static int solve(EKKModel * model, int startup, int algorithm,
int presolve)
{
// values pass or not
if (startup)
startup = 1;
// if scaled then be careful
bool scaled = ekk_scaling(model) == 1;
if (scaled)
ekk_scaleRim(model, 1);
void * compressInfo = NULL;
ClpSimplex * clp;
if (!presolve || !presolveInfo) {
// no presolve or osl presolve - compact columns
compressInfo = ekk_compressModel(model);
clp = clpmodel(model, startup);;
} else {
// pick up clp model
clp = presolveInfo->model();
}
// don't scale if alreday scaled
if (scaled)
clp->scaling(false);
if (clp->numberRows() > 10000)
clp->factorization()->maximumPivots(100 + clp->numberRows() / 100);
if (algorithm > 0)
clp->primal(startup);
else
clp->dual();
int numberIterations = clp->numberIterations();
if (presolve && presolveInfo) {
// very wasteful - create a clp copy of osl model
ClpSimplex * clpOriginal = clpmodel(model, 0);
presolveInfo->setOriginalModel(clpOriginal);
// do postsolve
presolveInfo->postsolve(true);
delete clp;
delete presolveInfo;
presolveInfo = NULL;
clp = clpOriginal;
if (presolve == 3 || (presolve == 2 && clp->status())) {
printf("Resolving from postsolved model\n");
clp->primal(1);
numberIterations += clp->numberIterations();
}
}
// put back solution
double * rowDual = (double *) ekk_rowduals(model);
int numberRows = ekk_getInumrows(model);
int numberColumns = ekk_getInumcols(model);
int * rowStatus = (int *) ekk_rowstat(model);
double * rowSolution = (double *) ekk_rowacts(model);
int i;
int * columnStatus = (int *) ekk_colstat(model);
double * columnSolution = (double *) ekk_colsol(model);
memcpy(rowSolution, clp->primalRowSolution(), numberRows * sizeof(double));
memcpy(rowDual, clp->dualRowSolution(), numberRows * sizeof(double));
for (i = 0; i < numberRows; i++) {
if (clp->getRowStatus(i) == ClpSimplex::basic)
rowStatus[i] = 0x80000000;
else
rowStatus[i] = 0;
}
double * columnDual = (double *) ekk_colrcosts(model);
memcpy(columnSolution, clp->primalColumnSolution(),
numberColumns * sizeof(double));
memcpy(columnDual, clp->dualColumnSolution(), numberColumns * sizeof(double));
for (i = 0; i < numberColumns; i++) {
if (clp->getColumnStatus(i) == ClpSimplex::basic)
columnStatus[i] = 0x80000000;
else
columnStatus[i] = 0;
}
ekk_setIprobstat(model, clp->status());
ekk_setRobjvalue(model, clp->objectiveValue());
ekk_setInumpinf(model, clp->numberPrimalInfeasibilities());
ekk_setInumdinf(model, clp->numberDualInfeasibilities());
ekk_setIiternum(model, numberIterations);
ekk_setRsumpinf(model, clp->sumPrimalInfeasibilities());
ekk_setRsumdinf(model, clp->sumDualInfeasibilities());
delete clp;
if (compressInfo)
ekk_decompressModel(model, compressInfo);
if (scaled)
ekk_scaleRim(model, 2);
return 0;
}
static ClpSimplex * clpmodel(EKKModel * model, int startup)
{
ClpSimplex * clp = new ClpSimplex();;
int numberRows = ekk_getInumrows(model);
int numberColumns = ekk_getInumcols(model);
clp->loadProblem(numberColumns, numberRows, ekk_blockColumn(model, 0),
ekk_blockRow(model, 0), ekk_blockElement(model, 0),
ekk_collower(model), ekk_colupper(model),
ekk_objective(model),
ekk_rowlower(model), ekk_rowupper(model));
clp->setOptimizationDirection((int) ekk_getRmaxmin(model));
clp->setPrimalTolerance(ekk_getRtolpinf(model));
if (ekk_getRpweight(model) != 0.1)
clp->setInfeasibilityCost(1.0 / ekk_getRpweight(model));
clp->setDualTolerance(ekk_getRtoldinf(model));
if (ekk_getRdweight(model) != 0.1)
clp->setDualBound(1.0 / ekk_getRdweight(model));
clp->setDblParam(ClpObjOffset, ekk_getRobjectiveOffset(model));
const int * rowStatus = ekk_rowstat(model);
const double * rowSolution = ekk_rowacts(model);
int i;
clp->createStatus();
double * clpSolution;
clpSolution = clp->primalRowSolution();
memcpy(clpSolution, rowSolution, numberRows * sizeof(double));
const double * rowLower = ekk_rowlower(model);
const double * rowUpper = ekk_rowupper(model);
for (i = 0; i < numberRows; i++) {
ClpSimplex::Status status;
if ((rowStatus[i] & 0x80000000) != 0) {
status = ClpSimplex::basic;
} else {
if (!startup) {
// believe bits
int ikey = rowStatus[i] & 0x60000000;
if (ikey == 0x40000000) {
// at ub
status = ClpSimplex::atUpperBound;
