lemon/cplex.cc
author Alpar Juttner <alpar@cs.elte.hu>
Sat, 25 May 2013 06:59:31 +0200
changeset 1064 fc3854d936f7
parent 1016 97975184f4aa
child 1092 dceba191c00d
permissions -rw-r--r--
Enable/disable options for LP/MIP backends (#465)
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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) 2003-2010
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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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    (*_cnt) = 1;
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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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  int CplexBase::_addRow(Value lb, ExprIterator b,
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                         ExprIterator e, Value ub) {
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    int i = CPXgetnumrows(cplexEnv(), _prob);
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    if (lb == -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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    } else if (ub == INF) {
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      const char s = 'G';
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      CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0);
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    } else if (lb == ub){
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      const char s = 'E';
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      CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0);
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    } else {
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      const char s = 'R';
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      double len = ub - lb;
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      CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, &len, 0);
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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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    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);
alpar@461
   390
      double len = ub - lb;
alpar@461
   391
      CPXchgrngval(cplexEnv(), _prob, 1, &i, &len);
alpar@461
   392
    }
alpar@461
   393
  }
alpar@461
   394
alpar@461
   395
  void CplexBase::_setRowLowerBound(int i, Value lb)
alpar@461
   396
  {
alpar@461
   397
    LEMON_ASSERT(lb != INF, "Invalid bound");
alpar@461
   398
    _set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i));
alpar@461
   399
  }
alpar@461
   400
alpar@461
   401
  void CplexBase::_setRowUpperBound(int i, Value ub)
alpar@461
   402
  {
alpar@461
   403
alpar@461
   404
    LEMON_ASSERT(ub != -INF, "Invalid bound");
alpar@461
   405
    _set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub);
alpar@461
   406
  }
alpar@461
   407
alpar@461
   408
  void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e)
alpar@461
   409
  {
alpar@461
   410
    std::vector<int> indices;
alpar@461
   411
    std::vector<Value> values;
alpar@461
   412
    for(ExprIterator it=b; it!=e; ++it) {
alpar@461
   413
      indices.push_back(it->first);
alpar@461
   414
      values.push_back(it->second);
alpar@461
   415
    }
alpar@461
   416
    CPXchgobj(cplexEnv(), _prob, values.size(),
alpar@461
   417
              &indices.front(), &values.front());
alpar@461
   418
alpar@461
   419
  }
alpar@461
   420
alpar@461
   421
  void CplexBase::_getObjCoeffs(InsertIterator b) const
alpar@461
   422
  {
alpar@461
   423
    int num = CPXgetnumcols(cplexEnv(), _prob);
alpar@461
   424
    std::vector<Value> x(num);
alpar@461
   425
alpar@461
   426
    CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1);
alpar@461
   427
    for (int i = 0; i < num; ++i) {
alpar@461
   428
      if (x[i] != 0.0) {
alpar@461
   429
        *b = std::make_pair(i, x[i]);
alpar@461
   430
        ++b;
alpar@461
   431
      }
alpar@461
   432
    }
alpar@461
   433
  }
alpar@461
   434
alpar@461
   435
  void CplexBase::_setObjCoeff(int i, Value obj_coef)
alpar@461
   436
  {
alpar@461
   437
    CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef);
alpar@461
   438
  }
alpar@461
   439
alpar@461
   440
  CplexBase::Value CplexBase::_getObjCoeff(int i) const
alpar@461
   441
