[1] | 1 | /* glplpx01.c (obsolete API 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 | struct LPXCPS |
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| 28 | { /* control parameters and statistics */ |
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| 29 | int msg_lev; |
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| 30 | /* level of messages output by the solver: |
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| 31 | 0 - no output |
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| 32 | 1 - error messages only |
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| 33 | 2 - normal output |
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| 34 | 3 - full output (includes informational messages) */ |
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| 35 | int scale; |
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| 36 | /* scaling option: |
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| 37 | 0 - no scaling |
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| 38 | 1 - equilibration scaling |
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| 39 | 2 - geometric mean scaling |
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| 40 | 3 - geometric mean scaling, then equilibration scaling */ |
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| 41 | int dual; |
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| 42 | /* dual simplex option: |
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| 43 | 0 - use primal simplex |
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| 44 | 1 - use dual simplex */ |
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| 45 | int price; |
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| 46 | /* pricing option (for both primal and dual simplex): |
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| 47 | 0 - textbook pricing |
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| 48 | 1 - steepest edge pricing */ |
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| 49 | double relax; |
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| 50 | /* relaxation parameter used in the ratio test; if it is zero, |
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| 51 | the textbook ratio test is used; if it is non-zero (should be |
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| 52 | positive), Harris' two-pass ratio test is used; in the latter |
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| 53 | case on the first pass basic variables (in the case of primal |
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| 54 | simplex) or reduced costs of non-basic variables (in the case |
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| 55 | of dual simplex) are allowed to slightly violate their bounds, |
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| 56 | but not more than (relax * tol_bnd) or (relax * tol_dj) (thus, |
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| 57 | relax is a percentage of tol_bnd or tol_dj) */ |
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| 58 | double tol_bnd; |
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| 59 | /* relative tolerance used to check if the current basic solution |
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| 60 | is primal feasible */ |
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| 61 | double tol_dj; |
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| 62 | /* absolute tolerance used to check if the current basic solution |
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| 63 | is dual feasible */ |
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| 64 | double tol_piv; |
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| 65 | /* relative tolerance used to choose eligible pivotal elements of |
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| 66 | the simplex table in the ratio test */ |
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| 67 | int round; |
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| 68 | /* solution rounding option: |
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| 69 | 0 - report all computed values and reduced costs "as is" |
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| 70 | 1 - if possible (allowed by the tolerances), replace computed |
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| 71 | values and reduced costs which are close to zero by exact |
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| 72 | zeros */ |
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| 73 | double obj_ll; |
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| 74 | /* lower limit of the objective function; if on the phase II the |
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| 75 | objective function reaches this limit and continues decreasing, |
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| 76 | the solver stops the search */ |
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| 77 | double obj_ul; |
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| 78 | /* upper limit of the objective function; if on the phase II the |
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| 79 | objective function reaches this limit and continues increasing, |
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| 80 | the solver stops the search */ |
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| 81 | int it_lim; |
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| 82 | /* simplex iterations limit; if this value is positive, it is |
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| 83 | decreased by one each time when one simplex iteration has been |
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| 84 | performed, and reaching zero value signals the solver to stop |
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| 85 | the search; negative value means no iterations limit */ |
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| 86 | double tm_lim; |
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| 87 | /* searching time limit, in seconds; if this value is positive, |
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| 88 | it is decreased each time when one simplex iteration has been |
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| 89 | performed by the amount of time spent for the iteration, and |
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| 90 | reaching zero value signals the solver to stop the search; |
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| 91 | negative value means no time limit */ |
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| 92 | int out_frq; |
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| 93 | /* output frequency, in iterations; this parameter specifies how |
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| 94 | frequently the solver sends information about the solution to |
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| 95 | the standard output */ |
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| 96 | double out_dly; |
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| 97 | /* output delay, in seconds; this parameter specifies how long |
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| 98 | the solver should delay sending information about the solution |
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| 99 | to the standard output; zero value means no delay */ |
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| 100 | int branch; /* MIP */ |
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| 101 | /* branching heuristic: |
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| 102 | 0 - branch on first variable |
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| 103 | 1 - branch on last variable |
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| 104 | 2 - branch using heuristic by Driebeck and Tomlin |
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| 105 | 3 - branch on most fractional variable */ |
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| 106 | int btrack; /* MIP */ |
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| 107 | /* backtracking heuristic: |
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| 108 | 0 - select most recent node (depth first search) |
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| 109 | 1 - select earliest node (breadth first search) |
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| 110 | 2 - select node using the best projection heuristic |
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| 111 | 3 - select node with best local bound */ |
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| 112 | double tol_int; /* MIP */ |
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| 113 | /* absolute tolerance used to check if the current basic solution |
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| 114 | is integer feasible */ |
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| 115 | double tol_obj; /* MIP */ |
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| 116 | /* relative tolerance used to check if the value of the objective |
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| 117 | function is not better than in the best known integer feasible |
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| 118 | solution */ |
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| 119 | int mps_info; /* lpx_write_mps */ |
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| 120 | /* if this flag is set, the routine lpx_write_mps outputs several |
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| 121 | comment cards that contains some information about the problem; |
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| 122 | otherwise the routine outputs no comment cards */ |
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| 123 | int mps_obj; /* lpx_write_mps */ |
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| 124 | /* this parameter tells the routine lpx_write_mps how to output |
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| 125 | the objective function row: |
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| 126 | 0 - never output objective function row |
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| 127 | 1 - always output objective function row |
