lemon/cplex.cc
author Peter Kovacs <kpeter@inf.elte.hu>
Tue, 15 Mar 2011 19:32:21 +0100
changeset 936 ddd3c0d3d9bf
parent 746 e4554cd6b2bf
child 989 38e1d4383262
permissions -rw-r--r--
Implement the scaling Price Refinement heuristic in CostScaling (#417)
instead of Early Termination.

These two heuristics are similar, but the newer one is faster
and not only makes it possible to skip some epsilon phases, but
it can improve the performance of the other phases, as well.
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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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    _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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   387
      CPXchgsense(cplexEnv(), _prob, 1, &i, &s);
alpar@461
   388
      CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb);
alpar@461
   389
      double len = ub - lb;
alpar@461
   390
      CPXchgrngval(cplexEnv(), _prob, 1, &i, &len);
alpar@461
   391
    }
alpar@461
   392
  }
alpar@461
   393
alpar@461
   394
  void CplexBase::_setRowLowerBound(int i, Value lb)
alpar@461
   395
  {
alpar@461
   396
    LEMON_ASSERT(lb != INF, "Invalid bound");
alpar@461
   397
    _set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i));
alpar@461
   398
  }
alpar@461
   399
alpar@461
   400
  void CplexBase::_setRowUpperBound(int i, Value ub)
alpar@461
   401
  {
alpar@461
   402
alpar@461
   403
    LEMON_ASSERT(ub != -INF, "Invalid bound");
alpar@461
   404
    _set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub);
alpar@461
   405
  }
alpar@461
   406
alpar@461
   407
  void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e)
alpar@461
   408
  {
alpar@461
   409
    std::vector<int> indices;
alpar@461
   410
    std::vector<Value> values;
alpar@461
   411
    for(ExprIterator it=b; it!=e; ++it) {
alpar@461
   412
      indices.push_back(it->first);
alpar@461
   413
      values.push_back(it->second);
alpar@461
   414
    }
alpar@461
   415
    CPXchgobj(cplexEnv(), _prob, values.size(),
alpar@461
   416
              &indices.front(), &values.front());
alpar@461
   417
alpar@461
   418
  }
alpar@461
   419
alpar@461
   420
  void CplexBase::_getObjCoeffs(InsertIterator b) const
alpar@461
   421
  {
alpar@461
   422
    int num = CPXgetnumcols(cplexEnv(), _prob);
alpar@461
   423
    std::vector<Value> x(num);
alpar@461
   424
alpar@461
   425
    CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1);
alpar@461
   426
    for (int i = 0; i < num; ++i) {
alpar@461
   427
      if (x[i] != 0.0) {
alpar@461
   428
        *b = std::make_pair(i, x[i]);
alpar@461
   429
        ++b;
alpar@461
   430
      }
alpar@461
   431
    }
alpar@461
   432
  }
alpar@461
   433
alpar@461
   434
  void CplexBase::_setObjCoeff(int i, Value obj_coef)
alpar@461
   435
  {
alpar@461
   436
    CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef);
alpar@461
   437
  }
alpar@461
   438
alpar@461
   439
  CplexBase::Value CplexBase::_getObjCoeff(int i) const
alpar@461
   440
  {
alpar@461
   441
    Value x;
alpar@461
   442
    CPXgetobj(cplexEnv(), _prob, &x, i, i);
alpar@461
   443
    return x;
alpar@461
   444
  }
alpar@461
   445
alpar@461
   446
  void CplexBase::_setSense(CplexBase::Sense sense) {
alpar@461
   447
    switch (sense) {
alpar@461
   448
    case MIN:
alpar@461
   449
      CPXchgobjsen(cplexEnv(), _prob, CPX_MIN);
alpar@461
   450
      break;
alpar@461
   451
    case MAX:
