src/glpios08.c
author Alpar Juttner <alpar@cs.elte.hu>
Mon, 06 Dec 2010 13:09:21 +0100
changeset 1 c445c931472f
permissions -rw-r--r--
Import glpk-4.45

- Generated files and doc/notes are removed
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/* glpios08.c (clique cut generator) */
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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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static double get_row_lb(LPX *lp, int i)
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{     /* this routine returns lower bound of row i or -DBL_MAX if the
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         row has no lower bound */
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      double lb;
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      switch (lpx_get_row_type(lp, i))
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      {  case LPX_FR:
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         case LPX_UP:
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            lb = -DBL_MAX;
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            break;
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         case LPX_LO:
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         case LPX_DB:
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         case LPX_FX:
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            lb = lpx_get_row_lb(lp, i);
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            break;
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         default:
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            xassert(lp != lp);
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      }
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      return lb;
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}
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static double get_row_ub(LPX *lp, int i)
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{     /* this routine returns upper bound of row i or +DBL_MAX if the
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         row has no upper bound */
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      double ub;
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      switch (lpx_get_row_type(lp, i))
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      {  case LPX_FR:
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         case LPX_LO:
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            ub = +DBL_MAX;
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            break;
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         case LPX_UP:
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         case LPX_DB:
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         case LPX_FX:
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            ub = lpx_get_row_ub(lp, i);
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            break;
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         default:
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            xassert(lp != lp);
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      }
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      return ub;
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}
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static double get_col_lb(LPX *lp, int j)
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{     /* this routine returns lower bound of column j or -DBL_MAX if
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         the column has no lower bound */
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      double lb;
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      switch (lpx_get_col_type(lp, j))
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      {  case LPX_FR:
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         case LPX_UP:
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            lb = -DBL_MAX;
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            break;
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         case LPX_LO:
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         case LPX_DB:
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         case LPX_FX:
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            lb = lpx_get_col_lb(lp, j);
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            break;
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         default:
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            xassert(lp != lp);
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      }
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      return lb;
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}
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static double get_col_ub(LPX *lp, int j)
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{     /* this routine returns upper bound of column j or +DBL_MAX if
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         the column has no upper bound */
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      double ub;
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      switch (lpx_get_col_type(lp, j))
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      {  case LPX_FR:
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         case LPX_LO:
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            ub = +DBL_MAX;
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            break;
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         case LPX_UP:
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         case LPX_DB:
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         case LPX_FX:
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            ub = lpx_get_col_ub(lp, j);
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            break;
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         default:
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            xassert(lp != lp);
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      }
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      return ub;
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}
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static int is_binary(LPX *lp, int j)
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{     /* this routine checks if variable x[j] is binary */
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      return
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         lpx_get_col_kind(lp, j) == LPX_IV &&
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         lpx_get_col_type(lp, j) == LPX_DB &&
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         lpx_get_col_lb(lp, j) == 0.0 && lpx_get_col_ub(lp, j) == 1.0;
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}
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static double eval_lf_min(LPX *lp, int len, int ind[], double val[])
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{     /* this routine computes the minimum of a specified linear form
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            sum a[j]*x[j]
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             j
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         using the formula:
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            min =   sum   a[j]*lb[j] +   sum   a[j]*ub[j],
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                  j in J+              j in J-
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         where J+ = {j: a[j] > 0}, J- = {j: a[j] < 0}, lb[j] and ub[j]
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         are lower and upper bound of variable x[j], resp. */
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      int j, t;
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      double lb, ub, sum;
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      sum = 0.0;
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      for (t = 1; t <= len; t++)
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      {  j = ind[t];
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         if (val[t] > 0.0)
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         {  lb = get_col_lb(lp, j);
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            if (lb == -DBL_MAX)
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            {  sum = -DBL_MAX;
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               break;
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            }
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            sum += val[t] * lb;
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         }
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         else if (val[t] < 0.0)
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         {  ub = get_col_ub(lp, j);
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            if (ub == +DBL_MAX)
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            {  sum = -DBL_MAX;
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               break;
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            }
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            sum += val[t] * ub;
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         }
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         else
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            xassert(val != val);
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      }
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      return sum;
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}
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static double eval_lf_max(LPX *lp, int len, int ind[], double val[])
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{     /* this routine computes the maximum of a specified linear form
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            sum a[j]*x[j]
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             j
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         using the formula:
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            max =   sum   a[j]*ub[j] +   sum   a[j]*lb[j],
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                  j in J+              j in J-
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         where J+ = {j: a[j] > 0}, J- = {j: a[j] < 0}, lb[j] and ub[j]
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         are lower and upper bound of variable x[j], resp. */
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      int j, t;
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      double lb, ub, sum;
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      sum = 0.0;
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      for (t = 1; t <= len; t++)
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      {  j = ind[t];
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         if (val[t] > 0.0)
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         {  ub = get_col_ub(lp, j);
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            if (ub == +DBL_MAX)
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            {  sum = +DBL_MAX;
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               break;
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            }
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            sum += val[t] * ub;
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         }
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         else if (val[t] < 0.0)
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         {  lb = get_col_lb(lp, j);
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            if (lb == -DBL_MAX)
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            {  sum = +DBL_MAX;
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               break;
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            }
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            sum += val[t] * lb;
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         }
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         else
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            xassert(val != val);
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      }
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      return sum;
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}
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/*----------------------------------------------------------------------
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-- probing - determine logical relation between binary variables.
