deba@481: /* -*- mode: C++; indent-tabs-mode: nil; -*- deba@481: * deba@481: * This file is a part of LEMON, a generic C++ optimization library. deba@481: * deba@481: * Copyright (C) 2003-2008 deba@481: * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport deba@481: * (Egervary Research Group on Combinatorial Optimization, EGRES). deba@481: * deba@481: * Permission to use, modify and distribute this software is granted deba@481: * provided that this copyright notice appears in all copies. For deba@481: * precise terms see the accompanying LICENSE file. deba@481: * deba@481: * This software is provided "AS IS" with no warranty of any kind, deba@481: * express or implied, and with no claim as to its suitability for any deba@481: * purpose. deba@481: * deba@481: */ deba@481: deba@481: ///\file deba@482: ///\brief Implementation of the LEMON GLPK LP and MIP solver interface. deba@481: deba@481: #include deba@482: #include deba@481: deba@482: #include deba@481: deba@481: namespace lemon { deba@481: deba@482: // GlpkBase members deba@482: deba@482: GlpkBase::GlpkBase() : LpBase() { deba@482: lp = glp_create_prob(); deba@482: glp_create_index(lp); deba@481: } deba@481: deba@482: GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() { deba@482: lp = glp_create_prob(); deba@482: glp_copy_prob(lp, other.lp, GLP_ON); deba@482: glp_create_index(lp); deba@482: rows = other.rows; deba@482: cols = other.cols; deba@481: } deba@481: deba@482: GlpkBase::~GlpkBase() { deba@482: glp_delete_prob(lp); deba@481: } deba@481: deba@482: int GlpkBase::_addCol() { deba@482: int i = glp_add_cols(lp, 1); deba@482: glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0); deba@481: return i; deba@481: } deba@481: deba@482: int GlpkBase::_addRow() { deba@482: int i = glp_add_rows(lp, 1); deba@482: glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0); deba@481: return i; deba@481: } deba@481: deba@482: void GlpkBase::_eraseCol(int i) { deba@481: int ca[2]; deba@482: ca[1] = i; deba@482: glp_del_cols(lp, 1, ca); deba@481: } deba@481: deba@482: void GlpkBase::_eraseRow(int i) { deba@481: int ra[2]; deba@482: ra[1] = i; deba@482: glp_del_rows(lp, 1, ra); deba@481: } deba@481: deba@482: void GlpkBase::_eraseColId(int i) { deba@482: cols.eraseIndex(i); deba@482: cols.shiftIndices(i); deba@481: } deba@481: deba@482: void GlpkBase::_eraseRowId(int i) { deba@482: rows.eraseIndex(i); deba@482: rows.shiftIndices(i); deba@482: } deba@481: deba@482: void GlpkBase::_getColName(int c, std::string& name) const { deba@482: const char *str = glp_get_col_name(lp, c); deba@482: if (str) name = str; deba@482: else name.clear(); deba@482: } deba@482: deba@482: void GlpkBase::_setColName(int c, const std::string & name) { deba@482: glp_set_col_name(lp, c, const_cast(name.c_str())); deba@481: deba@481: } deba@481: deba@482: int GlpkBase::_colByName(const std::string& name) const { deba@482: int k = glp_find_col(lp, const_cast(name.c_str())); deba@481: return k > 0 ? k : -1; deba@481: } deba@481: deba@482: void GlpkBase::_getRowName(int r, std::string& name) const { deba@482: const char *str = glp_get_row_name(lp, r); deba@482: if (str) name = str; deba@482: else name.clear(); deba@482: } deba@481: deba@482: void GlpkBase::_setRowName(int r, const std::string & name) { deba@482: glp_set_row_name(lp, r, const_cast(name.c_str())); deba@482: deba@482: } deba@482: deba@482: int GlpkBase::_rowByName(const std::string& name) const { deba@482: int k = glp_find_row(lp, const_cast(name.c_str())); deba@482: return k > 0 ? k : -1; deba@482: } deba@482: deba@482: void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { deba@482: std::vector indexes; deba@481: std::vector values; deba@481: deba@482: indexes.push_back(0); deba@481: values.push_back(0); deba@481: deba@482: for(ExprIterator it = b; it != e; ++it) { deba@482: indexes.push_back(it->first); deba@481: values.push_back(it->second); deba@481: } deba@481: deba@482: glp_set_mat_row(lp, i, values.size() - 1, deba@482: &indexes.front(), &values.front()); deba@481: } deba@481: deba@482: void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const { deba@482: int length = glp_get_mat_row(lp, ix, 0, 0); deba@481: deba@482: std::vector indexes(length + 1); deba@481: std::vector values(length + 1); deba@481: deba@482: glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); deba@481: deba@481: for (int i = 1; i <= length; ++i) { deba@482: *b = std::make_pair(indexes[i], values[i]); deba@481: ++b; deba@481: } deba@481: } deba@481: deba@482: void GlpkBase::_setColCoeffs(int ix, ExprIterator b, deba@482: ExprIterator e) { deba@481: deba@482: std::vector indexes; deba@481: std::vector values; deba@481: deba@482: indexes.push_back(0); deba@481: values.push_back(0); deba@481: deba@482: for(ExprIterator it = b; it != e; ++it) { deba@482: indexes.push_back(it->first); deba@481: values.push_back(it->second); deba@481: } deba@481: deba@482: glp_set_mat_col(lp, ix, values.size() - 1, deba@482: &indexes.front(), &values.front()); deba@481: } deba@481: deba@482: void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const { deba@482: int length = glp_get_mat_col(lp, ix, 0, 0); deba@481: deba@482: std::vector indexes(length + 1); deba@481: std::vector values(length + 1); deba@481: deba@482: glp_get_mat_col(lp, ix, &indexes.front(), &values.front()); deba@481: deba@482: for (int i = 1; i <= length; ++i) { deba@482: *b = std::make_pair(indexes[i], values[i]); deba@481: ++b; deba@481: } deba@481: } deba@481: deba@482: void GlpkBase::_setCoeff(int ix, int jx, Value value) { deba@481: deba@482: if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) { deba@481: deba@482: int length = glp_get_mat_row(lp, ix, 0, 0); deba@481: deba@482: std::vector indexes(length + 2); deba@481: std::vector values(length + 2); deba@481: deba@482: glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); deba@481: deba@481: //The following code does not suppose that the elements of the deba@482: //array indexes are sorted deba@482: bool found = false; deba@482: for (int i = 1; i <= length; ++i) { deba@482: if (indexes[i] == jx) { deba@482: found = true; deba@482: values[i] = value; deba@481: break; deba@481: } deba@481: } deba@482: if (!found) { deba@481: ++length; deba@482: indexes[length] = jx; deba@482: values[length] = value; deba@481: } deba@481: deba@482: glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front()); deba@481: deba@481: } else { deba@481: deba@482: int length = glp_get_mat_col(lp, jx, 0, 0); deba@481: deba@482: std::vector indexes(length + 2); deba@481: std::vector values(length + 2); deba@481: deba@482: glp_get_mat_col(lp, jx, &indexes.front(), &values.front()); deba@481: deba@481: //The following code does not suppose that the elements of the deba@482: //array indexes are sorted deba@482: bool found = false; deba@481: for (int i = 1; i <= length; ++i) { deba@482: if (indexes[i] == ix) { deba@482: found = true; deba@482: values[i] = value; deba@481: break; deba@481: } deba@481: } deba@482: if (!found) { deba@481: ++length; deba@482: indexes[length] = ix; deba@482: values[length] = value; deba@481: } deba@481: deba@482: glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front()); deba@481: } deba@481: deba@481: } deba@481: deba@482: GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const { deba@481: deba@482: int length = glp_get_mat_row(lp, ix, 0, 0); deba@481: deba@482: std::vector indexes(length + 1); deba@481: std::vector values(length + 1); deba@481: deba@482: glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); deba@481: deba@482: for (int i = 1; i <= length; ++i) { deba@482: if (indexes[i] == jx) { deba@481: return values[i]; deba@481: } deba@481: } deba@482: deba@481: return 0; deba@482: } deba@482: deba@482: void GlpkBase::_setColLowerBound(int i, Value lo) { deba@482: LEMON_ASSERT(lo != INF, "Invalid bound"); deba@482: deba@482: int b = glp_get_col_type(lp, i); deba@482: double up = glp_get_col_ub(lp, i); deba@482: if (lo == -INF) { deba@482: switch (b) { deba@482: case GLP_FR: deba@482: case GLP_LO: deba@482: glp_set_col_bnds(lp, i, GLP_FR, lo, up); deba@482: break; deba@482: case GLP_UP: deba@482: break; deba@482: case GLP_DB: deba@482: case GLP_FX: deba@482: glp_set_col_bnds(lp, i, GLP_UP, lo, up); deba@482: break; deba@482: default: deba@482: break; deba@482: } deba@482: } else { deba@482: switch (b) { deba@482: case GLP_FR: deba@482: case GLP_LO: deba@482: glp_set_col_bnds(lp, i, GLP_LO, lo, up); deba@482: break; deba@482: case GLP_UP: deba@482: case GLP_DB: deba@482: case GLP_FX: deba@482: if (lo == up) deba@482: glp_set_col_bnds(lp, i, GLP_FX, lo, up); deba@482: else deba@482: glp_set_col_bnds(lp, i, GLP_DB, lo, up); deba@482: break; deba@482: default: deba@482: break; deba@482: } deba@482: } deba@482: } deba@482: deba@482: GlpkBase::Value GlpkBase::_getColLowerBound(int i) const { deba@482: int b = glp_get_col_type(lp, i); deba@482: switch (b) { deba@482: case GLP_LO: deba@482: case GLP_DB: deba@482: case GLP_FX: deba@482: return glp_get_col_lb(lp, i); deba@482: default: deba@482: return -INF; deba@482: } deba@482: } deba@482: deba@482: void GlpkBase::_setColUpperBound(int i, Value up) { deba@482: LEMON_ASSERT(up != -INF, "Invalid bound"); deba@482: deba@482: int b = glp_get_col_type(lp, i); deba@482: double lo = glp_get_col_lb(lp, i); deba@482: if (up == INF) { deba@482: switch (b) { deba@482: case GLP_FR: deba@482: case GLP_LO: deba@482: break; deba@482: case GLP_UP: deba@482: glp_set_col_bnds(lp, i, GLP_FR, lo, up); deba@482: break; deba@482: case GLP_DB: deba@482: case GLP_FX: deba@482: glp_set_col_bnds(lp, i, GLP_LO, lo, up); deba@482: break; deba@482: default: deba@482: break; deba@482: } deba@482: } else { deba@482: switch (b) { deba@482: case GLP_FR: deba@482: glp_set_col_bnds(lp, i, GLP_UP, lo, up); deba@482: break; deba@482: case GLP_UP: deba@482: glp_set_col_bnds(lp, i, GLP_UP, lo, up); deba@482: break; deba@482: case GLP_LO: deba@482: case GLP_DB: deba@482: case GLP_FX: deba@482: if (lo == up) deba@482: glp_set_col_bnds(lp, i, GLP_FX, lo, up); deba@482: else deba@482: glp_set_col_bnds(lp, i, GLP_DB, lo, up); deba@482: break; deba@482: default: deba@482: break; deba@482: } deba@482: } deba@481: deba@481: } deba@481: deba@482: GlpkBase::Value GlpkBase::_getColUpperBound(int i) const { deba@482: int b = glp_get_col_type(lp, i); deba@481: switch (b) { deba@482: case GLP_UP: deba@482: case GLP_DB: deba@482: case GLP_FX: deba@482: return glp_get_col_ub(lp, i); deba@482: default: deba@481: return INF; deba@481: } deba@481: } deba@481: deba@482: void GlpkBase::_setRowLowerBound(int i, Value lo) { deba@482: LEMON_ASSERT(lo != INF, "Invalid bound"); deba@481: deba@482: int b = glp_get_row_type(lp, i); deba@482: double up = glp_get_row_ub(lp, i); deba@482: if (lo == -INF) { deba@482: switch (b) { deba@482: case GLP_FR: deba@482: case GLP_LO: deba@482: glp_set_row_bnds(lp, i, GLP_FR, lo, up); deba@482: break; deba@482: case GLP_UP: deba@482: break; deba@482: case GLP_DB: deba@482: case GLP_FX: deba@482: glp_set_row_bnds(lp, i, GLP_UP, lo, up); deba@482: break; deba@482: default: deba@482: break; deba@481: } deba@482: } else { deba@482: switch (b) { deba@482: case GLP_FR: deba@482: case GLP_LO: deba@482: glp_set_row_bnds(lp, i, GLP_LO, lo, up); deba@482: break; deba@482: case GLP_UP: deba@482: case GLP_DB: deba@482: case GLP_FX: deba@482: if (lo == up) deba@482: glp_set_row_bnds(lp, i, GLP_FX, lo, up); deba@482: else deba@482: glp_set_row_bnds(lp, i, GLP_DB, lo, up); deba@482: break; deba@482: default: deba@482: break; deba@481: } deba@481: } deba@481: deba@481: } deba@481: deba@482: GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const { deba@482: int b = glp_get_row_type(lp, i); deba@482: switch (b) { deba@482: case GLP_LO: deba@482: case GLP_DB: deba@482: case GLP_FX: deba@482: return glp_get_row_lb(lp, i); deba@481: default: deba@482: return -INF; deba@481: } deba@481: } deba@481: deba@482: void GlpkBase::_setRowUpperBound(int i, Value up) { deba@482: LEMON_ASSERT(up != -INF, "Invalid bound"); deba@481: deba@482: int b = glp_get_row_type(lp, i); deba@482: double lo = glp_get_row_lb(lp, i); deba@482: if (up == INF) { deba@482: switch (b) { deba@482: case GLP_FR: deba@482: case GLP_LO: deba@482: break; deba@482: case GLP_UP: deba@482: glp_set_row_bnds(lp, i, GLP_FR, lo, up); deba@482: break; deba@482: case GLP_DB: deba@482: case GLP_FX: deba@482: glp_set_row_bnds(lp, i, GLP_LO, lo, up); deba@482: break; deba@482: default: deba@482: break; deba@482: } deba@482: } else { deba@482: switch (b) { deba@482: case GLP_FR: deba@482: glp_set_row_bnds(lp, i, GLP_UP, lo, up); deba@482: break; deba@482: case GLP_UP: deba@482: glp_set_row_bnds(lp, i, GLP_UP, lo, up); deba@482: break; deba@482: case GLP_LO: deba@482: case GLP_DB: deba@482: case GLP_FX: deba@482: if (lo == up) deba@482: glp_set_row_bnds(lp, i, GLP_FX, lo, up); deba@482: else deba@482: glp_set_row_bnds(lp, i, GLP_DB, lo, up); deba@482: break; deba@482: default: deba@482: break; deba@482: } deba@481: } deba@481: } deba@481: deba@482: GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const { deba@482: int b = glp_get_row_type(lp, i); deba@482: switch (b) { deba@482: case GLP_UP: deba@482: case GLP_DB: deba@482: case GLP_FX: deba@482: return glp_get_row_ub(lp, i); deba@481: default: deba@482: return INF; deba@481: } deba@481: } deba@481: deba@482: void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) { deba@482: for (int i = 1; i <= glp_get_num_cols(lp); ++i) { deba@482: glp_set_obj_coef(lp, i, 0.0); deba@482: } deba@482: for (ExprIterator it = b; it != e; ++it) { deba@482: glp_set_obj_coef(lp, it->first, it->second); deba@482: } deba@481: } deba@481: deba@482: void GlpkBase::_getObjCoeffs(InsertIterator b) const { deba@482: for (int i = 1; i <= glp_get_num_cols(lp); ++i) { deba@482: Value val = glp_get_obj_coef(lp, i); deba@482: if (val != 0.0) { deba@482: *b = std::make_pair(i, val); deba@482: ++b; deba@482: } deba@482: } deba@481: } deba@481: deba@482: void GlpkBase::_setObjCoeff(int i, Value obj_coef) { deba@482: //i = 0 means the constant term (shift) deba@482: glp_set_obj_coef(lp, i, obj_coef); deba@481: } deba@481: deba@482: GlpkBase::Value GlpkBase::_getObjCoeff(int i) const { deba@482: //i = 0 means the constant term (shift) deba@482: return glp_get_obj_coef(lp, i); deba@481: } deba@481: deba@482: void GlpkBase::_setSense(GlpkBase::Sense sense) { deba@482: switch (sense) { deba@482: case MIN: deba@482: glp_set_obj_dir(lp, GLP_MIN); deba@482: break; deba@482: case MAX: deba@482: glp_set_obj_dir(lp, GLP_MAX); deba@482: break; deba@482: } deba@481: } deba@481: deba@482: GlpkBase::Sense GlpkBase::_getSense() const { deba@482: switch(glp_get_obj_dir(lp)) { deba@482: case GLP_MIN: deba@482: return MIN; deba@482: case GLP_MAX: deba@482: return MAX; deba@482: default: deba@482: LEMON_ASSERT(false, "Wrong sense"); deba@482: return GlpkBase::Sense(); deba@482: } deba@481: } deba@481: deba@482: void GlpkBase::_clear() { deba@482: glp_erase_prob(lp); deba@482: rows.clear(); deba@482: cols.clear(); deba@482: } deba@482: deba@482: // LpGlpk members deba@482: deba@482: LpGlpk::LpGlpk() deba@482: : LpBase(), GlpkBase(), LpSolver() { deba@482: messageLevel(MESSAGE_NO_OUTPUT); deba@482: } deba@482: deba@482: LpGlpk::LpGlpk(const LpGlpk& other) deba@482: : LpBase(other), GlpkBase(other), LpSolver(other) { deba@482: messageLevel(MESSAGE_NO_OUTPUT); deba@482: } deba@482: deba@482: LpGlpk* LpGlpk::_newSolver() const { return new LpGlpk; } deba@482: LpGlpk* LpGlpk::_cloneSolver() const { return new LpGlpk(*this); } deba@482: deba@482: const char* LpGlpk::_solverName() const { return "LpGlpk"; } deba@482: deba@482: void LpGlpk::_clear_temporals() { deba@482: _primal_ray.clear(); deba@482: _dual_ray.clear(); deba@482: } deba@482: deba@482: LpGlpk::SolveExitStatus LpGlpk::_solve() { deba@482: return solvePrimal(); deba@482: } deba@482: deba@482: LpGlpk::SolveExitStatus LpGlpk::solvePrimal() { deba@482: _clear_temporals(); deba@482: deba@482: glp_smcp smcp; deba@482: glp_init_smcp(&smcp); deba@482: deba@482: switch (_message_level) { deba@482: case MESSAGE_NO_OUTPUT: deba@482: smcp.msg_lev = GLP_MSG_OFF; deba@482: break; deba@482: case MESSAGE_ERROR_MESSAGE: deba@482: smcp.msg_lev = GLP_MSG_ERR; deba@482: break; deba@482: case MESSAGE_NORMAL_OUTPUT: deba@482: smcp.msg_lev = GLP_MSG_ON; deba@482: break; deba@482: case MESSAGE_FULL_OUTPUT: deba@482: smcp.msg_lev = GLP_MSG_ALL; deba@482: break; deba@482: } deba@482: deba@482: if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; deba@482: return SOLVED; deba@482: } deba@482: deba@482: LpGlpk::SolveExitStatus LpGlpk::solveDual() { deba@482: _clear_temporals(); deba@482: deba@482: glp_smcp smcp; deba@482: glp_init_smcp(&smcp); deba@482: deba@482: switch (_message_level) { deba@482: case MESSAGE_NO_OUTPUT: deba@482: smcp.msg_lev = GLP_MSG_OFF; deba@482: break; deba@482: case MESSAGE_ERROR_MESSAGE: deba@482: smcp.msg_lev = GLP_MSG_ERR; deba@482: break; deba@482: case MESSAGE_NORMAL_OUTPUT: deba@482: smcp.msg_lev = GLP_MSG_ON; deba@482: break; deba@482: case MESSAGE_FULL_OUTPUT: deba@482: smcp.msg_lev = GLP_MSG_ALL; deba@482: break; deba@482: } deba@482: smcp.meth = GLP_DUAL; deba@482: deba@482: if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; deba@482: return SOLVED; deba@482: } deba@482: deba@482: LpGlpk::Value LpGlpk::_getPrimal(int i) const { deba@482: return glp_get_col_prim(lp, i); deba@482: } deba@482: deba@482: LpGlpk::Value LpGlpk::_getDual(int i) const { deba@482: return glp_get_row_dual(lp, i); deba@482: } deba@482: deba@482: LpGlpk::Value LpGlpk::_getPrimalValue() const { deba@482: return glp_get_obj_val(lp); deba@482: } deba@482: deba@482: LpGlpk::VarStatus LpGlpk::_getColStatus(int i) const { deba@482: switch (glp_get_col_stat(lp, i)) { deba@482: case GLP_BS: deba@482: return BASIC; deba@482: case GLP_UP: deba@482: return UPPER; deba@482: case GLP_LO: deba@482: return LOWER; deba@482: case GLP_NF: deba@482: return FREE; deba@482: case GLP_NS: deba@482: return FIXED; deba@482: default: deba@482: LEMON_ASSERT(false, "Wrong column status"); deba@482: return LpGlpk::VarStatus(); deba@482: } deba@482: } deba@482: deba@482: LpGlpk::VarStatus LpGlpk::_getRowStatus(int i) const { deba@482: switch (glp_get_row_stat(lp, i)) { deba@482: case GLP_BS: deba@482: return BASIC; deba@482: case GLP_UP: deba@482: return UPPER; deba@482: case GLP_LO: deba@482: return LOWER; deba@482: case GLP_NF: deba@482: return FREE; deba@482: case GLP_NS: deba@482: return FIXED; deba@482: default: deba@482: LEMON_ASSERT(false, "Wrong row status"); deba@482: return LpGlpk::VarStatus(); deba@482: } deba@482: } deba@482: deba@482: LpGlpk::Value LpGlpk::_getPrimalRay(int i) const { deba@482: if (_primal_ray.empty()) { deba@482: int row_num = glp_get_num_rows(lp); deba@482: int col_num = glp_get_num_cols(lp); deba@482: deba@482: _primal_ray.resize(col_num + 1, 0.0); deba@482: deba@482: int index = glp_get_unbnd_ray(lp); deba@482: if (index != 0) { deba@482: // The primal ray is found in primal simplex second phase deba@482: LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : deba@482: glp_get_col_stat(lp, index - row_num)) != GLP_BS, deba@482: "Wrong primal ray"); deba@482: deba@482: bool negate = glp_get_obj_dir(lp) == GLP_MAX; deba@482: deba@482: if (index > row_num) { deba@482: _primal_ray[index - row_num] = 1.0; deba@482: if (glp_get_col_dual(lp, index - row_num) > 0) { deba@482: negate = !negate; deba@482: } deba@482: } else { deba@482: if (glp_get_row_dual(lp, index) > 0) { deba@482: negate = !negate; deba@482: } deba@482: } deba@482: deba@482: std::vector ray_indexes(row_num + 1); deba@482: std::vector ray_values(row_num + 1); deba@482: int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(), deba@482: &ray_values.front()); deba@482: deba@482: for (int i = 1; i <= ray_length; ++i) { deba@482: if (ray_indexes[i] > row_num) { deba@482: _primal_ray[ray_indexes[i] - row_num] = ray_values[i]; deba@482: } deba@482: } deba@482: deba@482: if (negate) { deba@482: for (int i = 1; i <= col_num; ++i) { deba@482: _primal_ray[i] = - _primal_ray[i]; deba@482: } deba@482: } deba@482: } else { deba@482: for (int i = 1; i <= col_num; ++i) { deba@482: _primal_ray[i] = glp_get_col_prim(lp, i); deba@482: } deba@482: } deba@482: } deba@482: return _primal_ray[i]; deba@482: } deba@482: deba@482: LpGlpk::Value LpGlpk::_getDualRay(int i) const { deba@482: if (_dual_ray.empty()) { deba@482: int row_num = glp_get_num_rows(lp); deba@482: deba@482: _dual_ray.resize(row_num + 1, 0.0); deba@482: deba@482: int index = glp_get_unbnd_ray(lp); deba@482: if (index != 0) { deba@482: // The dual ray is found in dual simplex second phase deba@482: LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : deba@482: glp_get_col_stat(lp, index - row_num)) == GLP_BS, deba@482: deba@482: "Wrong dual ray"); deba@482: deba@482: int idx; deba@482: bool negate = false; deba@482: deba@482: if (index > row_num) { deba@482: idx = glp_get_col_bind(lp, index - row_num); deba@482: if (glp_get_col_prim(lp, index - row_num) > deba@482: glp_get_col_ub(lp, index - row_num)) { deba@482: negate = true; deba@482: } deba@482: } else { deba@482: idx = glp_get_row_bind(lp, index); deba@482: if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) { deba@482: negate = true; deba@482: } deba@482: } deba@482: deba@482: _dual_ray[idx] = negate ? - 1.0 : 1.0; deba@482: deba@482: glp_btran(lp, &_dual_ray.front()); deba@482: } else { deba@482: double eps = 1e-7; deba@482: // The dual ray is found in primal simplex first phase deba@482: // We assume that the glpk minimizes the slack to get feasible solution deba@482: for (int i = 1; i <= row_num; ++i) { deba@482: int index = glp_get_bhead(lp, i); deba@482: if (index <= row_num) { deba@482: double res = glp_get_row_prim(lp, index); deba@482: if (res > glp_get_row_ub(lp, index) + eps) { deba@482: _dual_ray[i] = -1; deba@482: } else if (res < glp_get_row_lb(lp, index) - eps) { deba@482: _dual_ray[i] = 1; deba@482: } else { deba@482: _dual_ray[i] = 0; deba@482: } deba@482: _dual_ray[i] *= glp_get_rii(lp, index); deba@482: } else { deba@482: double res = glp_get_col_prim(lp, index - row_num); deba@482: if (res > glp_get_col_ub(lp, index - row_num) + eps) { deba@482: _dual_ray[i] = -1; deba@482: } else if (res < glp_get_col_lb(lp, index - row_num) - eps) { deba@482: _dual_ray[i] = 1; deba@482: } else { deba@482: _dual_ray[i] = 0; deba@482: } deba@482: _dual_ray[i] /= glp_get_sjj(lp, index - row_num); deba@482: } deba@482: } deba@482: deba@482: glp_btran(lp, &_dual_ray.front()); deba@482: deba@482: for (int i = 1; i <= row_num; ++i) { deba@482: _dual_ray[i] /= glp_get_rii(lp, i); deba@482: } deba@482: } deba@482: } deba@482: return _dual_ray[i]; deba@482: } deba@482: deba@482: LpGlpk::ProblemType LpGlpk::_getPrimalType() const { deba@482: if (glp_get_status(lp) == GLP_OPT) deba@482: return OPTIMAL; deba@482: switch (glp_get_prim_stat(lp)) { deba@482: case GLP_UNDEF: deba@482: return UNDEFINED; deba@482: case GLP_FEAS: deba@482: case GLP_INFEAS: deba@482: if (glp_get_dual_stat(lp) == GLP_NOFEAS) { deba@482: return UNBOUNDED; deba@482: } else { deba@482: return UNDEFINED; deba@482: } deba@482: case GLP_NOFEAS: deba@482: return INFEASIBLE; deba@482: default: deba@482: LEMON_ASSERT(false, "Wrong primal type"); deba@482: return LpGlpk::ProblemType(); deba@482: } deba@482: } deba@482: deba@482: LpGlpk::ProblemType LpGlpk::_getDualType() const { deba@482: if (glp_get_status(lp) == GLP_OPT) deba@482: return OPTIMAL; deba@482: switch (glp_get_dual_stat(lp)) { deba@482: case GLP_UNDEF: deba@482: return UNDEFINED; deba@482: case GLP_FEAS: deba@482: case GLP_INFEAS: deba@482: if (glp_get_prim_stat(lp) == GLP_NOFEAS) { deba@482: return UNBOUNDED; deba@482: } else { deba@482: return UNDEFINED; deba@482: } deba@482: case GLP_NOFEAS: deba@482: return INFEASIBLE; deba@482: default: deba@482: LEMON_ASSERT(false, "Wrong primal type"); deba@482: return LpGlpk::ProblemType(); deba@482: } deba@482: } deba@482: deba@482: void LpGlpk::presolver(bool b) { deba@482: lpx_set_int_parm(lp, LPX_K_PRESOL, b ? 1 : 0); deba@482: } deba@482: deba@482: void LpGlpk::messageLevel(MessageLevel m) { deba@482: _message_level = m; deba@482: } deba@482: deba@482: // MipGlpk members deba@482: deba@482: MipGlpk::MipGlpk() deba@482: : LpBase(), GlpkBase(), MipSolver() { deba@482: messageLevel(MESSAGE_NO_OUTPUT); deba@482: } deba@482: deba@482: MipGlpk::MipGlpk(const MipGlpk& other) deba@482: : LpBase(), GlpkBase(other), MipSolver() { deba@482: messageLevel(MESSAGE_NO_OUTPUT); deba@482: } deba@482: deba@482: void MipGlpk::_setColType(int i, MipGlpk::ColTypes col_type) { deba@482: switch (col_type) { deba@482: case INTEGER: deba@482: glp_set_col_kind(lp, i, GLP_IV); deba@482: break; deba@482: case REAL: deba@482: glp_set_col_kind(lp, i, GLP_CV); deba@482: break; deba@482: } deba@482: } deba@482: deba@482: MipGlpk::ColTypes MipGlpk::_getColType(int i) const { deba@482: switch (glp_get_col_kind(lp, i)) { deba@482: case GLP_IV: deba@482: case GLP_BV: deba@482: return INTEGER; deba@482: default: deba@482: return REAL; deba@482: } deba@482: deba@482: } deba@482: deba@482: MipGlpk::SolveExitStatus MipGlpk::_solve() { deba@482: glp_smcp smcp; deba@482: glp_init_smcp(&smcp); deba@482: deba@482: switch (_message_level) { deba@482: case MESSAGE_NO_OUTPUT: deba@482: smcp.msg_lev = GLP_MSG_OFF; deba@482: break; deba@482: case MESSAGE_ERROR_MESSAGE: deba@482: smcp.msg_lev = GLP_MSG_ERR; deba@482: break; deba@482: case MESSAGE_NORMAL_OUTPUT: deba@482: smcp.msg_lev = GLP_MSG_ON; deba@482: break; deba@482: case MESSAGE_FULL_OUTPUT: deba@482: smcp.msg_lev = GLP_MSG_ALL; deba@482: break; deba@482: } deba@482: smcp.meth = GLP_DUAL; deba@482: deba@482: if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; deba@482: if (glp_get_status(lp) != GLP_OPT) return SOLVED; deba@482: deba@482: glp_iocp iocp; deba@482: glp_init_iocp(&iocp); deba@482: deba@482: switch (_message_level) { deba@482: case MESSAGE_NO_OUTPUT: deba@482: iocp.msg_lev = GLP_MSG_OFF; deba@482: break; deba@482: case MESSAGE_ERROR_MESSAGE: deba@482: iocp.msg_lev = GLP_MSG_ERR; deba@482: break; deba@482: case MESSAGE_NORMAL_OUTPUT: deba@482: iocp.msg_lev = GLP_MSG_ON; deba@482: break; deba@482: case MESSAGE_FULL_OUTPUT: deba@482: iocp.msg_lev = GLP_MSG_ALL; deba@482: break; deba@482: } deba@482: deba@482: if (glp_intopt(lp, &iocp) != 0) return UNSOLVED; deba@482: return SOLVED; deba@482: } deba@482: deba@482: deba@482: MipGlpk::ProblemType MipGlpk::_getType() const { deba@482: switch (glp_get_status(lp)) { deba@482: case GLP_OPT: deba@482: switch (glp_mip_status(lp)) { deba@482: case GLP_UNDEF: deba@482: return UNDEFINED; deba@482: case GLP_NOFEAS: deba@482: return INFEASIBLE; deba@482: case GLP_FEAS: deba@482: return FEASIBLE; deba@482: case GLP_OPT: deba@482: return OPTIMAL; deba@482: default: deba@482: LEMON_ASSERT(false, "Wrong problem type."); deba@482: return MipGlpk::ProblemType(); deba@482: } deba@482: case GLP_NOFEAS: deba@482: return INFEASIBLE; deba@482: case GLP_INFEAS: deba@482: case GLP_FEAS: deba@482: if (glp_get_dual_stat(lp) == GLP_NOFEAS) { deba@482: return UNBOUNDED; deba@482: } else { deba@482: return UNDEFINED; deba@482: } deba@482: default: deba@482: LEMON_ASSERT(false, "Wrong problem type."); deba@482: return MipGlpk::ProblemType(); deba@482: } deba@482: } deba@482: deba@482: MipGlpk::Value MipGlpk::_getSol(int i) const { deba@482: return glp_mip_col_val(lp, i); deba@482: } deba@482: deba@482: MipGlpk::Value MipGlpk::_getSolValue() const { deba@482: return glp_mip_obj_val(lp); deba@482: } deba@482: deba@482: MipGlpk* MipGlpk::_newSolver() const { return new MipGlpk; } deba@482: MipGlpk* MipGlpk::_cloneSolver() const {return new MipGlpk(*this); } deba@482: deba@482: const char* MipGlpk::_solverName() const { return "MipGlpk"; } deba@482: deba@482: void MipGlpk::messageLevel(MessageLevel m) { deba@482: _message_level = m; deba@482: } deba@481: deba@481: } //END OF NAMESPACE LEMON