[461] | 1 | /* -*- mode: C++; indent-tabs-mode: nil; -*- |
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| 2 | * |
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| 3 | * This file is a part of LEMON, a generic C++ optimization library. |
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| 4 | * |
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[551] | 5 | * Copyright (C) 2003-2009 |
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[461] | 6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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| 7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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| 8 | * |
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| 9 | * Permission to use, modify and distribute this software is granted |
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| 10 | * provided that this copyright notice appears in all copies. For |
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| 11 | * precise terms see the accompanying LICENSE file. |
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| 12 | * |
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| 13 | * This software is provided "AS IS" with no warranty of any kind, |
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| 14 | * express or implied, and with no claim as to its suitability for any |
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| 15 | * purpose. |
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| 16 | * |
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| 17 | */ |
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| 18 | |
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| 19 | ///\file |
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| 20 | ///\brief Implementation of the LEMON GLPK LP and MIP solver interface. |
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| 21 | |
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| 22 | #include <lemon/glpk.h> |
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| 23 | #include <glpk.h> |
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| 24 | |
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| 25 | #include <lemon/assert.h> |
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| 26 | |
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| 27 | namespace lemon { |
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| 28 | |
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| 29 | // GlpkBase members |
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| 30 | |
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| 31 | GlpkBase::GlpkBase() : LpBase() { |
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| 32 | lp = glp_create_prob(); |
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| 33 | glp_create_index(lp); |
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[576] | 34 | messageLevel(MESSAGE_NOTHING); |
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[461] | 35 | } |
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| 36 | |
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| 37 | GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() { |
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| 38 | lp = glp_create_prob(); |
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| 39 | glp_copy_prob(lp, other.lp, GLP_ON); |
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| 40 | glp_create_index(lp); |
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| 41 | rows = other.rows; |
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| 42 | cols = other.cols; |
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[576] | 43 | messageLevel(MESSAGE_NOTHING); |
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[461] | 44 | } |
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| 45 | |
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| 46 | GlpkBase::~GlpkBase() { |
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| 47 | glp_delete_prob(lp); |
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| 48 | } |
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| 49 | |
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| 50 | int GlpkBase::_addCol() { |
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| 51 | int i = glp_add_cols(lp, 1); |
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| 52 | glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0); |
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| 53 | return i; |
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| 54 | } |
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| 55 | |
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| 56 | int GlpkBase::_addRow() { |
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| 57 | int i = glp_add_rows(lp, 1); |
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| 58 | glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0); |
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| 59 | return i; |
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| 60 | } |
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| 61 | |
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| 62 | void GlpkBase::_eraseCol(int i) { |
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| 63 | int ca[2]; |
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| 64 | ca[1] = i; |
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| 65 | glp_del_cols(lp, 1, ca); |
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| 66 | } |
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| 67 | |
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| 68 | void GlpkBase::_eraseRow(int i) { |
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| 69 | int ra[2]; |
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| 70 | ra[1] = i; |
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| 71 | glp_del_rows(lp, 1, ra); |
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| 72 | } |
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| 73 | |
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| 74 | void GlpkBase::_eraseColId(int i) { |
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| 75 | cols.eraseIndex(i); |
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| 76 | cols.shiftIndices(i); |
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| 77 | } |
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| 78 | |
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| 79 | void GlpkBase::_eraseRowId(int i) { |
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| 80 | rows.eraseIndex(i); |
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| 81 | rows.shiftIndices(i); |
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| 82 | } |
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| 83 | |
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| 84 | void GlpkBase::_getColName(int c, std::string& name) const { |
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| 85 | const char *str = glp_get_col_name(lp, c); |
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| 86 | if (str) name = str; |
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| 87 | else name.clear(); |
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| 88 | } |
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| 89 | |
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| 90 | void GlpkBase::_setColName(int c, const std::string & name) { |
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| 91 | glp_set_col_name(lp, c, const_cast<char*>(name.c_str())); |
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| 92 | |
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| 93 | } |
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| 94 | |
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| 95 | int GlpkBase::_colByName(const std::string& name) const { |
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| 96 | int k = glp_find_col(lp, const_cast<char*>(name.c_str())); |
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| 97 | return k > 0 ? k : -1; |
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| 98 | } |
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| 99 | |
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| 100 | void GlpkBase::_getRowName(int r, std::string& name) const { |
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| 101 | const char *str = glp_get_row_name(lp, r); |
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| 102 | if (str) name = str; |
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| 103 | else name.clear(); |
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| 104 | } |
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| 105 | |
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| 106 | void GlpkBase::_setRowName(int r, const std::string & name) { |
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| 107 | glp_set_row_name(lp, r, const_cast<char*>(name.c_str())); |
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| 108 | |
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| 109 | } |
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| 110 | |
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| 111 | int GlpkBase::_rowByName(const std::string& name) const { |
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| 112 | int k = glp_find_row(lp, const_cast<char*>(name.c_str())); |
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| 113 | return k > 0 ? k : -1; |
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| 114 | } |
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| 115 | |
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| 116 | void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
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| 117 | std::vector<int> indexes; |
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| 118 | std::vector<Value> values; |
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| 119 | |
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| 120 | indexes.push_back(0); |
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| 121 | values.push_back(0); |
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| 122 | |
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| 123 | for(ExprIterator it = b; it != e; ++it) { |
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| 124 | indexes.push_back(it->first); |
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| 125 | values.push_back(it->second); |
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| 126 | } |
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| 127 | |
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| 128 | glp_set_mat_row(lp, i, values.size() - 1, |
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| 129 | &indexes.front(), &values.front()); |
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| 130 | } |
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| 131 | |
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| 132 | void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const { |
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| 133 | int length = glp_get_mat_row(lp, ix, 0, 0); |
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| 134 | |
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| 135 | std::vector<int> indexes(length + 1); |
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| 136 | std::vector<Value> values(length + 1); |
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| 137 | |
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| 138 | glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
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| 139 | |
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| 140 | for (int i = 1; i <= length; ++i) { |
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| 141 | *b = std::make_pair(indexes[i], values[i]); |
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| 142 | ++b; |
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| 143 | } |
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| 144 | } |
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| 145 | |
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| 146 | void GlpkBase::_setColCoeffs(int ix, ExprIterator b, |
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| 147 | ExprIterator e) { |
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| 148 | |
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| 149 | std::vector<int> indexes; |
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| 150 | std::vector<Value> values; |
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| 151 | |
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| 152 | indexes.push_back(0); |
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| 153 | values.push_back(0); |
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| 154 | |
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| 155 | for(ExprIterator it = b; it != e; ++it) { |
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| 156 | indexes.push_back(it->first); |
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| 157 | values.push_back(it->second); |
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| 158 | } |
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| 159 | |
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| 160 | glp_set_mat_col(lp, ix, values.size() - 1, |
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| 161 | &indexes.front(), &values.front()); |
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| 162 | } |
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| 163 | |
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| 164 | void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const { |
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| 165 | int length = glp_get_mat_col(lp, ix, 0, 0); |
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| 166 | |
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| 167 | std::vector<int> indexes(length + 1); |
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| 168 | std::vector<Value> values(length + 1); |
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| 169 | |
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| 170 | glp_get_mat_col(lp, ix, &indexes.front(), &values.front()); |
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| 171 | |
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| 172 | for (int i = 1; i <= length; ++i) { |
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| 173 | *b = std::make_pair(indexes[i], values[i]); |
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| 174 | ++b; |
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| 175 | } |
