void freeMem(){ /** GLPK: free structures **/ if (tran) glp_mpl_free_wksp(tran); if (mip) glp_delete_prob(mip); if (retGRB) printf("ERROR: %s\n", GRBgeterrormsg(env)); /** GUROBI: free structures **/ if (model) GRBfreemodel(model); if (env) GRBfreeenv(env); printf("ERRORS OCCURRED.\nGLPK -> GUROBI -> GLPK wrapper v0.1 (2010)\n"); exit(1); }
void GurobiInterface:: eval(void* mem, const double** arg, double** res, int* iw, double* w) const { auto m = static_cast<GurobiMemory*>(mem); // Inputs const double *h=arg[CONIC_H], *g=arg[CONIC_G], *a=arg[CONIC_A], *lba=arg[CONIC_LBA], *uba=arg[CONIC_UBA], *lbx=arg[CONIC_LBX], *ubx=arg[CONIC_UBX], *x0=arg[CONIC_X0], *lam_x0=arg[CONIC_LAM_X0]; // Outputs double *x=res[CONIC_X], *cost=res[CONIC_COST], *lam_a=res[CONIC_LAM_A], *lam_x=res[CONIC_LAM_X]; // Temporary memory double *val=w; w+=nx_; int *ind=iw; iw+=nx_; int *ind2=iw; iw+=nx_; int *tr_ind=iw; iw+=nx_; // Greate an empty model GRBmodel *model = 0; try { int flag = GRBnewmodel(m->env, &model, name_.c_str(), 0, 0, 0, 0, 0, 0); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); // Add variables for (int i=0; i<nx_; ++i) { // Get bounds double lb = lbx ? lbx[i] : 0., ub = ubx ? ubx[i] : 0.; if (isinf(lb)) lb = -GRB_INFINITY; if (isinf(ub)) ub = GRB_INFINITY; // Get variable type char vtype; if (!vtype_.empty()) { // Explicitly set 'vtype' takes precedence vtype = vtype_.at(i); } else if (!discrete_.empty() && discrete_.at(i)) { // Variable marked as discrete (integer or binary) vtype = lb==0 && ub==1 ? GRB_BINARY : GRB_INTEGER; } else { // Continious variable vtype = GRB_CONTINUOUS; } // Pass to model flag = GRBaddvar(model, 0, 0, 0, g ? g[i] : 0., lb, ub, vtype, 0); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } flag = GRBupdatemodel(model); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); // Add quadratic terms const int *H_colind=sparsity_in(CONIC_H).colind(), *H_row=sparsity_in(CONIC_H).row(); for (int i=0; i<nx_; ++i) { // Quadratic term nonzero indices int numqnz = H_colind[1]-H_colind[0]; casadi_copy(H_row, numqnz, ind); H_colind++; H_row += numqnz; // Corresponding column casadi_fill(ind2, numqnz, i); // Quadratic term nonzeros if (h) { casadi_copy(h, numqnz, val); casadi_scal(numqnz, 0.5, val); h += numqnz; } else { casadi_fill(val, numqnz, 0.); } // Pass to model flag = GRBaddqpterms(model, numqnz, ind, ind2, val); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } // Add constraints const int *A_colind=sparsity_in(CONIC_A).colind(), *A_row=sparsity_in(CONIC_A).row(); casadi_copy(A_colind, nx_, tr_ind); for (int i=0; i<na_; ++i) { // Get bounds double lb = lba ? lba[i] : 0., ub = uba ? uba[i] : 0.; // if (isinf(lb)) lb = -GRB_INFINITY; // if (isinf(ub)) ub = GRB_INFINITY; // Constraint nonzeros int numnz = 0; for (int j=0; j<nx_; ++j) { if (tr_ind[j]<A_colind[j+1] && A_row[tr_ind[j]]==i) { ind[numnz] = j; val[numnz] = a ? a[tr_ind[j]] : 0; numnz++; tr_ind[j]++; } } // Pass to model if (isinf(lb)) { if (isinf(ub)) { // Neither upper or lower bounds, skip } else { // Only upper bound flag = GRBaddconstr(model, numnz, ind, val, GRB_LESS_EQUAL, ub, 0); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } } else { if (isinf(ub)) { // Only lower bound flag = GRBaddconstr(model, numnz, ind, val, GRB_GREATER_EQUAL, lb, 0); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } else if (lb==ub) { // Upper and lower bounds equal flag = GRBaddconstr(model, numnz, ind, val, GRB_EQUAL, lb, 0); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } else { // Both upper and lower bounds flag = GRBaddrangeconstr(model, numnz, ind, val, lb, ub, 0); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } } } // Solve the optimization problem flag = GRBoptimize(model); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); int optimstatus; flag = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); // Get the objective value, if requested if (cost) { flag = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, cost); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } // Get the optimal solution, if requested if (x) { flag = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, nx_, x); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } // Free memory GRBfreemodel(model); } catch (...) { // Free memory if (model) GRBfreemodel(model); throw; } }
