src/glpnpp.h
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     1 /* glpnpp.h (LP/MIP preprocessor) */
       
     2 
       
     3 /***********************************************************************
       
     4 *  This code is part of GLPK (GNU Linear Programming Kit).
       
     5 *
       
     6 *  Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
       
     7 *  2009, 2010 Andrew Makhorin, Department for Applied Informatics,
       
     8 *  Moscow Aviation Institute, Moscow, Russia. All rights reserved.
       
     9 *  E-mail: <mao@gnu.org>.
       
    10 *
       
    11 *  GLPK is free software: you can redistribute it and/or modify it
       
    12 *  under the terms of the GNU General Public License as published by
       
    13 *  the Free Software Foundation, either version 3 of the License, or
       
    14 *  (at your option) any later version.
       
    15 *
       
    16 *  GLPK is distributed in the hope that it will be useful, but WITHOUT
       
    17 *  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
       
    18 *  or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
       
    19 *  License for more details.
       
    20 *
       
    21 *  You should have received a copy of the GNU General Public License
       
    22 *  along with GLPK. If not, see <http://www.gnu.org/licenses/>.
       
    23 ***********************************************************************/
       
    24 
       
    25 #ifndef GLPNPP_H
       
    26 #define GLPNPP_H
       
    27 
       
    28 #include "glpapi.h"
       
    29 
       
    30 typedef struct NPP NPP;
       
    31 typedef struct NPPROW NPPROW;
       
    32 typedef struct NPPCOL NPPCOL;
       
    33 typedef struct NPPAIJ NPPAIJ;
       
    34 typedef struct NPPTSE NPPTSE;
       
    35 typedef struct NPPLFE NPPLFE;
       
    36 
       
    37 struct NPP
       
    38 {     /* LP/MIP preprocessor workspace */
       
    39       /*--------------------------------------------------------------*/
       
    40       /* original problem segment */
       
    41       int orig_dir;
       
    42       /* optimization direction flag:
       
    43          GLP_MIN - minimization
       
    44          GLP_MAX - maximization */
       
    45       int orig_m;
       
    46       /* number of rows */
       
    47       int orig_n;
       
    48       /* number of columns */
       
    49       int orig_nnz;
       
    50       /* number of non-zero constraint coefficients */
       
    51       /*--------------------------------------------------------------*/
       
    52       /* transformed problem segment (always minimization) */
       
    53       DMP *pool;
       
    54       /* memory pool to store problem components */
       
    55       char *name;
       
    56       /* problem name (1 to 255 chars); NULL means no name is assigned
       
    57          to the problem */
       
    58       char *obj;
       
    59       /* objective function name (1 to 255 chars); NULL means no name
       
    60          is assigned to the objective function */
       
    61       double c0;
       
    62       /* constant term of the objective function */
       
    63       int nrows;
       
    64       /* number of rows introduced into the problem; this count
       
    65          increases by one every time a new row is added and never
       
    66          decreases; thus, actual number of rows may be less than nrows
       
    67          due to row deletions */
       
    68       int ncols;
       
    69       /* number of columns introduced into the problem; this count
       
    70          increases by one every time a new column is added and never
       
    71          decreases; thus, actual number of column may be less than
       
    72          ncols due to column deletions */
       
    73       NPPROW *r_head;
       
    74       /* pointer to the beginning of the row list */
       
    75       NPPROW *r_tail;
       
    76       /* pointer to the end of the row list */
       
    77       NPPCOL *c_head;
       
    78       /* pointer to the beginning of the column list */
       
    79       NPPCOL *c_tail;
       
    80       /* pointer to the end of the column list */
       
    81       /*--------------------------------------------------------------*/
       
    82       /* transformation history */
       
    83       DMP *stack;
       
    84       /* memory pool to store transformation entries */
       
    85       NPPTSE *top;
       
    86       /* pointer to most recent transformation entry */
       
    87 #if 0 /* 16/XII-2009 */
       
    88       int count[1+25];
       
    89       /* transformation statistics */
       
    90 #endif
       
    91       /*--------------------------------------------------------------*/
       
    92       /* resultant (preprocessed) problem segment */
       
    93       int m;
       
    94       /* number of rows */
       
    95       int n;
       
