lemon/lp_cplex.cc
author alpar
Thu, 09 Jun 2005 09:49:56 +0000
changeset 1459 2ee881cf30a8
parent 1436 e0beb94d08bf
child 1460 7c58aabb9eea
permissions -rw-r--r--
- InDegMap fixed
- OutDegMap added
- test cases added for them both
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/* -*- C++ -*-
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 * lemon/lp_cplex.cc - Part of LEMON, a generic C++ optimization library
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 *
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 * Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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 * (Egervary Research Group on Combinatorial Optimization, EGRES).
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 *
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 * Permission to use, modify and distribute this software is granted
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 * provided that this copyright notice appears in all copies. For
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 * precise terms see the accompanying LICENSE file.
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 *
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 * This software is provided "AS IS" with no warranty of any kind,
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 * express or implied, and with no claim as to its suitability for any
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 * purpose.
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 *
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 */
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#include <iostream>
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#include<lemon/lp_cplex.h>
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///\file
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///\brief Implementation of the LEMON-CPLEX lp solver interface.
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namespace lemon {
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  LpCplex::LpCplex() : LpSolverBase() {
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    //    env = CPXopenCPLEXdevelop(&status);     
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    env = CPXopenCPLEX(&status);     
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    lp = CPXcreateprob(env, &status, "LP problem");
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  }
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  LpCplex::~LpCplex() {
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    CPXfreeprob(env,&lp); 
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    CPXcloseCPLEX(&env); 
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  }
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  LpSolverBase &LpCplex::_newLp() 
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  {
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    //The first approach opens a new environment
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    LpCplex* newlp=new LpCplex();
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    return *newlp;
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  }
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  LpSolverBase &LpCplex::_copyLp() {
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    //The first approach opens a new environment
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    LpCplex* newlp=new LpCplex();
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    //The routine CPXcloneprob can be used to create a new CPLEX problem 
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    //object and copy all the problem data from an existing problem 
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    //object to it. Solution and starting information is not copied.
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    newlp->lp = CPXcloneprob (env, lp, &status);
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    return *newlp;
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  }
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  int LpCplex::_addCol()
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  {
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    int i = CPXgetnumcols (env, lp);
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    Value lb[1],ub[1];
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    lb[0]=-INF;//-CPX_INFBOUND;
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    ub[0]=INF;//CPX_INFBOUND;
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    status = CPXnewcols (env, lp, 1, NULL, lb, ub, NULL, NULL);
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    return i;
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  }
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  int LpCplex::_addRow() 
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  {
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    //We want a row that is not constrained
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    char sense[1];
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    sense[0]='L';//<= constraint
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    Value rhs[1];
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    rhs[0]=INF;
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    int i = CPXgetnumrows (env, lp);
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    status = CPXnewrows (env, lp, 1, rhs, sense, NULL, NULL);
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    return i;
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  }
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  void LpCplex::_eraseCol(int i) {
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    CPXdelcols (env, lp, i, i);
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  }
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  void LpCplex::_eraseRow(int i) {
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    CPXdelrows (env, lp, i, i);
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  }
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  ///\warning Data at index 0 is ignored in the arrays.
