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; }
int lpx_print_sens_bnds(LPX *lp, char *fname) { FILE *fp = NULL; int what, round; print("lpx_print_sens_bnds: writing LP problem solution bounds to" " `%s'...", fname); #if 1 /* added by mao */ /* this routine needs factorization of the current basis matrix which, however, does not exist if the basic solution was obtained by the lp presolver; therefore we should warm up the basis to be sure that the factorization is valid (note that if the factorization exists, lpx_warm_up does nothing) */ lpx_warm_up(lp); #endif #if 0 /* 21/XII-2003 by mao */ if (lp->b_stat == LPX_B_UNDEF) #else if (!lpx_is_b_avail(lp)) #endif { print("lpx_print_sens_bnds: basis information not available (m" "ay be a presolve issue)"); goto fail; } fp = ufopen(fname, "w"); if (fp == NULL) { print("lpx_print_sens_bnds: can't create `%s' - %s", fname, strerror(errno)); goto fail; } /* problem name */ { char *name; name = lpx_get_prob_name(lp); if (name == NULL) name = ""; fprintf(fp, "%-12s%s\n", "Problem:", name); } /* number of rows (auxiliary variables) */ { int nr; nr = lpx_get_num_rows(lp); fprintf(fp, "%-12s%d\n", "Rows:", nr); } /* number of columns (structural variables) */ { int nc; nc = lpx_get_num_cols(lp); fprintf(fp, "%-12s%d\n", "Columns:", nc); } /* number of non-zeros (constraint coefficients) */ { int nz; nz = lpx_get_num_nz(lp); fprintf(fp, "%-12s%d\n", "Non-zeros:", nz); } /* solution status */ { int status; status = lpx_get_status(lp); fprintf(fp, "%-12s%s\n", "Status:", status == LPX_OPT ? "OPTIMAL" : status == LPX_FEAS ? "FEASIBLE" : status == LPX_INFEAS ? "INFEASIBLE (INTERMEDIATE)" : status == LPX_NOFEAS ? "INFEASIBLE (FINAL)" : status == LPX_UNBND ? "UNBOUNDED" : status == LPX_UNDEF ? "UNDEFINED" : "???"); } /* explanation/warning */ { fprintf(fp, "\nExplanation: This file presents amounts by whi" "ch objective coefficients,\n"); fprintf(fp, "constraint bounds, and variable bounds may be cha" "nged in the original problem\n"); fprintf(fp, "while the optimal basis remains the same. Note t" "hat the optimal solution\n"); fprintf(fp, "and objective value may change even though the ba" "sis remains the same.\n"); fprintf(fp, "These bounds assume that all parameters remain fi" "xed except the one in\n"); fprintf(fp, "question. If more than one parameter is changed," " it is possible for the\n"); fprintf(fp, "optimal basis to change even though each paramete" "r stays within its bounds.\n"); fprintf(fp, "For more details, consult a text on linear progra" "mming.\n"); } /* Sensitivity ranges if solution was optimal */ { int status; status = lpx_get_status(lp); if (status == LPX_OPT) { int i,j,k,m,n; int dir; double max_inc, max_dec; int *index; double *val; fprintf(fp, "\nObjective Coefficient Analysis\n"); fprintf(fp, " No. Column name St Value Max incr" "ease Max decrease\n"); fprintf(fp, "------ ------------ -- ------------- ---------" "---- ------------- \n"); n = lpx_get_num_cols(lp); m = lpx_get_num_rows(lp); dir = lpx_get_obj_dir(lp); /* allocate memory for index and val arrays */ index = ucalloc(1+n+m, sizeof(int)); val = ucalloc(1+n+m, sizeof(double)); for (j = 1; j <= n; j++) { char *name; int typx, tagx; double lb, ub, vx, dx; name = lpx_get_col_name(lp, j); if (name == NULL) name = ""; lpx_get_col_bnds(lp, j, &typx, &lb, &ub); #if 0 /* 21/XII-2003 by mao */ round = lp->round, lp->round = 1; lpx_get_col_info(lp, j, &tagx, &vx, &dx); lp->round = round; #else round = lpx_get_int_parm(lp, LPX_K_ROUND); lpx_set_int_parm(lp, LPX_K_ROUND, 1); lpx_get_col_info(lp, j, &tagx, &vx, &dx); lpx_set_int_parm(lp, LPX_K_ROUND, round); #endif /* row/column ordinal number */ fprintf(fp, "%6d ", j); /* row column/name */ if (strlen(name) <= 12) fprintf(fp, "%-12s ", name); else fprintf(fp, "%s\n%20s", name, ""); /* row/column status */ fprintf(fp, "%s ", tagx == LPX_BS ? "B " : tagx == LPX_NL ? "NL" : tagx == LPX_NU ? "NU" : tagx == LPX_NF ? "NF" : tagx == LPX_NS ? "NS" : "??"); /* objective coefficient */ fprintf(fp, "%13.6g ", lpx_get_obj_coef(lp, j)); if (tagx == LPX_NL) { if (dir==LPX_MIN) { /* reduced cost must be positive */ max_inc = DBL_MAX; /* really represents infinity */ max_dec = dx; } else { /* reduced cost must be negative */ max_inc = -dx; max_dec = DBL_MAX; /* means infinity */ } } if (tagx == LPX_NU) { if (dir==LPX_MIN) { /* reduced cost must be negative */ max_inc = -dx; max_dec = DBL_MAX; } else { max_inc = DBL_MAX; max_dec = dx; } } if (tagx == LPX_NF) { /* can't change nonbasic free variables' cost */ max_inc = 0.0; max_dec = 0.0; } if (tagx == LPX_NS) { /* doesn't matter what happens to the cost */ max_inc = DBL_MAX; max_dec = DBL_MAX; } if (tagx == LPX_BS) { int len; /* We need to see how this objective coefficient affects reduced costs of other variables */ len = lpx_eval_tab_row(lp, m+j, index, val); max_inc = DBL_MAX; max_dec = DBL_MAX; for (i = 1; i <= len; i++) { /*int stat;*/ int tagx2; double vx2, dx2; double delta; if (index[i]>m) lpx_get_col_info(lp, index[i]-m, &tagx2, &vx2, &dx2); else lpx_get_row_info(lp, index[i], &tagx2, &vx2, &dx2); if (tagx2 == LPX_NL) { if (val[i] != 0.0) { delta = dx2 / val[i]; if (delta < 0 && -delta < max_inc) max_inc = -delta; else if (delta >0 && delta < max_dec) max_dec = delta; } } if (tagx2 == LPX_NU) { if (val[i] != 0.0) { delta = dx2 / val[i]; if (delta < 0 && -delta < max_inc) max_inc = -delta; else if (delta > 0 && delta < max_dec) max_dec = delta; } } if (tagx2 == LPX_NF) { if (val[i] != 0.0) { max_inc = 0.0; max_dec = 0.0; } } } } if (max_inc == -0.0) max_inc = 0.0; if (max_dec == -0.0) max_dec = 0.0; if (max_inc == DBL_MAX) fprintf(fp, "%13s ", "infinity"); else if (max_inc < 1.0e-12 && max_inc > 0) fprintf(fp, "%13s ", "< eps"); else fprintf(fp, "%13.6g ", max_inc); if (max_dec == DBL_MAX) fprintf(fp, "%13s ", "infinity"); else if (max_dec < 1.0e-12 && max_dec > 0) fprintf(fp, "%13s ", "< eps"); else fprintf(fp, "%13.6g ", max_dec); fprintf(fp, "\n"); } for (what = 1; what <= 2; what++) { int ij, mn; fprintf(fp, "\n"); fprintf(fp, "%s Analysis\n", what==1? "Constraint Bounds":"Variable Bounds"); fprintf(fp, " No. %12s St Value Max increase " " Max decrease\n", what==1 ? " Row name":"Column name"); fprintf(fp, "------ ------------ -- ------------- ------" "------- ------------- \n"); mn = what==1 ? m : n; for (ij = 1; ij <= mn; ij++) { char *name; int typx, tagx; double lb, ub, vx, dx; if (what==1) name = lpx_get_row_name(lp, ij); else name = lpx_get_col_name(lp, ij); if (name == NULL) name = ""; #if 0 /* 21/XII-2003 by mao */ if (what==1) { lpx_get_row_bnds(lp, ij, &typx, &lb, &ub); round = lp->round, lp->round = 1; lpx_get_row_info(lp, ij, &tagx, &vx, &dx); lp->round = round; } else { lpx_get_col_bnds(lp, ij, &typx, &lb, &ub); round = lp->round, lp->round = 1; lpx_get_col_info(lp, ij, &tagx, &vx, &dx); lp->round = round; } #else round = lpx_get_int_parm(lp, LPX_K_ROUND); lpx_set_int_parm(lp, LPX_K_ROUND, 1); if (what==1) { lpx_get_row_bnds(lp, ij, &typx, &lb, &ub); lpx_get_row_info(lp, ij, &tagx, &vx, &dx); } else { lpx_get_col_bnds(lp, ij, &typx, &lb, &ub); lpx_get_col_info(lp, ij, &tagx, &vx, &dx); } lpx_set_int_parm(lp, LPX_K_ROUND, round); #endif /* row/column ordinal number */ fprintf(fp, "%6d ", ij); /* row column/name */ if (strlen(name) <= 12) fprintf(fp, "%-12s ", name); else fprintf(fp, "%s\n%20s", name, ""); /* row/column status */ fprintf(fp, "%s ", tagx == LPX_BS ? "B " : tagx == LPX_NL ? "NL" : tagx == LPX_NU ? "NU" : tagx == LPX_NF ? "NF" : tagx == LPX_NS ? "NS" : "??"); fprintf(fp, "\n"); /* first check lower bound */ if (typx == LPX_LO || typx == LPX_DB || typx == LPX_FX) { int at_lower; at_lower = 0; if (tagx == LPX_BS || tagx == LPX_NU) { max_inc = vx - lb; max_dec = DBL_MAX; } if (tagx == LPX_NS) { max_inc = 0.0; max_dec = 0.0; if (dir == LPX_MIN && dx > 0) at_lower = 1; if (dir == LPX_MAX && dx < 0) at_lower = 1; } if (tagx == LPX_NL || at_lower == 1) { int len; /* we have to see how it affects basic variables */ len = lpx_eval_tab_col(lp, what==1?ij:ij+m, index, val); k = lpx_prim_ratio_test(lp, len, index, val, 1, 10e-7); max_inc = DBL_MAX; if (k != 0) { /*int stat;*/ int tagx2, typx2; double vx2, dx2, lb2, ub2; /*double delta;*/ double alpha; int l; for (l = 1; l <= len; l++) if (index[l] == k) alpha = val[l]; if (k>m) { lpx_get_col_info(lp, k-m, &tagx2, &vx2, &dx2); lpx_get_col_bnds(lp, k-m, &typx2, &lb2, &ub2); } else { lpx_get_row_info(lp, k, &tagx2, &vx2, &dx2); lpx_get_row_bnds(lp, k, &typx2, &lb2, &ub2); } /* Check which direction; remember this is upper bound */ if (alpha > 0) max_inc = (ub2 - vx2)/ alpha; else max_inc = (lb2 - vx2)/ alpha; } /* now check lower bound */ k = lpx_prim_ratio_test(lp, len, index, val, -1, 10e-7); max_dec = DBL_MAX; if (k != 0) { /*int stat;*/ int tagx2, typx2; double vx2, dx2, lb2, ub2; /*double delta;*/ double alpha; int l; for (l = 1; l <= len; l++) if (index[l] == k) alpha = val[l]; if (k>m) { lpx_get_col_info(lp, k-m, &tagx2, &vx2, &dx2); lpx_get_col_bnds(lp, k-m, &typx2, &lb2, &ub2); } else { lpx_get_row_info(lp, k, &tagx2, &vx2, &dx2); lpx_get_row_bnds(lp, k, &typx2, &lb2, &ub2); } /* Check which direction; remember this is lower bound */ if (alpha > 0) max_dec = (vx2 - lb2)/ alpha; else max_dec = (vx2 - ub2)/ alpha; } } /* bound */ if (typx == LPX_DB || typx == LPX_FX) { if (max_inc > ub - lb) max_inc = ub - lb; } fprintf(fp, " LOWER %13.6g ", lb); if (max_inc == -0.0) max_inc = 0.0; if (max_dec == -0.0) max_dec = 0.0; if (max_inc == DBL_MAX) fprintf(fp, "%13s ", "infinity"); else if (max_inc < 1.0e-12 && max_inc > 0) fprintf(fp, "%13s ", "< eps"); else fprintf(fp, "%13.6g ", max_inc); if (max_dec == DBL_MAX) fprintf(fp, "%13s ", "infinity"); else if (max_dec < 1.0e-12 && max_dec > 0) fprintf(fp, "%13s ", "< eps"); else fprintf(fp, "%13.6g ", max_dec); fprintf(fp, "\n"); } /* now check upper bound */ if (typx == LPX_UP || typx == LPX_DB || typx == LPX_FX) { int at_upper; at_upper = 0; if (tagx == LPX_BS || tagx == LPX_NL) { max_inc = DBL_MAX; max_dec = ub - vx; } if (tagx == LPX_NS) { max_inc = 0.0; max_dec = 0.0; if (dir == LPX_MIN && dx < 0) at_upper = 1; if (dir == LPX_MAX && dx > 0) at_upper = 1; } if (tagx == LPX_NU || at_upper == 1) { int len; /* we have to see how it affects basic variables */ len = lpx_eval_tab_col(lp, what==1?ij:ij+m, index, val); k = lpx_prim_ratio_test(lp, len, index, val, 1, 10e-7); max_inc = DBL_MAX; if (k != 0) { /*int stat;*/ int tagx2, typx2; double vx2, dx2, lb2, ub2; /*double delta;*/ double alpha; int l; for (l = 1; l <= len; l++) if (index[l] == k) alpha = val[l]; if (k>m) { lpx_get_col_info(lp, k-m, &tagx2, &vx2, &dx2); lpx_get_col_bnds(lp, k-m, &typx2, &lb2, &ub2); } else { lpx_get_row_info(lp, k, &tagx2, &vx2, &dx2); lpx_get_row_bnds(lp, k, &typx2, &lb2, &ub2); } /* Check which direction; remember this is upper bound */ if (alpha > 0) max_inc = (ub2 - vx2)/ alpha; else max_inc = (lb2 - vx2)/ alpha; } /* now check lower bound */ k = lpx_prim_ratio_test(lp, len, index, val, -1, 10e-7); max_dec = DBL_MAX; if (k != 0) { /*int stat;*/ int tagx2, typx2; double vx2, dx2, lb2, ub2; /*double delta;*/ double alpha; int l; for (l = 1; l <= len; l++) if (index[l] == k) alpha = val[l]; if (k>m) { lpx_get_col_info(lp, k-m, &tagx2, &vx2, &dx2); lpx_get_col_bnds(lp, k-m, &typx2, &lb2, &ub2); } else { lpx_get_row_info(lp, k, &tagx2, &vx2, &dx2); lpx_get_row_bnds(lp, k, &typx2, &lb2, &ub2); } /* Check which direction; remember this is lower bound */ if (alpha > 0) max_dec = (vx2 - lb2)/ alpha; else max_dec = (vx2 - ub2)/ alpha; } } if (typx == LPX_DB || typx == LPX_FX) { if (max_dec > ub - lb) max_dec = ub - lb; } /* bound */ fprintf(fp, " UPPER %13.6g ", ub); if (max_inc == -0.0) max_inc = 0.0; if (max_dec == -0.0) max_dec = 0.0; if (max_inc == DBL_MAX) fprintf(fp, "%13s ", "infinity"); else if (max_inc < 1.0e-12 && max_inc > 0) fprintf(fp, "%13s ", "< eps"); else fprintf(fp, "%13.6g ", max_inc); if (max_dec == DBL_MAX) fprintf(fp, "%13s ", "infinity"); else if (max_dec < 1.0e-12 && max_dec > 0) fprintf(fp, "%13s ", "< eps"); else fprintf(fp, "%13.6g ", max_dec); fprintf(fp, "\n"); } } } /* free the memory we used */ ufree(index); ufree(val); } else fprintf(fp, "No range information since solution is not o" "ptimal.\n"); } fprintf(fp, "\n"); fprintf(fp, "End of output\n"); fflush(fp); if (ferror(fp)) { print("lpx_print_sens_bnds: can't write to `%s' - %s", fname, strerror(errno)); goto fail; } ufclose(fp); return 0; fail: if (fp != NULL) ufclose(fp); return 1; }