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/* glplpx01.c (obsolete API 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 "glpapi.h"
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struct LPXCPS
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{ /* control parameters and statistics */
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int msg_lev;
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/* level of messages output by the solver:
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0 - no output
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1 - error messages only
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2 - normal output
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3 - full output (includes informational messages) */
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int scale;
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/* scaling option:
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0 - no scaling
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1 - equilibration scaling
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2 - geometric mean scaling
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3 - geometric mean scaling, then equilibration scaling */
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int dual;
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/* dual simplex option:
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0 - use primal simplex
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1 - use dual simplex */
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int price;
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/* pricing option (for both primal and dual simplex):
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0 - textbook pricing
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1 - steepest edge pricing */
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double relax;
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/* relaxation parameter used in the ratio test; if it is zero,
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the textbook ratio test is used; if it is non-zero (should be
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positive), Harris' two-pass ratio test is used; in the latter
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case on the first pass basic variables (in the case of primal
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simplex) or reduced costs of non-basic variables (in the case
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of dual simplex) are allowed to slightly violate their bounds,
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but not more than (relax * tol_bnd) or (relax * tol_dj) (thus,
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relax is a percentage of tol_bnd or tol_dj) */
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double tol_bnd;
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/* relative tolerance used to check if the current basic solution
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is primal feasible */
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double tol_dj;
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/* absolute tolerance used to check if the current basic solution
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is dual feasible */
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double tol_piv;
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/* relative tolerance used to choose eligible pivotal elements of
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the simplex table in the ratio test */
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int round;
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/* solution rounding option:
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0 - report all computed values and reduced costs "as is"
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1 - if possible (allowed by the tolerances), replace computed
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values and reduced costs which are close to zero by exact
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zeros */
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double obj_ll;
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/* lower limit of the objective function; if on the phase II the
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objective function reaches this limit and continues decreasing,
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the solver stops the search */
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double obj_ul;
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/* upper limit of the objective function; if on the phase II the
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objective function reaches this limit and continues increasing,
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the solver stops the search */
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int it_lim;
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/* simplex iterations limit; if this value is positive, it is
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decreased by one each time when one simplex iteration has been
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performed, and reaching zero value signals the solver to stop
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the search; negative value means no iterations limit */
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double tm_lim;
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/* searching time limit, in seconds; if this value is positive,
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it is decreased each time when one simplex iteration has been
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performed by the amount of time spent for the iteration, and
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reaching zero value signals the solver to stop the search;
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negative value means no time limit */
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int out_frq;
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/* output frequency, in iterations; this parameter specifies how
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frequently the solver sends information about the solution to
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the standard output */
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double out_dly;
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/* output delay, in seconds; this parameter specifies how long
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the solver should delay sending information about the solution
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to the standard output; zero value means no delay */
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int branch; /* MIP */
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/* branching heuristic:
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0 - branch on first variable
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1 - branch on last variable
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2 - branch using heuristic by Driebeck and Tomlin
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3 - branch on most fractional variable */
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int btrack; /* MIP */
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/* backtracking heuristic:
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0 - select most recent node (depth first search)
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1 - select earliest node (breadth first search)
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2 - select node using the best projection heuristic
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3 - select node with best local bound */
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double tol_int; /* MIP */
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/* absolute tolerance used to check if the current basic solution
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is integer feasible */
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double tol_obj; /* MIP */
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/* relative tolerance used to check if the value of the objective
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function is not better than in the best known integer feasible
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solution */
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int mps_info; /* lpx_write_mps */
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/* if this flag is set, the routine lpx_write_mps outputs several
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comment cards that contains some information about the problem;
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otherwise the routine outputs no comment cards */
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int mps_obj; /* lpx_write_mps */
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/* this parameter tells the routine lpx_write_mps how to output
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the objective function row:
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0 - never output objective function row
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1 - always output objective function row
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2 - output objective function row if and only if the problem
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has no free rows */
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int mps_orig; /* lpx_write_mps */
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/* if this flag is set, the routine lpx_write_mps uses original
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row and column symbolic names; otherwise the routine generates
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plain names using ordinal numbers of rows and columns */
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int mps_wide; /* lpx_write_mps */
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/* if this flag is set, the routine lpx_write_mps uses all data
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fields; otherwise the routine keeps fields 5 and 6 empty */
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int mps_free; /* lpx_write_mps */
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/* if this flag is set, the routine lpx_write_mps omits column
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and vector names everytime if possible (free style); otherwise
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the routine never omits these names (pedantic style) */
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int mps_skip; /* lpx_write_mps */
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/* if this flag is set, the routine lpx_write_mps skips empty
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columns (i.e. which has no constraint coefficients); otherwise
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the routine outputs all columns */
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int lpt_orig; /* lpx_write_lpt */
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/* if this flag is set, the routine lpx_write_lpt uses original
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row and column symbolic names; otherwise the routine generates
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plain names using ordinal numbers of rows and columns */
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int presol; /* lpx_simplex */
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/* LP presolver option:
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0 - do not use LP presolver
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1 - use LP presolver */
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int binarize; /* lpx_intopt */
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/* if this flag is set, the routine lpx_intopt replaces integer
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columns by binary ones */
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int use_cuts; /* lpx_intopt */
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/* if this flag is set, the routine lpx_intopt tries generating
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cutting planes:
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LPX_C_COVER - mixed cover cuts
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LPX_C_CLIQUE - clique cuts
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LPX_C_GOMORY - Gomory's mixed integer cuts
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LPX_C_ALL - all cuts */
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double mip_gap; /* MIP */
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/* relative MIP gap tolerance */
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};
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LPX *lpx_create_prob(void)
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{ /* create problem object */
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return glp_create_prob();
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}
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void lpx_set_prob_name(LPX *lp, const char *name)
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{ /* assign (change) problem name */
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glp_set_prob_name(lp, name);
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return;
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}
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void lpx_set_obj_name(LPX *lp, const char *name)
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{ /* assign (change) objective function name */
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glp_set_obj_name(lp, name);
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return;
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}
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void lpx_set_obj_dir(LPX *lp, int dir)
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{ /* set (change) optimization direction flag */
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glp_set_obj_dir(lp, dir - LPX_MIN + GLP_MIN);
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return;
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}
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int lpx_add_rows(LPX *lp, int nrs)
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{ /* add new rows to problem object */
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return glp_add_rows(lp, nrs);
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}
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int lpx_add_cols(LPX *lp, int ncs)
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{ /* add new columns to problem object */
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return glp_add_cols(lp, ncs);
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}
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void lpx_set_row_name(LPX *lp, int i, const char *name)
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{ /* assign (change) row name */
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glp_set_row_name(lp, i, name);
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return;
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}
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void lpx_set_col_name(LPX *lp, int j, const char *name)
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{ /* assign (change) column name */
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glp_set_col_name(lp, j, name);
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return;
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}
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void lpx_set_row_bnds(LPX *lp, int i, int type, double lb, double ub)
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{ /* set (change) row bounds */
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glp_set_row_bnds(lp, i, type - LPX_FR + GLP_FR, lb, ub);
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return;
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}
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void lpx_set_col_bnds(LPX *lp, int j, int type, double lb, double ub)
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{ /* set (change) column bounds */
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glp_set_col_bnds(lp, j, type - LPX_FR + GLP_FR, lb, ub);
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return;
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}
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void lpx_set_obj_coef(glp_prob *lp, int j, double coef)
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{ /* set (change) obj. coefficient or constant term */
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glp_set_obj_coef(lp, j, coef);
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return;
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}
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void lpx_set_mat_row(LPX *lp, int i, int len, const int ind[],
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const double val[])
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{ /* set (replace) row of the constraint matrix */
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glp_set_mat_row(lp, i, len, ind, val);
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return;
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}
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void lpx_set_mat_col(LPX *lp, int j, int len, const int ind[],
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const double val[])
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{ /* set (replace) column of the constraint matrix */
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glp_set_mat_col(lp, j, len, ind, val);
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return;
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}
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void lpx_load_matrix(LPX *lp, int ne, const int ia[], const int ja[],
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const double ar[])
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{ /* load (replace) the whole constraint matrix */
