| ... |
... |
@@ -141,768 +141,774 @@
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| 141 |
141 |
}
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| 142 |
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}
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| 143 |
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| 144 |
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void GlpkBase::_setColCoeffs(int ix, ExprIterator b,
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ExprIterator e) {
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| 146 |
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std::vector<int> indexes;
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| 148 |
148 |
std::vector<Value> values;
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indexes.push_back(0);
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values.push_back(0);
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| 152 |
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for(ExprIterator it = b; it != e; ++it) {
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indexes.push_back(it->first);
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values.push_back(it->second);
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| 156 |
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}
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glp_set_mat_col(lp, ix, values.size() - 1,
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159 |
&indexes.front(), &values.front());
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}
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void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const {
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int length = glp_get_mat_col(lp, ix, 0, 0);
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std::vector<int> indexes(length + 1);
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std::vector<Value> values(length + 1);
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glp_get_mat_col(lp, ix, &indexes.front(), &values.front());
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for (int i = 1; i <= length; ++i) {
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*b = std::make_pair(indexes[i], values[i]);
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++b;
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}
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}
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void GlpkBase::_setCoeff(int ix, int jx, Value value) {
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if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) {
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| 179 |
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int length = glp_get_mat_row(lp, ix, 0, 0);
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std::vector<int> indexes(length + 2);
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std::vector<Value> values(length + 2);
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glp_get_mat_row(lp, ix, &indexes.front(), &values.front());
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//The following code does not suppose that the elements of the
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//array indexes are sorted
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bool found = false;
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for (int i = 1; i <= length; ++i) {
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if (indexes[i] == jx) {
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found = true;
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values[i] = value;
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break;
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}
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}
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if (!found) {
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++length;
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indexes[length] = jx;
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values[length] = value;
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}
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glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front());
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} else {
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int length = glp_get_mat_col(lp, jx, 0, 0);
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std::vector<int> indexes(length + 2);
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std::vector<Value> values(length + 2);
