diff -r d59bea55db9b -r c445c931472f src/glpios.h --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/src/glpios.h Mon Dec 06 13:09:21 2010 +0100 @@ -0,0 +1,593 @@ +/* glpios.h (integer optimization suite) */ + +/*********************************************************************** +* 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 . +***********************************************************************/ + +#ifndef GLPIOS_H +#define GLPIOS_H + +#define GLP_TREE_DEFINED +typedef struct glp_tree glp_tree; + +#include "glpapi.h" + +typedef struct IOSLOT IOSLOT; +typedef struct IOSNPD IOSNPD; +typedef struct IOSBND IOSBND; +typedef struct IOSTAT IOSTAT; +typedef struct IOSROW IOSROW; +typedef struct IOSAIJ IOSAIJ; +typedef struct IOSPOOL IOSPOOL; +typedef struct IOSCUT IOSCUT; + +struct glp_tree +{ /* branch-and-bound tree */ + int magic; + /* magic value used for debugging */ + DMP *pool; + /* memory pool to store all IOS components */ + int n; + /* number of columns (variables) */ + /*--------------------------------------------------------------*/ + /* problem components corresponding to the original MIP and its + LP relaxation (used to restore the original problem object on + exit from the solver) */ + int orig_m; + /* number of rows */ + unsigned char *orig_type; /* uchar orig_type[1+orig_m+n]; */ + /* types of all variables */ + double *orig_lb; /* double orig_lb[1+orig_m+n]; */ + /* lower bounds of all variables */ + double *orig_ub; /* double orig_ub[1+orig_m+n]; */ + /* upper bounds of all variables */ + unsigned char *orig_stat; /* uchar orig_stat[1+orig_m+n]; */ + /* statuses of all variables */ + double *orig_prim; /* double orig_prim[1+orig_m+n]; */ + /* primal values of all variables */ + double *orig_dual; /* double orig_dual[1+orig_m+n]; */ + /* dual values of all variables */ + double orig_obj; + /* optimal objective value for LP relaxation */ + /*--------------------------------------------------------------*/ + /* branch-and-bound tree */ + int nslots; + /* length of the array of slots (enlarged automatically) */ + int avail; + /* index of the first free slot; 0 means all slots are in use */ + IOSLOT *slot; /* IOSLOT slot[1+nslots]; */ + /* array of slots: + slot[0] is not used; + slot[p], 1 <= p <= nslots, either contains a pointer to some + node of the branch-and-bound tree, in which case p is used on + API level as the reference number of corresponding subproblem, + or is free; all free slots are linked into single linked list; + slot[1] always contains a pointer to the root node (it is free + only if the tree is empty) */ + IOSNPD *head; + /* pointer to the head of the active list */ + IOSNPD *tail; + /* pointer to the tail of the active list */ + /* the active list is a doubly linked list of active subproblems + which correspond to leaves of the tree; all subproblems in the + active list are ordered chronologically (each a new subproblem + is always added to the tail of the list) */ + int a_cnt; + /* current number of active nodes (including the current one) */ + int n_cnt; + /* current number of all (active and inactive) nodes */ + int t_cnt; + /* total number of nodes including those which have been already + removed from the tree; this count is increased by one whenever + a new node is created and never decreased */ + /*--------------------------------------------------------------*/ + /* problem components corresponding to the root subproblem */ + int root_m; + /* number of rows */ + unsigned char *root_type; /* uchar root_type[1+root_m+n]; */ + /* types of all variables */ + double *root_lb; /* double root_lb[1+root_m+n]; */ + /* lower bounds of all variables */ + double *root_ub; /* double root_ub[1+root_m+n]; */ + /* upper bounds of all variables */ + unsigned char *root_stat; /* uchar root_stat[1+root_m+n]; */ + /* statuses of all variables */ + /*--------------------------------------------------------------*/ + /* current subproblem and its LP relaxation */ + IOSNPD *curr; + /* pointer to the current subproblem (which can be only active); + NULL means the current