lemon/lp_cplex.cc
author deba
Fri, 03 Nov 2006 15:21:52 +0000
changeset 2292 38d985e82205
parent 2168 6474b8254f24
child 2312 07e46cbb7d85
permissions -rw-r--r--
General mapping based variant type
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/* -*- C++ -*-
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 *
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 * This file is a part of LEMON, a generic C++ optimization library
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 *
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 * Copyright (C) 2003-2006
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 * 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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  void LpCplex::_getColName(int col, std::string &name)
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  {
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    ///\bug Untested
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    int storespace;
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    CPXgetcolname(env, lp, 0, 0, 0, &storespace, col, col);
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    storespace *= -1;
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    char buf[storespace];
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    char *names[1];
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    int dontcare;
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    ///\bug return code unchecked for error
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    CPXgetcolname(env, lp, names, buf, storespace, &dontcare, col, col);
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    name = names[0];
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  }
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  void LpCplex::_setColName(int col, const std::string &name)
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  {
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    ///\bug Untested
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    char *names[1];
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    names[0] = const_cast<char*>(name.c_str());
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    ///\bug return code unchecked for error
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    CPXchgcolname(env, lp, 1, &col, names);    
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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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    //status = CPXprimopt(env, lp);
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#if CPX_VERSION >= 800
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    if (status)
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    {
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      return UNSOLVED;
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    }
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    else
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    {
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      switch (CPXgetstat(env, lp))
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      {
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        case CPX_STAT_OPTIMAL:
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        case CPX_STAT_INFEASIBLE:
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        case CPX_STAT_UNBOUNDED:
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          return SOLVED;
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        default:
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          return UNSOLVED;
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      }
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    }
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#else
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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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#endif
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  }
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  LpCplex::Value LpCplex::_getPrimal(int i)
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  {
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    Value x;
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    CPXgetx(env, lp, &x, i, i);
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    return x;
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  }
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  LpCplex::Value LpCplex::_getDual(int i)
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  {
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    Value y;
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    CPXgetpi(env, lp, &y, i, i);
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    return y;
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  }
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  LpCplex::Value LpCplex::_getPrimalValue()
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  {
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    Value objval;
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    //method = CPXgetmethod (env, lp);
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    //printf("CPXgetprobtype %d \n",CPXgetprobtype(env,lp));
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    status = CPXgetobjval(env, lp, &objval);
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    //printf("Objective value: %g \n",objval);
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    return objval;
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  }
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  bool LpCplex::_isBasicCol(int i) {
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    int cstat[CPXgetnumcols(env, lp)];
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    CPXgetbase(env, lp, cstat, NULL);
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    return (cstat[i]==CPX_BASIC);
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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  
athos@1458
   373
// 	 Aborted in barrier, primal and dual infeasible  
athos@1458
   374
// 17  	CPX_ABORT_PRIM_DUAL_FEAS  
athos@1458
   375
// 	 Aborted in barrier, primal and dual feasible  
athos@1458
   376
// 18  	CPX_ABORT_CROSSOVER  
athos@1458
   377
// 	 Aborted in crossover  
athos@1458
   378
// 19  	CPX_INForUNBD  
athos@1458
   379
// 	 Infeasible or unbounded  
athos@1458
   380
// 20   CPX_PIVOT
athos@1458
   381
//       User pivot used
athos@1458
   382
//
athos@1407
   383
//     Ezeket hova tegyem:
athos@1407
   384
// ??case CPX_ABORT_DUAL_INFEAS           
athos@1407
   385
// ??case CPX_ABORT_CROSSOVER             
athos@1407
   386
// ??case CPX_INForUNBD                   
athos@1542
   387
// ??case CPX_PIVOT              
athos@1542
   388
         
athos@1542
   389
//Some more interesting stuff:
athos@1542
   390
athos@1542
   391
// CPX_PARAM_LPMETHOD  1062  int  LPMETHOD
athos@1542
   392
// 0 Automatic 
athos@1542
   393
// 1 Primal Simplex 
athos@1542
   394
// 2 Dual Simplex 
athos@1542
   395
// 3 Network Simplex 
athos@1542
   396
// 4 Standard Barrier 
athos@1542
   397
// Default: 0 
athos@1542
   398
// Description: Method for linear optimization. 
