[461] | 1 | /* -*- mode: C++; indent-tabs-mode: nil; -*- |
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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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[551] | 5 | * Copyright (C) 2003-2009 |
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[461] | 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 and MIP solver interface. |
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| 21 | |
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| 22 | #include <lemon/glpk.h> |
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| 23 | #include <glpk.h> |
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| 24 | |
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| 25 | #include <lemon/assert.h> |
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| 26 | |
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| 27 | namespace lemon { |
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| 28 | |
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| 29 | // GlpkBase members |
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| 30 | |
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| 31 | GlpkBase::GlpkBase() : LpBase() { |
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| 32 | lp = glp_create_prob(); |
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| 33 | glp_create_index(lp); |
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| 34 | } |
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| 35 | |
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| 36 | GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() { |
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| 37 | lp = glp_create_prob(); |
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| 38 | glp_copy_prob(lp, other.lp, GLP_ON); |
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| 39 | glp_create_index(lp); |
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| 40 | rows = other.rows; |
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| 41 | cols = other.cols; |
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| 42 | } |
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| 43 | |
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| 44 | GlpkBase::~GlpkBase() { |
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| 45 | glp_delete_prob(lp); |
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| 46 | } |
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| 47 | |
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| 48 | int GlpkBase::_addCol() { |
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| 49 | int i = glp_add_cols(lp, 1); |
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| 50 | glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0); |
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| 51 | return i; |
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| 52 | } |
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| 53 | |
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| 54 | int GlpkBase::_addRow() { |
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| 55 | int i = glp_add_rows(lp, 1); |
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| 56 | glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0); |
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| 57 | return i; |
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| 58 | } |
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| 59 | |
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| 60 | void GlpkBase::_eraseCol(int i) { |
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| 61 | int ca[2]; |
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| 62 | ca[1] = i; |
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| 63 | glp_del_cols(lp, 1, ca); |
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| 64 | } |
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| 65 | |
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| 66 | void GlpkBase::_eraseRow(int i) { |
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| 67 | int ra[2]; |
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| 68 | ra[1] = i; |
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| 69 | glp_del_rows(lp, 1, ra); |
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| 70 | } |
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| 71 | |
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| 72 | void GlpkBase::_eraseColId(int i) { |
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| 73 | cols.eraseIndex(i); |
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| 74 | cols.shiftIndices(i); |
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| 75 | } |
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| 76 | |
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| 77 | void GlpkBase::_eraseRowId(int i) { |
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| 78 | rows.eraseIndex(i); |
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| 79 | rows.shiftIndices(i); |
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| 80 | } |
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| 81 | |
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| 82 | void GlpkBase::_getColName(int c, std::string& name) const { |
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| 83 | const char *str = glp_get_col_name(lp, c); |
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| 84 | if (str) name = str; |
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| 85 | else name.clear(); |
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| 86 | } |
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| 87 | |
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| 88 | void GlpkBase::_setColName(int c, const std::string & name) { |
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| 89 | glp_set_col_name(lp, c, const_cast<char*>(name.c_str())); |
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| 90 | |
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| 91 | } |
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| 92 | |
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| 93 | int GlpkBase::_colByName(const std::string& name) const { |
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| 94 | int k = glp_find_col(lp, const_cast<char*>(name.c_str())); |
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| 95 | return k > 0 ? k : -1; |
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| 96 | } |
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| 97 | |
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| 98 | void GlpkBase::_getRowName(int r, std::string& name) const { |
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| 99 | const char *str = glp_get_row_name(lp, r); |
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| 100 | if (str) name = str; |
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| 101 | else name.clear(); |
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| 102 | } |
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| 103 | |
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| 104 | void GlpkBase::_setRowName(int r, const std::string & name) { |
