lemon/cplex.cc
author Peter Kovacs <kpeter@inf.elte.hu>
Mon, 10 Aug 2009 14:50:57 +0200
changeset 764 1fac515a59c1
parent 551 9d0d7e20f76d
child 746 e4554cd6b2bf
child 988 8d281761dea4
permissions -rw-r--r--
Rename MinMeanCycle to Howard (#179)
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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) 2003-2009
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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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    messageLevel(MESSAGE_NOTHING);
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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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    messageLevel(MESSAGE_NOTHING);
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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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    messageLevel(MESSAGE_NOTHING);
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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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   392
    CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1);
alpar@461
   393
    for (int i = 0; i < num; ++i) {
alpar@461
   394
      if (x[i] != 0.0) {
alpar@461
   395
        *b = std::make_pair(i, x[i]);
alpar@461
   396
        ++b;
alpar@461
   397
      }
alpar@461
   398
    }
alpar@461
   399
  }
alpar@461
   400
alpar@461
   401
  void CplexBase::_setObjCoeff(int i, Value obj_coef)
alpar@461
   402
  {
alpar@461
   403
    CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef);
alpar@461
   404
  }
alpar@461
   405
alpar@461
   406
  CplexBase::Value CplexBase::_getObjCoeff(int i) const
alpar@461
   407
  {
alpar@461
   408
    Value x;
alpar@461
   409
    CPXgetobj(cplexEnv(), _prob, &x, i, i);
alpar@461
   410
    return x;
alpar@461
   411
  }
alpar@461
   412
alpar@461
   413
  void CplexBase::_setSense(CplexBase::Sense sense) {
alpar@461
   414
    switch (sense) {
alpar@461
   415
    case MIN:
alpar@461
   416
      CPXchgobjsen(cplexEnv(), _prob, CPX_MIN);
alpar@461
   417
      break;
alpar@461
   418
    case MAX:
alpar@461
   419
      CPXchgobjsen(cplexEnv(), _prob, CPX_MAX);
alpar@461
   420
      break;
alpar@461
   421
    }
alpar@461
   422
  }
alpar@461
   423
alpar@461
   424
  CplexBase::Sense CplexBase::_getSense() const {
alpar@461
   425
    switch (CPXgetobjsen(cplexEnv(), _prob)) {
alpar@461
   426
    case CPX_MIN:
alpar@461
   427
      return MIN;
alpar@461
   428
    case CPX_MAX:
alpar@461
   429
      return MAX;
alpar@461
   430
    default:
alpar@461
   431
      LEMON_ASSERT(false, "Invalid sense");
alpar@461
   432
      return CplexBase::Sense();
alpar@461
   433
    }
alpar@461
   434
  }
alpar@461
   435
alpar@461
   436
  void CplexBase::_clear() {
alpar@461
   437
    CPXfreeprob(cplexEnv(),&_prob);
alpar@461
   438
    int status;
alpar@461
   439
    _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem");
alpar@461
   440
    rows.clear();
alpar@461
   441
    cols.clear();
alpar@461
   442
  }
alpar@461
   443
deba@576
   444
  void CplexBase::_messageLevel(MessageLevel level) {
deba@576
   445
    switch (level) {
deba@576
   446
    case MESSAGE_NOTHING:
deba@576
   447
      _message_enabled = false;
deba@576
   448
      break;
