/* Initialisation of iocp object */
static int
iocp_init(pyiocp *self, PyObject *args, PyObject *kwds)
{
/*static char *kwlist[] = {"number", NULL};*/
static char *kwlist[] = { "msg_lev", "br_tech", "bt_tech", "tol_int", "tol_obj", "tm_lim", "out_frq", "out_dly", "cb_size", "pp_tech", "mip_gap", "mir_cuts", "gmi_cuts", "cov_cuts", "clq_cuts", "presolve", "binarize", "fp_heur", "ps_heur", "ps_tm_lim", "use_sol", "save_sol", "alien",NULL};
glp_init_iocp(&self->obj);
if (! PyArg_ParseTupleAndKeywords(args, kwds, "|iiiddiiiiidiiiiiiiiiisi", kwlist,
&self->obj.msg_lev,
&self->obj.br_tech,
&self->obj.bt_tech,
&self->obj.tol_int,
&self->obj.tol_obj,
&self->obj.tm_lim,
&self->obj.out_frq,
&self->obj.out_dly,
&self->obj.cb_size,
&self->obj.pp_tech,
&self->obj.mip_gap,
&self->obj.mir_cuts,
&self->obj.gmi_cuts,
&self->obj.cov_cuts,
&self->obj.clq_cuts,
&self->obj.presolve,
&self->obj.binarize,
&self->obj.fp_heur,
&self->obj.ps_heur,
&self->obj.ps_tm_lim,
&self->obj.use_sol,
&self->obj.save_sol,
&self->obj.alien))
return -1;
return 0;
}
void B2GlpkHasher::build_hash()
{
glp_simplex(_lp, NULL);
glp_iocp parm;
glp_init_iocp(&parm);
parm.presolve = GLP_ON;
parm.binarize = GLP_ON;
glp_intopt(_lp, &parm);
double motif_count = glp_mip_obj_val(_lp);
if((motif_count > 0) && (motif_count <= (_str_set.size() * 2)))
{
_motif_set = _trace_set;
B2HashMap<B2Trace, unsigned int> &trace_vals = _motif_set.trace_vals();
for(B2HashMap<B2Trace, unsigned int>::iterator trace_it = trace_vals.begin(); trace_it != trace_vals.end(); )
{
double is_motif = glp_mip_col_val(_lp, trace_it->second);
if(is_motif == 0)
{
_motif_set.erase(trace_it->first);
B2_HASH_MAP_ERASE(trace_vals, trace_it);
}
else
{
++trace_it;
};
};
}
else
{
b2_preproc_error_inc(B2_PREPROC_ERROR_BAD_MOTIF_SET, 1);
};
};
int CMyProblem::SolveMIP()
{
//инициализация параметров MIP-решателя
glp_iocp params;
glp_init_iocp(¶ms);
params.presolve=GLP_ON;
params.tm_lim=360000;
return glp_intopt(lp, ¶ms);
}
int main(void)
{
glp_prob *mip = glp_create_prob();
glp_set_prob_name(mip, "sample");
glp_set_obj_dir(mip, GLP_MAX);
// 拘束条件
// 具体的な関数は後で
glp_add_rows(mip, 3); // 拘束条件の数
glp_set_row_name(mip, 1, "c1"); glp_set_row_bnds(mip, 1, GLP_DB, 0.0, 20.0);
glp_set_row_name(mip, 2, "c2"); glp_set_row_bnds(mip, 2, GLP_DB, 0.0, 30.0);
glp_set_row_name(mip, 3, "c3"); glp_set_row_bnds(mip, 3, GLP_FX, 0.0, 0);
// 変数
// 変数そのものにかかる拘束は、拘束条件ではなくてこちらで管理
glp_add_cols(mip, 4); // 変数の数
glp_set_col_name(mip, 1, "x1");
glp_set_col_bnds(mip, 1, GLP_DB, 0.0, 40.0); glp_set_obj_coef(mip, 1, 1.0);
glp_set_col_name(mip, 2, "x2");
glp_set_col_bnds(mip, 2, GLP_LO, 0.0, 0.0); glp_set_obj_coef(mip, 2, 2.0);
glp_set_col_name(mip, 3, "x3");
glp_set_col_bnds(mip, 3, GLP_LO, 0.0, 0.0); glp_set_obj_coef(mip, 3, 3.0);
glp_set_col_kind(mip, 3, GLP_IV); // 整数値としての宣言
glp_set_col_name(mip, 4, "x4");
glp_set_col_bnds(mip, 4, GLP_DB, 2.0, 3.0); glp_set_obj_coef(mip, 4, 1.0);
glp_set_col_kind(mip, 4, GLP_IV); // 整数値としての宣言
int ia[1+9], ja[1+9];
double ar[1+9];
ia[1]=1,ja[1]=1,ar[1]=-1; // a[1,1] = -1
ia[2]=1,ja[2]=2,ar[2]=1; // a[1,2] = 1
ia[3]=1,ja[3]=3,ar[3]=1; // a[1,3] = 1
ia[4]=1,ja[4]=4,ar[4]=10; // a[1,4] = 10
ia[5]=2,ja[5]=1,ar[5]=1; // a[2,1] = 1
ia[6]=2,ja[6]=2,ar[6]=-3; // a[2,2] = -3
ia[7]=2,ja[7]=3,ar[7]=1; // a[2,3] = 1
ia[8]=3,ja[8]=2,ar[8]=1; // a[3,2] = 1
ia[9]=3,ja[9]=4,ar[9]=-3.5; // a[3,4] = -3.5
glp_load_matrix(mip, 9, ia, ja, ar);
glp_iocp parm;
glp_init_iocp(&parm);
parm.presolve = GLP_ON;
int err = glp_intopt(mip, &parm);
double z = glp_mip_obj_val(mip);
double x1 = glp_mip_col_val(mip, 1);
double x2 = glp_mip_col_val(mip, 2);
double x3 = glp_mip_col_val(mip, 3);
double x4 = glp_mip_col_val(mip, 4);
printf("\nz = %g; x1 = %g; x2 = %g; x3 = %g, x4 = %g\n", z, x1, x2, x3, x4);
// z = 122.5; x1 = 40; x2 = 10.5; x3 = 19.5, x4 = 3
glp_delete_prob(mip);
return 0;
}
double solve()
{
glp_smcp smcp;
glp_iocp iocp;
glp_init_smcp(&smcp); smcp.msg_lev = GLP_MSG_ERR;
glp_init_iocp(&iocp); iocp.msg_lev = GLP_MSG_ERR;
glp_load_matrix(ip_, ia_.size()-1, &ia_[0], &ja_[0], &ar_[0]);
glp_simplex(ip_, &smcp);
glp_intopt(ip_, &iocp);
return glp_mip_obj_val(ip_);
}
/* Different cases :
* - if the created node is root, then father is NULL, the problem version in the node is the one gave as parameter.
* - else we copy the problem, and had the constraint "x_{y} = valy"
*/
void create_node(node* n, glp_prob* prob, node* father, int y, double valy)
{
n->father = father;
n->leftSon = NULL;
n->rightSon = NULL;
n->check = 0;
int i = 0;
int ind[] = {0,y};
double val[] = {0,1};
if (n-> father == NULL)
{
n->prob = prob;
}
else
{
n->prob = glp_create_prob();
glp_copy_prob(n->prob, n->father->prob, GLP_ON);
i = glp_add_rows(n->prob, 1);
glp_set_mat_row(n->prob, i, 1, ind, val);
glp_set_row_bnds(n->prob, i, GLP_FX, valy, valy);
}
glp_smcp parm;
glp_init_smcp(&parm);
parm.msg_lev = GLP_MSG_OFF;
glp_iocp parmip;
glp_init_iocp(&parmip);
parmip.msg_lev = GLP_MSG_OFF;
glp_write_lp(prob, NULL, "ULS.lp");
n->solveFlag = glp_simplex(n->prob, &parm); glp_intopt(n->prob, &parmip);
n->z = glp_mip_obj_val(n->prob);
n->x = (double *) malloc (glp_get_num_cols(n->prob) * sizeof(double));
for (i = 0; i < glp_get_num_cols(n->prob); ++i) n->x[i] = glp_mip_col_val(n->prob, i+1);
}
int c_glp_mip_solve(glp_prob *lp, int msg_lev, int br_tech, int bt_tech, int pp_tech,
int fp_heur, int tm_lim, int cuts, double mip_gap, int presolve){
glp_iocp iocp;
glp_mem_limit(10000);
// printf ("%d %d %d time\n", msg_lev, br_tech, tm_lim);
glp_init_iocp(&iocp);
iocp.msg_lev = msg_lev;
iocp.br_tech = br_tech;
iocp.bt_tech = bt_tech;
iocp.pp_tech = pp_tech;
// iocp.fp_heur = fp_heur ? GLP_ON : GLP_OFF;
// printf ("fp %d\n", iocp.fp_heur);
iocp.gmi_cuts = cuts & 1 ? GLP_ON : GLP_OFF;
iocp.mir_cuts = cuts & 2 ? GLP_ON : GLP_OFF;
iocp.cov_cuts = cuts & 4 ? GLP_ON : GLP_OFF;
iocp.clq_cuts = cuts & 8 ? GLP_ON : GLP_OFF;
iocp.mip_gap = mip_gap;
iocp.tm_lim = tm_lim;
// printf ("%d %d %d time\n", msg_lev, br_tech, tm_lim);
iocp.presolve = presolve ? GLP_ON : GLP_OFF;
return glp_intopt(lp, &iocp);
}
static void
maybe_check_results(const int ppl_status, const double ppl_optimum_value) {
const char* ppl_status_string;
const char* glpk_status_string;
int glpk_status;
int treat_as_lp = 0;
glp_smcp glpk_smcp;
if (!check_results)
return;
if (no_mip || glpk_lp_num_int == 0)
treat_as_lp = 1;
glp_set_obj_dir(glpk_lp, (maximize ? GLP_MAX : GLP_MIN));
glp_init_smcp(&glpk_smcp);
/* Disable GLPK output. */
glpk_smcp.msg_lev = GLP_MSG_OFF;
if (treat_as_lp) {
/* Set the problem class to LP: MIP problems are thus treated as
LP ones. */
glp_exact(glpk_lp, &glpk_smcp);
glpk_status = glp_get_status(glpk_lp);
}
else {
/* MIP case. */
glp_simplex(glpk_lp, &glpk_smcp);
glpk_status = glp_get_status(glpk_lp);
if (glpk_status != GLP_NOFEAS && glpk_status != GLP_UNBND) {
glp_iocp glpk_iocp;
glp_init_iocp(&glpk_iocp);
/* Disable GLPK output. */
glpk_iocp.msg_lev = GLP_MSG_OFF;
glp_intopt(glpk_lp, &glpk_iocp);
glpk_status = glp_mip_status(glpk_lp);
}
}
/* If no_optimization is enabled, the second case is not possibile. */
if (!((ppl_status == PPL_MIP_PROBLEM_STATUS_UNFEASIBLE
&& glpk_status == GLP_NOFEAS)
|| (ppl_status == PPL_MIP_PROBLEM_STATUS_UNBOUNDED
&& glpk_status == GLP_UNBND)
|| (ppl_status == PPL_MIP_PROBLEM_STATUS_OPTIMIZED
&& (glpk_status == GLP_OPT
/* If no_optimization is enabled, check if the problem is
unbounded for GLPK. */
|| (no_optimization && (glpk_status == GLP_UNBND
|| glpk_status == GLP_UNDEF)))))) {
if (ppl_status == PPL_MIP_PROBLEM_STATUS_UNFEASIBLE)
ppl_status_string = "unfeasible";
else if (ppl_status == PPL_MIP_PROBLEM_STATUS_UNBOUNDED)
ppl_status_string = "unbounded";
else if (ppl_status == PPL_MIP_PROBLEM_STATUS_OPTIMIZED)
ppl_status_string = "optimizable";
else
ppl_status_string = "<?>";
switch (glpk_status) {
case GLP_NOFEAS:
glpk_status_string = "unfeasible";
break;
case GLP_UNBND:
glpk_status_string = "unbounded";
break;
case GLP_OPT:
glpk_status_string = "optimizable";
break;
case GLP_UNDEF:
glpk_status_string = "undefined";
break;
default:
glpk_status_string = "<?>";
break;
}
error("check failed: for GLPK the problem is %s, not %s",
glpk_status_string, ppl_status_string);
check_results_failed = 1;
}
else if (!no_optimization
&& ppl_status == PPL_MIP_PROBLEM_STATUS_OPTIMIZED) {
double glpk_optimum_value
= (treat_as_lp ? glp_get_obj_val(glpk_lp) : glp_mip_obj_val(glpk_lp));
if (fabs(ppl_optimum_value - glpk_optimum_value) > check_threshold) {
error("check failed: for GLPK the problem's optimum is %.20g,"
" not %.20g", glpk_optimum_value, ppl_optimum_value);
check_results_failed = 1;
}
}
return;
}
int main(int argc,char *argv[]){
int q[] = {atoi(argv[1]),atoi(argv[2]),atoi(argv[3])}; //queue length
int n[] = {atoi(argv[4]),atoi(argv[5]),atoi(argv[6])}; //different request number
float cmax = atof(argv[7]); //bandwidth limitation
glp_prob *mip = glp_create_prob();
glp_set_prob_name(mip, "sample");
glp_set_obj_dir(mip, GLP_MAX);
glp_add_rows(mip, 8);
glp_set_row_name(mip, 1, "n1");
if (n[0]==0)
glp_set_row_bnds(mip, 1, GLP_FX, 0.0, n[0]);
else
glp_set_row_bnds(mip, 1, GLP_DB, 0.0, n[0]);
glp_set_row_name(mip, 2, "n2");
if (n[1]==0)
glp_set_row_bnds(mip, 2, GLP_FX, 0.0, n[1]);
else
glp_set_row_bnds(mip, 2, GLP_DB, 0.0, n[1]);
glp_set_row_name(mip, 3, "n3");
if (n[2]==0)
glp_set_row_bnds(mip, 3, GLP_FX, 0.0, n[2]);
else
glp_set_row_bnds(mip, 3, GLP_DB, 0.0, n[2]);
glp_set_row_name(mip, 4, "c1");
glp_set_row_bnds(mip, 4, GLP_DB, 0.0, cmax);
glp_set_row_name(mip, 5, "c2");
glp_set_row_bnds(mip, 5, GLP_DB, 0.0, cmax);
glp_set_row_name(mip, 6, "c3");
glp_set_row_bnds(mip, 6, GLP_DB, 0.0, cmax);
glp_set_row_name(mip, 7, "c4");
glp_set_row_bnds(mip, 7, GLP_DB, 0.0, cmax);
glp_set_row_name(mip, 8, "c5");
glp_set_row_bnds(mip, 8, GLP_DB, 0.0, cmax);
glp_add_cols(mip, 15);
glp_set_col_name(mip, 1, "x11");
glp_set_col_bnds(mip, 1, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 1, q[0]); //queue length
glp_set_col_kind(mip, 1, GLP_IV);
glp_set_col_name(mip, 2, "x12");
glp_set_col_bnds(mip, 2, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 2, q[1]);
glp_set_col_kind(mip, 2, GLP_IV);
glp_set_col_name(mip, 3, "x13");
glp_set_col_bnds(mip, 3, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 3, q[2]);
glp_set_col_kind(mip, 3, GLP_IV);
glp_set_col_name(mip, 4, "x21");
glp_set_col_bnds(mip, 4, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 4, q[0]);
glp_set_col_kind(mip, 4, GLP_IV);
glp_set_col_name(mip, 5, "x22");
glp_set_col_bnds(mip, 5, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 5, q[1]);
glp_set_col_kind(mip, 5, GLP_IV);
glp_set_col_name(mip, 6, "x23");
glp_set_col_bnds(mip, 6, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 6, q[2]);
glp_set_col_kind(mip, 6, GLP_IV);
glp_set_col_name(mip, 7, "x31");
glp_set_col_bnds(mip, 7, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 7, q[0]);
glp_set_col_kind(mip, 7, GLP_IV);
glp_set_col_name(mip, 8, "x32");
glp_set_col_bnds(mip, 8, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 8, q[1]);
glp_set_col_kind(mip, 8, GLP_IV);
glp_set_col_name(mip, 9, "x33");
glp_set_col_bnds(mip, 9, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 9, q[2]);
glp_set_col_kind(mip, 9, GLP_IV);
glp_set_col_name(mip, 10, "x41");
glp_set_col_bnds(mip, 10, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 10, q[0]);
glp_set_col_kind(mip, 10, GLP_IV);
glp_set_col_name(mip, 11, "x42");
glp_set_col_bnds(mip, 11, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 11, q[1]);
glp_set_col_kind(mip, 11, GLP_IV);
glp_set_col_name(mip, 12, "x43");
glp_set_col_bnds(mip, 12, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 12, q[2]);
glp_set_col_kind(mip, 12, GLP_IV);
glp_set_col_name(mip, 13, "x51");
glp_set_col_bnds(mip, 13, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 13, q[0]);
glp_set_col_kind(mip, 13, GLP_IV);
glp_set_col_name(mip, 14, "x52");
glp_set_col_bnds(mip, 14, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 14, q[1]);
glp_set_col_kind(mip, 14, GLP_IV);
glp_set_col_name(mip, 15, "x53");
glp_set_col_bnds(mip, 15, GLP_LO, 0, 0);
glp_set_obj_coef(mip, 15, q[2]);
glp_set_col_kind(mip, 15, GLP_IV);
int ia[1+30], ja[1+30];
double ar[1+30];
int i=1,j=1,k=1;
for (i=1;i<4;i++)
for (j=1;j<6;j++){
ia[k]=i,ja[k]=(j-1)*3+i,ar[k]=1;
k++;
}
ia[16]=4,ja[16]=1,ar[16]=10;
ia[17]=4,ja[17]=2,ar[17]=1;
ia[18]=4,ja[18]=3,ar[18]=0.1;
ia[19]=5,ja[19]=4,ar[19]=10;
ia[20]=5,ja[20]=5,ar[20]=1;
ia[21]=5,ja[21]=6,ar[21]=0.1;
ia[22]=6,ja[22]=7,ar[22]=10;
ia[23]=6,ja[23]=8,ar[23]=1;
ia[24]=6,ja[24]=9,ar[24]=0.1;
ia[25]=7,ja[25]=10,ar[25]=10;
ia[26]=7,ja[26]=11,ar[26]=1;
ia[27]=7,ja[27]=12,ar[27]=0.1;
ia[28]=8,ja[28]=13,ar[28]=10;
ia[29]=8,ja[29]=14,ar[29]=1;
ia[30]=8,ja[30]=15,ar[30]=0.1;
