void lpx_check_int(LPX *lp, LPXKKT *kkt)
{ /* check integer feasibility conditions */
int ae_ind, re_ind;
double ae_max, re_max;
_glp_check_kkt(lp, GLP_MIP, GLP_KKT_PE, &ae_max, &ae_ind, &re_max,
&re_ind);
kkt->pe_ae_max = ae_max;
kkt->pe_ae_row = ae_ind;
kkt->pe_re_max = re_max;
kkt->pe_re_row = re_ind;
if (re_max <= 1e-9)
kkt->pe_quality = 'H';
else if (re_max <= 1e-6)
kkt->pe_quality = 'M';
else if (re_max <= 1e-3)
kkt->pe_quality = 'L';
else
kkt->pe_quality = '?';
_glp_check_kkt(lp, GLP_MIP, GLP_KKT_PB, &ae_max, &ae_ind, &re_max,
&re_ind);
kkt->pb_ae_max = ae_max;
kkt->pb_ae_ind = ae_ind;
kkt->pb_re_max = re_max;
kkt->pb_re_ind = re_ind;
if (re_max <= 1e-9)
kkt->pb_quality = 'H';
else if (re_max <= 1e-6)
kkt->pb_quality = 'M';
else if (re_max <= 1e-3)
kkt->pb_quality = 'L';
else
kkt->pb_quality = '?';
return;
}
int glp_print_mip(glp_prob *P, const char *fname)
{ /* write MIP solution in printable format */
XFILE *fp;
GLPROW *row;
GLPCOL *col;
int i, j, t, ae_ind, re_ind, ret;
double ae_max, re_max;
xprintf("Writing MIP solution to `%s'...\n", fname);
fp = xfopen(fname, "w");
if (fp == NULL)
{ xprintf("Unable to create `%s' - %s\n", fname, xerrmsg());
ret = 1;
goto done;
}
xfprintf(fp, "%-12s%s\n", "Problem:",
P->name == NULL ? "" : P->name);
xfprintf(fp, "%-12s%d\n", "Rows:", P->m);
xfprintf(fp, "%-12s%d (%d integer, %d binary)\n", "Columns:",
P->n, glp_get_num_int(P), glp_get_num_bin(P));
xfprintf(fp, "%-12s%d\n", "Non-zeros:", P->nnz);
t = glp_mip_status(P);
xfprintf(fp, "%-12s%s\n", "Status:",
t == GLP_OPT ? "INTEGER OPTIMAL" :
t == GLP_FEAS ? "INTEGER NON-OPTIMAL" :
t == GLP_NOFEAS ? "INTEGER EMPTY" :
t == GLP_UNDEF ? "INTEGER UNDEFINED" : "???");
xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:",
P->obj == NULL ? "" : P->obj,
P->obj == NULL ? "" : " = ", P->mip_obj,
P->dir == GLP_MIN ? "MINimum" :
P->dir == GLP_MAX ? "MAXimum" : "???");
xfprintf(fp, "\n");
xfprintf(fp, " No. Row name Activity Lower bound "
" Upper bound\n");
xfprintf(fp, "------ ------------ ------------- ------------- "
"-------------\n");
for (i = 1; i <= P->m; i++)
{ row = P->row[i];
xfprintf(fp, "%6d ", i);
if (row->name == NULL || strlen(row->name) <= 12)
xfprintf(fp, "%-12s ", row->name == NULL ? "" : row->name);
else
xfprintf(fp, "%s\n%20s", row->name, "");
xfprintf(fp, "%3s", "");
xfprintf(fp, "%13.6g ",
fabs(row->mipx) <= 1e-9 ? 0.0 : row->mipx);
if (row->type == GLP_LO || row->type == GLP_DB ||
row->type == GLP_FX)
xfprintf(fp, "%13.6g ", row->lb);
else
xfprintf(fp, "%13s ", "");
if (row->type == GLP_UP || row->type == GLP_DB)
xfprintf(fp, "%13.6g ", row->ub);
else
xfprintf(fp, "%13s ", row->type == GLP_FX ? "=" : "");
xfprintf(fp, "\n");
}
xfprintf(fp, "\n");
xfprintf(fp, " No. Column name Activity Lower bound "
" Upper bound\n");
xfprintf(fp, "------ ------------ ------------- ------------- "
"-------------\n");
for (j = 1; j <= P->n; j++)
