void
DDSIP_PrintState (int noiter)
{
// char state[DDSIP_max_str_ln];
double wall_secs, cpu_secs;
int wall_hrs, wall_mins, cpu_hrs, cpu_mins, print_violations = 1;
double rgap, factor;
//best<>0 ?
if (!DDSIP_Equal (fabs (DDSIP_bb->bestvalue), 0.0))
rgap = 100. * (DDSIP_bb->bestvalue - DDSIP_bb->bestbound) / fabs (DDSIP_bb->bestvalue);
else
rgap = 100. * (DDSIP_bb->bestvalue - DDSIP_bb->bestbound) / (fabs (DDSIP_bb->bestvalue) + DDSIP_param->accuracy);
rgap = DDSIP_Dmin (rgap, 100.0);
factor = (DDSIP_bb->bestvalue < 0.)? 1.-1.e-12 : 1.+1.e-12;
// A headline is printed every 20th call
if (!((noiter) % (DDSIP_param->logfreq * 20)) || (DDSIP_param->cb && !(noiter % DDSIP_Imax(DDSIP_param->cb,10)) && DDSIP_param->outlev > 1))
{
printf ("\n Node Nodes Left Objective Heuristic");
fprintf (DDSIP_outfile, "\n Node Nodes Left Objective Heuristic");
printf (" Best Value Bound Viol./Dispersion Gap Wall Time CPU Time Father Depth\n");
fprintf (DDSIP_outfile, " Best Value Bound Viol./Dispersion Gap Wall Time CPU Time Father Depth\n");
}
if (!DDSIP_bb->violations && fabs(DDSIP_bb->bestvalue - DDSIP_node[DDSIP_bb->curnode]->bound)/(fabs(DDSIP_bb->bestvalue) + 3.e-16) < 5.e-16)
{
printf ("*%6d %6d %6d", DDSIP_bb->curnode, DDSIP_bb->nonode, DDSIP_bb->nofront);
fprintf (DDSIP_outfile, "*%6d %6d %6d", DDSIP_bb->curnode, DDSIP_bb->nonode, DDSIP_bb->nofront);
}
else
{
printf (" %6d %6d %6d", DDSIP_bb->curnode, DDSIP_bb->nonode, DDSIP_bb->nofront);
fprintf (DDSIP_outfile, " %6d %6d %6d", DDSIP_bb->curnode, DDSIP_bb->nonode, DDSIP_bb->nofront);
}
//bound=inf
if (DDSIP_node[DDSIP_bb->curnode]->bound >= DDSIP_infty)
{
printf (" infeasible ");
fprintf (DDSIP_outfile, " infeasible ");
print_violations = 0;
}
else if (DDSIP_node[DDSIP_bb->curnode]->bound > DDSIP_bb->bestvalue*factor)
{
printf (" cutoff ");
fprintf (DDSIP_outfile, " cutoff ");
print_violations = 0;
}
else if (DDSIP_node[DDSIP_bb->curnode]->bound < DDSIP_infty)
{
printf (" %-16.12g", DDSIP_node[DDSIP_bb->curnode]->bound);
fprintf (DDSIP_outfile, " %-16.12g", DDSIP_node[DDSIP_bb->curnode]->bound);
}
//bound=-inf
else
{
printf (" unbounded ");
fprintf (DDSIP_outfile, " unbounded ");
}
// DDSIP_bb->heurval contains the objective value of the heuristic solution
// DDSIP_bb->skip indicates whether the evaluation of an heuristic solution was skipped for some reason
if (fabs (DDSIP_bb->heurval) < DDSIP_infty)
{
printf (" %-16.12g", DDSIP_bb->heurval);
fprintf (DDSIP_outfile, " %-16.12g", DDSIP_bb->heurval);
}
else
{
if (DDSIP_bb->skip >= 100)
{
// Print the number of the scenario which caused the stop
printf (" %4d-stop", DDSIP_bb->skip - 100 + 1);
fprintf (DDSIP_outfile, " %4d-stop", DDSIP_bb->skip - 100 + 1);
}
else if (DDSIP_bb->skip == 2 || DDSIP_bb->skip == 1 || DDSIP_bb->skip == 3)
{
printf (" ");
fprintf (DDSIP_outfile, " ");
}
else if (DDSIP_bb->skip == 4)
{
printf (" multiple ");
fprintf (DDSIP_outfile, " multiple ");
}
else
{
printf (" infeasible ");
fprintf (DDSIP_outfile, " infeasible ");
}
}
if (fabs (DDSIP_bb->bestvalue) < DDSIP_infty)
{
printf (" %-16.12g", DDSIP_bb->bestvalue);
fprintf (DDSIP_outfile, " %-16.12g", DDSIP_bb->bestvalue);
}
else
{
printf (" ");
fprintf (DDSIP_outfile, " ");
}
if (fabs (DDSIP_bb->bestbound - DDSIP_infty) < DDSIP_param->accuracy)
{
printf (" infeasible");
fprintf (DDSIP_outfile, " infeasible");
}
else
{
printf (" %-16.12g", DDSIP_bb->bestbound);
fprintf (DDSIP_outfile, " %-16.12g", DDSIP_bb->bestbound);
}
if (!print_violations || fabs (DDSIP_bb->bestbound - DDSIP_infty) < DDSIP_param->accuracy || fabs(DDSIP_node[DDSIP_bb->curnode]->dispnorm) >= DDSIP_infty)
{
printf (" ");
fprintf (DDSIP_outfile, " ");
}
else
{
//number of violations of nonanticipativity
printf (" %4d",DDSIP_bb->violations);
fprintf (DDSIP_outfile, " %4d",DDSIP_bb->violations);
