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lemon/lp_glpk.cc
author ladanyi
Fri, 08 Feb 2008 11:58:32 +0000
changeset 2572 303d5cb61e8c
parent 2441 d8d6ab871608
child 2591 3b4d5bc3b4fb
permissions -rw-r--r--
Fix VPATH builds. 
     1 /* -*- C++ -*-

     2  *

     3  * This file is a part of LEMON, a generic C++ optimization library

     4  *

     5  * Copyright (C) 2003-2008

     6  * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport

     7  * (Egervary Research Group on Combinatorial Optimization, EGRES).

     8  *

     9  * Permission to use, modify and distribute this software is granted

    10  * provided that this copyright notice appears in all copies. For

    11  * precise terms see the accompanying LICENSE file.

    12  *

    13  * This software is provided "AS IS" with no warranty of any kind,

    14  * express or implied, and with no claim as to its suitability for any

    15  * purpose.

    16  *

    17  */

    18 

    19 ///\file

    20 ///\brief Implementation of the LEMON-GLPK lp solver interface.

    21 

    22 #include <lemon/lp_glpk.h>

    23 //#include <iostream>

    24 

    25 #if GLP_MAJOR_VERSION > 4 || (GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION > 15)

    26 #define LEMON_glp(func) (glp_##func)

    27 #define LEMON_lpx(func) (lpx_##func)

    28 

    29 #define LEMON_GLP(def) (GLP_##def)

    30 #define LEMON_LPX(def) (LPX_##def)

    31 

    32 #else

    33 

    34 #define LEMON_glp(func) (lpx_##func)

    35 #define LEMON_lpx(func) (lpx_##func)

    36 

    37 #define LEMON_GLP(def) (LPX_##def)

    38 #define LEMON_LPX(def) (LPX_##def)

    39 

    40 #endif

    41 

    42 namespace lemon {

    43 

    44   LpGlpk::LpGlpk() : Parent() {

    45     solved = false;

    46     rows = _lp_bits::LpId(1);

    47     cols = _lp_bits::LpId(1);

    48     lp = LEMON_glp(create_prob)();

    49     LEMON_glp(create_index)(lp);

    50     LEMON_lpx(set_int_parm)(lp, LEMON_LPX(K_DUAL), 1);

    51     messageLevel(0);

    52   }

    53   

    54   LpGlpk::LpGlpk(const LpGlpk &glp) : Parent() {

    55     solved = false;

    56     rows = _lp_bits::LpId(1);

    57     cols = _lp_bits::LpId(1);

    58     lp = LEMON_glp(create_prob)();

    59     LEMON_glp(create_index)(lp);

    60     ///\todo control function for this:

    61     LEMON_lpx(set_int_parm)(lp, LEMON_LPX(K_DUAL), 1);

    62     messageLevel(0);

    63     //Coefficient matrix, row bounds

    64     LEMON_glp(add_rows)(lp, LEMON_glp(get_num_rows)(glp.lp));

    65     LEMON_glp(add_cols)(lp, LEMON_glp(get_num_cols)(glp.lp));

    66     int len;

    67     int ind[1+LEMON_glp(get_num_cols)(glp.lp)];

    68     Value val[1+LEMON_glp(get_num_cols)(glp.lp)];

    69     for (int i=1;i<=LEMON_glp(get_num_rows)(glp.lp);++i)

    70       {

    71 	len=LEMON_glp(get_mat_row)(glp.lp,i,ind,val);

    72 	LEMON_glp(set_mat_row)(lp, i,len,ind,val);

    73 	LEMON_glp(set_row_bnds)(lp,i,

    74 				LEMON_glp(get_row_type)(glp.lp,i),

    75 				LEMON_glp(get_row_lb)(glp.lp,i),

    76 				LEMON_glp(get_row_ub)(glp.lp,i));

    77       }

    78 

    79     //Objective function, coloumn bounds

    80     LEMON_glp(set_obj_dir)(lp, LEMON_glp(get_obj_dir)(glp.lp));

    81     //Objectif function's constant term treated separately

    82     LEMON_glp(set_obj_coef)(lp,0,LEMON_glp(get_obj_coef)(glp.lp,0));

    83     for (int i=1;i<=LEMON_glp(get_num_cols)(glp.lp);++i)

    84       {

    85 	LEMON_glp(set_obj_coef)(lp,i,

    86 				LEMON_glp(get_obj_coef)(glp.lp,i));

    87 	LEMON_glp(set_col_bnds)(lp,i,

    88 				LEMON_glp(get_col_type)(glp.lp,i),

    89 				LEMON_glp(get_col_lb)(glp.lp,i),

    90 				LEMON_glp(get_col_ub)(glp.lp,i));

    91       }

    92   }

    93   

    94   LpGlpk::~LpGlpk() {

    95     LEMON_glp(delete_prob)(lp);

    96   }

    97   

    98   int LpGlpk::_addCol() { 

    99     int i=LEMON_glp(add_cols)(lp, 1);

   100     LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FR), 0.0, 0.0);

   101     solved = false;

   102     return i;

   103   }

   104 

   105   ///\e

   106 

   107 

   108   LpSolverBase &LpGlpk::_newLp()

   109   {

   110     LpGlpk* newlp=new LpGlpk;

   111     return *newlp;

   112   }

   113   

   114   ///\e

   115 

   116   LpSolverBase &LpGlpk::_copyLp()

   117   {

   118     LpGlpk* newlp=new LpGlpk(*this);

   119     return *newlp;

   120   }

   121 

   122   int LpGlpk::_addRow() { 

   123     int i=LEMON_glp(add_rows)(lp, 1);

   124     solved = false;

   125     return i;

   126   }

   127 

   128   

   129   void LpGlpk::_eraseCol(int i) {

   130     int ca[2];

   131     ca[1]=i;

   132     LEMON_glp(del_cols)(lp, 1, ca);

   133     solved = false;

   134   }

   135   

   136   void LpGlpk::_eraseRow(int i) {

   137     int ra[2];

   138     ra[1]=i;

   139     LEMON_glp(del_rows)(lp, 1, ra);

   140     solved = false;

   141   }

   142 

   143   void LpGlpk::_getColName(int c, std::string & name) const

   144   {

   145     

   146     const char *n = LEMON_glp(get_col_name)(lp,c);

   147     name = n?n:"";

   148   }

   149   

   150   

   151   void LpGlpk::_setColName(int c, const std::string & name)

   152   {

   153     LEMON_glp(set_col_name)(lp,c,const_cast<char*>(name.c_str()));

   154 

   155   }

   156 

   157   int LpGlpk::_colByName(const std::string& name) const

   158   {

   159     int k = LEMON_glp(find_col)(lp, const_cast<char*>(name.c_str()));

   160     return k > 0 ? k : -1; 

   161   }

   162 

   163   

   164   void LpGlpk::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) 

   165   {

   166     std::vector<int> indices;

   167     std::vector<Value> values;

   168 

   169     indices.push_back(0);

   170     values.push_back(0);

   171 

   172     for(ConstRowIterator it=b; it!=e; ++it) {

   173       indices.push_back(it->first);

   174       values.push_back(it->second);

   175     }

   176 

   177     LEMON_glp(set_mat_row)(lp, i, values.size() - 1, 

   178 				&indices[0], &values[0]);

   179 

   180     solved = false;

   181   }

   182 

   183   void LpGlpk::_getRowCoeffs(int ix, RowIterator b) const

   184   {

   185     int length = LEMON_glp(get_mat_row)(lp, ix, 0, 0);

   186     

   187     std::vector<int> indices(length + 1);

   188     std::vector<Value> values(length + 1);

   189     

   190     LEMON_glp(get_mat_row)(lp, ix, &indices[0], &values[0]);

   191     

   192     for (int i = 1; i <= length; ++i) {

   193       *b = std::make_pair(indices[i], values[i]);

   194       ++b;

   195     }

   196   }

   197   

   198   void LpGlpk::_setColCoeffs(int ix, ConstColIterator b, ConstColIterator e) {

   199 

   200     std::vector<int> indices;

   201     std::vector<Value> values;

   202 

   203     indices.push_back(0);

   204     values.push_back(0);

   205 

   206     for(ConstColIterator it=b; it!=e; ++it) {

   207       indices.push_back(it->first);

   208       values.push_back(it->second);

   209     }

   210     

   211     LEMON_glp(set_mat_col)(lp, ix, values.size() - 1, 

   212 				&indices[0], &values[0]);

   213 

   214     solved = false;

   215   }

   216 

   217   void LpGlpk::_getColCoeffs(int ix, ColIterator b) const

   218   {

   219     int length = LEMON_glp(get_mat_col)(lp, ix, 0, 0);

   220     

   221     std::vector<int> indices(length + 1);

   222     std::vector<Value> values(length + 1);

   223     

   224     LEMON_glp(get_mat_col)(lp, ix, &indices[0], &values[0]);

   225     

   226     for (int i = 1; i <= length; ++i) {

   227       *b = std::make_pair(indices[i], values[i]);

   228       ++b;

   229     }

   230   }

   231 

   232   void LpGlpk::_setCoeff(int ix, int jx, Value value) 

   233   {

   234 

   235     if (LEMON_glp(get_num_cols)(lp) < LEMON_glp(get_num_rows)(lp)) {

   236 

   237       int length=LEMON_glp(get_mat_row)(lp, ix, 0, 0);

   238       

   239       std::vector<int> indices(length + 2);

   240       std::vector<Value> values(length + 2);

   241       

   242       LEMON_glp(get_mat_row)(lp, ix, &indices[0], &values[0]);

   243       

   244       //The following code does not suppose that the elements of the

   245       //array indices are sorted

   246       bool found=false;

   247       for (int i = 1; i <= length; ++i) {

   248         if (indices[i]==jx){

   249           found=true;

   250           values[i]=value;

   251           break;

   252         }

   253       }

   254       if (!found){

   255         ++length;

   256         indices[length]=jx;

   257         values[length]=value;

   258       }

   259     

   260       LEMON_glp(set_mat_row)(lp, ix, length, &indices[0], &values[0]);

   261 

   262     } else {

   263 

   264       int length=LEMON_glp(get_mat_col)(lp, jx, 0, 0);

   265       

   266       std::vector<int> indices(length + 2);

   267       std::vector<Value> values(length + 2);

   268       

   269       LEMON_glp(get_mat_col)(lp, jx, &indices[0], &values[0]);

   270       

   271       //The following code does not suppose that the elements of the

   272       //array indices are sorted

   273       bool found=false;

   274       for (int i = 1; i <= length; ++i) {

   275         if (indices[i]==jx){

   276           found=true;

   277           values[i]=value;

   278           break;

   279         }

   280       }

   281       if (!found){

   282         ++length;

   283         indices[length]=ix;

   284         values[length]=value;

   285       }

   286     

   287       LEMON_glp(set_mat_col)(lp, jx, length, &indices[0], &values[0]);

   288     }

   289 

   290     solved = false;

   291   }

   292 

   293   LpGlpk::Value LpGlpk::_getCoeff(int ix, int jx) const

   294   {

   295 

   296     int length=LEMON_glp(get_mat_row)(lp, ix, 0, 0);

   297     

   298     std::vector<int> indices(length + 1);

   299     std::vector<Value> values(length + 1);

   300     

   301     LEMON_glp(get_mat_row)(lp, ix, &indices[0], &values[0]);

   302     

   303     //The following code does not suppose that the elements of the

   304     //array indices are sorted

   305     for (int i = 1; i <= length; ++i) {

   306       if (indices[i]==jx){

   307 	return values[i];

