athos@1261
|
1 |
/* -*- C++ -*-
|
athos@1261
|
2 |
* src/lemon/lp_glpk.cc - Part of LEMON, a generic C++ optimization library
|
athos@1261
|
3 |
*
|
athos@1261
|
4 |
* Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
|
alpar@1359
|
5 |
* (Egervary Research Group on Combinatorial Optimization, EGRES).
|
athos@1261
|
6 |
*
|
athos@1261
|
7 |
* Permission to use, modify and distribute this software is granted
|
athos@1261
|
8 |
* provided that this copyright notice appears in all copies. For
|
athos@1261
|
9 |
* precise terms see the accompanying LICENSE file.
|
athos@1261
|
10 |
*
|
athos@1261
|
11 |
* This software is provided "AS IS" with no warranty of any kind,
|
athos@1261
|
12 |
* express or implied, and with no claim as to its suitability for any
|
athos@1261
|
13 |
* purpose.
|
athos@1261
|
14 |
*
|
athos@1261
|
15 |
*/
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athos@1261
|
16 |
|
athos@1261
|
17 |
#ifndef LEMON_LP_GLPK_CC
|
athos@1261
|
18 |
#define LEMON_LP_GLPK_CC
|
athos@1261
|
19 |
|
athos@1261
|
20 |
///\file
|
athos@1261
|
21 |
///\brief Implementation of the LEMON-GLPK lp solver interface.
|
athos@1261
|
22 |
|
ladanyi@1305
|
23 |
#include <lemon/lp_glpk.h>
|
athos@1261
|
24 |
|
athos@1261
|
25 |
namespace lemon {
|
athos@1261
|
26 |
|
alpar@1364
|
27 |
///\e
|
alpar@1364
|
28 |
|
alpar@1364
|
29 |
///\bug Unimplemented!
|
alpar@1364
|
30 |
///
|
alpar@1364
|
31 |
LpSolverBase &LpGlpk::_newLp()
|
alpar@1364
|
32 |
{
|
alpar@1368
|
33 |
LpSolverBase *tmp=0;
|
alpar@1368
|
34 |
return *tmp;
|
alpar@1364
|
35 |
}
|
alpar@1364
|
36 |
|
alpar@1364
|
37 |
///\e
|
alpar@1364
|
38 |
|
alpar@1364
|
39 |
///\bug Unimplemented!
|
alpar@1364
|
40 |
///
|
alpar@1364
|
41 |
LpSolverBase &LpGlpk::_copyLp()
|
alpar@1364
|
42 |
{
|
alpar@1368
|
43 |
LpSolverBase *tmp=0;
|
alpar@1368
|
44 |
return *tmp;
|
alpar@1364
|
45 |
}
|
alpar@1364
|
46 |
|
alpar@1321
|
47 |
LpGlpk::LpGlpk() : Parent(),
|
alpar@1321
|
48 |
lp(lpx_create_prob()) {
|
alpar@1321
|
49 |
///\todo constrol function for this:
|
alpar@1321
|
50 |
lpx_set_int_parm(lp, LPX_K_DUAL, 1);
|
alpar@1321
|
51 |
messageLevel(0);
|
alpar@1321
|
52 |
}
|
alpar@1321
|
53 |
|
alpar@1321
|
54 |
LpGlpk::~LpGlpk() {
|
alpar@1321
|
55 |
lpx_delete_prob(lp);
|
alpar@1321
|
56 |
}
|
alpar@1321
|
57 |
|
alpar@1321
|
58 |
int LpGlpk::_addCol() {
|
alpar@1321
|
59 |
int i=lpx_add_cols(lp, 1);
|
alpar@1321
|
60 |
_setColLowerBound(i, -INF);
|
alpar@1321
|
61 |
_setColUpperBound(i, INF);
|
alpar@1321
|
62 |
