lemon/glpk.cc
author Alpar Juttner <alpar@cs.elte.hu>
Thu, 19 Nov 2009 09:36:43 +0100
changeset 794 313d58f9e544
parent 576 745e182d0139
child 877 141f9c0db4a3
permissions -rw-r--r--
Valgring option for ./scripts/bootstrap.sh
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/* -*- mode: C++; indent-tabs-mode: nil; -*-
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 *
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 * This file is a part of LEMON, a generic C++ optimization library.
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 *
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 * Copyright (C) 2003-2009
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 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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 * (Egervary Research Group on Combinatorial Optimization, EGRES).
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 *
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 * Permission to use, modify and distribute this software is granted
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 * provided that this copyright notice appears in all copies. For
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 * precise terms see the accompanying LICENSE file.
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 *
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 * This software is provided "AS IS" with no warranty of any kind,
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 * express or implied, and with no claim as to its suitability for any
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 * purpose.
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 *
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 */
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///\file
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///\brief Implementation of the LEMON GLPK LP and MIP solver interface.
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#include <lemon/glpk.h>
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#include <glpk.h>
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#include <lemon/assert.h>
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namespace lemon {
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  // GlpkBase members
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  GlpkBase::GlpkBase() : LpBase() {
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    lp = glp_create_prob();
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    glp_create_index(lp);
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    messageLevel(MESSAGE_NOTHING);
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  }
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  GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() {
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    lp = glp_create_prob();
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    glp_copy_prob(lp, other.lp, GLP_ON);
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    glp_create_index(lp);
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    rows = other.rows;
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    cols = other.cols;
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    messageLevel(MESSAGE_NOTHING);
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  }
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  GlpkBase::~GlpkBase() {
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    glp_delete_prob(lp);
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  }
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  int GlpkBase::_addCol() {
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    int i = glp_add_cols(lp, 1);
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    glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0);
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    return i;
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  }
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  int GlpkBase::_addRow() {
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    int i = glp_add_rows(lp, 1);
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    glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0);
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    return i;
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  }
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  int GlpkBase::_addRow(Value lo, ExprIterator b, 
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                        ExprIterator e, Value up) {
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    int i = glp_add_rows(lp, 1);
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    if (lo == -INF) {
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      if (up == INF) {
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        glp_set_row_bnds(lp, i, GLP_FR, lo, up);
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      } else {
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        glp_set_row_bnds(lp, i, GLP_UP, lo, up);
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      }    
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    } else {
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      if (up == INF) {
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        glp_set_row_bnds(lp, i, GLP_LO, lo, up);
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      } else if (lo != up) {        
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        glp_set_row_bnds(lp, i, GLP_DB, lo, up);
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      } else {
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        glp_set_row_bnds(lp, i, GLP_FX, lo, up);
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      }
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    }
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    std::vector<int> indexes;
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    std::vector<Value> values;
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    indexes.push_back(0);
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    values.push_back(0);
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    for(ExprIterator it = b; it != e; ++it) {
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      indexes.push_back(it->first);
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      values.push_back(it->second);
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    }
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    glp_set_mat_row(lp, i, values.size() - 1,
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                    &indexes.front(), &values.front());
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    return i;
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  }
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  void GlpkBase::_eraseCol(int i) {
