lemon-project-template-glpk

annotate deps/glpk/src/glpapi14.c @ 11:4fc6ad2fb8a6

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Test GLPK in src/main.cc
author Alpar Juttner <alpar@cs.elte.hu>
date Sun, 06 Nov 2011 21:43:29 +0100
parents
children
rev   line source
alpar@9 1 /* glpapi14.c (processing models in GNU MathProg language) */
alpar@9 2
alpar@9 3 /***********************************************************************
alpar@9 4 * This code is part of GLPK (GNU Linear Programming Kit).
alpar@9 5 *
alpar@9 6 * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
alpar@9 7 * 2009, 2010, 2011 Andrew Makhorin, Department for Applied Informatics,
alpar@9 8 * Moscow Aviation Institute, Moscow, Russia. All rights reserved.
alpar@9 9 * E-mail: <mao@gnu.org>.
alpar@9 10 *
alpar@9 11 * GLPK is free software: you can redistribute it and/or modify it
alpar@9 12 * under the terms of the GNU General Public License as published by
alpar@9 13 * the Free Software Foundation, either version 3 of the License, or
alpar@9 14 * (at your option) any later version.
alpar@9 15 *
alpar@9 16 * GLPK is distributed in the hope that it will be useful, but WITHOUT
alpar@9 17 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
alpar@9 18 * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
alpar@9 19 * License for more details.
alpar@9 20 *
alpar@9 21 * You should have received a copy of the GNU General Public License
alpar@9 22 * along with GLPK. If not, see <http://www.gnu.org/licenses/>.
alpar@9 23 ***********************************************************************/
alpar@9 24
alpar@9 25 #define GLP_TRAN_DEFINED
alpar@9 26 typedef struct MPL glp_tran;
alpar@9 27
alpar@9 28 #include "glpmpl.h"
alpar@9 29 #include "glpapi.h"
alpar@9 30
alpar@9 31 glp_tran *glp_mpl_alloc_wksp(void)
alpar@9 32 { /* allocate the MathProg translator workspace */
alpar@9 33 glp_tran *tran;
alpar@9 34 tran = mpl_initialize();
alpar@9 35 return tran;
alpar@9 36 }
alpar@9 37
alpar@9 38 #if 1 /* 08/XII-2009 */
alpar@9 39 void _glp_mpl_init_rand(glp_tran *tran, int seed)
alpar@9 40 { if (tran->phase != 0)
alpar@9 41 xerror("glp_mpl_init_rand: invalid call sequence\n");
alpar@9 42 rng_init_rand(tran->rand, seed);
alpar@9 43 return;
alpar@9 44 }
alpar@9 45 #endif
alpar@9 46
alpar@9 47 int glp_mpl_read_model(glp_tran *tran, const char *fname, int skip)
alpar@9 48 { /* read and translate model section */
alpar@9 49 int ret;
alpar@9 50 if (tran->phase != 0)
alpar@9 51 xerror("glp_mpl_read_model: invalid call sequence\n");
alpar@9 52 ret = mpl_read_model(tran, (char *)fname, skip);
alpar@9 53 if (ret == 1 || ret == 2)
alpar@9 54 ret = 0;
alpar@9 55 else if (ret == 4)
alpar@9 56 ret = 1;
alpar@9 57 else
alpar@9 58 xassert(ret != ret);
alpar@9 59 return ret;
alpar@9 60 }
alpar@9 61
alpar@9 62 int glp_mpl_read_data(glp_tran *tran, const char *fname)
alpar@9 63 { /* read and translate data section */
alpar@9 64 int ret;
alpar@9 65 if (!(tran->phase == 1 || tran->phase == 2))
alpar@9 66 xerror("glp_mpl_read_data: invalid call sequence\n");
alpar@9 67 ret = mpl_read_data(tran, (char *)fname);
alpar@9 68 if (ret == 2)
alpar@9 69 ret = 0;
alpar@9 70 else if (ret == 4)
alpar@9 71 ret = 1;
alpar@9 72 else
alpar@9 73 xassert(ret != ret);
alpar@9 74 return ret;
alpar@9 75 }
alpar@9 76
alpar@9 77 int glp_mpl_generate(glp_tran *tran, const char *fname)
alpar@9 78 { /* generate the model */
alpar@9 79 int ret;
alpar@9 80 if (!(tran->phase == 1 || tran->phase == 2))
alpar@9 81 xerror("glp_mpl_generate: invalid call sequence\n");
alpar@9 82 ret = mpl_generate(tran, (char *)fname);
alpar@9 83 if (ret == 3)
