1 | /* glpnpp01.c */ |
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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 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 "glpnpp.h" |
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26 | |
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27 | NPP *npp_create_wksp(void) |
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28 | { /* create LP/MIP preprocessor workspace */ |
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29 | NPP *npp; |
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30 | npp = xmalloc(sizeof(NPP)); |
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31 | npp->orig_dir = 0; |
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32 | npp->orig_m = npp->orig_n = npp->orig_nnz = 0; |
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33 | npp->pool = dmp_create_pool(); |
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34 | npp->name = npp->obj = NULL; |
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35 | npp->c0 = 0.0; |
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36 | npp->nrows = npp->ncols = 0; |
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37 | npp->r_head = npp->r_tail = NULL; |
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38 | npp->c_head = npp->c_tail = NULL; |
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39 | npp->stack = dmp_create_pool(); |
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40 | npp->top = NULL; |
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41 | #if 0 /* 16/XII-2009 */ |
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42 | memset(&npp->count, 0, sizeof(npp->count)); |
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43 | #endif |
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44 | npp->m = npp->n = npp->nnz = 0; |
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45 | npp->row_ref = npp->col_ref = NULL; |
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46 | npp->sol = npp->scaling = 0; |
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47 | npp->p_stat = npp->d_stat = npp->t_stat = npp->i_stat = 0; |
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48 | npp->r_stat = NULL; |
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49 | /*npp->r_prim =*/ npp->r_pi = NULL; |
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50 | npp->c_stat = NULL; |
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51 | npp->c_value = /*npp->c_dual =*/ NULL; |
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52 | return npp; |
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53 | } |
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54 | |
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55 | void npp_insert_row(NPP *npp, NPPROW *row, int where) |
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56 | { /* insert row to the row list */ |
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57 | if (where == 0) |
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58 | { /* insert row to the beginning of the row list */ |
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59 | row->prev = NULL; |
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60 | row->next = npp->r_head; |
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61 | if (row->next == NULL) |
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62 | npp->r_tail = row; |
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63 | else |
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64 | row->next->prev = row; |
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65 | npp->r_head = row; |
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66 | } |
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67 | else |
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68 | { /* insert row to the end of the row list */ |
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69 | row->prev = npp->r_tail; |
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70 | row->next = NULL; |
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71 | if (row->prev == NULL) |
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72 | npp->r_head = row; |
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73 | else |
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74 | row->prev->next = row; |
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75 | npp->r_tail = row; |
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76 | } |
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77 | return; |
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78 | } |
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79 | |
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80 | void npp_remove_row(NPP *npp, NPPROW *row) |
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81 | { /* remove row from the row list */ |
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82 | if (row->prev == NULL) |
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83 | npp->r_head = row->next; |
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84 | else |
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85 | row->prev->next = row->next; |
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86 | if (row->next == NULL) |
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87 | npp->r_tail = row->prev; |
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88 | else |
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89 | row->next->prev = row->prev; |
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90 | return; |
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91 | } |
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92 | |
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93 | void npp_activate_row(NPP *npp, NPPROW *row) |
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94 | { /* make row active */ |
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95 | if (!row->temp) |
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96 | { row->temp = 1; |
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97 | /* move the row to the beginning of the row list */ |
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98 | npp_remove_row(npp, row); |
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99 | npp_insert_row(npp, row, 0); |
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100 | } |
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101 | return; |
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102 | } |
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103 | |
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104 | void npp_deactivate_row(NPP *npp, NPPROW *row) |
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105 | { /* make row inactive */ |
