[1381] | 1 | /* -*- C++ -*- |
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[1435] | 2 | * lemon/lp_cplex.cc - Part of LEMON, a generic C++ optimization library |
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[1381] | 3 | * |
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| 4 | * Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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| 5 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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| 6 | * |
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| 7 | * Permission to use, modify and distribute this software is granted |
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| 8 | * provided that this copyright notice appears in all copies. For |
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| 9 | * precise terms see the accompanying LICENSE file. |
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| 10 | * |
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| 11 | * This software is provided "AS IS" with no warranty of any kind, |
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| 12 | * express or implied, and with no claim as to its suitability for any |
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| 13 | * purpose. |
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| 14 | * |
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| 15 | */ |
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[1405] | 16 | #include <iostream> |
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| 17 | #include<lemon/lp_cplex.h> |
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[1381] | 18 | |
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| 19 | ///\file |
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| 20 | ///\brief Implementation of the LEMON-CPLEX lp solver interface. |
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| 21 | namespace lemon { |
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| 22 | |
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| 23 | LpCplex::LpCplex() : LpSolverBase() { |
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[1436] | 24 | |
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| 25 | // env = CPXopenCPLEXdevelop(&status); |
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| 26 | env = CPXopenCPLEX(&status); |
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[1381] | 27 | lp = CPXcreateprob(env, &status, "LP problem"); |
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| 28 | } |
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| 29 | |
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| 30 | LpCplex::~LpCplex() { |
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[1436] | 31 | CPXfreeprob(env,&lp); |
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| 32 | CPXcloseCPLEX(&env); |
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[1381] | 33 | } |
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| 34 | |
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[1405] | 35 | LpSolverBase &LpCplex::_newLp() |
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| 36 | { |
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[1436] | 37 | //The first approach opens a new environment |
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| 38 | LpCplex* newlp=new LpCplex(); |
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| 39 | return *newlp; |
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[1405] | 40 | } |
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[1436] | 41 | |
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[1405] | 42 | LpSolverBase &LpCplex::_copyLp() { |
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[1436] | 43 | //The first approach opens a new environment |
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| 44 | LpCplex* newlp=new LpCplex(); |
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| 45 | //The routine CPXcloneprob can be used to create a new CPLEX problem |
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| 46 | //object and copy all the problem data from an existing problem |
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| 47 | //object to it. Solution and starting information is not copied. |
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| 48 | newlp->lp = CPXcloneprob (env, lp, &status); |
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| 49 | return *newlp; |
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[1405] | 50 | } |
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[1381] | 51 | |
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| 52 | int LpCplex::_addCol() |
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| 53 | { |
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| 54 | int i = CPXgetnumcols (env, lp); |
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| 55 | Value lb[1],ub[1]; |
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| 56 | lb[0]=-INF;//-CPX_INFBOUND; |
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| 57 | ub[0]=INF;//CPX_INFBOUND; |
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| 58 | status = CPXnewcols (env, lp, 1, NULL, lb, ub, NULL, NULL); |
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| 59 | return i; |
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| 60 | } |
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[1436] | 61 | |
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[1381] | 62 | |
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| 63 | int LpCplex::_addRow() |
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| 64 | { |
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| 65 | //We want a row that is not constrained |
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| 66 | char sense[1]; |
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| 67 | sense[0]='L';//<= constraint |
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| 68 | Value rhs[1]; |
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| 69 | rhs[0]=INF; |
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| 70 | int i = CPXgetnumrows (env, lp); |
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| 71 | status = CPXnewrows (env, lp, 1, rhs, sense, NULL, NULL); |
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| 72 | return i; |
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| 73 | } |
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[1432] | 74 | |
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| 75 | |
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| 76 | void LpCplex::_eraseCol(int i) { |
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[1436] | 77 | CPXdelcols (env, lp, i, i); |
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[1432] | 78 | } |
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| 79 | |
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| 80 | void LpCplex::_eraseRow(int i) { |
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[1436] | 81 | CPXdelrows (env, lp, i, i); |
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[1432] | 82 | } |
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| 83 | |
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[1381] | 84 | |
