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.
     1 /* -*- mode: C++; indent-tabs-mode: nil; -*-
     2  *
     3  * This file is a part of LEMON, a generic C++ optimization library.
     4  *
     5  * Copyright (C) 2003-2010
     6  * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
     7  * (Egervary Research Group on Combinatorial Optimization, EGRES).
     8  *
     9  * Permission to use, modify and distribute this software is granted
    10  * provided that this copyright notice appears in all copies. For
    11  * precise terms see the accompanying LICENSE file.
    12  *
    13  * This software is provided "AS IS" with no warranty of any kind,
    14  * express or implied, and with no claim as to its suitability for any
    15  * purpose.
    16  *
    17  */
    18 
    19 #include <iostream>
    20 #include <vector>
    21 #include <cstring>
    22 
    23 #include <lemon/cplex.h>
    24 
    25 extern "C" {
    26 #include <ilcplex/cplex.h>
    27 }
    28 
    29 
    30 ///\file
    31 ///\brief Implementation of the LEMON-CPLEX lp solver interface.
    32 namespace lemon {
    33 
    34   CplexEnv::LicenseError::LicenseError(int status) {
    35     if (!CPXgeterrorstring(0, status, _message)) {
    36       std::strcpy(_message, "Cplex unknown error");
    37     }
    38   }
    39 
    40   CplexEnv::CplexEnv() {
    41     int status;
    42     _cnt = new int;
    43     _env = CPXopenCPLEX(&status);
    44     if (_env == 0) {
    45       delete _cnt;
    46       _cnt = 0;
    47       throw LicenseError(status);
    48     }
    49   }
    50 
    51   CplexEnv::CplexEnv(const CplexEnv& other) {
    52     _env = other._env;
    53     _cnt = other._cnt;
    54     ++(*_cnt);
    55   }
    56 
    57   CplexEnv& CplexEnv::operator=(const CplexEnv& other) {
    58     _env = other._env;
    59     _cnt = other._cnt;
    60     ++(*_cnt);
    61     return *this;
    62   }
    63 
    64   CplexEnv::~CplexEnv() {
    65     --(*_cnt);
    66     if (*_cnt == 0) {
    67       delete _cnt;
    68       CPXcloseCPLEX(&_env);
    69     }
    70   }
    71 
    72   CplexBase::CplexBase() : LpBase() {
    73     int status;
    74     _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem");
    75     messageLevel(MESSAGE_NOTHING);
    76   }
    77 
    78   CplexBase::CplexBase(const CplexEnv& env)
    79     : LpBase(), _env(env) {
    80     int status;
    81     _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem");
    82     messageLevel(MESSAGE_NOTHING);
    83   }
    84 
    85   CplexBase::CplexBase(const CplexBase& cplex)
    86     : LpBase() {
    87     int status;
    88     _prob = CPXcloneprob(cplexEnv(), cplex._prob, &status);
    89     rows = cplex.rows;
    90     cols = cplex.cols;
    91     messageLevel(MESSAGE_NOTHING);
    92   }
    93 
    94   CplexBase::~CplexBase() {
    95     CPXfreeprob(cplexEnv(),&_prob);
    96   }
    97 
    98   int CplexBase::_addCol() {
    99     int i = CPXgetnumcols(cplexEnv(), _prob);
   100     double lb = -INF, ub = INF;
   101     CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0);
   102     return i;
   103   }
   104 
   105 
   106   int CplexBase::_addRow() {
   107     int i = CPXgetnumrows(cplexEnv(), _prob);
   108     const double ub = INF;
   109     const char s = 'L';
   110     CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0);
   111     return i;
   112   }
   113 
   114   int CplexBase::_addRow(Value lb, ExprIterator b,
   115                          ExprIterator e, Value ub) {
   116     int i = CPXgetnumrows(cplexEnv(), _prob);
   117     if (lb == -INF) {
   118       const char s = 'L';
   119       CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0);
   120     } else if (ub == INF) {
   121       const char s = 'G';
   122       CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0);
   123     } else if (lb == ub){
   124       const char s = 'E';
   125       CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0);
   126     } else {
   127       const char s = 'R';
   128       double len = ub - lb;
   129       CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, &len, 0);
   130     }
   131 
   132     std::vector<int> indices;
   133     std::vector<int> rowlist;
   134     std::vector<Value> values;
   135 
   136     for(ExprIterator it=b; it!=e; ++it) {
   137       indices.push_back(it->first);
