double solve()
{
const int numcols = vars_.size();
const int numrows = bnd_.size();
int status;
lp_ = CPXcreateprob(env_, &status, "PRactIP");
if (lp_==NULL)
throw std::runtime_error("failed to create LP");
unsigned int n_nonzero=0;
for (unsigned int i=0; i!=m_.size(); ++i)
n_nonzero += m_[i].size();
std::vector<int> matbeg(numcols, 0);
std::vector<int> matcnt(numcols, 0);
std::vector<int> matind(n_nonzero);
std::vector<double> matval(n_nonzero);
for (unsigned int i=0, k=0; i!=m_.size(); ++i)
{
matbeg[i] = i==0 ? 0 : matbeg[i-1]+matcnt[i-1];
matcnt[i] = m_[i].size();
for (unsigned int j=0; j!=m_[i].size(); ++j, ++k)
{
matind[k] = m_[i][j].first;
matval[k] = m_[i][j].second;
}
}
m_.clear();
status = CPXcopylp(env_, lp_, numcols, numrows,
dir_==IP::MIN ? CPX_MIN : CPX_MAX,
&coef_[0], &rhs_[0], &bnd_[0],
&matbeg[0], &matcnt[0], &matind[0], &matval[0],
&vlb_[0], &vub_[0], &rngval_[0] );
vlb_.clear();
vub_.clear();
status = CPXcopyctype(env_, lp_, &vars_[0]);
vars_.clear();
CPXsetintparam(env_, CPXPARAM_MIP_Display, 0);
CPXsetintparam(env_, CPXPARAM_Barrier_Display, 0);
CPXsetintparam(env_, CPXPARAM_Tune_Display, 0);
CPXsetintparam(env_, CPXPARAM_Network_Display, 0);
CPXsetintparam(env_, CPXPARAM_Sifting_Display, 0);
CPXsetintparam(env_, CPXPARAM_Simplex_Display, 0);
status = CPXmipopt(env_, lp_);
double objval;
status = CPXgetobjval(env_, lp_, &objval);
res_cols_.resize(CPXgetnumcols(env_, lp_));
status = CPXgetx(env_, lp_, &res_cols_[0], 0, res_cols_.size()-1);
return objval;
}
void CplexSolver::initLp(std::string const & name) {
int err;
_env = CPXopenCPLEX(&err);
CPXsetintparam(_env, CPX_PARAM_SCRIND, CPX_OFF);
//CPXsetintparam(_env, CPX_PARAM_SCRIND, CPX_ON);
// CPXsetintparam(_env, CPX_PARAM_THREADS, 1);
//CPXsetintparam(_env, CPX_PARAM_PREPASS, 0);
// CPXsetintparam(_env, CPX_PARAM_CUTPASS, -1);
// CPXsetintparam(_env, CPX_PARAM_VARSEL, 4);
CPXsetintparam(_env, CPX_PARAM_MIPDISPLAY, 2);
_prob = CPXcreateprob(_env, &err, name.c_str());
}
//*******************************************************************
CPXLPptr CSolver::LoadProblem(bool bMip) {
m_lp = CPXcreateprob (m_env, &m_status, m_pszProbname);
CPXchgobjsen (m_env, m_lp, m_nObjSense );
if ( m_status != 0 ) {
CPXgeterrorstring(m_env, m_status, m_error );
return 0;
}
if ( m_status != 0 ) {
CPXgeterrorstring(m_env, m_status, m_error );
return 0;
}
m_status = CPXnewrows( m_env, m_lp, m_nRhsItems, m_pRhs,
m_pRhsSense, 0, m_rname);
if ( m_status != 0 ) {
CPXgeterrorstring(m_env, m_status, m_error );
return 0;
}
if (!bMip)
m_status = CPXnewcols( m_env, m_lp, m_nObjItems, m_pObj,
m_pBdl, m_pBdu, NULL, m_cname);
else
m_status = CPXnewcols( m_env, m_lp, m_nObjItems, m_pObj,
m_pBdl, m_pBdu, m_pCtype, m_cname);
if ( m_status != 0 ) {
CPXgeterrorstring(m_env, m_status, m_error );
return 0;
}
m_status = CPXchgcoeflist(m_env, m_lp, m_nCoefItems,
m_pRowNdx, m_pColNdx, m_pCoef);
if ( m_status != 0 ) {
CPXgeterrorstring(m_env, m_status, m_error );
return 0;
}
FreeMemory();
return m_lp;
}
// Starts the CPLEX environment
CPLEX cplex_start() {
int status;
CPXENVptr env = CPXopenCPLEX(&status);
// disable screen solution and data consistency checking for speed
CPXsetintparam(env, CPX_PARAM_SCRIND, CPX_OFF);
CPXsetintparam(env, CPX_PARAM_DATACHECK, CPX_OFF);
CPXLPptr lp = CPXcreateprob(env, &status, "tsp");
CPXchgprobtype(env, lp, CPXPROB_MILP); // mixed integer problem
CPXchgobjsen(env, lp, CPX_MIN); // objective is minimization
//CPXwriteprob(env, lp, "problem.lp", "LP");
CPLEX cplex = {env, lp, &status};
return cplex;
}
void PartitionedColoringModel::createEnvironmentAndProblem() {
int status;
this->currentSolution = NULL;
this->cplexEnvironment = CPXopenCPLEX(&status);
if(this->cplexEnvironment == NULL) {
cerr << "Error creando el entorno" << endl;
exit(1);
}
this->linearProblem = CPXcreateprob(this->cplexEnvironment, &status, "Instancia de coloreo particionado de grafos");
if(this->linearProblem == NULL) {
cerr << "Error creando el LP" << endl;
exit(1);
}
this->addVariables();
this->addRestrictions();
this->setParameters();
}
int CPLEXInitialize() {
int Status = 0;
//First I open the CPLEX environment if it is not already open
if (CPLEXenv == NULL) {
CPLEXenv = CPXopenCPLEX (&Status);
}
if (CPLEXenv == NULL || Status) {
FErrorFile() << "Failed to initialize CPLEX environment. Check license server on aterneus." << endl;
FlushErrorFile();
return FAIL;
}
//Now I set any environment variables
Status = CPXsetintparam(CPLEXenv, CPX_PARAM_SCRIND, CPX_ON);
Status = CPXsetdblparam(CPLEXenv, CPX_PARAM_WORKMEM, 50);
Status = CPXsetstrparam(CPLEXenv, CPX_PARAM_WORKDIR, FOutputFilepath().data());
Status = CPXsetintparam(CPLEXenv, CPX_PARAM_NODEFILEIND, 2);
Status = CPXsetdblparam(CPLEXenv, CPX_PARAM_TRELIM, 50);
if (Status) {
FErrorFile() << "Failed to set screen indicators to on." << endl;
FlushErrorFile();
return FAIL;
}
if (GetParameter("CPLEX solver time limit").length() > 0 && GetParameter("CPLEX solver time limit").compare("none") != 0) {
Status = CPXsetdblparam (CPLEXenv, CPX_PARAM_TILIM, atof(GetParameter("CPLEX solver time limit").data()));
if (Status) {
FErrorFile() << "Failed to set CPLEX time limit." << endl;
FlushErrorFile();
return FAIL;
}
}
//I set the number of processors to run on if allowed to
// SYSTEM_INFO sysinfo;
// GetSystemInfo( &sysinfo );
// int numCPU = sysinfo.dwNumberOfProcessors;
Status = CPXsetintparam(CPLEXenv, CPX_PARAM_THREADS, 1);
Status = CPXsetintparam(CPLEXenv, CPX_PARAM_PARALLELMODE, 0);
Status = CPXsetintparam (CPLEXenv, CPX_PARAM_MIPDISPLAY, 0);
//Next I clear out any models that currently exist
if (CPLEXClearSolver() != SUCCESS) {
return FAIL; //error message already printed
}
//Now I create a new CPLEX model
CPLEXModel = CPXcreateprob (CPLEXenv, &Status, "LPProb");
Status = CPXchgprobtype(CPLEXenv, CPLEXModel, CPXPROB_LP);
if (Status || CPLEXModel == NULL) {
FErrorFile() << "Failed to create new CPLEX model." << endl;
FlushErrorFile();
return FAIL;
}
return SUCCESS;
}
int
main (void)
{
/* Declare variables and arrays where we will store the
optimization results including the status, objective value,
and variable values. */
int solstat;
double objval;
double x[2*NUMEDGES]; /* One flow variable and one fixed charge indicator
for each edge */
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status;
int j;
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Create the problem. */
lp = CPXcreateprob (env, &status, "fixnet");
/* 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. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Build the fixed-charge network flow model using
indicator constraints. */
status = buildnetwork (env, lp);
if ( status ) {
fprintf (stderr, "Failed to build network.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP.\n");
goto TERMINATE;
}
solstat = CPXgetstat (env, lp);
/* Write solution status and objective to the screen. */
printf ("\nSolution status = %d\n", solstat);
status = CPXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr, "No MIP objective value available. Exiting...\n");
goto TERMINATE;
}
printf ("Solution value = %f\n", objval);
printf ("Solution vector:\n");
dumpx (env, lp);
status = CPXgetx (env, lp, x, 0, 2*NUMEDGES-1);
if ( status ) {
fprintf (stderr, "Failed to get optimal integer x.\n");
goto TERMINATE;
}
/* Make sure flow satisfies fixed-charge constraints */
for (j = 0; j < NUMEDGES; j++) {
if ( x[j] > 0.0001 && x[NUMEDGES+j] < 0.9999 ) {
printf ("WARNING : Edge from %d to %d has non-zero flow %.3f\n",
orig[j], dest[j], x[j]);
printf (" : fixed-charge indicator has value %.6f.\n",
x[NUMEDGES+j]);
}
}
printf("\n");
/* Finally, write a copy of the problem to a file. */
status = CPXwriteprob (env, lp, "fixnet.lp", NULL);
if ( status ) {
fprintf (stderr, "Failed to write LP to disk.\n");
goto TERMINATE;
}
/* Free problem */
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
goto TERMINATE;
}
TERMINATE:
/* Free up the problem as allocated by CPXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
int
main (int argc, char **argv)
{
/* Declare and allocate space for the variables and arrays where we
will store the optimization results including the status, objective
value, variable values, dual values, row slacks and variable
reduced costs. */
int solstat;
double objval;
double *x = NULL;
double *pi = NULL;
double *slack = NULL;
double *dj = NULL;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status = 0;
int i, j;
int cur_numrows, cur_numcols;
/* Check the command line arguments */
if (( argc != 2 ) ||
( argv[1][0] != '-' ) ||
( strchr ("rcn", argv[1][1]) == NULL ) ) {
usage (argv[0]);
goto TERMINATE;
}
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Turn on data checking */
status = CPXsetintparam (env, CPXPARAM_Read_DataCheck, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on data checking, error %d.\n", status);
goto TERMINATE;
}
/* Create the problem. */
lp = CPXcreateprob (env, &status, "lpex1");
/* 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. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now populate the problem with the data. For building large
problems, consider setting the row, column and nonzero growth
parameters before performing this task. */
switch (argv[1][1]) {
case 'r':
status = populatebyrow (env, lp);
break;
case 'c':
status = populatebycolumn (env, lp);
break;
case 'n':
status = populatebynonzero (env, lp);
break;
}
if ( status ) {
fprintf (stderr, "Failed to populate problem.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize LP.\n");
goto TERMINATE;
}
/* The size of the problem should be obtained by asking CPLEX what
the actual size is, rather than using sizes from when the problem
was built. cur_numrows and cur_numcols store the current number
of rows and columns, respectively. */
cur_numrows = CPXgetnumrows (env, lp);
cur_numcols = CPXgetnumcols (env, lp);
x = (double *) malloc (cur_numcols * sizeof(double));
slack = (double *) malloc (cur_numrows * sizeof(double));
dj = (double *) malloc (cur_numcols * sizeof(double));
pi = (double *) malloc (cur_numrows * sizeof(double));
if ( x == NULL ||
slack == NULL ||
dj == NULL ||
pi == NULL ) {
status = CPXERR_NO_MEMORY;
fprintf (stderr, "Could not allocate memory for solution.\n");
goto TERMINATE;
}
status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write the output to the screen. */
printf ("\nSolution status = %d\n", solstat);
printf ("Solution value = %f\n\n", objval);
for (i = 0; i < cur_numrows; i++) {
printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]);
}
for (j = 0; j < cur_numcols; j++) {
printf ("Column %d: Value = %10f Reduced cost = %10f\n",
j, x[j], dj[j]);
}
/* Finally, write a copy of the problem to a file. */
status = CPXwriteprob (env, lp, "lpex1.lp", NULL);
if ( status ) {
fprintf (stderr, "Failed to write LP to disk.\n");
goto TERMINATE;
}
TERMINATE:
/* Free up the solution */
free_and_null ((char **) &x);
free_and_null ((char **) &slack);
free_and_null ((char **) &dj);
free_and_null ((char **) &pi);
/* Free up the problem as allocated by CPXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
int main(int argc, char **argv)
{
int status = 0;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
double obj[NUMCOLS];
double lb[NUMCOLS];
double ub[NUMCOLS];
double x[NUMCOLS];
int rmatbeg[NUMROWS];
int rmatind[NUMNZ];
double rmatval[NUMNZ];
double rhs[NUMROWS];
char sense[NUMROWS];
char ctype[NUMCOLS];
int solstat;
double objval;
env = CPXopenCPLEX (&status);
CPXsetintparam(env, CPX_PARAM_MIPCBREDLP, CPX_OFF);
CPXsetintparam(env, CPX_PARAM_PRELINEAR, CPX_OFF);
/* Turn on traditional search for use with control callbacks */
// status = CPXsetintparam (env, CPXPARAM_MIP_Strategy_Search,
// CPX_MIPSEARCH_TRADITIONAL);
lp = CPXcreateprob(env, &status, "lpex1");
//CPXchgprobtype(env, lp, CPXPROB_MILP);
CPXchgobjsen (env, lp, CPX_MAX);
status = CPXsetlazyconstraintcallbackfunc (env, callback,
NULL);
lb[0] = 0.0;
ub[0] = 40.0;
lb[1] = 0.0;
ub[1] = CPX_INFBOUND;
lb[2] = 0.0;
ub[2] = CPX_INFBOUND;
obj[0] = 1.0;
obj[1] = 2.0;
obj[2] = 3.0;
status = CPXnewcols (env, lp, NUMCOLS, obj, lb, ub, NULL, NULL);
rmatbeg[0] = 0;
rmatind[0] = 0; rmatind[1] = 1; rmatind[2] = 2;
rmatval[0] = -1.0; rmatval[1] = 1.0; rmatval[2] = 1.0; sense[0] = 'L'; rhs[0] = 20.0;
rmatbeg[1] = 3;
rmatind[3] = 0; rmatind[4] = 1; rmatind[5] = 2;
rmatval[3] = 1.0; rmatval[4] = -3.0; rmatval[5] = 1.0; sense[1] = 'L'; rhs[1] = 30.0;
ctype[0] = 'I'; ctype[1] = 'C'; ctype[2] = 'I';
// status = CPXaddusercuts (env, lp, cutcnt, cutnzcnt, cutrhs,
// cutsense, cutbeg, cutind, cutval, NULL);
//status = CPXaddusercuts(env, lp, NUMROWS, NUMNZ, rhs, sense, rmatbeg, rmatind, rmatval, NULL );
status = CPXaddrows (env, lp, 0, NUMROWS, NUMNZ, rhs, sense, rmatbeg, rmatind, rmatval, NULL, NULL);
status = CPXcopyctype (env, lp, ctype);
// cuts
int cmatbeg[1] = {0};
int cmatind[3] = {0,1,2};
double cmatval[3] = {1,0,0};
char csense[1] = {'L'};
double crhs[1] = {20};
//CPXaddusercuts doesnt work for some f*****g reason
//status = CPXaddlazyconstraints(env, lp, 1, 3, crhs, csense, cmatbeg, cmatind, cmatval, NULL );
if ( status ) {
fprintf (stderr, "Some f*****g error, status = %d.\n", status);
}
status = CPXmipopt (env, lp);
/* Write the output to the screen. */
// solstat = CPXgetstat (env, lp);
// printf ("\nSolution status = %d\n", solstat);
// status = CPXgetobjval (env, lp, &objval);
// printf ("Solution value = %f\n\n", objval);
status = CPXsolution (env, lp, &solstat, &objval, x, NULL, NULL, NULL);
printf ("\nSolution status = %d\n", solstat);
printf ("Solution value = %f\n", objval);
printf ("Solution= [%f, %f, %f]\n\n", x[0], x[1], x[2]);
printf("This is great stuff\n");
return 0;
}
int
main (int argc, char *argv[])
{
/* Declare and allocate space for the variables and arrays where we will
store the optimization results including the status, objective value,
maximum bound violation, variable values, and basis. */
int solnstat, solnmethod, solntype;
double objval, maxviol;
double *x = NULL;
int *cstat = NULL;
int *rstat = NULL;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status = 0;
int j;
int cur_numrows, cur_numcols;
char *basismsg;
/* Check the command line arguments */
if (( argc != 3 ) ||
( strchr ("cfg", argv[2][0]) == NULL ) ) {
usage (argv[0]);
goto TERMINATE;
}
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (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 = CPXcreateprob (env, &status, argv[1]);
/* 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 = CPXreadcopyprob (env, lp, argv[1], NULL);
if ( status ) {
fprintf (stderr, "Failed to read and copy the problem data.\n");
goto TERMINATE;
}
if ( CPXgetprobtype (env, lp) != CPXPROB_QP ) {
fprintf (stderr, "Input file is not a QP. Exiting.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
switch (argv[2][0]) {
case 'c':
status = CPXsetintparam (env, CPXPARAM_SolutionTarget,
CPX_SOLUTIONTARGET_OPTIMALCONVEX);
if ( status ) goto TERMINATE;
status = CPXqpopt (env, lp);
if ( status ) {
if ( status == CPXERR_Q_NOT_POS_DEF )
printf ("Problem is not convex. Use argument f to get local optimum "
"or g to get global optimum.\n");
else
fprintf (stderr, "Failed to optimize QP.\n");
goto TERMINATE;
}
break;
case 'f':
status = CPXsetintparam (env, CPXPARAM_SolutionTarget,
CPX_SOLUTIONTARGET_FIRSTORDER);
if ( status ) goto TERMINATE;
status = CPXqpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize QP.\n");
goto TERMINATE;
}
break;