alpar@461
   452
      CPXchgobjsen(cplexEnv(), _prob, CPX_MAX);
alpar@461
   453
      break;
alpar@461
   454
    }
alpar@461
   455
  }
alpar@461
   456
alpar@461
   457
  CplexBase::Sense CplexBase::_getSense() const {
alpar@461
   458
    switch (CPXgetobjsen(cplexEnv(), _prob)) {
alpar@461
   459
    case CPX_MIN:
alpar@461
   460
      return MIN;
alpar@461
   461
    case CPX_MAX:
alpar@461
   462
      return MAX;
alpar@461
   463
    default:
alpar@461
   464
      LEMON_ASSERT(false, "Invalid sense");
alpar@461
   465
      return CplexBase::Sense();
alpar@461
   466
    }
alpar@461
   467
  }
alpar@461
   468
alpar@461
   469
  void CplexBase::_clear() {
alpar@461
   470
    CPXfreeprob(cplexEnv(),&_prob);
alpar@461
   471
    int status;
alpar@461
   472
    _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem");
alpar@461
   473
    rows.clear();
alpar@461
   474
    cols.clear();
alpar@461
   475
  }
alpar@461
   476
deba@576
   477
  void CplexBase::_messageLevel(MessageLevel level) {
deba@576
   478
    switch (level) {
deba@576
   479
    case MESSAGE_NOTHING:
deba@576
   480
      _message_enabled = false;
deba@576
   481
      break;
deba@576
   482
    case MESSAGE_ERROR:
deba@576
   483
    case MESSAGE_WARNING:
deba@576
   484
    case MESSAGE_NORMAL:
deba@576
   485
    case MESSAGE_VERBOSE:
deba@576
   486
      _message_enabled = true;
deba@576
   487
      break;
deba@576
   488
    }
deba@576
   489
  }
deba@576
   490
deba@576
   491
  void CplexBase::_applyMessageLevel() {
alpar@877
   492
    CPXsetintparam(cplexEnv(), CPX_PARAM_SCRIND,
deba@576
   493
                   _message_enabled ? CPX_ON : CPX_OFF);
deba@576
   494
  }
deba@576
   495
alpar@462
   496
  // CplexLp members
alpar@461
   497
alpar@462
   498
  CplexLp::CplexLp()
deba@551
   499
    : LpBase(), LpSolver(), CplexBase() {}
alpar@461
   500
alpar@462
   501
  CplexLp::CplexLp(const CplexEnv& env)
deba@551
   502
    : LpBase(), LpSolver(), CplexBase(env) {}
alpar@461
   503
alpar@462
   504
  CplexLp::CplexLp(const CplexLp& other)
deba@551
   505
    : LpBase(), LpSolver(), CplexBase(other) {}
alpar@461
   506
alpar@462
   507
  CplexLp::~CplexLp() {}
alpar@461
   508
alpar@540
   509
  CplexLp* CplexLp::newSolver() const { return new CplexLp; }
alpar@540
   510
  CplexLp* CplexLp::cloneSolver() const {return new CplexLp(*this); }
alpar@461
   511
alpar@462
   512
  const char* CplexLp::_solverName() const { return "CplexLp"; }
alpar@461
   513
alpar@462
   514
  void CplexLp::_clear_temporals() {
alpar@461
   515
    _col_status.clear();
alpar@461
   516
    _row_status.clear();
alpar@461
   517
    _primal_ray.clear();
alpar@461
   518
    _dual_ray.clear();
alpar@461
   519
  }
alpar@461
   520
alpar@461
   521
  // The routine returns zero unless an error occurred during the
alpar@461
   522
  // optimization. Examples of errors include exhausting available
alpar@461
   523
  // memory (CPXERR_NO_MEMORY) or encountering invalid data in the
alpar@461
   524
  // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a
alpar@461
   525
  // user-specified CPLEX limit, or proving the model infeasible or
alpar@461
   526
  // unbounded, are not considered errors. Note that a zero return
alpar@461
   527
  // value does not necessarily mean that a solution exists. Use query
alpar@461
   528
  // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain
alpar@461
   529
  // further information about the status of the optimization.
alpar@462
   530
  CplexLp::SolveExitStatus CplexLp::convertStatus(int status) {
alpar@461
   531
#if CPX_VERSION >= 800
alpar@461
   532
    if (status == 0) {
alpar@461
   533
      switch (CPXgetstat(cplexEnv(), _prob)) {
alpar@461
   534
      case CPX_STAT_OPTIMAL:
alpar@461
   535
      case CPX_STAT_INFEASIBLE:
alpar@461
   536
      case CPX_STAT_UNBOUNDED:
alpar@461
   537
        return SOLVED;
alpar@461
   538
      default:
alpar@461
   539
        return UNSOLVED;
alpar@461
   540
      }
alpar@461
   541
    } else {
alpar@461
   542
      return UNSOLVED;
alpar@461
   543
    }
alpar@461
   544
#else
alpar@461
   545
    if (status == 0) {
alpar@461
   546
      //We want to exclude some cases
alpar@461
   547
      switch (CPXgetstat(cplexEnv(), _prob)) {
alpar@461
   548
      case CPX_OBJ_LIM:
alpar@461
   549
      case CPX_IT_LIM_FEAS:
alpar@461
   550
      case CPX_IT_LIM_INFEAS:
alpar@461
   551
      case CPX_TIME_LIM_FEAS:
alpar@461
   552
      case CPX_TIME_LIM_INFEAS:
alpar@461
   553
        return UNSOLVED;
alpar@461
   554
      default:
alpar@461
   555
        return SOLVED;
alpar@461
   556
      }
alpar@461
   557
    } else {
alpar@461
   558
      return UNSOLVED;
alpar@461
   559
    }
alpar@461
   560
#endif
alpar@461
   561
  }
alpar@461
   562
alpar@462
   563
  CplexLp::SolveExitStatus CplexLp::_solve() {
alpar@461
   564
    _clear_temporals();
deba@576
   565
    _applyMessageLevel();
alpar@461
   566
    return convertStatus(CPXlpopt(cplexEnv(), _prob));
alpar@461
   567
  }
alpar@461
   568
alpar@462
   569
  CplexLp::SolveExitStatus CplexLp::solvePrimal() {
alpar@461
   570
    _clear_temporals();
deba@576
   571
    _applyMessageLevel();
alpar@461
   572
    return convertStatus(CPXprimopt(cplexEnv(), _prob));
alpar@461
   573
  }
alpar@461
   574
alpar@462
   575
  CplexLp::SolveExitStatus CplexLp::solveDual() {
alpar@461
   576
    _clear_temporals();
deba@576
   577
    _applyMessageLevel();
alpar@461
   578
    return convertStatus(CPXdualopt(cplexEnv(), _prob));
alpar@461
   579
  }
alpar@461
   580
alpar@462
   581
  CplexLp::SolveExitStatus CplexLp::solveBarrier() {
alpar@461
   582
    _clear_temporals();
deba@576
   583
    _applyMessageLevel();
alpar@461
   584
    return convertStatus(CPXbaropt(cplexEnv(), _prob));
alpar@461
   585
  }
alpar@461
   586
alpar@462
   587
  CplexLp::Value CplexLp::_getPrimal(int i) const {
alpar@461
   588
    Value x;
alpar@461
   589
    CPXgetx(cplexEnv(), _prob, &x, i, i);
alpar@461
   590
    return x;
alpar@461
   591
  }
alpar@461
   592
alpar@462
   593
  CplexLp::Value CplexLp::_getDual(int i) const {
alpar@461
   594
    Value y;
alpar@461
   595
    CPXgetpi(cplexEnv(), _prob, &y, i, i);
alpar@461
   596
    return y;
alpar@461
   597
  }
alpar@461
   598
alpar@462
   599
  CplexLp::Value CplexLp::_getPrimalValue() const {
alpar@461
   600
    Value objval;
alpar@461
   601
    CPXgetobjval(cplexEnv(), _prob, &objval);
alpar@461
   602
    return objval;
alpar@461
   603
  }
alpar@461
   604
alpar@462
   605
  CplexLp::VarStatus CplexLp::_getColStatus(int i) const {
alpar@461
   606
    if (_col_status.empty()) {
alpar@461
   607
      _col_status.resize(CPXgetnumcols(cplexEnv(), _prob));
alpar@461
   608
      CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0);
alpar@461
   609
    }
alpar@461
   610
    switch (_col_status[i]) {
alpar@461
   611
    case CPX_BASIC:
alpar@461
   612
      return BASIC;
alpar@461
   613
    case CPX_FREE_SUPER:
alpar@461
   614
      return FREE;
alpar@461
   615
    case CPX_AT_LOWER:
alpar@461
   616
      return LOWER;
alpar@461
   617
    case CPX_AT_UPPER:
alpar@461
   618
      return UPPER;
