Esempio n. 1
0
int
main (int argc, char *argv[])
{
   CPXENVptr env = NULL;
   CPXLPptr  lp = NULL;
   int       status = 0;
   int       j;
   int       numcols;
   double    totinv; 

   int       solstat;
   double    objval;
   double    *x = NULL;

   double    rrhs[1];
   char      rsense[1];
   int       rmatbeg[1];

   int       *indices = NULL;
   double    *values = NULL;
   char      *namestore = NULL;
   char      **nameptr = NULL;
   int       surplus, storespace;

   const char * datadir = argc <= 1 ? "../../../examples/data" : argv[1];
   char *prod = NULL;

   prod = (char *) malloc (strlen (datadir) + 1 + strlen("prod.lp") + 1);
   sprintf (prod, "%s/prod.lp", datadir);

   /* Initialize the CPLEX environment */

   env = CPXopenCPLEX (&status);

   /* If an error occurs, the status value indicates the reason for
      failure.  A call to CPXgeterrorstring will produce the text of
      the error message.  Note that CPXopenCPLEX produces no output,
      so the only way to see the cause of the error is to use
      CPXgeterrorstring.  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");
      CPXgeterrorstring (env, status, errmsg);
      fprintf (stderr, "%s", errmsg);
      goto TERMINATE;
   }

   /* Turn on output to the screen */

   status = CPXsetintparam (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 = CPXcreateprob (env, &status, "prod.lp");

   /* 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 = CPXreadcopyprob (env, lp, prod, NULL);
   if ( status ) {
      fprintf (stderr, "Failed to read and copy the problem data.\n");
      goto TERMINATE;
   }

   /* Tell presolve to do only primal reductions,
      turn off simplex logging */

   status = CPXsetintparam (env, CPXPARAM_Preprocessing_Reduce, 1);
   if ( status ) {
      fprintf (stderr, "Failed to set CPXPARAM_Preprocessing_Reduce: %d\n", status);
      goto TERMINATE;
   }
   status = CPXsetintparam (env, CPXPARAM_Simplex_Display, 0);
   if ( status ) {
      fprintf (stderr, "Failed to set CPXPARAM_Simplex_Display: %d\n", status);
      goto TERMINATE;
   } 

   if ( status ) {
      fprintf (stderr, "Failure to set parameters\n");
      goto TERMINATE;
   } 


   /* Optimize the problem and obtain solution. */

   status = CPXlpopt (env, lp);
   if ( status ) {
      fprintf (stderr, "Failed to optimize profit LP.\n");
      goto TERMINATE;
   }

   solstat = CPXgetstat (env, lp);
   status  = CPXgetobjval (env, lp, &objval);

   if ( status || solstat != CPX_STAT_OPTIMAL ) {
      fprintf (stderr, "Solution failed. Status %d, solstat %d.\n",
               status, solstat);
      goto TERMINATE;
   }
   printf ("Profit objective value is %g\n", objval);


   /* Allocate space for column names */

   numcols = CPXgetnumcols (env, lp);
   if ( !numcols ) {
      fprintf (stderr, "No columns in problem\n");
      goto TERMINATE;
   }

   CPXgetcolname (env, lp, NULL, NULL, 0, &surplus, 0, numcols-1);
   storespace = - surplus;

   namestore = (char *) malloc (storespace * sizeof(char));
   nameptr   = (char **) malloc (numcols * sizeof(char *));
   if ( namestore == NULL  ||  nameptr == NULL ) {
      fprintf (stderr, "No memory for column names\n");
      goto TERMINATE;
   }
 
   status = CPXgetcolname (env, lp, nameptr, namestore, storespace,
                           &surplus, 0, numcols-1);
   if ( status ) {
      fprintf (stderr, "Failed to get column names\n");
      goto TERMINATE;
   }

   /* Allocate space for solution */

   x = (double *) malloc (numcols * sizeof(double));

   if ( x == NULL ) {
      fprintf (stderr,"No memory for solution.\n");
      goto TERMINATE;
   }

   status = CPXgetx (env, lp, x, 0, numcols-1);
   if ( status ) {
      fprintf (stderr, "Failed to obtain primal solution.\n");
      goto TERMINATE;
   }

   totinv = 0;
   for (j = 0; j < numcols; j++) {
      if ( !strncmp (nameptr[j], "inv", 3) )  totinv += x[j];
   }
   printf ("Inventory level under profit objective is %g\n", totinv);

   /* Allocate space for a constraint */

   indices = (int *)    malloc (numcols * sizeof (int));
   values  = (double *) malloc (numcols * sizeof (double));

   if ( indices == NULL  ||  values == NULL ) {
      fprintf (stderr, "No memory for constraint\n");
      goto TERMINATE;
   }

   /* Get profit objective and add it as a constraint */

   status = CPXgetobj (env, lp, values, 0, numcols-1);
   if ( status ) {
      fprintf (stderr,
              "Failed to get profit objective.  Status %d\n", status);
      goto TERMINATE;
   }
   for (j = 0; j < numcols; j++) {
      indices[j] = j;
   }

   rrhs[0]    = objval - fabs (objval) * 1e-6;
   rsense[0]  = 'G';
   rmatbeg[0] = 0;

   status = CPXpreaddrows (env, lp, 1, numcols, rrhs, rsense,
                           rmatbeg, indices, values, NULL);

   if ( status ) {
      fprintf (stderr,
              "Failed to add objective as constraint.  Status %d\n",
              status);
      goto TERMINATE;
   }

