COIN-OR::LEMON - Graph Library

source: lemon-0.x/lemon/lp_cplex.cc @ 1874:396831fa7012

Last change on this file since 1874:396831fa7012 was 1841:a2dfee683243, checked in by marci, 14 years ago

bug fix

File size: 12.3 KB
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1/* -*- C++ -*-
2 * lemon/lp_cplex.cc - Part of LEMON, a generic C++ optimization library
3 *
4 * Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
5 * (Egervary Research Group on Combinatorial Optimization, EGRES).
6 *
7 * Permission to use, modify and distribute this software is granted
8 * provided that this copyright notice appears in all copies. For
9 * precise terms see the accompanying LICENSE file.
10 *
11 * This software is provided "AS IS" with no warranty of any kind,
12 * express or implied, and with no claim as to its suitability for any
13 * purpose.
14 *
15 */
16#include <iostream>
17#include<lemon/lp_cplex.h>
18
19///\file
20///\brief Implementation of the LEMON-CPLEX lp solver interface.
21namespace lemon {
22 
23  LpCplex::LpCplex() : LpSolverBase() {
24
25    //    env = CPXopenCPLEXdevelop(&status);     
26    env = CPXopenCPLEX(&status);     
27    lp = CPXcreateprob(env, &status, "LP problem");
28  }
29 
30  LpCplex::~LpCplex() {
31    CPXfreeprob(env,&lp);
32    CPXcloseCPLEX(&env);
33  }
34 
35  LpSolverBase &LpCplex::_newLp()
36  {
37    //The first approach opens a new environment
38    LpCplex* newlp=new LpCplex();
39    return *newlp;
40  }
41
42  LpSolverBase &LpCplex::_copyLp() {
43    //The first approach opens a new environment
44    LpCplex* newlp=new LpCplex();
45    //The routine CPXcloneprob can be used to create a new CPLEX problem
46    //object and copy all the problem data from an existing problem
47    //object to it. Solution and starting information is not copied.
48    newlp->lp = CPXcloneprob(env, lp, &status);
49    return *newlp;
50  }
51
52  int LpCplex::_addCol()
53  {
54    int i = CPXgetnumcols(env, lp);
55    Value lb[1],ub[1];
56    lb[0]=-INF;//-CPX_INFBOUND;
57    ub[0]=INF;//CPX_INFBOUND;
58    status = CPXnewcols(env, lp, 1, NULL, lb, ub, NULL, NULL);
59    return i;
60  }
61
62 
63  int LpCplex::_addRow()
64  {
65    //We want a row that is not constrained
66    char sense[1];
67    sense[0]='L';//<= constraint
68    Value rhs[1];
69    rhs[0]=INF;
70    int i = CPXgetnumrows(env, lp);
71    status = CPXnewrows(env, lp, 1, rhs, sense, NULL, NULL);
72    return i;
73  }
74
75
76  void LpCplex::_eraseCol(int i) {
77    CPXdelcols(env, lp, i, i);
78  }
79 
80  void LpCplex::_eraseRow(int i) {
81    CPXdelrows(env, lp, i, i);
82  }
83
84 
85  ///\warning Data at index 0 is ignored in the arrays.
