Do not append -Wall -W to CXXFLAGS when it is set on the commandline.
2 * lemon/lp_cplex.cc - Part of LEMON, a generic C++ optimization library
4 * Copyright (C) 2006 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
5 * (Egervary Research Group on Combinatorial Optimization, EGRES).
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.
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
17 #include<lemon/lp_cplex.h>
20 ///\brief Implementation of the LEMON-CPLEX lp solver interface.
23 LpCplex::LpCplex() : LpSolverBase() {
25 // env = CPXopenCPLEXdevelop(&status);
26 env = CPXopenCPLEX(&status);
27 lp = CPXcreateprob(env, &status, "LP problem");
35 LpSolverBase &LpCplex::_newLp()
37 //The first approach opens a new environment
38 LpCplex* newlp=new LpCplex();
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);
52 int LpCplex::_addCol()
54 int i = CPXgetnumcols(env, lp);
56 lb[0]=-INF;//-CPX_INFBOUND;
57 ub[0]=INF;//CPX_INFBOUND;
58 status = CPXnewcols(env, lp, 1, NULL, lb, ub, NULL, NULL);
63 int LpCplex::_addRow()
65 //We want a row that is not constrained
67 sense[0]='L';//<= constraint
70 int i = CPXgetnumrows(env, lp);
71 status = CPXnewrows(env, lp, 1, rhs, sense, NULL, NULL);
76 void LpCplex::_eraseCol(int i) {
77 CPXdelcols(env, lp, i, i);
80 void LpCplex::_eraseRow(int i) {
81 CPXdelrows(env, lp, i, i);
84 void LpCplex::_getColName(int col, std::string &name)
89 void LpCplex::_setColName(int col, const std::string &name)
92 CPXchgcolname(env, lp, 1, &col, const_cast<char*>(name.c_str()));
95 ///\warning Data at index 0 is ignored in the arrays.
96 void LpCplex::_setRowCoeffs(int i,
99 Value const * values )
101 int rowlist[length+1];
103 for (int k=1;k<=length;++k){
106 status = CPXchgcoeflist(env, lp,
109 const_cast<int * >(indices+1),
110 const_cast<Value * >(values+1));
113 void LpCplex::_setColCoeffs(int i,
116 Value const * values)
118 int collist[length+1];
120 for (int k=1;k<=length;++k){
123 status = CPXchgcoeflist(env, lp,
125 const_cast<int * >(indices+1),
127 const_cast<Value * >(values+1));
130 void LpCplex::_setCoeff(int row, int col, Value value)
132 CPXchgcoef(env, lp, row, col, value);
135 void LpCplex::_setColLowerBound(int i, Value value)
143 status = CPXchgbds(env, lp, 1, indices, lu, bd);
147 void LpCplex::_setColUpperBound(int i, Value value)
155 status = CPXchgbds(env, lp, 1, indices, lu, bd);
158 //This will be easier to implement
159 void LpCplex::_setRowBounds(int i, Value lb, Value ub)
162 if (lb==INF || ub==-INF) {
173 CPXchgsense(env, lp, cnt, indices, sense);
174 CPXchgcoef(env, lp, i, -1, ub);
180 CPXchgsense(env, lp, cnt, indices, sense);
181 CPXchgcoef(env, lp, i, -1, lb);
186 CPXchgsense(env, lp, cnt, indices, sense);
187 CPXchgcoef(env, lp, i, -1, lb);
191 CPXchgsense(env, lp, cnt, indices, sense);
192 CPXchgcoef(env, lp, i, -1, lb);
193 CPXchgcoef(env, lp, i, -2, ub-lb);
199 // void LpCplex::_setRowLowerBound(int i, Value value)
201 // //Not implemented, obsolete
204 // void LpCplex::_setRowUpperBound(int i, Value value)
206 // //Not implemented, obsolete
207 // // //TODO Ezt kell meg megirni
208 // // //type of the problem
210 // // status = CPXgetsense(env, lp, sense, i, i);
212 // // status = CPXgetrhs(env, lp, rhs, i, i);
214 // // switch (sense[0]) {
215 // // case 'L'://<= constraint
217 // // case 'E'://= constraint
219 // // case 'G'://>= constraint
221 // // case 'R'://ranged constraint
227 // // status = CPXchgcoef(env, lp, i, -2, value_rng);
230 void LpCplex::_setObjCoeff(int i, Value obj_coef)
232 CPXchgcoef(env, lp, -1, i, obj_coef);
235 void LpCplex::_clearObj()
237 for (int i=0;i< CPXgetnumcols(env, lp);++i){
238 CPXchgcoef(env, lp, -1, i, 0);
242 // The routine returns zero unless an error occurred during the
243 // optimization. Examples of errors include exhausting available
244 // memory (CPXERR_NO_MEMORY) or encountering invalid data in the
245 // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a
246 // user-specified CPLEX limit, or proving the model infeasible or
247 // unbounded, are not considered errors. Note that a zero return
248 // value does not necessarily mean that a solution exists. Use query
249 // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain
250 // further information about the status of the optimization.
251 LpCplex::SolveExitStatus LpCplex::_solve()
254 status = CPXlpopt(env, lp);
255 //status = CPXprimopt(env, lp);
257 //We want to exclude some cases
258 switch (CPXgetstat(env, lp)){
260 case CPX_IT_LIM_FEAS:
261 case CPX_IT_LIM_INFEAS:
262 case CPX_TIME_LIM_FEAS:
263 case CPX_TIME_LIM_INFEAS:
274 LpCplex::Value LpCplex::_getPrimal(int i)
277 CPXgetx(env, lp, &x, i, i);
281 LpCplex::Value LpCplex::_getDual(int i)
284 CPXgetpi(env, lp, &y, i, i);
288 LpCplex::Value LpCplex::_getPrimalValue()
291 //method = CPXgetmethod (env, lp);
292 //printf("CPXgetprobtype %d \n",CPXgetprobtype(env,lp));
293 status = CPXgetobjval(env, lp, &objval);
294 //printf("Objective value: %g \n",objval);
297 bool LpCplex::_isBasicCol(int i) {
298 int cstat[CPXgetnumcols(env, lp)];
299 CPXgetbase(env, lp, cstat, NULL);
300 return (cstat[i]==CPX_BASIC);
303 //7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!)
