diff -r d59bea55db9b -r c445c931472f src/glpapi11.c --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/src/glpapi11.c Mon Dec 06 13:09:21 2010 +0100 @@ -0,0 +1,1217 @@ +/* glpapi11.c (utility routines) */ + +/*********************************************************************** +* This code is part of GLPK (GNU Linear Programming Kit). +* +* Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, +* 2009, 2010 Andrew Makhorin, Department for Applied Informatics, +* Moscow Aviation Institute, Moscow, Russia. All rights reserved. +* E-mail: . +* +* GLPK is free software: you can redistribute it and/or modify it +* under the terms of the GNU General Public License as published by +* the Free Software Foundation, either version 3 of the License, or +* (at your option) any later version. +* +* GLPK is distributed in the hope that it will be useful, but WITHOUT +* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY +* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public +* License for more details. +* +* You should have received a copy of the GNU General Public License +* along with GLPK. If not, see . +***********************************************************************/ + +#include "glpapi.h" + +int glp_print_sol(glp_prob *P, const char *fname) +{ /* write basic solution in printable format */ + XFILE *fp; + GLPROW *row; + GLPCOL *col; + int i, j, t, ae_ind, re_ind, ret; + double ae_max, re_max; + xprintf("Writing basic solution to `%s'...\n", fname); + fp = xfopen(fname, "w"); + if (fp == NULL) + { xprintf("Unable to create `%s' - %s\n", fname, xerrmsg()); + ret = 1; + goto done; + } + xfprintf(fp, "%-12s%s\n", "Problem:", + P->name == NULL ? "" : P->name); + xfprintf(fp, "%-12s%d\n", "Rows:", P->m); + xfprintf(fp, "%-12s%d\n", "Columns:", P->n); + xfprintf(fp, "%-12s%d\n", "Non-zeros:", P->nnz); + t = glp_get_status(P); + xfprintf(fp, "%-12s%s\n", "Status:", + t == GLP_OPT ? "OPTIMAL" : + t == GLP_FEAS ? "FEASIBLE" : + t == GLP_INFEAS ? "INFEASIBLE (INTERMEDIATE)" : + t == GLP_NOFEAS ? "INFEASIBLE (FINAL)" : + t == GLP_UNBND ? "UNBOUNDED" : + t == GLP_UNDEF ? "UNDEFINED" : "???"); + xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:", + P->obj == NULL ? "" : P->obj, + P->obj == NULL ? "" : " = ", P->obj_val, + P->dir == GLP_MIN ? "MINimum" : + P->dir == GLP_MAX ? "MAXimum" : "???"); + xfprintf(fp, "\n"); + xfprintf(fp, " No. Row name St Activity Lower bound " + " Upper bound Marginal\n"); + xfprintf(fp, "------ ------------ -- ------------- ------------- " + "------------- -------------\n"); + for (i = 1; i <= P->m; i++) + { row = P->row[i]; + xfprintf(fp, "%6d ", i); + if (row->name == NULL || strlen(row->name) <= 12) + xfprintf(fp, "%-12s ", row->name == NULL ? "" : row->name); + else + xfprintf(fp, "%s\n%20s", row->name, ""); + xfprintf(fp, "%s ", + row->stat == GLP_BS ? "B " : + row->stat == GLP_NL ? "NL" : + row->stat == GLP_NU ? "NU" : + row->stat == GLP_NF ? "NF" : + row->stat == GLP_NS ? "NS" : "??"); + xfprintf(fp, "%13.6g ", + fabs(row->prim) <= 1e-9 ? 0.0 : row->prim); + if (row->type == GLP_LO || row->type == GLP_DB || + row->type == GLP_FX) + xfprintf(fp, "%13.6g ", row->lb); + else + xfprintf(fp, "%13s ", ""); + if (row->type == GLP_UP || row->type == GLP_DB) + xfprintf(fp, "%13.6g ", row->ub); + else + xfprintf(fp, "%13s ", row->type == GLP_FX ? "=" : ""); + if (row->stat != GLP_BS) + { if (fabs(row->dual) <= 1e-9) + xfprintf(fp, "%13s", "< eps"); + else + xfprintf(fp, "%13.6g ", row->dual); + } + xfprintf(fp, "\n"); + } + xfprintf(fp, "\n"); + xfprintf(fp, " No. Column name St Activity Lower bound " + " Upper bound Marginal\n"); + xfprintf(fp, "------ ------------ -- ------------- ------------- " + "------------- -------------\n"); + for (j = 1; j <= P->n; j++) + { col = P->col[j]; + xfprintf(fp, "%6d ", j); + if (col->name == NULL || strlen(col->name) <= 12) + xfprintf(fp, "%-12s ", col->name == NULL ? "" : col->name); + else + xfprintf(fp, "%s\n%20s", col->name, ""); + xfprintf(fp, "%s ", + col->stat == GLP_BS ? "B " : + col->stat == GLP_NL ? "NL" : + col->stat == GLP_NU ? "NU" : + col->stat == GLP_NF ? "NF" : + col->stat == GLP_NS ? "NS" : "??"); + xfprintf(fp, "%13.6g ", + fabs(col->prim) <= 1e-9 ? 