int
OsiVolSolverInterface::readMps(const char *filename, const char *extension)
{
CoinMpsIO reader;
reader.setInfinity(getInfinity());
int retVal = reader.readMps(filename, extension);
loadProblem(*reader.getMatrixByCol(),
reader.getColLower(), reader.getColUpper(),
reader.getObjCoefficients(),
reader.getRowLower(), reader.getRowUpper());
int nc = getNumCols();
assert (continuous_);
CoinFillN(continuous_, nc, true);
return retVal;
}
void
OsiVolSolverInterface::writeMps(const char *filename,
const char *extension,
double /*objSense*/) const
{
CoinMpsIO writer;
writer.setMpsData(*getMatrixByCol(), getInfinity(),
getColLower(), getColUpper(),
getObjCoefficients(),
reinterpret_cast<const char *> (NULL) /*integrality*/,
getRowLower(), getRowUpper(),
reinterpret_cast<const char **> (NULL) /*colnam*/,
reinterpret_cast<const char **> (NULL) /*rownam*/);
std::string fname = filename;
if (extension)
{ if (extension[0] != '\0' && extension[0] != '.')
fname += "." ; }
fname += extension;
writer.writeMps(fname.c_str());
}
/*
Install the name information from a CoinMpsIO object.
*/
void OsiSolverInterface::setRowColNames (const CoinMpsIO &mps)
{ int nameDiscipline,m,n ;
/*
Determine how we're handling names. It's possible that the underlying solver
has overridden getIntParam, but doesn't recognise OsiNameDiscipline. In that
case, we want to default to auto names
*/
bool recognisesOsiNames = getIntParam(OsiNameDiscipline,nameDiscipline) ;
if (recognisesOsiNames == false)
{ nameDiscipline = 0 ; }
/*
Whatever happens, we're about to clean out the current name vectors. Decide
on an appropriate size and call reallocRowColNames to adjust capacity.
*/
if (nameDiscipline == 0)
{ m = 0 ;
n = 0 ; }
else
{ m = mps.getNumRows() ;
n = mps.getNumCols() ; }
reallocRowColNames(rowNames_,m,colNames_,n) ;
/*
If name discipline is auto, we're done already. Otherwise, load 'em
up. If I understand MPS correctly, names are required.
*/
if (nameDiscipline != 0)
{ rowNames_.resize(m) ;
for (int i = 0 ; i < m ; i++)
{ rowNames_[i] = mps.rowName(i) ; }
objName_ = mps.getObjectiveName() ;
colNames_.resize(n) ;
for (int j = 0 ; j < n ; j++)
{ colNames_[j] = mps.columnName(j) ; } }
return ; }
int main(int argc, const char *argv[])
{
#if COIN_BIG_INDEX<2
ClpSimplex model;
int status;
int maxIts = 0;
int maxFactor = 100;
if (argc < 2) {
#if defined(SAMPLEDIR)
status = model.readMps(SAMPLEDIR "/p0033.mps", true);
#else
fprintf(stderr, "Do not know where to find sample MPS files.\n");
exit(1);
#endif
} else
status = model.readMps(argv[1]);
if (status) {
printf("errors on input\n");
exit(77);
}
if (argc > 2) {
maxFactor = atoi(argv[2]);
printf("max factor %d\n", maxFactor);
}
if (argc > 3) {
maxIts = atoi(argv[3]);
printf("max its %d\n", maxIts);
}
// For now scaling off
model.scaling(0);
if (maxIts) {
// Do partial dantzig
ClpPrimalColumnSteepest dantzig(5);
model.setPrimalColumnPivotAlgorithm(dantzig);
//model.messageHandler()->setLogLevel(63);
model.setFactorizationFrequency(maxFactor);
model.setMaximumIterations(maxIts);
model.primal();
if (!model.status())
exit(1);
}
// find gub
int numberRows = model.numberRows();
int * gubStart = new int[numberRows+1];
int * gubEnd = new int[numberRows];
int * which = new int[numberRows];
int * whichGub = new int[numberRows];
int numberColumns = model.numberColumns();
int * mark = new int[numberColumns];
int iRow, iColumn;
// delete variables fixed to zero
const double * columnLower = model.columnLower();
const double * columnUpper = model.columnUpper();
int numberDelete = 0;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
if (columnUpper[iColumn] == 0.0 && columnLower[iColumn] == 0.0)
mark[numberDelete++] = iColumn;
}
if (numberDelete) {
model.deleteColumns(numberDelete, mark);
numberColumns -= numberDelete;
columnLower = model.columnLower();
columnUpper = model.columnUpper();
#if 0
CoinMpsIO writer;
writer.setMpsData(*model.matrix(), COIN_DBL_MAX,
model.getColLower(), model.getColUpper(),
model.getObjCoefficients(),
(const char*) 0 /*integrality*/,
model.getRowLower(), model.getRowUpper(),
NULL, NULL);
writer.writeMps("cza.mps", 0, 0, 1);
#endif
}
double * lower = new double[numberRows];
double * upper = new double[numberRows];
const double * rowLower = model.rowLower();
const double * rowUpper = model.rowUpper();
for (iColumn = 0; iColumn < numberColumns; iColumn++)
mark[iColumn] = -1;
CoinPackedMatrix * matrix = model.matrix();
// get row copy
CoinPackedMatrix rowCopy = *matrix;
rowCopy.reverseOrdering();
const int * column = rowCopy.getIndices();
const int * rowLength = rowCopy.getVectorLengths();
const CoinBigIndex * rowStart = rowCopy.getVectorStarts();
const double * element = rowCopy.getElements();
int putGub = numberRows;
int putNonGub = numberRows;
int * rowIsGub = new int [numberRows];
for (iRow = numberRows - 1; iRow >= 0; iRow--) {
bool gubRow = true;
int first = numberColumns + 1;
int last = -1;
for (int j = rowStart[iRow]; j < rowStart[iRow] + rowLength[iRow]; j++) {
if (element[j] != 1.0) {
gubRow = false;
break;
} else {
int iColumn = column[j];
if (mark[iColumn] >= 0) {
gubRow = false;
break;
} else {
last = CoinMax(last, iColumn);
first = CoinMin(first, iColumn);
}
}
}
if (last - first + 1 != rowLength[iRow] || !gubRow) {
which[--putNonGub] = iRow;
rowIsGub[iRow] = 0;
} else {
for (int j = rowStart[iRow]; j < rowStart[iRow] + rowLength[iRow]; j++) {
int iColumn = column[j];
mark[iColumn] = iRow;
}
rowIsGub[iRow] = -1;
putGub--;
gubStart[putGub] = first;
gubEnd[putGub] = last + 1;
lower[putGub] = rowLower[iRow];
upper[putGub] = rowUpper[iRow];
whichGub[putGub] = iRow;
}
}
int numberNonGub = numberRows - putNonGub;
int numberGub = numberRows - putGub;
if (numberGub > 0) {
printf("** %d gub rows\n", numberGub);
int numberNormal = 0;
const int * row = matrix->getIndices();
const int * columnLength = matrix->getVectorLengths();
const CoinBigIndex * columnStart = matrix->getVectorStarts();
const double * elementByColumn = matrix->getElements();
int numberElements = 0;
bool doLower = false;
bool doUpper = false;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
if (mark[iColumn] < 0) {
mark[numberNormal++] = iColumn;
} else {
numberElements += columnLength[iColumn];
if (columnLower[iColumn] != 0.0)
doLower = true;
if (columnUpper[iColumn] < 1.0e20)
doUpper = true;
}
}
if (!numberNormal) {
printf("Putting back one gub row to make non-empty\n");
for (iColumn = gubStart[putGub]; iColumn < gubEnd[putGub]; iColumn++)
mark[numberNormal++] = iColumn;
putGub++;
numberGub--;
}
ClpSimplex model2(&model, numberNonGub, which + putNonGub, numberNormal, mark);
int numberGubColumns = numberColumns - numberNormal;
// sort gubs so monotonic
int * which = new int[numberGub];
int i;
for (i = 0; i < numberGub; i++)
which[i] = i;
CoinSort_2(gubStart + putGub, gubStart + putGub + numberGub, which);
int * temp1 = new int [numberGub];
for (i = 0; i < numberGub; i++) {
int k = which[i];
temp1[i] = gubEnd[putGub+k];
}
memcpy(gubEnd + putGub, temp1, numberGub * sizeof(int));
delete [] temp1;
double * temp2 = new double [numberGub];
for (i = 0; i < numberGub; i++) {
int k = which[i];
temp2[i] = lower[putGub+k];
}
memcpy(lower + putGub, temp2, numberGub * sizeof(double));
for (i = 0; i < numberGub; i++) {
int k = which[i];
temp2[i] = upper[putGub+k];
}
memcpy(upper + putGub, temp2, numberGub * sizeof(double));
delete [] temp2;
delete [] which;
numberElements -= numberGubColumns;
int * start2 = new int[numberGubColumns+1];
int * row2 = new int[numberElements];
double * element2 = new double[numberElements];
double * cost2 = new double [numberGubColumns];
double * lowerColumn2 = NULL;
if (doLower) {
lowerColumn2 = new double [numberGubColumns];
CoinFillN(lowerColumn2, numberGubColumns, 0.0);
}
double * upperColumn2 = NULL;
if (doUpper) {
upperColumn2 = new double [numberGubColumns];
CoinFillN(upperColumn2, numberGubColumns, COIN_DBL_MAX);
}
numberElements = 0;
int numberNonGubRows = 0;
for (iRow = 0; iRow < numberRows; iRow++) {
if (!rowIsGub[iRow])
rowIsGub[iRow] = numberNonGubRows++;
}
numberColumns = 0;
gubStart[0] = 0;
start2[0] = 0;
const double * cost = model.objective();
for (int iSet = 0; iSet < numberGub; iSet++) {
int iStart = gubStart[iSet+putGub];
int iEnd = gubEnd[iSet+putGub];
for (int k = iStart; k < iEnd; k++) {
cost2[numberColumns] = cost[k];
if (columnLower[k])
lowerColumn2[numberColumns] = columnLower[k];
if (columnUpper[k] < 1.0e20)
upperColumn2[numberColumns] = columnUpper[k];
for (int j = columnStart[k]; j < columnStart[k] + columnLength[k]; j++) {
int iRow = rowIsGub[row[j]];
if (iRow >= 0) {
row2[numberElements] = iRow;
element2[numberElements++] = elementByColumn[j];
}
}
start2[++numberColumns] = numberElements;
}
gubStart[iSet+1] = numberColumns;
}
model2.replaceMatrix(new ClpGubDynamicMatrix(&model2, numberGub,
numberColumns, gubStart,
lower + putGub, upper + putGub,
start2, row2, element2, cost2,
lowerColumn2, upperColumn2));
delete [] rowIsGub;
delete [] start2;
delete [] row2;
delete [] element2;
delete [] cost2;
delete [] lowerColumn2;
delete [] upperColumn2;
// For now scaling off
model2.scaling(0);
// Do partial dantzig
ClpPrimalColumnSteepest dantzig(5);
model2.setPrimalColumnPivotAlgorithm(dantzig);
//model2.messageHandler()->setLogLevel(63);
model2.setFactorizationFrequency(maxFactor);
model2.setMaximumIterations(4000000);
double time1 = CoinCpuTime();
model2.primal();
{
ClpGubDynamicMatrix * gubMatrix =
dynamic_cast< ClpGubDynamicMatrix*>(model2.clpMatrix());
assert(gubMatrix);
const double * solution = model2.primalColumnSolution();
int numberGubColumns = gubMatrix->numberGubColumns();
int firstOdd = gubMatrix->firstDynamic();
int lastOdd = gubMatrix->firstAvailable();
int numberTotalColumns = firstOdd + numberGubColumns;
int numberRows = model2.numberRows();
char * status = new char [numberTotalColumns];
double * gubSolution = new double [numberTotalColumns];
int numberSets = gubMatrix->numberSets();
const int * id = gubMatrix->id();
int i;
const double * lowerColumn = gubMatrix->lowerColumn();
const double * upperColumn = gubMatrix->upperColumn();
for (i = 0; i < numberGubColumns; i++) {
if (gubMatrix->getDynamicStatus(i) == ClpGubDynamicMatrix::atUpperBound) {
gubSolution[i+firstOdd] = upperColumn[i];
status[i+firstOdd] = 2;
} else if (gubMatrix->getDynamicStatus(i) == ClpGubDynamicMatrix::atLowerBound && lowerColumn) {
gubSolution[i+firstOdd] = lowerColumn[i];