   138       values.push_back(it->second);
   139       rowlist.push_back(i);
   140     }
   141 
   142     CPXchgcoeflist(cplexEnv(), _prob, values.size(),
   143                    &rowlist.front(), &indices.front(), &values.front());
   144 
   145     return i;
   146   }
   147 
   148   void CplexBase::_eraseCol(int i) {
   149     CPXdelcols(cplexEnv(), _prob, i, i);
   150   }
   151 
   152   void CplexBase::_eraseRow(int i) {
   153     CPXdelrows(cplexEnv(), _prob, i, i);
   154   }
   155 
   156   void CplexBase::_eraseColId(int i) {
   157     cols.eraseIndex(i);
   158     cols.shiftIndices(i);
   159   }
   160   void CplexBase::_eraseRowId(int i) {
   161     rows.eraseIndex(i);
   162     rows.shiftIndices(i);
   163   }
   164 
   165   void CplexBase::_getColName(int col, std::string &name) const {
   166     int size;
   167     CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col);
   168     if (size == 0) {
   169       name.clear();
   170       return;
   171     }
   172 
   173     size *= -1;
   174     std::vector<char> buf(size);
   175     char *cname;
   176     int tmp;
   177     CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size,
   178                   &tmp, col, col);
   179     name = cname;
   180   }
   181 
   182   void CplexBase::_setColName(int col, const std::string &name) {
   183     char *cname;
   184     cname = const_cast<char*>(name.c_str());
   185     CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname);
   186   }
   187 
   188   int CplexBase::_colByName(const std::string& name) const {
   189     int index;
   190     if (CPXgetcolindex(cplexEnv(), _prob,
   191                        const_cast<char*>(name.c_str()), &index) == 0) {
   192       return index;
   193     }
   194     return -1;
   195   }
   196 
   197   void CplexBase::_getRowName(int row, std::string &name) const {
   198     int size;
   199     CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row);
   200     if (size == 0) {
   201       name.clear();
   202       return;
   203     }
   204 
   205     size *= -1;
   206     std::vector<char> buf(size);
   207     char *cname;
   208     int tmp;
   209     CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size,
   210                   &tmp, row, row);
   211     name = cname;
   212   }
   213 
   214   void CplexBase::_setRowName(int row, const std::string &name) {
   215     char *cname;
   216     cname = const_cast<char*>(name.c_str());
   217     CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname);
   218   }
   219 
   220   int CplexBase::_rowByName(const std::string& name) const {
   221     int index;
   222     if (CPXgetrowindex(cplexEnv(), _prob,
   223                        const_cast<char*>(name.c_str()), &index) == 0) {
   224       return index;
   225     }
   226     return -1;
   227   }
   228 
   229   void CplexBase::_setRowCoeffs(int i, ExprIterator b,
   230                                       ExprIterator e)
   231   {
   232     std::vector<int> indices;
   233     std::vector<int> rowlist;
   234     std::vector<Value> values;
   235 
   236     for(ExprIterator it=b; it!=e; ++it) {
   237       indices.push_back(it->first);
   238       values.push_back(it->second);
   239       rowlist.push_back(i);
   240     }
   241 
   242     CPXchgcoeflist(cplexEnv(), _prob, values.size(),
   243                    &rowlist.front(), &indices.front(), &values.front());
   244   }
   245 
   246   void CplexBase::_getRowCoeffs(int i, InsertIterator b) const {
   247     int tmp1, tmp2, tmp3, length;
   248     CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i);
   249 
   250     length = -length;
   251     std::vector<int> indices(length);
   252     std::vector<double> values(length);
   253 
   254     CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2,
   255                &indices.front(), &values.front(),
   256                length, &tmp3, i, i);
   257 
   258     for (int i = 0; i < length; ++i) {
   259       *b = std::make_pair(indices[i], values[i]);
   260       ++b;
   261     }
   262   }
   263 
   264   void CplexBase::_setColCoeffs(int i, ExprIterator b, ExprIterator e) {
   265     std::vector<int> indices;
   266     std::vector<int> collist;
   267     std::vector<Value> values;
   268 
   269     for(ExprIterator it=b; it!=e; ++it) {
   270       indices.push_back(it->first);