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    int ca[2];
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    ca[1] = i;
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    glp_del_cols(lp, 1, ca);
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  }
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  void GlpkBase::_eraseRow(int i) {
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    int ra[2];
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    ra[1] = i;
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    glp_del_rows(lp, 1, ra);
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  }
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  void GlpkBase::_eraseColId(int i) {
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    cols.eraseIndex(i);
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    cols.shiftIndices(i);
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  }
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  void GlpkBase::_eraseRowId(int i) {
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    rows.eraseIndex(i);
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    rows.shiftIndices(i);
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  }
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  void GlpkBase::_getColName(int c, std::string& name) const {
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    const char *str = glp_get_col_name(lp, c);
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    if (str) name = str;
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    else name.clear();
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  }
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  void GlpkBase::_setColName(int c, const std::string & name) {
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    glp_set_col_name(lp, c, const_cast<char*>(name.c_str()));
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  }
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  int GlpkBase::_colByName(const std::string& name) const {
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    int k = glp_find_col(lp, const_cast<char*>(name.c_str()));
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    return k > 0 ? k : -1;
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  }
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  void GlpkBase::_getRowName(int r, std::string& name) const {
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    const char *str = glp_get_row_name(lp, r);
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    if (str) name = str;
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    else name.clear();
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  }
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  void GlpkBase::_setRowName(int r, const std::string & name) {
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    glp_set_row_name(lp, r, const_cast<char*>(name.c_str()));
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  }
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  int GlpkBase::_rowByName(const std::string& name) const {
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    int k = glp_find_row(lp, const_cast<char*>(name.c_str()));
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    return k > 0 ? k : -1;
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  }
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  void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
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    std::vector<int> indexes;
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    std::vector<Value> values;
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    indexes.push_back(0);
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    values.push_back(0);
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    for(ExprIterator it = b; it != e; ++it) {
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      indexes.push_back(it->first);
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      values.push_back(it->second);
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    }
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    glp_set_mat_row(lp, i, values.size() - 1,
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                    &indexes.front(), &values.front());
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  }
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  void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const {
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    int length = glp_get_mat_row(lp, ix, 0, 0);
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    std::vector<int> indexes(length + 1);
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    std::vector<Value> values(length + 1);
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    glp_get_mat_row(lp, ix, &indexes.front(), &values.front());
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    for (int i = 1; i <= length; ++i) {
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      *b = std::make_pair(indexes[i], values[i]);
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      ++b;
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    }
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  }
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  void GlpkBase::_setColCoeffs(int ix, ExprIterator b,
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                                     ExprIterator e) {
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    std::vector<int> indexes;
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    std::vector<Value> values;
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    indexes.push_back(0);
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    values.push_back(0);
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    for(ExprIterator it = b; it != e; ++it) {
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      indexes.push_back(it->first);
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      values.push_back(it->second);
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    }
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    glp_set_mat_col(lp, ix, values.size() - 1,
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                    &indexes.front(), &values.front());
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  }
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  void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const {
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    int length = glp_get_mat_col(lp, ix, 0, 0);
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    std::vector<int> indexes(length + 1);
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    std::vector<Value> values(length + 1);
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    glp_get_mat_col(lp, ix, &indexes.front(), &values.front());
