Exemple #1
0
static void parse_objective(struct dsa *dsa)
{     /* parse objective sense */
      int k, len;
      /* parse the keyword 'minimize' or 'maximize' */
      if (dsa->token == T_MINIMIZE)
         lpx_set_obj_dir(dsa->lp, LPX_MIN);
      else if (dsa->token == T_MAXIMIZE)
         lpx_set_obj_dir(dsa->lp, LPX_MAX);
      else
         xassert(dsa != dsa);
      scan_token(dsa);
      /* parse objective name */
      if (dsa->token == T_NAME && dsa->c == ':')
      {  /* objective name is followed by a colon */
         lpx_set_obj_name(dsa->lp, dsa->image);
         scan_token(dsa);
         xassert(dsa->token == T_COLON);
         scan_token(dsa);
      }
      else
      {  /* objective name is not specified; use default */
         lpx_set_obj_name(dsa->lp, "obj");
      }
      /* parse linear form */
      len = parse_linear_form(dsa);
      for (k = 1; k <= len; k++)
         lpx_set_obj_coef(dsa->lp, dsa->ind[k], dsa->val[k]);
      return;
}
int GLPKLoadObjective(LinEquation* InEquation, bool Max) {
	if (InEquation->QuadCoeff.size() > 0) {
		FErrorFile() << "GLPK solver cannot accept quadratic objectives." << endl;
		FlushErrorFile();
		return FAIL;
	}

	if (GLPKModel == NULL) {
		FErrorFile() << "Could not add objective because GLPK object does not exist." << endl;
		FlushErrorFile();
		return FAIL;
	}

	if (!Max) {
		lpx_set_obj_dir(GLPKModel, LPX_MIN);
	} else {
		lpx_set_obj_dir(GLPKModel, LPX_MAX);
	}
	
	int NumColumns = lpx_get_num_cols(GLPKModel);

	for (int i=0; i < NumColumns; i++) {
		lpx_set_obj_coef(GLPKModel, i+1, 0);
	}
	for (int i=0; i < int(InEquation->Variables.size()); i++) {
		if (NumColumns > InEquation->Variables[i]->Index) {
			lpx_set_obj_coef(GLPKModel, InEquation->Variables[i]->Index+1, InEquation->Coefficient[i]);
		} else {
			FErrorFile() << "Variable index specified in objective was out of the range of variables added to the GLPK problem object." << endl;
			FlushErrorFile();
			return FAIL;
		}
	}

