lemon/glpk.cc
author Akos Ladanyi <ladanyi@tmit.bme.hu>
Fri, 29 May 2009 17:46:48 +0100
changeset 680 257e91516e09
parent 566 e7017ec2d5cd
child 746 e4554cd6b2bf
child 988 8d281761dea4
permissions -rw-r--r--
Set the version to 'hg-tip' if everything fails
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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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///\file
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///\brief Implementation of the LEMON GLPK LP and MIP solver interface.
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#include <lemon/glpk.h>
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#include <glpk.h>
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#include <lemon/assert.h>
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namespace lemon {
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  // GlpkBase members
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  GlpkBase::GlpkBase() : LpBase() {
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    lp = glp_create_prob();
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    glp_create_index(lp);
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    messageLevel(MESSAGE_NOTHING);
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  }
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  GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() {
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    lp = glp_create_prob();
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    glp_copy_prob(lp, other.lp, GLP_ON);
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    glp_create_index(lp);
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    rows = other.rows;
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    cols = other.cols;
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    messageLevel(MESSAGE_NOTHING);
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  }
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  GlpkBase::~GlpkBase() {
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    glp_delete_prob(lp);
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  }
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  int GlpkBase::_addCol() {
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    int i = glp_add_cols(lp, 1);
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    glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0);
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    return i;
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  }
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  int GlpkBase::_addRow() {
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    int i = glp_add_rows(lp, 1);
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    glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0);
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    return i;
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  }
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  void GlpkBase::_eraseCol(int i) {
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    int ca[2];
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    ca[1] = i;
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    glp_del_cols(lp, 1, ca);
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  }
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  void GlpkBase::_eraseRow(int i) {
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    int ra[2];
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    ra[1] = i;
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    glp_del_rows(lp, 1, ra);
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  }
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  void GlpkBase::_eraseColId(int i) {
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    cols.eraseIndex(i);
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    cols.shiftIndices(i);
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  }
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  void GlpkBase::_eraseRowId(int i) {
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    rows.eraseIndex(i);
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    rows.shiftIndices(i);
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  }
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  void GlpkBase::_getColName(int c, std::string& name) const {
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    const char *str = glp_get_col_name(lp, c);
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    if (str) name = str;
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    else name.clear();
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  }
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  void GlpkBase::_setColName(int c, const std::string & name) {
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    glp_set_col_name(lp, c, const_cast<char*>(name.c_str()));
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  }
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  int GlpkBase::_colByName(const std::string& name) const {
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    int k = glp_find_col(lp, const_cast<char*>(name.c_str()));
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    return k > 0 ? k : -1;
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  }
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  void GlpkBase::_getRowName(int r, std::string& name) const {
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    const char *str = glp_get_row_name(lp, r);
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    if (str) name = str;
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    else name.clear();
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  }
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  void GlpkBase::_setRowName(int r, const std::string & name) {
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    glp_set_row_name(lp, r, const_cast<char*>(name.c_str()));
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  }
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  int GlpkBase::_rowByName(const std::string& name) const {
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    int k = glp_find_row(lp, const_cast<char*>(name.c_str()));
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    return k > 0 ? k : -1;
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  }
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  void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
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    std::vector<int> indexes;
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    std::vector<Value> values;
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    indexes.push_back(0);
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    values.push_back(0);
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    for(ExprIterator it = b; it != e; ++it) {
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      indexes.push_back(it->first);
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      values.push_back(it->second);
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    }
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    glp_set_mat_row(lp, i, values.size() - 1,
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                    &indexes.front(), &values.front());
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  }
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  void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const {
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    int length = glp_get_mat_row(lp, ix, 0, 0);
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    std::vector<int> indexes(length + 1);
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    std::vector<Value> values(length + 1);
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    glp_get_mat_row(lp, ix, &indexes.front(), &values.front());
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    for (int i = 1; i <= length; ++i) {
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      *b = std::make_pair(indexes[i], values[i]);
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      ++b;