   /* Set up objective to maximize negative of sum of inventory */

   totinv = 0;
   for (j = 0; j < numcols; j++) {
      if ( strncmp (nameptr[j], "inv", 3) ) {
         values[j] = 0.0;
      }
      else {
         values[j] = - 1.0;
      }
   }

   status = CPXprechgobj (env, lp, numcols, indices, values);

   if ( status ) {
      fprintf (stderr,
              "Failed to change to inventory objective.  Status %d\n",
              status);
      goto TERMINATE;
   }

   status = CPXlpopt (env, lp);
   if ( status ) {
      fprintf (stderr, "Optimization on inventory level failed. Status %d.\n",
              status);
      goto TERMINATE;
   }

   solstat = CPXgetstat (env, lp);
   status  = CPXgetobjval (env, lp, &objval);
   if ( status  ||  solstat != CPX_STAT_OPTIMAL ) {
      fprintf (stderr, "Solution failed. Status %d, solstat %d.\n",
               status, solstat);
      goto TERMINATE;
   }

   printf("Solution status %d.\n", solstat);
   printf ("Inventory level after optimization is %g\n", -objval);


   status = CPXgetx (env, lp, x, 0, numcols-1);
   if ( status ) {
      fprintf (stderr, "Failed to obtain primal solution.\n");
      goto TERMINATE;
   }

   printf("Found solution");

   /* Write out the solution */

   printf ("\n");
   for (j = 0; j < numcols; j++) {
      printf ( "%s:  Value = %17.10g\n", nameptr[j], x[j]);
   }


TERMINATE:

   /* Free the filename */

   free_and_null ((char **) &prod);

   /* Free up the basis and solution */

   free_and_null ((char **) &indices);
   free_and_null ((char **) &values);
   free_and_null ((char **) &nameptr);
   free_and_null ((char **) &namestore);
   free_and_null ((char **) &x);


   /* Free up the problem, if necessary */

   if ( lp != NULL ) {
      status = CPXfreeprob (env, &lp);
      if ( status ) {
         fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
      }
   }

   /* Free up the CPLEX environment, if necessary */

   if ( env != NULL ) {
      status = CPXcloseCPLEX (&env);

      /* Note that CPXcloseCPLEX produces no output,
         so the only way to see the cause of the error is to use
         CPXgeterrorstring.  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");
         CPXgeterrorstring (env, status, errmsg);
         fprintf (stderr, "%s", errmsg);
      }
   }
     
   return (status);

}  /* END main */
Esempio n. 2
0
int
main (int  argc,
      char *argv[])
{
   int status = 0;

   /* Declare and allocate space for the variables and arrays where
      we will store the optimization results, including the status, 
      objective value, and variable values */
   
   int    solstat;
   double objval;
   double *x = NULL;
   
   CPXENVptr env = NULL;
   CPXLPptr  lp = NULL;

   int j;
   int cur_numcols;
   int wantorig = 1;
   int nameind = 1;

   /* Check the command line arguments */

   if ( argc != 2 ) {
      if ( argc != 3         ||
           argv[1][0] != '-' ||
           argv[1][1] != 'r'   ) {
         usage (argv[0]);
         goto TERMINATE;
      }
      wantorig = 0;
      nameind = 2;
   }

   /* Initialize the CPLEX environment */

   env = CPXopenCPLEX (&status);

   /* If an error occurs, the status value indicates the reason for
      failure.  A call to CPXgeterrorstring will produce the text of
      the error message.  Note that CPXopenCPLEX produces no
      output, so the only way to see the cause of the error is to use
      CPXgeterrorstring.  For other CPLEX routines, the errors will
      be seen if the CPXPARAM_ScreenOutput parameter is set to CPX_ON */

   if ( env == NULL ) {
      char errmsg[CPXMESSAGEBUFSIZE];
      fprintf (stderr, "Could not open CPLEX environment.\n");
      CPXgeterrorstring (env, status, errmsg);
      fprintf (stderr, "%s", errmsg);
      goto TERMINATE;
   }

   /* Turn on output to the screen */

   status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
   if ( status != 0 ) {
      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 = CPXcreateprob (env, &status, argv[nameind]);

   /* 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 = CPXreadcopyprob (env, lp, argv[nameind], NULL);
   if ( status ) {
      fprintf (stderr,
               "Failed to read and copy the problem data.\n");
      goto TERMINATE;
   }

   if ( CPXgetnumcols (env, lp) != CPXgetnumbin (env, lp) ) {
      fprintf (stderr, "Problem contains non-binary variables, exiting\n");
      goto TERMINATE;
   }

   /* Set parameters */

   if ( wantorig ) {
      /* Assure linear mappings between the presolved and original
         models */

      status = CPXsetintparam (env, CPXPARAM_Preprocessing_Linear, 0);
      if ( status )  goto TERMINATE;

      /* Let MIP callbacks work on the original model */

      status = CPXsetintparam (env, CPXPARAM_MIP_Strategy_CallbackReducedLP,
                               CPX_OFF);
      if ( status )  goto TERMINATE;
   }

   

   status = CPXsetdblparam (env, CPXPARAM_MIP_Tolerances_MIPGap,
                            (double) 1e-6);
   if ( status )  goto TERMINATE;