alpar@9 84 ret = 0;
alpar@9 85 else if (ret == 4)
alpar@9 86 ret = 1;
alpar@9 87 return ret;
alpar@9 88 }
alpar@9 89
alpar@9 90 void glp_mpl_build_prob(glp_tran *tran, glp_prob *prob)
alpar@9 91 { /* build LP/MIP problem instance from the model */
alpar@9 92 int m, n, i, j, t, kind, type, len, *ind;
alpar@9 93 double lb, ub, *val;
alpar@9 94 if (tran->phase != 3)
alpar@9 95 xerror("glp_mpl_build_prob: invalid call sequence\n");
alpar@9 96 /* erase the problem object */
alpar@9 97 glp_erase_prob(prob);
alpar@9 98 /* set problem name */
alpar@9 99 glp_set_prob_name(prob, mpl_get_prob_name(tran));
alpar@9 100 /* build rows (constraints) */
alpar@9 101 m = mpl_get_num_rows(tran);
alpar@9 102 if (m > 0)
alpar@9 103 glp_add_rows(prob, m);
alpar@9 104 for (i = 1; i <= m; i++)
alpar@9 105 { /* set row name */
alpar@9 106 glp_set_row_name(prob, i, mpl_get_row_name(tran, i));
alpar@9 107 /* set row bounds */
alpar@9 108 type = mpl_get_row_bnds(tran, i, &lb, &ub);
alpar@9 109 switch (type)
alpar@9 110 { case MPL_FR: type = GLP_FR; break;
alpar@9 111 case MPL_LO: type = GLP_LO; break;
alpar@9 112 case MPL_UP: type = GLP_UP; break;
alpar@9 113 case MPL_DB: type = GLP_DB; break;
alpar@9 114 case MPL_FX: type = GLP_FX; break;
alpar@9 115 default: xassert(type != type);
alpar@9 116 }
alpar@9 117 if (type == GLP_DB && fabs(lb - ub) < 1e-9 * (1.0 + fabs(lb)))
alpar@9 118 { type = GLP_FX;
alpar@9 119 if (fabs(lb) <= fabs(ub)) ub = lb; else lb = ub;
alpar@9 120 }
alpar@9 121 glp_set_row_bnds(prob, i, type, lb, ub);
alpar@9 122 /* warn about non-zero constant term */
alpar@9 123 if (mpl_get_row_c0(tran, i) != 0.0)
alpar@9 124 xprintf("glp_mpl_build_prob: row %s; constant term %.12g ig"
alpar@9 125 "nored\n",
alpar@9 126 mpl_get_row_name(tran, i), mpl_get_row_c0(tran, i));
alpar@9 127 }
alpar@9 128 /* build columns (variables) */
alpar@9 129 n = mpl_get_num_cols(tran);
alpar@9 130 if (n > 0)
alpar@9 131 glp_add_cols(prob, n);
alpar@9 132 for (j = 1; j <= n; j++)
alpar@9 133 { /* set column name */
alpar@9 134 glp_set_col_name(prob, j, mpl_get_col_name(tran, j));
alpar@9 135 /* set column kind */
alpar@9 136 kind = mpl_get_col_kind(tran, j);
alpar@9 137 switch (kind)
alpar@9 138 { case MPL_NUM:
alpar@9 139 break;
alpar@9 140 case MPL_INT:
alpar@9 141 case MPL_BIN:
alpar@9 142 glp_set_col_kind(prob, j, GLP_IV);
alpar@9 143 break;
alpar@9 144 default:
alpar@9 145 xassert(kind != kind);
alpar@9 146 }
alpar@9 147 /* set column bounds */
alpar@9 148 type = mpl_get_col_bnds(tran, j, &lb, &ub);
alpar@9 149 switch (type)
alpar@9 150 { case MPL_FR: type = GLP_FR; break;
alpar@9 151 case MPL_LO: type = GLP_LO; break;
alpar@9 152 case MPL_UP: type = GLP_UP; break;
alpar@9 153 case MPL_DB: type = GLP_DB; break;
alpar@9 154 case MPL_FX: type = GLP_FX; break;
alpar@9 155 default: xassert(type != type);
alpar@9 156 }
alpar@9 157 if (kind == MPL_BIN)
alpar@9 158 { if (type == GLP_FR || type == GLP_UP || lb < 0.0) lb = 0.0;
alpar@9 159 if (type == GLP_FR || type == GLP_LO || ub > 1.0) ub = 1.0;
alpar@9 160 type = GLP_DB;
alpar@9 161 }
alpar@9 162 if (type == GLP_DB && fabs(lb - ub) < 1e-9 * (1.0 + fabs(lb)))
alpar@9 163 { type = GLP_FX;
alpar@9 164 if (fabs(lb) <= fabs(ub)) ub = lb; else lb = ub;
alpar@9 165 }
alpar@9 166 glp_set_col_bnds(prob, j, type, lb, ub);
alpar@9 167 }
alpar@9 168 /* load the constraint matrix */
alpar@9 169 ind = xcalloc(1+n, sizeof(int));
alpar@9 170 val = xcalloc(1+n, sizeof(double));
alpar@9 171 for (i = 1; i <= m; i++)
alpar@9 172 { len = mpl_get_mat_row(tran, i, ind, val);
alpar@9 173 glp_set_mat_row(prob, i, len, ind, val);
alpar@9 174 }