deba@576
   449
    case MESSAGE_ERROR:
deba@576
   450
    case MESSAGE_WARNING:
deba@576
   451
    case MESSAGE_NORMAL:
deba@576
   452
    case MESSAGE_VERBOSE:
deba@576
   453
      _message_enabled = true;
deba@576
   454
      break;
deba@576
   455
    }
deba@576
   456
  }
deba@576
   457
deba@576
   458
  void CplexBase::_applyMessageLevel() {
deba@576
   459
    CPXsetintparam(cplexEnv(), CPX_PARAM_SCRIND, 
deba@576
   460
                   _message_enabled ? CPX_ON : CPX_OFF);
deba@576
   461
  }
deba@576
   462
alpar@462
   463
  // CplexLp members
alpar@461
   464
alpar@462
   465
  CplexLp::CplexLp()
deba@551
   466
    : LpBase(), LpSolver(), CplexBase() {}
alpar@461
   467
alpar@462
   468
  CplexLp::CplexLp(const CplexEnv& env)
deba@551
   469
    : LpBase(), LpSolver(), CplexBase(env) {}
alpar@461
   470
alpar@462
   471
  CplexLp::CplexLp(const CplexLp& other)
deba@551
   472
    : LpBase(), LpSolver(), CplexBase(other) {}
alpar@461
   473
alpar@462
   474
  CplexLp::~CplexLp() {}
alpar@461
   475
alpar@540
   476
  CplexLp* CplexLp::newSolver() const { return new CplexLp; }
alpar@540
   477
  CplexLp* CplexLp::cloneSolver() const {return new CplexLp(*this); }
alpar@461
   478
alpar@462
   479
  const char* CplexLp::_solverName() const { return "CplexLp"; }
alpar@461
   480
alpar@462
   481
  void CplexLp::_clear_temporals() {
alpar@461
   482
    _col_status.clear();
alpar@461
   483
    _row_status.clear();
alpar@461
   484
    _primal_ray.clear();
alpar@461
   485
    _dual_ray.clear();
alpar@461
   486
  }
alpar@461
   487
alpar@461
   488
  // The routine returns zero unless an error occurred during the
alpar@461
   489
  // optimization. Examples of errors include exhausting available
alpar@461
   490
  // memory (CPXERR_NO_MEMORY) or encountering invalid data in the
alpar@461
   491
  // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a
alpar@461
   492
  // user-specified CPLEX limit, or proving the model infeasible or
alpar@461
   493
  // unbounded, are not considered errors. Note that a zero return
alpar@461
   494
  // value does not necessarily mean that a solution exists. Use query
alpar@461
   495
  // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain
alpar@461
   496
  // further information about the status of the optimization.
alpar@462
   497
  CplexLp::SolveExitStatus CplexLp::convertStatus(int status) {
alpar@461
   498
#if CPX_VERSION >= 800
alpar@461
   499
    if (status == 0) {
alpar@461
   500
      switch (CPXgetstat(cplexEnv(), _prob)) {
alpar@461
   501
      case CPX_STAT_OPTIMAL:
alpar@461
   502
      case CPX_STAT_INFEASIBLE:
alpar@461
   503
      case CPX_STAT_UNBOUNDED:
alpar@461
   504
        return SOLVED;
alpar@461
   505
      default:
alpar@461
   506
        return UNSOLVED;
alpar@461
   507
      }
alpar@461
   508
    } else {
alpar@461
   509
      return UNSOLVED;
alpar@461
   510
    }
alpar@461
   511
#else
alpar@461
   512
    if (status == 0) {
alpar@461
   513
      //We want to exclude some cases
alpar@461
   514
      switch (CPXgetstat(cplexEnv(), _prob)) {
alpar@461
   515
      case CPX_OBJ_LIM:
alpar@461
   516
      case CPX_IT_LIM_FEAS:
alpar@461
   517
      case CPX_IT_LIM_INFEAS:
alpar@461
   518
      case CPX_TIME_LIM_FEAS:
alpar@461
   519
      case CPX_TIME_LIM_INFEAS:
alpar@461
   520
