void
OsiVolSolverInterface::writeMps(const char *filename,
const char *extension,
double /*objSense*/) const
{
CoinMpsIO writer;
writer.setMpsData(*getMatrixByCol(), getInfinity(),
getColLower(), getColUpper(),
getObjCoefficients(),
reinterpret_cast<const char *> (NULL) /*integrality*/,
getRowLower(), getRowUpper(),
reinterpret_cast<const char **> (NULL) /*colnam*/,
reinterpret_cast<const char **> (NULL) /*rownam*/);
std::string fname = filename;
if (extension)
{ if (extension[0] != '\0' && extension[0] != '.')
fname += "." ; }
fname += extension;
writer.writeMps(fname.c_str());
}
int main(int argc, const char *argv[])
{
#if COIN_BIG_INDEX<2
ClpSimplex model;
int status;
int maxIts = 0;
int maxFactor = 100;
if (argc < 2) {
#if defined(SAMPLEDIR)
status = model.readMps(SAMPLEDIR "/p0033.mps", true);
#else
fprintf(stderr, "Do not know where to find sample MPS files.\n");
exit(1);
#endif
} else
status = model.readMps(argv[1]);
if (status) {
printf("errors on input\n");
exit(77);
}
if (argc > 2) {
maxFactor = atoi(argv[2]);
printf("max factor %d\n", maxFactor);
}
if (argc > 3) {
maxIts = atoi(argv[3]);
printf("max its %d\n", maxIts);
}
// For now scaling off
model.scaling(0);
if (maxIts) {
// Do partial dantzig
ClpPrimalColumnSteepest dantzig(5);
model.setPrimalColumnPivotAlgorithm(dantzig);
//model.messageHandler()->setLogLevel(63);
model.setFactorizationFrequency(maxFactor);
model.setMaximumIterations(maxIts);
model.primal();
if (!model.status())
exit(1);
}
// find gub
int numberRows = model.numberRows();
int * gubStart = new int[numberRows+1];
int * gubEnd = new int[numberRows];
int * which = new int[numberRows];
int * whichGub = new int[numberRows];
int numberColumns = model.numberColumns();
int * mark = new int[numberColumns];
int iRow, iColumn;
// delete variables fixed to zero
const double * columnLower = model.columnLower();
const double * columnUpper = model.columnUpper();
int numberDelete = 0;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
if (columnUpper[iColumn] == 0.0 && columnLower[iColumn] == 0.0)
mark[numberDelete++] = iColumn;
}
if (numberDelete) {
model.deleteColumns(numberDelete, mark);
numberColumns -= numberDelete;
columnLower = model.columnLower();
columnUpper = model.columnUpper();
#if 0
CoinMpsIO writer;
writer.setMpsData(*model.matrix(), COIN_DBL_MAX,
model.getColLower(), model.getColUpper(),
model.getObjCoefficients(),
(const char*) 0 /*integrality*/,
model.getRowLower(), model.getRowUpper(),
NULL, NULL);
writer.writeMps("cza.mps", 0, 0, 1);
#endif
}
double * lower = new double[numberRows];
double * upper = new double[numberRows];
const double * rowLower = model.rowLower();
const double * rowUpper = model.rowUpper();
for (iColumn = 0; iColumn < numberColumns; iColumn++)
mark[iColumn] = -1;
CoinPackedMatrix * matrix = model.matrix();
// get row copy
CoinPackedMatrix rowCopy = *matrix;
rowCopy.reverseOrdering();
const int * column = rowCopy.getIndices();
const int * rowLength = rowCopy.getVectorLengths();
