void xfree(void *ptr)
{ LIBENV *env = lib_link_env();
LIBMEM *desc;
int size_of_desc = align_datasize(sizeof(LIBMEM));
if (ptr == NULL)
xfault("xfree: ptr = %p; null pointer\n", ptr);
desc = (void *)((char *)ptr - size_of_desc);
if (desc->flag != LIB_MEM_FLAG)
xfault("xfree: ptr = %p; invalid pointer\n", ptr);
if (env->mem_count == 0 ||
ulcmp(env->mem_total, ulset(0, desc->size)) < 0)
xfault("xfree: memory allocation error\n");
if (desc->prev == NULL)
env->mem_ptr = desc->next;
else
desc->prev->next = desc->next;
if (desc->next == NULL)
;
else
desc->next->prev = desc->prev;
env->mem_count--;
env->mem_total = ulsub(env->mem_total, ulset(0, desc->size));
memset(desc, '?', size_of_desc);
free(desc);
return;
}
void *xmalloc(int size)
{ LIBENV *env = lib_link_env();
LIBMEM *desc;
int size_of_desc = align_datasize(sizeof(LIBMEM));
if (size < 1 || size > INT_MAX - size_of_desc)
xfault("xmalloc: size = %d; invalid parameter\n", size);
size += size_of_desc;
if (ulcmp(ulset(0, size),
ulsub(env->mem_limit, env->mem_total)) > 0)
xfault("xmalloc: memory limit exceeded\n");
if (env->mem_count == INT_MAX)
xfault("xmalloc: too many memory blocks allocated\n");
desc = malloc(size);
if (desc == NULL)
xfault("xmalloc: no memory available\n");
memset(desc, '?', size);
desc->flag = LIB_MEM_FLAG;
desc->size = size;
desc->prev = NULL;
desc->next = env->mem_ptr;
if (desc->next != NULL) desc->next->prev = desc;
env->mem_ptr = desc;
env->mem_count++;
if (env->mem_cpeak < env->mem_count)
env->mem_cpeak = env->mem_count;
env->mem_total = uladd(env->mem_total, ulset(0, size));
if (ulcmp(env->mem_tpeak, env->mem_total) < 0)
env->mem_tpeak = env->mem_total;
return (void *)((char *)desc + size_of_desc);
}
void mpl_put_col_value(MPL *mpl, int j, double val)
{ if (mpl->phase != 3)
xfault("mpl_put_col_value: invalid call sequence\n");
if (!(1 <= j && j <= mpl->n))
xfault(
"mpl_put_col_value: j = %d; column number out of range\n", j);
mpl->col[j]->prim = val;
return;
}
void *xcalloc(int n, int size)
{ if (n < 1)
xfault("xcalloc: n = %d; invalid parameter\n", n);
if (size < 1)
xfault("xcalloc: size = %d; invalid parameter\n", size);
if (n > INT_MAX / size)
xfault("xcalloc: n = %d; size = %d; array too big\n", n, size);
return xmalloc(n * size);
}
int fhv_factorize(FHV *fhv, int m, int (*col)(void *info, int j,
int ind[], double val[]), void *info)
{ int ret;
if (m < 1)
xfault("fhv_factorize: m = %d; invalid parameter\n", m);
if (m > M_MAX)
xfault("fhv_factorize: m = %d; matrix too big\n", m);
fhv->m = m;
/* invalidate the factorization */
fhv->valid = 0;
/* allocate/reallocate arrays, if necessary */
if (fhv->hh_ind == NULL)
fhv->hh_ind = xcalloc(1+fhv->hh_max, sizeof(int));
if (fhv->hh_ptr == NULL)
fhv->hh_ptr = xcalloc(1+fhv->hh_max, sizeof(int));
if (fhv->hh_len == NULL)
fhv->hh_len = xcalloc(1+fhv->hh_max, sizeof(int));
if (fhv->m_max < m)
{ if (fhv->p0_row != NULL) xfree(fhv->p0_row);
if (fhv->p0_col != NULL) xfree(fhv->p0_col);
if (fhv->cc_ind != NULL) xfree(fhv->cc_ind);
if (fhv->cc_val != NULL) xfree(fhv->cc_val);
fhv->m_max = m + 100;
fhv->p0_row = xcalloc(1+fhv->m_max, sizeof(int));
fhv->p0_col = xcalloc(1+fhv->m_max, sizeof(int));