case 'g':
status = CPXsetintparam (env, CPXPARAM_SolutionTarget,
CPX_SOLUTIONTARGET_OPTIMALGLOBAL);
if ( status ) goto TERMINATE;
status = CPXqpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize noncvonex QP.\n");
goto TERMINATE;
}
break;
default:
break;
}
solnstat = CPXgetstat (env, lp);
if ( solnstat == CPXMIP_UNBOUNDED ||
solnstat == CPX_STAT_UNBOUNDED ) {
printf ("Model is unbounded\n");
goto TERMINATE;
}
else if ( solnstat == CPXMIP_INFEASIBLE ||
solnstat == CPX_STAT_INFEASIBLE ) {
printf ("Model is infeasible\n");
goto TERMINATE;
}
else if ( solnstat == CPX_STAT_INForUNBD ) {
printf ("Model is infeasible or unbounded\n");
goto TERMINATE;
}
status = CPXsolninfo (env, lp, &solnmethod, &solntype, NULL, NULL);
if ( status ) {
fprintf (stderr, "Failed to obtain solution info.\n");
goto TERMINATE;
}
printf ("Solution status %d, solution method %d\n", solnstat, solnmethod);
if ( solntype == CPX_NO_SOLN ) {
fprintf (stderr, "Solution not available.\n");
goto TERMINATE;
}
status = CPXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr, "Failed to obtain objective value.\n");
goto TERMINATE;
}
printf ("Objective value %.10g.\n", objval);
/* The size of the problem should be obtained by asking CPLEX what
the actual size is. cur_numrows and cur_numcols store the
current number of rows and columns, respectively. */
cur_numcols = CPXgetnumcols (env, lp);
cur_numrows = CPXgetnumrows (env, lp);
/* Retrieve basis, if one is available */
if ( solntype == CPX_BASIC_SOLN ) {
cstat = (int *) malloc (cur_numcols*sizeof(int));
rstat = (int *) malloc (cur_numrows*sizeof(int));
if ( cstat == NULL || rstat == NULL ) {
fprintf (stderr, "No memory for basis statuses.\n");
goto TERMINATE;
}
status = CPXgetbase (env, lp, cstat, rstat);
if ( status ) {
fprintf (stderr, "Failed to get basis; error %d.\n", status);
goto TERMINATE;
}
}
else {
printf ("No basis available\n");
}
/* Retrieve solution vector */
x = (double *) malloc (cur_numcols*sizeof(double));
if ( x == NULL ) {
fprintf (stderr, "No memory for solution.\n");
goto TERMINATE;
}
status = CPXgetx (env, lp, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain primal solution.\n");
goto TERMINATE;
}
/* Write out the solution */
for (j = 0; j < cur_numcols; j++) {
printf ( "Column %d: Value = %17.10g", j, x[j]);
if ( cstat != NULL ) {
switch (cstat[j]) {
case CPX_AT_LOWER:
basismsg = "Nonbasic at lower bound";
break;
case CPX_BASIC:
basismsg = "Basic";
break;
case CPX_AT_UPPER:
basismsg = "Nonbasic at upper bound";
break;
case CPX_FREE_SUPER:
basismsg = "Superbasic, or free variable at zero";
break;
default:
basismsg = "Bad basis status";
break;
}
printf (" %s",basismsg);
}
printf ("\n");
}
/* Display the maximum bound violation. */
status = CPXgetdblquality (env, lp, &maxviol, CPX_MAX_PRIMAL_INFEAS);
if ( status ) {
fprintf (stderr, "Failed to obtain bound violation.\n");
goto TERMINATE;
}
printf ("Maximum bound violation = %17.10g\n", maxviol);
TERMINATE:
/* Free up the basis and solution */
free_and_null ((char **) &cstat);
free_and_null ((char **) &rstat);
free_and_null ((char **) &x);
/* Free up the problem, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
SSCplex::SSCplex( string InstanceFile )
{
num_vm = 0; // number of virtual machines
num_vf = 0; // number of virtual function
int offset;
ifstream in;
in.open(InstanceFile.c_str());
if( !in.is_open() )
{
cout<<"Cannot open instance file.\n";
exit(1);
}
//leggo da file il numero di macchine e di funzioni virtuali
in >> num_vm;
in >> num_vf;
cout << "Num VM " << num_vm << " Num VF " << num_vf << endl;
lev_card = num_vm; // the number of nodes in each level
h_len = num_vf;
int lev_card_arcs = lev_card*lev_card;
//number of nodes and arcs
NNodes = lev_card * h_len + 2;
NArcs = lev_card * lev_card * (h_len-1) + 2*lev_card;
// array used to store the solution
Y = array(NArcs);
tempi_lat = new double *[num_vm];
for (int i=0; i<num_vm; i++)
tempi_lat[i] = new double[num_vm];
cap = new int[ num_vm ];
// fill the distance matrix
for (int i=0; i<num_vm; i++)
for (int j=0; j<num_vm; j++)
// if( j >= i )
in >> tempi_lat[i][j];
// else (in input is supposed to be symmetric)
// tempi_lat[i][j] = tempi_lat[j][i];
// fill the capacity array
for (int i=0; i<num_vm; i++)
in >> cap[ i ];
incom = new int *[num_vf];
for (int i=0; i<num_vf; i++)
incom[i] = new int[num_vm+1];
proc_time = new double *[num_vf];
for (int i=0; i<num_vf; i++)
proc_time[i] = new double[num_vm];
for( int i = 0; i < num_vf; i++ )
{
string dummy;
int cnt;
in >> dummy >> incom[i][0];
cnt = incom[i][0];
for( int j = 1; j <= cnt; j++ )
in >> incom[i][j];
for( int j = 0; j < num_vm; j++ )
in >> proc_time[i][j];
}
source_dist = new double[ num_vm ];
dest_dist = new double[ num_vm ];
for( int j = 0; j < num_vm; j++ )
in >> source_dist[j];
for( int j = 0; j < num_vm; j++ )
in >> dest_dist[j];
in.close();
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
if ( env == NULL ) {
stop("Could not open CPLEX environment.\n", status);
}
/* Create the problem */
lp = CPXcreateprob( env , &status , "HCP" );
if ( lp == NULL ) {
stop("Failed to create LP.\n", status);
}
if( DEBUG ) {
CPXout.open("DEBUG.txt", ios::out);
}
// Turn on debugging routines
status = CPXsetintparam (env, CPX_PARAM_DATACHECK, CPX_ON);
if ( status ) {
stop("Failure to turn on debugging, error %d.\n", status);
}
// Turn on output to the screen
status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_ON);
if ( status ) {
stop("Failure to turn on screen indicator, error %d.\n", status);
}
double *obj = NULL;
double *ub = NULL;
double *lb = NULL;
char *ctype = NULL;
int nzcnt;
double *rhs = NULL;
char *sense = NULL;
int *matbeg;
int *matind;
double *matval;
// variable counters
int y_var = NArcs; // flow variables
// creating variables
ub = array(y_var);
lb = array(y_var);
for( int k = 0; k < y_var; k++ ){
lb[k] = 0.0;
ub[ k ] = 1.0;
}
#if( MIP )
ctype = arraychar(y_var);
for( int h = 0; h < y_var; h++)
ctype[h] = 'B';
#endif
obj = array(NArcs);
for(int i = 0; i < lev_card; i++ )
obj[i] = proc_time[0][i] + source_dist[i];
offset = lev_card * lev_card * (h_len-1) + lev_card;
for(int i = 0; i < lev_card; i++ )
obj[offset+i] = dest_dist[i];
offset = lev_card;
for( int h = 0; h < h_len - 1; h++ )
for( int i = 0; i < lev_card; i++ )
for( int j = 0; j < lev_card; j++ )
{
int k = offset + h * (lev_card * lev_card) + i * lev_card + j;
obj[k] = tempi_lat[i][j] + proc_time[h+1][j];
}
status = CPXnewcols(env, lp, y_var, obj, lb, ub, ctype, NULL);
if ( status )
stop("Failure to create y cols.", status);
nzcnt = NArcs;
matind = arrayint(nzcnt);
matval = array(nzcnt);
matbeg = arrayint(2);
rhs = array(1); // at most one constraint is loaded
sense = arraychar(1); // in one shot
matbeg[0] = 0;
// flow conservation constraint relative to source node
rhs[0] = 1.0;
sense[0] = 'E';
for( int h = 0; h < lev_card; h++ )
{
matind[h] = h;
matval[h] = 1.0;
}
matbeg[1] = lev_card;
status = CPXaddrows(env, lp, 0, 1, lev_card, rhs, sense,
matbeg, matind, matval, NULL, NULL);
if ( status ) {
stop("Failed to insert cons.\n", status);
}
offset = lev_card + (h_len - 1) * (lev_card * lev_card);
// flow conservation constraint relative to destination node
for( int h = 0; h < lev_card; h++ )
{
matind[h] = offset + h;
matval[h] = 1.0;
}
matbeg[1] = lev_card;
status = CPXaddrows(env, lp, 0, 1, lev_card, rhs, sense,
matbeg, matind, matval, NULL, NULL);
if ( status ) {
stop("Failed to insert cons.\n", status);
}
// flow conservation constraints relative to intermediate nodes
rhs[0] = 0.0;
for( int h = 0; h < h_len; h++ )
{
for( int i = 0; i < lev_card; i++ )
{
int k = 0; // insert a constraint for each intermediate node
// incoming flow
if( h == 0 )
{
matind[k] = i;
matval[k] = -1.0;
k++;
}
else
{
offset = lev_card + lev_card*lev_card*(h-1);
for( int j = 0; j < lev_card; j++ )
{
matind[k] = offset + j * lev_card + i;
matval[k] = -1.0;
k++;
}
}
// outcoming flow
if( h == h_len - 1)
{
offset = lev_card + lev_card*lev_card*h;
matind[k] = offset + i;
matval[k] = 1.0;
k++;
}
else
{
offset = lev_card + lev_card*lev_card*h;
for( int j = 0; j < lev_card; j++ )
{
matind[k] = offset + i*lev_card + j;
matval[k] = 1.0;
k++;
}
}
matbeg[1] = k;
assert( k <= nzcnt );
status = CPXaddrows(env, lp, 0, 1, k, rhs, sense,
matbeg, matind, matval, NULL, NULL);
if ( status ) {
stop("Failed to insert cons.\n", status);
}
}
}
// VM capacity constraints
sense[0] = 'L';
for( int i = 0; i < lev_card; i++ )
{
int k = 0; // insert a constraint for each VM
rhs[0] = cap[i];
for( int h = 0; h < h_len - 1; h++ )
{
offset = lev_card + lev_card*lev_card*h;
for( int j = 0; j < lev_card; j++ )
{
matind[k] = offset + i*lev_card + j;
matval[k] = 1.0;
k++;
}
}
offset = lev_card + lev_card*lev_card*(h_len-1);
matind[k] = offset + i;
matval[k] = 1.0;
k++;
matbeg[1] = k;
assert( k <= nzcnt );
status = CPXaddrows(env, lp, 0, 1, k, rhs, sense,
matbeg, matind, matval, NULL, NULL);
if ( status ) {
stop("Failed to insert cons.\n", status);
}
}
// incompatibilities management
// vf_0
int cnt = incom[0][0];
for( int j = 0; j < cnt; j++ )
{
int arc_index = incom[0][j+1];
ChgBds(arc_index, 0.0);
}
// other vf_h
for( int h = 1; h < num_vf; h++ )
{
int cnt = incom[h][0];
int offset = lev_card + (h-1) * (lev_card*lev_card);
for( int j = 0; j < cnt; j++ )
for( int i = 0; i < lev_card; i++ )
{
int arc_index = offset + i * lev_card + incom[h][j+1];
ChgBds(arc_index, 0.0);
}
}
#if DEBUG
status = CPXwriteprob(env, lp, "SS.lp", "LP");
if ( status ) stop("Failed to write LP to disk.", status);
#endif
/* Set limit to emphasize feasibility */
status = CPXsetintparam (env, CPX_PARAM_MIPEMPHASIS, MIPEMPH);
if ( status )
stop("Failure to set parameter emphasizing feasibility.\n", status);
// Turn on output to the screen
status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_ON);
if ( status ) {
stop("Failure to turn on screen indicator, error %d.\n", status);
}
status = CPXsetdblparam (env, CPX_PARAM_TILIM, TIMELIMIT);
free_arraychar(sense);
free_array(rhs);
free_arrayint(matbeg);
free_array(matval);
free_arrayint(matind);
free_array(obj);
#if( MIP )
free_arraychar(ctype);
#endif
free_array(lb);
free_array(ub);
} //END SSCplex
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 */
int solstat;
double objval, relobj;
double *x = NULL;
MYCB info;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
CPXLPptr lpclone = NULL;
int j;
int cur_numcols;
/* Check the command line arguments */
if ( argc != 2 ) {
usage (argv[0]);
goto TERMINATE;
}
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no
output, so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n",
status);
goto TERMINATE;
}
/* Turn on traditional search for use with control callbacks */
status = CPXsetintparam (env, CPXPARAM_MIP_Strategy_Search,
CPX_MIPSEARCH_TRADITIONAL);
if ( status ) goto TERMINATE;
/* Create the problem, using the filename as the problem name */
lp = CPXcreateprob (env, &status, argv[1]);
/* 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 = CPXreadcopyprob (env, lp, argv[1], NULL);
if ( status ) {
fprintf (stderr,
"Failed to read and copy the problem data.\n");
goto TERMINATE;
}
/* We transfer a problem with semi-continuous or semi-integer
variables to a MIP problem by adding variables and
constraints. So in MIP callbacks, the size of the problem
is changed and this example won't work for such problems */
if ( CPXgetnumsemicont (env, lp) + CPXgetnumsemiint (env, lp) ) {
fprintf (stderr,
"Not for problems with semi-continuous or semi-integer variables.\n");
goto TERMINATE;
}
/* The size of the problem should be obtained by asking CPLEX what
the actual size is. cur_numcols store the current number
of columns */
cur_numcols = CPXgetnumcols (env, lp);
x = (double *) malloc (cur_numcols * sizeof (double));
if ( x == NULL ) {
fprintf (stderr, "Memory allocation failed.\n");
goto TERMINATE;
}
/* Solve relaxation of MIP */
/* Clone original model */
lpclone = CPXcloneprob (env, lp, &status);
if ( status ) {
fprintf (stderr, "Failed to clone problem.\n");
goto TERMINATE;
}
/* Relax */
status = CPXchgprobtype (env, lpclone, CPXPROB_LP);
if ( status ) {
fprintf (stderr, "Failed to relax problem.\n");
goto TERMINATE;
}
/* Solve LP relaxation of original model using "default"
LP solver */
status = CPXlpopt (env, lpclone);
if ( status ) {
fprintf (stderr, "Failed to solve relaxation.\n");
goto TERMINATE;
}
status = CPXsolution (env, lpclone, NULL, &relobj, x, NULL,
NULL, NULL);
if ( status ) {
fprintf (stderr, "Failed to extract solution.\n");
goto TERMINATE;
}
printf ("Solution status = %d", CPXgetstat(env,lpclone));
printf ("\nLP relaxation objective: %.4e\n\n", relobj);
/* Set up solve callback */
info.count = 0;
info.mip = lp;
info.relx = x;
status = CPXsetsolvecallbackfunc (env, &solvecallback,
(void *) &info);
if ( status ) {
fprintf (stderr, "Failed to set solve callback.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution */
status = CPXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP.\n");
goto TERMINATE;
}
solstat = CPXgetstat (env, lp);
status = CPXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr,"Failed to obtain objective value.\n");
goto TERMINATE;
}
printf ("Solution status %d.\n", solstat);
printf ("Objective value %.10g\n", objval);
status = CPXgetx (env, lp, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write out the solution */
for (j = 0; j < cur_numcols; j++) {
if ( fabs (x[j]) > 1e-10 ) {
printf ( "Column %d: Value = %17.10g\n", j, x[j]);
}
}
TERMINATE:
/* Free the solution vector */
free_and_null ((char **) &x);
/* Free the problem as allocated by CPXcreateprob and
CPXreadcopyprob, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n",
status);
}
}
/* Free the cloned lp as allocated by CPXcloneprob,
if necessary */
if ( lpclone != NULL ) {
status = CPXfreeprob (env, &lpclone);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n",
status);
}
}
/* Free the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output, so the only
way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
int main(int argc, char *argv[]) {
if(argc < 3){
cerr << "Uso: input_file max_iteraciones" << endl;
exit(1);
}
srand(time(NULL));
string archivo_entrada(argv[1]);
int max_iteraciones = atoi(argv[2]);
//----------------------- PARSEO DE ENTRADA
pair <int, pair<vector<vector<bool> >*, vector<vector<bool> >* > > grafo = parsear_entrada(archivo_entrada);
int cant_ejes = grafo.first;
vector<vector<bool> > *adyacencias = grafo.second.first; // matriz de adyacencia
vector<vector<bool> > *particion = grafo.second.second; // filas: subconjuntos de la particion. columnas: nodos.
// Variables binarias:
// * X_n_j = nodo n pintado con el color j? (son cant_nodos * cant_colores_disp variables)
// * W_j = hay algun nodo pintado con el color j? (son cant_colores_disp variables)
// => TOTAL: (cant_nodos * cant_colores_disp + cant_colores_disp) variables
//
// Orden de las variables:
// X_0_0, X_0_1, ... , X_0_(cant_col_disp), X_1_0, ... , X_(cant_nodos)_(cant_col_disp), W_0, ... , W(cant_col_disp)
int cant_nodos = adyacencias->size();
int cant_subconj_particion = particion->size(); //cant de subconjuntos de la particion
int cant_colores_disp = particion->size(); // cant colores usados <= cant de subconjuntos de la particion
int n = cant_nodos * cant_colores_disp + cant_colores_disp; // n = cant de variables
//----------------------- CARGA DE LP
// Genero el problema de cplex.
int status;
CPXENVptr env; // Puntero al entorno.