        return UNSOLVED;
alpar@461
   521
      default:
alpar@461
   522
        return SOLVED;
alpar@461
   523
      }
alpar@461
   524
    } else {
alpar@461
   525
      return UNSOLVED;
alpar@461
   526
    }
alpar@461
   527
#endif
alpar@461
   528
  }
alpar@461
   529
alpar@462
   530
  CplexLp::SolveExitStatus CplexLp::_solve() {
alpar@461
   531
    _clear_temporals();
deba@576
   532
    _applyMessageLevel();
alpar@461
   533
    return convertStatus(CPXlpopt(cplexEnv(), _prob));
alpar@461
   534
  }
alpar@461
   535
alpar@462
   536
  CplexLp::SolveExitStatus CplexLp::solvePrimal() {
alpar@461
   537
    _clear_temporals();
deba@576
   538
    _applyMessageLevel();
alpar@461
   539
    return convertStatus(CPXprimopt(cplexEnv(), _prob));
alpar@461
   540
  }
alpar@461
   541
alpar@462
   542
  CplexLp::SolveExitStatus CplexLp::solveDual() {
alpar@461
   543
    _clear_temporals();
deba@576
   544
    _applyMessageLevel();
alpar@461
   545
    return convertStatus(CPXdualopt(cplexEnv(), _prob));
alpar@461
   546
  }
alpar@461
   547
alpar@462
   548
  CplexLp::SolveExitStatus CplexLp::solveBarrier() {
alpar@461
   549
    _clear_temporals();
deba@576
   550
    _applyMessageLevel();
alpar@461
   551
    return convertStatus(CPXbaropt(cplexEnv(), _prob));
alpar@461
   552
  }
alpar@461
   553
alpar@462
   554
  CplexLp::Value CplexLp::_getPrimal(int i) const {
alpar@461
   555
    Value x;
alpar@461
   556
    CPXgetx(cplexEnv(), _prob, &x, i, i);
alpar@461
   557
    return x;
alpar@461
   558
  }
alpar@461
   559
alpar@462
   560
  CplexLp::Value CplexLp::_getDual(int i) const {
alpar@461
   561
    Value y;
alpar@461
   562
    CPXgetpi(cplexEnv(), _prob, &y, i, i);
alpar@461
   563
    return y;
alpar@461
   564
  }
alpar@461
   565
alpar@462
   566
  CplexLp::Value CplexLp::_getPrimalValue() const {
alpar@461
   567
    Value objval;
alpar@461
   568
    CPXgetobjval(cplexEnv(), _prob, &objval);
alpar@461
   569
    return objval;
alpar@461
   570
  }
alpar@461
   571
alpar@462
   572
  CplexLp::VarStatus CplexLp::_getColStatus(int i) const {
alpar@461
   573
    if (_col_status.empty()) {
alpar@461
   574
      _col_status.resize(CPXgetnumcols(cplexEnv(), _prob));
alpar@461
   575
      CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0);
alpar@461
   576
    }
alpar@461
   577
    switch (_col_status[i]) {
alpar@461
   578
    case CPX_BASIC:
alpar@461
   579
      return BASIC;
alpar@461
   580
    case CPX_FREE_SUPER:
alpar@461
   581
      return FREE;
alpar@461
   582
    case CPX_AT_LOWER:
alpar@461
   583
      return LOWER;
alpar@461
   584
    case CPX_AT_UPPER:
alpar@461
   585
      return UPPER;
alpar@461
   586
    default:
alpar@461
   587
      LEMON_ASSERT(false, "Wrong column status");
alpar@462
   588
      return CplexLp::VarStatus();
alpar@461
   589
    }
alpar@461
   590
  }
alpar@461
   591
alpar@462
   592
  CplexLp::VarStatus CplexLp::_getRowStatus(int i) const {
alpar@461
   593
    if (_row_status.empty()) {
alpar@461
   594
      _row_status.resize(CPXgetnumrows(cplexEnv(), _prob));
alpar@461
   595
      CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front());
alpar@461
   596
    }
alpar@461
   597
    switch (_row_status[i]) {
alpar@461
   598
    case CPX_BASIC:
alpar@461
   599
      return BASIC;
alpar@461
   600
    case CPX_AT_LOWER:
alpar@461
   601
      {
alpar@461
   602
        char s;
alpar@461
   603
        CPXgetsense(cplexEnv(), _prob, &s, i, i);
alpar@461
   604
        return s != 'L' ? LOWER : UPPER;
alpar@461
   605
      }
alpar@461
   606
    case CPX_AT_UPPER:
alpar@461
   607
      return UPPER;
alpar@461
   608
    default:
alpar@461
   609
      LEMON_ASSERT(false, "Wrong row status");
alpar@462
   610
      return CplexLp::VarStatus();
alpar@461
   611
    }
alpar@461
   612
  }
alpar@461
   613
alpar@462
   614
  CplexLp::Value CplexLp::_getPrimalRay(int i) const {
alpar@461
   615
    if (_primal_ray.empty()) {
alpar@461
   616
      _primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob));
alpar@461
   617
      CPXgetray(cplexEnv(), _prob, &_primal_ray.front());
alpar@461
   618
    }
alpar@461
   619
    return _primal_ray[i];
alpar@461
   620
  }
alpar@461
   621
alpar@462
   622
  CplexLp::Value CplexLp::_getDualRay(int i) const {
alpar@461
   623
    if (_dual_ray.empty()) {
alpar@461
   624
alpar@461
   625
    }
alpar@461
   626
    return _dual_ray[i];
alpar@461
   627
  }
alpar@461
   628
deba@576
   629
  // Cplex 7.0 status values
alpar@461
   630
  // This table lists the statuses, returned by the CPXgetstat()
alpar@461
   631
  // routine, for solutions to LP problems or mixed integer problems. If
alpar@461
   632
  // no solution exists, the return value is zero.
alpar@461
   633
alpar@461
   634
  // For Simplex, Barrier
alpar@461
   635
  // 1          CPX_OPTIMAL
alpar@461
   636
  //          Optimal solution found
alpar@461
   637
  // 2          CPX_INFEASIBLE
alpar@461
   638
  //          Problem infeasible
alpar@461
   639
  // 3    CPX_UNBOUNDED
alpar@461
   640
  //          Problem unbounded
alpar@461
   641
  // 4          CPX_OBJ_LIM
alpar@461
   642
  //          Objective limit exceeded in Phase II
alpar@461
   643
  // 5          CPX_IT_LIM_FEAS
alpar@461
   644
  //          Iteration limit exceeded in Phase II
alpar@461
   645
  // 6          CPX_IT_LIM_INFEAS
alpar@461
   646
  //          Iteration limit exceeded in Phase I
alpar@461
   647
  // 7          CPX_TIME_LIM_FEAS
alpar@461
   648
  //          Time limit exceeded in Phase II
alpar@461
   649
  // 8          CPX_TIME_LIM_INFEAS
alpar@461
   650
  //          Time limit exceeded in Phase I
alpar@461
   651
  // 9          CPX_NUM_BEST_FEAS
alpar@461
   652
  //          Problem non-optimal, singularities in Phase II
alpar@461
   653
  // 10         CPX_NUM_BEST_INFEAS
alpar@461
   654
  //          Problem non-optimal, singularities in Phase I
alpar@461
   655
  // 11         CPX_OPTIMAL_INFEAS
alpar@461
   656
  //          Optimal solution found, unscaled infeasibilities
alpar@461
   657
  // 12         CPX_ABORT_FEAS
alpar@461
   658
  //          Aborted in Phase II
alpar@461
   659
  // 13         CPX_ABORT_INFEAS
alpar@461
   660
  //          Aborted in Phase I
alpar@461
   661
  // 14          CPX_ABORT_DUAL_INFEAS
alpar@461
   662
  //          Aborted in barrier, dual infeasible
alpar@461
   663
  // 15          CPX_ABORT_PRIM_INFEAS
alpar@461
   664
  //          Aborted in barrier, primal infeasible
alpar@461
   665
  // 16          CPX_ABORT_PRIM_DUAL_INFEAS
alpar@461
   666
  //          Aborted in barrier, primal and dual infeasible
alpar@461
   667
  // 17          CPX_ABORT_PRIM_DUAL_FEAS