fhv->cc_ind = xcalloc(1+fhv->m_max, sizeof(int));
fhv->cc_val = xcalloc(1+fhv->m_max, sizeof(double));
}
/* try to factorize the basis matrix */
switch (luf_factorize(fhv->luf, m, col, info))
{ case 0:
break;
case LUF_ESING:
ret = FHV_ESING;
goto done;
case LUF_ECOND:
ret = FHV_ECOND;
goto done;
default:
xassert(fhv != fhv);
}
/* the basis matrix has been successfully factorized */
fhv->valid = 1;
/* H := I */
fhv->hh_nfs = 0;
/* P0 := P */
memcpy(&fhv->p0_row[1], &fhv->luf->pp_row[1], sizeof(int) * m);
memcpy(&fhv->p0_col[1], &fhv->luf->pp_col[1], sizeof(int) * m);
/* currently H has no factors */
fhv->nnz_h = 0;
ret = 0;
done: /* return to the calling program */
return ret;
}
double mpl_get_row_c0(MPL *mpl, int i)
{ ELEMCON *con;
double c0;
if (mpl->phase != 3)
xfault("mpl_get_row_c0: invalid call sequence\n");
if (!(1 <= i && i <= mpl->m))
xfault("mpl_get_row_c0: i = %d; row number out of range\n",
i);
con = mpl->row[i];
if (con->con->lbnd == NULL && con->con->ubnd == NULL)
c0 = - con->lbnd;
else
c0 = 0.0;
return c0;
}
void lpx_set_class(LPX *lp, int klass)
{ /* set problem class */
xassert(lp == lp);
if (!(klass == LPX_LP || klass == LPX_MIP))
xfault("lpx_set_class: invalid problem class\n");
return;
}
LUX *lux_create(int n)
{ LUX *lux;
int k;
if (n < 1)
xfault("lux_create: n = %d; invalid parameter\n", n);
lux = xmalloc(sizeof(LUX));
lux->n = n;
lux->pool = dmp_create_poolx(sizeof(LUXELM));
lux->F_row = xcalloc(1+n, sizeof(LUXELM *));
lux->F_col = xcalloc(1+n, sizeof(LUXELM *));
lux->V_piv = xcalloc(1+n, sizeof(mpq_t));
lux->V_row = xcalloc(1+n, sizeof(LUXELM *));
lux->V_col = xcalloc(1+n, sizeof(LUXELM *));
lux->P_row = xcalloc(1+n, sizeof(int));
lux->P_col = xcalloc(1+n, sizeof(int));
lux->Q_row = xcalloc(1+n, sizeof(int));
lux->Q_col = xcalloc(1+n, sizeof(int));
for (k = 1; k <= n; k++)
{ lux->F_row[k] = lux->F_col[k] = NULL;
mpq_init(lux->V_piv[k]);
mpq_set_si(lux->V_piv[k], 1, 1);
lux->V_row[k] = lux->V_col[k] = NULL;
lux->P_row[k] = lux->P_col[k] = k;
lux->Q_row[k] = lux->Q_col[k] = k;
}
lux->rank = n;
return lux;
}
/*******************************************************************************
* Function Name : HardFault_Handler
* Description : This function handles Hard Fault exception.
* Input : None
* Output : None
* Return : None
*******************************************************************************/
void HardFault_Handler(void)
{
xfault();
/* Go to infinite loop when Hard Fault exception occurs */
while (1)
{
}
}
int mpl_get_mat_row(MPL *mpl, int i, int ndx[], double val[])
{ FORMULA *term;
int len = 0;
if (mpl->phase != 3)
xfault("mpl_get_mat_row: invalid call sequence\n");
if (!(1 <= i && i <= mpl->m))
xfault("mpl_get_mat_row: i = %d; row number out of range\n",
i);
for (term = mpl->row[i]->form; term != NULL; term = term->next)
{ xassert(term->var != NULL);
len++;
xassert(len <= mpl->n);
if (ndx != NULL) ndx[len] = term->var->j;
if (val != NULL) val[len] = term->coef;
}
return len;
}
/*******************************************************************************
* Function Name : MemManage_Handler
* Description : This function handles Memory Manage exception.