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--
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-- This routine tentatively sets a binary variable to 0 and then to 1
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-- and examines whether another binary variable is caused to be fixed.
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--
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-- The examination is based only on one row (constraint), which is the
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-- following:
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--
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--    L <= sum a[j]*x[j] <= U.                                       (1)
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--          j
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--
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-- Let x[p] be a probing variable, x[q] be an examined variable. Then
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-- (1) can be written as:
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--
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--    L <=   sum  a[j]*x[j] + a[p]*x[p] + a[q]*x[q] <= U,            (2)
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--         j in J'
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--
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-- where J' = {j: j != p and j != q}.
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--
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-- Let
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--
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--    L' = L - a[p]*x[p],                                            (3)
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--
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--    U' = U - a[p]*x[p],                                            (4)
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--
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-- where x[p] is assumed to be fixed at 0 or 1. So (2) can be rewritten
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-- as follows:
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--
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--    L' <=   sum  a[j]*x[j] + a[q]*x[q] <= U',                      (5)
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--          j in J'
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--
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-- from where we have:
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--
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--    L' -  sum  a[j]*x[j] <= a[q]*x[q] <= U' -  sum  a[j]*x[j].     (6)
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--        j in J'                              j in J'
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--
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-- Thus,
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--
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--    min a[q]*x[q] = L' - MAX,                                      (7)
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--
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--    max a[q]*x[q] = U' - MIN,                                      (8)
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--
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-- where
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--
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--    MIN = min  sum  a[j]*x[j],                                     (9)
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--             j in J'
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--
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--    MAX = max  sum  a[j]*x[j].                                    (10)
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--             j in J'
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--
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-- Formulae (7) and (8) allows determining implied lower and upper
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-- bounds of x[q].
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--
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-- Parameters len, val, L and U specify the constraint (1).
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--
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-- Parameters lf_min and lf_max specify implied lower and upper bounds
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-- of the linear form (1). It is assumed that these bounds are computed
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-- with the routines eval_lf_min and eval_lf_max (see above).
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--
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-- Parameter p specifies the probing variable x[p], which is set to 0
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-- (if set is 0) or to 1 (if set is 1).
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--
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-- Parameter q specifies the examined variable x[q].
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--
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-- On exit the routine returns one of the following codes:
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--
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-- 0 - there is no logical relation between x[p] and x[q];
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-- 1 - x[q] can take only on value 0;
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-- 2 - x[q] can take only on value 1. */
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static int probing(int len, double val[], double L, double U,
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      double lf_min, double lf_max, int p, int set, int q)
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{     double temp;
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      xassert(1 <= p && p < q && q <= len);
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      /* compute L' (3) */
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      if (L != -DBL_MAX && set) L -= val[p];
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      /* compute U' (4) */
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      if (U != +DBL_MAX && set) U -= val[p];
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      /* compute MIN (9) */
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      if (lf_min != -DBL_MAX)
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      {  if (val[p] < 0.0) lf_min -= val[p];
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         if (val[q] < 0.0) lf_min -= val[q];
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      }
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      /* compute MAX (10) */
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      if (lf_max != +DBL_MAX)
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      {  if (val[p] > 0.0) lf_max -= val[p];
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         if (val[q] > 0.0) lf_max -= val[q];
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      }
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      /* compute implied lower bound of x[q]; see (7), (8) */
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      if (val[q] > 0.0)
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      {  if (L == -DBL_MAX || lf_max == +DBL_MAX)
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            temp = -DBL_MAX;
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         else
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            temp = (L - lf_max) / val[q];
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      }
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      else
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      {  if (U == +DBL_MAX || lf_min == -DBL_MAX)
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            temp = -DBL_MAX;
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         else
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            temp = (U - lf_min) / val[q];
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      }
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      if (temp > 0.001) return 2;
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      /* compute implied upper bound of x[q]; see (7), (8) */
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      if (val[q] > 0.0)
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      {  if (U == +DBL_MAX || lf_min == -DBL_MAX)
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            temp = +DBL_MAX;
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         else
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            temp = (U - lf_min) / val[q];
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      }
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      else
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      {  if (L == -DBL_MAX || lf_max == +DBL_MAX)
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            temp = +DBL_MAX;
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         else
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            temp = (L - lf_max) / val[q];
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      }
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      if (temp < 0.999) return 1;
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      /* there is no logical relation between x[p] and x[q] */
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      return 0;
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}
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struct COG
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{     /* conflict graph; it represents logical relations between binary
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         variables and has a vertex for each binary variable and its
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         complement, and an edge between two vertices when at most one
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         of the variables represented by the vertices can equal one in
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         an optimal solution */
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      int n;
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      /* number of variables */
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      int nb;
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      /* number of binary variables represented in the graph (note that
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         not all binary variables can be represented); vertices which
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         correspond to binary variables have numbers 1, ..., nb while
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         vertices which correspond to complements of binary variables
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         have numbers nb+1, ..., nb+nb */
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      int ne;
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      /* number of edges in the graph */
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      int *vert; /* int vert[1+n]; */
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      /* if x[j] is a binary variable represented in the graph, vert[j]
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         is the vertex number corresponding to x[j]; otherwise vert[j]
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         is zero */
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      int *orig; /* int list[1:nb]; */
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      /* if vert[j] = k > 0, then orig[k] = j */
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      unsigned char *a;
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      /* adjacency matrix of the graph having 2*nb rows and columns;
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         only strict lower triangle is stored in dense packed form */
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};
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/*----------------------------------------------------------------------
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-- lpx_create_cog - create the conflict graph.
