lemon/lp_cplex.cc
author deba
Wed, 29 Nov 2006 17:34:29 +0000
changeset 2315 bd09e00b64bb
parent 2218 50f1a780a5ff
child 2328 b4931ae52069
permissions -rw-r--r--
Configuration files for soplex
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/* -*- C++ -*-
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 *
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 * This file is a part of LEMON, a generic C++ optimization library
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 *
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 * Copyright (C) 2003-2006
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 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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 * (Egervary Research Group on Combinatorial Optimization, EGRES).
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 *
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 * Permission to use, modify and distribute this software is granted
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 * provided that this copyright notice appears in all copies. For
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 * precise terms see the accompanying LICENSE file.
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 *
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 * This software is provided "AS IS" with no warranty of any kind,
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 * express or implied, and with no claim as to its suitability for any
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 * purpose.
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 *
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 */
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#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 Untested
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    int storespace;
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    CPXgetcolname(env, lp, 0, 0, 0, &storespace, col, col);
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    storespace *= -1;
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    char buf[storespace];
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    char *names[1];
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    int dontcare;
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    ///\bug return code unchecked for error
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    CPXgetcolname(env, lp, names, buf, storespace, &dontcare, col, col);
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    name = names[0];
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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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    char *names[1];
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    names[0] = const_cast<char*>(name.c_str());
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    ///\bug return code unchecked for error
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    CPXchgcolname(env, lp, 1, &col, names);    
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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, LpRowIterator b, LpRowIterator e)
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  {
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    std::vector<int> indices;
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    std::vector<int> rowlist;
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    std::vector<Value> values;
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    for(LpRowIterator it=b; it!=e; ++it) {
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      indices.push_back(it->first);
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      values.push_back(it->second);
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      rowlist.push_back(i);
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    }
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    status = CPXchgcoeflist(env, lp, values.size(), 
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			    &rowlist[0], &indices[0], &values[0]); 
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  }
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  void LpCplex::_setColCoeffs(int i, LpColIterator b, LpColIterator e)
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  {
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    std::vector<int> indices;
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    std::vector<int> collist;
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    std::vector<Value> values;
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    for(LpColIterator it=b; it!=e; ++it) {
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      indices.push_back(it->first);
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      values.push_back(it->second);
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      collist.push_back(i);
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    }
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    status = CPXchgcoeflist(env, lp, values.size(), 
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			    &indices[0], &collist[0], &values[0]); 
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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 CPX_VERSION >= 800
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    if (status)
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    {
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      return UNSOLVED;
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    }
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    else
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    {
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      switch (CPXgetstat(env, lp))
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      {
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        case CPX_STAT_OPTIMAL:
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        case CPX_STAT_INFEASIBLE:
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        case CPX_STAT_UNBOUNDED:
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          return SOLVED;
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        default:
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          return UNSOLVED;
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      }
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    }
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#else
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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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#endif
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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  
athos@1458
   371
// 	 Aborted in barrier, primal and dual infeasible  
athos@1458
   372
// 17  	CPX_ABORT_PRIM_DUAL_FEAS  
athos@1458
   373
// 	 Aborted in barrier, primal and dual feasible  
athos@1458
   374
// 18  	CPX_ABORT_CROSSOVER  
athos@1458
   375
// 	 Aborted in crossover  
athos@1458
   376
// 19  	CPX_INForUNBD  
athos@1458
   377
// 	 Infeasible or unbounded  
athos@1458
   378
// 20   CPX_PIVOT
athos@1458
   379
//       User pivot used
athos@1458
   380
//
athos@1407
   381
//     Ezeket hova tegyem:
athos@1407
   382
// ??case CPX_ABORT_DUAL_INFEAS           
athos@1407
   383
// ??case CPX_ABORT_CROSSOVER             
athos@1407
   384
// ??case CPX_INForUNBD                   
athos@1542
   385
// ??case CPX_PIVOT              
athos@1542
   386
         
athos@1542
   387
//Some more interesting stuff:
athos@1542
   388
athos@1542
   389
// CPX_PARAM_LPMETHOD  1062  int  LPMETHOD
athos@1542
   390
// 0 Automatic 
athos@1542
   391
// 1 Primal Simplex 
athos@1542
   392
// 2 Dual Simplex 
athos@1542
   393
// 3 Network Simplex 
athos@1542
   394
// 4 Standard Barrier 
athos@1542
   395
// Default: 0 
athos@1542
   396
// Description: Method for linear optimization. 
athos@1542
   397
// 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 
athos@1542
   398
  //Hulye cplex
athos@1542
   399
  void statusSwitch(CPXENVptr env,int& stat){
ladanyi@2168
   400
#if CPX_VERSION < 900
athos@1542
   401
    int lpmethod;
athos@1542
   402
    CPXgetintparam (env,CPX_PARAM_LPMETHOD,&lpmethod);
athos@1542
   403
    if (lpmethod==2){
athos@1542
   404
      if (stat==CPX_UNBOUNDED){
athos@1542
   405
	stat=CPX_INFEASIBLE;
athos@1542
   406
      }
athos@1542
   407
      else{
athos@1542
   408
	if (stat==CPX_INFEASIBLE)
athos@1542
   409
	  stat=CPX_UNBOUNDED;
athos@1542
   410
      }
athos@1542
   411
    }
ladanyi@2168
   412
#endif
athos@1542
   413
  }
athos@1407
   414
athos@1458
   415
  LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
athos@1458
   416
  {
athos@2218
   417
    //Unboundedness not treated well: the following is from cplex 9.0 doc
athos@2218
   418
    // About Unboundedness
athos@2218
   419
athos@2218
   420
    // The treatment of models that are unbounded involves a few
athos@2218
   421
    // subtleties. Specifically, a declaration of unboundedness means that
athos@2218
   422
    // ILOG CPLEX has determined that the model has an unbounded
athos@2218
   423
    // ray. Given any feasible solution x with objective z, a multiple of
athos@2218
   424
    // the unbounded ray can be added to x to give a feasible solution
athos@2218
   425
    // with objective z-1 (or z+1 for maximization models). Thus, if a
athos@2218
   426
    // feasible solution exists, then the optimal objective is
athos@2218
   427
    // unbounded. Note that ILOG CPLEX has not necessarily concluded that
athos@2218
   428
    // a feasible solution exists. Users can call the routine CPXsolninfo
athos@2218
   429
    // to determine whether ILOG CPLEX has also concluded that the model
athos@2218
   430
    // has a feasible solution.
athos@2218
   431
athos@1508
   432
    int stat = CPXgetstat(env, lp);
athos@2218
   433
#if CPX_VERSION >= 800
ladanyi@2168
   434
    switch (stat)
ladanyi@2168
   435
    {
ladanyi@2168
   436
      case CPX_STAT_OPTIMAL:
ladanyi@2168
   437
        return OPTIMAL;
ladanyi@2168
   438
      case CPX_STAT_UNBOUNDED:
ladanyi@2168
   439
        return INFINITE;
ladanyi@2168
   440
      case CPX_STAT_INFEASIBLE:
ladanyi@2168
   441
        return INFEASIBLE;
ladanyi@2168
   442
      default:
ladanyi@2168
   443
        return UNDEFINED;
ladanyi@2168
   444
    }
ladanyi@2168
   445
#else
athos@1542
   446
    statusSwitch(env,stat);
athos@1542
   447
    //CPXgetstat(env, lp);
athos@1508
   448
    //printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL);
athos@1407
   449
    switch (stat) {
athos@1407
   450
    case 0:
athos@1407
   451
      return UNDEFINED; //Undefined
athos@1407
   452
    case CPX_OPTIMAL://Optimal
athos@1407
   453
      return OPTIMAL;
athos@1407
   454
    case CPX_UNBOUNDED://Unbounded
athos@1542
   455
      return INFEASIBLE;//In case of dual simplex
athos@1542
   456
      //return INFINITE;
athos@1407
   457
    case CPX_INFEASIBLE://Infeasible 
athos@1458
   458
 //    case CPX_IT_LIM_INFEAS:
athos@1458
   459
//     case CPX_TIME_LIM_INFEAS:
athos@1458
   460
//     case CPX_NUM_BEST_INFEAS:             
athos@1458
   461
//     case CPX_OPTIMAL_INFEAS:              
athos@1458
   462
//     case CPX_ABORT_INFEAS:                
athos@1458
   463
//     case CPX_ABORT_PRIM_INFEAS:           
athos@1458
   464
//     case CPX_ABORT_PRIM_DUAL_INFEAS:      
athos@1542
   465
      return INFINITE;//In case of dual simplex
athos@1542
   466
      //return INFEASIBLE;
athos@1458
   467
//     case CPX_OBJ_LIM:                    
athos@1458
   468
//     case CPX_IT_LIM_FEAS:             
athos@1458
   469
//     case CPX_TIME_LIM_FEAS:                
athos@1458
   470
//     case CPX_NUM_BEST_FEAS:                
athos@1458
   471
//     case CPX_ABORT_FEAS:                  