0.0 : col->prim); + if (col->type == GLP_LO || col->type == GLP_DB || + col->type == GLP_FX) + xfprintf(fp, "%13.6g ", col->lb); + else + xfprintf(fp, "%13s ", ""); + if (col->type == GLP_UP || col->type == GLP_DB) + xfprintf(fp, "%13.6g ", col->ub); + else + xfprintf(fp, "%13s ", col->type == GLP_FX ? "=" : ""); + if (col->stat != GLP_BS) + { if (fabs(col->dual) <= 1e-9) + xfprintf(fp, "%13s", "< eps"); + else + xfprintf(fp, "%13.6g ", col->dual); + } + xfprintf(fp, "\n"); + } + xfprintf(fp, "\n"); + xfprintf(fp, "Karush-Kuhn-Tucker optimality conditions:\n"); + xfprintf(fp, "\n"); + _glp_check_kkt(P, GLP_SOL, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, + &re_ind); + xfprintf(fp, "KKT.PE: max.abs.err = %.2e on row %d\n", + ae_max, ae_ind); + xfprintf(fp, " max.rel.err = %.2e on row %d\n", + re_max, re_ind); + xfprintf(fp, "%8s%s\n", "", + re_max <= 1e-9 ? "High quality" : + re_max <= 1e-6 ? "Medium quality" : + re_max <= 1e-3 ? "Low quality" : "PRIMAL SOLUTION IS WRONG"); + xfprintf(fp, "\n"); + _glp_check_kkt(P, GLP_SOL, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, + &re_ind); + xfprintf(fp, "KKT.PB: max.abs.err = %.2e on %s %d\n", + ae_max, ae_ind <= P->m ? "row" : "column", + ae_ind <= P->m ? ae_ind : ae_ind - P->m); + xfprintf(fp, " max.rel.err = %.2e on %s %d\n", + re_max, re_ind <= P->m ? "row" : "column", + re_ind <= P->m ? re_ind : re_ind - P->m); + xfprintf(fp, "%8s%s\n", "", + re_max <= 1e-9 ? "High quality" : + re_max <= 1e-6 ? "Medium quality" : + re_max <= 1e-3 ? "Low quality" : "PRIMAL SOLUTION IS INFEASIBL" + "E"); + xfprintf(fp, "\n"); + _glp_check_kkt(P, GLP_SOL, GLP_KKT_DE, &ae_max, &ae_ind, &re_max, + &re_ind); + xfprintf(fp, "KKT.DE: max.abs.err = %.2e on column %d\n", + ae_max, ae_ind == 0 ? 0 : ae_ind - P->m); + xfprintf(fp, " max.rel.err = %.2e on column %d\n", + re_max, re_ind == 0 ? 0 : re_ind - P->m); + xfprintf(fp, "%8s%s\n", "", + re_max <= 1e-9 ? "High quality" : + re_max <= 1e-6 ? "Medium quality" : + re_max <= 1e-3 ? "Low quality" : "DUAL SOLUTION IS WRONG"); + xfprintf(fp, "\n"); + _glp_check_kkt(P, GLP_SOL, GLP_KKT_DB, &ae_max, &ae_ind, &re_max, + &re_ind); + xfprintf(fp, "KKT.DB: max.abs.err = %.2e on %s %d\n", + ae_max, ae_ind <= P->m ? "row" : "column", + ae_ind <= P->m ? ae_ind : ae_ind - P->m); + xfprintf(fp, " max.rel.err = %.2e on %s %d\n", + re_max, re_ind <= P->m ? "row" : "column", + re_ind <= P->m ? re_ind : re_ind - P->m); + xfprintf(fp, "%8s%s\n", "", + re_max <= 1e-9 ? "High quality" : + re_max <= 1e-6 ? "Medium quality" : + re_max <= 1e-3 ? "Low quality" : "DUAL SOLUTION IS INFEASIBLE") + ; + xfprintf(fp, "\n"); + xfprintf(fp, "End of output\n"); + xfflush(fp); + if (xferror(fp)) + { xprintf("Write error on `%s' - %s\n", fname, xerrmsg()); + ret = 1; + goto done; + } + ret = 0; +done: if (fp != NULL) xfclose(fp); + return ret; +} + +/*********************************************************************** +* NAME +* +* glp_read_sol - read basic solution from text file +* +* SYNOPSIS +* +* int glp_read_sol(glp_prob *lp, const char *fname); +* +* DESCRIPTION +* +* The routine glp_read_sol reads basic solution from a text file whose +* name is specified by the parameter fname into the problem object. +* +* For the file format see description of the routine glp_write_sol. +* +* RETURNS +* +* On success the routine returns zero, otherwise non-zero. */ + +int glp_read_sol(glp_prob *lp, const char *fname) +{ glp_data *data; + jmp_buf jump; + int i, j, k, ret = 0; + xprintf("Reading basic solution from `%s'...\n", fname); + data = glp_sdf_open_file(fname); + if (data == NULL) + { ret = 1; + goto done; + } + if (setjmp(jump)) + { ret = 1; + goto done; + } + glp_sdf_set_jump(data, jump); + /* number of rows, number of columns */ + k = glp_sdf_read_int(data); + if (k != lp->m) + glp_sdf_error(data, "wrong number of rows\n"); + k = glp_sdf_read_int(data); + if (k != lp->n) + glp_sdf_error(data, "wrong number of columns\n"); + /* primal status, dual status, objective value */ + k = glp_sdf_read_int(data); + if (!(k == GLP_UNDEF || k == GLP_FEAS || k == GLP_INFEAS || + k == GLP_NOFEAS)) + glp_sdf_error(data, "invalid primal status\n"); + lp->pbs_stat = k; + k = glp_sdf_read_int(data); + if (!(k == GLP_UNDEF || k == GLP_FEAS || k == GLP_INFEAS || + k == GLP_NOFEAS)) + glp_sdf_error(data, "invalid dual status\n"); + lp->dbs_stat = k; + lp->obj_val = glp_sdf_read_num(data); + /* rows (auxiliary variables) */ + for (i = 1; i <= lp->m; i++) + { GLPROW *row = lp->row[i]; + /* status, primal value, dual value */ + k = glp_sdf_read_int(data); + if (!(k == GLP_BS || k == GLP_NL || k == GLP_NU || + k == GLP_NF || k == GLP_NS)) + glp_sdf_error(data, "invalid row status\n"); + glp_set_row_stat(lp, i, k); + row->prim = glp_sdf_read_num(data); + row->dual = glp_sdf_read_num(data); + } + /* columns (structural variables) */ + for (j = 1; j <= lp->n; j++) + { GLPCOL *col = lp->col[j]; + /* status, primal value, dual value */ + k = glp_sdf_read_int(data); + if (!