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alpar@9
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1 /* glplpx01.c (obsolete API routines) */
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2
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3 /***********************************************************************
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4 * This code is part of GLPK (GNU Linear Programming Kit).
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5 *
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6 * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
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7 * 2009, 2010, 2011 Andrew Makhorin, Department for Applied Informatics,
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8 * Moscow Aviation Institute, Moscow, Russia. All rights reserved.
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9 * E-mail: <mao@gnu.org>.
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10 *
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11 * GLPK is free software: you can redistribute it and/or modify it
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12 * under the terms of the GNU General Public License as published by
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13 * the Free Software Foundation, either version 3 of the License, or
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14 * (at your option) any later version.
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15 *
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16 * GLPK is distributed in the hope that it will be useful, but WITHOUT
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17 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
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18 * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
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19 * License for more details.
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20 *
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21 * You should have received a copy of the GNU General Public License
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22 * along with GLPK. If not, see <http://www.gnu.org/licenses/>.
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23 ***********************************************************************/
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24
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25 #include "glpapi.h"
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26
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27 struct LPXCPS
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28 { /* control parameters and statistics */
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29 int msg_lev;
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30 /* level of messages output by the solver:
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31 0 - no output
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32 1 - error messages only
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33 2 - normal output
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34 3 - full output (includes informational messages) */
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35 int scale;
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36 /* scaling option:
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37 0 - no scaling
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38 1 - equilibration scaling
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39 2 - geometric mean scaling
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40 3 - geometric mean scaling, then equilibration scaling */
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41 int dual;
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42 /* dual simplex option:
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43 0 - use primal simplex
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44 1 - use dual simplex */
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45 int price;
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46 /* pricing option (for both primal and dual simplex):
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47 0 - textbook pricing
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48 1 - steepest edge pricing */
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49 double relax;
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50 /* relaxation parameter used in the ratio test; if it is zero,
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51 the textbook ratio test is used; if it is non-zero (should be
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52 positive), Harris' two-pass ratio test is used; in the latter
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53 case on the first pass basic variables (in the case of primal
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54 simplex) or reduced costs of non-basic variables (in the case
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55 of dual simplex) are allowed to slightly violate their bounds,
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56 but not more than (relax * tol_bnd) or (relax * tol_dj) (thus,
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57 relax is a percentage of tol_bnd or tol_dj) */
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58 double tol_bnd;
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59 /* relative tolerance used to check if the current basic solution
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60 is primal feasible */
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61 double tol_dj;
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62 /* absolute tolerance used to check if the current basic solution
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63 is dual feasible */
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64 double tol_piv;
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65 /* relative tolerance used to choose eligible pivotal elements of
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66 the simplex table in the ratio test */
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67 int round;
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68 /* solution rounding option:
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69 0 - report all computed values and reduced costs "as is"
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70 1 - if possible (allowed by the tolerances), replace computed
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71 values and reduced costs which are close to zero by exact
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72 zeros */
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73 double obj_ll;
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74 /* lower limit of the objective function; if on the phase II the
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75 objective function reaches this limit and continues decreasing,
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76 the solver stops the search */
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77 double obj_ul;
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78 /* upper limit of the objective function; if on the phase II the
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79 objective function reaches this limit and continues increasing,
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80 the solver stops the search */
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81 int it_lim;
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82 /* simplex iterations limit; if this value is positive, it is
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83 decreased by one each time when one simplex iteration has been
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84 performed, and reaching zero value signals the solver to stop
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85 the search; negative value means no iterations limit */
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86 double tm_lim;
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87 /* searching time limit, in seconds; if this value is positive,
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88 it is decreased each time when one simplex iteration has been
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89 performed by the amount of time spent for the iteration, and
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90 reaching zero value signals the solver to stop the search;
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91 negative value means no time limit */
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92 int out_frq;
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93 /* output frequency, in iterations; this parameter specifies how
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94 frequently the solver sends information about the solution to
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95 the standard output */
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96 double out_dly;
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97 /* output delay, in seconds; this parameter specifies how long
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98 the solver should delay sending information about the solution
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99 to the standard output; zero value means no delay */
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100 int branch; /* MIP */
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101 /* branching heuristic:
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102 0 - branch on first variable
