alpar@1381: /* -*- C++ -*-
ladanyi@1435:  * lemon/lp_cplex.cc - Part of LEMON, a generic C++ optimization library
alpar@1381:  *
alpar@1875:  * Copyright (C) 2006 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
alpar@1381:  * (Egervary Research Group on Combinatorial Optimization, EGRES).
alpar@1381:  *
alpar@1381:  * Permission to use, modify and distribute this software is granted
alpar@1381:  * provided that this copyright notice appears in all copies. For
alpar@1381:  * precise terms see the accompanying LICENSE file.
alpar@1381:  *
alpar@1381:  * This software is provided "AS IS" with no warranty of any kind,
alpar@1381:  * express or implied, and with no claim as to its suitability for any
alpar@1381:  * purpose.
alpar@1381:  *
alpar@1381:  */
athos@1405: #include <iostream>
athos@1405: #include<lemon/lp_cplex.h>
alpar@1381: 
alpar@1381: ///\file
alpar@1381: ///\brief Implementation of the LEMON-CPLEX lp solver interface.
alpar@1381: namespace lemon {
alpar@1381:   
alpar@1381:   LpCplex::LpCplex() : LpSolverBase() {
athos@1436: 
athos@1436:     //    env = CPXopenCPLEXdevelop(&status);     
athos@1436:     env = CPXopenCPLEX(&status);     
alpar@1381:     lp = CPXcreateprob(env, &status, "LP problem");
alpar@1381:   }
alpar@1381:   
alpar@1381:   LpCplex::~LpCplex() {
athos@1436:     CPXfreeprob(env,&lp); 
athos@1436:     CPXcloseCPLEX(&env); 
alpar@1381:   }
alpar@1381:   
athos@1405:   LpSolverBase &LpCplex::_newLp() 
athos@1405:   {
athos@1436:     //The first approach opens a new environment
athos@1436:     LpCplex* newlp=new LpCplex();
athos@1436:     return *newlp;
athos@1405:   }
athos@1436: 
athos@1405:   LpSolverBase &LpCplex::_copyLp() {
athos@1436:     //The first approach opens a new environment
athos@1436:     LpCplex* newlp=new LpCplex();
athos@1436:     //The routine CPXcloneprob can be used to create a new CPLEX problem 
athos@1436:     //object and copy all the problem data from an existing problem 
athos@1436:     //object to it. Solution and starting information is not copied.
athos@1508:     newlp->lp = CPXcloneprob(env, lp, &status);
athos@1436:     return *newlp;
athos@1405:   }
alpar@1381: 
alpar@1381:   int LpCplex::_addCol()
alpar@1381:   {
athos@1508:     int i = CPXgetnumcols(env, lp);
alpar@1381:     Value lb[1],ub[1];
alpar@1381:     lb[0]=-INF;//-CPX_INFBOUND;
alpar@1381:     ub[0]=INF;//CPX_INFBOUND;
athos@1508:     status = CPXnewcols(env, lp, 1, NULL, lb, ub, NULL, NULL);
alpar@1381:     return i;
alpar@1381:   }
athos@1436: 
alpar@1381:   
alpar@1381:   int LpCplex::_addRow() 
alpar@1381:   {
alpar@1381:     //We want a row that is not constrained
alpar@1381:     char sense[1];
alpar@1381:     sense[0]='L';//<= constraint
alpar@1381:     Value rhs[1];
alpar@1381:     rhs[0]=INF;
athos@1508:     int i = CPXgetnumrows(env, lp);
athos@1508:     status = CPXnewrows(env, lp, 1, rhs, sense, NULL, NULL);
alpar@1381:     return i;
alpar@1381:   }
athos@1432: 
athos@1432: 
athos@1432:   void LpCplex::_eraseCol(int i) {
athos@1508:     CPXdelcols(env, lp, i, i);
athos@1432:   }
athos@1432:   
athos@1432:   void LpCplex::_eraseRow(int i) {
athos@1508:     CPXdelrows(env, lp, i, i);
athos@1432:   }
athos@1432: 
alpar@1381:   
alpar@1381:   ///\warning Data at index 0 is ignored in the arrays.
