static void restore(struct dsa *dsa, double row_pval[],
double row_dval[], double col_pval[], double col_dval[])
{ /* restore solution of original LP */
LPX *lp = dsa->lp;
int orig_m = dsa->orig_m;
int orig_n = dsa->orig_n;
int *ref = dsa->ref;
int m = dsa->m;
double *x = dsa->x;
double *y = dsa->y;
int dir = lpx_get_obj_dir(lp);
int i, j, k, type, t, len, *ind;
double lb, ub, rii, sjj, temp, *val;
/* compute primal values of structural variables */
for (k = 1; k <= orig_n; k++)
{ j = ref[orig_m+k];
type = lpx_get_col_type(lp, k);
sjj = lpx_get_sjj(lp, k);
lb = lpx_get_col_lb(lp, k) / sjj;
ub = lpx_get_col_ub(lp, k) / sjj;
switch (type)
{
case LPX_FR:
/* source: -inf < x < +inf */
/* result: x = x' - x'', x' >= 0, x'' >= 0 */
col_pval[k] = x[j] - x[j+1];
break;
case LPX_LO:
/* source: lb <= x < +inf */
/* result: x = lb + x', x' >= 0 */
col_pval[k] = lb + x[j];
break;
case LPX_UP:
/* source: -inf < x <= ub */
/* result: x = ub - x', x' >= 0 */
col_pval[k] = ub - x[j];
break;
case LPX_DB:
/* source: lb <= x <= ub */
/* result: x = lb + x', x' + x'' = ub - lb */
col_pval[k] = lb + x[j];
break;
case LPX_FX:
/* source: x = lb */
/* result: just substitute */
col_pval[k] = lb;
break;
default:
insist(type != type);
}
}
/* compute primal values of auxiliary variables */
/* xR = A * xS */
ind = ucalloc(1+orig_n, sizeof(int));
val = ucalloc(1+orig_n, sizeof(double));
for (k = 1; k <= orig_m; k++)
{ rii = lpx_get_rii(lp, k);
temp = 0.0;
len = lpx_get_mat_row(lp, k, ind, val);
for (t = 1; t <= len; t++)
{ sjj = lpx_get_sjj(lp, ind[t]);
temp += (rii * val[t] * sjj) * col_pval[ind[t]];
}
row_pval[k] = temp;
}
ufree(ind);
ufree(val);
/* compute dual values of auxiliary variables */
for (k = 1; k <= orig_m; k++)
{ type = lpx_get_row_type(lp, k);
i = ref[k];
switch (type)
{
case LPX_FR:
insist(i == 0);
row_dval[k] = 0.0;
break;
case LPX_LO:
case LPX_UP:
case LPX_DB:
case LPX_FX:
insist(1 <= i && i <= m);
row_dval[k] = (dir == LPX_MIN ? +1.0 : -1.0) * y[i];
break;
default:
insist(type != type);
}
}
/* compute dual values of structural variables */
/* dS = cS - A' * (dR - cR) */
ind = ucalloc(1+orig_m, sizeof(int));
val = ucalloc(1+orig_m, sizeof(double));
for (k = 1; k <= orig_n; k++)
{ sjj = lpx_get_sjj(lp, k);
temp = lpx_get_obj_coef(lp, k) / sjj;
len = lpx_get_mat_col(lp, k, ind, val);
for (t = 1; t <= len; t++)
{ rii = lpx_get_rii(lp, ind[t]);
temp -= (rii * val[t] * sjj) * row_dval[ind[t]];
}
col_dval[k] = temp;
}
ufree(ind);
ufree(val);
/* unscale solution of original LP */
for (i = 1; i <= orig_m; i++)
{ rii = lpx_get_rii(lp, i);
row_pval[i] /= rii;
row_dval[i] *= rii;
}
for (j = 1; j <= orig_n; j++)
{ sjj = lpx_get_sjj(lp, j);
col_pval[j] *= sjj;
col_dval[j] /= sjj;
}
return;
}
void lpx_check_kkt(LPX *lp, int scaled, LPXKKT *kkt)
{ int m = lpx_get_num_rows(lp);
int n = lpx_get_num_cols(lp);
#if 0 /* 21/XII-2003 */
int *typx = lp->typx;
double *lb = lp->lb;
double *ub = lp->ub;