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106 | if (row->temp) |
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107 | { row->temp = 0; |
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108 | /* move the row to the end of the row list */ |
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109 | npp_remove_row(npp, row); |
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110 | npp_insert_row(npp, row, 1); |
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111 | } |
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112 | return; |
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113 | } |
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114 | |
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115 | void npp_insert_col(NPP *npp, NPPCOL *col, int where) |
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116 | { /* insert column to the column list */ |
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117 | if (where == 0) |
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118 | { /* insert column to the beginning of the column list */ |
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119 | col->prev = NULL; |
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120 | col->next = npp->c_head; |
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121 | if (col->next == NULL) |
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122 | npp->c_tail = col; |
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123 | else |
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124 | col->next->prev = col; |
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125 | npp->c_head = col; |
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126 | } |
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127 | else |
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128 | { /* insert column to the end of the column list */ |
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129 | col->prev = npp->c_tail; |
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130 | col->next = NULL; |
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131 | if (col->prev == NULL) |
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132 | npp->c_head = col; |
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133 | else |
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134 | col->prev->next = col; |
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135 | npp->c_tail = col; |
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136 | } |
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137 | return; |
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138 | } |
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139 | |
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140 | void npp_remove_col(NPP *npp, NPPCOL *col) |
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141 | { /* remove column from the column list */ |
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142 | if (col->prev == NULL) |
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143 | npp->c_head = col->next; |
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144 | else |
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145 | col->prev->next = col->next; |
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146 | if (col->next == NULL) |
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147 | npp->c_tail = col->prev; |
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148 | else |
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149 | col->next->prev = col->prev; |
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150 | return; |
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151 | } |
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152 | |
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153 | void npp_activate_col(NPP *npp, NPPCOL *col) |
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154 | { /* make column active */ |
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155 | if (!col->temp) |
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156 | { col->temp = 1; |
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157 | /* move the column to the beginning of the column list */ |
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158 | npp_remove_col(npp, col); |
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159 | npp_insert_col(npp, col, 0); |
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160 | } |
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161 | return; |
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162 | } |
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163 | |
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164 | void npp_deactivate_col(NPP *npp, NPPCOL *col) |
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165 | { /* make column inactive */ |
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166 | if (col->temp) |
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167 | { col->temp = 0; |
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168 | /* move the column to the end of the column list */ |
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169 | npp_remove_col(npp, col); |
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170 | npp_insert_col(npp, col, 1); |
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171 | } |
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172 | return; |
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173 | } |
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174 | |
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175 | NPPROW *npp_add_row(NPP *npp) |
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176 | { /* add new row to the current problem */ |
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177 | NPPROW *row; |
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178 | row = dmp_get_atom(npp->pool, sizeof(NPPROW)); |
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179 | row->i = ++(npp->nrows); |
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180 | row->name = NULL; |
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181 | row->lb = -DBL_MAX, row->ub = +DBL_MAX; |
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182 | row->ptr = NULL; |
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183 | row->temp = 0; |
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184 | npp_insert_row(npp, row, 1); |
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185 | return row; |
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186 | } |
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187 | |
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188 | NPPCOL *npp_add_col(NPP *npp) |
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189 | { /* add new column to the current problem */ |
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190 | NPPCOL *col; |
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191 | col = dmp_get_atom(npp->pool, sizeof(NPPCOL)); |
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192 | col->j = ++(npp->ncols); |
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193 | col->name = NULL; |
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194 | #if 0 |
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195 | col->kind = GLP_CV; |
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196 | #else |
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197 | col->is_int = 0; |
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198 | #endif |
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199 | col->lb = col->ub = col->coef = 0.0; |
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200 | col->ptr = NULL; |
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201 | col->temp = 0; |
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202 | npp_insert_col(npp, col, 1); |
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203 | return col; |
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204 | } |
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205 | |
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206 | NPPAIJ *npp_add_aij(NPP *npp, NPPROW *row, NPPCOL *col, double val) |
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207 | { /* add new element to the constraint matrix */ |
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208 | NPPAIJ *aij; |
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209 | aij = dmp_get_atom(npp->pool, sizeof(NPPAIJ)); |
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210 | aij->row = row; |
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211 | aij->col = col; |
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212 | aij->val = val; |
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213 | aij->r_prev = NULL; |
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214 | aij->r_next = row->ptr; |
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215 | aij->c_prev = NULL; |
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216 | aij->c_next = col->ptr; |
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217 | if (aij->r_next != NULL) |
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218 | aij->r_next->r_prev = aij; |
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219 | if (aij->c_next != NULL) |
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220 | aij->c_next->c_prev = aij; |
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221 | row->ptr = col->ptr = aij; |
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222 | return aij; |
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223 | } |
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224 | |
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225 | int npp_row_nnz(NPP *npp, NPPROW *row) |
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226 | { /* count number of non-zero coefficients in row */ |
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227 | NPPAIJ *aij; |
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228 | int nnz; |
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229 | xassert(npp == npp); |
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230 | nnz = 0; |
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231 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
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232 | nnz++; |
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233 | return nnz; |
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234 | } |
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235 | |
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236 | int npp_col_nnz(NPP *npp, NPPCOL *col) |
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237 | { /* count number of non-zero coefficients in column */ |
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238 | NPPAIJ *aij; |
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239 | int nnz; |
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240 | xassert(npp == npp); |
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241 | nnz = 0; |
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242 | for (aij = col->ptr; aij != NULL; aij = aij->c_next) |
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243 | nnz++; |
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244 | return nnz; |
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245 | } |
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246 | |
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247 | void *npp_push_tse(NPP *npp, int (*func)(NPP *npp, void *info), |
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248 | int size) |
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249 | { /* push new entry to the transformation stack */ |
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250 | NPPTSE *tse; |
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251 | tse = dmp_get_atom(npp->stack, sizeof(NPPTSE)); |
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252 | tse->func = func; |
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253 | tse->info = dmp_get_atom(npp->stack, size); |
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254 | tse->link = npp->top; |
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255 | npp->top = tse; |
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256 | return tse->info; |
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257 | } |
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258 | |
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259 | #if 1 /* 23/XII-2009 */ |
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260 | void npp_erase_row(NPP *npp, NPPROW *row) |
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261 | { /* erase row content to make it empty */ |
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262 | NPPAIJ *aij; |
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263 | while (row->ptr != NULL) |
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264 | { aij = row->ptr; |
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265 | row->ptr = aij->r_next; |
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266 | if (aij->c_prev == NULL) |
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267 | aij->col->ptr = aij->c_next; |
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268 | else |
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269 | aij->c_prev->c_next = aij->c_next; |