status[i+firstOdd] = 1;
} else {
gubSolution[i+firstOdd] = 0.0;
status[i+firstOdd] = 1;
}
}
for (i = 0; i < firstOdd; i++) {
ClpSimplex::Status thisStatus = model2.getStatus(i);
if (thisStatus == ClpSimplex::basic)
status[i] = 0;
else if (thisStatus == ClpSimplex::atLowerBound)
status[i] = 1;
else if (thisStatus == ClpSimplex::atUpperBound)
status[i] = 2;
else if (thisStatus == ClpSimplex::isFixed)
status[i] = 3;
else
abort();
gubSolution[i] = solution[i];
}
for (i = firstOdd; i < lastOdd; i++) {
int iBig = id[i-firstOdd] + firstOdd;
ClpSimplex::Status thisStatus = model2.getStatus(i);
if (thisStatus == ClpSimplex::basic)
status[iBig] = 0;
else if (thisStatus == ClpSimplex::atLowerBound)
status[iBig] = 1;
else if (thisStatus == ClpSimplex::atUpperBound)
status[iBig] = 2;
else if (thisStatus == ClpSimplex::isFixed)
status[iBig] = 3;
else
abort();
gubSolution[iBig] = solution[i];
}
char * rowStatus = new char[numberRows];
for (i = 0; i < numberRows; i++) {
ClpSimplex::Status thisStatus = model2.getRowStatus(i);
if (thisStatus == ClpSimplex::basic)
rowStatus[i] = 0;
else if (thisStatus == ClpSimplex::atLowerBound)
rowStatus[i] = 1;
else if (thisStatus == ClpSimplex::atUpperBound)
rowStatus[i] = 2;
else if (thisStatus == ClpSimplex::isFixed)
rowStatus[i] = 3;
else
abort();
}
char * setStatus = new char[numberSets];
int * keyVariable = new int[numberSets];
memcpy(keyVariable, gubMatrix->keyVariable(), numberSets * sizeof(int));
for (i = 0; i < numberSets; i++) {
int iKey = keyVariable[i];
if (iKey > lastOdd)
iKey = numberTotalColumns + i;
else
iKey = id[iKey-firstOdd] + firstOdd;
keyVariable[i] = iKey;
ClpSimplex::Status thisStatus = gubMatrix->getStatus(i);
if (thisStatus == ClpSimplex::basic)
setStatus[i] = 0;
else if (thisStatus == ClpSimplex::atLowerBound)
setStatus[i] = 1;
else if (thisStatus == ClpSimplex::atUpperBound)
setStatus[i] = 2;
else if (thisStatus == ClpSimplex::isFixed)
setStatus[i] = 3;
else
abort();
}
FILE * fp = fopen("xx.sol", "w");
fwrite(gubSolution, sizeof(double), numberTotalColumns, fp);
fwrite(status, sizeof(char), numberTotalColumns, fp);
const double * rowsol = model2.primalRowSolution();
int originalNumberRows = model.numberRows();
double * rowsol2 = new double[originalNumberRows];
memset(rowsol2, 0, originalNumberRows * sizeof(double));
model.times(1.0, gubSolution, rowsol2);
for (i = 0; i < numberRows; i++)
assert(fabs(rowsol[i] - rowsol2[i]) < 1.0e-3);
//for (;i<originalNumberRows;i++)
//printf("%d %g\n",i,rowsol2[i]);
delete [] rowsol2;
fwrite(rowsol, sizeof(double), numberRows, fp);
fwrite(rowStatus, sizeof(char), numberRows, fp);
fwrite(setStatus, sizeof(char), numberSets, fp);
fwrite(keyVariable, sizeof(int), numberSets, fp);
fclose(fp);
delete [] status;
delete [] gubSolution;
delete [] setStatus;
delete [] keyVariable;
// ** if going to rstart as dynamic need id_
// also copy coding in useEf.. from ClpGubMatrix (i.e. test for basis)
}
printf("obj offset is %g\n", model2.objectiveOffset());
printf("Primal took %g seconds\n", CoinCpuTime() - time1);
//model2.primal(1);
}
delete [] mark;
delete [] gubStart;
delete [] gubEnd;
delete [] which;
delete [] whichGub;
delete [] lower;
delete [] upper;
#else
printf("testGub2 not available with COIN_BIG_INDEX=2\n");
#endif
return 0;
}
int main(int argc, const char *argv[])
{
int status;
CoinMpsIO m;
if (argc < 2)
status = m.readMps("model1.mps", "");
else
status = m.readMps(argv[1], "");
if (status) {
fprintf(stdout, "Bad readMps %s\n", argv[1]);
exit(1);
}
// Load up model1 - so we can use known good solution
ClpSimplex model1;
model1.loadProblem(*m.getMatrixByCol(),
m.getColLower(), m.getColUpper(),
m.getObjCoefficients(),
m.getRowLower(), m.getRowUpper());
model1.dual();
// Get data arrays
const CoinPackedMatrix * matrix1 = m.getMatrixByCol();
const int * start1 = matrix1->getVectorStarts();
const int * length1 = matrix1->getVectorLengths();
const int * row1 = matrix1->getIndices();
const double * element1 = matrix1->getElements();
const double * columnLower1 = m.getColLower();
const double * columnUpper1 = m.getColUpper();
const double * rowLower1 = m.getRowLower();
const double * rowUpper1 = m.getRowUpper();
const double * objective1 = m.getObjCoefficients();
int numberColumns = m.getNumCols();
int numberRows = m.getNumRows();
int numberElements = m.getNumElements();
// Get new arrays
int numberColumns2 = (numberColumns + 1);
int * start2 = new int[numberColumns2+1];
int * row2 = new int[numberElements];
double * element2 = new double[numberElements];
int * segstart = new int[numberColumns+1];
double * breakpt = new double[2*numberColumns];
double * slope = new double[2*numberColumns];
double * objective2 = new double[numberColumns2];
double * columnLower2 = new double[numberColumns2];
double * columnUpper2 = new double[numberColumns2];
double * rowLower2 = new double[numberRows];
double * rowUpper2 = new double[numberRows];
// We need to modify rhs
memcpy(rowLower2, rowLower1, numberRows * sizeof(double));
memcpy(rowUpper2, rowUpper1, numberRows * sizeof(double));
double objectiveOffset = 0.0;
// For new solution
double * newSolution = new double [numberColumns];
const double * oldSolution = model1.primalColumnSolution();
int iColumn;
for (iColumn = 0; iColumn < numberColumns; iColumn++)
printf("%g ", oldSolution[iColumn]);
printf("\n");
numberColumns2 = 0;
numberElements = 0;
start2[0] = 0;
int segptr = 0;
segstart[0] = 0;
// Now check for duplicates
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
// test if column identical to next column
bool ifcopy = 1;
if (iColumn < numberColumns - 1) {
int joff = length1[iColumn];
for (int j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) {
if (row1[j] != row1[j+joff]) {
ifcopy = 0;
break;
}
if (element1[j] != element1[j+joff]) {
ifcopy = 0;
break;
}
}
} else {
ifcopy = 0;
}
//if (iColumn>47||iColumn<45)
//ifcopy=0;
if (ifcopy) {
double lo1 = columnLower1[iColumn];
double up1 = columnUpper1[iColumn];
double obj1 = objective1[iColumn];
double sol1 = oldSolution[iColumn];
double lo2 = columnLower1[iColumn+1];
double up2 = columnUpper1[iColumn+1];
double obj2 = objective1[iColumn+1];
double sol2 = oldSolution[iColumn+1];
if (fabs(up1 - lo2) > 1.0e-8) {
// try other way
double temp;
temp = lo1;
lo1 = lo2;
lo2 = temp;
temp = up1;
up1 = up2;
up2 = temp;
temp = obj1;
obj1 = obj2;
obj2 = temp;
temp = sol1;
sol1 = sol2;
sol2 = temp;
assert(fabs(up1 - lo2) < 1.0e-8);
}
// subtract out from rhs
double fixed = up1;
// do offset
objectiveOffset += fixed * obj2;
for (int j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) {
int iRow = row1[j];
double value = element1[j];
if (rowLower2[iRow] > -1.0e30)
rowLower2[iRow] -= value * fixed;
if (rowUpper2[iRow] < 1.0e30)
rowUpper2[iRow] -= value * fixed;
}
newSolution[numberColumns2] = fixed;
if (fabs(sol1 - fixed) > 1.0e-8)
newSolution[numberColumns2] = sol1;
if (fabs(sol2 - fixed) > 1.0e-8)
newSolution[numberColumns2] = sol2;
columnLower2[numberColumns2] = lo1;
columnUpper2[numberColumns2] = up2;
objective2[numberColumns2] = 0.0;
breakpt[segptr] = lo1;
slope[segptr++] = obj1;
breakpt[segptr] = lo2;
slope[segptr++] = obj2;
for (int j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) {
row2[numberElements] = row1[j];
element2[numberElements++] = element1[j];
}
start2[++numberColumns2] = numberElements;
breakpt[segptr] = up2;
slope[segptr++] = COIN_DBL_MAX;
segstart[numberColumns2] = segptr;
iColumn++; // skip next column
} else {
// normal column
columnLower2[numberColumns2] = columnLower1[iColumn];
columnUpper2[numberColumns2] = columnUpper1[iColumn];
objective2[numberColumns2] = objective1[iColumn];
breakpt[segptr] = columnLower1[iColumn];
slope[segptr++] = objective1[iColumn];
for (int j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) {
row2[numberElements] = row1[j];
element2[numberElements++] = element1[j];
}
newSolution[numberColumns2] = oldSolution[iColumn];
start2[++numberColumns2] = numberElements;
breakpt[segptr] = columnUpper1[iColumn];
slope[segptr++] = COIN_DBL_MAX;
segstart[numberColumns2] = segptr;
}
}
// print new number of columns, elements
printf("New number of columns = %d\n", numberColumns2);
printf("New number of elements = %d\n", numberElements);
printf("Objective offset is %g\n", objectiveOffset);
ClpSimplex model;
// load up
model.loadProblem(numberColumns2, numberRows,
start2, row2, element2,
columnLower2, columnUpper2,
objective2,
rowLower2, rowUpper2);
model.scaling(0);
model.setDblParam(ClpObjOffset, -objectiveOffset);
// Create nonlinear objective
int returnCode = model.createPiecewiseLinearCosts(segstart, breakpt, slope);
assert(!returnCode);
// delete
delete [] segstart;
delete [] breakpt;
delete [] slope;
delete [] start2;
delete [] row2 ;
delete [] element2;
delete [] objective2;
delete [] columnLower2;
delete [] columnUpper2;
delete [] rowLower2;
delete [] rowUpper2;
// copy in solution - (should be optimal)
model.allSlackBasis();
memcpy(model.primalColumnSolution(), newSolution, numberColumns2 * sizeof(double));
//memcpy(model.columnLower(),newSolution,numberColumns2*sizeof(double));
//memcpy(model.columnUpper(),newSolution,numberColumns2*sizeof(double));
delete [] newSolution;
//model.setLogLevel(63);
const double * solution = model.primalColumnSolution();
double * saveSol = new double[numberColumns2];
memcpy(saveSol, solution, numberColumns2 * sizeof(double));
for (iColumn = 0; iColumn < numberColumns2; iColumn++)
printf("%g ", solution[iColumn]);
printf("\n");
// solve
model.primal(1);
for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
printf(" ** was %g ", saveSol[iColumn]);
printf("%g ", solution[iColumn]);
}
printf("\n");
model.primal(1);
for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
printf(" ** was %g ", saveSol[iColumn]);
printf("%g ", solution[iColumn]);
}
printf("\n");
model.primal();
for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
printf(" ** was %g ", saveSol[iColumn]);
printf("%g ", solution[iColumn]);
}
printf("\n");
model.allSlackBasis();
for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
printf(" ** was %g ", saveSol[iColumn]);
printf("%g ", solution[iColumn]);
}
printf("\n");
model.setLogLevel(63);
model.primal();
for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
printf(" ** was %g ", saveSol[iColumn]);
printf("%g ", solution[iColumn]);
}
printf("\n");
return 0;
}
//--------------------------------------------------------------------------
