1 /* -*- mode: C++; indent-tabs-mode: nil; -*-
3 * This file is a part of LEMON, a generic C++ optimization library.
5 * Copyright (C) 2003-2008
6 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
7 * (Egervary Research Group on Combinatorial Optimization, EGRES).
9 * Permission to use, modify and distribute this software is granted
10 * provided that this copyright notice appears in all copies. For
11 * precise terms see the accompanying LICENSE file.
13 * This software is provided "AS IS" with no warranty of any kind,
14 * express or implied, and with no claim as to its suitability for any
20 ///\brief Implementation of the LEMON GLPK LP and MIP solver interface.
22 #include <lemon/lp_glpk.h>
25 #include <lemon/assert.h>
31 GlpkBase::GlpkBase() : LpBase() {
32 lp = glp_create_prob();
36 GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() {
37 lp = glp_create_prob();
38 glp_copy_prob(lp, other.lp, GLP_ON);
44 GlpkBase::~GlpkBase() {
48 int GlpkBase::_addCol() {
49 int i = glp_add_cols(lp, 1);
50 glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0);
54 int GlpkBase::_addRow() {
55 int i = glp_add_rows(lp, 1);
56 glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0);
60 void GlpkBase::_eraseCol(int i) {
63 glp_del_cols(lp, 1, ca);
66 void GlpkBase::_eraseRow(int i) {
69 glp_del_rows(lp, 1, ra);
72 void GlpkBase::_eraseColId(int i) {
77 void GlpkBase::_eraseRowId(int i) {
82 void GlpkBase::_getColName(int c, std::string& name) const {
83 const char *str = glp_get_col_name(lp, c);
88 void GlpkBase::_setColName(int c, const std::string & name) {
89 glp_set_col_name(lp, c, const_cast<char*>(name.c_str()));
93 int GlpkBase::_colByName(const std::string& name) const {
94 int k = glp_find_col(lp, const_cast<char*>(name.c_str()));
95 return k > 0 ? k : -1;
98 void GlpkBase::_getRowName(int r, std::string& name) const {
99 const char *str = glp_get_row_name(lp, r);
104 void GlpkBase::_setRowName(int r, const std::string & name) {
105 glp_set_row_name(lp, r, const_cast<char*>(name.c_str()));
109 int GlpkBase::_rowByName(const std::string& name) const {
110 int k = glp_find_row(lp, const_cast<char*>(name.c_str()));
111 return k > 0 ? k : -1;
114 void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
115 std::vector<int> indexes;
116 std::vector<Value> values;
118 indexes.push_back(0);
121 for(ExprIterator it = b; it != e; ++it) {
122 indexes.push_back(it->first);
123 values.push_back(it->second);
126 glp_set_mat_row(lp, i, values.size() - 1,
127 &indexes.front(), &values.front());
130 void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const {
131 int length = glp_get_mat_row(lp, ix, 0, 0);
133 std::vector<int> indexes(length + 1);
134 std::vector<Value> values(length + 1);
136 glp_get_mat_row(lp, ix, &indexes.front(), &values.front());
138 for (int i = 1; i <= length; ++i) {
139 *b = std::make_pair(indexes[i], values[i]);
144 void GlpkBase::_setColCoeffs(int ix, ExprIterator b,
147 std::vector<int> indexes;
148 std::vector<Value> values;
150 indexes.push_back(0);
153 for(ExprIterator it = b; it != e; ++it) {
154 indexes.push_back(it->first);
155 values.push_back(it->second);