alpar@9 175 /* build objective function (the first objective is used) */
alpar@9 176 for (i = 1; i <= m; i++)
alpar@9 177 { kind = mpl_get_row_kind(tran, i);
alpar@9 178 if (kind == MPL_MIN || kind == MPL_MAX)
alpar@9 179 { /* set objective name */
alpar@9 180 glp_set_obj_name(prob, mpl_get_row_name(tran, i));
alpar@9 181 /* set optimization direction */
alpar@9 182 glp_set_obj_dir(prob, kind == MPL_MIN ? GLP_MIN : GLP_MAX);
alpar@9 183 /* set constant term */
alpar@9 184 glp_set_obj_coef(prob, 0, mpl_get_row_c0(tran, i));
alpar@9 185 /* set objective coefficients */
alpar@9 186 len = mpl_get_mat_row(tran, i, ind, val);
alpar@9 187 for (t = 1; t <= len; t++)
alpar@9 188 glp_set_obj_coef(prob, ind[t], val[t]);
alpar@9 189 break;
alpar@9 190 }
alpar@9 191 }
alpar@9 192 /* free working arrays */
alpar@9 193 xfree(ind);
alpar@9 194 xfree(val);
alpar@9 195 return;
alpar@9 196 }
alpar@9 197
alpar@9 198 int glp_mpl_postsolve(glp_tran *tran, glp_prob *prob, int sol)
alpar@9 199 { /* postsolve the model */
alpar@9 200 int i, j, m, n, stat, ret;
alpar@9 201 double prim, dual;
alpar@9 202 if (!(tran->phase == 3 && !tran->flag_p))
alpar@9 203 xerror("glp_mpl_postsolve: invalid call sequence\n");
alpar@9 204 if (!(sol == GLP_SOL || sol == GLP_IPT || sol == GLP_MIP))
alpar@9 205 xerror("glp_mpl_postsolve: sol = %d; invalid parameter\n",
alpar@9 206 sol);
alpar@9 207 m = mpl_get_num_rows(tran);
alpar@9 208 n = mpl_get_num_cols(tran);
alpar@9 209 if (!(m == glp_get_num_rows(prob) &&
alpar@9 210 n == glp_get_num_cols(prob)))
alpar@9 211 xerror("glp_mpl_postsolve: wrong problem object\n");
alpar@9 212 if (!mpl_has_solve_stmt(tran))
alpar@9 213 { ret = 0;
alpar@9 214 goto done;
alpar@9 215 }
alpar@9 216 for (i = 1; i <= m; i++)
alpar@9 217 { if (sol == GLP_SOL)
alpar@9 218 { stat = glp_get_row_stat(prob, i);
alpar@9 219 prim = glp_get_row_prim(prob, i);
alpar@9 220 dual = glp_get_row_dual(prob, i);
alpar@9 221 }
alpar@9 222 else if (sol == GLP_IPT)
alpar@9 223 { stat = 0;
alpar@9 224 prim = glp_ipt_row_prim(prob, i);
alpar@9 225 dual = glp_ipt_row_dual(prob, i);
alpar@9 226 }
alpar@9 227 else if (sol == GLP_MIP)
alpar@9 228 { stat = 0;
alpar@9 229 prim = glp_mip_row_val(prob, i);
alpar@9 230 dual = 0.0;
alpar@9 231 }
alpar@9 232 else
alpar@9 233 xassert(sol != sol);
alpar@9 234 if (fabs(prim) < 1e-9) prim = 0.0;
alpar@9 235 if (fabs(dual) < 1e-9) dual = 0.0;
alpar@9 236 mpl_put_row_soln(tran, i, stat, prim, dual);
alpar@9 237 }
alpar@9 238 for (j = 1; j <= n; j++)
alpar@9 239 { if (sol == GLP_SOL)
alpar@9 240 { stat = glp_get_col_stat(prob, j);
alpar@9 241 prim = glp_get_col_prim(prob, j);
alpar@9 242 dual = glp_get_col_dual(prob, j);
alpar@9 243 }
alpar@9 244 else if (sol == GLP_IPT)
alpar@9 245 { stat = 0;
alpar@9 246 prim = glp_ipt_col_prim(prob, j);
alpar@9 247 dual = glp_ipt_col_dual(prob, j);
alpar@9 248 }
alpar@9 249 else if (sol == GLP_MIP)
alpar@9 250 { stat = 0;
alpar@9 251 prim = glp_mip_col_val(prob, j);
alpar@9 252 dual = 0.0;
alpar@9 253 }
alpar@9 254 else
alpar@9 255 xassert(sol != sol);
alpar@9 256 if (fabs(prim) < 1e-9) prim = 0.0;
alpar@9 257 if (fabs(dual) < 1e-9) dual = 0.0;
alpar@9 258 mpl_put_col_soln(tran, j, stat, prim, dual);
alpar@9 259 }
alpar@9 260 ret = mpl_postsolve(tran);
alpar@9 261 if (ret == 3)
alpar@9 262 ret = 0;
alpar@9 263 else if (ret == 4)
alpar@9 264 ret = 1;
alpar@9 265 done: return ret;
alpar@9 266 }
alpar@9 267
alpar@9 268 void glp_mpl_free_wksp(glp_tran *tran)
alpar@9 269 { /* free the MathProg translator workspace */
alpar@9 270 mpl_terminate(tran);
alpar@9 271 return;
alpar@9 272 }
alpar@9 273
alpar@9 274 /* eof */