static lpret_enum do_lp (lpprob_struct *lp,
lptols_struct *lptols,
lpopts_struct *lpopts,
int printlvl)
/*
This routine is a convenience wrapper which handles statistics and timing.
It also allows for easy adjustment of the print level by making a local copy
of the options.
Parameters:
lp: lp problem to be solved
lptols: tolerances
lpopts: options
printlvl: desired output level
Returns: lp status code; lpINV is used in the event of a fatal error that's
not really dylp's fault.
*/
{ lpret_enum lpret ;
lpopts_struct *local_lpopts ;
lpstats_struct *local_lpstats ;
consys_struct *sys ;
# if MALLOC_DEBUG == 2
const char *rtnnme = "do_lp" ;
# endif
lpret = lpINV ;
sys = lp->consys ;
/*
Set up options and statistics.
*/
local_lpopts = (lpopts_struct *) MALLOC(sizeof(lpopts_struct)) ;
memcpy(local_lpopts,lpopts,sizeof(lpopts_struct)) ;
dy_setprintopts(printlvl,local_lpopts) ;
# ifdef DYLP_STATISTICS
local_lpstats = NULL ;
dy_initstats(&local_lpstats,sys) ;
# else
local_lpstats = NULL ;
# endif
/*
Let dylp know we're not done, and make the call to solve the lp.
*/
lp->phase = dyINV ;
lpret = dylp(lp,local_lpopts,lptols,local_lpstats) ;
/*
Dump the statistics and free the dylp statistics structure.
*/
/* stats_lp(outpath,FALSE,lp,&diff,local_lpstats) ; */
# ifdef DYLP_STATISTICS
dy_freestats(&local_lpstats) ;
# endif
if (local_lpopts != NULL) FREE(local_lpopts) ;
return (lpret) ; }
int main (int argc, char **argv)
{ bool errecho = TRUE ;
ioid ttyin,ttyout,outchn ;
const char *errmsgpath = DYLP_ERRMSGPATH ;
char *errlogpath = NULL ;
/*
These need to be globals to keep cmdint.c::process_cmds happy.
lpopts_struct *main_lpopts ;
lptols_struct *main_lptols ;
*/
consys_struct *main_sys ;
lpprob_struct *main_lp ;
lpret_enum lpretval ;
double z ;
int errcnt,cnt ;
/*
Set this to TRUE if you want to see the solutions for the test lp problems.
*/
bool dumpsoln = TRUE ;
char *rtnnme = argv[0] ;
/* dy_basis.c */
extern void dy_initbasis(int concnt, int factor_freq, double zero_tol),
dy_freebasis(void) ;
/* dytest_problems.c */
extern consys_struct *dytest_exmip1sys(lptols_struct *tols) ;
extern consys_struct *dytest_exprimalraysys(lptols_struct *tols) ;
extern consys_struct *dytest_exdualraysys(lptols_struct *tols) ;
extern consys_struct *dytest_galenetbndssys(lptols_struct *tols) ;
extern consys_struct *dytest_galenetleqsys(lptols_struct *tols) ;
extern consys_struct *dytest_galenetmixedsys(lptols_struct *tols) ;
extern consys_struct *dytest_galenetsys(lptols_struct *tols) ;
extern consys_struct *dytest_afirosys(lptols_struct *tols) ;
extern consys_struct *dytest_boeing2sys(lptols_struct *tols) ;
/* dytest_tableau.c */
extern int dytest_betaj(lpprob_struct *lp,
lptols_struct *lptols,lpopts_struct *lpopts) ;
extern int dytest_betai(lpprob_struct *lp,
lptols_struct *lptols,lpopts_struct *lpopts) ;
extern int dytest_abarj(lpprob_struct *lp,
lptols_struct *lptols,lpopts_struct *lpopts) ;
extern int dytest_abari(lpprob_struct *lp,
lptols_struct *lptols,lpopts_struct *lpopts) ;
/* dytest_solutions.c */
extern int dytest_rowDuals(lpprob_struct *lp,
lptols_struct *lptols,lpopts_struct *lpopts) ;
extern int dytest_allDuals(lpprob_struct *lp,
lptols_struct *lptols,lpopts_struct *lpopts) ;
extern int dytest_colDuals(lpprob_struct *lp,
lptols_struct *lptols,lpopts_struct *lpopts) ;
extern int dytest_colPrimals(lpprob_struct *lp,
lptols_struct *lptols,lpopts_struct *lpopts) ;
extern int dytest_rowPrimals(lpprob_struct *lp,
lptols_struct *lptols,lpopts_struct *lpopts) ;
/* dytest_rays.c */
extern int dytest_primalRays(int *p_numRays,lpprob_struct *lp,
lptols_struct *lptols,lpopts_struct *lpopts) ;
extern int dytest_dualRays(int *p_numRays,lpprob_struct *lp,
lptols_struct *lptols,lpopts_struct *lpopts) ;
outchn = IOID_INV ;
/*
Execute initialization routines for the i/o and error reporting packages.
*/
errinit(errmsgpath,errlogpath,errecho) ;
if (dyio_ioinit() != TRUE)
{ errmsg(1,rtnnme,__LINE__) ;
exit (2) ; }
/*
Connect ttyout to the standard output. Initialize ttyin, setting the mode to
line-oriented. Serious internal confusion if we can't manage these. Set the
initial command input channel to stdin.
*/
ttyout = dyio_openfile("stdout","w") ;
if (ttyout == IOID_INV)
{ errmsg(1,rtnnme,__LINE__) ;
exit(3) ; }
ttyin = dyio_openfile("stdin","r") ;
if (ttyin == IOID_INV)
{ errmsg(1,rtnnme,__LINE__) ;
exit(4) ; }
(void) dyio_setmode(ttyin,'l') ;
dy_cmdchn = ttyin ;
dy_logchn = IOID_NOSTRM ;
dy_cmdecho = TRUE ;
dy_gtxecho = TRUE ;
/*
Announce we're running.
*/
dyio_outfmt(ttyout,dy_gtxecho,"Dylp v%s unit test start.\n",DYLP_VERSION) ;
dyio_flushio(ttyout,dy_gtxecho) ;
errcnt = 0 ;
/*
Acquire default option and tolerance structures. Allocate an
lpprob_struct to be our top-level handle.
*/
main_lpopts = NULL ;
main_lptols = NULL ;
dy_defaults(&main_lpopts,&main_lptols) ;
main_lp = (lpprob_struct *) CALLOC(1,sizeof(lpprob_struct)) ;
/*
Initialise the basis factorisation package with a data structure capable of
50 constraints. The second parameter controls how many basis updates the
basis can hold before it requires refactoring. Adding 5 to dylp's refactor
interval should give a safety margin.
*/
dy_initbasis(50,main_lpopts->factor+5,0.0) ;
#if RUN_EXMIP1 > 0
/*
Load the exmip1 example and see if we can solve it.
*/
dyio_outfmt(ttyout,dy_gtxecho,
"\n\nLoading exmip1 example from static data.\n") ;
main_sys = dytest_exmip1sys(main_lptols) ;
if (main_sys == NULL)
{ dyio_outfmt(ttyout,dy_gtxecho,
"Failed to load exmip1 constraint system.\n") ;
errcnt++ ; }
/*
Check over the option settings, now that we know how big the constraint
system will be.
*/
else
{ dy_checkdefaults(main_sys,main_lpopts,main_lptols) ;
/*
Initialise the main_lp structure to pass the problem in to dylp.
* We need to retain the data structures (NOFREE) so that we can
consult them when dylp returns.
* The phase needs to be dyINV at the start.
* We need to specify the constraint system, and its size.
* Let dylp work with a partial system and purge at the end. This stresses
the routines we're testing; they need to synthesize parts of the values
they return.
* The remaining options specify an all-logical basis, allow scaling, and
force a cold start.
*/
setflg(main_lp->ctlopts,lpctlNOFREE) ;
main_lp->phase = dyINV ;
main_lp->consys = main_sys ;
main_lp->rowsze = main_sys->rowsze ;
main_lp->colsze = main_sys->colsze ;
main_lpopts->forcecold = TRUE ;
main_lpopts->fullsys = FALSE ;
main_lpopts->finpurge.vars = TRUE ;
main_lpopts->finpurge.cons = TRUE ;
main_lpopts->coldbasis = ibLOGICAL ;
main_lpopts->scaling = 0 ;
main_lpopts->forcecold = TRUE ;
/*
main_lpopts->print.major = 1 ;
main_lpopts->print.scaling = 1 ;
main_lpopts->print.setup = 6 ;
main_lpopts->print.crash = 3 ;
main_lpopts->print.conmgmt = 3 ;
main_lpopts->print.varmgmt = 3 ;
main_lpopts->print.soln = 3 ;
*/
/*
Solve.
*/
dyio_outfmt(ttyout,dy_gtxecho,"Solving exmip1 ... ") ;
lpretval = do_lp(main_lp,main_lptols,main_lpopts,1) ;
/*
And the result is ...
*/
dyio_outfmt(ttyout,dy_gtxecho,"\n %s, z = %.12f.\n",
dy_prtlpret(lpretval),main_lp->obj) ;
z = 3.236842105263 ;
if (!(fabs(main_lp->obj-z) <= main_lptols->cost))
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: z = %g, expected %g, error %g, tol %g.\n",
main_lp->obj,z,fabs(main_lp->obj-z),main_lptols->cost) ; }
if (dumpsoln == TRUE)
{ dy_dumpcompact(dy_logchn,dy_gtxecho,main_lp,FALSE) ; }
/*
Test the tableau, solution, and ray routines. The tests are predominantly
mathematical identities, with a bit of data structure consistency thrown in
for good measure. Completely problem-independent.
*/
errcnt += dytest_betaj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abarj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_betai(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abari(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_allDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colPrimals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowPrimals(main_lp,main_lptols,main_lpopts) ;
/*
Call dylp to free internal structures, then free main_sys.
*/
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
dylp(main_lp,main_lpopts,main_lptols,NULL) ;
consys_free(main_sys) ;
main_sys = NULL ;
main_lp->consys = NULL ;
dy_freesoln(main_lp) ; }
#endif
#if RUN_AFIRO > 0
/*
Let's try another. Load and solve afiro.
