int
main(int argc,
char *argv[])
{
GRBenv *env = NULL, *aenv;
GRBmodel *a = NULL, *b = NULL;
int error = 0;
int i, numvars, status;
char vtype, *vname;
double x, bnd, aobj, bobj, objchg;
if (argc < 2)
{
fprintf(stderr, "Usage: sensitivity_c filename\n");
exit(1);
}
error = GRBloadenv(&env, "sensitivity.log");
if (error) goto QUIT;
/* Read model */
error = GRBreadmodel(env, argv[1], &a);
if (error) goto QUIT;
error = GRBoptimize(a);
if (error) goto QUIT;
error = GRBgetdblattr(a, "ObjVal", &aobj);
if (error) goto QUIT;
aenv = GRBgetenv(a);
if (!aenv) goto QUIT;
error = GRBsetintparam(aenv, "OutputFlag", 0);
if (error) goto QUIT;
/* Iterate over all variables */
error = GRBgetintattr(a, "NumVars", &numvars);
if (error) goto QUIT;
for (i = 0; i < numvars; ++i)
{
error = GRBgetcharattrelement(a, "VType", i, &vtype);
if (error) goto QUIT;
if (vtype == GRB_BINARY)
{
/* Create clone and fix variable */
b = GRBcopymodel(a);
if (!b) goto QUIT;
error = GRBgetstrattrelement(a, "VarName", i, &vname);
if (error) goto QUIT;
error = GRBgetdblattrelement(a, "X", i, &x);
if (error) goto QUIT;
error = GRBgetdblattrelement(a, "LB", i, &bnd);
if (error) goto QUIT;
if (x - bnd < 0.5)
{
error = GRBgetdblattrelement(b, "UB", i, &bnd);
if (error) goto QUIT;
error = GRBsetdblattrelement(b, "LB", i, bnd);
if (error) goto QUIT;
}
else
{
error = GRBgetdblattrelement(b, "LB", i, &bnd);
if (error) goto QUIT;
error = GRBsetdblattrelement(b, "UB", i, bnd);
if (error) goto QUIT;
}
error = GRBoptimize(b);
if (error) goto QUIT;
error = GRBgetintattr(b, "Status", &status);
if (error) goto QUIT;
if (status == GRB_OPTIMAL)
{
error = GRBgetdblattr(b, "ObjVal", &bobj);
if (error) goto QUIT;
objchg = bobj - aobj;
if (objchg < 0)
{
objchg = 0;
}
printf("Objective sensitivity for variable %s is %f\n", vname, objchg);
}
else
{
printf("Objective sensitivity for variable %s is infinite\n", vname);
}
GRBfreemodel(b);
b = NULL;
}
}
QUIT:
/* Error reporting */
if (error)
{
printf("ERROR: %s\n", GRBgeterrormsg(env));
exit(1);
}
/* Free models */
GRBfreemodel(a);
GRBfreemodel(b);
/* Free environment */
GRBfreeenv(env);
return 0;
}
int
main(int argc,
char *argv[])
{
GRBenv *env = NULL, *modelenv = NULL;
GRBmodel *model = NULL;
int error = 0;
int j, numfractional, iter, nfix;
int numintvars;
int *intvars = NULL;
int status;
char vtype, *vname;
double sol, obj, fixval;
var_t *fractional = NULL;
if (argc < 2)
{
fprintf(stderr, "Usage: fixanddive_c filename\n");
exit(1);
}
error = GRBloadenv(&env, "fixanddive.log");
if (error || env == NULL)
{
fprintf(stderr, "Error: could not create environment\n");
exit(1);
}
/* Read model */
error = GRBreadmodel(env, argv[1], &model);
if (error) goto QUIT;
/* Collect integer variables and relax them */
error = GRBgetintattr(model, "NumIntVars", &numintvars);
if (error) goto QUIT;
intvars = malloc(sizeof(int) * numintvars);
if (!intvars) goto QUIT;
fractional = malloc(sizeof(var_t) * numintvars);
if (!fractional) goto QUIT;
numfractional = 0;
for (j = 0; j < numintvars; ++j)
{
error = GRBgetcharattrelement(model, "VType", j, &vtype);
if (error) goto QUIT;
if (vtype != GRB_CONTINUOUS)
{
intvars[numfractional++] = j;
error = GRBsetcharattrelement(model, "VType", j, GRB_CONTINUOUS);
if (error) goto QUIT;
}
}
modelenv = GRBgetenv(model);
if (!modelenv) goto QUIT;
error = GRBsetintparam(modelenv, "OutputFlag", 0);
if (error) goto QUIT;
error = GRBoptimize(model);
if (error) goto QUIT;
/* Perform multiple iterations. In each iteration, identify the first
quartile of integer variables that are closest to an integer value
in the relaxation, fix them to the nearest integer, and repeat. */
for (iter = 0; iter < 1000; ++iter)
{
/* create a list of fractional variables, sorted in order of
increasing distance from the relaxation solution to the nearest
integer value */
numfractional = 0;
for (j = 0; j < numintvars; ++j)
{
error = GRBgetdblattrelement(model, "X", intvars[j], &sol);
if (error) goto QUIT;
if (fabs(sol - floor(sol + 0.5)) > 1e-5)
{
fractional[numfractional].index = intvars[j];
fractional[numfractional++].X = sol;
}
}
error = GRBgetdblattr(model, "ObjVal", &obj);
if (error) goto QUIT;
printf("Iteration %i, obj %f, fractional %i\n",
iter, obj, numfractional);
if (numfractional == 0)
{
printf("Found feasible solution - objective %f\n", obj);
break;
}
/* Fix the first quartile to the nearest integer value */
qsort(fractional, numfractional, sizeof(var_t), vcomp);
nfix = numfractional / 4;
nfix = (nfix > 1) ? nfix : 1;
for (j = 0; j < nfix; ++j)
{
fixval = floor(fractional[j].X + 0.5);
error = GRBsetdblattrelement(model, "LB", fractional[j].index, fixval);
if (error) goto QUIT;
error = GRBsetdblattrelement(model, "UB", fractional[j].index, fixval);
if (error) goto QUIT;
error = GRBgetstrattrelement(model, "VarName",
fractional[j].index, &vname);
printf(" Fix %s to %f ( rel %f )\n", vname, fixval, fractional[j].X);
}
error = GRBoptimize(model);
if (error) goto QUIT;
/* Check optimization result */
error = GRBgetintattr(model, "Status", &status);
if (error) goto QUIT;
if (status != GRB_OPTIMAL)
{
printf("Relaxation is infeasible\n");
break;
}
}
QUIT:
/* Error reporting */
if (error)
{
printf("ERROR: %s\n", GRBgeterrormsg(env));
exit(1);
}
/* Free data */
free(intvars);
free(fractional);
/* Free model */
GRBfreemodel(model);
/* Free environment */
GRBfreeenv(env);
return 0;
}
double solve_glp_grb(glp_prob *mip, wrapper_params *par){
GLPK_out = par->glp_out;
GRB_out = par->grb_out;
double obj_val;
/** GLPK: Generate Variable indexing **/
glp_create_index(mip);
/** GLPK: Generate LP **/
glp_write_mps(mip, GLP_MPS_FILE, NULL, "tmp.mps");
/************/
/** GUROBI **/
/************/
retGRB = GRBloadenv(&env, NULL);
if (retGRB || env == NULL)
{
fprintf(stderr, "Error: could not create environment\n");
exit(1);
}
retGRB = GRBsetintparam(env, "OutputFlag", GRB_out?1:0);
if (retGRB) freeMem();
//retGRB = GRBsetintparam(env, "Sensitivity", 1);