158 glp_set_mat_col(lp, ix, values.size() - 1,
159 &indexes.front(), &values.front());
162 void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const {
163 int length = glp_get_mat_col(lp, ix, 0, 0);
165 std::vector<int> indexes(length + 1);
166 std::vector<Value> values(length + 1);
168 glp_get_mat_col(lp, ix, &indexes.front(), &values.front());
170 for (int i = 1; i <= length; ++i) {
171 *b = std::make_pair(indexes[i], values[i]);
176 void GlpkBase::_setCoeff(int ix, int jx, Value value) {
178 if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) {
180 int length = glp_get_mat_row(lp, ix, 0, 0);
182 std::vector<int> indexes(length + 2);
183 std::vector<Value> values(length + 2);
185 glp_get_mat_row(lp, ix, &indexes.front(), &values.front());
187 //The following code does not suppose that the elements of the
188 //array indexes are sorted
190 for (int i = 1; i <= length; ++i) {
191 if (indexes[i] == jx) {
199 indexes[length] = jx;
200 values[length] = value;
203 glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front());
207 int length = glp_get_mat_col(lp, jx, 0, 0);
209 std::vector<int> indexes(length + 2);
210 std::vector<Value> values(length + 2);
212 glp_get_mat_col(lp, jx, &indexes.front(), &values.front());
214 //The following code does not suppose that the elements of the
215 //array indexes are sorted
217 for (int i = 1; i <= length; ++i) {
218 if (indexes[i] == ix) {
226 indexes[length] = ix;
227 values[length] = value;
230 glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front());
235 GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const {
237 int length = glp_get_mat_row(lp, ix, 0, 0);
239 std::vector<int> indexes(length + 1);
240 std::vector<Value> values(length + 1);
242 glp_get_mat_row(lp, ix, &indexes.front(), &values.front());
244 for (int i = 1; i <= length; ++i) {
245 if (indexes[i] == jx) {
253 void GlpkBase::_setColLowerBound(int i, Value lo) {
254 LEMON_ASSERT(lo != INF, "Invalid bound");
256 int b = glp_get_col_type(lp, i);
257 double up = glp_get_col_ub(lp, i);
262 glp_set_col_bnds(lp, i, GLP_FR, lo, up);
268 glp_set_col_bnds(lp, i, GLP_UP, lo, up);
277 glp_set_col_bnds(lp, i, GLP_LO, lo, up);
283 glp_set_col_bnds(lp, i, GLP_FX, lo, up);
285 glp_set_col_bnds(lp, i, GLP_DB, lo, up);
293 GlpkBase::Value GlpkBase::_getColLowerBound(int i) const {
294 int b = glp_get_col_type(lp, i);
299 return glp_get_col_lb(lp, i);
305 void GlpkBase::_setColUpperBound(int i, Value up) {
306 LEMON_ASSERT(up != -INF, "Invalid bound");
308 int b = glp_get_col_type(lp, i);
309 double lo = glp_get_col_lb(lp, i);
316 glp_set_col_bnds(lp, i, GLP_FR, lo, up);
320 glp_set_col_bnds(lp, i, GLP_LO, lo, up);
328 glp_set_col_bnds(lp, i, GLP_UP, lo, up);
331 glp_set_col_bnds(lp, i, GLP_UP, lo, up);
337 glp_set_col_bnds(lp, i, GLP_FX, lo, up);
339 glp_set_col_bnds(lp, i, GLP_DB, lo, up);
348 GlpkBase::Value GlpkBase::_getColUpperBound(int i) const {
349 int b = glp_get_col_type(lp, i);
354 return glp_get_col_ub(lp, i);
360 void GlpkBase::_setRowLowerBound(int i, Value lo) {
361 LEMON_ASSERT(lo != INF, "Invalid bound");
363 int b = glp_get_row_type(lp, i);
