lemon/lp_cplex.cc
author alpar
Sat, 27 Aug 2005 09:32:34 +0000
changeset 1659 ab1e97b7b2b7
parent 1508 389a94a1d9eb
child 1787 932b8490caf0
permissions -rw-r--r--
Dependency problem (guipixbufs.h) is solved.
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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) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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 * (Egervary Research Group on Combinatorial Optimization, EGRES).
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 *
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 * Permission to use, modify and distribute this software is granted
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 * provided that this copyright notice appears in all copies. For
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 * precise terms see the accompanying LICENSE file.
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 *
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 * This software is provided "AS IS" with no warranty of any kind,
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 * express or implied, and with no claim as to its suitability for any
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 * purpose.
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 *
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 */
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#include <iostream>
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#include<lemon/lp_cplex.h>
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///\file
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///\brief Implementation of the LEMON-CPLEX lp solver interface.
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namespace lemon {
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  LpCplex::LpCplex() : LpSolverBase() {
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    //    env = CPXopenCPLEXdevelop(&status);     
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    env = CPXopenCPLEX(&status);     
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    lp = CPXcreateprob(env, &status, "LP problem");
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  }
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  LpCplex::~LpCplex() {
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    CPXfreeprob(env,&lp); 
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    CPXcloseCPLEX(&env); 
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  }
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  LpSolverBase &LpCplex::_newLp() 
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  {
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    //The first approach opens a new environment
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    LpCplex* newlp=new LpCplex();
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    return *newlp;
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  }
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  LpSolverBase &LpCplex::_copyLp() {
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    //The first approach opens a new environment
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    LpCplex* newlp=new LpCplex();
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    //The routine CPXcloneprob can be used to create a new CPLEX problem 
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    //object and copy all the problem data from an existing problem 
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    //object to it. Solution and starting information is not copied.
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    newlp->lp = CPXcloneprob(env, lp, &status);
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    return *newlp;
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  }
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  int LpCplex::_addCol()
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  {
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    int i = CPXgetnumcols(env, lp);
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    Value lb[1],ub[1];
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    lb[0]=-INF;//-CPX_INFBOUND;
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    ub[0]=INF;//CPX_INFBOUND;
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    status = CPXnewcols(env, lp, 1, NULL, lb, ub, NULL, NULL);
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    return i;
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  }
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  int LpCplex::_addRow() 
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  {
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    //We want a row that is not constrained
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    char sense[1];
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    sense[0]='L';//<= constraint
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    Value rhs[1];
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    rhs[0]=INF;
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    int i = CPXgetnumrows(env, lp);
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    status = CPXnewrows(env, lp, 1, rhs, sense, NULL, NULL);
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    return i;
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  }
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  void LpCplex::_eraseCol(int i) {
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    CPXdelcols(env, lp, i, i);
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  }
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  void LpCplex::_eraseRow(int i) {
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    CPXdelrows(env, lp, i, i);
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  }
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  ///\warning Data at index 0 is ignored in the arrays.
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  void LpCplex::_setRowCoeffs(int i, 
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			      int length,
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			      int  const * indices, 
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			      Value  const * values )
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  {
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    int rowlist[length+1];
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    int* p=rowlist;
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    for (int k=1;k<=length;++k){
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      rowlist[k]=i;
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    }
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    status = CPXchgcoeflist(env, lp, 
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			    length, 
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			    p+1, 
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			    const_cast<int * >(indices+1), 
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			    const_cast<Value * >(values+1));
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  }
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  void LpCplex::_setColCoeffs(int i, 
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			      int length,
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			      int  const * indices, 
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			      Value  const * values)
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  {
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    int collist[length+1];
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    int* p=collist;
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    for (int k=1;k<=length;++k){
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      collist[k]=i;
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    }
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    status = CPXchgcoeflist(env, lp, 
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			    length, 
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			    const_cast<int * >(indices+1), 
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			    p+1, 
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			    const_cast<Value * >(values+1));
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  }
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  void LpCplex::_setCoeff(int row, int col, Value value) 
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  {
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    CPXchgcoef(env, lp, row, col, value);
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  }
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  void LpCplex::_setColLowerBound(int i, Value value)
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  {
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    int indices[1];
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    indices[0]=i;
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    char lu[1];
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    lu[0]='L';
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    Value bd[1];
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    bd[0]=value;
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    status = CPXchgbds(env, lp, 1, indices, lu, bd);
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  }
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  void LpCplex::_setColUpperBound(int i, Value value)
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  {
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    int indices[1];
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    indices[0]=i;
