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) 2003-2011 |
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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 | #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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43 | _env = CPXopenCPLEX(&status); |
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44 | if (_env == 0) { |
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45 | delete _cnt; |
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46 | _cnt = 0; |
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47 | throw LicenseError(status); |
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48 | } |
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49 | } |
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50 | |
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51 | CplexEnv::CplexEnv(const CplexEnv& other) { |
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52 | _env = other._env; |
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53 | _cnt = other._cnt; |
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54 | ++(*_cnt); |
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55 | } |
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56 | |
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57 | CplexEnv& CplexEnv::operator=(const CplexEnv& other) { |
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58 | _env = other._env; |
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59 | _cnt = other._cnt; |
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60 | ++(*_cnt); |
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61 | return *this; |
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62 | } |
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63 | |
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64 | CplexEnv::~CplexEnv() { |
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65 | --(*_cnt); |
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66 | if (*_cnt == 0) { |
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67 | delete _cnt; |
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68 | CPXcloseCPLEX(&_env); |
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69 | } |
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70 | } |
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71 | |
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72 | CplexBase::CplexBase() : LpBase() { |
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73 | int status; |
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74 | _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
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75 | messageLevel(MESSAGE_NOTHING); |
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76 | } |
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77 | |
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78 | CplexBase::CplexBase(const CplexEnv& env) |
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79 | : LpBase(), _env(env) { |
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80 | int status; |
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81 | _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
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82 | messageLevel(MESSAGE_NOTHING); |
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83 | } |
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84 | |
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85 | CplexBase::CplexBase(const CplexBase& cplex) |
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86 | : LpBase() { |
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87 | int status; |
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88 | _prob = CPXcloneprob(cplexEnv(), cplex._prob, &status); |
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89 | rows = cplex.rows; |
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90 | cols = cplex.cols; |
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91 | messageLevel(MESSAGE_NOTHING); |
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92 | } |
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93 | |
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94 | CplexBase::~CplexBase() { |
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95 | CPXfreeprob(cplexEnv(),&_prob); |
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96 | } |
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97 | |
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98 | int CplexBase::_addCol() { |
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99 | int i = CPXgetnumcols(cplexEnv(), _prob); |
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100 | double lb = -INF, ub = INF; |
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101 | CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0); |
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102 | return i; |
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103 | } |
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104 | |
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105 | |
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106 | int CplexBase::_addRow() { |
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107 | int i = CPXgetnumrows(cplexEnv(), _prob); |
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108 | const double ub = INF; |
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109 | const char s = 'L'; |
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110 | CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
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111 | return i; |
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112 | } |
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113 | |
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114 | |
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115 | void CplexBase::_eraseCol(int i) { |
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116 | CPXdelcols(cplexEnv(), _prob, i, i); |
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117 | } |
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118 | |
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119 | void CplexBase::_eraseRow(int i) { |
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120 | CPXdelrows(cplexEnv(), _prob, i, i); |
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121 | } |
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122 | |
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123 | void CplexBase::_eraseColId(int i) { |
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124 | cols.eraseIndex(i); |
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125 | cols.shiftIndices(i); |
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126 | } |
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127 | void CplexBase::_eraseRowId(int i) { |
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128 | rows.eraseIndex(i); |
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129 | rows.shiftIndices(i); |
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130 | } |
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131 | |
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132 | void CplexBase::_getColName(int col, std::string &name) const { |
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133 | int size; |
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134 | CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col); |
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135 | if (size == 0) { |
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136 | name.clear(); |
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137 | return; |
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138 | } |
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139 | |
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140 | size *= -1; |
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141 | std::vector<char> buf(size); |
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142 | char *cname; |
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143 | int tmp; |
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144 | CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size, |
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145 | &tmp, col, col); |
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146 | name = cname; |
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147 | } |
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148 | |
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149 | void CplexBase::_setColName(int col, const std::string &name) { |
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150 | char *cname; |
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151 | cname = const_cast<char*>(name.c_str()); |
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152 | CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname); |
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153 | } |
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154 | |
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155 | int CplexBase::_colByName(const std::string& name) const { |
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156 | int index; |
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157 | if (CPXgetcolindex(cplexEnv(), _prob, |
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158 | const_cast<char*>(name.c_str()), &index) == 0) { |
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159 | return index; |
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160 | } |
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161 | return -1; |
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162 | } |
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163 | |
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164 | void CplexBase::_getRowName(int row, std::string &name) const { |
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165 | int size; |
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166 | CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row); |
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167 | if (size == 0) { |
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168 | name.clear(); |
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169 | return; |
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170 | } |
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171 | |
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172 | size *= -1; |
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173 | std::vector<char> buf(size); |
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174 | char *cname; |
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175 | int tmp; |
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176 | CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size, |
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177 | &tmp, row, row); |
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178 | name = cname; |
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179 | } |
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180 | |
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181 | void CplexBase::_setRowName(int row, const std::string &name) { |
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182 | char *cname; |
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183 | cname = const_cast<char*>(name.c_str()); |
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184 | CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname); |
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185 | } |
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186 | |
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187 | int CplexBase::_rowByName(const std::string& name) const { |
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188 | int index; |
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189 | if (CPXgetrowindex(cplexEnv(), _prob, |
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190 | const_cast<char*>(name.c_str()), &index) == 0) { |
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191 | return index; |
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192 | } |
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193 | return -1; |
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194 | } |
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195 | |
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196 | void CplexBase::_setRowCoeffs(int i, ExprIterator b, |
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197 | ExprIterator e) |
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198 | { |
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199 | std::vector<int> indices; |
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200 | std::vector<int> rowlist; |
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201 | std::vector<Value> values; |
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202 | |
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203 | for(ExprIterator it=b; it!=e; ++it) { |
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204 | indices.push_back(it->first); |
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205 | values.push_back(it->second); |
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206 | rowlist.push_back(i); |
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207 | } |
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208 | |
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209 | CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
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210 | &rowlist.front(), &indices.front(), &values.front()); |
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211 | } |
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212 | |
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213 | void CplexBase::_getRowCoeffs(int i, InsertIterator b) const { |
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214 | int tmp1, tmp2, tmp3, length; |
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215 | CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
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216 | |
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217 | length = -length; |
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218 | std::vector<int> indices(length); |
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219 | std::vector<double> values(length); |
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220 | |
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221 | CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, |
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222 | &indices.front(), &values.front(), |
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223 | length, &tmp3, i, i); |
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224 | |
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225 | for (int i = 0; i < length; ++i) { |
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226 | *b = std::make_pair(indices[i], values[i]); |
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227 | ++b; |
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228 | } |
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229 | } |
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230 | |
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231 | void CplexBase::_setColCoeffs(int i, ExprIterator b, ExprIterator e) { |
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232 | std::vector<int> indices; |
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233 | std::vector<int> collist; |
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234 | std::vector<Value> values; |
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235 | |
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236 | for(ExprIterator it=b; it!=e; ++it) { |
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237 | indices.push_back(it->first); |
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238 | values.push_back(it->second); |
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239 | collist.push_back(i); |
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240 | } |
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241 | |
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242 | CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
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243 | &indices.front(), &collist.front(), &values.front()); |
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244 | } |
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245 | |
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246 | void CplexBase::_getColCoeffs(int i, InsertIterator b) const { |
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247 | |
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248 | int tmp1, tmp2, tmp3, length; |
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249 | CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
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250 | |
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251 | length = -length; |
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252 | std::vector<int> indices(length); |
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253 | std::vector<double> values(length); |
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254 | |
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255 | CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, |
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256 | &indices.front(), &values.front(), |
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257 | length, &tmp3, i, i); |
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258 | |
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259 | for (int i = 0; i < length; ++i) { |
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260 | *b = std::make_pair(indices[i], values[i]); |
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261 | ++b; |
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262 | } |
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263 | |
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264 | } |
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265 | |
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266 | void CplexBase::_setCoeff(int row, int col, Value value) { |
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267 | CPXchgcoef(cplexEnv(), _prob, row, col, value); |
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268 | } |
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269 | |
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270 | CplexBase::Value CplexBase::_getCoeff(int row, int col) const { |
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271 | CplexBase::Value value; |
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272 | CPXgetcoef(cplexEnv(), _prob, row, col, &value); |
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273 | return value; |
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274 | } |
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275 | |
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276 | void CplexBase::_setColLowerBound(int i, Value value) { |
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277 | const char s = 'L'; |
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278 | CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
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279 | } |
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280 | |
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281 | CplexBase::Value CplexBase::_getColLowerBound(int i) const { |
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282 | CplexBase::Value res; |
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283 | CPXgetlb(cplexEnv(), _prob, &res, i, i); |
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284 | return res <= -CPX_INFBOUND ? -INF : res; |
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285 | } |
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286 | |
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287 | void CplexBase::_setColUpperBound(int i, Value value) |
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288 | { |
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289 | const char s = 'U'; |
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290 | CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
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291 | } |
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292 | |
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293 | CplexBase::Value CplexBase::_getColUpperBound(int i) const { |
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294 | CplexBase::Value res; |
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295 | CPXgetub(cplexEnv(), _prob, &res, i, i); |
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296 | return res >= CPX_INFBOUND ? INF : res; |
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297 | } |
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298 | |
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299 | CplexBase::Value CplexBase::_getRowLowerBound(int i) const { |
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300 | char s; |
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301 | CPXgetsense(cplexEnv(), _prob, &s, i, i); |
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302 | CplexBase::Value res; |
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303 | |
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304 | switch (s) { |
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305 | case 'G': |
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306 | case 'R': |
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307 | case 'E': |
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308 | CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
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309 | return res <= -CPX_INFBOUND ? -INF : res; |
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310 | default: |
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311 | return -INF; |
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312 | } |
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313 | } |
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314 | |
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315 | CplexBase::Value CplexBase::_getRowUpperBound(int i) const { |
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316 | char s; |
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317 | CPXgetsense(cplexEnv(), _prob, &s, i, i); |
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318 | CplexBase::Value res; |
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319 | |
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320 | switch (s) { |
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321 | case 'L': |
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322 | case 'E': |
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323 | CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
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324 | return res >= CPX_INFBOUND ? INF : res; |
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325 | case 'R': |
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326 | CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
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327 | { |
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328 | double rng; |
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329 | CPXgetrngval(cplexEnv(), _prob, &rng, i, i); |
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330 | res += rng; |
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331 | } |
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332 | return res >= CPX_INFBOUND ? INF : res; |
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333 | default: |
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334 | return INF; |
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335 | } |
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336 | } |
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337 | |
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338 | //This is easier to implement |
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339 | void CplexBase::_set_row_bounds(int i, Value lb, Value ub) { |
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340 | if (lb == -INF) { |
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341 | const char s = 'L'; |
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342 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
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343 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub); |
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344 | } else if (ub == INF) { |
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345 | const char s = 'G'; |
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346 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
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347 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
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348 | } else if (lb == ub){ |
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349 | const char s = 'E'; |
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350 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
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351 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
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352 | } else { |
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353 | const char s = 'R'; |
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354 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
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355 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
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356 | double len = ub - lb; |
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357 | CPXchgrngval(cplexEnv(), _prob, 1, &i, &len); |
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358 | } |
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359 | } |
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360 | |
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361 | void CplexBase::_setRowLowerBound(int i, Value lb) |
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362 | { |
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363 | LEMON_ASSERT(lb != INF, "Invalid bound"); |
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364 | _set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i)); |
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365 | } |
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366 | |
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367 | void CplexBase::_setRowUpperBound(int i, Value ub) |
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368 | { |
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369 | |
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370 | LEMON_ASSERT(ub != -INF, "Invalid bound"); |
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371 | _set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub); |
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372 | } |
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373 | |
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374 | void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e) |
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375 | { |
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376 | std::vector<int> indices; |
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377 | std::vector<Value> values; |
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378 | for(ExprIterator it=b; it!=e; ++it) { |
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379 | indices.push_back(it->first); |
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380 | values.push_back(it->second); |
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381 | } |
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382 | CPXchgobj(cplexEnv(), _prob, values.size(), |
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383 | &indices.front(), &values.front()); |
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384 | |
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385 | } |
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386 | |
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387 | void CplexBase::_getObjCoeffs(InsertIterator b) const |
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388 | { |
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389 | int num = CPXgetnumcols(cplexEnv(), _prob); |
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390 | std::vector<Value> x(num); |
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391 | |
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392 | CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1); |
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393 | for (int i = 0; i < num; ++i) { |
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394 | if (x[i] != 0.0) { |
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395 | *b = std::make_pair(i, x[i]); |
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396 | ++b; |
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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 | void CplexBase::_setObjCoeff(int i, Value obj_coef) |
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402 | { |
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403 | CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef); |
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404 | } |
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405 | |
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406 | CplexBase::Value CplexBase::_getObjCoeff(int i) const |
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407 | { |
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408 | Value x; |
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409 | CPXgetobj(cplexEnv(), _prob, &x, i, i); |
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410 | return x; |
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411 | } |
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412 | |
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413 | void CplexBase::_setSense(CplexBase::Sense sense) { |
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414 | switch (sense) { |
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415 | case MIN: |
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416 | CPXchgobjsen(cplexEnv(), _prob, CPX_MIN); |
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417 | break; |
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418 | case MAX: |
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419 | CPXchgobjsen(cplexEnv(), _prob, CPX_MAX); |
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420 | break; |
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421 | } |
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422 | } |
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423 | |
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424 | CplexBase::Sense CplexBase::_getSense() const { |
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425 | switch (CPXgetobjsen(cplexEnv(), _prob)) { |
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426 | case CPX_MIN: |
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427 | return MIN; |
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428 | case CPX_MAX: |
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429 | return MAX; |
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430 | default: |
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431 | LEMON_ASSERT(false, "Invalid sense"); |
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432 | return CplexBase::Sense(); |
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433 | } |
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434 | } |
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435 | |
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436 | void CplexBase::_clear() { |
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437 | CPXfreeprob(cplexEnv(),&_prob); |
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438 | int status; |
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439 | _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
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440 | rows.clear(); |
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441 | cols.clear(); |
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442 | } |
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443 | |
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444 | void CplexBase::_messageLevel(MessageLevel level) { |
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445 | switch (level) { |
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446 | case MESSAGE_NOTHING: |
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447 | _message_enabled = false; |
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448 | break; |
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449 | case MESSAGE_ERROR: |
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450 | case MESSAGE_WARNING: |
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451 | case MESSAGE_NORMAL: |
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452 | case MESSAGE_VERBOSE: |
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453 | _message_enabled = true; |
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454 | break; |
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455 | } |
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456 | } |
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457 | |
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458 | void CplexBase::_applyMessageLevel() { |
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459 | CPXsetintparam(cplexEnv(), CPX_PARAM_SCRIND, |
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460 | _message_enabled ? CPX_ON : CPX_OFF); |
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461 | } |
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462 | |
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463 | // CplexLp members |
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464 | |
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465 | CplexLp::CplexLp() |
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466 | : LpBase(), LpSolver(), CplexBase() {} |
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467 | |
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468 | CplexLp::CplexLp(const CplexEnv& env) |
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469 | : LpBase(), LpSolver(), CplexBase(env) {} |
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470 | |
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471 | CplexLp::CplexLp(const CplexLp& other) |
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472 | : LpBase(), LpSolver(), CplexBase(other) {} |
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473 | |
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474 | CplexLp::~CplexLp() {} |
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475 | |
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476 | CplexLp* CplexLp::newSolver() const { return new CplexLp; } |
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477 | CplexLp* CplexLp::cloneSolver() const {return new CplexLp(*this); } |
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478 | |
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479 | const char* CplexLp::_solverName() const { return "CplexLp"; } |
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480 | |
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481 | void CplexLp::_clear_temporals() { |
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482 | _col_status.clear(); |
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483 | _row_status.clear(); |
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484 | _primal_ray.clear(); |
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485 | _dual_ray.clear(); |
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486 | } |
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487 | |
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488 | // The routine returns zero unless an error occurred during the |
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489 | // optimization. Examples of errors include exhausting available |
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490 | // memory (CPXERR_NO_MEMORY) or encountering invalid data in the |
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491 | // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a |
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492 | // user-specified CPLEX limit, or proving the model infeasible or |
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493 | // unbounded, are not considered errors. Note that a zero return |
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494 | // value does not necessarily mean that a solution exists. Use query |
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495 | // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain |
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496 | // further information about the status of the optimization. |
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497 | CplexLp::SolveExitStatus CplexLp::convertStatus(int status) { |
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498 | #if CPX_VERSION >= 800 |
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499 | if (status == 0) { |
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500 | switch (CPXgetstat(cplexEnv(), _prob)) { |
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501 | case CPX_STAT_OPTIMAL: |
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502 | case CPX_STAT_INFEASIBLE: |
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503 | case CPX_STAT_UNBOUNDED: |
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504 | return SOLVED; |
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505 | default: |
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506 | return UNSOLVED; |
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507 | } |
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508 | } else { |
---|
509 | return UNSOLVED; |
---|
510 | } |
---|
511 | #else |
---|
512 | if (status == 0) { |
---|
513 | //We want to exclude some cases |
---|
514 | switch (CPXgetstat(cplexEnv(), _prob)) { |
---|
515 | case CPX_OBJ_LIM: |
---|
516 | case CPX_IT_LIM_FEAS: |
---|
517 | case CPX_IT_LIM_INFEAS: |
---|
518 | case CPX_TIME_LIM_FEAS: |
---|
519 | case CPX_TIME_LIM_INFEAS: |
---|
520 | return UNSOLVED; |
---|
521 | default: |
---|
522 | return SOLVED; |
---|
523 | } |
---|
524 | } else { |
---|
525 | return UNSOLVED; |
---|
526 | } |
---|
527 | #endif |
---|
528 | } |
---|
529 | |
---|
530 | CplexLp::SolveExitStatus CplexLp::_solve() { |
---|
531 | _clear_temporals(); |
---|
532 | _applyMessageLevel(); |
---|
533 | return convertStatus(CPXlpopt(cplexEnv(), _prob)); |
---|
534 | } |
---|
535 | |
---|
536 | CplexLp::SolveExitStatus CplexLp::solvePrimal() { |
---|
537 | _clear_temporals(); |
---|
538 | _applyMessageLevel(); |
---|
539 | return convertStatus(CPXprimopt(cplexEnv(), _prob)); |
---|
540 | } |
---|
541 | |
---|
542 | CplexLp::SolveExitStatus CplexLp::solveDual() { |
---|
543 | _clear_temporals(); |
---|
544 | _applyMessageLevel(); |
---|
545 | return convertStatus(CPXdualopt(cplexEnv(), _prob)); |
---|
546 | } |
---|
547 | |
---|
548 | CplexLp::SolveExitStatus CplexLp::solveBarrier() { |
---|
549 | _clear_temporals(); |
---|
550 | _applyMessageLevel(); |
---|
551 | return convertStatus(CPXbaropt(cplexEnv(), _prob)); |
---|
552 | } |
---|
553 | |
---|
554 | CplexLp::Value CplexLp::_getPrimal(int i) const { |
---|
555 | Value x; |
---|
556 | CPXgetx(cplexEnv(), _prob, &x, i, i); |
---|
557 | return x; |
---|
558 | } |
---|
559 | |
---|
560 | CplexLp::Value CplexLp::_getDual(int i) const { |
---|
561 | Value y; |
---|
562 | CPXgetpi(cplexEnv(), _prob, &y, i, i); |
---|
563 | return y; |
---|
564 | } |
---|
565 | |
---|
566 | CplexLp::Value CplexLp::_getPrimalValue() const { |
---|
567 | Value objval; |
---|
568 | CPXgetobjval(cplexEnv(), _prob, &objval); |
---|
569 | return objval; |
---|
570 | } |
---|
571 | |
---|
572 | CplexLp::VarStatus CplexLp::_getColStatus(int i) const { |
---|
573 | if (_col_status.empty()) { |
---|
574 | _col_status.resize(CPXgetnumcols(cplexEnv(), _prob)); |
---|
575 | CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0); |
---|
576 | } |
---|
577 | switch (_col_status[i]) { |
---|
578 | case CPX_BASIC: |
---|
579 | return BASIC; |
---|
580 | case CPX_FREE_SUPER: |
---|
581 | return FREE; |
---|
582 | case CPX_AT_LOWER: |
---|
583 | return LOWER; |
---|
584 | case CPX_AT_UPPER: |
---|
585 | return UPPER; |
---|
586 | default: |
---|
587 | LEMON_ASSERT(false, "Wrong column status"); |
---|
588 | return CplexLp::VarStatus(); |
---|
589 | } |
---|
590 | } |
---|
591 | |
---|
592 | CplexLp::VarStatus CplexLp::_getRowStatus(int i) const { |
---|
593 | if (_row_status.empty()) { |
---|
594 | _row_status.resize(CPXgetnumrows(cplexEnv(), _prob)); |
---|
595 | CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front()); |
---|
596 | } |
---|
597 | switch (_row_status[i]) { |
---|
598 | case CPX_BASIC: |
---|
599 | return BASIC; |
---|
600 | case CPX_AT_LOWER: |
---|
601 | { |
---|
602 | char s; |
---|
603 | CPXgetsense(cplexEnv(), _prob, &s, i, i); |
---|
604 | return s != 'L' ? LOWER : UPPER; |
---|
605 | } |
---|
606 | case CPX_AT_UPPER: |
---|
607 | return UPPER; |
---|
608 | default: |
---|
609 | LEMON_ASSERT(false, "Wrong row status"); |
---|
610 | return CplexLp::VarStatus(); |
---|
611 | } |
---|
612 | } |
---|
613 | |
---|
614 | CplexLp::Value CplexLp::_getPrimalRay(int i) const { |
---|
615 | if (_primal_ray.empty()) { |
---|
616 | _primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob)); |
---|
617 | CPXgetray(cplexEnv(), _prob, &_primal_ray.front()); |
---|
618 | } |
---|
619 | return _primal_ray[i]; |
---|
620 | } |
---|
621 | |
---|
622 | CplexLp::Value CplexLp::_getDualRay(int i) const { |
---|
623 | if (_dual_ray.empty()) { |
---|
624 | |
---|
625 | } |
---|
626 | return _dual_ray[i]; |
---|
627 | } |
---|
628 | |
---|
629 | // Cplex 7.0 status values |
---|
630 | // This table lists the statuses, returned by the CPXgetstat() |
---|
631 | // routine, for solutions to LP problems or mixed integer problems. If |
---|
632 | // no solution exists, the return value is zero. |
---|
633 | |
---|
634 | // For Simplex, Barrier |
---|
635 | // 1 CPX_OPTIMAL |
---|
636 | // Optimal solution found |
---|
637 | // 2 CPX_INFEASIBLE |
---|
638 | // Problem infeasible |
---|
639 | // 3 CPX_UNBOUNDED |
---|
640 | // Problem unbounded |
---|
641 | // 4 CPX_OBJ_LIM |
---|
642 | // Objective limit exceeded in Phase II |
---|
643 | // 5 CPX_IT_LIM_FEAS |
---|
644 | // Iteration limit exceeded in Phase II |
---|
645 | // 6 CPX_IT_LIM_INFEAS |
---|
646 | // Iteration limit exceeded in Phase I |
---|
647 | // 7 CPX_TIME_LIM_FEAS |
---|
648 | // Time limit exceeded in Phase II |
---|
649 | // 8 CPX_TIME_LIM_INFEAS |
---|
650 | // Time limit exceeded in Phase I |
---|
651 | // 9 CPX_NUM_BEST_FEAS |
---|
652 | // Problem non-optimal, singularities in Phase II |
---|
653 | // 10 CPX_NUM_BEST_INFEAS |
---|
654 | // Problem non-optimal, singularities in Phase I |
---|
655 | // 11 CPX_OPTIMAL_INFEAS |
---|
656 | // Optimal solution found, unscaled infeasibilities |
---|
657 | // 12 CPX_ABORT_FEAS |
---|
658 | // Aborted in Phase II |
---|
659 | // 13 CPX_ABORT_INFEAS |
---|
660 | // Aborted in Phase I |
---|
661 | // 14 CPX_ABORT_DUAL_INFEAS |
---|
662 | // Aborted in barrier, dual infeasible |
---|
663 | // 15 CPX_ABORT_PRIM_INFEAS |
---|
664 | // Aborted in barrier, primal infeasible |
---|
665 | // 16 CPX_ABORT_PRIM_DUAL_INFEAS |
---|
666 | // Aborted in barrier, primal and dual infeasible |
---|
667 | // 17 CPX_ABORT_PRIM_DUAL_FEAS |
---|
668 | // Aborted in barrier, primal and dual feasible |
---|
669 | // 18 CPX_ABORT_CROSSOVER |
---|
670 | // Aborted in crossover |
---|
671 | // 19 CPX_INForUNBD |
---|
672 | // Infeasible or unbounded |
---|
673 | // 20 CPX_PIVOT |
---|
674 | // User pivot used |
---|
675 | // |
---|
676 | // Pending return values |
---|
677 | // ??case CPX_ABORT_DUAL_INFEAS |
---|
678 | // ??case CPX_ABORT_CROSSOVER |
---|
679 | // ??case CPX_INForUNBD |
---|
680 | // ??case CPX_PIVOT |
---|
681 | |
---|
682 | //Some more interesting stuff: |
---|
683 | |
---|
684 | // CPX_PARAM_PROBMETHOD 1062 int LPMETHOD |
---|
685 | // 0 Automatic |
---|
686 | // 1 Primal Simplex |
---|
687 | // 2 Dual Simplex |
---|
688 | // 3 Network Simplex |
---|
689 | // 4 Standard Barrier |
---|
690 | // Default: 0 |
---|
691 | // Description: Method for linear optimization. |
---|
692 | // Determines which algorithm is used when CPXlpopt() (or "optimize" |
---|
693 | // in the Interactive Optimizer) is called. Currently the behavior of |
---|
694 | // the "Automatic" setting is that CPLEX simply invokes the dual |
---|
695 | // simplex method, but this capability may be expanded in the future |
---|
696 | // so that CPLEX chooses the method based on problem characteristics |
---|
697 | #if CPX_VERSION < 900 |
---|
698 | void statusSwitch(CPXENVptr cplexEnv(),int& stat){ |
---|
699 | int lpmethod; |
---|
700 | CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod); |
---|
701 | if (lpmethod==2){ |
---|
702 | if (stat==CPX_UNBOUNDED){ |
---|
703 | stat=CPX_INFEASIBLE; |
---|
704 | } |
---|
705 | else{ |
---|
706 | if (stat==CPX_INFEASIBLE) |
---|
707 | stat=CPX_UNBOUNDED; |
---|
708 | } |
---|
709 | } |
---|
710 | } |
---|
711 | #else |
---|
712 | void statusSwitch(CPXENVptr,int&){} |
---|
713 | #endif |
---|
714 | |
---|
715 | CplexLp::ProblemType CplexLp::_getPrimalType() const { |
---|
716 | // Unboundedness not treated well: the following is from cplex 9.0 doc |
---|
717 | // About Unboundedness |
---|
718 | |
---|
719 | // The treatment of models that are unbounded involves a few |
---|
720 | // subtleties. Specifically, a declaration of unboundedness means that |
---|
721 | // ILOG CPLEX has determined that the model has an unbounded |
---|
722 | // ray. Given any feasible solution x with objective z, a multiple of |
---|
723 | // the unbounded ray can be added to x to give a feasible solution |
---|
724 | // with objective z-1 (or z+1 for maximization models). Thus, if a |
---|
725 | // feasible solution exists, then the optimal objective is |
---|
726 | // unbounded. Note that ILOG CPLEX has not necessarily concluded that |
---|
727 | // a feasible solution exists. Users can call the routine CPXsolninfo |
---|
728 | // to determine whether ILOG CPLEX has also concluded that the model |
---|
729 | // has a feasible solution. |
---|
730 | |
---|
731 | int stat = CPXgetstat(cplexEnv(), _prob); |
---|
732 | #if CPX_VERSION >= 800 |
---|
733 | switch (stat) |
---|
734 | { |
---|
735 | case CPX_STAT_OPTIMAL: |
---|
736 | return OPTIMAL; |
---|
737 | case CPX_STAT_UNBOUNDED: |
---|
738 | return UNBOUNDED; |
---|
739 | case CPX_STAT_INFEASIBLE: |
---|
740 | return INFEASIBLE; |
---|
741 | default: |
---|
742 | return UNDEFINED; |
---|
743 | } |
---|
744 | #else |
---|
745 | statusSwitch(cplexEnv(),stat); |
---|
746 | //CPXgetstat(cplexEnv(), _prob); |
---|
747 | switch (stat) { |
---|
748 | case 0: |
---|
749 | return UNDEFINED; //Undefined |
---|
750 | case CPX_OPTIMAL://Optimal |
---|
751 | return OPTIMAL; |
---|
752 | case CPX_UNBOUNDED://Unbounded |
---|
753 | return INFEASIBLE;//In case of dual simplex |
---|
754 | //return UNBOUNDED; |
---|
755 | case CPX_INFEASIBLE://Infeasible |
---|
756 | // case CPX_IT_LIM_INFEAS: |
---|
757 | // case CPX_TIME_LIM_INFEAS: |
---|
758 | // case CPX_NUM_BEST_INFEAS: |
---|
759 | // case CPX_OPTIMAL_INFEAS: |
---|
760 | // case CPX_ABORT_INFEAS: |
---|