//if (retGRB) freeMem();
/** GUROBI: Read model **/
retGRB = GRBreadmodel(env, "tmp.mps", &model);
if (retGRB) freeMem();
/** Remove utility files from disk **/
//remove("tmp.mps");
/** GUROBI: Get environment **/
mipenv = GRBgetenv(model);
if (!mipenv) freeMem();
/** GUROBI: Set parameters **/
/** GUROBI: Ask for more precision **/
retGRB = GRBsetdblparam(mipenv, "FeasibilityTol", 10E-6);
if (retGRB) freeMem();
retGRB = GRBsetdblparam(mipenv, "IntFeasTol", 10E-5);
if (retGRB) freeMem();
retGRB = GRBsetdblparam(mipenv, "MIPgap", 10E-6);
if (retGRB) freeMem();
/* * Playing with gurobi parameters and attr*/
//gurobi_set_basis();
retGRB = GRBsetintparam(mipenv, "Cuts", 3);
if (retGRB) freeMem();
retGRB = GRBsetintparam(mipenv, "RootMethod", 1);
if (retGRB) freeMem();
retGRB = GRBsetintparam(mipenv, "Symmetry", -1);
if (retGRB) freeMem();
/** GUROBI: get numvars and numrows **/
retGRB = GRBgetintattr(model, "NumVars", &numvars);
if (retGRB) freeMem();
/** Test variable names */
for(int j=0;j<numvars;j++){
retGRB = GRBgetstrattrelement(model, "VarName", j, &nameGRB);
printf("GRB Var %d Name %s\n",j,nameGRB);
}
/** GUROBI: get model type **/
retGRB = GRBgetintattr(model, "IsMIP", &GRB_IsMIP);
if (retGRB) freeMem();
/** GUROBI: Optimize model **/
retGRB = GRBoptimize(model);
if (retGRB) freeMem();
/** GUROBI: Retreive the optimization status **/
GRBgetintattr(model, "Status", &retGRB);
switch(retGRB){
case GRB_OPTIMAL:
break;
case GRB_INFEASIBLE :
fprintf(stderr, "Error GRB optimization failed with code GRB_INFEASIBLE\n");
case GRB_INF_OR_UNBD :
fprintf(stderr, "Error GRB optimization failed with code GRB_INF_OR_UNBD \n");
case GRB_UNBOUNDED :
fprintf(stderr, "Error GRB optimization failed with code GRB_UNBOUNDED \n");
case GRB_CUTOFF :
fprintf(stderr, "Error GRB optimization failed with code GRB_CUTOFF \n");
case GRB_ITERATION_LIMIT :
fprintf(stderr, "Error GRB optimization failed with code GRB_ITERATION_LIMIT \n");
case GRB_NODE_LIMIT :
fprintf(stderr, "Error GRB optimization failed with code GRB_NODE_LIMIT \n");
case GRB_TIME_LIMIT :
fprintf(stderr, "Error GRB optimization failed with code GRB_TIME_LIMIT \n");
case GRB_SOLUTION_LIMIT :
fprintf(stderr, "Error GRB optimization failed with code GRB_SOLUTION_LIMIT \n");
case GRB_INTERRUPTED :
fprintf(stderr, "Error GRB optimization failed with code GRB_INTERRUPTED \n");
case GRB_SUBOPTIMAL :
fprintf(stderr, "Error GRB optimization failed with code GRB_SUBOPTIMAL \n");
case GRB_NUMERIC :
fprintf(stderr, "Error GRB optimization failed with code GRB_NUMERIC \n");
/** GUROBI: Quit in any case non optimal **/
freeMem();
}
/** GUROBI: Get obj function value **/
retGRB = GRBgetdblattr(model, "IntVio", &tmp);
if (retGRB) freeMem();
retGRB = GRBgetdblattr(model, "ObjBound", &bound);
if (retGRB) freeMem();
retGRB = GRBgetdblattr(model, "ObjVal", &tmp);
if (retGRB) freeMem();
/* ********************** */
obj_val = tmp;
/* ************ */
if (verbose) printf ("Objective %lf\n", tmp);