   271       values.push_back(it->second);
   272       collist.push_back(i);
   273     }
   274 
   275     CPXchgcoeflist(cplexEnv(), _prob, values.size(),
   276                    &indices.front(), &collist.front(), &values.front());
   277   }
   278 
   279   void CplexBase::_getColCoeffs(int i, InsertIterator b) const {
   280 
   281     int tmp1, tmp2, tmp3, length;
   282     CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i);
   283 
   284     length = -length;
   285     std::vector<int> indices(length);
   286     std::vector<double> values(length);
   287 
   288     CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2,
   289                &indices.front(), &values.front(),
   290                length, &tmp3, i, i);
   291 
   292     for (int i = 0; i < length; ++i) {
   293       *b = std::make_pair(indices[i], values[i]);
   294       ++b;
   295     }
   296 
   297   }
   298 
   299   void CplexBase::_setCoeff(int row, int col, Value value) {
   300     CPXchgcoef(cplexEnv(), _prob, row, col, value);
   301   }
   302 
   303   CplexBase::Value CplexBase::_getCoeff(int row, int col) const {
   304     CplexBase::Value value;
   305     CPXgetcoef(cplexEnv(), _prob, row, col, &value);
   306     return value;
   307   }
   308 
   309   void CplexBase::_setColLowerBound(int i, Value value) {
   310     const char s = 'L';
   311     CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value);
   312   }
   313 
   314   CplexBase::Value CplexBase::_getColLowerBound(int i) const {
   315     CplexBase::Value res;
   316     CPXgetlb(cplexEnv(), _prob, &res, i, i);
   317     return res <= -CPX_INFBOUND ? -INF : res;
   318   }
   319 
   320   void CplexBase::_setColUpperBound(int i, Value value)
   321   {
   322     const char s = 'U';
   323     CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value);
   324   }
   325 
   326   CplexBase::Value CplexBase::_getColUpperBound(int i) const {
   327     CplexBase::Value res;
   328     CPXgetub(cplexEnv(), _prob, &res, i, i);
   329     return res >= CPX_INFBOUND ? INF : res;
   330   }
   331 
   332   CplexBase::Value CplexBase::_getRowLowerBound(int i) const {
   333     char s;
   334     CPXgetsense(cplexEnv(), _prob, &s, i, i);
   335     CplexBase::Value res;
   336 
   337     switch (s) {
   338     case 'G':
   339     case 'R':
   340     case 'E':
   341       CPXgetrhs(cplexEnv(), _prob, &res, i, i);
   342       return res <= -CPX_INFBOUND ? -INF : res;
   343     default:
   344       return -INF;
   345     }
   346   }
   347 
   348   CplexBase::Value CplexBase::_getRowUpperBound(int i) const {
   349     char s;
   350     CPXgetsense(cplexEnv(), _prob, &s, i, i);
   351     CplexBase::Value res;
   352 
   353     switch (s) {
   354     case 'L':
   355     case 'E':
   356       CPXgetrhs(cplexEnv(), _prob, &res, i, i);
   357       return res >= CPX_INFBOUND ? INF : res;
   358     case 'R':
   359       CPXgetrhs(cplexEnv(), _prob, &res, i, i);
   360       {
   361         double rng;
   362         CPXgetrngval(cplexEnv(), _prob, &rng, i, i);
   363         res += rng;
   364       }
   365       return res >= CPX_INFBOUND ? INF : res;
   366     default:
   367       return INF;
   368     }
   369   }
   370 
   371   //This is easier to implement
   372   void CplexBase::_set_row_bounds(int i, Value lb, Value ub) {
   373     if (lb == -INF) {
   374       const char s = 'L';
   375       CPXchgsense(cplexEnv(), _prob, 1, &i, &s);
   376       CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub);
   377     } else if (ub == INF) {
   378       const char s = 'G';
   379       CPXchgsense(cplexEnv(), _prob, 1, &i, &s);
   380       CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb);
   381     } else if (lb == ub){
   382       const char s = 'E';
   383       CPXchgsense(cplexEnv(), _prob, 1, &i, &s);
   384       CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb);
   385     } else {
   386       const char s = 'R';
   387       CPXchgsense(cplexEnv(), _prob, 1, &i, &s);
   388       CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb);
   389       double len = ub - lb;
   390       CPXchgrngval(cplexEnv(), _prob, 1, &i, &len);
   391     }
   392   }
   393 
   394   void CplexBase::_setRowLowerBound(int i, Value lb)
   395   {
   396     LEMON_ASSERT(lb != INF, "Invalid bound");
   397     _set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i));
   398   }
   399 
   400   void CplexBase::_setRowUpperBound(int i, Value ub)
   401   {
   402 
   403     LEMON_ASSERT(ub != -INF, "Invalid bound");
   404     _set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub);
   405   }
   406 
   407   void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e)
   408   {
   409     std::vector<int> indices;
   410     std::vector<Value> values;
   411     for(ExprIterator it=b; it!=e; ++it) {
   412       indices.push_back(it->first);
   413       values.push_back(it->second);
   414     }
   415     CPXchgobj(cplexEnv(), _prob, values.size(),
   416               &indices.front(), &values.front());
   417 
   418   }
   419 
   420   void CplexBase::_getObjCoeffs(InsertIterator b) const
   421   {
   422     int num = CPXgetnumcols(cplexEnv(), _prob);
   423     std::vector<Value> x(num);
   424 
   425     CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1);
   426     for (int i = 0; i < num; ++i) {
   427       if (x[i] != 0.0) {
   428         *b = std::make_pair(i, x[i]);
   429         ++b;
   430       }
   431     }
   432   }
   433 
   434   void CplexBase::_setObjCoeff(int i, Value obj_coef)
   435   {
   436     CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef);
   437   }
   438 
   439   CplexBase::Value CplexBase::_getObjCoeff(int i) const
   440   {
   441     Value x;
   442     CPXgetobj(cplexEnv(), _prob, &x, i, i);
   443     return x;
   444   }
   445 
   446   void CplexBase::_setSense(CplexBase::Sense sense) {
   447     switch (sense) {
   448     case MIN:
   449       CPXchgobjsen(cplexEnv(), _prob, CPX_MIN);
   450       break;
   451     case MAX:
   452       CPXchgobjsen(cplexEnv(), _prob, CPX_MAX);
   453       break;
   454     }
   455   }
   456 
   457   CplexBase::Sense CplexBase::_getSense() const {
   458     switch (CPXgetobjsen(cplexEnv(), _prob)) {
   459     case CPX_MIN:
   460       return MIN;
   461     case CPX_MAX:
   462       return MAX;
   463     default:
   464       LEMON_ASSERT(false, "Invalid sense");
   465       return CplexBase::Sense();
   466     }
   467   }
   468 
   469   void CplexBase::_clear() {
   470     CPXfreeprob(cplexEnv(),&_prob);
   471     int status;
   472     _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem");
   473     rows.clear();
   474     cols.clear();
   475   }
   476 
   477   void CplexBase::_messageLevel(MessageLevel level) {
   478     switch (level) {
   479     case MESSAGE_NOTHING:
   480       _message_enabled = false;
   481       break;
   482     case MESSAGE_ERROR:
   483     case MESSAGE_WARNING:
   484     case MESSAGE_NORMAL:
   485     case MESSAGE_VERBOSE:
   486       _message_enabled = true;
   487       break;
   488     }
   489   }
   490 
   491   void CplexBase::_applyMessageLevel() {
   492     CPXsetintparam(cplexEnv(), CPX_PARAM_SCRIND,
   493                    _message_enabled ? CPX_ON : CPX_OFF);
   494   }
   495 
   496   // CplexLp members
   497 
   498   CplexLp::CplexLp()
   499     : LpBase(), LpSolver(), CplexBase() {}
   500 
   501   CplexLp::CplexLp(const CplexEnv& env)
   502     : LpBase(), LpSolver(), CplexBase(env) {}
   503 
   504   CplexLp::CplexLp(const CplexLp& other)
   505     : LpBase(), LpSolver(), CplexBase(other) {}
   506 
   507   CplexLp::~CplexLp() {}
   508 
   509   CplexLp* CplexLp::newSolver() const { return new CplexLp; }
   510   CplexLp* CplexLp::cloneSolver() const {return new CplexLp(*this); }
   511 
   512   const char* CplexLp::_solverName() const { return "CplexLp"; }
   513 
   514   void CplexLp::_clear_temporals() {
   515     _col_status.clear();
   516     _row_status.clear();
   517     _primal_ray.clear();
   518     _dual_ray.clear();
   519   }
   520 
   521   // The routine returns zero unless an error occurred during the
   522   // optimization. Examples of errors include exhausting available
   523   // memory (CPXERR_NO_MEMORY) or encountering invalid data in the
   524   // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a
   525   // user-specified CPLEX limit, or proving the model infeasible or
   526   // unbounded, are not considered errors. Note that a zero return
   527   // value does not necessarily mean that a solution exists. Use query
   528   // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain
   529   // further information about the status of the optimization.