/*
for (i=1;i<31;i++){
printf("%d,%d,%f\n",ia[i],ja[i],ar[i]);
}
*/
glp_load_matrix(mip, 30, ia, ja, ar);
glp_iocp parm;
glp_init_iocp(&parm);
parm.presolve = GLP_ON;
int err = glp_intopt(mip, &parm);
//glp_simplex(mip, NULL);
// double t = glp_mip_obj_val(mip);
int result[15]={0};
for (i=0;i<15;i++){
result[i] = glp_mip_col_val(mip, i+1);
}
printf("\n");
//display the result
for (i=0;i<14;i++){
printf("%d,",result[i]);
}
printf("%d\n",result[14]);
glp_delete_prob(mip);
return 0;
}
int glp_main(int argc, const char *argv[])
{ /* stand-alone LP/MIP solver */
struct csa _csa, *csa = &_csa;
int ret;
xlong_t start;
/* perform initialization */
csa->prob = glp_create_prob();
glp_get_bfcp(csa->prob, &csa->bfcp);
glp_init_smcp(&csa->smcp);
csa->smcp.presolve = GLP_ON;
glp_init_iocp(&csa->iocp);
csa->iocp.presolve = GLP_ON;
csa->tran = NULL;
csa->graph = NULL;
csa->format = FMT_MPS_FILE;
csa->in_file = NULL;
csa->ndf = 0;
csa->out_dpy = NULL;
csa->solution = SOL_BASIC;
csa->in_res = NULL;
csa->dir = 0;
csa->scale = 1;
csa->out_sol = NULL;
csa->out_res = NULL;
csa->out_bnds = NULL;
csa->check = 0;
csa->new_name = NULL;
csa->out_mps = NULL;
csa->out_freemps = NULL;
csa->out_cpxlp = NULL;
csa->out_pb = NULL;
csa->out_npb = NULL;
csa->log_file = NULL;
csa->crash = USE_ADV_BASIS;
csa->exact = 0;
csa->xcheck = 0;
csa->nomip = 0;
/* parse command-line parameters */
ret = parse_cmdline(csa, argc, argv);
if (ret < 0)
{ ret = EXIT_SUCCESS;
goto done;
}
if (ret > 0)
{ ret = EXIT_FAILURE;
goto done;
}
/*--------------------------------------------------------------*/
/* remove all output files specified in the command line */
if (csa->out_dpy != NULL) remove(csa->out_dpy);
if (csa->out_sol != NULL) remove(csa->out_sol);
if (csa->out_res != NULL) remove(csa->out_res);
if (csa->out_bnds != NULL) remove(csa->out_bnds);
if (csa->out_mps != NULL) remove(csa->out_mps);
if (csa->out_freemps != NULL) remove(csa->out_freemps);
if (csa->out_cpxlp != NULL) remove(csa->out_cpxlp);
if (csa->out_pb != NULL) remove(csa->out_pb);
if (csa->out_npb != NULL) remove(csa->out_npb);
if (csa->log_file != NULL) remove(csa->log_file);
/*--------------------------------------------------------------*/
/* open log file, if required */
if (csa->log_file != NULL)
{ if (lib_open_log(csa->log_file))
{ xprintf("Unable to create log file\n");
ret = EXIT_FAILURE;
goto done;
}
}
/*--------------------------------------------------------------*/
/* read problem data from the input file */
if (csa->in_file == NULL)
{ xprintf("No input problem file specified; try %s --help\n",
argv[0]);
ret = EXIT_FAILURE;
goto done;
}
if (csa->format == FMT_MPS_DECK)
{ ret = glp_read_mps(csa->prob, GLP_MPS_DECK, NULL,
csa->in_file);
if (ret != 0)
err1: { xprintf("MPS file processing error\n");
ret = EXIT_FAILURE;
goto done;
}
}
else if (csa->format == FMT_MPS_FILE)
{ ret = glp_read_mps(csa->prob, GLP_MPS_FILE, NULL,
csa->in_file);
if (ret != 0) goto err1;
}
else if (csa->format == FMT_CPLEX_LP)
{ ret = glp_read_lp(csa->prob, NULL, csa->in_file);
if (ret != 0)
{ xprintf("CPLEX LP file processing error\n");
ret = EXIT_FAILURE;
goto done;
}
}
else if (csa->format == FMT_MATHPROG)
{ int k;
/* allocate the translator workspace */
csa->tran = glp_mpl_alloc_wksp();
/* read model section and optional data section */
if (glp_mpl_read_model(csa->tran, csa->in_file, csa->ndf > 0))
err2: { xprintf("MathProg model processing error\n");
ret = EXIT_FAILURE;
goto done;
}
/* read optional data section(s), if necessary */
for (k = 1; k <= csa->ndf; k++)
{ if (glp_mpl_read_data(csa->tran, csa->in_data[k]))
goto err2;
}
/* generate the model */
if (glp_mpl_generate(csa->tran, csa->out_dpy)) goto err2;
/* build the problem instance from the model */
glp_mpl_build_prob(csa->tran, csa->prob);
}
else if (csa->format == FMT_MIN_COST)
{ csa->graph = glp_create_graph(sizeof(v_data), sizeof(a_data));
ret = glp_read_mincost(csa->graph, offsetof(v_data, rhs),
offsetof(a_data, low), offsetof(a_data, cap),
offsetof(a_data, cost), csa->in_file);
if (ret != 0)
{ xprintf("DIMACS file processing error\n");
ret = EXIT_FAILURE;
goto done;
}
glp_mincost_lp(csa->prob, csa->graph, GLP_ON,
offsetof(v_data, rhs), offsetof(a_data, low),
offsetof(a_data, cap), offsetof(a_data, cost));
glp_set_prob_name(csa->prob, csa->in_file);
}
else if (csa->format == FMT_MAX_FLOW)
{ int s, t;
csa->graph = glp_create_graph(sizeof(v_data), sizeof(a_data));
ret = glp_read_maxflow(csa->graph, &s, &t,
offsetof(a_data, cap), csa->in_file);
if (ret != 0)
{ xprintf("DIMACS file processing error\n");
ret = EXIT_FAILURE;
goto done;
}
glp_maxflow_lp(csa->prob, csa->graph, GLP_ON, s, t,
offsetof(a_data, cap));
glp_set_prob_name(csa->prob, csa->in_file);
}
else
xassert(csa != csa);
/*--------------------------------------------------------------*/
/* change problem name, if required */
if (csa->new_name != NULL)
glp_set_prob_name(csa->prob, csa->new_name);
/* change optimization direction, if required */
if (csa->dir != 0)
glp_set_obj_dir(csa->prob, csa->dir);
/* order rows and columns of the constraint matrix */
lpx_order_matrix(csa->prob);
/*--------------------------------------------------------------*/
/* write problem data in fixed MPS format, if required */
if (csa->out_mps != NULL)
{ ret = glp_write_mps(csa->prob, GLP_MPS_DECK, NULL,
csa->out_mps);
if (ret != 0)
{ xprintf("Unable to write problem in fixed MPS format\n");
ret = EXIT_FAILURE;
goto done;
}
}
/* write problem data in free MPS format, if required */
if (csa->out_freemps != NULL)
{ ret = glp_write_mps(csa->prob, GLP_MPS_FILE, NULL,
csa->out_freemps);
if (ret != 0)
{ xprintf("Unable to write problem in free MPS format\n");
ret = EXIT_FAILURE;
goto done;
}
}
/* write problem data in CPLEX LP format, if required */
if (csa->out_cpxlp != NULL)
{ ret = glp_write_lp(csa->prob, NULL, csa->out_cpxlp);
if (ret != 0)
{ xprintf("Unable to write problem in CPLEX LP format\n");
ret = EXIT_FAILURE;
goto done;
}
}
/* write problem data in OPB format, if required */
if (csa->out_pb != NULL)
{ ret = lpx_write_pb(csa->prob, csa->out_pb, 0, 0);
if (ret != 0)
{ xprintf("Unable to write problem in OPB format\n");
ret = EXIT_FAILURE;
goto done;
}
}
/* write problem data in normalized OPB format, if required */
if (csa->out_npb != NULL)
{ ret = lpx_write_pb(csa->prob, csa->out_npb, 1, 1);
if (ret != 0)
{ xprintf(
"Unable to write problem in normalized OPB format\n");
ret = EXIT_FAILURE;
goto done;
}
}
/*--------------------------------------------------------------*/
/* if only problem data check is required, skip computations */
if (csa->check)
{ ret = EXIT_SUCCESS;
goto done;
}
/*--------------------------------------------------------------*/
/* determine the solution type */
if (!csa->nomip &&
glp_get_num_int(csa->prob) + glp_get_num_bin(csa->prob) > 0)
{ if (csa->solution == SOL_INTERIOR)
{ xprintf("Interior-point method is not able to solve MIP pro"
"blem; use --simplex\n");
ret = EXIT_FAILURE;
goto done;
}
csa->solution = SOL_INTEGER;
}
/*--------------------------------------------------------------*/
/* if solution is provided, read it and skip computations */
if (csa->in_res != NULL)
{ if (csa->solution == SOL_BASIC)
ret = glp_read_sol(csa->prob, csa->in_res);
else if (csa->solution == SOL_INTERIOR)
ret = glp_read_ipt(csa->prob, csa->in_res);
else if (csa->solution == SOL_INTEGER)
ret = glp_read_mip(csa->prob, csa->in_res);
else
xassert(csa != csa);
if (ret != 0)
{ xprintf("Unable to read problem solution\n");
ret = EXIT_FAILURE;
goto done;
}
goto skip;
}
/*--------------------------------------------------------------*/
/* scale the problem data, if required */
if (csa->scale)
{ if (csa->solution == SOL_BASIC && !csa->smcp.presolve ||
csa->solution == SOL_INTERIOR ||
csa->solution == SOL_INTEGER && !csa->iocp.presolve)
glp_scale_prob(csa->prob, GLP_SF_AUTO);
}
/* construct starting LP basis */
if (csa->solution == SOL_BASIC && !csa->smcp.presolve ||
csa->solution == SOL_INTEGER && !csa->iocp.presolve)
{ if (csa->crash == USE_STD_BASIS)
glp_std_basis(csa->prob);
else if (csa->crash == USE_ADV_BASIS)
glp_adv_basis(csa->prob, 0);
else if (csa->crash == USE_CPX_BASIS)
glp_cpx_basis(csa->prob);
else
xassert(csa != csa);
}
/*--------------------------------------------------------------*/
/* solve the problem */
start = xtime();
if (csa->solution == SOL_BASIC)
{ if (!csa->exact)
{ glp_set_bfcp(csa->prob, &csa->bfcp);
glp_simplex(csa->prob, &csa->smcp);
if (csa->xcheck)
{ if (csa->smcp.presolve &&
glp_get_status(csa->prob) != GLP_OPT)
xprintf("If you need to check final basis for non-opt"
"imal solution, use --nopresol\n");
else
glp_exact(csa->prob, &csa->smcp);
}
if (csa->out_sol != NULL || csa->out_res != NULL)
{ if (csa->smcp.presolve &&
glp_get_status(csa->prob) != GLP_OPT)
xprintf("If you need actual output for non-optimal solut"
"ion, use --nopresol\n");
}
}
else
glp_exact(csa->prob, &csa->smcp);
}
else if (csa->solution == SOL_INTERIOR)
glp_interior(csa->prob, NULL);
else if (csa->solution == SOL_INTEGER)
{ if (!csa->iocp.presolve)
{ glp_set_bfcp(csa->prob, &csa->bfcp);
glp_simplex(csa->prob, &csa->smcp);
}
glp_intopt(csa->prob, &csa->iocp);
}
else
xassert(csa != csa);
/*--------------------------------------------------------------*/
/* display statistics */
xprintf("Time used: %.1f secs\n", xdifftime(xtime(), start));
{ xlong_t tpeak;
char buf[50];
lib_mem_usage(NULL, NULL, NULL, &tpeak);
xprintf("Memory used: %.1f Mb (%s bytes)\n",
xltod(tpeak) / 1048576.0, xltoa(tpeak, buf));
}
/*--------------------------------------------------------------*/
skip: /* postsolve the model, if necessary */
if (csa->tran != NULL)
{ if (csa->solution == SOL_BASIC)
ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_SOL);
else if (csa->solution == SOL_INTERIOR)
ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_IPT);
else if (csa->solution == SOL_INTEGER)
ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_MIP);
else
xassert(csa != csa);
if (ret != 0)
{ xprintf("Model postsolving error\n");
ret = EXIT_FAILURE;
goto done;
}
}
/*--------------------------------------------------------------*/
/* write problem solution in printable format, if required */
if (csa->out_sol != NULL)
{ if (csa->solution == SOL_BASIC)
ret = lpx_print_sol(csa->prob, csa->out_sol);
else if (csa->solution == SOL_INTERIOR)
ret = lpx_print_ips(csa->prob, csa->out_sol);
else if (csa->solution == SOL_INTEGER)
ret = lpx_print_mip(csa->prob, csa->out_sol);
else
xassert(csa != csa);
if (ret != 0)
{ xprintf("Unable to write problem solution\n");
ret = EXIT_FAILURE;
goto done;
}
}
/* write problem solution in printable format, if required */
if (csa->out_res != NULL)
{ if (csa->solution == SOL_BASIC)
ret = glp_write_sol(csa->prob, csa->out_res);
else if (csa->solution == SOL_INTERIOR)
ret = glp_write_ipt(csa->prob, csa->out_res);
else if (csa->solution == SOL_INTEGER)
ret = glp_write_mip(csa->prob, csa->out_res);
else
xassert(csa != csa);
if (ret != 0)
{ xprintf("Unable to write problem solution\n");
ret = EXIT_FAILURE;
goto done;
}
}
/* write sensitivity bounds information, if required */
if (csa->out_bnds != NULL)
{ if (csa->solution == SOL_BASIC)
{ ret = lpx_print_sens_bnds(csa->prob, csa->out_bnds);
if (ret != 0)
{ xprintf("Unable to write sensitivity bounds information "
"\n");
ret = EXIT_FAILURE;
goto done;
}
}
else
xprintf("Cannot write sensitivity bounds information for in"
"terior-point or MIP solution\n");
}
/*--------------------------------------------------------------*/
/* all seems to be ok */
ret = EXIT_SUCCESS;
/*--------------------------------------------------------------*/
done: /* delete the LP/MIP problem object */
if (csa->prob != NULL)
glp_delete_prob(csa->prob);
/* free the translator workspace, if necessary */
if (csa->tran != NULL)
glp_mpl_free_wksp(csa->tran);
/* delete the network problem object, if necessary */
if (csa->graph != NULL)
glp_delete_graph(csa->graph);
xassert(gmp_pool_count() == 0);
gmp_free_mem();
/* close log file, if necessary */
if (csa->log_file != NULL) lib_close_log();
/* check that no memory blocks are still allocated */
{ int count;
xlong_t total;
lib_mem_usage(&count, NULL, &total, NULL);
if (count != 0)
xerror("Error: %d memory block(s) were lost\n", count);
xassert(count == 0);
xassert(total.lo == 0 && total.hi == 0);
}
/* free the library environment */
lib_free_env();
/* return to the control program */
return ret;
}
static PyObject* LPX_solver_integer(LPXObject *self, PyObject *args,
PyObject *keywds) {
#if GLPK_VERSION(4, 20)
PyObject *callback=NULL;
struct mip_callback_object*info=NULL;
glp_iocp cp;
glp_init_iocp(&cp);
cp.msg_lev = GLP_MSG_OFF;
// Map the keyword arguments to the appropriate entries.
static char *kwlist[] =
{"msg_lev", "br_tech", "bt_tech",
#if GLPK_VERSION(4, 21)
"pp_tech",
#endif // GLPK_VERSION(4, 21)
#if GLPK_VERSION(4, 24)
"gmi_cuts",
#endif // GLPK_VERSION(4, 24)
#if GLPK_VERSION(4, 23)
"mir_cuts",
"mip_gap",
#endif // GLPK_VERSION(4, 23)
#if GLPK_VERSION(4, 32)
"cov_cuts", "clq_cuts", "presolve", "binarize",
#endif // GLPK_VERSION(4, 32)
#if GLPK_VERSION(4, 37)
"fp_heur",
#endif // GLPK_VERSION(4, 37)
"tol_int", "tol_obj", "tm_lim", "out_frq", "out_dly",
"callback", //"cb_info", "cb_size",
NULL};
if (!PyArg_ParseTupleAndKeywords
(args, keywds, "|iii"
#if GLPK_VERSION(4, 21)
"i"
#endif // GLPK_VERSION(4, 21)
#if GLPK_VERSION(4, 24)
"i"
#endif // GLPK_VERSION(4, 24)
#if GLPK_VERSION(4, 23)
"ii"
#endif // GLPK_VERSION(4, 23)
#if GLPK_VERSION(4, 32)
"iiii"
#endif // GLPK_VERSION(4, 32)
#if GLPK_VERSION(4, 37)
"i"
#endif // GLPK_VERSION(4, 37)
"ddiiiO", kwlist, &cp.msg_lev, &cp.br_tech, &cp.bt_tech,
#if GLPK_VERSION(4, 21)
&cp.pp_tech,
#endif // GLPK_VERSION(4, 21)
#if GLPK_VERSION(4, 24)
&cp.gmi_cuts,
#endif // GLPK_VERSION(4, 24)
#if GLPK_VERSION(4, 23)
&cp.mir_cuts,
&cp.mip_gap,
#endif // GLPK_VERSION(4, 23)
#if GLPK_VERSION(4, 32)
&cp.cov_cuts, &cp.clq_cuts, &cp.presolve, &cp.binarize,
#endif // GLPK_VERSION(4, 32)
#if GLPK_VERSION(4, 37)
&cp.fp_heur,
#endif // GLPK_VERSION(4, 37)
&cp.tol_int, &cp.tol_obj, &cp.tm_lim, &cp.out_frq, &cp.out_dly,
&callback)) {
return NULL;
}
#if GLPK_VERSION(4, 24)
cp.gmi_cuts = cp.gmi_cuts ? GLP_ON : GLP_OFF;
#endif // GLPK_VERSION(4, 24)
#if GLPK_VERSION(4, 23)
cp.mir_cuts = cp.mir_cuts ? GLP_ON : GLP_OFF;
#endif // GLPK_VERSION(4, 23)
#if GLPK_VERSION(4, 32)
cp.cov_cuts = cp.cov_cuts ? GLP_ON : GLP_OFF;
cp.clq_cuts = cp.clq_cuts ? GLP_ON : GLP_OFF;
cp.presolve = cp.presolve ? GLP_ON : GLP_OFF;
cp.binarize = cp.binarize ? GLP_ON : GLP_OFF;
#endif // GLPK_VERSION(4, 32)
#if GLPK_VERSION(4, 37)
cp.fp_heur = cp.fp_heur ? GLP_ON : GLP_OFF;
#endif // GLPK_VERSION(4, 32)
// Do checking on the various entries.
#if GLPK_VERSION(4, 32)
if (!cp.presolve && glp_get_status(LP) != GLP_OPT) {
PyErr_SetString(PyExc_RuntimeError, "integer solver requires "
"use of presolver or existing optimal basic solution");
return NULL;
}
#else
if (glp_get_status(LP) != GLP_OPT) {
PyErr_SetString(PyExc_RuntimeError, "integer solver requires "
"existing optimal basic solution");
return NULL;
}
#endif
switch (cp.msg_lev) {
case GLP_MSG_OFF: case GLP_MSG_ERR: case GLP_MSG_ON: case GLP_MSG_ALL: break;
default:
PyErr_SetString
(PyExc_ValueError,
"invalid value for msg_lev (LPX.MSG_* are valid values)");
return NULL;
}
switch (cp.br_tech) {
case GLP_BR_FFV: case GLP_BR_LFV: case GLP_BR_MFV: case GLP_BR_DTH: break;
default:
PyErr_SetString
(PyExc_ValueError,
"invalid value for br_tech (LPX.BR_* are valid values)");
return NULL;
}
switch (cp.bt_tech) {
case GLP_BT_DFS: case GLP_BT_BFS: case GLP_BT_BLB: case GLP_BT_BPH: break;
default:
PyErr_SetString
(PyExc_ValueError,
"invalid value for bt_tech (LPX.BT_* are valid values)");
return NULL;
}
#if GLPK_VERSION(4, 21)
switch (cp.pp_tech) {
case GLP_PP_NONE: case GLP_PP_ROOT: case GLP_PP_ALL: break;
default:
PyErr_SetString
(PyExc_ValueError,
"invalid value for pp_tech (LPX.PP_* are valid values)");
return NULL;
}
#endif // GLPK_VERSION(4, 21)
if (cp.tol_int<=0 || cp.tol_int>=1) {
PyErr_SetString(PyExc_ValueError, "tol_int must obey 0<tol_int<1");
return NULL;
}
if (cp.tol_obj<=0 || cp.tol_obj>=1) {
PyErr_SetString(PyExc_ValueError, "tol_obj must obey 0<tol_obj<1");
return NULL;
}
if (cp.tm_lim<0) {
PyErr_SetString(PyExc_ValueError, "tm_lim must be non-negative");
return NULL;
}
if (cp.out_frq<=0) {
PyErr_SetString(PyExc_ValueError, "out_frq must be positive");
return NULL;
}
if (cp.out_dly<0) {
PyErr_SetString(PyExc_ValueError, "out_dly must be non-negative");
return NULL;
}
#if GLPK_VERSION(4, 23)
if (cp.mip_gap<0) {
PyErr_SetString(PyExc_ValueError, "mip_gap must be non-negative");
return NULL;
}
#endif
int retval;
if (callback != NULL && callback != Py_None) {
info = (struct mip_callback_object*)
malloc(sizeof(struct mip_callback_object));
info->callback = callback;
info->py_lp = self;
cp.cb_info = info;
cp.cb_func = mip_callback;
}
retval = glp_intopt(LP, &cp);
if (info) free(info);
if (PyErr_Occurred()) {
// This should happen only if there was a problem within the
// callback function, or if the callback was not appropriate.
return NULL;
}
if (retval!=GLP_EBADB && retval!=GLP_ESING && retval!=GLP_ECOND
&& retval!=GLP_EBOUND && retval!=GLP_EFAIL)
self->last_solver = 2;
return glpsolver_retval_to_message(retval);
#else
int retval = lpx_integer(LP);
if (retval!=LPX_E_FAULT) self->last_solver = 2;
return solver_retval_to_message(retval);
#endif // GLPK_VERSION(4, 20)
}
static int solve_mip(LPX *lp, int presolve)
{ glp_iocp parm;
int ret;
glp_init_iocp(&parm);
switch (lpx_get_int_parm(lp, LPX_K_MSGLEV))
{ case 0: parm.msg_lev = GLP_MSG_OFF; break;
case 1: parm.msg_lev = GLP_MSG_ERR; break;
case 2: parm.msg_lev = GLP_MSG_ON; break;
case 3: parm.msg_lev = GLP_MSG_ALL; break;
default: xassert(lp != lp);
}
switch (lpx_get_int_parm(lp, LPX_K_BRANCH))
{ case 0: parm.br_tech = GLP_BR_FFV; break;
case 1: parm.br_tech = GLP_BR_LFV; break;
case 2: parm.br_tech = GLP_BR_DTH; break;
case 3: parm.br_tech = GLP_BR_MFV; break;
default: xassert(lp != lp);
}
switch (lpx_get_int_parm(lp, LPX_K_BTRACK))
{ case 0: parm.bt_tech = GLP_BT_DFS; break;
case 1: parm.bt_tech = GLP_BT_BFS; break;
case 2: parm.bt_tech = GLP_BT_BPH; break;
case 3: parm.bt_tech = GLP_BT_BLB; break;
default: xassert(lp != lp);
}
parm.tol_int = lpx_get_real_parm(lp, LPX_K_TOLINT);
parm.tol_obj = lpx_get_real_parm(lp, LPX_K_TOLOBJ);
if (lpx_get_real_parm(lp, LPX_K_TMLIM) < 0.0 ||
lpx_get_real_parm(lp, LPX_K_TMLIM) > 1e6)
parm.tm_lim = INT_MAX;
else
parm.tm_lim =
(int)(1000.0 * lpx_get_real_parm(lp, LPX_K_TMLIM));
parm.mip_gap = lpx_get_real_parm(lp, LPX_K_MIPGAP);
if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_GOMORY)
parm.gmi_cuts = GLP_ON;
else
parm.gmi_cuts = GLP_OFF;
if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_MIR)
parm.mir_cuts = GLP_ON;
else
parm.mir_cuts = GLP_OFF;
if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_COVER)
parm.cov_cuts = GLP_ON;
else
parm.cov_cuts = GLP_OFF;
if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_CLIQUE)
parm.clq_cuts = GLP_ON;
else
parm.clq_cuts = GLP_OFF;
parm.presolve = presolve;
if (lpx_get_int_parm(lp, LPX_K_BINARIZE))
parm.binarize = GLP_ON;
ret = glp_intopt(lp, &parm);
switch (ret)
{ case 0: ret = LPX_E_OK; break;
case GLP_ENOPFS: ret = LPX_E_NOPFS; break;
case GLP_ENODFS: ret = LPX_E_NODFS; break;
case GLP_EBOUND:
case GLP_EROOT: ret = LPX_E_FAULT; break;
case GLP_EFAIL: ret = LPX_E_SING; break;
case GLP_EMIPGAP: ret = LPX_E_MIPGAP; break;
case GLP_ETMLIM: ret = LPX_E_TMLIM; break;
default: xassert(ret != ret);
}
return ret;
}
static PyObject *integer(PyObject *self, PyObject *args,
PyObject *kwrds)
{
matrix *c, *h, *b=NULL, *x=NULL;
PyObject *G, *A=NULL, *IntSet=NULL, *BinSet = NULL;
PyObject *t=NULL;
pyiocp *iocpParm = NULL;;
glp_iocp *options = NULL;
glp_prob *lp;
int m, n, p, i, j, k, nnz, nnzmax, *rn=NULL, *cn=NULL;
double *a=NULL, val;
char *kwlist[] = {"c", "G", "h", "A", "b", "I", "B","iocp", NULL};
if (!PyArg_ParseTupleAndKeywords(args, kwrds, "OOO|OOOOO!", kwlist, &c,
&G, &h, &A, &b, &IntSet, &BinSet,iocp_t,&iocpParm)) return NULL;
if(!iocpParm)
{
iocpParm = (pyiocp*)malloc(sizeof(*iocpParm));
glp_init_iocp(&(iocpParm->obj));
}
if(iocpParm)
{
Py_INCREF(iocpParm);
options = &iocpParm->obj;
options->presolve = 1;
}
if ((Matrix_Check(G) && MAT_ID(G) != DOUBLE) ||
(SpMatrix_Check(G) && SP_ID(G) != DOUBLE) ||
(!Matrix_Check(G) && !SpMatrix_Check(G))){
PyErr_SetString(PyExc_TypeError, "G must be a 'd' matrix");
return NULL;
}
if ((m = Matrix_Check(G) ? MAT_NROWS(G) : SP_NROWS(G)) <= 0)
err_p_int("m");
if ((n = Matrix_Check(G) ? MAT_NCOLS(G) : SP_NCOLS(G)) <= 0)
err_p_int("n");
if (!Matrix_Check(h) || h->id != DOUBLE) err_dbl_mtrx("h");
if (h->nrows != m || h->ncols != 1){
PyErr_SetString(PyExc_ValueError, "incompatible dimensions");
return NULL;
}
if (A){
if ((Matrix_Check(A) && MAT_ID(A) != DOUBLE) ||
(SpMatrix_Check(A) && SP_ID(A) != DOUBLE) ||
(!Matrix_Check(A) && !SpMatrix_Check(A))){
PyErr_SetString(PyExc_ValueError, "A must be a dense "
"'d' matrix or a general sparse matrix");
return NULL;
}
if ((p = Matrix_Check(A) ? MAT_NROWS(A) : SP_NROWS(A)) < 0)
err_p_int("p");
if ((Matrix_Check(A) ? MAT_NCOLS(A) : SP_NCOLS(A)) != n){
PyErr_SetString(PyExc_ValueError, "incompatible "
"dimensions");
return NULL;
}
}
else p = 0;
if (b && (!Matrix_Check(b) || b->id != DOUBLE)) err_dbl_mtrx("b");
if ((b && (b->nrows != p || b->ncols != 1)) || (!b && p !=0 )){
PyErr_SetString(PyExc_ValueError, "incompatible dimensions");
return NULL;
}
if ((IntSet) && (!PyAnySet_Check(IntSet)))
PY_ERR_TYPE("invalid integer index set");
if ((BinSet) && (!PyAnySet_Check(BinSet)))
PY_ERR_TYPE("invalid binary index set");
lp = glp_create_prob();
glp_add_rows(lp, m+p);
glp_add_cols(lp, n);
for (i=0; i<n; i++){
glp_set_obj_coef(lp, i+1, MAT_BUFD(c)[i]);
glp_set_col_bnds(lp, i+1, GLP_FR, 0.0, 0.0);
}
for (i=0; i<m; i++)
glp_set_row_bnds(lp, i+1, GLP_UP, 0.0, MAT_BUFD(h)[i]);
for (i=0; i<p; i++)
glp_set_row_bnds(lp, i+m+1, GLP_FX, MAT_BUFD(b)[i],
MAT_BUFD(b)[i]);
nnzmax = (SpMatrix_Check(G) ? SP_NNZ(G) : m*n ) +
((A && SpMatrix_Check(A)) ? SP_NNZ(A) : p*n);
a = (double *) calloc(nnzmax+1, sizeof(double));
rn = (int *) calloc(nnzmax+1, sizeof(int));
cn = (int *) calloc(nnzmax+1, sizeof(int));
if (!a || !rn || !cn){
free(a); free(rn); free(cn); glp_delete_prob(lp);
return PyErr_NoMemory();
}
nnz = 0;
if (SpMatrix_Check(G)) {
for (j=0; j<n; j++) for (k=SP_COL(G)[j]; k<SP_COL(G)[j+1]; k++)
if ((val = SP_VALD(G)[k]) != 0.0){
a[1+nnz] = val;
rn[1+nnz] = SP_ROW(G)[k]+1;
cn[1+nnz] = j+1;
nnz++;
}
}
else for (j=0; j<n; j++) for (i=0; i<m; i++)
if ((val = MAT_BUFD(G)[i+j*m]) != 0.0){
a[1+nnz] = val;
rn[1+nnz] = i+1;
cn[1+nnz] = j+1;
nnz++;
}
if (A && SpMatrix_Check(A)){
for (j=0; j<n; j++) for (k=SP_COL(A)[j]; k<SP_COL(A)[j+1]; k++)
if ((val = SP_VALD(A)[k]) != 0.0){
a[1+nnz] = val;
rn[1+nnz] = m+SP_ROW(A)[k]+1;
cn[1+nnz] = j+1;
nnz++;
}
}
else for (j=0; j<n; j++) for (i=0; i<p; i++)
if ((val = MAT_BUFD(A)[i+j*p]) != 0.0){
a[1+nnz] = val;
rn[1+nnz] = m+i+1;
cn[1+nnz] = j+1;
nnz++;
}
glp_load_matrix(lp, nnz, rn, cn, a);
free(rn); free(cn); free(a);
if (!(t = PyTuple_New(2))) {
glp_delete_prob(lp);
return PyErr_NoMemory();
}
if (IntSet) {
PyObject *iter = PySequence_Fast(IntSet, "Critical error: not sequence");
for (i=0; i<PySet_GET_SIZE(IntSet); i++) {
PyObject *tmp = PySequence_Fast_GET_ITEM(iter, i);
#if PY_MAJOR_VERSION >= 3
if (!PyLong_Check(tmp)) {
#else
if (!PyInt_Check(tmp)) {
#endif
glp_delete_prob(lp);
Py_DECREF(iter);
PY_ERR_TYPE("non-integer element in I");
}
#if PY_MAJOR_VERSION >= 3
int k = PyLong_AS_LONG(tmp);
#else
int k = PyInt_AS_LONG(tmp);
#endif
if ((k < 0) || (k >= n)) {
glp_delete_prob(lp);
Py_DECREF(iter);
PY_ERR(PyExc_IndexError, "index element out of range in I");
}
glp_set_col_kind(lp, k+1, GLP_IV);
}
Py_DECREF(iter);
}
if (BinSet) {
PyObject *iter = PySequence_Fast(BinSet, "Critical error: not sequence");
for (i=0; i<PySet_GET_SIZE(BinSet); i++) {
PyObject *tmp = PySequence_Fast_GET_ITEM(iter, i);
#if PY_MAJOR_VERSION >= 3
if (!PyLong_Check(tmp)) {
#else
if (!PyInt_Check(tmp)) {
#endif
glp_delete_prob(lp);
Py_DECREF(iter);
PY_ERR_TYPE("non-binary element in I");
}
#if PY_MAJOR_VERSION >= 3
int k = PyLong_AS_LONG(tmp);
#else
int k = PyInt_AS_LONG(tmp);
#endif
if ((k < 0) || (k >= n)) {
glp_delete_prob(lp);
Py_DECREF(iter);
PY_ERR(PyExc_IndexError, "index element out of range in B");
}
glp_set_col_kind(lp, k+1, GLP_BV);
}
Py_DECREF(iter);
}
switch (glp_intopt(lp,options)){
case 0:
x = (matrix *) Matrix_New(n,1,DOUBLE);
if (!x) {
Py_XDECREF(iocpParm);
Py_XDECREF(t);
glp_delete_prob(lp);
return PyErr_NoMemory();
}
set_output_string(t,"optimal");
set_output_string(t,"optimal");
for (i=0; i<n; i++)
MAT_BUFD(x)[i] = glp_mip_col_val(lp, i+1);
PyTuple_SET_ITEM(t, 1, (PyObject *) x);
Py_XDECREF(iocpParm);
glp_delete_prob(lp);
return (PyObject *) t;
case GLP_ETMLIM:
x = (matrix *) Matrix_New(n,1,DOUBLE);
if (!x) {
Py_XDECREF(t);
Py_XDECREF(iocpParm);
glp_delete_prob(lp);
return PyErr_NoMemory();
}
set_output_string(t,"time limit exceeded");
for (i=0; i<n; i++)
MAT_BUFD(x)[i] = glp_mip_col_val(lp, i+1);
PyTuple_SET_ITEM(t, 1, (PyObject *) x);
Py_XDECREF(iocpParm);
glp_delete_prob(lp);
return (PyObject *) t;
case GLP_EBOUND:
set_output_string(t,"incorrect bounds");
break;
case GLP_EFAIL:
set_output_string(t,"invalid MIP formulation");
break;
case GLP_ENOPFS:
set_output_string(t,"primal infeasible");
break;
case GLP_ENODFS:
set_output_string(t,"dual infeasible");
break;
case GLP_EMIPGAP:
set_output_string(t,"Relative mip gap tolerance reached");
break;
/*case LPX_E_ITLIM:
set_output_string(t,"maxiters exceeded");
break;*/
/*case LPX_E_SING:
set_output_string(t,"singular or ill-conditioned basis");
break;*/
default:
set_output_string(t,"unknown");
}
Py_XDECREF(iocpParm);
glp_delete_prob(lp);
PyTuple_SET_ITEM(t, 1, Py_BuildValue(""));
return (PyObject *) t;
}
static PyMethodDef glpk_functions[] = {
{"lp", (PyCFunction) simplex, METH_VARARGS|METH_KEYWORDS,
doc_simplex},
{"ilp", (PyCFunction) integer, METH_VARARGS|METH_KEYWORDS,
doc_integer},
{NULL} /* Sentinel */
};
#if PY_MAJOR_VERSION >= 3
static PyModuleDef glpk_module_def = {
PyModuleDef_HEAD_INIT,
"glpk",
glpk__doc__,
-1,
glpk_functions,
NULL, NULL, NULL, NULL
};
void addglpkConstants (void)
{
PyModule_AddIntMacro(glpk_module, GLP_ON);
PyModule_AddIntMacro(glpk_module,GLP_OFF);
/* reason codes: */
PyModule_AddIntMacro(glpk_module,GLP_IROWGEN);
PyModule_AddIntMacro(glpk_module,GLP_IBINGO);
PyModule_AddIntMacro(glpk_module,GLP_IHEUR);
PyModule_AddIntMacro(glpk_module,GLP_ICUTGEN);
PyModule_AddIntMacro(glpk_module,GLP_IBRANCH);
PyModule_AddIntMacro(glpk_module,GLP_ISELECT);
PyModule_AddIntMacro(glpk_module,GLP_IPREPRO);
/* branch selection indicator: */
PyModule_AddIntMacro(glpk_module,GLP_NO_BRNCH);
PyModule_AddIntMacro(glpk_module,GLP_DN_BRNCH);
PyModule_AddIntMacro(glpk_module,GLP_UP_BRNCH);
/* return codes: */
PyModule_AddIntMacro(glpk_module,GLP_EBADB);
PyModule_AddIntMacro(glpk_module,GLP_ESING);
PyModule_AddIntMacro(glpk_module,GLP_ECOND);
PyModule_AddIntMacro(glpk_module,GLP_EBOUND);
PyModule_AddIntMacro(glpk_module,GLP_EFAIL);
PyModule_AddIntMacro(glpk_module,GLP_EOBJLL);
PyModule_AddIntMacro(glpk_module,GLP_EOBJUL);
PyModule_AddIntMacro(glpk_module,GLP_EITLIM);
PyModule_AddIntMacro(glpk_module,GLP_ETMLIM);
PyModule_AddIntMacro(glpk_module,GLP_ENOPFS);
PyModule_AddIntMacro(glpk_module,GLP_ENODFS);
PyModule_AddIntMacro(glpk_module,GLP_EROOT);
PyModule_AddIntMacro(glpk_module,GLP_ESTOP);
PyModule_AddIntMacro(glpk_module,GLP_EMIPGAP);
PyModule_AddIntMacro(glpk_module,GLP_ENOFEAS);
PyModule_AddIntMacro(glpk_module,GLP_ENOCVG);
PyModule_AddIntMacro(glpk_module,GLP_EINSTAB);
PyModule_AddIntMacro(glpk_module,GLP_EDATA);
PyModule_AddIntMacro(glpk_module,GLP_ERANGE);
/* condition indicator: */
PyModule_AddIntMacro(glpk_module,GLP_KKT_PE);
PyModule_AddIntMacro(glpk_module,GLP_KKT_PB);
PyModule_AddIntMacro(glpk_module,GLP_KKT_DE);
PyModule_AddIntMacro(glpk_module,GLP_KKT_DB);
PyModule_AddIntMacro(glpk_module,GLP_KKT_CS);
/* MPS file format: */
PyModule_AddIntMacro(glpk_module,GLP_MPS_DECK);
PyModule_AddIntMacro(glpk_module,GLP_MPS_FILE);
/* simplex method control parameters */
/* message level: */
PyModule_AddIntMacro(glpk_module,GLP_MSG_OFF);
PyModule_AddIntMacro(glpk_module,GLP_MSG_ERR);
PyModule_AddIntMacro(glpk_module,GLP_MSG_ON);
PyModule_AddIntMacro(glpk_module,GLP_MSG_ALL);
PyModule_AddIntMacro(glpk_module,GLP_MSG_DBG);
/* simplex method option: */
PyModule_AddIntMacro(glpk_module,GLP_PRIMAL);
PyModule_AddIntMacro(glpk_module,GLP_DUALP);
PyModule_AddIntMacro(glpk_module,GLP_DUAL);
/* pricing technique: */
PyModule_AddIntMacro(glpk_module,GLP_PT_STD);
PyModule_AddIntMacro(glpk_module,GLP_PT_PSE);
/* ratio test technique: */
PyModule_AddIntMacro(glpk_module,GLP_RT_STD);
PyModule_AddIntMacro(glpk_module,GLP_RT_HAR);
/* interior-point solver control parameters */
/* ordering algorithm: */
PyModule_AddIntMacro(glpk_module,GLP_ORD_NONE);
PyModule_AddIntMacro(glpk_module,GLP_ORD_QMD);