alpar@1381:   void LpCplex::_setRowCoeffs(int i, 
alpar@1381: 			      int length,
alpar@1381: 			      int  const * indices, 
alpar@1381: 			      Value  const * values )
alpar@1381:   {
alpar@1381:     int rowlist[length+1];
alpar@1381:     int* p=rowlist;
alpar@1381:     for (int k=1;k<=length;++k){
alpar@1381:       rowlist[k]=i;
alpar@1381:     }
alpar@1381:     status = CPXchgcoeflist(env, lp, 
alpar@1381: 			    length, 
alpar@1381: 			    p+1, 
alpar@1381: 			    const_cast<int * >(indices+1), 
alpar@1381: 			    const_cast<Value * >(values+1));
alpar@1381:   }
alpar@1381:   
alpar@1381:   void LpCplex::_setColCoeffs(int i, 
alpar@1381: 			      int length,
alpar@1381: 			      int  const * indices, 
alpar@1381: 			      Value  const * values)
alpar@1381:   {
alpar@1381:     int collist[length+1];
alpar@1381:     int* p=collist;
alpar@1381:     for (int k=1;k<=length;++k){
alpar@1381:       collist[k]=i;
alpar@1381:     }
alpar@1381:     status = CPXchgcoeflist(env, lp, 
alpar@1381: 			    length, 
alpar@1381: 			    const_cast<int * >(indices+1), 
alpar@1381: 			    p+1, 
alpar@1381: 			    const_cast<Value * >(values+1));
alpar@1381:   }
alpar@1381:   
athos@1431:   void LpCplex::_setCoeff(int row, int col, Value value) 
athos@1431:   {
athos@1508:     CPXchgcoef(env, lp, row, col, value);
athos@1431:   }
athos@1431: 
alpar@1381:   void LpCplex::_setColLowerBound(int i, Value value)
alpar@1381:   {
alpar@1381:     int indices[1];
alpar@1381:     indices[0]=i;
alpar@1381:     char lu[1];
alpar@1381:     lu[0]='L';
alpar@1381:     Value bd[1];
alpar@1381:     bd[0]=value;
athos@1508:     status = CPXchgbds(env, lp, 1, indices, lu, bd);
alpar@1381:  
alpar@1381:   }
alpar@1381:   
alpar@1381:   void LpCplex::_setColUpperBound(int i, Value value)
alpar@1381:   {
alpar@1381:     int indices[1];
alpar@1381:     indices[0]=i;
alpar@1381:     char lu[1];
alpar@1381:     lu[0]='U';
alpar@1381:     Value bd[1];
alpar@1381:     bd[0]=value;
athos@1508:     status = CPXchgbds(env, lp, 1, indices, lu, bd);
alpar@1381:   }
alpar@1381: 
alpar@1381:   //This will be easier to implement
alpar@1381:   void LpCplex::_setRowBounds(int i, Value lb, Value ub)
alpar@1381:   {
alpar@1381:     //Bad parameter
alpar@1381:     if (lb==INF || ub==-INF) {
alpar@1381:       //FIXME error
alpar@1381:     }
athos@1405:     
alpar@1381:     int cnt=1;
alpar@1381:     int indices[1];
alpar@1381:     indices[0]=i;
alpar@1381:     char sense[1];
alpar@1381: 
alpar@1381:     if (lb==-INF){
alpar@1381:       sense[0]='L';
athos@1508:       CPXchgsense(env, lp, cnt, indices, sense);
athos@1508:       CPXchgcoef(env, lp, i, -1, ub);
athos@1405:       
alpar@1381:     }
alpar@1381:     else{
alpar@1381:       if (ub==INF){
alpar@1381: 	sense[0]='G';
athos@1508: 	CPXchgsense(env, lp, cnt, indices, sense);