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| 128 | 2 - output objective function row if and only if the problem |
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| 129 | has no free rows */ |
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| 130 | int mps_orig; /* lpx_write_mps */ |
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| 131 | /* if this flag is set, the routine lpx_write_mps uses original |
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| 132 | row and column symbolic names; otherwise the routine generates |
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| 133 | plain names using ordinal numbers of rows and columns */ |
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| 134 | int mps_wide; /* lpx_write_mps */ |
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| 135 | /* if this flag is set, the routine lpx_write_mps uses all data |
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| 136 | fields; otherwise the routine keeps fields 5 and 6 empty */ |
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| 137 | int mps_free; /* lpx_write_mps */ |
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| 138 | /* if this flag is set, the routine lpx_write_mps omits column |
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| 139 | and vector names everytime if possible (free style); otherwise |
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| 140 | the routine never omits these names (pedantic style) */ |
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| 141 | int mps_skip; /* lpx_write_mps */ |
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| 142 | /* if this flag is set, the routine lpx_write_mps skips empty |
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| 143 | columns (i.e. which has no constraint coefficients); otherwise |
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| 144 | the routine outputs all columns */ |
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| 145 | int lpt_orig; /* lpx_write_lpt */ |
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| 146 | /* if this flag is set, the routine lpx_write_lpt uses original |
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| 147 | row and column symbolic names; otherwise the routine generates |
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| 148 | plain names using ordinal numbers of rows and columns */ |
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| 149 | int presol; /* lpx_simplex */ |
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| 150 | /* LP presolver option: |
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| 151 | 0 - do not use LP presolver |
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| 152 | 1 - use LP presolver */ |
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| 153 | int binarize; /* lpx_intopt */ |
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| 154 | /* if this flag is set, the routine lpx_intopt replaces integer |
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| 155 | columns by binary ones */ |
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| 156 | int use_cuts; /* lpx_intopt */ |
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| 157 | /* if this flag is set, the routine lpx_intopt tries generating |
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| 158 | cutting planes: |
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| 159 | LPX_C_COVER - mixed cover cuts |
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| 160 | LPX_C_CLIQUE - clique cuts |
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| 161 | LPX_C_GOMORY - Gomory's mixed integer cuts |
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| 162 | LPX_C_ALL - all cuts */ |
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| 163 | double mip_gap; /* MIP */ |
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| 164 | /* relative MIP gap tolerance */ |
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| 165 | }; |
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| 166 | |
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| 167 | LPX *lpx_create_prob(void) |
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| 168 | { /* create problem object */ |
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| 169 | return glp_create_prob(); |
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| 170 | } |
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| 171 | |
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| 172 | void lpx_set_prob_name(LPX *lp, const char *name) |
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| 173 | { /* assign (change) problem name */ |
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| 174 | glp_set_prob_name(lp, name); |
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| 175 | return; |
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| 176 | } |
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| 177 | |
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| 178 | void lpx_set_obj_name(LPX *lp, const char *name) |
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| 179 | { /* assign (change) objective function name */ |
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| 180 | glp_set_obj_name(lp, name); |
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| 181 | return; |
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| 182 | } |
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| 183 | |
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| 184 | void lpx_set_obj_dir(LPX *lp, int dir) |
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| 185 | { /* set (change) optimization direction flag */ |
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| 186 | glp_set_obj_dir(lp, dir - LPX_MIN + GLP_MIN); |
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| 187 | return; |
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| 188 | } |
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| 189 | |
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| 190 | int lpx_add_rows(LPX *lp, int nrs) |
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| 191 | { /* add new rows to problem object */ |
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| 192 | return glp_add_rows(lp, nrs); |
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| 193 | } |
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| 194 | |
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| 195 | int lpx_add_cols(LPX *lp, int ncs) |
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| 196 | { /* add new columns to problem object */ |
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| 197 | return glp_add_cols(lp, ncs); |
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| 198 | } |
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| 199 | |
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| 200 | void lpx_set_row_name(LPX *lp, int i, const char *name) |
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| 201 | { /* assign (change) row name */ |
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| 202 | glp_set_row_name(lp, i, name); |
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| 203 | return; |
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| 204 | } |
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| 205 | |
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| 206 | void lpx_set_col_name(LPX *lp, int j, const char *name) |
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| 207 | { /* assign (change) column name */ |
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| 208 | glp_set_col_name(lp, j, name); |
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| 209 | return; |
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| 210 | } |
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| 211 | |
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| 212 | void lpx_set_row_bnds(LPX *lp, int i, int type, double lb, double ub) |
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| 213 | { /* set (change) row bounds */ |
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| 214 | glp_set_row_bnds(lp, i, type - LPX_FR + GLP_FR, lb, ub); |
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| 215 | return; |
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| 216 | } |
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| 217 | |
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| 218 | void lpx_set_col_bnds(LPX *lp, int j, int type, double lb, double ub) |
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| 219 | { /* set (change) column bounds */ |
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| 220 | glp_set_col_bnds(lp, j, type - LPX_FR + GLP_FR, lb, ub); |
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| 221 | return; |
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| 222 | } |
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| 223 | |
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| 224 | void lpx_set_obj_coef(glp_prob *lp, int j, double coef) |
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| 225 | { /* set (change) obj. coefficient or constant term */ |
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| 226 | glp_set_obj_coef(lp, j, coef); |
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| 227 | return; |
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| 228 | } |
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| 229 | |
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| 230 | void lpx_set_mat_row(LPX *lp, int i, int len, const int ind[], |
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| 231 | const double val[]) |
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| 232 | { /* set (replace) row of the constraint matrix */ |
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| 233 | glp_set_mat_row(lp, i, len, ind, val); |
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| 234 | return; |
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| 235 | } |
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| 236 | |
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| 237 | void lpx_set_mat_col(LPX *lp, int j, int len, const int ind[], |
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| 238 | const double val[]) |
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| 239 | { /* set (replace) column of the constraint matrix */ |
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| 240 | glp_set_mat_col(lp, j, len, ind, val); |
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| 241 | return; |
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| 242 | } |
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| 243 | |
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| 244 | void lpx_load_matrix(LPX *lp, int ne, const int ia[], const int ja[], |
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| 245 | const double ar[]) |
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| 246 | { /* load (replace) the whole constraint matrix */ |
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| 247 | glp_load_matrix(lp, ne, ia, ja, ar); |
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| 248 | return; |
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| 249 | } |
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| 250 | |
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| 251 | void lpx_del_rows(LPX *lp, int nrs, const int num[]) |
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| 252 | { /* delete specified rows from problem object */ |
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| 253 | glp_del_rows(lp, nrs, num); |
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| 254 | return; |
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| 255 | } |
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| 256 | |
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| 257 | void lpx_del_cols(LPX *lp, int ncs, const int num[]) |
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| 258 | { /* delete specified columns from problem object */ |
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| 259 | glp_del_cols(lp, ncs, num); |
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| 260 | return; |
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| 261 | } |
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| 262 | |
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| 263 | void lpx_delete_prob(LPX *lp) |
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| 264 | { /* delete problem object */ |
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| 265 | glp_delete_prob(lp); |
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| 266 | return; |
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| 267 | } |
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| 268 | |
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| 269 | const char *lpx_get_prob_name(LPX *lp) |
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| 270 | { /* retrieve problem name */ |
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| 271 | return glp_get_prob_name(lp); |
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| 272 | } |
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| 273 | |
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| 274 | const char *lpx_get_obj_name(LPX *lp) |
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| 275 | { /* retrieve objective function name */ |
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| 276 | return glp_get_obj_name(lp); |
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| 277 | } |
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| 278 | |
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| 279 | int lpx_get_obj_dir(LPX *lp) |
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| 280 | { /* retrieve optimization direction flag */ |
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| 281 | return glp_get_obj_dir(lp) - GLP_MIN + LPX_MIN; |
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| 282 | } |
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| 283 | |
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| 284 | int lpx_get_num_rows(LPX *lp) |
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| 285 | { /* retrieve number of rows */ |
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| 286 | return glp_get_num_rows(lp); |
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| 287 | } |
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| 288 | |
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| 289 | int lpx_get_num_cols(LPX *lp) |
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| 290 | { /* retrieve number of columns */ |
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| 291 | return glp_get_num_cols(lp); |
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| 292 | } |
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| 293 | |
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| 294 | const char *lpx_get_row_name(LPX *lp, int i) |
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| 295 | { /* retrieve row name */ |
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| 296 | return glp_get_row_name(lp, i); |
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| 297 | } |
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| 298 | |
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| 299 | const char *lpx_get_col_name(LPX *lp, int j) |
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| 300 | { /* retrieve column name */ |
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| 301 | return glp_get_col_name(lp, j); |
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| 302 | } |
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| 303 | |
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| 304 | int lpx_get_row_type(LPX *lp, int i) |
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| 305 | { /* retrieve row type */ |
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| 306 | return glp_get_row_type(lp, i) - GLP_FR + LPX_FR; |
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| 307 | } |
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| 308 | |
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| 309 | double lpx_get_row_lb(glp_prob *lp, int i) |
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| 310 | { /* retrieve row lower bound */ |
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| 311 | double lb; |
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| 312 | lb = glp_get_row_lb(lp, i); |
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| 313 | if (lb == -DBL_MAX) lb = 0.0; |
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| 314 | return lb; |
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| 315 | } |
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| 316 | |
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| 317 | double lpx_get_row_ub(glp_prob *lp, int i) |
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| 318 | { /* retrieve row upper bound */ |
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| 319 | double ub; |
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| 320 | ub = glp_get_row_ub(lp, i); |
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| 321 | if (ub == +DBL_MAX) ub = 0.0; |
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| 322 | return ub; |
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| 323 | } |
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| 324 | |
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| 325 | void lpx_get_row_bnds(glp_prob *lp, int i, int *typx, double *lb, |
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| 326 | double *ub) |
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| 327 | { /* retrieve row bounds */ |
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| 328 | if (typx != NULL) *typx = lpx_get_row_type(lp, i); |
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| 329 | if (lb != NULL) *lb = lpx_get_row_lb(lp, i); |
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| 330 | if (ub != NULL) *ub = lpx_get_row_ub(lp, i); |
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| 331 | return; |
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| 332 | } |
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| 333 | |
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| 334 | int lpx_get_col_type(LPX *lp, int j) |
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| 335 | { /* retrieve column type */ |
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| 336 | return glp_get_col_type(lp, j) - GLP_FR + LPX_FR; |
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| 337 | } |
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| 338 | |
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| 339 | double lpx_get_col_lb(glp_prob *lp, int j) |
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| 340 | { /* retrieve column lower bound */ |
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| 341 | double lb; |
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| 342 | lb = glp_get_col_lb(lp, j); |
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| 343 | if (lb == -DBL_MAX) lb = 0.0; |
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| 344 | return lb; |
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| 345 | } |
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| 346 | |
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| 347 | double lpx_get_col_ub(glp_prob *lp, int j) |
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| 348 | { /* retrieve column upper bound */ |
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| 349 | double ub; |
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| 350 | ub = glp_get_col_ub(lp, j); |
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| 351 | if (ub == +DBL_MAX) ub = 0.0; |
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| 352 | return ub; |
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| 353 | } |
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| 354 | |
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| 355 | void lpx_get_col_bnds(glp_prob *lp, int j, int *typx, double *lb, |
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| 356 | double *ub) |
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| 357 | { /* retrieve column bounds */ |
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| 358 | if (typx != NULL) *typx = lpx_get_col_type(lp, j); |