PyModule_AddIntMacro(glpk_module,GLP_ORD_AMD);
PyModule_AddIntMacro(glpk_module,GLP_ORD_SYMAMD);
}
PyMODINIT_FUNC PyInit_glpk(void)
{
if (!(glpk_module = PyModule_Create(&glpk_module_def))) return NULL;
if (PyType_Ready(&iocp_t) < 0 || (PyType_Ready(&smcp_t) < 0)) return NULL;
/* Adding macros */
addglpkConstants();
/* Adding option lists as objects */
Py_INCREF(&smcp_t);
PyModule_AddObject(glpk_module,"smcp",(PyObject*)&smcp_t);
Py_INCREF(&iocp_t);
PyModule_AddObject(glpk_module,"iocp",(PyObject*)&iocp_t);
if (import_cvxopt() < 0) return NULL;
return glpk_module;
}
#else
PyMODINIT_FUNC initglpk(void)
{
glpk_module = Py_InitModule3("cvxopt.glpk", glpk_functions,
glpk__doc__);
if (PyType_Ready(&iocp_t) < 0 || (PyType_Ready(&smcp_t) < 0)) return NULL;
addglpkConstants();
Py_INCREF(&smcp_t);
PyModule_AddObject(glpk_module,"smcp",(PyObject*)&smcp_t);
Py_INCREF(&iocp_t);
PyModule_AddObject(glpk_module,"iocp",(PyObject*)&iocp_t);
if (import_cvxopt() < 0) return;
}
double solve_glp_grb(glp_prob *mip, wrapper_params *par){
GLPK_out = par->glp_out;
GRB_out = par->grb_out;
double obj_val;
/** GLPK: Generate Variable indexing **/
glp_create_index(mip);
/** GLPK: Generate LP **/
glp_write_mps(mip, GLP_MPS_FILE, NULL, "tmp.mps");
/************/
/** GUROBI **/
/************/
retGRB = GRBloadenv(&env, NULL);
if (retGRB || env == NULL)
{
fprintf(stderr, "Error: could not create environment\n");
exit(1);
}
retGRB = GRBsetintparam(env, "OutputFlag", GRB_out?1:0);
if (retGRB) freeMem();
//retGRB = GRBsetintparam(env, "Sensitivity", 1);
//if (retGRB) freeMem();
/** GUROBI: Read model **/
retGRB = GRBreadmodel(env, "tmp.mps", &model);
if (retGRB) freeMem();
/** Remove utility files from disk **/
//remove("tmp.mps");
/** GUROBI: Get environment **/
mipenv = GRBgetenv(model);
if (!mipenv) freeMem();
/** GUROBI: Set parameters **/
/** GUROBI: Ask for more precision **/
retGRB = GRBsetdblparam(mipenv, "FeasibilityTol", 10E-6);
if (retGRB) freeMem();
retGRB = GRBsetdblparam(mipenv, "IntFeasTol", 10E-5);
if (retGRB) freeMem();
retGRB = GRBsetdblparam(mipenv, "MIPgap", 10E-6);
if (retGRB) freeMem();
/* * Playing with gurobi parameters and attr*/
//gurobi_set_basis();
retGRB = GRBsetintparam(mipenv, "Cuts", 3);
if (retGRB) freeMem();
retGRB = GRBsetintparam(mipenv, "RootMethod", 1);
if (retGRB) freeMem();
retGRB = GRBsetintparam(mipenv, "Symmetry", -1);
if (retGRB) freeMem();
/** GUROBI: get numvars and numrows **/
retGRB = GRBgetintattr(model, "NumVars", &numvars);
if (retGRB) freeMem();
/** Test variable names */
for(int j=0;j<numvars;j++){
retGRB = GRBgetstrattrelement(model, "VarName", j, &nameGRB);
printf("GRB Var %d Name %s\n",j,nameGRB);
}
/** GUROBI: get model type **/
retGRB = GRBgetintattr(model, "IsMIP", &GRB_IsMIP);
if (retGRB) freeMem();
/** GUROBI: Optimize model **/
retGRB = GRBoptimize(model);
if (retGRB) freeMem();
/** GUROBI: Retreive the optimization status **/
GRBgetintattr(model, "Status", &retGRB);
switch(retGRB){
case GRB_OPTIMAL:
break;
case GRB_INFEASIBLE :
fprintf(stderr, "Error GRB optimization failed with code GRB_INFEASIBLE\n");
case GRB_INF_OR_UNBD :
fprintf(stderr, "Error GRB optimization failed with code GRB_INF_OR_UNBD \n");
case GRB_UNBOUNDED :
fprintf(stderr, "Error GRB optimization failed with code GRB_UNBOUNDED \n");
case GRB_CUTOFF :
fprintf(stderr, "Error GRB optimization failed with code GRB_CUTOFF \n");
case GRB_ITERATION_LIMIT :
fprintf(stderr, "Error GRB optimization failed with code GRB_ITERATION_LIMIT \n");
case GRB_NODE_LIMIT :
fprintf(stderr, "Error GRB optimization failed with code GRB_NODE_LIMIT \n");
case GRB_TIME_LIMIT :
fprintf(stderr, "Error GRB optimization failed with code GRB_TIME_LIMIT \n");
case GRB_SOLUTION_LIMIT :
fprintf(stderr, "Error GRB optimization failed with code GRB_SOLUTION_LIMIT \n");
case GRB_INTERRUPTED :
fprintf(stderr, "Error GRB optimization failed with code GRB_INTERRUPTED \n");
case GRB_SUBOPTIMAL :
fprintf(stderr, "Error GRB optimization failed with code GRB_SUBOPTIMAL \n");
case GRB_NUMERIC :
fprintf(stderr, "Error GRB optimization failed with code GRB_NUMERIC \n");
/** GUROBI: Quit in any case non optimal **/
freeMem();
}
/** GUROBI: Get obj function value **/
retGRB = GRBgetdblattr(model, "IntVio", &tmp);
if (retGRB) freeMem();
retGRB = GRBgetdblattr(model, "ObjBound", &bound);
if (retGRB) freeMem();
retGRB = GRBgetdblattr(model, "ObjVal", &tmp);
if (retGRB) freeMem();
/* ********************** */
obj_val = tmp;
/* ************ */
if (verbose) printf ("Objective %lf\n", tmp);
if (verbose) printf ("Best bound %lf\n", bound);
if (verbose) printf ("Absolute gap %lf\n", fabs(tmp - bound));
/** GUROBI: Get variable values **/
for (j = 0; j < numvars; ++j){
retGRB = GRBgetdblattrelement(model, "X", j, &tmp);
if (retGRB) freeMem();
retGRB = GRBgetstrattrelement(model, "VarName", j, &nameGRB);
printf("GRB Var %d Name %s\n",j,nameGRB);
if (retGRB) freeMem();
retGRB = GRBgetcharattrelement(model, "VType", j, &type);
if (retGRB) freeMem();
/** GLPK search variable index by name **/
col_index = glp_find_col(mip, nameGRB);
if (col_index != 0){
/** GLPK set variable bounds **/
if ((type == 'B') || (type == 'I')){
if (verbose) printf ("Variable %s is of type %c value %lf fixed to %lf\n", nameGRB, type, tmp, round(tmp));
glp_set_col_bnds(mip, col_index, GLP_FX, round(tmp), round(tmp));
}
else{
if (verbose) printf ("Variable %s is of type %c value %lf fixed to %lf\n", nameGRB, type, tmp, tmp);
glp_set_col_bnds(mip, col_index, GLP_FX, tmp, tmp);
}
}
}
if (GRB_IsMIP){
/** GLPK initialize parameters **/
iparm = (glp_iocp*) malloc(sizeof(glp_iocp));
glp_init_iocp(iparm);
iparm->presolve = GLP_ON;
iparm->mip_gap = glpk_iparm_mip_gap;
iparm->tol_int = glpk_iparm_tol_int;
iparm->tol_obj = glpk_iparm_tol_obj;
/** GLPK get the optimal integer solution **/
ret = glp_intopt(mip, iparm);
if (ret){
fprintf(stderr, "glp_intopt, Error on optimizing the model : %d \n", ret);
freeMem();
}
ret = glp_mip_status(mip);
switch (ret){
case GLP_OPT:
break;
case GLP_FEAS:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_FEAS, code %d\n", ret);
freeMem();
case GLP_NOFEAS:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_NOFEAS, code %d\n", ret);
freeMem();
case GLP_UNDEF:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_UNDEF, code %d\n", ret);
freeMem();
}
}
else{
/*GLPK initialize parameters */
parm = (glp_smcp*) malloc(sizeof(glp_smcp));
glp_init_smcp(parm);
parm->meth = GLP_DUALP;
parm->tol_bnd = 10E-4;
parm->tol_dj = 10E-4;
/* GLPK get the optimal basis */
//ret = glp_simplex(mip, parm);
if (ret){
fprintf(stderr, "glp_simplex, Error on optimizing the model : %d \n", ret);
freeMem();
}
ret = glp_get_status(mip);
switch (ret){
case GLP_OPT:
break;
case GLP_FEAS:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_FEAS, code %d\n", ret);
freeMem();
case GLP_INFEAS:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_INFEAS, code %d\n", ret);
freeMem();
case GLP_NOFEAS:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_NOFEAS, code %d\n", ret);
freeMem();
case GLP_UNBND:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_UNBND, code %d\n", ret);
freeMem();
case GLP_UNDEF:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_UNDEF, code %d\n", ret);
freeMem();
}
}
//GRBmodel *fmod = fixed_model(model);
//gurobi_sens_output(fmod, "/tmp/sens.sol");
GRBwrite(model, "/tmp/model.sol");
/** GUROBI: free structures **/
if (model) GRBfreemodel(model);
if (env) GRBfreeenv(env);
return obj_val;
}
int glp_intopt(glp_prob *P, const glp_iocp *parm)
{ /* solve MIP problem with the branch-and-bound method */
glp_iocp _parm;
int i, j, ret;
/* check problem object */
if (P == NULL || P->magic != GLP_PROB_MAGIC)
xerror("glp_intopt: P = %p; invalid problem object\n", P);
if (P->tree != NULL)
xerror("glp_intopt: operation not allowed\n");
/* check control parameters */
if (parm == NULL)
parm = &_parm, glp_init_iocp((glp_iocp *)parm);
if (!(parm->msg_lev == GLP_MSG_OFF ||
parm->msg_lev == GLP_MSG_ERR ||
parm->msg_lev == GLP_MSG_ON ||
parm->msg_lev == GLP_MSG_ALL ||
parm->msg_lev == GLP_MSG_DBG))
xerror("glp_intopt: msg_lev = %d; invalid parameter\n",
parm->msg_lev);
if (!(parm->br_tech == GLP_BR_FFV ||
parm->br_tech == GLP_BR_LFV ||
parm->br_tech == GLP_BR_MFV ||
parm->br_tech == GLP_BR_DTH ||
parm->br_tech == GLP_BR_PCH))
xerror("glp_intopt: br_tech = %d; invalid parameter\n",
parm->br_tech);
if (!(parm->bt_tech == GLP_BT_DFS ||
parm->bt_tech == GLP_BT_BFS ||
parm->bt_tech == GLP_BT_BLB ||
parm->bt_tech == GLP_BT_BPH))
xerror("glp_intopt: bt_tech = %d; invalid parameter\n",
parm->bt_tech);
if (!(0.0 < parm->tol_int && parm->tol_int < 1.0))
xerror("glp_intopt: tol_int = %g; invalid parameter\n",
parm->tol_int);
if (!(0.0 < parm->tol_obj && parm->tol_obj < 1.0))
xerror("glp_intopt: tol_obj = %g; invalid parameter\n",
parm->tol_obj);
if (parm->tm_lim < 0)
xerror("glp_intopt: tm_lim = %d; invalid parameter\n",
parm->tm_lim);
if (parm->out_frq < 0)
xerror("glp_intopt: out_frq = %d; invalid parameter\n",
parm->out_frq);
if (parm->out_dly < 0)
xerror("glp_intopt: out_dly = %d; invalid parameter\n",
parm->out_dly);
if (!(0 <= parm->cb_size && parm->cb_size <= 256))
xerror("glp_intopt: cb_size = %d; invalid parameter\n",
parm->cb_size);
if (!(parm->pp_tech == GLP_PP_NONE ||
parm->pp_tech == GLP_PP_ROOT ||
parm->pp_tech == GLP_PP_ALL))
xerror("glp_intopt: pp_tech = %d; invalid parameter\n",
parm->pp_tech);
if (parm->mip_gap < 0.0)
xerror("glp_intopt: mip_gap = %g; invalid parameter\n",
parm->mip_gap);
if (!(parm->mir_cuts == GLP_ON || parm->mir_cuts == GLP_OFF))
xerror("glp_intopt: mir_cuts = %d; invalid parameter\n",
parm->mir_cuts);
if (!(parm->gmi_cuts == GLP_ON || parm->gmi_cuts == GLP_OFF))
xerror("glp_intopt: gmi_cuts = %d; invalid parameter\n",
parm->gmi_cuts);
if (!(parm->cov_cuts == GLP_ON || parm->cov_cuts == GLP_OFF))
xerror("glp_intopt: cov_cuts = %d; invalid parameter\n",
parm->cov_cuts);
if (!(parm->clq_cuts == GLP_ON || parm->clq_cuts == GLP_OFF))
xerror("glp_intopt: clq_cuts = %d; invalid parameter\n",
parm->clq_cuts);
if (!(parm->presolve == GLP_ON || parm->presolve == GLP_OFF))
xerror("glp_intopt: presolve = %d; invalid parameter\n",
parm->presolve);
if (!(parm->binarize == GLP_ON || parm->binarize == GLP_OFF))
xerror("glp_intopt: binarize = %d; invalid parameter\n",
parm->binarize);
if (!(parm->fp_heur == GLP_ON || parm->fp_heur == GLP_OFF))
xerror("glp_intopt: fp_heur = %d; invalid parameter\n",
parm->fp_heur);
#if 1 /* 28/V-2010 */
if (!(parm->alien == GLP_ON || parm->alien == GLP_OFF))
xerror("glp_intopt: alien = %d; invalid parameter\n",
parm->alien);
#endif
#if 0 /* 11/VII-2013 */
/* integer solution is currently undefined */
P->mip_stat = GLP_UNDEF;
P->mip_obj = 0.0;
#else
if (!parm->use_sol)
P->mip_stat = GLP_UNDEF;
if (P->mip_stat == GLP_NOFEAS)
P->mip_stat = GLP_UNDEF;
if (P->mip_stat == GLP_UNDEF)
P->mip_obj = 0.0;
else if (P->mip_stat == GLP_OPT)
P->mip_stat = GLP_FEAS;
#endif
/* check bounds of double-bounded variables */
for (i = 1; i <= P->m; i++)
{ GLPROW *row = P->row[i];
if (row->type == GLP_DB && row->lb >= row->ub)
{ if (parm->msg_lev >= GLP_MSG_ERR)
xprintf("glp_intopt: row %d: lb = %g, ub = %g; incorrect"
" bounds\n", i, row->lb, row->ub);
ret = GLP_EBOUND;
goto done;
}
}
for (j = 1; j <= P->n; j++)
{ GLPCOL *col = P->col[j];
if (col->type == GLP_DB && col->lb >= col->ub)
{ if (parm->msg_lev >= GLP_MSG_ERR)
xprintf("glp_intopt: column %d: lb = %g, ub = %g; incorr"
"ect bounds\n", j, col->lb, col->ub);
ret = GLP_EBOUND;
goto done;
}
}
/* bounds of all integer variables must be integral */
for (j = 1; j <= P->n; j++)
{ GLPCOL *col = P->col[j];
if (col->kind != GLP_IV) continue;
if (col->type == GLP_LO || col->type == GLP_DB)
{ if (col->lb != floor(col->lb))
{ if (parm->msg_lev >= GLP_MSG_ERR)
xprintf("glp_intopt: integer column %d has non-intege"
"r lower bound %g\n", j, col->lb);
ret = GLP_EBOUND;
goto done;
}
}
if (col->type == GLP_UP || col->type == GLP_DB)
