int wctlp_addcol(wctlp *lp, int nzcount, int *cind , double *cval, double obj, double lb, double ub, char sense, char *name) { int val = 0; char isense; switch (sense) { case wctlp_CONT: isense = GRB_CONTINUOUS; break; case wctlp_BIN: isense = GRB_BINARY; break; case wctlp_INT: isense = GRB_INTEGER; break; default: fprintf(stderr, "Unknown variable sense: %c\n", sense); val = 1; return val; } val = GRBaddvar(lp->model, nzcount, cind, cval, obj, lb, ub, isense, name); CHECK_VAL_GRB(val, "Failed adding GRBaddvar", lp->env); val = GRBupdatemodel(lp->model); CHECK_VAL_GRB(val, "Failed updating the model", lp->env); return val; }
void GurobiInterface:: eval(void* mem, const double** arg, double** res, int* iw, double* w) const { auto m = static_cast<GurobiMemory*>(mem); // Inputs const double *h=arg[CONIC_H], *g=arg[CONIC_G], *a=arg[CONIC_A], *lba=arg[CONIC_LBA], *uba=arg[CONIC_UBA], *lbx=arg[CONIC_LBX], *ubx=arg[CONIC_UBX], *x0=arg[CONIC_X0], *lam_x0=arg[CONIC_LAM_X0]; // Outputs double *x=res[CONIC_X], *cost=res[CONIC_COST], *lam_a=res[CONIC_LAM_A], *lam_x=res[CONIC_LAM_X]; // Temporary memory double *val=w; w+=nx_; int *ind=iw; iw+=nx_; int *ind2=iw; iw+=nx_; int *tr_ind=iw; iw+=nx_; // Greate an empty model GRBmodel *model = 0; try { int flag = GRBnewmodel(m->env, &model, name_.c_str(), 0, 0, 0, 0, 0, 0); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); // Add variables for (int i=0; i<nx_; ++i) { // Get bounds double lb = lbx ? lbx[i] : 0., ub = ubx ? ubx[i] : 0.; if (isinf(lb)) lb = -GRB_INFINITY; if (isinf(ub)) ub = GRB_INFINITY; // Get variable type char vtype; if (!vtype_.empty()) { // Explicitly set 'vtype' takes precedence vtype = vtype_.at(i); } else if (!discrete_.empty() && discrete_.at(i)) { // Variable marked as discrete (integer or binary) vtype = lb==0 && ub==1 ? GRB_BINARY : GRB_INTEGER; } else { // Continious variable vtype = GRB_CONTINUOUS; } // Pass to model flag = GRBaddvar(model, 0, 0, 0, g ? g[i] : 0., lb, ub, vtype, 0); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } flag = GRBupdatemodel(model); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); // Add quadratic terms const int *H_colind=sparsity_in(CONIC_H).colind(), *H_row=sparsity_in(CONIC_H).row(); for (int i=0; i<nx_; ++i) { // Quadratic term nonzero indices int numqnz = H_colind[1]-H_colind[0]; casadi_copy(H_row, numqnz, ind); H_colind++; H_row += numqnz; // Corresponding column casadi_fill(ind2, numqnz, i); // Quadratic term nonzeros if (h) { casadi_copy(h, numqnz, val); casadi_scal(numqnz, 0.5, val); h += numqnz; } else { casadi_fill(val, numqnz, 0.); } // Pass to model flag = GRBaddqpterms(model, numqnz, ind, ind2, val); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } // Add constraints const int *A_colind=sparsity_in(CONIC_A).colind(), *A_row=sparsity_in(CONIC_A).row(); casadi_copy(A_colind, nx_, tr_ind); for (int i=0; i<na_; ++i) { // Get bounds double lb = lba ? lba[i] : 0., ub = uba ? uba[i] : 0.; // if (isinf(lb)) lb = -GRB_INFINITY; // if (isinf(ub)) ub = GRB_INFINITY; // Constraint nonzeros int numnz = 0; for (int j=0; j<nx_; ++j) { if (tr_ind[j]<A_colind[j+1] && A_row[tr_ind[j]]==i) { ind[numnz] = j; val[numnz] = a ? a[tr_ind[j]] : 0; numnz++; tr_ind[j]++; } } // Pass to model if (isinf(lb)) { if (isinf(ub)) { // Neither upper or lower bounds, skip } else { // Only upper bound flag = GRBaddconstr(model, numnz, ind, val, GRB_LESS_EQUAL, ub, 0); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } } else { if (isinf(ub)) { // Only lower bound flag = GRBaddconstr(model, numnz, ind, val, GRB_GREATER_EQUAL, lb, 0); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } else if (lb==ub) { // Upper and lower bounds equal flag = GRBaddconstr(model, numnz, ind, val, GRB_EQUAL, lb, 0); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } else { // Both upper and lower bounds flag = GRBaddrangeconstr(model, numnz, ind, val, lb, ub, 0); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } } } // Solve the optimization problem flag = GRBoptimize(model); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); int optimstatus; flag = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); // Get the objective value, if requested if (cost) { flag = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, cost); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } // Get the optimal solution, if requested if (x) { flag = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, nx_, x); casadi_assert_message(!flag, GRBgeterrormsg(m->env)); } // Free memory GRBfreemodel(model); } catch (...) { // Free memory if (model) GRBfreemodel(model); throw; } }
int main(int argc, char *argv[]) { GRBenv *env = NULL; GRBmodel *model = NULL; int i, j, len, n, solcount; int error = 0; char name[100]; double *x = NULL; double *y = NULL; int *ind = NULL; double *val = NULL; struct callback_data mydata; if (argc < 2) { fprintf(stderr, "Usage: tsp_c size\n"); exit(1); } n = atoi(argv[1]); if (n == 0) { fprintf(stderr, "Argument must be a positive integer.\n"); } else if (n > 30) { printf("It will be a challenge to solve a TSP this large.\n"); } x = (double *) malloc(n*sizeof(double)); y = (double *) malloc(n*sizeof(double)); ind = (int *) malloc(n*sizeof(int)); val = (double *) malloc(n*sizeof(double)); if (x == NULL || y == NULL || ind == NULL || val == NULL) { fprintf(stderr, "Out of memory\n"); exit(1); } /* Create random points */ for (i = 0; i < n; i++) { x[i] = ((double) rand())/RAND_MAX; y[i] = ((double) rand())/RAND_MAX; } /* Create environment */ error = GRBloadenv(&env, "tsp.log"); if (error || env == NULL) { fprintf(stderr, "Error: could not create environment\n"); exit(1); } /* Create an empty model */ error = GRBnewmodel(env, &model, "tsp", 0, NULL, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* Add variables - one for every pair of nodes */ for (i = 0; i < n; i++) { for (j = 0; j < n; j++) { sprintf(name, "x_%d_%d", i, j); error = GRBaddvar(model, 0, NULL, NULL, distance(x, y, i, j), 0.0, 1.0, GRB_BINARY, name); if (error) goto QUIT; } } /* Integrate new variables */ error = GRBupdatemodel(model); if (error) goto QUIT; /* Degree-2 constraints */ for (i = 0; i < n; i++) { for (j = 0; j < n; j++) { ind[j] = i*n+j; val[j] = 1.0; } sprintf(name, "deg2_%d", i); error = GRBaddconstr(model, n, ind, val, GRB_EQUAL, 2, name); if (error) goto QUIT; } /* Forbid edge from node back to itself */ for (i = 0; i < n; i++) { error = GRBsetdblattrelement(model, GRB_DBL_ATTR_UB, i*n+i, 0); if (error) goto QUIT; } /* Symmetric TSP */ for (i = 0; i < n; i++) { for (j = 0; j < i; j++) { ind[0] = i*n+j; ind[1] = i+j*n; val[0] = 1; val[1] = -1; error = GRBaddconstr(model, 2, ind, val, GRB_EQUAL, 0, NULL); if (error) goto QUIT; } } /* Set callback function */ mydata.n = n; error = GRBsetcallbackfunc(model, subtourelim, (void *) &mydata); if (error) goto QUIT; /* Turn off dual reductions - required when using lazy constraints */ error = GRBsetintparam(GRBgetenv(model), GRB_INT_PAR_DUALREDUCTIONS, 0); if (error) goto QUIT; /* Optimize model */ error = GRBoptimize(model); if (error) goto QUIT; /* Extract solution */ error = GRBgetintattr(model, GRB_INT_ATTR_SOLCOUNT, &solcount); if (error) goto QUIT; if (solcount > 0) { int *tour = NULL; double *sol = NULL; sol = (double *) malloc(n*n*sizeof(double)); tour = (int *) malloc(n*sizeof(int)); if (sol == NULL || tour == NULL) { fprintf(stderr, "Out of memory\n"); exit(1); } error = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, n*n, sol); if (error) goto QUIT; /* Print tour */ findsubtour(n, sol, &len, tour); printf("Tour: "); for (i = 0; i < len; i++) printf("%d ", tour[i]); printf("\n"); free(tour); free(sol); } QUIT: /* Free data */ free(x); free(y); free(ind); free(val); /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }