| ... | ... |
@@ -397,610 +397,613 @@ |
| 397 | 397 |
} |
| 398 | 398 |
|
| 399 | 399 |
} |
| 400 | 400 |
|
| 401 | 401 |
GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const {
|
| 402 | 402 |
int b = glp_get_row_type(lp, i); |
| 403 | 403 |
switch (b) {
|
| 404 | 404 |
case GLP_LO: |
| 405 | 405 |
case GLP_DB: |
| 406 | 406 |
case GLP_FX: |
| 407 | 407 |
return glp_get_row_lb(lp, i); |
| 408 | 408 |
default: |
| 409 | 409 |
return -INF; |
| 410 | 410 |
} |
| 411 | 411 |
} |
| 412 | 412 |
|
| 413 | 413 |
void GlpkBase::_setRowUpperBound(int i, Value up) {
|
| 414 | 414 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
| 415 | 415 |
|
| 416 | 416 |
int b = glp_get_row_type(lp, i); |
| 417 | 417 |
double lo = glp_get_row_lb(lp, i); |
| 418 | 418 |
if (up == INF) {
|
| 419 | 419 |
switch (b) {
|
| 420 | 420 |
case GLP_FR: |
| 421 | 421 |
case GLP_LO: |
| 422 | 422 |
break; |
| 423 | 423 |
case GLP_UP: |
| 424 | 424 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
| 425 | 425 |
break; |
| 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; |
| 430 | 430 |
default: |
| 431 | 431 |
break; |
| 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; |
| 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 | 525 |
void GlpkBase::freeEnv() {
|
| 526 | 526 |
glp_free_env(); |
| 527 | 527 |
} |
| 528 | 528 |
|
| 529 | 529 |
GlpkBase::FreeEnvHelper GlpkBase::freeEnvHelper; |
| 530 | 530 |
|
| 531 | 531 |
// GlpkLp members |
| 532 | 532 |
|
| 533 | 533 |
GlpkLp::GlpkLp() |
| 534 | 534 |
: LpBase(), LpSolver(), GlpkBase() {
|
| 535 | 535 |
messageLevel(MESSAGE_NO_OUTPUT); |
| 536 | 536 |
presolver(false); |
| 537 | 537 |
} |
| 538 | 538 |
|
| 539 | 539 |
GlpkLp::GlpkLp(const GlpkLp& other) |
| 540 | 540 |
: LpBase(other), LpSolver(other), GlpkBase(other) {
|
| 541 | 541 |
messageLevel(MESSAGE_NO_OUTPUT); |
| 542 | 542 |
presolver(false); |
| 543 | 543 |
} |
| 544 | 544 |
|
| 545 | 545 |
GlpkLp* GlpkLp::newSolver() const { return new GlpkLp; }
|
| 546 | 546 |
GlpkLp* GlpkLp::cloneSolver() const { return new GlpkLp(*this); }
|
| 547 | 547 |
|
| 548 | 548 |
const char* GlpkLp::_solverName() const { return "GlpkLp"; }
|
| 549 | 549 |
|
| 550 | 550 |
void GlpkLp::_clear_temporals() {
|
| 551 | 551 |
_primal_ray.clear(); |
| 552 | 552 |
_dual_ray.clear(); |
| 553 | 553 |
} |
| 554 | 554 |
|
| 555 | 555 |
GlpkLp::SolveExitStatus GlpkLp::_solve() {
|
| 556 | 556 |
return solvePrimal(); |
| 557 | 557 |
} |
| 558 | 558 |
|
| 559 | 559 |
GlpkLp::SolveExitStatus GlpkLp::solvePrimal() {
|
| 560 | 560 |
_clear_temporals(); |
| 561 | 561 |
|
| 562 | 562 |
glp_smcp smcp; |
| 563 | 563 |
glp_init_smcp(&smcp); |
| 564 | 564 |
|
| 565 | 565 |