{ if (col->ub != floor(col->ub))
{ if (parm->msg_lev >= GLP_MSG_ERR)
xprintf("glp_intopt: integer column %d has non-intege"
"r upper bound %g\n", j, col->ub);
ret = GLP_EBOUND;
goto done;
}
}
if (col->type == GLP_FX)
{ if (col->lb != floor(col->lb))
{ if (parm->msg_lev >= GLP_MSG_ERR)
xprintf("glp_intopt: integer column %d has non-intege"
"r fixed value %g\n", j, col->lb);
ret = GLP_EBOUND;
goto done;
}
}
}
/* solve MIP problem */
if (parm->msg_lev >= GLP_MSG_ALL)
{ int ni = glp_get_num_int(P);
int nb = glp_get_num_bin(P);
char s[50];
xprintf("GLPK Integer Optimizer, v%s\n", glp_version());
xprintf("%d row%s, %d column%s, %d non-zero%s\n",
P->m, P->m == 1 ? "" : "s", P->n, P->n == 1 ? "" : "s",
P->nnz, P->nnz == 1 ? "" : "s");
if (nb == 0)
strcpy(s, "none of");
else if (ni == 1 && nb == 1)
strcpy(s, "");
else if (nb == 1)
strcpy(s, "one of");
else if (nb == ni)
strcpy(s, "all of");
else
sprintf(s, "%d of", nb);
xprintf("%d integer variable%s, %s which %s binary\n",
ni, ni == 1 ? "" : "s", s, nb == 1 ? "is" : "are");
}
#if 1 /* 28/V-2010 */
if (parm->alien)
{ /* use alien integer optimizer */
ret = _glp_intopt1(P, parm);
goto done;
}
#endif
if (!parm->presolve)
#if 0 /* 11/VII-2013 */
ret = solve_mip(P, parm);
#else
ret = solve_mip(P, parm, P, NULL);
#endif
else
/**
* Init the MLP problem solving component
*
* @param cfg the GNUNET_CONFIGURATION_Handle handle
* @param stats the GNUNET_STATISTICS handle
* @param max_duration maximum numbers of iterations for the LP/MLP Solver
* @param max_iterations maximum time limit for the LP/MLP Solver
* @return struct GAS_MLP_Handle * on success, NULL on fail
*/
struct GAS_MLP_Handle *
GAS_mlp_init (const struct GNUNET_CONFIGURATION_Handle *cfg,
const struct GNUNET_STATISTICS_Handle *stats,
struct GNUNET_TIME_Relative max_duration,
unsigned int max_iterations)
{
struct GAS_MLP_Handle * mlp = GNUNET_malloc (sizeof (struct GAS_MLP_Handle));
double D;
double R;
double U;
unsigned long long tmp;
unsigned int b_min;
unsigned int n_min;
struct GNUNET_TIME_Relative i_exec;
int c;
char * quota_out_str;
char * quota_in_str;
/* Init GLPK environment */
int res = glp_init_env();
switch (res) {
case 0:
GNUNET_log (GNUNET_ERROR_TYPE_DEBUG, "GLPK: `%s'\n",
"initialization successful");
break;
case 1:
GNUNET_log (GNUNET_ERROR_TYPE_DEBUG, "GLPK: `%s'\n",
"environment is already initialized");
break;
case 2:
GNUNET_log (GNUNET_ERROR_TYPE_ERROR, "Could not init GLPK: `%s'\n",
"initialization failed (insufficient memory)");
GNUNET_free(mlp);
return NULL;
break;
case 3:
GNUNET_log (GNUNET_ERROR_TYPE_ERROR, "Could not init GLPK: `%s'\n",
"initialization failed (unsupported programming model)");
GNUNET_free(mlp);
return NULL;
break;
default:
break;
}
/* Create initial MLP problem */
mlp->prob = glp_create_prob();
GNUNET_assert (mlp->prob != NULL);
mlp->BIG_M = (double) BIG_M_VALUE;
/* Get diversity coefficient from configuration */
if (GNUNET_OK == GNUNET_CONFIGURATION_get_value_size (cfg, "ats",
"COEFFICIENT_D",
&tmp))
D = (double) tmp / 100;
else
D = 1.0;
/* Get proportionality coefficient from configuration */
if (GNUNET_OK == GNUNET_CONFIGURATION_get_value_size (cfg, "ats",
"COEFFICIENT_R",
&tmp))
R = (double) tmp / 100;
else
R = 1.0;
/* Get utilization coefficient from configuration */
if (GNUNET_OK == GNUNET_CONFIGURATION_get_value_size (cfg, "ats",
"COEFFICIENT_U",
&tmp))
U = (double) tmp / 100;
else
U = 1.0;
/* Get quality metric coefficients from configuration */
int i_delay = -1;
int i_distance = -1;
int q[GNUNET_ATS_QualityPropertiesCount] = GNUNET_ATS_QualityProperties;
for (c = 0; c < GNUNET_ATS_QualityPropertiesCount; c++)
{
/* initialize quality coefficients with default value 1.0 */
mlp->co_Q[c] = 1.0;
mlp->q[c] = q[c];
if (q[c] == GNUNET_ATS_QUALITY_NET_DELAY)
i_delay = c;
if (q[c] == GNUNET_ATS_QUALITY_NET_DISTANCE)
i_distance = c;
}
if ((i_delay != -1) && (GNUNET_OK == GNUNET_CONFIGURATION_get_value_size (cfg, "ats",
"COEFFICIENT_QUALITY_DELAY",
&tmp)))
mlp->co_Q[i_delay] = (double) tmp / 100;
else
mlp->co_Q[i_delay] = 1.0;
if ((i_distance != -1) && (GNUNET_OK == GNUNET_CONFIGURATION_get_value_size (cfg, "ats",
"COEFFICIENT_QUALITY_DISTANCE",
&tmp)))
mlp->co_Q[i_distance] = (double) tmp / 100;
else
mlp->co_Q[i_distance] = 1.0;
/* Get minimum bandwidth per used address from configuration */
if (GNUNET_OK == GNUNET_CONFIGURATION_get_value_size (cfg, "ats",
"MIN_BANDWIDTH",
&tmp))
b_min = tmp;
else
{
b_min = ntohl (GNUNET_CONSTANTS_DEFAULT_BW_IN_OUT.value__);
}
/* Get minimum number of connections from configuration */
if (GNUNET_OK == GNUNET_CONFIGURATION_get_value_size (cfg, "ats",
"MIN_CONNECTIONS",
&tmp))
n_min = tmp;
else
n_min = 4;
/* Init network quotas */
int quotas[GNUNET_ATS_NetworkTypeCount] = GNUNET_ATS_NetworkType;
for (c = 0; c < GNUNET_ATS_NetworkTypeCount; c++)
{
mlp->quota_index[c] = quotas[c];
static char * entry_in = NULL;
static char * entry_out = NULL;
unsigned long long quota_in = 0;
unsigned long long quota_out = 0;
switch (quotas[c]) {
case GNUNET_ATS_NET_UNSPECIFIED:
entry_out = "UNSPECIFIED_QUOTA_OUT";
entry_in = "UNSPECIFIED_QUOTA_IN";
break;
case GNUNET_ATS_NET_LOOPBACK:
entry_out = "LOOPBACK_QUOTA_OUT";
entry_in = "LOOPBACK_QUOTA_IN";
break;
case GNUNET_ATS_NET_LAN:
entry_out = "LAN_QUOTA_OUT";
entry_in = "LAN_QUOTA_IN";
break;
case GNUNET_ATS_NET_WAN:
entry_out = "WAN_QUOTA_OUT";
entry_in = "WAN_QUOTA_IN";
break;
case GNUNET_ATS_NET_WLAN:
entry_out = "WLAN_QUOTA_OUT";
entry_in = "WLAN_QUOTA_IN";
break;
default:
break;
}
if ((entry_in == NULL) || (entry_out == NULL))
continue;
if (GNUNET_OK == GNUNET_CONFIGURATION_get_value_string(cfg, "ats", entry_out, "a_out_str))
{
if (0 == strcmp(quota_out_str, BIG_M_STRING) ||
(GNUNET_SYSERR == GNUNET_STRINGS_fancy_size_to_bytes (quota_out_str, "a_out)))
quota_out = mlp->BIG_M;
GNUNET_free (quota_out_str);
quota_out_str = NULL;
}
else if (GNUNET_ATS_NET_UNSPECIFIED == quotas[c])
{
quota_out = mlp->BIG_M;
}
else
{
quota_out = mlp->BIG_M;
}
if (GNUNET_OK == GNUNET_CONFIGURATION_get_value_string(cfg, "ats", entry_in, "a_in_str))
{
if (0 == strcmp(quota_in_str, BIG_M_STRING) ||
(GNUNET_SYSERR == GNUNET_STRINGS_fancy_size_to_bytes (quota_in_str, "a_in)))
quota_in = mlp->BIG_M;
GNUNET_free (quota_in_str);
quota_in_str = NULL;
}
else if (GNUNET_ATS_NET_UNSPECIFIED == quotas[c])
{
quota_in = mlp->BIG_M;
}
else
{
quota_in = mlp->BIG_M;
}
/* Check if defined quota could make problem unsolvable */
if (((n_min * b_min) > quota_out) && (GNUNET_ATS_NET_UNSPECIFIED != quotas[c]))
{
GNUNET_log (GNUNET_ERROR_TYPE_ERROR, "Inconsistent quota configuration value `%s': "
"outbound quota (%u Bps) too small for combination of minimum connections and minimum bandwidth per peer (%u * %u Bps = %u)\n", entry_out, quota_out, n_min, b_min, n_min * b_min);
GAS_mlp_done(mlp);
mlp = NULL;
return NULL;
}
GNUNET_log (GNUNET_ERROR_TYPE_DEBUG, "Found `%s' quota %llu and `%s' quota %llu\n",
entry_out, quota_out, entry_in, quota_in);
GNUNET_STATISTICS_update ((struct GNUNET_STATISTICS_Handle *) stats, entry_out, quota_out, GNUNET_NO);
GNUNET_STATISTICS_update ((struct GNUNET_STATISTICS_Handle *) stats, entry_in, quota_in, GNUNET_NO);
mlp->quota_out[c] = quota_out;
mlp->quota_in[c] = quota_in;
}
/* Get minimum number of connections from configuration */
if (GNUNET_OK == GNUNET_CONFIGURATION_get_value_time (cfg, "ats",
"ATS_EXEC_INTERVAL",
&i_exec))
mlp->exec_interval = i_exec;
else
mlp->exec_interval = GNUNET_TIME_relative_multiply(GNUNET_TIME_UNIT_SECONDS, 30);
mlp->stats = (struct GNUNET_STATISTICS_Handle *) stats;
mlp->max_iterations = max_iterations;
mlp->max_exec_duration = max_duration;
mlp->auto_solve = GNUNET_YES;
/* Redirect GLPK output to GNUnet logging */
glp_error_hook((void *) mlp, &mlp_term_hook);
/* Init LP solving parameters */
glp_init_smcp(&mlp->control_param_lp);
mlp->control_param_lp.msg_lev = GLP_MSG_OFF;
#if VERBOSE_GLPK
mlp->control_param_lp.msg_lev = GLP_MSG_ALL;
#endif
mlp->control_param_lp.it_lim = max_iterations;
mlp->control_param_lp.tm_lim = max_duration.rel_value;
/* Init MLP solving parameters */
glp_init_iocp(&mlp->control_param_mlp);
mlp->control_param_mlp.msg_lev = GLP_MSG_OFF;
#if VERBOSE_GLPK
mlp->control_param_mlp.msg_lev = GLP_MSG_ALL;
#endif
mlp->control_param_mlp.tm_lim = max_duration.rel_value;
mlp->last_execution = GNUNET_TIME_UNIT_FOREVER_ABS;
mlp->co_D = D;
mlp->co_R = R;
mlp->co_U = U;
mlp->b_min = b_min;
mlp->n_min = n_min;
mlp->m_q = GNUNET_ATS_QualityPropertiesCount;
mlp->semaphore = GNUNET_NO;
return mlp;
}
int main(int argc, char** argv)
{
/*==================================================*/
/* Variables */
data d;
int* M;
/* GLPK */
int *ia, *ja;
double *ar;
double z;
double *x;
int notZeroCount;
/* Misc */
int i, pos;
/* Check up */
if(argc != 2)
{
printf("ERROR : no data file !\n");
exit(1);
}
/* Initialization */
filereader(argv[1], &d);
if(d.nbjour < 1)
{
printf("Obvious...\n");
return 0;
}
M = (int*) malloc ((d.nbjour +1)* sizeof(int));
M[d.nbjour] = d.d[d.nbjour];
for (i = d.nbjour-1; i >=0; --i)
{
M[i] = d.d[i] + M[i+1];
}
/* Problem creation*/
glp_prob *prob;
prob = glp_create_prob();
glp_set_prob_name(prob, "ULS");
glp_set_obj_dir(prob, GLP_MIN);
glp_smcp parm;
glp_init_smcp(&parm);
parm.msg_lev = GLP_MSG_OFF;
glp_iocp parmip;
glp_init_iocp(&parmip);
parmip.msg_lev = GLP_MSG_OFF;
/* Number of constraints : 2 * nbjour +2 */
glp_add_rows(prob, 2*d.nbjour +2);
for (i = 1; i <= d.nbjour; ++i)
{
glp_set_row_bnds(prob, i, GLP_FX, d.d[i], d.d[i]);
}
for (i = d.nbjour+1; i <= 2*d.nbjour; ++i)
{
glp_set_row_bnds(prob, i, GLP_LO, 0, 0);
}
glp_set_row_bnds(prob, 2*d.nbjour+1, GLP_FX, 0.0, 0.0);
glp_set_row_bnds(prob, 2*d.nbjour+2, GLP_FX, 0.0, 0.0);
/* Number of variables : 3*(nbjour +1)*/
glp_add_cols(prob, 3*(d.nbjour+1));
for (i = 0; i < d.nbjour +1; ++i)
{
glp_set_col_bnds(prob, i*3 +1, GLP_LO, 0.0, 0.0);
glp_set_col_bnds(prob, i*3 +2, GLP_LO, 0.0, 0.0);
glp_set_col_bnds(prob, i*3 +3, GLP_DB, 0.0, 1.0);
}
for (i = 1; i <= 3*(d.nbjour+1); ++i)
{
glp_set_col_kind(prob, i, GLP_CV);
}
/* Coefficients of the economic function */
glp_set_obj_coef(prob, 1, 0);
glp_set_obj_coef(prob, 2, 0);
glp_set_obj_coef(prob, 3, 0);
for (i = 1; i <=d.nbjour; ++i)
{
glp_set_obj_coef(prob, 3*i+1, d.p[i]);
glp_set_obj_coef(prob, 3*i+2, d.h[i]);
glp_set_obj_coef(prob, 3*i+3, d.f[i]);
}
/* Matrix */
notZeroCount = 5 * d.nbjour + 2;
ia = (int *) malloc ((1+notZeroCount) * sizeof(int));
ja = (int *) malloc ((1+notZeroCount) * sizeof(int));
ar = (double *) malloc ((1+notZeroCount) * sizeof(double));
pos = 1;
for (i = 1; i <= d.nbjour; ++i)
{
ia[pos] = i;
ia[pos+1] = i;
ia[pos+2] = i;
ja[pos] = i*3-1;
ja[pos+1] = i*3+1;
ja[pos+2] = i*3+2;
ar[pos] = 1.0;
ar[pos+1] = 1.0;
ar[pos+2] = -1.0;
pos += 3;
}
for (i = 1; i <= d.nbjour; ++i)
{
ia[pos] = i + d.nbjour;
ia[pos+1] = i + d.nbjour;
ja[pos] = i*3+1;
ja[pos+1] = i*3+3;
ar[pos] = -1.0;
ar[pos+1] = M[i];
pos += 2;
}
ia[pos] = 2*d.nbjour +1;
ia[pos+1] = 2 * d.nbjour+2;
ja[pos] = 3*(d.nbjour+1)-1;
ja[pos+1] = 2;
ar[pos] = 1.0;
ar[pos+1] = 1.0;
pos += 2;
glp_load_matrix(prob, notZeroCount, ia, ja , ar);
/* Writing in a file */
glp_write_lp(prob, NULL, "ULS.lp");
/* Branch and bound */
node* res = branchAndBound(prob);
displayNode(res);
}
int glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn,
double *a, double *b, char *ctype, int *freeLB, double *lb,
int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver,
int save_pb, char *save_filename, char *filetype,
double *xmin, double *fmin, double *status,
double *lambda, double *redcosts, double *time, double *mem)
{
int typx = 0;
int method;
clock_t t_start = clock();
//Redirect standard output
if (glpIntParam[0] > 1) glp_term_hook (glpk_print_hook, NULL);
else glp_term_hook (NULL, NULL);
//-- Create an empty LP/MILP object
LPX *lp = lpx_create_prob ();
//-- Set the sense of optimization
if (sense == 1)
glp_set_obj_dir (lp, GLP_MIN);
else
glp_set_obj_dir (lp, GLP_MAX);
//-- Define the number of unknowns and their domains.
