alpar@461: /* -*- mode: C++; indent-tabs-mode: nil; -*- alpar@461: * alpar@461: * This file is a part of LEMON, a generic C++ optimization library. alpar@461: * alpar@461: * Copyright (C) 2003-2008 alpar@461: * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport alpar@461: * (Egervary Research Group on Combinatorial Optimization, EGRES). alpar@461: * alpar@461: * Permission to use, modify and distribute this software is granted alpar@461: * provided that this copyright notice appears in all copies. For alpar@461: * precise terms see the accompanying LICENSE file. alpar@461: * alpar@461: * This software is provided "AS IS" with no warranty of any kind, alpar@461: * express or implied, and with no claim as to its suitability for any alpar@461: * purpose. alpar@461: * alpar@461: */ alpar@461: alpar@461: ///\file alpar@461: ///\brief Implementation of the LEMON GLPK LP and MIP solver interface. alpar@461: alpar@461: #include alpar@461: #include alpar@461: alpar@461: #include alpar@461: alpar@461: namespace lemon { alpar@461: alpar@461: // GlpkBase members alpar@461: alpar@461: GlpkBase::GlpkBase() : LpBase() { alpar@461: lp = glp_create_prob(); alpar@461: glp_create_index(lp); alpar@461: } alpar@461: alpar@461: GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() { alpar@461: lp = glp_create_prob(); alpar@461: glp_copy_prob(lp, other.lp, GLP_ON); alpar@461: glp_create_index(lp); alpar@461: rows = other.rows; alpar@461: cols = other.cols; alpar@461: } alpar@461: alpar@461: GlpkBase::~GlpkBase() { alpar@461: glp_delete_prob(lp); alpar@461: } alpar@461: alpar@461: int GlpkBase::_addCol() { alpar@461: int i = glp_add_cols(lp, 1); alpar@461: glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0); alpar@461: return i; alpar@461: } alpar@461: alpar@461: int GlpkBase::_addRow() { alpar@461: int i = glp_add_rows(lp, 1); alpar@461: glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0); alpar@461: return i; alpar@461: } alpar@461: alpar@461: void GlpkBase::_eraseCol(int i) { alpar@461: int ca[2]; alpar@461: ca[1] = i; alpar@461: glp_del_cols(lp, 1, ca); alpar@461: } alpar@461: alpar@461: void GlpkBase::_eraseRow(int i) { alpar@461: int ra[2]; alpar@461: ra[1] = i; alpar@461: glp_del_rows(lp, 1, ra); alpar@461: } alpar@461: alpar@461: void GlpkBase::_eraseColId(int i) { alpar@461: cols.eraseIndex(i); alpar@461: cols.shiftIndices(i); alpar@461: } alpar@461: alpar@461: void GlpkBase::_eraseRowId(int i) { alpar@461: rows.eraseIndex(i); alpar@461: rows.shiftIndices(i); alpar@461: } alpar@461: alpar@461: void GlpkBase::_getColName(int c, std::string& name) const { alpar@461: const char *str = glp_get_col_name(lp, c); alpar@461: if (str) name = str; alpar@461: else name.clear(); alpar@461: } alpar@461: alpar@461: void GlpkBase::_setColName(int c, const std::string & name) { alpar@461: glp_set_col_name(lp, c, const_cast(name.c_str())); alpar@461: alpar@461: } alpar@461: alpar@461: int GlpkBase::_colByName(const std::string& name) const { alpar@461: int k = glp_find_col(lp, const_cast(name.c_str())); alpar@461: return k > 0 ? k : -1; alpar@461: } alpar@461: alpar@461: void GlpkBase::_getRowName(int r, std::string& name) const { alpar@461: const char *str = glp_get_row_name(lp, r); alpar@461: if (str) name = str; alpar@461: else name.clear(); alpar@461: } alpar@461: alpar@461: void GlpkBase::_setRowName(int r, const std::string & name) { alpar@461: glp_set_row_name(lp, r, const_cast(name.c_str())); alpar@461: alpar@461: } alpar@461: alpar@461: int GlpkBase::_rowByName(const std::string& name) const { alpar@461: int k = glp_find_row(lp, const_cast(name.c_str())); alpar@461: return k > 0 ? k : -1; alpar@461: } alpar@461: alpar@461: void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { alpar@461: std::vector indexes; alpar@461: std::vector values; alpar@461: alpar@461: indexes.push_back(0); alpar@461: values.push_back(0); alpar@461: alpar@461: for(ExprIterator it = b; it != e; ++it) { alpar@461: indexes.push_back(it->first); alpar@461: values.push_back(it->second); alpar@461: } alpar@461: alpar@461: glp_set_mat_row(lp, i, values.size() - 1, alpar@461: &indexes.front(), &values.front()); alpar@461: } alpar@461: alpar@461: void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const { alpar@461: int length = glp_get_mat_row(lp, ix, 0, 0); alpar@461: alpar@461: std::vector indexes(length + 1); alpar@461: std::vector values(length + 1); alpar@461: alpar@461: glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); alpar@461: alpar@461: for (int i = 1; i <= length; ++i) { alpar@461: *b = std::make_pair(indexes[i], values[i]); alpar@461: ++b; alpar@461: } alpar@461: } alpar@461: alpar@461: void GlpkBase::_setColCoeffs(int ix, ExprIterator b, alpar@461: ExprIterator e) { alpar@461: alpar@461: std::vector indexes; alpar@461: std::vector values; alpar@461: alpar@461: indexes.push_back(0); alpar@461: values.push_back(0); alpar@461: alpar@461: for(ExprIterator it = b; it != e; ++it) { alpar@461: indexes.push_back(it->first); alpar@461: values.push_back(it->second); alpar@461: } alpar@461: alpar@461: glp_set_mat_col(lp, ix, values.size() - 1, alpar@461: &indexes.front(), &values.front()); alpar@461: } alpar@461: alpar@461: void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const { alpar@461: int length = glp_get_mat_col(lp, ix, 0, 0); alpar@461: alpar@461: std::vector indexes(length + 1); alpar@461: std::vector values(length + 1); alpar@461: alpar@461: glp_get_mat_col(lp, ix, &indexes.front(), &values.front()); alpar@461: alpar@461: for (int i = 1; i <= length; ++i) { alpar@461: *b = std::make_pair(indexes[i], values[i]); alpar@461: ++b; alpar@461: } alpar@461: } alpar@461: alpar@461: void GlpkBase::_setCoeff(int ix, int jx, Value value) { alpar@461: alpar@461: if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) { alpar@461: alpar@461: int length = glp_get_mat_row(lp, ix, 0, 0); alpar@461: alpar@461: std::vector indexes(length + 2); alpar@461: std::vector values(length + 2); alpar@461: alpar@461: glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); alpar@461: alpar@461: //The following code does not suppose that the elements of the alpar@461: //array indexes are sorted alpar@461: bool found = false; alpar@461: for (int i = 1; i <= length; ++i) { alpar@461: if (indexes[i] == jx) { alpar@461: found = true; alpar@461: values[i] = value; alpar@461: break; alpar@461: } alpar@461: } alpar@461: if (!found) { alpar@461: ++length; alpar@461: indexes[length] = jx; alpar@461: values[length] = value; alpar@461: } alpar@461: alpar@461: glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front()); alpar@461: alpar@461: } else { alpar@461: alpar@461: int length = glp_get_mat_col(lp, jx, 0, 0); alpar@461: alpar@461: std::vector indexes(length + 2); alpar@461: std::vector values(length + 2); alpar@461: alpar@461: glp_get_mat_col(lp, jx, &indexes.front(), &values.front()); alpar@461: alpar@461: //The following code does not suppose that the elements of the alpar@461: //array indexes are sorted alpar@461: bool found = false; alpar@461: for (int i = 1; i <= length; ++i) { alpar@461: if (indexes[i] == ix) { alpar@461: found = true; alpar@461: values[i] = value; alpar@461: break; alpar@461: } alpar@461: } alpar@461: if (!found) { alpar@461: ++length; alpar@461: indexes[length] = ix; alpar@461: values[length] = value; alpar@461: } alpar@461: alpar@461: glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front()); alpar@461: } alpar@461: alpar@461: } alpar@461: alpar@461: GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const { alpar@461: alpar@461: int length = glp_get_mat_row(lp, ix, 0, 0); alpar@461: alpar@461: std::vector indexes(length + 1); alpar@461: std::vector values(length + 1); alpar@461: alpar@461: glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); alpar@461: alpar@461: for (int i = 1; i <= length; ++i) { alpar@461: if (indexes[i] == jx) { alpar@461: return values[i]; alpar@461: } alpar@461: } alpar@461: alpar@461: return 0; alpar@461: } alpar@461: alpar@461: void GlpkBase::_setColLowerBound(int i, Value lo) { alpar@461: LEMON_ASSERT(lo != INF, "Invalid bound"); alpar@461: alpar@461: int b = glp_get_col_type(lp, i); alpar@461: double up = glp_get_col_ub(lp, i); alpar@461: if (lo == -INF) { alpar@461: switch (b) { alpar@461: case GLP_FR: alpar@461: case GLP_LO: alpar@461: glp_set_col_bnds(lp, i, GLP_FR, lo, up); alpar@461: break; alpar@461: case GLP_UP: alpar@461: break; alpar@461: case GLP_DB: alpar@461: case GLP_FX: alpar@461: glp_set_col_bnds(lp, i, GLP_UP, lo, up); alpar@461: break; alpar@461: default: alpar@461: break; alpar@461: } alpar@461: } else { alpar@461: switch (b) { alpar@461: case GLP_FR: alpar@461: case GLP_LO: alpar@461: glp_set_col_bnds(lp, i, GLP_LO, lo, up); alpar@461: break; alpar@461: case GLP_UP: alpar@461: case GLP_DB: alpar@461: case GLP_FX: alpar@461: if (lo == up) alpar@461: glp_set_col_bnds(lp, i, GLP_FX, lo, up); alpar@461: else alpar@461: glp_set_col_bnds(lp, i, GLP_DB, lo, up); alpar@461: break; alpar@461: default: alpar@461: break; alpar@461: } alpar@461: } alpar@461: } alpar@461: alpar@461: GlpkBase::Value GlpkBase::_getColLowerBound(int i) const { alpar@461: int b = glp_get_col_type(lp, i); alpar@461: switch (b) { alpar@461: case GLP_LO: alpar@461: case GLP_DB: alpar@461: case GLP_FX: alpar@461: return glp_get_col_lb(lp, i); alpar@461: default: alpar@461: return -INF; alpar@461: } alpar@461: } alpar@461: alpar@461: void GlpkBase::_setColUpperBound(int i, Value up) { alpar@461: LEMON_ASSERT(up != -INF, "Invalid bound"); alpar@461: alpar@461: int b = glp_get_col_type(lp, i); alpar@461: double lo = glp_get_col_lb(lp, i); alpar@461: if (up == INF) { alpar@461: switch (b) { alpar@461: case GLP_FR: alpar@461: case GLP_LO: alpar@461: break; alpar@461: case GLP_UP: alpar@461: glp_set_col_bnds(lp, i, GLP_FR, lo, up); alpar@461: break; alpar@461: case GLP_DB: alpar@461: case GLP_FX: alpar@461: glp_set_col_bnds(lp, i, GLP_LO, lo, up); alpar@461: break; alpar@461: default: alpar@461: break; alpar@461: } alpar@461: } else { alpar@461: switch (b) { alpar@461: case GLP_FR: alpar@461: glp_set_col_bnds(lp, i, GLP_UP, lo, up); alpar@461: break; alpar@461: case GLP_UP: alpar@461: glp_set_col_bnds(lp, i, GLP_UP, lo, up); alpar@461: break; alpar@461: case GLP_LO: alpar@461: case GLP_DB: alpar@461: case GLP_FX: alpar@461: if (lo == up) alpar@461: glp_set_col_bnds(lp, i, GLP_FX, lo, up); alpar@461: else alpar@461: glp_set_col_bnds(lp, i, GLP_DB, lo, up); alpar@461: break; alpar@461: default: alpar@461: break; alpar@461: } alpar@461: } alpar@461: alpar@461: } alpar@461: alpar@461: GlpkBase::Value GlpkBase::_getColUpperBound(int i) const { alpar@461: int b = glp_get_col_type(lp, i); alpar@461: switch (b) { alpar@461: case GLP_UP: alpar@461: case GLP_DB: alpar@461: case GLP_FX: alpar@461: return glp_get_col_ub(lp, i); alpar@461: default: alpar@461: return INF; alpar@461: } alpar@461: } alpar@461: alpar@461: void GlpkBase::_setRowLowerBound(int i, Value lo) { alpar@461: LEMON_ASSERT(lo != INF, "Invalid bound"); alpar@461: alpar@461: int b = glp_get_row_type(lp, i); alpar@461: double up = glp_get_row_ub(lp, i); alpar@461: if (lo == -INF) { alpar@461: switch (b) { alpar@461: case GLP_FR: alpar@461: case GLP_LO: alpar@461: glp_set_row_bnds(lp, i, GLP_FR, lo, up); alpar@461: break; alpar@461: case GLP_UP: alpar@461: break; alpar@461: case GLP_DB: alpar@461: case GLP_FX: alpar@461: glp_set_row_bnds(lp, i, GLP_UP, lo, up); alpar@461: break; alpar@461: default: alpar@461: break; alpar@461: } alpar@461: } else { alpar@461: switch (b) { alpar@461: case GLP_FR: alpar@461: case GLP_LO: alpar@461: glp_set_row_bnds(lp, i, GLP_LO, lo, up); alpar@461: break; alpar@461: case GLP_UP: alpar@461: case GLP_DB: alpar@461: case GLP_FX: alpar@461: if (lo == up) alpar@461: glp_set_row_bnds(lp, i, GLP_FX, lo, up); alpar@461: else alpar@461: glp_set_row_bnds(lp, i, GLP_DB, lo, up); alpar@461: break; alpar@461: default: alpar@461: break; alpar@461: } alpar@461: } alpar@461: alpar@461: } alpar@461: alpar@461: GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const { alpar@461: int b = glp_get_row_type(lp, i); alpar@461: switch (b) { alpar@461: case GLP_LO: alpar@461: case GLP_DB: alpar@461: case GLP_FX: alpar@461: return glp_get_row_lb(lp, i); alpar@461: default: alpar@461: return -INF; alpar@461: } alpar@461: } alpar@461: alpar@461: void GlpkBase::_setRowUpperBound(int i, Value up) { alpar@461: LEMON_ASSERT(up != -INF, "Invalid bound"); alpar@461: alpar@461: int b = glp_get_row_type(lp, i); alpar@461: double lo = glp_get_row_lb(lp, i); alpar@461: if (up == INF) { alpar@461: switch (b) { alpar@461: case GLP_FR: alpar@461: case GLP_LO: alpar@461: break; alpar@461: case GLP_UP: alpar@461: glp_set_row_bnds(lp, i, GLP_FR, lo, up); alpar@461: break; alpar@461: case GLP_DB: alpar@461: case GLP_FX: alpar@461: glp_set_row_bnds(lp, i, GLP_LO, lo, up); alpar@461: break; alpar@461: default: alpar@461: break; alpar@461: } alpar@461: } else { alpar@461: switch (b) { alpar@461: case GLP_FR: alpar@461: glp_set_row_bnds(lp, i, GLP_UP, lo, up); alpar@461: break; alpar@461: case GLP_UP: alpar@461: glp_set_row_bnds(lp, i, GLP_UP, lo, up); alpar@461: break; alpar@461: case GLP_LO: alpar@461: case GLP_DB: alpar@461: case GLP_FX: alpar@461: if (lo == up) alpar@461: glp_set_row_bnds(lp, i, GLP_FX, lo, up); alpar@461: else alpar@461: glp_set_row_bnds(lp, i, GLP_DB, lo, up); alpar@461: break; alpar@461: default: alpar@461: break; alpar@461: } alpar@461: } alpar@461: } alpar@461: alpar@461: GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const { alpar@461: int b = glp_get_row_type(lp, i); alpar@461: switch (b) { alpar@461: case GLP_UP: alpar@461: case GLP_DB: alpar@461: case GLP_FX: alpar@461: return glp_get_row_ub(lp, i); alpar@461: default: alpar@461: return INF; alpar@461: } alpar@461: } alpar@461: alpar@461: void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) { alpar@461: for (int i = 1; i <= glp_get_num_cols(lp); ++i) { alpar@461: glp_set_obj_coef(lp, i, 0.0); alpar@461: } alpar@461: for (ExprIterator it = b; it != e; ++it) { alpar@461: glp_set_obj_coef(lp, it->first, it->second); alpar@461: } alpar@461: } alpar@461: alpar@461: void GlpkBase::_getObjCoeffs(InsertIterator b) const { alpar@461: for (int i = 1; i <= glp_get_num_cols(lp); ++i) { alpar@461: Value val = glp_get_obj_coef(lp, i); alpar@461: if (val != 0.0) { alpar@461: *b = std::make_pair(i, val); alpar@461: ++b; alpar@461: } alpar@461: } alpar@461: } alpar@461: alpar@461: void GlpkBase::_setObjCoeff(int i, Value obj_coef) { alpar@461: //i = 0 means the constant term (shift) alpar@461: glp_set_obj_coef(lp, i, obj_coef); alpar@461: } alpar@461: alpar@461: GlpkBase::Value GlpkBase::_getObjCoeff(int i) const { alpar@461: //i = 0 means the constant term (shift) alpar@461: return glp_get_obj_coef(lp, i); alpar@461: } alpar@461: alpar@461: void GlpkBase::_setSense(GlpkBase::Sense sense) { alpar@461: switch (sense) { alpar@461: case MIN: alpar@461: glp_set_obj_dir(lp, GLP_MIN); alpar@461: break; alpar@461: case MAX: alpar@461: glp_set_obj_dir(lp, GLP_MAX); alpar@461: break; alpar@461: } alpar@461: } alpar@461: alpar@461: GlpkBase::Sense GlpkBase::_getSense() const { alpar@461: switch(glp_get_obj_dir(lp)) { alpar@461: case GLP_MIN: alpar@461: return MIN; alpar@461: case GLP_MAX: alpar@461: return MAX; alpar@461: default: alpar@461: LEMON_ASSERT(false, "Wrong sense"); alpar@461: return GlpkBase::Sense(); alpar@461: } alpar@461: } alpar@461: alpar@461: void GlpkBase::_clear() { alpar@461: glp_erase_prob(lp); alpar@461: rows.clear(); alpar@461: cols.clear(); alpar@461: } alpar@461: deba@525: void GlpkBase::freeEnv() { deba@525: glp_free_env(); deba@525: } deba@525: deba@526: GlpkBase::FreeEnvHelper GlpkBase::freeEnvHelper; deba@526: alpar@462: // GlpkLp members alpar@461: alpar@462: GlpkLp::GlpkLp() alpar@461: : LpBase(), GlpkBase(), LpSolver() { alpar@461: messageLevel(MESSAGE_NO_OUTPUT); alpar@461: } alpar@461: alpar@462: GlpkLp::GlpkLp(const GlpkLp& other) alpar@461: : LpBase(other), GlpkBase(other), LpSolver(other) { alpar@461: messageLevel(MESSAGE_NO_OUTPUT); alpar@461: } alpar@461: alpar@528: GlpkLp* GlpkLp::newSolver() const { return new GlpkLp; } alpar@528: GlpkLp* GlpkLp::cloneSolver() const { return new GlpkLp(*this); } alpar@461: alpar@462: const char* GlpkLp::_solverName() const { return "GlpkLp"; } alpar@461: alpar@462: void GlpkLp::_clear_temporals() { alpar@461: _primal_ray.clear(); alpar@461: _dual_ray.clear(); alpar@461: } alpar@461: alpar@462: GlpkLp::SolveExitStatus GlpkLp::_solve() { alpar@461: return solvePrimal(); alpar@461: } alpar@461: alpar@462: GlpkLp::SolveExitStatus GlpkLp::solvePrimal() { alpar@461: _clear_temporals(); alpar@461: alpar@461: glp_smcp smcp; alpar@461: glp_init_smcp(&smcp); alpar@461: alpar@461: switch (_message_level) { alpar@461: case MESSAGE_NO_OUTPUT: alpar@461: smcp.msg_lev = GLP_MSG_OFF; alpar@461: break; alpar@461: case MESSAGE_ERROR_MESSAGE: alpar@461: smcp.msg_lev = GLP_MSG_ERR; alpar@461: break; alpar@461: case MESSAGE_NORMAL_OUTPUT: alpar@461: smcp.msg_lev = GLP_MSG_ON; alpar@461: break; alpar@461: case MESSAGE_FULL_OUTPUT: alpar@461: smcp.msg_lev = GLP_MSG_ALL; alpar@461: break; alpar@461: } alpar@461: alpar@461: if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; alpar@461: return SOLVED; alpar@461: } alpar@461: alpar@462: GlpkLp::SolveExitStatus GlpkLp::solveDual() { alpar@461: _clear_temporals(); alpar@461: alpar@461: glp_smcp smcp; alpar@461: glp_init_smcp(&smcp); alpar@461: alpar@461: switch (_message_level) { alpar@461: case MESSAGE_NO_OUTPUT: alpar@461: smcp.msg_lev = GLP_MSG_OFF; alpar@461: break; alpar@461: case MESSAGE_ERROR_MESSAGE: alpar@461: smcp.msg_lev = GLP_MSG_ERR; alpar@461: break; alpar@461: case MESSAGE_NORMAL_OUTPUT: alpar@461: smcp.msg_lev = GLP_MSG_ON; alpar@461: break; alpar@461: case MESSAGE_FULL_OUTPUT: alpar@461: smcp.msg_lev = GLP_MSG_ALL; alpar@461: break; alpar@461: } alpar@461: smcp.meth = GLP_DUAL; alpar@461: alpar@461: if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; alpar@461: return SOLVED; alpar@461: } alpar@461: alpar@462: GlpkLp::Value GlpkLp::_getPrimal(int i) const { alpar@461: return glp_get_col_prim(lp, i); alpar@461: } alpar@461: alpar@462: GlpkLp::Value GlpkLp::_getDual(int i) const { alpar@461: return glp_get_row_dual(lp, i); alpar@461: } alpar@461: alpar@462: GlpkLp::Value GlpkLp::_getPrimalValue() const { alpar@461: return glp_get_obj_val(lp); alpar@461: } alpar@461: alpar@462: GlpkLp::VarStatus GlpkLp::_getColStatus(int i) const { alpar@461: switch (glp_get_col_stat(lp, i)) { alpar@461: case GLP_BS: alpar@461: return BASIC; alpar@461: case GLP_UP: alpar@461: return UPPER; alpar@461: case GLP_LO: alpar@461: return LOWER; alpar@461: case GLP_NF: alpar@461: return FREE; alpar@461: case GLP_NS: alpar@461: return FIXED; alpar@461: default: alpar@461: LEMON_ASSERT(false, "Wrong column status"); alpar@462: return GlpkLp::VarStatus(); alpar@461: } alpar@461: } alpar@461: alpar@462: GlpkLp::VarStatus GlpkLp::_getRowStatus(int i) const { alpar@461: switch (glp_get_row_stat(lp, i)) { alpar@461: case GLP_BS: alpar@461: return BASIC; alpar@461: case GLP_UP: alpar@461: return UPPER; alpar@461: case GLP_LO: alpar@461: return LOWER; alpar@461: case GLP_NF: alpar@461: return FREE; alpar@461: case GLP_NS: alpar@461: return FIXED; alpar@461: default: alpar@461: LEMON_ASSERT(false, "Wrong row status"); alpar@462: return GlpkLp::VarStatus(); alpar@461: } alpar@461: } alpar@461: alpar@462: GlpkLp::Value GlpkLp::_getPrimalRay(int i) const { alpar@461: if (_primal_ray.empty()) { alpar@461: int row_num = glp_get_num_rows(lp); alpar@461: int col_num = glp_get_num_cols(lp); alpar@461: alpar@461: _primal_ray.resize(col_num + 1, 0.0); alpar@461: alpar@461: int index = glp_get_unbnd_ray(lp); alpar@461: if (index != 0) { alpar@461: // The primal ray is found in primal simplex second phase alpar@461: LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : alpar@461: glp_get_col_stat(lp, index - row_num)) != GLP_BS, alpar@461: "Wrong primal ray"); alpar@461: alpar@461: bool negate = glp_get_obj_dir(lp) == GLP_MAX; alpar@461: alpar@461: if (index > row_num) { alpar@461: _primal_ray[index - row_num] = 1.0; alpar@461: if (glp_get_col_dual(lp, index - row_num) > 0) { alpar@461: negate = !negate; alpar@461: } alpar@461: } else { alpar@461: if (glp_get_row_dual(lp, index) > 0) { alpar@461: negate = !negate; alpar@461: } alpar@461: } alpar@461: alpar@461: std::vector ray_indexes(row_num + 1); alpar@461: std::vector ray_values(row_num + 1); alpar@461: int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(), alpar@461: &ray_values.front()); alpar@461: alpar@461: for (int i = 1; i <= ray_length; ++i) { alpar@461: if (ray_indexes[i] > row_num) { alpar@461: _primal_ray[ray_indexes[i] - row_num] = ray_values[i]; alpar@461: } alpar@461: } alpar@461: alpar@461: if (negate) { alpar@461: for (int i = 1; i <= col_num; ++i) { alpar@461: _primal_ray[i] = - _primal_ray[i]; alpar@461: } alpar@461: } alpar@461: } else { alpar@461: for (int i = 1; i <= col_num; ++i) { alpar@461: _primal_ray[i] = glp_get_col_prim(lp, i); alpar@461: } alpar@461: } alpar@461: } alpar@461: return _primal_ray[i]; alpar@461: } alpar@461: alpar@462: GlpkLp::Value GlpkLp::_getDualRay(int i) const { alpar@461: if (_dual_ray.empty()) { alpar@461: int row_num = glp_get_num_rows(lp); alpar@461: alpar@461: _dual_ray.resize(row_num + 1, 0.0); alpar@461: alpar@461: int index = glp_get_unbnd_ray(lp); alpar@461: if (index != 0) { alpar@461: // The dual ray is found in dual simplex second phase alpar@461: LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : alpar@461: glp_get_col_stat(lp, index - row_num)) == GLP_BS, alpar@461: alpar@461: "Wrong dual ray"); alpar@461: alpar@461: int idx; alpar@461: bool negate = false; alpar@461: alpar@461: if (index > row_num) { alpar@461: idx = glp_get_col_bind(lp, index - row_num); alpar@461: if (glp_get_col_prim(lp, index - row_num) > alpar@461: glp_get_col_ub(lp, index - row_num)) { alpar@461: negate = true; alpar@461: } alpar@461: } else { alpar@461: idx = glp_get_row_bind(lp, index); alpar@461: if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) { alpar@461: negate = true; alpar@461: } alpar@461: } alpar@461: alpar@461: _dual_ray[idx] = negate ? - 1.0 : 1.0; alpar@461: alpar@461: glp_btran(lp, &_dual_ray.front()); alpar@461: } else { alpar@461: double eps = 1e-7; alpar@461: // The dual ray is found in primal simplex first phase alpar@461: // We assume that the glpk minimizes the slack to get feasible solution alpar@461: for (int i = 1; i <= row_num; ++i) { alpar@461: int index = glp_get_bhead(lp, i); alpar@461: if (index <= row_num) { alpar@461: double res = glp_get_row_prim(lp, index); alpar@461: if (res > glp_get_row_ub(lp, index) + eps) { alpar@461: _dual_ray[i] = -1; alpar@461: } else if (res < glp_get_row_lb(lp, index) - eps) { alpar@461: _dual_ray[i] = 1; alpar@461: } else { alpar@461: _dual_ray[i] = 0; alpar@461: } alpar@461: _dual_ray[i] *= glp_get_rii(lp, index); alpar@461: } else { alpar@461: double res = glp_get_col_prim(lp, index - row_num); alpar@461: if (res > glp_get_col_ub(lp, index - row_num) + eps) { alpar@461: _dual_ray[i] = -1; alpar@461: } else if (res < glp_get_col_lb(lp, index - row_num) - eps) { alpar@461: _dual_ray[i] = 1; alpar@461: } else { alpar@461: _dual_ray[i] = 0; alpar@461: } alpar@461: _dual_ray[i] /= glp_get_sjj(lp, index - row_num); alpar@461: } alpar@461: } alpar@461: alpar@461: glp_btran(lp, &_dual_ray.front()); alpar@461: alpar@461: for (int i = 1; i <= row_num; ++i) { alpar@461: _dual_ray[i] /= glp_get_rii(lp, i); alpar@461: } alpar@461: } alpar@461: } alpar@461: return _dual_ray[i]; alpar@461: } alpar@461: alpar@462: GlpkLp::ProblemType GlpkLp::_getPrimalType() const { alpar@461: if (glp_get_status(lp) == GLP_OPT) alpar@461: return OPTIMAL; alpar@461: switch (glp_get_prim_stat(lp)) { alpar@461: case GLP_UNDEF: alpar@461: return UNDEFINED; alpar@461: case GLP_FEAS: alpar@461: case GLP_INFEAS: alpar@461: if (glp_get_dual_stat(lp) == GLP_NOFEAS) { alpar@461: return UNBOUNDED; alpar@461: } else { alpar@461: return UNDEFINED; alpar@461: } alpar@461: case GLP_NOFEAS: alpar@461: return INFEASIBLE; alpar@461: default: alpar@461: LEMON_ASSERT(false, "Wrong primal type"); alpar@462: return GlpkLp::ProblemType(); alpar@461: } alpar@461: } alpar@461: alpar@462: GlpkLp::ProblemType GlpkLp::_getDualType() const { alpar@461: if (glp_get_status(lp) == GLP_OPT) alpar@461: return OPTIMAL; alpar@461: switch (glp_get_dual_stat(lp)) { alpar@461: case GLP_UNDEF: alpar@461: return UNDEFINED; alpar@461: case GLP_FEAS: alpar@461: case GLP_INFEAS: alpar@461: if (glp_get_prim_stat(lp) == GLP_NOFEAS) { alpar@461: return UNBOUNDED; alpar@461: } else { alpar@461: return UNDEFINED; alpar@461: } alpar@461: case GLP_NOFEAS: alpar@461: return INFEASIBLE; alpar@461: default: alpar@461: LEMON_ASSERT(false, "Wrong primal type"); alpar@462: return GlpkLp::ProblemType(); alpar@461: } alpar@461: } alpar@461: alpar@462: void GlpkLp::presolver(bool b) { alpar@461: lpx_set_int_parm(lp, LPX_K_PRESOL, b ? 