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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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///\file
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///\brief Implementation of the LEMON GLPK LP and MIP solver interface.
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#include <lemon/lp_glpk.h>
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#include <glpk.h>
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#include <lemon/assert.h>
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namespace lemon {
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// GlpkBase members
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GlpkBase::GlpkBase() : LpBase() {
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lp = glp_create_prob();
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glp_create_index(lp);
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}
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GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() {
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lp = glp_create_prob();
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glp_copy_prob(lp, other.lp, GLP_ON);
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glp_create_index(lp);
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rows = other.rows;
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cols = other.cols;
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}
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GlpkBase::~GlpkBase() {
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glp_delete_prob(lp);
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}
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int GlpkBase::_addCol() {
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int i = glp_add_cols(lp, 1);
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glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0);
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return i;
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}
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int GlpkBase::_addRow() {
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int i = glp_add_rows(lp, 1);
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glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0);
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return i;
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}
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void GlpkBase::_eraseCol(int i) {
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int ca[2];
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ca[1] = i;
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glp_del_cols(lp, 1, ca);
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}
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void GlpkBase::_eraseRow(int i) {
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int ra[2];
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ra[1] = i;
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glp_del_rows(lp, 1, ra);
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}
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void GlpkBase::_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 GlpkBase::_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 GlpkBase::_getColName(int c, std::string& name) const {
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const char *str = glp_get_col_name(lp, c);
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if (str) name = str;
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else name.clear();
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}
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void GlpkBase::_setColName(int c, const std::string & name) {
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glp_set_col_name(lp, c, const_cast<char*>(name.c_str()));
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}
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int GlpkBase::_colByName(const std::string& name) const {
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int k = glp_find_col(lp, const_cast<char*>(name.c_str()));
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return k > 0 ? k : -1;
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}
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void GlpkBase::_getRowName(int r, std::string& name) const {
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const char *str = glp_get_row_name(lp, r);
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if (str) name = str;
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else name.clear();
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}
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void GlpkBase::_setRowName(int r, const std::string & name) {
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glp_set_row_name(lp, r, const_cast<char*>(name.c_str()));
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}
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int GlpkBase::_rowByName(const std::string& name) const {
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int k = glp_find_row(lp, const_cast<char*>(name.c_str()));
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return k > 0 ? k : -1;
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}
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void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
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std::vector<int> indexes;
