1 | /* glpapi20.c */ |
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2 | |
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3 | /*********************************************************************** |
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4 | * This code is part of GLPK (GNU Linear Programming Kit). |
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5 | * |
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6 | * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, |
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7 | * 2009, 2010, 2011 Andrew Makhorin, Department for Applied Informatics, |
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8 | * Moscow Aviation Institute, Moscow, Russia. All rights reserved. |
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9 | * E-mail: <mao@gnu.org>. |
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10 | * |
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11 | * GLPK is free software: you can redistribute it and/or modify it |
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12 | * under the terms of the GNU General Public License as published by |
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13 | * the Free Software Foundation, either version 3 of the License, or |
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14 | * (at your option) any later version. |
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15 | * |
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16 | * GLPK is distributed in the hope that it will be useful, but WITHOUT |
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17 | * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY |
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18 | * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public |
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19 | * License for more details. |
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20 | * |
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21 | * You should have received a copy of the GNU General Public License |
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22 | * along with GLPK. If not, see <http://www.gnu.org/licenses/>. |
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23 | ***********************************************************************/ |
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24 | |
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25 | #include "glpnpp.h" |
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26 | |
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27 | int glp_intfeas1(glp_prob *P, int use_bound, int obj_bound) |
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28 | { /* solve integer feasibility problem */ |
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29 | NPP *npp = NULL; |
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30 | glp_prob *mip = NULL; |
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31 | int *obj_ind = NULL; |
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32 | double *obj_val = NULL; |
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33 | int obj_row = 0; |
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34 | int i, j, k, obj_len, temp, ret; |
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35 | /* check the problem object */ |
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36 | if (P == NULL || P->magic != GLP_PROB_MAGIC) |
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37 | xerror("glp_intfeas1: P = %p; invalid problem object\n", |
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38 | P); |
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39 | if (P->tree != NULL) |
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40 | xerror("glp_intfeas1: operation not allowed\n"); |
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41 | /* integer solution is currently undefined */ |
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42 | P->mip_stat = GLP_UNDEF; |
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43 | P->mip_obj = 0.0; |
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44 | /* check columns (variables) */ |
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45 | for (j = 1; j <= P->n; j++) |
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46 | { GLPCOL *col = P->col[j]; |
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47 | #if 0 /* currently binarization is not yet implemented */ |
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48 | if (!(col->kind == GLP_IV || col->type == GLP_FX)) |
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49 | { xprintf("glp_intfeas1: column %d: non-integer non-fixed var" |
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50 | "iable not allowed\n", j); |
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51 | #else |
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52 | if (!((col->kind == GLP_IV && col->lb == 0.0 && col->ub == 1.0) |
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53 | || col->type == GLP_FX)) |
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54 | { xprintf("glp_intfeas1: column %d: non-binary non-fixed vari" |
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55 | "able not allowed\n", j); |
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56 | #endif |
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57 | ret = GLP_EDATA; |
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58 | goto done; |
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59 | } |
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60 | temp = (int)col->lb; |
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61 | if ((double)temp != col->lb) |
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62 | { if (col->type == GLP_FX) |
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63 | xprintf("glp_intfeas1: column %d: fixed value %g is non-" |
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64 | "integer or out of range\n", j, col->lb); |
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65 | else |
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66 | xprintf("glp_intfeas1: column %d: lower bound %g is non-" |
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67 | "integer or out of range\n", j, col->lb); |
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68 | ret = GLP_EDATA; |
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69 | goto done; |
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70 | } |
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71 | temp = (int)col->ub; |
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72 | if ((double)temp != col->ub) |
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73 | { xprintf("glp_intfeas1: column %d: upper bound %g is non-int" |
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74 | "eger or out of range\n", j, col->ub); |
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75 | ret = GLP_EDATA; |
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76 | goto done; |
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77 | } |
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78 | if (col->type == GLP_DB && col->lb > col->ub) |
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79 | { xprintf("glp_intfeas1: column %d: lower bound %g is greater" |
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80 | " than upper bound %g\n", j, col->lb, col->ub); |
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81 | ret = GLP_EBOUND; |
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82 | goto done; |
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83 | } |
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84 | } |
