Example #1
0
int main( ) {
  double x[state_dim+1];
  double objective[state_dim+1] = {0, -2.5, -5.0, -3.4};
  double ieq_coeff[ieq_dim] = {425, 400, 600};
  double ieq_matrix[ieq_dim][state_dim+1]
    = {{0,2,10,4}, {0,6,5,8}, {0, 7, 10, 8}};
  double eq_coeff[eq_dim]; // = {30};
  double eq_matrix[eq_dim][state_dim+1];
  //
  lprec *lp;
  //
  lp = make_lp(eq_dim+ieq_dim, state_dim);
  set_obj_fn (lp, objective);
  for(int i=0; i<ieq_dim; i++) {
    add_constraint( lp, ieq_matrix[i], LE, ieq_coeff[i] );
  }
  for(int i=0; i<eq_dim; i++) {
    add_constraint( lp, eq_matrix[i], EQ, eq_coeff[i] );
  }
  //
  set_verbose(lp, 0);
  set_presolve(lp, PRESOLVE_ROWS | PRESOLVE_COLS | PRESOLVE_LINDEP, get_presolveloops(lp));
  solve(lp);
  //
  std::cout << "f : " << get_objective(lp) << std::endl;
  std::cout << "x :"  ;
  double col0 = get_Norig_columns(lp);
  double row0 = get_Norig_rows(lp);
  for(int i = 1; i <= col0; i++) {
    double _x = get_var_primalresult(lp, row0 + i);
    std::cout << " " << _x ;
  }
  std::cout << std::endl;
}
int main(int argc, char *argv[])
{
  lprec *lp = NULL;
  char *filen, *wlp = NULL, *wmps = NULL, *wfmps = NULL, plp = FALSE;
  int i;
  int verbose = IMPORTANT /* CRITICAL */;
  int debug = -1;
  MYBOOL report = FALSE;
  MYBOOL nonames = FALSE, norownames = FALSE, nocolnames = FALSE;
  MYBOOL write_model_after = FALSE;
  MYBOOL noint = FALSE;
  int print_sol = -1;
  MYBOOL print_stats = FALSE;
  int floor_first = -1;
  MYBOOL do_set_bb_depthlimit = FALSE;
  int bb_depthlimit = 0;
  MYBOOL do_set_solutionlimit = FALSE;
  int solutionlimit = 0;
  MYBOOL break_at_first = FALSE;
  int scaling = 0;
  double scaleloop = 0;
  MYBOOL tracing = FALSE;
  short filetype = filetypeLP;
  int anti_degen1 = -1;
  int anti_degen2 = -1;
  short print_timing = FALSE;
  short parse_only = FALSE;
  int do_presolve = -1;
  short objective = 0;
  short PRINT_SOLUTION = 2;
  int improve = -1;
  int pivoting1 = -1;
  int pivoting2 = -1;
  int bb_rule1 = -1;
  int bb_rule2 = -1;
  int max_num_inv = -1;
  int scalemode1 = -1;
  int scalemode2 = -1;
  int crashmode = -1;
  char *guessbasis = NULL;
  /* short timeoutok = FALSE; */
  long sectimeout = -1;
  int result;
  MYBOOL preferdual = AUTOMATIC;
  int simplextype = -1;
  MYBOOL do_set_obj_bound = FALSE;
  REAL obj_bound = 0;
  REAL mip_absgap = -1;
  REAL mip_relgap = -1;
  REAL epsperturb = -1;
  REAL epsint = -1;
  REAL epspivot = -1;
  REAL epsd = -1;
  REAL epsb = -1;
  REAL epsel = -1;
  MYBOOL do_set_break_at_value = FALSE;
  REAL break_at_value = 0;
  REAL accuracy_error0, accuracy_error = -1;
  FILE *fpin = stdin;
  char *bfp = NULL;
  char *rxliname = NULL, *rxli = NULL, *rxlidata = NULL, *rxlioptions = NULL, *wxliname = NULL, *wxlisol = NULL, *wxli = NULL, *wxlioptions = NULL, *wxlisoloptions = NULL;
  char *rbasname = NULL, *wbasname = NULL;
  char *debugdump_before = NULL;
  char *debugdump_after = NULL;
  char *rparname = NULL;
  char *rparoptions = NULL;
  char *wparname = NULL;
  char *wparoptions = NULL;
  char obj_in_basis = -1;
  char mps_ibm = FALSE;
  char mps_negobjconst = FALSE;
  char mps_free = FALSE;
  MYBOOL ok;
# define SCALINGTHRESHOLD 0.03

  /* read command line arguments */

# if defined FORTIFY
   Fortify_EnterScope();
# endif

  for(i = 1; i < argc; i++) {
    ok = FALSE;
    if(strncmp(argv[i], "-v", 2) == 0) {
      if (argv[i][2])
        verbose = atoi(argv[i] + 2);
      else
        verbose = NORMAL;
    }
    else if(strcmp(argv[i], "-d") == 0)
      debug = TRUE;
    else if(strcmp(argv[i], "-R") == 0)
      report = TRUE;
    else if(strcmp(argv[i], "-i") == 0)
      print_sol = TRUE;
    else if(strcmp(argv[i], "-ia") == 0)
      print_sol = AUTOMATIC;
    else if(strcmp(argv[i], "-stat") == 0)
      print_stats = TRUE;
    else if(strcmp(argv[i], "-nonames") == 0)
      nonames = TRUE;
    else if(strcmp(argv[i], "-norownames") == 0)
      norownames = TRUE;
    else if(strcmp(argv[i], "-nocolnames") == 0)
      nocolnames = TRUE;
    else if((strcmp(argv[i], "-c") == 0) || (strcmp(argv[i], "-cc") == 0))
      floor_first = BRANCH_CEILING;
    else if(strcmp(argv[i], "-cf") == 0)
      floor_first = BRANCH_FLOOR;
    else if(strcmp(argv[i], "-ca") == 0)
      floor_first = BRANCH_AUTOMATIC;
    else if((strcmp(argv[i], "-depth") == 0) && (i + 1 < argc)) {
      do_set_bb_depthlimit = TRUE;
      bb_depthlimit = atoi(argv[++i]);
    }
    else if(strcmp(argv[i], "-Bw") == 0)
      or_value(&bb_rule2, NODE_WEIGHTREVERSEMODE);
    else if(strcmp(argv[i], "-Bb") == 0)
      or_value(&bb_rule2, NODE_BRANCHREVERSEMODE);
    else if(strcmp(argv[i], "-Bg") == 0)
      or_value(&bb_rule2, NODE_GREEDYMODE);
    else if(strcmp(argv[i], "-Bp") == 0)
      or_value(&bb_rule2, NODE_PSEUDOCOSTMODE);
    else if(strcmp(argv[i], "-BR") == 0)
      or_value(&bb_rule2, NODE_PSEUDORATIOSELECT);
    else if(strcmp(argv[i], "-Bf") == 0)
      or_value(&bb_rule2, NODE_DEPTHFIRSTMODE);
    else if(strcmp(argv[i], "-Br") == 0)
      or_value(&bb_rule2, NODE_RANDOMIZEMODE);
    else if(strcmp(argv[i], "-BG") == 0)
      or_value(&bb_rule2, 0 /* NODE_GUBMODE */); /* doesn't work yet */
    else if(strcmp(argv[i], "-Bd") == 0)
      or_value(&bb_rule2, NODE_DYNAMICMODE);
    else if(strcmp(argv[i], "-Bs") == 0)
      or_value(&bb_rule2, NODE_RESTARTMODE);
    else if(strcmp(argv[i], "-BB") == 0)
      or_value(&bb_rule2, NODE_BREADTHFIRSTMODE);
    else if(strcmp(argv[i], "-Bo") == 0)
      or_value(&bb_rule2, NODE_AUTOORDER);
    else if(strcmp(argv[i], "-Bc") == 0)
      or_value(&bb_rule2, NODE_RCOSTFIXING);
    else if(strcmp(argv[i], "-Bi") == 0)
      or_value(&bb_rule2, NODE_STRONGINIT);
    else if(strncmp(argv[i], "-B", 2) == 0) {
      if (argv[i][2])
        set_value(&bb_rule1, atoi(argv[i] + 2));
      else
        set_value(&bb_rule1, NODE_FIRSTSELECT);
    }
    else if((strcmp(argv[i], "-n") == 0) && (i + 1 < argc)) {
      do_set_solutionlimit = TRUE;
      solutionlimit = atoi(argv[++i]);
    }
    else if((strcmp(argv[i], "-b") == 0) && (i + 1 < argc)) {
      obj_bound = atof(argv[++i]);
      do_set_obj_bound = TRUE;
    }
    else if(((strcmp(argv[i], "-g") == 0) || (strcmp(argv[i], "-ga") == 0)) && (i + 1 < argc))
      mip_absgap = atof(argv[++i]);
    else if((strcmp(argv[i], "-gr") == 0) && (i + 1 < argc))
      mip_relgap = atof(argv[++i]);
    else if((strcmp(argv[i], "-e") == 0) && (i + 1 < argc)) {
      epsint = atof(argv[++i]);
      if((epsint <= 0.0) || (epsint >= 0.5)) {
        fprintf(stderr, "Invalid tolerance %g; 0 < epsilon < 0.5\n",
                (double)epsint);
        EndOfPgr(FORCED_EXIT);
      }
    }
    else if((strcmp(argv[i], "-r") == 0) && (i + 1 < argc))
      max_num_inv = atoi(argv[++i]);
    else if((strcmp(argv[i], "-o") == 0) && (i + 1 < argc)) {
      break_at_value = atof(argv[++i]);
      do_set_break_at_value = TRUE;
    }
    else if(strcmp(argv[i], "-f") == 0)
      break_at_first = TRUE;
    else if(strcmp(argv[i], "-timeoutok") == 0)
      /* timeoutok = TRUE */; /* option no longer needed, but still accepted */
    else if(strcmp(argv[i], "-h") == 0) {
      print_help(argv);
      EndOfPgr(EXIT_SUCCESS);
