lemon-project-template-glpk
comparison deps/glpk/src/glplpx01.c @ 9:33de93886c88
Import GLPK 4.47
author | Alpar Juttner <alpar@cs.elte.hu> |
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date | Sun, 06 Nov 2011 20:59:10 +0100 |
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1 /* glplpx01.c (obsolete API routines) */ | |
2 | |
3 /*********************************************************************** | |
4 * This code is part of GLPK (GNU Linear Programming Kit). | |
5 * | |
6 * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, | |
7 * 2009, 2010, 2011 Andrew Makhorin, Department for Applied Informatics, | |
8 * Moscow Aviation Institute, Moscow, Russia. All rights reserved. | |
9 * E-mail: <mao@gnu.org>. | |
10 * | |
11 * GLPK is free software: you can redistribute it and/or modify it | |
12 * under the terms of the GNU General Public License as published by | |
13 * the Free Software Foundation, either version 3 of the License, or | |
14 * (at your option) any later version. | |
15 * | |
16 * GLPK is distributed in the hope that it will be useful, but WITHOUT | |
17 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY | |
18 * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public | |
19 * License for more details. | |
20 * | |
21 * You should have received a copy of the GNU General Public License | |
22 * along with GLPK. If not, see <http://www.gnu.org/licenses/>. | |
23 ***********************************************************************/ | |
24 | |
25 #include "glpapi.h" | |
26 | |
27 struct LPXCPS | |
28 { /* control parameters and statistics */ | |
29 int msg_lev; | |
30 /* level of messages output by the solver: | |
31 0 - no output | |
32 1 - error messages only | |
33 2 - normal output | |
34 3 - full output (includes informational messages) */ | |
35 int scale; | |
36 /* scaling option: | |
37 0 - no scaling | |
38 1 - equilibration scaling | |
39 2 - geometric mean scaling | |
40 3 - geometric mean scaling, then equilibration scaling */ | |
41 int dual; | |
42 /* dual simplex option: | |
43 0 - use primal simplex | |
44 1 - use dual simplex */ | |
45 int price; | |
46 /* pricing option (for both primal and dual simplex): | |
47 0 - textbook pricing | |
48 1 - steepest edge pricing */ | |
49 double relax; | |
50 /* relaxation parameter used in the ratio test; if it is zero, | |
51 the textbook ratio test is used; if it is non-zero (should be | |
52 positive), Harris' two-pass ratio test is used; in the latter | |
53 case on the first pass basic variables (in the case of primal | |
54 simplex) or reduced costs of non-basic variables (in the case | |
55 of dual simplex) are allowed to slightly violate their bounds, | |
56 but not more than (relax * tol_bnd) or (relax * tol_dj) (thus, | |
57 relax is a percentage of tol_bnd or tol_dj) */ | |
58 double tol_bnd; | |
59 /* relative tolerance used to check if the current basic solution | |
60 is primal feasible */ | |
61 double tol_dj; | |
62 /* absolute tolerance used to check if the current basic solution | |
63 is dual feasible */ | |
64 double tol_piv; | |
65 /* relative tolerance used to choose eligible pivotal elements of | |
66 the simplex table in the ratio test */ | |
67 int round; | |
68 /* solution rounding option: | |
69 0 - report all computed values and reduced costs "as is" | |
70 1 - if possible (allowed by the tolerances), replace computed | |
71 values and reduced costs which are close to zero by exact | |
72 zeros */ | |
73 double obj_ll; | |
74 /* lower limit of the objective function; if on the phase II the | |
75 objective function reaches this limit and continues decreasing, | |
76 the solver stops the search */ | |
77 double obj_ul; | |
78 /* upper limit of the objective function; if on the phase II the | |
79 objective function reaches this limit and continues increasing, | |
80 the solver stops the search */ | |
81 int it_lim; | |
82 /* simplex iterations limit; if this value is positive, it is | |
83 decreased by one each time when one simplex iteration has been | |
84 performed, and reaching zero value signals the solver to stop | |
85 the search; negative value means no iterations limit */ | |
86 double tm_lim; | |
87 /* searching time limit, in seconds; if this value is positive, | |
88 it is decreased each time when one simplex iteration has been | |
89 performed by the amount of time spent for the iteration, and | |
90 reaching zero value signals the solver to stop the search; | |
91 negative value means no time limit */ | |
92 int out_frq; | |
93 /* output frequency, in iterations; this parameter specifies how | |
94 frequently the solver sends information about the solution to | |
95 the standard output */ | |
96 double out_dly; | |
97 /* output delay, in seconds; this parameter specifies how long | |
98 the solver should delay sending information about the solution | |
99 to the standard output; zero value means no delay */ | |
100 int branch; /* MIP */ | |
101 /* branching heuristic: | |
102 0 - branch on first variable | |
103 1 - branch on last variable | |
104 2 - branch using heuristic by Driebeck and Tomlin | |
105 3 - branch on most fractional variable */ | |
106 int btrack; /* MIP */ | |
107 /* backtracking heuristic: | |
108 0 - select most recent node (depth first search) | |
109 1 - select earliest node (breadth first search) | |
110 2 - select node using the best projection heuristic | |
111 3 - select node with best local bound */ | |
112 double tol_int; /* MIP */ | |
113 /* absolute tolerance used to check if the current basic solution | |
114 is integer feasible */ | |
115 double tol_obj; /* MIP */ | |
116 /* relative tolerance used to check if the value of the objective | |
117 function is not better than in the best known integer feasible | |
118 solution */ | |
119 int mps_info; /* lpx_write_mps */ | |
120 /* if this flag is set, the routine lpx_write_mps outputs several | |
121 comment cards that contains some information about the problem; | |
122 otherwise the routine outputs no comment cards */ | |
123 int mps_obj; /* lpx_write_mps */ | |
124 /* this parameter tells the routine lpx_write_mps how to output | |
125 the objective function row: | |
126 0 - never output objective function row | |
127 1 - always output objective function row | |
128 2 - output objective function row if and only if the problem | |
129 has no free rows */ | |
130 int mps_orig; /* lpx_write_mps */ | |
131 /* if this flag is set, the routine lpx_write_mps uses original | |
132 row and column symbolic names; otherwise the routine generates | |