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    }
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  }
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  void GlpkBase::_setColCoeffs(int ix, ExprIterator b,
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                                     ExprIterator e) {
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    std::vector<int> indexes;
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    std::vector<Value> values;
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    indexes.push_back(0);
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    values.push_back(0);
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    for(ExprIterator it = b; it != e; ++it) {
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      indexes.push_back(it->first);
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      values.push_back(it->second);
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    }
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    glp_set_mat_col(lp, ix, values.size() - 1,
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                    &indexes.front(), &values.front());
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  }
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  void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const {
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    int length = glp_get_mat_col(lp, ix, 0, 0);
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    std::vector<int> indexes(length + 1);
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    std::vector<Value> values(length + 1);
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    glp_get_mat_col(lp, ix, &indexes.front(), &values.front());
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    for (int i = 1; i  <= length; ++i) {
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      *b = std::make_pair(indexes[i], values[i]);
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      ++b;
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    }
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  }
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  void GlpkBase::_setCoeff(int ix, int jx, Value value) {
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    if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) {
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      int length = glp_get_mat_row(lp, ix, 0, 0);
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      std::vector<int> indexes(length + 2);
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      std::vector<Value> values(length + 2);
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      glp_get_mat_row(lp, ix, &indexes.front(), &values.front());
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      //The following code does not suppose that the elements of the
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      //array indexes are sorted
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      bool found = false;
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      for (int i = 1; i  <= length; ++i) {
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        if (indexes[i] == jx) {
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          found = true;
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          values[i] = value;
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          break;
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        }
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      }
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      if (!found) {
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        ++length;
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        indexes[length] = jx;
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        values[length] = value;
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      }
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      glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front());
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    } else {
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      int length = glp_get_mat_col(lp, jx, 0, 0);
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      std::vector<int> indexes(length + 2);
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      std::vector<Value> values(length + 2);
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      glp_get_mat_col(lp, jx, &indexes.front(), &values.front());
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      //The following code does not suppose that the elements of the
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      //array indexes are sorted
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      bool found = false;
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      for (int i = 1; i <= length; ++i) {
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        if (indexes[i] == ix) {
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          found = true;
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          values[i] = value;
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          break;
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        }
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      }
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      if (!found) {
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        ++length;
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        indexes[length] = ix;
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        values[length] = value;
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      }
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      glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front());
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    }
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  }
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  GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const {
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    int length = glp_get_mat_row(lp, ix, 0, 0);
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    std::vector<int> indexes(length + 1);
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    std::vector<Value> values(length + 1);
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    glp_get_mat_row(lp, ix, &indexes.front(), &values.front());
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    for (int i = 1; i  <= length; ++i) {
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      if (indexes[i] == jx) {
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        return values[i];
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      }
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    }
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    return 0;
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  }
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  void GlpkBase::_setColLowerBound(int i, Value lo) {
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    LEMON_ASSERT(lo != INF, "Invalid bound");
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    int b = glp_get_col_type(lp, i);
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    double up = glp_get_col_ub(lp, i);
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    if (lo == -INF) {
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      switch (b) {
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      case GLP_FR:
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      case GLP_LO:
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        glp_set_col_bnds(lp, i, GLP_FR, lo, up);
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        break;
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      case GLP_UP:
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        break;
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      case GLP_DB:
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      case GLP_FX:
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        glp_set_col_bnds(lp, i, GLP_UP, lo, up);