double *rs = lp->rs;
#else
int typx, tagx;
double lb, ub;
#endif
int dir = lpx_get_obj_dir(lp);
#if 0 /* 21/XII-2003 */
double *coef = lp->coef;
#endif
#if 0 /* 22/XII-2003 */
int *A_ptr = lp->A->ptr;
int *A_len = lp->A->len;
int *A_ndx = lp->A->ndx;
double *A_val = lp->A->val;
#endif
int *A_ndx;
double *A_val;
#if 0 /* 21/XII-2003 */
int *tagx = lp->tagx;
int *posx = lp->posx;
int *indx = lp->indx;
double *bbar = lp->bbar;
double *cbar = lp->cbar;
#endif
int beg, end, i, j, k, t;
double cR_i, cS_j, c_k, xR_i, xS_j, x_k, dR_i, dS_j, d_k;
double g_i, h_k, u_j, v_k, temp, rii, sjj;
if (lpx_get_prim_stat(lp) == LPX_P_UNDEF)
xfault("lpx_check_kkt: primal basic solution is undefined\n");
if (lpx_get_dual_stat(lp) == LPX_D_UNDEF)
xfault("lpx_check_kkt: dual basic solution is undefined\n");
/*--------------------------------------------------------------*/
/* compute largest absolute and relative errors and corresponding
row indices for the condition (KKT.PE) */
kkt->pe_ae_max = 0.0, kkt->pe_ae_row = 0;
kkt->pe_re_max = 0.0, kkt->pe_re_row = 0;
A_ndx = xcalloc(1+n, sizeof(int));
A_val = xcalloc(1+n, sizeof(double));
for (i = 1; i <= m; i++)
{ /* determine xR[i] */
#if 0 /* 21/XII-2003 */
if (tagx[i] == LPX_BS)
xR_i = bbar[posx[i]];
else
xR_i = spx_eval_xn_j(lp, posx[i] - m);
#else
lpx_get_row_info(lp, i, NULL, &xR_i, NULL);
xR_i *= lpx_get_rii(lp, i);
#endif
/* g[i] := xR[i] */
g_i = xR_i;
/* g[i] := g[i] - (i-th row of A) * xS */
beg = 1;
end = lpx_get_mat_row(lp, i, A_ndx, A_val);
for (t = beg; t <= end; t++)
{ j = m + A_ndx[t]; /* a[i,j] != 0 */
/* determine xS[j] */
#if 0 /* 21/XII-2003 */
if (tagx[j] == LPX_BS)
xS_j = bbar[posx[j]];
else
xS_j = spx_eval_xn_j(lp, posx[j] - m);
#else
lpx_get_col_info(lp, j-m, NULL, &xS_j, NULL);
xS_j /= lpx_get_sjj(lp, j-m);
#endif
/* g[i] := g[i] - a[i,j] * xS[j] */
rii = lpx_get_rii(lp, i);
sjj = lpx_get_sjj(lp, j-m);
g_i -= (rii * A_val[t] * sjj) * xS_j;
}
/* unscale xR[i] and g[i] (if required) */
if (!scaled)
{ rii = lpx_get_rii(lp, i);
xR_i /= rii, g_i /= rii;
}
/* determine absolute error */
temp = fabs(g_i);
if (kkt->pe_ae_max < temp)
kkt->pe_ae_max = temp, kkt->pe_ae_row = i;
/* determine relative error */
temp /= (1.0 + fabs(xR_i));
if (kkt->pe_re_max < temp)
kkt->pe_re_max = temp, kkt->pe_re_row = i;
}
xfree(A_ndx);
xfree(A_val);
/* estimate the solution quality */
if (kkt->pe_re_max <= 1e-9)
kkt->pe_quality = 'H';
else if (kkt->pe_re_max <= 1e-6)
kkt->pe_quality = 'M';
else if (kkt->pe_re_max <= 1e-3)
kkt->pe_quality = 'L';
else
kkt->pe_quality = '?';
/*--------------------------------------------------------------*/
/* compute largest absolute and relative errors and corresponding
variable indices for the condition (KKT.PB) */
kkt->pb_ae_max = 0.0, kkt->pb_ae_ind = 0;
kkt->pb_re_max = 0.0, kkt->pb_re_ind = 0;
for (k = 1; k <= m+n; k++)
{ /* determine x[k] */
if (k <= m)
{ lpx_get_row_bnds(lp, k, &typx, &lb, &ub);
