[1] | 1 | /* glpapi11.c (utility routines) */ |
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| 2 | |
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| 3 | /*********************************************************************** |
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| 4 | * This code is part of GLPK (GNU Linear Programming Kit). |
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| 5 | * |
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| 6 | * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, |
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| 7 | * 2009, 2010 Andrew Makhorin, Department for Applied Informatics, |
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| 8 | * Moscow Aviation Institute, Moscow, Russia. All rights reserved. |
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| 9 | * E-mail: <mao@gnu.org>. |
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| 10 | * |
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| 11 | * GLPK is free software: you can redistribute it and/or modify it |
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| 12 | * under the terms of the GNU General Public License as published by |
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| 13 | * the Free Software Foundation, either version 3 of the License, or |
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| 14 | * (at your option) any later version. |
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| 15 | * |
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| 16 | * GLPK is distributed in the hope that it will be useful, but WITHOUT |
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| 17 | * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY |
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| 18 | * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public |
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| 19 | * License for more details. |
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| 20 | * |
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| 21 | * You should have received a copy of the GNU General Public License |
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| 22 | * along with GLPK. If not, see <http://www.gnu.org/licenses/>. |
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| 23 | ***********************************************************************/ |
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| 24 | |
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| 25 | #include "glpapi.h" |
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| 26 | |
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| 27 | int glp_print_sol(glp_prob *P, const char *fname) |
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| 28 | { /* write basic solution in printable format */ |
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| 29 | XFILE *fp; |
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| 30 | GLPROW *row; |
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| 31 | GLPCOL *col; |
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| 32 | int i, j, t, ae_ind, re_ind, ret; |
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| 33 | double ae_max, re_max; |
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| 34 | xprintf("Writing basic solution to `%s'...\n", fname); |
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| 35 | fp = xfopen(fname, "w"); |
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| 36 | if (fp == NULL) |
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| 37 | { xprintf("Unable to create `%s' - %s\n", fname, xerrmsg()); |
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| 38 | ret = 1; |
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| 39 | goto done; |
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| 40 | } |
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| 41 | xfprintf(fp, "%-12s%s\n", "Problem:", |
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| 42 | P->name == NULL ? "" : P->name); |
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| 43 | xfprintf(fp, "%-12s%d\n", "Rows:", P->m); |
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| 44 | xfprintf(fp, "%-12s%d\n", "Columns:", P->n); |
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| 45 | xfprintf(fp, "%-12s%d\n", "Non-zeros:", P->nnz); |
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| 46 | t = glp_get_status(P); |
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| 47 | xfprintf(fp, "%-12s%s\n", "Status:", |
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| 48 | t == GLP_OPT ? "OPTIMAL" : |
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| 49 | t == GLP_FEAS ? "FEASIBLE" : |
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| 50 | t == GLP_INFEAS ? "INFEASIBLE (INTERMEDIATE)" : |
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| 51 | t == GLP_NOFEAS ? "INFEASIBLE (FINAL)" : |
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| 52 | t == GLP_UNBND ? "UNBOUNDED" : |
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| 53 | t == GLP_UNDEF ? "UNDEFINED" : "???"); |
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| 54 | xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:", |
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| 55 | P->obj == NULL ? "" : P->obj, |
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| 56 | P->obj == NULL ? "" : " = ", P->obj_val, |
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| 57 | P->dir == GLP_MIN ? "MINimum" : |
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| 58 | P->dir == GLP_MAX ? "MAXimum" : "???"); |
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| 59 | xfprintf(fp, "\n"); |
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| 60 | xfprintf(fp, " No. Row name St Activity Lower bound " |
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| 61 | " Upper bound Marginal\n"); |
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| 62 | xfprintf(fp, "------ ------------ -- ------------- ------------- " |
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| 63 | "------------- -------------\n"); |
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| 64 | for (i = 1; i <= P->m; i++) |
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| 65 | { row = P->row[i]; |
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| 66 | xfprintf(fp, "%6d ", i); |
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| 67 | if (row->name == NULL || strlen(row->name) <= 12) |
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| 68 | xfprintf(fp, "%-12s ", row->name == NULL ? "" : row->name); |
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| 69 | else |
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| 70 | xfprintf(fp, "%s\n%20s", row->name, ""); |
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| 71 | xfprintf(fp, "%s ", |
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| 72 | row->stat == GLP_BS ? "B " : |
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| 73 | row->stat == GLP_NL ? "NL" : |
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| 74 | row->stat == GLP_NU ? "NU" : |
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| 75 | row->stat == GLP_NF ? "NF" : |
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| 76 | row->stat == GLP_NS ? "NS" : "??"); |
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| 77 | xfprintf(fp, "%13.6g ", |
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| 78 | fabs(row->prim) <= 1e-9 ? 0.0 : row->prim); |
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| 79 | if (row->type == GLP_LO || row->type == GLP_DB || |
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| 80 | row->type == GLP_FX) |
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| 81 | xfprintf(fp, "%13.6g ", row->lb); |
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| 82 | else |
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| 83 | xfprintf(fp, "%13s ", ""); |
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| 84 | if (row->type == GLP_UP || row->type == GLP_DB) |
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| 85 | xfprintf(fp, "%13.6g ", row->ub); |
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| 86 | else |
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| 87 | xfprintf(fp, "%13s ", row->type == GLP_FX ? "=" : ""); |
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| 88 | if (row->stat != GLP_BS) |
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| 89 | { if (fabs(row->dual) <= 1e-9) |
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| 90 | xfprintf(fp, "%13s", "< eps"); |
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| 91 | else |
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| 92 | xfprintf(fp, "%13.6g ", row->dual); |
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| 93 | } |
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| 94 | xfprintf(fp, "\n"); |
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| 95 | } |
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| 96 | xfprintf(fp, "\n"); |
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| 97 | xfprintf(fp, " No. Column name St Activity Lower bound " |
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| 98 | " Upper bound Marginal\n"); |
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| 99 | xfprintf(fp, "------ ------------ -- ------------- ------------- " |
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| 100 | "------------- -------------\n"); |
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| 101 | for (j = 1; j <= P->n; j++) |
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| 102 | { col = P->col[j]; |
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| 103 | xfprintf(fp, "%6d ", j); |
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| 104 | if (col->name == NULL || strlen(col->name) <= 12) |
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| 105 | xfprintf(fp, "%-12s ", col->name == NULL ? "" : col->name); |
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| 106 | else |
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| 107 | xfprintf(fp, "%s\n%20s", col->name, ""); |
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| 108 | xfprintf(fp, "%s ", |
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| 109 | col->stat == GLP_BS ? "B " : |
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| 110 | col->stat == GLP_NL ? "NL" : |
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| 111 | col->stat == GLP_NU ? "NU" : |
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| 112 | col->stat == GLP_NF ? "NF" : |
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| 113 | col->stat == GLP_NS ? "NS" : "??"); |
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| 114 | xfprintf(fp, "%13.6g ", |
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| 115 | fabs(col->prim) <= 1e-9 ? 0.0 : col->prim); |
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| 116 | if (col->type == GLP_LO || col->type == GLP_DB || |
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| 117 | col->type == GLP_FX) |
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| 118 | xfprintf(fp, "%13.6g ", col->lb); |
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| 119 | else |
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| 120 | xfprintf(fp, "%13s ", ""); |
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| 121 | if (col->type == GLP_UP || col->type == GLP_DB) |
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| 122 | xfprintf(fp, "%13.6g ", col->ub); |
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| 123 | else |
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| 124 | xfprintf(fp, "%13s ", col->type == GLP_FX ? "=" : ""); |
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| 125 | if (col->stat != GLP_BS) |
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| 126 | { if (fabs(col->dual) <= 1e-9) |
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| 127 | xfprintf(fp, "%13s", "< eps"); |
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| 128 | else |
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| 129 | xfprintf(fp, "%13.6g ", col->dual); |
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| 130 | } |
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| 131 | xfprintf(fp, "\n"); |
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| 132 | } |
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| 133 | xfprintf(fp, "\n"); |
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| 134 | xfprintf(fp, "Karush-Kuhn-Tucker optimality conditions:\n"); |
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| 135 | xfprintf(fp, "\n"); |
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| 136 | _glp_check_kkt(P, GLP_SOL, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, |
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| 137 | &re_ind); |
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| 138 | xfprintf(fp, "KKT.PE: max.abs.err = %.2e on row %d\n", |
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| 139 | ae_max, ae_ind); |
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| 140 | xfprintf(fp, " max.rel.err = %.2e on row %d\n", |
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| 141 | re_max, re_ind); |
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| 142 | xfprintf(fp, "%8s%s\n", "", |
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| 143 | re_max <= 1e-9 ? "High quality" : |
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| 144 | re_max <= 1e-6 ? "Medium quality" : |
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| 145 | re_max <= 1e-3 ? "Low quality" : "PRIMAL SOLUTION IS WRONG"); |
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| 146 | xfprintf(fp, "\n"); |
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| 147 | _glp_check_kkt(P, GLP_SOL, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, |
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| 148 | &re_ind); |
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| 149 | xfprintf(fp, "KKT.PB: max.abs.err = %.2e on %s %d\n", |
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| 150 | ae_max, ae_ind <= P->m ? "row" : "column", |
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| 151 | ae_ind <= P->m ? ae_ind : ae_ind - P->m); |
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| 152 | xfprintf(fp, " max.rel.err = %.2e on %s %d\n", |
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| 153 | re_max, re_ind <= P->m ? "row" : "column", |
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| 154 | re_ind <= P->m ? re_ind : re_ind - P->m); |
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| 155 | xfprintf(fp, "%8s%s\n", "", |
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| 156 | re_max <= 1e-9 ? "High quality" : |
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| 157 | re_max <= 1e-6 ? "Medium quality" : |
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| 158 | re_max <= 1e-3 ? "Low quality" : "PRIMAL SOLUTION IS INFEASIBL" |
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| 159 | "E"); |
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| 160 | xfprintf(fp, "\n"); |
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| 161 | _glp_check_kkt(P, GLP_SOL, GLP_KKT_DE, &ae_max, &ae_ind, &re_max, |
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| 162 | &re_ind); |
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| 163 | xfprintf(fp, "KKT.DE: max.abs.err = %.2e on column %d\n", |
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| 164 | ae_max, ae_ind == 0 ? 0 : ae_ind - P->m); |
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| 165 | xfprintf(fp, " max.rel.err = %.2e on column %d\n", |
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| 166 | re_max, re_ind == 0 ? 0 : re_ind - P->m); |
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| 167 | xfprintf(fp, "%8s%s\n", "", |
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| 168 | re_max <= 1e-9 ? "High quality" : |
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| 169 | re_max <= 1e-6 ? "Medium quality" : |
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| 170 | re_max <= 1e-3 ? "Low quality" : "DUAL SOLUTION IS WRONG"); |
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| 171 | xfprintf(fp, "\n"); |
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| 172 | _glp_check_kkt(P, GLP_SOL, GLP_KKT_DB, &ae_max, &ae_ind, &re_max, |
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| 173 | &re_ind); |
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| 174 | xfprintf(fp, "KKT.DB: max.abs.err = %.2e on %s %d\n", |
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| 175 | ae_max, ae_ind <= P->m ? "row" : "column", |
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| 176 | ae_ind <= P->m ? ae_ind : ae_ind - P->m); |
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| 177 | xfprintf(fp, " max.rel.err = %.2e on %s %d\n", |
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| 178 | re_max, re_ind <= P->m ? "row" : "column", |
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| 179 | re_ind <= P->m ? re_ind : re_ind - P->m); |
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| 180 | xfprintf(fp, "%8s%s\n", "", |
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| 181 | re_max <= 1e-9 ? "High quality" : |
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| 182 | re_max <= 1e-6 ? "Medium quality" : |
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| 183 | re_max <= 1e-3 ? "Low quality" : "DUAL SOLUTION IS INFEASIBLE") |
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| 184 | ; |
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| 185 | xfprintf(fp, "\n"); |
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| 186 | xfprintf(fp, "End of output\n"); |
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| 187 | xfflush(fp); |
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| 188 | if (xferror(fp)) |
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| 189 | { xprintf("Write error on `%s' - %s\n", fname, xerrmsg()); |
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| 190 | ret = 1; |
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| 191 | goto done; |
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| 192 | } |
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| 193 | ret = 0; |
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| 194 | done: if (fp != NULL) xfclose(fp); |
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| 195 | return ret; |
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| 196 | } |
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| 197 | |
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| 198 | /*********************************************************************** |
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| 199 | * NAME |
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| 200 | * |
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| 201 | * glp_read_sol - read basic solution from text file |
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| 202 | * |
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| 203 | * SYNOPSIS |
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| 204 | * |
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| 205 | * int glp_read_sol(glp_prob *lp, const char *fname); |
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| 206 | * |
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| 207 | * DESCRIPTION |
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| 208 | * |
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| 209 | * The routine glp_read_sol reads basic solution from a text file whose |
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| 210 | * name is specified by the parameter fname into the problem object. |
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| 211 | * |
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| 212 | * For the file format see description of the routine glp_write_sol. |
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| 213 | * |
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| 214 | * RETURNS |
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| 215 | * |
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| 216 | * On success the routine returns zero, otherwise non-zero. */ |
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| 217 | |
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| 218 | int glp_read_sol(glp_prob *lp, const char *fname) |
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| 219 | { glp_data *data; |
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| 220 | jmp_buf jump; |
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| 221 | int i, j, k, ret = 0; |
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| 222 | xprintf("Reading basic solution from `%s'...\n", fname); |
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| 223 | data = glp_sdf_open_file(fname); |
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| 224 | if (data == NULL) |
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| 225 | { ret = 1; |
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| 226 | goto done; |
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| 227 | } |
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| 228 | if (setjmp(jump)) |
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| 229 | { ret = 1; |
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| 230 | goto done; |
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| 231 | } |
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| 232 | glp_sdf_set_jump(data, jump); |
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| 233 | /* number of rows, number of columns */ |
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| 234 | k = glp_sdf_read_int(data); |
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| 235 | if (k != lp->m) |
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| 236 | glp_sdf_error(data, "wrong number of rows\n"); |
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| 237 | k = glp_sdf_read_int(data); |
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| 238 | if (k != lp->n) |
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| 239 | glp_sdf_error(data, "wrong number of columns\n"); |
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| 240 | /* primal status, dual status, objective value */ |
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| 241 | k = glp_sdf_read_int(data); |
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| 242 | if (!(k == GLP_UNDEF || k == GLP_FEAS || k == GLP_INFEAS || |
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| 243 | k == GLP_NOFEAS)) |
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| 244 | glp_sdf_error(data, "invalid primal status\n"); |
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| 245 | lp->pbs_stat = k; |
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| 246 | k = glp_sdf_read_int(data); |
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| 247 | if (!(k == GLP_UNDEF || k == GLP_FEAS || k == GLP_INFEAS || |
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| 248 | k == GLP_NOFEAS)) |
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| 249 | glp_sdf_error(data, "invalid dual status\n"); |
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| 250 | lp->dbs_stat = k; |
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| 251 | lp->obj_val = glp_sdf_read_num(data); |
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| 252 | /* rows (auxiliary variables) */ |
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| 253 | for (i = 1; i <= lp->m; i++) |
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| 254 | { GLPROW *row = lp->row[i]; |
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| 255 | /* status, primal value, dual value */ |
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| 256 | k = glp_sdf_read_int(data); |
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| 257 | if (!(k == GLP_BS || k == GLP_NL || k == GLP_NU || |
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| 258 | k == GLP_NF || k == GLP_NS)) |
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| 259 | glp_sdf_error(data, "invalid row status\n"); |
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| 260 | glp_set_row_stat(lp, i, k); |
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| 261 | row->prim = glp_sdf_read_num(data); |
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| 262 | row->dual = glp_sdf_read_num(data); |
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| 263 | } |
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| 264 | /* columns (structural variables) */ |
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| 265 | for (j = 1; j <= lp->n; j++) |
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| 266 | { GLPCOL *col = lp->col[j]; |
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| 267 | /* status, primal value, dual value */ |
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| 268 | k = glp_sdf_read_int(data); |
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| 269 | if (!(k == GLP_BS || k == GLP_NL || k == GLP_NU || |
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| 270 | k == GLP_NF || k == GLP_NS)) |
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| 271 | glp_sdf_error(data, "invalid column status\n"); |
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| 272 | glp_set_col_stat(lp, j, k); |
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| 273 | col->prim = glp_sdf_read_num(data); |
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| 274 | col->dual = glp_sdf_read_num(data); |
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| 275 | } |
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| 276 | xprintf("%d lines were read\n", glp_sdf_line(data)); |
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| 277 | done: if (ret) lp->pbs_stat = lp->dbs_stat = GLP_UNDEF; |
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| 278 | if (data != NULL) glp_sdf_close_file(data); |
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| 279 | return ret; |
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| 280 | } |
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| 281 | |
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| 282 | /*********************************************************************** |
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| 283 | * NAME |
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| 284 | * |
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| 285 | * glp_write_sol - write basic solution to text file |
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| 286 | * |
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| 287 | * SYNOPSIS |
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| 288 | * |
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| 289 | * int glp_write_sol(glp_prob *lp, const char *fname); |
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| 290 | * |
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| 291 | * DESCRIPTION |
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| 292 | * |
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| 293 | * The routine glp_write_sol writes the current basic solution to a |
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| 294 | * text file whose name is specified by the parameter fname. This file |
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| 295 | * can be read back with the routine glp_read_sol. |
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| 296 | * |
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| 297 | * RETURNS |
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| 298 | * |
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| 299 | * On success the routine returns zero, otherwise non-zero. |
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| 300 | * |
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| 301 | * FILE FORMAT |
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| 302 | * |
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| 303 | * The file created by the routine glp_write_sol is a plain text file, |
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| 304 | * which contains the following information: |
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| 305 | * |
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| 306 | * m n |
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| 307 | * p_stat d_stat obj_val |
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| 308 | * r_stat[1] r_prim[1] r_dual[1] |
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| 309 | * . . . |
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| 310 | * r_stat[m] r_prim[m] r_dual[m] |
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| 311 | * c_stat[1] c_prim[1] c_dual[1] |
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| 312 | * . . . |
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| 313 | * c_stat[n] c_prim[n] c_dual[n] |
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| 314 | * |
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| 315 | * where: |
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| 316 | * m is the number of rows (auxiliary variables); |
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| 317 | * n is the number of columns (structural variables); |
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| 318 | * p_stat is the primal status of the basic solution (GLP_UNDEF = 1, |
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| 319 | * GLP_FEAS = 2, GLP_INFEAS = 3, or GLP_NOFEAS = 4); |
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| 320 | * d_stat is the dual status of the basic solution (GLP_UNDEF = 1, |
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| 321 | * GLP_FEAS = 2, GLP_INFEAS = 3, or GLP_NOFEAS = 4); |
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| 322 | * obj_val is the objective value; |
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| 323 | * r_stat[i], i = 1,...,m, is the status of i-th row (GLP_BS = 1, |
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| 324 | * GLP_NL = 2, GLP_NU = 3, GLP_NF = 4, or GLP_NS = 5); |
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| 325 | * r_prim[i], i = 1,...,m, is the primal value of i-th row; |
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| 326 | * r_dual[i], i = 1,...,m, is the dual value of i-th row; |
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| 327 | * c_stat[j], j = 1,...,n, is the status of j-th column (GLP_BS = 1, |
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| 328 | * GLP_NL = 2, GLP_NU = 3, GLP_NF = 4, or GLP_NS = 5); |
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| 329 | * c_prim[j], j = 1,...,n, is the primal value of j-th column; |
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| 330 | * c_dual[j], j = 1,...,n, is the dual value of j-th column. */ |
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| 331 | |
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| 332 | int glp_write_sol(glp_prob *lp, const char *fname) |
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| 333 | { XFILE *fp; |
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| 334 | int i, j, ret = 0; |
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| 335 | xprintf("Writing basic solution to `%s'...\n", fname); |
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| 336 | fp = xfopen(fname, "w"); |
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| 337 | if (fp == NULL) |
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| 338 | { xprintf("Unable to create `%s' - %s\n", fname, xerrmsg()); |
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| 339 | ret = 1; |
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| 340 | goto done; |
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| 341 | } |
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| 342 | /* number of rows, number of columns */ |
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| 343 | xfprintf(fp, "%d %d\n", lp->m, lp->n); |
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| 344 | /* primal status, dual status, objective value */ |
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| 345 | xfprintf(fp, "%d %d %.*g\n", lp->pbs_stat, lp->dbs_stat, DBL_DIG, |
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| 346 | lp->obj_val); |
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| 347 | /* rows (auxiliary variables) */ |
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| 348 | for (i = 1; i <= lp->m; i++) |
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| 349 | { GLPROW *row = lp->row[i]; |
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| 350 | /* status, primal value, dual value */ |
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| 351 | xfprintf(fp, "%d %.*g %.*g\n", row->stat, DBL_DIG, row->prim, |
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| 352 | DBL_DIG, row->dual); |
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| 353 | } |
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| 354 | /* columns (structural variables) */ |
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| 355 | for (j = 1; j <= lp->n; j++) |
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| 356 | { GLPCOL *col = lp->col[j]; |
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| 357 | /* status, primal value, dual value */ |
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| 358 | xfprintf(fp, "%d %.*g %.*g\n", col->stat, DBL_DIG, col->prim, |
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| 359 | DBL_DIG, col->dual); |
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| 360 | } |
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| 361 | xfflush(fp); |
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| 362 | if (xferror(fp)) |
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| 363 | { xprintf("Write error on `%s' - %s\n", fname, xerrmsg()); |
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| 364 | ret = 1; |
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| 365 | goto done; |
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| 366 | } |
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| 367 | xprintf("%d lines were written\n", 2 + lp->m + lp->n); |
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| 368 | done: if (fp != NULL) xfclose(fp); |
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| 369 | return ret; |
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| 370 | } |
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| 371 | |
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| 372 | /**********************************************************************/ |
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| 373 | |
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| 374 | static char *format(char buf[13+1], double x) |
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| 375 | { /* format floating-point number in MPS/360-like style */ |
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| 376 | if (x == -DBL_MAX) |
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| 377 | strcpy(buf, " -Inf"); |
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| 378 | else if (x == +DBL_MAX) |
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| 379 | strcpy(buf, " +Inf"); |
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| 380 | else if (fabs(x) <= 999999.99998) |
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| 381 | { sprintf(buf, "%13.5f", x); |
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| 382 | #if 1 |
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| 383 | if (strcmp(buf, " 0.00000") == 0 || |
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| 384 | strcmp(buf, " -0.00000") == 0) |
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| 385 | strcpy(buf, " . "); |
---|
| 386 | else if (memcmp(buf, " 0.", 8) == 0) |
---|
| 387 | memcpy(buf, " .", 8); |
---|
| 388 | else if (memcmp(buf, " -0.", 8) == 0) |
---|
| 389 | memcpy(buf, " -.", 8); |
---|
| 390 | #endif |
---|
| 391 | } |
---|
| 392 | else |
---|
| 393 | sprintf(buf, "%13.6g", x); |
---|
| 394 | return buf; |
---|
| 395 | } |
---|
| 396 | |
---|
| 397 | int glp_print_ranges(glp_prob *P, int len, const int list[], |
---|
| 398 | int flags, const char *fname) |
---|
| 399 | { /* print sensitivity analysis report */ |
---|
| 400 | XFILE *fp = NULL; |
---|
| 401 | GLPROW *row; |
---|
| 402 | GLPCOL *col; |
---|
| 403 | int m, n, pass, k, t, numb, type, stat, var1, var2, count, page, |
---|
| 404 | ret; |
---|
| 405 | double lb, ub, slack, coef, prim, dual, value1, value2, coef1, |
---|
| 406 | coef2, obj1, obj2; |
---|
| 407 | const char *name, *limit; |
---|
| 408 | char buf[13+1]; |
---|
| 409 | /* sanity checks */ |
---|
| 410 | if (P == NULL || P->magic != GLP_PROB_MAGIC) |
---|
| 411 | xerror("glp_print_ranges: P = %p; invalid problem object\n", |
---|
| 412 | P); |
---|
| 413 | m = P->m, n = P->n; |
---|
| 414 | if (len < 0) |
---|
| 415 | xerror("glp_print_ranges: len = %d; invalid list length\n", |
---|
| 416 | len); |
---|
| 417 | if (len > 0) |
---|
| 418 | { if (list == NULL) |
---|