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--
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-- SYNOPSIS
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--
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-- #include "glplpx.h"
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-- void *lpx_create_cog(LPX *lp);
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--
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-- DESCRIPTION
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--
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-- The routine lpx_create_cog creates the conflict graph for a given
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-- problem instance.
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--
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-- RETURNS
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--
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-- If the graph has been created, the routine returns a pointer to it.
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-- Otherwise the routine returns NULL. */
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#define MAX_NB 4000
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#define MAX_ROW_LEN 500
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static void lpx_add_cog_edge(void *_cog, int i, int j);
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static void *lpx_create_cog(LPX *lp)
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{     struct COG *cog = NULL;
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      int m, n, nb, i, j, p, q, len, *ind, *vert, *orig;
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      double L, U, lf_min, lf_max, *val;
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      xprintf("Creating the conflict graph...\n");
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      m = lpx_get_num_rows(lp);
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      n = lpx_get_num_cols(lp);
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      /* determine which binary variables should be included in the
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         conflict graph */
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      nb = 0;
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      vert = xcalloc(1+n, sizeof(int));
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      for (j = 1; j <= n; j++) vert[j] = 0;
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      orig = xcalloc(1+n, sizeof(int));
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      ind = xcalloc(1+n, sizeof(int));
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      val = xcalloc(1+n, sizeof(double));
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      for (i = 1; i <= m; i++)
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      {  L = get_row_lb(lp, i);
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         U = get_row_ub(lp, i);
alpar@1
   384
         if (L == -DBL_MAX && U == +DBL_MAX) continue;
alpar@1
   385
         len = lpx_get_mat_row(lp, i, ind, val);
alpar@1
   386
         if (len > MAX_ROW_LEN) continue;
alpar@1
   387
         lf_min = eval_lf_min(lp, len, ind, val);
alpar@1
   388
         lf_max = eval_lf_max(lp, len, ind, val);
alpar@1
   389
         for (p = 1; p <= len; p++)
alpar@1
   390
         {  if (!is_binary(lp, ind[p])) continue;
alpar@1
   391
            for (q = p+1; q <= len; q++)
alpar@1
   392
            {  if (!is_binary(lp, ind[q])) continue;
alpar@1
   393
               if (probing(len, val, L, U, lf_min, lf_max, p, 0, q) ||
alpar@1
   394
                   probing(len, val, L, U, lf_min, lf_max, p, 1, q))
alpar@1
   395
               {  /* there is a logical relation */
alpar@1
   396
                  /* include the first variable in the graph */
alpar@1
   397
                  j = ind[p];
alpar@1
   398
                  if (vert[j] == 0) nb++, vert[j] = nb, orig[nb] = j;
alpar@1
   399
                  /* incude the second variable in the graph */
alpar@1
   400
                  j = ind[q];
alpar@1
   401
                  if (vert[j] == 0) nb++, vert[j] = nb, orig[nb] = j;
alpar@1
   402
               }
alpar@1
   403
            }
alpar@1
   404
         }
alpar@1
   405
      }
alpar@1
   406
      /* if the graph is either empty or has too many vertices, do not
alpar@1
   407
         create it */
alpar@1
   408
      if (nb == 0 || nb > MAX_NB)
alpar@1
   409
      {  xprintf("The conflict graph is either empty or too big\n");
alpar@1
   410
         xfree(vert);
alpar@1
   411
         xfree(orig);
alpar@1
   412
         goto done;
alpar@1
   413
      }
alpar@1
   414
      /* create the conflict graph */
alpar@1
   415
      cog = xmalloc(sizeof(struct COG));
alpar@1
   416
      cog->n = n;
alpar@1
   417
      cog->nb = nb;
alpar@1
   418
      cog->ne = 0;
alpar@1
   419
      cog->vert = vert;
alpar@1
   420
      cog->orig = orig;
alpar@1
   421
      len = nb + nb; /* number of vertices */
alpar@1
   422
      len = (len * (len - 1)) / 2; /* number of entries in triangle */
alpar@1
   423
      len = (len + (CHAR_BIT - 1)) / CHAR_BIT; /* bytes needed */
alpar@1
   424
      cog->a = xmalloc(len);
alpar@1
   425
      memset(cog->a, 0, len);
alpar@1
   426
      for (j = 1; j <= nb; j++)
alpar@1
   427
      {  /* add edge between variable and its complement */
alpar@1
   428
         lpx_add_cog_edge(cog, +orig[j], -orig[j]);
alpar@1
   429
      }
alpar@1
   430
      for (i = 1; i <= m; i++)
alpar@1
   431
      {  L = get_row_lb(lp, i);
alpar@1
   432
         U = get_row_ub(lp, i);
alpar@1
   433
         if (L == -DBL_MAX && U == +DBL_MAX) continue;
alpar@1
   434
