void MILPSolverCPX::addCol(const vector<pair<int,double> > & entries, const double & lb, const double & ub, const ColumnType & type) { static const bool debug = false; if (debug) { cout << "Adding column to LP: "; } if (alwaysLPRelaxation) { (*modelvar).add(IloNumVar(*env, lb, ub)); } else { if (type == C_BOOL) { (*modelvar).add(IloNumVar(*env, lb, ub, ILOBOOL)); //cout << "Adding column " << colCount << " as binary\n"; integervars.insert(make_pair(colCount, true)); } else if (type == C_INT) { (*modelvar).add(IloNumVar(*env, lb, ub, ILOINT)); //cout << "Adding column " << colCount << " as an integer\n"; integervars.insert(make_pair(colCount, false)); } else { (*modelvar).add(IloNumVar(*env, lb, ub)); } } const int entCount = entries.size(); for (int i = 0; i < entCount; ++i) { IloRange & target = modelcon->data[entries[i].first]; target.setLinearCoef((*modelvar)[colCount], entries[i].second); coeffs[entries[i].first][colCount] = entries[i].second; if (debug) { if (i) cout << " + "; cout << entries[i].second << "*" << getRowName(entries[i].first); } } if (debug) { if (lb == -IloInfinity) { cout << " <= " << ub << "\n"; } else if (ub == IloInfinity) { cout << " >= " << lb << "\n"; } else if (ub == lb) { cout << " == " << ub << "\n"; } else { cout << " in [" << lb << "," << ub << "]\n"; } } ++colCount; }
/** Gets name (if row does not exist then NULL) */ inline const char *rowName(int whichRow) const { return getRowName(whichRow); }
/** @note There will always be a BOUNDS section, even if there are no bounds. */ void SPxLP::writeMPS( std::ostream& p_output, ///< output stream. const NameSet* p_rnames, ///< row names. const NameSet* p_cnames, ///< column names. const DIdxSet* p_intvars) ///< integer variables. const { METHOD("writeMPS"); const char* indicator; char name [16]; char name1[16]; char name2[16]; bool has_ranges = false; int i; int k; // --- NAME Section --- p_output << "NAME MPSDATA" << std::endl; // --- ROWS Section --- p_output << "ROWS" << std::endl; for(i = 0; i < nRows(); i++) { if (lhs(i) == rhs(i)) indicator = "E"; else if ((lhs(i) > -infinity) && (rhs(i) < infinity)) { indicator = "E"; has_ranges = true; } else if (lhs(i) > -infinity) indicator = "G"; else if (rhs(i) < infinity) indicator = "L"; else throw SPxInternalCodeException("XMPSWR02 This should never happen."); writeRecord(p_output, indicator, getRowName(*this, i, p_rnames, name)); } writeRecord(p_output, "N", "MINIMIZE"); // --- COLUMNS Section --- p_output << "COLUMNS" << std::endl; bool has_intvars = (p_intvars != 0) && (p_intvars->size() > 0); for(int j = 0; j < (has_intvars ? 2 : 1); j++) { bool is_intrun = has_intvars && (j == 1); if (is_intrun) p_output << " MARK0001 'MARKER' 'INTORG'" << std::endl; for(i = 0; i < nCols(); i++) { bool is_intvar = has_intvars && (p_intvars->number(i) >= 0); if ( ( is_intrun && !is_intvar) || (!is_intrun && is_intvar)) continue; const SVector& col = colVector(i); int colsize2 = (col.size() / 2) * 2; assert(colsize2 % 2 == 0); for(k = 0; k < colsize2; k += 2) writeRecord(p_output, 0, getColName(*this, i, p_cnames, name), getRowName(*this, col.index(k), p_rnames, name1), col.value(k), getRowName(*this, col.index(k + 1), p_rnames, name2), col.value(k + 1)); if (colsize2 != col.size()) writeRecord(p_output, 0, getColName(*this, i, p_cnames, name), getRowName(*this, col.index(k), p_rnames, name1), col.value(k)); if (isNotZero(maxObj(i))) writeRecord(p_output, 0, getColName(*this, i, p_cnames, name), "MINIMIZE", -maxObj(i)); } if (is_intrun) p_output << " MARK0001 'MARKER' 'INTEND'" << std::endl; } // --- RHS Section --- p_output << "RHS" << std::endl; i = 0; while(i < nRows()) { Real rhsval1 = 0.0; Real rhsval2 = 0.0; for(; i < nRows(); i++) if ((rhsval1 = getRHS(lhs(i), rhs(i))) != 0.0) break; if (i < nRows()) { for(k = i + 1; k < nRows(); k++) if ((rhsval2 = getRHS(lhs(k), rhs(k))) != 0.0) break; if (k < nRows()) writeRecord(p_output, 0, "RHS", getRowName(*this, i, p_rnames, name1), rhsval1, getRowName(*this, k, p_rnames, name2), rhsval2); else writeRecord(p_output, 0, "RHS", getRowName(*this, i, p_rnames, name1), rhsval1); i = k + 1; } } // --- RANGES Section --- if (has_ranges) { p_output << "RANGES" << std::endl; for(i = 0; i < nRows(); i++) if ((lhs(i) > -infinity) && (rhs(i) < infinity)) writeRecord(p_output, "", "RANGE", getRowName(*this, i, p_rnames, name1), rhs(i) - lhs(i)); } // --- BOUNDS Section --- p_output << "BOUNDS" << std::endl; for(i = 0; i < nCols(); i++) { // skip variables that do not appear in the objective function or any constraint const SVector& col = colVector(i); if (col.size() == 0 && isZero(maxObj(i))) continue; if (lower(i) == upper(i)) { writeRecord(p_output, "FX", "BOUND", getColName(*this, i, p_cnames, name1), lower(i)); continue; } if ((lower(i) <= -infinity) && (upper(i) >= infinity)) { writeRecord(p_output, "FR", "BOUND", getColName(*this, i, p_cnames, name1)); continue; } if (lower(i) != 0.0) { if (lower(i) > -infinity) writeRecord(p_output, "LO", "BOUND", getColName(*this, i, p_cnames, name1), lower(i)); else writeRecord(p_output, "MI", "BOUND", getColName(*this, i, p_cnames, name1)); } if (has_intvars && (p_intvars->number(i) >= 0)) { // Integer variables have default upper bound 1.0, but we should write // it nevertheless since CPLEX seems to assume infinity otherwise. writeRecord(p_output, "UP", "BOUND", getColName(*this, i, p_cnames, name1), upper(i)); } else { // Continous variables have default upper bound infinity if (upper(i) < infinity) writeRecord(p_output, "UP", "BOUND", getColName(*this, i, p_cnames, name1), upper(i)); } } // --- ENDATA Section --- p_output << "ENDATA" << std::endl; // Output warning when writing a maximisation problem if(spxSense() == SPxLP::MAXIMIZE) { MSG_WARNING( spxout << "XMPSWR03 Warning: objective function inverted when writing maximization problem in MPS file format" << std::endl; ) }