rii = lpx_get_rii(lp, k);
lb *= rii;
ub *= rii;
lpx_get_row_info(lp, k, &tagx, &x_k, NULL);
x_k *= rii;
}
else
{ lpx_get_col_bnds(lp, k-m, &typx, &lb, &ub);
sjj = lpx_get_sjj(lp, k-m);
lb /= sjj;
ub /= sjj;
lpx_get_col_info(lp, k-m, &tagx, &x_k, NULL);
x_k /= sjj;
}
/* skip non-basic variable */
if (tagx != LPX_BS) continue;
/* compute h[k] */
h_k = 0.0;
switch (typx)
{ case LPX_FR:
break;
case LPX_LO:
if (x_k < lb) h_k = x_k - lb;
break;
case LPX_UP:
if (x_k > ub) h_k = x_k - ub;
break;
case LPX_DB:
case LPX_FX:
if (x_k < lb) h_k = x_k - lb;
if (x_k > ub) h_k = x_k - ub;
break;
default:
xassert(typx != typx);
}
/* unscale x[k] and h[k] (if required) */
if (!scaled)
{ if (k <= m)
{ rii = lpx_get_rii(lp, k);
x_k /= rii, h_k /= rii;
}
else
{ sjj = lpx_get_sjj(lp, k-m);
x_k *= sjj, h_k *= sjj;
}
}
/* determine absolute error */
temp = fabs(h_k);
if (kkt->pb_ae_max < temp)
kkt->pb_ae_max = temp, kkt->pb_ae_ind = k;
/* determine relative error */
temp /= (1.0 + fabs(x_k));
if (kkt->pb_re_max < temp)
kkt->pb_re_max = temp, kkt->pb_re_ind = k;
}
/* estimate the solution quality */
if (kkt->pb_re_max <= 1e-9)
kkt->pb_quality = 'H';
else if (kkt->pb_re_max <= 1e-6)
kkt->pb_quality = 'M';
else if (kkt->pb_re_max <= 1e-3)
kkt->pb_quality = 'L';
else
kkt->pb_quality = '?';
/*--------------------------------------------------------------*/
/* compute largest absolute and relative errors and corresponding
column indices for the condition (KKT.DE) */
kkt->de_ae_max = 0.0, kkt->de_ae_col = 0;
kkt->de_re_max = 0.0, kkt->de_re_col = 0;
A_ndx = xcalloc(1+m, sizeof(int));
A_val = xcalloc(1+m, sizeof(double));
for (j = m+1; j <= m+n; j++)
{ /* determine cS[j] */
#if 0 /* 21/XII-2003 */
cS_j = coef[j];
#else
sjj = lpx_get_sjj(lp, j-m);
cS_j = lpx_get_obj_coef(lp, j-m) * sjj;
#endif
/* determine dS[j] */
#if 0 /* 21/XII-2003 */
if (tagx[j] == LPX_BS)
dS_j = 0.0;
else
dS_j = cbar[posx[j] - m];
#else
lpx_get_col_info(lp, j-m, NULL, NULL, &dS_j);
dS_j *= sjj;
#endif
/* u[j] := dS[j] - cS[j] */
u_j = dS_j - cS_j;
/* u[j] := u[j] + (j-th column of A) * (dR - cR) */
beg = 1;
end = lpx_get_mat_col(lp, j-m, A_ndx, A_val);
for (t = beg; t <= end; t++)
{ i = A_ndx[t]; /* a[i,j] != 0 */
/* determine cR[i] */
#if 0 /* 21/XII-2003 */
cR_i = coef[i];
#else
cR_i = 0.0;
#endif
/* determine dR[i] */
#if 0 /* 21/XII-2003 */
if (tagx[i] == LPX_BS)
dR_i = 0.0;
else
dR_i = cbar[posx[i] - m];
#else
lpx_get_row_info(lp, i, NULL, NULL, &dR_i);
rii = lpx_get_rii(lp, i);
dR_i /= rii;
#endif
/* u[j] := u[j] + a[i,j] * (dR[i] - cR[i]) */
rii = lpx_get_rii(lp, i);
sjj = lpx_get_sjj(lp, j-m);
u_j += (rii * A_val[t] * sjj) * (dR_i - cR_i);
}
/* unscale cS[j], dS[j], and u[j] (if required) */
if (!scaled)
{ sjj = lpx_get_sjj(lp, j-m);
cS_j /= sjj, dS_j /= sjj, u_j /= sjj;
}
/* determine absolute error */
temp = fabs(u_j);
if (kkt->de_ae_max < temp)
kkt->de_ae_max = temp, kkt->de_ae_col = j - m;
/* determine relative error */
