lemon-0.x: lemon/lp_cplex.cc@e54392395480

     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     if (status == 0){

   246       //We want to exclude some cases

   247       switch (CPXgetstat(env, lp)){

   248       case CPX_OBJ_LIM:

   249       case CPX_IT_LIM_FEAS:

   250       case CPX_IT_LIM_INFEAS:

   251       case CPX_TIME_LIM_FEAS:

   252       case CPX_TIME_LIM_INFEAS:

   253 	return UNSOLVED;

   254       default:

   255 	return SOLVED;

   256       }

   257     }

   258     else{

   259       return UNSOLVED;

   260     }

   261   }

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

   264   {

   265     Value x;

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

   267     return x;

   268   }

   270   LpCplex::Value LpCplex::_getPrimalValue()

   271   {

   272     Value objval;

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

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

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

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

   277     return objval;

   278   }

   281 //7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!)

   282 // 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.

   284 // For Simplex, Barrier

   285 // 1  	CPX_OPTIMAL

   286 // 	 Optimal solution found

   287 // 2  	CPX_INFEASIBLE

   288 // 	 Problem infeasible

   289 // 3    CPX_UNBOUNDED

   290 // 	 Problem unbounded

   291 // 4  	CPX_OBJ_LIM

   292 // 	 Objective limit exceeded in Phase II

   293 // 5  	CPX_IT_LIM_FEAS

   294 // 	 Iteration limit exceeded in Phase II

   295 // 6  	CPX_IT_LIM_INFEAS

   296 // 	 Iteration limit exceeded in Phase I

   297 // 7  	CPX_TIME_LIM_FEAS

   298 // 	 Time limit exceeded in Phase II

   299 // 8  	CPX_TIME_LIM_INFEAS

   300 // 	 Time limit exceeded in Phase I

   301 // 9  	CPX_NUM_BEST_FEAS

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

   303 // 10 	CPX_NUM_BEST_INFEAS

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

   305 // 11 	CPX_OPTIMAL_INFEAS

   306 // 	 Optimal solution found, unscaled infeasibilities

   307 // 12 	CPX_ABORT_FEAS

   308 // 	 Aborted in Phase II

   309 // 13 	CPX_ABORT_INFEAS

   310 // 	 Aborted in Phase I

   311 // 14  	CPX_ABORT_DUAL_INFEAS

   312 // 	 Aborted in barrier, dual infeasible

   313 // 15  	CPX_ABORT_PRIM_INFEAS

   314 // 	 Aborted in barrier, primal infeasible

   315 // 16  	CPX_ABORT_PRIM_DUAL_INFEAS

   316 // 	 Aborted in barrier, primal and dual infeasible

   317 // 17  	CPX_ABORT_PRIM_DUAL_FEAS

   318 // 	 Aborted in barrier, primal and dual feasible

   319 // 18  	CPX_ABORT_CROSSOVER

   320 // 	 Aborted in crossover

   321 // 19  	CPX_INForUNBD

   322 // 	 Infeasible or unbounded

   323 // 20   CPX_PIVOT

   324 //       User pivot used

   325 //

   326 //     Ezeket hova tegyem:

   327 // ??case CPX_ABORT_DUAL_INFEAS

   328 // ??case CPX_ABORT_CROSSOVER

   329 // ??case CPX_INForUNBD

   330 // ??case CPX_PIVOT

   332   LpCplex::SolutionStatus LpCplex::_getPrimalStatus()

   333   {

   334     int stat = CPXgetstat(env, lp);

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

   336     switch (stat) {

   337     case 0:

   338       return UNDEFINED; //Undefined

   339     case CPX_OPTIMAL://Optimal

   340       return OPTIMAL;

   341     case CPX_UNBOUNDED://Unbounded

   342       return INFINITE;

   343     case CPX_INFEASIBLE://Infeasible

   344  //    case CPX_IT_LIM_INFEAS:

   345 //     case CPX_TIME_LIM_INFEAS:

   346 //     case CPX_NUM_BEST_INFEAS:

   347 //     case CPX_OPTIMAL_INFEAS:

   348 //     case CPX_ABORT_INFEAS:

   349 //     case CPX_ABORT_PRIM_INFEAS:

   350 //     case CPX_ABORT_PRIM_DUAL_INFEAS:

   351       return INFEASIBLE;

   352 //     case CPX_OBJ_LIM:

   353 //     case CPX_IT_LIM_FEAS:

   354 //     case CPX_TIME_LIM_FEAS:

   355 //     case CPX_NUM_BEST_FEAS:

   356 //     case CPX_ABORT_FEAS:

   357 //     case CPX_ABORT_PRIM_DUAL_FEAS:

   358 //       return FEASIBLE;

   359     default:

   360       return UNDEFINED; //Everything else comes here

   361       //FIXME error

   362     }

   364   }

   366 //9.0-as cplex verzio statusai

   367 // CPX_STAT_ABORT_DUAL_OBJ_LIM

   368 // CPX_STAT_ABORT_IT_LIM

   369 // CPX_STAT_ABORT_OBJ_LIM

   370 // CPX_STAT_ABORT_PRIM_OBJ_LIM

   371 // CPX_STAT_ABORT_TIME_LIM

   372 // CPX_STAT_ABORT_USER

   373 // CPX_STAT_FEASIBLE_RELAXED

   374 // CPX_STAT_INFEASIBLE

   375 // CPX_STAT_INForUNBD

   376 // CPX_STAT_NUM_BEST

   377 // CPX_STAT_OPTIMAL

   378 // CPX_STAT_OPTIMAL_FACE_UNBOUNDED

   379 // CPX_STAT_OPTIMAL_INFEAS

   380 // CPX_STAT_OPTIMAL_RELAXED

   381 // CPX_STAT_UNBOUNDED

   383   LpCplex::SolutionStatus LpCplex::_getDualStatus()

   384   {

   385     int stat = CPXgetstat(env, lp);

   386     switch (stat) {

   387     case 0:

   388       return UNDEFINED; //Undefined

   389     case CPX_OPTIMAL://Optimal

   390       return OPTIMAL;

   391     case CPX_UNBOUNDED:

   392      return INFEASIBLE;

   393     default:

   394       return UNDEFINED; //Everything else comes here

   395       //FIXME error

   396     }

   397   }

   399   LpCplex::ProblemTypes LpCplex::_getProblemType()

   400   {

   401     int stat = CPXgetstat(env, lp);

   402     switch (stat) {

   403     case CPX_OPTIMAL://Optimal

   404 	return PRIMAL_DUAL_FEASIBLE;

   405     case CPX_UNBOUNDED:

   406  	return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;

   407 // 	return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;

   408 // 	return PRIMAL_DUAL_INFEASIBLE;

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

   411     default:

   412 	//In all other cases

   413 	return UNKNOWN;

   414       //FIXME error

   415     }

   416   }

   418   void LpCplex::_setMax()

   419   {

   420     CPXchgobjsen(env, lp, CPX_MAX);

   421    }

   422   void LpCplex::_setMin()

   423   {

   424     CPXchgobjsen(env, lp, CPX_MIN);

   425    }

   427 } //namespace lemon

author	hegyi
	Fri, 24 Jun 2005 18:16:12 +0000
changeset 1512	e54392395480
parent 1473	876c7b7f4dae
child 1542	0219ee65ffcc
permissions	-rw-r--r--