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85 | /* check rows (constraints) */ |
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86 | for (i = 1; i <= P->m; i++) |
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87 | { GLPROW *row = P->row[i]; |
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88 | GLPAIJ *aij; |
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89 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
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90 | { temp = (int)aij->val; |
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91 | if ((double)temp != aij->val) |
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92 | { xprintf("glp_intfeas1: row = %d, column %d: constraint c" |
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93 | "oefficient %g is non-integer or out of range\n", |
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94 | i, aij->col->j, aij->val); |
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95 | ret = GLP_EDATA; |
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96 | goto done; |
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97 | } |
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98 | } |
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99 | temp = (int)row->lb; |
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100 | if ((double)temp != row->lb) |
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101 | { if (row->type == GLP_FX) |
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102 | xprintf("glp_intfeas1: row = %d: fixed value %g is non-i" |
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103 | "nteger or out of range\n", i, row->lb); |
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104 | else |
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105 | xprintf("glp_intfeas1: row = %d: lower bound %g is non-i" |
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106 | "nteger or out of range\n", i, row->lb); |
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107 | ret = GLP_EDATA; |
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108 | goto done; |
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109 | } |
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110 | temp = (int)row->ub; |
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111 | if ((double)temp != row->ub) |
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112 | { xprintf("glp_intfeas1: row = %d: upper bound %g is non-inte" |
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113 | "ger or out of range\n", i, row->ub); |
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114 | ret = GLP_EDATA; |
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115 | goto done; |
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116 | } |
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117 | if (row->type == GLP_DB && row->lb > row->ub) |
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118 | { xprintf("glp_intfeas1: row %d: lower bound %g is greater th" |
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119 | "an upper bound %g\n", i, row->lb, row->ub); |
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120 | ret = GLP_EBOUND; |
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121 | goto done; |
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122 | } |
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123 | } |
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124 | /* check the objective function */ |
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125 | temp = (int)P->c0; |
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126 | if ((double)temp != P->c0) |
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127 | { xprintf("glp_intfeas1: objective constant term %g is non-integ" |
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128 | "er or out of range\n", P->c0); |
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129 | ret = GLP_EDATA; |
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130 | goto done; |
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131 | } |
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132 | for (j = 1; j <= P->n; j++) |
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133 | { temp = (int)P->col[j]->coef; |
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134 | if ((double)temp != P->col[j]->coef) |
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135 | { xprintf("glp_intfeas1: column %d: objective coefficient is " |
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136 | "non-integer or out of range\n", j, P->col[j]->coef); |
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137 | ret = GLP_EDATA; |
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138 | goto done; |
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139 | } |
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140 | } |
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141 | /* save the objective function and set it to zero */ |
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142 | obj_ind = xcalloc(1+P->n, sizeof(int)); |
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143 | obj_val = xcalloc(1+P->n, sizeof(double)); |
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144 | obj_len = 0; |
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145 | obj_ind[0] = 0; |
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146 | obj_val[0] = P->c0; |
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147 | P->c0 = 0.0; |
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148 | for (j = 1; j <= P->n; j++) |
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149 | { if (P->col[j]->coef != 0.0) |
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150 | { obj_len++; |
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151 | obj_ind[obj_len] = j; |
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152 | obj_val[obj_len] = P->col[j]->coef; |
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153 | P->col[j]->coef = 0.0; |
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154 | } |
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155 | } |
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156 | /* add inequality to bound the objective function, if required */ |
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157 | if (!use_bound) |
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158 | xprintf("Will search for ANY feasible solution\n"); |
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159 | else |
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160 | { xprintf("Will search only for solution not worse than %d\n", |
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161 | obj_bound); |
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162 | obj_row = glp_add_rows(P, 1); |
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163 | glp_set_mat_row(P, obj_row, obj_len, obj_ind, obj_val); |
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164 | if (P->dir == GLP_MIN) |
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165 | glp_set_row_bnds(P, obj_row, |
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166 | GLP_UP, 0.0, (double)obj_bound - obj_val[0]); |
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167 | else if (P->dir == GLP_MAX) |
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168 | glp_set_row_bnds(P, obj_row, |
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169 | GLP_LO, (double)obj_bound - obj_val[0], 0.0); |
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170 | else |
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171 | xassert(P != P); |
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172 | } |