alpar@461
   668
  //          Aborted in barrier, primal and dual feasible
alpar@461
   669
  // 18          CPX_ABORT_CROSSOVER
alpar@461
   670
  //          Aborted in crossover
alpar@461
   671
  // 19          CPX_INForUNBD
alpar@461
   672
  //          Infeasible or unbounded
alpar@461
   673
  // 20   CPX_PIVOT
alpar@461
   674
  //       User pivot used
alpar@461
   675
  //
deba@576
   676
  // Pending return values
alpar@461
   677
  // ??case CPX_ABORT_DUAL_INFEAS
alpar@461
   678
  // ??case CPX_ABORT_CROSSOVER
alpar@461
   679
  // ??case CPX_INForUNBD
alpar@461
   680
  // ??case CPX_PIVOT
alpar@461
   681
alpar@461
   682
  //Some more interesting stuff:
alpar@461
   683
alpar@461
   684
  // CPX_PARAM_PROBMETHOD  1062  int  LPMETHOD
alpar@461
   685
  // 0 Automatic
alpar@461
   686
  // 1 Primal Simplex
alpar@461
   687
  // 2 Dual Simplex
alpar@461
   688
  // 3 Network Simplex
alpar@461
   689
  // 4 Standard Barrier
alpar@461
   690
  // Default: 0
alpar@461
   691
  // Description: Method for linear optimization.
alpar@461
   692
  // Determines which algorithm is used when CPXlpopt() (or "optimize"
alpar@461
   693
  // in the Interactive Optimizer) is called. Currently the behavior of
alpar@461
   694
  // the "Automatic" setting is that CPLEX simply invokes the dual
alpar@461
   695
  // simplex method, but this capability may be expanded in the future
alpar@461
   696
  // so that CPLEX chooses the method based on problem characteristics
alpar@461
   697
#if CPX_VERSION < 900
alpar@461
   698
  void statusSwitch(CPXENVptr cplexEnv(),int& stat){
alpar@461
   699
    int lpmethod;
alpar@461
   700
    CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod);
alpar@461
   701
    if (lpmethod==2){
alpar@461
   702
      if (stat==CPX_UNBOUNDED){
alpar@461
   703
        stat=CPX_INFEASIBLE;
alpar@461
   704
      }
alpar@461
   705
      else{
alpar@461
   706
        if (stat==CPX_INFEASIBLE)
alpar@461
   707
          stat=CPX_UNBOUNDED;
alpar@461
   708
      }
alpar@461
   709
    }
alpar@461
   710
  }
alpar@461
   711
#else
alpar@461
   712
  void statusSwitch(CPXENVptr,int&){}
alpar@461
   713
#endif
alpar@461
   714
alpar@462
   715
  CplexLp::ProblemType CplexLp::_getPrimalType() const {
alpar@461
   716
    // Unboundedness not treated well: the following is from cplex 9.0 doc
alpar@461
   717
    // About Unboundedness
alpar@461
   718
alpar@461
   719
    // The treatment of models that are unbounded involves a few
alpar@461
   720
    // subtleties. Specifically, a declaration of unboundedness means that
alpar@461
   721
    // ILOG CPLEX has determined that the model has an unbounded
alpar@461
   722
    // ray. Given any feasible solution x with objective z, a multiple of
alpar@461
   723
    // the unbounded ray can be added to x to give a feasible solution
alpar@461
   724
    // with objective z-1 (or z+1 for maximization models). Thus, if a
alpar@461
   725
    // feasible solution exists, then the optimal objective is
alpar@461
   726
    // unbounded. Note that ILOG CPLEX has not necessarily concluded that
alpar@461
   727
    // a feasible solution exists. Users can call the routine CPXsolninfo
alpar@461
   728
    // to determine whether ILOG CPLEX has also concluded that the model
alpar@461
   729
    // has a feasible solution.