temp /= (1.0 + fabs(dS_j - cS_j));
if (kkt->de_re_max < temp)
kkt->de_re_max = temp, kkt->de_re_col = j - m;
}
xfree(A_ndx);
xfree(A_val);
/* estimate the solution quality */
if (kkt->de_re_max <= 1e-9)
kkt->de_quality = 'H';
else if (kkt->de_re_max <= 1e-6)
kkt->de_quality = 'M';
else if (kkt->de_re_max <= 1e-3)
kkt->de_quality = 'L';
else
kkt->de_quality = '?';
/*--------------------------------------------------------------*/
/* compute largest absolute and relative errors and corresponding
variable indices for the condition (KKT.DB) */
kkt->db_ae_max = 0.0, kkt->db_ae_ind = 0;
kkt->db_re_max = 0.0, kkt->db_re_ind = 0;
for (k = 1; k <= m+n; k++)
{ /* determine c[k] */
#if 0 /* 21/XII-2003 */
c_k = coef[k];
#else
if (k <= m)
c_k = 0.0;
else
{ sjj = lpx_get_sjj(lp, k-m);
c_k = lpx_get_obj_coef(lp, k-m) / sjj;
}
#endif
/* determine d[k] */
#if 0 /* 21/XII-2003 */
d_k = cbar[j-m];
#else
if (k <= m)
{ lpx_get_row_info(lp, k, &tagx, NULL, &d_k);
rii = lpx_get_rii(lp, k);
d_k /= rii;
}
else
{ lpx_get_col_info(lp, k-m, &tagx, NULL, &d_k);
sjj = lpx_get_sjj(lp, k-m);
d_k *= sjj;
}
#endif
/* skip basic variable */
if (tagx == LPX_BS) continue;
/* compute v[k] */
v_k = 0.0;
switch (tagx)
{ case LPX_NL:
switch (dir)
{ case LPX_MIN:
if (d_k < 0.0) v_k = d_k;
break;
case LPX_MAX:
if (d_k > 0.0) v_k = d_k;
break;
default:
xassert(dir != dir);
}
break;
case LPX_NU:
switch (dir)
{ case LPX_MIN:
if (d_k > 0.0) v_k = d_k;
break;
case LPX_MAX:
if (d_k < 0.0) v_k = d_k;
break;
default:
xassert(dir != dir);
}
break;
case LPX_NF:
v_k = d_k;
break;
case LPX_NS:
break;
default:
xassert(tagx != tagx);
}
/* unscale c[k], d[k], and v[k] (if required) */
if (!scaled)
{ if (k <= m)
{ rii = lpx_get_rii(lp, k);
c_k *= rii, d_k *= rii, v_k *= rii;
}
else
{ sjj = lpx_get_sjj(lp, k-m);
c_k /= sjj, d_k /= sjj, v_k /= sjj;
}
}
/* determine absolute error */
temp = fabs(v_k);
if (kkt->db_ae_max < temp)
kkt->db_ae_max = temp, kkt->db_ae_ind = k;
/* determine relative error */
temp /= (1.0 + fabs(d_k - c_k));
if (kkt->db_re_max < temp)
kkt->db_re_max = temp, kkt->db_re_ind = k;
}
/* estimate the solution quality */
if (kkt->db_re_max <= 1e-9)
kkt->db_quality = 'H';
else if (kkt->db_re_max <= 1e-6)
kkt->db_quality = 'M';
else if (kkt->db_re_max <= 1e-3)
kkt->db_quality = 'L';
else
kkt->db_quality = '?';
/* complementary slackness is always satisfied by definition for
any basic solution, so not checked */
kkt->cs_ae_max = 0.0, kkt->cs_ae_ind = 0;
kkt->cs_re_max = 0.0, kkt->cs_re_ind = 0;
kkt->cs_quality = 'H';
return;
}
static void transform(struct dsa *dsa)
{ /* transform original LP to standard formulation */
LPX *lp = dsa->lp;
int orig_m = dsa->orig_m;
int orig_n = dsa->orig_n;
int *ref = dsa->ref;
int m = dsa->m;
int n = dsa->n;
double *b = dsa->b;
double *c = dsa->c;
int i, j, k, type, t, ii, len, *ind;
double lb, ub, coef, rii, sjj, *val;
/* initialize components of transformed LP */
dsa->ne = 0;
