static int
dumpx (CPXENVptr env, CPXLPptr lp)
{
int status = 0;
CPXDIM cols, c;
CPXSIZE surplus;
char *name, buffer[8];
double x;
cols = CPXXgetnumcols (env, lp);
for (c = 0; c < cols; ++c) {
status = CPXXgetx (env, lp, &x, c, c);
if ( status ) {
fprintf (stderr,
"Failed to read value for column %d: %d\n", c, status);
goto TERMINATE;
}
status = CPXXgetcolname (env, lp, &name, buffer, sizeof (buffer),
&surplus, c, c);
if ( status ) {
fprintf (stderr,
"Failed to read name for column %d: %d\n", c, status);
goto TERMINATE;
}
printf ("%8s: %15.6f\n", name, x);
}
TERMINATE:
return status;
} /* END dumpx */
int
main (void)
{
int status;
CPXENVptr env;
CPXLPptr lp;
CPXDIM i;
double x[NUMCOLS];
double cpi[NUMCOLS];
double rpi[NUMROWS];
double qpi[NUMQS];
double slack[NUMROWS], qslack[NUMQS];
double kktsum[NUMCOLS];
/* ********************************************************************** *
* *
* S E T U P P R O B L E M *
* *
* ********************************************************************** */
/* Create CPLEX environment and enable screen output.
*/
env = CPXXopenCPLEX (&status);
if ( status != 0 )
goto TERMINATE;
status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status != 0 )
goto TERMINATE;
/* Create the problem object and populate it.
*/
lp = CPXXcreateprob (env, &status, "qcpdual");
if ( status != 0 )
goto TERMINATE;
status = CPXXnewcols (env, lp, NUMCOLS, obj, lb, ub, NULL, cname);
if ( status != 0 )
goto TERMINATE;
status = CPXXaddrows (env, lp, 0, NUMROWS, NUMNZS, rhs, sense,
rmatbeg, rmatind, rmatval, NULL, rname);
if ( status != 0 )
goto TERMINATE;
for (i = 0; i < NUMQS; ++i) {
CPXNNZ const linend = (i == NUMQS - 1) ? NUMLINNZ : linbeg[i + 1];
CPXNNZ const quadend = (i == NUMQS - 1) ? NUMQUADNZ : quadbeg[i + 1];
status = CPXXaddqconstr (env, lp, linend - linbeg[i],
quadend - quadbeg[i], qrhs[i], qsense[i],
&linind[linbeg[i]], &linval[linbeg[i]],
&quadrow[quadbeg[i]], &quadcol[quadbeg[i]],
&quadval[quadbeg[i]], qname[i]);
if ( status != 0 )
goto TERMINATE;
}
/* ********************************************************************** *
* *
* O P T I M I Z E P R O B L E M *
* *
* ********************************************************************** */
status = CPXXsetdblparam (env, CPXPARAM_Barrier_QCPConvergeTol, 1e-10);
if ( status != 0 )
goto TERMINATE;
/* Solve the problem.
*/
status = CPXXbaropt (env, lp);
if ( status != 0 )
goto TERMINATE;
if ( CPXXgetstat (env, lp) != CPX_STAT_OPTIMAL ) {
fprintf (stderr, "No optimal solution found!\n");
goto TERMINATE;
}
/* ********************************************************************** *
* *
* Q U E R Y S O L U T I O N *
* *
* ********************************************************************** */
/* Optimal solution and slacks for linear and quadratic constraints. */
status = CPXXgetx (env, lp, x, 0, NUMCOLS - 1);
if ( status != 0 )
goto TERMINATE;
status = CPXXgetslack (env, lp, slack, 0, NUMROWS - 1);
if ( status != 0 )
goto TERMINATE;
status = CPXXgetqconstrslack (env, lp, qslack, 0, NUMQS - 1);
if ( status != 0 )
goto TERMINATE;
/* Dual multipliers for linear constraints and bound constraints. */
status = CPXXgetdj (env, lp, cpi, 0, NUMCOLS - 1);
if ( status != 0 )
goto TERMINATE;
status = CPXXgetpi (env, lp, rpi, 0, NUMROWS - 1);
if ( status != 0 )
goto TERMINATE;
status = getqconstrmultipliers (env, lp, x, qpi, ZEROTOL);
if ( status != 0 )
goto TERMINATE;
/* ********************************************************************** *
* *
* C H E C K K K T C O N D I T I O N S *
* *
* Here we verify that the optimal solution computed by CPLEX (and *
* the qpi[] values computed above) satisfy the KKT conditions. *
* *
* ********************************************************************** */
/* Primal feasibility: This example is about duals so we skip this test. */
/* Dual feasibility: We must verify
* - for <= constraints (linear or quadratic) the dual
* multiplier is non-positive.
* - for >= constraints (linear or quadratic) the dual
* multiplier is non-negative.
*/
for (i = 0; i < NUMROWS; ++i) {
switch (sense[i]) {
case 'E': /* nothing */ break;
case 'R': /* nothing */ break;
case 'L':
if ( rpi[i] > ZEROTOL ) {
fprintf (stderr,
"Dual feasibility test failed for <= row %d: %f\n",
i, rpi[i]);
status = -1;
goto TERMINATE;
}
break;
case 'G':
if ( rpi[i] < -ZEROTOL ) {
fprintf (stderr,
"Dual feasibility test failed for >= row %d: %f\n",
i, rpi[i]);
status = -1;
goto TERMINATE;
}
break;
}
}
for (i = 0; i < NUMQS; ++i) {
switch (qsense[i]) {
case 'E': /* nothing */ break;
case 'L':
if ( qpi[i] > ZEROTOL ) {
fprintf (stderr,
"Dual feasibility test failed for <= quad %d: %f\n",
i, qpi[i]);
status = -1;
goto TERMINATE;
}
break;
case 'G':
if ( qpi[i] < -ZEROTOL ) {
fprintf (stderr,
"Dual feasibility test failed for >= quad %d: %f\n",
i, qpi[i]);
status = -1;
goto TERMINATE;
}
break;
}
}
/* Complementary slackness.
* For any constraint the product of primal slack and dual multiplier
* must be 0.
*/
for (i = 0; i < NUMROWS; ++i) {
if ( sense[i] != 'E' && fabs (slack[i] * rpi[i]) > ZEROTOL ) {
fprintf (stderr,
"Complementary slackness test failed for row %d: %f\n",
i, fabs (slack[i] * rpi[i]));
status = -1;
goto TERMINATE;
}
}
for (i = 0; i < NUMQS; ++i) {
if ( qsense[i] != 'E' && fabs (qslack[i] * qpi[i]) > ZEROTOL ) {
fprintf (stderr,
"Complementary slackness test failed for quad %d: %f\n",
i, fabs (qslack[i] * qpi[i]));
status = -1;
goto TERMINATE;
}
}
for (i = 0; i < NUMCOLS; ++i) {
if ( ub[i] < CPX_INFBOUND ) {
double const slk = ub[i] - x[i];
double const dual = cpi[i] < -ZEROTOL ? cpi[i] : 0.0;
if ( fabs (slk * dual) > ZEROTOL ) {
fprintf (stderr,
"Complementary slackness test failed for ub %d: %f\n",
i, fabs (slk * dual));
status = -1;
goto TERMINATE;
}
}
if ( lb[i] > -CPX_INFBOUND ) {
double const slk = x[i] - lb[i];
double const dual = cpi[i] > ZEROTOL ? cpi[i] : 0.0;
if ( fabs (slk * dual) > ZEROTOL ) {
printf ("lb=%f, x=%f, cpi=%f\n", lb[i], x[i], cpi[i]);
fprintf (stderr,
"Complementary slackness test failed for lb %d: %f\n",
i, fabs (slk * dual));
status = -1;
goto TERMINATE;
}
}
}
/* Stationarity.
* The difference between objective function and gradient at optimal
* solution multiplied by dual multipliers must be 0, i.e., for the
* optimal solution x
* 0 == c
* - sum(r in rows) r'(x)*rpi[r]
* - sum(q in quads) q'(x)*qpi[q]
* - sum(c in cols) b'(x)*cpi[c]
* where r' and q' are the derivatives of a row or quadratic constraint,
* x is the optimal solution and rpi[r] and qpi[q] are the dual
* multipliers for row r and quadratic constraint q.
* b' is the derivative of a bound constraint and cpi[c] the dual bound
* multiplier for column c.
*/
/* Objective function. */
for (i = 0; i < NUMCOLS; ++i)
kktsum[i] = obj[i];
/* Linear constraints.
* The derivative of a linear constraint ax - b (<)= 0 is just a.
*/
for (i = 0; i < NUMROWS; ++i) {
CPXNNZ const end = (i == NUMROWS - 1) ? NUMNZS : rmatbeg[i + 1];
CPXNNZ k;
for (k = rmatbeg[i]; k < end; ++k)
kktsum[rmatind[k]] -= rpi[i] * rmatval[k];
}
/* Quadratic constraints.
* The derivative of a constraint xQx + ax - b <= 0 is
* Qx + Q'x + a.
*/
for (i = 0; i < NUMQS; ++i) {
CPXDIM j;
CPXNNZ k;
for (j = linbeg[i]; j < linbeg[i] + linnzcnt[i]; ++j)
kktsum[linind[j]] -= qpi[i] * linval[j];
for (k = quadbeg[i]; k < quadbeg[i] + quadnzcnt[i]; ++k) {
kktsum[quadrow[k]] -= qpi[i] * x[quadcol[k]] * quadval[k];
kktsum[quadcol[k]] -= qpi[i] * x[quadrow[k]] * quadval[k];
}
}
/* Bounds.
* The derivative for lower bounds is -1 and that for upper bounds
* is 1.
* CPLEX already returns dj with the appropriate sign so there is
* no need to distinguish between different bound types here.
*/
for (i = 0; i < NUMCOLS; ++i) {
kktsum[i] -= cpi[i];
}
for (i = 0; i < NUMCOLS; ++i) {
if ( fabs (kktsum[i]) > ZEROTOL ) {
fprintf (stderr, "Stationarity test failed at index %d: %f\n",
i, kktsum[i]);
status = -1;
goto TERMINATE;
}
}
/* KKT conditions satisfied. Dump out the optimal solutions and
* the dual values.