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| 105 | glp_set_row_name(lp, r, const_cast<char*>(name.c_str())); |
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| 106 | |
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| 107 | } |
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| 108 | |
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| 109 | int GlpkBase::_rowByName(const std::string& name) const { |
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| 110 | int k = glp_find_row(lp, const_cast<char*>(name.c_str())); |
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| 111 | return k > 0 ? k : -1; |
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| 112 | } |
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| 113 | |
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| 114 | void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
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| 115 | std::vector<int> indexes; |
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| 116 | std::vector<Value> values; |
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| 117 | |
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| 118 | indexes.push_back(0); |
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| 119 | values.push_back(0); |
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| 120 | |
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| 121 | for(ExprIterator it = b; it != e; ++it) { |
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| 122 | indexes.push_back(it->first); |
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| 123 | values.push_back(it->second); |
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| 124 | } |
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| 125 | |
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| 126 | glp_set_mat_row(lp, i, values.size() - 1, |
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| 127 | &indexes.front(), &values.front()); |
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| 128 | } |
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| 129 | |
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| 130 | void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const { |
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| 131 | int length = glp_get_mat_row(lp, ix, 0, 0); |
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| 132 | |
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| 133 | std::vector<int> indexes(length + 1); |
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| 134 | std::vector<Value> values(length + 1); |
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| 135 | |
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| 136 | glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
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| 137 | |
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| 138 | for (int i = 1; i <= length; ++i) { |
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| 139 | *b = std::make_pair(indexes[i], values[i]); |
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| 140 | ++b; |
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| 141 | } |
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| 142 | } |
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| 143 | |
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| 144 | void GlpkBase::_setColCoeffs(int ix, ExprIterator b, |
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| 145 | ExprIterator e) { |
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| 146 | |
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| 147 | std::vector<int> indexes; |
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| 148 | std::vector<Value> values; |
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| 149 | |
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| 150 | indexes.push_back(0); |
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| 151 | values.push_back(0); |
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| 152 | |
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| 153 | for(ExprIterator it = b; it != e; ++it) { |
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| 154 | indexes.push_back(it->first); |
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| 155 | values.push_back(it->second); |
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| 156 | } |
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| 157 | |
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| 158 | glp_set_mat_col(lp, ix, values.size() - 1, |
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| 159 | &indexes.front(), &values.front()); |
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| 160 | } |
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| 161 | |
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| 162 | void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const { |
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| 163 | int length = glp_get_mat_col(lp, ix, 0, 0); |
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| 164 | |
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| 165 | std::vector<int> indexes(length + 1); |
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| 166 | std::vector<Value> values(length + 1); |
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| 167 | |
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| 168 | glp_get_mat_col(lp, ix, &indexes.front(), &values.front()); |
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| 169 | |
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| 170 | for (int i = 1; i <= length; ++i) { |
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| 171 | *b = std::make_pair(indexes[i], values[i]); |
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| 172 | ++b; |
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| 173 | } |
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| 174 | } |
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| 175 | |
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| 176 | void GlpkBase::_setCoeff(int ix, int jx, Value value) { |
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| 177 | |
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| 178 | if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) { |
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| 179 | |
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| 180 | int length = glp_get_mat_row(lp, ix, 0, 0); |
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| 181 | |
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| 182 | std::vector<int> indexes(length + 2); |
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| 183 | std::vector<Value> values(length + 2); |
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| 184 | |
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| 185 | glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
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| 186 | |
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| 187 | //The following code does not suppose that the elements of the |
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| 188 | //array indexes are sorted |
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| 189 | bool found = false; |
