void ipp_unload_sol(IPP *ipp, LPX *orig, int i_stat)
{ int i, j, k, len, *ind;
double temp, *row_mipx, *val;
xassert(ipp->orig_m == lpx_get_num_rows(orig));
xassert(ipp->orig_n == lpx_get_num_cols(orig));
xassert(ipp->orig_dir == lpx_get_obj_dir(orig));
/* all columns must be computed/recovered */
xassert(ipp->orig_n <= ipp->ncols);
for (j = 1; j <= ipp->ncols; j++) xassert(ipp->col_stat[j]);
/* compute values of auxiliary variables using known values of
structural variables (columns) */
row_mipx = xcalloc(1+ipp->orig_m, sizeof(double));
ind = xcalloc(1+ipp->orig_n, sizeof(int));
val = xcalloc(1+ipp->orig_n, sizeof(double));
for (i = 1; i <= ipp->orig_m; i++)
{ len = lpx_get_mat_row(orig, i, ind, val);
temp = 0.0;
for (k = 1; k <= len; k++)
temp += val[k] * ipp->col_mipx[ind[k]];
row_mipx[i] = temp;
}
xfree(ind);
xfree(val);
/* store solution components into the original problem object */
lpx_put_mip_soln(orig, i_stat, row_mipx, ipp->col_mipx);
xfree(row_mipx);
return;
}
void lpp_load_sol(LPP *lpp, LPX *prob)
{ int i, j, ref, stat;
double prim, dual;
insist(lpp->m == lpx_get_num_rows(prob));
insist(lpp->n == lpx_get_num_cols(prob));
insist(lpp->orig_dir == lpx_get_obj_dir(prob));
insist(lpx_get_status(prob) != LPX_UNDEF);
for (i = 1; i <= lpp->m; i++)
{ lpx_get_row_info(prob, i, &stat, &prim, &dual);
ref = lpp->row_ref[i];
insist(1 <= ref && ref <= lpp->nrows);
insist(lpp->row_stat[ref] == 0);
lpp->row_stat[ref] = stat;
lpp->row_prim[ref] = prim;
lpp->row_dual[ref] =
(lpp->orig_dir == LPX_MIN ? + dual : - dual);
}
for (j = 1; j <= lpp->n; j++)
{ lpx_get_col_info(prob, j, &stat, &prim, &dual);
ref = lpp->col_ref[j];
insist(1 <= ref && ref <= lpp->ncols);
insist(lpp->col_stat[ref] == 0);
lpp->col_stat[ref] = stat;
lpp->col_prim[ref] = prim;
lpp->col_dual[ref] =
(lpp->orig_dir == LPX_MIN ? + dual : - dual);
}
ufree(lpp->row_ref), lpp->row_ref = NULL;
ufree(lpp->col_ref), lpp->col_ref = NULL;
return;
}
int CClp_load_warmstart(CClp *lp, CClp_warmstart *warm)
{ /* RESTORES the warmstart information in warm. */
int i, j, m, n, tagx, type, *rstat, *cstat;
m = lpx_get_num_rows(lp->lp);
n = lpx_get_num_cols(lp->lp);
cstat = warm->cstat;
rstat = warm->rstat;
if (cstat == NULL || rstat == NULL)
{ print("CClp_load_warmstart: no basis information");
return 0;
}
for (j = 0; j < n; j++)
{ if (cstat[j] == IS_BASIC)
tagx = LPX_BS;
else
{ lpx_get_col_bnds(lp->lp, j+1, &type, NULL, NULL);
switch (type)
{ case LPX_FR:
tagx = LPX_NF; break;
case LPX_LO:
tagx = LPX_NL; break;
case LPX_UP:
tagx = LPX_NU; break;
case LPX_DB:
tagx = (cstat[j] == AT_UPPER ? LPX_NU : LPX_NL);
break;
case LPX_FX:
tagx = LPX_NS; break;
default:
insist(type != type);
}
}
lpx_set_col_stat(lp->lp, j+1, tagx);
}
for (i = 0; i < m; i++)
{ if (rstat[i] == IS_BASIC)
tagx = LPX_BS;
else
{ lpx_get_row_bnds(lp->lp, i+1, &type, NULL, NULL);
switch (type)
{ case LPX_FR:
tagx = LPX_NF; break;
case LPX_LO:
tagx = LPX_NL; break;
case LPX_UP:
tagx = LPX_NU; break;
case LPX_DB:
tagx = (rstat[i] == AT_UPPER ? LPX_NU : LPX_NL);
break;
case LPX_FX:
tagx = LPX_NS; break;
default:
insist(type != type);
}
}
lpx_set_row_stat(lp->lp, i+1, tagx);
}
return 0;
}
void lpx_unscale_prob(LPX *lp)
{ int m = lpx_get_num_rows(lp);
int n = lpx_get_num_cols(lp);
int i, j;
for (i = 1; i <= m; i++) lpx_set_rii(lp, i, 1.0);
for (j = 1; j <= n; j++) lpx_set_sjj(lp, j, 1.0);
return;
}
int CClp_pi(CClp *lp, double *pi)
{ /* RETURNS the dual values on the constraints.
- pi should be an array of length at least nrows. */
int nrows, i;
nrows = lpx_get_num_rows(lp->lp);
insist(nrows > 0);
for (i = 0; i < nrows; i++)
lpx_get_row_info(lp->lp, i+1, NULL, NULL, &pi[i]);
return 0;
}
int CClp_get_warmstart(CClp *lp, CClp_warmstart **warm)
{ /* SAVES information for efficiently resolving the current lp in
warm, for example, basis or norm information. */
int i, j, tagx;
CClp_free_warmstart(warm);
(*warm) = umalloc(sizeof(CClp_warmstart));
(*warm)->ncols = 0;
(*warm)->nrows = 0;
(*warm)->cstat = NULL;
(*warm)->rstat = NULL;
(*warm)->ncols = lpx_get_num_cols(lp->lp);
if ((*warm)->ncols == 0)
{ print("CClp_get_warmstart: no columns in LP");
CClp_free_warmstart(warm);
return 1;
}
(*warm)->nrows = lpx_get_num_rows(lp->lp);
if ((*warm)->nrows == 0)
{ print("CClp_get_warmstart: no rows in LP");
CClp_free_warmstart(warm);
return 1;
}
(*warm)->cstat = ucalloc((*warm)->ncols, sizeof(int));
(*warm)->rstat = ucalloc((*warm)->nrows, sizeof(int));
for (i = 1; i <= (*warm)->nrows; i++)
{ lpx_get_row_info(lp->lp, i, &tagx, NULL, NULL);
switch (tagx)
{ case LPX_BS:
(*warm)->rstat[i-1] = IS_BASIC; break;
case LPX_NL:
(*warm)->rstat[i-1] = AT_LOWER; break;
case LPX_NU:
(*warm)->rstat[i-1] = AT_UPPER; break;
case LPX_NS:
(*warm)->rstat[i-1] = AT_LOWER; break;
default: insist(tagx != tagx);
}
}
for (j = 1; j <= (*warm)->ncols; j++)
{ lpx_get_col_info(lp->lp, j, &tagx, NULL, NULL);
switch (tagx)
{ case LPX_BS:
(*warm)->cstat[j-1] = IS_BASIC; break;
case LPX_NL:
(*warm)->cstat[j-1] = AT_LOWER; break;
case LPX_NU:
(*warm)->cstat[j-1] = AT_UPPER; break;
case LPX_NS:
(*warm)->cstat[j-1] = AT_LOWER; break;
default:
insist(tagx != tagx);
}
}
return 0;
}
int CClp_opt(CClp *lp, int method)
{ /* CALLS designated LP solution method. */
int stat, ret;
if (MSGLEV >= 1)
{ int m = lpx_get_num_rows(lp->lp);
int n = lpx_get_num_cols(lp->lp);
int nz = lpx_get_num_nz(lp->lp);
print("CClp_opt: %-11s m = %d; n = %d; nz = %d",
method == CClp_METHOD_DUAL ? "(dual)" : "(primal)",
m, n, nz);
}
lpx_set_int_parm(lp->lp, LPX_K_DUAL, method == CClp_METHOD_DUAL);
switch (MSGLEV)
{ case 0:
lpx_set_int_parm(lp->lp, LPX_K_MSGLEV, 0);
lpx_set_int_parm(lp->lp, LPX_K_OUTFRQ, 1000000);
lpx_set_real_parm(lp->lp, LPX_K_OUTDLY, 1e6);
break;
case 1:
lpx_set_int_parm(lp->lp, LPX_K_MSGLEV, 2);
lpx_set_int_parm(lp->lp, LPX_K_OUTFRQ, 200);
lpx_set_real_parm(lp->lp, LPX_K_OUTDLY, 5.0);
break;
case 2:
lpx_set_int_parm(lp->lp, LPX_K_MSGLEV, 3);
lpx_set_int_parm(lp->lp, LPX_K_OUTFRQ, 200);
lpx_set_real_parm(lp->lp, LPX_K_OUTDLY, 0.0);
break;
default:
insist(MSGLEV != MSGLEV);
}
ret = lpx_simplex(lp->lp);
if (ret == LPX_E_FAULT)
{ if (MSGLEV >= 1) print("CClp_opt: restarting from advanced bas"
"is...");
lpx_adv_basis(lp->lp);
ret = lpx_simplex(lp->lp);
}
if (ret != LPX_E_OK)
{ print("CClp_opt: lpx_simplex failed; return code = %d", ret);
ret = 1;
goto done;
}
stat = lpx_get_status(lp->lp);
if (stat == LPX_OPT)
ret = 0;
else if (stat == LPX_NOFEAS)
ret = 2;
else
{ print("CClp_opt: optimization status = %d", stat);
ret = 1;
}
done: return ret;
}
int CClp_delete_set_of_rows(CClp *lp, int *delstat)
{ /* DELETES the rows corresponding to 1 entries in delstat.