const CoinBigIndex * rowStart = rowCopy.getVectorStarts();
const double * element = rowCopy.getElements();
int putGub = numberRows;
int putNonGub = numberRows;
int * rowIsGub = new int [numberRows];
for (iRow = numberRows - 1; iRow >= 0; iRow--) {
bool gubRow = true;
int first = numberColumns + 1;
int last = -1;
for (int j = rowStart[iRow]; j < rowStart[iRow] + rowLength[iRow]; j++) {
if (element[j] != 1.0) {
gubRow = false;
break;
} else {
int iColumn = column[j];
if (mark[iColumn] >= 0) {
gubRow = false;
break;
} else {
last = CoinMax(last, iColumn);
first = CoinMin(first, iColumn);
}
}
}
if (last - first + 1 != rowLength[iRow] || !gubRow) {
which[--putNonGub] = iRow;
rowIsGub[iRow] = 0;
} else {
for (int j = rowStart[iRow]; j < rowStart[iRow] + rowLength[iRow]; j++) {
int iColumn = column[j];
mark[iColumn] = iRow;
}
rowIsGub[iRow] = -1;
putGub--;
gubStart[putGub] = first;
gubEnd[putGub] = last + 1;
lower[putGub] = rowLower[iRow];
upper[putGub] = rowUpper[iRow];
whichGub[putGub] = iRow;
}
}
int numberNonGub = numberRows - putNonGub;
int numberGub = numberRows - putGub;
if (numberGub > 0) {
printf("** %d gub rows\n", numberGub);
int numberNormal = 0;
const int * row = matrix->getIndices();
const int * columnLength = matrix->getVectorLengths();
const CoinBigIndex * columnStart = matrix->getVectorStarts();
const double * elementByColumn = matrix->getElements();
int numberElements = 0;
bool doLower = false;
bool doUpper = false;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
if (mark[iColumn] < 0) {
mark[numberNormal++] = iColumn;
} else {
numberElements += columnLength[iColumn];
if (columnLower[iColumn] != 0.0)
doLower = true;
if (columnUpper[iColumn] < 1.0e20)
doUpper = true;
}
}
if (!numberNormal) {
printf("Putting back one gub row to make non-empty\n");
for (iColumn = gubStart[putGub]; iColumn < gubEnd[putGub]; iColumn++)
mark[numberNormal++] = iColumn;
putGub++;
numberGub--;
}
ClpSimplex model2(&model, numberNonGub, which + putNonGub, numberNormal, mark);
int numberGubColumns = numberColumns - numberNormal;
// sort gubs so monotonic
int * which = new int[numberGub];
int i;
for (i = 0; i < numberGub; i++)
which[i] = i;
CoinSort_2(gubStart + putGub, gubStart + putGub + numberGub, which);
int * temp1 = new int [numberGub];
for (i = 0; i < numberGub; i++) {
int k = which[i];
temp1[i] = gubEnd[putGub+k];
}
memcpy(gubEnd + putGub, temp1, numberGub * sizeof(int));
delete [] temp1;
double * temp2 = new double [numberGub];
for (i = 0; i < numberGub; i++) {
int k = which[i];
temp2[i] = lower[putGub+k];
}
memcpy(lower + putGub, temp2, numberGub * sizeof(double));
for (i = 0; i < numberGub; i++) {
int k = which[i];
temp2[i] = upper[putGub+k];
}
memcpy(upper + putGub, temp2, numberGub * sizeof(double));
delete [] temp2;
delete [] which;
numberElements -= numberGubColumns;
int * start2 = new int[numberGubColumns+1];
int * row2 = new int[numberElements];
double * element2 = new double[numberElements];
double * cost2 = new double [numberGubColumns];
double * lowerColumn2 = NULL;
