lemon/cplex.cc
author Balazs Dezso <deba@inf.elte.hu>
Mon, 23 Feb 2009 22:54:25 +0100
changeset 525 0fec6a017ead
parent 461 08d495d48089
child 528 9db62975c32b
permissions -rw-r--r--
Fix GLPK tests (#213)
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/* -*- mode: C++; indent-tabs-mode: nil; -*-
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 *
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 * This file is a part of LEMON, a generic C++ optimization library.
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 *
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 * Copyright (C) 2003-2008
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 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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 * (Egervary Research Group on Combinatorial Optimization, EGRES).
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 *
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 * Permission to use, modify and distribute this software is granted
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 * provided that this copyright notice appears in all copies. For
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 * precise terms see the accompanying LICENSE file.
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 *
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 * This software is provided "AS IS" with no warranty of any kind,
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 * express or implied, and with no claim as to its suitability for any
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 * purpose.
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 *
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 */
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#include <iostream>
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#include <vector>
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#include <cstring>
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#include <lemon/cplex.h>
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extern "C" {
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#include <ilcplex/cplex.h>
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}
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///\file
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///\brief Implementation of the LEMON-CPLEX lp solver interface.
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namespace lemon {
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  CplexEnv::LicenseError::LicenseError(int status) {
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    if (!CPXgeterrorstring(0, status, _message)) {
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      std::strcpy(_message, "Cplex unknown error");
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    }
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  }
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  CplexEnv::CplexEnv() {
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    int status;
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    _cnt = new int;
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    _env = CPXopenCPLEX(&status);
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    if (_env == 0) {
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      delete _cnt;
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      _cnt = 0;
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      throw LicenseError(status);
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    }
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  }
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  CplexEnv::CplexEnv(const CplexEnv& other) {
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    _env = other._env;
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    _cnt = other._cnt;
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    ++(*_cnt);
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  }
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  CplexEnv& CplexEnv::operator=(const CplexEnv& other) {
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    _env = other._env;
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    _cnt = other._cnt;
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    ++(*_cnt);
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    return *this;
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  }
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  CplexEnv::~CplexEnv() {
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    --(*_cnt);
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    if (*_cnt == 0) {
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      delete _cnt;
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      CPXcloseCPLEX(&_env);
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    }
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  }
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  CplexBase::CplexBase() : LpBase() {
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    int status;
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    _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem");
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  }
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  CplexBase::CplexBase(const CplexEnv& env)
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    : LpBase(), _env(env) {
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    int status;
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    _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem");
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  }
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  CplexBase::CplexBase(const CplexBase& cplex)
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    : LpBase() {
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    int status;
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    _prob = CPXcloneprob(cplexEnv(), cplex._prob, &status);
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    rows = cplex.rows;
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    cols = cplex.cols;
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  }
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  CplexBase::~CplexBase() {
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    CPXfreeprob(cplexEnv(),&_prob);
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  }
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  int CplexBase::_addCol() {
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    int i = CPXgetnumcols(cplexEnv(), _prob);
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    double lb = -INF, ub = INF;
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    CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0);
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    return i;
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  }
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  int CplexBase::_addRow() {
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    int i = CPXgetnumrows(cplexEnv(), _prob);
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    const double ub = INF;
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    const char s = 'L';
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    CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0);
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    return i;
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  }
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  void CplexBase::_eraseCol(int i) {
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    CPXdelcols(cplexEnv(), _prob, i, i);
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  }
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  void CplexBase::_eraseRow(int i) {
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    CPXdelrows(cplexEnv(), _prob, i, i);
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  }
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  void CplexBase::_eraseColId(int i) {
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    cols.eraseIndex(i);
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    cols.shiftIndices(i);
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  }
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  void CplexBase::_eraseRowId(int i) {
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    rows.eraseIndex(i);
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    rows.shiftIndices(i);
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  }
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  void CplexBase::_getColName(int col, std::string &name) const {
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    int size;
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    CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col);
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    if (size == 0) {
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      name.clear();
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      return;
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    }
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    size *= -1;
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    std::vector<char> buf(size);
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    char *cname;
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    int tmp;
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    CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size,
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                  &tmp, col, col);
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    name = cname;
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  }
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  void CplexBase::_setColName(int col, const std::string &name) {
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    char *cname;
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    cname = const_cast<char*>(name.c_str());
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    CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname);
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  }
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  int CplexBase::_colByName(const std::string& name) const {
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    int index;
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    if (CPXgetcolindex(cplexEnv(), _prob,
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                       const_cast<char*>(name.c_str()), &index) == 0) {
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      return index;
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    }
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    return -1;
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  }
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  void CplexBase::_getRowName(int row, std::string &name) const {
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    int size;
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    CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row);
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    if (size == 0) {
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      name.clear();
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      return;
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    }
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    size *= -1;
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    std::vector<char> buf(size);
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    char *cname;
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    int tmp;
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    CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size,
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                  &tmp, row, row);
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    name = cname;
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  }
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  void CplexBase::_setRowName(int row, const std::string &name) {
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    char *cname;
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    cname = const_cast<char*>(name.c_str());
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    CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname);
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  }
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  int CplexBase::_rowByName(const std::string& name) const {
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    int index;
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    if (CPXgetrowindex(cplexEnv(), _prob,
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                       const_cast<char*>(name.c_str()), &index) == 0) {
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      return index;
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    }
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    return -1;
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  }
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  void CplexBase::_setRowCoeffs(int i, ExprIterator b,
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                                      ExprIterator e)
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  {
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    std::vector<int> indices;
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    std::vector<int> rowlist;
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    std::vector<Value> values;
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    for(ExprIterator it=b; it!=e; ++it) {
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      indices.push_back(it->first);
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      values.push_back(it->second);
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      rowlist.push_back(i);
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    }
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    CPXchgcoeflist(cplexEnv(), _prob, values.size(),
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                   &rowlist.front(), &indices.front(), &values.front());
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  }
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  void CplexBase::_getRowCoeffs(int i, InsertIterator b) const {
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    int tmp1, tmp2, tmp3, length;
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    CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i);
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    length = -length;
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    std::vector<int> indices(length);
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    std::vector<double> values(length);
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    CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2,
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               &indices.front(), &values.front(),
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               length, &tmp3, i, i);
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    for (int i = 0; i < length; ++i) {
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      *b = std::make_pair(indices[i], values[i]);
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      ++b;
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    }
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  }
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  void CplexBase::_setColCoeffs(int i, ExprIterator b, ExprIterator e) {
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    std::vector<int> indices;
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    std::vector<int> collist;
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    std::vector<Value> values;
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    for(ExprIterator it=b; it!=e; ++it) {
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      indices.push_back(it->first);
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      values.push_back(it->second);
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      collist.push_back(i);
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    }
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    CPXchgcoeflist(cplexEnv(), _prob, values.size(),
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                   &indices.front(), &collist.front(), &values.front());
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  }
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  void CplexBase::_getColCoeffs(int i, InsertIterator b) const {
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    int tmp1, tmp2, tmp3, length;
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    CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i);
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    length = -length;
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    std::vector<int> indices(length);
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    std::vector<double> values(length);
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    CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2,
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               &indices.front(), &values.front(),
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               length, &tmp3, i, i);
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    for (int i = 0; i < length; ++i) {
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      *b = std::make_pair(indices[i], values[i]);
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      ++b;
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    }
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  }
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  void CplexBase::_setCoeff(int row, int col, Value value) {
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    CPXchgcoef(cplexEnv(), _prob, row, col, value);
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  }
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  CplexBase::Value CplexBase::_getCoeff(int row, int col) const {
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    CplexBase::Value value;
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    CPXgetcoef(cplexEnv(), _prob, row, col, &value);
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    return value;
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  }
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  void CplexBase::_setColLowerBound(int i, Value value) {
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    const char s = 'L';
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    CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value);
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  }
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  CplexBase::Value CplexBase::_getColLowerBound(int i) const {
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    CplexBase::Value res;
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    CPXgetlb(cplexEnv(), _prob, &res, i, i);
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    return res <= -CPX_INFBOUND ? -INF : res;
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  }
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  void CplexBase::_setColUpperBound(int i, Value value)
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  {
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    const char s = 'U';
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    CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value);
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  }
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  CplexBase::Value CplexBase::_getColUpperBound(int i) const {
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    CplexBase::Value res;
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    CPXgetub(cplexEnv(), _prob, &res, i, i);
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    return res >= CPX_INFBOUND ? INF : res;
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  }
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  CplexBase::Value CplexBase::_getRowLowerBound(int i) const {
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    char s;
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    CPXgetsense(cplexEnv(), _prob, &s, i, i);
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    CplexBase::Value res;
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    switch (s) {