    96       /* number of columns */
       
    97       int nnz;
       
    98       /* number of non-zero constraint coefficients */
       
    99       int *row_ref; /* int row_ref[1+m]; */
       
   100       /* row_ref[i], 1 <= i <= m, is the reference number assigned to
       
   101          a row, which is i-th row of the resultant problem */
       
   102       int *col_ref; /* int col_ref[1+n]; */
       
   103       /* col_ref[j], 1 <= j <= n, is the reference number assigned to
       
   104          a column, which is j-th column of the resultant problem */
       
   105       /*--------------------------------------------------------------*/
       
   106       /* recovered solution segment */
       
   107       int sol;
       
   108       /* solution indicator:
       
   109          GLP_SOL - basic solution
       
   110          GLP_IPT - interior-point solution
       
   111          GLP_MIP - mixed integer solution */
       
   112       int scaling;
       
   113       /* scaling option:
       
   114          GLP_OFF - scaling is disabled
       
   115          GLP_ON  - scaling is enabled */
       
   116       int p_stat;
       
   117       /* status of primal basic solution:
       
   118          GLP_UNDEF  - primal solution is undefined
       
   119          GLP_FEAS   - primal solution is feasible
       
   120          GLP_INFEAS - primal solution is infeasible
       
   121          GLP_NOFEAS - no primal feasible solution exists */
       
   122       int d_stat;
       
   123       /* status of dual basic solution:
       
   124          GLP_UNDEF  - dual solution is undefined
       
   125          GLP_FEAS   - dual solution is feasible
       
   126          GLP_INFEAS - dual solution is infeasible
       
   127          GLP_NOFEAS - no dual feasible solution exists */
       
   128       int t_stat;
       
   129       /* status of interior-point solution:
       
   130          GLP_UNDEF  - interior solution is undefined
       
   131          GLP_OPT    - interior solution is optimal */
       
   132       int i_stat;
       
   133       /* status of mixed integer solution:
       
   134          GLP_UNDEF  - integer solution is undefined
       
   135          GLP_OPT    - integer solution is optimal
       
   136          GLP_FEAS   - integer solution is feasible
       
   137          GLP_NOFEAS - no integer solution exists */
       
   138       char *r_stat; /* char r_stat[1+nrows]; */
       
   139       /* r_stat[i], 1 <= i <= nrows, is status of i-th row:
       
   140          GLP_BS - inactive constraint
       
   141          GLP_NL - active constraint on lower bound
       
   142          GLP_NU - active constraint on upper bound
       
   143          GLP_NF - active free row
       
   144          GLP_NS - active equality constraint */
       
   145       char *c_stat; /* char c_stat[1+nrows]; */
       
   146       /* c_stat[j], 1 <= j <= nrows, is status of j-th column:
       
   147          GLP_BS - basic variable
       
   148          GLP_NL - non-basic variable on lower bound
       
   149          GLP_NU - non-basic variable on upper bound
       
   150          GLP_NF - non-basic free variable
       
   151          GLP_NS - non-basic fixed variable */
       
   152       double *r_pi; /* double r_pi[1+nrows]; */
       
   153       /* r_pi[i], 1 <= i <= nrows, is Lagrange multiplier (dual value)
       
   154          for i-th row (constraint) */
       
   155       double *c_value; /* double c_value[1+ncols]; */
       
   156       /* c_value[j], 1 <= j <= ncols, is primal value of j-th column
       
   157          (structural variable) */
       
   158 };
       
   159 
       
   160 struct NPPROW
       
   161 {     /* row (constraint) */
       
   162       int i;
       
   163       /* reference number assigned to the row, 1 <= i <= nrows */
       
   164       char *name;
       
   165       /* row name (1 to 255 chars); NULL means no name is assigned to
       
   166          the row */
       
   167       double lb;
       
   168       /* lower bound; -DBL_MAX means the row has no lower bound */
       
   169       double ub;
       
   170       /* upper bound; +DBL_MAX means the row has no upper bound */
       
   171       NPPAIJ *ptr;
       
   172       /* pointer to the linked list of constraint coefficients */
       
   173       int temp;
       