- delstat is a 0/1 array having an entry for each row. */
int m = lpx_get_num_rows(lp->lp);
int nrs = 0, i;
int *num = ucalloc(1+m, sizeof(int));
for (i = 0; i < m; i++)
if (delstat[i]) num[++nrs] = i+1;
if (nrs > 0) lpx_del_rows(lp->lp, nrs, num);
ufree(num);
return 0;
}
int GLPKAddConstraint(LinEquation* InEquation) {
if (InEquation->QuadCoeff.size() > 0) {
FErrorFile() << "GLPK solver cannot accept quadratic constraints." << endl;
FlushErrorFile();
return FAIL;
}
if (GLPKModel == NULL) {
FErrorFile() << "Could not add constraint because GLPK object does not exist." << endl;
FlushErrorFile();
return FAIL;
}
int NumRows = lpx_get_num_rows(GLPKModel);
if (InEquation->Index >= NumRows) {
lpx_add_rows(GLPKModel, 1);
}
if (InEquation->EqualityType == EQUAL) {
lpx_set_row_bnds(GLPKModel, InEquation->Index+1, LPX_FX, InEquation->RightHandSide, InEquation->RightHandSide);
} else if (InEquation->EqualityType == GREATER) {
lpx_set_row_bnds(GLPKModel, InEquation->Index+1, LPX_LO, InEquation->RightHandSide, InEquation->RightHandSide);
} else if (InEquation->EqualityType == LESS) {
lpx_set_row_bnds(GLPKModel, InEquation->Index+1, LPX_UP, InEquation->RightHandSide, InEquation->RightHandSide);
} else {
FErrorFile() << "Could not add constraint because the constraint type was not recognized." << endl;
FlushErrorFile();
return FAIL;
}
int NumColumns = lpx_get_num_cols(GLPKModel);
int* Indecies = new int[int(InEquation->Variables.size())+1];
double* Coeff = new double[int(InEquation->Variables.size())+1];
for (int i=0; i < int(InEquation->Variables.size()); i++) {
if (InEquation->Variables[i]->Index < NumColumns) {
Coeff[i+1] = InEquation->Coefficient[i];
Indecies[i+1] = InEquation->Variables[i]->Index+1;
} else {
FErrorFile() << "Variable index found in constraint is out of the range found in GLPK problem" << endl;
FlushErrorFile();
return FAIL;
}
}
lpx_set_mat_row(GLPKModel, InEquation->Index+1, int(InEquation->Variables.size()), Indecies, Coeff);
delete [] Indecies;
delete [] Coeff;
return SUCCESS;
}
void lpp_unload_sol(LPP *lpp, LPX *orig)
{ int i, j, k, m, n, typx, tagx;
m = lpp->orig_m;
n = lpp->orig_n;
insist(m == lpx_get_num_rows(orig));
insist(n == lpx_get_num_cols(orig));
insist(lpp->orig_dir == lpx_get_obj_dir(orig));
/* check row and column statuses */
insist(m <= lpp->nrows);
insist(n <= lpp->ncols);
for (k = 1; k <= m+n; k++)
{ tagx = (k <= m ? lpp->row_stat[k] : lpp->col_stat[k-m]);
if (tagx != LPX_BS)
{ if (k <= m)
lpx_get_row_bnds(orig, k, &typx, NULL, NULL);
else
lpx_get_col_bnds(orig, k-m, &typx, NULL, NULL);
switch (typx)
{ case LPX_FR:
insist(tagx == LPX_NF);
break;
case LPX_LO:
insist(tagx == LPX_NL);
break;
case LPX_UP:
insist(tagx == LPX_NU);
break;
case LPX_DB:
insist(tagx == LPX_NL || tagx == LPX_NU);
break;
case LPX_FX:
insist(tagx == LPX_NS);
break;
default:
insist(orig != orig);
}
}
}
/* if the original problem is maximization, change signs of dual
values */
if (lpp->orig_dir == LPX_MAX)
{ for (i = 1; i <= m; i++) lpp->row_dual[i] = -lpp->row_dual[i];
for (j = 1; j <= n; j++) lpp->col_dual[j] = -lpp->col_dual[j];
}
/* store solution components into the original problem object (it
is assumed that the recovered solution is optimal) */
lpx_put_solution(orig, LPX_P_FEAS, LPX_D_FEAS,
lpp->row_stat, lpp->row_prim, lpp->row_dual,
lpp->col_stat, lpp->col_prim, lpp->col_dual);
return;
}
void lpx_eval_b_dual(LPX *lp, double row_dual[], double col_dual[])
{ int i, j, k, m, n, len, *ind;
double dj, *cB, *pi, *val;
if (!lpx_is_b_avail(lp))
xfault("lpx_eval_b_dual: LP basis is not available\n");
m = lpx_get_num_rows(lp);
n = lpx_get_num_cols(lp);
/* store zero reduced costs of basic auxiliary and structural
variables and build the vector cB of objective coefficients at
basic variables */
cB = xcalloc(1+m, sizeof(double));
for (i = 1; i <= m; i++)
{ k = lpx_get_b_info(lp, i);
/* xB[i] is k-th original variable */
xassert(1 <= k && k <= m+n);
if (k <= m)
{ row_dual[k] = 0.0;
cB[i] = 0.0;
}
else
{ col_dual[k-m] = 0.0;
cB[i] = lpx_get_obj_coef(lp, k-m);
}
}
/* solve the system B'*pi = cB to compute the vector pi */
pi = cB, lpx_btran(lp, pi);
/* compute reduced costs of non-basic auxiliary variables */
for (i = 1; i <= m; i++)
{ if (lpx_get_row_stat(lp, i) != LPX_BS)
row_dual[i] = - pi[i];
}
/* compute reduced costs of non-basic structural variables */
ind = xcalloc(1+m, sizeof(int));
val = xcalloc(1+m, sizeof(double));
for (j = 1; j <= n; j++)
{ if (lpx_get_col_stat(lp, j) != LPX_BS)
{ dj = lpx_get_obj_coef(lp, j);
len = lpx_get_mat_col(lp, j, ind, val);
for (k = 1; k <= len; k++) dj += val[k] * pi[ind[k]];
col_dual[j] = dj;
}
}
xfree(ind);
xfree(val);
xfree(cB);
return;
}
void lpx_scale_prob(LPX *lp)
{ /* scale LP/MIP problem data */
int m = lpx_get_num_rows(lp);
int n = lpx_get_num_cols(lp);
int sc_ord = 0, sc_max = 20;
double sc_eps = 0.01;
int i, j;
double *R, *S;
/* initialize R := I and S := I */
R = xcalloc(1+m, sizeof(double));
S = xcalloc(1+n, sizeof(double));
for (i = 1; i <= m; i++) R[i] = 1.0;
for (j = 1; j <= n; j++) S[j] = 1.0;
/* if the problem has no rows/columns, skip computations */
if (m == 0 || n == 0) goto skip;
/* compute the scaling matrices R and S */
switch (lpx_get_int_parm(lp, LPX_K_SCALE))
{ case 0:
/* no scaling */
break;
case 1:
/* equilibration scaling */
eq_scal(m, n, lp, mat, R, S, sc_ord);
break;
case 2:
/* geometric mean scaling */
gm_scal(m, n, lp, mat, R, S, sc_ord, sc_max, sc_eps);
break;
case 3:
/* geometric mean scaling, then equilibration scaling */
gm_scal(m, n, lp, mat, R, S, sc_ord, sc_max, sc_eps);
eq_scal(m, n, lp, mat, R, S, sc_ord);
break;
default:
xassert(lp != lp);
}
skip: /* enter the scaling matrices R and S into the problem object and
thereby perform implicit scaling */
for (i = 1; i <= m; i++) lpx_set_rii(lp, i, R[i]);
for (j = 1; j <= n; j++) lpx_set_sjj(lp, j, S[j]);
xfree(R);
xfree(S);
return;
}
int CClp_addrows(CClp *lp, int newrows, int newnz, double *rhs,
char *sense, int *rmatbeg, int *rmatind, double *rmatval)
{ /* ADDS the rows to the LP.
- newrows is the number of rows to be added;
- newnz is the number of nonzero coefficients in the new rows;
- rhs is an array of the rhs values for the new rows;
- sense is 'L', 'E', or 'G' for each of the new rows;
- rmatbeg, rmatind, and rmatval give the coefficients of the
new rows in sparse format. The arrays can be freed after the
call. */
int i;
lpx_add_rows(lp->lp, newrows);
for (i = 0; i < newrows; i++)
{ int seqn, type, k, t;
double lo, up;
seqn = lpx_get_num_rows(lp->lp) - newrows + i + 1;
switch (sense[i])
{ case 'L':
type = LPX_UP, lo = 0.0, up = rhs[i];
break;
case 'E':
type = LPX_FX, lo = up = rhs[i];
break;
case 'G':
type = LPX_LO, lo = rhs[i], up = 0.0;
break;
default:
insist(sense[i] != sense[i]);
}
lpx_set_row_bnds(lp->lp, seqn, type, lo, up);
insist(rmatbeg != NULL);
insist(rmatind != NULL);
insist(rmatval != NULL);
insist(rmatbeg[0] == 0);
t = (i < newrows-1 ? rmatbeg[i+1] : newnz);
for (k = rmatbeg[i]; k < t; k++) rmatind[k]++;
lpx_set_mat_row(lp->lp, seqn, t - rmatbeg[i],
&rmatind[rmatbeg[i]] - 1, &rmatval[rmatbeg[i]] - 1);
for (k = rmatbeg[i]; k < t; k++) rmatind[k]--;
}
return 0;
}
void lpx_std_basis(LPX *lp)
{ int i, j, m, n, type;
double lb, ub;
/* all auxiliary variables are basic */
m = lpx_get_num_rows(lp);
for (i = 1; i <= m; i++)
lpx_set_row_stat(lp, i, LPX_BS);
/* all structural variables are non-basic */
n = lpx_get_num_cols(lp);
for (j = 1; j <= n; j++)
{ type = lpx_get_col_type(lp, j);
lb = lpx_get_col_lb(lp, j);
ub = lpx_get_col_ub(lp, j);
if (type != LPX_DB || fabs(lb) <= fabs(ub))
lpx_set_col_stat(lp, j, LPX_NL);
else
lpx_set_col_stat(lp, j, LPX_NU);
}
return;
}
static int mat(void *info, int k, int ndx[], double val[])
{ /* this auxiliary routine obtains a required row or column of the
original constraint matrix */
LPX *lp = info;
int m = lpx_get_num_rows(lp);
int n = lpx_get_num_cols(lp);
int i, j, len;
if (k > 0)
{ /* i-th row required */
i = +k;
xassert(1 <= i && i <= m);
len = lpx_get_mat_row(lp, i, ndx, val);
}
else
{ /* j-th column required */
j = -k;
xassert(1 <= j && j <= n);
len = lpx_get_mat_col(lp, j, ndx, val);
}
return len;
}
static void show_status(LPX *prob, int prob_m, int prob_nz)
{ int n, j, count;
double x, tol_int;
/* determine the number of structural variables of integer kind
whose current values are still fractional */
n = lpx_get_num_cols(prob);
tol_int = lpx_get_real_parm(prob, LPX_K_TOLINT);
count = 0;
for (j = 1; j <= n; j++)
{ if (lpx_get_col_kind(prob, j) != LPX_IV) continue;
x = lpx_get_col_prim(prob, j);
if (fabs(x - floor(x + 0.5)) <= tol_int) continue;
count++;
}
print("&%6d: obj = %17.9e frac = %5d cuts = %5d (%d)",
lpx_get_int_parm(prob, LPX_K_ITCNT),
lpx_get_obj_val(prob), count,
lpx_get_num_rows(prob) - prob_m,
lpx_get_num_nz(prob) - prob_nz);
return;
}
int lpx_reduce_form(LPX *lp, int len, int ind[], double val[],
double _work[])
{ int m = lpx_get_num_rows(lp);
int n = lpx_get_num_cols(lp);
int i, j, k, t;
double *work = _work;
/* allocate working array */
if (_work == NULL) work = ucalloc(1+m+n, sizeof(double));
/* convert the original linear form to dense format */
for (k = 1; k <= m+n; k++)
work[k] = 0.0;
for (t = 1; t <= len; t++)
{ k = ind[t];
if (!(1 <= k && k <= m+n))
fault("lpx_reduce_form: ind[%d] = %d; ordinal number out of"
" range", t, k);
work[k] += val[t];
}
/* perform substitution */
for (i = 1; i <= m; i++)
{ /* substitute x[i] = a[i,1]*x[m+1] + ... + a[i,n]*x[m+n] */
if (work[i] == 0.0) continue;
len = lpx_get_mat_row(lp, i, ind, val);
for (t = 1; t <= len; t++)
{ j = ind[t];
work[m+j] += work[i] * val[t];
}
}
/* convert the resultant linear form to sparse format */
len = 0;
for (j = 1; j <= n; j++)
{ if (work[m+j] == 0.0) continue;
len++;
ind[len] = j;
val[len] = work[m+j];
}
/* free working array */
if (_work == NULL) ufree(work);
return len;
}
int lpx_transform_col(LPX *lp, int len, int ind[], double val[])
{ int i, m, t;
double *a, *alfa;
if (!lpx_is_b_avail(lp))
xfault("lpx_transform_col: LP basis is not available\n");
m = lpx_get_num_rows(lp);
/* unpack the column to be transformed to the array a */
a = xcalloc(1+m, sizeof(double));
for (i = 1; i <= m; i++) a[i] = 0.0;
if (!(0 <= len && len <= m))
xfault("lpx_transform_col: len = %d; invalid column length\n",
len);
for (t = 1; t <= len; t++)
{ i = ind[t];
if (!(1 <= i && i <= m))
xfault("lpx_transform_col: ind[%d] = %d; row index out of r"
"ange\n", t, i);
if (val[t] == 0.0)
xfault("lpx_transform_col: val[%d] = 0; zero coefficient no"
"t allowed\n", t);
if (a[i] != 0.0)
xfault("lpx_transform_col: ind[%d] = %d; duplicate row indi"
"ces not allowed\n", t, i);
a[i] = val[t];
}
/* solve the system B*a = alfa to compute the vector alfa */
alfa = a, lpx_ftran(lp, alfa);
/* store resultant coefficients */
len = 0;
for (i = 1; i <= m; i++)
{ if (alfa[i] != 0.0)
{ len++;
ind[len] = lpx_get_b_info(lp, i);
val[len] = alfa[i];
}
}
xfree(a);
return len;
}
int CClp_new_row(CClp *lp, char sense, double rhs)
{ /* ADDS a new empty row to the lp.
- sense is 'L', 'E', or 'G' for a <=, =, or >= constraint;
- rhs is the right-hand side of the row. */
int seqn;
lpx_add_rows(lp->lp, 1);
seqn = lpx_get_num_rows(lp->lp);
switch (sense)
{ case 'L':
lpx_set_row_bnds(lp->lp, seqn, LPX_UP, 0.0, rhs);
break;
case 'E':
lpx_set_row_bnds(lp->lp, seqn, LPX_FX, rhs, rhs);
break;
case 'G':
lpx_set_row_bnds(lp->lp, seqn, LPX_LO, rhs, 0.0);
break;
default:
insist(sense != sense);
}
return 0;
}
int CClp_get_info(CClp *lp, CClp_info **info)
{ /* BUILDS information useful for efficiently answering questions
about the status of rows and columns. */
int i, j, tagx;
CClp_free_info(info);
(*info) = umalloc(sizeof(CClp_info));
(*info)->ncols = 0;
(*info)->nrows = 0;
(*info)->cstat = NULL;
(*info)->rstat = NULL;
(*info)->ncols = lpx_get_num_cols(lp->lp);
insist((*info)->ncols > 0);
(*info)->nrows = lpx_get_num_rows(lp->lp);
insist((*info)->nrows > 0);
(*info)->cstat = ucalloc((*info)->ncols, sizeof(int));
(*info)->rstat = ucalloc((*info)->nrows, sizeof(int));
for (i = 1; i <= (*info)->nrows; i++)
{ lpx_get_row_info(lp->lp, i, &tagx, NULL, NULL);
(*info)->rstat[i-1] = tagx == LPX_BS ? 1 : 0;
}
for (j = 1; j <= (*info)->ncols; j++)
{ lpx_get_col_info(lp->lp, j, &tagx, NULL, NULL);
switch (tagx)
{ case LPX_BS:
(*info)->cstat[j-1] = 0; break;
case LPX_NL:
(*info)->cstat[j-1] = 1; break;
case LPX_NU:
(*info)->cstat[j-1] = 2; break;
case LPX_NS:
(*info)->cstat[j-1] = 1; break;
default:
insist(tagx != tagx);
}
}
return 0;
}
int main(int argc, char *argv[])
{ LPX *lp;
MPL *mpl = NULL;
int ret;
double start;
/* parse command line parameters */
parse_cmdline(argc, argv);
/* remove all output files specified in the command line */
if (display != NULL) remove(display);
if (out_sol != NULL) remove(out_sol);
if (out_bnds != NULL) remove(out_bnds);
if (out_mps != NULL) remove(out_mps);
if (out_lpt != NULL) remove(out_lpt);
if (out_txt != NULL) remove(out_txt);
if (out_glp != NULL) remove(out_glp);
/* read problem from the input file */
if (in_file == NULL)
{ print("No input file specified; try %s --help", argv[0]);
exit(EXIT_FAILURE);
}
switch (format)
{ case 0:
lp = lpx_read_mps(in_file);
if (lp == NULL)
{ print("MPS file processing error");
exit(EXIT_FAILURE);
}
break;
case 1:
lp = lpx_read_lpt(in_file);
if (lp == NULL)
{ print("CPLEX LP file processing error");
exit(EXIT_FAILURE);
}
break;
case 2:
#if 0 /* 01/VIII-2004 */
lp = lpx_read_model(in_file, in_data, display);
if (lp == NULL)
{ print("Model processing error");
exit(EXIT_FAILURE);
}
#else
/* initialize the translator database */
mpl = mpl_initialize();
/* read model section and optional data section */
ret = mpl_read_model(mpl, in_file, in_data != NULL);
if (ret == 4)
err: { print("Model processing error");
exit(EXIT_FAILURE);
}
insist(ret == 1 || ret == 2);
/* read data section, if necessary */
if (in_data != NULL)
{ insist(ret == 1);
ret = mpl_read_data(mpl, in_data);
if (ret == 4) goto err;
insist(ret == 2);
}
/* generate model */
ret = mpl_generate(mpl, display);
if (ret == 4) goto err;
/* extract problem instance */
lp = lpx_extract_prob(mpl);
insist(lp != NULL);
#endif
if (lpx_get_num_rows(lp) == 0)
{ print("Problem has no rows");
exit(EXIT_FAILURE);
}
if (lpx_get_num_cols(lp) == 0)
{ print("Problem has no columns");
exit(EXIT_FAILURE);
}
break;
case 3:
lp = lpx_read_prob(in_file);
if (lp == NULL)
{ print("GNU LP file processing error");
exit(EXIT_FAILURE);
}
break;
default:
insist(format != format);
}
/* change problem name (if required) */
if (newname != NULL) lpx_set_prob_name(lp, newname);
/* change optimization direction (if required) */
if (dir != 0) lpx_set_obj_dir(lp, dir);
/* write problem in MPS format (if required) */
if (out_mps != NULL)
{ lpx_set_int_parm(lp, LPX_K_MPSORIG, orig);
ret = lpx_write_mps(lp, out_mps);
if (ret != 0)
{ print("Unable to write problem in MPS format");
exit(EXIT_FAILURE);
}
}
/* write problem in CPLEX LP format (if required) */
if (out_lpt != NULL)
{ lpx_set_int_parm(lp, LPX_K_LPTORIG, orig);
ret = lpx_write_lpt(lp, out_lpt);
if (ret != 0)
{ print("Unable to write problem in CPLEX LP format");
exit(EXIT_FAILURE);
}
}
/* write problem in plain text format (if required) */
if (out_txt != NULL)
{ lpx_set_int_parm(lp, LPX_K_LPTORIG, orig);
ret = lpx_print_prob(lp, out_txt);
if (ret != 0)
{ print("Unable to write problem in plain text format");
exit(EXIT_FAILURE);
}
}
/* write problem in GNU LP format (if required) */
if (out_glp != NULL)
{ ret = lpx_write_prob(lp, out_glp);
if (ret != 0)
{ print("Unable to write problem in GNU LP format");
exit(EXIT_FAILURE);
}
}
/* if only data check is required, skip computations */
if (check) goto skip;
/* scale the problem data (if required) */
if (scale && (!presol || method == 1)) lpx_scale_prob(lp);
/* build advanced initial basis (if required) */
if (method == 0 && basis && !presol) lpx_adv_basis(lp);
/* set some control parameters, which might be changed in the
command line */
lpx_set_int_parm(lp, LPX_K_PRICE, price);
if (!relax) lpx_set_real_parm(lp, LPX_K_RELAX, 0.0);
lpx_set_int_parm(lp, LPX_K_PRESOL, presol);
lpx_set_int_parm(lp, LPX_K_BRANCH, branch);
lpx_set_int_parm(lp, LPX_K_BTRACK, btrack);
lpx_set_real_parm(lp, LPX_K_TMLIM, (double)tmlim);
/* solve the problem */
start = utime();
switch (method)
{ case 0:
if (nomip || lpx_get_class(lp) == LPX_LP)
{ ret = lpx_simplex(lp);
if (presol && ret != LPX_E_OK && out_sol != NULL)
print("If you need actual output for non-optimal solu"
"tion, use --nopresol");
}
else
{ method = 2;
lpx_simplex(lp);
if (!intopt)
lpx_integer(lp);
else
lpx_intopt(lp);
}
break;
case 1:
if (nomip || lpx_get_class(lp) == LPX_LP)
lpx_interior(lp);
else
{ print("Interior point method is not able to solve MIP pr"
"oblem; use --simplex");
exit(EXIT_FAILURE);
}
break;
default:
insist(method != method);
}
/* display statistics */
print("Time used: %.1f secs", utime() - start);
print("Memory used: %.1fM (%d bytes)",
(double)lib_env_ptr()->mem_tpeak / (double)(1024 * 1024),
lib_env_ptr()->mem_tpeak);
#if 1 /* 01/VIII-2004 */
if (mpl != NULL && mpl_has_solve_stmt(mpl))
{ int n, j, round;
/* store the solution to the translator database */
n = lpx_get_num_cols(lp);
round = lpx_get_int_parm(lp, LPX_K_ROUND);
lpx_set_int_parm(lp, LPX_K_ROUND, 1);
switch (method)
{ case 0:
for (j = 1; j <= n; j++)
mpl_put_col_value(mpl, j, lpx_get_col_prim(lp, j));
break;
case 1:
for (j = 1; j <= n; j++)
mpl_put_col_value(mpl, j, lpx_ipt_col_prim(lp, j));
break;
case 2:
for (j = 1; j <= n; j++)
mpl_put_col_value(mpl, j, lpx_mip_col_val(lp, j));
break;
default:
insist(method != method);
}
lpx_set_int_parm(lp, LPX_K_ROUND, round);
/* perform postsolving */
ret = mpl_postsolve(mpl, display);
if (ret == 4)
{ print("Model postsolving error");
exit(EXIT_FAILURE);
}
insist(ret == 3);
}
#endif
/* write problem solution found by the solver (if required) */
if (out_sol != NULL)
{ switch (method)
{ case 0:
ret = lpx_print_sol(lp, out_sol);
break;
case 1:
ret = lpx_print_ips(lp, out_sol);
break;
case 2:
ret = lpx_print_mip(lp, out_sol);
break;
default:
insist(method != method);
}
if (ret != 0)
{ print("Unable to write problem solution");
exit(EXIT_FAILURE);
}
}
/* write sensitivity bounds information (if required) */
if (out_bnds != NULL)
{ if (method != 0)
{ print("Cannot write sensitivity bounds information for inte"
"rior-point or MIP solution");
exit(EXIT_FAILURE);
}
ret = lpx_print_sens_bnds(lp, out_bnds);
if (ret != 0)
{ print("Unable to write sensitivity bounds information");
exit(EXIT_FAILURE);
}
}
skip: /* delete the problem object */
lpx_delete_prob(lp);
#if 1 /* 01/VIII-2004 */
/* if the translator database exists, destroy it */
if (mpl != NULL) mpl_terminate(mpl);
#endif
/* check that no memory blocks are still allocated */
insist(lib_env_ptr()->mem_total == 0);
insist(lib_env_ptr()->mem_count == 0);
/* return to the control program */
return 0;
}
void lpp_load_orig(LPP *lpp, LPX *orig)
{ LPPROW *row;
LPPCOL *col, **map;
int i, j, t, len, typx, *ndx;
double lb, ub, temp, *c, *val;
/* save some information about the original problem */
lpp->orig_m = lpx_get_num_rows(orig);
lpp->orig_n = lpx_get_num_cols(orig);
lpp->orig_nnz = lpx_get_num_nz(orig);
lpp->orig_dir = lpx_get_obj_dir(orig);
/* allocate working arrays */
c = ucalloc(1+lpp->orig_n, sizeof(double));
ndx = ucalloc(1+lpp->orig_n, sizeof(int));
val = ucalloc(1+lpp->orig_n, sizeof(double));
/* auxiliary variables (i.e. rows) in the original problem may
have non-zero objective coefficients; so, we substitute these
auxiliary variables into the objective function in order that
it depends only on structural variables (i.e. columns); the
resultant vector of objective coefficients is accumulated in
the working array c */
for (j = 1; j <= lpp->orig_n; j++)
c[j] = lpx_get_col_coef(orig, j);
for (i = 1; i <= lpp->orig_m; i++)
{ /* obtain an objective coefficient at i-th row */
temp = lpx_get_row_coef(orig, i);
/* substitute i-th row into the objective function */
if (temp != 0.0)
{ len = lpx_get_mat_row(orig, i, ndx, val);
for (t = 1; t <= len; t++) c[ndx[t]] += val[t] * temp;
}
}
/* copy rows of the original problem into the workspace; each