   530   CplexLp::SolveExitStatus CplexLp::convertStatus(int status) {
   531 #if CPX_VERSION >= 800
   532     if (status == 0) {
   533       switch (CPXgetstat(cplexEnv(), _prob)) {
   534       case CPX_STAT_OPTIMAL:
   535       case CPX_STAT_INFEASIBLE:
   536       case CPX_STAT_UNBOUNDED:
   537         return SOLVED;
   538       default:
   539         return UNSOLVED;
   540       }
   541     } else {
   542       return UNSOLVED;
   543     }
   544 #else
   545     if (status == 0) {
   546       //We want to exclude some cases
   547       switch (CPXgetstat(cplexEnv(), _prob)) {
   548       case CPX_OBJ_LIM:
   549       case CPX_IT_LIM_FEAS:
   550       case CPX_IT_LIM_INFEAS:
   551       case CPX_TIME_LIM_FEAS:
   552       case CPX_TIME_LIM_INFEAS:
   553         return UNSOLVED;
   554       default:
   555         return SOLVED;
   556       }
   557     } else {
   558       return UNSOLVED;
   559     }
   560 #endif
   561   }
   562 
   563   CplexLp::SolveExitStatus CplexLp::_solve() {
   564     _clear_temporals();
   565     _applyMessageLevel();
   566     return convertStatus(CPXlpopt(cplexEnv(), _prob));
   567   }
   568 
   569   CplexLp::SolveExitStatus CplexLp::solvePrimal() {
   570     _clear_temporals();
   571     _applyMessageLevel();
   572     return convertStatus(CPXprimopt(cplexEnv(), _prob));
   573   }
   574 
   575   CplexLp::SolveExitStatus CplexLp::solveDual() {
   576     _clear_temporals();
   577     _applyMessageLevel();
   578     return convertStatus(CPXdualopt(cplexEnv(), _prob));
   579   }
   580 
   581   CplexLp::SolveExitStatus CplexLp::solveBarrier() {
   582     _clear_temporals();
   583     _applyMessageLevel();
   584     return convertStatus(CPXbaropt(cplexEnv(), _prob));
   585   }
   586 
   587   CplexLp::Value CplexLp::_getPrimal(int i) const {
   588     Value x;
   589     CPXgetx(cplexEnv(), _prob, &x, i, i);
   590     return x;
   591   }
   592 
   593   CplexLp::Value CplexLp::_getDual(int i) const {
   594     Value y;
   595     CPXgetpi(cplexEnv(), _prob, &y, i, i);
   596     return y;
   597   }
   598 
   599   CplexLp::Value CplexLp::_getPrimalValue() const {
   600     Value objval;
   601     CPXgetobjval(cplexEnv(), _prob, &objval);
   602     return objval;
   603   }
   604 
   605   CplexLp::VarStatus CplexLp::_getColStatus(int i) const {
   606     if (_col_status.empty()) {
   607       _col_status.resize(CPXgetnumcols(cplexEnv(), _prob));
   608       CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0);
   609     }
   610     switch (_col_status[i]) {
   611     case CPX_BASIC:
   612       return BASIC;
   613     case CPX_FREE_SUPER:
   614       return FREE;
   615     case CPX_AT_LOWER:
   616       return LOWER;
   617     case CPX_AT_UPPER:
   618       return UPPER;
   619     default:
   620       LEMON_ASSERT(false, "Wrong column status");
   621       return CplexLp::VarStatus();
   622     }
   623   }
   624 
   625   CplexLp::VarStatus CplexLp::_getRowStatus(int i) const {
   626     if (_row_status.empty()) {
   627       _row_status.resize(CPXgetnumrows(cplexEnv(), _prob));
   628       CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front());
   629     }
   630     switch (_row_status[i]) {
   631     case CPX_BASIC:
   632       return BASIC;
   633     case CPX_AT_LOWER:
   634       {
   635         char s;
   636         CPXgetsense(cplexEnv(), _prob, &s, i, i);
   637         return s != 'L' ? LOWER : UPPER;
   638       }
   639     case CPX_AT_UPPER:
   640       return UPPER;
   641     default:
   642       LEMON_ASSERT(false, "Wrong row status");
   643       return CplexLp::VarStatus();
   644     }
   645   }
   646 
   647   CplexLp::Value CplexLp::_getPrimalRay(int i) const {
   648     if (_primal_ray.empty()) {
   649       _primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob));
   650       CPXgetray(cplexEnv(), _prob, &_primal_ray.front());
   651     }
   652     return _primal_ray[i];
   653   }
   654 
   655   CplexLp::Value CplexLp::_getDualRay(int i) const {
   656     if (_dual_ray.empty()) {
   657 
   658     }
   659     return _dual_ray[i];
   660   }
   661 
   662   // Cplex 7.0 status values
   663   // This table lists the statuses, returned by the CPXgetstat()
   664   // routine, for solutions to LP problems or mixed integer problems. If
   665   // no solution exists, the return value is zero.