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103 1 - branch on last variable
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104 2 - branch using heuristic by Driebeck and Tomlin
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105 3 - branch on most fractional variable */
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106 int btrack; /* MIP */
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107 /* backtracking heuristic:
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108 0 - select most recent node (depth first search)
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109 1 - select earliest node (breadth first search)
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110 2 - select node using the best projection heuristic
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111 3 - select node with best local bound */
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112 double tol_int; /* MIP */
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113 /* absolute tolerance used to check if the current basic solution
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114 is integer feasible */
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115 double tol_obj; /* MIP */
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116 /* relative tolerance used to check if the value of the objective
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117 function is not better than in the best known integer feasible
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118 solution */
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119 int mps_info; /* lpx_write_mps */
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120 /* if this flag is set, the routine lpx_write_mps outputs several
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121 comment cards that contains some information about the problem;
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122 otherwise the routine outputs no comment cards */
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123 int mps_obj; /* lpx_write_mps */
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124 /* this parameter tells the routine lpx_write_mps how to output
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125 the objective function row:
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126 0 - never output objective function row
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127 1 - always output objective function row
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128 2 - output objective function row if and only if the problem
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129 has no free rows */
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130 int mps_orig; /* lpx_write_mps */
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131 /* if this flag is set, the routine lpx_write_mps uses original
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132 row and column symbolic names; otherwise the routine generates
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133 plain names using ordinal numbers of rows and columns */
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134 int mps_wide; /* lpx_write_mps */
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135 /* if this flag is set, the routine lpx_write_mps uses all data
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136 fields; otherwise the routine keeps fields 5 and 6 empty */
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137 int mps_free; /* lpx_write_mps */
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138 /* if this flag is set, the routine lpx_write_mps omits column
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139 and vector names everytime if possible (free style); otherwise
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140 the routine never omits these names (pedantic style) */
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141 int mps_skip; /* lpx_write_mps */
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142 /* if this flag is set, the routine lpx_write_mps skips empty
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143 columns (i.e. which has no constraint coefficients); otherwise
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144 the routine outputs all columns */
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145 int lpt_orig; /* lpx_write_lpt */
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146 /* if this flag is set, the routine lpx_write_lpt uses original
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147 row and column symbolic names; otherwise the routine generates
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148 plain names using ordinal numbers of rows and columns */
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149 int presol; /* lpx_simplex */
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150 /* LP presolver option:
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151 0 - do not use LP presolver
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152 1 - use LP presolver */
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153 int binarize; /* lpx_intopt */
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154 /* if this flag is set, the routine lpx_intopt replaces integer
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155 columns by binary ones */
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156 int use_cuts; /* lpx_intopt */
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157 /* if this flag is set, the routine lpx_intopt tries generating
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158 cutting planes:
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159 LPX_C_COVER - mixed cover cuts
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160 LPX_C_CLIQUE - clique cuts
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161 LPX_C_GOMORY - Gomory's mixed integer cuts
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162 LPX_C_ALL - all cuts */
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163 double mip_gap; /* MIP */
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164 /* relative MIP gap tolerance */
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165 };
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166
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167 LPX *lpx_create_prob(void)
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168 { /* create problem object */
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169 return glp_create_prob();
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170 }
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171
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172 void lpx_set_prob_name(LPX *lp, const char *name)
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173 { /* assign (change) problem name */
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174 glp_set_prob_name(lp, name);
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175 return;
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176 }
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177
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178 void lpx_set_obj_name(LPX *lp, const char *name)
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179 { /* assign (change) objective function name */
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180 glp_set_obj_name(lp, name);
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181 return;
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182 }
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183
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184 void lpx_set_obj_dir(LPX *lp, int dir)
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185 { /* set (change) optimization direction flag */
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186 glp_set_obj_dir(lp, dir - LPX_MIN + GLP_MIN);
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187 return;
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188 }
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189
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190 int lpx_add_rows(LPX *lp, int nrs)
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191 { /* add new rows to problem object */
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192 return glp_add_rows(lp, nrs);
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193 }
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194
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195 int lpx_add_cols(LPX *lp, int ncs)
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196 { /* add new columns to problem object */
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197 return glp_add_cols(lp, ncs);
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198 }
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199
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200 void lpx_set_row_name(LPX *lp, int i, const char *name)
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201 { /* assign (change) row name */
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202 glp_set_row_name(lp, i, name);
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203 return;
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204 }
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205
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206 void lpx_set_col_name(LPX *lp, int j, const char *name)
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207 { /* assign (change) column name */
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208 glp_set_col_name(lp, j, name);
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209 return;
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210 }
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211