   /* Turn on traditional search for use with control callbacks */

   status = CPXsetintparam (env, CPXPARAM_MIP_Strategy_Search,
                            CPX_MIPSEARCH_TRADITIONAL);
   if ( status )  goto TERMINATE;

   /* Set up to use MIP callback */

   status = CPXsetheuristiccallbackfunc (env, rounddownheur, NULL);
   if ( status )  goto TERMINATE;

   /* Optimize the problem and obtain solution */

   status = CPXmipopt (env, lp);
   if ( status ) {
      fprintf (stderr, "Failed to optimize MIP.\n");
      goto TERMINATE;
   }

   solstat = CPXgetstat (env, lp);
   printf ("Solution status %d.\n", solstat);

   status = CPXgetobjval (env, lp, &objval);
   if ( status ) {
      fprintf (stderr, "Failed to obtain objective value.\n");
      goto TERMINATE;
   }

   printf ("Objective value %.10g\n", objval);

   cur_numcols = CPXgetnumcols (env, lp);

   /* Allocate space for solution */

   x = (double *) malloc (cur_numcols * sizeof (double));
   if ( x == NULL ) {
      fprintf (stderr, "No memory for solution values.\n");
      goto TERMINATE;
   }

   status = CPXgetx (env, lp, x, 0, cur_numcols-1);
   if ( status ) {
      fprintf (stderr, "Failed to obtain solution.\n");
      goto TERMINATE;
   }

   /* Write out the solution */

   for (j = 0; j < cur_numcols; j++) {
      if ( fabs (x[j]) > 1e-10 ) {
         printf ( "Column %d:  Value = %17.10g\n", j, x[j]);
      }
   }


TERMINATE:

   /* Free the solution vector */

   free_and_null ((char **) &x);

   /* Free the problem as allocated by CPXcreateprob and
      CPXreadcopyprob, if necessary */

   if ( lp != NULL ) {
      status = CPXfreeprob (env, &lp);
      if ( status ) {
         fprintf (stderr, "CPXfreeprob failed, error code %d.\n",
                  status);
      }
   }

   /* Free the CPLEX environment, if necessary */

   if ( env != NULL ) {
      status = CPXcloseCPLEX (&env);

      /* Note that CPXcloseCPLEX produces no output, so the only 
         way to see the cause of the error is to use
         CPXgeterrorstring.  For other CPLEX routines, the errors 
         will be seen if the CPXPARAM_ScreenOutput parameter is set to 
         CPX_ON */

      if ( status ) {
         char errmsg[CPXMESSAGEBUFSIZE];
         fprintf (stderr, "Could not close CPLEX environment.\n");
         CPXgeterrorstring (env, status, errmsg);
         fprintf (stderr, "%s", errmsg);
      }
   }
     
   return (status);

} /* END main */
Esempio n. 3
0
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;
   int           j;
   int           cur_numrows, cur_numcols;

   char          *basismsg;

   /* Check the command line arguments */

   if (( argc != 3 )                         ||
       ( strchr ("cfg", argv[2][0]) == NULL )  ) {
      usage (argv[0]);
      goto TERMINATE;
   }

   /* Initialize the CPLEX environment */

   env = CPXopenCPLEX (&status);

   /* If an error occurs, the status value indicates the reason for
      failure.  A call to CPXgeterrorstring will produce the text of
      the error message.  Note that CPXopenCPLEX produces no output,
      so the only way to see the cause of the error is to use
      CPXgeterrorstring.  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");
      CPXgeterrorstring (env, status, errmsg);
      fprintf (stderr, "%s", errmsg);
      goto TERMINATE;
   }

   /* Turn on output to the screen */

   status = CPXsetintparam (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 = CPXcreateprob (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 = CPXreadcopyprob (env, lp, argv[1], NULL);
   if ( status ) {
      fprintf (stderr, "Failed to read and copy the problem data.\n");
      goto TERMINATE;
   }

   if ( CPXgetprobtype (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 'c':
         status = CPXsetintparam (env, CPXPARAM_SolutionTarget,
                                  CPX_SOLUTIONTARGET_OPTIMALCONVEX);
         if ( status ) goto TERMINATE;

         status = CPXqpopt (env, lp);
         if ( status ) {
            if ( status == CPXERR_Q_NOT_POS_DEF )
               printf ("Problem is not convex. Use argument f to get local optimum "
                       "or g to get global optimum.\n");
            else
               fprintf (stderr, "Failed to optimize QP.\n");
            goto TERMINATE;
         }
            
         break;
      case 'f':
         status = CPXsetintparam (env, CPXPARAM_SolutionTarget,
                                  CPX_SOLUTIONTARGET_FIRSTORDER);
         if ( status ) goto TERMINATE;

         status = CPXqpopt (env, lp);
         if ( status ) {
            fprintf (stderr, "Failed to optimize QP.\n");
            goto TERMINATE;
         }
         break;
      case 'g':
         status = CPXsetintparam (env, CPXPARAM_SolutionTarget,
                                  CPX_SOLUTIONTARGET_OPTIMALGLOBAL);
         if ( status ) goto TERMINATE;

         status = CPXqpopt (env, lp);
         if ( status ) {
            fprintf (stderr, "Failed to optimize noncvonex QP.\n");
            goto TERMINATE;
         }
         break;
      default:
         break;
   }

   solnstat = CPXgetstat (env, lp);

   if      ( solnstat == CPXMIP_UNBOUNDED  ||
             solnstat == CPX_STAT_UNBOUNDED  ) {
      printf ("Model is unbounded\n");
      goto TERMINATE;
   }
   else if ( solnstat == CPXMIP_INFEASIBLE  ||
             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 = CPXsolninfo (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 = CPXgetobjval (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 = CPXgetnumcols (env, lp);
   cur_numrows = CPXgetnumrows (env, lp);