if (doLower) {
lowerColumn2 = new double [numberGubColumns];
CoinFillN(lowerColumn2, numberGubColumns, 0.0);
}
double * upperColumn2 = NULL;
if (doUpper) {
upperColumn2 = new double [numberGubColumns];
CoinFillN(upperColumn2, numberGubColumns, COIN_DBL_MAX);
}
numberElements = 0;
int numberNonGubRows = 0;
for (iRow = 0; iRow < numberRows; iRow++) {
if (!rowIsGub[iRow])
rowIsGub[iRow] = numberNonGubRows++;
}
numberColumns = 0;
gubStart[0] = 0;
start2[0] = 0;
const double * cost = model.objective();
for (int iSet = 0; iSet < numberGub; iSet++) {
int iStart = gubStart[iSet+putGub];
int iEnd = gubEnd[iSet+putGub];
for (int k = iStart; k < iEnd; k++) {
cost2[numberColumns] = cost[k];
if (columnLower[k])
lowerColumn2[numberColumns] = columnLower[k];
if (columnUpper[k] < 1.0e20)
upperColumn2[numberColumns] = columnUpper[k];
for (int j = columnStart[k]; j < columnStart[k] + columnLength[k]; j++) {
int iRow = rowIsGub[row[j]];
if (iRow >= 0) {
row2[numberElements] = iRow;
element2[numberElements++] = elementByColumn[j];
}
}
start2[++numberColumns] = numberElements;
}
gubStart[iSet+1] = numberColumns;
}
model2.replaceMatrix(new ClpGubDynamicMatrix(&model2, numberGub,
numberColumns, gubStart,
lower + putGub, upper + putGub,
start2, row2, element2, cost2,
lowerColumn2, upperColumn2));
delete [] rowIsGub;
delete [] start2;
delete [] row2;
delete [] element2;
delete [] cost2;
delete [] lowerColumn2;
delete [] upperColumn2;
// For now scaling off
model2.scaling(0);
// Do partial dantzig
ClpPrimalColumnSteepest dantzig(5);
model2.setPrimalColumnPivotAlgorithm(dantzig);
//model2.messageHandler()->setLogLevel(63);
model2.setFactorizationFrequency(maxFactor);
model2.setMaximumIterations(4000000);
double time1 = CoinCpuTime();
model2.primal();
{
ClpGubDynamicMatrix * gubMatrix =
dynamic_cast< ClpGubDynamicMatrix*>(model2.clpMatrix());
assert(gubMatrix);
const double * solution = model2.primalColumnSolution();
int numberGubColumns = gubMatrix->numberGubColumns();
int firstOdd = gubMatrix->firstDynamic();
int lastOdd = gubMatrix->firstAvailable();
int numberTotalColumns = firstOdd + numberGubColumns;
int numberRows = model2.numberRows();
char * status = new char [numberTotalColumns];
double * gubSolution = new double [numberTotalColumns];
int numberSets = gubMatrix->numberSets();
const int * id = gubMatrix->id();
int i;
const double * lowerColumn = gubMatrix->lowerColumn();
const double * upperColumn = gubMatrix->upperColumn();
for (i = 0; i < numberGubColumns; i++) {
if (gubMatrix->getDynamicStatus(i) == ClpGubDynamicMatrix::atUpperBound) {
gubSolution[i+firstOdd] = upperColumn[i];
status[i+firstOdd] = 2;
} else if (gubMatrix->getDynamicStatus(i) == ClpGubDynamicMatrix::atLowerBound && lowerColumn) {
gubSolution[i+firstOdd] = lowerColumn[i];
status[i+firstOdd] = 1;
} else {
gubSolution[i+firstOdd] = 0.0;
status[i+firstOdd] = 1;
}
}
for (i = 0; i < firstOdd; i++) {
ClpSimplex::Status thisStatus = model2.getStatus(i);
if (thisStatus == ClpSimplex::basic)
status[i] = 0;
