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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) 2003-2008 |
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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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#include <lemon/clp.h> |
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| 20 |
#include <coin/ClpSimplex.hpp> |
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| 22 |
namespace lemon {
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LpClp::LpClp() {
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| 25 |
_prob = new ClpSimplex(); |
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| 26 |
_init_temporals(); |
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messageLevel(MESSAGE_NO_OUTPUT); |
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} |
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| 30 |
LpClp::LpClp(const LpClp& other) {
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| 31 |
_prob = new ClpSimplex(*other._prob); |
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rows = other.rows; |
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cols = other.cols; |
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_init_temporals(); |
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messageLevel(MESSAGE_NO_OUTPUT); |
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} |
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LpClp::~LpClp() {
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| 39 |
delete _prob; |
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_clear_temporals(); |
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} |
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void LpClp::_init_temporals() {
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| 44 |
_primal_ray = 0; |
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_dual_ray = 0; |
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} |
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void LpClp::_clear_temporals() {
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| 49 |
if (_primal_ray) {
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| 50 |
delete[] _primal_ray; |
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_primal_ray = 0; |
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} |
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| 53 |
if (_dual_ray) {
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| 54 |
delete[] _dual_ray; |
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_dual_ray = 0; |
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} |
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} |
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| 59 |
LpClp* LpClp::_newSolver() const {
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LpClp* newlp = new LpClp; |
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return newlp; |
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| 62 |
} |
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| 64 |
LpClp* LpClp::_cloneSolver() const {
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| 65 |
LpClp* copylp = new LpClp(*this); |
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return copylp; |
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} |
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const char* LpClp::_solverName() const { return "LpClp"; }
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int LpClp::_addCol() {
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_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0); |
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return _prob->numberColumns() - 1; |
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} |
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int LpClp::_addRow() {
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_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
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return _prob->numberRows() - 1; |
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} |
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void LpClp::_eraseCol(int c) {
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_col_names_ref.erase(_prob->getColumnName(c)); |
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_prob->deleteColumns(1, &c); |
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} |
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void LpClp::_eraseRow(int r) {
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_row_names_ref.erase(_prob->getRowName(r)); |
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_prob->deleteRows(1, &r); |
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} |
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void LpClp::_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 LpClp::_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 LpClp::_getColName(int c, std::string& name) const {
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name = _prob->getColumnName(c); |
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} |
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void LpClp::_setColName(int c, const std::string& name) {
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_prob->setColumnName(c, const_cast<std::string&>(name)); |
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_col_names_ref[name] = c; |
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} |
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int LpClp::_colByName(const std::string& name) const {
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std::map<std::string, int>::const_iterator it = _col_names_ref.find(name); |
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return it != _col_names_ref.end() ? it->second : -1; |
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} |
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void LpClp::_getRowName(int r, std::string& name) const {
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name = _prob->getRowName(r); |
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} |
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void LpClp::_setRowName(int r, const std::string& name) {
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_prob->setRowName(r, const_cast<std::string&>(name)); |
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_row_names_ref[name] = r; |
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} |
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int LpClp::_rowByName(const std::string& name) const {
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std::map<std::string, int>::const_iterator it = _row_names_ref.find(name); |
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return it != _row_names_ref.end() ? it->second : -1; |
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} |
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void LpClp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) {
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std::map<int, Value> coeffs; |
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int n = _prob->clpMatrix()->getNumCols(); |
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| 135 |
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const int* indices = _prob->clpMatrix()->getIndices(); |
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const double* elements = _prob->clpMatrix()->getElements(); |
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| 139 |
for (int i = 0; i < n; ++i) {
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CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
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CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
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const int* it = std::lower_bound(indices + begin, indices + end, ix); |
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if (it != indices + end && *it == ix && elements[it - indices] != 0.0) {
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coeffs[i] = 0.0; |
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} |
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} |
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for (ExprIterator it = b; it != e; ++it) {
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coeffs[it->first] = it->second; |
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} |
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| 152 |
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for (std::map<int, Value>::iterator it = coeffs.begin(); |
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it != coeffs.end(); ++it) {
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_prob->modifyCoefficient(ix, it->first, it->second); |
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} |
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} |
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| 159 |
void LpClp::_getRowCoeffs(int ix, InsertIterator b) const {
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| 160 |
int n = _prob->clpMatrix()->getNumCols(); |
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| 161 |
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| 162 |
const int* indices = _prob->clpMatrix()->getIndices(); |
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const double* elements = _prob->clpMatrix()->getElements(); |
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| 164 |
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| 165 |
for (int i = 0; i < n; ++i) {
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CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
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CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
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| 168 |
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| 169 |
const int* it = std::lower_bound(indices + begin, indices + end, ix); |
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| 170 |
if (it != indices + end && *it == ix) {
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*b = std::make_pair(i, elements[it - indices]); |
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} |
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} |
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} |
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| 175 |
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| 176 |
void LpClp::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
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| 177 |
std::map<int, Value> coeffs; |
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| 178 |
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| 179 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
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CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
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| 181 |
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| 182 |
const int* indices = _prob->clpMatrix()->getIndices(); |
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const double* elements = _prob->clpMatrix()->getElements(); |
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| 185 |
for (CoinBigIndex i = begin; i != end; ++i) {
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| 186 |
if (elements[i] != 0.0) {
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| 187 |
coeffs[indices[i]] = 0.0; |
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| 188 |
} |
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| 189 |
} |
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| 190 |
for (ExprIterator it = b; it != e; ++it) {
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coeffs[it->first] = it->second; |
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} |
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| 193 |
for (std::map<int, Value>::iterator it = coeffs.begin(); |
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| 194 |
it != coeffs.end(); ++it) {
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| 195 |
_prob->modifyCoefficient(it->first, ix, it->second); |
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} |
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} |
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void LpClp::_getColCoeffs(int ix, InsertIterator b) const {
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| 200 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
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CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
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| 203 |
const int* indices = _prob->clpMatrix()->getIndices(); |
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const double* elements = _prob->clpMatrix()->getElements(); |
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| 206 |
for (CoinBigIndex i = begin; i != end; ++i) {
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*b = std::make_pair(indices[i], elements[i]); |
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++b; |
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} |
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} |
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void LpClp::_setCoeff(int ix, int jx, Value value) {
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_prob->modifyCoefficient(ix, jx, value); |
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} |
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LpClp::Value LpClp::_getCoeff(int ix, int jx) const {
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CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
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CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
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const int* indices = _prob->clpMatrix()->getIndices(); |
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const double* elements = _prob->clpMatrix()->getElements(); |
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| 223 |
const int* it = std::lower_bound(indices + begin, indices + end, jx); |
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if (it != indices + end && *it == jx) {
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return elements[it - indices]; |
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} else {
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return 0.0; |
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} |
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} |
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void LpClp::_setColLowerBound(int i, Value lo) {
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_prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
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} |
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LpClp::Value LpClp::_getColLowerBound(int i) const {
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double val = _prob->getColLower()[i]; |
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return val == - COIN_DBL_MAX ? - INF : val; |
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} |
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| 240 |
void LpClp::_setColUpperBound(int i, Value up) {
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_prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
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} |
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| 243 |
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| 244 |
LpClp::Value LpClp::_getColUpperBound(int i) const {
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| 245 |
double val = _prob->getColUpper()[i]; |
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return val == COIN_DBL_MAX ? INF : val; |
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} |
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| 248 |
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| 249 |
void LpClp::_setRowLowerBound(int i, Value lo) {
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_prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
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} |
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LpClp::Value LpClp::_getRowLowerBound(int i) const {
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double val = _prob->getRowLower()[i]; |
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return val == - COIN_DBL_MAX ? - INF : val; |
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} |
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| 258 |
void LpClp::_setRowUpperBound(int i, Value up) {
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_prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
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} |
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| 262 |
LpClp::Value LpClp::_getRowUpperBound(int i) const {
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| 263 |
double val = _prob->getRowUpper()[i]; |
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return val == COIN_DBL_MAX ? INF : val; |
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| 265 |
} |
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| 266 |
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| 267 |
void LpClp::_setObjCoeffs(ExprIterator b, ExprIterator e) {
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| 268 |
int num = _prob->clpMatrix()->getNumCols(); |
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| 269 |
for (int i = 0; i < num; ++i) {
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| 270 |
_prob->setObjectiveCoefficient(i, 0.0); |
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| 271 |
} |
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| 272 |
for (ExprIterator it = b; it != e; ++it) {
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| 273 |
_prob->setObjectiveCoefficient(it->first, it->second); |
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} |
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| 275 |
} |
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| 276 |
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| 277 |
void LpClp::_getObjCoeffs(InsertIterator b) const {
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| 278 |
int num = _prob->clpMatrix()->getNumCols(); |
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| 279 |
for (int i = 0; i < num; ++i) {
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| 280 |
Value coef = _prob->getObjCoefficients()[i]; |
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| 281 |
if (coef != 0.0) {
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| 282 |
*b = std::make_pair(i, coef); |
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| 283 |
++b; |
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| 284 |
} |
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| 285 |
} |
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| 286 |
} |
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| 287 |
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| 288 |
void LpClp::_setObjCoeff(int i, Value obj_coef) {
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| 289 |
_prob->setObjectiveCoefficient(i, obj_coef); |
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| 290 |
} |
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| 291 |
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| 292 |
LpClp::Value LpClp::_getObjCoeff(int i) const {
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| 293 |
return _prob->getObjCoefficients()[i]; |
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| 294 |
} |
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| 295 |
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| 296 |
LpClp::SolveExitStatus LpClp::_solve() {
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| 297 |
return _prob->primal() >= 0 ? SOLVED : UNSOLVED; |
|
| 298 |
} |
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| 299 |
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| 300 |
LpClp::SolveExitStatus LpClp::solvePrimal() {
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| 301 |
return _prob->primal() >= 0 ? SOLVED : UNSOLVED; |
|
| 302 |
} |
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| 303 |
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| 304 |
LpClp::SolveExitStatus LpClp::solveDual() {
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| 305 |
return _prob->dual() >= 0 ? SOLVED : UNSOLVED; |
|
| 306 |
} |
|
| 307 |
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| 308 |
LpClp::SolveExitStatus LpClp::solveBarrier() {
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| 309 |
return _prob->barrier() >= 0 ? SOLVED : UNSOLVED; |
|
| 310 |
} |
|
| 311 |
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| 312 |
LpClp::Value LpClp::_getPrimal(int i) const {
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|
| 313 |
return _prob->primalColumnSolution()[i]; |
|
| 314 |
} |
|
| 315 |
LpClp::Value LpClp::_getPrimalValue() const {
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|
| 316 |
return _prob->objectiveValue(); |
|
| 317 |
} |
|
| 318 |
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|
| 319 |
LpClp::Value LpClp::_getDual(int i) const {
|
|
| 320 |
return _prob->dualRowSolution()[i]; |
|
| 321 |
} |
|
| 322 |
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|
| 323 |
LpClp::Value LpClp::_getPrimalRay(int i) const {
|
|
| 324 |
if (!_primal_ray) {
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|
| 325 |
_primal_ray = _prob->unboundedRay(); |
|
| 326 |
LEMON_ASSERT(_primal_ray != 0, "Primal ray is not provided"); |
|
| 327 |
} |
|
| 328 |
return _primal_ray[i]; |
|
| 329 |
} |
|
| 330 |
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|
| 331 |
LpClp::Value LpClp::_getDualRay(int i) const {
|
|
| 332 |
if (!_dual_ray) {
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|
| 333 |
_dual_ray = _prob->infeasibilityRay(); |
|
| 334 |
LEMON_ASSERT(_dual_ray != 0, "Dual ray is not provided"); |
|
| 335 |
} |
|
| 336 |
return _dual_ray[i]; |
|
| 337 |
} |
|
| 338 |
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|
| 339 |
LpClp::VarStatus LpClp::_getColStatus(int i) const {
|
|
| 340 |
switch (_prob->getColumnStatus(i)) {
|
|
| 341 |
case ClpSimplex::basic: |
|
| 342 |
return BASIC; |
|
| 343 |
case ClpSimplex::isFree: |
|
| 344 |
return FREE; |
|
| 345 |
case ClpSimplex::atUpperBound: |
|
| 346 |
return UPPER; |
|
| 347 |
case ClpSimplex::atLowerBound: |
|
| 348 |
return LOWER; |
|
| 349 |
case ClpSimplex::isFixed: |
|
| 350 |
return FIXED; |
|
| 351 |
case ClpSimplex::superBasic: |
|
| 352 |
return FREE; |
|
| 353 |
default: |
|
| 354 |
LEMON_ASSERT(false, "Wrong column status"); |
|
| 355 |
return VarStatus(); |
|
| 356 |
} |
|
| 357 |
} |
|
| 358 |
|
|
| 359 |
LpClp::VarStatus LpClp::_getRowStatus(int i) const {
|
|
| 360 |
switch (_prob->getColumnStatus(i)) {
|
|
| 361 |
case ClpSimplex::basic: |
|
| 362 |
return BASIC; |
|
| 363 |
case ClpSimplex::isFree: |
|
| 364 |
return FREE; |
|
| 365 |
case ClpSimplex::atUpperBound: |
|
| 366 |
return UPPER; |
|
| 367 |
case ClpSimplex::atLowerBound: |
|
| 368 |
return LOWER; |
|
| 369 |
case ClpSimplex::isFixed: |
|
| 370 |
return FIXED; |
|
| 371 |
case ClpSimplex::superBasic: |
|
| 372 |
return FREE; |
|
| 373 |
default: |
|
| 374 |
LEMON_ASSERT(false, "Wrong row status"); |
|
| 375 |
return VarStatus(); |
|
| 376 |
} |
|
| 377 |
} |
|
| 378 |
|
|
| 379 |
|
|
| 380 |
LpClp::ProblemType LpClp::_getPrimalType() const {
|
|
| 381 |
if (_prob->isProvenOptimal()) {
|
|
| 382 |
return OPTIMAL; |
|
| 383 |
} else if (_prob->isProvenPrimalInfeasible()) {
|
|
| 384 |
return INFEASIBLE; |
|
| 385 |
} else if (_prob->isProvenDualInfeasible()) {
|
|
| 386 |
return UNBOUNDED; |
|
| 387 |
} else {
|
|
| 388 |
return UNDEFINED; |
|
| 389 |
} |
|
| 390 |
} |
|
| 391 |
|
|
| 392 |
LpClp::ProblemType LpClp::_getDualType() const {
|
|
| 393 |
if (_prob->isProvenOptimal()) {
|
|
| 394 |
return OPTIMAL; |
|
| 395 |
} else if (_prob->isProvenDualInfeasible()) {
|
|
| 396 |
return INFEASIBLE; |
|
| 397 |
} else if (_prob->isProvenPrimalInfeasible()) {
|
|
| 398 |
return INFEASIBLE; |
|
| 399 |
} else {
|
|
| 400 |
return UNDEFINED; |
|
| 401 |
} |
|
| 402 |
} |
|
| 403 |
|
|
| 404 |
void LpClp::_setSense(LpClp::Sense sense) {
|
|
| 405 |
switch (sense) {
|
|
| 406 |
case MIN: |
|
| 407 |
_prob->setOptimizationDirection(1); |
|
| 408 |
break; |
|
| 409 |
case MAX: |
|
| 410 |
_prob->setOptimizationDirection(-1); |
|
| 411 |
break; |
|
| 412 |
} |
|
| 413 |
} |
|
| 414 |
|
|
| 415 |
LpClp::Sense LpClp::_getSense() const {
|
|
| 416 |
double dir = _prob->optimizationDirection(); |
|
| 417 |
if (dir > 0.0) {
|
|
| 418 |
return MIN; |
|
| 419 |
} else {
|
|
| 420 |
return MAX; |
|
| 421 |
} |
|
| 422 |
} |
|
| 423 |
|
|
| 424 |
void LpClp::_clear() {
|
|
| 425 |
delete _prob; |
|
| 426 |
_prob = new ClpSimplex(); |
|
| 427 |
rows.clear(); |
|
| 428 |
cols.clear(); |
|
| 429 |
_col_names_ref.clear(); |
|
| 430 |
_clear_temporals(); |
|
| 431 |
} |
|
| 432 |
|
|
| 433 |
void LpClp::messageLevel(MessageLevel m) {
|
|
| 434 |
_prob->setLogLevel(static_cast<int>(m)); |
|
| 435 |
} |
|
| 436 |
|
|
| 437 |
} //END OF NAMESPACE LEMON |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#ifndef LEMON_CLP_H |
|
| 20 |
#define LEMON_CLP_H |
|
| 21 |
|
|
| 22 |
///\file |
|
| 23 |
///\brief Header of the LEMON-CLP lp solver interface. |
|
| 24 |
|
|
| 25 |
#include <vector> |
|
| 26 |
#include <string> |
|
| 27 |
|
|
| 28 |
#include <lemon/lp_base.h> |
|
| 29 |
|
|
| 30 |
class ClpSimplex; |
|
| 31 |
|
|
| 32 |
namespace lemon {
|
|
| 33 |
|
|
| 34 |
/// \ingroup lp_group |
|
| 35 |
/// |
|
| 36 |
/// \brief Interface for the CLP solver |
|
| 37 |
/// |
|
| 38 |
/// This class implements an interface for the Clp LP solver. The |
|
| 39 |
/// Clp library is an object oriented lp solver library developed at |
|
| 40 |
/// the IBM. The CLP is part of the COIN-OR package and it can be |
|
| 41 |
/// used with Common Public License. |
|
| 42 |
class LpClp : public LpSolver {
|
|
| 43 |
protected: |
|
| 44 |
|
|
| 45 |
ClpSimplex* _prob; |
|
| 46 |
|
|
| 47 |
std::map<std::string, int> _col_names_ref; |
|
| 48 |
std::map<std::string, int> _row_names_ref; |
|
| 49 |
|
|
| 50 |
public: |
|
| 51 |
|
|
| 52 |
/// \e |
|
| 53 |
LpClp(); |
|
| 54 |
/// \e |
|
| 55 |
LpClp(const LpClp&); |
|
| 56 |
/// \e |
|
| 57 |
~LpClp(); |
|
| 58 |
|
|
| 59 |
protected: |
|
| 60 |
|
|
| 61 |
mutable double* _primal_ray; |
|
| 62 |
mutable double* _dual_ray; |
|
| 63 |
|
|
| 64 |
void _init_temporals(); |
|
| 65 |
void _clear_temporals(); |
|
| 66 |
|
|
| 67 |
protected: |
|
| 68 |
|
|
| 69 |
virtual LpClp* _newSolver() const; |
|
| 70 |
virtual LpClp* _cloneSolver() const; |
|
| 71 |
|
|
| 72 |
virtual const char* _solverName() const; |
|
| 73 |
|
|
| 74 |
virtual int _addCol(); |
|
| 75 |
virtual int _addRow(); |
|
| 76 |
|
|
| 77 |
virtual void _eraseCol(int i); |
|
| 78 |
virtual void _eraseRow(int i); |
|
| 79 |
|
|
| 80 |
virtual void _eraseColId(int i); |
|
| 81 |
virtual void _eraseRowId(int i); |
|
| 82 |
|
|
| 83 |
virtual void _getColName(int col, std::string& name) const; |
|
| 84 |
virtual void _setColName(int col, const std::string& name); |
|
| 85 |
virtual int _colByName(const std::string& name) const; |
|
| 86 |
|
|
| 87 |
virtual void _getRowName(int row, std::string& name) const; |
|
| 88 |
virtual void _setRowName(int row, const std::string& name); |
|
| 89 |
virtual int _rowByName(const std::string& name) const; |
|
| 90 |
|
|
| 91 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 92 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
| 93 |
|
|
| 94 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 95 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
| 96 |
|
|
| 97 |
virtual void _setCoeff(int row, int col, Value value); |
|
| 98 |
virtual Value _getCoeff(int row, int col) const; |
|
| 99 |
|
|
| 100 |
virtual void _setColLowerBound(int i, Value value); |
|
| 101 |
virtual Value _getColLowerBound(int i) const; |
|
| 102 |
virtual void _setColUpperBound(int i, Value value); |
|
| 103 |
virtual Value _getColUpperBound(int i) const; |
|
| 104 |
|
|
| 105 |
virtual void _setRowLowerBound(int i, Value value); |
|
| 106 |
virtual Value _getRowLowerBound(int i) const; |
|
| 107 |
virtual void _setRowUpperBound(int i, Value value); |
|
| 108 |
virtual Value _getRowUpperBound(int i) const; |
|
| 109 |
|
|
| 110 |
virtual void _setObjCoeffs(ExprIterator, ExprIterator); |
|
| 111 |
virtual void _getObjCoeffs(InsertIterator) const; |
|
| 112 |
|
|
| 113 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
| 114 |
virtual Value _getObjCoeff(int i) const; |
|
| 115 |
|
|
| 116 |
virtual void _setSense(Sense sense); |
|
| 117 |
virtual Sense _getSense() const; |
|
| 118 |
|
|
| 119 |
virtual SolveExitStatus _solve(); |
|
| 120 |
|
|
| 121 |
virtual Value _getPrimal(int i) const; |
|
| 122 |
virtual Value _getDual(int i) const; |
|
| 123 |
|
|
| 124 |
virtual Value _getPrimalValue() const; |
|
| 125 |
|
|
| 126 |
virtual Value _getPrimalRay(int i) const; |
|
| 127 |
virtual Value _getDualRay(int i) const; |
|
| 128 |
|
|
| 129 |
virtual VarStatus _getColStatus(int i) const; |
|
| 130 |
virtual VarStatus _getRowStatus(int i) const; |
|
| 131 |
|
|
| 132 |
virtual ProblemType _getPrimalType() const; |
|
| 133 |
virtual ProblemType _getDualType() const; |
|
| 134 |
|
|
| 135 |
virtual void _clear(); |
|
| 136 |
|
|
| 137 |
public: |
|
| 138 |
|
|
| 139 |
///Solves LP with primal simplex method. |
|
| 140 |
SolveExitStatus solvePrimal(); |
|
| 141 |
|
|
| 142 |
///Solves LP with dual simplex method. |
|
| 143 |
SolveExitStatus solveDual(); |
|
| 144 |
|
|
| 145 |
///Solves LP with barrier method. |
|
| 146 |
SolveExitStatus solveBarrier(); |
|
| 147 |
|
|
| 148 |
///Returns the constraint identifier understood by CLP. |
|
| 149 |
int clpRow(Row r) const { return rows(id(r)); }
|
|
| 150 |
|
|
| 151 |
///Returns the variable identifier understood by CLP. |
|
| 152 |
int clpCol(Col c) const { return cols(id(c)); }
|
|
| 153 |
|
|
| 154 |
///Enum for \c messageLevel() parameter |
|
| 155 |
enum MessageLevel {
|
|
| 156 |
/// no output (default value) |
|
| 157 |
MESSAGE_NO_OUTPUT = 0, |
|
| 158 |
/// print final solution |
|
| 159 |
MESSAGE_FINAL_SOLUTION = 1, |
|
| 160 |
/// print factorization |
|
| 161 |
MESSAGE_FACTORIZATION = 2, |
|
| 162 |
/// normal output |
|
| 163 |
MESSAGE_NORMAL_OUTPUT = 3, |
|
| 164 |
/// verbose output |
|
| 165 |
MESSAGE_VERBOSE_OUTPUT = 4 |
|
| 166 |
}; |
|
| 167 |
///Set the verbosity of the messages |
|
| 168 |
|
|
| 169 |
///Set the verbosity of the messages |
|
| 170 |
/// |
|
| 171 |
///\param m is the level of the messages output by the solver routines. |
|
| 172 |
void messageLevel(MessageLevel m); |
|
| 173 |
|
|
| 174 |
}; |
|
| 175 |
|
|
| 176 |
} //END OF NAMESPACE LEMON |
|
| 177 |
|
|
| 178 |
#endif //LEMON_CLP_H |
|
| 179 |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#include <iostream> |
|
| 20 |
#include <vector> |
|
| 21 |
#include <cstring> |
|
| 22 |
|
|
| 23 |
#include <lemon/cplex.h> |
|
| 24 |
|
|
| 25 |
extern "C" {
|
|
| 26 |
#include <ilcplex/cplex.h> |
|
| 27 |
} |
|
| 28 |
|
|
| 29 |
|
|
| 30 |
///\file |
|
| 31 |
///\brief Implementation of the LEMON-CPLEX lp solver interface. |
|
| 32 |
namespace lemon {
|
|
| 33 |
|
|
| 34 |
CplexEnv::LicenseError::LicenseError(int status) {
|
|
| 35 |
if (!CPXgeterrorstring(0, status, _message)) {
|
|
| 36 |
std::strcpy(_message, "Cplex unknown error"); |
|
| 37 |
} |
|
| 38 |
} |
|
| 39 |
|
|
| 40 |
CplexEnv::CplexEnv() {
|
|
| 41 |
int status; |
|
| 42 |
_cnt = new int; |
|
| 43 |
_env = CPXopenCPLEX(&status); |
|
| 44 |
if (_env == 0) {
|
|
| 45 |
delete _cnt; |
|
| 46 |
_cnt = 0; |
|
| 47 |
throw LicenseError(status); |
|
| 48 |
} |
|
| 49 |
} |
|
| 50 |
|
|
| 51 |
CplexEnv::CplexEnv(const CplexEnv& other) {
|
|
| 52 |
_env = other._env; |
|
| 53 |
_cnt = other._cnt; |
|
| 54 |
++(*_cnt); |
|
| 55 |
} |
|
| 56 |
|
|
| 57 |
CplexEnv& CplexEnv::operator=(const CplexEnv& other) {
|
|
| 58 |
_env = other._env; |
|
| 59 |
_cnt = other._cnt; |
|
| 60 |
++(*_cnt); |
|
| 61 |
return *this; |
|
| 62 |
} |
|
| 63 |
|
|
| 64 |
CplexEnv::~CplexEnv() {
|
|
| 65 |
--(*_cnt); |
|
| 66 |
if (*_cnt == 0) {
|
|
| 67 |
delete _cnt; |
|
| 68 |
CPXcloseCPLEX(&_env); |
|
| 69 |
} |
|
| 70 |
} |
|
| 71 |
|
|
| 72 |
CplexBase::CplexBase() : LpBase() {
|
|
| 73 |
int status; |
|
| 74 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
|
| 75 |
} |
|
| 76 |
|
|
| 77 |
CplexBase::CplexBase(const CplexEnv& env) |
|
| 78 |
: LpBase(), _env(env) {
|
|
| 79 |
int status; |
|
| 80 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
|
| 81 |
} |
|
| 82 |
|
|
| 83 |
CplexBase::CplexBase(const CplexBase& cplex) |
|
| 84 |
: LpBase() {
|
|
| 85 |
int status; |
|
| 86 |
_prob = CPXcloneprob(cplexEnv(), cplex._prob, &status); |
|
| 87 |
rows = cplex.rows; |
|
| 88 |
cols = cplex.cols; |
|
| 89 |
} |
|
| 90 |
|
|
| 91 |
CplexBase::~CplexBase() {
|
|
| 92 |
CPXfreeprob(cplexEnv(),&_prob); |
|
| 93 |
} |
|
| 94 |
|
|
| 95 |
int CplexBase::_addCol() {
|
|
| 96 |
int i = CPXgetnumcols(cplexEnv(), _prob); |
|
| 97 |
double lb = -INF, ub = INF; |
|
| 98 |
CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0); |
|
| 99 |
return i; |
|
| 100 |
} |
|
| 101 |
|
|
| 102 |
|
|
| 103 |
int CplexBase::_addRow() {
|
|
| 104 |
int i = CPXgetnumrows(cplexEnv(), _prob); |
|
| 105 |
const double ub = INF; |
|
| 106 |
const char s = 'L'; |
|
| 107 |
CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
|
| 108 |
return i; |
|
| 109 |
} |
|
| 110 |
|
|
| 111 |
|
|
| 112 |
void CplexBase::_eraseCol(int i) {
|
|
| 113 |
CPXdelcols(cplexEnv(), _prob, i, i); |
|
| 114 |
} |
|
| 115 |
|
|
| 116 |
void CplexBase::_eraseRow(int i) {
|
|
| 117 |
CPXdelrows(cplexEnv(), _prob, i, i); |
|
| 118 |
} |
|
| 119 |
|
|
| 120 |
void CplexBase::_eraseColId(int i) {
|
|
| 121 |
cols.eraseIndex(i); |
|
| 122 |
cols.shiftIndices(i); |
|
| 123 |
} |
|
| 124 |
void CplexBase::_eraseRowId(int i) {
|
|
| 125 |
rows.eraseIndex(i); |
|
| 126 |
rows.shiftIndices(i); |
|
| 127 |
} |
|
| 128 |
|
|
| 129 |
void CplexBase::_getColName(int col, std::string &name) const {
|
|
| 130 |
int size; |
|
| 131 |
CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col); |
|
| 132 |
if (size == 0) {
|
|
| 133 |
name.clear(); |
|
| 134 |
return; |
|
| 135 |
} |
|
| 136 |
|
|
| 137 |
size *= -1; |
|
| 138 |
std::vector<char> buf(size); |
|
| 139 |
char *cname; |
|
| 140 |
int tmp; |
|
| 141 |
CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size, |
|
| 142 |
&tmp, col, col); |
|
| 143 |
name = cname; |
|
| 144 |
} |
|
| 145 |
|
|
| 146 |
void CplexBase::_setColName(int col, const std::string &name) {
|
|
| 147 |
char *cname; |
|
| 148 |
cname = const_cast<char*>(name.c_str()); |
|
| 149 |
CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname); |
|
| 150 |
} |
|
| 151 |
|
|
| 152 |
int CplexBase::_colByName(const std::string& name) const {
|
|
| 153 |
int index; |
|
| 154 |
if (CPXgetcolindex(cplexEnv(), _prob, |
|
| 155 |
const_cast<char*>(name.c_str()), &index) == 0) {
|
|
| 156 |
return index; |
|
| 157 |
} |
|
| 158 |
return -1; |
|
| 159 |
} |
|
| 160 |
|
|
| 161 |
void CplexBase::_getRowName(int row, std::string &name) const {
|
|
| 162 |
int size; |
|
| 163 |
CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row); |
|
| 164 |
if (size == 0) {
|
|
| 165 |
name.clear(); |
|
| 166 |
return; |
|
| 167 |
} |
|
| 168 |
|
|
| 169 |
size *= -1; |
|
| 170 |
std::vector<char> buf(size); |
|
| 171 |
char *cname; |
|
| 172 |
int tmp; |
|
| 173 |
CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size, |
|
| 174 |
&tmp, row, row); |
|
| 175 |
name = cname; |
|
| 176 |
} |
|
| 177 |
|
|
| 178 |
void CplexBase::_setRowName(int row, const std::string &name) {
|
|
| 179 |
char *cname; |
|
| 180 |
cname = const_cast<char*>(name.c_str()); |
|
| 181 |
CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname); |
|
| 182 |
} |
|
| 183 |
|
|
| 184 |
int CplexBase::_rowByName(const std::string& name) const {
|
|
| 185 |
int index; |
|
| 186 |
if (CPXgetrowindex(cplexEnv(), _prob, |
|
| 187 |
const_cast<char*>(name.c_str()), &index) == 0) {
|
|
| 188 |
return index; |
|
| 189 |
} |
|
| 190 |
return -1; |
|
| 191 |
} |
|
| 192 |
|
|
| 193 |
void CplexBase::_setRowCoeffs(int i, ExprIterator b, |
|
| 194 |
ExprIterator e) |
|
| 195 |
{
|
|
| 196 |
std::vector<int> indices; |
|
| 197 |
std::vector<int> rowlist; |
|
| 198 |
std::vector<Value> values; |
|
| 199 |
|
|
| 200 |
for(ExprIterator it=b; it!=e; ++it) {
|
|
| 201 |
indices.push_back(it->first); |
|
| 202 |
values.push_back(it->second); |
|
| 203 |
rowlist.push_back(i); |
|
| 204 |
} |
|
| 205 |
|
|
| 206 |
CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
|
| 207 |
&rowlist.front(), &indices.front(), &values.front()); |
|
| 208 |
} |
|
| 209 |
|
|
| 210 |
void CplexBase::_getRowCoeffs(int i, InsertIterator b) const {
|
|
| 211 |
int tmp1, tmp2, tmp3, length; |
|
| 212 |
CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
|
| 213 |
|
|
| 214 |
length = -length; |
|
| 215 |
std::vector<int> indices(length); |
|
| 216 |
std::vector<double> values(length); |
|
| 217 |
|
|
| 218 |
CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, |
|
| 219 |
&indices.front(), &values.front(), |
|
| 220 |
length, &tmp3, i, i); |
|
| 221 |
|
|
| 222 |
for (int i = 0; i < length; ++i) {
|
|
| 223 |
*b = std::make_pair(indices[i], values[i]); |
|
| 224 |
++b; |
|
| 225 |
} |
|
| 226 |
} |
|
| 227 |
|
|
| 228 |
void CplexBase::_setColCoeffs(int i, ExprIterator b, ExprIterator e) {
|
|
| 229 |
std::vector<int> indices; |
|
| 230 |
std::vector<int> collist; |
|
| 231 |
std::vector<Value> values; |
|
| 232 |
|
|
| 233 |
for(ExprIterator it=b; it!=e; ++it) {
|
|
| 234 |
indices.push_back(it->first); |
|
| 235 |
values.push_back(it->second); |
|
| 236 |
collist.push_back(i); |
|
| 237 |
} |
|
| 238 |
|
|
| 239 |
CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
|
| 240 |
&indices.front(), &collist.front(), &values.front()); |
|
| 241 |
} |
|
| 242 |
|
|
| 243 |
void CplexBase::_getColCoeffs(int i, InsertIterator b) const {
|
|
| 244 |
|
|
| 245 |
int tmp1, tmp2, tmp3, length; |
|
| 246 |
CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
|
| 247 |
|
|
| 248 |
length = -length; |
|
| 249 |
std::vector<int> indices(length); |
|
| 250 |
std::vector<double> values(length); |
|
| 251 |
|
|
| 252 |
CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, |
|
| 253 |
&indices.front(), &values.front(), |
|
| 254 |
length, &tmp3, i, i); |
|
| 255 |
|
|
| 256 |
for (int i = 0; i < length; ++i) {
|
|
| 257 |
*b = std::make_pair(indices[i], values[i]); |
|
| 258 |
++b; |
|
| 259 |
} |
|
| 260 |
|
|
| 261 |
} |
|
| 262 |
|
|
| 263 |
void CplexBase::_setCoeff(int row, int col, Value value) {
|
|
| 264 |
CPXchgcoef(cplexEnv(), _prob, row, col, value); |
|
| 265 |
} |
|
| 266 |
|
|
| 267 |
CplexBase::Value CplexBase::_getCoeff(int row, int col) const {
|
|
| 268 |
CplexBase::Value value; |
|
| 269 |
CPXgetcoef(cplexEnv(), _prob, row, col, &value); |
|
| 270 |
return value; |
|
| 271 |
} |
|
| 272 |
|
|
| 273 |
void CplexBase::_setColLowerBound(int i, Value value) {
|
|
| 274 |
const char s = 'L'; |
|
| 275 |
CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
|
| 276 |
} |
|
| 277 |
|
|
| 278 |
CplexBase::Value CplexBase::_getColLowerBound(int i) const {
|
|
| 279 |
CplexBase::Value res; |
|
| 280 |
CPXgetlb(cplexEnv(), _prob, &res, i, i); |
|
| 281 |
return res <= -CPX_INFBOUND ? -INF : res; |
|
| 282 |
} |
|
| 283 |
|
|
| 284 |
void CplexBase::_setColUpperBound(int i, Value value) |
|
| 285 |
{
|
|
| 286 |
const char s = 'U'; |
|
| 287 |
CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
|
| 288 |
} |
|
| 289 |
|
|
| 290 |
CplexBase::Value CplexBase::_getColUpperBound(int i) const {
|
|
| 291 |
CplexBase::Value res; |
|
| 292 |
CPXgetub(cplexEnv(), _prob, &res, i, i); |
|
| 293 |
return res >= CPX_INFBOUND ? INF : res; |
|
| 294 |
} |
|
| 295 |
|
|
| 296 |
CplexBase::Value CplexBase::_getRowLowerBound(int i) const {
|
|
| 297 |
char s; |
|
| 298 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
|
| 299 |
CplexBase::Value res; |
|
| 300 |
|
|
| 301 |
switch (s) {
|
|
| 302 |
case 'G': |
|
| 303 |
case 'R': |
|
| 304 |
case 'E': |
|
| 305 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
|
| 306 |
return res <= -CPX_INFBOUND ? -INF : res; |
|
| 307 |
default: |
|
| 308 |
return -INF; |
|
| 309 |
} |
|
| 310 |
} |
|
| 311 |
|
|
| 312 |
CplexBase::Value CplexBase::_getRowUpperBound(int i) const {
|
|
| 313 |
char s; |
|
| 314 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
|
| 315 |
CplexBase::Value res; |
|
| 316 |
|
|
| 317 |
switch (s) {
|
|
| 318 |
case 'L': |
|
| 319 |
case 'E': |
|
| 320 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
|
| 321 |
return res >= CPX_INFBOUND ? INF : res; |
|
| 322 |
case 'R': |
|
| 323 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
|
| 324 |
{
|
|
| 325 |
double rng; |
|
| 326 |
CPXgetrngval(cplexEnv(), _prob, &rng, i, i); |
|
| 327 |
res += rng; |
|
| 328 |
} |
|
| 329 |
return res >= CPX_INFBOUND ? INF : res; |
|
| 330 |
default: |
|
| 331 |
return INF; |
|
| 332 |
} |
|
| 333 |
} |
|
| 334 |
|
|
| 335 |
//This is easier to implement |
|
| 336 |
void CplexBase::_set_row_bounds(int i, Value lb, Value ub) {
|
|
| 337 |
if (lb == -INF) {
|
|
| 338 |
const char s = 'L'; |
|
| 339 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
| 340 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub); |
|
| 341 |
} else if (ub == INF) {
|
|
| 342 |
const char s = 'G'; |
|
| 343 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
| 344 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
|
| 345 |
} else if (lb == ub){
|
|
| 346 |
const char s = 'E'; |
|
| 347 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
| 348 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
|
| 349 |
} else {
|
|
| 350 |
const char s = 'R'; |
|
| 351 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
| 352 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
|
| 353 |
double len = ub - lb; |
|
| 354 |
CPXchgrngval(cplexEnv(), _prob, 1, &i, &len); |
|
| 355 |
} |
|
| 356 |
} |
|
| 357 |
|
|
| 358 |
void CplexBase::_setRowLowerBound(int i, Value lb) |
|
| 359 |
{
|
|
| 360 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
|
| 361 |
_set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i)); |
|
| 362 |
} |
|
| 363 |
|
|
| 364 |
void CplexBase::_setRowUpperBound(int i, Value ub) |
|
| 365 |
{
|
|
| 366 |
|
|
| 367 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
|
| 368 |
_set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub); |
|
| 369 |
} |
|
| 370 |
|
|
| 371 |
void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e) |
|
| 372 |
{
|
|
| 373 |
std::vector<int> indices; |
|
| 374 |
std::vector<Value> values; |
|
| 375 |
for(ExprIterator it=b; it!=e; ++it) {
|
|
| 376 |
indices.push_back(it->first); |
|
| 377 |
values.push_back(it->second); |
|
| 378 |
} |
|
| 379 |
CPXchgobj(cplexEnv(), _prob, values.size(), |
|
| 380 |
&indices.front(), &values.front()); |
|
| 381 |
|
|
| 382 |
} |
|
| 383 |
|
|
| 384 |
void CplexBase::_getObjCoeffs(InsertIterator b) const |
|
| 385 |
{
|
|
| 386 |
int num = CPXgetnumcols(cplexEnv(), _prob); |
|
| 387 |
std::vector<Value> x(num); |
|
| 388 |
|
|
| 389 |
CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1); |
|
| 390 |
for (int i = 0; i < num; ++i) {
|
|
| 391 |
if (x[i] != 0.0) {
|
|
| 392 |
*b = std::make_pair(i, x[i]); |
|
| 393 |
++b; |
|
| 394 |
} |
|
| 395 |
} |
|
| 396 |
} |
|
| 397 |
|
|
| 398 |
void CplexBase::_setObjCoeff(int i, Value obj_coef) |
|
| 399 |
{
|
|
| 400 |
CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef); |
|
| 401 |
} |
|
| 402 |
|
|
| 403 |
CplexBase::Value CplexBase::_getObjCoeff(int i) const |
|
| 404 |
{
|
|
| 405 |
Value x; |
|
| 406 |
CPXgetobj(cplexEnv(), _prob, &x, i, i); |
|
| 407 |
return x; |
|
| 408 |
} |
|
| 409 |
|
|
| 410 |
void CplexBase::_setSense(CplexBase::Sense sense) {
|
|
| 411 |
switch (sense) {
|
|
| 412 |
case MIN: |
|
| 413 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MIN); |
|
| 414 |
break; |
|
| 415 |
case MAX: |
|
| 416 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MAX); |
|
| 417 |
break; |
|
| 418 |
} |
|
| 419 |
} |
|
| 420 |
|
|
| 421 |
CplexBase::Sense CplexBase::_getSense() const {
|
|
| 422 |
switch (CPXgetobjsen(cplexEnv(), _prob)) {
|
|
| 423 |
case CPX_MIN: |
|
| 424 |
return MIN; |
|
| 425 |
case CPX_MAX: |
|
| 426 |
return MAX; |
|
| 427 |
default: |
|
| 428 |
LEMON_ASSERT(false, "Invalid sense"); |
|
| 429 |
return CplexBase::Sense(); |
|
| 430 |
} |
|
| 431 |
} |
|
| 432 |
|
|
| 433 |
void CplexBase::_clear() {
|
|
| 434 |
CPXfreeprob(cplexEnv(),&_prob); |
|
| 435 |
int status; |
|
| 436 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
|
| 437 |
rows.clear(); |
|
| 438 |
cols.clear(); |
|
| 439 |
} |
|
| 440 |
|
|
| 441 |
// LpCplex members |
|
| 442 |
|
|
| 443 |
LpCplex::LpCplex() |
|
| 444 |
: LpBase(), CplexBase(), LpSolver() {}
|
|
| 445 |
|
|
| 446 |
LpCplex::LpCplex(const CplexEnv& env) |
|
| 447 |
: LpBase(), CplexBase(env), LpSolver() {}
|
|
| 448 |
|
|
| 449 |
LpCplex::LpCplex(const LpCplex& other) |
|
| 450 |
: LpBase(), CplexBase(other), LpSolver() {}
|
|
| 451 |
|
|
| 452 |
LpCplex::~LpCplex() {}
|
|
| 453 |
|
|
| 454 |
LpCplex* LpCplex::_newSolver() const { return new LpCplex; }
|
|
| 455 |
LpCplex* LpCplex::_cloneSolver() const {return new LpCplex(*this); }
|
|
| 456 |
|
|
| 457 |
const char* LpCplex::_solverName() const { return "LpCplex"; }
|
|
| 458 |
|
|
| 459 |
void LpCplex::_clear_temporals() {
|
|
| 460 |
_col_status.clear(); |
|
| 461 |
_row_status.clear(); |
|
| 462 |
_primal_ray.clear(); |
|
| 463 |
_dual_ray.clear(); |
|
| 464 |
} |
|
| 465 |
|
|
| 466 |
// The routine returns zero unless an error occurred during the |
|
| 467 |
// optimization. Examples of errors include exhausting available |
|
| 468 |
// memory (CPXERR_NO_MEMORY) or encountering invalid data in the |
|
| 469 |
// CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a |
|
| 470 |
// user-specified CPLEX limit, or proving the model infeasible or |
|
| 471 |
// unbounded, are not considered errors. Note that a zero return |
|
| 472 |
// value does not necessarily mean that a solution exists. Use query |
|
| 473 |
// routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain |
|
| 474 |
// further information about the status of the optimization. |
|
| 475 |
LpCplex::SolveExitStatus LpCplex::convertStatus(int status) {
|
|
| 476 |
#if CPX_VERSION >= 800 |
|
| 477 |
if (status == 0) {
|
|
| 478 |
switch (CPXgetstat(cplexEnv(), _prob)) {
|
|
| 479 |
case CPX_STAT_OPTIMAL: |
|
| 480 |
case CPX_STAT_INFEASIBLE: |
|
| 481 |
case CPX_STAT_UNBOUNDED: |
|
| 482 |
return SOLVED; |
|
| 483 |
default: |
|
| 484 |
return UNSOLVED; |
|
| 485 |
} |
|
| 486 |
} else {
|
|
| 487 |
return UNSOLVED; |
|
| 488 |
} |
|
| 489 |
#else |
|
| 490 |
if (status == 0) {
|
|
| 491 |
//We want to exclude some cases |
|
| 492 |
switch (CPXgetstat(cplexEnv(), _prob)) {
|
|
| 493 |
case CPX_OBJ_LIM: |
|
| 494 |
case CPX_IT_LIM_FEAS: |
|
| 495 |
case CPX_IT_LIM_INFEAS: |
|
| 496 |
case CPX_TIME_LIM_FEAS: |
|
| 497 |
case CPX_TIME_LIM_INFEAS: |
|
| 498 |
return UNSOLVED; |
|
| 499 |
default: |
|
| 500 |
return SOLVED; |
|
| 501 |
} |
|
| 502 |
} else {
|
|
| 503 |
return UNSOLVED; |
|
| 504 |
} |
|
| 505 |
#endif |
|
| 506 |
} |
|
| 507 |
|
|
| 508 |
LpCplex::SolveExitStatus LpCplex::_solve() {
|
|
| 509 |
_clear_temporals(); |
|
| 510 |
return convertStatus(CPXlpopt(cplexEnv(), _prob)); |
|
| 511 |
} |
|
| 512 |
|
|
| 513 |
LpCplex::SolveExitStatus LpCplex::solvePrimal() {
|
|
| 514 |
_clear_temporals(); |
|
| 515 |
return convertStatus(CPXprimopt(cplexEnv(), _prob)); |
|
| 516 |
} |
|
| 517 |
|
|
| 518 |
LpCplex::SolveExitStatus LpCplex::solveDual() {
|
|
| 519 |
_clear_temporals(); |
|
| 520 |
return convertStatus(CPXdualopt(cplexEnv(), _prob)); |
|
| 521 |
} |
|
| 522 |
|
|
| 523 |
LpCplex::SolveExitStatus LpCplex::solveBarrier() {
|
|
| 524 |
_clear_temporals(); |
|
| 525 |
return convertStatus(CPXbaropt(cplexEnv(), _prob)); |
|
| 526 |
} |
|
| 527 |
|
|
| 528 |
LpCplex::Value LpCplex::_getPrimal(int i) const {
|
|
| 529 |
Value x; |
|
| 530 |
CPXgetx(cplexEnv(), _prob, &x, i, i); |
|
| 531 |
return x; |
|
| 532 |
} |
|
| 533 |
|
|
| 534 |
LpCplex::Value LpCplex::_getDual(int i) const {
|
|
| 535 |
Value y; |
|
| 536 |
CPXgetpi(cplexEnv(), _prob, &y, i, i); |
|
| 537 |
return y; |
|
| 538 |
} |
|
| 539 |
|
|
| 540 |
LpCplex::Value LpCplex::_getPrimalValue() const {
|
|
| 541 |
Value objval; |
|
| 542 |
CPXgetobjval(cplexEnv(), _prob, &objval); |
|
| 543 |
return objval; |
|
| 544 |
} |
|
| 545 |
|
|
| 546 |
LpCplex::VarStatus LpCplex::_getColStatus(int i) const {
|
|
| 547 |
if (_col_status.empty()) {
|
|
| 548 |
_col_status.resize(CPXgetnumcols(cplexEnv(), _prob)); |
|
| 549 |
CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0); |
|
| 550 |
} |
|
| 551 |
switch (_col_status[i]) {
|
|
| 552 |
case CPX_BASIC: |
|
| 553 |
return BASIC; |
|
| 554 |
case CPX_FREE_SUPER: |
|
| 555 |
return FREE; |
|
| 556 |
case CPX_AT_LOWER: |
|
| 557 |
return LOWER; |
|
| 558 |
case CPX_AT_UPPER: |
|
| 559 |
return UPPER; |
|
| 560 |
default: |
|
| 561 |
LEMON_ASSERT(false, "Wrong column status"); |
|
| 562 |
return LpCplex::VarStatus(); |
|
| 563 |
} |
|
| 564 |
} |
|
| 565 |
|
|
| 566 |
LpCplex::VarStatus LpCplex::_getRowStatus(int i) const {
|
|
| 567 |
if (_row_status.empty()) {
|
|
| 568 |
_row_status.resize(CPXgetnumrows(cplexEnv(), _prob)); |
|
| 569 |
CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front()); |
|
| 570 |
} |
|
| 571 |
switch (_row_status[i]) {
|
|
| 572 |
case CPX_BASIC: |
|
| 573 |
return BASIC; |
|
| 574 |
case CPX_AT_LOWER: |
|
| 575 |
{
|
|
| 576 |
char s; |
|
| 577 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
|
| 578 |
return s != 'L' ? LOWER : UPPER; |
|
| 579 |
} |
|
| 580 |
case CPX_AT_UPPER: |
|
| 581 |
return UPPER; |
|
| 582 |
default: |
|
| 583 |
LEMON_ASSERT(false, "Wrong row status"); |
|
| 584 |
return LpCplex::VarStatus(); |
|
| 585 |
} |
|
| 586 |
} |
|
| 587 |
|
|
| 588 |
LpCplex::Value LpCplex::_getPrimalRay(int i) const {
|
|
| 589 |
if (_primal_ray.empty()) {
|
|
| 590 |
_primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob)); |
|
| 591 |
CPXgetray(cplexEnv(), _prob, &_primal_ray.front()); |
|
| 592 |
} |
|
| 593 |
return _primal_ray[i]; |
|
| 594 |
} |
|
| 595 |
|
|
| 596 |
LpCplex::Value LpCplex::_getDualRay(int i) const {
|
|
| 597 |
if (_dual_ray.empty()) {
|
|
| 598 |
|
|
| 599 |
} |
|
| 600 |
return _dual_ray[i]; |
|
| 601 |
} |
|
| 602 |
|
|
| 603 |
//7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!) |
|
| 604 |
// This table lists the statuses, returned by the CPXgetstat() |
|
| 605 |
// routine, for solutions to LP problems or mixed integer problems. If |
|
| 606 |
// no solution exists, the return value is zero. |
|
| 607 |
|
|
| 608 |
// For Simplex, Barrier |
|
| 609 |
// 1 CPX_OPTIMAL |
|
| 610 |
// Optimal solution found |
|
| 611 |
// 2 CPX_INFEASIBLE |
|
| 612 |
// Problem infeasible |
|
| 613 |
// 3 CPX_UNBOUNDED |
|
| 614 |
// Problem unbounded |
|
| 615 |
// 4 CPX_OBJ_LIM |
|
| 616 |
// Objective limit exceeded in Phase II |
|
| 617 |
// 5 CPX_IT_LIM_FEAS |
|
| 618 |
// Iteration limit exceeded in Phase II |
|
| 619 |
// 6 CPX_IT_LIM_INFEAS |
|
| 620 |
// Iteration limit exceeded in Phase I |
|
| 621 |
// 7 CPX_TIME_LIM_FEAS |
|
| 622 |
// Time limit exceeded in Phase II |
|
| 623 |
// 8 CPX_TIME_LIM_INFEAS |
|
| 624 |
// Time limit exceeded in Phase I |
|
| 625 |
// 9 CPX_NUM_BEST_FEAS |
|
| 626 |
// Problem non-optimal, singularities in Phase II |
|
| 627 |
// 10 CPX_NUM_BEST_INFEAS |
|
| 628 |
// Problem non-optimal, singularities in Phase I |
|
| 629 |
// 11 CPX_OPTIMAL_INFEAS |
|
| 630 |
// Optimal solution found, unscaled infeasibilities |
|
| 631 |
// 12 CPX_ABORT_FEAS |
|
| 632 |
// Aborted in Phase II |
|
| 633 |
// 13 CPX_ABORT_INFEAS |
|
| 634 |
// Aborted in Phase I |
|
| 635 |
// 14 CPX_ABORT_DUAL_INFEAS |
|
| 636 |
// Aborted in barrier, dual infeasible |
|
| 637 |
// 15 CPX_ABORT_PRIM_INFEAS |
|
| 638 |
// Aborted in barrier, primal infeasible |
|
| 639 |
// 16 CPX_ABORT_PRIM_DUAL_INFEAS |
|
| 640 |
// Aborted in barrier, primal and dual infeasible |
|
| 641 |
// 17 CPX_ABORT_PRIM_DUAL_FEAS |
|
| 642 |
// Aborted in barrier, primal and dual feasible |
|
| 643 |
// 18 CPX_ABORT_CROSSOVER |
|
| 644 |
// Aborted in crossover |
|
| 645 |
// 19 CPX_INForUNBD |
|
| 646 |
// Infeasible or unbounded |
|
| 647 |
// 20 CPX_PIVOT |
|
| 648 |
// User pivot used |
|
| 649 |
// |
|
| 650 |
// Ezeket hova tegyem: |
|
| 651 |
// ??case CPX_ABORT_DUAL_INFEAS |
|
| 652 |
// ??case CPX_ABORT_CROSSOVER |
|
| 653 |
// ??case CPX_INForUNBD |
|
| 654 |
// ??case CPX_PIVOT |
|
| 655 |
|
|
| 656 |
//Some more interesting stuff: |
|
| 657 |
|
|
| 658 |
// CPX_PARAM_PROBMETHOD 1062 int LPMETHOD |
|
| 659 |
// 0 Automatic |
|
| 660 |
// 1 Primal Simplex |
|
| 661 |
// 2 Dual Simplex |
|
| 662 |
// 3 Network Simplex |
|
| 663 |
// 4 Standard Barrier |
|
| 664 |
// Default: 0 |
|
| 665 |
// Description: Method for linear optimization. |
|
| 666 |
// Determines which algorithm is used when CPXlpopt() (or "optimize" |
|
| 667 |
// in the Interactive Optimizer) is called. Currently the behavior of |
|
| 668 |
// the "Automatic" setting is that CPLEX simply invokes the dual |
|
| 669 |
// simplex method, but this capability may be expanded in the future |
|
| 670 |
// so that CPLEX chooses the method based on problem characteristics |
|
| 671 |
#if CPX_VERSION < 900 |
|
| 672 |
void statusSwitch(CPXENVptr cplexEnv(),int& stat){
|
|
| 673 |
int lpmethod; |
|
| 674 |
CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod); |
|
| 675 |
if (lpmethod==2){
|
|
| 676 |
if (stat==CPX_UNBOUNDED){
|
|
| 677 |
stat=CPX_INFEASIBLE; |
|
| 678 |
} |
|
| 679 |
else{
|
|
| 680 |
if (stat==CPX_INFEASIBLE) |
|
| 681 |
stat=CPX_UNBOUNDED; |
|
| 682 |
} |
|
| 683 |
} |
|
| 684 |
} |
|
| 685 |
#else |
|
| 686 |
void statusSwitch(CPXENVptr,int&){}
|
|
| 687 |
#endif |
|
| 688 |
|
|
| 689 |
LpCplex::ProblemType LpCplex::_getPrimalType() const {
|
|
| 690 |
// Unboundedness not treated well: the following is from cplex 9.0 doc |
|
| 691 |
// About Unboundedness |
|
| 692 |
|
|
| 693 |
// The treatment of models that are unbounded involves a few |
|
| 694 |
// subtleties. Specifically, a declaration of unboundedness means that |
|
| 695 |
// ILOG CPLEX has determined that the model has an unbounded |
|
| 696 |
// ray. Given any feasible solution x with objective z, a multiple of |
|
| 697 |
// the unbounded ray can be added to x to give a feasible solution |
|
| 698 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
|
| 699 |
// feasible solution exists, then the optimal objective is |
|
| 700 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
|
| 701 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
|
| 702 |
// to determine whether ILOG CPLEX has also concluded that the model |
|
| 703 |
// has a feasible solution. |
|
| 704 |
|
|
| 705 |
int stat = CPXgetstat(cplexEnv(), _prob); |
|
| 706 |
#if CPX_VERSION >= 800 |
|
| 707 |
switch (stat) |
|
| 708 |
{
|
|
| 709 |
case CPX_STAT_OPTIMAL: |
|
| 710 |
return OPTIMAL; |
|
| 711 |
case CPX_STAT_UNBOUNDED: |
|
| 712 |
return UNBOUNDED; |
|
| 713 |
case CPX_STAT_INFEASIBLE: |
|
| 714 |
return INFEASIBLE; |
|
| 715 |
default: |
|
| 716 |
return UNDEFINED; |
|
| 717 |
} |
|
| 718 |
#else |
|
| 719 |
statusSwitch(cplexEnv(),stat); |
|
| 720 |
//CPXgetstat(cplexEnv(), _prob); |
|
| 721 |
//printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL);
|
|
| 722 |
switch (stat) {
|
|
| 723 |
case 0: |
|
| 724 |
return UNDEFINED; //Undefined |
|
| 725 |
case CPX_OPTIMAL://Optimal |
|
| 726 |
return OPTIMAL; |
|
| 727 |
case CPX_UNBOUNDED://Unbounded |
|
| 728 |
return INFEASIBLE;//In case of dual simplex |
|
| 729 |
//return UNBOUNDED; |
|
| 730 |
case CPX_INFEASIBLE://Infeasible |
|
| 731 |
// case CPX_IT_LIM_INFEAS: |
|
| 732 |
// case CPX_TIME_LIM_INFEAS: |
|
| 733 |
// case CPX_NUM_BEST_INFEAS: |
|
| 734 |
// case CPX_OPTIMAL_INFEAS: |
|
| 735 |
// case CPX_ABORT_INFEAS: |
|
| 736 |
// case CPX_ABORT_PRIM_INFEAS: |
|
| 737 |
// case CPX_ABORT_PRIM_DUAL_INFEAS: |
|
| 738 |
return UNBOUNDED;//In case of dual simplex |
|
| 739 |
//return INFEASIBLE; |
|
| 740 |
// case CPX_OBJ_LIM: |
|
| 741 |
// case CPX_IT_LIM_FEAS: |
|
| 742 |
// case CPX_TIME_LIM_FEAS: |
|
| 743 |
// case CPX_NUM_BEST_FEAS: |
|
| 744 |
// case CPX_ABORT_FEAS: |
|
| 745 |
// case CPX_ABORT_PRIM_DUAL_FEAS: |
|
| 746 |
// return FEASIBLE; |
|
| 747 |
default: |
|
| 748 |
return UNDEFINED; //Everything else comes here |
|
| 749 |
//FIXME error |
|
| 750 |
} |
|
| 751 |
#endif |
|
| 752 |
} |
|
| 753 |
|
|
| 754 |
//9.0-as cplex verzio statusai |
|
| 755 |
// CPX_STAT_ABORT_DUAL_OBJ_LIM |
|
| 756 |
// CPX_STAT_ABORT_IT_LIM |
|
| 757 |
// CPX_STAT_ABORT_OBJ_LIM |
|
| 758 |
// CPX_STAT_ABORT_PRIM_OBJ_LIM |
|
| 759 |
// CPX_STAT_ABORT_TIME_LIM |
|
| 760 |
// CPX_STAT_ABORT_USER |
|
| 761 |
// CPX_STAT_FEASIBLE_RELAXED |
|
| 762 |
// CPX_STAT_INFEASIBLE |
|
| 763 |
// CPX_STAT_INForUNBD |
|
| 764 |
// CPX_STAT_NUM_BEST |
|
| 765 |
// CPX_STAT_OPTIMAL |
|
| 766 |
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
|
| 767 |
// CPX_STAT_OPTIMAL_INFEAS |
|
| 768 |
// CPX_STAT_OPTIMAL_RELAXED |
|
| 769 |
// CPX_STAT_UNBOUNDED |
|
| 770 |
|
|
| 771 |
LpCplex::ProblemType LpCplex::_getDualType() const {
|
|
| 772 |
int stat = CPXgetstat(cplexEnv(), _prob); |
|
| 773 |
#if CPX_VERSION >= 800 |
|
| 774 |
switch (stat) {
|
|
| 775 |
case CPX_STAT_OPTIMAL: |
|
| 776 |
return OPTIMAL; |
|
| 777 |
case CPX_STAT_UNBOUNDED: |
|
| 778 |
return INFEASIBLE; |
|
| 779 |
default: |
|
| 780 |
return UNDEFINED; |
|
| 781 |
} |
|
| 782 |
#else |
|
| 783 |
statusSwitch(cplexEnv(),stat); |
|
| 784 |
switch (stat) {
|
|
| 785 |
case 0: |
|
| 786 |
return UNDEFINED; //Undefined |
|
| 787 |
case CPX_OPTIMAL://Optimal |
|
| 788 |
return OPTIMAL; |
|
| 789 |
case CPX_UNBOUNDED: |
|
| 790 |
return INFEASIBLE; |
|
| 791 |
default: |
|
| 792 |
return UNDEFINED; //Everything else comes here |
|
| 793 |
//FIXME error |
|
| 794 |
} |
|
| 795 |
#endif |
|
| 796 |
} |
|
| 797 |
|
|
| 798 |
// MipCplex members |
|
| 799 |
|
|
| 800 |
MipCplex::MipCplex() |
|
| 801 |
: LpBase(), CplexBase(), MipSolver() {
|
|
| 802 |
|
|
| 803 |
#if CPX_VERSION < 800 |
|
| 804 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
|
| 805 |
#else |
|
| 806 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
|
| 807 |
#endif |
|
| 808 |
} |
|
| 809 |
|
|
| 810 |
MipCplex::MipCplex(const CplexEnv& env) |
|
| 811 |
: LpBase(), CplexBase(env), MipSolver() {
|
|
| 812 |
|
|
| 813 |
#if CPX_VERSION < 800 |
|
| 814 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
|
| 815 |
#else |
|
| 816 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
|
| 817 |
#endif |
|
| 818 |
|
|
| 819 |
} |
|
| 820 |
|
|
| 821 |
MipCplex::MipCplex(const MipCplex& other) |
|
| 822 |
: LpBase(), CplexBase(other), MipSolver() {}
|
|
| 823 |
|
|
| 824 |
MipCplex::~MipCplex() {}
|
|
| 825 |
|
|
| 826 |
MipCplex* MipCplex::_newSolver() const { return new MipCplex; }
|
|
| 827 |
MipCplex* MipCplex::_cloneSolver() const {return new MipCplex(*this); }
|
|
| 828 |
|
|
| 829 |
const char* MipCplex::_solverName() const { return "MipCplex"; }
|
|
| 830 |
|
|
| 831 |
void MipCplex::_setColType(int i, MipCplex::ColTypes col_type) {
|
|
| 832 |
|
|
| 833 |
// Note If a variable is to be changed to binary, a call to CPXchgbds |
|
| 834 |
// should also be made to change the bounds to 0 and 1. |
|
| 835 |
|
|
| 836 |
switch (col_type){
|
|
| 837 |
case INTEGER: {
|
|
| 838 |
const char t = 'I'; |
|
| 839 |
CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
|
| 840 |
} break; |
|
| 841 |
case REAL: {
|
|
| 842 |
const char t = 'C'; |
|
| 843 |
CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
|
| 844 |
} break; |
|
| 845 |
default: |
|
| 846 |
break; |
|
| 847 |
} |
|
| 848 |
} |
|
| 849 |
|
|
| 850 |
MipCplex::ColTypes MipCplex::_getColType(int i) const {
|
|
| 851 |
char t; |
|
| 852 |
CPXgetctype (cplexEnv(), _prob, &t, i, i); |
|
| 853 |
switch (t) {
|
|
| 854 |
case 'I': |
|
| 855 |
return INTEGER; |
|
| 856 |
case 'C': |
|
| 857 |
return REAL; |
|
| 858 |
default: |
|
| 859 |
LEMON_ASSERT(false, "Invalid column type"); |
|
| 860 |
return ColTypes(); |
|
| 861 |
} |
|
| 862 |
|
|
| 863 |
} |
|
| 864 |
|
|
| 865 |
MipCplex::SolveExitStatus MipCplex::_solve() {
|
|
| 866 |
int status; |
|
| 867 |
status = CPXmipopt (cplexEnv(), _prob); |
|
| 868 |
if (status==0) |
|
| 869 |
return SOLVED; |
|
| 870 |
else |
|
| 871 |
return UNSOLVED; |
|
| 872 |
|
|
| 873 |
} |
|
| 874 |
|
|
| 875 |
|
|
| 876 |
MipCplex::ProblemType MipCplex::_getType() const {
|
|
| 877 |
|
|
| 878 |
int stat = CPXgetstat(cplexEnv(), _prob); |
|
| 879 |
|
|
| 880 |
//Fortunately, MIP statuses did not change for cplex 8.0 |
|
| 881 |
switch (stat) {
|
|
| 882 |
case CPXMIP_OPTIMAL: |
|
| 883 |
// Optimal integer solution has been found. |
|
| 884 |
case CPXMIP_OPTIMAL_TOL: |
|
| 885 |
// Optimal soluton with the tolerance defined by epgap or epagap has |
|
| 886 |
// been found. |
|
| 887 |
return OPTIMAL; |
|
| 888 |
//This also exists in later issues |
|
| 889 |
// case CPXMIP_UNBOUNDED: |
|
| 890 |
//return UNBOUNDED; |
|
| 891 |
case CPXMIP_INFEASIBLE: |
|
| 892 |
return INFEASIBLE; |
|
| 893 |
default: |
|
| 894 |
return UNDEFINED; |
|
| 895 |
} |
|
| 896 |
//Unboundedness not treated well: the following is from cplex 9.0 doc |
|
| 897 |
// About Unboundedness |
|
| 898 |
|
|
| 899 |
// The treatment of models that are unbounded involves a few |
|
| 900 |
// subtleties. Specifically, a declaration of unboundedness means that |
|
| 901 |
// ILOG CPLEX has determined that the model has an unbounded |
|
| 902 |
// ray. Given any feasible solution x with objective z, a multiple of |
|
| 903 |
// the unbounded ray can be added to x to give a feasible solution |
|
| 904 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
|
| 905 |
// feasible solution exists, then the optimal objective is |
|
| 906 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
|
| 907 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
|
| 908 |
// to determine whether ILOG CPLEX has also concluded that the model |
|
| 909 |
// has a feasible solution. |
|
| 910 |
} |
|
| 911 |
|
|
| 912 |
MipCplex::Value MipCplex::_getSol(int i) const {
|
|
| 913 |
Value x; |
|
| 914 |
CPXgetmipx(cplexEnv(), _prob, &x, i, i); |
|
| 915 |
return x; |
|
| 916 |
} |
|
| 917 |
|
|
| 918 |
MipCplex::Value MipCplex::_getSolValue() const {
|
|
| 919 |
Value objval; |
|
| 920 |
CPXgetmipobjval(cplexEnv(), _prob, &objval); |
|
| 921 |
return objval; |
|
| 922 |
} |
|
| 923 |
|
|
| 924 |
} //namespace lemon |
|
| 925 |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#ifndef LEMON_CPLEX_H |
|
| 20 |
#define LEMON_CPLEX_H |
|
| 21 |
|
|
| 22 |
///\file |
|
| 23 |
///\brief Header of the LEMON-CPLEX lp solver interface. |
|
| 24 |
|
|
| 25 |
#include <lemon/lp_base.h> |
|
| 26 |
|
|
| 27 |
struct cpxenv; |
|
| 28 |
struct cpxlp; |
|
| 29 |
|
|
| 30 |
namespace lemon {
|
|
| 31 |
|
|
| 32 |
/// \brief Reference counted wrapper around cpxenv pointer |
|
| 33 |
/// |
|
| 34 |
/// The cplex uses environment object which is responsible for |
|
| 35 |
/// checking the proper license usage. This class provides a simple |
|
| 36 |
/// interface for share the environment object between different |
|
| 37 |
/// problems. |
|
| 38 |
class CplexEnv {
|
|
| 39 |
friend class CplexBase; |
|
| 40 |
private: |
|
| 41 |
cpxenv* _env; |
|
| 42 |
mutable int* _cnt; |
|
| 43 |
|
|
| 44 |
public: |
|
| 45 |
|
|
| 46 |
/// \brief This exception is thrown when the license check is not |
|
| 47 |
/// sufficient |
|
| 48 |
class LicenseError : public Exception {
|
|
| 49 |
friend class CplexEnv; |
|
| 50 |
private: |
|
| 51 |
|
|
| 52 |
LicenseError(int status); |
|
| 53 |
char _message[510]; |
|
| 54 |
|
|
| 55 |
public: |
|
| 56 |
|
|
| 57 |
/// The short error message |
|
| 58 |
virtual const char* what() const throw() {
|
|
| 59 |
return _message; |
|
| 60 |
} |
|
| 61 |
}; |
|
| 62 |
|
|
| 63 |
/// Constructor |
|
| 64 |
CplexEnv(); |
|
| 65 |
/// Shallow copy constructor |
|
| 66 |
CplexEnv(const CplexEnv&); |
|
| 67 |
/// Shallow assignement |
|
| 68 |
CplexEnv& operator=(const CplexEnv&); |
|
| 69 |
/// Destructor |
|
| 70 |
virtual ~CplexEnv(); |
|
| 71 |
|
|
| 72 |
protected: |
|
| 73 |
|
|
| 74 |
cpxenv* cplexEnv() { return _env; }
|
|
| 75 |
const cpxenv* cplexEnv() const { return _env; }
|
|
| 76 |
}; |
|
| 77 |
|
|
| 78 |
/// \brief Base interface for the CPLEX LP and MIP solver |
|
| 79 |
/// |
|
| 80 |
/// This class implements the common interface of the CPLEX LP and |
|
| 81 |
/// MIP solvers. |
|
| 82 |
/// \ingroup lp_group |
|
| 83 |
class CplexBase : virtual public LpBase {
|
|
| 84 |
protected: |
|
| 85 |
|
|
| 86 |
CplexEnv _env; |
|
| 87 |
cpxlp* _prob; |
|
| 88 |
|
|
| 89 |
CplexBase(); |
|
| 90 |
CplexBase(const CplexEnv&); |
|
| 91 |
CplexBase(const CplexBase &); |
|
| 92 |
virtual ~CplexBase(); |
|
| 93 |
|
|
| 94 |
virtual int _addCol(); |
|
| 95 |
virtual int _addRow(); |
|
| 96 |
|
|
| 97 |
virtual void _eraseCol(int i); |
|
| 98 |
virtual void _eraseRow(int i); |
|
| 99 |
|
|
| 100 |
virtual void _eraseColId(int i); |
|
| 101 |
virtual void _eraseRowId(int i); |
|
| 102 |
|
|
| 103 |
virtual void _getColName(int col, std::string& name) const; |
|
| 104 |
virtual void _setColName(int col, const std::string& name); |
|
| 105 |
virtual int _colByName(const std::string& name) const; |
|
| 106 |
|
|
| 107 |
virtual void _getRowName(int row, std::string& name) const; |
|
| 108 |
virtual void _setRowName(int row, const std::string& name); |
|
| 109 |
virtual int _rowByName(const std::string& name) const; |
|
| 110 |
|
|
| 111 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 112 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
| 113 |
|
|
| 114 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 115 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
| 116 |
|
|
| 117 |
virtual void _setCoeff(int row, int col, Value value); |
|
| 118 |
virtual Value _getCoeff(int row, int col) const; |
|
| 119 |
|
|
| 120 |
virtual void _setColLowerBound(int i, Value value); |
|
| 121 |
virtual Value _getColLowerBound(int i) const; |
|
| 122 |
|
|
| 123 |
virtual void _setColUpperBound(int i, Value value); |
|
| 124 |
virtual Value _getColUpperBound(int i) const; |
|
| 125 |
|
|
| 126 |
private: |
|
| 127 |
void _set_row_bounds(int i, Value lb, Value ub); |
|
| 128 |
protected: |
|
| 129 |
|
|
| 130 |
virtual void _setRowLowerBound(int i, Value value); |
|
| 131 |
virtual Value _getRowLowerBound(int i) const; |
|
| 132 |
|
|
| 133 |
virtual void _setRowUpperBound(int i, Value value); |
|
| 134 |
virtual Value _getRowUpperBound(int i) const; |
|
| 135 |
|
|
| 136 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
| 137 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
| 138 |
|
|
| 139 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
| 140 |
virtual Value _getObjCoeff(int i) const; |
|
| 141 |
|
|
| 142 |
virtual void _setSense(Sense sense); |
|
| 143 |
virtual Sense _getSense() const; |
|
| 144 |
|
|
| 145 |
virtual void _clear(); |
|
| 146 |
|
|
| 147 |
public: |
|
| 148 |
|
|
| 149 |
/// Returns the used \c CplexEnv instance |
|
| 150 |
const CplexEnv& env() const { return _env; }
|
|
| 151 |
/// |
|
| 152 |
const cpxenv* cplexEnv() const { return _env.cplexEnv(); }
|
|
| 153 |
|
|
| 154 |
cpxlp* cplexLp() { return _prob; }
|
|
| 155 |
const cpxlp* cplexLp() const { return _prob; }
|
|
| 156 |
|
|
| 157 |
}; |
|
| 158 |
|
|
| 159 |
/// \brief Interface for the CPLEX LP solver |
|
| 160 |
/// |
|
| 161 |
/// This class implements an interface for the CPLEX LP solver. |
|
| 162 |
///\ingroup lp_group |
|
| 163 |
class LpCplex : public CplexBase, public LpSolver {
|
|
| 164 |
public: |
|
| 165 |
/// \e |
|
| 166 |
LpCplex(); |
|
| 167 |
/// \e |
|
| 168 |
LpCplex(const CplexEnv&); |
|
| 169 |
/// \e |
|
| 170 |
LpCplex(const LpCplex&); |
|
| 171 |
/// \e |
|
| 172 |
virtual ~LpCplex(); |
|
| 173 |
|
|
| 174 |
private: |
|
| 175 |
|
|
| 176 |
// these values cannot retrieved element by element |
|
| 177 |
mutable std::vector<int> _col_status; |
|
| 178 |
mutable std::vector<int> _row_status; |
|
| 179 |
|
|
| 180 |
mutable std::vector<Value> _primal_ray; |
|
| 181 |
mutable std::vector<Value> _dual_ray; |
|
| 182 |
|
|
| 183 |
void _clear_temporals(); |
|
| 184 |
|
|
| 185 |
SolveExitStatus convertStatus(int status); |
|
| 186 |
|
|
| 187 |
protected: |
|
| 188 |
|
|
| 189 |
virtual LpCplex* _cloneSolver() const; |
|
| 190 |
virtual LpCplex* _newSolver() const; |
|
| 191 |
|
|
| 192 |
virtual const char* _solverName() const; |
|
| 193 |
|
|
| 194 |
virtual SolveExitStatus _solve(); |
|
| 195 |
virtual Value _getPrimal(int i) const; |
|
| 196 |
virtual Value _getDual(int i) const; |
|
| 197 |
virtual Value _getPrimalValue() const; |
|
| 198 |
|
|
| 199 |
virtual VarStatus _getColStatus(int i) const; |
|
| 200 |
virtual VarStatus _getRowStatus(int i) const; |
|
| 201 |
|
|
| 202 |
virtual Value _getPrimalRay(int i) const; |
|
| 203 |
virtual Value _getDualRay(int i) const; |
|
| 204 |
|
|
| 205 |
virtual ProblemType _getPrimalType() const; |
|
| 206 |
virtual ProblemType _getDualType() const; |
|
| 207 |
|
|
| 208 |
public: |
|
| 209 |
|
|
| 210 |
/// Solve with primal simplex method |
|
| 211 |
SolveExitStatus solvePrimal(); |
|
| 212 |
|
|
| 213 |
/// Solve with dual simplex method |
|
| 214 |
SolveExitStatus solveDual(); |
|
| 215 |
|
|
| 216 |
/// Solve with barrier method |
|
| 217 |
SolveExitStatus solveBarrier(); |
|
| 218 |
|
|
| 219 |
}; |
|
| 220 |
|
|
| 221 |
/// \brief Interface for the CPLEX MIP solver |
|
| 222 |
/// |
|
| 223 |
/// This class implements an interface for the CPLEX MIP solver. |
|
| 224 |
///\ingroup lp_group |
|
| 225 |
class MipCplex : public CplexBase, public MipSolver {
|
|
| 226 |
public: |
|
| 227 |
/// \e |
|
| 228 |
MipCplex(); |
|
| 229 |
/// \e |
|
| 230 |
MipCplex(const CplexEnv&); |
|
| 231 |
/// \e |
|
| 232 |
MipCplex(const MipCplex&); |
|
| 233 |
/// \e |
|
| 234 |
virtual ~MipCplex(); |
|
| 235 |
|
|
| 236 |
protected: |
|
| 237 |
|
|
| 238 |
virtual MipCplex* _cloneSolver() const; |
|
| 239 |
virtual MipCplex* _newSolver() const; |
|
| 240 |
|
|
| 241 |
virtual const char* _solverName() const; |
|
| 242 |
|
|
| 243 |
virtual ColTypes _getColType(int col) const; |
|
| 244 |
virtual void _setColType(int col, ColTypes col_type); |
|
| 245 |
|
|
| 246 |
virtual SolveExitStatus _solve(); |
|
| 247 |
virtual ProblemType _getType() const; |
|
| 248 |
virtual Value _getSol(int i) const; |
|
| 249 |
virtual Value _getSolValue() const; |
|
| 250 |
|
|
| 251 |
}; |
|
| 252 |
|
|
| 253 |
} //END OF NAMESPACE LEMON |
|
| 254 |
|
|
| 255 |
#endif //LEMON_CPLEX_H |
|
| 256 |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
///\file |
|
| 20 |
///\brief Implementation of the LEMON GLPK LP and MIP solver interface. |
|
| 21 |
|
|
| 22 |
#include <lemon/glpk.h> |
|
| 23 |
#include <glpk.h> |
|
| 24 |
|
|
| 25 |
#include <lemon/assert.h> |
|
| 26 |
|
|
| 27 |
namespace lemon {
|
|
| 28 |
|
|
| 29 |
// GlpkBase members |
|
| 30 |
|
|
| 31 |
GlpkBase::GlpkBase() : LpBase() {
|
|
| 32 |
lp = glp_create_prob(); |
|
| 33 |
glp_create_index(lp); |
|
| 34 |
} |
|
| 35 |
|
|
| 36 |
GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() {
|
|
| 37 |
lp = glp_create_prob(); |
|
| 38 |
glp_copy_prob(lp, other.lp, GLP_ON); |
|
| 39 |
glp_create_index(lp); |
|
| 40 |
rows = other.rows; |
|
| 41 |
cols = other.cols; |
|
| 42 |
} |
|
| 43 |
|
|
| 44 |
GlpkBase::~GlpkBase() {
|
|
| 45 |
glp_delete_prob(lp); |
|
| 46 |
} |
|
| 47 |
|
|
| 48 |
int GlpkBase::_addCol() {
|
|
| 49 |
int i = glp_add_cols(lp, 1); |
|
| 50 |
glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0); |
|
| 51 |
return i; |
|
| 52 |
} |
|
| 53 |
|
|
| 54 |
int GlpkBase::_addRow() {
|
|
| 55 |
int i = glp_add_rows(lp, 1); |
|
| 56 |
glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0); |
|
| 57 |
return i; |
|
| 58 |
} |
|
| 59 |
|
|
| 60 |
void GlpkBase::_eraseCol(int i) {
|
|
| 61 |
int ca[2]; |
|
| 62 |
ca[1] = i; |
|
| 63 |
glp_del_cols(lp, 1, ca); |
|
| 64 |
} |
|
| 65 |
|
|
| 66 |
void GlpkBase::_eraseRow(int i) {
|
|
| 67 |
int ra[2]; |
|
| 68 |
ra[1] = i; |
|
| 69 |
glp_del_rows(lp, 1, ra); |
|
| 70 |
} |
|
| 71 |
|
|
| 72 |
void GlpkBase::_eraseColId(int i) {
|
|
| 73 |
cols.eraseIndex(i); |
|
| 74 |
cols.shiftIndices(i); |
|
| 75 |
} |
|
| 76 |
|
|
| 77 |
void GlpkBase::_eraseRowId(int i) {
|
|
| 78 |
rows.eraseIndex(i); |
|
| 79 |
rows.shiftIndices(i); |
|
| 80 |
} |
|
| 81 |
|
|
| 82 |
void GlpkBase::_getColName(int c, std::string& name) const {
|
|
| 83 |
const char *str = glp_get_col_name(lp, c); |
|
| 84 |
if (str) name = str; |
|
| 85 |
else name.clear(); |
|
| 86 |
} |
|
| 87 |
|
|
| 88 |
void GlpkBase::_setColName(int c, const std::string & name) {
|
|
| 89 |
glp_set_col_name(lp, c, const_cast<char*>(name.c_str())); |
|
| 90 |
|
|
| 91 |
} |
|
| 92 |
|
|
| 93 |
int GlpkBase::_colByName(const std::string& name) const {
|
|
| 94 |
int k = glp_find_col(lp, const_cast<char*>(name.c_str())); |
|
| 95 |
return k > 0 ? k : -1; |
|
| 96 |
} |
|
| 97 |
|
|
| 98 |
void GlpkBase::_getRowName(int r, std::string& name) const {
|
|
| 99 |
const char *str = glp_get_row_name(lp, r); |
|
| 100 |
if (str) name = str; |
|
| 101 |
else name.clear(); |
|
| 102 |
} |
|
| 103 |
|
|
| 104 |
void GlpkBase::_setRowName(int r, const std::string & name) {
|
|
| 105 |
glp_set_row_name(lp, r, const_cast<char*>(name.c_str())); |
|
| 106 |
|
|
| 107 |
} |
|
| 108 |
|
|
| 109 |
int GlpkBase::_rowByName(const std::string& name) const {
|
|
| 110 |
int k = glp_find_row(lp, const_cast<char*>(name.c_str())); |
|
| 111 |
return k > 0 ? k : -1; |
|
| 112 |
} |
|
| 113 |
|
|
| 114 |
void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
|
|
| 115 |
std::vector<int> indexes; |
|
| 116 |
std::vector<Value> values; |
|
| 117 |
|
|
| 118 |
indexes.push_back(0); |
|
| 119 |
values.push_back(0); |
|
| 120 |
|
|
| 121 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 122 |
indexes.push_back(it->first); |
|
| 123 |
values.push_back(it->second); |
|
| 124 |
} |
|
| 125 |
|
|
| 126 |
glp_set_mat_row(lp, i, values.size() - 1, |
|
| 127 |
&indexes.front(), &values.front()); |
|
| 128 |
} |
|
| 129 |
|
|
| 130 |
void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const {
|
|
| 131 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
|
| 132 |
|
|
| 133 |
std::vector<int> indexes(length + 1); |
|
| 134 |
std::vector<Value> values(length + 1); |
|
| 135 |
|
|
| 136 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
|
| 137 |
|
|
| 138 |
for (int i = 1; i <= length; ++i) {
|
|
| 139 |
*b = std::make_pair(indexes[i], values[i]); |
|
| 140 |
++b; |
|
| 141 |
} |
|
| 142 |
} |
|
| 143 |
|
|
| 144 |
void GlpkBase::_setColCoeffs(int ix, ExprIterator b, |
|
| 145 |
ExprIterator e) {
|
|
| 146 |
|
|
| 147 |
std::vector<int> indexes; |
|
| 148 |
std::vector<Value> values; |
|
| 149 |
|
|
| 150 |
indexes.push_back(0); |
|
| 151 |
values.push_back(0); |
|
| 152 |
|
|
| 153 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 154 |
indexes.push_back(it->first); |
|
| 155 |
values.push_back(it->second); |
|
| 156 |
} |
|
| 157 |
|
|
| 158 |
glp_set_mat_col(lp, ix, values.size() - 1, |
|
| 159 |
&indexes.front(), &values.front()); |
|
| 160 |
} |
|
| 161 |
|
|
| 162 |
void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const {
|
|
| 163 |
int length = glp_get_mat_col(lp, ix, 0, 0); |
|
| 164 |
|
|
| 165 |
std::vector<int> indexes(length + 1); |
|
| 166 |
std::vector<Value> values(length + 1); |
|
| 167 |
|
|
| 168 |
glp_get_mat_col(lp, ix, &indexes.front(), &values.front()); |
|
| 169 |
|
|
| 170 |
for (int i = 1; i <= length; ++i) {
|
|
| 171 |
*b = std::make_pair(indexes[i], values[i]); |
|
| 172 |
++b; |
|
| 173 |
} |
|
| 174 |
} |
|
| 175 |
|
|
| 176 |
void GlpkBase::_setCoeff(int ix, int jx, Value value) {
|
|
| 177 |
|
|
| 178 |
if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) {
|
|
| 179 |
|
|
| 180 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
|
| 181 |
|
|
| 182 |
std::vector<int> indexes(length + 2); |
|
| 183 |
std::vector<Value> values(length + 2); |
|
| 184 |
|
|
| 185 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
|
| 186 |
|
|
| 187 |
//The following code does not suppose that the elements of the |
|
| 188 |
//array indexes are sorted |
|
| 189 |
bool found = false; |
|
| 190 |
for (int i = 1; i <= length; ++i) {
|
|
| 191 |
if (indexes[i] == jx) {
|
|
| 192 |
found = true; |
|
| 193 |
values[i] = value; |
|
| 194 |
break; |
|
| 195 |
} |
|
| 196 |
} |
|
| 197 |
if (!found) {
|
|
| 198 |
++length; |
|
| 199 |
indexes[length] = jx; |
|
| 200 |
values[length] = value; |
|
| 201 |
} |
|
| 202 |
|
|
| 203 |
glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front()); |
|
| 204 |
|
|
| 205 |
} else {
|
|
| 206 |
|
|
| 207 |
int length = glp_get_mat_col(lp, jx, 0, 0); |
|
| 208 |
|
|
| 209 |
std::vector<int> indexes(length + 2); |
|
| 210 |
std::vector<Value> values(length + 2); |
|
| 211 |
|
|
| 212 |
glp_get_mat_col(lp, jx, &indexes.front(), &values.front()); |
|
| 213 |
|
|
| 214 |
//The following code does not suppose that the elements of the |
|
| 215 |
//array indexes are sorted |
|
| 216 |
bool found = false; |
|
| 217 |
for (int i = 1; i <= length; ++i) {
|
|
| 218 |
if (indexes[i] == ix) {
|
|
| 219 |
found = true; |
|
| 220 |
values[i] = value; |
|
| 221 |
break; |
|
| 222 |
} |
|
| 223 |
} |
|
| 224 |
if (!found) {
|
|
| 225 |
++length; |
|
| 226 |
indexes[length] = ix; |
|
| 227 |
values[length] = value; |
|
| 228 |
} |
|
| 229 |
|
|
| 230 |
glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front()); |
|
| 231 |
} |
|
| 232 |
|
|
| 233 |
} |
|
| 234 |
|
|
| 235 |
GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const {
|
|
| 236 |
|
|
| 237 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
|
| 238 |
|
|
| 239 |
std::vector<int> indexes(length + 1); |
|
| 240 |
std::vector<Value> values(length + 1); |
|
| 241 |
|
|
| 242 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
|
| 243 |
|
|
| 244 |
for (int i = 1; i <= length; ++i) {
|
|
| 245 |
if (indexes[i] == jx) {
|
|
| 246 |
return values[i]; |
|
| 247 |
} |
|
| 248 |
} |
|
| 249 |
|
|
| 250 |
return 0; |
|
| 251 |
} |
|
| 252 |
|
|
| 253 |
void GlpkBase::_setColLowerBound(int i, Value lo) {
|
|
| 254 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
|
| 255 |
|
|
| 256 |
int b = glp_get_col_type(lp, i); |
|
| 257 |
double up = glp_get_col_ub(lp, i); |
|
| 258 |
if (lo == -INF) {
|
|
| 259 |
switch (b) {
|
|
| 260 |
case GLP_FR: |
|
| 261 |
case GLP_LO: |
|
| 262 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
|
| 263 |
break; |
|
| 264 |
case GLP_UP: |
|
| 265 |
break; |
|
| 266 |
case GLP_DB: |
|
| 267 |
case GLP_FX: |
|
| 268 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
|
| 269 |
break; |
|
| 270 |
default: |
|
| 271 |
break; |
|
| 272 |
} |
|
| 273 |
} else {
|
|
| 274 |
switch (b) {
|
|
| 275 |
case GLP_FR: |
|
| 276 |
case GLP_LO: |
|
| 277 |
glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
|
| 278 |
break; |
|
| 279 |
case GLP_UP: |
|
| 280 |
case GLP_DB: |
|
| 281 |
case GLP_FX: |
|
| 282 |
if (lo == up) |
|
| 283 |
glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
|
| 284 |
else |
|
| 285 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
|
| 286 |
break; |
|
| 287 |
default: |
|
| 288 |
break; |
|
| 289 |
} |
|
| 290 |
} |
|
| 291 |
} |
|
| 292 |
|
|
| 293 |
GlpkBase::Value GlpkBase::_getColLowerBound(int i) const {
|
|
| 294 |
int b = glp_get_col_type(lp, i); |
|
| 295 |
switch (b) {
|
|
| 296 |
case GLP_LO: |
|
| 297 |
case GLP_DB: |
|
| 298 |
case GLP_FX: |
|
| 299 |
return glp_get_col_lb(lp, i); |
|
| 300 |
default: |
|
| 301 |
return -INF; |
|
| 302 |
} |
|
| 303 |
} |
|
| 304 |
|
|
| 305 |
void GlpkBase::_setColUpperBound(int i, Value up) {
|
|
| 306 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
|
| 307 |
|
|
| 308 |
int b = glp_get_col_type(lp, i); |
|
| 309 |
double lo = glp_get_col_lb(lp, i); |
|
| 310 |
if (up == INF) {
|
|
| 311 |
switch (b) {
|
|
| 312 |
case GLP_FR: |
|
| 313 |
case GLP_LO: |
|
| 314 |
break; |
|
| 315 |
case GLP_UP: |
|
| 316 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
|
| 317 |
break; |
|
| 318 |
case GLP_DB: |
|
| 319 |
case GLP_FX: |
|
| 320 |
glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
|
| 321 |
break; |
|
| 322 |
default: |
|
| 323 |
break; |
|
| 324 |
} |
|
| 325 |
} else {
|
|
| 326 |
switch (b) {
|
|
| 327 |
case GLP_FR: |
|
| 328 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
|
| 329 |
break; |
|
| 330 |
case GLP_UP: |
|
| 331 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
|
| 332 |
break; |
|
| 333 |
case GLP_LO: |
|
| 334 |
case GLP_DB: |
|
| 335 |
case GLP_FX: |
|
| 336 |
if (lo == up) |
|
| 337 |
glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
|
| 338 |
else |
|
| 339 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
|
| 340 |
break; |
|
| 341 |
default: |
|
| 342 |
break; |
|
| 343 |
} |
|
| 344 |
} |
|
| 345 |
|
|
| 346 |
} |
|
| 347 |
|
|
| 348 |
GlpkBase::Value GlpkBase::_getColUpperBound(int i) const {
|
|
| 349 |
int b = glp_get_col_type(lp, i); |
|
| 350 |
switch (b) {
|
|
| 351 |
case GLP_UP: |
|
| 352 |
case GLP_DB: |
|
| 353 |
case GLP_FX: |
|
| 354 |
return glp_get_col_ub(lp, i); |
|
| 355 |
default: |
|
| 356 |
return INF; |
|
| 357 |
} |
|
| 358 |
} |
|
| 359 |
|
|
| 360 |
void GlpkBase::_setRowLowerBound(int i, Value lo) {
|
|
| 361 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
|
| 362 |
|
|
| 363 |
int b = glp_get_row_type(lp, i); |
|
| 364 |
double up = glp_get_row_ub(lp, i); |
|
| 365 |
if (lo == -INF) {
|
|
| 366 |
switch (b) {
|
|
| 367 |
case GLP_FR: |
|
| 368 |
case GLP_LO: |
|
| 369 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
|
| 370 |
break; |
|
| 371 |
case GLP_UP: |
|
| 372 |
break; |
|
| 373 |
case GLP_DB: |
|
| 374 |
case GLP_FX: |
|
| 375 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
|
| 376 |
break; |
|
| 377 |
default: |
|
| 378 |
break; |
|
| 379 |
} |
|
| 380 |
} else {
|
|
| 381 |
switch (b) {
|
|
| 382 |
case GLP_FR: |
|
| 383 |
case GLP_LO: |
|
| 384 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
|
| 385 |
break; |
|
| 386 |
case GLP_UP: |
|
| 387 |
case GLP_DB: |
|
| 388 |
case GLP_FX: |
|
| 389 |
if (lo == up) |
|
| 390 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
|
| 391 |
else |
|
| 392 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
|
| 393 |
break; |
|
| 394 |
default: |
|
| 395 |
break; |
|
| 396 |
} |
|
| 397 |
} |
|
| 398 |
|
|
| 399 |
} |
|
| 400 |
|
|
| 401 |
GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const {
|
|
| 402 |
int b = glp_get_row_type(lp, i); |
|
| 403 |
switch (b) {
|
|
| 404 |
case GLP_LO: |
|
| 405 |
case GLP_DB: |
|
| 406 |
case GLP_FX: |
|
| 407 |
return glp_get_row_lb(lp, i); |
|
| 408 |
default: |
|
| 409 |
return -INF; |
|
| 410 |
} |
|
| 411 |
} |
|
| 412 |
|
|
| 413 |
void GlpkBase::_setRowUpperBound(int i, Value up) {
|
|
| 414 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
|
| 415 |
|
|
| 416 |
int b = glp_get_row_type(lp, i); |
|
| 417 |
double lo = glp_get_row_lb(lp, i); |
|
| 418 |
if (up == INF) {
|
|
| 419 |
switch (b) {
|
|
| 420 |
case GLP_FR: |
|
| 421 |
case GLP_LO: |
|
| 422 |
break; |
|
| 423 |
case GLP_UP: |
|
| 424 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
|
| 425 |
break; |
|
| 426 |
case GLP_DB: |
|
| 427 |
case GLP_FX: |
|
| 428 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
|
| 429 |
break; |
|
| 430 |
default: |
|
| 431 |
break; |
|
| 432 |
} |
|
| 433 |
} else {
|
|
| 434 |
switch (b) {
|
|
| 435 |
case GLP_FR: |
|
| 436 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
|
| 437 |
break; |
|
| 438 |
case GLP_UP: |
|
| 439 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
|
| 440 |
break; |
|
| 441 |
case GLP_LO: |
|
| 442 |
case GLP_DB: |
|
| 443 |
case GLP_FX: |
|
| 444 |
if (lo == up) |
|
| 445 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
|
| 446 |
else |
|
| 447 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
|
| 448 |
break; |
|
| 449 |
default: |
|
| 450 |
break; |
|
| 451 |
} |
|
| 452 |
} |
|
| 453 |
} |
|
| 454 |
|
|
| 455 |
GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const {
|
|
| 456 |
int b = glp_get_row_type(lp, i); |
|
| 457 |
switch (b) {
|
|
| 458 |
case GLP_UP: |
|
| 459 |
case GLP_DB: |
|
| 460 |
case GLP_FX: |
|
| 461 |
return glp_get_row_ub(lp, i); |
|
| 462 |
default: |
|
| 463 |
return INF; |
|
| 464 |
} |
|
| 465 |
} |
|
| 466 |
|
|
| 467 |
void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
|
| 468 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
|
| 469 |
glp_set_obj_coef(lp, i, 0.0); |
|
| 470 |
} |
|
| 471 |
for (ExprIterator it = b; it != e; ++it) {
|
|
| 472 |
glp_set_obj_coef(lp, it->first, it->second); |
|
| 473 |
} |
|
| 474 |
} |
|
| 475 |
|
|
| 476 |
void GlpkBase::_getObjCoeffs(InsertIterator b) const {
|
|
| 477 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
|
| 478 |
Value val = glp_get_obj_coef(lp, i); |
|
| 479 |
if (val != 0.0) {
|
|
| 480 |
*b = std::make_pair(i, val); |
|
| 481 |
++b; |
|
| 482 |
} |
|
| 483 |
} |
|
| 484 |
} |
|
| 485 |
|
|
| 486 |
void GlpkBase::_setObjCoeff(int i, Value obj_coef) {
|
|
| 487 |
//i = 0 means the constant term (shift) |
|
| 488 |
glp_set_obj_coef(lp, i, obj_coef); |
|
| 489 |
} |
|
| 490 |
|
|
| 491 |
GlpkBase::Value GlpkBase::_getObjCoeff(int i) const {
|
|
| 492 |
//i = 0 means the constant term (shift) |
|
| 493 |
return glp_get_obj_coef(lp, i); |
|
| 494 |
} |
|
| 495 |
|
|
| 496 |
void GlpkBase::_setSense(GlpkBase::Sense sense) {
|
|
| 497 |
switch (sense) {
|
|
| 498 |
case MIN: |
|
| 499 |
glp_set_obj_dir(lp, GLP_MIN); |
|
| 500 |
break; |
|
| 501 |
case MAX: |
|
| 502 |
glp_set_obj_dir(lp, GLP_MAX); |
|
| 503 |
break; |
|
| 504 |
} |
|
| 505 |
} |
|
| 506 |
|
|
| 507 |
GlpkBase::Sense GlpkBase::_getSense() const {
|
|
| 508 |
switch(glp_get_obj_dir(lp)) {
|
|
| 509 |
case GLP_MIN: |
|
| 510 |
return MIN; |
|
| 511 |
case GLP_MAX: |
|
| 512 |
return MAX; |
|
| 513 |
default: |
|
| 514 |
LEMON_ASSERT(false, "Wrong sense"); |
|
| 515 |
return GlpkBase::Sense(); |
|
| 516 |
} |
|
| 517 |
} |
|
| 518 |
|
|
| 519 |
void GlpkBase::_clear() {
|
|
| 520 |
glp_erase_prob(lp); |
|
| 521 |
rows.clear(); |
|
| 522 |
cols.clear(); |
|
| 523 |
} |
|
| 524 |
|
|
| 525 |
// LpGlpk members |
|
| 526 |
|
|
| 527 |
LpGlpk::LpGlpk() |
|
| 528 |
: LpBase(), GlpkBase(), LpSolver() {
|
|
| 529 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 530 |
} |
|
| 531 |
|
|
| 532 |
LpGlpk::LpGlpk(const LpGlpk& other) |
|
| 533 |
: LpBase(other), GlpkBase(other), LpSolver(other) {
|
|
| 534 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 535 |
} |
|
| 536 |
|
|
| 537 |
LpGlpk* LpGlpk::_newSolver() const { return new LpGlpk; }
|
|
| 538 |
LpGlpk* LpGlpk::_cloneSolver() const { return new LpGlpk(*this); }
|
|
| 539 |
|
|
| 540 |
const char* LpGlpk::_solverName() const { return "LpGlpk"; }
|
|
| 541 |
|
|
| 542 |
void LpGlpk::_clear_temporals() {
|
|
| 543 |
_primal_ray.clear(); |
|
| 544 |
_dual_ray.clear(); |
|
| 545 |
} |
|
| 546 |
|
|
| 547 |
LpGlpk::SolveExitStatus LpGlpk::_solve() {
|
|
| 548 |
return solvePrimal(); |
|
| 549 |
} |
|
| 550 |
|
|
| 551 |
LpGlpk::SolveExitStatus LpGlpk::solvePrimal() {
|
|
| 552 |
_clear_temporals(); |
|
| 553 |
|
|
| 554 |
glp_smcp smcp; |
|
| 555 |
glp_init_smcp(&smcp); |
|
| 556 |
|
|
| 557 |
switch (_message_level) {
|
|
| 558 |
case MESSAGE_NO_OUTPUT: |
|
| 559 |
smcp.msg_lev = GLP_MSG_OFF; |
|
| 560 |
break; |
|
| 561 |
case MESSAGE_ERROR_MESSAGE: |
|
| 562 |
smcp.msg_lev = GLP_MSG_ERR; |
|
| 563 |
break; |
|
| 564 |
case MESSAGE_NORMAL_OUTPUT: |
|
| 565 |
smcp.msg_lev = GLP_MSG_ON; |
|
| 566 |
break; |
|
| 567 |
case MESSAGE_FULL_OUTPUT: |
|
| 568 |
smcp.msg_lev = GLP_MSG_ALL; |
|
| 569 |
break; |
|
| 570 |
} |
|
| 571 |
|
|
| 572 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
|
| 573 |
return SOLVED; |
|
| 574 |
} |
|
| 575 |
|
|
| 576 |
LpGlpk::SolveExitStatus LpGlpk::solveDual() {
|
|
| 577 |
_clear_temporals(); |
|
| 578 |
|
|
| 579 |
glp_smcp smcp; |
|
| 580 |
glp_init_smcp(&smcp); |
|
| 581 |
|
|
| 582 |
switch (_message_level) {
|
|
| 583 |
case MESSAGE_NO_OUTPUT: |
|
| 584 |
smcp.msg_lev = GLP_MSG_OFF; |
|
| 585 |
break; |
|
| 586 |
case MESSAGE_ERROR_MESSAGE: |
|
| 587 |
smcp.msg_lev = GLP_MSG_ERR; |
|
| 588 |
break; |
|
| 589 |
case MESSAGE_NORMAL_OUTPUT: |
|
| 590 |
smcp.msg_lev = GLP_MSG_ON; |
|
| 591 |
break; |
|
| 592 |
case MESSAGE_FULL_OUTPUT: |
|
| 593 |
smcp.msg_lev = GLP_MSG_ALL; |
|
| 594 |
break; |
|
| 595 |
} |
|
| 596 |
smcp.meth = GLP_DUAL; |
|
| 597 |
|
|
| 598 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
|
| 599 |
return SOLVED; |
|
| 600 |
} |
|
| 601 |
|
|
| 602 |
LpGlpk::Value LpGlpk::_getPrimal(int i) const {
|
|
| 603 |
return glp_get_col_prim(lp, i); |
|
| 604 |
} |
|
| 605 |
|
|
| 606 |
LpGlpk::Value LpGlpk::_getDual(int i) const {
|
|
| 607 |
return glp_get_row_dual(lp, i); |
|
| 608 |
} |
|
| 609 |
|
|
| 610 |
LpGlpk::Value LpGlpk::_getPrimalValue() const {
|
|
| 611 |
return glp_get_obj_val(lp); |
|
| 612 |
} |
|
| 613 |
|
|
| 614 |
LpGlpk::VarStatus LpGlpk::_getColStatus(int i) const {
|
|
| 615 |
switch (glp_get_col_stat(lp, i)) {
|
|
| 616 |
case GLP_BS: |
|
| 617 |
return BASIC; |
|
| 618 |
case GLP_UP: |
|
| 619 |
return UPPER; |
|
| 620 |
case GLP_LO: |
|
| 621 |
return LOWER; |
|
| 622 |
case GLP_NF: |
|
| 623 |
return FREE; |
|
| 624 |
case GLP_NS: |
|
| 625 |
return FIXED; |
|
| 626 |
default: |
|
| 627 |
LEMON_ASSERT(false, "Wrong column status"); |
|
| 628 |
return LpGlpk::VarStatus(); |
|
| 629 |
} |
|
| 630 |
} |
|
| 631 |
|
|
| 632 |
LpGlpk::VarStatus LpGlpk::_getRowStatus(int i) const {
|
|
| 633 |
switch (glp_get_row_stat(lp, i)) {
|
|
| 634 |
case GLP_BS: |
|
| 635 |
return BASIC; |
|
| 636 |
case GLP_UP: |
|
| 637 |
return UPPER; |
|
| 638 |
case GLP_LO: |
|
| 639 |
return LOWER; |
|
| 640 |
case GLP_NF: |
|
| 641 |
return FREE; |
|
| 642 |
case GLP_NS: |
|
| 643 |
return FIXED; |
|
| 644 |
default: |
|
| 645 |
LEMON_ASSERT(false, "Wrong row status"); |
|
| 646 |
return LpGlpk::VarStatus(); |
|
| 647 |
} |
|
| 648 |
} |
|
| 649 |
|
|
| 650 |
LpGlpk::Value LpGlpk::_getPrimalRay(int i) const {
|
|
| 651 |
if (_primal_ray.empty()) {
|
|
| 652 |
int row_num = glp_get_num_rows(lp); |
|
| 653 |
int col_num = glp_get_num_cols(lp); |
|
| 654 |
|
|
| 655 |
_primal_ray.resize(col_num + 1, 0.0); |
|
| 656 |
|
|
| 657 |
int index = glp_get_unbnd_ray(lp); |
|
| 658 |
if (index != 0) {
|
|
| 659 |
// The primal ray is found in primal simplex second phase |
|
| 660 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
|
| 661 |
glp_get_col_stat(lp, index - row_num)) != GLP_BS, |
|
| 662 |
"Wrong primal ray"); |
|
| 663 |
|
|
| 664 |
bool negate = glp_get_obj_dir(lp) == GLP_MAX; |
|
| 665 |
|
|
| 666 |
if (index > row_num) {
|
|
| 667 |
_primal_ray[index - row_num] = 1.0; |
|
| 668 |
if (glp_get_col_dual(lp, index - row_num) > 0) {
|
|
| 669 |
negate = !negate; |
|
| 670 |
} |
|
| 671 |
} else {
|
|
| 672 |
if (glp_get_row_dual(lp, index) > 0) {
|
|
| 673 |
negate = !negate; |
|
| 674 |
} |
|
| 675 |
} |
|
| 676 |
|
|
| 677 |
std::vector<int> ray_indexes(row_num + 1); |
|
| 678 |
std::vector<Value> ray_values(row_num + 1); |
|
| 679 |
int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(), |
|
| 680 |
&ray_values.front()); |
|
| 681 |
|
|
| 682 |
for (int i = 1; i <= ray_length; ++i) {
|
|
| 683 |
if (ray_indexes[i] > row_num) {
|
|
| 684 |
_primal_ray[ray_indexes[i] - row_num] = ray_values[i]; |
|
| 685 |
} |
|
| 686 |
} |
|
| 687 |
|
|
| 688 |
if (negate) {
|
|
| 689 |
for (int i = 1; i <= col_num; ++i) {
|
|
| 690 |
_primal_ray[i] = - _primal_ray[i]; |
|
| 691 |
} |
|
| 692 |
} |
|
| 693 |
} else {
|
|
| 694 |
for (int i = 1; i <= col_num; ++i) {
|
|
| 695 |
_primal_ray[i] = glp_get_col_prim(lp, i); |
|
| 696 |
} |
|
| 697 |
} |
|
| 698 |
} |
|
| 699 |
return _primal_ray[i]; |
|
| 700 |
} |
|
| 701 |
|
|
| 702 |
LpGlpk::Value LpGlpk::_getDualRay(int i) const {
|
|
| 703 |
if (_dual_ray.empty()) {
|
|
| 704 |
int row_num = glp_get_num_rows(lp); |
|
| 705 |
|
|
| 706 |
_dual_ray.resize(row_num + 1, 0.0); |
|
| 707 |
|
|
| 708 |
int index = glp_get_unbnd_ray(lp); |
|
| 709 |
if (index != 0) {
|
|
| 710 |
// The dual ray is found in dual simplex second phase |
|
| 711 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
|
| 712 |
glp_get_col_stat(lp, index - row_num)) == GLP_BS, |
|
| 713 |
|
|
| 714 |
"Wrong dual ray"); |
|
| 715 |
|
|
| 716 |
int idx; |
|
| 717 |
bool negate = false; |
|
| 718 |
|
|
| 719 |
if (index > row_num) {
|
|
| 720 |
idx = glp_get_col_bind(lp, index - row_num); |
|
| 721 |
if (glp_get_col_prim(lp, index - row_num) > |
|
| 722 |
glp_get_col_ub(lp, index - row_num)) {
|
|
| 723 |
negate = true; |
|
| 724 |
} |
|
| 725 |
} else {
|
|
| 726 |
idx = glp_get_row_bind(lp, index); |
|
| 727 |
if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) {
|
|
| 728 |
negate = true; |
|
| 729 |
} |
|
| 730 |
} |
|
| 731 |
|
|
| 732 |
_dual_ray[idx] = negate ? - 1.0 : 1.0; |
|
| 733 |
|
|
| 734 |
glp_btran(lp, &_dual_ray.front()); |
|
| 735 |
} else {
|
|
| 736 |
double eps = 1e-7; |
|
| 737 |
// The dual ray is found in primal simplex first phase |
|
| 738 |
// We assume that the glpk minimizes the slack to get feasible solution |
|
| 739 |
for (int i = 1; i <= row_num; ++i) {
|
|
| 740 |
int index = glp_get_bhead(lp, i); |
|
| 741 |
if (index <= row_num) {
|
|
| 742 |
double res = glp_get_row_prim(lp, index); |
|
| 743 |
if (res > glp_get_row_ub(lp, index) + eps) {
|
|
| 744 |
_dual_ray[i] = -1; |
|
| 745 |
} else if (res < glp_get_row_lb(lp, index) - eps) {
|
|
| 746 |
_dual_ray[i] = 1; |
|
| 747 |
} else {
|
|
| 748 |
_dual_ray[i] = 0; |
|
| 749 |
} |
|
| 750 |
_dual_ray[i] *= glp_get_rii(lp, index); |
|
| 751 |
} else {
|
|
| 752 |
double res = glp_get_col_prim(lp, index - row_num); |
|
| 753 |
if (res > glp_get_col_ub(lp, index - row_num) + eps) {
|
|
| 754 |
_dual_ray[i] = -1; |
|
| 755 |
} else if (res < glp_get_col_lb(lp, index - row_num) - eps) {
|
|
| 756 |
_dual_ray[i] = 1; |
|
| 757 |
} else {
|
|
| 758 |
_dual_ray[i] = 0; |
|
| 759 |
} |
|
| 760 |
_dual_ray[i] /= glp_get_sjj(lp, index - row_num); |
|
| 761 |
} |
|
| 762 |
} |
|
| 763 |
|
|
| 764 |
glp_btran(lp, &_dual_ray.front()); |
|
| 765 |
|
|
| 766 |
for (int i = 1; i <= row_num; ++i) {
|
|
| 767 |
_dual_ray[i] /= glp_get_rii(lp, i); |
|
| 768 |
} |
|
| 769 |
} |
|
| 770 |
} |
|
| 771 |
return _dual_ray[i]; |
|
| 772 |
} |
|
| 773 |
|
|
| 774 |
LpGlpk::ProblemType LpGlpk::_getPrimalType() const {
|
|
| 775 |
if (glp_get_status(lp) == GLP_OPT) |
|
| 776 |
return OPTIMAL; |
|
| 777 |
switch (glp_get_prim_stat(lp)) {
|
|
| 778 |
case GLP_UNDEF: |
|
| 779 |
return UNDEFINED; |
|
| 780 |
case GLP_FEAS: |
|
| 781 |
case GLP_INFEAS: |
|
| 782 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
|
|
| 783 |
return UNBOUNDED; |
|
| 784 |
} else {
|
|
| 785 |
return UNDEFINED; |
|
| 786 |
} |
|
| 787 |
case GLP_NOFEAS: |
|
| 788 |
return INFEASIBLE; |
|
| 789 |
default: |
|
| 790 |
LEMON_ASSERT(false, "Wrong primal type"); |
|
| 791 |
return LpGlpk::ProblemType(); |
|
| 792 |
} |
|
| 793 |
} |
|
| 794 |
|
|
| 795 |
LpGlpk::ProblemType LpGlpk::_getDualType() const {
|
|
| 796 |
if (glp_get_status(lp) == GLP_OPT) |
|
| 797 |
return OPTIMAL; |
|
| 798 |
switch (glp_get_dual_stat(lp)) {
|
|
| 799 |
case GLP_UNDEF: |
|
| 800 |
return UNDEFINED; |
|
| 801 |
case GLP_FEAS: |
|
| 802 |
case GLP_INFEAS: |
|
| 803 |
if (glp_get_prim_stat(lp) == GLP_NOFEAS) {
|
|
| 804 |
return UNBOUNDED; |
|
| 805 |
} else {
|
|
| 806 |
return UNDEFINED; |
|
| 807 |
} |
|
| 808 |
case GLP_NOFEAS: |
|
| 809 |
return INFEASIBLE; |
|
| 810 |
default: |
|
| 811 |
LEMON_ASSERT(false, "Wrong primal type"); |
|
| 812 |
return LpGlpk::ProblemType(); |
|
| 813 |
} |
|
| 814 |
} |
|
| 815 |
|
|
| 816 |
void LpGlpk::presolver(bool b) {
|
|
| 817 |
lpx_set_int_parm(lp, LPX_K_PRESOL, b ? 1 : 0); |
|
| 818 |
} |
|
| 819 |
|
|
| 820 |
void LpGlpk::messageLevel(MessageLevel m) {
|
|
| 821 |
_message_level = m; |
|
| 822 |
} |
|
| 823 |
|
|
| 824 |
// MipGlpk members |
|
| 825 |
|
|
| 826 |
MipGlpk::MipGlpk() |
|
| 827 |
: LpBase(), GlpkBase(), MipSolver() {
|
|
| 828 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 829 |
} |
|
| 830 |
|
|
| 831 |
MipGlpk::MipGlpk(const MipGlpk& other) |
|
| 832 |
: LpBase(), GlpkBase(other), MipSolver() {
|
|
| 833 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 834 |
} |
|
| 835 |
|
|
| 836 |
void MipGlpk::_setColType(int i, MipGlpk::ColTypes col_type) {
|
|
| 837 |
switch (col_type) {
|
|
| 838 |
case INTEGER: |
|
| 839 |
glp_set_col_kind(lp, i, GLP_IV); |
|
| 840 |
break; |
|
| 841 |
case REAL: |
|
| 842 |
glp_set_col_kind(lp, i, GLP_CV); |
|
| 843 |
break; |
|
| 844 |
} |
|
| 845 |
} |
|
| 846 |
|
|
| 847 |
MipGlpk::ColTypes MipGlpk::_getColType(int i) const {
|
|
| 848 |
switch (glp_get_col_kind(lp, i)) {
|
|
| 849 |
case GLP_IV: |
|
| 850 |
case GLP_BV: |
|
| 851 |
return INTEGER; |
|
| 852 |
default: |
|
| 853 |
return REAL; |
|
| 854 |
} |
|
| 855 |
|
|
| 856 |
} |
|
| 857 |
|
|
| 858 |
MipGlpk::SolveExitStatus MipGlpk::_solve() {
|
|
| 859 |
glp_smcp smcp; |
|
| 860 |
glp_init_smcp(&smcp); |
|
| 861 |
|
|
| 862 |
switch (_message_level) {
|
|
| 863 |
case MESSAGE_NO_OUTPUT: |
|
| 864 |
smcp.msg_lev = GLP_MSG_OFF; |
|
| 865 |
break; |
|
| 866 |
case MESSAGE_ERROR_MESSAGE: |
|
| 867 |
smcp.msg_lev = GLP_MSG_ERR; |
|
| 868 |
break; |
|
| 869 |
case MESSAGE_NORMAL_OUTPUT: |
|
| 870 |
smcp.msg_lev = GLP_MSG_ON; |
|
| 871 |
break; |
|
| 872 |
case MESSAGE_FULL_OUTPUT: |
|
| 873 |
smcp.msg_lev = GLP_MSG_ALL; |
|
| 874 |
break; |
|
| 875 |
} |
|
| 876 |
smcp.meth = GLP_DUAL; |
|
| 877 |
|
|
| 878 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
|
| 879 |
if (glp_get_status(lp) != GLP_OPT) return SOLVED; |
|
| 880 |
|
|
| 881 |
glp_iocp iocp; |
|
| 882 |
glp_init_iocp(&iocp); |
|
| 883 |
|
|
| 884 |
switch (_message_level) {
|
|
| 885 |
case MESSAGE_NO_OUTPUT: |
|
| 886 |
iocp.msg_lev = GLP_MSG_OFF; |
|
| 887 |
break; |
|
| 888 |
case MESSAGE_ERROR_MESSAGE: |
|
| 889 |
iocp.msg_lev = GLP_MSG_ERR; |
|
| 890 |
break; |
|
| 891 |
case MESSAGE_NORMAL_OUTPUT: |
|
| 892 |
iocp.msg_lev = GLP_MSG_ON; |
|
| 893 |
break; |
|
| 894 |
case MESSAGE_FULL_OUTPUT: |
|
| 895 |
iocp.msg_lev = GLP_MSG_ALL; |
|
| 896 |
break; |
|
| 897 |
} |
|
| 898 |
|
|
| 899 |
if (glp_intopt(lp, &iocp) != 0) return UNSOLVED; |
|
| 900 |
return SOLVED; |
|
| 901 |
} |
|
| 902 |
|
|
| 903 |
|
|
| 904 |
MipGlpk::ProblemType MipGlpk::_getType() const {
|
|
| 905 |
switch (glp_get_status(lp)) {
|
|
| 906 |
case GLP_OPT: |
|
| 907 |
switch (glp_mip_status(lp)) {
|
|
| 908 |
case GLP_UNDEF: |
|
| 909 |
return UNDEFINED; |
|
| 910 |
case GLP_NOFEAS: |
|
| 911 |
return INFEASIBLE; |
|
| 912 |
case GLP_FEAS: |
|
| 913 |
return FEASIBLE; |
|
| 914 |
case GLP_OPT: |
|
| 915 |
return OPTIMAL; |
|
| 916 |
default: |
|
| 917 |
LEMON_ASSERT(false, "Wrong problem type."); |
|
| 918 |
return MipGlpk::ProblemType(); |
|
| 919 |
} |
|
| 920 |
case GLP_NOFEAS: |
|
| 921 |
return INFEASIBLE; |
|
| 922 |
case GLP_INFEAS: |
|
| 923 |
case GLP_FEAS: |
|
| 924 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
|
|
| 925 |
return UNBOUNDED; |
|
| 926 |
} else {
|
|
| 927 |
return UNDEFINED; |
|
| 928 |
} |
|
| 929 |
default: |
|
| 930 |
LEMON_ASSERT(false, "Wrong problem type."); |
|
| 931 |
return MipGlpk::ProblemType(); |
|
| 932 |
} |
|
| 933 |
} |
|
| 934 |
|
|
| 935 |
MipGlpk::Value MipGlpk::_getSol(int i) const {
|
|
| 936 |
return glp_mip_col_val(lp, i); |
|
| 937 |
} |
|
| 938 |
|
|
| 939 |
MipGlpk::Value MipGlpk::_getSolValue() const {
|
|
| 940 |
return glp_mip_obj_val(lp); |
|
| 941 |
} |
|
| 942 |
|
|
| 943 |
MipGlpk* MipGlpk::_newSolver() const { return new MipGlpk; }
|
|
| 944 |
MipGlpk* MipGlpk::_cloneSolver() const {return new MipGlpk(*this); }
|
|
| 945 |
|
|
| 946 |
const char* MipGlpk::_solverName() const { return "MipGlpk"; }
|
|
| 947 |
|
|
| 948 |
void MipGlpk::messageLevel(MessageLevel m) {
|
|
| 949 |
_message_level = m; |
|
| 950 |
} |
|
| 951 |
|
|
| 952 |
} //END OF NAMESPACE LEMON |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#ifndef LEMON_GLPK_H |
|
| 20 |
#define LEMON_GLPK_H |
|
| 21 |
|
|
| 22 |
///\file |
|
| 23 |
///\brief Header of the LEMON-GLPK lp solver interface. |
|
| 24 |
///\ingroup lp_group |
|
| 25 |
|
|
| 26 |
#include <lemon/lp_base.h> |
|
| 27 |
|
|
| 28 |
// forward declaration |
|
| 29 |
#ifndef _GLP_PROB |
|
| 30 |
#define _GLP_PROB |
|
| 31 |
typedef struct { double _prob; } glp_prob;
|
|
| 32 |
/* LP/MIP problem object */ |
|
| 33 |
#endif |
|
| 34 |
|
|
| 35 |
namespace lemon {
|
|
| 36 |
|
|
| 37 |
|
|
| 38 |
/// \brief Base interface for the GLPK LP and MIP solver |
|
| 39 |
/// |
|
| 40 |
/// This class implements the common interface of the GLPK LP and MIP solver. |
|
| 41 |
/// \ingroup lp_group |
|
| 42 |
class GlpkBase : virtual public LpBase {
|
|
| 43 |
protected: |
|
| 44 |
|
|
| 45 |
typedef glp_prob LPX; |
|
| 46 |
glp_prob* lp; |
|
| 47 |
|
|
| 48 |
GlpkBase(); |
|
| 49 |
GlpkBase(const GlpkBase&); |
|
| 50 |
virtual ~GlpkBase(); |
|
| 51 |
|
|
| 52 |
protected: |
|
| 53 |
|
|
| 54 |
virtual int _addCol(); |
|
| 55 |
virtual int _addRow(); |
|
| 56 |
|
|
| 57 |
virtual void _eraseCol(int i); |
|
| 58 |
virtual void _eraseRow(int i); |
|
| 59 |
|
|
| 60 |
virtual void _eraseColId(int i); |
|
| 61 |
virtual void _eraseRowId(int i); |
|
| 62 |
|
|
| 63 |
virtual void _getColName(int col, std::string& name) const; |
|
| 64 |
virtual void _setColName(int col, const std::string& name); |
|
| 65 |
virtual int _colByName(const std::string& name) const; |
|
| 66 |
|
|
| 67 |
virtual void _getRowName(int row, std::string& name) const; |
|
| 68 |
virtual void _setRowName(int row, const std::string& name); |
|
| 69 |
virtual int _rowByName(const std::string& name) const; |
|
| 70 |
|
|
| 71 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 72 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
| 73 |
|
|
| 74 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 75 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
| 76 |
|
|
| 77 |
virtual void _setCoeff(int row, int col, Value value); |
|
| 78 |
virtual Value _getCoeff(int row, int col) const; |
|
| 79 |
|
|
| 80 |
virtual void _setColLowerBound(int i, Value value); |
|
| 81 |
virtual Value _getColLowerBound(int i) const; |
|
| 82 |
|
|
| 83 |
virtual void _setColUpperBound(int i, Value value); |
|
| 84 |
virtual Value _getColUpperBound(int i) const; |
|
| 85 |
|
|
| 86 |
virtual void _setRowLowerBound(int i, Value value); |
|
| 87 |
virtual Value _getRowLowerBound(int i) const; |
|
| 88 |
|
|
| 89 |
virtual void _setRowUpperBound(int i, Value value); |
|
| 90 |
virtual Value _getRowUpperBound(int i) const; |
|
| 91 |
|
|
| 92 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
| 93 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
| 94 |
|
|
| 95 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
| 96 |
virtual Value _getObjCoeff(int i) const; |
|
| 97 |
|
|
| 98 |
virtual void _setSense(Sense); |
|
| 99 |
virtual Sense _getSense() const; |
|
| 100 |
|
|
| 101 |
virtual void _clear(); |
|
| 102 |
|
|
| 103 |
public: |
|
| 104 |
|
|
| 105 |
///Pointer to the underlying GLPK data structure. |
|
| 106 |
LPX *lpx() {return lp;}
|
|
| 107 |
///Const pointer to the underlying GLPK data structure. |
|
| 108 |
const LPX *lpx() const {return lp;}
|
|
| 109 |
|
|
| 110 |
///Returns the constraint identifier understood by GLPK. |
|
| 111 |
int lpxRow(Row r) const { return rows(id(r)); }
|
|
| 112 |
|
|
| 113 |
///Returns the variable identifier understood by GLPK. |
|
| 114 |
int lpxCol(Col c) const { return cols(id(c)); }
|
|
| 115 |
|
|
| 116 |
}; |
|
| 117 |
|
|
| 118 |
/// \brief Interface for the GLPK LP solver |
|
| 119 |
/// |
|
| 120 |
/// This class implements an interface for the GLPK LP solver. |
|
| 121 |
///\ingroup lp_group |
|
| 122 |
class LpGlpk : public GlpkBase, public LpSolver {
|
|
| 123 |
public: |
|
| 124 |
|
|
| 125 |
///\e |
|
| 126 |
LpGlpk(); |
|
| 127 |
///\e |
|
| 128 |
LpGlpk(const LpGlpk&); |
|
| 129 |
|
|
| 130 |
private: |
|
| 131 |
|
|
| 132 |
mutable std::vector<double> _primal_ray; |
|
| 133 |
mutable std::vector<double> _dual_ray; |
|
| 134 |
|
|
| 135 |
void _clear_temporals(); |
|
| 136 |
|
|
| 137 |
protected: |
|
| 138 |
|
|
| 139 |
virtual LpGlpk* _cloneSolver() const; |
|
| 140 |
virtual LpGlpk* _newSolver() const; |
|
| 141 |
|
|
| 142 |
virtual const char* _solverName() const; |
|
| 143 |
|
|
| 144 |
virtual SolveExitStatus _solve(); |
|
| 145 |
virtual Value _getPrimal(int i) const; |
|
| 146 |
virtual Value _getDual(int i) const; |
|
| 147 |
|
|
| 148 |
virtual Value _getPrimalValue() const; |
|
| 149 |
|
|
| 150 |
virtual VarStatus _getColStatus(int i) const; |
|
| 151 |
virtual VarStatus _getRowStatus(int i) const; |
|
| 152 |
|
|
| 153 |
virtual Value _getPrimalRay(int i) const; |
|
| 154 |
virtual Value _getDualRay(int i) const; |
|
| 155 |
|
|
| 156 |
///\todo It should be clarified |
|
| 157 |
/// |
|
| 158 |
virtual ProblemType _getPrimalType() const; |
|
| 159 |
virtual ProblemType _getDualType() const; |
|
| 160 |
|
|
| 161 |
public: |
|
| 162 |
|
|
| 163 |
///Solve with primal simplex |
|
| 164 |
SolveExitStatus solvePrimal(); |
|
| 165 |
|
|
| 166 |
///Solve with dual simplex |
|
| 167 |
SolveExitStatus solveDual(); |
|
| 168 |
|
|
| 169 |
///Turns on or off the presolver |
|
| 170 |
|
|
| 171 |
///Turns on (\c b is \c true) or off (\c b is \c false) the presolver |
|
| 172 |
/// |
|
| 173 |
///The presolver is off by default. |
|
| 174 |
void presolver(bool b); |
|
| 175 |
|
|
| 176 |
///Enum for \c messageLevel() parameter |
|
| 177 |
enum MessageLevel {
|
|
| 178 |
/// no output (default value) |
|
| 179 |
MESSAGE_NO_OUTPUT = 0, |
|
| 180 |
/// error messages only |
|
| 181 |
MESSAGE_ERROR_MESSAGE = 1, |
|
| 182 |
/// normal output |
|
| 183 |
MESSAGE_NORMAL_OUTPUT = 2, |
|
| 184 |
/// full output (includes informational messages) |
|
| 185 |
MESSAGE_FULL_OUTPUT = 3 |
|
| 186 |
}; |
|
| 187 |
|
|
| 188 |
private: |
|
| 189 |
|
|
| 190 |
MessageLevel _message_level; |
|
| 191 |
|
|
| 192 |
public: |
|
| 193 |
|
|
| 194 |
///Set the verbosity of the messages |
|
| 195 |
|
|
| 196 |
///Set the verbosity of the messages |
|
| 197 |
/// |
|
| 198 |
///\param m is the level of the messages output by the solver routines. |
|
| 199 |
void messageLevel(MessageLevel m); |
|
| 200 |
}; |
|
| 201 |
|
|
| 202 |
/// \brief Interface for the GLPK MIP solver |
|
| 203 |
/// |
|
| 204 |
/// This class implements an interface for the GLPK MIP solver. |
|
| 205 |
///\ingroup lp_group |
|
| 206 |
class MipGlpk : public GlpkBase, public MipSolver {
|
|
| 207 |
public: |
|
| 208 |
|
|
| 209 |
///\e |
|
| 210 |
MipGlpk(); |
|
| 211 |
///\e |
|
| 212 |
MipGlpk(const MipGlpk&); |
|
| 213 |
|
|
| 214 |
protected: |
|
| 215 |
|
|
| 216 |
virtual MipGlpk* _cloneSolver() const; |
|
| 217 |
virtual MipGlpk* _newSolver() const; |
|
| 218 |
|
|
| 219 |
virtual const char* _solverName() const; |
|
| 220 |
|
|
| 221 |
virtual ColTypes _getColType(int col) const; |
|
| 222 |
virtual void _setColType(int col, ColTypes col_type); |
|
| 223 |
|
|
| 224 |
virtual SolveExitStatus _solve(); |
|
| 225 |
virtual ProblemType _getType() const; |
|
| 226 |
virtual Value _getSol(int i) const; |
|
| 227 |
virtual Value _getSolValue() const; |
|
| 228 |
|
|
| 229 |
///Enum for \c messageLevel() parameter |
|
| 230 |
enum MessageLevel {
|
|
| 231 |
/// no output (default value) |
|
| 232 |
MESSAGE_NO_OUTPUT = 0, |
|
| 233 |
/// error messages only |
|
| 234 |
MESSAGE_ERROR_MESSAGE = 1, |
|
| 235 |
/// normal output |
|
| 236 |
MESSAGE_NORMAL_OUTPUT = 2, |
|
| 237 |
/// full output (includes informational messages) |
|
| 238 |
MESSAGE_FULL_OUTPUT = 3 |
|
| 239 |
}; |
|
| 240 |
|
|
| 241 |
private: |
|
| 242 |
|
|
| 243 |
MessageLevel _message_level; |
|
| 244 |
|
|
| 245 |
public: |
|
| 246 |
|
|
| 247 |
///Set the verbosity of the messages |
|
| 248 |
|
|
| 249 |
///Set the verbosity of the messages |
|
| 250 |
/// |
|
| 251 |
///\param m is the level of the messages output by the solver routines. |
|
| 252 |
void messageLevel(MessageLevel m); |
|
| 253 |
}; |
|
| 254 |
|
|
| 255 |
|
|
| 256 |
} //END OF NAMESPACE LEMON |
|
| 257 |
|
|
| 258 |
#endif //LEMON_GLPK_H |
|
| 259 |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#include <iostream> |
|
| 20 |
#include <lemon/soplex.h> |
|
| 21 |
|
|
| 22 |
#include <soplex/soplex.h> |
|
| 23 |
|
|
| 24 |
|
|
| 25 |
///\file |
|
| 26 |
///\brief Implementation of the LEMON-SOPLEX lp solver interface. |
|
| 27 |
namespace lemon {
|
|
| 28 |
|
|
| 29 |
LpSoplex::LpSoplex() {
|
|
| 30 |
soplex = new soplex::SoPlex; |
|
| 31 |
} |
|
| 32 |
|
|
| 33 |
LpSoplex::~LpSoplex() {
|
|
| 34 |
delete soplex; |
|
| 35 |
} |
|
| 36 |
|
|
| 37 |
LpSoplex::LpSoplex(const LpSoplex& lp) {
|
|
| 38 |
rows = lp.rows; |
|
| 39 |
cols = lp.cols; |
|
| 40 |
|
|
| 41 |
soplex = new soplex::SoPlex; |
|
| 42 |
(*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex); |
|
| 43 |
|
|
| 44 |
_col_names = lp._col_names; |
|
| 45 |
_col_names_ref = lp._col_names_ref; |
|
| 46 |
|
|
| 47 |
_row_names = lp._row_names; |
|
| 48 |
_row_names_ref = lp._row_names_ref; |
|
| 49 |
|
|
| 50 |
} |
|
| 51 |
|
|
| 52 |
void LpSoplex::_clear_temporals() {
|
|
| 53 |
_primal_values.clear(); |
|
| 54 |
_dual_values.clear(); |
|
| 55 |
} |
|
| 56 |
|
|
| 57 |
LpSoplex* LpSoplex::_newSolver() const {
|
|
| 58 |
LpSoplex* newlp = new LpSoplex(); |
|
| 59 |
return newlp; |
|
| 60 |
} |
|
| 61 |
|
|
| 62 |
LpSoplex* LpSoplex::_cloneSolver() const {
|
|
| 63 |
LpSoplex* newlp = new LpSoplex(*this); |
|
| 64 |
return newlp; |
|
| 65 |
} |
|
| 66 |
|
|
| 67 |
const char* LpSoplex::_solverName() const { return "LpSoplex"; }
|
|
| 68 |
|
|
| 69 |
int LpSoplex::_addCol() {
|
|
| 70 |
soplex::LPCol c; |
|
| 71 |
c.setLower(-soplex::infinity); |
|
| 72 |
c.setUpper(soplex::infinity); |
|
| 73 |
soplex->addCol(c); |
|
| 74 |
|
|
| 75 |
_col_names.push_back(std::string()); |
|
| 76 |
|
|
| 77 |
return soplex->nCols() - 1; |
|
| 78 |
} |
|
| 79 |
|
|
| 80 |
int LpSoplex::_addRow() {
|
|
| 81 |
soplex::LPRow r; |
|
| 82 |
r.setLhs(-soplex::infinity); |
|
| 83 |
r.setRhs(soplex::infinity); |
|
| 84 |
soplex->addRow(r); |
|
| 85 |
|
|
| 86 |
_row_names.push_back(std::string()); |
|
| 87 |
|
|
| 88 |
return soplex->nRows() - 1; |
|
| 89 |
} |
|
| 90 |
|
|
| 91 |
|
|
| 92 |
void LpSoplex::_eraseCol(int i) {
|
|
| 93 |
soplex->removeCol(i); |
|
| 94 |
_col_names_ref.erase(_col_names[i]); |
|
| 95 |
_col_names[i] = _col_names.back(); |
|
| 96 |
_col_names_ref[_col_names.back()] = i; |
|
| 97 |
_col_names.pop_back(); |
|
| 98 |
} |
|
| 99 |
|
|
| 100 |
void LpSoplex::_eraseRow(int i) {
|
|
| 101 |
soplex->removeRow(i); |
|
| 102 |
_row_names_ref.erase(_row_names[i]); |
|
| 103 |
_row_names[i] = _row_names.back(); |
|
| 104 |
_row_names_ref[_row_names.back()] = i; |
|
| 105 |
_row_names.pop_back(); |
|
| 106 |
} |
|
| 107 |
|
|
| 108 |
void LpSoplex::_eraseColId(int i) {
|
|
| 109 |
cols.eraseIndex(i); |
|
| 110 |
cols.relocateIndex(i, cols.maxIndex()); |
|
| 111 |
} |
|
| 112 |
void LpSoplex::_eraseRowId(int i) {
|
|
| 113 |
rows.eraseIndex(i); |
|
| 114 |
rows.relocateIndex(i, rows.maxIndex()); |
|
| 115 |
} |
|
| 116 |
|
|
| 117 |
void LpSoplex::_getColName(int c, std::string &name) const {
|
|
| 118 |
name = _col_names[c]; |
|
| 119 |
} |
|
| 120 |
|
|
| 121 |
void LpSoplex::_setColName(int c, const std::string &name) {
|
|
| 122 |
_col_names_ref.erase(_col_names[c]); |
|
| 123 |
_col_names[c] = name; |
|
| 124 |
if (!name.empty()) {
|
|
| 125 |
_col_names_ref.insert(std::make_pair(name, c)); |
|
| 126 |
} |
|
| 127 |
} |
|
| 128 |
|
|
| 129 |
int LpSoplex::_colByName(const std::string& name) const {
|
|
| 130 |
std::map<std::string, int>::const_iterator it = |
|
| 131 |
_col_names_ref.find(name); |
|
| 132 |
if (it != _col_names_ref.end()) {
|
|
| 133 |
return it->second; |
|
| 134 |
} else {
|
|
| 135 |
return -1; |
|
| 136 |
} |
|
| 137 |
} |
|
| 138 |
|
|
| 139 |
void LpSoplex::_getRowName(int r, std::string &name) const {
|
|
| 140 |
name = _row_names[r]; |
|
| 141 |
} |
|
| 142 |
|
|
| 143 |
void LpSoplex::_setRowName(int r, const std::string &name) {
|
|
| 144 |
_row_names_ref.erase(_row_names[r]); |
|
| 145 |
_row_names[r] = name; |
|
| 146 |
if (!name.empty()) {
|
|
| 147 |
_row_names_ref.insert(std::make_pair(name, r)); |
|
| 148 |
} |
|
| 149 |
} |
|
| 150 |
|
|
| 151 |
int LpSoplex::_rowByName(const std::string& name) const {
|
|
| 152 |
std::map<std::string, int>::const_iterator it = |
|
| 153 |
_row_names_ref.find(name); |
|
| 154 |
if (it != _row_names_ref.end()) {
|
|
| 155 |
return it->second; |
|
| 156 |
} else {
|
|
| 157 |
return -1; |
|
| 158 |
} |
|
| 159 |
} |
|
| 160 |
|
|
| 161 |
|
|
| 162 |
void LpSoplex::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
|
|
| 163 |
for (int j = 0; j < soplex->nCols(); ++j) {
|
|
| 164 |
soplex->changeElement(i, j, 0.0); |
|
| 165 |
} |
|
| 166 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 167 |
soplex->changeElement(i, it->first, it->second); |
|
| 168 |
} |
|
| 169 |
} |
|
| 170 |
|
|
| 171 |
void LpSoplex::_getRowCoeffs(int i, InsertIterator b) const {
|
|
| 172 |
const soplex::SVector& vec = soplex->rowVector(i); |
|
| 173 |
for (int k = 0; k < vec.size(); ++k) {
|
|
| 174 |
*b = std::make_pair(vec.index(k), vec.value(k)); |
|
| 175 |
++b; |
|
| 176 |
} |
|
| 177 |
} |
|
| 178 |
|
|
| 179 |
void LpSoplex::_setColCoeffs(int j, ExprIterator b, ExprIterator e) {
|
|
| 180 |
for (int i = 0; i < soplex->nRows(); ++i) {
|
|
| 181 |
soplex->changeElement(i, j, 0.0); |
|
| 182 |
} |
|
| 183 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 184 |
soplex->changeElement(it->first, j, it->second); |
|
| 185 |
} |
|
| 186 |
} |
|
| 187 |
|
|
| 188 |
void LpSoplex::_getColCoeffs(int i, InsertIterator b) const {
|
|
| 189 |
const soplex::SVector& vec = soplex->colVector(i); |
|
| 190 |
for (int k = 0; k < vec.size(); ++k) {
|
|
| 191 |
*b = std::make_pair(vec.index(k), vec.value(k)); |
|
| 192 |
++b; |
|
| 193 |
} |
|
| 194 |
} |
|
| 195 |
|
|
| 196 |
void LpSoplex::_setCoeff(int i, int j, Value value) {
|
|
| 197 |
soplex->changeElement(i, j, value); |
|
| 198 |
} |
|
| 199 |
|
|
| 200 |
LpSoplex::Value LpSoplex::_getCoeff(int i, int j) const {
|
|
| 201 |
return soplex->rowVector(i)[j]; |
|
| 202 |
} |
|
| 203 |
|
|
| 204 |
void LpSoplex::_setColLowerBound(int i, Value value) {
|
|
| 205 |
LEMON_ASSERT(value != INF, "Invalid bound"); |
|
| 206 |
soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
|
| 207 |
} |
|
| 208 |
|
|
| 209 |
LpSoplex::Value LpSoplex::_getColLowerBound(int i) const {
|
|
| 210 |
double value = soplex->lower(i); |
|
| 211 |
return value != -soplex::infinity ? value : -INF; |
|
| 212 |
} |
|
| 213 |
|
|
| 214 |
void LpSoplex::_setColUpperBound(int i, Value value) {
|
|
| 215 |
LEMON_ASSERT(value != -INF, "Invalid bound"); |
|
| 216 |
soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
|
| 217 |
} |
|
| 218 |
|
|
| 219 |
LpSoplex::Value LpSoplex::_getColUpperBound(int i) const {
|
|
| 220 |
double value = soplex->upper(i); |
|
| 221 |
return value != soplex::infinity ? value : INF; |
|
| 222 |
} |
|
| 223 |
|
|
| 224 |
void LpSoplex::_setRowLowerBound(int i, Value lb) {
|
|
| 225 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
|
| 226 |
soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i)); |
|
| 227 |
} |
|
| 228 |
|
|
| 229 |
LpSoplex::Value LpSoplex::_getRowLowerBound(int i) const {
|
|
| 230 |
double res = soplex->lhs(i); |
|
| 231 |
return res == -soplex::infinity ? -INF : res; |
|
| 232 |
} |
|
| 233 |
|
|
| 234 |
void LpSoplex::_setRowUpperBound(int i, Value ub) {
|
|
| 235 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
|
| 236 |
soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity); |
|
| 237 |
} |
|
| 238 |
|
|
| 239 |
LpSoplex::Value LpSoplex::_getRowUpperBound(int i) const {
|
|
| 240 |
double res = soplex->rhs(i); |
|
| 241 |
return res == soplex::infinity ? INF : res; |
|
| 242 |
} |
|
| 243 |
|
|
| 244 |
void LpSoplex::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
|
| 245 |
for (int j = 0; j < soplex->nCols(); ++j) {
|
|
| 246 |
soplex->changeObj(j, 0.0); |
|
| 247 |
} |
|
| 248 |
for (ExprIterator it = b; it != e; ++it) {
|
|
| 249 |
soplex->changeObj(it->first, it->second); |
|
| 250 |
} |
|
| 251 |
} |
|
| 252 |
|
|
| 253 |
void LpSoplex::_getObjCoeffs(InsertIterator b) const {
|
|
| 254 |
for (int j = 0; j < soplex->nCols(); ++j) {
|
|
| 255 |
Value coef = soplex->obj(j); |
|
| 256 |
if (coef != 0.0) {
|
|
| 257 |
*b = std::make_pair(j, coef); |
|
| 258 |
++b; |
|
| 259 |
} |
|
| 260 |
} |
|
| 261 |
} |
|
| 262 |
|
|
| 263 |
void LpSoplex::_setObjCoeff(int i, Value obj_coef) {
|
|
| 264 |
soplex->changeObj(i, obj_coef); |
|
| 265 |
} |
|
| 266 |
|
|
| 267 |
LpSoplex::Value LpSoplex::_getObjCoeff(int i) const {
|
|
| 268 |
return soplex->obj(i); |
|
| 269 |
} |
|
| 270 |
|
|
| 271 |
LpSoplex::SolveExitStatus LpSoplex::_solve() {
|
|
| 272 |
|
|
| 273 |
_clear_temporals(); |
|
| 274 |
|
|
| 275 |
soplex::SPxSolver::Status status = soplex->solve(); |
|
| 276 |
|
|
| 277 |
switch (status) {
|
|
| 278 |
case soplex::SPxSolver::OPTIMAL: |
|
| 279 |
case soplex::SPxSolver::INFEASIBLE: |
|
| 280 |
case soplex::SPxSolver::UNBOUNDED: |
|
| 281 |
return SOLVED; |
|
| 282 |
default: |
|
| 283 |
return UNSOLVED; |
|
| 284 |
} |
|
| 285 |
} |
|
| 286 |
|
|
| 287 |
LpSoplex::Value LpSoplex::_getPrimal(int i) const {
|
|
| 288 |
if (_primal_values.empty()) {
|
|
| 289 |
_primal_values.resize(soplex->nCols()); |
|
| 290 |
soplex::Vector pv(_primal_values.size(), &_primal_values.front()); |
|
| 291 |
soplex->getPrimal(pv); |
|
| 292 |
} |
|
| 293 |
return _primal_values[i]; |
|
| 294 |
} |
|
| 295 |
|
|
| 296 |
LpSoplex::Value LpSoplex::_getDual(int i) const {
|
|
| 297 |
if (_dual_values.empty()) {
|
|
| 298 |
_dual_values.resize(soplex->nRows()); |
|
| 299 |
soplex::Vector dv(_dual_values.size(), &_dual_values.front()); |
|
| 300 |
soplex->getDual(dv); |
|
| 301 |
} |
|
| 302 |
return _dual_values[i]; |
|
| 303 |
} |
|
| 304 |
|
|
| 305 |
LpSoplex::Value LpSoplex::_getPrimalValue() const {
|
|
| 306 |
return soplex->objValue(); |
|
| 307 |
} |
|
| 308 |
|
|
| 309 |
LpSoplex::VarStatus LpSoplex::_getColStatus(int i) const {
|
|
| 310 |
switch (soplex->getBasisColStatus(i)) {
|
|
| 311 |
case soplex::SPxSolver::BASIC: |
|
| 312 |
return BASIC; |
|
| 313 |
case soplex::SPxSolver::ON_UPPER: |
|
| 314 |
return UPPER; |
|
| 315 |
case soplex::SPxSolver::ON_LOWER: |
|
| 316 |
return LOWER; |
|
| 317 |
case soplex::SPxSolver::FIXED: |
|
| 318 |
return FIXED; |
|
| 319 |
case soplex::SPxSolver::ZERO: |
|
| 320 |
return FREE; |
|
| 321 |
default: |
|
| 322 |
LEMON_ASSERT(false, "Wrong column status"); |
|
| 323 |
return VarStatus(); |
|
| 324 |
} |
|
| 325 |
} |
|
| 326 |
|
|
| 327 |
LpSoplex::VarStatus LpSoplex::_getRowStatus(int i) const {
|
|
| 328 |
switch (soplex->getBasisRowStatus(i)) {
|
|
| 329 |
case soplex::SPxSolver::BASIC: |
|
| 330 |
return BASIC; |
|
| 331 |
case soplex::SPxSolver::ON_UPPER: |
|
| 332 |
return UPPER; |
|
| 333 |
case soplex::SPxSolver::ON_LOWER: |
|
| 334 |
return LOWER; |
|
| 335 |
case soplex::SPxSolver::FIXED: |
|
| 336 |
return FIXED; |
|
| 337 |
case soplex::SPxSolver::ZERO: |
|
| 338 |
return FREE; |
|
| 339 |
default: |
|
| 340 |
LEMON_ASSERT(false, "Wrong row status"); |
|
| 341 |
return VarStatus(); |
|
| 342 |
} |
|
| 343 |
} |
|
| 344 |
|
|
| 345 |
LpSoplex::Value LpSoplex::_getPrimalRay(int i) const {
|
|
| 346 |
if (_primal_ray.empty()) {
|
|
| 347 |
_primal_ray.resize(soplex->nCols()); |
|
| 348 |
soplex::Vector pv(_primal_ray.size(), &_primal_ray.front()); |
|
| 349 |
soplex->getDualfarkas(pv); |
|
| 350 |
} |
|
| 351 |
return _primal_ray[i]; |
|
| 352 |
} |
|
| 353 |
|
|
| 354 |
LpSoplex::Value LpSoplex::_getDualRay(int i) const {
|
|
| 355 |
if (_dual_ray.empty()) {
|
|
| 356 |
_dual_ray.resize(soplex->nRows()); |
|
| 357 |
soplex::Vector dv(_dual_ray.size(), &_dual_ray.front()); |
|
| 358 |
soplex->getDualfarkas(dv); |
|
| 359 |
} |
|
| 360 |
return _dual_ray[i]; |
|
| 361 |
} |
|
| 362 |
|
|
| 363 |
LpSoplex::ProblemType LpSoplex::_getPrimalType() const {
|
|
| 364 |
switch (soplex->status()) {
|
|
| 365 |
case soplex::SPxSolver::OPTIMAL: |
|
| 366 |
return OPTIMAL; |
|
| 367 |
case soplex::SPxSolver::UNBOUNDED: |
|
| 368 |
return UNBOUNDED; |
|
| 369 |
case soplex::SPxSolver::INFEASIBLE: |
|
| 370 |
return INFEASIBLE; |
|
| 371 |
default: |
|
| 372 |
return UNDEFINED; |
|
| 373 |
} |
|
| 374 |
} |
|
| 375 |
|
|
| 376 |
LpSoplex::ProblemType LpSoplex::_getDualType() const {
|
|
| 377 |
switch (soplex->status()) {
|
|
| 378 |
case soplex::SPxSolver::OPTIMAL: |
|
| 379 |
return OPTIMAL; |
|
| 380 |
case soplex::SPxSolver::UNBOUNDED: |
|
| 381 |
return UNBOUNDED; |
|
| 382 |
case soplex::SPxSolver::INFEASIBLE: |
|
| 383 |
return INFEASIBLE; |
|
| 384 |
default: |
|
| 385 |
return UNDEFINED; |
|
| 386 |
} |
|
| 387 |
} |
|
| 388 |
|
|
| 389 |
void LpSoplex::_setSense(Sense sense) {
|
|
| 390 |
switch (sense) {
|
|
| 391 |
case MIN: |
|
| 392 |
soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
|
| 393 |
break; |
|
| 394 |
case MAX: |
|
| 395 |
soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
|
| 396 |
} |
|
| 397 |
} |
|
| 398 |
|
|
| 399 |
LpSoplex::Sense LpSoplex::_getSense() const {
|
|
| 400 |
switch (soplex->spxSense()) {
|
|
| 401 |
case soplex::SPxSolver::MAXIMIZE: |
|
| 402 |
return MAX; |
|
| 403 |
case soplex::SPxSolver::MINIMIZE: |
|
| 404 |
return MIN; |
|
| 405 |
default: |
|
| 406 |
LEMON_ASSERT(false, "Wrong sense."); |
|
| 407 |
return LpSoplex::Sense(); |
|
| 408 |
} |
|
| 409 |
} |
|
| 410 |
|
|
| 411 |
void LpSoplex::_clear() {
|
|
| 412 |
soplex->clear(); |
|
| 413 |
_col_names.clear(); |
|
| 414 |
_col_names_ref.clear(); |
|
| 415 |
_row_names.clear(); |
|
| 416 |
_row_names_ref.clear(); |
|
| 417 |
cols.clear(); |
|
| 418 |
rows.clear(); |
|
| 419 |
_clear_temporals(); |
|
| 420 |
} |
|
| 421 |
|
|
| 422 |
} //namespace lemon |
|
| 423 |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#ifndef LEMON_SOPLEX_H |
|
| 20 |
#define LEMON_SOPLEX_H |
|
| 21 |
|
|
| 22 |
///\file |
|
| 23 |
///\brief Header of the LEMON-SOPLEX lp solver interface. |
|
| 24 |
|
|
| 25 |
#include <vector> |
|
| 26 |
#include <string> |
|
| 27 |
|
|
| 28 |
#include <lemon/lp_base.h> |
|
| 29 |
|
|
| 30 |
// Forward declaration |
|
| 31 |
namespace soplex {
|
|
| 32 |
class SoPlex; |
|
| 33 |
} |
|
| 34 |
|
|
| 35 |
namespace lemon {
|
|
| 36 |
|
|
| 37 |
/// \ingroup lp_group |
|
| 38 |
/// |
|
| 39 |
/// \brief Interface for the SOPLEX solver |
|
| 40 |
/// |
|
| 41 |
/// This class implements an interface for the SoPlex LP solver. |
|
| 42 |
/// The SoPlex library is an object oriented lp solver library |
|
| 43 |
/// developed at the Konrad-Zuse-Zentrum f�r Informationstechnik |
|
| 44 |
/// Berlin (ZIB). You can find detailed information about it at the |
|
| 45 |
/// <tt>http://soplex.zib.de</tt> address. |
|
| 46 |
class LpSoplex : public LpSolver {
|
|
| 47 |
private: |
|
| 48 |
|
|
| 49 |
soplex::SoPlex* soplex; |
|
| 50 |
|
|
| 51 |
std::vector<std::string> _col_names; |
|
| 52 |
std::map<std::string, int> _col_names_ref; |
|
| 53 |
|
|
| 54 |
std::vector<std::string> _row_names; |
|
| 55 |
std::map<std::string, int> _row_names_ref; |
|
| 56 |
|
|
| 57 |
private: |
|
| 58 |
|
|
| 59 |
// these values cannot be retrieved element by element |
|
| 60 |
mutable std::vector<Value> _primal_values; |
|
| 61 |
mutable std::vector<Value> _dual_values; |
|
| 62 |
|
|
| 63 |
mutable std::vector<Value> _primal_ray; |
|
| 64 |
mutable std::vector<Value> _dual_ray; |
|
| 65 |
|
|
| 66 |
void _clear_temporals(); |
|
| 67 |
|
|
| 68 |
public: |
|
| 69 |
|
|
| 70 |
/// \e |
|
| 71 |
LpSoplex(); |
|
| 72 |
/// \e |
|
| 73 |
LpSoplex(const LpSoplex&); |
|
| 74 |
/// \e |
|
| 75 |
~LpSoplex(); |
|
| 76 |
|
|
| 77 |
protected: |
|
| 78 |
|
|
| 79 |
virtual LpSoplex* _newSolver() const; |
|
| 80 |
virtual LpSoplex* _cloneSolver() const; |
|
| 81 |
|
|
| 82 |
virtual const char* _solverName() const; |
|
| 83 |
|
|
| 84 |
virtual int _addCol(); |
|
| 85 |
virtual int _addRow(); |
|
| 86 |
|
|
| 87 |
virtual void _eraseCol(int i); |
|
| 88 |
virtual void _eraseRow(int i); |
|
| 89 |
|
|
| 90 |
virtual void _eraseColId(int i); |
|
| 91 |
virtual void _eraseRowId(int i); |
|
| 92 |
|
|
| 93 |
virtual void _getColName(int col, std::string& name) const; |
|
| 94 |
virtual void _setColName(int col, const std::string& name); |
|
| 95 |
virtual int _colByName(const std::string& name) const; |
|
| 96 |
|
|
| 97 |
virtual void _getRowName(int row, std::string& name) const; |
|
| 98 |
virtual void _setRowName(int row, const std::string& name); |
|
| 99 |
virtual int _rowByName(const std::string& name) const; |
|
| 100 |
|
|
| 101 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 102 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
| 103 |
|
|
| 104 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 105 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
| 106 |
|
|
| 107 |
virtual void _setCoeff(int row, int col, Value value); |
|
| 108 |
virtual Value _getCoeff(int row, int col) const; |
|
| 109 |
|
|
| 110 |
virtual void _setColLowerBound(int i, Value value); |
|
| 111 |
virtual Value _getColLowerBound(int i) const; |
|
| 112 |
virtual void _setColUpperBound(int i, Value value); |
|
| 113 |
virtual Value _getColUpperBound(int i) const; |
|
| 114 |
|
|
| 115 |
virtual void _setRowLowerBound(int i, Value value); |
|
| 116 |
virtual Value _getRowLowerBound(int i) const; |
|
| 117 |
virtual void _setRowUpperBound(int i, Value value); |
|
| 118 |
virtual Value _getRowUpperBound(int i) const; |
|
| 119 |
|
|
| 120 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
| 121 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
| 122 |
|
|
| 123 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
| 124 |
virtual Value _getObjCoeff(int i) const; |
|
| 125 |
|
|
| 126 |
virtual void _setSense(Sense sense); |
|
| 127 |
virtual Sense _getSense() const; |
|
| 128 |
|
|
| 129 |
virtual SolveExitStatus _solve(); |
|
| 130 |
virtual Value _getPrimal(int i) const; |
|
| 131 |
virtual Value _getDual(int i) const; |
|
| 132 |
|
|
| 133 |
virtual Value _getPrimalValue() const; |
|
| 134 |
|
|
| 135 |
virtual Value _getPrimalRay(int i) const; |
|
| 136 |
virtual Value _getDualRay(int i) const; |
|
| 137 |
|
|
| 138 |
virtual VarStatus _getColStatus(int i) const; |
|
| 139 |
virtual VarStatus _getRowStatus(int i) const; |
|
| 140 |
|
|
| 141 |
virtual ProblemType _getPrimalType() const; |
|
| 142 |
virtual ProblemType _getDualType() const; |
|
| 143 |
|
|
| 144 |
virtual void _clear(); |
|
| 145 |
|
|
| 146 |
}; |
|
| 147 |
|
|
| 148 |
} //END OF NAMESPACE LEMON |
|
| 149 |
|
|
| 150 |
#endif //LEMON_SOPLEX_H |
|
| 151 |
| ... | ... |
@@ -30,3 +30,3 @@ |
| 30 | 30 |
if HAVE_GLPK |
| 31 |
lemon_libemon_la_SOURCES += lemon/ |
|
| 31 |
lemon_libemon_la_SOURCES += lemon/glpk.cc |
|
| 32 | 32 |
endif |
| ... | ... |
@@ -34,3 +34,3 @@ |
| 34 | 34 |
if HAVE_CPLEX |
| 35 |
lemon_libemon_la_SOURCES += lemon/ |
|
| 35 |
lemon_libemon_la_SOURCES += lemon/cplex.cc |
|
| 36 | 36 |
endif |
| ... | ... |
@@ -38,3 +38,3 @@ |
| 38 | 38 |
if HAVE_SOPLEX |
| 39 |
lemon_libemon_la_SOURCES += lemon/ |
|
| 39 |
lemon_libemon_la_SOURCES += lemon/soplex.cc |
|
| 40 | 40 |
endif |
| ... | ... |
@@ -42,3 +42,3 @@ |
| 42 | 42 |
if HAVE_CLP |
| 43 |
lemon_libemon_la_SOURCES += lemon/ |
|
| 43 |
lemon_libemon_la_SOURCES += lemon/clp.cc |
|
| 44 | 44 |
endif |
| ... | ... |
@@ -52,2 +52,3 @@ |
| 52 | 52 |
lemon/circulation.h \ |
| 53 |
lemon/clp.h \ |
|
| 53 | 54 |
lemon/color.h \ |
| ... | ... |
@@ -56,2 +57,3 @@ |
| 56 | 57 |
lemon/core.h \ |
| 58 |
lemon/cplex.h \ |
|
| 57 | 59 |
lemon/dfs.h \ |
| ... | ... |
@@ -63,2 +65,3 @@ |
| 63 | 65 |
lemon/full_graph.h \ |
| 66 |
lemon/glpk.h \ |
|
| 64 | 67 |
lemon/graph_to_eps.h \ |
| ... | ... |
@@ -73,7 +76,3 @@ |
| 73 | 76 |
lemon/lp_base.h \ |
| 74 |
lemon/lp_clp.h \ |
|
| 75 |
lemon/lp_cplex.h \ |
|
| 76 |
lemon/lp_glpk.h \ |
|
| 77 | 77 |
lemon/lp_skeleton.h \ |
| 78 |
lemon/lp_soplex.h \ |
|
| 79 | 78 |
lemon/list_graph.h \ |
| ... | ... |
@@ -88,2 +87,3 @@ |
| 88 | 87 |
lemon/smart_graph.h \ |
| 88 |
lemon/soplex.h \ |
|
| 89 | 89 |
lemon/suurballe.h \ |
| ... | ... |
@@ -25,9 +25,9 @@ |
| 25 | 25 |
#ifdef HAVE_GLPK |
| 26 |
#include <lemon/ |
|
| 26 |
#include <lemon/glpk.h> |
|
| 27 | 27 |
#elif HAVE_CPLEX |
| 28 |
#include <lemon/ |
|
| 28 |
#include <lemon/cplex.h> |
|
| 29 | 29 |
#elif HAVE_SOPLEX |
| 30 |
#include <lemon/ |
|
| 30 |
#include <lemon/soplex.h> |
|
| 31 | 31 |
#elif HAVE_CLP |
| 32 |
#include <lemon/ |
|
| 32 |
#include <lemon/clp.h> |
|
| 33 | 33 |
#endif |
| ... | ... |
@@ -45,4 +45,4 @@ |
| 45 | 45 |
/// |
| 46 |
///Currently, the possible values are \c LP_GLPK, \c LP_CPLEX, \c |
|
| 47 |
///LP_SOPLEX or \c LP_CLP |
|
| 46 |
///Currently, the possible values are \c GLPK, \c CPLEX, |
|
| 47 |
///\c SOPLEX or \c CLP |
|
| 48 | 48 |
#define LEMON_DEFAULT_LP SOLVER |
| ... | ... |
@@ -61,3 +61,3 @@ |
| 61 | 61 |
/// |
| 62 |
///Currently, the possible values are \c |
|
| 62 |
///Currently, the possible values are \c GLPK or \c CPLEX |
|
| 63 | 63 |
#define LEMON_DEFAULT_MIP SOLVER |
| ... | ... |
@@ -72,16 +72,16 @@ |
| 72 | 72 |
#ifdef HAVE_GLPK |
| 73 |
# define LEMON_DEFAULT_LP |
|
| 73 |
# define LEMON_DEFAULT_LP GLPK |
|
| 74 | 74 |
typedef LpGlpk Lp; |
| 75 |
# define LEMON_DEFAULT_MIP |
|
| 75 |
# define LEMON_DEFAULT_MIP GLPK |
|
| 76 | 76 |
typedef MipGlpk Mip; |
| 77 | 77 |
#elif HAVE_CPLEX |
| 78 |
# define LEMON_DEFAULT_LP |
|
| 78 |
# define LEMON_DEFAULT_LP CPLEX |
|
| 79 | 79 |
typedef LpCplex Lp; |
| 80 |
# define LEMON_DEFAULT_MIP |
|
| 80 |
# define LEMON_DEFAULT_MIP CPLEX |
|
| 81 | 81 |
typedef MipCplex Mip; |
| 82 | 82 |
#elif HAVE_SOPLEX |
| 83 |
# define DEFAULT_LP |
|
| 83 |
# define DEFAULT_LP SOPLEX |
|
| 84 | 84 |
typedef LpSoplex Lp; |
| 85 | 85 |
#elif HAVE_CLP |
| 86 |
# define DEFAULT_LP |
|
| 86 |
# define DEFAULT_LP CLP |
|
| 87 | 87 |
typedef LpClp Lp; |
| ... | ... |
@@ -28,3 +28,3 @@ |
| 28 | 28 |
#ifdef HAVE_GLPK |
| 29 |
#include <lemon/ |
|
| 29 |
#include <lemon/glpk.h> |
|
| 30 | 30 |
#endif |
| ... | ... |
@@ -32,3 +32,3 @@ |
| 32 | 32 |
#ifdef HAVE_CPLEX |
| 33 |
#include <lemon/ |
|
| 33 |
#include <lemon/cplex.h> |
|
| 34 | 34 |
#endif |
| ... | ... |
@@ -36,3 +36,3 @@ |
| 36 | 36 |
#ifdef HAVE_SOPLEX |
| 37 |
#include <lemon/ |
|
| 37 |
#include <lemon/soplex.h> |
|
| 38 | 38 |
#endif |
| ... | ... |
@@ -40,3 +40,3 @@ |
| 40 | 40 |
#ifdef HAVE_CLP |
| 41 |
#include <lemon/ |
|
| 41 |
#include <lemon/clp.h> |
|
| 42 | 42 |
#endif |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#include <lemon/lp_clp.h> |
|
| 20 |
#include <coin/ClpSimplex.hpp> |
|
| 21 |
|
|
| 22 |
namespace lemon {
|
|
| 23 |
|
|
| 24 |
LpClp::LpClp() {
|
|
| 25 |
_prob = new ClpSimplex(); |
|
| 26 |
_init_temporals(); |
|
| 27 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 28 |
} |
|
| 29 |
|
|
| 30 |
LpClp::LpClp(const LpClp& other) {
|
|
| 31 |
_prob = new ClpSimplex(*other._prob); |
|
| 32 |
rows = other.rows; |
|
| 33 |
cols = other.cols; |
|
| 34 |
_init_temporals(); |
|
| 35 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 36 |
} |
|
| 37 |
|
|
| 38 |
LpClp::~LpClp() {
|
|
| 39 |
delete _prob; |
|
| 40 |
_clear_temporals(); |
|
| 41 |
} |
|
| 42 |
|
|
| 43 |
void LpClp::_init_temporals() {
|
|
| 44 |
_primal_ray = 0; |
|
| 45 |
_dual_ray = 0; |
|
| 46 |
} |
|
| 47 |
|
|
| 48 |
void LpClp::_clear_temporals() {
|
|
| 49 |
if (_primal_ray) {
|
|
| 50 |
delete[] _primal_ray; |
|
| 51 |
_primal_ray = 0; |
|
| 52 |
} |
|
| 53 |
if (_dual_ray) {
|
|
| 54 |
delete[] _dual_ray; |
|
| 55 |
_dual_ray = 0; |
|
| 56 |
} |
|
| 57 |
} |
|
| 58 |
|
|
| 59 |
LpClp* LpClp::_newSolver() const {
|
|
| 60 |
LpClp* newlp = new LpClp; |
|
| 61 |
return newlp; |
|
| 62 |
} |
|
| 63 |
|
|
| 64 |
LpClp* LpClp::_cloneSolver() const {
|
|
| 65 |
LpClp* copylp = new LpClp(*this); |
|
| 66 |
return copylp; |
|
| 67 |
} |
|
| 68 |
|
|
| 69 |
const char* LpClp::_solverName() const { return "LpClp"; }
|
|
| 70 |
|
|
| 71 |
int LpClp::_addCol() {
|
|
| 72 |
_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0); |
|
| 73 |
return _prob->numberColumns() - 1; |
|
| 74 |
} |
|
| 75 |
|
|
| 76 |
int LpClp::_addRow() {
|
|
| 77 |
_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
|
| 78 |
return _prob->numberRows() - 1; |
|
| 79 |
} |
|
| 80 |
|
|
| 81 |
|
|
| 82 |
void LpClp::_eraseCol(int c) {
|
|
| 83 |
_col_names_ref.erase(_prob->getColumnName(c)); |
|
| 84 |
_prob->deleteColumns(1, &c); |
|
| 85 |
} |
|
| 86 |
|
|
| 87 |
void LpClp::_eraseRow(int r) {
|
|
| 88 |
_row_names_ref.erase(_prob->getRowName(r)); |
|
| 89 |
_prob->deleteRows(1, &r); |
|
| 90 |
} |
|
| 91 |
|
|
| 92 |
void LpClp::_eraseColId(int i) {
|
|
| 93 |
cols.eraseIndex(i); |
|
| 94 |
cols.shiftIndices(i); |
|
| 95 |
} |
|
| 96 |
|
|
| 97 |
void LpClp::_eraseRowId(int i) {
|
|
| 98 |
rows.eraseIndex(i); |
|
| 99 |
rows.shiftIndices(i); |
|
| 100 |
} |
|
| 101 |
|
|
| 102 |
void LpClp::_getColName(int c, std::string& name) const {
|
|
| 103 |
name = _prob->getColumnName(c); |
|
| 104 |
} |
|
| 105 |
|
|
| 106 |
void LpClp::_setColName(int c, const std::string& name) {
|
|
| 107 |
_prob->setColumnName(c, const_cast<std::string&>(name)); |
|
| 108 |
_col_names_ref[name] = c; |
|
| 109 |
} |
|
| 110 |
|
|
| 111 |
int LpClp::_colByName(const std::string& name) const {
|
|
| 112 |
std::map<std::string, int>::const_iterator it = _col_names_ref.find(name); |
|
| 113 |
return it != _col_names_ref.end() ? it->second : -1; |
|
| 114 |
} |
|
| 115 |
|
|
| 116 |
void LpClp::_getRowName(int r, std::string& name) const {
|
|
| 117 |
name = _prob->getRowName(r); |
|
| 118 |
} |
|
| 119 |
|
|
| 120 |
void LpClp::_setRowName(int r, const std::string& name) {
|
|
| 121 |
_prob->setRowName(r, const_cast<std::string&>(name)); |
|
| 122 |
_row_names_ref[name] = r; |
|
| 123 |
} |
|
| 124 |
|
|
| 125 |
int LpClp::_rowByName(const std::string& name) const {
|
|
| 126 |
std::map<std::string, int>::const_iterator it = _row_names_ref.find(name); |
|
| 127 |
return it != _row_names_ref.end() ? it->second : -1; |
|
| 128 |
} |
|
| 129 |
|
|
| 130 |
|
|
| 131 |
void LpClp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) {
|
|
| 132 |
std::map<int, Value> coeffs; |
|
| 133 |
|
|
| 134 |
int n = _prob->clpMatrix()->getNumCols(); |
|
| 135 |
|
|
| 136 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
| 137 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
| 138 |
|
|
| 139 |
for (int i = 0; i < n; ++i) {
|
|
| 140 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
|
| 141 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
|
| 142 |
|
|
| 143 |
const int* it = std::lower_bound(indices + begin, indices + end, ix); |
|
| 144 |
if (it != indices + end && *it == ix && elements[it - indices] != 0.0) {
|
|
| 145 |
coeffs[i] = 0.0; |
|
| 146 |
} |
|
| 147 |
} |
|
| 148 |
|
|
| 149 |
for (ExprIterator it = b; it != e; ++it) {
|
|
| 150 |
coeffs[it->first] = it->second; |
|
| 151 |
} |
|
| 152 |
|
|
| 153 |
for (std::map<int, Value>::iterator it = coeffs.begin(); |
|
| 154 |
it != coeffs.end(); ++it) {
|
|
| 155 |
_prob->modifyCoefficient(ix, it->first, it->second); |
|
| 156 |
} |
|
| 157 |
} |
|
| 158 |
|
|
| 159 |
void LpClp::_getRowCoeffs(int ix, InsertIterator b) const {
|
|
| 160 |
int n = _prob->clpMatrix()->getNumCols(); |
|
| 161 |
|
|
| 162 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
| 163 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
| 164 |
|
|
| 165 |
for (int i = 0; i < n; ++i) {
|
|
| 166 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
|
| 167 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
|
| 168 |
|
|
| 169 |
const int* it = std::lower_bound(indices + begin, indices + end, ix); |
|
| 170 |
if (it != indices + end && *it == ix) {
|
|
| 171 |
*b = std::make_pair(i, elements[it - indices]); |
|
| 172 |
} |
|
| 173 |
} |
|
| 174 |
} |
|
| 175 |
|
|
| 176 |
void LpClp::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
|
|
| 177 |
std::map<int, Value> coeffs; |
|
| 178 |
|
|
| 179 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
|
| 180 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
|
| 181 |
|
|
| 182 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
| 183 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
| 184 |
|
|
| 185 |
for (CoinBigIndex i = begin; i != end; ++i) {
|
|
| 186 |
if (elements[i] != 0.0) {
|
|
| 187 |
coeffs[indices[i]] = 0.0; |
|
| 188 |
} |
|
| 189 |
} |
|
| 190 |
for (ExprIterator it = b; it != e; ++it) {
|
|
| 191 |
coeffs[it->first] = it->second; |
|
| 192 |
} |
|
| 193 |
for (std::map<int, Value>::iterator it = coeffs.begin(); |
|
| 194 |
it != coeffs.end(); ++it) {
|
|
| 195 |
_prob->modifyCoefficient(it->first, ix, it->second); |
|
| 196 |
} |
|
| 197 |
} |
|
| 198 |
|
|
| 199 |
void LpClp::_getColCoeffs(int ix, InsertIterator b) const {
|
|
| 200 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
|
| 201 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
|
| 202 |
|
|
| 203 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
| 204 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
| 205 |
|
|
| 206 |
for (CoinBigIndex i = begin; i != end; ++i) {
|
|
| 207 |
*b = std::make_pair(indices[i], elements[i]); |
|
| 208 |
++b; |
|
| 209 |
} |
|
| 210 |
} |
|
| 211 |
|
|
| 212 |
void LpClp::_setCoeff(int ix, int jx, Value value) {
|
|
| 213 |
_prob->modifyCoefficient(ix, jx, value); |
|
| 214 |
} |
|
| 215 |
|
|
| 216 |
LpClp::Value LpClp::_getCoeff(int ix, int jx) const {
|
|
| 217 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
|
| 218 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
|
| 219 |
|
|
| 220 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
| 221 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
| 222 |
|
|
| 223 |
const int* it = std::lower_bound(indices + begin, indices + end, jx); |
|
| 224 |
if (it != indices + end && *it == jx) {
|
|
| 225 |
return elements[it - indices]; |
|
| 226 |
} else {
|
|
| 227 |
return 0.0; |
|
| 228 |
} |
|
| 229 |
} |
|
| 230 |
|
|
| 231 |
void LpClp::_setColLowerBound(int i, Value lo) {
|
|
| 232 |
_prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
|
| 233 |
} |
|
| 234 |
|
|
| 235 |
LpClp::Value LpClp::_getColLowerBound(int i) const {
|
|
| 236 |
double val = _prob->getColLower()[i]; |
|
| 237 |
return val == - COIN_DBL_MAX ? - INF : val; |
|
| 238 |
} |
|
| 239 |
|
|
| 240 |
void LpClp::_setColUpperBound(int i, Value up) {
|
|
| 241 |
_prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
|
| 242 |
} |
|
| 243 |
|
|
| 244 |
LpClp::Value LpClp::_getColUpperBound(int i) const {
|
|
| 245 |
double val = _prob->getColUpper()[i]; |
|
| 246 |
return val == COIN_DBL_MAX ? INF : val; |
|
| 247 |
} |
|
| 248 |
|
|
| 249 |
void LpClp::_setRowLowerBound(int i, Value lo) {
|
|
| 250 |
_prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
|
| 251 |
} |
|
| 252 |
|
|
| 253 |
LpClp::Value LpClp::_getRowLowerBound(int i) const {
|
|
| 254 |
double val = _prob->getRowLower()[i]; |
|
| 255 |
return val == - COIN_DBL_MAX ? - INF : val; |
|
| 256 |
} |
|
| 257 |
|
|
| 258 |
void LpClp::_setRowUpperBound(int i, Value up) {
|
|
| 259 |
_prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
|
| 260 |
} |
|
| 261 |
|
|
| 262 |
LpClp::Value LpClp::_getRowUpperBound(int i) const {
|
|
| 263 |
double val = _prob->getRowUpper()[i]; |
|
| 264 |
return val == COIN_DBL_MAX ? INF : val; |
|
| 265 |
} |
|
| 266 |
|
|
| 267 |
void LpClp::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
|
| 268 |
int num = _prob->clpMatrix()->getNumCols(); |
|
| 269 |
for (int i = 0; i < num; ++i) {
|
|
| 270 |
_prob->setObjectiveCoefficient(i, 0.0); |
|
| 271 |
} |
|
| 272 |
for (ExprIterator it = b; it != e; ++it) {
|
|
| 273 |
_prob->setObjectiveCoefficient(it->first, it->second); |
|
| 274 |
} |
|
| 275 |
} |
|
| 276 |
|
|
| 277 |
void LpClp::_getObjCoeffs(InsertIterator b) const {
|
|
| 278 |
int num = _prob->clpMatrix()->getNumCols(); |
|
| 279 |
for (int i = 0; i < num; ++i) {
|
|
| 280 |
Value coef = _prob->getObjCoefficients()[i]; |
|
| 281 |
if (coef != 0.0) {
|
|
| 282 |
*b = std::make_pair(i, coef); |
|
| 283 |
++b; |
|
| 284 |
} |
|
| 285 |
} |
|
| 286 |
} |
|
| 287 |
|
|
| 288 |
void LpClp::_setObjCoeff(int i, Value obj_coef) {
|
|
| 289 |
_prob->setObjectiveCoefficient(i, obj_coef); |
|
| 290 |
} |
|
| 291 |
|
|
| 292 |
LpClp::Value LpClp::_getObjCoeff(int i) const {
|
|
| 293 |
return _prob->getObjCoefficients()[i]; |
|
| 294 |
} |
|
| 295 |
|
|
| 296 |
LpClp::SolveExitStatus LpClp::_solve() {
|
|
| 297 |
return _prob->primal() >= 0 ? SOLVED : UNSOLVED; |
|
| 298 |
} |
|
| 299 |
|
|
| 300 |
LpClp::SolveExitStatus LpClp::solvePrimal() {
|
|
| 301 |
return _prob->primal() >= 0 ? SOLVED : UNSOLVED; |
|
| 302 |
} |
|
| 303 |
|
|
| 304 |
LpClp::SolveExitStatus LpClp::solveDual() {
|
|
| 305 |
return _prob->dual() >= 0 ? SOLVED : UNSOLVED; |
|
| 306 |
} |
|
| 307 |
|
|
| 308 |
LpClp::SolveExitStatus LpClp::solveBarrier() {
|
|
| 309 |
return _prob->barrier() >= 0 ? SOLVED : UNSOLVED; |
|
| 310 |
} |
|
| 311 |
|
|
| 312 |
LpClp::Value LpClp::_getPrimal(int i) const {
|
|
| 313 |
return _prob->primalColumnSolution()[i]; |
|
| 314 |
} |
|
| 315 |
LpClp::Value LpClp::_getPrimalValue() const {
|
|
| 316 |
return _prob->objectiveValue(); |
|
| 317 |
} |
|
| 318 |
|
|
| 319 |
LpClp::Value LpClp::_getDual(int i) const {
|
|
| 320 |
return _prob->dualRowSolution()[i]; |
|
| 321 |
} |
|
| 322 |
|
|
| 323 |
LpClp::Value LpClp::_getPrimalRay(int i) const {
|
|
| 324 |
if (!_primal_ray) {
|
|
| 325 |
_primal_ray = _prob->unboundedRay(); |
|
| 326 |
LEMON_ASSERT(_primal_ray != 0, "Primal ray is not provided"); |
|
| 327 |
} |
|
| 328 |
return _primal_ray[i]; |
|
| 329 |
} |
|
| 330 |
|
|
| 331 |
LpClp::Value LpClp::_getDualRay(int i) const {
|
|
| 332 |
if (!_dual_ray) {
|
|
| 333 |
_dual_ray = _prob->infeasibilityRay(); |
|
| 334 |
LEMON_ASSERT(_dual_ray != 0, "Dual ray is not provided"); |
|
| 335 |
} |
|
| 336 |
return _dual_ray[i]; |
|
| 337 |
} |
|
| 338 |
|
|
| 339 |
LpClp::VarStatus LpClp::_getColStatus(int i) const {
|
|
| 340 |
switch (_prob->getColumnStatus(i)) {
|
|
| 341 |
case ClpSimplex::basic: |
|
| 342 |
return BASIC; |
|
| 343 |
case ClpSimplex::isFree: |
|
| 344 |
return FREE; |
|
| 345 |
case ClpSimplex::atUpperBound: |
|
| 346 |
return UPPER; |
|
| 347 |
case ClpSimplex::atLowerBound: |
|
| 348 |
return LOWER; |
|
| 349 |
case ClpSimplex::isFixed: |
|
| 350 |
return FIXED; |
|
| 351 |
case ClpSimplex::superBasic: |
|
| 352 |
return FREE; |
|
| 353 |
default: |
|
| 354 |
LEMON_ASSERT(false, "Wrong column status"); |
|
| 355 |
return VarStatus(); |
|
| 356 |
} |
|
| 357 |
} |
|
| 358 |
|
|
| 359 |
LpClp::VarStatus LpClp::_getRowStatus(int i) const {
|
|
| 360 |
switch (_prob->getColumnStatus(i)) {
|
|
| 361 |
case ClpSimplex::basic: |
|
| 362 |
return BASIC; |
|
| 363 |
case ClpSimplex::isFree: |
|
| 364 |
return FREE; |
|
| 365 |
case ClpSimplex::atUpperBound: |
|
| 366 |
return UPPER; |
|
| 367 |
case ClpSimplex::atLowerBound: |
|
| 368 |
return LOWER; |
|
| 369 |
case ClpSimplex::isFixed: |
|
| 370 |
return FIXED; |
|
| 371 |
case ClpSimplex::superBasic: |
|
| 372 |
return FREE; |
|
| 373 |
default: |
|
| 374 |
LEMON_ASSERT(false, "Wrong row status"); |
|
| 375 |
return VarStatus(); |
|
| 376 |
} |
|
| 377 |
} |
|
| 378 |
|
|
| 379 |
|
|
| 380 |
LpClp::ProblemType LpClp::_getPrimalType() const {
|
|
| 381 |
if (_prob->isProvenOptimal()) {
|
|
| 382 |
return OPTIMAL; |
|
| 383 |
} else if (_prob->isProvenPrimalInfeasible()) {
|
|
| 384 |
return INFEASIBLE; |
|
| 385 |
} else if (_prob->isProvenDualInfeasible()) {
|
|
| 386 |
return UNBOUNDED; |
|
| 387 |
} else {
|
|
| 388 |
return UNDEFINED; |
|
| 389 |
} |
|
| 390 |
} |
|
| 391 |
|
|
| 392 |
LpClp::ProblemType LpClp::_getDualType() const {
|
|
| 393 |
if (_prob->isProvenOptimal()) {
|
|
| 394 |
return OPTIMAL; |
|
| 395 |
} else if (_prob->isProvenDualInfeasible()) {
|
|
| 396 |
return INFEASIBLE; |
|
| 397 |
} else if (_prob->isProvenPrimalInfeasible()) {
|
|
| 398 |
return INFEASIBLE; |
|
| 399 |
} else {
|
|
| 400 |
return UNDEFINED; |
|
| 401 |
} |
|
| 402 |
} |
|
| 403 |
|
|
| 404 |
void LpClp::_setSense(LpClp::Sense sense) {
|
|
| 405 |
switch (sense) {
|
|
| 406 |
case MIN: |
|
| 407 |
_prob->setOptimizationDirection(1); |
|
| 408 |
break; |
|
| 409 |
case MAX: |
|
| 410 |
_prob->setOptimizationDirection(-1); |
|
| 411 |
break; |
|
| 412 |
} |
|
| 413 |
} |
|
| 414 |
|
|
| 415 |
LpClp::Sense LpClp::_getSense() const {
|
|
| 416 |
double dir = _prob->optimizationDirection(); |
|
| 417 |
if (dir > 0.0) {
|
|
| 418 |
return MIN; |
|
| 419 |
} else {
|
|
| 420 |
return MAX; |
|
| 421 |
} |
|
| 422 |
} |
|
| 423 |
|
|
| 424 |
void LpClp::_clear() {
|
|
| 425 |
delete _prob; |
|
| 426 |
_prob = new ClpSimplex(); |
|
| 427 |
rows.clear(); |
|
| 428 |
cols.clear(); |
|
| 429 |
_col_names_ref.clear(); |
|
| 430 |
_clear_temporals(); |
|
| 431 |
} |
|
| 432 |
|
|
| 433 |
void LpClp::messageLevel(MessageLevel m) {
|
|
| 434 |
_prob->setLogLevel(static_cast<int>(m)); |
|
| 435 |
} |
|
| 436 |
|
|
| 437 |
} //END OF NAMESPACE LEMON |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#ifndef LEMON_LP_CLP_H |
|
| 20 |
#define LEMON_LP_CLP_H |
|
| 21 |
|
|
| 22 |
///\file |
|
| 23 |
///\brief Header of the LEMON-CLP lp solver interface. |
|
| 24 |
|
|
| 25 |
#include <vector> |
|
| 26 |
#include <string> |
|
| 27 |
|
|
| 28 |
#include <lemon/lp_base.h> |
|
| 29 |
|
|
| 30 |
class ClpSimplex; |
|
| 31 |
|
|
| 32 |
namespace lemon {
|
|
| 33 |
|
|
| 34 |
/// \ingroup lp_group |
|
| 35 |
/// |
|
| 36 |
/// \brief Interface for the CLP solver |
|
| 37 |
/// |
|
| 38 |
/// This class implements an interface for the Clp LP solver. The |
|
| 39 |
/// Clp library is an object oriented lp solver library developed at |
|
| 40 |
/// the IBM. The CLP is part of the COIN-OR package and it can be |
|
| 41 |
/// used with Common Public License. |
|
| 42 |
class LpClp : public LpSolver {
|
|
| 43 |
protected: |
|
| 44 |
|
|
| 45 |
ClpSimplex* _prob; |
|
| 46 |
|
|
| 47 |
std::map<std::string, int> _col_names_ref; |
|
| 48 |
std::map<std::string, int> _row_names_ref; |
|
| 49 |
|
|
| 50 |
public: |
|
| 51 |
|
|
| 52 |
/// \e |
|
| 53 |
LpClp(); |
|
| 54 |
/// \e |
|
| 55 |
LpClp(const LpClp&); |
|
| 56 |
/// \e |
|
| 57 |
~LpClp(); |
|
| 58 |
|
|
| 59 |
protected: |
|
| 60 |
|
|
| 61 |
mutable double* _primal_ray; |
|
| 62 |
mutable double* _dual_ray; |
|
| 63 |
|
|
| 64 |
void _init_temporals(); |
|
| 65 |
void _clear_temporals(); |
|
| 66 |
|
|
| 67 |
protected: |
|
| 68 |
|
|
| 69 |
virtual LpClp* _newSolver() const; |
|
| 70 |
virtual LpClp* _cloneSolver() const; |
|
| 71 |
|
|
| 72 |
virtual const char* _solverName() const; |
|
| 73 |
|
|
| 74 |
virtual int _addCol(); |
|
| 75 |
virtual int _addRow(); |
|
| 76 |
|
|
| 77 |
virtual void _eraseCol(int i); |
|
| 78 |
virtual void _eraseRow(int i); |
|
| 79 |
|
|
| 80 |
virtual void _eraseColId(int i); |
|
| 81 |
virtual void _eraseRowId(int i); |
|
| 82 |
|
|
| 83 |
virtual void _getColName(int col, std::string& name) const; |
|
| 84 |
virtual void _setColName(int col, const std::string& name); |
|
| 85 |
virtual int _colByName(const std::string& name) const; |
|
| 86 |
|
|
| 87 |
virtual void _getRowName(int row, std::string& name) const; |
|
| 88 |
virtual void _setRowName(int row, const std::string& name); |
|
| 89 |
virtual int _rowByName(const std::string& name) const; |
|
| 90 |
|
|
| 91 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 92 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
| 93 |
|
|
| 94 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 95 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
| 96 |
|
|
| 97 |
virtual void _setCoeff(int row, int col, Value value); |
|
| 98 |
virtual Value _getCoeff(int row, int col) const; |
|
| 99 |
|
|
| 100 |
virtual void _setColLowerBound(int i, Value value); |
|
| 101 |
virtual Value _getColLowerBound(int i) const; |
|
| 102 |
virtual void _setColUpperBound(int i, Value value); |
|
| 103 |
virtual Value _getColUpperBound(int i) const; |
|
| 104 |
|
|
| 105 |
virtual void _setRowLowerBound(int i, Value value); |
|
| 106 |
virtual Value _getRowLowerBound(int i) const; |
|
| 107 |
virtual void _setRowUpperBound(int i, Value value); |
|
| 108 |
virtual Value _getRowUpperBound(int i) const; |
|
| 109 |
|
|
| 110 |
virtual void _setObjCoeffs(ExprIterator, ExprIterator); |
|
| 111 |
virtual void _getObjCoeffs(InsertIterator) const; |
|
| 112 |
|
|
| 113 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
| 114 |
virtual Value _getObjCoeff(int i) const; |
|
| 115 |
|
|
| 116 |
virtual void _setSense(Sense sense); |
|
| 117 |
virtual Sense _getSense() const; |
|
| 118 |
|
|
| 119 |
virtual SolveExitStatus _solve(); |
|
| 120 |
|
|
| 121 |
virtual Value _getPrimal(int i) const; |
|
| 122 |
virtual Value _getDual(int i) const; |
|
| 123 |
|
|
| 124 |
virtual Value _getPrimalValue() const; |
|
| 125 |
|
|
| 126 |
virtual Value _getPrimalRay(int i) const; |
|
| 127 |
virtual Value _getDualRay(int i) const; |
|
| 128 |
|
|
| 129 |
virtual VarStatus _getColStatus(int i) const; |
|
| 130 |
virtual VarStatus _getRowStatus(int i) const; |
|
| 131 |
|
|
| 132 |
virtual ProblemType _getPrimalType() const; |
|
| 133 |
virtual ProblemType _getDualType() const; |
|
| 134 |
|
|
| 135 |
virtual void _clear(); |
|
| 136 |
|
|
| 137 |
public: |
|
| 138 |
|
|
| 139 |
///Solves LP with primal simplex method. |
|
| 140 |
SolveExitStatus solvePrimal(); |
|
| 141 |
|
|
| 142 |
///Solves LP with dual simplex method. |
|
| 143 |
SolveExitStatus solveDual(); |
|
| 144 |
|
|
| 145 |
///Solves LP with barrier method. |
|
| 146 |
SolveExitStatus solveBarrier(); |
|
| 147 |
|
|
| 148 |
///Returns the constraint identifier understood by CLP. |
|
| 149 |
int clpRow(Row r) const { return rows(id(r)); }
|
|
| 150 |
|
|
| 151 |
///Returns the variable identifier understood by CLP. |
|
| 152 |
int clpCol(Col c) const { return cols(id(c)); }
|
|
| 153 |
|
|
| 154 |
///Enum for \c messageLevel() parameter |
|
| 155 |
enum MessageLevel {
|
|
| 156 |
/// no output (default value) |
|
| 157 |
MESSAGE_NO_OUTPUT = 0, |
|
| 158 |
/// print final solution |
|
| 159 |
MESSAGE_FINAL_SOLUTION = 1, |
|
| 160 |
/// print factorization |
|
| 161 |
MESSAGE_FACTORIZATION = 2, |
|
| 162 |
/// normal output |
|
| 163 |
MESSAGE_NORMAL_OUTPUT = 3, |
|
| 164 |
/// verbose output |
|
| 165 |
MESSAGE_VERBOSE_OUTPUT = 4 |
|
| 166 |
}; |
|
| 167 |
///Set the verbosity of the messages |
|
| 168 |
|
|
| 169 |
///Set the verbosity of the messages |
|
| 170 |
/// |
|
| 171 |
///\param m is the level of the messages output by the solver routines. |
|
| 172 |
void messageLevel(MessageLevel m); |
|
| 173 |
|
|
| 174 |
}; |
|
| 175 |
|
|
| 176 |
} //END OF NAMESPACE LEMON |
|
| 177 |
|
|
| 178 |
#endif //LEMON_LP_CLP_H |
|
| 179 |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#include <iostream> |
|
| 20 |
#include <vector> |
|
| 21 |
#include <cstring> |
|
| 22 |
|
|
| 23 |
#include <lemon/lp_cplex.h> |
|
| 24 |
|
|
| 25 |
extern "C" {
|
|
| 26 |
#include <ilcplex/cplex.h> |
|
| 27 |
} |
|
| 28 |
|
|
| 29 |
|
|
| 30 |
///\file |
|
| 31 |
///\brief Implementation of the LEMON-CPLEX lp solver interface. |
|
| 32 |
namespace lemon {
|
|
| 33 |
|
|
| 34 |
CplexEnv::LicenseError::LicenseError(int status) {
|
|
| 35 |
if (!CPXgeterrorstring(0, status, _message)) {
|
|
| 36 |
std::strcpy(_message, "Cplex unknown error"); |
|
| 37 |
} |
|
| 38 |
} |
|
| 39 |
|
|
| 40 |
CplexEnv::CplexEnv() {
|
|
| 41 |
int status; |
|
| 42 |
_cnt = new int; |
|
| 43 |
_env = CPXopenCPLEX(&status); |
|
| 44 |
if (_env == 0) {
|
|
| 45 |
delete _cnt; |
|
| 46 |
_cnt = 0; |
|
| 47 |
throw LicenseError(status); |
|
| 48 |
} |
|
| 49 |
} |
|
| 50 |
|
|
| 51 |
CplexEnv::CplexEnv(const CplexEnv& other) {
|
|
| 52 |
_env = other._env; |
|
| 53 |
_cnt = other._cnt; |
|
| 54 |
++(*_cnt); |
|
| 55 |
} |
|
| 56 |
|
|
| 57 |
CplexEnv& CplexEnv::operator=(const CplexEnv& other) {
|
|
| 58 |
_env = other._env; |
|
| 59 |
_cnt = other._cnt; |
|
| 60 |
++(*_cnt); |
|
| 61 |
return *this; |
|
| 62 |
} |
|
| 63 |
|
|
| 64 |
CplexEnv::~CplexEnv() {
|
|
| 65 |
--(*_cnt); |
|
| 66 |
if (*_cnt == 0) {
|
|
| 67 |
delete _cnt; |
|
| 68 |
CPXcloseCPLEX(&_env); |
|
| 69 |
} |
|
| 70 |
} |
|
| 71 |
|
|
| 72 |
CplexBase::CplexBase() : LpBase() {
|
|
| 73 |
int status; |
|
| 74 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
|
| 75 |
} |
|
| 76 |
|
|
| 77 |
CplexBase::CplexBase(const CplexEnv& env) |
|
| 78 |
: LpBase(), _env(env) {
|
|
| 79 |
int status; |
|
| 80 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
|
| 81 |
} |
|
| 82 |
|
|
| 83 |
CplexBase::CplexBase(const CplexBase& cplex) |
|
| 84 |
: LpBase() {
|
|
| 85 |
int status; |
|
| 86 |
_prob = CPXcloneprob(cplexEnv(), cplex._prob, &status); |
|
| 87 |
rows = cplex.rows; |
|
| 88 |
cols = cplex.cols; |
|
| 89 |
} |
|
| 90 |
|
|
| 91 |
CplexBase::~CplexBase() {
|
|
| 92 |
CPXfreeprob(cplexEnv(),&_prob); |
|
| 93 |
} |
|
| 94 |
|
|
| 95 |
int CplexBase::_addCol() {
|
|
| 96 |
int i = CPXgetnumcols(cplexEnv(), _prob); |
|
| 97 |
double lb = -INF, ub = INF; |
|
| 98 |
CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0); |
|
| 99 |
return i; |
|
| 100 |
} |
|
| 101 |
|
|
| 102 |
|
|
| 103 |
int CplexBase::_addRow() {
|
|
| 104 |
int i = CPXgetnumrows(cplexEnv(), _prob); |
|
| 105 |
const double ub = INF; |
|
| 106 |
const char s = 'L'; |
|
| 107 |
CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
|
| 108 |
return i; |
|
| 109 |
} |
|
| 110 |
|
|
| 111 |
|
|
| 112 |
void CplexBase::_eraseCol(int i) {
|
|
| 113 |
CPXdelcols(cplexEnv(), _prob, i, i); |
|
| 114 |
} |
|
| 115 |
|
|
| 116 |
void CplexBase::_eraseRow(int i) {
|
|
| 117 |
CPXdelrows(cplexEnv(), _prob, i, i); |
|
| 118 |
} |
|
| 119 |
|
|
| 120 |
void CplexBase::_eraseColId(int i) {
|
|
| 121 |
cols.eraseIndex(i); |
|
| 122 |
cols.shiftIndices(i); |
|
| 123 |
} |
|
| 124 |
void CplexBase::_eraseRowId(int i) {
|
|
| 125 |
rows.eraseIndex(i); |
|
| 126 |
rows.shiftIndices(i); |
|
| 127 |
} |
|
| 128 |
|
|
| 129 |
void CplexBase::_getColName(int col, std::string &name) const {
|
|
| 130 |
int size; |
|
| 131 |
CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col); |
|
| 132 |
if (size == 0) {
|
|
| 133 |
name.clear(); |
|
| 134 |
return; |
|
| 135 |
} |
|
| 136 |
|
|
| 137 |
size *= -1; |
|
| 138 |
std::vector<char> buf(size); |
|
| 139 |
char *cname; |
|
| 140 |
int tmp; |
|
| 141 |
CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size, |
|
| 142 |
&tmp, col, col); |
|
| 143 |
name = cname; |
|
| 144 |
} |
|
| 145 |
|
|
| 146 |
void CplexBase::_setColName(int col, const std::string &name) {
|
|
| 147 |
char *cname; |
|
| 148 |
cname = const_cast<char*>(name.c_str()); |
|
| 149 |
CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname); |
|
| 150 |
} |
|
| 151 |
|
|
| 152 |
int CplexBase::_colByName(const std::string& name) const {
|
|
| 153 |
int index; |
|
| 154 |
if (CPXgetcolindex(cplexEnv(), _prob, |
|
| 155 |
const_cast<char*>(name.c_str()), &index) == 0) {
|
|
| 156 |
return index; |
|
| 157 |
} |
|
| 158 |
return -1; |
|
| 159 |
} |
|
| 160 |
|
|
| 161 |
void CplexBase::_getRowName(int row, std::string &name) const {
|
|
| 162 |
int size; |
|
| 163 |
CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row); |
|
| 164 |
if (size == 0) {
|
|
| 165 |
name.clear(); |
|
| 166 |
return; |
|
| 167 |
} |
|
| 168 |
|
|
| 169 |
size *= -1; |
|
| 170 |
std::vector<char> buf(size); |
|
| 171 |
char *cname; |
|
| 172 |
int tmp; |
|
| 173 |
CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size, |
|
| 174 |
&tmp, row, row); |
|
| 175 |
name = cname; |
|
| 176 |
} |
|
| 177 |
|
|
| 178 |
void CplexBase::_setRowName(int row, const std::string &name) {
|
|
| 179 |
char *cname; |
|
| 180 |
cname = const_cast<char*>(name.c_str()); |
|
| 181 |
CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname); |
|
| 182 |
} |
|
| 183 |
|
|
| 184 |
int CplexBase::_rowByName(const std::string& name) const {
|
|
| 185 |
int index; |
|
| 186 |
if (CPXgetrowindex(cplexEnv(), _prob, |
|
| 187 |
const_cast<char*>(name.c_str()), &index) == 0) {
|
|
| 188 |
return index; |
|
| 189 |
} |
|
| 190 |
return -1; |
|
| 191 |
} |
|
| 192 |
|
|
| 193 |
void CplexBase::_setRowCoeffs(int i, ExprIterator b, |
|
| 194 |
ExprIterator e) |
|
| 195 |
{
|
|
| 196 |
std::vector<int> indices; |
|
| 197 |
std::vector<int> rowlist; |
|
| 198 |
std::vector<Value> values; |
|
| 199 |
|
|
| 200 |
for(ExprIterator it=b; it!=e; ++it) {
|
|
| 201 |
indices.push_back(it->first); |
|
| 202 |
values.push_back(it->second); |
|
| 203 |
rowlist.push_back(i); |
|
| 204 |
} |
|
| 205 |
|
|
| 206 |
CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
|
| 207 |
&rowlist.front(), &indices.front(), &values.front()); |
|
| 208 |
} |
|
| 209 |
|
|
| 210 |
void CplexBase::_getRowCoeffs(int i, InsertIterator b) const {
|
|
| 211 |
int tmp1, tmp2, tmp3, length; |
|
| 212 |
CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
|
| 213 |
|
|
| 214 |
length = -length; |
|
| 215 |
std::vector<int> indices(length); |
|
| 216 |
std::vector<double> values(length); |
|
| 217 |
|
|
| 218 |
CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, |
|
| 219 |
&indices.front(), &values.front(), |
|
| 220 |
length, &tmp3, i, i); |
|
| 221 |
|
|
| 222 |
for (int i = 0; i < length; ++i) {
|
|
| 223 |
*b = std::make_pair(indices[i], values[i]); |
|
| 224 |
++b; |
|
| 225 |
} |
|
| 226 |
} |
|
| 227 |
|
|
| 228 |
void CplexBase::_setColCoeffs(int i, ExprIterator b, ExprIterator e) {
|
|
| 229 |
std::vector<int> indices; |
|
| 230 |
std::vector<int> collist; |
|
| 231 |
std::vector<Value> values; |
|
| 232 |
|
|
| 233 |
for(ExprIterator it=b; it!=e; ++it) {
|
|
| 234 |
indices.push_back(it->first); |
|
| 235 |
values.push_back(it->second); |
|
| 236 |
collist.push_back(i); |
|
| 237 |
} |
|
| 238 |
|
|
| 239 |
CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
|
| 240 |
&indices.front(), &collist.front(), &values.front()); |
|
| 241 |
} |
|
| 242 |
|
|
| 243 |
void CplexBase::_getColCoeffs(int i, InsertIterator b) const {
|
|
| 244 |
|
|
| 245 |
int tmp1, tmp2, tmp3, length; |
|
| 246 |
CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
|
| 247 |
|
|
| 248 |
length = -length; |
|
| 249 |
std::vector<int> indices(length); |
|
| 250 |
std::vector<double> values(length); |
|
| 251 |
|
|
| 252 |
CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, |
|
| 253 |
&indices.front(), &values.front(), |
|
| 254 |
length, &tmp3, i, i); |
|
| 255 |
|
|
| 256 |
for (int i = 0; i < length; ++i) {
|
|
| 257 |
*b = std::make_pair(indices[i], values[i]); |
|
| 258 |
++b; |
|
| 259 |
} |
|
| 260 |
|
|
| 261 |
} |
|
| 262 |
|
|
| 263 |
void CplexBase::_setCoeff(int row, int col, Value value) {
|
|
| 264 |
CPXchgcoef(cplexEnv(), _prob, row, col, value); |
|
| 265 |
} |
|
| 266 |
|
|
| 267 |
CplexBase::Value CplexBase::_getCoeff(int row, int col) const {
|
|
| 268 |
CplexBase::Value value; |
|
| 269 |
CPXgetcoef(cplexEnv(), _prob, row, col, &value); |
|
| 270 |
return value; |
|
| 271 |
} |
|
| 272 |
|
|
| 273 |
void CplexBase::_setColLowerBound(int i, Value value) {
|
|
| 274 |
const char s = 'L'; |
|
| 275 |
CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
|
| 276 |
} |
|
| 277 |
|
|
| 278 |
CplexBase::Value CplexBase::_getColLowerBound(int i) const {
|
|
| 279 |
CplexBase::Value res; |
|
| 280 |
CPXgetlb(cplexEnv(), _prob, &res, i, i); |
|
| 281 |
return res <= -CPX_INFBOUND ? -INF : res; |
|
| 282 |
} |
|
| 283 |
|
|
| 284 |
void CplexBase::_setColUpperBound(int i, Value value) |
|
| 285 |
{
|
|
| 286 |
const char s = 'U'; |
|
| 287 |
CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
|
| 288 |
} |
|
| 289 |
|
|
| 290 |
CplexBase::Value CplexBase::_getColUpperBound(int i) const {
|
|
| 291 |
CplexBase::Value res; |
|
| 292 |
CPXgetub(cplexEnv(), _prob, &res, i, i); |
|
| 293 |
return res >= CPX_INFBOUND ? INF : res; |
|
| 294 |
} |
|
| 295 |
|
|
| 296 |
CplexBase::Value CplexBase::_getRowLowerBound(int i) const {
|
|
| 297 |
char s; |
|
| 298 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
|
| 299 |
CplexBase::Value res; |
|
| 300 |
|
|
| 301 |
switch (s) {
|
|
| 302 |
case 'G': |
|
| 303 |
case 'R': |
|
| 304 |
case 'E': |
|
| 305 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
|
| 306 |
return res <= -CPX_INFBOUND ? -INF : res; |
|
| 307 |
default: |
|
| 308 |
return -INF; |
|
| 309 |
} |
|
| 310 |
} |
|
| 311 |
|
|
| 312 |
CplexBase::Value CplexBase::_getRowUpperBound(int i) const {
|
|
| 313 |
char s; |
|
| 314 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
|
| 315 |
CplexBase::Value res; |
|
| 316 |
|
|
| 317 |
switch (s) {
|
|
| 318 |
case 'L': |
|
| 319 |
case 'E': |
|
| 320 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
|
| 321 |
return res >= CPX_INFBOUND ? INF : res; |
|
| 322 |
case 'R': |
|
| 323 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
|
| 324 |
{
|
|
| 325 |
double rng; |
|
| 326 |
CPXgetrngval(cplexEnv(), _prob, &rng, i, i); |
|
| 327 |
res += rng; |
|
| 328 |
} |
|
| 329 |
return res >= CPX_INFBOUND ? INF : res; |
|
| 330 |
default: |
|
| 331 |
return INF; |
|
| 332 |
} |
|
| 333 |
} |
|
| 334 |
|
|
| 335 |
//This is easier to implement |
|
| 336 |
void CplexBase::_set_row_bounds(int i, Value lb, Value ub) {
|
|
| 337 |
if (lb == -INF) {
|
|
| 338 |
const char s = 'L'; |
|
| 339 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
| 340 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub); |
|
| 341 |
} else if (ub == INF) {
|
|
| 342 |
const char s = 'G'; |
|
| 343 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
| 344 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
|
| 345 |
} else if (lb == ub){
|
|
| 346 |
const char s = 'E'; |
|
| 347 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
| 348 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
|
| 349 |
} else {
|
|
| 350 |
const char s = 'R'; |
|
| 351 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
| 352 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
|
| 353 |
double len = ub - lb; |
|
| 354 |
CPXchgrngval(cplexEnv(), _prob, 1, &i, &len); |
|
| 355 |
} |
|
| 356 |
} |
|
| 357 |
|
|
| 358 |
void CplexBase::_setRowLowerBound(int i, Value lb) |
|
| 359 |
{
|
|
| 360 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
|
| 361 |
_set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i)); |
|
| 362 |
} |
|
| 363 |
|
|
| 364 |
void CplexBase::_setRowUpperBound(int i, Value ub) |
|
| 365 |
{
|
|
| 366 |
|
|
| 367 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
|
| 368 |
_set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub); |
|
| 369 |
} |
|
| 370 |
|
|
| 371 |
void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e) |
|
| 372 |
{
|
|
| 373 |
std::vector<int> indices; |
|
| 374 |
std::vector<Value> values; |
|
| 375 |
for(ExprIterator it=b; it!=e; ++it) {
|
|
| 376 |
indices.push_back(it->first); |
|
| 377 |
values.push_back(it->second); |
|
| 378 |
} |
|
| 379 |
CPXchgobj(cplexEnv(), _prob, values.size(), |
|
| 380 |
&indices.front(), &values.front()); |
|
| 381 |
|
|
| 382 |
} |
|
| 383 |
|
|
| 384 |
void CplexBase::_getObjCoeffs(InsertIterator b) const |
|
| 385 |
{
|
|
| 386 |
int num = CPXgetnumcols(cplexEnv(), _prob); |
|
| 387 |
std::vector<Value> x(num); |
|
| 388 |
|
|
| 389 |
CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1); |
|
| 390 |
for (int i = 0; i < num; ++i) {
|
|
| 391 |
if (x[i] != 0.0) {
|
|
| 392 |
*b = std::make_pair(i, x[i]); |
|
| 393 |
++b; |
|
| 394 |
} |
|
| 395 |
} |
|
| 396 |
} |
|
| 397 |
|
|
| 398 |
void CplexBase::_setObjCoeff(int i, Value obj_coef) |
|
| 399 |
{
|
|
| 400 |
CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef); |
|
| 401 |
} |
|
| 402 |
|
|
| 403 |
CplexBase::Value CplexBase::_getObjCoeff(int i) const |
|
| 404 |
{
|
|
| 405 |
Value x; |
|
| 406 |
CPXgetobj(cplexEnv(), _prob, &x, i, i); |
|
| 407 |
return x; |
|
| 408 |
} |
|
| 409 |
|
|
| 410 |
void CplexBase::_setSense(CplexBase::Sense sense) {
|
|
| 411 |
switch (sense) {
|
|
| 412 |
case MIN: |
|
| 413 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MIN); |
|
| 414 |
break; |
|
| 415 |
case MAX: |
|
| 416 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MAX); |
|
| 417 |
break; |
|
| 418 |
} |
|
| 419 |
} |
|
| 420 |
|
|
| 421 |
CplexBase::Sense CplexBase::_getSense() const {
|
|
| 422 |
switch (CPXgetobjsen(cplexEnv(), _prob)) {
|
|
| 423 |
case CPX_MIN: |
|
| 424 |
return MIN; |
|
| 425 |
case CPX_MAX: |
|
| 426 |
return MAX; |
|
| 427 |
default: |
|
| 428 |
LEMON_ASSERT(false, "Invalid sense"); |
|
| 429 |
return CplexBase::Sense(); |
|
| 430 |
} |
|
| 431 |
} |
|
| 432 |
|
|
| 433 |
void CplexBase::_clear() {
|
|
| 434 |
CPXfreeprob(cplexEnv(),&_prob); |
|
| 435 |
int status; |
|
| 436 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
|
| 437 |
rows.clear(); |
|
| 438 |
cols.clear(); |
|
| 439 |
} |
|
| 440 |
|
|
| 441 |
// LpCplex members |
|
| 442 |
|
|
| 443 |
LpCplex::LpCplex() |
|
| 444 |
: LpBase(), CplexBase(), LpSolver() {}
|
|
| 445 |
|
|
| 446 |
LpCplex::LpCplex(const CplexEnv& env) |
|
| 447 |
: LpBase(), CplexBase(env), LpSolver() {}
|
|
| 448 |
|
|
| 449 |
LpCplex::LpCplex(const LpCplex& other) |
|
| 450 |
: LpBase(), CplexBase(other), LpSolver() {}
|
|
| 451 |
|
|
| 452 |
LpCplex::~LpCplex() {}
|
|
| 453 |
|
|
| 454 |
LpCplex* LpCplex::_newSolver() const { return new LpCplex; }
|
|
| 455 |
LpCplex* LpCplex::_cloneSolver() const {return new LpCplex(*this); }
|
|
| 456 |
|
|
| 457 |
const char* LpCplex::_solverName() const { return "LpCplex"; }
|
|
| 458 |
|
|
| 459 |
void LpCplex::_clear_temporals() {
|
|
| 460 |
_col_status.clear(); |
|
| 461 |
_row_status.clear(); |
|
| 462 |
_primal_ray.clear(); |
|
| 463 |
_dual_ray.clear(); |
|
| 464 |
} |
|
| 465 |
|
|
| 466 |
// The routine returns zero unless an error occurred during the |
|
| 467 |
// optimization. Examples of errors include exhausting available |
|
| 468 |
// memory (CPXERR_NO_MEMORY) or encountering invalid data in the |
|
| 469 |
// CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a |
|
| 470 |
// user-specified CPLEX limit, or proving the model infeasible or |
|
| 471 |
// unbounded, are not considered errors. Note that a zero return |
|
| 472 |
// value does not necessarily mean that a solution exists. Use query |
|
| 473 |
// routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain |
|
| 474 |
// further information about the status of the optimization. |
|
| 475 |
LpCplex::SolveExitStatus LpCplex::convertStatus(int status) {
|
|
| 476 |
#if CPX_VERSION >= 800 |
|
| 477 |
if (status == 0) {
|
|
| 478 |
switch (CPXgetstat(cplexEnv(), _prob)) {
|
|
| 479 |
case CPX_STAT_OPTIMAL: |
|
| 480 |
case CPX_STAT_INFEASIBLE: |
|
| 481 |
case CPX_STAT_UNBOUNDED: |
|
| 482 |
return SOLVED; |
|
| 483 |
default: |
|
| 484 |
return UNSOLVED; |
|
| 485 |
} |
|
| 486 |
} else {
|
|
| 487 |
return UNSOLVED; |
|
| 488 |
} |
|
| 489 |
#else |
|
| 490 |
if (status == 0) {
|
|
| 491 |
//We want to exclude some cases |
|
| 492 |
switch (CPXgetstat(cplexEnv(), _prob)) {
|
|
| 493 |
case CPX_OBJ_LIM: |
|
| 494 |
case CPX_IT_LIM_FEAS: |
|
| 495 |
case CPX_IT_LIM_INFEAS: |
|
| 496 |
case CPX_TIME_LIM_FEAS: |
|
| 497 |
case CPX_TIME_LIM_INFEAS: |
|
| 498 |
return UNSOLVED; |
|
| 499 |
default: |
|
| 500 |
return SOLVED; |
|
| 501 |
} |
|
| 502 |
} else {
|
|
| 503 |
return UNSOLVED; |
|
| 504 |
} |
|
| 505 |
#endif |
|
| 506 |
} |
|
| 507 |
|
|
| 508 |
LpCplex::SolveExitStatus LpCplex::_solve() {
|
|
| 509 |
_clear_temporals(); |
|
| 510 |
return convertStatus(CPXlpopt(cplexEnv(), _prob)); |
|
| 511 |
} |
|
| 512 |
|
|
| 513 |
LpCplex::SolveExitStatus LpCplex::solvePrimal() {
|
|
| 514 |
_clear_temporals(); |
|
| 515 |
return convertStatus(CPXprimopt(cplexEnv(), _prob)); |
|
| 516 |
} |
|
| 517 |
|
|
| 518 |
LpCplex::SolveExitStatus LpCplex::solveDual() {
|
|
| 519 |
_clear_temporals(); |
|
| 520 |
return convertStatus(CPXdualopt(cplexEnv(), _prob)); |
|
| 521 |
} |
|
| 522 |
|
|
| 523 |
LpCplex::SolveExitStatus LpCplex::solveBarrier() {
|
|
| 524 |
_clear_temporals(); |
|
| 525 |
return convertStatus(CPXbaropt(cplexEnv(), _prob)); |
|
| 526 |
} |
|
| 527 |
|
|
| 528 |
LpCplex::Value LpCplex::_getPrimal(int i) const {
|
|
| 529 |
Value x; |
|
| 530 |
CPXgetx(cplexEnv(), _prob, &x, i, i); |
|
| 531 |
return x; |
|
| 532 |
} |
|
| 533 |
|
|
| 534 |
LpCplex::Value LpCplex::_getDual(int i) const {
|
|
| 535 |
Value y; |
|
| 536 |
CPXgetpi(cplexEnv(), _prob, &y, i, i); |
|
| 537 |
return y; |
|
| 538 |
} |
|
| 539 |
|
|
| 540 |
LpCplex::Value LpCplex::_getPrimalValue() const {
|
|
| 541 |
Value objval; |
|
| 542 |
CPXgetobjval(cplexEnv(), _prob, &objval); |
|
| 543 |
return objval; |
|
| 544 |
} |
|
| 545 |
|
|
| 546 |
LpCplex::VarStatus LpCplex::_getColStatus(int i) const {
|
|
| 547 |
if (_col_status.empty()) {
|
|
| 548 |
_col_status.resize(CPXgetnumcols(cplexEnv(), _prob)); |
|
| 549 |
CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0); |
|
| 550 |
} |
|
| 551 |
switch (_col_status[i]) {
|
|
| 552 |
case CPX_BASIC: |
|
| 553 |
return BASIC; |
|
| 554 |
case CPX_FREE_SUPER: |
|
| 555 |
return FREE; |
|
| 556 |
case CPX_AT_LOWER: |
|
| 557 |
return LOWER; |
|
| 558 |
case CPX_AT_UPPER: |
|
| 559 |
return UPPER; |
|
| 560 |
default: |
|
| 561 |
LEMON_ASSERT(false, "Wrong column status"); |
|
| 562 |
return LpCplex::VarStatus(); |
|
| 563 |
} |
|
| 564 |
} |
|
| 565 |
|
|
| 566 |
LpCplex::VarStatus LpCplex::_getRowStatus(int i) const {
|
|
| 567 |
if (_row_status.empty()) {
|
|
| 568 |
_row_status.resize(CPXgetnumrows(cplexEnv(), _prob)); |
|
| 569 |
CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front()); |
|
| 570 |
} |
|
| 571 |
switch (_row_status[i]) {
|
|
| 572 |
case CPX_BASIC: |
|
| 573 |
return BASIC; |
|
| 574 |
case CPX_AT_LOWER: |
|
| 575 |
{
|
|
| 576 |
char s; |
|
| 577 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
|
| 578 |
return s != 'L' ? LOWER : UPPER; |
|
| 579 |
} |
|
| 580 |
case CPX_AT_UPPER: |
|
| 581 |
return UPPER; |
|
| 582 |
default: |
|
| 583 |
LEMON_ASSERT(false, "Wrong row status"); |
|
| 584 |
return LpCplex::VarStatus(); |
|
| 585 |
} |
|
| 586 |
} |
|
| 587 |
|
|
| 588 |
LpCplex::Value LpCplex::_getPrimalRay(int i) const {
|
|
| 589 |
if (_primal_ray.empty()) {
|
|
| 590 |
_primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob)); |
|
| 591 |
CPXgetray(cplexEnv(), _prob, &_primal_ray.front()); |
|
| 592 |
} |
|
| 593 |
return _primal_ray[i]; |
|
| 594 |
} |
|
| 595 |
|
|
| 596 |
LpCplex::Value LpCplex::_getDualRay(int i) const {
|
|
| 597 |
if (_dual_ray.empty()) {
|
|
| 598 |
|
|
| 599 |
} |
|
| 600 |
return _dual_ray[i]; |
|
| 601 |
} |
|
| 602 |
|
|
| 603 |
//7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!) |
|
| 604 |
// This table lists the statuses, returned by the CPXgetstat() |
|
| 605 |
// routine, for solutions to LP problems or mixed integer problems. If |
|
| 606 |
// no solution exists, the return value is zero. |
|
| 607 |
|
|
| 608 |
// For Simplex, Barrier |
|
| 609 |
// 1 CPX_OPTIMAL |
|
| 610 |
// Optimal solution found |
|
| 611 |
// 2 CPX_INFEASIBLE |
|
| 612 |
// Problem infeasible |
|
| 613 |
// 3 CPX_UNBOUNDED |
|
| 614 |
// Problem unbounded |
|
| 615 |
// 4 CPX_OBJ_LIM |
|
| 616 |
// Objective limit exceeded in Phase II |
|
| 617 |
// 5 CPX_IT_LIM_FEAS |
|
| 618 |
// Iteration limit exceeded in Phase II |
|
| 619 |
// 6 CPX_IT_LIM_INFEAS |
|
| 620 |
// Iteration limit exceeded in Phase I |
|
| 621 |
// 7 CPX_TIME_LIM_FEAS |
|
| 622 |
// Time limit exceeded in Phase II |
|
| 623 |
// 8 CPX_TIME_LIM_INFEAS |
|
| 624 |
// Time limit exceeded in Phase I |
|
| 625 |
// 9 CPX_NUM_BEST_FEAS |
|
| 626 |
// Problem non-optimal, singularities in Phase II |
|
| 627 |
// 10 CPX_NUM_BEST_INFEAS |
|
| 628 |
// Problem non-optimal, singularities in Phase I |
|
| 629 |
// 11 CPX_OPTIMAL_INFEAS |
|
| 630 |
// Optimal solution found, unscaled infeasibilities |
|
| 631 |
// 12 CPX_ABORT_FEAS |
|
| 632 |
// Aborted in Phase II |
|
| 633 |
// 13 CPX_ABORT_INFEAS |
|
| 634 |
// Aborted in Phase I |
|
| 635 |
// 14 CPX_ABORT_DUAL_INFEAS |
|
| 636 |
// Aborted in barrier, dual infeasible |
|
| 637 |
// 15 CPX_ABORT_PRIM_INFEAS |
|
| 638 |
// Aborted in barrier, primal infeasible |
|
| 639 |
// 16 CPX_ABORT_PRIM_DUAL_INFEAS |
|
| 640 |
// Aborted in barrier, primal and dual infeasible |
|
| 641 |
// 17 CPX_ABORT_PRIM_DUAL_FEAS |
|
| 642 |
// Aborted in barrier, primal and dual feasible |
|
| 643 |
// 18 CPX_ABORT_CROSSOVER |
|
| 644 |
// Aborted in crossover |
|
| 645 |
// 19 CPX_INForUNBD |
|
| 646 |
// Infeasible or unbounded |
|
| 647 |
// 20 CPX_PIVOT |
|
| 648 |
// User pivot used |
|
| 649 |
// |
|
| 650 |
// Ezeket hova tegyem: |
|
| 651 |
// ??case CPX_ABORT_DUAL_INFEAS |
|
| 652 |
// ??case CPX_ABORT_CROSSOVER |
|
| 653 |
// ??case CPX_INForUNBD |
|
| 654 |
// ??case CPX_PIVOT |
|
| 655 |
|
|
| 656 |
//Some more interesting stuff: |
|
| 657 |
|
|
| 658 |
// CPX_PARAM_PROBMETHOD 1062 int LPMETHOD |
|
| 659 |
// 0 Automatic |
|
| 660 |
// 1 Primal Simplex |
|
| 661 |
// 2 Dual Simplex |
|
| 662 |
// 3 Network Simplex |
|
| 663 |
// 4 Standard Barrier |
|
| 664 |
// Default: 0 |
|
| 665 |
// Description: Method for linear optimization. |
|
| 666 |
// Determines which algorithm is used when CPXlpopt() (or "optimize" |
|
| 667 |
// in the Interactive Optimizer) is called. Currently the behavior of |
|
| 668 |
// the "Automatic" setting is that CPLEX simply invokes the dual |
|
| 669 |
// simplex method, but this capability may be expanded in the future |
|
| 670 |
// so that CPLEX chooses the method based on problem characteristics |
|
| 671 |
#if CPX_VERSION < 900 |
|
| 672 |
void statusSwitch(CPXENVptr cplexEnv(),int& stat){
|
|
| 673 |
int lpmethod; |
|
| 674 |
CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod); |
|
| 675 |
if (lpmethod==2){
|
|
| 676 |
if (stat==CPX_UNBOUNDED){
|
|
| 677 |
stat=CPX_INFEASIBLE; |
|
| 678 |
} |
|
| 679 |
else{
|
|
| 680 |
if (stat==CPX_INFEASIBLE) |
|
| 681 |
stat=CPX_UNBOUNDED; |
|
| 682 |
} |
|
| 683 |
} |
|
| 684 |
} |
|
| 685 |
#else |
|
| 686 |
void statusSwitch(CPXENVptr,int&){}
|
|
| 687 |
#endif |
|
| 688 |
|
|
| 689 |
LpCplex::ProblemType LpCplex::_getPrimalType() const {
|
|
| 690 |
// Unboundedness not treated well: the following is from cplex 9.0 doc |
|
| 691 |
// About Unboundedness |
|
| 692 |
|
|
| 693 |
// The treatment of models that are unbounded involves a few |
|
| 694 |
// subtleties. Specifically, a declaration of unboundedness means that |
|
| 695 |
// ILOG CPLEX has determined that the model has an unbounded |
|
| 696 |
// ray. Given any feasible solution x with objective z, a multiple of |
|
| 697 |
// the unbounded ray can be added to x to give a feasible solution |
|
| 698 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
|
| 699 |
// feasible solution exists, then the optimal objective is |
|
| 700 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
|
| 701 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
|
| 702 |
// to determine whether ILOG CPLEX has also concluded that the model |
|
| 703 |
// has a feasible solution. |
|
| 704 |
|
|
| 705 |
int stat = CPXgetstat(cplexEnv(), _prob); |
|
| 706 |
#if CPX_VERSION >= 800 |
|
| 707 |
switch (stat) |
|
| 708 |
{
|
|
| 709 |
case CPX_STAT_OPTIMAL: |
|
| 710 |
return OPTIMAL; |
|
| 711 |
case CPX_STAT_UNBOUNDED: |
|
| 712 |
return UNBOUNDED; |
|
| 713 |
case CPX_STAT_INFEASIBLE: |
|
| 714 |
return INFEASIBLE; |
|
| 715 |
default: |
|
| 716 |
return UNDEFINED; |
|
| 717 |
} |
|
| 718 |
#else |
|
| 719 |
statusSwitch(cplexEnv(),stat); |
|
| 720 |
//CPXgetstat(cplexEnv(), _prob); |
|
| 721 |
//printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL);
|
|
| 722 |
switch (stat) {
|
|
| 723 |
case 0: |
|
| 724 |
return UNDEFINED; //Undefined |
|
| 725 |
case CPX_OPTIMAL://Optimal |
|
| 726 |
return OPTIMAL; |
|
| 727 |
case CPX_UNBOUNDED://Unbounded |
|
| 728 |
return INFEASIBLE;//In case of dual simplex |
|
| 729 |
//return UNBOUNDED; |
|
| 730 |
case CPX_INFEASIBLE://Infeasible |
|
| 731 |
// case CPX_IT_LIM_INFEAS: |
|
| 732 |
// case CPX_TIME_LIM_INFEAS: |
|
| 733 |
// case CPX_NUM_BEST_INFEAS: |
|
| 734 |
// case CPX_OPTIMAL_INFEAS: |
|
| 735 |
// case CPX_ABORT_INFEAS: |
|
| 736 |
// case CPX_ABORT_PRIM_INFEAS: |
|
| 737 |
// case CPX_ABORT_PRIM_DUAL_INFEAS: |
|
| 738 |
return UNBOUNDED;//In case of dual simplex |
|
| 739 |
//return INFEASIBLE; |
|
| 740 |
// case CPX_OBJ_LIM: |
|
| 741 |
// case CPX_IT_LIM_FEAS: |
|
| 742 |
// case CPX_TIME_LIM_FEAS: |
|
| 743 |
// case CPX_NUM_BEST_FEAS: |
|
| 744 |
// case CPX_ABORT_FEAS: |
|
| 745 |
// case CPX_ABORT_PRIM_DUAL_FEAS: |
|
| 746 |
// return FEASIBLE; |
|
| 747 |
default: |
|
| 748 |
return UNDEFINED; //Everything else comes here |
|
| 749 |
//FIXME error |
|
| 750 |
} |
|
| 751 |
#endif |
|
| 752 |
} |
|
| 753 |
|
|
| 754 |
//9.0-as cplex verzio statusai |
|
| 755 |
// CPX_STAT_ABORT_DUAL_OBJ_LIM |
|
| 756 |
// CPX_STAT_ABORT_IT_LIM |
|
| 757 |
// CPX_STAT_ABORT_OBJ_LIM |
|
| 758 |
// CPX_STAT_ABORT_PRIM_OBJ_LIM |
|
| 759 |
// CPX_STAT_ABORT_TIME_LIM |
|
| 760 |
// CPX_STAT_ABORT_USER |
|
| 761 |
// CPX_STAT_FEASIBLE_RELAXED |
|
| 762 |
// CPX_STAT_INFEASIBLE |
|
| 763 |
// CPX_STAT_INForUNBD |
|
| 764 |
// CPX_STAT_NUM_BEST |
|
| 765 |
// CPX_STAT_OPTIMAL |
|
| 766 |
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
|
| 767 |
// CPX_STAT_OPTIMAL_INFEAS |
|
| 768 |
// CPX_STAT_OPTIMAL_RELAXED |
|
| 769 |
// CPX_STAT_UNBOUNDED |
|
| 770 |
|
|
| 771 |
LpCplex::ProblemType LpCplex::_getDualType() const {
|
|
| 772 |
int stat = CPXgetstat(cplexEnv(), _prob); |
|
| 773 |
#if CPX_VERSION >= 800 |
|
| 774 |
switch (stat) {
|
|
| 775 |
case CPX_STAT_OPTIMAL: |
|
| 776 |
return OPTIMAL; |
|
| 777 |
case CPX_STAT_UNBOUNDED: |
|
| 778 |
return INFEASIBLE; |
|
| 779 |
default: |
|
| 780 |
return UNDEFINED; |
|
| 781 |
} |
|
| 782 |
#else |
|
| 783 |
statusSwitch(cplexEnv(),stat); |
|
| 784 |
switch (stat) {
|
|
| 785 |
case 0: |
|
| 786 |
return UNDEFINED; //Undefined |
|
| 787 |
case CPX_OPTIMAL://Optimal |
|
| 788 |
return OPTIMAL; |
|
| 789 |
case CPX_UNBOUNDED: |
|
| 790 |
return INFEASIBLE; |
|
| 791 |
default: |
|
| 792 |
return UNDEFINED; //Everything else comes here |
|
| 793 |
//FIXME error |
|
| 794 |
} |
|
| 795 |
#endif |
|
| 796 |
} |
|
| 797 |
|
|
| 798 |
// MipCplex members |
|
| 799 |
|
|
| 800 |
MipCplex::MipCplex() |
|
| 801 |
: LpBase(), CplexBase(), MipSolver() {
|
|
| 802 |
|
|
| 803 |
#if CPX_VERSION < 800 |
|
| 804 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
|
| 805 |
#else |
|
| 806 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
|
| 807 |
#endif |
|
| 808 |
} |
|
| 809 |
|
|
| 810 |
MipCplex::MipCplex(const CplexEnv& env) |
|
| 811 |
: LpBase(), CplexBase(env), MipSolver() {
|
|
| 812 |
|
|
| 813 |
#if CPX_VERSION < 800 |
|
| 814 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
|
| 815 |
#else |
|
| 816 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
|
| 817 |
#endif |
|
| 818 |
|
|
| 819 |
} |
|
| 820 |
|
|
| 821 |
MipCplex::MipCplex(const MipCplex& other) |
|
| 822 |
: LpBase(), CplexBase(other), MipSolver() {}
|
|
| 823 |
|
|
| 824 |
MipCplex::~MipCplex() {}
|
|
| 825 |
|
|
| 826 |
MipCplex* MipCplex::_newSolver() const { return new MipCplex; }
|
|
| 827 |
MipCplex* MipCplex::_cloneSolver() const {return new MipCplex(*this); }
|
|
| 828 |
|
|
| 829 |
const char* MipCplex::_solverName() const { return "MipCplex"; }
|
|
| 830 |
|
|
| 831 |
void MipCplex::_setColType(int i, MipCplex::ColTypes col_type) {
|
|
| 832 |
|
|
| 833 |
// Note If a variable is to be changed to binary, a call to CPXchgbds |
|
| 834 |
// should also be made to change the bounds to 0 and 1. |
|
| 835 |
|
|
| 836 |
switch (col_type){
|
|
| 837 |
case INTEGER: {
|
|
| 838 |
const char t = 'I'; |
|
| 839 |
CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
|
| 840 |
} break; |
|
| 841 |
case REAL: {
|
|
| 842 |
const char t = 'C'; |
|
| 843 |
CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
|
| 844 |
} break; |
|
| 845 |
default: |
|
| 846 |
break; |
|
| 847 |
} |
|
| 848 |
} |
|
| 849 |
|
|
| 850 |
MipCplex::ColTypes MipCplex::_getColType(int i) const {
|
|
| 851 |
char t; |
|
| 852 |
CPXgetctype (cplexEnv(), _prob, &t, i, i); |
|
| 853 |
switch (t) {
|
|
| 854 |
case 'I': |
|
| 855 |
return INTEGER; |
|
| 856 |
case 'C': |
|
| 857 |
return REAL; |
|
| 858 |
default: |
|
| 859 |
LEMON_ASSERT(false, "Invalid column type"); |
|
| 860 |
return ColTypes(); |
|
| 861 |
} |
|
| 862 |
|
|
| 863 |
} |
|
| 864 |
|
|
| 865 |
MipCplex::SolveExitStatus MipCplex::_solve() {
|
|
| 866 |
int status; |
|
| 867 |
status = CPXmipopt (cplexEnv(), _prob); |
|
| 868 |
if (status==0) |
|
| 869 |
return SOLVED; |
|
| 870 |
else |
|
| 871 |
return UNSOLVED; |
|
| 872 |
|
|
| 873 |
} |
|
| 874 |
|
|
| 875 |
|
|
| 876 |
MipCplex::ProblemType MipCplex::_getType() const {
|
|
| 877 |
|
|
| 878 |
int stat = CPXgetstat(cplexEnv(), _prob); |
|
| 879 |
|
|
| 880 |
//Fortunately, MIP statuses did not change for cplex 8.0 |
|
| 881 |
switch (stat) {
|
|
| 882 |
case CPXMIP_OPTIMAL: |
|
| 883 |
// Optimal integer solution has been found. |
|
| 884 |
case CPXMIP_OPTIMAL_TOL: |
|
| 885 |
// Optimal soluton with the tolerance defined by epgap or epagap has |
|
| 886 |
// been found. |
|
| 887 |
return OPTIMAL; |
|
| 888 |
//This also exists in later issues |
|
| 889 |
// case CPXMIP_UNBOUNDED: |
|
| 890 |
//return UNBOUNDED; |
|
| 891 |
case CPXMIP_INFEASIBLE: |
|
| 892 |
return INFEASIBLE; |
|
| 893 |
default: |
|
| 894 |
return UNDEFINED; |
|
| 895 |
} |
|
| 896 |
//Unboundedness not treated well: the following is from cplex 9.0 doc |
|
| 897 |
// About Unboundedness |
|
| 898 |
|
|
| 899 |
// The treatment of models that are unbounded involves a few |
|
| 900 |
// subtleties. Specifically, a declaration of unboundedness means that |
|
| 901 |
// ILOG CPLEX has determined that the model has an unbounded |
|
| 902 |
// ray. Given any feasible solution x with objective z, a multiple of |
|
| 903 |
// the unbounded ray can be added to x to give a feasible solution |
|
| 904 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
|
| 905 |
// feasible solution exists, then the optimal objective is |
|
| 906 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
|
| 907 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
|
| 908 |
// to determine whether ILOG CPLEX has also concluded that the model |
|
| 909 |
// has a feasible solution. |
|
| 910 |
} |
|
| 911 |
|
|
| 912 |
MipCplex::Value MipCplex::_getSol(int i) const {
|
|
| 913 |
Value x; |
|
| 914 |
CPXgetmipx(cplexEnv(), _prob, &x, i, i); |
|
| 915 |
return x; |
|
| 916 |
} |
|
| 917 |
|
|
| 918 |
MipCplex::Value MipCplex::_getSolValue() const {
|
|
| 919 |
Value objval; |
|
| 920 |
CPXgetmipobjval(cplexEnv(), _prob, &objval); |
|
| 921 |
return objval; |
|
| 922 |
} |
|
| 923 |
|
|
| 924 |
} //namespace lemon |
|
| 925 |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#ifndef LEMON_LP_CPLEX_H |
|
| 20 |
#define LEMON_LP_CPLEX_H |
|
| 21 |
|
|
| 22 |
///\file |
|
| 23 |
///\brief Header of the LEMON-CPLEX lp solver interface. |
|
| 24 |
|
|
| 25 |
#include <lemon/lp_base.h> |
|
| 26 |
|
|
| 27 |
struct cpxenv; |
|
| 28 |
struct cpxlp; |
|
| 29 |
|
|
| 30 |
namespace lemon {
|
|
| 31 |
|
|
| 32 |
/// \brief Reference counted wrapper around cpxenv pointer |
|
| 33 |
/// |
|
| 34 |
/// The cplex uses environment object which is responsible for |
|
| 35 |
/// checking the proper license usage. This class provides a simple |
|
| 36 |
/// interface for share the environment object between different |
|
| 37 |
/// problems. |
|
| 38 |
class CplexEnv {
|
|
| 39 |
friend class CplexBase; |
|
| 40 |
private: |
|
| 41 |
cpxenv* _env; |
|
| 42 |
mutable int* _cnt; |
|
| 43 |
|
|
| 44 |
public: |
|
| 45 |
|
|
| 46 |
/// \brief This exception is thrown when the license check is not |
|
| 47 |
/// sufficient |
|
| 48 |
class LicenseError : public Exception {
|
|
| 49 |
friend class CplexEnv; |
|
| 50 |
private: |
|
| 51 |
|
|
| 52 |
LicenseError(int status); |
|
| 53 |
char _message[510]; |
|
| 54 |
|
|
| 55 |
public: |
|
| 56 |
|
|
| 57 |
/// The short error message |
|
| 58 |
virtual const char* what() const throw() {
|
|
| 59 |
return _message; |
|
| 60 |
} |
|
| 61 |
}; |
|
| 62 |
|
|
| 63 |
/// Constructor |
|
| 64 |
CplexEnv(); |
|
| 65 |
/// Shallow copy constructor |
|
| 66 |
CplexEnv(const CplexEnv&); |
|
| 67 |
/// Shallow assignement |
|
| 68 |
CplexEnv& operator=(const CplexEnv&); |
|
| 69 |
/// Destructor |
|
| 70 |
virtual ~CplexEnv(); |
|
| 71 |
|
|
| 72 |
protected: |
|
| 73 |
|
|
| 74 |
cpxenv* cplexEnv() { return _env; }
|
|
| 75 |
const cpxenv* cplexEnv() const { return _env; }
|
|
| 76 |
}; |
|
| 77 |
|
|
| 78 |
/// \brief Base interface for the CPLEX LP and MIP solver |
|
| 79 |
/// |
|
| 80 |
/// This class implements the common interface of the CPLEX LP and |
|
| 81 |
/// MIP solvers. |
|
| 82 |
/// \ingroup lp_group |
|
| 83 |
class CplexBase : virtual public LpBase {
|
|
| 84 |
protected: |
|
| 85 |
|
|
| 86 |
CplexEnv _env; |
|
| 87 |
cpxlp* _prob; |
|
| 88 |
|
|
| 89 |
CplexBase(); |
|
| 90 |
CplexBase(const CplexEnv&); |
|
| 91 |
CplexBase(const CplexBase &); |
|
| 92 |
virtual ~CplexBase(); |
|
| 93 |
|
|
| 94 |
virtual int _addCol(); |
|
| 95 |
virtual int _addRow(); |
|
| 96 |
|
|
| 97 |
virtual void _eraseCol(int i); |
|
| 98 |
virtual void _eraseRow(int i); |
|
| 99 |
|
|
| 100 |
virtual void _eraseColId(int i); |
|
| 101 |
virtual void _eraseRowId(int i); |
|
| 102 |
|
|
| 103 |
virtual void _getColName(int col, std::string& name) const; |
|
| 104 |
virtual void _setColName(int col, const std::string& name); |
|
| 105 |
virtual int _colByName(const std::string& name) const; |
|
| 106 |
|
|
| 107 |
virtual void _getRowName(int row, std::string& name) const; |
|
| 108 |
virtual void _setRowName(int row, const std::string& name); |
|
| 109 |
virtual int _rowByName(const std::string& name) const; |
|
| 110 |
|
|
| 111 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 112 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
| 113 |
|
|
| 114 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 115 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
| 116 |
|
|
| 117 |
virtual void _setCoeff(int row, int col, Value value); |
|
| 118 |
virtual Value _getCoeff(int row, int col) const; |
|
| 119 |
|
|
| 120 |
virtual void _setColLowerBound(int i, Value value); |
|
| 121 |
virtual Value _getColLowerBound(int i) const; |
|
| 122 |
|
|
| 123 |
virtual void _setColUpperBound(int i, Value value); |
|
| 124 |
virtual Value _getColUpperBound(int i) const; |
|
| 125 |
|
|
| 126 |
private: |
|
| 127 |
void _set_row_bounds(int i, Value lb, Value ub); |
|
| 128 |
protected: |
|
| 129 |
|
|
| 130 |
virtual void _setRowLowerBound(int i, Value value); |
|
| 131 |
virtual Value _getRowLowerBound(int i) const; |
|
| 132 |
|
|
| 133 |
virtual void _setRowUpperBound(int i, Value value); |
|
| 134 |
virtual Value _getRowUpperBound(int i) const; |
|
| 135 |
|
|
| 136 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
| 137 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
| 138 |
|
|
| 139 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
| 140 |
virtual Value _getObjCoeff(int i) const; |
|
| 141 |
|
|
| 142 |
virtual void _setSense(Sense sense); |
|
| 143 |
virtual Sense _getSense() const; |
|
| 144 |
|
|
| 145 |
virtual void _clear(); |
|
| 146 |
|
|
| 147 |
public: |
|
| 148 |
|
|
| 149 |
/// Returns the used \c CplexEnv instance |
|
| 150 |
const CplexEnv& env() const { return _env; }
|
|
| 151 |
/// |
|
| 152 |
const cpxenv* cplexEnv() const { return _env.cplexEnv(); }
|
|
| 153 |
|
|
| 154 |
cpxlp* cplexLp() { return _prob; }
|
|
| 155 |
const cpxlp* cplexLp() const { return _prob; }
|
|
| 156 |
|
|
| 157 |
}; |
|
| 158 |
|
|
| 159 |
/// \brief Interface for the CPLEX LP solver |
|
| 160 |
/// |
|
| 161 |
/// This class implements an interface for the CPLEX LP solver. |
|
| 162 |
///\ingroup lp_group |
|
| 163 |
class LpCplex : public CplexBase, public LpSolver {
|
|
| 164 |
public: |
|
| 165 |
/// \e |
|
| 166 |
LpCplex(); |
|
| 167 |
/// \e |
|
| 168 |
LpCplex(const CplexEnv&); |
|
| 169 |
/// \e |
|
| 170 |
LpCplex(const LpCplex&); |
|
| 171 |
/// \e |
|
| 172 |
virtual ~LpCplex(); |
|
| 173 |
|
|
| 174 |
private: |
|
| 175 |
|
|
| 176 |
// these values cannot retrieved element by element |
|
| 177 |
mutable std::vector<int> _col_status; |
|
| 178 |
mutable std::vector<int> _row_status; |
|
| 179 |
|
|
| 180 |
mutable std::vector<Value> _primal_ray; |
|
| 181 |
mutable std::vector<Value> _dual_ray; |
|
| 182 |
|
|
| 183 |
void _clear_temporals(); |
|
| 184 |
|
|
| 185 |
SolveExitStatus convertStatus(int status); |
|
| 186 |
|
|
| 187 |
protected: |
|
| 188 |
|
|
| 189 |
virtual LpCplex* _cloneSolver() const; |
|
| 190 |
virtual LpCplex* _newSolver() const; |
|
| 191 |
|
|
| 192 |
virtual const char* _solverName() const; |
|
| 193 |
|
|
| 194 |
virtual SolveExitStatus _solve(); |
|
| 195 |
virtual Value _getPrimal(int i) const; |
|
| 196 |
virtual Value _getDual(int i) const; |
|
| 197 |
virtual Value _getPrimalValue() const; |
|
| 198 |
|
|
| 199 |
virtual VarStatus _getColStatus(int i) const; |
|
| 200 |
virtual VarStatus _getRowStatus(int i) const; |
|
| 201 |
|
|
| 202 |
virtual Value _getPrimalRay(int i) const; |
|
| 203 |
virtual Value _getDualRay(int i) const; |
|
| 204 |
|
|
| 205 |
virtual ProblemType _getPrimalType() const; |
|
| 206 |
virtual ProblemType _getDualType() const; |
|
| 207 |
|
|
| 208 |
public: |
|
| 209 |
|
|
| 210 |
/// Solve with primal simplex method |
|
| 211 |
SolveExitStatus solvePrimal(); |
|
| 212 |
|
|
| 213 |
/// Solve with dual simplex method |
|
| 214 |
SolveExitStatus solveDual(); |
|
| 215 |
|
|
| 216 |
/// Solve with barrier method |
|
| 217 |
SolveExitStatus solveBarrier(); |
|
| 218 |
|
|
| 219 |
}; |
|
| 220 |
|
|
| 221 |
/// \brief Interface for the CPLEX MIP solver |
|
| 222 |
/// |
|
| 223 |
/// This class implements an interface for the CPLEX MIP solver. |
|
| 224 |
///\ingroup lp_group |
|
| 225 |
class MipCplex : public CplexBase, public MipSolver {
|
|
| 226 |
public: |
|
| 227 |
/// \e |
|
| 228 |
MipCplex(); |
|
| 229 |
/// \e |
|
| 230 |
MipCplex(const CplexEnv&); |
|
| 231 |
/// \e |
|
| 232 |
MipCplex(const MipCplex&); |
|
| 233 |
/// \e |
|
| 234 |
virtual ~MipCplex(); |
|
| 235 |
|
|
| 236 |
protected: |
|
| 237 |
|
|
| 238 |
virtual MipCplex* _cloneSolver() const; |
|
| 239 |
virtual MipCplex* _newSolver() const; |
|
| 240 |
|
|
| 241 |
virtual const char* _solverName() const; |
|
| 242 |
|
|
| 243 |
virtual ColTypes _getColType(int col) const; |
|
| 244 |
virtual void _setColType(int col, ColTypes col_type); |
|
| 245 |
|
|
| 246 |
virtual SolveExitStatus _solve(); |
|
| 247 |
virtual ProblemType _getType() const; |
|
| 248 |
virtual Value _getSol(int i) const; |
|
| 249 |
virtual Value _getSolValue() const; |
|
| 250 |
|
|
| 251 |
}; |
|
| 252 |
|
|
| 253 |
} //END OF NAMESPACE LEMON |
|
| 254 |
|
|
| 255 |
#endif //LEMON_LP_CPLEX_H |
|
| 256 |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
///\file |
|
| 20 |
///\brief Implementation of the LEMON GLPK LP and MIP solver interface. |
|
| 21 |
|
|
| 22 |
#include <lemon/lp_glpk.h> |
|
| 23 |
#include <glpk.h> |
|
| 24 |
|
|
| 25 |
#include <lemon/assert.h> |
|
| 26 |
|
|
| 27 |
namespace lemon {
|
|
| 28 |
|
|
| 29 |
// GlpkBase members |
|
| 30 |
|
|
| 31 |
GlpkBase::GlpkBase() : LpBase() {
|
|
| 32 |
lp = glp_create_prob(); |
|
| 33 |
glp_create_index(lp); |
|
| 34 |
} |
|
| 35 |
|
|
| 36 |
GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() {
|
|
| 37 |
lp = glp_create_prob(); |
|
| 38 |
glp_copy_prob(lp, other.lp, GLP_ON); |
|
| 39 |
glp_create_index(lp); |
|
| 40 |
rows = other.rows; |
|
| 41 |
cols = other.cols; |
|
| 42 |
} |
|
| 43 |
|
|
| 44 |
GlpkBase::~GlpkBase() {
|
|
| 45 |
glp_delete_prob(lp); |
|
| 46 |
} |
|
| 47 |
|
|
| 48 |
int GlpkBase::_addCol() {
|
|
| 49 |
int i = glp_add_cols(lp, 1); |
|
| 50 |
glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0); |
|
| 51 |
return i; |
|
| 52 |
} |
|
| 53 |
|
|
| 54 |
int GlpkBase::_addRow() {
|
|
| 55 |
int i = glp_add_rows(lp, 1); |
|
| 56 |
glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0); |
|
| 57 |
return i; |
|
| 58 |
} |
|
| 59 |
|
|
| 60 |
void GlpkBase::_eraseCol(int i) {
|
|
| 61 |
int ca[2]; |
|
| 62 |
ca[1] = i; |
|
| 63 |
glp_del_cols(lp, 1, ca); |
|
| 64 |
} |
|
| 65 |
|
|
| 66 |
void GlpkBase::_eraseRow(int i) {
|
|
| 67 |
int ra[2]; |
|
| 68 |
ra[1] = i; |
|
| 69 |
glp_del_rows(lp, 1, ra); |
|
| 70 |
} |
|
| 71 |
|
|
| 72 |
void GlpkBase::_eraseColId(int i) {
|
|
| 73 |
cols.eraseIndex(i); |
|
| 74 |
cols.shiftIndices(i); |
|
| 75 |
} |
|
| 76 |
|
|
| 77 |
void GlpkBase::_eraseRowId(int i) {
|
|
| 78 |
rows.eraseIndex(i); |
|
| 79 |
rows.shiftIndices(i); |
|
| 80 |
} |
|
| 81 |
|
|
| 82 |
void GlpkBase::_getColName(int c, std::string& name) const {
|
|
| 83 |
const char *str = glp_get_col_name(lp, c); |
|
| 84 |
if (str) name = str; |
|
| 85 |
else name.clear(); |
|
| 86 |
} |
|
| 87 |
|
|
| 88 |
void GlpkBase::_setColName(int c, const std::string & name) {
|
|
| 89 |
glp_set_col_name(lp, c, const_cast<char*>(name.c_str())); |
|
| 90 |
|
|
| 91 |
} |
|
| 92 |
|
|
| 93 |
int GlpkBase::_colByName(const std::string& name) const {
|
|
| 94 |
int k = glp_find_col(lp, const_cast<char*>(name.c_str())); |
|
| 95 |
return k > 0 ? k : -1; |
|
| 96 |
} |
|
| 97 |
|
|
| 98 |
void GlpkBase::_getRowName(int r, std::string& name) const {
|
|
| 99 |
const char *str = glp_get_row_name(lp, r); |
|
| 100 |
if (str) name = str; |
|
| 101 |
else name.clear(); |
|
| 102 |
} |
|
| 103 |
|
|
| 104 |
void GlpkBase::_setRowName(int r, const std::string & name) {
|
|
| 105 |
glp_set_row_name(lp, r, const_cast<char*>(name.c_str())); |
|
| 106 |
|
|
| 107 |
} |
|
| 108 |
|
|
| 109 |
int GlpkBase::_rowByName(const std::string& name) const {
|
|
| 110 |
int k = glp_find_row(lp, const_cast<char*>(name.c_str())); |
|
| 111 |
return k > 0 ? k : -1; |
|
| 112 |
} |
|
| 113 |
|
|
| 114 |
void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
|
|
| 115 |
std::vector<int> indexes; |
|
| 116 |
std::vector<Value> values; |
|
| 117 |
|
|
| 118 |
indexes.push_back(0); |
|
| 119 |
values.push_back(0); |
|
| 120 |
|
|
| 121 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 122 |
indexes.push_back(it->first); |
|
| 123 |
values.push_back(it->second); |
|
| 124 |
} |
|
| 125 |
|
|
| 126 |
glp_set_mat_row(lp, i, values.size() - 1, |
|
| 127 |
&indexes.front(), &values.front()); |
|
| 128 |
} |
|
| 129 |
|
|
| 130 |
void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const {
|
|
| 131 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
|
| 132 |
|
|
| 133 |
std::vector<int> indexes(length + 1); |
|
| 134 |
std::vector<Value> values(length + 1); |
|
| 135 |
|
|
| 136 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
|
| 137 |
|
|
| 138 |
for (int i = 1; i <= length; ++i) {
|
|
| 139 |
*b = std::make_pair(indexes[i], values[i]); |
|
| 140 |
++b; |
|
| 141 |
} |
|
| 142 |
} |
|
| 143 |
|
|
| 144 |
void GlpkBase::_setColCoeffs(int ix, ExprIterator b, |
|
| 145 |
ExprIterator e) {
|
|
| 146 |
|
|
| 147 |
std::vector<int> indexes; |
|
| 148 |
std::vector<Value> values; |
|
| 149 |
|
|
| 150 |
indexes.push_back(0); |
|
| 151 |
values.push_back(0); |
|
| 152 |
|
|
| 153 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 154 |
indexes.push_back(it->first); |
|
| 155 |
values.push_back(it->second); |
|
| 156 |
} |
|
| 157 |
|
|
| 158 |
glp_set_mat_col(lp, ix, values.size() - 1, |
|
| 159 |
&indexes.front(), &values.front()); |
|
| 160 |
} |
|
| 161 |
|
|
| 162 |
void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const {
|
|
| 163 |
int length = glp_get_mat_col(lp, ix, 0, 0); |
|
| 164 |
|
|
| 165 |
std::vector<int> indexes(length + 1); |
|
| 166 |
std::vector<Value> values(length + 1); |
|
| 167 |
|
|
| 168 |
glp_get_mat_col(lp, ix, &indexes.front(), &values.front()); |
|
| 169 |
|
|
| 170 |
for (int i = 1; i <= length; ++i) {
|
|
| 171 |
*b = std::make_pair(indexes[i], values[i]); |
|
| 172 |
++b; |
|
| 173 |
} |
|
| 174 |
} |
|
| 175 |
|
|
| 176 |
void GlpkBase::_setCoeff(int ix, int jx, Value value) {
|
|
| 177 |
|
|
| 178 |
if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) {
|
|
| 179 |
|
|
| 180 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
|
| 181 |
|
|
| 182 |
std::vector<int> indexes(length + 2); |
|
| 183 |
std::vector<Value> values(length + 2); |
|
| 184 |
|
|
| 185 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
|
| 186 |
|
|
| 187 |
//The following code does not suppose that the elements of the |
|
| 188 |
//array indexes are sorted |
|
| 189 |
bool found = false; |
|
| 190 |
for (int i = 1; i <= length; ++i) {
|
|
| 191 |
if (indexes[i] == jx) {
|
|
| 192 |
found = true; |
|
| 193 |
values[i] = value; |
|
| 194 |
break; |
|
| 195 |
} |
|
| 196 |
} |
|
| 197 |
if (!found) {
|
|
| 198 |
++length; |
|
| 199 |
indexes[length] = jx; |
|
| 200 |
values[length] = value; |
|
| 201 |
} |
|
| 202 |
|
|
| 203 |
glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front()); |
|
| 204 |
|
|
| 205 |
} else {
|
|
| 206 |
|
|
| 207 |
int length = glp_get_mat_col(lp, jx, 0, 0); |
|
| 208 |
|
|
| 209 |
std::vector<int> indexes(length + 2); |
|
| 210 |
std::vector<Value> values(length + 2); |
|
| 211 |
|
|
| 212 |
glp_get_mat_col(lp, jx, &indexes.front(), &values.front()); |
|
| 213 |
|
|
| 214 |
//The following code does not suppose that the elements of the |
|
| 215 |
//array indexes are sorted |
|
| 216 |
bool found = false; |
|
| 217 |
for (int i = 1; i <= length; ++i) {
|
|
| 218 |
if (indexes[i] == ix) {
|
|
| 219 |
found = true; |
|
| 220 |
values[i] = value; |
|
| 221 |
break; |
|
| 222 |
} |
|
| 223 |
} |
|
| 224 |
if (!found) {
|
|
| 225 |
++length; |
|
| 226 |
indexes[length] = ix; |
|
| 227 |
values[length] = value; |
|
| 228 |
} |
|
| 229 |
|
|
| 230 |
glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front()); |
|
| 231 |
} |
|
| 232 |
|
|
| 233 |
} |
|
| 234 |
|
|
| 235 |
GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const {
|
|
| 236 |
|
|
| 237 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
|
| 238 |
|
|
| 239 |
std::vector<int> indexes(length + 1); |
|
| 240 |
std::vector<Value> values(length + 1); |
|
| 241 |
|
|
| 242 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
|
| 243 |
|
|
| 244 |
for (int i = 1; i <= length; ++i) {
|
|
| 245 |
if (indexes[i] == jx) {
|
|
| 246 |
return values[i]; |
|
| 247 |
} |
|
| 248 |
} |
|
| 249 |
|
|
| 250 |
return 0; |
|
| 251 |
} |
|
| 252 |
|
|
| 253 |
void GlpkBase::_setColLowerBound(int i, Value lo) {
|
|
| 254 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
|
| 255 |
|
|
| 256 |
int b = glp_get_col_type(lp, i); |
|
| 257 |
double up = glp_get_col_ub(lp, i); |
|
| 258 |
if (lo == -INF) {
|
|
| 259 |
switch (b) {
|
|
| 260 |
case GLP_FR: |
|
| 261 |
case GLP_LO: |
|
| 262 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
|
| 263 |
break; |
|
| 264 |
case GLP_UP: |
|
| 265 |
break; |
|
| 266 |
case GLP_DB: |
|
| 267 |
case GLP_FX: |
|
| 268 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
|
| 269 |
break; |
|
| 270 |
default: |
|
| 271 |
break; |
|
| 272 |
} |
|
| 273 |
} else {
|
|
| 274 |
switch (b) {
|
|
| 275 |
case GLP_FR: |
|
| 276 |
case GLP_LO: |
|
| 277 |
glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
|
| 278 |
break; |
|
| 279 |
case GLP_UP: |
|
| 280 |
case GLP_DB: |
|
| 281 |
case GLP_FX: |
|
| 282 |
if (lo == up) |
|
| 283 |
glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
|
| 284 |
else |
|
| 285 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
|
| 286 |
break; |
|
| 287 |
default: |
|
| 288 |
break; |
|
| 289 |
} |
|
| 290 |
} |
|
| 291 |
} |
|
| 292 |
|
|
| 293 |
GlpkBase::Value GlpkBase::_getColLowerBound(int i) const {
|
|
| 294 |
int b = glp_get_col_type(lp, i); |
|
| 295 |
switch (b) {
|
|
| 296 |
case GLP_LO: |
|
| 297 |
case GLP_DB: |
|
| 298 |
case GLP_FX: |
|
| 299 |
return glp_get_col_lb(lp, i); |
|
| 300 |
default: |
|
| 301 |
return -INF; |
|
| 302 |
} |
|
| 303 |
} |
|
| 304 |
|
|
| 305 |
void GlpkBase::_setColUpperBound(int i, Value up) {
|
|
| 306 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
|
| 307 |
|
|
| 308 |
int b = glp_get_col_type(lp, i); |
|
| 309 |
double lo = glp_get_col_lb(lp, i); |
|
| 310 |
if (up == INF) {
|
|
| 311 |
switch (b) {
|
|
| 312 |
case GLP_FR: |
|
| 313 |
case GLP_LO: |
|
| 314 |
break; |
|
| 315 |
case GLP_UP: |
|
| 316 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
|
| 317 |
break; |
|
| 318 |
case GLP_DB: |
|
| 319 |
case GLP_FX: |
|
| 320 |
glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
|
| 321 |
break; |
|
| 322 |
default: |
|
| 323 |
break; |
|
| 324 |
} |
|
| 325 |
} else {
|
|
| 326 |
switch (b) {
|
|
| 327 |
case GLP_FR: |
|
| 328 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
|
| 329 |
break; |
|
| 330 |
case GLP_UP: |
|
| 331 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
|
| 332 |
break; |
|
| 333 |
case GLP_LO: |
|
| 334 |
case GLP_DB: |
|
| 335 |
case GLP_FX: |
|
| 336 |
if (lo == up) |
|
| 337 |
glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
|
| 338 |
else |
|
| 339 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
|
| 340 |
break; |
|
| 341 |
default: |
|
| 342 |
break; |
|
| 343 |
} |
|
| 344 |
} |
|
| 345 |
|
|
| 346 |
} |
|
| 347 |
|
|
| 348 |
GlpkBase::Value GlpkBase::_getColUpperBound(int i) const {
|
|
| 349 |
int b = glp_get_col_type(lp, i); |
|
| 350 |
switch (b) {
|
|
| 351 |
case GLP_UP: |
|
| 352 |
case GLP_DB: |
|
| 353 |
case GLP_FX: |
|
| 354 |
return glp_get_col_ub(lp, i); |
|
| 355 |
default: |
|
| 356 |
return INF; |
|
| 357 |
} |
|
| 358 |
} |
|
| 359 |
|
|
| 360 |
void GlpkBase::_setRowLowerBound(int i, Value lo) {
|
|
| 361 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
|
| 362 |
|
|
| 363 |
int b = glp_get_row_type(lp, i); |
|
| 364 |
double up = glp_get_row_ub(lp, i); |
|
| 365 |
if (lo == -INF) {
|
|
| 366 |
switch (b) {
|
|
| 367 |
case GLP_FR: |
|
| 368 |
case GLP_LO: |
|
| 369 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
|
| 370 |
break; |
|
| 371 |
case GLP_UP: |
|
| 372 |
break; |
|
| 373 |
case GLP_DB: |
|
| 374 |
case GLP_FX: |
|
| 375 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
|
| 376 |
break; |
|
| 377 |
default: |
|
| 378 |
break; |
|
| 379 |
} |
|
| 380 |
} else {
|
|
| 381 |
switch (b) {
|
|
| 382 |
case GLP_FR: |
|
| 383 |
case GLP_LO: |
|
| 384 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
|
| 385 |
break; |
|
| 386 |
case GLP_UP: |
|
| 387 |
case GLP_DB: |
|
| 388 |
case GLP_FX: |
|
| 389 |
if (lo == up) |
|
| 390 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
|
| 391 |
else |
|
| 392 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
|
| 393 |
break; |
|
| 394 |
default: |
|
| 395 |
break; |
|
| 396 |
} |
|
| 397 |
} |
|
| 398 |
|
|
| 399 |
} |
|
| 400 |
|
|
| 401 |
GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const {
|
|
| 402 |
int b = glp_get_row_type(lp, i); |
|
| 403 |
switch (b) {
|
|
| 404 |
case GLP_LO: |
|
| 405 |
case GLP_DB: |
|
| 406 |
case GLP_FX: |
|
| 407 |
return glp_get_row_lb(lp, i); |
|
| 408 |
default: |
|
| 409 |
return -INF; |
|
| 410 |
} |
|
| 411 |
} |
|
| 412 |
|
|
| 413 |
void GlpkBase::_setRowUpperBound(int i, Value up) {
|
|
| 414 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
|
| 415 |
|
|
| 416 |
int b = glp_get_row_type(lp, i); |
|
| 417 |
double lo = glp_get_row_lb(lp, i); |
|
| 418 |
if (up == INF) {
|
|
| 419 |
switch (b) {
|
|
| 420 |
case GLP_FR: |
|
| 421 |
case GLP_LO: |
|
| 422 |
break; |
|
| 423 |
case GLP_UP: |
|
| 424 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
|
| 425 |
break; |
|
| 426 |
case GLP_DB: |
|
| 427 |
case GLP_FX: |
|
| 428 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
|
| 429 |
break; |
|
| 430 |
default: |
|
| 431 |
break; |
|
| 432 |
} |
|
| 433 |
} else {
|
|
| 434 |
switch (b) {
|
|
| 435 |
case GLP_FR: |
|
| 436 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
|
| 437 |
break; |
|
| 438 |
case GLP_UP: |
|
| 439 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
|
| 440 |
break; |
|
| 441 |
case GLP_LO: |
|
| 442 |
case GLP_DB: |
|
| 443 |
case GLP_FX: |
|
| 444 |
if (lo == up) |
|
| 445 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
|
| 446 |
else |
|
| 447 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
|
| 448 |
break; |
|
| 449 |
default: |
|
| 450 |
break; |
|
| 451 |
} |
|
| 452 |
} |
|
| 453 |
} |
|
| 454 |
|
|
| 455 |
GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const {
|
|
| 456 |
int b = glp_get_row_type(lp, i); |
|
| 457 |
switch (b) {
|
|
| 458 |
case GLP_UP: |
|
| 459 |
case GLP_DB: |
|
| 460 |
case GLP_FX: |
|
| 461 |
return glp_get_row_ub(lp, i); |
|
| 462 |
default: |
|
| 463 |
return INF; |
|
| 464 |
} |
|
| 465 |
} |
|
| 466 |
|
|
| 467 |
void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
|
| 468 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
|
| 469 |
glp_set_obj_coef(lp, i, 0.0); |
|
| 470 |
} |
|
| 471 |
for (ExprIterator it = b; it != e; ++it) {
|
|
| 472 |
glp_set_obj_coef(lp, it->first, it->second); |
|
| 473 |
} |
|
| 474 |
} |
|
| 475 |
|
|
| 476 |
void GlpkBase::_getObjCoeffs(InsertIterator b) const {
|
|
| 477 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
|
| 478 |
Value val = glp_get_obj_coef(lp, i); |
|
| 479 |
if (val != 0.0) {
|
|
| 480 |
*b = std::make_pair(i, val); |
|
| 481 |
++b; |
|
| 482 |
} |
|
| 483 |
} |
|
| 484 |
} |
|
| 485 |
|
|
| 486 |
void GlpkBase::_setObjCoeff(int i, Value obj_coef) {
|
|
| 487 |
//i = 0 means the constant term (shift) |
|
| 488 |
glp_set_obj_coef(lp, i, obj_coef); |
|
| 489 |
} |
|
| 490 |
|
|
| 491 |
GlpkBase::Value GlpkBase::_getObjCoeff(int i) const {
|
|
| 492 |
//i = 0 means the constant term (shift) |
|
| 493 |
return glp_get_obj_coef(lp, i); |
|
| 494 |
} |
|
| 495 |
|
|
| 496 |
void GlpkBase::_setSense(GlpkBase::Sense sense) {
|
|
| 497 |
switch (sense) {
|
|
| 498 |
case MIN: |
|
| 499 |
glp_set_obj_dir(lp, GLP_MIN); |
|
| 500 |
break; |
|
| 501 |
case MAX: |
|
| 502 |
glp_set_obj_dir(lp, GLP_MAX); |
|
| 503 |
break; |
|
| 504 |
} |
|
| 505 |
} |
|
| 506 |
|
|
| 507 |
GlpkBase::Sense GlpkBase::_getSense() const {
|
|
| 508 |
switch(glp_get_obj_dir(lp)) {
|
|
| 509 |
case GLP_MIN: |
|
| 510 |
return MIN; |
|
| 511 |
case GLP_MAX: |
|
| 512 |
return MAX; |
|
| 513 |
default: |
|
| 514 |
LEMON_ASSERT(false, "Wrong sense"); |
|
| 515 |
return GlpkBase::Sense(); |
|
| 516 |
} |
|
| 517 |
} |
|
| 518 |
|
|
| 519 |
void GlpkBase::_clear() {
|
|
| 520 |
glp_erase_prob(lp); |
|
| 521 |
rows.clear(); |
|
| 522 |
cols.clear(); |
|
| 523 |
} |
|
| 524 |
|
|
| 525 |
// LpGlpk members |
|
| 526 |
|
|
| 527 |
LpGlpk::LpGlpk() |
|
| 528 |
: LpBase(), GlpkBase(), LpSolver() {
|
|
| 529 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 530 |
} |
|
| 531 |
|
|
| 532 |
LpGlpk::LpGlpk(const LpGlpk& other) |
|
| 533 |
: LpBase(other), GlpkBase(other), LpSolver(other) {
|
|
| 534 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 535 |
} |
|
| 536 |
|
|
| 537 |
LpGlpk* LpGlpk::_newSolver() const { return new LpGlpk; }
|
|
| 538 |
LpGlpk* LpGlpk::_cloneSolver() const { return new LpGlpk(*this); }
|
|
| 539 |
|
|
| 540 |
const char* LpGlpk::_solverName() const { return "LpGlpk"; }
|
|
| 541 |
|
|
| 542 |
void LpGlpk::_clear_temporals() {
|
|
| 543 |
_primal_ray.clear(); |
|
| 544 |
_dual_ray.clear(); |
|
| 545 |
} |
|
| 546 |
|
|
| 547 |
LpGlpk::SolveExitStatus LpGlpk::_solve() {
|
|
| 548 |
return solvePrimal(); |
|
| 549 |
} |
|
| 550 |
|
|
| 551 |
LpGlpk::SolveExitStatus LpGlpk::solvePrimal() {
|
|
| 552 |
_clear_temporals(); |
|
| 553 |
|
|
| 554 |
glp_smcp smcp; |
|
| 555 |
glp_init_smcp(&smcp); |
|
| 556 |
|
|
| 557 |
switch (_message_level) {
|
|
| 558 |
case MESSAGE_NO_OUTPUT: |
|
| 559 |
smcp.msg_lev = GLP_MSG_OFF; |
|
| 560 |
break; |
|
| 561 |
case MESSAGE_ERROR_MESSAGE: |
|
| 562 |
smcp.msg_lev = GLP_MSG_ERR; |
|
| 563 |
break; |
|
| 564 |
case MESSAGE_NORMAL_OUTPUT: |
|
| 565 |
smcp.msg_lev = GLP_MSG_ON; |
|
| 566 |
break; |
|
| 567 |
case MESSAGE_FULL_OUTPUT: |
|
| 568 |
smcp.msg_lev = GLP_MSG_ALL; |
|
| 569 |
break; |
|
| 570 |
} |
|
| 571 |
|
|
| 572 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
|
| 573 |
return SOLVED; |
|
| 574 |
} |
|
| 575 |
|
|
| 576 |
LpGlpk::SolveExitStatus LpGlpk::solveDual() {
|
|
| 577 |
_clear_temporals(); |
|
| 578 |
|
|
| 579 |
glp_smcp smcp; |
|
| 580 |
glp_init_smcp(&smcp); |
|
| 581 |
|
|
| 582 |
switch (_message_level) {
|
|
| 583 |
case MESSAGE_NO_OUTPUT: |
|
| 584 |
smcp.msg_lev = GLP_MSG_OFF; |
|
| 585 |
break; |
|
| 586 |
case MESSAGE_ERROR_MESSAGE: |
|
| 587 |
smcp.msg_lev = GLP_MSG_ERR; |
|
| 588 |
break; |
|
| 589 |
case MESSAGE_NORMAL_OUTPUT: |
|
| 590 |
smcp.msg_lev = GLP_MSG_ON; |
|
| 591 |
break; |
|
| 592 |
case MESSAGE_FULL_OUTPUT: |
|
| 593 |
smcp.msg_lev = GLP_MSG_ALL; |
|
| 594 |
break; |
|
| 595 |
} |
|
| 596 |
smcp.meth = GLP_DUAL; |
|
| 597 |
|
|
| 598 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
|
| 599 |
return SOLVED; |
|
| 600 |
} |
|
| 601 |
|
|
| 602 |
LpGlpk::Value LpGlpk::_getPrimal(int i) const {
|
|
| 603 |
return glp_get_col_prim(lp, i); |
|
| 604 |
} |
|
| 605 |
|
|
| 606 |
LpGlpk::Value LpGlpk::_getDual(int i) const {
|
|
| 607 |
return glp_get_row_dual(lp, i); |
|
| 608 |
} |
|
| 609 |
|
|
| 610 |
LpGlpk::Value LpGlpk::_getPrimalValue() const {
|
|
| 611 |
return glp_get_obj_val(lp); |
|
| 612 |
} |
|
| 613 |
|
|
| 614 |
LpGlpk::VarStatus LpGlpk::_getColStatus(int i) const {
|
|
| 615 |
switch (glp_get_col_stat(lp, i)) {
|
|
| 616 |
case GLP_BS: |
|
| 617 |
return BASIC; |
|
| 618 |
case GLP_UP: |
|
| 619 |
return UPPER; |
|
| 620 |
case GLP_LO: |
|
| 621 |
return LOWER; |
|
| 622 |
case GLP_NF: |
|
| 623 |
return FREE; |
|
| 624 |
case GLP_NS: |
|
| 625 |
return FIXED; |
|
| 626 |
default: |
|
| 627 |
LEMON_ASSERT(false, "Wrong column status"); |
|
| 628 |
return LpGlpk::VarStatus(); |
|
| 629 |
} |
|
| 630 |
} |
|
| 631 |
|
|
| 632 |
LpGlpk::VarStatus LpGlpk::_getRowStatus(int i) const {
|
|
| 633 |
switch (glp_get_row_stat(lp, i)) {
|
|
| 634 |
case GLP_BS: |
|
| 635 |
return BASIC; |
|
| 636 |
case GLP_UP: |
|
| 637 |
return UPPER; |
|
| 638 |
case GLP_LO: |
|
| 639 |
return LOWER; |
|
| 640 |
case GLP_NF: |
|
| 641 |
return FREE; |
|
| 642 |
case GLP_NS: |
|
| 643 |
return FIXED; |
|
| 644 |
default: |
|
| 645 |
LEMON_ASSERT(false, "Wrong row status"); |
|
| 646 |
return LpGlpk::VarStatus(); |
|
| 647 |
} |
|
| 648 |
} |
|
| 649 |
|
|
| 650 |
LpGlpk::Value LpGlpk::_getPrimalRay(int i) const {
|
|
| 651 |
if (_primal_ray.empty()) {
|
|
| 652 |
int row_num = glp_get_num_rows(lp); |
|
| 653 |
int col_num = glp_get_num_cols(lp); |
|
| 654 |
|
|
| 655 |
_primal_ray.resize(col_num + 1, 0.0); |
|
| 656 |
|
|
| 657 |
int index = glp_get_unbnd_ray(lp); |
|
| 658 |
if (index != 0) {
|
|
| 659 |
// The primal ray is found in primal simplex second phase |
|
| 660 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
|
| 661 |
glp_get_col_stat(lp, index - row_num)) != GLP_BS, |
|
| 662 |
"Wrong primal ray"); |
|
| 663 |
|
|
| 664 |
bool negate = glp_get_obj_dir(lp) == GLP_MAX; |
|
| 665 |
|
|
| 666 |
if (index > row_num) {
|
|
| 667 |
_primal_ray[index - row_num] = 1.0; |
|
| 668 |
if (glp_get_col_dual(lp, index - row_num) > 0) {
|
|
| 669 |
negate = !negate; |
|
| 670 |
} |
|
| 671 |
} else {
|
|
| 672 |
if (glp_get_row_dual(lp, index) > 0) {
|
|
| 673 |
negate = !negate; |
|
| 674 |
} |
|
| 675 |
} |
|
| 676 |
|
|
| 677 |
std::vector<int> ray_indexes(row_num + 1); |
|
| 678 |
std::vector<Value> ray_values(row_num + 1); |
|
| 679 |
int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(), |
|
| 680 |
&ray_values.front()); |
|
| 681 |
|
|
| 682 |
for (int i = 1; i <= ray_length; ++i) {
|
|
| 683 |
if (ray_indexes[i] > row_num) {
|
|
| 684 |
_primal_ray[ray_indexes[i] - row_num] = ray_values[i]; |
|
| 685 |
} |
|
| 686 |
} |
|
| 687 |
|
|
| 688 |
if (negate) {
|
|
| 689 |
for (int i = 1; i <= col_num; ++i) {
|
|
| 690 |
_primal_ray[i] = - _primal_ray[i]; |
|
| 691 |
} |
|
| 692 |
} |
|
| 693 |
} else {
|
|
| 694 |
for (int i = 1; i <= col_num; ++i) {
|
|
| 695 |
_primal_ray[i] = glp_get_col_prim(lp, i); |
|
| 696 |
} |
|
| 697 |
} |
|
| 698 |
} |
|
| 699 |
return _primal_ray[i]; |
|
| 700 |
} |
|
| 701 |
|
|
| 702 |
LpGlpk::Value LpGlpk::_getDualRay(int i) const {
|
|
| 703 |
if (_dual_ray.empty()) {
|
|
| 704 |
int row_num = glp_get_num_rows(lp); |
|
| 705 |
|
|
| 706 |
_dual_ray.resize(row_num + 1, 0.0); |
|
| 707 |
|
|
| 708 |
int index = glp_get_unbnd_ray(lp); |
|
| 709 |
if (index != 0) {
|
|
| 710 |
// The dual ray is found in dual simplex second phase |
|
| 711 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
|
| 712 |
glp_get_col_stat(lp, index - row_num)) == GLP_BS, |
|
| 713 |
|
|
| 714 |
"Wrong dual ray"); |
|
| 715 |
|
|
| 716 |
int idx; |
|
| 717 |
bool negate = false; |
|
| 718 |
|
|
| 719 |
if (index > row_num) {
|
|
| 720 |
idx = glp_get_col_bind(lp, index - row_num); |
|
| 721 |
if (glp_get_col_prim(lp, index - row_num) > |
|
| 722 |
glp_get_col_ub(lp, index - row_num)) {
|
|
| 723 |
negate = true; |
|
| 724 |
} |
|
| 725 |
} else {
|
|
| 726 |
idx = glp_get_row_bind(lp, index); |
|
| 727 |
if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) {
|
|
| 728 |
negate = true; |
|
| 729 |
} |
|
| 730 |
} |
|
| 731 |
|
|
| 732 |
_dual_ray[idx] = negate ? - 1.0 : 1.0; |
|
| 733 |
|
|
| 734 |
glp_btran(lp, &_dual_ray.front()); |
|
| 735 |
} else {
|
|
| 736 |
double eps = 1e-7; |
|
| 737 |
// The dual ray is found in primal simplex first phase |
|
| 738 |
// We assume that the glpk minimizes the slack to get feasible solution |
|
| 739 |
for (int i = 1; i <= row_num; ++i) {
|
|
| 740 |
int index = glp_get_bhead(lp, i); |
|
| 741 |
if (index <= row_num) {
|
|
| 742 |
double res = glp_get_row_prim(lp, index); |
|
| 743 |
if (res > glp_get_row_ub(lp, index) + eps) {
|
|
| 744 |
_dual_ray[i] = -1; |
|
| 745 |
} else if (res < glp_get_row_lb(lp, index) - eps) {
|
|
| 746 |
_dual_ray[i] = 1; |
|
| 747 |
} else {
|
|
| 748 |
_dual_ray[i] = 0; |
|
| 749 |
} |
|
| 750 |
_dual_ray[i] *= glp_get_rii(lp, index); |
|
| 751 |
} else {
|
|
| 752 |
double res = glp_get_col_prim(lp, index - row_num); |
|
| 753 |
if (res > glp_get_col_ub(lp, index - row_num) + eps) {
|
|
| 754 |
_dual_ray[i] = -1; |
|
| 755 |
} else if (res < glp_get_col_lb(lp, index - row_num) - eps) {
|
|
| 756 |
_dual_ray[i] = 1; |
|
| 757 |
} else {
|
|
| 758 |
_dual_ray[i] = 0; |
|
| 759 |
} |
|
| 760 |
_dual_ray[i] /= glp_get_sjj(lp, index - row_num); |
|
| 761 |
} |
|
| 762 |
} |
|
| 763 |
|
|
| 764 |
glp_btran(lp, &_dual_ray.front()); |
|
| 765 |
|
|
| 766 |
for (int i = 1; i <= row_num; ++i) {
|
|
| 767 |
_dual_ray[i] /= glp_get_rii(lp, i); |
|
| 768 |
} |
|
| 769 |
} |
|
| 770 |
} |
|
| 771 |
return _dual_ray[i]; |
|
| 772 |
} |
|
| 773 |
|
|
| 774 |
LpGlpk::ProblemType LpGlpk::_getPrimalType() const {
|
|
| 775 |
if (glp_get_status(lp) == GLP_OPT) |
|
| 776 |
return OPTIMAL; |
|
| 777 |
switch (glp_get_prim_stat(lp)) {
|
|
| 778 |
case GLP_UNDEF: |
|
| 779 |
return UNDEFINED; |
|
| 780 |
case GLP_FEAS: |
|
| 781 |
case GLP_INFEAS: |
|
| 782 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
|
|
| 783 |
return UNBOUNDED; |
|
| 784 |
} else {
|
|
| 785 |
return UNDEFINED; |
|
| 786 |
} |
|
| 787 |
case GLP_NOFEAS: |
|
| 788 |
return INFEASIBLE; |
|
| 789 |
default: |
|
| 790 |
LEMON_ASSERT(false, "Wrong primal type"); |
|
| 791 |
return LpGlpk::ProblemType(); |
|
| 792 |
} |
|
| 793 |
} |
|
| 794 |
|
|
| 795 |
LpGlpk::ProblemType LpGlpk::_getDualType() const {
|
|
| 796 |
if (glp_get_status(lp) == GLP_OPT) |
|
| 797 |
return OPTIMAL; |
|
| 798 |
switch (glp_get_dual_stat(lp)) {
|
|
| 799 |
case GLP_UNDEF: |
|
| 800 |
return UNDEFINED; |
|
| 801 |
case GLP_FEAS: |
|
| 802 |
case GLP_INFEAS: |
|
| 803 |
if (glp_get_prim_stat(lp) == GLP_NOFEAS) {
|
|
| 804 |
return UNBOUNDED; |
|
| 805 |
} else {
|
|
| 806 |
return UNDEFINED; |
|
| 807 |
} |
|
| 808 |
case GLP_NOFEAS: |
|
| 809 |
return INFEASIBLE; |
|
| 810 |
default: |
|
| 811 |
LEMON_ASSERT(false, "Wrong primal type"); |
|
| 812 |
return LpGlpk::ProblemType(); |
|
| 813 |
} |
|
| 814 |
} |
|
| 815 |
|
|
| 816 |
void LpGlpk::presolver(bool b) {
|
|
| 817 |
lpx_set_int_parm(lp, LPX_K_PRESOL, b ? 1 : 0); |
|
| 818 |
} |
|
| 819 |
|
|
| 820 |
void LpGlpk::messageLevel(MessageLevel m) {
|
|
| 821 |
_message_level = m; |
|
| 822 |
} |
|
| 823 |
|
|
| 824 |
// MipGlpk members |
|
| 825 |
|
|
| 826 |
MipGlpk::MipGlpk() |
|
| 827 |
: LpBase(), GlpkBase(), MipSolver() {
|
|
| 828 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 829 |
} |
|
| 830 |
|
|
| 831 |
MipGlpk::MipGlpk(const MipGlpk& other) |
|
| 832 |
: LpBase(), GlpkBase(other), MipSolver() {
|
|
| 833 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 834 |
} |
|
| 835 |
|
|
| 836 |
void MipGlpk::_setColType(int i, MipGlpk::ColTypes col_type) {
|
|
| 837 |
switch (col_type) {
|
|
| 838 |
case INTEGER: |
|
| 839 |
glp_set_col_kind(lp, i, GLP_IV); |
|
| 840 |
break; |
|
| 841 |
case REAL: |
|
| 842 |
glp_set_col_kind(lp, i, GLP_CV); |
|
| 843 |
break; |
|
| 844 |
} |
|
| 845 |
} |
|
| 846 |
|
|
| 847 |
MipGlpk::ColTypes MipGlpk::_getColType(int i) const {
|
|
| 848 |
switch (glp_get_col_kind(lp, i)) {
|
|
| 849 |
case GLP_IV: |
|
| 850 |
case GLP_BV: |
|
| 851 |
return INTEGER; |
|
| 852 |
default: |
|
| 853 |
return REAL; |
|
| 854 |
} |
|
| 855 |
|
|
| 856 |
} |
|
| 857 |
|
|
| 858 |
MipGlpk::SolveExitStatus MipGlpk::_solve() {
|
|
| 859 |
glp_smcp smcp; |
|
| 860 |
glp_init_smcp(&smcp); |
|
| 861 |
|
|
| 862 |
switch (_message_level) {
|
|
| 863 |
case MESSAGE_NO_OUTPUT: |
|
| 864 |
smcp.msg_lev = GLP_MSG_OFF; |
|
| 865 |
break; |
|
| 866 |
case MESSAGE_ERROR_MESSAGE: |
|
| 867 |
smcp.msg_lev = GLP_MSG_ERR; |
|
| 868 |
break; |
|
| 869 |
case MESSAGE_NORMAL_OUTPUT: |
|
| 870 |
smcp.msg_lev = GLP_MSG_ON; |
|
| 871 |
break; |
|
| 872 |
case MESSAGE_FULL_OUTPUT: |
|
| 873 |
smcp.msg_lev = GLP_MSG_ALL; |
|
| 874 |
break; |
|
| 875 |
} |
|
| 876 |
smcp.meth = GLP_DUAL; |
|
| 877 |
|
|
| 878 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
|
| 879 |
if (glp_get_status(lp) != GLP_OPT) return SOLVED; |
|
| 880 |
|
|
| 881 |
glp_iocp iocp; |
|
| 882 |
glp_init_iocp(&iocp); |
|
| 883 |
|
|
| 884 |
switch (_message_level) {
|
|
| 885 |
case MESSAGE_NO_OUTPUT: |
|
| 886 |
iocp.msg_lev = GLP_MSG_OFF; |
|
| 887 |
break; |
|
| 888 |
case MESSAGE_ERROR_MESSAGE: |
|
| 889 |
iocp.msg_lev = GLP_MSG_ERR; |
|
| 890 |
break; |
|
| 891 |
case MESSAGE_NORMAL_OUTPUT: |
|
| 892 |
iocp.msg_lev = GLP_MSG_ON; |
|
| 893 |
break; |
|
| 894 |
case MESSAGE_FULL_OUTPUT: |
|
| 895 |
iocp.msg_lev = GLP_MSG_ALL; |
|
| 896 |
break; |
|
| 897 |
} |
|
| 898 |
|
|
| 899 |
if (glp_intopt(lp, &iocp) != 0) return UNSOLVED; |
|
| 900 |
return SOLVED; |
|
| 901 |
} |
|
| 902 |
|
|
| 903 |
|
|
| 904 |
MipGlpk::ProblemType MipGlpk::_getType() const {
|
|
| 905 |
switch (glp_get_status(lp)) {
|
|
| 906 |
case GLP_OPT: |
|