CPXLPptr lp; // Puntero al LP
// Creo el entorno.
env = CPXopenCPLEX(&status);
if (env == NULL) {
cerr << "Error creando el entorno" << endl;
exit(1);
}
// Creo el LP.
lp = CPXcreateprob(env, &status, "Coloreo Particionado");
if (lp == NULL) {
cerr << "Error creando el LP" << endl;
exit(1);
}
//TUNNING
//Para que haga Branch & Cut:
CPXsetintparam(env, CPX_PARAM_MIPSEARCH, CPX_MIPSEARCH_TRADITIONAL);
//Para que no se adicionen planos de corte: ( => Branch & Bound)
CPXsetintparam(env,CPX_PARAM_EACHCUTLIM, 0);
CPXsetintparam(env, CPX_PARAM_FRACCUTS, -1);
//Para facilitar la comparación evitamos paralelismo:
CPXsetintparam(env, CPX_PARAM_THREADS, 1);
//Para desactivar preprocesamiento
CPXsetintparam(env, CPX_PARAM_PRESLVND, -1);
CPXsetintparam(env, CPX_PARAM_REPEATPRESOLVE, 0);
CPXsetintparam(env, CPX_PARAM_RELAXPREIND, 0);
CPXsetintparam(env, CPX_PARAM_REDUCE, 0);
CPXsetintparam(env, CPX_PARAM_LANDPCUTS, -1);
//Otros parámetros
// Para desactivar la salida poner CPX_OFF. Para activar: CPX_ON.
status = CPXsetintparam(env, CPX_PARAM_SCRIND, CPX_OFF);
if (status) {
cerr << "Problema seteando SCRIND" << endl;
exit(1);
}
//Setea el tiempo limite de ejecucion.
status = CPXsetdblparam(env, CPX_PARAM_TILIM, 3600);
if (status) {
cerr << "Problema seteando el tiempo limite" << endl;
exit(1);
}
double *ub, *lb, *objfun; // Cota superior, cota inferior, coeficiente de la funcion objetivo.
char *xctype, **colnames; // tipo de la variable (por ahora son siempre continuas), string con el nombre de la variable.
ub = new double[n];
lb = new double[n];
objfun = new double[n];
xctype = new char[n];
colnames = new char*[n];
// Defino las variables X_n_j
for (int i = 0; i < n - cant_colores_disp; i++) {
ub[i] = 1;
lb[i] = 0;
objfun[i] = 0; // Estas var no figuran en la funcion objetivo
xctype[i] = 'C';
colnames[i] = new char[10];
sprintf(colnames[i], "X_%d_%d", i / cant_colores_disp, i % cant_colores_disp);
}
// Defino las variables W_j
for (int i = n - cant_colores_disp; i < n; i++) {
ub[i] = 1;
lb[i] = 0;
objfun[i] = 1;
xctype[i] = 'C';
colnames[i] = new char[10];
sprintf(colnames[i], "W_%d", i - (n - cant_colores_disp));
}
// Agrego las columnas.
status = CPXnewcols(env, lp, n, objfun, lb, ub, NULL, colnames);
if (status) {
cerr << "Problema agregando las variables CPXnewcols" << endl;
exit(1);
}
// Libero las estructuras.
for (int i = 0; i < n; i++) {
delete[] colnames[i];
}
delete[] ub;
delete[] lb;
delete[] objfun;
delete[] xctype;
delete[] colnames;
// Restricciones:
// (1) Nodos adyacentes tienen distinto color (cant_ejes * cant_colores_disp restricciones por <=)
// (2) Cada nodo tiene a lo sumo un color (cant_nodos restricciones por <=)
// (3) Solo un nodo de cada subconj. de la particion tiene color (cant. de subconj. de la particion restricciones por =)
// (4) W_j = 1 sii "X_i_j = 1 para algún i" (cant_colores_disp restricciones por >=)
// (5) W_j >= W_(j+1) (cant_colores_disp - 1 restricciones por >=)
// => TOTAL: (cant_ejes * cant_colores_disp + cant_nodos + cant_subconj_particion + cant_colores_disp + cant_colores_disp - 1) restricciones
int ccnt = 0; //numero nuevo de columnas en las restricciones.
int rcnt = cant_ejes * cant_colores_disp + cant_nodos + cant_subconj_particion + cant_colores_disp + cant_colores_disp - 1; //cuantas restricciones se estan agregando.
int nzcnt = 0; //# de coeficientes != 0 a ser agregados a la matriz. Solo se pasan los valores que no son cero.
char sense[rcnt]; // Sentido de la desigualdad. 'G' es mayor o igual y 'E' para igualdad.
for(unsigned int i = 0; i < cant_ejes * cant_colores_disp; i++)
sense[i] = 'L';
for(unsigned int i = cant_ejes * cant_colores_disp; i < cant_ejes * cant_colores_disp + cant_nodos; i++)
sense[i] = 'L';
for(unsigned int i = cant_ejes * cant_colores_disp + cant_nodos; i < cant_ejes * cant_colores_disp + cant_nodos + cant_subconj_particion; i++)
sense[i] = 'E';
for(unsigned int i = cant_ejes * cant_colores_disp + cant_nodos + cant_subconj_particion; i < rcnt; i++)
sense[i] = 'G';
double *rhs = new double[rcnt]; // Termino independiente de las restricciones.
int *matbeg = new int[rcnt]; //Posicion en la que comienza cada restriccion en matind y matval.
int *matind = new int[rcnt*n]; // Array con los indices de las variables con coeficientes != 0 en la desigualdad.
double *matval = new double[rcnt*n]; // Array que en la posicion i tiene coeficiente ( != 0) de la variable cutind[i] en la restriccion.
//El termino indep. de restr (1), (2) y (3) es 1
for(unsigned int i = 0; i < cant_ejes * cant_colores_disp + cant_nodos + cant_subconj_particion; i++)
rhs[i] = 1;
//El termino indep. de restr (4) y (5) es 0
for(unsigned int i = cant_ejes * cant_colores_disp + cant_nodos + cant_subconj_particion; i < rcnt; i++)
rhs[i] = 0;
unsigned int indice = 0; //numero de restriccion actual
//Restricciones (1)
for(unsigned int i = 0; i < cant_nodos; i++) //itero nodo 1
for(unsigned int j = i+1; j < cant_nodos; j++) //itero nodo 2
if((*adyacencias)[i][j])
for(unsigned int p = 0; p < cant_colores_disp; p++){ //itero color
matbeg[indice] = nzcnt;
indice++;
//cargo una de las variables participantes de la restr.
matind[nzcnt] = cant_colores_disp*i + p; //var1: X_nodo1_color
matval[nzcnt] = 1;
nzcnt++;
//idem con la otra variable
matind[nzcnt] = cant_colores_disp*j + p; //var2: X_nodo2_color
matval[nzcnt] = 1;
nzcnt++;
}
//Restricciones (2)
for(unsigned int i = 0; i < cant_nodos; i++){ //itero nodo
matbeg[indice] = nzcnt;
indice++;
for(unsigned int p = 0; p < cant_colores_disp; p++){ //itero color
matind[nzcnt] = cant_colores_disp*i + p; //var: X_nodo_color
matval[nzcnt] = 1;
nzcnt++;
}
}
//Restricciones (3)
for(unsigned int v = 0; v < cant_subconj_particion; v++){ //itero subconjunto de la particion
matbeg[indice] = nzcnt;
indice++;
for(unsigned int i = 0; i < cant_nodos; i++) //itero nodo
if((*particion)[v][i])
for(unsigned int p = 0; p < cant_colores_disp; p++){ //itero color
matind[nzcnt] = cant_colores_disp*i + p; //var: X_nodo_color
matval[nzcnt] = 1;
nzcnt++;
}
}
//Restricciones (4)
for(unsigned int p = 0; p < cant_colores_disp; p++){ //itero color
matbeg[indice] = nzcnt;
indice++;
matind[nzcnt] = cant_nodos * cant_colores_disp + p; //var: W_color
matval[nzcnt] = cant_nodos;
nzcnt++;
for(unsigned int i = 0; i < cant_nodos; i++){ //itero nodo
matind[nzcnt] = cant_colores_disp*i + p; //var: X_nodo_color
matval[nzcnt] = -1;
nzcnt++;
}
}
//Restricciones (5)
for(unsigned int p = 0; p < cant_colores_disp - 1; p++){ //itero color
matbeg[indice] = nzcnt;
indice++;
matind[nzcnt] = cant_nodos * cant_colores_disp + p; //var: W_color
matval[nzcnt] = 1;
nzcnt++;
matind[nzcnt] = cant_nodos * cant_colores_disp + p + 1; //var: W_(color+1)
matval[nzcnt] = -1;
nzcnt++;
}
// Esta rutina agrega la restriccion al lp.
status = CPXaddrows(env, lp, ccnt, rcnt, nzcnt, rhs, sense, matbeg, matind, matval, NULL, NULL);
if (status) {
cerr << "Problema agregando restricciones." << endl;
exit(1);
}
delete[] rhs;
delete[] matbeg;
delete[] matind;
delete[] matval;
// Escribimos el problema a un archivo .lp
status = CPXwriteprob(env, lp, "output.lp", NULL);
if (status) {
cerr << "Problema escribiendo modelo" << endl;
exit(1);
}
//----------------------- PRIMER ITERACION DE RESOLUCIÓN DEL LP
// Tomamos el tiempo de resolucion utilizando CPXgettime.
double inittime, endtime, fractpart, intpart, opt_anterior, opt_actual;
int cant_iteraciones = 0;
status = CPXgettime(env, &inittime);
bool criterio_de_corte, todas_enteras, hubo_plano = true;
status = CPXlpopt(env, lp);
if (status) {
cerr << "Problema optimizando CPLEX" << endl;
exit(1);
}
status = CPXgetobjval(env, lp, &opt_actual);
if (status) {
cerr << "Problema obteniendo valor de mejor solucion." << endl;
exit(1);
}
cout << "Optimo Inicial: " << opt_actual << endl << endl;
double *sol = new double[n];
status = CPXgetx(env, lp, sol, 0, n - 1);
if (status) {
cerr << "Problema obteniendo la solucion del LP." << endl;
exit(1);
}
// Chequeo si la solución es entera
for (int i = 0; i < n; i++){
fractpart = modf(sol[i] , &intpart);
if (fractpart > TOL){
todas_enteras = false;
break;
}
}
criterio_de_corte = todas_enteras || max_iteraciones==0;
//----------------------- INICIO CICLO DE RESOLUCIÓN DEL LP
while(!criterio_de_corte){
opt_anterior = opt_actual;
hubo_plano = agregar_restricciones_clique(adyacencias, sol, env, lp, cant_colores_disp, n);
hubo_plano = agregar_restricciones_ciclos(adyacencias, sol, env, lp, cant_colores_disp, n) || hubo_plano;
if(hubo_plano){
status = CPXlpopt(env, lp);
if (status) {
cerr << "Problema optimizando CPLEX" << endl;
exit(1);
}
status = CPXgetx(env, lp, sol, 0, n - 1);
if (status) {
cerr << "Problema obteniendo la solucion del LP." << endl;
exit(1);
}
for (int i = 0; i < n; i++){
fractpart = modf(sol[i] , &intpart);
if (fractpart > TOL){
todas_enteras = false;
break;
}
}
}
status = CPXgetobjval(env, lp, &opt_actual);
if (status) {
cerr << "Problema obteniendo valor de mejor solucion." << endl;
exit(1);
}
cant_iteraciones++;
criterio_de_corte = todas_enteras || (cant_iteraciones >= max_iteraciones)
|| !hubo_plano;// || abs(opt_actual - opt_anterior) < TOL;
}
status = CPXgettime(env, &endtime);
//----------------------- FIN CICLO DE RESOLUCIÓN DEL LP
int solstat;
char statstring[510];
CPXCHARptr p;
solstat = CPXgetstat(env, lp);
p = CPXgetstatstring(env, solstat, statstring);
string statstr(statstring);
cout << endl << "Resultado de la optimizacion: " << statstring << endl;
if(solstat!=CPX_STAT_OPTIMAL) exit(1);
double objval;
status = CPXgetobjval(env, lp, &objval);
if (status) {
cerr << "Problema obteniendo valor de mejor solucion." << endl;
exit(1);
}
cout << "Optimo: " << objval << "\t(Time: " << (endtime - inittime) << " sec)" << endl;
// Tomamos los valores de la solucion y los escribimos a un archivo.
std::string outputfile = "output.sol";
ofstream solfile(outputfile.c_str());
// Tomamos los valores de todas las variables. Estan numeradas de 0 a n-1.
status = CPXgetx(env, lp, sol, 0, n - 1);
if (status) {
cerr << "Problema obteniendo la solucion del LP." << endl;
exit(1);
}
// Solo escribimos las variables distintas de cero (tolerancia, 1E-05).
solfile << "Status de la solucion: " << statstr << endl;
// Imprimo var X_n_j
for (int i = 0; i < n - cant_colores_disp; i++) {
if (sol[i] > TOL) {
solfile << "X_" << i / cant_colores_disp << "_" << i % cant_colores_disp << " = " << sol[i] << endl;
}
}
// Imprimo var W_j
for (int i = n - cant_colores_disp; i < n; i++) {
if (sol[i] > TOL) {
solfile << "W_" << i - (n - cant_colores_disp) << " = " << sol[i] << endl;
}
}
solfile.close();
delete [] sol;
delete adyacencias;
delete particion;
return 0;
}
int
main (void)
{
char probname[16]; /* Problem name is max 16 characters */
/* Declare and allocate space for the variables and arrays where we
will store the optimization results including the status, objective
value, variable values, dual values, row slacks and variable
reduced costs. */
int solstat;
double objval;
double x[NUMCOLS];
double pi[NUMROWS];
double slack[NUMROWS];
double dj[NUMCOLS];
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status;
int i, j;
int cur_numrows, cur_numcols;
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. The error message will be printed at the end of the
program. */
if ( env == NULL ) {
fprintf (stderr, "Could not open CPLEX environment.\n");
goto TERMINATE;
}
/* Turn *off* output to the screen since we'll be producing it
via the callback function. This also means we won't see any
CPLEX generated errors, but we'll handle that at the end of
the program. */
status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_OFF);
if ( status ) {
fprintf (stderr,
"Failure to turn off screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Create the problem. */
strcpy (probname, "example");
lp = CPXcreateprob (env, &status, probname);
/* 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, we wouldn't see
an error message from CPXcreateprob since we turned off the
CPXPARAM_ScreenOutput parameter above. The only way to see this message
would be to use the CPLEX message handler, but that clutters up
the simplicity of this example, which has a point of illustrating
the CPLEX callback functionality. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now populate the problem with the data. */
status = populatebycolumn (env, lp);
if ( status ) {
fprintf (stderr, "Failed to populate problem data.\n");
goto TERMINATE;
}
status = CPXsetlpcallbackfunc (env, mycallback, NULL);
if ( status ) {
fprintf (stderr, "Failed to set callback function.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXsetintparam (env, CPXPARAM_LPMethod, CPX_ALG_PRIMAL);
if ( status ) {
fprintf (stderr,
"Failed to set the optimization method, error %d.\n", status);
goto TERMINATE;
}
status = CPXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize LP.\n");
goto TERMINATE;
}
/* Turn off the callback function. This isn't strictly necessary,
but is good practice. Note that the cast in front of NULL
is only necessary for some compilers. */
status = CPXsetlpcallbackfunc (env,
(int (CPXPUBLIC *)(CPXCENVptr, void *, int, void *)) NULL, NULL);
if ( status ) {
fprintf (stderr, "Failed to turn off callback function.\n");
goto TERMINATE;
}
status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write the output to the screen. */
printf ("\nSolution status = %d\n", solstat);
printf ("Solution value = %f\n\n", objval);
/* The size of the problem should be obtained by asking CPLEX what
the actual size is, rather than using sizes from when the problem
was built. cur_numrows and cur_numcols store the current number
of rows and columns, respectively. */
cur_numrows = CPXgetnumrows (env, lp);
cur_numcols = CPXgetnumcols (env, lp);
for (i = 0; i < cur_numrows; i++) {
printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]);
}
for (j = 0; j < cur_numcols; j++) {
printf ("Column %d: Value = %10f Reduced cost = %10f\n",
j, x[j], dj[j]);
}
/* Finally, write a copy of the problem to a file. */
status = CPXwriteprob (env, lp, "lpex4.lp", NULL);
if ( status ) {
fprintf (stderr, "Failed to write LP to disk.\n");
goto TERMINATE;
}
TERMINATE:
/* Free up the problem as allocated by CPXcreateprob, if necessary */
if ( lp != NULL ) {
int frstatus;
frstatus = CPXfreeprob (env, &lp);
if ( frstatus ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", frstatus);
if (( !status ) && frstatus ) status = frstatus;
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
int clstatus;
clstatus = CPXcloseCPLEX (&env);
if ( clstatus ) {
fprintf (stderr, "CPXcloseCPLEX failed, error code %d.\n", clstatus);
if (( !status ) && clstatus ) status = clstatus;
}
}
if ( status ) {
char errmsg[CPXMESSAGEBUFSIZE];
/* Note that since we have turned off the CPLEX screen indicator,
we'll need to print the error message ourselves. */
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
return (status);
} /* END main */
void
DDSIP_DetEqu ()
{
CPXLPptr det_equ;
int status, scen, i, j, k, nzcnt_row, ranged = 0;
char probname[] = "sipout/det_equ.lp.gz";
double *scaled_obj_coef = NULL;
char *sense = NULL, *sense_sorted = NULL;
char **scen_spec_rowname = NULL;
char **scen_spec_colname = NULL;
char **rowname = NULL, *rownamestore = NULL;
char **colname = NULL, *colnamestore = NULL;
int rowstorespace, rowsurplus;
int colstorespace, colsurplus;
char *string1 = NULL, *string2 = NULL;
double *lb = NULL, *lb_sorted = NULL;
double *ub = NULL, *ub_sorted = NULL;
double *rng = NULL, *rng_sorted = NULL;
char *vartype = NULL, *vartype_sorted = NULL;
int *colindex_sorted = NULL, *colindex_revers = NULL;
double *value = NULL;
double *det_equ_rhs = NULL;
double *base_rhs = NULL;
int nzcnt=0, *rmatbeg=NULL, *rmatind=NULL, *rmatbeg_stage=NULL, *rmatind_stage=NULL, *rowindex=NULL;
double *rmatval=NULL, *rmatval_stage=NULL;
double time_start, time_end;
time_start = DDSIP_GetCpuTime ();
k = abs(DDSIP_param->riskmod);
if (k > 2 && k != 4)
{
fprintf (stderr,
"\nNot building deterministic equivalent, not available for risk model %d\n",DDSIP_param->riskmod);
fprintf (DDSIP_outfile,
"\nNot building deterministic equivalent, not available for risk model %d\n",DDSIP_param->riskmod);
return;
}
if (DDSIP_data->seccon)
det_equ_rhs = (double *) DDSIP_Alloc(sizeof(double),DDSIP_Imax(DDSIP_Imax(DDSIP_data->seccon, DDSIP_param->scenarios), DDSIP_data->firstcon),"det_equ_rhs(DetEqu)");
else
{
fprintf (stderr,"XXX ERROR: no second stage contraints, got DDSIP_data->seccon=%d.\n",DDSIP_data->seccon);
return;
}
fprintf (stderr,
"\nBuilding deterministic equivalent.\nWorks only for expectation-based models.\n");
colstorespace = DDSIP_data->novar * 255;
rowstorespace = DDSIP_data->nocon * 255;
if (!(sense = (char *) DDSIP_Alloc (sizeof (char), DDSIP_data->nocon, "sense(DetEqu)")) ||
!(sense_sorted = (char *) DDSIP_Alloc (sizeof (char), DDSIP_Imax(DDSIP_param->scenarios, DDSIP_Imax(DDSIP_data->firstcon,DDSIP_data->seccon)), "sense_sorted(DetEqu)")) ||
!(base_rhs = (double *) DDSIP_Alloc(sizeof(double),DDSIP_data->nocon,"base_rhs(DetEqu)")) ||
!(scaled_obj_coef = (double *) DDSIP_Alloc (sizeof (double), DDSIP_Imax(DDSIP_data->firstvar, DDSIP_data->secvar), "base_rhs(DetEqu)")) ||
!(colname = (char **) DDSIP_Alloc (sizeof (char *), DDSIP_data->novar,"base_rhs(DetEqu)")) ||
!(scen_spec_colname = (char **) DDSIP_Alloc (sizeof (char *), DDSIP_Imax(DDSIP_data->firstvar,DDSIP_data->secvar), "scen_spec_colname(DetEqu)")) ||
!(colnamestore = (char *) DDSIP_Alloc (sizeof (char), colstorespace, "colnamestore(DetEqu)")) ||
!(rowname = (char **) DDSIP_Alloc (sizeof (char *), DDSIP_data->nocon, "rowname(DetrEqu)")) ||
!(scen_spec_rowname = (char **) DDSIP_Alloc (sizeof (char *), DDSIP_Imax(DDSIP_param->scenarios, DDSIP_Imax(DDSIP_data->firstcon,DDSIP_data->seccon)), "scen_spec_rowname(DetEqu)")) ||
!(rownamestore = (char *) DDSIP_Alloc (sizeof (char), rowstorespace, "rownamestore(DetEqu)")) ||
!(lb = (double *) DDSIP_Alloc (sizeof (double), DDSIP_data->novar, "lb(DetEqu)")) ||
!(lb_sorted = (double *) DDSIP_Alloc (sizeof (double), DDSIP_Imax(DDSIP_data->firstvar,DDSIP_data->secvar), "lb_sorted(DetEqu)")) ||
!(ub = (double *) DDSIP_Alloc (sizeof (double), DDSIP_data->novar, "ub(DetEqu)")) ||
!(ub_sorted = (double *) DDSIP_Alloc (sizeof (double), DDSIP_Imax(DDSIP_data->firstvar,DDSIP_data->secvar), "ub_sorted(DetEqu)")) ||
!(vartype = (char *) DDSIP_Alloc (sizeof (char), DDSIP_data->novar, "vartype(DetEqu)")) ||
!(vartype_sorted = (char *) DDSIP_Alloc (sizeof (double), DDSIP_Imax(DDSIP_data->firstvar,DDSIP_data->secvar), "vartype_sorted(DetEqu)")) ||
!(colindex_sorted = (int *) DDSIP_Alloc (sizeof (int), DDSIP_data->novar, "colindex_sorted(DetEqu)")) ||
!(rowindex = (int *) DDSIP_Alloc (sizeof (int), DDSIP_Imax(DDSIP_data->firstcon, DDSIP_data->seccon), "rowindex(DetEqu)")))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
// get problem data
/*____________________________________________________________________________________*/
if((status = CPXgetcolname (DDSIP_env, DDSIP_lp, colname, colnamestore,
colstorespace, &colsurplus, 0, DDSIP_data->novar - 1)) ||
(status = CPXgetrowname (DDSIP_env, DDSIP_lp, rowname, rownamestore,
rowstorespace, &rowsurplus, 0, DDSIP_data->nocon - 1)) ||
(status = CPXgetsense (DDSIP_env, DDSIP_lp, sense, 0, DDSIP_data->nocon - 1)) ||
(status = CPXgetrhs (DDSIP_env, DDSIP_lp, base_rhs, 0, DDSIP_data->nocon - 1)) ||
(status = CPXgetlb (DDSIP_env, DDSIP_lp, lb, 0, DDSIP_data->novar - 1)) ||
(status = CPXgetub (DDSIP_env, DDSIP_lp, ub, 0, DDSIP_data->novar - 1)) ||
(status = CPXgetctype (DDSIP_env, DDSIP_lp, vartype, 0, DDSIP_data->novar - 1)))
{
fprintf (stderr, "Coud not get problem data, returned %d\n", status);
goto FREE;
}
// check whether there are ranged rows
for (j=0; j<DDSIP_data->nocon; j++)
{
if (sense[j] == 'R')
{
ranged = 1;
break;
}
}
if (ranged)
{
if (!(rng = (double *) DDSIP_Alloc (sizeof (double), DDSIP_data->nocon, "rng(DetEqu)")) ||
!(rng_sorted = (double *) DDSIP_Alloc (sizeof (double), DDSIP_Imax(DDSIP_data->firstcon,DDSIP_data->seccon), "rng_sorted(DetEqu)")))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
if ((status = CPXgetrngval (DDSIP_env, DDSIP_lp, rng, 0, DDSIP_data->nocon-1)))
{
fprintf (stderr, "Coud not get problem ranges, returned %d\n", status);
goto FREE;
}
}
/*____________________________________________________________________________________*/
// create empty problem
det_equ = CPXcreateprob (DDSIP_env, &status, probname);
if (status)
{
fprintf (stderr, "CPXcreateprob returned %d\n", status);
goto FREE;
}
// add (original) first-stage variables
for (j = 0; j < DDSIP_data->firstvar; j++)
{
vartype_sorted[j] = vartype[DDSIP_bb->firstindex[j]];
lb_sorted[j] = lb[DDSIP_bb->firstindex[j]];
ub_sorted[j] = ub[DDSIP_bb->firstindex[j]];
if (DDSIP_param->deteqType && DDSIP_param->riskmod >= 0)
scaled_obj_coef[j] = DDSIP_data->obj_coef[DDSIP_bb->firstindex[j]];
scen_spec_colname[j]= colname[DDSIP_bb->firstindex[j]];
}
if ((status = CPXnewcols (DDSIP_env, det_equ, DDSIP_data->firstvar, scaled_obj_coef,
lb_sorted, ub_sorted, vartype_sorted, scen_spec_colname)))
{
fprintf (stderr, "CPXnewcols returned %d for first-stage variables\n", status);
goto FREE;
}
// add (original) second-stage variables for all scenarios
for (j = 0; j < DDSIP_data->secvar; j++)
{
vartype_sorted[j] = vartype[DDSIP_bb->secondindex[j]];
lb_sorted[j] = lb[DDSIP_bb->secondindex[j]];
ub_sorted[j] = ub[DDSIP_bb->secondindex[j]];
}
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
for (j = 0; j < DDSIP_data->secvar; j++)
{
if (!(string2 = (char *) calloc (1, 255 * sizeof (char))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
// append scenario index to colname
string1 = colname[DDSIP_bb->secondindex[j]];
sprintf (string2, "%sSC%.3d", string1, scen+1);
scen_spec_colname[j] = string2;
if (DDSIP_param->deteqType && DDSIP_param->riskmod >= 0)
scaled_obj_coef[j] = DDSIP_data->prob[scen] * DDSIP_data->obj_coef[DDSIP_bb->secondindex[j]];
}
if ((status = CPXnewcols (DDSIP_env, det_equ, DDSIP_data->secvar, scaled_obj_coef,
lb_sorted, ub_sorted, vartype_sorted, scen_spec_colname)))
{
fprintf (stderr, "CPXnewcols returned %d for second-stage variables of scenario %d\n", status, scen+1);
goto FREE;
}
for (j = 0; j < DDSIP_data->secvar; j++)
DDSIP_Free ((void **) &(scen_spec_colname[j]));
}
// add second-stage variable for objective value of the scenarios
if (!(string2 = (char *) calloc (1, 255 * sizeof (char))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
scen_spec_colname[0] = string2;
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
vartype_sorted[0] = 'C';
lb_sorted[0] = -DDSIP_infty;
ub_sorted[0] = DDSIP_infty;
sprintf (string2, "DDSIPobj_SC%.3d", scen+1);
if (!DDSIP_param->deteqType && DDSIP_param->riskmod >= 0)
scaled_obj_coef[0] = DDSIP_data->prob[scen];
else
scaled_obj_coef[0] = 0.;
if ((status = CPXnewcols (DDSIP_env, det_equ, 1, scaled_obj_coef,
lb_sorted, ub_sorted, vartype_sorted, scen_spec_colname)))
{
fprintf (stderr, "CPXnewcols returned %d for second-stage variable DDSIPobj_SC%.3d\n", status, scen+1);
goto FREE;
}
}
// add the additional variables needed for risk models ///////////////////////////////////////
if (DDSIP_param->riskmod)
{
switch (abs(DDSIP_param->riskmod))
{
case 1: // Expected excess
// one continuous second-stage variable for each scenario
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
vartype_sorted[0] = 'C';
lb_sorted[0] = 0.;
ub_sorted[0] = DDSIP_infty;
sprintf (string2, "DDSIP_expexc_SC%.3d", scen+1);
if (DDSIP_param->riskmod > 0)
scaled_obj_coef[0] = DDSIP_param->riskweight*DDSIP_data->prob[scen];
else if (DDSIP_param->riskmod < 0)
scaled_obj_coef[0] = DDSIP_data->prob[scen];
else
scaled_obj_coef[0] = 0.;
if ((status = CPXnewcols (DDSIP_env, det_equ, 1, scaled_obj_coef,
lb_sorted, ub_sorted, vartype_sorted, scen_spec_colname)))
{
fprintf (stderr, "CPXnewcols returned %d for second-stage variable %s\n", status, string2);
goto FREE;
}
}
break;
case 2: // Excess Probability
// one binary second-stage variable for each scenario
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
vartype_sorted[0] = 'B';
lb_sorted[0] = 0.;
ub_sorted[0] = 1.;
sprintf (string2, "DDSIP_excprob_SC%.3d", scen+1);
if (DDSIP_param->riskmod > 0)
scaled_obj_coef[0] = DDSIP_param->riskweight*DDSIP_data->prob[scen];
else if (DDSIP_param->riskmod < 0)
scaled_obj_coef[0] = DDSIP_data->prob[scen];
else
scaled_obj_coef[0] = 0.;
if ((status = CPXnewcols (DDSIP_env, det_equ, 1, scaled_obj_coef,
lb_sorted, ub_sorted, vartype_sorted, scen_spec_colname)))
{
fprintf (stderr, "CPXnewcols returned %d for second-stage variable %s\n", status, string2);
goto FREE;
}
}
break;
case 4: // Worst Case Costs
// one continuous first-stage variable
vartype_sorted[0] = 'C';
lb_sorted[0] = -DDSIP_infty;
ub_sorted[0] = DDSIP_infty;
if (DDSIP_param->prefix)
{
if (!(strlen(DDSIP_param->prefix)))
{
fprintf (stderr," *** ERROR: The prefix for the first stage variables has to have a positive length.\n");
exit (1);
}
sprintf (string2, "%sDDSIP_n_aux01",DDSIP_param->prefix);
}
else
{
if (!(strlen(DDSIP_param->postfix)))
{
fprintf (stderr," *** ERROR: The postfix for the first stage variables has to have a positive length.\n");
exit (1);
}
sprintf (string2, "DDSIP_worstc_%s",DDSIP_param->postfix);
}
if (DDSIP_param->riskmod > 0)
scaled_obj_coef[0] = DDSIP_param->riskweight;
else if (DDSIP_param->riskmod < 0)
scaled_obj_coef[0] = 1.;
else
scaled_obj_coef[0] = 0.;
if ((status = CPXnewcols (DDSIP_env, det_equ, 1, scaled_obj_coef,
lb_sorted, ub_sorted, vartype_sorted, scen_spec_colname)))
{
fprintf (stderr, "CPXnewcols returned %d for second-stage variable %s\n", status, string2);
goto FREE;
}
}
}
DDSIP_Free ((void **) &(scen_spec_colname[0]));
///////enter stochastic cost coefficients in case of deteqType 1 //////////////////////////////
if (DDSIP_param->stoccost && DDSIP_param->deteqType && DDSIP_param->riskmod >= 0)
{
for (j = 0; j < DDSIP_param->stoccost; j++)
{
scaled_obj_coef[j] = 0.0;
if ((colindex_sorted[j] = DDSIP_bb->firstindex_reverse[DDSIP_data->costind[j]]))
colindex_sorted[j] = DDSIP_data->firstvar + DDSIP_bb->secondindex_reverse[DDSIP_data->costind[j]];
}
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
for (j = 0; j < DDSIP_param->stoccost; j++)
{
if (colindex_sorted[j] >= DDSIP_data->firstvar)
scaled_obj_coef[j] = DDSIP_data->prob[scen] * DDSIP_data->cost[scen * DDSIP_param->stoccost + j];
else
scaled_obj_coef[j] += DDSIP_data->prob[scen] * DDSIP_data->cost[scen * DDSIP_param->stoccost + j];
}
status = CPXchgobj (DDSIP_env, det_equ, DDSIP_param->stoccost, colindex_sorted, scaled_obj_coef);
if (status)
{
char errmsg[1024];
CPXgeterrorstring (DDSIP_env, status, errmsg);
fprintf (stderr, "in DetEqu: %s\n", errmsg);
}
for (j = 0; j < DDSIP_param->stoccost; j++)
{
if (colindex_sorted[j] >= DDSIP_data->firstvar)
colindex_sorted[j] += DDSIP_data->secvar;
}
}
}
//
// free arrays needeed only for columns
DDSIP_Free ((void **) &(vartype));
DDSIP_Free ((void **) &(colname));
DDSIP_Free ((void **) &(colnamestore));
DDSIP_Free ((void **) &(lb));
DDSIP_Free ((void **) &(ub));
DDSIP_Free ((void **) &(vartype_sorted));
DDSIP_Free ((void **) &(lb_sorted));
DDSIP_Free ((void **) &(ub_sorted));
DDSIP_Free ((void **) &(scaled_obj_coef));
//
// get problem matrix coefficients
// query the length needed for storage of coefficients
CPXgetrows(DDSIP_env, DDSIP_lp, &nzcnt, rmatbeg, rmatind, rmatval, 0, &rowsurplus, 0, DDSIP_data->nocon-1);
nzcnt = -rowsurplus;
if (!(rmatbeg = (int *) DDSIP_Alloc (sizeof (int), DDSIP_data->nocon, "rmatbeg(DetEqu)")) ||
!(rmatind = (int *) DDSIP_Alloc (sizeof (int), DDSIP_Imax(nzcnt, DDSIP_param->stocmat), "rmatind(DetEqu)")) ||
!(rmatval = (double *) DDSIP_Alloc (sizeof (double), nzcnt, "rmatval(DetEqu)")))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
CPXgetrows(DDSIP_env, DDSIP_lp, &nzcnt, rmatbeg, rmatind, rmatval, nzcnt, &rowsurplus, 0, DDSIP_data->nocon-1);
printf(" got %d elements of the matrix\n", nzcnt);
k = DDSIP_Imax(nzcnt + DDSIP_param->stocmat, DDSIP_param->scenarios*(DDSIP_data->novar+1));
if (!(rmatbeg_stage = (int *) DDSIP_Alloc (sizeof (int), DDSIP_Imax(DDSIP_param->scenarios, DDSIP_Imax(DDSIP_data->firstcon, DDSIP_data->seccon)), "rmatbeg_stage(DetEqu)")) ||
!(rmatind_stage = (int *) DDSIP_Alloc (sizeof (int), k, "rmatind_stage(DetEqu)")) ||
!(rmatval_stage = (double *) DDSIP_Alloc (sizeof (double), k, "rmatval_stage(DetEqu)")))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
// add first-stage constraints
k = 0;
for (j = 0; j < DDSIP_data->firstcon; j++)
{
sense_sorted[j] = sense[DDSIP_bb->firstrowind[j]];
det_equ_rhs[j] = base_rhs[DDSIP_bb->firstrowind[j]];
scen_spec_rowname[j] = rowname[DDSIP_bb->firstrowind[j]];
rmatbeg_stage[j] = k;
if (DDSIP_bb->firstrowind[j] == DDSIP_data->nocon -1)
nzcnt_row = nzcnt - rmatbeg[DDSIP_data->nocon -1];
else
nzcnt_row = rmatbeg[DDSIP_bb->firstrowind[j]+1] - rmatbeg[DDSIP_bb->firstrowind[j]];
for (i = 0; i < nzcnt_row; i++)
{
rmatind_stage[k + i] = DDSIP_bb->firstindex_reverse[rmatind[rmatbeg[DDSIP_bb->firstrowind[j]] + i]];
rmatval_stage[k + i] = rmatval[rmatbeg[DDSIP_bb->firstrowind[j]] + i];
}
k += nzcnt_row;
}
if ((status = CPXaddrows(DDSIP_env, det_equ, 0, DDSIP_data->firstcon, k, det_equ_rhs, sense_sorted, rmatbeg_stage, rmatind_stage, rmatval_stage, NULL, scen_spec_rowname)))
{
fprintf (stderr, "CPXaddrows returned %d for first-stage constraints\n", status);
goto FREE;
}
if (ranged)
{
for (j = 0; j < DDSIP_data->firstcon; j++)
{
rng_sorted[j] = rng[DDSIP_bb->firstrowind[j]];
rowindex[j] = j;
}
if((status = CPXchgrngval(DDSIP_env, det_equ, DDSIP_data->firstcon, rowindex, rng_sorted)))
{
fprintf (stderr, "CPXchgrngval returned %d for first-stage constraints\n", status);
goto FREE;
}
}
// add second-stage constraints
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
k = 0;
for (j = 0; j < DDSIP_data->seccon; j++)
{
sense_sorted[j] = sense[DDSIP_bb->secondrowind[j]];
det_equ_rhs[j] = base_rhs[DDSIP_bb->secondrowind[j]];
if (!(string2 = (char *) calloc (1, 255 * sizeof (char))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
// append scenario index to colname
string1 = rowname[DDSIP_bb->secondrowind[j]];
sprintf (string2, "%sSC%.3d", string1, scen+1);
scen_spec_rowname[j] = string2;
rmatbeg_stage[j] = k;
if (DDSIP_bb->secondrowind[j] == DDSIP_data->nocon -1)
nzcnt_row = nzcnt - rmatbeg[DDSIP_data->nocon -1];
else
{
nzcnt_row = rmatbeg[DDSIP_bb->secondrowind[j]+1] - rmatbeg[DDSIP_bb->secondrowind[j]];
}
for (i = 0; i < nzcnt_row; i++)
{
if (DDSIP_bb->firstindex_reverse[rmatind[rmatbeg[DDSIP_bb->secondrowind[j]] + i]] < 0)
rmatind_stage[k + i] = DDSIP_data->firstvar + scen*DDSIP_data->secvar + DDSIP_bb->secondindex_reverse[rmatind[rmatbeg[DDSIP_bb->secondrowind[j]] + i]];
else
rmatind_stage[k + i] = DDSIP_bb->firstindex_reverse[rmatind[rmatbeg[DDSIP_bb->secondrowind[j]] + i]];
rmatval_stage[k + i] = rmatval[rmatbeg[DDSIP_bb->secondrowind[j]] + i];
}
k += nzcnt_row;
}
///////enter stochastic rhs entries//////////////////////////////////////////////////////
for (j=0; j< DDSIP_param->stocrhs; j++)
{
det_equ_rhs[DDSIP_bb->secondrowind_reverse[DDSIP_data->rhsind[j]]] = DDSIP_data->rhs[scen * DDSIP_param->stocrhs + j];
}
if ((status = CPXaddrows(DDSIP_env, det_equ, 0, DDSIP_data->seccon, k, det_equ_rhs, sense_sorted, rmatbeg_stage, rmatind_stage, rmatval_stage, NULL, scen_spec_rowname)))
{
fprintf (stderr, "CPXaddrows returned %d for second-stage constraints scenario %d\n", status, scen+1);
goto FREE;
}
for (j = 0; j < DDSIP_data->seccon; j++)
DDSIP_Free ((void **) &(scen_spec_rowname[j]));
if (ranged)
{
for (j = 0; j < DDSIP_data->seccon; j++)
{
rng_sorted[j] = rng[DDSIP_bb->secondrowind[j]];
rowindex[j] = DDSIP_data->firstcon + scen * DDSIP_data->seccon + j;
}
if ((status = CPXchgrngval(DDSIP_env, det_equ, DDSIP_data->seccon, rowindex, rng_sorted)))
{
fprintf (stderr, "CPXchgrngval returned %d for first-stage constraints\n", status);
goto FREE;
}
}
}
///////enter stochastic matrix entries//////////////////////////////////////////////////////
if (DDSIP_param->stocmat)
{
if (!(value = (double *) calloc (DDSIP_param->stocmat, sizeof (double))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
for (j = 0; j < DDSIP_param->stocmat; j++)
{
if ((colindex_sorted[j] = DDSIP_bb->firstindex_reverse[DDSIP_data->matcol[j]]))
colindex_sorted[j] = DDSIP_data->firstvar + DDSIP_bb->secondindex_reverse[DDSIP_data->matcol[j]];
rmatind[j] = DDSIP_data->firstcon + DDSIP_bb->secondrowind_reverse[DDSIP_data->matrow[j]];
}
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
for (j = 0; j < DDSIP_param->stocmat; j++)
{
value[j] = DDSIP_data->matval[scen * DDSIP_param->stocmat + j];
}
status = CPXchgcoeflist (DDSIP_env, det_equ, DDSIP_param->stocmat, rmatind, colindex_sorted, value);
if (status)
{
char errmsg[1024];
CPXgeterrorstring (DDSIP_env, status, errmsg);
fprintf (stderr, "in DetEqu chgcoeflist returned %d: %s\n", status, errmsg);
}
for (j = 0; j < DDSIP_param->stocmat; j++)
{
rmatind[j] += DDSIP_data->seccon;
if (colindex_sorted[j] >= DDSIP_data->firstvar)
colindex_sorted[j] += DDSIP_data->secvar;
}
}
DDSIP_Free ((void **) &(value));
}
// add second-stage equations for the objective values of the scenarios
k = 0;
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
sense_sorted[scen] = 'E';
det_equ_rhs[scen] = 0.;
if (!(string2 = (char *) calloc (1, 255 * sizeof (char))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
sprintf (string2, "DDSIP_o_SC%.3d", scen+1);
scen_spec_rowname[scen] = string2;
rmatbeg_stage[scen] = k;
nzcnt_row = DDSIP_data->novar + 1;
for (i = 0; i < DDSIP_data->novar; i++)
{
if (DDSIP_bb->firstindex_reverse[i] < 0)
{
rmatind_stage[k + i] = DDSIP_data->firstvar + scen*DDSIP_data->secvar + DDSIP_bb->secondindex_reverse[i];
}
else
{
rmatind_stage[k + i] = DDSIP_bb->firstindex_reverse[i];
}
rmatval_stage[k + i] = DDSIP_data->obj_coef[i];
}
rmatind_stage[k + DDSIP_data->novar] = DDSIP_data->firstvar + DDSIP_param->scenarios*DDSIP_data->secvar + scen;
rmatval_stage[k + DDSIP_data->novar] = -1.;
k += nzcnt_row;
}
if ((status = CPXaddrows(DDSIP_env, det_equ, 0, DDSIP_param->scenarios, k, det_equ_rhs, sense_sorted, rmatbeg_stage, rmatind_stage, rmatval_stage, NULL, scen_spec_rowname)))
{
fprintf (stderr, "CPXaddrows returned %d for second-stage objective constraints\n", status);
goto FREE;
}
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
DDSIP_Free ((void **) &(scen_spec_rowname[scen]));
}
///////enter stochastic cost coefficients in the objective equations //////////////////////////////
if (DDSIP_param->stoccost)
{
if (!(value = (double *) calloc (DDSIP_param->stoccost, sizeof (double))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
for (j = 0; j < DDSIP_param->stoccost; j++)
{
if ((colindex_sorted[j] = DDSIP_bb->firstindex_reverse[DDSIP_data->costind[j]]) < 0)
colindex_sorted[j] = DDSIP_data->firstvar + scen * DDSIP_data->secvar +DDSIP_bb->secondindex_reverse[DDSIP_data->costind[j]];
rmatind[j] = DDSIP_data->firstcon + DDSIP_param->scenarios*DDSIP_data->seccon + scen;
value[j] = DDSIP_data->cost[scen * DDSIP_param->stoccost + j];
}
status = CPXchgcoeflist (DDSIP_env, det_equ, DDSIP_param->stoccost, rmatind, colindex_sorted, value);
if (status)
{
char errmsg[1024];
CPXgeterrorstring (DDSIP_env, status, errmsg);
fprintf (stderr, "in DetEqu chgcoeflist returned %d: %s\n", status, errmsg);
}
for (j = 0; j < DDSIP_param->stocmat; j++)
{
rmatind[j] += DDSIP_data->seccon;
if (colindex_sorted[j] >= DDSIP_data->firstvar)
colindex_sorted[j] += DDSIP_data->secvar;
}
}
DDSIP_Free ((void **) &(value));
}
// add second-stage equations for the risk models //////////////////////////////////
switch (abs(DDSIP_param->riskmod))
{
case 1: // Expected excess
k = 0;
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
sense_sorted[scen] = 'L';
det_equ_rhs[scen] = DDSIP_param->risktarget;
if (!(string2 = (char *) calloc (1, 255 * sizeof (char))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
sprintf (string2, "DDSIP_exp_excess_SC%.3d", scen+1);
scen_spec_rowname[scen] = string2;
rmatbeg_stage[scen] = k;
nzcnt_row = 2;
rmatind_stage[k] = DDSIP_data->firstvar + DDSIP_param->scenarios*DDSIP_data->secvar + scen;
rmatval_stage[k] = 1.;
rmatind_stage[k + 1] = DDSIP_data->firstvar + DDSIP_param->scenarios*DDSIP_data->secvar + DDSIP_param->scenarios + scen;
rmatval_stage[k + 1] = -1.;
k += nzcnt_row;
}
if ((status = CPXaddrows(DDSIP_env, det_equ, 0, DDSIP_param->scenarios, k, det_equ_rhs, sense_sorted, rmatbeg_stage, rmatind_stage, rmatval_stage, NULL, scen_spec_rowname)))
{
fprintf (stderr, "CPXaddrows returned %d for second-stage risk constraints\n", status);
goto FREE;
}
break;
case 2: // Excess probability
k = 0;
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
sense_sorted[scen] = 'L';
det_equ_rhs[scen] = DDSIP_param->risktarget;
if (!(string2 = (char *) calloc (1, 255 * sizeof (char))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
sprintf (string2, "DDSIP_excess_prob_SC%.3d", scen+1);
scen_spec_rowname[scen] = string2;
rmatbeg_stage[scen] = k;
nzcnt_row = 2;
rmatind_stage[k] = DDSIP_data->firstvar + DDSIP_param->scenarios*DDSIP_data->secvar + scen;
rmatval_stage[k] = 1.;
rmatind_stage[k + 1] = DDSIP_data->firstvar + DDSIP_param->scenarios*DDSIP_data->secvar + DDSIP_param->scenarios + scen;
rmatval_stage[k + 1] = -DDSIP_param->riskM;
k += nzcnt_row;
}
if ((status = CPXaddrows(DDSIP_env, det_equ, 0, DDSIP_param->scenarios, k, det_equ_rhs, sense_sorted, rmatbeg_stage, rmatind_stage, rmatval_stage, NULL, scen_spec_rowname)))
{
fprintf (stderr, "CPXaddrows returned %d for second-stage risk constraints\n", status);
goto FREE;
}
break;
case 4: // Worst case cost
k = 0;
for (scen = 0; scen < DDSIP_param->scenarios; scen++)
{
sense_sorted[scen] = 'L';
det_equ_rhs[scen] = 0.;
if (!(string2 = (char *) calloc (1, 255 * sizeof (char))))
{
fprintf (stderr, "Not enough memory for building deterministic equivalent\n");
goto FREE;
}
sprintf (string2, "DDSIP_worst_case_SC%.3d", scen+1);
scen_spec_rowname[scen] = string2;
rmatbeg_stage[scen] = k;
nzcnt_row = 2;
rmatind_stage[k] = DDSIP_data->firstvar + DDSIP_param->scenarios*DDSIP_data->secvar + scen;
rmatval_stage[k] = 1.;
rmatind_stage[k + 1] = DDSIP_data->firstvar + DDSIP_param->scenarios*DDSIP_data->secvar + DDSIP_param->scenarios;
rmatval_stage[k + 1] = -1.;
k += nzcnt_row;
}
if ((status = CPXaddrows(DDSIP_env, det_equ, 0, DDSIP_param->scenarios, k, det_equ_rhs, sense_sorted, rmatbeg_stage, rmatind_stage, rmatval_stage, NULL, scen_spec_rowname)))
{
fprintf (stderr, "CPXaddrows returned %d for second-stage risk constraints\n", status);
goto FREE;
}
break;
}
for (j = 0; j < DDSIP_param->scenarios; j++)
DDSIP_Free ((void **) &(scen_spec_rowname[j]));
time_end = DDSIP_GetCpuTime ();
fprintf (DDSIP_outfile, " %6.2f sec for building deterministic equivalent\n",time_end-time_start);
status = CPXwriteprob (DDSIP_env, det_equ, probname, NULL);
if (status)
{
fprintf (DDSIP_outfile, " *** Deterministic equivalent not written successfully, status = %d\n", status);
printf (" *** Deterministic equivalent not written successfully, status = %d\n", status);
}
else
{
fprintf (DDSIP_outfile, " *** Deterministic equivalent %s written successfully\n", probname);
printf (" *** Deterministic equivalent %s written successfully\n", probname);
}
status = CPXfreeprob (DDSIP_env, &det_equ);
time_start = DDSIP_GetCpuTime ();
fprintf (DDSIP_outfile, " %6.2f sec for writing deterministic equivalent\n",time_start-time_end);
FREE:
DDSIP_Free ((void **) &(sense));
DDSIP_Free ((void **) &(sense_sorted));
DDSIP_Free ((void **) &(vartype));
DDSIP_Free ((void **) &(rowname));
DDSIP_Free ((void **) &(rownamestore));
DDSIP_Free ((void **) &(colname));
DDSIP_Free ((void **) &(colnamestore));
DDSIP_Free ((void **) &(det_equ_rhs));
DDSIP_Free ((void **) &(base_rhs));
DDSIP_Free ((void **) &(lb));
DDSIP_Free ((void **) &(ub));
DDSIP_Free ((void **) &(vartype_sorted));
DDSIP_Free ((void **) &(lb_sorted));
DDSIP_Free ((void **) &(ub_sorted));
DDSIP_Free ((void **) &(scaled_obj_coef));
DDSIP_Free ((void **) &(colindex_sorted));
DDSIP_Free ((void **) &(colindex_revers));
DDSIP_Free ((void **) &(scen_spec_rowname));
DDSIP_Free ((void **) &(scen_spec_colname));
DDSIP_Free ((void **) &(rmatbeg));
DDSIP_Free ((void **) &(rmatind));
DDSIP_Free ((void **) &(rmatval));
DDSIP_Free ((void **) &(rmatbeg_stage));
DDSIP_Free ((void **) &(rmatind_stage));
DDSIP_Free ((void **) &(rmatval_stage));
DDSIP_Free ((void **) &(rowindex));
if (ranged)
{
DDSIP_Free ((void **) &(rng));
DDSIP_Free ((void **) &(rng_sorted));
}
return;
}
int
main (void)
{
/* Declare pointers for the variables and arrays that will contain
the data which define the LP problem. The setproblemdata() routine
allocates space for the problem data. */
char *probname = NULL;
int numcols;
int numrows;
int objsen;
double *obj = NULL;
double *rhs = NULL;
char *sense = NULL;
int *matbeg = NULL;
int *matcnt = NULL;
int *matind = NULL;
double *matval = NULL;
double *lb = NULL;
double *ub = NULL;
int *qmatbeg = NULL;
int *qmatcnt = NULL;
int *qmatind = NULL;
double *qmatval = NULL;
/* Declare pointers for the variables that will contain the data
for the constraint that cuts off certain local optima. */
int numrows_extra;
int numnnz_extra;
double *rhs_extra = NULL;
char *sense_extra = NULL;
int *rmatbeg = NULL;
int *rmatind = NULL;
double *rmatval = NULL;
int rowind[1];
/* Declare and allocate space for the variables and arrays where we
will store the optimization results including the status, objective
value, variable values, dual values, row slacks and variable
reduced costs. */
int solstat;
double objval;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status;
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Fill in the data for the problem. */
status = setproblemdata (&probname, &numcols, &numrows, &objsen, &obj,
&rhs, &sense, &matbeg, &matcnt, &matind,
&matval, &lb, &ub, &qmatbeg, &qmatcnt,
&qmatind, &qmatval,
&numrows_extra, &numnnz_extra,
&rhs_extra, &sense_extra,
&rmatbeg, &rmatind, &rmatval);
if ( status ) {
fprintf (stderr, "Failed to build problem data arrays.\n");
goto TERMINATE;
}
/* Create the problem. */
lp = CPXcreateprob (env, &status, probname);
/* 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. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create problem.\n");
goto TERMINATE;
}
/* Now copy the LP part of the problem data into the lp */
status = CPXcopylp (env, lp, numcols, numrows, objsen, obj, rhs,