return i;
|
alpar@1321
|
63 |
}
|
alpar@1321
|
64 |
|
alpar@1321
|
65 |
int LpGlpk::_addRow() {
|
alpar@1321
|
66 |
int i=lpx_add_rows(lp, 1);
|
alpar@1321
|
67 |
return i;
|
alpar@1321
|
68 |
}
|
alpar@1321
|
69 |
|
alpar@1321
|
70 |
|
alpar@1321
|
71 |
void LpGlpk::_setRowCoeffs(int i,
|
alpar@1321
|
72 |
int length,
|
alpar@1321
|
73 |
const int * indices,
|
alpar@1321
|
74 |
const Value * values )
|
alpar@1321
|
75 |
{
|
alpar@1321
|
76 |
lpx_set_mat_row(lp, i, length,
|
alpar@1321
|
77 |
const_cast<int * >(indices) ,
|
alpar@1321
|
78 |
const_cast<Value * >(values));
|
alpar@1321
|
79 |
}
|
alpar@1321
|
80 |
|
alpar@1321
|
81 |
void LpGlpk::_setColCoeffs(int i,
|
alpar@1321
|
82 |
int length,
|
alpar@1321
|
83 |
const int * indices,
|
alpar@1321
|
84 |
const Value * values)
|
alpar@1321
|
85 |
{
|
alpar@1321
|
86 |
lpx_set_mat_col(lp, i, length,
|
alpar@1321
|
87 |
const_cast<int * >(indices),
|
alpar@1321
|
88 |
const_cast<Value * >(values));
|
alpar@1321
|
89 |
}
|
alpar@1321
|
90 |
|
alpar@1321
|
91 |
void LpGlpk::_setColLowerBound(int i, Value lo)
|
alpar@1321
|
92 |
{
|
alpar@1321
|
93 |
if (lo==INF) {
|
alpar@1321
|
94 |
//FIXME error
|
alpar@1321
|
95 |
}
|
alpar@1321
|
96 |
int b=lpx_get_col_type(lp, i);
|
alpar@1321
|
97 |
double up=lpx_get_col_ub(lp, i);
|
alpar@1321
|
98 |
if (lo==-INF) {
|
alpar@1321
|
99 |
switch (b) {
|
alpar@1321
|
100 |
case LPX_FR:
|
alpar@1321
|
101 |
case LPX_LO:
|
alpar@1321
|
102 |
lpx_set_col_bnds(lp, i, LPX_FR, lo, up);
|
alpar@1321
|
103 |
break;
|
alpar@1321
|
104 |
case LPX_UP:
|
alpar@1321
|
105 |
break;
|
alpar@1321
|
106 |
case LPX_DB:
|
alpar@1321
|
107 |
case LPX_FX:
|
alpar@1321
|
108 |
lpx_set_col_bnds(lp, i, LPX_UP, lo, up);
|
alpar@1321
|
109 |
break;
|
alpar@1321
|
110 |
default: ;
|
alpar@1321
|
111 |
//FIXME error
|
alpar@1321
|
112 |
}
|
alpar@1321
|
113 |
} else {
|
alpar@1321
|
114 |
switch (b) {
|
alpar@1321
|
115 |
case LPX_FR:
|
alpar@1321
|
116 |
case LPX_LO:
|
alpar@1321
|
117 |
lpx_set_col_bnds(lp, i, LPX_LO, lo, up);
|
alpar@1321
|
118 |
break;
|
alpar@1321
|
119 |
case LPX_UP:
|
alpar@1321
|
120 |
case LPX_DB:
|
alpar@1321
|
121 |
case LPX_FX:
|
alpar@1321
|
122 |
if (lo==up)
|
alpar@1321
|
123 |
lpx_set_col_bnds(lp, i, LPX_FX, lo, up);
|
alpar@1321
|
124 |
else
|
alpar@1321
|
125 |
lpx_set_col_bnds(lp, i, LPX_DB, lo, up);
|
alpar@1321
|
126 |
break;
|
alpar@1321
|
127 |
default: ;
|
alpar@1321
|
128 |
//FIXME error
|
alpar@1321
|
129 |
}
|
athos@1261
|
130 |
}
|
athos@1261
|
131 |
|
alpar@1321