364 double up = glp_get_row_ub(lp, i);
369 glp_set_row_bnds(lp, i, GLP_FR, lo, up);
375 glp_set_row_bnds(lp, i, GLP_UP, lo, up);
384 glp_set_row_bnds(lp, i, GLP_LO, lo, up);
390 glp_set_row_bnds(lp, i, GLP_FX, lo, up);
392 glp_set_row_bnds(lp, i, GLP_DB, lo, up);
401 GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const {
402 int b = glp_get_row_type(lp, i);
407 return glp_get_row_lb(lp, i);
413 void GlpkBase::_setRowUpperBound(int i, Value up) {
414 LEMON_ASSERT(up != -INF, "Invalid bound");
416 int b = glp_get_row_type(lp, i);
417 double lo = glp_get_row_lb(lp, i);
424 glp_set_row_bnds(lp, i, GLP_FR, lo, up);
428 glp_set_row_bnds(lp, i, GLP_LO, lo, up);
436 glp_set_row_bnds(lp, i, GLP_UP, lo, up);
439 glp_set_row_bnds(lp, i, GLP_UP, lo, up);
445 glp_set_row_bnds(lp, i, GLP_FX, lo, up);
447 glp_set_row_bnds(lp, i, GLP_DB, lo, up);
455 GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const {
456 int b = glp_get_row_type(lp, i);
461 return glp_get_row_ub(lp, i);
467 void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) {
468 for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
469 glp_set_obj_coef(lp, i, 0.0);
471 for (ExprIterator it = b; it != e; ++it) {
472 glp_set_obj_coef(lp, it->first, it->second);
476 void GlpkBase::_getObjCoeffs(InsertIterator b) const {
477 for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
478 Value val = glp_get_obj_coef(lp, i);
480 *b = std::make_pair(i, val);
486 void GlpkBase::_setObjCoeff(int i, Value obj_coef) {
487 //i = 0 means the constant term (shift)
488 glp_set_obj_coef(lp, i, obj_coef);
491 GlpkBase::Value GlpkBase::_getObjCoeff(int i) const {
492 //i = 0 means the constant term (shift)
493 return glp_get_obj_coef(lp, i);
496 void GlpkBase::_setSense(GlpkBase::Sense sense) {
499 glp_set_obj_dir(lp, GLP_MIN);
502 glp_set_obj_dir(lp, GLP_MAX);
507 GlpkBase::Sense GlpkBase::_getSense() const {
508 switch(glp_get_obj_dir(lp)) {
514 LEMON_ASSERT(false, "Wrong sense");
515 return GlpkBase::Sense();
519 void GlpkBase::_clear() {
528 : LpBase(), GlpkBase(), LpSolver() {
529 messageLevel(MESSAGE_NO_OUTPUT);
532 LpGlpk::LpGlpk(const LpGlpk& other)
533 : LpBase(other), GlpkBase(other), LpSolver(other) {
534 messageLevel(MESSAGE_NO_OUTPUT);
537 LpGlpk* LpGlpk::_newSolver() const { return new LpGlpk; }
538 LpGlpk* LpGlpk::_cloneSolver() const { return new LpGlpk(*this); }
540 const char* LpGlpk::_solverName() const { return "LpGlpk"; }
542 void LpGlpk::_clear_temporals() {
547 LpGlpk::SolveExitStatus LpGlpk::_solve() {
548 return solvePrimal();
551 LpGlpk::SolveExitStatus LpGlpk::solvePrimal() {
555 glp_init_smcp(&smcp);
557 switch (_message_level) {
558 case MESSAGE_NO_OUTPUT:
559 smcp.msg_lev = GLP_MSG_OFF;
561 case MESSAGE_ERROR_MESSAGE:
562 smcp.msg_lev = GLP_MSG_ERR;
564 case MESSAGE_NORMAL_OUTPUT:
565 smcp.msg_lev = GLP_MSG_ON;
567 case MESSAGE_FULL_OUTPUT:
568 smcp.msg_lev = GLP_MSG_ALL;
572 if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
576 LpGlpk::SolveExitStatus LpGlpk::solveDual() {
580 glp_init_smcp(&smcp);
582 switch (_message_level) {
583 case MESSAGE_NO_OUTPUT:
584 smcp.msg_lev = GLP_MSG_OFF;
586 case MESSAGE_ERROR_MESSAGE:
587 smcp.msg_lev = GLP_MSG_ERR;
589 case MESSAGE_NORMAL_OUTPUT:
590 smcp.msg_lev = GLP_MSG_ON;
592 case MESSAGE_FULL_OUTPUT:
593 smcp.msg_lev = GLP_MSG_ALL;
596 smcp.meth = GLP_DUAL;
598 if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
602 LpGlpk::Value LpGlpk::_getPrimal(int i) const {
603 return glp_get_col_prim(lp, i);
606 LpGlpk::Value LpGlpk::_getDual(int i) const {
607 return glp_get_row_dual(lp, i);
610 LpGlpk::Value LpGlpk::_getPrimalValue() const {
611 return glp_get_obj_val(lp);
614 LpGlpk::VarStatus LpGlpk::_getColStatus(int i) const {
615 switch (glp_get_col_stat(lp, i)) {
627 LEMON_ASSERT(false, "Wrong column status");
628 return LpGlpk::VarStatus();
632 LpGlpk::VarStatus LpGlpk::_getRowStatus(int i) const {
633 switch (glp_get_row_stat(lp, i)) {
645 LEMON_ASSERT(false, "Wrong row status");
646 return LpGlpk::VarStatus();
650 LpGlpk::Value LpGlpk::_getPrimalRay(int i) const {
651 if (_primal_ray.empty()) {
652 int row_num = glp_get_num_rows(lp);
653 int col_num = glp_get_num_cols(lp);
655 _primal_ray.resize(col_num + 1, 0.0);
657 int index = glp_get_unbnd_ray(lp);
659 // The primal ray is found in primal simplex second phase
660 LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) :
661 glp_get_col_stat(lp, index - row_num)) != GLP_BS,
664 bool negate = glp_get_obj_dir(lp) == GLP_MAX;
666 if (index > row_num) {
667 _primal_ray[index - row_num] = 1.0;
668 if (glp_get_col_dual(lp, index - row_num) > 0) {
672 if (glp_get_row_dual(lp, index) > 0) {
677 std::vector<int> ray_indexes(row_num + 1);
678 std::vector<Value> ray_values(row_num + 1);
679 int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(),
680 &ray_values.front());
682 for (int i = 1; i <= ray_length; ++i) {
683 if (ray_indexes[i] > row_num) {
684 _primal_ray[ray_indexes[i] - row_num] = ray_values[i];
689 for (int i = 1; i <= col_num; ++i) {
690 _primal_ray[i] = - _primal_ray[i];
694 for (int i = 1; i <= col_num; ++i) {
695 _primal_ray[i] = glp_get_col_prim(lp, i);
699 return _primal_ray[i];
702 LpGlpk::Value LpGlpk::_getDualRay(int i) const {
703 if (_dual_ray.empty()) {
704 int row_num = glp_get_num_rows(lp);
706 _dual_ray.resize(row_num + 1, 0.0);
708 int index = glp_get_unbnd_ray(lp);
710 // The dual ray is found in dual simplex second phase
711 LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) :
712 glp_get_col_stat(lp, index - row_num)) == GLP_BS,
719 if (index > row_num) {
720 idx = glp_get_col_bind(lp, index - row_num);
721 if (glp_get_col_prim(lp, index - row_num) >
722 glp_get_col_ub(lp, index - row_num)) {
726 idx = glp_get_row_bind(lp, index);
727 if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) {
732 _dual_ray[idx] = negate ? - 1.0 : 1.0;
734 glp_btran(lp, &_dual_ray.front());
737 // The dual ray is found in primal simplex first phase
738 // We assume that the glpk minimizes the slack to get feasible solution
739 for (int i = 1; i <= row_num; ++i) {
740 int index = glp_get_bhead(lp, i);
741 if (index <= row_num) {
742 double res = glp_get_row_prim(lp, index);
743 if (res > glp_get_row_ub(lp, index) + eps) {
745 } else if (res < glp_get_row_lb(lp, index) - eps) {
