1 | /* -*- mode: C++; indent-tabs-mode: nil; -*- |
---|
2 | * |
---|
3 | * This file is a part of LEMON, a generic C++ optimization library. |
---|
4 | * |
---|
5 | * Copyright (C) 2003-2010 |
---|
6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
---|
7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
---|
8 | * |
---|
9 | * Permission to use, modify and distribute this software is granted |
---|
10 | * provided that this copyright notice appears in all copies. For |
---|
11 | * precise terms see the accompanying LICENSE file. |
---|
12 | * |
---|
13 | * This software is provided "AS IS" with no warranty of any kind, |
---|
14 | * express or implied, and with no claim as to its suitability for any |
---|
15 | * purpose. |
---|
16 | * |
---|
17 | */ |
---|
18 | |
---|
19 | #include <iostream> |
---|
20 | #include <vector> |
---|
21 | #include <cstring> |
---|
22 | |
---|
23 | #include <lemon/cplex.h> |
---|
24 | |
---|
25 | extern "C" { |
---|
26 | #include <ilcplex/cplex.h> |
---|
27 | } |
---|
28 | |
---|
29 | |
---|
30 | ///\file |
---|
31 | ///\brief Implementation of the LEMON-CPLEX lp solver interface. |
---|
32 | namespace lemon { |
---|
33 | |
---|
34 | CplexEnv::LicenseError::LicenseError(int status) { |
---|
35 | if (!CPXgeterrorstring(0, status, _message)) { |
---|
36 | std::strcpy(_message, "Cplex unknown error"); |
---|
37 | } |
---|
38 | } |
---|
39 | |
---|
40 | CplexEnv::CplexEnv() { |
---|
41 | int status; |
---|
42 | _cnt = new int; |
---|
43 | _env = CPXopenCPLEX(&status); |
---|
44 | if (_env == 0) { |
---|
45 | delete _cnt; |
---|
46 | _cnt = 0; |
---|
47 | throw LicenseError(status); |
---|
48 | } |
---|
49 | } |
---|
50 | |
---|
51 | CplexEnv::CplexEnv(const CplexEnv& other) { |
---|
52 | _env = other._env; |
---|
53 | _cnt = other._cnt; |
---|
54 | ++(*_cnt); |
---|
55 | } |
---|
56 | |
---|
57 | CplexEnv& CplexEnv::operator=(const CplexEnv& other) { |
---|
58 | _env = other._env; |
---|
59 | _cnt = other._cnt; |
---|
60 | ++(*_cnt); |
---|
61 | return *this; |
---|
62 | } |
---|
63 | |
---|
64 | CplexEnv::~CplexEnv() { |
---|
65 | --(*_cnt); |
---|
66 | if (*_cnt == 0) { |
---|
67 | delete _cnt; |
---|
68 | CPXcloseCPLEX(&_env); |
---|
69 | } |
---|
70 | } |
---|
71 | |
---|
72 | CplexBase::CplexBase() : LpBase() { |
---|
73 | int status; |
---|
74 | _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
---|
75 | messageLevel(MESSAGE_NOTHING); |
---|
76 | } |
---|
77 | |
---|
78 | CplexBase::CplexBase(const CplexEnv& env) |
---|
79 | : LpBase(), _env(env) { |
---|
80 | int status; |
---|
81 | _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
---|
82 | messageLevel(MESSAGE_NOTHING); |
---|
83 | } |
---|
84 | |
---|
85 | CplexBase::CplexBase(const CplexBase& cplex) |
---|
86 | : LpBase() { |
---|
87 | int status; |
---|
88 | _prob = CPXcloneprob(cplexEnv(), cplex._prob, &status); |
---|
89 | rows = cplex.rows; |
---|
90 | cols = cplex.cols; |
---|
91 | messageLevel(MESSAGE_NOTHING); |
---|
92 | } |
---|
93 | |
---|
94 | CplexBase::~CplexBase() { |
---|
95 | CPXfreeprob(cplexEnv(),&_prob); |
---|
96 | } |
---|
97 | |
---|
98 | int CplexBase::_addCol() { |
---|
99 | int i = CPXgetnumcols(cplexEnv(), _prob); |
---|
100 | double lb = -INF, ub = INF; |
---|
101 | CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0); |
---|
102 | return i; |
---|
103 | } |
---|
104 | |
---|
105 | |
---|
106 | int CplexBase::_addRow() { |
---|
107 | int i = CPXgetnumrows(cplexEnv(), _prob); |
---|
108 | const double ub = INF; |
---|
109 | const char s = 'L'; |
---|
110 | CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
---|
111 | return i; |
---|
112 | } |
---|
113 | |
---|
114 | int CplexBase::_addRow(Value lb, ExprIterator b, |
---|
115 | ExprIterator e, Value ub) { |
---|
116 | int i = CPXgetnumrows(cplexEnv(), _prob); |
---|
117 | if (lb == -INF) { |
---|
118 | const char s = 'L'; |
---|
119 | CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
---|
120 | } else if (ub == INF) { |
---|
121 | const char s = 'G'; |
---|
122 | CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0); |
---|
123 | } else if (lb == ub){ |
---|
124 | const char s = 'E'; |
---|
125 | CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0); |
---|
126 | } else { |
---|
127 | const char s = 'R'; |
---|
128 | double len = ub - lb; |
---|
129 | CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, &len, 0); |
---|
130 | } |
---|
131 | |
---|
132 | std::vector<int> indices; |
---|
133 | std::vector<int> rowlist; |
---|
134 | std::vector<Value> values; |
---|
135 | |
---|
136 | for(ExprIterator it=b; it!=e; ++it) { |
---|
137 | indices.push_back(it->first); |
---|
138 | values.push_back(it->second); |
---|
139 | rowlist.push_back(i); |
---|
140 | } |
---|
141 | |
---|
142 | CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
---|
143 | &rowlist.front(), &indices.front(), &values.front()); |
---|
144 | |
---|
145 | return i; |
---|
146 | } |
---|
147 | |
---|
148 | void CplexBase::_eraseCol(int i) { |
---|
149 | CPXdelcols(cplexEnv(), _prob, i, i); |
---|
150 | } |
---|
151 | |
---|
152 | void CplexBase::_eraseRow(int i) { |
---|
153 | CPXdelrows(cplexEnv(), _prob, i, i); |
---|
154 | } |
---|
155 | |
---|
156 | void CplexBase::_eraseColId(int i) { |
---|
157 | cols.eraseIndex(i); |
---|
158 | cols.shiftIndices(i); |
---|
159 | } |
---|
160 | void CplexBase::_eraseRowId(int i) { |
---|
161 | rows.eraseIndex(i); |
---|
162 | rows.shiftIndices(i); |
---|
163 | } |
---|
164 | |
---|
165 | void CplexBase::_getColName(int col, std::string &name) const { |
---|
166 | int size; |
---|
167 | CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col); |
---|
168 | if (size == 0) { |
---|
169 | name.clear(); |
---|
170 | return; |
---|
171 | } |
---|
172 | |
---|
173 | size *= -1; |
---|
174 | std::vector<char> buf(size); |
---|
175 | char *cname; |
---|
176 | int tmp; |
---|
177 | CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size, |
---|
178 | &tmp, col, col); |
---|
179 | name = cname; |
---|
180 | } |
---|
181 | |
---|
182 | void CplexBase::_setColName(int col, const std::string &name) { |
---|
183 | char *cname; |
---|
184 | cname = const_cast<char*>(name.c_str()); |
---|
185 | CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname); |
---|
186 | } |
---|
187 | |
---|
188 | int CplexBase::_colByName(const std::string& name) const { |
---|
189 | int index; |
---|
190 | if (CPXgetcolindex(cplexEnv(), _prob, |
---|
191 | const_cast<char*>(name.c_str()), &index) == 0) { |
---|
192 | return index; |
---|
193 | } |
---|
194 | return -1; |
---|
195 | } |
---|
196 | |
---|
197 | void CplexBase::_getRowName(int row, std::string &name) const { |
---|
198 | int size; |
---|
199 | CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row); |
---|
200 | if (size == 0) { |
---|
201 | name.clear(); |
---|
202 | return; |
---|
203 | } |
---|
204 | |
---|
205 | size *= -1; |
---|
206 | std::vector<char> buf(size); |
---|
207 | char *cname; |
---|
208 | int tmp; |
---|
209 | CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size, |
---|
210 | &tmp, row, row); |
---|
211 | name = cname; |
---|
212 | } |
---|
213 | |
---|
214 | void CplexBase::_setRowName(int row, const std::string &name) { |
---|
215 | char *cname; |
---|
216 | cname = const_cast<char*>(name.c_str()); |
---|
217 | CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname); |
---|
218 | } |
---|
219 | |
---|
220 | int CplexBase::_rowByName(const std::string& name) const { |
---|
221 | int index; |
---|
222 | if (CPXgetrowindex(cplexEnv(), _prob, |
---|
223 | const_cast<char*>(name.c_str()), &index) == 0) { |
---|
224 | return index; |
---|
225 | } |
---|
226 | return -1; |
---|
227 | } |
---|
228 | |
---|
229 | void CplexBase::_setRowCoeffs(int i, ExprIterator b, |
---|
230 | ExprIterator e) |
---|
231 | { |
---|
232 | std::vector<int> indices; |
---|
233 | std::vector<int> rowlist; |
---|
234 | std::vector<Value> values; |
---|
235 | |
---|
236 | for(ExprIterator it=b; it!=e; ++it) { |
---|
237 | indices.push_back(it->first); |
---|
238 | values.push_back(it->second); |
---|
239 | rowlist.push_back(i); |
---|
240 | } |
---|
241 | |
---|
242 | CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
---|
243 | &rowlist.front(), &indices.front(), &values.front()); |
---|
244 | } |
---|
245 | |
---|
246 | void CplexBase::_getRowCoeffs(int i, InsertIterator b) const { |
---|
247 | int tmp1, tmp2, tmp3, length; |
---|
248 | CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
---|
249 | |
---|
250 | length = -length; |
---|
251 | std::vector<int> indices(length); |
---|
252 | std::vector<double> values(length); |
---|
253 | |
---|
254 | CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, |
---|
255 | &indices.front(), &values.front(), |
---|
256 | length, &tmp3, i, i); |
---|
257 | |
---|
258 | for (int i = 0; i < length; ++i) { |
---|
259 | *b = std::make_pair(indices[i], values[i]); |
---|
260 | ++b; |
---|
261 | } |
---|
262 | } |
---|
263 | |
---|
264 | void CplexBase::_setColCoeffs(int i, ExprIterator b, ExprIterator e) { |
---|
265 | std::vector<int> indices; |
---|
266 | std::vector<int> collist; |
---|
267 | std::vector<Value> values; |
---|
268 | |
---|
269 | for(ExprIterator it=b; it!=e; ++it) { |
---|
270 | indices.push_back(it->first); |
---|
271 | values.push_back(it->second); |
---|
272 | collist.push_back(i); |
---|
273 | } |
---|
274 | |
---|
275 | CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
---|
276 | &indices.front(), &collist.front(), &values.front()); |
---|
277 | } |
---|
278 | |
---|
279 | void CplexBase::_getColCoeffs(int i, InsertIterator b) const { |
---|
280 | |
---|
281 | int tmp1, tmp2, tmp3, length; |
---|
282 | CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
---|
283 | |
---|
284 | length = -length; |
---|
285 | std::vector<int> indices(length); |
---|
286 | std::vector<double> values(length); |
---|
287 | |
---|
288 | CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, |
---|
289 | &indices.front(), &values.front(), |
---|
290 | length, &tmp3, i, i); |
---|
291 | |
---|
292 | for (int i = 0; i < length; ++i) { |
---|
293 | *b = std::make_pair(indices[i], values[i]); |
---|
294 | ++b; |
---|
295 | } |
---|
296 | |
---|
297 | } |
---|
298 | |
---|
299 | void CplexBase::_setCoeff(int row, int col, Value value) { |
---|
300 | CPXchgcoef(cplexEnv(), _prob, row, col, value); |
---|
301 | } |
---|
302 | |
---|
303 | CplexBase::Value CplexBase::_getCoeff(int row, int col) const { |
---|
304 | CplexBase::Value value; |
---|
305 | CPXgetcoef(cplexEnv(), _prob, row, col, &value); |
---|
306 | return value; |
---|
307 | } |
---|
308 | |
---|
309 | void CplexBase::_setColLowerBound(int i, Value value) { |
---|
310 | const char s = 'L'; |
---|
311 | CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
---|
312 | } |
---|
313 | |
---|
314 | CplexBase::Value CplexBase::_getColLowerBound(int i) const { |
---|
315 | CplexBase::Value res; |
---|
316 | CPXgetlb(cplexEnv(), _prob, &res, i, i); |
---|
317 | return res <= -CPX_INFBOUND ? -INF : res; |
---|
318 | } |
---|
319 | |
---|
320 | void CplexBase::_setColUpperBound(int i, Value value) |
---|
321 | { |
---|
322 | const char s = 'U'; |
---|
323 | CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
---|
324 | } |
---|
325 | |
---|
326 | CplexBase::Value CplexBase::_getColUpperBound(int i) const { |
---|
327 | CplexBase::Value res; |
---|
328 | CPXgetub(cplexEnv(), _prob, &res, i, i); |
---|
329 | return res >= CPX_INFBOUND ? INF : res; |
---|
330 | } |
---|
331 | |
---|
332 | CplexBase::Value CplexBase::_getRowLowerBound(int i) const { |
---|
333 | char s; |
---|
334 | CPXgetsense(cplexEnv(), _prob, &s, i, i); |
---|
335 | CplexBase::Value res; |
---|
336 | |
---|
337 | switch (s) { |
---|
338 | case 'G': |
---|
339 | case 'R': |
---|
340 | case 'E': |
---|
341 | CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
---|
342 | return res <= -CPX_INFBOUND ? -INF : res; |
---|
343 | default: |
---|
344 | return -INF; |
---|
345 | } |
---|
346 | } |
---|
347 | |
---|
348 | CplexBase::Value CplexBase::_getRowUpperBound(int i) const { |
---|
349 | char s; |
---|
350 | CPXgetsense(cplexEnv(), _prob, &s, i, i); |
---|
351 | CplexBase::Value res; |
---|
352 | |
---|
353 | switch (s) { |
---|
354 | case 'L': |
---|
355 | case 'E': |
---|
356 | CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
---|
357 | return res >= CPX_INFBOUND ? INF : res; |
---|
358 | case 'R': |
---|
359 | CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
---|
360 | { |
---|
361 | double rng; |
---|
362 | CPXgetrngval(cplexEnv(), _prob, &rng, i, i); |
---|
363 | res += rng; |
---|
364 | } |
---|
365 | return res >= CPX_INFBOUND ? INF : res; |
---|
366 | default: |
---|
367 | return INF; |
---|
368 | } |
---|
369 | } |
---|
370 | |
---|
371 | //This is easier to implement |
---|
372 | void CplexBase::_set_row_bounds(int i, Value lb, Value ub) { |
---|
373 | if (lb == -INF) { |
---|
374 | const char s = 'L'; |
---|
375 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
---|
376 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub); |
---|
377 | } else if (ub == INF) { |
---|
378 | const char s = 'G'; |
---|
379 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
---|
380 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
---|
381 | } else if (lb == ub){ |
---|
382 | const char s = 'E'; |
---|
383 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
---|
384 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
---|
385 | } else { |
---|
386 | const char s = 'R'; |
---|
387 | CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
---|
388 | CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
---|
389 | double len = ub - lb; |
---|
390 | CPXchgrngval(cplexEnv(), _prob, 1, &i, &len); |
---|
391 | } |
---|
392 | } |
---|
393 | |
---|
394 | void CplexBase::_setRowLowerBound(int i, Value lb) |
---|
395 | { |
---|
396 | LEMON_ASSERT(lb != INF, "Invalid bound"); |
---|
397 | _set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i)); |
---|
398 | } |
---|
399 | |
---|
400 | void CplexBase::_setRowUpperBound(int i, Value ub) |
---|
401 | { |
---|
402 | |
---|
403 | LEMON_ASSERT(ub != -INF, "Invalid bound"); |
---|
404 | _set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub); |
---|
405 | } |
---|
406 | |
---|
407 | void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e) |
---|
408 | { |
---|
409 | std::vector<int> indices; |
---|
410 | std::vector<Value> values; |
---|
411 | for(ExprIterator it=b; it!=e; ++it) { |
---|
412 | indices.push_back(it->first); |
---|
413 | values.push_back(it->second); |
---|
414 | } |
---|
415 | CPXchgobj(cplexEnv(), _prob, values.size(), |
---|
416 | &indices.front(), &values.front()); |
---|
417 | |
---|
418 | } |
---|
419 | |
---|
420 | void CplexBase::_getObjCoeffs(InsertIterator b) const |
---|
421 | { |
---|
422 | int num = CPXgetnumcols(cplexEnv(), _prob); |
---|
423 | std::vector<Value> x(num); |
---|
424 | |
---|
425 | CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1); |
---|
426 | for (int i = 0; i < num; ++i) { |
---|
427 | if (x[i] != 0.0) { |
---|
428 | *b = std::make_pair(i, x[i]); |
---|
429 | ++b; |
---|
430 | } |
---|
431 | } |
---|
432 | } |
---|
433 | |
---|
434 | void CplexBase::_setObjCoeff(int i, Value obj_coef) |
---|
435 | { |
---|
436 | CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef); |
---|
437 | } |
---|
438 | |
---|
439 | CplexBase::Value CplexBase::_getObjCoeff(int i) const |
---|
440 | { |
---|
441 | Value x; |
---|
442 | CPXgetobj(cplexEnv(), _prob, &x, i, i); |
---|
443 | return x; |
---|
444 | } |
---|
445 | |
---|
446 | void CplexBase::_setSense(CplexBase::Sense sense) { |
---|
447 | switch (sense) { |
---|
448 | case MIN: |
---|
449 | CPXchgobjsen(cplexEnv(), _prob, CPX_MIN); |
---|
450 | break; |
---|
451 | case MAX: |
---|
452 | CPXchgobjsen(cplexEnv(), _prob, CPX_MAX); |
---|
453 | break; |
---|
454 | } |
---|
455 | } |
---|
456 | |
---|
457 | CplexBase::Sense CplexBase::_getSense() const { |
---|
458 | switch (CPXgetobjsen(cplexEnv(), _prob)) { |
---|
459 | case CPX_MIN: |
---|
460 | return MIN; |
---|
461 | case CPX_MAX: |
---|
462 | return MAX; |
---|
463 | default: |
---|
464 | LEMON_ASSERT(false, "Invalid sense"); |
---|
465 | return CplexBase::Sense(); |
---|
466 | } |
---|
467 | } |
---|
468 | |
---|
469 | void CplexBase::_clear() { |
---|
470 | CPXfreeprob(cplexEnv(),&_prob); |
---|
471 | int status; |
---|
472 | _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
---|
473 | } |
---|
474 | |
---|
475 | void CplexBase::_messageLevel(MessageLevel level) { |
---|
476 | switch (level) { |
---|
477 | case MESSAGE_NOTHING: |
---|
478 | _message_enabled = false; |
---|
479 | break; |
---|
480 | case MESSAGE_ERROR: |
---|
481 | case MESSAGE_WARNING: |
---|
482 | case MESSAGE_NORMAL: |
---|
483 | case MESSAGE_VERBOSE: |
---|
484 | _message_enabled = true; |
---|
485 | break; |
---|
486 | } |
---|
487 | } |
---|
488 | |
---|
489 | void CplexBase::_applyMessageLevel() { |
---|
490 | CPXsetintparam(cplexEnv(), CPX_PARAM_SCRIND, |
---|
491 | _message_enabled ? CPX_ON : CPX_OFF); |
---|
492 | } |
---|
493 | |
---|
494 | // CplexLp members |
---|
495 | |
---|
496 | CplexLp::CplexLp() |
---|
497 | : LpBase(), LpSolver(), CplexBase() {} |
---|
498 | |
---|
499 | CplexLp::CplexLp(const CplexEnv& env) |
---|
500 | : LpBase(), LpSolver(), CplexBase(env) {} |
---|
501 | |
---|
502 | CplexLp::CplexLp(const CplexLp& other) |
---|
503 | : LpBase(), LpSolver(), CplexBase(other) {} |
---|
504 | |
---|
505 | CplexLp::~CplexLp() {} |
---|
506 | |
---|
507 | CplexLp* CplexLp::newSolver() const { return new CplexLp; } |
---|
508 | CplexLp* CplexLp::cloneSolver() const {return new CplexLp(*this); } |
---|
509 | |
---|
510 | const char* CplexLp::_solverName() const { return "CplexLp"; } |
---|
511 | |
---|
512 | void CplexLp::_clear_temporals() { |
---|
513 | _col_status.clear(); |
---|
514 | _row_status.clear(); |
---|
515 | _primal_ray.clear(); |
---|
516 | _dual_ray.clear(); |
---|
517 | } |
---|
518 | |
---|
519 | // The routine returns zero unless an error occurred during the |
---|
520 | // optimization. Examples of errors include exhausting available |
---|
521 | // memory (CPXERR_NO_MEMORY) or encountering invalid data in the |
---|
522 | // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a |
---|
523 | // user-specified CPLEX limit, or proving the model infeasible or |
---|
524 | // unbounded, are not considered errors. Note that a zero return |
---|
525 | // value does not necessarily mean that a solution exists. Use query |
---|
526 | // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain |
---|
527 | // further information about the status of the optimization. |
---|
528 | CplexLp::SolveExitStatus CplexLp::convertStatus(int status) { |
---|
529 | #if CPX_VERSION >= 800 |
---|
530 | if (status == 0) { |
---|
531 | switch (CPXgetstat(cplexEnv(), _prob)) { |
---|
532 | case CPX_STAT_OPTIMAL: |
---|
533 | case CPX_STAT_INFEASIBLE: |
---|
534 | case CPX_STAT_UNBOUNDED: |
---|
535 | return SOLVED; |
---|
536 | default: |
---|
537 | return UNSOLVED; |
---|
538 | } |
---|
539 | } else { |
---|
540 | return UNSOLVED; |
---|
541 | } |
---|
542 | #else |
---|
543 | if (status == 0) { |
---|
544 | //We want to exclude some cases |
---|
545 | switch (CPXgetstat(cplexEnv(), _prob)) { |
---|
546 | case CPX_OBJ_LIM: |
---|
547 | case CPX_IT_LIM_FEAS: |
---|
548 | case CPX_IT_LIM_INFEAS: |
---|
549 | case CPX_TIME_LIM_FEAS: |
---|
550 | case CPX_TIME_LIM_INFEAS: |
---|
551 | return UNSOLVED; |
---|
552 | default: |
---|
553 | return SOLVED; |
---|
554 | } |
---|
555 | } else { |
---|
556 | return UNSOLVED; |
---|
557 | } |
---|
558 | #endif |
---|
559 | } |
---|
560 | |
---|
561 | CplexLp::SolveExitStatus CplexLp::_solve() { |
---|
562 | _clear_temporals(); |
---|
563 | _applyMessageLevel(); |
---|
564 | return convertStatus(CPXlpopt(cplexEnv(), _prob)); |
---|
565 | } |
---|
566 | |
---|
567 | CplexLp::SolveExitStatus CplexLp::solvePrimal() { |
---|
568 | _clear_temporals(); |
---|
569 | _applyMessageLevel(); |
---|
570 | return convertStatus(CPXprimopt(cplexEnv(), _prob)); |
---|
571 | } |
---|
572 | |
---|
573 | CplexLp::SolveExitStatus CplexLp::solveDual() { |
---|
574 | _clear_temporals(); |
---|
575 | _applyMessageLevel(); |
---|
576 | return convertStatus(CPXdualopt(cplexEnv(), _prob)); |
---|
577 | } |
---|
578 | |
---|
579 | CplexLp::SolveExitStatus CplexLp::solveBarrier() { |
---|
580 | _clear_temporals(); |
---|
581 | _applyMessageLevel(); |
---|
582 | return convertStatus(CPXbaropt(cplexEnv(), _prob)); |
---|
583 | } |
---|
584 | |
---|
585 | CplexLp::Value CplexLp::_getPrimal(int i) const { |
---|
586 | Value x; |
---|
587 | CPXgetx(cplexEnv(), _prob, &x, i, i); |
---|
588 | return x; |
---|
589 | } |
---|
590 | |
---|
591 | CplexLp::Value CplexLp::_getDual(int i) const { |
---|
592 | Value y; |
---|
593 | CPXgetpi(cplexEnv(), _prob, &y, i, i); |
---|
594 | return y; |
---|
595 | } |
---|
596 | |
---|
597 | CplexLp::Value CplexLp::_getPrimalValue() const { |
---|
598 | Value objval; |
---|
599 | CPXgetobjval(cplexEnv(), _prob, &objval); |
---|
600 | return objval; |
---|
601 | } |
---|
602 | |
---|
603 | CplexLp::VarStatus CplexLp::_getColStatus(int i) const { |
---|
604 | if (_col_status.empty()) { |
---|
605 | _col_status.resize(CPXgetnumcols(cplexEnv(), _prob)); |
---|
606 | CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0); |
---|
607 | } |
---|
608 | switch (_col_status[i]) { |
---|
609 | case CPX_BASIC: |
---|
610 | return BASIC; |
---|
611 | case CPX_FREE_SUPER: |
---|
612 | return FREE; |
---|
613 | case CPX_AT_LOWER: |
---|
614 | return LOWER; |
---|
615 | case CPX_AT_UPPER: |
---|
616 | return UPPER; |
---|
617 | default: |
---|
618 | LEMON_ASSERT(false, "Wrong column status"); |
---|
619 | return CplexLp::VarStatus(); |
---|
620 | } |
---|
621 | } |
---|
622 | |
---|
623 | CplexLp::VarStatus CplexLp::_getRowStatus(int i) const { |
---|
624 | if (_row_status.empty()) { |
---|
625 | _row_status.resize(CPXgetnumrows(cplexEnv(), _prob)); |
---|
626 | CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front()); |
---|
627 | } |
---|
628 | switch (_row_status[i]) { |
---|
629 | case CPX_BASIC: |
---|
630 | return BASIC; |
---|
631 | case CPX_AT_LOWER: |
---|
632 | { |
---|
633 | char s; |
---|
634 | CPXgetsense(cplexEnv(), _prob, &s, i, i); |
---|
635 | return s != 'L' ? LOWER : UPPER; |
---|
636 | } |
---|
637 | case CPX_AT_UPPER: |
---|
638 | return UPPER; |
---|
639 | default: |
---|
640 | LEMON_ASSERT(false, "Wrong row status"); |
---|
641 | return CplexLp::VarStatus(); |
---|
642 | } |
---|
643 | } |
---|
644 | |
---|
645 | CplexLp::Value CplexLp::_getPrimalRay(int i) const { |
---|
646 | if (_primal_ray.empty()) { |
---|
647 | _primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob)); |
---|
648 | CPXgetray(cplexEnv(), _prob, &_primal_ray.front()); |
---|
649 | } |
---|
650 | return _primal_ray[i]; |
---|
651 | } |
---|
652 | |
---|
653 | CplexLp::Value CplexLp::_getDualRay(int i) const { |
---|
654 | if (_dual_ray.empty()) { |
---|
655 | |
---|
656 | } |
---|
657 | return _dual_ray[i]; |
---|
658 | } |
---|
659 | |
---|
660 | // Cplex 7.0 status values |
---|
661 | // This table lists the statuses, returned by the CPXgetstat() |
---|
662 | // routine, for solutions to LP problems or mixed integer problems. If |
---|
663 | // no solution exists, the return value is zero. |
---|
664 | |
---|
665 | // For Simplex, Barrier |
---|
666 | // 1 CPX_OPTIMAL |
---|
667 | // Optimal solution found |
---|
668 | // 2 CPX_INFEASIBLE |
---|
669 | // Problem infeasible |
---|
670 | // 3 CPX_UNBOUNDED |
---|
671 | // Problem unbounded |
---|
672 | // 4 CPX_OBJ_LIM |
---|
673 | // Objective limit exceeded in Phase II |
---|
674 | // 5 CPX_IT_LIM_FEAS |
---|
675 | // Iteration limit exceeded in Phase II |
---|
676 | // 6 CPX_IT_LIM_INFEAS |
---|
677 | // Iteration limit exceeded in Phase I |
---|
678 | // 7 CPX_TIME_LIM_FEAS |
---|
679 | // Time limit exceeded in Phase II |
---|
680 | // 8 CPX_TIME_LIM_INFEAS |
---|
681 | // Time limit exceeded in Phase I |
---|
682 | // 9 CPX_NUM_BEST_FEAS |
---|
683 | // Problem non-optimal, singularities in Phase II |
---|
684 | // 10 CPX_NUM_BEST_INFEAS |
---|
685 | // Problem non-optimal, singularities in Phase I |
---|
686 | // 11 CPX_OPTIMAL_INFEAS |
---|
687 | // Optimal solution found, unscaled infeasibilities |
---|
688 | // 12 CPX_ABORT_FEAS |
---|
689 | // Aborted in Phase II |
---|
690 | // 13 CPX_ABORT_INFEAS |
---|
691 | // Aborted in Phase I |
---|
692 | // 14 CPX_ABORT_DUAL_INFEAS |
---|
693 | // Aborted in barrier, dual infeasible |
---|
694 | // 15 CPX_ABORT_PRIM_INFEAS |
---|
695 | // Aborted in barrier, primal infeasible |
---|
696 | // 16 CPX_ABORT_PRIM_DUAL_INFEAS |
---|
697 | // Aborted in barrier, primal and dual infeasible |
---|
698 | // 17 CPX_ABORT_PRIM_DUAL_FEAS |
---|
699 | // Aborted in barrier, primal and dual feasible |
---|
700 | // 18 CPX_ABORT_CROSSOVER |
---|
701 | // Aborted in crossover |
---|
702 | // 19 CPX_INForUNBD |
---|
703 | // Infeasible or unbounded |
---|
704 | // 20 CPX_PIVOT |
---|
705 | // User pivot used |
---|
706 | // |
---|
707 | // Pending return values |
---|
708 | // ??case CPX_ABORT_DUAL_INFEAS |
---|
709 | // ??case CPX_ABORT_CROSSOVER |
---|
710 | // ??case CPX_INForUNBD |
---|
711 | // ??case CPX_PIVOT |
---|
712 | |
---|
713 | //Some more interesting stuff: |
---|
714 | |
---|
715 | // CPX_PARAM_PROBMETHOD 1062 int LPMETHOD |
---|
716 | // 0 Automatic |
---|
717 | // 1 Primal Simplex |
---|
718 | // 2 Dual Simplex |
---|
719 | // 3 Network Simplex |
---|
720 | // 4 Standard Barrier |
---|
721 | // Default: 0 |
---|
722 | // Description: Method for linear optimization. |
---|
723 | // Determines which algorithm is used when CPXlpopt() (or "optimize" |
---|
724 | // in the Interactive Optimizer) is called. Currently the behavior of |
---|
725 | // the "Automatic" setting is that CPLEX simply invokes the dual |
---|
726 | // simplex method, but this capability may be expanded in the future |
---|
727 | // so that CPLEX chooses the method based on problem characteristics |
---|
728 | #if CPX_VERSION < 900 |
---|
729 | void statusSwitch(CPXENVptr cplexEnv(),int& stat){ |
---|
730 | int lpmethod; |
---|
731 | CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod); |
---|
732 | if (lpmethod==2){ |
---|
733 | if (stat==CPX_UNBOUNDED){ |
---|
734 | stat=CPX_INFEASIBLE; |
---|
735 | } |
---|
736 | else{ |
---|
737 | if (stat==CPX_INFEASIBLE) |
---|
738 | stat=CPX_UNBOUNDED; |
---|
739 | } |
---|
740 | } |
---|
741 | } |
---|
742 | #else |
---|
743 | void statusSwitch(CPXENVptr,int&){} |
---|
744 | #endif |
---|
745 | |
---|
746 | CplexLp::ProblemType CplexLp::_getPrimalType() const { |
---|
747 | // Unboundedness not treated well: the following is from cplex 9.0 doc |
---|
748 | // About Unboundedness |
---|
749 | |
---|
750 | // The treatment of models that are unbounded involves a few |
---|
751 | // subtleties. Specifically, a declaration of unboundedness means that |
---|
752 | // ILOG CPLEX has determined that the model has an unbounded |
---|
753 | // ray. Given any feasible solution x with objective z, a multiple of |
---|
754 | // the unbounded ray can be added to x to give a feasible solution |
---|
755 | // with objective z-1 (or z+1 for maximization models). Thus, if a |
---|
756 | // feasible solution exists, then the optimal objective is |
---|
757 | // unbounded. Note that ILOG CPLEX has not necessarily concluded that |
---|
758 | // a feasible solution exists. Users can call the routine CPXsolninfo |
---|
759 | // to determine whether ILOG CPLEX has also concluded that the model |
---|
760 | // has a feasible solution. |
---|
761 | |
---|
762 | int stat = CPXgetstat(cplexEnv(), _prob); |
---|
763 | #if CPX_VERSION >= 800 |
---|
764 | switch (stat) |
---|
765 | { |
---|
766 | case CPX_STAT_OPTIMAL: |
---|
767 | return OPTIMAL; |
---|
768 | case CPX_STAT_UNBOUNDED: |
---|
769 | return UNBOUNDED; |
---|
770 | case CPX_STAT_INFEASIBLE: |
---|
771 | return INFEASIBLE; |
---|
772 | default: |
---|
773 | return UNDEFINED; |
---|
774 | } |
---|
775 | #else |
---|
776 | statusSwitch(cplexEnv(),stat); |
---|
777 | //CPXgetstat(cplexEnv(), _prob); |
---|
778 | switch (stat) { |
---|
779 | case 0: |
---|
780 | return UNDEFINED; //Undefined |
---|
781 | case CPX_OPTIMAL://Optimal |
---|
782 | return OPTIMAL; |
---|
783 | case CPX_UNBOUNDED://Unbounded |
---|
784 | return INFEASIBLE;//In case of dual simplex |
---|
785 | //return UNBOUNDED; |
---|
786 | case CPX_INFEASIBLE://Infeasible |
---|
787 | // case CPX_IT_LIM_INFEAS: |
---|
788 | // case CPX_TIME_LIM_INFEAS: |
---|
789 | // case CPX_NUM_BEST_INFEAS: |
---|
790 | // case CPX_OPTIMAL_INFEAS: |
---|
791 | // case CPX_ABORT_INFEAS: |
---|
792 | // case CPX_ABORT_PRIM_INFEAS: |
---|
793 | // case CPX_ABORT_PRIM_DUAL_INFEAS: |
---|
794 | return UNBOUNDED;//In case of dual simplex |
---|
795 | //return INFEASIBLE; |
---|
796 | // case CPX_OBJ_LIM: |
---|
797 | // case CPX_IT_LIM_FEAS: |
---|
798 | // case CPX_TIME_LIM_FEAS: |
---|
799 | // case CPX_NUM_BEST_FEAS: |
---|
800 | // case CPX_ABORT_FEAS: |
---|
801 | // case CPX_ABORT_PRIM_DUAL_FEAS: |
---|
802 | // return FEASIBLE; |
---|
803 | default: |
---|
804 | return UNDEFINED; //Everything else comes here |
---|
805 | //FIXME error |
---|
806 | } |
---|
807 | #endif |
---|
808 | } |
---|
809 | |
---|
810 | // Cplex 9.0 status values |
---|
811 | // CPX_STAT_ABORT_DUAL_OBJ_LIM |
---|
812 | // CPX_STAT_ABORT_IT_LIM |
---|
813 | // CPX_STAT_ABORT_OBJ_LIM |
---|
814 | // CPX_STAT_ABORT_PRIM_OBJ_LIM |
---|
815 | // CPX_STAT_ABORT_TIME_LIM |
---|
816 | // CPX_STAT_ABORT_USER |
---|
817 | // CPX_STAT_FEASIBLE_RELAXED |
---|
818 | // CPX_STAT_INFEASIBLE |
---|
819 | // CPX_STAT_INForUNBD |
---|
820 | // CPX_STAT_NUM_BEST |
---|
821 | // CPX_STAT_OPTIMAL |
---|
822 | // CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
---|
823 | // CPX_STAT_OPTIMAL_INFEAS |
---|
824 | // CPX_STAT_OPTIMAL_RELAXED |
---|
825 | // CPX_STAT_UNBOUNDED |
---|
826 | |
---|
827 | CplexLp::ProblemType CplexLp::_getDualType() const { |
---|
828 | int stat = CPXgetstat(cplexEnv(), _prob); |
---|
829 | #if CPX_VERSION >= 800 |
---|
830 | switch (stat) { |
---|
831 | case CPX_STAT_OPTIMAL: |
---|
832 | return OPTIMAL; |
---|
833 | case CPX_STAT_UNBOUNDED: |
---|
834 | return INFEASIBLE; |
---|
835 | default: |
---|
836 | return UNDEFINED; |
---|
837 | } |
---|
838 | #else |
---|
839 | statusSwitch(cplexEnv(),stat); |
---|
840 | switch (stat) { |
---|
841 | case 0: |
---|
842 | return UNDEFINED; //Undefined |
---|
843 | case CPX_OPTIMAL://Optimal |
---|
844 | return OPTIMAL; |
---|
845 | case CPX_UNBOUNDED: |
---|
846 | return INFEASIBLE; |
---|
847 | default: |
---|
848 | return UNDEFINED; //Everything else comes here |
---|
849 | //FIXME error |
---|
850 | } |
---|
851 | #endif |
---|
852 | } |
---|
853 | |
---|
854 | // CplexMip members |
---|
855 | |
---|
856 | CplexMip::CplexMip() |
---|
857 | : LpBase(), MipSolver(), CplexBase() { |
---|
858 | |
---|
859 | #if CPX_VERSION < 800 |
---|
860 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
---|
861 | #else |
---|
862 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
---|
863 | #endif |
