alpar@1381
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/* -*- C++ -*-
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ladanyi@1435
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* lemon/lp_cplex.cc - Part of LEMON, a generic C++ optimization library
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alpar@1381
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*
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alpar@1381
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* Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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alpar@1381
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* (Egervary Research Group on Combinatorial Optimization, EGRES).
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alpar@1381
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*
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alpar@1381
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* Permission to use, modify and distribute this software is granted
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alpar@1381
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* provided that this copyright notice appears in all copies. For
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alpar@1381
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* precise terms see the accompanying LICENSE file.
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alpar@1381
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*
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alpar@1381
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* This software is provided "AS IS" with no warranty of any kind,
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alpar@1381
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* express or implied, and with no claim as to its suitability for any
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alpar@1381
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* purpose.
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alpar@1381
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*
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alpar@1381
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*/
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athos@1405
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#include <iostream>
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athos@1405
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#include<lemon/lp_cplex.h>
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alpar@1381
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alpar@1381
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///\file
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alpar@1381
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///\brief Implementation of the LEMON-CPLEX lp solver interface.
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alpar@1381
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namespace lemon {
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alpar@1381
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alpar@1381
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LpCplex::LpCplex() : LpSolverBase() {
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athos@1436
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athos@1436
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// env = CPXopenCPLEXdevelop(&status);
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athos@1436
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env = CPXopenCPLEX(&status);
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alpar@1381
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lp = CPXcreateprob(env, &status, "LP problem");
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athos@1436
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//CPXmsg (cpxresults, "Hello-bello\n");
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alpar@1381
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}
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alpar@1381
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alpar@1381
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LpCplex::~LpCplex() {
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athos@1436
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CPXfreeprob(env,&lp);
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athos@1436
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CPXcloseCPLEX(&env);
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alpar@1381
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}
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alpar@1381
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athos@1405
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LpSolverBase &LpCplex::_newLp()
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athos@1405
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{
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athos@1436
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//The first approach opens a new environment
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athos@1436
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LpCplex* newlp=new LpCplex();
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athos@1436
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return *newlp;
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athos@1405
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}
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athos@1436
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athos@1405
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LpSolverBase &LpCplex::_copyLp() {
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athos@1436
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//The first approach opens a new environment
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athos@1436
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LpCplex* newlp=new LpCplex();
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athos@1436
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//The routine CPXcloneprob can be used to create a new CPLEX problem
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athos@1436
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//object and copy all the problem data from an existing problem
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athos@1436
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//object to it. Solution and starting information is not copied.
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athos@1436
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newlp->lp = CPXcloneprob (env, lp, &status);
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athos@1436
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return *newlp;
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athos@1405
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}
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alpar@1381
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int LpCplex::_addCol()
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alpar@1381
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{
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alpar@1381
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int i = CPXgetnumcols (env, lp);
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alpar@1381
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Value lb[1],ub[1];
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alpar@1381