    }
    else if(strcmp(argv[i], "-prim") == 0)
      preferdual = FALSE;
    else if(strcmp(argv[i], "-dual") == 0)
      preferdual = TRUE;
    else if(strcmp(argv[i], "-simplexpp") == 0)
      simplextype = SIMPLEX_PRIMAL_PRIMAL;
    else if(strcmp(argv[i], "-simplexdp") == 0)
      simplextype = SIMPLEX_DUAL_PRIMAL;
    else if(strcmp(argv[i], "-simplexpd") == 0)
      simplextype = SIMPLEX_PRIMAL_DUAL;
    else if(strcmp(argv[i], "-simplexdd") == 0)
      simplextype = SIMPLEX_DUAL_DUAL;
    else if(strcmp(argv[i], "-sp") == 0)
      or_value(&scalemode2, SCALE_POWER2);
    else if(strcmp(argv[i], "-si") == 0)
      or_value(&scalemode2, SCALE_INTEGERS);
    else if(strcmp(argv[i], "-se") == 0)
      or_value(&scalemode2, SCALE_EQUILIBRATE);
    else if(strcmp(argv[i], "-sq") == 0)
      or_value(&scalemode2, SCALE_QUADRATIC);
    else if(strcmp(argv[i], "-sl") == 0)
      or_value(&scalemode2, SCALE_LOGARITHMIC);
    else if(strcmp(argv[i], "-sd") == 0)
      or_value(&scalemode2, SCALE_DYNUPDATE);
    else if(strcmp(argv[i], "-sr") == 0)
      or_value(&scalemode2, SCALE_ROWSONLY);
    else if(strcmp(argv[i], "-sc") == 0)
      or_value(&scalemode2, SCALE_COLSONLY);
    else if(strncmp(argv[i], "-s", 2) == 0) {
      set_value(&scalemode1, SCALE_NONE);
      scaling = SCALE_MEAN;
      if (argv[i][2]) {
        switch (atoi(argv[i] + 2)) {
        case 0:
          scaling = SCALE_NONE;
          break;
        case 1:
          set_value(&scalemode1, SCALE_GEOMETRIC);
          break;
        case 2:
          set_value(&scalemode1, SCALE_CURTISREID);
          break;
        case 3:
          set_value(&scalemode1, SCALE_EXTREME);
          break;
        case 4:
          set_value(&scalemode1, SCALE_MEAN);
          break;
        case 5:
          set_value(&scalemode1, SCALE_MEAN | SCALE_LOGARITHMIC);
          break;
        case 6:
          set_value(&scalemode1, SCALE_RANGE);
          break;
        case 7:
          set_value(&scalemode1, SCALE_MEAN | SCALE_QUADRATIC);
          break;
        }
      }
      else
        set_value(&scalemode1, SCALE_MEAN);
      if((i + 1 < argc) && (isNum(argv[i + 1])))
        scaleloop = atoi(argv[++i]);
    }
    else if(strncmp(argv[i], "-C", 2) == 0)
      crashmode = atoi(argv[i] + 2);
    else if((strcmp(argv[i],"-gbas") == 0) && (i + 1 < argc))
      guessbasis = argv[++i];
    else if(strcmp(argv[i], "-t") == 0)
      tracing = TRUE;
    else if(strncmp(argv[i], "-S", 2) == 0) {
      if (argv[i][2])
        PRINT_SOLUTION = (short) atoi(argv[i] + 2);
      else
        PRINT_SOLUTION = 2;
    }
    else if(strncmp(argv[i], "-improve", 8) == 0) {
      if (argv[i][8])
        or_value(&improve, atoi(argv[i] + 8));
    }
    else if(strcmp(argv[i], "-pivll") == 0)
      or_value(&pivoting2, PRICE_LOOPLEFT);
    else if(strcmp(argv[i], "-pivla") == 0)
      or_value(&pivoting2, PRICE_LOOPALTERNATE);
#if defined EnablePartialOptimization
    else if(strcmp(argv[i], "-pivpc") == 0)
      or_value(&pivoting2, PRICE_AUTOPARTIALCOLS);
    else if(strcmp(argv[i], "-pivpr") == 0)
      or_value(&pivoting2, PRICE_AUTOPARTIALROWS);
    else if(strcmp(argv[i], "-pivp") == 0)
      or_value(&pivoting2, PRICE_AUTOPARTIAL);
#endif
    else if(strcmp(argv[i], "-pivf") == 0)
      or_value(&pivoting2, PRICE_PRIMALFALLBACK);
    else if(strcmp(argv[i], "-pivm") == 0)
      or_value(&pivoting2, PRICE_MULTIPLE);
    else if(strcmp(argv[i], "-piva") == 0)
      or_value(&pivoting2, PRICE_ADAPTIVE);
    else if(strcmp(argv[i], "-pivr") == 0)
      or_value(&pivoting2, PRICE_RANDOMIZE);
    else if(strcmp(argv[i], "-pivh") == 0)
      or_value(&pivoting2, PRICE_HARRISTWOPASS);
    else if(strcmp(argv[i], "-pivt") == 0)
      or_value(&pivoting2, PRICE_TRUENORMINIT);
    else if(strncmp(argv[i], "-piv", 4) == 0) {
      if (argv[i][4])
        set_value(&pivoting1, atoi(argv[i] + 4));
      else
    set_value(&pivoting1, PRICER_DEVEX | PRICE_ADAPTIVE);
    }
#if defined PARSER_LP
    else if(strcmp(argv[i],"-lp") == 0)
      filetype = filetypeLP;
#endif
    else if((strcmp(argv[i],"-wlp") == 0) && (i + 1 < argc))
      wlp = argv[++i];
    else if(strcmp(argv[i],"-plp") == 0)
      plp = TRUE;
    else if(strcmp(argv[i],"-mps") == 0)
      filetype = filetypeMPS;
    else if(strcmp(argv[i],"-mps_ibm") == 0)
      mps_ibm = TRUE;
    else if(strcmp(argv[i],"-mps_negobjconst") == 0)
      mps_negobjconst = TRUE;
    else if(strcmp(argv[i],"-mps_free") == 0)
      mps_free = TRUE;
    else if(strcmp(argv[i],"-fmps") == 0)
      filetype = filetypeFREEMPS;
    else if((strcmp(argv[i],"-wmps") == 0) && (i + 1 < argc))
      wmps = argv[++i];
    else if((strcmp(argv[i],"-wfmps") == 0) && (i + 1 < argc))
      wfmps = argv[++i];
    else if(strcmp(argv[i],"-wafter") == 0)
      write_model_after = TRUE;
    else if(strcmp(argv[i],"-degen") == 0)
      set_value(&anti_degen1, ANTIDEGEN_DEFAULT);
    else if(strcmp(argv[i],"-degenf") == 0)
      or_value(&anti_degen2, ANTIDEGEN_FIXEDVARS);
    else if(strcmp(argv[i],"-degenc") == 0)
      or_value(&anti_degen2, ANTIDEGEN_COLUMNCHECK);
    else if(strcmp(argv[i],"-degens") == 0)
      or_value(&anti_degen2, ANTIDEGEN_STALLING);
    else if(strcmp(argv[i],"-degenn") == 0)
      or_value(&anti_degen2, ANTIDEGEN_NUMFAILURE);
    else if(strcmp(argv[i],"-degenl") == 0)
      or_value(&anti_degen2, ANTIDEGEN_LOSTFEAS);
    else if(strcmp(argv[i],"-degeni") == 0)
      or_value(&anti_degen2, ANTIDEGEN_INFEASIBLE);
    else if(strcmp(argv[i],"-degend") == 0)
      or_value(&anti_degen2, ANTIDEGEN_DYNAMIC);
    else if(strcmp(argv[i],"-degenb") == 0)
      or_value(&anti_degen2, ANTIDEGEN_DURINGBB);
    else if(strcmp(argv[i],"-degenr") == 0)
      or_value(&anti_degen2, ANTIDEGEN_RHSPERTURB);
    else if(strcmp(argv[i],"-degenp") == 0)
      or_value(&anti_degen2, ANTIDEGEN_BOUNDFLIP);
    else if(strcmp(argv[i],"-time") == 0) {
      if(clock() == -1)
        fprintf(stderr, "CPU times not available on this machine\n");
      else
        print_timing = TRUE;
    }
    else if((strcmp(argv[i],"-bfp") == 0) && (i + 1 < argc))
      bfp = argv[++i];
    else if((strcmp(argv[i],"-rxli") == 0) && (i + 2 < argc)) {
      rxliname = argv[++i];
      rxli = argv[++i];
      fpin = NULL;
      filetype = filetypeXLI;
    }
    else if((strcmp(argv[i],"-rxlidata") == 0) && (i + 1 < argc))
      rxlidata = argv[++i];
    else if((strcmp(argv[i],"-rxliopt") == 0) && (i + 1 < argc))
      rxlioptions = argv[++i];
    else if((strcmp(argv[i],"-wxli") == 0) && (i + 2 < argc)) {
      wxliname = argv[++i];
      wxli = argv[++i];
    }
    else if((strcmp(argv[i],"-wxliopt") == 0) && (i + 1 < argc))
      wxlioptions = argv[++i];
    else if((strcmp(argv[i],"-wxlisol") == 0) && (i + 2 < argc)) {
      wxliname = argv[++i];
      wxlisol = argv[++i];
    }
    else if((strcmp(argv[i],"-wxlisolopt") == 0) && (i + 1 < argc))
      wxlisoloptions = argv[++i];
    else if((strcmp(argv[i],"-rbas") == 0) && (i + 1 < argc))
      rbasname = argv[++i];
    else if((strcmp(argv[i],"-wbas") == 0) && (i + 1 < argc))
      wbasname = argv[++i];
    else if((strcmp(argv[i],"-Db") == 0) && (i + 1 < argc))
      debugdump_before = argv[++i];
    else if((strcmp(argv[i],"-Da") == 0) && (i + 1 < argc))
      debugdump_after = argv[++i];
    else if((strcmp(argv[i],"-timeout") == 0) && (i + 1 < argc))
      sectimeout = atol(argv[++i]);
    else if((strcmp(argv[i],"-trej") == 0) && (i + 1 < argc))
      epspivot = atof(argv[++i]);
    else if((strcmp(argv[i],"-epsp") == 0) && (i + 1 < argc))
      epsperturb = atof(argv[++i]);
    else if((strcmp(argv[i],"-epsd") == 0) && (i + 1 < argc))
      epsd = atof(argv[++i]);
    else if((strcmp(argv[i],"-epsb") == 0) && (i + 1 < argc))
      epsb = atof(argv[++i]);
    else if((strcmp(argv[i],"-epsel") == 0) && (i + 1 < argc))
      epsel = atof(argv[++i]);
    else if(strcmp(argv[i],"-parse_only") == 0)
      parse_only = TRUE;
    else
      ok = TRUE;