750 _dual_ray[i] *= glp_get_rii(lp, index);
752 double res = glp_get_col_prim(lp, index - row_num);
753 if (res > glp_get_col_ub(lp, index - row_num) + eps) {
755 } else if (res < glp_get_col_lb(lp, index - row_num) - eps) {
760 _dual_ray[i] /= glp_get_sjj(lp, index - row_num);
764 glp_btran(lp, &_dual_ray.front());
766 for (int i = 1; i <= row_num; ++i) {
767 _dual_ray[i] /= glp_get_rii(lp, i);
774 LpGlpk::ProblemType LpGlpk::_getPrimalType() const {
775 if (glp_get_status(lp) == GLP_OPT)
777 switch (glp_get_prim_stat(lp)) {
782 if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
790 LEMON_ASSERT(false, "Wrong primal type");
791 return LpGlpk::ProblemType();
795 LpGlpk::ProblemType LpGlpk::_getDualType() const {
796 if (glp_get_status(lp) == GLP_OPT)
798 switch (glp_get_dual_stat(lp)) {
803 if (glp_get_prim_stat(lp) == GLP_NOFEAS) {
811 LEMON_ASSERT(false, "Wrong primal type");
812 return LpGlpk::ProblemType();
816 void LpGlpk::presolver(bool b) {
817 lpx_set_int_parm(lp, LPX_K_PRESOL, b ? 1 : 0);
820 void LpGlpk::messageLevel(MessageLevel m) {
827 : LpBase(), GlpkBase(), MipSolver() {
828 messageLevel(MESSAGE_NO_OUTPUT);
831 MipGlpk::MipGlpk(const MipGlpk& other)
832 : LpBase(), GlpkBase(other), MipSolver() {
833 messageLevel(MESSAGE_NO_OUTPUT);
836 void MipGlpk::_setColType(int i, MipGlpk::ColTypes col_type) {
839 glp_set_col_kind(lp, i, GLP_IV);
842 glp_set_col_kind(lp, i, GLP_CV);
847 MipGlpk::ColTypes MipGlpk::_getColType(int i) const {
848 switch (glp_get_col_kind(lp, i)) {
858 MipGlpk::SolveExitStatus MipGlpk::_solve() {
860 glp_init_smcp(&smcp);
862 switch (_message_level) {
863 case MESSAGE_NO_OUTPUT:
864 smcp.msg_lev = GLP_MSG_OFF;
866 case MESSAGE_ERROR_MESSAGE:
867 smcp.msg_lev = GLP_MSG_ERR;
869 case MESSAGE_NORMAL_OUTPUT:
870 smcp.msg_lev = GLP_MSG_ON;
872 case MESSAGE_FULL_OUTPUT:
873 smcp.msg_lev = GLP_MSG_ALL;
876 smcp.meth = GLP_DUAL;
878 if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
879 if (glp_get_status(lp) != GLP_OPT) return SOLVED;
882 glp_init_iocp(&iocp);
884 switch (_message_level) {
885 case MESSAGE_NO_OUTPUT:
886 iocp.msg_lev = GLP_MSG_OFF;
888 case MESSAGE_ERROR_MESSAGE:
889 iocp.msg_lev = GLP_MSG_ERR;
891 case MESSAGE_NORMAL_OUTPUT:
892 iocp.msg_lev = GLP_MSG_ON;
894 case MESSAGE_FULL_OUTPUT:
895 iocp.msg_lev = GLP_MSG_ALL;
899 if (glp_intopt(lp, &iocp) != 0) return UNSOLVED;
904 MipGlpk::ProblemType MipGlpk::_getType() const {
905 switch (glp_get_status(lp)) {
907 switch (glp_mip_status(lp)) {
917 LEMON_ASSERT(false, "Wrong problem type.");
918 return MipGlpk::ProblemType();
924 if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
930 LEMON_ASSERT(false, "Wrong problem type.");
931 return MipGlpk::ProblemType();
935 MipGlpk::Value MipGlpk::_getSol(int i) const {
936 return glp_mip_col_val(lp, i);
939 MipGlpk::Value MipGlpk::_getSolValue() const {
940 return glp_mip_obj_val(lp);
943 MipGlpk* MipGlpk::_newSolver() const { return new MipGlpk; }
944 MipGlpk* MipGlpk::_cloneSolver() const {return new MipGlpk(*this); }
946 const char* MipGlpk::_solverName() const { return "MipGlpk"; }
948 void MipGlpk::messageLevel(MessageLevel m) {
952 } //END OF NAMESPACE LEMON