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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5 | * Copyright (C) 2003-2008 |
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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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34 | } |
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35 | |
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36 | GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() { |
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37 | lp = glp_create_prob(); |
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38 | glp_copy_prob(lp, other.lp, GLP_ON); |
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39 | glp_create_index(lp); |
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40 | rows = other.rows; |
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41 | cols = other.cols; |
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42 | } |
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43 | |
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44 | GlpkBase::~GlpkBase() { |
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45 | glp_delete_prob(lp); |
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46 | } |
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47 | |
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48 | int GlpkBase::_addCol() { |
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49 | int i = glp_add_cols(lp, 1); |
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50 | glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0); |
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51 | return i; |
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52 | } |
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53 | |
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54 | int GlpkBase::_addRow() { |
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55 | int i = glp_add_rows(lp, 1); |
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56 | glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0); |
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57 | return i; |
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58 | } |
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59 | |
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60 | void GlpkBase::_eraseCol(int i) { |
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61 | int ca[2]; |
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62 | ca[1] = i; |
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63 | glp_del_cols(lp, 1, ca); |
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64 | } |
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65 | |
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66 | void GlpkBase::_eraseRow(int i) { |
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67 | int ra[2]; |
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68 | ra[1] = i; |
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69 | glp_del_rows(lp, 1, ra); |
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70 | } |
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71 | |
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72 | void GlpkBase::_eraseColId(int i) { |
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73 | cols.eraseIndex(i); |
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74 | cols.shiftIndices(i); |
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75 | } |
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76 | |
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77 | void GlpkBase::_eraseRowId(int i) { |
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78 | rows.eraseIndex(i); |
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79 | rows.shiftIndices(i); |
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80 | } |
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81 | |
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82 | void GlpkBase::_getColName(int c, std::string& name) const { |
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83 | const char *str = glp_get_col_name(lp, c); |
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84 | if (str) name = str; |
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85 | else name.clear(); |
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86 | } |
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87 | |
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88 | void GlpkBase::_setColName(int c, const std::string & name) { |
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89 | glp_set_col_name(lp, c, const_cast<char*>(name.c_str())); |
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90 | |
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91 | } |
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92 | |
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93 | int GlpkBase::_colByName(const std::string& name) const { |
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94 | int k = glp_find_col(lp, const_cast<char*>(name.c_str())); |
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95 | return k > 0 ? k : -1; |
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96 | } |
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97 | |
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98 | void GlpkBase::_getRowName(int r, std::string& name) const { |
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99 | const char *str = glp_get_row_name(lp, r); |
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100 | if (str) name = str; |
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101 | else name.clear(); |
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102 | } |
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103 | |
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104 | void GlpkBase::_setRowName(int r, const std::string & name) { |
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105 | glp_set_row_name(lp, r, const_cast<char*>(name.c_str())); |
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106 | |
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107 | } |
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108 | |
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109 | int GlpkBase::_rowByName(const std::string& name) const { |
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110 | int k = glp_find_row(lp, const_cast<char*>(name.c_str())); |
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111 | return k > 0 ? k : -1; |
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112 | } |
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113 | |
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114 | void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
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115 | std::vector<int> indexes; |
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116 | std::vector<Value> values; |
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117 | |
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118 | indexes.push_back(0); |
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119 | values.push_back(0); |
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120 | |
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121 | for(ExprIterator it = b; it != e; ++it) { |
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122 | indexes.push_back(it->first); |
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123 | values.push_back(it->second); |
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124 | } |
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125 | |
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126 | glp_set_mat_row(lp, i, values.size() - 1, |
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127 | &indexes.front(), &values.front()); |
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128 | } |
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129 | |
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130 | void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const { |
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131 | int length = glp_get_mat_row(lp, ix, 0, 0); |
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132 | |
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133 | std::vector<int> indexes(length + 1); |
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134 | std::vector<Value> values(length + 1); |
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135 | |
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136 | glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
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137 | |
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138 | for (int i = 1; i <= length; ++i) { |
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139 | *b = std::make_pair(indexes[i], values[i]); |
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140 | ++b; |
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141 | } |
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142 | } |
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143 | |
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144 | void GlpkBase::_setColCoeffs(int ix, ExprIterator b, |
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145 | ExprIterator e) { |
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146 | |
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147 | std::vector<int> indexes; |
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148 | std::vector<Value> values; |
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149 | |
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150 | indexes.push_back(0); |
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151 | values.push_back(0); |
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152 | |
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153 | for(ExprIterator it = b; it != e; ++it) { |
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154 | indexes.push_back(it->first); |
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155 | values.push_back(it->second); |
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156 | } |
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157 | |
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158 | glp_set_mat_col(lp, ix, values.size() - 1, |
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159 | &indexes.front(), &values.front()); |
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160 | } |
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161 | |
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162 | void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const { |
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163 | int length = glp_get_mat_col(lp, ix, 0, 0); |
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164 | |
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165 | std::vector<int> indexes(length + 1); |
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166 | std::vector<Value> values(length + 1); |
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167 | |
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168 | glp_get_mat_col(lp, ix, &indexes.front(), &values.front()); |
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169 | |
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170 | for (int i = 1; i <= length; ++i) { |
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171 | *b = std::make_pair(indexes[i], values[i]); |
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172 | ++b; |
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173 | } |
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174 | } |
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175 | |
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176 | void GlpkBase::_setCoeff(int ix, int jx, Value value) { |
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177 | |
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178 | if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) { |
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179 | |
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180 | int length = glp_get_mat_row(lp, ix, 0, 0); |
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181 | |
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182 | std::vector<int> indexes(length + 2); |
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183 | std::vector<Value> values(length + 2); |
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184 | |
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185 | glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
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186 | |
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187 | //The following code does not suppose that the elements of the |
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188 | //array indexes are sorted |
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189 | bool found = false; |
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190 | for (int i = 1; i <= length; ++i) { |
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191 | if (indexes[i] == jx) { |
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192 | found = true; |
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193 | values[i] = value; |
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194 | break; |
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195 | } |
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196 | } |
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197 | if (!found) { |
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198 | ++length; |
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199 | indexes[length] = jx; |
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200 | values[length] = value; |
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201 | } |
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202 | |
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203 | glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front()); |
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204 | |
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205 | } else { |
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206 | |
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207 | int length = glp_get_mat_col(lp, jx, 0, 0); |
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208 | |
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209 | std::vector<int> indexes(length + 2); |
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210 | std::vector<Value> values(length + 2); |
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211 | |
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212 | glp_get_mat_col(lp, jx, &indexes.front(), &values.front()); |
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213 | |
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214 | //The following code does not suppose that the elements of the |
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215 | //array indexes are sorted |
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216 | bool found = false; |
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217 | for (int i = 1; i <= length; ++i) { |
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218 | if (indexes[i] == ix) { |
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219 | found = true; |
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220 | values[i] = value; |
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221 | break; |
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222 | } |
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223 | } |
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224 | if (!found) { |
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225 | ++length; |
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226 | indexes[length] = ix; |
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227 | values[length] = value; |
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228 | } |
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229 | |
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230 | glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front()); |
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231 | } |
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232 | |
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233 | } |
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234 | |
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235 | GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const { |
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236 | |
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237 | int length = glp_get_mat_row(lp, ix, 0, 0); |
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238 | |
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239 | std::vector<int> indexes(length + 1); |
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240 | std::vector<Value> values(length + 1); |
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241 | |
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242 | glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
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243 | |
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244 | for (int i = 1; i <= length; ++i) { |
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245 | if (indexes[i] == jx) { |
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246 | return values[i]; |
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247 | } |
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248 | } |
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249 | |
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250 | return 0; |
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251 | } |
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252 | |
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253 | void GlpkBase::_setColLowerBound(int i, Value lo) { |
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254 | LEMON_ASSERT(lo != INF, "Invalid bound"); |
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255 | |
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256 | int b = glp_get_col_type(lp, i); |
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257 | double up = glp_get_col_ub(lp, i); |
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258 | if (lo == -INF) { |
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259 | switch (b) { |
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260 | case GLP_FR: |
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261 | case GLP_LO: |
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262 | glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
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263 | break; |
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264 | case GLP_UP: |
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265 | break; |
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266 | case GLP_DB: |
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267 | case GLP_FX: |
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268 | glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
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269 | break; |
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270 | default: |
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271 | break; |
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272 | } |
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273 | } else { |
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274 | switch (b) { |
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275 | case GLP_FR: |
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276 | case GLP_LO: |
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277 | glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
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278 | break; |
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279 | case GLP_UP: |
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280 | case GLP_DB: |
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281 | case GLP_FX: |
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282 | if (lo == up) |
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283 | glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
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284 | else |
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285 | glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
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286 | break; |
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287 | default: |
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288 | break; |
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289 | } |
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290 | } |
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291 | } |
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292 | |
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293 | GlpkBase::Value GlpkBase::_getColLowerBound(int i) const { |
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294 | int b = glp_get_col_type(lp, i); |
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295 | switch (b) { |
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296 | case GLP_LO: |
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297 | case GLP_DB: |
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298 | case GLP_FX: |
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299 | return glp_get_col_lb(lp, i); |
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300 | default: |
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301 | return -INF; |
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302 | } |
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303 | } |
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304 | |
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305 | void GlpkBase::_setColUpperBound(int i, Value up) { |
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306 | LEMON_ASSERT(up != -INF, "Invalid bound"); |
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307 | |
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308 | int b = glp_get_col_type(lp, i); |
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309 | double lo = glp_get_col_lb(lp, i); |
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310 | if (up == INF) { |
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311 | switch (b) { |
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312 | case GLP_FR: |
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313 | case GLP_LO: |
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314 | break; |
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315 | case GLP_UP: |
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316 | glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
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317 | break; |
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318 | case GLP_DB: |
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319 | case GLP_FX: |
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320 | glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
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321 | break; |
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322 | default: |
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323 | break; |
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324 | } |
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325 | } else { |
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326 | switch (b) { |
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327 | case GLP_FR: |
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328 | glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
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329 | break; |
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330 | case GLP_UP: |
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331 | glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
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332 | break; |
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333 | case GLP_LO: |
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334 | case GLP_DB: |
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335 | case GLP_FX: |
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336 | if (lo == up) |
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337 | glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
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338 | else |
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339 | glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
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340 | break; |
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341 | default: |
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342 | break; |
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343 | } |
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344 | } |
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345 | |
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346 | } |
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347 | |
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348 | GlpkBase::Value GlpkBase::_getColUpperBound(int i) const { |
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349 | int b = glp_get_col_type(lp, i); |
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350 | switch (b) { |
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351 | case GLP_UP: |
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352 | case GLP_DB: |
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353 | case GLP_FX: |
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354 | return glp_get_col_ub(lp, i); |
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355 | default: |
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356 | return INF; |
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357 | } |
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358 | } |
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359 | |
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360 | void GlpkBase::_setRowLowerBound(int i, Value lo) { |
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361 | LEMON_ASSERT(lo != INF, "Invalid bound"); |
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362 | |
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363 | int b = glp_get_row_type(lp, i); |
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364 | double up = glp_get_row_ub(lp, i); |
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365 | if (lo == -INF) { |
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366 | switch (b) { |
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367 | case GLP_FR: |
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368 | case GLP_LO: |
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369 | glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
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370 | break; |
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371 | case GLP_UP: |
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372 | break; |
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373 | case GLP_DB: |
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374 | case GLP_FX: |
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375 | glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
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376 | break; |
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377 | default: |
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378 | break; |
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379 | } |
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380 | } else { |
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381 | switch (b) { |
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382 | case GLP_FR: |
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383 | case GLP_LO: |
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384 | glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
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385 | break; |
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386 | case GLP_UP: |
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387 | case GLP_DB: |
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388 | case GLP_FX: |
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389 | if (lo == up) |
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390 | glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
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391 | else |
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392 | glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
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393 | break; |
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394 | default: |
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395 | break; |
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396 | } |
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397 | } |
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398 | |
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399 | } |
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400 | |
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401 | GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const { |
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402 | int b = glp_get_row_type(lp, i); |
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403 | switch (b) { |
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404 | case GLP_LO: |
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405 | case GLP_DB: |
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406 | case GLP_FX: |
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407 | return glp_get_row_lb(lp, i); |
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408 | default: |
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409 | return -INF; |
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410 | } |
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411 | } |
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412 | |
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413 | void GlpkBase::_setRowUpperBound(int i, Value up) { |
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414 | LEMON_ASSERT(up != -INF, "Invalid bound"); |
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415 | |
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416 | int b = glp_get_row_type(lp, i); |
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417 | double lo = glp_get_row_lb(lp, i); |
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418 | if (up == INF) { |
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419 | switch (b) { |
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420 | case GLP_FR: |
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421 | case GLP_LO: |
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422 | break; |
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423 | case GLP_UP: |
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424 | glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
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425 | break; |
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426 | case GLP_DB: |
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427 | case GLP_FX: |
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428 | glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
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429 | break; |
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430 | default: |
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431 | break; |
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432 | } |
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433 | } else { |
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434 | switch (b) { |
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435 | case GLP_FR: |
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436 | glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
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437 | break; |
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438 | case GLP_UP: |
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439 | glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
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440 | break; |
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441 | case GLP_LO: |
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442 | case GLP_DB: |
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443 | case GLP_FX: |
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444 | if (lo == up) |
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445 | glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
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446 | else |
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447 | glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
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448 | break; |
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449 | default: |
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450 | break; |
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451 | } |
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452 | } |
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453 | } |
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454 | |
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455 | GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const { |
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456 | int b = glp_get_row_type(lp, i); |
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457 | switch (b) { |
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458 | case GLP_UP: |
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459 | case GLP_DB: |
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460 | case GLP_FX: |
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461 | return glp_get_row_ub(lp, i); |
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462 | default: |
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463 | return INF; |
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464 | } |
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465 | } |
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466 | |
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467 | void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
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468 | for (int i = 1; i <= glp_get_num_cols(lp); ++i) { |
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469 | glp_set_obj_coef(lp, i, 0.0); |
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470 | } |
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471 | for (ExprIterator it = b; it != e; ++it) { |
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472 | glp_set_obj_coef(lp, it->first, it->second); |
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473 | } |
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474 | } |
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475 | |
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476 | void GlpkBase::_getObjCoeffs(InsertIterator b) const { |
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477 | for (int i = 1; i <= glp_get_num_cols(lp); ++i) { |
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478 | Value val = glp_get_obj_coef(lp, i); |
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479 | if (val != 0.0) { |
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480 | *b = std::make_pair(i, val); |
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481 | ++b; |
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482 | } |
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483 | } |
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484 | } |
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485 | |
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486 | void GlpkBase::_setObjCoeff(int i, Value obj_coef) { |
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487 | //i = 0 means the constant term (shift) |
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488 | glp_set_obj_coef(lp, i, obj_coef); |
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489 | } |
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490 | |
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491 | GlpkBase::Value GlpkBase::_getObjCoeff(int i) const { |
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492 | //i = 0 means the constant term (shift) |
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493 | return glp_get_obj_coef(lp, i); |
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494 | } |
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495 | |
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496 | void GlpkBase::_setSense(GlpkBase::Sense sense) { |
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497 | switch (sense) { |
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498 | case MIN: |
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499 | glp_set_obj_dir(lp, GLP_MIN); |
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500 | break; |
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501 | case MAX: |
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502 | glp_set_obj_dir(lp, GLP_MAX); |
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503 | break; |
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504 | } |
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505 | } |
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506 | |
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507 | GlpkBase::Sense GlpkBase::_getSense() const { |
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508 | switch(glp_get_obj_dir(lp)) { |
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509 | case GLP_MIN: |
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510 | return MIN; |
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511 | case GLP_MAX: |
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512 | return MAX; |
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513 | default: |
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514 | LEMON_ASSERT(false, "Wrong sense"); |
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515 | return GlpkBase::Sense(); |
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516 | } |
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517 | } |
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518 | |
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519 | void GlpkBase::_clear() { |
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520 | glp_erase_prob(lp); |
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521 | rows.clear(); |
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522 | cols.clear(); |
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523 | } |
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524 | |
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525 | // LpGlpk members |
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526 | |
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527 | LpGlpk::LpGlpk() |
---|
528 | : LpBase(), GlpkBase(), LpSolver() { |
---|
529 | messageLevel(MESSAGE_NO_OUTPUT); |
---|
530 | } |
---|
531 | |
---|
532 | LpGlpk::LpGlpk(const LpGlpk& other) |
---|
533 | : LpBase(other), GlpkBase(other), LpSolver(other) { |
---|
534 | messageLevel(MESSAGE_NO_OUTPUT); |
---|
535 | } |
---|
536 | |
---|
537 | LpGlpk* LpGlpk::_newSolver() const { return new LpGlpk; } |
---|
538 | LpGlpk* LpGlpk::_cloneSolver() const { return new LpGlpk(*this); } |
---|
539 | |
---|
540 | const char* LpGlpk::_solverName() const { return "LpGlpk"; } |
---|
541 | |
---|
542 | void LpGlpk::_clear_temporals() { |
---|
543 | _primal_ray.clear(); |
---|
544 | _dual_ray.clear(); |
---|
545 | } |
---|
546 | |
---|
547 | LpGlpk::SolveExitStatus LpGlpk::_solve() { |
---|
548 | return solvePrimal(); |
---|
549 | } |
---|
550 | |
---|
551 | LpGlpk::SolveExitStatus LpGlpk::solvePrimal() { |
---|
552 | _clear_temporals(); |
---|
553 | |
---|
554 | glp_smcp smcp; |
---|
555 | glp_init_smcp(&smcp); |
---|
556 | |
---|
557 | switch (_message_level) { |
---|
558 | case MESSAGE_NO_OUTPUT: |
---|
559 | smcp.msg_lev = GLP_MSG_OFF; |
---|
560 | break; |
---|
561 | case MESSAGE_ERROR_MESSAGE: |
---|
562 | smcp.msg_lev = GLP_MSG_ERR; |
---|
563 | break; |
---|
564 | case MESSAGE_NORMAL_OUTPUT: |
---|
565 | smcp.msg_lev = GLP_MSG_ON; |
---|
566 | break; |
---|
567 | case MESSAGE_FULL_OUTPUT: |
---|
568 | smcp.msg_lev = GLP_MSG_ALL; |
---|
569 | break; |
---|
570 | } |
---|
571 | |
---|
572 | if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
---|
573 | return SOLVED; |
---|
574 | } |
---|
575 | |
---|
576 | LpGlpk::SolveExitStatus LpGlpk::solveDual() { |
---|
577 | _clear_temporals(); |
---|
578 | |
---|
579 | glp_smcp smcp; |
---|
580 | glp_init_smcp(&smcp); |
---|
581 | |
---|
582 | switch (_message_level) { |
---|
583 | case MESSAGE_NO_OUTPUT: |
---|
584 | smcp.msg_lev = GLP_MSG_OFF; |
---|
585 | break; |
---|
586 | case MESSAGE_ERROR_MESSAGE: |
---|
587 | smcp.msg_lev = GLP_MSG_ERR; |
---|
588 | break; |
---|
589 | case MESSAGE_NORMAL_OUTPUT: |
---|
590 | smcp.msg_lev = GLP_MSG_ON; |
---|
591 | break; |
---|
592 | case MESSAGE_FULL_OUTPUT: |
---|
593 | smcp.msg_lev = GLP_MSG_ALL; |
---|
594 | break; |
---|
595 | } |
---|
596 | smcp.meth = GLP_DUAL; |
---|
597 | |
---|
598 | if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
---|
599 | return SOLVED; |
---|
600 | } |
---|
601 | |
---|
602 | LpGlpk::Value LpGlpk::_getPrimal(int i) const { |
---|
603 | return glp_get_col_prim(lp, i); |
---|
604 | } |
---|
605 | |
---|
606 | LpGlpk::Value LpGlpk::_getDual(int i) const { |
---|
607 | return glp_get_row_dual(lp, i); |
---|
608 | } |
---|
609 | |
---|
610 | LpGlpk::Value LpGlpk::_getPrimalValue() const { |
---|
611 | return glp_get_obj_val(lp); |
---|
612 | } |
---|
613 | |
---|
614 | LpGlpk::VarStatus LpGlpk::_getColStatus(int i) const { |
---|
615 | switch (glp_get_col_stat(lp, i)) { |
---|
616 | case GLP_BS: |
---|
617 | return BASIC; |
---|
618 | case GLP_UP: |
---|
619 | return UPPER; |
---|
620 | case GLP_LO: |
---|
621 | return LOWER; |
---|
622 | case GLP_NF: |
---|
623 | return FREE; |
---|
624 | case GLP_NS: |
---|
625 | return FIXED; |
---|
626 | default: |
---|
627 | LEMON_ASSERT(false, "Wrong column status"); |
---|
628 | return LpGlpk::VarStatus(); |
---|
629 | } |
---|
630 | } |
---|
631 | |
---|
632 | LpGlpk::VarStatus LpGlpk::_getRowStatus(int i) const { |
---|
633 | switch (glp_get_row_stat(lp, i)) { |
---|
634 | case GLP_BS: |
---|
635 | return BASIC; |
---|
636 | case GLP_UP: |
---|
637 | return UPPER; |
---|
638 | case GLP_LO: |
---|
639 | return LOWER; |
---|
640 | case GLP_NF: |
---|
641 | return FREE; |
---|
642 | case GLP_NS: |
---|
643 | return FIXED; |
---|
644 | default: |
---|
645 | LEMON_ASSERT(false, "Wrong row status"); |
---|
646 | return LpGlpk::VarStatus(); |
---|
647 | } |
---|
648 | } |
---|
649 | |
---|
650 | LpGlpk::Value LpGlpk::_getPrimalRay(int i) const { |
---|
651 | if (_primal_ray.empty()) { |
---|
652 | int row_num = glp_get_num_rows(lp); |
---|
653 | int col_num = glp_get_num_cols(lp); |
---|
654 | |
---|
655 | _primal_ray.resize(col_num + 1, 0.0); |
---|
656 | |
---|
657 | int index = glp_get_unbnd_ray(lp); |
---|
658 | if (index != 0) { |
---|
659 | // The primal ray is found in primal simplex second phase |
---|
660 | LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
---|
661 | glp_get_col_stat(lp, index - row_num)) != GLP_BS, |
---|
662 | "Wrong primal ray"); |
---|
663 | |
---|
664 | bool negate = glp_get_obj_dir(lp) == GLP_MAX; |
---|
665 | |
---|
666 | if (index > row_num) { |
---|
667 | _primal_ray[index - row_num] = 1.0; |
---|
668 | if (glp_get_col_dual(lp, index - row_num) > 0) { |
---|
669 | negate = !negate; |
---|
670 | } |
---|
671 | } else { |
---|
672 | if (glp_get_row_dual(lp, index) > 0) { |
---|
673 | negate = !negate; |
---|
674 | } |
---|
675 | } |
---|
676 | |
---|
677 | std::vector<int> ray_indexes(row_num + 1); |
---|
678 | std::vector<Value> ray_values(row_num + 1); |
---|
679 | int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(), |
---|
680 | &ray_values.front()); |
---|
681 | |
---|
682 | for (int i = 1; i <= ray_length; ++i) { |
---|
683 | if (ray_indexes[i] > row_num) { |
---|
684 | _primal_ray[ray_indexes[i] - row_num] = ray_values[i]; |
---|
685 | } |
---|
686 | } |
---|
687 | |
---|
688 | if (negate) { |
---|
689 | for (int i = 1; i <= col_num; ++i) { |
---|
690 | _primal_ray[i] = - _primal_ray[i]; |
---|
691 | } |
---|
692 | } |
---|
693 | } else { |
---|
694 | for (int i = 1; i <= col_num; ++i) { |
---|
695 | _primal_ray[i] = glp_get_col_prim(lp, i); |
---|
696 | } |
---|
697 | } |
---|
698 | } |
---|
699 | return _primal_ray[i]; |
---|
700 | } |
---|
701 | |
---|
702 | LpGlpk::Value LpGlpk::_getDualRay(int i) const { |
---|
703 | if (_dual_ray.empty()) { |
---|
704 | int row_num = glp_get_num_rows(lp); |
---|
705 | |
---|
706 | _dual_ray.resize(row_num + 1, 0.0); |
---|
707 | |
---|
708 | int index = glp_get_unbnd_ray(lp); |
---|
709 | if (index != 0) { |
---|
710 | // The dual ray is found in dual simplex second phase |
---|
711 | LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
---|
712 | glp_get_col_stat(lp, index - row_num)) == GLP_BS, |
---|
713 | |
---|
714 | "Wrong dual ray"); |
---|
715 | |
---|
716 | int idx; |
---|
717 | bool negate = false; |
---|
718 | |
---|
719 | if (index > row_num) { |
---|
720 | idx = glp_get_col_bind(lp, index - row_num); |
---|
721 | if (glp_get_col_prim(lp, index - row_num) > |
---|
722 | glp_get_col_ub(lp, index - row_num)) { |
---|
723 | negate = true; |
---|
724 | } |
---|
725 | } else { |
---|
726 | idx = glp_get_row_bind(lp, index); |
---|
727 | if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) { |
---|
728 | negate = true; |
---|
729 | } |
---|
730 | } |
---|
731 | |
---|
732 | _dual_ray[idx] = negate ? - 1.0 : 1.0; |
---|
733 | |
---|
734 | glp_btran(lp, &_dual_ray.front()); |
---|
735 | } else { |
---|
736 | double eps = 1e-7; |
---|
737 | // The dual ray is found in primal simplex first phase |
---|
738 | // We assume that the glpk minimizes the slack to get feasible solution |
---|
739 | for (int i = 1; i <= row_num; ++i) { |
---|
740 | int index = glp_get_bhead(lp, i); |
---|
741 | if (index <= row_num) { |
---|
742 | double res = glp_get_row_prim(lp, index); |
---|
743 | if (res > glp_get_row_ub(lp, index) + eps) { |
---|
744 | _dual_ray[i] = -1; |
---|
745 | } else if (res < glp_get_row_lb(lp, index) - eps) { |
---|
746 | _dual_ray[i] = 1; |
---|
747 | } else { |
---|
748 | _dual_ray[i] = 0; |
---|
749 | } |
---|
750 | _dual_ray[i] *= glp_get_rii(lp, index); |
---|
751 | } else { |
---|
752 | double res = glp_get_col_prim(lp, index - row_num); |
---|
753 | if (res > glp_get_col_ub(lp, index - row_num) + eps) { |
---|
754 | _dual_ray[i] = -1; |
---|
755 | } else if (res < glp_get_col_lb(lp, index - row_num) - eps) { |
---|
756 | _dual_ray[i] = 1; |
---|
757 | } else { |
---|
758 | _dual_ray[i] = 0; |
---|
759 | } |
---|
760 | _dual_ray[i] /= glp_get_sjj(lp, index - row_num); |
---|
761 | } |
---|
762 | } |
---|
763 | |
---|
764 | glp_btran(lp, &_dual_ray.front()); |
---|
765 | |
---|
766 | for (int i = 1; i <= row_num; ++i) { |
---|
767 | _dual_ray[i] /= glp_get_rii(lp, i); |
---|
768 | } |
---|
769 | } |
---|
770 | } |
---|
771 | return _dual_ray[i]; |
---|
772 | } |
---|
773 | |
---|
774 | LpGlpk::ProblemType LpGlpk::_getPrimalType() const { |
---|
775 | if (glp_get_status(lp) == GLP_OPT) |
---|
776 | return OPTIMAL; |
---|
777 | switch (glp_get_prim_stat(lp)) { |
---|
778 | case GLP_UNDEF: |
---|
779 | return UNDEFINED; |
---|
780 | case GLP_FEAS: |
---|
781 | case GLP_INFEAS: |
---|
782 | if (glp_get_dual_stat(lp) == GLP_NOFEAS) { |
---|
783 | return UNBOUNDED; |
---|
784 | } else { |
---|
785 | return UNDEFINED; |
---|
786 | } |
---|
787 | case GLP_NOFEAS: |
---|
788 | return INFEASIBLE; |
---|
789 | default: |
---|
790 | LEMON_ASSERT(false, "Wrong primal type"); |
---|
791 | return LpGlpk::ProblemType(); |
---|
792 | } |
---|
793 | } |
---|
794 | |
---|
795 | LpGlpk::ProblemType LpGlpk::_getDualType() const { |
---|
796 | if (glp_get_status(lp) == GLP_OPT) |
---|
797 | return OPTIMAL; |
---|
798 | switch (glp_get_dual_stat(lp)) { |
---|
799 | case GLP_UNDEF: |
---|
800 | return UNDEFINED; |
---|
801 | case GLP_FEAS: |
---|
802 | case GLP_INFEAS: |
---|
803 | if (glp_get_prim_stat(lp) == GLP_NOFEAS) { |
---|
804 | return UNBOUNDED; |
---|
805 | } else { |
---|
806 | return UNDEFINED; |
---|
807 | } |
---|
808 | case GLP_NOFEAS: |
---|
809 | return INFEASIBLE; |
---|
810 | default: |
---|
811 | LEMON_ASSERT(false, "Wrong primal type"); |
---|
812 | return LpGlpk::ProblemType(); |
---|
813 | } |
---|
814 | } |
---|
815 | |
---|
816 | void LpGlpk::presolver(bool b) { |
---|
817 | lpx_set_int_parm(lp, LPX_K_PRESOL, b ? 1 : 0); |
---|
818 | } |
---|
819 | |
---|
820 | void LpGlpk::messageLevel(MessageLevel m) { |
---|
821 | _message_level = m; |
---|
822 | } |
---|
823 | |
---|
824 | // MipGlpk members |
---|
825 | |
---|
826 | MipGlpk::MipGlpk() |
---|
827 | : LpBase(), GlpkBase(), MipSolver() { |
---|
828 | messageLevel(MESSAGE_NO_OUTPUT); |
---|
829 | } |
---|
830 | |
---|
831 | MipGlpk::MipGlpk(const MipGlpk& other) |
---|
832 | : LpBase(), GlpkBase(other), MipSolver() { |
---|
833 | messageLevel(MESSAGE_NO_OUTPUT); |
---|
834 | } |
---|
835 | |
---|
836 | void MipGlpk::_setColType(int i, MipGlpk::ColTypes col_type) { |
---|
837 | switch (col_type) { |
---|
838 | case INTEGER: |
---|
839 | glp_set_col_kind(lp, i, GLP_IV); |
---|
840 | break; |
---|
841 | case REAL: |
---|
842 | glp_set_col_kind(lp, i, GLP_CV); |
---|
843 | break; |
---|
844 | } |
---|
845 | } |
---|
846 | |
---|
847 | MipGlpk::ColTypes MipGlpk::_getColType(int i) const { |
---|
848 | switch (glp_get_col_kind(lp, i)) { |
---|
849 | case GLP_IV: |
---|
850 | case GLP_BV: |
---|
851 | return INTEGER; |
---|
852 | default: |
---|
853 | return REAL; |
---|
854 | } |
---|
855 | |
---|
856 | } |
---|
857 | |
---|
858 | MipGlpk::SolveExitStatus MipGlpk::_solve() { |
---|
859 | glp_smcp smcp; |
---|
860 | glp_init_smcp(&smcp); |
---|
861 | |
---|
862 | switch (_message_level) { |
---|
863 | case MESSAGE_NO_OUTPUT: |
---|
864 | smcp.msg_lev = GLP_MSG_OFF; |
---|
865 | break; |
---|
866 | case MESSAGE_ERROR_MESSAGE: |
---|
867 | smcp.msg_lev = GLP_MSG_ERR; |
---|
868 | break; |
---|
869 | case MESSAGE_NORMAL_OUTPUT: |
---|
870 | smcp.msg_lev = GLP_MSG_ON; |
---|
871 | break; |
---|
872 | case MESSAGE_FULL_OUTPUT: |
---|
873 | smcp.msg_lev = GLP_MSG_ALL; |
---|
874 | break; |
---|
875 | } |
---|
876 | smcp.meth = GLP_DUAL; |
---|
877 | |
---|
878 | if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
---|
879 | if (glp_get_status(lp) != GLP_OPT) return SOLVED; |
---|
880 | |
---|
881 | glp_iocp iocp; |
---|
882 | glp_init_iocp(&iocp); |
---|
883 | |
---|
884 | switch (_message_level) { |
---|
885 | case MESSAGE_NO_OUTPUT: |
---|
886 | iocp.msg_lev = GLP_MSG_OFF; |
---|
887 | break; |
---|
888 | case MESSAGE_ERROR_MESSAGE: |
---|
889 | iocp.msg_lev = GLP_MSG_ERR; |
---|
890 | break; |
---|
891 | case MESSAGE_NORMAL_OUTPUT: |
---|
892 | iocp.msg_lev = GLP_MSG_ON; |
---|
893 | break; |
---|
894 | case MESSAGE_FULL_OUTPUT: |
---|
895 | iocp.msg_lev = GLP_MSG_ALL; |
---|
896 | break; |
---|
897 | } |
---|
898 | |
---|
899 | if (glp_intopt(lp, &iocp) != 0) return UNSOLVED; |
---|
900 | return SOLVED; |
---|
901 | } |
---|
902 | |
---|
903 | |
---|
904 | MipGlpk::ProblemType MipGlpk::_getType() const { |
---|
905 | switch (glp_get_status(lp)) { |
---|
906 | case GLP_OPT: |
---|
907 | switch (glp_mip_status(lp)) { |
---|
908 | case GLP_UNDEF: |
---|
909 | return UNDEFINED; |
---|
910 | case GLP_NOFEAS: |
---|
911 | return INFEASIBLE; |
---|
912 | case GLP_FEAS: |
---|
913 | return FEASIBLE; |
---|
914 | case GLP_OPT: |
---|
915 | return OPTIMAL; |
---|
916 | default: |
---|
917 | LEMON_ASSERT(false, "Wrong problem type."); |
---|
918 | return MipGlpk::ProblemType(); |
---|
919 | } |
---|
920 | case GLP_NOFEAS: |
---|
921 | return INFEASIBLE; |
---|
922 | case GLP_INFEAS: |
---|
923 | case GLP_FEAS: |
---|
924 | if (glp_get_dual_stat(lp) == GLP_NOFEAS) { |
---|
925 | return UNBOUNDED; |
---|
926 | } else { |
---|
927 | return UNDEFINED; |
---|
928 | } |
---|
929 | default: |
---|
930 | LEMON_ASSERT(false, "Wrong problem type."); |
---|
931 | return MipGlpk::ProblemType(); |
---|
932 | } |
---|
933 | } |
---|
934 | |
---|
935 | MipGlpk::Value MipGlpk::_getSol(int i) const { |
---|
936 | return glp_mip_col_val(lp, i); |
---|
937 | } |
---|
938 | |
---|
939 | MipGlpk::Value MipGlpk::_getSolValue() const { |
---|
940 | return glp_mip_obj_val(lp); |
---|
941 | } |
---|
942 | |
---|
943 | MipGlpk* MipGlpk::_newSolver() const { return new MipGlpk; } |
---|
944 | MipGlpk* MipGlpk::_cloneSolver() const {return new MipGlpk(*this); } |
---|
945 | |
---|
946 | const char* MipGlpk::_solverName() const { return "MipGlpk"; } |
---|
947 | |
---|
948 | void MipGlpk::messageLevel(MessageLevel m) { |
---|
949 | _message_level = m; |
---|
950 | } |
---|
951 | |
---|
952 | } //END OF NAMESPACE LEMON |
---|