// Test building a model
void
CoinModelUnitTest(const std::string & mpsDir,
const std::string & netlibDir, const std::string & testModel)
{
// Get a model
CoinMpsIO m;
std::string fn = mpsDir+"exmip1";
int numErr = m.readMps(fn.c_str(),"mps");
assert( numErr== 0 );
int numberRows = m.getNumRows();
int numberColumns = m.getNumCols();
// Build by row from scratch
{
CoinPackedMatrix matrixByRow = * m.getMatrixByRow();
const double * element = matrixByRow.getElements();
const int * column = matrixByRow.getIndices();
const CoinBigIndex * rowStart = matrixByRow.getVectorStarts();
const int * rowLength = matrixByRow.getVectorLengths();
const double * rowLower = m.getRowLower();
const double * rowUpper = m.getRowUpper();
const double * columnLower = m.getColLower();
const double * columnUpper = m.getColUpper();
const double * objective = m.getObjCoefficients();
int i;
CoinModel temp;
for (i=0; i<numberRows; i++) {
temp.addRow(rowLength[i],column+rowStart[i],
element+rowStart[i],rowLower[i],rowUpper[i],m.rowName(i));
}
// Now do column part
for (i=0; i<numberColumns; i++) {
temp.setColumnBounds(i,columnLower[i],columnUpper[i]);
temp.setColumnObjective(i,objective[i]);
if (m.isInteger(i))
temp.setColumnIsInteger(i,true);;
}
// write out
temp.writeMps("byRow.mps");
}
// Build by column from scratch and save
CoinModel model;
{
CoinPackedMatrix matrixByColumn = * m.getMatrixByCol();
const double * element = matrixByColumn.getElements();
const int * row = matrixByColumn.getIndices();
const CoinBigIndex * columnStart = matrixByColumn.getVectorStarts();
const int * columnLength = matrixByColumn.getVectorLengths();
const double * rowLower = m.getRowLower();
const double * rowUpper = m.getRowUpper();
const double * columnLower = m.getColLower();
const double * columnUpper = m.getColUpper();
const double * objective = m.getObjCoefficients();
int i;
for (i=0; i<numberColumns; i++) {
model.addColumn(columnLength[i],row+columnStart[i],
element+columnStart[i],columnLower[i],columnUpper[i],
objective[i],m.columnName(i),m.isInteger(i));
}
// Now do row part
for (i=0; i<numberRows; i++) {
model.setRowBounds(i,rowLower[i],rowUpper[i]);
}
// write out
model.writeMps("byColumn.mps");
}
// model was created by column - play around
{
CoinModel temp;
int i;
for (i=numberRows-1; i>=0; i--)
temp.setRowLower(i,model.getRowLower(i));
for (i=0; i<numberColumns; i++) {
temp.setColumnUpper(i,model.getColumnUpper(i));
temp.setColumnName(i,model.getColumnName(i));
}
for (i=numberColumns-1; i>=0; i--) {
temp.setColumnLower(i,model.getColumnLower(i));
temp.setColumnObjective(i,model.getColumnObjective(i));
temp.setColumnIsInteger(i,model.getColumnIsInteger(i));
}
for (i=0; i<numberRows; i++) {
temp.setRowUpper(i,model.getRowUpper(i));
temp.setRowName(i,model.getRowName(i));
}
// Now elements
for (i=0; i<numberRows; i++) {
CoinModelLink triple=model.firstInRow(i);
while (triple.column()>=0) {
temp(i,triple.column(),triple.value());
triple=model.next(triple);
}
}
// and by column
for (i=numberColumns-1; i>=0; i--) {
CoinModelLink triple=model.lastInColumn(i);
while (triple.row()>=0) {
assert (triple.value()==temp(triple.row(),i));
temp(triple.row(),i,triple.value());
triple=model.previous(triple);
}
}
// check equal
model.setLogLevel(1);
assert (!model.differentModel(temp,false));
}
// Try creating model with strings
{
CoinModel temp;
int i;
for (i=numberRows-1; i>=0; i--) {
double value = model.getRowLower(i);
if (value==-1.0)
temp.setRowLower(i,"minusOne");
else if (value==1.0)
temp.setRowLower(i,"sqrt(plusOne)");
else if (value==4.0)
temp.setRowLower(i,"abs(4*plusOne)");
else
temp.setRowLower(i,value);
}
for (i=0; i<numberColumns; i++) {
double value;
value = model.getColumnUpper(i);
if (value==-1.0)
temp.setColumnUpper(i,"minusOne");
else if (value==1.0)
temp.setColumnUpper(i,"plusOne");
else
temp.setColumnUpper(i,value);
temp.setColumnName(i,model.getColumnName(i));
}
for (i=numberColumns-1; i>=0; i--) {
temp.setColumnLower(i,model.getColumnLower(i));
temp.setColumnObjective(i,model.getColumnObjective(i));
temp.setColumnIsInteger(i,model.getColumnIsInteger(i));
}
for (i=0; i<numberRows; i++) {
double value = model.getRowUpper(i);
if (value==-1.0)
temp.setRowUpper(i,"minusOne");
else if (value==1.0)
temp.setRowUpper(i,"plusOne");
else
temp.setRowUpper(i,value);
temp.setRowName(i,model.getRowName(i));
}
// Now elements
for (i=0; i<numberRows; i++) {
CoinModelLink triple=model.firstInRow(i);
while (triple.column()>=0) {
double value = triple.value();
if (value==-1.0)
temp(i,triple.column(),"minusOne");
else if (value==1.0)
temp(i,triple.column(),"plusOne");
else if (value==-2.0)
temp(i,triple.column(),"minusOne-1.0");
else if (value==2.0)
temp(i,triple.column(),"plusOne+1.0+minusOne+(2.0-plusOne)");
else
temp(i,triple.column(),value);
triple=model.next(triple);
}
}
temp.associateElement("minusOne",-1.0);
temp.associateElement("plusOne",1.0);
temp.setProblemName("fromStrings");
temp.writeMps("string.mps");
// check equal
model.setLogLevel(1);
assert (!model.differentModel(temp,false));
}
// Test with various ways of generating
{
/*
Get a model. Try first with netlibDir, fall back to mpsDir (sampleDir)
if that fails.
*/
CoinMpsIO m;
std::string fn = netlibDir+testModel;
double time1 = CoinCpuTime();
int numErr = m.readMps(fn.c_str(),"");
if (numErr != 0) {
std::cout
<< "Could not read " << testModel << " in " << netlibDir
<< "; falling back to " << mpsDir << "." << std::endl ;
fn = mpsDir+testModel ;
numErr = m.readMps(fn.c_str(),"") ;
if (numErr != 0) {
std::cout << "Could not read " << testModel << "; skipping test." << std::endl ;
}
}
if (numErr == 0) {
std::cout
<< "Time for readMps is "
<< (CoinCpuTime()-time1) << " seconds." << std::endl ;
int numberRows = m.getNumRows();
int numberColumns = m.getNumCols();
// Build model
CoinModel model;
CoinPackedMatrix matrixByRow = * m.getMatrixByRow();
const double * element = matrixByRow.getElements();
const int * column = matrixByRow.getIndices();
const CoinBigIndex * rowStart = matrixByRow.getVectorStarts();
const int * rowLength = matrixByRow.getVectorLengths();
const double * rowLower = m.getRowLower();
const double * rowUpper = m.getRowUpper();
const double * columnLower = m.getColLower();
const double * columnUpper = m.getColUpper();
const double * objective = m.getObjCoefficients();
int i;
for (i=0; i<numberRows; i++) {
model.addRow(rowLength[i],column+rowStart[i],
element+rowStart[i],rowLower[i],rowUpper[i],m.rowName(i));
}
// Now do column part
for (i=0; i<numberColumns; i++) {
model.setColumnBounds(i,columnLower[i],columnUpper[i]);
model.setColumnObjective(i,objective[i]);
model.setColumnName(i,m.columnName(i));
if (m.isInteger(i))
model.setColumnIsInteger(i,true);;
}
// Test
CoinSeedRandom(11111);
time1 = 0.0;
int nPass=50;
for (i=0; i<nPass; i++) {
double random = CoinDrand48();
int iSeed = (int) (random*1000000);
//iSeed = 776151;
CoinSeedRandom(iSeed);
std::cout << "before pass " << i << " with seed of " << iSeed << std::endl ;
buildRandom(model,CoinDrand48(),time1,i);
model.validateLinks();
}
std::cout
<< "Time for " << nPass << " CoinModel passes is "
<< time1 << " seconds\n" << std::endl ;
}
}
}
// status = write_mps_file(c,a,lhs,rhs,ub,lb,btype,vartype,filename);
// btype is not yet used. But I keep this parameter for the future
extern "C" int write_mps_file(char * fname)
{
int m_c, n_c;
int m_a, n_a;
int m_lhs, n_lhs;
int m_rhs, n_rhs;
int m_ub, n_ub;
int m_lb, n_lb;
int m_col_name, n_col_name;
int m_row_name, n_row_name;
vector<string> RowNames, ColNames;
stringstream tmpstring;
CoinMpsIO mpsWriter;
DerivedHandler * printer = NULL;
CoinPackedMatrix A_matrix;
SciSparse S_A;
char ** pColNames = NULL;
char ** pRowNames = NULL;
int i, j, status;
int nrows, ncols, count, type;
int * c_addr = NULL, * lhs_addr = NULL, * rhs_addr = NULL, * ub_addr = NULL, * lb_addr = NULL;
int * btype_addr = NULL, * vartype_addr = NULL, * pb_name_addr = NULL, * a_addr = NULL;
int * col_name_addr = NULL, * row_name_addr = NULL, * filename_addr = NULL, * verbose_addr = NULL;
double * c = NULL, * lhs = NULL, * rhs = NULL, * ub = NULL, * lb = NULL, * a = NULL;
double verbose = 0;
char * btype = NULL, * vartype = NULL, * pb_name = NULL, * filename = NULL;
SciErr _SciErr;
_SciErr = getVarAddressFromPosition(pvApiCtx, C_IN, &c_addr); SCICOINOR_ERROR;
_SciErr = getMatrixOfDouble(pvApiCtx, c_addr, &n_c, &m_c, &c); SCICOINOR_ERROR;
_SciErr = getVarAddressFromPosition(pvApiCtx, LHS_IN, &lhs_addr); SCICOINOR_ERROR;
_SciErr = getMatrixOfDouble(pvApiCtx, lhs_addr, &n_lhs, &m_lhs, &lhs); SCICOINOR_ERROR;
_SciErr = getVarAddressFromPosition(pvApiCtx, RHS_IN, &rhs_addr); SCICOINOR_ERROR;
_SciErr = getMatrixOfDouble(pvApiCtx, rhs_addr, &n_rhs, &m_rhs, &rhs); SCICOINOR_ERROR;
_SciErr = getVarAddressFromPosition(pvApiCtx, UB_IN, &ub_addr); SCICOINOR_ERROR;
_SciErr = getMatrixOfDouble(pvApiCtx, ub_addr, &n_ub, &m_ub, &ub); SCICOINOR_ERROR;
_SciErr = getVarAddressFromPosition(pvApiCtx, LB_IN, &lb_addr); SCICOINOR_ERROR;
_SciErr = getMatrixOfDouble(pvApiCtx, lb_addr, &n_lb, &m_lb, &lb); SCICOINOR_ERROR;
_SciErr = getVarAddressFromPosition(pvApiCtx, BTYPE_IN, &btype_addr); SCICOINOR_ERROR;
getAllocatedSingleString(pvApiCtx, btype_addr, &btype);