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glp_get_mat_col(lp, jx, &indexes.front(), &values.front());
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//The following code does not suppose that the elements of the
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//array indexes are sorted
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bool found = false;
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for (int i = 1; i <= length; ++i) {
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if (indexes[i] == ix) {
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found = true;
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values[i] = value;
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break;
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}
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}
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if (!found) {
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++length;
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indexes[length] = ix;
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values[length] = value;
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}
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glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front());
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}
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}
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GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const {
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int length = glp_get_mat_row(lp, ix, 0, 0);
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std::vector<int> indexes(length + 1);
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std::vector<Value> values(length + 1);
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glp_get_mat_row(lp, ix, &indexes.front(), &values.front());
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for (int i = 1; i <= length; ++i) {
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if (indexes[i] == jx) {
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return values[i];
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}
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}
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return 0;
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}
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void GlpkBase::_setColLowerBound(int i, Value lo) {
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LEMON_ASSERT(lo != INF, "Invalid bound");
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int b = glp_get_col_type(lp, i);
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double up = glp_get_col_ub(lp, i);
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if (lo == -INF) {
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switch (b) {
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case GLP_FR:
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case GLP_LO:
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glp_set_col_bnds(lp, i, GLP_FR, lo, up);
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break;
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case GLP_UP:
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break;
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case GLP_DB:
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case GLP_FX:
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glp_set_col_bnds(lp, i, GLP_UP, lo, up);
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break;
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default:
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break;
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}
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} else {
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switch (b) {
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case GLP_FR:
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case GLP_LO:
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glp_set_col_bnds(lp, i, GLP_LO, lo, up);
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break;
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| 279 |
279 |
case GLP_UP:
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case GLP_DB:
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case GLP_FX:
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if (lo == up)
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glp_set_col_bnds(lp, i, GLP_FX, lo, up);
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else
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285 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up);
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break;
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| 287 |
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default:
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break;
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| 289 |
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}
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| 290 |
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}
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| 291 |
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}
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292 |
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GlpkBase::Value GlpkBase::_getColLowerBound(int i) const {
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int b = glp_get_col_type(lp, i);
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switch (b) {
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case GLP_LO:
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297 |
case GLP_DB:
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298 |
case GLP_FX:
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return glp_get_col_lb(lp, i);
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default:
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return -INF;
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}
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}
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void GlpkBase::_setColUpperBound(int i, Value up) {
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LEMON_ASSERT(up != -INF, "Invalid bound");
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307 |
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308 |
int b = glp_get_col_type(lp, i);
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double lo = glp_get_col_lb(lp, i);
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if (up == INF) {
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switch (b) {
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case GLP_FR:
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313 |
case GLP_LO:
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break;
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case GLP_UP:
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316 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up);
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break;
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case GLP_DB:
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case GLP_FX:
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glp_set_col_bnds(lp, i, GLP_LO, lo, up);
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break;
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default:
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break;
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}
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} else {
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switch (b) {
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case GLP_FR:
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glp_set_col_bnds(lp, i, GLP_UP, lo, up);
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break;
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case GLP_UP:
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glp_set_col_bnds(lp, i, GLP_UP, lo, up);
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break;
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case GLP_LO:
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case GLP_DB:
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case GLP_FX:
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if (lo == up)
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glp_set_col_bnds(lp, i, GLP_FX, lo, up);
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else
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glp_set_col_bnds(lp, i, GLP_DB, lo, up);
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break;
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default:
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break;
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}
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}
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| 345 |
345 |
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}
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GlpkBase::Value GlpkBase::_getColUpperBound(int i) const {
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int b = glp_get_col_type(lp, i);
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switch (b) {
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case GLP_UP:
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352 |
case GLP_DB:
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case GLP_FX:
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return glp_get_col_ub(lp, i);
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default:
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return INF;
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}
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}
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| 359 |
359 |
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360 |
void GlpkBase::_setRowLowerBound(int i, Value lo) {
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361 |
LEMON_ASSERT(lo != INF, "Invalid bound");
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| 362 |
362 |
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363 |
int b = glp_get_row_type(lp, i);
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364 |
double up = glp_get_row_ub(lp, i);
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365 |
if (lo == -INF) {
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366 |
switch (b) {
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367 |
case GLP_FR:
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368 |
case GLP_LO:
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369 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up);
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370 |
break;
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371 |
case GLP_UP:
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372 |
break;
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373 |
case GLP_DB:
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374 |
case GLP_FX:
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375 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up);
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376 |
break;
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377 |
default:
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378 |
break;
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| 379 |
379 |
}
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| 380 |
380 |
} else {
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381 |
switch (b) {
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| 382 |
382 |
case GLP_FR:
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| 383 |
383 |
case GLP_LO:
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| 384 |
384 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up);
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| 385 |
385 |
break;
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| 386 |
386 |
case GLP_UP:
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| 387 |
387 |
case GLP_DB:
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| 388 |
388 |
case GLP_FX:
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| 389 |
389 |
if (lo == up)
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| 390 |
390 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up);
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| 391 |
391 |
else
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| 392 |
392 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up);
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| 393 |
393 |
break;
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| 394 |
394 |
default:
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| 395 |
395 |
break;
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| 396 |
396 |
}
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| 397 |
397 |
}
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| 398 |
398 |
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| 399 |
399 |
}
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| 400 |
400 |
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| 401 |
401 |
GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const {
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| 402 |
402 |
int b = glp_get_row_type(lp, i);
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| 403 |
403 |
switch (b) {
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| 404 |
404 |
case GLP_LO:
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| 405 |
405 |
case GLP_DB:
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| 406 |
406 |
case GLP_FX:
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| 407 |
407 |
return glp_get_row_lb(lp, i);
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| 408 |
408 |
default:
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| 409 |
409 |
return -INF;
|
| 410 |
410 |
}
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| 411 |
411 |
}
|
| 412 |
412 |
|
| 413 |
413 |
void GlpkBase::_setRowUpperBound(int i, Value up) {
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| 414 |
414 |
LEMON_ASSERT(up != -INF, "Invalid bound");
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| 415 |
415 |
|
| 416 |
416 |
int b = glp_get_row_type(lp, i);
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| 417 |
417 |
double lo = glp_get_row_lb(lp, i);
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| 418 |
418 |
if (up == INF) {
|
| 419 |
419 |
switch (b) {
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| 420 |
420 |
case GLP_FR:
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| 421 |
421 |
case GLP_LO:
|
| 422 |
422 |
break;
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| 423 |
423 |
case GLP_UP:
|
| 424 |
424 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up);
|
| 425 |
425 |
break;
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| 426 |
426 |
case GLP_DB:
|
| 427 |
427 |
case GLP_FX:
|
| 428 |
428 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up);
|
| 429 |
429 |
break;
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| 430 |
430 |
default:
|
| 431 |
431 |
break;
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| 432 |
432 |
}
|
| 433 |
433 |
} else {
|
| 434 |
434 |
switch (b) {
|
| 435 |
435 |
case GLP_FR:
|
| 436 |
436 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up);
|
| 437 |
437 |
break;
|
| 438 |
438 |
case GLP_UP:
|
| 439 |
439 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up);
|
| 440 |
440 |
break;
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| 441 |
441 |
case GLP_LO:
|
| 442 |
442 |
case GLP_DB:
|
| 443 |
443 |
case GLP_FX:
|
| 444 |
444 |
if (lo == up)
|
| 445 |
445 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up);
|
| 446 |
446 |
else
|
| 447 |
447 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up);
|
| 448 |
448 |
break;
|
| 449 |
449 |
default:
|
| 450 |
450 |
break;
|
| 451 |
451 |
}
|
| 452 |
452 |
}
|
| 453 |
453 |
}
|
| 454 |
454 |
|
| 455 |
455 |
GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const {
|
| 456 |
456 |
int b = glp_get_row_type(lp, i);
|
| 457 |
457 |
switch (b) {
|
| 458 |
458 |
case GLP_UP:
|
| 459 |
459 |
case GLP_DB:
|
| 460 |
460 |
case GLP_FX:
|
| 461 |
461 |
return glp_get_row_ub(lp, i);
|
| 462 |
462 |
default:
|
| 463 |
463 |
return INF;
|
| 464 |
464 |
}
|
| 465 |
465 |
}
|
| 466 |
466 |
|
| 467 |
467 |
void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
| 468 |
468 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
| 469 |
469 |
glp_set_obj_coef(lp, i, 0.0);
|
| 470 |
470 |
}
|
| 471 |
471 |
for (ExprIterator it = b; it != e; ++it) {
|
| 472 |
472 |
glp_set_obj_coef(lp, it->first, it->second);
|
| 473 |
473 |
}
|
| 474 |
474 |
}
|
| 475 |
475 |
|
| 476 |
476 |
void GlpkBase::_getObjCoeffs(InsertIterator b) const {
|
| 477 |
477 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
| 478 |
478 |
Value val = glp_get_obj_coef(lp, i);
|
| 479 |
479 |
if (val != 0.0) {
|
| 480 |
480 |
*b = std::make_pair(i, val);
|
| 481 |
481 |
++b;
|
| 482 |
482 |
}
|
| 483 |
483 |
}
|
| 484 |
484 |
}
|
| 485 |
485 |
|
| 486 |
486 |
void GlpkBase::_setObjCoeff(int i, Value obj_coef) {
|
| 487 |
487 |
//i = 0 means the constant term (shift)
|
| 488 |
488 |
glp_set_obj_coef(lp, i, obj_coef);
|
| 489 |
489 |
}
|
| 490 |
490 |
|
| 491 |
491 |
GlpkBase::Value GlpkBase::_getObjCoeff(int i) const {
|
| 492 |
492 |
//i = 0 means the constant term (shift)
|
| 493 |
493 |
return glp_get_obj_coef(lp, i);
|
| 494 |
494 |
}
|
| 495 |
495 |
|
| 496 |
496 |
void GlpkBase::_setSense(GlpkBase::Sense sense) {
|
| 497 |
497 |
switch (sense) {
|
| 498 |
498 |
case MIN:
|
| 499 |
499 |
glp_set_obj_dir(lp, GLP_MIN);
|
| 500 |
500 |
break;
|
| 501 |
501 |
case MAX:
|
| 502 |
502 |
glp_set_obj_dir(lp, GLP_MAX);
|
| 503 |
503 |
break;
|
| 504 |
504 |
}
|
| 505 |
505 |
}
|
| 506 |
506 |
|
| 507 |
507 |
GlpkBase::Sense GlpkBase::_getSense() const {
|
| 508 |
508 |
switch(glp_get_obj_dir(lp)) {
|
| 509 |
509 |
case GLP_MIN:
|
| 510 |
510 |
return MIN;
|
| 511 |
511 |
case GLP_MAX:
|
| 512 |
512 |
return MAX;
|
| 513 |
513 |
default:
|
| 514 |
514 |
LEMON_ASSERT(false, "Wrong sense");
|
| 515 |
515 |
return GlpkBase::Sense();
|
| 516 |
516 |
}
|
| 517 |
517 |
}
|
| 518 |
518 |
|
| 519 |
519 |
void GlpkBase::_clear() {
|
| 520 |
520 |
glp_erase_prob(lp);
|
| 521 |
521 |
rows.clear();
|
| 522 |
522 |
cols.clear();
|
| 523 |
523 |
}
|
| 524 |
524 |
|
|
525 |
void GlpkBase::freeEnv() {
|
|
526 |
glp_free_env();
|
|
527 |
}
|
|
528 |
|
|
529 |
GlpkBase::FreeEnvHelper GlpkBase::freeEnvHelper;
|
|
530 |
|
| 525 |
531 |
// GlpkLp members
|
| 526 |
532 |
|
| 527 |
533 |
GlpkLp::GlpkLp()
|
| 528 |
534 |
: LpBase(), GlpkBase(), LpSolver() {
|
| 529 |
535 |
messageLevel(MESSAGE_NO_OUTPUT);
|
| 530 |
536 |
}
|
| 531 |
537 |
|
| 532 |
538 |
GlpkLp::GlpkLp(const GlpkLp& other)
|
| 533 |
539 |
: LpBase(other), GlpkBase(other), LpSolver(other) {
|
| 534 |
540 |
messageLevel(MESSAGE_NO_OUTPUT);
|
| 535 |
541 |
}
|
| 536 |
542 |
|
| 537 |
543 |
GlpkLp* GlpkLp::newSolver() const { return new GlpkLp; }
|
| 538 |
544 |
GlpkLp* GlpkLp::cloneSolver() const { return new GlpkLp(*this); }
|
| 539 |
545 |
|
| 540 |
546 |
const char* GlpkLp::_solverName() const { return "GlpkLp"; }
|
| 541 |
547 |
|
| 542 |
548 |
void GlpkLp::_clear_temporals() {
|
| 543 |
549 |
_primal_ray.clear();
|
| 544 |
550 |
_dual_ray.clear();
|
| 545 |
551 |
}
|
| 546 |
552 |
|
| 547 |
553 |
GlpkLp::SolveExitStatus GlpkLp::_solve() {
|
| 548 |
554 |
return solvePrimal();
|
| 549 |
555 |
}
|
| 550 |
556 |
|
| 551 |
557 |
GlpkLp::SolveExitStatus GlpkLp::solvePrimal() {
|
| 552 |
558 |
_clear_temporals();
|
| 553 |
559 |
|
| 554 |
560 |
glp_smcp smcp;
|
| 555 |
561 |
glp_init_smcp(&smcp);
|
| 556 |
562 |
|
| 557 |
563 |
switch (_message_level) {
|
| 558 |
564 |
case MESSAGE_NO_OUTPUT:
|
| 559 |
565 |
smcp.msg_lev = GLP_MSG_OFF;
|
| 560 |
566 |
break;
|
| 561 |
567 |
case MESSAGE_ERROR_MESSAGE:
|
| 562 |
568 |
smcp.msg_lev = GLP_MSG_ERR;
|
| 563 |
569 |
break;
|
| 564 |
570 |
case MESSAGE_NORMAL_OUTPUT:
|
| 565 |
571 |
smcp.msg_lev = GLP_MSG_ON;
|
| 566 |
572 |
break;
|
| 567 |
573 |
case MESSAGE_FULL_OUTPUT:
|
| 568 |
574 |
smcp.msg_lev = GLP_MSG_ALL;
|
| 569 |
575 |
break;
|
| 570 |
576 |
}
|
| 571 |
577 |
|
| 572 |
578 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
|
| 573 |
579 |
return SOLVED;
|
| 574 |
580 |
}
|
| 575 |
581 |
|
| 576 |
582 |
GlpkLp::SolveExitStatus GlpkLp::solveDual() {
|
| 577 |
583 |
_clear_temporals();
|
| 578 |
584 |
|
| 579 |
585 |
glp_smcp smcp;
|
| 580 |
586 |
glp_init_smcp(&smcp);
|
| 581 |
587 |
|
| 582 |
588 |
switch (_message_level) {
|
| 583 |
589 |
case MESSAGE_NO_OUTPUT:
|
| 584 |
590 |
smcp.msg_lev = GLP_MSG_OFF;
|
| 585 |
591 |
break;
|
| 586 |
592 |
case MESSAGE_ERROR_MESSAGE:
|
| 587 |
593 |
smcp.msg_lev = GLP_MSG_ERR;
|
| 588 |
594 |
break;
|
| 589 |
595 |
case MESSAGE_NORMAL_OUTPUT:
|
| 590 |
596 |
smcp.msg_lev = GLP_MSG_ON;
|
| 591 |
597 |
break;
|
| 592 |
598 |
case MESSAGE_FULL_OUTPUT:
|
| 593 |
599 |
smcp.msg_lev = GLP_MSG_ALL;
|
| 594 |
600 |
break;
|
| 595 |
601 |
}
|
| 596 |
602 |
smcp.meth = GLP_DUAL;
|
| 597 |
603 |
|
| 598 |
604 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
|
| 599 |
605 |
return SOLVED;
|
| 600 |
606 |
}
|
| 601 |
607 |
|
| 602 |
608 |
GlpkLp::Value GlpkLp::_getPrimal(int i) const {
|
| 603 |
609 |
return glp_get_col_prim(lp, i);
|
| 604 |
610 |
}
|
| 605 |
611 |
|
| 606 |
612 |
GlpkLp::Value GlpkLp::_getDual(int i) const {
|
| 607 |
613 |
return glp_get_row_dual(lp, i);
|
| 608 |
614 |
}
|
| 609 |
615 |
|
| 610 |
616 |
GlpkLp::Value GlpkLp::_getPrimalValue() const {
|
| 611 |
617 |
return glp_get_obj_val(lp);
|
| 612 |
618 |
}
|
| 613 |
619 |
|
| 614 |
620 |
GlpkLp::VarStatus GlpkLp::_getColStatus(int i) const {
|
| 615 |
621 |
switch (glp_get_col_stat(lp, i)) {
|
| 616 |
622 |
case GLP_BS:
|
| 617 |
623 |
return BASIC;
|
| 618 |
624 |
case GLP_UP:
|
| 619 |
625 |
return UPPER;
|
| 620 |
626 |
case GLP_LO:
|
| 621 |
627 |
return LOWER;
|
| 622 |
628 |
case GLP_NF:
|
| 623 |
629 |
return FREE;
|
| 624 |
630 |
case GLP_NS:
|
| 625 |
631 |
return FIXED;
|
| 626 |
632 |
default:
|
| 627 |
633 |
LEMON_ASSERT(false, "Wrong column status");
|
| 628 |
634 |
return GlpkLp::VarStatus();
|
| 629 |
635 |
}
|
| 630 |
636 |
}
|
| 631 |
637 |
|
| 632 |
638 |
GlpkLp::VarStatus GlpkLp::_getRowStatus(int i) const {
|
| 633 |
639 |
switch (glp_get_row_stat(lp, i)) {
|
| 634 |
640 |
case GLP_BS:
|
| 635 |
641 |
return BASIC;
|
| 636 |
642 |
case GLP_UP:
|
| 637 |
643 |
return UPPER;
|
| 638 |
644 |
case GLP_LO:
|
| 639 |
645 |
return LOWER;
|
| 640 |
646 |
case GLP_NF:
|
| 641 |
647 |
return FREE;
|
| 642 |
648 |
case GLP_NS:
|
| 643 |
649 |
return FIXED;
|
| 644 |
650 |
default:
|
| 645 |
651 |
LEMON_ASSERT(false, "Wrong row status");
|
| 646 |
652 |
return GlpkLp::VarStatus();
|
| 647 |
653 |
}
|
| 648 |
654 |
}
|
| 649 |
655 |
|
| 650 |
656 |
GlpkLp::Value GlpkLp::_getPrimalRay(int i) const {
|
| 651 |
657 |
if (_primal_ray.empty()) {
|
| 652 |
658 |
int row_num = glp_get_num_rows(lp);
|
| 653 |
659 |
int col_num = glp_get_num_cols(lp);
|
| 654 |
660 |
|
| 655 |
661 |
_primal_ray.resize(col_num + 1, 0.0);
|
| 656 |
662 |
|
| 657 |
663 |
int index = glp_get_unbnd_ray(lp);
|
| 658 |
664 |
if (index != 0) {
|
| 659 |
665 |
// The primal ray is found in primal simplex second phase
|
| 660 |
666 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) :
|
| 661 |
667 |
glp_get_col_stat(lp, index - row_num)) != GLP_BS,
|
| 662 |
668 |
"Wrong primal ray");
|
| 663 |
669 |
|
| 664 |
670 |
bool negate = glp_get_obj_dir(lp) == GLP_MAX;
|
| 665 |
671 |
|
| 666 |
672 |
if (index > row_num) {
|
| 667 |
673 |
_primal_ray[index - row_num] = 1.0;
|
| 668 |
674 |
if (glp_get_col_dual(lp, index - row_num) > 0) {
|
| 669 |
675 |
negate = !negate;
|
| 670 |
676 |
}
|
| 671 |
677 |
} else {
|
| 672 |
678 |
if (glp_get_row_dual(lp, index) > 0) {
|
| 673 |
679 |
negate = !negate;
|
| 674 |
680 |
}
|
| 675 |
681 |
}
|
| 676 |
682 |
|
| 677 |
683 |
std::vector<int> ray_indexes(row_num + 1);
|
| 678 |
684 |
std::vector<Value> ray_values(row_num + 1);
|
| 679 |
685 |
int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(),
|
| 680 |
686 |
&ray_values.front());
|
| 681 |
687 |
|
| 682 |
688 |
for (int i = 1; i <= ray_length; ++i) {
|
| 683 |
689 |
if (ray_indexes[i] > row_num) {
|
| 684 |
690 |
_primal_ray[ray_indexes[i] - row_num] = ray_values[i];
|
| 685 |
691 |
}
|
| 686 |
692 |
}
|
| 687 |
693 |
|
| 688 |
694 |
if (negate) {
|
| 689 |
695 |
for (int i = 1; i <= col_num; ++i) {
|
| 690 |
696 |
_primal_ray[i] = - _primal_ray[i];
|
| 691 |
697 |
}
|
| 692 |
698 |
}
|
| 693 |
699 |
} else {
|
| 694 |
700 |
for (int i = 1; i <= col_num; ++i) {
|
| 695 |
701 |
_primal_ray[i] = glp_get_col_prim(lp, i);
|
| 696 |
702 |
}
|
| 697 |
703 |
}
|
| 698 |
704 |
}
|
| 699 |
705 |
return _primal_ray[i];
|
| 700 |
706 |
}
|
| 701 |
707 |
|
| 702 |
708 |
GlpkLp::Value GlpkLp::_getDualRay(int i) const {
|
| 703 |
709 |
if (_dual_ray.empty()) {
|
| 704 |
710 |
int row_num = glp_get_num_rows(lp);
|
| 705 |
711 |
|
| 706 |
712 |
_dual_ray.resize(row_num + 1, 0.0);
|
| 707 |
713 |
|
| 708 |
714 |
int index = glp_get_unbnd_ray(lp);
|
| 709 |
715 |
if (index != 0) {
|
| 710 |
716 |
// The dual ray is found in dual simplex second phase
|
| 711 |
717 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) :
|
| 712 |
718 |
glp_get_col_stat(lp, index - row_num)) == GLP_BS,
|
| 713 |
719 |
|
| 714 |
720 |
"Wrong dual ray");
|
| 715 |
721 |
|
| 716 |
722 |
int idx;
|
| 717 |
723 |
bool negate = false;
|
| 718 |
724 |
|
| 719 |
725 |
if (index > row_num) {
|
| 720 |
726 |
idx = glp_get_col_bind(lp, index - row_num);
|
| 721 |
727 |
if (glp_get_col_prim(lp, index - row_num) >
|
| 722 |
728 |
glp_get_col_ub(lp, index - row_num)) {
|
| 723 |
729 |
negate = true;
|
| 724 |
730 |
}
|
| 725 |
731 |
} else {
|
| 726 |
732 |
idx = glp_get_row_bind(lp, index);
|
| 727 |
733 |
if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) {
|
| 728 |
734 |
negate = true;
|
| 729 |
735 |
}
|
| 730 |
736 |
}
|
| 731 |
737 |
|
| 732 |
738 |
_dual_ray[idx] = negate ? - 1.0 : 1.0;
|
| 733 |
739 |
|
| 734 |
740 |
glp_btran(lp, &_dual_ray.front());
|
| 735 |
741 |
} else {
|
| 736 |
742 |
double eps = 1e-7;
|
| 737 |
743 |
// The dual ray is found in primal simplex first phase
|
| 738 |
744 |
// We assume that the glpk minimizes the slack to get feasible solution
|
| 739 |
745 |
for (int i = 1; i <= row_num; ++i) {
|
| 740 |
746 |
int index = glp_get_bhead(lp, i);
|
| 741 |
747 |
if (index <= row_num) {
|
| 742 |
748 |
double res = glp_get_row_prim(lp, index);
|
| 743 |
749 |
if (res > glp_get_row_ub(lp, index) + eps) {
|
| 744 |
750 |
_dual_ray[i] = -1;
|
| 745 |
751 |
} else if (res < glp_get_row_lb(lp, index) - eps) {
|
| 746 |
752 |
_dual_ray[i] = 1;
|
| 747 |
753 |
} else {
|
| 748 |
754 |
_dual_ray[i] = 0;
|
| 749 |
755 |
}
|
| 750 |
756 |
_dual_ray[i] *= glp_get_rii(lp, index);
|
| 751 |
757 |
} else {
|
| 752 |
758 |
double res = glp_get_col_prim(lp, index - row_num);
|
| 753 |
759 |
if (res > glp_get_col_ub(lp, index - row_num) + eps) {
|
| 754 |
760 |
_dual_ray[i] = -1;
|
| 755 |
761 |
} else if (res < glp_get_col_lb(lp, index - row_num) - eps) {
|
| 756 |
762 |
_dual_ray[i] = 1;
|
| 757 |
763 |
} else {
|
| 758 |
764 |
_dual_ray[i] = 0;
|
| 759 |
765 |
}
|
| 760 |
766 |
_dual_ray[i] /= glp_get_sjj(lp, index - row_num);
|
| 761 |
767 |
}
|
| 762 |
768 |
}
|
| 763 |
769 |
|
| 764 |
770 |
glp_btran(lp, &_dual_ray.front());
|
| 765 |
771 |
|
| 766 |
772 |
for (int i = 1; i <= row_num; ++i) {
|
| 767 |
773 |
_dual_ray[i] /= glp_get_rii(lp, i);
|
| 768 |
774 |
}
|
| 769 |
775 |
}
|
| 770 |
776 |
}
|
| 771 |
777 |
return _dual_ray[i];
|
| 772 |
778 |
}
|
| 773 |
779 |
|
| 774 |
780 |