   666 
   667   // For Simplex, Barrier
   668   // 1          CPX_OPTIMAL
   669   //          Optimal solution found
   670   // 2          CPX_INFEASIBLE
   671   //          Problem infeasible
   672   // 3    CPX_UNBOUNDED
   673   //          Problem unbounded
   674   // 4          CPX_OBJ_LIM
   675   //          Objective limit exceeded in Phase II
   676   // 5          CPX_IT_LIM_FEAS
   677   //          Iteration limit exceeded in Phase II
   678   // 6          CPX_IT_LIM_INFEAS
   679   //          Iteration limit exceeded in Phase I
   680   // 7          CPX_TIME_LIM_FEAS
   681   //          Time limit exceeded in Phase II
   682   // 8          CPX_TIME_LIM_INFEAS
   683   //          Time limit exceeded in Phase I
   684   // 9          CPX_NUM_BEST_FEAS
   685   //          Problem non-optimal, singularities in Phase II
   686   // 10         CPX_NUM_BEST_INFEAS
   687   //          Problem non-optimal, singularities in Phase I
   688   // 11         CPX_OPTIMAL_INFEAS
   689   //          Optimal solution found, unscaled infeasibilities
   690   // 12         CPX_ABORT_FEAS
   691   //          Aborted in Phase II
   692   // 13         CPX_ABORT_INFEAS
   693   //          Aborted in Phase I
   694   // 14          CPX_ABORT_DUAL_INFEAS
   695   //          Aborted in barrier, dual infeasible
   696   // 15          CPX_ABORT_PRIM_INFEAS
   697   //          Aborted in barrier, primal infeasible
   698   // 16          CPX_ABORT_PRIM_DUAL_INFEAS
   699   //          Aborted in barrier, primal and dual infeasible
   700   // 17          CPX_ABORT_PRIM_DUAL_FEAS
   701   //          Aborted in barrier, primal and dual feasible
   702   // 18          CPX_ABORT_CROSSOVER
   703   //          Aborted in crossover
   704   // 19          CPX_INForUNBD
   705   //          Infeasible or unbounded
   706   // 20   CPX_PIVOT
   707   //       User pivot used
   708   //
   709   // Pending return values
   710   // ??case CPX_ABORT_DUAL_INFEAS
   711   // ??case CPX_ABORT_CROSSOVER
   712   // ??case CPX_INForUNBD
   713   // ??case CPX_PIVOT
   714 
   715   //Some more interesting stuff:
   716 
   717   // CPX_PARAM_PROBMETHOD  1062  int  LPMETHOD
   718   // 0 Automatic
   719   // 1 Primal Simplex
   720   // 2 Dual Simplex
   721   // 3 Network Simplex
   722   // 4 Standard Barrier
   723   // Default: 0
   724   // Description: Method for linear optimization.
   725   // Determines which algorithm is used when CPXlpopt() (or "optimize"
   726   // in the Interactive Optimizer) is called. Currently the behavior of
   727   // the "Automatic" setting is that CPLEX simply invokes the dual
   728   // simplex method, but this capability may be expanded in the future
   729   // so that CPLEX chooses the method based on problem characteristics
   730 #if CPX_VERSION < 900
   731   void statusSwitch(CPXENVptr cplexEnv(),int& stat){
   732     int lpmethod;
   733     CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod);
   734     if (lpmethod==2){
   735       if (stat==CPX_UNBOUNDED){
   736         stat=CPX_INFEASIBLE;
   737       }
   738       else{
   739         if (stat==CPX_INFEASIBLE)
   740           stat=CPX_UNBOUNDED;
   741       }
   742     }
   743   }
   744 #else
   745   void statusSwitch(CPXENVptr,int&){}
   746 #endif
   747 
   748   CplexLp::ProblemType CplexLp::_getPrimalType() const {
   749     // Unboundedness not treated well: the following is from cplex 9.0 doc
   750     // About Unboundedness
   751 
   752     // The treatment of models that are unbounded involves a few
   753     // subtleties. Specifically, a declaration of unboundedness means that
   754     // ILOG CPLEX has determined that the model has an unbounded
   755     // ray. Given any feasible solution x with objective z, a multiple of
   756     // the unbounded ray can be added to x to give a feasible solution
   757     // with objective z-1 (or z+1 for maximization models). Thus, if a
   758     // feasible solution exists, then the optimal objective is
   759     // unbounded. Note that ILOG CPLEX has not necessarily concluded that
   760     // a feasible solution exists. Users can call the routine CPXsolninfo
   761     // to determine whether ILOG CPLEX has also concluded that the model
   762     // has a feasible solution.