_SciErr = getVarAddressFromPosition(pvApiCtx, VARTYPE_IN, &vartype_addr); SCICOINOR_ERROR;
getAllocatedSingleString(pvApiCtx, vartype_addr, &vartype);
_SciErr = getVarAddressFromPosition(pvApiCtx, PB_NAME_IN, &pb_name_addr); SCICOINOR_ERROR;
getAllocatedSingleString(pvApiCtx, pb_name_addr, &pb_name);
_SciErr = getVarAddressFromPosition(pvApiCtx, COL_NAME_IN, &col_name_addr); SCICOINOR_ERROR;
getAllocatedMatrixOfString(pvApiCtx, col_name_addr, &n_col_name, &m_col_name, &pColNames);
_SciErr = getVarAddressFromPosition(pvApiCtx, ROW_NAME_IN, &row_name_addr); SCICOINOR_ERROR;
getAllocatedMatrixOfString(pvApiCtx, row_name_addr, &n_row_name, &m_row_name, &pRowNames);
_SciErr = getVarAddressFromPosition(pvApiCtx, FILENAME_IN, &filename_addr); SCICOINOR_ERROR;
getAllocatedSingleString(pvApiCtx, filename_addr, &filename);
_SciErr = getVarAddressFromPosition(pvApiCtx, VERBOSE_IN, &verbose_addr); SCICOINOR_ERROR;
getScalarDouble(pvApiCtx, verbose_addr, &verbose);
nrows = n_lhs * m_lhs;
if (nrows==0) nrows = n_rhs*m_rhs;
ncols = n_c * m_c;
#ifdef DEBUG
DBGPRINTF("rowname n = %d m = %d\n", n_row_name, m_row_name);
#endif
if (n_row_name * m_row_name==0)
{
RowNames.resize(nrows);
for(i=0;i<nrows;i++)
{
tmpstring.str("");
tmpstring << "R" << i;
RowNames[i] = tmpstring.str();
}
}
else
{
RowNames.resize(nrows);
for(i=0;i<nrows;i++)
{
RowNames[i] = string(pRowNames[i]);
}
}
#ifdef DEBUG
DBGPRINTF("colname n = %d m = %d\n", n_col_name, m_col_name);
#endif
if (n_col_name * m_col_name==0)
{
ColNames.resize(ncols);
for(i=0;i<ncols;i++)
{
tmpstring.str("");
tmpstring << "R" << i;
ColNames[i] = tmpstring.str();
}
}
else
{
ColNames.resize(ncols);
for(i=0;i<ncols;i++)
{
ColNames[i] = string(pColNames[i]);
}
}
//////////////////
// The A matrix //
//////////////////
_SciErr = getVarAddressFromPosition(pvApiCtx, A_IN, &a_addr); SCICOINOR_ERROR;
_SciErr = getVarType(pvApiCtx, a_addr, &type); SCICOINOR_ERROR;
if(type!=sci_sparse)
{
_SciErr = getMatrixOfDouble(pvApiCtx, a_addr, &n_a, &m_a, &a); SCICOINOR_ERROR;
A_matrix.setDimensions(nrows,ncols);
if (a==NULL)
{
Scierror(999,"%s: invalid value of matrix a\n",fname);
freeAllocatedSingleString(btype);
freeAllocatedSingleString(vartype);
freeAllocatedSingleString(pb_name);
freeAllocatedSingleString(filename);
if (pRowNames) freeAllocatedMatrixOfString(m_row_name, n_row_name, pRowNames);
if (pColNames) freeAllocatedMatrixOfString(m_col_name, n_col_name, pColNames);
return 0;
}
for(i=0; i<m_a; i++)
{
for(j=0; j<n_a; j++)
{
if (*(a+i+j*m_a) != 0) A_matrix.modifyCoefficient(i,j,*(a+i+j*m_a));
}
}
}
else
{
getAllocatedSparseMatrix(pvApiCtx, a_addr, &S_A.m, &S_A.n, &S_A.nel, &S_A.mnel, &S_A.icol, &S_A.R);
A_matrix.setDimensions(nrows,ncols);
count = 0;
for(i=0;i<S_A.m;i++)
{
if (S_A.mnel[i]!=0)
{
for(j=0;j<S_A.mnel[i];j++)
{
count++;
A_matrix.modifyCoefficient(i,S_A.icol[count-1]-1,S_A.R[count-1]);
}
}
}
freeAllocatedSparseMatrix(S_A.mnel, S_A.icol, S_A.R);
}
if (verbose)
{
printer = new DerivedHandler();
printer->setLogLevel((int)verbose);
mpsWriter.passInMessageHandler(printer);
}
// void setMpsData (const CoinPackedMatrix &m, const double infinity,
// const double *collb, const double *colub,
// const double *obj, const char *integrality,
// const double *rowlb, const double *rowub,
// const std::vector< std::string > &colnames, const std::vector< std::string > &rownames)
mpsWriter.setMpsData(A_matrix, mpsWriter.getInfinity(),
lb, ub,
c, vartype,
lhs, rhs,
ColNames, RowNames);
mpsWriter.setProblemName(pb_name);
status = mpsWriter.writeMps(filename);
createScalarDouble(pvApiCtx, STATUS_OUT, (double)status);
LhsVar(1) = STATUS_OUT;
freeAllocatedSingleString(btype);
freeAllocatedSingleString(vartype);
freeAllocatedSingleString(pb_name);
freeAllocatedSingleString(filename);
if (pRowNames) freeAllocatedMatrixOfString(m_row_name, n_row_name, pRowNames);
if (pColNames) freeAllocatedMatrixOfString(m_col_name, n_col_name, pColNames);
return 0;
}
int main(int argc, const char *argv[])
{
/* Read quadratic model in two stages to test loadQuadraticObjective.
