Esempio n. 1
0
int lpx_print_mip(LPX *lp, const char *fname)
{     XFILE *fp;
      int what, round;
#if 0
      if (lpx_get_class(lp) != LPX_MIP)
         fault("lpx_print_mip: error -- not a MIP problem");
#endif
      xprintf(
         "lpx_print_mip: writing MIP problem solution to `%s'...\n",
         fname);
      fp = xfopen(fname, "w");
      if (fp == NULL)
      {  xprintf("lpx_print_mip: can't create `%s' - %s\n", fname,
            strerror(errno));
         goto fail;
      }
      /* problem name */
      {  const char *name;
         name = lpx_get_prob_name(lp);
         if (name == NULL) name = "";
         xfprintf(fp, "%-12s%s\n", "Problem:", name);
      }
      /* number of rows (auxiliary variables) */
      {  int nr;
         nr = lpx_get_num_rows(lp);
         xfprintf(fp, "%-12s%d\n", "Rows:", nr);
      }
      /* number of columns (structural variables) */
      {  int nc, nc_int, nc_bin;
         nc = lpx_get_num_cols(lp);
         nc_int = lpx_get_num_int(lp);
         nc_bin = lpx_get_num_bin(lp);
         xfprintf(fp, "%-12s%d (%d integer, %d binary)\n", "Columns:",
            nc, nc_int, nc_bin);
      }
      /* number of non-zeros (constraint coefficients) */
      {  int nz;
         nz = lpx_get_num_nz(lp);
         xfprintf(fp, "%-12s%d\n", "Non-zeros:", nz);
      }
      /* solution status */
      {  int status;
         status = lpx_mip_status(lp);
         xfprintf(fp, "%-12s%s\n", "Status:",
            status == LPX_I_UNDEF  ? "INTEGER UNDEFINED" :
            status == LPX_I_OPT    ? "INTEGER OPTIMAL" :
            status == LPX_I_FEAS   ? "INTEGER NON-OPTIMAL" :
            status == LPX_I_NOFEAS ? "INTEGER EMPTY" : "???");
      }
      /* objective function */
      {  char *name;
         int dir;
         double mip_obj;
         name = (void *)lpx_get_obj_name(lp);
         dir = lpx_get_obj_dir(lp);
         mip_obj = lpx_mip_obj_val(lp);
         xfprintf(fp, "%-12s%s%s%.10g %s\n", "Objective:",
            name == NULL ? "" : name,
            name == NULL ? "" : " = ", mip_obj,
            dir == LPX_MIN ? "(MINimum)" :
            dir == LPX_MAX ? "(MAXimum)" : "(" "???" ")");
      }
      /* main sheet */
      for (what = 1; what <= 2; what++)
      {  int mn, ij;
         xfprintf(fp, "\n");
         xfprintf(fp, "   No. %-12s      Activity     Lower bound   Upp"
            "er bound\n",
            what == 1 ? "  Row name" : "Column name");
         xfprintf(fp, "------ ------------    ------------- -----------"
            "-- -------------\n");
         mn = (what == 1 ? lpx_get_num_rows(lp) : lpx_get_num_cols(lp));
         for (ij = 1; ij <= mn; ij++)
         {  const char *name;
            int kind, typx;
            double lb, ub, vx;
            if (what == 1)
            {  name = lpx_get_row_name(lp, ij);
               if (name == NULL) name = "";
               kind = LPX_CV;
               lpx_get_row_bnds(lp, ij, &typx, &lb, &ub);
               round = lpx_get_int_parm(lp, LPX_K_ROUND);
               lpx_set_int_parm(lp, LPX_K_ROUND, 1);
               vx = lpx_mip_row_val(lp, ij);
               lpx_set_int_parm(lp, LPX_K_ROUND, round);
            }
            else
            {  name = lpx_get_col_name(lp, ij);
               if (name == NULL) name = "";
               kind = lpx_get_col_kind(lp, ij);
               lpx_get_col_bnds(lp, ij, &typx, &lb, &ub);
               round = lpx_get_int_parm(lp, LPX_K_ROUND);
               lpx_set_int_parm(lp, LPX_K_ROUND, 1);
               vx = lpx_mip_col_val(lp, ij);
               lpx_set_int_parm(lp, LPX_K_ROUND, round);
            }
            /* row/column ordinal number */
            xfprintf(fp, "%6d ", ij);
            /* row column/name */
            if (strlen(name) <= 12)
               xfprintf(fp, "%-12s ", name);
            else
               xfprintf(fp, "%s\n%20s", name, "");
            /* row/column kind */
            xfprintf(fp, "%s  ",
               kind == LPX_CV ? " " : kind == LPX_IV ? "*" : "?");
            /* row/column primal activity */
            xfprintf(fp, "%13.6g", vx);
            /* row/column lower and upper bounds */
            switch (typx)
            {  case LPX_FR:
                  break;
               case LPX_LO:
                  xfprintf(fp, " %13.6g", lb);
                  break;
               case LPX_UP:
                  xfprintf(fp, " %13s %13.6g", "", ub);
                  break;
               case LPX_DB:
                  xfprintf(fp, " %13.6g %13.6g", lb, ub);
                  break;
               case LPX_FX:
                  xfprintf(fp, " %13.6g %13s", lb, "=");
                  break;
               default:
                  xassert(typx != typx);
            }
            /* end of line */
            xfprintf(fp, "\n");
         }
      }
      xfprintf(fp, "\n");
#if 1
      if (lpx_mip_status(lp) != LPX_I_UNDEF)
      {  int m = lpx_get_num_rows(lp);
         LPXKKT kkt;
         xfprintf(fp, "Integer feasibility conditions:\n\n");
         lpx_check_int(lp, &kkt);
         xfprintf(fp, "INT.PE: max.abs.err. = %.2e on row %d\n",
            kkt.pe_ae_max, kkt.pe_ae_row);
         xfprintf(fp, "        max.rel.err. = %.2e on row %d\n",
            kkt.pe_re_max, kkt.pe_re_row);
         switch (kkt.pe_quality)
         {  case 'H':
               xfprintf(fp, "        High quality\n");
               break;
            case 'M':
               xfprintf(fp, "        Medium quality\n");
               break;
            case 'L':
               xfprintf(fp, "        Low quality\n");
               break;
            default:
               xfprintf(fp, "        SOLUTION IS WRONG\n");
               break;
         }
         xfprintf(fp, "\n");
         xfprintf(fp, "INT.PB: max.abs.err. = %.2e on %s %d\n",
            kkt.pb_ae_max, kkt.pb_ae_ind <= m ? "row" : "column",
            kkt.pb_ae_ind <= m ? kkt.pb_ae_ind : kkt.pb_ae_ind - m);
         xfprintf(fp, "        max.rel.err. = %.2e on %s %d\n",
            kkt.pb_re_max, kkt.pb_re_ind <= m ? "row" : "column",
            kkt.pb_re_ind <= m ? kkt.pb_re_ind : kkt.pb_re_ind - m);
         switch (kkt.pb_quality)
         {  case 'H':
               xfprintf(fp, "        High quality\n");
               break;
            case 'M':
               xfprintf(fp, "        Medium quality\n");
               break;
            case 'L':
               xfprintf(fp, "        Low quality\n");
               break;
            default:
               xfprintf(fp, "        SOLUTION IS INFEASIBLE\n");
               break;
         }
         xfprintf(fp, "\n");
      }
#endif
      xfprintf(fp, "End of output\n");
      xfflush(fp);
      if (xferror(fp))
      {  xprintf("lpx_print_mip: can't write to `%s' - %s\n", fname,
            strerror(errno));
         goto fail;
      }
      xfclose(fp);
      return 0;
fail: if (fp != NULL) xfclose(fp);
      return 1;
}
Esempio n. 2
0
OptSolutionData* GLPKRunSolver(int ProbType) {
	OptSolutionData* NewSolution = NULL;

	int NumVariables = lpx_get_num_cols(GLPKModel);

	int Status = 0;
	if (ProbType == MILP) {
		Status = lpx_simplex(GLPKModel);
		if (Status != LPX_E_OK) {
			FErrorFile() << "Failed to optimize problem." << endl;
			FlushErrorFile();
			return NULL;
		}
		Status = lpx_integer(GLPKModel);
		if (Status != LPX_E_OK) {
			FErrorFile() << "Failed to optimize problem." << endl;
			FlushErrorFile();
			return NULL;
		}
		NewSolution = new OptSolutionData;

		Status = lpx_mip_status(GLPKModel);
		if (Status == LPX_I_UNDEF || Status == LPX_I_NOFEAS) {
			NewSolution->Status = INFEASIBLE;
			return NewSolution;
		} else if (Status == LPX_I_FEAS) {
			NewSolution->Status = UNBOUNDED;
			return NewSolution;
		} else if (Status == LPX_I_OPT) {
			NewSolution->Status = SUCCESS;
		} else {
			delete NewSolution;
			FErrorFile() << "Problem status unrecognized." << endl;
			FlushErrorFile();
			return NULL;
		}

		NewSolution->Objective = lpx_mip_obj_val(GLPKModel);
	
		NewSolution->SolutionData.resize(NumVariables);
		for (int i=0; i < NumVariables; i++) {
			NewSolution->SolutionData[i] = lpx_mip_col_val(GLPKModel, i+1);
		}
	} else if (ProbType == LP) {
		//First we check the basis matrix to ensure it is not sigular
		if (lpx_warm_up(GLPKModel) != LPX_E_OK) {
			lpx_adv_basis(GLPKModel);
		}
		Status = lpx_simplex(GLPKModel);
		if (Status == LPX_E_FAULT) {
			Status = lpx_warm_up(GLPKModel);
			if (Status == LPX_E_BADB) {  /* the basis is invalid; build some valid basis */
				lpx_adv_basis(GLPKModel);
				Status = lpx_simplex(GLPKModel);
			}
		}
		if (Status != LPX_E_OK) {
			FErrorFile() << "Failed to optimize problem." << endl;
			FlushErrorFile();
			return NULL;
		}
		NewSolution = new OptSolutionData;

		Status = lpx_get_status(GLPKModel);
		if (Status == LPX_INFEAS || Status == LPX_NOFEAS || Status == LPX_UNDEF) {
			cout << "Model is infeasible" << endl;
			FErrorFile() << "Model is infeasible" << endl;
			FlushErrorFile();
			NewSolution->Status = INFEASIBLE;
			return NewSolution;
		} else if (Status == LPX_FEAS || Status == LPX_UNBND) {
			cout << "Model is unbounded" << endl;
			FErrorFile() << "Model is unbounded" << endl;
			FlushErrorFile();
			NewSolution->Status = UNBOUNDED;
			return NewSolution;
		} else if (Status == LPX_OPT) {
			NewSolution->Status = SUCCESS;
		} else {
			delete NewSolution;
			FErrorFile() << "Problem status unrecognized." << endl;
			FlushErrorFile();
			return NULL;
		}

		NewSolution->Objective = lpx_get_obj_val(GLPKModel);
	
		NewSolution->SolutionData.resize(NumVariables);
		for (int i=0; i < NumVariables; i++) {
			NewSolution->SolutionData[i] = lpx_get_col_prim(GLPKModel, i+1);
		}
	} else {
		FErrorFile() << "Optimization problem type cannot be handled by GLPK solver." << endl;
		FlushErrorFile();
		return NULL;
	}

	return NewSolution;
}