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| 359 | if (lb != NULL) *lb = lpx_get_col_lb(lp, j); |
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| 360 | if (ub != NULL) *ub = lpx_get_col_ub(lp, j); |
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| 361 | return; |
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| 362 | } |
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| 363 | |
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| 364 | double lpx_get_obj_coef(LPX *lp, int j) |
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| 365 | { /* retrieve obj. coefficient or constant term */ |
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| 366 | return glp_get_obj_coef(lp, j); |
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| 367 | } |
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| 368 | |
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| 369 | int lpx_get_num_nz(LPX *lp) |
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| 370 | { /* retrieve number of constraint coefficients */ |
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| 371 | return glp_get_num_nz(lp); |
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| 372 | } |
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| 373 | |
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| 374 | int lpx_get_mat_row(LPX *lp, int i, int ind[], double val[]) |
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| 375 | { /* retrieve row of the constraint matrix */ |
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| 376 | return glp_get_mat_row(lp, i, ind, val); |
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| 377 | } |
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| 378 | |
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| 379 | int lpx_get_mat_col(LPX *lp, int j, int ind[], double val[]) |
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| 380 | { /* retrieve column of the constraint matrix */ |
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| 381 | return glp_get_mat_col(lp, j, ind, val); |
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| 382 | } |
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| 383 | |
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| 384 | void lpx_create_index(LPX *lp) |
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| 385 | { /* create the name index */ |
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| 386 | glp_create_index(lp); |
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| 387 | return; |
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| 388 | } |
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| 389 | |
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| 390 | int lpx_find_row(LPX *lp, const char *name) |
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| 391 | { /* find row by its name */ |
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| 392 | return glp_find_row(lp, name); |
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| 393 | } |
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| 394 | |
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| 395 | int lpx_find_col(LPX *lp, const char *name) |
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| 396 | { /* find column by its name */ |
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| 397 | return glp_find_col(lp, name); |
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| 398 | } |
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| 399 | |
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| 400 | void lpx_delete_index(LPX *lp) |
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| 401 | { /* delete the name index */ |
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| 402 | glp_delete_index(lp); |
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| 403 | return; |
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| 404 | } |
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| 405 | |
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| 406 | void lpx_scale_prob(LPX *lp) |
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| 407 | { /* scale problem data */ |
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| 408 | switch (lpx_get_int_parm(lp, LPX_K_SCALE)) |
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| 409 | { case 0: |
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| 410 | /* no scaling */ |
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| 411 | glp_unscale_prob(lp); |
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| 412 | break; |
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| 413 | case 1: |
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| 414 | /* equilibration scaling */ |
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| 415 | glp_scale_prob(lp, GLP_SF_EQ); |
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| 416 | break; |
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| 417 | case 2: |
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| 418 | /* geometric mean scaling */ |
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| 419 | glp_scale_prob(lp, GLP_SF_GM); |
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| 420 | break; |
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| 421 | case 3: |
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| 422 | /* geometric mean scaling, then equilibration scaling */ |
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| 423 | glp_scale_prob(lp, GLP_SF_GM | GLP_SF_EQ); |
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| 424 | break; |
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| 425 | default: |
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| 426 | xassert(lp != lp); |
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| 427 | } |
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| 428 | return; |
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| 429 | } |
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| 430 | |
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| 431 | void lpx_unscale_prob(LPX *lp) |
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| 432 | { /* unscale problem data */ |
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| 433 | glp_unscale_prob(lp); |
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| 434 | return; |
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| 435 | } |
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| 436 | |
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| 437 | void lpx_set_row_stat(LPX *lp, int i, int stat) |
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| 438 | { /* set (change) row status */ |
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| 439 | glp_set_row_stat(lp, i, stat - LPX_BS + GLP_BS); |
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| 440 | return; |
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| 441 | } |
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| 442 | |
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| 443 | void lpx_set_col_stat(LPX *lp, int j, int stat) |
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| 444 | { /* set (change) column status */ |
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| 445 | glp_set_col_stat(lp, j, stat - LPX_BS + GLP_BS); |
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| 446 | return; |
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| 447 | } |
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| 448 | |
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| 449 | void lpx_std_basis(LPX *lp) |
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| 450 | { /* construct standard initial LP basis */ |
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| 451 | glp_std_basis(lp); |
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| 452 | return; |
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| 453 | } |
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| 454 | |
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| 455 | void lpx_adv_basis(LPX *lp) |
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| 456 | { /* construct advanced initial LP basis */ |
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| 457 | glp_adv_basis(lp, 0); |
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| 458 | return; |
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| 459 | } |
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| 460 | |
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| 461 | void lpx_cpx_basis(LPX *lp) |
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| 462 | { /* construct Bixby's initial LP basis */ |
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| 463 | glp_cpx_basis(lp); |
---|
| 464 | return; |
---|
| 465 | } |
---|
| 466 | |
---|
| 467 | static void fill_smcp(LPX *lp, glp_smcp *parm) |
---|
| 468 | { glp_init_smcp(parm); |
---|
| 469 | switch (lpx_get_int_parm(lp, LPX_K_MSGLEV)) |
---|
| 470 | { case 0: parm->msg_lev = GLP_MSG_OFF; break; |
---|
| 471 | case 1: parm->msg_lev = GLP_MSG_ERR; break; |
---|
| 472 | case 2: parm->msg_lev = GLP_MSG_ON; break; |
---|
| 473 | case 3: parm->msg_lev = GLP_MSG_ALL; break; |
---|
| 474 | default: xassert(lp != lp); |
---|
| 475 | } |
---|
| 476 | switch (lpx_get_int_parm(lp, LPX_K_DUAL)) |
---|
| 477 | { case 0: parm->meth = GLP_PRIMAL; break; |
---|
| 478 | case 1: parm->meth = GLP_DUAL; break; |
---|
| 479 | default: xassert(lp != lp); |
---|
| 480 | } |
---|
| 481 | switch (lpx_get_int_parm(lp, LPX_K_PRICE)) |
---|
| 482 | { case 0: parm->pricing = GLP_PT_STD; break; |
---|
| 483 | case 1: parm->pricing = GLP_PT_PSE; break; |
---|
| 484 | default: xassert(lp != lp); |
---|
| 485 | } |
---|
| 486 | if (lpx_get_real_parm(lp, LPX_K_RELAX) == 0.0) |
---|
| 487 | parm->r_test = GLP_RT_STD; |
---|
| 488 | else |
---|
| 489 | parm->r_test = GLP_RT_HAR; |
---|
| 490 | parm->tol_bnd = lpx_get_real_parm(lp, LPX_K_TOLBND); |
---|
| 491 | parm->tol_dj = lpx_get_real_parm(lp, LPX_K_TOLDJ); |
---|
| 492 | parm->tol_piv = lpx_get_real_parm(lp, LPX_K_TOLPIV); |
---|
| 493 | parm->obj_ll = lpx_get_real_parm(lp, LPX_K_OBJLL); |
---|
| 494 | parm->obj_ul = lpx_get_real_parm(lp, LPX_K_OBJUL); |
---|
| 495 | if (lpx_get_int_parm(lp, LPX_K_ITLIM) < 0) |