{ col = P->col[j];
xfprintf(fp, "%6d ", j);
if (col->name == NULL || strlen(col->name) <= 12)
xfprintf(fp, "%-12s ", col->name == NULL ? "" : col->name);
else
xfprintf(fp, "%s\n%20s", col->name, "");
xfprintf(fp, "%s ",
col->kind == GLP_CV ? " " :
col->kind == GLP_IV ? "*" : "?");
xfprintf(fp, "%13.6g ",
fabs(col->mipx) <= 1e-9 ? 0.0 : col->mipx);
if (col->type == GLP_LO || col->type == GLP_DB ||
col->type == GLP_FX)
xfprintf(fp, "%13.6g ", col->lb);
else
xfprintf(fp, "%13s ", "");
if (col->type == GLP_UP || col->type == GLP_DB)
xfprintf(fp, "%13.6g ", col->ub);
else
xfprintf(fp, "%13s ", col->type == GLP_FX ? "=" : "");
xfprintf(fp, "\n");
}
xfprintf(fp, "\n");
xfprintf(fp, "Integer feasibility conditions:\n");
xfprintf(fp, "\n");
_glp_check_kkt(P, GLP_MIP, GLP_KKT_PE, &ae_max, &ae_ind, &re_max,
&re_ind);
xfprintf(fp, "KKT.PE: max.abs.err = %.2e on row %d\n",
ae_max, ae_ind);
xfprintf(fp, " max.rel.err = %.2e on row %d\n",
re_max, re_ind);
xfprintf(fp, "%8s%s\n", "",
re_max <= 1e-9 ? "High quality" :
re_max <= 1e-6 ? "Medium quality" :
re_max <= 1e-3 ? "Low quality" : "SOLUTION IS WRONG");
xfprintf(fp, "\n");
_glp_check_kkt(P, GLP_MIP, GLP_KKT_PB, &ae_max, &ae_ind, &re_max,
&re_ind);
xfprintf(fp, "KKT.PB: max.abs.err = %.2e on %s %d\n",
ae_max, ae_ind <= P->m ? "row" : "column",
ae_ind <= P->m ? ae_ind : ae_ind - P->m);
xfprintf(fp, " max.rel.err = %.2e on %s %d\n",
re_max, re_ind <= P->m ? "row" : "column",
re_ind <= P->m ? re_ind : re_ind - P->m);
xfprintf(fp, "%8s%s\n", "",
re_max <= 1e-9 ? "High quality" :
re_max <= 1e-6 ? "Medium quality" :
re_max <= 1e-3 ? "Low quality" : "SOLUTION IS INFEASIBLE");
xfprintf(fp, "\n");
xfprintf(fp, "End of output\n");
xfflush(fp);
if (xferror(fp))
{ xprintf("Write error on `%s' - %s\n", fname, xerrmsg());
ret = 1;
goto done;
}
ret = 0;
done:
if (fp != NULL) xfclose(fp);
return ret;
}
int glp_print_ipt(glp_prob *P, const char *fname)
{ /* write interior-point solution in printable format */
XFILE *fp;
GLPROW *row;
GLPCOL *col;
int i, j, t, ae_ind, re_ind, ret;
double ae_max, re_max;
xprintf("Writing interior-point solution to `%s'...\n", fname);
fp = xfopen(fname, "w");
if (fp == NULL)
{ xprintf("Unable to create `%s' - %s\n", fname, xerrmsg());
ret = 1;
goto done;
}
xfprintf(fp, "%-12s%s\n", "Problem:",
P->name == NULL ? "" : P->name);
xfprintf(fp, "%-12s%d\n", "Rows:", P->m);
xfprintf(fp, "%-12s%d\n", "Columns:", P->n);
xfprintf(fp, "%-12s%d\n", "Non-zeros:", P->nnz);
t = glp_ipt_status(P);
xfprintf(fp, "%-12s%s\n", "Status:",
t == GLP_OPT ? "OPTIMAL" :
t == GLP_UNDEF ? "UNDEFINED" :
t == GLP_INFEAS ? "INFEASIBLE (INTERMEDIATE)" :
t == GLP_NOFEAS ? "INFEASIBLE (FINAL)" : "???");
xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:",
P->obj == NULL ? "" : P->obj,
P->obj == NULL ? "" : " = ", P->ipt_obj,
P->dir == GLP_MIN ? "MINimum" :
P->dir == GLP_MAX ? "MAXimum" : "???");
xfprintf(fp, "\n");
xfprintf(fp, " No. Row name Activity Lower bound "
" Upper bound Marginal\n");
xfprintf(fp, "------ ------------ ------------- ------------- "
"------------- -------------\n");
for (i = 1; i <= P->m; i++)
{ row = P->row[i];
xfprintf(fp, "%6d ", i);
if (row->name == NULL || strlen(row->name) <= 12)
xfprintf(fp, "%-12s ", row->name == NULL ? "" : row->name);
else
xfprintf(fp, "%s\n%20s", row->name, "");
xfprintf(fp, "%3s", "");
xfprintf(fp, "%13.6g ",
fabs(row->pval) <= 1e-9 ? 0.0 : row->pval);
if (row->type == GLP_LO || row->type == GLP_DB ||
row->type == GLP_FX)
xfprintf(fp, "%13.6g ", row->lb);
else
xfprintf(fp, "%13s ", "");
if (row->type == GLP_UP || row->type == GLP_DB)
xfprintf(fp, "%13.6g ", row->ub);
else
xfprintf(fp, "%13s ", row->type == GLP_FX ? "=" : "");
if (fabs(row->dval) <= 1e-9)
xfprintf(fp, "%13s", "< eps");
else
xfprintf(fp, "%13.6g ", row->dval);
xfprintf(fp, "\n");
}
xfprintf(fp, "\n");
xfprintf(fp, " No. Column name Activity Lower bound "
" Upper bound Marginal\n");
xfprintf(fp, "------ ------------ ------------- ------------- "
"------------- -------------\n");
for (j = 1; j <= P->n; j++)
{ col = P->col[j];
xfprintf(fp, "%6d ", j);
if (col->name == NULL || strlen(col->name) <= 12)
xfprintf(fp, "%-12s ", col->name == NULL ? "" : col->name);
else
xfprintf(fp, "%s\n%20s", col->name, "");
xfprintf(fp, "%3s", "");
xfprintf(fp, "%13.6g ",
fabs(col->pval) <= 1e-9 ? 0.0 : col->pval);
if (col->type == GLP_LO || col->type == GLP_DB ||
col->type == GLP_FX)
xfprintf(fp, "%13.6g ", col->lb);
else
xfprintf(fp, "%13s ", "");
if (col->type == GLP_UP || col->type == GLP_DB)
xfprintf(fp, "%13.6g ", col->ub);
else
xfprintf(fp, "%13s ", col->type == GLP_FX ? "=" : "");
if (fabs(col->dval) <= 1e-9)
xfprintf(fp, "%13s", "< eps");
else
xfprintf(fp, "%13.6g ", col->dval);
xfprintf(fp, "\n");
}
xfprintf(fp, "\n");
xfprintf(fp, "Karush-Kuhn-Tucker optimality conditions:\n");
xfprintf(fp, "\n");
_glp_check_kkt(P, GLP_IPT, GLP_KKT_PE, &ae_max, &ae_ind, &re_max,
&re_ind);
xfprintf(fp, "KKT.PE: max.abs.err = %.2e on row %d\n",
ae_max, ae_ind);
xfprintf(fp, " max.rel.err = %.2e on row %d\n",
re_max, re_ind);
xfprintf(fp, "%8s%s\n", "",
re_max <= 1e-9 ? "High quality" :
re_max <= 1e-6 ? "Medium quality" :
re_max <= 1e-3 ? "Low quality" : "PRIMAL SOLUTION IS WRONG");
xfprintf(fp, "\n");
_glp_check_kkt(P, GLP_IPT, GLP_KKT_PB, &ae_max, &ae_ind, &re_max,
&re_ind);
xfprintf(fp, "KKT.PB: max.abs.err = %.2e on %s %d\n",
ae_max, ae_ind <= P->m ? "row" : "column",
ae_ind <= P->m ? ae_ind : ae_ind - P->m);
xfprintf(fp, " max.rel.err = %.2e on %s %d\n",
re_max, re_ind <= P->m ? "row" : "column",
re_ind <= P->m ? re_ind : re_ind - P->m);
xfprintf(fp, "%8s%s\n", "",
re_max <= 1e-9 ? "High quality" :
re_max <= 1e-6 ? "Medium quality" :
re_max <= 1e-3 ? "Low quality" : "PRIMAL SOLUTION IS INFEASIBL"
"E");
xfprintf(fp, "\n");
_glp_check_kkt(P, GLP_IPT, GLP_KKT_DE, &ae_max, &ae_ind, &re_max,