athos@1508: 	CPXchgcoef(env, lp, i, -1, lb);
alpar@1381:       }
alpar@1381:       else{
alpar@1381: 	if (lb == ub){
alpar@1381: 	  sense[0]='E';
athos@1508: 	  CPXchgsense(env, lp, cnt, indices, sense);
athos@1508: 	  CPXchgcoef(env, lp, i, -1, lb);
alpar@1381: 	}
alpar@1381: 	else{
alpar@1381: 	  sense[0]='R';
athos@1508: 	  CPXchgsense(env, lp, cnt, indices, sense);
athos@1508: 	  CPXchgcoef(env, lp, i, -1, lb);
athos@1508: 	  CPXchgcoef(env, lp, i, -2, ub-lb);	  
alpar@1381: 	}
alpar@1381:       }
alpar@1381:     }
alpar@1381:   }
alpar@1381: 
athos@1405: //   void LpCplex::_setRowLowerBound(int i, Value value)
athos@1405: //   {
athos@1405: //     //Not implemented, obsolete
athos@1405: //   }
alpar@1381:   
athos@1405: //   void LpCplex::_setRowUpperBound(int i, Value value)
athos@1405: //   {
athos@1405: //     //Not implemented, obsolete
athos@1405: // //     //TODO Ezt kell meg megirni
athos@1405: // //     //type of the problem
athos@1405: // //     char sense[1];
athos@1508: // //     status = CPXgetsense(env, lp, sense, i, i);
athos@1405: // //     Value rhs[1];
athos@1508: // //     status = CPXgetrhs(env, lp, rhs, i, i);
alpar@1381: 
athos@1405: // //     switch (sense[0]) {
athos@1405: // //     case 'L'://<= constraint
athos@1405: // //       break;
athos@1405: // //     case 'E'://= constraint
athos@1405: // //       break;
athos@1405: // //     case 'G'://>= constraint
athos@1405: // //       break;
athos@1405: // //     case 'R'://ranged constraint
athos@1405: // //       break;
athos@1405: // //     default: ;
athos@1405: // //       //FIXME error
athos@1405: // //     }
alpar@1381: 
athos@1508: // //     status = CPXchgcoef(env, lp, i, -2, value_rng);
athos@1405: //   }
alpar@1381:   
alpar@1381:   void LpCplex::_setObjCoeff(int i, Value obj_coef)
alpar@1381:   {
athos@1508:     CPXchgcoef(env, lp, -1, i, obj_coef);
alpar@1381:   }
alpar@1381: 
alpar@1381:   void LpCplex::_clearObj()
alpar@1381:   {
athos@1508:     for (int i=0;i< CPXgetnumcols(env, lp);++i){
athos@1508:       CPXchgcoef(env, lp, -1, i, 0);
alpar@1381:     }
alpar@1381:     
alpar@1381:   }
athos@1458:   // The routine returns zero unless an error occurred during the
athos@1458:   // optimization. Examples of errors include exhausting available
athos@1458:   // memory (CPXERR_NO_MEMORY) or encountering invalid data in the
athos@1458:   // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a
athos@1458:   // user-specified CPLEX limit, or proving the model infeasible or
athos@1458:   // unbounded, are not considered errors. Note that a zero return
athos@1458:   // value does not necessarily mean that a solution exists. Use query
athos@1458:   // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain
athos@1458:   // further information about the status of the optimization.