304 // 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.
306 // For Simplex, Barrier
308 // Optimal solution found
310 // Problem infeasible
314 // Objective limit exceeded in Phase II
316 // Iteration limit exceeded in Phase II
317 // 6 CPX_IT_LIM_INFEAS
318 // Iteration limit exceeded in Phase I
319 // 7 CPX_TIME_LIM_FEAS
320 // Time limit exceeded in Phase II
321 // 8 CPX_TIME_LIM_INFEAS
322 // Time limit exceeded in Phase I
323 // 9 CPX_NUM_BEST_FEAS
324 // Problem non-optimal, singularities in Phase II
325 // 10 CPX_NUM_BEST_INFEAS
326 // Problem non-optimal, singularities in Phase I
327 // 11 CPX_OPTIMAL_INFEAS
328 // Optimal solution found, unscaled infeasibilities
330 // Aborted in Phase II
331 // 13 CPX_ABORT_INFEAS
332 // Aborted in Phase I
333 // 14 CPX_ABORT_DUAL_INFEAS
334 // Aborted in barrier, dual infeasible
335 // 15 CPX_ABORT_PRIM_INFEAS
336 // Aborted in barrier, primal infeasible
337 // 16 CPX_ABORT_PRIM_DUAL_INFEAS
338 // Aborted in barrier, primal and dual infeasible
339 // 17 CPX_ABORT_PRIM_DUAL_FEAS
340 // Aborted in barrier, primal and dual feasible
341 // 18 CPX_ABORT_CROSSOVER
342 // Aborted in crossover
344 // Infeasible or unbounded
348 // Ezeket hova tegyem:
349 // ??case CPX_ABORT_DUAL_INFEAS
350 // ??case CPX_ABORT_CROSSOVER
351 // ??case CPX_INForUNBD
354 //Some more interesting stuff:
356 // CPX_PARAM_LPMETHOD 1062 int LPMETHOD
361 // 4 Standard Barrier
363 // Description: Method for linear optimization.
364 // 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
366 void statusSwitch(CPXENVptr env,int& stat){
368 CPXgetintparam (env,CPX_PARAM_LPMETHOD,&lpmethod);
370 if (stat==CPX_UNBOUNDED){
374 if (stat==CPX_INFEASIBLE)
380 LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
383 int stat = CPXgetstat(env, lp);
384 statusSwitch(env,stat);
385 //CPXgetstat(env, lp);
386 //printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL);
389 return UNDEFINED; //Undefined
390 case CPX_OPTIMAL://Optimal
392 case CPX_UNBOUNDED://Unbounded
393 return INFEASIBLE;//In case of dual simplex
395 case CPX_INFEASIBLE://Infeasible
396 // case CPX_IT_LIM_INFEAS:
397 // case CPX_TIME_LIM_INFEAS:
398 // case CPX_NUM_BEST_INFEAS:
399 // case CPX_OPTIMAL_INFEAS:
400 // case CPX_ABORT_INFEAS:
401 // case CPX_ABORT_PRIM_INFEAS:
402 // case CPX_ABORT_PRIM_DUAL_INFEAS:
403 return INFINITE;//In case of dual simplex
406 // case CPX_IT_LIM_FEAS:
407 // case CPX_TIME_LIM_FEAS:
408 // case CPX_NUM_BEST_FEAS:
409 // case CPX_ABORT_FEAS:
410 // case CPX_ABORT_PRIM_DUAL_FEAS:
413 return UNDEFINED; //Everything else comes here
419 //9.0-as cplex verzio statusai
420 // CPX_STAT_ABORT_DUAL_OBJ_LIM
421 // CPX_STAT_ABORT_IT_LIM
422 // CPX_STAT_ABORT_OBJ_LIM
423 // CPX_STAT_ABORT_PRIM_OBJ_LIM
424 // CPX_STAT_ABORT_TIME_LIM
425 // CPX_STAT_ABORT_USER
426 // CPX_STAT_FEASIBLE_RELAXED
427 // CPX_STAT_INFEASIBLE
428 // CPX_STAT_INForUNBD
431 // CPX_STAT_OPTIMAL_FACE_UNBOUNDED
432 // CPX_STAT_OPTIMAL_INFEAS
433 // CPX_STAT_OPTIMAL_RELAXED
434 // CPX_STAT_UNBOUNDED
436 LpCplex::SolutionStatus LpCplex::_getDualStatus()
438 int stat = CPXgetstat(env, lp);
439 statusSwitch(env,stat);
442 return UNDEFINED; //Undefined
443 case CPX_OPTIMAL://Optimal
448 return UNDEFINED; //Everything else comes here
453 LpCplex::ProblemTypes LpCplex::_getProblemType()
455 int stat = CPXgetstat(env, lp);
457 case CPX_OPTIMAL://Optimal
458 return PRIMAL_DUAL_FEASIBLE;
460 return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
461 // return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;
462 // return PRIMAL_DUAL_INFEASIBLE;
464 //Seems to be that this is all we can say for sure
472 void LpCplex::_setMax()
474 CPXchgobjsen(env, lp, CPX_MAX);
476 void LpCplex::_setMin()
478 CPXchgobjsen(env, lp, CPX_MIN);