133 plain names using ordinal numbers of rows and columns */ | |
134 int mps_wide; /* lpx_write_mps */ | |
135 /* if this flag is set, the routine lpx_write_mps uses all data | |
136 fields; otherwise the routine keeps fields 5 and 6 empty */ | |
137 int mps_free; /* lpx_write_mps */ | |
138 /* if this flag is set, the routine lpx_write_mps omits column | |
139 and vector names everytime if possible (free style); otherwise | |
140 the routine never omits these names (pedantic style) */ | |
141 int mps_skip; /* lpx_write_mps */ | |
142 /* if this flag is set, the routine lpx_write_mps skips empty | |
143 columns (i.e. which has no constraint coefficients); otherwise | |
144 the routine outputs all columns */ | |
145 int lpt_orig; /* lpx_write_lpt */ | |
146 /* if this flag is set, the routine lpx_write_lpt uses original | |
147 row and column symbolic names; otherwise the routine generates | |
148 plain names using ordinal numbers of rows and columns */ | |
149 int presol; /* lpx_simplex */ | |
150 /* LP presolver option: | |
151 0 - do not use LP presolver | |
152 1 - use LP presolver */ | |
153 int binarize; /* lpx_intopt */ | |
154 /* if this flag is set, the routine lpx_intopt replaces integer | |
155 columns by binary ones */ | |
156 int use_cuts; /* lpx_intopt */ | |
157 /* if this flag is set, the routine lpx_intopt tries generating | |
158 cutting planes: | |
159 LPX_C_COVER - mixed cover cuts | |
160 LPX_C_CLIQUE - clique cuts | |
161 LPX_C_GOMORY - Gomory's mixed integer cuts | |
162 LPX_C_ALL - all cuts */ | |
163 double mip_gap; /* MIP */ | |
164 /* relative MIP gap tolerance */ | |
165 }; | |
166 | |
167 LPX *lpx_create_prob(void) | |
168 { /* create problem object */ | |
169 return glp_create_prob(); | |
170 } | |
171 | |
172 void lpx_set_prob_name(LPX *lp, const char *name) | |
173 { /* assign (change) problem name */ | |
174 glp_set_prob_name(lp, name); | |
175 return; | |
176 } | |
177 | |
178 void lpx_set_obj_name(LPX *lp, const char *name) | |
179 { /* assign (change) objective function name */ | |
180 glp_set_obj_name(lp, name); | |
181 return; | |
182 } | |
183 | |
184 void lpx_set_obj_dir(LPX *lp, int dir) | |
185 { /* set (change) optimization direction flag */ | |
186 glp_set_obj_dir(lp, dir - LPX_MIN + GLP_MIN); | |
187 return; | |
188 } | |
189 | |
190 int lpx_add_rows(LPX *lp, int nrs) | |
191 { /* add new rows to problem object */ | |
192 return glp_add_rows(lp, nrs); | |
193 } | |
194 | |
195 int lpx_add_cols(LPX *lp, int ncs) | |
196 { /* add new columns to problem object */ | |
197 return glp_add_cols(lp, ncs); | |
198 } | |
199 | |
200 void lpx_set_row_name(LPX *lp, int i, const char *name) | |
201 { /* assign (change) row name */ | |
202 glp_set_row_name(lp, i, name); | |
203 return; | |
204 } | |
205 | |
206 void lpx_set_col_name(LPX *lp, int j, const char *name) | |
207 { /* assign (change) column name */ | |
208 glp_set_col_name(lp, j, name); | |
209 return; | |
210 } | |
211 | |
212 void lpx_set_row_bnds(LPX *lp, int i, int type, double lb, double ub) | |
213 { /* set (change) row bounds */ | |
214 glp_set_row_bnds(lp, i, type - LPX_FR + GLP_FR, lb, ub); | |
215 return; | |
216 } | |
217 | |
218 void lpx_set_col_bnds(LPX *lp, int j, int type, double lb, double ub) | |
219 { /* set (change) column bounds */ | |
220 glp_set_col_bnds(lp, j, type - LPX_FR + GLP_FR, lb, ub); | |
221 return; | |
222 } | |
223 | |
224 void lpx_set_obj_coef(glp_prob *lp, int j, double coef) | |
225 { /* set (change) obj. coefficient or constant term */ | |
226 glp_set_obj_coef(lp, j, coef); | |
227 return; | |
228 } | |
229 | |
230 void lpx_set_mat_row(LPX *lp, int i, int len, const int ind[], | |
231 const double val[]) | |
232 { /* set (replace) row of the constraint matrix */ | |
233 glp_set_mat_row(lp, i, len, ind, val); | |
234 return; | |
235 } | |
236 | |
237 void lpx_set_mat_col(LPX *lp, int j, int len, const int ind[], | |
238 const double val[]) | |
239 { /* set (replace) column of the constraint matrix */ | |
240 glp_set_mat_col(lp, j, len, ind, val); | |
241 return; | |
242 } | |
243 | |
244 void lpx_load_matrix(LPX *lp, int ne, const int ia[], const int ja[], | |
245 const double ar[]) | |
246 { /* load (replace) the whole constraint matrix */ | |
247 glp_load_matrix(lp, ne, ia, ja, ar); | |
248 return; | |
249 } | |
250 | |
251 void lpx_del_rows(LPX *lp, int nrs, const int num[]) | |
252 { /* delete specified rows from problem object */ | |
253 glp_del_rows(lp, nrs, num); | |
254 return; | |
255 } | |
256 | |
257 void lpx_del_cols(LPX *lp, int ncs, const int num[]) | |
258 { /* delete specified columns from problem object */ | |
259 glp_del_cols(lp, ncs, num); | |
260 return; | |
261 } | |
262 | |
263 void lpx_delete_prob(LPX *lp) | |
264 { /* delete problem object */ | |
265 glp_delete_prob(lp); | |
266 return; | |
267 } | |
268 | |
269 const char *lpx_get_prob_name(LPX *lp) | |
270 { /* retrieve problem name */ | |
271 return glp_get_prob_name(lp); | |
272 } | |
273 | |
274 const char *lpx_get_obj_name(LPX *lp) | |
275 { /* retrieve objective function name */ | |
276 return glp_get_obj_name(lp); | |
277 } | |
278 | |
279 int lpx_get_obj_dir(LPX *lp) | |
280 { /* retrieve optimization direction flag */ | |
281 return glp_get_obj_dir(lp) - GLP_MIN + LPX_MIN; | |
282 } | |
283 | |
284 int lpx_get_num_rows(LPX *lp) | |
285 { /* retrieve number of rows */ | |
286 return glp_get_num_rows(lp); | |
287 } | |
288 | |
289 int lpx_get_num_cols(LPX *lp) | |
290 { /* retrieve number of columns */ | |
291 return glp_get_num_cols(lp); | |
292 } | |
293 | |
294 const char *lpx_get_row_name(LPX *lp, int i) | |
295 { /* retrieve row name */ | |
296 return glp_get_row_name(lp, i); | |
297 } | |
298 | |
299 const char *lpx_get_col_name(LPX *lp, int j) | |
300 { /* retrieve column name */ | |
301 return glp_get_col_name(lp, j); | |
302 } | |
303 | |
304 int lpx_get_row_type(LPX *lp, int i) | |
305 { /* retrieve row type */ | |
306 return glp_get_row_type(lp, i) - GLP_FR + LPX_FR; | |
307 } | |
308 | |
309 double lpx_get_row_lb(glp_prob *lp, int i) | |
310 { /* retrieve row lower bound */ | |
311 double lb; | |
312 lb = glp_get_row_lb(lp, i); | |
313 if (lb == -DBL_MAX) lb = 0.0; | |
314 return lb; | |
315 } | |
316 | |
317 double lpx_get_row_ub(glp_prob *lp, int i) | |
318 { /* retrieve row upper bound */ | |
319 double ub; | |
320 ub = glp_get_row_ub(lp, i); | |
321 if (ub == +DBL_MAX) ub = 0.0; | |
322 return ub; | |
323 } | |
324 | |
325 void lpx_get_row_bnds(glp_prob *lp, int i, int *typx, double *lb, | |
