lemon-0.x: lemon/lp_cplex.cc@616bc933c2bc

     1 /* -*- C++ -*-

     2  * lemon/lp_cplex.cc - Part of LEMON, a generic C++ optimization library

     3  *

     4  * Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport

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

     6  *

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

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

     9  * precise terms see the accompanying LICENSE file.

    10  *

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

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

    13  * purpose.

    14  *

    15  */

    16 #include <iostream>

    17 #include<lemon/lp_cplex.h>

    19 ///\file

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

    21 namespace lemon {

    23   LpCplex::LpCplex() : LpSolverBase() {

    25     //    env = CPXopenCPLEXdevelop(&status);

    26     env = CPXopenCPLEX(&status);

    27     lp = CPXcreateprob(env, &status, "LP problem");

    28   }

    30   LpCplex::~LpCplex() {

    31     CPXfreeprob(env,&lp);

    32     CPXcloseCPLEX(&env);

    33   }

    35   LpSolverBase &LpCplex::_newLp()

    36   {

    37     //The first approach opens a new environment

    38     LpCplex* newlp=new LpCplex();

    39     return *newlp;

    40   }

    42   LpSolverBase &LpCplex::_copyLp() {

    43     //The first approach opens a new environment

    44     LpCplex* newlp=new LpCplex();

    45     //The routine CPXcloneprob can be used to create a new CPLEX problem

    46     //object and copy all the problem data from an existing problem

    47     //object to it. Solution and starting information is not copied.

    48     newlp->lp = CPXcloneprob(env, lp, &status);

    49     return *newlp;

    50   }

    52   int LpCplex::_addCol()

    53   {

    54     int i = CPXgetnumcols(env, lp);

    55     Value lb[1],ub[1];

    56     lb[0]=-INF;//-CPX_INFBOUND;

    57     ub[0]=INF;//CPX_INFBOUND;

    58     status = CPXnewcols(env, lp, 1, NULL, lb, ub, NULL, NULL);

    59     return i;

    60   }

    63   int LpCplex::_addRow()

    64   {

    65     //We want a row that is not constrained

    66     char sense[1];

    67     sense[0]='L';//<= constraint

    68     Value rhs[1];

    69     rhs[0]=INF;

    70     int i = CPXgetnumrows(env, lp);

    71     status = CPXnewrows(env, lp, 1, rhs, sense, NULL, NULL);

    72     return i;

    73   }

    76   void LpCplex::_eraseCol(int i) {

    77     CPXdelcols(env, lp, i, i);

    78   }

    80   void LpCplex::_eraseRow(int i) {

    81     CPXdelrows(env, lp, i, i);

    82   }

    85   ///\warning Data at index 0 is ignored in the arrays.

    86   void LpCplex::_setRowCoeffs(int i,

    87 			      int length,

    88 			      int  const * indices,

    89 			      Value  const * values )

    90   {

    91     int rowlist[length+1];

    92     int* p=rowlist;

    93     for (int k=1;k<=length;++k){

    94       rowlist[k]=i;

    95     }

    96     status = CPXchgcoeflist(env, lp,

    97 			    length,

    98 			    p+1,

    99 			    const_cast<int * >(indices+1),

   100 			    const_cast<Value * >(values+1));

   101   }

   103   void LpCplex::_setColCoeffs(int i,

   104 			      int length,

   105 			      int  const * indices,

   106 			      Value  const * values)

   107   {

   108     int collist[length+1];

   109     int* p=collist;

   110     for (int k=1;k<=length;++k){

   111       collist[k]=i;

   112     }

   113     status = CPXchgcoeflist(env, lp,

   114 			    length,

   115 			    const_cast<int * >(indices+1),

   116 			    p+1,

   117 			    const_cast<Value * >(values+1));

   118   }

   120   void LpCplex::_setCoeff(int row, int col, Value value)

   121   {

   122     CPXchgcoef(env, lp, row, col, value);

   123   }

   125   void LpCplex::_setColLowerBound(int i, Value value)

   126   {

   127     int indices[1];

   128     indices[0]=i;

   129     char lu[1];

   130     lu[0]='L';

   131     Value bd[1];

   132     bd[0]=value;

   133     status = CPXchgbds(env, lp, 1, indices, lu, bd);

   135   }

   137   void LpCplex::_setColUpperBound(int i, Value value)

   138   {

   139     int indices[1];

   140     indices[0]=i;

   141     char lu[1];

   142     lu[0]='U';

   143     Value bd[1];

   144     bd[0]=value;

   145     status = CPXchgbds(env, lp, 1, indices, lu, bd);

   146   }

   148   //This will be easier to implement

   149   void LpCplex::_setRowBounds(int i, Value lb, Value ub)

   150   {

   151     //Bad parameter

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

   153       //FIXME error

   154     }

   156     int cnt=1;

   157     int indices[1];

   158     indices[0]=i;

   159     char sense[1];

   161     if (lb==-INF){

   162       sense[0]='L';

   163       CPXchgsense(env, lp, cnt, indices, sense);

   164       CPXchgcoef(env, lp, i, -1, ub);

   166     }

   167     else{

   168       if (ub==INF){

   169 	sense[0]='G';

   170 	CPXchgsense(env, lp, cnt, indices, sense);

   171 	CPXchgcoef(env, lp, i, -1, lb);

   172       }

   173       else{

   174 	if (lb == ub){

   175 	  sense[0]='E';

   176 	  CPXchgsense(env, lp, cnt, indices, sense);

   177 	  CPXchgcoef(env, lp, i, -1, lb);

   178 	}

   179 	else{

   180 	  sense[0]='R';

   181 	  CPXchgsense(env, lp, cnt, indices, sense);

   182 	  CPXchgcoef(env, lp, i, -1, lb);

   183 	  CPXchgcoef(env, lp, i, -2, ub-lb);

   184 	}

   185       }

   186     }

   187   }

   189 //   void LpCplex::_setRowLowerBound(int i, Value value)

   190 //   {

   191 //     //Not implemented, obsolete

   192 //   }

   194 //   void LpCplex::_setRowUpperBound(int i, Value value)

   195 //   {

   196 //     //Not implemented, obsolete

   197 // //     //TODO Ezt kell meg megirni

   198 // //     //type of the problem

   199 // //     char sense[1];

   200 // //     status = CPXgetsense(env, lp, sense, i, i);

   201 // //     Value rhs[1];

   202 // //     status = CPXgetrhs(env, lp, rhs, i, i);

   204 // //     switch (sense[0]) {

   205 // //     case 'L'://<= constraint

   206 // //       break;

   207 // //     case 'E'://= constraint

   208 // //       break;

   209 // //     case 'G'://>= constraint

   210 // //       break;

   211 // //     case 'R'://ranged constraint

   212 // //       break;

   213 // //     default: ;

   214 // //       //FIXME error

   215 // //     }

   217 // //     status = CPXchgcoef(env, lp, i, -2, value_rng);

   218 //   }

   220   void LpCplex::_setObjCoeff(int i, Value obj_coef)

   221   {

   222     CPXchgcoef(env, lp, -1, i, obj_coef);

   223   }

   225   void LpCplex::_clearObj()

   226   {

   227     for (int i=0;i< CPXgetnumcols(env, lp);++i){

   228       CPXchgcoef(env, lp, -1, i, 0);

   229     }

   231   }

   232   // The routine returns zero unless an error occurred during the

   233   // optimization. Examples of errors include exhausting available

   234   // memory (CPXERR_NO_MEMORY) or encountering invalid data in the

   235   // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a

   236   // user-specified CPLEX limit, or proving the model infeasible or

   237   // unbounded, are not considered errors. Note that a zero return

   238   // value does not necessarily mean that a solution exists. Use query

   239   // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain

   240   // further information about the status of the optimization.

   241   LpCplex::SolveExitStatus LpCplex::_solve()

   242   {

   243     //CPX_PARAM_LPMETHOD

   244     status = CPXlpopt(env, lp);

   245     //status = CPXprimopt(env, lp);

   246     if (status == 0){

   247       //We want to exclude some cases

   248       switch (CPXgetstat(env, lp)){

   249       case CPX_OBJ_LIM:

   250       case CPX_IT_LIM_FEAS:

   251       case CPX_IT_LIM_INFEAS:

   252       case CPX_TIME_LIM_FEAS:

   253       case CPX_TIME_LIM_INFEAS:

   254 	return UNSOLVED;

   255       default:

   256 	return SOLVED;

