lemon/lp_glpk.cc
author alpar
Mon, 04 Dec 2006 18:09:09 +0000
changeset 2327 596e48d6e77b
parent 2324 18fc834761d9
child 2328 b4931ae52069
permissions -rw-r--r--
More sophisticated warning messages.
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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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///\file
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///\brief Implementation of the LEMON-GLPK lp solver interface.
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#include <lemon/lp_glpk.h>
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//#include <iostream>
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namespace lemon {
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  LpGlpk::LpGlpk() : Parent(), 
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		     lp(lpx_create_prob()) {
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    ///\todo constrol function for this:
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    lpx_set_int_parm(lp, LPX_K_DUAL, 1);
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    messageLevel(0);
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  }
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  LpGlpk::LpGlpk(const LpGlpk &glp) : Parent(glp), 
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				      lp(lpx_create_prob()) {
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    ///\todo constrol function for this:
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    lpx_set_int_parm(lp, LPX_K_DUAL, 1);
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    messageLevel(0);
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    //Coefficient matrix, row bounds
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    lpx_add_rows(lp, lpx_get_num_rows(glp.lp));
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    lpx_add_cols(lp, lpx_get_num_cols(glp.lp));
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    int len;
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    int ind[1+lpx_get_num_cols(glp.lp)];
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    Value val[1+lpx_get_num_cols(glp.lp)];
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    for (int i=1;i<=lpx_get_num_rows(glp.lp);++i)
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      {
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	len=lpx_get_mat_row(glp.lp,i,ind,val);
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	lpx_set_mat_row(lp, i,len,ind,val);
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	lpx_set_row_bnds(lp,i,lpx_get_row_type(glp.lp,i),
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			 lpx_get_row_lb(glp.lp,i),lpx_get_row_ub(glp.lp,i));
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      }
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    //Objective function, coloumn bounds
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    lpx_set_obj_dir(lp, lpx_get_obj_dir(glp.lp));
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    //Objectif function's constant term treated separately
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    lpx_set_obj_coef(lp,0,lpx_get_obj_coef(glp.lp,0));
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    for (int i=1;i<=lpx_get_num_cols(glp.lp);++i)
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      {
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	lpx_set_obj_coef(lp,i,lpx_get_obj_coef(glp.lp,i));
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	lpx_set_col_bnds(lp,i,lpx_get_col_type(glp.lp,i),
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			 lpx_get_col_lb(glp.lp,i),lpx_get_col_ub(glp.lp,i));
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      }
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  }
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  LpGlpk::~LpGlpk() {
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    lpx_delete_prob(lp);
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  }
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  int LpGlpk::_addCol() { 
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    int i=lpx_add_cols(lp, 1);
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    _setColLowerBound(i, -INF);
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    _setColUpperBound(i, INF);
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    return i;
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  }
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  ///\e
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  LpSolverBase &LpGlpk::_newLp()
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  {
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    LpGlpk* newlp=new LpGlpk;
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    return *newlp;
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  }
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  ///\e
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  LpSolverBase &LpGlpk::_copyLp()
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  {
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    LpGlpk* newlp=new LpGlpk(*this);
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    return *newlp;
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  }
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  int LpGlpk::_addRow() { 
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    int i=lpx_add_rows(lp, 1);
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    return i;
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  }
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  void LpGlpk::_eraseCol(int i) {
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    int cols[2];
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    cols[1]=i;
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    lpx_del_cols(lp, 1, cols);
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  }
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  void LpGlpk::_eraseRow(int i) {
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    int rows[2];
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    rows[1]=i;
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    lpx_del_rows(lp, 1, rows);
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  }
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  void LpGlpk::_getColName(int col, std::string & name)
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  {
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    char *n = lpx_get_col_name(lp,col);
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    name = n?n:"";
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  }
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  void LpGlpk::_setColName(int col, const std::string & name)
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  {
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    lpx_set_col_name(lp,col,const_cast<char*>(name.c_str()));
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  }
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  void LpGlpk::_setRowCoeffs(int i, LpRowIterator b, LpRowIterator e) 
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  {
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    std::vector<int> indices;
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    std::vector<Value> values;
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    indices.push_back(0);
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    values.push_back(0);
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    for(LpRowIterator it=b; it!=e; ++it) {
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      indices.push_back(it->first);
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      values.push_back(it->second);
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    }
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    lpx_set_mat_row(lp, i, values.size() - 1, &indices[0], &values[0]);
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  }
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  void LpGlpk::_setColCoeffs(int i, LpColIterator b, LpColIterator e) {
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    std::vector<int> indices;
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    std::vector<Value> values;
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    indices.push_back(0);
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    values.push_back(0);
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    for(LpColIterator it=b; it!=e; ++it) {
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      indices.push_back(it->first);
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      values.push_back(it->second);
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    }
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    lpx_set_mat_col(lp, i, values.size() - 1, &indices[0], &values[0]);
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  }
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  void LpGlpk::_setCoeff(int row, int col, Value value) 
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  {
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    if (lpx_get_num_cols(lp) < lpx_get_num_rows(lp)) {
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      int length=lpx_get_mat_row(lp, row, 0, 0);
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      std::vector<int> indices(length + 2);
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      std::vector<Value> values(length + 2);
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      lpx_get_mat_row(lp, row, &indices[0], &values[0]);
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      //The following code does not suppose that the elements of the
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      //array indices are sorted
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      bool found=false;
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      for (int i = 1; i <= length; ++i) {
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        if (indices[i]==col){
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          found=true;
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          values[i]=value;
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          break;
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        }
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      }
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      if (!found){
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        ++length;
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        indices[length]=col;
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        values[length]=value;
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      }
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      lpx_set_mat_row(lp, row, length, &indices[0], &values[0]);
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    } else {
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      int length=lpx_get_mat_col(lp, col, 0, 0);
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      std::vector<int> indices(length + 2);
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      std::vector<Value> values(length + 2);
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      lpx_get_mat_col(lp, col, &indices[0], &values[0]);
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      //The following code does not suppose that the elements of the
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      //array indices are sorted
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      bool found=false;
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      for (int i = 1; i <= length; ++i) {
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        if (indices[i]==col){
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          found=true;
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          values[i]=value;
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          break;
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        }
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      }
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      if (!found){
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        ++length;
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        indices[length]=row;
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        values[length]=value;
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      }
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      lpx_set_mat_col(lp, col, length, &indices[0], &values[0]);
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    }
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  }
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  LpGlpk::Value LpGlpk::_getCoeff(int, int)
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  {
