[484] | 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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[598] | 5 | * Copyright (C) 2003-2009 |
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[484] | 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 | #include <iostream> |
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| 20 | #include <vector> |
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| 21 | #include <cstring> |
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| 22 | |
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| 23 | #include <lemon/cplex.h> |
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| 24 | |
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| 25 | extern "C" { |
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| 26 | #include <ilcplex/cplex.h> |
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| 27 | } |
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| 28 | |
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| 29 | |
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| 30 | ///\file |
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| 31 | ///\brief Implementation of the LEMON-CPLEX lp solver interface. |
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| 32 | namespace lemon { |
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| 33 | |
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| 34 | CplexEnv::LicenseError::LicenseError(int status) { |
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| 35 | if (!CPXgeterrorstring(0, status, _message)) { |
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| 36 | std::strcpy(_message, "Cplex unknown error"); |
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| 37 | } |
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| 38 | } |
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| 39 | |
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| 40 | CplexEnv::CplexEnv() { |
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| 41 | int status; |
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| 42 | _cnt = new int; |
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[1181] | 43 | (*_cnt) = 1; |
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[484] | 44 | _env = CPXopenCPLEX(&status); |
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| 45 | if (_env == 0) { |
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| 46 | delete _cnt; |
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| 47 | _cnt = 0; |
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| 48 | throw LicenseError(status); |
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| 49 | } |
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| 50 | } |
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| 51 | |
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| 52 | CplexEnv::CplexEnv(const CplexEnv& other) { |
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| 53 | _env = other._env; |
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| 54 | _cnt = other._cnt; |
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| 55 | ++(*_cnt); |
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| 56 | } |
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| 57 | |
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| 58 | CplexEnv& CplexEnv::operator=(const CplexEnv& other) { |
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| 59 | _env = other._env; |
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| 60 | _cnt = other._cnt; |
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| 61 | ++(*_cnt); |
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| 62 | return *this; |
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| 63 | } |
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| 64 | |
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| 65 | CplexEnv::~CplexEnv() { |
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| 66 | --(*_cnt); |
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| 67 | if (*_cnt == 0) { |
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| 68 | delete _cnt; |
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| 69 | CPXcloseCPLEX(&_env); |
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| 70 | } |
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| 71 | } |
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| 72 | |
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| 73 | CplexBase::CplexBase() : LpBase() { |
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| 74 | int status; |
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| 75 | _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
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[623] | 76 | messageLevel(MESSAGE_NOTHING); |
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[484] | 77 | } |
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| 78 | |
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| 79 | CplexBase::CplexBase(const CplexEnv& env) |
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| 80 | : LpBase(), _env(env) { |
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| 81 | int status; |
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| 82 | _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
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[623] | 83 | messageLevel(MESSAGE_NOTHING); |
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[484] | 84 | } |
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| 85 | |
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| 86 | CplexBase::CplexBase(const CplexBase& cplex) |
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| 87 | : LpBase() { |
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| 88 | int status; |
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| 89 | _prob = CPXcloneprob(cplexEnv(), cplex._prob, &status); |
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| 90 | rows = cplex.rows; |
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| 91 | cols = cplex.cols; |
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[623] | 92 | messageLevel(MESSAGE_NOTHING); |
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[484] | 93 | } |
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| 94 | |
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| 95 | CplexBase::~CplexBase() { |
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| 96 | CPXfreeprob(cplexEnv(),&_prob); |
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| 97 | } |
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| 98 | |
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| 99 | int CplexBase::_addCol() { |
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| 100 | int i = CPXgetnumcols(cplexEnv(), _prob); |
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| 101 | double lb = -INF, ub = INF; |
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| 102 | CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0); |
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| 103 | return i; |
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| 104 | } |
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| 105 | |
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| 106 | |
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| 107 | int CplexBase::_addRow() { |
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| 108 | int i = CPXgetnumrows(cplexEnv(), _prob); |
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| 109 | const double ub = INF; |
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| 110 | const char s = 'L'; |
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| 111 | CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
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| 112 | return i; |
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| 113 | } |
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| 114 | |
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| 115 | |
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| 116 | void CplexBase::_eraseCol(int i) { |
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| 117 | CPXdelcols(cplexEnv(), _prob, i, i); |
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| 118 | } |
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| 119 | |
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| 120 | void CplexBase::_eraseRow(int i) { |
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| 121 | CPXdelrows(cplexEnv(), _prob, i, i); |
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| 122 | } |
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| 123 | |
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| 124 | void CplexBase::_eraseColId(int i) { |
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| 125 | cols.eraseIndex(i); |
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| 126 | cols.shiftIndices(i); |
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| 127 | } |
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| 128 | void CplexBase::_eraseRowId(int i) { |
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| 129 | rows.eraseIndex(i); |
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| 130 | rows.shiftIndices(i); |
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| 131 | } |
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| 132 | |
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| 133 | void CplexBase::_getColName(int col, std::string &name) const { |
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| 134 | int size; |
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| 135 | CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col); |
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| 136 | if (size == 0) { |
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| 137 | name.clear(); |
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| 138 | return; |
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| 139 | } |
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| 140 | |
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| 141 | size *= -1; |
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| 142 | std::vector<char> buf(size); |
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| 143 | char *cname; |
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| 144 | int tmp; |
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| 145 | CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size, |
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| 146 | &tmp, col, col); |
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| 147 | name = cname; |
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| 148 | } |
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| 149 | |
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| 150 | void CplexBase::_setColName(int col, const std::string &name) { |
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| 151 | char *cname; |
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| 152 | cname = const_cast<char*>(name.c_str()); |
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| 153 | CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname); |
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| 154 | } |
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| 155 | |
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| 156 | int CplexBase::_colByName(const std::string& name) const { |
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| 157 | int index; |
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| 158 | if (CPXgetcolindex(cplexEnv(), _prob, |
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| 159 | const_cast<char*>(name.c_str()), &index) == 0) { |
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| 160 | return index; |
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| 161 | } |
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| 162 | return -1; |
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| 163 | } |
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| 164 | |
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| 165 | void CplexBase::_getRowName(int row, std::string &name) const { |
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| 166 | int size; |
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| 167 | CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row); |
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| 168 | if (size == 0) { |
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| 169 | name.clear(); |
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| 170 | return; |
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| 171 | } |
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| 172 | |
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| 173 | size *= -1; |
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| 174 | std::vector<char> buf(size); |
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| 175 | char *cname; |
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| 176 | int tmp; |
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| 177 | CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size, |
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| 178 | &tmp, row, row); |
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| 179 | name = cname; |
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| 180 | } |
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| 181 | |
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| 182 | void CplexBase::_setRowName(int row, const std::string &name) { |
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| 183 | char *cname; |
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| 184 | cname = const_cast<char*>(name.c_str()); |
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| 185 | CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname); |
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| 186 | } |
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| 187 | |
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| 188 | int CplexBase::_rowByName(const std::string& name) const { |
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| 189 | int index; |
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| 190 | if (CPXgetrowindex(cplexEnv(), _prob, |
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| 191 | const_cast<char*>(name.c_str()), &index) == 0) { |
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| 192 | return index; |
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| 193 | } |
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| 194 | return -1; |
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| 195 | } |
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| 196 | |
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| 197 | void CplexBase::_setRowCoeffs(int i, ExprIterator b, |
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| 198 | ExprIterator e) |
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| 199 | { |
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| 200 | std::vector<int> indices; |
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| 201 | std::vector<int> rowlist; |
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| 202 | std::vector<Value> values; |
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| 203 | |
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| 204 | for(ExprIterator it=b; it!=e; ++it) { |
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| 205 | indices.push_back(it->first); |
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| 206 | values.push_back(it->second); |
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| 207 | rowlist.push_back(i); |
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| 208 | } |
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| 209 | |
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| 210 | CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
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| 211 | &rowlist.front(), &indices.front(), &values.front()); |
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| 212 | } |
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| 213 | |
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| 214 | void CplexBase::_getRowCoeffs(int i, InsertIterator b) const { |
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| 215 | int tmp1, tmp2, tmp3, length; |
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| 216 | CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
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| 217 | |
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| 218 | length = -length; |
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| 219 | std::vector<int> indices(length); |
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| 220 | std::vector<double> values(length); |
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| 221 | |
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| 222 | CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, |
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| 223 | &indices.front(), &values.front(), |
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| 224 | length, &tmp3, i, i); |
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| 225 | |
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| 226 | for (int i = 0; i < length; ++i) { |
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| 227 | *b = std::make_pair(indices[i], values[i]); |
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| 228 | ++b; |
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| 229 | } |
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| 230 | } |
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| 231 | |
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| 232 | void CplexBase::_setColCoeffs(int i, ExprIterator b, ExprIterator e) { |
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| 233 | std::vector<int> indices; |
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| 234 | std::vector<int> collist; |
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| 235 | std::vector<Value> values; |
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| 236 | |
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| 237 | for(ExprIterator it=b; it!=e; ++it) { |
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| 238 | indices.push_back(it->first); |
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| 239 | values.push_back(it->second); |
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| 240 | collist.push_back(i); |
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| 241 | } |
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| 242 | |
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| 243 | CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
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| 244 | &indices.front(), &collist.front(), &values.front()); |
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| 245 | } |
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| 246 | |
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| 247 | void CplexBase::_getColCoeffs(int i, InsertIterator b) const { |
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| 248 | |
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| 249 | int tmp1, tmp2, tmp3, length; |
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| 250 | CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
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| 251 | |
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| 252 | length = -length; |
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| 253 | std::vector<int> indices(length); |
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| 254 | std::vector<double> values(length); |
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| 255 | |
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| 256 | CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, |
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| 257 | &indices.front(), &values.front(), |
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| 258 | length, &tmp3, i, i); |
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| 259 | |
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| 260 | for (int i = 0; i < length; ++i) { |
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| 261 | *b = std::make_pair(indices[i], values[i]); |
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| 262 | ++b; |
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| 263 | } |
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| 264 | |
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| 265 | } |
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| 266 | |
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| 267 | void CplexBase::_setCoeff(int row, int col, Value value) { |
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| 268 | CPXchgcoef(cplexEnv(), _prob, row, col, value); |
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| 269 | } |
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| 270 | |
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| 271 | CplexBase::Value CplexBase::_getCoeff(int row, int col) const { |
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| 272 | CplexBase::Value value; |
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| 273 | CPXgetcoef(cplexEnv(), _prob, row, col, &value); |
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| 274 | return value; |
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| 275 | } |
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| 276 | |
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| 277 | void CplexBase::_setColLowerBound(int i, Value value) { |
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| 278 | const char s = 'L'; |
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| 279 | CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
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| 280 | } |
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| 281 | |
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| 282 | CplexBase::Value CplexBase::_getColLowerBound(int i) const { |
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| 283 | CplexBase::Value res; |
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| 284 | CPXgetlb(cplexEnv(), _prob, &res, i, i); |
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| 285 | return res <= -CPX_INFBOUND ? -INF : res; |
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| 286 | } |
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| 287 | |
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| 288 | void CplexBase::_setColUpperBound(int i, Value value) |
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| 289 | { |
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| 290 | const char s = 'U'; |
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| 291 | CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
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| 292 | } |
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| 293 | |
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| 294 | CplexBase::Value CplexBase::_getColUpperBound(int i) const { |
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| 295 | CplexBase::Value res; |
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| 296 | CPXgetub(cplexEnv(), _prob, &res, i, i); |
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| 297 | return res >= CPX_INFBOUND ? INF : res; |
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| 298 | } |
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| 299 | |
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| 300 | CplexBase::Value CplexBase::_getRowLowerBound(int i) const { |
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| 301 | char s; |
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| 302 | CPXgetsense(cplexEnv(), _prob, &s, i, i); |
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| 303 | CplexBase::Value res; |
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| 304 | |
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| 305 | switch (s) { |
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| 306 | case 'G': |
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| 307 | case 'R': |
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| 308 | case 'E': |
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| 309 | CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
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| 310 | return res <= -CPX_INFBOUND ? -INF : res; |
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| 311 | default: |
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| 312 | return -INF; |
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| 313 | } |
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| 314 | } |
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| 315 | |
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| 316 | CplexBase::Value CplexBase::_getRowUpperBound(int i) const { |
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| 317 | char s; |
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| 318 | CPXgetsense(cplexEnv(), _prob, &s, i, i); |
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| 319 | CplexBase::Value res; |
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| 320 | |
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| 321 | switch (s) { |
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| 322 | case 'L': |
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| 323 | case 'E': |
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| 324 | CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
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| 325 | return res >= CPX_INFBOUND ? INF : res; |
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| 326 | case 'R': |
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| 327 | CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
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| 328 | { |
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| 329 | double rng; |
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| 330 | CPXgetrngval(cplexEnv(), _prob, &rng, i, i); |
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| 331 | res += rng; |
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| 332 | } |
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| 333 | return res >= CPX_INFBOUND ? INF : res; |
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| 334 | default: |
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| 335 | return INF; |
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| 336 | } |
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| 337 | } |
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| 338 | |
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| 339 | //This is easier to implement |
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| 340 | void CplexBase::_set_row_bounds(int i, Value lb, Value ub) { |
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| 341 | if (lb == -INF) { |
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| 342 | const char s = 'L'; |
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| 343 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
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| 344 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub); |
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| 345 | } else if (ub == INF) { |
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| 346 | const char s = 'G'; |
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| 347 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
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| 348 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
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| 349 | } else if (lb == ub){ |
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| 350 | const char s = 'E'; |
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| 351 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
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| 352 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
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| 353 | } else { |
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| 354 | const char s = 'R'; |
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| 355 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
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| 356 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
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| 357 | double len = ub - lb; |
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| 358 | CPXchgrngval(cplexEnv(), _prob, 1, &i, &len); |
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| 359 | } |
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| 360 | } |
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| 361 | |
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| 362 | void CplexBase::_setRowLowerBound(int i, Value lb) |
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| 363 | { |
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| 364 | LEMON_ASSERT(lb != INF, "Invalid bound"); |
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| 365 | _set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i)); |
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| 366 | } |
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| 367 | |
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| 368 | void CplexBase::_setRowUpperBound(int i, Value ub) |
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| 369 | { |
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| 370 | |
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| 371 | LEMON_ASSERT(ub != -INF, "Invalid bound"); |
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| 372 | _set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub); |
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| 373 | } |
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| 374 | |
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| 375 | void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e) |
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| 376 | { |
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| 377 | std::vector<int> indices; |
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| 378 | std::vector<Value> values; |
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| 379 | for(ExprIterator it=b; it!=e; ++it) { |
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| 380 | indices.push_back(it->first); |
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| 381 | values.push_back(it->second); |
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| 382 | } |
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| 383 | CPXchgobj(cplexEnv(), _prob, values.size(), |
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| 384 | &indices.front(), &values.front()); |
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| 385 | |
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| 386 | } |
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| 387 | |
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| 388 | void CplexBase::_getObjCoeffs(InsertIterator b) const |
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| 389 | { |
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| 390 | int num = CPXgetnumcols(cplexEnv(), _prob); |
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| 391 | std::vector<Value> x(num); |
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| 392 | |
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| 393 | CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1); |
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| 394 | for (int i = 0; i < num; ++i) { |
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| 395 | if (x[i] != 0.0) { |
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| 396 | *b = std::make_pair(i, x[i]); |
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| 397 | ++b; |
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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 | void CplexBase::_setObjCoeff(int i, Value obj_coef) |
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| 403 | { |
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| 404 | CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef); |
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| 405 | } |
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| 406 | |
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| 407 | CplexBase::Value CplexBase::_getObjCoeff(int i) const |
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| 408 | { |
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| 409 | Value x; |
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| 410 | CPXgetobj(cplexEnv(), _prob, &x, i, i); |
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| 411 | return x; |
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| 412 | } |
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| 413 | |
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| 414 | void CplexBase::_setSense(CplexBase::Sense sense) { |
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| 415 | switch (sense) { |
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| 416 | case MIN: |
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| 417 | CPXchgobjsen(cplexEnv(), _prob, CPX_MIN); |
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| 418 | break; |
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| 419 | case MAX: |
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| 420 | CPXchgobjsen(cplexEnv(), _prob, CPX_MAX); |
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| 421 | break; |
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| 422 | } |
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| 423 | } |
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| 424 | |
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| 425 | CplexBase::Sense CplexBase::_getSense() const { |
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| 426 | switch (CPXgetobjsen(cplexEnv(), _prob)) { |
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| 427 | case CPX_MIN: |
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| 428 | return MIN; |
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| 429 | case CPX_MAX: |
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| 430 | return MAX; |
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| 431 | default: |
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| 432 | LEMON_ASSERT(false, "Invalid sense"); |
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| 433 | return CplexBase::Sense(); |
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| 434 | } |
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| 435 | } |
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| 436 | |
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| 437 | void CplexBase::_clear() { |
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| 438 | CPXfreeprob(cplexEnv(),&_prob); |
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| 439 | int status; |
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| 440 | _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
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| 441 | } |
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| 442 | |
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[623] | 443 | void CplexBase::_messageLevel(MessageLevel level) { |
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| 444 | switch (level) { |
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| 445 | case MESSAGE_NOTHING: |
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| 446 | _message_enabled = false; |
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| 447 | break; |
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| 448 | case MESSAGE_ERROR: |
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| 449 | case MESSAGE_WARNING: |
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| 450 | case MESSAGE_NORMAL: |
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| 451 | case MESSAGE_VERBOSE: |
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| 452 | _message_enabled = true; |
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| 453 | break; |
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| 454 | } |
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| 455 | } |
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| 456 | |
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| 457 | void CplexBase::_applyMessageLevel() { |
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| 458 | CPXsetintparam(cplexEnv(), CPX_PARAM_SCRIND, |
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| 459 | _message_enabled ? CPX_ON : CPX_OFF); |
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| 460 | } |
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| 461 | |
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[485] | 462 | // CplexLp members |
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[484] | 463 | |
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[485] | 464 | CplexLp::CplexLp() |
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[598] | 465 | : LpBase(), LpSolver(), CplexBase() {} |
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[484] | 466 | |
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[485] | 467 | CplexLp::CplexLp(const CplexEnv& env) |
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[598] | 468 | : LpBase(), LpSolver(), CplexBase(env) {} |
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[484] | 469 | |
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[485] | 470 | CplexLp::CplexLp(const CplexLp& other) |
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[598] | 471 | : LpBase(), LpSolver(), CplexBase(other) {} |
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[484] | 472 | |
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[485] | 473 | CplexLp::~CplexLp() {} |
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[484] | 474 | |
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[587] | 475 | CplexLp* CplexLp::newSolver() const { return new CplexLp; } |
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| 476 | CplexLp* CplexLp::cloneSolver() const {return new CplexLp(*this); } |
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[484] | 477 | |
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[485] | 478 | const char* CplexLp::_solverName() const { return "CplexLp"; } |
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[484] | 479 | |
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[485] | 480 | void CplexLp::_clear_temporals() { |
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[484] | 481 | _col_status.clear(); |
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| 482 | _row_status.clear(); |
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| 483 | _primal_ray.clear(); |
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| 484 | _dual_ray.clear(); |
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| 485 | } |
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| 486 | |
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| 487 | // The routine returns zero unless an error occurred during the |
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| 488 | // optimization. Examples of errors include exhausting available |
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| 489 | // memory (CPXERR_NO_MEMORY) or encountering invalid data in the |
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| 490 | // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a |
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| 491 | // user-specified CPLEX limit, or proving the model infeasible or |
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| 492 | // unbounded, are not considered errors. Note that a zero return |
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| 493 | // value does not necessarily mean that a solution exists. Use query |
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| 494 | // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain |
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| 495 | // further information about the status of the optimization. |
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[485] | 496 | CplexLp::SolveExitStatus CplexLp::convertStatus(int status) { |
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[484] | 497 | #if CPX_VERSION >= 800 |
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| 498 | if (status == 0) { |
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| 499 | switch (CPXgetstat(cplexEnv(), _prob)) { |
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| 500 | case CPX_STAT_OPTIMAL: |
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| 501 | case CPX_STAT_INFEASIBLE: |
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| 502 | case CPX_STAT_UNBOUNDED: |
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| 503 | return SOLVED; |
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| 504 | default: |
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| 505 | return UNSOLVED; |
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| 506 | } |
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| 507 | } else { |
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| 508 | return UNSOLVED; |
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| 509 | } |
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| 510 | #else |
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| 511 | if (status == 0) { |
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| 512 | //We want to exclude some cases |
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| 513 | switch (CPXgetstat(cplexEnv(), _prob)) { |
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| 514 | case CPX_OBJ_LIM: |
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| 515 | case CPX_IT_LIM_FEAS: |
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| 516 | case CPX_IT_LIM_INFEAS: |
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| 517 | case CPX_TIME_LIM_FEAS: |
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| 518 | case CPX_TIME_LIM_INFEAS: |
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| 519 | return UNSOLVED; |
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| 520 | default: |
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| 521 | return SOLVED; |
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| 522 | } |
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| 523 | } else { |
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| 524 | return UNSOLVED; |
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| 525 | } |
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| 526 | #endif |
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| 527 | } |
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| 528 | |
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[485] | 529 | CplexLp::SolveExitStatus CplexLp::_solve() { |
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[484] | 530 | _clear_temporals(); |
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[623] | 531 | _applyMessageLevel(); |
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[484] | 532 | return convertStatus(CPXlpopt(cplexEnv(), _prob)); |
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| 533 | } |
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| 534 | |
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[485] | 535 | CplexLp::SolveExitStatus CplexLp::solvePrimal() { |
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[484] | 536 | _clear_temporals(); |
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[623] | 537 | _applyMessageLevel(); |
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[484] | 538 | return convertStatus(CPXprimopt(cplexEnv(), _prob)); |
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| 539 | } |
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| 540 | |
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[485] | 541 | CplexLp::SolveExitStatus CplexLp::solveDual() { |
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[484] | 542 | _clear_temporals(); |
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[623] | 543 | _applyMessageLevel(); |
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[484] | 544 | return convertStatus(CPXdualopt(cplexEnv(), _prob)); |
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| 545 | } |
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| 546 | |
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[485] | 547 | CplexLp::SolveExitStatus CplexLp::solveBarrier() { |
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[484] | 548 | _clear_temporals(); |
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[623] | 549 | _applyMessageLevel(); |
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[484] | 550 | return convertStatus(CPXbaropt(cplexEnv(), _prob)); |
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| 551 | } |
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| 552 | |
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[485] | 553 | CplexLp::Value CplexLp::_getPrimal(int i) const { |
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[484] | 554 | Value x; |
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| 555 | CPXgetx(cplexEnv(), _prob, &x, i, i); |
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| 556 | return x; |
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| 557 | } |
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| 558 | |
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[485] | 559 | CplexLp::Value CplexLp::_getDual(int i) const { |
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[484] | 560 | Value y; |
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| 561 | CPXgetpi(cplexEnv(), _prob, &y, i, i); |
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| 562 | return y; |
---|
| 563 | } |
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| 564 | |
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[485] | 565 | CplexLp::Value CplexLp::_getPrimalValue() const { |
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[484] | 566 | Value objval; |
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| 567 | CPXgetobjval(cplexEnv(), _prob, &objval); |
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| 568 | return objval; |
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| 569 | } |
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| 570 | |
---|
[485] | 571 | CplexLp::VarStatus CplexLp::_getColStatus(int i) const { |
---|
[484] | 572 | if (_col_status.empty()) { |
---|
| 573 | _col_status.resize(CPXgetnumcols(cplexEnv(), _prob)); |
---|
| 574 | CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0); |
---|
| 575 | } |
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| 576 | switch (_col_status[i]) { |
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| 577 | case CPX_BASIC: |
---|
| 578 | return BASIC; |
---|
| 579 | case CPX_FREE_SUPER: |
---|
| 580 | return FREE; |
---|
| 581 | case CPX_AT_LOWER: |
---|
| 582 | return LOWER; |
---|
| 583 | case CPX_AT_UPPER: |
---|
| 584 | return UPPER; |
---|
| 585 | default: |
---|
| 586 | LEMON_ASSERT(false, "Wrong column status"); |
---|
[485] | 587 | return CplexLp::VarStatus(); |
---|
[484] | 588 | } |
---|
| 589 | } |
---|
| 590 | |
---|
[485] | 591 | CplexLp::VarStatus CplexLp::_getRowStatus(int i) const { |
---|
[484] | 592 | if (_row_status.empty()) { |
---|
| 593 | _row_status.resize(CPXgetnumrows(cplexEnv(), _prob)); |
---|
| 594 | CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front()); |
---|
| 595 | } |
---|
| 596 | switch (_row_status[i]) { |
---|
| 597 | case CPX_BASIC: |
---|
| 598 | return BASIC; |
---|
| 599 | case CPX_AT_LOWER: |
---|
| 600 | { |
---|
| 601 | char s; |
---|
| 602 | CPXgetsense(cplexEnv(), _prob, &s, i, i); |
---|
| 603 | return s != 'L' ? LOWER : UPPER; |
---|
| 604 | } |
---|
| 605 | case CPX_AT_UPPER: |
---|
| 606 | return UPPER; |
---|
| 607 | default: |
---|
| 608 | LEMON_ASSERT(false, "Wrong row status"); |
---|
[485] | 609 | return CplexLp::VarStatus(); |
---|
[484] | 610 | } |
---|
| 611 | } |
---|
| 612 | |
---|
[485] | 613 | CplexLp::Value CplexLp::_getPrimalRay(int i) const { |
---|
[484] | 614 | if (_primal_ray.empty()) { |
---|
| 615 | _primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob)); |
---|
| 616 | CPXgetray(cplexEnv(), _prob, &_primal_ray.front()); |
---|
| 617 | } |
---|
| 618 | return _primal_ray[i]; |
---|
| 619 | } |
---|
| 620 | |
---|
[485] | 621 | CplexLp::Value CplexLp::_getDualRay(int i) const { |
---|
[484] | 622 | if (_dual_ray.empty()) { |
---|
| 623 | |
---|
| 624 | } |
---|
| 625 | return _dual_ray[i]; |
---|
| 626 | } |
---|
| 627 | |
---|
[623] | 628 | // Cplex 7.0 status values |
---|
[484] | 629 | // This table lists the statuses, returned by the CPXgetstat() |
---|
| 630 | // routine, for solutions to LP problems or mixed integer problems. If |
---|
| 631 | // no solution exists, the return value is zero. |
---|
| 632 | |
---|
| 633 | // For Simplex, Barrier |
---|
| 634 | // 1 CPX_OPTIMAL |
---|
| 635 | // Optimal solution found |
---|
| 636 | // 2 CPX_INFEASIBLE |
---|
| 637 | // Problem infeasible |
---|
| 638 | // 3 CPX_UNBOUNDED |
---|
| 639 | // Problem unbounded |
---|
| 640 | // 4 CPX_OBJ_LIM |
---|
| 641 | // Objective limit exceeded in Phase II |
---|
| 642 | // 5 CPX_IT_LIM_FEAS |
---|
| 643 | // Iteration limit exceeded in Phase II |
---|
| 644 | // 6 CPX_IT_LIM_INFEAS |
---|
| 645 | // Iteration limit exceeded in Phase I |
---|
| 646 | // 7 CPX_TIME_LIM_FEAS |
---|
| 647 | // Time limit exceeded in Phase II |
---|
| 648 | // 8 CPX_TIME_LIM_INFEAS |
---|
| 649 | // Time limit exceeded in Phase I |
---|
| 650 | // 9 CPX_NUM_BEST_FEAS |
---|
| 651 | // Problem non-optimal, singularities in Phase II |
---|
| 652 | // 10 CPX_NUM_BEST_INFEAS |
---|
| 653 | // Problem non-optimal, singularities in Phase I |
---|
| 654 | // 11 CPX_OPTIMAL_INFEAS |
---|
| 655 | // Optimal solution found, unscaled infeasibilities |
---|
| 656 | // 12 CPX_ABORT_FEAS |
---|
| 657 | // Aborted in Phase II |
---|
| 658 | // 13 CPX_ABORT_INFEAS |
---|
| 659 | // Aborted in Phase I |
---|
| 660 | // 14 CPX_ABORT_DUAL_INFEAS |
---|
| 661 | // Aborted in barrier, dual infeasible |
---|
| 662 | // 15 CPX_ABORT_PRIM_INFEAS |
---|
| 663 | // Aborted in barrier, primal infeasible |
---|
| 664 | // 16 CPX_ABORT_PRIM_DUAL_INFEAS |
---|
| 665 | // Aborted in barrier, primal and dual infeasible |
---|
| 666 | // 17 CPX_ABORT_PRIM_DUAL_FEAS |
---|
| 667 | // Aborted in barrier, primal and dual feasible |
---|
| 668 | // 18 CPX_ABORT_CROSSOVER |
---|
| 669 | // Aborted in crossover |
---|
| 670 | // 19 CPX_INForUNBD |
---|
| 671 | // Infeasible or unbounded |
---|
| 672 | // 20 CPX_PIVOT |
---|
| 673 | // User pivot used |
---|
| 674 | // |
---|
[623] | 675 | // Pending return values |
---|
[484] | 676 | // ??case CPX_ABORT_DUAL_INFEAS |
---|
| 677 | // ??case CPX_ABORT_CROSSOVER |
---|
| 678 | // ??case CPX_INForUNBD |
---|
| 679 | // ??case CPX_PIVOT |
---|
| 680 | |
---|
| 681 | //Some more interesting stuff: |
---|
| 682 | |
---|
| 683 | // CPX_PARAM_PROBMETHOD 1062 int LPMETHOD |
---|
| 684 | // 0 Automatic |
---|
| 685 | // 1 Primal Simplex |
---|
| 686 | // 2 Dual Simplex |
---|
| 687 | // 3 Network Simplex |
---|
| 688 | // 4 Standard Barrier |
---|
| 689 | // Default: 0 |
---|
| 690 | // Description: Method for linear optimization. |
---|
| 691 | // Determines which algorithm is used when CPXlpopt() (or "optimize" |
---|
| 692 | // in the Interactive Optimizer) is called. Currently the behavior of |
---|
| 693 | // the "Automatic" setting is that CPLEX simply invokes the dual |
---|
| 694 | // simplex method, but this capability may be expanded in the future |
---|
| 695 | // so that CPLEX chooses the method based on problem characteristics |
---|
| 696 | #if CPX_VERSION < 900 |
---|
| 697 | void statusSwitch(CPXENVptr cplexEnv(),int& stat){ |
---|
| 698 | int lpmethod; |
---|
| 699 | CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod); |
---|
| 700 | if (lpmethod==2){ |
---|
| 701 | if (stat==CPX_UNBOUNDED){ |
---|
| 702 | stat=CPX_INFEASIBLE; |
---|
| 703 | } |
---|
| 704 | else{ |
---|
| 705 | if (stat==CPX_INFEASIBLE) |
---|
| 706 | stat=CPX_UNBOUNDED; |
---|
| 707 | } |
---|
| 708 | } |
---|
| 709 | } |
---|
| 710 | #else |
---|
| 711 | void statusSwitch(CPXENVptr,int&){} |
---|
| 712 | #endif |
---|
| 713 | |
---|
[485] | 714 | CplexLp::ProblemType CplexLp::_getPrimalType() const { |
---|
[484] | 715 | // Unboundedness not treated well: the following is from cplex 9.0 doc |
---|
| 716 | // About Unboundedness |
---|
| 717 | |
---|
| 718 | // The treatment of models that are unbounded involves a few |
---|
| 719 | // subtleties. Specifically, a declaration of unboundedness means that |
---|
| 720 | // ILOG CPLEX has determined that the model has an unbounded |
---|
| 721 | // ray. Given any feasible solution x with objective z, a multiple of |
---|
| 722 | // the unbounded ray can be added to x to give a feasible solution |
---|
| 723 | // with objective z-1 (or z+1 for maximization models). Thus, if a |
---|
| 724 | // feasible solution exists, then the optimal objective is |
---|
| 725 | // unbounded. Note that ILOG CPLEX has not necessarily concluded that |
---|
| 726 | // a feasible solution exists. Users can call the routine CPXsolninfo |
---|
| 727 | // to determine whether ILOG CPLEX has also concluded that the model |
---|
| 728 | // has a feasible solution. |
---|
| 729 | |
---|
| 730 | int stat = CPXgetstat(cplexEnv(), _prob); |
---|
| 731 | #if CPX_VERSION >= 800 |
---|
| 732 | switch (stat) |
---|
| 733 | { |
---|
| 734 | case CPX_STAT_OPTIMAL: |
---|
| 735 | return OPTIMAL; |
---|
| 736 | case CPX_STAT_UNBOUNDED: |
---|
| 737 | return UNBOUNDED; |
---|
| 738 | case CPX_STAT_INFEASIBLE: |
---|
| 739 | return INFEASIBLE; |
---|
| 740 | default: |
---|
| 741 | return UNDEFINED; |
---|
| 742 | } |
---|
| 743 | #else |
---|
| 744 | statusSwitch(cplexEnv(),stat); |
---|
| 745 | //CPXgetstat(cplexEnv(), _prob); |
---|
| 746 | switch (stat) { |
---|
| 747 | case 0: |
---|
| 748 | return UNDEFINED; //Undefined |
---|
| 749 | case CPX_OPTIMAL://Optimal |
---|
| 750 | return OPTIMAL; |
---|
| 751 | case CPX_UNBOUNDED://Unbounded |
---|
| 752 | return INFEASIBLE;//In case of dual simplex |
---|
| 753 | //return UNBOUNDED; |
---|
| 754 | case CPX_INFEASIBLE://Infeasible |
---|
| 755 | // case CPX_IT_LIM_INFEAS: |
---|
| 756 | // case CPX_TIME_LIM_INFEAS: |
---|
| 757 | // case CPX_NUM_BEST_INFEAS: |
---|
| 758 | // case CPX_OPTIMAL_INFEAS: |
---|
| 759 | // case CPX_ABORT_INFEAS: |
---|
| 760 | // case CPX_ABORT_PRIM_INFEAS: |
---|
| 761 | // case CPX_ABORT_PRIM_DUAL_INFEAS: |
---|
| 762 | return UNBOUNDED;//In case of dual simplex |
---|
| 763 | //return INFEASIBLE; |
---|
| 764 | // case CPX_OBJ_LIM: |
---|
| 765 | // case CPX_IT_LIM_FEAS: |
---|
| 766 | // case CPX_TIME_LIM_FEAS: |
---|
| 767 | // case CPX_NUM_BEST_FEAS: |
---|
| 768 | // case CPX_ABORT_FEAS: |
---|
| 769 | // case CPX_ABORT_PRIM_DUAL_FEAS: |
---|
| 770 | // return FEASIBLE; |
---|
| 771 | default: |
---|
| 772 | return UNDEFINED; //Everything else comes here |
---|
| 773 | //FIXME error |
---|
| 774 | } |
---|
| 775 | #endif |
---|
| 776 | } |
---|
| 777 | |
---|
[623] | 778 | // Cplex 9.0 status values |
---|
[484] | 779 | // CPX_STAT_ABORT_DUAL_OBJ_LIM |
---|
| 780 | // CPX_STAT_ABORT_IT_LIM |
---|
| 781 | // CPX_STAT_ABORT_OBJ_LIM |
---|
| 782 | // CPX_STAT_ABORT_PRIM_OBJ_LIM |
---|
| 783 | // CPX_STAT_ABORT_TIME_LIM |
---|
| 784 | // CPX_STAT_ABORT_USER |
---|
| 785 | // CPX_STAT_FEASIBLE_RELAXED |
---|
| 786 | // CPX_STAT_INFEASIBLE |
---|
| 787 | // CPX_STAT_INForUNBD |
---|
| 788 | // CPX_STAT_NUM_BEST |
---|
| 789 | // CPX_STAT_OPTIMAL |
---|
