Esempio n. 1
0
      }
#if 1 /* 28/V-2010 */
      if (parm->alien)
      {  /* use alien integer optimizer */
         ret = _glp_intopt1(P, parm);
         goto done;
      }
#endif
      if (!parm->presolve)
#if 0 /* 11/VII-2013 */
         ret = solve_mip(P, parm);
#else
         ret = solve_mip(P, parm, P, NULL);
#endif
      else
         ret = preprocess_and_solve_mip(P, parm);
done: /* return to the application program */
      return ret;
}

/***********************************************************************
*  NAME
*
*  glp_init_iocp - initialize integer optimizer control parameters
*
*  SYNOPSIS
*
*  void glp_init_iocp(glp_iocp *parm);
*
*  DESCRIPTION
*
Esempio n. 2
0
int glp_intopt(glp_prob *P, const glp_iocp *parm)
{     /* solve MIP problem with the branch-and-bound method */
      glp_iocp _parm;
      int i, j, ret;
      /* check problem object */
      if (P == NULL || P->magic != GLP_PROB_MAGIC)
         xerror("glp_intopt: P = %p; invalid problem object\n", P);
      if (P->tree != NULL)
         xerror("glp_intopt: operation not allowed\n");
      /* check control parameters */
      if (parm == NULL)
         parm = &_parm, glp_init_iocp((glp_iocp *)parm);
      if (!(parm->msg_lev == GLP_MSG_OFF ||
            parm->msg_lev == GLP_MSG_ERR ||
            parm->msg_lev == GLP_MSG_ON  ||
            parm->msg_lev == GLP_MSG_ALL ||
            parm->msg_lev == GLP_MSG_DBG))
         xerror("glp_intopt: msg_lev = %d; invalid parameter\n",
            parm->msg_lev);
      if (!(parm->br_tech == GLP_BR_FFV ||
            parm->br_tech == GLP_BR_LFV ||
            parm->br_tech == GLP_BR_MFV ||
            parm->br_tech == GLP_BR_DTH ||
            parm->br_tech == GLP_BR_PCH))
         xerror("glp_intopt: br_tech = %d; invalid parameter\n",
            parm->br_tech);
      if (!(parm->bt_tech == GLP_BT_DFS ||
            parm->bt_tech == GLP_BT_BFS ||
            parm->bt_tech == GLP_BT_BLB ||
            parm->bt_tech == GLP_BT_BPH))
         xerror("glp_intopt: bt_tech = %d; invalid parameter\n",
            parm->bt_tech);
      if (!(0.0 < parm->tol_int && parm->tol_int < 1.0))
         xerror("glp_intopt: tol_int = %g; invalid parameter\n",
            parm->tol_int);
      if (!(0.0 < parm->tol_obj && parm->tol_obj < 1.0))
         xerror("glp_intopt: tol_obj = %g; invalid parameter\n",
            parm->tol_obj);
      if (parm->tm_lim < 0)
         xerror("glp_intopt: tm_lim = %d; invalid parameter\n",
            parm->tm_lim);
      if (parm->out_frq < 0)
         xerror("glp_intopt: out_frq = %d; invalid parameter\n",
            parm->out_frq);
      if (parm->out_dly < 0)
         xerror("glp_intopt: out_dly = %d; invalid parameter\n",
            parm->out_dly);
      if (!(0 <= parm->cb_size && parm->cb_size <= 256))
         xerror("glp_intopt: cb_size = %d; invalid parameter\n",
            parm->cb_size);
      if (!(parm->pp_tech == GLP_PP_NONE ||
            parm->pp_tech == GLP_PP_ROOT ||
            parm->pp_tech == GLP_PP_ALL))
         xerror("glp_intopt: pp_tech = %d; invalid parameter\n",
            parm->pp_tech);
      if (parm->mip_gap < 0.0)
         xerror("glp_intopt: mip_gap = %g; invalid parameter\n",
            parm->mip_gap);
      if (!(parm->mir_cuts == GLP_ON || parm->mir_cuts == GLP_OFF))
         xerror("glp_intopt: mir_cuts = %d; invalid parameter\n",
            parm->mir_cuts);
      if (!(parm->gmi_cuts == GLP_ON || parm->gmi_cuts == GLP_OFF))
         xerror("glp_intopt: gmi_cuts = %d; invalid parameter\n",
            parm->gmi_cuts);
      if (!(parm->cov_cuts == GLP_ON || parm->cov_cuts == GLP_OFF))
         xerror("glp_intopt: cov_cuts = %d; invalid parameter\n",
            parm->cov_cuts);
      if (!(parm->clq_cuts == GLP_ON || parm->clq_cuts == GLP_OFF))
         xerror("glp_intopt: clq_cuts = %d; invalid parameter\n",
            parm->clq_cuts);
      if (!(parm->presolve == GLP_ON || parm->presolve == GLP_OFF))
         xerror("glp_intopt: presolve = %d; invalid parameter\n",
            parm->presolve);
      if (!(parm->binarize == GLP_ON || parm->binarize == GLP_OFF))
         xerror("glp_intopt: binarize = %d; invalid parameter\n",
            parm->binarize);
      if (!(parm->fp_heur == GLP_ON || parm->fp_heur == GLP_OFF))
         xerror("glp_intopt: fp_heur = %d; invalid parameter\n",
            parm->fp_heur);
#if 1 /* 28/V-2010 */
      if (!(parm->alien == GLP_ON || parm->alien == GLP_OFF))
         xerror("glp_intopt: alien = %d; invalid parameter\n",
            parm->alien);
#endif
      /* integer solution is currently undefined */
      P->mip_stat = GLP_UNDEF;
      P->mip_obj = 0.0;
      /* check bounds of double-bounded variables */
      for (i = 1; i <= P->m; i++)
      {  GLPROW *row = P->row[i];
         if (row->type == GLP_DB && row->lb >= row->ub)
         {  if (parm->msg_lev >= GLP_MSG_ERR)
               xprintf("glp_intopt: row %d: lb = %g, ub = %g; incorrect"
                  " bounds\n", i, row->lb, row->ub);
            ret = GLP_EBOUND;
            goto done;
         }
      }
      for (j = 1; j <= P->n; j++)
      {  GLPCOL *col = P->col[j];
         if (col->type == GLP_DB && col->lb >= col->ub)
         {  if (parm->msg_lev >= GLP_MSG_ERR)
               xprintf("glp_intopt: column %d: lb = %g, ub = %g; incorr"
                  "ect bounds\n", j, col->lb, col->ub);
            ret = GLP_EBOUND;
            goto done;
         }
      }
      /* bounds of all integer variables must be integral */
      for (j = 1; j <= P->n; j++)
      {  GLPCOL *col = P->col[j];
         if (col->kind != GLP_IV) continue;
         if (col->type == GLP_LO || col->type == GLP_DB)
         {  if (col->lb != floor(col->lb))
            {  if (parm->msg_lev >= GLP_MSG_ERR)
                  xprintf("glp_intopt: integer column %d has non-intege"
                     "r lower bound %g\n", j, col->lb);
               ret = GLP_EBOUND;
               goto done;
            }
         }
         if (col->type == GLP_UP || col->type == GLP_DB)
         {  if (col->ub != floor(col->ub))
            {  if (parm->msg_lev >= GLP_MSG_ERR)
                  xprintf("glp_intopt: integer column %d has non-intege"
                     "r upper bound %g\n", j, col->ub);
               ret = GLP_EBOUND;
               goto done;
            }
         }
         if (col->type == GLP_FX)
         {  if (col->lb != floor(col->lb))
            {  if (parm->msg_lev >= GLP_MSG_ERR)
                  xprintf("glp_intopt: integer column %d has non-intege"
                     "r fixed value %g\n", j, col->lb);
               ret = GLP_EBOUND;
               goto done;
            }
         }
      }
      /* solve MIP problem */
      if (parm->msg_lev >= GLP_MSG_ALL)
      {  int ni = glp_get_num_int(P);
         int nb = glp_get_num_bin(P);
         char s[50];
         xprintf("GLPK Integer Optimizer, v%s\n", glp_version());
         xprintf("%d row%s, %d column%s, %d non-zero%s\n",
            P->m, P->m == 1 ? "" : "s", P->n, P->n == 1 ? "" : "s",
            P->nnz, P->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");
      }
#if 1 /* 28/V-2010 */
      if (parm->alien)
      {  /* use alien integer optimizer */
         ret = _glp_intopt1(P, parm);
         goto done;
      }
#endif
      if (!parm->presolve)
         ret = solve_mip(P, parm);
      else
         ret = preprocess_and_solve_mip(P, parm);
done: /* return to the application program */
      return ret;
}