    if(!ok)
      ;
    else if(strcmp(argv[i],"-presolverow") == 0)
      or_value(&do_presolve, PRESOLVE_ROWS);
    else if(strcmp(argv[i],"-presolvecol") == 0)
      or_value(&do_presolve, PRESOLVE_COLS);
    else if(strcmp(argv[i],"-presolve") == 0)
      or_value(&do_presolve, PRESOLVE_ROWS | PRESOLVE_COLS);
    else if(strcmp(argv[i],"-presolvel") == 0)
      or_value(&do_presolve, PRESOLVE_LINDEP);
    else if(strcmp(argv[i],"-presolves") == 0)
      or_value(&do_presolve, PRESOLVE_SOS);
    else if(strcmp(argv[i],"-presolver") == 0)
      or_value(&do_presolve, PRESOLVE_REDUCEMIP);
    else if(strcmp(argv[i],"-presolvek") == 0)
      or_value(&do_presolve, PRESOLVE_KNAPSACK);
    else if(strcmp(argv[i],"-presolveq") == 0)
      or_value(&do_presolve, PRESOLVE_ELIMEQ2);
    else if(strcmp(argv[i],"-presolvem") == 0)
      or_value(&do_presolve, PRESOLVE_MERGEROWS);
    else if(strcmp(argv[i],"-presolvefd") == 0)
      or_value(&do_presolve, PRESOLVE_COLFIXDUAL);
    else if(strcmp(argv[i],"-presolvebnd") == 0)
      or_value(&do_presolve, PRESOLVE_BOUNDS);
    else if(strcmp(argv[i],"-presolved") == 0)
      or_value(&do_presolve, PRESOLVE_DUALS);
    else if(strcmp(argv[i],"-presolvef") == 0)
      or_value(&do_presolve, PRESOLVE_IMPLIEDFREE);
    else if(strcmp(argv[i],"-presolveslk") == 0)
      or_value(&do_presolve, PRESOLVE_IMPLIEDSLK);
    else if(strcmp(argv[i],"-presolveg") == 0)
      or_value(&do_presolve, PRESOLVE_REDUCEGCD);
    else if(strcmp(argv[i],"-presolveb") == 0)
      or_value(&do_presolve, PRESOLVE_PROBEFIX);
    else if(strcmp(argv[i],"-presolvec") == 0)
      or_value(&do_presolve, PRESOLVE_PROBEREDUCE);
    else if(strcmp(argv[i],"-presolverowd") == 0)
      or_value(&do_presolve, PRESOLVE_ROWDOMINATE);
    else if(strcmp(argv[i],"-presolvecold") == 0)
      or_value(&do_presolve, PRESOLVE_COLDOMINATE);
    else if(strcmp(argv[i],"-min") == 0)
      objective = -1;
    else if(strcmp(argv[i],"-max") == 0)
      objective =  1;
    else if(strcmp(argv[i],"-noint") == 0)
      noint =  TRUE;
    else if((strcmp(argv[i],"-rpar") == 0) && (i + 1 < argc))
      i++;
    else if((strcmp(argv[i],"-rparopt") == 0) && (i + 1 < argc))
      i++;
    else if((strcmp(argv[i],"-wpar") == 0) && (i + 1 < argc))
      i++;
    else if((strcmp(argv[i],"-wparopt") == 0) && (i + 1 < argc))
      i++;
    else if(strcmp(argv[i],"-o0") == 0)
      obj_in_basis = FALSE;
    else if(strcmp(argv[i],"-o1") == 0)
      obj_in_basis = TRUE;
    else if((strcmp(argv[i], "-ac") == 0) && (i + 1 < argc))
      accuracy_error = atof(argv[++i]);
    else if(fpin == stdin) {
      filen = argv[i];
      if(*filen == '<')
        filen++;
      if((fpin = fopen(filen, "r")) == NULL) {
        print_help(argv);
        fprintf(stderr,"\nError, Unable to open input file '%s'\n",
                argv[i]);
        EndOfPgr(FORCED_EXIT);
      }
    }
    else {
      filen = argv[i];
      if(*filen != '>') {
        print_help(argv);
        fprintf(stderr, "\nError, Unrecognized command line argument '%s'\n",
                argv[i]);
        EndOfPgr(FORCED_EXIT);
      }
    }
  }

  signal(SIGABRT,/* (void (*) OF((int))) */ SIGABRT_func);

  if ((filetype != filetypeXLI) && (fpin == NULL)) {
    lp = NULL;
    fprintf(stderr, "Cannot combine -rxli option with -lp, -mps, -fmps.\n");
  }
  else {
    switch(filetype) {
  #if defined PARSER_LP
    case filetypeLP:
      lp = read_lp(fpin, verbose, NULL);
      break;
  #endif
    case filetypeMPS:
      lp = read_mps(fpin, verbose | (mps_free ? MPS_FREE : 0) | (mps_ibm ? MPS_IBM : 0) | (mps_negobjconst ? MPS_NEGOBJCONST : 0));
      break;
    case filetypeFREEMPS:
      lp = read_freemps(fpin, verbose | (mps_ibm ? MPS_IBM : 0) | (mps_negobjconst ? MPS_NEGOBJCONST : 0));
      break;
    case filetypeXLI:
      lp = read_XLI(rxliname, rxli, rxlidata, rxlioptions, verbose);
      break;
    }
  }

  if((fpin != NULL) && (fpin != stdin))
    fclose(fpin);

  if(print_timing)
    print_cpu_times("Parsing input");

  if(lp == NULL) {
    fprintf(stderr, "Unable to read model.\n");
    EndOfPgr(FORCED_EXIT);
  }

  for(i = 1; i < argc; i++) {
    if((strcmp(argv[i],"-rpar") == 0) && (i + 1 < argc)) {
      if(rparname != NULL) {
        if(!read_params(lp, rparname, rparoptions)) {
          fprintf(stderr, "Unable to read parameter file (%s)\n", rparname);
          delete_lp(lp);
          EndOfPgr(FORCED_EXIT);
        }
      }
      rparname = argv[++i];
    }
    else if((strcmp(argv[i],"-rparopt") == 0) && (i + 1 < argc))
      rparoptions = argv[++i];
    else if((strcmp(argv[i],"-wpar") == 0) && (i + 1 < argc))
      wparname = argv[++i];
    else if((strcmp(argv[i],"-wparopt") == 0) && (i + 1 < argc))
      wparoptions = argv[++i];
  }

  if(rparname != NULL)
    if(!read_params(lp, rparname, rparoptions)) {
      fprintf(stderr, "Unable to read parameter file (%s)\n", rparname);
      delete_lp(lp);
      EndOfPgr(FORCED_EXIT);
    }

  if((nonames) || (nocolnames))
    set_use_names(lp, FALSE, FALSE);
  if((nonames) || (norownames))
    set_use_names(lp, TRUE, FALSE);

  if(objective != 0) {
    if(objective == 1)
      set_maxim(lp);
    else
      set_minim(lp);
  }

  if (obj_in_basis != -1)
    set_obj_in_basis(lp, obj_in_basis);

  if(noint) { /* remove integer conditions */
    for(i = get_Ncolumns(lp); i >= 1; i--) {
      if(is_SOS_var(lp, i)) {
        fprintf(stderr, "Unable to remove integer conditions because there is at least one SOS constraint\n");
        delete_lp(lp);
        EndOfPgr(FORCED_EXIT);
      }
      set_semicont(lp, i, FALSE);
      set_int(lp, i, FALSE);
    }
  }

  if(!write_model_after)
    write_model(lp, plp, wlp, wmps, wfmps, wxli, NULL, wxliname, wxlioptions);

  if(print_stats)
    print_statistics(lp);

  if(parse_only) {
    if(!write_model_after) {
      delete_lp(lp);
      EndOfPgr(0);
    }
    /* else if(!sectimeout) */
      sectimeout = 1;
  }

  if(PRINT_SOLUTION >= 5)
    print_lp(lp);

#if 0
  put_abortfunc(lp,(abortfunc *) myabortfunc, NULL);
#endif

  if(sectimeout > 0)
    set_timeout(lp, sectimeout);
  if(print_sol >= 0)
    set_print_sol(lp, print_sol);
  if(epsint >= 0)
    set_epsint(lp, epsint);
  if(epspivot >= 0)
    set_epspivot(lp, epspivot);
  if(epsperturb >= 0)
    set_epsperturb(lp, epsperturb);
  if(epsd >= 0)
    set_epsd(lp, epsd);
  if(epsb >= 0)
    set_epsb(lp, epsb);
  if(epsel >= 0)
    set_epsel(lp, epsel);
  if(debug >= 0)
    set_debug(lp, (MYBOOL) debug);
  if(floor_first != -1)
    set_bb_floorfirst(lp, floor_first);
  if(do_set_bb_depthlimit)
    set_bb_depthlimit(lp, bb_depthlimit);
  if(do_set_solutionlimit)
    set_solutionlimit(lp, solutionlimit);
  if(tracing)
    set_trace(lp, tracing);
  if(do_set_obj_bound)
    set_obj_bound(lp, obj_bound);
  if(do_set_break_at_value)
    set_break_at_value(lp, break_at_value);
  if(break_at_first)
    set_break_at_first(lp, break_at_first);
  if(mip_absgap >= 0)
    set_mip_gap(lp, TRUE, mip_absgap);
  if(mip_relgap >= 0)
    set_mip_gap(lp, FALSE, mip_relgap);
  if((anti_degen1 != -1) || (anti_degen2 != -1)) {
    if((anti_degen1 == -1) || (anti_degen2 != -1))
      anti_degen1 = 0;
    if(anti_degen2 == -1)
      anti_degen2 = 0;
    set_anti_degen(lp, anti_degen1 | anti_degen2);
  }
  set_presolve(lp, ((do_presolve == -1) ? get_presolve(lp): do_presolve) | ((PRINT_SOLUTION >= 4) ? PRESOLVE_SENSDUALS : 0), get_presolveloops(lp));
  if(improve != -1)
    set_improve(lp, improve);
  if(max_num_inv >= 0)
    set_maxpivot(lp, max_num_inv);
  if(preferdual != AUTOMATIC)
    set_preferdual(lp, preferdual);
  if((pivoting1 != -1) || (pivoting2 != -1)) {
    if(pivoting1 == -1)
      pivoting1 = get_pivoting(lp) & PRICER_LASTOPTION;
    if(pivoting2 == -1)
      pivoting2 = 0;
    set_pivoting(lp, pivoting1 | pivoting2);
  }
  if((scalemode1 != -1) || (scalemode2 != -1)) {
    if(scalemode1 == -1)
      scalemode1 = get_scaling(lp) & SCALE_CURTISREID;
    if(scalemode2 == -1)
      scalemode2 = 0;
    set_scaling(lp, scalemode1 | scalemode2);
  }
  if(crashmode != -1)
    set_basiscrash(lp, crashmode);
  if((bb_rule1 != -1) || (bb_rule2 != -1)) {
    if(bb_rule1 == -1)
      bb_rule1 = get_bb_rule(lp) & NODE_USERSELECT;
    if(bb_rule2 == -1)
      bb_rule2 = 0;
    set_bb_rule(lp, bb_rule1 | bb_rule2);
  }
  if(simplextype != -1)
    set_simplextype(lp, simplextype);
  if(bfp != NULL)
    if(!set_BFP(lp, bfp)) {
      fprintf(stderr, "Unable to set BFP package.\n");
      delete_lp(lp);
      EndOfPgr(FORCED_EXIT);
    }
  if(debugdump_before != NULL)
    print_debugdump(lp, debugdump_before);
  if(report)
    put_msgfunc(lp, LPMessageCB, NULL, MSG_LPFEASIBLE | MSG_LPOPTIMAL | MSG_MILPFEASIBLE | MSG_MILPBETTER | MSG_PERFORMANCE);

  if(scaling) {
    if(scaleloop <= 0)
      scaleloop = 5;
    if(scaleloop - (int) scaleloop < SCALINGTHRESHOLD)
      scaleloop = (int) scaleloop + SCALINGTHRESHOLD;
    set_scalelimit(lp, scaleloop);
  }

  if (accuracy_error != -1)
    set_break_numeric_accuracy(lp, accuracy_error);

  if(guessbasis != NULL) {
    REAL *guessvector, a;
    int *basisvector;
    int Nrows = get_Nrows(lp);
    int Ncolumns = get_Ncolumns(lp);
    int col;
    char buf[50], *ptr;
    FILE *fp;

    if ((fp = fopen(guessbasis, "r")) != NULL) {
      guessvector = (REAL *) calloc(1+Ncolumns, sizeof(*guessvector));
      basisvector = (int *) malloc((1+Nrows+Ncolumns)*sizeof(*basisvector));
      if ((guessvector != NULL) && (basisvector != NULL)) {
        while ((!feof(fp)) && (fgets(buf, sizeof(buf), fp) != NULL)) {
          ptr = strrchr(buf, ':');
          if (ptr == NULL) {
            printf("Mallformed line: %s\n", buf);
          }
          else {
            a = atof(ptr + 1);
            while ((ptr > buf) && (isspace(ptr[-1])))
              ptr--;
            *ptr = 0;
            col = get_nameindex(lp, buf, FALSE);
            if (col < 1)
              printf("guess_basis: Unknown variable name %s\n", buf);
            else
              guessvector[col] = a;
          }
        }
        if (guess_basis(lp, guessvector, basisvector)) {
          if (!set_basis(lp, basisvector, TRUE))
            printf("Unable to set guessed basis.\n");
        }
        else
          printf("Unable to guess basis from provided variables.\n");
      }
      else
        printf("guess_basis: Out of memory.\n");
      if (basisvector != NULL)
        free(basisvector);
      if (guessvector != NULL)
        free(guessvector);
      fclose(fp);
    }
    else
      printf("Unable to open file %s\n", guessbasis);
  }

  if(rbasname != NULL)
    if(!read_basis(lp, rbasname, NULL)) {
      fprintf(stderr, "Unable to read basis file.\n");
      delete_lp(lp);
      EndOfPgr(FORCED_EXIT);
    }

  result = solve(lp);

  if(wbasname != NULL)
    if(!write_basis(lp, wbasname))
      fprintf(stderr, "Unable to write basis file.\n");

  if(write_model_after)
    write_model(lp, plp, wlp, wmps, wfmps, wxli, NULL, wxliname, wxlioptions);

  write_model(lp, FALSE, NULL, NULL, NULL, NULL, wxlisol, wxliname, wxlisoloptions);

  if(PRINT_SOLUTION >= 6)
    print_scales(lp);

  if((print_timing) && (!parse_only))
    print_cpu_times("solving");

  if(debugdump_after != NULL)
    print_debugdump(lp, debugdump_after);

  if(wparname != NULL)
    if(!write_params(lp, wparname, wparoptions)) {
      fprintf(stderr, "Unable to write parameter file (%s)\n", wparname);
      delete_lp(lp);
      EndOfPgr(FORCED_EXIT);
    }

  if(parse_only) {
    delete_lp(lp);
    EndOfPgr(0);
  }

/*
  if((timeoutok) && (result == TIMEOUT) && (get_solutioncount(lp) > 0))
    result = OPTIMAL;
*/

  switch(result) {
  case SUBOPTIMAL:
  case PRESOLVED:
  case OPTIMAL:
  case PROCBREAK:
  case FEASFOUND:
    if ((result == SUBOPTIMAL) && (PRINT_SOLUTION >= 1))
      printf("Suboptimal solution\n");

    if (result == PRESOLVED)
      printf("Presolved solution\n");

    if (PRINT_SOLUTION >= 1)
      print_objective(lp);

    if (PRINT_SOLUTION >= 2)
      print_solution(lp, 1);

    if (PRINT_SOLUTION >= 3)
      print_constraints(lp, 1);

    if (PRINT_SOLUTION >= 4)
      print_duals(lp);

    if(tracing)
      fprintf(stderr,
              "Branch & Bound depth: %d\nNodes processed: %.0f\nSimplex pivots: %.0f\nNumber of equal solutions: %d\n",
              get_max_level(lp), (REAL) get_total_nodes(lp), (REAL) get_total_iter(lp), get_solutioncount(lp));
    break;
  case NOMEMORY:
    if (PRINT_SOLUTION >= 1)
      printf("Out of memory\n");
    break;
  case INFEASIBLE:
    if (PRINT_SOLUTION >= 1)
      printf("This problem is infeasible\n");
    break;
  case UNBOUNDED:
    if (PRINT_SOLUTION >= 1)
      printf("This problem is unbounded\n");
    break;
  case PROCFAIL:
   if (PRINT_SOLUTION >= 1)
      printf("The B&B routine failed\n");
    break;
  case TIMEOUT:
    if (PRINT_SOLUTION >= 1)
      printf("Timeout\n");
    break;
  case USERABORT:
    if (PRINT_SOLUTION >= 1)
      printf("User aborted\n");
    break;
  case ACCURACYERROR:
    if (PRINT_SOLUTION >= 1)
      printf("Accuracy error\n");
    break;
  default:
    if (PRINT_SOLUTION >= 1)
      printf("lp_solve failed\n");
    break;
  }

  if (PRINT_SOLUTION >= 7)
    print_tableau(lp);

  delete_lp(lp);

  EndOfPgr(result);
  return(result);
}
Example #3
0
static void __WINAPI set_presolve2(lprec *lp, int maxloops)
{
    set_presolve(lp, get_presolve(lp), maxloops);
}
Example #4
0
static void __WINAPI set_presolve1(lprec *lp, int do_presolve)
{
    set_presolve(lp, do_presolve, get_presolveloops(lp));
}