	return SUCCESS;
}
Exemple #3
0
int main(void)
{     LPX *lp;
      int ia[1+1000], ja[1+1000];
      double ar[1+1000], Z, x1, x2, x3;
s1:   lp = lpx_create_prob();
s2:   lpx_set_prob_name(lp, "sample");
s3:   lpx_set_obj_dir(lp, LPX_MAX);
s4:   lpx_add_rows(lp, 3);
s5:   lpx_set_row_name(lp, 1, "p");
s6:   lpx_set_row_bnds(lp, 1, LPX_UP, 0.0, 100.0);
s7:   lpx_set_row_name(lp, 2, "q");
s8:   lpx_set_row_bnds(lp, 2, LPX_UP, 0.0, 600.0);
s9:   lpx_set_row_name(lp, 3, "r");
s10:  lpx_set_row_bnds(lp, 3, LPX_UP, 0.0, 300.0);
s11:  lpx_add_cols(lp, 3);
s12:  lpx_set_col_name(lp, 1, "x1");
s13:  lpx_set_col_bnds(lp, 1, LPX_LO, 0.0, 0.0);
s14:  lpx_set_obj_coef(lp, 1, 10.0);
s15:  lpx_set_col_name(lp, 2, "x2");
s16:  lpx_set_col_bnds(lp, 2, LPX_LO, 0.0, 0.0);
s17:  lpx_set_obj_coef(lp, 2, 6.0);
s18:  lpx_set_col_name(lp, 3, "x3");
s19:  lpx_set_col_bnds(lp, 3, LPX_LO, 0.0, 0.0);
s20:  lpx_set_obj_coef(lp, 3, 4.0);
s21:  ia[1] = 1, ja[1] = 1, ar[1] =  1.0; /* a[1,1] =  1 */
s22:  ia[2] = 1, ja[2] = 2, ar[2] =  1.0; /* a[1,2] =  1 */
s23:  ia[3] = 1, ja[3] = 3, ar[3] =  1.0; /* a[1,3] =  1 */
s24:  ia[4] = 2, ja[4] = 1, ar[4] = 10.0; /* a[2,1] = 10 */
s25:  ia[5] = 3, ja[5] = 1, ar[5] =  2.0; /* a[3,1] =  2 */
s26:  ia[6] = 2, ja[6] = 2, ar[6] =  4.0; /* a[2,2] =  4 */
s27:  ia[7] = 3, ja[7] = 2, ar[7] =  2.0; /* a[3,2] =  2 */
s28:  ia[8] = 2, ja[8] = 3, ar[8] =  5.0; /* a[2,3] =  5 */
s29:  ia[9] = 3, ja[9] = 3, ar[9] =  6.0; /* a[3,3] =  6 */
s30:  lpx_load_matrix(lp, 9, ia, ja, ar);
s31:  lpx_simplex(lp);
s32:  Z = lpx_get_obj_val(lp);
s33:  x1 = lpx_get_col_prim(lp, 1);
s34:  x2 = lpx_get_col_prim(lp, 2);
s35:  x3 = lpx_get_col_prim(lp, 3);
s36:  printf("\nZ = %g; x1 = %g; x2 = %g; x3 = %g\n", Z, x1, x2, x3);
s37:  lpx_delete_prob(lp);
      return 0;
}
Exemple #4
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;
}
Exemple #5
0
LPX *lpp_build_prob(LPP *lpp)
{     LPX *prob;
      LPPROW *row;
      LPPCOL *col;
      struct load_info info;
      int i, j, typx;
      /* count number of rows and columns in the resultant problem */
      lpp->m = lpp->n = 0;
      for (row = lpp->row_ptr; row != NULL; row = row->next) lpp->m++;
      for (col = lpp->col_ptr; col != NULL; col = col->next) lpp->n++;
      /* allocate two arrays to save reference numbers assigned to rows
         and columns of the resultant problem */
      lpp->row_ref = ucalloc(1+lpp->m, sizeof(int));
      lpp->col_ref = ucalloc(1+lpp->n, sizeof(int));
      /* create LP problem object */
      prob = lpx_create_prob();
      /* the resultant problem should have the same optimization sense
         as the original problem */
      lpx_set_obj_dir(prob, lpp->orig_dir);
      /* set the constant term of the objective function */
      lpx_set_obj_c0(prob,
         lpp->orig_dir == LPX_MIN ? + lpp->c0 : - lpp->c0);
      /* create rows of the resultant problem */
      insist(lpp->m > 0);
      lpx_add_rows(prob, lpp->m);
      for (i = 1, row = lpp->row_ptr; i <= lpp->m; i++, row = row->next)
      {  insist(row != NULL);
         lpp->row_ref[i] = row->i;
         row->i = i;
         if (row->lb == -DBL_MAX && row->ub == +DBL_MAX)
            typx = LPX_FR;
         else if (row->ub == +DBL_MAX)
            typx = LPX_LO;
         else if (row->lb == -DBL_MAX)
            typx = LPX_UP;
         else if (row->lb != row->ub)
            typx = LPX_DB;
         else
            typx = LPX_FX;
         lpx_set_row_bnds(prob, i, typx, row->lb, row->ub);
      }
      insist(row == NULL);
      /* create columns of the resultant problem */
      insist(lpp->n > 0);
      lpx_add_cols(prob, lpp->n);
      for (j = 1, col = lpp->col_ptr; j <= lpp->n; j++, col = col->next)
      {  insist(col != NULL);
         lpp->col_ref[j] = col->j;
         col->j = j;
         if (col->lb == -DBL_MAX && col->ub == +DBL_MAX)
            typx = LPX_FR;
         else if (col->ub == +DBL_MAX)
            typx = LPX_LO;
         else if (col->lb == -DBL_MAX)
            typx = LPX_UP;
         else if (col->lb != col->ub)
            typx = LPX_DB;
         else
            typx = LPX_FX;
         lpx_set_col_bnds(prob, j, typx, col->lb, col->ub);
         lpx_set_col_coef(prob, j,
            lpp->orig_dir == LPX_MIN ? + col->c : - col->c);
      }
      insist(col == NULL);
      /* create the constraint matrix of the resultant problem */
      info.lpp = lpp;
      info.row = NULL;
      info.aij = NULL;
      lpx_load_mat(prob, &info, next_aij);
      /* count number of non-zeros in the resultant problem */
      lpp->nnz = lpx_get_num_nz(prob);
      /* internal data structures that represnts the resultant problem
         are no longer needed, so free them */
      dmp_delete_pool(lpp->row_pool), lpp->row_pool = NULL;
