void printResult(glp_prob * Prob, FILE * out) {
int i;
char buf[AUXSIZE];
glp_smcp * param = malloc(sizeof(glp_smcp));
glp_init_smcp(param);
param->msg_lev = GLP_MSG_ERR;
param->presolve = GLP_ON;
int solution[MAXSIZE];
for( i = 0 ; i < n ; ++i )
solution[planes[i].pos] = i;
mapSolution(Prob,solution);
glp_simplex(Prob,param);
if( simpleOutput ) {
time(&final);
fprintf(out,"%i & %i \\\\ \n",(int)glp_get_obj_val(Prob),(int)difftime(final,initial));
return;
}
fprintf(out,"Best found solution's value: %lf\n\n",glp_get_obj_val(Prob));
double time;
for( i = 0 ; i < n ; ++i ) {
sprintf(buf,"x%i",solution[i]);
time = glp_get_col_prim(Prob, glp_find_col(Prob, buf));
fprintf(out,"The %i-th airplane to arrive is airplane %i, at the time %lf\n",
i+1,solution[i]+1,time);
}
}
double glpk_wrapper::get_objective() {
assert(is_sat());
if (solver_type == SIMPLEX || solver_type == EXACT) {
return glp_get_obj_val(lp);
} else {
assert(solver_type == INTERIOR);
return glp_ipt_obj_val(lp);
}
}
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_get_obj_val(ip_);
}
int CMyProblem::PrintLPSolution(ostream &out)
{
glp_create_index(lp);
out << "LP solution" << endl;
out << "Dir;" << ((glp_get_obj_dir(lp)==GLP_MIN) ? "min" : "max") << endl;
out << "f; " << glp_get_obj_val(lp) << ";/*" << RealResult() << "*/" << endl;
out << "Status;" << DecodeStatus(glp_get_status(lp)) << endl;
PrintSolArray(lp,"x",out);
PrintSolArray(lp,"y",out);
glp_delete_index(lp);
return 0;
}
int main(void) {
glp_prob *lp;
int ia[1+1000], ja[1+1000];
double ar[1+1000], z, x1, x2, x3;
s1: lp = glp_create_prob();
s2: glp_set_prob_name(lp, "sample");
s3: glp_set_obj_dir(lp, GLP_MAX);
s4: glp_add_rows(lp, 3);
s5: glp_set_row_name(lp, 1, "p");
s6: glp_set_row_bnds(lp, 1, GLP_UP, 0.0, 100.0);
s7: glp_set_row_name(lp, 2, "q");
s8: glp_set_row_bnds(lp, 2, GLP_UP, 0.0, 600.0);
s9: glp_set_row_name(lp, 3, "r");
s10: glp_set_row_bnds(lp, 3, GLP_UP, 0.0, 300.0);
s11: glp_add_cols(lp, 3);
s12: glp_set_col_name(lp, 1, "x1");
s13: glp_set_col_bnds(lp, 1, GLP_LO, 0.0, 0.0);
s14: glp_set_obj_coef(lp, 1, 10.0);
s15: glp_set_col_name(lp, 2, "x2");
s16: glp_set_col_bnds(lp, 2, GLP_LO, 0.0, 0.0);
s17: glp_set_obj_coef(lp, 2, 6.0);
s18: glp_set_col_name(lp, 3, "x3");
s19: glp_set_col_bnds(lp, 3, GLP_LO, 0.0, 0.0);
s20: glp_set_obj_coef(lp, 3, 4.0);
s21: ia[1] = 1, ja[1] = 1, ar[1] = 1.0; /* a[1,1] = 1 */
s22: ia[2] = 1, ja[2] = 2, ar[2] = 1.0; /* a[1,2] = 1 */
s23: ia[3] = 1, ja[3] = 3, ar[3] = 1.0; /* a[1,3] = 1 */
s24: ia[4] = 2, ja[4] = 1, ar[4] = 10.0; /* a[2,1] = 10 */
s25: ia[5] = 3, ja[5] = 1, ar[5] = 2.0; /* a[3,1] = 2 */
s26: ia[6] = 2, ja[6] = 2, ar[6] = 4.0; /* a[2,2] = 4 */
s27: ia[7] = 3, ja[7] = 2, ar[7] = 2.0; /* a[3,2] = 2 */
s28: ia[8] = 2, ja[8] = 3, ar[8] = 5.0; /* a[2,3] = 5 */
s29: ia[9] = 3, ja[9] = 3, ar[9] = 6.0; /* a[3,3] = 6 */
s30: glp_load_matrix(lp, 9, ia, ja, ar);
s31: glp_simplex(lp, NULL);
s32: z = glp_get_obj_val(lp);
s33: x1 = glp_get_col_prim(lp, 1);
s34: x2 = glp_get_col_prim(lp, 2);
s35: x3 = glp_get_col_prim(lp, 3);
s36: printf("\nz = %g; x1 = %g; x2 = %g; x3 = %g\n", z, x1, x2, x3);
s37: glp_delete_prob(lp);
return 0;
}
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 c_simplex_sparse(int m, int n, DMAT(c), DMAT(b), DVEC(s)) {
glp_prob *lp;
lp = glp_create_prob();
glp_set_obj_dir(lp, GLP_MAX);
int i,j,k;
int tot = cr - n;
glp_add_rows(lp, m);
glp_add_cols(lp, n);
//printf("%d %d\n",m,n);
// the first n values
for (k=1;k<=n;k++) {
glp_set_obj_coef(lp, k, AT(c, k-1, 2));
//printf("%d %f\n",k,AT(c, k-1, 2));
}
int * ia = malloc((1+tot)*sizeof(int));
int * ja = malloc((1+tot)*sizeof(int));
double * ar = malloc((1+tot)*sizeof(double));
for (k=1; k<= tot; k++) {
ia[k] = rint(AT(c,k-1+n,0));
ja[k] = rint(AT(c,k-1+n,1));
ar[k] = AT(c,k-1+n,2);
//printf("%d %d %f\n",ia[k],ja[k],ar[k]);
}
glp_load_matrix(lp, tot, ia, ja, ar);
int t;
for (i=1;i<=m;i++) {
switch((int)rint(AT(b,i-1,0))) {
case 0: { t = GLP_FR; break; }
case 1: { t = GLP_LO; break; }
case 2: { t = GLP_UP; break; }
case 3: { t = GLP_DB; break; }
default: { t = GLP_FX; break; }
}
glp_set_row_bnds(lp, i, t , AT(b,i-1,1), AT(b,i-1,2));
}
for (j=1;j<=n;j++) {
switch((int)rint(AT(b,m+j-1,0))) {
case 0: { t = GLP_FR; break; }
case 1: { t = GLP_LO; break; }
case 2: { t = GLP_UP; break; }
case 3: { t = GLP_DB; break; }
default: { t = GLP_FX; break; }
}
glp_set_col_bnds(lp, j, t , AT(b,m+j-1,1), AT(b,m+j-1,2));
}
glp_term_out(0);
glp_simplex(lp, NULL);
sp[0] = glp_get_status(lp);
sp[1] = glp_get_obj_val(lp);
for (k=1; k<=n; k++) {
sp[k+1] = glp_get_col_prim(lp, k);
}
glp_delete_prob(lp);
free(ia);
free(ja);
free(ar);
return 0;
}
OptSolutionData* GLPKRunSolver(int ProbType) {
OptSolutionData* NewSolution = NULL;
int NumVariables = glp_get_num_cols(GLPKModel);
int Status = 0;
if (ProbType == MILP) {
Status = glp_simplex(GLPKModel, NULL); // Use default settings
if (Status != 0) {
FErrorFile() << "Failed to optimize problem." << endl;
FlushErrorFile();
return NULL;
}
Status = glp_intopt(GLPKModel, NULL); // Use default settings
if (Status != 0) {
FErrorFile() << "Failed to optimize problem." << endl;
FlushErrorFile();
return NULL;
}
NewSolution = new OptSolutionData;
Status = glp_mip_status(GLPKModel);
if (Status == GLP_UNDEF || Status == GLP_NOFEAS) {
NewSolution->Status = INFEASIBLE;
return NewSolution;
} else if (Status == GLP_FEAS) {
NewSolution->Status = UNBOUNDED;
return NewSolution;
} else if (Status == GLP_OPT) {
NewSolution->Status = SUCCESS;
} else {
delete NewSolution;
FErrorFile() << "Problem status unrecognized." << endl;
FlushErrorFile();
return NULL;
}
NewSolution->Objective = glp_mip_obj_val(GLPKModel);
NewSolution->SolutionData.resize(NumVariables);
for (int i=0; i < NumVariables; i++) {
NewSolution->SolutionData[i] = glp_mip_col_val(GLPKModel, i+1);
}
} else if (ProbType == LP) {
//First we check the basis matrix to ensure it is not singular
if (glp_warm_up(GLPKModel) != 0) {
glp_adv_basis(GLPKModel, 0);
}
Status = glp_simplex(GLPKModel, NULL); // Use default settings
if (Status == GLP_EBADB) { /* the basis is invalid; build some valid basis */
glp_adv_basis(GLPKModel, 0);
Status = glp_simplex(GLPKModel, NULL); // Use default settings
}
if (Status != 0) {