alpar@461
   730
alpar@461
   731
    int stat = CPXgetstat(cplexEnv(), _prob);
alpar@461
   732
#if CPX_VERSION >= 800
alpar@461
   733
    switch (stat)
alpar@461
   734
      {
alpar@461
   735
      case CPX_STAT_OPTIMAL:
alpar@461
   736
        return OPTIMAL;
alpar@461
   737
      case CPX_STAT_UNBOUNDED:
alpar@461
   738
        return UNBOUNDED;
alpar@461
   739
      case CPX_STAT_INFEASIBLE:
alpar@461
   740
        return INFEASIBLE;
alpar@461
   741
      default:
alpar@461
   742
        return UNDEFINED;
alpar@461
   743
      }
alpar@461
   744
#else
alpar@461
   745
    statusSwitch(cplexEnv(),stat);
alpar@461
   746
    //CPXgetstat(cplexEnv(), _prob);
alpar@461
   747
    switch (stat) {
alpar@461
   748
    case 0:
alpar@461
   749
      return UNDEFINED; //Undefined
alpar@461
   750
    case CPX_OPTIMAL://Optimal
alpar@461
   751
      return OPTIMAL;
alpar@461
   752
    case CPX_UNBOUNDED://Unbounded
alpar@461
   753
      return INFEASIBLE;//In case of dual simplex
alpar@461
   754
      //return UNBOUNDED;
alpar@461
   755
    case CPX_INFEASIBLE://Infeasible
alpar@461
   756
      //    case CPX_IT_LIM_INFEAS:
alpar@461
   757
      //     case CPX_TIME_LIM_INFEAS:
alpar@461
   758
      //     case CPX_NUM_BEST_INFEAS:
alpar@461
   759
      //     case CPX_OPTIMAL_INFEAS:
alpar@461
   760
      //     case CPX_ABORT_INFEAS:
alpar@461
   761
      //     case CPX_ABORT_PRIM_INFEAS:
alpar@461
   762
      //     case CPX_ABORT_PRIM_DUAL_INFEAS:
alpar@461
   763
      return UNBOUNDED;//In case of dual simplex
alpar@461
   764
      //return INFEASIBLE;
alpar@461
   765
      //     case CPX_OBJ_LIM:
alpar@461
   766
      //     case CPX_IT_LIM_FEAS:
alpar@461
   767
      //     case CPX_TIME_LIM_FEAS:
alpar@461
   768
      //     case CPX_NUM_BEST_FEAS:
alpar@461
   769
      //     case CPX_ABORT_FEAS:
alpar@461
   770
      //     case CPX_ABORT_PRIM_DUAL_FEAS:
alpar@461
   771
      //       return FEASIBLE;
alpar@461
   772
    default:
alpar@461
   773
      return UNDEFINED; //Everything else comes here
alpar@461
   774
      //FIXME error
alpar@461
   775
    }
alpar@461
   776
#endif
alpar@461
   777
  }
alpar@461
   778
deba@576
   779
  // Cplex 9.0 status values
alpar@461
   780
  // CPX_STAT_ABORT_DUAL_OBJ_LIM
alpar@461
   781
  // CPX_STAT_ABORT_IT_LIM
alpar@461
   782
  // CPX_STAT_ABORT_OBJ_LIM
alpar@461
   783
  // CPX_STAT_ABORT_PRIM_OBJ_LIM
alpar@461
   784
  // CPX_STAT_ABORT_TIME_LIM
alpar@461
   785
  // CPX_STAT_ABORT_USER
alpar@461
   786
  // CPX_STAT_FEASIBLE_RELAXED
alpar@461
   787
  // CPX_STAT_INFEASIBLE
alpar@461
   788
  // CPX_STAT_INForUNBD
alpar@461
   789
  // CPX_STAT_NUM_BEST
alpar@461
   790
  // CPX_STAT_OPTIMAL
alpar@461
   791
  // CPX_STAT_OPTIMAL_FACE_UNBOUNDED
alpar@461
   792
  // CPX_STAT_OPTIMAL_INFEAS