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glp_load_matrix(lp, ne, ia, ja, ar);
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return;
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}
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void lpx_del_rows(LPX *lp, int nrs, const int num[])
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{ /* delete specified rows from problem object */
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glp_del_rows(lp, nrs, num);
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return;
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}
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void lpx_del_cols(LPX *lp, int ncs, const int num[])
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{ /* delete specified columns from problem object */
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glp_del_cols(lp, ncs, num);
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return;
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}
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void lpx_delete_prob(LPX *lp)
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{ /* delete problem object */
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glp_delete_prob(lp);
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return;
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}
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const char *lpx_get_prob_name(LPX *lp)
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{ /* retrieve problem name */
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return glp_get_prob_name(lp);
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}
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const char *lpx_get_obj_name(LPX *lp)
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{ /* retrieve objective function name */
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return glp_get_obj_name(lp);
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}
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int lpx_get_obj_dir(LPX *lp)
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{ /* retrieve optimization direction flag */
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return glp_get_obj_dir(lp) - GLP_MIN + LPX_MIN;
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}
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int lpx_get_num_rows(LPX *lp)
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{ /* retrieve number of rows */
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return glp_get_num_rows(lp);
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}
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int lpx_get_num_cols(LPX *lp)
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{ /* retrieve number of columns */
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return glp_get_num_cols(lp);
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}
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const char *lpx_get_row_name(LPX *lp, int i)
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{ /* retrieve row name */
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return glp_get_row_name(lp, i);
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}
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const char *lpx_get_col_name(LPX *lp, int j)
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{ /* retrieve column name */
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return glp_get_col_name(lp, j);
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}
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int lpx_get_row_type(LPX *lp, int i)
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{ /* retrieve row type */
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|
306 |
return glp_get_row_type(lp, i) - GLP_FR + LPX_FR;
|
alpar@1
|
307 |
}
|
alpar@1
|
308 |
|
alpar@1
|
309 |
double lpx_get_row_lb(glp_prob *lp, int i)
|
alpar@1
|
310 |
{ /* retrieve row lower bound */
|
alpar@1
|
311 |
double lb;
|
alpar@1
|
312 |
lb = glp_get_row_lb(lp, i);
|
alpar@1
|
313 |
if (lb == -DBL_MAX) lb = 0.0;
|
alpar@1
|
314 |
return lb;
|
alpar@1
|
315 |
}
|
alpar@1
|
316 |
|
alpar@1
|
317 |
double lpx_get_row_ub(glp_prob *lp, int i)
|
alpar@1
|
318 |
{ /* retrieve row upper bound */
|
alpar@1
|
319 |
double ub;
|
alpar@1
|
320 |
ub = glp_get_row_ub(lp, i);
|
alpar@1
|
321 |
if (ub == +DBL_MAX) ub = 0.0;
|
alpar@1
|
322 |
return ub;
|
alpar@1
|
323 |
}
|
alpar@1
|
324 |
|
alpar@1
|
325 |
void lpx_get_row_bnds(glp_prob *lp, int i, int *typx, double *lb,
|
alpar@1
|
326 |
double *ub)
|
alpar@1
|
327 |
{ /* retrieve row bounds */
|
alpar@1
|
328 |
if (typx != NULL) *typx = lpx_get_row_type(lp, i);
|
alpar@1
|
329 |
if (lb != NULL) *lb = lpx_get_row_lb(lp, i);
|
alpar@1
|
330 |
if (ub != NULL) *ub = lpx_get_row_ub(lp, i);
|
alpar@1
|
331 |
return;
|
alpar@1
|
332 |
}
|
alpar@1
|
333 |
|
alpar@1
|
334 |
int lpx_get_col_type(LPX *lp, int j)
|
alpar@1
|
335 |
{ /* retrieve column type */
|
alpar@1
|
336 |
return glp_get_col_type(lp, j) - GLP_FR + LPX_FR;
|
alpar@1
|
337 |
}
|
alpar@1
|
338 |
|
alpar@1
|
339 |
double lpx_get_col_lb(glp_prob *lp, int j)
|
alpar@1
|
340 |
{ /* retrieve column lower bound */
|
alpar@1
|
341 |
double lb;
|
alpar@1
|
342 |
lb = glp_get_col_lb(lp, j);
|
alpar@1
|
343 |
if (lb == -DBL_MAX) lb = 0.0;
|
alpar@1
|
344 |
return lb;
|
alpar@1
|
345 |
}
|
alpar@1
|
346 |
|
alpar@1
|
347 |
double lpx_get_col_ub(glp_prob *lp, int j)
|
alpar@1
|
348 |
{ /* retrieve column upper bound */
|
alpar@1
|
349 |
double ub;
|
alpar@1
|
350 |
ub = glp_get_col_ub(lp, j);
|
alpar@1
|
351 |
if (ub == +DBL_MAX) ub = 0.0;
|
alpar@1
|
352 |
return ub;
|
alpar@1
|
353 |
}
|
alpar@1
|
354 |
|
alpar@1
|
355 |
void lpx_get_col_bnds(glp_prob *lp, int j, int *typx, double *lb,
|
alpar@1
|
356 |
double *ub)
|
alpar@1
|
357 |
{ /* retrieve column bounds */
|
alpar@1
|
358 |
if (typx != NULL) *typx = lpx_get_col_type(lp, j);
|
alpar@1
|
359 |
if (lb != NULL) *lb = lpx_get_col_lb(lp, j);
|
alpar@1
|
360 |
if (ub != NULL) *ub = lpx_get_col_ub(lp, j);
|
alpar@1
|
361 |
return;
|
alpar@1
|
362 |
}
|
alpar@1
|
363 |
|
alpar@1
|
364 |
double lpx_get_obj_coef(LPX *lp, int j)
|
alpar@1
|
365 |
{ /* retrieve obj. coefficient or constant term */
|
alpar@1
|
366 |
return glp_get_obj_coef(lp, j);
|
alpar@1
|
367 |
}
|
alpar@1
|
368 |
|
alpar@1
|
369 |
int lpx_get_num_nz(LPX *lp)
|
alpar@1
|
370 |
{ /* retrieve number of constraint coefficients */
|
alpar@1
|
371 |
return glp_get_num_nz(lp);
|
alpar@1
|
372 |
}
|
alpar@1
|
373 |
|
alpar@1
|
374 |
int lpx_get_mat_row(LPX *lp, int i, int ind[], double val[])
|
alpar@1
|
375 |
{ /* retrieve row of the constraint matrix */
|
alpar@1
|
376 |
return glp_get_mat_row(lp, i, ind, val);
|
alpar@1
|
377 |
}
|
alpar@1
|
378 |
|
alpar@1
|
379 |
int lpx_get_mat_col(LPX *lp, int j, int ind[], double val[])
|
alpar@1
|
380 |
{ /* retrieve column of the constraint matrix */
|
alpar@1
|
381 |
return glp_get_mat_col(lp, j, ind, val);
|
alpar@1
|
382 |
}
|
alpar@1
|
383 |
|
alpar@1
|
384 |
void lpx_create_index(LPX *lp)
|
alpar@1
|
385 |
{ /* create the name index */
|
alpar@1
|
386 |
glp_create_index(lp);
|
alpar@1
|
387 |
return;
|
alpar@1
|
388 |
}
|
alpar@1
|
389 |
|
alpar@1
|
390 |
int lpx_find_row(LPX *lp, const char *name)
|
alpar@1
|
391 |
{ /* find row by its name */
|
alpar@1
|
392 |
return glp_find_row(lp, name);
|
alpar@1
|
393 |
}
|
alpar@1
|
394 |
|
alpar@1
|
395 |
int lpx_find_col(LPX *lp, const char *name)
|
alpar@1
|
396 |
{ /* find column by its name */
|
alpar@1
|
397 |
return glp_find_col(lp, name);
|
alpar@1
|
398 |
}
|
alpar@1
|
399 |
|
alpar@1
|
400 |
void lpx_delete_index(LPX *lp)
|
alpar@1
|
401 |
{ /* delete the name index */
|
alpar@1
|
402 |
glp_delete_index(lp);
|
alpar@1
|
403 |
return;
|
alpar@1
|
404 |
}
|
alpar@1
|
405 |
|
alpar@1
|
406 |
void lpx_scale_prob(LPX *lp)
|
alpar@1
|
407 |
{ /* scale problem data */
|
alpar@1
|
408 |
switch (lpx_get_int_parm(lp, LPX_K_SCALE))
|
alpar@1
|
409 |
{ case 0:
|
alpar@1
|
410 |
/* no scaling */
|
alpar@1
|
411 |
glp_unscale_prob(lp);
|
alpar@1
|
412 |
break;
|
alpar@1
|
413 |
case 1:
|
alpar@1
|
414 |
/* equilibration scaling */
|
alpar@1
|
415 |
glp_scale_prob(lp, GLP_SF_EQ);
|
alpar@1
|
416 |
break;
|
alpar@1
|
417 |
case 2:
|
alpar@1
|
418 |
/* geometric mean scaling */
|
alpar@1
|
419 |
glp_scale_prob(lp, GLP_SF_GM);
|
alpar@1
|
420 |
break;
|
alpar@1
|
421 |
case 3:
|
alpar@1
|
422 |
/* geometric mean scaling, then equilibration scaling */
|
alpar@1
|
423 |
glp_scale_prob(lp, GLP_SF_GM | GLP_SF_EQ);
|
alpar@1
|
424 |
break;
|
alpar@1
|
425 |
default:
|
alpar@1
|
426 |
xassert(lp != lp);
|
alpar@1
|
427 |
}
|
alpar@1
|
428 |
return;
|
alpar@1
|
429 |
}
|
alpar@1
|
430 |
|
alpar@1
|
431 |
void lpx_unscale_prob(LPX *lp)
|
alpar@1
|
432 |
{ /* unscale problem data */
|
alpar@1
|
433 |
glp_unscale_prob(lp);
|
alpar@1
|
434 |
return;
|
alpar@1
|
435 |
}
|
alpar@1
|
436 |
|
alpar@1
|
437 |
void lpx_set_row_stat(LPX *lp, int i, int stat)
|
alpar@1
|
438 |
{ /* set (change) row status */
|
alpar@1
|
439 |
glp_set_row_stat(lp, i, stat - LPX_BS + GLP_BS);
|
alpar@1
|
440 |
return;
|
alpar@1
|
441 |
}
|
alpar@1
|
442 |
|
alpar@1
|
443 |
void lpx_set_col_stat(LPX *lp, int j, int stat)
|
alpar@1
|
444 |