   174       /* working field used by preprocessor routines */
       
   175       NPPROW *prev;
       
   176       /* pointer to previous row in the row list */
       
   177       NPPROW *next;
       
   178       /* pointer to next row in the row list */
       
   179 };
       
   180 
       
   181 struct NPPCOL
       
   182 {     /* column (variable) */
       
   183       int j;
       
   184       /* reference number assigned to the column, 1 <= j <= ncols */
       
   185       char *name;
       
   186       /* column name (1 to 255 chars); NULL means no name is assigned
       
   187          to the column */
       
   188       char is_int;
       
   189       /* 0 means continuous variable; 1 means integer variable */
       
   190       double lb;
       
   191       /* lower bound; -DBL_MAX means the column has no lower bound */
       
   192       double ub;
       
   193       /* upper bound; +DBL_MAX means the column has no upper bound */
       
   194       double coef;
       
   195       /* objective coefficient */
       
   196       NPPAIJ *ptr;
       
   197       /* pointer to the linked list of constraint coefficients */
       
   198       int temp;
       
   199       /* working field used by preprocessor routines */
       
   200 #if 1 /* 28/XII-2009 */
       
   201       union
       
   202       {  double ll;
       
   203          /* implied column lower bound */
       
   204          int pos;
       
   205          /* vertex ordinal number corresponding to this binary column
       
   206             in the conflict graph (0, if the vertex does not exist) */
       
   207       }  ll;
       
   208       union
       
   209       {  double uu;
       
   210          /* implied column upper bound */
       
   211          int neg;
       
   212          /* vertex ordinal number corresponding to complement of this
       
   213             binary column in the conflict graph (0, if the vertex does
       
   214             not exist) */
       
   215       }  uu;
       
   216 #endif
       
   217       NPPCOL *prev;
       
   218       /* pointer to previous column in the column list */
       
   219       NPPCOL *next;
       
   220       /* pointer to next column in the column list */
       
   221 };
       
   222 
       
   223 struct NPPAIJ
       
   224 {     /* constraint coefficient */
       
   225       NPPROW *row;
       
   226       /* pointer to corresponding row */
       
   227       NPPCOL *col;
       
   228       /* pointer to corresponding column */
       
   229       double val;
       
   230       /* (non-zero) coefficient value */
       
   231       NPPAIJ *r_prev;
       
   232       /* pointer to previous coefficient in the same row */
       
   233       NPPAIJ *r_next;
       
   234       /* pointer to next coefficient in the same row */
       
   235       NPPAIJ *c_prev;
       
   236       /* pointer to previous coefficient in the same column */
       
   237       NPPAIJ *c_next;
       
   238       /* pointer to next coefficient in the same column */
       
   239 };
       
   240 
       
   241 struct NPPTSE
       
   242 {     /* transformation stack entry */
       
   243       int (*func)(NPP *npp, void *info);
       
   244       /* pointer to routine performing back transformation */
       
   245       void *info;
       
   246       /* pointer to specific info (depends on the transformation) */
       
   247       NPPTSE *link;
       
   248       /* pointer to another entry created *before* this entry */
       
   249 };
       
   250 
       
   251 struct NPPLFE
       
   252 {     /* linear form element */
       
   253       int ref;
       
   254       /* row/column reference number */
       
   255       double val;
       
   256       /* (non-zero) coefficient value */
       
   257       NPPLFE *next;
       
   258       /* pointer to another element */
       
   259 };
       
   260 
       
   261 #define npp_create_wksp _glp_npp_create_wksp
       
   262 NPP *npp_create_wksp(void);
       
   263 /* create LP/MIP preprocessor workspace */
       
   264 
       
   265 #define npp_insert_row _glp_npp_insert_row
       
   266 void npp_insert_row(NPP *npp, NPPROW *row, int where);
       
   267 /* insert row to the row list */
       
   268 
       
   269 #define npp_remove_row _glp_npp_remove_row
       
   270 void npp_remove_row(NPP *npp, NPPROW *row);
       
   271 /* remove row from the row list */
       
   272 
       
   273 #define npp_activate_row _glp_npp_activate_row
       
   274 void npp_activate_row(NPP *npp, NPPROW *row);
       
   275 /* make row active */
       
   276 
       
   277 #define npp_deactivate_row _glp_npp_deactivate_row
       
   278 void npp_deactivate_row(NPP *npp, NPPROW *row);
       