326 double *ub) | |
327 { /* retrieve row bounds */ | |
328 if (typx != NULL) *typx = lpx_get_row_type(lp, i); | |
329 if (lb != NULL) *lb = lpx_get_row_lb(lp, i); | |
330 if (ub != NULL) *ub = lpx_get_row_ub(lp, i); | |
331 return; | |
332 } | |
333 | |
334 int lpx_get_col_type(LPX *lp, int j) | |
335 { /* retrieve column type */ | |
336 return glp_get_col_type(lp, j) - GLP_FR + LPX_FR; | |
337 } | |
338 | |
339 double lpx_get_col_lb(glp_prob *lp, int j) | |
340 { /* retrieve column lower bound */ | |
341 double lb; | |
342 lb = glp_get_col_lb(lp, j); | |
343 if (lb == -DBL_MAX) lb = 0.0; | |
344 return lb; | |
345 } | |
346 | |
347 double lpx_get_col_ub(glp_prob *lp, int j) | |
348 { /* retrieve column upper bound */ | |
349 double ub; | |
350 ub = glp_get_col_ub(lp, j); | |
351 if (ub == +DBL_MAX) ub = 0.0; | |
352 return ub; | |
353 } | |
354 | |
355 void lpx_get_col_bnds(glp_prob *lp, int j, int *typx, double *lb, | |
356 double *ub) | |
357 { /* retrieve column bounds */ | |
358 if (typx != NULL) *typx = lpx_get_col_type(lp, j); | |
359 if (lb != NULL) *lb = lpx_get_col_lb(lp, j); | |
360 if (ub != NULL) *ub = lpx_get_col_ub(lp, j); | |
361 return; | |
362 } | |
363 | |
364 double lpx_get_obj_coef(LPX *lp, int j) | |
365 { /* retrieve obj. coefficient or constant term */ | |
366 return glp_get_obj_coef(lp, j); | |
367 } | |
368 | |
369 int lpx_get_num_nz(LPX *lp) | |
370 { /* retrieve number of constraint coefficients */ | |
371 return glp_get_num_nz(lp); | |
372 } | |
373 | |
374 int lpx_get_mat_row(LPX *lp, int i, int ind[], double val[]) | |
375 { /* retrieve row of the constraint matrix */ | |
376 return glp_get_mat_row(lp, i, ind, val); | |
377 } | |
378 | |
379 int lpx_get_mat_col(LPX *lp, int j, int ind[], double val[]) | |
380 { /* retrieve column of the constraint matrix */ | |
381 return glp_get_mat_col(lp, j, ind, val); | |
382 } | |
383 | |
384 void lpx_create_index(LPX *lp) | |
385 { /* create the name index */ | |
386 glp_create_index(lp); | |
387 return; | |
388 } | |
389 | |
390 int lpx_find_row(LPX *lp, const char *name) | |
391 { /* find row by its name */ | |
392 return glp_find_row(lp, name); | |
393 } | |
394 | |
395 int lpx_find_col(LPX *lp, const char *name) | |
396 { /* find column by its name */ | |
397 return glp_find_col(lp, name); | |
398 } | |
399 | |
400 void lpx_delete_index(LPX *lp) | |
401 { /* delete the name index */ | |
402 glp_delete_index(lp); | |
403 return; | |
404 } | |
405 | |
406 void lpx_scale_prob(LPX *lp) | |
407 { /* scale problem data */ | |
408 switch (lpx_get_int_parm(lp, LPX_K_SCALE)) | |
409 { case 0: | |
410 /* no scaling */ | |
411 glp_unscale_prob(lp); | |
412 break; | |
413 case 1: | |
414 /* equilibration scaling */ | |
415 glp_scale_prob(lp, GLP_SF_EQ); | |
416 break; | |
417 case 2: | |
418 /* geometric mean scaling */ | |
419 glp_scale_prob(lp, GLP_SF_GM); | |
420 break; | |
421 case 3: | |
422 /* geometric mean scaling, then equilibration scaling */ | |
423 glp_scale_prob(lp, GLP_SF_GM | GLP_SF_EQ); | |
424 break; | |
425 default: | |
426 xassert(lp != lp); | |
427 } | |
428 return; | |
429 } | |
430 | |
431 void lpx_unscale_prob(LPX *lp) | |
432 { /* unscale problem data */ | |
433 glp_unscale_prob(lp); | |
434 return; | |
435 } | |
436 | |
437 void lpx_set_row_stat(LPX *lp, int i, int stat) | |
438 { /* set (change) row status */ | |
439 glp_set_row_stat(lp, i, stat - LPX_BS + GLP_BS); | |
440 return; | |
441 } | |
442 | |
443 void lpx_set_col_stat(LPX *lp, int j, int stat) | |
444 { /* set (change) column status */ | |
445 glp_set_col_stat(lp, j, stat - LPX_BS + GLP_BS); | |
446 return; | |
447 } | |
448 | |
449 void lpx_std_basis(LPX *lp) | |
450 { /* construct standard initial LP basis */ | |
451 glp_std_basis(lp); | |
452 return; | |
453 } | |
454 | |
455 void lpx_adv_basis(LPX *lp) | |
456 { /* construct advanced initial LP basis */ | |
457 glp_adv_basis(lp, 0); | |
458 return; | |
459 } | |
460 | |
461 void lpx_cpx_basis(LPX *lp) | |
462 { /* construct Bixby's initial LP basis */ | |
463 glp_cpx_basis(lp); | |
464 return; | |
465 } | |
466 | |
467 static void fill_smcp(LPX *lp, glp_smcp *parm) | |
468 { glp_init_smcp(parm); | |
469 switch (lpx_get_int_parm(lp, LPX_K_MSGLEV)) | |
470 { case 0: parm->msg_lev = GLP_MSG_OFF; break; | |
471 case 1: parm->msg_lev = GLP_MSG_ERR; break; | |
472 case 2: parm->msg_lev = GLP_MSG_ON; break; | |
473 case 3: parm->msg_lev = GLP_MSG_ALL; break; | |
474 default: xassert(lp != lp); | |
475 } | |
476 switch (lpx_get_int_parm(lp, LPX_K_DUAL)) | |
477 { case 0: parm->meth = GLP_PRIMAL; break; | |
478 case 1: parm->meth = GLP_DUAL; break; | |
479 default: xassert(lp != lp); | |
480 } | |
481 switch (lpx_get_int_parm(lp, LPX_K_PRICE)) | |
482 { case 0: parm->pricing = GLP_PT_STD; break; | |
483 case 1: parm->pricing = GLP_PT_PSE; break; | |
484 default: xassert(lp != lp); | |
485 } | |
486 if (lpx_get_real_parm(lp, LPX_K_RELAX) == 0.0) | |
487 parm->r_test = GLP_RT_STD; | |
488 else | |
489 parm->r_test = GLP_RT_HAR; | |
490 parm->tol_bnd = lpx_get_real_parm(lp, LPX_K_TOLBND); | |
491 parm->tol_dj = lpx_get_real_parm(lp, LPX_K_TOLDJ); | |
492 parm->tol_piv = lpx_get_real_parm(lp, LPX_K_TOLPIV); | |
493 parm->obj_ll = lpx_get_real_parm(lp, LPX_K_OBJLL); | |
494 parm->obj_ul = lpx_get_real_parm(lp, LPX_K_OBJUL); | |
495 if (lpx_get_int_parm(lp, LPX_K_ITLIM) < 0) | |
496 parm->it_lim = INT_MAX; | |
497 else | |
498 parm->it_lim = lpx_get_int_parm(lp, LPX_K_ITLIM); | |
499 if (lpx_get_real_parm(lp, LPX_K_TMLIM) < 0.0) | |
500 parm->tm_lim = INT_MAX; | |
501 else | |
502 parm->tm_lim = | |
503 (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_TMLIM)); | |
504 parm->out_frq = lpx_get_int_parm(lp, LPX_K_OUTFRQ); | |
505 parm->out_dly = | |
506 (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_OUTDLY)); | |
507 switch (lpx_get_int_parm(lp, LPX_K_PRESOL)) | |
508 { case 0: parm->presolve = GLP_OFF; break; | |
509 case 1: parm->presolve = GLP_ON; break; | |
510 default: xassert(lp != lp); | |
511 } | |
512 return; | |
513 } | |
514 | |
515 int lpx_simplex(LPX *lp) | |
516 { /* easy-to-use driver to the simplex method */ | |
517 glp_smcp parm; | |
518 int ret; | |
519 fill_smcp(lp, &parm); | |
520 ret = glp_simplex(lp, &parm); | |
521 switch (ret) | |
522 { case 0: ret = LPX_E_OK; break; | |
523 case GLP_EBADB: | |
524 case GLP_ESING: | |
525 case GLP_ECOND: | |
526 case GLP_EBOUND: ret = LPX_E_FAULT; break; | |
527 case GLP_EFAIL: ret = LPX_E_SING; break; | |
528 case GLP_EOBJLL: ret = LPX_E_OBJLL; break; | |
