source: lemon-0.x/lemon/lp_cplex.cc @ 1460:7c58aabb9eea

/* -*- C++ -*-
 * lemon/lp_cplex.cc - Part of LEMON, a generic C++ optimization library
 *
 * Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
 * (Egervary Research Group on Combinatorial Optimization, EGRES).
 *
 * Permission to use, modify and distribute this software is granted
 * provided that this copyright notice appears in all copies. For
 * precise terms see the accompanying LICENSE file.
 *
 * This software is provided "AS IS" with no warranty of any kind,
 * express or implied, and with no claim as to its suitability for any
 * purpose.
 *
 */
#include <iostream>
#include<lemon/lp_cplex.h>

///\file
///\brief Implementation of the LEMON-CPLEX lp solver interface.
namespace lemon {
  
  LpCplex::LpCplex() : LpSolverBase() {

    //    env = CPXopenCPLEXdevelop(&status);     
    env = CPXopenCPLEX(&status);     
    lp = CPXcreateprob(env, &status, "LP problem");
  }
  
  LpCplex::~LpCplex() {
    CPXfreeprob(env,&lp); 
    CPXcloseCPLEX(&env); 
  }
  
  LpSolverBase &LpCplex::_newLp() 
  {
    //The first approach opens a new environment
    LpCplex* newlp=new LpCplex();
    return *newlp;
  }

  LpSolverBase &LpCplex::_copyLp() {
    //The first approach opens a new environment
    LpCplex* newlp=new LpCplex();
    //The routine CPXcloneprob can be used to create a new CPLEX problem 
    //object and copy all the problem data from an existing problem 
    //object to it. Solution and starting information is not copied.
    newlp->lp = CPXcloneprob (env, lp, &status);
    return *newlp;
  }

  int LpCplex::_addCol()
  {
    int i = CPXgetnumcols (env, lp);
    Value lb[1],ub[1];
    lb[0]=-INF;//-CPX_INFBOUND;
    ub[0]=INF;//CPX_INFBOUND;
    status = CPXnewcols (env, lp, 1, NULL, lb, ub, NULL, NULL);
    return i;
  }

  
  int LpCplex::_addRow() 
  {
    //We want a row that is not constrained
    char sense[1];
    sense[0]='L';//<= constraint
    Value rhs[1];
    rhs[0]=INF;
    int i = CPXgetnumrows (env, lp);
    status = CPXnewrows (env, lp, 1, rhs, sense, NULL, NULL);
    return i;
  }


  void LpCplex::_eraseCol(int i) {
    CPXdelcols (env, lp, i, i);
  }
  
  void LpCplex::_eraseRow(int i) {
    CPXdelrows (env, lp, i, i);
  }

  
  ///\warning Data at index 0 is ignored in the arrays.
  void LpCplex::_setRowCoeffs(int i, 
                              int length,
                              int  const * indices, 
                              Value  const * values )
  {
    int rowlist[length+1];
    int* p=rowlist;
    for (int k=1;k<=length;++k){
      rowlist[k]=i;
    }
    status = CPXchgcoeflist(env, lp, 
                            length, 
                            p+1, 
                            const_cast<int * >(indices+1), 
                            const_cast<Value * >(values+1));
  }
  
  void LpCplex::_setColCoeffs(int i, 
                              int length,
                              int  const * indices, 
                              Value  const * values)
  {
    int collist[length+1];
    int* p=collist;
    for (int k=1;k<=length;++k){
      collist[k]=i;
    }
    status = CPXchgcoeflist(env, lp, 
                            length, 
                            const_cast<int * >(indices+1), 
                            p+1, 
                            const_cast<Value * >(values+1));
  }
  
  void LpCplex::_setCoeff(int row, int col, Value value) 
  {
    CPXchgcoef (env, lp, row, col, value);
  }

  void LpCplex::_setColLowerBound(int i, Value value)
  {
    int indices[1];
    indices[0]=i;
    char lu[1];
    lu[0]='L';
    Value bd[1];
    bd[0]=value;
    status = CPXchgbds (env, lp, 1, indices, lu, bd);
 
  }
  
  void LpCplex::_setColUpperBound(int i, Value value)
  {
    int indices[1];
    indices[0]=i;
    char lu[1];
    lu[0]='U';
    Value bd[1];
    bd[0]=value;
    status = CPXchgbds (env, lp, 1, indices, lu, bd);
  }

  //This will be easier to implement
  void LpCplex::_setRowBounds(int i, Value lb, Value ub)
  {
    //Bad parameter
    if (lb==INF || ub==-INF) {
      //FIXME error
    }
    
    int cnt=1;
    int indices[1];
    indices[0]=i;
    char sense[1];

    if (lb==-INF){
      sense[0]='L';
      CPXchgsense (env, lp, cnt, indices, sense);
      CPXchgcoef (env, lp, i, -1, ub);
      
    }
    else{
      if (ub==INF){
        sense[0]='G';
        CPXchgsense (env, lp, cnt, indices, sense);
        CPXchgcoef (env, lp, i, -1, lb);
      }
      else{
        if (lb == ub){
          sense[0]='E';
          CPXchgsense (env, lp, cnt, indices, sense);
          CPXchgcoef (env, lp, i, -1, lb);
        }
        else{
          sense[0]='R';
          CPXchgsense (env, lp, cnt, indices, sense);
          CPXchgcoef (env, lp, i, -1, lb);
          CPXchgcoef (env, lp, i, -2, ub-lb);     
        }
      }
    }
  }

//   void LpCplex::_setRowLowerBound(int i, Value value)
//   {
//     //Not implemented, obsolete
//   }
  
//   void LpCplex::_setRowUpperBound(int i, Value value)
//   {
//     //Not implemented, obsolete
// //     //TODO Ezt kell meg megirni
// //     //type of the problem
// //     char sense[1];
// //     status = CPXgetsense (env, lp, sense, i, i);
// //     Value rhs[1];
// //     status = CPXgetrhs (env, lp, rhs, i, i);

// //     switch (sense[0]) {
// //     case 'L'://<= constraint
// //       break;
// //     case 'E'://= constraint
// //       break;
// //     case 'G'://>= constraint
// //       break;
// //     case 'R'://ranged constraint
// //       break;
// //     default: ;
// //       //FIXME error
// //     }

// //     status = CPXchgcoef (env, lp, i, -2, value_rng);
//   }
  
  void LpCplex::_setObjCoeff(int i, Value obj_coef)
  {
    CPXchgcoef (env, lp, -1, i, obj_coef);
  }

  void LpCplex::_clearObj()
  {
    for (int i=0;i< CPXgetnumcols (env, lp);++i){
      CPXchgcoef (env, lp, -1, i, 0);
    }
    
  }
  // The routine returns zero unless an error occurred during the
  // optimization. Examples of errors include exhausting available
  // memory (CPXERR_NO_MEMORY) or encountering invalid data in the
  // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a
  // user-specified CPLEX limit, or proving the model infeasible or
  // unbounded, are not considered errors. Note that a zero return
  // value does not necessarily mean that a solution exists. Use query
  // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain
  // further information about the status of the optimization.
  LpCplex::SolveExitStatus LpCplex::_solve()
  {
    //CPX_PARAM_LPMETHOD 
    status = CPXlpopt (env, lp);
    if (status == 0){
      //We want to exclude some cases
      switch (CPXgetstat (env, lp)){
      case CPX_OBJ_LIM:
      case CPX_IT_LIM_FEAS:
      case CPX_IT_LIM_INFEAS:               
      case CPX_TIME_LIM_FEAS:
      case CPX_TIME_LIM_INFEAS:
        return UNSOLVED;
      default:
        return SOLVED; 
      }
    }
    else{
      return UNSOLVED;
    }
  }

  LpCplex::Value LpCplex::_getPrimal(int i)
  {
    Value x;
    CPXgetx (env, lp, &x, i, i);
    return x;
  }
  
  LpCplex::Value LpCplex::_getPrimalValue()
  {
    Value objval;
    //method = CPXgetmethod (env, lp);
    status = CPXgetobjval (env, lp, &objval);
    return objval;
  }
  

//7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!)
// This table lists the statuses, returned by the CPXgetstat() routine, for solutions to LP problems or mixed integer problems. If no solution exists, the return value is zero.