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| 85 | ///\warning Data at index 0 is ignored in the arrays. |
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| 86 | void LpCplex::_setRowCoeffs(int i, |
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| 87 | int length, |
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| 88 | int const * indices, |
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| 89 | Value const * values ) |
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| 90 | { |
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| 91 | int rowlist[length+1]; |
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| 92 | int* p=rowlist; |
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| 93 | for (int k=1;k<=length;++k){ |
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| 94 | rowlist[k]=i; |
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| 95 | } |
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| 96 | status = CPXchgcoeflist(env, lp, |
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| 97 | length, |
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| 98 | p+1, |
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| 99 | const_cast<int * >(indices+1), |
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| 100 | const_cast<Value * >(values+1)); |
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| 101 | } |
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| 102 | |
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| 103 | void LpCplex::_setColCoeffs(int i, |
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| 104 | int length, |
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| 105 | int const * indices, |
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| 106 | Value const * values) |
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| 107 | { |
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| 108 | int collist[length+1]; |
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| 109 | int* p=collist; |
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| 110 | for (int k=1;k<=length;++k){ |
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| 111 | collist[k]=i; |
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| 112 | } |
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| 113 | status = CPXchgcoeflist(env, lp, |
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| 114 | length, |
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| 115 | const_cast<int * >(indices+1), |
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| 116 | p+1, |
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| 117 | const_cast<Value * >(values+1)); |
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| 118 | } |
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| 119 | |
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[1431] | 120 | void LpCplex::_setCoeff(int row, int col, Value value) |
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| 121 | { |
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| 122 | CPXchgcoef (env, lp, row, col, value); |
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| 123 | } |
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| 124 | |
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[1381] | 125 | void LpCplex::_setColLowerBound(int i, Value value) |
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| 126 | { |
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| 127 | int indices[1]; |
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| 128 | indices[0]=i; |
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| 129 | char lu[1]; |
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| 130 | lu[0]='L'; |
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| 131 | Value bd[1]; |
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| 132 | bd[0]=value; |
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| 133 | status = CPXchgbds (env, lp, 1, indices, lu, bd); |
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| 134 | |
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| 135 | } |
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| 136 | |
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| 137 | void LpCplex::_setColUpperBound(int i, Value value) |
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| 138 | { |
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| 139 | int indices[1]; |
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| 140 | indices[0]=i; |
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| 141 | char lu[1]; |
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| 142 | lu[0]='U'; |
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| 143 | Value bd[1]; |
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| 144 | bd[0]=value; |
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| 145 | status = CPXchgbds (env, lp, 1, indices, lu, bd); |
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| 146 | } |
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| 147 | |
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| 148 | //This will be easier to implement |
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| 149 | void LpCplex::_setRowBounds(int i, Value lb, Value ub) |
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| 150 | { |
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| 151 | //Bad parameter |
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| 152 | if (lb==INF || ub==-INF) { |
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| 153 | //FIXME error |
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| 154 | } |
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[1405] | 155 | |
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[1381] | 156 | int cnt=1; |
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| 157 | int indices[1]; |
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| 158 | indices[0]=i; |
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| 159 | char sense[1]; |
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| 160 | |
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| 161 | if (lb==-INF){ |
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| 162 | sense[0]='L'; |
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| 163 | CPXchgsense (env, lp, cnt, indices, sense); |
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| 164 | CPXchgcoef (env, lp, i, -1, ub); |
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[1405] | 165 | |
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[1381] | 166 | } |
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| 167 | else{ |
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| 168 | if (ub==INF){ |
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| 169 | sense[0]='G'; |
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| 170 | CPXchgsense (env, lp, cnt, indices, sense); |
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| 171 | CPXchgcoef (env, lp, i, -1, lb); |
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| 172 | } |
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| 173 | else{ |
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| 174 | if (lb == ub){ |
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| 175 | sense[0]='E'; |