1 : 0); alpar@461: } alpar@461: alpar@462: void GlpkLp::messageLevel(MessageLevel m) { alpar@461: _message_level = m; alpar@461: } alpar@461: alpar@462: // GlpkMip members alpar@461: alpar@462: GlpkMip::GlpkMip() alpar@461: : LpBase(), GlpkBase(), MipSolver() { alpar@461: messageLevel(MESSAGE_NO_OUTPUT); alpar@461: } alpar@461: alpar@462: GlpkMip::GlpkMip(const GlpkMip& other) alpar@461: : LpBase(), GlpkBase(other), MipSolver() { alpar@461: messageLevel(MESSAGE_NO_OUTPUT); alpar@461: } alpar@461: alpar@462: void GlpkMip::_setColType(int i, GlpkMip::ColTypes col_type) { alpar@461: switch (col_type) { alpar@461: case INTEGER: alpar@461: glp_set_col_kind(lp, i, GLP_IV); alpar@461: break; alpar@461: case REAL: alpar@461: glp_set_col_kind(lp, i, GLP_CV); alpar@461: break; alpar@461: } alpar@461: } alpar@461: alpar@462: GlpkMip::ColTypes GlpkMip::_getColType(int i) const { alpar@461: switch (glp_get_col_kind(lp, i)) { alpar@461: case GLP_IV: alpar@461: case GLP_BV: alpar@461: return INTEGER; alpar@461: default: alpar@461: return REAL; alpar@461: } alpar@461: alpar@461: } alpar@461: alpar@462: GlpkMip::SolveExitStatus GlpkMip::_solve() { alpar@461: glp_smcp smcp; alpar@461: glp_init_smcp(&smcp); alpar@461: alpar@461: switch (_message_level) { alpar@461: case MESSAGE_NO_OUTPUT: alpar@461: smcp.msg_lev = GLP_MSG_OFF; alpar@461: break; alpar@461: case MESSAGE_ERROR_MESSAGE: alpar@461: smcp.msg_lev = GLP_MSG_ERR; alpar@461: break; alpar@461: case MESSAGE_NORMAL_OUTPUT: alpar@461: smcp.msg_lev = GLP_MSG_ON; alpar@461: break; alpar@461: case MESSAGE_FULL_OUTPUT: alpar@461: smcp.msg_lev = GLP_MSG_ALL; alpar@461: break; alpar@461: } alpar@461: smcp.meth = GLP_DUAL; alpar@461: alpar@461: if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; alpar@461: if (glp_get_status(lp) != GLP_OPT) return SOLVED; alpar@461: alpar@461: glp_iocp iocp; alpar@461: glp_init_iocp(&iocp); alpar@461: alpar@461: switch (_message_level) { alpar@461: case MESSAGE_NO_OUTPUT: alpar@461: iocp.msg_lev = GLP_MSG_OFF; alpar@461: break; alpar@461: case MESSAGE_ERROR_MESSAGE: alpar@461: iocp.msg_lev = GLP_MSG_ERR; alpar@461: break; alpar@461: case MESSAGE_NORMAL_OUTPUT: alpar@461: iocp.msg_lev = GLP_MSG_ON; alpar@461: break; alpar@461: case MESSAGE_FULL_OUTPUT: alpar@461: iocp.msg_lev = GLP_MSG_ALL; alpar@461: break; alpar@461: } alpar@461: alpar@461: if (glp_intopt(lp, &iocp) != 0) return UNSOLVED; alpar@461: return SOLVED; alpar@461: } alpar@461: alpar@461: alpar@462: GlpkMip::ProblemType GlpkMip::_getType() const { alpar@461: switch (glp_get_status(lp)) { alpar@461: case GLP_OPT: alpar@461: switch (glp_mip_status(lp)) { alpar@461: case GLP_UNDEF: alpar@461: return UNDEFINED; alpar@461: case GLP_NOFEAS: alpar@461: return INFEASIBLE; alpar@461: case GLP_FEAS: alpar@461: return FEASIBLE; alpar@461: case GLP_OPT: alpar@461: return OPTIMAL; alpar@461: default: alpar@461: LEMON_ASSERT(false, "Wrong problem type."); alpar@462: return GlpkMip::ProblemType(); alpar@461: } alpar@461: case GLP_NOFEAS: alpar@461: return INFEASIBLE; alpar@461: case GLP_INFEAS: alpar@461: case GLP_FEAS: alpar@461: if (glp_get_dual_stat(lp) == GLP_NOFEAS) { alpar@461: return UNBOUNDED; alpar@461: } else { alpar@461: return UNDEFINED; alpar@461: } alpar@461: default: alpar@461: LEMON_ASSERT(false, "Wrong problem type."); alpar@462: return GlpkMip::ProblemType(); alpar@461: } alpar@461: } alpar@461: alpar@462: GlpkMip::Value GlpkMip::_getSol(int i) const { alpar@461: return glp_mip_col_val(lp, i); alpar@461: } alpar@461: alpar@462: GlpkMip::Value GlpkMip::_getSolValue() const { alpar@461: return glp_mip_obj_val(lp); alpar@461: } alpar@461: alpar@528: GlpkMip* GlpkMip::newSolver() const { return new GlpkMip; } alpar@528: GlpkMip* GlpkMip::cloneSolver() const {return new GlpkMip(*this); } alpar@461: alpar@462: const char* GlpkMip::_solverName() const { return "GlpkMip"; } alpar@461: alpar@462: void GlpkMip::messageLevel(MessageLevel m) { alpar@461: _message_level = m; alpar@461: } alpar@461: alpar@461: } //END OF NAMESPACE LEMON