int
main (int argc, char *argv[])
{
int status = 0;
/* Declare and allocate space for the variables and arrays where
we will store the optimization results, including the status,
objective value, and variable values */
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
CUTINFO usercutinfo;
CUTINFO lazyconinfo;
const char * datadir = argc <= 1 ? "../../../examples/data" : argv[1];
char *noswot = NULL;
usercutinfo.x = NULL;
usercutinfo.beg = NULL;
usercutinfo.ind = NULL;
usercutinfo.val = NULL;
usercutinfo.rhs = NULL;
lazyconinfo.x = NULL;
lazyconinfo.beg = NULL;
lazyconinfo.ind = NULL;
lazyconinfo.val = NULL;
lazyconinfo.rhs = NULL;
noswot = (char *) malloc (strlen (datadir) + 1 + strlen("noswot.mps") + 1);
sprintf (noswot, "%s/noswot.mps", datadir);
/* Initialize the CPLEX environment */
env = CPXXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXXgeterrorstring will produce the text of
the error message. Note that CPXXopenCPLEX produces no
output, so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput parameter is set to CPX_ON */
if ( env == NULL ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status != 0 ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n",
status);
goto TERMINATE;
}
CPXXsetcntparam (env, CPXPARAM_MIP_Interval, 1000);
/* The problem will be solved several times, so turn off advanced start */
status = CPXXsetintparam (env, CPXPARAM_Advance, CPX_OFF);
if ( status ) goto TERMINATE;
/* Create the problem, using the filename as the problem name */
lp = CPXXcreateprob (env, &status, "noswot");
/* A returned pointer of NULL may mean that not enough memory
was available or there was some other problem. In the case of
failure, an error message will have been written to the error
channel from inside CPLEX. In this example, the setting of
the parameter CPXPARAM_ScreenOutput causes the error message to
appear on stdout. Note that most CPLEX routines return
an error code to indicate the reason for failure */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now read the file, and copy the data into the created lp */
status = CPXXreadcopyprob (env, lp, noswot, NULL);
if ( status ) {
fprintf (stderr,
"Failed to read and copy the problem data.\n");
goto TERMINATE;
}
/* Set parameters */
/* Assure linear mappings between the presolved and original
models */
status = CPXXsetintparam (env, CPXPARAM_Preprocessing_Linear, 0);
if ( status ) goto TERMINATE;
/* Turn on traditional search for use with control callbacks */
status = CPXXsetintparam (env, CPXPARAM_MIP_Strategy_Search,
CPX_MIPSEARCH_TRADITIONAL);
if ( status ) goto TERMINATE;
/* Let MIP callbacks work on the original model */
status = CPXXsetintparam (env, CPXPARAM_MIP_Strategy_CallbackReducedLP,
CPX_OFF);
if ( status ) goto TERMINATE;
/* Create user cuts for noswot problem */
status = makeusercuts (env, lp, &usercutinfo);
if ( status ) goto TERMINATE;
/* Init information on the node objval for the user cut callback */
initnodeobjvalinfo (env, lp, &usercutinfo);
/* Set up to use MIP usercut callback */
status = CPXXsetusercutcallbackfunc (env, mycutcallback, &usercutinfo);
if ( status ) goto TERMINATE;
status = myoptimize (env, lp, -41.0);
if ( status ) goto TERMINATE;
/*=======================================================================*/
/* Create a lazy constraint to alter the optimum */
status = makelazyconstraint (env, lp, &lazyconinfo);
if ( status ) goto TERMINATE;
/* Init information on the node objval for the user cut callback.
No need to initialize the information on the node objval,
for the lazy constraint callback, because those information are
used only in the user cut callback. */
initnodeobjvalinfo (env, lp, &usercutinfo);
/* Set up to use MIP lazyconstraint callback. The callback funtion
* registered is the same, but the data will be different. */
status = CPXXsetlazyconstraintcallbackfunc (env, mycutcallback,
&lazyconinfo);
if ( status ) goto TERMINATE;
status = myoptimize (env, lp, -39.0);
if ( status ) goto TERMINATE;
/*=======================================================================*/
/* Now solve the problem without usercut callback */
status = CPXXsetusercutcallbackfunc (env, NULL, NULL);
if ( status ) goto TERMINATE;
status = myoptimize (env, lp, -39.0);
if ( status ) goto TERMINATE;
/*=======================================================================*/
TERMINATE:
/* Free the filename */
free_and_null ((char **) &noswot);
/* Free the allocated vectors */
free_and_null ((char **) &usercutinfo.x);
free_and_null ((char **) &usercutinfo.beg);
free_and_null ((char **) &usercutinfo.ind);
free_and_null ((char **) &usercutinfo.val);
free_and_null ((char **) &usercutinfo.rhs);
free_and_null ((char **) &lazyconinfo.x);
free_and_null ((char **) &lazyconinfo.beg);
free_and_null ((char **) &lazyconinfo.ind);
free_and_null ((char **) &lazyconinfo.val);
free_and_null ((char **) &lazyconinfo.rhs);
/* Free the problem as allocated by CPXXcreateprob and
CPXXreadcopyprob, if necessary */
if ( lp != NULL ) {
status = CPXXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n",
status);
}
}
/* Free the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXXcloseCPLEX (&env);
/* Note that CPXXcloseCPLEX produces no output, so the only
way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors
will be seen if the CPXPARAM_ScreenOutput parameter is set to
CPX_ON */
if ( status ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
int
main (int argc, char *argv[])
{
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status = 0;
CPXDIM j;
CPXDIM numcols;
double totinv;
int solstat;
double objval;
double *x = NULL;
double rrhs[1];
char rsense[1];
CPXNNZ rmatbeg[1];
CPXDIM *indices = NULL;
double *values = NULL;
char *namestore = NULL;
char **nameptr = NULL;
CPXSIZE surplus, storespace;
const char * datadir = argc <= 1 ? "../../../examples/data" : argv[1];
char *prod = NULL;
prod = (char *) malloc (strlen (datadir) + 1 + strlen("prod.lp") + 1);
sprintf (prod, "%s/prod.lp", datadir);
/* Initialize the CPLEX environment */
env = CPXXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXXgeterrorstring will produce the text of
the error message. Note that CPXXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( env == NULL ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Create the problem, using the filename as the problem name */
lp = CPXXcreateprob (env, &status, "prod.lp");
/* A returned pointer of NULL may mean that not enough memory
was available or there was some other problem. In the case of
failure, an error message will have been written to the error
channel from inside CPLEX. In this example, the setting of
the parameter CPXPARAM_ScreenOutput causes the error message to
appear on stdout. Note that most CPLEX routines return
an error code to indicate the reason for failure. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now read the file, and copy the data into the created lp */
status = CPXXreadcopyprob (env, lp, prod, NULL);
if ( status ) {
fprintf (stderr, "Failed to read and copy the problem data.\n");
goto TERMINATE;
}
/* Tell presolve to do only primal reductions,
turn off simplex logging */
status = CPXXsetintparam (env, CPXPARAM_Preprocessing_Reduce, 1);
if ( status ) {
fprintf (stderr, "Failed to set CPXPARAM_Preprocessing_Reduce: %d\n", status);
goto TERMINATE;
}
status = CPXXsetintparam (env, CPXPARAM_Simplex_Display, 0);
if ( status ) {