//max dispersion of the variables
printf (" %-10.5g",DDSIP_node[DDSIP_bb->curnode]->dispnorm);
fprintf (DDSIP_outfile, " %-10.5g",DDSIP_node[DDSIP_bb->curnode]->dispnorm);
}
if (DDSIP_bb->bestvalue < DDSIP_infty && fabs (DDSIP_bb->bestbound) < DDSIP_infty)
{
printf (" %9.4g%%", rgap);
fprintf (DDSIP_outfile, " %9.4g%%", rgap);
}
else
{
printf (" ");
fprintf (DDSIP_outfile, " ");
}
DDSIP_translate_time (DDSIP_GetCpuTime(),&cpu_hrs,&cpu_mins,&cpu_secs);
time (&DDSIP_bb->cur_time);
DDSIP_translate_time (difftime(DDSIP_bb->cur_time,DDSIP_bb->start_time),&wall_hrs,&wall_mins,&wall_secs);
printf (" %3dh %02d:%02.0f %3dh %02d:%02.0f %8d %5d\n", wall_hrs,wall_mins,wall_secs,cpu_hrs,cpu_mins,cpu_secs,DDSIP_node[DDSIP_bb->curnode]->father,DDSIP_node[DDSIP_bb->curnode]->depth);
fprintf (DDSIP_outfile," %3dh %02d:%02.0f %3dh %02d:%02.0f %8d %5d\n" ,wall_hrs,wall_mins,wall_secs,cpu_hrs,cpu_mins,cpu_secs,DDSIP_node[DDSIP_bb->curnode]->father,DDSIP_node[DDSIP_bb->curnode]->depth);
}
void
DDSIP_DetEqu ()
{
CPXLPptr det_equ;
int status, scen, i, j, k, nzcnt_row, ranged = 0;
char probname[] = "sipout/det_equ.lp.gz";
double *scaled_obj_coef = NULL;
char *sense = NULL, *sense_sorted = NULL;
char **scen_spec_rowname = NULL;
char **scen_spec_colname = NULL;
char **rowname = NULL, *rownamestore = NULL;
char **colname = NULL, *colnamestore = NULL;
int rowstorespace, rowsurplus;
int colstorespace, colsurplus;
char *string1 = NULL, *string2 = NULL;
double *lb = NULL, *lb_sorted = NULL;
double *ub = NULL, *ub_sorted = NULL;
double *rng = NULL, *rng_sorted = NULL;
char *vartype = NULL, *vartype_sorted = NULL;
int *colindex_sorted = NULL, *colindex_revers = NULL;
double *value = NULL;
double *det_equ_rhs = NULL;
double *base_rhs = NULL;
int nzcnt=0, *rmatbeg=NULL, *rmatind=NULL, *rmatbeg_stage=NULL, *rmatind_stage=NULL, *rowindex=NULL;
double *rmatval=NULL, *rmatval_stage=NULL;
double time_start, time_end;
time_start = DDSIP_GetCpuTime ();
k = abs(DDSIP_param->riskmod);
if (k > 2 && k != 4)
{
fprintf (stderr,
"\nNot building deterministic equivalent, not available for risk model %d\n",DDSIP_param->riskmod);
fprintf (DDSIP_outfile,
"\nNot building deterministic equivalent, not available for risk model %d\n",DDSIP_param->riskmod);
return;
}
if (DDSIP_data->seccon)
det_equ_rhs = (double *) DDSIP_Alloc(sizeof(double),DDSIP_Imax(DDSIP_Imax(DDSIP_data->seccon, DDSIP_param->scenarios), DDSIP_data->firstcon),"det_equ_rhs(DetEqu)");
else
{
fprintf (stderr,"XXX ERROR: no second stage contraints, got DDSIP_data->seccon=%d.\n",DDSIP_data->seccon);
return;
}
fprintf (stderr,
"\nBuilding deterministic equivalent.\nWorks only for expectation-based models.\n");
colstorespace = DDSIP_data->novar * 255;
rowstorespace = DDSIP_data->nocon * 255;
if (!(sense = (char *) DDSIP_Alloc (sizeof (char), DDSIP_data->nocon, "sense(DetEqu)")) ||
!(sense_sorted = (char *) DDSIP_Alloc (sizeof (char), DDSIP_Imax(DDSIP_param->scenarios, DDSIP_Imax(DDSIP_data->firstcon,DDSIP_data->seccon)), "sense_sorted(DetEqu)")) ||
!(base_rhs = (double *) DDSIP_Alloc(sizeof(double),DDSIP_data->nocon,"base_rhs(DetEqu)")) ||
!(scaled_obj_coef = (double *) DDSIP_Alloc (sizeof (double), DDSIP_Imax(DDSIP_data->firstvar, DDSIP_data->secvar), "base_rhs(DetEqu)")) ||
!(colname = (char **) DDSIP_Alloc (sizeof (char *), DDSIP_data->novar,"base_rhs(DetEqu)")) ||
!(scen_spec_colname = (char **) DDSIP_Alloc (sizeof (char *), DDSIP_Imax(DDSIP_data->firstvar,DDSIP_data->secvar), "scen_spec_colname(DetEqu)")) ||
!(colnamestore = (char *) DDSIP_Alloc (sizeof (char), colstorespace, "colnamestore(DetEqu)")) ||
!(rowname = (char **) DDSIP_Alloc (sizeof (char *), DDSIP_data->nocon, "rowname(DetrEqu)")) ||
!(scen_spec_rowname = (char **) DDSIP_Alloc (sizeof (char *), DDSIP_Imax(DDSIP_param->scenarios, DDSIP_Imax(DDSIP_data->firstcon,DDSIP_data->seccon)), "scen_spec_rowname(DetEqu)")) ||