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| 176 | CPXchgsense (env, lp, cnt, indices, sense); |
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| 177 | CPXchgcoef (env, lp, i, -1, lb); |
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| 178 | } |
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| 179 | else{ |
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| 180 | sense[0]='R'; |
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| 181 | CPXchgsense (env, lp, cnt, indices, sense); |
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| 182 | CPXchgcoef (env, lp, i, -1, lb); |
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| 183 | CPXchgcoef (env, lp, i, -2, ub-lb); |
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| 184 | } |
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| 185 | } |
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| 186 | } |
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| 187 | } |
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| 188 | |
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[1405] | 189 | // void LpCplex::_setRowLowerBound(int i, Value value) |
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| 190 | // { |
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| 191 | // //Not implemented, obsolete |
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| 192 | // } |
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[1381] | 193 | |
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[1405] | 194 | // void LpCplex::_setRowUpperBound(int i, Value value) |
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| 195 | // { |
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| 196 | // //Not implemented, obsolete |
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| 197 | // // //TODO Ezt kell meg megirni |
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| 198 | // // //type of the problem |
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| 199 | // // char sense[1]; |
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| 200 | // // status = CPXgetsense (env, lp, sense, i, i); |
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| 201 | // // Value rhs[1]; |
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| 202 | // // status = CPXgetrhs (env, lp, rhs, i, i); |
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[1381] | 203 | |
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[1405] | 204 | // // switch (sense[0]) { |
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| 205 | // // case 'L'://<= constraint |
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| 206 | // // break; |
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| 207 | // // case 'E'://= constraint |
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| 208 | // // break; |
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| 209 | // // case 'G'://>= constraint |
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| 210 | // // break; |
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| 211 | // // case 'R'://ranged constraint |
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| 212 | // // break; |
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| 213 | // // default: ; |
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| 214 | // // //FIXME error |
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| 215 | // // } |
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[1381] | 216 | |
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[1405] | 217 | // // status = CPXchgcoef (env, lp, i, -2, value_rng); |
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| 218 | // } |
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[1381] | 219 | |
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| 220 | void LpCplex::_setObjCoeff(int i, Value obj_coef) |
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| 221 | { |
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| 222 | CPXchgcoef (env, lp, -1, i, obj_coef); |
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| 223 | } |
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| 224 | |
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| 225 | void LpCplex::_clearObj() |
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| 226 | { |
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| 227 | for (int i=0;i< CPXgetnumcols (env, lp);++i){ |
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| 228 | CPXchgcoef (env, lp, -1, i, 0); |
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| 229 | } |
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| 230 | |
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| 231 | } |
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[1458] | 232 | // The routine returns zero unless an error occurred during the |
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| 233 | // optimization. Examples of errors include exhausting available |
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| 234 | // memory (CPXERR_NO_MEMORY) or encountering invalid data in the |
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| 235 | // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a |
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| 236 | // user-specified CPLEX limit, or proving the model infeasible or |
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| 237 | // unbounded, are not considered errors. Note that a zero return |
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| 238 | // value does not necessarily mean that a solution exists. Use query |
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| 239 | // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain |
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| 240 | // further information about the status of the optimization. |
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[1381] | 241 | LpCplex::SolveExitStatus LpCplex::_solve() |
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| 242 | { |
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[1458] | 243 | //CPX_PARAM_LPMETHOD |
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[1381] | 244 | status = CPXlpopt (env, lp); |
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| 245 | if (status == 0){ |
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[1458] | 246 | //We want to exclude some cases |
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| 247 | switch (CPXgetstat (env, lp)){ |
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| 248 | case CPX_OBJ_LIM: |
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| 249 | case CPX_IT_LIM_FEAS: |
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| 250 | case CPX_IT_LIM_INFEAS: |
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| 251 | case CPX_TIME_LIM_FEAS: |
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| 252 | case CPX_TIME_LIM_INFEAS: |
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| 253 | return UNSOLVED; |
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| 254 | default: |
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| 255 | return SOLVED; |
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| 256 | } |
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[1381] | 257 | } |
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| 258 | else{ |