{ /* set (change) column status */
|
alpar@1
|
445 |
glp_set_col_stat(lp, j, stat - LPX_BS + GLP_BS);
|
alpar@1
|
446 |
return;
|
alpar@1
|
447 |
}
|
alpar@1
|
448 |
|
alpar@1
|
449 |
void lpx_std_basis(LPX *lp)
|
alpar@1
|
450 |
{ /* construct standard initial LP basis */
|
alpar@1
|
451 |
glp_std_basis(lp);
|
alpar@1
|
452 |
return;
|
alpar@1
|
453 |
}
|
alpar@1
|
454 |
|
alpar@1
|
455 |
void lpx_adv_basis(LPX *lp)
|
alpar@1
|
456 |
{ /* construct advanced initial LP basis */
|
alpar@1
|
457 |
glp_adv_basis(lp, 0);
|
alpar@1
|
458 |
return;
|
alpar@1
|
459 |
}
|
alpar@1
|
460 |
|
alpar@1
|
461 |
void lpx_cpx_basis(LPX *lp)
|
alpar@1
|
462 |
{ /* construct Bixby's initial LP basis */
|
alpar@1
|
463 |
glp_cpx_basis(lp);
|
alpar@1
|
464 |
return;
|
alpar@1
|
465 |
}
|
alpar@1
|
466 |
|
alpar@1
|
467 |
static void fill_smcp(LPX *lp, glp_smcp *parm)
|
alpar@1
|
468 |
{ glp_init_smcp(parm);
|
alpar@1
|
469 |
switch (lpx_get_int_parm(lp, LPX_K_MSGLEV))
|
alpar@1
|
470 |
{ case 0: parm->msg_lev = GLP_MSG_OFF; break;
|
alpar@1
|
471 |
case 1: parm->msg_lev = GLP_MSG_ERR; break;
|
alpar@1
|
472 |
case 2: parm->msg_lev = GLP_MSG_ON; break;
|
alpar@1
|
473 |
case 3: parm->msg_lev = GLP_MSG_ALL; break;
|
alpar@1
|
474 |
default: xassert(lp != lp);
|
alpar@1
|
475 |
}
|
alpar@1
|
476 |
switch (lpx_get_int_parm(lp, LPX_K_DUAL))
|
alpar@1
|
477 |
{ case 0: parm->meth = GLP_PRIMAL; break;
|
alpar@1
|
478 |
case 1: parm->meth = GLP_DUAL; break;
|
alpar@1
|
479 |
default: xassert(lp != lp);
|
alpar@1
|
480 |
}
|
alpar@1
|
481 |
switch (lpx_get_int_parm(lp, LPX_K_PRICE))
|
alpar@1
|
482 |
{ case 0: parm->pricing = GLP_PT_STD; break;
|
alpar@1
|
483 |
case 1: parm->pricing = GLP_PT_PSE; break;
|
alpar@1
|
484 |
default: xassert(lp != lp);
|
alpar@1
|
485 |
}
|
alpar@1
|
486 |
if (lpx_get_real_parm(lp, LPX_K_RELAX) == 0.0)
|
alpar@1
|
487 |
parm->r_test = GLP_RT_STD;
|
alpar@1
|
488 |
else
|
alpar@1
|
489 |
parm->r_test = GLP_RT_HAR;
|
alpar@1
|
490 |
parm->tol_bnd = lpx_get_real_parm(lp, LPX_K_TOLBND);
|
alpar@1
|
491 |
parm->tol_dj = lpx_get_real_parm(lp, LPX_K_TOLDJ);
|
alpar@1
|
492 |
parm->tol_piv = lpx_get_real_parm(lp, LPX_K_TOLPIV);
|
alpar@1
|
493 |
parm->obj_ll = lpx_get_real_parm(lp, LPX_K_OBJLL);
|
alpar@1
|
494 |
parm->obj_ul = lpx_get_real_parm(lp, LPX_K_OBJUL);
|
alpar@1
|
495 |
if (lpx_get_int_parm(lp, LPX_K_ITLIM) < 0)
|
alpar@1
|
496 |
parm->it_lim = INT_MAX;
|
alpar@1
|
497 |
else
|
alpar@1
|
498 |
parm->it_lim = lpx_get_int_parm(lp, LPX_K_ITLIM);
|
alpar@1
|
499 |
if (lpx_get_real_parm(lp, LPX_K_TMLIM) < 0.0)
|
alpar@1
|
500 |
parm->tm_lim = INT_MAX;
|
alpar@1
|
501 |
else
|
alpar@1
|
502 |
parm->tm_lim =
|
alpar@1
|
503 |
(int)(1000.0 * lpx_get_real_parm(lp, LPX_K_TMLIM));
|
alpar@1
|
504 |
parm->out_frq = lpx_get_int_parm(lp, LPX_K_OUTFRQ);
|
alpar@1
|
505 |
parm->out_dly =
|
alpar@1
|
506 |
(int)(1000.0 * lpx_get_real_parm(lp, LPX_K_OUTDLY));
|
alpar@1
|
507 |
switch (lpx_get_int_parm(lp, LPX_K_PRESOL))
|
alpar@1
|
508 |
{ case 0: parm->presolve = GLP_OFF; break;
|
alpar@1
|
509 |
case 1: parm->presolve = GLP_ON; break;
|
alpar@1
|
510 |
default: xassert(lp != lp);
|
alpar@1
|
511 |
}
|
alpar@1
|
512 |
return;
|
alpar@1
|
513 |
}
|
alpar@1
|
514 |
|
alpar@1
|
515 |
int lpx_simplex(LPX *lp)
|
alpar@1
|
516 |
{ /* easy-to-use driver to the simplex method */
|
alpar@1
|
517 |
glp_smcp parm;
|
alpar@1
|
518 |
int ret;
|
alpar@1
|
519 |
fill_smcp(lp, &parm);
|
alpar@1
|
520 |
ret = glp_simplex(lp, &parm);
|
alpar@1
|
521 |
switch (ret)
|
alpar@1
|
522 |
{ case 0: ret = LPX_E_OK; break;
|
alpar@1
|
523 |
case GLP_EBADB:
|
alpar@1
|
524 |
case GLP_ESING:
|
alpar@1
|
525 |
case GLP_ECOND:
|
alpar@1
|
526 |
case GLP_EBOUND: ret = LPX_E_FAULT; break;
|
alpar@1
|
527 |
case GLP_EFAIL: ret = LPX_E_SING; break;
|
alpar@1
|
528 |
case GLP_EOBJLL: ret = LPX_E_OBJLL; break;
|
alpar@1
|
529 |
case GLP_EOBJUL: ret = LPX_E_OBJUL; break;
|
alpar@1
|
530 |
case GLP_EITLIM: ret = LPX_E_ITLIM; break;
|
alpar@1
|
531 |
case GLP_ETMLIM: ret = LPX_E_TMLIM; break;
|
alpar@1
|
532 |
case GLP_ENOPFS: ret = LPX_E_NOPFS; break;
|
alpar@1
|
533 |
case GLP_ENODFS: ret = LPX_E_NODFS; break;
|
alpar@1
|
534 |
default: xassert(ret != ret);
|
alpar@1
|
535 |
}
|
alpar@1
|
536 |
return ret;
|
alpar@1
|
537 |
}
|
alpar@1
|
538 |
|
alpar@1
|
539 |
int lpx_exact(LPX *lp)
|
alpar@1
|
540 |
{ /* easy-to-use driver to the exact simplex method */
|
alpar@1
|
541 |
glp_smcp parm;
|
alpar@1
|
542 |
int ret;
|
alpar@1
|
543 |
fill_smcp(lp, &parm);
|
alpar@1
|
544 |
ret = glp_exact(lp, &parm);
|
alpar@1
|
545 |
switch (ret)
|
alpar@1
|
546 |
{ case 0: ret = LPX_E_OK; break;
|
alpar@1
|
547 |
case GLP_EBADB:
|
alpar@1
|
548 |
case GLP_ESING:
|
alpar@1
|
549 |
case GLP_EBOUND:
|
alpar@1
|
550 |
case GLP_EFAIL: ret = LPX_E_FAULT; break;
|
alpar@1
|
551 |
case GLP_EITLIM: ret = LPX_E_ITLIM; break;
|
alpar@1
|
552 |
case GLP_ETMLIM: ret = LPX_E_TMLIM; break;
|
alpar@1
|
553 |
default: xassert(ret != ret);
|
alpar@1
|
554 |
}
|
alpar@1
|
555 |
return ret;
|
alpar@1
|
556 |
}
|
alpar@1
|
557 |
|
alpar@1
|
558 |
int lpx_get_status(glp_prob *lp)
|
alpar@1
|
559 |
{ /* retrieve generic status of basic solution */
|
alpar@1
|
560 |
int status;
|
alpar@1
|
561 |
switch (glp_get_status(lp))
|
alpar@1
|
562 |
{ case GLP_OPT: status = LPX_OPT; break;
|
alpar@1
|
563 |
case GLP_FEAS: status = LPX_FEAS; break;
|
alpar@1
|
564 |
case GLP_INFEAS: status = LPX_INFEAS; break;
|
alpar@1
|
565 |
case GLP_NOFEAS: status = LPX_NOFEAS; break;
|
alpar@1
|
566 |
case GLP_UNBND: status = LPX_UNBND; break;
|
alpar@1
|
567 |
case GLP_UNDEF: status = LPX_UNDEF; break;
|
alpar@1
|
568 |
default: xassert(lp != lp);
|
alpar@1
|
569 |
}
|
alpar@1
|
570 |
return status;
|
alpar@1
|
571 |
}
|
alpar@1
|
572 |
|
alpar@1
|
573 |
int lpx_get_prim_stat(glp_prob *lp)
|
alpar@1
|
574 |
{ /* retrieve status of primal basic solution */
|
alpar@1
|
575 |
return glp_get_prim_stat(lp) - GLP_UNDEF + LPX_P_UNDEF;
|
alpar@1
|
576 |
}
|
alpar@1
|
577 |
|
alpar@1
|
578 |
int lpx_get_dual_stat(glp_prob *lp)
|
alpar@1
|
579 |
{ /* retrieve status of dual basic solution */
|
alpar@1
|
580 |
return glp_get_dual_stat(lp) - GLP_UNDEF + LPX_D_UNDEF;
|
alpar@1
|
581 |
}
|
alpar@1
|
582 |
|
alpar@1
|
583 |
double lpx_get_obj_val(LPX *lp)
|
alpar@1
|
584 |
{ /* retrieve objective value (basic solution) */
|
alpar@1
|
585 |
return glp_get_obj_val(lp);
|
alpar@1
|
586 |
}
|
alpar@1
|
587 |
|
alpar@1
|
588 |
int lpx_get_row_stat(LPX *lp, int i)
|
alpar@1
|
589 |
{ /* retrieve row status (basic solution) */
|
alpar@1
|
590 |
return glp_get_row_stat(lp, i) - GLP_BS + LPX_BS;
|
alpar@1
|
591 |
}
|
alpar@1
|
592 |
|
alpar@1
|
593 |
double lpx_get_row_prim(LPX *lp, int i)
|
alpar@1
|
594 |
{ /* retrieve row primal value (basic solution) */
|
alpar@1
|
595 |
return glp_get_row_prim(lp, i);
|
alpar@1
|
596 |
}
|
alpar@1
|
597 |
|
alpar@1
|
598 |
double lpx_get_row_dual(LPX *lp, int i)
|
alpar@1
|
599 |
{ /* retrieve row dual value (basic solution) */
|
alpar@1
|
600 |
return glp_get_row_dual(lp, i);
|
alpar@1
|
601 |
}
|
alpar@1
|
602 |
|
alpar@1
|
603 |
void lpx_get_row_info(glp_prob *lp, int i, int *tagx, double *vx,
|
alpar@1
|
604 |
double *dx)
|
alpar@1
|
605 |
{ /* obtain row solution information */
|
alpar@1
|
606 |
if (tagx != NULL) *tagx = lpx_get_row_stat(lp, i);
|
alpar@1
|
607 |
if (vx != NULL) *vx = lpx_get_row_prim(lp, i);
|
alpar@1
|
608 |
if (dx != NULL) *dx = lpx_get_row_dual(lp, i);
|
alpar@1
|
609 |
return;
|
alpar@1
|
610 |
}
|
alpar@1
|
611 |
|
alpar@1
|
612 |
int lpx_get_col_stat(LPX *lp, int j)
|
alpar@1
|
613 |
{ /* retrieve column status (basic solution) */
|
alpar@1
|
614 |
return glp_get_col_stat(lp, j) - GLP_BS + LPX_BS;
|
alpar@1
|
615 |
}
|
alpar@1
|
616 |
|
alpar@1
|
617 |
double lpx_get_col_prim(LPX *lp, int j)
|
alpar@1
|
618 |
{ /* retrieve column primal value (basic solution) */
|
alpar@1
|
619 |
return glp_get_col_prim(lp, j);
|
alpar@1
|
620 |
}
|
alpar@1
|
621 |
|
alpar@1
|
622 |
double lpx_get_col_dual(glp_prob *lp, int j)
|
alpar@1
|
623 |
{ /* retrieve column dual value (basic solution) */
|
alpar@1
|
624 |
return glp_get_col_dual(lp, j);
|
alpar@1
|
625 |
}
|
alpar@1
|
626 |
|
alpar@1
|
627 |
void lpx_get_col_info(glp_prob *lp, int j, int *tagx, double *vx,
|
alpar@1
|
628 |
double *dx)
|
alpar@1
|
629 |
{ /* obtain column solution information */
|
alpar@1
|
630 |
if (tagx != NULL) *tagx = lpx_get_col_stat(lp, j);
|
alpar@1
|
631 |
if (vx != NULL) *vx = lpx_get_col_prim(lp, j);
|
alpar@1
|
632 |
if (dx != NULL) *dx = lpx_get_col_dual(lp, j);
|
alpar@1
|
633 |
return;
|
alpar@1
|
634 |
}
|
alpar@1
|
635 |
|
alpar@1
|
636 |
int lpx_get_ray_info(LPX *lp)
|
alpar@1
|
637 |
{ /* determine what causes primal unboundness */
|
alpar@1
|
638 |
return glp_get_unbnd_ray(lp);
|
alpar@1
|
639 |
}
|
alpar@1
|
640 |
|
alpar@1
|
641 |
void lpx_check_kkt(LPX *lp, int scaled, LPXKKT *kkt)
|
alpar@1
|
642 |
{ /* check Karush-Kuhn-Tucker conditions */
|
alpar@1
|
643 |
int ae_ind, re_ind;
|
alpar@1
|
644 |
double ae_max, re_max;
|
alpar@1
|
645 |
xassert(scaled == scaled);
|
alpar@1
|
646 |
_glp_check_kkt(lp, GLP_SOL, GLP_KKT_PE, &ae_max, &ae_ind, &re_max,
|
alpar@1
|
647 |
&re_ind);
|
alpar@1
|
648 |
kkt->pe_ae_max = ae_max;
|
alpar@1
|
649 |
kkt->pe_ae_row = ae_ind;
|
alpar@1
|
650 |
kkt->pe_re_max = re_max;
|
alpar@1
|
651 |