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    ///\todo This is not yet implemented!!!
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    return 0;
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  }
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  void LpGlpk::_setColLowerBound(int i, Value lo)
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  {
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    if (lo==INF) {
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      //FIXME error
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    }
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    int b=lpx_get_col_type(lp, i);
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    double up=lpx_get_col_ub(lp, i);	
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    if (lo==-INF) {
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      switch (b) {
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      case LPX_FR:
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      case LPX_LO:
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	lpx_set_col_bnds(lp, i, LPX_FR, lo, up);
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	break;
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      case LPX_UP:
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	break;
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      case LPX_DB:
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      case LPX_FX:
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	lpx_set_col_bnds(lp, i, LPX_UP, lo, up);
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	break;
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      default: ;
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	//FIXME error
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      }
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    } else {
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      switch (b) {
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      case LPX_FR:
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      case LPX_LO:
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	lpx_set_col_bnds(lp, i, LPX_LO, lo, up);
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	break;
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      case LPX_UP:	  
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      case LPX_DB:
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      case LPX_FX:
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	if (lo==up) 
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	  lpx_set_col_bnds(lp, i, LPX_FX, lo, up);
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	else 
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	  lpx_set_col_bnds(lp, i, LPX_DB, lo, up);
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	break;
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      default: ;
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	//FIXME error
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      }
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    }
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  }
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  void LpGlpk::_setColUpperBound(int i, Value up)
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  {
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    if (up==-INF) {
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      //FIXME error
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    }
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    int b=lpx_get_col_type(lp, i);
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    double lo=lpx_get_col_lb(lp, i);
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    if (up==INF) {
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      switch (b) {
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      case LPX_FR:
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      case LPX_LO:
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	break;
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      case LPX_UP:
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	lpx_set_col_bnds(lp, i, LPX_FR, lo, up);
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	break;
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      case LPX_DB:
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      case LPX_FX:
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	lpx_set_col_bnds(lp, i, LPX_LO, lo, up);
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	break;
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      default: ;
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	//FIXME error
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      }
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    } else {
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      switch (b) {
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      case LPX_FR:
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	lpx_set_col_bnds(lp, i, LPX_UP, lo, up);
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	break;
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      case LPX_UP:
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	lpx_set_col_bnds(lp, i, LPX_UP, lo, up);
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	break;
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      case LPX_LO:
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      case LPX_DB:
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      case LPX_FX:
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	if (lo==up) 
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	  lpx_set_col_bnds(lp, i, LPX_FX, lo, up);
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	else 
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	  lpx_set_col_bnds(lp, i, LPX_DB, lo, up);
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	break;
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      default: ;
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	//FIXME error
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      }
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    }
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  }
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//   void LpGlpk::_setRowLowerBound(int i, Value lo)
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//   {