---|
| 496 | parm->it_lim = INT_MAX; |
---|
| 497 | else |
---|
| 498 | parm->it_lim = lpx_get_int_parm(lp, LPX_K_ITLIM); |
---|
| 499 | if (lpx_get_real_parm(lp, LPX_K_TMLIM) < 0.0) |
---|
| 500 | parm->tm_lim = INT_MAX; |
---|
| 501 | else |
---|
| 502 | parm->tm_lim = |
---|
| 503 | (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_TMLIM)); |
---|
| 504 | parm->out_frq = lpx_get_int_parm(lp, LPX_K_OUTFRQ); |
---|
| 505 | parm->out_dly = |
---|
| 506 | (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_OUTDLY)); |
---|
| 507 | switch (lpx_get_int_parm(lp, LPX_K_PRESOL)) |
---|
| 508 | { case 0: parm->presolve = GLP_OFF; break; |
---|
| 509 | case 1: parm->presolve = GLP_ON; break; |
---|
| 510 | default: xassert(lp != lp); |
---|
| 511 | } |
---|
| 512 | return; |
---|
| 513 | } |
---|
| 514 | |
---|
| 515 | int lpx_simplex(LPX *lp) |
---|
| 516 | { /* easy-to-use driver to the simplex method */ |
---|
| 517 | glp_smcp parm; |
---|
| 518 | int ret; |
---|
| 519 | fill_smcp(lp, &parm); |
---|
| 520 | ret = glp_simplex(lp, &parm); |
---|
| 521 | switch (ret) |
---|
| 522 | { case 0: ret = LPX_E_OK; break; |
---|
| 523 | case GLP_EBADB: |
---|
| 524 | case GLP_ESING: |
---|
| 525 | case GLP_ECOND: |
---|
| 526 | case GLP_EBOUND: ret = LPX_E_FAULT; break; |
---|
| 527 | case GLP_EFAIL: ret = LPX_E_SING; break; |
---|
| 528 | case GLP_EOBJLL: ret = LPX_E_OBJLL; break; |
---|
| 529 | case GLP_EOBJUL: ret = LPX_E_OBJUL; break; |
---|
| 530 | case GLP_EITLIM: ret = LPX_E_ITLIM; break; |
---|
| 531 | case GLP_ETMLIM: ret = LPX_E_TMLIM; break; |
---|
| 532 | case GLP_ENOPFS: ret = LPX_E_NOPFS; break; |
---|
| 533 | case GLP_ENODFS: ret = LPX_E_NODFS; break; |
---|
| 534 | default: xassert(ret != ret); |
---|
| 535 | } |
---|
| 536 | return ret; |
---|
| 537 | } |
---|
| 538 | |
---|
| 539 | int lpx_exact(LPX *lp) |
---|
| 540 | { /* easy-to-use driver to the exact simplex method */ |
---|
| 541 | glp_smcp parm; |
---|
| 542 | int ret; |
---|
| 543 | fill_smcp(lp, &parm); |
---|
| 544 | ret = glp_exact(lp, &parm); |
---|
| 545 | switch (ret) |
---|
| 546 | { case 0: ret = LPX_E_OK; break; |
---|
| 547 | case GLP_EBADB: |
---|
| 548 | case GLP_ESING: |
---|
| 549 | case GLP_EBOUND: |
---|
| 550 | case GLP_EFAIL: ret = LPX_E_FAULT; break; |
---|
| 551 | case GLP_EITLIM: ret = LPX_E_ITLIM; break; |
---|
| 552 | case GLP_ETMLIM: ret = LPX_E_TMLIM; break; |
---|
| 553 | default: xassert(ret != ret); |
---|
| 554 | } |
---|
| 555 | return ret; |
---|
| 556 | } |
---|
| 557 | |
---|
| 558 | int lpx_get_status(glp_prob *lp) |
---|
| 559 | { /* retrieve generic status of basic solution */ |
---|
| 560 | int status; |
---|
| 561 | switch (glp_get_status(lp)) |
---|
| 562 | { case GLP_OPT: status = LPX_OPT; break; |
---|
| 563 | case GLP_FEAS: status = LPX_FEAS; break; |
---|
| 564 | case GLP_INFEAS: status = LPX_INFEAS; break; |
---|
| 565 | case GLP_NOFEAS: status = LPX_NOFEAS; break; |
---|
| 566 | case GLP_UNBND: status = LPX_UNBND; break; |
---|
| 567 | case GLP_UNDEF: status = LPX_UNDEF; break; |
---|
| 568 | default: xassert(lp != lp); |
---|
| 569 | } |
---|
| 570 | return status; |
---|
| 571 | } |
---|
| 572 | |
---|
| 573 | int lpx_get_prim_stat(glp_prob *lp) |
---|
| 574 | { /* retrieve status of primal basic solution */ |
---|
| 575 | return glp_get_prim_stat(lp) - GLP_UNDEF + LPX_P_UNDEF; |
---|
| 576 | } |
---|
| 577 | |
---|
| 578 | int lpx_get_dual_stat(glp_prob *lp) |
---|
| 579 | { /* retrieve status of dual basic solution */ |
---|
| 580 | return glp_get_dual_stat(lp) - GLP_UNDEF + LPX_D_UNDEF; |
---|
| 581 | } |
---|
| 582 | |
---|
| 583 | double lpx_get_obj_val(LPX *lp) |
---|
| 584 | { /* retrieve objective value (basic solution) */ |
---|
| 585 | return glp_get_obj_val(lp); |
---|
| 586 | } |
---|
| 587 | |
---|
| 588 | int lpx_get_row_stat(LPX *lp, int i) |
---|
| 589 | { /* retrieve row status (basic solution) */ |
---|
| 590 | return glp_get_row_stat(lp, i) - GLP_BS + LPX_BS; |
---|
| 591 | } |
---|
| 592 | |
---|
| 593 | double lpx_get_row_prim(LPX *lp, int i) |
---|
| 594 | { /* retrieve row primal value (basic solution) */ |
---|
| 595 | return glp_get_row_prim(lp, i); |
---|
| 596 | } |
---|
| 597 | |
---|
| 598 | double lpx_get_row_dual(LPX *lp, int i) |
---|
| 599 | { /* retrieve row dual value (basic solution) */ |
---|
| 600 | return glp_get_row_dual(lp, i); |
---|
| 601 | } |
---|
| 602 | |
---|
| 603 | void lpx_get_row_info(glp_prob *lp, int i, int *tagx, double *vx, |
---|
| 604 | double *dx) |
---|
| 605 | { /* obtain row solution information */ |
---|
| 606 | if (tagx != NULL) *tagx = lpx_get_row_stat(lp, i); |
---|
| 607 | if (vx != NULL) *vx = lpx_get_row_prim(lp, i); |
---|
| 608 | if (dx != NULL) *dx = lpx_get_row_dual(lp, i); |
---|
| 609 | return; |
---|
| 610 | } |
---|
| 611 | |
---|
| 612 | int lpx_get_col_stat(LPX *lp, int j) |
---|
| 613 | { /* retrieve column status (basic solution) */ |
---|
| 614 | return glp_get_col_stat(lp, j) - GLP_BS + LPX_BS; |
---|
| 615 | } |
---|
| 616 | |
---|
| 617 | double lpx_get_col_prim(LPX *lp, int j) |
---|
| 618 | { /* retrieve column primal value (basic solution) */ |
---|
| 619 | return glp_get_col_prim(lp, j); |
---|
| 620 | } |
---|
| 621 | |
---|
| 622 | double lpx_get_col_dual(glp_prob *lp, int j) |
---|
| 623 | { /* retrieve column dual value (basic solution) */ |
---|
| 624 | return glp_get_col_dual(lp, j); |
---|
| 625 | } |
---|
| 626 | |
---|
| 627 | void lpx_get_col_info(glp_prob *lp, int j, int *tagx, double *vx, |
---|
| 628 | double *dx) |
---|
| 629 | { /* obtain column solution information */ |
---|
| 630 | if (tagx != NULL) *tagx = lpx_get_col_stat(lp, j); |
---|
| 631 | if (vx != NULL) *vx = lpx_get_col_prim(lp, j); |
---|
| 632 | if (dx != NULL) *dx = lpx_get_col_dual(lp, j); |
---|
| 633 | return; |
---|
| 634 | } |
---|
| 635 | |
---|
| 636 | int lpx_get_ray_info(LPX *lp) |
---|
| 637 | { /* determine what causes primal unboundness */ |
---|
| 638 | return glp_get_unbnd_ray(lp); |
---|
| 639 | } |
---|
| 640 | |
---|
| 641 | void lpx_check_kkt(LPX *lp, int scaled, LPXKKT *kkt) |
---|
| 642 | { /* check Karush-Kuhn-Tucker conditions */ |
---|
| 643 | int ae_ind, re_ind; |
---|
| 644 | double ae_max, re_max; |
---|
| 645 | xassert(scaled == scaled); |
---|
| 646 | _glp_check_kkt(lp, GLP_SOL, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, |
---|
| 647 | &re_ind); |
---|
| 648 | kkt->pe_ae_max = ae_max; |
---|
| 649 | kkt->pe_ae_row = ae_ind; |
---|
| 650 | kkt->pe_re_max = re_max; |
---|
| 651 | kkt->pe_re_row = re_ind; |
---|
| 652 | if (re_max <= 1e-9) |
---|
| 653 | kkt->pe_quality = 'H'; |
---|
| 654 | else if (re_max <= 1e-6) |
---|
| 655 | kkt->pe_quality = 'M'; |
---|
| 656 | else if (re_max <= 1e-3) |
---|
| 657 | kkt->pe_quality = 'L'; |
---|
| 658 | else |
---|
| 659 | kkt->pe_quality = '?'; |
---|
| 660 | _glp_check_kkt(lp, GLP_SOL, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, |
---|
| 661 | &re_ind); |
---|
| 662 | kkt->pb_ae_max = ae_max; |
---|
| 663 | kkt->pb_ae_ind = ae_ind; |
---|
| 664 | kkt->pb_re_max = re_max; |
---|
| 665 | kkt->pb_re_ind = re_ind; |
---|
| 666 | if (re_max <= 1e-9) |
---|
| 667 | kkt->pb_quality = 'H'; |
---|
| 668 | else if (re_max <= 1e-6) |
---|
| 669 | kkt->pb_quality = 'M'; |
---|
| 670 | else if (re_max <= 1e-3) |
---|
| 671 | kkt->pb_quality = 'L'; |
---|
| 672 | else |
---|
| 673 | kkt->pb_quality = '?'; |
---|
| 674 | _glp_check_kkt(lp, GLP_SOL, GLP_KKT_DE, &ae_max, &ae_ind, &re_max, |
---|
| 675 | &re_ind); |
---|
| 676 | kkt->de_ae_max = ae_max; |
---|
| 677 | if (ae_ind == 0) |
---|
| 678 | kkt->de_ae_col = 0; |
---|
| 679 | else |
---|
| 680 | kkt->de_ae_col = ae_ind - lp->m; |
---|
| 681 | kkt->de_re_max = re_max; |
---|
| 682 | if (re_ind == 0) |
---|
| 683 | kkt->de_re_col = 0; |
---|
| 684 | else |
---|
| 685 | kkt->de_re_col = ae_ind - lp->m; |
---|
| 686 | if (re_max <= 1e-9) |
---|
| 687 | kkt->de_quality = 'H'; |
---|
| 688 | else if (re_max <= 1e-6) |
---|
| 689 | kkt->de_quality = 'M'; |
---|
| 690 | else if (re_max <= 1e-3) |
---|
| 691 | kkt->de_quality = 'L'; |
---|
| 692 | else |
---|
| 693 | kkt->de_quality = '?'; |
---|
| 694 | _glp_check_kkt(lp, GLP_SOL, GLP_KKT_DB, &ae_max, &ae_ind, &re_max, |
---|
| 695 | &re_ind); |
---|
| 696 | kkt->db_ae_max = ae_max; |
---|
| 697 | kkt->db_ae_ind = ae_ind; |
---|
| 698 | kkt->db_re_max = re_max; |
---|
| 699 | kkt->db_re_ind = re_ind; |
---|
| 700 | if (re_max <= 1e-9) |
---|
| 701 | kkt->db_quality = 'H'; |
---|
| 702 | else if (re_max <= 1e-6) |
---|
| 703 | kkt->db_quality = 'M'; |
---|
| 704 | else if (re_max <= 1e-3) |
---|
| 705 | kkt->db_quality = 'L'; |
---|
| 706 | else |
---|
| 707 | kkt->db_quality = '?'; |
---|
| 708 | kkt->cs_ae_max = 0.0, kkt->cs_ae_ind = 0; |
---|
| 709 | kkt->cs_re_max = 0.0, kkt->cs_re_ind = 0; |
---|
| 710 | kkt->cs_quality = 'H'; |
---|
| 711 | return; |
---|
| 712 | } |
---|
| 713 | |
---|
| 714 | int lpx_warm_up(LPX *lp) |
---|
| 715 | { /* "warm up" LP basis */ |
---|
| 716 | int ret; |
---|
| 717 | ret = glp_warm_up(lp); |
---|
| 718 | if (ret == 0) |
---|
| 719 | ret = LPX_E_OK; |
---|
| 720 | else if (ret == GLP_EBADB) |
---|
| 721 | ret = LPX_E_BADB; |
---|
| 722 | else if (ret == GLP_ESING) |
---|
| 723 | ret = LPX_E_SING; |
---|
| 724 | else if (ret == GLP_ECOND) |
---|
| 725 | ret = LPX_E_SING; |
---|
| 726 | else |
---|
| 727 | xassert(ret != ret); |
---|
| 728 | return ret; |
---|
| 729 | } |
---|
| 730 | |
---|
| 731 | int lpx_eval_tab_row(LPX *lp, int k, int ind[], double val[]) |
---|
| 732 | { /* compute row of the simplex tableau */ |
---|
| 733 | return glp_eval_tab_row(lp, k, ind, val); |
---|
| 734 | } |
---|
| 735 | |
---|
| 736 | int lpx_eval_tab_col(LPX *lp, int k, int ind[], double val[]) |
---|
| 737 | { /* compute column of the simplex tableau */ |
---|
| 738 | return glp_eval_tab_col(lp, k, ind, val); |
---|
| 739 | } |
---|
| 740 | |
---|
| 741 | int lpx_transform_row(LPX *lp, int len, int ind[], double val[]) |
---|
| 742 | { /* transform explicitly specified row */ |
---|
| 743 | return glp_transform_row(lp, len, ind, val); |
---|
| 744 | } |
---|
| 745 | |
---|
| 746 | int lpx_transform_col(LPX *lp, int len, int ind[], double val[]) |
---|
| 747 | { /* transform explicitly specified column */ |
---|
