1 | /* -*- C++ -*- |
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2 | * |
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3 | * This file is a part of LEMON, a generic C++ optimization library |
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4 | * |
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5 | * Copyright (C) 2003-2007 |
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6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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8 | * |
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9 | * Permission to use, modify and distribute this software is granted |
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10 | * provided that this copyright notice appears in all copies. For |
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11 | * precise terms see the accompanying LICENSE file. |
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12 | * |
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13 | * This software is provided "AS IS" with no warranty of any kind, |
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14 | * express or implied, and with no claim as to its suitability for any |
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15 | * purpose. |
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16 | * |
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17 | */ |
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18 | |
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19 | ///\file |
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20 | ///\brief Implementation of the LEMON-GLPK lp solver interface. |
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21 | |
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22 | #include <lemon/lp_glpk.h> |
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23 | //#include <iostream> |
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24 | namespace lemon { |
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25 | |
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26 | |
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27 | LpGlpk::LpGlpk() : Parent() { |
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28 | rows = _lp_bits::LpId(1); |
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29 | cols = _lp_bits::LpId(1); |
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30 | lp = lpx_create_prob(); |
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31 | lpx_create_index(lp); |
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32 | ///\todo control function for this: |
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33 | lpx_set_int_parm(lp, LPX_K_DUAL, 1); |
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34 | messageLevel(0); |
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35 | } |
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36 | |
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37 | LpGlpk::LpGlpk(const LpGlpk &glp) : Parent() { |
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38 | rows = _lp_bits::LpId(1); |
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39 | cols = _lp_bits::LpId(1); |
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40 | lp = lpx_create_prob(); |
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41 | lpx_create_index(lp); |
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42 | ///\todo control function for this: |
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43 | lpx_set_int_parm(lp, LPX_K_DUAL, 1); |
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44 | messageLevel(0); |
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45 | //Coefficient matrix, row bounds |
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46 | lpx_add_rows(lp, lpx_get_num_rows(glp.lp)); |
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47 | lpx_add_cols(lp, lpx_get_num_cols(glp.lp)); |
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48 | int len; |
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49 | int ind[1+lpx_get_num_cols(glp.lp)]; |
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50 | Value val[1+lpx_get_num_cols(glp.lp)]; |
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51 | for (int i=1;i<=lpx_get_num_rows(glp.lp);++i) |
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52 | { |
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53 | len=lpx_get_mat_row(glp.lp,i,ind,val); |
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54 | lpx_set_mat_row(lp, i,len,ind,val); |
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55 | lpx_set_row_bnds(lp,i,lpx_get_row_type(glp.lp,i), |
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56 | lpx_get_row_lb(glp.lp,i),lpx_get_row_ub(glp.lp,i)); |
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57 | } |
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58 | |
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59 | //Objective function, coloumn bounds |
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60 | lpx_set_obj_dir(lp, lpx_get_obj_dir(glp.lp)); |
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61 | //Objectif function's constant term treated separately |
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62 | lpx_set_obj_coef(lp,0,lpx_get_obj_coef(glp.lp,0)); |
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63 | for (int i=1;i<=lpx_get_num_cols(glp.lp);++i) |
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64 | { |
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65 | lpx_set_obj_coef(lp,i,lpx_get_obj_coef(glp.lp,i)); |
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66 | lpx_set_col_bnds(lp,i,lpx_get_col_type(glp.lp,i), |
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67 | lpx_get_col_lb(glp.lp,i),lpx_get_col_ub(glp.lp,i)); |
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68 | } |
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69 | } |
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70 | |
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71 | LpGlpk::~LpGlpk() { |
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72 | lpx_delete_prob(lp); |
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73 | } |
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74 | |
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75 | int LpGlpk::_addCol() { |
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76 | int i=lpx_add_cols(lp, 1); |
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77 | _setColLowerBound(i, -INF); |
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78 | _setColUpperBound(i, INF); |
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79 | return i; |
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80 | } |
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81 | |
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82 | ///\e |
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83 | |
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84 | |
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85 | LpSolverBase &LpGlpk::_newLp() |
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86 | { |
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87 | LpGlpk* newlp=new LpGlpk; |
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88 | return *newlp; |
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89 | } |
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90 | |
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91 | ///\e |
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92 | |
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93 | LpSolverBase &LpGlpk::_copyLp() |
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94 | { |
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95 | LpGlpk* newlp=new LpGlpk(*this); |