529 case GLP_EOBJUL: ret = LPX_E_OBJUL; break; | |
530 case GLP_EITLIM: ret = LPX_E_ITLIM; break; | |
531 case GLP_ETMLIM: ret = LPX_E_TMLIM; break; | |
532 case GLP_ENOPFS: ret = LPX_E_NOPFS; break; | |
533 case GLP_ENODFS: ret = LPX_E_NODFS; break; | |
534 default: xassert(ret != ret); | |
535 } | |
536 return ret; | |
537 } | |
538 | |
539 int lpx_exact(LPX *lp) | |
540 { /* easy-to-use driver to the exact simplex method */ | |
541 glp_smcp parm; | |
542 int ret; | |
543 fill_smcp(lp, &parm); | |
544 ret = glp_exact(lp, &parm); | |
545 switch (ret) | |
546 { case 0: ret = LPX_E_OK; break; | |
547 case GLP_EBADB: | |
548 case GLP_ESING: | |
549 case GLP_EBOUND: | |
550 case GLP_EFAIL: ret = LPX_E_FAULT; break; | |
551 case GLP_EITLIM: ret = LPX_E_ITLIM; break; | |
552 case GLP_ETMLIM: ret = LPX_E_TMLIM; break; | |
553 default: xassert(ret != ret); | |
554 } | |
555 return ret; | |
556 } | |
557 | |
558 int lpx_get_status(glp_prob *lp) | |
559 { /* retrieve generic status of basic solution */ | |
560 int status; | |
561 switch (glp_get_status(lp)) | |
562 { case GLP_OPT: status = LPX_OPT; break; | |
563 case GLP_FEAS: status = LPX_FEAS; break; | |
564 case GLP_INFEAS: status = LPX_INFEAS; break; | |
565 case GLP_NOFEAS: status = LPX_NOFEAS; break; | |
566 case GLP_UNBND: status = LPX_UNBND; break; | |
567 case GLP_UNDEF: status = LPX_UNDEF; break; | |
568 default: xassert(lp != lp); | |
569 } | |
570 return status; | |
571 } | |
572 | |
573 int lpx_get_prim_stat(glp_prob *lp) | |
574 { /* retrieve status of primal basic solution */ | |
575 return glp_get_prim_stat(lp) - GLP_UNDEF + LPX_P_UNDEF; | |
576 } | |
577 | |
578 int lpx_get_dual_stat(glp_prob *lp) | |
579 { /* retrieve status of dual basic solution */ | |
580 return glp_get_dual_stat(lp) - GLP_UNDEF + LPX_D_UNDEF; | |
581 } | |
582 | |
583 double lpx_get_obj_val(LPX *lp) | |
584 { /* retrieve objective value (basic solution) */ | |
585 return glp_get_obj_val(lp); | |
586 } | |
587 | |
588 int lpx_get_row_stat(LPX *lp, int i) | |
589 { /* retrieve row status (basic solution) */ | |
590 return glp_get_row_stat(lp, i) - GLP_BS + LPX_BS; | |
591 } | |
592 | |
593 double lpx_get_row_prim(LPX *lp, int i) | |
594 { /* retrieve row primal value (basic solution) */ | |
595 return glp_get_row_prim(lp, i); | |
596 } | |
597 | |
598 double lpx_get_row_dual(LPX *lp, int i) | |
599 { /* retrieve row dual value (basic solution) */ | |
600 return glp_get_row_dual(lp, i); | |
601 } | |
602 | |
603 void lpx_get_row_info(glp_prob *lp, int i, int *tagx, double *vx, | |
604 double *dx) | |
605 { /* obtain row solution information */ | |
606 if (tagx != NULL) *tagx = lpx_get_row_stat(lp, i); | |
607 if (vx != NULL) *vx = lpx_get_row_prim(lp, i); | |
608 if (dx != NULL) *dx = lpx_get_row_dual(lp, i); | |
609 return; | |
610 } | |
611 | |
612 int lpx_get_col_stat(LPX *lp, int j) | |
613 { /* retrieve column status (basic solution) */ | |
614 return glp_get_col_stat(lp, j) - GLP_BS + LPX_BS; | |
615 } | |
616 | |
617 double lpx_get_col_prim(LPX *lp, int j) | |
618 { /* retrieve column primal value (basic solution) */ | |
619 return glp_get_col_prim(lp, j); | |
620 } | |
621 | |
622 double lpx_get_col_dual(glp_prob *lp, int j) | |
623 { /* retrieve column dual value (basic solution) */ | |
624 return glp_get_col_dual(lp, j); | |
625 } | |
626 | |
627 void lpx_get_col_info(glp_prob *lp, int j, int *tagx, double *vx, | |
628 double *dx) | |
629 { /* obtain column solution information */ | |
630 if (tagx != NULL) *tagx = lpx_get_col_stat(lp, j); | |
631 if (vx != NULL) *vx = lpx_get_col_prim(lp, j); | |
632 if (dx != NULL) *dx = lpx_get_col_dual(lp, j); | |
633 return; | |
634 } | |
635 | |
636 int lpx_get_ray_info(LPX *lp) | |
637 { /* determine what causes primal unboundness */ | |
638 return glp_get_unbnd_ray(lp); | |
639 } | |
640 | |
641 void lpx_check_kkt(LPX *lp, int scaled, LPXKKT *kkt) | |
642 { /* check Karush-Kuhn-Tucker conditions */ | |
643 int ae_ind, re_ind; | |
644 double ae_max, re_max; | |
645 xassert(scaled == scaled); | |
646 _glp_check_kkt(lp, GLP_SOL, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, | |
647 &re_ind); | |
648 kkt->pe_ae_max = ae_max; | |
649 kkt->pe_ae_row = ae_ind; | |
650 kkt->pe_re_max = re_max; | |
651 kkt->pe_re_row = re_ind; | |
652 if (re_max <= 1e-9) | |
653 kkt->pe_quality = 'H'; | |
654 else if (re_max <= 1e-6) | |
655 kkt->pe_quality = 'M'; | |
656 else if (re_max <= 1e-3) | |
657 kkt->pe_quality = 'L'; | |
658 else | |
659 kkt->pe_quality = '?'; | |
660 _glp_check_kkt(lp, GLP_SOL, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, | |
661 &re_ind); | |
662 kkt->pb_ae_max = ae_max; | |
663 kkt->pb_ae_ind = ae_ind; | |
664 kkt->pb_re_max = re_max; | |
665 kkt->pb_re_ind = re_ind; | |
666 if (re_max <= 1e-9) | |
667 kkt->pb_quality = 'H'; | |
668 else if (re_max <= 1e-6) | |
669 kkt->pb_quality = 'M'; | |
670 else if (re_max <= 1e-3) | |
671 kkt->pb_quality = 'L'; | |
672 else | |
673 kkt->pb_quality = '?'; | |
674 _glp_check_kkt(lp, GLP_SOL, GLP_KKT_DE, &ae_max, &ae_ind, &re_max, | |
675 &re_ind); | |
676 kkt->de_ae_max = ae_max; | |
677 if (ae_ind == 0) | |
678 kkt->de_ae_col = 0; | |
679 else | |
680 kkt->de_ae_col = ae_ind - lp->m; | |
681 kkt->de_re_max = re_max; | |
682 if (re_ind == 0) | |
683 kkt->de_re_col = 0; | |
684 else | |
685 kkt->de_re_col = ae_ind - lp->m; | |
686 if (re_max <= 1e-9) | |
687 kkt->de_quality = 'H'; | |
688 else if (re_max <= 1e-6) | |
689 kkt->de_quality = 'M'; | |
690 else if (re_max <= 1e-3) | |
691 kkt->de_quality = 'L'; | |
692 else | |
693 kkt->de_quality = '?'; | |
694 _glp_check_kkt(lp, GLP_SOL, GLP_KKT_DB, &ae_max, &ae_ind, &re_max, | |
695 &re_ind); | |
696 kkt->db_ae_max = ae_max; | |
697 kkt->db_ae_ind = ae_ind; | |
698 kkt->db_re_max = re_max; | |
699 kkt->db_re_ind = re_ind; | |
700 if (re_max <= 1e-9) | |
701 kkt->db_quality = 'H'; | |
702 else if (re_max <= 1e-6) | |
703 kkt->db_quality = 'M'; | |
704 else if (re_max <= 1e-3) | |
705 kkt->db_quality = 'L'; | |
706 else | |
707 kkt->db_quality = '?'; | |
708 kkt->cs_ae_max = 0.0, kkt->cs_ae_ind = 0; | |
709 kkt->cs_re_max = 0.0, kkt->cs_re_ind = 0; | |
710 kkt->cs_quality = 'H'; | |
711 return; | |
712 } | |
713 | |
714 int lpx_warm_up(LPX *lp) | |
715 { /* "warm up" LP basis */ | |
716 int ret; | |
717 ret = glp_warm_up(lp); | |
718 if (ret == 0) | |
719 ret = LPX_E_OK; | |
720 else if (ret == GLP_EBADB) | |
721 ret = LPX_E_BADB; | |
722 else if (ret == GLP_ESING) | |
723 ret = LPX_E_SING; | |
724 else if (ret == GLP_ECOND) | |