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        break;
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      default:
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        break;
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      }
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    } else {
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      switch (b) {
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      case GLP_FR:
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      case GLP_LO:
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        glp_set_col_bnds(lp, i, GLP_LO, lo, up);
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        break;
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      case GLP_UP:
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      case GLP_DB:
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      case GLP_FX:
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        if (lo == up)
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          glp_set_col_bnds(lp, i, GLP_FX, lo, up);
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        else
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          glp_set_col_bnds(lp, i, GLP_DB, lo, up);
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        break;
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      default:
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        break;
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      }
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    }
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  }
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  GlpkBase::Value GlpkBase::_getColLowerBound(int i) const {
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    int b = glp_get_col_type(lp, i);
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    switch (b) {
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    case GLP_LO:
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    case GLP_DB:
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    case GLP_FX:
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      return glp_get_col_lb(lp, i);
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    default:
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      return -INF;
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    }
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  }
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  void GlpkBase::_setColUpperBound(int i, Value up) {
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    LEMON_ASSERT(up != -INF, "Invalid bound");
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    int b = glp_get_col_type(lp, i);
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    double lo = glp_get_col_lb(lp, i);
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    if (up == INF) {
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      switch (b) {
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      case GLP_FR:
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      case GLP_LO:
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        break;
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      case GLP_UP:
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        glp_set_col_bnds(lp, i, GLP_FR, lo, up);
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        break;
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      case GLP_DB:
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      case GLP_FX:
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        glp_set_col_bnds(lp, i, GLP_LO, lo, up);
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        break;
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      default:
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        break;
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      }
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    } else {
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      switch (b) {
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      case GLP_FR:
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        glp_set_col_bnds(lp, i, GLP_UP, lo, up);
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        break;
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      case GLP_UP:
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        glp_set_col_bnds(lp, i, GLP_UP, lo, up);
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        break;
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      case GLP_LO:
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      case GLP_DB:
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      case GLP_FX:
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        if (lo == up)
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          glp_set_col_bnds(lp, i, GLP_FX, lo, up);
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        else
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          glp_set_col_bnds(lp, i, GLP_DB, lo, up);
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        break;
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      default:
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        break;
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      }
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    }
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  }
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  GlpkBase::Value GlpkBase::_getColUpperBound(int i) const {
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    int b = glp_get_col_type(lp, i);
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      switch (b) {
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      case GLP_UP:
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      case GLP_DB:
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      case GLP_FX:
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        return glp_get_col_ub(lp, i);
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      default:
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        return INF;
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      }
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  }
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  void GlpkBase::_setRowLowerBound(int i, Value lo) {
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    LEMON_ASSERT(lo != INF, "Invalid bound");
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    int b = glp_get_row_type(lp, i);
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    double up = glp_get_row_ub(lp, i);
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    if (lo == -INF) {
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      switch (b) {
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      case GLP_FR:
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      case GLP_LO:
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        glp_set_row_bnds(lp, i, GLP_FR, lo, up);
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        break;
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      case GLP_UP:
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        break;
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      case GLP_DB:
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      case GLP_FX:
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        glp_set_row_bnds(lp, i, GLP_UP, lo, up);
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        break;
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      default:
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        break;
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      }
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    } else {
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      switch (b) {
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      case GLP_FR:
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      case GLP_LO:
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        glp_set_row_bnds(lp, i, GLP_LO, lo, up);
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        break;