| 907 |
switch (glp_mip_status(lp)) {
|
|
| 908 |
case GLP_UNDEF: |
|
| 909 |
return UNDEFINED; |
|
| 910 |
case GLP_NOFEAS: |
|
| 911 |
return INFEASIBLE; |
|
| 912 |
case GLP_FEAS: |
|
| 913 |
return FEASIBLE; |
|
| 914 |
case GLP_OPT: |
|
| 915 |
return OPTIMAL; |
|
| 916 |
default: |
|
| 917 |
LEMON_ASSERT(false, "Wrong problem type."); |
|
| 918 |
return MipGlpk::ProblemType(); |
|
| 919 |
} |
|
| 920 |
case GLP_NOFEAS: |
|
| 921 |
return INFEASIBLE; |
|
| 922 |
case GLP_INFEAS: |
|
| 923 |
case GLP_FEAS: |
|
| 924 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
|
|
| 925 |
return UNBOUNDED; |
|
| 926 |
} else {
|
|
| 927 |
return UNDEFINED; |
|
| 928 |
} |
|
| 929 |
default: |
|
| 930 |
LEMON_ASSERT(false, "Wrong problem type."); |
|
| 931 |
return MipGlpk::ProblemType(); |
|
| 932 |
} |
|
| 933 |
} |
|
| 934 |
|
|
| 935 |
MipGlpk::Value MipGlpk::_getSol(int i) const {
|
|
| 936 |
return glp_mip_col_val(lp, i); |
|
| 937 |
} |
|
| 938 |
|
|
| 939 |
MipGlpk::Value MipGlpk::_getSolValue() const {
|
|
| 940 |
return glp_mip_obj_val(lp); |
|
| 941 |
} |
|
| 942 |
|
|
| 943 |
MipGlpk* MipGlpk::_newSolver() const { return new MipGlpk; }
|
|
| 944 |
MipGlpk* MipGlpk::_cloneSolver() const {return new MipGlpk(*this); }
|
|
| 945 |
|
|
| 946 |
const char* MipGlpk::_solverName() const { return "MipGlpk"; }
|
|
| 947 |
|
|
| 948 |
void MipGlpk::messageLevel(MessageLevel m) {
|
|
| 949 |
_message_level = m; |
|
| 950 |
} |
|
| 951 |
|
|
| 952 |
} //END OF NAMESPACE LEMON |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#ifndef LEMON_LP_GLPK_H |
|
| 20 |
#define LEMON_LP_GLPK_H |
|
| 21 |
|
|
| 22 |
///\file |
|
| 23 |
///\brief Header of the LEMON-GLPK lp solver interface. |
|
| 24 |
///\ingroup lp_group |
|
| 25 |
|
|
| 26 |
#include <lemon/lp_base.h> |
|
| 27 |
|
|
| 28 |
// forward declaration |
|
| 29 |
#ifndef _GLP_PROB |
|
| 30 |
#define _GLP_PROB |
|
| 31 |
typedef struct { double _prob; } glp_prob;
|
|
| 32 |
/* LP/MIP problem object */ |
|
| 33 |
#endif |
|
| 34 |
|
|
| 35 |
namespace lemon {
|
|
| 36 |
|
|
| 37 |
|
|
| 38 |
/// \brief Base interface for the GLPK LP and MIP solver |
|
| 39 |
/// |
|
| 40 |
/// This class implements the common interface of the GLPK LP and MIP solver. |
|
| 41 |
/// \ingroup lp_group |
|
| 42 |
class GlpkBase : virtual public LpBase {
|
|
| 43 |
protected: |
|
| 44 |
|
|
| 45 |
typedef glp_prob LPX; |
|
| 46 |
glp_prob* lp; |
|
| 47 |
|
|
| 48 |
GlpkBase(); |
|
| 49 |
GlpkBase(const GlpkBase&); |
|
| 50 |
virtual ~GlpkBase(); |
|
| 51 |
|
|
| 52 |
protected: |
|
| 53 |
|
|
| 54 |
virtual int _addCol(); |
|
| 55 |
virtual int _addRow(); |
|
| 56 |
|
|
| 57 |
virtual void _eraseCol(int i); |
|
| 58 |
virtual void _eraseRow(int i); |
|
| 59 |
|
|
| 60 |
virtual void _eraseColId(int i); |
|
| 61 |
virtual void _eraseRowId(int i); |
|
| 62 |
|
|
| 63 |
virtual void _getColName(int col, std::string& name) const; |
|
| 64 |
virtual void _setColName(int col, const std::string& name); |
|
| 65 |
virtual int _colByName(const std::string& name) const; |
|
| 66 |
|
|
| 67 |
virtual void _getRowName(int row, std::string& name) const; |
|
| 68 |
virtual void _setRowName(int row, const std::string& name); |
|
| 69 |
virtual int _rowByName(const std::string& name) const; |
|
| 70 |
|
|
| 71 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 72 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
| 73 |
|
|
| 74 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 75 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
| 76 |
|
|
| 77 |
virtual void _setCoeff(int row, int col, Value value); |
|
| 78 |
virtual Value _getCoeff(int row, int col) const; |
|
| 79 |
|
|
| 80 |
virtual void _setColLowerBound(int i, Value value); |
|
| 81 |
virtual Value _getColLowerBound(int i) const; |
|
| 82 |
|
|
| 83 |
virtual void _setColUpperBound(int i, Value value); |
|
| 84 |
virtual Value _getColUpperBound(int i) const; |
|
| 85 |
|
|
| 86 |
virtual void _setRowLowerBound(int i, Value value); |
|
| 87 |
virtual Value _getRowLowerBound(int i) const; |
|
| 88 |
|
|
| 89 |
virtual void _setRowUpperBound(int i, Value value); |
|
| 90 |
virtual Value _getRowUpperBound(int i) const; |
|
| 91 |
|
|
| 92 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
| 93 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
| 94 |
|
|
| 95 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
| 96 |
virtual Value _getObjCoeff(int i) const; |
|
| 97 |
|
|
| 98 |
virtual void _setSense(Sense); |
|
| 99 |
virtual Sense _getSense() const; |
|
| 100 |
|
|
| 101 |
virtual void _clear(); |
|
| 102 |
|
|
| 103 |
public: |
|
| 104 |
|
|
| 105 |
///Pointer to the underlying GLPK data structure. |
|
| 106 |
LPX *lpx() {return lp;}
|
|
| 107 |
///Const pointer to the underlying GLPK data structure. |
|
| 108 |
const LPX *lpx() const {return lp;}
|
|
| 109 |
|
|
| 110 |
///Returns the constraint identifier understood by GLPK. |
|
| 111 |
int lpxRow(Row r) const { return rows(id(r)); }
|
|
| 112 |
|
|
| 113 |
///Returns the variable identifier understood by GLPK. |
|
| 114 |
int lpxCol(Col c) const { return cols(id(c)); }
|
|
| 115 |
|
|
| 116 |
}; |
|
| 117 |
|
|
| 118 |
/// \brief Interface for the GLPK LP solver |
|
| 119 |
/// |
|
| 120 |
/// This class implements an interface for the GLPK LP solver. |
|
| 121 |
///\ingroup lp_group |
|
| 122 |
class LpGlpk : public GlpkBase, public LpSolver {
|
|
| 123 |
public: |
|
| 124 |
|
|
| 125 |
///\e |
|
| 126 |
LpGlpk(); |
|
| 127 |
///\e |
|
| 128 |
LpGlpk(const LpGlpk&); |
|
| 129 |
|
|
| 130 |
private: |
|
| 131 |
|
|
| 132 |
mutable std::vector<double> _primal_ray; |
|
| 133 |
mutable std::vector<double> _dual_ray; |
|
| 134 |
|
|
| 135 |
void _clear_temporals(); |
|
| 136 |
|
|
| 137 |
protected: |
|
| 138 |
|
|
| 139 |
virtual LpGlpk* _cloneSolver() const; |
|
| 140 |
virtual LpGlpk* _newSolver() const; |
|
| 141 |
|
|
| 142 |
virtual const char* _solverName() const; |
|
| 143 |
|
|
| 144 |
virtual SolveExitStatus _solve(); |
|
| 145 |
virtual Value _getPrimal(int i) const; |
|
| 146 |
virtual Value _getDual(int i) const; |
|
| 147 |
|
|
| 148 |
virtual Value _getPrimalValue() const; |
|
| 149 |
|
|
| 150 |
virtual VarStatus _getColStatus(int i) const; |
|
| 151 |
virtual VarStatus _getRowStatus(int i) const; |
|
| 152 |
|
|
| 153 |
virtual Value _getPrimalRay(int i) const; |
|
| 154 |
virtual Value _getDualRay(int i) const; |
|
| 155 |
|
|
| 156 |
///\todo It should be clarified |
|
| 157 |
/// |
|
| 158 |
virtual ProblemType _getPrimalType() const; |
|
| 159 |
virtual ProblemType _getDualType() const; |
|
| 160 |
|
|
| 161 |
public: |
|
| 162 |
|
|
| 163 |
///Solve with primal simplex |
|
| 164 |
SolveExitStatus solvePrimal(); |
|
| 165 |
|
|
| 166 |
///Solve with dual simplex |
|
| 167 |
SolveExitStatus solveDual(); |
|
| 168 |
|
|
| 169 |
///Turns on or off the presolver |
|
| 170 |
|
|
| 171 |
///Turns on (\c b is \c true) or off (\c b is \c false) the presolver |
|
| 172 |
/// |
|
| 173 |
///The presolver is off by default. |
|
| 174 |
void presolver(bool b); |
|
| 175 |
|
|
| 176 |
///Enum for \c messageLevel() parameter |
|
| 177 |
enum MessageLevel {
|
|
| 178 |
/// no output (default value) |
|
| 179 |
MESSAGE_NO_OUTPUT = 0, |
|
| 180 |
/// error messages only |
|
| 181 |
MESSAGE_ERROR_MESSAGE = 1, |
|
| 182 |
/// normal output |
|
| 183 |
MESSAGE_NORMAL_OUTPUT = 2, |
|
| 184 |
/// full output (includes informational messages) |
|
| 185 |
MESSAGE_FULL_OUTPUT = 3 |
|
| 186 |
}; |
|
| 187 |
|
|
| 188 |
private: |
|
| 189 |
|
|
| 190 |
MessageLevel _message_level; |
|
| 191 |
|
|
| 192 |
public: |
|
| 193 |
|
|
| 194 |
///Set the verbosity of the messages |
|
| 195 |
|
|
| 196 |
///Set the verbosity of the messages |
|
| 197 |
/// |
|
| 198 |
///\param m is the level of the messages output by the solver routines. |
|
| 199 |
void messageLevel(MessageLevel m); |
|
| 200 |
}; |
|
| 201 |
|
|
| 202 |
/// \brief Interface for the GLPK MIP solver |
|
| 203 |
/// |
|
| 204 |
/// This class implements an interface for the GLPK MIP solver. |
|
| 205 |
///\ingroup lp_group |
|
| 206 |
class MipGlpk : public GlpkBase, public MipSolver {
|
|
| 207 |
public: |
|
| 208 |
|
|
| 209 |
///\e |
|
| 210 |
MipGlpk(); |
|
| 211 |
///\e |
|
| 212 |
MipGlpk(const MipGlpk&); |
|
| 213 |
|
|
| 214 |
protected: |
|
| 215 |
|
|
| 216 |
virtual MipGlpk* _cloneSolver() const; |
|
| 217 |
virtual MipGlpk* _newSolver() const; |
|
| 218 |
|
|
| 219 |
virtual const char* _solverName() const; |
|
| 220 |
|
|
| 221 |
virtual ColTypes _getColType(int col) const; |
|
| 222 |
virtual void _setColType(int col, ColTypes col_type); |
|
| 223 |
|
|
| 224 |
virtual SolveExitStatus _solve(); |
|
| 225 |
virtual ProblemType _getType() const; |
|
| 226 |
virtual Value _getSol(int i) const; |
|
| 227 |
virtual Value _getSolValue() const; |
|
| 228 |
|
|
| 229 |
///Enum for \c messageLevel() parameter |
|
| 230 |
enum MessageLevel {
|
|
| 231 |
/// no output (default value) |
|
| 232 |
MESSAGE_NO_OUTPUT = 0, |
|
| 233 |
/// error messages only |
|
| 234 |
MESSAGE_ERROR_MESSAGE = 1, |
|
| 235 |
/// normal output |
|
| 236 |
MESSAGE_NORMAL_OUTPUT = 2, |
|
| 237 |
/// full output (includes informational messages) |
|
| 238 |
MESSAGE_FULL_OUTPUT = 3 |
|
| 239 |
}; |
|
| 240 |
|
|
| 241 |
private: |
|
| 242 |
|
|
| 243 |
MessageLevel _message_level; |
|
| 244 |
|
|
| 245 |
public: |
|
| 246 |
|
|
| 247 |
///Set the verbosity of the messages |
|
| 248 |
|
|
| 249 |
///Set the verbosity of the messages |
|
| 250 |
/// |
|
| 251 |
///\param m is the level of the messages output by the solver routines. |
|
| 252 |
void messageLevel(MessageLevel m); |
|
| 253 |
}; |
|
| 254 |
|
|
| 255 |
|
|
| 256 |
} //END OF NAMESPACE LEMON |
|
| 257 |
|
|
| 258 |
#endif //LEMON_LP_GLPK_H |
|
| 259 |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#include <iostream> |
|
| 20 |
#include <lemon/lp_soplex.h> |
|
| 21 |
|
|
| 22 |
#include <soplex/soplex.h> |
|
| 23 |
|
|
| 24 |
|
|
| 25 |
///\file |
|
| 26 |
///\brief Implementation of the LEMON-SOPLEX lp solver interface. |
|
| 27 |
namespace lemon {
|
|
| 28 |
|
|
| 29 |
LpSoplex::LpSoplex() {
|
|
| 30 |
soplex = new soplex::SoPlex; |
|
| 31 |
} |
|
| 32 |
|
|
| 33 |
LpSoplex::~LpSoplex() {
|
|
| 34 |
delete soplex; |
|
| 35 |
} |
|
| 36 |
|
|
| 37 |
LpSoplex::LpSoplex(const LpSoplex& lp) {
|
|
| 38 |
rows = lp.rows; |
|
| 39 |
cols = lp.cols; |
|
| 40 |
|
|
| 41 |
soplex = new soplex::SoPlex; |
|
| 42 |
(*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex); |
|
| 43 |
|
|
| 44 |
_col_names = lp._col_names; |
|
| 45 |
_col_names_ref = lp._col_names_ref; |
|
| 46 |
|
|
| 47 |
_row_names = lp._row_names; |
|
| 48 |
_row_names_ref = lp._row_names_ref; |
|
| 49 |
|
|
| 50 |
} |
|
| 51 |
|
|
| 52 |
void LpSoplex::_clear_temporals() {
|
|
| 53 |
_primal_values.clear(); |
|
| 54 |
_dual_values.clear(); |
|
| 55 |
} |
|
| 56 |
|
|
| 57 |
LpSoplex* LpSoplex::_newSolver() const {
|
|
| 58 |
LpSoplex* newlp = new LpSoplex(); |
|
| 59 |
return newlp; |
|
| 60 |
} |
|
| 61 |
|
|
| 62 |
LpSoplex* LpSoplex::_cloneSolver() const {
|
|
| 63 |
LpSoplex* newlp = new LpSoplex(*this); |
|
| 64 |
return newlp; |
|
| 65 |
} |
|
| 66 |
|
|
| 67 |
const char* LpSoplex::_solverName() const { return "LpSoplex"; }
|
|
| 68 |
|
|
| 69 |
int LpSoplex::_addCol() {
|
|
| 70 |
soplex::LPCol c; |
|
| 71 |
c.setLower(-soplex::infinity); |
|
| 72 |
c.setUpper(soplex::infinity); |
|
| 73 |
soplex->addCol(c); |
|
| 74 |
|
|
| 75 |
_col_names.push_back(std::string()); |
|
| 76 |
|
|
| 77 |
return soplex->nCols() - 1; |
|
| 78 |
} |
|
| 79 |
|
|
| 80 |
int LpSoplex::_addRow() {
|
|
| 81 |
soplex::LPRow r; |
|
| 82 |
r.setLhs(-soplex::infinity); |
|
| 83 |
r.setRhs(soplex::infinity); |
|
| 84 |
soplex->addRow(r); |
|
| 85 |
|
|
| 86 |
_row_names.push_back(std::string()); |
|
| 87 |
|
|
| 88 |
return soplex->nRows() - 1; |
|
| 89 |
} |
|
| 90 |
|
|
| 91 |
|
|
| 92 |
void LpSoplex::_eraseCol(int i) {
|
|
| 93 |
soplex->removeCol(i); |
|
| 94 |
_col_names_ref.erase(_col_names[i]); |
|
| 95 |
_col_names[i] = _col_names.back(); |
|
| 96 |
_col_names_ref[_col_names.back()] = i; |
|
| 97 |
_col_names.pop_back(); |
|
| 98 |
} |
|
| 99 |
|
|
| 100 |
void LpSoplex::_eraseRow(int i) {
|
|
| 101 |
soplex->removeRow(i); |
|
| 102 |
_row_names_ref.erase(_row_names[i]); |
|
| 103 |
_row_names[i] = _row_names.back(); |
|
| 104 |
_row_names_ref[_row_names.back()] = i; |
|
| 105 |
_row_names.pop_back(); |
|
| 106 |
} |
|
| 107 |
|
|
| 108 |
void LpSoplex::_eraseColId(int i) {
|
|
| 109 |
cols.eraseIndex(i); |
|
| 110 |
cols.relocateIndex(i, cols.maxIndex()); |
|
| 111 |
} |
|
| 112 |
void LpSoplex::_eraseRowId(int i) {
|
|
| 113 |
rows.eraseIndex(i); |
|
| 114 |
rows.relocateIndex(i, rows.maxIndex()); |
|
| 115 |
} |
|
| 116 |
|
|
| 117 |
void LpSoplex::_getColName(int c, std::string &name) const {
|
|
| 118 |
name = _col_names[c]; |
|
| 119 |
} |
|
| 120 |
|
|
| 121 |
void LpSoplex::_setColName(int c, const std::string &name) {
|
|
| 122 |
_col_names_ref.erase(_col_names[c]); |
|
| 123 |
_col_names[c] = name; |
|
| 124 |
if (!name.empty()) {
|
|
| 125 |
_col_names_ref.insert(std::make_pair(name, c)); |
|
| 126 |
} |
|
| 127 |
} |
|
| 128 |
|
|
| 129 |
int LpSoplex::_colByName(const std::string& name) const {
|
|
| 130 |
std::map<std::string, int>::const_iterator it = |
|
| 131 |
_col_names_ref.find(name); |
|
| 132 |
if (it != _col_names_ref.end()) {
|
|
| 133 |
return it->second; |
|
| 134 |
} else {
|
|
| 135 |
return -1; |
|
| 136 |
} |
|
| 137 |
} |
|
| 138 |
|
|
| 139 |
void LpSoplex::_getRowName(int r, std::string &name) const {
|
|
| 140 |
name = _row_names[r]; |
|
| 141 |
} |
|
| 142 |
|
|
| 143 |
void LpSoplex::_setRowName(int r, const std::string &name) {
|
|
| 144 |
_row_names_ref.erase(_row_names[r]); |
|
| 145 |
_row_names[r] = name; |
|
| 146 |
if (!name.empty()) {
|
|
| 147 |
_row_names_ref.insert(std::make_pair(name, r)); |
|
| 148 |
} |
|
| 149 |
} |
|
| 150 |
|
|
| 151 |
int LpSoplex::_rowByName(const std::string& name) const {
|
|
| 152 |
std::map<std::string, int>::const_iterator it = |
|
| 153 |
_row_names_ref.find(name); |
|
| 154 |
if (it != _row_names_ref.end()) {
|
|
| 155 |
return it->second; |
|
| 156 |
} else {
|
|
| 157 |
return -1; |
|
| 158 |
} |
|
| 159 |
} |
|
| 160 |
|
|
| 161 |
|
|
| 162 |
void LpSoplex::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
|
|
| 163 |
for (int j = 0; j < soplex->nCols(); ++j) {
|
|
| 164 |
soplex->changeElement(i, j, 0.0); |
|
| 165 |
} |
|
| 166 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 167 |
soplex->changeElement(i, it->first, it->second); |
|
| 168 |
} |
|
| 169 |
} |
|
| 170 |
|
|
| 171 |
void LpSoplex::_getRowCoeffs(int i, InsertIterator b) const {
|
|
| 172 |
const soplex::SVector& vec = soplex->rowVector(i); |
|
| 173 |
for (int k = 0; k < vec.size(); ++k) {
|
|
| 174 |
*b = std::make_pair(vec.index(k), vec.value(k)); |
|
| 175 |
++b; |
|
| 176 |
} |
|
| 177 |
} |
|
| 178 |
|
|
| 179 |
void LpSoplex::_setColCoeffs(int j, ExprIterator b, ExprIterator e) {
|
|
| 180 |
for (int i = 0; i < soplex->nRows(); ++i) {
|
|
| 181 |
soplex->changeElement(i, j, 0.0); |
|
| 182 |
} |
|
| 183 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 184 |
soplex->changeElement(it->first, j, it->second); |
|
| 185 |
} |
|
| 186 |
} |
|
| 187 |
|
|
| 188 |
void LpSoplex::_getColCoeffs(int i, InsertIterator b) const {
|
|
| 189 |
const soplex::SVector& vec = soplex->colVector(i); |
|
| 190 |
for (int k = 0; k < vec.size(); ++k) {
|
|
| 191 |
*b = std::make_pair(vec.index(k), vec.value(k)); |
|
| 192 |
++b; |
|
| 193 |
} |
|
| 194 |
} |
|
| 195 |
|
|
| 196 |
void LpSoplex::_setCoeff(int i, int j, Value value) {
|
|
| 197 |
soplex->changeElement(i, j, value); |
|
| 198 |
} |
|
| 199 |
|
|
| 200 |
LpSoplex::Value LpSoplex::_getCoeff(int i, int j) const {
|
|
| 201 |
return soplex->rowVector(i)[j]; |
|
| 202 |
} |
|
| 203 |
|
|
| 204 |
void LpSoplex::_setColLowerBound(int i, Value value) {
|
|
| 205 |
LEMON_ASSERT(value != INF, "Invalid bound"); |
|
| 206 |
soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
|
| 207 |
} |
|
| 208 |
|
|
| 209 |
LpSoplex::Value LpSoplex::_getColLowerBound(int i) const {
|
|
| 210 |
double value = soplex->lower(i); |
|
| 211 |
return value != -soplex::infinity ? value : -INF; |
|
| 212 |
} |
|
| 213 |
|
|
| 214 |
void LpSoplex::_setColUpperBound(int i, Value value) {
|
|
| 215 |
LEMON_ASSERT(value != -INF, "Invalid bound"); |
|
| 216 |
soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
|
| 217 |
} |
|
| 218 |
|
|
| 219 |
LpSoplex::Value LpSoplex::_getColUpperBound(int i) const {
|
|
| 220 |
double value = soplex->upper(i); |
|
| 221 |
return value != soplex::infinity ? value : INF; |
|
| 222 |
} |
|
| 223 |
|
|
| 224 |
void LpSoplex::_setRowLowerBound(int i, Value lb) {
|
|
| 225 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
|
| 226 |
soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i)); |
|
| 227 |
} |
|
| 228 |
|
|
| 229 |
LpSoplex::Value LpSoplex::_getRowLowerBound(int i) const {
|
|
| 230 |
double res = soplex->lhs(i); |
|
| 231 |
return res == -soplex::infinity ? -INF : res; |
|
| 232 |
} |
|
| 233 |
|
|
| 234 |
void LpSoplex::_setRowUpperBound(int i, Value ub) {
|
|
| 235 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
|
| 236 |
soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity); |
|
| 237 |
} |
|
| 238 |
|
|
| 239 |
LpSoplex::Value LpSoplex::_getRowUpperBound(int i) const {
|
|
| 240 |
double res = soplex->rhs(i); |
|
| 241 |
return res == soplex::infinity ? INF : res; |
|
| 242 |
} |
|
| 243 |
|
|
| 244 |
void LpSoplex::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
|
| 245 |
for (int j = 0; j < soplex->nCols(); ++j) {
|
|
| 246 |
soplex->changeObj(j, 0.0); |
|
| 247 |
} |
|
| 248 |
for (ExprIterator it = b; it != e; ++it) {
|
|
| 249 |
soplex->changeObj(it->first, it->second); |
|
| 250 |
} |
|
| 251 |
} |
|
| 252 |
|
|
| 253 |
void LpSoplex::_getObjCoeffs(InsertIterator b) const {
|
|
| 254 |
for (int j = 0; j < soplex->nCols(); ++j) {
|
|
| 255 |
Value coef = soplex->obj(j); |
|
| 256 |
if (coef != 0.0) {
|
|
| 257 |
*b = std::make_pair(j, coef); |
|
| 258 |
++b; |
|
| 259 |
} |
|
| 260 |
} |
|
| 261 |
} |
|
| 262 |
|
|
| 263 |
void LpSoplex::_setObjCoeff(int i, Value obj_coef) {
|
|
| 264 |
soplex->changeObj(i, obj_coef); |
|
| 265 |
} |
|
| 266 |
|
|
| 267 |
LpSoplex::Value LpSoplex::_getObjCoeff(int i) const {
|
|
| 268 |
return soplex->obj(i); |
|
| 269 |
} |
|
| 270 |
|
|
| 271 |
LpSoplex::SolveExitStatus LpSoplex::_solve() {
|
|
| 272 |
|
|
| 273 |
_clear_temporals(); |
|
| 274 |
|
|
| 275 |
soplex::SPxSolver::Status status = soplex->solve(); |
|
| 276 |
|
|
| 277 |
switch (status) {
|
|
| 278 |
case soplex::SPxSolver::OPTIMAL: |
|
| 279 |
case soplex::SPxSolver::INFEASIBLE: |
|
| 280 |
case soplex::SPxSolver::UNBOUNDED: |
|
| 281 |
return SOLVED; |
|
| 282 |
default: |
|
| 283 |
return UNSOLVED; |
|
| 284 |
} |
|
| 285 |
} |
|
| 286 |
|
|
| 287 |
LpSoplex::Value LpSoplex::_getPrimal(int i) const {
|
|
| 288 |
if (_primal_values.empty()) {
|
|
| 289 |
_primal_values.resize(soplex->nCols()); |
|
| 290 |
soplex::Vector pv(_primal_values.size(), &_primal_values.front()); |
|
| 291 |
soplex->getPrimal(pv); |
|
| 292 |
} |
|
| 293 |
return _primal_values[i]; |
|
| 294 |
} |
|
| 295 |
|
|
| 296 |
LpSoplex::Value LpSoplex::_getDual(int i) const {
|
|
| 297 |
if (_dual_values.empty()) {
|
|
| 298 |
_dual_values.resize(soplex->nRows()); |
|
| 299 |
soplex::Vector dv(_dual_values.size(), &_dual_values.front()); |
|
| 300 |
soplex->getDual(dv); |
|
| 301 |
} |
|
| 302 |
return _dual_values[i]; |
|
| 303 |
} |
|
| 304 |
|
|
| 305 |
LpSoplex::Value LpSoplex::_getPrimalValue() const {
|
|
| 306 |
return soplex->objValue(); |
|
| 307 |
} |
|
| 308 |
|
|
| 309 |
LpSoplex::VarStatus LpSoplex::_getColStatus(int i) const {
|
|
| 310 |
switch (soplex->getBasisColStatus(i)) {
|
|
| 311 |
case soplex::SPxSolver::BASIC: |
|
| 312 |
return BASIC; |
|
| 313 |
case soplex::SPxSolver::ON_UPPER: |
|
| 314 |
return UPPER; |
|
| 315 |
case soplex::SPxSolver::ON_LOWER: |
|
| 316 |
return LOWER; |
|
| 317 |
case soplex::SPxSolver::FIXED: |
|
| 318 |
return FIXED; |
|
| 319 |
case soplex::SPxSolver::ZERO: |
|
| 320 |
return FREE; |
|
| 321 |
default: |
|
| 322 |
LEMON_ASSERT(false, "Wrong column status"); |
|
| 323 |
return VarStatus(); |
|
| 324 |
} |
|
| 325 |
} |
|
| 326 |
|
|
| 327 |
LpSoplex::VarStatus LpSoplex::_getRowStatus(int i) const {
|
|
| 328 |
switch (soplex->getBasisRowStatus(i)) {
|
|
| 329 |
case soplex::SPxSolver::BASIC: |
|
| 330 |
return BASIC; |
|
| 331 |
case soplex::SPxSolver::ON_UPPER: |
|
| 332 |
return UPPER; |
|
| 333 |
case soplex::SPxSolver::ON_LOWER: |
|
| 334 |
return LOWER; |
|
| 335 |
case soplex::SPxSolver::FIXED: |
|
| 336 |
return FIXED; |
|
| 337 |
case soplex::SPxSolver::ZERO: |
|
| 338 |
return FREE; |
|
| 339 |
default: |
|
| 340 |
LEMON_ASSERT(false, "Wrong row status"); |
|
| 341 |
return VarStatus(); |
|
| 342 |
} |
|
| 343 |
} |
|
| 344 |
|
|
| 345 |
LpSoplex::Value LpSoplex::_getPrimalRay(int i) const {
|
|
| 346 |
if (_primal_ray.empty()) {
|
|
| 347 |
_primal_ray.resize(soplex->nCols()); |
|
| 348 |
soplex::Vector pv(_primal_ray.size(), &_primal_ray.front()); |
|
| 349 |
soplex->getDualfarkas(pv); |
|
| 350 |
} |
|
| 351 |
return _primal_ray[i]; |
|
| 352 |
} |
|
| 353 |
|
|
| 354 |
LpSoplex::Value LpSoplex::_getDualRay(int i) const {
|
|
| 355 |
if (_dual_ray.empty()) {
|
|
| 356 |
_dual_ray.resize(soplex->nRows()); |
|
| 357 |
soplex::Vector dv(_dual_ray.size(), &_dual_ray.front()); |
|
| 358 |
soplex->getDualfarkas(dv); |
|
| 359 |
} |
|
| 360 |
return _dual_ray[i]; |
|
| 361 |
} |
|
| 362 |
|
|
| 363 |
LpSoplex::ProblemType LpSoplex::_getPrimalType() const {
|
|
| 364 |
switch (soplex->status()) {
|
|
| 365 |
case soplex::SPxSolver::OPTIMAL: |
|
| 366 |
return OPTIMAL; |
|
| 367 |
case soplex::SPxSolver::UNBOUNDED: |
|
| 368 |
return UNBOUNDED; |
|
| 369 |
case soplex::SPxSolver::INFEASIBLE: |
|
| 370 |
return INFEASIBLE; |
|
| 371 |
default: |
|
| 372 |
return UNDEFINED; |
|
| 373 |
} |
|
| 374 |
} |
|
| 375 |
|
|
| 376 |
LpSoplex::ProblemType LpSoplex::_getDualType() const {
|
|
| 377 |
switch (soplex->status()) {
|
|
| 378 |
case soplex::SPxSolver::OPTIMAL: |
|
| 379 |
return OPTIMAL; |
|
| 380 |
case soplex::SPxSolver::UNBOUNDED: |
|
| 381 |
return UNBOUNDED; |
|
| 382 |
case soplex::SPxSolver::INFEASIBLE: |
|
| 383 |
return INFEASIBLE; |
|
| 384 |
default: |
|
| 385 |
return UNDEFINED; |
|
| 386 |
} |
|
| 387 |
} |
|
| 388 |
|
|
| 389 |
void LpSoplex::_setSense(Sense sense) {
|
|
| 390 |
switch (sense) {
|
|
| 391 |
case MIN: |
|
| 392 |
soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
|
| 393 |
break; |
|
| 394 |
case MAX: |
|
| 395 |
soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
|
| 396 |
} |
|
| 397 |
} |
|
| 398 |
|
|
| 399 |
LpSoplex::Sense LpSoplex::_getSense() const {
|
|
| 400 |
switch (soplex->spxSense()) {
|
|
| 401 |
case soplex::SPxSolver::MAXIMIZE: |
|
| 402 |
return MAX; |
|
| 403 |
case soplex::SPxSolver::MINIMIZE: |
|
| 404 |
return MIN; |
|
| 405 |
default: |
|
| 406 |
LEMON_ASSERT(false, "Wrong sense."); |
|
| 407 |
return LpSoplex::Sense(); |
|
| 408 |
} |
|
| 409 |
} |
|
| 410 |
|
|
| 411 |
void LpSoplex::_clear() {
|
|
| 412 |
soplex->clear(); |
|
| 413 |
_col_names.clear(); |
|
| 414 |
_col_names_ref.clear(); |
|
| 415 |
_row_names.clear(); |
|
| 416 |
_row_names_ref.clear(); |
|
| 417 |
cols.clear(); |
|
| 418 |
rows.clear(); |
|
| 419 |
_clear_temporals(); |
|
| 420 |
} |
|
| 421 |
|
|
| 422 |
} //namespace lemon |
|
| 423 |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#ifndef LEMON_LP_SOPLEX_H |
|
| 20 |
#define LEMON_LP_SOPLEX_H |
|
| 21 |
|
|
| 22 |
///\file |
|
| 23 |
///\brief Header of the LEMON-SOPLEX lp solver interface. |
|
| 24 |
|
|
| 25 |
#include <vector> |
|
| 26 |
#include <string> |
|
| 27 |
|
|
| 28 |
#include <lemon/lp_base.h> |
|
| 29 |
|
|
| 30 |
// Forward declaration |
|
| 31 |
namespace soplex {
|
|
| 32 |
class SoPlex; |
|
| 33 |
} |
|
| 34 |
|
|
| 35 |
namespace lemon {
|
|
| 36 |
|
|
| 37 |
/// \ingroup lp_group |
|
| 38 |
/// |
|
| 39 |
/// \brief Interface for the SOPLEX solver |
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/// |
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/// This class implements an interface for the SoPlex LP solver. |
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/// The SoPlex library is an object oriented lp solver library |
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/// developed at the Konrad-Zuse-Zentrum f�r Informationstechnik |
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/// Berlin (ZIB). You can find detailed information about it at the |
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/// <tt>http://soplex.zib.de</tt> address. |
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class LpSoplex : public LpSolver {
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private: |
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soplex::SoPlex* soplex; |
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std::vector<std::string> _col_names; |
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std::map<std::string, int> _col_names_ref; |
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std::vector<std::string> _row_names; |
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std::map<std::string, int> _row_names_ref; |
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private: |
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// these values cannot be retrieved element by element |
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mutable std::vector<Value> _primal_values; |
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mutable std::vector<Value> _dual_values; |
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mutable std::vector<Value> _primal_ray; |
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mutable std::vector<Value> _dual_ray; |
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void _clear_temporals(); |
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public: |
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/// \e |
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LpSoplex(); |
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/// \e |
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LpSoplex(const LpSoplex&); |
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/// \e |
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~LpSoplex(); |
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protected: |
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virtual LpSoplex* _newSolver() const; |
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virtual LpSoplex* _cloneSolver() const; |
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virtual const char* _solverName() const; |
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virtual int _addCol(); |
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virtual int _addRow(); |
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virtual void _eraseCol(int i); |
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virtual void _eraseRow(int i); |
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virtual void _eraseColId(int i); |
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virtual void _eraseRowId(int i); |
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virtual void _getColName(int col, std::string& name) const; |
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virtual void _setColName(int col, const std::string& name); |
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virtual int _colByName(const std::string& name) const; |
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virtual void _getRowName(int row, std::string& name) const; |
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virtual void _setRowName(int row, const std::string& name); |
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virtual int _rowByName(const std::string& name) const; |
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virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
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virtual void _getRowCoeffs(int i, InsertIterator b) const; |
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virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
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virtual void _getColCoeffs(int i, InsertIterator b) const; |
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virtual void _setCoeff(int row, int col, Value value); |
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virtual Value _getCoeff(int row, int col) const; |
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virtual void _setColLowerBound(int i, Value value); |
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virtual Value _getColLowerBound(int i) const; |
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virtual void _setColUpperBound(int i, Value value); |
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virtual Value _getColUpperBound(int i) const; |
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virtual void _setRowLowerBound(int i, Value value); |
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virtual Value _getRowLowerBound(int i) const; |
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virtual void _setRowUpperBound(int i, Value value); |
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virtual Value _getRowUpperBound(int i) const; |
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virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
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virtual void _getObjCoeffs(InsertIterator b) const; |
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virtual void _setObjCoeff(int i, Value obj_coef); |
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virtual Value _getObjCoeff(int i) const; |
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virtual void _setSense(Sense sense); |
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virtual Sense _getSense() const; |
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virtual SolveExitStatus _solve(); |
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virtual Value _getPrimal(int i) const; |
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virtual Value _getDual(int i) const; |
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virtual Value _getPrimalValue() const; |
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virtual Value _getPrimalRay(int i) const; |
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virtual Value _getDualRay(int i) const; |
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virtual VarStatus _getColStatus(int i) const; |
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virtual VarStatus _getRowStatus(int i) const; |
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virtual ProblemType _getPrimalType() const; |
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virtual ProblemType _getDualType() const; |
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virtual void _clear(); |
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}; |
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} //END OF NAMESPACE LEMON |
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#endif //LEMON_LP_SOPLEX_H |
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