*/
printf ("Optimal solution satisfies KKT conditions.\n");
printf (" x[] =");
for (i = 0; i < NUMCOLS; ++i)
printf (" %7.3f", x[i]);
printf ("\n");
printf ("cpi[] =");
for (i = 0; i < NUMCOLS; ++i)
printf (" %7.3f", cpi[i]);
printf ("\n");
printf ("rpi[] =");
for (i = 0; i < NUMROWS; ++i)
printf (" %7.3f", rpi[i]);
printf ("\n");
printf ("qpi[] =");
for (i = 0; i < NUMQS; ++i)
printf (" %7.3f", qpi[i]);
printf ("\n");
TERMINATE:
/* ********************************************************************** *
* *
* C L E A N U P *
* *
* ********************************************************************** */
status = CPXXfreeprob (env, &lp);
if ( status != 0 ) {
fprintf (stderr, "WARNING: Failed to free problem: %d\n", status);
}
status = CPXXcloseCPLEX (&env);
if ( status != 0 ) {
fprintf (stderr, "WARNING: Failed to close CPLEX: %d\n", status);
}
return status;
}
int
main (int argc, char *argv[])
{
int status = 0;
int solstat;
/* 17 city problem */
const char* filename = "../../../examples/data/atsp.dat";
/* ATSP instance */
double **arc_cost = NULL;
CPXDIM num_nodes;
/* data required to print the optimal ATSP tour */
double objval;
CPXDIM num_x_cols;
double *x = NULL;
CPXDIM i, j;
CPXDIM *succ = NULL;
/* Cplex environment and master ILP */
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
/* Decide when Benders' cuts are going to be separated:
0: only when a integer solution if found
(i.e., wherefrom == CPX_CALLBACK_MIP_CUT_FEAS )
1: even to cut-off fractional solutions,
at the end of the cplex cut-loop
(i.e., wherefrom == CPX_CALLBACK_MIP_CUT_LAST ||
wherefrom == CPX_CALLBACK_MIP_CUT_FEAS ) */
int separate_fractional_solutions;
/* Cut callback data structure */
USER_CBHANDLE user_cbhandle;
user_cbhandle.env = NULL;
user_cbhandle.lp = NULL;
user_cbhandle.x = NULL;
user_cbhandle.indices = NULL;
user_cbhandle.ray = NULL;
user_cbhandle.cutval = NULL;
user_cbhandle.cutind = NULL;
/* Check the command line arguments */
if ( argc != 2 && argc != 3) {
usage (argv[0]);
goto TERMINATE;
}
if ( (argv[1][0] != '1' && argv[1][0] != '0') ||
argv[1][1] != '\0' ) {
usage (argv[0]);
goto TERMINATE;
}
separate_fractional_solutions = ( argv[1][0] == '0' ? 0 : 1 );
printf ("Benders' cuts separated to cut off: ");
if ( separate_fractional_solutions ) {
printf ("Integer and fractional infeasible solutions.\n");
}
else {
printf ("Only integer infeasible solutions.\n");
}
fflush (stdout);
if ( argc == 3 ) filename = argv[2];
/* Read the ATSP instance */
status = read_ATSP (filename, &arc_cost, &num_nodes);
if ( status ) {
fprintf (stderr, "Error in read_ATSP, status = %d\n", status);
goto TERMINATE;
}
/* Init the CPLEX environment */
env = CPXXopenCPLEX (&status);
if ( env == NULL ) {
fprintf (stderr, "Failure in CPXXopenCPLEX, status = %d.\n", status);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr, "Failed to turn on screen indicator, status = %d.\n",
status);
goto TERMINATE;
}
/* Set MIP log interval to 1 */
status = CPXXsetcntparam (env, CPXPARAM_MIP_Interval, 1);
if ( status ) {
fprintf (stderr,
"Failed to set CPXPARAM_MIP_Interval, status = %d.\n", status);
goto TERMINATE;
}
/* Create the master ILP */
lp = CPXXcreateprob (env, &status, "master_ILP.lp");
if ( lp == NULL ) {
fprintf (stderr, "Failure in CPXXcreateprob, status = %d.\n", status);
goto TERMINATE;
}
status = create_master_ILP (env, lp, arc_cost, num_nodes);
if ( status ) {
fprintf (stderr,
"Failed to create the master ILP.\n");
goto TERMINATE;
}
/* Init the cut callback data structure */
status = init_user_cbhandle (&user_cbhandle, num_nodes,
separate_fractional_solutions);
if ( status ) {
fprintf (stderr,
"Failed to init the cut callback data structure, status = %d.\n",
status);
goto TERMINATE;
}
/* Set up environment parameters to use the function benders_callback
as cut callback function */
status = set_benders_callback (env, &user_cbhandle);
if ( status ) {
fprintf (stderr,
"Failure in function set_benders_callback: status = %d.\n",
status);
goto TERMINATE;
}
/* Optimize the problem and obtain solution status */
status = CPXXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP, status = %d.\n", status);
goto TERMINATE;
}
solstat = CPXXgetstat (env, lp);
printf ("\nSolution status: %d\n", solstat);
/* Write out the objective value */
if ( CPXXgetobjval (env, lp, &objval) ) {
printf ("Failed to obtain objective value.\n");
}
else {
printf ("Objective value: %17.10e\n", objval);
}
if ( solstat == CPXMIP_OPTIMAL ) {
/* Write out the optimal tour */
num_x_cols = CPXXgetnumcols (env, lp);
x = malloc (num_x_cols * sizeof(*x));
if ( x == NULL ) {
fprintf (stderr, "No memory for x array.\n");
status = -1;
goto TERMINATE;
}
status = CPXXgetx (env, lp, x, 0, num_x_cols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain solution, status = %d.\n", status);
goto TERMINATE;
}
succ = malloc (num_nodes * sizeof(*succ));
if ( succ == NULL ) {
fprintf (stderr, "No memory for succ array.\n");
status = -1;
goto TERMINATE;
}
for (j = 0; j < num_nodes; ++j)
succ[j] = -1;
for (i = 0; i < num_nodes; ++i) {
for (j = 0; j < num_nodes; ++j) {
if ( fabs (x[i * num_nodes + j]) > 1e-03 )
succ[i] = j;
}
}
printf ("Optimal tour:\n");
i = 0;
while ( succ[i] != 0 ) {
printf ("%d, ", i);
i = succ[i];
}
printf ("%d\n", i);
}
else {
printf ("Solution status is not CPX_STAT_OPTIMAL\n");
}
TERMINATE:
/* Free the allocated memory if necessary */
free_and_null ((char **) &x);
free_and_null ((char **) &succ);
if ( arc_cost != NULL ) {
for (i = 0; i < num_nodes; ++i) {
free_and_null ((char **) &(arc_cost[i]));
}
}
free_and_null ((char **) &arc_cost);
status = free_user_cbhandle (&user_cbhandle);
if ( status ) {
fprintf (stderr, "free_user_cbhandle failed, status = %d.\n",
status);
}
if ( lp != NULL ) {
int local_status = CPXXfreeprob (env, &lp);
if ( local_status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n",
local_status);
status = local_status;
}
}
/* Free the CPLEX environment, if necessary */
if ( env != NULL ) {
int local_status = CPXXcloseCPLEX (&env);
if ( local_status ) {
fprintf (stderr,
"Could not close CPLEX environment, status = %d.\n",
local_status);
status = local_status;
}
}
return status;
} /* END main */
int
main (void)
{
/* Declare variables and arrays where we will store the
optimization results including the status, objective value,
and variable values. */
int solstat;
double objval;
CPXDIM colcnt = 0;
double *x = NULL;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status;
int m, p;
/* Initialize the CPLEX environment */
env = CPXXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXXgeterrorstring will produce the text of
the error message. Note that CPXXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( env == NULL ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Formulate and solve the problem */
lp = CPXXcreateprob (env, &status, "food manufacturing");
/* A returned pointer of NULL may mean that not enough memory
was available or there was some other problem. In the case of
failure, an error message will have been written to the error
channel from inside CPLEX. In this example, the setting of
the parameter CPXPARAM_ScreenOutput causes the error message to
appear on stdout. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Build the model */
status = buildmodel (env, lp);
if ( status ) {
fprintf (stderr, "Failed to build model.\n");
goto TERMINATE;
}
/* Write a copy of the problem to a file. */
status = CPXXwriteprob (env, lp, "foodmanu.lp", NULL);
if ( status ) {
fprintf (stderr, "Failed to write LP to disk.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP.\n");
goto TERMINATE;
}
solstat = CPXXgetstat (env, lp);
/* Write solution status, objective and solution vector to the screen. */
printf ("\nSolution status = %d\n", solstat);
status = CPXXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr,"No MIP objective value available. Exiting...\n");
goto TERMINATE;
}
printf ("Solution value (maximum profit) = %f\n\n", objval);
colcnt = NUMVARS*NUMMONTHS*NUMPRODUCTS;
x = malloc (colcnt * sizeof(*x));
if ( x == NULL ) {
status = CPXERR_NO_MEMORY;
fprintf (stderr, "Could not allocate memory for solution.\n");
goto TERMINATE;
}
status = CPXXgetx (env, lp, x, 0, colcnt - 1);
if ( status ) {
fprintf (stderr, "Failed to get optimal integer x.\n");
goto TERMINATE;
}
for (m = 0; m < NUMMONTHS; m++) {
printf ("Month %d \n", m);
printf (" . buy ");
for (p = 0; p < NUMPRODUCTS; p++)
printf ("%f\t", x[varindex(m, p, BUY)]);
printf ("\n");
printf (" . use ");
for (p = 0; p < NUMPRODUCTS; p++)
printf ("%f\t", x[varindex (m, p, USE)]);
printf ("\n");
printf (" . store ");
for (p = 0; p < NUMPRODUCTS; p++)
printf ("%f\t", x[varindex (m, p, STORE)]);
printf ("\n");
}
/* Free problem */
status = CPXXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", status);
goto TERMINATE;
}
TERMINATE:
free_and_null ((char **) &x);
/* Free up the problem as allocated by CPXXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXXcloseCPLEX (&env);
/* Note that CPXXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( status ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
int
myoptimize (CPXENVptr env, CPXLPptr lp, double true_objval)
{
int status = 0;
int solstat = 0;
CPXDIM j;
double objval;
double *x = NULL;
CPXDIM cur_numcols = CPXXgetnumcols (env, lp);
/* Optimize the problem and obtain solution */
status = CPXXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP.\n");
goto TERMINATE;
}
solstat = CPXXgetstat (env, lp);
printf ("Solution status %d.\n", solstat);
status = CPXXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr,"Failed to obtain objective value.\n");
goto TERMINATE;
}
printf ("Objective value %.10g\n", objval);
/* Allocate space for solution */
x = malloc (cur_numcols * sizeof (*x));
if ( x == NULL ) {
fprintf (stderr, "No memory for solution values.\n");
goto TERMINATE;
}
status = CPXXgetx (env, lp, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write out the solution */
for (j = 0; j < cur_numcols; j++) {
if ( fabs (x[j]) > 1e-10 ) {
char *colname[1];
char namestore[6];
CPXSIZE surplus = 0;
status = CPXXgetcolname (env, lp, colname, namestore, 6,
&surplus, j, j);
if ( status ) {
namestore[0] = 0;
colname[0] = namestore;
}
printf ( "Column %3d (%5s): Value = %17.10g\n", j, colname[0], x[j]);
}
}
TERMINATE:
free_and_null ((char **) &x);
return (status);
}
int
main (void)
{
/* Declare pointers for the variables and arrays that will contain
the data which define the LP problem. The setproblemdata() routine
allocates space for the problem data. */
char *probname = NULL;
CPXDIM numcols;
CPXDIM numrows;
int objsen;
double *obj = NULL;
double *rhs = NULL;
char *sense = NULL;
CPXNNZ *matbeg = NULL;
CPXDIM *matcnt = NULL;
CPXDIM *matind = NULL;
double *matval = NULL;
double *lb = NULL;
double *ub = NULL;
char *ctype = NULL;
CPXNNZ *qmatbeg = NULL;
CPXDIM *qmatcnt = NULL;
CPXDIM *qmatind = NULL;
double *qmatval = NULL;
/* Declare and allocate space for the variables and arrays where we will
store the optimization results including the status, objective value,
variable values, and row slacks. */
int solstat;
double objval;
double x[NUMCOLS];
double slack[NUMROWS];
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status;
CPXDIM i, j;
CPXDIM cur_numrows, cur_numcols;
/* Initialize the CPLEX environment */
env = CPXXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXXgeterrorstring will produce the text of
the error message. Note that CPXXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( env == NULL ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Fill in the data for the problem. */
status = setproblemdata (&probname, &numcols, &numrows, &objsen, &obj,
&rhs, &sense, &matbeg, &matcnt, &matind, &matval,
&lb, &ub, &ctype, &qmatbeg, &qmatcnt, &qmatind,
&qmatval);
if ( status ) {
fprintf (stderr, "Failed to build problem data arrays.\n");
goto TERMINATE;
}
/* Create the problem. */
lp = CPXXcreateprob (env, &status, probname);
/* A returned pointer of NULL may mean that not enough memory
was available or there was some other problem. In the case of
failure, an error message will have been written to the error
channel from inside CPLEX. In this example, the setting of
the parameter CPXPARAM_ScreenOutput causes the error message to
appear on stdout. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now copy the problem data into the lp */
status = CPXXcopylp (env, lp, numcols, numrows, objsen, obj, rhs,
sense, matbeg, matcnt, matind, matval,
lb, ub, NULL);
if ( status ) {
fprintf (stderr, "Failed to copy problem data.\n");
goto TERMINATE;
}
/* Now copy the ctype array */
status = CPXXcopyctype (env, lp, ctype);
if ( status ) {
fprintf (stderr, "Failed to copy ctype\n");
goto TERMINATE;
}
status = CPXXcopyquad (env, lp, qmatbeg, qmatcnt, qmatind, qmatval);
if ( status ) {
fprintf (stderr, "Failed to copy quadratic matrix.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIQP.\n");
goto TERMINATE;
}
solstat = CPXXgetstat (env, lp);
/* Write the output to the screen. */
printf ("\nSolution status = %d\n", solstat);
status = CPXXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr,"No MIQP objective value available. Exiting...\n");
goto TERMINATE;
}
printf ("Solution value = %f\n\n", objval);
/* The size of the problem should be obtained by asking CPLEX what
the actual size is, rather than using what was passed to CPXXcopylp.
cur_numrows and cur_numcols store the current number of rows and
columns, respectively. */
cur_numrows = CPXXgetnumrows (env, lp);
cur_numcols = CPXXgetnumcols (env, lp);
status = CPXXgetx (env, lp, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to get optimal integer x.\n");
goto TERMINATE;
}
status = CPXXgetslack (env, lp, slack, 0, cur_numrows-1);
if ( status ) {
fprintf (stderr, "Failed to get optimal slack values.\n");
goto TERMINATE;
}
for (i = 0; i < cur_numrows; i++) {
printf ("Row %d: Slack = %10f\n", i, slack[i]);
}
for (j = 0; j < cur_numcols; j++) {
printf ("Column %d: Value = %10f\n", j, x[j]);
}
/* Finally, write a copy of the problem to a file. */
status = CPXXwriteprob (env, lp, "miqpex1.lp", NULL);
if ( status ) {
fprintf (stderr, "Failed to write LP to disk.\n");
goto TERMINATE;
}
TERMINATE:
/* Free up the problem as allocated by CPXXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXXcloseCPLEX (&env);
/* Note that CPXXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( status ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
/* Free up the problem data arrays, if necessary. */
free_and_null ((char **) &probname);
free_and_null ((char **) &obj);
free_and_null ((char **) &rhs);
free_and_null ((char **) &sense);
free_and_null ((char **) &matbeg);
free_and_null ((char **) &matcnt);
free_and_null ((char **) &matind);
free_and_null ((char **) &matval);
free_and_null ((char **) &lb);
free_and_null ((char **) &ub);
free_and_null ((char **) &ctype);
free_and_null ((char **) &qmatbeg);
free_and_null ((char **) &qmatcnt);
free_and_null ((char **) &qmatind);
free_and_null ((char **) &qmatval);
return (status);
} /* END main */
int
main (int argc, char *argv[])
{
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status = 0;
CPXDIM j;
CPXDIM numcols;
double totinv;
int solstat;
double objval;
double *x = NULL;
double rrhs[1];
char rsense[1];
CPXNNZ rmatbeg[1];
CPXDIM *indices = NULL;
double *values = NULL;
char *namestore = NULL;
char **nameptr = NULL;
CPXSIZE surplus, storespace;
const char * datadir = argc <= 1 ? "../../../examples/data" : argv[1];
char *prod = NULL;
prod = (char *) malloc (strlen (datadir) + 1 + strlen("prod.lp") + 1);
sprintf (prod, "%s/prod.lp", datadir);
/* Initialize the CPLEX environment */
env = CPXXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXXgeterrorstring will produce the text of
the error message. Note that CPXXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( env == NULL ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Create the problem, using the filename as the problem name */
lp = CPXXcreateprob (env, &status, "prod.lp");
/* A returned pointer of NULL may mean that not enough memory
was available or there was some other problem. In the case of
failure, an error message will have been written to the error
channel from inside CPLEX. In this example, the setting of
the parameter CPXPARAM_ScreenOutput causes the error message to
appear on stdout. Note that most CPLEX routines return
an error code to indicate the reason for failure. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now read the file, and copy the data into the created lp */
status = CPXXreadcopyprob (env, lp, prod, NULL);
if ( status ) {
fprintf (stderr, "Failed to read and copy the problem data.\n");
goto TERMINATE;
}
/* Tell presolve to do only primal reductions,
turn off simplex logging */
status = CPXXsetintparam (env, CPXPARAM_Preprocessing_Reduce, 1);
if ( status ) {
fprintf (stderr, "Failed to set CPXPARAM_Preprocessing_Reduce: %d\n",
status);
goto TERMINATE;
}
status = CPXXsetintparam (env, CPXPARAM_Simplex_Display, 0);
if ( status ) {
fprintf (stderr, "Failed to set CPXPARAM_Simplex_Display: %d\n", status);
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize profit LP.\n");
goto TERMINATE;
}
solstat = CPXXgetstat (env, lp);
status = CPXXgetobjval (env, lp, &objval);
if ( status || solstat != CPX_STAT_OPTIMAL ) {
fprintf (stderr, "Solution failed. Status %d, solstat %d.\n",
status, solstat);
goto TERMINATE;
}
printf ("Profit objective value is %g\n", objval);
/* Allocate space for column names */
numcols = CPXXgetnumcols (env, lp);
if ( !numcols ) {
fprintf (stderr, "No columns in problem\n");
goto TERMINATE;
}
CPXXgetcolname (env, lp, NULL, NULL, 0, &surplus, 0, numcols-1);
storespace = - surplus;
namestore = malloc (storespace * sizeof(*namestore));
nameptr = malloc (numcols * sizeof(*nameptr));
if ( namestore == NULL || nameptr == NULL ) {
fprintf (stderr, "No memory for column names\n");
goto TERMINATE;
}
status = CPXXgetcolname (env, lp, nameptr, namestore, storespace,
&surplus, 0, numcols-1);
if ( status ) {
fprintf (stderr, "Failed to get column names\n");
goto TERMINATE;
}
/* Allocate space for solution */
x = malloc (numcols * sizeof(*x));
if ( x == NULL ) {
fprintf (stderr,"No memory for solution.\n");
goto TERMINATE;
}
status = CPXXgetx (env, lp, x, 0, numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain primal solution.\n");
goto TERMINATE;
}
totinv = 0;
for (j = 0; j < numcols; j++) {
if ( !strncmp (nameptr[j], "inv", 3) ) totinv += x[j];
}
printf ("Inventory level under profit objective is %g\n", totinv);
/* Allocate space for a constraint */
indices = malloc (numcols * sizeof (*indices));
values = malloc (numcols * sizeof (*values));
if ( indices == NULL || values == NULL ) {
fprintf (stderr, "No memory for constraint\n");
goto TERMINATE;
}
/* Get profit objective and add it as a constraint */
status = CPXXgetobj (env, lp, values, 0, numcols-1);
if ( status ) {
fprintf (stderr,
"Failed to get profit objective. Status %d\n", status);
goto TERMINATE;
}
for (j = 0; j < numcols; j++) {
indices[j] = j;
}
rrhs[0] = objval - fabs (objval) * 1e-6;
rsense[0] = 'G';
rmatbeg[0] = 0;
status = CPXXpreaddrows (env, lp, 1, numcols, rrhs, rsense,
rmatbeg, indices, values, NULL);
if ( status ) {
fprintf (stderr,
"Failed to add objective as constraint. Status %d\n",
status);
goto TERMINATE;
}
/* Set up objective to maximize negative of sum of inventory */
totinv = 0;
for (j = 0; j < numcols; j++) {
if ( strncmp (nameptr[j], "inv", 3) ) {
values[j] = 0.0;
}
else {
values[j] = - 1.0;
}
}
status = CPXXprechgobj (env, lp, numcols, indices, values);
if ( status ) {
fprintf (stderr,
"Failed to change to inventory objective. Status %d\n",
status);
goto TERMINATE;
}
status = CPXXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Optimization on inventory level failed. Status %d.\n",
status);
goto TERMINATE;
}
solstat = CPXXgetstat (env, lp);
status = CPXXgetobjval (env, lp, &objval);
if ( status || solstat != CPX_STAT_OPTIMAL ) {
fprintf (stderr, "Solution failed. Status %d, solstat %d.\n",
status, solstat);
goto TERMINATE;
}
printf ("Inventory level after optimization is %g\n", -objval);
status = CPXXgetx (env, lp, x, 0, numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain primal solution.\n");
goto TERMINATE;
}
/* Write out the solution */
printf("Solution status: %d", solstat);
printf ("\n");
for (j = 0; j < numcols; j++) {
printf ( "%s: Value = %17.10g\n", nameptr[j], x[j]);
}
TERMINATE:
/* Free the filename */
free_and_null ((char **) &prod);
/* Free up the basis and solution */
free_and_null ((char **) &indices);
free_and_null ((char **) &values);
free_and_null ((char **) &nameptr);
free_and_null ((char **) &namestore);
free_and_null ((char **) &x);
/* Free up the problem, if necessary */
if ( lp != NULL ) {
status = CPXXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXXcloseCPLEX (&env);
/* Note that CPXXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( status ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
/*
* The function returns a true value if the tested KKT conditions are
* satisfied and false otherwise.
*/
static int
checkkkt (CPXCENVptr env, CPXLPptr lp, CPXDIM const *cone, double tol)
{
CPXDIM cols = CPXXgetnumcols (env, lp);
CPXDIM rows = CPXXgetnumrows (env, lp);
CPXDIM qcons = CPXXgetnumqconstrs (env, lp);
double *dslack = NULL, *pi = NULL, *socppi = NULL;
double *val = NULL, *rhs = NULL;
CPXDIM *ind = NULL;
char *sense = NULL;
double *x = NULL, *slack = NULL, *qslack = NULL;
double *sum = NULL;
qbuf_type qbuf;
CPXCHANNELptr resc, warnc, errc, logc;
int ok = 0, skip = 0;
int status;
CPXDIM i, j, q;
qbuf_init (&qbuf);
/* Get the channels on which we may report. */
if ( (status = CPXXgetchannels (env, &resc, &warnc, &errc, &logc)) != 0 )
goto TERMINATE;
/* Fetch results and problem data that we need to check the KKT
* conditions.