alpar@1381:   LpCplex::SolveExitStatus LpCplex::_solve()
alpar@1381:   {
athos@1458:     //CPX_PARAM_LPMETHOD 
athos@1508:     status = CPXlpopt(env, lp);
athos@1542:     //status = CPXprimopt(env, lp);
alpar@1381:     if (status == 0){
athos@1458:       //We want to exclude some cases
athos@1508:       switch (CPXgetstat(env, lp)){
athos@1458:       case CPX_OBJ_LIM:
athos@1458:       case CPX_IT_LIM_FEAS:
athos@1458:       case CPX_IT_LIM_INFEAS:               
athos@1458:       case CPX_TIME_LIM_FEAS:
athos@1458:       case CPX_TIME_LIM_INFEAS:
athos@1458: 	return UNSOLVED;
athos@1458:       default:
athos@1458: 	return SOLVED; 
athos@1458:       }
alpar@1381:     }
alpar@1381:     else{
alpar@1381:       return UNSOLVED;
alpar@1381:     }
alpar@1381:   }
alpar@1381: 
athos@1460:   LpCplex::Value LpCplex::_getPrimal(int i)
athos@1460:   {
athos@1460:     Value x;
athos@1508:     CPXgetx(env, lp, &x, i, i);
athos@1460:     return x;
athos@1460:   }
marci@1787: 
marci@1787:   LpCplex::Value LpCplex::_getDual(int i)
marci@1787:   {
marci@1787:     Value y;
klao@1798:     CPXgetpi(env, lp, &y, i, i);
marci@1787:     return y;
marci@1787:   }
athos@1460:   
athos@1460:   LpCplex::Value LpCplex::_getPrimalValue()
athos@1460:   {
athos@1460:     Value objval;
athos@1460:     //method = CPXgetmethod (env, lp);
athos@1508:     //printf("CPXgetprobtype %d \n",CPXgetprobtype(env,lp));
athos@1508:     status = CPXgetobjval(env, lp, &objval);
athos@1508:     //printf("Objective value: %g \n",objval);
athos@1460:     return objval;
athos@1460:   }
marci@1840:   bool LpCplex::_isBasicCol(int i) {
marci@1841:     int cstat[CPXgetnumcols(env, lp)];
marci@1841:     CPXgetbase(env, lp, cstat, NULL);
marci@1841:     return (cstat[i]==CPX_BASIC);
marci@1840:   }  
athos@1407: 
athos@1458: //7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!)
athos@1458: // 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.
athos@1458: 
athos@1458: // For Simplex, Barrier  
athos@1458: // 1  	CPX_OPTIMAL  
athos@1458: // 	 Optimal solution found  
athos@1458: // 2  	CPX_INFEASIBLE  
athos@1458: // 	 Problem infeasible  
athos@1458: // 3    CPX_UNBOUNDED  
athos@1458: // 	 Problem unbounded  
athos@1458: // 4  	CPX_OBJ_LIM  
athos@1458: // 	 Objective limit exceeded in Phase II  
athos@1458: // 5  	CPX_IT_LIM_FEAS  
athos@1458: // 	 Iteration limit exceeded in Phase II  
athos@1458: // 6  	CPX_IT_LIM_INFEAS  
athos@1458: // 	 Iteration limit exceeded in Phase I  
athos@1458: // 7  	CPX_TIME_LIM_FEAS  
athos@1458: // 	 Time limit exceeded in Phase II  
athos@1458: // 8  	CPX_TIME_LIM_INFEAS  
athos@1458: // 	 Time limit exceeded in Phase I  
athos@1458: // 9  	CPX_NUM_BEST_FEAS  
athos@1458: // 	 Problem non-optimal, singularities in Phase II  
athos@1458: // 10 	CPX_NUM_BEST_INFEAS  
athos@1458: // 	 Problem non-optimal, singularities in Phase I  
athos@1458: // 11 	CPX_OPTIMAL_INFEAS  
athos@1458: // 	 Optimal solution found, unscaled infeasibilities  