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    char lu[1];
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    lu[0]='U';
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    Value bd[1];
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    bd[0]=value;
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    status = CPXchgbds(env, lp, 1, indices, lu, bd);
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  }
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  //This will be easier to implement
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  void LpCplex::_setRowBounds(int i, Value lb, Value ub)
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  {
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    //Bad parameter
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    if (lb==INF || ub==-INF) {
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      //FIXME error
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    }
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    int cnt=1;
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    int indices[1];
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    indices[0]=i;
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    char sense[1];
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    if (lb==-INF){
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      sense[0]='L';
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      CPXchgsense(env, lp, cnt, indices, sense);
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      CPXchgcoef(env, lp, i, -1, ub);
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    }
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    else{
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      if (ub==INF){
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	sense[0]='G';
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	CPXchgsense(env, lp, cnt, indices, sense);
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	CPXchgcoef(env, lp, i, -1, lb);
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      }
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      else{
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	if (lb == ub){
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	  sense[0]='E';
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	  CPXchgsense(env, lp, cnt, indices, sense);
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	  CPXchgcoef(env, lp, i, -1, lb);
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	}
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	else{
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	  sense[0]='R';
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	  CPXchgsense(env, lp, cnt, indices, sense);
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	  CPXchgcoef(env, lp, i, -1, lb);
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	  CPXchgcoef(env, lp, i, -2, ub-lb);	  
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	}
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      }
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    }
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  }
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//   void LpCplex::_setRowLowerBound(int i, Value value)
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//   {
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//     //Not implemented, obsolete
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//   }
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//   void LpCplex::_setRowUpperBound(int i, Value value)
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//   {
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//     //Not implemented, obsolete
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// //     //TODO Ezt kell meg megirni
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// //     //type of the problem
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// //     char sense[1];
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// //     status = CPXgetsense(env, lp, sense, i, i);
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// //     Value rhs[1];
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// //     status = CPXgetrhs(env, lp, rhs, i, i);
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// //     switch (sense[0]) {
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// //     case 'L'://<= constraint
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// //       break;
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// //     case 'E'://= constraint
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// //       break;
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// //     case 'G'://>= constraint
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// //       break;
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// //     case 'R'://ranged constraint
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// //       break;
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// //     default: ;
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// //       //FIXME error
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// //     }
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// //     status = CPXchgcoef(env, lp, i, -2, value_rng);
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//   }
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  void LpCplex::_setObjCoeff(int i, Value obj_coef)
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  {
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    CPXchgcoef(env, lp, -1, i, obj_coef);
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  }
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  void LpCplex::_clearObj()
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  {
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    for (int i=0;i< CPXgetnumcols(env, lp);++i){
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      CPXchgcoef(env, lp, -1, i, 0);
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    }
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  }
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  // The routine returns zero unless an error occurred during the
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  // optimization. Examples of errors include exhausting available
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  // memory (CPXERR_NO_MEMORY) or encountering invalid data in the
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  // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a
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  // user-specified CPLEX limit, or proving the model infeasible or
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  // unbounded, are not considered errors. Note that a zero return
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  // value does not necessarily mean that a solution exists. Use query
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  // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain
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  // further information about the status of the optimization.
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  LpCplex::SolveExitStatus LpCplex::_solve()
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  {
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    //CPX_PARAM_LPMETHOD 
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    status = CPXlpopt(env, lp);
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    //status = CPXprimopt(env, lp);
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    if (status == 0){
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      //We want to exclude some cases
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      switch (CPXgetstat(env, lp)){
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      case CPX_OBJ_LIM:
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      case CPX_IT_LIM_FEAS:
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      case CPX_IT_LIM_INFEAS:               
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      case CPX_TIME_LIM_FEAS:
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      case CPX_TIME_LIM_INFEAS:
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	return UNSOLVED;
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      default:
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	return SOLVED; 
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      }
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    }
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    else{
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      return UNSOLVED;
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    }
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  }
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  LpCplex::Value LpCplex::_getPrimal(int i)
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  {
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    Value x;
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    CPXgetx(env, lp, &x, i, i);
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    return x;
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  }
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  LpCplex::Value LpCplex::_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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//7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!)
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// This table lists the statuses, returned by the CPXgetstat() routine, for solutions to LP problems or mixed integer problems. If no solution exists, the return value is zero.