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212 void lpx_set_row_bnds(LPX *lp, int i, int type, double lb, double ub)
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213 { /* set (change) row bounds */
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214 glp_set_row_bnds(lp, i, type - LPX_FR + GLP_FR, lb, ub);
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215 return;
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216 }
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217
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218 void lpx_set_col_bnds(LPX *lp, int j, int type, double lb, double ub)
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219 { /* set (change) column bounds */
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220 glp_set_col_bnds(lp, j, type - LPX_FR + GLP_FR, lb, ub);
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221 return;
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222 }
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223
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224 void lpx_set_obj_coef(glp_prob *lp, int j, double coef)
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225 { /* set (change) obj. coefficient or constant term */
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226 glp_set_obj_coef(lp, j, coef);
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227 return;
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228 }
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229
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230 void lpx_set_mat_row(LPX *lp, int i, int len, const int ind[],
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231 const double val[])
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232 { /* set (replace) row of the constraint matrix */
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233 glp_set_mat_row(lp, i, len, ind, val);
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234 return;
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235 }
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236
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237 void lpx_set_mat_col(LPX *lp, int j, int len, const int ind[],
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238 const double val[])
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239 { /* set (replace) column of the constraint matrix */
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240 glp_set_mat_col(lp, j, len, ind, val);
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241 return;
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242 }
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243
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244 void lpx_load_matrix(LPX *lp, int ne, const int ia[], const int ja[],
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245 const double ar[])
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246 { /* load (replace) the whole constraint matrix */
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247 glp_load_matrix(lp, ne, ia, ja, ar);
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248 return;
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249 }
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250
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251 void lpx_del_rows(LPX *lp, int nrs, const int num[])
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252 { /* delete specified rows from problem object */
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253 glp_del_rows(lp, nrs, num);
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254 return;
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255 }
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256
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257 void lpx_del_cols(LPX *lp, int ncs, const int num[])
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258 { /* delete specified columns from problem object */
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259 glp_del_cols(lp, ncs, num);
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260 return;
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261 }
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262
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263 void lpx_delete_prob(LPX *lp)
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264 { /* delete problem object */
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265 glp_delete_prob(lp);
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266 return;
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267 }
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268
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269 const char *lpx_get_prob_name(LPX *lp)
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270 { /* retrieve problem name */
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271 return glp_get_prob_name(lp);
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272 }
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273
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274 const char *lpx_get_obj_name(LPX *lp)
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275 { /* retrieve objective function name */
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276 return glp_get_obj_name(lp);
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277 }
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278
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279 int lpx_get_obj_dir(LPX *lp)
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280 { /* retrieve optimization direction flag */
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281 return glp_get_obj_dir(lp) - GLP_MIN + LPX_MIN;
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282 }
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283
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284 int lpx_get_num_rows(LPX *lp)
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285 { /* retrieve number of rows */
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286 return glp_get_num_rows(lp);
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287 }
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288
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289 int lpx_get_num_cols(LPX *lp)
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290 { /* retrieve number of columns */
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291 return glp_get_num_cols(lp);
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292 }
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293
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294 const char *lpx_get_row_name(LPX *lp, int i)
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alpar@9
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295 { /* retrieve row name */
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296 return glp_get_row_name(lp, i);
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297 }
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298
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299 const char *lpx_get_col_name(LPX *lp, int j)
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alpar@9
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300 { /* retrieve column name */
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301 return glp_get_col_name(lp, j);
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302 }
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303
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304 int lpx_get_row_type(LPX *lp, int i)
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305 { /* retrieve row type */
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306 return glp_get_row_type(lp, i) - GLP_FR + LPX_FR;
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307 }
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308
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309 double lpx_get_row_lb(glp_prob *lp, int i)
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alpar@9
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310 { /* retrieve row lower bound */
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311 double lb;
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312 lb = glp_get_row_lb(lp, i);
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313 if (lb == -DBL_MAX) lb = 0.0;
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314 return lb;
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315 }
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316
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317 double lpx_get_row_ub(glp_prob *lp, int i)
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318 { /* retrieve row upper bound */
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319 double ub;
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320 ub = glp_get_row_ub(lp, i);
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321 if (ub == +DBL_MAX) ub = 0.0;
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322 return ub;
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323 }
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324
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325 void lpx_get_row_bnds(glp_prob *lp, int i, int *typx, double *lb,
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326 double *ub)
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327 { /* retrieve row bounds */
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328 if (typx != NULL) *typx = lpx_get_row_type(lp, i);
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329 if (lb != NULL) *lb = lpx_get_row_lb(lp, i);
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330 if (ub != NULL) *ub = lpx_get_row_ub(lp, i);
