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;
}
void lpx_check_int(LPX *lp, LPXKKT *kkt)
{ int m = lpx_get_num_rows(lp);
int n = lpx_get_num_cols(lp);
int *ind, i, len, t, j, k, type;
double *val, xR_i, g_i, xS_j, temp, lb, ub, x_k, h_k;
/*--------------------------------------------------------------*/
/* compute largest absolute and relative errors and corresponding
row indices for the condition (KKT.PE) */
kkt->pe_ae_max = 0.0, kkt->pe_ae_row = 0;
kkt->pe_re_max = 0.0, kkt->pe_re_row = 0;
ind = xcalloc(1+n, sizeof(int));
val = xcalloc(1+n, sizeof(double));
for (i = 1; i <= m; i++)
{ /* determine xR[i] */
xR_i = lpx_mip_row_val(lp, i);
/* g[i] := xR[i] */
g_i = xR_i;
/* g[i] := g[i] - (i-th row of A) * xS */
len = lpx_get_mat_row(lp, i, ind, val);
for (t = 1; t <= len; t++)
{ j = ind[t];
/* determine xS[j] */
xS_j = lpx_mip_col_val(lp, j);
/* g[i] := g[i] - a[i,j] * xS[j] */
g_i -= val[t] * xS_j;
}
/* determine absolute error */
temp = fabs(g_i);
if (kkt->pe_ae_max < temp)
kkt->pe_ae_max = temp, kkt->pe_ae_row = i;
/* determine relative error */
temp /= (1.0 + fabs(xR_i));
if (kkt->pe_re_max < temp)
kkt->pe_re_max = temp, kkt->pe_re_row = i;
}
xfree(ind);
xfree(val);
/* estimate the solution quality */
if (kkt->pe_re_max <= 1e-9)
kkt->pe_quality = 'H';
else if (kkt->pe_re_max <= 1e-6)
kkt->pe_quality = 'M';
else if (kkt->pe_re_max <= 1e-3)
kkt->pe_quality = 'L';
else
kkt->pe_quality = '?';
/*--------------------------------------------------------------*/
/* compute largest absolute and relative errors and corresponding
variable indices for the condition (KKT.PB) */
kkt->pb_ae_max = 0.0, kkt->pb_ae_ind = 0;
kkt->pb_re_max = 0.0, kkt->pb_re_ind = 0;
for (k = 1; k <= m+n; k++)
{ /* determine x[k] */
if (k <= m)
{ i = k;
type = lpx_get_row_type(lp, i);
lb = lpx_get_row_lb(lp, i);
ub = lpx_get_row_ub(lp, i);
x_k = lpx_mip_row_val(lp, i);
}
else
{ j = k - m;
type = lpx_get_col_type(lp, j);
lb = lpx_get_col_lb(lp, j);
ub = lpx_get_col_ub(lp, j);
x_k = lpx_mip_col_val(lp, j);
}
/* compute h[k] */
h_k = 0.0;
switch (type)
{ case LPX_FR:
break;
case LPX_LO:
if (x_k < lb) h_k = x_k - lb;
break;
case LPX_UP:
if (x_k > ub) h_k = x_k - ub;
break;
case LPX_DB:
case LPX_FX:
if (x_k < lb) h_k = x_k - lb;
if (x_k > ub) h_k = x_k - ub;
break;
default:
xassert(type != type);
}
/* determine absolute error */
temp = fabs(h_k);
if (kkt->pb_ae_max < temp)
kkt->pb_ae_max = temp, kkt->pb_ae_ind = k;
/* determine relative error */
temp /= (1.0 + fabs(x_k));
if (kkt->pb_re_max < temp)
kkt->pb_re_max = temp, kkt->pb_re_ind = k;
}
/* estimate the solution quality */
if (kkt->pb_re_max <= 1e-9)
kkt->pb_quality = 'H';
else if (kkt->pb_re_max <= 1e-6)
kkt->pb_quality = 'M';
else if (kkt->pb_re_max <= 1e-3)
kkt->pb_quality = 'L';
else
kkt->pb_quality = '?';
return;
}
