long GenModelCplex::SetDirectParam(int whichparam, genmodel_param value, string type, string message)
{
int status = 0;
if (type == "dbl")
status = CPXsetdblparam(static_cast<CplexData*>(solverdata)->env, whichparam, value.dblval);
else if (type == "long")
status = CPXsetintparam(static_cast<CplexData*>(solverdata)->env, whichparam, value.longval);
else if (type == "str")
status = CPXsetstrparam(static_cast<CplexData*>(solverdata)->env, whichparam, value.strval);
if (status)
return ThrowError(getcplexerror(static_cast<CplexData*>(solverdata)->env, status) + string(". ") + message);
return 0;
}
long GenModelCplex::Init(string name)
{
//strParam.count("log_file")
//dblParam.count("relative_mip_gap_tolerance")
//dblParam.count("absolute_mip_gap_tolerance")
//dblParam.count("time_limit")
//dblParam.count("bounds_feasibility_tolerance")
//dblParam.count("optimality_tolerance")
//dblParam.count("markowitz_tolerance"))
//longParam.count("threads")
//longParam.count("cutpass")
//longParam.count("pumplevel")
//longParam.count("mipemphasis")
//longParam.count("probinglevel")
//longParam.count("max_iteration_limit");
//boolParam.count("preprocoff") : turn on/off preprocessing
//boolParam.count("datacheckoff")
//boolParam.count("screen_output")
//boolParam.count("usecutcb")
if(solverdata == NULL)
solverdata = new CplexData();
else
{
static_cast<CplexData*>(solverdata)->Delete();
static_cast<CplexData*>(solverdata)->Reset();
}
CplexData* d = static_cast<CplexData*>(solverdata);
int status = 0;
d->env = CPXopenCPLEX (&status);
// If an error occurs
if ( d->env == NULL )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Could not open CPLEX environment"));
hassolution = false;
// Log file
if(strParam.count("log_file") > 0)
{
d->cpxfileptr = CPXfopen(strParam["log_file"].c_str(), "w");
status = CPXsetlogfile(d->env, d->cpxfileptr);
if ( status )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Failure to set the log file"));
}
// General settings
boolParam["log_output_stdout"] = true;
SetParam("log_output_stdout", CPX_PARAM_SCRIND, "bool", "Failure to turn on/off log output to stdout");
SetParam("log_level", CPX_PARAM_MIPDISPLAY, "long", "Failure to set log level");
SetParam("use_data_checking", CPX_PARAM_DATACHECK, "bool", "Failure to turn on/off data checking");
SetParam("nb_threads", CPX_PARAM_THREADS, "long", "Failure to set the number of threads");
if(boolParam.count("use_preprocessor") > 0 && !boolParam["use_preprocessor"])
{
SetDirectParam(CPX_PARAM_AGGFILL, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_AGGFILL)");
SetDirectParam(CPX_PARAM_PREPASS, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_PREPASS)");
SetDirectParam(CPX_PARAM_AGGIND, long2param(CPX_OFF), "long", "Failure to use preprocessor (CPX_PARAM_AGGIND)");
SetDirectParam(CPX_PARAM_DEPIND, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_DEPIND)");
SetDirectParam(CPX_PARAM_PRELINEAR, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_PRELINEAR)");
SetDirectParam(CPX_PARAM_PREDUAL, long2param(-1), "long", "Failure to use preprocessor (CPX_PARAM_PREDUAL)");
SetDirectParam(CPX_PARAM_REDUCE, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_REDUCE)");
SetDirectParam(CPX_PARAM_PREIND, long2param(CPX_OFF), "long", "Failure to use preprocessor (CPX_PARAM_PREIND)");
}
// MIP settings
SetParam("nb_cut_pass", CPX_PARAM_CUTPASS, "long", "Failure to set the number of cut pass");
SetParam("feasibility_pump_level", CPX_PARAM_FPHEUR, "long", "Failure to set the feasibility pump level");
SetParam("probing_level", CPX_PARAM_PROBE, "long", "Failure to set the probing level");
