static int preprocess_and_solve_mip(glp_prob *P, const glp_iocp *parm)
{ /* solve MIP using the preprocessor */
ENV *env = get_env_ptr();
int term_out = env->term_out;
NPP *npp;
glp_prob *mip = NULL;
glp_bfcp bfcp;
glp_smcp smcp;
int ret;
if (parm->msg_lev >= GLP_MSG_ALL)
xprintf("Preprocessing...\n");
/* create preprocessor workspace */
npp = npp_create_wksp();
/* load original problem into the preprocessor workspace */
npp_load_prob(npp, P, GLP_OFF, GLP_MIP, GLP_OFF);
/* process MIP prior to applying the branch-and-bound method */
if (!term_out || parm->msg_lev < GLP_MSG_ALL)
env->term_out = GLP_OFF;
else
env->term_out = GLP_ON;
ret = npp_integer(npp, parm);
env->term_out = term_out;
if (ret == 0)
;
else if (ret == GLP_ENOPFS)
{ if (parm->msg_lev >= GLP_MSG_ALL)
xprintf("PROBLEM HAS NO PRIMAL FEASIBLE SOLUTION\n");
}
else if (ret == GLP_ENODFS)
{ if (parm->msg_lev >= GLP_MSG_ALL)
xprintf("LP RELAXATION HAS NO DUAL FEASIBLE SOLUTION\n");
}
else
xassert(ret != ret);
if (ret != 0) goto done;
/* build transformed MIP */
mip = glp_create_prob();
npp_build_prob(npp, mip);
/* if the transformed MIP is empty, it has empty solution, which
is optimal */
if (mip->m == 0 && mip->n == 0)
{ mip->mip_stat = GLP_OPT;
mip->mip_obj = mip->c0;
if (parm->msg_lev >= GLP_MSG_ALL)
{ xprintf("Objective value = %17.9e\n", mip->mip_obj);
xprintf("INTEGER OPTIMAL SOLUTION FOUND BY MIP PREPROCESSOR"
"\n");
}
goto post;
}
/* display some statistics */
if (parm->msg_lev >= GLP_MSG_ALL)
{ int ni = glp_get_num_int(mip);
int nb = glp_get_num_bin(mip);
char s[50];
xprintf("%d row%s, %d column%s, %d non-zero%s\n",
mip->m, mip->m == 1 ? "" : "s", mip->n, mip->n == 1 ? "" :
"s", mip->nnz, mip->nnz == 1 ? "" : "s");
if (nb == 0)
strcpy(s, "none of");
else if (ni == 1 && nb == 1)
strcpy(s, "");
else if (nb == 1)
strcpy(s, "one of");
else if (nb == ni)
strcpy(s, "all of");
else
sprintf(s, "%d of", nb);
xprintf("%d integer variable%s, %s which %s binary\n",
ni, ni == 1 ? "" : "s", s, nb == 1 ? "is" : "are");
}
/* inherit basis factorization control parameters */
glp_get_bfcp(P, &bfcp);
glp_set_bfcp(mip, &bfcp);
/* scale the transformed problem */
if (!term_out || parm->msg_lev < GLP_MSG_ALL)
env->term_out = GLP_OFF;
else
env->term_out = GLP_ON;
glp_scale_prob(mip,
GLP_SF_GM | GLP_SF_EQ | GLP_SF_2N | GLP_SF_SKIP);
env->term_out = term_out;
/* build advanced initial basis */
if (!term_out || parm->msg_lev < GLP_MSG_ALL)
env->term_out = GLP_OFF;
else
env->term_out = GLP_ON;
glp_adv_basis(mip, 0);
env->term_out = term_out;
/* solve initial LP relaxation */
if (parm->msg_lev >= GLP_MSG_ALL)
xprintf("Solving LP relaxation...\n");
glp_init_smcp(&smcp);
smcp.msg_lev = parm->msg_lev;
mip->it_cnt = P->it_cnt;
ret = glp_simplex(mip, &smcp);
P->it_cnt = mip->it_cnt;
if (ret != 0)
{ if (parm->msg_lev >= GLP_MSG_ERR)
xprintf("glp_intopt: cannot solve LP relaxation\n");
ret = GLP_EFAIL;
goto done;
}
/* check status of the basic solution */
ret = glp_get_status(mip);
if (ret == GLP_OPT)
ret = 0;
else if (ret == GLP_NOFEAS)
ret = GLP_ENOPFS;
else if (ret == GLP_UNBND)
ret = GLP_ENODFS;
else
xassert(ret != ret);
if (ret != 0) goto done;
/* solve the transformed MIP */
mip->it_cnt = P->it_cnt;
#if 0 /* 11/VII-2013 */
ret = solve_mip(mip, parm);
#else
if (parm->use_sol)
{ mip->mip_stat = P->mip_stat;
mip->mip_obj = P->mip_obj;
}
ret = solve_mip(mip, parm, P, npp);
#endif
P->it_cnt = mip->it_cnt;
/* only integer feasible solution can be postprocessed */
if (!(mip->mip_stat == GLP_OPT || mip->mip_stat == GLP_FEAS))
{ P->mip_stat = mip->mip_stat;
goto done;
}
/* postprocess solution from the transformed MIP */
post: npp_postprocess(npp, mip);
/* the transformed MIP is no longer needed */
glp_delete_prob(mip), mip = NULL;
/* store solution to the original problem */
npp_unload_sol(npp, P);
done: /* delete the transformed MIP, if it exists */
if (mip != NULL) glp_delete_prob(mip);
/* delete preprocessor workspace */
npp_delete_wksp(npp);
return ret;
}
void glp_copy_prob(glp_prob *dest, glp_prob *prob, int names)
{ glp_tree *tree = dest->tree;
glp_bfcp bfcp;
int i, j, len, *ind;
double *val;
if (tree != NULL && tree->reason != 0)
xerror("glp_copy_prob: operation not allowed\n");
if (dest == prob)
xerror("glp_copy_prob: copying problem object to itself not al"
"lowed\n");
if (!(names == GLP_ON || names == GLP_OFF))
xerror("glp_copy_prob: names = %d; invalid parameter\n",
names);
glp_erase_prob(dest);
if (names && prob->name != NULL)
glp_set_prob_name(dest, prob->name);
if (names && prob->obj != NULL)
glp_set_obj_name(dest, prob->obj);
dest->dir = prob->dir;
dest->c0 = prob->c0;
if (prob->m > 0)
glp_add_rows(dest, prob->m);
if (prob->n > 0)
glp_add_cols(dest, prob->n);
glp_get_bfcp(prob, &bfcp);
glp_set_bfcp(dest, &bfcp);
dest->pbs_stat = prob->pbs_stat;
dest->dbs_stat = prob->dbs_stat;
dest->obj_val = prob->obj_val;
dest->some = prob->some;
dest->ipt_stat = prob->ipt_stat;
dest->ipt_obj = prob->ipt_obj;
dest->mip_stat = prob->mip_stat;
dest->mip_obj = prob->mip_obj;
for (i = 1; i <= prob->m; i++)
{ GLPROW *to = dest->row[i];
GLPROW *from = prob->row[i];
if (names && from->name != NULL)
glp_set_row_name(dest, i, from->name);
to->type = from->type;
to->lb = from->lb;
to->ub = from->ub;
to->rii = from->rii;
to->stat = from->stat;
to->prim = from->prim;
to->dual = from->dual;
to->pval = from->pval;
to->dval = from->dval;
to->mipx = from->mipx;
}
ind = xcalloc(1+prob->m, sizeof(int));
val = xcalloc(1+prob->m, sizeof(double));
for (j = 1; j <= prob->n; j++)
{ GLPCOL *to = dest->col[j];
GLPCOL *from = prob->col[j];
if (names && from->name != NULL)
glp_set_col_name(dest, j, from->name);
to->kind = from->kind;
to->type = from->type;
to->lb = from->lb;
to->ub = from->ub;
to->coef = from->coef;
len = glp_get_mat_col(prob, j, ind, val);
glp_set_mat_col(dest, j, len, ind, val);
to->sjj = from->sjj;
to->stat = from->stat;
to->prim = from->prim;
to->dual = from->dual;
to->pval = from->pval;
to->dval = from->dval;
to->mipx = from->mipx;
}
xfree(ind);
xfree(val);
return;
}
static int preprocess_and_solve_lp(glp_prob *P, const glp_smcp *parm)
{ /* solve LP using the preprocessor */
NPP *npp;
glp_prob *lp = NULL;
glp_bfcp bfcp;
int ret;
if (parm->msg_lev >= GLP_MSG_ALL)
xprintf("Preprocessing...\n");
/* create preprocessor workspace */
npp = npp_create_wksp();
/* load original problem into the preprocessor workspace */
npp_load_prob(npp, P, GLP_OFF, GLP_SOL, GLP_OFF);
/* process LP prior to applying primal/dual simplex method */
ret = npp_simplex(npp, parm);
if (ret == 0)
;
else if (ret == GLP_ENOPFS)
{ if (parm->msg_lev >= GLP_MSG_ALL)
xprintf("PROBLEM HAS NO PRIMAL FEASIBLE SOLUTION\n");
}
else if (ret == GLP_ENODFS)
{ if (parm->msg_lev >= GLP_MSG_ALL)
xprintf("PROBLEM HAS NO DUAL FEASIBLE SOLUTION\n");
}
else
xassert(ret != ret);
if (ret != 0) goto done;
/* build transformed LP */
lp = glp_create_prob();
npp_build_prob(npp, lp);
/* if the transformed LP is empty, it has empty solution, which
is optimal */
if (lp->m == 0 && lp->n == 0)
{ lp->pbs_stat = lp->dbs_stat = GLP_FEAS;
lp->obj_val = lp->c0;
if (parm->msg_lev >= GLP_MSG_ON && parm->out_dly == 0)
{ xprintf("~%6d: obj = %17.9e infeas = %10.3e\n", P->it_cnt,
lp->obj_val, 0.0);
}
if (parm->msg_lev >= GLP_MSG_ALL)
xprintf("OPTIMAL SOLUTION FOUND BY LP PREPROCESSOR\n");
goto post;
}
if (parm->msg_lev >= GLP_MSG_ALL)
{ xprintf("%d row%s, %d column%s, %d non-zero%s\n",
lp->m, lp->m == 1 ? "" : "s", lp->n, lp->n == 1 ? "" : "s",
lp->nnz, lp->nnz == 1 ? "" : "s");
}
/* inherit basis factorization control parameters */
glp_get_bfcp(P, &bfcp);
glp_set_bfcp(lp, &bfcp);
/* scale the transformed problem */
{ ENV *env = get_env_ptr();
int term_out = env->term_out;
if (!term_out || parm->msg_lev < GLP_MSG_ALL)
env->term_out = GLP_OFF;
else
env->term_out = GLP_ON;
glp_scale_prob(lp, GLP_SF_AUTO);
env->term_out = term_out;
}
/* build advanced initial basis */
{ ENV *env = get_env_ptr();
int term_out = env->term_out;
if (!term_out || parm->msg_lev < GLP_MSG_ALL)
env->term_out = GLP_OFF;
else
env->term_out = GLP_ON;
glp_adv_basis(lp, 0);
env->term_out = term_out;
}
/* solve the transformed LP */
lp->it_cnt = P->it_cnt;
ret = solve_lp(lp, parm);
P->it_cnt = lp->it_cnt;
/* only optimal solution can be postprocessed */
if (!(ret == 0 && lp->pbs_stat == GLP_FEAS && lp->dbs_stat ==
GLP_FEAS))
{ if (parm->msg_lev >= GLP_MSG_ERR)
xprintf("glp_simplex: unable to recover undefined or non-op"
"timal solution\n");
if (ret == 0)
{ if (lp->pbs_stat == GLP_NOFEAS)
ret = GLP_ENOPFS;
else if (lp->dbs_stat == GLP_NOFEAS)
ret = GLP_ENODFS;
else
xassert(lp != lp);
}
goto done;
}
post: /* postprocess solution from the transformed LP */
npp_postprocess(npp, lp);
/* the transformed LP is no longer needed */
glp_delete_prob(lp), lp = NULL;
/* store solution to the original problem */
npp_unload_sol(npp, P);
/* the original LP has been successfully solved */
ret = 0;
done: /* delete the transformed LP, if it exists */
if (lp != NULL) glp_delete_prob(lp);
/* delete preprocessor workspace */
npp_delete_wksp(npp);
return ret;
}
void lpx_set_int_parm(LPX *lp, int parm, int val)
{ /* set (change) integer control parameter */
#if 0 /* 17/XI-2009 */
struct LPXCPS *cps = lp->cps;
#else
struct LPXCPS *cps = access_parms(lp);
#endif
switch (parm)
{ case LPX_K_MSGLEV:
if (!(0 <= val && val <= 3))
xerror("lpx_set_int_parm: MSGLEV = %d; invalid value\n",
val);
cps->msg_lev = val;
break;
case LPX_K_SCALE:
if (!(0 <= val && val <= 3))
xerror("lpx_set_int_parm: SCALE = %d; invalid value\n",
val);
cps->scale = val;
break;
case LPX_K_DUAL:
if (!(val == 0 || val == 1))
xerror("lpx_set_int_parm: DUAL = %d; invalid value\n",
val);
cps->dual = val;
break;
case LPX_K_PRICE:
if (!(val == 0 || val == 1))
xerror("lpx_set_int_parm: PRICE = %d; invalid value\n",
val);
cps->price = val;
break;
case LPX_K_ROUND:
if (!(val == 0 || val == 1))
xerror("lpx_set_int_parm: ROUND = %d; invalid value\n",
val);
cps->round = val;
break;
case LPX_K_ITLIM:
cps->it_lim = val;
break;
case LPX_K_ITCNT:
lp->it_cnt = val;
break;
case LPX_K_OUTFRQ:
if (!(val > 0))
xerror("lpx_set_int_parm: OUTFRQ = %d; invalid value\n",
val);
cps->out_frq = val;
break;
case LPX_K_BRANCH:
if (!(val == 0 || val == 1 || val == 2 || val == 3))
xerror("lpx_set_int_parm: BRANCH = %d; invalid value\n",
val);
cps->branch = val;
break;
case LPX_K_BTRACK:
if (!(val == 0 || val == 1 || val == 2 || val == 3))
xerror("lpx_set_int_parm: BTRACK = %d; invalid value\n",
val);
cps->btrack = val;
break;
case LPX_K_MPSINFO:
if (!(val == 0 || val == 1))
xerror("lpx_set_int_parm: MPSINFO = %d; invalid value\n",
val);
cps->mps_info = val;
break;
case LPX_K_MPSOBJ:
if (!(val == 0 || val == 1 || val == 2))
xerror("lpx_set_int_parm: MPSOBJ = %d; invalid value\n",
val);
cps->mps_obj = val;
break;
case LPX_K_MPSORIG:
if (!(val == 0 || val == 1))
xerror("lpx_set_int_parm: MPSORIG = %d; invalid value\n",
val);
cps->mps_orig = val;
break;
case LPX_K_MPSWIDE:
if (!(val == 0 || val == 1))
xerror("lpx_set_int_parm: MPSWIDE = %d; invalid value\n",
val);
cps->mps_wide = val;
break;
case LPX_K_MPSFREE:
if (!(val == 0 || val == 1))
xerror("lpx_set_int_parm: MPSFREE = %d; invalid value\n",
val);
cps->mps_free = val;
break;
case LPX_K_MPSSKIP:
if (!(val == 0 || val == 1))
xerror("lpx_set_int_parm: MPSSKIP = %d; invalid value\n",
val);
cps->mps_skip = val;
break;
case LPX_K_LPTORIG:
if (!(val == 0 || val == 1))
xerror("lpx_set_int_parm: LPTORIG = %d; invalid value\n",
val);
cps->lpt_orig = val;
break;
case LPX_K_PRESOL:
if (!(val == 0 || val == 1))
xerror("lpx_set_int_parm: PRESOL = %d; invalid value\n",
val);
cps->presol = val;
break;
case LPX_K_BINARIZE:
if (!(val == 0 || val == 1))
xerror("lpx_set_int_parm: BINARIZE = %d; invalid value\n"
, val);
cps->binarize = val;
break;
case LPX_K_USECUTS:
if (val & ~LPX_C_ALL)
xerror("lpx_set_int_parm: USECUTS = 0x%X; invalid value\n",
val);
cps->use_cuts = val;
break;
case LPX_K_BFTYPE:
#if 0
if (!(1 <= val && val <= 3))
xerror("lpx_set_int_parm: BFTYPE = %d; invalid value\n",
val);
cps->bf_type = val;
#else
{ glp_bfcp parm;
glp_get_bfcp(lp, &parm);
switch (val)
{ case 1:
parm.type = GLP_BF_FT; break;
case 2:
parm.type = GLP_BF_BG; break;
case 3:
parm.type = GLP_BF_GR; break;
default:
xerror("lpx_set_int_parm: BFTYPE = %d; invalid val"
"ue\n", val);
}
glp_set_bfcp(lp, &parm);
}
#endif
break;
default:
xerror("lpx_set_int_parm: parm = %d; invalid parameter\n",
parm);
}
return;
}
int glp_main(int argc, const char *argv[])
{ /* stand-alone LP/MIP solver */
struct csa _csa, *csa = &_csa;
int ret;
xlong_t start;
/* perform initialization */
csa->prob = glp_create_prob();
glp_get_bfcp(csa->prob, &csa->bfcp);
glp_init_smcp(&csa->smcp);
csa->smcp.presolve = GLP_ON;
glp_init_iocp(&csa->iocp);
csa->iocp.presolve = GLP_ON;
csa->tran = NULL;
csa->graph = NULL;
csa->format = FMT_MPS_FILE;
csa->in_file = NULL;
csa->ndf = 0;
csa->out_dpy = NULL;
csa->solution = SOL_BASIC;
csa->in_res = NULL;
csa->dir = 0;
csa->scale = 1;
csa->out_sol = NULL;
csa->out_res = NULL;
csa->out_bnds = NULL;
csa->check = 0;
csa->new_name = NULL;
csa->out_mps = NULL;
csa->out_freemps = NULL;
csa->out_cpxlp = NULL;
csa->out_pb = NULL;
csa->out_npb = NULL;
csa->log_file = NULL;
csa->crash = USE_ADV_BASIS;
csa->exact = 0;
csa->xcheck = 0;
csa->nomip = 0;
/* parse command-line parameters */
ret = parse_cmdline(csa, argc, argv);
if (ret < 0)
{ ret = EXIT_SUCCESS;
goto done;
}
if (ret > 0)
{ ret = EXIT_FAILURE;
goto done;
}
/*--------------------------------------------------------------*/
/* remove all output files specified in the command line */
if (csa->out_dpy != NULL) remove(csa->out_dpy);
if (csa->out_sol != NULL) remove(csa->out_sol);
if (csa->out_res != NULL) remove(csa->out_res);
if (csa->out_bnds != NULL) remove(csa->out_bnds);
if (csa->out_mps != NULL) remove(csa->out_mps);
if (csa->out_freemps != NULL) remove(csa->out_freemps);
if (csa->out_cpxlp != NULL) remove(csa->out_cpxlp);
if (csa->out_pb != NULL) remove(csa->out_pb);
if (csa->out_npb != NULL) remove(csa->out_npb);
if (csa->log_file != NULL) remove(csa->log_file);
/*--------------------------------------------------------------*/
/* open log file, if required */
if (csa->log_file != NULL)
{ if (lib_open_log(csa->log_file))
{ xprintf("Unable to create log file\n");
ret = EXIT_FAILURE;
goto done;
}
}
/*--------------------------------------------------------------*/
/* read problem data from the input file */
if (csa->in_file == NULL)
{ xprintf("No input problem file specified; try %s --help\n",
argv[0]);
ret = EXIT_FAILURE;
goto done;
}
if (csa->format == FMT_MPS_DECK)
{ ret = glp_read_mps(csa->prob, GLP_MPS_DECK, NULL,
csa->in_file);
if (ret != 0)
err1: { xprintf("MPS file processing error\n");
ret = EXIT_FAILURE;
goto done;
}
}
else if (csa->format == FMT_MPS_FILE)
{ ret = glp_read_mps(csa->prob, GLP_MPS_FILE, NULL,
csa->in_file);
if (ret != 0) goto err1;
}
else if (csa->format == FMT_CPLEX_LP)
{ ret = glp_read_lp(csa->prob, NULL, csa->in_file);
if (ret != 0)
{ xprintf("CPLEX LP file processing error\n");
ret = EXIT_FAILURE;
goto done;
}
}
else if (csa->format == FMT_MATHPROG)
{ int k;
/* allocate the translator workspace */
csa->tran = glp_mpl_alloc_wksp();
/* read model section and optional data section */
if (glp_mpl_read_model(csa->tran, csa->in_file, csa->ndf > 0))
err2: { xprintf("MathProg model processing error\n");
ret = EXIT_FAILURE;
goto done;
}
/* read optional data section(s), if necessary */
for (k = 1; k <= csa->ndf; k++)
{ if (glp_mpl_read_data(csa->tran, csa->in_data[k]))
goto err2;
}
/* generate the model */
if (glp_mpl_generate(csa->tran, csa->out_dpy)) goto err2;
/* build the problem instance from the model */
glp_mpl_build_prob(csa->tran, csa->prob);
}
else if (csa->format == FMT_MIN_COST)
{ csa->graph = glp_create_graph(sizeof(v_data), sizeof(a_data));
ret = glp_read_mincost(csa->graph, offsetof(v_data, rhs),
offsetof(a_data, low), offsetof(a_data, cap),
offsetof(a_data, cost), csa->in_file);
if (ret != 0)
{ xprintf("DIMACS file processing error\n");
ret = EXIT_FAILURE;
goto done;
}
glp_mincost_lp(csa->prob, csa->graph, GLP_ON,
offsetof(v_data, rhs), offsetof(a_data, low),
offsetof(a_data, cap), offsetof(a_data, cost));
glp_set_prob_name(csa->prob, csa->in_file);
}
else if (csa->format == FMT_MAX_FLOW)
{ int s, t;
csa->graph = glp_create_graph(sizeof(v_data), sizeof(a_data));
ret = glp_read_maxflow(csa->graph, &s, &t,
offsetof(a_data, cap), csa->in_file);
if (ret != 0)
{ xprintf("DIMACS file processing error\n");
ret = EXIT_FAILURE;
goto done;
}
glp_maxflow_lp(csa->prob, csa->graph, GLP_ON, s, t,
offsetof(a_data, cap));
glp_set_prob_name(csa->prob, csa->in_file);
}
else
xassert(csa != csa);
/*--------------------------------------------------------------*/
/* change problem name, if required */
if (csa->new_name != NULL)
glp_set_prob_name(csa->prob, csa->new_name);
/* change optimization direction, if required */
if (csa->dir != 0)
glp_set_obj_dir(csa->prob, csa->dir);
/* order rows and columns of the constraint matrix */
lpx_order_matrix(csa->prob);
/*--------------------------------------------------------------*/
/* write problem data in fixed MPS format, if required */
if (csa->out_mps != NULL)
{ ret = glp_write_mps(csa->prob, GLP_MPS_DECK, NULL,
csa->out_mps);
if (ret != 0)
{ xprintf("Unable to write problem in fixed MPS format\n");
ret = EXIT_FAILURE;
goto done;
}
}
/* write problem data in free MPS format, if required */
if (csa->out_freemps != NULL)
{ ret = glp_write_mps(csa->prob, GLP_MPS_FILE, NULL,
csa->out_freemps);
if (ret != 0)
{ xprintf("Unable to write problem in free MPS format\n");
ret = EXIT_FAILURE;
goto done;
}
}
/* write problem data in CPLEX LP format, if required */
if (csa->out_cpxlp != NULL)
{ ret = glp_write_lp(csa->prob, NULL, csa->out_cpxlp);
if (ret != 0)
{ xprintf("Unable to write problem in CPLEX LP format\n");
ret = EXIT_FAILURE;
goto done;
}
}
/* write problem data in OPB format, if required */
if (csa->out_pb != NULL)
{ ret = lpx_write_pb(csa->prob, csa->out_pb, 0, 0);
if (ret != 0)
{ xprintf("Unable to write problem in OPB format\n");
ret = EXIT_FAILURE;
goto done;
}
}
/* write problem data in normalized OPB format, if required */
if (csa->out_npb != NULL)
{ ret = lpx_write_pb(csa->prob, csa->out_npb, 1, 1);
if (ret != 0)
{ xprintf(
"Unable to write problem in normalized OPB format\n");
ret = EXIT_FAILURE;
goto done;
}
}
/*--------------------------------------------------------------*/
/* if only problem data check is required, skip computations */
if (csa->check)
{ ret = EXIT_SUCCESS;
goto done;
}
/*--------------------------------------------------------------*/
/* determine the solution type */
if (!csa->nomip &&
glp_get_num_int(csa->prob) + glp_get_num_bin(csa->prob) > 0)
{ if (csa->solution == SOL_INTERIOR)
{ xprintf("Interior-point method is not able to solve MIP pro"
"blem; use --simplex\n");
ret = EXIT_FAILURE;
goto done;
}
csa->solution = SOL_INTEGER;
}
/*--------------------------------------------------------------*/
/* if solution is provided, read it and skip computations */
if (csa->in_res != NULL)
{ if (csa->solution == SOL_BASIC)
ret = glp_read_sol(csa->prob, csa->in_res);
else if (csa->solution == SOL_INTERIOR)
ret = glp_read_ipt(csa->prob, csa->in_res);
else if (csa->solution == SOL_INTEGER)
ret = glp_read_mip(csa->prob, csa->in_res);
else
xassert(csa != csa);
if (ret != 0)
{ xprintf("Unable to read problem solution\n");
ret = EXIT_FAILURE;
goto done;
}
goto skip;
}
/*--------------------------------------------------------------*/
/* scale the problem data, if required */
if (csa->scale)
{ if (csa->solution == SOL_BASIC && !csa->smcp.presolve ||
csa->solution == SOL_INTERIOR ||
csa->solution == SOL_INTEGER && !csa->iocp.presolve)
glp_scale_prob(csa->prob, GLP_SF_AUTO);
}
/* construct starting LP basis */
if (csa->solution == SOL_BASIC && !csa->smcp.presolve ||
csa->solution == SOL_INTEGER && !csa->iocp.presolve)
{ if (csa->crash == USE_STD_BASIS)
glp_std_basis(csa->prob);
else if (csa->crash == USE_ADV_BASIS)
glp_adv_basis(csa->prob, 0);
else if (csa->crash == USE_CPX_BASIS)
glp_cpx_basis(csa->prob);
else
xassert(csa != csa);
}
/*--------------------------------------------------------------*/
/* solve the problem */
start = xtime();
if (csa->solution == SOL_BASIC)
{ if (!csa->exact)
{ glp_set_bfcp(csa->prob, &csa->bfcp);
glp_simplex(csa->prob, &csa->smcp);
if (csa->xcheck)
{ if (csa->smcp.presolve &&
glp_get_status(csa->prob) != GLP_OPT)
xprintf("If you need to check final basis for non-opt"
"imal solution, use --nopresol\n");
else
glp_exact(csa->prob, &csa->smcp);
}
if (csa->out_sol != NULL || csa->out_res != NULL)
{ if (csa->smcp.presolve &&
glp_get_status(csa->prob) != GLP_OPT)
xprintf("If you need actual output for non-optimal solut"
"ion, use --nopresol\n");
}
}
else
glp_exact(csa->prob, &csa->smcp);
}
else if (csa->solution == SOL_INTERIOR)
glp_interior(csa->prob, NULL);
else if (csa->solution == SOL_INTEGER)
{ if (!csa->iocp.presolve)
{ glp_set_bfcp(csa->prob, &csa->bfcp);
glp_simplex(csa->prob, &csa->smcp);
}
glp_intopt(csa->prob, &csa->iocp);
}
else
xassert(csa != csa);
/*--------------------------------------------------------------*/
/* display statistics */
xprintf("Time used: %.1f secs\n", xdifftime(xtime(), start));
{ xlong_t tpeak;
char buf[50];
lib_mem_usage(NULL, NULL, NULL, &tpeak);
xprintf("Memory used: %.1f Mb (%s bytes)\n",
xltod(tpeak) / 1048576.0, xltoa(tpeak, buf));
}
/*--------------------------------------------------------------*/
skip: /* postsolve the model, if necessary */
if (csa->tran != NULL)
{ if (csa->solution == SOL_BASIC)
ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_SOL);
else if (csa->solution == SOL_INTERIOR)
ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_IPT);
else if (csa->solution == SOL_INTEGER)
ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_MIP);
else
xassert(csa != csa);
if (ret != 0)
{ xprintf("Model postsolving error\n");
ret = EXIT_FAILURE;
goto done;
}
}
/*--------------------------------------------------------------*/
/* write problem solution in printable format, if required */
if (csa->out_sol != NULL)
{ if (csa->solution == SOL_BASIC)
ret = lpx_print_sol(csa->prob, csa->out_sol);
else if (csa->solution == SOL_INTERIOR)
ret = lpx_print_ips(csa->prob, csa->out_sol);
else if (csa->solution == SOL_INTEGER)
ret = lpx_print_mip(csa->prob, csa->out_sol);
else
xassert(csa != csa);
if (ret != 0)
{ xprintf("Unable to write problem solution\n");
ret = EXIT_FAILURE;
goto done;
}
}
/* write problem solution in printable format, if required */
if (csa->out_res != NULL)
{ if (csa->solution == SOL_BASIC)
ret = glp_write_sol(csa->prob, csa->out_res);
else if (csa->solution == SOL_INTERIOR)
ret = glp_write_ipt(csa->prob, csa->out_res);
else if (csa->solution == SOL_INTEGER)
ret = glp_write_mip(csa->prob, csa->out_res);
else
xassert(csa != csa);
if (ret != 0)
{ xprintf("Unable to write problem solution\n");
ret = EXIT_FAILURE;
goto done;
}
}
/* write sensitivity bounds information, if required */
if (csa->out_bnds != NULL)
{ if (csa->solution == SOL_BASIC)
{ ret = lpx_print_sens_bnds(csa->prob, csa->out_bnds);
if (ret != 0)
{ xprintf("Unable to write sensitivity bounds information "
"\n");
ret = EXIT_FAILURE;
goto done;
}
}
else
xprintf("Cannot write sensitivity bounds information for in"
"terior-point or MIP solution\n");
}
/*--------------------------------------------------------------*/
/* all seems to be ok */
ret = EXIT_SUCCESS;
/*--------------------------------------------------------------*/
done: /* delete the LP/MIP problem object */
if (csa->prob != NULL)
glp_delete_prob(csa->prob);
/* free the translator workspace, if necessary */
if (csa->tran != NULL)
glp_mpl_free_wksp(csa->tran);
/* delete the network problem object, if necessary */
if (csa->graph != NULL)
glp_delete_graph(csa->graph);
xassert(gmp_pool_count() == 0);
gmp_free_mem();
/* close log file, if necessary */
if (csa->log_file != NULL) lib_close_log();
/* check that no memory blocks are still allocated */
{ int count;
xlong_t total;
lib_mem_usage(&count, NULL, &total, NULL);
if (count != 0)
xerror("Error: %d memory block(s) were lost\n", count);
xassert(count == 0);
xassert(total.lo == 0 && total.hi == 0);
}
/* free the library environment */
lib_free_env();
/* return to the control program */
return ret;
}