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331 return;
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332 }
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333
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334 int lpx_get_col_type(LPX *lp, int j)
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335 { /* retrieve column type */
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336 return glp_get_col_type(lp, j) - GLP_FR + LPX_FR;
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337 }
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338
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339 double lpx_get_col_lb(glp_prob *lp, int j)
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340 { /* retrieve column lower bound */
|
alpar@9
|
341 double lb;
|
alpar@9
|
342 lb = glp_get_col_lb(lp, j);
|
alpar@9
|
343 if (lb == -DBL_MAX) lb = 0.0;
|
alpar@9
|
344 return lb;
|
alpar@9
|
345 }
|
alpar@9
|
346
|
alpar@9
|
347 double lpx_get_col_ub(glp_prob *lp, int j)
|
alpar@9
|
348 { /* retrieve column upper bound */
|
alpar@9
|
349 double ub;
|
alpar@9
|
350 ub = glp_get_col_ub(lp, j);
|
alpar@9
|
351 if (ub == +DBL_MAX) ub = 0.0;
|
alpar@9
|
352 return ub;
|
alpar@9
|
353 }
|
alpar@9
|
354
|
alpar@9
|
355 void lpx_get_col_bnds(glp_prob *lp, int j, int *typx, double *lb,
|
alpar@9
|
356 double *ub)
|
alpar@9
|
357 { /* retrieve column bounds */
|
alpar@9
|
358 if (typx != NULL) *typx = lpx_get_col_type(lp, j);
|
alpar@9
|
359 if (lb != NULL) *lb = lpx_get_col_lb(lp, j);
|
alpar@9
|
360 if (ub != NULL) *ub = lpx_get_col_ub(lp, j);
|
alpar@9
|
361 return;
|
alpar@9
|
362 }
|
alpar@9
|
363
|
alpar@9
|
364 double lpx_get_obj_coef(LPX *lp, int j)
|
alpar@9
|
365 { /* retrieve obj. coefficient or constant term */
|
alpar@9
|
366 return glp_get_obj_coef(lp, j);
|
alpar@9
|
367 }
|
alpar@9
|
368
|
alpar@9
|
369 int lpx_get_num_nz(LPX *lp)
|
alpar@9
|
370 { /* retrieve number of constraint coefficients */
|
alpar@9
|
371 return glp_get_num_nz(lp);
|
alpar@9
|
372 }
|
alpar@9
|
373
|
alpar@9
|
374 int lpx_get_mat_row(LPX *lp, int i, int ind[], double val[])
|
alpar@9
|
375 { /* retrieve row of the constraint matrix */
|
alpar@9
|
376 return glp_get_mat_row(lp, i, ind, val);
|
alpar@9
|
377 }
|
alpar@9
|
378
|
alpar@9
|
379 int lpx_get_mat_col(LPX *lp, int j, int ind[], double val[])
|
alpar@9
|
380 { /* retrieve column of the constraint matrix */
|
alpar@9
|
381 return glp_get_mat_col(lp, j, ind, val);
|
alpar@9
|
382 }
|
alpar@9
|
383
|
alpar@9
|
384 void lpx_create_index(LPX *lp)
|
alpar@9
|
385 { /* create the name index */
|
alpar@9
|
386 glp_create_index(lp);
|
alpar@9
|
387 return;
|
alpar@9
|
388 }
|
alpar@9
|
389
|
alpar@9
|
390 int lpx_find_row(LPX *lp, const char *name)
|
alpar@9
|
391 { /* find row by its name */
|
alpar@9
|
392 return glp_find_row(lp, name);
|
alpar@9
|
393 }
|
alpar@9
|
394
|
alpar@9
|
395 int lpx_find_col(LPX *lp, const char *name)
|
alpar@9
|
396 { /* find column by its name */
|
alpar@9
|
397 return glp_find_col(lp, name);
|
alpar@9
|
398 }
|
alpar@9
|
399
|
alpar@9
|
400 void lpx_delete_index(LPX *lp)
|
alpar@9
|
401 { /* delete the name index */
|
alpar@9
|
402 glp_delete_index(lp);
|
alpar@9
|
403 return;
|
alpar@9
|
404 }
|
alpar@9
|
405
|
alpar@9
|
406 void lpx_scale_prob(LPX *lp)
|
alpar@9
|
407 { /* scale problem data */
|
alpar@9
|
408 switch (lpx_get_int_parm(lp, LPX_K_SCALE))
|
alpar@9
|
409 { case 0:
|
alpar@9
|
410 /* no scaling */
|
alpar@9
|
411 glp_unscale_prob(lp);
|
alpar@9
|
412 break;
|
alpar@9
|
413 case 1:
|
alpar@9
|
414 /* equilibration scaling */
|
alpar@9
|
415 glp_scale_prob(lp, GLP_SF_EQ);
|
alpar@9
|
416 break;
|
alpar@9
|
417 case 2:
|
alpar@9
|
418 /* geometric mean scaling */
|
alpar@9
|
419 glp_scale_prob(lp, GLP_SF_GM);
|
alpar@9
|
420 break;
|
alpar@9
|
421 case 3:
|
alpar@9
|
422 /* geometric mean scaling, then equilibration scaling */
|
alpar@9
|
423 glp_scale_prob(lp, GLP_SF_GM | GLP_SF_EQ);
|
alpar@9
|
424 break;
|
alpar@9
|
425 default:
|
alpar@9
|
426 xassert(lp != lp);
|
alpar@9
|
427 }
|
alpar@9
|
428 return;
|
alpar@9
|
429 }
|
alpar@9
|
430
|
alpar@9
|
431 void lpx_unscale_prob(LPX *lp)
|
alpar@9
|
432 { /* unscale problem data */
|
alpar@9
|
433 glp_unscale_prob(lp);
|
alpar@9
|
434 return;
|
alpar@9
|
435 }
|
alpar@9
|
436
|
alpar@9
|
437 void lpx_set_row_stat(LPX *lp, int i, int stat)
|
alpar@9
|
438 { /* set (change) row status */
|
alpar@9
|
439 glp_set_row_stat(lp, i, stat - LPX_BS + GLP_BS);
|
alpar@9
|
440 return;
|
alpar@9
|
441 }
|
alpar@9
|
442
|
alpar@9
|
443 void lpx_set_col_stat(LPX *lp, int j, int stat)
|
alpar@9
|
444 { /* set (change) column status */
|
alpar@9
|
445 glp_set_col_stat(lp, j, stat - LPX_BS + GLP_BS);
|
alpar@9
|
446 return;
|
alpar@9
|
447 }
|
alpar@9
|
448
|
alpar@9
|
449 void lpx_std_basis(LPX *lp)
|
alpar@9
|
450 { /* construct standard initial LP basis */
|
alpar@9
|
451 glp_std_basis(lp);
|
alpar@9
|
452 return;
|
alpar@9
|
453 }
|
alpar@9
|
454
|
alpar@9
|
455 void lpx_adv_basis(LPX *lp)
|
alpar@9
|
456 { /* construct advanced initial LP basis */
|
alpar@9
|
457 glp_adv_basis(lp, 0);
|
alpar@9
|
458 return;
|
alpar@9
|
459 }
|
alpar@9
|
460
|
alpar@9
|
461 void lpx_cpx_basis(LPX *lp)
|
alpar@9
|
462 { /* construct Bixby's initial LP basis */
|
alpar@9
|
463 glp_cpx_basis(lp);
|
alpar@9
|
464 return;
|
alpar@9
|
465 }
|
alpar@9
|
466
|
alpar@9
|
467 static void fill_smcp(LPX *lp, glp_smcp *parm)
|
alpar@9
|
468 { glp_init_smcp(parm);
|
alpar@9
|
469 switch (lpx_get_int_parm(lp, LPX_K_MSGLEV))
|
alpar@9
|
470 { case 0: parm->msg_lev = GLP_MSG_OFF; break;
|
alpar@9
|
471 case 1: parm->msg_lev = GLP_MSG_ERR; break;
|
alpar@9
|
472 case 2: parm->msg_lev = GLP_MSG_ON; break;
|
alpar@9
|
473 case 3: parm->msg_lev = GLP_MSG_ALL; break;
|
alpar@9
|
474 default: xassert(lp != lp);
|
alpar@9
|
475 }
|
alpar@9
|
476 switch (lpx_get_int_parm(lp, LPX_K_DUAL))
|
alpar@9
|
477 { case 0: parm->meth = GLP_PRIMAL; break;
|
alpar@9
|
478 case 1: parm->meth = GLP_DUAL; break;
|
alpar@9
|
479 default: xassert(lp != lp);
|
alpar@9
|
480 }
|
alpar@9
|
481 switch (lpx_get_int_parm(lp, LPX_K_PRICE))
|
alpar@9
|
482 { case 0: parm->pricing = GLP_PT_STD; break;
|
alpar@9
|
483 case 1: parm->pricing = GLP_PT_PSE; break;
|
alpar@9
|
484 default: xassert(lp != lp);
|
alpar@9
|
485 }
|
alpar@9
|
486 if (lpx_get_real_parm(lp, LPX_K_RELAX) == 0.0)
|
alpar@9
|
487 parm->r_test = GLP_RT_STD;
|
alpar@9
|
488 else
|
alpar@9
|
489 parm->r_test = GLP_RT_HAR;
|
alpar@9
|
490 parm->tol_bnd = lpx_get_real_parm(lp, LPX_K_TOLBND);
|
alpar@9
|
491 parm->tol_dj = lpx_get_real_parm(lp, LPX_K_TOLDJ);
|
alpar@9
|
492 parm->tol_piv = lpx_get_real_parm(lp, LPX_K_TOLPIV);
|
alpar@9
|
493 parm->obj_ll = lpx_get_real_parm(lp, LPX_K_OBJLL);
|
alpar@9
|
494 parm->obj_ul = lpx_get_real_parm(lp, LPX_K_OBJUL);
|
alpar@9
|
495 if (lpx_get_int_parm(lp, LPX_K_ITLIM) < 0)
|
alpar@9
|
496 parm->it_lim = INT_MAX;
|
alpar@9
|
497 else
|
alpar@9
|
498 parm->it_lim = lpx_get_int_parm(lp, LPX_K_ITLIM);
|
alpar@9
|
499 if (lpx_get_real_parm(lp, LPX_K_TMLIM) < 0.0)
|
alpar@9
|
500 parm->tm_lim = INT_MAX;
|
alpar@9
|
501 else
|
alpar@9
|
502 parm->tm_lim =
|
alpar@9
|
503 (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_TMLIM));
|
alpar@9
|
504 parm->out_frq = lpx_get_int_parm(lp, LPX_K_OUTFRQ);
|
alpar@9
|
505 parm->out_dly =
|
alpar@9
|
506 (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_OUTDLY));
|
alpar@9
|
507 switch (lpx_get_int_parm(lp, LPX_K_PRESOL))
|
alpar@9
|
508 { case 0: parm->presolve = GLP_OFF; break;
|
alpar@9
|
509 case 1: parm->presolve = GLP_ON; break;
|
alpar@9
|
510 default: xassert(lp != lp);
|
alpar@9
|
511 }
|
alpar@9
|
512 return;
|
alpar@9
|
513 }
|
alpar@9
|
514
|
alpar@9
|
515 int lpx_simplex(LPX *lp)
|
alpar@9
|
516 { /* easy-to-use driver to the simplex method */
|
alpar@9
|
517 glp_smcp parm;
|
alpar@9
|
518 int ret;
|
alpar@9
|
519 fill_smcp(lp, &parm);
|
alpar@9
|
520 ret = glp_simplex(lp, &parm);
|
alpar@9
|
521 switch (ret)
|
alpar@9
|
522 { case 0: ret = LPX_E_OK; break;
|
alpar@9
|
523 case GLP_EBADB:
|
alpar@9
|
524 case GLP_ESING:
|
alpar@9
|
525 case GLP_ECOND:
|
alpar@9
|
526 case GLP_EBOUND: ret = LPX_E_FAULT; break;
|
alpar@9
|
527 case GLP_EFAIL: ret = LPX_E_SING; break;
|
alpar@9
|
528 case GLP_EOBJLL: ret = LPX_E_OBJLL; break;
|
alpar@9
|
529 case GLP_EOBJUL: ret = LPX_E_OBJUL; break;
|
alpar@9
|
530 case GLP_EITLIM: ret = LPX_E_ITLIM; break;
|
alpar@9
|
531 case GLP_ETMLIM: ret = LPX_E_TMLIM; break;
|
alpar@9
|
532 case GLP_ENOPFS: ret = LPX_E_NOPFS; break;
|
alpar@9
|
533 case GLP_ENODFS: ret = LPX_E_NODFS; break;
|
alpar@9
|
534 default: xassert(ret != ret);
|
alpar@9
|
535 }
|
alpar@9
|
536 return ret;
|
alpar@9
|
537 }
|
alpar@9
|
538
|
alpar@9
|
539 int lpx_exact(LPX *lp)
|
alpar@9
|
540 { /* easy-to-use driver to the exact simplex method */
|
alpar@9
|
541 glp_smcp parm;
|
alpar@9
|
542 int ret;
|
alpar@9
|
543 fill_smcp(lp, &parm);
|
alpar@9
|
544 ret = glp_exact(lp, &parm);
|
alpar@9
|
545 switch (ret)
|
alpar@9
|
546 { case 0: ret = LPX_E_OK; break;
|
alpar@9
|
547 case GLP_EBADB:
|
alpar@9
|
548 case GLP_ESING:
|
alpar@9
|
549 case GLP_EBOUND:
|
alpar@9
|
550 case GLP_EFAIL: ret = LPX_E_FAULT; break;
|
alpar@9
|
551 case GLP_EITLIM: ret = LPX_E_ITLIM; break;
|
alpar@9
|
552 case GLP_ETMLIM: ret = LPX_E_TMLIM; break;
|
alpar@9
|
553 default: xassert(ret != ret);
|
alpar@9
|
554 }
|
alpar@9
|
555 return ret;
|
alpar@9
|
556 }
|
alpar@9
|
557
|
alpar@9
|
558 int lpx_get_status(glp_prob *lp)
|
alpar@9
|
559 { /* retrieve generic status of basic solution */
|
alpar@9
|
560 int status;
|
alpar@9
|
561 switch (glp_get_status(lp))
|
alpar@9
|
562 { case GLP_OPT: status = LPX_OPT; break;
|
alpar@9
|
563 case GLP_FEAS: status = LPX_FEAS; break;
|
alpar@9
|
564 case GLP_INFEAS: status = LPX_INFEAS; break;