         len = lpx_get_mat_row(lp, i, ind, val);
alpar@1
   435
         if (len > MAX_ROW_LEN) continue;
alpar@1
   436
         lf_min = eval_lf_min(lp, len, ind, val);
alpar@1
   437
         lf_max = eval_lf_max(lp, len, ind, val);
alpar@1
   438
         for (p = 1; p <= len; p++)
alpar@1
   439
         {  if (!is_binary(lp, ind[p])) continue;
alpar@1
   440
            for (q = p+1; q <= len; q++)
alpar@1
   441
            {  if (!is_binary(lp, ind[q])) continue;
alpar@1
   442
               /* set x[p] to 0 and examine x[q] */
alpar@1
   443
               switch (probing(len, val, L, U, lf_min, lf_max, p, 0, q))
alpar@1
   444
               {  case 0:
alpar@1
   445
                     /* no logical relation */
alpar@1
   446
                     break;
alpar@1
   447
                  case 1:
alpar@1
   448
                     /* x[p] = 0 implies x[q] = 0 */
alpar@1
   449
                     lpx_add_cog_edge(cog, -ind[p], +ind[q]);
alpar@1
   450
                     break;
alpar@1
   451
                  case 2:
alpar@1
   452
                     /* x[p] = 0 implies x[q] = 1 */
alpar@1
   453
                     lpx_add_cog_edge(cog, -ind[p], -ind[q]);
alpar@1
   454
                     break;
alpar@1
   455
                  default:
alpar@1
   456
                     xassert(lp != lp);
alpar@1
   457
               }
alpar@1
   458
               /* set x[p] to 1 and examine x[q] */
alpar@1
   459
               switch (probing(len, val, L, U, lf_min, lf_max, p, 1, q))
alpar@1
   460
               {  case 0:
alpar@1
   461
                     /* no logical relation */
alpar@1
   462
                     break;
alpar@1
   463
                  case 1:
alpar@1
   464
                     /* x[p] = 1 implies x[q] = 0 */
alpar@1
   465
                     lpx_add_cog_edge(cog, +ind[p], +ind[q]);
alpar@1
   466
                     break;
alpar@1
   467
                  case 2:
alpar@1
   468
                     /* x[p] = 1 implies x[q] = 1 */
alpar@1
   469
                     lpx_add_cog_edge(cog, +ind[p], -ind[q]);
alpar@1
   470
                     break;
alpar@1
   471
                  default:
alpar@1
   472
                     xassert(lp != lp);
alpar@1
   473
               }
alpar@1
   474
            }
alpar@1
   475
         }
alpar@1
   476
      }
alpar@1
   477
      xprintf("The conflict graph has 2*%d vertices and %d edges\n",
alpar@1
   478
         cog->nb, cog->ne);
alpar@1
   479
done: xfree(ind);
alpar@1
   480
      xfree(val);
alpar@1
   481
      return cog;
alpar@1
   482
}
alpar@1
   483
alpar@1
   484
/*----------------------------------------------------------------------
alpar@1
   485
-- lpx_add_cog_edge - add edge to the conflict graph.
alpar@1
   486
--
alpar@1
   487
-- SYNOPSIS
alpar@1
   488
--
alpar@1
   489
-- #include "glplpx.h"
alpar@1
   490
-- void lpx_add_cog_edge(void *cog, int i, int j);
alpar@1
   491
--
alpar@1
   492
-- DESCRIPTION
alpar@1
   493
--
alpar@1
   494
-- The routine lpx_add_cog_edge adds an edge to the conflict graph.
alpar@1
   495
-- The edge connects x[i] (if i > 0) or its complement (if i < 0) and
alpar@1
   496
-- x[j] (if j > 0) or its complement (if j < 0), where i and j are
alpar@1
   497
-- original ordinal numbers of corresponding variables. */
alpar@1
   498
alpar@1
   499
static void lpx_add_cog_edge(void *_cog, int i, int j)
alpar@1
   500
{     struct COG *cog = _cog;
alpar@1
   501
      int k;
alpar@1
   502
      xassert(i != j);
alpar@1
   503
      /* determine indices of corresponding vertices */
alpar@1
   504
      if (i > 0)
alpar@1
   505
      {  xassert(1 <= i && i <= cog->n);
alpar@1
   506
         i = cog->vert[i];
alpar@1
   507
         xassert(i != 0);
alpar@1
   508
      }
alpar@1
   509
      else
alpar@1
   510
      {  i = -i;
alpar@1
   511
         xassert(1 <= i && i <= cog->n);
alpar@1
   512
         i = cog->vert[i];
alpar@1
   513
         xassert(i != 0);
alpar@1
   514
         i += cog->nb;
alpar@1
   515
      }
alpar@1
   516
      if (j > 0)
alpar@1
   517
      {  xassert(1 <= j && j <= cog->n);
alpar@1
   518
         j = cog->vert[j];
alpar@1
   519
         xassert(j != 0);
alpar@1
   520
      }
alpar@1
   521
      else
alpar@1
   522
      {  j = -j;
alpar@1
   523
         xassert(1 <= j && j <= cog->n);
alpar@1
   524
         j = cog->vert[j];
alpar@1
   525
         xassert(j != 0);
alpar@1
   526
         j += cog->nb;
alpar@1
   527
      }
alpar@1
   528
      /* only lower triangle is stored, so we need i > j */
alpar@1
   529
      if (i < j) k = i, i = j, j = k;
alpar@1
   530
      k = ((i - 1) * (i - 2)) / 2 + (j - 1);
alpar@1
   531
      cog->a[k / CHAR_BIT] |=
alpar@1
   532
         (unsigned char)(1 << ((CHAR_BIT - 1) - k % CHAR_BIT));
alpar@1
   533
      cog->ne++;
alpar@1
   534
      return;
alpar@1
   535
}
alpar@1
   536
alpar@1
   537
/*----------------------------------------------------------------------
alpar@1
   538
-- MAXIMUM WEIGHT CLIQUE
alpar@1
   539
--
alpar@1
   540
-- Two subroutines sub() and wclique() below are intended to find a
alpar@1
   541
-- maximum weight clique in a given undirected graph. These subroutines
alpar@1
   542
-- are slightly modified version of the program WCLIQUE developed by
alpar@1
   543
-- Patric Ostergard <http://www.tcs.hut.fi/~pat/wclique.html> and based
alpar@1
   544
-- on ideas from the article "P. R. J. Ostergard, A new algorithm for
alpar@1
   545
-- the maximum-weight clique problem, submitted for publication", which
alpar@1
   546
-- in turn is a generalization of the algorithm for unweighted graphs
alpar@1
   547
-- presented in "P. R. J. Ostergard, A fast algorithm for the maximum
alpar@1
   548
-- clique problem, submitted for publication".
