Ejemplo n.º 1
0
Archivo: lpex8.c Proyecto: renvieir/ioc
int
main (void)
{
   /* Declare pointers for the variables and arrays that will contain
      the data which define the LP problem.  The setproblemdata() routine
      allocates space for the problem data.  */

   char     *probname = NULL;  
   int      numcols;
   int      numrows;
   int      objsen;
   double   *obj = NULL;
   double   *rhs = NULL;
   char     *sense = NULL;
   int      *matbeg = NULL;
   int      *matcnt = NULL;
   int      *matind = NULL;
   double   *matval = NULL;
   double   *lb = NULL;
   double   *ub = NULL;

   /* Declare and allocate space for the variables and arrays where we
      will store the optimization results including the status, objective
      value, variable values, dual values, row slacks and variable
      reduced costs. */

   int      solstat;
   double   objval;
   double   x[NUMCOLS];
   double   pi[NUMROWS];
   double   slack[NUMROWS];
   double   dj[NUMCOLS];


   CPXENVptr     env = NULL;
   CPXLPptr      lp = NULL;
   int           status;
   int           i, j;
   int           cur_numrows, cur_numcols;

   /* Initialize the CPLEX environment */

   env = CPXopenCPLEX (&status);

   /* If an error occurs, the status value indicates the reason for
      failure.  A call to CPXgeterrorstring will produce the text of
      the error message.  Note that CPXopenCPLEX produces no output,
      so the only way to see the cause of the error is to use
      CPXgeterrorstring.  For other CPLEX routines, the errors will
      be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON.  */

   if ( env == NULL ) {
      char  errmsg[CPXMESSAGEBUFSIZE];
      fprintf (stderr, "Could not open CPLEX environment.\n");
      CPXgeterrorstring (env, status, errmsg);
      fprintf (stderr, "%s", errmsg);
      goto TERMINATE;
   }

   /* Turn on output to the screen */

   status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
   if ( status ) {
      fprintf (stderr, 
               "Failure to turn on screen indicator, error %d.\n", status);
      goto TERMINATE;
   }

   /* Allocate memory and fill in the data for the problem.  */

   status = setproblemdata (&probname, &numcols, &numrows, &objsen, 
                            &obj, &rhs, &sense, &matbeg, &matcnt, 
                            &matind, &matval, &lb, &ub);
   if ( status ) {
      fprintf (stderr, "Failed to build problem data arrays.\n");
      goto TERMINATE;
   }

   /* Create the problem. */

   lp = CPXcreateprob (env, &status, probname);

   /* A returned pointer of NULL may mean that not enough memory
      was available or there was some other problem.  In the case of 
      failure, an error message will have been written to the error 
      channel from inside CPLEX.  In this example, the setting of
      the parameter CPXPARAM_ScreenOutput causes the error message to
      appear on stdout.  */

   if ( lp == NULL ) {
      fprintf (stderr, "Failed to create LP.\n");
      goto TERMINATE;
   }

   /* Now copy the problem data into the lp */

   status = CPXcopylp (env, lp, numcols, numrows, objsen, obj, rhs, 
                       sense, matbeg, matcnt, matind, matval,
                       lb, ub, NULL);

   if ( status ) {
      fprintf (stderr, "Failed to copy problem data.\n");
      goto TERMINATE;
   }


   /* Optimize the problem and obtain solution. */

   status = CPXlpopt (env, lp);
   if ( status ) {
      fprintf (stderr, "Failed to optimize LP.\n");
      goto TERMINATE;
   }

   status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj);
   if ( status ) {
      fprintf (stderr, "Failed to obtain solution.\n");
      goto TERMINATE;
   }


   /* Write the output to the screen. */

   printf ("\nSolution status = %d\n", solstat);
   printf ("Solution value  = %f\n\n", objval);

   /* The size of the problem should be obtained by asking CPLEX what
      the actual size is, rather than using what was passed to CPXcopylp.
      cur_numrows and cur_numcols store the current number of rows and
      columns, respectively.  */

   cur_numrows = CPXgetnumrows (env, lp);
   cur_numcols = CPXgetnumcols (env, lp);
   for (i = 0; i < cur_numrows; i++) {
      printf ("Row %d:  Slack = %10f  Pi = %10f\n", i, slack[i], pi[i]);
   }

   for (j = 0; j < cur_numcols; j++) {
      printf ("Column %d:  Value = %10f  Reduced cost = %10f\n",
              j, x[j], dj[j]);
   }