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lb[0]=-INF;//-CPX_INFBOUND;
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alpar@1381
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ub[0]=INF;//CPX_INFBOUND;
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alpar@1381
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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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athos@1436
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alpar@1381
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alpar@1381
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int LpCplex::_addRow()
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{
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alpar@1381
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//We want a row that is not constrained
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alpar@1381
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char sense[1];
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alpar@1381
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sense[0]='L';//<= constraint
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alpar@1381
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Value rhs[1];
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alpar@1381
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rhs[0]=INF;
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alpar@1381
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int i = CPXgetnumrows (env, lp);
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alpar@1381
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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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athos@1432
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athos@1432
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athos@1432
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void LpCplex::_eraseCol(int i) {
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athos@1436
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CPXdelcols (env, lp, i, i);
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athos@1432
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}
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athos@1432
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athos@1432
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void LpCplex::_eraseRow(int i) {
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athos@1436
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CPXdelrows (env, lp, i, i);
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athos@1432
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}
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athos@1432
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alpar@1381
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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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alpar@1381
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Value const * values )
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alpar@1381
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{
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alpar@1381
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int rowlist[length+1];
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alpar@1381
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int* p=rowlist;
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alpar@1381
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for (int k=1;k<=length;++k){
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alpar@1381
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rowlist[k]=i;
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alpar@1381
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}
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alpar@1381
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status = CPXchgcoeflist(env, lp,
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length,
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p+1,
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alpar@1381
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const_cast<int * >(indices+1),
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alpar@1381
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const_cast<Value * >(values+1));
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alpar@1381
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}
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alpar@1381
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alpar@1381
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void LpCplex::_setColCoeffs(int i,
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alpar@1381
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int length,
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alpar@1381
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int const * indices,
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alpar@1381
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Value const * values)
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alpar@1381
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{
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alpar@1381
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int collist[length+1];
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alpar@1381
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int* p=collist;
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alpar@1381
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for (int k=1;k<=length;++k){
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alpar@1381
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collist[k]=i;
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alpar@1381
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}
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alpar@1381
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status = CPXchgcoeflist(env, lp,
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alpar@1381
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length,
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alpar@1381
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const_cast<int * >(indices+1),
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alpar@1381
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p+1,
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alpar@1381
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const_cast<Value * >(values+1));
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alpar@1381
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}
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alpar@1381
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athos@1431
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void LpCplex::_setCoeff(int row, int col, Value value)
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athos@1431
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{
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athos@1431
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CPXchgcoef (env, lp, row, col, value);
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athos@1431
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}
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athos@1431
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alpar@1381