athos@1542
   399
// Determines which algorithm is used when CPXlpopt() (or "optimize" in the Interactive Optimizer) is called. Currently the behavior of the "Automatic" setting is that CPLEX simply invokes the dual simplex method, but this capability may be expanded in the future so that CPLEX chooses the method based on problem characteristics 
athos@1542
   400
  //Hulye cplex
athos@1542
   401
  void statusSwitch(CPXENVptr env,int& stat){
ladanyi@2168
   402
#if CPX_VERSION < 900
athos@1542
   403
    int lpmethod;
athos@1542
   404
    CPXgetintparam (env,CPX_PARAM_LPMETHOD,&lpmethod);
athos@1542
   405
    if (lpmethod==2){
athos@1542
   406
      if (stat==CPX_UNBOUNDED){
athos@1542
   407
	stat=CPX_INFEASIBLE;
athos@1542
   408
      }
athos@1542
   409
      else{
athos@1542
   410
	if (stat==CPX_INFEASIBLE)
athos@1542
   411
	  stat=CPX_UNBOUNDED;
athos@1542
   412
      }
athos@1542
   413
    }
ladanyi@2168
   414
#endif
athos@1542
   415
  }
athos@1407
   416
athos@1458
   417
  LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
athos@1458
   418
  {
athos@2218
   419
    //Unboundedness not treated well: the following is from cplex 9.0 doc
athos@2218
   420
    // About Unboundedness
athos@2218
   421
athos@2218
   422
    // The treatment of models that are unbounded involves a few
athos@2218
   423
    // subtleties. Specifically, a declaration of unboundedness means that
athos@2218
   424
    // ILOG CPLEX has determined that the model has an unbounded
athos@2218
   425
    // ray. Given any feasible solution x with objective z, a multiple of
athos@2218
   426
    // the unbounded ray can be added to x to give a feasible solution
athos@2218
   427
    // with objective z-1 (or z+1 for maximization models). Thus, if a
athos@2218
   428
    // feasible solution exists, then the optimal objective is
athos@2218
   429
    // unbounded. Note that ILOG CPLEX has not necessarily concluded that
athos@2218
   430
    // a feasible solution exists. Users can call the routine CPXsolninfo
athos@2218
   431
    // to determine whether ILOG CPLEX has also concluded that the model
athos@2218
   432
    // has a feasible solution.
athos@2218
   433
athos@1508
   434
    int stat = CPXgetstat(env, lp);
athos@2218
   435
#if CPX_VERSION >= 800
ladanyi@2168
   436
    switch (stat)
ladanyi@2168
   437
    {
ladanyi@2168
   438
      case CPX_STAT_OPTIMAL:
ladanyi@2168
   439
        return OPTIMAL;
ladanyi@2168
   440
      case CPX_STAT_UNBOUNDED:
ladanyi@2168
   441
        return INFINITE;
ladanyi@2168
   442
      case CPX_STAT_INFEASIBLE:
ladanyi@2168
   443
        return INFEASIBLE;
ladanyi@2168
   444
      default:
ladanyi@2168
   445
        return UNDEFINED;
ladanyi@2168
   446
    }
ladanyi@2168
   447
#else
athos@1542
   448
    statusSwitch(env,stat);
athos@1542
   449
    //CPXgetstat(env, lp);
athos@1508
   450
    //printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL);
athos@1407
   451
    switch (stat) {
athos@1407
   452
    case 0:
athos@1407
   453
      return UNDEFINED; //Undefined
athos@1407
   454
    case CPX_OPTIMAL://Optimal
athos@1407
   455
      return OPTIMAL;
athos@1407
   456
    case CPX_UNBOUNDED://Unbounded
athos@1542
   457
      return INFEASIBLE;//In case of dual simplex
athos@1542
   458
      //return INFINITE;
athos@1407
   459
    case CPX_INFEASIBLE://Infeasible 
athos@1458
   460
 //    case CPX_IT_LIM_INFEAS:
athos@1458
   461
//     case CPX_TIME_LIM_INFEAS:
athos@1458
   462
//     case CPX_NUM_BEST_INFEAS:             
athos@1458
   463
//     case CPX_OPTIMAL_INFEAS:              
athos@1458
   464
//     case CPX_ABORT_INFEAS:                
athos@1458
   465
//     case CPX_ABORT_PRIM_INFEAS:           
athos@1458
   466
//     case CPX_ABORT_PRIM_DUAL_INFEAS:      
athos@1542
   467
      return INFINITE;//In case of dual simplex
athos@1542
   468
      //return INFEASIBLE;
athos@1458
   469
//     case CPX_OBJ_LIM:                    
athos@1458
   470
//     case CPX_IT_LIM_FEAS:             
athos@1458
   471
//     case CPX_TIME_LIM_FEAS:                