   257       }

   258     }

   259     else{

   260       return UNSOLVED;

   261     }

   262   }

   264   LpCplex::Value LpCplex::_getPrimal(int i)

   265   {

   266     Value x;

   267     CPXgetx(env, lp, &x, i, i);

   268     return x;

   269   }

   271   LpCplex::Value LpCplex::_getPrimalValue()

   272   {

   273     Value objval;

   274     //method = CPXgetmethod (env, lp);

   275     //printf("CPXgetprobtype %d \n",CPXgetprobtype(env,lp));

   276     status = CPXgetobjval(env, lp, &objval);

   277     //printf("Objective value: %g \n",objval);

   278     return objval;

   279   }

   282 //7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!)

   283 // 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.

   285 // For Simplex, Barrier

   286 // 1  	CPX_OPTIMAL

   287 // 	 Optimal solution found

   288 // 2  	CPX_INFEASIBLE

   289 // 	 Problem infeasible

   290 // 3    CPX_UNBOUNDED

   291 // 	 Problem unbounded

   292 // 4  	CPX_OBJ_LIM

   293 // 	 Objective limit exceeded in Phase II

   294 // 5  	CPX_IT_LIM_FEAS

   295 // 	 Iteration limit exceeded in Phase II

   296 // 6  	CPX_IT_LIM_INFEAS

   297 // 	 Iteration limit exceeded in Phase I

   298 // 7  	CPX_TIME_LIM_FEAS

   299 // 	 Time limit exceeded in Phase II

   300 // 8  	CPX_TIME_LIM_INFEAS

   301 // 	 Time limit exceeded in Phase I

   302 // 9  	CPX_NUM_BEST_FEAS

   303 // 	 Problem non-optimal, singularities in Phase II

   304 // 10 	CPX_NUM_BEST_INFEAS

   305 // 	 Problem non-optimal, singularities in Phase I

   306 // 11 	CPX_OPTIMAL_INFEAS

   307 // 	 Optimal solution found, unscaled infeasibilities

   308 // 12 	CPX_ABORT_FEAS

   309 // 	 Aborted in Phase II

   310 // 13 	CPX_ABORT_INFEAS

   311 // 	 Aborted in Phase I

   312 // 14  	CPX_ABORT_DUAL_INFEAS

   313 // 	 Aborted in barrier, dual infeasible

   314 // 15  	CPX_ABORT_PRIM_INFEAS

   315 // 	 Aborted in barrier, primal infeasible

   316 // 16  	CPX_ABORT_PRIM_DUAL_INFEAS

   317 // 	 Aborted in barrier, primal and dual infeasible

   318 // 17  	CPX_ABORT_PRIM_DUAL_FEAS

   319 // 	 Aborted in barrier, primal and dual feasible

   320 // 18  	CPX_ABORT_CROSSOVER

   321 // 	 Aborted in crossover

   322 // 19  	CPX_INForUNBD

   323 // 	 Infeasible or unbounded

   324 // 20   CPX_PIVOT

   325 //       User pivot used

   326 //

   327 //     Ezeket hova tegyem:

   328 // ??case CPX_ABORT_DUAL_INFEAS

   329 // ??case CPX_ABORT_CROSSOVER

   330 // ??case CPX_INForUNBD

   331 // ??case CPX_PIVOT

   333 //Some more interesting stuff:

   335 // CPX_PARAM_LPMETHOD  1062  int  LPMETHOD

   336 // 0 Automatic

   337 // 1 Primal Simplex

   338 // 2 Dual Simplex

   339 // 3 Network Simplex

   340 // 4 Standard Barrier

   341 // Default: 0

   342 // Description: Method for linear optimization.

   343 // 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

   344   //Hulye cplex

   345   void statusSwitch(CPXENVptr env,int& stat){

   346     int lpmethod;

   347     CPXgetintparam (env,CPX_PARAM_LPMETHOD,&lpmethod);

   348     if (lpmethod==2){

   349       if (stat==CPX_UNBOUNDED){

   350 	stat=CPX_INFEASIBLE;

   351       }

   352       else{

   353 	if (stat==CPX_INFEASIBLE)

   354 	  stat=CPX_UNBOUNDED;

   355       }

   356     }

   357   }

   359   LpCplex::SolutionStatus LpCplex::_getPrimalStatus()

   360   {

   362     int stat = CPXgetstat(env, lp);