clpSolution[i] = rowUpper[i];
} else if (ikey == 0x20000000) {
// at lb
status = ClpSimplex::atLowerBound;
clpSolution[i] = rowLower[i];
} else if (ikey == 0x60000000) {
// free
status = ClpSimplex::isFree;
clpSolution[i] = 0.0;
} else {
// fixed
status = ClpSimplex::atLowerBound;
clpSolution[i] = rowLower[i];
}
} else {
status = ClpSimplex::superBasic;
}
}
clp->setRowStatus(i, status);
}
const int * columnStatus = ekk_colstat(model);
const double * columnSolution = ekk_colsol(model);
clpSolution = clp->primalColumnSolution();
memcpy(clpSolution, columnSolution, numberColumns * sizeof(double));
const double * columnLower = ekk_collower(model);
const double * columnUpper = ekk_colupper(model);
for (i = 0; i < numberColumns; i++) {
ClpSimplex::Status status;
if ((columnStatus[i] & 0x80000000) != 0) {
status = ClpSimplex::basic;
} else {
if (!startup) {
// believe bits
int ikey = columnStatus[i] & 0x60000000;
if (ikey == 0x40000000) {
// at ub
status = ClpSimplex::atUpperBound;
clpSolution[i] = columnUpper[i];
} else if (ikey == 0x20000000) {
// at lb
status = ClpSimplex::atLowerBound;
clpSolution[i] = columnLower[i];
} else if (ikey == 0x60000000) {
// free
status = ClpSimplex::isFree;
clpSolution[i] = 0.0;
} else {
// fixed
status = ClpSimplex::atLowerBound;
clpSolution[i] = columnLower[i];
}
} else {
status = ClpSimplex::superBasic;
}
}
clp->setColumnStatus(i, status);
}
return clp;
}
int main (int argc, const char *argv[])
{
const char * name;
// problem is actually scaled for osl, dynamically for clp (slows clp)
// default is primal, no presolve, minimise and use clp
bool primal = true, presolve = false;
int useosl = 0;
bool freeFormat = false;
bool exportIt = false;
EKKModel * model;
EKKContext * context;
if ( argc > 1 ) {
name = argv[1];
} else {
name = "../../Data/Sample/p0033.mps";
}
/* initialize OSL environment */
context = ekk_initializeContext();
model = ekk_newModel(context, "");
int i;
printf("*** Options ");
for (i = 2; i < argc; i++) {
printf("%s ", argv[i]);
}
printf("\n");
// see if free format needed
for (i = 2; i < argc; i++) {
if (!strncmp(argv[i], "free", 4)) {
freeFormat = true;
}
}
// create model from MPS file
if (!freeFormat) {
ekk_importModel(model, name);
} else {
ekk_importModelFree(model, name);
}
// other options
for (i = 2; i < argc; i++) {
if (!strncmp(argv[i], "max", 3)) {
if (!strncmp(argv[i], "max2", 4)) {
// This is for testing - it just reverses signs and maximizes
int i, n = ekk_getInumcols(model);
double * objective = ekk_getObjective(model);
for (i = 0; i < n; i++) {
objective[i] = -objective[i];
}
ekk_setObjective(model, objective);
ekk_setMaximize(model);
} else {
// maximize
ekk_setMaximize(model);
}
}
if (!strncmp(argv[i], "dual", 4)) {
primal = false;
}
if (!strncmp(argv[i], "presol", 6)) {
presolve = true;
}
if (!strncmp(argv[i], "osl", 3)) {
useosl = 1;
}
if (!strncmp(argv[i], "both", 4)) {
useosl = 2;
}
if (!strncmp(argv[i], "export", 6)) {
exportIt = true;
}
}
if (useosl) {
// OSL
if (presolve)
ekk_preSolve(model, 3, NULL);
ekk_scale(model);
if (primal)
ekk_primalSimplex(model, 1);
else
ekk_dualSimplex(model);
if (presolve) {
ekk_postSolve(model, NULL);
ekk_primalSimplex(model, 3);
}
if (useosl == 2)
ekk_allSlackBasis(model); // otherwise it would be easy
}
if ((useosl & 2) == 0) {
// CLP
if (presolve)
ekk_preSolveClp(model, true, 5);
/* 3 is because it is ignored if no presolve, and we
are forcing Clp to re-optimize */
if (primal)
ekk_primalClp(model, 1, 3);
else
ekk_dualClp(model, 3);
}
if (exportIt) {
ClpSimplex * clp = new ClpSimplex();;
int numberRows = ekk_getInumrows(model);
int numberColumns = ekk_getInumcols(model);
clp->loadProblem(numberColumns, numberRows, ekk_blockColumn(model, 0),
ekk_blockRow(model, 0), ekk_blockElement(model, 0),
ekk_collower(model), ekk_colupper(model),
ekk_objective(model),
ekk_rowlower(model), ekk_rowupper(model));
// Do integer stuff
int * which = ekk_listOfIntegers(model);
int numberIntegers = ekk_getInumints(model);
for (int i = 0; i < numberIntegers; i++)
clp->setInteger(which[i]);
ekk_free(which);
clp->writeMps("try1.mps");
delete clp;
}
ekk_deleteModel(model);
ekk_endContext(context);
return 0;
}