!(rownamestore = (char *) DDSIP_Alloc (sizeof (char), rowstorespace, "rownamestore(DetEqu)")) ||
!(lb = (double *) DDSIP_Alloc (sizeof (double), DDSIP_data->novar, "lb(DetEqu)")) ||
!(lb_sorted = (double *) DDSIP_Alloc (sizeof (double), DDSIP_Imax(DDSIP_data->firstvar,DDSIP_data->secvar), "lb_sorted(DetEqu)")) ||
!(ub = (double *) DDSIP_Alloc (sizeof (double), DDSIP_data->novar, "ub(DetEqu)")) ||
!(ub_sorted = (double *) DDSIP_Alloc (sizeof (double), DDSIP_Imax(DDSIP_data->firstvar,DDSIP_data->secvar), "ub_sorted(DetEqu)")) ||
!(vartype = (char *) DDSIP_Alloc (sizeof (char), DDSIP_data->novar, "vartype(DetEqu)")) ||
!(vartype_sorted = (char *) DDSIP_Alloc (sizeof (double), DDSIP_Imax(DDSIP_data->firstvar,DDSIP_data->secvar), "vartype_sorted(DetEqu)")) ||
!(colindex_sorted = (int *) DDSIP_Alloc (sizeof (int), DDSIP_data->novar, "colindex_sorted(DetEqu)")) ||
!(rowindex = (int *) DDSIP_Alloc (sizeof (int), DDSIP_Imax(DDSIP_data->firstcon, DDSIP_data->seccon), "rowindex(DetEqu)")))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
// get problem data
/*____________________________________________________________________________________*/
if((status = CPXgetcolname (DDSIP_env, DDSIP_lp, colname, colnamestore,
colstorespace, &colsurplus, 0, DDSIP_data->novar - 1)) ||
(status = CPXgetrowname (DDSIP_env, DDSIP_lp, rowname, rownamestore,
rowstorespace, &rowsurplus, 0, DDSIP_data->nocon - 1)) ||
(status = CPXgetsense (DDSIP_env, DDSIP_lp, sense, 0, DDSIP_data->nocon - 1)) ||
(status = CPXgetrhs (DDSIP_env, DDSIP_lp, base_rhs, 0, DDSIP_data->nocon - 1)) ||
(status = CPXgetlb (DDSIP_env, DDSIP_lp, lb, 0, DDSIP_data->novar - 1)) ||
(status = CPXgetub (DDSIP_env, DDSIP_lp, ub, 0, DDSIP_data->novar - 1)) ||
(status = CPXgetctype (DDSIP_env, DDSIP_lp, vartype, 0, DDSIP_data->novar - 1)))
{
fprintf (stderr, "Coud not get problem data, returned %d\n", status);
goto FREE;
}
// check whether there are ranged rows
for (j=0; j<DDSIP_data->nocon; j++)
{
if (sense[j] == 'R')
{
ranged = 1;
break;
}
}
if (ranged)
{
if (!(rng = (double *) DDSIP_Alloc (sizeof (double), DDSIP_data->nocon, "rng(DetEqu)")) ||
!(rng_sorted = (double *) DDSIP_Alloc (sizeof (double), DDSIP_Imax(DDSIP_data->firstcon,DDSIP_data->seccon), "rng_sorted(DetEqu)")))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
if ((status = CPXgetrngval (DDSIP_env, DDSIP_lp, rng, 0, DDSIP_data->nocon-1)))
{
fprintf (stderr, "Coud not get problem ranges, returned %d\n", status);
goto FREE;
}
}
/*____________________________________________________________________________________*/
// create empty problem
det_equ = CPXcreateprob (DDSIP_env, &status, probname);
if (status)
{
fprintf (stderr, "CPXcreateprob returned %d\n", status);
goto FREE;
}
// add (original) first-stage variables
for (j = 0; j < DDSIP_data->firstvar; j++)
{
vartype_sorted[j] = vartype[DDSIP_bb->firstindex[j]];
lb_sorted[j] = lb[DDSIP_bb->firstindex[j]];
ub_sorted[j] = ub[DDSIP_bb->firstindex[j]];
if (DDSIP_param->deteqType && DDSIP_param->riskmod >= 0)
scaled_obj_coef[j] = DDSIP_data->obj_coef[DDSIP_bb->firstindex[j]];
scen_spec_colname[j]= colname[DDSIP_bb->firstindex[j]];
}
if ((status = CPXnewcols (DDSIP_env, det_equ, DDSIP_data->firstvar, scaled_obj_coef,
lb_sorted, ub_sorted, vartype_sorted, scen_spec_colname)))
{
fprintf (stderr, "CPXnewcols returned %d for first-stage variables\n", status);
goto FREE;
}
// add (original) second-stage variables for all scenarios
for (j = 0; j < DDSIP_data->secvar; j++)
{
vartype_sorted[j] = vartype[DDSIP_bb->secondindex[j]];
lb_sorted[j] = lb[DDSIP_bb->secondindex[j]];
ub_sorted[j] = ub[DDSIP_bb->secondindex[j]];
}
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
for (j = 0; j < DDSIP_data->secvar; j++)
{