86  void LpCplex::_setRowCoeffs(int i,
87                              int length,
88                              int  const * indices,
89                              Value  const * values )
90  {
91    int rowlist[length+1];
92    int* p=rowlist;
93    for (int k=1;k<=length;++k){
94      rowlist[k]=i;
95    }
96    status = CPXchgcoeflist(env, lp,
97                            length,
98                            p+1,
99                            const_cast<int * >(indices+1),
100                            const_cast<Value * >(values+1));
101  }
102 
103  void LpCplex::_setColCoeffs(int i,
104                              int length,
105                              int  const * indices,
106                              Value  const * values)
107  {
108    int collist[length+1];
109    int* p=collist;
110    for (int k=1;k<=length;++k){
111      collist[k]=i;
112    }
113    status = CPXchgcoeflist(env, lp,
114                            length,
115                            const_cast<int * >(indices+1),
116                            p+1,
117                            const_cast<Value * >(values+1));
118  }
119 
120  void LpCplex::_setCoeff(int row, int col, Value value)
121  {
122    CPXchgcoef(env, lp, row, col, value);
123  }
124
125  void LpCplex::_setColLowerBound(int i, Value value)
126  {
127    int indices[1];
128    indices[0]=i;
129    char lu[1];
130    lu[0]='L';
131    Value bd[1];
132    bd[0]=value;
133    status = CPXchgbds(env, lp, 1, indices, lu, bd);
134 
135  }
136 
137  void LpCplex::_setColUpperBound(int i, Value value)
138  {
139    int indices[1];
140    indices[0]=i;
141    char lu[1];
142    lu[0]='U';
143    Value bd[1];
144    bd[0]=value;
145    status = CPXchgbds(env, lp, 1, indices, lu, bd);
146  }
147
148  //This will be easier to implement
149  void LpCplex::_setRowBounds(int i, Value lb, Value ub)
150  {
151    //Bad parameter
152    if (lb==INF || ub==-INF) {
153      //FIXME error
154    }
155   
156    int cnt=1;
157    int indices[1];
158    indices[0]=i;
159    char sense[1];
160
161    if (lb==-INF){
162      sense[0]='L';
163      CPXchgsense(env, lp, cnt, indices, sense);
164      CPXchgcoef(env, lp, i, -1, ub);
165     
166    }
167    else{
168      if (ub==INF){
169        sense[0]='G';
170        CPXchgsense(env, lp, cnt, indices, sense);
171        CPXchgcoef(env, lp, i, -1, lb);
172      }
173      else{
174        if (lb == ub){
175          sense[0]='E';
176          CPXchgsense(env, lp, cnt, indices, sense);
177          CPXchgcoef(env, lp, i, -1, lb);
178        }
179        else{
180          sense[0]='R';
181          CPXchgsense(env, lp, cnt, indices, sense);
182          CPXchgcoef(env, lp, i, -1, lb);
183          CPXchgcoef(env, lp, i, -2, ub-lb);     
184        }
185      }
186    }
187  }
188
189//   void LpCplex::_setRowLowerBound(int i, Value value)
190//   {
191//     //Not implemented, obsolete
192//   }
193 
194//   void LpCplex::_setRowUpperBound(int i, Value value)
195//   {
196//     //Not implemented, obsolete
197// //     //TODO Ezt kell meg megirni
198// //     //type of the problem
199// //     char sense[1];
200// //     status = CPXgetsense(env, lp, sense, i, i);
201// //     Value rhs[1];
202// //     status = CPXgetrhs(env, lp, rhs, i, i);
203
204// //     switch (sense[0]) {
205// //     case 'L'://<= constraint
206// //       break;
207// //     case 'E'://= constraint
208// //       break;
209// //     case 'G'://>= constraint
210// //       break;
211// //     case 'R'://ranged constraint
212// //       break;
213// //     default: ;
214// //       //FIXME error
215// //     }
216
217// //     status = CPXchgcoef(env, lp, i, -2, value_rng);
218//   }
219 
220  void LpCplex::_setObjCoeff(int i, Value obj_coef)
221  {
222    CPXchgcoef(env, lp, -1, i, obj_coef);
223  }
224
225  void LpCplex::_clearObj()
226  {
227    for (int i=0;i< CPXgetnumcols(env, lp);++i){
228      CPXchgcoef(env, lp, -1, i, 0);
229    }
230   
231  }
232  // The routine returns zero unless an error occurred during the
233  // optimization. Examples of errors include exhausting available
234  // memory (CPXERR_NO_MEMORY) or encountering invalid data in the
235  // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a
236  // user-specified CPLEX limit, or proving the model infeasible or
237  // unbounded, are not considered errors. Note that a zero return
238  // value does not necessarily mean that a solution exists. Use query
239  // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain
240  // further information about the status of the optimization.