kkt->pe_re_row = re_ind;
|
alpar@1
|
652 |
if (re_max <= 1e-9)
|
alpar@1
|
653 |
kkt->pe_quality = 'H';
|
alpar@1
|
654 |
else if (re_max <= 1e-6)
|
alpar@1
|
655 |
kkt->pe_quality = 'M';
|
alpar@1
|
656 |
else if (re_max <= 1e-3)
|
alpar@1
|
657 |
kkt->pe_quality = 'L';
|
alpar@1
|
658 |
else
|
alpar@1
|
659 |
kkt->pe_quality = '?';
|
alpar@1
|
660 |
_glp_check_kkt(lp, GLP_SOL, GLP_KKT_PB, &ae_max, &ae_ind, &re_max,
|
alpar@1
|
661 |
&re_ind);
|
alpar@1
|
662 |
kkt->pb_ae_max = ae_max;
|
alpar@1
|
663 |
kkt->pb_ae_ind = ae_ind;
|
alpar@1
|
664 |
kkt->pb_re_max = re_max;
|
alpar@1
|
665 |
kkt->pb_re_ind = re_ind;
|
alpar@1
|
666 |
if (re_max <= 1e-9)
|
alpar@1
|
667 |
kkt->pb_quality = 'H';
|
alpar@1
|
668 |
else if (re_max <= 1e-6)
|
alpar@1
|
669 |
kkt->pb_quality = 'M';
|
alpar@1
|
670 |
else if (re_max <= 1e-3)
|
alpar@1
|
671 |
kkt->pb_quality = 'L';
|
alpar@1
|
672 |
else
|
alpar@1
|
673 |
kkt->pb_quality = '?';
|
alpar@1
|
674 |
_glp_check_kkt(lp, GLP_SOL, GLP_KKT_DE, &ae_max, &ae_ind, &re_max,
|
alpar@1
|
675 |
&re_ind);
|
alpar@1
|
676 |
kkt->de_ae_max = ae_max;
|
alpar@1
|
677 |
if (ae_ind == 0)
|
alpar@1
|
678 |
kkt->de_ae_col = 0;
|
alpar@1
|
679 |
else
|
alpar@1
|
680 |
kkt->de_ae_col = ae_ind - lp->m;
|
alpar@1
|
681 |
kkt->de_re_max = re_max;
|
alpar@1
|
682 |
if (re_ind == 0)
|
alpar@1
|
683 |
kkt->de_re_col = 0;
|
alpar@1
|
684 |
else
|
alpar@1
|
685 |
kkt->de_re_col = ae_ind - lp->m;
|
alpar@1
|
686 |
if (re_max <= 1e-9)
|
alpar@1
|
687 |
kkt->de_quality = 'H';
|
alpar@1
|
688 |
else if (re_max <= 1e-6)
|
alpar@1
|
689 |
kkt->de_quality = 'M';
|
alpar@1
|
690 |
else if (re_max <= 1e-3)
|
alpar@1
|
691 |
kkt->de_quality = 'L';
|
alpar@1
|
692 |
else
|
alpar@1
|
693 |
kkt->de_quality = '?';
|
alpar@1
|
694 |
_glp_check_kkt(lp, GLP_SOL, GLP_KKT_DB, &ae_max, &ae_ind, &re_max,
|
alpar@1
|
695 |
&re_ind);
|
alpar@1
|
696 |
kkt->db_ae_max = ae_max;
|
alpar@1
|
697 |
kkt->db_ae_ind = ae_ind;
|
alpar@1
|
698 |
kkt->db_re_max = re_max;
|
alpar@1
|
699 |
kkt->db_re_ind = re_ind;
|
alpar@1
|
700 |
if (re_max <= 1e-9)
|
alpar@1
|
701 |
kkt->db_quality = 'H';
|
alpar@1
|
702 |
else if (re_max <= 1e-6)
|
alpar@1
|
703 |
kkt->db_quality = 'M';
|
alpar@1
|
704 |
else if (re_max <= 1e-3)
|
alpar@1
|
705 |
kkt->db_quality = 'L';
|
alpar@1
|
706 |
else
|
alpar@1
|
707 |
kkt->db_quality = '?';
|
alpar@1
|
708 |
kkt->cs_ae_max = 0.0, kkt->cs_ae_ind = 0;
|
alpar@1
|
709 |
kkt->cs_re_max = 0.0, kkt->cs_re_ind = 0;
|
alpar@1
|
710 |
kkt->cs_quality = 'H';
|
alpar@1
|
711 |
return;
|
alpar@1
|
712 |
}
|
alpar@1
|
713 |
|
alpar@1
|
714 |
int lpx_warm_up(LPX *lp)
|
alpar@1
|
715 |
{ /* "warm up" LP basis */
|
alpar@1
|
716 |
int ret;
|
alpar@1
|
717 |
ret = glp_warm_up(lp);
|
alpar@1
|
718 |
if (ret == 0)
|
alpar@1
|
719 |
ret = LPX_E_OK;
|
alpar@1
|
720 |
else if (ret == GLP_EBADB)
|
alpar@1
|
721 |
ret = LPX_E_BADB;
|
alpar@1
|
722 |
else if (ret == GLP_ESING)
|
alpar@1
|
723 |
ret = LPX_E_SING;
|
alpar@1
|
724 |
else if (ret == GLP_ECOND)
|
alpar@1
|
725 |
ret = LPX_E_SING;
|
alpar@1
|
726 |
else
|
alpar@1
|
727 |
xassert(ret != ret);
|
alpar@1
|
728 |
return ret;
|
alpar@1
|
729 |
}
|
alpar@1
|
730 |
|
alpar@1
|
731 |
int lpx_eval_tab_row(LPX *lp, int k, int ind[], double val[])
|
alpar@1
|
732 |
{ /* compute row of the simplex tableau */
|
alpar@1
|
733 |
return glp_eval_tab_row(lp, k, ind, val);
|
alpar@1
|
734 |
}
|
alpar@1
|
735 |
|
alpar@1
|
736 |
int lpx_eval_tab_col(LPX *lp, int k, int ind[], double val[])
|
alpar@1
|
737 |
{ /* compute column of the simplex tableau */
|
alpar@1
|
738 |
return glp_eval_tab_col(lp, k, ind, val);
|
alpar@1
|
739 |
}
|
alpar@1
|
740 |
|
alpar@1
|
741 |
int lpx_transform_row(LPX *lp, int len, int ind[], double val[])
|
alpar@1
|
742 |
{ /* transform explicitly specified row */
|
alpar@1
|
743 |
return glp_transform_row(lp, len, ind, val);
|
alpar@1
|
744 |
}
|
alpar@1
|
745 |
|
alpar@1
|
746 |
int lpx_transform_col(LPX *lp, int len, int ind[], double val[])
|
alpar@1
|
747 |
{ /* transform explicitly specified column */
|
alpar@1
|
748 |
return glp_transform_col(lp, len, ind, val);
|
alpar@1
|
749 |
}
|
alpar@1
|
750 |
|
alpar@1
|
751 |
int lpx_prim_ratio_test(LPX *lp, int len, const int ind[],
|
alpar@1
|
752 |
const double val[], int how, double tol)
|
alpar@1
|
753 |
{ /* perform primal ratio test */
|
alpar@1
|
754 |
int piv;
|
alpar@1
|
755 |
piv = glp_prim_rtest(lp, len, ind, val, how, tol);
|
alpar@1
|
756 |
xassert(0 <= piv && piv <= len);
|
alpar@1
|
757 |
return piv == 0 ? 0 : ind[piv];
|
alpar@1
|
758 |
}
|
alpar@1
|
759 |
|
alpar@1
|
760 |
int lpx_dual_ratio_test(LPX *lp, int len, const int ind[],
|
alpar@1
|
761 |
const double val[], int how, double tol)
|
alpar@1
|
762 |
{ /* perform dual ratio test */
|
alpar@1
|
763 |
int piv;
|
alpar@1
|
764 |
piv = glp_dual_rtest(lp, len, ind, val, how, tol);
|
alpar@1
|
765 |
xassert(0 <= piv && piv <= len);
|
alpar@1
|
766 |
return piv == 0 ? 0 : ind[piv];
|
alpar@1
|
767 |
}
|
alpar@1
|
768 |
|
alpar@1
|
769 |
int lpx_interior(LPX *lp)
|
alpar@1
|
770 |
{ /* easy-to-use driver to the interior-point method */
|
alpar@1
|
771 |
int ret;
|
alpar@1
|
772 |
ret = glp_interior(lp, NULL);
|
alpar@1
|
773 |
switch (ret)
|
alpar@1
|
774 |
{ case 0: ret = LPX_E_OK; break;
|
alpar@1
|
775 |
case GLP_EFAIL: ret = LPX_E_FAULT; break;
|
alpar@1
|
776 |
case GLP_ENOFEAS: ret = LPX_E_NOFEAS; break;
|
alpar@1
|
777 |
case GLP_ENOCVG: ret = LPX_E_NOCONV; break;
|
alpar@1
|
778 |
case GLP_EITLIM: ret = LPX_E_ITLIM; break;
|
alpar@1
|
779 |
case GLP_EINSTAB: ret = LPX_E_INSTAB; break;
|
alpar@1
|
780 |
default: xassert(ret != ret);
|
alpar@1
|
781 |
}
|
alpar@1
|
782 |
return ret;
|
alpar@1
|
783 |
}
|
alpar@1
|
784 |
|
alpar@1
|
785 |
int lpx_ipt_status(glp_prob *lp)
|
alpar@1
|
786 |
{ /* retrieve status of interior-point solution */
|
alpar@1
|
787 |
int status;
|
alpar@1
|
788 |
switch (glp_ipt_status(lp))
|
alpar@1
|
789 |
{ case GLP_UNDEF: status = LPX_T_UNDEF; break;
|
alpar@1
|
790 |
case GLP_OPT: status = LPX_T_OPT; break;
|
alpar@1
|
791 |
default: xassert(lp != lp);
|
alpar@1
|
792 |
}
|
alpar@1
|
793 |
return status;
|
alpar@1
|
794 |
}
|
alpar@1
|
795 |
|
alpar@1
|
796 |
double lpx_ipt_obj_val(LPX *lp)
|
alpar@1
|
797 |
{ /* retrieve objective value (interior point) */
|
alpar@1
|
798 |
return glp_ipt_obj_val(lp);
|
alpar@1
|
799 |
}
|
alpar@1
|
800 |
|
alpar@1
|
801 |
double lpx_ipt_row_prim(LPX *lp, int i)
|
alpar@1
|
802 |
{ /* retrieve row primal value (interior point) */
|
alpar@1
|
803 |
return glp_ipt_row_prim(lp, i);
|
alpar@1
|
804 |
}
|
alpar@1
|
805 |
|
alpar@1
|
806 |
double lpx_ipt_row_dual(LPX *lp, int i)
|
alpar@1
|
807 |
{ /* retrieve row dual value (interior point) */
|
alpar@1
|
808 |
return glp_ipt_row_dual(lp, i);
|
alpar@1
|
809 |
}
|
alpar@1
|
810 |
|
alpar@1
|
811 |
double lpx_ipt_col_prim(LPX *lp, int j)
|
alpar@1
|
812 |
{ /* retrieve column primal value (interior point) */
|
alpar@1
|
813 |
return glp_ipt_col_prim(lp, j);
|
alpar@1
|
814 |
}
|
alpar@1
|
815 |
|
alpar@1
|
816 |
double lpx_ipt_col_dual(LPX *lp, int j)
|
alpar@1
|
817 |
{ /* retrieve column dual value (interior point) */
|
alpar@1
|
818 |
return glp_ipt_col_dual(lp, j);
|
alpar@1
|
819 |
}
|
alpar@1
|
820 |
|
alpar@1
|
821 |
void lpx_set_class(LPX *lp, int klass)
|
alpar@1
|
822 |
{ /* set problem class */
|
alpar@1
|
823 |
xassert(lp == lp);
|
alpar@1
|
824 |
if (!(klass == LPX_LP || klass == LPX_MIP))
|
alpar@1
|
825 |
xerror("lpx_set_class: invalid problem class\n");
|
alpar@1
|
826 |
return;
|
alpar@1
|
827 |
}
|
alpar@1
|
828 |
|
alpar@1
|
829 |
int lpx_get_class(LPX *lp)
|
alpar@1
|
830 |
{ /* determine problem klass */
|
alpar@1
|
831 |
return glp_get_num_int(lp) == 0 ? LPX_LP : LPX_MIP;
|
alpar@1
|
832 |
}
|
alpar@1
|
833 |
|
alpar@1
|
834 |
void lpx_set_col_kind(LPX *lp, int j, int kind)
|
alpar@1
|
835 |
{ /* set (change) column kind */
|
alpar@1
|
836 |
glp_set_col_kind(lp, j, kind - LPX_CV + GLP_CV);
|
alpar@1
|
837 |
return;
|
alpar@1
|
838 |
}
|
alpar@1
|
839 |
|
alpar@1
|
840 |
int lpx_get_col_kind(LPX *lp, int j)
|
alpar@1
|
841 |
{ /* retrieve column kind */
|
alpar@1
|
842 |
return glp_get_col_kind(lp, j) == GLP_CV ? LPX_CV : LPX_IV;
|
alpar@1
|
843 |
}
|
alpar@1
|
844 |
|
alpar@1
|
845 |
int lpx_get_num_int(LPX *lp)
|
alpar@1
|
846 |
{ /* retrieve number of integer columns */
|
alpar@1
|
847 |
return glp_get_num_int(lp);
|
alpar@1
|
848 |
}
|
alpar@1
|
849 |
|
alpar@1
|
850 |
int lpx_get_num_bin(LPX *lp)
|
alpar@1
|
851 |
{ /* retrieve number of binary columns */
|
alpar@1
|
852 |
return glp_get_num_bin(lp);
|
alpar@1
|
853 |
}
|
alpar@1
|
854 |
|
alpar@1
|
855 |
static int solve_mip(LPX *lp, int presolve)
|
alpar@1
|
856 |
{ glp_iocp parm;
|
alpar@1
|
857 |
int ret;
|
alpar@1
|
858 |
glp_init_iocp(&parm);
|
alpar@1
|
859 |
switch (lpx_get_int_parm(lp, LPX_K_MSGLEV))
|
alpar@1
|
860 |
{ case 0: parm.msg_lev = GLP_MSG_OFF; break;
|
alpar@1
|
861 |
case 1: parm.msg_lev = GLP_MSG_ERR; break;
|
alpar@1
|
862 |
case 2: parm.msg_lev = GLP_MSG_ON; break;
|
alpar@1
|
863 |
case 3: parm.msg_lev = GLP_MSG_ALL; break;
|
alpar@1
|
864 |
default: xassert(lp != lp);
|
alpar@1
|
865 |
}
|
alpar@1
|
866 |
switch (lpx_get_int_parm(lp, LPX_K_BRANCH))
|
alpar@1
|
867 |
{ case 0: parm.br_tech = GLP_BR_FFV; break;
|
alpar@1
|
868 |
case 1: parm.br_tech = GLP_BR_LFV; break;
|
alpar@1
|
869 |