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//     if (lo==INF) {
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//       //FIXME error
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//     }
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//     int b=lpx_get_row_type(lp, i);
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//     double up=lpx_get_row_ub(lp, i);	
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//     if (lo==-INF) {
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//       switch (b) {
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//       case LPX_FR:
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//       case LPX_LO:
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// 	lpx_set_row_bnds(lp, i, LPX_FR, lo, up);
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// 	break;
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//       case LPX_UP:
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// 	break;
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//       case LPX_DB:
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//       case LPX_FX:
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// 	lpx_set_row_bnds(lp, i, LPX_UP, lo, up);
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// 	break;
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//       default: ;
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// 	//FIXME error
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//       }
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//     } else {
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//       switch (b) {
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//       case LPX_FR:
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//       case LPX_LO:
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// 	lpx_set_row_bnds(lp, i, LPX_LO, lo, up);
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// 	break;
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//       case LPX_UP:	  
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//       case LPX_DB:
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//       case LPX_FX:
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// 	if (lo==up) 
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// 	  lpx_set_row_bnds(lp, i, LPX_FX, lo, up);
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// 	else 
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// 	  lpx_set_row_bnds(lp, i, LPX_DB, lo, up);
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// 	break;
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//       default: ;
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// 	//FIXME error
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//       }
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//     }
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//   }
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//   void LpGlpk::_setRowUpperBound(int i, Value up)
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//   {
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//     if (up==-INF) {
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//       //FIXME error
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//     }
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//     int b=lpx_get_row_type(lp, i);
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//     double lo=lpx_get_row_lb(lp, i);
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//     if (up==INF) {
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//       switch (b) {
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//       case LPX_FR:
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//       case LPX_LO:
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// 	break;
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//       case LPX_UP:
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// 	lpx_set_row_bnds(lp, i, LPX_FR, lo, up);
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// 	break;
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//       case LPX_DB:
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//       case LPX_FX:
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// 	lpx_set_row_bnds(lp, i, LPX_LO, lo, up);
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// 	break;
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//       default: ;
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// 	//FIXME error
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//       }
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//     } else {
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//       switch (b) {
athos@1405
   376
//       case LPX_FR:
athos@1405
   377
// 	lpx_set_row_bnds(lp, i, LPX_UP, lo, up);
athos@1405
   378
// 	break;
athos@1405
   379
//       case LPX_UP:
athos@1405
   380
// 	lpx_set_row_bnds(lp, i, LPX_UP, lo, up);
athos@1405
   381
// 	break;
athos@1405
   382
//       case LPX_LO:
athos@1405
   383
//       case LPX_DB:
athos@1405
   384
//       case LPX_FX:
athos@1405
   385
// 	if (lo==up) 
athos@1405
   386
// 	  lpx_set_row_bnds(lp, i, LPX_FX, lo, up);
athos@1405
   387
// 	else 
athos@1405
   388
// 	  lpx_set_row_bnds(lp, i, LPX_DB, lo, up);
athos@1405
   389
// 	break;
athos@1405
   390
//       default: ;
athos@1405
   391
// 	//FIXME error
athos@1405
   392
//       }
athos@1405
   393
//     }
athos@1405
   394
//   }
athos@1379
   395
athos@1379
   396
  void LpGlpk::_setRowBounds(int i, Value lb, Value ub)
athos@1379
   397
  {
athos@1379
   398
    //Bad parameter
athos@1379
   399
    if (lb==INF || ub==-INF) {
athos@1379
   400
      //FIXME error
athos@1379
   401
    }
athos@1379
   402
athos@1379
   403
    if (lb == -INF){
athos@1379
   404
      if (ub == INF){
athos@1379
   405
	lpx_set_row_bnds(lp, i, LPX_FR, lb, ub);
athos@1379
   406
      }
athos@1379
   407
      else{
athos@1379
   408
	lpx_set_row_bnds(lp, i, LPX_UP, lb, ub);
athos@1379
   409
      }
athos@1379
   410
    }
athos@1379
   411
    else{
athos@1379
   412
      if (ub==INF){
athos@1379
   413
	lpx_set_row_bnds(lp, i, LPX_LO, lb, ub);
athos@1379
   414
athos@1379
   415
      }
athos@1379
   416
      else{
athos@1379
   417
	if (lb == ub){
athos@1379
   418
	  lpx_set_row_bnds(lp, i, LPX_FX, lb, ub);
athos@1379
   419
	}
athos@1379
   420
	else{
athos@1379
   421
	  lpx_set_row_bnds(lp, i, LPX_DB, lb, ub);
athos@1379
   422
	}
athos@1379
   423
      }
athos@1379