| 748 | return glp_transform_col(lp, len, ind, val); |
---|
| 749 | } |
---|
| 750 | |
---|
| 751 | int lpx_prim_ratio_test(LPX *lp, int len, const int ind[], |
---|
| 752 | const double val[], int how, double tol) |
---|
| 753 | { /* perform primal ratio test */ |
---|
| 754 | int piv; |
---|
| 755 | piv = glp_prim_rtest(lp, len, ind, val, how, tol); |
---|
| 756 | xassert(0 <= piv && piv <= len); |
---|
| 757 | return piv == 0 ? 0 : ind[piv]; |
---|
| 758 | } |
---|
| 759 | |
---|
| 760 | int lpx_dual_ratio_test(LPX *lp, int len, const int ind[], |
---|
| 761 | const double val[], int how, double tol) |
---|
| 762 | { /* perform dual ratio test */ |
---|
| 763 | int piv; |
---|
| 764 | piv = glp_dual_rtest(lp, len, ind, val, how, tol); |
---|
| 765 | xassert(0 <= piv && piv <= len); |
---|
| 766 | return piv == 0 ? 0 : ind[piv]; |
---|
| 767 | } |
---|
| 768 | |
---|
| 769 | int lpx_interior(LPX *lp) |
---|
| 770 | { /* easy-to-use driver to the interior-point method */ |
---|
| 771 | int ret; |
---|
| 772 | ret = glp_interior(lp, NULL); |
---|
| 773 | switch (ret) |
---|
| 774 | { case 0: ret = LPX_E_OK; break; |
---|
| 775 | case GLP_EFAIL: ret = LPX_E_FAULT; break; |
---|
| 776 | case GLP_ENOFEAS: ret = LPX_E_NOFEAS; break; |
---|
| 777 | case GLP_ENOCVG: ret = LPX_E_NOCONV; break; |
---|
| 778 | case GLP_EITLIM: ret = LPX_E_ITLIM; break; |
---|
| 779 | case GLP_EINSTAB: ret = LPX_E_INSTAB; break; |
---|
| 780 | default: xassert(ret != ret); |
---|
| 781 | } |
---|
| 782 | return ret; |
---|
| 783 | } |
---|
| 784 | |
---|
| 785 | int lpx_ipt_status(glp_prob *lp) |
---|
| 786 | { /* retrieve status of interior-point solution */ |
---|
| 787 | int status; |
---|
| 788 | switch (glp_ipt_status(lp)) |
---|
| 789 | { case GLP_UNDEF: status = LPX_T_UNDEF; break; |
---|
| 790 | case GLP_OPT: status = LPX_T_OPT; break; |
---|
| 791 | default: xassert(lp != lp); |
---|
| 792 | } |
---|
| 793 | return status; |
---|
| 794 | } |
---|
| 795 | |
---|
| 796 | double lpx_ipt_obj_val(LPX *lp) |
---|
| 797 | { /* retrieve objective value (interior point) */ |
---|
| 798 | return glp_ipt_obj_val(lp); |
---|
| 799 | } |
---|
| 800 | |
---|
| 801 | double lpx_ipt_row_prim(LPX *lp, int i) |
---|
| 802 | { /* retrieve row primal value (interior point) */ |
---|
| 803 | return glp_ipt_row_prim(lp, i); |
---|
| 804 | } |
---|
| 805 | |
---|
| 806 | double lpx_ipt_row_dual(LPX *lp, int i) |
---|
| 807 | { /* retrieve row dual value (interior point) */ |
---|
| 808 | return glp_ipt_row_dual(lp, i); |
---|
| 809 | } |
---|
| 810 | |
---|
| 811 | double lpx_ipt_col_prim(LPX *lp, int j) |
---|
| 812 | { /* retrieve column primal value (interior point) */ |
---|
| 813 | return glp_ipt_col_prim(lp, j); |
---|
| 814 | } |
---|
| 815 | |
---|
| 816 | double lpx_ipt_col_dual(LPX *lp, int j) |
---|
| 817 | { /* retrieve column dual value (interior point) */ |
---|
| 818 | return glp_ipt_col_dual(lp, j); |
---|
| 819 | } |
---|
| 820 | |
---|
| 821 | void lpx_set_class(LPX *lp, int klass) |
---|
| 822 | { /* set problem class */ |
---|
| 823 | xassert(lp == lp); |
---|
| 824 | if (!(klass == LPX_LP || klass == LPX_MIP)) |
---|
| 825 | xerror("lpx_set_class: invalid problem class\n"); |
---|
| 826 | return; |
---|
| 827 | } |
---|
| 828 | |
---|
| 829 | int lpx_get_class(LPX *lp) |
---|
| 830 | { /* determine problem klass */ |
---|
| 831 | return glp_get_num_int(lp) == 0 ? LPX_LP : LPX_MIP; |
---|
| 832 | } |
---|
| 833 | |
---|
| 834 | void lpx_set_col_kind(LPX *lp, int j, int kind) |
---|
| 835 | { /* set (change) column kind */ |
---|
| 836 | glp_set_col_kind(lp, j, kind - LPX_CV + GLP_CV); |
---|
| 837 | return; |
---|
| 838 | } |
---|
| 839 | |
---|
| 840 | int lpx_get_col_kind(LPX *lp, int j) |
---|
| 841 | { /* retrieve column kind */ |
---|
| 842 | return glp_get_col_kind(lp, j) == GLP_CV ? LPX_CV : LPX_IV; |
---|
| 843 | } |
---|
| 844 | |
---|
| 845 | int lpx_get_num_int(LPX *lp) |
---|
| 846 | { /* retrieve number of integer columns */ |
---|
| 847 | return glp_get_num_int(lp); |
---|
| 848 | } |
---|
| 849 | |
---|
| 850 | int lpx_get_num_bin(LPX *lp) |
---|
| 851 | { /* retrieve number of binary columns */ |
---|
| 852 | return glp_get_num_bin(lp); |
---|
| 853 | } |
---|
| 854 | |
---|
| 855 | static int solve_mip(LPX *lp, int presolve) |
---|
| 856 | { glp_iocp parm; |
---|
| 857 | int ret; |
---|
| 858 | glp_init_iocp(&parm); |
---|
| 859 | switch (lpx_get_int_parm(lp, LPX_K_MSGLEV)) |
---|
| 860 | { case 0: parm.msg_lev = GLP_MSG_OFF; break; |
---|
| 861 | case 1: parm.msg_lev = GLP_MSG_ERR; break; |
---|
| 862 | case 2: parm.msg_lev = GLP_MSG_ON; break; |
---|
| 863 | case 3: parm.msg_lev = GLP_MSG_ALL; break; |
---|
| 864 | default: xassert(lp != lp); |
---|
| 865 | } |
---|
| 866 | switch (lpx_get_int_parm(lp, LPX_K_BRANCH)) |
---|
| 867 | { case 0: parm.br_tech = GLP_BR_FFV; break; |
---|
| 868 | case 1: parm.br_tech = GLP_BR_LFV; break; |
---|
| 869 | case 2: parm.br_tech = GLP_BR_DTH; break; |
---|
| 870 | case 3: parm.br_tech = GLP_BR_MFV; break; |
---|
| 871 | default: xassert(lp != lp); |
---|
| 872 | } |
---|
| 873 | switch (lpx_get_int_parm(lp, LPX_K_BTRACK)) |
---|
| 874 | { case 0: parm.bt_tech = GLP_BT_DFS; break; |
---|
| 875 | case 1: parm.bt_tech = GLP_BT_BFS; break; |
---|
| 876 | case 2: parm.bt_tech = GLP_BT_BPH; break; |
---|
| 877 | case 3: parm.bt_tech = GLP_BT_BLB; break; |
---|
| 878 | default: xassert(lp != lp); |
---|
| 879 | } |
---|
| 880 | parm.tol_int = lpx_get_real_parm(lp, LPX_K_TOLINT); |
---|
| 881 | parm.tol_obj = lpx_get_real_parm(lp, LPX_K_TOLOBJ); |
---|
| 882 | if (lpx_get_real_parm(lp, LPX_K_TMLIM) < 0.0 || |
---|
| 883 | lpx_get_real_parm(lp, LPX_K_TMLIM) > 1e6) |
---|
| 884 | parm.tm_lim = INT_MAX; |
---|
| 885 | else |
---|
| 886 | parm.tm_lim = |
---|
| 887 | (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_TMLIM)); |
---|
| 888 | parm.mip_gap = lpx_get_real_parm(lp, LPX_K_MIPGAP); |
---|
| 889 | if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_GOMORY) |
---|
| 890 | parm.gmi_cuts = GLP_ON; |
---|
| 891 | else |
---|
| 892 | parm.gmi_cuts = GLP_OFF; |
---|
| 893 | if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_MIR) |
---|
| 894 | parm.mir_cuts = GLP_ON; |
---|
| 895 | else |
---|
| 896 | parm.mir_cuts = GLP_OFF; |
---|
| 897 | if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_COVER) |
---|
| 898 | parm.cov_cuts = GLP_ON; |
---|
| 899 | else |
---|
| 900 | parm.cov_cuts = GLP_OFF; |
---|
| 901 | if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_CLIQUE) |
---|
| 902 | parm.clq_cuts = GLP_ON; |
---|
| 903 | else |
---|
| 904 | parm.clq_cuts = GLP_OFF; |
---|
| 905 | parm.presolve = presolve; |
---|
| 906 | if (lpx_get_int_parm(lp, LPX_K_BINARIZE)) |
---|
| 907 | parm.binarize = GLP_ON; |
---|
| 908 | ret = glp_intopt(lp, &parm); |
---|
| 909 | switch (ret) |
---|
| 910 | { case 0: ret = LPX_E_OK; break; |
---|
| 911 | case GLP_ENOPFS: ret = LPX_E_NOPFS; break; |
---|
| 912 | case GLP_ENODFS: ret = LPX_E_NODFS; break; |
---|
| 913 | case GLP_EBOUND: |
---|
| 914 | case GLP_EROOT: ret = LPX_E_FAULT; break; |
---|
| 915 | case GLP_EFAIL: ret = LPX_E_SING; break; |
---|
| 916 | case GLP_EMIPGAP: ret = LPX_E_MIPGAP; break; |
---|
| 917 | case GLP_ETMLIM: ret = LPX_E_TMLIM; break; |
---|
| 918 | default: xassert(ret != ret); |
---|
| 919 | } |
---|
| 920 | return ret; |
---|
| 921 | } |
---|
| 922 | |
---|
| 923 | int lpx_integer(LPX *lp) |
---|
| 924 | { /* easy-to-use driver to the branch-and-bound method */ |
---|
| 925 | return solve_mip(lp, GLP_OFF); |
---|
| 926 | } |
---|
| 927 | |
---|
| 928 | int lpx_intopt(LPX *lp) |
---|
| 929 | { /* easy-to-use driver to the branch-and-bound method */ |
---|
| 930 | return solve_mip(lp, GLP_ON); |
---|
| 931 | } |
---|
| 932 | |
---|
| 933 | int lpx_mip_status(glp_prob *lp) |
---|
| 934 | { /* retrieve status of MIP solution */ |
---|
| 935 | int status; |
---|
| 936 | switch (glp_mip_status(lp)) |
---|
| 937 | { case GLP_UNDEF: status = LPX_I_UNDEF; break; |
---|
| 938 | case GLP_OPT: status = LPX_I_OPT; break; |
---|
| 939 | case GLP_FEAS: status = LPX_I_FEAS; break; |
---|
| 940 | case GLP_NOFEAS: status = LPX_I_NOFEAS; break; |
---|
| 941 | default: xassert(lp != lp); |
---|
| 942 | } |
---|
| 943 | return status; |
---|
| 944 | } |
---|
| 945 | |
---|
| 946 | double lpx_mip_obj_val(LPX *lp) |
---|
| 947 | { /* retrieve objective value (MIP solution) */ |
---|
| 948 | return glp_mip_obj_val(lp); |
---|
| 949 | } |
---|
| 950 | |
---|
| 951 | double lpx_mip_row_val(LPX *lp, int i) |
---|
| 952 | { /* retrieve row value (MIP solution) */ |
---|
| 953 | return glp_mip_row_val(lp, i); |
---|
| 954 | } |
---|
| 955 | |
---|
| 956 | double lpx_mip_col_val(LPX *lp, int j) |
---|
| 957 | { /* retrieve column value (MIP solution) */ |
---|
| 958 | return glp_mip_col_val(lp, j); |
---|
| 959 | } |
---|
| 960 | |
---|
| 961 | void lpx_check_int(LPX *lp, LPXKKT *kkt) |
---|
| 962 | { /* check integer feasibility conditions */ |
---|
| 963 | int ae_ind, re_ind; |
---|
| 964 | double ae_max, re_max; |
---|
| 965 | _glp_check_kkt(lp, GLP_MIP, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, |
---|
| 966 | &re_ind); |
---|
| 967 | kkt->pe_ae_max = ae_max; |
---|
| 968 | kkt->pe_ae_row = ae_ind; |
---|
| 969 | kkt->pe_re_max = re_max; |
---|
| 970 | kkt->pe_re_row = re_ind; |
---|
| 971 | if (re_max <= 1e-9) |
---|
| 972 | kkt->pe_quality = 'H'; |
---|
| 973 | else if (re_max <= 1e-6) |
---|
| 974 | kkt->pe_quality = 'M'; |
---|
| 975 | else if (re_max <= 1e-3) |
---|
| 976 | kkt->pe_quality = 'L'; |
---|
| 977 | else |
---|
| 978 | kkt->pe_quality = '?'; |
---|
| 979 | _glp_check_kkt(lp, GLP_MIP, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, |
---|
| 980 | &re_ind); |
---|
| 981 | kkt->pb_ae_max = ae_max; |
---|
| 982 | kkt->pb_ae_ind = ae_ind; |
---|
| 983 | kkt->pb_re_max = re_max; |
---|
| 984 | kkt->pb_re_ind = re_ind; |
---|
| 985 | if (re_max <= 1e-9) |
---|
| 986 | kkt->pb_quality = 'H'; |
---|
| 987 | else if (re_max <= 1e-6) |
---|
| 988 | kkt->pb_quality = 'M'; |
---|
| 989 | else if (re_max <= 1e-3) |
---|
| 990 | kkt->pb_quality = 'L'; |
---|
| 991 | else |
---|
| 992 | kkt->pb_quality = '?'; |
---|
| 993 | return; |
---|
| 994 | } |
---|
| 995 | |
---|
| 996 | #if 1 /* 17/XI-2009 */ |
---|
| 997 | static void reset_parms(LPX *lp) |
---|
| 998 | { /* reset control parameters to default values */ |
---|
| 999 | struct LPXCPS *cps = lp->parms; |
---|
| 1000 | xassert(cps != NULL); |
---|
| 1001 | cps->msg_lev = 3; |
---|
| 1002 | cps->scale = 1; |
---|
| 1003 | cps->dual = 0; |
---|
| 1004 | cps->price = 1; |
---|
| 1005 | cps->relax = 0.07; |
---|
| 1006 | cps->tol_bnd = 1e-7; |
---|
| 1007 | cps->tol_dj = 1e-7; |
---|
| 1008 | cps->tol_piv = 1e-9; |
---|
| 1009 | cps->round = 0; |
---|
| 1010 | cps->obj_ll = -DBL_MAX; |
---|
| 1011 | cps->obj_ul = +DBL_MAX; |
---|
| 1012 | cps->it_lim = -1; |
---|
| 1013 | #if 0 /* 02/XII-2010 */ |
---|
| 1014 | lp->it_cnt = 0; |
---|
| 1015 | #endif |
---|
| 1016 | cps->tm_lim = -1.0; |
---|
| 1017 | cps->out_frq = 200; |
---|
| 1018 | cps->out_dly = 0.0; |
---|
| 1019 | cps->branch = 2; |
---|
| 1020 | cps->btrack = 3; |
---|
| 1021 | cps->tol_int = 1e-5; |
---|
| 1022 | cps->tol_obj = 1e-7; |
---|
| 1023 | cps->mps_info = 1; |
---|
| 1024 | cps->mps_obj = 2; |
---|
| 1025 | cps->mps_orig = 0; |
---|
| 1026 | cps->mps_wide = 1; |
---|
| 1027 | cps->mps_free = 0; |
---|
| 1028 | cps->mps_skip = 0; |
---|
| 1029 | cps->lpt_orig = 0; |
---|
| 1030 | cps->presol = 0; |
---|
| 1031 | cps->binarize = 0; |
---|
| 1032 | cps->use_cuts = 0; |
---|
| 1033 | cps->mip_gap = 0.0; |
---|
| 1034 | return; |
---|
| 1035 | } |
---|
| 1036 | #endif |
---|
| 1037 | |
---|
| 1038 | #if 1 /* 17/XI-2009 */ |
---|
| 1039 | static struct LPXCPS *access_parms(LPX *lp) |
---|
| 1040 | { /* allocate and initialize control parameters, if necessary */ |
---|
| 1041 | if (lp->parms == NULL) |
---|
| 1042 | { lp->parms = xmalloc(sizeof(struct LPXCPS)); |
---|
| 1043 | reset_parms(lp); |
---|
| 1044 | } |
---|
| 1045 | return lp->parms; |
---|
| 1046 | } |
---|
| 1047 | #endif |
---|
| 1048 | |
---|
| 1049 | #if 1 /* 17/XI-2009 */ |
---|
| 1050 | void lpx_reset_parms(LPX *lp) |
---|
| 1051 | { /* reset control parameters to default values */ |
---|
| 1052 | access_parms(lp); |
---|
| 1053 | reset_parms(lp); |
---|
| 1054 | return; |
---|
| 1055 | } |
---|
| 1056 | #endif |
---|
| 1057 | |
---|
| 1058 | void lpx_set_int_parm(LPX *lp, int parm, int val) |
---|
| 1059 | { /* set (change) integer control parameter */ |
---|
| 1060 | #if 0 /* 17/XI-2009 */ |
---|
| 1061 | struct LPXCPS *cps = lp->cps; |
---|
| 1062 | #else |
---|
| 1063 | struct LPXCPS *cps = access_parms(lp); |
---|
| 1064 | #endif |
---|
| 1065 | switch (parm) |
---|
| 1066 | { case LPX_K_MSGLEV: |
---|
| 1067 | if (!(0 <= val && val <= 3)) |
---|
| 1068 | xerror("lpx_set_int_parm: MSGLEV = %d; invalid value\n", |
---|
| 1069 | val); |
---|
| 1070 | cps->msg_lev = val; |
---|
| 1071 | break; |
---|
| 1072 | case LPX_K_SCALE: |
---|
| 1073 | if (!(0 <= val && val <= 3)) |
---|
| 1074 | xerror("lpx_set_int_parm: SCALE = %d; invalid value\n", |
---|
| 1075 | val); |
---|
| 1076 | cps->scale = val; |
---|
| 1077 | break; |
---|
| 1078 | case LPX_K_DUAL: |
---|
| 1079 | if (!(val == 0 || val == 1)) |
---|
| 1080 | xerror("lpx_set_int_parm: DUAL = %d; invalid value\n", |
---|
| 1081 | val); |
---|
| 1082 | cps->dual = val; |
---|
| 1083 | break; |
---|
| 1084 | case LPX_K_PRICE: |
---|
| 1085 | if (!(val == 0 || val == 1)) |
---|
| 1086 | xerror("lpx_set_int_parm: PRICE = %d; invalid value\n", |
---|
| 1087 | val); |
---|
| 1088 | cps->price = val; |
---|
| 1089 | break; |
---|
| 1090 | case LPX_K_ROUND: |
---|
| 1091 | if (!(val == 0 || val == 1)) |
---|
| 1092 | xerror("lpx_set_int_parm: ROUND = %d; invalid value\n", |
---|
| 1093 | val); |
---|
| 1094 | cps->round = val; |
---|
| 1095 | break; |
---|
| 1096 | case LPX_K_ITLIM: |
---|
| 1097 | cps->it_lim = val; |
---|
| 1098 | break; |
---|
| 1099 | case LPX_K_ITCNT: |
---|
| 1100 | lp->it_cnt = val; |
---|
| 1101 | break; |
---|
| 1102 | case LPX_K_OUTFRQ: |
---|
| 1103 | if (!(val > 0)) |
---|
| 1104 | xerror("lpx_set_int_parm: OUTFRQ = %d; invalid value\n", |
---|
| 1105 | val); |
---|
| 1106 | cps->out_frq = val; |
---|
| 1107 | break; |
---|
| 1108 | case LPX_K_BRANCH: |
---|
| 1109 | if (!(val == 0 || val == 1 || val == 2 || val == 3)) |
---|
| 1110 | xerror("lpx_set_int_parm: BRANCH = %d; invalid value\n", |
---|
| 1111 | val); |
---|
| 1112 | cps->branch = val; |
---|
| 1113 | break; |
---|
| 1114 | case LPX_K_BTRACK: |
---|
| 1115 | if (!(val == 0 || val == 1 || val == 2 || val == 3)) |
---|
| 1116 | xerror("lpx_set_int_parm: BTRACK = %d; invalid value\n", |
---|
| 1117 | val); |
---|
| 1118 | cps->btrack = val; |
---|
| 1119 | break; |
---|
| 1120 | case LPX_K_MPSINFO: |
---|
| 1121 | if (!(val == 0 || val == 1)) |
---|
| 1122 | xerror("lpx_set_int_parm: MPSINFO = %d; invalid value\n", |
---|
| 1123 | val); |
---|
| 1124 | cps->mps_info = val; |
---|
| 1125 | break; |
---|
| 1126 | case LPX_K_MPSOBJ: |
---|
| 1127 | if (!(val == 0 || val == 1 || val == 2)) |
---|
| 1128 | xerror("lpx_set_int_parm: MPSOBJ = %d; invalid value\n", |
---|
| 1129 | val); |
---|
| 1130 | cps->mps_obj = val; |
---|
| 1131 | break; |
---|
| 1132 | case LPX_K_MPSORIG: |
---|
| 1133 | if (!(val == 0 || val == 1)) |
---|
| 1134 | xerror("lpx_set_int_parm: MPSORIG = %d; invalid value\n", |
---|
| 1135 | val); |
---|
| 1136 | cps->mps_orig = val; |
---|
| 1137 | break; |
---|
| 1138 | case LPX_K_MPSWIDE: |
---|
| 1139 | if (!(val == 0 || val == 1)) |
---|
| 1140 | xerror("lpx_set_int_parm: MPSWIDE = %d; invalid value\n", |
---|
| 1141 | val); |
---|
| 1142 | cps->mps_wide = val; |
---|
| 1143 | break; |
---|
| 1144 | case LPX_K_MPSFREE: |
---|
| 1145 | if (!(val == 0 || val == 1)) |
---|
| 1146 | xerror("lpx_set_int_parm: MPSFREE = %d; invalid value\n", |
---|
| 1147 | val); |
---|
| 1148 | cps->mps_free = val; |
---|
| 1149 | break; |
---|
| 1150 | case LPX_K_MPSSKIP: |
---|
| 1151 | if (!(val == 0 || val == 1)) |
---|
| 1152 | xerror("lpx_set_int_parm: MPSSKIP = %d; invalid value\n", |
---|
| 1153 | val); |
---|
| 1154 | cps->mps_skip = val; |
---|
| 1155 | break; |
---|
| 1156 | case LPX_K_LPTORIG: |
---|
| 1157 | if (!(val == 0 || val == 1)) |
---|
| 1158 | xerror("lpx_set_int_parm: LPTORIG = %d; invalid value\n", |
---|
| 1159 | val); |
---|
| 1160 | cps->lpt_orig = val; |
---|
| 1161 | break; |
---|
| 1162 | case LPX_K_PRESOL: |
---|
| 1163 | if (!(val == 0 || val == 1)) |
---|
| 1164 | xerror("lpx_set_int_parm: PRESOL = %d; invalid value\n", |
---|
| 1165 | val); |
---|
| 1166 | cps->presol = val; |
---|
| 1167 | break; |
---|
| 1168 | case LPX_K_BINARIZE: |
---|
| 1169 | if (!(val == 0 || val == 1)) |
---|
| 1170 | xerror("lpx_set_int_parm: BINARIZE = %d; invalid value\n" |
---|
| 1171 | , val); |
---|
| 1172 | cps->binarize = val; |
---|
| 1173 | break; |
---|
| 1174 | case LPX_K_USECUTS: |
---|
| 1175 | if (val & ~LPX_C_ALL) |
---|
| 1176 | xerror("lpx_set_int_parm: USECUTS = 0x%X; invalid value\n", |
---|
| 1177 | val); |
---|
| 1178 | cps->use_cuts = val; |
---|
| 1179 | break; |
---|
| 1180 | case LPX_K_BFTYPE: |
---|
| 1181 | #if 0 |
---|
| 1182 | if (!(1 <= val && val <= 3)) |
---|
| 1183 | xerror("lpx_set_int_parm: BFTYPE = %d; invalid value\n", |
---|
| 1184 | val); |
---|
| 1185 | cps->bf_type = val; |
---|
| 1186 | #else |
---|
| 1187 | { glp_bfcp parm; |
---|
| 1188 | glp_get_bfcp(lp, &parm); |
---|
| 1189 | switch (val) |
---|
| 1190 | { case 1: |
---|
| 1191 | parm.type = GLP_BF_FT; break; |
---|
| 1192 | case 2: |
---|
| 1193 | parm.type = GLP_BF_BG; break; |
---|
| 1194 | case 3: |
---|
| 1195 | parm.type = GLP_BF_GR; break; |
---|
| 1196 | default: |
---|
| 1197 | xerror("lpx_set_int_parm: BFTYPE = %d; invalid val" |
---|
| 1198 | "ue\n", val); |
---|
| 1199 | } |
---|
| 1200 | glp_set_bfcp(lp, &parm); |
---|
| 1201 | } |
---|
| 1202 | #endif |
---|
| 1203 | break; |
---|
| 1204 | default: |
---|
| 1205 | xerror("lpx_set_int_parm: parm = %d; invalid parameter\n", |
---|
| 1206 | parm); |
---|
| 1207 | } |
---|
| 1208 | return; |
---|
| 1209 | } |
---|
| 1210 | |
---|
| 1211 | int lpx_get_int_parm(LPX *lp, int parm) |
---|
| 1212 | { /* query integer control parameter */ |
---|
| 1213 | #if 0 /* 17/XI-2009 */ |
---|
| 1214 | struct LPXCPS *cps = lp->cps; |
---|
| 1215 | #else |
---|
| 1216 | struct LPXCPS *cps = access_parms(lp); |
---|
| 1217 | #endif |
---|
| 1218 | int val = 0; |
---|
| 1219 | switch (parm) |
---|
| 1220 | { case LPX_K_MSGLEV: |
---|
| 1221 | val = cps->msg_lev; break; |
---|
| 1222 | case LPX_K_SCALE: |
---|
| 1223 | val = cps->scale; break; |
---|
| 1224 | case LPX_K_DUAL: |
---|
| 1225 | val = cps->dual; break; |
---|
| 1226 | case LPX_K_PRICE: |
---|
| 1227 | val = cps->price; break; |
---|
| 1228 | case LPX_K_ROUND: |
---|
| 1229 | val = cps->round; break; |
---|
| 1230 | case LPX_K_ITLIM: |
---|
| 1231 | val = cps->it_lim; break; |
---|
| 1232 | case LPX_K_ITCNT: |
---|
| 1233 | val = lp->it_cnt; break; |
---|
| 1234 | case LPX_K_OUTFRQ: |
---|
| 1235 | val = cps->out_frq; break; |
---|
| 1236 | case LPX_K_BRANCH: |
---|
| 1237 | val = cps->branch; break; |
---|
| 1238 | case LPX_K_BTRACK: |
---|
| 1239 | val = cps->btrack; break; |
---|
| 1240 | case LPX_K_MPSINFO: |
---|
| 1241 | val = cps->mps_info; break; |
---|
| 1242 | case LPX_K_MPSOBJ: |
---|
| 1243 | val = cps->mps_obj; break; |
---|
| 1244 | case LPX_K_MPSORIG: |
---|
| 1245 | val = cps->mps_orig; break; |
---|
| 1246 | case LPX_K_MPSWIDE: |
---|
| 1247 | val = cps->mps_wide; break; |
---|
| 1248 | case LPX_K_MPSFREE: |
---|
| 1249 | val = cps->mps_free; break; |
---|
| 1250 | case LPX_K_MPSSKIP: |
---|
| 1251 | val = cps->mps_skip; break; |
---|
| 1252 | case LPX_K_LPTORIG: |
---|
| 1253 | val = cps->lpt_orig; break; |
---|
| 1254 | case LPX_K_PRESOL: |
---|
| 1255 | val = cps->presol; break; |
---|
| 1256 | case LPX_K_BINARIZE: |
---|
| 1257 | val = cps->binarize; break; |
---|
| 1258 | case LPX_K_USECUTS: |
---|
| 1259 | val = cps->use_cuts; break; |
---|
| 1260 | case LPX_K_BFTYPE: |
---|
| 1261 | #if 0 |
---|
| 1262 | val = cps->bf_type; break; |
---|
| 1263 | #else |
---|
| 1264 | { glp_bfcp parm; |
---|
| 1265 | glp_get_bfcp(lp, &parm); |
---|
| 1266 | switch (parm.type) |
---|
| 1267 | { case GLP_BF_FT: |
---|
| 1268 | val = 1; break; |
---|
| 1269 | case GLP_BF_BG: |
---|
| 1270 | val = 2; break; |
---|
| 1271 | case GLP_BF_GR: |
---|
| 1272 | val = 3; break; |
---|
| 1273 | default: |
---|
| 1274 | xassert(lp != lp); |