glp_add_cols (lp, n);
for (int i = 0; i < n; i++)
{
//-- Define type of the structural variables
if (! freeLB[i] && ! freeUB[i]) {
if ( lb[i] == ub[i] )
glp_set_col_bnds (lp, i+1, GLP_FX, lb[i], ub[i]);
else
glp_set_col_bnds (lp, i+1, GLP_DB, lb[i], ub[i]);
}
else
{
if (! freeLB[i] && freeUB[i])
glp_set_col_bnds (lp, i+1, GLP_LO, lb[i], ub[i]);
else
{
if (freeLB[i] && ! freeUB[i])
glp_set_col_bnds (lp, i+1, GLP_UP, lb[i], ub[i]);
else
glp_set_col_bnds (lp, i+1, GLP_FR, lb[i], ub[i]);
}
}
// -- Set the objective coefficient of the corresponding
// -- structural variable. No constant term is assumed.
glp_set_obj_coef(lp,i+1,c[i]);
if (isMIP)
glp_set_col_kind (lp, i+1, vartype[i]);
}
glp_add_rows (lp, m);
for (int i = 0; i < m; i++)
{
/* If the i-th row has no lower bound (types F,U), the
corrispondent parameter will be ignored.
If the i-th row has no upper bound (types F,L), the corrispondent
parameter will be ignored.
If the i-th row is of S type, the i-th LB is used, but
the i-th UB is ignored.
*/
switch (ctype[i])
{
case 'F': typx = GLP_FR; break;
// upper bound
case 'U': typx = GLP_UP; break;
// lower bound
case 'L': typx = GLP_LO; break;
// fixed constraint
case 'S': typx = GLP_FX; break;
// double-bounded variable
case 'D': typx = GLP_DB; break;
}
if ( typx == GLP_DB && -b[i] < b[i]) {
glp_set_row_bnds (lp, i+1, typx, -b[i], b[i]);
}
else if(typx == GLP_DB && -b[i] == b[i]) {
glp_set_row_bnds (lp, i+1, GLP_FX, b[i], b[i]);
}
else {
// this should be glp_set_row_bnds (lp, i+1, typx, -b[i], b[i]);
glp_set_row_bnds (lp, i+1, typx, b[i], b[i]);
}
}
// Load constraint matrix A
glp_load_matrix (lp, nz, rn, cn, a);
// Save problem
if (save_pb) {
if (!strcmp(filetype,"cplex")){
if (glp_write_lp (lp, NULL, save_filename) != 0) {
mexErrMsgTxt("glpk: unable to write the problem");
longjmp (mark, -1);
}
}else{
if (!strcmp(filetype,"fixedmps")){
if (glp_write_mps (lp, GLP_MPS_DECK, NULL, save_filename) != 0) {
mexErrMsgTxt("glpk: unable to write the problem");
longjmp (mark, -1);
}
}else{
if (!strcmp(filetype,"freemps")){
if (glp_write_mps (lp, GLP_MPS_FILE, NULL, save_filename) != 0) {
mexErrMsgTxt("glpk: unable to write the problem");
longjmp (mark, -1);
}
}else{// plain text
if (lpx_print_prob (lp, save_filename) != 0) {
mexErrMsgTxt("glpk: unable to write the problem");
longjmp (mark, -1);
}
}
}
}
}
//-- scale the problem data (if required)
if (! glpIntParam[16] || lpsolver != 1) {
switch ( glpIntParam[1] ) {
case ( 0 ): glp_scale_prob( lp, GLP_SF_SKIP ); break;
case ( 1 ): glp_scale_prob( lp, GLP_SF_GM ); break;
case ( 2 ): glp_scale_prob( lp, GLP_SF_EQ ); break;
case ( 3 ): glp_scale_prob( lp, GLP_SF_AUTO ); break;
case ( 4 ): glp_scale_prob( lp, GLP_SF_2N ); break;
default :
mexErrMsgTxt("glpk: unrecognized scaling option");
longjmp (mark, -1);
}
}
else {
/* do nothing? or unscale?
glp_unscale_prob( lp );
*/
}
//-- build advanced initial basis (if required)
if (lpsolver == 1 && ! glpIntParam[16])
glp_adv_basis (lp, 0);
glp_smcp sParam;
glp_init_smcp(&sParam);
//-- set control parameters for simplex/exact method
if (lpsolver == 1 || lpsolver == 3){
//remap of control parameters for simplex method
sParam.msg_lev=glpIntParam[0]; // message level
// simplex method: primal/dual
switch ( glpIntParam[2] ) {
case 0: sParam.meth=GLP_PRIMAL; break;
case 1: sParam.meth=GLP_DUAL; break;
case 2: sParam.meth=GLP_DUALP; break;
default:
mexErrMsgTxt("glpk: unrecognized primal/dual method");
longjmp (mark, -1);
}
// pricing technique
if (glpIntParam[3]==0) sParam.pricing=GLP_PT_STD;
else sParam.pricing=GLP_PT_PSE;
// ratio test
if (glpIntParam[20]==0) sParam.r_test = GLP_RT_STD;
else sParam.r_test=GLP_RT_HAR;
//tollerances
sParam.tol_bnd=glpRealParam[1]; // primal feasible tollerance
sParam.tol_dj=glpRealParam[2]; // dual feasible tollerance
sParam.tol_piv=glpRealParam[3]; // pivot tollerance
sParam.obj_ll=glpRealParam[4]; // lower limit
sParam.obj_ul=glpRealParam[5]; // upper limit
// iteration limit
if (glpIntParam[5]==-1) sParam.it_lim=INT_MAX;
else sParam.it_lim=glpIntParam[5];
// time limit
if (glpRealParam[6]==-1) sParam.tm_lim=INT_MAX;
else sParam.tm_lim=(int) glpRealParam[6];
sParam.out_frq=glpIntParam[7]; // output frequency
sParam.out_dly=(int) glpRealParam[7]; // output delay
// presolver
if (glpIntParam[16]) sParam.presolve=GLP_ON;
else sParam.presolve=GLP_OFF;
}else{
for(int i = 0; i < NIntP; i++) {
// skip assinging ratio test or
if ( i == 18 || i == 20) continue;
lpx_set_int_parm (lp, IParam[i], glpIntParam[i]);
}
for (int i = 0; i < NRealP; i++) {
lpx_set_real_parm (lp, RParam[i], glpRealParam[i]);
}
}
//set MIP params if MIP....
glp_iocp iParam;
glp_init_iocp(&iParam);
if ( isMIP ){
method = 'I';
switch (glpIntParam[0]) { //message level
case 0: iParam.msg_lev = GLP_MSG_OFF; break;
case 1: iParam.msg_lev = GLP_MSG_ERR; break;
case 2: iParam.msg_lev = GLP_MSG_ON; break;
case 3: iParam.msg_lev = GLP_MSG_ALL; break;
default: mexErrMsgTxt("glpk: msg_lev bad param");
}
switch (glpIntParam[14]) { //branching param
case 0: iParam.br_tech = GLP_BR_FFV; break;
case 1: iParam.br_tech = GLP_BR_LFV; break;
case 2: iParam.br_tech = GLP_BR_MFV; break;
case 3: iParam.br_tech = GLP_BR_DTH; break;
default: mexErrMsgTxt("glpk: branch bad param");
}
switch (glpIntParam[15]) { //backtracking heuristic
case 0: iParam.bt_tech = GLP_BT_DFS; break;
case 1: iParam.bt_tech = GLP_BT_BFS; break;
case 2: iParam.bt_tech = GLP_BT_BLB; break;
case 3: iParam.bt_tech = GLP_BT_BPH; break;
default: mexErrMsgTxt("glpk: backtrack bad param");
}
if ( glpRealParam[8] > 0.0 && glpRealParam[8] < 1.0 )
iParam.tol_int = glpRealParam[8]; // absolute tolorence
else
mexErrMsgTxt("glpk: tolint must be between 0 and 1");
iParam.tol_obj = glpRealParam[9]; // relative tolarence
iParam.mip_gap = glpRealParam[10]; // realative gap tolerance
// set time limit for mip
if ( glpRealParam[6] < 0.0 || glpRealParam[6] > 1e6 )
iParam.tm_lim = INT_MAX;
else
iParam.tm_lim = (int)(1000.0 * glpRealParam[6] );
// Choose Cutsets for mip
// shut all cuts off, then start over....
iParam.gmi_cuts = GLP_OFF;
iParam.mir_cuts = GLP_OFF;
iParam.cov_cuts = GLP_OFF;
iParam.clq_cuts = GLP_OFF;
switch( glpIntParam[17] ) {
case 0: break;
case 1: iParam.gmi_cuts = GLP_ON; break;
case 2: iParam.mir_cuts = GLP_ON; break;
case 3: iParam.cov_cuts = GLP_ON; break;
case 4: iParam.clq_cuts = GLP_ON; break;
case 5: iParam.clq_cuts = GLP_ON;
iParam.gmi_cuts = GLP_ON;
iParam.mir_cuts = GLP_ON;
iParam.cov_cuts = GLP_ON;
iParam.clq_cuts = GLP_ON; break;
default: mexErrMsgTxt("glpk: cutset bad param");
}
switch( glpIntParam[18] ) { // pre-processing for mip
case 0: iParam.pp_tech = GLP_PP_NONE; break;
case 1: iParam.pp_tech = GLP_PP_ROOT; break;
case 2: iParam.pp_tech = GLP_PP_ALL; break;
default: mexErrMsgTxt("glpk: pprocess bad param");
}
if (glpIntParam[16]) iParam.presolve=GLP_ON;
else iParam.presolve=GLP_OFF;
if (glpIntParam[19]) iParam.binarize = GLP_ON;
else iParam.binarize = GLP_OFF;
}
else {
/* Choose simplex method ('S')
or interior point method ('T')
or Exact method ('E')
to solve the problem */
switch (lpsolver) {
case 1: method = 'S'; break;
case 2: method = 'T'; break;
case 3: method = 'E'; break;
default:
mexErrMsgTxt("glpk: lpsolver != lpsolver");
longjmp (mark, -1);
}
}
// now run the problem...
int errnum = 0;
switch (method) {
case 'I':
errnum = glp_intopt( lp, &iParam );
errnum += 200; //this is to avoid ambiguity in the return codes.
break;
case 'S':
errnum = glp_simplex(lp, &sParam);
errnum += 100; //this is to avoid ambiguity in the return codes.
break;
case 'T':
errnum = glp_interior(lp, NULL );
errnum += 300; //this is to avoid ambiguity in the return codes.
break;
case 'E':
errnum = glp_exact(lp, &sParam);
errnum += 100; //this is to avoid ambiguity in the return codes.
break;
default: /*xassert (method != method); */
mexErrMsgTxt("glpk: method != method");
longjmp (mark, -1);
}
if (errnum==100 || errnum==200 || errnum==300 || errnum==106 || errnum==107 || errnum==108 || errnum==109 || errnum==209 || errnum==214 || errnum==308) {
// Get status and object value
if (isMIP) {
*status = glp_mip_status (lp);
*fmin = glp_mip_obj_val (lp);
}
else {
if (lpsolver == 1 || lpsolver == 3) {
*status = glp_get_status (lp);
*fmin = glp_get_obj_val (lp);
}
else {
*status = glp_ipt_status (lp);
*fmin = glp_ipt_obj_val (lp);
}
}
// Get optimal solution (if exists)
if (isMIP) {
for (int i = 0; i < n; i++)
xmin[i] = glp_mip_col_val (lp, i+1);
}
else {
/* Primal values */
for (int i = 0; i < n; i++) {
if (lpsolver == 1 || lpsolver == 3)
xmin[i] = glp_get_col_prim (lp, i+1);
else
xmin[i] = glp_ipt_col_prim (lp, i+1);
}
/* Dual values */
for (int i = 0; i < m; i++) {
if (lpsolver == 1 || lpsolver == 3)
lambda[i] = glp_get_row_dual (lp, i+1);
else
lambda[i] = glp_ipt_row_dual (lp, i+1);
}
/* Reduced costs */
for (int i = 0; i < glp_get_num_cols (lp); i++) {
if (lpsolver == 1 || lpsolver == 3)
redcosts[i] = glp_get_col_dual (lp, i+1);
else
redcosts[i] = glp_ipt_col_dual (lp, i+1);
}
}
*time = (clock () - t_start) / CLOCKS_PER_SEC;
size_t tpeak;
glp_mem_usage(NULL, NULL, NULL, &tpeak);
*mem=((double) tpeak) / (1024);
lpx_delete_prob(lp);
return 0;
}
else {
// printf("errnum is %d\n", errnum);
}
lpx_delete_prob(lp);
/* this shouldn't be nessiary with glp_deleted_prob, but try it
if we have weird behavior again... */
glp_free_env();
*status = errnum;
return errnum;
}
int main()
{
// Variáveis auxiliares
int i, j, constraintNumber, *constraintIndices;
double *constraintCoefficients;
// Aloca os vetores utilizados para criar as restrições do problema
// ***********************************************************************************************
// ATENÇÃO ===> É importante dizer que estes vetores serão utilizados da posição 1 em diante
// Ou seja, no GLPK você aloca uma posição a mais e descarta a posição 0 dos vetores.