int main(int argc, char *argv[]) { GRBenv *masterenv = NULL; GRBmodel *model = NULL; GRBenv *modelenv = NULL; int error = 0; int optimstatus; double objval; if (argc < 2) { fprintf(stderr, "Usage: lp_c filename\n"); exit(1); } /* Create environment */ error = GRBloadenv(&masterenv, "lp.log"); if (error) goto QUIT; /* Read model from file */ error = GRBreadmodel(masterenv, argv[1], &model); if (error) goto QUIT; /* Solve model */ error = GRBoptimize(model); if (error) goto QUIT; /* Capture solution information */ error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus); if (error) goto QUIT; /* If model is infeasible or unbounded, turn off presolve and resolve */ if (optimstatus == GRB_INF_OR_UNBD) { modelenv = GRBgetenv(model); if (!modelenv) { fprintf(stderr, "Error: could not get model environment\n"); goto QUIT; } /* Change parameter on model environment. The model now has a copy of the master environment, so changing the master will no longer affect the model. */ error = GRBsetintparam(modelenv, "PRESOLVE", 0); if (error) goto QUIT; error = GRBoptimize(model); if (error) goto QUIT; error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus); if (error) goto QUIT; } if (optimstatus == GRB_OPTIMAL) { error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &objval); if (error) goto QUIT; printf("Optimal objective: %.4e\n\n", objval); } else if (optimstatus == GRB_INFEASIBLE) { printf("Model is infeasible\n\n"); error = GRBcomputeIIS(model); if (error) goto QUIT; error = GRBwrite(model, "model.ilp"); if (error) goto QUIT; } else if (optimstatus == GRB_UNBOUNDED) { printf("Model is unbounded\n\n"); } else { printf("Optimization was stopped with status = %d\n\n", optimstatus); } QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(masterenv)); exit(1); } /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(masterenv); return 0; }
int main(int argc, char *argv[]) { GRBenv *env = NULL; GRBmodel *model = NULL; int error = 0; double sol[3]; int ind[3]; double val[3]; double obj[] = {1, 0, 0}; int qrow[3]; int qcol[3]; double qval[3]; int optimstatus; double objval; /* Create environment */ error = GRBloadenv(&env, "qcp.log"); if (error || env == NULL) { fprintf(stderr, "Error: could not create environment\n"); exit(1); } /* Create an empty model */ error = GRBnewmodel(env, &model, "qcp", 0, NULL, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* Add variables */ error = GRBaddvars(model, 3, 0, NULL, NULL, NULL, obj, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* Change sense to maximization */ error = GRBsetintattr(model, GRB_INT_ATTR_MODELSENSE, GRB_MAXIMIZE); if (error) goto QUIT; /* Integrate new variables */ error = GRBupdatemodel(model); if (error) goto QUIT; /* Linear constraint: x + y + z = 1 */ ind[0] = 0; ind[1] = 1; ind[2] = 2; val[0] = 1; val[1] = 1; val[2] = 1; error = GRBaddconstr(model, 3, ind, val, GRB_EQUAL, 1.0, "c0"); if (error) goto QUIT; /* Cone: x^2 + y^2 <= z^2 */ qrow[0] = 0; qcol[0] = 0; qval[0] = 1.0; qrow[1] = 1; qcol[1] = 1; qval[1] = 1.0; qrow[2] = 2; qcol[2] = 2; qval[2] = -1.0; error = GRBaddqconstr(model, 0, NULL, NULL, 3, qrow, qcol, qval, GRB_LESS_EQUAL, 0.0, "qc0"); if (error) goto QUIT; /* Rotated cone: x^2 <= yz */ qrow[0] = 0; qcol[0] = 0; qval[0] = 1.0; qrow[1] = 1; qcol[1] = 2; qval[1] = -1.0; error = GRBaddqconstr(model, 0, NULL, NULL, 2, qrow, qcol, qval, GRB_LESS_EQUAL, 0.0, "qc1"); if (error) goto QUIT; /* Optimize model */ error = GRBoptimize(model); if (error) goto QUIT; /* Write model to 'qcp.lp' */ error = GRBwrite(model, "qcp.lp"); if (error) goto QUIT; /* Capture solution information */ error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus); if (error) goto QUIT; error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &objval); if (error) goto QUIT; error = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, 3, sol); if (error) goto QUIT; printf("\nOptimization complete\n"); if (optimstatus == GRB_OPTIMAL) { printf("Optimal objective: %.4e\n", objval); printf(" x=%.2f, y=%.2f, z=%.2f\n", sol[0], sol[1], sol[2]); } else if (optimstatus == GRB_INF_OR_UNBD) { printf("Model is infeasible or unbounded\n"); } else { printf("Optimization was stopped early\n"); } QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }
int main(int argc, char *argv[]) { GRBenv *env = NULL, *modelenv = NULL; GRBmodel *model = NULL; int error = 0; int j, numfractional, iter, nfix; int numintvars; int *intvars = NULL; int status; char vtype, *vname; double sol, obj, fixval; var_t *fractional = NULL; if (argc < 2) { fprintf(stderr, "Usage: fixanddive_c filename\n"); exit(1); } error = GRBloadenv(&env, "fixanddive.log"); if (error || env == NULL) { fprintf(stderr, "Error: could not create environment\n"); exit(1); } /* Read model */ error = GRBreadmodel(env, argv[1], &model); if (error) goto QUIT; /* Collect integer variables and relax them */ error = GRBgetintattr(model, "NumIntVars", &numintvars); if (error) goto QUIT; intvars = malloc(sizeof(int) * numintvars); if (!intvars) goto QUIT; fractional = malloc(sizeof(var_t) * numintvars); if (!fractional) goto QUIT; numfractional = 0; for (j = 0; j < numintvars; ++j) { error = GRBgetcharattrelement(model, "VType", j, &vtype); if (error) goto QUIT; if (vtype != GRB_CONTINUOUS) { intvars[numfractional++] = j; error = GRBsetcharattrelement(model, "VType", j, GRB_CONTINUOUS); if (error) goto QUIT; } } modelenv = GRBgetenv(model); if (!modelenv) goto QUIT; error = GRBsetintparam(modelenv, "OutputFlag", 0); if (error) goto QUIT; error = GRBoptimize(model); if (error) goto QUIT; /* Perform multiple iterations. In each iteration, identify the first quartile of integer variables that are closest to an integer value in the relaxation, fix them to the nearest integer, and repeat. */ for (iter = 0; iter < 1000; ++iter) { /* create a list of fractional variables, sorted in order of increasing distance from the relaxation solution to the nearest integer value */ numfractional = 0; for (j = 0; j < numintvars; ++j) { error = GRBgetdblattrelement(model, "X", intvars[j], &sol); if (error) goto QUIT; if (fabs(sol - floor(sol + 0.5)) > 1e-5) { fractional[numfractional].index = intvars[j]; fractional[numfractional++].X = sol; } } error = GRBgetdblattr(model, "ObjVal", &obj); if (error) goto QUIT; printf("Iteration %i, obj %f, fractional %i\n", iter, obj, numfractional); if (numfractional == 0) { printf("Found feasible solution - objective %f\n", obj); break; } /* Fix the first quartile to the nearest integer value */ qsort(fractional, numfractional, sizeof(var_t), vcomp); nfix = numfractional / 4; nfix = (nfix > 1) ? nfix : 1; for (j = 0; j < nfix; ++j) { fixval = floor(fractional[j].X + 0.5); error = GRBsetdblattrelement(model, "LB", fractional[j].index, fixval); if (error) goto QUIT; error = GRBsetdblattrelement(model, "UB", fractional[j].index, fixval); if (error) goto QUIT; error = GRBgetstrattrelement(model, "VarName", fractional[j].index, &vname); printf(" Fix %s to %f ( rel %f )\n", vname, fixval, fractional[j].X); } error = GRBoptimize(model); if (error) goto QUIT; /* Check optimization result */ error = GRBgetintattr(model, "Status", &status); if (error) goto QUIT; if (status != GRB_OPTIMAL) { printf("Relaxation is infeasible\n"); break; } } QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Free data */ free(intvars); free(fractional); /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }
int main(int argc, char *argv[]) { GRBenv *env = NULL; GRBmodel *model = NULL; int error = 0, status; int s, w, col; int *cbeg = NULL; int *cind = NULL; int idx; double *cval = NULL; char *sense = NULL; char vname[MAXSTR]; double obj; int i, iis, numconstrs; char *cname; /* Sample data */ const int nShifts = 14; const int nWorkers = 7; /* Sets of days and workers */ char* Shifts[] = { "Mon1", "Tue2", "Wed3", "Thu4", "Fri5", "Sat6", "Sun7", "Mon8", "Tue9", "Wed10", "Thu11", "Fri12", "Sat13", "Sun14" }; char* Workers[] = { "Amy", "Bob", "Cathy", "Dan", "Ed", "Fred", "Gu" }; /* Number of workers required for each shift */ double shiftRequirements[] = { 3, 2, 4, 4, 5, 6, 5, 2, 2, 3, 4, 6, 7, 5 }; /* Amount each worker is paid to work one shift */ double pay[] = { 10, 12, 10, 8, 8, 9, 11 }; /* Worker availability: 0 if the worker is unavailable for a shift */ double availability[][14] = { { 0, 1, 1, 0, 1, 0, 1, 0, 1, 1, 1, 1, 1, 1 }, { 1, 1, 0, 0, 1, 1, 0, 1, 0, 0, 1, 0, 1, 0 }, { 0, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1 }, { 0, 1, 1, 0, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1 }, { 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 0, 1, 1 }, { 1, 1, 1, 0, 0, 1, 0, 1, 1, 0, 0, 1, 1, 1 }, { 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 } }; /* Create environment */ error = GRBloadenv(&env, "workforce1.log"); if (error || env == NULL) { fprintf(stderr, "Error: could not create environment\n"); exit(1); } /* Create initial model */ error = GRBnewmodel(env, &model, "workforce1", nWorkers * nShifts, NULL, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* Initialize assignment decision variables: x[w][s] == 1 if worker w is assigned to shift s. Since an assignment model always produces integer solutions, we use continuous variables and solve as an LP. */ for (w = 0; w < nWorkers; ++w) { for (s = 0; s < nShifts; ++s) { col = xcol(w, s); sprintf(vname, "%s.