lemon/lp_cplex.cc
author hegyi
Thu, 12 Jan 2006 15:24:24 +0000
changeset 1893 4a35c7847c77
parent 1841 a2dfee683243
child 1895 5b01801efbc0
permissions -rw-r--r--
Documenatation of MapWin.
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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) 2006 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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    //status = CPXprimopt(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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  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  
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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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//Some more interesting stuff:
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// CPX_PARAM_LPMETHOD  1062  int  LPMETHOD
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// 0 Automatic 
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// 1 Primal Simplex 
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// 2 Dual Simplex 
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// 3 Network Simplex 
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// 4 Standard Barrier 
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// Default: 0 
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// Description: Method for linear optimization. 
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// 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 
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  //Hulye cplex
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  void statusSwitch(CPXENVptr env,int& stat){
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    int lpmethod;
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    CPXgetintparam (env,CPX_PARAM_LPMETHOD,&lpmethod);
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    if (lpmethod==2){
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      if (stat==CPX_UNBOUNDED){
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	stat=CPX_INFEASIBLE;
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      }
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      else{
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	if (stat==CPX_INFEASIBLE)
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	  stat=CPX_UNBOUNDED;
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      }
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   367
    }
athos@1542
   368
  }
athos@1407
   369
athos@1458
   370
  LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
athos@1458
   371
  {
athos@1542
   372
    
athos@1508
   373
    int stat = CPXgetstat(env, lp);
athos@1542
   374
    statusSwitch(env,stat);
athos@1542
   375
    //CPXgetstat(env, lp);
athos@1508
   376
    //printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL);
athos@1407
   377
    switch (stat) {
athos@1407
   378
    case 0:
athos@1407
   379
      return UNDEFINED; //Undefined
athos@1407
   380
    case CPX_OPTIMAL://Optimal
athos@1407
   381
      return OPTIMAL;
athos@1407
   382
    case CPX_UNBOUNDED://Unbounded
athos@1542
   383
      return INFEASIBLE;//In case of dual simplex
athos@1542
   384
      //return INFINITE;
athos@1407
   385
    case CPX_INFEASIBLE://Infeasible 
athos@1458
   386
 //    case CPX_IT_LIM_INFEAS:
athos@1458
   387
//     case CPX_TIME_LIM_INFEAS:
athos@1458
   388
//     case CPX_NUM_BEST_INFEAS:             
athos@1458
   389
//     case CPX_OPTIMAL_INFEAS:              
athos@1458
   390
//     case CPX_ABORT_INFEAS:                
athos@1458
   391
//     case CPX_ABORT_PRIM_INFEAS:           
athos@1458
   392
//     case CPX_ABORT_PRIM_DUAL_INFEAS:      
athos@1542
   393
      return INFINITE;//In case of dual simplex
athos@1542
   394
      //return INFEASIBLE;
athos@1458
   395
//     case CPX_OBJ_LIM:                    
athos@1458
   396
//     case CPX_IT_LIM_FEAS:             
athos@1458
   397
//     case CPX_TIME_LIM_FEAS:                
athos@1458
   398
//     case CPX_NUM_BEST_FEAS:                
athos@1458
   399
//     case CPX_ABORT_FEAS:                  
athos@1458
   400
//     case CPX_ABORT_PRIM_DUAL_FEAS:        
athos@1458
   401
//       return FEASIBLE;
athos@1407
   402
    default:
athos@1407
   403
      return UNDEFINED; //Everything else comes here
athos@1407
   404
      //FIXME error
athos@1407
   405
    }
athos@1407
   406
athos@1458
   407
  }
athos@1407
   408
athos@1458
   409
//9.0-as cplex verzio statusai
athos@1405
   410
// CPX_STAT_ABORT_DUAL_OBJ_LIM
athos@1405
   411
// CPX_STAT_ABORT_IT_LIM
athos@1405
   412
// CPX_STAT_ABORT_OBJ_LIM
athos@1405
   413
// CPX_STAT_ABORT_PRIM_OBJ_LIM
athos@1405
   414
// CPX_STAT_ABORT_TIME_LIM
athos@1405
   415
// CPX_STAT_ABORT_USER
athos@1405
   416
// CPX_STAT_FEASIBLE_RELAXED
athos@1405
   417
// CPX_STAT_INFEASIBLE
athos@1405
   418
// CPX_STAT_INForUNBD
athos@1405
   419
// CPX_STAT_NUM_BEST
athos@1405
   420
// CPX_STAT_OPTIMAL
athos@1405
   421
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED
athos@1405
   422
// CPX_STAT_OPTIMAL_INFEAS
athos@1405
   423
// CPX_STAT_OPTIMAL_RELAXED
athos@1405
   424
// CPX_STAT_UNBOUNDED
athos@1405
   425
athos@1458
   426
  LpCplex::SolutionStatus LpCplex::_getDualStatus()
athos@1458
   427
  {
athos@1508
   428
    int stat = CPXgetstat(env, lp);
athos@1542
   429
    statusSwitch(env,stat);
athos@1458
   430
    switch (stat) {
athos@1458
   431
    case 0:
athos@1458
   432
      return UNDEFINED; //Undefined
athos@1458
   433
    case CPX_OPTIMAL://Optimal
athos@1458
   434
      return OPTIMAL;
athos@1458
   435
    case CPX_UNBOUNDED:
athos@1458
   436
     return INFEASIBLE;
athos@1458
   437
    default:
athos@1458
   438
      return UNDEFINED; //Everything else comes here
athos@1458
   439
      //FIXME error
athos@1458
   440
    }
athos@1473
   441
  }
alpar@1381
   442
athos@1460
   443
  LpCplex::ProblemTypes LpCplex::_getProblemType()
alpar@1381
   444
  {
athos@1508
   445
    int stat = CPXgetstat(env, lp);
athos@1460
   446
    switch (stat) {
athos@1460
   447
    case CPX_OPTIMAL://Optimal
athos@1460
   448
	return PRIMAL_DUAL_FEASIBLE;
athos@1460
   449
    case CPX_UNBOUNDED:
athos@1460
   450
 	return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
athos@1460
   451
// 	return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;
athos@1460
   452
// 	return PRIMAL_DUAL_INFEASIBLE;
athos@1460
   453
athos@1460
   454
//Seems to be that this is all we can say for sure
athos@1460
   455
    default:
athos@1460
   456
	//In all other cases
athos@1460
   457
	return UNKNOWN;
athos@1460
   458
      //FIXME error
athos@1460
   459
    }
athos@1473
   460
  }
alpar@1381
   461
alpar@1381
   462
  void LpCplex::_setMax()
alpar@1381
   463
  {
athos@1508
   464
    CPXchgobjsen(env, lp, CPX_MAX);
alpar@1381
   465
   }
alpar@1381
   466
  void LpCplex::_setMin()
alpar@1381
   467
  {
athos@1508
   468
    CPXchgobjsen(env, lp, CPX_MIN);
alpar@1381
   469
   }
alpar@1381
   470
  
alpar@1381
   471
} //namespace lemon
alpar@1381
   472