
|
443 |
if (parm->msg_lev >= GLP_MSG_ALL)
|
alpar@1
|
444 |
{ xprintf("GLPK Simplex Optimizer, v%s\n", glp_version());
|
alpar@1
|
445 |
xprintf("%d row%s, %d column%s, %d non-zero%s\n",
|
alpar@1
|
446 |
P->m, P->m == 1 ? "" : "s", P->n, P->n == 1 ? "" : "s",
|
alpar@1
|
447 |
P->nnz, P->nnz == 1 ? "" : "s");
|
alpar@1
|
448 |
}
|
alpar@1
|
449 |
if (P->nnz == 0)
|
alpar@1
|
450 |
trivial_lp(P, parm), ret = 0;
|
alpar@1
|
451 |
else if (!parm->presolve)
|
alpar@1
|
452 |
ret = solve_lp(P, parm);
|
alpar@1
|
453 |
else
|
alpar@1
|
454 |
ret = preprocess_and_solve_lp(P, parm);
|
alpar@1
|
455 |
done: /* return to the application program */
|
alpar@1
|
456 |
return ret;
|
alpar@1
|
457 |
}
|
alpar@1
|
458 |
|
alpar@1
|
459 |
/***********************************************************************
|
alpar@1
|
460 |
* NAME
|
alpar@1
|
461 |
*
|
alpar@1
|
462 |
* glp_init_smcp - initialize simplex method control parameters
|
alpar@1
|
463 |
*
|
alpar@1
|
464 |
* SYNOPSIS
|
alpar@1
|
465 |
*
|
alpar@1
|
466 |
* void glp_init_smcp(glp_smcp *parm);
|
alpar@1
|
467 |
*
|
alpar@1
|
468 |
* DESCRIPTION
|
alpar@1
|
469 |
*
|
alpar@1
|
470 |
* The routine glp_init_smcp initializes control parameters, which are
|
alpar@1
|
471 |
* used by the simplex solver, with default values.
|
alpar@1
|
472 |
*
|
alpar@1
|
473 |
* Default values of the control parameters are stored in a glp_smcp
|
alpar@1
|
474 |
* structure, which the parameter parm points to. */
|
alpar@1
|
475 |
|
alpar@1
|
476 |
void glp_init_smcp(glp_smcp *parm)
|
alpar@1
|
477 |
{ parm->msg_lev = GLP_MSG_ALL;
|
alpar@1
|
478 |
parm->meth = GLP_PRIMAL;
|
alpar@1
|
479 |
parm->pricing = GLP_PT_PSE;
|
alpar@1
|
480 |
parm->r_test = GLP_RT_HAR;
|
alpar@1
|
481 |
parm->tol_bnd = 1e-7;
|
alpar@1
|
482 |
parm->tol_dj = 1e-7;
|
alpar@1
|
483 |
parm->tol_piv = 1e-10;
|
alpar@1
|
484 |
parm->obj_ll = -DBL_MAX;
|
alpar@1
|
485 |
parm->obj_ul = +DBL_MAX;
|
alpar@1
|
486 |
parm->it_lim = INT_MAX;
|
alpar@1
|
487 |
parm->tm_lim = INT_MAX;
|
alpar@1
|
488 |
parm->out_frq = 500;
|
alpar@1
|
489 |
parm->out_dly = 0;
|
alpar@1
|
490 |
parm->presolve = GLP_OFF;
|
alpar@1
|
491 |
return;
|
alpar@1
|
492 |
}
|
alpar@1
|
493 |
|
alpar@1
|
494 |
/***********************************************************************
|
alpar@1
|
495 |
* NAME
|
alpar@1
|
496 |
*
|
alpar@1
|
497 |
* glp_get_status - retrieve generic status of basic solution
|
alpar@1
|
498 |
*
|
alpar@1
|
499 |
* SYNOPSIS
|
alpar@1
|
500 |
*
|
alpar@1
|
501 |
* int glp_get_status(glp_prob *lp);
|
alpar@1
|
502 |
*
|
alpar@1
|
503 |
* RETURNS
|
alpar@1
|
504 |
*
|
alpar@1
|