725 ret = LPX_E_SING; | |
726 else | |
727 xassert(ret != ret); | |
728 return ret; | |
729 } | |
730 | |
731 int lpx_eval_tab_row(LPX *lp, int k, int ind[], double val[]) | |
732 { /* compute row of the simplex tableau */ | |
733 return glp_eval_tab_row(lp, k, ind, val); | |
734 } | |
735 | |
736 int lpx_eval_tab_col(LPX *lp, int k, int ind[], double val[]) | |
737 { /* compute column of the simplex tableau */ | |
738 return glp_eval_tab_col(lp, k, ind, val); | |
739 } | |
740 | |
741 int lpx_transform_row(LPX *lp, int len, int ind[], double val[]) | |
742 { /* transform explicitly specified row */ | |
743 return glp_transform_row(lp, len, ind, val); | |
744 } | |
745 | |
746 int lpx_transform_col(LPX *lp, int len, int ind[], double val[]) | |
747 { /* transform explicitly specified column */ | |
748 return glp_transform_col(lp, len, ind, val); | |
749 } | |
750 | |
751 int lpx_prim_ratio_test(LPX *lp, int len, const int ind[], | |
752 const double val[], int how, double tol) | |
753 { /* perform primal ratio test */ | |
754 int piv; | |
755 piv = glp_prim_rtest(lp, len, ind, val, how, tol); | |
756 xassert(0 <= piv && piv <= len); | |
757 return piv == 0 ? 0 : ind[piv]; | |
758 } | |
759 | |
760 int lpx_dual_ratio_test(LPX *lp, int len, const int ind[], | |
761 const double val[], int how, double tol) | |
762 { /* perform dual ratio test */ | |
763 int piv; | |
764 piv = glp_dual_rtest(lp, len, ind, val, how, tol); | |
765 xassert(0 <= piv && piv <= len); | |
766 return piv == 0 ? 0 : ind[piv]; | |
767 } | |
768 | |
769 int lpx_interior(LPX *lp) | |
770 { /* easy-to-use driver to the interior-point method */ | |
771 int ret; | |
772 ret = glp_interior(lp, NULL); | |
773 switch (ret) | |
774 { case 0: ret = LPX_E_OK; break; | |
775 case GLP_EFAIL: ret = LPX_E_FAULT; break; | |
776 case GLP_ENOFEAS: ret = LPX_E_NOFEAS; break; | |
777 case GLP_ENOCVG: ret = LPX_E_NOCONV; break; | |
778 case GLP_EITLIM: ret = LPX_E_ITLIM; break; | |
779 case GLP_EINSTAB: ret = LPX_E_INSTAB; break; | |
780 default: xassert(ret != ret); | |
781 } | |
782 return ret; | |
783 } | |
784 | |
785 int lpx_ipt_status(glp_prob *lp) | |
786 { /* retrieve status of interior-point solution */ | |
787 int status; | |
788 switch (glp_ipt_status(lp)) | |
789 { case GLP_UNDEF: status = LPX_T_UNDEF; break; | |
790 case GLP_OPT: status = LPX_T_OPT; break; | |
791 default: xassert(lp != lp); | |
792 } | |
793 return status; | |
794 } | |
795 | |
796 double lpx_ipt_obj_val(LPX *lp) | |
797 { /* retrieve objective value (interior point) */ | |
798 return glp_ipt_obj_val(lp); | |
799 } | |
800 | |
801 double lpx_ipt_row_prim(LPX *lp, int i) | |
802 { /* retrieve row primal value (interior point) */ | |
803 return glp_ipt_row_prim(lp, i); | |
804 } | |
805 | |
806 double lpx_ipt_row_dual(LPX *lp, int i) | |
807 { /* retrieve row dual value (interior point) */ | |
808 return glp_ipt_row_dual(lp, i); | |
809 } | |
810 | |
811 double lpx_ipt_col_prim(LPX *lp, int j) | |
812 { /* retrieve column primal value (interior point) */ | |
813 return glp_ipt_col_prim(lp, j); | |
814 } | |
815 | |
816 double lpx_ipt_col_dual(LPX *lp, int j) | |
817 { /* retrieve column dual value (interior point) */ | |
818 return glp_ipt_col_dual(lp, j); | |
819 } | |
820 | |
821 void lpx_set_class(LPX *lp, int klass) | |
822 { /* set problem class */ | |
823 xassert(lp == lp); | |
824 if (!(klass == LPX_LP || klass == LPX_MIP)) | |
825 xerror("lpx_set_class: invalid problem class\n"); | |
826 return; | |
827 } | |
828 | |
829 int lpx_get_class(LPX *lp) | |
830 { /* determine problem klass */ | |
831 return glp_get_num_int(lp) == 0 ? LPX_LP : LPX_MIP; | |
832 } | |
833 | |
834 void lpx_set_col_kind(LPX *lp, int j, int kind) | |
835 { /* set (change) column kind */ | |
836 glp_set_col_kind(lp, j, kind - LPX_CV + GLP_CV); | |
837 return; | |
838 } | |
839 | |
840 int lpx_get_col_kind(LPX *lp, int j) | |
841 { /* retrieve column kind */ | |
842 return glp_get_col_kind(lp, j) == GLP_CV ? LPX_CV : LPX_IV; | |
843 } | |
844 | |
845 int lpx_get_num_int(LPX *lp) | |
846 { /* retrieve number of integer columns */ | |
847 return glp_get_num_int(lp); | |
848 } | |
849 | |
850 int lpx_get_num_bin(LPX *lp) | |
851 { /* retrieve number of binary columns */ | |
852 return glp_get_num_bin(lp); | |
853 } | |
854 | |
855 static int solve_mip(LPX *lp, int presolve) | |
856 { glp_iocp parm; | |
857 int ret; | |
858 glp_init_iocp(&parm); | |
859 switch (lpx_get_int_parm(lp, LPX_K_MSGLEV)) | |
860 { case 0: parm.msg_lev = GLP_MSG_OFF; break; | |
861 case 1: parm.msg_lev = GLP_MSG_ERR; break; | |
862 case 2: parm.msg_lev = GLP_MSG_ON; break; | |
863 case 3: parm.msg_lev = GLP_MSG_ALL; break; | |
864 default: xassert(lp != lp); | |
865 } | |
866 switch (lpx_get_int_parm(lp, LPX_K_BRANCH)) | |
867 { case 0: parm.br_tech = GLP_BR_FFV; break; | |
868 case 1: parm.br_tech = GLP_BR_LFV; break; | |
869 case 2: parm.br_tech = GLP_BR_DTH; break; | |
870 case 3: parm.br_tech = GLP_BR_MFV; break; | |
871 default: xassert(lp != lp); | |
872 } | |
873 switch (lpx_get_int_parm(lp, LPX_K_BTRACK)) | |
874 { case 0: parm.bt_tech = GLP_BT_DFS; break; | |
875 case 1: parm.bt_tech = GLP_BT_BFS; break; | |
876 case 2: parm.bt_tech = GLP_BT_BPH; break; | |
877 case 3: parm.bt_tech = GLP_BT_BLB; break; | |
878 default: xassert(lp != lp); | |
879 } | |
880 parm.tol_int = lpx_get_real_parm(lp, LPX_K_TOLINT); | |
881 parm.tol_obj = lpx_get_real_parm(lp, LPX_K_TOLOBJ); | |
882 if (lpx_get_real_parm(lp, LPX_K_TMLIM) < 0.0 || | |
883 lpx_get_real_parm(lp, LPX_K_TMLIM) > 1e6) | |
884 parm.tm_lim = INT_MAX; | |
885 else | |
886 parm.tm_lim = | |
887 (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_TMLIM)); | |
888 parm.mip_gap = lpx_get_real_parm(lp, LPX_K_MIPGAP); | |
889 if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_GOMORY) | |
890 parm.gmi_cuts = GLP_ON; | |
891 else | |
892 parm.gmi_cuts = GLP_OFF; | |
893 if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_MIR) | |
894 parm.mir_cuts = GLP_ON; | |
895 else | |
896 parm.mir_cuts = GLP_OFF; | |
897 if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_COVER) | |
898 parm.cov_cuts = GLP_ON; | |
899 else | |
900 parm.cov_cuts = GLP_OFF; | |
901 if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_CLIQUE) | |
902 parm.clq_cuts = GLP_ON; | |
903 else | |
904 parm.clq_cuts = GLP_OFF; | |
905 parm.presolve = presolve; | |
906 if (lpx_get_int_parm(lp, LPX_K_BINARIZE)) | |
907 parm.binarize = GLP_ON; | |
908 ret = glp_intopt(lp, &parm); | |
909 switch (ret) | |