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270 | if (aij->c_next == NULL) |
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271 | ; |
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272 | else |
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273 | aij->c_next->c_prev = aij->c_prev; |
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274 | dmp_free_atom(npp->pool, aij, sizeof(NPPAIJ)); |
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275 | } |
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276 | return; |
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277 | } |
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278 | #endif |
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279 | |
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280 | void npp_del_row(NPP *npp, NPPROW *row) |
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281 | { /* remove row from the current problem */ |
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282 | #if 0 /* 23/XII-2009 */ |
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283 | NPPAIJ *aij; |
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284 | #endif |
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285 | if (row->name != NULL) |
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286 | dmp_free_atom(npp->pool, row->name, strlen(row->name)+1); |
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287 | #if 0 /* 23/XII-2009 */ |
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288 | while (row->ptr != NULL) |
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289 | { aij = row->ptr; |
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290 | row->ptr = aij->r_next; |
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291 | if (aij->c_prev == NULL) |
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292 | aij->col->ptr = aij->c_next; |
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293 | else |
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294 | aij->c_prev->c_next = aij->c_next; |
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295 | if (aij->c_next == NULL) |
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296 | ; |
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297 | else |
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298 | aij->c_next->c_prev = aij->c_prev; |
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299 | dmp_free_atom(npp->pool, aij, sizeof(NPPAIJ)); |
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300 | } |
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301 | #else |
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302 | npp_erase_row(npp, row); |
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303 | #endif |
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304 | npp_remove_row(npp, row); |
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305 | dmp_free_atom(npp->pool, row, sizeof(NPPROW)); |
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306 | return; |
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307 | } |
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308 | |
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309 | void npp_del_col(NPP *npp, NPPCOL *col) |
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310 | { /* remove column from the current problem */ |
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311 | NPPAIJ *aij; |
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312 | if (col->name != NULL) |
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313 | dmp_free_atom(npp->pool, col->name, strlen(col->name)+1); |
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314 | while (col->ptr != NULL) |
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315 | { aij = col->ptr; |
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316 | col->ptr = aij->c_next; |
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317 | if (aij->r_prev == NULL) |
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318 | aij->row->ptr = aij->r_next; |
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319 | else |
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320 | aij->r_prev->r_next = aij->r_next; |
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321 | if (aij->r_next == NULL) |
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322 | ; |
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323 | else |
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324 | aij->r_next->r_prev = aij->r_prev; |
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325 | dmp_free_atom(npp->pool, aij, sizeof(NPPAIJ)); |
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326 | } |
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327 | npp_remove_col(npp, col); |
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328 | dmp_free_atom(npp->pool, col, sizeof(NPPCOL)); |
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329 | return; |
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330 | } |
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331 | |
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332 | void npp_del_aij(NPP *npp, NPPAIJ *aij) |
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333 | { /* remove element from the constraint matrix */ |
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334 | if (aij->r_prev == NULL) |
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335 | aij->row->ptr = aij->r_next; |
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336 | else |
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337 | aij->r_prev->r_next = aij->r_next; |
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338 | if (aij->r_next == NULL) |
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339 | ; |
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340 | else |
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341 | aij->r_next->r_prev = aij->r_prev; |
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342 | if (aij->c_prev == NULL) |
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343 | aij->col->ptr = aij->c_next; |
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344 | else |
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345 | aij->c_prev->c_next = aij->c_next; |
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346 | if (aij->c_next == NULL) |
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347 | ; |
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348 | else |
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349 | aij->c_next->c_prev = aij->c_prev; |
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350 | dmp_free_atom(npp->pool, aij, sizeof(NPPAIJ)); |