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      case GLP_UP:
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      case GLP_DB:
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      case GLP_FX:
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        if (lo == up)
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          glp_set_row_bnds(lp, i, GLP_FX, lo, up);
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        else
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          glp_set_row_bnds(lp, i, GLP_DB, lo, up);
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        break;
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      default:
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        break;
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      }
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    }
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  }
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  GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const {
alpar@461
   404
    int b = glp_get_row_type(lp, i);
alpar@461
   405
    switch (b) {
alpar@461
   406
    case GLP_LO:
alpar@461
   407
    case GLP_DB:
alpar@461
   408
    case GLP_FX:
alpar@461
   409
      return glp_get_row_lb(lp, i);
alpar@461
   410
    default:
alpar@461
   411
      return -INF;
alpar@461
   412
    }
alpar@461
   413
  }
alpar@461
   414
alpar@461
   415
  void GlpkBase::_setRowUpperBound(int i, Value up) {
alpar@461
   416
    LEMON_ASSERT(up != -INF, "Invalid bound");
alpar@461
   417
alpar@461
   418
    int b = glp_get_row_type(lp, i);
alpar@461
   419
    double lo = glp_get_row_lb(lp, i);
alpar@461
   420
    if (up == INF) {
alpar@461
   421
      switch (b) {
alpar@461
   422
      case GLP_FR:
alpar@461
   423
      case GLP_LO:
alpar@461
   424
        break;
alpar@461
   425
      case GLP_UP:
alpar@461
   426
        glp_set_row_bnds(lp, i, GLP_FR, lo, up);
alpar@461
   427
        break;
alpar@461
   428
      case GLP_DB:
alpar@461
   429
      case GLP_FX:
alpar@461
   430
        glp_set_row_bnds(lp, i, GLP_LO, lo, up);
alpar@461
   431
        break;
alpar@461
   432
      default:
alpar@461
   433
        break;
alpar@461
   434
      }
alpar@461
   435
    } else {
alpar@461
   436
      switch (b) {
alpar@461
   437
      case GLP_FR:
alpar@461
   438
        glp_set_row_bnds(lp, i, GLP_UP, lo, up);
alpar@461
   439
        break;
alpar@461
   440
      case GLP_UP:
alpar@461
   441
        glp_set_row_bnds(lp, i, GLP_UP, lo, up);
alpar@461
   442
        break;
alpar@461
   443
      case GLP_LO:
alpar@461
   444
      case GLP_DB:
alpar@461
   445
      case GLP_FX:
alpar@461
   446
        if (lo == up)
alpar@461
   447
          glp_set_row_bnds(lp, i, GLP_FX, lo, up);
alpar@461
   448
        else
alpar@461
   449
          glp_set_row_bnds(lp, i, GLP_DB, lo, up);
alpar@461
   450
        break;
alpar@461
   451
      default:
alpar@461
   452
        break;
alpar@461
   453
      }
alpar@461
   454
    }
alpar@461
   455
  }
alpar@461
   456
alpar@461
   457
  GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const {
alpar@461
   458
    int b = glp_get_row_type(lp, i);
alpar@461
   459
    switch (b) {
alpar@461
   460
    case GLP_UP:
alpar@461
   461
    case GLP_DB:
alpar@461
   462
    case GLP_FX:
alpar@461
   463
      return glp_get_row_ub(lp, i);
alpar@461
   464
    default:
alpar@461
   465
      return INF;
alpar@461
   466
    }
alpar@461
   467
  }
alpar@461
   468
alpar@461
   469
  void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) {
alpar@461
   470
    for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
alpar@461
   471
      glp_set_obj_coef(lp, i, 0.0);
alpar@461
   472
    }
alpar@461
   473
    for (ExprIterator it = b; it != e; ++it) {
alpar@461
   474
      glp_set_obj_coef(lp, it->first, it->second);
alpar@461
   475
    }
alpar@461
   476
  }
alpar@461
   477
alpar@461
   478
  void GlpkBase::_getObjCoeffs(InsertIterator b) const {
alpar@461
   479
    for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
alpar@461
   480
      Value val = glp_get_obj_coef(lp, i);
alpar@461
   481
      if (val != 0.0) {
alpar@461
   482
        *b = std::make_pair(i, val);
alpar@461
   483
        ++b;
alpar@461
   484
      }
alpar@461
   485
    }
alpar@461
   486
  }
alpar@461
   487
alpar@461
   488
  void GlpkBase::_setObjCoeff(int i, Value obj_coef) {
alpar@461
   489
    //i = 0 means the constant term (shift)
alpar@461
   490
    glp_set_obj_coef(lp, i, obj_coef);
alpar@461
   491
  }
alpar@461
   492
alpar@461
   493
  GlpkBase::Value GlpkBase::_getObjCoeff(int i) const {
alpar@461
   494
    //i = 0 means the constant term (shift)
alpar@461
   495
    return glp_get_obj_coef(lp, i);
alpar@461
   496
  }
alpar@461
   497
alpar@461
   498
  void GlpkBase::_setSense(GlpkBase::Sense sense) {
alpar@461
   499
    switch (sense) {
alpar@461
   500
    case MIN:
alpar@461
   501
      glp_set_obj_dir(lp, GLP_MIN);
alpar@461
   502
      break;
alpar@461
   503
    case MAX:
alpar@461
   504
      glp_set_obj_dir(lp, GLP_MAX);
alpar@461
   505
      break;
alpar@461
   506
    }
alpar@461
   507
  }
alpar@461
   508
alpar@461
   509
  GlpkBase::Sense GlpkBase::_getSense() const {
alpar@461
   510
    switch(glp_get_obj_dir(lp)) {
alpar@461
   511
    case GLP_MIN:
alpar@461
   512
      return MIN;
alpar@461
   513
    case GLP_MAX:
alpar@461
   514
      return MAX;
alpar@461
   515
    default:
alpar@461
   516
      LEMON_ASSERT(false, "Wrong sense");
alpar@461
   517
      return GlpkBase::Sense();
alpar@461
   518
    }
alpar@461
   519
  }
alpar@461
   520
alpar@461
   521
  void GlpkBase::_clear() {
alpar@461
   522
    glp_erase_prob(lp);
alpar@461
   523
    rows.clear();
alpar@461
   524
    cols.clear();
alpar@461
   525
  }
alpar@461
   526
deba@537
   527
  void GlpkBase::freeEnv() {
deba@537
   528
    glp_free_env();
deba@537
   529
  }
deba@537
   530
deba@576
   531
  void GlpkBase::_messageLevel(MessageLevel level) {
deba@576
   532
    switch (level) {
deba@576
   533
    case MESSAGE_NOTHING:
deba@576
   534
      _message_level = GLP_MSG_OFF;
deba@576
   535
      break;
deba@576
   536
    case MESSAGE_ERROR:
deba@576
   537
      _message_level = GLP_MSG_ERR;
deba@576
   538
      break;
deba@576
   539
    case MESSAGE_WARNING:
deba@576
   540
      _message_level = GLP_MSG_ERR;
deba@576
   541
      break;
deba@576
   542
    case MESSAGE_NORMAL:
deba@576
   543
      _message_level = GLP_MSG_ON;
deba@576
   544
      break;
deba@576
   545
    case MESSAGE_VERBOSE:
deba@576
   546
      _message_level = GLP_MSG_ALL;
deba@576
   547
      break;
deba@576
   548
    }
deba@576
   549
  }
deba@576
   550
deba@538
   551
  GlpkBase::FreeEnvHelper GlpkBase::freeEnvHelper;
deba@538
   552
alpar@462
   553
  // GlpkLp members
alpar@461
   554
alpar@462
   555
  GlpkLp::GlpkLp()
deba@551
   556
    : LpBase(), LpSolver(), GlpkBase() {
deba@565
   557
    presolver(false);
alpar@461
   558
  }
alpar@461
   559
alpar@462
   560
  GlpkLp::GlpkLp(const GlpkLp& other)
deba@551
   561
    : LpBase(other), LpSolver(other), GlpkBase(other) {
deba@565
   562
    presolver(false);
alpar@461
   563
  }
alpar@461
   564
alpar@540
   565
  GlpkLp* GlpkLp::newSolver() const { return new GlpkLp; }
alpar@540
   566
  GlpkLp* GlpkLp::cloneSolver() const { return new GlpkLp(*this); }
alpar@461
   567
alpar@462
   568
  const char* GlpkLp::_solverName() const { return "GlpkLp"; }
alpar@461
   569
alpar@462
   570
  void GlpkLp::_clear_temporals() {
alpar@461
   571
    _primal_ray.clear();
alpar@461
   572
    _dual_ray.clear();
alpar@461
   573
  }
alpar@461
   574
alpar@462
   575
  GlpkLp::SolveExitStatus GlpkLp::_solve() {
alpar@461
   576
    return solvePrimal();
alpar@461
   577
  }
alpar@461
   578
alpar@462
   579
  GlpkLp::SolveExitStatus GlpkLp::solvePrimal() {
alpar@461
   580
    _clear_temporals();
alpar@461
   581
alpar@461
   582
    glp_smcp smcp;
alpar@461
   583
    glp_init_smcp(&smcp);
alpar@461
   584
deba@576
   585
    smcp.msg_lev = _message_level;
deba@565
   586
    smcp.presolve = _presolve;
alpar@461
   587
deba@565
   588
    // If the basis is not valid we get an error return value.