(k == GLP_BS || k == GLP_NL || k == GLP_NU || + k == GLP_NF || k == GLP_NS)) + glp_sdf_error(data, "invalid column status\n"); + glp_set_col_stat(lp, j, k); + col->prim = glp_sdf_read_num(data); + col->dual = glp_sdf_read_num(data); + } + xprintf("%d lines were read\n", glp_sdf_line(data)); +done: if (ret) lp->pbs_stat = lp->dbs_stat = GLP_UNDEF; + if (data != NULL) glp_sdf_close_file(data); + return ret; +} + +/*********************************************************************** +* NAME +* +* glp_write_sol - write basic solution to text file +* +* SYNOPSIS +* +* int glp_write_sol(glp_prob *lp, const char *fname); +* +* DESCRIPTION +* +* The routine glp_write_sol writes the current basic solution to a +* text file whose name is specified by the parameter fname. This file +* can be read back with the routine glp_read_sol. +* +* RETURNS +* +* On success the routine returns zero, otherwise non-zero. +* +* FILE FORMAT +* +* The file created by the routine glp_write_sol is a plain text file, +* which contains the following information: +* +* m n +* p_stat d_stat obj_val +* r_stat[1] r_prim[1] r_dual[1] +* . . . +* r_stat[m] r_prim[m] r_dual[m] +* c_stat[1] c_prim[1] c_dual[1] +* . . . +* c_stat[n] c_prim[n] c_dual[n] +* +* where: +* m is the number of rows (auxiliary variables); +* n is the number of columns (structural variables); +* p_stat is the primal status of the basic solution (GLP_UNDEF = 1, +* GLP_FEAS = 2, GLP_INFEAS = 3, or GLP_NOFEAS = 4); +* d_stat is the dual status of the basic solution (GLP_UNDEF = 1, +* GLP_FEAS = 2, GLP_INFEAS = 3, or GLP_NOFEAS = 4); +* obj_val is the objective value; +* r_stat[i], i = 1,...,m, is the status of i-th row (GLP_BS = 1, +* GLP_NL = 2, GLP_NU = 3, GLP_NF = 4, or GLP_NS = 5); +* r_prim[i], i = 1,...,m, is the primal value of i-th row; +* r_dual[i], i = 1,...,m, is the dual value of i-th row; +* c_stat[j], j = 1,...,n, is the status of j-th column (GLP_BS = 1, +* GLP_NL = 2, GLP_NU = 3, GLP_NF = 4, or GLP_NS = 5); +* c_prim[j], j = 1,...,n, is the primal value of j-th column; +* c_dual[j], j = 1,...,n, is the dual value of j-th column. */ + +int glp_write_sol(glp_prob *lp, const char *fname) +{ XFILE *fp; + int i, j, ret = 0; + xprintf("Writing basic solution to `%s'...\n", fname); + fp = xfopen(fname, "w"); + if (fp == NULL) + { xprintf("Unable to create `%s' - %s\n", fname, xerrmsg()); + ret = 1; + goto done; + } + /* number of rows, number of columns */ + xfprintf(fp, "%d %d\n", lp->m, lp->n); + /* primal status, dual status, objective value */ + xfprintf(fp, "%d %d %.*g\n", lp->pbs_stat, lp->dbs_stat, DBL_DIG, + lp->obj_val); + /* rows (auxiliary variables) */ + for (i = 1; i <= lp->m; i++) + { GLPROW *row = lp->row[i]; + /* status, primal value, dual value */ + xfprintf(fp, "%d %.*g %.*g\n", row->stat, DBL_DIG, row->prim, + DBL_DIG, row->dual); + } + /* columns (structural variables) */ + for (j = 1; j <= lp->n; j++) + { GLPCOL *col = lp->col[j]; + /* status, primal value, dual value */ + xfprintf(fp, "%d %.*g %.*g\n", col->stat, DBL_DIG, col->prim, + DBL_DIG, col->dual); + } + xfflush(fp); + if (xferror(fp)) + { xprintf("Write error on `%s' - %s\n", fname, xerrmsg()); + ret = 1; + goto done; + } + xprintf("%d lines were written\n", 2 + lp->m + lp->n); +done: if (fp != NULL) xfclose(fp); + return ret; +} + +/**********************************************************************/ + +static char *format(char buf[13+1], double x) +{ /* format floating-point number in MPS/360-like style */ + if (x == -DBL_MAX) + strcpy(buf, " -Inf"); + else if (x == +DBL_MAX) + strcpy(buf, " +Inf"); + else if (fabs(x) <= 999999.99998) + { sprintf(buf, "%13.5f", x); +#if 1 + if (strcmp(buf, " 0.00000") == 0 || + strcmp(buf, " -0.00000") == 0) + strcpy(buf, " . "); + else if (memcmp(buf, " 0.", 8) == 0) + memcpy(buf, " .", 8); + else if (memcmp(buf, " -0.", 8) == 0) + memcpy(buf, " -.", 8); +#endif + } + else + sprintf(buf, "%13.6g", x); + return buf; +} + +int glp_print_ranges(glp_prob *P, int len, const int list[], + int flags, const char *fname) +{ /* print sensitivity analysis report */ + XFILE *fp = NULL; + GLPROW *row; + GLPCOL *col; + int m, n, pass, k, t, numb, type, stat, var1, var2, count, page, + ret; + double lb, ub, slack, coef, prim, dual, value1, value2, coef1, + coef2, obj1, obj2; + const char *name, *limit; + char buf[13+1]; + /* sanity checks */ + if (P == NULL || P->magic != GLP_PROB_MAGIC) + xerror("glp_print_ranges: P = %p; invalid problem object\n", + P); + m = P->m, n = P->n; + if (len < 0) + xerror("glp_print_ranges: len = %d; invalid list length\n", + len); + if (len > 0) + { if (list == NULL) + xerror("glp_print_ranges: list = %p: invalid parameter\n", + list); + for (t = 1; t <= len; t++) + { k = list[t]; + if (!(1 <= k && k <= m+n)) + xerror("glp_print_ranges: list[%d] = %d; row/column numb" + "er out of range\n", t, k); + } + } + if (flags != 0) + xerror("glp_print_ranges: flags = %d; invalid parameter\n", + flags); + if (fname == NULL) + xerror("glp_print_ranges: fname = %p; invalid parameter\n", + fname); + if (glp_get_status(P) != GLP_OPT) + { xprintf("glp_print_ranges: optimal basic solution required\n"); + ret = 1; + goto done; + } + if (!glp_bf_exists(P)) + { xprintf("glp_print_ranges: basis factorization required\n"); + ret = 2; + goto done; + } + /* start reporting */ + xprintf("Write sensitivity analysis report to `%s'...\n", fname); + fp = xfopen(fname, "w"); + if (fp == NULL) + { xprintf("Unable to create `%s' - %s\n", fname, xerrmsg()); + ret = 3; + goto done; + } + page = count = 0; + for (pass = 1; pass <= 2; pass++) + for (t = 1; t <= (len == 0 ? m+n : len); t++) + { if (t == 1) count = 0; + k = (len == 0 ? t : list[t]); + if (pass == 1 && k > m || pass == 2 && k <= m) + continue; + if (count == 0) + { xfprintf(fp, "GLPK %-4s - SENSITIVITY ANALYSIS REPORT%73sPa" + "ge%4d\n", glp_version(), "", ++page); + xfprintf(fp, "\n"); + xfprintf(fp, "%-12s%s\n", "Problem:", + P->name == NULL ? "" : P->name); + xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:", + P->obj == NULL ? "" : P->obj, + P->obj == NULL ? "" : " = ", P->obj_val, + P->dir == GLP_MIN ? "MINimum" : + P->dir == GLP_MAX ? "MAXimum" : "???"); + xfprintf(fp, "\n"); + xfprintf(fp, "%6s %-12s %2s %13s %13s %13s %13s %13s %13s " + "%s\n", "No.", pass == 1 ? "Row name" : "Column name", + "St", "Activity", pass == 1 ? "Slack" : "Obj coef", + "Lower bound", "Activity", "Obj coef", "Obj value at", + "Limiting"); + xfprintf(fp, "%6s %-12s %2s %13s %13s %13s %13s %13s %13s " + "%s\n", "", "", "", "", "Marginal", "Upper bound", + "range", "range", "break point", "variable"); + xfprintf(fp, "------ ------------ -- ------------- --------" + "----- ------------- ------------- ------------- ------" + "------- ------------\n"); + } + if (pass == 1) + { numb = k; + xassert(1 <= numb && numb <= m); + row = P->row[numb]; + name = row->name; + type = row->type; + lb = glp_get_row_lb(P, numb); + ub = glp_get_row_ub(P, numb); + coef = 0.0; + stat = row->stat; + prim = row->prim; + if (type == GLP_FR) + slack = - prim; + else if (type == GLP_LO) + slack = lb - prim; + else if (type == GLP_UP || type == GLP_DB || type == GLP_FX) + slack = ub - prim; + dual = row->dual; + } + else + { numb = k - m; + xassert(1 <= numb && numb <= n); + col = P->col[numb]; + name = col->name; + lb = glp_get_col_lb(P, numb); + ub = glp_get_col_ub(P, numb); + coef = col->coef; + stat = col->stat; + prim = col->prim; + slack = 0.0; + dual = col->dual; + } + if (stat != GLP_BS) + { glp_analyze_bound(P, k, &value1, &var1, &value2, &var2); + if (stat == GLP_NF) + coef1 = coef2 = coef; + else if (stat == GLP_NS) + coef1 = -DBL_MAX, coef2 = +DBL_MAX; + else if (stat == GLP_NL && P->dir == GLP_MIN || + stat == GLP_NU && P->dir == GLP_MAX) + coef1 = coef - dual, coef2 = +DBL_MAX; + else + coef1 = -DBL_MAX, coef2 = coef - dual; + if (value1 == -DBL_MAX) + { if (dual < -1e-9) + obj1 = +DBL_MAX; + else if (dual > +1e-9) + obj1 = -DBL_MAX; + else + obj1 = P->obj_val; + } + else + obj1 = P->obj_val + dual * (value1 - prim); + if (value2 == +DBL_MAX) + { if (dual < -1e-9) + obj2 = -DBL_MAX; + else if (dual > +1e-9) + obj2 = +DBL_MAX; + else + obj2 = P->obj_val; + } + else + obj2 = P->obj_val + dual * (value2 - prim); + } + else + { glp_analyze_coef(P, k, &coef1, &var1, &value1, &coef2, + &var2, &value2); + if (coef1 == -DBL_MAX) + { if (prim < -1e-9) + obj1 = +DBL_MAX; + else if (prim > +1e-9) + obj1 = -DBL_MAX; + else + obj1 = P->obj_val; + } + else + obj1 = P->obj_val + (coef1 - coef) * prim; + if (coef2 == +DBL_MAX) + { if (prim < -1e-9) + obj2 = -DBL_MAX; + else if (prim > +1e-9) + obj2 = +DBL_MAX; + else + obj2 = P->obj_val; + } + else + obj2 = P->obj_val + (coef2 - coef) * prim; + } + /*** first line ***/ + /* row/column number */ + xfprintf(fp, "%6d", numb); + /* row/column name */ + xfprintf(fp, " %-12.12s", name == NULL ? "" : name); + if (name != NULL && strlen(name) > 12) + xfprintf(fp, "%s\n%6s %12s", name+12, "", ""); + /* row/column status */ + xfprintf(fp, " %2s", + stat == GLP_BS ? "BS" : stat == GLP_NL ? "NL" : + stat == GLP_NU ? "NU" : stat == GLP_NF ? "NF" : + stat == GLP_NS ? "NS" : "??"); + /* row/column activity */ + xfprintf(fp, " %s", format(buf, prim)); + /* row slack, column objective coefficient */ + xfprintf(fp, " %s", format(buf, k <= m ? slack : coef)); + /* row/column lower bound */ + xfprintf(fp, " %s", format(buf, lb)); + /* row/column activity range */ + xfprintf(fp, " %s", format(buf, value1)); + /* row/column objective coefficient range */ + xfprintf(fp, " %s", format(buf, coef1)); + /* objective value at break point */ + xfprintf(fp, " %s", format(buf, obj1)); + /* limiting variable name */ + if (var1 != 0) + { if (var1 <= m) + limit = glp_get_row_name(P, var1); + else + limit = glp_get_col_name(P, var1 - m); + if (limit != NULL) + xfprintf(fp, " %s", limit); + } + xfprintf(fp, "\n"); + /*** second