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96 | return *newlp; |
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97 | } |
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98 | |
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99 | int LpGlpk::_addRow() { |
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100 | int i=lpx_add_rows(lp, 1); |
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101 | return i; |
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102 | } |
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103 | |
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104 | |
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105 | void LpGlpk::_eraseCol(int i) { |
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106 | int ca[2]; |
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107 | ca[1]=i; |
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108 | lpx_del_cols(lp, 1, ca); |
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109 | } |
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110 | |
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111 | void LpGlpk::_eraseRow(int i) { |
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112 | int ra[2]; |
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113 | ra[1]=i; |
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114 | lpx_del_rows(lp, 1, ra); |
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115 | } |
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116 | |
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117 | void LpGlpk::_getColName(int c, std::string & name) const |
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118 | { |
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119 | |
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120 | char *n = lpx_get_col_name(lp,c); |
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121 | name = n?n:""; |
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122 | } |
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123 | |
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124 | |
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125 | void LpGlpk::_setColName(int c, const std::string & name) |
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126 | { |
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127 | lpx_set_col_name(lp,c,const_cast<char*>(name.c_str())); |
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128 | |
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129 | } |
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130 | |
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131 | int LpGlpk::_colByName(const std::string& name) const |
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132 | { |
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133 | int k = lpx_find_col(lp, const_cast<char*>(name.c_str())); |
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134 | return k > 0 ? k : -1; |
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135 | } |
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136 | |
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137 | |
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138 | void LpGlpk::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) |
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139 | { |
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140 | std::vector<int> indices; |
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141 | std::vector<Value> values; |
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142 | |
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143 | indices.push_back(0); |
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144 | values.push_back(0); |
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145 | |
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146 | for(ConstRowIterator it=b; it!=e; ++it) { |
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147 | indices.push_back(it->first); |
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148 | values.push_back(it->second); |
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149 | } |
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150 | |
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151 | lpx_set_mat_row(lp, i, values.size() - 1, &indices[0], &values[0]); |
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152 | } |
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153 | |
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154 | void LpGlpk::_getRowCoeffs(int ix, RowIterator b) const |
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155 | { |
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156 | int length = lpx_get_mat_row(lp, ix, 0, 0); |
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157 | |
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158 | std::vector<int> indices(length + 1); |
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159 | std::vector<Value> values(length + 1); |
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160 | |
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161 | lpx_get_mat_row(lp, ix, &indices[0], &values[0]); |
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162 | |
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163 | for (int i = 1; i <= length; ++i) { |
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164 | *b = std::make_pair(indices[i], values[i]); |
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165 | ++b; |
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166 | } |
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167 | } |
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168 | |
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169 | void LpGlpk::_setColCoeffs(int ix, ConstColIterator b, ConstColIterator e) { |
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170 | |
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171 | std::vector<int> indices; |
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172 | std::vector<Value> values; |
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173 | |
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174 | indices.push_back(0); |
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175 | values.push_back(0); |
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176 | |
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177 | for(ConstColIterator it=b; it!=e; ++it) { |
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178 | indices.push_back(it->first); |
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179 | values.push_back(it->second); |
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180 | } |
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181 | |
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182 | lpx_set_mat_col(lp, ix, values.size() - 1, &indices[0], &values[0]); |
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183 | } |
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184 | |
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185 | void LpGlpk::_getColCoeffs(int ix, ColIterator b) const |
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186 | { |
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187 | int length = lpx_get_mat_col(lp, ix, 0, 0); |
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188 | |
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189 | std::vector<int> indices(length + 1); |
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190 | std::vector<Value> values(length + 1); |
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191 | |
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192 | lpx_get_mat_col(lp, ix, &indices[0], &values[0]); |
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193 | |