row created in the workspace is assigned a reference number,
which is its ordinal number in the original problem */
for (i = 1; i <= lpp->orig_m; i++)
{ lpx_get_row_bnds(orig, i, &typx, &lb, &ub);
if (typx == LPX_FR || typx == LPX_UP) lb = -DBL_MAX;
if (typx == LPX_FR || typx == LPX_LO) ub = +DBL_MAX;
if (typx == LPX_FX) ub = lb;
lpp_add_row(lpp, lb, ub);
}
/* copy columns of the original problem into the workspace; each
column created in the workspace is assigned a reference number,
which its ordinal number in the original problem */
for (j = 1; j <= lpp->orig_n; j++)
{ lpx_get_col_bnds(orig, j, &typx, &lb, &ub);
if (typx == LPX_FR || typx == LPX_UP) lb = -DBL_MAX;
if (typx == LPX_FR || typx == LPX_LO) ub = +DBL_MAX;
if (typx == LPX_FX) ub = lb;
lpp_add_col(lpp, lb, ub, c[j]);
}
/* copy the constant term of the original objective function */
lpp->c0 = lpx_get_obj_c0(orig);
/* if the original problem is maximization, change the sign of
the objective function, because the transformed problem to be
processed by the presolver must be minimization */
if (lpp->orig_dir == LPX_MAX)
{ for (col = lpp->col_ptr; col != NULL; col = col->next)
col->c = - col->c;
lpp->c0 = - lpp->c0;
}
/* build an auxiliary array to map column ordinal numbers to the
corresponding pointers */
insist(sizeof(LPPCOL *) <= sizeof(double));
map = (LPPCOL **)c;
for (col = lpp->col_ptr; col != NULL; col = col->next)
map[col->j] = col;
/* copy the original constraint matrix into the workspace */
for (row = lpp->row_ptr; row != NULL; row = row->next)
#if 1
{ len = lpx_get_mat_row(orig, row->i, ndx, val);
for (t = 1; t <= len; t++)
lpp_add_aij(lpp, row, map[ndx[t]], val[t]);
}
#else /* 27/XI-2003 (the problem persists) */
{ double big, eps;
len = lpx_get_mat_row(orig, row->i, ndx, val);
big = 0.0;
for (t = 1; t <= len; t++)
if (big < fabs(val[t])) big = fabs(val[t]);
eps = 1e-10 * big;
for (t = 1; t <= len; t++)
{ if (fabs(val[t]) < eps) continue;
lpp_add_aij(lpp, row, map[ndx[t]], val[t]);
}
}
#endif
/* free working arrays */
ufree(c);
ufree(ndx);
ufree(val);
return;
}
int lpx_write_cpxlp(LPX *lp, const char *fname)
{ /* write problem data in CPLEX LP format */
FILE *fp;
int nrows, ncols, i, j, t, len, typx, flag, kind, *ind;
double lb, ub, temp, *val;
char line[1023+1], term[1023+1], rname[255+1], cname[255+1];
print("lpx_write_cpxlp: writing problem data to `%s'...", fname);
/* open the output text file */
fp = xfopen(fname, "w");
if (fp == NULL)
{ print("lpx_write_cpxlp: unable to create `%s' - %s", fname,
strerror(errno));
goto fail;
}
/* determine the number of rows and columns */
nrows = lpx_get_num_rows(lp);
ncols = lpx_get_num_cols(lp);
/* the problem should contain at least one row and one column */
if (!(nrows > 0 && ncols > 0))
fault("lpx_write_cpxlp: problem has no rows/columns");
/* write problem name */
{ const char *name = lpx_get_prob_name(lp);
if (name == NULL) name = "Unknown";
fprintf(fp, "\\* Problem: %s *\\\n", name);
fprintf(fp, "\n");
}
/* allocate working arrays */
ind = xcalloc(1+ncols, sizeof(int));
val = xcalloc(1+ncols, sizeof(double));
/* write the objective function definition and the constraints
section */
for (i = 0; i <= nrows; i++)
{ if (i == 0)
{ switch (lpx_get_obj_dir(lp))
{ case LPX_MIN:
fprintf(fp, "Minimize\n");
break;
case LPX_MAX:
fprintf(fp, "Maximize\n");
break;
default:
xassert(lp != lp);
}
}
else if (i == 1)
{ temp = lpx_get_obj_coef(lp, 0);
if (temp != 0.0)
fprintf(fp, "\\* constant term = %.*g *\\\n", DBL_DIG,
temp);
fprintf(fp, "\n");
fprintf(fp, "Subject To\n");
}
row_name(lp, i, rname);
if (i == 0)
{ len = 0;
for (j = 1; j <= ncols; j++)
{ temp = lpx_get_obj_coef(lp, j);
if (temp != 0.0)
len++, ind[len] = j, val[len] = temp;
}
}
else
{ lpx_get_row_bnds(lp, i, &typx, &lb, &ub);
if (typx == LPX_FR) continue;
len = lpx_get_mat_row(lp, i, ind, val);
}
flag = 0;
more: if (!flag)
sprintf(line, " %s:", rname);
else
sprintf(line, " %*s ", strlen(rname), "");
for (t = 1; t <= len; t++)
{ col_name(lp, ind[t], cname);
if (val[t] == +1.0)
sprintf(term, " + %s", cname);
else if (val[t] == -1.0)
sprintf(term, " - %s", cname);
else if (val[t] > 0.0)
sprintf(term, " + %.*g %s", DBL_DIG, +val[t], cname);
else if (val[t] < 0.0)
sprintf(term, " - %.*g %s", DBL_DIG, -val[t], cname);
else
xassert(lp != lp);
if (strlen(line) + strlen(term) > 72)
fprintf(fp, "%s\n", line), line[0] = '\0';
strcat(line, term);
}
if (len == 0)
{ /* empty row */
sprintf(term, " 0 %s", col_name(lp, 1, cname));
strcat(line, term);
}
if (i > 0)
{ switch (typx)
{ case LPX_LO:
case LPX_DB:
sprintf(term, " >= %.*g", DBL_DIG, lb);
break;
case LPX_UP:
sprintf(term, " <= %.*g", DBL_DIG, ub);
break;
case LPX_FX:
sprintf(term, " = %.*g", DBL_DIG, lb);
break;
default:
xassert(typx != typx);
}
if (strlen(line) + strlen(term) > 72)
fprintf(fp, "%s\n", line), line[0] = '\0';
strcat(line, term);
}
fprintf(fp, "%s\n", line);
if (i > 0 && typx == LPX_DB)
{ /* double-bounded row needs a copy for its upper bound */
flag = 1;
typx = LPX_UP;
goto more;
}
}
/* free working arrays */
xfree(ind);
xfree(val);
/* write the bounds section */
flag = 0;
for (j = 1; j <= ncols; j++)
{ col_name(lp, j, cname);
lpx_get_col_bnds(lp, j, &typx, &lb, &ub);
if (typx == LPX_LO && lb == 0.0) continue;
if (!flag)
{ fprintf(fp, "\n");
fprintf(fp, "Bounds\n");
flag = 1;
}
switch (typx)
{ case LPX_FR:
fprintf(fp, " %s free\n", cname);
break;
case LPX_LO:
fprintf(fp, " %s >= %.*g\n", cname, DBL_DIG, lb);
break;
case LPX_UP:
fprintf(fp, " %s <= %.*g\n", cname, DBL_DIG, ub);
break;
case LPX_DB:
fprintf(fp, " %.*g <= %s <= %.*g\n", DBL_DIG, lb, cname,
DBL_DIG, ub);
break;
case LPX_FX:
fprintf(fp, " %s = %.*g\n", cname, DBL_DIG, lb);
break;
default:
xassert(typx != typx);
}
}
/* write the general section */
if (lpx_get_class(lp) == LPX_MIP)
{ flag = 0;
for (j = 1; j <= ncols; j++)
{ kind = lpx_get_col_kind(lp, j);
if (kind == LPX_CV) continue;
xassert(kind == LPX_IV);
if (!flag)
{ fprintf(fp, "\n");
fprintf(fp, "Generals\n");
flag = 1;
}
fprintf(fp, " %s\n", col_name(lp, j, cname));
}
}
/* write the end keyword */
fprintf(fp, "\n");
fprintf(fp, "End\n");
/* close the output text file */
fflush(fp);
if (ferror(fp))
{ print("lpx_write_cpxlp: write error on `%s' - %s", fname,
strerror(errno));
goto fail;
}
xfclose(fp);
/* return to the calling program */
return 0;
fail: /* the operation failed */
if (fp != NULL) xfclose(fp);
return 1;
}
LPX *lpx_read_cpxlp(const char *fname)
{ /* read problem data in CPLEX LP format */
struct dsa _dsa, *dsa = &_dsa;
if (setjmp(dsa->jump)) goto fail;
dsa->lp = NULL;
dsa->fname = fname;
dsa->fp = NULL;
dsa->count = 0;
dsa->c = '\n';
dsa->token = T_EOF;
dsa->image[0] = '\0';
dsa->imlen = 0;
dsa->value = 0.0;
dsa->n_max = 100;
dsa->map = xcalloc(1+dsa->n_max, sizeof(int));
memset(&dsa->map[1], 0, dsa->n_max * sizeof(int));
dsa->ind = xcalloc(1+dsa->n_max, sizeof(int));
dsa->val = xcalloc(1+dsa->n_max, sizeof(double));
dsa->lb = xcalloc(1+dsa->n_max, sizeof(double));
dsa->ub = xcalloc(1+dsa->n_max, sizeof(double));
print("lpx_read_cpxlp: reading problem data from `%s'...",
dsa->fname);
dsa->fp = xfopen(dsa->fname, "r");
if (dsa->fp == NULL)
{ print("lpx_read_cpxlp: unable to open `%s' - %s", dsa->fname,
strerror(errno));
goto fail;
}
dsa->lp = lpx_create_prob();
lpx_create_index(dsa->lp);
#if 0
/* read very first character */
read_char(dsa);
#endif
/* scan very first token */
scan_token(dsa);
/* parse definition of the objective function */
if (!(dsa->token == T_MINIMIZE || dsa->token == T_MAXIMIZE))
fatal(dsa, "`minimize' or `maximize' keyword missing");
parse_objective(dsa);
/* parse constraints section */
if (dsa->token != T_SUBJECT_TO)
fatal(dsa, "constraints section missing");
parse_constraints(dsa);
/* parse optional bounds section */
if (dsa->token == T_BOUNDS) parse_bounds(dsa);
/* parse optional general, integer, and binary sections */
while (dsa->token == T_GENERAL ||
dsa->token == T_INTEGER ||
dsa->token == T_BINARY) parse_integer(dsa);
/* check for the keyword 'end' */
if (dsa->token == T_END)
scan_token(dsa);
else if (dsa->token == T_EOF)
print("%s:%d: warning: keyword `end' missing", dsa->fname,
dsa->count);
else
fatal(dsa, "symbol `%s' in wrong position", dsa->image);
/* nothing must follow the keyword 'end' (except comments) */
if (dsa->token != T_EOF)
fatal(dsa, "extra symbol(s) detected beyond `end'");
/* set bounds of variables */
{ int j, type;
double lb, ub;
for (j = lpx_get_num_cols(dsa->lp); j >= 1; j--)
{ lb = dsa->lb[j];
ub = dsa->ub[j];
if (lb == +DBL_MAX) lb = 0.0; /* default lb */
if (ub == -DBL_MAX) ub = +DBL_MAX; /* default ub */
if (lb == -DBL_MAX && ub == +DBL_MAX)
type = LPX_FR;
else if (ub == +DBL_MAX)
type = LPX_LO;
else if (lb == -DBL_MAX)
type = LPX_UP;
else if (lb != ub)
type = LPX_DB;
else
type = LPX_FX;
lpx_set_col_bnds(dsa->lp, j, type, lb, ub);
}
}
/* print some statistics */
{ int m = lpx_get_num_rows(dsa->lp);
int n = lpx_get_num_cols(dsa->lp);
int nnz = lpx_get_num_nz(dsa->lp);
print("lpx_read_cpxlp: %d row%s, %d column%s, %d non-zero%s",
m, m == 1 ? "" : "s", n, n == 1 ? "" : "s", nnz, nnz == 1 ?