   308       }

   309     }

   310     return 0;

   311 

   312   }

   313 

   314 

   315   void LpGlpk::_setColLowerBound(int i, Value lo)

   316   {

   317     if (lo==INF) {

   318       //FIXME error

   319     }

   320     int b=LEMON_glp(get_col_type)(lp, i);

   321     double up=LEMON_glp(get_col_ub)(lp, i);	

   322     if (lo==-INF) {

   323       switch (b) {

   324       case LEMON_GLP(FR):

   325       case LEMON_GLP(LO):

   326 	LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FR), lo, up);

   327 	break;

   328       case LEMON_GLP(UP):

   329 	break;

   330       case LEMON_GLP(DB):

   331       case LEMON_GLP(FX):

   332 	LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(UP), lo, up);

   333 	break;

   334       default: ;

   335 	//FIXME error

   336       }

   337     } else {

   338       switch (b) {

   339       case LEMON_GLP(FR):

   340       case LEMON_GLP(LO):

   341 	LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(LO), lo, up);

   342 	break;

   343       case LEMON_GLP(UP):	  

   344       case LEMON_GLP(DB):

   345       case LEMON_GLP(FX):

   346 	if (lo==up) 

   347 	  LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FX), lo, up);

   348 	else 

   349 	  LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(DB), lo, up);

   350 	break;

   351       default: ;

   352 	//FIXME error

   353       }

   354     }

   355 

   356     solved = false;

   357   }

   358 

   359   LpGlpk::Value LpGlpk::_getColLowerBound(int i) const

   360   {

   361     int b=LEMON_glp(get_col_type)(lp, i);

   362       switch (b) {

   363       case LEMON_GLP(LO):

   364       case LEMON_GLP(DB):

   365       case LEMON_GLP(FX):

   366 	return LEMON_glp(get_col_lb)(lp, i);	

   367       default: ;

   368 	return -INF;

   369       }

   370   }

   371   

   372   void LpGlpk::_setColUpperBound(int i, Value up)

   373   {

   374     if (up==-INF) {

   375       //FIXME error

   376     }

   377     int b=LEMON_glp(get_col_type)(lp, i);

   378     double lo=LEMON_glp(get_col_lb)(lp, i);

   379     if (up==INF) {

   380       switch (b) {

   381       case LEMON_GLP(FR):

   382       case LEMON_GLP(LO):

   383 	break;

   384       case LEMON_GLP(UP):

   385 	LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FR), lo, up);

   386 	break;

   387       case LEMON_GLP(DB):

   388       case LEMON_GLP(FX):

   389 	LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(LO), lo, up);

   390 	break;

   391       default: ;

   392 	//FIXME error

   393       }

   394     } else {

   395       switch (b) {

   396       case LEMON_GLP(FR):

   397 	LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(UP), lo, up);

   398 	break;

   399       case LEMON_GLP(UP):

   400 	LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(UP), lo, up);

   401 	break;

   402       case LEMON_GLP(LO):

   403       case LEMON_GLP(DB):

   404       case LEMON_GLP(FX):

   405 	if (lo==up) 

   406 	  LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FX), lo, up);

   407 	else 

   408 	  LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(DB), lo, up);

   409 	break;

   410       default: ;

   411 	//FIXME error

   412       }

   413     }

   414 

   415     solved = false;

   416   }

   417 

   418   LpGlpk::Value LpGlpk::_getColUpperBound(int i) const

   419   {

   420     int b=LEMON_glp(get_col_type)(lp, i);

   421       switch (b) {

   422       case LEMON_GLP(UP):

   423       case LEMON_GLP(DB):

   424       case LEMON_GLP(FX):

   425 	return LEMON_glp(get_col_ub)(lp, i);	

   426       default: ;

   427 	return INF;