|
alpar@9
|
565 case GLP_NOFEAS: status = LPX_NOFEAS; break;
|
alpar@9
|
566 case GLP_UNBND: status = LPX_UNBND; break;
|
alpar@9
|
567 case GLP_UNDEF: status = LPX_UNDEF; break;
|
alpar@9
|
568 default: xassert(lp != lp);
|
alpar@9
|
569 }
|
alpar@9
|
570 return status;
|
alpar@9
|
571 }
|
alpar@9
|
572
|
alpar@9
|
573 int lpx_get_prim_stat(glp_prob *lp)
|
alpar@9
|
574 { /* retrieve status of primal basic solution */
|
alpar@9
|
575 return glp_get_prim_stat(lp) - GLP_UNDEF + LPX_P_UNDEF;
|
alpar@9
|
576 }
|
alpar@9
|
577
|
alpar@9
|
578 int lpx_get_dual_stat(glp_prob *lp)
|
alpar@9
|
579 { /* retrieve status of dual basic solution */
|
alpar@9
|
580 return glp_get_dual_stat(lp) - GLP_UNDEF + LPX_D_UNDEF;
|
alpar@9
|
581 }
|
alpar@9
|
582
|
alpar@9
|
583 double lpx_get_obj_val(LPX *lp)
|
alpar@9
|
584 { /* retrieve objective value (basic solution) */
|
alpar@9
|
585 return glp_get_obj_val(lp);
|
alpar@9
|
586 }
|
alpar@9
|
587
|
alpar@9
|
588 int lpx_get_row_stat(LPX *lp, int i)
|
alpar@9
|
589 { /* retrieve row status (basic solution) */
|
alpar@9
|
590 return glp_get_row_stat(lp, i) - GLP_BS + LPX_BS;
|
alpar@9
|
591 }
|
alpar@9
|
592
|
alpar@9
|
593 double lpx_get_row_prim(LPX *lp, int i)
|
alpar@9
|
594 { /* retrieve row primal value (basic solution) */
|
alpar@9
|
595 return glp_get_row_prim(lp, i);
|
alpar@9
|
596 }
|
alpar@9
|
597
|
alpar@9
|
598 double lpx_get_row_dual(LPX *lp, int i)
|
alpar@9
|
599 { /* retrieve row dual value (basic solution) */
|
alpar@9
|
600 return glp_get_row_dual(lp, i);
|
alpar@9
|
601 }
|
alpar@9
|
602
|
alpar@9
|
603 void lpx_get_row_info(glp_prob *lp, int i, int *tagx, double *vx,
|
alpar@9
|
604 double *dx)
|
alpar@9
|
605 { /* obtain row solution information */
|
alpar@9
|
606 if (tagx != NULL) *tagx = lpx_get_row_stat(lp, i);
|
alpar@9
|
607 if (vx != NULL) *vx = lpx_get_row_prim(lp, i);
|
alpar@9
|
608 if (dx != NULL) *dx = lpx_get_row_dual(lp, i);
|
alpar@9
|
609 return;
|
alpar@9
|
610 }
|
alpar@9
|
611
|
alpar@9
|
612 int lpx_get_col_stat(LPX *lp, int j)
|
alpar@9
|
613 { /* retrieve column status (basic solution) */
|
alpar@9
|
614 return glp_get_col_stat(lp, j) - GLP_BS + LPX_BS;
|
alpar@9
|
615 }
|
alpar@9
|
616
|
alpar@9
|
617 double lpx_get_col_prim(LPX *lp, int j)
|
alpar@9
|
618 { /* retrieve column primal value (basic solution) */
|
alpar@9
|
619 return glp_get_col_prim(lp, j);
|
alpar@9
|
620 }
|
alpar@9
|
621
|
alpar@9
|
622 double lpx_get_col_dual(glp_prob *lp, int j)
|
alpar@9
|
623 { /* retrieve column dual value (basic solution) */
|
alpar@9
|
624 return glp_get_col_dual(lp, j);
|
alpar@9
|
625 }
|
alpar@9
|
626
|
alpar@9
|
627 void lpx_get_col_info(glp_prob *lp, int j, int *tagx, double *vx,
|
alpar@9
|
628 double *dx)
|
alpar@9
|
629 { /* obtain column solution information */
|
alpar@9
|
630 if (tagx != NULL) *tagx = lpx_get_col_stat(lp, j);
|
alpar@9
|
631 if (vx != NULL) *vx = lpx_get_col_prim(lp, j);
|
alpar@9
|
632 if (dx != NULL) *dx = lpx_get_col_dual(lp, j);
|
alpar@9
|
633 return;
|
alpar@9
|
634 }
|
alpar@9
|
635
|
alpar@9
|
636 int lpx_get_ray_info(LPX *lp)
|
alpar@9
|
637 { /* determine what causes primal unboundness */
|
alpar@9
|
638 return glp_get_unbnd_ray(lp);
|
alpar@9
|
639 }
|
alpar@9
|
640
|
alpar@9
|
641 void lpx_check_kkt(LPX *lp, int scaled, LPXKKT *kkt)
|
alpar@9
|
642 { /* check Karush-Kuhn-Tucker conditions */
|
alpar@9
|
643 int ae_ind, re_ind;
|
alpar@9
|
644 double ae_max, re_max;
|
alpar@9
|
645 xassert(scaled == scaled);
|
alpar@9
|
646 _glp_check_kkt(lp, GLP_SOL, GLP_KKT_PE, &ae_max, &ae_ind, &re_max,
|
alpar@9
|
647 &re_ind);
|
alpar@9
|
648 kkt->pe_ae_max = ae_max;
|
alpar@9
|
649 kkt->pe_ae_row = ae_ind;
|
alpar@9
|
650 kkt->pe_re_max = re_max;
|
alpar@9
|
651 kkt->pe_re_row = re_ind;
|
alpar@9
|
652 if (re_max <= 1e-9)
|
alpar@9
|
653 kkt->pe_quality = 'H';
|
alpar@9
|
654 else if (re_max <= 1e-6)
|
alpar@9
|
655 kkt->pe_quality = 'M';
|
alpar@9
|
656 else if (re_max <= 1e-3)
|
alpar@9
|
657 kkt->pe_quality = 'L';
|
alpar@9
|
658 else
|
alpar@9
|
659 kkt->pe_quality = '?';
|
alpar@9
|
660 _glp_check_kkt(lp, GLP_SOL, GLP_KKT_PB, &ae_max, &ae_ind, &re_max,
|
alpar@9
|
661 &re_ind);
|
alpar@9
|
662 kkt->pb_ae_max = ae_max;
|
alpar@9
|
663 kkt->pb_ae_ind = ae_ind;
|
alpar@9
|
664 kkt->pb_re_max = re_max;
|
alpar@9
|
665 kkt->pb_re_ind = re_ind;
|
alpar@9
|
666 if (re_max <= 1e-9)
|
alpar@9
|
667 kkt->pb_quality = 'H';
|
alpar@9
|
668 else if (re_max <= 1e-6)
|
alpar@9
|
669 kkt->pb_quality = 'M';
|
alpar@9
|
670 else if (re_max <= 1e-3)
|
alpar@9
|
671 kkt->pb_quality = 'L';
|
alpar@9
|
672 else
|
alpar@9
|
673 kkt->pb_quality = '?';
|
alpar@9
|
674 _glp_check_kkt(lp, GLP_SOL, GLP_KKT_DE, &ae_max, &ae_ind, &re_max,
|
alpar@9
|
675 &re_ind);
|
alpar@9
|
676 kkt->de_ae_max = ae_max;
|
alpar@9
|
677 if (ae_ind == 0)
|
alpar@9
|
678 kkt->de_ae_col = 0;
|
alpar@9
|
679 else
|
alpar@9
|
680 kkt->de_ae_col = ae_ind - lp->m;
|
alpar@9
|
681 kkt->de_re_max = re_max;
|
alpar@9
|
682 if (re_ind == 0)
|
alpar@9
|
683 kkt->de_re_col = 0;
|
alpar@9
|
684 else
|
alpar@9
|
685 kkt->de_re_col = ae_ind - lp->m;
|
alpar@9
|
686 if (re_max <= 1e-9)
|
alpar@9
|
687 kkt->de_quality = 'H';
|
alpar@9
|
688 else if (re_max <= 1e-6)
|
alpar@9
|
689 kkt->de_quality = 'M';
|
alpar@9
|
690 else if (re_max <= 1e-3)
|
alpar@9
|
691 kkt->de_quality = 'L';
|
alpar@9
|
692 else
|
alpar@9
|
693 kkt->de_quality = '?';
|
alpar@9
|
694 _glp_check_kkt(lp, GLP_SOL, GLP_KKT_DB, &ae_max, &ae_ind, &re_max,
|
alpar@9
|
695 &re_ind);
|
alpar@9
|
696 kkt->db_ae_max = ae_max;
|
alpar@9
|
697 kkt->db_ae_ind = ae_ind;
|
alpar@9
|
698 kkt->db_re_max = re_max;
|
alpar@9
|
699 kkt->db_re_ind = re_ind;
|
alpar@9
|
700 if (re_max <= 1e-9)
|
alpar@9
|
701 kkt->db_quality = 'H';
|
alpar@9
|
702 else if (re_max <= 1e-6)
|
alpar@9
|
703 kkt->db_quality = 'M';
|
alpar@9
|
704 else if (re_max <= 1e-3)
|
alpar@9
|
705 kkt->db_quality = 'L';
|
alpar@9
|
706 else
|
alpar@9
|
707 kkt->db_quality = '?';
|
alpar@9
|
708 kkt->cs_ae_max = 0.0, kkt->cs_ae_ind = 0;
|
alpar@9
|
709 kkt->cs_re_max = 0.0, kkt->cs_re_ind = 0;
|
alpar@9
|
710 kkt->cs_quality = 'H';
|
alpar@9
|
711 return;
|
alpar@9
|
712 }
|
alpar@9
|
713
|
alpar@9
|
714 int lpx_warm_up(LPX *lp)
|
alpar@9
|
715 { /* "warm up" LP basis */
|
alpar@9
|
716 int ret;
|
alpar@9
|
717 ret = glp_warm_up(lp);
|
alpar@9
|
718 if (ret == 0)
|
alpar@9
|
719 ret = LPX_E_OK;
|
alpar@9
|
720 else if (ret == GLP_EBADB)
|
alpar@9
|
721 ret = LPX_E_BADB;
|
alpar@9
|
722 else if (ret == GLP_ESING)
|
alpar@9
|
723 ret = LPX_E_SING;
|
alpar@9
|
724 else if (ret == GLP_ECOND)
|
alpar@9
|
725 ret = LPX_E_SING;
|
alpar@9
|
726 else
|
alpar@9
|
727 xassert(ret != ret);
|
alpar@9
|
728 return ret;
|
alpar@9
|
729 }
|
alpar@9
|
730
|
alpar@9
|
731 int lpx_eval_tab_row(LPX *lp, int k, int ind[], double val[])
|
alpar@9
|
732 { /* compute row of the simplex tableau */
|
alpar@9
|
733 return glp_eval_tab_row(lp, k, ind, val);
|
alpar@9
|
734 }
|
alpar@9
|
735
|
alpar@9
|
736 int lpx_eval_tab_col(LPX *lp, int k, int ind[], double val[])
|
alpar@9
|
737 { /* compute column of the simplex tableau */
|
alpar@9
|
738 return glp_eval_tab_col(lp, k, ind, val);
|
alpar@9
|
739 }
|
alpar@9
|
740
|
alpar@9
|
741 int lpx_transform_row(LPX *lp, int len, int ind[], double val[])
|
alpar@9
|
742 { /* transform explicitly specified row */
|
alpar@9
|
743 return glp_transform_row(lp, len, ind, val);
|
alpar@9
|
744 }
|
alpar@9
|
745
|
alpar@9
|
746 int lpx_transform_col(LPX *lp, int len, int ind[], double val[])
|
alpar@9
|
747 { /* transform explicitly specified column */
|
alpar@9
|
748 return glp_transform_col(lp, len, ind, val);
|
alpar@9
|
749 }
|
alpar@9
|
750
|
alpar@9
|
751 int lpx_prim_ratio_test(LPX *lp, int len, const int ind[],
|
alpar@9
|
752 const double val[], int how, double tol)
|
alpar@9
|
753 { /* perform primal ratio test */
|
alpar@9
|
754 int piv;
|
alpar@9
|
755 piv = glp_prim_rtest(lp, len, ind, val, how, tol);
|
alpar@9
|
756 xassert(0 <= piv && piv <= len);
|
alpar@9
|
757 return piv == 0 ? 0 : ind[piv];
|
alpar@9
|
758 }
|
alpar@9
|
759
|
alpar@9
|
760 int lpx_dual_ratio_test(LPX *lp, int len, const int ind[],
|
alpar@9
|
761 const double val[], int how, double tol)
|
alpar@9
|
762 { /* perform dual ratio test */
|
alpar@9
|
763 int piv;
|
alpar@9
|
764 piv = glp_dual_rtest(lp, len, ind, val, how, tol);
|
alpar@9
|
765 xassert(0 <= piv && piv <= len);
|
alpar@9
|
766 return piv == 0 ? 0 : ind[piv];
|
alpar@9
|
767 }
|
alpar@9
|
768
|
alpar@9
|
769 int lpx_interior(LPX *lp)
|
alpar@9
|
770 { /* easy-to-use driver to the interior-point method */
|
alpar@9
|
771 int ret;
|
alpar@9
|
772 ret = glp_interior(lp, NULL);
|
alpar@9
|
773 switch (ret)
|
alpar@9
|
774 { case 0: ret = LPX_E_OK; break;
|
alpar@9
|
775 case GLP_EFAIL: ret = LPX_E_FAULT; break;
|
alpar@9
|
776 case GLP_ENOFEAS: ret = LPX_E_NOFEAS; break;
|
alpar@9
|
777 case GLP_ENOCVG: ret = LPX_E_NOCONV; break;
|
alpar@9
|
778 case GLP_EITLIM: ret = LPX_E_ITLIM; break;
|
alpar@9
|
779 case GLP_EINSTAB: ret = LPX_E_INSTAB; break;
|
alpar@9
|
780 default: xassert(ret != ret);
|
alpar@9
|
781 }
|
alpar@9
|
782 return ret;
|
alpar@9
|
783 }
|
alpar@9
|
784
|
alpar@9
|
785 int lpx_ipt_status(glp_prob *lp)
|
alpar@9
|
786 { /* retrieve status of interior-point solution */
|
alpar@9
|
787 int status;
|
alpar@9
|
788 switch (glp_ipt_status(lp))
|
alpar@9
|
789 { case GLP_UNDEF: status = LPX_T_UNDEF; break;
|
alpar@9
|
790 case GLP_OPT: status = LPX_T_OPT; break;
|
alpar@9
|
791 default: xassert(lp != lp);
|
alpar@9
|
792 }
|
alpar@9
|
793 return status;
|
alpar@9
|
794 }
|
alpar@9
|
795
|
alpar@9
|
796 double lpx_ipt_obj_val(LPX *lp)
|
alpar@9
|
797 { /* retrieve objective value (interior point) */
|
alpar@9
|
798 return glp_ipt_obj_val(lp);
|
alpar@9
|
799 }
|
alpar@9
|
800
|
alpar@9
|
801 double lpx_ipt_row_prim(LPX *lp, int i)