alpar@461
   619
    default:
alpar@461
   620
      LEMON_ASSERT(false, "Wrong column status");
alpar@462
   621
      return CplexLp::VarStatus();
alpar@461
   622
    }
alpar@461
   623
  }
alpar@461
   624
alpar@462
   625
  CplexLp::VarStatus CplexLp::_getRowStatus(int i) const {
alpar@461
   626
    if (_row_status.empty()) {
alpar@461
   627
      _row_status.resize(CPXgetnumrows(cplexEnv(), _prob));
alpar@461
   628
      CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front());
alpar@461
   629
    }
alpar@461
   630
    switch (_row_status[i]) {
alpar@461
   631
    case CPX_BASIC:
alpar@461
   632
      return BASIC;
alpar@461
   633
    case CPX_AT_LOWER:
alpar@461
   634
      {
alpar@461
   635
        char s;
alpar@461
   636
        CPXgetsense(cplexEnv(), _prob, &s, i, i);
alpar@461
   637
        return s != 'L' ? LOWER : UPPER;
alpar@461
   638
      }
alpar@461
   639
    case CPX_AT_UPPER:
alpar@461
   640
      return UPPER;
alpar@461
   641
    default:
alpar@461
   642
      LEMON_ASSERT(false, "Wrong row status");
alpar@462
   643
      return CplexLp::VarStatus();
alpar@461
   644
    }
alpar@461
   645
  }
alpar@461
   646
alpar@462
   647
  CplexLp::Value CplexLp::_getPrimalRay(int i) const {
alpar@461
   648
    if (_primal_ray.empty()) {
alpar@461
   649
      _primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob));
alpar@461
   650
      CPXgetray(cplexEnv(), _prob, &_primal_ray.front());
alpar@461
   651
    }
alpar@461
   652
    return _primal_ray[i];
alpar@461
   653
  }
alpar@461
   654
alpar@462
   655
  CplexLp::Value CplexLp::_getDualRay(int i) const {
alpar@461
   656
    if (_dual_ray.empty()) {
alpar@461
   657
alpar@461
   658
    }
alpar@461
   659
    return _dual_ray[i];
alpar@461
   660
  }
alpar@461
   661
deba@576
   662
  // Cplex 7.0 status values
alpar@461
   663
  // This table lists the statuses, returned by the CPXgetstat()
alpar@461
   664
  // routine, for solutions to LP problems or mixed integer problems. If
alpar@461
   665
  // no solution exists, the return value is zero.
alpar@461
   666
alpar@461
   667
  // For Simplex, Barrier
alpar@461
   668
  // 1          CPX_OPTIMAL
alpar@461
   669
  //          Optimal solution found
alpar@461
   670
  // 2          CPX_INFEASIBLE
alpar@461
   671
  //          Problem infeasible
alpar@461
   672
  // 3    CPX_UNBOUNDED
alpar@461
   673
  //          Problem unbounded
alpar@461
   674
  // 4          CPX_OBJ_LIM
alpar@461
   675
  //          Objective limit exceeded in Phase II
alpar@461
   676
  // 5          CPX_IT_LIM_FEAS
alpar@461
   677
  //          Iteration limit exceeded in Phase II
alpar@461
   678
  // 6          CPX_IT_LIM_INFEAS
alpar@461
   679
  //          Iteration limit exceeded in Phase I
alpar@461
   680
  // 7          CPX_TIME_LIM_FEAS
alpar@461
   681
  //          Time limit exceeded in Phase II
alpar@461
   682
  // 8          CPX_TIME_LIM_INFEAS
alpar@461
   683
  //          Time limit exceeded in Phase I
alpar@461
   684
  // 9          CPX_NUM_BEST_FEAS
alpar@461
   685
  //          Problem non-optimal, singularities in Phase II
alpar@461
   686
  // 10         CPX_NUM_BEST_INFEAS
alpar@461
   687
  //          Problem non-optimal, singularities in Phase I
alpar@461
   688
  // 11         CPX_OPTIMAL_INFEAS
alpar@461
   689
  //          Optimal solution found, unscaled infeasibilities
alpar@461
   690
  // 12         CPX_ABORT_FEAS
alpar@461
   691
  //          Aborted in Phase II
alpar@461
   692
  // 13         CPX_ABORT_INFEAS
alpar@461
   693
  //          Aborted in Phase I
alpar@461
   694
  // 14          CPX_ABORT_DUAL_INFEAS
alpar@461
   695