FErrorFile() << "Failed to optimize problem." << endl;
FlushErrorFile();
return NULL;
}
NewSolution = new OptSolutionData;
Status = glp_get_status(GLPKModel);
if (Status == GLP_INFEAS || Status == GLP_NOFEAS || Status == GLP_UNDEF) {
cout << "Model is infeasible" << endl;
FErrorFile() << "Model is infeasible" << endl;
FlushErrorFile();
NewSolution->Status = INFEASIBLE;
return NewSolution;
} else if (Status == GLP_FEAS || Status == GLP_UNBND) {
cout << "Model is unbounded" << endl;
FErrorFile() << "Model is unbounded" << endl;
FlushErrorFile();
NewSolution->Status = UNBOUNDED;
return NewSolution;
} else if (Status == GLP_OPT) {
NewSolution->Status = SUCCESS;
} else {
delete NewSolution;
FErrorFile() << "Problem status unrecognized." << endl;
FlushErrorFile();
return NULL;
}
NewSolution->Objective = glp_get_obj_val(GLPKModel);
NewSolution->SolutionData.resize(NumVariables);
for (int i=0; i < NumVariables; i++) {
NewSolution->SolutionData[i] = glp_get_col_prim(GLPKModel, i+1);
}
} else {
FErrorFile() << "Optimization problem type cannot be handled by GLPK solver." << endl;
FlushErrorFile();
return NULL;
}
return NewSolution;
}
double lpx_get_obj_val(LPX *lp)
{ /* retrieve objective value (basic solution) */
return glp_get_obj_val(lp);
}
/*
R is the random contraint data in row major memory layout
ridx is an N array of integers
soln is an array of length (n+1) soln[n] is t (objective value)
active_constr is an N-length 0-1 array
*/
void solve_lp(int N, int n, double* R, int* ridx, double* soln, int* active_constr)
{
double tol = 1.0e-14;
int size = (N+1)*(n+1) + 1; // We add one because GLPK indexes arrays
// starting at 1 instead of 0.
glp_prob *lp;
int* ia = malloc(size * sizeof(int));
int* ja = malloc(size * sizeof(int));
double* ar = malloc(size * sizeof(double));
int i, j;
lp = glp_create_prob();
glp_set_prob_name(lp, "portfolio");
glp_set_obj_dir(lp, GLP_MAX);
glp_add_rows(lp, N+1);
// Sampled constraints are ">= 0"
for (i = 1; i <= N; i++) {
glp_set_row_bnds(lp, i, GLP_LO, 0.0, 0.0);
}
// Sum = 1 constraint
glp_set_row_name(lp, N+1, "sum");
glp_set_row_bnds(lp, N+1, GLP_FX, 1.0, 1.0);
glp_add_cols(lp, n+1);
// Nonnegative variables y
for (i = 1; i <= n; i++) {
glp_set_col_bnds(lp, i, GLP_LO, 0.0, 0.0);
glp_set_obj_coef(lp, i, 0.0);
}
// Free variable t
glp_set_col_name(lp, n+1, "t");
glp_set_col_bnds(lp, n+1, GLP_FR, 0.0, 0.0);
glp_set_obj_coef(lp, n+1, 1.0);
// for (i = 0; i < N*(n-1); i++) {
// printf("%d: %g\n", i, R[i]);
// }
int idx = 1;
// Sampled constraints
for (i = 1; i <= N; i++) {
// Uncertain assets
for (j = 1; j < n; j++) {
ia[idx] = i;
ja[idx] = j;
ar[idx] = R[ ridx[(i-1)] * (n-1) + (j-1) ];
idx += 1;
}
// Fixed return asset
ia[idx] = i;
ja[idx] = n;
ar[idx] = 1.05;
idx += 1;
// t
ia[idx] = i;
ja[idx] = n+1;
ar[idx] = -1.0;
idx += 1;
}
// Sum = 1 constraint
for (i = 1; i <= n; i++) {
ia[idx] = N+1;
ja[idx] = i;
ar[idx] = 1.0;
idx += 1;
}
// t
ia[idx] = N+1;
ja[idx] = n+1;
ar[idx] = 0.0;
idx += 1;
// for (i = 1; i < size; i++) {
// printf("%d %d %g\n", ia[i], ja[i], ar[i]);
// }
glp_load_matrix(lp, size-1, ia, ja, ar);
