void lpx_check_kkt(LPX *lp, int scaled, LPXKKT *kkt)
{ int m = lpx_get_num_rows(lp);
int n = lpx_get_num_cols(lp);
#if 0 /* 21/XII-2003 */
int *typx = lp->typx;
double *lb = lp->lb;
double *ub = lp->ub;
double *rs = lp->rs;
#else
int typx, tagx;
double lb, ub;
#endif
int dir = lpx_get_obj_dir(lp);
#if 0 /* 21/XII-2003 */
double *coef = lp->coef;
#endif
#if 0 /* 22/XII-2003 */
int *A_ptr = lp->A->ptr;
int *A_len = lp->A->len;
int *A_ndx = lp->A->ndx;
double *A_val = lp->A->val;
#endif
int *A_ndx;
double *A_val;
#if 0 /* 21/XII-2003 */
int *tagx = lp->tagx;
int *posx = lp->posx;
int *indx = lp->indx;
double *bbar = lp->bbar;
double *cbar = lp->cbar;
#endif
int beg, end, i, j, k, t;
double cR_i, cS_j, c_k, xR_i, xS_j, x_k, dR_i, dS_j, d_k;
double g_i, h_k, u_j, v_k, temp, rii, sjj;
if (lpx_get_prim_stat(lp) == LPX_P_UNDEF)
xfault("lpx_check_kkt: primal basic solution is undefined\n");
if (lpx_get_dual_stat(lp) == LPX_D_UNDEF)
xfault("lpx_check_kkt: dual basic solution is undefined\n");
/*--------------------------------------------------------------*/
/* compute largest absolute and relative errors and corresponding
row indices for the condition (KKT.PE) */
kkt->pe_ae_max = 0.0, kkt->pe_ae_row = 0;
kkt->pe_re_max = 0.0, kkt->pe_re_row = 0;
A_ndx = xcalloc(1+n, sizeof(int));
A_val = xcalloc(1+n, sizeof(double));
for (i = 1; i <= m; i++)
{ /* determine xR[i] */
#if 0 /* 21/XII-2003 */
if (tagx[i] == LPX_BS)
xR_i = bbar[posx[i]];
else
xR_i = spx_eval_xn_j(lp, posx[i] - m);
#else
lpx_get_row_info(lp, i, NULL, &xR_i, NULL);
xR_i *= lpx_get_rii(lp, i);
#endif
/* g[i] := xR[i] */
g_i = xR_i;
/* g[i] := g[i] - (i-th row of A) * xS */
beg = 1;
end = lpx_get_mat_row(lp, i, A_ndx, A_val);
for (t = beg; t <= end; t++)
{ j = m + A_ndx[t]; /* a[i,j] != 0 */
/* determine xS[j] */
#if 0 /* 21/XII-2003 */
if (tagx[j] == LPX_BS)
xS_j = bbar[posx[j]];
else
xS_j = spx_eval_xn_j(lp, posx[j] - m);
#else
lpx_get_col_info(lp, j-m, NULL, &xS_j, NULL);
xS_j /= lpx_get_sjj(lp, j-m);
#endif
/* g[i] := g[i] - a[i,j] * xS[j] */
rii = lpx_get_rii(lp, i);
sjj = lpx_get_sjj(lp, j-m);
g_i -= (rii * A_val[t] * sjj) * xS_j;
}
/* unscale xR[i] and g[i] (if required) */
if (!scaled)
{ rii = lpx_get_rii(lp, i);
xR_i /= rii, g_i /= rii;
}
/* determine absolute error */
temp = fabs(g_i);
if (kkt->pe_ae_max < temp)
kkt->pe_ae_max = temp, kkt->pe_ae_row = i;
/* determine relative error */
temp /= (1.0 + fabs(xR_i));
if (kkt->pe_re_max < temp)
kkt->pe_re_max = temp, kkt->pe_re_row = i;
}
xfree(A_ndx);
xfree(A_val);
/* estimate the solution quality */
if (kkt->pe_re_max <= 1e-9)
kkt->pe_quality = 'H';
else if (kkt->pe_re_max <= 1e-6)
kkt->pe_quality = 'M';
else if (kkt->pe_re_max <= 1e-3)
kkt->pe_quality = 'L';
else
kkt->pe_quality = '?';
/*--------------------------------------------------------------*/
/* compute largest absolute and relative errors and corresponding
variable indices for the condition (KKT.PB) */
kkt->pb_ae_max = 0.0, kkt->pb_ae_ind = 0;
kkt->pb_re_max = 0.0, kkt->pb_re_ind = 0;
for (k = 1; k <= m+n; k++)
{ /* determine x[k] */
if (k <= m)
{ lpx_get_row_bnds(lp, k, &typx, &lb, &ub);
rii = lpx_get_rii(lp, k);
lb *= rii;
ub *= rii;
lpx_get_row_info(lp, k, &tagx, &x_k, NULL);
x_k *= rii;
}
else
{ lpx_get_col_bnds(lp, k-m, &typx, &lb, &ub);
sjj = lpx_get_sjj(lp, k-m);
lb /= sjj;
ub /= sjj;
lpx_get_col_info(lp, k-m, &tagx, &x_k, NULL);
x_k /= sjj;
}
/* skip non-basic variable */
if (tagx != LPX_BS) continue;
/* compute h[k] */
h_k = 0.0;
switch (typx)
{ case LPX_FR:
break;
case LPX_LO:
if (x_k < lb) h_k = x_k - lb;
break;
case LPX_UP:
if (x_k > ub) h_k = x_k - ub;
break;
case LPX_DB:
case LPX_FX:
if (x_k < lb) h_k = x_k - lb;
if (x_k > ub) h_k = x_k - ub;
break;
default:
xassert(typx != typx);
}
/* unscale x[k] and h[k] (if required) */
if (!scaled)
{ if (k <= m)
{ rii = lpx_get_rii(lp, k);
x_k /= rii, h_k /= rii;
}
else
{ sjj = lpx_get_sjj(lp, k-m);
x_k *= sjj, h_k *= sjj;
}
}
/* determine absolute error */
temp = fabs(h_k);
if (kkt->pb_ae_max < temp)
kkt->pb_ae_max = temp, kkt->pb_ae_ind = k;
/* determine relative error */
temp /= (1.0 + fabs(x_k));
if (kkt->pb_re_max < temp)
kkt->pb_re_max = temp, kkt->pb_re_ind = k;
}
/* estimate the solution quality */
if (kkt->pb_re_max <= 1e-9)
kkt->pb_quality = 'H';
else if (kkt->pb_re_max <= 1e-6)
kkt->pb_quality = 'M';
else if (kkt->pb_re_max <= 1e-3)
kkt->pb_quality = 'L';
else
kkt->pb_quality = '?';
/*--------------------------------------------------------------*/
/* compute largest absolute and relative errors and corresponding
column indices for the condition (KKT.DE) */
kkt->de_ae_max = 0.0, kkt->de_ae_col = 0;
kkt->de_re_max = 0.0, kkt->de_re_col = 0;
A_ndx = xcalloc(1+m, sizeof(int));
A_val = xcalloc(1+m, sizeof(double));
for (j = m+1; j <= m+n; j++)
{ /* determine cS[j] */
#if 0 /* 21/XII-2003 */
cS_j = coef[j];
#else
sjj = lpx_get_sjj(lp, j-m);
cS_j = lpx_get_obj_coef(lp, j-m) * sjj;
#endif
/* determine dS[j] */
#if 0 /* 21/XII-2003 */
if (tagx[j] == LPX_BS)
dS_j = 0.0;
else
dS_j = cbar[posx[j] - m];
#else
lpx_get_col_info(lp, j-m, NULL, NULL, &dS_j);
dS_j *= sjj;
#endif
/* u[j] := dS[j] - cS[j] */
u_j = dS_j - cS_j;
/* u[j] := u[j] + (j-th column of A) * (dR - cR) */
beg = 1;
end = lpx_get_mat_col(lp, j-m, A_ndx, A_val);
for (t = beg; t <= end; t++)
{ i = A_ndx[t]; /* a[i,j] != 0 */
/* determine cR[i] */
#if 0 /* 21/XII-2003 */
cR_i = coef[i];
#else
cR_i = 0.0;
#endif
/* determine dR[i] */
#if 0 /* 21/XII-2003 */
if (tagx[i] == LPX_BS)
dR_i = 0.0;
else
dR_i = cbar[posx[i] - m];
#else
lpx_get_row_info(lp, i, NULL, NULL, &dR_i);
rii = lpx_get_rii(lp, i);
dR_i /= rii;
#endif
/* u[j] := u[j] + a[i,j] * (dR[i] - cR[i]) */
rii = lpx_get_rii(lp, i);
sjj = lpx_get_sjj(lp, j-m);
u_j += (rii * A_val[t] * sjj) * (dR_i - cR_i);
}
/* unscale cS[j], dS[j], and u[j] (if required) */
if (!scaled)
{ sjj = lpx_get_sjj(lp, j-m);
cS_j /= sjj, dS_j /= sjj, u_j /= sjj;
}
/* determine absolute error */
temp = fabs(u_j);
if (kkt->de_ae_max < temp)
kkt->de_ae_max = temp, kkt->de_ae_col = j - m;
/* determine relative error */
temp /= (1.0 + fabs(dS_j - cS_j));
if (kkt->de_re_max < temp)
kkt->de_re_max = temp, kkt->de_re_col = j - m;
}
xfree(A_ndx);
xfree(A_val);
/* estimate the solution quality */
if (kkt->de_re_max <= 1e-9)
kkt->de_quality = 'H';
else if (kkt->de_re_max <= 1e-6)
kkt->de_quality = 'M';
else if (kkt->de_re_max <= 1e-3)
kkt->de_quality = 'L';
else
kkt->de_quality = '?';
/*--------------------------------------------------------------*/
/* compute largest absolute and relative errors and corresponding
variable indices for the condition (KKT.DB) */
kkt->db_ae_max = 0.0, kkt->db_ae_ind = 0;
kkt->db_re_max = 0.0, kkt->db_re_ind = 0;
for (k = 1; k <= m+n; k++)
{ /* determine c[k] */
#if 0 /* 21/XII-2003 */
c_k = coef[k];
#else
if (k <= m)
c_k = 0.0;
else
{ sjj = lpx_get_sjj(lp, k-m);
c_k = lpx_get_obj_coef(lp, k-m) / sjj;
}
#endif
/* determine d[k] */
#if 0 /* 21/XII-2003 */
d_k = cbar[j-m];
#else
if (k <= m)
{ lpx_get_row_info(lp, k, &tagx, NULL, &d_k);
rii = lpx_get_rii(lp, k);
d_k /= rii;
}
else
{ lpx_get_col_info(lp, k-m, &tagx, NULL, &d_k);
sjj = lpx_get_sjj(lp, k-m);
d_k *= sjj;
}
#endif
/* skip basic variable */
if (tagx == LPX_BS) continue;
/* compute v[k] */
v_k = 0.0;
switch (tagx)
{ case LPX_NL:
switch (dir)
{ case LPX_MIN:
if (d_k < 0.0) v_k = d_k;
break;
case LPX_MAX:
if (d_k > 0.0) v_k = d_k;
break;
default:
xassert(dir != dir);
}
break;
case LPX_NU:
switch (dir)
{ case LPX_MIN:
if (d_k > 0.0) v_k = d_k;
break;
case LPX_MAX:
if (d_k < 0.0) v_k = d_k;
break;
default:
xassert(dir != dir);
}
break;
case LPX_NF:
v_k = d_k;
break;
case LPX_NS:
break;
default:
xassert(tagx != tagx);
}
/* unscale c[k], d[k], and v[k] (if required) */
if (!scaled)
{ if (k <= m)
{ rii = lpx_get_rii(lp, k);
c_k *= rii, d_k *= rii, v_k *= rii;
}
else
{ sjj = lpx_get_sjj(lp, k-m);
c_k /= sjj, d_k /= sjj, v_k /= sjj;
}
}
/* determine absolute error */
temp = fabs(v_k);
if (kkt->db_ae_max < temp)
kkt->db_ae_max = temp, kkt->db_ae_ind = k;
/* determine relative error */
temp /= (1.0 + fabs(d_k - c_k));
if (kkt->db_re_max < temp)
kkt->db_re_max = temp, kkt->db_re_ind = k;
}
/* estimate the solution quality */
if (kkt->db_re_max <= 1e-9)
kkt->db_quality = 'H';
else if (kkt->db_re_max <= 1e-6)
kkt->db_quality = 'M';
else if (kkt->db_re_max <= 1e-3)
kkt->db_quality = 'L';
else
kkt->db_quality = '?';
/* complementary slackness is always satisfied by definition for
any basic solution, so not checked */
kkt->cs_ae_max = 0.0, kkt->cs_ae_ind = 0;
kkt->cs_re_max = 0.0, kkt->cs_re_ind = 0;
kkt->cs_quality = 'H';
return;
}
int lpx_print_prob(LPX *lp, const char *fname)
{ XFILE *fp;
int m, n, mip, i, j, len, t, type, *ndx;
double coef, lb, ub, *val;
char *str, name[255+1];
xprintf("lpx_write_prob: writing problem data to `%s'...\n",
fname);
fp = xfopen(fname, "w");
if (fp == NULL)
{ xprintf("lpx_write_prob: unable to create `%s' - %s\n",
fname, strerror(errno));
goto fail;
}
m = lpx_get_num_rows(lp);
n = lpx_get_num_cols(lp);
mip = (lpx_get_class(lp) == LPX_MIP);
str = (void *)lpx_get_prob_name(lp);
xfprintf(fp, "Problem: %s\n", str == NULL ? "(unnamed)" : str);
xfprintf(fp, "Class: %s\n", !mip ? "LP" : "MIP");
xfprintf(fp, "Rows: %d\n", m);
if (!mip)
xfprintf(fp, "Columns: %d\n", n);
else
xfprintf(fp, "Columns: %d (%d integer, %d binary)\n",
n, lpx_get_num_int(lp), lpx_get_num_bin(lp));
xfprintf(fp, "Non-zeros: %d\n", lpx_get_num_nz(lp));
xfprintf(fp, "\n");
xfprintf(fp, "*** OBJECTIVE FUNCTION ***\n");
xfprintf(fp, "\n");
switch (lpx_get_obj_dir(lp))
{ case LPX_MIN:
xfprintf(fp, "Minimize:");
break;
case LPX_MAX:
xfprintf(fp, "Maximize:");
break;
default:
xassert(lp != lp);
}
str = (void *)lpx_get_obj_name(lp);
xfprintf(fp, " %s\n", str == NULL ? "(unnamed)" : str);
coef = lpx_get_obj_coef(lp, 0);
if (coef != 0.0)
xfprintf(fp, "%*.*g %s\n", DBL_DIG+7, DBL_DIG, coef,
"(constant term)");
for (i = 1; i <= m; i++)
#if 0
{ coef = lpx_get_row_coef(lp, i);
#else
{ coef = 0.0;
#endif
if (coef != 0.0)
xfprintf(fp, "%*.*g %s\n", DBL_DIG+7, DBL_DIG, coef,
row_name(lp, i, name));
}
for (j = 1; j <= n; j++)
{ coef = lpx_get_obj_coef(lp, j);
if (coef != 0.0)
xfprintf(fp, "%*.*g %s\n", DBL_DIG+7, DBL_DIG, coef,
col_name(lp, j, name));
}
xfprintf(fp, "\n");
xfprintf(fp, "*** ROWS (CONSTRAINTS) ***\n");
ndx = xcalloc(1+n, sizeof(int));
val = xcalloc(1+n, sizeof(double));
for (i = 1; i <= m; i++)
{ xfprintf(fp, "\n");
xfprintf(fp, "Row %d: %s", i, row_name(lp, i, name));
lpx_get_row_bnds(lp, i, &type, &lb, &ub);
switch (type)
{ case LPX_FR:
xfprintf(fp, " free");
break;
case LPX_LO:
xfprintf(fp, " >= %.*g", DBL_DIG, lb);
break;
case LPX_UP:
xfprintf(fp, " <= %.*g", DBL_DIG, ub);
break;
case LPX_DB:
xfprintf(fp, " >= %.*g <= %.*g", DBL_DIG, lb, DBL_DIG,
ub);
break;
case LPX_FX:
xfprintf(fp, " = %.*g", DBL_DIG, lb);
break;
default:
xassert(type != type);
}
xfprintf(fp, "\n");
#if 0
coef = lpx_get_row_coef(lp, i);
#else
coef = 0.0;
#endif
if (coef != 0.0)
xfprintf(fp, "%*.*g %s\n", DBL_DIG+7, DBL_DIG, coef,
"(objective)");
len = lpx_get_mat_row(lp, i, ndx, val);
for (t = 1; t <= len; t++)
xfprintf(fp, "%*.*g %s\n", DBL_DIG+7, DBL_DIG, val[t],
col_name(lp, ndx[t], name));
}
xfree(ndx);
xfree(val);
xfprintf(fp, "\n");
xfprintf(fp, "*** COLUMNS (VARIABLES) ***\n");
ndx = xcalloc(1+m, sizeof(int));
val = xcalloc(1+m, sizeof(double));
for (j = 1; j <= n; j++)
{ xfprintf(fp, "\n");
xfprintf(fp, "Col %d: %s", j, col_name(lp, j, name));
if (mip)
{ switch (lpx_get_col_kind(lp, j))
{ case LPX_CV:
break;
case LPX_IV:
xfprintf(fp, " integer");
break;
default:
xassert(lp != lp);
}
}
lpx_get_col_bnds(lp, j, &type, &lb, &ub);
switch (type)
{ case LPX_FR:
xfprintf(fp, " free");
break;
case LPX_LO:
xfprintf(fp, " >= %.*g", DBL_DIG, lb);
break;
case LPX_UP:
xfprintf(fp, " <= %.*g", DBL_DIG, ub);
break;
case LPX_DB:
xfprintf(fp, " >= %.*g <= %.*g", DBL_DIG, lb, DBL_DIG,
ub);
break;
case LPX_FX:
xfprintf(fp, " = %.*g", DBL_DIG, lb);
break;
default:
xassert(type != type);
}
xfprintf(fp, "\n");
coef = lpx_get_obj_coef(lp, j);
if (coef != 0.0)
xfprintf(fp, "%*.*g %s\n", DBL_DIG+7, DBL_DIG, coef,
"(objective)");
len = lpx_get_mat_col(lp, j, ndx, val);
for (t = 1; t <= len; t++)
xfprintf(fp, "%*.*g %s\n", DBL_DIG+7, DBL_DIG, val[t],
row_name(lp, ndx[t], name));
}
xfree(ndx);
xfree(val);
xfprintf(fp, "\n");
xfprintf(fp, "End of output\n");
xfflush(fp);
if (xferror(fp))
{ xprintf("lpx_write_prob: write error on `%s' - %s\n", fname,
strerror(errno));
goto fail;
}
xfclose(fp);
return 0;
fail: if (fp != NULL) xfclose(fp);
return 1;
}
#undef row_name
#undef col_name
/*----------------------------------------------------------------------
-- lpx_print_sol - write LP problem solution in printable format.
--
-- *Synopsis*
--
-- #include "glplpx.h"
-- int lpx_print_sol(LPX *lp, char *fname);
--
-- *Description*
--
-- The routine lpx_print_sol writes the current basic solution of an LP
-- problem, which is specified by the pointer lp, to a text file, whose
-- name is the character string fname, in printable format.
--
-- Information reported by the routine lpx_print_sol is intended mainly
-- for visual analysis.
--
-- *Returns*
--
-- If the operation was successful, the routine returns zero. Otherwise
-- the routine prints an error message and returns non-zero. */
int lpx_print_sol(LPX *lp, const char *fname)
{ XFILE *fp;
int what, round;
xprintf(
"lpx_print_sol: writing LP problem solution to `%s'...\n",
fname);
fp = xfopen(fname, "w");
if (fp == NULL)
{ xprintf("lpx_print_sol: can't create `%s' - %s\n", fname,
strerror(errno));
goto fail;
}
/* problem name */
{ const char *name;
name = lpx_get_prob_name(lp);
if (name == NULL) name = "";
xfprintf(fp, "%-12s%s\n", "Problem:", name);
}
/* number of rows (auxiliary variables) */
{ int nr;
nr = lpx_get_num_rows(lp);
xfprintf(fp, "%-12s%d\n", "Rows:", nr);
}
/* number of columns (structural variables) */
{ int nc;
nc = lpx_get_num_cols(lp);
xfprintf(fp, "%-12s%d\n", "Columns:", nc);
}
/* number of non-zeros (constraint coefficients) */
{ int nz;
nz = lpx_get_num_nz(lp);
xfprintf(fp, "%-12s%d\n", "Non-zeros:", nz);
}
/* solution status */
{ int status;
status = lpx_get_status(lp);
xfprintf(fp, "%-12s%s\n", "Status:",
status == LPX_OPT ? "OPTIMAL" :
status == LPX_FEAS ? "FEASIBLE" :
status == LPX_INFEAS ? "INFEASIBLE (INTERMEDIATE)" :
status == LPX_NOFEAS ? "INFEASIBLE (FINAL)" :
status == LPX_UNBND ? "UNBOUNDED" :
status == LPX_UNDEF ? "UNDEFINED" : "???");
}
/* objective function */
{ char *name;
int dir;
double obj;
name = (void *)lpx_get_obj_name(lp);
dir = lpx_get_obj_dir(lp);
obj = lpx_get_obj_val(lp);
xfprintf(fp, "%-12s%s%s%.10g %s\n", "Objective:",
name == NULL ? "" : name,
name == NULL ? "" : " = ", obj,
dir == LPX_MIN ? "(MINimum)" :
dir == LPX_MAX ? "(MAXimum)" : "(" "???" ")");
}
/* main sheet */
for (what = 1; what <= 2; what++)
{ int mn, ij;
xfprintf(fp, "\n");
xfprintf(fp, " No. %-12s St Activity Lower bound Upp"
"er bound Marginal\n",
what == 1 ? " Row name" : "Column name");
xfprintf(fp, "------ ------------ -- ------------- -----------"
"-- ------------- -------------\n");
mn = (what == 1 ? lpx_get_num_rows(lp) : lpx_get_num_cols(lp));
for (ij = 1; ij <= mn; ij++)
{ const char *name;
int typx, tagx;
double lb, ub, vx, dx;
if (what == 1)
{ name = lpx_get_row_name(lp, ij);
if (name == NULL) name = "";
lpx_get_row_bnds(lp, ij, &typx, &lb, &ub);
round = lpx_get_int_parm(lp, LPX_K_ROUND);
lpx_set_int_parm(lp, LPX_K_ROUND, 1);
lpx_get_row_info(lp, ij, &tagx, &vx, &dx);
lpx_set_int_parm(lp, LPX_K_ROUND, round);
}
else
{ name = lpx_get_col_name(lp, ij);
if (name == NULL) name = "";
lpx_get_col_bnds(lp, ij, &typx, &lb, &ub);
round = lpx_get_int_parm(lp, LPX_K_ROUND);
lpx_set_int_parm(lp, LPX_K_ROUND, 1);
lpx_get_col_info(lp, ij, &tagx, &vx, &dx);
lpx_set_int_parm(lp, LPX_K_ROUND, round);
}
/* row/column ordinal number */
xfprintf(fp, "%6d ", ij);
/* row column/name */
if (strlen(name) <= 12)
xfprintf(fp, "%-12s ", name);
else
xfprintf(fp, "%s\n%20s", name, "");
/* row/column status */
xfprintf(fp, "%s ",
tagx == LPX_BS ? "B " :
tagx == LPX_NL ? "NL" :
tagx == LPX_NU ? "NU" :
tagx == LPX_NF ? "NF" :
tagx == LPX_NS ? "NS" : "??");
/* row/column primal activity */
xfprintf(fp, "%13.6g ", vx);
/* row/column lower bound */
if (typx == LPX_LO || typx == LPX_DB || typx == LPX_FX)
xfprintf(fp, "%13.6g ", lb);
else
xfprintf(fp, "%13s ", "");
/* row/column upper bound */
if (typx == LPX_UP || typx == LPX_DB)
xfprintf(fp, "%13.6g ", ub);
else if (typx == LPX_FX)
xfprintf(fp, "%13s ", "=");
else
xfprintf(fp, "%13s ", "");
/* row/column dual activity */
if (tagx != LPX_BS)
{ if (dx == 0.0)
xfprintf(fp, "%13s", "< eps");
else
xfprintf(fp, "%13.6g", dx);
}
/* end of line */
xfprintf(fp, "\n");
}
}
xfprintf(fp, "\n");
#if 1
if (lpx_get_prim_stat(lp) != LPX_P_UNDEF &&
lpx_get_dual_stat(lp) != LPX_D_UNDEF)
{ int m = lpx_get_num_rows(lp);
LPXKKT kkt;
xfprintf(fp, "Karush-Kuhn-Tucker optimality conditions:\n\n");
lpx_check_kkt(lp, 1, &kkt);
xfprintf(fp, "KKT.PE: max.abs.err. = %.2e on row %d\n",
kkt.pe_ae_max, kkt.pe_ae_row);
xfprintf(fp, " max.rel.err. = %.2e on row %d\n",
kkt.pe_re_max, kkt.pe_re_row);
switch (kkt.pe_quality)
{ case 'H':
xfprintf(fp, " High quality\n");
break;
case 'M':
xfprintf(fp, " Medium quality\n");
break;
case 'L':
xfprintf(fp, " Low quality\n");
break;
default:
xfprintf(fp, " PRIMAL SOLUTION IS WRONG\n");
break;
}
xfprintf(fp, "\n");
xfprintf(fp, "KKT.PB: max.abs.err. = %.2e on %s %d\n",
kkt.pb_ae_max, kkt.pb_ae_ind <= m ? "row" : "column",
kkt.pb_ae_ind <= m ? kkt.pb_ae_ind : kkt.pb_ae_ind - m);
xfprintf(fp, " max.rel.err. = %.2e on %s %d\n",
kkt.pb_re_max, kkt.pb_re_ind <= m ? "row" : "column",
kkt.pb_re_ind <= m ? kkt.pb_re_ind : kkt.pb_re_ind - m);
switch (kkt.pb_quality)
{ case 'H':
xfprintf(fp, " High quality\n");
break;
case 'M':
xfprintf(fp, " Medium quality\n");
break;
case 'L':
xfprintf(fp, " Low quality\n");
break;
default:
xfprintf(fp, " PRIMAL SOLUTION IS INFEASIBLE\n");
break;
}
xfprintf(fp, "\n");
xfprintf(fp, "KKT.DE: max.abs.err. = %.2e on column %d\n",
kkt.de_ae_max, kkt.de_ae_col);
xfprintf(fp, " max.rel.err. = %.2e on column %d\n",
kkt.de_re_max, kkt.de_re_col);
switch (kkt.de_quality)
{ case 'H':
xfprintf(fp, " High quality\n");
break;
case 'M':
xfprintf(fp, " Medium quality\n");
break;
case 'L':
xfprintf(fp, " Low quality\n");
break;
default:
xfprintf(fp, " DUAL SOLUTION IS WRONG\n");
break;
}
xfprintf(fp, "\n");
xfprintf(fp, "KKT.DB: max.abs.err. = %.2e on %s %d\n",
kkt.db_ae_max, kkt.db_ae_ind <= m ? "row" : "column",
kkt.db_ae_ind <= m ? kkt.db_ae_ind : kkt.db_ae_ind - m);
xfprintf(fp, " max.rel.err. = %.2e on %s %d\n",
kkt.db_re_max, kkt.db_re_ind <= m ? "row" : "column",
kkt.db_re_ind <= m ? kkt.db_re_ind : kkt.db_re_ind - m);
switch (kkt.db_quality)
{ case 'H':
xfprintf(fp, " High quality\n");
break;
case 'M':
xfprintf(fp, " Medium quality\n");
break;
case 'L':
xfprintf(fp, " Low quality\n");
break;
default:
xfprintf(fp, " DUAL SOLUTION IS INFEASIBLE\n");
break;
}
xfprintf(fp, "\n");
}
#endif
#if 1
if (lpx_get_status(lp) == LPX_UNBND)
{ int m = lpx_get_num_rows(lp);
int k = lpx_get_ray_info(lp);
xfprintf(fp, "Unbounded ray: %s %d\n",
k <= m ? "row" : "column", k <= m ? k : k - m);
xfprintf(fp, "\n");
}
#endif
xfprintf(fp, "End of output\n");
xfflush(fp);
if (xferror(fp))
{ xprintf("lpx_print_sol: can't write to `%s' - %s\n", fname,
strerror(errno));
goto fail;
}
xfclose(fp);
return 0;
fail: if (fp != NULL) xfclose(fp);
return 1;
}
int lpx_prim_ratio_test(LPX *lp, int len, const int ind[],
const double val[], int how, double tol)
{ int i, k, m, n, p, t, typx, tagx;
double alfa_i, abs_alfa_i, big, eps, bbar_i, lb_i, ub_i, temp,
teta;
if (!lpx_is_b_avail(lp))
xfault("lpx_prim_ratio_test: LP basis is not available\n");
if (lpx_get_prim_stat(lp) != LPX_P_FEAS)
xfault("lpx_prim_ratio_test: current basic solution is not pri"
"mal feasible\n");
if (!(how == +1 || how == -1))
xfault("lpx_prim_ratio_test: how = %d; invalid parameter\n",
how);
m = lpx_get_num_rows(lp);
n = lpx_get_num_cols(lp);
/* compute the largest absolute value of the specified influence
coefficients */
big = 0.0;
for (t = 1; t <= len; t++)
{ temp = val[t];
if (temp < 0.0) temp = - temp;
if (big < temp) big = temp;
}
/* compute the absolute tolerance eps used to skip small entries
of the column */
if (!(0.0 < tol && tol < 1.0))
xfault("lpx_prim_ratio_test: tol = %g; invalid tolerance\n",
tol);
eps = tol * (1.0 + big);
/* initial settings */
p = 0, teta = DBL_MAX, big = 0.0;
/* walk through the entries of the specified column */
for (t = 1; t <= len; t++)
{ /* get the ordinal number of basic variable */
k = ind[t];
if (!(1 <= k && k <= m+n))
xfault("lpx_prim_ratio_test: ind[%d] = %d; variable number "
"out of range\n", t, k);
if (k <= m)
tagx = lpx_get_row_stat(lp, k);
else
tagx = lpx_get_col_stat(lp, k-m);
if (tagx != LPX_BS)
xfault("lpx_prim_ratio_test: ind[%d] = %d; non-basic variab"
"le not allowed\n", t, k);
/* determine index of the variable x[k] in the vector xB */
if (k <= m)
i = lpx_get_row_b_ind(lp, k);
else
i = lpx_get_col_b_ind(lp, k-m);
xassert(1 <= i && i <= m);
/* determine unscaled bounds and value of the basic variable
xB[i] in the current basic solution */
if (k <= m)
{ typx = lpx_get_row_type(lp, k);
lb_i = lpx_get_row_lb(lp, k);
ub_i = lpx_get_row_ub(lp, k);
bbar_i = lpx_get_row_prim(lp, k);
}
else
{ typx = lpx_get_col_type(lp, k-m);
lb_i = lpx_get_col_lb(lp, k-m);
ub_i = lpx_get_col_ub(lp, k-m);
bbar_i = lpx_get_col_prim(lp, k-m);
}
/* determine influence coefficient for the basic variable
x[k] = xB[i] in the explicitly specified column and turn to
the case of increasing the variable y in order to simplify
the program logic */
alfa_i = (how > 0 ? +val[t] : -val[t]);
abs_alfa_i = (alfa_i > 0.0 ? +alfa_i : -alfa_i);
/* analyze main cases */
switch (typx)
{ case LPX_FR:
/* xB[i] is free variable */
continue;
case LPX_LO:
lo: /* xB[i] has an lower bound */
if (alfa_i > - eps) continue;
temp = (lb_i - bbar_i) / alfa_i;
break;
case LPX_UP:
up: /* xB[i] has an upper bound */
if (alfa_i < + eps) continue;
temp = (ub_i - bbar_i) / alfa_i;
break;
case LPX_DB:
/* xB[i] has both lower and upper bounds */
if (alfa_i < 0.0) goto lo; else goto up;
case LPX_FX:
/* xB[i] is fixed variable */
if (abs_alfa_i < eps) continue;
temp = 0.0;
break;
default:
xassert(typx != typx);
}
/* if the value of the variable xB[i] violates its lower or
upper bound (slightly, because the current basis is assumed
to be primal feasible), temp is negative; we can think this
happens due to round-off errors and the value is exactly on
the bound; this allows replacing temp by zero */
if (temp < 0.0) temp = 0.0;
/* apply the minimal ratio test */
if (teta > temp || teta == temp && big < abs_alfa_i)
p = k, teta = temp, big = abs_alfa_i;
}
/* return the ordinal number of the chosen basic variable */
return p;
}