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void LpCplex::_setColLowerBound(int i, Value value)
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alpar@1381
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{
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alpar@1381
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int indices[1];
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alpar@1381
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indices[0]=i;
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alpar@1381
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char lu[1];
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alpar@1381
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lu[0]='L';
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alpar@1381
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Value bd[1];
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alpar@1381
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bd[0]=value;
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alpar@1381
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status = CPXchgbds (env, lp, 1, indices, lu, bd);
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alpar@1381
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alpar@1381
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}
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alpar@1381
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alpar@1381
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void LpCplex::_setColUpperBound(int i, Value value)
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alpar@1381
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{
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alpar@1381
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140 |
int indices[1];
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alpar@1381
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indices[0]=i;
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alpar@1381
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char lu[1];
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alpar@1381
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lu[0]='U';
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alpar@1381
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Value bd[1];
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alpar@1381
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bd[0]=value;
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alpar@1381
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status = CPXchgbds (env, lp, 1, indices, lu, bd);
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alpar@1381
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147 |
}
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alpar@1381
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alpar@1381
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//This will be easier to implement
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alpar@1381
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150 |
void LpCplex::_setRowBounds(int i, Value lb, Value ub)
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alpar@1381
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151 |
{
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alpar@1381
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152 |
//Bad parameter
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alpar@1381
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if (lb==INF || ub==-INF) {
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alpar@1381
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154 |
//FIXME error
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alpar@1381
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}
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athos@1405
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alpar@1381
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int cnt=1;
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alpar@1381
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int indices[1];
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alpar@1381
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indices[0]=i;
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alpar@1381
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char sense[1];
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alpar@1381
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alpar@1381
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if (lb==-INF){
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alpar@1381
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sense[0]='L';
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alpar@1381
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CPXchgsense (env, lp, cnt, indices, sense);
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alpar@1381
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CPXchgcoef (env, lp, i, -1, ub);
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athos@1405
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alpar@1381
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}
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alpar@1381
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else{
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alpar@1381
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if (ub==INF){
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alpar@1381
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sense[0]='G';
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alpar@1381
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CPXchgsense (env, lp, cnt, indices, sense);
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alpar@1381
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CPXchgcoef (env, lp, i, -1, lb);
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alpar@1381
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}
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alpar@1381
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else{
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alpar@1381
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if (lb == ub){
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alpar@1381
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sense[0]='E';
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alpar@1381
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CPXchgsense (env, lp, cnt, indices, sense);
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alpar@1381
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CPXchgcoef (env, lp, i, -1, lb);
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alpar@1381
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}
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alpar@1381
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else{
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alpar@1381
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sense[0]='R';
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alpar@1381
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CPXchgsense (env, lp, cnt, indices, sense);
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alpar@1381
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CPXchgcoef (env, lp, i, -1, lb);
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alpar@1381
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CPXchgcoef (env, lp, i, -2, ub-lb);
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alpar@1381
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}
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alpar@1381
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}
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alpar@1381
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}
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alpar@1381
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}
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alpar@1381
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189 |
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athos@1405
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190 |
// void LpCplex::_setRowLowerBound(int i, Value value)
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athos@1405
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// {
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athos@1405
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192 |
// //Not implemented, obsolete
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athos@1405
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193 |
// }
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alpar@1381
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194 |
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athos@1405
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195 |
// void LpCplex::_setRowUpperBound(int i, Value value)
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athos@1405
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196 |
// {
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athos@1405
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197 |
// //Not implemented, obsolete
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athos@1405
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198 |
// // //TODO Ezt kell meg megirni
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athos@1405
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199 |
// // //type of the problem
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athos@1405
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200 |
// // char sense[1];
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athos@1405
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201 |
// // status = CPXgetsense (env, lp, sense, i, i);
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athos@1405
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// // Value rhs[1];
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athos@1405
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203 |
// // status = CPXgetrhs (env, lp, rhs, i, i);
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alpar@1381
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204 |
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athos@1405
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205 |
// // switch (sense[0]) {
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athos@1405
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206 |
// // case 'L'://<= constraint
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athos@1405
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207 |
// // break;
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athos@1405
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208 |
// // case 'E'://= constraint
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athos@1405
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209 |
// // break;
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athos@1405
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210 |
// // case 'G'://>= constraint
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athos@1405
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211 |
// // break;
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athos@1405
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212 |
// // case 'R'://ranged constraint
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athos@1405
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213 |
// // break;
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athos@1405
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214 |
// // default: ;
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athos@1405
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// // //FIXME error
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athos@1405
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216 |
// // }
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alpar@1381
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217 |
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athos@1405
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218 |
// // status = CPXchgcoef (env, lp, i, -2, value_rng);
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athos@1405
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219 |
// }
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alpar@1381
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220 |
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alpar@1381
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221 |
void LpCplex::_setObjCoeff(int i, Value obj_coef)
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alpar@1381
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222 |
{
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alpar@1381
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223 |
CPXchgcoef (env, lp, -1, i, obj_coef);
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alpar@1381
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224 |
}
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alpar@1381
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225 |
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alpar@1381
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226 |
void LpCplex::_clearObj()
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alpar@1381
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227 |
{
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alpar@1381
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228 |
for (int i=0;i< CPXgetnumcols (env, lp);++i){
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alpar@1381
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229 |
CPXchgcoef (env, lp, -1, i, 0);
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alpar@1381
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230 |
}
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alpar@1381
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231 |
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alpar@1381
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232 |
}
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alpar@1381
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233 |
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alpar@1381
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234 |
LpCplex::SolveExitStatus LpCplex::_solve()
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alpar@1381
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235 |
{
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alpar@1381
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236 |
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alpar@1381
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237 |
status = CPXlpopt (env, lp);
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alpar@1381
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238 |
if (status == 0){
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alpar@1381