505 |
* The routine glp_get_status reports the generic status of the basic
|
alpar@1
|
506 |
* solution for the specified problem object as follows:
|
alpar@1
|
507 |
*
|
alpar@1
|
508 |
* GLP_OPT - solution is optimal;
|
alpar@1
|
509 |
* GLP_FEAS - solution is feasible;
|
alpar@1
|
510 |
* GLP_INFEAS - solution is infeasible;
|
alpar@1
|
511 |
* GLP_NOFEAS - problem has no feasible solution;
|
alpar@1
|
512 |
* GLP_UNBND - problem has unbounded solution;
|
alpar@1
|
513 |
* GLP_UNDEF - solution is undefined. */
|
alpar@1
|
514 |
|
alpar@1
|
515 |
int glp_get_status(glp_prob *lp)
|
alpar@1
|
516 |
{ int status;
|
alpar@1
|
517 |
status = glp_get_prim_stat(lp);
|
alpar@1
|
518 |
switch (status)
|
alpar@1
|
519 |
{ case GLP_FEAS:
|
alpar@1
|
520 |
switch (glp_get_dual_stat(lp))
|
alpar@1
|
521 |
{ case GLP_FEAS:
|
alpar@1
|
522 |
status = GLP_OPT;
|
alpar@1
|
523 |
break;
|
alpar@1
|
524 |
case GLP_NOFEAS:
|
alpar@1
|
525 |
status = GLP_UNBND;
|
alpar@1
|
526 |
break;
|
alpar@1
|
527 |
case GLP_UNDEF:
|
alpar@1
|
528 |
case GLP_INFEAS:
|
alpar@1
|
529 |
status = status;
|
alpar@1
|
530 |
break;
|
alpar@1
|
531 |
default:
|
alpar@1
|
532 |
xassert(lp != lp);
|
alpar@1
|
533 |
}
|
alpar@1
|
534 |
break;
|
alpar@1
|
535 |
case GLP_UNDEF:
|
alpar@1
|
536 |
case GLP_INFEAS:
|
alpar@1
|
537 |
case GLP_NOFEAS:
|
alpar@1
|
538 |
status = status;
|
alpar@1
|
539 |
break;
|
alpar@1
|
540 |
default:
|
alpar@1
|
541 |
xassert(lp != lp);
|
alpar@1
|
542 |
}
|
alpar@1
|
543 |
return status;
|
alpar@1
|
544 |
}
|
alpar@1
|
545 |
|
alpar@1
|
546 |
/***********************************************************************
|
alpar@1
|
547 |
* NAME
|
alpar@1
|
548 |
*
|
alpar@1
|
549 |
* glp_get_prim_stat - retrieve status of primal basic solution
|
alpar@1
|
550 |
*
|
alpar@1
|
551 |
* SYNOPSIS
|
alpar@1
|
552 |
*
|
alpar@1
|
553 |
* int glp_get_prim_stat(glp_prob *lp);
|
alpar@1
|
554 |
*
|
alpar@1
|
555 |
* RETURNS
|
alpar@1
|
556 |
*
|
alpar@1
|
557 |
* The routine glp_get_prim_stat reports the status of the primal basic
|
alpar@1
|
558 |
* solution for the specified problem object as follows:
|
alpar@1
|
559 |
*
|
alpar@1
|
560 |
* GLP_UNDEF - primal solution is undefined;
|
alpar@1
|
561 |
* GLP_FEAS - primal solution is feasible;
|
alpar@1
|
562 |
* GLP_INFEAS - primal solution is infeasible;
|
alpar@1
|
563 |
* GLP_NOFEAS - no primal feasible solution exists. */
|
alpar@1
|
564 |
|
alpar@1
|
565 |
int glp_get_prim_stat(glp_prob *lp)
|
alpar@1
|
566 |
{ int pbs_stat = lp->pbs_stat;
|
alpar@1
|
567 |
return pbs_stat;
|
alpar@1
|
568 |
}
|
alpar@1
|
569 |
|
alpar@1
|
570 |