   279 /* make row inactive */
       
   280 
       
   281 #define npp_insert_col _glp_npp_insert_col
       
   282 void npp_insert_col(NPP *npp, NPPCOL *col, int where);
       
   283 /* insert column to the column list */
       
   284 
       
   285 #define npp_remove_col _glp_npp_remove_col
       
   286 void npp_remove_col(NPP *npp, NPPCOL *col);
       
   287 /* remove column from the column list */
       
   288 
       
   289 #define npp_activate_col _glp_npp_activate_col
       
   290 void npp_activate_col(NPP *npp, NPPCOL *col);
       
   291 /* make column active */
       
   292 
       
   293 #define npp_deactivate_col _glp_npp_deactivate_col
       
   294 void npp_deactivate_col(NPP *npp, NPPCOL *col);
       
   295 /* make column inactive */
       
   296 
       
   297 #define npp_add_row _glp_npp_add_row
       
   298 NPPROW *npp_add_row(NPP *npp);
       
   299 /* add new row to the current problem */
       
   300 
       
   301 #define npp_add_col _glp_npp_add_col
       
   302 NPPCOL *npp_add_col(NPP *npp);
       
   303 /* add new column to the current problem */
       
   304 
       
   305 #define npp_add_aij _glp_npp_add_aij
       
   306 NPPAIJ *npp_add_aij(NPP *npp, NPPROW *row, NPPCOL *col, double val);
       
   307 /* add new element to the constraint matrix */
       
   308 
       
   309 #define npp_row_nnz _glp_npp_row_nnz
       
   310 int npp_row_nnz(NPP *npp, NPPROW *row);
       
   311 /* count number of non-zero coefficients in row */
       
   312 
       
   313 #define npp_col_nnz _glp_npp_col_nnz
       
   314 int npp_col_nnz(NPP *npp, NPPCOL *col);
       
   315 /* count number of non-zero coefficients in column */
       
   316 
       
   317 #define npp_push_tse _glp_npp_push_tse
       
   318 void *npp_push_tse(NPP *npp, int (*func)(NPP *npp, void *info),
       
   319       int size);
       
   320 /* push new entry to the transformation stack */
       
   321 
       
   322 #define npp_erase_row _glp_npp_erase_row
       
   323 void npp_erase_row(NPP *npp, NPPROW *row);
       
   324 /* erase row content to make it empty */
       
   325 
       
   326 #define npp_del_row _glp_npp_del_row
       
   327 void npp_del_row(NPP *npp, NPPROW *row);
       
   328 /* remove row from the current problem */
       
   329 
       
   330 #define npp_del_col _glp_npp_del_col
       
   331 void npp_del_col(NPP *npp, NPPCOL *col);
       
   332 /* remove column from the current problem */
       
   333 
       
   334 #define npp_del_aij _glp_npp_del_aij
       
   335 void npp_del_aij(NPP *npp, NPPAIJ *aij);
       
   336 /* remove element from the constraint matrix */
       
   337 
       
   338 #define npp_load_prob _glp_npp_load_prob
       
   339 void npp_load_prob(NPP *npp, glp_prob *orig, int names, int sol,
       
   340       int scaling);
       
   341 /* load original problem into the preprocessor workspace */
       
   342 
       
   343 #define npp_build_prob _glp_npp_build_prob
       
   344 void npp_build_prob(NPP *npp, glp_prob *prob);
       
   345 /* build resultant (preprocessed) problem */
       
   346 
       
   347 #define npp_postprocess _glp_npp_postprocess
       
   348 void npp_postprocess(NPP *npp, glp_prob *prob);
       
   349 /* postprocess solution from the resultant problem */
       
   350 
       
   351 #define npp_unload_sol _glp_npp_unload_sol
       
   352 void npp_unload_sol(NPP *npp, glp_prob *orig);
       
   353 /* store solution to the original problem */
       
   354 
       
   355 #define npp_delete_wksp _glp_npp_delete_wksp
       
   356 void npp_delete_wksp(NPP *npp);
       
   357 /* delete LP/MIP preprocessor workspace */
       
   358 
       
   359 #define npp_error()
       
