lemon/lp_cplex.cc
author athos
Tue, 20 Jun 2006 15:20:08 +0000
changeset 2102 eb73ab0e4c74
parent 1950 a1a6f5b788bd
child 2168 6474b8254f24
permissions -rw-r--r--
Slight changes in doc.
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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, 
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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::_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  
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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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athos@1542
   370
//Some more interesting stuff:
athos@1542
   371
athos@1542
   372
// CPX_PARAM_LPMETHOD  1062  int  LPMETHOD
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   373
// 0 Automatic 
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   374
// 1 Primal Simplex 
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   375
// 2 Dual Simplex 
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   376
// 3 Network Simplex 
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   377
// 4 Standard Barrier 
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   378
// Default: 0 
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   379
// Description: Method for linear optimization. 
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   380
// 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
   381
  //Hulye cplex
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   382
  void statusSwitch(CPXENVptr env,int& stat){
athos@1542
   383
    int lpmethod;
athos@1542
   384
    CPXgetintparam (env,CPX_PARAM_LPMETHOD,&lpmethod);
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   385
    if (lpmethod==2){
athos@1542
   386
      if (stat==CPX_UNBOUNDED){
athos@1542
   387
	stat=CPX_INFEASIBLE;
athos@1542
   388
      }
athos@1542
   389
      else{
athos@1542
   390
	if (stat==CPX_INFEASIBLE)
athos@1542
   391
	  stat=CPX_UNBOUNDED;
athos@1542
   392
      }
athos@1542
   393
    }
athos@1542
   394
  }
athos@1407
   395
athos@1458
   396
  LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
athos@1458
   397
  {
athos@1542
   398
    
athos@1508
   399
    int stat = CPXgetstat(env, lp);
athos@1542
   400
    statusSwitch(env,stat);
athos@1542
   401
    //CPXgetstat(env, lp);
athos@1508
   402
    //printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL);
athos@1407
   403
    switch (stat) {
athos@1407
   404
    case 0:
athos@1407
   405
      return UNDEFINED; //Undefined
athos@1407
   406
    case CPX_OPTIMAL://Optimal
athos@1407
   407
      return OPTIMAL;
athos@1407
   408
    case CPX_UNBOUNDED://Unbounded
athos@1542
   409
      return INFEASIBLE;//In case of dual simplex
athos@1542
   410
      //return INFINITE;
athos@1407
   411
    case CPX_INFEASIBLE://Infeasible 
athos@1458
   412
 //    case CPX_IT_LIM_INFEAS:
athos@1458
   413
//     case CPX_TIME_LIM_INFEAS:
athos@1458
   414
//     case CPX_NUM_BEST_INFEAS:             
athos@1458
   415
//     case CPX_OPTIMAL_INFEAS:              
athos@1458
   416
//     case CPX_ABORT_INFEAS:                
athos@1458
   417
//     case CPX_ABORT_PRIM_INFEAS:           
athos@1458
   418
//     case CPX_ABORT_PRIM_DUAL_INFEAS:      
athos@1542
   419
      return INFINITE;//In case of dual simplex
athos@1542
   420
      //return INFEASIBLE;
athos@1458
   421
//     case CPX_OBJ_LIM:                    
athos@1458
   422
//     case CPX_IT_LIM_FEAS:             
athos@1458
   423
//     case CPX_TIME_LIM_FEAS:                
athos@1458
   424
//     case CPX_NUM_BEST_FEAS:                
athos@1458
   425
//     case CPX_ABORT_FEAS:                  
athos@1458
   426
//     case CPX_ABORT_PRIM_DUAL_FEAS:        
athos@1458
   427
//       return FEASIBLE;
athos@1407
   428
    default:
athos@1407
   429
      return UNDEFINED; //Everything else comes here
athos@1407
   430
      //FIXME error
athos@1407
   431
    }
athos@1407
   432
athos@1458
   433
  }
athos@1407
   434
athos@1458
   435
//9.0-as cplex verzio statusai
athos@1405
   436
// CPX_STAT_ABORT_DUAL_OBJ_LIM
athos@1405
   437
// CPX_STAT_ABORT_IT_LIM
athos@1405
   438
// CPX_STAT_ABORT_OBJ_LIM
athos@1405
   439
// CPX_STAT_ABORT_PRIM_OBJ_LIM
athos@1405
   440
// CPX_STAT_ABORT_TIME_LIM
athos@1405
   441
// CPX_STAT_ABORT_USER
athos@1405
   442
// CPX_STAT_FEASIBLE_RELAXED
athos@1405
   443
// CPX_STAT_INFEASIBLE
athos@1405
   444
// CPX_STAT_INForUNBD
athos@1405
   445
// CPX_STAT_NUM_BEST
athos@1405
   446
// CPX_STAT_OPTIMAL
athos@1405
   447
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED
athos@1405
   448
// CPX_STAT_OPTIMAL_INFEAS
athos@1405
   449
// CPX_STAT_OPTIMAL_RELAXED
athos@1405
   450
// CPX_STAT_UNBOUNDED
athos@1405
   451
athos@1458
   452
  LpCplex::SolutionStatus LpCplex::_getDualStatus()
athos@1458
   453
  {
athos@1508
   454
    int stat = CPXgetstat(env, lp);
athos@1542
   455
    statusSwitch(env,stat);
athos@1458
   456
    switch (stat) {
athos@1458
   457
    case 0:
athos@1458
   458
      return UNDEFINED; //Undefined
athos@1458
   459
    case CPX_OPTIMAL://Optimal
athos@1458
   460
      return OPTIMAL;
athos@1458
   461
    case CPX_UNBOUNDED:
athos@1458
   462
     return INFEASIBLE;
athos@1458
   463
    default:
athos@1458
   464
      return UNDEFINED; //Everything else comes here
athos@1458
   465
      //FIXME error
athos@1458
   466
    }
athos@1473
   467
  }
alpar@1381
   468
athos@1460
   469
  LpCplex::ProblemTypes LpCplex::_getProblemType()
alpar@1381
   470
  {
athos@1508
   471
    int stat = CPXgetstat(env, lp);
athos@1460
   472
    switch (stat) {
athos@1460
   473
    case CPX_OPTIMAL://Optimal
athos@1460
   474
	return PRIMAL_DUAL_FEASIBLE;
athos@1460
   475
    case CPX_UNBOUNDED:
athos@1460
   476
 	return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
athos@1460
   477
// 	return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;
athos@1460
   478
// 	return PRIMAL_DUAL_INFEASIBLE;
athos@1460
   479
athos@1460
   480
//Seems to be that this is all we can say for sure
athos@1460
   481
    default:
athos@1460
   482
	//In all other cases
athos@1460
   483
	return UNKNOWN;
athos@1460
   484
      //FIXME error
athos@1460
   485
    }
athos@1473
   486
  }
alpar@1381
   487
alpar@1381
   488
  void LpCplex::_setMax()
alpar@1381
   489
  {
athos@1508
   490
    CPXchgobjsen(env, lp, CPX_MAX);
alpar@1381
   491
   }
alpar@1381
   492
  void LpCplex::_setMin()
alpar@1381
   493
  {
athos@1508
   494
    CPXchgobjsen(env, lp, CPX_MIN);
alpar@1381
   495
   }
alpar@1381
   496
  
alpar@1381
   497
} //namespace lemon
alpar@1381
   498