   363     statusSwitch(env,stat);

   364     //CPXgetstat(env, lp);

   365     //printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL);

   366     switch (stat) {

   367     case 0:

   368       return UNDEFINED; //Undefined

   369     case CPX_OPTIMAL://Optimal

   370       return OPTIMAL;

   371     case CPX_UNBOUNDED://Unbounded

   372       return INFEASIBLE;//In case of dual simplex

   373       //return INFINITE;

   374     case CPX_INFEASIBLE://Infeasible

   375  //    case CPX_IT_LIM_INFEAS:

   376 //     case CPX_TIME_LIM_INFEAS:

   377 //     case CPX_NUM_BEST_INFEAS:

   378 //     case CPX_OPTIMAL_INFEAS:

   379 //     case CPX_ABORT_INFEAS:

   380 //     case CPX_ABORT_PRIM_INFEAS:

   381 //     case CPX_ABORT_PRIM_DUAL_INFEAS:

   382       return INFINITE;//In case of dual simplex

   383       //return INFEASIBLE;

   384 //     case CPX_OBJ_LIM:

   385 //     case CPX_IT_LIM_FEAS:

   386 //     case CPX_TIME_LIM_FEAS:

   387 //     case CPX_NUM_BEST_FEAS:

   388 //     case CPX_ABORT_FEAS:

   389 //     case CPX_ABORT_PRIM_DUAL_FEAS:

   390 //       return FEASIBLE;

   391     default:

   392       return UNDEFINED; //Everything else comes here

   393       //FIXME error

   394     }

   396   }

   398 //9.0-as cplex verzio statusai

   399 // CPX_STAT_ABORT_DUAL_OBJ_LIM

   400 // CPX_STAT_ABORT_IT_LIM

   401 // CPX_STAT_ABORT_OBJ_LIM

   402 // CPX_STAT_ABORT_PRIM_OBJ_LIM

   403 // CPX_STAT_ABORT_TIME_LIM

   404 // CPX_STAT_ABORT_USER

   405 // CPX_STAT_FEASIBLE_RELAXED

   406 // CPX_STAT_INFEASIBLE

   407 // CPX_STAT_INForUNBD

   408 // CPX_STAT_NUM_BEST

   409 // CPX_STAT_OPTIMAL

   410 // CPX_STAT_OPTIMAL_FACE_UNBOUNDED

   411 // CPX_STAT_OPTIMAL_INFEAS

   412 // CPX_STAT_OPTIMAL_RELAXED

   413 // CPX_STAT_UNBOUNDED

   415   LpCplex::SolutionStatus LpCplex::_getDualStatus()

   416   {

   417     int stat = CPXgetstat(env, lp);

   418     statusSwitch(env,stat);

   419     switch (stat) {

   420     case 0:

   421       return UNDEFINED; //Undefined

   422     case CPX_OPTIMAL://Optimal

   423       return OPTIMAL;

   424     case CPX_UNBOUNDED:

   425      return INFEASIBLE;

   426     default:

   427       return UNDEFINED; //Everything else comes here

   428       //FIXME error

   429     }

   430   }

   432   LpCplex::ProblemTypes LpCplex::_getProblemType()

   433   {

   434     int stat = CPXgetstat(env, lp);

   435     switch (stat) {

   436     case CPX_OPTIMAL://Optimal

   437 	return PRIMAL_DUAL_FEASIBLE;

   438     case CPX_UNBOUNDED:

   439  	return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;

   440 // 	return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;

   441 // 	return PRIMAL_DUAL_INFEASIBLE;

   443 //Seems to be that this is all we can say for sure

   444     default:

   445 	//In all other cases

   446 	return UNKNOWN;

   447       //FIXME error

   448     }

   449   }

   451   void LpCplex::_setMax()

   452   {

   453     CPXchgobjsen(env, lp, CPX_MAX);

   454    }

   455   void LpCplex::_setMin()

   456   {

   457     CPXchgobjsen(env, lp, CPX_MIN);

   458    }

   460 } //namespace lemon

author	hegyi
	Thu, 20 Oct 2005 15:50:23 +0000
changeset 1731	616bc933c2bc
parent 1508	389a94a1d9eb
child 1787	932b8490caf0
permissions	-rw-r--r--