   /* Finally, write a copy of the problem to a file. */

   status = CPXwriteprob (env, lp, "lpex1.lp", NULL);
   if ( status ) {
      fprintf (stderr, "Failed to write LP to disk.\n");
      goto TERMINATE;
   }
   
   
TERMINATE:

   /* Free up the problem as allocated by CPXcreateprob, if necessary */

   if ( lp != NULL ) {
      status = CPXfreeprob (env, &lp);
      if ( status ) {
         fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
      }
   }

   /* Free up the CPLEX environment, if necessary */

   if ( env != NULL ) {
      status = CPXcloseCPLEX (&env);

      /* Note that CPXcloseCPLEX produces no output,
         so the only way to see the cause of the error is to use
         CPXgeterrorstring.  For other CPLEX routines, the errors will
         be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */

      if ( status ) {
         char  errmsg[CPXMESSAGEBUFSIZE];
         fprintf (stderr, "Could not close CPLEX environment.\n");
         CPXgeterrorstring (env, status, errmsg);
         fprintf (stderr, "%s", errmsg);
      }
   }

   /* Free up the problem data arrays, if necessary. */

   free_and_null ((char **) &probname);
   free_and_null ((char **) &obj);
   free_and_null ((char **) &rhs);
   free_and_null ((char **) &sense);
   free_and_null ((char **) &matbeg);
   free_and_null ((char **) &matcnt);
   free_and_null ((char **) &matind);
   free_and_null ((char **) &matval);
   free_and_null ((char **) &lb);
   free_and_null ((char **) &ub);
        
   return (status);

}  /* END main */
Ejemplo n.º 2
0
int
main (void)
{
    /* Declare pointers for the variables and arrays that will contain
       the data which define the LP problem.  The setproblemdata() routine
       allocates space for the problem data.  */

    char     *probname = NULL;
    int      numcols;
    int      numrows;
    int      objsen;
    double   *obj = NULL;
    double   *rhs = NULL;
    char     *sense = NULL;
    int      *matbeg = NULL;
    int      *matcnt = NULL;
    int      *matind = NULL;
    double   *matval = NULL;
    double   *lb = NULL;
    double   *ub = NULL;
    int      *qmatbeg = NULL;
    int      *qmatcnt = NULL;
    int      *qmatind = NULL;
    double   *qmatval = NULL;

    /* Declare pointers for the variables that will contain the data
       for the constraint that cuts off certain local optima. */

    int      numrows_extra;
    int      numnnz_extra;
    double   *rhs_extra = NULL;
    char     *sense_extra = NULL;
    int      *rmatbeg = NULL;
    int      *rmatind = NULL;
    double   *rmatval = NULL;
    int      rowind[1];

    /* Declare and allocate space for the variables and arrays where we
       will store the optimization results including the status, objective
       value, variable values, dual values, row slacks and variable
       reduced costs. */

    int      solstat;
    double   objval;

    CPXENVptr     env = NULL;
    CPXLPptr      lp = NULL;
    int           status;

    /* Initialize the CPLEX environment */

    env = CPXopenCPLEX (&status);

    /* If an error occurs, the status value indicates the reason for
       failure.  A call to CPXgeterrorstring will produce the text of
       the error message.  Note that CPXopenCPLEX produces no output,
       so the only way to see the cause of the error is to use
       CPXgeterrorstring.  For other CPLEX routines, the errors will
       be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON.  */

    if ( env == NULL ) {
        char  errmsg[CPXMESSAGEBUFSIZE];
        fprintf (stderr, "Could not open CPLEX environment.\n");
        CPXgeterrorstring (env, status, errmsg);
        fprintf (stderr, "%s", errmsg);
        goto TERMINATE;
    }

    /* Turn on output to the screen */

    status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
    if ( status ) {
        fprintf (stderr,
                 "Failure to turn on screen indicator, error %d.\n", status);
        goto TERMINATE;
    }

    /* Fill in the data for the problem.  */

    status = setproblemdata (&probname, &numcols, &numrows, &objsen, &obj,
                             &rhs, &sense, &matbeg, &matcnt, &matind,
                             &matval, &lb, &ub, &qmatbeg, &qmatcnt,
                             &qmatind, &qmatval,
                             &numrows_extra, &numnnz_extra,
                             &rhs_extra, &sense_extra,
                             &rmatbeg, &rmatind, &rmatval);
    if ( status ) {
        fprintf (stderr, "Failed to build problem data arrays.\n");
        goto TERMINATE;
    }