241  LpCplex::SolveExitStatus LpCplex::_solve()
242  {
243    //CPX_PARAM_LPMETHOD
244    status = CPXlpopt(env, lp);
245    //status = CPXprimopt(env, lp);
246    if (status == 0){
247      //We want to exclude some cases
248      switch (CPXgetstat(env, lp)){
249      case CPX_OBJ_LIM:
250      case CPX_IT_LIM_FEAS:
251      case CPX_IT_LIM_INFEAS:               
252      case CPX_TIME_LIM_FEAS:
253      case CPX_TIME_LIM_INFEAS:
254        return UNSOLVED;
255      default:
256        return SOLVED;
257      }
258    }
259    else{
260      return UNSOLVED;
261    }
262  }
263
264  LpCplex::Value LpCplex::_getPrimal(int i)
265  {
266    Value x;
267    CPXgetx(env, lp, &x, i, i);
268    return x;
269  }
270
271  LpCplex::Value LpCplex::_getDual(int i)
272  {
273    Value y;
274    CPXgetpi(env, lp, &y, i, i);
275    return y;
276  }
277 
278  LpCplex::Value LpCplex::_getPrimalValue()
279  {
280    Value objval;
281    //method = CPXgetmethod (env, lp);
282    //printf("CPXgetprobtype %d \n",CPXgetprobtype(env,lp));
283    status = CPXgetobjval(env, lp, &objval);
284    //printf("Objective value: %g \n",objval);
285    return objval;
286  }
287  bool LpCplex::_isBasicCol(int i) {
288    int cstat[CPXgetnumcols(env, lp)];
289    CPXgetbase(env, lp, cstat, NULL);
290    return (cstat[i]==CPX_BASIC);
291  } 
292
293//7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!)
294// 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.
295
296// For Simplex, Barrier 
297// 1    CPX_OPTIMAL 
298//       Optimal solution found 
299// 2    CPX_INFEASIBLE 
300//       Problem infeasible 
301// 3    CPX_UNBOUNDED 
302//       Problem unbounded 
303// 4    CPX_OBJ_LIM 
304//       Objective limit exceeded in Phase II 
305// 5    CPX_IT_LIM_FEAS 
306//       Iteration limit exceeded in Phase II 
307// 6    CPX_IT_LIM_INFEAS 
308//       Iteration limit exceeded in Phase I 
309// 7    CPX_TIME_LIM_FEAS 
310//       Time limit exceeded in Phase II 
311// 8    CPX_TIME_LIM_INFEAS 
312//       Time limit exceeded in Phase I 
313// 9    CPX_NUM_BEST_FEAS 
314//       Problem non-optimal, singularities in Phase II 
315// 10   CPX_NUM_BEST_INFEAS 
316//       Problem non-optimal, singularities in Phase I 
317// 11   CPX_OPTIMAL_INFEAS 
318//       Optimal solution found, unscaled infeasibilities 
319// 12   CPX_ABORT_FEAS 
320//       Aborted in Phase II 
321// 13   CPX_ABORT_INFEAS 
322//       Aborted in Phase I 
323// 14   CPX_ABORT_DUAL_INFEAS 
324//       Aborted in barrier, dual infeasible 
325// 15   CPX_ABORT_PRIM_INFEAS 
326//       Aborted in barrier, primal infeasible 
327// 16   CPX_ABORT_PRIM_DUAL_INFEAS 
328//       Aborted in barrier, primal and dual infeasible 
329// 17   CPX_ABORT_PRIM_DUAL_FEAS 
330//       Aborted in barrier, primal and dual feasible 
331// 18   CPX_ABORT_CROSSOVER 
332//       Aborted in crossover 
333// 19   CPX_INForUNBD 
334//       Infeasible or unbounded 
335// 20   CPX_PIVOT
336//       User pivot used
337//
338//     Ezeket hova tegyem:
339// ??case CPX_ABORT_DUAL_INFEAS           
340// ??case CPX_ABORT_CROSSOVER             
341// ??case CPX_INForUNBD                   
342// ??case CPX_PIVOT             
343         
344//Some more interesting stuff:
345
346// CPX_PARAM_LPMETHOD  1062  int  LPMETHOD
347// 0 Automatic
348// 1 Primal Simplex
349// 2 Dual Simplex
350// 3 Network Simplex
351// 4 Standard Barrier
352// Default: 0
353// Description: Method for linear optimization.