* Input : None
* Output : None
* Return : None
*******************************************************************************/
void MemManage_Handler(void)
{
xfault();
/* Go to infinite loop when Memory Manage exception occurs */
while (1)
{
}
}
double rng_uniform(RNG *rand, double a, double b)
{ double x;
if (a >= b)
xfault("rng_uniform: a = %g, b = %g; invalid range\n", a, b);
x = rng_unif_01(rand);
x = a * (1.0 - x) + b * x;
xassert(a <= x && x <= b);
return x;
}
void scf_solve_it(SCF *scf, int tr, double x[])
{ if (scf->rank < scf->n)
xfault("scf_solve_it: singular matrix\n");
if (!tr)
solve(scf, x);
else
tsolve(scf, x);
return;
}
SSX *ssx_create(int m, int n, int nnz)
{ SSX *ssx;
int i, j, k;
if (m < 1)
xfault("ssx_create: m = %d; invalid number of rows\n", m);
if (n < 1)
xfault("ssx_create: n = %d; invalid number of columns\n", n);
if (nnz < 0)
xfault("ssx_create: nnz = %d; invalid number of non-zero const"
"raint coefficients\n", nnz);
ssx = xmalloc(sizeof(SSX));
ssx->m = m;
ssx->n = n;
ssx->type = xcalloc(1+m+n, sizeof(int));
ssx->lb = xcalloc(1+m+n, sizeof(mpq_t));
for (k = 1; k <= m+n; k++) mpq_init(ssx->lb[k]);
ssx->ub = xcalloc(1+m+n, sizeof(mpq_t));
for (k = 1; k <= m+n; k++) mpq_init(ssx->ub[k]);
ssx->coef = xcalloc(1+m+n, sizeof(mpq_t));
for (k = 0; k <= m+n; k++) mpq_init(ssx->coef[k]);
ssx->A_ptr = xcalloc(1+n+1, sizeof(int));
ssx->A_ptr[n+1] = nnz+1;
ssx->A_ind = xcalloc(1+nnz, sizeof(int));
ssx->A_val = xcalloc(1+nnz, sizeof(mpq_t));
for (k = 1; k <= nnz; k++) mpq_init(ssx->A_val[k]);
ssx->stat = xcalloc(1+m+n, sizeof(int));
ssx->Q_row = xcalloc(1+m+n, sizeof(int));
ssx->Q_col = xcalloc(1+m+n, sizeof(int));
ssx->binv = bfx_create_binv();
ssx->bbar = xcalloc(1+m, sizeof(mpq_t));
for (i = 0; i <= m; i++) mpq_init(ssx->bbar[i]);
ssx->pi = xcalloc(1+m, sizeof(mpq_t));
for (i = 1; i <= m; i++) mpq_init(ssx->pi[i]);
ssx->cbar = xcalloc(1+n, sizeof(mpq_t));
for (j = 1; j <= n; j++) mpq_init(ssx->cbar[j]);
ssx->rho = xcalloc(1+m, sizeof(mpq_t));
for (i = 1; i <= m; i++) mpq_init(ssx->rho[i]);
ssx->ap = xcalloc(1+n, sizeof(mpq_t));
for (j = 1; j <= n; j++) mpq_init(ssx->ap[j]);
ssx->aq = xcalloc(1+m, sizeof(mpq_t));
for (i = 1; i <= m; i++) mpq_init(ssx->aq[i]);
mpq_init(ssx->delta);
return ssx;
}
int mpl_read_model(MPL *mpl, char *file, int skip_data)
{ if (mpl->phase != 0)
xfault("mpl_read_model: invalid call sequence\n");
if (file == NULL)
xfault("mpl_read_model: no input filename specified\n");
/* set up error handler */
if (setjmp(mpl->jump)) goto done;
/* translate model section */
mpl->phase = 1;
xprintf("Reading model section from %s...\n", file);
open_input(mpl, file);
model_section(mpl);
if (mpl->model == NULL)
error(mpl, "empty model section not allowed");
/* save name of the input text file containing model section for
error diagnostics during the generation phase */
mpl->mod_file = xcalloc(strlen(file)+1, sizeof(char));
strcpy(mpl->mod_file, mpl->in_file);
/* allocate content arrays for all model objects */
alloc_content(mpl);