fprintf (stderr, "Failed to set CPXPARAM_Simplex_Display: %d\n", status);
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize profit LP.\n");
goto TERMINATE;
}
solstat = CPXXgetstat (env, lp);
status = CPXXgetobjval (env, lp, &objval);
if ( status || solstat != CPX_STAT_OPTIMAL ) {
fprintf (stderr, "Solution failed. Status %d, solstat %d.\n",
status, solstat);
goto TERMINATE;
}
printf ("Profit objective value is %g\n", objval);
/* Allocate space for column names */
numcols = CPXXgetnumcols (env, lp);
if ( !numcols ) {
fprintf (stderr, "No columns in problem\n");
goto TERMINATE;
}
CPXXgetcolname (env, lp, NULL, NULL, 0, &surplus, 0, numcols-1);
storespace = - surplus;
namestore = malloc (storespace * sizeof(*namestore));
nameptr = malloc (numcols * sizeof(*nameptr));
if ( namestore == NULL || nameptr == NULL ) {
fprintf (stderr, "No memory for column names\n");
goto TERMINATE;
}
status = CPXXgetcolname (env, lp, nameptr, namestore, storespace,
&surplus, 0, numcols-1);
if ( status ) {
fprintf (stderr, "Failed to get column names\n");
goto TERMINATE;
}
/* Allocate space for solution */
x = malloc (numcols * sizeof(*x));
if ( x == NULL ) {
fprintf (stderr,"No memory for solution.\n");
goto TERMINATE;
}
status = CPXXgetx (env, lp, x, 0, numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain primal solution.\n");
goto TERMINATE;
}
totinv = 0;
for (j = 0; j < numcols; j++) {
if ( !strncmp (nameptr[j], "inv", 3) ) totinv += x[j];
}
printf ("Inventory level under profit objective is %g\n", totinv);
/* Allocate space for a constraint */
indices = malloc (numcols * sizeof (*indices));
values = malloc (numcols * sizeof (*values));
if ( indices == NULL || values == NULL ) {
fprintf (stderr, "No memory for constraint\n");
goto TERMINATE;
}
/* Get profit objective and add it as a constraint */
status = CPXXgetobj (env, lp, values, 0, numcols-1);
if ( status ) {
fprintf (stderr,
"Failed to get profit objective. Status %d\n", status);
goto TERMINATE;
}
for (j = 0; j < numcols; j++) {
indices[j] = j;
}
rrhs[0] = objval - fabs (objval) * 1e-6;
rsense[0] = 'G';
rmatbeg[0] = 0;
status = CPXXpreaddrows (env, lp, 1, numcols, rrhs, rsense,
rmatbeg, indices, values, NULL);
if ( status ) {
fprintf (stderr,
"Failed to add objective as constraint. Status %d\n",
status);
goto TERMINATE;
}
/* Set up objective to maximize negative of sum of inventory */
totinv = 0;
for (j = 0; j < numcols; j++) {
if ( strncmp (nameptr[j], "inv", 3) ) {
values[j] = 0.0;
}
else {
values[j] = - 1.0;
}
}
status = CPXXprechgobj (env, lp, numcols, indices, values);
if ( status ) {
fprintf (stderr,
"Failed to change to inventory objective. Status %d\n",
status);
goto TERMINATE;
}
status = CPXXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Optimization on inventory level failed. Status %d.\n",
status);
goto TERMINATE;
}
solstat = CPXXgetstat (env, lp);
status = CPXXgetobjval (env, lp, &objval);
if ( status || solstat != CPX_STAT_OPTIMAL ) {
fprintf (stderr, "Solution failed. Status %d, solstat %d.\n",
status, solstat);
goto TERMINATE;
}
printf ("Inventory level after optimization is %g\n", -objval);
status = CPXXgetx (env, lp, x, 0, numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain primal solution.\n");
goto TERMINATE;
}
/* Write out the solution */
printf("Solution status: %d", solstat);
printf ("\n");
for (j = 0; j < numcols; j++) {
printf ( "%s: Value = %17.10g\n", nameptr[j], x[j]);
}
TERMINATE:
/* Free the filename */
free_and_null ((char **) &prod);
/* Free up the basis and solution */
free_and_null ((char **) &indices);
free_and_null ((char **) &values);
free_and_null ((char **) &nameptr);
free_and_null ((char **) &namestore);
free_and_null ((char **) &x);
/* Free up the problem, if necessary */
if ( lp != NULL ) {
status = CPXXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXXcloseCPLEX (&env);
/* Note that CPXXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( status ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