switch (_message_level) {
|
| 566 | 566 |
case MESSAGE_NO_OUTPUT: |
| 567 | 567 |
smcp.msg_lev = GLP_MSG_OFF; |
| 568 | 568 |
break; |
| 569 | 569 |
case MESSAGE_ERROR_MESSAGE: |
| 570 | 570 |
smcp.msg_lev = GLP_MSG_ERR; |
| 571 | 571 |
break; |
| 572 | 572 |
case MESSAGE_NORMAL_OUTPUT: |
| 573 | 573 |
smcp.msg_lev = GLP_MSG_ON; |
| 574 | 574 |
break; |
| 575 | 575 |
case MESSAGE_FULL_OUTPUT: |
| 576 | 576 |
smcp.msg_lev = GLP_MSG_ALL; |
| 577 | 577 |
break; |
| 578 | 578 |
} |
| 579 | 579 |
smcp.presolve = _presolve; |
| 580 | 580 |
|
| 581 | 581 |
// If the basis is not valid we get an error return value. |
| 582 | 582 |
// In this case we can try to create a new basis. |
| 583 | 583 |
switch (glp_simplex(lp, &smcp)) {
|
| 584 | 584 |
case 0: |
| 585 | 585 |
break; |
| 586 | 586 |
case GLP_EBADB: |
| 587 | 587 |
case GLP_ESING: |
| 588 | 588 |
case GLP_ECOND: |
| 589 |
|
|
| 589 |
glp_term_out(false); |
|
| 590 | 590 |
glp_adv_basis(lp, 0); |
| 591 |
glp_term_out(true); |
|
| 591 | 592 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
| 592 | 593 |
break; |
| 593 | 594 |
default: |
| 594 | 595 |
return UNSOLVED; |
| 595 | 596 |
} |
| 596 | 597 |
|
| 597 | 598 |
return SOLVED; |
| 598 | 599 |
} |
| 599 | 600 |
|
| 600 | 601 |
GlpkLp::SolveExitStatus GlpkLp::solveDual() {
|
| 601 | 602 |
_clear_temporals(); |
| 602 | 603 |
|
| 603 | 604 |
glp_smcp smcp; |
| 604 | 605 |
glp_init_smcp(&smcp); |
| 605 | 606 |
|
| 606 | 607 |
switch (_message_level) {
|
| 607 | 608 |
case MESSAGE_NO_OUTPUT: |
| 608 | 609 |
smcp.msg_lev = GLP_MSG_OFF; |
| 609 | 610 |
break; |
| 610 | 611 |
case MESSAGE_ERROR_MESSAGE: |
| 611 | 612 |
smcp.msg_lev = GLP_MSG_ERR; |
| 612 | 613 |
break; |
| 613 | 614 |
case MESSAGE_NORMAL_OUTPUT: |
| 614 | 615 |
smcp.msg_lev = GLP_MSG_ON; |
| 615 | 616 |
break; |
| 616 | 617 |
case MESSAGE_FULL_OUTPUT: |
| 617 | 618 |
smcp.msg_lev = GLP_MSG_ALL; |
| 618 | 619 |
break; |
| 619 | 620 |
} |
| 620 | 621 |
smcp.meth = GLP_DUAL; |
| 621 | 622 |
smcp.presolve = _presolve; |
| 622 | 623 |
|
| 623 | 624 |
// If the basis is not valid we get an error return value. |
| 624 | 625 |
// In this case we can try to create a new basis. |
| 625 | 626 |
switch (glp_simplex(lp, &smcp)) {
|
| 626 | 627 |
case 0: |
| 627 | 628 |
break; |
| 628 | 629 |
case GLP_EBADB: |
| 629 | 630 |
case GLP_ESING: |
| 630 | 631 |
case GLP_ECOND: |
| 631 |
|
|
| 632 |
glp_term_out(false); |
|
| 632 | 633 |
glp_adv_basis(lp, 0); |
| 634 |
glp_term_out(true); |
|
| 633 | 635 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
| 634 | 636 |
break; |
| 635 | 637 |
default: |
| 636 | 638 |
return UNSOLVED; |
| 637 | 639 |
} |
| 638 | 640 |
return SOLVED; |
| 639 | 641 |
} |