/* optional data section may begin with the keyword 'data' */
if (is_keyword(mpl, "data"))
{ if (skip_data)
{ warning(mpl, "data section ignored");
goto skip;
}
mpl->flag_d = 1;
get_token(mpl /* data */);
if (mpl->token != T_SEMICOLON)
error(mpl, "semicolon missing where expected");
get_token(mpl /* ; */);
/* translate data section */
mpl->phase = 2;
xprintf("Reading data section from %s...\n", file);
data_section(mpl);
}
/* process end statement */
end_statement(mpl);
skip: xprintf("%d line%s were read\n",
mpl->line, mpl->line == 1 ? "" : "s");
close_input(mpl);
done: /* return to the calling program */
return mpl->phase;
}
int mpl_get_col_kind(MPL *mpl, int j)
{ int kind;
if (mpl->phase != 3)
xfault("mpl_get_col_kind: invalid call sequence\n");
if (!(1 <= j && j <= mpl->n))
xfault("mpl_get_col_kind: j = %d; column number out of range\n"
, j);
switch (mpl->col[j]->var->type)
{ case A_NUMERIC:
kind = MPL_NUM; break;
case A_INTEGER:
kind = MPL_INT; break;
case A_BINARY:
kind = MPL_BIN; break;
default:
xassert(mpl != mpl);
}
return kind;
}
int mpl_get_row_kind(MPL *mpl, int i)
{ int kind;
if (mpl->phase != 3)
xfault("mpl_get_row_kind: invalid call sequence\n");
if (!(1 <= i && i <= mpl->m))
xfault("mpl_get_row_kind: i = %d; row number out of range\n",
i);
switch (mpl->row[i]->con->type)
{ case A_CONSTRAINT:
kind = MPL_ST; break;
case A_MINIMIZE:
kind = MPL_MIN; break;
case A_MAXIMIZE:
kind = MPL_MAX; break;
default:
xassert(mpl != mpl);
}
return kind;
}
int bfd_update_it(BFD *bfd, int j, int bh, int len, const int ind[],
const double val[])
{ int ret;
if (!bfd->valid)
xfault("bfd_update_it: the factorization is not valid\n");
/* try to update the factorization */
if (bfd->fhv != NULL)
{ switch (fhv_update_it(bfd->fhv, j, len, ind, val))
{ case 0:
break;
case FHV_ESING:
bfd->valid = 0;
ret = BFD_ESING;
goto done;
case FHV_ECHECK:
bfd->valid = 0;
ret = BFD_ECHECK;
goto done;
case FHV_ELIMIT:
bfd->valid = 0;
ret = BFD_ELIMIT;
goto done;
case FHV_EROOM:
bfd->valid = 0;
ret = BFD_EROOM;
goto done;
default:
xassert(bfd != bfd);
}
}
else if (bfd->lpf != NULL)
{ switch (lpf_update_it(bfd->lpf, j, bh, len, ind, val))
{ case 0:
break;
case LPF_ESING:
bfd->valid = 0;
ret = BFD_ESING;
goto done;
case LPF_ELIMIT:
bfd->valid = 0;
ret = BFD_ELIMIT;
goto done;
default:
xassert(bfd != bfd);
}
}
else
xassert(bfd != bfd);
/* the factorization has been successfully updated */
/* increase the update count */
bfd->upd_cnt++;
ret = 0;
done: /* return to the calling program */
return ret;
}
void lpf_btran(LPF *lpf, double x[])
{ int m0 = lpf->m0;
int m = lpf->m;
int n = lpf->n;
int *P_row = lpf->P_row;
int *Q_row = lpf->Q_row;
double *fg = lpf->work1;
double *f = fg;
double *g = fg + m0;
int i, ii;
#if GLPLPF_DEBUG
double *b;
#endif
if (!lpf->valid)
xfault("lpf_btran: the factorization is not valid\n");
xassert(0 <= m && m <= m0 + n);
#if GLPLPF_DEBUG
/* save the right-hand side vector */
b = xcalloc(1+m, sizeof(double));
for (i = 1; i <= m; i++) b[i] = x[i];
#endif
/* (f g) := Q * (b 0) */
for (i = 1; i <= m0 + n; i++)
fg[i] = ((ii = Q_row[i]) <= m ? x[ii] : 0.0);
/* f1 := inv(U'0) * f */
#if 0 /* 06/VI-2013 */
luf_v_solve(lpf->luf, 1, f);
#else
{ double *work = lpf->lufint->sgf->work;
luf_vt_solve(lpf->lufint->luf, f, work);
memcpy(&f[1], &work[1], m0 * sizeof(double));
}
#endif
/* g1 := inv(C') * (g - R' * f1) */
rt_prod(lpf, g, -1.0, f);
scf_solve_it(lpf->scf, 1, g);
/* g2 := g1 */
g = g;
/* f2 := inv(L'0) * (f1 - S' * g2) */
st_prod(lpf, f, -1.0, g);
#if 0 /* 06/VI-2013 */
luf_f_solve(lpf->luf, 1, f);
#else
luf_ft_solve(lpf->lufint->luf, f);
#endif
/* (x y) := P * (f2 g2) */
for (i = 1; i <= m; i++)
x[i] = fg[P_row[i]];
#if GLPLPF_DEBUG
/* check relative error in solution */
check_error(lpf, 1, x, b);
xfree(b);
#endif
return;
}
void bfd_btran(BFD *bfd, double x[])
{ if (!bfd->valid)
xfault("bfd_btran: the factorization is not valid\n");
if (bfd->fhv != NULL)
fhv_btran(bfd->fhv, x);
else if (bfd->lpf != NULL)
lpf_btran(bfd->lpf, x);
else
xassert(bfd != bfd);
return;
}
char *mpl_get_row_name(MPL *mpl, int i)
{ char *name = mpl->mpl_buf, *t;
int len;
if (mpl->phase != 3)
xfault("mpl_get_row_name: invalid call sequence\n");
if (!(1 <= i && i <= mpl->m))
xfault("mpl_get_row_name: i = %d; row number out of range\n",
i);
strcpy(name, mpl->row[i]->con->name);
len = strlen(name);
xassert(len <= 255);
t = format_tuple(mpl, '[', mpl->row[i]->memb->tuple);
while (*t)
{ if (len == 255) break;
name[len++] = *t++;
}
name[len] = '\0';
if (len == 255) strcpy(name+252, "...");
xassert(strlen(name) <= 255);
return name;
}
char *mpl_get_col_name(MPL *mpl, int j)
{ char *name = mpl->mpl_buf, *t;
int len;
if (mpl->phase != 3)
xfault("mpl_get_col_name: invalid call sequence\n");
if (!(1 <= j && j <= mpl->n))
xfault("mpl_get_col_name: j = %d; column number out of range\n"
, j);
strcpy(name, mpl->col[j]->var->name);
len = strlen(name);
xassert(len <= 255);
t = format_tuple(mpl, '[', mpl->col[j]->memb->tuple);
while (*t)
{ if (len == 255) break;
name[len++] = *t++;
}
name[len] = '\0';
if (len == 255) strcpy(name+252, "...");
xassert(strlen(name) <= 255);
return name;
}
int mpl_get_row_bnds(MPL *mpl, int i, double *_lb, double *_ub)
{ ELEMCON *con;
int type;
double lb, ub;
if (mpl->phase != 3)
xfault("mpl_get_row_bnds: invalid call sequence\n");
if (!(1 <= i && i <= mpl->m))
xfault("mpl_get_row_bnds: i = %d; row number out of range\n",
i);
con = mpl->row[i];
#if 0 /* 21/VII-2006 */
if (con->con->lbnd == NULL && con->con->ubnd == NULL)
type = MPL_FR, lb = ub = 0.0;
else if (con->con->ubnd == NULL)
type = MPL_LO, lb = con->lbnd, ub = 0.0;
else if (con->con->lbnd == NULL)
type = MPL_UP, lb = 0.0, ub = con->ubnd;
else if (con->con->lbnd != con->con->ubnd)
type = MPL_DB, lb = con->lbnd, ub = con->ubnd;
else
type = MPL_FX, lb = ub = con->lbnd;
#else
lb = (con->con->lbnd == NULL ? -DBL_MAX : con->lbnd);
ub = (con->con->ubnd == NULL ? +DBL_MAX : con->ubnd);
if (lb == -DBL_MAX && ub == +DBL_MAX)
type = MPL_FR, lb = ub = 0.0;
else if (ub == +DBL_MAX)