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    for (int i = 1; i  <= length; ++i) {
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      *b = std::make_pair(indexes[i], values[i]);
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      ++b;
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    }
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  }
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  void GlpkBase::_setCoeff(int ix, int jx, Value value) {
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    if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) {
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      int length = glp_get_mat_row(lp, ix, 0, 0);
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      std::vector<int> indexes(length + 2);
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      std::vector<Value> values(length + 2);
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      glp_get_mat_row(lp, ix, &indexes.front(), &values.front());
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      //The following code does not suppose that the elements of the
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      //array indexes are sorted
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      bool found = false;
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      for (int i = 1; i  <= length; ++i) {
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        if (indexes[i] == jx) {
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          found = true;
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          values[i] = value;
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          break;
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        }
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      }
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      if (!found) {
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        ++length;
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        indexes[length] = jx;
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        values[length] = value;
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      }
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      glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front());
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    } else {
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      int length = glp_get_mat_col(lp, jx, 0, 0);
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      std::vector<int> indexes(length + 2);
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      std::vector<Value> values(length + 2);
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      glp_get_mat_col(lp, jx, &indexes.front(), &values.front());
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      //The following code does not suppose that the elements of the
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      //array indexes are sorted
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      bool found = false;
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      for (int i = 1; i <= length; ++i) {
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        if (indexes[i] == ix) {
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          found = true;
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          values[i] = value;
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          break;
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        }
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      }
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      if (!found) {
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        ++length;
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        indexes[length] = ix;
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        values[length] = value;
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      }
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      glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front());
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    }
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  }
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  GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const {
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    int length = glp_get_mat_row(lp, ix, 0, 0);
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    std::vector<int> indexes(length + 1);
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    std::vector<Value> values(length + 1);
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    glp_get_mat_row(lp, ix, &indexes.front(), &values.front());
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    for (int i = 1; i  <= length; ++i) {
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      if (indexes[i] == jx) {
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        return values[i];
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      }
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    }
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    return 0;
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  }
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  void GlpkBase::_setColLowerBound(int i, Value lo) {
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    LEMON_ASSERT(lo != INF, "Invalid bound");
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    int b = glp_get_col_type(lp, i);
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    double up = glp_get_col_ub(lp, i);
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    if (lo == -INF) {
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      switch (b) {
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      case GLP_FR:
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      case GLP_LO:
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        glp_set_col_bnds(lp, i, GLP_FR, lo, up);
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        break;
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      case GLP_UP:
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        break;
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      case GLP_DB:
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      case GLP_FX:
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        glp_set_col_bnds(lp, i, GLP_UP, lo, up);
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        break;
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      default:
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        break;
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      }
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    } else {
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      switch (b) {
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      case GLP_FR:
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      case GLP_LO:
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        glp_set_col_bnds(lp, i, GLP_LO, lo, up);
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        break;
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      case GLP_UP:
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      case GLP_DB:
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      case GLP_FX:
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        if (lo == up)
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          glp_set_col_bnds(lp, i, GLP_FX, lo, up);
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        else
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          glp_set_col_bnds(lp, i, GLP_DB, lo, up);
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        break;
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      default:
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        break;
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      }
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    }
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  }
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  GlpkBase::Value GlpkBase::_getColLowerBound(int i) const {
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    int b = glp_get_col_type(lp, i);
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    switch (b) {
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    case GLP_LO:
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    case GLP_DB:
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    case GLP_FX:
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      return glp_get_col_lb(lp, i);
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    default:
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      return -INF;
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    }
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  }
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  void GlpkBase::_setColUpperBound(int i, Value up) {
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    LEMON_ASSERT(up != -INF, "Invalid bound");
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    int b = glp_get_col_type(lp, i);
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    double lo = glp_get_col_lb(lp, i);
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    if (up == INF) {
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      switch (b) {
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      case GLP_FR:
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      case GLP_LO:
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        break;
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      case GLP_UP:
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        glp_set_col_bnds(lp, i, GLP_FR, lo, up);
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        break;
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      case GLP_DB:
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      case GLP_FX:
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        glp_set_col_bnds(lp, i, GLP_LO, lo, up);
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        break;
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      default:
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        break;
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      }
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    } else {
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      switch (b) {
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      case GLP_FR:
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        glp_set_col_bnds(lp, i, GLP_UP, lo, up);
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        break;
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      case GLP_UP:
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        glp_set_col_bnds(lp, i, GLP_UP, lo, up);
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        break;
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      case GLP_LO:
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      case GLP_DB:
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      case GLP_FX:
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        if (lo == up)
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          glp_set_col_bnds(lp, i, GLP_FX, lo, up);
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        else
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          glp_set_col_bnds(lp, i, GLP_DB, lo, up);
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        break;
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      default:
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        break;
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      }
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    }
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  }
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  GlpkBase::Value GlpkBase::_getColUpperBound(int i) const {
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    int b = glp_get_col_type(lp, i);
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      switch (b) {
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      case GLP_UP:
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      case GLP_DB:
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      case GLP_FX:
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        return glp_get_col_ub(lp, i);
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      default:
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        return INF;
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      }
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  }
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  void GlpkBase::_setRowLowerBound(int i, Value lo) {
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    LEMON_ASSERT(lo != INF, "Invalid bound");
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   400
alpar@461
   401
    int b = glp_get_row_type(lp, i);
alpar@461
   402
    double up = glp_get_row_ub(lp, i);
alpar@461
   403
    if (lo == -INF) {
alpar@461
   404
      switch (b) {
alpar@461
   405
      case GLP_FR:
alpar@461
   406
      case GLP_LO:
alpar@461
   407
        glp_set_row_bnds(lp, i, GLP_FR, lo, up);
alpar@461
   408
        break;
alpar@461
   409
      case GLP_UP:
alpar@461
   410
        break;
alpar@461
   411
      case GLP_DB:
alpar@461
   412
      case GLP_FX:
alpar@461
   413
        glp_set_row_bnds(lp, i, GLP_UP, lo, up);
alpar@461
   414
        break;
alpar@461
   415
      default:
alpar@461
   416
        break;
alpar@461
   417
      }
alpar@461
   418
    } else {
alpar@461
   419
      switch (b) {
alpar@461
   420
      case GLP_FR:
alpar@461
   421
      case GLP_LO:
alpar@461
   422