|
132 |
}
|
alpar@1321
|
133 |
|
alpar@1321
|
134 |
void LpGlpk::_setColUpperBound(int i, Value up)
|
alpar@1321
|
135 |
{
|
alpar@1321
|
136 |
if (up==-INF) {
|
alpar@1321
|
137 |
//FIXME error
|
athos@1261
|
138 |
}
|
alpar@1321
|
139 |
int b=lpx_get_col_type(lp, i);
|
alpar@1321
|
140 |
double lo=lpx_get_col_lb(lp, i);
|
alpar@1321
|
141 |
if (up==INF) {
|
alpar@1321
|
142 |
switch (b) {
|
alpar@1321
|
143 |
case LPX_FR:
|
alpar@1321
|
144 |
case LPX_LO:
|
alpar@1321
|
145 |
break;
|
alpar@1321
|
146 |
case LPX_UP:
|
alpar@1321
|
147 |
lpx_set_col_bnds(lp, i, LPX_FR, lo, up);
|
alpar@1321
|
148 |
break;
|
alpar@1321
|
149 |
case LPX_DB:
|
alpar@1321
|
150 |
case LPX_FX:
|
alpar@1321
|
151 |
lpx_set_col_bnds(lp, i, LPX_LO, lo, up);
|
alpar@1321
|
152 |
break;
|
alpar@1321
|
153 |
default: ;
|
athos@1261
|
154 |
//FIXME error
|
athos@1261
|
155 |
}
|
alpar@1321
|
156 |
} else {
|
alpar@1321
|
157 |
switch (b) {
|
alpar@1321
|
158 |
case LPX_FR:
|
alpar@1321
|
159 |
lpx_set_col_bnds(lp, i, LPX_UP, lo, up);
|
alpar@1321
|
160 |
break;
|
alpar@1321
|
161 |
case LPX_UP:
|
alpar@1321
|
162 |
lpx_set_col_bnds(lp, i, LPX_UP, lo, up);
|
alpar@1321
|
163 |
break;
|
alpar@1321
|
164 |
case LPX_LO:
|
alpar@1321
|
165 |
case LPX_DB:
|
alpar@1321
|
166 |
case LPX_FX:
|
alpar@1321
|
167 |
if (lo==up)
|
alpar@1321
|
168 |
lpx_set_col_bnds(lp, i, LPX_FX, lo, up);
|
alpar@1321
|
169 |
else
|
alpar@1321
|
170 |
lpx_set_col_bnds(lp, i, LPX_DB, lo, up);
|
alpar@1321
|
171 |
break;
|
alpar@1321
|
172 |
default: ;
|
athos@1261
|
173 |
//FIXME error
|
athos@1261
|
174 |
}
|
alpar@1321
|
175 |
}
|
alpar@1321
|
176 |
}
|
alpar@1321
|
177 |
|
athos@1405
|
178 |
// void LpGlpk::_setRowLowerBound(int i, Value lo)
|
athos@1405
|
179 |
// {
|
athos@1405
|
180 |
// if (lo==INF) {
|
athos@1405
|
181 |
// //FIXME error
|
athos@1405
|
182 |
// }
|
athos@1405
|
183 |
// int b=lpx_get_row_type(lp, i);
|
athos@1405
|
184 |
// double up=lpx_get_row_ub(lp, i);
|
athos@1405
|
185 |
// if (lo==-INF) {
|
athos@1405
|
186 |
// switch (b) {
|
athos@1405
|
187 |
// case LPX_FR:
|
athos@1405
|
188 |
// case LPX_LO:
|
athos@1405
|
189 |
// lpx_set_row_bnds(lp, i, LPX_FR, lo, up);
|
athos@1405
|
190 |
// break;
|
athos@1405
|
191 |
// case LPX_UP:
|
athos@1405
|
192 |
// break;
|
athos@1405
|
193 |
// case LPX_DB:
|
athos@1405
|
194 |
// case LPX_FX:
|
athos@1405
|
195 |
// lpx_set_row_bnds(lp, i, LPX_UP, lo, up);
|
athos@1405
|
196 |
// break;
|
athos@1405
|
197 |
// default: ;
|
athos@1405
|
198 |