/***********************************************************************
|
alpar@1
|
571 |
* NAME
|
alpar@1
|
572 |
*
|
alpar@1
|
573 |
* glp_get_dual_stat - retrieve status of dual basic solution
|
alpar@1
|
574 |
*
|
alpar@1
|
575 |
* SYNOPSIS
|
alpar@1
|
576 |
*
|
alpar@1
|
577 |
* int glp_get_dual_stat(glp_prob *lp);
|
alpar@1
|
578 |
*
|
alpar@1
|
579 |
* RETURNS
|
alpar@1
|
580 |
*
|
alpar@1
|
581 |
* The routine glp_get_dual_stat reports the status of the dual basic
|
alpar@1
|
582 |
* solution for the specified problem object as follows:
|
alpar@1
|
583 |
*
|
alpar@1
|
584 |
* GLP_UNDEF - dual solution is undefined;
|
alpar@1
|
585 |
* GLP_FEAS - dual solution is feasible;
|
alpar@1
|
586 |
* GLP_INFEAS - dual solution is infeasible;
|
alpar@1
|
587 |
* GLP_NOFEAS - no dual feasible solution exists. */
|
alpar@1
|
588 |
|
alpar@1
|
589 |
int glp_get_dual_stat(glp_prob *lp)
|
alpar@1
|
590 |
{ int dbs_stat = lp->dbs_stat;
|
alpar@1
|
591 |
return dbs_stat;
|
alpar@1
|
592 |
}
|
alpar@1
|
593 |
|
alpar@1
|
594 |
/***********************************************************************
|
alpar@1
|
595 |
* NAME
|
alpar@1
|
596 |
*
|
alpar@1
|
597 |
* glp_get_obj_val - retrieve objective value (basic solution)
|
alpar@1
|
598 |
*
|
alpar@1
|
599 |
* SYNOPSIS
|
alpar@1
|
600 |
*
|
alpar@1
|
601 |
* double glp_get_obj_val(glp_prob *lp);
|
alpar@1
|
602 |
*
|
alpar@1
|
603 |
* RETURNS
|
alpar@1
|
604 |
*
|
alpar@1
|
605 |
* The routine glp_get_obj_val returns value of the objective function
|
alpar@1
|
606 |
* for basic solution. */
|
alpar@1
|
607 |
|
alpar@1
|
608 |
double glp_get_obj_val(glp_prob *lp)
|
alpar@1
|
609 |
{ /*struct LPXCPS *cps = lp->cps;*/
|
alpar@1
|
610 |
double z;
|
alpar@1
|
611 |
z = lp->obj_val;
|
alpar@1
|
612 |
/*if (cps->round && fabs(z) < 1e-9) z = 0.0;*/
|
alpar@1
|
613 |
return z;
|
alpar@1
|
614 |
}
|
alpar@1
|
615 |
|
alpar@1
|
616 |
/***********************************************************************
|
alpar@1
|
617 |
* NAME
|
alpar@1
|
618 |
*
|
alpar@1
|
619 |
* glp_get_row_stat - retrieve row status
|
alpar@1
|
620 |
*
|
alpar@1
|
621 |
* SYNOPSIS
|
alpar@1
|
622 |
*
|
alpar@1
|
623 |
* int glp_get_row_stat(glp_prob *lp, int i);
|
alpar@1
|
624 |
*
|
alpar@1
|
625 |
* RETURNS
|
alpar@1
|
626 |
*
|
alpar@1
|
627 |
* The routine glp_get_row_stat returns current status assigned to the
|
alpar@1
|
628 |
* auxiliary variable associated with i-th row as follows:
|
alpar@1
|
629 |
*
|
alpar@1
|
630 |
* GLP_BS - basic variable;
|
alpar@1
|
631 |
* GLP_NL - non-basic variable on its lower bound;
|
alpar@1
|
632 |
* GLP_NU - non-basic variable on its upper bound;