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// For Simplex, Barrier  
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// 1  	CPX_OPTIMAL  
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// 	 Optimal solution found  
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// 2  	CPX_INFEASIBLE  
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// 	 Problem infeasible  
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// 3    CPX_UNBOUNDED  
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// 	 Problem unbounded  
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// 4  	CPX_OBJ_LIM  
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// 	 Objective limit exceeded in Phase II  
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// 5  	CPX_IT_LIM_FEAS  
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// 	 Iteration limit exceeded in Phase II  
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// 6  	CPX_IT_LIM_INFEAS  
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// 	 Iteration limit exceeded in Phase I  
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// 7  	CPX_TIME_LIM_FEAS  
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// 	 Time limit exceeded in Phase II  
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// 8  	CPX_TIME_LIM_INFEAS  
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// 	 Time limit exceeded in Phase I  
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// 9  	CPX_NUM_BEST_FEAS  
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// 	 Problem non-optimal, singularities in Phase II  
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// 10 	CPX_NUM_BEST_INFEAS  
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// 	 Problem non-optimal, singularities in Phase I  
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// 11 	CPX_OPTIMAL_INFEAS  
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// 	 Optimal solution found, unscaled infeasibilities  
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// 12 	CPX_ABORT_FEAS  
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// 	 Aborted in Phase II  
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// 13 	CPX_ABORT_INFEAS  
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// 	 Aborted in Phase I  
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// 14  	CPX_ABORT_DUAL_INFEAS  
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// 	 Aborted in barrier, dual infeasible  
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// 15  	CPX_ABORT_PRIM_INFEAS  
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// 	 Aborted in barrier, primal infeasible  
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// 16  	CPX_ABORT_PRIM_DUAL_INFEAS  
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// 	 Aborted in barrier, primal and dual infeasible  
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// 17  	CPX_ABORT_PRIM_DUAL_FEAS  
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// 	 Aborted in barrier, primal and dual feasible  
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// 18  	CPX_ABORT_CROSSOVER  
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// 	 Aborted in crossover  
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// 19  	CPX_INForUNBD  
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// 	 Infeasible or unbounded  
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// 20   CPX_PIVOT
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//       User pivot used
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//
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//     Ezeket hova tegyem:
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// ??case CPX_ABORT_DUAL_INFEAS           
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// ??case CPX_ABORT_CROSSOVER             
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// ??case CPX_INForUNBD                   
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// ??case CPX_PIVOT              
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//Some more interesting stuff:
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// CPX_PARAM_LPMETHOD  1062  int  LPMETHOD
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// 0 Automatic 
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// 1 Primal Simplex 
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// 2 Dual Simplex 
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// 3 Network Simplex 
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// 4 Standard Barrier 
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// Default: 0 
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// Description: Method for linear optimization. 
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// Determines which algorithm is used when CPXlpopt() (or "optimize" in the Interactive Optimizer) is called. Currently the behavior of the "Automatic" setting is that CPLEX simply invokes the dual simplex method, but this capability may be expanded in the future so that CPLEX chooses the method based on problem characteristics 
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  //Hulye cplex
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  void statusSwitch(CPXENVptr env,int& stat){
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    int lpmethod;
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    CPXgetintparam (env,CPX_PARAM_LPMETHOD,&lpmethod);
