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1 /* -*- mode: C++; indent-tabs-mode: nil; -*- |
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2 * |
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3 * This file is a part of LEMON, a generic C++ optimization library. |
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4 * |
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5 * Copyright (C) 2003-2008 |
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6 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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7 * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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8 * |
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9 * Permission to use, modify and distribute this software is granted |
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10 * provided that this copyright notice appears in all copies. For |
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11 * precise terms see the accompanying LICENSE file. |
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12 * |
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13 * This software is provided "AS IS" with no warranty of any kind, |
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14 * express or implied, and with no claim as to its suitability for any |
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15 * purpose. |
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16 * |
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17 */ |
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18 |
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19 ///\file |
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20 ///\brief Implementation of the LEMON-CPLEX mip solver interface. |
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21 |
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22 #include <lemon/mip_cplex.h> |
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23 |
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24 extern "C" { |
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25 #include <ilcplex/cplex.h> |
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26 } |
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27 |
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28 namespace lemon { |
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29 |
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30 MipCplex::MipCplex() { |
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31 //This is unnecessary: setting integrality constraints on |
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32 //variables will set this, too |
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33 |
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34 ///\todo The constant CPXPROB_MIP is |
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35 ///called CPXPROB_MILP in later versions |
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36 #if CPX_VERSION < 800 |
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37 CPXchgprobtype( env, lp, CPXPROB_MIP); |
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38 #else |
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39 CPXchgprobtype( env, lp, CPXPROB_MILP); |
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40 #endif |
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41 |
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42 } |
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43 |
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44 void MipCplex::_colType(int i, MipCplex::ColTypes col_type){ |
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45 |
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46 // Note If a variable is to be changed to binary, a call to CPXchgbds |
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47 // should also be made to change the bounds to 0 and 1. |
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48 |
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49 int indices[1]; |
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50 indices[0]=i; |
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51 char ctype[1]; |
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52 switch (col_type){ |
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53 case INT: |
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54 ctype[0]=CPX_INTEGER;//'I' |
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55 break; |
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56 case REAL: |
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57 ctype[0]=CPX_CONTINUOUS ;//'C' |
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58 break; |
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59 default:; |
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60 //FIXME problem |
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61 } |
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62 CPXchgctype (env, lp, 1, indices, ctype); |
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63 } |
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64 |
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65 MipCplex::ColTypes MipCplex::_colType(int i) const { |
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66 |
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67 char ctype[1]; |
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68 CPXgetctype (env, lp, ctype, i, i); |
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69 switch (ctype[0]){ |
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70 |
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71 case CPX_INTEGER: |
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72 return INT; |
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73 case CPX_CONTINUOUS: |
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74 return REAL; |
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75 default: |
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76 return REAL;//Error! |
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77 } |
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78 |
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79 } |
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80 |
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81 LpCplex::SolveExitStatus MipCplex::_solve(){ |
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82 |
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83 status = CPXmipopt (env, lp); |
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84 if (status==0) |
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85 return SOLVED; |
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86 else |
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87 return UNSOLVED; |
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88 |
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89 } |
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90 |
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91 |
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92 LpCplex::SolutionStatus MipCplex::_getMipStatus() const { |
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93 |
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94 int stat = CPXgetstat(env, lp); |
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95 |
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96 //Fortunately, MIP statuses did not change for cplex 8.0 |
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97 switch (stat) |
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98 { |
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99 case CPXMIP_OPTIMAL: |
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100 // Optimal integer solution has been found. |
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101 case CPXMIP_OPTIMAL_TOL: |
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102 // Optimal soluton with the tolerance defined by epgap or epagap has |
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103 // been found. |
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104 return OPTIMAL; |
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105 //This also exists in later issues |
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106 // case CPXMIP_UNBOUNDED: |
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107 //return INFINITE; |
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108 case CPXMIP_INFEASIBLE: |
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109 return INFEASIBLE; |
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110 default: |
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111 return UNDEFINED; |
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112 } |
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113 //Unboundedness not treated well: the following is from cplex 9.0 doc |
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114 // About Unboundedness |
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115 |
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116 // The treatment of models that are unbounded involves a few |
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117 // subtleties. Specifically, a declaration of unboundedness means that |
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118 // ILOG CPLEX has determined that the model has an unbounded |
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119 // ray. Given any feasible solution x with objective z, a multiple of |
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120 // the unbounded ray can be added to x to give a feasible solution |
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121 // with objective z-1 (or z+1 for maximization models). Thus, if a |
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122 // feasible solution exists, then the optimal objective is |
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123 // unbounded. Note that ILOG CPLEX has not necessarily concluded that |
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124 // a feasible solution exists. Users can call the routine CPXsolninfo |
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125 // to determine whether ILOG CPLEX has also concluded that the model |
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126 // has a feasible solution. |
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127 |
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128 } |
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129 |
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130 MipCplex::Value MipCplex::_getPrimal(int i) const { |
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131 Value x; |
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132 CPXgetmipx(env, lp, &x, i, i); |
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133 return x; |
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134 } |
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135 |
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136 MipCplex::Value MipCplex::_getPrimalValue() const { |
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137 Value objval; |
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138 CPXgetmipobjval(env, lp, &objval); |
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139 return objval; |
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140 } |
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141 } //END OF NAMESPACE LEMON |