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| 190 | for (int i = 1; i <= length; ++i) { |
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| 191 | if (indexes[i] == jx) { |
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| 192 | found = true; |
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| 193 | values[i] = value; |
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| 194 | break; |
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| 195 | } |
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| 196 | } |
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| 197 | if (!found) { |
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| 198 | ++length; |
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| 199 | indexes[length] = jx; |
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| 200 | values[length] = value; |
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| 201 | } |
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| 202 | |
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| 203 | glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front()); |
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| 204 | |
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| 205 | } else { |
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| 206 | |
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| 207 | int length = glp_get_mat_col(lp, jx, 0, 0); |
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| 208 | |
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| 209 | std::vector<int> indexes(length + 2); |
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| 210 | std::vector<Value> values(length + 2); |
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| 211 | |
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| 212 | glp_get_mat_col(lp, jx, &indexes.front(), &values.front()); |
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| 213 | |
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| 214 | //The following code does not suppose that the elements of the |
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| 215 | //array indexes are sorted |
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| 216 | bool found = false; |
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| 217 | for (int i = 1; i <= length; ++i) { |
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| 218 | if (indexes[i] == ix) { |
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| 219 | found = true; |
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| 220 | values[i] = value; |
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| 221 | break; |
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| 222 | } |
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| 223 | } |
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| 224 | if (!found) { |
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| 225 | ++length; |
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| 226 | indexes[length] = ix; |
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| 227 | values[length] = value; |
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| 228 | } |
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| 229 | |
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| 230 | glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front()); |
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| 231 | } |
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| 232 | |
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| 233 | } |
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| 234 | |
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| 235 | GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const { |
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| 236 | |
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| 237 | int length = glp_get_mat_row(lp, ix, 0, 0); |
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| 238 | |
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| 239 | std::vector<int> indexes(length + 1); |
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| 240 | std::vector<Value> values(length + 1); |
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| 241 | |
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| 242 | glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
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| 243 | |
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| 244 | for (int i = 1; i <= length; ++i) { |
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| 245 | if (indexes[i] == jx) { |
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| 246 | return values[i]; |
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| 247 | } |
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| 248 | } |
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| 249 | |
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| 250 | return 0; |
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| 251 | } |
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| 252 | |
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| 253 | void GlpkBase::_setColLowerBound(int i, Value lo) { |
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| 254 | LEMON_ASSERT(lo != INF, "Invalid bound"); |
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| 255 | |
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| 256 | int b = glp_get_col_type(lp, i); |
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| 257 | double up = glp_get_col_ub(lp, i); |
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| 258 | if (lo == -INF) { |
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| 259 | switch (b) { |
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| 260 | case GLP_FR: |
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| 261 | case GLP_LO: |
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| 262 | glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
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| 263 | break; |
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| 264 | case GLP_UP: |
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| 265 | break; |
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| 266 | case GLP_DB: |
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| 267 | case GLP_FX: |
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| 268 | glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
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| 269 | break; |
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| 270 | default: |
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| 271 | break; |
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| 272 | } |
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| 273 | } else { |
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| 274 | switch (b) { |
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| 275 | case GLP_FR: |
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| 276 | case GLP_LO: |
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| 277 | glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
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| 278 | break; |
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| 279 | case GLP_UP: |
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| 280 | case GLP_DB: |
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| 281 | case GLP_FX: |
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| 282 | if (lo == up) |
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| 283 | glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
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| 284 | else |
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| 285 | glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
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| 286 | break; |
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| 287 | default: |
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| 288 | break; |
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| 289 | } |
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| 290 | } |
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| 291 | } |
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| 292 | |
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| 293 | GlpkBase::Value GlpkBase::_getColLowerBound(int i) const { |
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| 294 | int b = glp_get_col_type(lp, i); |
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| 295 | switch (b) { |
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| 296 | case GLP_LO: |
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| 297 | case GLP_DB: |
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| 298 | case GLP_FX: |
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| 299 | return glp_get_col_lb(lp, i); |
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| 300 | default: |
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| 301 | return -INF; |
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| 302 | } |
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| 303 | } |
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| 304 | |
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| 305 | void GlpkBase::_setColUpperBound(int i, Value up) { |
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| 306 | LEMON_ASSERT(up != -INF, "Invalid bound"); |
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| 307 | |
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| 308 | int b = glp_get_col_type(lp, i); |
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| 309 | double lo = glp_get_col_lb(lp, i); |
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| 310 | if (up == INF) { |
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| 311 | switch (b) { |
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| 312 | case GLP_FR: |
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| 313 | case GLP_LO: |
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| 314 | break; |
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| 315 | case GLP_UP: |
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| 316 | glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
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| 317 | break; |
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| 318 | case GLP_DB: |
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| 319 | case GLP_FX: |
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| 320 | glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
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| 321 | break; |
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| 322 | default: |
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| 323 | break; |
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| 324 | } |
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| 325 | } else { |
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| 326 | switch (b) { |
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| 327 | case GLP_FR: |
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| 328 | glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
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| 329 | break; |
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| 330 | case GLP_UP: |
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| 331 | glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
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| 332 | break; |
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| 333 | case GLP_LO: |
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| 334 | case GLP_DB: |
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| 335 | case GLP_FX: |
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| 336 | if (lo == up) |
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| 337 | glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
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| 338 | else |
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| 339 | glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
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| 340 | break; |
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| 341 | default: |
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| 342 | break; |
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| 343 | } |
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| 344 | } |
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| 345 | |
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| 346 | } |
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| 347 | |
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| 348 | GlpkBase::Value GlpkBase::_getColUpperBound(int i) const { |
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| 349 | int b = glp_get_col_type(lp, i); |
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| 350 | switch (b) { |
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| 351 | case GLP_UP: |
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| 352 | case GLP_DB: |
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| 353 | case GLP_FX: |
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| 354 | return glp_get_col_ub(lp, i); |
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| 355 | default: |
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| 356 | return INF; |
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| 357 | } |
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| 358 | } |
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| 359 | |
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| 360 | void GlpkBase::_setRowLowerBound(int i, Value lo) { |
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| 361 | LEMON_ASSERT(lo != INF, "Invalid bound"); |
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| 362 | |
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| 363 | int b = glp_get_row_type(lp, i); |
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| 364 | double up = glp_get_row_ub(lp, i); |
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| 365 | if (lo == -INF) { |
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| 366 | switch (b) { |
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| 367 | case GLP_FR: |
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| 368 | case GLP_LO: |