alpar@461
   793
  // CPX_STAT_OPTIMAL_RELAXED
alpar@461
   794
  // CPX_STAT_UNBOUNDED
alpar@461
   795
alpar@462
   796
  CplexLp::ProblemType CplexLp::_getDualType() const {
alpar@461
   797
    int stat = CPXgetstat(cplexEnv(), _prob);
alpar@461
   798
#if CPX_VERSION >= 800
alpar@461
   799
    switch (stat) {
alpar@461
   800
    case CPX_STAT_OPTIMAL:
alpar@461
   801
      return OPTIMAL;
alpar@461
   802
    case CPX_STAT_UNBOUNDED:
alpar@461
   803
      return INFEASIBLE;
alpar@461
   804
    default:
alpar@461
   805
      return UNDEFINED;
alpar@461
   806
    }
alpar@461
   807
#else
alpar@461
   808
    statusSwitch(cplexEnv(),stat);
alpar@461
   809
    switch (stat) {
alpar@461
   810
    case 0:
alpar@461
   811
      return UNDEFINED; //Undefined
alpar@461
   812
    case CPX_OPTIMAL://Optimal
alpar@461
   813
      return OPTIMAL;
alpar@461
   814
    case CPX_UNBOUNDED:
alpar@461
   815
      return INFEASIBLE;
alpar@461
   816
    default:
alpar@461
   817
      return UNDEFINED; //Everything else comes here
alpar@461
   818
      //FIXME error
alpar@461
   819
    }
alpar@461
   820
#endif
alpar@461
   821
  }
alpar@461
   822
alpar@462
   823
  // CplexMip members
alpar@461
   824
alpar@462
   825
  CplexMip::CplexMip()
deba@551
   826
    : LpBase(), MipSolver(), CplexBase() {
alpar@461
   827
alpar@461
   828
#if CPX_VERSION < 800
alpar@461
   829
    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MIP);
alpar@461
   830
#else
alpar@461
   831
    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MILP);
alpar@461
   832
#endif
alpar@461
   833
  }
alpar@461
   834
alpar@462
   835
  CplexMip::CplexMip(const CplexEnv& env)
deba@551
   836
    : LpBase(), MipSolver(), CplexBase(env) {
alpar@461
   837
alpar@461
   838
#if CPX_VERSION < 800
alpar@461
   839
    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MIP);
alpar@461
   840
#else
alpar@461
   841
    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MILP);
alpar@461
   842
#endif
alpar@461
   843
alpar@461
   844
  }
alpar@461
   845
alpar@462
   846
  CplexMip::CplexMip(const CplexMip& other)
deba@551
   847
    : LpBase(), MipSolver(), CplexBase(other) {}
alpar@461
   848
alpar@462
   849
  CplexMip::~CplexMip() {}
alpar@461
   850
alpar@540
   851
  CplexMip* CplexMip::newSolver() const { return new CplexMip; }
alpar@540
   852
  CplexMip* CplexMip::cloneSolver() const {return new CplexMip(*this); }
alpar@461
   853
alpar@462
   854
  const char* CplexMip::_solverName() const { return "CplexMip"; }
alpar@461
   855
alpar@462
   856
  void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) {
alpar@461
   857
alpar@461
   858
    // Note If a variable is to be changed to binary, a call to CPXchgbds
alpar@461
   859
    // should also be made to change the bounds to 0 and 1.
