lemon/glpk.cc
author Alpar Juttner <alpar@cs.elte.hu>
Wed, 01 Apr 2009 17:17:47 +0100
changeset 563 dad9db81ade2
parent 542 fc6c7aab4b8d
child 565 7ab97e2a0c33
permissions -rw-r--r--
Fix in .hgignore
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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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  }
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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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  }
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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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  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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    int b = glp_get_row_type(lp, i);
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    double up = glp_get_row_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_row_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_row_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_row_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_row_bnds(lp, i, GLP_FX, lo, up);
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        else
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          glp_set_row_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::_getRowLowerBound(int i) const {
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    int b = glp_get_row_type(lp, i);
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    switch (b) {
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   404
    case GLP_LO:
alpar@461
   405
    case GLP_DB:
alpar@461
   406
    case GLP_FX:
alpar@461
   407
      return glp_get_row_lb(lp, i);
alpar@461
   408
    default:
alpar@461
   409
      return -INF;
alpar@461
   410
    }
alpar@461
   411
  }
alpar@461
   412
alpar@461
   413
  void GlpkBase::_setRowUpperBound(int i, Value up) {
alpar@461
   414
    LEMON_ASSERT(up != -INF, "Invalid bound");
alpar@461
   415
alpar@461
   416
    int b = glp_get_row_type(lp, i);
alpar@461
   417
    double lo = glp_get_row_lb(lp, i);
alpar@461
   418
    if (up == INF) {
alpar@461
   419
      switch (b) {
alpar@461
   420
      case GLP_FR:
alpar@461
   421
      case GLP_LO:
alpar@461
   422
        break;
alpar@461
   423
      case GLP_UP:
alpar@461
   424
        glp_set_row_bnds(lp, i, GLP_FR, lo, up);
alpar@461
   425
        break;
alpar@461
   426
      case GLP_DB:
alpar@461
   427
      case GLP_FX:
alpar@461
   428
        glp_set_row_bnds(lp, i, GLP_LO, lo, up);
alpar@461
   429
        break;
alpar@461
   430
      default:
alpar@461
   431
        break;
alpar@461
   432
      }
alpar@461
   433
    } else {
alpar@461
   434
      switch (b) {
alpar@461
   435
      case GLP_FR:
alpar@461
   436
        glp_set_row_bnds(lp, i, GLP_UP, lo, up);
alpar@461
   437
        break;
alpar@461
   438
      case GLP_UP:
alpar@461
   439
        glp_set_row_bnds(lp, i, GLP_UP, lo, up);
alpar@461
   440
        break;
alpar@461
   441
      case GLP_LO:
alpar@461
   442
      case GLP_DB:
alpar@461
   443
      case GLP_FX:
alpar@461
   444
        if (lo == up)
alpar@461
   445
          glp_set_row_bnds(lp, i, GLP_FX, lo, up);
alpar@461
   446
        else
alpar@461
   447
          glp_set_row_bnds(lp, i, GLP_DB, lo, up);
alpar@461
   448
        break;
alpar@461
   449
      default:
alpar@461
   450
        break;
alpar@461
   451
      }
alpar@461
   452
    }
alpar@461
   453
  }
alpar@461
   454
alpar@461
   455
  GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const {
alpar@461
   456
    int b = glp_get_row_type(lp, i);
alpar@461
   457
    switch (b) {
alpar@461
   458
    case GLP_UP:
alpar@461
   459
    case GLP_DB:
alpar@461
   460
    case GLP_FX:
alpar@461
   461
      return glp_get_row_ub(lp, i);
alpar@461
   462
    default:
alpar@461
   463
      return INF;
alpar@461
   464
    }
alpar@461
   465
  }
alpar@461
   466
alpar@461
   467
  void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) {
alpar@461
   468
    for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
alpar@461
   469
      glp_set_obj_coef(lp, i, 0.0);
alpar@461
   470
    }
alpar@461
   471
    for (ExprIterator it = b; it != e; ++it) {
alpar@461
   472
      glp_set_obj_coef(lp, it->first, it->second);
alpar@461
   473
    }
alpar@461
   474
  }
alpar@461
   475
alpar@461
   476
  void GlpkBase::_getObjCoeffs(InsertIterator b) const {
alpar@461
   477
    for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
alpar@461
   478
      Value val = glp_get_obj_coef(lp, i);
alpar@461
   479
      if (val != 0.0) {
alpar@461
   480
        *b = std::make_pair(i, val);
alpar@461
   481
        ++b;
alpar@461
   482
      }
alpar@461
   483
    }
alpar@461
   484
  }
alpar@461
   485
alpar@461
   486
  void GlpkBase::_setObjCoeff(int i, Value obj_coef) {
alpar@461
   487
    //i = 0 means the constant term (shift)
alpar@461
   488
    glp_set_obj_coef(lp, i, obj_coef);
alpar@461
   489
  }
alpar@461
   490
alpar@461
   491
  GlpkBase::Value GlpkBase::_getObjCoeff(int i) const {
alpar@461
   492
    //i = 0 means the constant term (shift)
alpar@461
   493
    return glp_get_obj_coef(lp, i);
alpar@461
   494
  }
alpar@461
   495
alpar@461
   496
  void GlpkBase::_setSense(GlpkBase::Sense sense) {
alpar@461
   497
    switch (sense) {
alpar@461
   498
    case MIN:
alpar@461
   499
      glp_set_obj_dir(lp, GLP_MIN);
alpar@461
   500
      break;
alpar@461
   501
    case MAX:
alpar@461
   502
      glp_set_obj_dir(lp, GLP_MAX);
alpar@461
   503
      break;
alpar@461
   504
    }
alpar@461
   505
  }
alpar@461
   506
alpar@461
   507
  GlpkBase::Sense GlpkBase::_getSense() const {
alpar@461
   508
    switch(glp_get_obj_dir(lp)) {
alpar@461
   509
    case GLP_MIN:
alpar@461
   510
      return MIN;
alpar@461
   511
    case GLP_MAX:
alpar@461
   512
      return MAX;
alpar@461
   513
    default:
alpar@461
   514
      LEMON_ASSERT(false, "Wrong sense");
alpar@461
   515
      return GlpkBase::Sense();
alpar@461
   516
    }
alpar@461
   517
  }
alpar@461
   518
alpar@461
   519
  void GlpkBase::_clear() {
alpar@461
   520
    glp_erase_prob(lp);
alpar@461
   521
    rows.clear();
alpar@461
   522
    cols.clear();
alpar@461
   523
  }
alpar@461
   524
deba@537
   525
  void GlpkBase::freeEnv() {
deba@537
   526
    glp_free_env();
deba@537
   527
  }
deba@537
   528
deba@538
   529
  GlpkBase::FreeEnvHelper GlpkBase::freeEnvHelper;
deba@538
   530
alpar@462
   531
  // GlpkLp members
alpar@461
   532
alpar@462
   533
  GlpkLp::GlpkLp()
deba@551
   534
    : LpBase(), LpSolver(), GlpkBase() {
alpar@461
   535
    messageLevel(MESSAGE_NO_OUTPUT);
alpar@461
   536
  }
alpar@461
   537
alpar@462
   538
  GlpkLp::GlpkLp(const GlpkLp& other)
deba@551
   539
    : LpBase(other), LpSolver(other), GlpkBase(other) {
alpar@461
   540
    messageLevel(MESSAGE_NO_OUTPUT);
alpar@461
   541
  }
alpar@461
   542
alpar@540
   543
  GlpkLp* GlpkLp::newSolver() const { return new GlpkLp; }
alpar@540
   544
  GlpkLp* GlpkLp::cloneSolver() const { return new GlpkLp(*this); }
alpar@461
   545
alpar@462
   546
  const char* GlpkLp::_solverName() const { return "GlpkLp"; }
alpar@461
   547
alpar@462
   548
  void GlpkLp::_clear_temporals() {
alpar@461
   549
    _primal_ray.clear();
alpar@461
   550
    _dual_ray.clear();
alpar@461
   551
  }
alpar@461
   552
alpar@462
   553
  GlpkLp::SolveExitStatus GlpkLp::_solve() {
alpar@461
   554
    return solvePrimal();
alpar@461
   555
  }
alpar@461
   556
alpar@462
   557
  GlpkLp::SolveExitStatus GlpkLp::solvePrimal() {
alpar@461
   558
    _clear_temporals();
alpar@461
   559
alpar@461
   560
    glp_smcp smcp;
alpar@461
   561
    glp_init_smcp(&smcp);
alpar@461
   562
alpar@461
   563
    switch (_message_level) {
alpar@461
   564
    case MESSAGE_NO_OUTPUT:
alpar@461
   565
      smcp.msg_lev = GLP_MSG_OFF;
alpar@461
   566
      break;
alpar@461
   567
    case MESSAGE_ERROR_MESSAGE:
alpar@461
   568
      smcp.msg_lev = GLP_MSG_ERR;
alpar@461
   569
      break;
alpar@461
   570
    case MESSAGE_NORMAL_OUTPUT:
alpar@461
   571
      smcp.msg_lev = GLP_MSG_ON;
alpar@461
   572
      break;
alpar@461
   573
    case MESSAGE_FULL_OUTPUT:
alpar@461
   574
      smcp.msg_lev = GLP_MSG_ALL;
alpar@461
   575
      break;
alpar@461
   576
    }
alpar@461
   577
alpar@461
   578
    if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
alpar@461
   579
    return SOLVED;
alpar@461
   580
  }
alpar@461
   581
alpar@462
   582
  GlpkLp::SolveExitStatus GlpkLp::solveDual() {
alpar@461
   583
    _clear_temporals();
alpar@461
   584
alpar@461
   585
    glp_smcp smcp;
alpar@461
   586
    glp_init_smcp(&smcp);
alpar@461
   587
alpar@461
   588
    switch (_message_level) {
alpar@461
   589
    case MESSAGE_NO_OUTPUT:
alpar@461
   590
      smcp.msg_lev = GLP_MSG_OFF;
alpar@461
   591
      break;
alpar@461
   592
    case MESSAGE_ERROR_MESSAGE:
alpar@461
   593
      smcp.msg_lev = GLP_MSG_ERR;
alpar@461
   594
      break;
alpar@461
   595
    case MESSAGE_NORMAL_OUTPUT:
alpar@461
   596
      smcp.msg_lev = GLP_MSG_ON;
alpar@461
   597
      break;
alpar@461
   598
    case MESSAGE_FULL_OUTPUT:
alpar@461
   599
      smcp.msg_lev = GLP_MSG_ALL;
alpar@461
   600
      break;
alpar@461
   601
    }
alpar@461
   602
    smcp.meth = GLP_DUAL;
alpar@461
   603
alpar@461
   604
    if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
alpar@461
   605
    return SOLVED;
alpar@461
   606
  }
alpar@461
   607
alpar@462
   608
  GlpkLp::Value GlpkLp::_getPrimal(int i) const {
alpar@461
   609
    return glp_get_col_prim(lp, i);
alpar@461
   610
  }
alpar@461
   611
alpar@462
   612
  GlpkLp::Value GlpkLp::_getDual(int i) const {
alpar@461
   613
    return glp_get_row_dual(lp, i);
alpar@461
   614
  }
alpar@461
   615
alpar@462
   616
  GlpkLp::Value GlpkLp::_getPrimalValue() const {
alpar@461
   617
    return glp_get_obj_val(lp);
alpar@461
   618
  }
alpar@461
   619
alpar@462
   620
  GlpkLp::VarStatus GlpkLp::_getColStatus(int i) const {
alpar@461
   621
    switch (glp_get_col_stat(lp, i)) {
alpar@461
   622
    case GLP_BS:
alpar@461
   623
      return BASIC;
alpar@461
   624
    case GLP_UP:
alpar@461
   625
      return UPPER;
alpar@461
   626
    case GLP_LO:
alpar@461
   627
      return LOWER;
alpar@461
   628
    case GLP_NF:
alpar@461
   629
      return FREE;
alpar@461
   630
    case GLP_NS:
alpar@461
   631
      return FIXED;
alpar@461
   632
    default:
alpar@461
   633
      LEMON_ASSERT(false, "Wrong column status");
alpar@462
   634
      return GlpkLp::VarStatus();
alpar@461
   635
    }
alpar@461
   636
  }
alpar@461
   637
alpar@462
   638
  GlpkLp::VarStatus GlpkLp::_getRowStatus(int i) const {
alpar@461
   639
    switch (glp_get_row_stat(lp, i)) {
alpar@461
   640
    case GLP_BS:
alpar@461
   641
      return BASIC;
alpar@461
   642
    case GLP_UP:
alpar@461
   643
      return UPPER;
alpar@461
   644
    case GLP_LO:
alpar@461
   645
      return LOWER;
alpar@461
   646
    case GLP_NF:
alpar@461
   647
      return FREE;
alpar@461
   648
    case GLP_NS:
alpar@461
   649
      return FIXED;
alpar@461
   650
    default:
alpar@461
   651
      LEMON_ASSERT(false, "Wrong row status");
alpar@462
   652
      return GlpkLp::VarStatus();
alpar@461
   653
    }
alpar@461
   654
  }
alpar@461
   655
alpar@462
   656
  GlpkLp::Value GlpkLp::_getPrimalRay(int i) const {
alpar@461
   657
    if (_primal_ray.empty()) {
alpar@461
   658
      int row_num = glp_get_num_rows(lp);
alpar@461
   659
      int col_num = glp_get_num_cols(lp);
alpar@461
   660
alpar@461
   661
      _primal_ray.resize(col_num + 1, 0.0);
alpar@461
   662
alpar@461
   663
      int index = glp_get_unbnd_ray(lp);
alpar@461
   664
      if (index != 0) {
alpar@461
   665
        // The primal ray is found in primal simplex second phase
alpar@461
   666
        LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) :
alpar@461
   667
                      glp_get_col_stat(lp, index - row_num)) != GLP_BS,
alpar@461
   668
                     "Wrong primal ray");
alpar@461
   669
alpar@461
   670
        bool negate = glp_get_obj_dir(lp) == GLP_MAX;
alpar@461
   671
alpar@461
   672
        if (index > row_num) {
alpar@461
   673
          _primal_ray[index - row_num] = 1.0;
alpar@461
   674
          if (glp_get_col_dual(lp, index - row_num) > 0) {
alpar@461
   675
            negate = !negate;
alpar@461
   676
          }
alpar@461
   677
        } else {
alpar@461
   678
          if (glp_get_row_dual(lp, index) > 0) {
alpar@461
   679
            negate = !negate;
alpar@461
   680
          }
alpar@461
   681
        }
alpar@461
   682
alpar@461
   683
        std::vector<int> ray_indexes(row_num + 1);
alpar@461
   684
        std::vector<Value> ray_values(row_num + 1);
alpar@461
   685
        int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(),
alpar@461
   686
                                          &ray_values.front());
alpar@461
   687
alpar@461
   688
        for (int i = 1; i <= ray_length; ++i) {
alpar@461
   689
          if (ray_indexes[i] > row_num) {
alpar@461
   690
            _primal_ray[ray_indexes[i] - row_num] = ray_values[i];
alpar@461
   691
          }
alpar@461
   692
        }
alpar@461
   693
alpar@461
   694
        if (negate) {
alpar@461
   695
          for (int i = 1; i <= col_num; ++i) {
alpar@461
   696
            _primal_ray[i] = - _primal_ray[i];
alpar@461
   697
          }
alpar@461
   698
        }
alpar@461
   699
      } else {
alpar@461
   700
        for (int i = 1; i <= col_num; ++i) {
alpar@461
   701
          _primal_ray[i] = glp_get_col_prim(lp, i);
alpar@461
   702
        }
alpar@461
   703
      }
alpar@461
   704
    }
alpar@461
   705
    return _primal_ray[i];
alpar@461
   706
  }
alpar@461
   707
alpar@462
   708
  GlpkLp::Value GlpkLp::_getDualRay(int i) const {
alpar@461
   709
    if (_dual_ray.empty()) {
alpar@461
   710
      int row_num = glp_get_num_rows(lp);
alpar@461
   711
alpar@461
   712
      _dual_ray.resize(row_num + 1, 0.0);
alpar@461
   713
alpar@461
   714
      int index = glp_get_unbnd_ray(lp);
alpar@461
   715
      if (index != 0) {
alpar@461
   716
        // The dual ray is found in dual simplex second phase
alpar@461
   717
        LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) :
alpar@461
   718
                      glp_get_col_stat(lp, index - row_num)) == GLP_BS,
alpar@461
   719
alpar@461
   720
                     "Wrong dual ray");
alpar@461
   721
alpar@461
   722
        int idx;
alpar@461
   723
        bool negate = false;
alpar@461
   724
alpar@461
   725
        if (index > row_num) {
alpar@461
   726
          idx = glp_get_col_bind(lp, index - row_num);
alpar@461
   727
          if (glp_get_col_prim(lp, index - row_num) >
alpar@461
   728
              glp_get_col_ub(lp, index - row_num)) {
alpar@461
   729
            negate = true;
alpar@461
   730
          }
alpar@461
   731
        } else {
alpar@461
   732
          idx = glp_get_row_bind(lp, index);
alpar@461
   733
          if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) {
alpar@461
   734
            negate = true;
alpar@461
   735
          }
alpar@461
   736
        }
alpar@461
   737
alpar@461
   738
        _dual_ray[idx] = negate ?  - 1.0 : 1.0;
alpar@461
   739
alpar@461
   740
        glp_btran(lp, &_dual_ray.front());
alpar@461
   741
      } else {
alpar@461
   742
        double eps = 1e-7;
alpar@461
   743
        // The dual ray is found in primal simplex first phase
alpar@461
   744
        // We assume that the glpk minimizes the slack to get feasible solution
alpar@461
   745
        for (int i = 1; i <= row_num; ++i) {
alpar@461
   746
          int index = glp_get_bhead(lp, i);
alpar@461
   747
          if (index <= row_num) {
alpar@461
   748
            double res = glp_get_row_prim(lp, index);
alpar@461
   749
            if (res > glp_get_row_ub(lp, index) + eps) {
alpar@461
   750
              _dual_ray[i] = -1;
alpar@461
   751
            } else if (res < glp_get_row_lb(lp, index) - eps) {
alpar@461
   752
              _dual_ray[i] = 1;
alpar@461
   753
            } else {
alpar@461
   754
              _dual_ray[i] = 0;
alpar@461
   755
            }
alpar@461
   756
            _dual_ray[i] *= glp_get_rii(lp, index);
alpar@461
   757
          } else {
alpar@461
   758
            double res = glp_get_col_prim(lp, index - row_num);
alpar@461
   759
            if (res > glp_get_col_ub(lp, index - row_num) + eps) {
alpar@461
   760
              _dual_ray[i] = -1;
alpar@461
   761
            } else if (res < glp_get_col_lb(lp, index - row_num) - eps) {
alpar@461
   762
              _dual_ray[i] = 1;
alpar@461
   763
            } else {
alpar@461
   764
              _dual_ray[i] = 0;
alpar@461
   765
            }
alpar@461
   766
            _dual_ray[i] /= glp_get_sjj(lp, index - row_num);
alpar@461
   767
          }
alpar@461
   768
        }
alpar@461
   769
alpar@461
   770
        glp_btran(lp, &_dual_ray.front());
alpar@461
   771
alpar@461
   772
        for (int i = 1; i <= row_num; ++i) {
alpar@461
   773
          _dual_ray[i] /= glp_get_rii(lp, i);
alpar@461
   774
        }
alpar@461
   775
      }
alpar@461
   776
    }
alpar@461
   777
    return _dual_ray[i];
alpar@461
   778
  }
alpar@461
   779
alpar@462
   780
  GlpkLp::ProblemType GlpkLp::_getPrimalType() const {
alpar@461
   781
    if (glp_get_status(lp) == GLP_OPT)
alpar@461
   782
      return OPTIMAL;
alpar@461
   783
    switch (glp_get_prim_stat(lp)) {
alpar@461
   784
    case GLP_UNDEF:
alpar@461
   785
      return UNDEFINED;
alpar@461
   786
    case GLP_FEAS:
alpar@461
   787
    case GLP_INFEAS:
alpar@461
   788
      if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
alpar@461
   789
        return UNBOUNDED;
alpar@461
   790
      } else {
alpar@461
   791
        return UNDEFINED;
alpar@461
   792
      }
alpar@461
   793
    case GLP_NOFEAS:
alpar@461
   794
      return INFEASIBLE;
alpar@461
   795
    default:
alpar@461
   796
      LEMON_ASSERT(false, "Wrong primal type");
alpar@462
   797
      return  GlpkLp::ProblemType();
alpar@461
   798
    }
alpar@461
   799
  }
alpar@461
   800
alpar@462
   801
  GlpkLp::ProblemType GlpkLp::_getDualType() const {
alpar@461
   802
    if (glp_get_status(lp) == GLP_OPT)
alpar@461
   803
      return OPTIMAL;
alpar@461
   804
    switch (glp_get_dual_stat(lp)) {
alpar@461
   805
    case GLP_UNDEF:
alpar@461
   806
      return UNDEFINED;
alpar@461
   807
    case GLP_FEAS:
alpar@461
   808
    case GLP_INFEAS:
alpar@461
   809
      if (glp_get_prim_stat(lp) == GLP_NOFEAS) {
alpar@461
   810
        return UNBOUNDED;
alpar@461
   811
      } else {
alpar@461
   812
        return UNDEFINED;
alpar@461
   813
      }
alpar@461
   814
    case GLP_NOFEAS:
alpar@461
   815
      return INFEASIBLE;
alpar@461
   816
    default:
alpar@461
   817
      LEMON_ASSERT(false, "Wrong primal type");
alpar@462
   818
      return  GlpkLp::ProblemType();
alpar@461
   819
    }
alpar@461
   820
  }
alpar@461
   821
alpar@462
   822
  void GlpkLp::presolver(bool b) {
alpar@461
   823
    lpx_set_int_parm(lp, LPX_K_PRESOL, b ? 1 : 0);
alpar@461
   824
  }
alpar@461
   825
alpar@462
   826
  void GlpkLp::messageLevel(MessageLevel m) {
alpar@461
   827
    _message_level = m;
alpar@461
   828
  }
alpar@461
   829
alpar@462
   830
  // GlpkMip members
alpar@461
   831
alpar@462
   832
  GlpkMip::GlpkMip()
deba@551
   833
    : LpBase(), MipSolver(), GlpkBase() {
alpar@461
   834
    messageLevel(MESSAGE_NO_OUTPUT);
alpar@461
   835
  }
alpar@461
   836
alpar@462
   837
  GlpkMip::GlpkMip(const GlpkMip& other)
deba@551
   838
    : LpBase(), MipSolver(), GlpkBase(other) {
alpar@461
   839
    messageLevel(MESSAGE_NO_OUTPUT);
alpar@461
   840
  }
alpar@461
   841
alpar@462
   842
  void GlpkMip::_setColType(int i, GlpkMip::ColTypes col_type) {
alpar@461
   843
    switch (col_type) {
alpar@461
   844
    case INTEGER:
alpar@461
   845
      glp_set_col_kind(lp, i, GLP_IV);
alpar@461
   846
      break;
alpar@461
   847
    case REAL:
alpar@461
   848
      glp_set_col_kind(lp, i, GLP_CV);
alpar@461
   849
      break;
alpar@461
   850
    }
alpar@461
   851
  }
alpar@461
   852
alpar@462
   853
  GlpkMip::ColTypes GlpkMip::_getColType(int i) const {
alpar@461
   854
    switch (glp_get_col_kind(lp, i)) {
alpar@461
   855
    case GLP_IV:
alpar@461
   856
    case GLP_BV:
alpar@461
   857
      return INTEGER;
alpar@461
   858
    default:
alpar@461
   859
      return REAL;
alpar@461
   860
    }
alpar@461
   861
alpar@461
   862
  }
alpar@461
   863
alpar@462
   864
  GlpkMip::SolveExitStatus GlpkMip::_solve() {
alpar@461
   865
    glp_smcp smcp;
alpar@461
   866
    glp_init_smcp(&smcp);
alpar@461
   867
alpar@461
   868
    switch (_message_level) {
alpar@461
   869
    case MESSAGE_NO_OUTPUT:
alpar@461
   870
      smcp.msg_lev = GLP_MSG_OFF;
alpar@461
   871
      break;
alpar@461
   872
    case MESSAGE_ERROR_MESSAGE:
alpar@461
   873
      smcp.msg_lev = GLP_MSG_ERR;
alpar@461
   874
      break;
alpar@461
   875
    case MESSAGE_NORMAL_OUTPUT:
alpar@461
   876
      smcp.msg_lev = GLP_MSG_ON;
alpar@461
   877
      break;
alpar@461
   878
    case MESSAGE_FULL_OUTPUT:
alpar@461
   879
      smcp.msg_lev = GLP_MSG_ALL;
alpar@461
   880
      break;
alpar@461
   881
    }
alpar@461
   882
    smcp.meth = GLP_DUAL;
alpar@461
   883
alpar@461
   884
    if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
alpar@461
   885
    if (glp_get_status(lp) != GLP_OPT) return SOLVED;
alpar@461
   886
alpar@461
   887
    glp_iocp iocp;
alpar@461
   888
    glp_init_iocp(&iocp);
alpar@461
   889
alpar@461
   890
    switch (_message_level) {
alpar@461
   891
    case MESSAGE_NO_OUTPUT:
alpar@461
   892
      iocp.msg_lev = GLP_MSG_OFF;
alpar@461
   893
      break;
alpar@461
   894
    case MESSAGE_ERROR_MESSAGE:
alpar@461
   895
      iocp.msg_lev = GLP_MSG_ERR;
alpar@461
   896
      break;
alpar@461
   897
    case MESSAGE_NORMAL_OUTPUT:
alpar@461
   898
      iocp.msg_lev = GLP_MSG_ON;
alpar@461
   899
      break;
alpar@461
   900
    case MESSAGE_FULL_OUTPUT:
alpar@461
   901
      iocp.msg_lev = GLP_MSG_ALL;
alpar@461
   902
      break;
alpar@461
   903
    }
alpar@461
   904
alpar@461
   905
    if (glp_intopt(lp, &iocp) != 0) return UNSOLVED;
alpar@461
   906
    return SOLVED;
alpar@461
   907
  }
alpar@461
   908
alpar@461
   909
alpar@462
   910
  GlpkMip::ProblemType GlpkMip::_getType() const {
alpar@461
   911
    switch (glp_get_status(lp)) {
alpar@461
   912
    case GLP_OPT:
alpar@461
   913
      switch (glp_mip_status(lp)) {
alpar@461
   914
      case GLP_UNDEF:
alpar@461
   915
        return UNDEFINED;
alpar@461
   916
      case GLP_NOFEAS:
alpar@461
   917
        return INFEASIBLE;
alpar@461
   918
      case GLP_FEAS:
alpar@461
   919
        return FEASIBLE;
alpar@461
   920
      case GLP_OPT:
alpar@461
   921
        return OPTIMAL;
alpar@461
   922
      default:
alpar@461
   923
        LEMON_ASSERT(false, "Wrong problem type.");
alpar@462
   924
        return GlpkMip::ProblemType();
alpar@461
   925
      }
alpar@461
   926
    case GLP_NOFEAS:
alpar@461
   927
      return INFEASIBLE;
alpar@461
   928
    case GLP_INFEAS:
alpar@461
   929
    case GLP_FEAS:
alpar@461
   930
      if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
alpar@461
   931
        return UNBOUNDED;
alpar@461
   932
      } else {
alpar@461
   933
        return UNDEFINED;
alpar@461
   934
      }
alpar@461
   935
    default:
alpar@461
   936
      LEMON_ASSERT(false, "Wrong problem type.");
alpar@462
   937
      return GlpkMip::ProblemType();
alpar@461
   938
    }
alpar@461
   939
  }
alpar@461
   940
alpar@462
   941
  GlpkMip::Value GlpkMip::_getSol(int i) const {
alpar@461
   942
    return glp_mip_col_val(lp, i);
alpar@461
   943
  }
alpar@461
   944
alpar@462
   945
  GlpkMip::Value GlpkMip::_getSolValue() const {
alpar@461
   946
    return glp_mip_obj_val(lp);
alpar@461
   947
  }
alpar@461
   948
alpar@540
   949
  GlpkMip* GlpkMip::newSolver() const { return new GlpkMip; }
alpar@540
   950
  GlpkMip* GlpkMip::cloneSolver() const {return new GlpkMip(*this); }
alpar@461
   951
alpar@462
   952
  const char* GlpkMip::_solverName() const { return "GlpkMip"; }
alpar@461
   953
alpar@462
   954
  void GlpkMip::messageLevel(MessageLevel m) {
alpar@461
   955
    _message_level = m;
alpar@461
   956
  }
alpar@461
   957
alpar@461
   958
} //END OF NAMESPACE LEMON