%s", Workers[w], Shifts[s]); error = GRBsetdblattrelement(model, "UB", col, availability[w][s]); if (error) goto QUIT; error = GRBsetdblattrelement(model, "Obj", col, pay[w]); if (error) goto QUIT; error = GRBsetstrattrelement(model, "VarName", col, vname); if (error) goto QUIT; } } /* The objective is to minimize the total pay costs */ error = GRBsetintattr(model, "ModelSense", 1); if (error) goto QUIT; /* Make space for constraint data */ cbeg = malloc(sizeof(int) * nShifts); if (!cbeg) goto QUIT; cind = malloc(sizeof(int) * nShifts * nWorkers); if (!cind) goto QUIT; cval = malloc(sizeof(double) * nShifts * nWorkers); if (!cval) goto QUIT; sense = malloc(sizeof(char) * nShifts); if (!sense) goto QUIT; /* Constraint: assign exactly shiftRequirements[s] workers to each shift s */ idx = 0; for (s = 0; s < nShifts; ++s) { cbeg[s] = idx; sense[s] = GRB_EQUAL; for (w = 0; w < nWorkers; ++w) { cind[idx] = xcol(w, s); cval[idx++] = 1.0; } } error = GRBaddconstrs(model, nShifts, idx, cbeg, cind, cval, sense, shiftRequirements, Shifts); if (error) goto QUIT; /* Optimize */ error = GRBoptimize(model); if (error) goto QUIT; error = GRBgetintattr(model, "Status", &status); if (error) goto QUIT; if (status == GRB_UNBOUNDED) { printf("The model cannot be solved because it is unbounded\n"); goto QUIT; } if (status == GRB_OPTIMAL) { error = GRBgetdblattr(model, "ObjVal", &obj); if (error) goto QUIT; printf("The optimal objective is %f\n", obj); goto QUIT; } if ((status != GRB_INF_OR_UNBD) && (status != GRB_INFEASIBLE)) { printf("Optimization was stopped with status %i\n", status); goto QUIT; } /* do IIS */ printf("The model is infeasible; computing IIS\n"); error = GRBcomputeIIS(model); if (error) goto QUIT; printf("\nThe following constraint(s) cannot be satisfied:\n"); error = GRBgetintattr(model, "NumConstrs", &numconstrs); if (error) goto QUIT; for (i = 0; i < numconstrs; ++i) { error = GRBgetintattrelement(model, "IISConstr", i, &iis); if (error) goto QUIT; if (iis) { error = GRBgetstrattrelement(model, "ConstrName", i, &cname); if (error) goto QUIT; printf("%s\n", cname); } } QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Free data */ free(cbeg); free(cind); free(cval); free(sense); /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }
int main(int argc, char *argv[]) { FILE *fp = NULL; GRBenv *env = NULL; GRBmodel *model = NULL; int board[DIM][DIM]; char inputline[100]; int ind[DIM]; double val[DIM]; double lb[DIM*DIM*DIM]; char vtype[DIM*DIM*DIM]; char *names[DIM*DIM*DIM]; char namestorage[10*DIM*DIM*DIM]; char *cursor; int optimstatus; double objval; int zero = 0; int i, j, v, ig, jg, count; int error = 0; if (argc < 2) { fprintf(stderr, "Usage: sudoku_c datafile\n"); exit(1); } fp = fopen(argv[1], "r"); if (fp == NULL) { fprintf(stderr, "Error: unable to open input file %s\n", argv[1]); exit(1); } for (i = 0; i < DIM; i++) { fgets(inputline, 100, fp); if (strlen(inputline) < 9) { fprintf(stderr, "Error: not enough board positions specified\n"); exit(1); } for (j = 0; j < DIM; j++) { board[i][j] = (int) inputline[j] - (int) '1'; if (board[i][j] < 0 || board[i][j] >= DIM) board[i][j] = -1; } } /* Create an empty model */ cursor = namestorage; for (i = 0; i < DIM; i++) { for (j = 0; j < DIM; j++) { for (v = 0; v < DIM; v++) { if (board[i][j] == v) lb[i*DIM*DIM+j*DIM+v] = 1; else lb[i*DIM*DIM+j*DIM+v] = 0; vtype[i*DIM*DIM+j*DIM+v] = GRB_BINARY; names[i*DIM*DIM+j*DIM+v] = cursor; sprintf(names[i*DIM*DIM+j*DIM+v], "x[%d,%d,%d]", i, j, v+1); cursor += strlen(names[i*DIM*DIM+j*DIM+v]) + 1; } } } /* Create environment */ error = GRBloadenv(&env, "sudoku.log"); if (error) goto QUIT; /* Create new model */ error = GRBnewmodel(env, &model, "sudoku", DIM*DIM*DIM, NULL, lb, NULL, vtype, names); if (error) goto QUIT; /* Each cell gets a value */ for (i = 0; i < DIM; i++) { for (j = 0; j < DIM; j++) { for (v = 0; v < DIM; v++) { ind[v] = i*DIM*DIM + j*DIM + v; val[v] = 1.0; } error = GRBaddconstr(model, DIM, ind, val, GRB_EQUAL, 1.0, NULL); if (error) goto QUIT; } } /* Each value must appear once in each row */ for (v = 0; v < DIM; v++) { for (j = 0; j < DIM; j++) { for (i = 0; i < DIM; i++) { ind[i] = i*DIM*DIM + j*DIM + v; val[i] = 1.0; } error = GRBaddconstr(model, DIM, ind, val, GRB_EQUAL, 1.0, NULL); if (error) goto QUIT; } } /* Each value must appear once in each column */ for (v = 0; v < DIM; v++) { for (i = 0; i < DIM; i++) { for (j = 0; j < DIM; j++) { ind[j] = i*DIM*DIM + j*DIM + v; val[j] = 1.0; } error = GRBaddconstr(model, DIM, ind, val, GRB_EQUAL, 1.0, NULL); if (error) goto QUIT; } } /* Each value must appear once in each subgrid */ for (v = 0; v < DIM; v++) { for (ig = 0; ig < SUBDIM; ig++) { for (jg = 0; jg < SUBDIM; jg++) { count = 0; for (i = ig*SUBDIM; i < (ig+1)*SUBDIM; i++) { for (j = jg*SUBDIM; j < (jg+1)*SUBDIM; j++) { ind[count] = i*DIM*DIM + j*DIM + v; val[count] = 1.0; count++; } } error = GRBaddconstr(model, DIM, ind, val, GRB_EQUAL, 1.0, NULL); if (error) goto QUIT; } } } /* Optimize model */ error = GRBoptimize(model); if (error) goto QUIT; /* Write model to 'sudoku.lp' */ error = GRBwrite(model, "sudoku.lp"); if (error) goto QUIT; /* Capture solution information */ error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus); if (error) goto QUIT; error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &objval); if (error) goto QUIT; printf("\nOptimization complete\n"); if (optimstatus == GRB_OPTIMAL) printf("Optimal objective: %.4e\n", objval); else if (optimstatus == GRB_INF_OR_UNBD) printf("Model is infeasible or unbounded\n"); else printf("Optimization was stopped early\n"); printf("\n"); QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }
int main(int argc, char *argv[]) { GRBenv *env = NULL, *aenv; GRBmodel *a = NULL, *b = NULL; int error = 0; int i, numvars, status; char vtype, *vname; double x, bnd, aobj, bobj, objchg; if (argc < 2) { fprintf(stderr, "Usage: sensitivity_c filename\n"); exit(1); } error = GRBloadenv(&env, "sensitivity.log"); if (error) goto QUIT; /* Read model */ error = GRBreadmodel(env, argv[1], &a); if (error) goto QUIT; error = GRBoptimize(a); if (error) goto QUIT; error = GRBgetdblattr(a, "ObjVal", &aobj); if (error) goto QUIT; aenv = GRBgetenv(a); if (!aenv) goto QUIT; error = GRBsetintparam(aenv, "OutputFlag", 0); if (error) goto QUIT; /* Iterate over all variables */ error = GRBgetintattr(a, "NumVars", &numvars); if (error) goto QUIT; for (i = 0; i < numvars; ++i) { error = GRBgetcharattrelement(a, "VType", i, &vtype); if (error) goto QUIT; if (vtype == GRB_BINARY) { /* Create clone and fix variable */ b = GRBcopymodel(a); if (!b) goto QUIT; error = GRBgetstrattrelement(a, "VarName", i, &vname); if (error) goto QUIT; error = GRBgetdblattrelement(a, "X", i, &x); if (error) goto QUIT; error = GRBgetdblattrelement(a, "LB", i, &bnd); if (error) goto QUIT; if (x - bnd < 0.5) { error = GRBgetdblattrelement(b, "UB", i, &bnd); if (error) goto QUIT; error = GRBsetdblattrelement(b, "LB", i, bnd); if (error) goto QUIT; } else { error = GRBgetdblattrelement(b, "LB", i, &bnd); if (error) goto QUIT; error = GRBsetdblattrelement(b, "UB", i, bnd); if (error) goto QUIT; } error = GRBoptimize(b); if (error) goto QUIT; error = GRBgetintattr(b, "Status", &status); if (error) goto QUIT; if (status == GRB_OPTIMAL) { error = GRBgetdblattr(b, "ObjVal", &bobj); if (error) goto QUIT; objchg = bobj - aobj; if (objchg < 0) { objchg = 0; } printf("Objective sensitivity for variable %s is %f\n", vname, objchg); } else { printf("Objective sensitivity for variable %s is infinite\n", vname); } GRBfreemodel(b); b = NULL; } } QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Free models */ GRBfreemodel(a); GRBfreemodel(b); /* Free environment */ GRBfreeenv(env); return 0; }
int main(int argc, char *argv[]) { GRBenv *env = NULL; GRBmodel *model = NULL; int error = 0; int vars, optimstatus; double objval; struct callback_data mydata; mydata.lastmsg = -GRB_INFINITY; mydata.logfile = NULL; mydata.solution = NULL; if (argc < 2) { fprintf(stderr, "Usage: callback_c filename\n"); goto QUIT; } mydata.logfile = fopen("cb.log", "w"); if (!mydata.logfile) { fprintf(stderr, "Cannot open cb.log for callback message\n"); goto QUIT; } /* Create environment */ error = GRBloadenv(&env, NULL); if (error || env == NULL) { fprintf(stderr, "Error: could not create environment\n"); exit(1); } /* Turn off display */ error = GRBsetintparam(env, GRB_INT_PAR_OUTPUTFLAG, 0); if (error) goto QUIT; /* Read model from file */ error = GRBreadmodel(env, argv[1], &model); if (error) goto QUIT; /* Allocate space for solution */ error = GRBgetintattr(model, GRB_INT_ATTR_NUMVARS, &vars); if (error) goto QUIT; mydata.solution = malloc(vars*sizeof(double)); if (mydata.solution == NULL) { fprintf(stderr, "Failed to allocate memory\n"); exit(1); } /* Set callback function */ error = GRBsetcallbackfunc(model, mycallback, (void *) &mydata); if (error) goto QUIT; /* Solve model */ error = GRBoptimize(model); if (error) goto QUIT; /* Capture solution information */ error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus); if (error) goto QUIT; error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &objval); if (error) goto QUIT; printf("\nOptimization complete\n"); if (optimstatus == GRB_OPTIMAL) printf("Optimal objective: %.4e\n", objval); else if (optimstatus == GRB_INF_OR_UNBD) printf("Model is infeasible or unbounded\n"); else printf("Optimization was stopped early\n"); printf("\n"); QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Close file */ if (mydata.logfile) fclose(mydata.logfile); /* Free solution */ if (mydata.solution) free(mydata.solution); /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }
int main(int argc, char *argv[]) { GRBenv *env = NULL; GRBmodel *model = NULL; int i, j, len, n, solcount; int error = 0; char name[100]; double *x = NULL; double *y = NULL; int *ind = NULL; double *val = NULL; struct callback_data mydata; if (argc < 2) { fprintf(stderr, "Usage: tsp_c size\n"); exit(1); } n = atoi(argv[1]); if (n == 0) { fprintf(stderr, "Argument must be a positive integer.\n"); } else if (n > 30) { printf("It will be a challenge to solve a TSP this large.\n"); } x = (double *) malloc(n*sizeof(double)); y = (double *) malloc(n*sizeof(double)); ind = (int *) malloc(n*sizeof(int)); val = (double *) malloc(n*sizeof(double)); if (x == NULL || y == NULL || ind == NULL || val == NULL) { fprintf(stderr, "Out of memory\n"); exit(1); } /* Create random points */ for (i = 0; i < n; i++) { x[i] = ((double) rand())/RAND_MAX; y[i] = ((double) rand())/RAND_MAX; } /* Create environment */ error = GRBloadenv(&env, "tsp.log"); if (error || env == NULL) { fprintf(stderr, "Error: could not create environment\n"); exit(1); } /* Create an empty model */ error = GRBnewmodel(env, &model, "tsp", 0, NULL, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* Add variables - one for every pair of nodes */ for (i = 0; i < n; i++) { for (j = 0; j < n; j++) { sprintf(name, "x_%d_%d", i, j); error = GRBaddvar(model, 0, NULL, NULL, distance(x, y, i, j), 0.0, 1.0, GRB_BINARY, name); if (error) goto QUIT; } } /* Integrate new variables */ error = GRBupdatemodel(model); if (error) goto QUIT; /* Degree-2 constraints */ for (i = 0; i < n; i++) { for (j = 0; j < n; j++) { ind[j] = i*n+j; val[j] = 1.0; } sprintf(name, "deg2_%d", i); error = GRBaddconstr(model, n, ind, val, GRB_EQUAL, 2, name); if (error) goto QUIT; } /* Forbid edge from node back to itself */ for (i = 0; i < n; i++) { error = GRBsetdblattrelement(model, GRB_DBL_ATTR_UB, i*n+i, 0); if (error) goto QUIT; } /* Symmetric TSP */ for (i = 0; i < n; i++) { for (j = 0; j < i; j++) { ind[0] = i*n+j; ind[1] = i+j*n; val[0] = 1; val[1] = -1; error = GRBaddconstr(model, 2, ind, val, GRB_EQUAL, 0, NULL); if (error) goto QUIT; } } /* Set callback function */ mydata.n = n; error = GRBsetcallbackfunc(model, subtourelim, (void *) &mydata); if (error) goto QUIT; /* Turn off dual reductions - required when using lazy constraints */ error = GRBsetintparam(GRBgetenv(model), GRB_INT_PAR_DUALREDUCTIONS, 0); if (error) goto QUIT; /* Optimize model */ error = GRBoptimize(model); if (error) goto QUIT; /* Extract solution */ error = GRBgetintattr(model, GRB_INT_ATTR_SOLCOUNT, &solcount); if (error) goto QUIT; if (solcount > 0) { int *tour = NULL; double *sol = NULL; sol = (double *) malloc(n*n*sizeof(double)); tour = (int *) malloc(n*sizeof(int)); if (sol == NULL || tour == NULL) { fprintf(stderr, "Out of memory\n"); exit(1); } error = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, n*n, sol); if (error) goto QUIT; /* Print tour */ findsubtour(n, sol, &len, tour); printf("Tour: "); for (i = 0; i < len; i++) printf("%d ", tour[i]); printf("\n"); free(tour); free(sol); } QUIT: /* Free data */ free(x); free(y); free(ind); free(val); /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }
int main(int argc, char *argv[]) { GRBenv *env = NULL; GRBmodel *model = NULL; int error = 0; double sol[3]; int ind[3]; double val[3]; double obj[3]; char vtype[3]; int optimstatus; double objval; /* Create environment */ error = GRBloadenv(&env, "mip1.log"); if (error || env == NULL) { fprintf(stderr, "Error: could not create environment\n"); exit(1); } /* Create an empty model */ error = GRBnewmodel(env, &model, "mip1", 0, NULL, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* Add variables */ obj[0] = -1; obj[1] = -1; obj[2] = -2; vtype[0] = GRB_BINARY; vtype[1] = GRB_BINARY; vtype[2] = GRB_BINARY; error = GRBaddvars(model, 3, 0, NULL, NULL, NULL, obj, NULL, NULL, vtype, NULL); if (error) goto QUIT; /* Integrate new variables */ error = GRBupdatemodel(model); if (error) goto QUIT; /* First constraint: x + 2 y + 3 z <= 4 */ ind[0] = 0; ind[1] = 1; ind[2] = 2; val[0] = 1; val[1] = 2; val[2] = 3; error = GRBaddconstr(model, 3, ind, val, GRB_LESS_EQUAL, 4.0, "c0"); if (error) goto