// //FIXME error
|
athos@1405
|
199 |
// }
|
athos@1405
|
200 |
// } else {
|
athos@1405
|
201 |
// switch (b) {
|
athos@1405
|
202 |
// case LPX_FR:
|
athos@1405
|
203 |
// case LPX_LO:
|
athos@1405
|
204 |
// lpx_set_row_bnds(lp, i, LPX_LO, lo, up);
|
athos@1405
|
205 |
// break;
|
athos@1405
|
206 |
// case LPX_UP:
|
athos@1405
|
207 |
// case LPX_DB:
|
athos@1405
|
208 |
// case LPX_FX:
|
athos@1405
|
209 |
// if (lo==up)
|
athos@1405
|
210 |
// lpx_set_row_bnds(lp, i, LPX_FX, lo, up);
|
athos@1405
|
211 |
// else
|
athos@1405
|
212 |
// lpx_set_row_bnds(lp, i, LPX_DB, lo, up);
|
athos@1405
|
213 |
// break;
|
athos@1405
|
214 |
// default: ;
|
athos@1405
|
215 |
// //FIXME error
|
athos@1405
|
216 |
// }
|
athos@1405
|
217 |
// }
|
athos@1405
|
218 |
// }
|
athos@1261
|
219 |
|
athos@1405
|
220 |
// void LpGlpk::_setRowUpperBound(int i, Value up)
|
athos@1405
|
221 |
// {
|
athos@1405
|
222 |
// if (up==-INF) {
|
athos@1405
|
223 |
// //FIXME error
|
athos@1405
|
224 |
// }
|
athos@1405
|
225 |
// int b=lpx_get_row_type(lp, i);
|
athos@1405
|
226 |
// double lo=lpx_get_row_lb(lp, i);
|
athos@1405
|
227 |
// if (up==INF) {
|
athos@1405
|
228 |
// switch (b) {
|
athos@1405
|
229 |
// case LPX_FR:
|
athos@1405
|
230 |
// case LPX_LO:
|
athos@1405
|
231 |
// break;
|
athos@1405
|
232 |
// case LPX_UP:
|
athos@1405
|
233 |
// lpx_set_row_bnds(lp, i, LPX_FR, lo, up);
|
athos@1405
|
234 |
// break;
|
athos@1405
|
235 |
// case LPX_DB:
|
athos@1405
|
236 |
// case LPX_FX:
|
athos@1405
|
237 |
// lpx_set_row_bnds(lp, i, LPX_LO, lo, up);
|
athos@1405
|
238 |
// break;
|
athos@1405
|
239 |
// default: ;
|
athos@1405
|
240 |
// //FIXME error
|
athos@1405
|
241 |
// }
|
athos@1405
|
242 |
// } else {
|
athos@1405
|
243 |
// switch (b) {
|
athos@1405
|
244 |
// case LPX_FR:
|
athos@1405
|
245 |
// lpx_set_row_bnds(lp, i, LPX_UP, lo, up);
|
athos@1405
|
246 |
// break;
|
athos@1405
|
247 |
// case LPX_UP:
|
athos@1405
|
248 |
// lpx_set_row_bnds(lp, i, LPX_UP, lo, up);
|
athos@1405
|
249 |
// break;
|
athos@1405
|
250 |
// case LPX_LO:
|
athos@1405
|
251 |
// case LPX_DB:
|
athos@1405
|
252 |
// case LPX_FX:
|
athos@1405
|
253 |
// if (lo==up)
|
athos@1405
|
254 |
// lpx_set_row_bnds(lp, i, LPX_FX, lo, up);
|
athos@1405
|
255 |
// else
|
athos@1405
|
256 |
// lpx_set_row_bnds(lp, i, LPX_DB, lo, up);
|
athos@1405
|
257 |
// break;
|
athos@1405
|
258 |
// default: ;
|
athos@1405
|
259 |
// //FIXME error
|
athos@1405
|
260 |
// }
|
athos@1405
|
261 |
// }
|
athos@1405
|
262 |
