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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* 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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* purpose.
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*
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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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///\file
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alpar@1381
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///\brief Implementation of the LEMON-CPLEX lp solver interface.
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namespace lemon {
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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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}
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LpCplex::~LpCplex() {
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athos@1436
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CPXfreeprob(env,&lp);
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CPXcloseCPLEX(&env);
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}
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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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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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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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athos@1436
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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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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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///\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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alpar@1381
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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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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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}
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alpar@1381
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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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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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void LpCplex::_setColLowerBound(int i, Value value)
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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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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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alpar@1381
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void LpCplex::_setColUpperBound(int i, Value value)
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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]='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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}
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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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alpar@1381
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//Bad parameter
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if (lb==INF || ub==-INF) {
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alpar@1381
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//FIXME error
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}
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athos@1405
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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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if (lb==-INF){
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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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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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athos@1405
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// 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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// //Not implemented, obsolete
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athos@1405
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// }
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athos@1405
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// void LpCplex::_setRowUpperBound(int i, Value value)
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athos@1405
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// {
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athos@1405
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// //Not implemented, obsolete
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athos@1405
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// // //TODO Ezt kell meg megirni
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athos@1405
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// // //type of the problem
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athos@1405
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// // char sense[1];
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athos@1405
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// // 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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// // status = CPXgetrhs (env, lp, rhs, i, i);
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athos@1405
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// // switch (sense[0]) {
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athos@1405
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// // case 'L'://<= constraint
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// // break;
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athos@1405
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// // case 'E'://= constraint
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athos@1405
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// // break;
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athos@1405
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// // case 'G'://>= constraint
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athos@1405
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// // break;
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athos@1405
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// // case 'R'://ranged constraint
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athos@1405
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// // break;
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athos@1405
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// // default: ;
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athos@1405
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// // //FIXME error
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// // }
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athos@1405
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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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alpar@1381
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CPXchgcoef (env, lp, -1, i, 0);
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}
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alpar@1381
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}
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athos@1458
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// The routine returns zero unless an error occurred during the
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athos@1458
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// optimization. Examples of errors include exhausting available
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athos@1458
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// memory (CPXERR_NO_MEMORY) or encountering invalid data in the
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athos@1458
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// CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a
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athos@1458
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// user-specified CPLEX limit, or proving the model infeasible or
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athos@1458
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// unbounded, are not considered errors. Note that a zero return
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athos@1458
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// value does not necessarily mean that a solution exists. Use query
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athos@1458
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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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athos@1458
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//CPX_PARAM_LPMETHOD
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alpar@1381
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status = CPXlpopt (env, lp);
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alpar@1381
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if (status == 0){
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athos@1458
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//We want to exclude some cases
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athos@1458
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switch (CPXgetstat (env, lp)){
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athos@1458
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248 |
case CPX_OBJ_LIM:
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athos@1458
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249 |
case CPX_IT_LIM_FEAS:
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athos@1458
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250 |
case CPX_IT_LIM_INFEAS:
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athos@1458
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case CPX_TIME_LIM_FEAS:
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athos@1458
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252 |
case CPX_TIME_LIM_INFEAS:
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athos@1458
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return UNSOLVED;
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athos@1458
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254 |
default:
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athos@1458
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return SOLVED;
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athos@1458
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256 |
}
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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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return UNSOLVED;
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alpar@1381
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260 |
}
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alpar@1381
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261 |
}
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alpar@1381
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262 |
|
athos@1460
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263 |
LpCplex::Value LpCplex::_getPrimal(int i)
|
athos@1460
|
264 |
{
|
athos@1460
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265 |
Value x;
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athos@1460
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266 |
CPXgetx (env, lp, &x, i, i);
|
athos@1460
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267 |
return x;
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athos@1460
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}
|
athos@1460
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269 |
|
athos@1460
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270 |
LpCplex::Value LpCplex::_getPrimalValue()
|
athos@1460
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271 |
{
|
athos@1460
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272 |
Value objval;
|
athos@1460
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273 |
//method = CPXgetmethod (env, lp);
|
athos@1460
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274 |
status = CPXgetobjval (env, lp, &objval);
|
athos@1460
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275 |
return objval;
|
athos@1460
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276 |
}
|
athos@1460
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277 |
|
athos@1407
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278 |
|
athos@1458
|
279 |
//7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!)
|
athos@1458
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280 |
// 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.