line ***/ + xfprintf(fp, "%6s %-12s %2s %13s", "", "", "", ""); + /* row/column reduced cost */ + xfprintf(fp, " %s", format(buf, dual)); + /* row/column upper bound */ + xfprintf(fp, " %s", format(buf, ub)); + /* row/column activity range */ + xfprintf(fp, " %s", format(buf, value2)); + /* row/column objective coefficient range */ + xfprintf(fp, " %s", format(buf, coef2)); + /* objective value at break point */ + xfprintf(fp, " %s", format(buf, obj2)); + /* limiting variable name */ + if (var2 != 0) + { if (var2 <= m) + limit = glp_get_row_name(P, var2); + else + limit = glp_get_col_name(P, var2 - m); + if (limit != NULL) + xfprintf(fp, " %s", limit); + } + xfprintf(fp, "\n"); + xfprintf(fp, "\n"); + /* print 10 items per page */ + count = (count + 1) % 10; + } + xfprintf(fp, "End of report\n"); + xfflush(fp); + if (xferror(fp)) + { xprintf("Write error on `%s' - %s\n", fname, xerrmsg()); + ret = 4; + goto done; + } + ret = 0; +done: if (fp != NULL) xfclose(fp); + return ret; +} + +/**********************************************************************/ + +int glp_print_ipt(glp_prob *P, const char *fname) +{ /* write interior-point solution in printable format */ + XFILE *fp; + GLPROW *row; + GLPCOL *col; + int i, j, t, ae_ind, re_ind, ret; + double ae_max, re_max; + xprintf("Writing interior-point solution to `%s'...\n", fname); + fp = xfopen(fname, "w"); + if (fp == NULL) + { xprintf("Unable to create `%s' - %s\n", fname, xerrmsg()); + ret = 1; + goto done; + } + xfprintf(fp, "%-12s%s\n", "Problem:", + P->name == NULL ? "" : P->name); + xfprintf(fp, "%-12s%d\n", "Rows:", P->m); + xfprintf(fp, "%-12s%d\n", "Columns:", P->n); + xfprintf(fp, "%-12s%d\n", "Non-zeros:", P->nnz); + t = glp_ipt_status(P); + xfprintf(fp, "%-12s%s\n", "Status:", + t == GLP_OPT ? "OPTIMAL" : + t == GLP_UNDEF ? "UNDEFINED" : + t == GLP_INFEAS ? "INFEASIBLE (INTERMEDIATE)" : + t == GLP_NOFEAS ? "INFEASIBLE (FINAL)" : "???"); + xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:", + P->obj == NULL ? "" : P->obj, + P->obj == NULL ? "" : " = ", P->ipt_obj, + P->dir == GLP_MIN ? "MINimum" : + P->dir == GLP_MAX ? "MAXimum" : "???"); + xfprintf(fp, "\n"); + xfprintf(fp, " No. Row name Activity Lower bound " + " Upper bound Marginal\n"); + xfprintf(fp, "------ ------------ ------------- ------------- " + "------------- -------------\n"); + for (i = 1; i <= P->m; i++) + { row = P->row[i]; + xfprintf(fp, "%6d ", i); + if (row->name == NULL || strlen(row->name) <= 12) + xfprintf(fp, "%-12s ", row->name == NULL ? "" : row->name); + else + xfprintf(fp, "%s\n%20s", row->name, ""); + xfprintf(fp, "%3s", ""); + xfprintf(fp, "%13.6g ", + fabs(row->pval) <= 1e-9 ? 0.0 : row->pval); + if (row->type == GLP_LO || row->type == GLP_DB || + row->type == GLP_FX) + xfprintf(fp, "%13.6g ", row->lb); + else + xfprintf(fp, "%13s ", ""); + if (row->type == GLP_UP || row->type == GLP_DB) + xfprintf(fp, "%13.6g ", row->ub); + else + xfprintf(fp, "%13s ", row->type == GLP_FX ? "=" : ""); + if (fabs(row->dval) <= 1e-9) + xfprintf(fp, "%13s", "< eps"); + else + xfprintf(fp, "%13.6g ", row->dval); + xfprintf(fp, "\n"); + } + xfprintf(fp, "\n"); + xfprintf(fp, " No. Column name Activity Lower bound " + " Upper bound Marginal\n"); + xfprintf(fp, "------ ------------ ------------- ------------- " + "------------- -------------\n"); + for (j = 1; j <= P->n; j++) + { col = P->col[j]; + xfprintf(fp, "%6d ", j); + if (col->name == NULL || strlen(col->name) <= 12) + xfprintf(fp, "%-12s ", col->name == NULL ? "" : col->name); + else + xfprintf(fp, "%s\n%20s", col->name, ""); + xfprintf(fp, "%3s", ""); + xfprintf(fp, "%13.6g ", + fabs(col->pval) <= 1e-9 ? 0.0 : col->pval); + if (col->type == GLP_LO || col->type == GLP_DB || + col->type == GLP_FX) + xfprintf(fp, "%13.6g ", col->lb); + else + xfprintf(fp, "%13s ", ""); + if (col->type == GLP_UP || col->type == GLP_DB) + xfprintf(fp, "%13.6g ", col->ub); + else + xfprintf(fp, "%13s ", col->type == GLP_FX ? "=" : ""); + if (fabs(col->dval) <= 1e-9) + xfprintf(fp, "%13s", "< eps"); + else + xfprintf(fp, "%13.6g ", col->dval); + xfprintf(fp, "\n"); + } + xfprintf(fp, "\n"); + xfprintf(fp, "Karush-Kuhn-Tucker optimality conditions:\n"); + xfprintf(fp, "\n"); + _glp_check_kkt(P, GLP_IPT, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, + &re_ind); + xfprintf(fp, "KKT.PE: max.abs.err = %.2e on row %d\n", + ae_max, ae_ind); + xfprintf(fp, " max.rel.err = %.2e on row %d\n", + re_max, re_ind); + xfprintf(fp, "%8s%s\n", "", + re_max <= 1e-9 ? "High quality" : + re_max <= 1e-6 ? "Medium quality" : + re_max <= 1e-3 ? "Low quality" : "PRIMAL SOLUTION IS WRONG"); + xfprintf(fp, "\n"); + _glp_check_kkt(P, GLP_IPT, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, + &re_ind); + xfprintf(fp, "KKT.PB: max.abs.err = %.2e on %s %d\n", + ae_max, ae_ind <= P->m ? "row" : "column", + ae_ind <= P->m ? ae_ind : ae_ind - P->m); + xfprintf(fp, " max.rel.err = %.2e on %s %d\n", + re_max, re_ind <= P->m ? "row" : "column", + re_ind <= P->m ? re_ind : re_ind - P->m); + xfprintf(fp, "%8s%s\n", "", + re_max <= 1e-9 ? "High quality" : + re_max <= 1e-6 ? "Medium quality" : + re_max <= 1e-3 ? "Low quality" : "PRIMAL SOLUTION IS INFEASIBL" + "E"); + xfprintf(fp, "\n"); + _glp_check_kkt(P, GLP_IPT, GLP_KKT_DE, &ae_max, &ae_ind, &re_max, + &re_ind); + xfprintf(fp, "KKT.DE: max.abs.err = %.2e on column %d\n", + ae_max, ae_ind == 0 ? 