*/
dyio_outfmt(ttyout,dy_gtxecho,
"\n\nLoading afiro example from static data.\n") ;
main_sys = dytest_afirosys(main_lptols) ;
if (main_sys == NULL)
{ dyio_outfmt(ttyout,dy_gtxecho,
"Failed to load afiro constraint system.\n") ;
errcnt++ ; }
else
{ dy_checkdefaults(main_sys,main_lpopts,main_lptols) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
main_lp->phase = dyINV ;
main_lp->consys = main_sys ;
main_lp->rowsze = main_sys->rowsze ;
main_lp->colsze = main_sys->colsze ;
main_lpopts->forcecold = TRUE ;
main_lpopts->fullsys = FALSE ;
main_lpopts->finpurge.vars = TRUE ;
main_lpopts->finpurge.cons = TRUE ;
main_lpopts->coldbasis = ibLOGICAL ;
main_lpopts->scaling = 2 ;
dyio_outfmt(ttyout,dy_gtxecho,"Solving afiro ... ") ;
lpretval = do_lp(main_lp,main_lptols,main_lpopts,1) ;
dyio_outfmt(ttyout,dy_gtxecho,"\n %s, z = %.12f.\n",
dy_prtlpret(lpretval),main_lp->obj) ;
z = -464.753142857143 ;
if (!(fabs(main_lp->obj-z) <= main_lptols->cost))
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: z = %g, expected %g, error %g, tol %g.\n",
main_lp->obj,z,fabs(main_lp->obj-z),main_lptols->cost) ; }
if (dumpsoln == TRUE)
{ dy_dumpcompact(dy_logchn,dy_gtxecho,main_lp,FALSE) ; }
errcnt += dytest_betaj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abarj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_betai(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abari(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_allDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colPrimals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowPrimals(main_lp,main_lptols,main_lpopts) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
dylp(main_lp,main_lpopts,main_lptols,NULL) ;
consys_free(main_sys) ;
main_sys = NULL ;
main_lp->consys = NULL ;
dy_freesoln(main_lp) ; }
#endif
#if RUN_BOEING2 > 0
/*
Let's try another. Load and solve boeing2.
*/
dyio_outfmt(ttyout,dy_gtxecho,
"\n\nLoading boeing2 example from static data.\n") ;
main_sys = dytest_boeing2sys(main_lptols) ;
if (main_sys == NULL)
{ dyio_outfmt(ttyout,dy_gtxecho,
"Failed to load boeing2 constraint system.\n") ;
errcnt++ ; }
else
{ dy_checkdefaults(main_sys,main_lpopts,main_lptols) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
main_lp->phase = dyINV ;
main_lp->consys = main_sys ;
main_lp->rowsze = main_sys->rowsze ;
main_lp->colsze = main_sys->colsze ;
main_lpopts->forcecold = TRUE ;
main_lpopts->fullsys = FALSE ;
main_lpopts->finpurge.vars = TRUE ;
main_lpopts->finpurge.cons = TRUE ;
main_lpopts->coldbasis = ibLOGICAL ;
main_lpopts->scaling = 2 ;
main_lpopts->print.phase2 = 0 ;
/*
main_lpopts->print.major = 1 ;
main_lpopts->print.phase1 = 4 ;
main_lpopts->print.dual = 4 ;
main_lpopts->print.tableau = 4 ;
main_lpopts->print.soln = 3 ;
main_lpopts->print.rays = 5 ;
*/
dyio_outfmt(ttyout,dy_gtxecho,"Solving boeing2 ... ") ;
lpretval = do_lp(main_lp,main_lptols,main_lpopts,1) ;
dyio_outfmt(ttyout,dy_gtxecho,"\n %s, z = %.12f.\n",
dy_prtlpret(lpretval),main_lp->obj) ;
z = -315.0187280152 ;
if (!(fabs(main_lp->obj-z) <= main_lptols->cost))
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: z = %g, expected %g, error %g, tol %g.\n",
main_lp->obj,z,fabs(main_lp->obj-z),main_lptols->cost) ; }
if (dumpsoln == TRUE)
{ dy_dumpcompact(dy_logchn,dy_gtxecho,main_lp,FALSE) ; }
errcnt += dytest_betaj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abarj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_betai(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abari(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_allDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colPrimals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowPrimals(main_lp,main_lptols,main_lpopts) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
dylp(main_lp,main_lpopts,main_lptols,NULL) ;
consys_free(main_sys) ;
main_sys = NULL ;
main_lp->consys = NULL ;
dy_freesoln(main_lp) ; }
#endif
#if RUN_EXPRIMALRAY > 0
/*
Let's try another. Load and solve exprimalray. The polyhedron for
exprimalray is carefully crafted to provide an initial bounded optimum
point with two rays that are exposed by the proper change in objective.
Force dylp to use the full system for this test and do not allow final
purging, lest we miss the point and rays we're aiming for.