|
athos@1458
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281 |
|
athos@1458
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282 |
// For Simplex, Barrier
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athos@1458
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// 1 CPX_OPTIMAL
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athos@1458
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284 |
// Optimal solution found
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athos@1458
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285 |
// 2 CPX_INFEASIBLE
|
athos@1458
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286 |
// Problem infeasible
|
athos@1458
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287 |
// 3 CPX_UNBOUNDED
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athos@1458
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288 |
// Problem unbounded
|
athos@1458
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289 |
// 4 CPX_OBJ_LIM
|
athos@1458
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290 |
// Objective limit exceeded in Phase II
|
athos@1458
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291 |
// 5 CPX_IT_LIM_FEAS
|
athos@1458
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292 |
// Iteration limit exceeded in Phase II
|
athos@1458
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293 |
// 6 CPX_IT_LIM_INFEAS
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athos@1458
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294 |
// Iteration limit exceeded in Phase I
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athos@1458
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295 |
// 7 CPX_TIME_LIM_FEAS
|
athos@1458
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296 |
// Time limit exceeded in Phase II
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athos@1458
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297 |
// 8 CPX_TIME_LIM_INFEAS
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athos@1458
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298 |
// Time limit exceeded in Phase I
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athos@1458
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299 |
// 9 CPX_NUM_BEST_FEAS
|
athos@1458
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300 |
// Problem non-optimal, singularities in Phase II
|
athos@1458
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301 |
// 10 CPX_NUM_BEST_INFEAS
|
athos@1458
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302 |
// Problem non-optimal, singularities in Phase I
|
athos@1458
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303 |
// 11 CPX_OPTIMAL_INFEAS
|
athos@1458
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304 |
// Optimal solution found, unscaled infeasibilities
|
athos@1458
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305 |
// 12 CPX_ABORT_FEAS
|
athos@1458
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306 |
// Aborted in Phase II
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athos@1458
|
307 |
// 13 CPX_ABORT_INFEAS
|
athos@1458
|
308 |
// Aborted in Phase I
|
athos@1458
|
309 |
// 14 CPX_ABORT_DUAL_INFEAS
|
athos@1458
|
310 |
// Aborted in barrier, dual infeasible
|
athos@1458
|
311 |
// 15 CPX_ABORT_PRIM_INFEAS
|
athos@1458
|
312 |
// Aborted in barrier, primal infeasible
|
athos@1458
|
313 |
// 16 CPX_ABORT_PRIM_DUAL_INFEAS
|
athos@1458
|
314 |
// Aborted in barrier, primal and dual infeasible
|
athos@1458
|
315 |
// 17 CPX_ABORT_PRIM_DUAL_FEAS
|
athos@1458
|
316 |
// Aborted in barrier, primal and dual feasible
|
athos@1458
|
317 |
// 18 CPX_ABORT_CROSSOVER
|
athos@1458
|
318 |
// Aborted in crossover
|
athos@1458
|
319 |
// 19 CPX_INForUNBD
|
athos@1458
|
320 |
// Infeasible or unbounded
|
athos@1458
|
321 |
// 20 CPX_PIVOT
|
athos@1458
|
322 |
// User pivot used
|
athos@1458
|
323 |
//
|
athos@1407
|
324 |
// Ezeket hova tegyem:
|
athos@1407
|
325 |
// ??case CPX_ABORT_DUAL_INFEAS
|
athos@1407
|
326 |
// ??case CPX_ABORT_CROSSOVER
|
athos@1407
|
327 |
// ??case CPX_INForUNBD
|
athos@1407
|
328 |
// ??case CPX_PIVOT
|
athos@1407
|
329 |
|
athos@1458
|
330 |
LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
|
athos@1458
|
331 |
{
|
athos@1407
|
332 |
int stat = CPXgetstat (env, lp);
|
athos@1407
|
333 |
switch (stat) {
|
athos@1407
|
334 |
case 0:
|
athos@1407
|
335 |
return UNDEFINED; //Undefined
|
athos@1407
|
336 |
case CPX_OPTIMAL://Optimal
|
athos@1407
|
337 |
return OPTIMAL;
|
athos@1407
|
338 |
case CPX_UNBOUNDED://Unbounded
|
athos@1407
|
339 |
return INFINITE;
|
athos@1407
|
340 |
case CPX_INFEASIBLE://Infeasible
|
athos@1458
|
341 |
// case CPX_IT_LIM_INFEAS:
|
athos@1458
|
342 |
// case CPX_TIME_LIM_INFEAS:
|
athos@1458
|
343 |
// case CPX_NUM_BEST_INFEAS:
|
athos@1458
|
344 |
// case CPX_OPTIMAL_INFEAS:
|
athos@1458
|
345 |
// case CPX_ABORT_INFEAS:
|
athos@1458
|
346 |
// case CPX_ABORT_PRIM_INFEAS:
|
athos@1458
|
347 |
// case CPX_ABORT_PRIM_DUAL_INFEAS:
|
athos@1407
|
348 |
return INFEASIBLE;
|
athos@1458
|
349 |
// case CPX_OBJ_LIM:
|
athos@1458
|
350 |
// case CPX_IT_LIM_FEAS:
|
athos@1458
|
351 |
// case CPX_TIME_LIM_FEAS:
|
athos@1458
|
352 |
// case CPX_NUM_BEST_FEAS:
|
athos@1458
|
353 |
// case CPX_ABORT_FEAS:
|
athos@1458
|
354 |
// case CPX_ABORT_PRIM_DUAL_FEAS:
|
athos@1458
|
355 |
// return FEASIBLE;
|
athos@1407
|
356 |
default:
|
athos@1407
|
357 |
return UNDEFINED; //Everything else comes here
|
athos@1407
|
358 |
//FIXME error
|
athos@1407
|
359 |
}
|
athos@1407
|
360 |
|
athos@1458
|
361 |
}
|
athos@1407
|
362 |
|
athos@1458
|
363 |
//9.0-as cplex verzio statusai
|
athos@1405
|
364 |
// CPX_STAT_ABORT_DUAL_OBJ_LIM
|
athos@1405
|
365 |
// CPX_STAT_ABORT_IT_LIM
|
athos@1405
|
366 |
// CPX_STAT_ABORT_OBJ_LIM
|
athos@1405
|
367 |
// CPX_STAT_ABORT_PRIM_OBJ_LIM
|
athos@1405
|
368 |
// CPX_STAT_ABORT_TIME_LIM
|
athos@1405
|
369 |
// CPX_STAT_ABORT_USER
|
athos@1405
|
370 |
// CPX_STAT_FEASIBLE_RELAXED
|
athos@1405
|
371 |
// CPX_STAT_INFEASIBLE
|
athos@1405
|
372 |
// CPX_STAT_INForUNBD
|
athos@1405
|
373 |
// CPX_STAT_NUM_BEST
|
athos@1405
|
374 |
// CPX_STAT_OPTIMAL
|
athos@1405
|
375 |
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED
|
athos@1405
|
376 |
// CPX_STAT_OPTIMAL_INFEAS
|
athos@1405
|
377 |
// CPX_STAT_OPTIMAL_RELAXED
|
athos@1405
|
378 |
// CPX_STAT_UNBOUNDED
|
athos@1405
|
379 |
|
athos@1458
|
380 |
LpCplex::SolutionStatus LpCplex::_getDualStatus()
|
athos@1458
|
381 |
{
|
athos@1458
|
382 |
int stat = CPXgetstat (env, lp);
|
athos@1458
|
383 |
switch (stat) {
|
athos@1458
|
384 |
case 0:
|
athos@1458
|
385 |
return UNDEFINED; //Undefined
|
athos@1458
|
386 |
case CPX_OPTIMAL://Optimal
|
athos@1458
|
387 |
return OPTIMAL;
|
athos@1458
|
388 |
case CPX_UNBOUNDED:
|
athos@1458
|
389 |
return INFEASIBLE;
|
athos@1458
|
390 |
default:
|
athos@1458
|
391 |
return UNDEFINED; //Everything else comes here
|
athos@1458
|
392 |
//FIXME error
|
athos@1458
|
393 |
}
|
alpar@1381
|
394 |
|
athos@1460
|
395 |
|
athos@1460
|
396 |
LpCplex::ProblemTypes LpCplex::_getProblemType()
|
alpar@1381
|
397 |
{
|
athos@1460
|
398 |
int stat = CPXgetstat (env, lp);
|
athos@1460
|
399 |
switch (stat) {
|
athos@1460
|
400 |
case CPX_OPTIMAL://Optimal
|
athos@1460
|
401 |
return PRIMAL_DUAL_FEASIBLE;
|
athos@1460
|
402 |
case CPX_UNBOUNDED:
|
athos@1460
|
403 |
return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
|
athos@1460
|
404 |
// return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;
|
athos@1460
|
405 |
// return PRIMAL_DUAL_INFEASIBLE;
|
athos@1460
|
406 |
|
athos@1460
|
407 |
//Seems to be that this is all we can say for sure
|
athos@1460
|
408 |
default:
|
athos@1460
|
409 |
//In all other cases
|
athos@1460
|
410 |
return UNKNOWN;
|
athos@1460
|
411 |
//FIXME error
|
athos@1460
|
412 |
}
|
alpar@1381
|
413 |
|
alpar@1381
|
414 |
|
alpar@1381
|
415 |
void LpCplex::_setMax()
|
alpar@1381
|
416 |
{
|
alpar@1381
|
417 |
CPXchgobjsen (env, lp, CPX_MAX);
|
alpar@1381
|
418 |
}
|
alpar@1381
|
419 |
void LpCplex::_setMin()
|
alpar@1381
|
420 |
{
|
alpar@1381
|
421 |
CPXchgobjsen (env, lp, CPX_MIN);
|
alpar@1381
|
422 |
}
|
alpar@1381
|
423 |
|
alpar@1381
|
424 |
} //namespace lemon
|
alpar@1381
|
425 |
|