0 : ae_ind - P->m); + xfprintf(fp, " max.rel.err = %.2e on column %d\n", + re_max, re_ind == 0 ? 0 : re_ind - P->m); + xfprintf(fp, "%8s%s\n", "", + re_max <= 1e-9 ? "High quality" : + re_max <= 1e-6 ? "Medium quality" : + re_max <= 1e-3 ? "Low quality" : "DUAL SOLUTION IS WRONG"); + xfprintf(fp, "\n"); + _glp_check_kkt(P, GLP_IPT, GLP_KKT_DB, &ae_max, &ae_ind, &re_max, + &re_ind); + xfprintf(fp, "KKT.DB: max.abs.err = %.2e on %s %d\n", + ae_max, ae_ind <= P->m ? "row" : "column", + ae_ind <= P->m ? ae_ind : ae_ind - P->m); + xfprintf(fp, " max.rel.err = %.2e on %s %d\n", + re_max, re_ind <= P->m ? "row" : "column", + re_ind <= P->m ? re_ind : re_ind - P->m); + xfprintf(fp, "%8s%s\n", "", + re_max <= 1e-9 ? "High quality" : + re_max <= 1e-6 ? "Medium quality" : + re_max <= 1e-3 ? "Low quality" : "DUAL SOLUTION IS INFEASIBLE") + ; + xfprintf(fp, "\n"); + xfprintf(fp, "End of output\n"); + xfflush(fp); + if (xferror(fp)) + { xprintf("Write error on `%s' - %s\n", fname, xerrmsg()); + ret = 1; + goto done; + } + ret = 0; +done: if (fp != NULL) xfclose(fp); + return ret; +} + +/*********************************************************************** +* NAME +* +* glp_read_ipt - read interior-point solution from text file +* +* SYNOPSIS +* +* int glp_read_ipt(glp_prob *lp, const char *fname); +* +* DESCRIPTION +* +* The routine glp_read_ipt reads interior-point solution from a text +* file whose name is specified by the parameter fname into the problem +* object. +* +* For the file format see description of the routine glp_write_ipt. +* +* RETURNS +* +* On success the routine returns zero, otherwise non-zero. */ + +int glp_read_ipt(glp_prob *lp, const char *fname) +{ glp_data *data; + jmp_buf jump; + int i, j, k, ret = 0; + xprintf("Reading interior-point solution from `%s'...\n", fname); + data = glp_sdf_open_file(fname); + if (data == NULL) + { ret = 1; + goto done; + } + if (setjmp(jump)) + { ret = 1; + goto done; + } + glp_sdf_set_jump(data, jump); + /* number of rows, number of columns */ + k = glp_sdf_read_int(data); + if (k != lp->m) + glp_sdf_error(data, "wrong number of rows\n"); + k = glp_sdf_read_int(data); + if (k != lp->n) + glp_sdf_error(data, "wrong number of columns\n"); + /* solution status, objective value */ + k = glp_sdf_read_int(data); + if (!(k == GLP_UNDEF || k == GLP_OPT)) + glp_sdf_error(data, "invalid solution status\n"); + lp->ipt_stat = k; + lp->ipt_obj = glp_sdf_read_num(data); + /* rows (auxiliary variables) */ + for (i = 1; i <= lp->m; i++) + { GLPROW *row = lp->row[i]; + /* primal value, dual value */ + row->pval = glp_sdf_read_num(data); + row->dval = glp_sdf_read_num(data); + } + /* columns (structural variables) */ + for (j = 1; j <= lp->n; j++) + { GLPCOL *col = lp->col[j]; + /* primal value, dual value */ + col->pval = glp_sdf_read_num(data); + col->dval = glp_sdf_read_num(data); + } + xprintf("%d lines were read\n", glp_sdf_line(data)); +done: if (ret) lp->ipt_stat = GLP_UNDEF; + if (data != NULL) glp_sdf_close_file(data); + return ret; +} + +/*********************************************************************** +* NAME +* +* glp_write_ipt - write interior-point solution to text file +* +* SYNOPSIS +* +* int glp_write_ipt(glp_prob *lp, const char *fname); +* +* DESCRIPTION +* +* The routine glp_write_ipt writes the current interior-point solution +* to a text file whose name is specified by the parameter fname. This +* file can be read back with the routine glp_read_ipt. +* +* RETURNS +* +* On success the routine returns zero, otherwise non-zero. +* +* FILE FORMAT +* +* The file created by the routine glp_write_ipt is a plain text file, +* which contains the following information: +* +* m n +* stat obj_val +* r_prim[1] r_dual[1] +* . . . +* r_prim[m] r_dual[m] +* c_prim[1] c_dual[1] +* . . . +* c_prim[n] c_dual[n] +* +* where: +* m is the number of rows (auxiliary variables); +* n is the number of columns (structural variables); +* stat is the solution status (GLP_UNDEF = 1 or GLP_OPT = 5); +* obj_val is the objective value; +* r_prim[i], i = 1,...,m, is the primal value of i-th row; +* r_dual[i], i = 1,...,m, is the dual value of i-th row; +* c_prim[j], j = 1,...,n, is the primal value of j-th column; +* c_dual[j], j = 1,...,n, is the dual value of j-th column. */ + +int glp_write_ipt(glp_prob *lp, const char *fname) +{ XFILE *fp; + int i, j, ret = 0; + xprintf("Writing interior-point solution to `%s'...