alpar@1381: /* -*- C++ -*-
ladanyi@1435:  * lemon/lp_cplex.cc - Part of LEMON, a generic C++ optimization library
alpar@1381:  *
alpar@1381:  * Copyright (C) 2005 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@1436:     newlp->lp = CPXcloneprob (env, lp, &status);
athos@1436:     return *newlp;
athos@1405:   }
alpar@1381: 
alpar@1381:   int LpCplex::_addCol()
alpar@1381:   {
alpar@1381:     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;
alpar@1381:     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;
alpar@1381:     int i = CPXgetnumrows (env, lp);
alpar@1381:     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@1436:     CPXdelcols (env, lp, i, i);
athos@1432:   }
athos@1432:   
athos@1432:   void LpCplex::_eraseRow(int i) {
athos@1436:     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@1431:     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;
alpar@1381:     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;
alpar@1381:     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';
alpar@1381:       CPXchgsense (env, lp, cnt, indices, sense);
alpar@1381:       CPXchgcoef (env, lp, i, -1, ub);
athos@1405:       
alpar@1381:     }
alpar@1381:     else{
alpar@1381:       if (ub==INF){
alpar@1381: 	sense[0]='G';
alpar@1381: 	CPXchgsense (env, lp, cnt, indices, sense);
alpar@1381: 	CPXchgcoef (env, lp, i, -1, lb);
alpar@1381:       }
alpar@1381:       else{
alpar@1381: 	if (lb == ub){
alpar@1381: 	  sense[0]='E';
alpar@1381: 	  CPXchgsense (env, lp, cnt, indices, sense);
alpar@1381: 	  CPXchgcoef (env, lp, i, -1, lb);
alpar@1381: 	}
alpar@1381: 	else{
alpar@1381: 	  sense[0]='R';
alpar@1381: 	  CPXchgsense (env, lp, cnt, indices, sense);
alpar@1381: 	  CPXchgcoef (env, lp, i, -1, lb);
alpar@1381: 	  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@1405: // //     status = CPXgetsense (env, lp, sense, i, i);
athos@1405: // //     Value rhs[1];
athos@1405: // //     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@1405: // //     status = CPXchgcoef (env, lp, i, -2, value_rng);
athos@1405: //   }
alpar@1381:   
alpar@1381:   void LpCplex::_setObjCoeff(int i, Value obj_coef)
alpar@1381:   {
alpar@1381:     CPXchgcoef (env, lp, -1, i, obj_coef);
alpar@1381:   }
alpar@1381: 
alpar@1381:   void LpCplex::_clearObj()
alpar@1381:   {
alpar@1381:     for (int i=0;i< CPXgetnumcols (env, lp);++i){
alpar@1381:       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 
alpar@1381:     status = CPXlpopt (env, lp);
alpar@1381:     if (status == 0){
athos@1458:       //We want to exclude some cases
athos@1458:       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@1460:     CPXgetx (env, lp, &x, i, i);
athos@1460:     return x;
athos@1460:   }
athos@1460:   
athos@1460:   LpCplex::Value LpCplex::_getPrimalValue()
athos@1460:   {
athos@1460:     Value objval;
athos@1460:     //method = CPXgetmethod (env, lp);
athos@1460:     status = CPXgetobjval (env, lp, &objval);
athos@1460:     return objval;
athos@1460:   }
athos@1460:   
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@1407: // ??case CPX_PIVOT                       
athos@1407: 
athos@1458:   LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
athos@1458:   {
athos@1407:     int stat = CPXgetstat (env, lp);
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@1407:       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@1407:       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@1458:     int stat = CPXgetstat (env, lp);
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@1460:     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:   {
alpar@1381:     CPXchgobjsen (env, lp, CPX_MAX);
alpar@1381:    }
alpar@1381:   void LpCplex::_setMin()
alpar@1381:   {
alpar@1381:     CPXchgobjsen (env, lp, CPX_MIN);
alpar@1381:    }
alpar@1381:   
alpar@1381: } //namespace lemon
alpar@1381: