static PyObject* LPX_basis_adv(LPXObject *self) {
#if GLPK_VERSION(4, 31)
glp_adv_basis(LP, 0);
#else
lpx_adv_basis(LP);
#endif
Py_RETURN_NONE;
}
int CClp_opt(CClp *lp, int method)
{ /* CALLS designated LP solution method. */
int stat, ret;
if (MSGLEV >= 1)
{ int m = lpx_get_num_rows(lp->lp);
int n = lpx_get_num_cols(lp->lp);
int nz = lpx_get_num_nz(lp->lp);
print("CClp_opt: %-11s m = %d; n = %d; nz = %d",
method == CClp_METHOD_DUAL ? "(dual)" : "(primal)",
m, n, nz);
}
lpx_set_int_parm(lp->lp, LPX_K_DUAL, method == CClp_METHOD_DUAL);
switch (MSGLEV)
{ case 0:
lpx_set_int_parm(lp->lp, LPX_K_MSGLEV, 0);
lpx_set_int_parm(lp->lp, LPX_K_OUTFRQ, 1000000);
lpx_set_real_parm(lp->lp, LPX_K_OUTDLY, 1e6);
break;
case 1:
lpx_set_int_parm(lp->lp, LPX_K_MSGLEV, 2);
lpx_set_int_parm(lp->lp, LPX_K_OUTFRQ, 200);
lpx_set_real_parm(lp->lp, LPX_K_OUTDLY, 5.0);
break;
case 2:
lpx_set_int_parm(lp->lp, LPX_K_MSGLEV, 3);
lpx_set_int_parm(lp->lp, LPX_K_OUTFRQ, 200);
lpx_set_real_parm(lp->lp, LPX_K_OUTDLY, 0.0);
break;
default:
insist(MSGLEV != MSGLEV);
}
ret = lpx_simplex(lp->lp);
if (ret == LPX_E_FAULT)
{ if (MSGLEV >= 1) print("CClp_opt: restarting from advanced bas"
"is...");
lpx_adv_basis(lp->lp);
ret = lpx_simplex(lp->lp);
}
if (ret != LPX_E_OK)
{ print("CClp_opt: lpx_simplex failed; return code = %d", ret);
ret = 1;
goto done;
}
stat = lpx_get_status(lp->lp);
if (stat == LPX_OPT)
ret = 0;
else if (stat == LPX_NOFEAS)
ret = 2;
else
{ print("CClp_opt: optimization status = %d", stat);
ret = 1;
}
done: return ret;
}
int main(int argc, char *argv[])
{ LPX *lp;
MPL *mpl = NULL;
int ret;
double start;
/* parse command line parameters */
parse_cmdline(argc, argv);
/* remove all output files specified in the command line */
if (display != NULL) remove(display);
if (out_sol != NULL) remove(out_sol);
if (out_bnds != NULL) remove(out_bnds);
if (out_mps != NULL) remove(out_mps);
if (out_lpt != NULL) remove(out_lpt);
if (out_txt != NULL) remove(out_txt);
if (out_glp != NULL) remove(out_glp);
/* read problem from the input file */
if (in_file == NULL)
{ print("No input file specified; try %s --help", argv[0]);
exit(EXIT_FAILURE);
}
switch (format)
{ case 0:
lp = lpx_read_mps(in_file);
if (lp == NULL)
{ print("MPS file processing error");
exit(EXIT_FAILURE);
}
break;
case 1:
lp = lpx_read_lpt(in_file);
if (lp == NULL)
{ print("CPLEX LP file processing error");
exit(EXIT_FAILURE);
}
break;
case 2:
#if 0 /* 01/VIII-2004 */
lp = lpx_read_model(in_file, in_data, display);
if (lp == NULL)
{ print("Model processing error");
exit(EXIT_FAILURE);
}
#else
/* initialize the translator database */
mpl = mpl_initialize();
/* read model section and optional data section */
ret = mpl_read_model(mpl, in_file, in_data != NULL);
if (ret == 4)
err: { print("Model processing error");
exit(EXIT_FAILURE);
}
insist(ret == 1 || ret == 2);
/* read data section, if necessary */
if (in_data != NULL)
{ insist(ret == 1);
ret = mpl_read_data(mpl, in_data);
if (ret == 4) goto err;
insist(ret == 2);
}
/* generate model */
ret = mpl_generate(mpl, display);
if (ret == 4) goto err;
/* extract problem instance */
lp = lpx_extract_prob(mpl);
insist(lp != NULL);
#endif
if (lpx_get_num_rows(lp) == 0)
{ print("Problem has no rows");
exit(EXIT_FAILURE);
}
if (lpx_get_num_cols(lp) == 0)
{ print("Problem has no columns");
exit(EXIT_FAILURE);
}
break;
case 3:
lp = lpx_read_prob(in_file);
if (lp == NULL)
{ print("GNU LP file processing error");
exit(EXIT_FAILURE);
}
break;
default:
insist(format != format);
}
/* change problem name (if required) */
if (newname != NULL) lpx_set_prob_name(lp, newname);
/* change optimization direction (if required) */
if (dir != 0) lpx_set_obj_dir(lp, dir);
/* write problem in MPS format (if required) */
if (out_mps != NULL)
{ lpx_set_int_parm(lp, LPX_K_MPSORIG, orig);
ret = lpx_write_mps(lp, out_mps);
if (ret != 0)
{ print("Unable to write problem in MPS format");
exit(EXIT_FAILURE);
}
}
/* write problem in CPLEX LP format (if required) */
if (out_lpt != NULL)
{ lpx_set_int_parm(lp, LPX_K_LPTORIG, orig);
ret = lpx_write_lpt(lp, out_lpt);
if (ret != 0)
{ print("Unable to write problem in CPLEX LP format");
exit(EXIT_FAILURE);
}
}
/* write problem in plain text format (if required) */
if (out_txt != NULL)
{ lpx_set_int_parm(lp, LPX_K_LPTORIG, orig);
ret = lpx_print_prob(lp, out_txt);
if (ret != 0)
{ print("Unable to write problem in plain text format");
exit(EXIT_FAILURE);
}
}
/* write problem in GNU LP format (if required) */
if (out_glp != NULL)
{ ret = lpx_write_prob(lp, out_glp);
if (ret != 0)
{ print("Unable to write problem in GNU LP format");
exit(EXIT_FAILURE);
}
}
/* if only data check is required, skip computations */
if (check) goto skip;
/* scale the problem data (if required) */
if (scale && (!presol || method == 1)) lpx_scale_prob(lp);
/* build advanced initial basis (if required) */
if (method == 0 && basis && !presol) lpx_adv_basis(lp);
/* set some control parameters, which might be changed in the
command line */
lpx_set_int_parm(lp, LPX_K_PRICE, price);
if (!relax) lpx_set_real_parm(lp, LPX_K_RELAX, 0.0);
lpx_set_int_parm(lp, LPX_K_PRESOL, presol);
lpx_set_int_parm(lp, LPX_K_BRANCH, branch);
lpx_set_int_parm(lp, LPX_K_BTRACK, btrack);
lpx_set_real_parm(lp, LPX_K_TMLIM, (double)tmlim);
/* solve the problem */
start = utime();
switch (method)
{ case 0:
if (nomip || lpx_get_class(lp) == LPX_LP)
{ ret = lpx_simplex(lp);
if (presol && ret != LPX_E_OK && out_sol != NULL)
print("If you need actual output for non-optimal solu"
"tion, use --nopresol");
}
else
{ method = 2;
lpx_simplex(lp);
if (!intopt)
lpx_integer(lp);
else
lpx_intopt(lp);
}
break;
case 1:
if (nomip || lpx_get_class(lp) == LPX_LP)
lpx_interior(lp);
else
{ print("Interior point method is not able to solve MIP pr"
"oblem; use --simplex");
exit(EXIT_FAILURE);
}
break;
default:
insist(method != method);
}
/* display statistics */
print("Time used: %.1f secs", utime() - start);
print("Memory used: %.1fM (%d bytes)",
(double)lib_env_ptr()->mem_tpeak / (double)(1024 * 1024),
lib_env_ptr()->mem_tpeak);
#if 1 /* 01/VIII-2004 */
if (mpl != NULL && mpl_has_solve_stmt(mpl))
{ int n, j, round;
/* store the solution to the translator database */
n = lpx_get_num_cols(lp);
round = lpx_get_int_parm(lp, LPX_K_ROUND);
lpx_set_int_parm(lp, LPX_K_ROUND, 1);
switch (method)
{ case 0:
for (j = 1; j <= n; j++)
mpl_put_col_value(mpl, j, lpx_get_col_prim(lp, j));
break;
case 1:
for (j = 1; j <= n; j++)
mpl_put_col_value(mpl, j, lpx_ipt_col_prim(lp, j));
break;
case 2:
for (j = 1; j <= n; j++)
mpl_put_col_value(mpl, j, lpx_mip_col_val(lp, j));
break;
default:
insist(method != method);
}
lpx_set_int_parm(lp, LPX_K_ROUND, round);
/* perform postsolving */
ret = mpl_postsolve(mpl, display);
if (ret == 4)
{ print("Model postsolving error");
exit(EXIT_FAILURE);
}
insist(ret == 3);
}
#endif
/* write problem solution found by the solver (if required) */
if (out_sol != NULL)
{ switch (method)
{ case 0:
ret = lpx_print_sol(lp, out_sol);
break;
case 1:
ret = lpx_print_ips(lp, out_sol);
break;
case 2:
ret = lpx_print_mip(lp, out_sol);
break;
default:
insist(method != method);
}
if (ret != 0)
{ print("Unable to write problem solution");
exit(EXIT_FAILURE);
}
}
/* write sensitivity bounds information (if required) */
if (out_bnds != NULL)
{ if (method != 0)
{ print("Cannot write sensitivity bounds information for inte"
"rior-point or MIP solution");
exit(EXIT_FAILURE);
}
ret = lpx_print_sens_bnds(lp, out_bnds);
if (ret != 0)
{ print("Unable to write sensitivity bounds information");
exit(EXIT_FAILURE);
}
}
skip: /* delete the problem object */
lpx_delete_prob(lp);
#if 1 /* 01/VIII-2004 */
/* if the translator database exists, destroy it */
if (mpl != NULL) mpl_terminate(mpl);
#endif
/* check that no memory blocks are still allocated */
insist(lib_env_ptr()->mem_total == 0);
insist(lib_env_ptr()->mem_count == 0);
/* return to the control program */
return 0;
}
int main(int argc, char *argv[])
{ LPX *lp;
MPL *mpl = NULL;
int ret;
ulong_t start;
/* parse command line parameters */
parse_cmdline(argc, argv);
/* set available memory limit */
if (memlim >= 0)
lib_mem_limit(ulmul(ulset(0, 1048576), ulset(0, memlim)));
/* remove all output files specified in the command line */
if (display != NULL) remove(display);
if (out_bas != NULL) remove(out_bas);
if (out_sol != NULL) remove(out_sol);
if (out_bnds != NULL) remove(out_bnds);
if (out_mps != NULL) remove(out_mps);
if (out_freemps != NULL) remove(out_freemps);
if (out_cpxlp != NULL) remove(out_cpxlp);
if (out_txt != NULL) remove(out_txt);
if (out_glp != NULL) remove(out_glp);
if (log_file != NULL) remove(log_file);
/* open hardcopy file, if necessary */
if (log_file != NULL)
{ if (lib_open_log(log_file))
{ print("Unable to create log file");
exit(EXIT_FAILURE);
}
}
/* read problem data from the input file */
if (in_file == NULL)
{ print("No input file specified; try %s --help", argv[0]);
exit(EXIT_FAILURE);
}
switch (format)
{ case 0:
lp = lpx_read_mps(in_file);
if (lp == NULL)
{ print("MPS file processing error");
exit(EXIT_FAILURE);
}
orig = 1;
break;
case 1:
lp = lpx_read_cpxlp(in_file);
if (lp == NULL)
{ print("CPLEX LP file processing error");
exit(EXIT_FAILURE);
}
break;
case 2:
/* initialize the translator database */
mpl = mpl_initialize();
/* read model section and optional data section */
ret = mpl_read_model(mpl, in_file, in_data != NULL);
if (ret == 4)
err: { print("Model processing error");
exit(EXIT_FAILURE);
}
xassert(ret == 1 || ret == 2);
/* read data section, if necessary */
if (in_data != NULL)
{ xassert(ret == 1);
ret = mpl_read_data(mpl, in_data);
if (ret == 4) goto err;
xassert(ret == 2);
}
/* generate model */
ret = mpl_generate(mpl, display);
if (ret == 4) goto err;
/* extract problem instance */
lp = lpx_extract_prob(mpl);
xassert(lp != NULL);
break;
case 3:
lp = lpx_read_prob(in_file);
if (lp == NULL)
{ print("GNU LP file processing error");
exit(EXIT_FAILURE);
}
break;
case 4:
lp = lpx_read_freemps(in_file);
if (lp == NULL)
{ print("MPS file processing error");
exit(EXIT_FAILURE);
}
break;
default:
xassert(format != format);
}
/* order rows and columns of the constraint matrix */
lpx_order_matrix(lp);
/* change problem name (if required) */
if (newname != NULL) lpx_set_prob_name(lp, newname);
/* change optimization direction (if required) */
if (dir != 0) lpx_set_obj_dir(lp, dir);
/* write problem in fixed MPS format (if required) */
if (out_mps != NULL)
{ lpx_set_int_parm(lp, LPX_K_MPSORIG, orig);
ret = lpx_write_mps(lp, out_mps);
if (ret != 0)
{ print("Unable to write problem in fixed MPS format");
exit(EXIT_FAILURE);
}
}
/* write problem in free MPS format (if required) */
if (out_freemps != NULL)
{ ret = lpx_write_freemps(lp, out_freemps);
if (ret != 0)
{ print("Unable to write problem in free MPS format");
exit(EXIT_FAILURE);
}
}
/* write problem in CPLEX LP format (if required) */
if (out_cpxlp != NULL)
{ ret = lpx_write_cpxlp(lp, out_cpxlp);
if (ret != 0)
{ print("Unable to write problem in CPLEX LP format");
exit(EXIT_FAILURE);
}
}
/* write problem in plain text format (if required) */
if (out_txt != NULL)
{ lpx_set_int_parm(lp, LPX_K_LPTORIG, orig);
ret = lpx_print_prob(lp, out_txt);
if (ret != 0)
{ print("Unable to write problem in plain text format");
exit(EXIT_FAILURE);
}
}
/* write problem in GNU LP format (if required) */
if (out_glp != NULL)
{ ret = lpx_write_prob(lp, out_glp);
if (ret != 0)
{ print("Unable to write problem in GNU LP format");
exit(EXIT_FAILURE);
}
}
/* if only data check is required, skip computations */
if (check) goto skip;
/* scale the problem data (if required) */
if (scale && (!presol || method == 1)) lpx_scale_prob(lp);
/* build initial LP basis */
if (method == 0 && !presol && in_bas == NULL)
{ switch (basis)
{ case 0:
lpx_std_basis(lp);
break;
case 1:
if (lpx_get_num_rows(lp) > 0 && lpx_get_num_cols(lp) > 0)
lpx_adv_basis(lp);
break;
case 2:
if (lpx_get_num_rows(lp) > 0 && lpx_get_num_cols(lp) > 0)
lpx_cpx_basis(lp);
break;
default:
xassert(basis != basis);
}
}
/* or read initial basis from input text file in MPS format */
if (in_bas != NULL)
{ if (method != 0)
{ print("Initial LP basis is useless for interior-point solve"
"r and therefore ignored");
goto nobs;
}
lpx_set_int_parm(lp, LPX_K_MPSORIG, orig);
ret = lpx_read_bas(lp, in_bas);
if (ret != 0)
{ print("Unable to read initial LP basis");
exit(EXIT_FAILURE);
}
if (presol)
{ presol = 0;
print("LP presolver disabled because initial LP basis has b"
"een provided");
}
nobs: ;
}
/* set some control parameters, which might be changed in the
command line */
lpx_set_int_parm(lp, LPX_K_BFTYPE, bf_type);
lpx_set_int_parm(lp, LPX_K_PRICE, price);
if (!relax) lpx_set_real_parm(lp, LPX_K_RELAX, 0.0);
lpx_set_int_parm(lp, LPX_K_PRESOL, presol);
lpx_set_int_parm(lp, LPX_K_BRANCH, branch);
lpx_set_int_parm(lp, LPX_K_BTRACK, btrack);
lpx_set_real_parm(lp, LPX_K_TMLIM, (double)tmlim);
lpx_set_int_parm(lp, LPX_K_BINARIZE, binarize);
lpx_set_int_parm(lp, LPX_K_USECUTS, use_cuts);
/* solve the problem */
start = xtime();
switch (method)
{ case 0:
if (nomip || lpx_get_class(lp) == LPX_LP)
{ ret = (!exact ? lpx_simplex(lp) : lpx_exact(lp));
if (xcheck)
{ if (!presol || ret == LPX_E_OK)
lpx_exact(lp);
else
print("If you need checking final basis for non-op"
"timal solution, use --nopresol");
}
if (presol && ret != LPX_E_OK && (out_bas != NULL ||
out_sol != NULL))
print("If you need actual output for non-optimal solu"
"tion, use --nopresol");
}
else
{ method = 2;
if (!intopt)
{ ret = (!exact ? lpx_simplex(lp) : lpx_exact(lp));
if (xcheck && (!presol || ret == LPX_E_OK))
lpx_exact(lp);
lpx_integer(lp);
}
else
lpx_intopt(lp);
}
break;
case 1:
if (nomip || lpx_get_class(lp) == LPX_LP)
lpx_interior(lp);
else
{ print("Interior-point method is not able to solve MIP pr"
"oblem; use --simplex");
exit(EXIT_FAILURE);
}
break;
default:
xassert(method != method);
}
/* display statistics */
print("Time used: %.1f secs", xdifftime(xtime(), start));
{ ulong_t tpeak;
char buf[50];
lib_mem_usage(NULL, NULL, NULL, &tpeak);
print("Memory used: %.1f Mb (%s bytes)",
(4294967296.0 * tpeak.hi + tpeak.lo) / 1048576.0,
ultoa(tpeak, buf, 10));
}
if (mpl != NULL && mpl_has_solve_stmt(mpl))
{ int n, j, round;
/* store the solution to the translator database */
n = lpx_get_num_cols(lp);
round = lpx_get_int_parm(lp, LPX_K_ROUND);
lpx_set_int_parm(lp, LPX_K_ROUND, 1);
switch (method)
{ case 0:
for (j = 1; j <= n; j++)
mpl_put_col_value(mpl, j, lpx_get_col_prim(lp, j));
break;
case 1:
for (j = 1; j <= n; j++)
mpl_put_col_value(mpl, j, lpx_ipt_col_prim(lp, j));
break;
case 2:
for (j = 1; j <= n; j++)
mpl_put_col_value(mpl, j, lpx_mip_col_val(lp, j));
break;
default:
xassert(method != method);
}
lpx_set_int_parm(lp, LPX_K_ROUND, round);
/* perform postsolving */
ret = mpl_postsolve(mpl);
if (ret == 4)
{ print("Model postsolving error");
exit(EXIT_FAILURE);
}
xassert(ret == 3);
}
/* write final LP basis (if required) */
if (out_bas != NULL)
{ lpx_set_int_parm(lp, LPX_K_MPSORIG, orig);
ret = lpx_write_bas(lp, out_bas);
if (ret != 0)
{ print("Unable to write final LP basis");
exit(EXIT_FAILURE);
}
}
/* write problem solution found by the solver (if required) */
if (out_sol != NULL)
{ switch (method)
{ case 0:
ret = lpx_print_sol(lp, out_sol);
break;
case 1:
ret = lpx_print_ips(lp, out_sol);
break;
case 2:
ret = lpx_print_mip(lp, out_sol);
break;
default:
xassert(method != method);
}
if (ret != 0)
{ print("Unable to write problem solution");
exit(EXIT_FAILURE);
}
}
/* write sensitivity bounds information (if required) */
if (out_bnds != NULL)
{ if (method != 0)
{ print("Cannot write sensitivity bounds information for inte"
"rior-point or MIP solution");
exit(EXIT_FAILURE);
}
ret = lpx_print_sens_bnds(lp, out_bnds);
if (ret != 0)
{ print("Unable to write sensitivity bounds information");
exit(EXIT_FAILURE);
}
}
skip: /* delete the problem object */
lpx_delete_prob(lp);
/* if the translator database exists, destroy it */
if (mpl != NULL) mpl_terminate(mpl);
xassert(gmp_pool_count() == 0);
gmp_free_mem();
/* close the hardcopy file */
if (log_file != NULL) lib_close_log();
/* check that no memory blocks are still allocated */
{ int count;
ulong_t total;
lib_mem_usage(&count, NULL, &total, NULL);
xassert(count == 0);
xassert(total.lo == 0 && total.hi == 0);
}
/* free the library environment */
lib_free_env();
/* return to the control program */
return 0;
}
int CClp_limited_dualopt(CClp *lp, int iterationlim, int *status,
double *objupperlim)
{ /* CALLS the dual simplex method with a limit on the number of
pivots.
- upperbound it is used to cutoff the dual simplex method (when
the objective value reaches upperbound); it can be NULL;
- status returns the status of the optimization (it can be
NULL). */
int stat, ret;
insist(iterationlim == iterationlim);
insist(objupperlim == objupperlim);
if (MSGLEV >= 1)
{ int m = lpx_get_num_rows(lp->lp);
int n = lpx_get_num_cols(lp->lp);
int nz = lpx_get_num_nz(lp->lp);
print("CClp_limited_dualopt: m = %d; n = %d; nz = %d", m, n,
nz);
}
lpx_set_int_parm(lp->lp, LPX_K_DUAL, 1);
switch (MSGLEV)
{ case 0:
lpx_set_int_parm(lp->lp, LPX_K_MSGLEV, 0);
lpx_set_int_parm(lp->lp, LPX_K_OUTFRQ, 1000000);
lpx_set_real_parm(lp->lp, LPX_K_OUTDLY, 1e6);
break;
case 1:
lpx_set_int_parm(lp->lp, LPX_K_MSGLEV, 2);
lpx_set_int_parm(lp->lp, LPX_K_OUTFRQ, 200);
lpx_set_real_parm(lp->lp, LPX_K_OUTDLY, 5.0);
break;
case 2:
lpx_set_int_parm(lp->lp, LPX_K_MSGLEV, 3);
lpx_set_int_parm(lp->lp, LPX_K_OUTFRQ, 200);
lpx_set_real_parm(lp->lp, LPX_K_OUTDLY, 0.0);
break;
default:
insist(MSGLEV != MSGLEV);
}
ret = lpx_simplex(lp->lp);
if (ret == LPX_E_FAULT)
{ if (MSGLEV >= 1) print("CClp_limited_dualopt: restarting from "
"advanced basis...");
lpx_adv_basis(lp->lp);
ret = lpx_simplex(lp->lp);
}
if (ret != LPX_E_OK)
{ print("CClp_limited_dualopt: lpx_simplex failed; return code ="
" %d", ret);
if (status) *status = CClp_FAILURE;
ret = 1;
goto done;
}
stat = lpx_get_status(lp->lp);
if (stat == LPX_OPT)
{ if (status) *status = CClp_SUCCESS;
ret = 0;
}
else if (stat == LPX_NOFEAS)
{ if (status) *status = CClp_INFEASIBLE;
ret = 0;
}
else
{ print("CClp_limited_dualopt: optimization status = %d", stat);
if (status) *status = CClp_FAILURE;
ret = 1;
}
done: return ret;
}
int glpk (int sense, int n, int m, double *c, int nz, int *rn, int *cn,
double *a, double *b, char *ctype, int *freeLB, double *lb,
int *freeUB, double *ub, int *vartype, int isMIP, int lpsolver,
int save_pb, char *save_filename, char *filetype,
double *xmin, double *fmin, double *status,
double *lambda, double *redcosts, double *time, double *mem)
{
int typx = 0;
int method;
clock_t t_start = clock();
// Obsolete
//lib_set_fault_hook (NULL, glpk_fault_hook);
//Redirect standard output
if (glpIntParam[0] > 1) glp_term_hook (glpk_print_hook, NULL);
else glp_term_hook (NULL, NULL);
//-- Create an empty LP/MILP object
glp_prob *lp = glp_create_prob ();
//-- Set the sense of optimization
if (sense == 1)
glp_set_obj_dir (lp, GLP_MIN);
else
glp_set_obj_dir (lp, GLP_MAX);
//-- Define the number of unknowns and their domains.
glp_add_cols (lp, n);
for (int i = 0; i < n; i++)
{
//-- Define type of the structural variables
if (! freeLB[i] && ! freeUB[i])
glp_set_col_bnds (lp, i+1, GLP_DB, lb[i], ub[i]);
else
{
if (! freeLB[i] && freeUB[i])
glp_set_col_bnds (lp, i+1, GLP_LO, lb[i], ub[i]);
else
{
if (freeLB[i] && ! freeUB[i])
glp_set_col_bnds (lp, i+1, GLP_UP, lb[i], ub[i]);
else
glp_set_col_bnds (lp, i+1, GLP_FR, lb[i], ub[i]);
}
}
// -- Set the objective coefficient of the corresponding
// -- structural variable. No constant term is assumed.
glp_set_obj_coef(lp,i+1,c[i]);
if (isMIP)
glp_set_col_kind (lp, i+1, vartype[i]);
}
glp_add_rows (lp, m);
for (int i = 0; i < m; i++)
{
/* If the i-th row has no lower bound (types F,U), the
corrispondent parameter will be ignored.
If the i-th row has no upper bound (types F,L), the corrispondent
parameter will be ignored.
If the i-th row is of S type, the i-th LB is used, but
the i-th UB is ignored.
*/
switch (ctype[i])
{
case 'F': typx = GLP_FR; break;
// upper bound
case 'U': typx = GLP_UP; break;
// lower bound
case 'L': typx = GLP_LO; break;
// fixed constraint
case 'S': typx = GLP_FX; break;
// double-bounded variable
case 'D': typx = GLP_DB; break;
}
glp_set_row_bnds (lp, i+1, typx, b[i], b[i]);
}
// Load constraint matrix A
glp_load_matrix (lp, nz, rn, cn, a);
// Save problem
if (save_pb) {
if (!strcmp(filetype,"cplex")){
if (lpx_write_cpxlp (lp, save_filename) != 0) {
mexErrMsgTxt("glpkcc: unable to write the problem");
longjmp (mark, -1);
}
}else{
if (!strcmp(filetype,"fixedmps")){
if (lpx_write_mps (lp, save_filename) != 0) {
mexErrMsgTxt("glpkcc: unable to write the problem");
longjmp (mark, -1);
}
}else{
if (!strcmp(filetype,"freemps")){
if (lpx_write_freemps (lp, save_filename) != 0) {
mexErrMsgTxt("glpkcc: unable to write the problem");
longjmp (mark, -1);
}
}else{// plain text
if (lpx_print_prob (lp, save_filename) != 0) {
mexErrMsgTxt("glpkcc: unable to write the problem");
longjmp (mark, -1);
}
}
}
}
}
//-- scale the problem data (if required)
if (glpIntParam[1] && (! glpIntParam[16] || lpsolver != 1))
lpx_scale_prob (lp);
//-- build advanced initial basis (if required)
if (lpsolver == 1 && ! glpIntParam[16])
lpx_adv_basis (lp);
glp_smcp sParam;
glp_init_smcp(&sParam);
//-- set control parameters
if (lpsolver==1){
//remap of control parameters for simplex method
sParam.msg_lev=glpIntParam[0]; // message level
// simplex method: primal/dual
if (glpIntParam[2]==0) sParam.meth=GLP_PRIMAL;
else sParam.meth=GLP_DUALP;
// pricing technique
if (glpIntParam[3]==0) sParam.pricing=GLP_PT_STD;
else sParam.pricing=GLP_PT_PSE;
//sParam.r_test not available
sParam.tol_bnd=glpRealParam[1]; // primal feasible tollerance
sParam.tol_dj=glpRealParam[2]; // dual feasible tollerance
sParam.tol_piv=glpRealParam[3]; // pivot tollerance
sParam.obj_ll=glpRealParam[4]; // lower limit
sParam.obj_ul=glpRealParam[5]; // upper limit
// iteration limit
if (glpIntParam[5]==-1) sParam.it_lim=INT_MAX;
else sParam.it_lim=glpIntParam[5];
// time limit
if (glpRealParam[6]==-1) sParam.tm_lim=INT_MAX;
else sParam.tm_lim=(int) glpRealParam[6];
sParam.out_frq=glpIntParam[7]; // output frequency
sParam.out_dly=(int) glpRealParam[7]; // output delay
// presolver
if (glpIntParam[16]) sParam.presolve=GLP_ON;
else sParam.presolve=GLP_OFF;
}else{
for(int i = 0; i < NIntP; i++)
lpx_set_int_parm (lp, IParam[i], glpIntParam[i]);
for (int i = 0; i < NRealP; i++)
lpx_set_real_parm (lp, RParam[i], glpRealParam[i]);
}
// Choose simplex method ('S') or interior point method ('T') to solve the problem
if (lpsolver == 1)
method = 'S';
else
method = 'T';
int errnum;
switch (method){
case 'S': {
if (isMIP){
method = 'I';
errnum = lpx_intopt (lp);
}
else{
errnum = glp_simplex(lp, &sParam);
errnum += 100; //this is to avoid ambiguity in the return codes.
}
}
break;
case 'T': errnum = lpx_interior(lp); break;
default: xassert (method != method);
}
/* errnum assumes the following results:
errnum = 0 <=> No errors
errnum = 1 <=> Iteration limit exceeded.
errnum = 2 <=> Numerical problems with basis matrix.
*/
if (errnum == LPX_E_OK || errnum==100){
// Get status and object value
if (isMIP)
{
*status = glp_mip_status (lp);
*fmin = glp_mip_obj_val (lp);
}
else
{
if (lpsolver == 1)
{
*status = glp_get_status (lp);
*fmin = glp_get_obj_val (lp);
}
else
{
*status = glp_ipt_status (lp);
*fmin = glp_ipt_obj_val (lp);
}
}
// Get optimal solution (if exists)
if (isMIP)
{
for (int i = 0; i < n; i++)
xmin[i] = glp_mip_col_val (lp, i+1);
}
else
{
/* Primal values */
for (int i = 0; i < n; i++)
{
if (lpsolver == 1)
xmin[i] = glp_get_col_prim (lp, i+1);
else
xmin[i] = glp_ipt_col_prim (lp, i+1);
}
/* Dual values */
for (int i = 0; i < m; i++)
{
if (lpsolver == 1) lambda[i] = glp_get_row_dual (lp, i+1);
else lambda[i] = glp_ipt_row_dual (lp, i+1);
}
/* Reduced costs */
for (int i = 0; i < glp_get_num_cols (lp); i++)
{
if (lpsolver == 1) redcosts[i] = glp_get_col_dual (lp, i+1);
else redcosts[i] = glp_ipt_col_dual (lp, i+1);
}
}
*time = (clock () - t_start) / CLOCKS_PER_SEC;
glp_ulong tpeak;
lib_mem_usage(NULL, NULL, NULL, &tpeak);
*mem=(double)(4294967296.0 * tpeak.hi + tpeak.lo) / (1024);
glp_delete_prob (lp);
return 0;
}
glp_delete_prob (lp);
*status = errnum;
return errnum;
}
OptSolutionData* GLPKRunSolver(int ProbType) {
OptSolutionData* NewSolution = NULL;
int NumVariables = lpx_get_num_cols(GLPKModel);
int Status = 0;
if (ProbType == MILP) {
Status = lpx_simplex(GLPKModel);
if (Status != LPX_E_OK) {
FErrorFile() << "Failed to optimize problem." << endl;
FlushErrorFile();
return NULL;
}
Status = lpx_integer(GLPKModel);
if (Status != LPX_E_OK) {
FErrorFile() << "Failed to optimize problem." << endl;
FlushErrorFile();
return NULL;
}
NewSolution = new OptSolutionData;
Status = lpx_mip_status(GLPKModel);
if (Status == LPX_I_UNDEF || Status == LPX_I_NOFEAS) {
NewSolution->Status = INFEASIBLE;
return NewSolution;
} else if (Status == LPX_I_FEAS) {
NewSolution->Status = UNBOUNDED;
return NewSolution;
} else if (Status == LPX_I_OPT) {
NewSolution->Status = SUCCESS;
} else {
delete NewSolution;
FErrorFile() << "Problem status unrecognized." << endl;
FlushErrorFile();
return NULL;
}
NewSolution->Objective = lpx_mip_obj_val(GLPKModel);
NewSolution->SolutionData.resize(NumVariables);
for (int i=0; i < NumVariables; i++) {
NewSolution->SolutionData[i] = lpx_mip_col_val(GLPKModel, i+1);
}
} else if (ProbType == LP) {
//First we check the basis matrix to ensure it is not sigular
if (lpx_warm_up(GLPKModel) != LPX_E_OK) {
lpx_adv_basis(GLPKModel);
}
Status = lpx_simplex(GLPKModel);
if (Status == LPX_E_FAULT) {
Status = lpx_warm_up(GLPKModel);
if (Status == LPX_E_BADB) { /* the basis is invalid; build some valid basis */
lpx_adv_basis(GLPKModel);
Status = lpx_simplex(GLPKModel);
}
}
if (Status != LPX_E_OK) {
FErrorFile() << "Failed to optimize problem." << endl;
FlushErrorFile();
return NULL;
}
NewSolution = new OptSolutionData;
Status = lpx_get_status(GLPKModel);
if (Status == LPX_INFEAS || Status == LPX_NOFEAS || Status == LPX_UNDEF) {
cout << "Model is infeasible" << endl;
FErrorFile() << "Model is infeasible" << endl;
FlushErrorFile();
NewSolution->Status = INFEASIBLE;
return NewSolution;
} else if (Status == LPX_FEAS || Status == LPX_UNBND) {
cout << "Model is unbounded" << endl;
FErrorFile() << "Model is unbounded" << endl;
FlushErrorFile();
NewSolution->Status = UNBOUNDED;
return NewSolution;
} else if (Status == LPX_OPT) {
NewSolution->Status = SUCCESS;
} else {
delete NewSolution;
FErrorFile() << "Problem status unrecognized." << endl;
FlushErrorFile();
return NULL;
}
NewSolution->Objective = lpx_get_obj_val(GLPKModel);
NewSolution->SolutionData.resize(NumVariables);
for (int i=0; i < NumVariables; i++) {
NewSolution->SolutionData[i] = lpx_get_col_prim(GLPKModel, i+1);
}
} else {
FErrorFile() << "Optimization problem type cannot be handled by GLPK solver." << endl;
FlushErrorFile();
return NULL;
}
return NewSolution;
}
int lpx_intopt(LPX *_mip)
{ IPP *ipp = NULL;
LPX *orig = _mip, *prob = NULL;
int orig_m, orig_n, i, j, ret, i_stat;
/* the problem must be of MIP class */
if (lpx_get_class(orig) != LPX_MIP)
{ print("lpx_intopt: problem is not of MIP class");
ret = LPX_E_FAULT;
goto done;
}
/* the problem must have at least one row and one column */
orig_m = lpx_get_num_rows(orig);
orig_n = lpx_get_num_cols(orig);
if (!(orig_m > 0 && orig_n > 0))
{ print("lpx_intopt: problem has no rows/columns");
ret = LPX_E_FAULT;
goto done;
}
/* check that each double-bounded row and column has bounds */
for (i = 1; i <= orig_m; i++)
{ if (lpx_get_row_type(orig, i) == LPX_DB)
{ if (lpx_get_row_lb(orig, i) >= lpx_get_row_ub(orig, i))
{ print("lpx_intopt: row %d has incorrect bounds", i);
ret = LPX_E_FAULT;
goto done;
}
}
}
for (j = 1; j <= orig_n; j++)
{ if (lpx_get_col_type(orig, j) == LPX_DB)
{ if (lpx_get_col_lb(orig, j) >= lpx_get_col_ub(orig, j))
{ print("lpx_intopt: column %d has incorrect bounds", j);
ret = LPX_E_FAULT;
goto done;
}
}
}
/* bounds of all integer variables must be integral */
for (j = 1; j <= orig_n; j++)
{ int type;
double lb, ub;
if (lpx_get_col_kind(orig, j) != LPX_IV) continue;
type = lpx_get_col_type(orig, j);
if (type == LPX_LO || type == LPX_DB || type == LPX_FX)
{ lb = lpx_get_col_lb(orig, j);
if (lb != floor(lb))
{ print("lpx_intopt: integer column %d has non-integer low"
"er bound or fixed value %g", j, lb);
ret = LPX_E_FAULT;
goto done;
}
}
if (type == LPX_UP || type == LPX_DB)
{ ub = lpx_get_col_ub(orig, j);
if (ub != floor(ub))
{ print("lpx_intopt: integer column %d has non-integer upp"
"er bound %g", j, ub);
ret = LPX_E_FAULT;
goto done;
}
}
}
/* reset the status of MIP solution */
lpx_put_mip_soln(orig, LPX_I_UNDEF, NULL, NULL);
/* create MIP presolver workspace */
ipp = ipp_create_wksp();
/* load the original problem into the presolver workspace */
ipp_load_orig(ipp, orig);
/* perform basic MIP presolve analysis */
switch (ipp_basic_tech(ipp))
{ case 0:
/* no infeasibility is detected */
break;
case 1:
nopfs: /* primal infeasibility is detected */
print("PROBLEM HAS NO PRIMAL FEASIBLE SOLUTION");
ret = LPX_E_NOPFS;
goto done;
case 2:
/* dual infeasibility is detected */
nodfs: print("LP RELAXATION HAS NO DUAL FEASIBLE SOLUTION");
ret = LPX_E_NODFS;
goto done;
default:
insist(ipp != ipp);
}
/* reduce column bounds */
switch (ipp_reduce_bnds(ipp))
{ case 0: break;
case 1: goto nopfs;
default: insist(ipp != ipp);
}
/* perform basic MIP presolve analysis */
switch (ipp_basic_tech(ipp))
{ case 0: break;
case 1: goto nopfs;
case 2: goto nodfs;
default: insist(ipp != ipp);
}
/* replace general integer variables by sum of binary variables,
