int glp_mpl_postsolve(glp_tran *tran, glp_prob *prob, int sol)
{ /* postsolve the model */
int j, m, n, ret;
double x;
if (!(tran->phase == 3 && !tran->flag_p))
xerror("glp_mpl_postsolve: invalid call sequence\n");
if (!(sol == GLP_SOL || sol == GLP_IPT || sol == GLP_MIP))
xerror("glp_mpl_postsolve: sol = %d; invalid parameter\n",
sol);
m = mpl_get_num_rows(tran);
n = mpl_get_num_cols(tran);
if (!(m == glp_get_num_rows(prob) &&
n == glp_get_num_cols(prob)))
xerror("glp_mpl_postsolve: wrong problem object\n");
if (!mpl_has_solve_stmt(tran))
{ ret = 0;
goto done;
}
for (j = 1; j <= n; j++)
{ if (sol == GLP_SOL)
x = glp_get_col_prim(prob, j);
else if (sol == GLP_IPT)
x = glp_ipt_col_prim(prob, j);
else if (sol == GLP_MIP)
x = glp_mip_col_val(prob, j);
else
xassert(sol != sol);
if (fabs(x) < 1e-9) x = 0.0;
mpl_put_col_value(tran, j, x);
}
ret = mpl_postsolve(tran);
if (ret == 3)
ret = 0;
else if (ret == 4)
ret = 1;
done: return ret;
}
void glp_mpl_build_prob(glp_tran *tran, glp_prob *prob)
{ /* build LP/MIP problem instance from the model */
int m, n, i, j, t, kind, type, len, *ind;
double lb, ub, *val;
if (tran->phase != 3)
xerror("glp_mpl_build_prob: invalid call sequence\n");
/* erase the problem object */
glp_erase_prob(prob);
/* set problem name */
glp_set_prob_name(prob, mpl_get_prob_name(tran));
/* build rows (constraints) */
m = mpl_get_num_rows(tran);
if (m > 0)
glp_add_rows(prob, m);
for (i = 1; i <= m; i++)
{ /* set row name */
glp_set_row_name(prob, i, mpl_get_row_name(tran, i));
/* set row bounds */
type = mpl_get_row_bnds(tran, i, &lb, &ub);
switch (type)
{ case MPL_FR: type = GLP_FR; break;
case MPL_LO: type = GLP_LO; break;
case MPL_UP: type = GLP_UP; break;
case MPL_DB: type = GLP_DB; break;
case MPL_FX: type = GLP_FX; break;
default: xassert(type != type);
}
if (type == GLP_DB && fabs(lb - ub) < 1e-9 * (1.0 + fabs(lb)))
{ type = GLP_FX;
if (fabs(lb) <= fabs(ub)) ub = lb; else lb = ub;
}
glp_set_row_bnds(prob, i, type, lb, ub);
/* warn about non-zero constant term */
if (mpl_get_row_c0(tran, i) != 0.0)
xprintf("glp_mpl_build_prob: row %s; constant term %.12g ig"
"nored\n",
mpl_get_row_name(tran, i), mpl_get_row_c0(tran, i));
}
/* build columns (variables) */
n = mpl_get_num_cols(tran);
if (n > 0)
glp_add_cols(prob, n);
for (j = 1; j <= n; j++)
{ /* set column name */
glp_set_col_name(prob, j, mpl_get_col_name(tran, j));
/* set column kind */
kind = mpl_get_col_kind(tran, j);
switch (kind)
{ case MPL_NUM:
break;
case MPL_INT:
case MPL_BIN:
glp_set_col_kind(prob, j, GLP_IV);
break;
default:
xassert(kind != kind);
}
/* set column bounds */
type = mpl_get_col_bnds(tran, j, &lb, &ub);
switch (type)
{ case MPL_FR: type = GLP_FR; break;
case MPL_LO: type = GLP_LO; break;
case MPL_UP: type = GLP_UP; break;
case MPL_DB: type = GLP_DB; break;
case MPL_FX: type = GLP_FX; break;
default: xassert(type != type);
}
if (kind == MPL_BIN)
{ if (type == GLP_FR || type == GLP_UP || lb < 0.0) lb = 0.0;
if (type == GLP_FR || type == GLP_LO || ub > 1.0) ub = 1.0;
type = GLP_DB;
}
if (type == GLP_DB && fabs(lb - ub) < 1e-9 * (1.0 + fabs(lb)))
{ type = GLP_FX;
if (fabs(lb) <= fabs(ub)) ub = lb; else lb = ub;
}
glp_set_col_bnds(prob, j, type, lb, ub);
}
/* load the constraint matrix */
ind = xcalloc(1+n, sizeof(int));
val = xcalloc(1+n, sizeof(double));
for (i = 1; i <= m; i++)
{ len = mpl_get_mat_row(tran, i, ind, val);
glp_set_mat_row(prob, i, len, ind, val);
}
/* build objective function (the first objective is used) */
for (i = 1; i <= m; i++)
{ kind = mpl_get_row_kind(tran, i);
if (kind == MPL_MIN || kind == MPL_MAX)
{ /* set objective name */
glp_set_obj_name(prob, mpl_get_row_name(tran, i));
/* set optimization direction */
glp_set_obj_dir(prob, kind == MPL_MIN ? GLP_MIN : GLP_MAX);
/* set constant term */
glp_set_obj_coef(prob, 0, mpl_get_row_c0(tran, i));
/* set objective coefficients */
len = mpl_get_mat_row(tran, i, ind, val);
for (t = 1; t <= len; t++)
glp_set_obj_coef(prob, ind[t], val[t]);
break;
}
}
/* free working arrays */
xfree(ind);
xfree(val);
return;
}
int glp_mpl_postsolve(glp_tran *tran, glp_prob *prob, int sol)
{ /* postsolve the model */
int i, j, m, n, stat, ret;
double prim, dual;
if (!(tran->phase == 3 && !tran->flag_p))
xerror("glp_mpl_postsolve: invalid call sequence\n");
if (!(sol == GLP_SOL || sol == GLP_IPT || sol == GLP_MIP))
xerror("glp_mpl_postsolve: sol = %d; invalid parameter\n",
sol);
m = mpl_get_num_rows(tran);
n = mpl_get_num_cols(tran);
if (!(m == glp_get_num_rows(prob) &&
n == glp_get_num_cols(prob)))
xerror("glp_mpl_postsolve: wrong problem object\n");
if (!mpl_has_solve_stmt(tran))
{ ret = 0;
goto done;
}
for (i = 1; i <= m; i++)
{ if (sol == GLP_SOL)
{ stat = glp_get_row_stat(prob, i);
prim = glp_get_row_prim(prob, i);
dual = glp_get_row_dual(prob, i);
}
else if (sol == GLP_IPT)
{ stat = 0;
prim = glp_ipt_row_prim(prob, i);
dual = glp_ipt_row_dual(prob, i);
}
else if (sol == GLP_MIP)
{ stat = 0;
prim = glp_mip_row_val(prob, i);
dual = 0.0;
}
else
xassert(sol != sol);
if (fabs(prim) < 1e-9) prim = 0.0;
if (fabs(dual) < 1e-9) dual = 0.0;
mpl_put_row_soln(tran, i, stat, prim, dual);
}
for (j = 1; j <= n; j++)
{ if (sol == GLP_SOL)
{ stat = glp_get_col_stat(prob, j);
prim = glp_get_col_prim(prob, j);
dual = glp_get_col_dual(prob, j);
}
else if (sol == GLP_IPT)
{ stat = 0;
prim = glp_ipt_col_prim(prob, j);
dual = glp_ipt_col_dual(prob, j);
}
else if (sol == GLP_MIP)
{ stat = 0;
prim = glp_mip_col_val(prob, j);
dual = 0.0;
}
else
xassert(sol != sol);
if (fabs(prim) < 1e-9) prim = 0.0;
if (fabs(dual) < 1e-9) dual = 0.0;
mpl_put_col_soln(tran, j, stat, prim, dual);
}
ret = mpl_postsolve(tran);
if (ret == 3)
ret = 0;
else if (ret == 4)
ret = 1;
done: return ret;
}
LPX *lpx_extract_prob(void *_mpl)
{ MPL *mpl = _mpl;
LPX *lp;
int m, n, i, j, t, kind, type, len, *ind;
double lb, ub, *val;
/* create problem instance */
lp = lpx_create_prob();
/* set problem name */
lpx_set_prob_name(lp, mpl_get_prob_name(mpl));
/* build rows (constraints) */
m = mpl_get_num_rows(mpl);
if (m > 0) lpx_add_rows(lp, m);
for (i = 1; i <= m; i++)
{ /* set row name */
lpx_set_row_name(lp, i, mpl_get_row_name(mpl, i));
/* set row bounds */
type = mpl_get_row_bnds(mpl, i, &lb, &ub);
switch (type)
{ case MPL_FR: type = LPX_FR; break;
case MPL_LO: type = LPX_LO; break;
case MPL_UP: type = LPX_UP; break;
case MPL_DB: type = LPX_DB; break;
case MPL_FX: type = LPX_FX; break;
default: insist(type != type);
}
if (type == LPX_DB && fabs(lb - ub) < 1e-9 * (1.0 + fabs(lb)))
{ type = LPX_FX;
if (fabs(lb) <= fabs(ub)) ub = lb; else lb = ub;
}
lpx_set_row_bnds(lp, i, type, lb, ub);
/* warn about non-zero constant term */
if (mpl_get_row_c0(mpl, i) != 0.0)
print("lpx_read_model: row %s; constant term %.12g ignored",
mpl_get_row_name(mpl, i), mpl_get_row_c0(mpl, i));
}
/* build columns (variables) */
n = mpl_get_num_cols(mpl);
if (n > 0) lpx_add_cols(lp, n);
for (j = 1; j <= n; j++)
{ /* set column name */
lpx_set_col_name(lp, j, mpl_get_col_name(mpl, j));
/* set column kind */
kind = mpl_get_col_kind(mpl, j);
switch (kind)
{ case MPL_NUM:
break;
case MPL_INT:
case MPL_BIN:
lpx_set_class(lp, LPX_MIP);
lpx_set_col_kind(lp, j, LPX_IV);
break;
default:
insist(kind != kind);
}
/* set column bounds */
type = mpl_get_col_bnds(mpl, j, &lb, &ub);
switch (type)
{ case MPL_FR: type = LPX_FR; break;
case MPL_LO: type = LPX_LO; break;
case MPL_UP: type = LPX_UP; break;
case MPL_DB: type = LPX_DB; break;
case MPL_FX: type = LPX_FX; break;
default: insist(type != type);
}
if (kind == MPL_BIN)
{ if (type == LPX_FR || type == LPX_UP || lb < 0.0) lb = 0.0;
if (type == LPX_FR || type == LPX_LO || ub > 1.0) ub = 1.0;
type = LPX_DB;
}
if (type == LPX_DB && fabs(lb - ub) < 1e-9 * (1.0 + fabs(lb)))
{ type = LPX_FX;
if (fabs(lb) <= fabs(ub)) ub = lb; else lb = ub;
}
lpx_set_col_bnds(lp, j, type, lb, ub);
}
/* load the constraint matrix */
ind = ucalloc(1+n, sizeof(int));
val = ucalloc(1+n, sizeof(double));
for (i = 1; i <= m; i++)
{ len = mpl_get_mat_row(mpl, i, ind, val);
lpx_set_mat_row(lp, i, len, ind, val);
}
/* build objective function (the first objective is used) */
for (i = 1; i <= m; i++)
{ kind = mpl_get_row_kind(mpl, i);
if (kind == MPL_MIN || kind == MPL_MAX)
{ /* set objective name */
lpx_set_obj_name(lp, mpl_get_row_name(mpl, i));
/* set optimization direction */
lpx_set_obj_dir(lp, kind == MPL_MIN ? LPX_MIN : LPX_MAX);
/* set constant term */
lpx_set_obj_coef(lp, 0, mpl_get_row_c0(mpl, i));
/* set objective coefficients */
len = mpl_get_mat_row(mpl, i, ind, val);
for (t = 1; t <= len; t++)
lpx_set_obj_coef(lp, ind[t], val[t]);
break;
}
}
/* free working arrays */
ufree(ind);
ufree(val);
/* bring the problem object to the calling program */
return lp;
}