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194 | for (int i = 1; i <= length; ++i) { |
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195 | *b = std::make_pair(indices[i], values[i]); |
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196 | ++b; |
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197 | } |
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198 | } |
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199 | |
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200 | void LpGlpk::_setCoeff(int ix, int jx, Value value) |
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201 | { |
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202 | |
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203 | if (lpx_get_num_cols(lp) < lpx_get_num_rows(lp)) { |
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204 | |
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205 | int length=lpx_get_mat_row(lp, ix, 0, 0); |
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206 | |
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207 | std::vector<int> indices(length + 2); |
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208 | std::vector<Value> values(length + 2); |
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209 | |
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210 | lpx_get_mat_row(lp, ix, &indices[0], &values[0]); |
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211 | |
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212 | //The following code does not suppose that the elements of the |
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213 | //array indices are sorted |
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214 | bool found=false; |
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215 | for (int i = 1; i <= length; ++i) { |
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216 | if (indices[i]==jx){ |
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217 | found=true; |
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218 | values[i]=value; |
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219 | break; |
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220 | } |
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221 | } |
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222 | if (!found){ |
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223 | ++length; |
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224 | indices[length]=jx; |
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225 | values[length]=value; |
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226 | } |
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227 | |
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228 | lpx_set_mat_row(lp, ix, length, &indices[0], &values[0]); |
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229 | |
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230 | } else { |
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231 | |
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232 | int length=lpx_get_mat_col(lp, jx, 0, 0); |
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233 | |
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234 | std::vector<int> indices(length + 2); |
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235 | std::vector<Value> values(length + 2); |
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236 | |
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237 | lpx_get_mat_col(lp, jx, &indices[0], &values[0]); |
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238 | |
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239 | //The following code does not suppose that the elements of the |
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240 | //array indices are sorted |
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241 | bool found=false; |
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242 | for (int i = 1; i <= length; ++i) { |
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243 | if (indices[i]==jx){ |
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244 | found=true; |
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245 | values[i]=value; |
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246 | break; |
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247 | } |
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248 | } |
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249 | if (!found){ |
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250 | ++length; |
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251 | indices[length]=ix; |
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252 | values[length]=value; |
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253 | } |
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254 | |
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255 | lpx_set_mat_col(lp, jx, length, &indices[0], &values[0]); |
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256 | } |
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257 | } |
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258 | |
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259 | LpGlpk::Value LpGlpk::_getCoeff(int ix, int jx) const |
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260 | { |
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261 | |
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262 | int length=lpx_get_mat_row(lp, ix, 0, 0); |
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263 | |
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264 | std::vector<int> indices(length + 1); |
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265 | std::vector<Value> values(length + 1); |
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266 | |
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267 | lpx_get_mat_row(lp, ix, &indices[0], &values[0]); |
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268 | |
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269 | //The following code does not suppose that the elements of the |
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270 | //array indices are sorted |
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271 | for (int i = 1; i <= length; ++i) { |
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272 | if (indices[i]==jx){ |
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273 | return values[i]; |
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274 | } |
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275 | } |
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276 | return 0; |
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277 | |
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278 | } |
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279 | |
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280 | |
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281 | void LpGlpk::_setColLowerBound(int i, Value lo) |
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282 | { |
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283 | if (lo==INF) { |
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284 | //FIXME error |
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285 | } |
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286 | int b=lpx_get_col_type(lp, i); |
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287 | double up=lpx_get_col_ub(lp, i); |
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288 | if (lo==-INF) { |
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289 | switch (b) { |
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290 | case LPX_FR: |
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291 | case LPX_LO: |