| 790 | // CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
---|
| 791 | // CPX_STAT_OPTIMAL_INFEAS |
---|
| 792 | // CPX_STAT_OPTIMAL_RELAXED |
---|
| 793 | // CPX_STAT_UNBOUNDED |
---|
| 794 | |
---|
[485] | 795 | CplexLp::ProblemType CplexLp::_getDualType() const { |
---|
[484] | 796 | int stat = CPXgetstat(cplexEnv(), _prob); |
---|
| 797 | #if CPX_VERSION >= 800 |
---|
| 798 | switch (stat) { |
---|
| 799 | case CPX_STAT_OPTIMAL: |
---|
| 800 | return OPTIMAL; |
---|
| 801 | case CPX_STAT_UNBOUNDED: |
---|
| 802 | return INFEASIBLE; |
---|
| 803 | default: |
---|
| 804 | return UNDEFINED; |
---|
| 805 | } |
---|
| 806 | #else |
---|
| 807 | statusSwitch(cplexEnv(),stat); |
---|
| 808 | switch (stat) { |
---|
| 809 | case 0: |
---|
| 810 | return UNDEFINED; //Undefined |
---|
| 811 | case CPX_OPTIMAL://Optimal |
---|
| 812 | return OPTIMAL; |
---|
| 813 | case CPX_UNBOUNDED: |
---|
| 814 | return INFEASIBLE; |
---|
| 815 | default: |
---|
| 816 | return UNDEFINED; //Everything else comes here |
---|
| 817 | //FIXME error |
---|
| 818 | } |
---|
| 819 | #endif |
---|
| 820 | } |
---|
| 821 | |
---|
[485] | 822 | // CplexMip members |
---|
[484] | 823 | |
---|
[485] | 824 | CplexMip::CplexMip() |
---|
[598] | 825 | : LpBase(), MipSolver(), CplexBase() { |
---|
[484] | 826 | |
---|
| 827 | #if CPX_VERSION < 800 |
---|
| 828 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
---|
| 829 | #else |
---|
| 830 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
---|
| 831 | #endif |
---|
| 832 | } |
---|
| 833 | |
---|
[485] | 834 | CplexMip::CplexMip(const CplexEnv& env) |
---|
[598] | 835 | : LpBase(), MipSolver(), CplexBase(env) { |
---|
[484] | 836 | |
---|
| 837 | #if CPX_VERSION < 800 |
---|
| 838 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
---|
| 839 | #else |
---|
| 840 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
---|
| 841 | #endif |
---|
| 842 | |
---|
| 843 | } |
---|
| 844 | |
---|
[485] | 845 | CplexMip::CplexMip(const CplexMip& other) |
---|
[598] | 846 | : LpBase(), MipSolver(), CplexBase(other) {} |
---|
[484] | 847 | |
---|
[485] | 848 | CplexMip::~CplexMip() {} |
---|
[484] | 849 | |
---|
[587] | 850 | CplexMip* CplexMip::newSolver() const { return new CplexMip; } |
---|
| 851 | CplexMip* CplexMip::cloneSolver() const {return new CplexMip(*this); } |
---|
[484] | 852 | |
---|
[485] | 853 | const char* CplexMip::_solverName() const { return "CplexMip"; } |
---|
[484] | 854 | |
---|
[485] | 855 | void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) { |
---|
[484] | 856 | |
---|
| 857 | // Note If a variable is to be changed to binary, a call to CPXchgbds |
---|
| 858 | // should also be made to change the bounds to 0 and 1. |
---|
| 859 | |
---|
| 860 | switch (col_type){ |
---|
| 861 | case INTEGER: { |
---|
| 862 | const char t = 'I'; |
---|
| 863 | CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
---|
| 864 | } break; |
---|
| 865 | case REAL: { |
---|
| 866 | const char t = 'C'; |
---|
| 867 | CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
---|
| 868 | } break; |
---|
| 869 | default: |
---|
| 870 | break; |
---|
| 871 | } |
---|
| 872 | } |
---|
| 873 | |
---|
[485] | 874 | CplexMip::ColTypes CplexMip::_getColType(int i) const { |
---|
[484] | 875 | char t; |
---|
| 876 | CPXgetctype (cplexEnv(), _prob, &t, i, i); |
---|
| 877 | switch (t) { |
---|
| 878 | case 'I': |
---|
| 879 | return INTEGER; |
---|
| 880 | case 'C': |
---|
| 881 | return REAL; |
---|
| 882 | default: |
---|
| 883 | LEMON_ASSERT(false, "Invalid column type"); |
---|
| 884 | return ColTypes(); |
---|
| 885 | } |
---|
| 886 | |
---|
| 887 | } |
---|
| 888 | |
---|
[485] | 889 | CplexMip::SolveExitStatus CplexMip::_solve() { |
---|
[484] | 890 | int status; |
---|
[623] | 891 | _applyMessageLevel(); |
---|
[484] | 892 | status = CPXmipopt (cplexEnv(), _prob); |
---|
| 893 | if (status==0) |
---|
| 894 | return SOLVED; |
---|
| 895 | else |
---|
| 896 | return UNSOLVED; |
---|
| 897 | |
---|
| 898 | } |
---|
| 899 | |
---|
| 900 | |
---|
[485] | 901 | CplexMip::ProblemType CplexMip::_getType() const { |
---|
[484] | 902 | |
---|
| 903 | int stat = CPXgetstat(cplexEnv(), _prob); |
---|
| 904 | |
---|
| 905 | //Fortunately, MIP statuses did not change for cplex 8.0 |
---|
| 906 | switch (stat) { |
---|
| 907 | case CPXMIP_OPTIMAL: |
---|
| 908 | // Optimal integer solution has been found. |
---|
| 909 | case CPXMIP_OPTIMAL_TOL: |
---|
| 910 | // Optimal soluton with the tolerance defined by epgap or epagap has |
---|
| 911 | // been found. |
---|
| 912 | return OPTIMAL; |
---|
| 913 | //This also exists in later issues |
---|
| 914 | // case CPXMIP_UNBOUNDED: |
---|
| 915 | //return UNBOUNDED; |
---|
| 916 | case CPXMIP_INFEASIBLE: |
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| 917 | return INFEASIBLE; |
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| 918 | default: |
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| 919 | return UNDEFINED; |
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| 920 | } |
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| 921 | //Unboundedness not treated well: the following is from cplex 9.0 doc |
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| 922 | // About Unboundedness |
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| 923 | |
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| 924 | // The treatment of models that are unbounded involves a few |
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| 925 | // subtleties. Specifically, a declaration of unboundedness means that |
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| 926 | // ILOG CPLEX has determined that the model has an unbounded |
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| 927 | // ray. Given any feasible solution x with objective z, a multiple of |
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| 928 | // the unbounded ray can be added to x to give a feasible solution |
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| 929 | // with objective z-1 (or z+1 for maximization models). Thus, if a |
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| 930 | // feasible solution exists, then the optimal objective is |
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| 931 | // unbounded. Note that ILOG CPLEX has not necessarily concluded that |
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| 932 | // a feasible solution exists. Users can call the routine CPXsolninfo |
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| 933 | // to determine whether ILOG CPLEX has also concluded that the model |
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| 934 | // has a feasible solution. |
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| 935 | } |
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| 936 | |
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[485] | 937 | CplexMip::Value CplexMip::_getSol(int i) const { |
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[484] | 938 | Value x; |
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| 939 | CPXgetmipx(cplexEnv(), _prob, &x, i, i); |
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| 940 | return x; |
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| 941 | } |
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| 942 | |
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[485] | 943 | CplexMip::Value CplexMip::_getSolValue() const { |
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[484] | 944 | Value objval; |
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| 945 | CPXgetmipobjval(cplexEnv(), _prob, &objval); |
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| 946 | return objval; |
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| 947 | } |
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| 948 | |
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| 949 | } //namespace lemon |
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| 950 | |
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