   /* Retrieve basis, if one is available */

   if ( solntype == CPX_BASIC_SOLN ) {
      cstat = (int *) malloc (cur_numcols*sizeof(int));
      rstat = (int *) malloc (cur_numrows*sizeof(int));
      if ( cstat == NULL || rstat == NULL ) {
         fprintf (stderr, "No memory for basis statuses.\n");
         goto TERMINATE;
      }

      status = CPXgetbase (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 = (double *) malloc (cur_numcols*sizeof(double));
   if ( x == NULL ) {
      fprintf (stderr, "No memory for solution.\n");
      goto TERMINATE;
   }

   status = CPXgetx (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 = CPXgetdblquality (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 = CPXfreeprob (env, &lp);
      if ( status ) {
         fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
      }
   }

   /* Free up the CPLEX environment, if necessary */

   if ( env != NULL ) {
      status = CPXcloseCPLEX (&env);

      /* Note that CPXcloseCPLEX produces no output,
         so the only way to see the cause of the error is to use
         CPXgeterrorstring.  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");
         CPXgeterrorstring (env, status, errmsg);
         fprintf (stderr, "%s", errmsg);
      }
   }

   return (status);

}  /* END main */
Esempio n. 4
0
int
main (int argc, char *argv[])
{
    int     uselogcallback = 0;
    LOGINFO myloginfo;

    int         usetimelimcallback = 0;
    TIMELIMINFO mytimeliminfo;

    int          useterminate = 0;
    volatile int terminator;

    CPXENVptr env = NULL;
    CPXLPptr  lp = NULL;
    int       solstat;
    int       status = 0;

    /* Check the command line arguments */

    if (( argc != 3 )                                         ||
            ( strchr ("lta", argv[2][0]) == NULL )  ) {
        usage (argv[0]);
        goto TERMINATE;
    }

    switch (argv[2][0]) {
    case 'l':
        uselogcallback = 1;
        break;
    case 't':
        usetimelimcallback = 1;
        break;
    case 'a':
        useterminate = 1;
        break;
    default:
        break;
    }

    /* Initialize the CPLEX environment */

    env = CPXopenCPLEX (&status);

    /* If an error occurs, the status value indicates the reason for
       failure.  A call to CPXgeterrorstring will produce the text of
       the error message.  Note that CPXopenCPLEX produces no output,
       so the only way to see the cause of the error is to use
       CPXgeterrorstring.  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");
        CPXgeterrorstring (env, status, errmsg);
        fprintf (stderr, "%s", errmsg);
        goto TERMINATE;
    }

    /* Turn on output to the screen */

    status = CPXsetintparam (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 = CPXcreateprob (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 = CPXreadcopyprob (env, lp, argv[1], NULL);
    if ( status ) {
        fprintf (stderr, "Failed to read and copy the problem data.\n");
        goto TERMINATE;
    }

    if ( usetimelimcallback ) {
        double t;
        status = CPXgettime (env, &t);
        if ( status ) {
            fprintf (stderr, "Failed to initialize timer.\n");
            goto TERMINATE;
        }
        mytimeliminfo.acceptablegap = 10.0;
        mytimeliminfo.aborted       = 0;
        mytimeliminfo.timestart     = t;
        mytimeliminfo.timelim       = 1.0;

        status = CPXsetinfocallbackfunc (env, timelimcallback, &mytimeliminfo);
        if ( status ) {
            fprintf (stderr, "Failed to set time limit callback function.\n");
            goto TERMINATE;
        }
    }
    else if ( uselogcallback ) {
        /* Set overall node limit in case callback conditions are not met */
        status = CPXsetintparam (env, CPXPARAM_MIP_Limits_Nodes, 5000);
        if ( status ) goto TERMINATE;

        status = CPXgettime (env, &myloginfo.timestart);
        if ( status ) {
            fprintf (stderr, "Failed to query time.\n");
            goto TERMINATE;
        }
        status = CPXgetdettime (env, &myloginfo.dettimestart);
        if ( status ) {
            fprintf (stderr, "Failed to query deterministic time.\n");
            goto TERMINATE;
        }
        myloginfo.numcols       = CPXgetnumcols (env, lp);
        myloginfo.lastincumbent = CPXgetobjsen (env, lp) * 1e+35;
        myloginfo.lastlog       = -10000;
        status = CPXsetinfocallbackfunc (env, logcallback, &myloginfo);
        if ( status ) {
            fprintf (stderr, "Failed to set logging callback function.\n");
            goto TERMINATE;
        }
        /* Turn off CPLEX logging */
        status = CPXsetintparam (env, CPXPARAM_MIP_Display, 0);
        if ( status )  goto TERMINATE;
    }
    else if ( useterminate) {
        status = CPXsetterminate (env, &terminator);
        if ( status ) {
            fprintf (stderr, "Failed to set terminator.\n");
            goto TERMINATE;
        }
        /* Typically, you would pass the terminator variable to
           another thread or pass it to an interrupt handler,
           and  monitor for some event to occur.  When it does,
           set terminator to a non-zero value.

           To illustrate its use without creating a thread or
           an interrupt handler, terminate immediately by setting
           terminator before the solve.
        */
        terminator = 1;
    }

    /* Optimize the problem and obtain solution. */

    status = CPXmipopt (env, lp);

    if ( status ) {
        fprintf (stderr, "Failed to optimize MIP.\n");
        goto TERMINATE;
    }

    solstat = CPXgetstat (env, lp);
    printf ("Solution status %d.\n", solstat);

TERMINATE:

    /* Free up the problem as allocated by CPXcreateprob, if necessary */

    if ( lp != NULL ) {
        int xstatus = CPXfreeprob (env, &lp);
        if ( xstatus ) {
            fprintf (stderr, "CPXfreeprob failed, error code %d.\n", xstatus);
            status = xstatus;
        }
    }

    /* Free up the CPLEX environment, if necessary */

    if ( env != NULL ) {
        int xstatus = CPXcloseCPLEX (&env);

        /* Note that CPXcloseCPLEX produces no output,
           so the only way to see the cause of the error is to use
           CPXgeterrorstring.  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");
            CPXgeterrorstring (env, status, errmsg);
            fprintf (stderr, "%s", errmsg);
            status = xstatus;
        }
    }

    return (status);

}  /* END main */
Esempio n. 5
0
File: lpex7.c Progetto: renvieir/ioc
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;
   int           j;
   int           cur_numrows, cur_numcols;
   char          **cur_colname = NULL;
   char          *cur_colnamestore = NULL;
   int           cur_colnamespace;
   int           surplus;
   int           method;

   char          *basismsg;

   /* Check the command line arguments */

   if (( argc != 3 )                                              ||
       ( strchr ("podhbnsc", argv[2][0]) == NULL )  ) {
      usage (argv[0]);
      goto TERMINATE;
   }

   /* Initialize the CPLEX environment */

   env = CPXopenCPLEX (&status);

   /* If an error occurs, the status value indicates the reason for
      failure.  A call to CPXgeterrorstring will produce the text of
      the error message.  Note that CPXopenCPLEX produces no output,
      so the only way to see the cause of the error is to use
      CPXgeterrorstring.  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");
      CPXgeterrorstring (env, status, errmsg);
      fprintf (stderr, "%s", errmsg);
      goto TERMINATE;
   }

   /* Turn on output to the screen */

   status = CPXsetintparam (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 = CPXcreateprob (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 = CPXreadcopyprob (env, lp, argv[1], NULL);
   if ( status ) {
      fprintf (stderr, "Failed to read and copy the problem data.\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 'h':
         method = CPX_ALG_BARRIER;
         break;
      case 'b':
         method = CPX_ALG_BARRIER;
         status = CPXsetintparam (env, CPXPARAM_Barrier_Crossover,
                                  CPX_ALG_NONE);
         if ( status ) {
            fprintf (stderr, 
                     "Failed to set the crossover method, error %d.\n", status);
            goto TERMINATE;
         }
         break;
      case 's':
         method = CPX_ALG_SIFTING;
         break;
      case 'c':
         method = CPX_ALG_CONCURRENT;
         break;
      default:
         method = CPX_ALG_NONE;
         break;
   }

   status = CPXsetintparam (env, CPXPARAM_LPMethod, method);
   if ( status ) {
      fprintf (stderr, 
               "Failed to set the optimization method, error %d.\n", status);
      goto TERMINATE;
   }
   

   status = CPXlpopt (env, lp);
   if ( status ) {
      fprintf (stderr, "Failed to optimize LP.\n");
      goto TERMINATE;
   }

   solnstat = CPXgetstat (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 = CPXsolninfo (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 = CPXgetobjval (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 = CPXgetnumcols (env, lp);
   cur_numrows = CPXgetnumrows (env, lp);

   /* Retrieve basis, if one is available */

   if ( solntype == CPX_BASIC_SOLN ) {
      cstat = (int *) malloc (cur_numcols*sizeof(int));
      rstat = (int *) malloc (cur_numrows*sizeof(int));
      if ( cstat == NULL || rstat == NULL ) {
         fprintf (stderr, "No memory for basis statuses.\n");
         goto TERMINATE;
      }

      status = CPXgetbase (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 = (double *) malloc (cur_numcols*sizeof(double));
   if ( x == NULL ) {
      fprintf (stderr, "No memory for solution.\n");
      goto TERMINATE;
   }

   status = CPXgetx (env, lp, x, 0, cur_numcols-1);
   if ( status ) {
      fprintf (stderr, "Failed to obtain primal solution.\n");
      goto TERMINATE;
   }


   /* Now get the column names for the problem.  First we determine how
      much space is used to hold the names, and then do the allocation.
      Then we call CPXgetcolname() to get the actual names. */ 

   status = CPXgetcolname (env, lp, NULL, NULL, 0, &surplus, 0,
                           cur_numcols-1);

   if (( status != CPXERR_NEGATIVE_SURPLUS ) &&
       ( status != 0 )                         )  {
      fprintf (stderr, 
               "Could not determine amount of space for column names.\n");
      goto TERMINATE;
   }

   cur_colnamespace = - surplus;
   if ( cur_colnamespace > 0 ) {
      cur_colname      = (char **) malloc (sizeof(char *)*cur_numcols);
      cur_colnamestore = (char *)  malloc (cur_colnamespace);
      if ( cur_colname      == NULL ||
           cur_colnamestore == NULL   ) {
         fprintf (stderr, "Failed to get memory for column names.\n");
         status = -1;
         goto TERMINATE;
      }
      status = CPXgetcolname (env, lp, cur_colname, cur_colnamestore, 
                              cur_colnamespace, &surplus, 0, cur_numcols-1);
      if ( status ) {
         fprintf (stderr, "CPXgetcolname failed.\n");
         goto TERMINATE;
      }
   }
   else {
      printf ("No names associated with problem.  Using Fake names.\n");
   }

   /* Write out the solution */

   for (j = 0; j < cur_numcols; j++) {
      if ( cur_colnamespace > 0 ) {
         printf ("%-16s:  ", cur_colname[j]);
      }
      else {
         printf ("Fake%-6.6d      :  ", j);;
      }
      printf ("%17.10g", 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 = CPXgetdblquality (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_and_null ((char **) &cur_colname);
   free_and_null ((char **) &cur_colnamestore);

   /* Free up the problem, if necessary */

   if ( lp != NULL ) {
      status = CPXfreeprob (env, &lp);
      if ( status ) {
         fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
      }
   }

   /* Free up the CPLEX environment, if necessary */

   if ( env != NULL ) {
      status = CPXcloseCPLEX (&env);

      /* Note that CPXcloseCPLEX produces no output,
         so the only way to see the cause of the error is to use
         CPXgeterrorstring.  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");
         CPXgeterrorstring (env, status, errmsg);
         fprintf (stderr, "%s", errmsg);
      }
   }
     
   return (status);

}  /* END main */
Esempio n. 6
0
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,
      and variable values. */


   int      solstat;
   double   objval;
   double   *x     = NULL;

   CPXENVptr     env = NULL;
   CPXLPptr      lp = NULL;
   int           status;
   int           j;
   int           cur_numcols;

   /* Check the command line arguments */

   if ( argc != 2 ) {
      usage (argv[0]);
      goto TERMINATE;
   }

   /* Initialize the CPLEX environment */

   env = CPXopenCPLEX (&status);

   /* If an error occurs, the status value indicates the reason for
      failure.  A call to CPXgeterrorstring will produce the text of
      the error message.  Note that CPXopenCPLEX produces no output,
      so the only way to see the cause of the error is to use
      CPXgeterrorstring.  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");
      CPXgeterrorstring (env, status, errmsg);
      fprintf (stderr, "%s", errmsg);
      goto TERMINATE;
   }

   /* Turn on output to the screen */

   status = CPXsetintparam (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 = CPXcreateprob (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 = CPXreadcopyprob (env, lp, argv[1], NULL);
   if ( status ) {
      fprintf (stderr, "Failed to read and copy the problem data.\n");
      goto TERMINATE;
   }


   /* Optimize the problem and obtain solution. */

   status = CPXmipopt (env, lp);

   if ( status ) {
      fprintf (stderr, "Failed to optimize MIP.\n");
      goto TERMINATE;
   }

   solstat = CPXgetstat (env, lp);
   printf ("Solution status %d.\n", solstat);

   status  = CPXgetobjval (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_numcols stores the current number 
      of columns. */

   cur_numcols = CPXgetnumcols (env, lp);

   /* Allocate space for solution */

   x = (double *) malloc (cur_numcols*sizeof(double));

   if ( x == NULL ) {
      fprintf (stderr, "No memory for solution values.\n");
      goto TERMINATE;
   }

   status = CPXgetx (env, lp, x, 0, cur_numcols-1);
   if ( status ) {
      fprintf (stderr, "Failed to obtain solution.\n");
      goto TERMINATE;
   }

   /* Write out the solution */

   for (j = 0; j < cur_numcols; j++) {
      printf ( "Column %d:  Value = %17.10g\n", j, x[j]);
   }

   
   
TERMINATE:

   /* Free up the solution */

   free_and_null ((char **) &x);

   /* Free up the problem as allocated by CPXcreateprob, if necessary */

   if ( lp != NULL ) {
      status = CPXfreeprob (env, &lp);
      if ( status ) {
         fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
      }
   }

   /* Free up the CPLEX environment, if necessary */

   if ( env != NULL ) {
      status = CPXcloseCPLEX (&env);

      /* Note that CPXcloseCPLEX produces no output,
         so the only way to see the cause of the error is to use
         CPXgeterrorstring.  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");
         CPXgeterrorstring (env, status, errmsg);
         fprintf (stderr, "%s", errmsg);
      }
   }
     
   return (status);

}  /* END main */
Esempio n. 7
0
int
main (int  argc,
      char *argv[])
{
   int status = 0;

   /* Declare and allocate space for the variables and arrays where
      we will store the optimization results, including the status, 
      objective value, and variable values */
   
   int    solstat;
   double objval, relobj;
   double *x = NULL;
	 
   MYCB info;

   CPXENVptr env = NULL;
   CPXLPptr  lp  = NULL;
   CPXLPptr  lpclone = NULL;

   int j;
   int cur_numcols;

   /* Check the command line arguments */

   if ( argc != 2 ) {
      usage (argv[0]);
      goto TERMINATE;
   }

   /* Initialize the CPLEX environment */

   env = CPXopenCPLEX (&status);

   /* If an error occurs, the status value indicates the reason for
      failure.  A call to CPXgeterrorstring will produce the text of
      the error message.  Note that CPXopenCPLEX produces no
      output, so the only way to see the cause of the error is to use
      CPXgeterrorstring.  For other CPLEX routines, the errors will
      be seen if the CPXPARAM_ScreenOutput parameter is set to CPX_ON */

   if ( env == NULL ) {
      char errmsg[CPXMESSAGEBUFSIZE];
      fprintf (stderr, "Could not open CPLEX environment.\n");
      CPXgeterrorstring (env, status, errmsg);
      fprintf (stderr, "%s", errmsg);
      goto TERMINATE;
   }

   /* Turn on output to the screen */

   status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
   if ( status ) {
      fprintf (stderr, 
               "Failure to turn on screen indicator, error %d.\n",
               status);
      goto TERMINATE;
   }


   /* Turn on traditional search for use with control callbacks */

   status = CPXsetintparam (env, CPXPARAM_MIP_Strategy_Search,
                            CPX_MIPSEARCH_TRADITIONAL);
   if ( status )  goto TERMINATE;

   /* Create the problem, using the filename as the problem name */

   lp = CPXcreateprob (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 = CPXreadcopyprob (env, lp, argv[1], NULL);
   if ( status ) {
      fprintf (stderr,
               "Failed to read and copy the problem data.\n");
      goto TERMINATE;
   }

   /* We transfer a problem with semi-continuous or semi-integer
      variables to a MIP problem by adding variables and  
      constraints. So in MIP callbacks, the size of the problem
      is changed and this example won't work for such problems */

   if ( CPXgetnumsemicont (env, lp) + CPXgetnumsemiint (env, lp) ) {
      fprintf (stderr, 
         "Not for problems with semi-continuous or semi-integer variables.\n");
      goto TERMINATE;
   }

   /* The size of the problem should be obtained by asking CPLEX what
      the actual size is. cur_numcols store the current number 
      of columns */

   cur_numcols = CPXgetnumcols (env, lp);

   x = (double *) malloc (cur_numcols * sizeof (double));
   if ( x == NULL ) {
      fprintf (stderr, "Memory allocation failed.\n");
      goto TERMINATE;
   }

   /* Solve relaxation of MIP */

   /* Clone original model */

   lpclone = CPXcloneprob (env, lp, &status);
   if ( status ) {
      fprintf (stderr, "Failed to clone problem.\n");
      goto TERMINATE;
   }

   /* Relax */

   status = CPXchgprobtype (env, lpclone, CPXPROB_LP);
   if ( status ) {
      fprintf (stderr, "Failed to relax problem.\n");
      goto TERMINATE;
   }

   /* Solve LP relaxation of original model using "default"
      LP solver */

   status = CPXlpopt (env, lpclone);
   if ( status ) {
      fprintf (stderr, "Failed to solve relaxation.\n");
      goto TERMINATE;
   }

   status = CPXsolution (env, lpclone, NULL, &relobj, x, NULL,
                         NULL, NULL);
   if ( status ) {
      fprintf (stderr, "Failed to extract solution.\n");
      goto TERMINATE;
   }

   printf ("Solution status = %d", CPXgetstat(env,lpclone));
   printf ("\nLP relaxation objective: %.4e\n\n", relobj);

   /* Set up solve callback */
   
   info.count = 0;
   info.mip   = lp;
   info.relx  = x;

   status = CPXsetsolvecallbackfunc (env, &solvecallback,
                                     (void *) &info);
   if ( status ) {
      fprintf (stderr, "Failed to set solve callback.\n");
      goto TERMINATE;
   }

   /* Optimize the problem and obtain solution */

   status = CPXmipopt (env, lp);
   if ( status ) {
      fprintf (stderr, "Failed to optimize MIP.\n");
      goto TERMINATE;
   }

   solstat = CPXgetstat (env, lp);

   status = CPXgetobjval (env, lp, &objval);
   if ( status ) {
      fprintf (stderr,"Failed to obtain objective value.\n");
      goto TERMINATE;
   }

   printf ("Solution status %d.\n", solstat); 
   printf ("Objective value %.10g\n", objval);

   status = CPXgetx (env, lp, x, 0, cur_numcols-1);
   if ( status ) {
      fprintf (stderr, "Failed to obtain solution.\n");
      goto TERMINATE;
   }

   /* Write out the solution */

   for (j = 0; j < cur_numcols; j++) {
      if ( fabs (x[j]) > 1e-10 ) {
         printf ( "Column %d:  Value = %17.10g\n", j, x[j]);
      }
   }
   

TERMINATE:

   /* Free the solution vector */

   free_and_null ((char **) &x);

   /* Free the problem as allocated by CPXcreateprob and
      CPXreadcopyprob, if necessary */

   if ( lp != NULL ) {
      status = CPXfreeprob (env, &lp);
      if ( status ) {
         fprintf (stderr, "CPXfreeprob failed, error code %d.\n",
                  status);
      }
   }

   /* Free the cloned lp as allocated by CPXcloneprob,
      if necessary */

   if ( lpclone != NULL ) {
      status = CPXfreeprob (env, &lpclone);
      if ( status ) {
         fprintf (stderr, "CPXfreeprob failed, error code %d.\n",
                  status);
      }
   }

   /* Free the CPLEX environment, if necessary */

   if ( env != NULL ) {
      status = CPXcloseCPLEX (&env);

      /* Note that CPXcloseCPLEX produces no output, so the only 
         way to see the cause of the error is to use
         CPXgeterrorstring.  For other CPLEX routines, the errors 
         will be seen if the CPXPARAM_ScreenOutput parameter is set to 
         CPX_ON */

      if ( status ) {
         char errmsg[CPXMESSAGEBUFSIZE];
         fprintf (stderr, "Could not close CPLEX environment.\n");
         CPXgeterrorstring (env, status, errmsg);
         fprintf (stderr, "%s", errmsg);
      }
   }
     
   return (status);

} /* END main */
Esempio n. 8
0
int
main (int argc, char *argv[])
{
   int status = 0;

   /* Declare and allocate space for the variables and arrays where
      we will store the optimization results, including the status, 
      objective value, and variable values */
   
   int    solstat;
   double objval;
   double *x = NULL;
   
   CPXENVptr env = NULL;
   CPXLPptr  lp = NULL;

   int j;
   int cur_numcols;

   const char * datadir = argc <= 1 ? "../../../examples/data" : argv[1];
   char *noswot = NULL;

   noswot = (char *) malloc (strlen (datadir) + 1 + strlen("noswot.mps") + 1);
   sprintf (noswot, "%s/noswot.mps", datadir);

   /* Initialize the CPLEX environment */

   env = CPXopenCPLEX (&status);

   /* If an error occurs, the status value indicates the reason for
      failure.  A call to CPXgeterrorstring will produce the text of
      the error message.  Note that CPXopenCPLEX produces no
      output, so the only way to see the cause of the error is to use
      CPXgeterrorstring.  For other CPLEX routines, the errors will
      be seen if the CPXPARAM_ScreenOutput parameter is set to CPX_ON */

   if ( env == NULL ) {
      char errmsg[CPXMESSAGEBUFSIZE];
      fprintf (stderr, "Could not open CPLEX environment.\n");
      CPXgeterrorstring (env, status, errmsg);
      fprintf (stderr, "%s", errmsg);
      goto TERMINATE;
   }

   /* Turn on output to the screen */

   status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
   if ( status != 0 ) {
      fprintf (stderr, 
               "Failure to turn on screen indicator, error %d.\n",
               status);
      goto TERMINATE;
   }
   CPXsetintparam (env, CPXPARAM_MIP_Interval, 1000);

   /* Create the problem, using the filename as the problem name */

   lp = CPXcreateprob (env, &status, "noswot");

   /* 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 = CPXreadcopyprob (env, lp, noswot, NULL);
   if ( status ) {
      fprintf (stderr,
               "Failed to read and copy the problem data.\n");
      goto TERMINATE;
   }

   /* Set parameters */

   /* Assure linear mappings between the presolved and original
      models */

   status = CPXsetintparam (env, CPXPARAM_Preprocessing_Linear, 0);
   if ( status )  goto TERMINATE;


   /* Create user cuts for noswot problem */

   status = addusercuts (env, lp); 
   if ( status )  goto TERMINATE;

   /* Optimize the problem and obtain solution */

   status = CPXmipopt (env, lp);
   if ( status ) {
      fprintf (stderr, "Failed to optimize MIP.\n");
      goto TERMINATE;
   }

   solstat = CPXgetstat (env, lp);
   printf ("Solution status %d.\n", solstat);

   status = CPXgetobjval (env, lp, &objval);
   if ( status ) {
      fprintf (stderr,"Failed to obtain objective value.\n");
      goto TERMINATE;
   }

   printf ("Objective value %.10g\n", objval);

   cur_numcols = CPXgetnumcols (env, lp);

   /* Allocate space for solution */

   x = (double *) malloc (cur_numcols * sizeof (double));
   if ( x == NULL ) {
      fprintf (stderr, "No memory for solution values.\n");
      goto TERMINATE;
   }

   status = CPXgetx (env, lp, x, 0, cur_numcols-1);
   if ( status ) {
      fprintf (stderr, "Failed to obtain solution.\n");
      goto TERMINATE;
   }

   /* Write out the solution */

   for (j = 0; j < cur_numcols; j++) {
      if ( fabs (x[j]) > 1e-10 ) {
         printf ("Column %d:  Value = %17.10g\n", j, x[j]);
      }
   }


TERMINATE:

   /* Free the filename */

   free_and_null ((char **) &noswot);

   /* Free the solution vector */

   free_and_null ((char **) &x);

   /* Free the problem as allocated by CPXcreateprob and
      CPXreadcopyprob, if necessary */

   if ( lp != NULL ) {
      status = CPXfreeprob (env, &lp);
      if ( status ) {
         fprintf (stderr, "CPXfreeprob failed, error code %d.\n",
                  status);
      }
   }

   /* Free the CPLEX environment, if necessary */

   if ( env != NULL ) {
      status = CPXcloseCPLEX (&env);

      /* Note that CPXcloseCPLEX produces no output, so the only 
         way to see the cause of the error is to use
         CPXgeterrorstring.  For other CPLEX routines, the errors 
         will be seen if the CPXPARAM_ScreenOutput parameter is set to 
         CPX_ON */

      if ( status ) {
         char errmsg[CPXMESSAGEBUFSIZE];
         fprintf (stderr, "Could not close CPLEX environment.\n");
         CPXgeterrorstring (env, status, errmsg);
         fprintf (stderr, "%s", errmsg);
      }
   }
     
   return (status);

} /* END main */