  {
alpar@461
   442
    Value x;
alpar@461
   443
    CPXgetobj(cplexEnv(), _prob, &x, i, i);
alpar@461
   444
    return x;
alpar@461
   445
  }
alpar@461
   446
alpar@461
   447
  void CplexBase::_setSense(CplexBase::Sense sense) {
alpar@461
   448
    switch (sense) {
alpar@461
   449
    case MIN:
alpar@461
   450
      CPXchgobjsen(cplexEnv(), _prob, CPX_MIN);
alpar@461
   451
      break;
alpar@461
   452
    case MAX:
alpar@461
   453
      CPXchgobjsen(cplexEnv(), _prob, CPX_MAX);
alpar@461
   454
      break;
alpar@461
   455
    }
alpar@461
   456
  }
alpar@461
   457
alpar@461
   458
  CplexBase::Sense CplexBase::_getSense() const {
alpar@461
   459
    switch (CPXgetobjsen(cplexEnv(), _prob)) {
alpar@461
   460
    case CPX_MIN:
alpar@461
   461
      return MIN;
alpar@461
   462
    case CPX_MAX:
alpar@461
   463
      return MAX;
alpar@461
   464
    default:
alpar@461
   465
      LEMON_ASSERT(false, "Invalid sense");
alpar@461
   466
      return CplexBase::Sense();
alpar@461
   467
    }
alpar@461
   468
  }
alpar@461
   469
alpar@461
   470
  void CplexBase::_clear() {
alpar@461
   471
    CPXfreeprob(cplexEnv(),&_prob);
alpar@461
   472
    int status;
alpar@461
   473
    _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem");
alpar@461
   474
  }
alpar@461
   475
deba@576
   476
  void CplexBase::_messageLevel(MessageLevel level) {
deba@576
   477
    switch (level) {
deba@576
   478
    case MESSAGE_NOTHING:
deba@576
   479
      _message_enabled = false;
deba@576
   480
      break;
deba@576
   481
    case MESSAGE_ERROR:
deba@576
   482
    case MESSAGE_WARNING:
deba@576
   483
    case MESSAGE_NORMAL:
deba@576
   484
    case MESSAGE_VERBOSE:
deba@576
   485
      _message_enabled = true;
deba@576
   486
      break;
deba@576
   487
    }
deba@576
   488
  }
deba@576
   489
deba@576
   490
  void CplexBase::_applyMessageLevel() {
alpar@877
   491
    CPXsetintparam(cplexEnv(), CPX_PARAM_SCRIND,
deba@576
   492
                   _message_enabled ? CPX_ON : CPX_OFF);
deba@576
   493
  }
deba@576
   494
alpar@1063
   495
  void CplexBase::_write(std::string file, std::string format) const
alpar@1063
   496
  {
alpar@1063
   497
    if(format == "MPS" || format == "LP")
alpar@1063
   498
      CPXwriteprob(cplexEnv(), cplexLp(), file.c_str(), format.c_str());
alpar@1063
   499
    else if(format == "SOL")
alpar@1063
   500
      CPXsolwrite(cplexEnv(), cplexLp(), file.c_str());
alpar@1063
   501
    else throw UnsupportedFormatError(format);
alpar@1063
   502
  }
alpar@1063
   503
alpar@1063
   504
alpar@1063
   505
alpar@462
   506
  // CplexLp members
alpar@461
   507
alpar@462
   508
  CplexLp::CplexLp()
deba@551
   509
    : LpBase(), LpSolver(), CplexBase() {}
alpar@461
   510
alpar@462
   511
  CplexLp::CplexLp(const CplexEnv& env)
deba@551
   512
    : LpBase(), LpSolver(), CplexBase(env) {}
alpar@461
   513
alpar@462
   514
  CplexLp::CplexLp(const CplexLp& other)
deba@551
   515
    : LpBase(), LpSolver(), CplexBase(other) {}
alpar@461
   516
alpar@462
   517
  CplexLp::~CplexLp() {}
alpar@461
   518
alpar@540
   519
  CplexLp* CplexLp::newSolver() const { return new CplexLp; }
alpar@540
   520
  CplexLp* CplexLp::cloneSolver() const {return new CplexLp(*this); }
alpar@461
   521
alpar@462
   522
  const char* CplexLp::_solverName() const { return "CplexLp"; }
alpar@461
   523
alpar@462
   524
  void CplexLp::_clear_temporals() {
alpar@461
   525
    _col_status.clear();
alpar@461
   526
    _row_status.clear();
alpar@461
   527
    _primal_ray.clear();
alpar@461
   528
    _dual_ray.clear();
alpar@461
   529
  }
alpar@461
   530
alpar@461
   531
  // The routine returns zero unless an error occurred during the
alpar@461
   532
  // optimization. Examples of errors include exhausting available
alpar@461
   533
  // memory (CPXERR_NO_MEMORY) or encountering invalid data in the
alpar@461
   534
  // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a
alpar@461
   535
  // user-specified CPLEX limit, or proving the model infeasible or
alpar@461
   536
  // unbounded, are not considered errors. Note that a zero return
alpar@461
   537
  // value does not necessarily mean that a solution exists. Use query
alpar@461
   538
  // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain
alpar@461
   539
  // further information about the status of the optimization.