910 { case 0: ret = LPX_E_OK; break; | |
911 case GLP_ENOPFS: ret = LPX_E_NOPFS; break; | |
912 case GLP_ENODFS: ret = LPX_E_NODFS; break; | |
913 case GLP_EBOUND: | |
914 case GLP_EROOT: ret = LPX_E_FAULT; break; | |
915 case GLP_EFAIL: ret = LPX_E_SING; break; | |
916 case GLP_EMIPGAP: ret = LPX_E_MIPGAP; break; | |
917 case GLP_ETMLIM: ret = LPX_E_TMLIM; break; | |
918 default: xassert(ret != ret); | |
919 } | |
920 return ret; | |
921 } | |
922 | |
923 int lpx_integer(LPX *lp) | |
924 { /* easy-to-use driver to the branch-and-bound method */ | |
925 return solve_mip(lp, GLP_OFF); | |
926 } | |
927 | |
928 int lpx_intopt(LPX *lp) | |
929 { /* easy-to-use driver to the branch-and-bound method */ | |
930 return solve_mip(lp, GLP_ON); | |
931 } | |
932 | |
933 int lpx_mip_status(glp_prob *lp) | |
934 { /* retrieve status of MIP solution */ | |
935 int status; | |
936 switch (glp_mip_status(lp)) | |
937 { case GLP_UNDEF: status = LPX_I_UNDEF; break; | |
938 case GLP_OPT: status = LPX_I_OPT; break; | |
939 case GLP_FEAS: status = LPX_I_FEAS; break; | |
940 case GLP_NOFEAS: status = LPX_I_NOFEAS; break; | |
941 default: xassert(lp != lp); | |
942 } | |
943 return status; | |
944 } | |
945 | |
946 double lpx_mip_obj_val(LPX *lp) | |
947 { /* retrieve objective value (MIP solution) */ | |
948 return glp_mip_obj_val(lp); | |
949 } | |
950 | |
951 double lpx_mip_row_val(LPX *lp, int i) | |
952 { /* retrieve row value (MIP solution) */ | |
953 return glp_mip_row_val(lp, i); | |
954 } | |
955 | |
956 double lpx_mip_col_val(LPX *lp, int j) | |
957 { /* retrieve column value (MIP solution) */ | |
958 return glp_mip_col_val(lp, j); | |
959 } | |
960 | |
961 void lpx_check_int(LPX *lp, LPXKKT *kkt) | |
962 { /* check integer feasibility conditions */ | |
963 int ae_ind, re_ind; | |
964 double ae_max, re_max; | |
965 _glp_check_kkt(lp, GLP_MIP, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, | |
966 &re_ind); | |
967 kkt->pe_ae_max = ae_max; | |
968 kkt->pe_ae_row = ae_ind; | |
969 kkt->pe_re_max = re_max; | |
970 kkt->pe_re_row = re_ind; | |
971 if (re_max <= 1e-9) | |
972 kkt->pe_quality = 'H'; | |
973 else if (re_max <= 1e-6) | |
974 kkt->pe_quality = 'M'; | |
975 else if (re_max <= 1e-3) | |
976 kkt->pe_quality = 'L'; | |
977 else | |
978 kkt->pe_quality = '?'; | |
979 _glp_check_kkt(lp, GLP_MIP, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, | |
980 &re_ind); | |
981 kkt->pb_ae_max = ae_max; | |
982 kkt->pb_ae_ind = ae_ind; | |
983 kkt->pb_re_max = re_max; | |
984 kkt->pb_re_ind = re_ind; | |
985 if (re_max <= 1e-9) | |
986 kkt->pb_quality = 'H'; | |
987 else if (re_max <= 1e-6) | |
988 kkt->pb_quality = 'M'; | |
989 else if (re_max <= 1e-3) | |
990 kkt->pb_quality = 'L'; | |
991 else | |
992 kkt->pb_quality = '?'; | |
993 return; | |
994 } | |
995 | |
996 #if 1 /* 17/XI-2009 */ | |
997 static void reset_parms(LPX *lp) | |
998 { /* reset control parameters to default values */ | |
999 struct LPXCPS *cps = lp->parms; | |
1000 xassert(cps != NULL); | |
1001 cps->msg_lev = 3; | |
1002 cps->scale = 1; | |
1003 cps->dual = 0; | |
1004 cps->price = 1; | |
1005 cps->relax = 0.07; | |
1006 cps->tol_bnd = 1e-7; | |
1007 cps->tol_dj = 1e-7; | |
1008 cps->tol_piv = 1e-9; | |
1009 cps->round = 0; | |
1010 cps->obj_ll = -DBL_MAX; | |
1011 cps->obj_ul = +DBL_MAX; | |
1012 cps->it_lim = -1; | |
1013 #if 0 /* 02/XII-2010 */ | |
1014 lp->it_cnt = 0; | |
1015 #endif | |
1016 cps->tm_lim = -1.0; | |
1017 cps->out_frq = 200; | |
1018 cps->out_dly = 0.0; | |
1019 cps->branch = 2; | |
1020 cps->btrack = 3; | |
1021 cps->tol_int = 1e-5; | |
1022 cps->tol_obj = 1e-7; | |
1023 cps->mps_info = 1; | |
1024 cps->mps_obj = 2; | |
1025 cps->mps_orig = 0; | |
1026 cps->mps_wide = 1; | |
1027 cps->mps_free = 0; | |
1028 cps->mps_skip = 0; | |
1029 cps->lpt_orig = 0; | |
1030 cps->presol = 0; | |
1031 cps->binarize = 0; | |
1032 cps->use_cuts = 0; | |
1033 cps->mip_gap = 0.0; | |
1034 return; | |
1035 } | |
1036 #endif | |
1037 | |
1038 #if 1 /* 17/XI-2009 */ | |
1039 static struct LPXCPS *access_parms(LPX *lp) | |
1040 { /* allocate and initialize control parameters, if necessary */ | |
1041 if (lp->parms == NULL) | |
1042 { lp->parms = xmalloc(sizeof(struct LPXCPS)); | |
1043 reset_parms(lp); | |
1044 } | |
1045 return lp->parms; | |
1046 } | |
1047 #endif | |
1048 | |
1049 #if 1 /* 17/XI-2009 */ | |
1050 void lpx_reset_parms(LPX *lp) | |
1051 { /* reset control parameters to default values */ | |
1052 access_parms(lp); | |
1053 reset_parms(lp); | |
1054 return; | |
1055 } | |
1056 #endif | |
1057 | |
1058 void lpx_set_int_parm(LPX *lp, int parm, int val) | |
1059 { /* set (change) integer control parameter */ | |
1060 #if 0 /* 17/XI-2009 */ | |
1061 struct LPXCPS *cps = lp->cps; | |
1062 #else | |
1063 struct LPXCPS *cps = access_parms(lp); | |
1064 #endif | |
1065 switch (parm) | |
1066 { case LPX_K_MSGLEV: | |
1067 if (!(0 <= val && val <= 3)) | |
1068 xerror("lpx_set_int_parm: MSGLEV = %d; invalid value\n", | |
1069 val); | |
1070 cps->msg_lev = val; | |
1071 break; | |
1072 case LPX_K_SCALE: | |
1073 if (!(0 <= val && val <= 3)) | |
1074 xerror("lpx_set_int_parm: SCALE = %d; invalid value\n", | |
1075 val); | |
1076 cps->scale = val; | |
1077 break; | |
1078 case LPX_K_DUAL: | |
1079 if (!(val == 0 || val == 1)) | |
1080 xerror("lpx_set_int_parm: DUAL = %d; invalid value\n", | |
1081 val); | |
1082 cps->dual = val; | |
1083 break; | |
1084 case LPX_K_PRICE: | |
1085 if (!(val == 0 || val == 1)) | |
1086 xerror("lpx_set_int_parm: PRICE = %d; invalid value\n", | |
1087 val); | |
1088 cps->price = val; | |
1089 break; | |
1090 case LPX_K_ROUND: | |
1091 if (!(val == 0 || val == 1)) | |
1092 xerror("lpx_set_int_parm: ROUND = %d; invalid value\n", | |
1093 val); | |
1094 cps->round = val; | |
1095 break; | |
1096 case LPX_K_ITLIM: | |
1097 cps->it_lim = val; | |
1098 break; | |
1099 case LPX_K_ITCNT: | |
1100 lp->it_cnt = val; | |
1101 break; | |
1102 case LPX_K_OUTFRQ: | |
1103 if (!(val > 0)) | |
1104 xerror("lpx_set_int_parm: OUTFRQ = %d; invalid value\n", | |
1105 val); | |
1106 cps->out_frq = val; | |
1107 break; | |
1108 case LPX_K_BRANCH: | |
1109 if (!(val == 0 || val == 1 || val == 2 || val == 3)) | |
1110 xerror("lpx_set_int_parm: BRANCH = %d; invalid value\n", | |
1111 val); | |
1112 cps->branch = val; | |
1113 break; | |
1114 case LPX_K_BTRACK: | |
1115 if (!(val == 0 || val == 1 || val == 2 || val == 3)) | |
1116 xerror("lpx_set_int_parm: BTRACK = %d; invalid value\n", | |
1117 val); | |
1118 cps->btrack = val; | |
1119 break; | |
1120 case LPX_K_MPSINFO: | |