athos@1458
   472
//     case CPX_ABORT_PRIM_DUAL_FEAS:        
athos@1458
   473
//       return FEASIBLE;
athos@1407
   474
    default:
athos@1407
   475
      return UNDEFINED; //Everything else comes here
athos@1407
   476
      //FIXME error
athos@1407
   477
    }
ladanyi@2168
   478
#endif
athos@1458
   479
  }
athos@1407
   480
athos@1458
   481
//9.0-as cplex verzio statusai
athos@1405
   482
// CPX_STAT_ABORT_DUAL_OBJ_LIM
athos@1405
   483
// CPX_STAT_ABORT_IT_LIM
athos@1405
   484
// CPX_STAT_ABORT_OBJ_LIM
athos@1405
   485
// CPX_STAT_ABORT_PRIM_OBJ_LIM
athos@1405
   486
// CPX_STAT_ABORT_TIME_LIM
athos@1405
   487
// CPX_STAT_ABORT_USER
athos@1405
   488
// CPX_STAT_FEASIBLE_RELAXED
athos@1405
   489
// CPX_STAT_INFEASIBLE
athos@1405
   490
// CPX_STAT_INForUNBD
athos@1405
   491
// CPX_STAT_NUM_BEST
athos@1405
   492
// CPX_STAT_OPTIMAL
athos@1405
   493
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED
athos@1405
   494
// CPX_STAT_OPTIMAL_INFEAS
athos@1405
   495
// CPX_STAT_OPTIMAL_RELAXED
athos@1405
   496
// CPX_STAT_UNBOUNDED
athos@1405
   497
athos@1458
   498
  LpCplex::SolutionStatus LpCplex::_getDualStatus()
athos@1458
   499
  {
athos@1508
   500
    int stat = CPXgetstat(env, lp);
athos@2218
   501
#if CPX_VERSION >= 800
ladanyi@2168
   502
    switch (stat)
ladanyi@2168
   503
    {
ladanyi@2168
   504
      case CPX_STAT_OPTIMAL:
ladanyi@2168
   505
        return OPTIMAL;
ladanyi@2168
   506
      case CPX_STAT_UNBOUNDED:
ladanyi@2168
   507
        return INFEASIBLE;
ladanyi@2168
   508
      default:
ladanyi@2168
   509
        return UNDEFINED;
ladanyi@2168
   510
    }
ladanyi@2168
   511
#else
athos@1542
   512
    statusSwitch(env,stat);
athos@1458
   513
    switch (stat) {
athos@1458
   514
    case 0:
athos@1458
   515
      return UNDEFINED; //Undefined
athos@1458
   516
    case CPX_OPTIMAL://Optimal
athos@1458
   517
      return OPTIMAL;
athos@1458
   518
    case CPX_UNBOUNDED:
athos@1458
   519
     return INFEASIBLE;
athos@1458
   520
    default:
athos@1458
   521
      return UNDEFINED; //Everything else comes here
athos@1458
   522
      //FIXME error
athos@1458
   523
    }
ladanyi@2168
   524
#endif
athos@1473
   525
  }
alpar@1381
   526
athos@1460
   527
  LpCplex::ProblemTypes LpCplex::_getProblemType()
alpar@1381
   528
  {
athos@1508
   529
    int stat = CPXgetstat(env, lp);
athos@2218
   530
#if CPX_VERSION >= 800
ladanyi@2168
   531
    switch (stat)
ladanyi@2168
   532
    {
ladanyi@2168
   533
      case CPX_STAT_OPTIMAL:
ladanyi@2168
   534
	return PRIMAL_DUAL_FEASIBLE;
ladanyi@2168
   535
      case CPX_STAT_UNBOUNDED:
ladanyi@2168
   536
 	return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
ladanyi@2168
   537
      default:
ladanyi@2168
   538
        return UNKNOWN;
ladanyi@2168
   539
    }
ladanyi@2168
   540
#else
athos@1460
   541
    switch (stat) {
athos@1460
   542
    case CPX_OPTIMAL://Optimal
athos@1460
   543
	return PRIMAL_DUAL_FEASIBLE;
athos@1460
   544
    case CPX_UNBOUNDED:
athos@1460
   545
 	return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
athos@1460
   546
// 	return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;
athos@1460
   547
// 	return PRIMAL_DUAL_INFEASIBLE;
athos@1460
   548
athos@1460
   549
//Seems to be that this is all we can say for sure
athos@1460
   550
    default:
athos@1460
   551
	//In all other cases
athos@1460
   552
	return UNKNOWN;
athos@1460
   553
      //FIXME error
athos@1460
   554
    }
ladanyi@2168
   555
#endif
athos@1473
   556
  }
alpar@1381
   557
alpar@1381
   558
  void LpCplex::_setMax()
alpar@1381
   559
  {
athos@1508
   560
    CPXchgobjsen(env, lp, CPX_MAX);
alpar@1381
   561
   }
alpar@1381
   562
  void LpCplex::_setMin()
alpar@1381
   563
  {
athos@1508
   564
    CPXchgobjsen(env, lp, CPX_MIN);
alpar@1381
   565
   }
alpar@1381
   566
  
alpar@1381
   567
} //namespace lemon
alpar@1381
   568