alpar@462
   540
  CplexLp::SolveExitStatus CplexLp::convertStatus(int status) {
alpar@461
   541
#if CPX_VERSION >= 800
alpar@461
   542
    if (status == 0) {
alpar@461
   543
      switch (CPXgetstat(cplexEnv(), _prob)) {
alpar@461
   544
      case CPX_STAT_OPTIMAL:
alpar@461
   545
      case CPX_STAT_INFEASIBLE:
alpar@461
   546
      case CPX_STAT_UNBOUNDED:
alpar@461
   547
        return SOLVED;
alpar@461
   548
      default:
alpar@461
   549
        return UNSOLVED;
alpar@461
   550
      }
alpar@461
   551
    } else {
alpar@461
   552
      return UNSOLVED;
alpar@461
   553
    }
alpar@461
   554
#else
alpar@461
   555
    if (status == 0) {
alpar@461
   556
      //We want to exclude some cases
alpar@461
   557
      switch (CPXgetstat(cplexEnv(), _prob)) {
alpar@461
   558
      case CPX_OBJ_LIM:
alpar@461
   559
      case CPX_IT_LIM_FEAS:
alpar@461
   560
      case CPX_IT_LIM_INFEAS:
alpar@461
   561
      case CPX_TIME_LIM_FEAS:
alpar@461
   562
      case CPX_TIME_LIM_INFEAS:
alpar@461
   563
        return UNSOLVED;
alpar@461
   564
      default:
alpar@461
   565
        return SOLVED;
alpar@461
   566
      }
alpar@461
   567
    } else {
alpar@461
   568
      return UNSOLVED;
alpar@461
   569
    }
alpar@461
   570
#endif
alpar@461
   571
  }
alpar@461
   572
alpar@462
   573
  CplexLp::SolveExitStatus CplexLp::_solve() {
alpar@461
   574
    _clear_temporals();
deba@576
   575
    _applyMessageLevel();
alpar@461
   576
    return convertStatus(CPXlpopt(cplexEnv(), _prob));
alpar@461
   577
  }
alpar@461
   578
alpar@462
   579
  CplexLp::SolveExitStatus CplexLp::solvePrimal() {
alpar@461
   580
    _clear_temporals();
deba@576
   581
    _applyMessageLevel();
alpar@461
   582
    return convertStatus(CPXprimopt(cplexEnv(), _prob));
alpar@461
   583
  }
alpar@461
   584
alpar@462
   585
  CplexLp::SolveExitStatus CplexLp::solveDual() {
alpar@461
   586
    _clear_temporals();
deba@576
   587
    _applyMessageLevel();
alpar@461
   588
    return convertStatus(CPXdualopt(cplexEnv(), _prob));
alpar@461
   589
  }
alpar@461
   590
alpar@462
   591
  CplexLp::SolveExitStatus CplexLp::solveBarrier() {
alpar@461
   592
    _clear_temporals();
deba@576
   593
    _applyMessageLevel();
alpar@461
   594
    return convertStatus(CPXbaropt(cplexEnv(), _prob));
alpar@461
   595
  }
alpar@461
   596
alpar@462
   597
  CplexLp::Value CplexLp::_getPrimal(int i) const {
alpar@461
   598
    Value x;
alpar@461
   599
    CPXgetx(cplexEnv(), _prob, &x, i, i);
alpar@461
   600
    return x;
alpar@461
   601
  }
alpar@461
   602
alpar@462
   603
  CplexLp::Value CplexLp::_getDual(int i) const {
alpar@461
   604
    Value y;
alpar@461
   605
    CPXgetpi(cplexEnv(), _prob, &y, i, i);
alpar@461
   606
    return y;
alpar@461
   607
  }
alpar@461
   608
alpar@462
   609
  CplexLp::Value CplexLp::_getPrimalValue() const {
alpar@461
   610