| 419 | xerror("glp_print_ranges: list = %p: invalid parameter\n", |
---|
| 420 | list); |
---|
| 421 | for (t = 1; t <= len; t++) |
---|
| 422 | { k = list[t]; |
---|
| 423 | if (!(1 <= k && k <= m+n)) |
---|
| 424 | xerror("glp_print_ranges: list[%d] = %d; row/column numb" |
---|
| 425 | "er out of range\n", t, k); |
---|
| 426 | } |
---|
| 427 | } |
---|
| 428 | if (flags != 0) |
---|
| 429 | xerror("glp_print_ranges: flags = %d; invalid parameter\n", |
---|
| 430 | flags); |
---|
| 431 | if (fname == NULL) |
---|
| 432 | xerror("glp_print_ranges: fname = %p; invalid parameter\n", |
---|
| 433 | fname); |
---|
| 434 | if (glp_get_status(P) != GLP_OPT) |
---|
| 435 | { xprintf("glp_print_ranges: optimal basic solution required\n"); |
---|
| 436 | ret = 1; |
---|
| 437 | goto done; |
---|
| 438 | } |
---|
| 439 | if (!glp_bf_exists(P)) |
---|
| 440 | { xprintf("glp_print_ranges: basis factorization required\n"); |
---|
| 441 | ret = 2; |
---|
| 442 | goto done; |
---|
| 443 | } |
---|
| 444 | /* start reporting */ |
---|
| 445 | xprintf("Write sensitivity analysis report to `%s'...\n", fname); |
---|
| 446 | fp = xfopen(fname, "w"); |
---|
| 447 | if (fp == NULL) |
---|
| 448 | { xprintf("Unable to create `%s' - %s\n", fname, xerrmsg()); |
---|
| 449 | ret = 3; |
---|
| 450 | goto done; |
---|
| 451 | } |
---|
| 452 | page = count = 0; |
---|
| 453 | for (pass = 1; pass <= 2; pass++) |
---|
| 454 | for (t = 1; t <= (len == 0 ? m+n : len); t++) |
---|
| 455 | { if (t == 1) count = 0; |
---|
| 456 | k = (len == 0 ? t : list[t]); |
---|
| 457 | if (pass == 1 && k > m || pass == 2 && k <= m) |
---|
| 458 | continue; |
---|
| 459 | if (count == 0) |
---|
| 460 | { xfprintf(fp, "GLPK %-4s - SENSITIVITY ANALYSIS REPORT%73sPa" |
---|
| 461 | "ge%4d\n", glp_version(), "", ++page); |
---|
| 462 | xfprintf(fp, "\n"); |
---|
| 463 | xfprintf(fp, "%-12s%s\n", "Problem:", |
---|
| 464 | P->name == NULL ? "" : P->name); |
---|
| 465 | xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:", |
---|
| 466 | P->obj == NULL ? "" : P->obj, |
---|
| 467 | P->obj == NULL ? "" : " = ", P->obj_val, |
---|
| 468 | P->dir == GLP_MIN ? "MINimum" : |
---|
| 469 | P->dir == GLP_MAX ? "MAXimum" : "???"); |
---|
| 470 | xfprintf(fp, "\n"); |
---|
| 471 | xfprintf(fp, "%6s %-12s %2s %13s %13s %13s %13s %13s %13s " |
---|
| 472 | "%s\n", "No.", pass == 1 ? "Row name" : "Column name", |
---|
| 473 | "St", "Activity", pass == 1 ? "Slack" : "Obj coef", |
---|
| 474 | "Lower bound", "Activity", "Obj coef", "Obj value at", |
---|
| 475 | "Limiting"); |
---|
| 476 | xfprintf(fp, "%6s %-12s %2s %13s %13s %13s %13s %13s %13s " |
---|
| 477 | "%s\n", "", "", "", "", "Marginal", "Upper bound", |
---|
| 478 | "range", "range", "break point", "variable"); |
---|
| 479 | xfprintf(fp, "------ ------------ -- ------------- --------" |
---|
| 480 | "----- ------------- ------------- ------------- ------" |
---|
| 481 | "------- ------------\n"); |
---|
| 482 | } |
---|
| 483 | if (pass == 1) |
---|
| 484 | { numb = k; |
---|
| 485 | xassert(1 <= numb && numb <= m); |
---|
| 486 | row = P->row[numb]; |
---|
| 487 | name = row->name; |
---|
| 488 | type = row->type; |
---|
| 489 | lb = glp_get_row_lb(P, numb); |
---|
| 490 | ub = glp_get_row_ub(P, numb); |
---|
| 491 | coef = 0.0; |
---|
| 492 | stat = row->stat; |
---|
| 493 | prim = row->prim; |
---|
| 494 | if (type == GLP_FR) |
---|
| 495 | slack = - prim; |
---|
| 496 | else if (type == GLP_LO) |
---|
| 497 | slack = lb - prim; |
---|
| 498 | else if (type == GLP_UP || type == GLP_DB || type == GLP_FX) |
---|
| 499 | slack = ub - prim; |
---|
| 500 | dual = row->dual; |
---|
| 501 | } |
---|
| 502 | else |
---|
| 503 | { numb = k - m; |
---|
| 504 | xassert(1 <= numb && numb <= n); |
---|
| 505 | col = P->col[numb]; |
---|
| 506 | name = col->name; |
---|
| 507 | lb = glp_get_col_lb(P, numb); |
---|
| 508 | ub = glp_get_col_ub(P, numb); |
---|
| 509 | coef = col->coef; |
---|
| 510 | stat = col->stat; |
---|
| 511 | prim = col->prim; |
---|
| 512 | slack = 0.0; |
---|
| 513 | dual = col->dual; |
---|
| 514 | } |
---|
| 515 | if (stat != GLP_BS) |
---|
| 516 | { glp_analyze_bound(P, k, &value1, &var1, &value2, &var2); |
---|
| 517 | if (stat == GLP_NF) |
---|
| 518 | coef1 = coef2 = coef; |
---|
| 519 | else if (stat == GLP_NS) |
---|
| 520 | coef1 = -DBL_MAX, coef2 = +DBL_MAX; |
---|
| 521 | else if (stat == GLP_NL && P->dir == GLP_MIN || |
---|
| 522 | stat == GLP_NU && P->dir == GLP_MAX) |
---|
| 523 | coef1 = coef - dual, coef2 = +DBL_MAX; |
---|
| 524 | else |
---|
| 525 | coef1 = -DBL_MAX, coef2 = coef - dual; |
---|
| 526 | if (value1 == -DBL_MAX) |
---|
| 527 | { if (dual < -1e-9) |
---|
| 528 | obj1 = +DBL_MAX; |
---|
| 529 | else if (dual > +1e-9) |
---|
| 530 | obj1 = -DBL_MAX; |
---|
| 531 | else |
---|
| 532 | obj1 = P->obj_val; |
---|
| 533 | } |
---|
| 534 | else |
---|
| 535 | obj1 = P->obj_val + dual * (value1 - prim); |
---|
| 536 | if (value2 == +DBL_MAX) |
---|
| 537 | { if (dual < -1e-9) |
---|
| 538 | obj2 = -DBL_MAX; |
---|
| 539 | else if (dual > +1e-9) |
---|
| 540 | obj2 = +DBL_MAX; |
---|
| 541 | else |
---|
| 542 | obj2 = P->obj_val; |
---|
| 543 | } |
---|
| 544 | else |
---|
| 545 | obj2 = P->obj_val + dual * (value2 - prim); |
---|
| 546 | } |
---|
| 547 | else |
---|
| 548 | { glp_analyze_coef(P, k, &coef1, &var1, &value1, &coef2, |
---|
| 549 | &var2, &value2); |
---|
| 550 | if (coef1 == -DBL_MAX) |
---|
| 551 | { if (prim < -1e-9) |
---|
| 552 | obj1 = +DBL_MAX; |
---|
| 553 | else if (prim > +1e-9) |
---|
| 554 | obj1 = -DBL_MAX; |
---|
| 555 | else |
---|
| 556 | obj1 = P->obj_val; |
---|
| 557 | } |
---|
| 558 | else |
---|
| 559 | obj1 = P->obj_val + (coef1 - coef) * prim; |
---|
| 560 | if (coef2 == +DBL_MAX) |
---|
| 561 | { if (prim < -1e-9) |
---|
| 562 | obj2 = -DBL_MAX; |
---|
| 563 | else if (prim > +1e-9) |
---|
| 564 | obj2 = +DBL_MAX; |
---|
| 565 | else |
---|
| 566 | obj2 = P->obj_val; |
---|
| 567 | } |
---|
| 568 | else |
---|
| 569 | obj2 = P->obj_val + (coef2 - coef) * prim; |
---|
| 570 | } |
---|
| 571 | /*** first line ***/ |
---|
| 572 | /* row/column number */ |
---|
| 573 | xfprintf(fp, "%6d", numb); |
---|
| 574 | /* row/column name */ |
---|
| 575 | xfprintf(fp, " %-12.12s", name == NULL ? "" : name); |
---|
| 576 | if (name != NULL && strlen(name) > 12) |
---|
| 577 | xfprintf(fp, "%s\n%6s %12s", name+12, "", ""); |
---|
| 578 | /* row/column status */ |
---|
| 579 | xfprintf(fp, " %2s", |
---|
| 580 | stat == GLP_BS ? "BS" : stat == GLP_NL ? "NL" : |
---|
| 581 | stat == GLP_NU ? "NU" : stat == GLP_NF ? "NF" : |
---|
| 582 | stat == GLP_NS ? "NS" : "??"); |
---|
| 583 | /* row/column activity */ |
---|
| 584 | xfprintf(fp, " %s", format(buf, prim)); |
---|
| 585 | /* row slack, column objective coefficient */ |
---|
| 586 | xfprintf(fp, " %s", format(buf, k <= m ? slack : coef)); |
---|
| 587 | /* row/column lower bound */ |
---|
| 588 | xfprintf(fp, " %s", format(buf, lb)); |
---|
| 589 | /* row/column activity range */ |
---|
| 590 | xfprintf(fp, " %s", format(buf, value1)); |
---|
| 591 | /* row/column objective coefficient range */ |
---|
| 592 | xfprintf(fp, " %s", format(buf, coef1)); |
---|
| 593 | /* objective value at break point */ |
---|
| 594 | xfprintf(fp, " %s", format(buf, obj1)); |
---|
| 595 | /* limiting variable name */ |
---|
| 596 | if (var1 != 0) |
---|
| 597 | { if (var1 <= m) |
---|
| 598 | limit = glp_get_row_name(P, var1); |
---|
| 599 | else |
---|
| 600 | limit = glp_get_col_name(P, var1 - m); |
---|
| 601 | if (limit != NULL) |
---|
| 602 | xfprintf(fp, " %s", limit); |
---|
| 603 | } |
---|
| 604 | xfprintf(fp, "\n"); |
---|
| 605 | /*** second line ***/ |
---|
| 606 | xfprintf(fp, "%6s %-12s %2s %13s", "", "", "", ""); |
---|
| 607 | /* row/column reduced cost */ |
---|
| 608 | xfprintf(fp, " %s", format(buf, dual)); |
---|
| 609 | /* row/column upper bound */ |
---|
| 610 | xfprintf(fp, " %s", format(buf, ub)); |
---|
| 611 | /* row/column activity range */ |
---|
| 612 | xfprintf(fp, " %s", format(buf, value2)); |
---|
| 613 | /* row/column objective coefficient range */ |
---|
| 614 | xfprintf(fp, " %s", format(buf, coef2)); |
---|
| 615 | /* objective value at break point */ |
---|
| 616 | xfprintf(fp, " %s", format(buf, obj2)); |
---|
| 617 | /* limiting variable name */ |
---|
| 618 | if (var2 != 0) |
---|
| 619 | { if (var2 <= m) |
---|
| 620 | limit = glp_get_row_name(P, var2); |
---|
| 621 | else |
---|
| 622 | limit = glp_get_col_name(P, var2 - m); |
---|
| 623 | if (limit != NULL) |
---|
| 624 | xfprintf(fp, " %s", limit); |
---|
| 625 | } |
---|
| 626 | xfprintf(fp, "\n"); |
---|
| 627 | xfprintf(fp, "\n"); |
---|
| 628 | /* print 10 items per page */ |
---|
| 629 | count = (count + 1) % 10; |
---|
| 630 | } |
---|
| 631 | xfprintf(fp, "End of report\n"); |
---|
| 632 | xfflush(fp); |
---|
| 633 | if (xferror(fp)) |
---|
| 634 | { xprintf("Write error on `%s' - %s\n", fname, xerrmsg()); |
---|
| 635 | ret = 4; |
---|
| 636 | goto done; |
---|
| 637 | } |
---|
| 638 | ret = 0; |
---|
| 639 | done: if (fp != NULL) xfclose(fp); |
---|
| 640 | return ret; |
---|
| 641 | } |
---|
| 642 | |
---|
| 643 | /**********************************************************************/ |
---|
| 644 | |
---|
| 645 | int glp_print_ipt(glp_prob *P, const char *fname) |
---|
| 646 | { /* write interior-point solution in printable format */ |