if (!(string2 = (char *) calloc (1, 255 * sizeof (char))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
// append scenario index to colname
string1 = colname[DDSIP_bb->secondindex[j]];
sprintf (string2, "%sSC%.3d", string1, scen+1);
scen_spec_colname[j] = string2;
if (DDSIP_param->deteqType && DDSIP_param->riskmod >= 0)
scaled_obj_coef[j] = DDSIP_data->prob[scen] * DDSIP_data->obj_coef[DDSIP_bb->secondindex[j]];
}
if ((status = CPXnewcols (DDSIP_env, det_equ, DDSIP_data->secvar, scaled_obj_coef,
lb_sorted, ub_sorted, vartype_sorted, scen_spec_colname)))
{
fprintf (stderr, "CPXnewcols returned %d for second-stage variables of scenario %d\n", status, scen+1);
goto FREE;
}
for (j = 0; j < DDSIP_data->secvar; j++)
DDSIP_Free ((void **) &(scen_spec_colname[j]));
}
// add second-stage variable for objective value of the scenarios
if (!(string2 = (char *) calloc (1, 255 * sizeof (char))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
scen_spec_colname[0] = string2;
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
vartype_sorted[0] = 'C';
lb_sorted[0] = -DDSIP_infty;
ub_sorted[0] = DDSIP_infty;
sprintf (string2, "DDSIPobj_SC%.3d", scen+1);
if (!DDSIP_param->deteqType && DDSIP_param->riskmod >= 0)
scaled_obj_coef[0] = DDSIP_data->prob[scen];
else
scaled_obj_coef[0] = 0.;
if ((status = CPXnewcols (DDSIP_env, det_equ, 1, scaled_obj_coef,
lb_sorted, ub_sorted, vartype_sorted, scen_spec_colname)))
{
fprintf (stderr, "CPXnewcols returned %d for second-stage variable DDSIPobj_SC%.3d\n", status, scen+1);
goto FREE;
}
}
// add the additional variables needed for risk models ///////////////////////////////////////
if (DDSIP_param->riskmod)
{
switch (abs(DDSIP_param->riskmod))
{
case 1: // Expected excess
// one continuous second-stage variable for each scenario
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
vartype_sorted[0] = 'C';
lb_sorted[0] = 0.;
ub_sorted[0] = DDSIP_infty;
sprintf (string2, "DDSIP_expexc_SC%.3d", scen+1);
if (DDSIP_param->riskmod > 0)
scaled_obj_coef[0] = DDSIP_param->riskweight*DDSIP_data->prob[scen];
else if (DDSIP_param->riskmod < 0)
scaled_obj_coef[0] = DDSIP_data->prob[scen];
else
scaled_obj_coef[0] = 0.;
if ((status = CPXnewcols (DDSIP_env, det_equ, 1, scaled_obj_coef,
lb_sorted, ub_sorted, vartype_sorted, scen_spec_colname)))
{
fprintf (stderr, "CPXnewcols returned %d for second-stage variable %s\n", status, string2);
goto FREE;
}
}
break;
case 2: // Excess Probability
// one binary second-stage variable for each scenario
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
vartype_sorted[0] = 'B';
lb_sorted[0] = 0.;
ub_sorted[0] = 1.;
sprintf (string2, "DDSIP_excprob_SC%.3d", scen+1);
if (DDSIP_param->riskmod > 0)
scaled_obj_coef[0] = DDSIP_param->riskweight*DDSIP_data->prob[scen];
else if (DDSIP_param->riskmod < 0)
scaled_obj_coef[0] = DDSIP_data->prob[scen];
else
scaled_obj_coef[0] = 0.;
if ((status = CPXnewcols (DDSIP_env, det_equ, 1, scaled_obj_coef,
lb_sorted, ub_sorted, vartype_sorted, scen_spec_colname)))
{
fprintf (stderr, "CPXnewcols returned %d for second-stage variable %s\n", status, string2);
goto FREE;
}
}
break;
case 4: // Worst Case Costs
// one continuous first-stage variable
vartype_sorted[0] = 'C';
lb_sorted[0] = -DDSIP_infty;
ub_sorted[0] = DDSIP_infty;
if (DDSIP_param->prefix)
{
if (!(strlen(DDSIP_param->prefix)))
{
fprintf (stderr," *** ERROR: The prefix for the first stage variables has to have a positive length.\n");
exit (1);
}
sprintf (string2, "%sDDSIP_n_aux01",DDSIP_param->prefix);
}
else
{
if (!(strlen(DDSIP_param->postfix)))
{
fprintf (stderr," *** ERROR: The postfix for the first stage variables has to have a positive length.\n");
exit (1);
}
sprintf (string2, "DDSIP_worstc_%s",DDSIP_param->postfix);
}
if (DDSIP_param->riskmod > 0)
scaled_obj_coef[0] = DDSIP_param->riskweight;