    Value objval;
alpar@461
   611
    CPXgetobjval(cplexEnv(), _prob, &objval);
alpar@461
   612
    return objval;
alpar@461
   613
  }
alpar@461
   614
alpar@462
   615
  CplexLp::VarStatus CplexLp::_getColStatus(int i) const {
alpar@461
   616
    if (_col_status.empty()) {
alpar@461
   617
      _col_status.resize(CPXgetnumcols(cplexEnv(), _prob));
alpar@461
   618
      CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0);
alpar@461
   619
    }
alpar@461
   620
    switch (_col_status[i]) {
alpar@461
   621
    case CPX_BASIC:
alpar@461
   622
      return BASIC;
alpar@461
   623
    case CPX_FREE_SUPER:
alpar@461
   624
      return FREE;
alpar@461
   625
    case CPX_AT_LOWER:
alpar@461
   626
      return LOWER;
alpar@461
   627
    case CPX_AT_UPPER:
alpar@461
   628
      return UPPER;
alpar@461
   629
    default:
alpar@461
   630
      LEMON_ASSERT(false, "Wrong column status");
alpar@462
   631
      return CplexLp::VarStatus();
alpar@461
   632
    }
alpar@461
   633
  }
alpar@461
   634
alpar@462
   635
  CplexLp::VarStatus CplexLp::_getRowStatus(int i) const {
alpar@461
   636
    if (_row_status.empty()) {
alpar@461
   637
      _row_status.resize(CPXgetnumrows(cplexEnv(), _prob));
alpar@461
   638
      CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front());
alpar@461
   639
    }
alpar@461
   640
    switch (_row_status[i]) {
alpar@461
   641
    case CPX_BASIC:
alpar@461
   642
      return BASIC;
alpar@461
   643
    case CPX_AT_LOWER:
alpar@461
   644
      {
alpar@461
   645
        char s;
alpar@461
   646
        CPXgetsense(cplexEnv(), _prob, &s, i, i);
alpar@461
   647
        return s != 'L' ? LOWER : UPPER;
alpar@461
   648
      }
alpar@461
   649
    case CPX_AT_UPPER:
alpar@461
   650
      return UPPER;
alpar@461
   651
    default:
alpar@461
   652
      LEMON_ASSERT(false, "Wrong row status");
alpar@462
   653
      return CplexLp::VarStatus();
alpar@461
   654
    }
alpar@461
   655
  }
alpar@461
   656
alpar@462
   657
  CplexLp::Value CplexLp::_getPrimalRay(int i) const {
alpar@461
   658
    if (_primal_ray.empty()) {
alpar@461
   659
      _primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob));
alpar@461
   660
      CPXgetray(cplexEnv(), _prob, &_primal_ray.front());
alpar@461
   661
    }
alpar@461
   662
    return _primal_ray[i];
alpar@461
   663
  }
alpar@461
   664
alpar@462
   665
  CplexLp::Value CplexLp::_getDualRay(int i) const {
alpar@461
   666
    if (_dual_ray.empty()) {
alpar@461
   667
alpar@461
   668
    }
alpar@461
   669
    return _dual_ray[i];
alpar@461
   670
  }
alpar@461
   671
deba@576
   672
  // Cplex 7.0 status values
alpar@461
   673
  // This table lists the statuses, returned by the CPXgetstat()
alpar@461
   674
  // routine, for solutions to LP problems or mixed integer problems. If
alpar@461
   675
  // no solution exists, the return value is zero.