SetParam("mip_emphasis", CPX_PARAM_MIPEMPHASIS, "long", "Failure to set the MIP emphasis");
SetParam("mip_search", CPX_PARAM_MIPSEARCH, "long", "Failure to set the MIP search strategy");
SetParam("starting_algo", CPX_PARAM_STARTALG, "long", "Failure to set the starting algo parameter");
SetParam("node_algo", CPX_PARAM_SUBALG, "long", "Failure to set the node algo parameter");
if(boolParam.count("use_cut_callback") > 0 && boolParam["use_cut_callback"])
{
SetDirectParam(CPX_PARAM_PRELINEAR, long2param(0), "long", "Failure to use cut callback (CPX_PARAM_PRELINEAR)");
SetDirectParam(CPX_PARAM_MIPCBREDLP, long2param(0), "long", "Failure to use cut callback (CPX_PARAM_MIPCBREDLP)");
}
// Tolerance and limits
SetParam("time_limit", CPX_PARAM_TILIM, "dbl", "Failure to set time limit");
SetParam("max_iteration_limit", CPX_PARAM_ITLIM, "long", "Failure to set the maximal number of simplex iterations");
SetParam("bounds_feasibility_tolerance", CPX_PARAM_EPRHS, "dbl", "Failure to set bounds feasibility tolerance");
SetParam("optimality_tolerance", CPX_PARAM_EPOPT, "dbl", "Failure to set optimality tolerance");
SetParam("markowitz_tolerance", CPX_PARAM_EPMRK, "dbl", "Failure to set Markowitz tolerance");
SetParam("absolute_mip_gap_tolerance", CPX_PARAM_EPAGAP, "dbl", "Failure to set absolute gap tolerance");
SetParam("relative_mip_gap_tolerance", CPX_PARAM_EPGAP, "dbl", "Failure to set relative gap tolerance");
if(boolParam.count("maximize") > 0 && boolParam["maximize"])
SetParam("lp_objective_limit", CPX_PARAM_OBJULIM, "dbl", "Failure to set lp objective limit");
else
SetParam("lp_objective_limit", CPX_PARAM_OBJLLIM, "dbl", "Failure to set lp objective limit");
// MIP Emphasis
if(longParam.count("mipemphasis"))
{
status = CPXsetintparam (d->env, CPX_PARAM_MIPEMPHASIS, longParam["mipemphasis"]);
}
// Probing level
if(longParam.count("probinglevel"))
{
status = CPXsetintparam (d->env, CPX_PARAM_PROBE, longParam["probinglevel"]);
}
if ( status )
{
fprintf (stderr, "Failure to set cut callback parameters, error %d->\n", status);
return 1;
}
binit = true;
if(dblParam.count("feastol"))
status = CPXsetdblparam (d->env, CPX_PARAM_EPRHS, dblParam["feastol"]);
if ( status )
{
fprintf (stderr, "Failure to change feasibility tolerance, error %d->\n", status);
return 1;
}
if(dblParam.count("opttol"))
status = CPXsetdblparam (d->env, CPX_PARAM_EPOPT, dblParam["opttol"]);
if ( status )
{
fprintf (stderr, "Failure to change optimality tolerance, error %d->\n", status);
return 1;
}
if(dblParam.count("marktol"))
status = CPXsetdblparam (d->env, CPX_PARAM_EPMRK, dblParam["marktol"]);
if ( status )
{
fprintf (stderr, "Failure to change Markowitz tolerance, error %d->\n", status);
return 1;
}
if(longParam.count("threads"))
{
printf("Threads: %ld\n", longParam["threads"]);
status = CPXsetintparam (d->env, CPX_PARAM_THREADS, longParam["threads"]);
if ( status )
{
fprintf (stderr, "Failure to change the number of threads, error %d->\n", status);
return 1;
}
}
// Turn off preprocessing
if(boolParam.count("preprocoff") > 0 && boolParam["preprocoff"])
{
status = CPXsetintparam (d->env, CPX_PARAM_AGGFILL, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_PREPASS, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_AGGIND, CPX_OFF);
status = status && CPXsetintparam (d->env, CPX_PARAM_DEPIND, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_PRELINEAR, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_PREDUAL, -1);
status = status && CPXsetintparam (d->env, CPX_PARAM_REDUCE, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_PREIND, CPX_OFF);
}
if ( status )
{
fprintf (stderr, "Failure to turn off preprocessing, error %d->\n", status);
return 1;
}
// Turn on data checking
if(boolParam.count("datacheckoff") > 0 && boolParam["datacheckoff"])
status = CPXsetintparam (d->env, CPX_PARAM_DATACHECK, CPX_OFF);
else
status = CPXsetintparam (d->env, CPX_PARAM_DATACHECK, CPX_ON);
if ( status )
{
fprintf (stderr, "Failure to turn on data checking, error %d->\n", status);
return 1;
}
// Sets a relative tolerance on the gap between the best integer objective and the objective of the best node remaining (between 0.0 and 1.0)
if(dblParam.count("epgap"))
{
//printf("setting epgap\n");
status = CPXsetdblparam (d->env, CPX_PARAM_EPGAP, dblParam["epgap"]);
if ( status )
{
fprintf (stderr, "Failure to set relative gap tolerance, error %d->\n", status);
return 1;
}
}
// Create the problem
d->lp = CPXcreateprob (d->env, &status, name.c_str());
if ( d->lp == NULL )
{
fprintf (stderr, "Failed to create LP.\n");
return 1;
}
fflush(stdout);
return 0;
}
long GenModelCplex::SetSol()
{
if(!bcreated)
throw string("SetSol() not available : Problem not created yet");
vars.sol.clear();
vars.sol.resize(vars.n,0);
vars.rc.clear();
vars.rc.resize(vars.n,0);
CplexData* d = (CplexData*)solverdata;
int status = 0;
if(d->x != NULL)
delete[] d->x;
if(d->dual != NULL)
delete[] d->dual;
if(d->rcost != NULL)
delete[] d->rcost;
if(d->slack != NULL)
delete[] d->slack;
d->x = new double[nc];
d->dual = new double[nr];
d->rcost = new double[nc];
d->slack = new double[nr];
int tempstat = CPXgetstat (d->env, d->lp);
int tempfeas;
int tempdualfeas;
int temphassol;
int currmeth = CPXgetmethod(d->env, d->lp);
status = CPXsolninfo(d->env, d->lp, &currmeth, &temphassol, &tempfeas, &tempdualfeas);
if ( status )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Failure to set set solution (CPXsolninfo)"));
feasible = static_cast<bool>(tempfeas);
dualfeasible = static_cast<bool>(tempdualfeas);
hassolution= static_cast<bool>(temphassol);
if(!hassolution)
return 1;
if(boolParam.count("mip") > 0 && boolParam["mip"])
status = CPXsolution (d->env, d->lp, &solstat, &objval, d->x, NULL, NULL, NULL);
else
status = CPXsolution (d->env, d->lp, &solstat, &objval, d->x, d->dual, d->slack, d->rcost);
if ( status )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Failure to set set solution (CPXsolution)"));
solstat = tempstat;
for(long i = 0; i < long(nc); i++)
{
vars.sol[i] = d->x[i];
vars.rc[i] = d->rcost[i];
}
for(long i = 0; i < long(nr); i++)
{
consts[i].dual = d->dual[i];
consts[i].slack = d->slack[i];
}
if(boolParam.count("print_version") > 0 && boolParam["print_version"])
printf("*********** Genmodel version = %s ***********\n", version.c_str());
return solstat;
}
long GenModelCplex::Init(string name)
{
//strParam.count("log_file")
//dblParam.count("relative_mip_gap_tolerance")
//dblParam.count("absolute_mip_gap_tolerance")
//dblParam.count("time_limit")
//dblParam.count("bounds_feasibility_tolerance")
//dblParam.count("optimality_tolerance")
//dblParam.count("markowitz_tolerance"))
//longParam.count("threads")
//longParam.count("cutpass")
//longParam.count("pumplevel")
//longParam.count("mipemphasis")
//longParam.count("probinglevel")
//longParam.count("max_iteration_limit");
//boolParam.count("preprocoff") : turn on/off preprocessing
//boolParam.count("datacheckoff")
//boolParam.count("screen_output")
//boolParam.count("usecutcb")
if(solverdata == NULL)
solverdata = new CplexData();
else
{
static_cast<CplexData*>(solverdata)->Delete();
static_cast<CplexData*>(solverdata)->Reset();
}
CplexData* d = static_cast<CplexData*>(solverdata);
int status = 0;
d->env = CPXopenCPLEX (&status);
// If an error occurs