sense, matbeg, matcnt, matind, matval,
lb, ub, NULL);
if ( status ) {
fprintf (stderr, "Failed to copy problem data.\n");
goto TERMINATE;
}
status = CPXcopyquad (env, lp, qmatbeg, qmatcnt, qmatind, qmatval);
if ( status ) {
fprintf (stderr, "Failed to copy quadratic matrix.\n");
goto TERMINATE;
}
/* When a non-convex objective function is present, CPLEX will
return error CPXERR_Q_NOT_POS_DEF unless the parameter
CPXPARAM_OptimalityTarget is set to accept first-order optimal
solutions. */
status = CPXsetintparam (env, CPXPARAM_OptimalityTarget,
CPX_OPTIMALITYTARGET_FIRSTORDER);
if ( status ) goto TERMINATE;
/* Optimize the problem and obtain solution. */
status = optimize_and_report(env, lp, &solstat, &objval);
if ( status ) goto TERMINATE;
/* Add a constraint to cut off the solution at (-1, 1) */
status = CPXaddrows (env, lp, 0, numrows_extra, numnnz_extra,
rhs_extra, sense_extra,
rmatbeg, rmatind, rmatval,
NULL, NULL);
if ( status ) goto TERMINATE;
status = optimize_and_report(env, lp, &solstat, &objval);
if ( status ) goto TERMINATE;
/* Reverse the sense of the new constraint to cut off the solution at (1, 1) */
rowind[0] = CPXgetnumrows (env, lp) - 1;
status = CPXchgsense (env, lp, 1, rowind, "L");
if ( status ) goto TERMINATE;
status = optimize_and_report(env, lp, &solstat, &objval);
if ( status ) goto TERMINATE;
/* Finally, write a copy of the problem to a file. */
status = CPXwriteprob (env, lp, "indefqpex1.lp", NULL);
if ( status ) {
fprintf (stderr, "Failed to write LP to disk.\n");
goto TERMINATE;
}
TERMINATE:
/* Free up the problem as allocated by CPXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
/* Free up the problem data arrays, if necessary. */
free_and_null ((char **) &probname);
free_and_null ((char **) &obj);
free_and_null ((char **) &rhs);
free_and_null ((char **) &sense);
free_and_null ((char **) &matbeg);
free_and_null ((char **) &matcnt);
free_and_null ((char **) &matind);
free_and_null ((char **) &matval);
free_and_null ((char **) &lb);
free_and_null ((char **) &ub);
free_and_null ((char **) &qmatbeg);
free_and_null ((char **) &qmatcnt);
free_and_null ((char **) &qmatind);
free_and_null ((char **) &qmatval);
free_and_null ((char **) &rhs_extra);
free_and_null ((char **) &sense_extra);
free_and_null ((char **) &rmatbeg);
free_and_null ((char **) &rmatind);
free_and_null ((char **) &rmatval);
return (status);
} /* END main */
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 */
int solstat;
double objval;
double *x = NULL;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int j;
int cur_numcols;
const char * datadir = argc <= 1 ? "../../../examples/data" : argv[1];
char *noswot = NULL;
noswot = (char *) malloc (strlen (datadir) + 1 + strlen("noswot.mps") + 1);
sprintf (noswot, "%s/noswot.mps", datadir);
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no
output, so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status != 0 ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n",
status);
goto TERMINATE;
}
CPXsetintparam (env, CPXPARAM_MIP_Interval, 1000);
/* Create the problem, using the filename as the problem name */
lp = CPXcreateprob (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 = CPXreadcopyprob (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 = CPXsetintparam (env, CPXPARAM_Preprocessing_Linear, 0);
if ( status ) goto TERMINATE;
/* Create user cuts for noswot problem */
status = addusercuts (env, lp);
if ( status ) goto TERMINATE;
/* Optimize the problem and obtain solution */
status = CPXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP.\n");
goto TERMINATE;
}
solstat = CPXgetstat (env, lp);
printf ("Solution status %d.\n", solstat);
status = CPXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr,"Failed to obtain objective value.\n");
goto TERMINATE;
}
printf ("Objective value %.10g\n", objval);
cur_numcols = CPXgetnumcols (env, lp);
/* Allocate space for solution */
x = (double *) malloc (cur_numcols * sizeof (double));
if ( x == NULL ) {
fprintf (stderr, "No memory for solution values.\n");
goto TERMINATE;
}
status = CPXgetx (env, lp, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write out the solution */
for (j = 0; j < cur_numcols; j++) {
if ( fabs (x[j]) > 1e-10 ) {
printf ("Column %d: Value = %17.10g\n", j, x[j]);
}
}
TERMINATE:
/* Free the filename */
free_and_null ((char **) &noswot);
/* Free the solution vector */
free_and_null ((char **) &x);
/* Free the problem as allocated by CPXcreateprob and
CPXreadcopyprob, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n",
status);
}
}
/* Free the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output, so the only
way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
void mexFunction(
int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[]
)
{
int i, j;
double *c=NULL, *b=NULL, *A=NULL,
*l=NULL, *u=NULL, *x=NULL, *lambda=NULL ;
int *iA=NULL, *kA=NULL, *nzA=NULL, neq=0, m=0, n=0, display=0;
long *lpenv=NULL, *p_lp=NULL;
char *Sense=NULL ;
#ifndef MX_COMPAT_32
long *iA_=NULL, *kA_=NULL ;
#endif
if (nrhs > 8 || nrhs < 1) {
mexErrMsgTxt("Usage: [p_lp,how] "
"= lp_gen(lpenv,c,A,b,l,u,neq,disp)");
return;
}
switch (nrhs) {
case 8:
if (mxGetM(prhs[7]) != 0 || mxGetN(prhs[7]) != 0) {
if (!mxIsNumeric(prhs[7]) || mxIsComplex(prhs[7])
|| mxIsSparse(prhs[7])
|| !(mxGetM(prhs[7])==1 && mxGetN(prhs[7])==1)) {
mexErrMsgTxt("8th argument (display) must be "
"an integer scalar.");
return;
}
display = *mxGetPr(prhs[7]);
}
case 7:
if (mxGetM(prhs[6]) != 0 || mxGetN(prhs[6]) != 0) {
if (!mxIsNumeric(prhs[6]) || mxIsComplex(prhs[6])
|| mxIsSparse(prhs[6])
|| !(mxGetM(prhs[6])==1 && mxGetN(prhs[6])==1)) {
mexErrMsgTxt("7th argument (neq) must be "
"an integer scalar.");
return;
}
neq = *mxGetPr(prhs[6]);
}
case 6:
if (mxGetM(prhs[5]) != 0 || mxGetN(prhs[5]) != 0) {
if (!mxIsNumeric(prhs[5]) || mxIsComplex(prhs[5])
|| mxIsSparse(prhs[5])
|| !mxIsDouble(prhs[5])
|| mxGetN(prhs[5])!=1 ) {
mexErrMsgTxt("6th argument (u) must be "
"a column vector.");
return;
}
u = mxGetPr(prhs[5]);
n = mxGetM(prhs[5]);
}
case 5:
if (mxGetM(prhs[4]) != 0 || mxGetN(prhs[4]) != 0) {
if (!mxIsNumeric(prhs[4]) || mxIsComplex(prhs[4])
|| mxIsSparse(prhs[4])
|| !mxIsDouble(prhs[4])
|| mxGetN(prhs[4])!=1 ) {
mexErrMsgTxt("5th argument (l) must be "
"a column vector.");
return;
}
if (n != 0 && n != mxGetM(prhs[4])) {
mexErrMsgTxt("Dimension error (arg 5 and later).");
return;
}
l = mxGetPr(prhs[4]);
n = mxGetM(prhs[4]);
}
case 4:
if (mxGetM(prhs[3]) != 0 || mxGetN(prhs[3]) != 0) {
if (!mxIsNumeric(prhs[3]) || mxIsComplex(prhs[3])
|| mxIsSparse(prhs[3])
|| !mxIsDouble(prhs[3])
|| mxGetN(prhs[3])!=1 ) {
mexErrMsgTxt("4rd argument (b) must be "
"a column vector.");
return;
}
if (m != 0 && m != mxGetM(prhs[3])) {
mexErrMsgTxt("Dimension error (arg 4 and later).");
return;
}
b = mxGetPr(prhs[3]);
m = mxGetM(prhs[3]);
}
case 3:
if (mxGetM(prhs[2]) != 0 || mxGetN(prhs[2]) != 0) {
if (!mxIsNumeric(prhs[2]) || mxIsComplex(prhs[2])
|| !mxIsSparse(prhs[2]) ) {
mexErrMsgTxt("3n argument (A) must be "
"a sparse matrix.");
return;
}
if (m != 0 && m != mxGetM(prhs[2])) {
mexErrMsgTxt("Dimension error (arg 3 and later).");
return;
}
if (n != 0 && n != mxGetN(prhs[2])) {
mexErrMsgTxt("Dimension error (arg 3 and later).");
return;
}
m = mxGetM(prhs[2]);
n = mxGetN(prhs[2]);
A = mxGetPr(prhs[2]);
#ifdef MX_COMPAT_32
iA = mxGetIr(prhs[2]);
kA = mxGetJc(prhs[2]);
#else
iA_ = mxGetIr(prhs[2]);
kA_ = mxGetJc(prhs[2]);
iA = myMalloc(mxGetNzmax(prhs[2])*sizeof(int)) ;
for (i=0; i<mxGetNzmax(prhs[2]); i++)
iA[i]=iA_[i] ;
kA = myMalloc((n+1)*sizeof(int)) ;
for (i=0; i<n+1; i++)
kA[i]=kA_[i] ;
#endif
nzA=myMalloc(n*sizeof(int)) ;
for (i=0; i<n; i++)
nzA[i]=kA[i+1]-kA[i] ;
Sense=myMalloc((m+1)*sizeof(char)) ;
for (i=0; i<m; i++)
if (i<neq) Sense[i]='E' ;
else Sense[i]='L' ;
Sense[m]=0 ;
}
case 2:
if (mxGetM(prhs[1]) != 0 || mxGetN(prhs[1]) != 0) {
if (!mxIsNumeric(prhs[1]) || mxIsComplex(prhs[1])
|| mxIsSparse(prhs[1])
|| !mxIsDouble(prhs[1])
|| mxGetN(prhs[1])!=1 ) {
mexErrMsgTxt("2st argument (c) must be "
"a column vector.");
return;
}
if (n != 0 && n != mxGetM(prhs[1])) {
mexErrMsgTxt("Dimension error (arg 2 and later).");
return;
}
c = mxGetPr(prhs[1]);
n = mxGetM(prhs[1]);
}
case 1:
if (mxGetM(prhs[0]) != 0 || mxGetN(prhs[0]) != 0) {
if (!mxIsNumeric(prhs[0]) || mxIsComplex(prhs[0])
|| mxIsSparse(prhs[0])
|| !mxIsDouble(prhs[0])
|| mxGetN(prhs[0])!=1 ) {
mexErrMsgTxt("1st argument (lpenv) must be "
"a column vector.");
return;
}
if (1 != mxGetM(prhs[0])) {
mexErrMsgTxt("Dimension error (arg 1).");
return;
}
lpenv = (long*) mxGetPr(prhs[0]);
}
}
if (nlhs > 2 || nlhs < 1) {
mexErrMsgTxt("Usage: [p_lp,how] "
"= lp_gen(lpenv,c,A,b,l,u,neq,disp)");
return;
}
if (display>3) fprintf(STD_OUT, "(m=%i, n=%i, neq=%i) \n", m, n, neq) ;
switch (nlhs) {
case 2:
case 1:
plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL);
p_lp = (long*) mxGetPr(plhs[0]);
}
if (display>2) fprintf(STD_OUT, "argument processing finished\n") ;
{
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status, lpstat;
double objval;
/* Initialize the CPLEX environment */
env = (CPXENVptr) lpenv[0] ;
/* Create the problem */
if (display>2) fprintf(STD_OUT, "calling CPXcreateprob \n") ;
lp = CPXcreateprob (env, &status, "xxx");
if ( lp == NULL ) {
fprintf (STD_OUT,"Failed to create subproblem\n");
status = 1;
goto TERMINATE;
}
if (p_lp) *p_lp=(long) lp ;
if (display>2)
fprintf(STD_OUT, "calling CPXcopylp (m=%i, n=%i) \n", m, n) ;
status = CPXcopylp(env, lp, n, m, CPX_MIN, c, b,
Sense, kA, nzA, iA, A,
l, u, NULL);
if ( status ) {
fprintf (STD_OUT, "CPXcopylp failed.\n");
goto TERMINATE;
}
TERMINATE:
if (status) {
char errmsg[1024];
CPXgeterrorstring (env, status, errmsg);
fprintf (STD_OUT, "%s", errmsg);
if (nlhs >= 2)
plhs[1] = mxCreateString(errmsg) ;
} else if (nlhs >= 2)
plhs[1] = mxCreateString("OK") ;
;
if (nzA) myFree(nzA) ;
#ifndef MX_COMPAT_32
if (iA) myFree(iA) ;
if (kA) myFree(kA) ;
#endif
/*if (Sense) myFree(Sense) ;*/
if (!p_lp)
{
if ( lp != NULL ) {
if (display>2)
fprintf(STD_OUT, "calling CPXfreeprob\n") ;
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (STD_OUT, "CPXfreeprob failed, error code %d.\n", status);
}
}
}
return ;
}
}
int
main (int argc, char *argv[])
{
/* Declare and allocate space for the variables and arrays where we will
store the optimization results including the status, objective value,
maximum bound violation, variable values, and basis. */
int solnstat, solnmethod, solntype;
double objval, maxviol;
double *x = NULL;
int *cstat = NULL;
int *rstat = NULL;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status = 0;
int j;
int cur_numrows, cur_numcols;
char **cur_colname = NULL;
char *cur_colnamestore = NULL;
int cur_colnamespace;
int surplus;
int method;
char *basismsg;
/* Check the command line arguments */
if (( argc != 3 ) ||
( strchr ("podhbnsc", argv[2][0]) == NULL ) ) {
usage (argv[0]);
goto TERMINATE;
}
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (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 = CPXcreateprob (env, &status, argv[1]);
/* 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 = CPXreadcopyprob (env, lp, argv[1], NULL);
if ( status ) {
fprintf (stderr, "Failed to read and copy the problem data.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
switch (argv[2][0]) {
case 'o':
method = CPX_ALG_AUTOMATIC;
break;
case 'p':
method = CPX_ALG_PRIMAL;
break;
case 'd':
method = CPX_ALG_DUAL;
break;
case 'n':
method = CPX_ALG_NET;
break;
case 'h':
method = CPX_ALG_BARRIER;
break;
case 'b':
method = CPX_ALG_BARRIER;
status = CPXsetintparam (env, CPXPARAM_Barrier_Crossover,
CPX_ALG_NONE);
if ( status ) {
fprintf (stderr,
"Failed to set the crossover method, error %d.\n", status);
goto TERMINATE;
}
break;
case 's':
method = CPX_ALG_SIFTING;
break;
case 'c':
method = CPX_ALG_CONCURRENT;
break;
default:
method = CPX_ALG_NONE;
break;
}
status = CPXsetintparam (env, CPXPARAM_LPMethod, method);
if ( status ) {
fprintf (stderr,
"Failed to set the optimization method, error %d.\n", status);
goto TERMINATE;
}
status = CPXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize LP.\n");
goto TERMINATE;
}
solnstat = CPXgetstat (env, lp);
if ( solnstat == CPX_STAT_UNBOUNDED ) {
printf ("Model is unbounded\n");
goto TERMINATE;
}
else if ( solnstat == CPX_STAT_INFEASIBLE ) {
printf ("Model is infeasible\n");
goto TERMINATE;
}
else if ( solnstat == CPX_STAT_INForUNBD ) {
printf ("Model is infeasible or unbounded\n");
goto TERMINATE;
}
status = CPXsolninfo (env, lp, &solnmethod, &solntype, NULL, NULL);
if ( status ) {
fprintf (stderr, "Failed to obtain solution info.\n");
goto TERMINATE;
}
printf ("Solution status %d, solution method %d\n", solnstat, solnmethod);
if ( solntype == CPX_NO_SOLN ) {
fprintf (stderr, "Solution not available.\n");
goto TERMINATE;
}
status = CPXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr, "Failed to obtain objective value.\n");
goto TERMINATE;
}
printf ("Objective value %.10g.\n", objval);
/* The size of the problem should be obtained by asking CPLEX what
the actual size is. cur_numrows and cur_numcols store the
current number of rows and columns, respectively. */
cur_numcols = CPXgetnumcols (env, lp);
cur_numrows = CPXgetnumrows (env, lp);
/* Retrieve basis, if one is available */
if ( solntype == CPX_BASIC_SOLN ) {
cstat = (int *) malloc (cur_numcols*sizeof(int));
rstat = (int *) malloc (cur_numrows*sizeof(int));
if ( cstat == NULL || rstat == NULL ) {
fprintf (stderr, "No memory for basis statuses.\n");
goto TERMINATE;
}
status = CPXgetbase (env, lp, cstat, rstat);
if ( status ) {
fprintf (stderr, "Failed to get basis; error %d.\n", status);
goto TERMINATE;
}
}
else {
printf ("No basis available\n");
}
/* Retrieve solution vector */
x = (double *) malloc (cur_numcols*sizeof(double));
if ( x == NULL ) {
fprintf (stderr, "No memory for solution.\n");
goto TERMINATE;
}
status = CPXgetx (env, lp, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain primal solution.\n");
goto TERMINATE;
}
/* Now get the column names for the problem. First we determine how
much space is used to hold the names, and then do the allocation.