// glp_scale_prob(lp, GLP_SF_AUTO);
glp_smcp param;
glp_init_smcp(¶m);
param.meth = GLP_PRIMAL;
//glp_std_basis(lp);
glp_simplex(lp, ¶m);
double z = glp_get_obj_val(lp);
// printf("z = %g\n", z);
if (soln) {
for (i = 0; i < n; i++) {
double y = glp_get_col_prim(lp, i+1);
soln[i] = y;
// printf("y%d = %g\n", i, y);
}
double t = glp_get_col_prim(lp, n+1);
soln[n] = t;
// printf("t = %g\n", glp_get_col_prim(lp, n+1));
}
for (i = 1; i <= N; i++) {
double slack = glp_get_row_prim(lp, i);
active_constr[i-1] = fabs(slack) < tol ? 1 : 0;
// printf("constr%d %d\n", i, active_constr[i-1]);
}
glp_delete_prob(lp);
// glp_free_env();
free(ia);
free(ja);
free(ar);
}
int main(int argc, char * argv[]) {
int i,j;
time(&initial);
srand(SEED);
/* Default values */
outFile = stdout;
maxAlpha = 2;
maxIter = 100;
maxTime = 30;
randomSeed = SEED;
simpleOutput = 0;
/* Read arguments */
if( argc > 7 )
argc = 7;
switch(argc) {
case 7:
simpleOutput = atoi(argv[6]);
case 6:
if( !(randomSeed = atoi(argv[5])) )
leave(argv[0]);
case 5:
if( !(maxTime = atoi(argv[4])) )
leave(argv[0]);
case 4:
if( !(maxIter = atoi(argv[3])) )
leave(argv[0]);
case 3:
if( !(maxAlpha = atoi(argv[2])) )
leave(argv[0]);
case 2:
if( simpleOutput ) {
if( !(outFile = fopen(argv[1],"a")) )
leave(argv[0]);
break;
}
if( !(outFile = fopen(argv[1],"w")) )
leave(argv[0]);
}
readInput(stdin);
/* Initiate positions */
for( i = 0 ; i < n ; ++i ) {
pOrd[i].ideal = planes[i].ideal;
pOrd[i].pos = i;
}
qsort (pOrd, n, sizeof(struct planeOrder), compIdealT);
for( i = 0 ; i < n ; ++i ) {
planes[pOrd[i].pos].pos = i;
}
/* Create lp instance */
glp_prob * Prob;
Prob = glp_create_prob();
glp_set_prob_name(Prob, "Airplane Landing Problem");
glp_set_obj_name(Prob, "Cost");
/* Create basic constraints */
for( i = 0 ; i < n ; ++i ) {
addBasicRestriction(Prob,i);
}
glp_create_index(Prob);
/* Create separation constraints and order variables (&ij) if necessary */
for( i = 0 ; i < n ; ++i ) {
for( j = i+1 ; j < n ; ++j ) {
if( planes[i].latest >= planes[j].earliest &&
planes[j].latest >= planes[i].earliest ) {
addOrderConstraint(Prob,i,j);
} else if ( planes[i].latest < planes[j].earliest &&
planes[i].latest + planes[i].sep[j] >= planes[j].earliest ) {
addSeparationConstraint(Prob, i, j);
} else if ( planes[j].latest < planes[i].earliest &&
planes[j].latest + planes[j].sep[i] >= planes[i].earliest ) {
addSeparationConstraint(Prob, j, i);
}
}
}
/* Write problem in MPS format so glpsol can (try to) solve it */
glp_write_mps(Prob, GLP_MPS_FILE, NULL,"mpsProblem.txt");
glp_delete_index(Prob);
glp_create_index(Prob);
/* GRASP */
/* Data to handle glp solving, time checking and solution generating */
glp_smcp * param = malloc(sizeof(glp_smcp));
glp_init_smcp(param);
param->msg_lev = GLP_MSG_ERR;
int solution[MAXSIZE], timeAux[MAXSIZE], t;
double currResult = DBL_MAX, bestResult = DBL_MAX;
alpha = 0;
time_t start, curr;
time(&start);
for( t = 0 ; t < maxIter ; ++t ) {
/* Greedy solution generation */
while(createSolution(solution,timeAux,0))
alpha = n;
/* Building the right constraints */
mapSolution(Prob,solution);
/* Solving with glpsol */
param->presolve = GLP_ON;
glp_simplex(Prob,param);
param->presolve = GLP_OFF;
currResult = glp_get_obj_val(Prob);
/* Local search using the first increase */
for( i = 0 ; i < n-1 ; ++i ) {
/* Swap two adjacent planes */
swapConstraint(Prob,i,solution,0);
glp_simplex(Prob,param);
/* Check for improvements */
if( GLP_OPT == glp_get_status(Prob) && glp_get_obj_val(Prob) < currResult ) {
currResult = glp_get_obj_val(Prob);
/* Changing the solution */
int swp;
swp = solution[i];
solution[i] = solution[i+1];
solution[i+1] = swp;
/* Restarting */
i = -1;
} else
swapConstraint(Prob,i,solution,1);
}
/* Checking improvements */
if( bestResult > currResult ) {
bestResult = currResult;
for( i = 0 ; i < n ; ++i )
planes[solution[i]].pos = i;
}
/* Choosing alpha */
alpha = rand()%(maxAlpha+1);
/* Is our time up? */
time(&curr);
if( difftime(curr,start) > maxTime )
break;
}
/* Print Answer */
printResult(Prob, stdout);
if( outFile ) {
printResult(Prob, outFile);
fclose(outFile);
}
return 0;
}
static bool Graph_solve(Graph& graph, size_t loops, PositionList* position_tbl) {
glp_prob* lp = glp_create_prob();
glp_set_prob_name(lp, "scaffold");
glp_set_obj_dir(lp, GLP_MIN);
size_t rows = 0, cols = 0, vals = 0;
for (Graph::const_iterator i = graph.begin(); i != graph.end(); ++i) {
++cols; // var x_i
for (Children::const_iterator j = i->second.children.begin(); j != i->second.children.end(); ++j) {
rows += 3;
cols += 2; // var e_i_j; var E_i_j;
vals += 7;
}
}
glp_add_rows(lp, rows);
glp_add_cols(lp, cols);
std::map< std::pair< size_t, size_t >, size_t > mapping;
{
size_t row = 1, col = 1;
for (Graph::const_iterator i = graph.begin(); i != graph.end(); ++i) {
mapping[std::make_pair(i->first, -1)] = col;
glp_set_col_bnds(lp, col++, GLP_LO, 0.0, 0.0); // x_i >= 0
for (Children::const_iterator j = i->second.children.begin(); j != i->second.children.end(); ++j) {
glp_set_row_bnds(lp, row++, GLP_FX, j->second, j->second);
glp_set_row_bnds(lp, row++, GLP_LO, 0.0, 0.0);
glp_set_row_bnds(lp, row++, GLP_LO, 0.0, 0.0);
mapping[std::make_pair(i->first, j->first)] = col;
++col; // var e_i
glp_set_obj_coef(lp, col++, 1.0);
}
}
}
LOG4CXX_TRACE(logger, boost::format(" rows = %d, cols = %d, vals = %d") % rows % cols % vals);
int* ia = new int[vals + 1];
int* ja = new int[vals + 1];
double* ra = new double[vals + 1];
{
size_t l = 1, row = 1, col = 1;
for (Graph::const_iterator i = graph.begin(); i != graph.end(); ++i) {
for (Children::const_iterator j = i->second.children.begin(); j != i->second.children.end(); ++j) {
// x_j - x_i + e_i_j = d_i_j
ia[l] = row;
ja[l] = mapping[std::make_pair(j->first, -1)];
ra[l] = 1.0;
++l;
ia[l] = row;
ja[l] = mapping[std::make_pair(i->first, -1)];
ra[l] = -1.0;
++l;
ia[l] = row;
ja[l] = mapping[std::make_pair(i->first, j->first)] + 0;
ra[l] = 1.0;
++l;
++row;
// E_i_j + e_i_j >= 0
ia[l] = row;
ja[l] = mapping[std::make_pair(i->first, j->first)] + 1;
ra[l] = 1.0;
++l;
ia[l] = row;
ja[l] = mapping[std::make_pair(i->first, j->first)] + 0;
ra[l] = 1.0;
++l;
++row;
// E_i_j - e_i_j >= 0
ia[l] = row;
ja[l] = mapping[std::make_pair(i->first, j->first)] + 1;
ra[l] = 1.0;
++l;
ia[l] = row;
ja[l] = mapping[std::make_pair(i->first, j->first)] + 0;
ra[l] = -1.0;
++l;
++row;
}
}
}
glp_load_matrix(lp, vals, ia, ja, ra);
glp_smcp parm;
glp_init_smcp(&parm);
parm.it_lim = loops;
//parm.pricing = GLP_PT_PSE;
//parm.presolve = GLP_ON;
parm.msg_lev = GLP_MSG_ERR;
glp_simplex(lp, &parm);
double z = glp_get_obj_val(lp);
LOG4CXX_TRACE(logger, boost::format("z = %f") % z);
for (Graph::const_iterator i = graph.begin(); i != graph.end(); ++i) {
size_t val = glp_get_col_prim(lp, mapping[std::make_pair(i->first, -1)]);
if (position_tbl != NULL) {
(*position_tbl)[i->first] = val;
}
LOG4CXX_TRACE(logger, boost::format("x\t%d\t%d") % i->first % val);
}
delete[] ra;
delete[] ja;
delete[] ia;
glp_delete_prob(lp);
return true;
}
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();
// Obsolete
//lib_set_fault_hook (NULL, glpk_fault_hook);
//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
glp_prob *lp = glp_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])
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;
}
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 (lpx_write_cpxlp (lp, save_filename) != 0) {
mexErrMsgTxt("glpkcc: unable to write the problem");
longjmp (mark, -1);
}
}else{
if (!strcmp(filetype,"fixedmps")){
if (lpx_write_mps (lp, save_filename) != 0) {
mexErrMsgTxt("glpkcc: unable to write the problem");
longjmp (mark, -1);
}
}else{
if (!strcmp(filetype,"freemps")){
if (lpx_write_freemps (lp, save_filename) != 0) {
mexErrMsgTxt("glpkcc: unable to write the problem");
longjmp (mark, -1);
}
}else{// plain text
if (lpx_print_prob (lp, save_filename) != 0) {
mexErrMsgTxt("glpkcc: unable to write the problem");
longjmp (mark, -1);
}
}
}
}
}
//-- scale the problem data (if required)
if (glpIntParam[1] && (! glpIntParam[16] || lpsolver != 1))
lpx_scale_prob (lp);
//-- build advanced initial basis (if required)
if (lpsolver == 1 && ! glpIntParam[16])
lpx_adv_basis (lp);
glp_smcp sParam;
glp_init_smcp(&sParam);
//-- set control parameters
if (lpsolver==1){
//remap of control parameters for simplex method
sParam.msg_lev=glpIntParam[0]; // message level
// simplex method: primal/dual
if (glpIntParam[2]==0) sParam.meth=GLP_PRIMAL;
else sParam.meth=GLP_DUALP;
// pricing technique
if (glpIntParam[3]==0) sParam.pricing=GLP_PT_STD;
else sParam.pricing=GLP_PT_PSE;
//sParam.r_test not available
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++)
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]);
}
// Choose simplex method ('S') or interior point method ('T') to solve the problem
if (lpsolver == 1)
method = 'S';
else
method = 'T';
int errnum;
switch (method){
case 'S': {
if (isMIP){
method = 'I';
errnum = lpx_intopt (lp);
}
else{
errnum = glp_simplex(lp, &sParam);
errnum += 100; //this is to avoid ambiguity in the return codes.
}
}
break;
case 'T': errnum = lpx_interior(lp); break;
default: xassert (method != method);
}
/* errnum assumes the following results:
errnum = 0 <=> No errors
errnum = 1 <=> Iteration limit exceeded.
errnum = 2 <=> Numerical problems with basis matrix.
*/
if (errnum == LPX_E_OK || errnum==100){
// Get status and object value
if (isMIP)
{
*status = glp_mip_status (lp);
*fmin = glp_mip_obj_val (lp);
}
else
{
if (lpsolver == 1)
{
*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)
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) 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) 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;
glp_ulong tpeak;
lib_mem_usage(NULL, NULL, NULL, &tpeak);
*mem=(double)(4294967296.0 * tpeak.hi + tpeak.lo) / (1024);
glp_delete_prob (lp);
return 0;
}
glp_delete_prob (lp);
*status = errnum;
return errnum;
}
int CConstraints::GLPK_lp(CModel* pmodel)
{
glp_prob* lp = glp_create_prob();
int iRow = (int) m_vWeights.size();
//int iCol = (int) m_iWeightLength + m_iPatternNum;
int iSize = iRow * ( m_iWeightLength + 1);
int ia[10 + iSize], ja[1 + iSize];
double ar[1 + iSize];
glp_set_prob_name(lp, "StrLP");
glp_set_obj_dir(lp, GLP_MIN);
glp_add_rows(lp, (int) m_vWeights.size());
// setup rows
for (int i = 0; i < (int) m_vWeights.size(); i ++)
{
char tmp[200];
sprintf(tmp, "cc_%d", i + 1);
glp_set_row_name(lp, i + 1, tmp);
glp_set_row_bnds(lp, i + 1, GLP_LO, m_fDistance - m_fEpsilon, 0);
}
glp_add_cols(lp, m_iWeightLength + m_iPatternNum);
for (int i = 0; i < m_iWeightLength; i ++)
{
char tmp[200];
sprintf(tmp, "w%d", i + 1);
glp_set_col_name(lp, i + 1, tmp);
glp_set_col_bnds(lp, i + 1, GLP_LO, 0, 0.0);
glp_set_obj_coef(lp, i + 1, 1.0);
}
for (int i = 0; i < m_iPatternNum; i ++)
{
char tmp[200];
sprintf(tmp, "e%d", i + 1);
glp_set_col_name(lp, m_iWeightLength + i + 1, tmp);
glp_set_col_bnds(lp, m_iWeightLength + i + 1, GLP_LO, 0, 0.0);
glp_set_obj_coef(lp, m_iWeightLength + i + 1, m_fC / m_iPatternNum);
}
int iIndex = 1;
for (int i = 0; i < (int)m_vWeights.size(); i ++)
{
double* pd = m_vWeights[i];
for (int j = 0; j < (int) m_iWeightLength; j ++)
{
ia[iIndex] = i + 1, ja[iIndex] = j + 1;
if (pmodel->m_vSign[j] <= 0)
{
ar[iIndex] = -pd[j];
}
else
{
ar[iIndex] = pd[j];
}
iIndex ++;
}
ia[iIndex] = i + 1;
ja[iIndex] = m_iWeightLength + m_vPatternIndex[i] + 1;
//ar[iIndex] = 1;
ar[iIndex] = m_vLoss[i];
iIndex ++;
}
glp_load_matrix(lp, iIndex - 1, ia, ja, ar);
glp_simplex(lp, NULL);
double z = glp_get_obj_val(lp);
fprintf(stderr, "minimal value %f \n", z);
for (int i = 0; i < m_iWeightLength; i ++)
{
double x = glp_get_col_prim(lp, i + 1);
if (pmodel->m_vSign[i] <=0)
{
pmodel->m_vWeight[i] = -x;
}
else
{
pmodel->m_vWeight[i] = x;
}
if (x != 0) fprintf(stderr, "(w%d, %f)\t", i + 1, pmodel->m_vWeight[i]);
}
for (int i = 0; i < m_iPatternNum; i ++)
{
double x = glp_get_col_prim(lp, m_iWeightLength + i + 1);
pmodel->m_vTheta[i] = x;
if (x != 0) fprintf(stderr, "(e%d, %f)\t", i + 1, pmodel->m_vTheta[i]);
}
glp_delete_prob(lp);
return 1;
}
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;
}
double c_glp_get_obj_val(glp_prob *lp){
return glp_get_obj_val(lp);
}
int DBWorker::_RememberRun(CMyProblem &P, int idobjectives, const char* modelfile, double time, bool mip, int idruns)
{
int idrun = -1;
try {
sql::PreparedStatement *PrepStmt;
sql::ResultSet *res;
PrepStmt = con->prepareStatement(
"INSERT INTO runs(idobjectives,modelfile,runtype,res_status,res_value,time_in_seconds,idruns) VALUES(?,?,?,?,?,?,?)"
);
PrepStmt->setInt(1, idobjectives);
PrepStmt->setString(2, modelfile);
PrepStmt->setString(3, mip ? "mip" : "lp");
if(!mip)
{
PrepStmt->setInt(4, glp_get_status(P.GetProblem()));
PrepStmt->setDouble(5, glp_get_obj_val(P.GetProblem()));
PrepStmt->setNull(7,0);
}
else
{
PrepStmt->setInt(4, glp_mip_status(P.GetProblem()));
PrepStmt->setDouble(5, glp_mip_obj_val(P.GetProblem()));
PrepStmt->setInt(7,idruns);
}
PrepStmt->setDouble(6, time);
PrepStmt->execute();
delete PrepStmt;
if(!mip)
{
PrepStmt = con->prepareStatement(
"SELECT LAST_INSERT_ID()"
);
res = PrepStmt->executeQuery();
delete PrepStmt;
res->next();
idrun = res->getInt(1);
delete res;
}
else
{
idrun = idruns;
}
cout << "Run ID " << idrun << endl;
PrepStmt = con->prepareStatement(
"INSERT INTO results(idrun,var_name,i,j,value,runtype) VALUES(?,?,?,?,?,?)"
);
PrepStmt->setInt(1, idrun);
PrepStmt->setString(6, mip ? "mip" : "lp");
vector<vector<double>> arr;
for (int vvv=1; vvv>=0; vvv--)
{
char* var_name = (vvv ? "x" : "y");
GetSolArray(P.GetProblem(),var_name,arr,mip);
PrepStmt->setString(2, var_name);
int i=1;
for (std::vector<vector<double>>::iterator it = arr.begin() ; it != arr.end(); ++it)
{
int j=1;
for (std::vector<double>::iterator it2 = (*it).begin() ; it2 != (*it).end(); ++it2)
{
PrepStmt->setInt(3, i);
PrepStmt->setInt(4, j);
PrepStmt->setDouble(5, *it2);
PrepStmt->execute();
j++;
}
i++;
}
}
delete PrepStmt;
}
catch (sql::SQLException &e) {
SQLError(e);
}
return idrun;
}
bool isFeasible()
{
int nCons;
int coef1[MAXNEDGES], coef2[MAXNEDGES];
int ind[MAXNEDGES+1];
double val[MAXNEDGES+1];
glp_prob * lp = glp_create_prob();
glp_set_obj_dir(lp, GLP_MAX);
glp_add_cols(lp, nEdges+1);
for (int i=0; i<nEdges+1; i++)
glp_set_col_bnds(lp, i+1, GLP_LO, 0, 0);
glp_set_obj_coef(lp, nEdges+1, 1);
nCons = 0;
for (int i=0; i<nEdges; i++) {
nCons++;
glp_add_rows(lp,1);
glp_set_row_bnds(lp, nCons, GLP_UP, 0, 0);
ind[1] = nEdges+1; val[1] = 1; //gamma <= l_e
ind[2] = i+1; val[2] = -1;
glp_set_mat_row(lp, nCons, 2, ind, val);
}
for (int m=0; m<k; m++) {
int first = -1;
for (int i=0; i<paths[m].n; i++) if (paths[m].isShort[i]) { first = i; break; }
assert(first>=0);
setCoef(coef1, m, first);
for (int i=first+1; i<paths[m].n; i++) if (paths[m].isShort[i]) {
setCoef(coef2, m, i);
nCons++;
glp_add_rows(lp,1);
glp_set_row_bnds(lp, nCons, GLP_FX, 0, 0);
int nEle = 0;
for (int j=0; j<nEdges; j++) if (coef1[j] ^ coef2[j]) {
nEle++;
ind[nEle] = j+1;
val[nEle] = (coef1[j])? 1:-1;
}
glp_set_mat_row(lp, nCons, nEle, ind, val);
}
for (int i=0; i<paths[m].n; i++) if (!paths[m].isShort[i]){
setCoef(coef2, m, i);
nCons++;
glp_add_rows(lp,1);
glp_set_row_bnds(lp, nCons, GLP_UP, 0, 0);
int nEle = 0;
for (int j=0; j<nEdges; j++) if (coef1[j] ^ coef2[j]) {
nEle++;
ind[nEle] = j+1;
val[nEle] = (coef1[j])? 1:-1;
}
glp_set_mat_row(lp, nCons, nEle, ind, val);
}
}
nCons++;
glp_add_rows(lp,1);
glp_set_row_bnds(lp, nCons, GLP_UP, 0, 1);
for (int j=0; j<nEdges; j++) {
ind[j+1] = j+1;
val[j+1] = 1;
}
glp_set_mat_row(lp, nCons, nEdges, ind, val);
glp_term_out(GLP_OFF);
glp_simplex(lp, NULL);
double ret = glp_get_obj_val(lp);
glp_delete_prob(lp);
return (ret>0);
}