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| 176 | } |
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| 177 | |
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| 178 | void GlpkBase::_setCoeff(int ix, int jx, Value value) { |
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| 179 | |
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| 180 | if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) { |
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| 181 | |
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| 182 | int length = glp_get_mat_row(lp, ix, 0, 0); |
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| 183 | |
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| 184 | std::vector<int> indexes(length + 2); |
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| 185 | std::vector<Value> values(length + 2); |
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| 186 | |
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| 187 | glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
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| 188 | |
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| 189 | //The following code does not suppose that the elements of the |
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| 190 | //array indexes are sorted |
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| 191 | bool found = false; |
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| 192 | for (int i = 1; i <= length; ++i) { |
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| 193 | if (indexes[i] == jx) { |
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| 194 | found = true; |
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| 195 | values[i] = value; |
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| 196 | break; |
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| 197 | } |
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| 198 | } |
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| 199 | if (!found) { |
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| 200 | ++length; |
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| 201 | indexes[length] = jx; |
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| 202 | values[length] = value; |
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| 203 | } |
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| 204 | |
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| 205 | glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front()); |
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| 206 | |
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| 207 | } else { |
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| 208 | |
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| 209 | int length = glp_get_mat_col(lp, jx, 0, 0); |
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| 210 | |
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| 211 | std::vector<int> indexes(length + 2); |
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| 212 | std::vector<Value> values(length + 2); |
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| 213 | |
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| 214 | glp_get_mat_col(lp, jx, &indexes.front(), &values.front()); |
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| 215 | |
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| 216 | //The following code does not suppose that the elements of the |
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| 217 | //array indexes are sorted |
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| 218 | bool found = false; |
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| 219 | for (int i = 1; i <= length; ++i) { |
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| 220 | if (indexes[i] == ix) { |
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| 221 | found = true; |
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| 222 | values[i] = value; |
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| 223 | break; |
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| 224 | } |
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| 225 | } |
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| 226 | if (!found) { |
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| 227 | ++length; |
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| 228 | indexes[length] = ix; |
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| 229 | values[length] = value; |
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| 230 | } |
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| 231 | |
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| 232 | glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front()); |
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| 233 | } |
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| 234 | |
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| 235 | } |
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| 236 | |
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| 237 | GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const { |
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| 238 | |
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| 239 | int length = glp_get_mat_row(lp, ix, 0, 0); |
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| 240 | |
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| 241 | std::vector<int> indexes(length + 1); |
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| 242 | std::vector<Value> values(length + 1); |
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| 243 | |
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| 244 | glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
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| 245 | |
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| 246 | for (int i = 1; i <= length; ++i) { |
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| 247 | if (indexes[i] == jx) { |
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| 248 | return values[i]; |
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| 249 | } |
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| 250 | } |
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| 251 | |
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| 252 | return 0; |
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| 253 | } |
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| 254 | |
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| 255 | void GlpkBase::_setColLowerBound(int i, Value lo) { |
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| 256 | LEMON_ASSERT(lo != INF, "Invalid bound"); |
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| 257 | |
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| 258 | int b = glp_get_col_type(lp, i); |
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| 259 | double up = glp_get_col_ub(lp, i); |
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| 260 | if (lo == -INF) { |
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| 261 | switch (b) { |
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| 262 | case GLP_FR: |
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| 263 | case GLP_LO: |
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| 264 | glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
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| 265 | break; |
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| 266 | case GLP_UP: |
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| 267 | break; |
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| 268 | case GLP_DB: |
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| 269 | case GLP_FX: |
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| 270 | glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
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| 271 | break; |
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| 272 | default: |
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| 273 | break; |
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| 274 | } |
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| 275 | } else { |
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| 276 | switch (b) { |
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| 277 | case GLP_FR: |
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| 278 | case GLP_LO: |
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| 279 | glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
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| 280 | break; |
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| 281 | case GLP_UP: |
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| 282 | case GLP_DB: |
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| 283 | case GLP_FX: |
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| 284 | if (lo == up) |
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| 285 | glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
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| 286 | else |
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| 287 | glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
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| 288 | break; |
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| 289 | default: |
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| 290 | break; |
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| 291 | } |
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| 292 | } |
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| 293 | } |
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| 294 | |
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| 295 | GlpkBase::Value GlpkBase::_getColLowerBound(int i) const { |
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| 296 | int b = glp_get_col_type(lp, i); |
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| 297 | switch (b) { |
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| 298 | case GLP_LO: |
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| 299 | case GLP_DB: |
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| 300 | case GLP_FX: |
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| 301 | return glp_get_col_lb(lp, i); |
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| 302 | default: |
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| 303 | return -INF; |
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| 304 | } |
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| 305 | } |
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| 306 | |
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| 307 | void GlpkBase::_setColUpperBound(int i, Value up) { |
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| 308 | LEMON_ASSERT(up != -INF, "Invalid bound"); |
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| 309 | |
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| 310 | int b = glp_get_col_type(lp, i); |
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| 311 | double lo = glp_get_col_lb(lp, i); |
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| 312 | if (up == INF) { |
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| 313 | switch (b) { |
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| 314 | case GLP_FR: |
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| 315 | case GLP_LO: |
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| 316 | break; |
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| 317 | case GLP_UP: |
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| 318 | glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
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| 319 | break; |
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| 320 | case GLP_DB: |
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| 321 | case GLP_FX: |
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| 322 | glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
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| 323 | break; |
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| 324 | default: |
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| 325 | break; |
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| 326 | } |
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| 327 | } else { |
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| 328 | switch (b) { |
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| 329 | case GLP_FR: |
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| 330 | glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
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| 331 | break; |
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| 332 | case GLP_UP: |
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| 333 | glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
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| 334 | break; |
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| 335 | case GLP_LO: |
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| 336 | case GLP_DB: |
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| 337 | case GLP_FX: |
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| 338 | if (lo == up) |
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| 339 | glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
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| 340 | else |
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| 341 | glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
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| 342 | break; |
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| 343 | default: |
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| 344 | break; |
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| 345 | } |
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| 346 | } |
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| 347 | |
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| 348 | } |
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| 349 | |
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| 350 | GlpkBase::Value GlpkBase::_getColUpperBound(int i) const { |
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| 351 | int b = glp_get_col_type(lp, i); |
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| 352 | switch (b) { |
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| 353 | case GLP_UP: |
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| 354 | case GLP_DB: |
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| 355 | case GLP_FX: |
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| 356 | return glp_get_col_ub(lp, i); |
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| 357 | default: |
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| 358 | return INF; |
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| 359 | } |
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| 360 | } |
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| 361 | |
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| 362 | void GlpkBase::_setRowLowerBound(int i, Value lo) { |
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| 363 | LEMON_ASSERT(lo != INF, "Invalid bound"); |
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| 364 | |
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| 365 | int b = glp_get_row_type(lp, i); |
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| 366 | double up = glp_get_row_ub(lp, i); |
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| 367 | if (lo == -INF) { |
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| 368 | switch (b) { |
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| 369 | case GLP_FR: |
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| 370 | case GLP_LO: |
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| 371 | glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
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| 372 | break; |
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| 373 | case GLP_UP: |
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| 374 | break; |
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| 375 | case GLP_DB: |
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| 376 | case GLP_FX: |
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| 377 | glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
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| 378 | break; |
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| 379 | default: |
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| 380 | break; |
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| 381 | } |
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| 382 | } else { |
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| 383 | switch (b) { |
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| 384 | case GLP_FR: |
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| 385 | case GLP_LO: |
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| 386 | glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
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| 387 | break; |
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| 388 | case GLP_UP: |
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| 389 | case GLP_DB: |
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| 390 | case GLP_FX: |
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| 391 | if (lo == up) |
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| 392 | glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
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| 393 | else |
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| 394 | glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
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| 395 | break; |
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| 396 | default: |
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| 397 | break; |
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| 398 | } |
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| 399 | } |
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| 400 | |
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| 401 | } |
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| 402 | |
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| 403 | GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const { |
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| 404 | int b = glp_get_row_type(lp, i); |
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| 405 | switch (b) { |
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| 406 | case GLP_LO: |
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| 407 | case GLP_DB: |
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| 408 | case GLP_FX: |
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| 409 | return glp_get_row_lb(lp, i); |
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| 410 | default: |
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| 411 | return -INF; |
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| 412 | } |
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| 413 | } |
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| 414 | |
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| 415 | void GlpkBase::_setRowUpperBound(int i, Value up) { |
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| 416 | LEMON_ASSERT(up != -INF, "Invalid bound"); |
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| 417 | |
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| 418 | int b = glp_get_row_type(lp, i); |
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| 419 | double lo = glp_get_row_lb(lp, i); |
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| 420 | if (up == INF) { |
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| 421 | switch (b) { |
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| 422 | case GLP_FR: |
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| 423 | case GLP_LO: |
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| 424 | break; |
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| 425 | case GLP_UP: |
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| 426 | glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
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| 427 | break; |
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| 428 | case GLP_DB: |
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| 429 | case GLP_FX: |
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| 430 | glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
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| 431 | break; |
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| 432 | default: |
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| 433 | break; |
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| 434 | } |
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| 435 | } else { |
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| 436 | switch (b) { |
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| 437 | case GLP_FR: |
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| 438 | glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
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| 439 | break; |
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| 440 | case GLP_UP: |
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| 441 | glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
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| 442 | break; |
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| 443 | case GLP_LO: |
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| 444 | case GLP_DB: |
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| 445 | case GLP_FX: |
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| 446 | if (lo == up) |
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| 447 | glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
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| 448 | else |
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| 449 | glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
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| 450 | break; |
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| 451 | default: |
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| 452 | break; |
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| 453 | } |
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| 454 | } |
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| 455 | } |
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| 456 | |
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| 457 | GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const { |
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| 458 | int b = glp_get_row_type(lp, i); |
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| 459 | switch (b) { |
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| 460 | case GLP_UP: |
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| 461 | case GLP_DB: |
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| 462 | case GLP_FX: |
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| 463 | return glp_get_row_ub(lp, i); |
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| 464 | default: |
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| 465 | return INF; |
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| 466 | } |
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| 467 | } |
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| 468 | |
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| 469 | void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
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| 470 | for (int i = 1; i <= glp_get_num_cols(lp); ++i) { |
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| 471 | glp_set_obj_coef(lp, i, 0.0); |
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| 472 | } |
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| 473 | for (ExprIterator it = b; it != e; ++it) { |
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| 474 | glp_set_obj_coef(lp, it->first, it->second); |
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| 475 | } |
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| 476 | } |
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| 477 | |
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| 478 | void GlpkBase::_getObjCoeffs(InsertIterator b) const { |
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| 479 | for (int i = 1; i <= glp_get_num_cols(lp); ++i) { |
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| 480 | Value val = glp_get_obj_coef(lp, i); |
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| 481 | if (val != 0.0) { |
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| 482 | *b = std::make_pair(i, val); |
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| 483 | ++b; |
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| 484 | } |
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| 485 | } |
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| 486 | } |
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| 487 | |
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| 488 | void GlpkBase::_setObjCoeff(int i, Value obj_coef) { |
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| 489 | //i = 0 means the constant term (shift) |
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| 490 | glp_set_obj_coef(lp, i, obj_coef); |
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| 491 | } |
---|
| 492 | |
---|
| 493 | GlpkBase::Value GlpkBase::_getObjCoeff(int i) const { |
---|
| 494 | //i = 0 means the constant term (shift) |
---|
| 495 | return glp_get_obj_coef(lp, i); |
---|
| 496 | } |
---|
| 497 | |
---|
| 498 | void GlpkBase::_setSense(GlpkBase::Sense sense) { |
---|
| 499 | switch (sense) { |
---|
| 500 | case MIN: |
---|
| 501 | glp_set_obj_dir(lp, GLP_MIN); |
---|
| 502 | break; |
---|
| 503 | case MAX: |
---|
| 504 | glp_set_obj_dir(lp, GLP_MAX); |
---|
| 505 | break; |
---|
| 506 | } |
---|
| 507 | } |
---|
| 508 | |
---|
| 509 | GlpkBase::Sense GlpkBase::_getSense() const { |
---|
| 510 | switch(glp_get_obj_dir(lp)) { |
---|
| 511 | case GLP_MIN: |
---|
| 512 | return MIN; |
---|
| 513 | case GLP_MAX: |
---|
| 514 | return MAX; |
---|
| 515 | default: |
---|
| 516 | LEMON_ASSERT(false, "Wrong sense"); |
---|
| 517 | return GlpkBase::Sense(); |
---|
| 518 | } |
---|
| 519 | } |
---|
| 520 | |
---|
| 521 | void GlpkBase::_clear() { |
---|
| 522 | glp_erase_prob(lp); |
---|
| 523 | rows.clear(); |
---|
| 524 | cols.clear(); |
---|
| 525 | } |
---|
| 526 | |
---|
[537] | 527 | void GlpkBase::freeEnv() { |
---|
| 528 | glp_free_env(); |
---|
| 529 | } |
---|
| 530 | |
---|
[576] | 531 | void GlpkBase::_messageLevel(MessageLevel level) { |
---|
| 532 | switch (level) { |
---|
| 533 | case MESSAGE_NOTHING: |
---|
| 534 | _message_level = GLP_MSG_OFF; |
---|
| 535 | break; |
---|
| 536 | case MESSAGE_ERROR: |
---|
| 537 | _message_level = GLP_MSG_ERR; |
---|
| 538 | break; |
---|
| 539 | case MESSAGE_WARNING: |
---|
| 540 | _message_level = GLP_MSG_ERR; |
---|
| 541 | break; |
---|
| 542 | case MESSAGE_NORMAL: |
---|
| 543 | _message_level = GLP_MSG_ON; |
---|
| 544 | break; |
---|
| 545 | case MESSAGE_VERBOSE: |
---|
| 546 | _message_level = GLP_MSG_ALL; |
---|
| 547 | break; |
---|
| 548 | } |
---|
| 549 | } |
---|
| 550 | |
---|
[538] | 551 | GlpkBase::FreeEnvHelper GlpkBase::freeEnvHelper; |
---|
| 552 | |
---|
[462] | 553 | // GlpkLp members |
---|
[461] | 554 | |
---|
[462] | 555 | GlpkLp::GlpkLp() |
---|
[551] | 556 | : LpBase(), LpSolver(), GlpkBase() { |
---|
[565] | 557 | presolver(false); |
---|
[461] | 558 | } |
---|
| 559 | |
---|
[462] | 560 | GlpkLp::GlpkLp(const GlpkLp& other) |
---|
[551] | 561 | : LpBase(other), LpSolver(other), GlpkBase(other) { |
---|
[565] | 562 | presolver(false); |
---|
[461] | 563 | } |
---|
| 564 | |
---|
[540] | 565 | GlpkLp* GlpkLp::newSolver() const { return new GlpkLp; } |
---|
| 566 | GlpkLp* GlpkLp::cloneSolver() const { return new GlpkLp(*this); } |
---|
[461] | 567 | |
---|
[462] | 568 | const char* GlpkLp::_solverName() const { return "GlpkLp"; } |
---|
[461] | 569 | |
---|
[462] | 570 | void GlpkLp::_clear_temporals() { |
---|
[461] | 571 | _primal_ray.clear(); |
---|
| 572 | _dual_ray.clear(); |
---|
| 573 | } |
---|
| 574 | |
---|
[462] | 575 | GlpkLp::SolveExitStatus GlpkLp::_solve() { |
---|
[461] | 576 | return solvePrimal(); |
---|
| 577 | } |
---|
| 578 | |
---|
[462] | 579 | GlpkLp::SolveExitStatus GlpkLp::solvePrimal() { |
---|
[461] | 580 | _clear_temporals(); |
---|
| 581 | |
---|
| 582 | glp_smcp smcp; |
---|
| 583 | glp_init_smcp(&smcp); |
---|
| 584 | |
---|
[576] | 585 | smcp.msg_lev = _message_level; |
---|
[565] | 586 | smcp.presolve = _presolve; |
---|
[461] | 587 | |
---|
[565] | 588 | // If the basis is not valid we get an error return value. |
---|
| 589 | // In this case we can try to create a new basis. |
---|
| 590 | switch (glp_simplex(lp, &smcp)) { |
---|
| 591 | case 0: |
---|
| 592 | break; |
---|
| 593 | case GLP_EBADB: |
---|
| 594 | case GLP_ESING: |
---|
| 595 | case GLP_ECOND: |
---|
[566] | 596 | glp_term_out(false); |
---|
[565] | 597 | glp_adv_basis(lp, 0); |
---|
[566] | 598 | glp_term_out(true); |
---|
[565] | 599 | if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
---|
| 600 | break; |
---|
| 601 | default: |
---|
| 602 | return UNSOLVED; |
---|
| 603 | } |
---|
| 604 | |
---|
[461] | 605 | return SOLVED; |
---|
| 606 | } |
---|
| 607 | |
---|
[462] | 608 | GlpkLp::SolveExitStatus GlpkLp::solveDual() { |
---|
[461] | 609 | _clear_temporals(); |
---|
| 610 | |
---|
| 611 | glp_smcp smcp; |
---|
| 612 | glp_init_smcp(&smcp); |
---|
| 613 | |
---|
[576] | 614 | smcp.msg_lev = _message_level; |
---|
[461] | 615 | smcp.meth = GLP_DUAL; |
---|
[565] | 616 | smcp.presolve = _presolve; |
---|
[461] | 617 | |
---|
[565] | 618 | // If the basis is not valid we get an error return value. |
---|
| 619 | // In this case we can try to create a new basis. |
---|
| 620 | switch (glp_simplex(lp, &smcp)) { |
---|
| 621 | case 0: |
---|
| 622 | break; |
---|
| 623 | case GLP_EBADB: |
---|
| 624 | case GLP_ESING: |
---|
| 625 | case GLP_ECOND: |
---|
[566] | 626 | glp_term_out(false); |
---|
[565] | 627 | glp_adv_basis(lp, 0); |
---|
[566] | 628 | glp_term_out(true); |
---|
[565] | 629 | if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
---|
| 630 | break; |
---|
| 631 | default: |
---|
| 632 | return UNSOLVED; |
---|
| 633 | } |
---|
[461] | 634 | return SOLVED; |
---|
| 635 | } |
---|
| 636 | |
---|
[462] | 637 | GlpkLp::Value GlpkLp::_getPrimal(int i) const { |
---|
[461] | 638 | return glp_get_col_prim(lp, i); |
---|
| 639 | } |
---|
| 640 | |
---|
[462] | 641 | GlpkLp::Value GlpkLp::_getDual(int i) const { |
---|
[461] | 642 | return glp_get_row_dual(lp, i); |
---|
| 643 | } |
---|
| 644 | |
---|
[462] | 645 | GlpkLp::Value GlpkLp::_getPrimalValue() const { |
---|
[461] | 646 | return glp_get_obj_val(lp); |
---|
| 647 | } |
---|
| 648 | |
---|
[462] | 649 | GlpkLp::VarStatus GlpkLp::_getColStatus(int i) const { |
---|
[461] | 650 | switch (glp_get_col_stat(lp, i)) { |
---|
| 651 | case GLP_BS: |
---|
| 652 | return BASIC; |
---|
| 653 | case GLP_UP: |
---|
| 654 | return UPPER; |
---|
| 655 | case GLP_LO: |
---|
| 656 | return LOWER; |
---|
| 657 | case GLP_NF: |
---|
| 658 | return FREE; |
---|
| 659 | case GLP_NS: |
---|
| 660 | return FIXED; |
---|
| 661 | default: |
---|
| 662 | LEMON_ASSERT(false, "Wrong column status"); |
---|
[462] | 663 | return GlpkLp::VarStatus(); |
---|
[461] | 664 | } |
---|
| 665 | } |
---|
| 666 | |
---|
[462] | 667 | GlpkLp::VarStatus GlpkLp::_getRowStatus(int i) const { |
---|
[461] | 668 | switch (glp_get_row_stat(lp, i)) { |
---|
| 669 | case GLP_BS: |
---|
| 670 | return BASIC; |
---|
| 671 | case GLP_UP: |
---|
| 672 | return UPPER; |
---|
| 673 | case GLP_LO: |
---|
| 674 | return LOWER; |
---|
| 675 | case GLP_NF: |
---|
| 676 | return FREE; |
---|
| 677 | case GLP_NS: |
---|
| 678 | return FIXED; |
---|
| 679 | default: |
---|
| 680 | LEMON_ASSERT(false, "Wrong row status"); |
---|
[462] | 681 | return GlpkLp::VarStatus(); |
---|
[461] | 682 | } |
---|
| 683 | } |
---|
| 684 | |
---|
[462] | 685 | GlpkLp::Value GlpkLp::_getPrimalRay(int i) const { |
---|
[461] | 686 | if (_primal_ray.empty()) { |
---|
| 687 | int row_num = glp_get_num_rows(lp); |
---|
| 688 | int col_num = glp_get_num_cols(lp); |
---|
| 689 | |
---|
| 690 | _primal_ray.resize(col_num + 1, 0.0); |
---|
| 691 | |
---|
| 692 | int index = glp_get_unbnd_ray(lp); |
---|
| 693 | if (index != 0) { |
---|
| 694 | // The primal ray is found in primal simplex second phase |
---|
| 695 | LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
---|
| 696 | glp_get_col_stat(lp, index - row_num)) != GLP_BS, |
---|
| 697 | "Wrong primal ray"); |
---|
| 698 | |
---|
| 699 | bool negate = glp_get_obj_dir(lp) == GLP_MAX; |
---|
| 700 | |
---|
| 701 | if (index > row_num) { |
---|
| 702 | _primal_ray[index - row_num] = 1.0; |
---|
| 703 | if (glp_get_col_dual(lp, index - row_num) > 0) { |
---|
| 704 | negate = !negate; |
---|
| 705 | } |
---|
| 706 | } else { |
---|
| 707 | if (glp_get_row_dual(lp, index) > 0) { |
---|
| 708 | negate = !negate; |
---|
| 709 | } |
---|
| 710 | } |
---|
| 711 | |
---|
| 712 | std::vector<int> ray_indexes(row_num + 1); |
---|
| 713 | std::vector<Value> ray_values(row_num + 1); |
---|
| 714 | int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(), |
---|
| 715 | &ray_values.front()); |
---|
| 716 | |
---|
| 717 | for (int i = 1; i <= ray_length; ++i) { |
---|
| 718 | if (ray_indexes[i] > row_num) { |
---|
| 719 | _primal_ray[ray_indexes[i] - row_num] = ray_values[i]; |
---|
| 720 | } |
---|
| 721 | } |
---|
| 722 | |
---|
| 723 | if (negate) { |
---|
| 724 | for (int i = 1; i <= col_num; ++i) { |
---|
| 725 | _primal_ray[i] = - _primal_ray[i]; |
---|
| 726 | } |
---|
| 727 | } |
---|
| 728 | } else { |
---|
| 729 | for (int i = 1; i <= col_num; ++i) { |
---|
| 730 | _primal_ray[i] = glp_get_col_prim(lp, i); |
---|
| 731 | } |
---|
| 732 | } |
---|
| 733 | } |
---|
| 734 | return _primal_ray[i]; |
---|
| 735 | } |
---|
| 736 | |
---|
[462] | 737 | GlpkLp::Value GlpkLp::_getDualRay(int i) const { |
---|
[461] | 738 | if (_dual_ray.empty()) { |
---|
| 739 | int row_num = glp_get_num_rows(lp); |
---|
| 740 | |
---|
| 741 | _dual_ray.resize(row_num + 1, 0.0); |
---|
| 742 | |
---|
| 743 | int index = glp_get_unbnd_ray(lp); |
---|
| 744 | if (index != 0) { |
---|
| 745 | // The dual ray is found in dual simplex second phase |
---|
| 746 | LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
---|
| 747 | glp_get_col_stat(lp, index - row_num)) == GLP_BS, |
---|
| 748 | |
---|
| 749 | "Wrong dual ray"); |
---|
| 750 | |
---|
| 751 | int idx; |
---|
| 752 | bool negate = false; |
---|
| 753 | |
---|
| 754 | if (index > row_num) { |
---|
| 755 | idx = glp_get_col_bind(lp, index - row_num); |
---|
| 756 | if (glp_get_col_prim(lp, index - row_num) > |
---|
| 757 | glp_get_col_ub(lp, index - row_num)) { |
---|
| 758 | negate = true; |
---|
| 759 | } |
---|
| 760 | } else { |
---|
| 761 | idx = glp_get_row_bind(lp, index); |
---|
| 762 | if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) { |
---|
| 763 | negate = true; |
---|
| 764 | } |
---|
| 765 | } |
---|
| 766 | |
---|
| 767 | _dual_ray[idx] = negate ? - 1.0 : 1.0; |
---|
| 768 | |
---|
| 769 | glp_btran(lp, &_dual_ray.front()); |
---|
| 770 | } else { |
---|
| 771 | double eps = 1e-7; |
---|
| 772 | // The dual ray is found in primal simplex first phase |
---|
| 773 | // We assume that the glpk minimizes the slack to get feasible solution |
---|
| 774 | for (int i = 1; i <= row_num; ++i) { |
---|
| 775 | int index = glp_get_bhead(lp, i); |
---|
| 776 | if (index <= row_num) { |
---|
| 777 | double res = glp_get_row_prim(lp, index); |
---|
| 778 | if (res > glp_get_row_ub(lp, index) + eps) { |
---|
| 779 | _dual_ray[i] = -1; |
---|
| 780 | } else if (res < glp_get_row_lb(lp, index) - eps) { |
---|
| 781 | _dual_ray[i] = 1; |
---|
| 782 | } else { |
---|
| 783 | _dual_ray[i] = 0; |
---|
| 784 | } |
---|
| 785 | _dual_ray[i] *= glp_get_rii(lp, index); |
---|
| 786 | } else { |
---|
| 787 | double res = glp_get_col_prim(lp, index - row_num); |
---|
| 788 | if (res > glp_get_col_ub(lp, index - row_num) + eps) { |
---|
| 789 | _dual_ray[i] = -1; |
---|
| 790 | } else if (res < glp_get_col_lb(lp, index - row_num) - eps) { |
---|
| 791 | _dual_ray[i] = 1; |
---|
| 792 | } else { |
---|
| 793 | _dual_ray[i] = 0; |
---|
| 794 | } |
---|
| 795 | _dual_ray[i] /= glp_get_sjj(lp, index - row_num); |
---|
| 796 | } |
---|
| 797 | } |
---|
| 798 | |
---|
| 799 | glp_btran(lp, &_dual_ray.front()); |
---|
| 800 | |
---|
| 801 | for (int i = 1; i <= row_num; ++i) { |
---|
| 802 | _dual_ray[i] /= glp_get_rii(lp, i); |
---|
| 803 | } |
---|
| 804 | } |
---|
| 805 | } |
---|
| 806 | return _dual_ray[i]; |
---|
| 807 | } |
---|
| 808 | |
---|
[462] | 809 | GlpkLp::ProblemType GlpkLp::_getPrimalType() const { |
---|
[461] | 810 | if (glp_get_status(lp) == GLP_OPT) |
---|
| 811 | return OPTIMAL; |
---|
| 812 | switch (glp_get_prim_stat(lp)) { |
---|
| 813 | case GLP_UNDEF: |
---|
| 814 | return UNDEFINED; |
---|
| 815 | case GLP_FEAS: |
---|
| 816 | case GLP_INFEAS: |
---|
| 817 | if (glp_get_dual_stat(lp) == GLP_NOFEAS) { |
---|
| 818 | return UNBOUNDED; |
---|
| 819 | } else { |
---|
| 820 | return UNDEFINED; |
---|
| 821 | } |
---|
| 822 | case GLP_NOFEAS: |
---|
| 823 | return INFEASIBLE; |
---|
| 824 | default: |
---|
| 825 | LEMON_ASSERT(false, "Wrong primal type"); |
---|
[462] | 826 | return GlpkLp::ProblemType(); |
---|
[461] | 827 | } |
---|
| 828 | } |
---|
| 829 | |
---|
[462] | 830 | GlpkLp::ProblemType GlpkLp::_getDualType() const { |
---|
[461] | 831 | if (glp_get_status(lp) == GLP_OPT) |
---|
| 832 | return OPTIMAL; |
---|
| 833 | switch (glp_get_dual_stat(lp)) { |
---|
| 834 | case GLP_UNDEF: |
---|
| 835 | return UNDEFINED; |
---|
| 836 | case GLP_FEAS: |
---|
| 837 | case GLP_INFEAS: |
---|
| 838 | if (glp_get_prim_stat(lp) == GLP_NOFEAS) { |
---|
| 839 | return UNBOUNDED; |
---|
| 840 | } else { |
---|
| 841 | return UNDEFINED; |
---|
| 842 | } |
---|
| 843 | case GLP_NOFEAS: |
---|
| 844 | return INFEASIBLE; |
---|
| 845 | default: |
---|
| 846 | LEMON_ASSERT(false, "Wrong primal type"); |
---|
[462] | 847 | return GlpkLp::ProblemType(); |
---|
[461] | 848 | } |
---|
| 849 | } |
---|
| 850 | |
---|
[565] | 851 | void GlpkLp::presolver(bool presolve) { |
---|
| 852 | _presolve = presolve; |
---|
[461] | 853 | } |
---|
| 854 | |
---|
[462] | 855 | // GlpkMip members |
---|
[461] | 856 | |
---|
[462] | 857 | GlpkMip::GlpkMip() |
---|
[551] | 858 | : LpBase(), MipSolver(), GlpkBase() { |
---|
[461] | 859 | } |
---|
| 860 | |
---|
[462] | 861 | GlpkMip::GlpkMip(const GlpkMip& other) |
---|
[551] | 862 | : LpBase(), MipSolver(), GlpkBase(other) { |
---|
[461] | 863 | } |
---|
| 864 | |
---|
[462] | 865 | void GlpkMip::_setColType(int i, GlpkMip::ColTypes col_type) { |
---|
[461] | 866 | switch (col_type) { |
---|
| 867 | case INTEGER: |
---|
| 868 | glp_set_col_kind(lp, i, GLP_IV); |
---|
| 869 | break; |
---|
| 870 | case REAL: |
---|
| 871 | glp_set_col_kind(lp, i, GLP_CV); |
---|
| 872 | break; |
---|
| 873 | } |
---|
| 874 | } |
---|
| 875 | |
---|
[462] | 876 | GlpkMip::ColTypes GlpkMip::_getColType(int i) const { |
---|
[461] | 877 | switch (glp_get_col_kind(lp, i)) { |
---|
| 878 | case GLP_IV: |
---|
| 879 | case GLP_BV: |
---|
| 880 | return INTEGER; |
---|
| 881 | default: |
---|
| 882 | return REAL; |
---|
| 883 | } |
---|
| 884 | |
---|
| 885 | } |
---|
| 886 | |
---|
[462] | 887 | GlpkMip::SolveExitStatus GlpkMip::_solve() { |
---|
[461] | 888 | glp_smcp smcp; |
---|
| 889 | glp_init_smcp(&smcp); |
---|
| 890 | |
---|
[576] | 891 | smcp.msg_lev = _message_level; |
---|
[461] | 892 | smcp.meth = GLP_DUAL; |
---|
| 893 | |
---|
[565] | 894 | // If the basis is not valid we get an error return value. |
---|
| 895 | // In this case we can try to create a new basis. |
---|
| 896 | switch (glp_simplex(lp, &smcp)) { |
---|
| 897 | case 0: |
---|
| 898 | break; |
---|
| 899 | case GLP_EBADB: |
---|
| 900 | case GLP_ESING: |
---|
| 901 | case GLP_ECOND: |
---|
[566] | 902 | glp_term_out(false); |
---|
[565] | 903 | glp_adv_basis(lp, 0); |
---|
[566] | 904 | glp_term_out(true); |
---|
[565] | 905 | if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
---|
| 906 | break; |
---|
| 907 | default: |
---|
| 908 | return UNSOLVED; |
---|
| 909 | } |
---|
| 910 | |
---|
[461] | 911 | if (glp_get_status(lp) != GLP_OPT) return SOLVED; |
---|
| 912 | |
---|
| 913 | glp_iocp iocp; |
---|
| 914 | glp_init_iocp(&iocp); |
---|
| 915 | |
---|
[576] | 916 | iocp.msg_lev = _message_level; |
---|
[461] | 917 | |
---|
| 918 | if (glp_intopt(lp, &iocp) != 0) return UNSOLVED; |
---|
| 919 | return SOLVED; |
---|
| 920 | } |
---|
| 921 | |
---|
| 922 | |
---|
[462] | 923 | GlpkMip::ProblemType GlpkMip::_getType() const { |
---|
[461] | 924 | switch (glp_get_status(lp)) { |
---|
| 925 | case GLP_OPT: |
---|
| 926 | switch (glp_mip_status(lp)) { |
---|
| 927 | case GLP_UNDEF: |
---|
| 928 | return UNDEFINED; |
---|
| 929 | case GLP_NOFEAS: |
---|
| 930 | return INFEASIBLE; |
---|
| 931 | case GLP_FEAS: |
---|
| 932 | return FEASIBLE; |
---|
| 933 | case GLP_OPT: |
---|
| 934 | return OPTIMAL; |
---|
| 935 | default: |
---|
| 936 | LEMON_ASSERT(false, "Wrong problem type."); |
---|
[462] | 937 | return GlpkMip::ProblemType(); |
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[461] | 938 | } |
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| 939 | case GLP_NOFEAS: |
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| 940 | return INFEASIBLE; |
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| 941 | case GLP_INFEAS: |
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| 942 | case GLP_FEAS: |
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| 943 | if (glp_get_dual_stat(lp) == GLP_NOFEAS) { |
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| 944 | return UNBOUNDED; |
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| 945 | } else { |
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| 946 | return UNDEFINED; |
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| 947 | } |
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| 948 | default: |
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| 949 | LEMON_ASSERT(false, "Wrong problem type."); |
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[462] | 950 | return GlpkMip::ProblemType(); |
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[461] | 951 | } |
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| 952 | } |
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| 953 | |
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[462] | 954 | GlpkMip::Value GlpkMip::_getSol(int i) const { |
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[461] | 955 | return glp_mip_col_val(lp, i); |
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| 956 | } |
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| 957 | |
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[462] | 958 | GlpkMip::Value GlpkMip::_getSolValue() const { |
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[461] | 959 | return glp_mip_obj_val(lp); |
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| 960 | } |
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| 961 | |
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[540] | 962 | GlpkMip* GlpkMip::newSolver() const { return new GlpkMip; } |
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| 963 | GlpkMip* GlpkMip::cloneSolver() const {return new GlpkMip(*this); } |
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[461] | 964 | |
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[462] | 965 | const char* GlpkMip::_solverName() const { return "GlpkMip"; } |
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[461] | 966 | |
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| 967 | } //END OF NAMESPACE LEMON |
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