And is also possible to just read into ClpSimplex/Interior which sets it all up in one go.
But this is only if it is in QUADOBJ format.
If no arguments does share2qp using ClpInterior (also creates quad.mps which is in QUADOBJ format)
If one argument uses simplex e.g. testit quad.mps
If > one uses barrier via ClpSimplex input and then ClpInterior borrow
*/
if (argc < 2) {
CoinMpsIO m;
#if defined(SAMPLEDIR)
int status = m.readMps(SAMPLEDIR "/share2qp", "mps");
#else
fprintf(stderr, "Do not know where to find sample MPS files.\n");
exit(1);
#endif
if (status) {
printf("errors on input\n");
exit(77);
}
ClpInterior model;
model.loadProblem(*m.getMatrixByCol(), m.getColLower(), m.getColUpper(),
m.getObjCoefficients(),
m.getRowLower(), m.getRowUpper());
// get quadratic part
int * start = NULL;
int * column = NULL;
double * element = NULL;
m.readQuadraticMps(NULL, start, column, element, 2);
int j;
for (j = 0; j < 79; j++) {
if (start[j] < start[j+1]) {
int i;
printf("Column %d ", j);
for (i = start[j]; i < start[j+1]; i++) {
printf("( %d, %g) ", column[i], element[i]);
}
printf("\n");
}
}
model.loadQuadraticObjective(model.numberColumns(), start, column, element);
// share2qp is in old style qp format - convert to new so other options can use
model.writeMps("quad.mps");
ClpCholeskyBase * cholesky = new ClpCholeskyBase();
cholesky->setKKT(true);
model.setCholesky(cholesky);
model.primalDual();
double *primal;
double *dual;
primal = model.primalColumnSolution();
dual = model.dualRowSolution();
int i;
int numberColumns = model.numberColumns();
int numberRows = model.numberRows();
for (i = 0; i < numberColumns; i++) {
if (fabs(primal[i]) > 1.0e-8)
printf("%d primal %g\n", i, primal[i]);
}
for (i = 0; i < numberRows; i++) {
if (fabs(dual[i]) > 1.0e-8)
printf("%d dual %g\n", i, dual[i]);
}
} else {
// Could read into ClpInterior
ClpSimplex model;
if (model.readMps(argv[1])) {
printf("errors on input\n");
exit(77);
}
model.writeMps("quad");
if (argc < 3) {
// simplex - just primal as dual does not work
// also I need to fix scaling of duals on output
// (Was okay in first place - can't mix and match scaling techniques)
// model.scaling(0);
model.primal();
} else {
// barrier
ClpInterior barrier;
barrier.borrowModel(model);
ClpCholeskyBase * cholesky = new ClpCholeskyBase();
cholesky->setKKT(true);
barrier.setCholesky(cholesky);
barrier.primalDual();
barrier.returnModel(model);
}
// Just check if share2qp (quad.mps here)
// this is because I am not checking if variables at ub
if (model.numberColumns() == 79) {
double *primal;
double *dual;
primal = model.primalColumnSolution();
dual = model.dualRowSolution();
// Check duals by hand
const ClpQuadraticObjective * quadraticObj =
(dynamic_cast<const ClpQuadraticObjective*>(model.objectiveAsObject()));
assert(quadraticObj);
CoinPackedMatrix * quad = quadraticObj->quadraticObjective();
const int * columnQuadratic = quad->getIndices();
const CoinBigIndex * columnQuadraticStart = quad->getVectorStarts();
const int * columnQuadraticLength = quad->getVectorLengths();
const double * quadraticElement = quad->getElements();
int numberColumns = model.numberColumns();
int numberRows = model.numberRows();
double * gradient = new double [numberColumns];
// move linear objective
memcpy(gradient, quadraticObj->linearObjective(), numberColumns * sizeof(double));
int iColumn;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
double valueI = primal[iColumn];
CoinBigIndex j;
for (j = columnQuadraticStart[iColumn];
j < columnQuadraticStart[iColumn] + columnQuadraticLength[iColumn]; j++) {
int jColumn = columnQuadratic[j];
double valueJ = primal[jColumn];
double elementValue = quadraticElement[j];
if (iColumn != jColumn) {
double gradientI = valueJ * elementValue;
double gradientJ = valueI * elementValue;
gradient[iColumn] += gradientI;
gradient[jColumn] += gradientJ;
} else {
double gradientI = valueI * elementValue;
gradient[iColumn] += gradientI;
}
}
if (fabs(primal[iColumn]) > 1.0e-8)
printf("%d primal %g\n", iColumn, primal[iColumn]);
}
for (int i = 0; i < numberRows; i++) {
if (fabs(dual[i]) > 1.0e-8)
printf("%d dual %g\n", i, dual[i]);
}
// Now use duals to get reduced costs
// Can't use this as will try and use scaling
// model.transposeTimes(-1.0,dual,gradient);
// So ...
CoinPackedMatrix * matrix = model.matrix();
const int * row = matrix->getIndices();
const CoinBigIndex * columnStart = matrix->getVectorStarts();
const int * columnLength = matrix->getVectorLengths();
const double * element = matrix->getElements();
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
double dj = gradient[iColumn];
CoinBigIndex j;
for (j = columnStart[iColumn];
j < columnStart[iColumn] + columnLength[iColumn]; j++) {
int jRow = row[j];
dj -= element[j] * dual[jRow];
}
if (model.getColumnStatus(iColumn) == ClpSimplex::basic) {
assert(fabs(dj) < 1.0e-5);
} else {
assert(dj > -1.0e-5);
}
}
delete [] gradient;
}
}
return 0;
}