*/
CPXXmsg (logc, "Fetching results ... ");
if ( (cols > 0 && (dslack = malloc (cols * sizeof (*dslack))) == NULL) ||
(rows > 0 && (pi = malloc (rows * sizeof (*pi))) == NULL) ||
(qcons > 0 && (socppi = malloc (qcons * sizeof (*socppi))) == NULL) ||
(cols > 0 && (x = malloc (cols * sizeof (*x))) == NULL) ||
(rows > 0 && (sense = malloc (rows * sizeof (*sense))) == NULL ) ||
(rows > 0 && (slack = malloc (rows * sizeof (*slack))) == NULL ) ||
(qcons > 0 && (qslack = malloc (qcons * sizeof (*qslack))) == NULL) ||
(cols > 0 && (sum = malloc (cols * sizeof (*sum))) == NULL) ||
(cols > 0 && (val = malloc (cols * sizeof (*val))) == NULL) ||
(cols > 0 && (ind = malloc (cols * sizeof (*ind))) == NULL) ||
(rows > 0 && (rhs = malloc (rows * sizeof (*rhs))) == NULL) )
{
CPXXmsg (errc, "Out of memory!\n");
goto TERMINATE;
}
/* Fetch problem data. */
if ( (status = CPXXgetsense (env, lp, sense, 0, rows - 1)) != 0 )
goto TERMINATE;
if ( (status = CPXXgetrhs (env, lp, rhs, 0, rows - 1)) != 0 )
goto TERMINATE;
/* Fetch solution information. */
if ( (status = CPXXgetx (env, lp, x, 0, cols - 1)) != 0 )
goto TERMINATE;
if ( (status = CPXXgetpi (env, lp, pi, 0, rows - 1)) != 0 )
goto TERMINATE;
if ( (status = getsocpconstrmultipliers (env, lp, dslack, socppi)) != 0 )
goto TERMINATE;
if ( (status = CPXXgetslack (env, lp, slack, 0, rows - 1)) != 0 )
goto TERMINATE;
if ( (status = CPXXgetqconstrslack (env, lp, qslack, 0, qcons - 1)) != 0 )
goto TERMINATE;
CPXXmsg (logc, "ok.\n");
/* Print out the solution data we just fetched. */
CPXXmsg (resc, "x = [");
for (j = 0; j < cols; ++j)
CPXXmsg (resc, " %+7.3f", x[j]);
CPXXmsg (resc, " ]\n");
CPXXmsg (resc, "dslack = [");
for (j = 0; j < cols; ++j)
CPXXmsg (resc, " %+7.3f", dslack[j]);
CPXXmsg (resc, " ]\n");
CPXXmsg (resc, "pi = [");
for (i = 0; i < rows; ++i)
CPXXmsg (resc, " %+7.3f", pi[i]);
CPXXmsg (resc, " ]\n");
CPXXmsg (resc, "slack = [");
for (i = 0; i < rows; ++i)
CPXXmsg (resc, " %+7.3f", slack[i]);
CPXXmsg (resc, " ]\n");
CPXXmsg (resc, "socppi = [");
for (q = 0; q < qcons; ++q)
CPXXmsg (resc, " %+7.3f", socppi[q]);
CPXXmsg (resc, " ]\n");
CPXXmsg (resc, "qslack = [");
for (q = 0; q < qcons; ++q)
CPXXmsg (resc, " %+7.3f", qslack[q]);
CPXXmsg (resc, " ]\n");
/* Test primal feasibility. */
CPXXmsg (logc, "Testing primal feasibility ... ");
/* This example illustrates the use of dual vectors returned by CPLEX
* to verify dual feasibility, so we do not test primal feasibility
* here. */
CPXXmsg (logc, "ok.\n");
/* Test dual feasibility.
* We must have
* - for all <= constraints the respective pi value is non-negative,
* - for all >= constraints the respective pi value is non-positive,
* - since all quadratic constraints are <= constraints the socppi
* value must be non-negative for all quadratic constraints,
* - the dslack value for all non-cone variables must be non-negative.
* Note that we do not support ranged constraints here.
*/
CPXXmsg (logc, "Testing dual feasibility ... ");
for (i = 0; i < rows; ++i) {
switch (sense[i]) {
case 'L':
if ( pi[i] < -tol ) {
CPXXmsg (errc, "<= row %d has invalid dual multiplier %f.\n",
i, pi[i]);
goto TERMINATE;
}
break;
case 'G':
if ( pi[i] > tol ) {
CPXXmsg (errc, ">= row %d has invalid dual multiplier %f.\n",
i, pi[i]);
goto TERMINATE;
}
break;
case 'E':
/* Nothing to check here. */
break;
}
}
for (q = 0; q < qcons; ++q) {
if ( socppi[q] < -tol ) {
CPXXmsg (errc, "Quadratic constraint %d has invalid dual multiplier %f.\n",
q, socppi[q]);
goto TERMINATE;
}
}
for (j = 0; j < cols; ++j) {
if ( cone[j] == NOT_IN_CONE && dslack[j] < -tol ) {
CPXXmsg (errc, "dslack value for column %d is invalid: %f\n", j, dslack[j]);
goto TERMINATE;
}
}
CPXXmsg (logc, "ok.\n");
/* Test complementary slackness.
* For each constraint either the constraint must have zero slack or
* the dual multiplier for the constraint must be 0. Again, we must
* consider the special case in which a variable is not explicitly
* contained in a second order cone constraint (conestat[j] == 0).
*/
CPXXmsg (logc, "Testing complementary slackness ... ");
for (i = 0; i < rows; ++i) {
if ( fabs (slack[i]) > tol && fabs (pi[i]) > tol ) {
CPXXmsg (errc, "Complementary slackness not satisfied for row %d (%f, %f)\n",
i, slack[i], pi[i]);
goto TERMINATE;
}
}
for (q = 0; q < qcons; ++q) {
if ( fabs (qslack[q]) > tol && fabs (socppi[q]) > tol ) {
CPXXmsg (errc, "Complementary slackness not satisfied for cone %d (%f, %f).\n",
q, qslack[q], socppi[q]);
goto TERMINATE;
}
}
for (j = 0; j < cols; ++j) {
if ( cone[j] == NOT_IN_CONE ) {
if ( fabs (x[j]) > tol && fabs (dslack[j]) > tol ) {
CPXXmsg (errc, "Complementary slackness not satisfied for non-cone variable %f (%f, %f).\n",
j, x[j], dslack[j]);
goto TERMINATE;
}
}
}
CPXXmsg (logc, "ok.\n");
/* Test stationarity.
* We must have
* c - g[i]'(X)*pi[i] = 0
* where c is the objective function, g[i] is the i-th constraint of the
* problem, g[i]'(x) is the derivate of g[i] with respect to x and X is the
* optimal solution.
* We need to distinguish the following cases:
* - linear constraints g(x) = ax - b. The derivative of such a
* constraint is g'(x) = a.
* - second order constraints g(x[1],...,x[n]) = -x[1] + |(x[2],...,x[n])|
* the derivative of such a constraint is
* g'(x) = (-1, x[2]/|(x[2],...,x[n])|, ..., x[n]/|(x[2],...,x[n])|
* (here |.| denotes the Euclidean norm).
* - bound constraints g(x) = -x for variables that are not explicitly
* contained in any second order cone constraint. The derivative for
* such a constraint is g'(x) = -1.
* Note that it may happen that the derivative of a second order cone
* constraint is not defined at the optimal solution X (this happens if
* X=0). In this case we just skip the stationarity test.
*/
CPXXmsg (logc, "Testing stationarity ... ");
/* Initialize sum = c. */
if ( (status = CPXXgetobj (env, lp, sum, 0, cols - 1)) != 0 )
goto TERMINATE;
/* Handle linear constraints. */
for (i = 0; i < rows; ++i) {
CPXNNZ nz, surplus, beg;
CPXNNZ n;
status = CPXXgetrows (env, lp, &nz, &beg, ind, val, cols, &surplus,
i, i);
if ( status != 0 )
goto TERMINATE;
for (n = 0; n < nz; ++n) {
sum[ind[n]] -= pi[i] * val[n];
}
}
/* Handle second order cone constraints. */
for (q = 0; q < qcons; ++q) {
double norm = 0.0;
CPXNNZ n;
if ( !getqconstr (env, lp, q, &qbuf) )
goto TERMINATE;
for (n = 0; n < qbuf.qnz; ++n) {
if ( qbuf.qval[n] > 0 )
norm += x[qbuf.qcol[n]] * x[qbuf.qcol[n]];
}
norm = sqrt (norm);
if ( fabs (norm) <= tol ) {
CPXXmsg (warnc, "WARNING: Cannot test stationarity at non-differentiable point.\n");
skip = 1;
break;
}
for (n = 0; n < qbuf.qnz; ++n) {
if ( qbuf.qval[n] < 0 )
sum[qbuf.qcol[n]] -= socppi[q];
else
sum[qbuf.qcol[n]] += socppi[q] * x[qbuf.qcol[n]] / norm;
}
}
/* Handle variables that do not appear in any second order cone constraint.
*/
for (j = 0; !skip && j < cols; ++j) {
if ( cone[j] == NOT_IN_CONE ) {
sum[j] -= dslack[j];
}
}
/* Now test that all the entries in sum[] are 0.