&re_ind);
xfprintf(fp, "KKT.DE: max.abs.err = %.2e on column %d\n",
ae_max, ae_ind == 0 ? 0 : ae_ind - P->m);
xfprintf(fp, " max.rel.err = %.2e on column %d\n",
re_max, re_ind == 0 ? 0 : re_ind - P->m);
xfprintf(fp, "%8s%s\n", "",
re_max <= 1e-9 ? "High quality" :
re_max <= 1e-6 ? "Medium quality" :
re_max <= 1e-3 ? "Low quality" : "DUAL SOLUTION IS WRONG");
xfprintf(fp, "\n");
_glp_check_kkt(P, GLP_IPT, GLP_KKT_DB, &ae_max, &ae_ind, &re_max,
&re_ind);
xfprintf(fp, "KKT.DB: max.abs.err = %.2e on %s %d\n",
ae_max, ae_ind <= P->m ? "row" : "column",
ae_ind <= P->m ? ae_ind : ae_ind - P->m);
xfprintf(fp, " max.rel.err = %.2e on %s %d\n",
re_max, re_ind <= P->m ? "row" : "column",
re_ind <= P->m ? re_ind : re_ind - P->m);
xfprintf(fp, "%8s%s\n", "",
re_max <= 1e-9 ? "High quality" :
re_max <= 1e-6 ? "Medium quality" :
re_max <= 1e-3 ? "Low quality" : "DUAL SOLUTION IS INFEASIBLE")
;
xfprintf(fp, "\n");
xfprintf(fp, "End of output\n");
xfflush(fp);
if (xferror(fp))
{ xprintf("Write error on `%s' - %s\n", fname, xerrmsg());
ret = 1;
goto done;
}
ret = 0;
done:
if (fp != NULL) xfclose(fp);
return ret;
}
void lpx_check_kkt(LPX *lp, int scaled, LPXKKT *kkt)
{ /* check Karush-Kuhn-Tucker conditions */
int ae_ind, re_ind;
double ae_max, re_max;
xassert(scaled == scaled);
_glp_check_kkt(lp, GLP_SOL, GLP_KKT_PE, &ae_max, &ae_ind, &re_max,
&re_ind);
kkt->pe_ae_max = ae_max;
kkt->pe_ae_row = ae_ind;
kkt->pe_re_max = re_max;
kkt->pe_re_row = re_ind;
if (re_max <= 1e-9)
kkt->pe_quality = 'H';
else if (re_max <= 1e-6)
kkt->pe_quality = 'M';
else if (re_max <= 1e-3)
kkt->pe_quality = 'L';
else
kkt->pe_quality = '?';
_glp_check_kkt(lp, GLP_SOL, GLP_KKT_PB, &ae_max, &ae_ind, &re_max,
&re_ind);
kkt->pb_ae_max = ae_max;
kkt->pb_ae_ind = ae_ind;
kkt->pb_re_max = re_max;
kkt->pb_re_ind = re_ind;
if (re_max <= 1e-9)
kkt->pb_quality = 'H';
else if (re_max <= 1e-6)
kkt->pb_quality = 'M';
else if (re_max <= 1e-3)
kkt->pb_quality = 'L';
else
kkt->pb_quality = '?';
_glp_check_kkt(lp, GLP_SOL, GLP_KKT_DE, &ae_max, &ae_ind, &re_max,
&re_ind);
kkt->de_ae_max = ae_max;
if (ae_ind == 0)
kkt->de_ae_col = 0;
else
kkt->de_ae_col = ae_ind - lp->m;
kkt->de_re_max = re_max;
if (re_ind == 0)
kkt->de_re_col = 0;
else
kkt->de_re_col = ae_ind - lp->m;
if (re_max <= 1e-9)
kkt->de_quality = 'H';
else if (re_max <= 1e-6)
kkt->de_quality = 'M';
else if (re_max <= 1e-3)
kkt->de_quality = 'L';
else
kkt->de_quality = '?';
_glp_check_kkt(lp, GLP_SOL, GLP_KKT_DB, &ae_max, &ae_ind, &re_max,
&re_ind);
kkt->db_ae_max = ae_max;
kkt->db_ae_ind = ae_ind;
kkt->db_re_max = re_max;
kkt->db_re_ind = re_ind;
if (re_max <= 1e-9)
kkt->db_quality = 'H';
else if (re_max <= 1e-6)
kkt->db_quality = 'M';
else if (re_max <= 1e-3)
kkt->db_quality = 'L';
else
kkt->db_quality = '?';
kkt->cs_ae_max = 0.0, kkt->cs_ae_ind = 0;
kkt->cs_re_max = 0.0, kkt->cs_re_ind = 0;
kkt->cs_quality = 'H';
return;
}
