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lemon/lp_glpk.cc
author alpar
Wed, 04 Feb 2009 14:42:31 +0000
changeset 2633 4f47c0f6be04
parent 2605 852361980706
permissions -rw-r--r--
Remove a faulty include from elevator.h 
     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     std::vector<int> ind(1+LEMON_glp(get_num_cols)(glp.lp));

    68     std::vector<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.begin(),&*val.begin());

    72 	LEMON_glp(set_mat_row)(lp, i,len,&*ind.begin(),&*val.begin());

    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     rows = glp.rows;

    93     cols = glp.cols;

    94   }

    95   

    96   LpGlpk::~LpGlpk() {

    97     LEMON_glp(delete_prob)(lp);

    98   }

    99   

   100   int LpGlpk::_addCol() { 

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

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

   103     solved = false;

   104     return i;

   105   }

   106 

   107   ///\e

   108 

   109 

   110   LpSolverBase* LpGlpk::_newLp()

   111   {

   112     LpGlpk* newlp = new LpGlpk;

   113     return newlp;

   114   }

   115   

   116   ///\e

   117 

   118   LpSolverBase* LpGlpk::_copyLp()

   119   {

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

   121     return newlp;

   122   }

   123 

   124   int LpGlpk::_addRow() { 

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

   126     solved = false;

   127     return i;

   128   }

   129 

   130   

   131   void LpGlpk::_eraseCol(int i) {

   132     int ca[2];

   133     ca[1]=i;

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

   135     solved = false;

   136   }

   137   

   138   void LpGlpk::_eraseRow(int i) {

   139     int ra[2];

   140     ra[1]=i;

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

   142     solved = false;

   143   }

   144 

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

   146   {

   147     

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

   149     name = n?n:"";

   150   }

   151   

   152   

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

   154   {

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

   156 

   157   }

   158 

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

   160   {

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

   162     return k > 0 ? k : -1; 

   163   }

   164 

   165   

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

   167   {

   168     std::vector<int> indices;

   169     std::vector<Value> values;

   170 

   171     indices.push_back(0);

   172     values.push_back(0);

   173 

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

   175       indices.push_back(it->first);

   176       values.push_back(it->second);

   177     }

   178 

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

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

   181 

   182     solved = false;

   183   }

   184 

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

   186   {

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

   188     

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

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

   191     

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

   193     

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

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

   196       ++b;

   197     }

   198   }

   199   

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

   201 

   202     std::vector<int> indices;

   203     std::vector<Value> values;

   204 

   205     indices.push_back(0);

   206     values.push_back(0);

   207 

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

   209       indices.push_back(it->first);

   210       values.push_back(it->second);

   211     }

   212     

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

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

   215 

   216     solved = false;

   217   }

   218 

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

   220   {

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

   222     

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

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

   225     

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

   227     

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

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

   230       ++b;

   231     }

   232   }

   233 

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

   235   {

   236 

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

   238 

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

   240       

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

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

   243       

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

   245       

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

   247       //array indices are sorted

   248       bool found=false;

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

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

   251           found=true;

   252           values[i]=value;

   253           break;

   254         }

   255       }

   256       if (!found){

   257         ++length;

   258         indices[length]=jx;

   259         values[length]=value;

   260       }

   261     

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

   263 

   264     } else {

   265 

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

   267       

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

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

   270       

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

   272       

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

   274       //array indices are sorted

   275       bool found=false;

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

   277         if (indices[i]==ix){

   278           found=true;

   279           values[i]=value;

   280           break;

   281         }

   282       }

   283       if (!found){

   284         ++length;

   285         indices[length]=ix;

   286         values[length]=value;

   287       }

   288     

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

   290     }

   291 

   292     solved = false;

   293   }

   294 

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

   296   {

   297 

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

   299     

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

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

   302     

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

   304     

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

   306     //array indices are sorted

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

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

   309 	return values[i];

   310       }

   311     }

   312     return 0;

   313 

   314   }

   315 

   316 

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

   318   {

   319     if (lo==INF) {

   320       //FIXME error

   321     }

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

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

   324     if (lo==-INF) {

   325       switch (b) {

   326       case LEMON_GLP(FR):

   327       case LEMON_GLP(LO):

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

   329 	break;

   330       case LEMON_GLP(UP):

   331 	break;

   332       case LEMON_GLP(DB):

   333       case LEMON_GLP(FX):

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

   335 	break;

   336       default: ;

   337 	//FIXME error

   338       }

   339     } else {

   340       switch (b) {

   341       case LEMON_GLP(FR):

   342       case LEMON_GLP(LO):

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

   344 	break;

   345       case LEMON_GLP(UP):	  

   346       case LEMON_GLP(DB):

   347       case LEMON_GLP(FX):

   348 	if (lo==up) 

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

   350 	else 

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

   352 	break;

   353       default: ;

   354 	//FIXME error

   355       }

   356     }

   357 

   358     solved = false;

   359   }

   360 

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

   362   {

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

   364       switch (b) {

   365       case LEMON_GLP(LO):

   366       case LEMON_GLP(DB):

   367       case LEMON_GLP(FX):

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

   369       default: ;

   370 	return -INF;

   371       }

   372   }

   373   

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

   375   {

   376     if (up==-INF) {

   377       //FIXME error

   378     }

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

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

   381     if (up==INF) {

   382       switch (b) {

   383       case LEMON_GLP(FR):

   384       case LEMON_GLP(LO):

   385 	break;

   386       case LEMON_GLP(UP):

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

   388 	break;

   389       case LEMON_GLP(DB):

   390       case LEMON_GLP(FX):

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

   392 	break;

   393       default: ;

   394 	//FIXME error

   395       }

   396     } else {

   397       switch (b) {

   398       case LEMON_GLP(FR):

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

   400 	break;

   401       case LEMON_GLP(UP):

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

   403 	break;

   404       case LEMON_GLP(LO):

   405       case LEMON_GLP(DB):

   406       case LEMON_GLP(FX):

   407 	if (lo==up) 

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

   409 	else 

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

   411 	break;

   412       default: ;

   413 	//FIXME error

   414       }

   415     }

   416 

   417     solved = false;

   418   }

   419 

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

   421   {

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

   423       switch (b) {

   424       case LEMON_GLP(UP):

   425       case LEMON_GLP(DB):

   426       case LEMON_GLP(FX):

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

   428       default: ;

   429 	return INF;

   430       }

   431   }

   432   

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

   434   {

   435     //Bad parameter

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

   437       //FIXME error

   438     }

   439 

   440     if (lb == -INF){

   441       if (ub == INF){

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

   443       }

   444       else{

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

   446       }

   447     }

   448     else{

   449       if (ub==INF){

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

   451 

   452       }

   453       else{

   454 	if (lb == ub){

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

   456 	}

   457 	else{

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

   459 	}

   460       }

   461     }

   462 

   463     solved = false;

   464   }

   465 

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

   467   {

   468 

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

   470     switch (b) {

   471     case LEMON_GLP(FR):

   472     case LEMON_GLP(UP):

   473       lb = -INF;

   474 	break;

   475     default: 

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

   477     }

   478 

   479     switch (b) {

   480     case LEMON_GLP(FR):

   481     case LEMON_GLP(LO):

   482       ub = INF;

   483 	break;

   484     default: 

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

   486     }

   487     

   488   }

   489   

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

   491   {

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

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

   494 

   495     solved = false;

   496   }

   497 

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

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

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

   501   }

   502 

   503   void LpGlpk::_clearObj()

   504   {

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

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

   507     }

   508 

   509     solved = false;

   510   }

   511 

   512   LpGlpk::SolveExitStatus LpGlpk::_solve()

   513   {

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

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

   516 

   517     LEMON_lpx(std_basis)(lp);

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

   519     

   520     switch (i) {

   521     case LEMON_LPX(E_OK): 

   522       solved = true;

   523       return SOLVED;

   524     default:

   525       return UNSOLVED;

   526     }

   527   }

   528 

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

   530   {

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

   532   }

   533 

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

   535   {

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

   537   }

   538   

   539   LpGlpk::Value LpGlpk::_getPrimalValue() const

   540   {

   541     return LEMON_glp(get_obj_val)(lp);

   542   }

   543   bool LpGlpk::_isBasicCol(int i) const

   544   {

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

   546   }

   547   

   548  

   549   LpGlpk::SolutionStatus LpGlpk::_getPrimalStatus() const

   550   {

   551     if (!solved) return UNDEFINED;

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

   553     switch (stat) {

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

   555       return UNDEFINED;

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

   557     case LEMON_LPX(INFEAS)://Infeasible 

   558       return INFEASIBLE;

   559     case LEMON_LPX(UNBND)://Unbounded

   560       return INFINITE;

   561     case LEMON_LPX(FEAS)://Feasible

   562       return FEASIBLE;

   563     case LEMON_LPX(OPT)://Feasible

   564       return OPTIMAL;

   565     default:

   566       return UNDEFINED; //to avoid gcc warning

   567       //FIXME error

   568     }

   569   }

   570 

   571   LpGlpk::SolutionStatus LpGlpk::_getDualStatus() const

   572   {

   573     if (!solved) return UNDEFINED;

   574     switch (LEMON_lpx(get_dual_stat)(lp)) {

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

   576       return UNDEFINED;

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

   578 //    case LEMON_LPX(D_INFEAS://Infeasible 

   579       return INFEASIBLE;

   580     case LEMON_LPX(D_FEAS)://Feasible    

   581       switch (LEMON_lpx(get_status)(lp)) {

   582       case LEMON_LPX(NOFEAS):

   583 	return INFINITE;

   584       case LEMON_LPX(OPT):

   585 	return OPTIMAL;

   586       default:

   587 	return FEASIBLE;

   588       }

   589     default:

   590       return UNDEFINED; //to avoid gcc warning

   591       //FIXME error

   592     }

   593   }

   594 

   595   LpGlpk::ProblemTypes LpGlpk::_getProblemType() const

   596   {

   597     if (!solved) return UNKNOWN;

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

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

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

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

   602 	return PRIMAL_DUAL_FEASIBLE;

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

   604 	return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;

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

   606 	return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;

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

   608 	return PRIMAL_DUAL_INFEASIBLE;

   609     //In all other cases

   610     return UNKNOWN;

   611   }

   612 

   613   void LpGlpk::_setMax()

   614   {

   615     solved = false;

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

   617   }

   618 

   619   void LpGlpk::_setMin()

   620   {

   621     solved = false;

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

   623   }

   624 

   625   bool LpGlpk::_isMax() const

   626   {

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

   628   }

   629 

   630  

   631 

   632   void LpGlpk::messageLevel(int m)

   633   {

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

   635   }

   636 

   637   void LpGlpk::presolver(bool b)

   638   {

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

   640   }

   641 

   642  

   643 } //END OF NAMESPACE LEMON
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