|
alpar@9
|
802 { /* retrieve row primal value (interior point) */
|
alpar@9
|
803 return glp_ipt_row_prim(lp, i);
|
alpar@9
|
804 }
|
alpar@9
|
805
|
alpar@9
|
806 double lpx_ipt_row_dual(LPX *lp, int i)
|
alpar@9
|
807 { /* retrieve row dual value (interior point) */
|
alpar@9
|
808 return glp_ipt_row_dual(lp, i);
|
alpar@9
|
809 }
|
alpar@9
|
810
|
alpar@9
|
811 double lpx_ipt_col_prim(LPX *lp, int j)
|
alpar@9
|
812 { /* retrieve column primal value (interior point) */
|
alpar@9
|
813 return glp_ipt_col_prim(lp, j);
|
alpar@9
|
814 }
|
alpar@9
|
815
|
alpar@9
|
816 double lpx_ipt_col_dual(LPX *lp, int j)
|
alpar@9
|
817 { /* retrieve column dual value (interior point) */
|
alpar@9
|
818 return glp_ipt_col_dual(lp, j);
|
alpar@9
|
819 }
|
alpar@9
|
820
|
alpar@9
|
821 void lpx_set_class(LPX *lp, int klass)
|
alpar@9
|
822 { /* set problem class */
|
alpar@9
|
823 xassert(lp == lp);
|
alpar@9
|
824 if (!(klass == LPX_LP || klass == LPX_MIP))
|
alpar@9
|
825 xerror("lpx_set_class: invalid problem class\n");
|
alpar@9
|
826 return;
|
alpar@9
|
827 }
|
alpar@9
|
828
|
alpar@9
|
829 int lpx_get_class(LPX *lp)
|
alpar@9
|
830 { /* determine problem klass */
|
alpar@9
|
831 return glp_get_num_int(lp) == 0 ? LPX_LP : LPX_MIP;
|
alpar@9
|
832 }
|
alpar@9
|
833
|
alpar@9
|
834 void lpx_set_col_kind(LPX *lp, int j, int kind)
|
alpar@9
|
835 { /* set (change) column kind */
|
alpar@9
|
836 glp_set_col_kind(lp, j, kind - LPX_CV + GLP_CV);
|
alpar@9
|
837 return;
|
alpar@9
|
838 }
|
alpar@9
|
839
|
alpar@9
|
840 int lpx_get_col_kind(LPX *lp, int j)
|
alpar@9
|
841 { /* retrieve column kind */
|
alpar@9
|
842 return glp_get_col_kind(lp, j) == GLP_CV ? LPX_CV : LPX_IV;
|
alpar@9
|
843 }
|
alpar@9
|
844
|
alpar@9
|
845 int lpx_get_num_int(LPX *lp)
|
alpar@9
|
846 { /* retrieve number of integer columns */
|
alpar@9
|
847 return glp_get_num_int(lp);
|
alpar@9
|
848 }
|
alpar@9
|
849
|
alpar@9
|
850 int lpx_get_num_bin(LPX *lp)
|
alpar@9
|
851 { /* retrieve number of binary columns */
|
alpar@9
|
852 return glp_get_num_bin(lp);
|
alpar@9
|
853 }
|
alpar@9
|
854
|
alpar@9
|
855 static int solve_mip(LPX *lp, int presolve)
|
alpar@9
|
856 { glp_iocp parm;
|
alpar@9
|
857 int ret;
|
alpar@9
|
858 glp_init_iocp(&parm);
|
alpar@9
|
859 switch (lpx_get_int_parm(lp, LPX_K_MSGLEV))
|
alpar@9
|
860 { case 0: parm.msg_lev = GLP_MSG_OFF; break;
|
alpar@9
|
861 case 1: parm.msg_lev = GLP_MSG_ERR; break;
|
alpar@9
|
862 case 2: parm.msg_lev = GLP_MSG_ON; break;
|
alpar@9
|
863 case 3: parm.msg_lev = GLP_MSG_ALL; break;
|
alpar@9
|
864 default: xassert(lp != lp);
|
alpar@9
|
865 }
|
alpar@9
|
866 switch (lpx_get_int_parm(lp, LPX_K_BRANCH))
|
alpar@9
|
867 { case 0: parm.br_tech = GLP_BR_FFV; break;
|
alpar@9
|
868 case 1: parm.br_tech = GLP_BR_LFV; break;
|
alpar@9
|
869 case 2: parm.br_tech = GLP_BR_DTH; break;
|
alpar@9
|
870 case 3: parm.br_tech = GLP_BR_MFV; break;
|
alpar@9
|
871 default: xassert(lp != lp);
|
alpar@9
|
872 }
|
alpar@9
|
873 switch (lpx_get_int_parm(lp, LPX_K_BTRACK))
|
alpar@9
|
874 { case 0: parm.bt_tech = GLP_BT_DFS; break;
|
alpar@9
|
875 case 1: parm.bt_tech = GLP_BT_BFS; break;
|
alpar@9
|
876 case 2: parm.bt_tech = GLP_BT_BPH; break;
|
alpar@9
|
877 case 3: parm.bt_tech = GLP_BT_BLB; break;
|
alpar@9
|
878 default: xassert(lp != lp);
|
alpar@9
|
879 }
|
alpar@9
|
880 parm.tol_int = lpx_get_real_parm(lp, LPX_K_TOLINT);
|
alpar@9
|
881 parm.tol_obj = lpx_get_real_parm(lp, LPX_K_TOLOBJ);
|
alpar@9
|
882 if (lpx_get_real_parm(lp, LPX_K_TMLIM) < 0.0 ||
|
alpar@9
|
883 lpx_get_real_parm(lp, LPX_K_TMLIM) > 1e6)
|
alpar@9
|
884 parm.tm_lim = INT_MAX;
|
alpar@9
|
885 else
|
alpar@9
|
886 parm.tm_lim =
|
alpar@9
|
887 (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_TMLIM));
|
alpar@9
|
888 parm.mip_gap = lpx_get_real_parm(lp, LPX_K_MIPGAP);
|
alpar@9
|
889 if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_GOMORY)
|
alpar@9
|
890 parm.gmi_cuts = GLP_ON;
|
alpar@9
|
891 else
|
alpar@9
|
892 parm.gmi_cuts = GLP_OFF;
|
alpar@9
|
893 if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_MIR)
|
alpar@9
|
894 parm.mir_cuts = GLP_ON;
|
alpar@9
|
895 else
|
alpar@9
|
896 parm.mir_cuts = GLP_OFF;
|
alpar@9
|
897 if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_COVER)
|
alpar@9
|
898 parm.cov_cuts = GLP_ON;
|
alpar@9
|
899 else
|
alpar@9
|
900 parm.cov_cuts = GLP_OFF;
|
alpar@9
|
901 if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_CLIQUE)
|
alpar@9
|
902 parm.clq_cuts = GLP_ON;
|
alpar@9
|
903 else
|
alpar@9
|
904 parm.clq_cuts = GLP_OFF;
|
alpar@9
|
905 parm.presolve = presolve;
|
alpar@9
|
906 if (lpx_get_int_parm(lp, LPX_K_BINARIZE))
|
alpar@9
|
907 parm.binarize = GLP_ON;
|
alpar@9
|
908 ret = glp_intopt(lp, &parm);
|
alpar@9
|
909 switch (ret)
|
alpar@9
|
910 { case 0: ret = LPX_E_OK; break;
|
alpar@9
|
911 case GLP_ENOPFS: ret = LPX_E_NOPFS; break;
|
alpar@9
|
912 case GLP_ENODFS: ret = LPX_E_NODFS; break;
|
alpar@9
|
913 case GLP_EBOUND:
|
alpar@9
|
914 case GLP_EROOT: ret = LPX_E_FAULT; break;
|
alpar@9
|
915 case GLP_EFAIL: ret = LPX_E_SING; break;
|
alpar@9
|
916 case GLP_EMIPGAP: ret = LPX_E_MIPGAP; break;
|
alpar@9
|
917 case GLP_ETMLIM: ret = LPX_E_TMLIM; break;
|
alpar@9
|
918 default: xassert(ret != ret);
|
alpar@9
|
919 }
|
alpar@9
|
920 return ret;
|
alpar@9
|
921 }
|
alpar@9
|
922
|
alpar@9
|
923 int lpx_integer(LPX *lp)
|
alpar@9
|
924 { /* easy-to-use driver to the branch-and-bound method */
|
alpar@9
|
925 return solve_mip(lp, GLP_OFF);
|
alpar@9
|
926 }
|
alpar@9
|
927
|
alpar@9
|
928 int lpx_intopt(LPX *lp)
|
alpar@9
|
929 { /* easy-to-use driver to the branch-and-bound method */
|
alpar@9
|
930 return solve_mip(lp, GLP_ON);
|
alpar@9
|
931 }
|
alpar@9
|
932
|
alpar@9
|
933 int lpx_mip_status(glp_prob *lp)
|
alpar@9
|
934 { /* retrieve status of MIP solution */
|
alpar@9
|
935 int status;
|
alpar@9
|
936 switch (glp_mip_status(lp))
|
alpar@9
|
937 { case GLP_UNDEF: status = LPX_I_UNDEF; break;
|
alpar@9
|
938 case GLP_OPT: status = LPX_I_OPT; break;
|
alpar@9
|
939 case GLP_FEAS: status = LPX_I_FEAS; break;
|
alpar@9
|
940 case GLP_NOFEAS: status = LPX_I_NOFEAS; break;
|
alpar@9
|
941 default: xassert(lp != lp);
|
alpar@9
|
942 }
|
alpar@9
|
943 return status;
|
alpar@9
|
944 }
|
alpar@9
|
945
|
alpar@9
|
946 double lpx_mip_obj_val(LPX *lp)
|
alpar@9
|
947 { /* retrieve objective value (MIP solution) */
|
alpar@9
|
948 return glp_mip_obj_val(lp);
|
alpar@9
|
949 }
|
alpar@9
|
950
|
alpar@9
|
951 double lpx_mip_row_val(LPX *lp, int i)
|
alpar@9
|
952 { /* retrieve row value (MIP solution) */
|
alpar@9
|
953 return glp_mip_row_val(lp, i);
|
alpar@9
|
954 }
|
alpar@9
|
955
|
alpar@9
|
956 double lpx_mip_col_val(LPX *lp, int j)
|
alpar@9
|
957 { /* retrieve column value (MIP solution) */
|
alpar@9
|
958 return glp_mip_col_val(lp, j);
|
alpar@9
|
959 }
|
alpar@9
|
960
|
alpar@9
|
961 void lpx_check_int(LPX *lp, LPXKKT *kkt)
|
alpar@9
|
962 { /* check integer feasibility conditions */
|
alpar@9
|
963 int ae_ind, re_ind;
|
alpar@9
|
964 double ae_max, re_max;
|
alpar@9
|
965 _glp_check_kkt(lp, GLP_MIP, GLP_KKT_PE, &ae_max, &ae_ind, &re_max,
|
alpar@9
|
966 &re_ind);
|
alpar@9
|
967 kkt->pe_ae_max = ae_max;
|
alpar@9
|
968 kkt->pe_ae_row = ae_ind;
|
alpar@9
|
969 kkt->pe_re_max = re_max;
|
alpar@9
|
970 kkt->pe_re_row = re_ind;
|
alpar@9
|
971 if (re_max <= 1e-9)
|
alpar@9
|
972 kkt->pe_quality = 'H';
|
alpar@9
|
973 else if (re_max <= 1e-6)
|
alpar@9
|
974 kkt->pe_quality = 'M';
|
alpar@9
|
975 else if (re_max <= 1e-3)
|
alpar@9
|
976 kkt->pe_quality = 'L';
|
alpar@9
|
977 else
|
alpar@9
|
978 kkt->pe_quality = '?';
|
alpar@9
|
979 _glp_check_kkt(lp, GLP_MIP, GLP_KKT_PB, &ae_max, &ae_ind, &re_max,
|
alpar@9
|
980 &re_ind);
|
alpar@9
|
981 kkt->pb_ae_max = ae_max;
|
alpar@9
|
982 kkt->pb_ae_ind = ae_ind;
|
alpar@9
|
983 kkt->pb_re_max = re_max;
|
alpar@9
|
984 kkt->pb_re_ind = re_ind;
|
alpar@9
|
985 if (re_max <= 1e-9)
|
alpar@9
|
986 kkt->pb_quality = 'H';
|
alpar@9
|
987 else if (re_max <= 1e-6)
|
alpar@9
|
988 kkt->pb_quality = 'M';
|
alpar@9
|
989 else if (re_max <= 1e-3)
|
alpar@9
|
990 kkt->pb_quality = 'L';
|
alpar@9
|
991 else
|
alpar@9
|
992 kkt->pb_quality = '?';
|
alpar@9
|
993 return;
|
alpar@9
|
994 }
|
alpar@9
|
995
|
alpar@9
|
996 #if 1 /* 17/XI-2009 */
|
alpar@9
|
997 static void reset_parms(LPX *lp)
|
alpar@9
|
998 { /* reset control parameters to default values */
|
alpar@9
|
999 struct LPXCPS *cps = lp->parms;
|
alpar@9
|
1000 xassert(cps != NULL);
|
alpar@9
|
1001 cps->msg_lev = 3;
|
alpar@9
|
1002 cps->scale = 1;
|
alpar@9
|
1003 cps->dual = 0;
|
alpar@9
|
1004 cps->price = 1;
|
alpar@9
|
1005 cps->relax = 0.07;
|
alpar@9
|
1006 cps->tol_bnd = 1e-7;
|
alpar@9
|
1007 cps->tol_dj = 1e-7;
|
alpar@9
|
1008 cps->tol_piv = 1e-9;
|
alpar@9
|
1009 cps->round = 0;
|
alpar@9
|
1010 cps->obj_ll = -DBL_MAX;
|
alpar@9
|
1011 cps->obj_ul = +DBL_MAX;
|
alpar@9
|
1012 cps->it_lim = -1;
|
alpar@9
|
1013 #if 0 /* 02/XII-2010 */
|
alpar@9
|
1014 lp->it_cnt = 0;
|
alpar@9
|
1015 #endif
|
alpar@9
|
1016 cps->tm_lim = -1.0;
|
alpar@9
|
1017 cps->out_frq = 200;
|
alpar@9
|
1018 cps->out_dly = 0.0;
|
alpar@9
|
1019 cps->branch = 2;
|
alpar@9
|
1020 cps->btrack = 3;
|
alpar@9
|
1021 cps->tol_int = 1e-5;
|
alpar@9
|
1022 cps->tol_obj = 1e-7;
|
alpar@9
|
1023 cps->mps_info = 1;
|
alpar@9
|
1024 cps->mps_obj = 2;
|
alpar@9
|
1025 cps->mps_orig = 0;
|
alpar@9
|
1026 cps->mps_wide = 1;
|
alpar@9
|
1027 cps->mps_free = 0;
|
alpar@9
|
1028 cps->mps_skip = 0;
|
alpar@9
|
1029 cps->lpt_orig = 0;
|
alpar@9
|
1030 cps->presol = 0;
|
alpar@9
|
1031 cps->binarize = 0;
|
alpar@9
|
1032 cps->use_cuts = 0;
|
alpar@9
|
1033 cps->mip_gap = 0.0;
|
alpar@9
|
1034 return;
|
alpar@9
|
1035 }
|
alpar@9
|
1036 #endif
|
alpar@9
|
1037
|
alpar@9
|
1038 #if 1 /* 17/XI-2009 */
|
alpar@9
|
1039 static struct LPXCPS *access_parms(LPX *lp)
|
alpar@9
|
1040 { /* allocate and initialize control parameters, if necessary */
|
alpar@9
|
1041 if (lp->parms == NULL)
|
alpar@9
|
1042 { lp->parms = xmalloc(sizeof(struct LPXCPS));
|
alpar@9
|
1043 reset_parms(lp);
|
alpar@9
|
1044 }
|
alpar@9
|
1045 return lp->parms;
|
alpar@9
|
1046 }
|
alpar@9
|
1047 #endif
|
alpar@9
|
1048
|
alpar@9
|
1049 #if 1 /* 17/XI-2009 */
|
alpar@9
|
1050 void lpx_reset_parms(LPX *lp)
|
alpar@9
|
1051 { /* reset control parameters to default values */
|
alpar@9
|
1052 access_parms(lp);
|
alpar@9
|
1053 reset_parms(lp);
|
alpar@9
|
1054 return;
|
alpar@9
|
1055 }
|
alpar@9
|
1056 #endif
|
alpar@9
|
1057
|
alpar@9
|
1058 void lpx_set_int_parm(LPX *lp, int parm, int val)
|
alpar@9
|
1059 { /* set (change) integer control parameter */
|
alpar@9
|
1060 #if 0 /* 17/XI-2009 */
|
alpar@9
|
1061 struct LPXCPS *cps = lp->cps;
|
alpar@9
|
1062 #else
|
alpar@9
|
1063 struct LPXCPS *cps = access_parms(lp);
|
alpar@9
|
1064 #endif
|
alpar@9
|
1065 switch (parm)
|
alpar@9
|
1066 { case LPX_K_MSGLEV:
|
alpar@9
|
1067 if (!(0 <= val && val <= 3))
|
alpar@9
|
1068 xerror("lpx_set_int_parm: MSGLEV = %d; invalid value\n",
|
alpar@9
|
1069 val);
|
alpar@9
|
1070 cps->msg_lev = val;
|
alpar@9
|
1071 break;
|
alpar@9
|
1072 case LPX_K_SCALE:
|
alpar@9
|
1073 if (!(0 <= val && val <= 3))
|
alpar@9
|
1074 xerror("lpx_set_int_parm: SCALE = %d; invalid value\n",
|
alpar@9
|
1075 val);
|
alpar@9
|
1076 cps->scale = val;
|
alpar@9
|
1077 break;
|
alpar@9
|
1078 case LPX_K_DUAL:
|
alpar@9
|
1079 if (!(val == 0 || val == 1))
|
alpar@9
|
1080 xerror("lpx_set_int_parm: DUAL = %d; invalid value\n",
|
alpar@9
|
1081 val);
|
alpar@9
|
1082 cps->dual = val;
|
alpar@9
|
1083 break;
|
alpar@9
|
1084 case LPX_K_PRICE:
|
alpar@9
|
1085 if (!(val == 0 || val == 1))
|
alpar@9
|
1086 xerror("lpx_set_int_parm: PRICE = %d; invalid value\n",
|
alpar@9
|
1087 val);
|
alpar@9
|
1088 cps->price = val;
|
alpar@9
|
1089 break;
|
alpar@9
|
1090 case LPX_K_ROUND:
|
alpar@9
|
1091 if (!(val == 0 || val == 1))
|
alpar@9
|
1092 xerror("lpx_set_int_parm: ROUND = %d; invalid value\n",
|
alpar@9
|
1093 val);
|
alpar@9
|
1094 cps->round = val;
|
alpar@9
|
1095 break;
|
alpar@9
|
1096 case LPX_K_ITLIM:
|
alpar@9
|
1097 cps->it_lim = val;
|
alpar@9
|
1098 break;
|
alpar@9
|
1099 case LPX_K_ITCNT:
|
alpar@9
|
1100 lp->it_cnt = val;
|
alpar@9
|
1101 break;
|
alpar@9
|
1102 case LPX_K_OUTFRQ:
|
alpar@9
|
1103 if (!(val > 0))
|
alpar@9
|
1104 xerror("lpx_set_int_parm: OUTFRQ = %d; invalid value\n",
|
alpar@9
|
1105 val);
|
alpar@9
|
1106 cps->out_frq = val;
|
alpar@9
|
1107 break;
|
alpar@9
|
1108 case LPX_K_BRANCH:
|
alpar@9
|
1109 if (!(val == 0 || val == 1 || val == 2 || val == 3))
|
alpar@9
|
1110 xerror("lpx_set_int_parm: BRANCH = %d; invalid value\n",
|
alpar@9
|
1111 val);
|
alpar@9
|
1112 cps->branch = val;
|
alpar@9
|
1113 break;
|
alpar@9
|
1114 case LPX_K_BTRACK:
|
alpar@9
|
1115 if (!(val == 0 || val == 1 || val == 2 || val == 3))
|
alpar@9
|
1116 xerror("lpx_set_int_parm: BTRACK = %d; invalid value\n",
|
alpar@9
|
1117 val);
|
alpar@9
|
1118 cps->btrack = val;
|
alpar@9
|
1119 break;
|
alpar@9
|
1120 case LPX_K_MPSINFO:
|
alpar@9
|
1121 if (!(val == 0 || val == 1))
|
alpar@9
|
1122 xerror("lpx_set_int_parm: MPSINFO = %d; invalid value\n",
|
alpar@9
|
1123 val);
|
alpar@9
|
1124 cps->mps_info = val;
|
alpar@9
|
1125 break;
|
alpar@9
|
1126 case LPX_K_MPSOBJ:
|
alpar@9
|
1127 if (!(val == 0 || val == 1 || val == 2))
|
alpar@9
|
1128 xerror("lpx_set_int_parm: MPSOBJ = %d; invalid value\n",
|
alpar@9
|
1129 val);
|
alpar@9
|
1130 cps->mps_obj = val;
|
alpar@9
|
1131 break;
|
alpar@9
|
1132 case LPX_K_MPSORIG:
|
alpar@9
|
1133 if (!(val == 0 || val == 1))
|
alpar@9
|
1134 xerror("lpx_set_int_parm: MPSORIG = %d; invalid value\n",
|
alpar@9
|
1135 val);
|
alpar@9
|
1136 cps->mps_orig = val;
|
alpar@9
|
1137 break;
|
alpar@9
|
1138 case LPX_K_MPSWIDE:
|
alpar@9
|
1139 if (!(val == 0 || val == 1))
|
alpar@9
|
1140 xerror("lpx_set_int_parm: MPSWIDE = %d; invalid value\n",
|
alpar@9
|
1141 val);
|
alpar@9
|
1142 cps->mps_wide = val;
|
alpar@9
|
1143 break;
|
alpar@9
|
1144 case LPX_K_MPSFREE:
|
alpar@9
|
1145 if (!(val == 0 || val == 1))
|
alpar@9
|
1146 xerror("lpx_set_int_parm: MPSFREE = %d; invalid value\n",
|
alpar@9
|
1147 val);
|
alpar@9
|
1148 cps->mps_free = val;
|
alpar@9
|
1149 break;
|
alpar@9
|
1150 case LPX_K_MPSSKIP:
|
alpar@9
|
1151 if (!(val == 0 || val == 1))
|
alpar@9
|
1152 xerror("lpx_set_int_parm: MPSSKIP = %d; invalid value\n",
|
alpar@9
|
1153 val);
|
alpar@9
|
1154 cps->mps_skip = val;
|
alpar@9
|
1155 break;
|
alpar@9
|
1156 case LPX_K_LPTORIG:
|
alpar@9
|
1157 if (!(val == 0 || val == 1))
|
alpar@9
|
1158 xerror("lpx_set_int_parm: LPTORIG = %d; invalid value\n",
|
alpar@9
|
1159 val);
|
alpar@9
|
1160 cps->lpt_orig = val;
|
alpar@9
|
1161 break;
|
alpar@9
|
1162 case LPX_K_PRESOL:
|
alpar@9
|
1163 if (!(val == 0 || val == 1))
|
alpar@9
|
1164 xerror("lpx_set_int_parm: PRESOL = %d; invalid value\n",
|
alpar@9
|
1165 val);
|
alpar@9
|
1166 cps->presol = val;
|
alpar@9
|
1167 break;
|
alpar@9
|
1168 case LPX_K_BINARIZE:
|
alpar@9
|
1169 if (!(val == 0 || val == 1))
|
alpar@9
|
1170 xerror("lpx_set_int_parm: BINARIZE = %d; invalid value\n"
|
alpar@9
|
1171 , val);
|
alpar@9
|
1172 cps->binarize = val;
|
alpar@9
|
1173 break;
|
alpar@9
|
1174 case LPX_K_USECUTS:
|
alpar@9
|
1175 if (val & ~LPX_C_ALL)
|
alpar@9
|
1176 xerror("lpx_set_int_parm: USECUTS = 0x%X; invalid value\n",
|
alpar@9
|
1177 val);
|
alpar@9
|
1178 cps->use_cuts = val;
|
alpar@9
|
1179 break;
|
alpar@9
|
1180 case LPX_K_BFTYPE:
|
alpar@9
|
1181 #if 0
|
alpar@9
|
1182 if (!(1 <= val && val <= 3))
|
alpar@9
|
1183 xerror("lpx_set_int_parm: BFTYPE = %d; invalid value\n",
|
alpar@9
|
1184 val);
|
alpar@9
|
1185 cps->bf_type = val;
|
alpar@9
|
1186 #else
|
alpar@9
|
1187 { glp_bfcp parm;
|
alpar@9
|
1188 glp_get_bfcp(lp, &parm);
|
alpar@9
|
1189 switch (val)
|
alpar@9
|
1190 { case 1:
|
alpar@9
|
1191 parm.type = GLP_BF_FT; break;
|
alpar@9
|
1192 case 2:
|
alpar@9
|
1193 parm.type = GLP_BF_BG; break;
|
alpar@9
|
1194 case 3:
|
alpar@9
|
1195 parm.type = GLP_BF_GR; break;
|
alpar@9
|
1196 default:
|
alpar@9
|
1197 xerror("lpx_set_int_parm: BFTYPE = %d; invalid val"
|
alpar@9
|
1198 "ue\n", val);
|
alpar@9
|
1199 }
|
alpar@9
|
1200 glp_set_bfcp(lp, &parm);
|
alpar@9
|
1201 }
|
alpar@9
|
1202 #endif
|
alpar@9
|
1203 break;
|
alpar@9
|
1204 default:
|
alpar@9
|
1205 xerror("lpx_set_int_parm: parm = %d; invalid parameter\n",
|
alpar@9
|
1206 parm);
|
alpar@9
|
1207 }
|
alpar@9
|
1208 return;
|
alpar@9
|
1209 }
|
alpar@9
|
1210
|
alpar@9
|
1211 int lpx_get_int_parm(LPX *lp, int parm)
|
alpar@9
|
1212 { /* query integer control parameter */
|
alpar@9
|
1213 #if 0 /* 17/XI-2009 */
|
alpar@9
|
1214 struct LPXCPS *cps = lp->cps;
|
alpar@9
|
1215 #else
|
alpar@9
|
1216 struct LPXCPS *cps = access_parms(lp);
|
alpar@9
|
1217 #endif
|
alpar@9
|
1218 int val = 0;
|
alpar@9
|
1219 switch (parm)
|
alpar@9
|
1220 { case LPX_K_MSGLEV:
|
alpar@9
|
1221 val = cps->msg_lev; break;
|
alpar@9
|
1222 case LPX_K_SCALE:
|
alpar@9
|
1223 val = cps->scale; break;
|
alpar@9
|
1224 case LPX_K_DUAL:
|
alpar@9
|
1225 val = cps->dual; break;
|
alpar@9
|
1226 case LPX_K_PRICE:
|
alpar@9
|
1227 val = cps->price; break;
|
alpar@9
|
1228 case LPX_K_ROUND:
|
alpar@9
|
1229 val = cps->round; break;
|
alpar@9
|
1230 case LPX_K_ITLIM:
|
alpar@9
|
1231 val = cps->it_lim; break;
|
alpar@9
|
1232 case LPX_K_ITCNT:
|
alpar@9
|
1233 val = lp->it_cnt; break;
|
alpar@9
|
1234 case LPX_K_OUTFRQ:
|
alpar@9
|
1235 val = cps->out_frq; break;
|
alpar@9
|
1236 case LPX_K_BRANCH:
|
alpar@9
|
1237 val = cps->branch; break;
|
alpar@9
|
1238 case LPX_K_BTRACK:
|
alpar@9
|
1239 val = cps->btrack; break;
|
alpar@9
|
1240 case LPX_K_MPSINFO:
|
alpar@9
|
1241 val = cps->mps_info; break;
|
alpar@9
|
1242 case LPX_K_MPSOBJ:
|
alpar@9
|
1243 val = cps->mps_obj; break;
|
alpar@9
|
1244 case LPX_K_MPSORIG:
|
alpar@9
|
1245 val = cps->mps_orig; break;
|
alpar@9
|
1246 case LPX_K_MPSWIDE:
|
alpar@9
|
1247 val = cps->mps_wide; break;
|
alpar@9
|
1248 case LPX_K_MPSFREE:
|
alpar@9
|
1249 val = cps->mps_free; break;
|
alpar@9
|
1250 case LPX_K_MPSSKIP:
|
alpar@9
|
1251 val = cps->mps_skip; break;
|
alpar@9
|
1252 case LPX_K_LPTORIG:
|
alpar@9
|
1253 val = cps->lpt_orig; break;
|
alpar@9
|
1254 case LPX_K_PRESOL:
|
alpar@9
|
1255 val = cps->presol; break;
|
alpar@9
|
1256 case LPX_K_BINARIZE:
|
alpar@9
|
1257 val = cps->binarize; break;
|
alpar@9
|
1258 case LPX_K_USECUTS:
|
alpar@9
|
1259 val = cps->use_cuts; break;
|
alpar@9
|
1260 case LPX_K_BFTYPE:
|
alpar@9
|
1261 #if 0
|
alpar@9
|
1262 val = cps->bf_type; break;
|
alpar@9
|
1263 #else
|
alpar@9
|
1264 { glp_bfcp parm;
|
alpar@9
|
1265 glp_get_bfcp(lp, &parm);
|
alpar@9
|
1266 switch (parm.type)
|
alpar@9
|
1267 { case GLP_BF_FT:
|
alpar@9
|
1268 val = 1; break;
|
alpar@9
|
1269 case GLP_BF_BG:
|
alpar@9
|
1270 val = 2; break;
|
alpar@9
|
1271 case GLP_BF_GR:
|
alpar@9
|
1272 val = 3; break;
|
alpar@9
|
1273 default:
|
alpar@9
|
1274 xassert(lp != lp);
|
alpar@9
|
1275 }
|
alpar@9
|
1276 }
|
alpar@9
|
1277 break;
|
alpar@9
|
1278 #endif
|
alpar@9
|
1279 default:
|
alpar@9
|
1280 xerror("lpx_get_int_parm: parm = %d; invalid parameter\n",
|
alpar@9
|
1281 parm);
|
alpar@9
|
1282 }
|
alpar@9
|
1283 return val;
|
alpar@9
|
1284 }
|
alpar@9
|
1285
|
alpar@9
|
1286 void lpx_set_real_parm(LPX *lp, int parm, double val)
|
alpar@9
|
1287 { /* set (change) real control parameter */
|
alpar@9
|
1288 #if 0 /* 17/XI-2009 */
|
alpar@9
|
1289 struct LPXCPS *cps = lp->cps;
|
alpar@9
|
1290 #else
|
alpar@9
|
1291 struct LPXCPS *cps = access_parms(lp);
|
alpar@9
|
1292 #endif
|
alpar@9
|
1293 switch (parm)
|
alpar@9
|
1294 { case LPX_K_RELAX:
|
alpar@9
|
1295 if (!(0.0 <= val && val <= 1.0))
|
alpar@9
