long GenModelCplex::ChangeBulkRHS(int count, int* ind, double* vals)
{
CplexData* d = (CplexData*)solverdata;
CPXchgrhs(d->env, d->lp, count, ind, vals);
return 0;
}
reducemex(double M[], double costs[], double stats[], double ikeep[],
double m[],
int matbeg[], int matcnt[], int matind[], double matval[],
char sense[], int objsen, double lb[], double ub[],
int numrows, int numcols, double tol)
{
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status;
char probname[16];
double *pi;
double *slack;
double *dj;
double *obj;
int solstat;
double objval;
double *x;
double newval;
int *indices;
int kc, i;
obj = mxCalloc(numcols,sizeof(double));
x = mxCalloc(numcols,sizeof(double));
indices = mxCalloc(numcols,sizeof(int));
pi = mxCalloc(numrows,sizeof(double));
slack = mxCalloc(numrows,sizeof(double));
dj = mxCalloc(numcols,sizeof(double));
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
if ( env == NULL ) {
char errmsg[1024];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn off output to the screen */
status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_OFF);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Turn off pre-processor
status = CPXsetintparam (env, CPX_PARAM_PREIND, CPX_OFF);
if ( status ) {
fprintf (stderr,
"Failure to turn off pre-processor, error %d.\n", status);
goto TERMINATE;
}
/* Turn off aggregator
status = CPXsetintparam (env, CPX_PARAM_AGGIND, CPX_OFF);
if ( status ) {
fprintf (stderr,
"Failure to turn of aggregator, error %d.\n", status);
goto TERMINATE;
}*/
/* Create the problem. */
strcpy(probname,"LPnoname");
lp = CPXcreateprob (env, &status, probname);
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Initialize data */
for (kc = 0; kc <= numcols-1; kc++)
{
indices[kc] = kc;
}
/* Now copy the problem data into the lp */
status = CPXcopylp (env, lp, numcols, numrows, objsen, obj, m,
sense, matbeg, matcnt, matind, matval,
lb, ub, NULL);
if ( status ) {
fprintf (stderr, "Failed to copy problem data.\n");
goto TERMINATE;
}
/**********MAIN LOOP************/
for(i = 0; i <= numrows-1; i++)
{
for (kc = 0; kc <= numcols-1; kc++)
{
obj[kc] = M[i+kc*numrows];
}
CPXchgobj(env, lp, numcols, indices, obj);
newval = m[i] + 10;
CPXchgrhs(env, lp, 1, &i, &newval);
/* Optimize the problem and obtain solution. */
status = CPXlpopt (env, lp); /*status = CPX[prim/dual]opt (env, lp);*/
if ( status ) {
fprintf (stderr, "Failed to optimize LP.\n");
goto TERMINATE;
}
status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
ikeep[i] = 0;
if (objval > m[i] + tol) /* keep row */
{
ikeep[i] = 1;
newval = m[i];
CPXchgrhs(env, lp, 1, &i, &newval);
}
/* Write the output to the screen. */
/*
printf ("\nSolution status = %d\n", solstat);
printf ("Solution value = %f\n\n", objval);
*/
costs[i] = objval;
stats[i] = solstat;
}
TERMINATE:
/* Free up the problem as allocated by CPXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
if ( status ) {
char errmsg[1024];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
}