   428       }

   429   }

   430   

   431   void LpGlpk::_setRowBounds(int i, Value lb, Value ub)

   432   {

   433     //Bad parameter

   434     if (lb==INF || ub==-INF) {

   435       //FIXME error

   436     }

   437 

   438     if (lb == -INF){

   439       if (ub == INF){

   440 	LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(FR), lb, ub);

   441       }

   442       else{

   443 	LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(UP), lb, ub);

   444       }

   445     }

   446     else{

   447       if (ub==INF){

   448 	LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(LO), lb, ub);

   449 

   450       }

   451       else{

   452 	if (lb == ub){

   453 	  LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(FX), lb, ub);

   454 	}

   455 	else{

   456 	  LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(DB), lb, ub);

   457 	}

   458       }

   459     }

   460 

   461     solved = false;

   462   }

   463 

   464   void LpGlpk::_getRowBounds(int i, Value &lb, Value &ub) const

   465   {

   466 

   467     int b=LEMON_glp(get_row_type)(lp, i);

   468     switch (b) {

   469     case LEMON_GLP(FR):

   470     case LEMON_GLP(UP):

   471       lb = -INF;

   472 	break;

   473     default: 

   474       lb=LEMON_glp(get_row_lb)(lp, i);

   475     }

   476 

   477     switch (b) {

   478     case LEMON_GLP(FR):

   479     case LEMON_GLP(LO):

   480       ub = INF;

   481 	break;

   482     default: 

   483       ub=LEMON_glp(get_row_ub)(lp, i);

   484     }

   485     

   486   }

   487   

   488   void LpGlpk::_setObjCoeff(int i, Value obj_coef)

   489   {

   490     //i=0 means the constant term (shift)

   491     LEMON_glp(set_obj_coef)(lp, i, obj_coef);

   492 

   493     solved = false;

   494   }

   495 

   496   LpGlpk::Value LpGlpk::_getObjCoeff(int i) const {

   497     //i=0 means the constant term (shift)

   498     return LEMON_glp(get_obj_coef)(lp, i);

   499   }

   500 

   501   void LpGlpk::_clearObj()

   502   {

   503     for (int i=0;i<=LEMON_glp(get_num_cols)(lp);++i){

   504       LEMON_glp(set_obj_coef)(lp, i, 0);

   505     }

   506 

   507     solved = false;

   508   }

   509 

   510   LpGlpk::SolveExitStatus LpGlpk::_solve()

   511   {

   512     // A way to check the problem to be solved

   513     //LEMON_glp(write_cpxlp(lp,"naittvan.cpx");    

   514 

   515     LEMON_lpx(std_basis)(lp);

   516     int i =  LEMON_lpx(simplex)(lp);

   517     

   518     switch (i) {

   519     case LEMON_LPX(E_OK): 

   520       solved = true;

   521       return SOLVED;

   522     default:

   523       return UNSOLVED;

   524     }

   525   }

   526 

   527   LpGlpk::Value LpGlpk::_getPrimal(int i) const

   528   {

   529     return LEMON_glp(get_col_prim)(lp,i);

   530   }

   531 

   532   LpGlpk::Value LpGlpk::_getDual(int i) const

   533   {

   534     return LEMON_glp(get_row_dual)(lp,i);

   535   }

   536   

   537   LpGlpk::Value LpGlpk::_getPrimalValue() const

   538   {

   539     return LEMON_glp(get_obj_val)(lp);

   540   }

   541   bool LpGlpk::_isBasicCol(int i) const

   542   {

   543     return (LEMON_glp(get_col_stat)(lp, i)==LEMON_GLP(BS));

   544   }

   545   

   546  

   547   LpGlpk::SolutionStatus LpGlpk::_getPrimalStatus() const

   548   {

   549     if (!solved) return UNDEFINED;

   550     int stat=  LEMON_lpx(get_status)(lp);