*/
dyio_outfmt(ttyout,dy_gtxecho,
"\n\nLoading exprimalray example from static data.\n") ;
main_sys = dytest_exprimalraysys(main_lptols) ;
if (main_sys == NULL)
{ dyio_outfmt(ttyout,dy_gtxecho,
"Failed to load exprimalray constraint system.\n") ;
errcnt++ ; }
else
{ dy_checkdefaults(main_sys,main_lpopts,main_lptols) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
main_lp->phase = dyINV ;
main_lp->consys = main_sys ;
main_lp->rowsze = main_sys->rowsze ;
main_lp->colsze = main_sys->colsze ;
main_lpopts->forcecold = TRUE ;
main_lpopts->fullsys = TRUE ;
main_lpopts->finpurge.vars = FALSE ;
main_lpopts->finpurge.cons = FALSE ;
main_lpopts->coldbasis = ibLOGICAL ;
main_lpopts->scaling = 2 ;
dyio_outfmt(ttyout,dy_gtxecho,"Solving exprimalray ... ") ;
lpretval = do_lp(main_lp,main_lptols,main_lpopts,1) ;
dyio_outfmt(ttyout,dy_gtxecho,"\n %s, z = %.12f.\n",
dy_prtlpret(lpretval),main_lp->obj) ;
z = -21 ;
if (!(fabs(main_lp->obj-z) <= main_lptols->cost))
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: z = %g, expected %g, error %g, tol %g.\n",
main_lp->obj,z,fabs(main_lp->obj-z),main_lptols->cost) ; }
if (dumpsoln == TRUE)
{ dy_dumpcompact(dy_logchn,dy_gtxecho,main_lp,FALSE) ; }
/*
Now tweak the objective to 3x1+x2+x3, giving us two rays. Solve, then test
that we have valid primal rays. First ask for just one, then ask for five,
expecting two.
*/
main_sys->obj[1] = -1.0 ;
main_sys->obj[2] = -4.0 ;
setflg(main_lp->ctlopts,lpctlOBJCHG) ;
main_lpopts->forcecold = FALSE ;
dyio_outfmt(dy_logchn,dy_gtxecho,"Resolving exprimalray ...") ;
lpretval = do_lp(main_lp,main_lptols,main_lpopts,1) ;
dyio_outfmt(ttyout,dy_gtxecho,"\n %s, z = %.12f.\n",
dy_prtlpret(lpretval),main_lp->obj) ;
if (dumpsoln == TRUE)
{ dy_dumpcompact(dy_logchn,dy_gtxecho,main_lp,FALSE) ; }
cnt = 1 ;
errcnt += dytest_primalRays(&cnt,main_lp,main_lptols,main_lpopts) ;
if (cnt != 1)
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: %d primal rays returned, expected %d.\n",
cnt,1) ; }
cnt = 5 ;
errcnt += dytest_primalRays(&cnt,main_lp,main_lptols,main_lpopts) ;
if (cnt != 2)
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: %d primal rays returned, expected %d.\n",
cnt,2) ; }
/*
Run the remainder of the tests, to make sure they run without error when
dylp finishes unbounded.
*/
errcnt += dytest_betaj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abarj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_betai(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abari(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_allDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colPrimals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowPrimals(main_lp,main_lptols,main_lpopts) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
dylp(main_lp,main_lpopts,main_lptols,NULL) ;
consys_free(main_sys) ;
main_sys = NULL ;
main_lp->consys = NULL ;
dy_freesoln(main_lp) ; }
#endif
#if RUN_EXDUALRAY > 0
/*
Let's try another. Load and solve exdualray. Exdualray takes advantage of
duality: The dual polyhedron is exactly the primal polyhedron of the
previous problem. The symmetry should be clear from the output (objective,
dual, and primal values are negated, but otherwise identical)
*/
dyio_outfmt(ttyout,dy_gtxecho,
"\n\nLoading exdualray example from static data.\n") ;
main_sys = dytest_exdualraysys(main_lptols) ;
if (main_sys == NULL)
{ dyio_outfmt(ttyout,dy_gtxecho,
"Failed to load exdualray constraint system.\n") ;
errcnt++ ; }
else
{ dy_checkdefaults(main_sys,main_lpopts,main_lptols) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
main_lp->phase = dyINV ;
main_lp->consys = main_sys ;
main_lp->rowsze = main_sys->rowsze ;
main_lp->colsze = main_sys->colsze ;
main_lpopts->forcecold = TRUE ;
main_lpopts->fullsys = TRUE ;
main_lpopts->finpurge.vars = FALSE ;
main_lpopts->finpurge.cons = FALSE ;
main_lpopts->coldbasis = ibLOGICAL ;
main_lpopts->scaling = 2 ;
/*
main_lpopts->print.major = 1 ;
main_lpopts->print.phase1 = 4 ;
main_lpopts->print.phase2 = 4 ;
main_lpopts->print.dual = 4 ;
main_lpopts->print.tableau = 4 ;
main_lpopts->print.soln = 3 ;
main_lpopts->print.rays = 5 ;
*/
dyio_outfmt(ttyout,dy_gtxecho,"Solving exdualray ... ") ;
lpretval = do_lp(main_lp,main_lptols,main_lpopts,1) ;
dyio_outfmt(ttyout,dy_gtxecho,"\n %s, z = %.12f.\n",
dy_prtlpret(lpretval),main_lp->obj) ;
z = 21 ;
if (!(fabs(main_lp->obj-z) <= main_lptols->cost))
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: z = %g, expected %g, error %g, tol %g.\n",
main_lp->obj,z,fabs(main_lp->obj-z),main_lptols->cost) ; }
if (dumpsoln == TRUE)
{ dy_dumpcompact(dy_logchn,dy_gtxecho,main_lp,FALSE) ; }
/*
Tweak the rhs to (-1)*(-1 -4 1) to produce a pair of rays in the dual.