alpar@461
   860
alpar@461
   861
    switch (col_type){
alpar@461
   862
    case INTEGER: {
alpar@461
   863
      const char t = 'I';
alpar@461
   864
      CPXchgctype (cplexEnv(), _prob, 1, &i, &t);
alpar@461
   865
    } break;
alpar@461
   866
    case REAL: {
alpar@461
   867
      const char t = 'C';
alpar@461
   868
      CPXchgctype (cplexEnv(), _prob, 1, &i, &t);
alpar@461
   869
    } break;
alpar@461
   870
    default:
alpar@461
   871
      break;
alpar@461
   872
    }
alpar@461
   873
  }
alpar@461
   874
alpar@462
   875
  CplexMip::ColTypes CplexMip::_getColType(int i) const {
alpar@461
   876
    char t;
alpar@461
   877
    CPXgetctype (cplexEnv(), _prob, &t, i, i);
alpar@461
   878
    switch (t) {
alpar@461
   879
    case 'I':
alpar@461
   880
      return INTEGER;
alpar@461
   881
    case 'C':
alpar@461
   882
      return REAL;
alpar@461
   883
    default:
alpar@461
   884
      LEMON_ASSERT(false, "Invalid column type");
alpar@461
   885
      return ColTypes();
alpar@461
   886
    }
alpar@461
   887
alpar@461
   888
  }
alpar@461
   889
alpar@462
   890
  CplexMip::SolveExitStatus CplexMip::_solve() {
alpar@461
   891
    int status;
deba@576
   892
    _applyMessageLevel();
alpar@461
   893
    status = CPXmipopt (cplexEnv(), _prob);
alpar@461
   894
    if (status==0)
alpar@461
   895
      return SOLVED;
alpar@461
   896
    else
alpar@461
   897
      return UNSOLVED;
alpar@461
   898
alpar@461
   899
  }
alpar@461
   900
alpar@461
   901
alpar@462
   902
  CplexMip::ProblemType CplexMip::_getType() const {
alpar@461
   903
alpar@461
   904
    int stat = CPXgetstat(cplexEnv(), _prob);
alpar@461
   905
alpar@461
   906
    //Fortunately, MIP statuses did not change for cplex 8.0
alpar@461
   907
    switch (stat) {
alpar@461
   908
    case CPXMIP_OPTIMAL:
alpar@461
   909
      // Optimal integer solution has been found.
alpar@461
   910
    case CPXMIP_OPTIMAL_TOL:
alpar@461
   911
      // Optimal soluton with the tolerance defined by epgap or epagap has
alpar@461
   912
      // been found.
alpar@461
   913
      return OPTIMAL;
alpar@461
   914
      //This also exists in later issues
alpar@461
   915
      //    case CPXMIP_UNBOUNDED:
alpar@461
   916
      //return UNBOUNDED;
alpar@461
   917
      case CPXMIP_INFEASIBLE:
alpar@461
   918
        return INFEASIBLE;
alpar@461
   919
    default:
alpar@461
   920
      return UNDEFINED;
alpar@461
   921
    }
alpar@461
   922
    //Unboundedness not treated well: the following is from cplex 9.0 doc
alpar@461
   923
    // About Unboundedness
alpar@461
   924
alpar@461
   925
    // The treatment of models that are unbounded involves a few
alpar@461
   926
    // subtleties. Specifically, a declaration of unboundedness means that
alpar@461
   927
    // ILOG CPLEX has determined that the model has an unbounded
alpar@461
   928
    // ray. Given any feasible solution x with objective z, a multiple of
alpar@461
   929
    // the unbounded ray can be added to x to give a feasible solution
alpar@461
   930
    // with objective z-1 (or z+1 for maximization models). Thus, if a
alpar@461
   931
    // feasible solution exists, then the optimal objective is
alpar@461
   932
    // unbounded. Note that ILOG CPLEX has not necessarily concluded that
alpar@461
   933
    // a feasible solution exists. Users can call the routine CPXsolninfo
alpar@461
   934
    // to determine whether ILOG CPLEX has also concluded that the model
alpar@461
   935
    // has a feasible solution.
alpar@461
   936
  }
alpar@461
   937
alpar@462
   938
  CplexMip::Value CplexMip::_getSol(int i) const {
alpar@461
   939
    Value x;
alpar@461
   940
    CPXgetmipx(cplexEnv(), _prob, &x, i, i);
alpar@461
   941
    return x;
alpar@461
   942
  }
alpar@461
   943
alpar@462
   944
  CplexMip::Value CplexMip::_getSolValue() const {
alpar@461
   945
    Value objval;
alpar@461
   946
    CPXgetmipobjval(cplexEnv(), _prob, &objval);
alpar@461
   947
    return objval;
alpar@461
   948
  }
alpar@461
   949
alpar@461
   950
} //namespace lemon
alpar@461
   951