alpar@461
   676
alpar@461
   677
  // For Simplex, Barrier
alpar@461
   678
  // 1          CPX_OPTIMAL
alpar@461
   679
  //          Optimal solution found
alpar@461
   680
  // 2          CPX_INFEASIBLE
alpar@461
   681
  //          Problem infeasible
alpar@461
   682
  // 3    CPX_UNBOUNDED
alpar@461
   683
  //          Problem unbounded
alpar@461
   684
  // 4          CPX_OBJ_LIM
alpar@461
   685
  //          Objective limit exceeded in Phase II
alpar@461
   686
  // 5          CPX_IT_LIM_FEAS
alpar@461
   687
  //          Iteration limit exceeded in Phase II
alpar@461
   688
  // 6          CPX_IT_LIM_INFEAS
alpar@461
   689
  //          Iteration limit exceeded in Phase I
alpar@461
   690
  // 7          CPX_TIME_LIM_FEAS
alpar@461
   691
  //          Time limit exceeded in Phase II
alpar@461
   692
  // 8          CPX_TIME_LIM_INFEAS
alpar@461
   693
  //          Time limit exceeded in Phase I
alpar@461
   694
  // 9          CPX_NUM_BEST_FEAS
alpar@461
   695
  //          Problem non-optimal, singularities in Phase II
alpar@461
   696
  // 10         CPX_NUM_BEST_INFEAS
alpar@461
   697
  //          Problem non-optimal, singularities in Phase I
alpar@461
   698
  // 11         CPX_OPTIMAL_INFEAS
alpar@461
   699
  //          Optimal solution found, unscaled infeasibilities
alpar@461
   700
  // 12         CPX_ABORT_FEAS
alpar@461
   701
  //          Aborted in Phase II
alpar@461
   702
  // 13         CPX_ABORT_INFEAS
alpar@461
   703
  //          Aborted in Phase I
alpar@461
   704
  // 14          CPX_ABORT_DUAL_INFEAS
alpar@461
   705
  //          Aborted in barrier, dual infeasible
alpar@461
   706
  // 15          CPX_ABORT_PRIM_INFEAS
alpar@461
   707
  //          Aborted in barrier, primal infeasible
alpar@461
   708
  // 16          CPX_ABORT_PRIM_DUAL_INFEAS
alpar@461
   709
  //          Aborted in barrier, primal and dual infeasible
alpar@461
   710
  // 17          CPX_ABORT_PRIM_DUAL_FEAS
alpar@461
   711
  //          Aborted in barrier, primal and dual feasible
alpar@461
   712
  // 18          CPX_ABORT_CROSSOVER
alpar@461
   713
  //          Aborted in crossover
alpar@461
   714
  // 19          CPX_INForUNBD
alpar@461
   715
  //          Infeasible or unbounded
alpar@461
   716
  // 20   CPX_PIVOT
alpar@461
   717
  //       User pivot used
alpar@461
   718
  //
deba@576
   719
  // Pending return values
alpar@461
   720
  // ??case CPX_ABORT_DUAL_INFEAS
alpar@461
   721
  // ??case CPX_ABORT_CROSSOVER
alpar@461
   722
  // ??case CPX_INForUNBD
alpar@461
   723
  // ??case CPX_PIVOT
alpar@461
   724
alpar@461
   725
  //Some more interesting stuff:
alpar@461
   726
alpar@461
   727
  // CPX_PARAM_PROBMETHOD  1062  int  LPMETHOD
alpar@461
   728
  // 0 Automatic
alpar@461
   729
  // 1 Primal Simplex
alpar@461
   730
  // 2 Dual Simplex
alpar@461
   731
  // 3 Network Simplex
alpar@461
   732
  // 4 Standard Barrier
alpar@461
   733
  // Default: 0
alpar@461
   734
  // Description: Method for linear optimization.
alpar@461
   735
  // Determines which algorithm is used when CPXlpopt() (or "optimize"
alpar@461
   736
  // in the Interactive Optimizer) is called. Currently the behavior of
alpar@461
   737
  // the "Automatic" setting is that CPLEX simply invokes the dual
alpar@461
   738
  // simplex method, but this capability may be expanded in the future
alpar@461
   739
  // so that CPLEX chooses the method based on problem characteristics
alpar@461
   740
#if CPX_VERSION < 900
alpar@461
   741
  void statusSwitch(CPXENVptr cplexEnv(),int& stat){
alpar@461
   742
    int lpmethod;
alpar@461
   743
    CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod);
alpar@461
   744
    if (lpmethod==2){
alpar@461
   745
      if (stat==CPX_UNBOUNDED){
alpar@461
   746
        stat=CPX_INFEASIBLE;
alpar@461
   747
      }
alpar@461
   748
      else{
alpar@461
   749
        if (stat==CPX_INFEASIBLE)
alpar@461
   750
          stat=CPX_UNBOUNDED;
alpar@461
   751
      }
alpar@461
   752
    }
alpar@461
   753
  }
alpar@461
   754
#else
alpar@461
   755
  void statusSwitch(CPXENVptr,int&){}
alpar@461
   756
#endif
alpar@461
   757
alpar@462
   758
  CplexLp::ProblemType CplexLp::_getPrimalType() const {
alpar@461
   759
    // Unboundedness not treated well: the following is from cplex 9.0 doc
alpar@461
   760
    // About Unboundedness
alpar@461
   761
alpar@461
   762
    // The treatment of models that are unbounded involves a few
alpar@461
   763
    // subtleties. Specifically, a declaration of unboundedness means that
alpar@461
   764
    // ILOG CPLEX has determined that the model has an unbounded
alpar@461
   765
    // ray. Given any feasible solution x with objective z, a multiple of
alpar@461
   766
    // the unbounded ray can be added to x to give a feasible solution
alpar@461
   767
    // with objective z-1 (or z+1 for maximization models). Thus, if a
alpar@461
   768
    // feasible solution exists, then the optimal objective is
alpar@461
   769
    // unbounded. Note that ILOG CPLEX has not necessarily concluded that
alpar@461
   770
    // a feasible solution exists. Users can call the routine CPXsolninfo
alpar@461
   771
    // to determine whether ILOG CPLEX has also concluded that the model
alpar@461
   772
    // has a feasible solution.
alpar@461
   773
alpar@461
   774
    int stat = CPXgetstat(cplexEnv(), _prob);
alpar@461
   775
#if CPX_VERSION >= 800
alpar@461
   776
    switch (stat)
alpar@461
   777
      {
alpar@461
   778
      case CPX_STAT_OPTIMAL:
alpar@461
   779
        return OPTIMAL;
alpar@461
   780
      case CPX_STAT_UNBOUNDED:
alpar@461
   781
        return UNBOUNDED;
alpar@461
   782
      case CPX_STAT_INFEASIBLE:
alpar@461
   783
        return INFEASIBLE;
alpar@461
   784
      default:
alpar@461
   785
        return UNDEFINED;
alpar@461
   786
      }
alpar@461
   787
#else
alpar@461
   788
    statusSwitch(cplexEnv(),stat);
alpar@461
   789
    //CPXgetstat(cplexEnv(), _prob);
alpar@461
   790
    switch (stat) {
alpar@461
   791
    case 0:
alpar@461
   792
      return UNDEFINED; //Undefined
alpar@461
   793
    case CPX_OPTIMAL://Optimal
alpar@461
   794
      return OPTIMAL;
alpar@461
   795
    case CPX_UNBOUNDED://Unbounded
alpar@461
   796
      return INFEASIBLE;//In case of dual simplex
alpar@461
   797
      //return UNBOUNDED;
alpar@461
   798
    case CPX_INFEASIBLE://Infeasible
alpar@461
   799
      //    case CPX_IT_LIM_INFEAS:
alpar@461
   800
      //     case CPX_TIME_LIM_INFEAS:
alpar@461
   801
      //     case CPX_NUM_BEST_INFEAS:
alpar@461
   802
      //     case CPX_OPTIMAL_INFEAS:
alpar@461
   803
      //     case CPX_ABORT_INFEAS:
alpar@461
   804
      //     case CPX_ABORT_PRIM_INFEAS:
alpar@461
   805
      //     case CPX_ABORT_PRIM_DUAL_INFEAS:
alpar@461
   806
      return UNBOUNDED;//In case of dual simplex
alpar@461
   807
      //return INFEASIBLE;
alpar@461
   808
      //     case CPX_OBJ_LIM:
alpar@461
   809
      //     case CPX_IT_LIM_FEAS:
alpar@461
   810
      //     case CPX_TIME_LIM_FEAS:
alpar@461
   811
      //     case CPX_NUM_BEST_FEAS:
alpar@461
   812
      //     case CPX_ABORT_FEAS:
alpar@461
   813
      //     case CPX_ABORT_PRIM_DUAL_FEAS:
alpar@461
   814
      //       return FEASIBLE;
alpar@461
   815
    default:
alpar@461
   816
      return UNDEFINED; //Everything else comes here
alpar@461
   817
      //FIXME error
alpar@461
   818
    }
alpar@461
   819
#endif
alpar@461
   820
  }
alpar@461
   821
deba@576
   822
  // Cplex 9.0 status values
alpar@461
   823
  // CPX_STAT_ABORT_DUAL_OBJ_LIM
alpar@461
   824
  // CPX_STAT_ABORT_IT_LIM
alpar@461
   825
  // CPX_STAT_ABORT_OBJ_LIM
alpar@461
   826
  // CPX_STAT_ABORT_PRIM_OBJ_LIM
alpar@461
   827
  // CPX_STAT_ABORT_TIME_LIM
alpar@461
   828
  // CPX_STAT_ABORT_USER
alpar@461
   829
  // CPX_STAT_FEASIBLE_RELAXED
alpar@461
   830
  // CPX_STAT_INFEASIBLE
alpar@461
   831
  // CPX_STAT_INForUNBD
alpar@461
   832
  // CPX_STAT_NUM_BEST
alpar@461
   833
  // CPX_STAT_OPTIMAL
alpar@461
   834
  // CPX_STAT_OPTIMAL_FACE_UNBOUNDED
alpar@461
   835
  // CPX_STAT_OPTIMAL_INFEAS