athos@1458: // 12 	CPX_ABORT_FEAS  
athos@1458: // 	 Aborted in Phase II  
athos@1458: // 13 	CPX_ABORT_INFEAS  
athos@1458: // 	 Aborted in Phase I  
athos@1458: // 14  	CPX_ABORT_DUAL_INFEAS  
athos@1458: // 	 Aborted in barrier, dual infeasible  
athos@1458: // 15  	CPX_ABORT_PRIM_INFEAS  
athos@1458: // 	 Aborted in barrier, primal infeasible  
athos@1458: // 16  	CPX_ABORT_PRIM_DUAL_INFEAS  
athos@1458: // 	 Aborted in barrier, primal and dual infeasible  
athos@1458: // 17  	CPX_ABORT_PRIM_DUAL_FEAS  
athos@1458: // 	 Aborted in barrier, primal and dual feasible  
athos@1458: // 18  	CPX_ABORT_CROSSOVER  
athos@1458: // 	 Aborted in crossover  
athos@1458: // 19  	CPX_INForUNBD  
athos@1458: // 	 Infeasible or unbounded  
athos@1458: // 20   CPX_PIVOT
athos@1458: //       User pivot used
athos@1458: //
athos@1407: //     Ezeket hova tegyem:
athos@1407: // ??case CPX_ABORT_DUAL_INFEAS           
athos@1407: // ??case CPX_ABORT_CROSSOVER             
athos@1407: // ??case CPX_INForUNBD                   
athos@1542: // ??case CPX_PIVOT              
athos@1542:          
athos@1542: //Some more interesting stuff:
athos@1542: 
athos@1542: // CPX_PARAM_LPMETHOD  1062  int  LPMETHOD
athos@1542: // 0 Automatic 
athos@1542: // 1 Primal Simplex 
athos@1542: // 2 Dual Simplex 
athos@1542: // 3 Network Simplex 
athos@1542: // 4 Standard Barrier 
athos@1542: // Default: 0 
athos@1542: // Description: Method for linear optimization. 
athos@1542: // 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 
athos@1542:   //Hulye cplex
athos@1542:   void statusSwitch(CPXENVptr env,int& stat){
athos@1542:     int lpmethod;
athos@1542:     CPXgetintparam (env,CPX_PARAM_LPMETHOD,&lpmethod);
athos@1542:     if (lpmethod==2){
athos@1542:       if (stat==CPX_UNBOUNDED){
athos@1542: 	stat=CPX_INFEASIBLE;
athos@1542:       }
athos@1542:       else{
athos@1542: 	if (stat==CPX_INFEASIBLE)
athos@1542: 	  stat=CPX_UNBOUNDED;
athos@1542:       }
athos@1542:     }
athos@1542:   }
athos@1407: 
athos@1458:   LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
athos@1458:   {
athos@1542:     
athos@1508:     int stat = CPXgetstat(env, lp);
athos@1542:     statusSwitch(env,stat);
athos@1542:     //CPXgetstat(env, lp);
athos@1508:     //printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL);
athos@1407:     switch (stat) {
athos@1407:     case 0:
athos@1407:       return UNDEFINED; //Undefined
athos@1407:     case CPX_OPTIMAL://Optimal
athos@1407:       return OPTIMAL;
athos@1407:     case CPX_UNBOUNDED://Unbounded
athos@1542:       return INFEASIBLE;//In case of dual simplex
athos@1542:       //return INFINITE;
athos@1407:     case CPX_INFEASIBLE://Infeasible 
athos@1458:  //    case CPX_IT_LIM_INFEAS:
athos@1458: //     case CPX_TIME_LIM_INFEAS:
athos@1458: //     case CPX_NUM_BEST_INFEAS:             
athos@1458: //     case CPX_OPTIMAL_INFEAS:              
athos@1458: //     case CPX_ABORT_INFEAS:                
athos@1458: //     case CPX_ABORT_PRIM_INFEAS:           
