long GenModelCplex::Solve()
{
if(!bcreated)
throw string("Solve() not available : Problem not created yet");
CplexData* d = static_cast<CplexData*>(solverdata);
int status = 0;
if(boolParam.count("qp") > 0 && boolParam["qp"])
status = CPXqpopt(d->env, d->lp);
else if(boolParam.count("mip") > 0 && boolParam["mip"])
status = CPXmipopt(d->env, d->lp);
else if(strParam.count("algo") > 0 && strParam["algo"] == "interior")
status = CPXbaropt(d->env, d->lp);
else if(strParam.count("algo") > 0 && strParam["algo"] == "dual")
status = CPXdualopt(d->env, d->lp);
else if(strParam.count("algo") > 0 && strParam["algo"] == "primal")
status = CPXprimopt(d->env, d->lp);
else if(strParam.count("algo") > 0 && strParam["algo"] == "concurrent")
{
//printf("choosing concurrent algo\n");
CPXsetintparam (d->env, CPX_PARAM_LPMETHOD, CPX_ALG_CONCURRENT);
status = CPXlpopt(d->env, d->lp);
}
else if(strParam.count("algo") > 0 && strParam["algo"] == "sifting")
{
CPXsetintparam (d->env, CPX_PARAM_LPMETHOD, CPX_ALG_SIFTING);
status = CPXlpopt(d->env, d->lp);
}
else
status = CPXlpopt(d->env, d->lp);
return 0;
}
int CSolver:: Optimize(int Algorthim) {
m_cbData.bMip = false;
CPXsetlpcallbackfunc(m_env, lpcallback, &m_cbData);
switch(Algorthim) {
case SIMPLEX:
m_status = CPXprimopt(m_env,m_lp);
break;
case DUAL_SIMPLEX:
m_status = CPXdualopt(m_env,m_lp);
break;
case BARRIER:
m_status = CPXbaropt(m_env,m_lp);
break;
default:
Message("Undefined Algorthim specified in call to Optimize -- will use simplex!");
m_status = CPXoptimize(m_env,m_lp);
};
char buff[100];
if (m_status) {
CPXgeterrorstring(m_env, m_status, m_error );
sprintf(buff,"Error: %d",m_status);
Message( buff );
Message( m_error );
return -1;
}
CPXsetlpcallbackfunc(m_env,NULL, NULL);
CreateSolArrays();
// get solution and place into arrays
m_status = CPXsolution(m_env, m_lp, &m_lpstat, &m_obj, m_x,
m_pi, m_slack, m_dj);
if (m_status) {
CPXgeterrorstring(m_env, m_status, m_error );
Message("Getting solution IP_FAILED.");
Message( m_error );
return -1;
}
// save the basis to arrays
m_status = CPXgetbase(m_env, m_lp, m_pCstat, m_pRstat);
if ( m_status ) {
CPXgeterrorstring(m_env, m_status, m_error);
Message("Getting basis failed!");
Message(m_error);
return -1;
}
return m_status;
}
static int CPXPUBLIC
usersolve (CPXCENVptr env,
void *cbdata,
int wherefrom,
void *cbhandle,
int *useraction_p)
{
int status = 0;
int nodecount;
CPXLPptr nodelp;
*useraction_p = CPX_CALLBACK_DEFAULT;
/* Get pointer to LP subproblem */
status = CPXgetcallbacknodelp (env, cbdata, wherefrom, &nodelp);
if ( status ) goto TERMINATE;
/* Find out what node is being processed */
status = CPXgetcallbackinfo (env, cbdata, wherefrom,
CPX_CALLBACK_INFO_NODE_COUNT,
&nodecount);
if ( status ) goto TERMINATE;
/* Solve initial node with primal, others with dual */
if ( nodecount < 1 ) status = CPXprimopt (env, nodelp);
else status = CPXdualopt (env, nodelp);
/* If the solve was OK, set return to say optimization has
been done in callback, otherwise return the CPLEX error
code */
if ( !status ) *useraction_p = CPX_CALLBACK_SET;
TERMINATE:
return (status);
} /* END usersolve */
static int CPXPUBLIC
solvecallback (CPXCENVptr env,
void *cbdata,
int wherefrom,
void *userinfo,
int *useraction_p)
{
int status = 0;
int lpstatus = 0;
CPXLPptr nodelp = NULL;
double *prex = NULL;
MYCBptr mycbinfo = (MYCBptr) userinfo;
CPXLPptr mip = mycbinfo->mip;
double *relx = mycbinfo->relx;
int cols;
int prestat;
*useraction_p = CPX_CALLBACK_DEFAULT;
/* Only use callback for solving the root relaxation (node 0) */
if ( mycbinfo->count > 0 ) {
goto TERMINATE;
}
mycbinfo->count++;
/* Extract the LP to be solved */
status = CPXgetcallbacknodelp (env, cbdata, wherefrom, &nodelp);
if ( status ) goto TERMINATE;
cols = CPXgetnumcols (env, nodelp);
prex = (double *) malloc (cols * sizeof (double));
if ( prex == NULL ) {
status = CPXERR_NO_MEMORY;
goto TERMINATE;
}
/* Use MIP presolve to crush the original solution. Note that
MIP presolve can only crush primal solutions */
status = CPXgetprestat (env, mip, &prestat, NULL, NULL, NULL,
NULL);
if ( status ) goto TERMINATE;
/* If a presolved model exists, then relx is crushed down
to prex, the corresponding solution for the presolved
model; otherwise, prex is just a copy of relx */
if ( prestat ) {
status = CPXcrushx (env, mip, relx, prex);
if ( status ) goto TERMINATE;
}
else {
memcpy (prex, relx, cols * sizeof (double));
}
/* Feed the crushed solution into 'nodelp' */
status = CPXcopystart (env, nodelp, NULL, NULL, prex, NULL,
NULL, NULL);
/* Use primal to reoptimize, since we only have a primal
solution */
status = CPXprimopt (env, nodelp);
if ( status ) goto TERMINATE;
lpstatus = CPXgetstat (env, nodelp);
if ( lpstatus == CPX_STAT_OPTIMAL ||
lpstatus == CPX_STAT_OPTIMAL_INFEAS ||
lpstatus == CPX_STAT_INFEASIBLE ) {
*useraction_p = CPX_CALLBACK_SET;
}
TERMINATE:
free_and_null ((char **) &prex);
return (status);
} /* END solvecallback */
void mexFunction (int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
/* MATLAB memory structures */
const mxArray *c,*A,*b,*l,*u,*le,*ge,*maxIterPtr;
/* Return arguments */
double *matlpstat,*objval,*x,*pi,*cstat,*itcnt;
/* Other declarations */
char *sense,errorMsg[255];
int rows,cols,maxIter,*matbeg,*matcnt,*matind;
double *c_ptr,*b_ptr,*matval,*l_ptr,*u_ptr,*slack,*dj;
int matrixSize,status,i,j,le_size,ge_size,m,n;
double *le_ptr = NULL,*ge_ptr = NULL;
int *istat,lpstat;
//CPXENVptr env;
//CPXLPptr lp = NULL;
/* Assign pointers to MATLAB memory stuctures */
c = prhs[C_IN];
A = prhs[A_IN];
b = prhs[B_IN];
l = prhs[L_IN];
u = prhs[U_IN];
c_ptr = mxGetPr(c);
b_ptr = mxGetPr(b);
l_ptr = mxGetPr(l);
u_ptr = mxGetPr(u);
rows = mxGetM(b);
cols = mxGetM(c);
/* Build the matrix of coefficients, taking sparsity into account. */
if (mxIsSparse(A)){
/* Sparse */
matbeg = mxGetJc(A); /* beginnings of each column */
matcnt = (int*)mxCalloc(cols,sizeof(int)); /* # of entries in each col */
for (i = 0; i < cols; i++)
matcnt[i] = matbeg[i+1] - matbeg[i];
matind = mxGetIr(A); /* row locations */
matval = mxGetPr(A); /* actual coefficients */
} else {
/* Dense */
m = mxGetM(A);
n = mxGetN(A);
matbeg = (int*)mxCalloc(n,sizeof(int));
matcnt = (int*)mxCalloc(n,sizeof(int));
matind = (int*)mxCalloc(m*n,sizeof(int));
matval = mxGetPr(A);
for (j = 0; j < n; j++) {
matbeg[j] = j*m;
for (i = 0; i < m; i++)
matind[j*m + i] = i;
matcnt[j] = m;
}
}
/* Initialize all constraints to be equality constraints (default). */