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| 369 | glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
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| 370 | break; |
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| 371 | case GLP_UP: |
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| 372 | break; |
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| 373 | case GLP_DB: |
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| 374 | case GLP_FX: |
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| 375 | glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
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| 376 | break; |
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| 377 | default: |
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| 378 | break; |
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| 379 | } |
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| 380 | } else { |
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| 381 | switch (b) { |
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| 382 | case GLP_FR: |
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| 383 | case GLP_LO: |
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| 384 | glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
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| 385 | break; |
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| 386 | case GLP_UP: |
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| 387 | case GLP_DB: |
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| 388 | case GLP_FX: |
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| 389 | if (lo == up) |
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| 390 | glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
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| 391 | else |
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| 392 | glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
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| 393 | break; |
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| 394 | default: |
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| 395 | break; |
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| 396 | } |
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| 397 | } |
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| 398 | |
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| 399 | } |
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| 400 | |
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| 401 | GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const { |
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| 402 | int b = glp_get_row_type(lp, i); |
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| 403 | switch (b) { |
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| 404 | case GLP_LO: |
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| 405 | case GLP_DB: |
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| 406 | case GLP_FX: |
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| 407 | return glp_get_row_lb(lp, i); |
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| 408 | default: |
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| 409 | return -INF; |
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| 410 | } |
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| 411 | } |
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| 412 | |
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| 413 | void GlpkBase::_setRowUpperBound(int i, Value up) { |
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| 414 | LEMON_ASSERT(up != -INF, "Invalid bound"); |
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| 415 | |
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| 416 | int b = glp_get_row_type(lp, i); |
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| 417 | double lo = glp_get_row_lb(lp, i); |
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| 418 | if (up == INF) { |
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| 419 | switch (b) { |
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| 420 | case GLP_FR: |
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| 421 | case GLP_LO: |
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| 422 | break; |
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| 423 | case GLP_UP: |
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| 424 | glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
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| 425 | break; |
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| 426 | case GLP_DB: |
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| 427 | case GLP_FX: |
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| 428 | glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
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| 429 | break; |
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| 430 | default: |
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| 431 | break; |
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| 432 | } |
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| 433 | } else { |
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| 434 | switch (b) { |
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| 435 | case GLP_FR: |
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| 436 | glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
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| 437 | break; |
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| 438 | case GLP_UP: |
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| 439 | glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
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| 440 | break; |
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| 441 | case GLP_LO: |
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| 442 | case GLP_DB: |
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| 443 | case GLP_FX: |
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| 444 | if (lo == up) |
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| 445 | glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
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| 446 | else |
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| 447 | glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
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| 448 | break; |
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| 449 | default: |
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| 450 | break; |
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| 451 | } |
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| 452 | } |
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| 453 | } |
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| 454 | |
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| 455 | GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const { |
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| 456 | int b = glp_get_row_type(lp, i); |
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| 457 | switch (b) { |
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| 458 | case GLP_UP: |
