double GenModelCplex::GetMIPBestBound()
{
CplexData* d = (CplexData*)solverdata;
double bestobjval = 0;
CPXgetbestobjval(d->env, d->lp, &bestobjval);
return bestobjval;
}
double GenModelCplex::GetMIPRelativeGap()
{
if(!bcreated)
return ThrowError("GetMIPRelativeGap() not available : Problem not created yet");
CplexData* d = (CplexData*)solverdata;
double gap = 0, bestobjval = 0;
CPXgetbestobjval(d->env, d->lp, &bestobjval);
if (bestobjval > 0) // If the optimal solution is found by the presolve, the CPXgetbestobjval = 0, and the CPXgetmiprelgap ~ 1
CPXgetmiprelgap(d->env, d->lp, &gap);
return gap;
}
//==========================================================================
// This function solves the expected value problem
int
DDSIP_ExpValProb (void)
{
int status, j, mipstatus, nodes_1st = -1;
int wall_hrs, wall_mins,cpu_hrs, cpu_mins;
double objval, bobjval, time_start, time_end, wall_secs, cpu_secs, gap;
char fname[DDSIP_ln_fname];
double *mipx = (double *) DDSIP_Alloc (sizeof (double), (DDSIP_bb->firstvar + DDSIP_bb->secvar),
"mipx(ExpValProb)");
printf ("Solving expected value problem\n");
if (DDSIP_param->outlev)
fprintf (DDSIP_bb->moreoutfile, "Solving expected value problem...\n");
status = DDSIP_ChgProb (-1, 0);
if (status)
{
fprintf (stderr, "ERROR: Failed to change problem \n");
goto TERMINATE;
}
if (DDSIP_param->files > 1)
{
sprintf (fname, "%s/ev%s", DDSIP_outdir, DDSIP_param->coretype);
status = CPXwriteprob (DDSIP_env, DDSIP_lp, fname, NULL);
if (status)
{
fprintf (stderr, "ERROR: Failed to write problem\n");
goto TERMINATE;
}
}
// New cplex parameters
if (DDSIP_param->cpxnoeev)
{
status = DDSIP_SetCpxPara (DDSIP_param->cpxnoeev, DDSIP_param->cpxeevisdbl, DDSIP_param->cpxeevwhich, DDSIP_param->cpxeevwhat);
if (status)
{
fprintf (stderr, "ERROR: Failed to set CPLEX parameters (ExpValProb) \n");
goto TERMINATE;
}
}
time_start = DDSIP_GetCpuTime ();
mipstatus = CPXmipopt (DDSIP_env, DDSIP_lp);
// Reset cplex parameters
if (DDSIP_param->cpxnoeev)
{
status = DDSIP_SetCpxPara (DDSIP_param->cpxno, DDSIP_param->cpxisdbl, DDSIP_param->cpxwhich, DDSIP_param->cpxwhat);
if (status)
{
fprintf (stderr, "ERROR: Failed to reset CPLEX parameters (ExpValProb) \n");
goto TERMINATE;
}
}
if (DDSIP_Error (mipstatus))
{
fprintf (stderr, "ERROR: Failed to optimize EXP\n");
status = mipstatus;
goto TERMINATE;
}
// Error ? (blatant infeasible, scenario problem limit)
if (DDSIP_Infeasible (mipstatus))
{
status = 1;
goto TERMINATE;
}
// No solution found ? (integer infeasible, some limit (node, time))
mipstatus = CPXgetstat (DDSIP_env, DDSIP_lp);
if (DDSIP_NoSolution (mipstatus))
{
status = 1;
goto TERMINATE;
}
status = CPXgetx (DDSIP_env, DDSIP_lp, mipx, 0, DDSIP_bb->firstvar + DDSIP_bb->secvar - 1);
if (status)
{
fprintf (stderr, "ERROR: Failed to get solution \n");
goto TERMINATE;
}
// output of result
if (DDSIP_param->outlev)
{
status = CPXgetobjval (DDSIP_env, DDSIP_lp, &objval);
if (status)
{
fprintf (stderr, "ERROR*: Failed to get best objective value \n");
fprintf (DDSIP_outfile, "ERROR*: Failed to get best objective value \n");
if (DDSIP_param->outlev)
fprintf (DDSIP_bb->moreoutfile, "ERROR*: Failed to get best objective value \n");
goto TERMINATE;
}
if (mipstatus == CPXMIP_OPTIMAL)
{
bobjval = objval;
}
else
{
status = CPXgetbestobjval (DDSIP_env, DDSIP_lp, &bobjval);
if (status)
{
fprintf (stderr, "ERROR: Failed to get value of best remaining node\n");
fprintf (DDSIP_outfile, "ERROR: Failed to get value of best remaining node\n");
if (DDSIP_param->outlev)
fprintf (DDSIP_bb->moreoutfile, "ERROR: Failed to get value of best remaining node\n");
goto TERMINATE;
}
}
gap = 100.0*(objval-bobjval)/(fabs(objval)+1e-4);
nodes_1st = CPXgetnodecnt (DDSIP_env,DDSIP_lp);
time_end = DDSIP_GetCpuTime ();
time_start = time_end-time_start;
time (&DDSIP_bb->cur_time);
DDSIP_translate_time (difftime(DDSIP_bb->cur_time,DDSIP_bb->start_time),&wall_hrs,&wall_mins,&wall_secs);
DDSIP_translate_time (time_end,&cpu_hrs,&cpu_mins,&cpu_secs);
if (mipstatus == CPXMIP_OPTIMAL)
fprintf (DDSIP_bb->moreoutfile,
" exp. val. prob: Best=%-20.14g\tBound=%-20.14g (%9.4g%%) \t %3dh %02d:%02.0f / %3dh %02d:%05.2f (%6.2fs n: %4d)",
objval, bobjval, gap,
wall_hrs,wall_mins,wall_secs,cpu_hrs,cpu_mins,cpu_secs, time_start, nodes_1st);
else if (mipstatus == CPXMIP_OPTIMAL_TOL)
fprintf (DDSIP_bb->moreoutfile,
" exp. val. prob: Best=%-20.14g\tBound=%-20.14g (%9.4g%%) tol.\t %3dh %02d:%02.0f / %3dh %02d:%05.2f (%6.2fs n: %4d)",
objval, bobjval, gap,
wall_hrs,wall_mins,wall_secs,cpu_hrs,cpu_mins,cpu_secs, time_start, nodes_1st);
else if (mipstatus == CPXMIP_TIME_LIM_FEAS)
fprintf (DDSIP_bb->moreoutfile,
" exp. val. prob: Best=%-20.14g\tBound=%-20.14g (%9.4g%%) TIME\t %3dh %02d:%02.0f / %3dh %02d:%05.2f (%6.2fs n: %4d)",
objval, bobjval, gap,
wall_hrs,wall_mins,wall_secs,cpu_hrs,cpu_mins,cpu_secs, time_start, nodes_1st);
else
fprintf (DDSIP_bb->moreoutfile,
" exp. val. prob: Best=%-20.14g\tBound=%-20.14g (%9.4g%%) %-4d\t %3dh %02d:%02.0f / %3dh %02d:%05.2f (%6.2fs n: %4d)",
objval, bobjval, gap, mipstatus,
wall_hrs,wall_mins,wall_secs,cpu_hrs,cpu_mins,cpu_secs, time_start, nodes_1st);
}
// Returns sometimes rubbish, don't know why..
if (!DDSIP_bb->adv_sol)
DDSIP_bb->adv_sol = (double *) DDSIP_Alloc (sizeof (double), DDSIP_bb->firstvar, "DDSIP_bb->adv_sol(sipread)");
for (j = 0; j < DDSIP_bb->firstvar; j++)
{
// Numerical errors ?
if (DDSIP_Equal (mipx[DDSIP_bb->firstindex[j]], 0.0))
mipx[DDSIP_bb->firstindex[j]] = 0.0;
DDSIP_bb->adv_sol[j] = mipx[DDSIP_bb->firstindex[j]];
}
TERMINATE:
DDSIP_Free ((void **) &(mipx));
return status;
}
/** get dual bound (lower bound in minimization) */
double SolverInterfaceCpx::getDualBound()
{
double objval;
CPXgetbestobjval(cpx_->getEnvironmentPtr(), cpx_->getLpPtr(OsiCpxSolverInterface::KEEPCACHED_ALL), &objval);
return objval;
}