|
alpar@1
|
633 |
* GLP_NF - non-basic free (unbounded) variable;
|
alpar@1
|
634 |
* GLP_NS - non-basic fixed variable. */
|
alpar@1
|
635 |
|
alpar@1
|
636 |
int glp_get_row_stat(glp_prob *lp, int i)
|
alpar@1
|
637 |
{ if (!(1 <= i && i <= lp->m))
|
alpar@1
|
638 |
xerror("glp_get_row_stat: i = %d; row number out of range\n",
|
alpar@1
|
639 |
i);
|
alpar@1
|
640 |
return lp->row[i]->stat;
|
alpar@1
|
641 |
}
|
alpar@1
|
642 |
|
alpar@1
|
643 |
/***********************************************************************
|
alpar@1
|
644 |
* NAME
|
alpar@1
|
645 |
*
|
alpar@1
|
646 |
* glp_get_row_prim - retrieve row primal value (basic solution)
|
alpar@1
|
647 |
*
|
alpar@1
|
648 |
* SYNOPSIS
|
alpar@1
|
649 |
*
|
alpar@1
|
650 |
* double glp_get_row_prim(glp_prob *lp, int i);
|
alpar@1
|
651 |
*
|
alpar@1
|
652 |
* RETURNS
|
alpar@1
|
653 |
*
|
alpar@1
|
654 |
* The routine glp_get_row_prim returns primal value of the auxiliary
|
alpar@1
|
655 |
* variable associated with i-th row. */
|
alpar@1
|
656 |
|
alpar@1
|
657 |
double glp_get_row_prim(glp_prob *lp, int i)
|
alpar@1
|
658 |
{ /*struct LPXCPS *cps = lp->cps;*/
|
alpar@1
|
659 |
double prim;
|
alpar@1
|
660 |
if (!(1 <= i && i <= lp->m))
|
alpar@1
|
661 |
xerror("glp_get_row_prim: i = %d; row number out of range\n",
|
alpar@1
|
662 |
i);
|
alpar@1
|
663 |
prim = lp->row[i]->prim;
|
alpar@1
|
664 |
/*if (cps->round && fabs(prim) < 1e-9) prim = 0.0;*/
|
alpar@1
|
665 |
return prim;
|
alpar@1
|
666 |
}
|
alpar@1
|
667 |
|
alpar@1
|
668 |
/***********************************************************************
|
alpar@1
|
669 |
* NAME
|
alpar@1
|
670 |
*
|
alpar@1
|
671 |
* glp_get_row_dual - retrieve row dual value (basic solution)
|
alpar@1
|
672 |
*
|
alpar@1
|
673 |
* SYNOPSIS
|
alpar@1
|
674 |
*
|
alpar@1
|
675 |
* double glp_get_row_dual(glp_prob *lp, int i);
|
alpar@1
|
676 |
*
|
alpar@1
|
677 |
* RETURNS
|
alpar@1
|
678 |
*
|
alpar@1
|
679 |
* The routine glp_get_row_dual returns dual value (i.e. reduced cost)
|
alpar@1
|
680 |
* of the auxiliary variable associated with i-th row. */
|
alpar@1
|
681 |
|
alpar@1
|
682 |
double glp_get_row_dual(glp_prob *lp, int i)
|
alpar@1
|
683 |
{ /*struct LPXCPS *cps = lp->cps;*/
|
alpar@1
|
684 |
double dual;
|
alpar@1
|
685 |
if (!(1 <= i && i <= lp->m))
|
alpar@1
|
686 |
xerror("glp_get_row_dual: i = %d; row number out of range\n",
|
alpar@1
|
687 |
i);
|
alpar@1
|
688 |
dual = lp->row[i]->dual;
|
alpar@1
|
689 |
/*if (cps->round && fabs(dual) < 1e-9) dual = 0.0;*/
|
alpar@1
|
690 |
return dual;
|
alpar@1
|
691 |
}
|
alpar@1
|
692 |
|
alpar@1
