1 | /* -*- C++ -*- |
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2 | * lemon/lp_cplex.cc - Part of LEMON, a generic C++ optimization library |
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3 | * |
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4 | * Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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5 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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6 | * |
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7 | * Permission to use, modify and distribute this software is granted |
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8 | * provided that this copyright notice appears in all copies. For |
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9 | * precise terms see the accompanying LICENSE file. |
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10 | * |
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11 | * This software is provided "AS IS" with no warranty of any kind, |
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12 | * express or implied, and with no claim as to its suitability for any |
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13 | * purpose. |
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14 | * |
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15 | */ |
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16 | #include <iostream> |
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17 | #include<lemon/lp_cplex.h> |
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18 | |
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19 | ///\file |
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20 | ///\brief Implementation of the LEMON-CPLEX lp solver interface. |
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21 | namespace lemon { |
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22 | |
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23 | LpCplex::LpCplex() : LpSolverBase() { |
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24 | |
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25 | // env = CPXopenCPLEXdevelop(&status); |
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26 | env = CPXopenCPLEX(&status); |
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27 | lp = CPXcreateprob(env, &status, "LP problem"); |
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28 | } |
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29 | |
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30 | LpCplex::~LpCplex() { |
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31 | CPXfreeprob(env,&lp); |
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32 | CPXcloseCPLEX(&env); |
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33 | } |
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34 | |
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35 | LpSolverBase &LpCplex::_newLp() |
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36 | { |
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37 | //The first approach opens a new environment |
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38 | LpCplex* newlp=new LpCplex(); |
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39 | return *newlp; |
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40 | } |
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41 | |
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42 | LpSolverBase &LpCplex::_copyLp() { |
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43 | //The first approach opens a new environment |
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44 | LpCplex* newlp=new LpCplex(); |
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45 | //The routine CPXcloneprob can be used to create a new CPLEX problem |
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46 | //object and copy all the problem data from an existing problem |
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47 | //object to it. Solution and starting information is not copied. |
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48 | newlp->lp = CPXcloneprob (env, lp, &status); |
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49 | return *newlp; |
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50 | } |
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51 | |
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52 | int LpCplex::_addCol() |
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53 | { |
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54 | int i = CPXgetnumcols (env, lp); |
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55 | Value lb[1],ub[1]; |
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56 | lb[0]=-INF;//-CPX_INFBOUND; |
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57 | ub[0]=INF;//CPX_INFBOUND; |
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58 | status = CPXnewcols (env, lp, 1, NULL, lb, ub, NULL, NULL); |
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59 | return i; |
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60 | } |
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61 | |
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62 | |
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63 | int LpCplex::_addRow() |
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64 | { |
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65 | //We want a row that is not constrained |
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66 | char sense[1]; |
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67 | sense[0]='L';//<= constraint |
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68 | Value rhs[1]; |
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69 | rhs[0]=INF; |
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70 | int i = CPXgetnumrows (env, lp); |
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71 | status = CPXnewrows (env, lp, 1, rhs, sense, NULL, NULL); |
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72 | return i; |
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73 | } |
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74 | |
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75 | |
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76 | void LpCplex::_eraseCol(int i) { |
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77 | CPXdelcols (env, lp, i, i); |
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78 | } |
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79 | |
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80 | void LpCplex::_eraseRow(int i) { |
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81 | CPXdelrows (env, lp, i, i); |
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82 | } |
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83 | |
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84 | |
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85 | ///\warning Data at index 0 is ignored in the arrays. |
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86 | void LpCplex::_setRowCoeffs(int i, |
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87 | int length, |
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88 | int const * indices, |
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89 | Value const * values ) |
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90 | { |
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91 | int rowlist[length+1]; |
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92 | int* p=rowlist; |
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93 | for (int k=1;k<=length;++k){ |
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94 | rowlist[k]=i; |
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95 | } |
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96 | status = CPXchgcoeflist(env, lp, |
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97 | length, |
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98 | p+1, |
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99 | const_cast<int * >(indices+1), |
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100 | const_cast<Value * >(values+1)); |
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101 | } |
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102 | |
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103 | void LpCplex::_setColCoeffs(int i, |
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104 | int length, |
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105 | int const * indices, |
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106 | Value const * values) |
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107 | { |
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108 | int collist[length+1]; |
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109 | int* p=collist; |
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110 | for (int k=1;k<=length;++k){ |
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111 | collist[k]=i; |
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112 | } |
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113 | status = CPXchgcoeflist(env, lp, |
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114 | length, |
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115 | const_cast<int * >(indices+1), |
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116 | p+1, |
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117 | const_cast<Value * >(values+1)); |
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118 | } |
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119 | |
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120 | void LpCplex::_setCoeff(int row, int col, Value value) |
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121 | { |
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122 | CPXchgcoef (env, lp, row, col, value); |
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123 | } |
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124 | |
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125 | void LpCplex::_setColLowerBound(int i, Value value) |
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126 | { |
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127 | int indices[1]; |
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128 | indices[0]=i; |
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129 | char lu[1]; |
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130 | lu[0]='L'; |
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131 | Value bd[1]; |
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132 | bd[0]=value; |
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133 | status = CPXchgbds (env, lp, 1, indices, lu, bd); |
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134 | |
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135 | } |
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136 | |
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137 | void LpCplex::_setColUpperBound(int i, Value value) |
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138 | { |
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139 | int indices[1]; |
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140 | indices[0]=i; |
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141 | char lu[1]; |
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142 | lu[0]='U'; |
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143 | Value bd[1]; |
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144 | bd[0]=value; |
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145 | status = CPXchgbds (env, lp, 1, indices, lu, bd); |
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146 | } |
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147 | |
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148 | //This will be easier to implement |
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149 | void LpCplex::_setRowBounds(int i, Value lb, Value ub) |
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150 | { |
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151 | //Bad parameter |
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152 | if (lb==INF || ub==-INF) { |
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153 | //FIXME error |
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154 | } |
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155 | |
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156 | int cnt=1; |
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157 | int indices[1]; |
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158 | indices[0]=i; |
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159 | char sense[1]; |
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160 | |
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161 | if (lb==-INF){ |
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162 | sense[0]='L'; |
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163 | CPXchgsense (env, lp, cnt, indices, sense); |
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164 | CPXchgcoef (env, lp, i, -1, ub); |
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165 | |
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166 | } |
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167 | else{ |
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168 | if (ub==INF){ |
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169 | sense[0]='G'; |
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170 | CPXchgsense (env, lp, cnt, indices, sense); |
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171 | CPXchgcoef (env, lp, i, -1, lb); |
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172 | } |
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173 | else{ |
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174 | if (lb == ub){ |
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175 | sense[0]='E'; |
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176 | CPXchgsense (env, lp, cnt, indices, sense); |
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177 | CPXchgcoef (env, lp, i, -1, lb); |
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178 | } |
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179 | else{ |
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180 | sense[0]='R'; |
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181 | CPXchgsense (env, lp, cnt, indices, sense); |
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182 | CPXchgcoef (env, lp, i, -1, lb); |
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183 | CPXchgcoef (env, lp, i, -2, ub-lb); |
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184 | } |
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185 | } |
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186 | } |
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187 | } |
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188 | |
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189 | // void LpCplex::_setRowLowerBound(int i, Value value) |
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190 | // { |
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191 | // //Not implemented, obsolete |
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192 | // } |
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193 | |
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194 | // void LpCplex::_setRowUpperBound(int i, Value value) |
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195 | // { |
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196 | // //Not implemented, obsolete |
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197 | // // //TODO Ezt kell meg megirni |
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198 | // // //type of the problem |
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199 | // // char sense[1]; |
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200 | // // status = CPXgetsense (env, lp, sense, i, i); |
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201 | // // Value rhs[1]; |
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202 | // // status = CPXgetrhs (env, lp, rhs, i, i); |
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203 | |
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204 | // // switch (sense[0]) { |
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205 | // // case 'L'://<= constraint |
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206 | // // break; |
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207 | // // case 'E'://= constraint |
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208 | // // break; |
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209 | // // case 'G'://>= constraint |
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210 | // // break; |
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211 | // // case 'R'://ranged constraint |
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212 | // // break; |
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213 | // // default: ; |
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214 | // // //FIXME error |
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215 | // // } |
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216 | |
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217 | // // status = CPXchgcoef (env, lp, i, -2, value_rng); |
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218 | // } |
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219 | |
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220 | void LpCplex::_setObjCoeff(int i, Value obj_coef) |
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221 | { |
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222 | CPXchgcoef (env, lp, -1, i, obj_coef); |
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223 | } |
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224 | |
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225 | void LpCplex::_clearObj() |
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226 | { |
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227 | for (int i=0;i< CPXgetnumcols (env, lp);++i){ |
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228 | CPXchgcoef (env, lp, -1, i, 0); |
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229 | } |
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230 | |
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231 | } |
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232 | // The routine returns zero unless an error occurred during the |
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233 | // optimization. Examples of errors include exhausting available |
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234 | // memory (CPXERR_NO_MEMORY) or encountering invalid data in the |
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235 | // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a |
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236 | // user-specified CPLEX limit, or proving the model infeasible or |
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237 | // unbounded, are not considered errors. Note that a zero return |
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238 | // value does not necessarily mean that a solution exists. Use query |
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239 | // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain |
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240 | // further information about the status of the optimization. |
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241 | LpCplex::SolveExitStatus LpCplex::_solve() |
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242 | { |
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243 | //CPX_PARAM_LPMETHOD |
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244 | status = CPXlpopt (env, lp); |
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245 | if (status == 0){ |
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246 | //We want to exclude some cases |
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247 | switch (CPXgetstat (env, lp)){ |
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248 | case CPX_OBJ_LIM: |
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249 | case CPX_IT_LIM_FEAS: |
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250 | case CPX_IT_LIM_INFEAS: |
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251 | case CPX_TIME_LIM_FEAS: |
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252 | case CPX_TIME_LIM_INFEAS: |
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253 | return UNSOLVED; |
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254 | default: |
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255 | return SOLVED; |
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256 | } |
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257 | } |
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258 | else{ |
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259 | return UNSOLVED; |
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260 | } |
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261 | } |
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262 | |
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263 | LpCplex::Value LpCplex::_getPrimal(int i) |
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264 | { |
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265 | Value x; |
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266 | CPXgetx (env, lp, &x, i, i); |
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267 | return x; |
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268 | } |
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269 | |
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270 | LpCplex::Value LpCplex::_getPrimalValue() |
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271 | { |
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272 | Value objval; |
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273 | //method = CPXgetmethod (env, lp); |
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274 | status = CPXgetobjval (env, lp, &objval); |
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275 | return objval; |
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276 | } |
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277 | |
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278 | |
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279 | //7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!) |
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280 | // 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. |
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281 | |
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282 | // For Simplex, Barrier |
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283 | // 1 CPX_OPTIMAL |
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284 | // Optimal solution found |
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285 | // 2 CPX_INFEASIBLE |
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286 | // Problem infeasible |
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287 | // 3 CPX_UNBOUNDED |
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288 | // Problem unbounded |
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289 | // 4 CPX_OBJ_LIM |
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290 | // Objective limit exceeded in Phase II |
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291 | // 5 CPX_IT_LIM_FEAS |
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292 | // Iteration limit exceeded in Phase II |
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293 | // 6 CPX_IT_LIM_INFEAS |
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294 | // Iteration limit exceeded in Phase I |
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295 | // 7 CPX_TIME_LIM_FEAS |
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296 | // Time limit exceeded in Phase II |
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297 | // 8 CPX_TIME_LIM_INFEAS |
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298 | // Time limit exceeded in Phase I |
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299 | // 9 CPX_NUM_BEST_FEAS |
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300 | // Problem non-optimal, singularities in Phase II |
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301 | // 10 CPX_NUM_BEST_INFEAS |
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302 | // Problem non-optimal, singularities in Phase I |
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303 | // 11 CPX_OPTIMAL_INFEAS |
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304 | // Optimal solution found, unscaled infeasibilities |
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305 | // 12 CPX_ABORT_FEAS |
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306 | // Aborted in Phase II |
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307 | // 13 CPX_ABORT_INFEAS |
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308 | // Aborted in Phase I |
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309 | // 14 CPX_ABORT_DUAL_INFEAS |
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310 | // Aborted in barrier, dual infeasible |
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311 | // 15 CPX_ABORT_PRIM_INFEAS |
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312 | // Aborted in barrier, primal infeasible |
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313 | // 16 CPX_ABORT_PRIM_DUAL_INFEAS |
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314 | // Aborted in barrier, primal and dual infeasible |
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315 | // 17 CPX_ABORT_PRIM_DUAL_FEAS |
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316 | // Aborted in barrier, primal and dual feasible |
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317 | // 18 CPX_ABORT_CROSSOVER |
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318 | // Aborted in crossover |
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319 | // 19 CPX_INForUNBD |