for (i = 1; i <= m; i++) b[i] = 0.0;
c[0] = lpx_get_obj_coef(lp, 0);
for (j = 1; j <= n; j++) c[j] = 0.0;
/* i and j are, respectively, ordinal number of current row and
ordinal number of current column in transformed LP */
i = j = 0;
/* transform rows (auxiliary variables) */
for (k = 1; k <= orig_m; k++)
{ type = lpx_get_row_type(lp, k);
rii = lpx_get_rii(lp, k);
lb = lpx_get_row_lb(lp, k) * rii;
ub = lpx_get_row_ub(lp, k) * rii;
switch (type)
{
case LPX_FR:
/* source: -inf < (L.F.) < +inf */
/* result: ignore free row */
ref[k] = 0;
break;
case LPX_LO:
/* source: lb <= (L.F.) < +inf */
/* result: (L.F.) - x' = lb, x' >= 0 */
i++;
j++;
ref[k] = i;
new_coef(dsa, i, j, -1.0);
b[i] = lb;
break;
case LPX_UP:
/* source: -inf < (L.F.) <= ub */
/* result: (L.F.) + x' = ub, x' >= 0 */
i++;
j++;
ref[k] = i;
new_coef(dsa, i, j, +1.0);
b[i] = ub;
break;
case LPX_DB:
/* source: lb <= (L.F.) <= ub */
/* result: (L.F.) - x' = lb, x' + x'' = ub - lb */
i++;
j++;
ref[k] = i;
new_coef(dsa, i, j, -1.0);
b[i] = lb;
i++;
new_coef(dsa, i, j, +1.0);
j++;
new_coef(dsa, i, j, +1.0);
b[i] = ub - lb;
break;
case LPX_FX:
/* source: (L.F.) = lb */
/* result: (L.F.) = lb */
i++;
ref[k] = i;
b[i] = lb;
break;
default:
insist(type != type);
}
}
/* transform columns (structural variables) */
ind = ucalloc(1+orig_m, sizeof(int));
val = ucalloc(1+orig_m, sizeof(double));
for (k = 1; k <= orig_n; k++)
{ type = lpx_get_col_type(lp, k);
sjj = lpx_get_sjj(lp, k);
lb = lpx_get_col_lb(lp, k) / sjj;
ub = lpx_get_col_ub(lp, k) / sjj;
coef = lpx_get_obj_coef(lp, k) * sjj;
len = lpx_get_mat_col(lp, k, ind, val);
for (t = 1; t <= len; t++)
val[t] *= (lpx_get_rii(lp, ind[t]) * sjj);
switch (type)
{
case LPX_FR:
/* source: -inf < x < +inf */
/* result: x = x' - x'', x' >= 0, x'' >= 0 */
j++;
ref[orig_m+k] = j;
for (t = 1; t <= len; t++)
{ ii = ref[ind[t]];
if (ii != 0) new_coef(dsa, ii, j, +val[t]);
}
c[j] = +coef;
j++;
for (t = 1; t <= len; t++)
{ ii = ref[ind[t]];
if (ii != 0) new_coef(dsa, ii, j, -val[t]);
}
c[j] = -coef;
break;
case LPX_LO:
/* source: lb <= x < +inf */
/* result: x = lb + x', x' >= 0 */
j++;
ref[orig_m+k] = j;
for (t = 1; t <= len; t++)
{ ii = ref[ind[t]];
if (ii != 0)
{ new_coef(dsa, ii, j, val[t]);
b[ii] -= val[t] * lb;
}
}
c[j] = +coef;
c[0] += c[j] * lb;
break;
case LPX_UP:
/* source: -inf < x <= ub */
/* result: x = ub - x', x' >= 0 */
j++;
ref[orig_m+k] = j;
for (t = 1; t <= len; t++)
{ ii = ref[ind[t]];
if (ii != 0)
{ new_coef(dsa, ii, j, -val[t]);
b[ii] -= val[t] * ub;
}
}
c[j] = -coef;
c[0] -= c[j] * ub;
break;
case LPX_DB:
/* source: lb <= x <= ub */
/* result: x = lb + x', x' + x'' = ub - lb */
j++;
ref[orig_m+k] = j;
for (t = 1; t <= len; t++)
{ ii = ref[ind[t]];
if (ii != 0)
{ new_coef(dsa, ii, j, val[t]);
b[ii] -= val[t] * lb;
}
}
c[j] = +coef;
c[0] += c[j] * lb;
i++;
new_coef(dsa, i, j, +1.0);
j++;
new_coef(dsa, i, j, +1.0);
b[i] = ub - lb;
break;
case LPX_FX:
/* source: x = lb */
/* result: just substitute */
ref[orig_m+k] = 0;
for (t = 1; t <= len; t++)
{ ii = ref[ind[t]];
if (ii != 0) b[ii] -= val[t] * lb;
}
c[0] += coef * lb;
break;
default:
insist(type != type);
}
}
ufree(ind);
ufree(val);
/* end of transformation */
insist(i == m && j == n);
/* change the objective sign in case of maximization */
if (lpx_get_obj_dir(lp) == LPX_MAX)
for (j = 0; j <= n; j++) c[j] = -c[j];
return;
}
int lpx_integer(LPX *mip)
{ int m = lpx_get_num_rows(mip);
int n = lpx_get_num_cols(mip);
MIPTREE *tree;
LPX *lp;
int ret, i, j, stat, type, len, *ind;
double lb, ub, coef, *val;
#if 0
/* the problem must be of MIP class */
if (lpx_get_class(mip) != LPX_MIP)
{ print("lpx_integer: problem is not of MIP class");
ret = LPX_E_FAULT;
goto done;
}
#endif
/* an optimal solution of LP relaxation must be known */
if (lpx_get_status(mip) != LPX_OPT)
{ print("lpx_integer: optimal solution of LP relaxation required"
);
ret = LPX_E_FAULT;
goto done;
}
/* bounds of all integer variables must be integral */
for (j = 1; j <= n; j++)
{ if (lpx_get_col_kind(mip, j) != LPX_IV) continue;
type = lpx_get_col_type(mip, j);
if (type == LPX_LO || type == LPX_DB || type == LPX_FX)
{ lb = lpx_get_col_lb(mip, j);
if (lb != floor(lb))
{ print("lpx_integer: integer column %d has non-integer lo"
"wer 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(mip, j);
if (ub != floor(ub))
{ print("lpx_integer: integer column %d has non-integer up"
"per bound %g", j, ub);
ret = LPX_E_FAULT;
goto done;
}
}
}
/* it seems all is ok */
if (lpx_get_int_parm(mip, LPX_K_MSGLEV) >= 2)
print("Integer optimization begins...");
/* create the branch-and-bound tree */
tree = mip_create_tree(m, n, lpx_get_obj_dir(mip));
/* set up column kinds */
for (j = 1; j <= n; j++)
tree->int_col[j] = (lpx_get_col_kind(mip, j) == LPX_IV);
/* access the LP relaxation template */
lp = tree->lp;
/* set up the objective function */
tree->int_obj = 1;
for (j = 0; j <= tree->n; j++)
{ coef = lpx_get_obj_coef(mip, j);
lpx_set_obj_coef(lp, j, coef);
if (coef != 0.0 && !(tree->int_col[j] && coef == floor(coef)))
tree->int_obj = 0;
}
if (lpx_get_int_parm(mip, LPX_K_MSGLEV) >= 2 && tree->int_obj)
print("Objective function is integral");
/* set up the constraint matrix */
ind = xcalloc(1+n, sizeof(int));
val = xcalloc(1+n, sizeof(double));
for (i = 1; i <= m; i++)
{ len = lpx_get_mat_row(mip, i, ind, val);
lpx_set_mat_row(lp, i, len, ind, val);
}
xfree(ind);
xfree(val);
/* set up scaling matrices */
for (i = 1; i <= m; i++)
lpx_set_rii(lp, i, lpx_get_rii(mip, i));
for (j = 1; j <= n; j++)
lpx_set_sjj(lp, j, lpx_get_sjj(mip, j));
/* revive the root subproblem */
mip_revive_node(tree, 1);
/* set up row attributes for the root subproblem */
for (i = 1; i <= m; i++)
{ type = lpx_get_row_type(mip, i);
lb = lpx_get_row_lb(mip, i);
ub = lpx_get_row_ub(mip, i);
stat = lpx_get_row_stat(mip, i);
lpx_set_row_bnds(lp, i, type, lb, ub);
lpx_set_row_stat(lp, i, stat);
}
/* set up column attributes for the root subproblem */
for (j = 1; j <= n; j++)
{ type = lpx_get_col_type(mip, j);
lb = lpx_get_col_lb(mip, j);
ub = lpx_get_col_ub(mip, j);
stat = lpx_get_col_stat(mip, j);
lpx_set_col_bnds(lp, j, type, lb, ub);
lpx_set_col_stat(lp, j, stat);
}
/* freeze the root subproblem */
mip_freeze_node(tree);
/* inherit some control parameters and statistics */
tree->msg_lev = lpx_get_int_parm(mip, LPX_K_MSGLEV);
if (tree->msg_lev > 2) tree->msg_lev = 2;
tree->branch = lpx_get_int_parm(mip, LPX_K_BRANCH);
tree->btrack = lpx_get_int_parm(mip, LPX_K_BTRACK);
tree->tol_int = lpx_get_real_parm(mip, LPX_K_TOLINT);
tree->tol_obj = lpx_get_real_parm(mip, LPX_K_TOLOBJ);
tree->tm_lim = lpx_get_real_parm(mip, LPX_K_TMLIM);
lpx_set_int_parm(lp, LPX_K_BFTYPE, lpx_get_int_parm(mip,
LPX_K_BFTYPE));
lpx_set_int_parm(lp, LPX_K_PRICE, lpx_get_int_parm(mip,
LPX_K_PRICE));
lpx_set_real_parm(lp, LPX_K_RELAX, lpx_get_real_parm(mip,
LPX_K_RELAX));
lpx_set_real_parm(lp, LPX_K_TOLBND, lpx_get_real_parm(mip,
LPX_K_TOLBND));
lpx_set_real_parm(lp, LPX_K_TOLDJ, lpx_get_real_parm(mip,
LPX_K_TOLDJ));
lpx_set_real_parm(lp, LPX_K_TOLPIV, lpx_get_real_parm(mip,
LPX_K_TOLPIV));
lpx_set_int_parm(lp, LPX_K_ITLIM, lpx_get_int_parm(mip,
LPX_K_ITLIM));
lpx_set_int_parm(lp, LPX_K_ITCNT, lpx_get_int_parm(mip,
LPX_K_ITCNT));
/* reset the status of MIP solution */
lpx_put_mip_soln(mip, LPX_I_UNDEF, NULL, NULL);
/* try solving the problem */
ret = mip_driver(tree);
/* if an integer feasible solution has been found, copy it to the
MIP problem object */
if (tree->found)
lpx_put_mip_soln(mip, LPX_I_FEAS, &tree->mipx[0],
&tree->mipx[m]);
/* copy back statistics about spent resources */
lpx_set_real_parm(mip, LPX_K_TMLIM, tree->tm_lim);
lpx_set_int_parm(mip, LPX_K_ITLIM, lpx_get_int_parm(lp,
LPX_K_ITLIM));
lpx_set_int_parm(mip, LPX_K_ITCNT, lpx_get_int_parm(lp,
LPX_K_ITCNT));
/* analyze exit code reported by the mip driver */
switch (ret)
{ case MIP_E_OK:
if (tree->found)
{ if (lpx_get_int_parm(mip, LPX_K_MSGLEV) >= 3)
print("INTEGER OPTIMAL SOLUTION FOUND");
lpx_put_mip_soln(mip, LPX_I_OPT, NULL, NULL);
}
else
{ if (lpx_get_int_parm(mip, LPX_K_MSGLEV) >= 3)
print("PROBLEM HAS NO INTEGER FEASIBLE SOLUTION");
lpx_put_mip_soln(mip, LPX_I_NOFEAS, NULL, NULL);
}
ret = LPX_E_OK;
break;
case MIP_E_ITLIM:
if (lpx_get_int_parm(mip, LPX_K_MSGLEV) >= 3)
print("ITERATIONS LIMIT EXCEEDED; SEARCH TERMINATED");
ret = LPX_E_ITLIM;
break;
case MIP_E_TMLIM:
if (lpx_get_int_parm(mip, LPX_K_MSGLEV) >= 3)
print("TIME LIMIT EXCEEDED; SEARCH TERMINATED");
ret = LPX_E_TMLIM;
break;
case MIP_E_ERROR:
if (lpx_get_int_parm(mip, LPX_K_MSGLEV) >= 1)
print("lpx_integer: cannot solve current LP relaxation");
ret = LPX_E_SING;
break;
default:
xassert(ret != ret);
}
/* delete the branch-and-bound tree */
mip_delete_tree(tree);
done: /* return to the application program */
return ret;
}