      dmp_delete_pool(lpp->col_pool), lpp->col_pool = NULL;
      dmp_delete_pool(lpp->aij_pool), lpp->aij_pool = NULL;
      lpp->row_ptr = NULL, lpp->col_ptr = NULL;
      lpp->row_que = NULL, lpp->col_que = NULL;
      /* return a pointer to the built LP problem object */
      return prob;
}
Exemple #6
0
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;
}
Exemple #7
0
int CClp_loadlp(CClp *lp, const char *name, int ncols, int nrows,
      int objsense, double *obj, double *rhs, char *sense, int *matbeg,
      int *matcnt, int *matind, double *matval, double *lb, double *ub)
{     /* LOADS the data into the LP.
         - name attaches a name to the LP (it can be used by the LP
           solver in io routines)
         - ncols and nrows give the number of columns and rows in the LP
         - objsense should be 1 for minimize and -1 for maximize
         - obj and rhs are arrays giving the objective function and rhs
         - sense is an array specifying 'L', 'E', or 'G' for each of the
           rows
         - matbeg, matcnt, matind, and matval give the coefficients of
           the constraint matrix in column by column order.
           matbeg gives the index of the start of each column;
           matcnt gives the number of coefficients in each column;
           matind gives the indices of the rows where the coefficients
           are located in the constraint matrix (so for column j, the
           indices are given in matcnt[j] locations starting at
           matind[matbeg[j]]; and matval gives the actual coefficients
           (organized like matind).
         - lb and ub are arrays giving the upper and lower bounds of the
           variables. */
      int i, j;
      /* create empty problem object */
      insist(lp->lp == NULL);
      lp->lp = lpx_create_prob();
      lpx_set_prob_name(lp->lp, (char *)name);
      /* set objective sense */
      switch (objsense)
      {  case +1:
            /* minimization */
            lpx_set_obj_dir(lp->lp, LPX_MIN); break;
         case -1:
            /* maximization */
            lpx_set_obj_dir(lp->lp, LPX_MAX); break;
         default:
            insist(objsense != objsense);
      }
      /* add rows */
      lpx_add_rows(lp->lp, nrows);
      for (i = 0; i < nrows; i++)
      {  int seqn, type;
         double lo, up;
         seqn = 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);
      }
      /* add columns and constraint coefficients */
      lpx_add_cols(lp->lp, ncols);
      for (j = 0; j < ncols; j++)
      {  int seqn, type, k;
         double lo, up;
         seqn = j+1;
         lpx_set_col_coef(lp->lp, seqn, obj == NULL ? 0.0 : obj[j]);
         lo = lb[j], up = ub[j];
         /* check for finite bounds */
         insist(-1e12 <= lo && lo <= up && up <= +1e12);
         type = (lo == up ? LPX_FX : LPX_DB);
         lpx_set_col_bnds(lp->lp, seqn, type, lo, up);
         for (k = matbeg[j]; k < matbeg[j] + matcnt[j]; k++)
            matind[k]++;
         lpx_set_mat_col(lp->lp, seqn, matcnt[j],
            &matind[matbeg[j]] - 1, &matval[matbeg[j]] - 1);
         for (k = matbeg[j]; k < matbeg[j] + matcnt[j]; k++)
            matind[k]--;
      }
      return 0;
}
Exemple #8
0
LPX *lpx_extract_prob(void *_mpl)
{     MPL *mpl = _mpl;
      LPX *lp;
      int m, n, i, j, t, kind, type, len, *ind;
      double lb, ub, *val;
      /* create problem instance */
      lp = lpx_create_prob();
      /* set problem name */
      lpx_set_prob_name(lp, mpl_get_prob_name(mpl));
      /* build rows (constraints) */
      m = mpl_get_num_rows(mpl);
      if (m > 0) lpx_add_rows(lp, m);
      for (i = 1; i <= m; i++)
      {  /* set row name */
         lpx_set_row_name(lp, i, mpl_get_row_name(mpl, i));
         /* set row bounds */
         type = mpl_get_row_bnds(mpl, i, &lb, &ub);
         switch (type)
         {  case MPL_FR: type = LPX_FR; break;
            case MPL_LO: type = LPX_LO; break;
            case MPL_UP: type = LPX_UP; break;
            case MPL_DB: type = LPX_DB; break;
            case MPL_FX: type = LPX_FX; break;
            default: insist(type != type);
         }
         if (type == LPX_DB && fabs(lb - ub) < 1e-9 * (1.0 + fabs(lb)))
         {  type = LPX_FX;
            if (fabs(lb) <= fabs(ub)) ub = lb; else lb = ub;
         }
         lpx_set_row_bnds(lp, i, type, lb, ub);
         /* warn about non-zero constant term */
         if (mpl_get_row_c0(mpl, i) != 0.0)
            print("lpx_read_model: row %s; constant term %.12g ignored",
               mpl_get_row_name(mpl, i), mpl_get_row_c0(mpl, i));
      }
      /* build columns (variables) */
      n = mpl_get_num_cols(mpl);
      if (n > 0) lpx_add_cols(lp, n);
      for (j = 1; j <= n; j++)
      {  /* set column name */