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292 | lpx_set_col_bnds(lp, i, LPX_FR, lo, up); |
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293 | break; |
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294 | case LPX_UP: |
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295 | break; |
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296 | case LPX_DB: |
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297 | case LPX_FX: |
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298 | lpx_set_col_bnds(lp, i, LPX_UP, lo, up); |
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299 | break; |
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300 | default: ; |
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301 | //FIXME error |
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302 | } |
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303 | } else { |
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304 | switch (b) { |
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305 | case LPX_FR: |
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306 | case LPX_LO: |
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307 | lpx_set_col_bnds(lp, i, LPX_LO, lo, up); |
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308 | break; |
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309 | case LPX_UP: |
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310 | case LPX_DB: |
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311 | case LPX_FX: |
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312 | if (lo==up) |
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313 | lpx_set_col_bnds(lp, i, LPX_FX, lo, up); |
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314 | else |
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315 | lpx_set_col_bnds(lp, i, LPX_DB, lo, up); |
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316 | break; |
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317 | default: ; |
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318 | //FIXME error |
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319 | } |
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320 | } |
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321 | |
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322 | } |
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323 | |
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324 | LpGlpk::Value LpGlpk::_getColLowerBound(int i) const |
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325 | { |
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326 | int b=lpx_get_col_type(lp, i); |
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327 | switch (b) { |
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328 | case LPX_LO: |
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329 | case LPX_DB: |
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330 | case LPX_FX: |
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331 | return lpx_get_col_lb(lp, i); |
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332 | default: ; |
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333 | return -INF; |
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334 | } |
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335 | } |
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336 | |
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337 | void LpGlpk::_setColUpperBound(int i, Value up) |
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338 | { |
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339 | if (up==-INF) { |
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340 | //FIXME error |
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341 | } |
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342 | int b=lpx_get_col_type(lp, i); |
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343 | double lo=lpx_get_col_lb(lp, i); |
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344 | if (up==INF) { |
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345 | switch (b) { |
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346 | case LPX_FR: |
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347 | case LPX_LO: |
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348 | break; |
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349 | case LPX_UP: |
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350 | lpx_set_col_bnds(lp, i, LPX_FR, lo, up); |
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351 | break; |
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352 | case LPX_DB: |
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353 | case LPX_FX: |
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354 | lpx_set_col_bnds(lp, i, LPX_LO, lo, up); |
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355 | break; |
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356 | default: ; |
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357 | //FIXME error |
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358 | } |
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359 | } else { |
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360 | switch (b) { |
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361 | case LPX_FR: |
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362 | lpx_set_col_bnds(lp, i, LPX_UP, lo, up); |
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363 | break; |
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364 | case LPX_UP: |
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365 | lpx_set_col_bnds(lp, i, LPX_UP, lo, up); |
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366 | break; |
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367 | case LPX_LO: |
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368 | case LPX_DB: |
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369 | case LPX_FX: |
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370 | if (lo==up) |
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371 | lpx_set_col_bnds(lp, i, LPX_FX, lo, up); |
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372 | else |
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373 | lpx_set_col_bnds(lp, i, LPX_DB, lo, up); |
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374 | break; |
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375 | default: ; |
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376 | //FIXME error |
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377 | } |
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378 | } |
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379 | } |
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380 | |
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381 | LpGlpk::Value LpGlpk::_getColUpperBound(int i) const |
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382 | { |
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383 | int b=lpx_get_col_type(lp, i); |
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384 | switch (b) { |
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385 | case LPX_UP: |
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386 | case LPX_DB: |
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387 | case LPX_FX: |
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388 | return lpx_get_col_ub(lp, i); |
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389 | default: ; |
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390 | return INF; |
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391 | } |
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392 | } |
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393 | |
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394 | void LpGlpk::_setRowBounds(int i, Value lb, Value ub) |
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395 | { |
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396 | //Bad parameter |
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397 | if (lb==INF || ub==-INF) { |
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398 | //FIXME error |
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399 | } |
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400 | |
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401 | if (lb == -INF){ |
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402 | if (ub == INF){ |
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403 | lpx_set_row_bnds(lp, i, LPX_FR, lb, ub); |
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404 | } |
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405 | else{ |
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406 | lpx_set_row_bnds(lp, i, LPX_UP, lb, ub); |
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407 | } |
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408 | } |
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409 | else{ |
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410 | if (ub==INF){ |
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411 | lpx_set_row_bnds(lp, i, LPX_LO, lb, ub); |
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412 | |
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413 | } |
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414 | else{ |
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415 | if (lb == ub){ |
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416 | lpx_set_row_bnds(lp, i, LPX_FX, lb, ub); |
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417 | } |
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418 | else{ |
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419 | lpx_set_row_bnds(lp, i, LPX_DB, lb, ub); |
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420 | } |
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421 | } |
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422 | } |
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423 | |
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424 | } |
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425 | |
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426 | void LpGlpk::_getRowBounds(int i, Value &lb, Value &ub) const |
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427 | { |
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428 | |
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429 | int b=lpx_get_row_type(lp, i); |
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430 | switch (b) { |
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431 | case LPX_FR: |
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432 | case LPX_UP: |
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433 | lb = -INF; |
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434 | break; |
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435 | default: |
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436 | lb=lpx_get_row_lb(lp, i); |
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437 | } |
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438 | |
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439 | switch (b) { |
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440 | case LPX_FR: |
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441 | case LPX_LO: |
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442 | ub = INF; |
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443 | break; |
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444 | default: |
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445 | ub=lpx_get_row_ub(lp, i); |
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446 | } |
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447 | |
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448 | } |
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449 | |
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450 | void LpGlpk::_setObjCoeff(int i, Value obj_coef) |
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451 | { |
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452 | //i=0 means the constant term (shift) |
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453 | lpx_set_obj_coef(lp, i, obj_coef); |
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454 | } |
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455 | |
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456 | LpGlpk::Value LpGlpk::_getObjCoeff(int i) const { |
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457 | //i=0 means the constant term (shift) |
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458 | return lpx_get_obj_coef(lp, i); |
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459 | } |
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460 | |
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461 | void LpGlpk::_clearObj() |
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462 | { |
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463 | for (int i=0;i<=lpx_get_num_cols(lp);++i){ |
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464 | lpx_set_obj_coef(lp, i, 0); |
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465 | } |
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466 | } |
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467 | |
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468 | LpGlpk::SolveExitStatus LpGlpk::_solve() |
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469 | { |
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470 | // A way to check the problem to be solved |
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471 | //lpx_write_cpxlp(lp,"naittvan.cpx"); |
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472 | |
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473 | lpx_std_basis(lp); |
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474 | int i = lpx_simplex(lp); |
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475 | |
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476 | switch (i) { |
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477 | case LPX_E_OK: |
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478 | return SOLVED; |
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479 | default: |
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480 | return UNSOLVED; |
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481 | } |
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482 | } |
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483 | |
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484 | LpGlpk::Value LpGlpk::_getPrimal(int i) const |
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485 | { |
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486 | return lpx_get_col_prim(lp,i); |
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487 | } |
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488 | |
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489 | LpGlpk::Value LpGlpk::_getDual(int i) const |
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490 | { |
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491 | return lpx_get_row_dual(lp,i); |
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492 | } |
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493 | |
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494 | LpGlpk::Value LpGlpk::_getPrimalValue() const |
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495 | { |
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496 | return lpx_get_obj_val(lp); |
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497 | } |
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498 | bool LpGlpk::_isBasicCol(int i) const |
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499 | { |
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500 | return (lpx_get_col_stat(lp, i)==LPX_BS); |
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501 | } |
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502 | |
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503 | |
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504 | LpGlpk::SolutionStatus LpGlpk::_getPrimalStatus() const |
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505 | { |
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506 | int stat= lpx_get_status(lp); |
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507 | switch (stat) { |
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508 | case LPX_UNDEF://Undefined (no solve has been run yet) |
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509 | return UNDEFINED; |
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510 | case LPX_NOFEAS://There is no feasible solution (primal, I guess) |
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511 | case LPX_INFEAS://Infeasible |
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512 | return INFEASIBLE; |
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513 | case LPX_UNBND://Unbounded |
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514 | return INFINITE; |
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515 | case LPX_FEAS://Feasible |
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516 | return FEASIBLE; |
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517 | case LPX_OPT://Feasible |
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518 | return OPTIMAL; |
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519 | default: |
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520 | return UNDEFINED; //to avoid gcc warning |
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521 | //FIXME error |
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522 | } |
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523 | } |
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524 | |
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525 | LpGlpk::SolutionStatus LpGlpk::_getDualStatus() const |
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526 | { |
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527 | switch (lpx_get_dual_stat(lp)) { |
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528 | case LPX_D_UNDEF://Undefined (no solve has been run yet) |
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529 | return UNDEFINED; |
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530 | case LPX_D_NOFEAS://There is no dual feasible solution |
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531 | // case LPX_D_INFEAS://Infeasible |
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532 | return INFEASIBLE; |
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533 | case LPX_D_FEAS://Feasible |
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534 | switch (lpx_get_status(lp)) { |
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535 | case LPX_NOFEAS: |
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536 | return INFINITE; |
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537 | case LPX_OPT: |
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538 | return OPTIMAL; |
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539 | default: |
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540 | return FEASIBLE; |
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541 | } |
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542 | default: |
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543 | return UNDEFINED; //to avoid gcc warning |
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544 | //FIXME error |
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545 | } |
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546 | } |
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547 | |
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548 | LpGlpk::ProblemTypes LpGlpk::_getProblemType() const |
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549 | { |
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550 | //int stat= lpx_get_status(lp); |
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551 | int statp= lpx_get_prim_stat(lp); |
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552 | int statd= lpx_get_dual_stat(lp); |
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553 | if (statp==LPX_P_FEAS && statd==LPX_D_FEAS) |
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554 | return PRIMAL_DUAL_FEASIBLE; |
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555 | if (statp==LPX_P_FEAS && statd==LPX_D_NOFEAS) |
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556 | return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
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557 | if (statp==LPX_P_NOFEAS && statd==LPX_D_FEAS) |
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558 | return PRIMAL_INFEASIBLE_DUAL_FEASIBLE; |
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559 | if (statp==LPX_P_NOFEAS && statd==LPX_D_NOFEAS) |
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560 | return PRIMAL_DUAL_INFEASIBLE; |
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561 | //In all other cases |
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562 | return UNKNOWN; |
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563 | } |
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564 | |
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565 | void LpGlpk::_setMax() |
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566 | { |
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567 | lpx_set_obj_dir(lp, LPX_MAX); |
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568 | } |
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569 | |
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570 | void LpGlpk::_setMin() |
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571 | { |
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572 | lpx_set_obj_dir(lp, LPX_MIN); |
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573 | } |
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574 | |
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575 | bool LpGlpk::_isMax() const |
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576 | { |
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577 | return (lpx_get_obj_dir(lp)==LPX_MAX); |
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578 | } |
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579 | |
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580 | |
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581 | |
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582 | void LpGlpk::messageLevel(int m) |
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583 | { |
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584 | lpx_set_int_parm(lp, LPX_K_MSGLEV, m); |
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585 | } |
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586 | |
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587 | void LpGlpk::presolver(bool b) |
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588 | { |
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589 | lpx_set_int_parm(lp, LPX_K_PRESOL, b); |
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590 | } |
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591 | |
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592 | |
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593 | } //END OF NAMESPACE LEMON |
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