athos@1458
   472
//     case CPX_NUM_BEST_FEAS:                
athos@1458
   473
//     case CPX_ABORT_FEAS:                  
athos@1458
   474
//     case CPX_ABORT_PRIM_DUAL_FEAS:        
athos@1458
   475
//       return FEASIBLE;
athos@1407
   476
    default:
athos@1407
   477
      return UNDEFINED; //Everything else comes here
athos@1407
   478
      //FIXME error
athos@1407
   479
    }
ladanyi@2168
   480
#endif
athos@1458
   481
  }
athos@1407
   482
athos@1458
   483
//9.0-as cplex verzio statusai
athos@1405
   484
// CPX_STAT_ABORT_DUAL_OBJ_LIM
athos@1405
   485
// CPX_STAT_ABORT_IT_LIM
athos@1405
   486
// CPX_STAT_ABORT_OBJ_LIM
athos@1405
   487
// CPX_STAT_ABORT_PRIM_OBJ_LIM
athos@1405
   488
// CPX_STAT_ABORT_TIME_LIM
athos@1405
   489
// CPX_STAT_ABORT_USER
athos@1405
   490
// CPX_STAT_FEASIBLE_RELAXED
athos@1405
   491
// CPX_STAT_INFEASIBLE
athos@1405
   492
// CPX_STAT_INForUNBD
athos@1405
   493
// CPX_STAT_NUM_BEST
athos@1405
   494
// CPX_STAT_OPTIMAL
athos@1405
   495
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED
athos@1405
   496
// CPX_STAT_OPTIMAL_INFEAS
athos@1405
   497
// CPX_STAT_OPTIMAL_RELAXED
athos@1405
   498
// CPX_STAT_UNBOUNDED
athos@1405
   499
athos@1458
   500
  LpCplex::SolutionStatus LpCplex::_getDualStatus()
athos@1458
   501
  {
athos@1508
   502
    int stat = CPXgetstat(env, lp);
athos@2218
   503
#if CPX_VERSION >= 800
ladanyi@2168
   504
    switch (stat)
ladanyi@2168
   505
    {
ladanyi@2168
   506
      case CPX_STAT_OPTIMAL:
ladanyi@2168
   507
        return OPTIMAL;
ladanyi@2168
   508
      case CPX_STAT_UNBOUNDED:
ladanyi@2168
   509
        return INFEASIBLE;
ladanyi@2168
   510
      default:
ladanyi@2168
   511
        return UNDEFINED;
ladanyi@2168
   512
    }
ladanyi@2168
   513
#else
athos@1542
   514
    statusSwitch(env,stat);
athos@1458
   515
    switch (stat) {
athos@1458
   516
    case 0:
athos@1458
   517
      return UNDEFINED; //Undefined
athos@1458
   518
    case CPX_OPTIMAL://Optimal
athos@1458
   519
      return OPTIMAL;
athos@1458
   520
    case CPX_UNBOUNDED:
athos@1458
   521
     return INFEASIBLE;
athos@1458
   522
    default:
athos@1458
   523
      return UNDEFINED; //Everything else comes here
athos@1458
   524
      //FIXME error
athos@1458
   525
    }
ladanyi@2168
   526
#endif
athos@1473
   527
  }
alpar@1381
   528
athos@1460
   529
  LpCplex::ProblemTypes LpCplex::_getProblemType()
alpar@1381
   530
  {
athos@1508
   531
    int stat = CPXgetstat(env, lp);
athos@2218
   532
#if CPX_VERSION >= 800
ladanyi@2168
   533
    switch (stat)
ladanyi@2168
   534
    {
ladanyi@2168
   535
      case CPX_STAT_OPTIMAL:
ladanyi@2168
   536
	return PRIMAL_DUAL_FEASIBLE;
ladanyi@2168
   537
      case CPX_STAT_UNBOUNDED:
ladanyi@2168
   538
 	return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
ladanyi@2168
   539
      default:
ladanyi@2168
   540
        return UNKNOWN;
ladanyi@2168
   541
    }
ladanyi@2168
   542
#else
athos@1460
   543
    switch (stat) {
athos@1460
   544
    case CPX_OPTIMAL://Optimal
athos@1460
   545
	return PRIMAL_DUAL_FEASIBLE;
athos@1460
   546
    case CPX_UNBOUNDED:
athos@1460
   547
 	return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
athos@1460
   548
// 	return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;
athos@1460
   549
// 	return PRIMAL_DUAL_INFEASIBLE;
athos@1460
   550
athos@1460
   551
//Seems to be that this is all we can say for sure
athos@1460
   552
    default:
athos@1460
   553
	//In all other cases
athos@1460
   554
	return UNKNOWN;
athos@1460
   555
      //FIXME error
athos@1460
   556
    }
ladanyi@2168
   557
#endif
athos@1473
   558
  }
alpar@1381
   559
alpar@1381
   560
  void LpCplex::_setMax()
alpar@1381
   561
  {
athos@1508
   562
    CPXchgobjsen(env, lp, CPX_MAX);
alpar@1381
   563
   }
alpar@1381
   564
  void LpCplex::_setMin()
alpar@1381
   565
  {
athos@1508
   566
    CPXchgobjsen(env, lp, CPX_MIN);
alpar@1381
   567
   }
alpar@1381
   568
  
alpar@1381
   569
} //namespace lemon
alpar@1381
   570