type = MPL_LO, ub = 0.0;
else if (lb == -DBL_MAX)
type = MPL_UP, lb = 0.0;
else if (con->con->lbnd != con->con->ubnd)
type = MPL_DB;
else
type = MPL_FX;
#endif
if (_lb != NULL) *_lb = lb;
if (_ub != NULL) *_ub = ub;
return type;
}
int lpx_transform_col(LPX *lp, int len, int ind[], double val[])
{ int i, m, t;
double *a, *alfa;
if (!lpx_is_b_avail(lp))
xfault("lpx_transform_col: LP basis is not available\n");
m = lpx_get_num_rows(lp);
/* unpack the column to be transformed to the array a */
a = xcalloc(1+m, sizeof(double));
for (i = 1; i <= m; i++) a[i] = 0.0;
if (!(0 <= len && len <= m))
xfault("lpx_transform_col: len = %d; invalid column length\n",
len);
for (t = 1; t <= len; t++)
{ i = ind[t];
if (!(1 <= i && i <= m))
xfault("lpx_transform_col: ind[%d] = %d; row index out of r"
"ange\n", t, i);
if (val[t] == 0.0)
xfault("lpx_transform_col: val[%d] = 0; zero coefficient no"
"t allowed\n", t);
if (a[i] != 0.0)
xfault("lpx_transform_col: ind[%d] = %d; duplicate row indi"
"ces not allowed\n", t, i);
a[i] = val[t];
}
/* solve the system B*a = alfa to compute the vector alfa */
alfa = a, lpx_ftran(lp, alfa);
/* store resultant coefficients */
len = 0;
for (i = 1; i <= m; i++)
{ if (alfa[i] != 0.0)
{ len++;
ind[len] = lpx_get_b_info(lp, i);
val[len] = alfa[i];
}
}
xfree(a);
return len;
}
int mpl_postsolve(MPL *mpl)
{ if (!(mpl->phase == 3 && !mpl->flag_p))
xfault("mpl_postsolve: invalid call sequence\n");
/* set up error handler */
if (setjmp(mpl->jump)) goto done;
/* perform postsolving */
postsolve_model(mpl);
flush_output(mpl);
/* postsolving phase has been finished */
xprintf("Model has been successfully processed\n");
done: /* return to the calling program */
return mpl->phase;
}
int mpl_get_col_bnds(MPL *mpl, int j, double *_lb, double *_ub)
{ ELEMVAR *var;
int type;
double lb, ub;
if (mpl->phase != 3)
xfault("mpl_get_col_bnds: invalid call sequence\n");
if (!(1 <= j && j <= mpl->n))
xfault("mpl_get_col_bnds: j = %d; column number out of range\n"
, j);
var = mpl->col[j];
#if 0 /* 21/VII-2006 */
if (var->var->lbnd == NULL && var->var->ubnd == NULL)
type = MPL_FR, lb = ub = 0.0;
else if (var->var->ubnd == NULL)
type = MPL_LO, lb = var->lbnd, ub = 0.0;
else if (var->var->lbnd == NULL)
type = MPL_UP, lb = 0.0, ub = var->ubnd;
else if (var->var->lbnd != var->var->ubnd)
type = MPL_DB, lb = var->lbnd, ub = var->ubnd;
else
type = MPL_FX, lb = ub = var->lbnd;
#else
lb = (var->var->lbnd == NULL ? -DBL_MAX : var->lbnd);
ub = (var->var->ubnd == NULL ? +DBL_MAX : var->ubnd);
if (lb == -DBL_MAX && ub == +DBL_MAX)
type = MPL_FR, lb = ub = 0.0;
else if (ub == +DBL_MAX)
type = MPL_LO, ub = 0.0;
else if (lb == -DBL_MAX)
type = MPL_UP, lb = 0.0;
else if (var->var->lbnd != var->var->ubnd)
type = MPL_DB;
else
type = MPL_FX;
#endif
if (_lb != NULL) *_lb = lb;
if (_ub != NULL) *_ub = ub;
return type;
}
void lux_solve(LUX *lux, int tr, mpq_t x[])
{ if (lux->rank < lux->n)
xfault("lux_solve: LU-factorization has incomplete rank\n");
if (!tr)
{ /* A = F*V, therefore inv(A) = inv(V)*inv(F) */