   551     switch (stat) {

   552     case LEMON_LPX(UNDEF)://Undefined (no solve has been run yet)

   553       return UNDEFINED;

   554     case LEMON_LPX(NOFEAS)://There is no feasible solution (primal, I guess)

   555     case LEMON_LPX(INFEAS)://Infeasible 

   556       return INFEASIBLE;

   557     case LEMON_LPX(UNBND)://Unbounded

   558       return INFINITE;

   559     case LEMON_LPX(FEAS)://Feasible

   560       return FEASIBLE;

   561     case LEMON_LPX(OPT)://Feasible

   562       return OPTIMAL;

   563     default:

   564       return UNDEFINED; //to avoid gcc warning

   565       //FIXME error

   566     }

   567   }

   568 

   569   LpGlpk::SolutionStatus LpGlpk::_getDualStatus() const

   570   {

   571     if (!solved) return UNDEFINED;

   572     switch (LEMON_lpx(get_dual_stat)(lp)) {

   573     case LEMON_LPX(D_UNDEF)://Undefined (no solve has been run yet)

   574       return UNDEFINED;

   575     case LEMON_LPX(D_NOFEAS)://There is no dual feasible solution 

   576 //    case LEMON_LPX(D_INFEAS://Infeasible 

   577       return INFEASIBLE;

   578     case LEMON_LPX(D_FEAS)://Feasible    

   579       switch (LEMON_lpx(get_status)(lp)) {

   580       case LEMON_LPX(NOFEAS):

   581 	return INFINITE;

   582       case LEMON_LPX(OPT):

   583 	return OPTIMAL;

   584       default:

   585 	return FEASIBLE;

   586       }

   587     default:

   588       return UNDEFINED; //to avoid gcc warning

   589       //FIXME error

   590     }

   591   }

   592 

   593   LpGlpk::ProblemTypes LpGlpk::_getProblemType() const

   594   {

   595     if (!solved) return UNKNOWN;

   596       //int stat=  LEMON_glp(get_status(lp);

   597     int statp=  LEMON_lpx(get_prim_stat)(lp);

   598     int statd=  LEMON_lpx(get_dual_stat)(lp);

   599     if (statp==LEMON_LPX(P_FEAS) && statd==LEMON_LPX(D_FEAS))

   600 	return PRIMAL_DUAL_FEASIBLE;

   601     if (statp==LEMON_LPX(P_FEAS) && statd==LEMON_LPX(D_NOFEAS))

   602 	return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;

   603     if (statp==LEMON_LPX(P_NOFEAS) && statd==LEMON_LPX(D_FEAS))

   604 	return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;

   605     if (statp==LEMON_LPX(P_NOFEAS) && statd==LEMON_LPX(D_NOFEAS))

   606 	return PRIMAL_DUAL_INFEASIBLE;

   607     //In all other cases

   608     return UNKNOWN;

   609   }

   610 

   611   void LpGlpk::_setMax()

   612   {

   613     solved = false;

   614     LEMON_glp(set_obj_dir)(lp, LEMON_GLP(MAX));

   615   }

   616 

   617   void LpGlpk::_setMin()

   618   {

   619     solved = false;

   620     LEMON_glp(set_obj_dir)(lp, LEMON_GLP(MIN));

   621   }

   622 

   623   bool LpGlpk::_isMax() const

   624   {

   625     return (LEMON_glp(get_obj_dir)(lp)==LEMON_GLP(MAX));

   626   }

   627 

   628  

   629 

   630   void LpGlpk::messageLevel(int m)

   631   {

   632     LEMON_lpx(set_int_parm)(lp, LEMON_LPX(K_MSGLEV), m);

   633   }

   634 

   635   void LpGlpk::presolver(bool b)

   636   {

   637     LEMON_lpx(set_int_parm)(lp, LEMON_LPX(K_PRESOL), b);

   638   }

   639 

   640  

   641 } //END OF NAMESPACE LEMON
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