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    if (lpmethod==2){
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      if (stat==CPX_UNBOUNDED){
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	stat=CPX_INFEASIBLE;
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      }
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      else{
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	if (stat==CPX_INFEASIBLE)
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	  stat=CPX_UNBOUNDED;
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      }
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    }
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  }
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  LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
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  {
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    int stat = CPXgetstat(env, lp);
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    statusSwitch(env,stat);
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    //CPXgetstat(env, lp);
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    //printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL);
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    switch (stat) {
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    case 0:
athos@1407
   368
      return UNDEFINED; //Undefined
athos@1407
   369
    case CPX_OPTIMAL://Optimal
athos@1407
   370
      return OPTIMAL;
athos@1407
   371
    case CPX_UNBOUNDED://Unbounded
athos@1542
   372
      return INFEASIBLE;//In case of dual simplex
athos@1542
   373
      //return INFINITE;
athos@1407
   374
    case CPX_INFEASIBLE://Infeasible 
athos@1458
   375
 //    case CPX_IT_LIM_INFEAS:
athos@1458
   376
//     case CPX_TIME_LIM_INFEAS:
athos@1458
   377
//     case CPX_NUM_BEST_INFEAS:             
athos@1458
   378
//     case CPX_OPTIMAL_INFEAS:              
athos@1458
   379
//     case CPX_ABORT_INFEAS:                
athos@1458
   380
//     case CPX_ABORT_PRIM_INFEAS:           
athos@1458
   381
//     case CPX_ABORT_PRIM_DUAL_INFEAS:      
athos@1542
   382
      return INFINITE;//In case of dual simplex
athos@1542
   383
      //return INFEASIBLE;
athos@1458
   384
//     case CPX_OBJ_LIM:                    
athos@1458
   385
//     case CPX_IT_LIM_FEAS:             
athos@1458
   386
//     case CPX_TIME_LIM_FEAS:                
athos@1458
   387
//     case CPX_NUM_BEST_FEAS:                
athos@1458
   388
//     case CPX_ABORT_FEAS:                  
athos@1458
   389
//     case CPX_ABORT_PRIM_DUAL_FEAS:        
athos@1458
   390
//       return FEASIBLE;
athos@1407
   391
    default:
athos@1407
   392
      return UNDEFINED; //Everything else comes here
athos@1407
   393
      //FIXME error
athos@1407
   394
    }
athos@1407
   395
athos@1458
   396
  }
athos@1407
   397
athos@1458
   398
//9.0-as cplex verzio statusai
athos@1405
   399
// CPX_STAT_ABORT_DUAL_OBJ_LIM
athos@1405
   400
// CPX_STAT_ABORT_IT_LIM
athos@1405
   401
// CPX_STAT_ABORT_OBJ_LIM
athos@1405
   402
// CPX_STAT_ABORT_PRIM_OBJ_LIM
athos@1405
   403
// CPX_STAT_ABORT_TIME_LIM
athos@1405
   404
// CPX_STAT_ABORT_USER
athos@1405
   405
// CPX_STAT_FEASIBLE_RELAXED
athos@1405
   406
// CPX_STAT_INFEASIBLE
athos@1405
   407
// CPX_STAT_INForUNBD
athos@1405
   408
// CPX_STAT_NUM_BEST
athos@1405
   409
// CPX_STAT_OPTIMAL
athos@1405
   410
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED
athos@1405
   411
// CPX_STAT_OPTIMAL_INFEAS
athos@1405
   412
// CPX_STAT_OPTIMAL_RELAXED
athos@1405
   413
// CPX_STAT_UNBOUNDED
athos@1405
   414
athos@1458
   415
  LpCplex::SolutionStatus LpCplex::_getDualStatus()
athos@1458
   416
  {
athos@1508
   417
    int stat = CPXgetstat(env, lp);
athos@1542
   418
    statusSwitch(env,stat);
athos@1458
   419
    switch (stat) {
athos@1458
   420
    case 0:
athos@1458
   421
      return UNDEFINED; //Undefined
athos@1458
   422
    case CPX_OPTIMAL://Optimal
athos@1458
   423
      return OPTIMAL;
athos@1458
   424
    case CPX_UNBOUNDED:
athos@1458
   425
     return INFEASIBLE;
athos@1458
   426
    default:
athos@1458
   427
      return UNDEFINED; //Everything else comes here
athos@1458
   428
      //FIXME error
athos@1458
   429
    }
athos@1473
   430
  }
alpar@1381
   431
athos@1460
   432
  LpCplex::ProblemTypes LpCplex::_getProblemType()
alpar@1381
   433
  {
athos@1508
   434
    int stat = CPXgetstat(env, lp);
athos@1460
   435
    switch (stat) {
athos@1460
   436
    case CPX_OPTIMAL://Optimal
athos@1460
   437
	return PRIMAL_DUAL_FEASIBLE;
athos@1460
   438
    case CPX_UNBOUNDED:
athos@1460
   439
 	return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
athos@1460
   440
// 	return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;
athos@1460
   441
// 	return PRIMAL_DUAL_INFEASIBLE;
athos@1460
   442
athos@1460
   443
//Seems to be that this is all we can say for sure
athos@1460
   444
    default:
athos@1460
   445
	//In all other cases
athos@1460
   446
	return UNKNOWN;
athos@1460
   447
      //FIXME error
athos@1460
   448
    }
athos@1473
   449
  }
alpar@1381
   450
alpar@1381
   451
  void LpCplex::_setMax()
alpar@1381
   452
  {
athos@1508
   453
    CPXchgobjsen(env, lp, CPX_MAX);
alpar@1381
   454
   }
alpar@1381
   455
  void LpCplex::_setMin()
alpar@1381
   456
  {
athos@1508
   457
    CPXchgobjsen(env, lp, CPX_MIN);
alpar@1381
   458
   }
alpar@1381
   459
  
alpar@1381
   460
} //namespace lemon
alpar@1381
   461