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351 | return; |
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352 | } |
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353 | |
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354 | void npp_load_prob(NPP *npp, glp_prob *orig, int names, int sol, |
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355 | int scaling) |
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356 | { /* load original problem into the preprocessor workspace */ |
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357 | int m = orig->m; |
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358 | int n = orig->n; |
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359 | NPPROW **link; |
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360 | int i, j; |
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361 | double dir; |
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362 | xassert(names == GLP_OFF || names == GLP_ON); |
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363 | xassert(sol == GLP_SOL || sol == GLP_IPT || sol == GLP_MIP); |
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364 | xassert(scaling == GLP_OFF || scaling == GLP_ON); |
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365 | if (sol == GLP_MIP) xassert(!scaling); |
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366 | npp->orig_dir = orig->dir; |
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367 | if (npp->orig_dir == GLP_MIN) |
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368 | dir = +1.0; |
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369 | else if (npp->orig_dir == GLP_MAX) |
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370 | dir = -1.0; |
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371 | else |
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372 | xassert(npp != npp); |
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373 | npp->orig_m = m; |
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374 | npp->orig_n = n; |
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375 | npp->orig_nnz = orig->nnz; |
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376 | if (names && orig->name != NULL) |
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377 | { npp->name = dmp_get_atom(npp->pool, strlen(orig->name)+1); |
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378 | strcpy(npp->name, orig->name); |
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379 | } |
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380 | if (names && orig->obj != NULL) |
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381 | { npp->obj = dmp_get_atom(npp->pool, strlen(orig->obj)+1); |
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382 | strcpy(npp->obj, orig->obj); |
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383 | } |
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384 | npp->c0 = dir * orig->c0; |
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385 | /* load rows */ |
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386 | link = xcalloc(1+m, sizeof(NPPROW *)); |
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387 | for (i = 1; i <= m; i++) |
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388 | { GLPROW *rrr = orig->row[i]; |
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389 | NPPROW *row; |
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390 | link[i] = row = npp_add_row(npp); |
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391 | xassert(row->i == i); |
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392 | if (names && rrr->name != NULL) |
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393 | { row->name = dmp_get_atom(npp->pool, strlen(rrr->name)+1); |
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394 | strcpy(row->name, rrr->name); |
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395 | } |
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396 | if (!scaling) |
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397 | { if (rrr->type == GLP_FR) |
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398 | row->lb = -DBL_MAX, row->ub = +DBL_MAX; |
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399 | else if (rrr->type == GLP_LO) |
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400 | row->lb = rrr->lb, row->ub = +DBL_MAX; |
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401 | else if (rrr->type == GLP_UP) |
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402 | row->lb = -DBL_MAX, row->ub = rrr->ub; |
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403 | else if (rrr->type == GLP_DB) |
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404 | row->lb = rrr->lb, row->ub = rrr->ub; |
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405 | else if (rrr->type == GLP_FX) |
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406 | row->lb = row->ub = rrr->lb; |
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407 | else |
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408 | xassert(rrr != rrr); |
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409 | } |
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410 | else |
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411 | { double rii = rrr->rii; |
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412 | if (rrr->type == GLP_FR) |
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413 | row->lb = -DBL_MAX, row->ub = +DBL_MAX; |
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414 | else if (rrr->type == GLP_LO) |
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415 | row->lb = rrr->lb * rii, row->ub = +DBL_MAX; |
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416 | else if (rrr->type == GLP_UP) |
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417 | row->lb = -DBL_MAX, row->ub = rrr->ub * rii; |
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418 | else if (rrr->type == GLP_DB) |
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419 | row->lb = rrr->lb * rii, row->ub = rrr->ub * rii; |
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420 | else if (rrr->type == GLP_FX) |
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421 | row->lb = row->ub = rrr->lb * rii; |
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422 | else |
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423 | xassert(rrr != rrr); |
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424 | } |
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425 | } |
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426 | /* load columns and constraint coefficients */ |
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427 | for (j = 1; j <= n; j++) |