subproblem does not exist */ + glp_prob *mip; + /* original problem object passed to the solver; if the current + subproblem exists, its LP segment corresponds to LP relaxation + of the current subproblem; if the current subproblem does not + exist, its LP segment corresponds to LP relaxation of the root + subproblem (note that the root subproblem may differ from the + original MIP, because it may be preprocessed and/or may have + additional rows) */ + unsigned char *non_int; /* uchar non_int[1+n]; */ + /* these column flags are set each time when LP relaxation of the + current subproblem has been solved; + non_int[0] is not used; + non_int[j], 1 <= j <= n, is j-th column flag; if this flag is + set, corresponding variable is required to be integer, but its + value in basic solution is fractional */ + /*--------------------------------------------------------------*/ + /* problem components corresponding to the parent (predecessor) + subproblem for the current subproblem; used to inspect changes + on freezing the current subproblem */ + int pred_m; + /* number of rows */ + int pred_max; + /* length of the following four arrays (enlarged automatically), + pred_max >= pred_m + n */ + unsigned char *pred_type; /* uchar pred_type[1+pred_m+n]; */ + /* types of all variables */ + double *pred_lb; /* double pred_lb[1+pred_m+n]; */ + /* lower bounds of all variables */ + double *pred_ub; /* double pred_ub[1+pred_m+n]; */ + /* upper bounds of all variables */ + unsigned char *pred_stat; /* uchar pred_stat[1+pred_m+n]; */ + /* statuses of all variables */ + /****************************************************************/ + /* built-in cut generators segment */ + IOSPOOL *local; + /* local cut pool */ + void *mir_gen; + /* pointer to working area used by the MIR cut generator */ + void *clq_gen; + /* pointer to working area used by the clique cut generator */ + /*--------------------------------------------------------------*/ + void *pcost; + /* pointer to working area used on pseudocost branching */ + int *iwrk; /* int iwrk[1+n]; */ + /* working array */ + double *dwrk; /* double dwrk[1+n]; */ + /* working array */ + /*--------------------------------------------------------------*/ + /* control parameters and statistics */ + const glp_iocp *parm; + /* copy of control parameters passed to the solver */ + glp_long tm_beg; + /* starting time of the search, in seconds; the total time of the + search is the difference between xtime() and tm_beg */ + glp_long tm_lag; + /* the most recent time, in seconds, at which the progress of the + the search was displayed */ + int sol_cnt; + /* number of integer feasible solutions found */ + /*--------------------------------------------------------------*/ + /* advanced solver interface */ + int reason; + /* flag indicating the reason why the callback routine is being + called (see glpk.h) */ + int stop; + /* flag indicating that the callback routine requires premature + termination of the search */ + int next_p; + /* reference number of active subproblem selected to continue + the search; 0 means no subproblem has been selected */ + int reopt; + /* flag indicating that the current LP relaxation needs to be + re-optimized */ + int reinv; + /* flag indicating that some (non-active) rows were removed from + the current LP relaxation, so if there no new rows appear, the + basis must be re-factorized */ + int br_var; + /* the number of variable chosen to branch on */ + int br_sel; + /* flag indicating which branch (subproblem) is suggested to be + selected to continue the search: + GLP_DN_BRNCH - select down-branch + GLP_UP_BRNCH - select up-branch + GLP_NO_BRNCH - use general selection technique */ + int child; + /* subproblem reference number corresponding to br_sel */ +}; + +struct IOSLOT +{ /* node subproblem slot */ + IOSNPD *node; + /* pointer to subproblem descriptor; NULL means free slot */ + int next; + /* index of another free slot (only if this slot is free) */ +}; + +struct IOSNPD +{ /* node subproblem descriptor */ + int p; + /* subproblem reference number (it is