    /* Create the problem. */

    lp = CPXcreateprob (env, &status, probname);

    /* A returned pointer of NULL may mean that not enough memory
       was available or there was some other problem.  In the case of
       failure, an error message will have been written to the error
       channel from inside CPLEX.  In this example, the setting of
       the parameter CPXPARAM_ScreenOutput causes the error message to
       appear on stdout.  */

    if ( lp == NULL ) {
        fprintf (stderr, "Failed to create problem.\n");
        goto TERMINATE;
    }

    /* Now copy the LP part of the problem data into the lp */

    status = CPXcopylp (env, lp, numcols, numrows, objsen, obj, rhs,
                        sense, matbeg, matcnt, matind, matval,
                        lb, ub, NULL);

    if ( status ) {
        fprintf (stderr, "Failed to copy problem data.\n");
        goto TERMINATE;
    }

    status = CPXcopyquad (env, lp, qmatbeg, qmatcnt, qmatind, qmatval);
    if ( status ) {
        fprintf (stderr, "Failed to copy quadratic matrix.\n");
        goto TERMINATE;
    }


    /* When a non-convex objective function is present, CPLEX will
       return error CPXERR_Q_NOT_POS_DEF unless the parameter
       CPXPARAM_OptimalityTarget is set to accept first-order optimal
       solutions.  */
    status = CPXsetintparam (env, CPXPARAM_OptimalityTarget,
                             CPX_OPTIMALITYTARGET_FIRSTORDER);
    if ( status ) goto TERMINATE;

    /* Optimize the problem and obtain solution. */

    status = optimize_and_report(env, lp, &solstat, &objval);
    if ( status ) goto TERMINATE;


    /* Add a constraint to cut off the solution at (-1, 1) */

    status = CPXaddrows (env, lp, 0, numrows_extra, numnnz_extra,
                         rhs_extra, sense_extra,
                         rmatbeg, rmatind, rmatval,
                         NULL, NULL);
    if ( status ) goto TERMINATE;

    status = optimize_and_report(env, lp, &solstat, &objval);
    if ( status ) goto TERMINATE;


    /* Reverse the sense of the new constraint to cut off the solution at (1, 1) */

    rowind[0] = CPXgetnumrows (env, lp) - 1;
    status    = CPXchgsense (env, lp, 1, rowind, "L");
    if ( status ) goto TERMINATE;

    status = optimize_and_report(env, lp, &solstat, &objval);
    if ( status ) goto TERMINATE;

    /* Finally, write a copy of the problem to a file. */

    status = CPXwriteprob (env, lp, "indefqpex1.lp", NULL);
    if ( status ) {
        fprintf (stderr, "Failed to write LP to disk.\n");
        goto TERMINATE;
    }


TERMINATE:

    /* Free up the problem as allocated by CPXcreateprob, if necessary */

    if ( lp != NULL ) {
        status = CPXfreeprob (env, &lp);
        if ( status ) {
            fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
        }
    }

    /* Free up the CPLEX environment, if necessary */

    if ( env != NULL ) {
        status = CPXcloseCPLEX (&env);

        /* Note that CPXcloseCPLEX produces no output,
           so the only way to see the cause of the error is to use
           CPXgeterrorstring.  For other CPLEX routines, the errors will
           be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */

        if ( status ) {
            char  errmsg[CPXMESSAGEBUFSIZE];
            fprintf (stderr, "Could not close CPLEX environment.\n");
            CPXgeterrorstring (env, status, errmsg);
            fprintf (stderr, "%s", errmsg);
        }
    }

    /* Free up the problem data arrays, if necessary. */

    free_and_null ((char **) &probname);
    free_and_null ((char **) &obj);
    free_and_null ((char **) &rhs);
    free_and_null ((char **) &sense);
    free_and_null ((char **) &matbeg);
    free_and_null ((char **) &matcnt);
    free_and_null ((char **) &matind);
    free_and_null ((char **) &matval);
    free_and_null ((char **) &lb);
    free_and_null ((char **) &ub);
    free_and_null ((char **) &qmatbeg);
    free_and_null ((char **) &qmatcnt);
    free_and_null ((char **) &qmatind);
    free_and_null ((char **) &qmatval);
    free_and_null ((char **) &rhs_extra);
    free_and_null ((char **) &sense_extra);
    free_and_null ((char **) &rmatbeg);
    free_and_null ((char **) &rmatind);
    free_and_null ((char **) &rmatval);

    return (status);

}  /* END main */