\n", fname); + fp = xfopen(fname, "w"); + if (fp == NULL) + { xprintf("Unable to create `%s' - %s\n", fname, xerrmsg()); + ret = 1; + goto done; + } + /* number of rows, number of columns */ + xfprintf(fp, "%d %d\n", lp->m, lp->n); + /* solution status, objective value */ + xfprintf(fp, "%d %.*g\n", lp->ipt_stat, DBL_DIG, lp->ipt_obj); + /* rows (auxiliary variables) */ + for (i = 1; i <= lp->m; i++) + { GLPROW *row = lp->row[i]; + /* primal value, dual value */ + xfprintf(fp, "%.*g %.*g\n", DBL_DIG, row->pval, DBL_DIG, + row->dval); + } + /* columns (structural variables) */ + for (j = 1; j <= lp->n; j++) + { GLPCOL *col = lp->col[j]; + /* primal value, dual value */ + xfprintf(fp, "%.*g %.*g\n", DBL_DIG, col->pval, DBL_DIG, + col->dval); + } + xfflush(fp); + if (xferror(fp)) + { xprintf("Write error on `%s' - %s\n", fname, xerrmsg()); + ret = 1; + goto done; + } + xprintf("%d lines were written\n", 2 + lp->m + lp->n); +done: if (fp != NULL) xfclose(fp); + return ret; +} + +/**********************************************************************/ + +int glp_print_mip(glp_prob *P, const char *fname) +{ /* write MIP solution in printable format */ + XFILE *fp; + GLPROW *row; + GLPCOL *col; + int i, j, t, ae_ind, re_ind, ret; + double ae_max, re_max; + xprintf("Writing MIP solution to `%s'...\n", fname); + fp = xfopen(fname, "w"); + if (fp == NULL) + { xprintf("Unable to create `%s' - %s\n", fname, xerrmsg()); + ret = 1; + goto done; + } + xfprintf(fp, "%-12s%s\n", "Problem:", + P->name == NULL ? "" : P->name); + xfprintf(fp, "%-12s%d\n", "Rows:", P->m); + xfprintf(fp, "%-12s%d (%d integer, %d binary)\n", "Columns:", + P->n, glp_get_num_int(P), glp_get_num_bin(P)); + xfprintf(fp, "%-12s%d\n", "Non-zeros:", P->nnz); + t = glp_mip_status(P); + xfprintf(fp, "%-12s%s\n", "Status:", + t == GLP_OPT ? "INTEGER OPTIMAL" : + t == GLP_FEAS ? "INTEGER NON-OPTIMAL" : + t == GLP_NOFEAS ? "INTEGER EMPTY" : + t == GLP_UNDEF ? "INTEGER UNDEFINED" : "???"); + xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:", + P->obj == NULL ? "" : P->obj, + P->obj == NULL ? "" : " = ", P->mip_obj, + P->dir == GLP_MIN ? "MINimum" : + P->dir == GLP_MAX ? "MAXimum" : "???"); + xfprintf(fp, "\n"); + xfprintf(fp, " No. Row name Activity Lower bound " + " Upper bound\n"); + xfprintf(fp, "------ ------------ ------------- ------------- " + "-------------\n"); + for (i = 1; i <= P->m; i++) + { row = P->row[i]; + xfprintf(fp, "%6d ", i); + if (row->name == NULL || strlen(row->name) <= 12) + xfprintf(fp, "%-12s ", row->name == NULL ? "" : row->name); + else + xfprintf(fp, "%s\n%20s", row->name, ""); + xfprintf(fp, "%3s", ""); + xfprintf(fp, "%13.6g ", + fabs(row->mipx) <= 1e-9 ? 0.0 : row->mipx); + if (row->type == GLP_LO || row->type == GLP_DB || + row->type == GLP_FX) + xfprintf(fp, "%13.6g ", row->lb); + else + xfprintf(fp, "%13s ", ""); + if (row->type == GLP_UP || row->type == GLP_DB) + xfprintf(fp, "%13.6g ", row->ub); + else + xfprintf(fp, "%13s ", row->type == GLP_FX ? "=" : ""); + xfprintf(fp, "\n"); + } + xfprintf(fp, "\n"); + xfprintf(fp, " No. Column name Activity Lower bound " + " Upper bound\n"); + xfprintf(fp, "------ ------------ ------------- ------------- " + "-------------\n"); + for (j = 1; j <= P->n; j++) + { col = P->col[j]; + xfprintf(fp, "%6d ", j); + if (col->name == NULL || strlen(col->name) <= 12) + xfprintf(fp, "%-12s ", col->name == NULL ? "" : col->name); + else + xfprintf(fp, "%s\n%20s", col->name, ""); + xfprintf(fp, "%s ", + col->kind == GLP_CV ? " " : + col->kind == GLP_IV ? "*" : "?"); + xfprintf(fp, "%13.6g ", + fabs(col->mipx) <= 1e-9 ? 0.0 : col->mipx); + if (col->type == GLP_LO || col->type == GLP_DB || + col->type == GLP_FX) + xfprintf(fp, "%13.6g ", col->lb); + else + xfprintf(fp, "%13s ", ""); + if (col->type == GLP_UP || col->type == GLP_DB) + xfprintf(fp, "%13.6g ", col->ub); + else + xfprintf(fp, "%13s ", col->type == GLP_FX ? "=" : ""); + xfprintf(fp, "\n"); + } + xfprintf(fp, "\n"); + xfprintf(fp, "Integer feasibility conditions:\n"); + xfprintf(fp, "\n"); + _glp_check_kkt(P, GLP_MIP, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, + &re_ind); + xfprintf(fp, "KKT.PE: max.abs.err = %.2e on row %d\n", + ae_max, ae_ind); + xfprintf(fp, " max.rel.err = %.2e on row %d\n", + re_max, re_ind); + xfprintf(fp, "%8s%s\n", "", + re_max <= 1e-9 ? "High quality" : + re_max <= 1e-6 ? "Medium quality" : + re_max <= 1e-3 ? "Low quality" : "SOLUTION IS