deba@565
   589
    // In this case we can try to create a new basis.
deba@565
   590
    switch (glp_simplex(lp, &smcp)) {
deba@565
   591
    case 0:
deba@565
   592
      break;
deba@565
   593
    case GLP_EBADB:
deba@565
   594
    case GLP_ESING:
deba@565
   595
    case GLP_ECOND:
deba@566
   596
      glp_term_out(false);
deba@565
   597
      glp_adv_basis(lp, 0);
deba@566
   598
      glp_term_out(true);
deba@565
   599
      if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
deba@565
   600
      break;
deba@565
   601
    default:
deba@565
   602
      return UNSOLVED;
deba@565
   603
    }
deba@565
   604
alpar@461
   605
    return SOLVED;
alpar@461
   606
  }
alpar@461
   607
alpar@462
   608
  GlpkLp::SolveExitStatus GlpkLp::solveDual() {
alpar@461
   609
    _clear_temporals();
alpar@461
   610
alpar@461
   611
    glp_smcp smcp;
alpar@461
   612
    glp_init_smcp(&smcp);
alpar@461
   613
deba@576
   614
    smcp.msg_lev = _message_level;
alpar@461
   615
    smcp.meth = GLP_DUAL;
deba@565
   616
    smcp.presolve = _presolve;
alpar@461
   617
deba@565
   618
    // If the basis is not valid we get an error return value.
deba@565
   619
    // In this case we can try to create a new basis.
deba@565
   620
    switch (glp_simplex(lp, &smcp)) {
deba@565
   621
    case 0:
deba@565
   622
      break;
deba@565
   623
    case GLP_EBADB:
deba@565
   624
    case GLP_ESING:
deba@565
   625
    case GLP_ECOND:
deba@566
   626
      glp_term_out(false);
deba@565
   627
      glp_adv_basis(lp, 0);
deba@566
   628
      glp_term_out(true);
deba@565
   629
      if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
deba@565
   630
      break;
deba@565
   631
    default:
deba@565
   632
      return UNSOLVED;
deba@565
   633
    }
alpar@461
   634
    return SOLVED;
alpar@461
   635
  }
alpar@461
   636
alpar@462
   637
  GlpkLp::Value GlpkLp::_getPrimal(int i) const {
alpar@461
   638
    return glp_get_col_prim(lp, i);
alpar@461
   639
  }
alpar@461
   640
alpar@462
   641
  GlpkLp::Value GlpkLp::_getDual(int i) const {
alpar@461
   642
    return glp_get_row_dual(lp, i);
alpar@461
   643
  }
alpar@461
   644
alpar@462
   645
  GlpkLp::Value GlpkLp::_getPrimalValue() const {
alpar@461
   646
    return glp_get_obj_val(lp);
alpar@461
   647
  }
alpar@461
   648
alpar@462
   649
  GlpkLp::VarStatus GlpkLp::_getColStatus(int i) const {
alpar@461
   650
    switch (glp_get_col_stat(lp, i)) {
alpar@461
   651
    case GLP_BS:
alpar@461
   652
      return BASIC;
alpar@461
   653
    case GLP_UP:
alpar@461
   654
      return UPPER;
alpar@461
   655
    case GLP_LO:
alpar@461
   656
      return LOWER;
alpar@461
   657
    case GLP_NF:
alpar@461
   658
      return FREE;
alpar@461
   659
    case GLP_NS:
alpar@461
   660
      return FIXED;
alpar@461
   661
    default:
alpar@461
   662
      LEMON_ASSERT(false, "Wrong column status");
alpar@462
   663
      return GlpkLp::VarStatus();
alpar@461
   664
    }
alpar@461
   665
  }
alpar@461
   666
alpar@462
   667
  GlpkLp::VarStatus GlpkLp::_getRowStatus(int i) const {
alpar@461
   668
    switch (glp_get_row_stat(lp, i)) {
alpar@461
   669
    case GLP_BS:
alpar@461
   670
      return BASIC;
alpar@461
   671
    case GLP_UP:
alpar@461
   672
      return UPPER;
alpar@461
   673
    case GLP_LO:
alpar@461
   674
      return LOWER;
alpar@461
   675
    case GLP_NF:
alpar@461
   676
      return FREE;
alpar@461
   677
    case GLP_NS:
alpar@461
   678
      return FIXED;
alpar@461
   679
    default:
alpar@461
   680
      LEMON_ASSERT(false, "Wrong row status");
alpar@462
   681
      return GlpkLp::VarStatus();
alpar@461
   682
    }
alpar@461
   683
  }
alpar@461
   684
alpar@462
   685
  GlpkLp::Value GlpkLp::_getPrimalRay(int i) const {
alpar@461
   686
    if (_primal_ray.empty()) {
alpar@461
   687
      int row_num = glp_get_num_rows(lp);
alpar@461
   688
      int col_num = glp_get_num_cols(lp);
alpar@461
   689
alpar@461
   690
      _primal_ray.resize(col_num + 1, 0.0);
alpar@461
   691
alpar@461
   692
      int index = glp_get_unbnd_ray(lp);
alpar@461
   693
      if (index != 0) {
alpar@461
   694
        // The primal ray is found in primal simplex second phase
alpar@461
   695
        LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) :
alpar@461
   696
                      glp_get_col_stat(lp, index - row_num)) != GLP_BS,