if ( d->env == NULL )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Could not open CPLEX environment"));
hassolution = false;
// Log file
if(strParam.count("log_file") > 0)
{
d->cpxfileptr = CPXfopen(strParam["log_file"].c_str(), "w");
status = CPXsetlogfile(d->env, d->cpxfileptr);
if ( status )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Failure to set the log file"));
}
// General settings
boolParam["log_output_stdout"] = true;
SetParam("log_output_stdout", CPX_PARAM_SCRIND, "bool", "Failure to turn on/off log output to stdout");
SetParam("log_level", 0, "long", "Failure to set log level", false);
SetParam("use_data_checking", CPX_PARAM_DATACHECK, "bool", "Failure to turn on/off data checking");
SetParam("nb_threads", CPX_PARAM_THREADS, "long", "Failure to set the number of threads");
if(boolParam.count("use_preprocessor") > 0 && !boolParam["use_preprocessor"])
{
SetDirectParam(CPX_PARAM_AGGFILL, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_AGGFILL)");
SetDirectParam(CPX_PARAM_PREPASS, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_PREPASS)");
SetDirectParam(CPX_PARAM_AGGIND, long2param(CPX_OFF), "long", "Failure to use preprocessor (CPX_PARAM_AGGIND)");
SetDirectParam(CPX_PARAM_DEPIND, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_DEPIND)");
SetDirectParam(CPX_PARAM_PRELINEAR, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_PRELINEAR)");
SetDirectParam(CPX_PARAM_PREDUAL, long2param(-1), "long", "Failure to use preprocessor (CPX_PARAM_PREDUAL)");
SetDirectParam(CPX_PARAM_REDUCE, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_REDUCE)");
SetDirectParam(CPX_PARAM_PREIND, long2param(CPX_OFF), "long", "Failure to use preprocessor (CPX_PARAM_PREIND)");
}
// MIP settings
SetParam("nb_cut_pass", CPX_PARAM_CUTPASS, "long", "Failure to set the number of cut pass");
SetParam("feasibility_pump_level", CPX_PARAM_FPHEUR, "long", "Failure to set the feasibility pump level");
SetParam("probing_level", CPX_PARAM_PROBE, "long", "Failure to set the probing level");
SetParam("mip_emphasis", CPX_PARAM_MIPEMPHASIS, "long", "Failure to set the MIP emphasis");
if(boolParam.count("use_cut_callback") > 0 && boolParam["use_cut_callback"])
{
SetDirectParam(CPX_PARAM_PRELINEAR, long2param(0), "long", "Failure to use cut callback (CPX_PARAM_PRELINEAR)");
SetDirectParam(CPX_PARAM_MIPCBREDLP, long2param(0), "long", "Failure to use cut callback (CPX_PARAM_MIPCBREDLP)");
}
// Tolerance and limits
SetParam("time_limit", CPX_PARAM_TILIM, "dbl", "Failure to set time limit");
SetParam("max_iteration_limit", CPX_PARAM_ITLIM, "long", "Failure to set the maximal number of simplex iterations");
SetParam("bounds_feasibility_tolerance", CPX_PARAM_EPRHS, "dbl", "Failure to set bounds feasibility tolerance");
SetParam("optimality_tolerance", CPX_PARAM_EPOPT, "dbl", "Failure to set optimality tolerance");
SetParam("markowitz_tolerance", CPX_PARAM_EPMRK, "dbl", "Failure to set Markowitz tolerance");
SetParam("absolute_mip_gap_tolerance", CPX_PARAM_EPAGAP, "dbl", "Failure to set absolute gap tolerance");
SetParam("relative_mip_gap_tolerance", CPX_PARAM_EPGAP, "dbl", "Failure to set relative gap tolerance");
if(boolParam.count("maximize") > 0 && boolParam["maximize"])
SetParam("lp_objective_limit", CPX_PARAM_OBJULIM, "dbl", "Failure to set lp objective limit");
else
SetParam("lp_objective_limit", CPX_PARAM_OBJLLIM, "dbl", "Failure to set lp objective limit");
// Create the problem
d->lp = CPXcreateprob (d->env, &status, name.c_str());
if ( d->lp == NULL )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Failure to create Cplex optimization problem"));
binit = true;
return 0;
}