---|
864 | } |
---|
865 | |
---|
866 | CplexMip::CplexMip(const CplexEnv& env) |
---|
867 | : LpBase(), MipSolver(), CplexBase(env) { |
---|
868 | |
---|
869 | #if CPX_VERSION < 800 |
---|
870 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
---|
871 | #else |
---|
872 | CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
---|
873 | #endif |
---|
874 | |
---|
875 | } |
---|
876 | |
---|
877 | CplexMip::CplexMip(const CplexMip& other) |
---|
878 | : LpBase(), MipSolver(), CplexBase(other) {} |
---|
879 | |
---|
880 | CplexMip::~CplexMip() {} |
---|
881 | |
---|
882 | CplexMip* CplexMip::newSolver() const { return new CplexMip; } |
---|
883 | CplexMip* CplexMip::cloneSolver() const {return new CplexMip(*this); } |
---|
884 | |
---|
885 | const char* CplexMip::_solverName() const { return "CplexMip"; } |
---|
886 | |
---|
887 | void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) { |
---|
888 | |
---|
889 | // Note If a variable is to be changed to binary, a call to CPXchgbds |
---|
890 | // should also be made to change the bounds to 0 and 1. |
---|
891 | |
---|
892 | switch (col_type){ |
---|
893 | case INTEGER: { |
---|
894 | const char t = 'I'; |
---|
895 | CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
---|
896 | } break; |
---|
897 | case REAL: { |
---|
898 | const char t = 'C'; |
---|
899 | CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
---|
900 | } break; |
---|
901 | default: |
---|
902 | break; |
---|
903 | } |
---|
904 | } |
---|
905 | |
---|
906 | CplexMip::ColTypes CplexMip::_getColType(int i) const { |
---|
907 | char t; |
---|
908 | CPXgetctype (cplexEnv(), _prob, &t, i, i); |
---|
909 | switch (t) { |
---|
910 | case 'I': |
---|
911 | return INTEGER; |
---|
912 | case 'C': |
---|
913 | return REAL; |
---|
914 | default: |
---|
915 | LEMON_ASSERT(false, "Invalid column type"); |
---|
916 | return ColTypes(); |
---|
917 | } |
---|
918 | |
---|
919 | } |
---|
920 | |
---|
921 | CplexMip::SolveExitStatus CplexMip::_solve() { |
---|
922 | int status; |
---|
923 | _applyMessageLevel(); |
---|
924 | status = CPXmipopt (cplexEnv(), _prob); |
---|
925 | if (status==0) |
---|
926 | return SOLVED; |
---|
927 | else |
---|
928 | return UNSOLVED; |
---|
929 | |
---|
930 | } |
---|
931 | |
---|
932 | |
---|
933 | CplexMip::ProblemType CplexMip::_getType() const { |
---|
934 | |
---|
935 | int stat = CPXgetstat(cplexEnv(), _prob); |
---|
936 | |
---|
937 | //Fortunately, MIP statuses did not change for cplex 8.0 |
---|
938 | switch (stat) { |
---|
939 | case CPXMIP_OPTIMAL: |
---|
940 | // Optimal integer solution has been found. |
---|
941 | case CPXMIP_OPTIMAL_TOL: |
---|
942 | // Optimal soluton with the tolerance defined by epgap or epagap has |
---|
943 | // been found. |
---|
944 | return OPTIMAL; |
---|
945 | //This also exists in later issues |
---|
946 | // case CPXMIP_UNBOUNDED: |
---|
947 | //return UNBOUNDED; |
---|
948 | case CPXMIP_INFEASIBLE: |
---|
949 | return INFEASIBLE; |
---|
950 | default: |
---|
951 | return UNDEFINED; |
---|
952 | } |
---|
953 | //Unboundedness not treated well: the following is from cplex 9.0 doc |
---|
954 | // About Unboundedness |
---|
955 | |
---|
956 | // The treatment of models that are unbounded involves a few |
---|
957 | // subtleties. Specifically, a declaration of unboundedness means that |
---|
958 | // ILOG CPLEX has determined that the model has an unbounded |
---|
959 | // ray. Given any feasible solution x with objective z, a multiple of |
---|
960 | // the unbounded ray can be added to x to give a feasible solution |
---|
961 | // with objective z-1 (or z+1 for maximization models). Thus, if a |
---|
962 | // feasible solution exists, then the optimal objective is |
---|
963 | // unbounded. Note that ILOG CPLEX has not necessarily concluded that |
---|
964 | // a feasible solution exists. Users can call the routine CPXsolninfo |
---|
965 | // to determine whether ILOG CPLEX has also concluded that the model |
---|
966 | // has a feasible solution. |
---|
967 | } |
---|
968 | |
---|
969 | CplexMip::Value CplexMip::_getSol(int i) const { |
---|
970 | Value x; |
---|
971 | CPXgetmipx(cplexEnv(), _prob, &x, i, i); |
---|
972 | return x; |
---|
973 | } |
---|
974 | |
---|
975 | CplexMip::Value CplexMip::_getSolValue() const { |
---|
976 | Value objval; |
---|
977 | CPXgetmipobjval(cplexEnv(), _prob, &objval); |
---|
978 | return objval; |
---|
979 | } |
---|
980 | |
---|
981 | } //namespace lemon |
---|
982 | |
---|