alpar@461
   697
                     "Wrong primal ray");
alpar@461
   698
alpar@461
   699
        bool negate = glp_get_obj_dir(lp) == GLP_MAX;
alpar@461
   700
alpar@461
   701
        if (index > row_num) {
alpar@461
   702
          _primal_ray[index - row_num] = 1.0;
alpar@461
   703
          if (glp_get_col_dual(lp, index - row_num) > 0) {
alpar@461
   704
            negate = !negate;
alpar@461
   705
          }
alpar@461
   706
        } else {
alpar@461
   707
          if (glp_get_row_dual(lp, index) > 0) {
alpar@461
   708
            negate = !negate;
alpar@461
   709
          }
alpar@461
   710
        }
alpar@461
   711
alpar@461
   712
        std::vector<int> ray_indexes(row_num + 1);
alpar@461
   713
        std::vector<Value> ray_values(row_num + 1);
alpar@461
   714
        int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(),
alpar@461
   715
                                          &ray_values.front());
alpar@461
   716
alpar@461
   717
        for (int i = 1; i <= ray_length; ++i) {
alpar@461
   718
          if (ray_indexes[i] > row_num) {
alpar@461
   719
            _primal_ray[ray_indexes[i] - row_num] = ray_values[i];
alpar@461
   720
          }
alpar@461
   721
        }
alpar@461
   722
alpar@461
   723
        if (negate) {
alpar@461
   724
          for (int i = 1; i <= col_num; ++i) {
alpar@461
   725
            _primal_ray[i] = - _primal_ray[i];
alpar@461
   726
          }
alpar@461
   727
        }
alpar@461
   728
      } else {
alpar@461
   729
        for (int i = 1; i <= col_num; ++i) {
alpar@461
   730
          _primal_ray[i] = glp_get_col_prim(lp, i);
alpar@461
   731
        }
alpar@461
   732
      }
alpar@461
   733
    }
alpar@461
   734
    return _primal_ray[i];
alpar@461
   735
  }
alpar@461
   736
alpar@462
   737
  GlpkLp::Value GlpkLp::_getDualRay(int i) const {
alpar@461
   738
    if (_dual_ray.empty()) {
alpar@461
   739
      int row_num = glp_get_num_rows(lp);
alpar@461
   740
alpar@461
   741
      _dual_ray.resize(row_num + 1, 0.0);
alpar@461
   742
alpar@461
   743
      int index = glp_get_unbnd_ray(lp);
alpar@461
   744
      if (index != 0) {
alpar@461
   745
        // The dual ray is found in dual simplex second phase
alpar@461
   746
        LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) :
alpar@461
   747
                      glp_get_col_stat(lp, index - row_num)) == GLP_BS,
alpar@461
   748
alpar@461
   749
                     "Wrong dual ray");
alpar@461
   750
alpar@461
   751
        int idx;
alpar@461
   752
        bool negate = false;
alpar@461
   753
alpar@461
   754
        if (index > row_num) {
alpar@461
   755
          idx = glp_get_col_bind(lp, index - row_num);
alpar@461
   756
          if (glp_get_col_prim(lp, index - row_num) >
alpar@461
   757
              glp_get_col_ub(lp, index - row_num)) {
alpar@461
   758
            negate = true;
alpar@461
   759
          }
alpar@461
   760
        } else {
alpar@461
   761
          idx = glp_get_row_bind(lp, index);
alpar@461
   762
          if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) {
alpar@461
   763
            negate = true;
alpar@461
   764
          }
alpar@461
   765
        }
alpar@461
   766
alpar@461
   767
        _dual_ray[idx] = negate ?  - 1.0 : 1.0;
alpar@461
   768
alpar@461
   769
        glp_btran(lp, &_dual_ray.front());
alpar@461
   770
      } else {
alpar@461
   771
        double eps = 1e-7;
alpar@461
   772
        // The dual ray is found in primal simplex first phase
alpar@461
   773
        // We assume that the glpk minimizes the slack to get feasible solution
alpar@461
   774
        for (int i = 1; i <= row_num; ++i) {
alpar@461
   775
          int index = glp_get_bhead(lp, i);
alpar@461
   776
          if (index <= row_num) {
alpar@461
   777
            double res = glp_get_row_prim(lp, index);
alpar@461
   778
            if (res > glp_get_row_ub(lp, index) + eps) {
alpar@461
   779
              _dual_ray[i] = -1;
alpar@461
   780
            } else if (res < glp_get_row_lb(lp, index) - eps) {
alpar@461
   781
              _dual_ray[i] = 1;
alpar@461
   782
            } else {
alpar@461
   783
              _dual_ray[i] = 0;
alpar@461
   784
            }
alpar@461
   785
            _dual_ray[i] *= glp_get_rii(lp, index);
alpar@461
   786
          } else {
alpar@461