else if (DDSIP_param->riskmod < 0)
scaled_obj_coef[0] = 1.;
else
scaled_obj_coef[0] = 0.;
if ((status = CPXnewcols (DDSIP_env, det_equ, 1, scaled_obj_coef,
lb_sorted, ub_sorted, vartype_sorted, scen_spec_colname)))
{
fprintf (stderr, "CPXnewcols returned %d for second-stage variable %s\n", status, string2);
goto FREE;
}
}
}
DDSIP_Free ((void **) &(scen_spec_colname[0]));
///////enter stochastic cost coefficients in case of deteqType 1 //////////////////////////////
if (DDSIP_param->stoccost && DDSIP_param->deteqType && DDSIP_param->riskmod >= 0)
{
for (j = 0; j < DDSIP_param->stoccost; j++)
{
scaled_obj_coef[j] = 0.0;
if ((colindex_sorted[j] = DDSIP_bb->firstindex_reverse[DDSIP_data->costind[j]]))
colindex_sorted[j] = DDSIP_data->firstvar + DDSIP_bb->secondindex_reverse[DDSIP_data->costind[j]];
}
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
for (j = 0; j < DDSIP_param->stoccost; j++)
{
if (colindex_sorted[j] >= DDSIP_data->firstvar)
scaled_obj_coef[j] = DDSIP_data->prob[scen] * DDSIP_data->cost[scen * DDSIP_param->stoccost + j];
else
scaled_obj_coef[j] += DDSIP_data->prob[scen] * DDSIP_data->cost[scen * DDSIP_param->stoccost + j];
}
status = CPXchgobj (DDSIP_env, det_equ, DDSIP_param->stoccost, colindex_sorted, scaled_obj_coef);
if (status)
{
char errmsg[1024];
CPXgeterrorstring (DDSIP_env, status, errmsg);
fprintf (stderr, "in DetEqu: %s\n", errmsg);
}
for (j = 0; j < DDSIP_param->stoccost; j++)
{
if (colindex_sorted[j] >= DDSIP_data->firstvar)
colindex_sorted[j] += DDSIP_data->secvar;
}
}
}
//
// free arrays needeed only for columns
DDSIP_Free ((void **) &(vartype));
DDSIP_Free ((void **) &(colname));
DDSIP_Free ((void **) &(colnamestore));
DDSIP_Free ((void **) &(lb));
DDSIP_Free ((void **) &(ub));
DDSIP_Free ((void **) &(vartype_sorted));
DDSIP_Free ((void **) &(lb_sorted));
DDSIP_Free ((void **) &(ub_sorted));
DDSIP_Free ((void **) &(scaled_obj_coef));
//
// get problem matrix coefficients
// query the length needed for storage of coefficients
CPXgetrows(DDSIP_env, DDSIP_lp, &nzcnt, rmatbeg, rmatind, rmatval, 0, &rowsurplus, 0, DDSIP_data->nocon-1);
nzcnt = -rowsurplus;
if (!(rmatbeg = (int *) DDSIP_Alloc (sizeof (int), DDSIP_data->nocon, "rmatbeg(DetEqu)")) ||
!(rmatind = (int *) DDSIP_Alloc (sizeof (int), DDSIP_Imax(nzcnt, DDSIP_param->stocmat), "rmatind(DetEqu)")) ||
!(rmatval = (double *) DDSIP_Alloc (sizeof (double), nzcnt, "rmatval(DetEqu)")))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
CPXgetrows(DDSIP_env, DDSIP_lp, &nzcnt, rmatbeg, rmatind, rmatval, nzcnt, &rowsurplus, 0, DDSIP_data->nocon-1);
printf(" got %d elements of the matrix\n", nzcnt);
k = DDSIP_Imax(nzcnt + DDSIP_param->stocmat, DDSIP_param->scenarios*(DDSIP_data->novar+1));
if (!(rmatbeg_stage = (int *) DDSIP_Alloc (sizeof (int), DDSIP_Imax(DDSIP_param->scenarios, DDSIP_Imax(DDSIP_data->firstcon, DDSIP_data->seccon)), "rmatbeg_stage(DetEqu)")) ||
!(rmatind_stage = (int *) DDSIP_Alloc (sizeof (int), k, "rmatind_stage(DetEqu)")) ||
!(rmatval_stage = (double *) DDSIP_Alloc (sizeof (double), k, "rmatval_stage(DetEqu)")))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
// add first-stage constraints
k = 0;
for (j = 0; j < DDSIP_data->firstcon; j++)
{
sense_sorted[j] = sense[DDSIP_bb->firstrowind[j]];
det_equ_rhs[j] = base_rhs[DDSIP_bb->firstrowind[j]];
scen_spec_rowname[j] = rowname[DDSIP_bb->firstrowind[j]];
rmatbeg_stage[j] = k;
if (DDSIP_bb->firstrowind[j] == DDSIP_data->nocon -1)
nzcnt_row = nzcnt - rmatbeg[DDSIP_data->nocon -1];
else
nzcnt_row = rmatbeg[DDSIP_bb->firstrowind[j]+1] - rmatbeg[DDSIP_bb->firstrowind[j]];
for (i = 0; i < nzcnt_row; i++)
{
rmatind_stage[k + i] = DDSIP_bb->firstindex_reverse[rmatind[rmatbeg[DDSIP_bb->firstrowind[j]] + i]];
rmatval_stage[k + i] = rmatval[rmatbeg[DDSIP_bb->firstrowind[j]] + i];
}
k += nzcnt_row;