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std::vector<Value> values;
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indexes.push_back(0);
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values.push_back(0);
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for(ExprIterator it = b; it != e; ++it) {
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indexes.push_back(it->first);
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values.push_back(it->second);
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}
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glp_set_mat_row(lp, i, values.size() - 1,
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&indexes.front(), &values.front());
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}
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void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const {
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int length = glp_get_mat_row(lp, ix, 0, 0);
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std::vector<int> indexes(length + 1);
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std::vector<Value> values(length + 1);
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glp_get_mat_row(lp, ix, &indexes.front(), &values.front());
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for (int i = 1; i <= length; ++i) {
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*b = std::make_pair(indexes[i], values[i]);
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++b;
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}
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}
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void GlpkBase::_setColCoeffs(int ix, ExprIterator b,
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ExprIterator e) {
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std::vector<int> indexes;
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deba@458
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std::vector<Value> values;
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indexes.push_back(0);
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values.push_back(0);
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for(ExprIterator it = b; it != e; ++it) {
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indexes.push_back(it->first);
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values.push_back(it->second);
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}
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glp_set_mat_col(lp, ix, values.size() - 1,
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&indexes.front(), &values.front());
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}
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void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const {
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int length = glp_get_mat_col(lp, ix, 0, 0);
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std::vector<int> indexes(length + 1);
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std::vector<Value> values(length + 1);
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glp_get_mat_col(lp, ix, &indexes.front(), &values.front());
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for (int i = 1; i <= length; ++i) {
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*b = std::make_pair(indexes[i], values[i]);
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++b;
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}
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}
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void GlpkBase::_setCoeff(int ix, int jx, Value value) {
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if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) {
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int length = glp_get_mat_row(lp, ix, 0, 0);
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std::vector<int> indexes(length + 2);
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std::vector<Value> values(length + 2);
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glp_get_mat_row(lp, ix, &indexes.front(), &values.front());
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//The following code does not suppose that the elements of the
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//array indexes are sorted
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bool found = false;
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for (int i = 1; i <= length; ++i) {
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deba@459
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if (indexes[i] == jx) {
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found = true;
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deba@459
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values[i] = value;
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deba@458
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194 |
break;
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deba@458
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195 |
}
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deba@458
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196 |
}
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deba@459
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197 |
if (!found) {
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deba@458
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++length;
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deba@459
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199 |
indexes[length] = jx;
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deba@459
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200 |
values[length] = value;
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deba@458
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201 |
}
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deba@458
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202 |
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deba@459
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glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front());
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deba@458
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204 |
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deba@458
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205 |
} else {
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deba@458
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deba@459
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207 |
int length = glp_get_mat_col(lp, jx, 0, 0);
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deba@458
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208 |
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deba@459
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std::vector<int> indexes(length + 2);
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deba@458
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210 |
std::vector<Value> values(length + 2);
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deba@458
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211 |
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deba@459
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glp_get_mat_col(lp, jx, &indexes.front(), &values.front());
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deba@458
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213 |
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deba@458
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214 |
//The following code does not suppose that the elements of the
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deba@459
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//array indexes are sorted
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deba@459
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216 |
bool found = false;
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deba@458
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217 |
for (int i = 1; i <= length; ++i) {
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deba@459
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218 |
if (indexes[i] == ix) {
|
deba@459
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219 |
found = true;
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deba@459
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220 |
values[i] = value;
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deba@458
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221 |
break;
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deba@458
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222 |
}
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deba@458
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223 |
}
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deba@459
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224 |
if (!found) {
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deba@458
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225 |
++length;
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deba@459
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226 |
indexes[length] = ix;
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deba@459
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227 |
values[length] = value;
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deba@458
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228 |
}
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deba@458
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229 |
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deba@459
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230 |
glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front());
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deba@458
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231 |
}
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deba@458
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232 |
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deba@458
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233 |
}
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deba@458
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234 |
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deba@459
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235 |
GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const {
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deba@458
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236 |
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deba@459
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237 |
int length = glp_get_mat_row(lp, ix, 0, 0);
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deba@458
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238 |
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deba@459
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239 |
std::vector<int> indexes(length + 1);
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deba@458
|
240 |
std::vector<Value> values(length + 1);
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deba@458
|
241 |
|
deba@459
|
242 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front());
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deba@458
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243 |
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deba@459
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244 |
for (int i = 1; i <= length; ++i) {
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deba@459
|
245 |
if (indexes[i] == jx) {
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deba@458
|
246 |
return values[i];
|
deba@458
|
247 |
}
|
deba@458
|
248 |
}
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deba@459
|
249 |
|
deba@458
|
250 |
return 0;
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deba@459
|
251 |
}
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deba@459
|
252 |
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deba@459
|
253 |
void GlpkBase::_setColLowerBound(int i, Value lo) {
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deba@459
|
254 |
LEMON_ASSERT(lo != INF, "Invalid bound");
|
deba@459
|
255 |
|
deba@459
|
256 |
int b = glp_get_col_type(lp, i);
|
deba@459
|
257 |
double up = glp_get_col_ub(lp, i);
|
deba@459
|
258 |
if (lo == -INF) {
|
deba@459
|
259 |
switch (b) {
|
deba@459
|
260 |
case GLP_FR:
|
deba@459
|
261 |
case GLP_LO:
|
deba@459
|
262 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up);
|
deba@459
|
263 |
break;
|
deba@459
|
264 |
case GLP_UP:
|
deba@459
|
265 |
break;
|
deba@459
|
266 |
case GLP_DB:
|
deba@459
|
267 |
case GLP_FX:
|
deba@459
|
268 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up);
|
deba@459
|
269 |
break;
|
deba@459
|
270 |
default:
|
deba@459
|
271 |
break;
|
deba@459
|
272 |
}
|
deba@459
|
273 |
} else {
|
deba@459
|
274 |
switch (b) {
|
deba@459
|
275 |
case GLP_FR:
|
deba@459
|
276 |
case GLP_LO:
|
deba@459
|
277 |
glp_set_col_bnds(lp, i, GLP_LO, lo, up);
|
deba@459
|
278 |
break;
|
deba@459
|
279 |
case GLP_UP:
|
deba@459
|
280 |
case GLP_DB:
|
deba@459
|
281 |
case GLP_FX:
|
deba@459
|
282 |
if (lo == up)
|
deba@459
|
283 |
glp_set_col_bnds(lp, i, GLP_FX, lo, up);
|
deba@459
|
284 |
else
|
deba@459
|
285 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up);
|
deba@459
|
286 |
break;
|
deba@459
|
287 |
default:
|
deba@459
|
288 |
break;
|
deba@459
|
289 |
}
|
deba@459
|
290 |
}
|
deba@459
|
291 |
}
|
deba@459
|
292 |
|
deba@459
|
293 |
GlpkBase::Value GlpkBase::_getColLowerBound(int i) const {
|
deba@459
|
294 |
int b = glp_get_col_type(lp, i);
|
deba@459
|
295 |
switch (b) {
|
deba@459
|
296 |
case GLP_LO:
|
deba@459
|
297 |
case GLP_DB:
|
deba@459
|
298 |
case GLP_FX:
|
deba@459
|
299 |
return glp_get_col_lb(lp, i);
|
deba@459
|
300 |
default:
|
deba@459
|
301 |
return -INF;
|
deba@459
|
302 |
}
|
deba@459
|
303 |
}
|
deba@459
|
304 |
|
deba@459
|
305 |
void GlpkBase::_setColUpperBound(int i, Value up) {
|
deba@459
|
306 |
LEMON_ASSERT(up != -INF, "Invalid bound");
|
deba@459
|
307 |
|
deba@459
|
308 |
int b = glp_get_col_type(lp, i);
|
deba@459
|
309 |
double lo = glp_get_col_lb(lp, i);
|
deba@459
|
310 |
if (up == INF) {
|
deba@459
|
311 |
switch (b) {
|
deba@459
|
312 |
case GLP_FR:
|
deba@459
|
313 |
case GLP_LO:
|
deba@459
|
314 |
break;
|
deba@459
|
315 |
case GLP_UP:
|
deba@459
|
316 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up);
|
deba@459
|
317 |
break;
|
deba@459
|
318 |
case GLP_DB:
|
deba@459
|
319 |
case GLP_FX:
|
deba@459
|
320 |
glp_set_col_bnds(lp, i, GLP_LO, lo, up);
|
deba@459
|
321 |
break;
|
deba@459
|
322 |
default:
|
deba@459
|
323 |
break;
|
deba@459
|
324 |
}
|
deba@459
|
325 |
} else {
|
deba@459
|
326 |
switch (b) {
|
deba@459
|
327 |
case GLP_FR:
|
deba@459
|
328 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up);
|
deba@459
|
329 |
break;
|
deba@459
|
330 |
case GLP_UP:
|
deba@459
|
331 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up);
|
deba@459
|
332 |
break;
|
deba@459
|
333 |
case GLP_LO:
|
deba@459
|
334 |
case GLP_DB:
|
deba@459
|
335 |
case GLP_FX:
|
deba@459
|
336 |
if (lo == up)
|
deba@459
|
337 |
glp_set_col_bnds(lp, i, GLP_FX, lo, up);
|
deba@459
|
338 |
else
|
deba@459
|
339 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up);
|
deba@459
|
340 |
break;
|
deba@459
|
341 |
default:
|
deba@459
|
342 |
break;
|
deba@459
|
343 |
}
|
deba@459
|
344 |
}
|
deba@458
|
345 |
|
deba@458
|
346 |
}
|
deba@458
|
347 |
|
deba@459
|
348 |
GlpkBase::Value GlpkBase::_getColUpperBound(int i) const {
|
deba@459
|
349 |
int b = glp_get_col_type(lp, i);
|
deba@458
|
350 |
switch (b) {
|
deba@459
|
351 |
case GLP_UP:
|
deba@459
|
352 |
case GLP_DB:
|
deba@459
|
353 |
case GLP_FX:
|
deba@459
|
354 |
return glp_get_col_ub(lp, i);
|
deba@459
|
355 |
default:
|
deba@458
|
356 |
return INF;
|
deba@458
|
357 |
}
|
deba@458
|
358 |
}
|
deba@458
|
359 |
|
deba@459
|
360 |
void GlpkBase::_setRowLowerBound(int i, Value lo) {
|
deba@459
|
361 |
LEMON_ASSERT(lo != INF, "Invalid bound");
|
deba@458
|
362 |
|
deba@459
|
363 |
int b = glp_get_row_type(lp, i);
|
deba@459
|
364 |
double up = glp_get_row_ub(lp, i);
|
deba@459
|
365 |
if (lo == -INF) {
|
deba@459
|
366 |
switch (b) {
|
deba@459
|
367 |
case GLP_FR:
|
deba@459
|
368 |
case GLP_LO:
|
deba@459
|
369 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up);
|
deba@459
|
370 |
break;
|
deba@459
|
371 |
case GLP_UP:
|
deba@459
|
372 |
break;
|
deba@459
|
373 |
case GLP_DB:
|
deba@459
|