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428 | { GLPCOL *ccc = orig->col[j]; |
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429 | GLPAIJ *aaa; |
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430 | NPPCOL *col; |
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431 | col = npp_add_col(npp); |
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432 | xassert(col->j == j); |
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433 | if (names && ccc->name != NULL) |
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434 | { col->name = dmp_get_atom(npp->pool, strlen(ccc->name)+1); |
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435 | strcpy(col->name, ccc->name); |
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436 | } |
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437 | if (sol == GLP_MIP) |
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438 | #if 0 |
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439 | col->kind = ccc->kind; |
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440 | #else |
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441 | col->is_int = (char)(ccc->kind == GLP_IV); |
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442 | #endif |
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443 | if (!scaling) |
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444 | { if (ccc->type == GLP_FR) |
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445 | col->lb = -DBL_MAX, col->ub = +DBL_MAX; |
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446 | else if (ccc->type == GLP_LO) |
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447 | col->lb = ccc->lb, col->ub = +DBL_MAX; |
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448 | else if (ccc->type == GLP_UP) |
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449 | col->lb = -DBL_MAX, col->ub = ccc->ub; |
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450 | else if (ccc->type == GLP_DB) |
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451 | col->lb = ccc->lb, col->ub = ccc->ub; |
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452 | else if (ccc->type == GLP_FX) |
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453 | col->lb = col->ub = ccc->lb; |
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454 | else |
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455 | xassert(ccc != ccc); |
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456 | col->coef = dir * ccc->coef; |
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457 | for (aaa = ccc->ptr; aaa != NULL; aaa = aaa->c_next) |
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458 | npp_add_aij(npp, link[aaa->row->i], col, aaa->val); |
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459 | } |
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460 | else |
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461 | { double sjj = ccc->sjj; |
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462 | if (ccc->type == GLP_FR) |
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463 | col->lb = -DBL_MAX, col->ub = +DBL_MAX; |
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464 | else if (ccc->type == GLP_LO) |
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465 | col->lb = ccc->lb / sjj, col->ub = +DBL_MAX; |
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466 | else if (ccc->type == GLP_UP) |
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467 | col->lb = -DBL_MAX, col->ub = ccc->ub / sjj; |
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468 | else if (ccc->type == GLP_DB) |
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469 | col->lb = ccc->lb / sjj, col->ub = ccc->ub / sjj; |
---|
470 | else if (ccc->type == GLP_FX) |
---|
471 | col->lb = col->ub = ccc->lb / sjj; |
---|
472 | else |
---|
473 | xassert(ccc != ccc); |
---|
474 | col->coef = dir * ccc->coef * sjj; |
---|
475 | for (aaa = ccc->ptr; aaa != NULL; aaa = aaa->c_next) |
---|
476 | npp_add_aij(npp, link[aaa->row->i], col, |
---|
477 | aaa->row->rii * aaa->val * sjj); |
---|
478 | } |
---|
479 | } |
---|
480 | xfree(link); |
---|
481 | /* keep solution indicator and scaling option */ |
---|
482 | npp->sol = sol; |
---|
483 | npp->scaling = scaling; |
---|
484 | return; |
---|
485 | } |
---|
486 | |
---|
487 | void npp_build_prob(NPP *npp, glp_prob *prob) |
---|
488 | { /* build resultant (preprocessed) problem */ |
---|
489 | NPPROW *row; |
---|
490 | NPPCOL *col; |
---|
491 | NPPAIJ *aij; |
---|
492 | int i, j, type, len, *ind; |
---|
493 | double dir, *val; |
---|
494 | glp_erase_prob(prob); |
---|
495 | glp_set_prob_name(prob, npp->name); |
---|
496 | glp_set_obj_name(prob, npp->obj); |
---|
497 | glp_set_obj_dir(prob, npp->orig_dir); |
---|
498 | if (npp->orig_dir == GLP_MIN) |
---|
499 | dir = +1.0; |
---|
500 | else if (npp->orig_dir == GLP_MAX) |
---|
501 | dir = -1.0; |
---|
502 | else |
---|
503 | xassert(npp != npp); |
---|
504 | glp_set_obj_coef(prob, 0, dir * npp->c0); |
---|
505 | /* build rows */ |
---|
506 | for (row = npp->r_head; row != NULL; row = row->next) |
---|
507 | { row->temp = i = glp_add_rows(prob, 1); |
---|
508 | glp_set_row_name(prob, i, row->name); |
---|
509 | if (row->lb == -DBL_MAX && row->ub == +DBL_MAX) |
---|
510 | type = GLP_FR; |
---|
511 | else if (row->ub == +DBL_MAX) |
---|
512 | type = GLP_LO; |
---|
513 | else if (row->lb == -DBL_MAX) |
---|
514 | type = GLP_UP; |
---|
515 | else if (row->lb != row->ub) |
---|
516 | type = GLP_DB; |
---|
517 | else |
---|
518 | type = GLP_FX; |
---|
519 | glp_set_row_bnds(prob, i, type, row->lb, row->ub); |
---|
520 | } |
---|
521 | /* build columns and the constraint matrix */ |
---|
522 | ind = xcalloc(1+prob->m, sizeof(int)); |
---|
523 | val = xcalloc(1+prob->m, sizeof(double)); |
---|
524 | for (col = npp->c_head; col != NULL; col = col->next) |
---|
525 | { j = glp_add_cols(prob, 1); |
---|
526 | glp_set_col_name(prob, j, col->name); |
---|
527 | #if 0 |
---|
528 | glp_set_col_kind(prob, j, col->kind); |
---|
529 | #else |
---|
530 | glp_set_col_kind(prob, j, col->is_int ? GLP_IV : GLP_CV); |
---|
531 | #endif |
---|
532 | if (col->lb == -DBL_MAX && col->ub == +DBL_MAX) |
---|
533 | type = GLP_FR; |
---|
534 | else if (col->ub == +DBL_MAX) |
---|
535 | type = GLP_LO; |
---|
536 | else if (col->lb == -DBL_MAX) |
---|
537 | type = GLP_UP; |
---|
538 | else if (col->lb != col->ub) |
---|
539 | type = GLP_DB; |
---|
540 | else |
---|
541 | type = GLP_FX; |
---|
542 | glp_set_col_bnds(prob, j, type, col->lb, col->ub); |
---|
543 | glp_set_obj_coef(prob, j, dir * col->coef); |
---|
544 | len = 0; |
---|
545 | for (aij = col->ptr; aij != NULL; aij = aij->c_next) |
---|
546 | { len++; |
---|
547 | ind[len] = aij->row->temp; |
---|