  //          Aborted in barrier, dual infeasible
alpar@461
   696
  // 15          CPX_ABORT_PRIM_INFEAS
alpar@461
   697
  //          Aborted in barrier, primal infeasible
alpar@461
   698
  // 16          CPX_ABORT_PRIM_DUAL_INFEAS
alpar@461
   699
  //          Aborted in barrier, primal and dual infeasible
alpar@461
   700
  // 17          CPX_ABORT_PRIM_DUAL_FEAS
alpar@461
   701
  //          Aborted in barrier, primal and dual feasible
alpar@461
   702
  // 18          CPX_ABORT_CROSSOVER
alpar@461
   703
  //          Aborted in crossover
alpar@461
   704
  // 19          CPX_INForUNBD
alpar@461
   705
  //          Infeasible or unbounded
alpar@461
   706
  // 20   CPX_PIVOT
alpar@461
   707
  //       User pivot used
alpar@461
   708
  //
deba@576
   709
  // Pending return values
alpar@461
   710
  // ??case CPX_ABORT_DUAL_INFEAS
alpar@461
   711
  // ??case CPX_ABORT_CROSSOVER
alpar@461
   712
  // ??case CPX_INForUNBD
alpar@461
   713
  // ??case CPX_PIVOT
alpar@461
   714
alpar@461
   715
  //Some more interesting stuff:
alpar@461
   716
alpar@461
   717
  // CPX_PARAM_PROBMETHOD  1062  int  LPMETHOD
alpar@461
   718
  // 0 Automatic
alpar@461
   719
  // 1 Primal Simplex
alpar@461
   720
  // 2 Dual Simplex
alpar@461
   721
  // 3 Network Simplex
alpar@461
   722
  // 4 Standard Barrier
alpar@461
   723
  // Default: 0
alpar@461
   724
  // Description: Method for linear optimization.
alpar@461
   725
  // Determines which algorithm is used when CPXlpopt() (or "optimize"
alpar@461
   726
  // in the Interactive Optimizer) is called. Currently the behavior of
alpar@461
   727
  // the "Automatic" setting is that CPLEX simply invokes the dual
alpar@461
   728
  // simplex method, but this capability may be expanded in the future
alpar@461
   729
  // so that CPLEX chooses the method based on problem characteristics
alpar@461
   730
#if CPX_VERSION < 900
alpar@461
   731
  void statusSwitch(CPXENVptr cplexEnv(),int& stat){
alpar@461
   732
    int lpmethod;
alpar@461
   733
    CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod);
alpar@461
   734
    if (lpmethod==2){
alpar@461
   735
      if (stat==CPX_UNBOUNDED){
alpar@461
   736
        stat=CPX_INFEASIBLE;
alpar@461
   737
      }
alpar@461
   738
      else{
alpar@461
   739
        if (stat==CPX_INFEASIBLE)
alpar@461
   740
          stat=CPX_UNBOUNDED;
alpar@461
   741
      }
alpar@461
   742
    }
alpar@461
   743
  }
alpar@461
   744
#else
alpar@461
   745
  void statusSwitch(CPXENVptr,int&){}
alpar@461
   746
#endif
alpar@461
   747
alpar@462
   748
  CplexLp::ProblemType CplexLp::_getPrimalType() const {
alpar@461
   749
    // Unboundedness not treated well: the following is from cplex 9.0 doc
alpar@461
   750
    // About Unboundedness
alpar@461
   751
alpar@461
   752
    // The treatment of models that are unbounded involves a few
alpar@461
   753
    // subtleties. Specifically, a declaration of unboundedness means that
alpar@461
   754
    // ILOG CPLEX has determined that the model has an unbounded
alpar@461
   755
    // ray. Given any feasible solution x with objective z, a multiple of
alpar@461
   756
    // the unbounded ray can be added to x to give a feasible solution
alpar@461
   757
    // with objective z-1 (or z+1 for maximization models). Thus, if a
alpar@461
   758
    // feasible solution exists, then the optimal objective is
alpar@461
   759
    // unbounded. Note that ILOG CPLEX has not necessarily concluded that
alpar@461
   760
    // a feasible solution exists. Users can call the routine CPXsolninfo
alpar@461
   761
    // to determine whether ILOG CPLEX has also concluded that the model
alpar@461
   762
    // has a feasible solution.
alpar@461
   763
alpar@461
   764
    int stat = CPXgetstat(cplexEnv(), _prob);
alpar@461
   765
#if CPX_VERSION >= 800
alpar@461
   766
    switch (stat)
alpar@461
   767
      {
alpar@461
   768
      case CPX_STAT_OPTIMAL:
alpar@461
   769
        return OPTIMAL;
alpar@461
   770
      case CPX_STAT_UNBOUNDED:
alpar@461
   771
        return UNBOUNDED;
alpar@461
   772
      case CPX_STAT_INFEASIBLE:
alpar@461
   773
        return INFEASIBLE;
alpar@461
   774
      default:
alpar@461
   775
        return UNDEFINED;
alpar@461
   776
      }
alpar@461
   777
#else
alpar@461
   778
    statusSwitch(cplexEnv(),stat);
alpar@461
   779
    //CPXgetstat(cplexEnv(), _prob);
alpar@461
   780
    switch (stat) {
alpar@461
   781
    case 0:
alpar@461
   782
      return UNDEFINED; //Undefined
alpar@461
   783
    case CPX_OPTIMAL://Optimal
alpar@461
   784
      return OPTIMAL;
alpar@461
   785
    case CPX_UNBOUNDED://Unbounded
alpar@461
   786
      return INFEASIBLE;//In case of dual simplex
alpar@461
   787
      //return UNBOUNDED;
alpar@461
   788
    case CPX_INFEASIBLE://Infeasible
alpar@461
   789
      //    case CPX_IT_LIM_INFEAS:
alpar@461
   790
      //     case CPX_TIME_LIM_INFEAS:
alpar@461
   791
      //     case CPX_NUM_BEST_INFEAS:
alpar@461
   792
      //     case CPX_OPTIMAL_INFEAS:
alpar@461
   793
      //     case CPX_ABORT_INFEAS:
alpar@461
   794
      //     case CPX_ABORT_PRIM_INFEAS:
alpar@461
   795
      //     case CPX_ABORT_PRIM_DUAL_INFEAS:
alpar@461
   796
      return UNBOUNDED;//In case of dual simplex
alpar@461
   797
      //return INFEASIBLE;
alpar@461
   798
      //     case CPX_OBJ_LIM:
alpar@461
   799
      //     case CPX_IT_LIM_FEAS:
alpar@461
   800
      //     case CPX_TIME_LIM_FEAS:
alpar@461
   801
      //     case CPX_NUM_BEST_FEAS:
alpar@461
   802
      //     case CPX_ABORT_FEAS:
alpar@461
   803
      //     case CPX_ABORT_PRIM_DUAL_FEAS:
alpar@461
   804
      //       return FEASIBLE;
alpar@461
   805
    default:
alpar@461
   806
      return UNDEFINED; //Everything else comes here
alpar@461
   807
      //FIXME error
alpar@461
   808
    }
alpar@461
   809
#endif
alpar@461
   810
  }
alpar@461
   811
deba@576
   812
  // Cplex 9.0 status values
alpar@461
   813
  // CPX_STAT_ABORT_DUAL_OBJ_LIM
alpar@461
   814
  // CPX_STAT_ABORT_IT_LIM
alpar@461
   815
  // CPX_STAT_ABORT_OBJ_LIM
alpar@461
   816
  // CPX_STAT_ABORT_PRIM_OBJ_LIM
alpar@461
   817
  // CPX_STAT_ABORT_TIME_LIM
alpar@461
   818
  // CPX_STAT_ABORT_USER
alpar@461
   819
  // CPX_STAT_FEASIBLE_RELAXED
alpar@461
   820
  // CPX_STAT_INFEASIBLE
alpar@461
   821
  // CPX_STAT_INForUNBD
alpar@461
   822
  // CPX_STAT_NUM_BEST
alpar@461
   823
  // CPX_STAT_OPTIMAL
alpar@461
   824
  // CPX_STAT_OPTIMAL_FACE_UNBOUNDED
alpar@461
   825
  // CPX_STAT_OPTIMAL_INFEAS
alpar@461
   826
  // CPX_STAT_OPTIMAL_RELAXED
alpar@461
   827
  // CPX_STAT_UNBOUNDED
alpar@461
   828
alpar@462
   829
  CplexLp::ProblemType CplexLp::_getDualType() const {
alpar@461
   830
    int stat = CPXgetstat(cplexEnv(), _prob);
alpar@461
   831
#if CPX_VERSION >= 800
alpar@461
   832
    switch (stat) {
alpar@461
   833
    case CPX_STAT_OPTIMAL:
alpar@461
   834
      return OPTIMAL;
alpar@461
   835
    case CPX_STAT_UNBOUNDED:
alpar@461
   836
      return INFEASIBLE;
alpar@461
   837
    default:
alpar@461
   838
      return UNDEFINED;
alpar@461
   839
    }
alpar@461
   840
#else
alpar@461
   841
    statusSwitch(cplexEnv(),stat);
alpar@461
   842
    switch (stat) {
alpar@461
   843
    case 0:
alpar@461
   844
      return UNDEFINED; //Undefined
alpar@461
   845
    case CPX_OPTIMAL://Optimal
alpar@461
   846
      return OPTIMAL;
alpar@461
   847
    case CPX_UNBOUNDED:
alpar@461
   848
      return INFEASIBLE;
alpar@461
   849
    default:
alpar@461
   850
      return UNDEFINED; //Everything else comes here
alpar@461
   851
      //FIXME error
alpar@461
   852
    }
alpar@461
   853
#endif
alpar@461
   854
  }
alpar@461
   855
alpar@462
   856
  // CplexMip members
alpar@461
   857
alpar@462
   858
  CplexMip::CplexMip()
deba@551
   859
    : LpBase(), MipSolver(), CplexBase() {
alpar@461
   860
alpar@461
   861
#if CPX_VERSION < 800
alpar@461
   862
    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MIP);
alpar@461
   863
#else
alpar@461
   864
    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MILP);
alpar@461
   865
#endif
alpar@461
   866
  }
alpar@461
   867
alpar@462
   868
  CplexMip::CplexMip(const CplexEnv& env)
deba@551
   869
    : LpBase(), MipSolver(), CplexBase(env) {
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@461
   878
alpar@462
   879
  CplexMip::CplexMip(const CplexMip& other)
deba@551
   880
    : LpBase(), MipSolver(), CplexBase(other) {}
alpar@461
   881
alpar@462
   882
  CplexMip::~CplexMip() {}
alpar@461
   883
alpar@540
   884
  CplexMip* CplexMip::newSolver() const { return new CplexMip; }
alpar@540
   885
  CplexMip* CplexMip::cloneSolver() const {return new CplexMip(*this); }
alpar@461
   886
alpar@462
   887
  const char* CplexMip::_solverName() const { return "CplexMip"; }
alpar@461
   888
alpar@462
   889
  void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) {
alpar@461
   890
alpar@461
   891
    // Note If a variable is to be changed to binary, a call to CPXchgbds
alpar@461
   892
    // should also be made to change the bounds to 0 and 1.
alpar@461
   893
alpar@461
   894
    switch (col_type){
alpar@461
   895
    case INTEGER: {
alpar@461
   896
      const char t = 'I';
alpar@461
   897
      CPXchgctype (cplexEnv(), _prob, 1, &i, &t);
alpar@461
   898
    } break;
alpar@461
   899
    case REAL: {
alpar@461
   900
      const char t = 'C';
alpar@461
   901
      CPXchgctype (cplexEnv(), _prob, 1, &i, &t);
alpar@461
   902
    } break;
alpar@461
   903
    default:
alpar@461
   904
      break;
alpar@461
   905
    }
alpar@461
   906
  }
alpar@461
   907
alpar@462
   908
  CplexMip::ColTypes CplexMip::_getColType(int i) const {
alpar@461
   909
    char t;
alpar@461
   910
    CPXgetctype (cplexEnv(), _prob, &t, i, i);
alpar@461
   911
    switch (t) {
alpar@461
   912
    case 'I':
alpar@461
   913
      return INTEGER;
alpar@461
   914
    case 'C':
alpar@461
   915
      return REAL;
alpar@461
   916
    default:
alpar@461
   917
      LEMON_ASSERT(false, "Invalid column type");
alpar@461
   918
      return ColTypes();
alpar@461
   919
    }
alpar@461
   920
alpar@461
   921
  }
alpar@461
   922
alpar@462
   923
  CplexMip::SolveExitStatus CplexMip::_solve() {
alpar@461
   924
    int status;
deba@576
   925
    _applyMessageLevel();
alpar@461
   926
    status = CPXmipopt (cplexEnv(), _prob);
alpar@461
   927
    if (status==0)
alpar@461
   928
      return SOLVED;
alpar@461
   929
    else
alpar@461
   930
      return UNSOLVED;
alpar@461
   931
alpar@461
   932
  }
alpar@461
   933
alpar@461
   934
alpar@462
   935
  CplexMip::ProblemType CplexMip::_getType() const {
alpar@461
   936
alpar@461
   937
    int stat = CPXgetstat(cplexEnv(), _prob);
alpar@461
   938
alpar@461
   939
    //Fortunately, MIP statuses did not change for cplex 8.0
alpar@461
   940
    switch (stat) {
alpar@461
   941
    case CPXMIP_OPTIMAL:
alpar@461
   942
      // Optimal integer solution has been found.
alpar@461
   943
    case CPXMIP_OPTIMAL_TOL:
alpar@461
   944
      // Optimal soluton with the tolerance defined by epgap or epagap has
alpar@461
   945
      // been found.
alpar@461
   946
      return OPTIMAL;
alpar@461
   947
      //This also exists in later issues
alpar@461
   948
      //    case CPXMIP_UNBOUNDED:
alpar@461
   949
      //return UNBOUNDED;
alpar@461
   950
      case CPXMIP_INFEASIBLE:
alpar@461
   951
        return INFEASIBLE;
alpar@461
   952
    default:
alpar@461
   953
      return UNDEFINED;
alpar@461
   954
    }
alpar@461
   955
    //Unboundedness not treated well: the following is from cplex 9.0 doc
alpar@461
   956
    // About Unboundedness
alpar@461
   957
alpar@461
   958
    // The treatment of models that are unbounded involves a few
alpar@461
   959
    // subtleties. Specifically, a declaration of unboundedness means that
alpar@461
   960
    // ILOG CPLEX has determined that the model has an unbounded
alpar@461
   961
    // ray. Given any feasible solution x with objective z, a multiple of
alpar@461
   962
    // the unbounded ray can be added to x to give a feasible solution
alpar@461
   963
    // with objective z-1 (or z+1 for maximization models). Thus, if a
alpar@461
   964
    // feasible solution exists, then the optimal objective is
alpar@461
   965
    // unbounded. Note that ILOG CPLEX has not necessarily concluded that
alpar@461
   966
    // a feasible solution exists. Users can call the routine CPXsolninfo
alpar@461
   967
    // to determine whether ILOG CPLEX has also concluded that the model
alpar@461
   968
    // has a feasible solution.
alpar@461
   969
  }
alpar@461
   970
alpar@462
   971
  CplexMip::Value CplexMip::_getSol(int i) const {
alpar@461
   972
    Value x;
alpar@461
   973
    CPXgetmipx(cplexEnv(), _prob, &x, i, i);
alpar@461
   974
    return x;
alpar@461
   975
  }
alpar@461
   976
alpar@462
   977
  CplexMip::Value CplexMip::_getSolValue() const {
alpar@461
   978
    Value objval;
alpar@461
   979
    CPXgetmipobjval(cplexEnv(), _prob, &objval);
alpar@461
   980
    return objval;
alpar@461
   981
  }
alpar@461
   982
alpar@461
   983
} //namespace lemon
alpar@461
   984