// For Simplex, Barrier  
// 1    CPX_OPTIMAL  
//       Optimal solution found  
// 2    CPX_INFEASIBLE  
//       Problem infeasible  
// 3    CPX_UNBOUNDED  
//       Problem unbounded  
// 4    CPX_OBJ_LIM  
//       Objective limit exceeded in Phase II  
// 5    CPX_IT_LIM_FEAS  
//       Iteration limit exceeded in Phase II  
// 6    CPX_IT_LIM_INFEAS  
//       Iteration limit exceeded in Phase I  
// 7    CPX_TIME_LIM_FEAS  
//       Time limit exceeded in Phase II  
// 8    CPX_TIME_LIM_INFEAS  
//       Time limit exceeded in Phase I  
// 9    CPX_NUM_BEST_FEAS  
//       Problem non-optimal, singularities in Phase II  
// 10   CPX_NUM_BEST_INFEAS  
//       Problem non-optimal, singularities in Phase I  
// 11   CPX_OPTIMAL_INFEAS  
//       Optimal solution found, unscaled infeasibilities  
// 12   CPX_ABORT_FEAS  
//       Aborted in Phase II  
// 13   CPX_ABORT_INFEAS  
//       Aborted in Phase I  
// 14   CPX_ABORT_DUAL_INFEAS  
//       Aborted in barrier, dual infeasible  
// 15   CPX_ABORT_PRIM_INFEAS  
//       Aborted in barrier, primal infeasible  
// 16   CPX_ABORT_PRIM_DUAL_INFEAS  
//       Aborted in barrier, primal and dual infeasible  
// 17   CPX_ABORT_PRIM_DUAL_FEAS  
//       Aborted in barrier, primal and dual feasible  
// 18   CPX_ABORT_CROSSOVER  
//       Aborted in crossover  
// 19   CPX_INForUNBD  
//       Infeasible or unbounded  
// 20   CPX_PIVOT
//       User pivot used
//
//     Ezeket hova tegyem:
// ??case CPX_ABORT_DUAL_INFEAS           
// ??case CPX_ABORT_CROSSOVER             
// ??case CPX_INForUNBD                   
// ??case CPX_PIVOT                       

  LpCplex::SolutionStatus LpCplex::_getPrimalStatus()
  {
    int stat = CPXgetstat (env, lp);
    switch (stat) {
    case 0:
      return UNDEFINED; //Undefined
    case CPX_OPTIMAL://Optimal
      return OPTIMAL;
    case CPX_UNBOUNDED://Unbounded
      return INFINITE;
    case CPX_INFEASIBLE://Infeasible 
 //    case CPX_IT_LIM_INFEAS:
//     case CPX_TIME_LIM_INFEAS:
//     case CPX_NUM_BEST_INFEAS:             
//     case CPX_OPTIMAL_INFEAS:              
//     case CPX_ABORT_INFEAS:                
//     case CPX_ABORT_PRIM_INFEAS:           
//     case CPX_ABORT_PRIM_DUAL_INFEAS:      
      return INFEASIBLE;
//     case CPX_OBJ_LIM:                    
//     case CPX_IT_LIM_FEAS:             
//     case CPX_TIME_LIM_FEAS:                
//     case CPX_NUM_BEST_FEAS:                
//     case CPX_ABORT_FEAS:                  
//     case CPX_ABORT_PRIM_DUAL_FEAS:        
//       return FEASIBLE;
    default:
      return UNDEFINED; //Everything else comes here
      //FIXME error
    }

  }

//9.0-as cplex verzio statusai
// CPX_STAT_ABORT_DUAL_OBJ_LIM
// CPX_STAT_ABORT_IT_LIM
// CPX_STAT_ABORT_OBJ_LIM
// CPX_STAT_ABORT_PRIM_OBJ_LIM
// CPX_STAT_ABORT_TIME_LIM
// CPX_STAT_ABORT_USER
// CPX_STAT_FEASIBLE_RELAXED
// CPX_STAT_INFEASIBLE
// CPX_STAT_INForUNBD
// CPX_STAT_NUM_BEST
// CPX_STAT_OPTIMAL
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED
// CPX_STAT_OPTIMAL_INFEAS
// CPX_STAT_OPTIMAL_RELAXED
// CPX_STAT_UNBOUNDED

  LpCplex::SolutionStatus LpCplex::_getDualStatus()
  {
    int stat = CPXgetstat (env, lp);
    switch (stat) {
    case 0:
      return UNDEFINED; //Undefined
    case CPX_OPTIMAL://Optimal
      return OPTIMAL;
    case CPX_UNBOUNDED:
     return INFEASIBLE;
    default:
      return UNDEFINED; //Everything else comes here
      //FIXME error
    }

 
  LpCplex::ProblemTypes LpCplex::_getProblemType()
  {
    int stat = CPXgetstat (env, lp);
    switch (stat) {
    case CPX_OPTIMAL://Optimal
        return PRIMAL_DUAL_FEASIBLE;
    case CPX_UNBOUNDED:
        return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
//      return PRIMAL_INFEASIBLE_DUAL_FEASIBLE;
//      return PRIMAL_DUAL_INFEASIBLE;

//Seems to be that this is all we can say for sure
    default:
        //In all other cases
        return UNKNOWN;
      //FIXME error
    }


  void LpCplex::_setMax()
  {
    CPXchgobjsen (env, lp, CPX_MAX);
   }
  void LpCplex::_setMin()
  {
    CPXchgobjsen (env, lp, CPX_MIN);
   }
  
} //namespace lemon