   763 
   764     int stat = CPXgetstat(cplexEnv(), _prob);
   765 #if CPX_VERSION >= 800
   766     switch (stat)
   767       {
   768       case CPX_STAT_OPTIMAL:
   769         return OPTIMAL;
   770       case CPX_STAT_UNBOUNDED:
   771         return UNBOUNDED;
   772       case CPX_STAT_INFEASIBLE:
   773         return INFEASIBLE;
   774       default:
   775         return UNDEFINED;
   776       }
   777 #else
   778     statusSwitch(cplexEnv(),stat);
   779     //CPXgetstat(cplexEnv(), _prob);
   780     switch (stat) {
   781     case 0:
   782       return UNDEFINED; //Undefined
   783     case CPX_OPTIMAL://Optimal
   784       return OPTIMAL;
   785     case CPX_UNBOUNDED://Unbounded
   786       return INFEASIBLE;//In case of dual simplex
   787       //return UNBOUNDED;
   788     case CPX_INFEASIBLE://Infeasible
   789       //    case CPX_IT_LIM_INFEAS:
   790       //     case CPX_TIME_LIM_INFEAS:
   791       //     case CPX_NUM_BEST_INFEAS:
   792       //     case CPX_OPTIMAL_INFEAS:
   793       //     case CPX_ABORT_INFEAS:
   794       //     case CPX_ABORT_PRIM_INFEAS:
   795       //     case CPX_ABORT_PRIM_DUAL_INFEAS:
   796       return UNBOUNDED;//In case of dual simplex
   797       //return INFEASIBLE;
   798       //     case CPX_OBJ_LIM:
   799       //     case CPX_IT_LIM_FEAS:
   800       //     case CPX_TIME_LIM_FEAS:
   801       //     case CPX_NUM_BEST_FEAS:
   802       //     case CPX_ABORT_FEAS:
   803       //     case CPX_ABORT_PRIM_DUAL_FEAS:
   804       //       return FEASIBLE;
   805     default:
   806       return UNDEFINED; //Everything else comes here
   807       //FIXME error
   808     }
   809 #endif
   810   }
   811 
   812   // Cplex 9.0 status values
   813   // CPX_STAT_ABORT_DUAL_OBJ_LIM
   814   // CPX_STAT_ABORT_IT_LIM
   815   // CPX_STAT_ABORT_OBJ_LIM
   816   // CPX_STAT_ABORT_PRIM_OBJ_LIM
   817   // CPX_STAT_ABORT_TIME_LIM
   818   // CPX_STAT_ABORT_USER
   819   // CPX_STAT_FEASIBLE_RELAXED
   820   // CPX_STAT_INFEASIBLE
   821   // CPX_STAT_INForUNBD
   822   // CPX_STAT_NUM_BEST
   823   // CPX_STAT_OPTIMAL
   824   // CPX_STAT_OPTIMAL_FACE_UNBOUNDED
   825   // CPX_STAT_OPTIMAL_INFEAS
   826   // CPX_STAT_OPTIMAL_RELAXED
   827   // CPX_STAT_UNBOUNDED
   828 
   829   CplexLp::ProblemType CplexLp::_getDualType() const {
   830     int stat = CPXgetstat(cplexEnv(), _prob);
   831 #if CPX_VERSION >= 800
   832     switch (stat) {
   833     case CPX_STAT_OPTIMAL:
   834       return OPTIMAL;
   835     case CPX_STAT_UNBOUNDED:
   836       return INFEASIBLE;
   837     default:
   838       return UNDEFINED;
   839     }
   840 #else
   841     statusSwitch(cplexEnv(),stat);
   842     switch (stat) {
   843     case 0:
   844       return UNDEFINED; //Undefined
   845     case CPX_OPTIMAL://Optimal
   846       return OPTIMAL;
   847     case CPX_UNBOUNDED:
   848       return INFEASIBLE;
   849     default:
   850       return UNDEFINED; //Everything else comes here
   851       //FIXME error
   852     }
   853 #endif
   854   }
   855 
   856   // CplexMip members
   857 
   858   CplexMip::CplexMip()
   859     : LpBase(), MipSolver(), CplexBase() {
   860 
   861 #if CPX_VERSION < 800
   862     CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MIP);
   863 #else
   864     CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MILP);
   865 #endif
   866   }
   867 
   868   CplexMip::CplexMip(const CplexEnv& env)
   869     : LpBase(), MipSolver(), CplexBase(env) {
   870 
   871 #if CPX_VERSION < 800
   872     CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MIP);
   873 #else
   874     CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MILP);
   875 #endif
   876 
   877   }
   878 
   879   CplexMip::CplexMip(const CplexMip& other)
   880     : LpBase(), MipSolver(), CplexBase(other) {}
   881 
   882   CplexMip::~CplexMip() {}
   883 
   884   CplexMip* CplexMip::newSolver() const { return new CplexMip; }
   885   CplexMip* CplexMip::cloneSolver() const {return new CplexMip(*this); }
   886 
   887   const char* CplexMip::_solverName() const { return "CplexMip"; }
   888 
   889   void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) {
   890 
   891     // Note If a variable is to be changed to binary, a call to CPXchgbds
   892     // should also be made to change the bounds to 0 and 1.