        glp_set_row_bnds(lp, i, GLP_LO, lo, up);
alpar@461
   423
        break;
alpar@461
   424
      case GLP_UP:
alpar@461
   425
      case GLP_DB:
alpar@461
   426
      case GLP_FX:
alpar@461
   427
        if (lo == up)
alpar@461
   428
          glp_set_row_bnds(lp, i, GLP_FX, lo, up);
alpar@461
   429
        else
alpar@461
   430
          glp_set_row_bnds(lp, i, GLP_DB, lo, up);
alpar@461
   431
        break;
alpar@461
   432
      default:
alpar@461
   433
        break;
alpar@461
   434
      }
alpar@461
   435
    }
alpar@461
   436
alpar@461
   437
  }
alpar@461
   438
alpar@461
   439
  GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const {
alpar@461
   440
    int b = glp_get_row_type(lp, i);
alpar@461
   441
    switch (b) {
alpar@461
   442
    case GLP_LO:
alpar@461
   443
    case GLP_DB:
alpar@461
   444
    case GLP_FX:
alpar@461
   445
      return glp_get_row_lb(lp, i);
alpar@461
   446
    default:
alpar@461
   447
      return -INF;
alpar@461
   448
    }
alpar@461
   449
  }
alpar@461
   450
alpar@461
   451
  void GlpkBase::_setRowUpperBound(int i, Value up) {
alpar@461
   452
    LEMON_ASSERT(up != -INF, "Invalid bound");
alpar@461
   453
alpar@461
   454
    int b = glp_get_row_type(lp, i);
alpar@461
   455
    double lo = glp_get_row_lb(lp, i);
alpar@461
   456
    if (up == INF) {
alpar@461
   457
      switch (b) {
alpar@461
   458
      case GLP_FR:
alpar@461
   459
      case GLP_LO:
alpar@461
   460
        break;
alpar@461
   461
      case GLP_UP:
alpar@461
   462
        glp_set_row_bnds(lp, i, GLP_FR, lo, up);
alpar@461
   463
        break;
alpar@461
   464
      case GLP_DB:
alpar@461
   465
      case GLP_FX:
alpar@461
   466
        glp_set_row_bnds(lp, i, GLP_LO, lo, up);
alpar@461
   467
        break;
alpar@461
   468
      default:
alpar@461
   469
        break;
alpar@461
   470
      }
alpar@461
   471
    } else {
alpar@461
   472
      switch (b) {
alpar@461
   473
      case GLP_FR:
alpar@461
   474
        glp_set_row_bnds(lp, i, GLP_UP, lo, up);
alpar@461
   475
        break;
alpar@461
   476
      case GLP_UP:
alpar@461
   477
        glp_set_row_bnds(lp, i, GLP_UP, lo, up);
alpar@461
   478
        break;
alpar@461
   479
      case GLP_LO:
alpar@461
   480
      case GLP_DB:
alpar@461
   481
      case GLP_FX:
alpar@461
   482
        if (lo == up)
alpar@461
   483
          glp_set_row_bnds(lp, i, GLP_FX, lo, up);
alpar@461
   484
        else
alpar@461
   485
          glp_set_row_bnds(lp, i, GLP_DB, lo, up);
alpar@461
   486
        break;
alpar@461
   487
      default:
alpar@461
   488
        break;
alpar@461
   489
      }
alpar@461
   490
    }
alpar@461
   491
  }
alpar@461
   492
alpar@461
   493
  GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const {
alpar@461
   494
    int b = glp_get_row_type(lp, i);
alpar@461
   495
    switch (b) {
alpar@461
   496
    case GLP_UP:
alpar@461
   497
    case GLP_DB:
alpar@461
   498
    case GLP_FX:
alpar@461
   499
      return glp_get_row_ub(lp, i);
alpar@461
   500
    default:
alpar@461
   501
      return INF;
alpar@461
   502
    }
alpar@461
   503
  }
alpar@461
   504
alpar@461
   505
  void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) {
alpar@461
   506
    for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
alpar@461
   507
      glp_set_obj_coef(lp, i, 0.0);
alpar@461
   508
    }
alpar@461
   509
    for (ExprIterator it = b; it != e; ++it) {
alpar@461
   510
      glp_set_obj_coef(lp, it->first, it->second);
alpar@461
   511
    }
alpar@461
   512
  }
alpar@461
   513
alpar@461
   514
  void GlpkBase::_getObjCoeffs(InsertIterator b) const {
alpar@461
   515
    for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
alpar@461
   516
      Value val = glp_get_obj_coef(lp, i);
alpar@461
   517
      if (val != 0.0) {
alpar@461
   518
        *b = std::make_pair(i, val);
alpar@461
   519
        ++b;
alpar@461
   520
      }
alpar@461
   521
    }
alpar@461
   522
  }
alpar@461
   523
alpar@461
   524
  void GlpkBase::_setObjCoeff(int i, Value obj_coef) {
alpar@461
   525
    //i = 0 means the constant term (shift)
alpar@461
   526
    glp_set_obj_coef(lp, i, obj_coef);
alpar@461
   527
  }
alpar@461
   528
alpar@461
   529
  GlpkBase::Value GlpkBase::_getObjCoeff(int i) const {
alpar@461
   530
    //i = 0 means the constant term (shift)
alpar@461
   531
    return glp_get_obj_coef(lp, i);
alpar@461
   532
  }
alpar@461
   533
alpar@461
   534
  void GlpkBase::_setSense(GlpkBase::Sense sense) {
alpar@461
   535
    switch (sense) {
alpar@461
   536
    case MIN:
alpar@461
   537
      glp_set_obj_dir(lp, GLP_MIN);
alpar@461
   538
      break;
alpar@461
   539
    case MAX:
alpar@461
   540
      glp_set_obj_dir(lp, GLP_MAX);
alpar@461
   541
      break;
alpar@461
   542
    }
alpar@461
   543
  }
alpar@461
   544
alpar@461
   545
  GlpkBase::Sense GlpkBase::_getSense() const {
alpar@461
   546
    switch(glp_get_obj_dir(lp)) {
alpar@461
   547
    case GLP_MIN:
alpar@461
   548
      return MIN;
alpar@461
   549
    case GLP_MAX:
alpar@461
   550
      return MAX;
alpar@461
   551
    default:
alpar@461
   552
      LEMON_ASSERT(false, "Wrong sense");
alpar@461
   553
      return GlpkBase::Sense();
alpar@461
   554
    }
alpar@461
   555
  }
alpar@461
   556
alpar@461
   557
  void GlpkBase::_clear() {
alpar@461
   558
    glp_erase_prob(lp);
alpar@461
   559
    rows.clear();
alpar@461
   560
    cols.clear();
alpar@461
   561
  }
alpar@461
   562
deba@537
   563
  void GlpkBase::freeEnv() {
deba@537
   564
    glp_free_env();
deba@537
   565
  }
deba@537
   566
deba@576
   567
  void GlpkBase::_messageLevel(MessageLevel level) {
deba@576
   568
    switch (level) {
deba@576
   569
    case MESSAGE_NOTHING:
deba@576
   570
      _message_level = GLP_MSG_OFF;
deba@576
   571
      break;
deba@576
   572
    case MESSAGE_ERROR:
deba@576
   573
      _message_level = GLP_MSG_ERR;
deba@576
   574
      break;
deba@576
   575
    case MESSAGE_WARNING:
deba@576
   576
      _message_level = GLP_MSG_ERR;
deba@576
   577
      break;
deba@576
   578
    case MESSAGE_NORMAL:
deba@576
   579
      _message_level = GLP_MSG_ON;
deba@576
   580
      break;
deba@576
   581
    case MESSAGE_VERBOSE:
deba@576
   582
      _message_level = GLP_MSG_ALL;
deba@576
   583
      break;
deba@576
   584
    }
deba@576
   585
  }
deba@576
   586
deba@538
   587
  GlpkBase::FreeEnvHelper GlpkBase::freeEnvHelper;
deba@538
   588
alpar@462
   589
  // GlpkLp members
alpar@461
   590
alpar@462
   591
  GlpkLp::GlpkLp()
deba@551
   592
    : LpBase(), LpSolver(), GlpkBase() {
deba@565
   593
    presolver(false);
alpar@461
   594
  }
alpar@461
   595
alpar@462
   596
  GlpkLp::GlpkLp(const GlpkLp& other)
deba@551
   597
    : LpBase(other), LpSolver(other), GlpkBase(other) {
deba@565
   598
    presolver(false);
alpar@461
   599
  }
alpar@461
   600
alpar@540
   601
  GlpkLp* GlpkLp::newSolver() const { return new GlpkLp; }
alpar@540
   602