athos@1458: //     case CPX_ABORT_PRIM_DUAL_INFEAS:      
athos@1542:       return INFINITE;//In case of dual simplex
athos@1542:       //return INFEASIBLE;
athos@1458: //     case CPX_OBJ_LIM:                    
athos@1458: //     case CPX_IT_LIM_FEAS:             
athos@1458: //     case CPX_TIME_LIM_FEAS:                
athos@1458: //     case CPX_NUM_BEST_FEAS:                
athos@1458: //     case CPX_ABORT_FEAS:                  
athos@1458: //     case CPX_ABORT_PRIM_DUAL_FEAS:        
athos@1458: //       return FEASIBLE;
athos@1407:     default:
athos@1407:       return UNDEFINED; //Everything else comes here
athos@1407:       //FIXME error
athos@1407:     }
athos@1407: 
athos@1458:   }
athos@1407: 
athos@1458: //9.0-as cplex verzio statusai
athos@1405: // CPX_STAT_ABORT_DUAL_OBJ_LIM
athos@1405: // CPX_STAT_ABORT_IT_LIM
athos@1405: // CPX_STAT_ABORT_OBJ_LIM
athos@1405: // CPX_STAT_ABORT_PRIM_OBJ_LIM
athos@1405: // CPX_STAT_ABORT_TIME_LIM
athos@1405: // CPX_STAT_ABORT_USER
athos@1405: // CPX_STAT_FEASIBLE_RELAXED
athos@1405: // CPX_STAT_INFEASIBLE
athos@1405: // CPX_STAT_INForUNBD
athos@1405: // CPX_STAT_NUM_BEST
athos@1405: // CPX_STAT_OPTIMAL
athos@1405: // CPX_STAT_OPTIMAL_FACE_UNBOUNDED
athos@1405: // CPX_STAT_OPTIMAL_INFEAS
athos@1405: // CPX_STAT_OPTIMAL_RELAXED
athos@1405: // CPX_STAT_UNBOUNDED
athos@1405: 
athos@1458:   LpCplex::SolutionStatus LpCplex::_getDualStatus()
athos@1458:   {
athos@1508:     int stat = CPXgetstat(env, lp);
athos@1542:     statusSwitch(env,stat);
athos@1458:     switch (stat) {
athos@1458:     case 0:
athos@1458:       return UNDEFINED; //Undefined
athos@1458:     case CPX_OPTIMAL://Optimal
athos@1458:       return OPTIMAL;
athos@1458:     case CPX_UNBOUNDED:
athos@1458:      return INFEASIBLE;
athos@1458:     default:
athos@1458:       return UNDEFINED; //Everything else comes here
athos@1458:       //FIXME error
athos@1458:     }
athos@1473:   }
alpar@1381: 
athos@1460:   LpCplex::ProblemTypes LpCplex::_getProblemType()
alpar@1381:   {
athos@1508:     int stat = CPXgetstat(env, lp);
athos@1460:     switch (stat) {
athos@1460:     case CPX_OPTIMAL://Optimal
athos@1460: 	return PRIMAL_DUAL_FEASIBLE;
athos@1460:     case CPX_UNBOUNDED:
athos@1460:  	return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
athos@1460: // 	return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;
athos@1460: // 	return PRIMAL_DUAL_INFEASIBLE;
athos@1460: 
athos@1460: //Seems to be that this is all we can say for sure
athos@1460:     default:
athos@1460: 	//In all other cases
athos@1460: 	return UNKNOWN;
athos@1460:       //FIXME error
athos@1460:     }
athos@1473:   }
alpar@1381: 
alpar@1381:   void LpCplex::_setMax()
alpar@1381:   {
athos@1508:     CPXchgobjsen(env, lp, CPX_MAX);
alpar@1381:    }
alpar@1381:   void LpCplex::_setMin()
alpar@1381:   {
athos@1508:     CPXchgobjsen(env, lp, CPX_MIN);
alpar@1381:    }
alpar@1381:   
alpar@1381: } //namespace lemon
alpar@1381: