lemon/lp_cplex.cc
author alpar
Fri, 03 Feb 2006 09:18:17 +0000
changeset 1949 5db4ff8d69de
parent 1875 98698b69a902
child 1950 a1a6f5b788bd
permissions -rw-r--r--
Fight with Doxygen.
Victory hasn't been reached yet, but it's on the horizon.
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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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  void LpCplex::_getColName(int col, std::string &name)
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  {
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    ///\bug Unimplemented
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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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    CPXchgcolname(env, lp, 1, &col, const_cast<char*>(name.c_str()));
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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
athos@1542
   366
  void statusSwitch(CPXENVptr env,int& stat){
athos@1542
   367
    int lpmethod;
athos@1542
   368
    CPXgetintparam (env,CPX_PARAM_LPMETHOD,&lpmethod);
athos@1542
   369
    if (lpmethod==2){
athos@1542
   370
      if (stat==CPX_UNBOUNDED){
athos@1542
   371
	stat=CPX_INFEASIBLE;
athos@1542
   372
      }
athos@1542
   373
      else{
athos@1542
   374
	if (stat==CPX_INFEASIBLE)
athos@1542
   375
	  stat=CPX_UNBOUNDED;
athos@1542
   376
      }
athos@1542
   377
    }
athos@1542
   378
  }
athos@1407
   379
athos@1458
   380
  LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
athos@1458
   381
  {
athos@1542
   382
    
athos@1508
   383
    int stat = CPXgetstat(env, lp);
athos@1542
   384
    statusSwitch(env,stat);
athos@1542
   385
    //CPXgetstat(env, lp);
athos@1508
   386
    //printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL);
athos@1407
   387
    switch (stat) {
athos@1407
   388
    case 0:
athos@1407
   389
      return UNDEFINED; //Undefined
athos@1407
   390
    case CPX_OPTIMAL://Optimal
athos@1407
   391
      return OPTIMAL;
athos@1407
   392
    case CPX_UNBOUNDED://Unbounded
athos@1542
   393
      return INFEASIBLE;//In case of dual simplex
athos@1542
   394
      //return INFINITE;
athos@1407
   395
    case CPX_INFEASIBLE://Infeasible 
athos@1458
   396
 //    case CPX_IT_LIM_INFEAS:
athos@1458
   397
//     case CPX_TIME_LIM_INFEAS:
athos@1458
   398
//     case CPX_NUM_BEST_INFEAS:             
athos@1458
   399
//     case CPX_OPTIMAL_INFEAS:              
athos@1458
   400
//     case CPX_ABORT_INFEAS:                
athos@1458
   401
//     case CPX_ABORT_PRIM_INFEAS:           
athos@1458
   402
//     case CPX_ABORT_PRIM_DUAL_INFEAS:      
athos@1542
   403
      return INFINITE;//In case of dual simplex
athos@1542
   404
      //return INFEASIBLE;
athos@1458
   405
//     case CPX_OBJ_LIM:                    
athos@1458
   406
//     case CPX_IT_LIM_FEAS:             
athos@1458
   407
//     case CPX_TIME_LIM_FEAS:                
athos@1458
   408
//     case CPX_NUM_BEST_FEAS:                
athos@1458
   409
//     case CPX_ABORT_FEAS:                  
athos@1458
   410
//     case CPX_ABORT_PRIM_DUAL_FEAS:        
athos@1458
   411
//       return FEASIBLE;
athos@1407
   412
    default:
athos@1407
   413
      return UNDEFINED; //Everything else comes here
athos@1407
   414
      //FIXME error
athos@1407
   415
    }
athos@1407
   416
athos@1458
   417
  }
athos@1407
   418
athos@1458
   419
//9.0-as cplex verzio statusai
athos@1405
   420
// CPX_STAT_ABORT_DUAL_OBJ_LIM
athos@1405
   421
// CPX_STAT_ABORT_IT_LIM
athos@1405
   422
// CPX_STAT_ABORT_OBJ_LIM
athos@1405
   423
// CPX_STAT_ABORT_PRIM_OBJ_LIM
athos@1405
   424
// CPX_STAT_ABORT_TIME_LIM
athos@1405
   425
// CPX_STAT_ABORT_USER
athos@1405
   426
// CPX_STAT_FEASIBLE_RELAXED
athos@1405
   427
// CPX_STAT_INFEASIBLE
athos@1405
   428
// CPX_STAT_INForUNBD
athos@1405
   429
// CPX_STAT_NUM_BEST
athos@1405
   430
// CPX_STAT_OPTIMAL
athos@1405
   431
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED
athos@1405
   432
// CPX_STAT_OPTIMAL_INFEAS
athos@1405
   433
// CPX_STAT_OPTIMAL_RELAXED
athos@1405
   434
// CPX_STAT_UNBOUNDED
athos@1405
   435
athos@1458
   436
  LpCplex::SolutionStatus LpCplex::_getDualStatus()
athos@1458
   437
  {
athos@1508
   438
    int stat = CPXgetstat(env, lp);
athos@1542
   439
    statusSwitch(env,stat);
athos@1458
   440
    switch (stat) {
athos@1458
   441
    case 0:
athos@1458
   442
      return UNDEFINED; //Undefined
athos@1458
   443
    case CPX_OPTIMAL://Optimal
athos@1458
   444
      return OPTIMAL;
athos@1458
   445
    case CPX_UNBOUNDED:
athos@1458
   446
     return INFEASIBLE;
athos@1458
   447
    default:
athos@1458
   448
      return UNDEFINED; //Everything else comes here
athos@1458
   449
      //FIXME error
athos@1458
   450
    }
athos@1473
   451
  }
alpar@1381
   452
athos@1460
   453
  LpCplex::ProblemTypes LpCplex::_getProblemType()
alpar@1381
   454
  {
athos@1508
   455
    int stat = CPXgetstat(env, lp);
athos@1460
   456
    switch (stat) {
athos@1460
   457
    case CPX_OPTIMAL://Optimal
athos@1460
   458
	return PRIMAL_DUAL_FEASIBLE;
athos@1460
   459
    case CPX_UNBOUNDED:
athos@1460
   460
 	return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
athos@1460
   461
// 	return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;
athos@1460
   462
// 	return PRIMAL_DUAL_INFEASIBLE;
athos@1460
   463
athos@1460
   464
//Seems to be that this is all we can say for sure
athos@1460
   465
    default:
athos@1460
   466
	//In all other cases
athos@1460
   467
	return UNKNOWN;
athos@1460
   468
      //FIXME error
athos@1460
   469
    }
athos@1473
   470
  }
alpar@1381
   471
alpar@1381
   472
  void LpCplex::_setMax()
alpar@1381
   473
  {
athos@1508
   474
    CPXchgobjsen(env, lp, CPX_MAX);
alpar@1381
   475
   }
alpar@1381
   476
  void LpCplex::_setMin()
alpar@1381
   477
  {
athos@1508
   478
    CPXchgobjsen(env, lp, CPX_MIN);
alpar@1381
   479
   }
alpar@1381
   480
  
alpar@1381
   481
} //namespace lemon
alpar@1381
   482