Then we call CPXgetcolname() to get the actual names. */
status = CPXgetcolname (env, lp, NULL, NULL, 0, &surplus, 0,
cur_numcols-1);
if (( status != CPXERR_NEGATIVE_SURPLUS ) &&
( status != 0 ) ) {
fprintf (stderr,
"Could not determine amount of space for column names.\n");
goto TERMINATE;
}
cur_colnamespace = - surplus;
if ( cur_colnamespace > 0 ) {
cur_colname = (char **) malloc (sizeof(char *)*cur_numcols);
cur_colnamestore = (char *) malloc (cur_colnamespace);
if ( cur_colname == NULL ||
cur_colnamestore == NULL ) {
fprintf (stderr, "Failed to get memory for column names.\n");
status = -1;
goto TERMINATE;
}
status = CPXgetcolname (env, lp, cur_colname, cur_colnamestore,
cur_colnamespace, &surplus, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "CPXgetcolname failed.\n");
goto TERMINATE;
}
}
else {
printf ("No names associated with problem. Using Fake names.\n");
}
/* Write out the solution */
for (j = 0; j < cur_numcols; j++) {
if ( cur_colnamespace > 0 ) {
printf ("%-16s: ", cur_colname[j]);
}
else {
printf ("Fake%-6.6d : ", j);;
}
printf ("%17.10g", x[j]);
if ( cstat != NULL ) {
switch (cstat[j]) {
case CPX_AT_LOWER:
basismsg = "Nonbasic at lower bound";
break;
case CPX_BASIC:
basismsg = "Basic";
break;
case CPX_AT_UPPER:
basismsg = "Nonbasic at upper bound";
break;
case CPX_FREE_SUPER:
basismsg = "Superbasic, or free variable at zero";
break;
default:
basismsg = "Bad basis status";
break;
}
printf (" %s",basismsg);
}
printf ("\n");
}
/* Display the maximum bound violation. */
status = CPXgetdblquality (env, lp, &maxviol, CPX_MAX_PRIMAL_INFEAS);
if ( status ) {
fprintf (stderr, "Failed to obtain bound violation.\n");
goto TERMINATE;
}
printf ("Maximum bound violation = %17.10g\n", maxviol);
TERMINATE:
/* Free up the basis and solution */
free_and_null ((char **) &cstat);
free_and_null ((char **) &rstat);
free_and_null ((char **) &x);
free_and_null ((char **) &cur_colname);
free_and_null ((char **) &cur_colnamestore);
/* Free up the problem, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
int
main (void)
{
char probname[16]; /* Problem name is max 16 characters */
int cstat[NUMCOLS];
int rstat[NUMROWS];
/* Declare and allocate space for the variables and arrays where we
will store the optimization results including the status, objective
value, variable values, dual values, row slacks and variable
reduced costs. */
int solstat;
double objval;
double x[NUMCOLS];
double pi[NUMROWS];
double slack[NUMROWS];
double dj[NUMCOLS];
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status;
int i, j;
int cur_numrows, cur_numcols;
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Create the problem. */
strcpy (probname, "example");
lp = CPXcreateprob (env, &status, probname);
/* 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. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now populate the problem with the data. */
status = populatebycolumn (env, lp);
if ( status ) {
fprintf (stderr, "Failed to populate problem data.\n");
goto TERMINATE;
}
/* We assume we know the optimal basis. Variables 1 and 2 are basic,
while variable 0 is at its upper bound */
cstat[0] = CPX_AT_UPPER;
cstat[1] = CPX_BASIC;
cstat[2] = CPX_BASIC;
/* The row statuses are all nonbasic for this problem */
rstat[0] = CPX_AT_LOWER;
rstat[1] = CPX_AT_LOWER;
/* Now copy the basis */
status = CPXcopybase (env, lp, cstat, rstat);
if ( status ) {
fprintf (stderr, "Failed to copy the basis.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize LP.\n");
goto TERMINATE;
}
status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write the output to the screen. */
printf ("\nSolution status = %d\n", solstat);
printf ("Solution value = %f\n", objval);
printf ("Iteration count = %d\n\n", CPXgetitcnt (env, lp));
/* The size of the problem should be obtained by asking CPLEX what
the actual size is, rather than using sizes from when the problem
was built. cur_numrows and cur_numcols store the current number
of rows and columns, respectively. */
cur_numrows = CPXgetnumrows (env, lp);
cur_numcols = CPXgetnumcols (env, lp);
for (i = 0; i < cur_numrows; i++) {
printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]);
}
for (j = 0; j < cur_numcols; j++) {
printf ("Column %d: Value = %10f Reduced cost = %10f\n",
j, x[j], dj[j]);
}
/* Finally, write a copy of the problem to a file. */
status = CPXwriteprob (env, lp, "lpex6.sav", NULL);
if ( status ) {
fprintf (stderr, "Failed to write LP to disk.\n");
goto TERMINATE;
}
TERMINATE:
/* Free up the problem as allocated by CPXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
int
main (int argc, char *argv[])
{
int uselogcallback = 0;
LOGINFO myloginfo;
int usetimelimcallback = 0;
TIMELIMINFO mytimeliminfo;
int useterminate = 0;
volatile int terminator;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int solstat;
int status = 0;
/* Check the command line arguments */
if (( argc != 3 ) ||
( strchr ("lta", argv[2][0]) == NULL ) ) {
usage (argv[0]);
goto TERMINATE;
}
switch (argv[2][0]) {
case 'l':
uselogcallback = 1;
break;
case 't':
usetimelimcallback = 1;
break;
case 'a':
useterminate = 1;
break;
default:
break;
}
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (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 = CPXcreateprob (env, &status, argv[1]);
/* 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 = CPXreadcopyprob (env, lp, argv[1], NULL);
if ( status ) {
fprintf (stderr, "Failed to read and copy the problem data.\n");
goto TERMINATE;
}
if ( usetimelimcallback ) {
double t;
status = CPXgettime (env, &t);
if ( status ) {
fprintf (stderr, "Failed to initialize timer.\n");
goto TERMINATE;
}
mytimeliminfo.acceptablegap = 10.0;
mytimeliminfo.aborted = 0;
mytimeliminfo.timestart = t;
mytimeliminfo.timelim = 1.0;
status = CPXsetinfocallbackfunc (env, timelimcallback, &mytimeliminfo);
if ( status ) {
fprintf (stderr, "Failed to set time limit callback function.\n");
goto TERMINATE;
}
}
else if ( uselogcallback ) {
/* Set overall node limit in case callback conditions are not met */
status = CPXsetintparam (env, CPXPARAM_MIP_Limits_Nodes, 5000);
if ( status ) goto TERMINATE;
status = CPXgettime (env, &myloginfo.timestart);
if ( status ) {
fprintf (stderr, "Failed to query time.\n");
goto TERMINATE;
}
status = CPXgetdettime (env, &myloginfo.dettimestart);
if ( status ) {
fprintf (stderr, "Failed to query deterministic time.\n");
goto TERMINATE;
}
myloginfo.numcols = CPXgetnumcols (env, lp);
myloginfo.lastincumbent = CPXgetobjsen (env, lp) * 1e+35;
myloginfo.lastlog = -10000;
status = CPXsetinfocallbackfunc (env, logcallback, &myloginfo);
if ( status ) {
fprintf (stderr, "Failed to set logging callback function.\n");
goto TERMINATE;
}
/* Turn off CPLEX logging */
status = CPXsetintparam (env, CPXPARAM_MIP_Display, 0);
if ( status ) goto TERMINATE;
}
else if ( useterminate) {
status = CPXsetterminate (env, &terminator);
if ( status ) {
fprintf (stderr, "Failed to set terminator.\n");
goto TERMINATE;
}
/* Typically, you would pass the terminator variable to
another thread or pass it to an interrupt handler,
and monitor for some event to occur. When it does,
set terminator to a non-zero value.
To illustrate its use without creating a thread or
an interrupt handler, terminate immediately by setting
terminator before the solve.
*/
terminator = 1;
}
/* Optimize the problem and obtain solution. */
status = CPXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP.\n");
goto TERMINATE;
}
solstat = CPXgetstat (env, lp);
printf ("Solution status %d.\n", solstat);
TERMINATE:
/* Free up the problem as allocated by CPXcreateprob, if necessary */
if ( lp != NULL ) {
int xstatus = CPXfreeprob (env, &lp);
if ( xstatus ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", xstatus);
status = xstatus;
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
int xstatus = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
status = xstatus;
}
}
return (status);
} /* END main */
int
main (int argc, char **argv)
{
int status = 0;
int nfoods;
int nnutr;
double *cost = NULL;
double *lb = NULL;
double *ub = NULL;
double *nutrmin = NULL;
double *nutrmax = NULL;
double **nutrper = NULL;
double *x = NULL;
double objval;
int solstat;
/* Declare and allocate space for the variables and arrays where we
will store the optimization results including the status, objective
value, variable values, dual values, row slacks and variable
reduced costs. */
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int i, j;
/* Check the command line arguments */
if (( argc != 3 ) ||
( argv[1][0] != '-' ) ||
( strchr ("rc", argv[1][1]) == NULL ) ) {
usage (argv[0]);
goto TERMINATE;
}
status = readdata(argv[2], &nfoods, &cost, &lb, &ub,
&nnutr, &nutrmin, &nutrmax, &nutrper);
if ( status ) goto TERMINATE;
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Turn on data checking */
status = CPXsetintparam (env, CPXPARAM_Read_DataCheck, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on data checking, error %d.\n", status);
goto TERMINATE;
}
/* Create the problem. */
lp = CPXcreateprob (env, &status, "diet");
/* 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. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now populate the problem with the data. For building large
problems, consider setting the row, column and nonzero growth
parameters before performing this task. */
switch (argv[1][1]) {
case 'r':
status = populatebyrow (env, lp, nfoods, cost, lb, ub,
nnutr, nutrmin, nutrmax, nutrper);
break;
case 'c':
status = populatebycolumn (env, lp, nfoods, cost, lb, ub,
nnutr, nutrmin, nutrmax, nutrper);
break;
}
if ( status ) {
fprintf (stderr, "Failed to populate problem.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize LP.\n");
goto TERMINATE;
}
x = (double *) malloc (nfoods * sizeof(double));
if ( x == NULL ) {
status = CPXERR_NO_MEMORY;
fprintf (stderr, "Could not allocate memory for solution.\n");
goto TERMINATE;
}
status = CPXsolution (env, lp, &solstat, &objval, x, NULL, NULL, NULL);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write the output to the screen. */
printf ("\nSolution status = %d\n", solstat);
printf ("Solution value = %f\n\n", objval);
for (j = 0; j < nfoods; j++) {
printf ("Food %d: Buy = %10f\n", j, x[j]);
}
/* Finally, write a copy of the problem to a file. */
status = CPXwriteprob (env, lp, "diet.lp", NULL);
if ( status ) {
fprintf (stderr, "Failed to write LP to disk.\n");
goto TERMINATE;
}
TERMINATE:
/* Free up the problem as allocated by CPXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( status > 0 ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
if ( nutrper != NULL ) {
for (i = 0; i < nnutr; ++i) {
free_and_null ((char **) &(nutrper[i]));
}
}
free_and_null ((char **) &nutrper);
free_and_null ((char **) &cost);
free_and_null ((char **) &cost);
free_and_null ((char **) &lb);
free_and_null ((char **) &ub);
free_and_null ((char **) &nutrmin);
free_and_null ((char **) &nutrmax);
free_and_null ((char **) &x);
return (status);
} /* END main */
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 */
int solstat;
double objval;
double *x = NULL;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int j;
int cur_numcols;
int wantorig = 1;
int nameind = 1;
/* Check the command line arguments */
if ( argc != 2 ) {
if ( argc != 3 ||
argv[1][0] != '-' ||
argv[1][1] != 'r' ) {
usage (argv[0]);
goto TERMINATE;
}
wantorig = 0;
nameind = 2;
}
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no
output, so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status != 0 ) {
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 = CPXcreateprob (env, &status, argv[nameind]);
/* 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 = CPXreadcopyprob (env, lp, argv[nameind], NULL);
if ( status ) {
fprintf (stderr,
"Failed to read and copy the problem data.\n");
goto TERMINATE;
}
if ( CPXgetnumcols (env, lp) != CPXgetnumbin (env, lp) ) {
fprintf (stderr, "Problem contains non-binary variables, exiting\n");
goto TERMINATE;
}
/* Set parameters */
if ( wantorig ) {
/* Assure linear mappings between the presolved and original
models */
status = CPXsetintparam (env, CPXPARAM_Preprocessing_Linear, 0);
if ( status ) goto TERMINATE;
/* Let MIP callbacks work on the original model */
status = CPXsetintparam (env, CPXPARAM_MIP_Strategy_CallbackReducedLP,
CPX_OFF);
if ( status ) goto TERMINATE;
}
status = CPXsetdblparam (env, CPXPARAM_MIP_Tolerances_MIPGap,
(double) 1e-6);
if ( status ) goto TERMINATE;
/* Turn on traditional search for use with control callbacks */
status = CPXsetintparam (env, CPXPARAM_MIP_Strategy_Search,
CPX_MIPSEARCH_TRADITIONAL);
if ( status ) goto TERMINATE;
/* Set up to use MIP callback */
status = CPXsetheuristiccallbackfunc (env, rounddownheur, NULL);
if ( status ) goto TERMINATE;
/* Optimize the problem and obtain solution */
status = CPXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP.\n");
goto TERMINATE;
}
solstat = CPXgetstat (env, lp);
printf ("Solution status %d.\n", solstat);
status = CPXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr, "Failed to obtain objective value.\n");
goto TERMINATE;
}
printf ("Objective value %.10g\n", objval);
cur_numcols = CPXgetnumcols (env, lp);
/* Allocate space for solution */
x = (double *) malloc (cur_numcols * sizeof (double));
if ( x == NULL ) {
fprintf (stderr, "No memory for solution values.\n");
goto TERMINATE;
}
status = CPXgetx (env, lp, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write out the solution */
for (j = 0; j < cur_numcols; j++) {
if ( fabs (x[j]) > 1e-10 ) {
printf ( "Column %d: Value = %17.10g\n", j, x[j]);
}
}
TERMINATE:
/* Free the solution vector */
free_and_null ((char **) &x);
/* Free the problem as allocated by CPXcreateprob and
CPXreadcopyprob, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n",
status);
}
}
/* Free the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output, so the only
way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
extern int solve_allocation(int nodeSize, int windowSize, int timeout,
sched_nodeinfo_t *node_array,
solver_job_list_t *job_array)
{
solver_job_list_t *sjob_ptr;
struct job_details *job_det_ptr;
int solstat;
int n = windowSize, m = nodeSize;
double objval;
double *x = NULL;
double *pi = NULL;
double *slack = NULL;
double *dj = NULL;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status = 0;
int i, j, k;
int cur_numrows, cur_numcols;
char envstr[256];
sprintf(envstr,"ILOG_LICENSE_FILE=%s",get_cplex_license_address());
if ( envstr != NULL ) {
CPXputenv (envstr);
}
env = CPXopenCPLEX (&status);
if ( env == NULL ) {
char errmsg[1024];
fatal ("Could not open CPLEX environment.\n");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_ON);
if (status) {
fatal("Failure to turn on screen indicator, error %d.",status);
goto TERMINATE;
}
status = CPXsetintparam (env, CPX_PARAM_DATACHECK, CPX_ON);
if (status) {
fatal("Failure to turn on data checking, error %d.", status);
goto TERMINATE;
}
lp = CPXcreateprob (env, &status, "lpex1");
if (lp == NULL) {
fatal("Failed to create LP.");
goto TERMINATE;
}
status = CPXsetdblparam(env,CPX_PARAM_TILIM,timeout);
status = populatebynonzero (env, lp, m, n, timeout,
node_array, job_array);
if ( status ) {
fprintf (stderr, "Failed to populate problem.");
goto TERMINATE;
}
status = CPXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize LP.");
goto TERMINATE;
}
cur_numrows = CPXgetnumrows (env, lp);
cur_numcols = CPXgetnumcols (env, lp);
x = (double *) malloc (cur_numcols * sizeof(double));
slack = (double *) malloc (cur_numrows * sizeof(double));
dj = (double *) malloc (cur_numcols * sizeof(double));
pi = (double *) malloc (cur_numrows * sizeof(double));
if ( x == NULL ||
slack == NULL ||
dj == NULL ||
pi == NULL ) {
status = CPXERR_NO_MEMORY;
fatal ("Could not allocate memory for solution.");
goto TERMINATE;
}
status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj);
if ( status ) {
fatal ("Failed to obtain solution.");
goto TERMINATE;
}
for (j = 0; j < windowSize; j++) {
if (x[j] > 0) {
sjob_ptr = &job_array[j];
job_det_ptr = sjob_ptr->job_ptr->details;
sjob_ptr->node_bitmap = (bitstr_t *)
bit_alloc (node_record_count);
job_det_ptr->req_node_bitmap = (bitstr_t *)
bit_alloc (node_record_count);
sjob_ptr->onnodes = (uint32_t *) xmalloc
(sizeof(uint32_t) * node_record_count);
job_det_ptr->req_node_layout = (uint16_t *) xmalloc
(sizeof(uint16_t) * node_record_count);
job_det_ptr->req_node_bitmap = (bitstr_t *) bit_alloc
(node_record_count);
for (i = 0; i < nodeSize; i++) {
k = (1 + i) * windowSize + j;
if (x[k] > 0) {
bit_set (sjob_ptr->node_bitmap,
(bitoff_t) (i));
bit_set (job_det_ptr->req_node_bitmap,
(bitoff_t) (i));
node_array[i].rem_cpus -= x[k];
node_array[i].rem_gpus -= sjob_ptr->gpu;
sjob_ptr->onnodes[i] = x[k];
job_det_ptr->req_node_layout[i] =
sjob_ptr->onnodes[i];
sjob_ptr->alloc_total += x[k];
}
}
} else
job_array[j].alloc_total = 0;
}
TERMINATE:
free_and_null ((char **) &x);
free_and_null ((char **) &slack);
free_and_null ((char **) &dj);
free_and_null ((char **) &pi);
if (lp != NULL) {
status = CPXfreeprob (env, &lp);
if (status) {
fatal("CPXfreeprob failed, error code %d.", status);
}
}
if (env != NULL) {
status = CPXcloseCPLEX (&env);
if (status) {
char errmsg[1024];
fatal("Could not close CPLEX environment.");
CPXgeterrorstring (env, status, errmsg);
fatal("%s", errmsg);
}
}
return (status);
}
int
main (int argc, char *argv[])
{
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status = 0;
int j;
int numcols;
double totinv;
int solstat;
double objval;
double *x = NULL;
double rrhs[1];
char rsense[1];
int rmatbeg[1];
int *indices = NULL;
double *values = NULL;
char *namestore = NULL;
char **nameptr = NULL;
int 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 = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (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 = CPXcreateprob (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 = CPXreadcopyprob (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 = CPXsetintparam (env, CPXPARAM_Preprocessing_Reduce, 1);
if ( status ) {
fprintf (stderr, "Failed to set CPXPARAM_Preprocessing_Reduce: %d\n", status);
goto TERMINATE;
}
status = CPXsetintparam (env, CPXPARAM_Simplex_Display, 0);
if ( status ) {