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239 |
return SOLVED;
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alpar@1381
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240 |
}
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alpar@1381
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241 |
else{
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alpar@1381
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242 |
return UNSOLVED;
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alpar@1381
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243 |
}
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alpar@1381
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244 |
// int i= lpx_simplex(lp);
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alpar@1381
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245 |
// switch (i) {
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alpar@1381
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246 |
// case LPX_E_OK:
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alpar@1381
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247 |
// return SOLVED;
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alpar@1381
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248 |
// break;
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alpar@1381
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249 |
// default:
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alpar@1381
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250 |
// return UNSOLVED;
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alpar@1381
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251 |
// }
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alpar@1381
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252 |
}
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alpar@1381
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253 |
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alpar@1381
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254 |
LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
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alpar@1381
|
255 |
{
|
athos@1407
|
256 |
//7.5-os cplex statusai
|
athos@1407
|
257 |
// #define CPX_OPTIMAL 1
|
athos@1407
|
258 |
// #define CPX_INFEASIBLE 2
|
athos@1407
|
259 |
// #define CPX_UNBOUNDED 3
|
athos@1407
|
260 |
// #define CPX_OBJ_LIM 4
|
athos@1407
|
261 |
// #define CPX_IT_LIM_FEAS 5
|
athos@1407
|
262 |
// #define CPX_IT_LIM_INFEAS 6
|
athos@1407
|
263 |
// #define CPX_TIME_LIM_FEAS 7
|
athos@1407
|
264 |
// #define CPX_TIME_LIM_INFEAS 8
|
athos@1407
|
265 |
// #define CPX_NUM_BEST_FEAS 9
|
athos@1407
|
266 |
// #define CPX_NUM_BEST_INFEAS 10
|
athos@1407
|
267 |
// #define CPX_OPTIMAL_INFEAS 11
|
athos@1407
|
268 |
// #define CPX_ABORT_FEAS 12
|
athos@1407
|
269 |
// #define CPX_ABORT_INFEAS 13
|
athos@1407
|
270 |
// #define CPX_ABORT_DUAL_INFEAS 14
|
athos@1407
|
271 |
// #define CPX_ABORT_PRIM_INFEAS 15
|
athos@1407
|
272 |
// #define CPX_ABORT_PRIM_DUAL_INFEAS 16
|
athos@1407
|
273 |
// #define CPX_ABORT_PRIM_DUAL_FEAS 17
|
athos@1407
|
274 |
// #define CPX_ABORT_CROSSOVER 18
|
athos@1407
|
275 |
// #define CPX_INForUNBD 19
|
athos@1407
|
276 |
// #define CPX_PIVOT 20
|
athos@1407
|
277 |
|
athos@1407
|
278 |
// Ezeket hova tegyem:
|
athos@1407
|
279 |
// ??case CPX_ABORT_DUAL_INFEAS
|
athos@1407
|
280 |
// ??case CPX_ABORT_CROSSOVER
|
athos@1407
|
281 |
// ??case CPX_INForUNBD
|
athos@1407
|
282 |
// ??case CPX_PIVOT
|
athos@1407
|
283 |
|
athos@1407
|
284 |
int stat = CPXgetstat (env, lp);
|
athos@1407
|
285 |
switch (stat) {
|
athos@1407
|
286 |
case 0:
|
athos@1407
|
287 |
return UNDEFINED; //Undefined
|
athos@1407
|
288 |
break;
|
athos@1407
|
289 |
case CPX_OPTIMAL://Optimal
|
athos@1407
|
290 |
return OPTIMAL;
|
athos@1407
|
291 |
break;
|
athos@1407
|
292 |
case CPX_UNBOUNDED://Unbounded
|
athos@1407
|
293 |
return INFINITE;
|
athos@1407
|
294 |
break;
|
athos@1407
|
295 |
case CPX_INFEASIBLE://Infeasible
|
athos@1407
|
296 |
case CPX_IT_LIM_INFEAS:
|
athos@1407
|
297 |
case CPX_TIME_LIM_INFEAS:
|
athos@1407
|
298 |
case CPX_NUM_BEST_INFEAS:
|
athos@1407
|
299 |
case CPX_OPTIMAL_INFEAS:
|
athos@1407
|
300 |
case CPX_ABORT_INFEAS:
|
athos@1407
|
301 |
case CPX_ABORT_PRIM_INFEAS:
|
athos@1407
|
302 |
case CPX_ABORT_PRIM_DUAL_INFEAS:
|
athos@1407
|
303 |
return INFEASIBLE;
|
athos@1407
|
304 |
break;
|
athos@1407
|
305 |
case CPX_OBJ_LIM:
|
athos@1407
|
306 |
case CPX_IT_LIM_FEAS:
|
athos@1407
|
307 |
case CPX_TIME_LIM_FEAS:
|
athos@1407
|
308 |
case CPX_NUM_BEST_FEAS:
|
athos@1407
|
309 |
case CPX_ABORT_FEAS:
|
athos@1407
|
310 |
case CPX_ABORT_PRIM_DUAL_FEAS:
|
athos@1407
|
311 |
return FEASIBLE;
|
athos@1407
|
312 |
break;
|
athos@1407
|
313 |
default:
|
athos@1407
|
314 |
return UNDEFINED; //Everything else comes here
|
athos@1407
|
315 |
//FIXME error
|
athos@1407
|
316 |
}
|
athos@1407
|
317 |
|
athos@1407
|
318 |
|
athos@1407
|
319 |
//Nem tudom, hanyas cplex verzio statusai
|
athos@1405
|
320 |
// CPX_STAT_ABORT_DUAL_OBJ_LIM
|
athos@1405
|
321 |
// CPX_STAT_ABORT_IT_LIM
|
athos@1405
|
322 |
// CPX_STAT_ABORT_OBJ_LIM
|
athos@1405
|
323 |
// CPX_STAT_ABORT_PRIM_OBJ_LIM
|
athos@1405
|
324 |
// CPX_STAT_ABORT_TIME_LIM
|
athos@1405
|
325 |
// CPX_STAT_ABORT_USER
|
athos@1405
|
326 |
// CPX_STAT_FEASIBLE_RELAXED
|
athos@1405
|
327 |
// CPX_STAT_INFEASIBLE
|
athos@1405
|
328 |
// CPX_STAT_INForUNBD
|
athos@1405
|
329 |
// CPX_STAT_NUM_BEST
|
athos@1405
|
330 |
// CPX_STAT_OPTIMAL
|
athos@1405
|
331 |
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED
|
athos@1405
|
332 |
// CPX_STAT_OPTIMAL_INFEAS
|
athos@1405
|
333 |
// CPX_STAT_OPTIMAL_RELAXED
|
athos@1405
|
334 |
// CPX_STAT_UNBOUNDED
|
athos@1405
|
335 |
|
athos@1407
|
336 |
// int stat = CPXgetstat (env, lp);
|
athos@1407
|
337 |
// switch (stat) {
|
athos@1407
|
338 |
// case CPX_STAT_OPTIMAL://Optimal
|
athos@1407
|
339 |
// return OPTIMAL;
|
athos@1407
|
340 |
// break;
|
athos@1407
|
341 |
// case CPX_STAT_INFEASIBLE://Infeasible
|
athos@1407
|
342 |
// return INFEASIBLE;
|
athos@1407
|
343 |
// break;
|
athos@1407
|
344 |
// case CPX_STAT_UNBOUNDED://Unbounded
|
athos@1407
|
345 |
// return INFINITE;
|
athos@1407
|
346 |
// break;
|
athos@1407
|
347 |
// case CPX_STAT_NUM_BEST://Feasible
|
athos@1407
|
348 |
// return FEASIBLE;
|
athos@1407
|
349 |
// break;
|
athos@1407
|
350 |
// default:
|
athos@1407
|
351 |
// return UNDEFINED; //Everything else comes here
|
athos@1407
|
352 |
// //FIXME error
|
athos@1407
|
353 |
// }
|
athos@1407
|
354 |
|
alpar@1381
|
355 |
}
|
alpar@1381
|
356 |
|
alpar@1381
|
357 |
LpCplex::Value LpCplex::_getPrimal(int i)
|
alpar@1381
|
358 |
{
|
alpar@1381
|
359 |
Value x;
|
alpar@1381
|
360 |
CPXgetx (env, lp, &x, i, i);
|
alpar@1381
|
361 |
return x;
|
alpar@1381
|
362 |
}
|
alpar@1381
|
363 |
|
alpar@1381
|
364 |
LpCplex::Value LpCplex::_getPrimalValue()
|
alpar@1381
|
365 |
{
|
athos@1405
|
366 |
Value objval;
|
athos@1405
|
367 |
//method = CPXgetmethod (env, lp);
|
athos@1405
|
368 |
status = CPXgetobjval (env, lp, &objval);
|
athos@1405
|
369 |
return objval;
|
alpar@1381
|
370 |
}
|
alpar@1381
|
371 |
|
alpar@1381
|
372 |
|
alpar@1381
|
373 |
|
alpar@1381
|
374 |
|
alpar@1381
|
375 |
void LpCplex::_setMax()
|
alpar@1381
|
376 |
{
|
alpar@1381
|
377 |
CPXchgobjsen (env, lp, CPX_MAX);
|
alpar@1381
|
378 |
}
|
alpar@1381
|
379 |
void LpCplex::_setMin()
|
alpar@1381
|
380 |
{
|
alpar@1381
|
381 |
CPXchgobjsen (env, lp, CPX_MIN);
|
alpar@1381
|
382 |
}
|
alpar@1381
|
383 |
|
alpar@1381
|
384 |
} //namespace lemon
|
alpar@1381
|
385 |
|