|
1296 xerror("lpx_set_real_parm: RELAX = %g; invalid value\n",
|
alpar@9
|
1297 val);
|
alpar@9
|
1298 cps->relax = val;
|
alpar@9
|
1299 break;
|
alpar@9
|
1300 case LPX_K_TOLBND:
|
alpar@9
|
1301 if (!(DBL_EPSILON <= val && val <= 0.001))
|
alpar@9
|
1302 xerror("lpx_set_real_parm: TOLBND = %g; invalid value\n",
|
alpar@9
|
1303 val);
|
alpar@9
|
1304 #if 0
|
alpar@9
|
1305 if (cps->tol_bnd > val)
|
alpar@9
|
1306 { /* invalidate the basic solution */
|
alpar@9
|
1307 lp->p_stat = LPX_P_UNDEF;
|
alpar@9
|
1308 lp->d_stat = LPX_D_UNDEF;
|
alpar@9
|
1309 }
|
alpar@9
|
1310 #endif
|
alpar@9
|
1311 cps->tol_bnd = val;
|
alpar@9
|
1312 break;
|
alpar@9
|
1313 case LPX_K_TOLDJ:
|
alpar@9
|
1314 if (!(DBL_EPSILON <= val && val <= 0.001))
|
alpar@9
|
1315 xerror("lpx_set_real_parm: TOLDJ = %g; invalid value\n",
|
alpar@9
|
1316 val);
|
alpar@9
|
1317 #if 0
|
alpar@9
|
1318 if (cps->tol_dj > val)
|
alpar@9
|
1319 { /* invalidate the basic solution */
|
alpar@9
|
1320 lp->p_stat = LPX_P_UNDEF;
|
alpar@9
|
1321 lp->d_stat = LPX_D_UNDEF;
|
alpar@9
|
1322 }
|
alpar@9
|
1323 #endif
|
alpar@9
|
1324 cps->tol_dj = val;
|
alpar@9
|
1325 break;
|
alpar@9
|
1326 case LPX_K_TOLPIV:
|
alpar@9
|
1327 if (!(DBL_EPSILON <= val && val <= 0.001))
|
alpar@9
|
1328 xerror("lpx_set_real_parm: TOLPIV = %g; invalid value\n",
|
alpar@9
|
1329 val);
|
alpar@9
|
1330 cps->tol_piv = val;
|
alpar@9
|
1331 break;
|
alpar@9
|
1332 case LPX_K_OBJLL:
|
alpar@9
|
1333 cps->obj_ll = val;
|
alpar@9
|
1334 break;
|
alpar@9
|
1335 case LPX_K_OBJUL:
|
alpar@9
|
1336 cps->obj_ul = val;
|
alpar@9
|
1337 break;
|
alpar@9
|
1338 case LPX_K_TMLIM:
|
alpar@9
|
1339 cps->tm_lim = val;
|
alpar@9
|
1340 break;
|
alpar@9
|
1341 case LPX_K_OUTDLY:
|
alpar@9
|
1342 cps->out_dly = val;
|
alpar@9
|
1343 break;
|
alpar@9
|
1344 case LPX_K_TOLINT:
|
alpar@9
|
1345 if (!(DBL_EPSILON <= val && val <= 0.001))
|
alpar@9
|
1346 xerror("lpx_set_real_parm: TOLINT = %g; invalid value\n",
|
alpar@9
|
1347 val);
|
alpar@9
|
1348 cps->tol_int = val;
|
alpar@9
|
1349 break;
|
alpar@9
|
1350 case LPX_K_TOLOBJ:
|
alpar@9
|
1351 if (!(DBL_EPSILON <= val && val <= 0.001))
|
alpar@9
|
1352 xerror("lpx_set_real_parm: TOLOBJ = %g; invalid value\n",
|
alpar@9
|
1353 val);
|
alpar@9
|
1354 cps->tol_obj = val;
|
alpar@9
|
1355 break;
|
alpar@9
|
1356 case LPX_K_MIPGAP:
|
alpar@9
|
1357 if (val < 0.0)
|
alpar@9
|
1358 xerror("lpx_set_real_parm: MIPGAP = %g; invalid value\n",
|
alpar@9
|
1359 val);
|
alpar@9
|
1360 cps->mip_gap = val;
|
alpar@9
|
1361 break;
|
alpar@9
|
1362 default:
|
alpar@9
|
1363 xerror("lpx_set_real_parm: parm = %d; invalid parameter\n",
|
alpar@9
|
1364 parm);
|
alpar@9
|
1365 }
|
alpar@9
|
1366 return;
|
alpar@9
|
1367 }
|
alpar@9
|
1368
|
alpar@9
|
1369 double lpx_get_real_parm(LPX *lp, int parm)
|
alpar@9
|
1370 { /* query real control parameter */
|
alpar@9
|
1371 #if 0 /* 17/XI-2009 */
|
alpar@9
|
1372 struct LPXCPS *cps = lp->cps;
|
alpar@9
|
1373 #else
|
alpar@9
|
1374 struct LPXCPS *cps = access_parms(lp);
|
alpar@9
|
1375 #endif
|
alpar@9
|
1376 double val = 0.0;
|
alpar@9
|
1377 switch (parm)
|
alpar@9
|
1378 { case LPX_K_RELAX:
|
alpar@9
|
1379 val = cps->relax;
|
alpar@9
|
1380 break;
|
alpar@9
|
1381 case LPX_K_TOLBND:
|
alpar@9
|
1382 val = cps->tol_bnd;
|
alpar@9
|
1383 break;
|
alpar@9
|
1384 case LPX_K_TOLDJ:
|
alpar@9
|
1385 val = cps->tol_dj;
|
alpar@9
|
1386 break;
|
alpar@9
|
1387 case LPX_K_TOLPIV:
|
alpar@9
|
1388 val = cps->tol_piv;
|
alpar@9
|
1389 break;
|
alpar@9
|
1390 case LPX_K_OBJLL:
|
alpar@9
|
1391 val = cps->obj_ll;
|
alpar@9
|
1392 break;
|
alpar@9
|
1393 case LPX_K_OBJUL:
|
alpar@9
|
1394 val = cps->obj_ul;
|
alpar@9
|
1395 break;
|
alpar@9
|
1396 case LPX_K_TMLIM:
|
alpar@9
|
1397 val = cps->tm_lim;
|
alpar@9
|
1398 break;
|
alpar@9
|
1399 case LPX_K_OUTDLY:
|
alpar@9
|
1400 val = cps->out_dly;
|
alpar@9
|
1401 break;
|
alpar@9
|
1402 case LPX_K_TOLINT:
|
alpar@9
|
1403 val = cps->tol_int;
|
alpar@9
|
1404 break;
|
alpar@9
|
1405 case LPX_K_TOLOBJ:
|
alpar@9
|
1406 val = cps->tol_obj;
|
alpar@9
|
1407 break;
|
alpar@9
|
1408 case LPX_K_MIPGAP:
|
alpar@9
|
1409 val = cps->mip_gap;
|
alpar@9
|
1410 break;
|
alpar@9
|
1411 default:
|
alpar@9
|
1412 xerror("lpx_get_real_parm: parm = %d; invalid parameter\n",
|
alpar@9
|
1413 parm);
|
alpar@9
|
1414 }
|
alpar@9
|
1415 return val;
|
alpar@9
|
1416 }
|
alpar@9
|
1417
|
alpar@9
|
1418 LPX *lpx_read_mps(const char *fname)
|
alpar@9
|
1419 { /* read problem data in fixed MPS format */
|
alpar@9
|
1420 LPX *lp = lpx_create_prob();
|
alpar@9
|
1421 if (glp_read_mps(lp, GLP_MPS_DECK, NULL, fname))
|
alpar@9
|
1422 lpx_delete_prob(lp), lp = NULL;
|
alpar@9
|
1423 return lp;
|
alpar@9
|
1424 }
|
alpar@9
|
1425
|
alpar@9
|
1426 int lpx_write_mps(LPX *lp, const char *fname)
|
alpar@9
|
1427 { /* write problem data in fixed MPS format */
|
alpar@9
|
1428 return glp_write_mps(lp, GLP_MPS_DECK, NULL, fname);
|
alpar@9
|
1429 }
|
alpar@9
|
1430
|
alpar@9
|
1431 int lpx_read_bas(LPX *lp, const char *fname)
|
alpar@9
|
1432 { /* read LP basis in fixed MPS format */
|
alpar@9
|
1433 #if 0 /* 13/IV-2009 */
|
alpar@9
|
1434 return read_bas(lp, fname);
|
alpar@9
|
1435 #else
|
alpar@9
|
1436 xassert(lp == lp);
|
alpar@9
|
1437 xassert(fname == fname);
|
alpar@9
|
1438 xerror("lpx_read_bas: operation not supported\n");
|
alpar@9
|
1439 return 0;
|
alpar@9
|
1440 #endif
|
alpar@9
|
1441 }
|
alpar@9
|
1442
|
alpar@9
|
1443 int lpx_write_bas(LPX *lp, const char *fname)
|
alpar@9
|
1444 { /* write LP basis in fixed MPS format */
|
alpar@9
|
1445 #if 0 /* 13/IV-2009 */
|
alpar@9
|
1446 return write_bas(lp, fname);
|
alpar@9
|
1447 #else
|
alpar@9
|
1448 xassert(lp == lp);
|
alpar@9
|
1449 xassert(fname == fname);
|
alpar@9
|
1450 xerror("lpx_write_bas: operation not supported\n");
|
alpar@9
|
1451 return 0;
|
alpar@9
|
1452 #endif
|
alpar@9
|
1453 }
|
alpar@9
|
1454
|
alpar@9
|
1455 LPX *lpx_read_freemps(const char *fname)
|
alpar@9
|
1456 { /* read problem data in free MPS format */
|
alpar@9
|
1457 LPX *lp = lpx_create_prob();
|
alpar@9
|
1458 if (glp_read_mps(lp, GLP_MPS_FILE, NULL, fname))
|
alpar@9
|
1459 lpx_delete_prob(lp), lp = NULL;
|
alpar@9
|
1460 return lp;
|
alpar@9
|
1461 }
|
alpar@9
|
1462
|
alpar@9
|
1463 int lpx_write_freemps(LPX *lp, const char *fname)
|
alpar@9
|
1464 { /* write problem data in free MPS format */
|
alpar@9
|
1465 return glp_write_mps(lp, GLP_MPS_FILE, NULL, fname);
|
alpar@9
|
1466 }
|
alpar@9
|
1467
|
alpar@9
|
1468 LPX *lpx_read_cpxlp(const char *fname)
|
alpar@9
|
1469 { /* read problem data in CPLEX LP format */
|
alpar@9
|
1470 LPX *lp;
|
alpar@9
|
1471 lp = lpx_create_prob();
|
alpar@9
|
1472 if (glp_read_lp(lp, NULL, fname))
|
alpar@9
|
1473 lpx_delete_prob(lp), lp = NULL;
|
alpar@9
|
1474 return lp;
|
alpar@9
|
1475 }
|
alpar@9
|
1476
|
alpar@9
|
1477 int lpx_write_cpxlp(LPX *lp, const char *fname)
|
alpar@9
|
1478 { /* write problem data in CPLEX LP format */
|
alpar@9
|
1479 return glp_write_lp(lp, NULL, fname);
|
alpar@9
|
1480 }
|
alpar@9
|
1481
|
alpar@9
|
1482 LPX *lpx_read_model(const char *model, const char *data, const char
|
alpar@9
|
1483 *output)
|
alpar@9
|
1484 { /* read LP/MIP model written in GNU MathProg language */
|
alpar@9
|
1485 LPX *lp = NULL;
|
alpar@9
|
1486 glp_tran *tran;
|
alpar@9
|
1487 /* allocate the translator workspace */
|
alpar@9
|
1488 tran = glp_mpl_alloc_wksp();
|
alpar@9
|
1489 /* read model section and optional data section */
|
alpar@9
|
1490 if (glp_mpl_read_model(tran, model, data != NULL)) goto done;
|
alpar@9
|
1491 /* read separate data section, if required */
|
alpar@9
|
1492 if (data != NULL)
|
alpar@9
|
1493 if (glp_mpl_read_data(tran, data)) goto done;
|
alpar@9
|
1494 /* generate the model */
|
alpar@9
|
1495 if (glp_mpl_generate(tran, output)) goto done;
|
alpar@9
|
1496 /* build the problem instance from the model */
|
alpar@9
|
1497 lp = glp_create_prob();
|
alpar@9
|
1498 glp_mpl_build_prob(tran, lp);
|
alpar@9
|
1499 done: /* free the translator workspace */
|
alpar@9
|
1500 glp_mpl_free_wksp(tran);
|
alpar@9
|
1501 /* bring the problem object to the calling program */
|
alpar@9
|
1502 return lp;
|
alpar@9
|
1503 }
|
alpar@9
|
1504
|
alpar@9
|
1505 int lpx_print_prob(LPX *lp, const char *fname)
|
alpar@9
|
1506 { /* write problem data in plain text format */
|
alpar@9
|
1507 return glp_write_lp(lp, NULL, fname);
|
alpar@9
|
1508 }
|
alpar@9
|
1509
|
alpar@9
|
1510 int lpx_print_sol(LPX *lp, const char *fname)
|
alpar@9
|
1511 { /* write LP problem solution in printable format */
|
alpar@9
|
1512 return glp_print_sol(lp, fname);
|
alpar@9
|
1513 }
|
alpar@9
|
1514
|
alpar@9
|
1515 int lpx_print_sens_bnds(LPX *lp, const char *fname)
|
alpar@9
|
1516 { /* write bounds sensitivity information */
|
alpar@9
|
1517 if (glp_get_status(lp) == GLP_OPT && !glp_bf_exists(lp))
|
alpar@9
|
1518 glp_factorize(lp);
|
alpar@9
|
1519 return glp_print_ranges(lp, 0, NULL, 0, fname);
|
alpar@9
|
1520 }
|
alpar@9
|
1521
|
alpar@9
|
1522 int lpx_print_ips(LPX *lp, const char *fname)
|
alpar@9
|
1523 { /* write interior point solution in printable format */
|
alpar@9
|
1524 return glp_print_ipt(lp, fname);
|
alpar@9
|
1525 }
|
alpar@9
|
1526
|
alpar@9
|
1527 int lpx_print_mip(LPX *lp, const char *fname)
|
alpar@9
|
1528 { /* write MIP problem solution in printable format */
|
alpar@9
|
1529 return glp_print_mip(lp, fname);
|
alpar@9
|
1530 }
|
alpar@9
|
1531
|
alpar@9
|
1532 int lpx_is_b_avail(glp_prob *lp)
|
alpar@9
|
1533 { /* check if LP basis is available */
|
alpar@9
|
1534 return glp_bf_exists(lp);
|
alpar@9
|
1535 }
|
alpar@9
|
1536
|
alpar@9
|
1537 int lpx_main(int argc, const char *argv[])
|
alpar@9
|
1538 { /* stand-alone LP/MIP solver */
|
alpar@9
|
1539 return glp_main(argc, argv);
|
alpar@9
|
1540 }
|
alpar@9
|
1541
|
alpar@9
|
1542 /* eof */
|