---|
| 647 | XFILE *fp; |
---|
| 648 | GLPROW *row; |
---|
| 649 | GLPCOL *col; |
---|
| 650 | int i, j, t, ae_ind, re_ind, ret; |
---|
| 651 | double ae_max, re_max; |
---|
| 652 | xprintf("Writing interior-point solution to `%s'...\n", fname); |
---|
| 653 | fp = xfopen(fname, "w"); |
---|
| 654 | if (fp == NULL) |
---|
| 655 | { xprintf("Unable to create `%s' - %s\n", fname, xerrmsg()); |
---|
| 656 | ret = 1; |
---|
| 657 | goto done; |
---|
| 658 | } |
---|
| 659 | xfprintf(fp, "%-12s%s\n", "Problem:", |
---|
| 660 | P->name == NULL ? "" : P->name); |
---|
| 661 | xfprintf(fp, "%-12s%d\n", "Rows:", P->m); |
---|
| 662 | xfprintf(fp, "%-12s%d\n", "Columns:", P->n); |
---|
| 663 | xfprintf(fp, "%-12s%d\n", "Non-zeros:", P->nnz); |
---|
| 664 | t = glp_ipt_status(P); |
---|
| 665 | xfprintf(fp, "%-12s%s\n", "Status:", |
---|
| 666 | t == GLP_OPT ? "OPTIMAL" : |
---|
| 667 | t == GLP_UNDEF ? "UNDEFINED" : |
---|
| 668 | t == GLP_INFEAS ? "INFEASIBLE (INTERMEDIATE)" : |
---|
| 669 | t == GLP_NOFEAS ? "INFEASIBLE (FINAL)" : "???"); |
---|
| 670 | xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:", |
---|
| 671 | P->obj == NULL ? "" : P->obj, |
---|
| 672 | P->obj == NULL ? "" : " = ", P->ipt_obj, |
---|
| 673 | P->dir == GLP_MIN ? "MINimum" : |
---|
| 674 | P->dir == GLP_MAX ? "MAXimum" : "???"); |
---|
| 675 | xfprintf(fp, "\n"); |
---|
| 676 | xfprintf(fp, " No. Row name Activity Lower bound " |
---|
| 677 | " Upper bound Marginal\n"); |
---|
| 678 | xfprintf(fp, "------ ------------ ------------- ------------- " |
---|
| 679 | "------------- -------------\n"); |
---|
| 680 | for (i = 1; i <= P->m; i++) |
---|
| 681 | { row = P->row[i]; |
---|
| 682 | xfprintf(fp, "%6d ", i); |
---|
| 683 | if (row->name == NULL || strlen(row->name) <= 12) |
---|
| 684 | xfprintf(fp, "%-12s ", row->name == NULL ? "" : row->name); |
---|
| 685 | else |
---|
| 686 | xfprintf(fp, "%s\n%20s", row->name, ""); |
---|
| 687 | xfprintf(fp, "%3s", ""); |
---|
| 688 | xfprintf(fp, "%13.6g ", |
---|
| 689 | fabs(row->pval) <= 1e-9 ? 0.0 : row->pval); |
---|
| 690 | if (row->type == GLP_LO || row->type == GLP_DB || |
---|
| 691 | row->type == GLP_FX) |
---|
| 692 | xfprintf(fp, "%13.6g ", row->lb); |
---|
| 693 | else |
---|
| 694 | xfprintf(fp, "%13s ", ""); |
---|
| 695 | if (row->type == GLP_UP || row->type == GLP_DB) |
---|
| 696 | xfprintf(fp, "%13.6g ", row->ub); |
---|
| 697 | else |
---|
| 698 | xfprintf(fp, "%13s ", row->type == GLP_FX ? "=" : ""); |
---|
| 699 | if (fabs(row->dval) <= 1e-9) |
---|
| 700 | xfprintf(fp, "%13s", "< eps"); |
---|
| 701 | else |
---|
| 702 | xfprintf(fp, "%13.6g ", row->dval); |
---|
| 703 | xfprintf(fp, "\n"); |
---|
| 704 | } |
---|
| 705 | xfprintf(fp, "\n"); |
---|
| 706 | xfprintf(fp, " No. Column name Activity Lower bound " |
---|
| 707 | " Upper bound Marginal\n"); |
---|
| 708 | xfprintf(fp, "------ ------------ ------------- ------------- " |
---|
| 709 | "------------- -------------\n"); |
---|
| 710 | for (j = 1; j <= P->n; j++) |
---|
| 711 | { col = P->col[j]; |
---|
| 712 | xfprintf(fp, "%6d ", j); |
---|
| 713 | if (col->name == NULL || strlen(col->name) <= 12) |
---|
| 714 | xfprintf(fp, "%-12s ", col->name == NULL ? "" : col->name); |
---|
| 715 | else |
---|
| 716 | xfprintf(fp, "%s\n%20s", col->name, ""); |
---|
| 717 | xfprintf(fp, "%3s", ""); |
---|
| 718 | xfprintf(fp, "%13.6g ", |
---|
| 719 | fabs(col->pval) <= 1e-9 ? 0.0 : col->pval); |
---|
| 720 | if (col->type == GLP_LO || col->type == GLP_DB || |
---|
| 721 | col->type == GLP_FX) |
---|
| 722 | xfprintf(fp, "%13.6g ", col->lb); |
---|
| 723 | else |
---|
| 724 | xfprintf(fp, "%13s ", ""); |
---|
| 725 | if (col->type == GLP_UP || col->type == GLP_DB) |
---|
| 726 | xfprintf(fp, "%13.6g ", col->ub); |
---|
| 727 | else |
---|
| 728 | xfprintf(fp, "%13s ", col->type == GLP_FX ? "=" : ""); |
---|
| 729 | if (fabs(col->dval) <= 1e-9) |
---|
| 730 | xfprintf(fp, "%13s", "< eps"); |
---|
| 731 | else |
---|
| 732 | xfprintf(fp, "%13.6g ", col->dval); |
---|
| 733 | xfprintf(fp, "\n"); |
---|
| 734 | } |
---|
| 735 | xfprintf(fp, "\n"); |
---|
| 736 | xfprintf(fp, "Karush-Kuhn-Tucker optimality conditions:\n"); |
---|
| 737 | xfprintf(fp, "\n"); |
---|
| 738 | _glp_check_kkt(P, GLP_IPT, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, |
---|
| 739 | &re_ind); |
---|
| 740 | xfprintf(fp, "KKT.PE: max.abs.err = %.2e on row %d\n", |
---|
| 741 | ae_max, ae_ind); |
---|
| 742 | xfprintf(fp, " max.rel.err = %.2e on row %d\n", |
---|
| 743 | re_max, re_ind); |
---|
| 744 | xfprintf(fp, "%8s%s\n", "", |
---|
| 745 | re_max <= 1e-9 ? "High quality" : |
---|
| 746 | re_max <= 1e-6 ? "Medium quality" : |
---|
| 747 | re_max <= 1e-3 ? "Low quality" : "PRIMAL SOLUTION IS WRONG"); |
---|
| 748 | xfprintf(fp, "\n"); |
---|
| 749 | _glp_check_kkt(P, GLP_IPT, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, |
---|
| 750 | &re_ind); |
---|
| 751 | xfprintf(fp, "KKT.PB: max.abs.err = %.2e on %s %d\n", |
---|
| 752 | ae_max, ae_ind <= P->m ? "row" : "column", |
---|
| 753 | ae_ind <= P->m ? ae_ind : ae_ind - P->m); |
---|
| 754 | xfprintf(fp, " max.rel.err = %.2e on %s %d\n", |
---|
| 755 | re_max, re_ind <= P->m ? "row" : "column", |
---|
| 756 | re_ind <= P->m ? re_ind : re_ind - P->m); |
---|
| 757 | xfprintf(fp, "%8s%s\n", "", |
---|
| 758 | re_max <= 1e-9 ? "High quality" : |
---|
| 759 | re_max <= 1e-6 ? "Medium quality" : |
---|
| 760 | re_max <= 1e-3 ? "Low quality" : "PRIMAL SOLUTION IS INFEASIBL" |
---|
| 761 | "E"); |
---|
| 762 | xfprintf(fp, "\n"); |
---|
| 763 | _glp_check_kkt(P, GLP_IPT, GLP_KKT_DE, &ae_max, &ae_ind, &re_max, |
---|
| 764 | &re_ind); |
---|
| 765 | xfprintf(fp, "KKT.DE: max.abs.err = %.2e on column %d\n", |
---|
| 766 | ae_max, ae_ind == 0 ? 0 : ae_ind - P->m); |
---|
| 767 | xfprintf(fp, " max.rel.err = %.2e on column %d\n", |
---|
| 768 | re_max, re_ind == 0 ? 0 : re_ind - P->m); |
---|
| 769 | xfprintf(fp, "%8s%s\n", "", |
---|
| 770 | re_max <= 1e-9 ? "High quality" : |
---|
| 771 | re_max <= 1e-6 ? "Medium quality" : |
---|
| 772 | re_max <= 1e-3 ? "Low quality" : "DUAL SOLUTION IS WRONG"); |
---|
| 773 | xfprintf(fp, "\n"); |
---|
| 774 | _glp_check_kkt(P, GLP_IPT, GLP_KKT_DB, &ae_max, &ae_ind, &re_max, |
---|
| 775 | &re_ind); |
---|
| 776 | xfprintf(fp, "KKT.DB: max.abs.err = %.2e on %s %d\n", |
---|
| 777 | ae_max, ae_ind <= P->m ? "row" : "column", |
---|
| 778 | ae_ind <= P->m ? ae_ind : ae_ind - P->m); |
---|
| 779 | xfprintf(fp, " max.rel.err = %.2e on %s %d\n", |
---|
| 780 | re_max, re_ind <= P->m ? "row" : "column", |
---|
| 781 | re_ind <= P->m ? re_ind : re_ind - P->m); |
---|
| 782 | xfprintf(fp, "%8s%s\n", "", |
---|
| 783 | re_max <= 1e-9 ? "High quality" : |
---|
| 784 | re_max <= 1e-6 ? "Medium quality" : |
---|
| 785 | re_max <= 1e-3 ? "Low quality" : "DUAL SOLUTION IS INFEASIBLE") |
---|
| 786 | ; |
---|
| 787 | xfprintf(fp, "\n"); |
---|
| 788 | xfprintf(fp, "End of output\n"); |
---|
| 789 | xfflush(fp); |
---|
| 790 | if (xferror(fp)) |
---|
| 791 | { xprintf("Write error on `%s' - %s\n", fname, xerrmsg()); |
---|
| 792 | ret = 1; |
---|
| 793 | goto done; |
---|
| 794 | } |
---|
| 795 | ret = 0; |
---|
| 796 | done: if (fp != NULL) xfclose(fp); |
---|
| 797 | return ret; |
---|
| 798 | } |
---|
| 799 | |
---|
| 800 | /*********************************************************************** |
---|
| 801 | * NAME |
---|
| 802 | * |
---|
| 803 | * glp_read_ipt - read interior-point solution from text file |
---|
| 804 | * |
---|
| 805 | * SYNOPSIS |
---|
| 806 | * |
---|
| 807 | * int glp_read_ipt(glp_prob *lp, const char *fname); |
---|
| 808 | * |
---|
| 809 | * DESCRIPTION |
---|
| 810 | * |
---|
| 811 | * The routine glp_read_ipt reads interior-point solution from a text |
---|
| 812 | * file whose name is specified by the parameter fname into the problem |
---|
| 813 | * object. |
---|
| 814 | * |
---|
| 815 | * For the file format see description of the routine glp_write_ipt. |
---|
| 816 | * |
---|
| 817 | * RETURNS |
---|
| 818 | * |
---|
| 819 | * On success the routine returns zero, otherwise non-zero. */ |
---|
| 820 | |
---|
| 821 | int glp_read_ipt(glp_prob *lp, const char *fname) |
---|
| 822 | { glp_data *data; |
---|
| 823 | jmp_buf jump; |
---|
| 824 | int i, j, k, ret = 0; |
---|
| 825 | xprintf("Reading interior-point solution from `%s'...\n", fname); |
---|
| 826 | data = glp_sdf_open_file(fname); |
---|
| 827 | if (data == NULL) |
---|
| 828 | { ret = 1; |
---|
| 829 | goto done; |
---|
| 830 | } |
---|
| 831 | if (setjmp(jump)) |
---|
| 832 | { ret = 1; |
---|
| 833 | goto done; |
---|
| 834 | } |
---|
| 835 | glp_sdf_set_jump(data, jump); |
---|
| 836 | /* number of rows, number of columns */ |
---|
| 837 | k = glp_sdf_read_int(data); |
---|
| 838 | if (k != lp->m) |
---|
| 839 | glp_sdf_error(data, "wrong number of rows\n"); |
---|
| 840 | k = glp_sdf_read_int(data); |
---|
| 841 | if (k != lp->n) |
---|
| 842 | glp_sdf_error(data, "wrong number of columns\n"); |
---|
| 843 | /* solution status, objective value */ |
---|
| 844 | k = glp_sdf_read_int(data); |
---|
| 845 | if (!(k == GLP_UNDEF || k == GLP_OPT)) |
---|
| 846 | glp_sdf_error(data, "invalid solution status\n"); |
---|
| 847 | lp->ipt_stat = k; |
---|
| 848 | lp->ipt_obj = glp_sdf_read_num(data); |
---|
| 849 | /* rows (auxiliary variables) */ |
---|
| 850 | for (i = 1; i <= lp->m; i++) |