fprintf (stderr, "Failed to set CPXPARAM_Simplex_Display: %d\n", status);
goto TERMINATE;
}
if ( status ) {
fprintf (stderr, "Failure to set parameters\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize profit LP.\n");
goto TERMINATE;
}
solstat = CPXgetstat (env, lp);
status = CPXgetobjval (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 = CPXgetnumcols (env, lp);
if ( !numcols ) {
fprintf (stderr, "No columns in problem\n");
goto TERMINATE;
}
CPXgetcolname (env, lp, NULL, NULL, 0, &surplus, 0, numcols-1);
storespace = - surplus;
namestore = (char *) malloc (storespace * sizeof(char));
nameptr = (char **) malloc (numcols * sizeof(char *));
if ( namestore == NULL || nameptr == NULL ) {
fprintf (stderr, "No memory for column names\n");
goto TERMINATE;
}
status = CPXgetcolname (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 = (double *) malloc (numcols * sizeof(double));
if ( x == NULL ) {
fprintf (stderr,"No memory for solution.\n");
goto TERMINATE;
}
status = CPXgetx (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 = (int *) malloc (numcols * sizeof (int));
values = (double *) malloc (numcols * sizeof (double));
if ( indices == NULL || values == NULL ) {
fprintf (stderr, "No memory for constraint\n");
goto TERMINATE;
}
/* Get profit objective and add it as a constraint */
status = CPXgetobj (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 = CPXpreaddrows (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 = CPXprechgobj (env, lp, numcols, indices, values);
if ( status ) {
fprintf (stderr,
"Failed to change to inventory objective. Status %d\n",
status);
goto TERMINATE;
}
status = CPXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Optimization on inventory level failed. Status %d.\n",
status);
goto TERMINATE;
}
solstat = CPXgetstat (env, lp);
status = CPXgetobjval (env, lp, &objval);
if ( status || solstat != CPX_STAT_OPTIMAL ) {
fprintf (stderr, "Solution failed. Status %d, solstat %d.\n",
status, solstat);
goto TERMINATE;
}
printf("Solution status %d.\n", solstat);
printf ("Inventory level after optimization is %g\n", -objval);
status = CPXgetx (env, lp, x, 0, numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain primal solution.\n");
goto TERMINATE;
}
printf("Found solution");
/* Write out the solution */
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 = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
extern int solve_allocation(int nodeSize, int windowSize, int timeout,
sched_nodeinfo_t *node_array,
solver_job_list_t *job_array)
{
solver_job_list_t *solver_job_ptr;
int solstat;
int n = windowSize, m = nodeSize;
double objval;
double *x = NULL;
double *pi = NULL;
double *slack = NULL;
double *dj = NULL;
double *obj = NULL;
int NUMCOLS = n * (2 * m + 2);
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status = 0;
int i, j, k;
int cur_numrows, cur_numcols;
char envstr[256] = "ILOG_LICENSE_FILE=/home/seren/ILOG/CPLEX_Studio_AcademicResearch122/licenses/access.ilm";
if ( envstr != NULL ) {
CPXputenv (envstr);
}
env = CPXopenCPLEX (&status);
if ( env == NULL ) {
char errmsg[1024];
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_ON);
if ( status ) {
goto TERMINATE;
}
status = CPXsetintparam (env, CPX_PARAM_DATACHECK, CPX_ON);
if ( status ) {
goto TERMINATE;
}
lp = CPXcreateprob (env, &status, "lpex1");
if ( lp == NULL ) {
goto TERMINATE;
}
obj = (double*)malloc(NUMCOLS * sizeof(double));
status = CPXsetdblparam(env,CPX_PARAM_TILIM,5);
status = populatebynonzero (env, lp, nodeSize, windowSize, timeout, node_array, job_array);
if ( status ) {
fprintf (stderr, "Failed to populate problem.");
goto TERMINATE;
}
status = CPXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize LP.");
goto TERMINATE;
}
cur_numrows = CPXgetnumrows (env, lp);
cur_numcols = CPXgetnumcols (env, lp);
x = (double *) malloc (cur_numcols * sizeof(double));
slack = (double *) malloc (cur_numrows * sizeof(double));
dj = (double *) malloc (cur_numcols * sizeof(double));
pi = (double *) malloc (cur_numrows * sizeof(double));
if ( x == NULL ||
slack == NULL ||
dj == NULL ||
pi == NULL ) {
status = CPXERR_NO_MEMORY;
goto TERMINATE;
}
status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj);
if ( status ) {
goto TERMINATE;
}
/*debug3("\nSolution status = %d\n", solstat);*/
printf("Solution value = %f\n\n", objval);
/*
for (i = 0; i < cur_numrows; i++) {
printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]);
}
for (j = 0; j < cur_numcols; j++) {
printf ("Column %d: Value = %10f Reduced cost = %10f\n",
j, x[j], dj[j]);
}
*/
/*debug3("sending solution results to slurm");*/
/*
for (j = 0; j < windowSize; j++) {
if (x[j] > 0) {
solver_job_ptr = &job_array[j];
solver_job_ptr->node_bitmap = (bitstr_t *) bit_alloc (node_record_count);
solver_job_ptr->job_ptr->details->req_node_bitmap = (bitstr_t *) bit_alloc (node_record_count);
solver_job_ptr->onnodes = (int *) xmalloc (sizeof(int)*node_record_count);
solver_job_ptr->job_ptr->details->req_node_layout = (int *)xmalloc(sizeof(int) * node_record_count);
solver_job_ptr->job_ptr->details->req_node_bitmap = (bitstr_t *) bit_alloc (node_record_count);
for (i = 0; i < nodeSize; i++) {
k = (1 + i) * windowSize + j;
if (x[k] > 0) {
bit_set (solver_job_ptr->node_bitmap, (bitoff_t) (i));
bit_set (solver_job_ptr->job_ptr->details->req_node_bitmap, (bitoff_t) (i));
node_array[i].rem_cpus -= x[k];
node_array[i].rem_gpus -= solver_job_ptr->gpu;
solver_job_ptr->onnodes[i] = x[k];
solver_job_ptr->job_ptr->details->req_node_layout[i] = solver_job_ptr->onnodes[i];
solver_job_ptr->alloc_total += x[k];
}
}
} else
job_array[j].alloc_total = 0;
}
*/
/* status = CPXwriteprob (env, lp, "lpex1.lp", NULL);
if ( status ) {
fprintf (stderr, "Failed to write LP to disk.");
goto TERMINATE;
}
*/
TERMINATE:
free_and_null ((char **) &x);
free_and_null ((char **) &slack);
free_and_null ((char **) &dj);
free_and_null ((char **) &pi);
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.", status);
}
}
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
if ( status ) {
char errmsg[1024];
fprintf (stderr, "Could not close CPLEX environment.");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
}
int
main (int argc, char *argv[])
{
/* Declare and allocate space for the variables and arrays where we will
store the optimization results including the status, objective value,
and variable values. */
int solstat;
double objval;
double *x = NULL;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status;
int j;
int cur_numcols;
/* Check the command line arguments */
if ( argc != 2 ) {
usage (argv[0]);
goto TERMINATE;
}
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (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 = CPXcreateprob (env, &status, argv[1]);
/* 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 = CPXreadcopyprob (env, lp, argv[1], NULL);
if ( status ) {
fprintf (stderr, "Failed to read and copy the problem data.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP.\n");
goto TERMINATE;
}
solstat = CPXgetstat (env, lp);
printf ("Solution status %d.\n", solstat);
status = CPXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr,"Failed to obtain objective value.\n");
goto TERMINATE;
}
printf ("Objective value %.10g\n", objval);
/* The size of the problem should be obtained by asking CPLEX what
the actual size is. cur_numcols stores the current number
of columns. */
cur_numcols = CPXgetnumcols (env, lp);
/* Allocate space for solution */
x = (double *) malloc (cur_numcols*sizeof(double));
if ( x == NULL ) {
fprintf (stderr, "No memory for solution values.\n");
goto TERMINATE;
}
status = CPXgetx (env, lp, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write out the solution */
for (j = 0; j < cur_numcols; j++) {
printf ( "Column %d: Value = %17.10g\n", j, x[j]);
}
TERMINATE:
/* Free up the solution */
free_and_null ((char **) &x);
/* Free up the problem as allocated by CPXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
void mexFunction (int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
/* MATLAB memory structures */
const mxArray *c,*A,*b,*l,*u,*le,*ge,*maxIterPtr;
/* Return arguments */
double *matlpstat,*objval,*x,*pi,*cstat,*itcnt;
/* Other declarations */
char *sense,errorMsg[255];
int rows,cols,maxIter,*matbeg,*matcnt,*matind;
double *c_ptr,*b_ptr,*matval,*l_ptr,*u_ptr,*slack,*dj;
int matrixSize,status,i,j,le_size,ge_size,m,n;
double *le_ptr = NULL,*ge_ptr = NULL;
int *istat,lpstat;
//CPXENVptr env;
//CPXLPptr lp = NULL;
/* Assign pointers to MATLAB memory stuctures */
c = prhs[C_IN];
A = prhs[A_IN];
b = prhs[B_IN];
l = prhs[L_IN];
u = prhs[U_IN];
c_ptr = mxGetPr(c);
b_ptr = mxGetPr(b);
l_ptr = mxGetPr(l);
u_ptr = mxGetPr(u);
rows = mxGetM(b);
cols = mxGetM(c);
/* Build the matrix of coefficients, taking sparsity into account. */
if (mxIsSparse(A)){
/* Sparse */
matbeg = mxGetJc(A); /* beginnings of each column */
matcnt = (int*)mxCalloc(cols,sizeof(int)); /* # of entries in each col */
for (i = 0; i < cols; i++)
matcnt[i] = matbeg[i+1] - matbeg[i];
matind = mxGetIr(A); /* row locations */
matval = mxGetPr(A); /* actual coefficients */
} else {
/* Dense */
m = mxGetM(A);
n = mxGetN(A);
matbeg = (int*)mxCalloc(n,sizeof(int));
matcnt = (int*)mxCalloc(n,sizeof(int));
matind = (int*)mxCalloc(m*n,sizeof(int));
matval = mxGetPr(A);
for (j = 0; j < n; j++) {
matbeg[j] = j*m;
for (i = 0; i < m; i++)
matind[j*m + i] = i;
matcnt[j] = m;
}
}
/* Initialize all constraints to be equality constraints (default). */
sense = (char*)mxCalloc(rows,sizeof(char));
for(i = 0; i < rows; i++)
sense[i] = 'E';
/* If "<=" constraints given, set them up. */
if(nrhs > MANDATORY_ARGS){
le = prhs[LE_IN];
le_ptr = mxGetPr(le);
le_size = mxGetM(le);
for(i = 0; i < le_size; i++)
sense[(int)(le_ptr[i]-1)] = 'L';
}
/* If ">=" constraints given, set them up. */
if(nrhs > MANDATORY_ARGS + 1){
ge = prhs[GE_IN];
ge_ptr = mxGetPr(ge);
ge_size = mxGetM(ge);
for(i = 0; i < ge_size; i++)
sense[(int)(ge_ptr[i]-1)] = 'G';
}
/* Set up maximum number of iterations */
if (nrhs > MANDATORY_ARGS + 2) {
maxIterPtr = prhs[MI_IN];
maxIter = (int)mxGetScalar(maxIterPtr);
} else
maxIter = MAX_ITER_DEFAULT;
/* Output to MATLAB */
plhs[OBJ_OUT] = mxCreateDoubleMatrix(1,1,mxREAL);
plhs[X_OUT] = mxCreateDoubleMatrix(cols,1,mxREAL);
plhs[PI_OUT] = mxCreateDoubleMatrix(rows,1,mxREAL);
plhs[STAT_OUT] = mxCreateDoubleMatrix(1,1,mxREAL);
plhs[CSTAT_OUT] = mxCreateDoubleMatrix(cols,1,mxREAL);
plhs[ITER_OUT] = mxCreateDoubleMatrix(1,1,mxREAL);
objval = mxGetPr(plhs[OBJ_OUT]);
x = mxGetPr(plhs[X_OUT]);
pi = mxGetPr(plhs[PI_OUT]);
matlpstat = mxGetPr(plhs[STAT_OUT]);
cstat = mxGetPr(plhs[CSTAT_OUT]);
istat = (int*)mxCalloc(cols,sizeof(int));
itcnt = mxGetPr(plhs[ITER_OUT]);
if (!initialized)
{
mexPrintf("MEX-file: lp_cplex_mex opening cplex environment\n");
/* Open CPLEX environment */
env = CPXopenCPLEXdevelop(&status);
if (!env) {
printf(CPXgeterrorstring(env,status,errorMsg));
mexErrMsgTxt("\nCould not open CPLEX environment.");
}
/* Create CPLEX problem space */
lp = CPXcreateprob(env, &status, "matlab");
if (!lp) {
printf(CPXgeterrorstring(env,status,errorMsg));
CPXcloseCPLEX(&env);
mexErrMsgTxt("\nCould not create CPLEX problem.");
}
mexAtExit(cleanup);
initialized = 1;
}
/* Copy LP into CPLEX environment */
status = CPXcopylp(env, lp, cols, rows, MINIMIZE, c_ptr, b_ptr, sense,
matbeg, matcnt, matind, matval, l_ptr, u_ptr, NULL);
if (status) {
printf(CPXgeterrorstring(env,status,errorMsg));
//CPXfreeprob(env,&lp);
//CPXcloseCPLEX(&env);
mexErrMsgTxt("\nCould not copy CPLEX problem.");
}
/* Set iteration limit. */
status = CPXsetintparam(env, CPX_PARAM_ITLIM, maxIter);
if (status) {
printf(CPXgeterrorstring(env,status,errorMsg));
//CPXfreeprob(env,&lp);
//CPXcloseCPLEX(&env);
mexErrMsgTxt("\nCould not set number of iterations.");
}
/* Perform optimization */
status = CPXprimopt(env,lp);
if (status) {
printf(CPXgeterrorstring(env,status,errorMsg));
//CPXfreeprob(env,&lp);
//CPXcloseCPLEX(&env);
mexErrMsgTxt("\nOptimization error.");
}
/* Obtain solution */
status = CPXsolution(env, lp, &lpstat, objval, x, pi, NULL, NULL);
*matlpstat = lpstat;
if (status) {
printf(CPXgeterrorstring(env,status,errorMsg));
//CPXfreeprob(env,&lp);
//CPXcloseCPLEX(&env);
mexErrMsgTxt("\nFailure when retrieving solution.");
}
/* Get status of columns */
status = CPXgetbase(env, lp, istat, NULL);
if (status) {
printf(CPXgeterrorstring(env,status,errorMsg));
//CPXfreeprob(env,&lp);
//CPXcloseCPLEX(&env);
mexErrMsgTxt("\nUnable to get basis status.");
}
/* Copy int column values to double column values */
for (i=0; i < cols; i++)
cstat[i] = istat[i];
/* Get iteration count */
*itcnt = (double)CPXgetitcnt(env,lp);
/* Clean up problem */
//CPXfreeprob(env,&lp);
//CPXcloseCPLEX(&env);
}
int
main (void)
{
/* Declare pointers for the variables and arrays that will contain
the data which define the LP problem. The setproblemdata() routine
allocates space for the problem data. */
char *probname = NULL;
int numcols;
int numrows;
int objsen;
double *obj = NULL;
double *rhs = NULL;
char *sense = NULL;
int *matbeg = NULL;
int *matcnt = NULL;
int *matind = NULL;
double *matval = NULL;
double *lb = NULL;
double *ub = NULL;
/* Declare and allocate space for the variables and arrays where we
will store the optimization results including the status, objective
value, variable values, dual values, row slacks and variable
reduced costs. */
int solstat;
double objval;
double x[NUMCOLS];
double pi[NUMROWS];
double slack[NUMROWS];
double dj[NUMCOLS];
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status;
int i, j;
int cur_numrows, cur_numcols;
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Allocate memory and fill in the data for the problem. */
status = setproblemdata (&probname, &numcols, &numrows, &objsen,
&obj, &rhs, &sense, &matbeg, &matcnt,
&matind, &matval, &lb, &ub);
if ( status ) {
fprintf (stderr, "Failed to build problem data arrays.\n");
goto TERMINATE;
}
/* Create the problem. */
lp = CPXcreateprob (env, &status, probname);
/* 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. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now copy the problem data into the lp */
status = CPXcopylp (env, lp, numcols, numrows, objsen, obj, rhs,
sense, matbeg, matcnt, matind, matval,
lb, ub, NULL);
if ( status ) {
fprintf (stderr, "Failed to copy problem data.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize LP.\n");
goto TERMINATE;
}
status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write the output to the screen. */
printf ("\nSolution status = %d\n", solstat);
printf ("Solution value = %f\n\n", objval);
/* The size of the problem should be obtained by asking CPLEX what
the actual size is, rather than using what was passed to CPXcopylp.
cur_numrows and cur_numcols store the current number of rows and
columns, respectively. */
cur_numrows = CPXgetnumrows (env, lp);
cur_numcols = CPXgetnumcols (env, lp);
for (i = 0; i < cur_numrows; i++) {
printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]);
}
for (j = 0; j < cur_numcols; j++) {
printf ("Column %d: Value = %10f Reduced cost = %10f\n",
j, x[j], dj[j]);
}
/* Finally, write a copy of the problem to a file. */
status = CPXwriteprob (env, lp, "lpex1.lp", NULL);
if ( status ) {
fprintf (stderr, "Failed to write LP to disk.\n");
goto TERMINATE;
}
TERMINATE:
/* Free up the problem as allocated by CPXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
/* Free up the problem data arrays, if necessary. */
free_and_null ((char **) &probname);
free_and_null ((char **) &obj);
free_and_null ((char **) &rhs);
free_and_null ((char **) &sense);
free_and_null ((char **) &matbeg);
free_and_null ((char **) &matcnt);
free_and_null ((char **) &matind);
free_and_null ((char **) &matval);
free_and_null ((char **) &lb);
free_and_null ((char **) &ub);
return (status);
} /* END main */
// solver initialisation
// requires the list of versioned packages and the total amount of variables (including additional ones)
int cplex_solver::init_solver(PSLProblem *problem, int other_vars) {
int status;
_solutionCount = 0;
_nodeCount = 0;
_timeCount = 0;
// Coefficient initialization
initialize_coeffs(problem->rankCount() + other_vars);
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
if ( env == NULL ) {
char errmsg[1024];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
exit(-1);
}
/* Set the value of the time limit*/
status = CPXsetdblparam (env, CPX_PARAM_TILIM, time_limit);
if ( status ) {
fprintf (stderr, "Failure to set the time limit, error %d.\n", status);
exit(-1);
}
/* Enhance EPGAP to handle big values correctly */
status = CPXsetdblparam (env, CPX_PARAM_EPGAP, 0.0);
if ( status ) {
fprintf (stderr, "Failure to set EPGAP, error %d.\n", status);
exit(-1);
}
/* Limit the number of thread to 1 */
status = CPXsetintparam (env, CPX_PARAM_THREADS, 1);
if ( status ) {
fprintf (stderr, "Failure to set thread limit to 1, error %d.\n", status);
exit(-1);
}
if (verbosity >= DEFAULT) {
/* Turn on output to the screen */
status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_ON);
if ( status ) {
fprintf (stderr, "Failure to turn on screen indicator, error %d.\n", status);
exit(-1);
}
/* MIP node log display information */
int verb = verbosity >= SEARCH ? 5 : verbosity >= VERBOSE ? 2 : 1;
status = CPXsetintparam (env, CPX_PARAM_MIPDISPLAY, verb);
// int val = -1;
// CPXgetintparam (env, CPX_PARAM_MIPDISPLAY, &val);
// cerr << val << endl;
if ( status ) {
fprintf (stderr, "Failure to turn off presolve, error %d.\n", status);
exit(-1);
}
}
/* Create the problem. */
lp = CPXcreateprob (env, &status, "lpex1");
/* 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 CPX_PARAM_SCRIND causes the error message to
appear on stdout. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
exit(-1);
}
first_objective = 0;
lb = (double *)malloc(nb_vars*sizeof(double));
ub = (double *)malloc(nb_vars*sizeof(double));
vartype = (char *)malloc(nb_vars*sizeof(char));
varname = (char **)malloc(nb_vars*sizeof(char *));
if ((lb == (double *)NULL) ||
(ub == (double *)NULL) ||
(vartype == (char *)NULL) ||
(varname == (char **)NULL)) {
fprintf(stderr, "cplex_solver: initialization: not enough memory.\n");
exit(-1);
}
init_vars(problem, nb_vars);
return 0;
}