         lpx_set_col_name(lp, j, mpl_get_col_name(mpl, j));
         /* set column kind */
         kind = mpl_get_col_kind(mpl, j);
         switch (kind)
         {  case MPL_NUM:
               break;
            case MPL_INT:
            case MPL_BIN:
               lpx_set_class(lp, LPX_MIP);
               lpx_set_col_kind(lp, j, LPX_IV);
               break;
            default:
               insist(kind != kind);
         }
         /* set column bounds */
         type = mpl_get_col_bnds(mpl, j, &lb, &ub);
         switch (type)
         {  case MPL_FR: type = LPX_FR; break;
            case MPL_LO: type = LPX_LO; break;
            case MPL_UP: type = LPX_UP; break;
            case MPL_DB: type = LPX_DB; break;
            case MPL_FX: type = LPX_FX; break;
            default: insist(type != type);
         }
         if (kind == MPL_BIN)
         {  if (type == LPX_FR || type == LPX_UP || lb < 0.0) lb = 0.0;
            if (type == LPX_FR || type == LPX_LO || ub > 1.0) ub = 1.0;
            type = LPX_DB;
         }
         if (type == LPX_DB && fabs(lb - ub) < 1e-9 * (1.0 + fabs(lb)))
         {  type = LPX_FX;
            if (fabs(lb) <= fabs(ub)) ub = lb; else lb = ub;
         }
         lpx_set_col_bnds(lp, j, type, lb, ub);
      }
      /* load the constraint matrix */
      ind = ucalloc(1+n, sizeof(int));
      val = ucalloc(1+n, sizeof(double));
      for (i = 1; i <= m; i++)
      {  len = mpl_get_mat_row(mpl, i, ind, val);
         lpx_set_mat_row(lp, i, len, ind, val);
      }
      /* build objective function (the first objective is used) */
      for (i = 1; i <= m; i++)
      {  kind = mpl_get_row_kind(mpl, i);
         if (kind == MPL_MIN || kind == MPL_MAX)
         {  /* set objective name */
            lpx_set_obj_name(lp, mpl_get_row_name(mpl, i));
            /* set optimization direction */
            lpx_set_obj_dir(lp, kind == MPL_MIN ? LPX_MIN : LPX_MAX);
            /* set constant term */
            lpx_set_obj_coef(lp, 0, mpl_get_row_c0(mpl, i));
            /* set objective coefficients */
            len = mpl_get_mat_row(mpl, i, ind, val);
            for (t = 1; t <= len; t++)
               lpx_set_obj_coef(lp, ind[t], val[t]);
            break;
         }
      }
      /* free working arrays */
      ufree(ind);
      ufree(val);
      /* bring the problem object to the calling program */
      return lp;
}
Exemple #9
0
LPX *ipp_build_prob(IPP *ipp)
{     LPX *prob;
      IPPROW *row;
      IPPCOL *col;
      IPPAIJ *aij;
      int i, j, type, len, *ind;
      double *val;
      /* create problem object */
      prob = lpx_create_prob();
#if 0
      lpx_set_class(prob, LPX_MIP);
#endif
      /* the resultant problem should have the same optimization sense
         as the original problem */
      lpx_set_obj_dir(prob, ipp->orig_dir);
      /* set the constant term of the objective function */
      lpx_set_obj_coef(prob, 0,
         ipp->orig_dir == LPX_MIN ? + ipp->c0 : - ipp->c0);
      /* copy rows of the resultant problem */
      for (row = ipp->row_ptr; row != NULL; row = row->next)
      {  i = lpx_add_rows(prob, 1);
         if (row->lb == -DBL_MAX && row->ub == +DBL_MAX)
            type = LPX_FR;
         else if (row->ub == +DBL_MAX)
            type = LPX_LO;
         else if (row->lb == -DBL_MAX)
            type = LPX_UP;
         else if (row->lb != row->ub)
            type = LPX_DB;
         else
            type = LPX_FX;
         lpx_set_row_bnds(prob, i, type, row->lb, row->ub);
         row->temp = i;
      }
      /* copy columns of the resultant problem */
      ind = xcalloc(1+lpx_get_num_rows(prob), sizeof(int));
      val = xcalloc(1+lpx_get_num_rows(prob), sizeof(double));
      for (col = ipp->col_ptr; col != NULL; col = col->next)
      {  j = lpx_add_cols(prob, 1);
         if (col->i_flag) lpx_set_col_kind(prob, j, LPX_IV);
         if (col->lb == -DBL_MAX && col->ub == +DBL_MAX)
            type = LPX_FR;
         else if (col->ub == +DBL_MAX)
            type = LPX_LO;
         else if (col->lb == -DBL_MAX)
            type = LPX_UP;
         else if (col->lb != col->ub)
            type = LPX_DB;
         else
            type = LPX_FX;
         lpx_set_col_bnds(prob, j, type, col->lb, col->ub);
         lpx_set_obj_coef(prob, j,
            ipp->orig_dir == LPX_MIN ? + col->c : - col->c);
         /* copy constraint coefficients */
         len = 0;
         for (aij = col->ptr; aij != NULL; aij = aij->c_next)
         {  len++;
            ind[len] = aij->row->temp;
            val[len] = aij->val;
         }
         lpx_set_mat_col(prob, j, len, ind, val);
      }
      xfree(ind);
      xfree(val);
      return prob;
}
Exemple #10
0
int TankBlendOptimiser::go()
{
  lp = lpx_create_prob();

  lpx_set_int_parm(lp, LPX_K_MSGLEV, 0); // 0 = no output
  lpx_set_int_parm(lp, LPX_K_SCALE, 3); // 3 = geometric mean scaling, then equilibration scaling
  lpx_set_int_parm(lp, LPX_K_DUAL, 1); // 1 = if initial basic solution is dual feasible, use the dual simplex
  lpx_set_int_parm(lp, LPX_K_ROUND, 1); // 1 = replace tiny primal and dual values by exact zero

  lpx_set_int_parm(lp, LPX_K_PRESOL, 1); // 1 = use the built-in presolver.

  lpx_set_prob_name(lp, "Blend Optimiser");
  lpx_set_obj_dir(lp, LPX_MIN);

  // Columns...
  
  lpx_add_cols(lp, cols);

  for (int i=0; i<tanks; i++) // 0.0 < x < tankMax
  {
    if (tankMax[i]>0.0)
      lpx_set_col_bnds(lp, col, LPX_DB, 0.0, tankMax[i]);
    else
      lpx_set_col_bnds(lp, col, LPX_FX, 0.0, 0.0);
    col++;
  }

  for (int i=0; i<tanks; i++) // 0.0 < slackTankLow
  {
    lpx_set_col_bnds(lp,  col, LPX_LO, 0.0, 0.0);
    lpx_set_obj_coef(lp,  col, tankLowPenalty[i]); // penalty weight.
    col++;
  }

  for (int i=0; i<tanks; i++) // 0.0 < slackTankHigh
  {
    lpx_set_col_bnds(lp,  col, LPX_LO, 0.0, 0.0);
    lpx_set_obj_coef(lp,  col, tankHighPenalty[i]); // penalty weight.
    col++;
  }

  for (int i=0; i<assays; i++) // 0.0 < slackAssayLow
  {
    lpx_set_col_bnds(lp,  col, LPX_LO, 0.0, 0.0);
    lpx_set_obj_coef(lp,  col, assayLowPenalty[i]); // penalty weight.
    col++;
  }

  for (int i=0; i<assays; i++) // 0.0 < slackAssayHigh
  {
    lpx_set_col_bnds(lp,  col, LPX_LO, 0.0, 0.0);
    lpx_set_obj_coef(lp,  col, assayHighPenalty[i]); // penalty weight.
    col++;
  }

  for (int i=0; i<assays; i++) // 0.0 < slackAssayRatioLow
    for (int j=0; j<assays; j++)
    {
      lpx_set_col_bnds(lp,  col, LPX_LO, 0.0, 0.0);
      lpx_set_obj_coef(lp,  col, assayRatioLowPenalty[i][j]); // penalty weight.
      col++;
    }

  for (int i=0; i<assays; i++) // 0.0 < slackAssayRatioHigh
    for (int j=0; j<assays; j++)
    {
      lpx_set_col_bnds(lp,  col, LPX_LO, 0.0, 0.0);
      lpx_set_obj_coef(lp,  col, assayRatioHighPenalty[i][j]); // penalty weight.
      col++;
    }

  // Rows...

  lpx_add_rows(lp, rows);

  
  { // x1 + ... + xn = 1.0
  lpx_set_row_bnds(lp, row, LPX_FX, 1.0, 1.0);
  for (int i=0; i<tanks; i++)
    ia[constraint] = row, ja[constraint] = 1+i, ar[constraint++] =  1.0;
  row++;
  }

  for (int i=0; i<tanks; i++) // tankLow < tank + slackTankLow
  {
    lpx_set_row_bnds(lp, row, LPX_LO, tankLow[i], 0.0);
    ia[constraint] = row, ja[constraint] = 1+i, ar[constraint++] = 1.0;
    ia[constraint] = row, ja[constraint] = 1+i+tanks, ar[constraint++] = 1.0;
    row++;
  }  

  for (int i=0; i<tanks; i++) // tank - slackTankHigh < tankHigh
  {
    lpx_set_row_bnds(lp, row, LPX_UP, 0.0, tankHigh[i]);
    ia[constraint] = row, ja[constraint] = 1+i, ar[constraint++] = 1.0;
    ia[constraint] = row, ja[constraint] = 1+i+2*tanks, ar[constraint++] = -1.0;
    row++;
  }  

  for (int i=0; i<assays; i++) // assayLow < assay + slackAssayLow
  {
    lpx_set_row_bnds(lp, row, LPX_LO, assayLow[i], 0.0);
    for (int j=0; j<tanks; j++)
    {
      if (assayConc[i][j]>0.0)
        ia[constraint] = row, ja[constraint] = 1+j, ar[constraint++] = assayConc[i][j];
    }
    ia[constraint] = row, ja[constraint] = 1+i+3*tanks, ar[constraint++] = 1.0;
    row++;
  }  

  for (int i=0; i<assays; i++) // assay - slackAssayHigh < assayHigh
  {
    lpx_set_row_bnds(lp, row, LPX_UP, 0.0, assayHigh[i]);
    for (int j=0; j<tanks; j++)
    {
      if (assayConc[i][j]>0.0)
        ia[constraint] = row, ja[constraint] = 1+j, ar[constraint++] = assayConc[i][j];
    }
    ia[constraint] = row, ja[constraint] = 1+i+3*tanks+assays, ar[constraint++] = -1.0;
    row++;
  }  

  for (int i=0; i<assays; i++) // 0 < assayNum - assayRatioLow*assayDen + slackAssayLow
    for (int j=0; j<assays; j++)
    {
      if (assayRatioLowEnabled[i][j])
        lpx_set_row_bnds(lp, row, LPX_LO, 0.0, 0.0);
      else
        lpx_set_row_bnds(lp, row, LPX_FR, 0.0, 0.0);
      for (int k=0; k<tanks; k++)
      {
        if (assayConc[i][k] - assayRatioLow[i][j]*assayConc[j][k]!=0.0)
          ia[constraint] = row, ja[constraint] = 1+k, ar[constraint++] = assayConc[i][k] - assayRatioLow[i][j]*assayConc[j][k];
      }
      ia[constraint] = row, ja[constraint] = 1+i*assays+j+3*tanks+2*assays, ar[constraint++] = 1.0;
      row++;
    }  

  for (int i=0; i<assays; i++) // assayNum - assayRatioHigh*assayDen - slackAssayHigh < 0
    for (int j=0; j<assays; j++)
    {
      if (assayRatioHighEnabled[i][j])
        lpx_set_row_bnds(lp, row, LPX_UP, 0.0, 0.0);
      else
        lpx_set_row_bnds(lp, row, LPX_FR, 0.0, 0.0);
      for (int k=0; k<tanks; k++)
      {
        if (assayConc[i][k] - assayRatioHigh[i][j]*assayConc[j][k]!=0.0)
          ia[constraint] = row, ja[constraint] = 1+k, ar[constraint++] = assayConc[i][k] - assayRatioHigh[i][j]*assayConc[j][k];
      }
      ia[constraint] = row, ja[constraint] = 1+i*assays+j+3*tanks+2*assays+assays*assays, ar[constraint++] = -1.0;
      row++;
    }  

  lpx_load_matrix(lp, constraint-1, ia, ja, ar);
  int exitCode = lpx_simplex(lp);

  for (int i=0; i<tanks; i++)    
    tank[i] = lpx_get_col_prim(lp, 1+i);

  for (int i=0; i<assays; i++)
  {
    assay[i] = 0.0;
    for (int j=0; j<tanks; j++)
      assay[i] += lpx_get_col_prim(lp, 1+j)*assayConc[i][j];
  }

  return exitCode;

  // LPX_E_OK        200   /* success */
  // LPX_E_FAULT     204   /* unable to start the search */
  // LPX_E_ITLIM     207   /* iterations limit exhausted */
  // LPX_E_TMLIM     208   /* time limit exhausted */
  // LPX_E_SING      211   /* problems with basis matrix */
  // LPX_E_NOPFS     213   /* no primal feas. sol. (LP presolver) */
  // LPX_E_NODFS     214   /* no dual feas. sol. (LP presolver) */

  // Usually:
  // LPX_E_OK = Solution found.
  // LPX_E_NOPFS = Sum-to-1.0 or tank-max constraints not met.
  // Others = Some major fault has occurred.
}
void Gspan::lpboost(){
  std::cout << "in lpboost" << std::endl;
  const char *out = "model";
  //initialize
  unsigned int gnum = gdata.size(); 
  weight.resize(gnum);
  std::fill(weight.begin(),weight.end(),1.0);
  corlab.resize(gnum);
  for(unsigned int gid=0;gid<gnum;++gid){
    corlab[gid]=gdata[gid].class_label;
  }
  wbias=0.0;
  Hypothesis model;
  first_flag=true;
  need_to_cooc = false;
  cooc_is_opt = false;
  
  std::cout.setf(std::ios::fixed,std::ios::floatfield);
  std::cout.precision(8);
  //Initialize GLPK

  int* index = new int[gnum+2]; double* value = new double[gnum+2];
  LPX* lp = lpx_create_prob();
		       
  lpx_add_cols(lp, gnum+1); // set u_1,...u_l, beta
  for (unsigned int i = 0; i < gnum; ++i){
    lpx_set_col_bnds(lp, COL(i), LPX_DB, 0.0, 1/(nu*gnum));
    lpx_set_obj_coef(lp, COL(i), 0); // u
  }
  lpx_set_col_bnds(lp, COL(gnum), LPX_FR, 0.0, 0.0);
  lpx_set_obj_coef(lp, COL(gnum), 1); // beta
  lpx_set_obj_dir(lp, LPX_MIN); //optimization direction: min objective
		       
  lpx_add_rows(lp,1); // Add one row constraint s.t. sum_u == 1
  for (unsigned int i = 0; i < gnum; ++i){
    index[i+1] = COL(i);
    value[i+1] = 1;
  }
  lpx_set_mat_row(lp, ROW(0), gnum, index, value);
  lpx_set_row_bnds(lp, ROW(0), LPX_FX, 1, 1);
		       
  double beta = 0.0;
  double margin = 0.0;
  
  //main loop
  for(unsigned int itr=0;itr < max_itr;++itr){
    std::cout <<"itrator : "<<itr+1<<std::endl;
    if(itr==coocitr) need_to_cooc=true;
    opt_pat.gain=0.0;//gain init
    opt_pat.size=0;
    opt_pat.locsup.resize(0);
    pattern.resize(0);
    opt_pat.dfscode="";
    Crun();
    //std::cout<<opt_pat.gain<<"  :"<<opt_pat.dfscode<<std::endl;
    std::vector <int>     result (gnum);
    int _y;
    vector<int> locvec;
    std::string dfscode;
    if(cooc_is_opt == false){
      _y = opt_pat.gain > 0 ? +1 :-1;
      locvec =opt_pat.locsup;
      dfscode=opt_pat.dfscode;
    }else{
      _y = opt_pat_cooc.gain > 0 ? +1 :-1;
      locvec =opt_pat_cooc.locsup;
      dfscode=opt_pat_cooc.dfscode[0]+"\t"+opt_pat_cooc.dfscode[1];//=opt_pat_cooc.dfscode;
    }
    model.flag.resize(itr+1);
    model.flag[itr]=_y;

    std::fill (result.begin (), result.end(), -_y);
      
    for (unsigned int i = 0; i < locvec.size(); ++i) result[locvec[i]] = _y;
    double uyh = 0;
    for (unsigned int i = 0; i < gnum;  ++i) { // summarizing hypotheses
      uyh += weight[i]*corlab[i]*result[i];
    }
      
    std::cout << "Stopping criterion: " << uyh << "<=?" << beta << " + " << conv_epsilon << std::endl;

    if( (uyh <= beta + conv_epsilon ) ){
      std::cout << "*********************************" << std::endl;
      std::cout << "Convergence ! at iteration: " << itr+1 << std::endl;
      std::cout << "*********************************" << std::endl;
      if(!end_of_cooc || need_to_cooc == true) break;
      need_to_cooc = true;
    }
      
    lpx_add_rows(lp,1); // Add one row constraint s.t. sum( uyh - beta ) <= 0
    for (unsigned int i = 0; i < gnum; ++i){
      index[i+1] = COL(i);
      value[i+1] = result[i] * corlab[i];
    }
    index[gnum+1] = COL(gnum);
    value[gnum+1] = -1;
    lpx_set_mat_row(lp, ROW(itr+1), gnum+1, index, value);
    lpx_set_row_bnds(lp, ROW(itr+1), LPX_UP, 0.0, 0.0);

    model.weight.push_back(0);
    model.dfs_vector.push_back(dfscode);
      
    lpx_simplex(lp); 
    beta = lpx_get_obj_val(lp);
    for (unsigned int i = 0; i < gnum; ++i){
      double new_weight;
      new_weight = lpx_get_col_prim(lp, COL(i));
      if(new_weight < 0) new_weight = 0; // weight > 0
      weight[i] = new_weight;
    }
    margin = lpx_get_row_dual(lp, ROW(0));
    double margin_error = 0.0;
    for (unsigned int i = 0; i < gnum;  ++i) { // summarizing hypotheses
      if (corlab[i]*result[i] < margin){
	++margin_error;
      }
    }
    margin_error /= gnum;

    //next rule is estimated
    wbias = 0.0;
    for (unsigned int i = 0; i < gnum; ++i){
      wbias += corlab[i] * weight[i];
    }
    std::ofstream os (out);
    if (! os) {
      std::cerr << "FATAL: Cannot open output file: " << out << std::endl;
      return;
    }
    os.setf(std::ios::fixed,std::ios::floatfield);
    os.precision(12);
    for (unsigned int r = 0; r < itr; ++r){
      model.weight[r] = - lpx_get_row_dual(lp, ROW(r+1));
      if(model.weight[r] < 0) model.weight[r] = 0; // alpha > 0
      os << model.flag[r] * model.weight[r] << "\t" << model.dfs_vector[r] << std::endl;
      std::cout << model.flag[r] * model.weight[r] << "\t" << model.dfs_vector[r] << std::endl;
    }
    std::cout << "After iteration " << itr+1 << std::endl;
    std::cout << "Margin: " << margin << std::endl;
    std::cout << "Margin Error: " << margin_error << std::endl;
  }
  std::cout << "end lpboost" << std::endl;

}