---|
| 851 | { GLPROW *row = lp->row[i]; |
---|
| 852 | /* primal value, dual value */ |
---|
| 853 | row->pval = glp_sdf_read_num(data); |
---|
| 854 | row->dval = glp_sdf_read_num(data); |
---|
| 855 | } |
---|
| 856 | /* columns (structural variables) */ |
---|
| 857 | for (j = 1; j <= lp->n; j++) |
---|
| 858 | { GLPCOL *col = lp->col[j]; |
---|
| 859 | /* primal value, dual value */ |
---|
| 860 | col->pval = glp_sdf_read_num(data); |
---|
| 861 | col->dval = glp_sdf_read_num(data); |
---|
| 862 | } |
---|
| 863 | xprintf("%d lines were read\n", glp_sdf_line(data)); |
---|
| 864 | done: if (ret) lp->ipt_stat = GLP_UNDEF; |
---|
| 865 | if (data != NULL) glp_sdf_close_file(data); |
---|
| 866 | return ret; |
---|
| 867 | } |
---|
| 868 | |
---|
| 869 | /*********************************************************************** |
---|
| 870 | * NAME |
---|
| 871 | * |
---|
| 872 | * glp_write_ipt - write interior-point solution to text file |
---|
| 873 | * |
---|
| 874 | * SYNOPSIS |
---|
| 875 | * |
---|
| 876 | * int glp_write_ipt(glp_prob *lp, const char *fname); |
---|
| 877 | * |
---|
| 878 | * DESCRIPTION |
---|
| 879 | * |
---|
| 880 | * The routine glp_write_ipt writes the current interior-point solution |
---|
| 881 | * to a text file whose name is specified by the parameter fname. This |
---|
| 882 | * file can be read back with the routine glp_read_ipt. |
---|
| 883 | * |
---|
| 884 | * RETURNS |
---|
| 885 | * |
---|
| 886 | * On success the routine returns zero, otherwise non-zero. |
---|
| 887 | * |
---|
| 888 | * FILE FORMAT |
---|
| 889 | * |
---|
| 890 | * The file created by the routine glp_write_ipt is a plain text file, |
---|
| 891 | * which contains the following information: |
---|
| 892 | * |
---|
| 893 | * m n |
---|
| 894 | * stat obj_val |
---|
| 895 | * r_prim[1] r_dual[1] |
---|
| 896 | * . . . |
---|
| 897 | * r_prim[m] r_dual[m] |
---|
| 898 | * c_prim[1] c_dual[1] |
---|
| 899 | * . . . |
---|
| 900 | * c_prim[n] c_dual[n] |
---|
| 901 | * |
---|
| 902 | * where: |
---|
| 903 | * m is the number of rows (auxiliary variables); |
---|
| 904 | * n is the number of columns (structural variables); |
---|
| 905 | * stat is the solution status (GLP_UNDEF = 1 or GLP_OPT = 5); |
---|
| 906 | * obj_val is the objective value; |
---|
| 907 | * r_prim[i], i = 1,...,m, is the primal value of i-th row; |
---|
| 908 | * r_dual[i], i = 1,...,m, is the dual value of i-th row; |
---|
| 909 | * c_prim[j], j = 1,...,n, is the primal value of j-th column; |
---|
| 910 | * c_dual[j], j = 1,...,n, is the dual value of j-th column. */ |
---|
| 911 | |
---|
| 912 | int glp_write_ipt(glp_prob *lp, const char *fname) |
---|
| 913 | { XFILE *fp; |
---|
| 914 | int i, j, ret = 0; |
---|
| 915 | xprintf("Writing interior-point solution to `%s'...\n", fname); |
---|
| 916 | fp = xfopen(fname, "w"); |
---|
| 917 | if (fp == NULL) |
---|
| 918 | { xprintf("Unable to create `%s' - %s\n", fname, xerrmsg()); |
---|
| 919 | ret = 1; |
---|
| 920 | goto done; |
---|
| 921 | } |
---|
| 922 | /* number of rows, number of columns */ |
---|
| 923 | xfprintf(fp, "%d %d\n", lp->m, lp->n); |
---|
| 924 | /* solution status, objective value */ |
---|
| 925 | xfprintf(fp, "%d %.*g\n", lp->ipt_stat, DBL_DIG, lp->ipt_obj); |
---|
| 926 | /* rows (auxiliary variables) */ |
---|
| 927 | for (i = 1; i <= lp->m; i++) |
---|
| 928 | { GLPROW *row = lp->row[i]; |
---|
| 929 | /* primal value, dual value */ |
---|
| 930 | xfprintf(fp, "%.*g %.*g\n", DBL_DIG, row->pval, DBL_DIG, |
---|
| 931 | row->dval); |
---|
| 932 | } |
---|
| 933 | /* columns (structural variables) */ |
---|
| 934 | for (j = 1; j <= lp->n; j++) |
---|
| 935 | { GLPCOL *col = lp->col[j]; |
---|
| 936 | /* primal value, dual value */ |
---|
| 937 | xfprintf(fp, "%.*g %.*g\n", DBL_DIG, col->pval, DBL_DIG, |
---|
| 938 | col->dval); |
---|
| 939 | } |
---|
| 940 | xfflush(fp); |
---|
| 941 | if (xferror(fp)) |
---|
| 942 | { xprintf("Write error on `%s' - %s\n", fname, xerrmsg()); |
---|
| 943 | ret = 1; |
---|
| 944 | goto done; |
---|
| 945 | } |
---|
| 946 | xprintf("%d lines were written\n", 2 + lp->m + lp->n); |
---|
| 947 | done: if (fp != NULL) xfclose(fp); |
---|
| 948 | return ret; |
---|
| 949 | } |
---|
| 950 | |
---|
| 951 | /**********************************************************************/ |
---|
| 952 | |
---|
| 953 | int glp_print_mip(glp_prob *P, const char *fname) |
---|
| 954 | { /* write MIP solution in printable format */ |
---|
| 955 | XFILE *fp; |
---|
| 956 | GLPROW *row; |
---|
| 957 | GLPCOL *col; |
---|
| 958 | int i, j, t, ae_ind, re_ind, ret; |
---|
| 959 | double ae_max, re_max; |
---|
| 960 | xprintf("Writing MIP solution to `%s'...\n", fname); |
---|
| 961 | fp = xfopen(fname, "w"); |
---|
| 962 | if (fp == NULL) |
---|
| 963 | { xprintf("Unable to create `%s' - %s\n", fname, xerrmsg()); |
---|
| 964 | ret = 1; |
---|
| 965 | goto done; |
---|
| 966 | } |
---|
| 967 | xfprintf(fp, "%-12s%s\n", "Problem:", |
---|
| 968 | P->name == NULL ? "" : P->name); |
---|
| 969 | xfprintf(fp, "%-12s%d\n", "Rows:", P->m); |
---|
| 970 | xfprintf(fp, "%-12s%d (%d integer, %d binary)\n", "Columns:", |
---|
| 971 | P->n, glp_get_num_int(P), glp_get_num_bin(P)); |
---|
| 972 | xfprintf(fp, "%-12s%d\n", "Non-zeros:", P->nnz); |
---|
| 973 | t = glp_mip_status(P); |
---|
| 974 | xfprintf(fp, "%-12s%s\n", "Status:", |
---|
| 975 | t == GLP_OPT ? "INTEGER OPTIMAL" : |
---|
| 976 | t == GLP_FEAS ? "INTEGER NON-OPTIMAL" : |
---|
| 977 | t == GLP_NOFEAS ? "INTEGER EMPTY" : |
---|
| 978 | t == GLP_UNDEF ? "INTEGER UNDEFINED" : "???"); |
---|
| 979 | xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:", |
---|
| 980 | P->obj == NULL ? "" : P->obj, |
---|
| 981 | P->obj == NULL ? "" : " = ", P->mip_obj, |
---|
| 982 | P->dir == GLP_MIN ? "MINimum" : |
---|
| 983 | P->dir == GLP_MAX ? "MAXimum" : "???"); |
---|
| 984 | xfprintf(fp, "\n"); |
---|
| 985 | xfprintf(fp, " No. Row name Activity Lower bound " |
---|
| 986 | " Upper bound\n"); |
---|
| 987 | xfprintf(fp, "------ ------------ ------------- ------------- " |
---|
| 988 | "-------------\n"); |
---|
| 989 | for (i = 1; i <= P->m; i++) |
---|
| 990 | { row = P->row[i]; |
---|
| 991 | xfprintf(fp, "%6d ", i); |
---|
| 992 | if (row->name == NULL || strlen(row->name) <= 12) |
---|
| 993 | xfprintf(fp, "%-12s ", row->name == NULL ? "" : row->name); |
---|
| 994 | else |
---|
| 995 | xfprintf(fp, "%s\n%20s", row->name, ""); |
---|
| 996 | xfprintf(fp, "%3s", ""); |
---|
| 997 | xfprintf(fp, "%13.6g ", |
---|
| 998 | fabs(row->mipx) <= 1e-9 ? 0.0 : row->mipx); |
---|
| 999 | if (row->type == GLP_LO || row->type == GLP_DB || |
---|
| 1000 | row->type == GLP_FX) |
---|
| 1001 | xfprintf(fp, "%13.6g ", row->lb); |
---|
| 1002 | else |
---|
| 1003 | xfprintf(fp, "%13s ", ""); |
---|
| 1004 | if (row->type == GLP_UP || row->type == GLP_DB) |
---|
| 1005 | xfprintf(fp, "%13.6g ", row->ub); |
---|
| 1006 | else |
---|
| 1007 | xfprintf(fp, "%13s ", row->type == GLP_FX ? "=" : ""); |
---|
| 1008 | xfprintf(fp, "\n"); |
---|
| 1009 | } |
---|
| 1010 | xfprintf(fp, "\n"); |
---|
| 1011 | xfprintf(fp, " No. Column name Activity Lower bound " |
---|
| 1012 | " Upper bound\n"); |
---|
| 1013 | xfprintf(fp, "------ ------------ ------------- ------------- " |
---|
| 1014 | "-------------\n"); |
---|
| 1015 | for (j = 1; j <= P->n; j++) |
---|
| 1016 | { col = P->col[j]; |
---|
| 1017 | xfprintf(fp, "%6d ", j); |
---|
| 1018 | if (col->name == NULL || strlen(col->name) <= 12) |
---|
| 1019 | xfprintf(fp, "%-12s ", col->name == NULL ? "" : col->name); |
---|
| 1020 | else |
---|
| 1021 | xfprintf(fp, "%s\n%20s", col->name, ""); |
---|
| 1022 | xfprintf(fp, "%s ", |
---|
| 1023 | col->kind == GLP_CV ? " " : |
---|
| 1024 | col->kind == GLP_IV ? "*" : "?"); |
---|
| 1025 | xfprintf(fp, "%13.6g ", |
---|
| 1026 | fabs(col->mipx) <= 1e-9 ? 0.0 : col->mipx); |
---|
| 1027 | if (col->type == GLP_LO || col->type == GLP_DB || |
---|
| 1028 | col->type == GLP_FX) |
---|
| 1029 | xfprintf(fp, "%13.6g ", col->lb); |
---|
| 1030 | else |
---|
| 1031 | xfprintf(fp, "%13s ", ""); |
---|
| 1032 | if (col->type == GLP_UP || col->type == GLP_DB) |
---|
| 1033 | xfprintf(fp, "%13.6g ", col->ub); |
---|
| 1034 | else |
---|
| 1035 | xfprintf(fp, "%13s ", col->type == GLP_FX ? "=" : ""); |
---|
| 1036 | xfprintf(fp, "\n"); |
---|
| 1037 | } |
---|
| 1038 | xfprintf(fp, "\n"); |
---|
| 1039 | xfprintf(fp, "Integer feasibility conditions:\n"); |
---|
| 1040 | xfprintf(fp, "\n"); |
---|
| 1041 | _glp_check_kkt(P, GLP_MIP, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, |
---|
| 1042 | &re_ind); |
---|
| 1043 | xfprintf(fp, "KKT.PE: max.abs.err = %.2e on row %d\n", |
---|
| 1044 | ae_max, ae_ind); |
---|
| 1045 | xfprintf(fp, " max.rel.err = %.2e on row %d\n", |
---|
| 1046 | re_max, re_ind); |
---|
| 1047 | xfprintf(fp, "%8s%s\n", "", |
---|
| 1048 | re_max <= 1e-9 ? "High quality" : |
---|
| 1049 | re_max <= 1e-6 ? "Medium quality" : |
---|
| 1050 | re_max <= 1e-3 ? "Low quality" : "SOLUTION IS WRONG"); |
---|
| 1051 | xfprintf(fp, "\n"); |
---|
| 1052 | _glp_check_kkt(P, GLP_MIP, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, |
---|
| 1053 | &re_ind); |
---|
| 1054 | xfprintf(fp, "KKT.PB: max.abs.err = %.2e on %s %d\n", |
---|
| 1055 | ae_max, ae_ind <= P->m ? "row" : "column", |
---|
| 1056 | ae_ind <= P->m ? ae_ind : ae_ind - P->m); |