the index to corresponding + slot, i.e. slot[p] points to this descriptor) */ + IOSNPD *up; + /* pointer to the parent subproblem; NULL means this node is the + root of the tree, in which case p = 1 */ + int level; + /* node level (the root node has level 0) */ + int count; + /* if count = 0, this subproblem is active; if count > 0, this + subproblem is inactive, in which case count is the number of + its child subproblems */ + /* the following three linked lists are destroyed on reviving and + built anew on freezing the subproblem: */ + IOSBND *b_ptr; + /* linked list of rows and columns of the parent subproblem whose + types and bounds were changed */ + IOSTAT *s_ptr; + /* linked list of rows and columns of the parent subproblem whose + statuses were changed */ + IOSROW *r_ptr; + /* linked list of rows (cuts) added to the parent subproblem */ + int solved; + /* how many times LP relaxation of this subproblem was solved; + for inactive subproblem this count is always non-zero; + for active subproblem, which is not current, this count may be + non-zero, if the subproblem was temporarily suspended */ + double lp_obj; + /* optimal objective value to LP relaxation of this subproblem; + on creating a subproblem this value is inherited from its + parent; for the root subproblem, which has no parent, this + value is initially set to -DBL_MAX (minimization) or +DBL_MAX + (maximization); each time the subproblem is re-optimized, this + value is appropriately changed */ + double bound; + /* local lower (minimization) or upper (maximization) bound for + integer optimal solution to *this* subproblem; this bound is + local in the sense that only subproblems in the subtree rooted + at this node cannot have better integer feasible solutions; + on creating a subproblem its local bound is inherited from its + parent and then can be made stronger (never weaker); for the + root subproblem its local bound is initially set to -DBL_MAX + (minimization) or +DBL_MAX (maximization) and then improved as + the root LP relaxation has been solved */ + /* the following two quantities are defined only if LP relaxation + of this subproblem was solved at least once (solved > 0): */ + int ii_cnt; + /* number of integer variables whose value in optimal solution to + LP relaxation of this subproblem is fractional */ + double ii_sum; + /* sum of integer infeasibilities */ +#if 1 /* 30/XI-2009 */ + int changed; + /* how many times this subproblem was re-formulated (by adding + cutting plane constraints) */ +#endif + int br_var; + /* ordinal number of branching variable, 1 <= br_var <= n, used + to split this subproblem; 0 means that either this subproblem + is active or branching was made on a constraint */ + double br_val; + /* (fractional) value of branching variable in optimal solution + to final LP relaxation of this subproblem */ + void *data; /* char data[tree->cb_size]; */ + /* pointer to the application-specific data */ + IOSNPD *temp; + /* working pointer used by some routines */ + IOSNPD *prev; + /* pointer to previous subproblem in the active list */ + IOSNPD *next; + /* pointer to next subproblem in the active list */ +}; + +struct IOSBND +{ /* bounds change entry */ + int k; + /* ordinal number of corresponding row (1 <= k <= m) or column + (m+1 <= k <= m+n), where m and n are the number of rows and + columns, resp., in the parent subproblem */ + unsigned char type; + /* new type */ + double lb; + /* new lower bound */ + double ub; + /* new upper bound */ + IOSBND *next; + /* pointer to next entry for the same subproblem */ +}; + +struct IOSTAT +{ /* status change entry */ + int k; + /* ordinal number of corresponding row (1 <= k <= m) or column + (m+1 <= k <= m+n), where m and n are the number of rows and + columns, resp., in the parent subproblem */ + unsigned char stat; + /* new status */ + IOSTAT *next; + /* pointer to next entry for the same subproblem */ +}; + +struct IOSROW +{ /* row (constraint) addition entry */ + char *name; + /* row name or NULL */ + unsigned char origin; + /* row origin flag (see glp_attr.origin) */ + unsigned char klass; + /* row class descriptor (see glp_attr.klass) */ + unsigned char type; + /* row type (GLP_LO, GLP_UP, etc.) */ + double lb; + /* row lower bound */ + double ub; + /* row upper bound */ + IOSAIJ *ptr; + /* pointer to the row coefficient list */ + double rii; + /* row scale factor */ + unsigned char stat; + /* row status (GLP_BS, GLP_NL, etc.) */ + IOSROW *next; + /* pointer to next entry for the same subproblem */ +}; + +struct IOSAIJ +{ /* constraint coefficient */ + int j; + /* variable (column) number, 1 <= j <= n */ + double val; + /* non-zero coefficient value */ + IOSAIJ *next; + /* pointer to next coefficient for the same row */ +}; + +struct IOSPOOL +{ /* cut pool */ + int size; + /* pool size = number of cuts in the pool */ + IOSCUT *head; + /* pointer to the first cut */ + IOSCUT *tail; + /* pointer to the last cut */ + int ord; + /* ordinal number of the current cut, 1 <= ord <= size */ + IOSCUT *curr; + /* pointer to the current cut */ +}; + +struct IOSCUT +{ /* cut (cutting plane constraint) */ + char *name; + /* cut name or NULL */ + unsigned char klass; + /* cut class descriptor (see glp_attr.klass) */ + IOSAIJ *ptr; + /* pointer to the cut coefficient list */ + unsigned char type; + /* cut type: + GLP_LO: sum a[j] * x[j] >= b + GLP_UP: sum a[j] * x[j] <= b + GLP_FX: sum a[j] * x[j] = b */ + double rhs; + /* cut right-hand side */ + IOSCUT *prev; + /* pointer to previous cut */ + IOSCUT *next; + /* pointer to next cut */ +}; + +#define ios_create_tree _glp_ios_create_tree +glp_tree *ios_create_tree(glp_prob *mip, const glp_iocp *parm); +/* create branch-and-bound tree */ + +#define ios_revive_node _glp_ios_revive_node +void ios_revive_node(glp_tree *tree, int p); +/* revive specified subproblem */ + +#define ios_freeze_node _glp_ios_freeze_node +void ios_freeze_node(glp_tree *tree); +/* freeze current subproblem */ + +#define ios_clone_node _glp_ios_clone_node +void ios_clone_node(glp_tree *tree, int p, int nnn, int ref[]); +/* clone specified subproblem */ + +#define ios_delete_node _glp_ios_delete_node +void ios_delete_node(glp_tree *tree, int p); +/* delete specified subproblem */ + +#define ios_delete_tree _glp_ios_delete_tree +void ios_delete_tree(glp_tree *tree); +/* delete branch-and-bound tree */ + +#define ios_eval_degrad _glp_ios_eval_degrad +void ios_eval_degrad(glp_tree *tree, int j, double *dn, double *up); +/* estimate obj. degrad. for down- and up-branches */ + +#define ios_round_bound _glp_ios_round_bound +double ios_round_bound(glp_tree *tree, double bound); +/* improve local bound by rounding */ + +#define ios_is_hopeful _glp_ios_is_hopeful +int ios_is_hopeful(glp_tree *tree, double bound); +/* check if subproblem is hopeful */ + +#define ios_best_node _glp_ios_best_node +int ios_best_node(glp_tree *tree); +/* find active node with best local bound */ + +#define ios_relative_gap _glp_ios_relative_gap +double ios_relative_gap(glp_tree *tree); +/* compute relative mip gap */ + +#define ios_solve_node _glp_ios_solve_node +int ios_solve_node(glp_tree *tree); +/* solve LP relaxation of current subproblem */ + +#define ios_create_pool _glp_ios_create_pool +IOSPOOL *ios_create_pool(glp_tree *tree); +/* create cut pool */ + +#define ios_add_row _glp_ios_add_row +int ios_add_row(glp_tree *tree, IOSPOOL *pool, + const char *name, int klass, int flags, int len, const int ind[], + const double val[], int type, double rhs); +/* add row (constraint) to the cut pool */ + +#define ios_find_row _glp_ios_find_row +IOSCUT *ios_find_row(IOSPOOL *pool, int i); +/* find row (constraint) in the cut pool */ + +#define ios_del_row _glp_ios_del_row +void ios_del_row(glp_tree *tree, IOSPOOL *pool, int i); +/* remove row (constraint) from the cut pool */ + +#define ios_clear_pool _glp_ios_clear_pool +void ios_clear_pool(glp_tree *tree, IOSPOOL *pool); +/* remove all rows (constraints) from the cut pool */ + +#define ios_delete_pool _glp_ios_delete_pool +void ios_delete_pool(glp_tree *tree, IOSPOOL *pool); +/* delete cut pool */ + +#define ios_preprocess_node _glp_ios_preprocess_node +int ios_preprocess_node(glp_tree *tree, int max_pass); +/* preprocess current subproblem */ + +#define ios_driver _glp_ios_driver +int ios_driver(glp_tree *tree); +/* branch-and-bound driver */ + +/**********************************************************************/ + +typedef struct IOSVEC IOSVEC; + +struct IOSVEC +{ /* sparse vector v = (v[j]) */ + int n; + /* dimension, n >= 0 */ + int nnz; + /* number of non-zero components, 0 <= nnz <= n */ + int *pos; /* int pos[1+n]; */ + /* pos[j] = k, 1 <= j <= n, is position of (non-zero) v[j] in the + arrays ind and val, where 1 <= k <= nnz; pos[j] = 0 means that + v[j] is structural zero */ + int *ind; /* int ind[1+n]; */ + /* ind[k] = j, 1 <= k <= nnz, is index of v[j] */ + double *val; /* double val[1+n]; */ + /* val[k], 1 <= k <= nnz, is a numeric value of v[j] */ +}; + +#define ios_create_vec _glp_ios_create_vec +IOSVEC *ios_create_vec(int n); +/* create sparse vector */ + +#define ios_check_vec _glp_ios_check_vec +void ios_check_vec(IOSVEC *v); +/* check that sparse vector has correct representation */ + +#define ios_get_vj _glp_ios_get_vj +double ios_get_vj(IOSVEC *v, int j); +/* retrieve component of sparse vector */ + +#define ios_set_vj _glp_ios_set_vj +void ios_set_vj(IOSVEC *v, int j, double val); +/* set/change component of sparse vector */ + +#define ios_clear_vec _glp_ios_clear_vec +void ios_clear_vec(IOSVEC *v); +/* set all components of sparse vector to zero */ + +#define ios_clean_vec _glp_ios_clean_vec +void ios_clean_vec(IOSVEC *v, double eps); +/* remove zero or small components from sparse vector */ + +#define ios_copy_vec _glp_ios_copy_vec +void ios_copy_vec(IOSVEC *x, IOSVEC *y); +/* copy sparse vector (x := y) */ + +#define ios_linear_comb _glp_ios_linear_comb +void ios_linear_comb(IOSVEC *x, double a, IOSVEC *y); +/* compute linear combination (x := x + a * y) */ + +#define ios_delete_vec _glp_ios_delete_vec +void ios_delete_vec(IOSVEC *v); +/* delete sparse vector */ + +/**********************************************************************/ + +#define ios_gmi_gen _glp_ios_gmi_gen +void ios_gmi_gen(glp_tree *tree); +/* generate Gomory's mixed integer cuts */ + +#define ios_mir_init _glp_ios_mir_init +void *ios_mir_init(glp_tree *tree); +/* initialize MIR cut generator */ + +#define ios_mir_gen _glp_ios_mir_gen +void ios_mir_gen(glp_tree *tree, void *gen); +/* generate MIR cuts */ + +#define ios_mir_term _glp_ios_mir_term +void ios_mir_term(void *gen); +/* terminate MIR cut generator */ + +#define ios_cov_gen _glp_ios_cov_gen +void ios_cov_gen(glp_tree *tree); +/* generate mixed cover cuts */ + +#define ios_clq_init _glp_ios_clq_init +void *ios_clq_init(glp_tree *tree); +/* initialize clique cut generator */ + +#define ios_clq_gen _glp_ios_clq_gen +void ios_clq_gen(glp_tree *tree, void *gen); +/* generate clique cuts */ + +#define ios_clq_term _glp_ios_clq_term +void ios_clq_term(void *gen); +/* terminate clique cut generator */ + +#define ios_pcost_init _glp_ios_pcost_init +void *ios_pcost_init(glp_tree *tree); +/* initialize working data used on pseudocost branching */ + +#define ios_pcost_branch _glp_ios_pcost_branch +int ios_pcost_branch(glp_tree *T, int *next); +/* choose branching variable with pseudocost branching */ + +#define ios_pcost_update _glp_ios_pcost_update +void ios_pcost_update(glp_tree *tree); +/* update history information for pseudocost branching */ + +#define ios_pcost_free _glp_ios_pcost_free +void ios_pcost_free(glp_tree *tree); +/* free working area used on pseudocost branching */ + +#define ios_feas_pump _glp_ios_feas_pump +void ios_feas_pump(glp_tree *T); +/* feasibility pump heuristic */ + +#define ios_process_cuts _glp_ios_process_cuts +void ios_process_cuts(glp_tree *T); +/* process cuts stored in the local cut pool */ + +#define ios_choose_node _glp_ios_choose_node +int ios_choose_node(glp_tree *T); +/* select subproblem to continue the search */ + +#define ios_choose_var _glp_ios_choose_var +int ios_choose_var(glp_tree *T, int *next); +/* select variable to branch on */ + +#endif + +/* eof */