case 2: parm.br_tech = GLP_BR_DTH; break;
|
alpar@1
|
870 |
case 3: parm.br_tech = GLP_BR_MFV; break;
|
alpar@1
|
871 |
default: xassert(lp != lp);
|
alpar@1
|
872 |
}
|
alpar@1
|
873 |
switch (lpx_get_int_parm(lp, LPX_K_BTRACK))
|
alpar@1
|
874 |
{ case 0: parm.bt_tech = GLP_BT_DFS; break;
|
alpar@1
|
875 |
case 1: parm.bt_tech = GLP_BT_BFS; break;
|
alpar@1
|
876 |
case 2: parm.bt_tech = GLP_BT_BPH; break;
|
alpar@1
|
877 |
case 3: parm.bt_tech = GLP_BT_BLB; break;
|
alpar@1
|
878 |
default: xassert(lp != lp);
|
alpar@1
|
879 |
}
|
alpar@1
|
880 |
parm.tol_int = lpx_get_real_parm(lp, LPX_K_TOLINT);
|
alpar@1
|
881 |
parm.tol_obj = lpx_get_real_parm(lp, LPX_K_TOLOBJ);
|
alpar@1
|
882 |
if (lpx_get_real_parm(lp, LPX_K_TMLIM) < 0.0 ||
|
alpar@1
|
883 |
lpx_get_real_parm(lp, LPX_K_TMLIM) > 1e6)
|
alpar@1
|
884 |
parm.tm_lim = INT_MAX;
|
alpar@1
|
885 |
else
|
alpar@1
|
886 |
parm.tm_lim =
|
alpar@1
|
887 |
(int)(1000.0 * lpx_get_real_parm(lp, LPX_K_TMLIM));
|
alpar@1
|
888 |
parm.mip_gap = lpx_get_real_parm(lp, LPX_K_MIPGAP);
|
alpar@1
|
889 |
if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_GOMORY)
|
alpar@1
|
890 |
parm.gmi_cuts = GLP_ON;
|
alpar@1
|
891 |
else
|
alpar@1
|
892 |
parm.gmi_cuts = GLP_OFF;
|
alpar@1
|
893 |
if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_MIR)
|
alpar@1
|
894 |
parm.mir_cuts = GLP_ON;
|
alpar@1
|
895 |
else
|
alpar@1
|
896 |
parm.mir_cuts = GLP_OFF;
|
alpar@1
|
897 |
if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_COVER)
|
alpar@1
|
898 |
parm.cov_cuts = GLP_ON;
|
alpar@1
|
899 |
else
|
alpar@1
|
900 |
parm.cov_cuts = GLP_OFF;
|
alpar@1
|
901 |
if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_CLIQUE)
|
alpar@1
|
902 |
parm.clq_cuts = GLP_ON;
|
alpar@1
|
903 |
else
|
alpar@1
|
904 |
parm.clq_cuts = GLP_OFF;
|
alpar@1
|
905 |
parm.presolve = presolve;
|
alpar@1
|
906 |
if (lpx_get_int_parm(lp, LPX_K_BINARIZE))
|
alpar@1
|
907 |
parm.binarize = GLP_ON;
|
alpar@1
|
908 |
ret = glp_intopt(lp, &parm);
|
alpar@1
|
909 |
switch (ret)
|
alpar@1
|
910 |
{ case 0: ret = LPX_E_OK; break;
|
alpar@1
|
911 |
case GLP_ENOPFS: ret = LPX_E_NOPFS; break;
|
alpar@1
|
912 |
case GLP_ENODFS: ret = LPX_E_NODFS; break;
|
alpar@1
|
913 |
case GLP_EBOUND:
|
alpar@1
|
914 |
case GLP_EROOT: ret = LPX_E_FAULT; break;
|
alpar@1
|
915 |
case GLP_EFAIL: ret = LPX_E_SING; break;
|
alpar@1
|
916 |
case GLP_EMIPGAP: ret = LPX_E_MIPGAP; break;
|
alpar@1
|
917 |
case GLP_ETMLIM: ret = LPX_E_TMLIM; break;
|
alpar@1
|
918 |
default: xassert(ret != ret);
|
alpar@1
|
919 |
}
|
alpar@1
|
920 |
return ret;
|
alpar@1
|
921 |
}
|
alpar@1
|
922 |
|
alpar@1
|
923 |
int lpx_integer(LPX *lp)
|
alpar@1
|
924 |
{ /* easy-to-use driver to the branch-and-bound method */
|
alpar@1
|
925 |
return solve_mip(lp, GLP_OFF);
|
alpar@1
|
926 |
}
|
alpar@1
|
927 |
|
alpar@1
|
928 |
int lpx_intopt(LPX *lp)
|
alpar@1
|
929 |
{ /* easy-to-use driver to the branch-and-bound method */
|
alpar@1
|
930 |
return solve_mip(lp, GLP_ON);
|
alpar@1
|
931 |
}
|
alpar@1
|
932 |
|
alpar@1
|
933 |
int lpx_mip_status(glp_prob *lp)
|
alpar@1
|
934 |
{ /* retrieve status of MIP solution */
|
alpar@1
|
935 |
int status;
|
alpar@1
|
936 |
switch (glp_mip_status(lp))
|
alpar@1
|
937 |
{ case GLP_UNDEF: status = LPX_I_UNDEF; break;
|
alpar@1
|
938 |
case GLP_OPT: status = LPX_I_OPT; break;
|
alpar@1
|
939 |
case GLP_FEAS: status = LPX_I_FEAS; break;
|
alpar@1
|
940 |
case GLP_NOFEAS: status = LPX_I_NOFEAS; break;
|
alpar@1
|
941 |
default: xassert(lp != lp);
|
alpar@1
|
942 |
}
|
alpar@1
|
943 |
return status;
|
alpar@1
|
944 |
}
|
alpar@1
|
945 |
|
alpar@1
|
946 |
double lpx_mip_obj_val(LPX *lp)
|
alpar@1
|
947 |
{ /* retrieve objective value (MIP solution) */
|
alpar@1
|
948 |
return glp_mip_obj_val(lp);
|
alpar@1
|
949 |
}
|
alpar@1
|
950 |
|
alpar@1
|
951 |
double lpx_mip_row_val(LPX *lp, int i)
|
alpar@1
|
952 |
{ /* retrieve row value (MIP solution) */
|
alpar@1
|
953 |
return glp_mip_row_val(lp, i);
|
alpar@1
|
954 |
}
|
alpar@1
|
955 |
|
alpar@1
|
956 |
double lpx_mip_col_val(LPX *lp, int j)
|
alpar@1
|
957 |
{ /* retrieve column value (MIP solution) */
|
alpar@1
|
958 |
return glp_mip_col_val(lp, j);
|
alpar@1
|
959 |
}
|
alpar@1
|
960 |
|
alpar@1
|
961 |
void lpx_check_int(LPX *lp, LPXKKT *kkt)
|
alpar@1
|
962 |
{ /* check integer feasibility conditions */
|
alpar@1
|
963 |
int ae_ind, re_ind;
|
alpar@1
|
964 |
double ae_max, re_max;
|
alpar@1
|
965 |
_glp_check_kkt(lp, GLP_MIP, GLP_KKT_PE, &ae_max, &ae_ind, &re_max,
|
alpar@1
|
966 |
&re_ind);
|
alpar@1
|
967 |
kkt->pe_ae_max = ae_max;
|
alpar@1
|
968 |
kkt->pe_ae_row = ae_ind;
|
alpar@1
|
969 |
kkt->pe_re_max = re_max;
|
alpar@1
|
970 |
kkt->pe_re_row = re_ind;
|
alpar@1
|
971 |
if (re_max <= 1e-9)
|
alpar@1
|
972 |
kkt->pe_quality = 'H';
|
alpar@1
|
973 |
else if (re_max <= 1e-6)
|
alpar@1
|
974 |
kkt->pe_quality = 'M';
|
alpar@1
|
975 |
else if (re_max <= 1e-3)
|
alpar@1
|
976 |
kkt->pe_quality = 'L';
|
alpar@1
|
977 |
else
|
alpar@1
|
978 |
kkt->pe_quality = '?';
|
alpar@1
|
979 |
_glp_check_kkt(lp, GLP_MIP, GLP_KKT_PB, &ae_max, &ae_ind, &re_max,
|
alpar@1
|
980 |
&re_ind);
|
alpar@1
|
981 |
kkt->pb_ae_max = ae_max;
|
alpar@1
|
982 |
kkt->pb_ae_ind = ae_ind;
|
alpar@1
|
983 |
kkt->pb_re_max = re_max;
|
alpar@1
|
984 |
kkt->pb_re_ind = re_ind;
|
alpar@1
|
985 |
if (re_max <= 1e-9)
|
alpar@1
|
986 |
kkt->pb_quality = 'H';
|
alpar@1
|
987 |
else if (re_max <= 1e-6)
|
alpar@1
|
988 |
kkt->pb_quality = 'M';
|
alpar@1
|
989 |
else if (re_max <= 1e-3)
|
alpar@1
|
990 |
kkt->pb_quality = 'L';
|
alpar@1
|
991 |
else
|
alpar@1
|
992 |
kkt->pb_quality = '?';
|
alpar@1
|
993 |
return;
|
alpar@1
|
994 |
}
|
alpar@1
|
995 |
|
alpar@1
|
996 |
#if 1 /* 17/XI-2009 */
|
alpar@1
|
997 |
static void reset_parms(LPX *lp)
|
alpar@1
|
998 |
{ /* reset control parameters to default values */
|
alpar@1
|
999 |
struct LPXCPS *cps = lp->parms;
|
alpar@1
|
1000 |
xassert(cps != NULL);
|
alpar@1
|
1001 |
cps->msg_lev = 3;
|
alpar@1
|
1002 |
cps->scale = 1;
|
alpar@1
|
1003 |
cps->dual = 0;
|
alpar@1
|
1004 |
cps->price = 1;
|
alpar@1
|
1005 |
cps->relax = 0.07;
|
alpar@1
|
1006 |
cps->tol_bnd = 1e-7;
|
alpar@1
|
1007 |
cps->tol_dj = 1e-7;
|
alpar@1
|
1008 |
cps->tol_piv = 1e-9;
|
alpar@1
|
1009 |
cps->round = 0;
|
alpar@1
|
1010 |
cps->obj_ll = -DBL_MAX;
|
alpar@1
|
1011 |
cps->obj_ul = +DBL_MAX;
|
alpar@1
|
1012 |
cps->it_lim = -1;
|
alpar@1
|
1013 |
#if 0 /* 02/XII-2010 */
|
alpar@1
|
1014 |
lp->it_cnt = 0;
|
alpar@1
|
1015 |
#endif
|
alpar@1
|
1016 |
cps->tm_lim = -1.0;
|
alpar@1
|
1017 |
cps->out_frq = 200;
|
alpar@1
|
1018 |
cps->out_dly = 0.0;
|
alpar@1
|
1019 |
cps->branch = 2;
|
alpar@1
|
1020 |
cps->btrack = 3;
|
alpar@1
|
1021 |
cps->tol_int = 1e-5;
|
alpar@1
|
1022 |
cps->tol_obj = 1e-7;
|
alpar@1
|
1023 |
cps->mps_info = 1;
|
alpar@1
|
1024 |
cps->mps_obj = 2;
|
alpar@1
|
1025 |
cps->mps_orig = 0;
|
alpar@1
|
1026 |
cps->mps_wide = 1;
|
alpar@1
|
1027 |
cps->mps_free = 0;
|
alpar@1
|
1028 |
cps->mps_skip = 0;
|
alpar@1
|
1029 |
cps->lpt_orig = 0;
|
alpar@1
|
1030 |
cps->presol = 0;
|
alpar@1
|
1031 |
cps->binarize = 0;
|
alpar@1
|
1032 |
cps->use_cuts = 0;
|
alpar@1
|
1033 |
cps->mip_gap = 0.0;
|
alpar@1
|
1034 |
return;
|
alpar@1
|
1035 |
}
|
alpar@1
|
1036 |
#endif
|
alpar@1
|
1037 |
|
alpar@1
|
1038 |
#if 1 /* 17/XI-2009 */
|
alpar@1
|
1039 |
static struct LPXCPS *access_parms(LPX *lp)
|
alpar@1
|
1040 |
{ /* allocate and initialize control parameters, if necessary */
|
alpar@1
|
1041 |
if (lp->parms == NULL)
|
alpar@1
|
1042 |
{ lp->parms = xmalloc(sizeof(struct LPXCPS));
|
alpar@1
|
1043 |
reset_parms(lp);
|
alpar@1
|
1044 |
}
|
alpar@1
|
1045 |
return lp->parms;
|
alpar@1
|
1046 |
}
|
alpar@1
|
1047 |
#endif
|
alpar@1
|
1048 |
|
alpar@1
|
1049 |
#if 1 /* 17/XI-2009 */
|
alpar@1
|
1050 |
void lpx_reset_parms(LPX *lp)
|
alpar@1
|
1051 |
{ /* reset control parameters to default values */
|
alpar@1
|
1052 |
access_parms(lp);
|
alpar@1
|
1053 |
reset_parms(lp);
|
alpar@1
|
1054 |
return;
|
alpar@1
|
1055 |
}
|
alpar@1
|
1056 |
#endif
|
alpar@1
|
1057 |
|
alpar@1
|
1058 |
void lpx_set_int_parm(LPX *lp, int parm, int val)
|
alpar@1
|
1059 |
{ /* set (change) integer control parameter */
|
alpar@1
|
1060 |
#if 0 /* 17/XI-2009 */
|
alpar@1
|
1061 |
struct LPXCPS *cps = lp->cps;
|
alpar@1
|
1062 |
#else
|
alpar@1
|
1063 |
struct LPXCPS *cps = access_parms(lp);
|
alpar@1
|
1064 |
#endif
|
alpar@1
|
1065 |
switch (parm)
|
alpar@1
|
1066 |
{ case LPX_K_MSGLEV:
|
alpar@1
|
1067 |
if (!(0 <= val && val <= 3))
|
alpar@1
|
1068 |
xerror("lpx_set_int_parm: MSGLEV = %d; invalid value\n",
|
alpar@1
|
1069 |
val);
|
alpar@1
|
1070 |
cps->msg_lev = val;
|
alpar@1
|
1071 |
break;
|
alpar@1
|
1072 |
case LPX_K_SCALE:
|
alpar@1
|
1073 |
if (!(0 <= val && val <= 3))
|
alpar@1
|
1074 |
xerror("lpx_set_int_parm: SCALE = %d; invalid value\n",
|
alpar@1
|
1075 |
val);
|
alpar@1
|
1076 |
cps->scale = val;
|
alpar@1
|
1077 |
break;
|
alpar@1
|
1078 |
case LPX_K_DUAL:
|
alpar@1
|
1079 |
if (!(val == 0 || val == 1))
|
alpar@1
|
1080 |
xerror("lpx_set_int_parm: DUAL = %d; invalid value\n",
|
alpar@1
|
1081 |
val);
|
alpar@1
|
1082 |
cps->dual = val;
|
alpar@1
|
1083 |
break;
|
alpar@1
|
1084 |
case LPX_K_PRICE:
|
alpar@1
|
1085 |
if (!(val == 0 || val == 1))
|
alpar@1
|
1086 |
xerror("lpx_set_int_parm: PRICE = %d; invalid value\n",
|
alpar@1
|
1087 |
val);