"" : "s");
}
if (lpx_get_class(dsa->lp) == LPX_MIP)
{ int ni = lpx_get_num_int(dsa->lp);
int nb = lpx_get_num_bin(dsa->lp);
char s[50];
if (nb == 0)
strcpy(s, "none of");
else if (ni == 1 && nb == 1)
strcpy(s, "");
else if (nb == 1)
strcpy(s, "one of");
else if (nb == ni)
strcpy(s, "all of");
else
sprintf(s, "%d of", nb);
print("lpx_read_cpxlp: %d integer column%s, %s which %s binary"
, ni, ni == 1 ? "" : "s", s, nb == 1 ? "is" : "are");
}
print("lpx_read_cpxlp: %d lines were read", dsa->count);
xfclose(dsa->fp);
xfree(dsa->map);
xfree(dsa->ind);
xfree(dsa->val);
xfree(dsa->lb);
xfree(dsa->ub);
lpx_delete_index(dsa->lp);
lpx_order_matrix(dsa->lp);
return dsa->lp;
fail: if (dsa->lp != NULL) lpx_delete_prob(dsa->lp);
if (dsa->fp != NULL) xfclose(dsa->fp);
if (dsa->map != NULL) xfree(dsa->map);
if (dsa->ind != NULL) xfree(dsa->ind);
if (dsa->val != NULL) xfree(dsa->val);
if (dsa->lb != NULL) xfree(dsa->lb);
if (dsa->ub != NULL) xfree(dsa->ub);
return NULL;
}
int lpx_print_prob(LPX *lp, const char *fname)
{ XFILE *fp;
int m, n, mip, i, j, len, t, type, *ndx;
double coef, lb, ub, *val;
char *str, name[255+1];
xprintf("lpx_write_prob: writing problem data to `%s'...\n",
fname);
fp = xfopen(fname, "w");
if (fp == NULL)
{ xprintf("lpx_write_prob: unable to create `%s' - %s\n",
fname, strerror(errno));
goto fail;
}
m = lpx_get_num_rows(lp);
n = lpx_get_num_cols(lp);
mip = (lpx_get_class(lp) == LPX_MIP);
str = (void *)lpx_get_prob_name(lp);
xfprintf(fp, "Problem: %s\n", str == NULL ? "(unnamed)" : str);
xfprintf(fp, "Class: %s\n", !mip ? "LP" : "MIP");
xfprintf(fp, "Rows: %d\n", m);
if (!mip)
xfprintf(fp, "Columns: %d\n", n);
else
xfprintf(fp, "Columns: %d (%d integer, %d binary)\n",
n, lpx_get_num_int(lp), lpx_get_num_bin(lp));
xfprintf(fp, "Non-zeros: %d\n", lpx_get_num_nz(lp));
xfprintf(fp, "\n");
xfprintf(fp, "*** OBJECTIVE FUNCTION ***\n");
xfprintf(fp, "\n");
switch (lpx_get_obj_dir(lp))
{ case LPX_MIN:
xfprintf(fp, "Minimize:");
break;
case LPX_MAX:
xfprintf(fp, "Maximize:");
break;
default:
xassert(lp != lp);
}
str = (void *)lpx_get_obj_name(lp);
xfprintf(fp, " %s\n", str == NULL ? "(unnamed)" : str);
coef = lpx_get_obj_coef(lp, 0);
if (coef != 0.0)
xfprintf(fp, "%*.*g %s\n", DBL_DIG+7, DBL_DIG, coef,
"(constant term)");
for (i = 1; i <= m; i++)
#if 0
{ coef = lpx_get_row_coef(lp, i);
#else
{ coef = 0.0;
#endif
if (coef != 0.0)
xfprintf(fp, "%*.*g %s\n", DBL_DIG+7, DBL_DIG, coef,
row_name(lp, i, name));
}
for (j = 1; j <= n; j++)
{ coef = lpx_get_obj_coef(lp, j);
if (coef != 0.0)
xfprintf(fp, "%*.*g %s\n", DBL_DIG+7, DBL_DIG, coef,
col_name(lp, j, name));
}
xfprintf(fp, "\n");
xfprintf(fp, "*** ROWS (CONSTRAINTS) ***\n");
ndx = xcalloc(1+n, sizeof(int));
val = xcalloc(1+n, sizeof(double));
for (i = 1; i <= m; i++)
{ xfprintf(fp, "\n");
xfprintf(fp, "Row %d: %s", i, row_name(lp, i, name));
lpx_get_row_bnds(lp, i, &type, &lb, &ub);
switch (type)
{ case LPX_FR:
xfprintf(fp, " free");
break;
case LPX_LO:
xfprintf(fp, " >= %.*g", DBL_DIG, lb);
break;
case LPX_UP:
xfprintf(fp, " <= %.*g", DBL_DIG, ub);
break;
case LPX_DB:
xfprintf(fp, " >= %.*g <= %.*g", DBL_DIG, lb, DBL_DIG,
ub);
break;
case LPX_FX:
xfprintf(fp, " = %.*g", DBL_DIG, lb);
break;
default:
xassert(type != type);
}
xfprintf(fp, "\n");
#if 0
coef = lpx_get_row_coef(lp, i);
#else
coef = 0.0;
#endif
if (coef != 0.0)
xfprintf(fp, "%*.*g %s\n", DBL_DIG+7, DBL_DIG, coef,
"(objective)");
len = lpx_get_mat_row(lp, i, ndx, val);
for (t = 1; t <= len; t++)
xfprintf(fp, "%*.*g %s\n", DBL_DIG+7, DBL_DIG, val[t],
col_name(lp, ndx[t], name));
}
xfree(ndx);
xfree(val);
xfprintf(fp, "\n");
xfprintf(fp, "*** COLUMNS (VARIABLES) ***\n");
ndx = xcalloc(1+m, sizeof(int));
val = xcalloc(1+m, sizeof(double));
for (j = 1; j <= n; j++)
{ xfprintf(fp, "\n");
xfprintf(fp, "Col %d: %s", j, col_name(lp, j, name));
if (mip)
{ switch (lpx_get_col_kind(lp, j))
{ case LPX_CV:
break;
case LPX_IV:
xfprintf(fp, " integer");
break;
default:
xassert(lp != lp);
}
}
lpx_get_col_bnds(lp, j, &type, &lb, &ub);
switch (type)
{ case LPX_FR:
xfprintf(fp, " free");
break;
case LPX_LO:
xfprintf(fp, " >= %.*g", DBL_DIG, lb);
break;
case LPX_UP:
xfprintf(fp, " <= %.*g", DBL_DIG, ub);
break;
case LPX_DB:
xfprintf(fp, " >= %.*g <= %.*g", DBL_DIG, lb, DBL_DIG,
ub);
break;
case LPX_FX:
xfprintf(fp, " = %.*g", DBL_DIG, lb);
break;
default:
xassert(type != type);
}
xfprintf(fp, "\n");
coef = lpx_get_obj_coef(lp, j);
if (coef != 0.0)
xfprintf(fp, "%*.*g %s\n", DBL_DIG+7, DBL_DIG, coef,
"(objective)");
len = lpx_get_mat_col(lp, j, ndx, val);
for (t = 1; t <= len; t++)
xfprintf(fp, "%*.*g %s\n", DBL_DIG+7, DBL_DIG, val[t],
row_name(lp, ndx[t], name));
}
xfree(ndx);
xfree(val);
xfprintf(fp, "\n");
xfprintf(fp, "End of output\n");
xfflush(fp);
if (xferror(fp))
{ xprintf("lpx_write_prob: write error on `%s' - %s\n", fname,
strerror(errno));
goto fail;
}
xfclose(fp);
return 0;
fail: if (fp != NULL) xfclose(fp);
return 1;
}
#undef row_name
#undef col_name
/*----------------------------------------------------------------------
-- lpx_print_sol - write LP problem solution in printable format.
--
-- *Synopsis*
--
-- #include "glplpx.h"
-- int lpx_print_sol(LPX *lp, char *fname);
--
-- *Description*
--
-- The routine lpx_print_sol writes the current basic solution of an LP
-- problem, which is specified by the pointer lp, to a text file, whose
-- name is the character string fname, in printable format.
--
-- Information reported by the routine lpx_print_sol is intended mainly
-- for visual analysis.
--
-- *Returns*
--
-- If the operation was successful, the routine returns zero. Otherwise
-- the routine prints an error message and returns non-zero. */
int lpx_print_sol(LPX *lp, const char *fname)
{ XFILE *fp;
int what, round;
xprintf(
"lpx_print_sol: writing LP problem solution to `%s'...\n",
fname);
fp = xfopen(fname, "w");
if (fp == NULL)
{ xprintf("lpx_print_sol: can't create `%s' - %s\n", fname,
strerror(errno));
goto fail;
}
/* problem name */
{ const char *name;
name = lpx_get_prob_name(lp);
if (name == NULL) name = "";
xfprintf(fp, "%-12s%s\n", "Problem:", name);
}
/* number of rows (auxiliary variables) */
{ int nr;
nr = lpx_get_num_rows(lp);
xfprintf(fp, "%-12s%d\n", "Rows:", nr);
}
/* number of columns (structural variables) */
{ int nc;
nc = lpx_get_num_cols(lp);
xfprintf(fp, "%-12s%d\n", "Columns:", nc);
}
/* number of non-zeros (constraint coefficients) */
{ int nz;
nz = lpx_get_num_nz(lp);
xfprintf(fp, "%-12s%d\n", "Non-zeros:", nz);
}
/* solution status */
{ int status;
status = lpx_get_status(lp);
xfprintf(fp, "%-12s%s\n", "Status:",
status == LPX_OPT ? "OPTIMAL" :
status == LPX_FEAS ? "FEASIBLE" :
status == LPX_INFEAS ? "INFEASIBLE (INTERMEDIATE)" :
status == LPX_NOFEAS ? "INFEASIBLE (FINAL)" :
status == LPX_UNBND ? "UNBOUNDED" :
status == LPX_UNDEF ? "UNDEFINED" : "???");
}
/* objective function */
{ char *name;
int dir;
double obj;
name = (void *)lpx_get_obj_name(lp);
dir = lpx_get_obj_dir(lp);
obj = lpx_get_obj_val(lp);
xfprintf(fp, "%-12s%s%s%.10g %s\n", "Objective:",
name == NULL ? "" : name,
name == NULL ? "" : " = ", obj,
dir == LPX_MIN ? "(MINimum)" :
dir == LPX_MAX ? "(MAXimum)" : "(" "???" ")");
}
/* main sheet */
for (what = 1; what <= 2; what++)
{ int mn, ij;
xfprintf(fp, "\n");
xfprintf(fp, " No. %-12s St Activity Lower bound Upp"
"er bound Marginal\n",
what == 1 ? " Row name" : "Column name");
xfprintf(fp, "------ ------------ -- ------------- -----------"
"-- ------------- -------------\n");
mn = (what == 1 ? lpx_get_num_rows(lp) : lpx_get_num_cols(lp));
for (ij = 1; ij <= mn; ij++)
{ const char *name;
int typx, tagx;
double lb, ub, vx, dx;
if (what == 1)
{ name = lpx_get_row_name(lp, ij);
if (name == NULL) name = "";
lpx_get_row_bnds(lp, ij, &typx, &lb, &ub);
round = lpx_get_int_parm(lp, LPX_K_ROUND);
lpx_set_int_parm(lp, LPX_K_ROUND, 1);
lpx_get_row_info(lp, ij, &tagx, &vx, &dx);
lpx_set_int_parm(lp, LPX_K_ROUND, round);
}
else
{ name = lpx_get_col_name(lp, ij);
if (name == NULL) name = "";
lpx_get_col_bnds(lp, ij, &typx, &lb, &ub);
round = lpx_get_int_parm(lp, LPX_K_ROUND);
lpx_set_int_parm(lp, LPX_K_ROUND, 1);
lpx_get_col_info(lp, ij, &tagx, &vx, &dx);
lpx_set_int_parm(lp, LPX_K_ROUND, round);
}
/* row/column ordinal number */
xfprintf(fp, "%6d ", ij);
/* row column/name */
if (strlen(name) <= 12)
xfprintf(fp, "%-12s ", name);
else
xfprintf(fp, "%s\n%20s", name, "");
/* row/column status */
xfprintf(fp, "%s ",
tagx == LPX_BS ? "B " :
tagx == LPX_NL ? "NL" :
tagx == LPX_NU ? "NU" :
tagx == LPX_NF ? "NF" :
tagx == LPX_NS ? "NS" : "??");
/* row/column primal activity */
xfprintf(fp, "%13.6g ", vx);
/* row/column lower bound */
if (typx == LPX_LO || typx == LPX_DB || typx == LPX_FX)
xfprintf(fp, "%13.6g ", lb);
else
xfprintf(fp, "%13s ", "");
/* row/column upper bound */
if (typx == LPX_UP || typx == LPX_DB)
xfprintf(fp, "%13.6g ", ub);
else if (typx == LPX_FX)
xfprintf(fp, "%13s ", "=");
else
xfprintf(fp, "%13s ", "");
/* row/column dual activity */
if (tagx != LPX_BS)
{ if (dx == 0.0)
xfprintf(fp, "%13s", "< eps");
else
xfprintf(fp, "%13.6g", dx);
}
/* end of line */
xfprintf(fp, "\n");
}
}
xfprintf(fp, "\n");
#if 1
if (lpx_get_prim_stat(lp) != LPX_P_UNDEF &&
lpx_get_dual_stat(lp) != LPX_D_UNDEF)
{ int m = lpx_get_num_rows(lp);
LPXKKT kkt;
xfprintf(fp, "Karush-Kuhn-Tucker optimality conditions:\n\n");
lpx_check_kkt(lp, 1, &kkt);
xfprintf(fp, "KKT.PE: max.abs.err. = %.2e on row %d\n",
kkt.pe_ae_max, kkt.pe_ae_row);
xfprintf(fp, " max.rel.err. = %.2e on row %d\n",
kkt.pe_re_max, kkt.pe_re_row);
switch (kkt.pe_quality)
{ case 'H':
xfprintf(fp, " High quality\n");
break;
case 'M':
xfprintf(fp, " Medium quality\n");
break;
case 'L':
xfprintf(fp, " Low quality\n");
break;
default:
xfprintf(fp, " PRIMAL SOLUTION IS WRONG\n");
break;
}
xfprintf(fp, "\n");
xfprintf(fp, "KKT.PB: max.abs.err. = %.2e on %s %d\n",
kkt.pb_ae_max, kkt.pb_ae_ind <= m ? "row" : "column",
kkt.pb_ae_ind <= m ? kkt.pb_ae_ind : kkt.pb_ae_ind - m);
xfprintf(fp, " max.rel.err. = %.2e on %s %d\n",
kkt.pb_re_max, kkt.pb_re_ind <= m ? "row" : "column",
kkt.pb_re_ind <= m ? kkt.pb_re_ind : kkt.pb_re_ind - m);
switch (kkt.pb_quality)
{ case 'H':
xfprintf(fp, " High quality\n");
break;
case 'M':
xfprintf(fp, " Medium quality\n");
break;
case 'L':
xfprintf(fp, " Low quality\n");
break;
default:
xfprintf(fp, " PRIMAL SOLUTION IS INFEASIBLE\n");
break;
}
xfprintf(fp, "\n");
xfprintf(fp, "KKT.DE: max.abs.err. = %.2e on column %d\n",
kkt.de_ae_max, kkt.de_ae_col);
xfprintf(fp, " max.rel.err. = %.2e on column %d\n",
kkt.de_re_max, kkt.de_re_col);
switch (kkt.de_quality)
{ case 'H':
xfprintf(fp, " High quality\n");
break;
case 'M':
xfprintf(fp, " Medium quality\n");
break;
case 'L':
xfprintf(fp, " Low quality\n");
break;
default:
xfprintf(fp, " DUAL SOLUTION IS WRONG\n");
break;
}
xfprintf(fp, "\n");
xfprintf(fp, "KKT.DB: max.abs.err. = %.2e on %s %d\n",
kkt.db_ae_max, kkt.db_ae_ind <= m ? "row" : "column",
kkt.db_ae_ind <= m ? kkt.db_ae_ind : kkt.db_ae_ind - m);
xfprintf(fp, " max.rel.err. = %.2e on %s %d\n",
kkt.db_re_max, kkt.db_re_ind <= m ? "row" : "column",
kkt.db_re_ind <= m ? kkt.db_re_ind : kkt.db_re_ind - m);
switch (kkt.db_quality)
{ case 'H':
xfprintf(fp, " High quality\n");
break;
case 'M':
xfprintf(fp, " Medium quality\n");
break;
case 'L':
xfprintf(fp, " Low quality\n");
break;
default:
xfprintf(fp, " DUAL SOLUTION IS INFEASIBLE\n");
break;
}
xfprintf(fp, "\n");
}
#endif
#if 1
if (lpx_get_status(lp) == LPX_UNBND)
{ int m = lpx_get_num_rows(lp);
int k = lpx_get_ray_info(lp);
xfprintf(fp, "Unbounded ray: %s %d\n",
k <= m ? "row" : "column", k <= m ? k : k - m);
xfprintf(fp, "\n");
}
#endif
xfprintf(fp, "End of output\n");
xfflush(fp);
if (xferror(fp))
{ xprintf("lpx_print_sol: can't write to `%s' - %s\n", fname,
strerror(errno));
goto fail;
}
xfclose(fp);
return 0;
fail: if (fp != NULL) xfclose(fp);
return 1;
}
int lpx_print_mip(LPX *lp, const char *fname)
{ XFILE *fp;
int what, round;
#if 0
if (lpx_get_class(lp) != LPX_MIP)
fault("lpx_print_mip: error -- not a MIP problem");
#endif
xprintf(
"lpx_print_mip: writing MIP problem solution to `%s'...\n",
fname);
fp = xfopen(fname, "w");
if (fp == NULL)
{ xprintf("lpx_print_mip: can't create `%s' - %s\n", fname,
strerror(errno));
goto fail;
}
/* problem name */
{ const char *name;
name = lpx_get_prob_name(lp);
if (name == NULL) name = "";
xfprintf(fp, "%-12s%s\n", "Problem:", name);
}
/* number of rows (auxiliary variables) */
{ int nr;
nr = lpx_get_num_rows(lp);
xfprintf(fp, "%-12s%d\n", "Rows:", nr);
}
/* number of columns (structural variables) */
{ int nc, nc_int, nc_bin;
nc = lpx_get_num_cols(lp);
nc_int = lpx_get_num_int(lp);
nc_bin = lpx_get_num_bin(lp);
xfprintf(fp, "%-12s%d (%d integer, %d binary)\n", "Columns:",
nc, nc_int, nc_bin);
}
/* number of non-zeros (constraint coefficients) */
{ int nz;
nz = lpx_get_num_nz(lp);
xfprintf(fp, "%-12s%d\n", "Non-zeros:", nz);
}
/* solution status */
{ int status;
status = lpx_mip_status(lp);
xfprintf(fp, "%-12s%s\n", "Status:",
status == LPX_I_UNDEF ? "INTEGER UNDEFINED" :
status == LPX_I_OPT ? "INTEGER OPTIMAL" :
status == LPX_I_FEAS ? "INTEGER NON-OPTIMAL" :
status == LPX_I_NOFEAS ? "INTEGER EMPTY" : "???");
}
/* objective function */
{ char *name;
int dir;
double mip_obj;
name = (void *)lpx_get_obj_name(lp);
dir = lpx_get_obj_dir(lp);
mip_obj = lpx_mip_obj_val(lp);
xfprintf(fp, "%-12s%s%s%.10g %s\n", "Objective:",
name == NULL ? "" : name,
name == NULL ? "" : " = ", mip_obj,
dir == LPX_MIN ? "(MINimum)" :
dir == LPX_MAX ? "(MAXimum)" : "(" "???" ")");
}
/* main sheet */
for (what = 1; what <= 2; what++)
{ int mn, ij;
xfprintf(fp, "\n");
xfprintf(fp, " No. %-12s Activity Lower bound Upp"
"er bound\n",
what == 1 ? " Row name" : "Column name");
xfprintf(fp, "------ ------------ ------------- -----------"
"-- -------------\n");
mn = (what == 1 ? lpx_get_num_rows(lp) : lpx_get_num_cols(lp));
for (ij = 1; ij <= mn; ij++)
{ const char *name;
int kind, typx;
double lb, ub, vx;
if (what == 1)
{ name = lpx_get_row_name(lp, ij);
if (name == NULL) name = "";
kind = LPX_CV;
lpx_get_row_bnds(lp, ij, &typx, &lb, &ub);
round = lpx_get_int_parm(lp, LPX_K_ROUND);
lpx_set_int_parm(lp, LPX_K_ROUND, 1);
vx = lpx_mip_row_val(lp, ij);
lpx_set_int_parm(lp, LPX_K_ROUND, round);
}
else
{ name = lpx_get_col_name(lp, ij);
if (name == NULL) name = "";
kind = lpx_get_col_kind(lp, ij);
lpx_get_col_bnds(lp, ij, &typx, &lb, &ub);
round = lpx_get_int_parm(lp, LPX_K_ROUND);
lpx_set_int_parm(lp, LPX_K_ROUND, 1);
vx = lpx_mip_col_val(lp, ij);
lpx_set_int_parm(lp, LPX_K_ROUND, round);
}
/* row/column ordinal number */
xfprintf(fp, "%6d ", ij);
/* row column/name */
if (strlen(name) <= 12)
xfprintf(fp, "%-12s ", name);
else
xfprintf(fp, "%s\n%20s", name, "");
/* row/column kind */
xfprintf(fp, "%s ",
kind == LPX_CV ? " " : kind == LPX_IV ? "*" : "?");
/* row/column primal activity */
xfprintf(fp, "%13.6g", vx);
/* row/column lower and upper bounds */
switch (typx)
{ case LPX_FR:
break;
case LPX_LO:
xfprintf(fp, " %13.6g", lb);
break;
case LPX_UP:
xfprintf(fp, " %13s %13.6g", "", ub);
break;
case LPX_DB:
xfprintf(fp, " %13.6g %13.6g", lb, ub);
break;
case LPX_FX:
xfprintf(fp, " %13.6g %13s", lb, "=");
break;
default:
xassert(typx != typx);
}
/* end of line */
xfprintf(fp, "\n");
}
}
xfprintf(fp, "\n");
#if 1
if (lpx_mip_status(lp) != LPX_I_UNDEF)
{ int m = lpx_get_num_rows(lp);
LPXKKT kkt;
xfprintf(fp, "Integer feasibility conditions:\n\n");
lpx_check_int(lp, &kkt);
xfprintf(fp, "INT.PE: max.abs.err. = %.2e on row %d\n",
kkt.pe_ae_max, kkt.pe_ae_row);
xfprintf(fp, " max.rel.err. = %.2e on row %d\n",
kkt.pe_re_max, kkt.pe_re_row);
switch (kkt.pe_quality)
{ case 'H':
xfprintf(fp, " High quality\n");
break;
case 'M':
xfprintf(fp, " Medium quality\n");
break;
case 'L':
xfprintf(fp, " Low quality\n");
break;
default:
xfprintf(fp, " SOLUTION IS WRONG\n");
break;
}
xfprintf(fp, "\n");
xfprintf(fp, "INT.PB: max.abs.err. = %.2e on %s %d\n",
kkt.pb_ae_max, kkt.pb_ae_ind <= m ? "row" : "column",
kkt.pb_ae_ind <= m ? kkt.pb_ae_ind : kkt.pb_ae_ind - m);
xfprintf(fp, " max.rel.err. = %.2e on %s %d\n",
kkt.pb_re_max, kkt.pb_re_ind <= m ? "row" : "column",
kkt.pb_re_ind <= m ? kkt.pb_re_ind : kkt.pb_re_ind - m);
switch (kkt.pb_quality)
{ case 'H':
xfprintf(fp, " High quality\n");
break;
case 'M':
xfprintf(fp, " Medium quality\n");
break;
case 'L':
xfprintf(fp, " Low quality\n");
break;
default:
xfprintf(fp, " SOLUTION IS INFEASIBLE\n");
break;
}
xfprintf(fp, "\n");
}
#endif
xfprintf(fp, "End of output\n");
xfflush(fp);
if (xferror(fp))
{ xprintf("lpx_print_mip: can't write to `%s' - %s\n", fname,
strerror(errno));
goto fail;
}
xfclose(fp);
return 0;
fail: if (fp != NULL) xfclose(fp);
return 1;
}
int lpx_print_ips(LPX *lp, const char *fname)
{ XFILE *fp;
int what, round;
xprintf("lpx_print_ips: writing LP problem solution to `%s'...\n",
fname);
fp = xfopen(fname, "w");
if (fp == NULL)
{ xprintf("lpx_print_ips: can't create `%s' - %s\n", fname,
strerror(errno));
goto fail;
}
/* problem name */
{ const char *name;
name = lpx_get_prob_name(lp);
if (name == NULL) name = "";
xfprintf(fp, "%-12s%s\n", "Problem:", name);
}
/* number of rows (auxiliary variables) */
{ int nr;
nr = lpx_get_num_rows(lp);
xfprintf(fp, "%-12s%d\n", "Rows:", nr);
}
/* number of columns (structural variables) */
{ int nc;
nc = lpx_get_num_cols(lp);
xfprintf(fp, "%-12s%d\n", "Columns:", nc);
}
/* number of non-zeros (constraint coefficients) */
{ int nz;
nz = lpx_get_num_nz(lp);
xfprintf(fp, "%-12s%d\n", "Non-zeros:", nz);
}
/* solution status */
{ int status;
status = lpx_ipt_status(lp);
xfprintf(fp, "%-12s%s\n", "Status:",
status == LPX_T_UNDEF ? "INTERIOR UNDEFINED" :
status == LPX_T_OPT ? "INTERIOR OPTIMAL" : "???");
}
/* objective function */
{ char *name;
int dir;
double obj;
name = (void *)lpx_get_obj_name(lp);
dir = lpx_get_obj_dir(lp);
obj = lpx_ipt_obj_val(lp);
xfprintf(fp, "%-12s%s%s%.10g %s\n", "Objective:",
name == NULL ? "" : name,
name == NULL ? "" : " = ", obj,
dir == LPX_MIN ? "(MINimum)" :
dir == LPX_MAX ? "(MAXimum)" : "(" "???" ")");
}
/* main sheet */
for (what = 1; what <= 2; what++)
{ int mn, ij;
xfprintf(fp, "\n");
xfprintf(fp, " No. %-12s Activity Lower bound Upp"
"er bound Marginal\n",
what == 1 ? " Row name" : "Column name");
xfprintf(fp, "------ ------------ ------------- -----------"
"-- ------------- -------------\n");
mn = (what == 1 ? lpx_get_num_rows(lp) : lpx_get_num_cols(lp));
for (ij = 1; ij <= mn; ij++)
{ const char *name;
int typx /*, tagx */;
double lb, ub, vx, dx;
if (what == 1)
{ name = lpx_get_row_name(lp, ij);
if (name == NULL) name = "";
lpx_get_row_bnds(lp, ij, &typx, &lb, &ub);
round = lpx_get_int_parm(lp, LPX_K_ROUND);
lpx_set_int_parm(lp, LPX_K_ROUND, 1);
vx = lpx_ipt_row_prim(lp, ij);
dx = lpx_ipt_row_dual(lp, ij);
lpx_set_int_parm(lp, LPX_K_ROUND, round);
}
else
{ name = lpx_get_col_name(lp, ij);
if (name == NULL) name = "";
lpx_get_col_bnds(lp, ij, &typx, &lb, &ub);
round = lpx_get_int_parm(lp, LPX_K_ROUND);
lpx_set_int_parm(lp, LPX_K_ROUND, 1);
vx = lpx_ipt_col_prim(lp, ij);
dx = lpx_ipt_col_dual(lp, ij);
lpx_set_int_parm(lp, LPX_K_ROUND, round);
}
/* row/column ordinal number */
xfprintf(fp, "%6d ", ij);
/* row column/name */
if (strlen(name) <= 12)
xfprintf(fp, "%-12s ", name);
else
xfprintf(fp, "%s\n%20s", name, "");
/* two positions are currently not used */
xfprintf(fp, " ");
/* row/column primal activity */
xfprintf(fp, "%13.6g ", vx);
/* row/column lower bound */
if (typx == LPX_LO || typx == LPX_DB || typx == LPX_FX)
xfprintf(fp, "%13.6g ", lb);
else
xfprintf(fp, "%13s ", "");
/* row/column upper bound */
if (typx == LPX_UP || typx == LPX_DB)
xfprintf(fp, "%13.6g ", ub);
else if (typx == LPX_FX)
xfprintf(fp, "%13s ", "=");
else
xfprintf(fp, "%13s ", "");
/* row/column dual activity */
xfprintf(fp, "%13.6g", dx);
/* end of line */
xfprintf(fp, "\n");
}
}
xfprintf(fp, "\n");
xfprintf(fp, "End of output\n");
xfflush(fp);
if (xferror(fp))
{ xprintf("lpx_print_ips: can't write to `%s' - %s\n", fname,
strerror(errno));
goto fail;
}
xfclose(fp);
return 0;
fail: if (fp != NULL) xfclose(fp);
return 1;
}
int main(int argc, char *argv[])
{ LPX *lp;
MPL *mpl = NULL;
int ret;
ulong_t start;
/* parse command line parameters */
parse_cmdline(argc, argv);
/* set available memory limit */
if (memlim >= 0)
lib_mem_limit(ulmul(ulset(0, 1048576), ulset(0, memlim)));
/* remove all output files specified in the command line */
if (display != NULL) remove(display);
if (out_bas != NULL) remove(out_bas);
if (out_sol != NULL) remove(out_sol);
if (out_bnds != NULL) remove(out_bnds);
if (out_mps != NULL) remove(out_mps);
if (out_freemps != NULL) remove(out_freemps);
if (out_cpxlp != NULL) remove(out_cpxlp);
if (out_txt != NULL) remove(out_txt);
if (out_glp != NULL) remove(out_glp);
if (log_file != NULL) remove(log_file);
/* open hardcopy file, if necessary */
if (log_file != NULL)
{ if (lib_open_log(log_file))
{ print("Unable to create log file");
exit(EXIT_FAILURE);
}
}
/* read problem data from the input file */
if (in_file == NULL)
{ print("No input file specified; try %s --help", argv[0]);
exit(EXIT_FAILURE);
}
switch (format)
{ case 0:
lp = lpx_read_mps(in_file);
if (lp == NULL)
{ print("MPS file processing error");
exit(EXIT_FAILURE);
}
orig = 1;
break;
case 1:
lp = lpx_read_cpxlp(in_file);
if (lp == NULL)
{ print("CPLEX LP file processing error");
exit(EXIT_FAILURE);
}
break;
case 2:
/* initialize the translator database */
mpl = mpl_initialize();
/* read model section and optional data section */
ret = mpl_read_model(mpl, in_file, in_data != NULL);
if (ret == 4)
err: { print("Model processing error");
exit(EXIT_FAILURE);
}
xassert(ret == 1 || ret == 2);
/* read data section, if necessary */
if (in_data != NULL)
{ xassert(ret == 1);
ret = mpl_read_data(mpl, in_data);
if (ret == 4) goto err;
xassert(ret == 2);
}
/* generate model */
ret = mpl_generate(mpl, display);
if (ret == 4) goto err;
/* extract problem instance */
lp = lpx_extract_prob(mpl);
xassert(lp != NULL);
break;
case 3:
lp = lpx_read_prob(in_file);
if (lp == NULL)
{ print("GNU LP file processing error");
exit(EXIT_FAILURE);
}
break;
case 4:
lp = lpx_read_freemps(in_file);
if (lp == NULL)
{ print("MPS file processing error");
exit(EXIT_FAILURE);
}
break;
default:
xassert(format != format);
}
/* order rows and columns of the constraint matrix */
lpx_order_matrix(lp);
/* change problem name (if required) */
if (newname != NULL) lpx_set_prob_name(lp, newname);
/* change optimization direction (if required) */
if (dir != 0) lpx_set_obj_dir(lp, dir);
/* write problem in fixed MPS format (if required) */
if (out_mps != NULL)
{ lpx_set_int_parm(lp, LPX_K_MPSORIG, orig);
ret = lpx_write_mps(lp, out_mps);
if (ret != 0)
{ print("Unable to write problem in fixed MPS format");
exit(EXIT_FAILURE);
}
}
/* write problem in free MPS format (if required) */
if (out_freemps != NULL)
{ ret = lpx_write_freemps(lp, out_freemps);
if (ret != 0)
{ print("Unable to write problem in free MPS format");
exit(EXIT_FAILURE);
}
}
/* write problem in CPLEX LP format (if required) */
if (out_cpxlp != NULL)
{ ret = lpx_write_cpxlp(lp, out_cpxlp);
if (ret != 0)
{ print("Unable to write problem in CPLEX LP format");
exit(EXIT_FAILURE);
}
}
/* write problem in plain text format (if required) */
if (out_txt != NULL)
{ lpx_set_int_parm(lp, LPX_K_LPTORIG, orig);
ret = lpx_print_prob(lp, out_txt);
if (ret != 0)
{ print("Unable to write problem in plain text format");
exit(EXIT_FAILURE);
}
}
/* write problem in GNU LP format (if required) */
if (out_glp != NULL)
{ ret = lpx_write_prob(lp, out_glp);
if (ret != 0)
{ print("Unable to write problem in GNU LP format");
exit(EXIT_FAILURE);
}
}
/* if only data check is required, skip computations */
if (check) goto skip;
/* scale the problem data (if required) */
if (scale && (!presol || method == 1)) lpx_scale_prob(lp);
/* build initial LP basis */
if (method == 0 && !presol && in_bas == NULL)
{ switch (basis)
{ case 0:
lpx_std_basis(lp);
break;
case 1:
if (lpx_get_num_rows(lp) > 0 && lpx_get_num_cols(lp) > 0)
lpx_adv_basis(lp);
break;
case 2:
if (lpx_get_num_rows(lp) > 0 && lpx_get_num_cols(lp) > 0)
lpx_cpx_basis(lp);
break;
default:
xassert(basis != basis);
}
}
/* or read initial basis from input text file in MPS format */
if (in_bas != NULL)
{ if (method != 0)
{ print("Initial LP basis is useless for interior-point solve"
"r and therefore ignored");
goto nobs;
}
lpx_set_int_parm(lp, LPX_K_MPSORIG, orig);
ret = lpx_read_bas(lp, in_bas);
if (ret != 0)
{ print("Unable to read initial LP basis");
exit(EXIT_FAILURE);
}
if (presol)
{ presol = 0;
print("LP presolver disabled because initial LP basis has b"
"een provided");
}
nobs: ;
}
/* set some control parameters, which might be changed in the
command line */
lpx_set_int_parm(lp, LPX_K_BFTYPE, bf_type);
lpx_set_int_parm(lp, LPX_K_PRICE, price);
if (!relax) lpx_set_real_parm(lp, LPX_K_RELAX, 0.0);
lpx_set_int_parm(lp, LPX_K_PRESOL, presol);
lpx_set_int_parm(lp, LPX_K_BRANCH, branch);
lpx_set_int_parm(lp, LPX_K_BTRACK, btrack);
lpx_set_real_parm(lp, LPX_K_TMLIM, (double)tmlim);
lpx_set_int_parm(lp, LPX_K_BINARIZE, binarize);
lpx_set_int_parm(lp, LPX_K_USECUTS, use_cuts);
/* solve the problem */
start = xtime();
switch (method)
{ case 0:
if (nomip || lpx_get_class(lp) == LPX_LP)
{ ret = (!exact ? lpx_simplex(lp) : lpx_exact(lp));
if (xcheck)
{ if (!presol || ret == LPX_E_OK)
lpx_exact(lp);
else
print("If you need checking final basis for non-op"
"timal solution, use --nopresol");
}
if (presol && ret != LPX_E_OK && (out_bas != NULL ||
out_sol != NULL))
print("If you need actual output for non-optimal solu"
"tion, use --nopresol");
}
else
{ method = 2;
if (!intopt)
{ ret = (!exact ? lpx_simplex(lp) : lpx_exact(lp));
if (xcheck && (!presol || ret == LPX_E_OK))
lpx_exact(lp);
lpx_integer(lp);
}
else
lpx_intopt(lp);
}
break;
case 1:
if (nomip || lpx_get_class(lp) == LPX_LP)
lpx_interior(lp);
else
{ print("Interior-point method is not able to solve MIP pr"
"oblem; use --simplex");
exit(EXIT_FAILURE);
}
break;
default:
xassert(method != method);
}
/* display statistics */
print("Time used: %.1f secs", xdifftime(xtime(), start));
{ ulong_t tpeak;
char buf[50];
lib_mem_usage(NULL, NULL, NULL, &tpeak);
print("Memory used: %.1f Mb (%s bytes)",
(4294967296.0 * tpeak.hi + tpeak.lo) / 1048576.0,
ultoa(tpeak, buf, 10));
}
if (mpl != NULL && mpl_has_solve_stmt(mpl))
{ int n, j, round;
/* store the solution to the translator database */
n = lpx_get_num_cols(lp);
round = lpx_get_int_parm(lp, LPX_K_ROUND);
lpx_set_int_parm(lp, LPX_K_ROUND, 1);
switch (method)
{ case 0:
for (j = 1; j <= n; j++)
mpl_put_col_value(mpl, j, lpx_get_col_prim(lp, j));
break;
case 1:
for (j = 1; j <= n; j++)
mpl_put_col_value(mpl, j, lpx_ipt_col_prim(lp, j));
break;
case 2:
for (j = 1; j <= n; j++)
mpl_put_col_value(mpl, j, lpx_mip_col_val(lp, j));
break;
default:
xassert(method != method);
}
lpx_set_int_parm(lp, LPX_K_ROUND, round);
/* perform postsolving */
ret = mpl_postsolve(mpl);
if (ret == 4)
{ print("Model postsolving error");
exit(EXIT_FAILURE);
}
xassert(ret == 3);
}
/* write final LP basis (if required) */
if (out_bas != NULL)
{ lpx_set_int_parm(lp, LPX_K_MPSORIG, orig);
ret = lpx_write_bas(lp, out_bas);
if (ret != 0)
{ print("Unable to write final LP basis");
exit(EXIT_FAILURE);
}
}
/* write problem solution found by the solver (if required) */
if (out_sol != NULL)
{ switch (method)
{ case 0:
ret = lpx_print_sol(lp, out_sol);
break;
case 1:
ret = lpx_print_ips(lp, out_sol);
break;
case 2:
ret = lpx_print_mip(lp, out_sol);
break;
default:
xassert(method != method);
}
if (ret != 0)
{ print("Unable to write problem solution");
exit(EXIT_FAILURE);
}
}
/* write sensitivity bounds information (if required) */
if (out_bnds != NULL)
{ if (method != 0)
{ print("Cannot write sensitivity bounds information for inte"
"rior-point or MIP solution");
exit(EXIT_FAILURE);
}
ret = lpx_print_sens_bnds(lp, out_bnds);
if (ret != 0)
{ print("Unable to write sensitivity bounds information");
exit(EXIT_FAILURE);
}
}
skip: /* delete the problem object */
lpx_delete_prob(lp);
/* if the translator database exists, destroy it */
if (mpl != NULL) mpl_terminate(mpl);
xassert(gmp_pool_count() == 0);
gmp_free_mem();
/* close the hardcopy file */
if (log_file != NULL) lib_close_log();
/* check that no memory blocks are still allocated */
{ int count;
ulong_t total;
lib_mem_usage(&count, NULL, &total, NULL);
xassert(count == 0);
xassert(total.lo == 0 && total.hi == 0);
}
/* free the library environment */
lib_free_env();
/* return to the control program */
return 0;
}
int CClp_nrows(CClp *lp)
{ /* RETURNS the number of rows in the LP. */
return lpx_get_num_rows(lp->lp);
}
int CClp_limited_dualopt(CClp *lp, int iterationlim, int *status,
double *objupperlim)
{ /* CALLS the dual simplex method with a limit on the number of
pivots.
- upperbound it is used to cutoff the dual simplex method (when
the objective value reaches upperbound); it can be NULL;
- status returns the status of the optimization (it can be
NULL). */
int stat, ret;
insist(iterationlim == iterationlim);
insist(objupperlim == objupperlim);
if (MSGLEV >= 1)
{ int m = lpx_get_num_rows(lp->lp);
int n = lpx_get_num_cols(lp->lp);
int nz = lpx_get_num_nz(lp->lp);
print("CClp_limited_dualopt: m = %d; n = %d; nz = %d", m, n,
nz);
}
lpx_set_int_parm(lp->lp, LPX_K_DUAL, 1);
switch (MSGLEV)
{ case 0:
lpx_set_int_parm(lp->lp, LPX_K_MSGLEV, 0);
lpx_set_int_parm(lp->lp, LPX_K_OUTFRQ, 1000000);
lpx_set_real_parm(lp->lp, LPX_K_OUTDLY, 1e6);
break;
case 1:
lpx_set_int_parm(lp->lp, LPX_K_MSGLEV, 2);
lpx_set_int_parm(lp->lp, LPX_K_OUTFRQ, 200);
lpx_set_real_parm(lp->lp, LPX_K_OUTDLY, 5.0);
break;
case 2:
lpx_set_int_parm(lp->lp, LPX_K_MSGLEV, 3);
lpx_set_int_parm(lp->lp, LPX_K_OUTFRQ, 200);
lpx_set_real_parm(lp->lp, LPX_K_OUTDLY, 0.0);
break;
default:
insist(MSGLEV != MSGLEV);
}
ret = lpx_simplex(lp->lp);
if (ret == LPX_E_FAULT)
{ if (MSGLEV >= 1) print("CClp_limited_dualopt: restarting from "
"advanced basis...");
lpx_adv_basis(lp->lp);
ret = lpx_simplex(lp->lp);
}
if (ret != LPX_E_OK)
{ print("CClp_limited_dualopt: lpx_simplex failed; return code ="
" %d", ret);
if (status) *status = CClp_FAILURE;
ret = 1;
goto done;
}
stat = lpx_get_status(lp->lp);
if (stat == LPX_OPT)
{ if (status) *status = CClp_SUCCESS;
ret = 0;
}
else if (stat == LPX_NOFEAS)
{ if (status) *status = CClp_INFEASIBLE;
ret = 0;
}
else
{ print("CClp_limited_dualopt: optimization status = %d", stat);
if (status) *status = CClp_FAILURE;
ret = 1;
}
done: return ret;
}