lux_f_solve(lux, 0, x);
lux_v_solve(lux, 0, x);
}
else
{ /* A' = V'*F', therefore inv(A') = inv(F')*inv(V') */
lux_v_solve(lux, 1, x);
lux_f_solve(lux, 1, x);
}
return;
}
void lpx_eval_b_dual(LPX *lp, double row_dual[], double col_dual[])
{ int i, j, k, m, n, len, *ind;
double dj, *cB, *pi, *val;
if (!lpx_is_b_avail(lp))
xfault("lpx_eval_b_dual: LP basis is not available\n");
m = lpx_get_num_rows(lp);
n = lpx_get_num_cols(lp);
/* store zero reduced costs of basic auxiliary and structural
variables and build the vector cB of objective coefficients at
basic variables */
cB = xcalloc(1+m, sizeof(double));
for (i = 1; i <= m; i++)
{ k = lpx_get_b_info(lp, i);
/* xB[i] is k-th original variable */
xassert(1 <= k && k <= m+n);
if (k <= m)
{ row_dual[k] = 0.0;
cB[i] = 0.0;
}
else
{ col_dual[k-m] = 0.0;
cB[i] = lpx_get_obj_coef(lp, k-m);
}
}
/* solve the system B'*pi = cB to compute the vector pi */
pi = cB, lpx_btran(lp, pi);
/* compute reduced costs of non-basic auxiliary variables */
for (i = 1; i <= m; i++)
{ if (lpx_get_row_stat(lp, i) != LPX_BS)
row_dual[i] = - pi[i];
}
/* compute reduced costs of non-basic structural variables */
ind = xcalloc(1+m, sizeof(int));
val = xcalloc(1+m, sizeof(double));
for (j = 1; j <= n; j++)
{ if (lpx_get_col_stat(lp, j) != LPX_BS)
{ dj = lpx_get_obj_coef(lp, j);
len = lpx_get_mat_col(lp, j, ind, val);
for (k = 1; k <= len; k++) dj += val[k] * pi[ind[k]];
col_dual[j] = dj;
}
}
xfree(ind);
xfree(val);
xfree(cB);
return;
}
void fhv_btran(FHV *fhv, double x[])
{ int *pp_row = fhv->luf->pp_row;
int *pp_col = fhv->luf->pp_col;
int *p0_row = fhv->p0_row;
int *p0_col = fhv->p0_col;
if (!fhv->valid)
xfault("fhv_btran: the factorization is not valid\n");
/* B = F*H*V, therefore inv(B') = inv(F')*inv(H')*inv(V') */
luf_v_solve(fhv->luf, 1, x);
fhv_h_solve(fhv, 1, x);
fhv->luf->pp_row = p0_row;
fhv->luf->pp_col = p0_col;
luf_f_solve(fhv->luf, 1, x);
fhv->luf->pp_row = pp_row;
fhv->luf->pp_col = pp_col;
return;
}
void lpf_ftran(LPF *lpf, double x[])
{ int m0 = lpf->m0;
int m = lpf->m;
int n = lpf->n;
int *P_col = lpf->P_col;
int *Q_col = lpf->Q_col;
double *fg = lpf->work1;
double *f = fg;
double *g = fg + m0;
int i, ii;
#if _GLPLPF_DEBUG
double *b;
#endif
if (!lpf->valid)
xfault("lpf_ftran: the factorization is not valid\n");
xassert(0 <= m && m <= m0 + n);
#if _GLPLPF_DEBUG
/* save the right-hand side vector */
b = xcalloc(1+m, sizeof(double));
for (i = 1; i <= m; i++) b[i] = x[i];
#endif
/* (f g) := inv(P) * (b 0) */
for (i = 1; i <= m0 + n; i++)
fg[i] = ((ii = P_col[i]) <= m ? x[ii] : 0.0);
/* f1 := inv(L0) * f */
luf_f_solve(lpf->luf, 0, f);
/* g1 := g - S * f1 */
s_prod(lpf, g, -1.0, f);
/* g2 := inv(C) * g1 */
scf_solve_it(lpf->scf, 0, g);
/* f2 := inv(U0) * (f1 - R * g2) */
r_prod(lpf, f, -1.0, g);
luf_v_solve(lpf->luf, 0, f);
/* (x y) := inv(Q) * (f2 g2) */
for (i = 1; i <= m; i++)
x[i] = fg[Q_col[i]];
#if _GLPLPF_DEBUG
/* check relative error in solution */
check_error(lpf, 0, x, b);
xfree(b);
#endif
return;
}