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| 459 | case GLP_DB: |
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| 460 | case GLP_FX: |
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| 461 | return glp_get_row_ub(lp, i); |
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| 462 | default: |
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| 463 | return INF; |
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| 464 | } |
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| 465 | } |
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| 466 | |
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| 467 | void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
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| 468 | for (int i = 1; i <= glp_get_num_cols(lp); ++i) { |
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| 469 | glp_set_obj_coef(lp, i, 0.0); |
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| 470 | } |
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| 471 | for (ExprIterator it = b; it != e; ++it) { |
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| 472 | glp_set_obj_coef(lp, it->first, it->second); |
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| 473 | } |
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| 474 | } |
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| 475 | |
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| 476 | void GlpkBase::_getObjCoeffs(InsertIterator b) const { |
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| 477 | for (int i = 1; i <= glp_get_num_cols(lp); ++i) { |
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| 478 | Value val = glp_get_obj_coef(lp, i); |
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| 479 | if (val != 0.0) { |
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| 480 | *b = std::make_pair(i, val); |
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| 481 | ++b; |
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| 482 | } |
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| 483 | } |
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| 484 | } |
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| 485 | |
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| 486 | void GlpkBase::_setObjCoeff(int i, Value obj_coef) { |
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| 487 | //i = 0 means the constant term (shift) |
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| 488 | glp_set_obj_coef(lp, i, obj_coef); |
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| 489 | } |
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| 490 | |
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| 491 | GlpkBase::Value GlpkBase::_getObjCoeff(int i) const { |
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| 492 | //i = 0 means the constant term (shift) |
---|
| 493 | return glp_get_obj_coef(lp, i); |
---|
| 494 | } |
---|
| 495 | |
---|
| 496 | void GlpkBase::_setSense(GlpkBase::Sense sense) { |
---|
| 497 | switch (sense) { |
---|
| 498 | case MIN: |
---|
| 499 | glp_set_obj_dir(lp, GLP_MIN); |
---|
| 500 | break; |
---|
| 501 | case MAX: |
---|
| 502 | glp_set_obj_dir(lp, GLP_MAX); |
---|
| 503 | break; |
---|
| 504 | } |
---|
| 505 | } |
---|
| 506 | |
---|
| 507 | GlpkBase::Sense GlpkBase::_getSense() const { |
---|
| 508 | switch(glp_get_obj_dir(lp)) { |
---|
| 509 | case GLP_MIN: |
---|
| 510 | return MIN; |
---|
| 511 | case GLP_MAX: |
---|
| 512 | return MAX; |
---|
| 513 | default: |
---|
| 514 | LEMON_ASSERT(false, "Wrong sense"); |
---|
| 515 | return GlpkBase::Sense(); |
---|
| 516 | } |
---|
| 517 | } |
---|
| 518 | |
---|
| 519 | void GlpkBase::_clear() { |
---|
| 520 | glp_erase_prob(lp); |
---|
| 521 | rows.clear(); |
---|
| 522 | cols.clear(); |
---|
| 523 | } |
---|
| 524 | |
---|
[537] | 525 | void GlpkBase::freeEnv() { |
---|
| 526 | glp_free_env(); |
---|
| 527 | } |
---|
| 528 | |
---|
[538] | 529 | GlpkBase::FreeEnvHelper GlpkBase::freeEnvHelper; |
---|
| 530 | |
---|
[462] | 531 | // GlpkLp members |
---|
[461] | 532 | |
---|
[462] | 533 | GlpkLp::GlpkLp() |
---|
[551] | 534 | : LpBase(), LpSolver(), GlpkBase() { |
---|
[461] | 535 | messageLevel(MESSAGE_NO_OUTPUT); |
---|
[565] | 536 | presolver(false); |
---|
[461] | 537 | } |
---|
| 538 | |
---|
[462] | 539 | GlpkLp::GlpkLp(const GlpkLp& other) |
---|
[551] | 540 | : LpBase(other), LpSolver(other), GlpkBase(other) { |
---|
[461] | 541 | messageLevel(MESSAGE_NO_OUTPUT); |
---|
[565] | 542 | presolver(false); |
---|
[461] | 543 | } |
---|
| 544 | |
---|
[540] | 545 | GlpkLp* GlpkLp::newSolver() const { return new GlpkLp; } |
---|
| 546 | GlpkLp* GlpkLp::cloneSolver() const { return new GlpkLp(*this); } |
---|
[461] | 547 | |
---|
[462] | 548 | const char* GlpkLp::_solverName() const { return "GlpkLp"; } |
---|
[461] | 549 | |
---|
[462] | 550 | void GlpkLp::_clear_temporals() { |
---|
[461] | 551 | _primal_ray.clear(); |
---|
| 552 | _dual_ray.clear(); |
---|
| 553 | } |
---|
| 554 | |
---|
[462] | 555 | GlpkLp::SolveExitStatus GlpkLp::_solve() { |
---|
[461] | 556 | return solvePrimal(); |
---|
| 557 | } |
---|
| 558 | |
---|
[462] | 559 | GlpkLp::SolveExitStatus GlpkLp::solvePrimal() { |
---|
[461] | 560 | _clear_temporals(); |
---|
| 561 | |
---|
| 562 | glp_smcp smcp; |
---|
| 563 | glp_init_smcp(&smcp); |
---|
| 564 | |
---|
| 565 | switch (_message_level) { |
---|
| 566 | case MESSAGE_NO_OUTPUT: |
---|
| 567 | smcp.msg_lev = GLP_MSG_OFF; |
---|
| 568 | break; |
---|
| 569 | case MESSAGE_ERROR_MESSAGE: |
---|
| 570 | smcp.msg_lev = GLP_MSG_ERR; |
---|
| 571 | break; |
---|
| 572 | case MESSAGE_NORMAL_OUTPUT: |
---|
| 573 | smcp.msg_lev = GLP_MSG_ON; |
---|
| 574 | break; |
---|
| 575 | case MESSAGE_FULL_OUTPUT: |
---|
| 576 | smcp.msg_lev = GLP_MSG_ALL; |
---|
| 577 | break; |
---|
| 578 | } |
---|
[565] | 579 | smcp.presolve = _presolve; |
---|
[461] | 580 | |
---|
[565] | 581 | // If the basis is not valid we get an error return value. |
---|
| 582 | // In this case we can try to create a new basis. |
---|
| 583 | switch (glp_simplex(lp, &smcp)) { |
---|
| 584 | case 0: |
---|
| 585 | break; |
---|
| 586 | case GLP_EBADB: |
---|
| 587 | case GLP_ESING: |
---|
| 588 | case GLP_ECOND: |
---|
| 589 | lpx_set_int_parm(lp, LPX_K_MSGLEV, smcp.msg_lev); |
---|
| 590 | glp_adv_basis(lp, 0); |
---|
| 591 | if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
---|
| 592 | break; |
---|
| 593 | default: |
---|
| 594 | return UNSOLVED; |
---|
| 595 | } |
---|
| 596 | |
---|
[461] | 597 | return SOLVED; |
---|
| 598 | } |
---|
| 599 | |
---|
[462] | 600 | GlpkLp::SolveExitStatus GlpkLp::solveDual() { |
---|
[461] | 601 | _clear_temporals(); |
---|
| 602 | |
---|
| 603 | glp_smcp smcp; |
---|
| 604 | glp_init_smcp(&smcp); |
---|
| 605 | |
---|
| 606 | switch (_message_level) { |
---|
| 607 | case MESSAGE_NO_OUTPUT: |
---|
| 608 | smcp.msg_lev = GLP_MSG_OFF; |
---|
| 609 | break; |
---|
| 610 | case MESSAGE_ERROR_MESSAGE: |
---|
| 611 | smcp.msg_lev = GLP_MSG_ERR; |
---|
| 612 | break; |
---|
| 613 | case MESSAGE_NORMAL_OUTPUT: |
---|
| 614 | smcp.msg_lev = GLP_MSG_ON; |
---|
| 615 | break; |
---|
| 616 | case MESSAGE_FULL_OUTPUT: |
---|