|
693 |
/***********************************************************************
|
alpar@1
|
694 |
* NAME
|
alpar@1
|
695 |
*
|
alpar@1
|
696 |
* glp_get_col_stat - retrieve column status
|
alpar@1
|
697 |
*
|
alpar@1
|
698 |
* SYNOPSIS
|
alpar@1
|
699 |
*
|
alpar@1
|
700 |
* int glp_get_col_stat(glp_prob *lp, int j);
|
alpar@1
|
701 |
*
|
alpar@1
|
702 |
* RETURNS
|
alpar@1
|
703 |
*
|
alpar@1
|
704 |
* The routine glp_get_col_stat returns current status assigned to the
|
alpar@1
|
705 |
* structural variable associated with j-th column as follows:
|
alpar@1
|
706 |
*
|
alpar@1
|
707 |
* GLP_BS - basic variable;
|
alpar@1
|
708 |
* GLP_NL - non-basic variable on its lower bound;
|
alpar@1
|
709 |
* GLP_NU - non-basic variable on its upper bound;
|
alpar@1
|
710 |
* GLP_NF - non-basic free (unbounded) variable;
|
alpar@1
|
711 |
* GLP_NS - non-basic fixed variable. */
|
alpar@1
|
712 |
|
alpar@1
|
713 |
int glp_get_col_stat(glp_prob *lp, int j)
|
alpar@1
|
714 |
{ if (!(1 <= j && j <= lp->n))
|
alpar@1
|
715 |
xerror("glp_get_col_stat: j = %d; column number out of range\n"
|
alpar@1
|
716 |
, j);
|
alpar@1
|
717 |
return lp->col[j]->stat;
|
alpar@1
|
718 |
}
|
alpar@1
|
719 |
|
alpar@1
|
720 |
/***********************************************************************
|
alpar@1
|
721 |
* NAME
|
alpar@1
|
722 |
*
|
alpar@1
|
723 |
* glp_get_col_prim - retrieve column primal value (basic solution)
|
alpar@1
|
724 |
*
|
alpar@1
|
725 |
* SYNOPSIS
|
alpar@1
|
726 |
*
|
alpar@1
|
727 |
* double glp_get_col_prim(glp_prob *lp, int j);
|
alpar@1
|
728 |
*
|
alpar@1
|
729 |
* RETURNS
|
alpar@1
|
730 |
*
|
alpar@1
|
731 |
* The routine glp_get_col_prim returns primal value of the structural
|
alpar@1
|
732 |
* variable associated with j-th column. */
|
alpar@1
|
733 |
|
alpar@1
|
734 |
double glp_get_col_prim(glp_prob *lp, int j)
|
alpar@1
|
735 |
{ /*struct LPXCPS *cps = lp->cps;*/
|
alpar@1
|
736 |
double prim;
|
alpar@1
|
737 |
if (!(1 <= j && j <= lp->n))
|
alpar@1
|
738 |
xerror("glp_get_col_prim: j = %d; column number out of range\n"
|
alpar@1
|
739 |
, j);
|
alpar@1
|
740 |
prim = lp->col[j]->prim;
|
alpar@1
|
741 |
/*if (cps->round && fabs(prim) < 1e-9) prim = 0.0;*/
|
alpar@1
|
742 |
return prim;
|
alpar@1
|
743 |
}
|
alpar@1
|
744 |
|
alpar@1
|
745 |
/***********************************************************************
|
alpar@1
|
746 |
* NAME
|
alpar@1
|
747 |
*
|
alpar@1
|
748 |
* glp_get_col_dual - retrieve column dual value (basic solution)
|
alpar@1
|
749 |
*
|
alpar@1
|
750 |
* SYNOPSIS
|
alpar@1
|
751 |
*
|
alpar@1
|
752 |
* double glp_get_col_dual(glp_prob *lp, int j);