*/
main_sys->rhs[2] = 4.0 ;
setflg(main_lp->ctlopts,lpctlRHSCHG) ;
main_lpopts->forcecold = FALSE ;
main_lpopts->print.force = 1 ;
dyio_outfmt(dy_logchn,dy_gtxecho,"Resolving exdualray ...") ;
lpretval = do_lp(main_lp,main_lptols,main_lpopts,1) ;
dyio_outfmt(ttyout,dy_gtxecho,"\n %s, z = %.12f.\n",
dy_prtlpret(lpretval),main_lp->obj) ;
if (dumpsoln == TRUE)
{ dy_dumpcompact(dy_logchn,dy_gtxecho,main_lp,FALSE) ; }
/*
Test that we have valid dual rays. First ask for just one, then ask for
five, expecting two.
*/
errcnt += dytest_rowDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_allDuals(main_lp,main_lptols,main_lpopts) ;
cnt = 1 ;
errcnt += dytest_dualRays(&cnt,main_lp,main_lptols,main_lpopts) ;
if (cnt != 1)
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: %d dual rays returned, expected %d.\n",
cnt,1) ; }
cnt = 5 ;
errcnt += dytest_dualRays(&cnt,main_lp,main_lptols,main_lpopts) ;
if (cnt != 2)
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: %d dual rays returned, expected %d.\n",
cnt,2) ; }
/*
Run the remainder of the tests, to make sure they run without error when
dylp finishes infeasible.
*/
errcnt += dytest_betaj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abarj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_betai(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abari(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colPrimals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowPrimals(main_lp,main_lptols,main_lpopts) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
dylp(main_lp,main_lpopts,main_lptols,NULL) ;
consys_free(main_sys) ;
main_sys = NULL ;
main_lp->consys = NULL ;
dy_freesoln(main_lp) ; }
#endif
#if RUN_GALENETBNDS > 0
/*
Now a sequence of three problems based on galenet that really exercise the
dual ray code. Galenet is a straightforward primal infeasible / dual
unbounded problem. The objective is identically zero, so it's a pure
feasibility problem. The objective returned from dylp will be z = 48, the
amount of primal infeasibility.
The first version is galenetbnds. All equalities from galenet are converted
to inequalities, all implicit bounds are converted to explicit bound
constraints, and then all >= constraints are converted to <= constraints.
This is the simplest possible case for returning dual rays.
*/
dyio_outfmt(ttyout,dy_gtxecho,
"\n\nLoading galenetbnds example from static data.\n") ;
main_sys = dytest_galenetbndssys(main_lptols) ;
if (main_sys == NULL)
{ dyio_outfmt(ttyout,dy_gtxecho,
"Failed to load galenetbnds constraint system.\n") ;
errcnt++ ; }
else
{ dy_checkdefaults(main_sys,main_lpopts,main_lptols) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
main_lp->phase = dyINV ;
main_lp->consys = main_sys ;
main_lp->rowsze = main_sys->rowsze ;
main_lp->colsze = main_sys->colsze ;
main_lpopts->forcecold = TRUE ;
main_lpopts->fullsys = TRUE ;
main_lpopts->finpurge.vars = FALSE ;
main_lpopts->finpurge.cons = FALSE ;
main_lpopts->coldbasis = ibLOGICAL ;
main_lpopts->scaling = 2 ;
/*
main_lpopts->print.major = 1 ;
main_lpopts->print.phase1 = 4 ;
main_lpopts->print.phase2 = 4 ;
main_lpopts->print.dual = 4 ;
main_lpopts->print.tableau = 4 ;
main_lpopts->print.soln = 3 ;
main_lpopts->print.rays = 5 ;
*/
dyio_outfmt(ttyout,dy_gtxecho,"Solving galenetbnds ... ") ;
lpretval = do_lp(main_lp,main_lptols,main_lpopts,1) ;
dyio_outfmt(ttyout,dy_gtxecho,"\n %s, z = %.12f.\n",
dy_prtlpret(lpretval),main_lp->obj) ;
z = 48.0 ;
if (!(fabs(main_lp->obj-z) <= main_lptols->cost))
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: z = %g, expected %g, error %g, tol %g.\n",
main_lp->obj,z,fabs(main_lp->obj-z),main_lptols->cost) ; }
dumpsoln = TRUE ;
if (dumpsoln == TRUE)
{ dy_dumpcompact(dy_logchn,dy_gtxecho,main_lp,FALSE) ; }
/*
Test that we have valid dual rays. First ask for just one, then ask for
five, expecting three.