*/
for (j = 0; !skip && j < cols; ++j) {
if ( fabs (sum[j]) > tol ) {
CPXXmsg (errc, "Stationarity not satisfied at index %d: %f\n",
j, sum[j]);
goto TERMINATE;
}
}
CPXXmsg (logc, "ok.\n");
CPXXmsg (logc, "KKT conditions are satisfied.\n");
ok = 1;
TERMINATE:
if ( !ok )
CPXXmsg (logc, "failed.\n");
qbuf_clear (&qbuf);
free (rhs);
free (ind);
free (val);
free (sum);
free (qslack);
free (slack);
free (sense);
free (x);
free (socppi);
free (pi);
free (dslack);
return ok;
}
int
main (int argc, char *argv[])
{
/* Declare and allocate space for the variables and arrays where we will
store the optimization results including the status, objective value,
and variable values. */
int solstat;
double objval;
double incobjval;
double meanobjval;
double *x = NULL;
double *incx = NULL;
int numsol;
int numsolreplaced;
int numdiff;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status;
int i;
CPXDIM j;
CPXDIM cur_numcols;
/* Check the command line arguments */
if ( argc != 2 ) {
usage (argv[0]);
goto TERMINATE;
}
/* Initialize the CPLEX environment */
env = CPXXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXXgeterrorstring will produce the text of
the error message. Note that CPXXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( env == NULL ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Create the problem, using the filename as the problem name */
lp = CPXXcreateprob (env, &status, argv[1]);
/* A returned pointer of NULL may mean that not enough memory
was available or there was some other problem. In the case of
failure, an error message will have been written to the error
channel from inside CPLEX. In this example, the setting of
the parameter CPXPARAM_ScreenOutput causes the error message to
appear on stdout. Note that most CPLEX routines return
an error code to indicate the reason for failure. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now read the file, and copy the data into the created lp */
status = CPXXreadcopyprob (env, lp, argv[1], NULL);
if ( status ) {
fprintf (stderr, "Failed to read and copy the problem data.\n");
goto TERMINATE;
}
/* Set the solution pool relative gap parameter to obtain solutions
of objective value within 10% of the optimal */
status = CPXXsetdblparam (env, CPXPARAM_MIP_Pool_RelGap, 0.1);
if ( status ) {
fprintf (stderr,
"Failed to set the solution pool relative gap, error %d.\n",
status);
goto TERMINATE;
}
/* Optimize the problem and obtain multiple solutions. */
status = CPXXpopulate (env, lp);
if ( status ) {
fprintf (stderr, "Failed to populate MIP.\n");
goto TERMINATE;
}
solstat = CPXXgetstat (env, lp);
printf ("Solution status: %d.\n", solstat);
status = CPXXgetobjval (env, lp, &incobjval);
if ( status ) {
fprintf (stderr,
"Failed to obtain objective value for the incumbent.\n");
goto TERMINATE;
}
printf ("Objective value of the incumbent: %.10g\n", incobjval);
/* The size of the problem should be obtained by asking CPLEX what
the actual size is. cur_numcols stores the current number
of columns. */
cur_numcols = CPXXgetnumcols (env, lp);
/* Allocate space for solution */
incx = malloc (cur_numcols*sizeof(*incx));
if ( incx == NULL ) {
fprintf (stderr, "No memory for solution values for the incumbent.\n");
goto TERMINATE;
}
status = CPXXgetx (env, lp, incx, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain the incumbent.\n");
goto TERMINATE;
}
/* Write out the incumbent */
for (j = 0; j < cur_numcols; j++) {
printf ("Incumbent: Column %d: Value = %17.10g\n", j, incx[j]);
}
printf ("\n");
/* Get the number of solutions in the solution pool */
numsol = CPXXgetsolnpoolnumsolns (env, lp);
printf ("The solution pool contains %d solutions.\n", numsol);
/* Some solutions are deleted from the pool because of the solution
pool relative gap parameter */
numsolreplaced = CPXXgetsolnpoolnumreplaced (env, lp);
printf (
"%d solutions were removed due to the solution pool relative gap parameter.\n",
numsolreplaced);
printf ("In total, %d solutions were generated.\n",
numsol + numsolreplaced);
/* Get the average objective value of solutions in the solution
pool */
status = CPXXgetsolnpoolmeanobjval (env, lp, &meanobjval);
printf ("The average objective value of the solutions is %.10g.\n\n",
meanobjval);
/* Write out the objective value of each solution and its
difference to the incumbent */
x = malloc (cur_numcols*sizeof(*x));
if ( x == NULL ) {
fprintf (stderr, "No memory for solution values.\n");
goto TERMINATE;
}
printf ("Solution Objective Number of variables\n");
printf (" value that differ compared to\n");
printf (" the incumbent\n");
for (i = 0; i < numsol; i++) {
char namei[BUFSIZE];
CPXSIZE surplus;
/* Write out objective value */
CPXXgetsolnpoolsolnname (env, lp, namei, BUFSIZE, &surplus, i);
printf ("%-15s ", namei);
status = CPXXgetsolnpoolobjval (env, lp, i, &objval);
if ( status ) {
fprintf (stderr,
"Failed to obtain objective value for solution %d.\n", i);
goto TERMINATE;
}
printf ("%.10g ", objval);
status = CPXXgetsolnpoolx (env, lp, i, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain solution %d.\n", i);
goto TERMINATE;
}
/* Compute the number of variables that differ in the solution
and in the incumbent */
numdiff = 0;
for (j = 0; j < cur_numcols; j++) {
if ( fabs (x[j] - incx[j]) > EPSZERO )
numdiff++;
}
printf ("%d / %d\n", numdiff, cur_numcols);
}
TERMINATE:
/* Free up the solution */
free_and_null ((char **) &incx);
free_and_null ((char **) &x);
/* Free up the problem as allocated by CPXXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXXcloseCPLEX (&env);
/* Note that CPXXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( status ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
int
main (int argc, char *argv[])
{
int status = 0;
/* Declare and allocate space for the variables and arrays where
we will store the optimization results, including the status,
objective value, and variable values */
int solstat;
double objval;
double *x = NULL;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
CPXDIM j;
CPXDIM cur_numcols;
const char * datadir = argc <= 1 ? "../../../examples/data" : argv[1];
char *noswot = NULL;
noswot = (char *) malloc (strlen (datadir) + 1 + strlen("noswot.mps") + 1);
sprintf (noswot, "%s/noswot.mps", datadir);
/* Initialize the CPLEX environment */
env = CPXXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXXgeterrorstring will produce the text of
the error message. Note that CPXXopenCPLEX produces no
output, so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput parameter is set to CPX_ON */
if ( env == NULL ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status != 0 ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n",
status);
goto TERMINATE;
}
CPXXsetcntparam (env, CPXPARAM_MIP_Interval, 1000);
/* Create the problem, using the filename as the problem name */
lp = CPXXcreateprob (env, &status, "noswot");
/* A returned pointer of NULL may mean that not enough memory
was available or there was some other problem. In the case of
failure, an error message will have been written to the error
channel from inside CPLEX. In this example, the setting of
the parameter CPXPARAM_ScreenOutput causes the error message to
appear on stdout. Note that most CPLEX routines return
an error code to indicate the reason for failure */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now read the file, and copy the data into the created lp */
status = CPXXreadcopyprob (env, lp, noswot, NULL);
if ( status ) {
fprintf (stderr,
"Failed to read and copy the problem data.\n");
goto TERMINATE;
}
/* Set parameters */
/* Assure linear mappings between the presolved and original
models */
status = CPXXsetintparam (env, CPXPARAM_Preprocessing_Linear, 0);
if ( status ) goto TERMINATE;
/* Create user cuts for noswot problem */
status = addusercuts (env, lp);
if ( status ) goto TERMINATE;
/* Optimize the problem and obtain solution */
status = CPXXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP.\n");
goto TERMINATE;
}
solstat = CPXXgetstat (env, lp);
printf ("Solution status %d.\n", solstat);
status = CPXXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr,"Failed to obtain objective value.\n");
goto TERMINATE;
}
printf ("Objective value %.10g\n", objval);
cur_numcols = CPXXgetnumcols (env, lp);
/* Allocate space for solution */
x = malloc (cur_numcols * sizeof (*x));
if ( x == NULL ) {
fprintf (stderr, "No memory for solution values.\n");
goto TERMINATE;
}
status = CPXXgetx (env, lp, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write out the solution */
for (j = 0; j < cur_numcols; j++) {
if ( fabs (x[j]) > 1e-10 ) {
printf ("Column %d: Value = %17.10g\n", j, x[j]);
}
}
TERMINATE:
/* Free the filename */
free_and_null ((char **) &noswot);
/* Free the solution vector */
free_and_null ((char **) &x);
/* Free the problem as allocated by CPXXcreateprob and
CPXXreadcopyprob, if necessary */
if ( lp != NULL ) {
status = CPXXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n",
status);
}
}
/* Free the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXXcloseCPLEX (&env);
/* Note that CPXXcloseCPLEX produces no output, so the only
way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors
will be seen if the CPXPARAM_ScreenOutput parameter is set to
CPX_ON */
if ( status ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
int
main (void)
{
/* Declare variables and arrays where we will store the
optimization results including the status, objective value,
and variable values. */
int solstat;
double objval;
double x[2*NUMEDGES]; /* One flow variable and one fixed charge indicator
for each edge */
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status;
int j;
/* Initialize the CPLEX environment */
env = CPXXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXXgeterrorstring will produce the text of
the error message. Note that CPXXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( env == NULL ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Create the problem. */
lp = CPXXcreateprob (env, &status, "fixnet");
/* A returned pointer of NULL may mean that not enough memory
was available or there was some other problem. In the case of
failure, an error message will have been written to the error
channel from inside CPLEX. In this example, the setting of
the parameter CPXPARAM_ScreenOutput causes the error message to
appear on stdout. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Build the fixed-charge network flow model using
indicator constraints. */
status = buildnetwork (env, lp);
if ( status ) {
fprintf (stderr, "Failed to build network.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP.\n");
goto TERMINATE;
}
solstat = CPXXgetstat (env, lp);
/* Write solution status and objective to the screen. */
printf ("\nSolution status = %d\n", solstat);
status = CPXXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr, "No MIP objective value available. Exiting...\n");
goto TERMINATE;
}
printf ("Solution value = %f\n", objval);
printf ("Solution vector:\n");
dumpx (env, lp);
status = CPXXgetx (env, lp, x, 0, 2*NUMEDGES-1);
if ( status ) {
fprintf (stderr, "Failed to get optimal integer x.\n");
goto TERMINATE;
}
/* Make sure flow satisfies fixed-charge constraints */
for (j = 0; j < NUMEDGES; j++) {
if ( x[j] > 0.0001 && x[NUMEDGES+j] < 0.9999 ) {
printf ("WARNING : Edge from %d to %d has non-zero flow %.3f\n",
orig[j], dest[j], x[j]);
printf (" : fixed-charge indicator has value %.6f.\n",
x[NUMEDGES+j]);
}
}
printf("\n");
/* Finally, write a copy of the problem to a file. */
status = CPXXwriteprob (env, lp, "fixnet.lp", NULL);
if ( status ) {
fprintf (stderr, "Failed to write LP to disk.\n");
goto TERMINATE;
}
/* Free problem */
status = CPXXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", status);
goto TERMINATE;
}
TERMINATE:
/* Free up the problem as allocated by CPXXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXXcloseCPLEX (&env);
/* Note that CPXXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( status ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
int
main (int argc, char *argv[])
{
/* Declare and allocate space for the variables and arrays where we will
store the optimization results including the status, objective value,
and variable values. */
int solstat;
double objval;
double *x = NULL;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status;
CPXDIM j;
CPXDIM cur_numcols;
/* Check the command line arguments */
if ( argc != 2 ) {
usage (argv[0]);
goto TERMINATE;
}
/* Initialize the CPLEX environment */
env = CPXXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXXgeterrorstring will produce the text of
the error message. Note that CPXXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( env == NULL ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Create the problem, using the filename as the problem name */
lp = CPXXcreateprob (env, &status, argv[1]);
/* A returned pointer of NULL may mean that not enough memory
was available or there was some other problem. In the case of
failure, an error message will have been written to the error
channel from inside CPLEX. In this example, the setting of
the parameter CPXPARAM_ScreenOutput causes the error message to
appear on stdout. Note that most CPLEX routines return
an error code to indicate the reason for failure. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now read the file, and copy the data into the created lp */
status = CPXXreadcopyprob (env, lp, argv[1], NULL);
if ( status ) {
fprintf (stderr, "Failed to read and copy the problem data.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP.\n");
goto TERMINATE;
}
solstat = CPXXgetstat (env, lp);
printf ("Solution status %d.\n", solstat);
status = CPXXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr,"Failed to obtain objective value.\n");
goto TERMINATE;
}
printf ("Objective value %.10g\n", objval);
/* The size of the problem should be obtained by asking CPLEX what
the actual size is. cur_numcols stores the current number
of columns. */
cur_numcols = CPXXgetnumcols (env, lp);
/* Allocate space for solution */
x = malloc (cur_numcols*sizeof(*x));
if ( x == NULL ) {
fprintf (stderr, "No memory for solution values.\n");
goto TERMINATE;
}
status = CPXXgetx (env, lp, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write out the solution */
for (j = 0; j < cur_numcols; j++) {
printf ( "Column %d: Value = %17.10g\n", j, x[j]);
}
TERMINATE:
/* Free up the solution */
free_and_null ((char **) &x);
/* Free up the problem as allocated by CPXXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXXcloseCPLEX (&env);
/* Note that CPXXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( status ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
int
main (int argc, char *argv[])
{
/* Declare and allocate space for the variables and arrays where we will
store the optimization results including the status, objective value,
maximum bound violation, variable values, and basis. */
int solnstat, solnmethod, solntype;
double objval, maxviol;
double *x = NULL;
int *cstat = NULL;
int *rstat = NULL;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status = 0;
CPXDIM j;
CPXDIM cur_numrows, cur_numcols;
int method;
char *basismsg;
/* Check the command line arguments */
if (( argc != 3 ) ||
( strchr ("podbn", argv[2][0]) == NULL ) ) {
usage (argv[0]);
goto TERMINATE;
}
/* Initialize the CPLEX environment */
env = CPXXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXXgeterrorstring will produce the text of
the error message. Note that CPXXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( env == NULL ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
/* Create the problem, using the filename as the problem name */
lp = CPXXcreateprob (env, &status, argv[1]);
/* A returned pointer of NULL may mean that not enough memory
was available or there was some other problem. In the case of
failure, an error message will have been written to the error
channel from inside CPLEX. In this example, the setting of
the parameter CPXPARAM_ScreenOutput causes the error message to
appear on stdout. Note that most CPLEX routines return
an error code to indicate the reason for failure. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now read the file, and copy the data into the created lp */
status = CPXXreadcopyprob (env, lp, argv[1], NULL);
if ( status ) {
fprintf (stderr, "Failed to read and copy the problem data.\n");
goto TERMINATE;
}
if ( CPXXgetprobtype (env, lp) != CPXPROB_QP ) {
fprintf (stderr, "Input file is not a QP. Exiting.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
switch (argv[2][0]) {
case 'o':
method = CPX_ALG_AUTOMATIC;
break;
case 'p':
method = CPX_ALG_PRIMAL;
break;
case 'd':
method = CPX_ALG_DUAL;
break;
case 'n':
method = CPX_ALG_NET;
break;
case 'b':
method = CPX_ALG_BARRIER;
break;
default:
method = CPX_ALG_NONE;
break;
}
status = CPXXsetintparam (env, CPXPARAM_QPMethod, method);
if ( status ) {
fprintf (stderr,
"Failed to set the optimization method, error %d.\n", status);
goto TERMINATE;
}
status = CPXXqpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize QP.\n");
goto TERMINATE;
}
solnstat = CPXXgetstat (env, lp);
if ( solnstat == CPX_STAT_UNBOUNDED ) {
printf ("Model is unbounded\n");
goto TERMINATE;
}
else if ( solnstat == CPX_STAT_INFEASIBLE ) {
printf ("Model is infeasible\n");
goto TERMINATE;
}
else if ( solnstat == CPX_STAT_INForUNBD ) {
printf ("Model is infeasible or unbounded\n");
goto TERMINATE;
}
status = CPXXsolninfo (env, lp, &solnmethod, &solntype, NULL, NULL);
if ( status ) {
fprintf (stderr, "Failed to obtain solution info.\n");
goto TERMINATE;
}
printf ("Solution status %d, solution method %d\n", solnstat, solnmethod);
if ( solntype == CPX_NO_SOLN ) {
fprintf (stderr, "Solution not available.\n");
goto TERMINATE;
}
status = CPXXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr, "Failed to obtain objective value.\n");
goto TERMINATE;
}
printf ("Objective value %.10g.\n", objval);
/* The size of the problem should be obtained by asking CPLEX what
the actual size is. cur_numrows and cur_numcols store the
current number of rows and columns, respectively. */
cur_numcols = CPXXgetnumcols (env, lp);
cur_numrows = CPXXgetnumrows (env, lp);
/* Retrieve basis, if one is available */
if ( solntype == CPX_BASIC_SOLN ) {
cstat = malloc (cur_numcols*sizeof(*cstat));
rstat = malloc (cur_numrows*sizeof(*rstat));
if ( cstat == NULL || rstat == NULL ) {
fprintf (stderr, "No memory for basis statuses.\n");
goto TERMINATE;
}
status = CPXXgetbase (env, lp, cstat, rstat);
if ( status ) {
fprintf (stderr, "Failed to get basis; error %d.\n", status);
goto TERMINATE;
}
}
else {
printf ("No basis available\n");
}
/* Retrieve solution vector */
x = malloc (cur_numcols*sizeof(*x));
if ( x == NULL ) {
fprintf (stderr, "No memory for solution.\n");
goto TERMINATE;
}
status = CPXXgetx (env, lp, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain primal solution.\n");
goto TERMINATE;
}
/* Write out the solution */
for (j = 0; j < cur_numcols; j++) {
printf ( "Column %d: Value = %17.10g", j, x[j]);
if ( cstat != NULL ) {
switch (cstat[j]) {
case CPX_AT_LOWER:
basismsg = "Nonbasic at lower bound";
break;
case CPX_BASIC:
basismsg = "Basic";
break;
case CPX_AT_UPPER:
basismsg = "Nonbasic at upper bound";
break;
case CPX_FREE_SUPER:
basismsg = "Superbasic, or free variable at zero";
break;
default:
basismsg = "Bad basis status";
break;
}
printf (" %s",basismsg);
}
printf ("\n");
}
/* Display the maximum bound violation. */
status = CPXXgetdblquality (env, lp, &maxviol, CPX_MAX_PRIMAL_INFEAS);
if ( status ) {
fprintf (stderr, "Failed to obtain bound violation.\n");
goto TERMINATE;
}
printf ("Maximum bound violation = %17.10g\n", maxviol);
TERMINATE:
/* Free up the basis and solution */
free_and_null ((char **) &cstat);
free_and_null ((char **) &rstat);
free_and_null ((char **) &x);
/* Free up the problem, if necessary */
if ( lp != NULL ) {
status = CPXXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXXcloseCPLEX (&env);
/* Note that CPXXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput indicator is set to CPX_ON. */
if ( status ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
int
main (int argc,
char *argv[])
{
int status = 0;
/* Declare and allocate space for the variables and arrays where
we will store the optimization results, including the status,
objective value, and variable values */
int solstat;
double objval;
double *x = NULL;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
CPXDIM j;
CPXDIM cur_numcols;
int wantorig = 1;
int nameind = 1;
/* Check the command line arguments */
if ( argc != 2 ) {
if ( argc != 3 ||
argv[1][0] != '-' ||
argv[1][1] != 'r' ) {
usage (argv[0]);
goto TERMINATE;
}
wantorig = 0;
nameind = 2;
}
/* Initialize the CPLEX environment */
env = CPXXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXXgeterrorstring will produce the text of
the error message. Note that CPXXopenCPLEX produces no
output, so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput parameter is set to CPX_ON */
if ( env == NULL ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n",
status);
goto TERMINATE;
}
/* Create the problem, using the filename as the problem name */
lp = CPXXcreateprob (env, &status, argv[nameind]);
/* A returned pointer of NULL may mean that not enough memory
was available or there was some other problem. In the case of
failure, an error message will have been written to the error
channel from inside CPLEX. In this example, the setting of
the parameter CPXPARAM_ScreenOutput causes the error message to
appear on stdout. Note that most CPLEX routines return
an error code to indicate the reason for failure */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now read the file, and copy the data into the created lp */
status = CPXXreadcopyprob (env, lp, argv[nameind], NULL);
if ( status ) {
fprintf (stderr,
"Failed to read and copy the problem data.\n");
goto TERMINATE;
}
/* Set up to use MIP callbacks */
status = CPXXsetnodecallbackfunc (env, userselectnode, NULL) ||
CPXXsetbranchcallbackfunc (env, usersetbranch, NULL) ||
CPXXsetsolvecallbackfunc (env, usersolve, NULL);
if ( wantorig ) {
/* Assure linear mappings between the presolved and original
models */
status = CPXXsetintparam (env, CPXPARAM_Preprocessing_Linear, 0);
if ( status ) goto TERMINATE;
/* Let MIP callbacks work on the original model */
status = CPXXsetintparam (env, CPXPARAM_MIP_Strategy_CallbackReducedLP,
CPX_OFF);
if ( status ) goto TERMINATE;
}
/* Set MIP log interval to 1 */
status = CPXXsetcntparam (env, CPXPARAM_MIP_Interval, 1);
if ( status ) goto TERMINATE;
/* Turn on traditional search for use with control callbacks */
status = CPXXsetintparam (env, CPXPARAM_MIP_Strategy_Search,
CPX_MIPSEARCH_TRADITIONAL);
if ( status ) goto TERMINATE;
/* Optimize the problem and obtain solution */
status = CPXXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP.\n");
goto TERMINATE;
}
solstat = CPXXgetstat (env, lp);
printf ("Solution status %d.\n", solstat);
status = CPXXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr,"Failed to obtain objective value.\n");
goto TERMINATE;
}
printf ("Objective value %.10g\n", objval);
cur_numcols = CPXXgetnumcols (env, lp);
/* Allocate space for solution */
x = malloc (cur_numcols * sizeof (*x));
if ( x == NULL ) {
fprintf (stderr, "No memory for solution values.\n");
goto TERMINATE;
}
status = CPXXgetx (env, lp, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write out the solution */
for (j = 0; j < cur_numcols; j++) {
if ( fabs (x[j]) > 1e-10 ) {
printf ( "Column %d: Value = %17.10g\n", j, x[j]);
}
}
TERMINATE:
/* Free the solution vector */
free_and_null ((char **) &x);
/* Free the problem as allocated by CPXXcreateprob and
CPXXreadcopyprob, if necessary */
if ( lp != NULL ) {
status = CPXXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n",
status);
}
}
/* Free the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXXcloseCPLEX (&env);
/* Note that CPXXcloseCPLEX produces no output, so the only
way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors
will be seen if the CPXPARAM_ScreenOutput parameter is set to
CPX_ON */
if ( status ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
int
main(int argc, char **argv)
{
int status;
CPXENVptr *env;
CPXLPptr *lp;
char const *modelfile = NULL;
CPXASYNCptr *handle;
CPXENVGROUPptr group;
int i;
int jobs = 0;
int active;
int *finished;
char const **machine;
char cwd[MAX_PATH_LEN];
char usrfunc[MAX_PATH_LEN];
int frequency;
double absgap = 1e-6;
int bestidx;
CPXDIM c, cols;
double *x;
enum {
OUTPUT_SILENT, OUTPUT_PREFIXED, OUTPUT_LOG
} output = OUTPUT_SILENT;
#if defined(USE_MPI)
int numprocs, rank;
MPI_Init(&argc, &argv);
MPI_Comm_size (MPI_COMM_WORLD, &numprocs);
if ( numprocs < 3 ) {
fprintf (stderr, "Invalid number of processors (%d)\n", numprocs);
abort ();
}
MPI_Comm_rank (MPI_COMM_WORLD, &rank);
if ( rank != 0 ) {
fprintf (stderr, "Master must have rank 0!\n");
MPI_Finalize ();
abort ();
}
machine = malloc (sizeof (*machine) * numprocs);
if ( machine == NULL ) {
fprintf (stderr, "Out of memory!\n");
abort ();
}
for (i = 0; i < numprocs; ++i)
machine[i] = "mpimachine";
jobs = numprocs - 1;
#elif defined(USE_PROCESS)
char const *bin = "./cplex";
machine = malloc (sizeof (*machine) * argc);
if ( machine == NULL ) {
fprintf (stderr, "Out of memory!\n");
abort ();
}
#elif defined(USE_TCPIP)
machine = malloc (sizeof (*machine) * argc);
if ( machine == NULL ) {
fprintf (stderr, "Out of memory!\n");
abort ();
}
#else
# error "No transport type selected"
#endif
/* Parse the command line. */
for (i = 1; i < argc; ++i) {
if ( strncmp (argv[i], "-model=", 7) == 0 )
modelfile = argv[i] + 7;
#if defined(USE_MPI)
#elif defined(USE_PROCESS)
else if ( strncmp (argv[i], "-machine=", 9) == 0 )
machine[jobs++] = argv[i] + 9;
else if ( strncmp (argv[i], "-bin=", 5) == 0 )
bin = argv[i] + 5;
#elif defined(USE_TCPIP)
else if ( strncmp (argv[i], "-address=", 9) == 0 )
machine[jobs++] = argv[i];
#endif
else if ( strncmp (argv[i], "-absgap=", 8) == 0 )
absgap = strtod (argv[i] + 8, NULL);
else if ( strcmp (argv[i], "-output-prefixed") == 0 )
output = OUTPUT_PREFIXED;
else if ( strcmp (argv[i], "-output-log") == 0 )
output = OUTPUT_LOG;
}
/* Validate arguments.