}
if ((status = CPXaddrows(DDSIP_env, det_equ, 0, DDSIP_data->firstcon, k, det_equ_rhs, sense_sorted, rmatbeg_stage, rmatind_stage, rmatval_stage, NULL, scen_spec_rowname)))
{
fprintf (stderr, "CPXaddrows returned %d for first-stage constraints\n", status);
goto FREE;
}
if (ranged)
{
for (j = 0; j < DDSIP_data->firstcon; j++)
{
rng_sorted[j] = rng[DDSIP_bb->firstrowind[j]];
rowindex[j] = j;
}
if((status = CPXchgrngval(DDSIP_env, det_equ, DDSIP_data->firstcon, rowindex, rng_sorted)))
{
fprintf (stderr, "CPXchgrngval returned %d for first-stage constraints\n", status);
goto FREE;
}
}
// add second-stage constraints
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
k = 0;
for (j = 0; j < DDSIP_data->seccon; j++)
{
sense_sorted[j] = sense[DDSIP_bb->secondrowind[j]];
det_equ_rhs[j] = base_rhs[DDSIP_bb->secondrowind[j]];
if (!(string2 = (char *) calloc (1, 255 * sizeof (char))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
// append scenario index to colname
string1 = rowname[DDSIP_bb->secondrowind[j]];
sprintf (string2, "%sSC%.3d", string1, scen+1);
scen_spec_rowname[j] = string2;
rmatbeg_stage[j] = k;
if (DDSIP_bb->secondrowind[j] == DDSIP_data->nocon -1)
nzcnt_row = nzcnt - rmatbeg[DDSIP_data->nocon -1];
else
{
nzcnt_row = rmatbeg[DDSIP_bb->secondrowind[j]+1] - rmatbeg[DDSIP_bb->secondrowind[j]];
}
for (i = 0; i < nzcnt_row; i++)
{
if (DDSIP_bb->firstindex_reverse[rmatind[rmatbeg[DDSIP_bb->secondrowind[j]] + i]] < 0)
rmatind_stage[k + i] = DDSIP_data->firstvar + scen*DDSIP_data->secvar + DDSIP_bb->secondindex_reverse[rmatind[rmatbeg[DDSIP_bb->secondrowind[j]] + i]];
else
rmatind_stage[k + i] = DDSIP_bb->firstindex_reverse[rmatind[rmatbeg[DDSIP_bb->secondrowind[j]] + i]];
rmatval_stage[k + i] = rmatval[rmatbeg[DDSIP_bb->secondrowind[j]] + i];
}
k += nzcnt_row;
}
///////enter stochastic rhs entries//////////////////////////////////////////////////////
for (j=0; j< DDSIP_param->stocrhs; j++)
{
det_equ_rhs[DDSIP_bb->secondrowind_reverse[DDSIP_data->rhsind[j]]] = DDSIP_data->rhs[scen * DDSIP_param->stocrhs + j];
}
if ((status = CPXaddrows(DDSIP_env, det_equ, 0, DDSIP_data->seccon, k, det_equ_rhs, sense_sorted, rmatbeg_stage, rmatind_stage, rmatval_stage, NULL, scen_spec_rowname)))
{
fprintf (stderr, "CPXaddrows returned %d for second-stage constraints scenario %d\n", status, scen+1);
goto FREE;
}
for (j = 0; j < DDSIP_data->seccon; j++)
DDSIP_Free ((void **) &(scen_spec_rowname[j]));
if (ranged)
{
for (j = 0; j < DDSIP_data->seccon; j++)
{
rng_sorted[j] = rng[DDSIP_bb->secondrowind[j]];
rowindex[j] = DDSIP_data->firstcon + scen * DDSIP_data->seccon + j;
}
if ((status = CPXchgrngval(DDSIP_env, det_equ, DDSIP_data->seccon, rowindex, rng_sorted)))
{
fprintf (stderr, "CPXchgrngval returned %d for first-stage constraints\n", status);
goto FREE;
}
}
}
///////enter stochastic matrix entries//////////////////////////////////////////////////////
if (DDSIP_param->stocmat)
{
if (!(value = (double *) calloc (DDSIP_param->stocmat, sizeof (double))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
for (j = 0; j < DDSIP_param->stocmat; j++)
{
if ((colindex_sorted[j] = DDSIP_bb->firstindex_reverse[DDSIP_data->matcol[j]]))
colindex_sorted[j] = DDSIP_data->firstvar + DDSIP_bb->secondindex_reverse[DDSIP_data->matcol[j]];
rmatind[j] = DDSIP_data->firstcon + DDSIP_bb->secondrowind_reverse[DDSIP_data->matrow[j]];
}
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
for (j = 0; j < DDSIP_param->stocmat; j++)
{
value[j] = DDSIP_data->matval[scen * DDSIP_param->stocmat + j];
}
status = CPXchgcoeflist (DDSIP_env, det_equ, DDSIP_param->stocmat, rmatind, colindex_sorted, value);
if (status)
{
char errmsg[1024];
CPXgeterrorstring (DDSIP_env, status, errmsg);
fprintf (stderr, "in DetEqu chgcoeflist returned %d: %s\n", status, errmsg);
}