   424
    }
athos@1379
   425
athos@1379
   426
  }
athos@1261
   427
  
athos@1298
   428
  void LpGlpk::_setObjCoeff(int i, Value obj_coef)
athos@1298
   429
  {
athos@1376
   430
    //i=0 means the constant term (shift)
athos@1298
   431
    lpx_set_obj_coef(lp, i, obj_coef);
athos@1298
   432
  }
athos@1261
   433
athos@2324
   434
  LpGlpk::Value LpGlpk::_getObjCoeff(int i){
athos@2324
   435
    //i=0 means the constant term (shift)
athos@2324
   436
    return lpx_get_obj_coef(lp, i);
athos@2324
   437
  }
athos@2324
   438
athos@1377
   439
  void LpGlpk::_clearObj()
athos@1376
   440
  {
athos@1377
   441
    for (int i=0;i<=lpx_get_num_cols(lp);++i){
athos@1377
   442
      lpx_set_obj_coef(lp, i, 0);
athos@1376
   443
    }
athos@1376
   444
  }
athos@1377
   445
//   void LpGlpk::_setObj(int length,
athos@1377
   446
// 		       int  const * indices, 
athos@1377
   447
// 		       Value  const * values )
athos@1377
   448
//   {
athos@1377
   449
//     Value new_values[1+lpx_num_cols()];
athos@1377
   450
//     for (i=0;i<=lpx_num_cols();++i){
athos@1377
   451
//       new_values[i]=0;
athos@1377
   452
//     }
athos@1377
   453
//     for (i=1;i<=length;++i){
athos@1377
   454
//       new_values[indices[i]]=values[i];
athos@1377
   455
//     }
athos@1377
   456
    
athos@1377
   457
//     for (i=0;i<=lpx_num_cols();++i){
athos@1377
   458
//       lpx_set_obj_coef(lp, i, new_values[i]);
athos@1377
   459
//     }
athos@1377
   460
//   }
alpar@1263
   461
alpar@1303
   462
  LpGlpk::SolveExitStatus LpGlpk::_solve()
alpar@1263
   463
  {
athos@1458
   464
    int i =  lpx_simplex(lp);
athos@1298
   465
    switch (i) {
athos@1298
   466
    case LPX_E_OK: 
athos@1298
   467
      return SOLVED;
athos@1298
   468
    default:
athos@1298
   469
      return UNSOLVED;
athos@1298
   470
    }
alpar@1263
   471
  }
alpar@1263
   472
alpar@1293
   473
  LpGlpk::Value LpGlpk::_getPrimal(int i)
alpar@1263
   474
  {
athos@1298
   475
    return lpx_get_col_prim(lp,i);
alpar@1263
   476
  }
marci@1787
   477
marci@1787
   478
  LpGlpk::Value LpGlpk::_getDual(int i)
marci@1787
   479
  {
marci@1787
   480
    return lpx_get_row_dual(lp,i);
marci@1787
   481
  }
alpar@1263
   482
  
alpar@1312
   483
  LpGlpk::Value LpGlpk::_getPrimalValue()
alpar@1312
   484
  {
athos@1314
   485
    return lpx_get_obj_val(lp);
alpar@1312
   486
  }
marci@1840
   487
  bool LpGlpk::_isBasicCol(int i) {
marci@1840
   488
    return (lpx_get_col_stat(lp, i)==LPX_BS);
marci@1840
   489
  }
alpar@1312
   490
  
athos@1298
   491
 
alpar@1312
   492
  LpGlpk::SolutionStatus LpGlpk::_getPrimalStatus()
alpar@1294
   493
  {
athos@1298
   494
    int stat=  lpx_get_status(lp);
athos@1298
   495
    switch (stat) {
athos@1298
   496
    case LPX_UNDEF://Undefined (no solve has been run yet)
athos@1298
   497
      return UNDEFINED;
athos@1458
   498
    case LPX_NOFEAS://There is no feasible solution (primal, I guess)
athos@1458
   499
    case LPX_INFEAS://Infeasible 
athos@1458
   500
      return INFEASIBLE;
athos@1458
   501
    case LPX_UNBND://Unbounded
athos@1458
   502
      return INFINITE;
athos@1458
   503
    case LPX_FEAS://Feasible
athos@1458
   504
      return FEASIBLE;
athos@1458
   505
    case LPX_OPT://Feasible
athos@1458
   506
      return OPTIMAL;
athos@1458
   507
    default:
athos@1458
   508
      return UNDEFINED; //to avoid gcc warning
athos@1458
   509
      //FIXME error
athos@1458
   510
    }
athos@1458
   511
  }
athos@1458
   512
athos@1458
   513
  LpGlpk::SolutionStatus LpGlpk::_getDualStatus()
athos@1458
   514
  {
athos@1473
   515
//     std::cout<<"Itt megy: "<<lpx_get_dual_stat(lp)<<std::endl;
athos@1473
   516
//     std::cout<<"Itt a primal: "<<lpx_get_prim_stat(lp)<<std::endl;
athos@1473
   517
alpar@1466
   518
    switch (lpx_get_dual_stat(lp)) {
athos@1458
   519
    case LPX_D_UNDEF://Undefined (no solve has been run yet)
athos@1458
   520
      return UNDEFINED;
athos@1540
   521
    case LPX_D_NOFEAS://There is no dual feasible solution 
athos@1460
   522
//    case LPX_D_INFEAS://Infeasible 
athos@1458
   523
      return INFEASIBLE;
athos@1473
   524
    case LPX_D_FEAS://Feasible    
athos@1473
   525
      switch (lpx_get_status(lp)) {
athos@1473
   526
      case LPX_NOFEAS:
athos@1458
   527
	return INFINITE;
athos@1458
   528
      case LPX_OPT:
athos@1458
   529
	return OPTIMAL;
athos@1458
   530
      default:
athos@1458
   531
	return FEASIBLE;
athos@1458
   532
      }
athos@1458
   533
    default:
athos@1458
   534
      return UNDEFINED; //to avoid gcc warning
athos@1458
   535
      //FIXME error
athos@1458
   536
    }
athos@1458
   537
  }
athos@1458
   538
athos@1463
   539
  LpGlpk::ProblemTypes LpGlpk::_getProblemType()
athos@1458
   540
  {
athos@1460
   541
      //int stat=  lpx_get_status(lp);
athos@1458
   542
    int statp=  lpx_get_prim_stat(lp);
athos@1458
   543
    int statd=  lpx_get_dual_stat(lp);
athos@1464
   544
    if (statp==LPX_P_FEAS && statd==LPX_D_FEAS)
athos@1460
   545
	return PRIMAL_DUAL_FEASIBLE;
athos@1464
   546
    if (statp==LPX_P_FEAS && statd==LPX_D_NOFEAS)
athos@1460
   547
	return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
athos@1464
   548
    if (statp==LPX_P_NOFEAS && statd==LPX_D_FEAS)
athos@1460
   549
	return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;
athos@1464
   550
    if (statp==LPX_P_NOFEAS && statd==LPX_D_NOFEAS)
athos@1460
   551
	return PRIMAL_DUAL_INFEASIBLE;
athos@1460
   552
    //In all other cases
athos@1460
   553
    return UNKNOWN;
alpar@1294
   554
  }
alpar@1263
   555
alpar@1312
   556
  void LpGlpk::_setMax()
alpar@1312
   557
  {
alpar@1321
   558
    lpx_set_obj_dir(lp, LPX_MAX);
alpar@1321
   559
  }
alpar@1321
   560
alpar@1312
   561
  void LpGlpk::_setMin()
alpar@1312
   562
  {
alpar@1321
   563
    lpx_set_obj_dir(lp, LPX_MIN);
alpar@1321
   564
  }
alpar@1321
   565
athos@2324
   566
  bool LpGlpk::_isMax()
athos@2324
   567
  {
athos@2324
   568
    return (lpx_get_obj_dir(lp)==LPX_MAX);
athos@2324
   569
  }
athos@2324
   570
alpar@1321
   571
 
athos@2324
   572
alpar@1321
   573
  void LpGlpk::messageLevel(int m)
alpar@1321
   574
  {
alpar@1321
   575
    lpx_set_int_parm(lp, LPX_K_MSGLEV, m);
alpar@1321
   576
  }
alpar@1312
   577
alpar@1326
   578
  void LpGlpk::presolver(bool b)
alpar@1326
   579
  {
alpar@1326
   580
    lpx_set_int_parm(lp, LPX_K_PRESOL, b);
alpar@1326
   581
  }
alpar@1326
   582
alpar@1312
   583
 
athos@1261
   584
} //END OF NAMESPACE LEMON