alpar@461
   836
  // CPX_STAT_OPTIMAL_RELAXED
alpar@461
   837
  // CPX_STAT_UNBOUNDED
alpar@461
   838
alpar@462
   839
  CplexLp::ProblemType CplexLp::_getDualType() const {
alpar@461
   840
    int stat = CPXgetstat(cplexEnv(), _prob);
alpar@461
   841
#if CPX_VERSION >= 800
alpar@461
   842
    switch (stat) {
alpar@461
   843
    case CPX_STAT_OPTIMAL:
alpar@461
   844
      return OPTIMAL;
alpar@461
   845
    case CPX_STAT_UNBOUNDED:
alpar@461
   846
      return INFEASIBLE;
alpar@461
   847
    default:
alpar@461
   848
      return UNDEFINED;
alpar@461
   849
    }
alpar@461
   850
#else
alpar@461
   851
    statusSwitch(cplexEnv(),stat);
alpar@461
   852
    switch (stat) {
alpar@461
   853
    case 0:
alpar@461
   854
      return UNDEFINED; //Undefined
alpar@461
   855
    case CPX_OPTIMAL://Optimal
alpar@461
   856
      return OPTIMAL;
alpar@461
   857
    case CPX_UNBOUNDED:
alpar@461
   858
      return INFEASIBLE;
alpar@461
   859
    default:
alpar@461
   860
      return UNDEFINED; //Everything else comes here
alpar@461
   861
      //FIXME error
alpar@461
   862
    }
alpar@461
   863
#endif
alpar@461
   864
  }
alpar@461
   865
alpar@462
   866
  // CplexMip members
alpar@461
   867
alpar@462
   868
  CplexMip::CplexMip()
deba@551
   869
    : LpBase(), MipSolver(), CplexBase() {
alpar@461
   870
alpar@461
   871
#if CPX_VERSION < 800
alpar@461
   872
    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MIP);
alpar@461
   873
#else
alpar@461
   874
    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MILP);
alpar@461
   875
#endif
alpar@461
   876
  }
alpar@461
   877
alpar@462
   878
  CplexMip::CplexMip(const CplexEnv& env)
deba@551
   879
    : LpBase(), MipSolver(), CplexBase(env) {
alpar@461
   880
alpar@461
   881
#if CPX_VERSION < 800
alpar@461
   882
    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MIP);
alpar@461
   883
#else
alpar@461
   884
    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MILP);
alpar@461
   885
#endif
alpar@461
   886
alpar@461
   887
  }
alpar@461
   888
alpar@462
   889
  CplexMip::CplexMip(const CplexMip& other)
deba@551
   890
    : LpBase(), MipSolver(), CplexBase(other) {}
alpar@461
   891
alpar@462
   892
  CplexMip::~CplexMip() {}
alpar@461
   893
alpar@540
   894
  CplexMip* CplexMip::newSolver() const { return new CplexMip; }
alpar@540
   895
  CplexMip* CplexMip::cloneSolver() const {return new CplexMip(*this); }
alpar@461
   896
alpar@462
   897
  const char* CplexMip::_solverName() const { return "CplexMip"; }
alpar@461
   898
alpar@462
   899
  void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) {
alpar@461
   900
alpar@461
   901
    // Note If a variable is to be changed to binary, a call to CPXchgbds
alpar@461
   902
    // should also be made to change the bounds to 0 and 1.