| 640 | 642 |
|
| 641 | 643 |
GlpkLp::Value GlpkLp::_getPrimal(int i) const {
|
| 642 | 644 |
return glp_get_col_prim(lp, i); |
| 643 | 645 |
} |
| 644 | 646 |
|
| 645 | 647 |
GlpkLp::Value GlpkLp::_getDual(int i) const {
|
| 646 | 648 |
return glp_get_row_dual(lp, i); |
| 647 | 649 |
} |
| 648 | 650 |
|
| 649 | 651 |
GlpkLp::Value GlpkLp::_getPrimalValue() const {
|
| 650 | 652 |
return glp_get_obj_val(lp); |
| 651 | 653 |
} |
| 652 | 654 |
|
| 653 | 655 |
GlpkLp::VarStatus GlpkLp::_getColStatus(int i) const {
|
| 654 | 656 |
switch (glp_get_col_stat(lp, i)) {
|
| 655 | 657 |
case GLP_BS: |
| 656 | 658 |
return BASIC; |
| 657 | 659 |
case GLP_UP: |
| 658 | 660 |
return UPPER; |
| 659 | 661 |
case GLP_LO: |
| 660 | 662 |
return LOWER; |
| 661 | 663 |
case GLP_NF: |
| 662 | 664 |
return FREE; |
| 663 | 665 |
case GLP_NS: |
| 664 | 666 |
return FIXED; |
| 665 | 667 |
default: |
| 666 | 668 |
LEMON_ASSERT(false, "Wrong column status"); |
| 667 | 669 |
return GlpkLp::VarStatus(); |
| 668 | 670 |
} |
| 669 | 671 |
} |
| 670 | 672 |
|
| 671 | 673 |
GlpkLp::VarStatus GlpkLp::_getRowStatus(int i) const {
|
| 672 | 674 |
switch (glp_get_row_stat(lp, i)) {
|
| 673 | 675 |
case GLP_BS: |
| 674 | 676 |
return BASIC; |
| 675 | 677 |
case GLP_UP: |
| 676 | 678 |
return UPPER; |
| 677 | 679 |
case GLP_LO: |
| 678 | 680 |
return LOWER; |
| 679 | 681 |
case GLP_NF: |
| 680 | 682 |
return FREE; |
| 681 | 683 |
case GLP_NS: |
| 682 | 684 |
return FIXED; |
| 683 | 685 |
default: |
| 684 | 686 |
LEMON_ASSERT(false, "Wrong row status"); |
| 685 | 687 |
return GlpkLp::VarStatus(); |
| 686 | 688 |
} |
| 687 | 689 |
} |
| 688 | 690 |
|
| 689 | 691 |
GlpkLp::Value GlpkLp::_getPrimalRay(int i) const {
|
| 690 | 692 |
if (_primal_ray.empty()) {
|
| 691 | 693 |
int row_num = glp_get_num_rows(lp); |
| 692 | 694 |
int col_num = glp_get_num_cols(lp); |
| 693 | 695 |
|
| 694 | 696 |
_primal_ray.resize(col_num + 1, 0.0); |
| 695 | 697 |
|
| 696 | 698 |
int index = glp_get_unbnd_ray(lp); |
| 697 | 699 |
if (index != 0) {
|
| 698 | 700 |
// The primal ray is found in primal simplex second phase |
| 699 | 701 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
| 700 | 702 |
glp_get_col_stat(lp, index - row_num)) != GLP_BS, |
| 701 | 703 |
"Wrong primal ray"); |
| 702 | 704 |
|
| 703 | 705 |
bool negate = glp_get_obj_dir(lp) == GLP_MAX; |
| 704 | 706 |
|
| 705 | 707 |
if (index > row_num) {
|
| 706 | 708 |
_primal_ray[index - row_num] = 1.0; |
| 707 | 709 |
if (glp_get_col_dual(lp, index - row_num) > 0) {
|
| 708 | 710 |
negate = !negate; |
| 709 | 711 |
} |
| 710 | 712 |
} else {
|
| 711 | 713 |
if (glp_get_row_dual(lp, index) > 0) {
|
| 712 | 714 |
negate = !negate; |
| 713 | 715 |
} |
| 714 | 716 |
} |
| 715 | 717 |
|
| 716 | 718 |
std::vector<int> ray_indexes(row_num + 1); |
| 717 | 719 |
std::vector<Value> ray_values(row_num + 1); |
| 718 | 720 |
int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(), |
| 719 | 721 |
&ray_values.front()); |
| 720 | 722 |
|
| 721 | 723 |
for (int i = 1; i <= ray_length; ++i) {
|
| 722 | 724 |
if (ray_indexes[i] > row_num) {
|
| 723 | 725 |
_primal_ray[ray_indexes[i] - row_num] = ray_values[i]; |
| 724 | 726 |
} |
| 725 | 727 |
} |
| 726 | 728 |
|
| 727 | 729 |
if (negate) {
|
| 728 | 730 |
for (int i = 1; i <= col_num; ++i) {
|
| 729 | 731 |
_primal_ray[i] = - _primal_ray[i]; |
| 730 | 732 |
} |
| 731 | 733 |
} |
| 732 | 734 |
} else {
|
| 733 | 735 |
for (int i = 1; i <= col_num; ++i) {
|
| 734 | 736 |
_primal_ray[i] = glp_get_col_prim(lp, i); |
| 735 | 737 |
} |
| 736 | 738 |
} |
| 737 | 739 |
} |
| 738 | 740 |
return _primal_ray[i]; |
| 739 | 741 |
} |
| 740 | 742 |
|
| 741 | 743 |
GlpkLp::Value GlpkLp::_getDualRay(int i) const {
|
| 742 | 744 |
if (_dual_ray.empty()) {
|
| 743 | 745 |
int row_num = glp_get_num_rows(lp); |
| 744 | 746 |
|
| 745 | 747 |
_dual_ray.resize(row_num + 1, 0.0); |
| 746 | 748 |
|
| 747 | 749 |
int index = glp_get_unbnd_ray(lp); |
| 748 | 750 |
if (index != 0) {
|
| 749 | 751 |
// The dual ray is found in dual simplex second phase |
| 750 | 752 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
| 751 | 753 |
glp_get_col_stat(lp, index - row_num)) == GLP_BS, |
| 752 | 754 |
|
| 753 | 755 |
"Wrong dual ray"); |
| 754 | 756 |
|
| 755 | 757 |
int idx; |
| 756 | 758 |
bool negate = false; |
| 757 | 759 |
|
| 758 | 760 |
if (index > row_num) {
|
| 759 | 761 |
idx = glp_get_col_bind(lp, index - row_num); |
| 760 | 762 |
if (glp_get_col_prim(lp, index - row_num) > |
| 761 | 763 |
glp_get_col_ub(lp, index - row_num)) {
|
| 762 | 764 |
negate = true; |
| 763 | 765 |
} |
| 764 | 766 |
} else {
|
| 765 | 767 |
idx = glp_get_row_bind(lp, index); |
| 766 | 768 |
if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) {
|
| 767 | 769 |
negate = true; |
| 768 | 770 |
} |
| 769 | 771 |
} |
| 770 | 772 |
|
| 771 | 773 |
_dual_ray[idx] = negate ? - 1.0 : 1.0; |
| 772 | 774 |
|
| 773 | 775 |
glp_btran(lp, &_dual_ray.front()); |
| 774 | 776 |
} else {
|
| 775 | 777 |
double eps = 1e-7; |
| 776 | 778 |
// The dual ray is found in primal simplex first phase |
| 777 | 779 |
// We assume that the glpk minimizes the slack to get feasible solution |
| 778 | 780 |
for (int i = 1; i <= row_num; ++i) {
|
| 779 | 781 |
int index = glp_get_bhead(lp, i); |
| 780 | 782 |
if (index <= row_num) {
|
| 781 | 783 |
double res = glp_get_row_prim(lp, index); |
| 782 | 784 |