alpar@1
   549
--
alpar@1
   550
-- USED WITH PERMISSION OF THE AUTHOR OF THE ORIGINAL CODE. */
alpar@1
   551
alpar@1
   552
struct dsa
alpar@1
   553
{     /* dynamic storage area */
alpar@1
   554
      int n;
alpar@1
   555
      /* number of vertices */
alpar@1
   556
      int *wt; /* int wt[0:n-1]; */
alpar@1
   557
      /* weights */
alpar@1
   558
      unsigned char *a;
alpar@1
   559
      /* adjacency matrix (packed lower triangle without main diag.) */
alpar@1
   560
      int record;
alpar@1
   561
      /* weight of best clique */
alpar@1
   562
      int rec_level;
alpar@1
   563
      /* number of vertices in best clique */
alpar@1
   564
      int *rec; /* int rec[0:n-1]; */
alpar@1
   565
      /* best clique so far */
alpar@1
   566
      int *clique; /* int clique[0:n-1]; */
alpar@1
   567
      /* table for pruning */
alpar@1
   568
      int *set; /* int set[0:n-1]; */
alpar@1
   569
      /* current clique */
alpar@1
   570
};
alpar@1
   571
alpar@1
   572
#define n         (dsa->n)
alpar@1
   573
#define wt        (dsa->wt)
alpar@1
   574
#define a         (dsa->a)
alpar@1
   575
#define record    (dsa->record)
alpar@1
   576
#define rec_level (dsa->rec_level)
alpar@1
   577
#define rec       (dsa->rec)
alpar@1
   578
#define clique    (dsa->clique)
alpar@1
   579
#define set       (dsa->set)
alpar@1
   580
alpar@1
   581
#if 0
alpar@1
   582
static int is_edge(struct dsa *dsa, int i, int j)
alpar@1
   583
{     /* if there is arc (i,j), the routine returns true; otherwise
alpar@1
   584
         false; 0 <= i, j < n */
alpar@1
   585
      int k;
alpar@1
   586
      xassert(0 <= i && i < n);
alpar@1
   587
      xassert(0 <= j && j < n);
alpar@1
   588
      if (i == j) return 0;
alpar@1
   589
      if (i < j) k = i, i = j, j = k;
alpar@1
   590
      k = (i * (i - 1)) / 2 + j;
alpar@1
   591
      return a[k / CHAR_BIT] &
alpar@1
   592
         (unsigned char)(1 << ((CHAR_BIT - 1) - k % CHAR_BIT));
alpar@1
   593
}
alpar@1
   594
#else
alpar@1
   595
#define is_edge(dsa, i, j) ((i) == (j) ? 0 : \
alpar@1
   596
      (i) > (j) ? is_edge1(i, j) : is_edge1(j, i))
alpar@1
   597
#define is_edge1(i, j) is_edge2(((i) * ((i) - 1)) / 2 + (j))
alpar@1
   598
#define is_edge2(k) (a[(k) / CHAR_BIT] & \
alpar@1
   599
      (unsigned char)(1 << ((CHAR_BIT - 1) - (k) % CHAR_BIT)))
alpar@1
   600
#endif
alpar@1
   601
alpar@1
   602
static void sub(struct dsa *dsa, int ct, int table[], int level,
alpar@1
   603
      int weight, int l_weight)
alpar@1
   604
{     int i, j, k, curr_weight, left_weight, *p1, *p2, *newtable;
alpar@1
   605
      newtable = xcalloc(n, sizeof(int));
alpar@1
   606
      if (ct <= 0)
alpar@1
   607
      {  /* 0 or 1 elements left; include these */
alpar@1
   608
         if (ct == 0)
alpar@1
   609
         {  set[level++] = table[0];
alpar@1
   610
            weight += l_weight;
alpar@1
   611
         }
alpar@1
   612
         if (weight > record)
alpar@1
   613
         {  record = weight;
alpar@1
   614
            rec_level = level;
alpar@1
   615
            for (i = 0; i < level; i++) rec[i] = set[i];
alpar@1
   616
         }
alpar@1
   617
         goto done;
alpar@1
   618
      }
alpar@1
   619
      for (i = ct; i >= 0; i--)
alpar@1
   620
      {  if ((level == 0) && (i < ct)) goto done;
alpar@1
   621
         k = table[i];
alpar@1
   622
         if ((level > 0) && (clique[k] <= (record - weight)))
alpar@1
   623
            goto done; /* prune */
alpar@1
   624
         set[level] = k;
alpar@1
   625
         curr_weight = weight + wt[k];
alpar@1
   626
         l_weight -= wt[k];
alpar@1
   627
         if (l_weight <= (record - curr_weight))
alpar@1
   628
            goto done; /* prune */
alpar@1
   629
         p1 = newtable;
alpar@1
   630
         p2 = table;
alpar@1
   631
         left_weight = 0;
alpar@1
   632
         while (p2 < table + i)
alpar@1
   633
         {  j = *p2++;
alpar@1