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    case 'G':
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    case 'R':
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    case 'E':
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      CPXgetrhs(cplexEnv(), _prob, &res, i, i);
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      return res <= -CPX_INFBOUND ? -INF : res;
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    default:
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      return -INF;
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    }
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  }
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  CplexBase::Value CplexBase::_getRowUpperBound(int i) const {
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    char s;
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    CPXgetsense(cplexEnv(), _prob, &s, i, i);
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    CplexBase::Value res;
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    switch (s) {
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    case 'L':
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    case 'E':
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      CPXgetrhs(cplexEnv(), _prob, &res, i, i);
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      return res >= CPX_INFBOUND ? INF : res;
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    case 'R':
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      CPXgetrhs(cplexEnv(), _prob, &res, i, i);
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      {
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        double rng;
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        CPXgetrngval(cplexEnv(), _prob, &rng, i, i);
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        res += rng;
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      }
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      return res >= CPX_INFBOUND ? INF : res;
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    default:
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      return INF;
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    }
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  }
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  //This is easier to implement
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  void CplexBase::_set_row_bounds(int i, Value lb, Value ub) {
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    if (lb == -INF) {
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      const char s = 'L';
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      CPXchgsense(cplexEnv(), _prob, 1, &i, &s);
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      CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub);
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    } else if (ub == INF) {
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      const char s = 'G';
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      CPXchgsense(cplexEnv(), _prob, 1, &i, &s);
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      CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb);
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    } else if (lb == ub){
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      const char s = 'E';
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      CPXchgsense(cplexEnv(), _prob, 1, &i, &s);
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      CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb);
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    } else {
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      const char s = 'R';
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      CPXchgsense(cplexEnv(), _prob, 1, &i, &s);
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      CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb);
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      double len = ub - lb;
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      CPXchgrngval(cplexEnv(), _prob, 1, &i, &len);
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    }
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  }
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  void CplexBase::_setRowLowerBound(int i, Value lb)
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  {
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    LEMON_ASSERT(lb != INF, "Invalid bound");
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    _set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i));
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  }
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  void CplexBase::_setRowUpperBound(int i, Value ub)
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  {
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    LEMON_ASSERT(ub != -INF, "Invalid bound");
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    _set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub);
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  }
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  void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e)
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  {
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    std::vector<int> indices;
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    std::vector<Value> values;
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    for(ExprIterator it=b; it!=e; ++it) {
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      indices.push_back(it->first);
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      values.push_back(it->second);
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    }
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    CPXchgobj(cplexEnv(), _prob, values.size(),
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              &indices.front(), &values.front());
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  }
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  void CplexBase::_getObjCoeffs(InsertIterator b) const
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  {
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    int num = CPXgetnumcols(cplexEnv(), _prob);
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    std::vector<Value> x(num);
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    CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1);
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    for (int i = 0; i < num; ++i) {
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      if (x[i] != 0.0) {
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        *b = std::make_pair(i, x[i]);
alpar@461
   393
        ++b;
alpar@461
   394
      }
alpar@461
   395
    }
alpar@461
   396
  }
alpar@461
   397
alpar@461
   398
  void CplexBase::_setObjCoeff(int i, Value obj_coef)
alpar@461
   399
  {
alpar@461
   400
    CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef);
alpar@461
   401
  }
alpar@461
   402
alpar@461
   403
  CplexBase::Value CplexBase::_getObjCoeff(int i) const
alpar@461
   404
  {
alpar@461
   405
    Value x;
alpar@461
   406
    CPXgetobj(cplexEnv(), _prob, &x, i, i);
alpar@461
   407
    return x;
alpar@461
   408
  }
alpar@461
   409
alpar@461
   410
  void CplexBase::_setSense(CplexBase::Sense sense) {
alpar@461
   411
    switch (sense) {
alpar@461
   412
    case MIN:
alpar@461
   413
      CPXchgobjsen(cplexEnv(), _prob, CPX_MIN);
alpar@461
   414
      break;
alpar@461
   415
    case MAX:
alpar@461
   416
      CPXchgobjsen(cplexEnv(), _prob, CPX_MAX);
alpar@461
   417
      break;
alpar@461
   418
    }
alpar@461
   419
  }
alpar@461
   420
alpar@461
   421
  CplexBase::Sense CplexBase::_getSense() const {
alpar@461
   422
    switch (CPXgetobjsen(cplexEnv(), _prob)) {
alpar@461
   423
    case CPX_MIN:
alpar@461
   424
      return MIN;
alpar@461
   425
    case CPX_MAX:
alpar@461
   426
      return MAX;
alpar@461
   427
    default:
alpar@461
   428
      LEMON_ASSERT(false, "Invalid sense");
alpar@461
   429
      return CplexBase::Sense();
alpar@461
   430
    }
alpar@461
   431
  }
alpar@461
   432
alpar@461
   433
  void CplexBase::_clear() {
alpar@461
   434
    CPXfreeprob(cplexEnv(),&_prob);
alpar@461
   435
    int status;
alpar@461
   436
    _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem");
alpar@461
   437
    rows.clear();
alpar@461
   438
    cols.clear();
alpar@461
   439
  }
alpar@461
   440
alpar@462
   441
  // CplexLp members
alpar@461
   442
alpar@462
   443
  CplexLp::CplexLp()
alpar@461
   444
    : LpBase(), CplexBase(), LpSolver() {}
alpar@461
   445
alpar@462
   446
  CplexLp::CplexLp(const CplexEnv& env)
alpar@461
   447
    : LpBase(), CplexBase(env), LpSolver() {}
alpar@461
   448
alpar@462
   449
  CplexLp::CplexLp(const CplexLp& other)
alpar@461
   450
    : LpBase(), CplexBase(other), LpSolver() {}
alpar@461
   451
alpar@462
   452
  CplexLp::~CplexLp() {}
alpar@461
   453
alpar@462
   454
  CplexLp* CplexLp::_newSolver() const { return new CplexLp; }
alpar@462
   455
  CplexLp* CplexLp::_cloneSolver() const {return new CplexLp(*this); }
alpar@461
   456
alpar@462
   457
  const char* CplexLp::_solverName() const { return "CplexLp"; }
alpar@461
   458
alpar@462
   459
  void CplexLp::_clear_temporals() {
alpar@461
   460
    _col_status.clear();
alpar@461
   461
    _row_status.clear();
alpar@461
   462
    _primal_ray.clear();
alpar@461
   463
    _dual_ray.clear();
alpar@461
   464
  }
alpar@461
   465
alpar@461
   466
  // The routine returns zero unless an error occurred during the
alpar@461
   467
  // optimization. Examples of errors include exhausting available
alpar@461
   468
  // memory (CPXERR_NO_MEMORY) or encountering invalid data in the
alpar@461
   469
  // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a
alpar@461
   470
  // user-specified CPLEX limit, or proving the model infeasible or
alpar@461
   471
  // unbounded, are not considered errors. Note that a zero return
alpar@461
   472
  // value does not necessarily mean that a solution exists. Use query
alpar@461
   473
  // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain
alpar@461
   474
  // further information about the status of the optimization.
alpar@462
   475
  CplexLp::SolveExitStatus CplexLp::convertStatus(int status) {
alpar@461
   476
#if CPX_VERSION >= 800
alpar@461
   477
    if (status == 0) {
alpar@461
   478
      switch (CPXgetstat(cplexEnv(), _prob)) {
alpar@461
   479
      case CPX_STAT_OPTIMAL:
alpar@461
   480
      case CPX_STAT_INFEASIBLE:
alpar@461
   481
      case CPX_STAT_UNBOUNDED:
alpar@461
   482
        return SOLVED;
alpar@461
   483
      default:
alpar@461
   484
        return UNSOLVED;
alpar@461
   485
      }
alpar@461
   486
    } else {
alpar@461
   487
      return UNSOLVED;
alpar@461
   488
    }
alpar@461
   489
#else
alpar@461
   490
    if (status == 0) {
alpar@461
   491
      //We want to exclude some cases
alpar@461
   492
      switch (CPXgetstat(cplexEnv(), _prob)) {
alpar@461
   493
      case CPX_OBJ_LIM:
alpar@461
   494
      case CPX_IT_LIM_FEAS:
alpar@461
   495
      case CPX_IT_LIM_INFEAS:
alpar@461
   496
      case CPX_TIME_LIM_FEAS:
alpar@461
   497
      case CPX_TIME_LIM_INFEAS:
alpar@461
   498
        return UNSOLVED;
alpar@461
   499
      default:
alpar@461
   500
        return SOLVED;
alpar@461
   501
      }
alpar@461
   502
    } else {
alpar@461
   503
      return UNSOLVED;
alpar@461
   504
    }
alpar@461
   505
#endif
alpar@461
   506
  }
alpar@461
   507
alpar@462
   508
  CplexLp::SolveExitStatus CplexLp::_solve() {
alpar@461
   509
    _clear_temporals();
alpar@461
   510
    return convertStatus(CPXlpopt(cplexEnv(), _prob));
alpar@461
   511
  }
alpar@461
   512
alpar@462
   513
  CplexLp::SolveExitStatus CplexLp::solvePrimal() {
alpar@461
   514
    _clear_temporals();
alpar@461
   515
    return convertStatus(CPXprimopt(cplexEnv(), _prob));
alpar@461
   516
  }
alpar@461
   517
alpar@462
   518
  CplexLp::SolveExitStatus CplexLp::solveDual() {
alpar@461
   519
    _clear_temporals();
alpar@461
   520
    return convertStatus(CPXdualopt(cplexEnv(), _prob));
alpar@461
   521
  }
alpar@461
   522
alpar@462
   523
  CplexLp::SolveExitStatus CplexLp::solveBarrier() {
alpar@461
   524
    _clear_temporals();
alpar@461
   525
    return convertStatus(CPXbaropt(cplexEnv(), _prob));
alpar@461
   526
  }
alpar@461
   527
alpar@462
   528
  CplexLp::Value CplexLp::_getPrimal(int i) const {
alpar@461
   529
    Value x;
alpar@461
   530
    CPXgetx(cplexEnv(), _prob, &x, i, i);
alpar@461
   531
    return x;
alpar@461
   532
  }
alpar@461
   533
alpar@462
   534
  CplexLp::Value CplexLp::_getDual(int i) const {
alpar@461
   535
    Value y;
alpar@461
   536
    CPXgetpi(cplexEnv(), _prob, &y, i, i);
alpar@461
   537
    return y;
alpar@461
   538
  }
alpar@461
   539
alpar@462
   540
  CplexLp::Value CplexLp::_getPrimalValue() const {
alpar@461
   541
    Value objval;
alpar@461
   542
    CPXgetobjval(cplexEnv(), _prob, &objval);
alpar@461
   543
    return objval;
alpar@461
   544
  }
alpar@461
   545
alpar@462
   546
  CplexLp::VarStatus CplexLp::_getColStatus(int i) const {
alpar@461
   547
    if (_col_status.empty()) {
alpar@461
   548
      _col_status.resize(CPXgetnumcols(cplexEnv(), _prob));
alpar@461
   549
      CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0);
alpar@461
   550
    }
alpar@461
   551
    switch (_col_status[i]) {
alpar@461
   552
    case CPX_BASIC:
alpar@461
   553
      return BASIC;
alpar@461
   554
    case CPX_FREE_SUPER:
alpar@461
   555
      return FREE;
alpar@461
   556
    case CPX_AT_LOWER:
alpar@461
   557
      return LOWER;
alpar@461
   558
    case CPX_AT_UPPER:
alpar@461
   559
      return UPPER;
alpar@461
   560
    default:
alpar@461
   561
      LEMON_ASSERT(false, "Wrong column status");
alpar@462
   562
      return CplexLp::VarStatus();
alpar@461
   563
    }
alpar@461
   564
  }
alpar@461
   565
alpar@462
   566
  CplexLp::VarStatus CplexLp::_getRowStatus(int i) const {
alpar@461
   567
    if (_row_status.empty()) {
alpar@461
   568
      _row_status.resize(CPXgetnumrows(cplexEnv(), _prob));
alpar@461
   569
      CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front());
alpar@461
   570
    }
alpar@461
   571
    switch (_row_status[i]) {
alpar@461
   572
    case CPX_BASIC:
alpar@461
   573
      return BASIC;
alpar@461
   574
    case CPX_AT_LOWER:
alpar@461
   575
      {
alpar@461
   576
        char s;
alpar@461
   577
        CPXgetsense(cplexEnv(), _prob, &s, i, i);
alpar@461
   578
        return s != 'L' ? LOWER : UPPER;
alpar@461
   579
      }
alpar@461
   580
    case CPX_AT_UPPER:
alpar@461
   581
      return UPPER;
alpar@461
   582
    default:
alpar@461
   583
      LEMON_ASSERT(false, "Wrong row status");
alpar@462
   584
      return CplexLp::VarStatus();
alpar@461
   585
    }
alpar@461
   586
  }
alpar@461
   587
alpar@462
   588
  CplexLp::Value CplexLp::_getPrimalRay(int i) const {
alpar@461
   589
    if (_primal_ray.empty()) {
alpar@461
   590
      _primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob));
alpar@461
   591
      CPXgetray(cplexEnv(), _prob, &_primal_ray.front());
alpar@461
   592
    }
alpar@461
   593
    return _primal_ray[i];
alpar@461
   594
  }
alpar@461
   595
alpar@462
   596
  CplexLp::Value CplexLp::_getDualRay(int i) const {
alpar@461
   597
    if (_dual_ray.empty()) {
alpar@461
   598
alpar@461
   599
    }
alpar@461
   600
    return _dual_ray[i];
alpar@461
   601
  }
alpar@461
   602
alpar@461
   603
  //7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!)
alpar@461
   604
  // This table lists the statuses, returned by the CPXgetstat()
alpar@461
   605
  // routine, for solutions to LP problems or mixed integer problems. If
alpar@461
   606
  // no solution exists, the return value is zero.
alpar@461
   607
alpar@461
   608
  // For Simplex, Barrier
alpar@461
   609
  // 1          CPX_OPTIMAL
alpar@461
   610
  //          Optimal solution found
alpar@461
   611
  // 2          CPX_INFEASIBLE
alpar@461
   612
  //          Problem infeasible
alpar@461
   613
  // 3    CPX_UNBOUNDED
alpar@461
   614
  //          Problem unbounded
alpar@461
   615
  // 4          CPX_OBJ_LIM
alpar@461
   616
  //          Objective limit exceeded in Phase II
alpar@461
   617
  // 5          CPX_IT_LIM_FEAS
alpar@461
   618
  //          Iteration limit exceeded in Phase II
alpar@461
   619
  // 6          CPX_IT_LIM_INFEAS
alpar@461
   620
  //          Iteration limit exceeded in Phase I
alpar@461
   621
  // 7          CPX_TIME_LIM_FEAS
alpar@461
   622
  //          Time limit exceeded in Phase II
alpar@461
   623
  // 8          CPX_TIME_LIM_INFEAS
alpar@461
   624
  //          Time limit exceeded in Phase I
alpar@461
   625
  // 9          CPX_NUM_BEST_FEAS
alpar@461
   626
  //          Problem non-optimal, singularities in Phase II
alpar@461
   627
  // 10         CPX_NUM_BEST_INFEAS
alpar@461
   628
  //          Problem non-optimal, singularities in Phase I
alpar@461
   629
  // 11         CPX_OPTIMAL_INFEAS
alpar@461
   630
  //          Optimal solution found, unscaled infeasibilities
alpar@461
   631
  // 12         CPX_ABORT_FEAS
alpar@461
   632
  //          Aborted in Phase II
alpar@461
   633
  // 13         CPX_ABORT_INFEAS
alpar@461
   634
  //          Aborted in Phase I
alpar@461
   635
  // 14          CPX_ABORT_DUAL_INFEAS
alpar@461
   636
  //          Aborted in barrier, dual infeasible
alpar@461
   637
  // 15          CPX_ABORT_PRIM_INFEAS
alpar@461
   638
  //          Aborted in barrier, primal infeasible
alpar@461
   639
  // 16          CPX_ABORT_PRIM_DUAL_INFEAS
alpar@461
   640
  //          Aborted in barrier, primal and dual infeasible
alpar@461
   641
  // 17          CPX_ABORT_PRIM_DUAL_FEAS
alpar@461
   642
  //          Aborted in barrier, primal and dual feasible
alpar@461
   643
  // 18          CPX_ABORT_CROSSOVER
alpar@461
   644
  //          Aborted in crossover
alpar@461
   645
  // 19          CPX_INForUNBD
alpar@461
   646
  //          Infeasible or unbounded
alpar@461
   647
  // 20   CPX_PIVOT
alpar@461
   648
  //       User pivot used
alpar@461
   649
  //
alpar@461
   650
  //     Ezeket hova tegyem:
alpar@461
   651
  // ??case CPX_ABORT_DUAL_INFEAS
alpar@461
   652
  // ??case CPX_ABORT_CROSSOVER
alpar@461
   653
  // ??case CPX_INForUNBD
alpar@461
   654
  // ??case CPX_PIVOT
alpar@461
   655
alpar@461
   656
  //Some more interesting stuff:
alpar@461
   657
alpar@461
   658
  // CPX_PARAM_PROBMETHOD  1062  int  LPMETHOD
alpar@461
   659
  // 0 Automatic
alpar@461
   660
  // 1 Primal Simplex
alpar@461
   661
  // 2 Dual Simplex
alpar@461
   662
  // 3 Network Simplex
alpar@461
   663
  // 4 Standard Barrier
alpar@461
   664
  // Default: 0
alpar@461
   665
  // Description: Method for linear optimization.
alpar@461
   666
  // Determines which algorithm is used when CPXlpopt() (or "optimize"
alpar@461
   667
  // in the Interactive Optimizer) is called. Currently the behavior of
alpar@461
   668
  // the "Automatic" setting is that CPLEX simply invokes the dual
alpar@461
   669
  // simplex method, but this capability may be expanded in the future
alpar@461
   670
  // so that CPLEX chooses the method based on problem characteristics
alpar@461
   671
#if CPX_VERSION < 900
alpar@461
   672
  void statusSwitch(CPXENVptr cplexEnv(),int& stat){
alpar@461
   673
    int lpmethod;
alpar@461
   674
    CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod);
alpar@461
   675
    if (lpmethod==2){
alpar@461
   676
      if (stat==CPX_UNBOUNDED){
alpar@461
   677
        stat=CPX_INFEASIBLE;
alpar@461
   678
      }
alpar@461
   679
      else{
alpar@461
   680
        if (stat==CPX_INFEASIBLE)
alpar@461
   681
          stat=CPX_UNBOUNDED;
alpar@461
   682
      }
alpar@461
   683
    }
alpar@461
   684
  }
alpar@461
   685
#else
alpar@461
   686
  void statusSwitch(CPXENVptr,int&){}
alpar@461
   687
#endif
alpar@461
   688
alpar@462
   689
  CplexLp::ProblemType CplexLp::_getPrimalType() const {
alpar@461
   690
    // Unboundedness not treated well: the following is from cplex 9.0 doc
alpar@461
   691
    // About Unboundedness
alpar@461
   692
alpar@461
   693
    // The treatment of models that are unbounded involves a few
alpar@461
   694
    // subtleties. Specifically, a declaration of unboundedness means that
alpar@461
   695
    // ILOG CPLEX has determined that the model has an unbounded
alpar@461
   696
    // ray. Given any feasible solution x with objective z, a multiple of
alpar@461
   697
    // the unbounded ray can be added to x to give a feasible solution
alpar@461
   698
    // with objective z-1 (or z+1 for maximization models). Thus, if a
alpar@461
   699
    // feasible solution exists, then the optimal objective is
alpar@461
   700
    // unbounded. Note that ILOG CPLEX has not necessarily concluded that
alpar@461
   701
    // a feasible solution exists. Users can call the routine CPXsolninfo
alpar@461
   702
    // to determine whether ILOG CPLEX has also concluded that the model
alpar@461
   703
    // has a feasible solution.
alpar@461
   704
alpar@461
   705
    int stat = CPXgetstat(cplexEnv(), _prob);
alpar@461
   706
#if CPX_VERSION >= 800
alpar@461
   707
    switch (stat)
alpar@461
   708
      {
alpar@461
   709
      case CPX_STAT_OPTIMAL:
alpar@461
   710
        return OPTIMAL;
alpar@461
   711
      case CPX_STAT_UNBOUNDED:
alpar@461
   712
        return UNBOUNDED;
alpar@461
   713
      case CPX_STAT_INFEASIBLE:
alpar@461
   714
        return INFEASIBLE;
alpar@461
   715
      default:
alpar@461
   716
        return UNDEFINED;
alpar@461
   717
      }
alpar@461
   718
#else
alpar@461
   719
    statusSwitch(cplexEnv(),stat);
alpar@461
   720
    //CPXgetstat(cplexEnv(), _prob);
alpar@461
   721
    //printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL);
alpar@461
   722
    switch (stat) {
alpar@461
   723
    case 0:
alpar@461
   724
      return UNDEFINED; //Undefined
alpar@461
   725
    case CPX_OPTIMAL://Optimal
alpar@461
   726
      return OPTIMAL;
alpar@461
   727
    case CPX_UNBOUNDED://Unbounded
alpar@461
   728
      return INFEASIBLE;//In case of dual simplex
alpar@461
   729
      //return UNBOUNDED;
alpar@461
   730
    case CPX_INFEASIBLE://Infeasible
alpar@461
   731
      //    case CPX_IT_LIM_INFEAS:
alpar@461
   732
      //     case CPX_TIME_LIM_INFEAS:
alpar@461
   733
      //     case CPX_NUM_BEST_INFEAS:
alpar@461
   734
      //     case CPX_OPTIMAL_INFEAS:
alpar@461
   735
      //     case CPX_ABORT_INFEAS:
alpar@461
   736
      //     case CPX_ABORT_PRIM_INFEAS:
alpar@461
   737
      //     case CPX_ABORT_PRIM_DUAL_INFEAS:
alpar@461
   738
      return UNBOUNDED;//In case of dual simplex
alpar@461
   739
      //return INFEASIBLE;
alpar@461
   740
      //     case CPX_OBJ_LIM:
alpar@461
   741
      //     case CPX_IT_LIM_FEAS:
alpar@461
   742
      //     case CPX_TIME_LIM_FEAS:
alpar@461
   743
      //     case CPX_NUM_BEST_FEAS:
alpar@461
   744
      //     case CPX_ABORT_FEAS:
alpar@461
   745
      //     case CPX_ABORT_PRIM_DUAL_FEAS:
alpar@461
   746
      //       return FEASIBLE;
alpar@461
   747
    default:
alpar@461
   748
      return UNDEFINED; //Everything else comes here
alpar@461
   749
      //FIXME error
alpar@461
   750
    }
alpar@461
   751
#endif
alpar@461
   752
  }
alpar@461
   753
alpar@461
   754
  //9.0-as cplex verzio statusai
alpar@461
   755
  // CPX_STAT_ABORT_DUAL_OBJ_LIM
alpar@461
   756
  // CPX_STAT_ABORT_IT_LIM
alpar@461
   757
  // CPX_STAT_ABORT_OBJ_LIM
alpar@461
   758
  // CPX_STAT_ABORT_PRIM_OBJ_LIM
alpar@461
   759
  // CPX_STAT_ABORT_TIME_LIM
alpar@461
   760
  // CPX_STAT_ABORT_USER
alpar@461
   761
  // CPX_STAT_FEASIBLE_RELAXED
alpar@461
   762
  // CPX_STAT_INFEASIBLE
alpar@461
   763
  // CPX_STAT_INForUNBD
alpar@461
   764
  // CPX_STAT_NUM_BEST
alpar@461
   765
  // CPX_STAT_OPTIMAL
alpar@461
   766
  // CPX_STAT_OPTIMAL_FACE_UNBOUNDED
alpar@461
   767
  // CPX_STAT_OPTIMAL_INFEAS
alpar@461
   768
  // CPX_STAT_OPTIMAL_RELAXED
alpar@461
   769
  // CPX_STAT_UNBOUNDED
alpar@461
   770
alpar@462
   771
  CplexLp::ProblemType CplexLp::_getDualType() const {
alpar@461
   772
    int stat = CPXgetstat(cplexEnv(), _prob);
alpar@461
   773
#if CPX_VERSION >= 800
alpar@461
   774
    switch (stat) {
alpar@461
   775
    case CPX_STAT_OPTIMAL:
alpar@461
   776
      return OPTIMAL;
alpar@461
   777
    case CPX_STAT_UNBOUNDED:
alpar@461
   778
      return INFEASIBLE;
alpar@461
   779
    default:
alpar@461
   780
      return UNDEFINED;
alpar@461
   781
    }
alpar@461
   782
#else
alpar@461
   783
    statusSwitch(cplexEnv(),stat);
alpar@461
   784
    switch (stat) {
alpar@461
   785
    case 0:
alpar@461
   786
      return UNDEFINED; //Undefined
alpar@461
   787
    case CPX_OPTIMAL://Optimal
alpar@461
   788
      return OPTIMAL;
alpar@461
   789
    case CPX_UNBOUNDED:
alpar@461
   790
      return INFEASIBLE;
alpar@461
   791
    default:
alpar@461
   792
      return UNDEFINED; //Everything else comes here
alpar@461
   793
      //FIXME error
alpar@461
   794
    }
alpar@461
   795
#endif
alpar@461
   796
  }
alpar@461
   797
alpar@462
   798
  // CplexMip members
alpar@461
   799
alpar@462
   800
  CplexMip::CplexMip()
alpar@461
   801
    : LpBase(), CplexBase(), MipSolver() {
alpar@461
   802
alpar@461
   803
#if CPX_VERSION < 800
alpar@461
   804
    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MIP);
alpar@461
   805
#else
alpar@461
   806
    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MILP);
alpar@461
   807
#endif
alpar@461
   808
  }
alpar@461
   809
alpar@462
   810
  CplexMip::CplexMip(const CplexEnv& env)
alpar@461
   811
    : LpBase(), CplexBase(env), MipSolver() {
alpar@461
   812
alpar@461
   813
#if CPX_VERSION < 800
alpar@461
   814
    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MIP);
alpar@461
   815
#else
alpar@461
   816
    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MILP);
alpar@461
   817
#endif
alpar@461
   818
alpar@461
   819
  }
alpar@461
   820
alpar@462
   821
  CplexMip::CplexMip(const CplexMip& other)
alpar@461
   822
    : LpBase(), CplexBase(other), MipSolver() {}
alpar@461
   823
alpar@462
   824
  CplexMip::~CplexMip() {}
alpar@461
   825
alpar@462
   826
  CplexMip* CplexMip::_newSolver() const { return new CplexMip; }
alpar@462
   827
  CplexMip* CplexMip::_cloneSolver() const {return new CplexMip(*this); }
alpar@461
   828
alpar@462
   829
  const char* CplexMip::_solverName() const { return "CplexMip"; }
alpar@461
   830
alpar@462
   831
  void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) {
alpar@461
   832
alpar@461
   833
    // Note If a variable is to be changed to binary, a call to CPXchgbds
alpar@461
   834
    // should also be made to change the bounds to 0 and 1.
alpar@461
   835
alpar@461
   836
    switch (col_type){
alpar@461
   837
    case INTEGER: {
alpar@461
   838
      const char t = 'I';
alpar@461
   839
      CPXchgctype (cplexEnv(), _prob, 1, &i, &t);
alpar@461
   840
    } break;
alpar@461
   841
    case REAL: {
alpar@461
   842
      const char t = 'C';
alpar@461
   843
      CPXchgctype (cplexEnv(), _prob, 1, &i, &t);
alpar@461
   844
    } break;
alpar@461
   845
    default:
alpar@461
   846
      break;
alpar@461
   847
    }
alpar@461
   848
  }
alpar@461
   849
alpar@462
   850
  CplexMip::ColTypes CplexMip::_getColType(int i) const {
alpar@461
   851
    char t;
alpar@461
   852
    CPXgetctype (cplexEnv(), _prob, &t, i, i);
alpar@461
   853
    switch (t) {
alpar@461
   854
    case 'I':
alpar@461
   855
      return INTEGER;
alpar@461
   856
    case 'C':
alpar@461
   857
      return REAL;
alpar@461
   858
    default:
alpar@461
   859
      LEMON_ASSERT(false, "Invalid column type");
alpar@461
   860
      return ColTypes();
alpar@461
   861
    }
alpar@461
   862
alpar@461
   863
  }
alpar@461
   864
alpar@462
   865
  CplexMip::SolveExitStatus CplexMip::_solve() {
alpar@461
   866
    int status;
alpar@461
   867
    status = CPXmipopt (cplexEnv(), _prob);
alpar@461
   868
    if (status==0)
alpar@461
   869
      return SOLVED;
alpar@461
   870
    else
alpar@461
   871
      return UNSOLVED;
alpar@461
   872
alpar@461
   873
  }
alpar@461
   874
alpar@461
   875
alpar@462
   876
  CplexMip::ProblemType CplexMip::_getType() const {
alpar@461
   877
alpar@461
   878
    int stat = CPXgetstat(cplexEnv(), _prob);
alpar@461
   879
alpar@461
   880
    //Fortunately, MIP statuses did not change for cplex 8.0
alpar@461
   881
    switch (stat) {
alpar@461
   882
    case CPXMIP_OPTIMAL:
alpar@461
   883
      // Optimal integer solution has been found.
alpar@461
   884
    case CPXMIP_OPTIMAL_TOL:
alpar@461
   885
      // Optimal soluton with the tolerance defined by epgap or epagap has
alpar@461
   886
      // been found.
alpar@461
   887
      return OPTIMAL;
alpar@461
   888
      //This also exists in later issues
alpar@461
   889
      //    case CPXMIP_UNBOUNDED:
alpar@461
   890
      //return UNBOUNDED;
alpar@461
   891
      case CPXMIP_INFEASIBLE:
alpar@461
   892
        return INFEASIBLE;
alpar@461
   893
    default:
alpar@461
   894
      return UNDEFINED;
alpar@461
   895
    }
alpar@461
   896
    //Unboundedness not treated well: the following is from cplex 9.0 doc
alpar@461
   897
    // About Unboundedness
alpar@461
   898
alpar@461
   899
    // The treatment of models that are unbounded involves a few
alpar@461
   900
    // subtleties. Specifically, a declaration of unboundedness means that
alpar@461
   901
    // ILOG CPLEX has determined that the model has an unbounded
alpar@461
   902
    // ray. Given any feasible solution x with objective z, a multiple of
alpar@461
   903
    // the unbounded ray can be added to x to give a feasible solution
alpar@461
   904
    // with objective z-1 (or z+1 for maximization models). Thus, if a
alpar@461
   905
    // feasible solution exists, then the optimal objective is
alpar@461
   906
    // unbounded. Note that ILOG CPLEX has not necessarily concluded that
alpar@461
   907
    // a feasible solution exists. Users can call the routine CPXsolninfo
alpar@461
   908
    // to determine whether ILOG CPLEX has also concluded that the model
alpar@461
   909
    // has a feasible solution.
alpar@461
   910
  }
alpar@461
   911
alpar@462
   912
  CplexMip::Value CplexMip::_getSol(int i) const {
alpar@461
   913
    Value x;
alpar@461
   914
    CPXgetmipx(cplexEnv(), _prob, &x, i, i);
alpar@461
   915
    return x;
alpar@461
   916
  }
alpar@461
   917
alpar@462
   918
  CplexMip::Value CplexMip::_getSolValue() const {
alpar@461
   919
    Value objval;
alpar@461
   920
    CPXgetmipobjval(cplexEnv(), _prob, &objval);
alpar@461
   921
    return objval;
alpar@461
   922
  }
alpar@461
   923
alpar@461
   924
} //namespace lemon
alpar@461
   925