*/
cnt = 1 ;
errcnt += dytest_dualRays(&cnt,main_lp,main_lptols,main_lpopts) ;
if (cnt != 1)
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: %d dual rays returned, expected %d.\n",
cnt,1) ; }
cnt = 5 ;
errcnt += dytest_dualRays(&cnt,main_lp,main_lptols,main_lpopts) ;
if (cnt != 3)
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: %d dual rays returned, expected %d.\n",
cnt,2) ; }
/*
Run the remainder of the tests, to make sure they run without error when
dylp finishes infeasible.
*/
errcnt += dytest_betaj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abarj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_betai(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abari(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_allDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colPrimals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowPrimals(main_lp,main_lptols,main_lpopts) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
dylp(main_lp,main_lpopts,main_lptols,NULL) ;
consys_free(main_sys) ;
main_sys = NULL ;
main_lp->consys = NULL ;
dy_freesoln(main_lp) ; }
#endif
#if RUN_GALENETLEQ > 0
/*
Now load and solve galenetleq --- galenetbnds, but the
bound constraints on variables are now handled in the usual manner, as
implicit bounds. We'll need the full ray (explicit duals y = c<B>inv(B)
as well as duals associated with nonbasic bounded variables) in order to pass
the mathematical tests rb < 0, rA > 0.
*/
dyio_outfmt(ttyout,dy_gtxecho,
"\n\nLoading galenetleq example from static data.\n") ;
main_sys = dytest_galenetleqsys(main_lptols) ;
if (main_sys == NULL)
{ dyio_outfmt(ttyout,dy_gtxecho,
"Failed to load galenetleq constraint system.\n") ;
errcnt++ ; }
else
{ dy_checkdefaults(main_sys,main_lpopts,main_lptols) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
main_lp->phase = dyINV ;
main_lp->consys = main_sys ;
main_lp->rowsze = main_sys->rowsze ;
main_lp->colsze = main_sys->colsze ;
main_lpopts->forcecold = TRUE ;
main_lpopts->fullsys = TRUE ;
main_lpopts->finpurge.vars = FALSE ;
main_lpopts->finpurge.cons = FALSE ;
main_lpopts->coldbasis = ibLOGICAL ;
main_lpopts->scaling = 2 ;
/*
main_lpopts->print.major = 1 ;
main_lpopts->print.phase1 = 4 ;
main_lpopts->print.phase2 = 4 ;
main_lpopts->print.dual = 4 ;
main_lpopts->print.tableau = 4 ;
main_lpopts->print.soln = 3 ;
main_lpopts->print.rays = 5 ;
*/
dyio_outfmt(ttyout,dy_gtxecho,"Solving galenetleq ... ") ;
lpretval = do_lp(main_lp,main_lptols,main_lpopts,1) ;
dyio_outfmt(ttyout,dy_gtxecho,"\n %s, z = %.12f.\n",
dy_prtlpret(lpretval),main_lp->obj) ;
z = 48.0 ;
if (!(fabs(main_lp->obj-z) <= main_lptols->cost))
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: z = %g, expected %g, error %g, tol %g.\n",
main_lp->obj,z,fabs(main_lp->obj-z),main_lptols->cost) ; }
dumpsoln = TRUE ;
if (dumpsoln == TRUE)
{ dy_dumpcompact(dy_logchn,dy_gtxecho,main_lp,FALSE) ; }
/*
Test that we have valid dual rays. First ask for just one, then ask for
five, expecting three.
*/
cnt = 1 ;
errcnt += dytest_dualRays(&cnt,main_lp,main_lptols,main_lpopts) ;
if (cnt != 1)
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: %d dual rays returned, expected %d.\n",
cnt,1) ; }
cnt = 5 ;
errcnt += dytest_dualRays(&cnt,main_lp,main_lptols,main_lpopts) ;
if (cnt != 3)
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: %d dual rays returned, expected %d.\n",
cnt,2) ; }
/*
Run the remainder of the tests, to make sure they run without error when
dylp finishes infeasible.
*/
errcnt += dytest_betaj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abarj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_betai(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abari(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_allDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colPrimals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowPrimals(main_lp,main_lptols,main_lpopts) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
dylp(main_lp,main_lpopts,main_lptols,NULL) ;
consys_free(main_sys) ;
main_sys = NULL ;
main_lp->consys = NULL ;
dy_freesoln(main_lp) ; }
#endif
#if RUN_GALENETMIXED > 0
/*
Now load and solve galenetmixed --- bound constraints on variables are
handled implicitly, and the constraint system is a mix of <= and >=
constraints (the equalities are handled as a pair of inequalities). As
with galenetleq, we'll need the full ray (explicit duals y = c<B>inv(B) as
well as duals associated with nonbasic bounded variables) in order to pass
the mathematical tests rb < 0, rA > 0.