if required */
if (lpx_get_int_parm(orig, LPX_K_BINARIZE))
ipp_binarize(ipp);
/* perform coefficient reduction */
ipp_reduction(ipp);
/* if the resultant problem is empty, it has an empty solution,
which is optimal */
if (ipp->row_ptr == NULL || ipp->col_ptr == NULL)
{ insist(ipp->row_ptr == NULL);
insist(ipp->col_ptr == NULL);
print("Objective value = %.10g",
ipp->orig_dir == LPX_MIN ? +ipp->c0 : -ipp->c0);
print("INTEGER OPTIMAL SOLUTION FOUND BY MIP PRESOLVER");
/* allocate recovered solution segment */
ipp->col_stat = ucalloc(1+ipp->ncols, sizeof(int));
ipp->col_mipx = ucalloc(1+ipp->ncols, sizeof(double));
for (j = 1; j <= ipp->ncols; j++) ipp->col_stat[j] = 0;
/* perform MIP postsolve processing */
ipp_postsolve(ipp);
/* unload recovered MIP solution and store it in the original
problem object */
ipp_unload_sol(ipp, orig, LPX_I_OPT);
ret = LPX_E_OK;
goto done;
}
/* build resultant MIP problem object */
prob = ipp_build_prob(ipp);
/* display some statistics */
{ int m = lpx_get_num_rows(prob);
int n = lpx_get_num_cols(prob);
int nnz = lpx_get_num_nz(prob);
int ni = lpx_get_num_int(prob);
int nb = lpx_get_num_bin(prob);
char s[50];
print("lpx_intopt: presolved MIP has %d row%s, %d column%s, %d"
" non-zero%s", m, m == 1 ? "" : "s", n, n == 1 ? "" : "s",
nnz, nnz == 1 ? "" : "s");
if (nb == 0)
strcpy(s, "none of");
else if (ni == 1 && nb == 1)
strcpy(s, "");
else if (nb == 1)
strcpy(s, "one of");
else if (nb == ni)
strcpy(s, "all of");
else
sprintf(s, "%d of", nb);
print("lpx_intopt: %d integer column%s, %s which %s binary",
ni, ni == 1 ? "" : "s", s, nb == 1 ? "is" : "are");
}
/* inherit some control parameters and statistics */
lpx_set_int_parm(prob, LPX_K_PRICE, lpx_get_int_parm(orig,
LPX_K_PRICE));
lpx_set_real_parm(prob, LPX_K_RELAX, lpx_get_real_parm(orig,
LPX_K_RELAX));
lpx_set_real_parm(prob, LPX_K_TOLBND, lpx_get_real_parm(orig,
LPX_K_TOLBND));
lpx_set_real_parm(prob, LPX_K_TOLDJ, lpx_get_real_parm(orig,
LPX_K_TOLDJ));
lpx_set_real_parm(prob, LPX_K_TOLPIV, lpx_get_real_parm(orig,
LPX_K_TOLPIV));
lpx_set_int_parm(prob, LPX_K_ITLIM, lpx_get_int_parm(orig,
LPX_K_ITLIM));
lpx_set_int_parm(prob, LPX_K_ITCNT, lpx_get_int_parm(orig,
LPX_K_ITCNT));
lpx_set_real_parm(prob, LPX_K_TMLIM, lpx_get_real_parm(orig,
LPX_K_TMLIM));
lpx_set_int_parm(prob, LPX_K_BRANCH, lpx_get_int_parm(orig,
LPX_K_BRANCH));
lpx_set_int_parm(prob, LPX_K_BTRACK, lpx_get_int_parm(orig,
LPX_K_BTRACK));
lpx_set_real_parm(prob, LPX_K_TOLINT, lpx_get_real_parm(orig,
LPX_K_TOLINT));
lpx_set_real_parm(prob, LPX_K_TOLOBJ, lpx_get_real_parm(orig,
LPX_K_TOLOBJ));
/* build an advanced initial basis */
lpx_adv_basis(prob);
/* solve LP relaxation */
print("Solving LP relaxation...");
switch (lpx_simplex(prob))
{ case LPX_E_OK:
break;
case LPX_E_ITLIM:
ret = LPX_E_ITLIM;
goto done;
case LPX_E_TMLIM:
ret = LPX_E_TMLIM;
goto done;
default:
print("lpx_intopt: cannot solve LP relaxation");
ret = LPX_E_SING;
goto done;
}
/* analyze status of the basic solution */
switch (lpx_get_status(prob))
{ case LPX_OPT:
break;
case LPX_NOFEAS:
ret = LPX_E_NOPFS;
goto done;
case LPX_UNBND:
ret = LPX_E_NODFS;
goto done;
default:
insist(prob != prob);
}
/* generate cutting planes, if necessary */
if (lpx_get_int_parm(orig, LPX_K_USECUTS))
{ ret = generate_cuts(prob);
if (ret != LPX_E_OK) goto done;
}
/* call the branch-and-bound solver */
ret = lpx_integer(prob);
/* determine status of MIP solution */
i_stat = lpx_mip_status(prob);
if (i_stat == LPX_I_OPT || i_stat == LPX_I_FEAS)
{ /* load MIP solution of the resultant problem into presolver
workspace */
ipp_load_sol(ipp, prob);
/* perform MIP postsolve processing */
ipp_postsolve(ipp);
/* unload recovered MIP solution and store it in the original
problem object */
ipp_unload_sol(ipp, orig, i_stat);
}
else
{ /* just set the status of MIP solution */
lpx_put_mip_soln(orig, i_stat, NULL, NULL);
}
done: /* copy back statistics about spent resources */
if (prob != NULL)
{ lpx_set_int_parm(orig, LPX_K_ITLIM, lpx_get_int_parm(prob,
LPX_K_ITLIM));
lpx_set_int_parm(orig, LPX_K_ITCNT, lpx_get_int_parm(prob,
LPX_K_ITCNT));
lpx_set_real_parm(orig, LPX_K_TMLIM, lpx_get_real_parm(prob,
LPX_K_TMLIM));
}
/* delete the resultant problem object */
if (prob != NULL) lpx_delete_prob(prob);
/* delete MIP presolver workspace */
if (ipp != NULL) ipp_delete_wksp(ipp);
return ret;
}