GlpkLp::ProblemType GlpkLp::_getPrimalType() const {
|
| 775 |
781 |
if (glp_get_status(lp) == GLP_OPT)
|
| 776 |
782 |
return OPTIMAL;
|
| 777 |
783 |
switch (glp_get_prim_stat(lp)) {
|
| 778 |
784 |
case GLP_UNDEF:
|
| 779 |
785 |
return UNDEFINED;
|
| 780 |
786 |
case GLP_FEAS:
|
| 781 |
787 |
case GLP_INFEAS:
|
| 782 |
788 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
|
| 783 |
789 |
return UNBOUNDED;
|
| 784 |
790 |
} else {
|
| 785 |
791 |
return UNDEFINED;
|
| 786 |
792 |
}
|
| 787 |
793 |
case GLP_NOFEAS:
|
| 788 |
794 |
return INFEASIBLE;
|
| 789 |
795 |
default:
|
| 790 |
796 |
LEMON_ASSERT(false, "Wrong primal type");
|
| 791 |
797 |
return GlpkLp::ProblemType();
|
| 792 |
798 |
}
|
| 793 |
799 |
}
|
| 794 |
800 |
|
| 795 |
801 |
GlpkLp::ProblemType GlpkLp::_getDualType() const {
|
| 796 |
802 |
if (glp_get_status(lp) == GLP_OPT)
|
| 797 |
803 |
return OPTIMAL;
|
| 798 |
804 |
switch (glp_get_dual_stat(lp)) {
|
| 799 |
805 |
case GLP_UNDEF:
|
| 800 |
806 |
return UNDEFINED;
|
| 801 |
807 |
case GLP_FEAS:
|
| 802 |
808 |
case GLP_INFEAS:
|
| 803 |
809 |
if (glp_get_prim_stat(lp) == GLP_NOFEAS) {
|
| 804 |
810 |
return UNBOUNDED;
|
| 805 |
811 |
} else {
|
| 806 |
812 |
return UNDEFINED;
|
| 807 |
813 |
}
|
| 808 |
814 |
case GLP_NOFEAS:
|
| 809 |
815 |
return INFEASIBLE;
|
| 810 |
816 |
default:
|
| 811 |
817 |
LEMON_ASSERT(false, "Wrong primal type");
|
| 812 |
818 |
return GlpkLp::ProblemType();
|
| 813 |
819 |
}
|
| 814 |
820 |
}
|
| 815 |
821 |
|
| 816 |
822 |
void GlpkLp::presolver(bool b) {
|
| 817 |
823 |
lpx_set_int_parm(lp, LPX_K_PRESOL, b ? 1 : 0);
|
| 818 |
824 |
}
|
| 819 |
825 |
|
| 820 |
826 |
void GlpkLp::messageLevel(MessageLevel m) {
|
| 821 |
827 |
_message_level = m;
|
| 822 |
828 |
}
|
| 823 |
829 |
|
| 824 |
830 |
// GlpkMip members
|
| 825 |
831 |
|
| 826 |
832 |
GlpkMip::GlpkMip()
|
| 827 |
833 |
: LpBase(), GlpkBase(), MipSolver() {
|
| 828 |
834 |
messageLevel(MESSAGE_NO_OUTPUT);
|
| 829 |
835 |
}
|
| 830 |
836 |
|
| 831 |
837 |
GlpkMip::GlpkMip(const GlpkMip& other)
|
| 832 |
838 |
: LpBase(), GlpkBase(other), MipSolver() {
|
| 833 |
839 |
messageLevel(MESSAGE_NO_OUTPUT);
|
| 834 |
840 |
}
|
| 835 |
841 |
|
| 836 |
842 |
void GlpkMip::_setColType(int i, GlpkMip::ColTypes col_type) {
|
| 837 |
843 |
switch (col_type) {
|
| 838 |
844 |
case INTEGER:
|
| 839 |
845 |
glp_set_col_kind(lp, i, GLP_IV);
|
| 840 |
846 |
break;
|
| 841 |
847 |
case REAL:
|
| 842 |
848 |
glp_set_col_kind(lp, i, GLP_CV);
|
| 843 |
849 |
break;
|
| 844 |
850 |
}
|
| 845 |
851 |
}
|
| 846 |
852 |
|
| 847 |
853 |
GlpkMip::ColTypes GlpkMip::_getColType(int i) const {
|
| 848 |
854 |
switch (glp_get_col_kind(lp, i)) {
|
| 849 |
855 |
case GLP_IV:
|
| 850 |
856 |
case GLP_BV:
|
| 851 |
857 |
return INTEGER;
|
| 852 |
858 |
default:
|
| 853 |
859 |
return REAL;
|
| 854 |
860 |
}
|
| 855 |
861 |
|
| 856 |
862 |
}
|
| 857 |
863 |
|
| 858 |
864 |
GlpkMip::SolveExitStatus GlpkMip::_solve() {
|
| 859 |
865 |
glp_smcp smcp;
|
| 860 |
866 |
glp_init_smcp(&smcp);
|
| 861 |
867 |
|
| 862 |
868 |
switch (_message_level) {
|
| 863 |
869 |
case MESSAGE_NO_OUTPUT:
|
| 864 |
870 |
smcp.msg_lev = GLP_MSG_OFF;
|
| 865 |
871 |
break;
|
| 866 |
872 |
case MESSAGE_ERROR_MESSAGE:
|
| 867 |
873 |
smcp.msg_lev = GLP_MSG_ERR;
|
| 868 |
874 |
break;
|
| 869 |
875 |
case MESSAGE_NORMAL_OUTPUT:
|
| 870 |
876 |
smcp.msg_lev = GLP_MSG_ON;
|
| 871 |
877 |
break;
|
| 872 |
878 |
case MESSAGE_FULL_OUTPUT:
|
| 873 |
879 |
smcp.msg_lev = GLP_MSG_ALL;
|
| 874 |
880 |
break;
|
| 875 |
881 |
}
|
| 876 |
882 |
smcp.meth = GLP_DUAL;
|
| 877 |
883 |
|
| 878 |
884 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED;
|
| 879 |
885 |
if (glp_get_status(lp) != GLP_OPT) return SOLVED;
|
| 880 |
886 |
|
| 881 |
887 |
glp_iocp iocp;
|
| 882 |
888 |
glp_init_iocp(&iocp);
|
| 883 |
889 |
|
| 884 |
890 |
switch (_message_level) {
|
| 885 |
891 |
case MESSAGE_NO_OUTPUT:
|
| 886 |
892 |
iocp.msg_lev = GLP_MSG_OFF;
|
| 887 |
893 |
break;
|
| 888 |
894 |
case MESSAGE_ERROR_MESSAGE:
|
| 889 |
895 |
iocp.msg_lev = GLP_MSG_ERR;
|
| 890 |
896 |
break;
|
| 891 |
897 |
case MESSAGE_NORMAL_OUTPUT:
|
| 892 |
898 |
iocp.msg_lev = GLP_MSG_ON;
|
| 893 |
899 |
break;
|
| 894 |
900 |
case MESSAGE_FULL_OUTPUT:
|
| 895 |
901 |
iocp.msg_lev = GLP_MSG_ALL;
|
| 896 |
902 |
break;
|
| 897 |
903 |
}
|
| 898 |
904 |
|
| 899 |
905 |
if (glp_intopt(lp, &iocp) != 0) return UNSOLVED;
|
| 900 |
906 |
return SOLVED;
|
| 901 |
907 |
}
|
| 902 |
908 |
|
| 903 |
909 |
|
| 904 |
910 |
GlpkMip::ProblemType GlpkMip::_getType() const {
|
| 905 |
911 |
switch (glp_get_status(lp)) {
|
| 906 |
912 |
case GLP_OPT:
|
| 907 |
913 |
switch (glp_mip_status(lp)) {
|
| 908 |
914 |
case GLP_UNDEF:
|