else if (thisStatus == ClpSimplex::atLowerBound)
status[i] = 1;
else if (thisStatus == ClpSimplex::atUpperBound)
status[i] = 2;
else if (thisStatus == ClpSimplex::isFixed)
status[i] = 3;
else
abort();
gubSolution[i] = solution[i];
}
for (i = firstOdd; i < lastOdd; i++) {
int iBig = id[i-firstOdd] + firstOdd;
ClpSimplex::Status thisStatus = model2.getStatus(i);
if (thisStatus == ClpSimplex::basic)
status[iBig] = 0;
else if (thisStatus == ClpSimplex::atLowerBound)
status[iBig] = 1;
else if (thisStatus == ClpSimplex::atUpperBound)
status[iBig] = 2;
else if (thisStatus == ClpSimplex::isFixed)
status[iBig] = 3;
else
abort();
gubSolution[iBig] = solution[i];
}
char * rowStatus = new char[numberRows];
for (i = 0; i < numberRows; i++) {
ClpSimplex::Status thisStatus = model2.getRowStatus(i);
if (thisStatus == ClpSimplex::basic)
rowStatus[i] = 0;
else if (thisStatus == ClpSimplex::atLowerBound)
rowStatus[i] = 1;
else if (thisStatus == ClpSimplex::atUpperBound)
rowStatus[i] = 2;
else if (thisStatus == ClpSimplex::isFixed)
rowStatus[i] = 3;
else
abort();
}
char * setStatus = new char[numberSets];
int * keyVariable = new int[numberSets];
memcpy(keyVariable, gubMatrix->keyVariable(), numberSets * sizeof(int));
for (i = 0; i < numberSets; i++) {
int iKey = keyVariable[i];
if (iKey > lastOdd)
iKey = numberTotalColumns + i;
else
iKey = id[iKey-firstOdd] + firstOdd;
keyVariable[i] = iKey;
ClpSimplex::Status thisStatus = gubMatrix->getStatus(i);
if (thisStatus == ClpSimplex::basic)
setStatus[i] = 0;
else if (thisStatus == ClpSimplex::atLowerBound)
setStatus[i] = 1;
else if (thisStatus == ClpSimplex::atUpperBound)
setStatus[i] = 2;
else if (thisStatus == ClpSimplex::isFixed)
setStatus[i] = 3;
else
abort();
}
FILE * fp = fopen("xx.sol", "w");
fwrite(gubSolution, sizeof(double), numberTotalColumns, fp);
fwrite(status, sizeof(char), numberTotalColumns, fp);
const double * rowsol = model2.primalRowSolution();
int originalNumberRows = model.numberRows();
double * rowsol2 = new double[originalNumberRows];
memset(rowsol2, 0, originalNumberRows * sizeof(double));
model.times(1.0, gubSolution, rowsol2);
for (i = 0; i < numberRows; i++)
assert(fabs(rowsol[i] - rowsol2[i]) < 1.0e-3);
//for (;i<originalNumberRows;i++)
//printf("%d %g\n",i,rowsol2[i]);
delete [] rowsol2;
fwrite(rowsol, sizeof(double), numberRows, fp);
fwrite(rowStatus, sizeof(char), numberRows, fp);
fwrite(setStatus, sizeof(char), numberSets, fp);
fwrite(keyVariable, sizeof(int), numberSets, fp);
fclose(fp);
delete [] status;
delete [] gubSolution;
delete [] setStatus;
delete [] keyVariable;
// ** if going to rstart as dynamic need id_
// also copy coding in useEf.. from ClpGubMatrix (i.e. test for basis)
}
printf("obj offset is %g\n", model2.objectiveOffset());
printf("Primal took %g seconds\n", CoinCpuTime() - time1);
//model2.primal(1);
}
delete [] mark;
delete [] gubStart;
delete [] gubEnd;
delete [] which;
delete [] whichGub;
delete [] lower;
delete [] upper;
#else
printf("testGub2 not available with COIN_BIG_INDEX=2\n");