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| 259 | return UNSOLVED; |
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| 260 | } |
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| 261 | } |
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| 262 | |
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[1460] | 263 | LpCplex::Value LpCplex::_getPrimal(int i) |
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| 264 | { |
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| 265 | Value x; |
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| 266 | CPXgetx (env, lp, &x, i, i); |
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| 267 | return x; |
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| 268 | } |
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| 269 | |
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| 270 | LpCplex::Value LpCplex::_getPrimalValue() |
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| 271 | { |
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| 272 | Value objval; |
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| 273 | //method = CPXgetmethod (env, lp); |
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| 274 | status = CPXgetobjval (env, lp, &objval); |
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| 275 | return objval; |
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| 276 | } |
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| 277 | |
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[1407] | 278 | |
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[1458] | 279 | //7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!) |
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| 280 | // This table lists the statuses, returned by the CPXgetstat() routine, for solutions to LP problems or mixed integer problems. If no solution exists, the return value is zero. |
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| 281 | |
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| 282 | // For Simplex, Barrier |
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| 283 | // 1 CPX_OPTIMAL |
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| 284 | // Optimal solution found |
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| 285 | // 2 CPX_INFEASIBLE |
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| 286 | // Problem infeasible |
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| 287 | // 3 CPX_UNBOUNDED |
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| 288 | // Problem unbounded |
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| 289 | // 4 CPX_OBJ_LIM |
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| 290 | // Objective limit exceeded in Phase II |
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| 291 | // 5 CPX_IT_LIM_FEAS |
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| 292 | // Iteration limit exceeded in Phase II |
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| 293 | // 6 CPX_IT_LIM_INFEAS |
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| 294 | // Iteration limit exceeded in Phase I |
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| 295 | // 7 CPX_TIME_LIM_FEAS |
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| 296 | // Time limit exceeded in Phase II |
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| 297 | // 8 CPX_TIME_LIM_INFEAS |
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| 298 | // Time limit exceeded in Phase I |
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| 299 | // 9 CPX_NUM_BEST_FEAS |
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| 300 | // Problem non-optimal, singularities in Phase II |
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| 301 | // 10 CPX_NUM_BEST_INFEAS |
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| 302 | // Problem non-optimal, singularities in Phase I |
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| 303 | // 11 CPX_OPTIMAL_INFEAS |
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| 304 | // Optimal solution found, unscaled infeasibilities |
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| 305 | // 12 CPX_ABORT_FEAS |
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| 306 | // Aborted in Phase II |
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| 307 | // 13 CPX_ABORT_INFEAS |
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| 308 | // Aborted in Phase I |
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| 309 | // 14 CPX_ABORT_DUAL_INFEAS |
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| 310 | // Aborted in barrier, dual infeasible |
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| 311 | // 15 CPX_ABORT_PRIM_INFEAS |
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| 312 | // Aborted in barrier, primal infeasible |
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| 313 | // 16 CPX_ABORT_PRIM_DUAL_INFEAS |
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| 314 | // Aborted in barrier, primal and dual infeasible |
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| 315 | // 17 CPX_ABORT_PRIM_DUAL_FEAS |
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| 316 | // Aborted in barrier, primal and dual feasible |
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| 317 | // 18 CPX_ABORT_CROSSOVER |
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| 318 | // Aborted in crossover |
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| 319 | // 19 CPX_INForUNBD |
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| 320 | // Infeasible or unbounded |
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| 321 | // 20 CPX_PIVOT |
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| 322 | // User pivot used |
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| 323 | // |
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[1407] | 324 | // Ezeket hova tegyem: |
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| 325 | // ??case CPX_ABORT_DUAL_INFEAS |
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| 326 | // ??case CPX_ABORT_CROSSOVER |
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| 327 | // ??case CPX_INForUNBD |
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| 328 | // ??case CPX_PIVOT |
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| 329 | |
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[1458] | 330 | LpCplex::SolutionStatus LpCplex::_getPrimalStatus() |
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| 331 | { |
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[1407] | 332 | int stat = CPXgetstat (env, lp); |
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| 333 | switch (stat) { |
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| 334 | case 0: |
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| 335 | return UNDEFINED; //Undefined |
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| 336 | case CPX_OPTIMAL://Optimal |
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| 337 | return OPTIMAL; |
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| 338 | case CPX_UNBOUNDED://Unbounded |
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| 339 | return INFINITE; |
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| 340 | case CPX_INFEASIBLE://Infeasible |