for (j = 0; j < DDSIP_param->stocmat; j++)
{
rmatind[j] += DDSIP_data->seccon;
if (colindex_sorted[j] >= DDSIP_data->firstvar)
colindex_sorted[j] += DDSIP_data->secvar;
}
}
DDSIP_Free ((void **) &(value));
}
// add second-stage equations for the objective values of the scenarios
k = 0;
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
sense_sorted[scen] = 'E';
det_equ_rhs[scen] = 0.;
if (!(string2 = (char *) calloc (1, 255 * sizeof (char))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
sprintf (string2, "DDSIP_o_SC%.3d", scen+1);
scen_spec_rowname[scen] = string2;
rmatbeg_stage[scen] = k;
nzcnt_row = DDSIP_data->novar + 1;
for (i = 0; i < DDSIP_data->novar; i++)
{
if (DDSIP_bb->firstindex_reverse[i] < 0)
{
rmatind_stage[k + i] = DDSIP_data->firstvar + scen*DDSIP_data->secvar + DDSIP_bb->secondindex_reverse[i];
}
else
{
rmatind_stage[k + i] = DDSIP_bb->firstindex_reverse[i];
}
rmatval_stage[k + i] = DDSIP_data->obj_coef[i];
}
rmatind_stage[k + DDSIP_data->novar] = DDSIP_data->firstvar + DDSIP_param->scenarios*DDSIP_data->secvar + scen;
rmatval_stage[k + DDSIP_data->novar] = -1.;
k += nzcnt_row;
}
if ((status = CPXaddrows(DDSIP_env, det_equ, 0, DDSIP_param->scenarios, k, det_equ_rhs, sense_sorted, rmatbeg_stage, rmatind_stage, rmatval_stage, NULL, scen_spec_rowname)))
{
fprintf (stderr, "CPXaddrows returned %d for second-stage objective constraints\n", status);
goto FREE;
}
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
DDSIP_Free ((void **) &(scen_spec_rowname[scen]));
}
///////enter stochastic cost coefficients in the objective equations //////////////////////////////
if (DDSIP_param->stoccost)
{
if (!(value = (double *) calloc (DDSIP_param->stoccost, sizeof (double))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
for (j = 0; j < DDSIP_param->stoccost; j++)
{
if ((colindex_sorted[j] = DDSIP_bb->firstindex_reverse[DDSIP_data->costind[j]]) < 0)
colindex_sorted[j] = DDSIP_data->firstvar + scen * DDSIP_data->secvar +DDSIP_bb->secondindex_reverse[DDSIP_data->costind[j]];
rmatind[j] = DDSIP_data->firstcon + DDSIP_param->scenarios*DDSIP_data->seccon + scen;
value[j] = DDSIP_data->cost[scen * DDSIP_param->stoccost + j];
}
status = CPXchgcoeflist (DDSIP_env, det_equ, DDSIP_param->stoccost, rmatind, colindex_sorted, value);
if (status)
{
char errmsg[1024];
CPXgeterrorstring (DDSIP_env, status, errmsg);
fprintf (stderr, "in DetEqu chgcoeflist returned %d: %s\n", status, errmsg);
}
for (j = 0; j < DDSIP_param->stocmat; j++)
{
rmatind[j] += DDSIP_data->seccon;
if (colindex_sorted[j] >= DDSIP_data->firstvar)
colindex_sorted[j] += DDSIP_data->secvar;
}
}
DDSIP_Free ((void **) &(value));
}
// add second-stage equations for the risk models //////////////////////////////////
switch (abs(DDSIP_param->riskmod))
{
case 1: // Expected excess
k = 0;
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
sense_sorted[scen] = 'L';
det_equ_rhs[scen] = DDSIP_param->risktarget;
if (!(string2 = (char *) calloc (1, 255 * sizeof (char))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
sprintf (string2, "DDSIP_exp_excess_SC%.3d", scen+1);
scen_spec_rowname[scen] = string2;
rmatbeg_stage[scen] = k;
nzcnt_row = 2;
rmatind_stage[k] = DDSIP_data->firstvar + DDSIP_param->scenarios*DDSIP_data->secvar + scen;
rmatval_stage[k] = 1.;
rmatind_stage[k + 1] = DDSIP_data->firstvar + DDSIP_param->scenarios*DDSIP_data->secvar + DDSIP_param->scenarios + scen;
rmatval_stage[k + 1] = -1.;
k += nzcnt_row;
}
if ((status = CPXaddrows(DDSIP_env, det_equ, 0, DDSIP_param->scenarios, k, det_equ_rhs, sense_sorted, rmatbeg_stage, rmatind_stage, rmatval_stage, NULL, scen_spec_rowname)))
{
fprintf (stderr, "CPXaddrows returned %d for second-stage risk constraints\n", status);
goto FREE;
}
break;
case 2: // Excess probability
k = 0;
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
