static int optimize_and_report (CPXENVptr env, CPXLPptr lp, int *solstat_p, double *objval_p) { int status = 0; double x[NUMCOLS]; double pi[TOTROWS]; double slack[TOTROWS]; double dj[NUMCOLS]; int i, j; int cur_numrows, cur_numcols; status = CPXXqpopt (env, lp); if ( status ) { fprintf (stderr, "Failed to optimize QP.\n"); goto TERMINATE; } status = CPXXsolution (env, lp, solstat_p, objval_p, x, pi, slack, dj); if ( status ) { fprintf (stderr, "Failed to obtain solution.\n"); goto TERMINATE; } /* Write the output to the screen. */ printf ("\nSolution status = %d\n", *solstat_p); printf ("Solution value = %f\n\n", *objval_p); /* The size of the problem should be obtained by asking CPLEX what the actual size is, rather than using what was passed to CPXXcopylp. cur_numrows and cur_numcols store the current number of rows and columns, respectively. */ cur_numrows = CPXXgetnumrows (env, lp); cur_numcols = CPXXgetnumcols (env, lp); for (i = 0; i < cur_numrows; i++) { printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]); } for (j = 0; j < cur_numcols; j++) { printf ("Column %d: Value = %10f Reduced cost = %10f\n", j, x[j], dj[j]); } TERMINATE: return (status); } /* END optimize_and_report */
int main (void) { /* Declare pointers for the variables and arrays that will contain the data which define the LP problem. The setproblemdata() routine allocates space for the problem data. */ char *probname = NULL; CPXDIM numcols; CPXDIM numrows; int objsen; double *obj = NULL; double *rhs = NULL; char *sense = NULL; CPXNNZ *matbeg = NULL; CPXDIM *matcnt = NULL; CPXDIM *matind = NULL; double *matval = NULL; double *lb = NULL; double *ub = NULL; CPXNNZ *qmatbeg = NULL; CPXDIM *qmatcnt = NULL; CPXDIM *qmatind = NULL; double *qmatval = NULL; /* Declare and allocate space for the variables and arrays where we will store the optimization results including the status, objective value, variable values, dual values, row slacks and variable reduced costs. */ int solstat; double objval; double x[NUMCOLS]; double pi[NUMROWS]; double slack[NUMROWS]; double dj[NUMCOLS]; CPXENVptr env = NULL; CPXLPptr lp = NULL; int status; CPXDIM i, j; CPXDIM cur_numrows, cur_numcols; /* Initialize the CPLEX environment */ env = CPXXopenCPLEX (&status); /* If an error occurs, the status value indicates the reason for failure. A call to CPXXgeterrorstring will produce the text of the error message. Note that CPXXopenCPLEX produces no output, so the only way to see the cause of the error is to use CPXXgeterrorstring. For other CPLEX routines, the errors will be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */ if ( env == NULL ) { char errmsg[CPXMESSAGEBUFSIZE]; fprintf (stderr, "Could not open CPLEX environment.\n"); CPXXgeterrorstring (env, status, errmsg); fprintf (stderr, "%s", errmsg); goto TERMINATE; } /* Turn on output to the screen */ status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON); if ( status ) { fprintf (stderr, "Failure to turn on screen indicator, error %d.\n", status); goto TERMINATE; } /* Fill in the data for the problem. */ status = setproblemdata (&probname, &numcols, &numrows, &objsen, &obj, &rhs, &sense, &matbeg, &matcnt, &matind, &matval, &lb, &ub, &qmatbeg, &qmatcnt, &qmatind, &qmatval); if ( status ) { fprintf (stderr, "Failed to build problem data arrays.\n"); goto TERMINATE; } /* Create the problem. */ lp = CPXXcreateprob (env, &status, probname); /* A returned pointer of NULL may mean that not enough memory was available or there was some other problem. In the case of failure, an error message will have been written to the error channel from inside CPLEX. In this example, the setting of the parameter CPXPARAM_ScreenOutput causes the error message to appear on stdout. */ if ( lp == NULL ) { fprintf (stderr, "Failed to create problem.\n"); goto TERMINATE; } /* Now copy the LP part of the problem data into the lp */ status = CPXXcopylp (env, lp, numcols, numrows, objsen, obj, rhs, sense, matbeg, matcnt, matind, matval, lb, ub, NULL); if ( status ) { fprintf (stderr, "Failed to copy problem data.\n"); goto TERMINATE; } status = CPXXcopyquad (env, lp, qmatbeg, qmatcnt, qmatind, qmatval); if ( status ) { fprintf (stderr, "Failed to copy quadratic matrix.\n"); goto TERMINATE; } /* Optimize the problem and obtain solution. */ status = CPXXqpopt (env, lp); if ( status ) { fprintf (stderr, "Failed to optimize QP.\n"); goto TERMINATE; } status = CPXXsolution (env, lp, &solstat, &objval, x, pi, slack, dj); if ( status ) { fprintf (stderr, "Failed to obtain solution.\n"); goto TERMINATE; } /* Write the output to the screen. */ printf ("\nSolution status = %d\n", solstat); printf ("Solution value = %f\n\n", objval); /* The size of the problem should be obtained by asking CPLEX what the actual size is, rather than using what was passed to CPXXcopylp. cur_numrows and cur_numcols store the current number of rows and columns, respectively. */ cur_numrows = CPXXgetnumrows (env, lp); cur_numcols = CPXXgetnumcols (env, lp); for (i = 0; i < cur_numrows; i++) { printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]); } for (j = 0; j < cur_numcols; j++) { printf ("Column %d: Value = %10f Reduced cost = %10f\n", j, x[j], dj[j]); } /* Finally, write a copy of the problem to a file. */ status = CPXXwriteprob (env, lp, "qpex1.lp", NULL); if ( status ) { fprintf (stderr, "Failed to write LP to disk.\n"); goto TERMINATE; } TERMINATE: /* Free up the problem as allocated by CPXXcreateprob, if necessary */ if ( lp != NULL ) { status = CPXXfreeprob (env, &lp); if ( status ) { fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", status); } } /* Free up the CPLEX environment, if necessary */ if ( env != NULL ) { status = CPXXcloseCPLEX (&env); /* Note that CPXXcloseCPLEX produces no output, so the only way to see the cause of the error is to use CPXXgeterrorstring. For other CPLEX routines, the errors will be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */ if ( status ) { char errmsg[CPXMESSAGEBUFSIZE]; fprintf (stderr, "Could not close CPLEX environment.\n"); CPXXgeterrorstring (env, status, errmsg); fprintf (stderr, "%s", errmsg); } } /* Free up the problem data arrays, if necessary. */ free_and_null ((char **) &probname); free_and_null ((char **) &obj); free_and_null ((char **) &rhs); free_and_null ((char **) &sense); free_and_null ((char **) &matbeg); free_and_null ((char **) &matcnt); free_and_null ((char **) &matind); free_and_null ((char **) &matval); free_and_null ((char **) &lb); free_and_null ((char **) &ub); free_and_null ((char **) &qmatbeg); free_and_null ((char **) &qmatcnt); free_and_null ((char **) &qmatind); free_and_null ((char **) &qmatval); return (status); } /* END main */
int main (int argc, char *argv[]) { /* Declare and allocate space for the variables and arrays where we will store the optimization results including the status, objective value, maximum bound violation, variable values, and basis. */ int solnstat, solnmethod, solntype; double objval, maxviol; double *x = NULL; int *cstat = NULL; int *rstat = NULL; CPXENVptr env = NULL; CPXLPptr lp = NULL; int status = 0; CPXDIM j; CPXDIM cur_numrows, cur_numcols; int method; char *basismsg; /* Check the command line arguments */ if (( argc != 3 ) || ( strchr ("podbn", argv[2][0]) == NULL ) ) { usage (argv[0]); goto TERMINATE; } /* Initialize the CPLEX environment */ env = CPXXopenCPLEX (&status); /* If an error occurs, the status value indicates the reason for failure. A call to CPXXgeterrorstring will produce the text of the error message. Note that CPXXopenCPLEX produces no output, so the only way to see the cause of the error is to use CPXXgeterrorstring. For other CPLEX routines, the errors will be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */ if ( env == NULL ) { char errmsg[CPXMESSAGEBUFSIZE]; fprintf (stderr, "Could not open CPLEX environment.\n"); CPXXgeterrorstring (env, status, errmsg); fprintf (stderr, "%s", errmsg); goto TERMINATE; } /* Turn on output to the screen */ status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON); if ( status ) { fprintf (stderr, "Failure to turn on screen indicator, error %d.\n", status); goto TERMINATE; } /* Create the problem, using the filename as the problem name */ lp = CPXXcreateprob (env, &status, argv[1]); /* A returned pointer of NULL may mean that not enough memory was available or there was some other problem. In the case of failure, an error message will have been written to the error channel from inside CPLEX. In this example, the setting of the parameter CPXPARAM_ScreenOutput causes the error message to appear on stdout. Note that most CPLEX routines return an error code to indicate the reason for failure. */ if ( lp == NULL ) { fprintf (stderr, "Failed to create LP.\n"); goto TERMINATE; } /* Now read the file, and copy the data into the created lp */ status = CPXXreadcopyprob (env, lp, argv[1], NULL); if ( status ) { fprintf (stderr, "Failed to read and copy the problem data.\n"); goto TERMINATE; } if ( CPXXgetprobtype (env, lp) != CPXPROB_QP ) { fprintf (stderr, "Input file is not a QP. Exiting.\n"); goto TERMINATE; } /* Optimize the problem and obtain solution. */ switch (argv[2][0]) { case 'o': method = CPX_ALG_AUTOMATIC; break; case 'p': method = CPX_ALG_PRIMAL; break; case 'd': method = CPX_ALG_DUAL; break; case 'n': method = CPX_ALG_NET; break; case 'b': method = CPX_ALG_BARRIER; break; default: method = CPX_ALG_NONE; break; } status = CPXXsetintparam (env, CPXPARAM_QPMethod, method); if ( status ) { fprintf (stderr, "Failed to set the optimization method, error %d.\n", status); goto TERMINATE; } status = CPXXqpopt (env, lp); if ( status ) { fprintf (stderr, "Failed to optimize QP.\n"); goto TERMINATE; } solnstat = CPXXgetstat (env, lp); if ( solnstat == CPX_STAT_UNBOUNDED ) { printf ("Model is unbounded\n"); goto TERMINATE; } else if ( solnstat == CPX_STAT_INFEASIBLE ) { printf ("Model is infeasible\n"); goto TERMINATE; } else if ( solnstat == CPX_STAT_INForUNBD ) { printf ("Model is infeasible or unbounded\n"); goto TERMINATE; } status = CPXXsolninfo (env, lp, &solnmethod, &solntype, NULL, NULL); if ( status ) { fprintf (stderr, "Failed to obtain solution info.\n"); goto TERMINATE; } printf ("Solution status %d, solution method %d\n", solnstat, solnmethod); if ( solntype == CPX_NO_SOLN ) { fprintf (stderr, "Solution not available.\n"); goto TERMINATE; } status = CPXXgetobjval (env, lp, &objval); if ( status ) { fprintf (stderr, "Failed to obtain objective value.\n"); goto TERMINATE; } printf ("Objective value %.10g.\n", objval); /* The size of the problem should be obtained by asking CPLEX what the actual size is. cur_numrows and cur_numcols store the current number of rows and columns, respectively. */ cur_numcols = CPXXgetnumcols (env, lp); cur_numrows = CPXXgetnumrows (env, lp); /* Retrieve basis, if one is available */ if ( solntype == CPX_BASIC_SOLN ) { cstat = malloc (cur_numcols*sizeof(*cstat)); rstat = malloc (cur_numrows*sizeof(*rstat)); if ( cstat == NULL || rstat == NULL ) { fprintf (stderr, "No memory for basis statuses.\n"); goto TERMINATE; } status = CPXXgetbase (env, lp, cstat, rstat); if ( status ) { fprintf (stderr, "Failed to get basis; error %d.\n", status); goto TERMINATE; } } else { printf ("No basis available\n"); } /* Retrieve solution vector */ x = malloc (cur_numcols*sizeof(*x)); if ( x == NULL ) { fprintf (stderr, "No memory for solution.\n"); goto TERMINATE; } status = CPXXgetx (env, lp, x, 0, cur_numcols-1); if ( status ) { fprintf (stderr, "Failed to obtain primal solution.\n"); goto TERMINATE; } /* Write out the solution */ for (j = 0; j < cur_numcols; j++) { printf ( "Column %d: Value = %17.10g", j, x[j]); if ( cstat != NULL ) { switch (cstat[j]) { case CPX_AT_LOWER: basismsg = "Nonbasic at lower bound"; break; case CPX_BASIC: basismsg = "Basic"; break; case CPX_AT_UPPER: basismsg = "Nonbasic at upper bound"; break; case CPX_FREE_SUPER: basismsg = "Superbasic, or free variable at zero"; break; default: basismsg = "Bad basis status"; break; } printf (" %s",basismsg); } printf ("\n"); } /* Display the maximum bound violation. */ status = CPXXgetdblquality (env, lp, &maxviol, CPX_MAX_PRIMAL_INFEAS); if ( status ) { fprintf (stderr, "Failed to obtain bound violation.\n"); goto TERMINATE; } printf ("Maximum bound violation = %17.10g\n", maxviol); TERMINATE: /* Free up the basis and solution */ free_and_null ((char **) &cstat); free_and_null ((char **) &rstat); free_and_null ((char **) &x); /* Free up the problem, if necessary */ if ( lp != NULL ) { status = CPXXfreeprob (env, &lp); if ( status ) { fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", status); } } /* Free up the CPLEX environment, if necessary */ if ( env != NULL ) { status = CPXXcloseCPLEX (&env); /* Note that CPXXcloseCPLEX produces no output, so the only way to see the cause of the error is to use CPXXgeterrorstring. For other CPLEX routines, the errors will be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */ if ( status ) { char errmsg[CPXMESSAGEBUFSIZE]; fprintf (stderr, "Could not close CPLEX environment.\n"); CPXXgeterrorstring (env, status, errmsg); fprintf (stderr, "%s", errmsg); } } return (status); } /* END main */