if (res > glp_get_row_ub(lp, index) + eps) {
|
| 783 | 785 |
_dual_ray[i] = -1; |
| 784 | 786 |
} else if (res < glp_get_row_lb(lp, index) - eps) {
|
| 785 | 787 |
_dual_ray[i] = 1; |
| 786 | 788 |
} else {
|
| 787 | 789 |
_dual_ray[i] = 0; |
| 788 | 790 |
} |
| 789 | 791 |
_dual_ray[i] *= glp_get_rii(lp, index); |
| 790 | 792 |
} else {
|
| 791 | 793 |
double res = glp_get_col_prim(lp, index - row_num); |
| 792 | 794 |
if (res > glp_get_col_ub(lp, index - row_num) + eps) {
|
| 793 | 795 |
_dual_ray[i] = -1; |
| 794 | 796 |
} else if (res < glp_get_col_lb(lp, index - row_num) - eps) {
|
| 795 | 797 |
_dual_ray[i] = 1; |
| 796 | 798 |
} else {
|
| 797 | 799 |
_dual_ray[i] = 0; |
| 798 | 800 |
} |
| 799 | 801 |
_dual_ray[i] /= glp_get_sjj(lp, index - row_num); |
| 800 | 802 |
} |
| 801 | 803 |
} |
| 802 | 804 |
|
| 803 | 805 |
glp_btran(lp, &_dual_ray.front()); |
| 804 | 806 |
|
| 805 | 807 |
for (int i = 1; i <= row_num; ++i) {
|
| 806 | 808 |
_dual_ray[i] /= glp_get_rii(lp, i); |
| 807 | 809 |
} |
| 808 | 810 |
} |
| 809 | 811 |
} |
| 810 | 812 |
return _dual_ray[i]; |
| 811 | 813 |
} |
| 812 | 814 |
|
| 813 | 815 |
GlpkLp::ProblemType GlpkLp::_getPrimalType() const {
|
| 814 | 816 |
if (glp_get_status(lp) == GLP_OPT) |
| 815 | 817 |
return OPTIMAL; |
| 816 | 818 |
switch (glp_get_prim_stat(lp)) {
|
| 817 | 819 |
case GLP_UNDEF: |
| 818 | 820 |
return UNDEFINED; |
| 819 | 821 |
case GLP_FEAS: |
| 820 | 822 |
case GLP_INFEAS: |
| 821 | 823 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
|
| 822 | 824 |
return UNBOUNDED; |
| 823 | 825 |
} else {
|
| 824 | 826 |
return UNDEFINED; |
| 825 | 827 |
} |
| 826 | 828 |
case GLP_NOFEAS: |
| 827 | 829 |
return INFEASIBLE; |
| 828 | 830 |
default: |
| 829 | 831 |
LEMON_ASSERT(false, "Wrong primal type"); |
| 830 | 832 |
return GlpkLp::ProblemType(); |
| 831 | 833 |
} |
| 832 | 834 |
} |
| 833 | 835 |
|
| 834 | 836 |
GlpkLp::ProblemType GlpkLp::_getDualType() const {
|
| 835 | 837 |
if (glp_get_status(lp) == GLP_OPT) |
| 836 | 838 |
return OPTIMAL; |
| 837 | 839 |
switch (glp_get_dual_stat(lp)) {
|
| 838 | 840 |
case GLP_UNDEF: |
| 839 | 841 |
return UNDEFINED; |
| 840 | 842 |
case GLP_FEAS: |
| 841 | 843 |
case GLP_INFEAS: |
| 842 | 844 |
if (glp_get_prim_stat(lp) == GLP_NOFEAS) {
|
| 843 | 845 |
return UNBOUNDED; |
| 844 | 846 |
} else {
|
| 845 | 847 |
return UNDEFINED; |
| 846 | 848 |
} |
| 847 | 849 |
case GLP_NOFEAS: |
| 848 | 850 |
return INFEASIBLE; |
| 849 | 851 |
default: |
| 850 | 852 |
LEMON_ASSERT(false, "Wrong primal type"); |
| 851 | 853 |
return GlpkLp::ProblemType(); |
| 852 | 854 |
} |
| 853 | 855 |
} |
| 854 | 856 |
|
| 855 | 857 |
void GlpkLp::presolver(bool presolve) {