WRONG"); + xfprintf(fp, "\n"); + _glp_check_kkt(P, GLP_MIP, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, + &re_ind); + xfprintf(fp, "KKT.PB: max.abs.err = %.2e on %s %d\n", + ae_max, ae_ind <= P->m ? "row" : "column", + ae_ind <= P->m ? ae_ind : ae_ind - P->m); + xfprintf(fp, " max.rel.err = %.2e on %s %d\n", + re_max, re_ind <= P->m ? "row" : "column", + re_ind <= P->m ? re_ind : re_ind - P->m); + xfprintf(fp, "%8s%s\n", "", + re_max <= 1e-9 ? "High quality" : + re_max <= 1e-6 ? "Medium quality" : + re_max <= 1e-3 ? "Low quality" : "SOLUTION IS INFEASIBLE"); + xfprintf(fp, "\n"); + xfprintf(fp, "End of output\n"); + xfflush(fp); + if (xferror(fp)) + { xprintf("Write error on `%s' - %s\n", fname, xerrmsg()); + ret = 1; + goto done; + } + ret = 0; +done: if (fp != NULL) xfclose(fp); + return ret; +} + +/*********************************************************************** +* NAME +* +* glp_read_mip - read MIP solution from text file +* +* SYNOPSIS +* +* int glp_read_mip(glp_prob *mip, const char *fname); +* +* DESCRIPTION +* +* The routine glp_read_mip reads MIP solution from a text file whose +* name is specified by the parameter fname into the problem object. +* +* For the file format see description of the routine glp_write_mip. +* +* RETURNS +* +* On success the routine returns zero, otherwise non-zero. */ + +int glp_read_mip(glp_prob *mip, const char *fname) +{ glp_data *data; + jmp_buf jump; + int i, j, k, ret = 0; + xprintf("Reading MIP solution from `%s'...\n", fname); + data = glp_sdf_open_file(fname); + if (data == NULL) + { ret = 1; + goto done; + } + if (setjmp(jump)) + { ret = 1; + goto done; + } + glp_sdf_set_jump(data, jump); + /* number of rows, number of columns */ + k = glp_sdf_read_int(data); + if (k != mip->m) + glp_sdf_error(data, "wrong number of rows\n"); + k = glp_sdf_read_int(data); + if (k != mip->n) + glp_sdf_error(data, "wrong number of columns\n"); + /* solution status, objective value */ + k = glp_sdf_read_int(data); + if (!(k == GLP_UNDEF || k == GLP_OPT || k == GLP_FEAS || + k == GLP_NOFEAS)) + glp_sdf_error(data, "invalid solution status\n"); + mip->mip_stat = k; + mip->mip_obj = glp_sdf_read_num(data); + /* rows (auxiliary variables) */ + for (i = 1; i <= mip->m; i++) + { GLPROW *row = mip->row[i]; + row->mipx = glp_sdf_read_num(data); + } + /* columns (structural variables) */ + for (j = 1; j <= mip->n; j++) + { GLPCOL *col = mip->col[j]; + col->mipx = glp_sdf_read_num(data); + if (col->kind == GLP_IV && col->mipx != floor(col->mipx)) + glp_sdf_error(data, "non-integer column value"); + } + xprintf("%d lines were read\n", glp_sdf_line(data)); +done: if (ret) mip->mip_stat = GLP_UNDEF; + if (data != NULL) glp_sdf_close_file(data); + return ret; +} + +/*********************************************************************** +* NAME +* +* glp_write_mip - write MIP solution to text file +* +* SYNOPSIS +* +* int glp_write_mip(glp_prob *mip, const char *fname); +* +* DESCRIPTION +* +* The routine glp_write_mip writes the current MIP solution to a text +* file whose name is specified by the parameter fname. This file can +* be read back with the routine glp_read_mip. +* +* RETURNS +* +* On success the routine returns zero, otherwise non-zero. +* +* FILE FORMAT +* +* The file created by the routine glp_write_sol is a plain text file, +* which contains the following information: +* +* m n +* stat obj_val +* r_val[1] +* . . . +* r_val[m] +* c_val[1] +* . . . +* c_val[n] +* +* where: +* m is the number of rows (auxiliary variables); +* n is the number of columns (structural variables); +* stat is the solution status (GLP_UNDEF = 1, GLP_FEAS = 2, +* GLP_NOFEAS = 4, or GLP_OPT = 5); +* obj_val is the objective value; +* r_val[i], i = 1,...,m, is the value of i-th row; +* c_val[j], j = 1,...,n, is the value of j-th column. */ + +int glp_write_mip(glp_prob *mip, const char *fname) +{ XFILE *fp; + int i, j, ret = 0; + xprintf("Writing MIP solution to `%s'...\n", fname); + fp = xfopen(fname, "w"); + if (fp == NULL) + { xprintf("Unable to create `%s' - %s\n", fname, xerrmsg()); + ret = 1; + goto done; + } + /* number of rows, number of columns */ + xfprintf(fp, "%d %d\n", mip->m, mip->n); + /* solution status, objective value */ + xfprintf(fp, "%d %.*g\n", mip->mip_stat, DBL_DIG, mip->mip_obj); + /* rows (auxiliary variables) */ + for (i = 1; i <= mip->m; i++) + xfprintf(fp, "%.*g\n", DBL_DIG, mip->row[i]->mipx); + /* columns (structural variables) */ + for (j = 1; j <= mip->n; j++) + xfprintf(fp, "%.*g\n", DBL_DIG, mip->col[j]->mipx); + xfflush(fp); + if (xferror(fp)) + { xprintf("Write error on `%s' - %s\n", fname, xerrmsg()); + ret = 1; + goto done; + } + xprintf("%d lines were written\n", 2 + mip->m + mip->n); +done: if (fp != NULL) xfclose(fp); + return ret; +} + +/* eof */