*/
dyio_outfmt(ttyout,dy_gtxecho,
"\n\nLoading galenetmixed example from static data.\n") ;
main_sys = dytest_galenetmixedsys(main_lptols) ;
if (main_sys == NULL)
{ dyio_outfmt(ttyout,dy_gtxecho,
"Failed to load galenetmixed constraint system.\n") ;
errcnt++ ; }
else
{ dy_checkdefaults(main_sys,main_lpopts,main_lptols) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
main_lp->phase = dyINV ;
main_lp->consys = main_sys ;
main_lp->rowsze = main_sys->rowsze ;
main_lp->colsze = main_sys->colsze ;
main_lpopts->forcecold = TRUE ;
main_lpopts->fullsys = TRUE ;
main_lpopts->finpurge.vars = FALSE ;
main_lpopts->finpurge.cons = FALSE ;
main_lpopts->coldbasis = ibLOGICAL ;
main_lpopts->scaling = 2 ;
/*
main_lpopts->print.major = 1 ;
main_lpopts->print.phase1 = 4 ;
main_lpopts->print.phase2 = 4 ;
main_lpopts->print.dual = 4 ;
main_lpopts->print.tableau = 4 ;
main_lpopts->print.soln = 3 ;
main_lpopts->print.rays = 5 ;
*/
dyio_outfmt(ttyout,dy_gtxecho,"Solving galenetmixed ... ") ;
lpretval = do_lp(main_lp,main_lptols,main_lpopts,1) ;
dyio_outfmt(ttyout,dy_gtxecho,"\n %s, z = %.12f.\n",
dy_prtlpret(lpretval),main_lp->obj) ;
z = 48.0 ;
if (!(fabs(main_lp->obj-z) <= main_lptols->cost))
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: z = %g, expected %g, error %g, tol %g.\n",
main_lp->obj,z,fabs(main_lp->obj-z),main_lptols->cost) ; }
dumpsoln = TRUE ;
if (dumpsoln == TRUE)
{ dy_dumpcompact(dy_logchn,dy_gtxecho,main_lp,FALSE) ; }
/*
Test that we have valid dual rays. First ask for just one, then ask for
five, expecting three.
*/
cnt = 1 ;
errcnt += dytest_dualRays(&cnt,main_lp,main_lptols,main_lpopts) ;
if (cnt != 1)
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: %d dual rays returned, expected %d.\n",
cnt,1) ; }
cnt = 5 ;
errcnt += dytest_dualRays(&cnt,main_lp,main_lptols,main_lpopts) ;
if (cnt != 3)
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: %d dual rays returned, expected %d.\n",
cnt,2) ; }
/*
Run the remainder of the tests, to make sure they run without error when
dylp finishes infeasible.
*/
errcnt += dytest_betaj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abarj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_betai(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abari(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_allDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colPrimals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowPrimals(main_lp,main_lptols,main_lpopts) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
dylp(main_lp,main_lpopts,main_lptols,NULL) ;
consys_free(main_sys) ;
main_sys = NULL ;
main_lp->consys = NULL ;
dy_freesoln(main_lp) ; }
#endif
#if RUN_GALENET > 0
/*
Now load and solve the original galenet --- bound constraints on variables
are handled implicitly, and the constraint system is a mix of <=, =, and >=
constraints. As with galenetleq, we'll need the full ray (explicit duals y
= c<B>inv(B) as well as duals associated with nonbasic bounded variables)
in order to pass the mathematical tests rb < 0, rA > 0.
*/
dyio_outfmt(ttyout,dy_gtxecho,
"\n\nLoading galenet example from static data.\n") ;
main_sys = dytest_galenetsys(main_lptols) ;
if (main_sys == NULL)
{ dyio_outfmt(ttyout,dy_gtxecho,
"Failed to load galenet constraint system.\n") ;
errcnt++ ; }
else
{ dy_checkdefaults(main_sys,main_lpopts,main_lptols) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
main_lp->phase = dyINV ;
main_lp->consys = main_sys ;
main_lp->rowsze = main_sys->rowsze ;
main_lp->colsze = main_sys->colsze ;
main_lpopts->forcecold = TRUE ;
main_lpopts->fullsys = TRUE ;
main_lpopts->finpurge.vars = FALSE ;
main_lpopts->finpurge.cons = FALSE ;
main_lpopts->coldbasis = ibLOGICAL ;
main_lpopts->scaling = 2 ;
/*
main_lpopts->print.major = 1 ;
main_lpopts->print.phase1 = 4 ;
main_lpopts->print.phase2 = 4 ;
main_lpopts->print.dual = 4 ;
main_lpopts->print.tableau = 4 ;
main_lpopts->print.soln = 3 ;
main_lpopts->print.rays = 5 ;
*/
dyio_outfmt(ttyout,dy_gtxecho,"Solving galenet ... ") ;
lpretval = do_lp(main_lp,main_lptols,main_lpopts,1) ;
dyio_outfmt(ttyout,dy_gtxecho,"\n %s, z = %.12f.\n",
dy_prtlpret(lpretval),main_lp->obj) ;
z = 46.0 ;
if (!(fabs(main_lp->obj-z) <= main_lptols->cost))
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: z = %g, expected %g, error %g, tol %g.\n",
main_lp->obj,z,fabs(main_lp->obj-z),main_lptols->cost) ; }
dumpsoln = TRUE ;
if (dumpsoln == TRUE)
{ dy_dumpcompact(dy_logchn,dy_gtxecho,main_lp,FALSE) ; }
/*
Test that we have valid dual rays. First ask for just one, then ask for
five, expecting two. Note that we end up at a different vertex than the
previous expanded versions of galenet.