sense_sorted[scen] = 'L';
det_equ_rhs[scen] = DDSIP_param->risktarget;
if (!(string2 = (char *) calloc (1, 255 * sizeof (char))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
sprintf (string2, "DDSIP_excess_prob_SC%.3d", scen+1);
scen_spec_rowname[scen] = string2;
rmatbeg_stage[scen] = k;
nzcnt_row = 2;
rmatind_stage[k] = DDSIP_data->firstvar + DDSIP_param->scenarios*DDSIP_data->secvar + scen;
rmatval_stage[k] = 1.;
rmatind_stage[k + 1] = DDSIP_data->firstvar + DDSIP_param->scenarios*DDSIP_data->secvar + DDSIP_param->scenarios + scen;
rmatval_stage[k + 1] = -DDSIP_param->riskM;
k += nzcnt_row;
}
if ((status = CPXaddrows(DDSIP_env, det_equ, 0, DDSIP_param->scenarios, k, det_equ_rhs, sense_sorted, rmatbeg_stage, rmatind_stage, rmatval_stage, NULL, scen_spec_rowname)))
{
fprintf (stderr, "CPXaddrows returned %d for second-stage risk constraints\n", status);
goto FREE;
}
break;
case 4: // Worst case cost
k = 0;
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
sense_sorted[scen] = 'L';
det_equ_rhs[scen] = 0.;
if (!(string2 = (char *) calloc (1, 255 * sizeof (char))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
sprintf (string2, "DDSIP_worst_case_SC%.3d", scen+1);
scen_spec_rowname[scen] = string2;
rmatbeg_stage[scen] = k;
nzcnt_row = 2;
rmatind_stage[k] = DDSIP_data->firstvar + DDSIP_param->scenarios*DDSIP_data->secvar + scen;
rmatval_stage[k] = 1.;
rmatind_stage[k + 1] = DDSIP_data->firstvar + DDSIP_param->scenarios*DDSIP_data->secvar + DDSIP_param->scenarios;
rmatval_stage[k + 1] = -1.;
k += nzcnt_row;
}
if ((status = CPXaddrows(DDSIP_env, det_equ, 0, DDSIP_param->scenarios, k, det_equ_rhs, sense_sorted, rmatbeg_stage, rmatind_stage, rmatval_stage, NULL, scen_spec_rowname)))
{
fprintf (stderr, "CPXaddrows returned %d for second-stage risk constraints\n", status);
goto FREE;
}
break;
}
for (j = 0; j < DDSIP_param->scenarios; j++)
DDSIP_Free ((void **) &(scen_spec_rowname[j]));
time_end = DDSIP_GetCpuTime ();
fprintf (DDSIP_outfile, " %6.2f sec for building deterministic equivalent\n",time_end-time_start);
status = CPXwriteprob (DDSIP_env, det_equ, probname, NULL);
if (status)
{
fprintf (DDSIP_outfile, " *** Deterministic equivalent not written successfully, status = %d\n", status);
printf (" *** Deterministic equivalent not written successfully, status = %d\n", status);
}
else
{
fprintf (DDSIP_outfile, " *** Deterministic equivalent %s written successfully\n", probname);
printf (" *** Deterministic equivalent %s written successfully\n", probname);
}
status = CPXfreeprob (DDSIP_env, &det_equ);
time_start = DDSIP_GetCpuTime ();
fprintf (DDSIP_outfile, " %6.2f sec for writing deterministic equivalent\n",time_start-time_end);
FREE:
DDSIP_Free ((void **) &(sense));
DDSIP_Free ((void **) &(sense_sorted));
DDSIP_Free ((void **) &(vartype));
DDSIP_Free ((void **) &(rowname));
DDSIP_Free ((void **) &(rownamestore));
DDSIP_Free ((void **) &(colname));
DDSIP_Free ((void **) &(colnamestore));
DDSIP_Free ((void **) &(det_equ_rhs));
DDSIP_Free ((void **) &(base_rhs));
DDSIP_Free ((void **) &(lb));
DDSIP_Free ((void **) &(ub));
DDSIP_Free ((void **) &(vartype_sorted));
DDSIP_Free ((void **) &(lb_sorted));
DDSIP_Free ((void **) &(ub_sorted));
DDSIP_Free ((void **) &(scaled_obj_coef));
DDSIP_Free ((void **) &(colindex_sorted));
DDSIP_Free ((void **) &(colindex_revers));
DDSIP_Free ((void **) &(scen_spec_rowname));
DDSIP_Free ((void **) &(scen_spec_colname));
DDSIP_Free ((void **) &(rmatbeg));
DDSIP_Free ((void **) &(rmatind));
DDSIP_Free ((void **) &(rmatval));
DDSIP_Free ((void **) &(rmatbeg_stage));
DDSIP_Free ((void **) &(rmatind_stage));
DDSIP_Free ((void **) &(rmatval_stage));
DDSIP_Free ((void **) &(rowindex));
if (ranged)
{
DDSIP_Free ((void **) &(rng));
DDSIP_Free ((void **) &(rng_sorted));
}
return;
}
