static int solve_lp(glp_prob *P, const glp_smcp *parm) { /* solve LP directly without using the preprocessor */ int ret; if (!glp_bf_exists(P)) { ret = glp_factorize(P); if (ret == 0) ; else if (ret == GLP_EBADB) { if (parm->msg_lev >= GLP_MSG_ERR) xprintf("glp_simplex: initial basis is invalid\n"); } else if (ret == GLP_ESING) { if (parm->msg_lev >= GLP_MSG_ERR) xprintf("glp_simplex: initial basis is singular\n"); } else if (ret == GLP_ECOND) { if (parm->msg_lev >= GLP_MSG_ERR) xprintf( "glp_simplex: initial basis is ill-conditioned\n"); } else xassert(ret != ret); if (ret != 0) goto done; } if (parm->meth == GLP_PRIMAL) ret = spx_primal(P, parm); else if (parm->meth == GLP_DUALP) { ret = spx_dual(P, parm); if (ret == GLP_EFAIL && P->valid) ret = spx_primal(P, parm); } else if (parm->meth == GLP_DUAL) ret = spx_dual(P, parm); else xassert(parm != parm); done: return ret; }
int glp_print_ranges(glp_prob *P, int len, const int list[], int flags, const char *fname) { /* print sensitivity analysis report */ glp_file *fp = NULL; GLPROW *row; GLPCOL *col; int m, n, pass, k, t, numb, type, stat, var1, var2, count, page, ret; double lb, ub, slack, coef, prim, dual, value1, value2, coef1, coef2, obj1, obj2; const char *name, *limit; char buf[13+1]; /* sanity checks */ if (P == NULL || P->magic != GLP_PROB_MAGIC) xerror("glp_print_ranges: P = %p; invalid problem object\n", P); m = P->m, n = P->n; if (len < 0) xerror("glp_print_ranges: len = %d; invalid list length\n", len); if (len > 0) { if (list == NULL) xerror("glp_print_ranges: list = %p: invalid parameter\n", list); for (t = 1; t <= len; t++) { k = list[t]; if (!(1 <= k && k <= m+n)) xerror("glp_print_ranges: list[%d] = %d; row/column numb" "er out of range\n", t, k); } } if (flags != 0) xerror("glp_print_ranges: flags = %d; invalid parameter\n", flags); if (fname == NULL) xerror("glp_print_ranges: fname = %p; invalid parameter\n", fname); if (glp_get_status(P) != GLP_OPT) { xprintf("glp_print_ranges: optimal basic solution required\n"); ret = 1; goto done; } if (!glp_bf_exists(P)) { xprintf("glp_print_ranges: basis factorization required\n"); ret = 2; goto done; } /* start reporting */ xprintf("Write sensitivity analysis report to '%s'...\n", fname); fp = glp_open(fname, "w"); if (fp == NULL) { xprintf("Unable to create '%s' - %s\n", fname, get_err_msg()); ret = 3; goto done; } page = count = 0; for (pass = 1; pass <= 2; pass++) for (t = 1; t <= (len == 0 ? m+n : len); t++) { if (t == 1) count = 0; k = (len == 0 ? t : list[t]); if (pass == 1 && k > m || pass == 2 && k <= m) continue; if (count == 0) { xfprintf(fp, "GLPK %-4s - SENSITIVITY ANALYSIS REPORT%73sPa" "ge%4d\n", glp_version(), "", ++page); xfprintf(fp, "\n"); xfprintf(fp, "%-12s%s\n", "Problem:", P->name == NULL ? "" : P->name); xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:", P->obj == NULL ? "" : P->obj, P->obj == NULL ? "" : " = ", P->obj_val, P->dir == GLP_MIN ? "MINimum" : P->dir == GLP_MAX ? "MAXimum" : "???"); xfprintf(fp, "\n"); xfprintf(fp, "%6s %-12s %2s %13s %13s %13s %13s %13s %13s " "%s\n", "No.", pass == 1 ? "Row name" : "Column name", "St", "Activity", pass == 1 ? "Slack" : "Obj coef", "Lower bound", "Activity", "Obj coef", "Obj value at", "Limiting"); xfprintf(fp, "%6s %-12s %2s %13s %13s %13s %13s %13s %13s " "%s\n", "", "", "", "", "Marginal", "Upper bound", "range", "range", "break point", "variable"); xfprintf(fp, "------ ------------ -- ------------- --------" "----- ------------- ------------- ------------- ------" "------- ------------\n"); } if (pass == 1) { numb = k; xassert(1 <= numb && numb <= m); row = P->row[numb]; name = row->name; type = row->type; lb = glp_get_row_lb(P, numb); ub = glp_get_row_ub(P, numb); coef = 0.0; stat = row->stat; prim = row->prim; if (type == GLP_FR) slack = - prim; else if (type == GLP_LO) slack = lb - prim; else if (type == GLP_UP || type == GLP_DB || type == GLP_FX) slack = ub - prim; dual = row->dual; } else { numb = k - m; xassert(1 <= numb && numb <= n); col = P->col[numb]; name = col->name; lb = glp_get_col_lb(P, numb); ub = glp_get_col_ub(P, numb); coef = col->coef; stat = col->stat; prim = col->prim; slack = 0.0; dual = col->dual; } if (stat != GLP_BS) { glp_analyze_bound(P, k, &value1, &var1, &value2, &var2); if (stat == GLP_NF) coef1 = coef2 = coef; else if (stat == GLP_NS) coef1 = -DBL_MAX, coef2 = +DBL_MAX; else if (stat == GLP_NL && P->dir == GLP_MIN || stat == GLP_NU && P->dir == GLP_MAX) coef1 = coef - dual, coef2 = +DBL_MAX; else coef1 = -DBL_MAX, coef2 = coef - dual; if (value1 == -DBL_MAX) { if (dual < -1e-9) obj1 = +DBL_MAX; else if (dual > +1e-9) obj1 = -DBL_MAX; else obj1 = P->obj_val; } else obj1 = P->obj_val + dual * (value1 - prim); if (value2 == +DBL_MAX) { if (dual < -1e-9) obj2 = -DBL_MAX; else if (dual > +1e-9) obj2 = +DBL_MAX; else obj2 = P->obj_val; } else obj2 = P->obj_val + dual * (value2 - prim); } else { glp_analyze_coef(P, k, &coef1, &var1, &value1, &coef2, &var2, &value2); if (coef1 == -DBL_MAX) { if (prim < -1e-9) obj1 = +DBL_MAX; else if (prim > +1e-9) obj1 = -DBL_MAX; else obj1 = P->obj_val; } else obj1 = P->obj_val + (coef1 - coef) * prim; if (coef2 == +DBL_MAX) { if (prim < -1e-9) obj2 = -DBL_MAX; else if (prim > +1e-9) obj2 = +DBL_MAX; else obj2 = P->obj_val; } else obj2 = P->obj_val + (coef2 - coef) * prim; } /*** first line ***/ /* row/column number */ xfprintf(fp, "%6d", numb); /* row/column name */ xfprintf(fp, " %-12.12s", name == NULL ? "" : name); if (name != NULL && strlen(name) > 12) xfprintf(fp, "%s\n%6s %12s", name+12, "", ""); /* row/column status */ xfprintf(fp, " %2s", stat == GLP_BS ? "BS" : stat == GLP_NL ? "NL" : stat == GLP_NU ? "NU" : stat == GLP_NF ? "NF" : stat == GLP_NS ? "NS" : "??"); /* row/column activity */ xfprintf(fp, " %s", format(buf, prim)); /* row slack, column objective coefficient */ xfprintf(fp, " %s", format(buf, k <= m ? slack : coef)); /* row/column lower bound */ xfprintf(fp, " %s", format(buf, lb)); /* row/column activity range */ xfprintf(fp, " %s", format(buf, value1)); /* row/column objective coefficient range */ xfprintf(fp, " %s", format(buf, coef1)); /* objective value at break point */ xfprintf(fp, " %s", format(buf, obj1)); /* limiting variable name */ if (var1 != 0) { if (var1 <= m) limit = glp_get_row_name(P, var1); else limit = glp_get_col_name(P, var1 - m); if (limit != NULL) xfprintf(fp, " %s", limit); } xfprintf(fp, "\n"); /*** second line ***/ xfprintf(fp, "%6s %-12s %2s %13s", "", "", "", ""); /* row/column reduced cost */ xfprintf(fp, " %s", format(buf, dual)); /* row/column upper bound */ xfprintf(fp, " %s", format(buf, ub)); /* row/column activity range */ xfprintf(fp, " %s", format(buf, value2)); /* row/column objective coefficient range */ xfprintf(fp, " %s", format(buf, coef2)); /* objective value at break point */ xfprintf(fp, " %s", format(buf, obj2)); /* limiting variable name */ if (var2 != 0) { if (var2 <= m) limit = glp_get_row_name(P, var2); else limit = glp_get_col_name(P, var2 - m); if (limit != NULL) xfprintf(fp, " %s", limit); } xfprintf(fp, "\n"); xfprintf(fp, "\n"); /* print 10 items per page */ count = (count + 1) % 10; } xfprintf(fp, "End of report\n"); #if 0 /* FIXME */ xfflush(fp); #endif if (glp_ioerr(fp)) { xprintf("Write error on '%s' - %s\n", fname, get_err_msg()); ret = 4; goto done; } ret = 0; done: if (fp != NULL) glp_close(fp); return ret; }
int lpx_is_b_avail(glp_prob *lp) { /* check if LP basis is available */ return glp_bf_exists(lp); }
int lpx_print_sens_bnds(LPX *lp, const char *fname) { /* write bounds sensitivity information */ if (glp_get_status(lp) == GLP_OPT && !glp_bf_exists(lp)) glp_factorize(lp); return glp_print_ranges(lp, 0, NULL, 0, fname); }
static PyObject* LPX_write(LPXObject *self, PyObject *args, PyObject *keywds) { static char* kwlist[] = {"mps", "freemps", "prob", "sol", "sens_bnds", "ips", "mip", NULL}; char* fnames[] = {NULL,NULL,NULL,NULL,NULL,NULL,NULL}; char* fname; const char* err_msg = "writer for '%s' failed to write to '%s'"; int rv; rv = PyArg_ParseTupleAndKeywords(args, keywds, "|sssssss", kwlist, fnames,fnames+1,fnames+2,fnames+3, fnames+4,fnames+5,fnames+6); if (!rv) return NULL; fname = fnames[0]; if (fname != NULL) { rv = glp_write_mps(LP, GLP_MPS_DECK, NULL, fname); if (rv != 0) { PyErr_Format(PyExc_RuntimeError, err_msg, kwlist[0], fname); return NULL; } } fname = fnames[1]; if (fname != NULL) { rv = glp_write_mps(LP, GLP_MPS_FILE, NULL, fname); if (rv != 0) { PyErr_Format(PyExc_RuntimeError, err_msg, kwlist[1], fname); return NULL; } } fname = fnames[2]; if (fname != NULL) { rv = glp_write_lp(LP, NULL, fname); if (rv != 0) { PyErr_Format(PyExc_RuntimeError, err_msg, kwlist[2], fname); return NULL; } } fname = fnames[3]; if (fname != NULL) { rv = glp_print_sol(LP, fname); if (rv != 0) { PyErr_Format(PyExc_RuntimeError, err_msg, kwlist[3], fname); return NULL; } } fname = fnames[4]; if (fname != NULL) { if (glp_get_status(LP) == GLP_OPT && !glp_bf_exists(LP)) glp_factorize(LP); rv = glp_print_ranges(LP, 0, NULL, 0, fname); if (rv != 0) { PyErr_Format(PyExc_RuntimeError, err_msg, kwlist[4], fname); return NULL; } } fname = fnames[5]; if (fname != NULL) { rv = glp_print_ipt(LP, fname); if (rv != 0) { PyErr_Format(PyExc_RuntimeError, err_msg, kwlist[5], fname); return NULL; } } fname = fnames[6]; if (fname != NULL) { glp_print_mip(LP, fname); if (rv != 0) { PyErr_Format(PyExc_RuntimeError, err_msg, kwlist[6], fname); return NULL; } } Py_RETURN_NONE; }