1121 if (!(val == 0 || val == 1)) | |
1122 xerror("lpx_set_int_parm: MPSINFO = %d; invalid value\n", | |
1123 val); | |
1124 cps->mps_info = val; | |
1125 break; | |
1126 case LPX_K_MPSOBJ: | |
1127 if (!(val == 0 || val == 1 || val == 2)) | |
1128 xerror("lpx_set_int_parm: MPSOBJ = %d; invalid value\n", | |
1129 val); | |
1130 cps->mps_obj = val; | |
1131 break; | |
1132 case LPX_K_MPSORIG: | |
1133 if (!(val == 0 || val == 1)) | |
1134 xerror("lpx_set_int_parm: MPSORIG = %d; invalid value\n", | |
1135 val); | |
1136 cps->mps_orig = val; | |
1137 break; | |
1138 case LPX_K_MPSWIDE: | |
1139 if (!(val == 0 || val == 1)) | |
1140 xerror("lpx_set_int_parm: MPSWIDE = %d; invalid value\n", | |
1141 val); | |
1142 cps->mps_wide = val; | |
1143 break; | |
1144 case LPX_K_MPSFREE: | |
1145 if (!(val == 0 || val == 1)) | |
1146 xerror("lpx_set_int_parm: MPSFREE = %d; invalid value\n", | |
1147 val); | |
1148 cps->mps_free = val; | |
1149 break; | |
1150 case LPX_K_MPSSKIP: | |
1151 if (!(val == 0 || val == 1)) | |
1152 xerror("lpx_set_int_parm: MPSSKIP = %d; invalid value\n", | |
1153 val); | |
1154 cps->mps_skip = val; | |
1155 break; | |
1156 case LPX_K_LPTORIG: | |
1157 if (!(val == 0 || val == 1)) | |
1158 xerror("lpx_set_int_parm: LPTORIG = %d; invalid value\n", | |
1159 val); | |
1160 cps->lpt_orig = val; | |
1161 break; | |
1162 case LPX_K_PRESOL: | |
1163 if (!(val == 0 || val == 1)) | |
1164 xerror("lpx_set_int_parm: PRESOL = %d; invalid value\n", | |
1165 val); | |
1166 cps->presol = val; | |
1167 break; | |
1168 case LPX_K_BINARIZE: | |
1169 if (!(val == 0 || val == 1)) | |
1170 xerror("lpx_set_int_parm: BINARIZE = %d; invalid value\n" | |
1171 , val); | |
1172 cps->binarize = val; | |
1173 break; | |
1174 case LPX_K_USECUTS: | |
1175 if (val & ~LPX_C_ALL) | |
1176 xerror("lpx_set_int_parm: USECUTS = 0x%X; invalid value\n", | |
1177 val); | |
1178 cps->use_cuts = val; | |
1179 break; | |
1180 case LPX_K_BFTYPE: | |
1181 #if 0 | |
1182 if (!(1 <= val && val <= 3)) | |
1183 xerror("lpx_set_int_parm: BFTYPE = %d; invalid value\n", | |
1184 val); | |
1185 cps->bf_type = val; | |
1186 #else | |
1187 { glp_bfcp parm; | |
1188 glp_get_bfcp(lp, &parm); | |
1189 switch (val) | |
1190 { case 1: | |
1191 parm.type = GLP_BF_FT; break; | |
1192 case 2: | |
1193 parm.type = GLP_BF_BG; break; | |
1194 case 3: | |
1195 parm.type = GLP_BF_GR; break; | |
1196 default: | |
1197 xerror("lpx_set_int_parm: BFTYPE = %d; invalid val" | |
1198 "ue\n", val); | |
1199 } | |
1200 glp_set_bfcp(lp, &parm); | |
1201 } | |
1202 #endif | |
1203 break; | |
1204 default: | |
1205 xerror("lpx_set_int_parm: parm = %d; invalid parameter\n", | |
1206 parm); | |
1207 } | |
1208 return; | |
1209 } | |
1210 | |
1211 int lpx_get_int_parm(LPX *lp, int parm) | |
1212 { /* query integer control parameter */ | |
1213 #if 0 /* 17/XI-2009 */ | |
1214 struct LPXCPS *cps = lp->cps; | |
1215 #else | |
1216 struct LPXCPS *cps = access_parms(lp); | |
1217 #endif | |
1218 int val = 0; | |
1219 switch (parm) | |
1220 { case LPX_K_MSGLEV: | |
1221 val = cps->msg_lev; break; | |
1222 case LPX_K_SCALE: | |
1223 val = cps->scale; break; | |
1224 case LPX_K_DUAL: | |
1225 val = cps->dual; break; | |
1226 case LPX_K_PRICE: | |
1227 val = cps->price; break; | |
1228 case LPX_K_ROUND: | |
1229 val = cps->round; break; | |
1230 case LPX_K_ITLIM: | |
1231 val = cps->it_lim; break; | |
1232 case LPX_K_ITCNT: | |
1233 val = lp->it_cnt; break; | |
1234 case LPX_K_OUTFRQ: | |
1235 val = cps->out_frq; break; | |
1236 case LPX_K_BRANCH: | |
1237 val = cps->branch; break; | |
1238 case LPX_K_BTRACK: | |
1239 val = cps->btrack; break; | |
1240 case LPX_K_MPSINFO: | |
1241 val = cps->mps_info; break; | |
1242 case LPX_K_MPSOBJ: | |
1243 val = cps->mps_obj; break; | |
1244 case LPX_K_MPSORIG: | |
1245 val = cps->mps_orig; break; | |
1246 case LPX_K_MPSWIDE: | |
1247 val = cps->mps_wide; break; | |
1248 case LPX_K_MPSFREE: | |
1249 val = cps->mps_free; break; | |
1250 case LPX_K_MPSSKIP: | |
1251 val = cps->mps_skip; break; | |
1252 case LPX_K_LPTORIG: | |
1253 val = cps->lpt_orig; break; | |
1254 case LPX_K_PRESOL: | |
1255 val = cps->presol; break; | |
1256 case LPX_K_BINARIZE: | |
1257 val = cps->binarize; break; | |
1258 case LPX_K_USECUTS: | |
1259 val = cps->use_cuts; break; | |
1260 case LPX_K_BFTYPE: | |
1261 #if 0 | |
1262 val = cps->bf_type; break; | |
1263 #else | |
1264 { glp_bfcp parm; | |
1265 glp_get_bfcp(lp, &parm); | |
1266 switch (parm.type) | |
1267 { case GLP_BF_FT: | |
1268 val = 1; break; | |
1269 case GLP_BF_BG: | |
1270 val = 2; break; | |
1271 case GLP_BF_GR: | |
1272 val = 3; break; | |
1273 default: | |
1274 xassert(lp != lp); | |
1275 } | |
1276 } | |
1277 break; | |
1278 #endif | |
1279 default: | |
1280 xerror("lpx_get_int_parm: parm = %d; invalid parameter\n", | |
1281 parm); | |
1282 } | |
1283 return val; | |
1284 } | |
1285 | |
1286 void lpx_set_real_parm(LPX *lp, int parm, double val) | |
1287 { /* set (change) real control parameter */ | |
1288 #if 0 /* 17/XI-2009 */ | |
1289 struct LPXCPS *cps = lp->cps; | |
1290 #else | |
1291 struct LPXCPS *cps = access_parms(lp); | |
1292 #endif | |
1293 switch (parm) | |
1294 { case LPX_K_RELAX: | |
1295 if (!(0.0 <= val && val <= 1.0)) | |
1296 xerror("lpx_set_real_parm: RELAX = %g; invalid value\n", | |
1297 val); | |
1298 cps->relax = val; | |
1299 break; | |
1300 case LPX_K_TOLBND: | |
1301 if (!(DBL_EPSILON <= val && val <= 0.001)) | |
1302 xerror("lpx_set_real_parm: TOLBND = %g; invalid value\n", | |
1303 val); | |
1304 #if 0 | |
1305 if (cps->tol_bnd > val) | |
1306 { /* invalidate the basic solution */ | |
1307 lp->p_stat = LPX_P_UNDEF; | |
1308 lp->d_stat = LPX_D_UNDEF; | |
1309 } | |
1310 #endif | |
1311 cps->tol_bnd = val; | |
1312 break; | |
1313 case LPX_K_TOLDJ: | |
1314 if (!(DBL_EPSILON <= val && val <= 0.001)) | |
1315 xerror("lpx_set_real_parm: TOLDJ = %g; invalid value\n", | |
1316 val); | |
1317 #if 0 | |
1318 if (cps->tol_dj > val) | |
1319 { /* invalidate the basic solution */ | |
1320 lp->p_stat = LPX_P_UNDEF; | |
1321 lp->d_stat = LPX_D_UNDEF; | |
1322 } | |
1323 #endif | |
1324 cps->tol_dj = val; | |
1325 break; | |
1326 case LPX_K_TOLPIV: | |
1327 if (!(DBL_EPSILON <= val && val <= 0.001)) | |
1328 xerror("lpx_set_real_parm: TOLPIV = %g; invalid value\n", | |
1329 val); | |
1330 cps->tol_piv = val; | |
1331 break; | |
1332 case LPX_K_OBJLL: | |
1333 cps->obj_ll = val; | |
1334 break; | |
1335 case LPX_K_OBJUL: | |
1336 cps->obj_ul = val; | |
1337 break; | |
1338 case LPX_K_TMLIM: | |