sense = (char*)mxCalloc(rows,sizeof(char));
for(i = 0; i < rows; i++)
sense[i] = 'E';
/* If "<=" constraints given, set them up. */
if(nrhs > MANDATORY_ARGS){
le = prhs[LE_IN];
le_ptr = mxGetPr(le);
le_size = mxGetM(le);
for(i = 0; i < le_size; i++)
sense[(int)(le_ptr[i]-1)] = 'L';
}
/* If ">=" constraints given, set them up. */
if(nrhs > MANDATORY_ARGS + 1){
ge = prhs[GE_IN];
ge_ptr = mxGetPr(ge);
ge_size = mxGetM(ge);
for(i = 0; i < ge_size; i++)
sense[(int)(ge_ptr[i]-1)] = 'G';
}
/* Set up maximum number of iterations */
if (nrhs > MANDATORY_ARGS + 2) {
maxIterPtr = prhs[MI_IN];
maxIter = (int)mxGetScalar(maxIterPtr);
} else
maxIter = MAX_ITER_DEFAULT;
/* Output to MATLAB */
plhs[OBJ_OUT] = mxCreateDoubleMatrix(1,1,mxREAL);
plhs[X_OUT] = mxCreateDoubleMatrix(cols,1,mxREAL);
plhs[PI_OUT] = mxCreateDoubleMatrix(rows,1,mxREAL);
plhs[STAT_OUT] = mxCreateDoubleMatrix(1,1,mxREAL);
plhs[CSTAT_OUT] = mxCreateDoubleMatrix(cols,1,mxREAL);
plhs[ITER_OUT] = mxCreateDoubleMatrix(1,1,mxREAL);
objval = mxGetPr(plhs[OBJ_OUT]);
x = mxGetPr(plhs[X_OUT]);
pi = mxGetPr(plhs[PI_OUT]);
matlpstat = mxGetPr(plhs[STAT_OUT]);
cstat = mxGetPr(plhs[CSTAT_OUT]);
istat = (int*)mxCalloc(cols,sizeof(int));
itcnt = mxGetPr(plhs[ITER_OUT]);
if (!initialized)
{
mexPrintf("MEX-file: lp_cplex_mex opening cplex environment\n");
/* Open CPLEX environment */
env = CPXopenCPLEXdevelop(&status);
if (!env) {
printf(CPXgeterrorstring(env,status,errorMsg));
mexErrMsgTxt("\nCould not open CPLEX environment.");
}
/* Create CPLEX problem space */
lp = CPXcreateprob(env, &status, "matlab");
if (!lp) {
printf(CPXgeterrorstring(env,status,errorMsg));
CPXcloseCPLEX(&env);
mexErrMsgTxt("\nCould not create CPLEX problem.");
}
mexAtExit(cleanup);
initialized = 1;
}
/* Copy LP into CPLEX environment */
status = CPXcopylp(env, lp, cols, rows, MINIMIZE, c_ptr, b_ptr, sense,
matbeg, matcnt, matind, matval, l_ptr, u_ptr, NULL);
if (status) {
printf(CPXgeterrorstring(env,status,errorMsg));
//CPXfreeprob(env,&lp);
//CPXcloseCPLEX(&env);
mexErrMsgTxt("\nCould not copy CPLEX problem.");
}
/* Set iteration limit. */
status = CPXsetintparam(env, CPX_PARAM_ITLIM, maxIter);
if (status) {
printf(CPXgeterrorstring(env,status,errorMsg));
//CPXfreeprob(env,&lp);
//CPXcloseCPLEX(&env);
mexErrMsgTxt("\nCould not set number of iterations.");
}
/* Perform optimization */
status = CPXprimopt(env,lp);
if (status) {
printf(CPXgeterrorstring(env,status,errorMsg));
//CPXfreeprob(env,&lp);
//CPXcloseCPLEX(&env);
mexErrMsgTxt("\nOptimization error.");
}
/* Obtain solution */
status = CPXsolution(env, lp, &lpstat, objval, x, pi, NULL, NULL);
*matlpstat = lpstat;
if (status) {
printf(CPXgeterrorstring(env,status,errorMsg));
//CPXfreeprob(env,&lp);
//CPXcloseCPLEX(&env);
mexErrMsgTxt("\nFailure when retrieving solution.");
}
/* Get status of columns */
status = CPXgetbase(env, lp, istat, NULL);
if (status) {
printf(CPXgeterrorstring(env,status,errorMsg));
//CPXfreeprob(env,&lp);
//CPXcloseCPLEX(&env);
mexErrMsgTxt("\nUnable to get basis status.");
}
/* Copy int column values to double column values */
for (i=0; i < cols; i++)
cstat[i] = istat[i];
/* Get iteration count */
*itcnt = (double)CPXgetitcnt(env,lp);
/* Clean up problem */
//CPXfreeprob(env,&lp);
//CPXcloseCPLEX(&env);
}