| 617 | smcp.msg_lev = GLP_MSG_ALL; |
---|
| 618 | break; |
---|
| 619 | } |
---|
| 620 | smcp.meth = GLP_DUAL; |
---|
[565] | 621 | smcp.presolve = _presolve; |
---|
[461] | 622 | |
---|
[565] | 623 | // If the basis is not valid we get an error return value. |
---|
| 624 | // In this case we can try to create a new basis. |
---|
| 625 | switch (glp_simplex(lp, &smcp)) { |
---|
| 626 | case 0: |
---|
| 627 | break; |
---|
| 628 | case GLP_EBADB: |
---|
| 629 | case GLP_ESING: |
---|
| 630 | case GLP_ECOND: |
---|
| 631 | lpx_set_int_parm(lp, LPX_K_MSGLEV, smcp.msg_lev); |
---|
| 632 | glp_adv_basis(lp, 0); |
---|
| 633 | if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
---|
| 634 | break; |
---|
| 635 | default: |
---|
| 636 | return UNSOLVED; |
---|
| 637 | } |
---|
[461] | 638 | return SOLVED; |
---|
| 639 | } |
---|
| 640 | |
---|
[462] | 641 | GlpkLp::Value GlpkLp::_getPrimal(int i) const { |
---|
[461] | 642 | return glp_get_col_prim(lp, i); |
---|
| 643 | } |
---|
| 644 | |
---|
[462] | 645 | GlpkLp::Value GlpkLp::_getDual(int i) const { |
---|
[461] | 646 | return glp_get_row_dual(lp, i); |
---|
| 647 | } |
---|
| 648 | |
---|
[462] | 649 | GlpkLp::Value GlpkLp::_getPrimalValue() const { |
---|
[461] | 650 | return glp_get_obj_val(lp); |
---|
| 651 | } |
---|
| 652 | |
---|
[462] | 653 | GlpkLp::VarStatus GlpkLp::_getColStatus(int i) const { |
---|
[461] | 654 | switch (glp_get_col_stat(lp, i)) { |
---|
| 655 | case GLP_BS: |
---|
| 656 | return BASIC; |
---|
| 657 | case GLP_UP: |
---|
| 658 | return UPPER; |
---|
| 659 | case GLP_LO: |
---|
| 660 | return LOWER; |
---|
| 661 | case GLP_NF: |
---|
| 662 | return FREE; |
---|
| 663 | case GLP_NS: |
---|
| 664 | return FIXED; |
---|
| 665 | default: |
---|
| 666 | LEMON_ASSERT(false, "Wrong column status"); |
---|
[462] | 667 | return GlpkLp::VarStatus(); |
---|
[461] | 668 | } |
---|
| 669 | } |
---|
| 670 | |
---|
[462] | 671 | GlpkLp::VarStatus GlpkLp::_getRowStatus(int i) const { |
---|
[461] | 672 | switch (glp_get_row_stat(lp, i)) { |
---|
| 673 | case GLP_BS: |
---|
| 674 | return BASIC; |
---|
| 675 | case GLP_UP: |
---|
| 676 | return UPPER; |
---|
| 677 | case GLP_LO: |
---|
| 678 | return LOWER; |
---|
| 679 | case GLP_NF: |
---|
| 680 | return FREE; |
---|
| 681 | case GLP_NS: |
---|
| 682 | return FIXED; |
---|
| 683 | default: |
---|
| 684 | LEMON_ASSERT(false, "Wrong row status"); |
---|
[462] | 685 | return GlpkLp::VarStatus(); |
---|
[461] | 686 | } |
---|
| 687 | } |
---|
| 688 | |
---|
[462] | 689 | GlpkLp::Value GlpkLp::_getPrimalRay(int i) const { |
---|
[461] | 690 | if (_primal_ray.empty()) { |
---|
| 691 | int row_num = glp_get_num_rows(lp); |
---|
| 692 | int col_num = glp_get_num_cols(lp); |
---|
| 693 | |
---|
| 694 | _primal_ray.resize(col_num + 1, 0.0); |
---|
| 695 | |
---|
| 696 | int index = glp_get_unbnd_ray(lp); |
---|
| 697 | if (index != 0) { |
---|
| 698 | // The primal ray is found in primal simplex second phase |
---|
| 699 | LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
---|
| 700 | glp_get_col_stat(lp, index - row_num)) != GLP_BS, |
---|
| 701 | "Wrong primal ray"); |
---|
| 702 | |
---|
| 703 | bool negate = glp_get_obj_dir(lp) == GLP_MAX; |
---|
| 704 | |
---|
| 705 | if (index > row_num) { |
---|
| 706 | _primal_ray[index - row_num] = 1.0; |
---|
| 707 | if (glp_get_col_dual(lp, index - row_num) > 0) { |
---|
| 708 | negate = !negate; |
---|
| 709 | } |
---|
| 710 | } else { |
---|
| 711 | if (glp_get_row_dual(lp, index) > 0) { |
---|
| 712 | negate = !negate; |
---|
| 713 | } |
---|
| 714 | } |
---|
| 715 | |
---|
| 716 | std::vector<int> ray_indexes(row_num + 1); |
---|
| 717 | std::vector<Value> ray_values(row_num + 1); |
---|
| 718 | int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(), |
---|
| 719 | &ray_values.front()); |
---|
| 720 | |
---|
| 721 | for (int i = 1; i <= ray_length; ++i) { |
---|
| 722 | if (ray_indexes[i] > row_num) { |
---|
| 723 | _primal_ray[ray_indexes[i] - row_num] = ray_values[i]; |
---|
| 724 | } |
---|
| 725 | } |
---|
| 726 | |
---|
| 727 | if (negate) { |
---|
| 728 | for (int i = 1; i <= col_num; ++i) { |
---|
| 729 | _primal_ray[i] = - _primal_ray[i]; |
---|
| 730 | } |
---|
| 731 | } |
---|
| 732 | } else { |
---|
| 733 | for (int i = 1; i <= col_num; ++i) { |
---|
| 734 | _primal_ray[i] = glp_get_col_prim(lp, i); |
---|
| 735 | } |
---|
| 736 | } |
---|
| 737 | } |
---|
| 738 | return _primal_ray[i]; |
---|
| 739 | } |
---|
| 740 | |
---|
[462] | 741 | GlpkLp::Value GlpkLp::_getDualRay(int i) const { |
---|
[461] | 742 | if (_dual_ray.empty()) { |
---|
| 743 | int row_num = glp_get_num_rows(lp); |
---|
| 744 | |
---|
| 745 | _dual_ray.resize(row_num + 1, 0.0); |
---|
| 746 | |
---|
| 747 | int index = glp_get_unbnd_ray(lp); |
---|
| 748 | if (index != 0) { |
---|
| 749 | // The dual ray is found in dual simplex second phase |
---|
| 750 | LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
---|
| 751 | glp_get_col_stat(lp, index - row_num)) == GLP_BS, |
---|
| 752 | |
---|
| 753 | "Wrong dual ray"); |
---|
| 754 | |
---|
| 755 | int idx; |
---|
| 756 | bool negate = false; |
---|
| 757 | |
---|
| 758 | if (index > row_num) { |
---|
| 759 | idx = glp_get_col_bind(lp, index - row_num); |
---|
| 760 | if (glp_get_col_prim(lp, index - row_num) > |
---|
| 761 | glp_get_col_ub(lp, index - row_num)) { |
---|
| 762 | negate = true; |
---|
| 763 | } |
---|
| 764 | } else { |
---|
| 765 | idx = glp_get_row_bind(lp, index); |
---|
| 766 | if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) { |
---|
| 767 | negate = true; |
---|
| 768 | } |
---|
| 769 | } |
---|
| 770 | |
---|
| 771 | _dual_ray[idx] = negate ? - 1.0 : 1.0; |
---|
| 772 | |
---|
| 773 | glp_btran(lp, &_dual_ray.front()); |
---|
| 774 | } else { |
---|
| 775 | double eps = 1e-7; |
---|
| 776 | // The dual ray is found in primal simplex first phase |
---|
| 777 | // We assume that the glpk minimizes the slack to get feasible solution |
---|
| 778 | for (int i = 1; i <= row_num; ++i) { |
---|
| 779 | int index = glp_get_bhead(lp, i); |
---|
| 780 | if (index <= row_num) { |
---|
| 781 | double res = glp_get_row_prim(lp, index); |
---|
| 782 | if (res > glp_get_row_ub(lp, index) + eps) { |
---|
| 783 | _dual_ray[i] = -1; |
---|
| 784 | } else if (res < glp_get_row_lb(lp, index) - eps) { |
---|
| 785 | _dual_ray[i] = 1; |
---|
| 786 | } else { |
---|
| 787 | _dual_ray[i] = 0; |
---|
| 788 | } |
---|
| 789 | _dual_ray[i] *= glp_get_rii(lp, index); |
---|
| 790 | } else { |
---|
| 791 | double res = glp_get_col_prim(lp, index - row_num); |
---|
| 792 | if (res > glp_get_col_ub(lp, index - row_num) + eps) { |
---|
| 793 | _dual_ray[i] = -1; |
---|
| 794 | } else if (res < glp_get_col_lb(lp, index - row_num) - eps) { |
---|
| 795 | _dual_ray[i] = 1; |
---|
| 796 | } else { |
---|
| 797 | _dual_ray[i] = 0; |
---|
| 798 | } |
---|
| 799 | _dual_ray[i] /= glp_get_sjj(lp, index - row_num); |
---|
| 800 | } |
---|
| 801 | } |
---|
| 802 | |
---|
| 803 | glp_btran(lp, &_dual_ray.front()); |
---|
| 804 | |
---|
| 805 | for (int i = 1; i <= row_num; ++i) { |
---|
| 806 | _dual_ray[i] /= glp_get_rii(lp, i); |
---|
| 807 | } |
---|
| 808 | } |
---|
| 809 | } |
---|
| 810 | return _dual_ray[i]; |
---|
| 811 | } |
---|
| 812 | |