1339 cps->tm_lim = val; | |
1340 break; | |
1341 case LPX_K_OUTDLY: | |
1342 cps->out_dly = val; | |
1343 break; | |
1344 case LPX_K_TOLINT: | |
1345 if (!(DBL_EPSILON <= val && val <= 0.001)) | |
1346 xerror("lpx_set_real_parm: TOLINT = %g; invalid value\n", | |
1347 val); | |
1348 cps->tol_int = val; | |
1349 break; | |
1350 case LPX_K_TOLOBJ: | |
1351 if (!(DBL_EPSILON <= val && val <= 0.001)) | |
1352 xerror("lpx_set_real_parm: TOLOBJ = %g; invalid value\n", | |
1353 val); | |
1354 cps->tol_obj = val; | |
1355 break; | |
1356 case LPX_K_MIPGAP: | |
1357 if (val < 0.0) | |
1358 xerror("lpx_set_real_parm: MIPGAP = %g; invalid value\n", | |
1359 val); | |
1360 cps->mip_gap = val; | |
1361 break; | |
1362 default: | |
1363 xerror("lpx_set_real_parm: parm = %d; invalid parameter\n", | |
1364 parm); | |
1365 } | |
1366 return; | |
1367 } | |
1368 | |
1369 double lpx_get_real_parm(LPX *lp, int parm) | |
1370 { /* query real control parameter */ | |
1371 #if 0 /* 17/XI-2009 */ | |
1372 struct LPXCPS *cps = lp->cps; | |
1373 #else | |
1374 struct LPXCPS *cps = access_parms(lp); | |
1375 #endif | |
1376 double val = 0.0; | |
1377 switch (parm) | |
1378 { case LPX_K_RELAX: | |
1379 val = cps->relax; | |
1380 break; | |
1381 case LPX_K_TOLBND: | |
1382 val = cps->tol_bnd; | |
1383 break; | |
1384 case LPX_K_TOLDJ: | |
1385 val = cps->tol_dj; | |
1386 break; | |
1387 case LPX_K_TOLPIV: | |
1388 val = cps->tol_piv; | |
1389 break; | |
1390 case LPX_K_OBJLL: | |
1391 val = cps->obj_ll; | |
1392 break; | |
1393 case LPX_K_OBJUL: | |
1394 val = cps->obj_ul; | |
1395 break; | |
1396 case LPX_K_TMLIM: | |
1397 val = cps->tm_lim; | |
1398 break; | |
1399 case LPX_K_OUTDLY: | |
1400 val = cps->out_dly; | |
1401 break; | |
1402 case LPX_K_TOLINT: | |
1403 val = cps->tol_int; | |
1404 break; | |
1405 case LPX_K_TOLOBJ: | |
1406 val = cps->tol_obj; | |
1407 break; | |
1408 case LPX_K_MIPGAP: | |
1409 val = cps->mip_gap; | |
1410 break; | |
1411 default: | |
1412 xerror("lpx_get_real_parm: parm = %d; invalid parameter\n", | |
1413 parm); | |
1414 } | |
1415 return val; | |
1416 } | |
1417 | |
1418 LPX *lpx_read_mps(const char *fname) | |
1419 { /* read problem data in fixed MPS format */ | |
1420 LPX *lp = lpx_create_prob(); | |
1421 if (glp_read_mps(lp, GLP_MPS_DECK, NULL, fname)) | |
1422 lpx_delete_prob(lp), lp = NULL; | |
1423 return lp; | |
1424 } | |
1425 | |
1426 int lpx_write_mps(LPX *lp, const char *fname) | |
1427 { /* write problem data in fixed MPS format */ | |
1428 return glp_write_mps(lp, GLP_MPS_DECK, NULL, fname); | |
1429 } | |
1430 | |
1431 int lpx_read_bas(LPX *lp, const char *fname) | |
1432 { /* read LP basis in fixed MPS format */ | |
1433 #if 0 /* 13/IV-2009 */ | |
1434 return read_bas(lp, fname); | |
1435 #else | |
1436 xassert(lp == lp); | |
1437 xassert(fname == fname); | |
1438 xerror("lpx_read_bas: operation not supported\n"); | |
1439 return 0; | |
1440 #endif | |
1441 } | |
1442 | |
1443 int lpx_write_bas(LPX *lp, const char *fname) | |
1444 { /* write LP basis in fixed MPS format */ | |
1445 #if 0 /* 13/IV-2009 */ | |
1446 return write_bas(lp, fname); | |
1447 #else | |
1448 xassert(lp == lp); | |
1449 xassert(fname == fname); | |
1450 xerror("lpx_write_bas: operation not supported\n"); | |
1451 return 0; | |
1452 #endif | |
1453 } | |
1454 | |
1455 LPX *lpx_read_freemps(const char *fname) | |
1456 { /* read problem data in free MPS format */ | |
1457 LPX *lp = lpx_create_prob(); | |
1458 if (glp_read_mps(lp, GLP_MPS_FILE, NULL, fname)) | |
1459 lpx_delete_prob(lp), lp = NULL; | |
1460 return lp; | |
1461 } | |
1462 | |
1463 int lpx_write_freemps(LPX *lp, const char *fname) | |
1464 { /* write problem data in free MPS format */ | |
1465 return glp_write_mps(lp, GLP_MPS_FILE, NULL, fname); | |
1466 } | |
1467 | |
1468 LPX *lpx_read_cpxlp(const char *fname) | |
1469 { /* read problem data in CPLEX LP format */ | |
1470 LPX *lp; | |
1471 lp = lpx_create_prob(); | |
1472 if (glp_read_lp(lp, NULL, fname)) | |
1473 lpx_delete_prob(lp), lp = NULL; | |
1474 return lp; | |
1475 } | |
1476 | |
1477 int lpx_write_cpxlp(LPX *lp, const char *fname) | |
1478 { /* write problem data in CPLEX LP format */ | |
1479 return glp_write_lp(lp, NULL, fname); | |
1480 } | |
1481 | |
1482 LPX *lpx_read_model(const char *model, const char *data, const char | |
1483 *output) | |
1484 { /* read LP/MIP model written in GNU MathProg language */ | |
1485 LPX *lp = NULL; | |
1486 glp_tran *tran; | |
1487 /* allocate the translator workspace */ | |
1488 tran = glp_mpl_alloc_wksp(); | |
1489 /* read model section and optional data section */ | |
1490 if (glp_mpl_read_model(tran, model, data != NULL)) goto done; | |
1491 /* read separate data section, if required */ | |
1492 if (data != NULL) | |
1493 if (glp_mpl_read_data(tran, data)) goto done; | |
1494 /* generate the model */ | |
1495 if (glp_mpl_generate(tran, output)) goto done; | |
1496 /* build the problem instance from the model */ | |
1497 lp = glp_create_prob(); | |
1498 glp_mpl_build_prob(tran, lp); | |
1499 done: /* free the translator workspace */ | |
1500 glp_mpl_free_wksp(tran); | |
1501 /* bring the problem object to the calling program */ | |
1502 return lp; | |
1503 } | |
1504 | |
1505 int lpx_print_prob(LPX *lp, const char *fname) | |
1506 { /* write problem data in plain text format */ | |
1507 return glp_write_lp(lp, NULL, fname); | |
1508 } | |
1509 | |
1510 int lpx_print_sol(LPX *lp, const char *fname) | |
1511 { /* write LP problem solution in printable format */ | |
1512 return glp_print_sol(lp, fname); | |
1513 } | |
1514 | |
1515 int lpx_print_sens_bnds(LPX *lp, const char *fname) | |
1516 { /* write bounds sensitivity information */ | |
1517 if (glp_get_status(lp) == GLP_OPT && !glp_bf_exists(lp)) | |
1518 glp_factorize(lp); | |
1519 return glp_print_ranges(lp, 0, NULL, 0, fname); | |
1520 } | |
1521 | |
1522 int lpx_print_ips(LPX *lp, const char *fname) | |
1523 { /* write interior point solution in printable format */ | |
1524 return glp_print_ipt(lp, fname); | |
1525 } | |
1526 | |
1527 int lpx_print_mip(LPX *lp, const char *fname) | |
1528 { /* write MIP problem solution in printable format */ | |
1529 return glp_print_mip(lp, fname); | |
1530 } | |
1531 | |
1532 int lpx_is_b_avail(glp_prob *lp) | |
1533 { /* check if LP basis is available */ | |
1534 return glp_bf_exists(lp); | |
1535 } | |
1536 | |
1537 int lpx_main(int argc, const char *argv[]) | |
1538 { /* stand-alone LP/MIP solver */ | |
1539 return glp_main(argc, argv); | |
1540 } | |
1541 | |
1542 /* eof */ |