354// Determines which algorithm is used when CPXlpopt() (or "optimize" in the Interactive Optimizer) is called. Currently the behavior of the "Automatic" setting is that CPLEX simply invokes the dual simplex method, but this capability may be expanded in the future so that CPLEX chooses the method based on problem characteristics
355  //Hulye cplex
356  void statusSwitch(CPXENVptr env,int& stat){
357    int lpmethod;
358    CPXgetintparam (env,CPX_PARAM_LPMETHOD,&lpmethod);
359    if (lpmethod==2){
360      if (stat==CPX_UNBOUNDED){
361        stat=CPX_INFEASIBLE;
362      }
363      else{
364        if (stat==CPX_INFEASIBLE)
365          stat=CPX_UNBOUNDED;
366      }
367    }
368  }
369
370  LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
371  {
372   
373    int stat = CPXgetstat(env, lp);
374    statusSwitch(env,stat);
375    //CPXgetstat(env, lp);
376    //printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL);
377    switch (stat) {
378    case 0:
379      return UNDEFINED; //Undefined
380    case CPX_OPTIMAL://Optimal
381      return OPTIMAL;
382    case CPX_UNBOUNDED://Unbounded
383      return INFEASIBLE;//In case of dual simplex
384      //return INFINITE;
385    case CPX_INFEASIBLE://Infeasible
386 //    case CPX_IT_LIM_INFEAS:
387//     case CPX_TIME_LIM_INFEAS:
388//     case CPX_NUM_BEST_INFEAS:             
389//     case CPX_OPTIMAL_INFEAS:             
390//     case CPX_ABORT_INFEAS:               
391//     case CPX_ABORT_PRIM_INFEAS:           
392//     case CPX_ABORT_PRIM_DUAL_INFEAS:     
393      return INFINITE;//In case of dual simplex
394      //return INFEASIBLE;
395//     case CPX_OBJ_LIM:                   
396//     case CPX_IT_LIM_FEAS:             
397//     case CPX_TIME_LIM_FEAS:               
398//     case CPX_NUM_BEST_FEAS:               
399//     case CPX_ABORT_FEAS:                 
400//     case CPX_ABORT_PRIM_DUAL_FEAS:       
401//       return FEASIBLE;
402    default:
403      return UNDEFINED; //Everything else comes here
404      //FIXME error
405    }
406
407  }
408
409//9.0-as cplex verzio statusai
410// CPX_STAT_ABORT_DUAL_OBJ_LIM
411// CPX_STAT_ABORT_IT_LIM
412// CPX_STAT_ABORT_OBJ_LIM
413// CPX_STAT_ABORT_PRIM_OBJ_LIM
414// CPX_STAT_ABORT_TIME_LIM
415// CPX_STAT_ABORT_USER
416// CPX_STAT_FEASIBLE_RELAXED
417// CPX_STAT_INFEASIBLE
418// CPX_STAT_INForUNBD
419// CPX_STAT_NUM_BEST
420// CPX_STAT_OPTIMAL
421// CPX_STAT_OPTIMAL_FACE_UNBOUNDED
422// CPX_STAT_OPTIMAL_INFEAS
423// CPX_STAT_OPTIMAL_RELAXED
424// CPX_STAT_UNBOUNDED
425
426  LpCplex::SolutionStatus LpCplex::_getDualStatus()
427  {
428    int stat = CPXgetstat(env, lp);
429    statusSwitch(env,stat);
430    switch (stat) {
431    case 0:
432      return UNDEFINED; //Undefined
433    case CPX_OPTIMAL://Optimal
434      return OPTIMAL;
435    case CPX_UNBOUNDED:
436     return INFEASIBLE;
437    default:
438      return UNDEFINED; //Everything else comes here
439      //FIXME error
440    }
441  }
442
443  LpCplex::ProblemTypes LpCplex::_getProblemType()
444  {
445    int stat = CPXgetstat(env, lp);
446    switch (stat) {
447    case CPX_OPTIMAL://Optimal
448        return PRIMAL_DUAL_FEASIBLE;
449    case CPX_UNBOUNDED:
450        return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
451//      return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;
452//      return PRIMAL_DUAL_INFEASIBLE;
453
454//Seems to be that this is all we can say for sure
455    default:
456        //In all other cases
457        return UNKNOWN;
458      //FIXME error
459    }
460  }
461
462  void LpCplex::_setMax()
463  {
464    CPXchgobjsen(env, lp, CPX_MAX);
465   }
466  void LpCplex::_setMin()
467  {
468    CPXchgobjsen(env, lp, CPX_MIN);
469   }
470 
471} //namespace lemon
472
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