- runningTimeTest(): a tool to measure running times more precisely.
- TimeStamp now uses double to count cpu-times
- 'get's removed from the query functions of Times and TimeStamp
2 * lemon/lp_cplex.cc - Part of LEMON, a generic C++ optimization library
4 * Copyright (C) 2005 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);
85 ///\warning Data at index 0 is ignored in the arrays.
86 void LpCplex::_setRowCoeffs(int i,
89 Value const * values )
91 int rowlist[length+1];
93 for (int k=1;k<=length;++k){
96 status = CPXchgcoeflist(env, lp,
99 const_cast<int * >(indices+1),
100 const_cast<Value * >(values+1));
103 void LpCplex::_setColCoeffs(int i,
106 Value const * values)
108 int collist[length+1];
110 for (int k=1;k<=length;++k){
113 status = CPXchgcoeflist(env, lp,
115 const_cast<int * >(indices+1),
117 const_cast<Value * >(values+1));
120 void LpCplex::_setCoeff(int row, int col, Value value)
122 CPXchgcoef(env, lp, row, col, value);
125 void LpCplex::_setColLowerBound(int i, Value value)
133 status = CPXchgbds(env, lp, 1, indices, lu, bd);
137 void LpCplex::_setColUpperBound(int i, Value value)
145 status = CPXchgbds(env, lp, 1, indices, lu, bd);
148 //This will be easier to implement
149 void LpCplex::_setRowBounds(int i, Value lb, Value ub)
152 if (lb==INF || ub==-INF) {
163 CPXchgsense(env, lp, cnt, indices, sense);
164 CPXchgcoef(env, lp, i, -1, ub);
170 CPXchgsense(env, lp, cnt, indices, sense);
171 CPXchgcoef(env, lp, i, -1, lb);
176 CPXchgsense(env, lp, cnt, indices, sense);
177 CPXchgcoef(env, lp, i, -1, lb);
181 CPXchgsense(env, lp, cnt, indices, sense);
182 CPXchgcoef(env, lp, i, -1, lb);
183 CPXchgcoef(env, lp, i, -2, ub-lb);
189 // void LpCplex::_setRowLowerBound(int i, Value value)
191 // //Not implemented, obsolete
194 // void LpCplex::_setRowUpperBound(int i, Value value)
196 // //Not implemented, obsolete
197 // // //TODO Ezt kell meg megirni
198 // // //type of the problem
200 // // status = CPXgetsense(env, lp, sense, i, i);
202 // // status = CPXgetrhs(env, lp, rhs, i, i);
204 // // switch (sense[0]) {
205 // // case 'L'://<= constraint
207 // // case 'E'://= constraint
209 // // case 'G'://>= constraint
211 // // case 'R'://ranged constraint
217 // // status = CPXchgcoef(env, lp, i, -2, value_rng);
220 void LpCplex::_setObjCoeff(int i, Value obj_coef)
222 CPXchgcoef(env, lp, -1, i, obj_coef);
225 void LpCplex::_clearObj()
227 for (int i=0;i< CPXgetnumcols(env, lp);++i){
228 CPXchgcoef(env, lp, -1, i, 0);
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()
244 status = CPXlpopt(env, lp);
245 //status = CPXprimopt(env, lp);
247 //We want to exclude some cases
248 switch (CPXgetstat(env, lp)){
250 case CPX_IT_LIM_FEAS:
251 case CPX_IT_LIM_INFEAS:
252 case CPX_TIME_LIM_FEAS:
253 case CPX_TIME_LIM_INFEAS:
264 LpCplex::Value LpCplex::_getPrimal(int i)
267 CPXgetx(env, lp, &x, i, i);
271 LpCplex::Value LpCplex::_getPrimalValue()
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);
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
287 // Optimal solution found
289 // Problem infeasible
293 // Objective limit exceeded in Phase II
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
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
323 // Infeasible or unbounded
327 // Ezeket hova tegyem:
328 // ??case CPX_ABORT_DUAL_INFEAS
329 // ??case CPX_ABORT_CROSSOVER
330 // ??case CPX_INForUNBD
333 //Some more interesting stuff:
335 // CPX_PARAM_LPMETHOD 1062 int LPMETHOD
340 // 4 Standard Barrier
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
345 void statusSwitch(CPXENVptr env,int& stat){
347 CPXgetintparam (env,CPX_PARAM_LPMETHOD,&lpmethod);
349 if (stat==CPX_UNBOUNDED){
353 if (stat==CPX_INFEASIBLE)
359 LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
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);
368 return UNDEFINED; //Undefined
369 case CPX_OPTIMAL://Optimal
371 case CPX_UNBOUNDED://Unbounded
372 return INFEASIBLE;//In case of dual simplex
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
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:
392 return UNDEFINED; //Everything else comes here
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
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()
417 int stat = CPXgetstat(env, lp);
418 statusSwitch(env,stat);
421 return UNDEFINED; //Undefined
422 case CPX_OPTIMAL://Optimal
427 return UNDEFINED; //Everything else comes here
432 LpCplex::ProblemTypes LpCplex::_getProblemType()
434 int stat = CPXgetstat(env, lp);
436 case CPX_OPTIMAL://Optimal
437 return PRIMAL_DUAL_FEASIBLE;
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
451 void LpCplex::_setMax()
453 CPXchgobjsen(env, lp, CPX_MAX);
455 void LpCplex::_setMin()
457 CPXchgobjsen(env, lp, CPX_MIN);