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173 | /* create preprocessor workspace */ |
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174 | xprintf("Translating to CNF-SAT...\n"); |
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175 | xprintf("Original problem has %d row%s, %d column%s, and %d non-z" |
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176 | "ero%s\n", P->m, P->m == 1 ? "" : "s", P->n, P->n == 1 ? "" : |
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177 | "s", P->nnz, P->nnz == 1 ? "" : "s"); |
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178 | npp = npp_create_wksp(); |
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179 | /* load the original problem into the preprocessor workspace */ |
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180 | npp_load_prob(npp, P, GLP_OFF, GLP_MIP, GLP_OFF); |
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181 | /* perform translation to SAT-CNF problem instance */ |
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182 | ret = npp_sat_encode_prob(npp); |
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183 | if (ret == 0) |
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184 | ; |
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185 | else if (ret == GLP_ENOPFS) |
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186 | xprintf("PROBLEM HAS NO INTEGER FEASIBLE SOLUTION\n"); |
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187 | else if (ret == GLP_ERANGE) |
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188 | xprintf("glp_intfeas1: translation to SAT-CNF failed because o" |
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189 | "f integer overflow\n"); |
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190 | else |
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191 | xassert(ret != ret); |
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192 | if (ret != 0) |
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193 | goto done; |
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194 | /* build SAT-CNF problem instance and try to solve it */ |
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195 | mip = glp_create_prob(); |
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196 | npp_build_prob(npp, mip); |
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197 | ret = glp_minisat1(mip); |
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198 | /* only integer feasible solution can be postprocessed */ |
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199 | if (!(mip->mip_stat == GLP_OPT || mip->mip_stat == GLP_FEAS)) |
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200 | { P->mip_stat = mip->mip_stat; |
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201 | goto done; |
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202 | } |
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203 | /* postprocess the solution found */ |
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204 | npp_postprocess(npp, mip); |
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205 | /* the transformed problem is no longer needed */ |
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206 | glp_delete_prob(mip), mip = NULL; |
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207 | /* store solution to the original problem object */ |
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208 | npp_unload_sol(npp, P); |
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209 | /* change the solution status to 'integer feasible' */ |
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210 | P->mip_stat = GLP_FEAS; |
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211 | /* check integer feasibility */ |
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212 | for (i = 1; i <= P->m; i++) |
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213 | { GLPROW *row; |
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214 | GLPAIJ *aij; |
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215 | double sum; |
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216 | row = P->row[i]; |
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217 | sum = 0.0; |
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218 | for (aij = row->ptr; aij != NULL; aij = aij->r_next) |
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219 | sum += aij->val * aij->col->mipx; |
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220 | xassert(sum == row->mipx); |
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221 | if (row->type == GLP_LO || row->type == GLP_DB || |
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222 | row->type == GLP_FX) |
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223 | xassert(sum >= row->lb); |
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224 | if (row->type == GLP_UP || row->type == GLP_DB || |
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225 | row->type == GLP_FX) |
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226 | xassert(sum <= row->ub); |
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227 | } |
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228 | /* compute value of the original objective function */ |
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229 | P->mip_obj = obj_val[0]; |
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230 | for (k = 1; k <= obj_len; k++) |
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231 | P->mip_obj += obj_val[k] * P->col[obj_ind[k]]->mipx; |
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232 | xprintf("Objective value = %17.9e\n", P->mip_obj); |
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233 | done: /* delete the transformed problem, if it exists */ |
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234 | if (mip != NULL) |
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235 | glp_delete_prob(mip); |
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236 | /* delete the preprocessor workspace, if it exists */ |
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237 | if (npp != NULL) |
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238 | npp_delete_wksp(npp); |
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239 | /* remove inequality used to bound the objective function */ |
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240 | if (obj_row > 0) |
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241 | { int ind[1+1]; |
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242 | ind[1] = obj_row; |
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243 | glp_del_rows(P, 1, ind); |
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244 | } |
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245 | /* restore the original objective function */ |
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246 | if (obj_ind != NULL) |
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247 | { P->c0 = obj_val[0]; |
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248 | for (k = 1; k <= obj_len; k++) |
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249 | P->col[obj_ind[k]]->coef = obj_val[k]; |
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250 | xfree(obj_ind); |
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251 | xfree(obj_val); |
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252 | } |
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253 | return ret; |
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254 | } |
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255 | |
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256 | /* eof */ |
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