   634
            if (is_edge(dsa, j, k))
alpar@1
   635
            {  *p1++ = j;
alpar@1
   636
               left_weight += wt[j];
alpar@1
   637
            }
alpar@1
   638
         }
alpar@1
   639
         if (left_weight <= (record - curr_weight)) continue;
alpar@1
   640
         sub(dsa, p1 - newtable - 1, newtable, level + 1, curr_weight,
alpar@1
   641
            left_weight);
alpar@1
   642
      }
alpar@1
   643
done: xfree(newtable);
alpar@1
   644
      return;
alpar@1
   645
}
alpar@1
   646
alpar@1
   647
static int wclique(int _n, int w[], unsigned char _a[], int sol[])
alpar@1
   648
{     struct dsa _dsa, *dsa = &_dsa;
alpar@1
   649
      int i, j, p, max_wt, max_nwt, wth, *used, *nwt, *pos;
alpar@1
   650
      glp_long timer;
alpar@1
   651
      n = _n;
alpar@1
   652
      wt = &w[1];
alpar@1
   653
      a = _a;
alpar@1
   654
      record = 0;
alpar@1
   655
      rec_level = 0;
alpar@1
   656
      rec = &sol[1];
alpar@1
   657
      clique = xcalloc(n, sizeof(int));
alpar@1
   658
      set = xcalloc(n, sizeof(int));
alpar@1
   659
      used = xcalloc(n, sizeof(int));
alpar@1
   660
      nwt = xcalloc(n, sizeof(int));
alpar@1
   661
      pos = xcalloc(n, sizeof(int));
alpar@1
   662
      /* start timer */
alpar@1
   663
      timer = xtime();
alpar@1
   664
      /* order vertices */
alpar@1
   665
      for (i = 0; i < n; i++)
alpar@1
   666
      {  nwt[i] = 0;
alpar@1
   667
         for (j = 0; j < n; j++)
alpar@1
   668
            if (is_edge(dsa, i, j)) nwt[i] += wt[j];
alpar@1
   669
      }
alpar@1
   670
      for (i = 0; i < n; i++)
alpar@1
   671
         used[i] = 0;
alpar@1
   672
      for (i = n-1; i >= 0; i--)
alpar@1
   673
      {  max_wt = -1;
alpar@1
   674
         max_nwt = -1;
alpar@1
   675
         for (j = 0; j < n; j++)
alpar@1
   676
         {  if ((!used[j]) && ((wt[j] > max_wt) || (wt[j] == max_wt
alpar@1
   677
               && nwt[j] > max_nwt)))
alpar@1
   678
            {  max_wt = wt[j];
alpar@1
   679
               max_nwt = nwt[j];
alpar@1
   680
               p = j;
alpar@1
   681
            }
alpar@1
   682
         }
alpar@1
   683
         pos[i] = p;
alpar@1
   684
         used[p] = 1;
alpar@1
   685
         for (j = 0; j < n; j++)
alpar@1
   686
            if ((!used[j]) && (j != p) && (is_edge(dsa, p, j)))
alpar@1
   687
               nwt[j] -= wt[p];
alpar@1
   688
      }
alpar@1
   689
      /* main routine */
alpar@1
   690
      wth = 0;
alpar@1
   691
      for (i = 0; i < n; i++)
alpar@1
   692
      {  wth += wt[pos[i]];
alpar@1
   693
         sub(dsa, i, pos, 0, 0, wth);
alpar@1
   694
         clique[pos[i]] = record;
alpar@1
   695
#if 0
alpar@1
   696
         if (utime() >= timer + 5.0)
alpar@1
   697
#else
alpar@1
   698
         if (xdifftime(xtime(), timer) >= 5.0 - 0.001)
alpar@1
   699
#endif
alpar@1
   700
         {  /* print current record and reset timer */
alpar@1
   701
            xprintf("level = %d (%d); best = %d\n", i+1, n, record);
alpar@1
   702
#if 0
alpar@1
   703
            timer = utime();
alpar@1
   704
#else
alpar@1
   705
            timer = xtime();
alpar@1
   706
#endif
alpar@1
   707
         }
alpar@1
   708
      }
alpar@1
   709
      xfree(clique);
alpar@1
   710
      xfree(set);
alpar@1
   711
      xfree(used);
alpar@1
   712
      xfree(nwt);
alpar@1
   713
      xfree(pos);
alpar@1
   714
      /* return the solution found */
alpar@1
   715
      for (i = 1; i <= rec_level; i++) sol[i]++;
alpar@1
   716
      return rec_level;
alpar@1
   717
}
alpar@1
   718
alpar@1
   719
#undef n
alpar@1
   720
#undef wt
alpar@1
   721
#undef a
alpar@1
   722
#undef record
alpar@1
   723
#undef rec_level
alpar@1
   724
#undef rec
alpar@1
   725
#undef clique
alpar@1
   726
#undef set
alpar@1
   727
alpar@1
   728
/*----------------------------------------------------------------------
alpar@1
   729
-- lpx_clique_cut - generate cluque cut.