if (verbose) printf ("Best bound %lf\n", bound);
if (verbose) printf ("Absolute gap %lf\n", fabs(tmp - bound));
/** GUROBI: Get variable values **/
for (j = 0; j < numvars; ++j){
retGRB = GRBgetdblattrelement(model, "X", j, &tmp);
if (retGRB) freeMem();
retGRB = GRBgetstrattrelement(model, "VarName", j, &nameGRB);
printf("GRB Var %d Name %s\n",j,nameGRB);
if (retGRB) freeMem();
retGRB = GRBgetcharattrelement(model, "VType", j, &type);
if (retGRB) freeMem();
/** GLPK search variable index by name **/
col_index = glp_find_col(mip, nameGRB);
if (col_index != 0){
/** GLPK set variable bounds **/
if ((type == 'B') || (type == 'I')){
if (verbose) printf ("Variable %s is of type %c value %lf fixed to %lf\n", nameGRB, type, tmp, round(tmp));
glp_set_col_bnds(mip, col_index, GLP_FX, round(tmp), round(tmp));
}
else{
if (verbose) printf ("Variable %s is of type %c value %lf fixed to %lf\n", nameGRB, type, tmp, tmp);
glp_set_col_bnds(mip, col_index, GLP_FX, tmp, tmp);
}
}
}
if (GRB_IsMIP){
/** GLPK initialize parameters **/
iparm = (glp_iocp*) malloc(sizeof(glp_iocp));
glp_init_iocp(iparm);
iparm->presolve = GLP_ON;
iparm->mip_gap = glpk_iparm_mip_gap;
iparm->tol_int = glpk_iparm_tol_int;
iparm->tol_obj = glpk_iparm_tol_obj;
/** GLPK get the optimal integer solution **/
ret = glp_intopt(mip, iparm);
if (ret){
fprintf(stderr, "glp_intopt, Error on optimizing the model : %d \n", ret);
freeMem();
}
ret = glp_mip_status(mip);
switch (ret){
case GLP_OPT:
break;
case GLP_FEAS:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_FEAS, code %d\n", ret);
freeMem();
case GLP_NOFEAS:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_NOFEAS, code %d\n", ret);
freeMem();
case GLP_UNDEF:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_UNDEF, code %d\n", ret);
freeMem();
}
}
else{
/*GLPK initialize parameters */
parm = (glp_smcp*) malloc(sizeof(glp_smcp));
glp_init_smcp(parm);
parm->meth = GLP_DUALP;
parm->tol_bnd = 10E-4;
parm->tol_dj = 10E-4;
/* GLPK get the optimal basis */
//ret = glp_simplex(mip, parm);
if (ret){
fprintf(stderr, "glp_simplex, Error on optimizing the model : %d \n", ret);
freeMem();
}
ret = glp_get_status(mip);
switch (ret){
case GLP_OPT:
break;
case GLP_FEAS:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_FEAS, code %d\n", ret);
freeMem();
case GLP_INFEAS:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_INFEAS, code %d\n", ret);
freeMem();
case GLP_NOFEAS:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_NOFEAS, code %d\n", ret);
freeMem();
case GLP_UNBND:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_UNBND, code %d\n", ret);
freeMem();
case GLP_UNDEF:
fprintf(stderr, "Error GLPK simplex is not optimal, GLP_UNDEF, code %d\n", ret);
freeMem();
}
}
//GRBmodel *fmod = fixed_model(model);
//gurobi_sens_output(fmod, "/tmp/sens.sol");
GRBwrite(model, "/tmp/model.sol");
/** GUROBI: free structures **/
if (model) GRBfreemodel(model);
if (env) GRBfreeenv(env);
return obj_val;
}