---|
| 1275 | } |
---|
| 1276 | } |
---|
| 1277 | break; |
---|
| 1278 | #endif |
---|
| 1279 | default: |
---|
| 1280 | xerror("lpx_get_int_parm: parm = %d; invalid parameter\n", |
---|
| 1281 | parm); |
---|
| 1282 | } |
---|
| 1283 | return val; |
---|
| 1284 | } |
---|
| 1285 | |
---|
| 1286 | void lpx_set_real_parm(LPX *lp, int parm, double val) |
---|
| 1287 | { /* set (change) real control parameter */ |
---|
| 1288 | #if 0 /* 17/XI-2009 */ |
---|
| 1289 | struct LPXCPS *cps = lp->cps; |
---|
| 1290 | #else |
---|
| 1291 | struct LPXCPS *cps = access_parms(lp); |
---|
| 1292 | #endif |
---|
| 1293 | switch (parm) |
---|
| 1294 | { case LPX_K_RELAX: |
---|
| 1295 | if (!(0.0 <= val && val <= 1.0)) |
---|
| 1296 | xerror("lpx_set_real_parm: RELAX = %g; invalid value\n", |
---|
| 1297 | val); |
---|
| 1298 | cps->relax = val; |
---|
| 1299 | break; |
---|
| 1300 | case LPX_K_TOLBND: |
---|
| 1301 | if (!(DBL_EPSILON <= val && val <= 0.001)) |
---|
| 1302 | xerror("lpx_set_real_parm: TOLBND = %g; invalid value\n", |
---|
| 1303 | val); |
---|
| 1304 | #if 0 |
---|
| 1305 | if (cps->tol_bnd > val) |
---|
| 1306 | { /* invalidate the basic solution */ |
---|
| 1307 | lp->p_stat = LPX_P_UNDEF; |
---|
| 1308 | lp->d_stat = LPX_D_UNDEF; |
---|
| 1309 | } |
---|
| 1310 | #endif |
---|
| 1311 | cps->tol_bnd = val; |
---|
| 1312 | break; |
---|
| 1313 | case LPX_K_TOLDJ: |
---|
| 1314 | if (!(DBL_EPSILON <= val && val <= 0.001)) |
---|
| 1315 | xerror("lpx_set_real_parm: TOLDJ = %g; invalid value\n", |
---|
| 1316 | val); |
---|
| 1317 | #if 0 |
---|
| 1318 | if (cps->tol_dj > val) |
---|
| 1319 | { /* invalidate the basic solution */ |
---|
| 1320 | lp->p_stat = LPX_P_UNDEF; |
---|
| 1321 | lp->d_stat = LPX_D_UNDEF; |
---|
| 1322 | } |
---|
| 1323 | #endif |
---|
| 1324 | cps->tol_dj = val; |
---|
| 1325 | break; |
---|
| 1326 | case LPX_K_TOLPIV: |
---|
| 1327 | if (!(DBL_EPSILON <= val && val <= 0.001)) |
---|
| 1328 | xerror("lpx_set_real_parm: TOLPIV = %g; invalid value\n", |
---|
| 1329 | val); |
---|
| 1330 | cps->tol_piv = val; |
---|
| 1331 | break; |
---|
| 1332 | case LPX_K_OBJLL: |
---|
| 1333 | cps->obj_ll = val; |
---|
| 1334 | break; |
---|
| 1335 | case LPX_K_OBJUL: |
---|
| 1336 | cps->obj_ul = val; |
---|
| 1337 | break; |
---|
| 1338 | case LPX_K_TMLIM: |
---|
| 1339 | cps->tm_lim = val; |
---|
| 1340 | break; |
---|
| 1341 | case LPX_K_OUTDLY: |
---|
| 1342 | cps->out_dly = val; |
---|
| 1343 | break; |
---|
| 1344 | case LPX_K_TOLINT: |
---|
| 1345 | if (!(DBL_EPSILON <= val && val <= 0.001)) |
---|
| 1346 | xerror("lpx_set_real_parm: TOLINT = %g; invalid value\n", |
---|
| 1347 | val); |
---|
| 1348 | cps->tol_int = val; |
---|
| 1349 | break; |
---|
| 1350 | case LPX_K_TOLOBJ: |
---|
| 1351 | if (!(DBL_EPSILON <= val && val <= 0.001)) |
---|
| 1352 | xerror("lpx_set_real_parm: TOLOBJ = %g; invalid value\n", |
---|
| 1353 | val); |
---|
| 1354 | cps->tol_obj = val; |
---|
| 1355 | break; |
---|
| 1356 | case LPX_K_MIPGAP: |
---|
| 1357 | if (val < 0.0) |
---|
| 1358 | xerror("lpx_set_real_parm: MIPGAP = %g; invalid value\n", |
---|
| 1359 | val); |
---|
| 1360 | cps->mip_gap = val; |
---|
| 1361 | break; |
---|
| 1362 | default: |
---|
| 1363 | xerror("lpx_set_real_parm: parm = %d; invalid parameter\n", |
---|
| 1364 | parm); |
---|
| 1365 | } |
---|
| 1366 | return; |
---|
| 1367 | } |
---|
| 1368 | |
---|
| 1369 | double lpx_get_real_parm(LPX *lp, int parm) |
---|
| 1370 | { /* query real control parameter */ |
---|
| 1371 | #if 0 /* 17/XI-2009 */ |
---|
| 1372 | struct LPXCPS *cps = lp->cps; |
---|
| 1373 | #else |
---|
| 1374 | struct LPXCPS *cps = access_parms(lp); |
---|
| 1375 | #endif |
---|
| 1376 | double val = 0.0; |
---|
| 1377 | switch (parm) |
---|
| 1378 | { case LPX_K_RELAX: |
---|
| 1379 | val = cps->relax; |
---|
| 1380 | break; |
---|
| 1381 | case LPX_K_TOLBND: |
---|
| 1382 | val = cps->tol_bnd; |
---|
| 1383 | break; |
---|
| 1384 | case LPX_K_TOLDJ: |
---|
| 1385 | val = cps->tol_dj; |
---|
| 1386 | break; |
---|
| 1387 | case LPX_K_TOLPIV: |
---|
| 1388 | val = cps->tol_piv; |
---|
| 1389 | break; |
---|
| 1390 | case LPX_K_OBJLL: |
---|
| 1391 | val = cps->obj_ll; |
---|
| 1392 | break; |
---|
| 1393 | case LPX_K_OBJUL: |
---|
| 1394 | val = cps->obj_ul; |
---|
| 1395 | break; |
---|
| 1396 | case LPX_K_TMLIM: |
---|
| 1397 | val = cps->tm_lim; |
---|
| 1398 | break; |
---|
| 1399 | case LPX_K_OUTDLY: |
---|
| 1400 | val = cps->out_dly; |
---|
| 1401 | break; |
---|
| 1402 | case LPX_K_TOLINT: |
---|
| 1403 | val = cps->tol_int; |
---|
| 1404 | break; |
---|
| 1405 | case LPX_K_TOLOBJ: |
---|
| 1406 | val = cps->tol_obj; |
---|
| 1407 | break; |
---|
| 1408 | case LPX_K_MIPGAP: |
---|
| 1409 | val = cps->mip_gap; |
---|
| 1410 | break; |
---|
| 1411 | default: |
---|
| 1412 | xerror("lpx_get_real_parm: parm = %d; invalid parameter\n", |
---|
| 1413 | parm); |
---|
| 1414 | } |
---|
| 1415 | return val; |
---|
| 1416 | } |
---|
| 1417 | |
---|
| 1418 | LPX *lpx_read_mps(const char *fname) |
---|
| 1419 | { /* read problem data in fixed MPS format */ |
---|
| 1420 | LPX *lp = lpx_create_prob(); |
---|
| 1421 | if (glp_read_mps(lp, GLP_MPS_DECK, NULL, fname)) |
---|
| 1422 | lpx_delete_prob(lp), lp = NULL; |
---|
| 1423 | return lp; |
---|
| 1424 | } |
---|
| 1425 | |
---|
| 1426 | int lpx_write_mps(LPX *lp, const char *fname) |
---|
| 1427 | { /* write problem data in fixed MPS format */ |
---|
| 1428 | return glp_write_mps(lp, GLP_MPS_DECK, NULL, fname); |
---|
| 1429 | } |
---|
| 1430 | |
---|
| 1431 | int lpx_read_bas(LPX *lp, const char *fname) |
---|
| 1432 | { /* read LP basis in fixed MPS format */ |
---|
| 1433 | #if 0 /* 13/IV-2009 */ |
---|
| 1434 | return read_bas(lp, fname); |
---|
| 1435 | #else |
---|
| 1436 | xassert(lp == lp); |
---|
| 1437 | xassert(fname == fname); |
---|
| 1438 | xerror("lpx_read_bas: operation not supported\n"); |
---|
| 1439 | return 0; |
---|
| 1440 | #endif |
---|
| 1441 | } |
---|
| 1442 | |
---|
| 1443 | int lpx_write_bas(LPX *lp, const char *fname) |
---|
| 1444 | { /* write LP basis in fixed MPS format */ |
---|
| 1445 | #if 0 /* 13/IV-2009 */ |
---|
| 1446 | return write_bas(lp, fname); |
---|
| 1447 | #else |
---|
| 1448 | xassert(lp == lp); |
---|
| 1449 | xassert(fname == fname); |
---|
| 1450 | xerror("lpx_write_bas: operation not supported\n"); |
---|
| 1451 | return 0; |
---|
| 1452 | #endif |
---|
| 1453 | } |
---|
| 1454 | |
---|
| 1455 | LPX *lpx_read_freemps(const char *fname) |
---|
| 1456 | { /* read problem data in free MPS format */ |
---|
| 1457 | LPX *lp = lpx_create_prob(); |
---|
| 1458 | if (glp_read_mps(lp, GLP_MPS_FILE, NULL, fname)) |
---|
| 1459 | lpx_delete_prob(lp), lp = NULL; |
---|
| 1460 | return lp; |
---|
| 1461 | } |
---|
| 1462 | |
---|
| 1463 | int lpx_write_freemps(LPX *lp, const char *fname) |
---|
| 1464 | { /* write problem data in free MPS format */ |
---|
| 1465 | return glp_write_mps(lp, GLP_MPS_FILE, NULL, fname); |
---|
| 1466 | } |
---|
| 1467 | |
---|
| 1468 | LPX *lpx_read_cpxlp(const char *fname) |
---|
| 1469 | { /* read problem data in CPLEX LP format */ |
---|
| 1470 | LPX *lp; |
---|
| 1471 | lp = lpx_create_prob(); |
---|
| 1472 | if (glp_read_lp(lp, NULL, fname)) |
---|
| 1473 | lpx_delete_prob(lp), lp = NULL; |
---|
| 1474 | return lp; |
---|
| 1475 | } |
---|
| 1476 | |
---|
| 1477 | int lpx_write_cpxlp(LPX *lp, const char *fname) |
---|
| 1478 | { /* write problem data in CPLEX LP format */ |
---|
| 1479 | return glp_write_lp(lp, NULL, fname); |
---|
| 1480 | } |
---|
| 1481 | |
---|
| 1482 | LPX *lpx_read_model(const char *model, const char *data, const char |
---|
| 1483 | *output) |
---|
| 1484 | { /* read LP/MIP model written in GNU MathProg language */ |
---|
| 1485 | LPX *lp = NULL; |
---|
| 1486 | glp_tran *tran; |
---|
| 1487 | /* allocate the translator workspace */ |
---|
| 1488 | tran = glp_mpl_alloc_wksp(); |
---|
| 1489 | /* read model section and optional data section */ |
---|
| 1490 | if (glp_mpl_read_model(tran, model, data != NULL)) goto done; |
---|
| 1491 | /* read separate data section, if required */ |
---|
| 1492 | if (data != NULL) |
---|
| 1493 | if (glp_mpl_read_data(tran, data)) goto done; |
---|
| 1494 | /* generate the model */ |
---|
| 1495 | if (glp_mpl_generate(tran, output)) goto done; |
---|
| 1496 | /* build the problem instance from the model */ |
---|
| 1497 | lp = glp_create_prob(); |
---|
| 1498 | glp_mpl_build_prob(tran, lp); |
---|
| 1499 | done: /* free the translator workspace */ |
---|
| 1500 | glp_mpl_free_wksp(tran); |
---|
| 1501 | /* bring the problem object to the calling program */ |
---|
| 1502 | return lp; |
---|
| 1503 | } |
---|
| 1504 | |
---|
| 1505 | int lpx_print_prob(LPX *lp, const char *fname) |
---|
| 1506 | { /* write problem data in plain text format */ |
---|
| 1507 | return glp_write_lp(lp, NULL, fname); |
---|
| 1508 | } |
---|
| 1509 | |
---|
| 1510 | int lpx_print_sol(LPX *lp, const char *fname) |
---|
| 1511 | { /* write LP problem solution in printable format */ |
---|
| 1512 | return glp_print_sol(lp, fname); |
---|
| 1513 | } |
---|
| 1514 | |
---|
| 1515 | int lpx_print_sens_bnds(LPX *lp, const char *fname) |
---|
| 1516 | { /* write bounds sensitivity information */ |
---|
| 1517 | if (glp_get_status(lp) == GLP_OPT && !glp_bf_exists(lp)) |
---|
| 1518 | glp_factorize(lp); |
---|
| 1519 | return glp_print_ranges(lp, 0, NULL, 0, fname); |
---|
| 1520 | } |
---|
| 1521 | |
---|
| 1522 | int lpx_print_ips(LPX *lp, const char *fname) |
---|
| 1523 | { /* write interior point solution in printable format */ |
---|
| 1524 | return glp_print_ipt(lp, fname); |
---|
| 1525 | } |
---|
| 1526 | |
---|
| 1527 | int lpx_print_mip(LPX *lp, const char *fname) |
---|
| 1528 | { /* write MIP problem solution in printable format */ |
---|
| 1529 | return glp_print_mip(lp, fname); |
---|
| 1530 | } |
---|
| 1531 | |
---|
| 1532 | int lpx_is_b_avail(glp_prob *lp) |
---|
| 1533 | { /* check if LP basis is available */ |
---|
| 1534 | return glp_bf_exists(lp); |
---|
| 1535 | } |
---|
| 1536 | |
---|
| 1537 | int lpx_main(int argc, const char *argv[]) |
---|
| 1538 | { /* stand-alone LP/MIP solver */ |
---|
| 1539 | return glp_main(argc, argv); |
---|
| 1540 | } |
---|
| 1541 | |
---|
| 1542 | /* eof */ |
---|