|
| 856 | 858 |
_presolve = presolve; |
| 857 | 859 |
} |
| 858 | 860 |
|
| 859 | 861 |
void GlpkLp::messageLevel(MessageLevel m) {
|
| 860 | 862 |
_message_level = m; |
| 861 | 863 |
} |
| 862 | 864 |
|
| 863 | 865 |
// GlpkMip members |
| 864 | 866 |
|
| 865 | 867 |
GlpkMip::GlpkMip() |
| 866 | 868 |
: LpBase(), MipSolver(), GlpkBase() {
|
| 867 | 869 |
messageLevel(MESSAGE_NO_OUTPUT); |
| 868 | 870 |
} |
| 869 | 871 |
|
| 870 | 872 |
GlpkMip::GlpkMip(const GlpkMip& other) |
| 871 | 873 |
: LpBase(), MipSolver(), GlpkBase(other) {
|
| 872 | 874 |
messageLevel(MESSAGE_NO_OUTPUT); |
| 873 | 875 |
} |
| 874 | 876 |
|
| 875 | 877 |
void GlpkMip::_setColType(int i, GlpkMip::ColTypes col_type) {
|
| 876 | 878 |
switch (col_type) {
|
| 877 | 879 |
case INTEGER: |
| 878 | 880 |
glp_set_col_kind(lp, i, GLP_IV); |
| 879 | 881 |
break; |
| 880 | 882 |
case REAL: |
| 881 | 883 |
glp_set_col_kind(lp, i, GLP_CV); |
| 882 | 884 |
break; |
| 883 | 885 |
} |
| 884 | 886 |
} |
| 885 | 887 |
|
| 886 | 888 |
GlpkMip::ColTypes GlpkMip::_getColType(int i) const {
|
| 887 | 889 |
switch (glp_get_col_kind(lp, i)) {
|
| 888 | 890 |
case GLP_IV: |
| 889 | 891 |
case GLP_BV: |
| 890 | 892 |
return INTEGER; |
| 891 | 893 |
default: |
| 892 | 894 |
return REAL; |
| 893 | 895 |
} |
| 894 | 896 |
|
| 895 | 897 |
} |
| 896 | 898 |
|
| 897 | 899 |
GlpkMip::SolveExitStatus GlpkMip::_solve() {
|
| 898 | 900 |
glp_smcp smcp; |
| 899 | 901 |
glp_init_smcp(&smcp); |
| 900 | 902 |
|
| 901 | 903 |
switch (_message_level) {
|
| 902 | 904 |
case MESSAGE_NO_OUTPUT: |
| 903 | 905 |
smcp.msg_lev = GLP_MSG_OFF; |
| 904 | 906 |
break; |
| 905 | 907 |
case MESSAGE_ERROR_MESSAGE: |
| 906 | 908 |
smcp.msg_lev = GLP_MSG_ERR; |
| 907 | 909 |
break; |
| 908 | 910 |
case MESSAGE_NORMAL_OUTPUT: |
| 909 | 911 |
smcp.msg_lev = GLP_MSG_ON; |
| 910 | 912 |
break; |
| 911 | 913 |
case MESSAGE_FULL_OUTPUT: |
| 912 | 914 |
smcp.msg_lev = GLP_MSG_ALL; |
| 913 | 915 |
break; |
| 914 | 916 |
} |
| 915 | 917 |
smcp.meth = GLP_DUAL; |
| 916 | 918 |
|
| 917 | 919 |
// If the basis is not valid we get an error return value. |
| 918 | 920 |
// In this case we can try to create a new basis. |
| 919 | 921 |
switch (glp_simplex(lp, &smcp)) {
|
| 920 | 922 |
case 0: |
| 921 | 923 |
break; |
| 922 | 924 |
case GLP_EBADB: |
| 923 | 925 |
case GLP_ESING: |
| 924 | 926 |
case GLP_ECOND: |
| 925 |
|
|
| 927 |
glp_term_out(false); |
|
| 926 | 928 |
glp_adv_basis(lp, 0); |
| 929 |
glp_term_out(true); |
|
| 927 | 930 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
| 928 | 931 |
break; |
| 929 | 932 |
default: |
| 930 | 933 |
return UNSOLVED; |
| 931 | 934 |
} |
| 932 | 935 |
|
| 933 | 936 |