---|
| 1057 | xfprintf(fp, " max.rel.err = %.2e on %s %d\n", |
---|
| 1058 | re_max, re_ind <= P->m ? "row" : "column", |
---|
| 1059 | re_ind <= P->m ? re_ind : re_ind - P->m); |
---|
| 1060 | xfprintf(fp, "%8s%s\n", "", |
---|
| 1061 | re_max <= 1e-9 ? "High quality" : |
---|
| 1062 | re_max <= 1e-6 ? "Medium quality" : |
---|
| 1063 | re_max <= 1e-3 ? "Low quality" : "SOLUTION IS INFEASIBLE"); |
---|
| 1064 | xfprintf(fp, "\n"); |
---|
| 1065 | xfprintf(fp, "End of output\n"); |
---|
| 1066 | xfflush(fp); |
---|
| 1067 | if (xferror(fp)) |
---|
| 1068 | { xprintf("Write error on `%s' - %s\n", fname, xerrmsg()); |
---|
| 1069 | ret = 1; |
---|
| 1070 | goto done; |
---|
| 1071 | } |
---|
| 1072 | ret = 0; |
---|
| 1073 | done: if (fp != NULL) xfclose(fp); |
---|
| 1074 | return ret; |
---|
| 1075 | } |
---|
| 1076 | |
---|
| 1077 | /*********************************************************************** |
---|
| 1078 | * NAME |
---|
| 1079 | * |
---|
| 1080 | * glp_read_mip - read MIP solution from text file |
---|
| 1081 | * |
---|
| 1082 | * SYNOPSIS |
---|
| 1083 | * |
---|
| 1084 | * int glp_read_mip(glp_prob *mip, const char *fname); |
---|
| 1085 | * |
---|
| 1086 | * DESCRIPTION |
---|
| 1087 | * |
---|
| 1088 | * The routine glp_read_mip reads MIP solution from a text file whose |
---|
| 1089 | * name is specified by the parameter fname into the problem object. |
---|
| 1090 | * |
---|
| 1091 | * For the file format see description of the routine glp_write_mip. |
---|
| 1092 | * |
---|
| 1093 | * RETURNS |
---|
| 1094 | * |
---|
| 1095 | * On success the routine returns zero, otherwise non-zero. */ |
---|
| 1096 | |
---|
| 1097 | int glp_read_mip(glp_prob *mip, const char *fname) |
---|
| 1098 | { glp_data *data; |
---|
| 1099 | jmp_buf jump; |
---|
| 1100 | int i, j, k, ret = 0; |
---|
| 1101 | xprintf("Reading MIP solution from `%s'...\n", fname); |
---|
| 1102 | data = glp_sdf_open_file(fname); |
---|
| 1103 | if (data == NULL) |
---|
| 1104 | { ret = 1; |
---|
| 1105 | goto done; |
---|
| 1106 | } |
---|
| 1107 | if (setjmp(jump)) |
---|
| 1108 | { ret = 1; |
---|
| 1109 | goto done; |
---|
| 1110 | } |
---|
| 1111 | glp_sdf_set_jump(data, jump); |
---|
| 1112 | /* number of rows, number of columns */ |
---|
| 1113 | k = glp_sdf_read_int(data); |
---|
| 1114 | if (k != mip->m) |
---|
| 1115 | glp_sdf_error(data, "wrong number of rows\n"); |
---|
| 1116 | k = glp_sdf_read_int(data); |
---|
| 1117 | if (k != mip->n) |
---|
| 1118 | glp_sdf_error(data, "wrong number of columns\n"); |
---|
| 1119 | /* solution status, objective value */ |
---|
| 1120 | k = glp_sdf_read_int(data); |
---|
| 1121 | if (!(k == GLP_UNDEF || k == GLP_OPT || k == GLP_FEAS || |
---|
| 1122 | k == GLP_NOFEAS)) |
---|
| 1123 | glp_sdf_error(data, "invalid solution status\n"); |
---|
| 1124 | mip->mip_stat = k; |
---|
| 1125 | mip->mip_obj = glp_sdf_read_num(data); |
---|
| 1126 | /* rows (auxiliary variables) */ |
---|
| 1127 | for (i = 1; i <= mip->m; i++) |
---|
| 1128 | { GLPROW *row = mip->row[i]; |
---|
| 1129 | row->mipx = glp_sdf_read_num(data); |
---|
| 1130 | } |
---|
| 1131 | /* columns (structural variables) */ |
---|
| 1132 | for (j = 1; j <= mip->n; j++) |
---|
| 1133 | { GLPCOL *col = mip->col[j]; |
---|
| 1134 | col->mipx = glp_sdf_read_num(data); |
---|
| 1135 | if (col->kind == GLP_IV && col->mipx != floor(col->mipx)) |
---|
| 1136 | glp_sdf_error(data, "non-integer column value"); |
---|
| 1137 | } |
---|
| 1138 | xprintf("%d lines were read\n", glp_sdf_line(data)); |
---|
| 1139 | done: if (ret) mip->mip_stat = GLP_UNDEF; |
---|
| 1140 | if (data != NULL) glp_sdf_close_file(data); |
---|
| 1141 | return ret; |
---|
| 1142 | } |
---|
| 1143 | |
---|
| 1144 | /*********************************************************************** |
---|
| 1145 | * NAME |
---|
| 1146 | * |
---|
| 1147 | * glp_write_mip - write MIP solution to text file |
---|
| 1148 | * |
---|
| 1149 | * SYNOPSIS |
---|
| 1150 | * |
---|
| 1151 | * int glp_write_mip(glp_prob *mip, const char *fname); |
---|
| 1152 | * |
---|
| 1153 | * DESCRIPTION |
---|
| 1154 | * |
---|
| 1155 | * The routine glp_write_mip writes the current MIP solution to a text |
---|
| 1156 | * file whose name is specified by the parameter fname. This file can |
---|
| 1157 | * be read back with the routine glp_read_mip. |
---|
| 1158 | * |
---|
| 1159 | * RETURNS |
---|
| 1160 | * |
---|
| 1161 | * On success the routine returns zero, otherwise non-zero. |
---|
| 1162 | * |
---|
| 1163 | * FILE FORMAT |
---|
| 1164 | * |
---|
| 1165 | * The file created by the routine glp_write_sol is a plain text file, |
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| 1166 | * which contains the following information: |
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| 1167 | * |
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| 1168 | * m n |
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| 1169 | * stat obj_val |
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| 1170 | * r_val[1] |
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| 1171 | * . . . |
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| 1172 | * r_val[m] |
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| 1173 | * c_val[1] |
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| 1174 | * . . . |
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| 1175 | * c_val[n] |
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| 1176 | * |
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| 1177 | * where: |
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| 1178 | * m is the number of rows (auxiliary variables); |
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| 1179 | * n is the number of columns (structural variables); |
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| 1180 | * stat is the solution status (GLP_UNDEF = 1, GLP_FEAS = 2, |
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| 1181 | * GLP_NOFEAS = 4, or GLP_OPT = 5); |
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| 1182 | * obj_val is the objective value; |
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| 1183 | * r_val[i], i = 1,...,m, is the value of i-th row; |
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| 1184 | * c_val[j], j = 1,...,n, is the value of j-th column. */ |
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| 1185 | |
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| 1186 | int glp_write_mip(glp_prob *mip, const char *fname) |
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| 1187 | { XFILE *fp; |
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| 1188 | int i, j, ret = 0; |
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| 1189 | xprintf("Writing MIP solution to `%s'...\n", fname); |
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| 1190 | fp = xfopen(fname, "w"); |
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| 1191 | if (fp == NULL) |
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| 1192 | { xprintf("Unable to create `%s' - %s\n", fname, xerrmsg()); |
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| 1193 | ret = 1; |
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| 1194 | goto done; |
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| 1195 | } |
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| 1196 | /* number of rows, number of columns */ |
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| 1197 | xfprintf(fp, "%d %d\n", mip->m, mip->n); |
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| 1198 | /* solution status, objective value */ |
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| 1199 | xfprintf(fp, "%d %.*g\n", mip->mip_stat, DBL_DIG, mip->mip_obj); |
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| 1200 | /* rows (auxiliary variables) */ |
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| 1201 | for (i = 1; i <= mip->m; i++) |
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| 1202 | xfprintf(fp, "%.*g\n", DBL_DIG, mip->row[i]->mipx); |
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| 1203 | /* columns (structural variables) */ |
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| 1204 | for (j = 1; j <= mip->n; j++) |
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| 1205 | xfprintf(fp, "%.*g\n", DBL_DIG, mip->col[j]->mipx); |
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| 1206 | xfflush(fp); |
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| 1207 | if (xferror(fp)) |
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| 1208 | { xprintf("Write error on `%s' - %s\n", fname, xerrmsg()); |
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| 1209 | ret = 1; |
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| 1210 | goto done; |
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| 1211 | } |
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| 1212 | xprintf("%d lines were written\n", 2 + mip->m + mip->n); |
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| 1213 | done: if (fp != NULL) xfclose(fp); |
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| 1214 | return ret; |
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| 1215 | } |
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| 1216 | |
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| 1217 | /* eof */ |
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