   893 
   894     switch (col_type){
   895     case INTEGER: {
   896       const char t = 'I';
   897       CPXchgctype (cplexEnv(), _prob, 1, &i, &t);
   898     } break;
   899     case REAL: {
   900       const char t = 'C';
   901       CPXchgctype (cplexEnv(), _prob, 1, &i, &t);
   902     } break;
   903     default:
   904       break;
   905     }
   906   }
   907 
   908   CplexMip::ColTypes CplexMip::_getColType(int i) const {
   909     char t;
   910     CPXgetctype (cplexEnv(), _prob, &t, i, i);
   911     switch (t) {
   912     case 'I':
   913       return INTEGER;
   914     case 'C':
   915       return REAL;
   916     default:
   917       LEMON_ASSERT(false, "Invalid column type");
   918       return ColTypes();
   919     }
   920 
   921   }
   922 
   923   CplexMip::SolveExitStatus CplexMip::_solve() {
   924     int status;
   925     _applyMessageLevel();
   926     status = CPXmipopt (cplexEnv(), _prob);
   927     if (status==0)
   928       return SOLVED;
   929     else
   930       return UNSOLVED;
   931 
   932   }
   933 
   934 
   935   CplexMip::ProblemType CplexMip::_getType() const {
   936 
   937     int stat = CPXgetstat(cplexEnv(), _prob);
   938 
   939     //Fortunately, MIP statuses did not change for cplex 8.0
   940     switch (stat) {
   941     case CPXMIP_OPTIMAL:
   942       // Optimal integer solution has been found.
   943     case CPXMIP_OPTIMAL_TOL:
   944       // Optimal soluton with the tolerance defined by epgap or epagap has
   945       // been found.
   946       return OPTIMAL;
   947       //This also exists in later issues
   948       //    case CPXMIP_UNBOUNDED:
   949       //return UNBOUNDED;
   950       case CPXMIP_INFEASIBLE:
   951         return INFEASIBLE;
   952     default:
   953       return UNDEFINED;
   954     }
   955     //Unboundedness not treated well: the following is from cplex 9.0 doc
   956     // About Unboundedness
   957 
   958     // The treatment of models that are unbounded involves a few
   959     // subtleties. Specifically, a declaration of unboundedness means that
   960     // ILOG CPLEX has determined that the model has an unbounded
   961     // ray. Given any feasible solution x with objective z, a multiple of
   962     // the unbounded ray can be added to x to give a feasible solution
   963     // with objective z-1 (or z+1 for maximization models). Thus, if a
   964     // feasible solution exists, then the optimal objective is
   965     // unbounded. Note that ILOG CPLEX has not necessarily concluded that
   966     // a feasible solution exists. Users can call the routine CPXsolninfo
   967     // to determine whether ILOG CPLEX has also concluded that the model
   968     // has a feasible solution.
   969   }
   970 
   971   CplexMip::Value CplexMip::_getSol(int i) const {
   972     Value x;
   973     CPXgetmipx(cplexEnv(), _prob, &x, i, i);
   974     return x;
   975   }
   976 
   977   CplexMip::Value CplexMip::_getSolValue() const {
   978     Value objval;
   979     CPXgetmipobjval(cplexEnv(), _prob, &objval);
   980     return objval;
   981   }
   982 
   983 } //namespace lemon
   984