761 | // case CPX_ABORT_PRIM_INFEAS: |
---|
762 | // case CPX_ABORT_PRIM_DUAL_INFEAS: |
---|
763 | return UNBOUNDED;//In case of dual simplex |
---|
764 | //return INFEASIBLE; |
---|
765 | // case CPX_OBJ_LIM: |
---|
766 | // case CPX_IT_LIM_FEAS: |
---|
767 | // case CPX_TIME_LIM_FEAS: |
---|
768 | // case CPX_NUM_BEST_FEAS: |
---|
769 | // case CPX_ABORT_FEAS: |
---|
770 | // case CPX_ABORT_PRIM_DUAL_FEAS: |
---|
771 | // return FEASIBLE; |
---|
772 | default: |
---|
773 | return UNDEFINED; //Everything else comes here |
---|
774 | //FIXME error |
---|
775 | } |
---|
776 | #endif |
---|
777 | } |
---|
778 | |
---|
779 | // Cplex 9.0 status values |
---|
780 | // CPX_STAT_ABORT_DUAL_OBJ_LIM |
---|
781 | // CPX_STAT_ABORT_IT_LIM |
---|
782 | // CPX_STAT_ABORT_OBJ_LIM |
---|
783 | // CPX_STAT_ABORT_PRIM_OBJ_LIM |
---|
784 | // CPX_STAT_ABORT_TIME_LIM |
---|
785 | // CPX_STAT_ABORT_USER |
---|
786 | // CPX_STAT_FEASIBLE_RELAXED |
---|
787 | // CPX_STAT_INFEASIBLE |
---|
788 | // CPX_STAT_INForUNBD |
---|
789 | // CPX_STAT_NUM_BEST |
---|
790 | // CPX_STAT_OPTIMAL |
---|
791 | // CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
---|
792 | // CPX_STAT_OPTIMAL_INFEAS |
---|
793 | // CPX_STAT_OPTIMAL_RELAXED |
---|
794 | // CPX_STAT_UNBOUNDED |
---|
795 | |
---|
796 | CplexLp::ProblemType CplexLp::_getDualType() const { |
---|
797 | int stat = CPXgetstat(cplexEnv(), _prob); |
---|
798 | #if CPX_VERSION >= 800 |
---|
799 | switch (stat) { |
---|
800 | case CPX_STAT_OPTIMAL: |
---|
801 | return OPTIMAL; |
---|
802 | case CPX_STAT_UNBOUNDED: |
---|
803 | return INFEASIBLE; |
---|
804 | default: |
---|
805 | return UNDEFINED; |
---|
806 | } |
---|
807 | #else |
---|
808 | statusSwitch(cplexEnv(),stat); |
---|
809 | switch (stat) { |
---|
810 | case 0: |
---|
811 | return UNDEFINED; //Undefined |
---|
812 | case CPX_OPTIMAL://Optimal |
---|
813 | return OPTIMAL; |
---|
814 | case CPX_UNBOUNDED: |
---|
815 | return INFEASIBLE; |
---|
816 | default: |
---|
817 | return UNDEFINED; //Everything else comes here |
---|
818 | //FIXME error |
---|
819 | } |
---|
820 | #endif |
---|
821 | } |
---|
822 | |
---|
823 | // CplexMip members |
---|
824 | |
---|
825 | CplexMip::CplexMip() |
---|
826 | : LpBase(), MipSolver(), CplexBase() { |
---|
827 | |
---|
828 | #if CPX_VERSION < 800 |
---|
829 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
---|
830 | #else |
---|
831 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
---|
832 | #endif |
---|
833 | } |
---|
834 | |
---|
835 | CplexMip::CplexMip(const CplexEnv& env) |
---|
836 | : LpBase(), MipSolver(), CplexBase(env) { |
---|
837 | |
---|
838 | #if CPX_VERSION < 800 |
---|
839 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
---|
840 | #else |
---|
841 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
---|
842 | #endif |
---|
843 | |
---|
844 | } |
---|
845 | |
---|
846 | CplexMip::CplexMip(const CplexMip& other) |
---|
847 | : LpBase(), MipSolver(), CplexBase(other) {} |
---|
848 | |
---|
849 | CplexMip::~CplexMip() {} |
---|
850 | |
---|
851 | CplexMip* CplexMip::newSolver() const { return new CplexMip; } |
---|
852 | CplexMip* CplexMip::cloneSolver() const {return new CplexMip(*this); } |
---|
853 | |
---|
854 | const char* CplexMip::_solverName() const { return "CplexMip"; } |
---|
855 | |
---|
856 | void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) { |
---|
857 | |
---|
858 | // Note If a variable is to be changed to binary, a call to CPXchgbds |
---|
859 | // should also be made to change the bounds to 0 and 1. |
---|
860 | |
---|
861 | switch (col_type){ |
---|
862 | case INTEGER: { |
---|
863 | const char t = 'I'; |
---|
864 | CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
---|
865 | } break; |
---|
866 | case REAL: { |
---|
867 | const char t = 'C'; |
---|
868 | CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
---|
869 | } break; |
---|
870 | default: |
---|
871 | break; |
---|
872 | } |
---|
873 | } |
---|
874 | |
---|
875 | CplexMip::ColTypes CplexMip::_getColType(int i) const { |
---|
876 | char t; |
---|
877 | CPXgetctype (cplexEnv(), _prob, &t, i, i); |
---|
878 | switch (t) { |
---|
879 | case 'I': |
---|
880 | return INTEGER; |
---|
881 | case 'C': |
---|
882 | return REAL; |
---|
883 | default: |
---|
884 | LEMON_ASSERT(false, "Invalid column type"); |
---|
885 | return ColTypes(); |
---|
886 | } |
---|
887 | |
---|
888 | } |
---|
889 | |
---|
890 | CplexMip::SolveExitStatus CplexMip::_solve() { |
---|
891 | int status; |
---|
892 | _applyMessageLevel(); |
---|
893 | status = CPXmipopt (cplexEnv(), _prob); |
---|
894 | if (status==0) |
---|
895 | return SOLVED; |
---|
896 | else |
---|
897 | return UNSOLVED; |
---|
898 | |
---|
899 | } |
---|
900 | |
---|
901 | |
---|
902 | CplexMip::ProblemType CplexMip::_getType() const { |
---|
903 | |
---|
904 | int stat = CPXgetstat(cplexEnv(), _prob); |
---|
905 | |
---|
906 | //Fortunately, MIP statuses did not change for cplex 8.0 |
---|
907 | switch (stat) { |
---|
908 | case CPXMIP_OPTIMAL: |
---|
909 | // Optimal integer solution has been found. |
---|
910 | case CPXMIP_OPTIMAL_TOL: |
---|
911 | // Optimal soluton with the tolerance defined by epgap or epagap has |
---|
912 | // been found. |
---|
913 | return OPTIMAL; |
---|
914 | //This also exists in later issues |
---|
915 | // case CPXMIP_UNBOUNDED: |
---|
916 | //return UNBOUNDED; |
---|
917 | case CPXMIP_INFEASIBLE: |
---|
918 | return INFEASIBLE; |
---|
919 | default: |
---|
920 | return UNDEFINED; |
---|
921 | } |
---|
922 | //Unboundedness not treated well: the following is from cplex 9.0 doc |
---|
923 | // About Unboundedness |
---|
924 | |
---|
925 | // The treatment of models that are unbounded involves a few |
---|
926 | // subtleties. Specifically, a declaration of unboundedness means that |
---|
927 | // ILOG CPLEX has determined that the model has an unbounded |
---|
928 | // ray. Given any feasible solution x with objective z, a multiple of |
---|
929 | // the unbounded ray can be added to x to give a feasible solution |
---|
930 | // with objective z-1 (or z+1 for maximization models). Thus, if a |
---|
931 | // feasible solution exists, then the optimal objective is |
---|
932 | // unbounded. Note that ILOG CPLEX has not necessarily concluded that |
---|
933 | // a feasible solution exists. Users can call the routine CPXsolninfo |
---|
934 | // to determine whether ILOG CPLEX has also concluded that the model |
---|
935 | // has a feasible solution. |
---|
936 | } |
---|
937 | |
---|
938 | CplexMip::Value CplexMip::_getSol(int i) const { |
---|
939 | Value x; |
---|
940 | CPXgetmipx(cplexEnv(), _prob, &x, i, i); |
---|
941 | return x; |
---|
942 | } |
---|
943 | |
---|
944 | CplexMip::Value CplexMip::_getSolValue() const { |
---|
945 | Value objval; |
---|
946 | CPXgetmipobjval(cplexEnv(), _prob, &objval); |
---|
947 | return objval; |
---|
948 | } |
---|
949 | |
---|
950 | } //namespace lemon |
---|
951 | |
---|