[481] | 1 | /* -*- mode: C++; indent-tabs-mode: nil; -*- |
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| 2 | * |
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| 3 | * This file is a part of LEMON, a generic C++ optimization library. |
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| 4 | * |
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| 5 | * Copyright (C) 2003-2008 |
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| 6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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| 7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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| 8 | * |
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| 9 | * Permission to use, modify and distribute this software is granted |
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| 10 | * provided that this copyright notice appears in all copies. For |
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| 11 | * precise terms see the accompanying LICENSE file. |
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| 12 | * |
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| 13 | * This software is provided "AS IS" with no warranty of any kind, |
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| 14 | * express or implied, and with no claim as to its suitability for any |
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| 15 | * purpose. |
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| 16 | * |
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| 17 | */ |
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| 18 | |
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| 19 | ///\file |
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| 20 | ///\brief Implementation of the LEMON-CPLEX mip solver interface. |
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| 21 | |
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| 22 | #include <lemon/mip_cplex.h> |
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| 23 | |
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| 24 | extern "C" { |
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| 25 | #include <ilcplex/cplex.h> |
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| 26 | } |
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| 27 | |
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| 28 | namespace lemon { |
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| 29 | |
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| 30 | MipCplex::MipCplex() { |
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| 31 | //This is unnecessary: setting integrality constraints on |
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| 32 | //variables will set this, too |
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| 33 | |
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| 34 | ///\todo The constant CPXPROB_MIP is |
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| 35 | ///called CPXPROB_MILP in later versions |
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| 36 | #if CPX_VERSION < 800 |
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| 37 | CPXchgprobtype( env, lp, CPXPROB_MIP); |
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| 38 | #else |
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| 39 | CPXchgprobtype( env, lp, CPXPROB_MILP); |
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| 40 | #endif |
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| 41 | |
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| 42 | } |
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| 43 | |
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| 44 | void MipCplex::_colType(int i, MipCplex::ColTypes col_type){ |
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| 45 | |
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| 46 | // Note If a variable is to be changed to binary, a call to CPXchgbds |
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| 47 | // should also be made to change the bounds to 0 and 1. |
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| 48 | |
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| 49 | int indices[1]; |
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| 50 | indices[0]=i; |
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| 51 | char ctype[1]; |
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| 52 | switch (col_type){ |
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| 53 | case INT: |
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| 54 | ctype[0]=CPX_INTEGER;//'I' |
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| 55 | break; |
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| 56 | case REAL: |
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| 57 | ctype[0]=CPX_CONTINUOUS ;//'C' |
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| 58 | break; |
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| 59 | default:; |
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| 60 | //FIXME problem |
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| 61 | } |
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| 62 | CPXchgctype (env, lp, 1, indices, ctype); |
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| 63 | } |
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| 64 | |
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| 65 | MipCplex::ColTypes MipCplex::_colType(int i) const { |
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| 66 | |
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| 67 | char ctype[1]; |
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| 68 | CPXgetctype (env, lp, ctype, i, i); |
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| 69 | switch (ctype[0]){ |
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| 70 | |
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| 71 | case CPX_INTEGER: |
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| 72 | return INT; |
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| 73 | case CPX_CONTINUOUS: |
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| 74 | return REAL; |
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| 75 | default: |
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| 76 | return REAL;//Error! |
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| 77 | } |
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| 78 | |
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| 79 | } |
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| 80 | |
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| 81 | LpCplex::SolveExitStatus MipCplex::_solve(){ |
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| 82 | |
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| 83 | status = CPXmipopt (env, lp); |
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| 84 | if (status==0) |
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| 85 | return SOLVED; |
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| 86 | else |
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| 87 | return UNSOLVED; |
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| 88 | |
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| 89 | } |
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| 90 | |
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| 91 | |
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| 92 | LpCplex::SolutionStatus MipCplex::_getMipStatus() const { |
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| 93 | |
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| 94 | int stat = CPXgetstat(env, lp); |
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| 95 | |
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| 96 | //Fortunately, MIP statuses did not change for cplex 8.0 |
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| 97 | switch (stat) |
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| 98 | { |
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| 99 | case CPXMIP_OPTIMAL: |
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| 100 | // Optimal integer solution has been found. |
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| 101 | case CPXMIP_OPTIMAL_TOL: |
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| 102 | // Optimal soluton with the tolerance defined by epgap or epagap has |
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| 103 | // been found. |
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| 104 | return OPTIMAL; |
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| 105 | //This also exists in later issues |
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| 106 | // case CPXMIP_UNBOUNDED: |
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| 107 | //return INFINITE; |
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| 108 | case CPXMIP_INFEASIBLE: |
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| 109 | return INFEASIBLE; |
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| 110 | default: |
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| 111 | return UNDEFINED; |
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| 112 | } |
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| 113 | //Unboundedness not treated well: the following is from cplex 9.0 doc |
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| 114 | // About Unboundedness |
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| 115 | |
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| 116 | // The treatment of models that are unbounded involves a few |
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| 117 | // subtleties. Specifically, a declaration of unboundedness means that |
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| 118 | // ILOG CPLEX has determined that the model has an unbounded |
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| 119 | // ray. Given any feasible solution x with objective z, a multiple of |
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| 120 | // the unbounded ray can be added to x to give a feasible solution |
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| 121 | // with objective z-1 (or z+1 for maximization models). Thus, if a |
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| 122 | // feasible solution exists, then the optimal objective is |
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| 123 | // unbounded. Note that ILOG CPLEX has not necessarily concluded that |
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| 124 | // a feasible solution exists. Users can call the routine CPXsolninfo |
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| 125 | // to determine whether ILOG CPLEX has also concluded that the model |
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| 126 | // has a feasible solution. |
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| 127 | |
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| 128 | } |
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| 129 | |
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| 130 | MipCplex::Value MipCplex::_getPrimal(int i) const { |
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| 131 | Value x; |
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| 132 | CPXgetmipx(env, lp, &x, i, i); |
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| 133 | return x; |
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| 134 | } |
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| 135 | |
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| 136 | MipCplex::Value MipCplex::_getPrimalValue() const { |
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| 137 | Value objval; |
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| 138 | CPXgetmipobjval(env, lp, &objval); |
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| 139 | return objval; |
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| 140 | } |
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| 141 | } //END OF NAMESPACE LEMON |
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