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320 | // Infeasible or unbounded |
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321 | // 20 CPX_PIVOT |
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322 | // User pivot used |
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323 | // |
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324 | // Ezeket hova tegyem: |
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325 | // ??case CPX_ABORT_DUAL_INFEAS |
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326 | // ??case CPX_ABORT_CROSSOVER |
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327 | // ??case CPX_INForUNBD |
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328 | // ??case CPX_PIVOT |
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329 | |
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330 | LpCplex::SolutionStatus LpCplex::_getPrimalStatus() |
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331 | { |
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332 | int stat = CPXgetstat (env, lp); |
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333 | switch (stat) { |
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334 | case 0: |
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335 | return UNDEFINED; //Undefined |
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336 | case CPX_OPTIMAL://Optimal |
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337 | return OPTIMAL; |
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338 | case CPX_UNBOUNDED://Unbounded |
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339 | return INFINITE; |
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340 | case CPX_INFEASIBLE://Infeasible |
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341 | // case CPX_IT_LIM_INFEAS: |
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342 | // case CPX_TIME_LIM_INFEAS: |
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343 | // case CPX_NUM_BEST_INFEAS: |
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344 | // case CPX_OPTIMAL_INFEAS: |
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345 | // case CPX_ABORT_INFEAS: |
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346 | // case CPX_ABORT_PRIM_INFEAS: |
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347 | // case CPX_ABORT_PRIM_DUAL_INFEAS: |
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348 | return INFEASIBLE; |
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349 | // case CPX_OBJ_LIM: |
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350 | // case CPX_IT_LIM_FEAS: |
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351 | // case CPX_TIME_LIM_FEAS: |
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352 | // case CPX_NUM_BEST_FEAS: |
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353 | // case CPX_ABORT_FEAS: |
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354 | // case CPX_ABORT_PRIM_DUAL_FEAS: |
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355 | // return FEASIBLE; |
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356 | default: |
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357 | return UNDEFINED; //Everything else comes here |
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358 | //FIXME error |
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359 | } |
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360 | |
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361 | } |
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362 | |
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363 | //9.0-as cplex verzio statusai |
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364 | // CPX_STAT_ABORT_DUAL_OBJ_LIM |
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365 | // CPX_STAT_ABORT_IT_LIM |
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366 | // CPX_STAT_ABORT_OBJ_LIM |
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367 | // CPX_STAT_ABORT_PRIM_OBJ_LIM |
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368 | // CPX_STAT_ABORT_TIME_LIM |
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369 | // CPX_STAT_ABORT_USER |
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370 | // CPX_STAT_FEASIBLE_RELAXED |
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371 | // CPX_STAT_INFEASIBLE |
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372 | // CPX_STAT_INForUNBD |
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373 | // CPX_STAT_NUM_BEST |
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374 | // CPX_STAT_OPTIMAL |
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375 | // CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
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376 | // CPX_STAT_OPTIMAL_INFEAS |
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377 | // CPX_STAT_OPTIMAL_RELAXED |
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378 | // CPX_STAT_UNBOUNDED |
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379 | |
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380 | LpCplex::SolutionStatus LpCplex::_getDualStatus() |
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381 | { |
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382 | int stat = CPXgetstat (env, lp); |
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383 | switch (stat) { |
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384 | case 0: |
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385 | return UNDEFINED; //Undefined |
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386 | case CPX_OPTIMAL://Optimal |
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387 | return OPTIMAL; |
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388 | case CPX_UNBOUNDED: |
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389 | return INFEASIBLE; |
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390 | default: |
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391 | return UNDEFINED; //Everything else comes here |
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392 | //FIXME error |
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393 | } |
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394 | } |
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395 | |
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396 | LpCplex::ProblemTypes LpCplex::_getProblemType() |
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397 | { |
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398 | int stat = CPXgetstat (env, lp); |
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399 | switch (stat) { |
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400 | case CPX_OPTIMAL://Optimal |
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401 | return PRIMAL_DUAL_FEASIBLE; |
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402 | case CPX_UNBOUNDED: |
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403 | return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
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404 | // return PRIMAL_INFEASIBLE_DUAL_FEASIBLE; |
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405 | // return PRIMAL_DUAL_INFEASIBLE; |
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406 | |
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407 | //Seems to be that this is all we can say for sure |
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408 | default: |
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409 | //In all other cases |
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410 | return UNKNOWN; |
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411 | //FIXME error |
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412 | } |
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413 | } |
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414 | |
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415 | void LpCplex::_setMax() |
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416 | { |
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417 | CPXchgobjsen (env, lp, CPX_MAX); |
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418 | } |
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419 | void LpCplex::_setMin() |
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420 | { |
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421 | CPXchgobjsen (env, lp, CPX_MIN); |
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422 | } |
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423 | |
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424 | } //namespace lemon |
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425 | |
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