#endif
return 0;
}
// status = write_mps_file(c,a,lhs,rhs,ub,lb,btype,vartype,filename);
// btype is not yet used. But I keep this parameter for the future
extern "C" int write_mps_file(char * fname)
{
int m_c, n_c;
int m_a, n_a;
int m_lhs, n_lhs;
int m_rhs, n_rhs;
int m_ub, n_ub;
int m_lb, n_lb;
int m_col_name, n_col_name;
int m_row_name, n_row_name;
vector<string> RowNames, ColNames;
stringstream tmpstring;
CoinMpsIO mpsWriter;
DerivedHandler * printer = NULL;
CoinPackedMatrix A_matrix;
SciSparse S_A;
char ** pColNames = NULL;
char ** pRowNames = NULL;
int i, j, status;
int nrows, ncols, count, type;
int * c_addr = NULL, * lhs_addr = NULL, * rhs_addr = NULL, * ub_addr = NULL, * lb_addr = NULL;
int * btype_addr = NULL, * vartype_addr = NULL, * pb_name_addr = NULL, * a_addr = NULL;
int * col_name_addr = NULL, * row_name_addr = NULL, * filename_addr = NULL, * verbose_addr = NULL;
double * c = NULL, * lhs = NULL, * rhs = NULL, * ub = NULL, * lb = NULL, * a = NULL;
double verbose = 0;
char * btype = NULL, * vartype = NULL, * pb_name = NULL, * filename = NULL;
SciErr _SciErr;
_SciErr = getVarAddressFromPosition(pvApiCtx, C_IN, &c_addr); SCICOINOR_ERROR;
_SciErr = getMatrixOfDouble(pvApiCtx, c_addr, &n_c, &m_c, &c); SCICOINOR_ERROR;
_SciErr = getVarAddressFromPosition(pvApiCtx, LHS_IN, &lhs_addr); SCICOINOR_ERROR;
_SciErr = getMatrixOfDouble(pvApiCtx, lhs_addr, &n_lhs, &m_lhs, &lhs); SCICOINOR_ERROR;
_SciErr = getVarAddressFromPosition(pvApiCtx, RHS_IN, &rhs_addr); SCICOINOR_ERROR;
_SciErr = getMatrixOfDouble(pvApiCtx, rhs_addr, &n_rhs, &m_rhs, &rhs); SCICOINOR_ERROR;
_SciErr = getVarAddressFromPosition(pvApiCtx, UB_IN, &ub_addr); SCICOINOR_ERROR;
_SciErr = getMatrixOfDouble(pvApiCtx, ub_addr, &n_ub, &m_ub, &ub); SCICOINOR_ERROR;
_SciErr = getVarAddressFromPosition(pvApiCtx, LB_IN, &lb_addr); SCICOINOR_ERROR;
_SciErr = getMatrixOfDouble(pvApiCtx, lb_addr, &n_lb, &m_lb, &lb); SCICOINOR_ERROR;
_SciErr = getVarAddressFromPosition(pvApiCtx, BTYPE_IN, &btype_addr); SCICOINOR_ERROR;
getAllocatedSingleString(pvApiCtx, btype_addr, &btype);
_SciErr = getVarAddressFromPosition(pvApiCtx, VARTYPE_IN, &vartype_addr); SCICOINOR_ERROR;
getAllocatedSingleString(pvApiCtx, vartype_addr, &vartype);
_SciErr = getVarAddressFromPosition(pvApiCtx, PB_NAME_IN, &pb_name_addr); SCICOINOR_ERROR;
getAllocatedSingleString(pvApiCtx, pb_name_addr, &pb_name);
_SciErr = getVarAddressFromPosition(pvApiCtx, COL_NAME_IN, &col_name_addr); SCICOINOR_ERROR;
getAllocatedMatrixOfString(pvApiCtx, col_name_addr, &n_col_name, &m_col_name, &pColNames);
_SciErr = getVarAddressFromPosition(pvApiCtx, ROW_NAME_IN, &row_name_addr); SCICOINOR_ERROR;
getAllocatedMatrixOfString(pvApiCtx, row_name_addr, &n_row_name, &m_row_name, &pRowNames);
_SciErr = getVarAddressFromPosition(pvApiCtx, FILENAME_IN, &filename_addr); SCICOINOR_ERROR;
getAllocatedSingleString(pvApiCtx, filename_addr, &filename);
_SciErr = getVarAddressFromPosition(pvApiCtx, VERBOSE_IN, &verbose_addr); SCICOINOR_ERROR;