548 | val[len] = aij->val; |
---|
549 | } |
---|
550 | glp_set_mat_col(prob, j, len, ind, val); |
---|
551 | } |
---|
552 | xfree(ind); |
---|
553 | xfree(val); |
---|
554 | /* resultant problem has been built */ |
---|
555 | npp->m = prob->m; |
---|
556 | npp->n = prob->n; |
---|
557 | npp->nnz = prob->nnz; |
---|
558 | npp->row_ref = xcalloc(1+npp->m, sizeof(int)); |
---|
559 | npp->col_ref = xcalloc(1+npp->n, sizeof(int)); |
---|
560 | for (row = npp->r_head, i = 0; row != NULL; row = row->next) |
---|
561 | npp->row_ref[++i] = row->i; |
---|
562 | for (col = npp->c_head, j = 0; col != NULL; col = col->next) |
---|
563 | npp->col_ref[++j] = col->j; |
---|
564 | /* transformed problem segment is no longer needed */ |
---|
565 | dmp_delete_pool(npp->pool), npp->pool = NULL; |
---|
566 | npp->name = npp->obj = NULL; |
---|
567 | npp->c0 = 0.0; |
---|
568 | npp->r_head = npp->r_tail = NULL; |
---|
569 | npp->c_head = npp->c_tail = NULL; |
---|
570 | return; |
---|
571 | } |
---|
572 | |
---|
573 | void npp_postprocess(NPP *npp, glp_prob *prob) |
---|
574 | { /* postprocess solution from the resultant problem */ |
---|
575 | GLPROW *row; |
---|
576 | GLPCOL *col; |
---|
577 | NPPTSE *tse; |
---|
578 | int i, j, k; |
---|
579 | double dir; |
---|
580 | xassert(npp->orig_dir == prob->dir); |
---|
581 | if (npp->orig_dir == GLP_MIN) |
---|
582 | dir = +1.0; |
---|
583 | else if (npp->orig_dir == GLP_MAX) |
---|
584 | dir = -1.0; |
---|
585 | else |
---|
586 | xassert(npp != npp); |
---|
587 | xassert(npp->m == prob->m); |
---|
588 | xassert(npp->n == prob->n); |
---|
589 | xassert(npp->nnz == prob->nnz); |
---|
590 | /* copy solution status */ |
---|
591 | if (npp->sol == GLP_SOL) |
---|
592 | { npp->p_stat = prob->pbs_stat; |
---|
593 | npp->d_stat = prob->dbs_stat; |
---|
594 | } |
---|
595 | else if (npp->sol == GLP_IPT) |
---|
596 | npp->t_stat = prob->ipt_stat; |
---|
597 | else if (npp->sol == GLP_MIP) |
---|
598 | npp->i_stat = prob->mip_stat; |
---|
599 | else |
---|
600 | xassert(npp != npp); |
---|
601 | /* allocate solution arrays */ |
---|
602 | if (npp->sol == GLP_SOL) |
---|
603 | { if (npp->r_stat == NULL) |
---|
604 | npp->r_stat = xcalloc(1+npp->nrows, sizeof(char)); |
---|
605 | for (i = 1; i <= npp->nrows; i++) |
---|
606 | npp->r_stat[i] = 0; |
---|
607 | if (npp->c_stat == NULL) |
---|
608 | npp->c_stat = xcalloc(1+npp->ncols, sizeof(char)); |
---|
609 | for (j = 1; j <= npp->ncols; j++) |
---|
610 | npp->c_stat[j] = 0; |
---|
611 | } |
---|
612 | #if 0 |
---|
613 | if (npp->r_prim == NULL) |
---|
614 | npp->r_prim = xcalloc(1+npp->nrows, sizeof(double)); |
---|
615 | for (i = 1; i <= npp->nrows; i++) |
---|
616 | npp->r_prim[i] = DBL_MAX; |
---|
617 | #endif |
---|
618 | if (npp->c_value == NULL) |
---|
619 | npp->c_value = xcalloc(1+npp->ncols, sizeof(double)); |
---|
620 | for (j = 1; j <= npp->ncols; j++) |
---|
621 | npp->c_value[j] = DBL_MAX; |
---|
622 | if (npp->sol != GLP_MIP) |
---|
623 | { if (npp->r_pi == NULL) |
---|
624 | npp->r_pi = xcalloc(1+npp->nrows, sizeof(double)); |
---|
625 | for (i = 1; i <= npp->nrows; i++) |
---|
626 | npp->r_pi[i] = DBL_MAX; |
---|
627 | #if 0 |
---|
628 | if (npp->c_dual == NULL) |
---|
629 | npp->c_dual = xcalloc(1+npp->ncols, sizeof(double)); |
---|
630 | for (j = 1; j <= npp->ncols; j++) |
---|
631 | npp->c_dual[j] = DBL_MAX; |
---|
632 | #endif |
---|
633 | } |
---|
634 | /* copy solution components from the resultant problem */ |
---|
635 | if (npp->sol == GLP_SOL) |
---|
636 | { for (i = 1; i <= npp->m; i++) |
---|
637 | { row = prob->row[i]; |
---|
638 | k = npp->row_ref[i]; |
---|
639 | npp->r_stat[k] = (char)row->stat; |
---|
640 | /*npp->r_prim[k] = row->prim;*/ |
---|
641 | npp->r_pi[k] = dir * row->dual; |
---|
642 | } |
---|
643 | for (j = 1; j <= npp->n; j++) |
---|
644 | { col = prob->col[j]; |
---|
645 | k = npp->col_ref[j]; |
---|
646 | npp->c_stat[k] = (char)col->stat; |
---|
647 | npp->c_value[k] = col->prim; |
---|
648 | /*npp->c_dual[k] = dir * col->dual;*/ |
---|
649 | } |
---|
650 | } |
---|
651 | else if (npp->sol == GLP_IPT) |
---|
652 | { for (i = 1; i <= npp->m; i++) |
---|
653 | { row = prob->row[i]; |
---|
654 | k = npp->row_ref[i]; |
---|
655 | /*npp->r_prim[k] = row->pval;*/ |
---|
656 | npp->r_pi[k] = dir * row->dval; |
---|
657 | } |
---|
658 | for (j = 1; j <= npp->n; j++) |
---|
659 | { col = prob->col[j]; |
---|
660 | k = npp->col_ref[j]; |
---|
661 | npp->c_value[k] = col->pval; |
---|
662 | /*npp->c_dual[k] = dir * col->dval;*/ |
---|
663 | } |
---|
664 | } |
---|
665 | else if (npp->sol == GLP_MIP) |
---|
666 | { |
---|
667 | #if 0 |
---|
668 | for (i = 1; i <= npp->m; i++) |
---|
669 | { row = prob->row[i]; |
---|
670 | k = npp->row_ref[i]; |
---|
671 | /*npp->r_prim[k] = row->mipx;*/ |
---|
672 | } |
---|
673 | #endif |
---|
674 | for (j = 1; j <= npp->n; j++) |
---|
675 | { col = prob->col[j]; |
---|
676 | k = npp->col_ref[j]; |
---|
677 | npp->c_value[k] = col->mipx; |
---|
678 | } |
---|
679 | } |
---|
680 | else |
---|
681 | xassert(npp != npp); |
---|
682 | /* perform postprocessing to construct solution to the original |
---|
683 | problem */ |
---|
684 | for (tse = npp->top; tse != NULL; tse = tse->link) |
---|
685 | { xassert(tse->func != NULL); |
---|
686 | xassert(tse->func(npp, tse->info) == 0); |
---|
687 | } |
---|
688 | return; |
---|
689 | } |
---|
690 | |
---|
691 | void npp_unload_sol(NPP *npp, glp_prob *orig) |
---|
692 | { /* store solution to the original problem */ |
---|
693 | GLPROW *row; |
---|
694 | GLPCOL *col; |
---|
695 | int i, j; |
---|
696 | double dir; |
---|
697 | xassert(npp->orig_dir == orig->dir); |
---|
698 | if (npp->orig_dir == GLP_MIN) |
---|
699 | dir = +1.0; |
---|
700 | else if (npp->orig_dir == GLP_MAX) |
---|
701 | dir = -1.0; |
---|
702 | else |
---|
703 | xassert(npp != npp); |
---|
704 | xassert(npp->orig_m == orig->m); |
---|
705 | xassert(npp->orig_n == orig->n); |
---|
706 | xassert(npp->orig_nnz == orig->nnz); |
---|
707 | if (npp->sol == GLP_SOL) |
---|
708 | { /* store basic solution */ |
---|
709 | orig->valid = 0; |
---|
710 | orig->pbs_stat = npp->p_stat; |
---|
711 | orig->dbs_stat = npp->d_stat; |
---|
712 | orig->obj_val = orig->c0; |
---|
713 | orig->some = 0; |
---|
714 | for (i = 1; i <= orig->m; i++) |
---|
715 | { row = orig->row[i]; |
---|
716 | row->stat = npp->r_stat[i]; |
---|
717 | if (!npp->scaling) |
---|
718 | { /*row->prim = npp->r_prim[i];*/ |
---|
719 | row->dual = dir * npp->r_pi[i]; |
---|
720 | } |
---|
721 | else |
---|
722 | { /*row->prim = npp->r_prim[i] / row->rii;*/ |
---|
723 | row->dual = dir * npp->r_pi[i] * row->rii; |
---|
724 | } |
---|
725 | if (row->stat == GLP_BS) |
---|
726 | row->dual = 0.0; |
---|
727 | else if (row->stat == GLP_NL) |
---|
728 | { xassert(row->type == GLP_LO || row->type == GLP_DB); |
---|
729 | row->prim = row->lb; |
---|
730 | } |
---|
731 | else if (row->stat == GLP_NU) |
---|
732 | { xassert(row->type == GLP_UP || row->type == GLP_DB); |
---|
733 | row->prim = row->ub; |
---|
734 | } |
---|
735 | else if (row->stat == GLP_NF) |
---|
736 | { xassert(row->type == GLP_FR); |
---|
737 | row->prim = 0.0; |
---|
738 | } |
---|
739 | else if (row->stat == GLP_NS) |
---|
740 | { xassert(row->type == GLP_FX); |
---|
741 | row->prim = row->lb; |
---|
742 | } |
---|
743 | else |
---|
744 | xassert(row != row); |
---|
745 | } |
---|
746 | for (j = 1; j <= orig->n; j++) |
---|
747 | { col = orig->col[j]; |
---|
748 | col->stat = npp->c_stat[j]; |
---|
749 | if (!npp->scaling) |
---|
750 | { col->prim = npp->c_value[j]; |
---|
751 | /*col->dual = dir * npp->c_dual[j];*/ |
---|
752 | } |
---|
753 | else |
---|
754 | { col->prim = npp->c_value[j] * col->sjj; |
---|
755 | /*col->dual = dir * npp->c_dual[j] / col->sjj;*/ |
---|
756 | } |
---|
757 | if (col->stat == GLP_BS) |
---|
758 | col->dual = 0.0; |
---|
759 | #if 1 |
---|
760 | else if (col->stat == GLP_NL) |
---|
761 | { xassert(col->type == GLP_LO || col->type == GLP_DB); |
---|
762 | col->prim = col->lb; |
---|
763 | } |
---|
764 | else if (col->stat == GLP_NU) |
---|
765 | { xassert(col->type == GLP_UP || col->type == GLP_DB); |
---|
766 | col->prim = col->ub; |
---|
767 | } |
---|
768 | else if (col->stat == GLP_NF) |
---|
769 | { xassert(col->type == GLP_FR); |
---|
770 | col->prim = 0.0; |
---|
771 | } |
---|
772 | else if (col->stat == GLP_NS) |
---|
773 | { xassert(col->type == GLP_FX); |
---|
774 | col->prim = col->lb; |
---|
775 | } |
---|
776 | else |
---|
777 | xassert(col != col); |
---|
778 | #endif |
---|
779 | orig->obj_val += col->coef * col->prim; |
---|
780 | } |
---|
781 | #if 1 |
---|
782 | /* compute primal values of inactive rows */ |
---|
783 | for (i = 1; i <= orig->m; i++) |
---|
784 | { row = orig->row[i]; |
---|
785 | if (row->stat == GLP_BS) |
---|
786 | { GLPAIJ *aij; |
---|
787 | double temp; |
---|
788 | temp = 0.0; |
---|
789 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
---|
790 | temp += aij->val * aij->col->prim; |
---|
791 | row->prim = temp; |
---|
792 | } |
---|
793 | } |
---|
794 | /* compute reduced costs of active columns */ |
---|
795 | for (j = 1; j <= orig->n; j++) |
---|
796 | { col = orig->col[j]; |
---|
797 | if (col->stat != GLP_BS) |
---|
798 | { GLPAIJ *aij; |
---|
799 | double temp; |
---|
800 | temp = col->coef; |
---|
801 | for (aij = col->ptr; aij != NULL; aij = aij->c_next) |
---|
802 | temp -= aij->val * aij->row->dual; |
---|
803 | col->dual = temp; |
---|
804 | } |
---|
805 | } |
---|
806 | #endif |
---|
807 | } |
---|
808 | else if (npp->sol == GLP_IPT) |
---|
809 | { /* store interior-point solution */ |
---|
810 | orig->ipt_stat = npp->t_stat; |
---|
811 | orig->ipt_obj = orig->c0; |
---|
812 | for (i = 1; i <= orig->m; i++) |
---|
813 | { row = orig->row[i]; |
---|
814 | if (!npp->scaling) |
---|
815 | { /*row->pval = npp->r_prim[i];*/ |
---|
816 | row->dval = dir * npp->r_pi[i]; |
---|
817 | } |
---|
818 | else |
---|
819 | { /*row->pval = npp->r_prim[i] / row->rii;*/ |
---|
820 | row->dval = dir * npp->r_pi[i] * row->rii; |
---|
821 | } |
---|
822 | } |
---|
823 | for (j = 1; j <= orig->n; j++) |
---|
824 | { col = orig->col[j]; |
---|
825 | if (!npp->scaling) |
---|
826 | { col->pval = npp->c_value[j]; |
---|
827 | /*col->dval = dir * npp->c_dual[j];*/ |
---|
828 | } |
---|
829 | else |
---|
830 | { col->pval = npp->c_value[j] * col->sjj; |
---|
831 | /*col->dval = dir * npp->c_dual[j] / col->sjj;*/ |
---|
832 | } |
---|
833 | orig->ipt_obj += col->coef * col->pval; |
---|
834 | } |
---|
835 | #if 1 |
---|
836 | /* compute row primal values */ |
---|
837 | for (i = 1; i <= orig->m; i++) |
---|
838 | { row = orig->row[i]; |
---|
839 | { GLPAIJ *aij; |
---|
840 | double temp; |
---|
841 | temp = 0.0; |
---|
842 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
---|
843 | temp += aij->val * aij->col->pval; |
---|
844 | row->pval = temp; |
---|
845 | } |
---|
846 | } |
---|
847 | /* compute column dual values */ |
---|
848 | for (j = 1; j <= orig->n; j++) |
---|
849 | { col = orig->col[j]; |
---|
850 | { GLPAIJ *aij; |
---|
851 | double temp; |
---|
852 | temp = col->coef; |
---|
853 | for (aij = col->ptr; aij != NULL; aij = aij->c_next) |
---|
854 | temp -= aij->val * aij->row->dval; |
---|
855 | col->dval = temp; |
---|
856 | } |
---|
857 | } |
---|
858 | #endif |
---|
859 | } |
---|
860 | else if (npp->sol == GLP_MIP) |
---|
861 | { /* store MIP solution */ |
---|
862 | xassert(!npp->scaling); |
---|
863 | orig->mip_stat = npp->i_stat; |
---|
864 | orig->mip_obj = orig->c0; |
---|
865 | #if 0 |
---|
866 | for (i = 1; i <= orig->m; i++) |
---|
867 | { row = orig->row[i]; |
---|
868 | /*row->mipx = npp->r_prim[i];*/ |
---|
869 | } |
---|
870 | #endif |
---|
871 | for (j = 1; j <= orig->n; j++) |
---|
872 | { col = orig->col[j]; |
---|
873 | col->mipx = npp->c_value[j]; |
---|
874 | if (col->kind == GLP_IV) |
---|
875 | xassert(col->mipx == floor(col->mipx)); |
---|
876 | orig->mip_obj += col->coef * col->mipx; |
---|
877 | } |
---|
878 | #if 1 |
---|
879 | /* compute row primal values */ |
---|
880 | for (i = 1; i <= orig->m; i++) |
---|
881 | { row = orig->row[i]; |
---|
882 | { GLPAIJ *aij; |
---|
883 | double temp; |
---|
884 | temp = 0.0; |
---|
885 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
---|
886 | temp += aij->val * aij->col->mipx; |
---|
887 | row->mipx = temp; |
---|
888 | } |
---|
889 | } |
---|
890 | #endif |
---|
891 | } |
---|
892 | else |
---|
893 | xassert(npp != npp); |
---|
894 | return; |
---|
895 | } |
---|
896 | |
---|
897 | void npp_delete_wksp(NPP *npp) |
---|
898 | { /* delete LP/MIP preprocessor workspace */ |
---|
899 | if (npp->pool != NULL) |
---|
900 | dmp_delete_pool(npp->pool); |
---|
901 | if (npp->stack != NULL) |
---|
902 | dmp_delete_pool(npp->stack); |
---|
903 | if (npp->row_ref != NULL) |
---|
904 | xfree(npp->row_ref); |
---|
905 | if (npp->col_ref != NULL) |
---|
906 | xfree(npp->col_ref); |
---|
907 | if (npp->r_stat != NULL) |
---|
908 | xfree(npp->r_stat); |
---|
909 | #if 0 |
---|
910 | if (npp->r_prim != NULL) |
---|
911 | xfree(npp->r_prim); |
---|
912 | #endif |
---|
913 | if (npp->r_pi != NULL) |
---|
914 | xfree(npp->r_pi); |
---|
915 | if (npp->c_stat != NULL) |
---|
916 | xfree(npp->c_stat); |
---|
917 | if (npp->c_value != NULL) |
---|
918 | xfree(npp->c_value); |
---|
919 | #if 0 |
---|
920 | if (npp->c_dual != NULL) |
---|
921 | xfree(npp->c_dual); |
---|
922 | #endif |
---|
923 | xfree(npp); |
---|
924 | return; |
---|
925 | } |
---|
926 | |
---|
927 | /* eof */ |
---|