  GlpkLp* GlpkLp::cloneSolver() const { return new GlpkLp(*this); }
alpar@461
   603
alpar@462
   604
  const char* GlpkLp::_solverName() const { return "GlpkLp"; }
alpar@461
   605
alpar@462
   606
  void GlpkLp::_clear_temporals() {
alpar@461
   607
    _primal_ray.clear();
alpar@461
   608
    _dual_ray.clear();
alpar@461
   609
  }
alpar@461
   610
alpar@462
   611
  GlpkLp::SolveExitStatus GlpkLp::_solve() {
alpar@461
   612
    return solvePrimal();
alpar@461
   613
  }
alpar@461
   614
alpar@462
   615
  GlpkLp::SolveExitStatus GlpkLp::solvePrimal() {
alpar@461
   616
    _clear_temporals();
alpar@461
   617
alpar@461
   618
    glp_smcp smcp;
alpar@461
   619
    glp_init_smcp(&smcp);
alpar@461
   620
deba@576
   621
    smcp.msg_lev = _message_level;
deba@565
   622
    smcp.presolve = _presolve;
alpar@461
   623
deba@565
   624
    // If the basis is not valid we get an error return value.
deba@565
   625
    // In this case we can try to create a new basis.
deba@565
   626
    switch (glp_simplex(lp, &smcp)) {
deba@565
   627
    case 0:
deba@565
   628
      break;
deba@565
   629
    case GLP_EBADB:
deba@565
   630
    case GLP_ESING:
deba@565
   631
    case GLP_ECOND:
deba@566
   632
      glp_term_out(false);
deba@565
   633
      glp_adv_basis(lp, 0);
deba@566
   634
      glp_term_out(true);
deba@565
   635
      if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
deba@565
   636
      break;
deba@565
   637
    default:
deba@565
   638
      return UNSOLVED;
deba@565
   639
    }
deba@565
   640
alpar@461
   641
    return SOLVED;
alpar@461
   642
  }
alpar@461
   643
alpar@462
   644
  GlpkLp::SolveExitStatus GlpkLp::solveDual() {
alpar@461
   645
    _clear_temporals();
alpar@461
   646
alpar@461
   647
    glp_smcp smcp;
alpar@461
   648
    glp_init_smcp(&smcp);
alpar@461
   649
deba@576
   650
    smcp.msg_lev = _message_level;
alpar@461
   651
    smcp.meth = GLP_DUAL;
deba@565
   652
    smcp.presolve = _presolve;
alpar@461
   653
deba@565
   654
    // If the basis is not valid we get an error return value.
deba@565
   655
    // In this case we can try to create a new basis.
deba@565
   656
    switch (glp_simplex(lp, &smcp)) {
deba@565
   657
    case 0:
deba@565
   658
      break;
deba@565
   659
    case GLP_EBADB:
deba@565
   660
    case GLP_ESING:
deba@565
   661
    case GLP_ECOND:
deba@566
   662
      glp_term_out(false);
deba@565
   663
      glp_adv_basis(lp, 0);
deba@566
   664
      glp_term_out(true);
deba@565
   665
      if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
deba@565
   666
      break;
deba@565
   667
    default:
deba@565
   668
      return UNSOLVED;
deba@565
   669
    }
alpar@461
   670
    return SOLVED;
alpar@461
   671
  }
alpar@461
   672
alpar@462
   673
  GlpkLp::Value GlpkLp::_getPrimal(int i) const {
alpar@461
   674
    return glp_get_col_prim(lp, i);
alpar@461
   675
  }
alpar@461
   676
alpar@462
   677
  GlpkLp::Value GlpkLp::_getDual(int i) const {
alpar@461
   678
    return glp_get_row_dual(lp, i);
alpar@461
   679
  }
alpar@461
   680
alpar@462
   681
  GlpkLp::Value GlpkLp::_getPrimalValue() const {
alpar@461
   682
    return glp_get_obj_val(lp);
alpar@461
   683
  }
alpar@461
   684
alpar@462
   685
  GlpkLp::VarStatus GlpkLp::_getColStatus(int i) const {
alpar@461
   686
    switch (glp_get_col_stat(lp, i)) {
alpar@461
   687
    case GLP_BS:
alpar@461
   688
      return BASIC;
alpar@461
   689
    case GLP_UP:
alpar@461
   690
      return UPPER;
alpar@461
   691
    case GLP_LO:
alpar@461
   692
      return LOWER;
alpar@461
   693
    case GLP_NF:
alpar@461
   694
      return FREE;
alpar@461
   695
    case GLP_NS:
alpar@461
   696
      return FIXED;
alpar@461
   697
    default:
alpar@461
   698
      LEMON_ASSERT(false, "Wrong column status");
alpar@462
   699
      return GlpkLp::VarStatus();
alpar@461
   700
    }
alpar@461
   701
  }
alpar@461
   702
alpar@462
   703
  GlpkLp::VarStatus GlpkLp::_getRowStatus(int i) const {
alpar@461
   704
    switch (glp_get_row_stat(lp, i)) {
alpar@461
   705
    case GLP_BS:
alpar@461
   706
      return BASIC;
alpar@461
   707
    case GLP_UP:
alpar@461
   708
      return UPPER;
alpar@461
   709
    case GLP_LO:
alpar@461
   710
      return LOWER;
alpar@461
   711
    case GLP_NF:
alpar@461
   712
      return FREE;
alpar@461
   713
    case GLP_NS:
alpar@461
   714
      return FIXED;
alpar@461
   715
    default:
alpar@461
   716
      LEMON_ASSERT(false, "Wrong row status");
alpar@462
   717
      return GlpkLp::VarStatus();
alpar@461
   718
    }
alpar@461
   719
  }
alpar@461
   720
alpar@462
   721
  GlpkLp::Value GlpkLp::_getPrimalRay(int i) const {
alpar@461
   722
    if (_primal_ray.empty()) {
alpar@461
   723
      int row_num = glp_get_num_rows(lp);
alpar@461
   724
      int col_num = glp_get_num_cols(lp);
alpar@461
   725
alpar@461
   726
      _primal_ray.resize(col_num + 1, 0.0);
alpar@461
   727
alpar@461
   728
      int index = glp_get_unbnd_ray(lp);
alpar@461
   729
      if (index != 0) {
alpar@461
   730
        // The primal ray is found in primal simplex second phase
alpar@461
   731
        LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) :
alpar@461
   732
                      glp_get_col_stat(lp, index - row_num)) != GLP_BS,
alpar@461
   733
                     "Wrong primal ray");
alpar@461
   734
alpar@461
   735
        bool negate = glp_get_obj_dir(lp) == GLP_MAX;
alpar@461
   736
alpar@461
   737
        if (index > row_num) {
alpar@461
   738
          _primal_ray[index - row_num] = 1.0;
alpar@461
   739
          if (glp_get_col_dual(lp, index - row_num) > 0) {
alpar@461
   740
            negate = !negate;
alpar@461
   741
          }
alpar@461
   742
        } else {
alpar@461
   743
          if (glp_get_row_dual(lp, index) > 0) {
alpar@461
   744
            negate = !negate;
alpar@461
   745
          }
alpar@461
   746
        }
alpar@461
   747
alpar@461
   748
        std::vector<int> ray_indexes(row_num + 1);
alpar@461
   749
        std::vector<Value> ray_values(row_num + 1);
alpar@461
   750
        int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(),
alpar@461
   751
                                          &ray_values.front());
alpar@461
   752
alpar@461
   753
        for (int i = 1; i <= ray_length; ++i) {
alpar@461
   754
          if (ray_indexes[i] > row_num) {
alpar@461
   755
            _primal_ray[ray_indexes[i] - row_num] = ray_values[i];
alpar@461
   756
          }
alpar@461
   757
        }
alpar@461
   758
alpar@461
   759
        if (negate) {
alpar@461
   760
          for (int i = 1; i <= col_num; ++i) {
alpar@461
   761
            _primal_ray[i] = - _primal_ray[i];
alpar@461
   762
          }
alpar@461
   763
        }
alpar@461
   764
      } else {
alpar@461
   765
        for (int i = 1; i <= col_num; ++i) {
alpar@461
   766
          _primal_ray[i] = glp_get_col_prim(lp, i);
alpar@461
   767
        }
alpar@461
   768
      }
alpar@461
   769
    }
alpar@461
   770
    return _primal_ray[i];
alpar@461
   771
  }
alpar@461
   772
alpar@462
   773
  GlpkLp::Value GlpkLp::_getDualRay(int i) const {
alpar@461
   774
    if (_dual_ray.empty()) {
alpar@461
   775
      int row_num = glp_get_num_rows(lp);
alpar@461
   776
alpar@461
   777
      _dual_ray.resize(row_num + 1, 0.0);
alpar@461
   778
alpar@461
   779
      int index = glp_get_unbnd_ray(lp);
alpar@461
   780
      if (index != 0) {
alpar@461
   781
        // The dual ray is found in dual simplex second phase
alpar@461
   782
        LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) :
alpar@461
   783
                      glp_get_col_stat(lp, index - row_num)) == GLP_BS,
alpar@461
   784
alpar@461
   785
                     "Wrong dual ray");
alpar@461
   786
alpar@461
   787
        int idx;
alpar@461
   788
        bool negate = false;
alpar@461
   789
alpar@461
   790
        if (index > row_num) {
alpar@461
   791
          idx = glp_get_col_bind(lp, index - row_num);
alpar@461
   792
          if (glp_get_col_prim(lp, index - row_num) >
alpar@461
   793
              glp_get_col_ub(lp, index - row_num)) {
alpar@461
   794
            negate = true;
alpar@461
   795
          }
alpar@461
   796
        } else {
alpar@461
   797
          idx = glp_get_row_bind(lp, index);
alpar@461
   798
          if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) {
alpar@461
   799
            negate = true;
alpar@461
   800
          }
alpar@461
   801
        }
alpar@461
   802
alpar@461
   803
        _dual_ray[idx] = negate ?  - 1.0 : 1.0;
alpar@461
   804
alpar@461
   805
        glp_btran(lp, &_dual_ray.front());
alpar@461
   806
      } else {
alpar@461
   807
        double eps = 1e-7;
alpar@461
   808
        // The dual ray is found in primal simplex first phase
alpar@461
   809
        // We assume that the glpk minimizes the slack to get feasible solution
alpar@461
   810
        for (int i = 1; i <= row_num; ++i) {
alpar@461
   811
          int index = glp_get_bhead(lp, i);
alpar@461
   812
          if (index <= row_num) {
alpar@461
   813
            double res = glp_get_row_prim(lp, index);
alpar@461
   814
            if (res > glp_get_row_ub(lp, index) + eps) {
alpar@461
   815
              _dual_ray[i] = -1;
alpar@461
   816
            } else if (res < glp_get_row_lb(lp, index) - eps) {
alpar@461
   817
              _dual_ray[i] = 1;
alpar@461
   818
            } else {
alpar@461
   819
              _dual_ray[i] = 0;
alpar@461
   820
            }
alpar@461
   821
            _dual_ray[i] *= glp_get_rii(lp, index);
alpar@461
   822
          } else {
alpar@461
   823
            double res = glp_get_col_prim(lp, index - row_num);
alpar@461
   824
            if (res > glp_get_col_ub(lp, index - row_num) + eps) {
alpar@461
   825
              _dual_ray[i] = -1;
alpar@461
   826
            } else if (res < glp_get_col_lb(lp, index - row_num) - eps) {
alpar@461
   827
              _dual_ray[i] = 1;
alpar@461
   828
            } else {
alpar@461
   829
              _dual_ray[i] = 0;
alpar@461
   830
            }
alpar@461
   831
            _dual_ray[i] /= glp_get_sjj(lp, index - row_num);
alpar@461
   832
          }
alpar@461
   833
        }
alpar@461
   834
alpar@461
   835
        glp_btran(lp, &_dual_ray.front());
alpar@461
   836
alpar@461
   837
        for (int i = 1; i <= row_num; ++i) {
alpar@461
   838
          _dual_ray[i] /= glp_get_rii(lp, i);
alpar@461
   839
        }
alpar@461
   840
      }
alpar@461
   841
    }
alpar@461
   842
    return _dual_ray[i];
alpar@461
   843
  }
alpar@461
   844
alpar@462
   845
  GlpkLp::ProblemType GlpkLp::_getPrimalType() const {
alpar@461
   846
    if (glp_get_status(lp) == GLP_OPT)
alpar@461
   847
      return OPTIMAL;
alpar@461
   848
    switch (glp_get_prim_stat(lp)) {
alpar@461
   849
    case GLP_UNDEF:
alpar@461
   850
      return UNDEFINED;
alpar@461
   851
    case GLP_FEAS:
alpar@461
   852
    case GLP_INFEAS:
alpar@461
   853
      if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
alpar@461
   854
        return UNBOUNDED;
alpar@461
   855
      } else {
alpar@461
   856
        return UNDEFINED;
alpar@461
   857
      }
alpar@461
   858
    case GLP_NOFEAS:
alpar@461
   859
      return INFEASIBLE;
alpar@461
   860
    default:
alpar@461
   861
      LEMON_ASSERT(false, "Wrong primal type");
alpar@462
   862
      return  GlpkLp::ProblemType();
alpar@461
   863
    }
alpar@461
   864
  }
alpar@461
   865
alpar@462
   866
  GlpkLp::ProblemType GlpkLp::_getDualType() const {
alpar@461
   867
    if (glp_get_status(lp) == GLP_OPT)
alpar@461
   868
      return OPTIMAL;
alpar@461
   869
    switch (glp_get_dual_stat(lp)) {
alpar@461
   870
    case GLP_UNDEF:
alpar@461
   871
      return UNDEFINED;
alpar@461
   872
    case GLP_FEAS:
alpar@461
   873
    case GLP_INFEAS:
alpar@461
   874
      if (glp_get_prim_stat(lp) == GLP_NOFEAS) {
alpar@461
   875
        return UNBOUNDED;
alpar@461
   876
      } else {
alpar@461
   877
        return UNDEFINED;
alpar@461
   878
      }
alpar@461
   879
    case GLP_NOFEAS:
alpar@461
   880
      return INFEASIBLE;
alpar@461
   881
    default:
alpar@461
   882
      LEMON_ASSERT(false, "Wrong primal type");
alpar@462
   883
      return  GlpkLp::ProblemType();
alpar@461
   884
    }
alpar@461
   885
  }
alpar@461
   886
deba@565
   887
  void GlpkLp::presolver(bool presolve) {
deba@565
   888
    _presolve = presolve;
alpar@461
   889
  }
alpar@461
   890
alpar@462
   891
  // GlpkMip members
alpar@461
   892
alpar@462
   893
  GlpkMip::GlpkMip()
deba@551
   894
    : LpBase(), MipSolver(), GlpkBase() {
alpar@461
   895
  }
alpar@461
   896
alpar@462
   897
  GlpkMip::GlpkMip(const GlpkMip& other)
deba@551
   898
    : LpBase(), MipSolver(), GlpkBase(other) {
alpar@461
   899
  }
alpar@461
   900
alpar@462
   901
  void GlpkMip::_setColType(int i, GlpkMip::ColTypes col_type) {
alpar@461
   902
    switch (col_type) {
alpar@461
   903
    case INTEGER:
alpar@461
   904
      glp_set_col_kind(lp, i, GLP_IV);
alpar@461
   905
      break;
alpar@461
   906
    case REAL:
alpar@461
   907
      glp_set_col_kind(lp, i, GLP_CV);
alpar@461
   908
      break;
alpar@461
   909
    }
alpar@461
   910
  }
alpar@461
   911
alpar@462
   912
  GlpkMip::ColTypes GlpkMip::_getColType(int i) const {
alpar@461
   913
    switch (glp_get_col_kind(lp, i)) {
alpar@461
   914
    case GLP_IV:
alpar@461
   915
    case GLP_BV:
alpar@461
   916
      return INTEGER;
alpar@461
   917
    default:
alpar@461
   918
      return REAL;
alpar@461
   919
    }
alpar@461
   920
alpar@461
   921
  }
alpar@461
   922
alpar@462
   923
  GlpkMip::SolveExitStatus GlpkMip::_solve() {
alpar@461
   924
    glp_smcp smcp;
alpar@461
   925
    glp_init_smcp(&smcp);
alpar@461
   926
deba@576
   927
    smcp.msg_lev = _message_level;
alpar@461
   928
    smcp.meth = GLP_DUAL;
alpar@461
   929
deba@565
   930
    // If the basis is not valid we get an error return value.