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  void LpCplex::_setRowCoeffs(int i, 
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			      int length,
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			      int  const * indices, 
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			      Value  const * values )
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  {
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    int rowlist[length+1];
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    int* p=rowlist;
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    for (int k=1;k<=length;++k){
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      rowlist[k]=i;
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    }
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    status = CPXchgcoeflist(env, lp, 
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			    length, 
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			    p+1, 
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			    const_cast<int * >(indices+1), 
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			    const_cast<Value * >(values+1));
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  }
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  void LpCplex::_setColCoeffs(int i, 
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			      int length,
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			      int  const * indices, 
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			      Value  const * values)
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  {
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    int collist[length+1];
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    int* p=collist;
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    for (int k=1;k<=length;++k){
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      collist[k]=i;
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    }
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    status = CPXchgcoeflist(env, lp, 
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			    length, 
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			    const_cast<int * >(indices+1), 
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			    p+1, 
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			    const_cast<Value * >(values+1));
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  }
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  void LpCplex::_setCoeff(int row, int col, Value value) 
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  {
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    CPXchgcoef (env, lp, row, col, value);
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  }
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  void LpCplex::_setColLowerBound(int i, Value value)
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  {
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    int indices[1];
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    indices[0]=i;
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    char lu[1];
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    lu[0]='L';
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    Value bd[1];
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    bd[0]=value;
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    status = CPXchgbds (env, lp, 1, indices, lu, bd);
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  }
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  void LpCplex::_setColUpperBound(int i, Value value)
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  {
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    int indices[1];
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    indices[0]=i;
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    char lu[1];
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    lu[0]='U';
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    Value bd[1];
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    bd[0]=value;
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    status = CPXchgbds (env, lp, 1, indices, lu, bd);
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  }
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  //This will be easier to implement
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  void LpCplex::_setRowBounds(int i, Value lb, Value ub)
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  {
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    //Bad parameter
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    if (lb==INF || ub==-INF) {
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      //FIXME error
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    }
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    int cnt=1;
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    int indices[1];
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    indices[0]=i;
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    char sense[1];
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    if (lb==-INF){
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      sense[0]='L';
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      CPXchgsense (env, lp, cnt, indices, sense);
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      CPXchgcoef (env, lp, i, -1, ub);
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    }
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    else{
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      if (ub==INF){
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	sense[0]='G';
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	CPXchgsense (env, lp, cnt, indices, sense);
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	CPXchgcoef (env, lp, i, -1, lb);
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      }
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      else{
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	if (lb == ub){
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	  sense[0]='E';
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	  CPXchgsense (env, lp, cnt, indices, sense);
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	  CPXchgcoef (env, lp, i, -1, lb);
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	}
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	else{
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	  sense[0]='R';
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	  CPXchgsense (env, lp, cnt, indices, sense);
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	  CPXchgcoef (env, lp, i, -1, lb);
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	  CPXchgcoef (env, lp, i, -2, ub-lb);	  
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	}
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      }
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    }
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  }
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//   void LpCplex::_setRowLowerBound(int i, Value value)
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//   {
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//     //Not implemented, obsolete
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//   }
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//   void LpCplex::_setRowUpperBound(int i, Value value)
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//   {
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//     //Not implemented, obsolete
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// //     //TODO Ezt kell meg megirni
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// //     //type of the problem
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// //     char sense[1];
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// //     status = CPXgetsense (env, lp, sense, i, i);
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// //     Value rhs[1];
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// //     status = CPXgetrhs (env, lp, rhs, i, i);
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// //     switch (sense[0]) {
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// //     case 'L'://<= constraint
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// //       break;
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// //     case 'E'://= constraint
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// //       break;
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// //     case 'G'://>= constraint
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// //       break;
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// //     case 'R'://ranged constraint
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// //       break;
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// //     default: ;
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// //       //FIXME error
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// //     }
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// //     status = CPXchgcoef (env, lp, i, -2, value_rng);
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//   }
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  void LpCplex::_setObjCoeff(int i, Value obj_coef)
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  {
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    CPXchgcoef (env, lp, -1, i, obj_coef);
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  }
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  void LpCplex::_clearObj()
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  {
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    for (int i=0;i< CPXgetnumcols (env, lp);++i){
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      CPXchgcoef (env, lp, -1, i, 0);
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    }
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  }
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  // The routine returns zero unless an error occurred during the
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  // optimization. Examples of errors include exhausting available
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  // memory (CPXERR_NO_MEMORY) or encountering invalid data in the
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  // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a
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  // user-specified CPLEX limit, or proving the model infeasible or
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  // unbounded, are not considered errors. Note that a zero return
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  // value does not necessarily mean that a solution exists. Use query
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  // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain
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  // further information about the status of the optimization.
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  LpCplex::SolveExitStatus LpCplex::_solve()
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  {
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    //CPX_PARAM_LPMETHOD 
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    status = CPXlpopt (env, lp);
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    if (status == 0){
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      //We want to exclude some cases
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      switch (CPXgetstat (env, lp)){
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      case CPX_OBJ_LIM:
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      case CPX_IT_LIM_FEAS:
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      case CPX_IT_LIM_INFEAS:               
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      case CPX_TIME_LIM_FEAS:
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      case CPX_TIME_LIM_INFEAS:
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	return UNSOLVED;
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      default:
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	return SOLVED; 
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      }
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    }
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    else{
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      return UNSOLVED;
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    }
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  }
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//7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!)
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// This table lists the statuses, returned by the CPXgetstat() routine, for solutions to LP problems or mixed integer problems. If no solution exists, the return value is zero.
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// For Simplex, Barrier  
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// 1  	CPX_OPTIMAL  
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// 	 Optimal solution found  
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// 2  	CPX_INFEASIBLE  
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// 	 Problem infeasible  
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// 3    CPX_UNBOUNDED  
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// 	 Problem unbounded  
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// 4  	CPX_OBJ_LIM  
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// 	 Objective limit exceeded in Phase II  
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// 5  	CPX_IT_LIM_FEAS  
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// 	 Iteration limit exceeded in Phase II  
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// 6  	CPX_IT_LIM_INFEAS  
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// 	 Iteration limit exceeded in Phase I  
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// 7  	CPX_TIME_LIM_FEAS  
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// 	 Time limit exceeded in Phase II  
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// 8  	CPX_TIME_LIM_INFEAS  
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// 	 Time limit exceeded in Phase I  
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// 9  	CPX_NUM_BEST_FEAS  
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// 	 Problem non-optimal, singularities in Phase II  
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// 10 	CPX_NUM_BEST_INFEAS  
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// 	 Problem non-optimal, singularities in Phase I  
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// 11 	CPX_OPTIMAL_INFEAS  
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// 	 Optimal solution found, unscaled infeasibilities  
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// 12 	CPX_ABORT_FEAS  
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// 	 Aborted in Phase II  
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// 13 	CPX_ABORT_INFEAS  
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// 	 Aborted in Phase I  
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// 14  	CPX_ABORT_DUAL_INFEAS  
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// 	 Aborted in barrier, dual infeasible  
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// 15  	CPX_ABORT_PRIM_INFEAS  
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// 	 Aborted in barrier, primal infeasible  
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// 16  	CPX_ABORT_PRIM_DUAL_INFEAS  
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// 	 Aborted in barrier, primal and dual infeasible  
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// 17  	CPX_ABORT_PRIM_DUAL_FEAS  
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// 	 Aborted in barrier, primal and dual feasible  
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// 18  	CPX_ABORT_CROSSOVER  
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// 	 Aborted in crossover  
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// 19  	CPX_INForUNBD  
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// 	 Infeasible or unbounded  
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// 20   CPX_PIVOT
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//       User pivot used
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//
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//     Ezeket hova tegyem:
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// ??case CPX_ABORT_DUAL_INFEAS           
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// ??case CPX_ABORT_CROSSOVER             
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// ??case CPX_INForUNBD                   
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// ??case CPX_PIVOT                       
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  LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
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  {
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    int stat = CPXgetstat (env, lp);
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    switch (stat) {
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    case 0:
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      return UNDEFINED; //Undefined
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    case CPX_OPTIMAL://Optimal
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      return OPTIMAL;
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    case CPX_UNBOUNDED://Unbounded
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      return INFINITE;
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    case CPX_INFEASIBLE://Infeasible 
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 //    case CPX_IT_LIM_INFEAS:
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//     case CPX_TIME_LIM_INFEAS:
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//     case CPX_NUM_BEST_INFEAS:             
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//     case CPX_OPTIMAL_INFEAS:              
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//     case CPX_ABORT_INFEAS:                
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//     case CPX_ABORT_PRIM_INFEAS:           
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//     case CPX_ABORT_PRIM_DUAL_INFEAS:      
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      return INFEASIBLE;
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//     case CPX_OBJ_LIM:                    
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//     case CPX_IT_LIM_FEAS:             
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//     case CPX_TIME_LIM_FEAS:                
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//     case CPX_NUM_BEST_FEAS:                
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//     case CPX_ABORT_FEAS:                  
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//     case CPX_ABORT_PRIM_DUAL_FEAS:        
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//       return FEASIBLE;
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    default:
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      return UNDEFINED; //Everything else comes here
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      //FIXME error
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    }
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  }
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//9.0-as cplex verzio statusai
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// CPX_STAT_ABORT_DUAL_OBJ_LIM
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// CPX_STAT_ABORT_IT_LIM
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// CPX_STAT_ABORT_OBJ_LIM
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// CPX_STAT_ABORT_PRIM_OBJ_LIM
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// CPX_STAT_ABORT_TIME_LIM
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// CPX_STAT_ABORT_USER
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// CPX_STAT_FEASIBLE_RELAXED
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// CPX_STAT_INFEASIBLE
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// CPX_STAT_INForUNBD
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// CPX_STAT_NUM_BEST
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// CPX_STAT_OPTIMAL
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// CPX_STAT_OPTIMAL_FACE_UNBOUNDED
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// CPX_STAT_OPTIMAL_INFEAS
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// CPX_STAT_OPTIMAL_RELAXED
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// CPX_STAT_UNBOUNDED
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  LpCplex::SolutionStatus LpCplex::_getDualStatus()
athos@1458
   366
  {
athos@1458
   367
    int stat = CPXgetstat (env, lp);
athos@1458
   368
    switch (stat) {
athos@1458
   369
    case 0:
athos@1458
   370
      return UNDEFINED; //Undefined
athos@1458
   371
    case CPX_OPTIMAL://Optimal
athos@1458
   372
      return OPTIMAL;
athos@1458
   373
    case CPX_UNBOUNDED:
athos@1458
   374
     return INFEASIBLE;
athos@1458
   375
    default:
athos@1458
   376
      return UNDEFINED; //Everything else comes here
athos@1458
   377
      //FIXME error
athos@1458
   378
    }
alpar@1381
   379
alpar@1381
   380
  LpCplex::Value LpCplex::_getPrimal(int i)
alpar@1381
   381
  {
alpar@1381
   382
    Value x;
alpar@1381
   383
    CPXgetx (env, lp, &x, i, i);
alpar@1381
   384
    return x;
alpar@1381
   385
  }
alpar@1381
   386
  
alpar@1381
   387
  LpCplex::Value LpCplex::_getPrimalValue()
alpar@1381
   388
  {
athos@1405
   389
    Value objval;
athos@1405
   390
    //method = CPXgetmethod (env, lp);
athos@1405
   391
    status = CPXgetobjval (env, lp, &objval);
athos@1405
   392
    return objval;
alpar@1381
   393
  }
alpar@1381
   394
  
alpar@1381
   395
 
alpar@1381
   396
alpar@1381
   397
alpar@1381
   398
  void LpCplex::_setMax()
alpar@1381
   399
  {
alpar@1381
   400
    CPXchgobjsen (env, lp, CPX_MAX);
alpar@1381
   401
   }
alpar@1381
   402
  void LpCplex::_setMin()
alpar@1381
   403
  {
alpar@1381
   404
    CPXchgobjsen (env, lp, CPX_MIN);
alpar@1381
   405
   }
alpar@1381
   406
  
alpar@1381
   407
} //namespace lemon
alpar@1381
   408