getScalarDouble(pvApiCtx, verbose_addr, &verbose);
nrows = n_lhs * m_lhs;
if (nrows==0) nrows = n_rhs*m_rhs;
ncols = n_c * m_c;
#ifdef DEBUG
DBGPRINTF("rowname n = %d m = %d\n", n_row_name, m_row_name);
#endif
if (n_row_name * m_row_name==0)
{
RowNames.resize(nrows);
for(i=0;i<nrows;i++)
{
tmpstring.str("");
tmpstring << "R" << i;
RowNames[i] = tmpstring.str();
}
}
else
{
RowNames.resize(nrows);
for(i=0;i<nrows;i++)
{
RowNames[i] = string(pRowNames[i]);
}
}
#ifdef DEBUG
DBGPRINTF("colname n = %d m = %d\n", n_col_name, m_col_name);
#endif
if (n_col_name * m_col_name==0)
{
ColNames.resize(ncols);
for(i=0;i<ncols;i++)
{
tmpstring.str("");
tmpstring << "R" << i;
ColNames[i] = tmpstring.str();
}
}
else
{
ColNames.resize(ncols);
for(i=0;i<ncols;i++)
{
ColNames[i] = string(pColNames[i]);
}
}
//////////////////
// The A matrix //
//////////////////
_SciErr = getVarAddressFromPosition(pvApiCtx, A_IN, &a_addr); SCICOINOR_ERROR;
_SciErr = getVarType(pvApiCtx, a_addr, &type); SCICOINOR_ERROR;
if(type!=sci_sparse)
{
_SciErr = getMatrixOfDouble(pvApiCtx, a_addr, &n_a, &m_a, &a); SCICOINOR_ERROR;
A_matrix.setDimensions(nrows,ncols);
if (a==NULL)
{
Scierror(999,"%s: invalid value of matrix a\n",fname);
freeAllocatedSingleString(btype);
freeAllocatedSingleString(vartype);
freeAllocatedSingleString(pb_name);
freeAllocatedSingleString(filename);
if (pRowNames) freeAllocatedMatrixOfString(m_row_name, n_row_name, pRowNames);
if (pColNames) freeAllocatedMatrixOfString(m_col_name, n_col_name, pColNames);
return 0;
}
for(i=0; i<m_a; i++)
{
for(j=0; j<n_a; j++)
{
if (*(a+i+j*m_a) != 0) A_matrix.modifyCoefficient(i,j,*(a+i+j*m_a));
}
}
}
else
{
getAllocatedSparseMatrix(pvApiCtx, a_addr, &S_A.m, &S_A.n, &S_A.nel, &S_A.mnel, &S_A.icol, &S_A.R);
A_matrix.setDimensions(nrows,ncols);
count = 0;
for(i=0;i<S_A.m;i++)
{
if (S_A.mnel[i]!=0)
{
for(j=0;j<S_A.mnel[i];j++)
{
count++;
A_matrix.modifyCoefficient(i,S_A.icol[count-1]-1,S_A.R[count-1]);
}
}
}
freeAllocatedSparseMatrix(S_A.mnel, S_A.icol, S_A.R);
}
if (verbose)
{
printer = new DerivedHandler();
printer->setLogLevel((int)verbose);
mpsWriter.passInMessageHandler(printer);
}
// void setMpsData (const CoinPackedMatrix &m, const double infinity,
// const double *collb, const double *colub,
// const double *obj, const char *integrality,
// const double *rowlb, const double *rowub,
// const std::vector< std::string > &colnames, const std::vector< std::string > &rownames)
mpsWriter.setMpsData(A_matrix, mpsWriter.getInfinity(),
lb, ub,
c, vartype,
lhs, rhs,
ColNames, RowNames);
mpsWriter.setProblemName(pb_name);
status = mpsWriter.writeMps(filename);
createScalarDouble(pvApiCtx, STATUS_OUT, (double)status);
LhsVar(1) = STATUS_OUT;
freeAllocatedSingleString(btype);
freeAllocatedSingleString(vartype);
freeAllocatedSingleString(pb_name);
freeAllocatedSingleString(filename);
if (pRowNames) freeAllocatedMatrixOfString(m_row_name, n_row_name, pRowNames);
if (pColNames) freeAllocatedMatrixOfString(m_col_name, n_col_name, pColNames);
return 0;
}