// }
|
athos@1379
|
263 |
|
athos@1379
|
264 |
void LpGlpk::_setRowBounds(int i, Value lb, Value ub)
|
athos@1379
|
265 |
{
|
athos@1379
|
266 |
//Bad parameter
|
athos@1379
|
267 |
if (lb==INF || ub==-INF) {
|
athos@1379
|
268 |
//FIXME error
|
athos@1379
|
269 |
}
|
athos@1379
|
270 |
|
athos@1379
|
271 |
if (lb == -INF){
|
athos@1379
|
272 |
if (ub == INF){
|
athos@1379
|
273 |
lpx_set_row_bnds(lp, i, LPX_FR, lb, ub);
|
athos@1379
|
274 |
}
|
athos@1379
|
275 |
else{
|
athos@1379
|
276 |
lpx_set_row_bnds(lp, i, LPX_UP, lb, ub);
|
athos@1379
|
277 |
}
|
athos@1379
|
278 |
}
|
athos@1379
|
279 |
else{
|
athos@1379
|
280 |
if (ub==INF){
|
athos@1379
|
281 |
lpx_set_row_bnds(lp, i, LPX_LO, lb, ub);
|
athos@1379
|
282 |
|
athos@1379
|
283 |
}
|
athos@1379
|
284 |
else{
|
athos@1379
|
285 |
if (lb == ub){
|
athos@1379
|
286 |
lpx_set_row_bnds(lp, i, LPX_FX, lb, ub);
|
athos@1379
|
287 |
}
|
athos@1379
|
288 |
else{
|
athos@1379
|
289 |
lpx_set_row_bnds(lp, i, LPX_DB, lb, ub);
|
athos@1379
|
290 |
}
|
athos@1379
|
291 |
}
|
athos@1379
|
292 |
}
|
athos@1379
|
293 |
|
athos@1379
|
294 |
}
|
athos@1261
|
295 |
|
athos@1298
|
296 |
void LpGlpk::_setObjCoeff(int i, Value obj_coef)
|
athos@1298
|
297 |
{
|
athos@1376
|
298 |
//i=0 means the constant term (shift)
|
athos@1298
|
299 |
lpx_set_obj_coef(lp, i, obj_coef);
|
athos@1298
|
300 |
}
|
athos@1261
|
301 |
|
athos@1377
|
302 |
void LpGlpk::_clearObj()
|
athos@1376
|
303 |
{
|
athos@1377
|
304 |
for (int i=0;i<=lpx_get_num_cols(lp);++i){
|
athos@1377
|
305 |
lpx_set_obj_coef(lp, i, 0);
|
athos@1376
|
306 |
}
|
athos@1376
|
307 |
}
|
athos@1377
|
308 |
// void LpGlpk::_setObj(int length,
|
athos@1377
|
309 |
// int const * indices,
|
athos@1377
|
310 |
// Value const * values )
|
athos@1377
|
311 |
// {
|
athos@1377
|
312 |
// Value new_values[1+lpx_num_cols()];
|
athos@1377
|
313 |
// for (i=0;i<=lpx_num_cols();++i){
|
athos@1377
|
314 |
// new_values[i]=0;
|
athos@1377
|
315 |
// }
|
athos@1377
|
316 |
// for (i=1;i<=length;++i){
|
athos@1377
|
317 |
// new_values[indices[i]]=values[i];
|
athos@1377
|
318 |
// }
|
athos@1377
|
319 |
|
athos@1377
|
320 |
// for (i=0;i<=lpx_num_cols();++i){
|
athos@1377
|
321 |
// lpx_set_obj_coef(lp, i, new_values[i]);
|
athos@1377
|
322 |
// }
|
athos@1377
|
323 |
// }
|
alpar@1263
|
324 |
|
alpar@1303
|
325 |
LpGlpk::SolveExitStatus LpGlpk::_solve()
|
alpar@1263
|
326 |
{
|
athos@1298
|
327 |
int i= lpx_simplex(lp);
|
athos@1298
|
328 |
switch (i) {
|
athos@1298
|
329 |
case LPX_E_OK:
|
athos@1298
|
330 |
return SOLVED;
|
athos@1298
|
331 |
break;
|
athos@1298
|
332 |
default:
|
athos@1298
|
333 |
return UNSOLVED;
|
athos@1298
|
334 |
}
|
alpar@1263
|
335 |
}
|
alpar@1263
|
336 |
|
alpar@1293
|
337 |
LpGlpk::Value LpGlpk::_getPrimal(int i)
|
alpar@1263
|
338 |
{
|
athos@1298
|
339 |
return lpx_get_col_prim(lp,i);
|
alpar@1263
|
340 |
}
|
alpar@1263
|
341 |
|
alpar@1312
|
342 |
LpGlpk::Value LpGlpk::_getPrimalValue()
|
alpar@1312
|
343 |
{
|
athos@1314
|
344 |
return lpx_get_obj_val(lp);
|
alpar@1312
|
345 |
}
|
alpar@1312
|
346 |
|
athos@1298
|
347 |
|
alpar@1312
|
348 |
LpGlpk::SolutionStatus LpGlpk::_getPrimalStatus()
|
alpar@1294
|
349 |
{
|
athos@1298
|
350 |
int stat= lpx_get_status(lp);
|
athos@1298
|
351 |
switch (stat) {
|
athos@1298
|
352 |
case LPX_UNDEF://Undefined (no solve has been run yet)
|
athos@1298
|
353 |
return UNDEFINED;
|
athos@1298
|
354 |
break;
|
athos@1298
|
355 |
case LPX_NOFEAS://There is no feasible solution (primal, I guess)
|
athos@1298
|
356 |
case LPX_INFEAS://Infeasible
|
athos@1298
|
357 |
return INFEASIBLE;
|
athos@1298
|
358 |
break;
|
athos@1298
|
359 |
case LPX_UNBND://Unbounded
|
athos@1298
|
360 |
return INFINITE;
|
athos@1298
|
361 |
break;
|
athos@1298
|
362 |
case LPX_FEAS://Feasible
|
alpar@1300
|
363 |
return FEASIBLE;
|
athos@1298
|
364 |
break;
|
athos@1298
|
365 |
case LPX_OPT://Feasible
|
athos@1298
|
366 |
return OPTIMAL;
|
athos@1298
|
367 |
break;
|
alpar@1300
|
368 |
default:
|
alpar@1300
|
369 |
return UNDEFINED; //to avoid gcc warning
|
athos@1298
|
370 |
//FIXME error
|
athos@1298
|
371 |
}
|
alpar@1294
|
372 |
}
|
alpar@1263
|
373 |
|
alpar@1263
|
374 |
|
alpar@1312
|
375 |
void LpGlpk::_setMax()
|
alpar@1312
|
376 |
{
|
alpar@1321
|
377 |
lpx_set_obj_dir(lp, LPX_MAX);
|
alpar@1321
|
378 |
}
|
alpar@1321
|
379 |
|
alpar@1312
|
380 |
void LpGlpk::_setMin()
|
alpar@1312
|
381 |
{
|
alpar@1321
|
382 |
lpx_set_obj_dir(lp, LPX_MIN);
|
alpar@1321
|
383 |
}
|
alpar@1321
|
384 |
|
alpar@1321
|
385 |
|
alpar@1321
|
386 |
void LpGlpk::messageLevel(int m)
|
alpar@1321
|
387 |
{
|
alpar@1321
|
388 |
lpx_set_int_parm(lp, LPX_K_MSGLEV, m);
|
alpar@1321
|
389 |
}
|
alpar@1312
|
390 |
|
alpar@1326
|
391 |
void LpGlpk::presolver(bool b)
|
alpar@1326
|
392 |
{
|
alpar@1326
|
393 |
lpx_set_int_parm(lp, LPX_K_PRESOL, b);
|
alpar@1326
|
394 |
}
|
alpar@1326
|
395 |
|
alpar@1312
|
396 |
|
athos@1261
|
397 |
} //END OF NAMESPACE LEMON
|
athos@1261
|
398 |
|
athos@1261
|
399 |
#endif //LEMON_LP_GLPK_CC
|