alpar@1
   730
--
alpar@1
   731
-- SYNOPSIS
alpar@1
   732
--
alpar@1
   733
-- #include "glplpx.h"
alpar@1
   734
-- int lpx_clique_cut(LPX *lp, void *cog, int ind[], double val[]);
alpar@1
   735
--
alpar@1
   736
-- DESCRIPTION
alpar@1
   737
--
alpar@1
   738
-- The routine lpx_clique_cut generates a clique cut using the conflict
alpar@1
   739
-- graph specified by the parameter cog.
alpar@1
   740
--
alpar@1
   741
-- If a violated clique cut has been found, it has the following form:
alpar@1
   742
--
alpar@1
   743
--    sum{j in J} a[j]*x[j] <= b.
alpar@1
   744
--
alpar@1
   745
-- Variable indices j in J are stored in elements ind[1], ..., ind[len]
alpar@1
   746
-- while corresponding constraint coefficients are stored in elements
alpar@1
   747
-- val[1], ..., val[len], where len is returned on exit. The right-hand
alpar@1
   748
-- side b is stored in element val[0].
alpar@1
   749
--
alpar@1
   750
-- RETURNS
alpar@1
   751
--
alpar@1
   752
-- If the cutting plane has been successfully generated, the routine
alpar@1
   753
-- returns 1 <= len <= n, which is the number of non-zero coefficients
alpar@1
   754
-- in the inequality constraint. Otherwise, the routine returns zero. */
alpar@1
   755
alpar@1
   756
static int lpx_clique_cut(LPX *lp, void *_cog, int ind[], double val[])
alpar@1
   757
{     struct COG *cog = _cog;
alpar@1
   758
      int n = lpx_get_num_cols(lp);
alpar@1
   759
      int j, t, v, card, temp, len = 0, *w, *sol;
alpar@1
   760
      double x, sum, b, *vec;
alpar@1
   761
      /* allocate working arrays */
alpar@1
   762
      w = xcalloc(1 + 2 * cog->nb, sizeof(int));
alpar@1
   763
      sol = xcalloc(1 + 2 * cog->nb, sizeof(int));
alpar@1
   764
      vec = xcalloc(1+n, sizeof(double));
alpar@1
   765
      /* assign weights to vertices of the conflict graph */
alpar@1
   766
      for (t = 1; t <= cog->nb; t++)
alpar@1
   767
      {  j = cog->orig[t];
alpar@1
   768
         x = lpx_get_col_prim(lp, j);
alpar@1
   769
         temp = (int)(100.0 * x + 0.5);
alpar@1
   770
         if (temp < 0) temp = 0;
alpar@1
   771
         if (temp > 100) temp = 100;
alpar@1
   772
         w[t] = temp;
alpar@1
   773
         w[cog->nb + t] = 100 - temp;
alpar@1
   774
      }
alpar@1
   775
      /* find a clique of maximum weight */
alpar@1
   776
      card = wclique(2 * cog->nb, w, cog->a, sol);
alpar@1
   777
      /* compute the clique weight for unscaled values */
alpar@1
   778
      sum = 0.0;
alpar@1
   779
      for ( t = 1; t <= card; t++)
alpar@1
   780
      {  v = sol[t];
alpar@1
   781
         xassert(1 <= v && v <= 2 * cog->nb);
alpar@1
   782
         if (v <= cog->nb)
alpar@1
   783
         {  /* vertex v corresponds to binary variable x[j] */
alpar@1
   784
            j = cog->orig[v];
alpar@1
   785
            x = lpx_get_col_prim(lp, j);
alpar@1
   786
            sum += x;
alpar@1
   787
         }
alpar@1
   788
         else
alpar@1
   789
         {  /* vertex v corresponds to the complement of x[j] */
alpar@1
   790
            j = cog->orig[v - cog->nb];
alpar@1
   791
            x = lpx_get_col_prim(lp, j);
alpar@1
   792
            sum += 1.0 - x;
alpar@1
   793
         }
alpar@1
   794
      }
alpar@1
   795
      /* if the sum of binary variables and their complements in the
alpar@1
   796
         clique greater than 1, the clique cut is violated */
alpar@1
   797
      if (sum >= 1.01)
alpar@1
   798
      {  /* construct the inquality */
alpar@1
   799
         for (j = 1; j <= n; j++) vec[j] = 0;
alpar@1
   800
         b = 1.0;
alpar@1
   801
         for (t = 1; t <= card; t++)
alpar@1
   802
         {  v = sol[t];
alpar@1
   803
            if (v <= cog->nb)
alpar@1
   804
            {  /* vertex v corresponds to binary variable x[j] */
alpar@1
   805
               j = cog->orig[v];
alpar@1
   806
               xassert(1 <= j && j <= n);
alpar@1
   807
               vec[j] += 1.0;
alpar@1
   808
            }
