[2219] | 1 | /* -*- C++ -*- |
---|
| 2 | * |
---|
| 3 | * This file is a part of LEMON, a generic C++ optimization library |
---|
| 4 | * |
---|
[2553] | 5 | * Copyright (C) 2003-2008 |
---|
[2219] | 6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
---|
| 7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
---|
| 8 | * |
---|
| 9 | * Permission to use, modify and distribute this software is granted |
---|
| 10 | * provided that this copyright notice appears in all copies. For |
---|
| 11 | * precise terms see the accompanying LICENSE file. |
---|
| 12 | * |
---|
| 13 | * This software is provided "AS IS" with no warranty of any kind, |
---|
| 14 | * express or implied, and with no claim as to its suitability for any |
---|
| 15 | * purpose. |
---|
| 16 | * |
---|
| 17 | */ |
---|
| 18 | |
---|
| 19 | ///\file |
---|
| 20 | ///\brief Implementation of the LEMON-CPLEX mip solver interface. |
---|
| 21 | |
---|
| 22 | #include <lemon/mip_cplex.h> |
---|
| 23 | |
---|
| 24 | namespace lemon { |
---|
| 25 | |
---|
| 26 | MipCplex::MipCplex() { |
---|
| 27 | //This is unnecessary: setting integrality constraints on |
---|
| 28 | //variables will set this, too |
---|
| 29 | |
---|
| 30 | ///\todo The constant CPXPROB_MIP is |
---|
| 31 | ///called CPXPROB_MILP in later versions |
---|
[2226] | 32 | #if CPX_VERSION < 800 |
---|
[2219] | 33 | CPXchgprobtype( env, lp, CPXPROB_MIP); |
---|
[2226] | 34 | #else |
---|
| 35 | CPXchgprobtype( env, lp, CPXPROB_MILP); |
---|
| 36 | #endif |
---|
| 37 | |
---|
[2219] | 38 | } |
---|
| 39 | |
---|
| 40 | void MipCplex::_colType(int i, MipCplex::ColTypes col_type){ |
---|
| 41 | |
---|
| 42 | // Note If a variable is to be changed to binary, a call to CPXchgbds |
---|
| 43 | // should also be made to change the bounds to 0 and 1. |
---|
| 44 | |
---|
| 45 | int indices[1]; |
---|
| 46 | indices[0]=i; |
---|
| 47 | char ctype[1]; |
---|
| 48 | switch (col_type){ |
---|
[2267] | 49 | case INT: |
---|
[2219] | 50 | ctype[0]=CPX_INTEGER;//'I' |
---|
| 51 | break; |
---|
| 52 | case REAL: |
---|
| 53 | ctype[0]=CPX_CONTINUOUS ;//'C' |
---|
| 54 | break; |
---|
| 55 | default:; |
---|
| 56 | //FIXME problem |
---|
| 57 | } |
---|
| 58 | CPXchgctype (env, lp, 1, indices, ctype); |
---|
| 59 | } |
---|
| 60 | |
---|
[2366] | 61 | MipCplex::ColTypes MipCplex::_colType(int i) const { |
---|
[2219] | 62 | |
---|
| 63 | char ctype[1]; |
---|
[2415] | 64 | CPXgetctype (env, lp, ctype, i, i); |
---|
[2219] | 65 | switch (ctype[0]){ |
---|
| 66 | |
---|
| 67 | case CPX_INTEGER: |
---|
[2267] | 68 | return INT; |
---|
[2219] | 69 | case CPX_CONTINUOUS: |
---|
| 70 | return REAL; |
---|
| 71 | default: |
---|
| 72 | return REAL;//Error! |
---|
| 73 | } |
---|
| 74 | |
---|
| 75 | } |
---|
| 76 | |
---|
| 77 | LpCplex::SolveExitStatus MipCplex::_solve(){ |
---|
| 78 | |
---|
| 79 | status = CPXmipopt (env, lp); |
---|
| 80 | if (status==0) |
---|
| 81 | return SOLVED; |
---|
| 82 | else |
---|
| 83 | return UNSOLVED; |
---|
| 84 | |
---|
| 85 | } |
---|
| 86 | |
---|
| 87 | |
---|
[2366] | 88 | LpCplex::SolutionStatus MipCplex::_getMipStatus() const { |
---|
[2219] | 89 | |
---|
| 90 | int stat = CPXgetstat(env, lp); |
---|
| 91 | |
---|
| 92 | //Fortunately, MIP statuses did not change for cplex 8.0 |
---|
| 93 | switch (stat) |
---|
| 94 | { |
---|
| 95 | case CPXMIP_OPTIMAL: |
---|
[2465] | 96 | // Optimal integer solution has been found. |
---|
| 97 | case CPXMIP_OPTIMAL_TOL: |
---|
| 98 | // Optimal soluton with the tolerance defined by epgap or epagap has |
---|
| 99 | // been found. |
---|
[2219] | 100 | return OPTIMAL; |
---|
| 101 | //This also exists in later issues |
---|
| 102 | // case CPXMIP_UNBOUNDED: |
---|
| 103 | //return INFINITE; |
---|
| 104 | case CPXMIP_INFEASIBLE: |
---|
| 105 | return INFEASIBLE; |
---|
| 106 | default: |
---|
| 107 | return UNDEFINED; |
---|
| 108 | } |
---|
| 109 | //Unboundedness not treated well: the following is from cplex 9.0 doc |
---|
| 110 | // About Unboundedness |
---|
| 111 | |
---|
| 112 | // The treatment of models that are unbounded involves a few |
---|
| 113 | // subtleties. Specifically, a declaration of unboundedness means that |
---|
| 114 | // ILOG CPLEX has determined that the model has an unbounded |
---|
| 115 | // ray. Given any feasible solution x with objective z, a multiple of |
---|
| 116 | // the unbounded ray can be added to x to give a feasible solution |
---|
| 117 | // with objective z-1 (or z+1 for maximization models). Thus, if a |
---|
| 118 | // feasible solution exists, then the optimal objective is |
---|
| 119 | // unbounded. Note that ILOG CPLEX has not necessarily concluded that |
---|
| 120 | // a feasible solution exists. Users can call the routine CPXsolninfo |
---|
| 121 | // to determine whether ILOG CPLEX has also concluded that the model |
---|
| 122 | // has a feasible solution. |
---|
| 123 | |
---|
| 124 | } |
---|
| 125 | |
---|
[2366] | 126 | MipCplex::Value MipCplex::_getPrimal(int i) const { |
---|
[2219] | 127 | Value x; |
---|
| 128 | CPXgetmipx(env, lp, &x, i, i); |
---|
| 129 | return x; |
---|
| 130 | } |
---|
| 131 | |
---|
[2366] | 132 | MipCplex::Value MipCplex::_getPrimalValue() const { |
---|
[2219] | 133 | Value objval; |
---|
[2415] | 134 | CPXgetmipobjval(env, lp, &objval); |
---|
[2219] | 135 | return objval; |
---|
| 136 | } |
---|
| 137 | } //END OF NAMESPACE LEMON |
---|