---|
[462] | 813 | GlpkLp::ProblemType GlpkLp::_getPrimalType() const { |
---|
[461] | 814 | if (glp_get_status(lp) == GLP_OPT) |
---|
| 815 | return OPTIMAL; |
---|
| 816 | switch (glp_get_prim_stat(lp)) { |
---|
| 817 | case GLP_UNDEF: |
---|
| 818 | return UNDEFINED; |
---|
| 819 | case GLP_FEAS: |
---|
| 820 | case GLP_INFEAS: |
---|
| 821 | if (glp_get_dual_stat(lp) == GLP_NOFEAS) { |
---|
| 822 | return UNBOUNDED; |
---|
| 823 | } else { |
---|
| 824 | return UNDEFINED; |
---|
| 825 | } |
---|
| 826 | case GLP_NOFEAS: |
---|
| 827 | return INFEASIBLE; |
---|
| 828 | default: |
---|
| 829 | LEMON_ASSERT(false, "Wrong primal type"); |
---|
[462] | 830 | return GlpkLp::ProblemType(); |
---|
[461] | 831 | } |
---|
| 832 | } |
---|
| 833 | |
---|
[462] | 834 | GlpkLp::ProblemType GlpkLp::_getDualType() const { |
---|
[461] | 835 | if (glp_get_status(lp) == GLP_OPT) |
---|
| 836 | return OPTIMAL; |
---|
| 837 | switch (glp_get_dual_stat(lp)) { |
---|
| 838 | case GLP_UNDEF: |
---|
| 839 | return UNDEFINED; |
---|
| 840 | case GLP_FEAS: |
---|
| 841 | case GLP_INFEAS: |
---|
| 842 | if (glp_get_prim_stat(lp) == GLP_NOFEAS) { |
---|
| 843 | return UNBOUNDED; |
---|
| 844 | } else { |
---|
| 845 | return UNDEFINED; |
---|
| 846 | } |
---|
| 847 | case GLP_NOFEAS: |
---|
| 848 | return INFEASIBLE; |
---|
| 849 | default: |
---|
| 850 | LEMON_ASSERT(false, "Wrong primal type"); |
---|
[462] | 851 | return GlpkLp::ProblemType(); |
---|
[461] | 852 | } |
---|
| 853 | } |
---|
| 854 | |
---|
[565] | 855 | void GlpkLp::presolver(bool presolve) { |
---|
| 856 | _presolve = presolve; |
---|
[461] | 857 | } |
---|
| 858 | |
---|
[462] | 859 | void GlpkLp::messageLevel(MessageLevel m) { |
---|
[461] | 860 | _message_level = m; |
---|
| 861 | } |
---|
| 862 | |
---|
[462] | 863 | // GlpkMip members |
---|
[461] | 864 | |
---|
[462] | 865 | GlpkMip::GlpkMip() |
---|
[551] | 866 | : LpBase(), MipSolver(), GlpkBase() { |
---|
[461] | 867 | messageLevel(MESSAGE_NO_OUTPUT); |
---|
| 868 | } |
---|
| 869 | |
---|
[462] | 870 | GlpkMip::GlpkMip(const GlpkMip& other) |
---|
[551] | 871 | : LpBase(), MipSolver(), GlpkBase(other) { |
---|
[461] | 872 | messageLevel(MESSAGE_NO_OUTPUT); |
---|
| 873 | } |
---|
| 874 | |
---|
[462] | 875 | void GlpkMip::_setColType(int i, GlpkMip::ColTypes col_type) { |
---|
[461] | 876 | switch (col_type) { |
---|
| 877 | case INTEGER: |
---|
| 878 | glp_set_col_kind(lp, i, GLP_IV); |
---|
| 879 | break; |
---|
| 880 | case REAL: |
---|
| 881 | glp_set_col_kind(lp, i, GLP_CV); |
---|
| 882 | break; |
---|
| 883 | } |
---|
| 884 | } |
---|
| 885 | |
---|
[462] | 886 | GlpkMip::ColTypes GlpkMip::_getColType(int i) const { |
---|
[461] | 887 | switch (glp_get_col_kind(lp, i)) { |
---|
| 888 | case GLP_IV: |
---|
| 889 | case GLP_BV: |
---|
| 890 | return INTEGER; |
---|
| 891 | default: |
---|
| 892 | return REAL; |
---|
| 893 | } |
---|
| 894 | |
---|
| 895 | } |
---|
| 896 | |
---|
[462] | 897 | GlpkMip::SolveExitStatus GlpkMip::_solve() { |
---|
[461] | 898 | glp_smcp smcp; |
---|
| 899 | glp_init_smcp(&smcp); |
---|
| 900 | |
---|
| 901 | switch (_message_level) { |
---|
| 902 | case MESSAGE_NO_OUTPUT: |
---|
| 903 | smcp.msg_lev = GLP_MSG_OFF; |
---|
| 904 | break; |
---|
| 905 | case MESSAGE_ERROR_MESSAGE: |
---|
| 906 | smcp.msg_lev = GLP_MSG_ERR; |
---|
| 907 | break; |
---|
| 908 | case MESSAGE_NORMAL_OUTPUT: |
---|
| 909 | smcp.msg_lev = GLP_MSG_ON; |
---|
| 910 | break; |
---|
| 911 | case MESSAGE_FULL_OUTPUT: |
---|
| 912 | smcp.msg_lev = GLP_MSG_ALL; |
---|
| 913 | break; |
---|
| 914 | } |
---|
| 915 | smcp.meth = GLP_DUAL; |
---|
| 916 | |
---|
[565] | 917 | // If the basis is not valid we get an error return value. |
---|
| 918 | // In this case we can try to create a new basis. |
---|
| 919 | switch (glp_simplex(lp, &smcp)) { |
---|
| 920 | case 0: |
---|
| 921 | break; |
---|
| 922 | case GLP_EBADB: |
---|
| 923 | case GLP_ESING: |
---|
| 924 | case GLP_ECOND: |
---|
| 925 | lpx_set_int_parm(lp, LPX_K_MSGLEV, smcp.msg_lev); |
---|
| 926 | glp_adv_basis(lp, 0); |
---|
| 927 | if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
---|
| 928 | break; |
---|
| 929 | default: |
---|
| 930 | return UNSOLVED; |
---|
| 931 | } |
---|
| 932 | |
---|
[461] | 933 | if (glp_get_status(lp) != GLP_OPT) return SOLVED; |
---|
| 934 | |
---|
| 935 | glp_iocp iocp; |
---|
| 936 | glp_init_iocp(&iocp); |
---|
| 937 | |
---|
| 938 | switch (_message_level) { |
---|
| 939 | case MESSAGE_NO_OUTPUT: |
---|
| 940 | iocp.msg_lev = GLP_MSG_OFF; |
---|
| 941 | break; |
---|
| 942 | case MESSAGE_ERROR_MESSAGE: |
---|
| 943 | iocp.msg_lev = GLP_MSG_ERR; |
---|
| 944 | break; |
---|
| 945 | case MESSAGE_NORMAL_OUTPUT: |
---|
| 946 | iocp.msg_lev = GLP_MSG_ON; |
---|
| 947 | break; |
---|
| 948 | case MESSAGE_FULL_OUTPUT: |
---|
| 949 | iocp.msg_lev = GLP_MSG_ALL; |
---|
| 950 | break; |
---|
| 951 | } |
---|
| 952 | |
---|
| 953 | if (glp_intopt(lp, &iocp) != 0) return UNSOLVED; |
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| 954 | return SOLVED; |
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| 955 | } |
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| 956 | |
---|
| 957 | |
---|
[462] | 958 | GlpkMip::ProblemType GlpkMip::_getType() const { |
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[461] | 959 | switch (glp_get_status(lp)) { |
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| 960 | case GLP_OPT: |
---|
| 961 | switch (glp_mip_status(lp)) { |
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| 962 | case GLP_UNDEF: |
---|
| 963 | return UNDEFINED; |
---|
| 964 | case GLP_NOFEAS: |
---|
| 965 | return INFEASIBLE; |
---|
| 966 | case GLP_FEAS: |
---|
| 967 | return FEASIBLE; |
---|
| 968 | case GLP_OPT: |
---|
| 969 | return OPTIMAL; |
---|
| 970 | default: |
---|
| 971 | LEMON_ASSERT(false, "Wrong problem type."); |
---|
[462] | 972 | return GlpkMip::ProblemType(); |
---|
[461] | 973 | } |
---|
| 974 | case GLP_NOFEAS: |
---|
| 975 | return INFEASIBLE; |
---|
| 976 | case GLP_INFEAS: |
---|
| 977 | case GLP_FEAS: |
---|
| 978 | if (glp_get_dual_stat(lp) == GLP_NOFEAS) { |
---|
| 979 | return UNBOUNDED; |
---|
| 980 | } else { |
---|
| 981 | return UNDEFINED; |
---|
| 982 | } |
---|
| 983 | default: |
---|
| 984 | LEMON_ASSERT(false, "Wrong problem type."); |
---|
[462] | 985 | return GlpkMip::ProblemType(); |
---|
[461] | 986 | } |
---|
| 987 | } |
---|
| 988 | |
---|
[462] | 989 | GlpkMip::Value GlpkMip::_getSol(int i) const { |
---|
[461] | 990 | return glp_mip_col_val(lp, i); |
---|
| 991 | } |
---|
| 992 | |
---|
[462] | 993 | GlpkMip::Value GlpkMip::_getSolValue() const { |
---|
[461] | 994 | return glp_mip_obj_val(lp); |
---|
| 995 | } |
---|
| 996 | |
---|
[540] | 997 | GlpkMip* GlpkMip::newSolver() const { return new GlpkMip; } |
---|
| 998 | GlpkMip* GlpkMip::cloneSolver() const {return new GlpkMip(*this); } |
---|
[461] | 999 | |
---|
[462] | 1000 | const char* GlpkMip::_solverName() const { return "GlpkMip"; } |
---|
[461] | 1001 | |
---|
[462] | 1002 | void GlpkMip::messageLevel(MessageLevel m) { |
---|
[461] | 1003 | _message_level = m; |
---|
| 1004 | } |
---|
| 1005 | |
---|
| 1006 | } //END OF NAMESPACE LEMON |
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