   360 
       
   361 #define npp_free_row _glp_npp_free_row
       
   362 void npp_free_row(NPP *npp, NPPROW *p);
       
   363 /* process free (unbounded) row */
       
   364 
       
   365 #define npp_geq_row _glp_npp_geq_row
       
   366 void npp_geq_row(NPP *npp, NPPROW *p);
       
   367 /* process row of 'not less than' type */
       
   368 
       
   369 #define npp_leq_row _glp_npp_leq_row
       
   370 void npp_leq_row(NPP *npp, NPPROW *p);
       
   371 /* process row of 'not greater than' type */
       
   372 
       
   373 #define npp_free_col _glp_npp_free_col
       
   374 void npp_free_col(NPP *npp, NPPCOL *q);
       
   375 /* process free (unbounded) column */
       
   376 
       
   377 #define npp_lbnd_col _glp_npp_lbnd_col
       
   378 void npp_lbnd_col(NPP *npp, NPPCOL *q);
       
   379 /* process column with (non-zero) lower bound */
       
   380 
       
   381 #define npp_ubnd_col _glp_npp_ubnd_col
       
   382 void npp_ubnd_col(NPP *npp, NPPCOL *q);
       
   383 /* process column with upper bound */
       
   384 
       
   385 #define npp_dbnd_col _glp_npp_dbnd_col
       
   386 void npp_dbnd_col(NPP *npp, NPPCOL *q);
       
   387 /* process non-negative column with upper bound */
       
   388 
       
   389 #define npp_fixed_col _glp_npp_fixed_col
       
   390 void npp_fixed_col(NPP *npp, NPPCOL *q);
       
   391 /* process fixed column */
       
   392 
       
   393 #define npp_make_equality _glp_npp_make_equality
       
   394 int npp_make_equality(NPP *npp, NPPROW *p);
       
   395 /* process row with almost identical bounds */
       
   396 
       
   397 #define npp_make_fixed _glp_npp_make_fixed
       
   398 int npp_make_fixed(NPP *npp, NPPCOL *q);
       
   399 /* process column with almost identical bounds */
       
   400 
       
   401 #define npp_empty_row _glp_npp_empty_row
       
   402 int npp_empty_row(NPP *npp, NPPROW *p);
       
   403 /* process empty row */
       
   404 
       
   405 #define npp_empty_col _glp_npp_empty_col
       
   406 int npp_empty_col(NPP *npp, NPPCOL *q);
       
   407 /* process empty column */
       
   408 
       
   409 #define npp_implied_value _glp_npp_implied_value
       
   410 int npp_implied_value(NPP *npp, NPPCOL *q, double s);
       
   411 /* process implied column value */
       
   412 
       
   413 #define npp_eq_singlet _glp_npp_eq_singlet
       
   414 int npp_eq_singlet(NPP *npp, NPPROW *p);
       
   415 /* process row singleton (equality constraint) */
       
   416 
       
   417 #define npp_implied_lower _glp_npp_implied_lower
       
   418 int npp_implied_lower(NPP *npp, NPPCOL *q, double l);
       
   419 /* process implied column lower bound */
       
   420 
       
   421 #define npp_implied_upper _glp_npp_implied_upper
       
   422 int npp_implied_upper(NPP *npp, NPPCOL *q, double u);
       
   423 /* process implied upper bound of column */
       
   424 
       
   425 #define npp_ineq_singlet _glp_npp_ineq_singlet
       
   426 int npp_ineq_singlet(NPP *npp, NPPROW *p);
       
   427 /* process row singleton (inequality constraint) */
       
   428 
       
   429 #define npp_implied_slack _glp_npp_implied_slack
       
   430 void npp_implied_slack(NPP *npp, NPPCOL *q);
       
   431 /* process column singleton (implied slack variable) */
       
   432 
       
   433 #define npp_implied_free _glp_npp_implied_free
       
   434 int npp_implied_free(NPP *npp, NPPCOL *q);
       
   435 /* process column singleton (implied free variable) */
       
   436 
       
   437 #define npp_eq_doublet _glp_npp_eq_doublet
       
   438 NPPCOL *npp_eq_doublet(NPP *npp, NPPROW *p);
       
   439 /* process row doubleton (equality constraint) */
       
   440 
       
   441 #define npp_forcing_row _glp_npp_forcing_row
       
   442 int npp_forcing_row(NPP *npp, NPPROW *p, int at);
       