deba@565
   931
    // In this case we can try to create a new basis.
deba@565
   932
    switch (glp_simplex(lp, &smcp)) {
deba@565
   933
    case 0:
deba@565
   934
      break;
deba@565
   935
    case GLP_EBADB:
deba@565
   936
    case GLP_ESING:
deba@565
   937
    case GLP_ECOND:
deba@566
   938
      glp_term_out(false);
deba@565
   939
      glp_adv_basis(lp, 0);
deba@566
   940
      glp_term_out(true);
deba@565
   941
      if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
deba@565
   942
      break;
deba@565
   943
    default:
deba@565
   944
      return UNSOLVED;
deba@565
   945
    }
deba@565
   946
alpar@461
   947
    if (glp_get_status(lp) != GLP_OPT) return SOLVED;
alpar@461
   948
alpar@461
   949
    glp_iocp iocp;
alpar@461
   950
    glp_init_iocp(&iocp);
alpar@461
   951
deba@576
   952
    iocp.msg_lev = _message_level;
alpar@461
   953
alpar@461
   954
    if (glp_intopt(lp, &iocp) != 0) return UNSOLVED;
alpar@461
   955
    return SOLVED;
alpar@461
   956
  }
alpar@461
   957
alpar@461
   958
alpar@462
   959
  GlpkMip::ProblemType GlpkMip::_getType() const {
alpar@461
   960
    switch (glp_get_status(lp)) {
alpar@461
   961
    case GLP_OPT:
alpar@461
   962
      switch (glp_mip_status(lp)) {
alpar@461
   963
      case GLP_UNDEF:
alpar@461
   964
        return UNDEFINED;
alpar@461
   965
      case GLP_NOFEAS:
alpar@461
   966
        return INFEASIBLE;
alpar@461
   967
      case GLP_FEAS:
alpar@461
   968
        return FEASIBLE;
alpar@461
   969
      case GLP_OPT:
alpar@461
   970
        return OPTIMAL;
alpar@461
   971
      default:
alpar@461
   972
        LEMON_ASSERT(false, "Wrong problem type.");
alpar@462
   973
        return GlpkMip::ProblemType();
alpar@461
   974
      }
alpar@461
   975
    case GLP_NOFEAS:
alpar@461
   976
      return INFEASIBLE;
alpar@461
   977
    case GLP_INFEAS:
alpar@461
   978
    case GLP_FEAS:
alpar@461
   979
      if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
alpar@461
   980
        return UNBOUNDED;
alpar@461
   981
      } else {
alpar@461
   982
        return UNDEFINED;
alpar@461
   983
      }
alpar@461
   984
    default:
alpar@461
   985
      LEMON_ASSERT(false, "Wrong problem type.");
alpar@462
   986
      return GlpkMip::ProblemType();
alpar@461
   987
    }
alpar@461
   988
  }
alpar@461
   989
alpar@462
   990
  GlpkMip::Value GlpkMip::_getSol(int i) const {
alpar@461
   991
    return glp_mip_col_val(lp, i);
alpar@461
   992
  }
alpar@461
   993
alpar@462
   994
  GlpkMip::Value GlpkMip::_getSolValue() const {
alpar@461
   995
    return glp_mip_obj_val(lp);
alpar@461
   996
  }
alpar@461
   997
alpar@540
   998
  GlpkMip* GlpkMip::newSolver() const { return new GlpkMip; }
alpar@540
   999
  GlpkMip* GlpkMip::cloneSolver() const {return new GlpkMip(*this); }
alpar@461
  1000
alpar@462
  1001
  const char* GlpkMip::_solverName() const { return "GlpkMip"; }
alpar@461
  1002
alpar@461
  1003
} //END OF NAMESPACE LEMON