int lpx_warm_up(LPX *lp)
{ /* "warm up" LP basis */
int ret;
ret = glp_warm_up(lp);
if (ret == 0)
ret = LPX_E_OK;
else if (ret == GLP_EBADB)
ret = LPX_E_BADB;
else if (ret == GLP_ESING)
ret = LPX_E_SING;
else if (ret == GLP_ECOND)
ret = LPX_E_SING;
else
xassert(ret != ret);
return ret;
}
OptSolutionData* GLPKRunSolver(int ProbType) {
OptSolutionData* NewSolution = NULL;
int NumVariables = glp_get_num_cols(GLPKModel);
int Status = 0;
if (ProbType == MILP) {
Status = glp_simplex(GLPKModel, NULL); // Use default settings
if (Status != 0) {
FErrorFile() << "Failed to optimize problem." << endl;
FlushErrorFile();
return NULL;
}
Status = glp_intopt(GLPKModel, NULL); // Use default settings
if (Status != 0) {
FErrorFile() << "Failed to optimize problem." << endl;
FlushErrorFile();
return NULL;
}
NewSolution = new OptSolutionData;
Status = glp_mip_status(GLPKModel);
if (Status == GLP_UNDEF || Status == GLP_NOFEAS) {
NewSolution->Status = INFEASIBLE;
return NewSolution;
} else if (Status == GLP_FEAS) {
NewSolution->Status = UNBOUNDED;
return NewSolution;
} else if (Status == GLP_OPT) {
NewSolution->Status = SUCCESS;
} else {
delete NewSolution;
FErrorFile() << "Problem status unrecognized." << endl;
FlushErrorFile();
return NULL;
}
NewSolution->Objective = glp_mip_obj_val(GLPKModel);
NewSolution->SolutionData.resize(NumVariables);
for (int i=0; i < NumVariables; i++) {
NewSolution->SolutionData[i] = glp_mip_col_val(GLPKModel, i+1);
}
} else if (ProbType == LP) {
//First we check the basis matrix to ensure it is not singular
if (glp_warm_up(GLPKModel) != 0) {
glp_adv_basis(GLPKModel, 0);
}
Status = glp_simplex(GLPKModel, NULL); // Use default settings
if (Status == GLP_EBADB) { /* the basis is invalid; build some valid basis */
glp_adv_basis(GLPKModel, 0);
Status = glp_simplex(GLPKModel, NULL); // Use default settings
}
if (Status != 0) {
FErrorFile() << "Failed to optimize problem." << endl;
FlushErrorFile();
return NULL;
}
NewSolution = new OptSolutionData;
Status = glp_get_status(GLPKModel);
if (Status == GLP_INFEAS || Status == GLP_NOFEAS || Status == GLP_UNDEF) {
cout << "Model is infeasible" << endl;
FErrorFile() << "Model is infeasible" << endl;
FlushErrorFile();
NewSolution->Status = INFEASIBLE;
return NewSolution;
} else if (Status == GLP_FEAS || Status == GLP_UNBND) {
cout << "Model is unbounded" << endl;
FErrorFile() << "Model is unbounded" << endl;
FlushErrorFile();
NewSolution->Status = UNBOUNDED;
return NewSolution;
} else if (Status == GLP_OPT) {
NewSolution->Status = SUCCESS;
} else {
delete NewSolution;
FErrorFile() << "Problem status unrecognized." << endl;
FlushErrorFile();
return NULL;
}
NewSolution->Objective = glp_get_obj_val(GLPKModel);
NewSolution->SolutionData.resize(NumVariables);
for (int i=0; i < NumVariables; i++) {
NewSolution->SolutionData[i] = glp_get_col_prim(GLPKModel, i+1);
}
} else {
FErrorFile() << "Optimization problem type cannot be handled by GLPK solver." << endl;
FlushErrorFile();
return NULL;
}
return NewSolution;
}