   443 /* process forcing row */
       
   444 
       
   445 #define npp_analyze_row _glp_npp_analyze_row
       
   446 int npp_analyze_row(NPP *npp, NPPROW *p);
       
   447 /* perform general row analysis */
       
   448 
       
   449 #define npp_inactive_bound _glp_npp_inactive_bound
       
   450 void npp_inactive_bound(NPP *npp, NPPROW *p, int which);
       
   451 /* remove row lower/upper inactive bound */
       
   452 
       
   453 #define npp_implied_bounds _glp_npp_implied_bounds
       
   454 void npp_implied_bounds(NPP *npp, NPPROW *p);
       
   455 /* determine implied column bounds */
       
   456 
       
   457 #define npp_binarize_prob _glp_npp_binarize_prob
       
   458 int npp_binarize_prob(NPP *npp);
       
   459 /* binarize MIP problem */
       
   460 
       
   461 #define npp_is_packing _glp_npp_is_packing
       
   462 int npp_is_packing(NPP *npp, NPPROW *row);
       
   463 /* test if constraint is packing inequality */
       
   464 
       
   465 #define npp_hidden_packing _glp_npp_hidden_packing
       
   466 int npp_hidden_packing(NPP *npp, NPPROW *row);
       
   467 /* identify hidden packing inequality */
       
   468 
       
   469 #define npp_implied_packing _glp_npp_implied_packing
       
   470 int npp_implied_packing(NPP *npp, NPPROW *row, int which,
       
   471       NPPCOL *var[], char set[]);
       
   472 /* identify implied packing inequality */
       
   473 
       
   474 #define npp_is_covering _glp_npp_is_covering
       
   475 int npp_is_covering(NPP *npp, NPPROW *row);
       
   476 /* test if constraint is covering inequality */
       
   477 
       
   478 #define npp_hidden_covering _glp_npp_hidden_covering
       
   479 int npp_hidden_covering(NPP *npp, NPPROW *row);
       
   480 /* identify hidden covering inequality */
       
   481 
       
   482 #define npp_is_partitioning _glp_npp_is_partitioning
       
   483 int npp_is_partitioning(NPP *npp, NPPROW *row);
       
   484 /* test if constraint is partitioning equality */
       
   485 
       
   486 #define npp_reduce_ineq_coef _glp_npp_reduce_ineq_coef
       
   487 int npp_reduce_ineq_coef(NPP *npp, NPPROW *row);
       
   488 /* reduce inequality constraint coefficients */
       
   489 
       
   490 #define npp_clean_prob _glp_npp_clean_prob
       
   491 void npp_clean_prob(NPP *npp);
       
   492 /* perform initial LP/MIP processing */
       
   493 
       
   494 #define npp_process_row _glp_npp_process_row
       
   495 int npp_process_row(NPP *npp, NPPROW *row, int hard);
       
   496 /* perform basic row processing */
       
   497 
       
   498 #define npp_improve_bounds _glp_npp_improve_bounds
       
   499 int npp_improve_bounds(NPP *npp, NPPROW *row, int flag);
       
   500 /* improve current column bounds */
       
   501 
       
   502 #define npp_process_col _glp_npp_process_col
       
   503 int npp_process_col(NPP *npp, NPPCOL *col);
       
   504 /* perform basic column processing */
       
   505 
       
   506 #define npp_process_prob _glp_npp_process_prob
       
   507 int npp_process_prob(NPP *npp, int hard);
       
   508 /* perform basic LP/MIP processing */
       
   509 
       
   510 #define npp_simplex _glp_npp_simplex
       
   511 int npp_simplex(NPP *npp, const glp_smcp *parm);
       
   512 /* process LP prior to applying primal/dual simplex method */
       
   513 
       
   514 #define npp_integer _glp_npp_integer
       
   515 int npp_integer(NPP *npp, const glp_iocp *parm);
       
   516 /* process MIP prior to applying branch-and-bound method */
       
   517 
       
   518 #endif
       
   519 
       
   520 /* eof */