|
alpar@1
|
1088 |
cps->price = val;
|
alpar@1
|
1089 |
break;
|
alpar@1
|
1090 |
case LPX_K_ROUND:
|
alpar@1
|
1091 |
if (!(val == 0 || val == 1))
|
alpar@1
|
1092 |
xerror("lpx_set_int_parm: ROUND = %d; invalid value\n",
|
alpar@1
|
1093 |
val);
|
alpar@1
|
1094 |
cps->round = val;
|
alpar@1
|
1095 |
break;
|
alpar@1
|
1096 |
case LPX_K_ITLIM:
|
alpar@1
|
1097 |
cps->it_lim = val;
|
alpar@1
|
1098 |
break;
|
alpar@1
|
1099 |
case LPX_K_ITCNT:
|
alpar@1
|
1100 |
lp->it_cnt = val;
|
alpar@1
|
1101 |
break;
|
alpar@1
|
1102 |
case LPX_K_OUTFRQ:
|
alpar@1
|
1103 |
if (!(val > 0))
|
alpar@1
|
1104 |
xerror("lpx_set_int_parm: OUTFRQ = %d; invalid value\n",
|
alpar@1
|
1105 |
val);
|
alpar@1
|
1106 |
cps->out_frq = val;
|
alpar@1
|
1107 |
break;
|
alpar@1
|
1108 |
case LPX_K_BRANCH:
|
alpar@1
|
1109 |
if (!(val == 0 || val == 1 || val == 2 || val == 3))
|
alpar@1
|
1110 |
xerror("lpx_set_int_parm: BRANCH = %d; invalid value\n",
|
alpar@1
|
1111 |
val);
|
alpar@1
|
1112 |
cps->branch = val;
|
alpar@1
|
1113 |
break;
|
alpar@1
|
1114 |
case LPX_K_BTRACK:
|
alpar@1
|
1115 |
if (!(val == 0 || val == 1 || val == 2 || val == 3))
|
alpar@1
|
1116 |
xerror("lpx_set_int_parm: BTRACK = %d; invalid value\n",
|
alpar@1
|
1117 |
val);
|
alpar@1
|
1118 |
cps->btrack = val;
|
alpar@1
|
1119 |
break;
|
alpar@1
|
1120 |
case LPX_K_MPSINFO:
|
alpar@1
|
1121 |
if (!(val == 0 || val == 1))
|
alpar@1
|
1122 |
xerror("lpx_set_int_parm: MPSINFO = %d; invalid value\n",
|
alpar@1
|
1123 |
val);
|
alpar@1
|
1124 |
cps->mps_info = val;
|
alpar@1
|
1125 |
break;
|
alpar@1
|
1126 |
case LPX_K_MPSOBJ:
|
alpar@1
|
1127 |
if (!(val == 0 || val == 1 || val == 2))
|
alpar@1
|
1128 |
xerror("lpx_set_int_parm: MPSOBJ = %d; invalid value\n",
|
alpar@1
|
1129 |
val);
|
alpar@1
|
1130 |
cps->mps_obj = val;
|
alpar@1
|
1131 |
break;
|
alpar@1
|
1132 |
case LPX_K_MPSORIG:
|
alpar@1
|
1133 |
if (!(val == 0 || val == 1))
|
alpar@1
|
1134 |
xerror("lpx_set_int_parm: MPSORIG = %d; invalid value\n",
|
alpar@1
|
1135 |
val);
|
alpar@1
|
1136 |
cps->mps_orig = val;
|
alpar@1
|
1137 |
break;
|
alpar@1
|
1138 |
case LPX_K_MPSWIDE:
|
alpar@1
|
1139 |
if (!(val == 0 || val == 1))
|
alpar@1
|
1140 |
xerror("lpx_set_int_parm: MPSWIDE = %d; invalid value\n",
|
alpar@1
|
1141 |
val);
|
alpar@1
|
1142 |
cps->mps_wide = val;
|
alpar@1
|
1143 |
break;
|
alpar@1
|
1144 |
case LPX_K_MPSFREE:
|
alpar@1
|
1145 |
if (!(val == 0 || val == 1))
|
alpar@1
|
1146 |
xerror("lpx_set_int_parm: MPSFREE = %d; invalid value\n",
|
alpar@1
|
1147 |
val);
|
alpar@1
|
1148 |
cps->mps_free = val;
|
alpar@1
|
1149 |
break;
|
alpar@1
|
1150 |
case LPX_K_MPSSKIP:
|
alpar@1
|
1151 |
if (!(val == 0 || val == 1))
|
alpar@1
|
1152 |
xerror("lpx_set_int_parm: MPSSKIP = %d; invalid value\n",
|
alpar@1
|
1153 |
val);
|
alpar@1
|
1154 |
cps->mps_skip = val;
|
alpar@1
|
1155 |
break;
|
alpar@1
|
1156 |
case LPX_K_LPTORIG:
|
alpar@1
|
1157 |
if (!(val == 0 || val == 1))
|
alpar@1
|
1158 |
xerror("lpx_set_int_parm: LPTORIG = %d; invalid value\n",
|
alpar@1
|
1159 |
val);
|
alpar@1
|
1160 |
cps->lpt_orig = val;
|
alpar@1
|
1161 |
break;
|
alpar@1
|
1162 |
case LPX_K_PRESOL:
|
alpar@1
|
1163 |
if (!(val == 0 || val == 1))
|
alpar@1
|
1164 |
xerror("lpx_set_int_parm: PRESOL = %d; invalid value\n",
|
alpar@1
|
1165 |
val);
|
alpar@1
|
1166 |
cps->presol = val;
|
alpar@1
|
1167 |
break;
|
alpar@1
|
1168 |
case LPX_K_BINARIZE:
|
alpar@1
|
1169 |
if (!(val == 0 || val == 1))
|
alpar@1
|
1170 |
xerror("lpx_set_int_parm: BINARIZE = %d; invalid value\n"
|
alpar@1
|
1171 |
, val);
|
alpar@1
|
1172 |
cps->binarize = val;
|
alpar@1
|
1173 |
break;
|
alpar@1
|
1174 |
case LPX_K_USECUTS:
|
alpar@1
|
1175 |
if (val & ~LPX_C_ALL)
|
alpar@1
|
1176 |
xerror("lpx_set_int_parm: USECUTS = 0x%X; invalid value\n",
|
alpar@1
|
1177 |
val);
|
alpar@1
|
1178 |
cps->use_cuts = val;
|
alpar@1
|
1179 |
break;
|
alpar@1
|
1180 |
case LPX_K_BFTYPE:
|
alpar@1
|
1181 |
#if 0
|
alpar@1
|
1182 |
if (!(1 <= val && val <= 3))
|
alpar@1
|
1183 |
xerror("lpx_set_int_parm: BFTYPE = %d; invalid value\n",
|
alpar@1
|
1184 |
val);
|
alpar@1
|
1185 |
cps->bf_type = val;
|
alpar@1
|
1186 |
#else
|
alpar@1
|
1187 |
{ glp_bfcp parm;
|
alpar@1
|
1188 |
glp_get_bfcp(lp, &parm);
|
alpar@1
|
1189 |
switch (val)
|
alpar@1
|
1190 |
{ case 1:
|
alpar@1
|
1191 |
parm.type = GLP_BF_FT; break;
|
alpar@1
|
1192 |
case 2:
|
alpar@1
|
1193 |
parm.type = GLP_BF_BG; break;
|
alpar@1
|
1194 |
case 3:
|
alpar@1
|
1195 |
parm.type = GLP_BF_GR; break;
|
alpar@1
|
1196 |
default:
|
alpar@1
|
1197 |
xerror("lpx_set_int_parm: BFTYPE = %d; invalid val"
|
alpar@1
|
1198 |
"ue\n", val);
|
alpar@1
|
1199 |
}
|
alpar@1
|
1200 |
glp_set_bfcp(lp, &parm);
|
alpar@1
|
1201 |
}
|
alpar@1
|
1202 |
#endif
|
alpar@1
|
1203 |
break;
|
alpar@1
|
1204 |
default:
|
alpar@1
|
1205 |
xerror("lpx_set_int_parm: parm = %d; invalid parameter\n",
|
alpar@1
|
1206 |
parm);
|
alpar@1
|
1207 |
}
|
alpar@1
|
1208 |
return;
|
alpar@1
|
1209 |
}
|
alpar@1
|
1210 |
|
alpar@1
|
1211 |
int lpx_get_int_parm(LPX *lp, int parm)
|
alpar@1
|
1212 |
{ /* query integer control parameter */
|
alpar@1
|
1213 |
#if 0 /* 17/XI-2009 */
|
alpar@1
|
1214 |
struct LPXCPS *cps = lp->cps;
|
alpar@1
|
1215 |
#else
|
alpar@1
|
1216 |
struct LPXCPS *cps = access_parms(lp);
|
alpar@1
|
1217 |
#endif
|
alpar@1
|
1218 |
int val = 0;
|
alpar@1
|
1219 |
switch (parm)
|
alpar@1
|
1220 |
{ case LPX_K_MSGLEV:
|
alpar@1
|
1221 |
val = cps->msg_lev; break;
|
alpar@1
|
1222 |
case LPX_K_SCALE:
|
alpar@1
|
1223 |
val = cps->scale; break;
|
alpar@1
|
1224 |
case LPX_K_DUAL:
|
alpar@1
|
1225 |
val = cps->dual; break;
|
alpar@1
|
1226 |
case LPX_K_PRICE:
|
alpar@1
|
1227 |
val = cps->price; break;
|
alpar@1
|
1228 |
case LPX_K_ROUND:
|
alpar@1
|
1229 |
val = cps->round; break;
|
alpar@1
|
1230 |
case LPX_K_ITLIM:
|
alpar@1
|
1231 |
val = cps->it_lim; break;
|
alpar@1
|
1232 |
case LPX_K_ITCNT:
|
alpar@1
|
1233 |
val = lp->it_cnt; break;
|
alpar@1
|
1234 |
case LPX_K_OUTFRQ:
|
alpar@1
|
1235 |
val = cps->out_frq; break;
|
alpar@1
|
1236 |
case LPX_K_BRANCH:
|
alpar@1
|
1237 |
val = cps->branch; break;
|
alpar@1
|
1238 |
case LPX_K_BTRACK:
|
alpar@1
|
1239 |
val = cps->btrack; break;
|
alpar@1
|
1240 |
case LPX_K_MPSINFO:
|
alpar@1
|
1241 |
val = cps->mps_info; break;
|
alpar@1
|
1242 |
case LPX_K_MPSOBJ:
|
alpar@1
|
1243 |
val = cps->mps_obj; break;
|
alpar@1
|
1244 |
case LPX_K_MPSORIG:
|
alpar@1
|
1245 |
val = cps->mps_orig; break;
|
alpar@1
|
1246 |
case LPX_K_MPSWIDE:
|
alpar@1
|
1247 |
val = cps->mps_wide; break;
|
alpar@1
|
1248 |
case LPX_K_MPSFREE:
|
alpar@1
|
1249 |
val = cps->mps_free; break;
|
alpar@1
|
1250 |
case LPX_K_MPSSKIP:
|
alpar@1
|
1251 |
val = cps->mps_skip; break;
|
alpar@1
|
1252 |
case LPX_K_LPTORIG:
|
alpar@1
|
1253 |
val = cps->lpt_orig; break;
|
alpar@1
|
1254 |
case LPX_K_PRESOL:
|
alpar@1
|
1255 |
val = cps->presol; break;
|
alpar@1
|
1256 |
case LPX_K_BINARIZE:
|
alpar@1
|
1257 |
val = cps->binarize; break;
|
alpar@1
|
1258 |
case LPX_K_USECUTS:
|
alpar@1
|
1259 |
val = cps->use_cuts; break;
|
alpar@1
|
1260 |
case LPX_K_BFTYPE:
|
alpar@1
|
1261 |
#if 0
|
alpar@1
|
1262 |
val = cps->bf_type; break;
|
alpar@1
|
1263 |
#else
|
alpar@1
|
1264 |
{ glp_bfcp parm;
|
alpar@1
|
1265 |
glp_get_bfcp(lp, &parm);
|
alpar@1
|
1266 |
switch (parm.type)
|
alpar@1
|
1267 |
{ case GLP_BF_FT:
|
alpar@1
|
1268 |
val = 1; break;
|
alpar@1
|
1269 |
case GLP_BF_BG:
|
alpar@1
|
1270 |
val = 2; break;
|
alpar@1
|
1271 |
case GLP_BF_GR:
|
alpar@1
|
1272 |
val = 3; break;
|
alpar@1
|
1273 |
default:
|
alpar@1
|
1274 |
xassert(lp != lp);
|
alpar@1
|
1275 |
}
|
alpar@1
|
1276 |
}
|
alpar@1
|
1277 |
break;
|
alpar@1
|
1278 |
#endif
|
alpar@1
|
1279 |
default:
|
alpar@1
|
1280 |
xerror("lpx_get_int_parm: parm = %d; invalid parameter\n",
|
alpar@1
|
1281 |
parm);
|
alpar@1
|
1282 |
}
|
alpar@1
|
1283 |
return val;
|
alpar@1
|
1284 |
}
|
alpar@1
|
1285 |
|
alpar@1
|
1286 |
void lpx_set_real_parm(LPX *lp, int parm, double val)
|
alpar@1
|
1287 |
{ /* set (change) real control parameter */
|
alpar@1
|
1288 |
#if 0 /* 17/XI-2009 */
|
alpar@1
|
1289 |
struct LPXCPS *cps = lp->cps;
|
alpar@1
|
1290 |
#else
|
alpar@1
|
1291 |
struct LPXCPS *cps = access_parms(lp);
|
alpar@1
|
1292 |
#endif
|
alpar@1
|
1293 |
switch (parm)
|
alpar@1
|
1294 |
{ case LPX_K_RELAX:
|
alpar@1
|
1295 |
if (!(0.0 <= val && val <= 1.0))
|
alpar@1
|
1296 |
xerror("lpx_set_real_parm: RELAX = %g; invalid value\n",
|
alpar@1
|
1297 |
val);
|
alpar@1
|
1298 |
cps->relax = val;
|
alpar@1
|
1299 |
break;
|
alpar@1
|
1300 |
case LPX_K_TOLBND:
|
alpar@1
|
1301 |
if (!(DBL_EPSILON <= val && val <= 0.001))
|
alpar@1
|
1302 |
xerror("lpx_set_real_parm: TOLBND = %g; invalid value\n",
|
alpar@1
|
1303 |
val);
|
alpar@1
|
1304 |
#if 0
|
alpar@1
|
1305 |
if (cps->tol_bnd > val)
|
alpar@1
|
1306 |
{ /* invalidate the basic solution */
|
alpar@1
|
1307 |
lp->p_stat = LPX_P_UNDEF;
|
alpar@1
|
1308 |
lp->d_stat = LPX_D_UNDEF;
|
alpar@1
|
1309 |
}
|
alpar@1
|
1310 |
#endif
|
alpar@1
|
1311 |
cps->tol_bnd = val;
|
alpar@1
|
1312 |
break;
|
alpar@1
|
1313 |
case LPX_K_TOLDJ:
|
alpar@1
|
1314 |
if (!(DBL_EPSILON <= val && val <= 0.001))
|
alpar@1
|
1315 |
xerror("lpx_set_real_parm: TOLDJ = %g; invalid value\n",
|
alpar@1
|
1316 |
val);
|
alpar@1
|
1317 |
#if 0
|
alpar@1
|
1318 |
if (cps->tol_dj > val)
|
alpar@1
|
1319 |