if (glp_get_status(lp) != GLP_OPT) return SOLVED; |
| 934 | 937 |
|
| 935 | 938 |
glp_iocp iocp; |
| 936 | 939 |
glp_init_iocp(&iocp); |
| 937 | 940 |
|
| 938 | 941 |
switch (_message_level) {
|
| 939 | 942 |
case MESSAGE_NO_OUTPUT: |
| 940 | 943 |
iocp.msg_lev = GLP_MSG_OFF; |
| 941 | 944 |
break; |
| 942 | 945 |
case MESSAGE_ERROR_MESSAGE: |
| 943 | 946 |
iocp.msg_lev = GLP_MSG_ERR; |
| 944 | 947 |
break; |
| 945 | 948 |
case MESSAGE_NORMAL_OUTPUT: |
| 946 | 949 |
iocp.msg_lev = GLP_MSG_ON; |
| 947 | 950 |
break; |
| 948 | 951 |
case MESSAGE_FULL_OUTPUT: |
| 949 | 952 |
iocp.msg_lev = GLP_MSG_ALL; |
| 950 | 953 |
break; |
| 951 | 954 |
} |
| 952 | 955 |
|
| 953 | 956 |
if (glp_intopt(lp, &iocp) != 0) return UNSOLVED; |
| 954 | 957 |
return SOLVED; |
| 955 | 958 |
} |
| 956 | 959 |
|
| 957 | 960 |
|
| 958 | 961 |
GlpkMip::ProblemType GlpkMip::_getType() const {
|
| 959 | 962 |
switch (glp_get_status(lp)) {
|
| 960 | 963 |
case GLP_OPT: |
| 961 | 964 |
switch (glp_mip_status(lp)) {
|
| 962 | 965 |
case GLP_UNDEF: |
| 963 | 966 |
return UNDEFINED; |
| 964 | 967 |
case GLP_NOFEAS: |
| 965 | 968 |
return INFEASIBLE; |
| 966 | 969 |
case GLP_FEAS: |
| 967 | 970 |
return FEASIBLE; |
| 968 | 971 |
case GLP_OPT: |
| 969 | 972 |
return OPTIMAL; |
| 970 | 973 |
default: |
| 971 | 974 |
LEMON_ASSERT(false, "Wrong problem type."); |
| 972 | 975 |
return GlpkMip::ProblemType(); |
| 973 | 976 |
} |
| 974 | 977 |
case GLP_NOFEAS: |
| 975 | 978 |
return INFEASIBLE; |
| 976 | 979 |
case GLP_INFEAS: |
| 977 | 980 |
case GLP_FEAS: |
| 978 | 981 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
|
| 979 | 982 |
return UNBOUNDED; |
| 980 | 983 |
} else {
|
| 981 | 984 |
return UNDEFINED; |
| 982 | 985 |
} |
| 983 | 986 |
default: |
| 984 | 987 |
LEMON_ASSERT(false, "Wrong problem type."); |
| 985 | 988 |
return GlpkMip::ProblemType(); |
| 986 | 989 |
} |
| 987 | 990 |
} |
| 988 | 991 |
|
| 989 | 992 |
GlpkMip::Value GlpkMip::_getSol(int i) const {
|
| 990 | 993 |
return glp_mip_col_val(lp, i); |
| 991 | 994 |
} |
| 992 | 995 |
|
| 993 | 996 |
GlpkMip::Value GlpkMip::_getSolValue() const {
|
| 994 | 997 |
return glp_mip_obj_val(lp); |
| 995 | 998 |
} |
| 996 | 999 |
|
| 997 | 1000 |
GlpkMip* GlpkMip::newSolver() const { return new GlpkMip; }
|
| 998 | 1001 |
GlpkMip* GlpkMip::cloneSolver() const {return new GlpkMip(*this); }
|
| 999 | 1002 |
|
| 1000 | 1003 |
const char* GlpkMip::_solverName() const { return "GlpkMip"; }
|
| 1001 | 1004 |
|
| 1002 | 1005 |
void GlpkMip::messageLevel(MessageLevel m) {
|
| 1003 | 1006 |
_message_level = m; |
| 1004 | 1007 |
} |
| 1005 | 1008 |
|
| 1006 | 1009 |
} //END OF NAMESPACE LEMON |
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