374 |
case GLP_FX:
|
deba@459
|
375 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up);
|
deba@459
|
376 |
break;
|
deba@459
|
377 |
default:
|
deba@459
|
378 |
break;
|
deba@458
|
379 |
}
|
deba@459
|
380 |
} else {
|
deba@459
|
381 |
switch (b) {
|
deba@459
|
382 |
case GLP_FR:
|
deba@459
|
383 |
case GLP_LO:
|
deba@459
|
384 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up);
|
deba@459
|
385 |
break;
|
deba@459
|
386 |
case GLP_UP:
|
deba@459
|
387 |
case GLP_DB:
|
deba@459
|
388 |
case GLP_FX:
|
deba@459
|
389 |
if (lo == up)
|
deba@459
|
390 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up);
|
deba@459
|
391 |
else
|
deba@459
|
392 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up);
|
deba@459
|
393 |
break;
|
deba@459
|
394 |
default:
|
deba@459
|
395 |
break;
|
deba@458
|
396 |
}
|
deba@458
|
397 |
}
|
deba@458
|
398 |
|
deba@458
|
399 |
}
|
deba@458
|
400 |
|
deba@459
|
401 |
GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const {
|
deba@459
|
402 |
int b = glp_get_row_type(lp, i);
|
deba@459
|
403 |
switch (b) {
|
deba@459
|
404 |
case GLP_LO:
|
deba@459
|
405 |
case GLP_DB:
|
deba@459
|
406 |
case GLP_FX:
|
deba@459
|
407 |
return glp_get_row_lb(lp, i);
|
deba@458
|
408 |
default:
|
deba@459
|
409 |
return -INF;
|
deba@458
|
410 |
}
|
deba@458
|
411 |
}
|
deba@458
|
412 |
|
deba@459
|
413 |
void GlpkBase::_setRowUpperBound(int i, Value up) {
|
deba@459
|
414 |
LEMON_ASSERT(up != -INF, "Invalid bound");
|
deba@458
|
415 |
|
deba@459
|
416 |
int b = glp_get_row_type(lp, i);
|
deba@459
|
417 |
double lo = glp_get_row_lb(lp, i);
|
deba@459
|
418 |
if (up == INF) {
|
deba@459
|
419 |
switch (b) {
|
deba@459
|
420 |
case GLP_FR:
|
deba@459
|
421 |
case GLP_LO:
|
deba@459
|
422 |
break;
|
deba@459
|
423 |
case GLP_UP:
|
deba@459
|
424 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up);
|
deba@459
|
425 |
break;
|
deba@459
|
426 |
case GLP_DB:
|
deba@459
|
427 |
case GLP_FX:
|
deba@459
|
428 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up);
|
deba@459
|
429 |
break;
|
deba@459
|
430 |
default:
|
deba@459
|
431 |
break;
|
deba@459
|
432 |
}
|
deba@459
|
433 |
} else {
|
deba@459
|
434 |
switch (b) {
|
deba@459
|
435 |
case GLP_FR:
|
deba@459
|
436 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up);
|
deba@459
|
437 |
break;
|
deba@459
|
438 |
case GLP_UP:
|
deba@459
|
439 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up);
|
deba@459
|
440 |
break;
|
deba@459
|
441 |
case GLP_LO:
|
deba@459
|
442 |
case GLP_DB:
|
deba@459
|
443 |
case GLP_FX:
|
deba@459
|
444 |
if (lo == up)
|
deba@459
|
445 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up);
|
deba@459
|
446 |
else
|
deba@459
|
447 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up);
|
deba@459
|
448 |
break;
|
deba@459
|
449 |
default:
|
deba@459
|
450 |
break;
|
deba@459
|
451 |
}
|
deba@458
|
452 |
}
|
deba@458
|
453 |
}
|
deba@458
|
454 |
|
deba@459
|
455 |
GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const {
|
deba@459
|
456 |
int b = glp_get_row_type(lp, i);
|
deba@459
|
457 |
switch (b) {
|
deba@459
|
458 |
case GLP_UP:
|
deba@459
|
459 |
case GLP_DB:
|
deba@459
|
460 |
case GLP_FX:
|
deba@459
|
461 |
return glp_get_row_ub(lp, i);
|
deba@458
|
462 |
default:
|
deba@459
|
463 |
return INF;
|
deba@458
|
464 |
}
|
deba@458
|
465 |
}
|
deba@458
|
466 |
|
deba@459
|
467 |
void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
deba@459
|
468 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
deba@459
|
469 |
glp_set_obj_coef(lp, i, 0.0);
|
deba@459
|
470 |
}
|
deba@459
|
471 |
for (ExprIterator it = b; it != e; ++it) {
|
deba@459
|
472 |
glp_set_obj_coef(lp, it->first, it->second);
|
deba@459
|
473 |
}
|
deba@458
|
474 |
}
|
deba@458
|
475 |
|
deba@459
|
476 |
void GlpkBase::_getObjCoeffs(InsertIterator b) const {
|
deba@459
|
477 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
deba@459
|
478 |
Value val = glp_get_obj_coef(lp, i);
|
deba@459
|
479 |
if (val != 0.0) {
|
deba@459
|
480 |
*b = std::make_pair(i, val);
|
deba@459
|
481 |
++b;
|
deba@459
|
482 |
}
|
deba@459
|
483 |
}
|
deba@458
|
484 |
}
|
deba@458
|
485 |
|
deba@459
|
486 |
void GlpkBase::_setObjCoeff(int i, Value obj_coef) {
|
deba@459
|
487 |
//i = 0 means the constant term (shift)
|
deba@459
|
488 |
glp_set_obj_coef(lp, i, obj_coef);
|
deba@458
|
489 |
}
|
deba@458
|
490 |
|
deba@459
|
491 |
GlpkBase::Value GlpkBase::_getObjCoeff(int i) const {
|
deba@459
|
492 |
//i = 0 means the constant term (shift)
|
deba@459
|
493 |
return glp_get_obj_coef(lp, i);
|
deba@458
|
494 |
}
|
deba@458
|
495 |
|
deba@459
|
496 |
void GlpkBase::_setSense(GlpkBase::Sense sense) {
|
deba@459
|
497 |
switch (sense) {
|
deba@459
|
498 |
case MIN:
|
deba@459
|
499 |
glp_set_obj_dir(lp, GLP_MIN);
|
deba@459
|
500 |
break;
|
deba@459
|
501 |
case MAX:
|
deba@459
|
502 |
glp_set_obj_dir(lp, GLP_MAX);
|
deba@459
|
503 |
break;
|
deba@459
|
504 |
}
|
deba@458
|
505 |
}
|
deba@458
|
506 |
|
deba@459
|
507 |
GlpkBase::Sense GlpkBase::_getSense() const {
|
deba@459
|
508 |
switch(glp_get_obj_dir(lp)) {
|
deba@459
|
509 |
case GLP_MIN:
|
deba@459
|
510 |
return MIN;
|
deba@459
|
511 |
case GLP_MAX:
|
deba@459
|
512 |
return MAX;
|
deba@459
|
513 |
default:
|
deba@459
|
514 |
LEMON_ASSERT(false, "Wrong sense");
|
deba@459
|
515 |
return GlpkBase::Sense();
|
deba@459
|
516 |
}
|
deba@458
|
517 |
}
|
deba@458
|
518 |
|
deba@459
|
519 |
void GlpkBase::_clear() {
|
deba@459
|
520 |
glp_erase_prob(lp);
|
deba@459
|
521 |
rows.clear();
|
deba@459
|
522 |
cols.clear();
|
deba@459
|
523 |
}
|
deba@459
|
524 |
|
deba@459
|
525 |
// LpGlpk members
|
deba@459
|
526 |
|
deba@459
|
527 |
LpGlpk::LpGlpk()
|
deba@459
|
528 |
: LpBase(), GlpkBase(), LpSolver() {
|
deba@459
|
529 |
messageLevel(MESSAGE_NO_OUTPUT);
|
deba@459
|
530 |
}
|
deba@459
|
531 |
|
deba@459
|
532 |
LpGlpk::LpGlpk(const LpGlpk& other)
|
deba@459
|
533 |
: LpBase(other), GlpkBase(other), LpSolver(other) {
|
deba@459
|
534 |
messageLevel(MESSAGE_NO_OUTPUT);
|
deba@459
|
535 |
}
|
deba@459
|
536 |
|
deba@459
|
537 |
LpGlpk* LpGlpk::_newSolver() const { return new LpGlpk; }
|
deba@459
|
538 |
LpGlpk* LpGlpk::_cloneSolver() const { return new LpGlpk(*this); }
|
deba@459
|
539 |
|
deba@459
|
540 |
const char* LpGlpk::_solverName() const { return "LpGlpk"; }
|
deba@459
|
541 |
|
deba@459
|
542 |
void LpGlpk::_clear_temporals() {
|
deba@459
|
543 |
_primal_ray.clear();
|
deba@459
|
544 |
_dual_ray.clear();
|
deba@459
|
545 |
}
|
deba@459
|
546 |
|
deba@459
|
547 |
LpGlpk::SolveExitStatus LpGlpk::_solve() {
|
deba@459
|
548 |
return solvePrimal();
|
deba@459
|
549 |
}
|
deba@459
|
550 |
|
deba@459
|
551 |
LpGlpk::SolveExitStatus LpGlpk::solvePrimal() {
|
deba@459
|
552 |
_clear_temporals();
|
deba@459
|
553 |
|
deba@459
|
554 |
glp_smcp smcp;
|
deba@459
|
555 |
glp_init_smcp(&smcp);
|
deba@459
|
556 |
|
deba@459
|
557 |
switch (_message_level) {
|
deba@459
|
558 |
case MESSAGE_NO_OUTPUT:
|
deba@459
|
559 |
smcp.msg_lev = GLP_MSG_OFF;
|
deba@459
|
560 |
break;
|
deba@459
|
561 |
case MESSAGE_ERROR_MESSAGE:
|
deba@459
|
562 |
smcp.msg_lev = GLP_MSG_ERR;
|
deba@459
|
563 |
break;
|
deba@459
|
564 |
case MESSAGE_NORMAL_OUTPUT:
|
deba@459
|
565 |
smcp.msg_lev = GLP_MSG_ON;
|
deba@459
|
566 |
break;
|
deba@459
|
567 |
case MESSAGE_FULL_OUTPUT:
|
deba@459
|
568 |
smcp.msg_lev = GLP_MSG_ALL;
|
deba@459
|
569 |
break;
|
deba@459
|
570 |
}
|
deba@459
|
571 |
|
deba@459
|
572 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
|
deba@459
|
573 |
return SOLVED;
|
deba@459
|
574 |
}
|
deba@459
|
575 |
|
deba@459
|
576 |
LpGlpk::SolveExitStatus LpGlpk::solveDual() {
|
deba@459
|
577 |
_clear_temporals();
|
deba@459
|
578 |
|
deba@459
|
579 |
glp_smcp smcp;
|
deba@459
|
580 |
glp_init_smcp(&smcp);
|
deba@459
|
581 |
|
deba@459
|
582 |
switch (_message_level) {
|
deba@459
|
583 |
case MESSAGE_NO_OUTPUT:
|
deba@459
|
584 |
smcp.msg_lev = GLP_MSG_OFF;
|
deba@459
|
585 |
break;
|
deba@459
|
586 |
case MESSAGE_ERROR_MESSAGE:
|
deba@459
|
587 |
smcp.msg_lev = GLP_MSG_ERR;
|
deba@459
|
588 |
break;
|
deba@459
|
589 |
case MESSAGE_NORMAL_OUTPUT:
|
deba@459
|
590 |
smcp.msg_lev = GLP_MSG_ON;
|
deba@459
|
591 |
break;
|
deba@459
|
592 |
case MESSAGE_FULL_OUTPUT:
|
deba@459
|
593 |
smcp.msg_lev = GLP_MSG_ALL;
|
deba@459
|
594 |
break;
|
deba@459
|
595 |
}
|
deba@459
|
596 |
smcp.meth = GLP_DUAL;
|
deba@459
|
597 |
|
deba@459
|
598 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
|
deba@459
|
599 |
return SOLVED;
|
deba@459
|
600 |
}
|
deba@459
|
601 |
|
deba@459
|
602 |
LpGlpk::Value LpGlpk::_getPrimal(int i) const {
|
deba@459
|
603 |
return glp_get_col_prim(lp, i);
|
deba@459
|
604 |
}
|
deba@459
|
605 |
|
deba@459
|
606 |
LpGlpk::Value LpGlpk::_getDual(int i) const {
|
deba@459
|
607 |
return glp_get_row_dual(lp, i);
|
deba@459
|
608 |
}
|
deba@459
|
609 |
|
deba@459
|
610 |
LpGlpk::Value LpGlpk::_getPrimalValue() const {
|
deba@459
|
611 |
return glp_get_obj_val(lp);
|
deba@459
|
612 |
}
|
deba@459
|
613 |
|
deba@459
|
614 |
LpGlpk::VarStatus LpGlpk::_getColStatus(int i) const {
|
deba@459
|
615 |
switch (glp_get_col_stat(lp, i)) {
|
deba@459
|
616 |
case GLP_BS:
|
deba@459
|
617 |
return BASIC;
|
deba@459
|
618 |
case GLP_UP:
|
deba@459
|
619 |
return UPPER;
|
deba@459
|
620 |
case GLP_LO:
|
deba@459
|
621 |
return LOWER;
|
deba@459
|
622 |
case GLP_NF:
|
deba@459
|
623 |
return FREE;
|
deba@459
|
624 |
case GLP_NS:
|
deba@459
|
625 |
return FIXED;
|
deba@459
|
626 |
default:
|
deba@459
|
627 |
LEMON_ASSERT(false, "Wrong column status");
|
deba@459
|
628 |
return LpGlpk::VarStatus();
|
deba@459
|
629 |
}
|
deba@459
|
630 |
}
|
deba@459
|
631 |
|
deba@459
|
632 |
LpGlpk::VarStatus LpGlpk::_getRowStatus(int i) const {
|
deba@459
|
633 |
switch (glp_get_row_stat(lp, i)) {
|
deba@459
|
634 |
case GLP_BS:
|
deba@459
|
635 |
return BASIC;
|
deba@459
|
636 |
case GLP_UP:
|
deba@459
|
637 |
return UPPER;
|
deba@459
|
638 |
case GLP_LO:
|
deba@459
|
639 |
return LOWER;
|
deba@459
|
640 |
case GLP_NF:
|
deba@459
|
641 |
return FREE;
|
deba@459
|
642 |
case GLP_NS:
|
deba@459
|
643 |
return FIXED;
|
deba@459
|
644 |
default:
|
deba@459
|
645 |
LEMON_ASSERT(false, "Wrong row status");
|
deba@459
|
646 |
return LpGlpk::VarStatus();
|
deba@459
|
647 |
}
|
deba@459
|
648 |
}
|
deba@459
|
649 |
|
deba@459
|
650 |
LpGlpk::Value LpGlpk::_getPrimalRay(int i) const {
|
deba@459
|
651 |
if (_primal_ray.empty()) {
|
deba@459
|
652 |
int row_num = glp_get_num_rows(lp);
|
deba@459
|
653 |
int col_num = glp_get_num_cols(lp);
|
deba@459
|
654 |
|
deba@459
|
655 |
_primal_ray.resize(col_num + 1, 0.0);
|
deba@459
|
656 |
|
deba@459
|
657 |
int index = glp_get_unbnd_ray(lp);
|
deba@459
|
658 |
if (index != 0) {
|
deba@459
|
659 |
// The primal ray is found in primal simplex second phase
|
deba@459
|
660 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) :
|
deba@459
|
661 |
glp_get_col_stat(lp, index - row_num)) != GLP_BS,
|
deba@459
|
662 |
"Wrong primal ray");
|
deba@459
|
663 |
|
deba@459
|
664 |
bool negate = glp_get_obj_dir(lp) == GLP_MAX;
|
deba@459
|
665 |
|
deba@459
|
666 |
if (index > row_num) {
|
deba@459
|
667 |
_primal_ray[index - row_num] = 1.0;
|
deba@459
|
668 |
if (glp_get_col_dual(lp, index - row_num) > 0) {
|
deba@459
|
669 |
negate = !negate;
|
deba@459
|
670 |
}
|
deba@459
|
671 |
} else {
|
deba@459
|
672 |
if (glp_get_row_dual(lp, index) > 0) {
|
deba@459
|
673 |
negate = !negate;
|
deba@459
|
674 |
}
|
deba@459
|
675 |
}
|
deba@459
|
676 |
|
deba@459
|
677 |
std::vector<int> ray_indexes(row_num + 1);
|
deba@459
|
678 |
std::vector<Value> ray_values(row_num + 1);
|
deba@459
|
679 |
int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(),
|
deba@459
|
680 |
&ray_values.front());
|
deba@459
|
681 |
|
deba@459
|
682 |
for (int i = 1; i <= ray_length; ++i) {
|
deba@459
|
683 |
if (ray_indexes[i] > row_num) {
|
deba@459
|
684 |
_primal_ray[ray_indexes[i] - row_num] = ray_values[i];
|
deba@459
|
685 |
}
|
deba@459
|
686 |
}
|
deba@459
|
687 |
|
deba@459
|
688 |
if (negate) {
|
deba@459
|
689 |
for (int i = 1; i <= col_num; ++i) {
|
deba@459
|
690 |
_primal_ray[i] = - _primal_ray[i];
|
deba@459
|
691 |
}
|
deba@459
|
692 |
}
|
deba@459
|
693 |
} else {
|
deba@459
|
694 |
for (int i = 1; i <= col_num; ++i) {
|
deba@459
|
695 |
_primal_ray[i] = glp_get_col_prim(lp, i);
|
deba@459
|
696 |
}
|
deba@459
|
697 |
}
|
deba@459
|
698 |
}
|
deba@459
|
699 |
return _primal_ray[i];
|
deba@459
|
700 |
}
|
deba@459
|
701 |
|
deba@459
|
702 |
LpGlpk::Value LpGlpk::_getDualRay(int i) const {
|
deba@459
|
703 |
if (_dual_ray.empty()) {
|
deba@459
|
704 |
int row_num = glp_get_num_rows(lp);
|
deba@459
|
705 |
|
deba@459
|
706 |
_dual_ray.resize(row_num + 1, 0.0);
|
deba@459
|
707 |
|
deba@459
|
708 |
int index = glp_get_unbnd_ray(lp);
|
deba@459
|
709 |
if (index != 0) {
|
deba@459
|
710 |
// The dual ray is found in dual simplex second phase
|
deba@459
|
711 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) :
|
deba@459
|
712 |
glp_get_col_stat(lp, index - row_num)) == GLP_BS,
|
deba@459
|
713 |
|
deba@459
|
714 |
"Wrong dual ray");
|
deba@459
|
715 |
|
deba@459
|
716 |
int idx;
|
deba@459
|
717 |
bool negate = false;
|
deba@459
|
718 |
|
deba@459
|
719 |
if (index > row_num) {
|
deba@459
|
720 |
idx = glp_get_col_bind(lp, index - row_num);
|
deba@459
|
721 |
if (glp_get_col_prim(lp, index - row_num) >
|
deba@459
|
722 |
glp_get_col_ub(lp, index - row_num)) {
|
deba@459
|
723 |
negate = true;
|
deba@459
|
724 |
}
|
deba@459
|
725 |
} else {
|
deba@459
|
726 |
idx = glp_get_row_bind(lp, index);
|
deba@459
|
727 |
if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) {
|
deba@459
|
728 |
negate = true;
|
deba@459
|
729 |
}
|
deba@459
|
730 |
}
|
deba@459
|
731 |
|
deba@459
|
732 |
_dual_ray[idx] = negate ? - 1.0 : 1.0;
|
deba@459
|
733 |
|
deba@459
|
734 |
glp_btran(lp, &_dual_ray.front());
|
deba@459
|
735 |
} else {
|
deba@459
|
736 |
double eps = 1e-7;
|
deba@459
|
737 |
// The dual ray is found in primal simplex first phase
|
deba@459
|
738 |
// We assume that the glpk minimizes the slack to get feasible solution
|
deba@459
|
739 |
for (int i = 1; i <= row_num; ++i) {
|
deba@459
|
740 |
int index = glp_get_bhead(lp, i);
|
deba@459
|
741 |
if (index <= row_num) {
|
deba@459
|
742 |
double res = glp_get_row_prim(lp, index);
|
deba@459
|
743 |
if (res > glp_get_row_ub(lp, index) + eps) {
|
deba@459
|
744 |
_dual_ray[i] = -1;
|
deba@459
|
745 |
} else if (res < glp_get_row_lb(lp, index) - eps) {
|
deba@459
|
746 |
_dual_ray[i] = 1;
|
deba@459
|
747 |
} else {
|
deba@459
|
748 |
_dual_ray[i] = 0;
|
deba@459
|
749 |
}
|
deba@459
|
750 |
_dual_ray[i] *= glp_get_rii(lp, index);
|
deba@459
|
751 |
} else {
|
deba@459
|
752 |
double res = glp_get_col_prim(lp, index - row_num);
|
deba@459
|
753 |
if (res > glp_get_col_ub(lp, index - row_num) + eps) {
|
deba@459
|
754 |
_dual_ray[i] = -1;
|
deba@459
|
755 |
} else if (res < glp_get_col_lb(lp, index - row_num) - eps) {
|
deba@459
|
756 |
_dual_ray[i] = 1;
|
deba@459
|
757 |
} else {
|
deba@459
|
758 |
_dual_ray[i] = 0;
|
deba@459
|
759 |
}
|
deba@459
|
760 |
_dual_ray[i] /= glp_get_sjj(lp, index - row_num);
|
deba@459
|
761 |
}
|
deba@459
|
762 |
}
|
deba@459
|
763 |
|
deba@459
|
764 |
glp_btran(lp, &_dual_ray.front());
|
deba@459
|
765 |
|
deba@459
|
766 |
for (int i = 1; i <= row_num; ++i) {
|
deba@459
|
767 |
_dual_ray[i] /= glp_get_rii(lp, i);
|
deba@459
|
768 |
}
|
deba@459
|
769 |
}
|
deba@459
|
770 |
}
|
deba@459
|
771 |
return _dual_ray[i];
|
deba@459
|
772 |
}
|
deba@459
|
773 |
|
deba@459
|
774 |
LpGlpk::ProblemType LpGlpk::_getPrimalType() const {
|
deba@459
|
775 |
if (glp_get_status(lp) == GLP_OPT)
|
deba@459
|
776 |
return OPTIMAL;
|
deba@459
|
777 |
switch (glp_get_prim_stat(lp)) {
|
deba@459
|
778 |
case GLP_UNDEF:
|
deba@459
|
779 |
return UNDEFINED;
|
deba@459
|
780 |
case GLP_FEAS:
|
deba@459
|
781 |
case GLP_INFEAS:
|
deba@459
|
782 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
|
deba@459
|
783 |
return UNBOUNDED;
|
deba@459
|
784 |
} else {
|
deba@459
|
785 |
return UNDEFINED;
|
deba@459
|
786 |
}
|
deba@459
|
787 |
case GLP_NOFEAS:
|
deba@459
|
788 |
return INFEASIBLE;
|
deba@459
|
789 |
default:
|
deba@459
|
790 |
LEMON_ASSERT(false, "Wrong primal type");
|
deba@459
|
791 |
return LpGlpk::ProblemType();
|
deba@459
|
792 |
}
|
deba@459
|
793 |
}
|
deba@459
|
794 |
|
deba@459
|
795 |
LpGlpk::ProblemType LpGlpk::_getDualType() const {
|
deba@459
|
796 |
if (glp_get_status(lp) == GLP_OPT)
|
deba@459
|
797 |
return OPTIMAL;
|
deba@459
|
798 |
switch (glp_get_dual_stat(lp)) {
|
deba@459
|
799 |
case GLP_UNDEF:
|
deba@459
|
800 |
return UNDEFINED;
|
deba@459
|
801 |
case GLP_FEAS:
|
deba@459
|
802 |
case GLP_INFEAS:
|
deba@459
|
803 |
if (glp_get_prim_stat(lp) == GLP_NOFEAS) {
|
deba@459
|
804 |
return UNBOUNDED;
|
deba@459
|
805 |
} else {
|
deba@459
|
806 |
return UNDEFINED;
|
deba@459
|
807 |
}
|
deba@459
|
808 |
case GLP_NOFEAS:
|
deba@459
|
809 |
return INFEASIBLE;
|
deba@459
|
810 |
default:
|
deba@459
|
811 |
LEMON_ASSERT(false, "Wrong primal type");
|
deba@459
|
812 |
return LpGlpk::ProblemType();
|
deba@459
|
813 |
}
|
deba@459
|
814 |
}
|
deba@459
|
815 |
|
deba@459
|
816 |
void LpGlpk::presolver(bool b) {
|
deba@459
|
817 |
lpx_set_int_parm(lp, LPX_K_PRESOL, b ? 1 : 0);
|
deba@459
|
818 |
}
|
deba@459
|
819 |
|
deba@459
|
820 |
void LpGlpk::messageLevel(MessageLevel m) {
|
deba@459
|
821 |
_message_level = m;
|
deba@459
|
822 |
}
|
deba@459
|
823 |
|
deba@459
|
824 |
// MipGlpk members
|
deba@459
|
825 |
|
deba@459
|
826 |
MipGlpk::MipGlpk()
|
deba@459
|
827 |
: LpBase(), GlpkBase(), MipSolver() {
|
deba@459
|
828 |
messageLevel(MESSAGE_NO_OUTPUT);
|
deba@459
|
829 |
}
|
deba@459
|
830 |
|
deba@459
|
831 |
MipGlpk::MipGlpk(const MipGlpk& other)
|
deba@459
|
832 |
: LpBase(), GlpkBase(other), MipSolver() {
|
deba@459
|
833 |
messageLevel(MESSAGE_NO_OUTPUT);
|
deba@459
|
834 |
}
|
deba@459
|
835 |
|
deba@459
|
836 |
void MipGlpk::_setColType(int i, MipGlpk::ColTypes col_type) {
|
deba@459
|
837 |
switch (col_type) {
|
deba@459
|
838 |
case INTEGER:
|
deba@459
|
839 |
glp_set_col_kind(lp, i, GLP_IV);
|
deba@459
|
840 |
break;
|
deba@459
|
841 |
case REAL:
|
deba@459
|
842 |
glp_set_col_kind(lp, i, GLP_CV);
|
deba@459
|
843 |
break;
|
deba@459
|
844 |
}
|
deba@459
|
845 |
}
|
deba@459
|
846 |
|
deba@459
|
847 |
MipGlpk::ColTypes MipGlpk::_getColType(int i) const {
|
deba@459
|
848 |
switch (glp_get_col_kind(lp, i)) {
|
deba@459
|
849 |
case GLP_IV:
|
deba@459
|
850 |
case GLP_BV:
|
deba@459
|
851 |
return INTEGER;
|
deba@459
|
852 |
default:
|
deba@459
|
853 |
return REAL;
|
deba@459
|
854 |
}
|
deba@459
|
855 |
|
deba@459
|
856 |
}
|
deba@459
|
857 |
|
deba@459
|
858 |
MipGlpk::SolveExitStatus MipGlpk::_solve() {
|
deba@459
|
859 |
glp_smcp smcp;
|
deba@459
|
860 |
glp_init_smcp(&smcp);
|
deba@459
|
861 |
|
deba@459
|
862 |
switch (_message_level) {
|
deba@459
|
863 |
case MESSAGE_NO_OUTPUT:
|
deba@459
|
864 |
smcp.msg_lev = GLP_MSG_OFF;
|
deba@459
|
865 |
break;
|
deba@459
|
866 |
case MESSAGE_ERROR_MESSAGE:
|
deba@459
|
867 |
smcp.msg_lev = GLP_MSG_ERR;
|
deba@459
|
868 |
break;
|
deba@459
|
869 |
case MESSAGE_NORMAL_OUTPUT:
|
deba@459
|
870 |
smcp.msg_lev = GLP_MSG_ON;
|
deba@459
|
871 |
break;
|
deba@459
|
872 |
case MESSAGE_FULL_OUTPUT:
|
deba@459
|
873 |
smcp.msg_lev = GLP_MSG_ALL;
|
deba@459
|
874 |
break;
|
deba@459
|
875 |
}
|
deba@459
|
876 |
smcp.meth = GLP_DUAL;
|
deba@459
|
877 |
|
deba@459
|
878 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
|
deba@459
|
879 |
if (glp_get_status(lp) != GLP_OPT) return SOLVED;
|
deba@459
|
880 |
|
deba@459
|
881 |
glp_iocp iocp;
|
deba@459
|
882 |
glp_init_iocp(&iocp);
|
deba@459
|
883 |
|
deba@459
|
884 |
switch (_message_level) {
|
deba@459
|
885 |
case MESSAGE_NO_OUTPUT:
|
deba@459
|
886 |
iocp.msg_lev = GLP_MSG_OFF;
|
deba@459
|
887 |
break;
|
deba@459
|
888 |
case MESSAGE_ERROR_MESSAGE:
|
deba@459
|
889 |
iocp.msg_lev = GLP_MSG_ERR;
|
deba@459
|
890 |
break;
|
deba@459
|
891 |
case MESSAGE_NORMAL_OUTPUT:
|
deba@459
|
892 |
iocp.msg_lev = GLP_MSG_ON;
|
deba@459
|
893 |
break;
|
deba@459
|
894 |
case MESSAGE_FULL_OUTPUT:
|
deba@459
|
895 |
iocp.msg_lev = GLP_MSG_ALL;
|
deba@459
|
896 |
break;
|
deba@459
|
897 |
}
|
deba@459
|
898 |
|
deba@459
|
899 |
if (glp_intopt(lp, &iocp) != 0) return UNSOLVED;
|
deba@459
|
900 |
return SOLVED;
|
deba@459
|
901 |
}
|
deba@459
|
902 |
|
deba@459
|
903 |
|
deba@459
|
904 |
MipGlpk::ProblemType MipGlpk::_getType() const {
|
deba@459
|
905 |
switch (glp_get_status(lp)) {
|
deba@459
|
906 |
case GLP_OPT:
|
deba@459
|
907 |
switch (glp_mip_status(lp)) {
|
deba@459
|
908 |
case GLP_UNDEF:
|
deba@459
|
909 |
return UNDEFINED;
|
deba@459
|
910 |
case GLP_NOFEAS:
|
deba@459
|
911 |
return INFEASIBLE;
|
deba@459
|
912 |
case GLP_FEAS:
|
deba@459
|
913 |
return FEASIBLE;
|
deba@459
|
914 |
case GLP_OPT:
|
deba@459
|
915 |
return OPTIMAL;
|
deba@459
|
916 |
default:
|
deba@459
|
917 |
LEMON_ASSERT(false, "Wrong problem type.");
|
deba@459
|
918 |
return MipGlpk::ProblemType();
|
deba@459
|
919 |
}
|
deba@459
|
920 |
case GLP_NOFEAS:
|
deba@459
|
921 |
return INFEASIBLE;
|
deba@459
|
922 |
case GLP_INFEAS:
|
deba@459
|
923 |
case GLP_FEAS:
|
deba@459
|
924 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
|
deba@459
|
925 |
return UNBOUNDED;
|
deba@459
|
926 |
} else {
|
deba@459
|
927 |
return UNDEFINED;
|
deba@459
|
928 |
}
|
deba@459
|
929 |
default:
|
deba@459
|
930 |
LEMON_ASSERT(false, "Wrong problem type.");
|
deba@459
|
931 |
return MipGlpk::ProblemType();
|
deba@459
|
932 |
}
|
deba@459
|
933 |
}
|
deba@459
|
934 |
|
deba@459
|
935 |
MipGlpk::Value MipGlpk::_getSol(int i) const {
|
deba@459
|
936 |
return glp_mip_col_val(lp, i);
|
deba@459
|
937 |
}
|
deba@459
|
938 |
|
deba@459
|
939 |
MipGlpk::Value MipGlpk::_getSolValue() const {
|
deba@459
|
940 |
return glp_mip_obj_val(lp);
|
deba@459
|
941 |
}
|
deba@459
|
942 |
|
deba@459
|
943 |
MipGlpk* MipGlpk::_newSolver() const { return new MipGlpk; }
|
deba@459
|
944 |
MipGlpk* MipGlpk::_cloneSolver() const {return new MipGlpk(*this); }
|
deba@459
|
945 |
|
deba@459
|
946 |
const char* MipGlpk::_solverName() const { return "MipGlpk"; }
|
deba@459
|
947 |
|
deba@459
|
948 |
void MipGlpk::messageLevel(MessageLevel m) {
|
deba@459
|
949 |
_message_level = m;
|
deba@459
|
950 |
}
|
deba@458
|
951 |
|
deba@458
|
952 |
} //END OF NAMESPACE LEMON
|