{ /* invalidate the basic solution */
|
alpar@1
|
1320 |
lp->p_stat = LPX_P_UNDEF;
|
alpar@1
|
1321 |
lp->d_stat = LPX_D_UNDEF;
|
alpar@1
|
1322 |
}
|
alpar@1
|
1323 |
#endif
|
alpar@1
|
1324 |
cps->tol_dj = val;
|
alpar@1
|
1325 |
break;
|
alpar@1
|
1326 |
case LPX_K_TOLPIV:
|
alpar@1
|
1327 |
if (!(DBL_EPSILON <= val && val <= 0.001))
|
alpar@1
|
1328 |
xerror("lpx_set_real_parm: TOLPIV = %g; invalid value\n",
|
alpar@1
|
1329 |
val);
|
alpar@1
|
1330 |
cps->tol_piv = val;
|
alpar@1
|
1331 |
break;
|
alpar@1
|
1332 |
case LPX_K_OBJLL:
|
alpar@1
|
1333 |
cps->obj_ll = val;
|
alpar@1
|
1334 |
break;
|
alpar@1
|
1335 |
case LPX_K_OBJUL:
|
alpar@1
|
1336 |
cps->obj_ul = val;
|
alpar@1
|
1337 |
break;
|
alpar@1
|
1338 |
case LPX_K_TMLIM:
|
alpar@1
|
1339 |
cps->tm_lim = val;
|
alpar@1
|
1340 |
break;
|
alpar@1
|
1341 |
case LPX_K_OUTDLY:
|
alpar@1
|
1342 |
cps->out_dly = val;
|
alpar@1
|
1343 |
break;
|
alpar@1
|
1344 |
case LPX_K_TOLINT:
|
alpar@1
|
1345 |
if (!(DBL_EPSILON <= val && val <= 0.001))
|
alpar@1
|
1346 |
xerror("lpx_set_real_parm: TOLINT = %g; invalid value\n",
|
alpar@1
|
1347 |
val);
|
alpar@1
|
1348 |
cps->tol_int = val;
|
alpar@1
|
1349 |
break;
|
alpar@1
|
1350 |
case LPX_K_TOLOBJ:
|
alpar@1
|
1351 |
if (!(DBL_EPSILON <= val && val <= 0.001))
|
alpar@1
|
1352 |
xerror("lpx_set_real_parm: TOLOBJ = %g; invalid value\n",
|
alpar@1
|
1353 |
val);
|
alpar@1
|
1354 |
cps->tol_obj = val;
|
alpar@1
|
1355 |
break;
|
alpar@1
|
1356 |
case LPX_K_MIPGAP:
|
alpar@1
|
1357 |
if (val < 0.0)
|
alpar@1
|
1358 |
xerror("lpx_set_real_parm: MIPGAP = %g; invalid value\n",
|
alpar@1
|
1359 |
val);
|
alpar@1
|
1360 |
cps->mip_gap = val;
|
alpar@1
|
1361 |
break;
|
alpar@1
|
1362 |
default:
|
alpar@1
|
1363 |
xerror("lpx_set_real_parm: parm = %d; invalid parameter\n",
|
alpar@1
|
1364 |
parm);
|
alpar@1
|
1365 |
}
|
alpar@1
|
1366 |
return;
|
alpar@1
|
1367 |
}
|
alpar@1
|
1368 |
|
alpar@1
|
1369 |
double lpx_get_real_parm(LPX *lp, int parm)
|
alpar@1
|
1370 |
{ /* query real control parameter */
|
alpar@1
|
1371 |
#if 0 /* 17/XI-2009 */
|
alpar@1
|
1372 |
struct LPXCPS *cps = lp->cps;
|
alpar@1
|
1373 |
#else
|
alpar@1
|
1374 |
struct LPXCPS *cps = access_parms(lp);
|
alpar@1
|
1375 |
#endif
|
alpar@1
|
1376 |
double val = 0.0;
|
alpar@1
|
1377 |
switch (parm)
|
alpar@1
|
1378 |
{ case LPX_K_RELAX:
|
alpar@1
|
1379 |
val = cps->relax;
|
alpar@1
|
1380 |
break;
|
alpar@1
|
1381 |
case LPX_K_TOLBND:
|
alpar@1
|
1382 |
val = cps->tol_bnd;
|
alpar@1
|
1383 |
break;
|
alpar@1
|
1384 |
case LPX_K_TOLDJ:
|
alpar@1
|
1385 |
val = cps->tol_dj;
|
alpar@1
|
1386 |
break;
|
alpar@1
|
1387 |
case LPX_K_TOLPIV:
|
alpar@1
|
1388 |
val = cps->tol_piv;
|
alpar@1
|
1389 |
break;
|
alpar@1
|
1390 |
case LPX_K_OBJLL:
|
alpar@1
|
1391 |
val = cps->obj_ll;
|
alpar@1
|
1392 |
break;
|
alpar@1
|
1393 |
case LPX_K_OBJUL:
|
alpar@1
|
1394 |
val = cps->obj_ul;
|
alpar@1
|
1395 |
break;
|
alpar@1
|
1396 |
case LPX_K_TMLIM:
|
alpar@1
|
1397 |
val = cps->tm_lim;
|
alpar@1
|
1398 |
break;
|
alpar@1
|
1399 |
case LPX_K_OUTDLY:
|
alpar@1
|
1400 |
val = cps->out_dly;
|
alpar@1
|
1401 |
break;
|
alpar@1
|
1402 |
case LPX_K_TOLINT:
|
alpar@1
|
1403 |
val = cps->tol_int;
|
alpar@1
|
1404 |
break;
|
alpar@1
|
1405 |
case LPX_K_TOLOBJ:
|
alpar@1
|
1406 |
val = cps->tol_obj;
|
alpar@1
|
1407 |
break;
|
alpar@1
|
1408 |
case LPX_K_MIPGAP:
|
alpar@1
|
1409 |
val = cps->mip_gap;
|
alpar@1
|
1410 |
break;
|
alpar@1
|
1411 |
default:
|
alpar@1
|
1412 |
xerror("lpx_get_real_parm: parm = %d; invalid parameter\n",
|
alpar@1
|
1413 |
parm);
|
alpar@1
|
1414 |
}
|
alpar@1
|
1415 |
return val;
|
alpar@1
|
1416 |
}
|
alpar@1
|
1417 |
|
alpar@1
|
1418 |
LPX *lpx_read_mps(const char *fname)
|
alpar@1
|
1419 |
{ /* read problem data in fixed MPS format */
|
alpar@1
|
1420 |
LPX *lp = lpx_create_prob();
|
alpar@1
|
1421 |
if (glp_read_mps(lp, GLP_MPS_DECK, NULL, fname))
|
alpar@1
|
1422 |
lpx_delete_prob(lp), lp = NULL;
|
alpar@1
|
1423 |
return lp;
|
alpar@1
|
1424 |
}
|
alpar@1
|
1425 |
|
alpar@1
|
1426 |
int lpx_write_mps(LPX *lp, const char *fname)
|
alpar@1
|
1427 |
{ /* write problem data in fixed MPS format */
|
alpar@1
|
1428 |
return glp_write_mps(lp, GLP_MPS_DECK, NULL, fname);
|
alpar@1
|
1429 |
}
|
alpar@1
|
1430 |
|
alpar@1
|
1431 |
int lpx_read_bas(LPX *lp, const char *fname)
|
alpar@1
|
1432 |
{ /* read LP basis in fixed MPS format */
|
alpar@1
|
1433 |
#if 0 /* 13/IV-2009 */
|
alpar@1
|
1434 |
return read_bas(lp, fname);
|
alpar@1
|
1435 |
#else
|
alpar@1
|
1436 |
xassert(lp == lp);
|
alpar@1
|
1437 |
xassert(fname == fname);
|
alpar@1
|
1438 |
xerror("lpx_read_bas: operation not supported\n");
|
alpar@1
|
1439 |
return 0;
|
alpar@1
|
1440 |
#endif
|
alpar@1
|
1441 |
}
|
alpar@1
|
1442 |
|
alpar@1
|
1443 |
int lpx_write_bas(LPX *lp, const char *fname)
|
alpar@1
|
1444 |
{ /* write LP basis in fixed MPS format */
|
alpar@1
|
1445 |
#if 0 /* 13/IV-2009 */
|
alpar@1
|
1446 |
return write_bas(lp, fname);
|
alpar@1
|
1447 |
#else
|
alpar@1
|
1448 |
xassert(lp == lp);
|
alpar@1
|
1449 |
xassert(fname == fname);
|
alpar@1
|
1450 |
xerror("lpx_write_bas: operation not supported\n");
|
alpar@1
|
1451 |
return 0;
|
alpar@1
|
1452 |
#endif
|
alpar@1
|
1453 |
}
|
alpar@1
|
1454 |
|
alpar@1
|
1455 |
LPX *lpx_read_freemps(const char *fname)
|
alpar@1
|
1456 |
{ /* read problem data in free MPS format */
|
alpar@1
|
1457 |
LPX *lp = lpx_create_prob();
|
alpar@1
|
1458 |
if (glp_read_mps(lp, GLP_MPS_FILE, NULL, fname))
|
alpar@1
|
1459 |
lpx_delete_prob(lp), lp = NULL;
|
alpar@1
|
1460 |
return lp;
|
alpar@1
|
1461 |
}
|
alpar@1
|
1462 |
|
alpar@1
|
1463 |
int lpx_write_freemps(LPX *lp, const char *fname)
|
alpar@1
|
1464 |
{ /* write problem data in free MPS format */
|
alpar@1
|
1465 |
return glp_write_mps(lp, GLP_MPS_FILE, NULL, fname);
|
alpar@1
|
1466 |
}
|
alpar@1
|
1467 |
|
alpar@1
|
1468 |
LPX *lpx_read_cpxlp(const char *fname)
|
alpar@1
|
1469 |
{ /* read problem data in CPLEX LP format */
|
alpar@1
|
1470 |
LPX *lp;
|
alpar@1
|
1471 |
lp = lpx_create_prob();
|
alpar@1
|
1472 |
if (glp_read_lp(lp, NULL, fname))
|
alpar@1
|
1473 |
lpx_delete_prob(lp), lp = NULL;
|
alpar@1
|
1474 |
return lp;
|
alpar@1
|
1475 |
}
|
alpar@1
|
1476 |
|
alpar@1
|
1477 |
int lpx_write_cpxlp(LPX *lp, const char *fname)
|
alpar@1
|
1478 |
{ /* write problem data in CPLEX LP format */
|
alpar@1
|
1479 |
return glp_write_lp(lp, NULL, fname);
|
alpar@1
|
1480 |
}
|
alpar@1
|
1481 |
|
alpar@1
|
1482 |
LPX *lpx_read_model(const char *model, const char *data, const char
|
alpar@1
|
1483 |
*output)
|
alpar@1
|
1484 |
{ /* read LP/MIP model written in GNU MathProg language */
|
alpar@1
|
1485 |
LPX *lp = NULL;
|
alpar@1
|
1486 |
glp_tran *tran;
|
alpar@1
|
1487 |
/* allocate the translator workspace */
|
alpar@1
|
1488 |
tran = glp_mpl_alloc_wksp();
|
alpar@1
|
1489 |
/* read model section and optional data section */
|
alpar@1
|
1490 |
if (glp_mpl_read_model(tran, model, data != NULL)) goto done;
|
alpar@1
|
1491 |
/* read separate data section, if required */
|
alpar@1
|
1492 |
if (data != NULL)
|
alpar@1
|
1493 |
if (glp_mpl_read_data(tran, data)) goto done;
|
alpar@1
|
1494 |
/* generate the model */
|
alpar@1
|
1495 |
if (glp_mpl_generate(tran, output)) goto done;
|
alpar@1
|
1496 |
/* build the problem instance from the model */
|
alpar@1
|
1497 |
lp = glp_create_prob();
|
alpar@1
|
1498 |
glp_mpl_build_prob(tran, lp);
|
alpar@1
|
1499 |
done: /* free the translator workspace */
|
alpar@1
|
1500 |
glp_mpl_free_wksp(tran);
|
alpar@1
|
1501 |
/* bring the problem object to the calling program */
|
alpar@1
|
1502 |
return lp;
|
alpar@1
|
1503 |
}
|
alpar@1
|
1504 |
|
alpar@1
|
1505 |
int lpx_print_prob(LPX *lp, const char *fname)
|
alpar@1
|
1506 |
{ /* write problem data in plain text format */
|
alpar@1
|
1507 |
return glp_write_lp(lp, NULL, fname);
|
alpar@1
|
1508 |
}
|
alpar@1
|
1509 |
|
alpar@1
|
1510 |
int lpx_print_sol(LPX *lp, const char *fname)
|
alpar@1
|
1511 |
{ /* write LP problem solution in printable format */
|
alpar@1
|
1512 |
return glp_print_sol(lp, fname);
|
alpar@1
|
1513 |
}
|
alpar@1
|
1514 |
|
alpar@1
|
1515 |
int lpx_print_sens_bnds(LPX *lp, const char *fname)
|
alpar@1
|
1516 |
{ /* write bounds sensitivity information */
|
alpar@1
|
1517 |
if (glp_get_status(lp) == GLP_OPT && !glp_bf_exists(lp))
|
alpar@1
|
1518 |
glp_factorize(lp);
|
alpar@1
|
1519 |
return glp_print_ranges(lp, 0, NULL, 0, fname);
|
alpar@1
|
1520 |
}
|
alpar@1
|
1521 |
|
alpar@1
|
1522 |
int lpx_print_ips(LPX *lp, const char *fname)
|
alpar@1
|
1523 |
{ /* write interior point solution in printable format */
|
alpar@1
|
1524 |
return glp_print_ipt(lp, fname);
|
alpar@1
|
1525 |
}
|
alpar@1
|
1526 |
|
alpar@1
|
1527 |
int lpx_print_mip(LPX *lp, const char *fname)
|
alpar@1
|
1528 |
{ /* write MIP problem solution in printable format */
|
alpar@1
|
1529 |
return glp_print_mip(lp, fname);
|
alpar@1
|
1530 |
}
|
alpar@1
|
1531 |
|
alpar@1
|
1532 |
int lpx_is_b_avail(glp_prob *lp)
|
alpar@1
|
1533 |
{ /* check if LP basis is available */
|
alpar@1
|
1534 |
return glp_bf_exists(lp);
|
alpar@1
|
1535 |
}
|
alpar@1
|
1536 |
|
alpar@1
|
1537 |
int lpx_main(int argc, const char *argv[])
|
alpar@1
|
1538 |
{ /* stand-alone LP/MIP solver */
|
alpar@1
|
1539 |
return glp_main(argc, argv);
|
alpar@1
|
1540 |
}
|
alpar@1
|
1541 |
|
alpar@1
|
1542 |
/* eof */
|