*/
cnt = 1 ;
errcnt += dytest_dualRays(&cnt,main_lp,main_lptols,main_lpopts) ;
if (cnt != 1)
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: %d dual rays returned, expected %d.\n",
cnt,1) ; }
cnt = 5 ;
errcnt += dytest_dualRays(&cnt,main_lp,main_lptols,main_lpopts) ;
if (cnt != 2)
{ errcnt++ ;
dyio_outfmt(ttyout,dy_gtxecho,
" ERROR: %d dual rays returned, expected %d.\n",
cnt,2) ; }
/*
Run the remainder of the tests, to make sure they run without error when
dylp finishes infeasible.
*/
errcnt += dytest_betaj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abarj(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_betai(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_abari(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_allDuals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_colPrimals(main_lp,main_lptols,main_lpopts) ;
errcnt += dytest_rowPrimals(main_lp,main_lptols,main_lpopts) ;
comflg(main_lp->ctlopts,lpctlONLYFREE|lpctlNOFREE) ;
dylp(main_lp,main_lpopts,main_lptols,NULL) ;
consys_free(main_sys) ;
main_sys = NULL ;
main_lp->consys = NULL ;
dy_freesoln(main_lp) ; }
#endif
/*
Report the result before we shut down.
*/
if (errcnt > 0)
{ dyio_outfmt(ttyout,dy_gtxecho,
"\n ERROR: %d total errors for all tests.\n\n", errcnt) ; }
else
{ dyio_outfmt(ttyout,dy_gtxecho,
"\n All tests completed successfully.\n\n") ; }
dy_freebasis() ;
/*
Final cleanup. Free space used by the remaining main_* structures and close
down any i/o.
*/
if (main_lp != NULL)
{ dy_freesoln(main_lp) ;
if (main_lp->consys != NULL) consys_free(main_lp->consys) ;
FREE(main_lp) ; }
if (main_lpopts != NULL) FREE(main_lpopts) ;
if (main_lptols != NULL) FREE(main_lptols) ;
if (outchn != IOID_INV && outchn != ttyout)
{ (void) dyio_closefile(outchn) ; }
if (dy_logchn != IOID_INV && dy_logchn != IOID_NOSTRM)
{ (void) dyio_closefile(dy_logchn) ; }
dyio_ioterm() ;
errterm() ;
return (errcnt) ; }
static lpret_enum do_lp (struct timeval *elapsed, int printlvl)
/*
This routine is a wrapper which makes up the difference between the setup
completed in the main program and the setup expected by dylp. Structures
are created for the lp problem, options, tolerances, and statistics, and
passed to dylp. Once the lp completes, the stats are printed and the
statistics structure is released. Other cleanup is handled in main.
Returns: lp status code; lpINV is used in the event of a fatal error that's
not really dylp's fault.
*/
{ int ndx,i,flips ;
bool *flipped ;
lpret_enum lpret ;
lpopts_struct *initial_lpopts ;
lpstats_struct *initial_lpstats ;
basis_struct *basis ;
struct timeval diff,before,after ;
const char *rtnnme = "do_lp" ;
lpret = lpINV ;
/*
Create and initialise the main_lp structure to pass the problem in to dylp.
*/
main_lp = (lpprob_struct *) CALLOC(1,sizeof(lpprob_struct)) ;
main_lp->phase = dyINV ;
main_lp->consys = main_sys ;
main_lp->rowsze = main_sys->rowsze ;
main_lp->colsze = main_sys->colsze ;
/*
Set up options, statistics, and solve the lp. After we're done, dump the
statistics and free the dylp statistics structure. The options specified in
the main routine (cold start using a logical basis and the full constraint
system) are appropriate for the initial solution of an LP.
In particular, if you're modifying this driver to do more than just solve
the LP (for example, if you want access to tableau information after dylp
returns with an answer) you really want to set the lpctlNOFREE flag in
main_lp->ctlopts. See the comments in dylp.h for the available flags.
*/
initial_lpopts = (lpopts_struct *) MALLOC(sizeof(lpopts_struct)) ;
memcpy(initial_lpopts,main_lpopts,sizeof(lpopts_struct)) ;
dy_setprintopts(printlvl,initial_lpopts) ;
# ifdef DYLP_STATISTICS
initial_lpstats = NULL ;
dy_initstats(&initial_lpstats,main_sys) ;
# else
initial_lpstats = NULL ;
# endif
get_timeval(&before) ;
lpret = dylp(main_lp,initial_lpopts,main_lptols,initial_lpstats) ;
get_timeval(&after) ;
sub_timevals(&diff,&after,&before) ;
if (elapsed != NULL) (*elapsed) = diff ;
stats_lp(outpath,FALSE,main_lp,&diff,initial_lpstats) ;
# ifdef DYLP_STATISTICS
dy_freestats(&initial_lpstats) ;
# endif
if (initial_lpopts != NULL) FREE(initial_lpopts) ;
return (lpret) ;
}