   787
            double res = glp_get_col_prim(lp, index - row_num);
alpar@461
   788
            if (res > glp_get_col_ub(lp, index - row_num) + eps) {
alpar@461
   789
              _dual_ray[i] = -1;
alpar@461
   790
            } else if (res < glp_get_col_lb(lp, index - row_num) - eps) {
alpar@461
   791
              _dual_ray[i] = 1;
alpar@461
   792
            } else {
alpar@461
   793
              _dual_ray[i] = 0;
alpar@461
   794
            }
alpar@461
   795
            _dual_ray[i] /= glp_get_sjj(lp, index - row_num);
alpar@461
   796
          }
alpar@461
   797
        }
alpar@461
   798
alpar@461
   799
        glp_btran(lp, &_dual_ray.front());
alpar@461
   800
alpar@461
   801
        for (int i = 1; i <= row_num; ++i) {
alpar@461
   802
          _dual_ray[i] /= glp_get_rii(lp, i);
alpar@461
   803
        }
alpar@461
   804
      }
alpar@461
   805
    }
alpar@461
   806
    return _dual_ray[i];
alpar@461
   807
  }
alpar@461
   808
alpar@462
   809
  GlpkLp::ProblemType GlpkLp::_getPrimalType() const {
alpar@461
   810
    if (glp_get_status(lp) == GLP_OPT)
alpar@461
   811
      return OPTIMAL;
alpar@461
   812
    switch (glp_get_prim_stat(lp)) {
alpar@461
   813
    case GLP_UNDEF:
alpar@461
   814
      return UNDEFINED;
alpar@461
   815
    case GLP_FEAS:
alpar@461
   816
    case GLP_INFEAS:
alpar@461
   817
      if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
alpar@461
   818
        return UNBOUNDED;
alpar@461
   819
      } else {
alpar@461
   820
        return UNDEFINED;
alpar@461
   821
      }
alpar@461
   822
    case GLP_NOFEAS:
alpar@461
   823
      return INFEASIBLE;
alpar@461
   824
    default:
alpar@461
   825
      LEMON_ASSERT(false, "Wrong primal type");
alpar@462
   826
      return  GlpkLp::ProblemType();
alpar@461
   827
    }
alpar@461
   828
  }
alpar@461
   829
alpar@462
   830
  GlpkLp::ProblemType GlpkLp::_getDualType() const {
alpar@461
   831
    if (glp_get_status(lp) == GLP_OPT)
alpar@461
   832
      return OPTIMAL;
alpar@461
   833
    switch (glp_get_dual_stat(lp)) {
alpar@461
   834
    case GLP_UNDEF:
alpar@461
   835
      return UNDEFINED;
alpar@461
   836
    case GLP_FEAS:
alpar@461
   837
    case GLP_INFEAS:
alpar@461
   838
      if (glp_get_prim_stat(lp) == GLP_NOFEAS) {
alpar@461
   839
        return UNBOUNDED;
alpar@461
   840
      } else {
alpar@461
   841
        return UNDEFINED;
alpar@461
   842
      }
alpar@461
   843
    case GLP_NOFEAS:
alpar@461
   844
      return INFEASIBLE;
alpar@461
   845
    default:
alpar@461
   846
      LEMON_ASSERT(false, "Wrong primal type");
alpar@462
   847
      return  GlpkLp::ProblemType();
alpar@461
   848
    }
alpar@461
   849
  }
alpar@461
   850
deba@565
   851
  void GlpkLp::presolver(bool presolve) {
deba@565
   852
    _presolve = presolve;
alpar@461
   853
  }
alpar@461
   854
alpar@462
   855
  // GlpkMip members
alpar@461
   856
alpar@462
   857
  GlpkMip::GlpkMip()
deba@551
   858
    : LpBase(), MipSolver(), GlpkBase() {
alpar@461
   859
  }
alpar@461
   860
alpar@462
   861
  GlpkMip::GlpkMip(const GlpkMip& other)
deba@551
   862
    : LpBase(), MipSolver(), GlpkBase(other) {
alpar@461
   863
  }
alpar@461
   864
alpar@462
   865
  void GlpkMip::_setColType(int i, GlpkMip::ColTypes col_type) {
alpar@461
   866
    switch (col_type) {
alpar@461
   867
    case INTEGER:
alpar@461
   868
      glp_set_col_kind(lp, i, GLP_IV);
alpar@461
   869
      break;
alpar@461
   870
    case REAL:
alpar@461
   871
      glp_set_col_kind(lp, i, GLP_CV);
alpar@461
   872
      break;
alpar@461
   873
    }
alpar@461
   874
  }
alpar@461
   875
alpar@462
   876
  GlpkMip::ColTypes GlpkMip::_getColType(int i) const {
alpar@461
   877
    switch (glp_get_col_kind(lp, i)) {
alpar@461
   878
    case GLP_IV:
alpar@461
   879
    case GLP_BV:
alpar@461
   880
      return INTEGER;
alpar@461
   881
    default:
alpar@461
   882
      return REAL;
alpar@461
   883
    }
alpar@461
   884
alpar@461
   885
  }
alpar@461
   886
alpar@462
   887
  GlpkMip::SolveExitStatus GlpkMip::_solve() {
alpar@461
   888
    glp_smcp smcp;
alpar@461
   889
    glp_init_smcp(&smcp);
alpar@461
   890
deba@576
   891
    smcp.msg_lev = _message_level;
alpar@461
   892
    smcp.meth = GLP_DUAL;
alpar@461
   893
deba@565
   894
    // If the basis is not valid we get an error return value.
deba@565
   895
    // In this case we can try to create a new basis.
deba@565
   896
    switch (glp_simplex(lp, &smcp)) {
deba@565
   897
    case 0:
deba@565
   898
      break;
deba@565
   899
    case GLP_EBADB:
deba@565
   900
    case GLP_ESING:
deba@565
   901
    case GLP_ECOND:
deba@566
   902
      glp_term_out(false);
deba@565
   903
      glp_adv_basis(lp, 0);
deba@566
   904
      glp_term_out(true);
deba@565
   905
      if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
deba@565
   906
      break;
deba@565
   907
    default:
deba@565
   908
      return UNSOLVED;
deba@565
   909
    }
deba@565
   910
alpar@461
   911
    if (glp_get_status(lp) != GLP_OPT) return SOLVED;
alpar@461
   912
alpar@461
   913
    glp_iocp iocp;
alpar@461
   914
    glp_init_iocp(&iocp);
alpar@461
   915
deba@576
   916
    iocp.msg_lev = _message_level;
alpar@461
   917
alpar@461
   918
    if (glp_intopt(lp, &iocp) != 0) return UNSOLVED;
alpar@461
   919
    return SOLVED;
alpar@461
   920
  }
alpar@461
   921
alpar@461
   922
alpar@462
   923
  GlpkMip::ProblemType GlpkMip::_getType() const {
alpar@461
   924
    switch (glp_get_status(lp)) {
alpar@461
   925
    case GLP_OPT:
alpar@461
   926
      switch (glp_mip_status(lp)) {
alpar@461
   927
      case GLP_UNDEF:
alpar@461
   928
        return UNDEFINED;
alpar@461
   929
      case GLP_NOFEAS:
alpar@461
   930
        return INFEASIBLE;
alpar@461
   931
      case GLP_FEAS:
alpar@461
   932
        return FEASIBLE;
alpar@461
   933
      case GLP_OPT:
alpar@461
   934
        return OPTIMAL;
alpar@461
   935
      default:
alpar@461
   936
        LEMON_ASSERT(false, "Wrong problem type.");
alpar@462
   937
        return GlpkMip::ProblemType();
alpar@461
   938
      }
alpar@461
   939
    case GLP_NOFEAS:
alpar@461
   940
      return INFEASIBLE;
alpar@461
   941
    case GLP_INFEAS:
alpar@461
   942
    case GLP_FEAS:
alpar@461
   943
      if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
alpar@461
   944
        return UNBOUNDED;
alpar@461
   945
      } else {
alpar@461
   946
        return UNDEFINED;
alpar@461
   947
      }
alpar@461
   948
    default:
alpar@461
   949
      LEMON_ASSERT(false, "Wrong problem type.");
alpar@462
   950
      return GlpkMip::ProblemType();
alpar@461
   951
    }
alpar@461
   952
  }
alpar@461
   953
alpar@462
   954
  GlpkMip::Value GlpkMip::_getSol(int i) const {
alpar@461
   955
    return glp_mip_col_val(lp, i);
alpar@461
   956
  }
alpar@461
   957
alpar@462
   958
  GlpkMip::Value GlpkMip::_getSolValue() const {
alpar@461
   959
    return glp_mip_obj_val(lp);
alpar@461
   960
  }
alpar@461
   961
alpar@540
   962
  GlpkMip* GlpkMip::newSolver() const { return new GlpkMip; }
alpar@540
   963
  GlpkMip* GlpkMip::cloneSolver() const {return new GlpkMip(*this); }
alpar@461
   964
alpar@462
   965
  const char* GlpkMip::_solverName() const { return "GlpkMip"; }
alpar@461
   966
alpar@461
   967
} //END OF NAMESPACE LEMON