alpar@1
   809
            else
alpar@1
   810
            {  /* vertex v corresponds to the complement of x[j] */
alpar@1
   811
               j = cog->orig[v - cog->nb];
alpar@1
   812
               xassert(1 <= j && j <= n);
alpar@1
   813
               vec[j] -= 1.0;
alpar@1
   814
               b -= 1.0;
alpar@1
   815
            }
alpar@1
   816
         }
alpar@1
   817
         xassert(len == 0);
alpar@1
   818
         for (j = 1; j <= n; j++)
alpar@1
   819
         {  if (vec[j] != 0.0)
alpar@1
   820
            {  len++;
alpar@1
   821
               ind[len] = j, val[len] = vec[j];
alpar@1
   822
            }
alpar@1
   823
         }
alpar@1
   824
         ind[0] = 0, val[0] = b;
alpar@1
   825
      }
alpar@1
   826
      /* free working arrays */
alpar@1
   827
      xfree(w);
alpar@1
   828
      xfree(sol);
alpar@1
   829
      xfree(vec);
alpar@1
   830
      /* return to the calling program */
alpar@1
   831
      return len;
alpar@1
   832
}
alpar@1
   833
alpar@1
   834
/*----------------------------------------------------------------------
alpar@1
   835
-- lpx_delete_cog - delete the conflict graph.
alpar@1
   836
--
alpar@1
   837
-- SYNOPSIS
alpar@1
   838
--
alpar@1
   839
-- #include "glplpx.h"
alpar@1
   840
-- void lpx_delete_cog(void *cog);
alpar@1
   841
--
alpar@1
   842
-- DESCRIPTION
alpar@1
   843
--
alpar@1
   844
-- The routine lpx_delete_cog deletes the conflict graph, which the
alpar@1
   845
-- parameter cog points to, freeing all the memory allocated to this
alpar@1
   846
-- object. */
alpar@1
   847
alpar@1
   848
static void lpx_delete_cog(void *_cog)
alpar@1
   849
{     struct COG *cog = _cog;
alpar@1
   850
      xfree(cog->vert);
alpar@1
   851
      xfree(cog->orig);
alpar@1
   852
      xfree(cog->a);
alpar@1
   853
      xfree(cog);
alpar@1
   854
}
alpar@1
   855
alpar@1
   856
/**********************************************************************/
alpar@1
   857
alpar@1
   858
void *ios_clq_init(glp_tree *tree)
alpar@1
   859
{     /* initialize clique cut generator */
alpar@1
   860
      glp_prob *mip = tree->mip;
alpar@1
   861
      xassert(mip != NULL);
alpar@1
   862
      return lpx_create_cog(mip);
alpar@1
   863
}
alpar@1
   864
alpar@1
   865
/***********************************************************************
alpar@1
   866
*  NAME
alpar@1
   867
*
alpar@1
   868
*  ios_clq_gen - generate clique cuts
alpar@1
   869
*
alpar@1
   870
*  SYNOPSIS
alpar@1
   871
*
alpar@1
   872
*  #include "glpios.h"
alpar@1
   873
*  void ios_clq_gen(glp_tree *tree, void *gen);
alpar@1
   874
*
alpar@1
   875
*  DESCRIPTION
alpar@1
   876
*
alpar@1
   877
*  The routine ios_clq_gen generates clique cuts for the current point
alpar@1
   878
*  and adds them to the clique pool. */
alpar@1
   879
alpar@1
   880
void ios_clq_gen(glp_tree *tree, void *gen)
alpar@1
   881
{     int n = lpx_get_num_cols(tree->mip);
alpar@1
   882
      int len, *ind;
alpar@1
   883
      double *val;
alpar@1
   884
      xassert(gen != NULL);
alpar@1
   885
      ind = xcalloc(1+n, sizeof(int));
alpar@1
   886
      val = xcalloc(1+n, sizeof(double));
alpar@1
   887
      len = lpx_clique_cut(tree->mip, gen, ind, val);
alpar@1
   888
      if (len > 0)
alpar@1
   889
      {  /* xprintf("len = %d\n", len); */
alpar@1
   890
         glp_ios_add_row(tree, NULL, GLP_RF_CLQ, 0, len, ind, val,
alpar@1
   891
            GLP_UP, val[0]);
alpar@1
   892
      }
alpar@1
   893
      xfree(ind);
alpar@1
   894
      xfree(val);
alpar@1
   895
      return;
alpar@1
   896
}
alpar@1
   897
alpar@1
   898
/**********************************************************************/
alpar@1
   899
alpar@1
   900
void ios_clq_term(void *gen)
alpar@1
   901
{     /* terminate clique cut generator */
alpar@1
   902
      xassert(gen != NULL);
alpar@1
   903
      lpx_delete_cog(gen);
alpar@1
   904
      return;
alpar@1
   905
}
alpar@1
   906
alpar@1
   907
/* eof */