|
alpar@1
|
753 |
*
|
alpar@1
|
754 |
* RETURNS
|
alpar@1
|
755 |
*
|
alpar@1
|
756 |
* The routine glp_get_col_dual returns dual value (i.e. reduced cost)
|
alpar@1
|
757 |
* of the structural variable associated with j-th column. */
|
alpar@1
|
758 |
|
alpar@1
|
759 |
double glp_get_col_dual(glp_prob *lp, int j)
|
alpar@1
|
760 |
{ /*struct LPXCPS *cps = lp->cps;*/
|
alpar@1
|
761 |
double dual;
|
alpar@1
|
762 |
if (!(1 <= j && j <= lp->n))
|
alpar@1
|
763 |
xerror("glp_get_col_dual: j = %d; column number out of range\n"
|
alpar@1
|
764 |
, j);
|
alpar@1
|
765 |
dual = lp->col[j]->dual;
|
alpar@1
|
766 |
/*if (cps->round && fabs(dual) < 1e-9) dual = 0.0;*/
|
alpar@1
|
767 |
return dual;
|
alpar@1
|
768 |
}
|
alpar@1
|
769 |
|
alpar@1
|
770 |
/***********************************************************************
|
alpar@1
|
771 |
* NAME
|
alpar@1
|
772 |
*
|
alpar@1
|
773 |
* glp_get_unbnd_ray - determine variable causing unboundedness
|
alpar@1
|
774 |
*
|
alpar@1
|
775 |
* SYNOPSIS
|
alpar@1
|
776 |
*
|
alpar@1
|
777 |
* int glp_get_unbnd_ray(glp_prob *lp);
|
alpar@1
|
778 |
*
|
alpar@1
|
779 |
* RETURNS
|
alpar@1
|
780 |
*
|
alpar@1
|
781 |
* The routine glp_get_unbnd_ray returns the number k of a variable,
|
alpar@1
|
782 |
* which causes primal or dual unboundedness. If 1 <= k <= m, it is
|
alpar@1
|
783 |
* k-th auxiliary variable, and if m+1 <= k <= m+n, it is (k-m)-th
|
alpar@1
|
784 |
* structural variable, where m is the number of rows, n is the number
|
alpar@1
|
785 |
* of columns in the problem object. If such variable is not defined,
|
alpar@1
|
786 |
* the routine returns 0.
|
alpar@1
|
787 |
*
|
alpar@1
|
788 |
* COMMENTS
|
alpar@1
|
789 |
*
|
alpar@1
|
790 |
* If it is not exactly known which version of the simplex solver
|
alpar@1
|
791 |
* detected unboundedness, i.e. whether the unboundedness is primal or
|
alpar@1
|
792 |
* dual, it is sufficient to check the status of the variable reported
|
alpar@1
|
793 |
* with the routine glp_get_row_stat or glp_get_col_stat. If the
|
alpar@1
|
794 |
* variable is non-basic, the unboundedness is primal, otherwise, if
|
alpar@1
|
795 |
* the variable is basic, the unboundedness is dual (the latter case
|
alpar@1
|
796 |
* means that the problem has no primal feasible dolution). */
|
alpar@1
|
797 |
|
alpar@1
|
798 |
int glp_get_unbnd_ray(glp_prob *lp)
|
alpar@1
|
799 |
{ int k;
|
alpar@1
|
800 |
k = lp->some;
|
alpar@1
|
801 |
xassert(k >= 0);
|
alpar@1
|
802 |
if (k > lp->m + lp->n) k = 0;
|
alpar@1
|
803 |
return k;
|
alpar@1
|
804 |
}
|
alpar@1
|
805 |
|
alpar@1
|
806 |
/* eof */
|