QUIT; /* Second constraint: x + y >= 1 */ ind[0] = 0; ind[1] = 1; val[0] = 1; val[1] = 1; error = GRBaddconstr(model, 2, ind, val, GRB_GREATER_EQUAL, 1.0, "c1"); if (error) goto QUIT; /* Optimize model */ error = GRBoptimize(model); if (error) goto QUIT; /* Write model to 'mip1.lp' */ error = GRBwrite(model, "mip1.lp"); if (error) goto QUIT; /* Capture solution information */ error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus); if (error) goto QUIT; error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &objval); if (error) goto QUIT; error = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, 3, sol); if (error) goto QUIT; printf("\nOptimization complete\n"); if (optimstatus == GRB_OPTIMAL) { printf("Optimal objective: %.4e\n", objval); printf(" x=%.0f, y=%.0f, z=%.0f\n", sol[0], sol[1], sol[2]); } else if (optimstatus == GRB_INF_OR_UNBD) { printf("Model is infeasible or unbounded\n"); } else { printf("Optimization was stopped early\n"); } QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }
int main(int argc, char *argv[]) { GRBenv *env = NULL; GRBmodel *model = NULL; int error = 0, status; int s, w, col; int *cbeg = NULL; int *cind = NULL; int idx; double *cval = NULL; char *sense = NULL; char vname[MAXSTR]; double obj; int i, j, numvars, numconstrs; int *vbeg = NULL; int *vind = NULL; double *vval = NULL; double *vobj = NULL; double sol; char *cname, *sname; int varnamesct = 0; char **varnames = NULL; /* Sample data */ const int nShifts = 14; const int nWorkers = 7; /* Sets of days and workers */ char* Shifts[] = { "Mon1", "Tue2", "Wed3", "Thu4", "Fri5", "Sat6", "Sun7", "Mon8", "Tue9", "Wed10", "Thu11", "Fri12", "Sat13", "Sun14" }; char* Workers[] = { "Amy", "Bob", "Cathy", "Dan", "Ed", "Fred", "Gu" }; /* Number of workers required for each shift */ double shiftRequirements[] = { 3, 2, 4, 4, 5, 6, 5, 2, 2, 3, 4, 6, 7, 5 }; /* Amount each worker is paid to work one shift */ double pay[] = { 10, 12, 10, 8, 8, 9, 11 }; /* Worker availability: 0 if the worker is unavailable for a shift */ double availability[][14] = { { 0, 1, 1, 0, 1, 0, 1, 0, 1, 1, 1, 1, 1, 1 }, { 1, 1, 0, 0, 1, 1, 0, 1, 0, 0, 1, 0, 1, 0 }, { 0, 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1 }, { 0, 1, 1, 0, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1 }, { 1, 1, 1, 1, 1, 0, 1, 1, 1, 0, 1, 0, 1, 1 }, { 1, 1, 1, 0, 0, 1, 0, 1, 1, 0, 0, 1, 1, 1 }, { 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 } }; /* Create environment */ error = GRBloadenv(&env, "workforce3.log"); if (error || env == NULL) { fprintf(stderr, "Error: could not create environment\n"); exit(1); } /* Create initial model */ error = GRBnewmodel(env, &model, "workforce3", nWorkers * nShifts, NULL, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* Initialize assignment decision variables: x[w][s] == 1 if worker w is assigned to shift s. Since an assignment model always produces integer solutions, we use continuous variables and solve as an LP. */ for (w = 0; w < nWorkers; ++w) { for (s = 0; s < nShifts; ++s) { col = xcol(w, s); sprintf(vname, "%s.%s", Workers[w], Shifts[s]); error = GRBsetdblattrelement(model, "UB", col, availability[w][s]); if (error) goto QUIT; error = GRBsetdblattrelement(model, "Obj", col, pay[w]); if (error) goto QUIT; error = GRBsetstrattrelement(model, "VarName", col, vname); if (error) goto QUIT; } } /* The objective is to minimize the total pay costs */ error = GRBsetintattr(model, "ModelSense", 1); if (error) goto QUIT; /* Make space for constraint data */ cbeg = malloc(sizeof(int) * nShifts); if (!cbeg) goto QUIT; cind = malloc(sizeof(int) * nShifts * nWorkers); if (!cind) goto QUIT; cval = malloc(sizeof(double) * nShifts * nWorkers); if (!cval) goto QUIT; sense = malloc(sizeof(char) * nShifts); if (!sense) goto QUIT; /* Constraint: assign exactly shiftRequirements[s] workers to each shift s */ idx = 0; for (s = 0; s < nShifts; ++s) { cbeg[s] = idx; sense[s] = GRB_EQUAL; for (w = 0; w < nWorkers; ++w) { cind[idx] = xcol(w, s); cval[idx++] = 1.0; } } error = GRBaddconstrs(model, nShifts, idx, cbeg, cind, cval, sense, shiftRequirements, Shifts); if (error) goto QUIT; /* Optimize */ error = GRBoptimize(model); if (error) goto QUIT; error = GRBgetintattr(model, "Status", &status); if (error) goto QUIT; if (status == GRB_UNBOUNDED) { printf("The model cannot be solved because it is unbounded\n"); goto QUIT; } if (status == GRB_OPTIMAL) { error = GRBgetdblattr(model, "ObjVal", &obj); if (error) goto QUIT; printf("The optimal objective is %f\n", obj); goto QUIT; } if ((status != GRB_INF_OR_UNBD) && (status != GRB_INFEASIBLE)) { printf("Optimization was stopped with status %i\n", status); goto QUIT; } /* Add slack variables to make the model feasible */ printf("The model is infeasible; adding slack variables\n"); /* Determine the matrix size before adding the slacks */ error = GRBgetintattr(model, "NumVars", &numvars); if (error) goto QUIT; error = GRBgetintattr(model, "NumConstrs", &numconstrs); if (error) goto QUIT; /* Set original objective coefficients to zero */ for (j = 0; j < numvars; ++j) { error = GRBsetdblattrelement(model, "Obj", j, 0.0); if (error) goto QUIT; } /* Add a new slack variable to each shift constraint so that the shifts can be satisfied */ vbeg = malloc(sizeof(int) * numconstrs); if (!vbeg) goto QUIT; vind = malloc(sizeof(int) * numconstrs); if (!vind) goto QUIT; vval = malloc(sizeof(double) * numconstrs); if (!vval) goto QUIT; vobj = malloc(sizeof(double) * numconstrs); if (!vobj) goto QUIT; varnames = calloc(numconstrs, sizeof(char*)); if (!varnames) goto QUIT; for (i = 0; i < numconstrs; ++i) { vbeg[i] = i; vind[i] = i; vval[i] = 1.0; vobj[i] = 1.0; error = GRBgetstrattrelement(model, "ConstrName", i, &cname); if (error) goto QUIT; varnames[i] = malloc(sizeof(char*) * (6 + strlen(cname))); if (!varnames[i]) goto QUIT; varnamesct++; strcpy(varnames[i], cname); strcat(varnames[i], "Slack"); } error = GRBaddvars(model, numconstrs, numconstrs, vbeg, vind, vval, vobj, NULL, NULL, NULL, varnames); if (error) goto QUIT; error = GRBupdatemodel(model); if (error) goto QUIT; /* Solve the model with slacks */ error = GRBoptimize(model); if (error) goto QUIT; error = GRBgetintattr(model, "Status", &status); if (error) goto QUIT; if ((status == GRB_INF_OR_UNBD) || (status == GRB_INFEASIBLE) || (status == GRB_UNBOUNDED)) { printf("The model with slacks cannot be solved " "because it is infeasible or unbounded\n"); goto QUIT; } if (status != GRB_OPTIMAL) { printf("Optimization was stopped with status %i\n", status); goto QUIT; } printf("\nSlack values:\n"); for (j = numvars; j < numvars + numconstrs; ++j) { error = GRBgetdblattrelement(model, "X", j, &sol); if (error) goto QUIT; if (sol > 1e-6) { error = GRBgetstrattrelement(model, "VarName", j, &sname); if (error) goto QUIT; printf("%s = %f\n", sname, sol); } } QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Free data */ free(cbeg); free(cind); free(cval); free(sense); free(vbeg); free(vind); free(vval); free(vobj); for (i = 0; i < varnamesct; ++i) { free(varnames[i]); } free(varnames); /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }
int main2(int argc, char *argv[]){ char * file_model; char * file_data; if (argc < 5){ usage(); exit(1); } file_model = file_data = NULL; GRB_out = GLPK_out = verbose = 1; for(int i=1 ; i<=argc-1 ; i++){ if (strcmp(argv[i],"-m")==0) file_model = argv[i+1]; if (strcmp(argv[i],"-d")==0) file_data = argv[i+1]; if (strcmp(argv[i],"-v")==0) verbose = 1; if (strcmp(argv[i],"--glpk_out")==0) GLPK_out = 1; if (strcmp(argv[i],"--grb_out")==0) GRB_out = 1; if (strcmp(argv[i],"--glpk_mip_gap")==0) glpk_iparm_mip_gap = atof(argv[i+1]); if (strcmp(argv[i],"--glpk_tol_int")==0) glpk_iparm_tol_int = atof(argv[i+1]); if (strcmp(argv[i],"--glpk_tol_obj")==0) glpk_iparm_tol_obj = atof(argv[i+1]); } if ((file_model==NULL) || (file_data == NULL)){ usage(); fprintf(stderr, "Error no model or data files provided\n"); freeMem(); } /** GLPK: Open environment **/ mip = glp_create_prob(); tran = glp_mpl_alloc_wksp(); glp_term_out(GLPK_out?GLP_ON:GLP_OFF); /** GLPK: Read model written in MathProg **/ ret = glp_mpl_read_model(tran, file_model, 1); if (ret){ fprintf(stderr, "Error on translating model\n"); freeMem(); } /** GLPK: Read data for MathProg **/ ret = glp_mpl_read_data(tran, file_data); if (ret){ fprintf(stderr, "Error on translating data\n"); freeMem(); } /** GLPK: Generate model (merge data an model) **/ ret = glp_mpl_generate(tran, NULL); if (ret){ fprintf(stderr, "Error on generating model\n"); freeMem(); } /** GLPK: Generate Build Model **/ glp_mpl_build_prob(tran, mip); wrapper_params wpar; wpar.grb_out = GRB_out; wpar.glp_out = GLPK_out; solve_glp_grb(mip,&wpar); /** GLPK: Perform postprocessing **/ ret = glp_mpl_postsolve(tran, mip, GLP_MIP); if (ret != 0) fprintf(stderr, "Error on postsolving model\n"); /** GLPK: free structures **/ if (tran) glp_mpl_free_wksp(tran); if (mip) glp_delete_prob(mip); if (retGRB) printf("ERROR: %s\n", GRBgeterrormsg(env)); /** GUROBI: free structures **/ if (model) GRBfreemodel(model); if (env) GRBfreeenv(env); printf("Done.\nGLPK -> GUROBI -> GLPK wrapper v0.1 (2010)\n"); exit(0); }