*/
if ( modelfile == NULL ) {
fprintf (stderr, "No model file specified with -model=<modelfile>\n");
abort ();
}
if ( jobs < 1 ) {
fprintf (stderr, "Invalid job count %d\n", jobs);
abort ();
}
/* Allocate working arrays. */
if ( (env = malloc (sizeof (*env) * jobs)) == NULL ||
(handle = malloc (sizeof (*handle) * jobs)) == NULL ||
(lp = malloc (sizeof (*lp) * jobs)) == NULL ||
(finished = calloc (jobs, sizeof (*finished))) == NULL ||
(remotestats = calloc (jobs, sizeof (*remotestats))) == NULL )
{
fprintf (stderr, "Out of memory!\n");
abort ();
}
/* Find the place at which to find the shared object that implements
* the user function. On Windows the path to the current directory is
* likely to contain blanks, so better quote it.
*/
getcwd (cwd, sizeof (cwd));
usrfunc[0] = 0;
#ifdef _WIN32
strcat (usrfunc, "-libpath=\"");
strcat (usrfunc, cwd);
strcat (usrfunc, "\"");
#else
strcat (usrfunc, "-libpath=");
strcat (usrfunc, cwd);
#endif
/* Create a remote object instances. */
for (i = 0; i < jobs; ++i) {
/* These values define how we connect to the remote object. It is
* important to use a transport configuration that actually supports
* disconnect/reconnect. For the "processtransport" this means to use
* named pipes instead of anonymous pipes or stdio.
*/
char const *transport;
char const *args[16];
int nextarg = 0;
char *logpath = NULL;
#if defined(USE_MPI)
char rankbuf[256];
sprintf (rankbuf, "-remoterank=%d", i + 1);
transport = "mpitransport";
args[nextarg++] = rankbuf;
#elif defined(USE_PROCESS)
char logbuf[1024];
transport = "processtransport";
/* If the machine is not "localhost" then use ssh to connect to
* this machine. Otherwise just fork a process on the local
* machine.
*/
if ( machine[i] != NULL && strcmp (machine[i], "localhost") != 0 ) {
args[nextarg++] = "/usr/bin/ssh";
args[nextarg++] = machine[i];
}
args[nextarg++] = bin;
args[nextarg++] = "-worker=process";
if ( machine[i] != NULL )
args[nextarg++] = "-stdio";
else
args[nextarg++] = "-namedpipes=.";
args[nextarg++] = usrfunc;
args[nextarg++] = "-userfunction=parmipopt_userfunction=REGISTER_USERFUNCTION";
sprintf (logbuf, "-logfile=server%d.log", i);
if ( (args[nextarg] = logpath = strdup (logbuf)) != NULL )
++nextarg;
#elif defined(USE_TCPIP)
transport = "tcpiptransport";
args[nextarg++] = machine[i];
#endif
printf ("Creating env on %s\n", machine[i]);
env[i] = CPXXopenCPLEXremote(transport, nextarg, args, &status);
if ( status || env[i] == NULL ) {
fprintf (stderr, "CPXXopenCPLEXremote: %d\n", status);
abort ();
}
free (logpath);
/* Enable output */
switch (output) {
case OUTPUT_SILENT:
/* nothing */
break;
case OUTPUT_PREFIXED:
{
CPXCHANNELptr cres, cwar, cerr, clog;
if ( (status = CPXXgetchannels (env[i], &cres, &cwar, &cerr, &clog)) != 0 ) {
fprintf (stderr, "CPXXgetchannels: %d\n", status);
abort ();
}
if ( (status = CPXXaddfuncdest (env[i], cres, env[i], printer)) != 0 ||
(status = CPXXaddfuncdest (env[i], cwar, env[i], printer)) != 0 ||
(status = CPXXaddfuncdest (env[i], clog, env[i], printer)) != 0 )
{
fprintf (stderr, "CPXXaddfpdest: %d\n", status);
abort ();
}
}
break;
case OUTPUT_LOG:
{
if ( (status = CPXXsetintparam (env[i], CPXPARAM_ScreenOutput, CPX_ON)) != 0 ) {
fprintf (stderr, "CPXXgetchannels: %d\n", status);
abort ();
}
}
break;
}
/* Create empty problem object for this remote solver. */
printf ("Creating LP %d\n", i);
lp[i] = CPXXcreateprob(env[i], &status, "problem");
if ( status || lp[i] == NULL ) {
fprintf (stderr, "CPXXcreateprob: %d\n", status);
abort ();
}
/* Install and configure callbacks. */
remotestats[i].env = env[i];
remotestats[i].idx = i;
if ( (status = CPXXsetinfohandler (env[i], infohandler, &remotestats[i])) != 0 ) {
fprintf (stderr, "CPXXsetinfohandler: %d\n", status);
abort ();
}
if ( (status = changeObjdiff (env[i], 1e-5)) != 0 ) {
fprintf (stderr, "changeObjdiff: %d\n", status);
abort ();
}
if ( (status = installCallback (env[i])) != 0 ) {
fprintf (stderr, "installCallback: %d\n", status);
abort ();
}
/* Apply predefined perameter settings for this solver. */
applySettings (env[i], i);
}
/* Put all environments into one group so that we can use multicasts
* on operations that are the same for all solvers and/or imply lots
* of data exchange.
*/
status = CPXXcreateenvgroup (&group, jobs, env);
if ( status != 0 ) {
fprintf (stderr, "CPXXcreateenvgroup: %d\n", status);
abort ();
}
/* Read the model into all remote solver. */
status = CPXXreadcopyprob_multicast (group, modelfile, NULL);
if ( status != 0 ) {
fprintf (stderr, "CPXXreadcopyprob_multicast: %d\n", status);
abort ();
}
objsen = CPXXgetobjsen (env[0], lp[0]);
/* We set the thread count for each solver to 1 so that we do not
* run into problems if multiple solves are performed on the same
* machine.
*/
status = CPXXsetintparam_multicast (group, CPXPARAM_Threads, 1);
if ( status != 0 ) {
fprintf (stderr, "CPXXsetintparam_multicast: %d\n", status);
abort ();
}
/* Start an asynchronous solve on each remote solver. */
for (i = 0; i < jobs; ++i) {
printf ("Solving %d\n", i);
if ( (status = CPXXmipopt_async (env[i], lp[i], &handle[i])) != 0 ) {
fprintf (stderr, "CPXXmipopt_async: %d\n", status);
abort ();
}
}
/* All solves are started. Loop until the stopping criterion is met. */
active = jobs;
frequency = 10000; /* Print current bounds every two seconds. */
while (active > 0) {
int running = 0;
/* Check if we shold stop all solves.
* We stop them if the absolute mipgap is reached.
*/
if ( primal.valid && dual.valid &&
((objsen == CPX_MIN && dual.bound + absgap >= primal.bound) ||
(objsen == CPX_MAX && dual.bound - absgap <= primal.bound)) )
{
printf ("Stopping criterion reached. Stopping all pending solves.\n");
for (i = 0; i < jobs; ++i) {
if ( !finished[i] )
CPXXasynckill (handle[i]);
}
break;
}
if ( --frequency == 0 ) {
printf ("dual=%f, primal=%f\n", dual.bound, primal.bound);
frequency = 10000;
}
/* Loop over all solvers and test if they are still running. */
for (i = 0; i < jobs; ++i) {
if ( finished[i] )
continue;
CPXXasynctest (handle[i], &running);
if ( !running ) {
/* The job is finished. We have a solution, so kill all
* others. */
int j;
--active;
finished[i] = 1;
printf ("First job (%d) is finished, killing the rest\n", i);
for (j = 0; j < jobs; ++j) {
if ( j != i )
CPXXasynckill (handle[j]);
}
break;
}
}
millisleep (10);
}
/* All solves have finished. Join them. */
for (i = 0; i < jobs; ++i) {
double obj = -CPX_INFBOUND;
int stat;
status = CPXXmipopt_join (&handle[i]);
if ( status ) {
fprintf (stderr, "CPXXmipopt_join: %d\n", status);
abort ();
}
status = CPXXgetobjval (env[i], lp[i], &obj);
if ( status == CPXERR_NO_SOLN ) {
/* No feasible solution found (yet) on this machine.