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[1458] | 341 | // case CPX_IT_LIM_INFEAS: |
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| 342 | // case CPX_TIME_LIM_INFEAS: |
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| 343 | // case CPX_NUM_BEST_INFEAS: |
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| 344 | // case CPX_OPTIMAL_INFEAS: |
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| 345 | // case CPX_ABORT_INFEAS: |
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| 346 | // case CPX_ABORT_PRIM_INFEAS: |
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| 347 | // case CPX_ABORT_PRIM_DUAL_INFEAS: |
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[1407] | 348 | return INFEASIBLE; |
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[1458] | 349 | // case CPX_OBJ_LIM: |
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| 350 | // case CPX_IT_LIM_FEAS: |
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| 351 | // case CPX_TIME_LIM_FEAS: |
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| 352 | // case CPX_NUM_BEST_FEAS: |
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| 353 | // case CPX_ABORT_FEAS: |
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| 354 | // case CPX_ABORT_PRIM_DUAL_FEAS: |
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| 355 | // return FEASIBLE; |
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[1407] | 356 | default: |
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| 357 | return UNDEFINED; //Everything else comes here |
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| 358 | //FIXME error |
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| 359 | } |
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| 360 | |
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[1458] | 361 | } |
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[1407] | 362 | |
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[1458] | 363 | //9.0-as cplex verzio statusai |
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[1405] | 364 | // CPX_STAT_ABORT_DUAL_OBJ_LIM |
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| 365 | // CPX_STAT_ABORT_IT_LIM |
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| 366 | // CPX_STAT_ABORT_OBJ_LIM |
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| 367 | // CPX_STAT_ABORT_PRIM_OBJ_LIM |
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| 368 | // CPX_STAT_ABORT_TIME_LIM |
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| 369 | // CPX_STAT_ABORT_USER |
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| 370 | // CPX_STAT_FEASIBLE_RELAXED |
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| 371 | // CPX_STAT_INFEASIBLE |
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| 372 | // CPX_STAT_INForUNBD |
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| 373 | // CPX_STAT_NUM_BEST |
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| 374 | // CPX_STAT_OPTIMAL |
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| 375 | // CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
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| 376 | // CPX_STAT_OPTIMAL_INFEAS |
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| 377 | // CPX_STAT_OPTIMAL_RELAXED |
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| 378 | // CPX_STAT_UNBOUNDED |
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| 379 | |
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[1458] | 380 | LpCplex::SolutionStatus LpCplex::_getDualStatus() |
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| 381 | { |
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| 382 | int stat = CPXgetstat (env, lp); |
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| 383 | switch (stat) { |
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| 384 | case 0: |
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| 385 | return UNDEFINED; //Undefined |
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| 386 | case CPX_OPTIMAL://Optimal |
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| 387 | return OPTIMAL; |
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| 388 | case CPX_UNBOUNDED: |
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| 389 | return INFEASIBLE; |
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| 390 | default: |
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| 391 | return UNDEFINED; //Everything else comes here |
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| 392 | //FIXME error |
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| 393 | } |
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[1473] | 394 | } |
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[1381] | 395 | |
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[1460] | 396 | LpCplex::ProblemTypes LpCplex::_getProblemType() |
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[1381] | 397 | { |
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[1460] | 398 | int stat = CPXgetstat (env, lp); |
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| 399 | switch (stat) { |
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| 400 | case CPX_OPTIMAL://Optimal |
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| 401 | return PRIMAL_DUAL_FEASIBLE; |
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| 402 | case CPX_UNBOUNDED: |
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| 403 | return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
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| 404 | // return PRIMAL_INFEASIBLE_DUAL_FEASIBLE; |
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| 405 | // return PRIMAL_DUAL_INFEASIBLE; |
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| 406 | |
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| 407 | //Seems to be that this is all we can say for sure |
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| 408 | default: |
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| 409 | //In all other cases |
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| 410 | return UNKNOWN; |
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| 411 | //FIXME error |
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| 412 | } |
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[1473] | 413 | } |
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[1381] | 414 | |
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| 415 | void LpCplex::_setMax() |
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| 416 | { |
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| 417 | CPXchgobjsen (env, lp, CPX_MAX); |
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| 418 | } |
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| 419 | void LpCplex::_setMin() |
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| 420 | { |
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| 421 | CPXchgobjsen (env, lp, CPX_MIN); |
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| 422 | } |
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| 423 | |
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| 424 | } //namespace lemon |
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| 425 | |
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