alpar@461
   903
alpar@461
   904
    switch (col_type){
alpar@461
   905
    case INTEGER: {
alpar@461
   906
      const char t = 'I';
alpar@461
   907
      CPXchgctype (cplexEnv(), _prob, 1, &i, &t);
alpar@461
   908
    } break;
alpar@461
   909
    case REAL: {
alpar@461
   910
      const char t = 'C';
alpar@461
   911
      CPXchgctype (cplexEnv(), _prob, 1, &i, &t);
alpar@461
   912
    } break;
alpar@461
   913
    default:
alpar@461
   914
      break;
alpar@461
   915
    }
alpar@461
   916
  }
alpar@461
   917
alpar@462
   918
  CplexMip::ColTypes CplexMip::_getColType(int i) const {
alpar@461
   919
    char t;
alpar@461
   920
    CPXgetctype (cplexEnv(), _prob, &t, i, i);
alpar@461
   921
    switch (t) {
alpar@461
   922
    case 'I':
alpar@461
   923
      return INTEGER;
alpar@461
   924
    case 'C':
alpar@461
   925
      return REAL;
alpar@461
   926
    default:
alpar@461
   927
      LEMON_ASSERT(false, "Invalid column type");
alpar@461
   928
      return ColTypes();
alpar@461
   929
    }
alpar@461
   930
alpar@461
   931
  }
alpar@461
   932
alpar@462
   933
  CplexMip::SolveExitStatus CplexMip::_solve() {
alpar@461
   934
    int status;
deba@576
   935
    _applyMessageLevel();
alpar@461
   936
    status = CPXmipopt (cplexEnv(), _prob);
alpar@461
   937
    if (status==0)
alpar@461
   938
      return SOLVED;
alpar@461
   939
    else
alpar@461
   940
      return UNSOLVED;
alpar@461
   941
alpar@461
   942
  }
alpar@461
   943
alpar@461
   944
alpar@462
   945
  CplexMip::ProblemType CplexMip::_getType() const {
alpar@461
   946
alpar@461
   947
    int stat = CPXgetstat(cplexEnv(), _prob);
alpar@461
   948
alpar@461
   949
    //Fortunately, MIP statuses did not change for cplex 8.0
alpar@461
   950
    switch (stat) {
alpar@461
   951
    case CPXMIP_OPTIMAL:
alpar@461
   952
      // Optimal integer solution has been found.
alpar@461
   953
    case CPXMIP_OPTIMAL_TOL:
alpar@461
   954
      // Optimal soluton with the tolerance defined by epgap or epagap has
alpar@461
   955
      // been found.
alpar@461
   956
      return OPTIMAL;
alpar@461
   957
      //This also exists in later issues
alpar@461
   958
      //    case CPXMIP_UNBOUNDED:
alpar@461
   959
      //return UNBOUNDED;
alpar@461
   960
      case CPXMIP_INFEASIBLE:
alpar@461
   961
        return INFEASIBLE;
alpar@461
   962
    default:
alpar@461
   963
      return UNDEFINED;
alpar@461
   964
    }
alpar@461
   965
    //Unboundedness not treated well: the following is from cplex 9.0 doc
alpar@461
   966
    // About Unboundedness
alpar@461
   967
alpar@461
   968
    // The treatment of models that are unbounded involves a few
alpar@461
   969
    // subtleties. Specifically, a declaration of unboundedness means that
alpar@461
   970
    // ILOG CPLEX has determined that the model has an unbounded
alpar@461
   971
    // ray. Given any feasible solution x with objective z, a multiple of
alpar@461
   972
    // the unbounded ray can be added to x to give a feasible solution
alpar@461
   973
    // with objective z-1 (or z+1 for maximization models). Thus, if a
alpar@461
   974
    // feasible solution exists, then the optimal objective is
alpar@461
   975
    // unbounded. Note that ILOG CPLEX has not necessarily concluded that
alpar@461
   976
    // a feasible solution exists. Users can call the routine CPXsolninfo
alpar@461
   977
    // to determine whether ILOG CPLEX has also concluded that the model
alpar@461
   978
    // has a feasible solution.
alpar@461
   979
  }
alpar@461
   980
alpar@462
   981
  CplexMip::Value CplexMip::_getSol(int i) const {
alpar@461
   982
    Value x;
alpar@461
   983
    CPXgetmipx(cplexEnv(), _prob, &x, i, i);
alpar@461
   984
    return x;
alpar@461
   985
  }
alpar@461
   986
alpar@462
   987
  CplexMip::Value CplexMip::_getSolValue() const {
alpar@461
   988
    Value objval;
alpar@461
   989
    CPXgetmipobjval(cplexEnv(), _prob, &objval);
alpar@461
   990
    return objval;
alpar@461
   991
  }
alpar@461
   992
alpar@461
   993
} //namespace lemon
alpar@461
   994