// ***********************************************************************************************
constraintIndices = (int*)malloc((n+1)*sizeof(int));
constraintCoefficients = (double*)malloc((n+1)*sizeof(double));
// Cria um modelo com nenhuma variável e nenhuma restrição
glp_prob *model = glp_create_prob();
// Define o sentido da otimização que, para este problema, é minimização
glp_set_obj_dir(model, GLP_MIN);
// Cria as variáveis (colunas) no modelo
// Para este problema são necessárias n*n variáveis
// Estas n*n variáveis são definidas pelo GLPK através dos indices que vão de 1 até n*n (x1, x2, ..., x(n*n))
// Portanto, neste momento é importante determinar qual variável no GLPK (índice) representará qual variável x[i,j]
// Para tanto, fazemos o mapeamento das variáveis x[i,j] utilizando a fórmula (i-1)*n + j
// Isto é, a variável x[i,j] será representada pela variável de índice (i-1)*n + j no modelo do GLPK
// Note que é imprescindível que cada índice (variável do GLPK) seja associado a no máximo uma variável x[i,j]
// Caso contrário, uma variável do GLPK pode representar duas variáveis x[i,j] diferentes que assumem valores distintos nas soluções ótimas
// Neste caso, o modelo estará incorreto
glp_add_cols(model, n*n);
// Ajuste dos tipos, limitantes e coeficientes da função objetivo das variáveis do modelo
for (i = 1; i <= n; i++)
for (j = 1; j <= n; j++)
{
// Define o tipo da variável como sendo binária (em outros modelos poderia ser contínua (GLP_CV) ou inteira (GLP_IV))
glp_set_col_kind(model, (i-1)*n + j, GLP_BV);
// Define o limitante inferior (0) e superior (1) da variável
// Consultem no manual as outras forma para definir apenas o limitante inferior ou superior
glp_set_col_bnds(model, (i-1)*n + j, GLP_DB, 0.0, 1.0);
// Define o coeficiente da variável na função objetivo
glp_set_obj_coef(model, (i-1)*n + j, c[i-1][j-1]);
}
// Cria no modelo 2n restrições (linhas) nulas (com os coeficientes e limitantes zerados)
// Ou seja, neste momento é criada uma matriz de zeros que correspondem aos coeficientes das restrições do modelo
// O próximo passo será modificar esta matriz de tal forma que ela represente as restrições do problema descrito
glp_add_rows(model, 2*n);
// Esta variável define qual das restrições (qual linha da matriz de coeficientes) estamos modificando
// ************************************************************************************************************
// ATENÇÃO: perceba que as restrições (linhas), assim como as variáveis (colunas), são indexadas a partir de 1.
// ************************************************************************************************************
constraintNumber = 1;
// Preenchimento das restrições limitando a soma das linhas:
// sum{j in 1..n} w[i,j]*x[i,j] <= u[i] para i in 1..n
for (i = 1; i <= n; i++)
{
// Define o limite superior (RHS) da restrição
glp_set_row_bnds(model, constraintNumber, GLP_UP, 0.0, u[i-1]);
for (j = 1; j <= n; j++)
{
// Ajusta o índice da variável que será informado à rotina do GLPK
constraintIndices[j] = (i-1)*n + j;
// Ajusta o coeficiente da variável cujo índice foi definido na linha anterior para ser informado ao GLPK
// ******************************************************************************************************
// ATENÇÃO: perceba que na matriz w os índices e colunas são indexados a partir de ZERO !
// ******************************************************************************************************
constraintCoefficients[j] = w[i-1][j-1];
}
// Passa ao GLPK a restrição que acabou de ser definida nos vetores constraintIndices e constraintCoefficients
glp_set_mat_row(model, constraintNumber, n, constraintIndices, constraintCoefficients);
// atualiza o indice da próxima restrição a ser inserida
constraintNumber++;
}
// Preenchimento das restrições limitando a soma das colunas:
// sum{i in 1..n} w[i,j]*x[i,j] >= l[i] para j in 1..n
for (j = 1; j <= n; j++)
{
// Define o limite inferior (RHS) da restrição
glp_set_row_bnds(model, constraintNumber, GLP_LO, l[j-1], 0.0);
for (i = 1; i <= n; i++)
{
// Ajusta o índice da variável que será informado a rotina do GLPK
constraintIndices[i] = (i-1)*n + j;
// Ajusta o coeficiente da variável cujo índice foi definido na linha anterior para ser informado ao GLPK
constraintCoefficients[i] = w[i-1][j-1];
}
// Passa ao GLPK a restrição que acabou de ser definida nos vetores constraintIndices e constraintCoefficients
glp_set_mat_row(model, constraintNumber, n, constraintIndices, constraintCoefficients);
// atualiza o indice da próxima restrição a ser inserida
constraintNumber++;
}
// Define os parâmetros que serão passados ao resolvedor
glp_iocp param;
glp_init_iocp(¶m);
// Ativa o presolver
param.presolve = GLP_ON;
// Resolve o modelo
int status = glp_intopt(model, ¶m);
// Verifica se houve algum erro durante a otimização
if (status)
{
printf("Ocorreu um erro durante o processo de otimizacao.\n");
}
else
{
// Verifica se o método encontrou uma solução
status = glp_mip_status(model);
if ((status == GLP_OPT) || (status == GLP_FEAS))
{
// Imprime a solução encontrada
if (status == GLP_OPT)
printf("Solucao otima encontrada!\n");
else
printf("A solucao encontrada pode nao ser otima!\n");
printf("Custo da solucao: %f\n", glp_mip_obj_val(model));
for (i = 1; i <= n; i++)
{
for (j = 1; j <= n; j++)
printf("%f ", glp_mip_col_val(model, (i-1)*n + j));
printf("\n");
}
}
else
{
printf("Nenhuma solucao foi encontrada!\n");
}
}
// Desaloca os vetores
free(constraintIndices);
free(constraintCoefficients);
return 0;
}
extern void* jl_glpkw__iocp_init()
{
glp_iocp * iocp = calloc(1, sizeof(glp_iocp));
glp_init_iocp(iocp);
return (void*) iocp;
}
void inline instrumentert::instrument_minimum_interference_inserter(
const std::set<event_grapht::critical_cyclet>& set_of_cycles)
{
/* Idea:
We solve this by a linear programming approach,
using for instance glpk lib.
Input: the edges to instrument E, the cycles C_j
Pb: min sum_{e_i in E} d(e_i).x_i
s.t. for all j, sum_{e_i in C_j} >= 1,
where e_i is a pair to potentially instrument,
x_i is a Boolean stating whether we instrument
e_i, and d() is the cost of an instrumentation.
Output: the x_i, saying which pairs to instrument
For this instrumentation, we propose:
d(poW*)=1
d(poRW)=d(rfe)=2
d(poRR)=3
This function can be refined with the actual times
we get in experimenting the different pairs in a
single IRIW.
*/
#ifdef HAVE_GLPK
/* first, identify all the unsafe pairs */
std::set<event_grapht::critical_cyclet::delayt> edges;
for(std::set<event_grapht::critical_cyclet>::iterator
C_j=set_of_cycles.begin();
C_j!=set_of_cycles.end();
++C_j)
for(std::set<event_grapht::critical_cyclet::delayt>::const_iterator e_i=
C_j->unsafe_pairs.begin();
e_i!=C_j->unsafe_pairs.end();
++e_i)
edges.insert(*e_i);
glp_prob* lp;
glp_iocp parm;
glp_init_iocp(&parm);
parm.msg_lev=GLP_MSG_OFF;
parm.presolve=GLP_ON;
lp=glp_create_prob();
glp_set_prob_name(lp, "instrumentation optimisation");
glp_set_obj_dir(lp, GLP_MIN);
message.debug() << "edges: "<<edges.size()<<" cycles:"<<set_of_cycles.size()
<< messaget::eom;
/* sets the variables and coefficients */
glp_add_cols(lp, edges.size());
unsigned i=0;
for(std::set<event_grapht::critical_cyclet::delayt>::iterator
e_i=edges.begin();
e_i!=edges.end();
++e_i)
{
++i;
std::string name="e_"+i2string(i);
glp_set_col_name(lp, i, name.c_str());
glp_set_col_bnds(lp, i, GLP_LO, 0.0, 0.0);
glp_set_obj_coef(lp, i, cost(*e_i));
glp_set_col_kind(lp, i, GLP_BV);
}
/* sets the constraints (soundness): one per cycle */
glp_add_rows(lp, set_of_cycles.size());
i=0;
for(std::set<event_grapht::critical_cyclet>::iterator
C_j=set_of_cycles.begin();
C_j!=set_of_cycles.end();
++C_j)
{
++i;
std::string name="C_"+i2string(i);
glp_set_row_name(lp, i, name.c_str());
glp_set_row_bnds(lp, i, GLP_LO, 1.0, 0.0); /* >= 1*/
}
const unsigned mat_size=set_of_cycles.size()*edges.size();
message.debug() << "size of the system: " << mat_size
<< messaget::eom;
int* imat=(int*)malloc(sizeof(int)*(mat_size+1));
int* jmat=(int*)malloc(sizeof(int)*(mat_size+1));
double* vmat=(double*)malloc(sizeof(double)*(mat_size+1));
/* fills the constraints coeff */
/* tables read from 1 in glpk -- first row/column ignored */
unsigned col=1;
unsigned row=1;
i=1;
for(std::set<event_grapht::critical_cyclet::delayt>::iterator
e_i=edges.begin();
e_i!=edges.end();
++e_i)
{
row=1;
for(std::set<event_grapht::critical_cyclet>::iterator
C_j=set_of_cycles.begin();
C_j!=set_of_cycles.end();
++C_j)
{
imat[i]=row;
jmat[i]=col;
if(C_j->unsafe_pairs.find(*e_i)!=C_j->unsafe_pairs.end())
vmat[i]=1.0;
else
vmat[i]=0.0;
++i;
++row;
}
++col;
}
#ifdef DEBUG
for(i=1; i<=mat_size; ++i)
message.statistics() <<i<<"["<<imat[i]<<","<<jmat[i]<<"]="<<vmat[i]
<< messaget::eom;
#endif
/* solves MIP by branch-and-cut */
glp_load_matrix(lp, mat_size, imat, jmat, vmat);
glp_intopt(lp, &parm);
/* loads results (x_i) */
message.statistics() << "minimal cost: " << glp_mip_obj_val(lp)
<< messaget::eom;
i=0;
for(std::set<event_grapht::critical_cyclet::delayt>::iterator
e_i=edges.begin();
e_i!=edges.end();
++e_i)
{
++i;
if(glp_mip_col_val(lp, i)>=1)
{
const abstract_eventt& first_ev=egraph[e_i->first];
var_to_instr.insert(first_ev.variable);
id2loc.insert(
std::pair<irep_idt,source_locationt>(first_ev.variable,first_ev.source_location));
if(!e_i->is_po)
{
const abstract_eventt& second_ev=egraph[e_i->second];
var_to_instr.insert(second_ev.variable);
id2loc.insert(
std::pair<irep_idt,source_locationt>(second_ev.variable,second_ev.source_location));
}
}
}
glp_delete_prob(lp);
free(imat);
free(jmat);
free(vmat);
#else
throw "Sorry, minimum interference option requires glpk; "
"please recompile goto-instrument with glpk.";
#endif
}
void ILP::sample() {
PPReader& reader = handler->get_reader();
// Read in all the data to this->data
point *p;
while ((p = reader.get())) {
data.push_back(*p);
}
delete p;
// Encode the problem into ILP
uint N = data.size();
glp_prob *lp = glp_create_prob();
glp_set_obj_dir(lp, GLP_MIN);
glp_add_rows(lp, 1 + 3*N*(N-1)/2);
glp_add_cols(lp, N + N*(N-1)/2);
vector<int> ia(1, 0);
vector<int> ja(1, 0);
vector<double> ar(1, 0.0);
for (uint i = 1; i <= N; i++) {
glp_set_obj_coef(lp, i, 0);
glp_set_col_bnds(lp, i, GLP_DB, 0.0, 1.0);
glp_set_col_kind(lp, i, GLP_BV);
}
for (uint i = 1; i <= N; i++) {
ia.push_back(1);
ja.push_back(i);
ar.push_back(1.0);
}
glp_set_row_bnds(lp, 1, GLP_FX, K, K);
// Set:
// 1. coefficient for objective
// 2. row bounds
// 3. column bounds
// 4. coefficient matrix for constraints
uint k = 1;
for (uint i = 1; i <= N-1; i++) {
for (uint j = i+1; j <= N; j++) {
point a = data[i-1];
point b = data[j-1];
// object coefficient and column bounds
double l = handler->loss(handler->dist(a, b));
glp_set_obj_coef(lp, N+k, l);
glp_set_col_bnds(lp, N+k, GLP_DB, 0.0, 1.0);
glp_set_col_kind(lp, N+k, GLP_BV);
// row bounds
glp_set_row_bnds(lp, 1 + (k-1)*3 + 1, GLP_LO, 0.0, 1.0);
glp_set_row_bnds(lp, 1 + (k-1)*3 + 2, GLP_LO, 0.0, 1.0);
glp_set_row_bnds(lp, 1 + (k-1)*3 + 3, GLP_LO, -1.0, 1.0);
// coefficient matrix
ia.push_back(1 + (k-1)*3 + 1);
ja.push_back(i);
ar.push_back(1.0);
ia.push_back(1 + (k-1)*3 + 1);
ja.push_back(N+k);
ar.push_back(-1.0);
ia.push_back(1 + (k-1)*3 + 2);
ja.push_back(j);
ar.push_back(1.0);
ia.push_back(1 + (k-1)*3 + 2);
ja.push_back(N+k);
ar.push_back(-1.0);
ia.push_back(1 + (k-1)*3 + 3);
ja.push_back(i);
ar.push_back(-1.0);
ia.push_back(1 + (k-1)*3 + 3);
ja.push_back(j);
ar.push_back(-1.0);
ia.push_back(1 + (k-1)*3 + 3);
ja.push_back(N+k);
ar.push_back(1.0);
k++;
}
}
int* ia_a = &ia[0];
int* ja_a = &ja[0];
double* ar_a = &ar[0];
glp_load_matrix(lp, ia.size()-1, ia_a, ja_a, ar_a);
glp_iocp parm;
glp_init_iocp(&parm);
parm.presolve = GLP_ON;
parm.msg_lev = GLP_MSG_OFF;
int ret = glp_intopt(lp, &parm);
// cout << "program returned: " << ret << endl;
// Collect processed results
for (uint i = 1; i <= N; i++) {
double x = glp_mip_col_val(lp, i);
if (x == 1.0) {
sampled.push_back(data[i-1]);
}
}
}