* Just set objective function to a very big value
*/
obj = (objsen == CPX_MIN) ? CPX_INFBOUND : -CPX_INFBOUND;
}
else if ( status ) {
fprintf (stderr, "CPXXgetobjval: %d\n", status);
abort ();
}
stat = CPXXgetstat (env[i], lp[i]);
printf ("Job %d: %f, stat %d\n", i, obj, stat);
printf ("\t%f, %f, %f\n", remotestats[i].dettime,
remotestats[i].dual, remotestats[i].primal);
if ( (status = removeCallback (env[i])) != 0 ) {
fprintf (stderr, "removeCallback: %d\n", status);
abort ();
}
}
/* Fetch the x vector from the solver that produced the best
* primal bound. */
bestidx = primal.idx;
cols = CPXXgetnumcols (env[bestidx], lp[bestidx]);
if ( (x = malloc (cols * sizeof (*x))) == NULL ) {
fprintf (stderr, "Out of memory!\n");
abort ();
}
status = CPXXgetx (env[bestidx], lp[bestidx], x, 0, cols - 1);
if ( status ) {
fprintf (stderr, "CPXXgetx: %d\n", status);
abort ();
}
printf ("Optimal solution:\n");
for (c = 0; c < cols; ++c)
printf ("x[%5d]: %f\n", c, x[c]);
free (x);
CPXXfreeenvgroup (&group);
/* Close the CPLEX objects in _reverse_ order. */
for (i = jobs - 1; i >= 0; --i)
CPXXcloseCPLEX (&env[i]);
free (remotestats);
free (env);
free (lp);
free (handle);
free (finished);
free ((char **)machine);
#ifdef USE_MPI
MPI_Finalize ();
#endif
return 0;
}
int
main (int argc,
char *argv[])
{
int status = 0;
/* Declare and allocate space for the variables and arrays where
we will store the optimization results, including the status,
objective value, and variable values */
int solstat;
double objval, relobj;
double *x = NULL;
MYCB info;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
CPXLPptr lpclone = NULL;
CPXDIM j;
CPXDIM cur_numcols;
/* Check the command line arguments */
if ( argc != 2 ) {
usage (argv[0]);
goto TERMINATE;
}
/* Initialize the CPLEX environment */
env = CPXXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXXgeterrorstring will produce the text of
the error message. Note that CPXXopenCPLEX produces no
output, so the only way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPXPARAM_ScreenOutput parameter is set to CPX_ON */
if ( env == NULL ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n",
status);
goto TERMINATE;
}
/* Turn on traditional search for use with control callbacks */
status = CPXXsetintparam (env, CPXPARAM_MIP_Strategy_Search, CPX_MIPSEARCH_TRADITIONAL);
if ( status ) goto TERMINATE;
/* Create the problem, using the filename as the problem name */
lp = CPXXcreateprob (env, &status, argv[1]);
/* A returned pointer of NULL may mean that not enough memory
was available or there was some other problem. In the case of
failure, an error message will have been written to the error
channel from inside CPLEX. In this example, the setting of
the parameter CPXPARAM_ScreenOutput causes the error message to
appear on stdout. Note that most CPLEX routines return
an error code to indicate the reason for failure */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now read the file, and copy the data into the created lp */
status = CPXXreadcopyprob (env, lp, argv[1], NULL);
if ( status ) {
fprintf (stderr,
"Failed to read and copy the problem data.\n");
goto TERMINATE;
}
/* We transfer a problem with semi-continuous or semi-integer
variables to a MIP problem by adding variables and
constraints. So in MIP callbacks, the size of the problem
is changed and this example won't work for such problems */
if ( CPXXgetnumsemicont (env, lp) + CPXXgetnumsemiint (env, lp) ) {
fprintf (stderr,
"Not for problems with semi-continuous or semi-integer variables.\n");
goto TERMINATE;
}
/* The size of the problem should be obtained by asking CPLEX what
the actual size is. cur_numcols store the current number
of columns */
cur_numcols = CPXXgetnumcols (env, lp);
x = malloc (cur_numcols * sizeof (*x));
if ( x == NULL ) {
fprintf (stderr, "Memory allocation failed.\n");
goto TERMINATE;
}
/* Solve relaxation of MIP */
/* Clone original model */
lpclone = CPXXcloneprob (env, lp, &status);
if ( status ) {
fprintf (stderr, "Failed to clone problem.\n");
goto TERMINATE;
}
/* Relax */
status = CPXXchgprobtype (env, lpclone, CPXPROB_LP);
if ( status ) {
fprintf (stderr, "Failed to relax problem.\n");
goto TERMINATE;
}
/* Solve LP relaxation of original model using "default"
LP solver */
status = CPXXlpopt (env, lpclone);
if ( status ) {
fprintf (stderr, "Failed to solve relaxation.\n");
goto TERMINATE;
}
printf ("Solution status %d.\n", CPXXgetstat(env,lpclone));
status = CPXXsolution (env, lpclone, NULL, &relobj, x, NULL,
NULL, NULL);
if ( status ) {
fprintf (stderr, "Failed to extract solution.\n");
goto TERMINATE;
}
printf ("\nLP relaxation objective: %.4e\n\n", relobj);
/* Set up solve callback */
info.count = 0;
info.mip = lp;
info.relx = x;
status = CPXXsetsolvecallbackfunc (env, &solvecallback,
(void *) &info);
if ( status ) {
fprintf (stderr, "Failed to set solve callback.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution */
status = CPXXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP.\n");
goto TERMINATE;
}
solstat = CPXXgetstat (env, lp);
printf ("Solution status %d.\n", solstat);
status = CPXXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr,"Failed to obtain objective value.\n");
goto TERMINATE;
}
printf ("Objective value %.10g\n", objval);
status = CPXXgetx (env, lp, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write out the solution */
for (j = 0; j < cur_numcols; j++) {
if ( fabs (x[j]) > 1e-10 ) {
printf ( "Column %d: Value = %17.10g\n", j, x[j]);
}
}
TERMINATE:
/* Free the solution vector */
free_and_null ((char **) &x);
/* Free the problem as allocated by CPXXcreateprob and
CPXXreadcopyprob, if necessary */
if ( lp != NULL ) {
status = CPXXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n",
status);
}
}
/* Free the cloned lp as allocated by CPXXcloneprob,
if necessary */
if ( lpclone != NULL ) {
status = CPXXfreeprob (env, &lpclone);
if ( status ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n",
status);
}
}
/* Free the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXXcloseCPLEX (&env);
/* Note that CPXXcloseCPLEX produces no output, so the only
way to see the cause of the error is to use
CPXXgeterrorstring. For other CPLEX routines, the errors
will be seen if the CPXPARAM_ScreenOutput parameter is set to
CPX_ON */
if ( status ) {
char errmsg[CPXMESSAGEBUFSIZE];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
static int
steelt_opt_and_soln (void (CPXPUBLIC *errmsgfunc)(void *, const char *),
void *handle, int numprod, int tweeks, double const *rate,
double const *inv0, double const *avail,
double const *flatmarket, double const *prodcost,
double const *invcost, double const *flatrevenue,
int *lpstat_p, double *objval_p, double *flatmake,
double *flatinv, double *flatsell, int buildbycolumn)
{
char const *probname = "steelT";
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
CPXCHANNELptr cpxerror = NULL;
CPXCHANNELptr cpxwarning = NULL;
int status = 0;
int lpstat;
double objval;
env = CPXXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. We'll call the errmsgfunc with the error, because
we can't call CPXXmsg if CPXXopenCPLEX failed. */
if ( env == NULL ) {
char errmsg[CPXMESSAGEBUFSIZE];
if ( errmsgfunc != NULL ) {
(*errmsgfunc) (handle, "Could not open CPLEX environment.\n");
CPXXgeterrorstring (env, status, errmsg);
(*errmsgfunc) (handle, errmsg);
}
goto TERMINATE;
}
status = CPXXgetchannels (env, NULL, &cpxwarning, &cpxerror, NULL);
if ( status ) {
if ( errmsgfunc != NULL ) {
(*errmsgfunc) (handle, "Error in CPXXgetchannels.\n");
}
goto TERMINATE;
}
if ( errmsgfunc != NULL ) {
status = CPXXaddfuncdest (env, cpxerror, handle, errmsgfunc);
if ( !status ) {
status = CPXXaddfuncdest (env, cpxwarning, handle, errmsgfunc);
}
if ( status ) {
(*errmsgfunc) (handle, "Error in CPXXaddfuncdest.\n");
goto TERMINATE;
}
}
/* Now that the channels have the error message function, we can
use CPXXmsg for errors. */
/* Create the problem */
lp = CPXXcreateprob (env, &status, probname);
if ( lp == NULL ) {
status = -2;
CPXXmsg (cpxerror, "Failed to create LP.\n");
goto TERMINATE;
}
if ( buildbycolumn )
status = colsteel (numprod, tweeks, rate, inv0, avail, flatmarket,
prodcost, invcost, flatrevenue, env, lp);
else
status = rowsteel (numprod, tweeks, rate, inv0, avail, flatmarket,
prodcost, invcost, flatrevenue, env, lp);
if ( status ) goto TERMINATE;
status = CPXXlpopt (env, lp);
if ( status ) {
CPXXmsg (cpxerror,"Optimization failed. Status %d.\n", status);
goto TERMINATE;
}
status = CPXXsolution (env, lp, &lpstat, &objval, NULL, NULL, NULL, NULL);
if ( status ) {
CPXXmsg (cpxerror, "Solution failed. Status %d.\n", status);
goto TERMINATE;
}
*objval_p = objval;
*lpstat_p = lpstat;
/* Now get the solution. Use the fact that the variables are
* added in the order Make, Inv, Sell, and that the slices of
* the x vector can be used to copy over the solution into
* the flat... arrays. */
/* Get the Make variables */
status = CPXXgetx (env, lp, flatmake, 0, numprod*tweeks-1);
if ( status ) {
CPXXmsg (cpxerror, "CPXXgetx failed to get Make solution. Status %d.\n",
status);
goto TERMINATE;
}
/* Get the Inv variables */
status = CPXXgetx (env, lp, flatinv, numprod*tweeks, 2*numprod*tweeks-1);
if ( status ) {
CPXXmsg (cpxerror, "CPXXgetx failed to get Inv solution. Status %d.\n",
status);
goto TERMINATE;
}
/* Get the Sell variables */
status = CPXXgetx (env, lp, flatsell, 2*numprod*tweeks,
3*numprod*tweeks-1);
if ( status ) {
CPXXmsg (cpxerror, "CPXXgetx failed to get Sell solution. Status %d.\n",
status);
goto TERMINATE;
}
TERMINATE:
if ( lp != NULL ) CPXXfreeprob (env, &lp);
if ( errmsgfunc != NULL && env != NULL ) {
int dfstat;
dfstat = CPXXdelfuncdest (env, cpxerror, handle, errmsgfunc);
if ( !dfstat ) {
dfstat = CPXXdelfuncdest (env, cpxwarning, handle, errmsgfunc);
}
if ( dfstat ) {
(*errmsgfunc) (handle, "CPXXdelfuncdest failed.\n");
}
if ( dfstat && !status ) status = dfstat;
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
int closestat;
closestat = CPXXcloseCPLEX (&env);
if ( closestat && errmsgfunc != NULL) {
char errmsg[CPXMESSAGEBUFSIZE];
(*errmsgfunc) (handle, "Could not close CPLEX environment.\n");
CPXXgeterrorstring (env, closestat, errmsg);
(*errmsgfunc) (handle, errmsg);
}
if ( closestat && !status ) status = closestat;
}
return (status);
} /* END steelt_opt_and_soln */