Exemplo n.º 1
0
void ClpRecourseSolver::go() {
	ClpSolve solvectl;
	// disable presolve so we can re-use optimal bases
	solvectl.setPresolveType(ClpSolve::presolveOff);
	solvectl.setSolveType(ClpSolve::useDual);
	solver.setMaximumSeconds(300);
	solver.initialSolve(solvectl);

}	
Exemplo n.º 2
0
//#############################################################################
// Solve methods
//#############################################################################
void CbcSolver2::initialSolve()
{
  modelPtr_->scaling(0);
  setBasis(basis_,modelPtr_);
  // Do long thin by sprint
  ClpSolve options;
  options.setSolveType(ClpSolve::usePrimalorSprint);
  options.setPresolveType(ClpSolve::presolveOff);
  options.setSpecialOption(1,3,30);
  modelPtr_->initialSolve(options);
  basis_ = getBasis(modelPtr_);
  modelPtr_->setLogLevel(0);
}
Exemplo n.º 3
0
clp_result_t clp_solve(int n_rows, int n_cols, int n_entries,
        const int *row_indices, const int *col_indices,
        const double *coeffs, const double *vec_c,
        const double *vec_b_lo, const double *vec_b_up,
        const double *vec_x_lo, const double *vec_x_up,
        int optimisation_mode, double *vec_x_soln) {

    // build column-packed coin sparse matrix from given COO data
    CoinPackedMatrix matrix(true, row_indices, col_indices,
        coeffs, (CoinBigIndex)n_entries);
    matrix.setDimensions(n_rows, n_cols);

    ClpSimplex model;

    model.loadProblem(matrix, vec_x_lo, vec_x_up, vec_c, vec_b_lo, vec_b_up);

    model.setOptimizationDirection(1.0); // minimise

    ClpSolve solve;
    if (optimisation_mode == USE_PRIMAL) {
        solve.setSolveType(ClpSolve::usePrimal);
    } else if (optimisation_mode == USE_DUAL) {
        solve.setSolveType(ClpSolve::useDual);
    } else if (optimisation_mode == USE_BARRIER) {
        solve.setSolveType(ClpSolve::useBarrier);
    }
    solve.setPresolveType(ClpSolve::presolveOn);

    model.initialSolve(solve);

    clp_result_t result;
    result.proven_optimal = model.isProvenOptimal();
    result.proven_dual_infeasible = model.isProvenDualInfeasible();
    result.proven_primal_infeasible = model.isProvenPrimalInfeasible();
    result.abandoned = model.isAbandoned();

    const double *x = model.getColSolution();
    assert(model.getNumCols() == n_cols);
    for (int i = 0; i < model.getNumCols(); ++i) {
        vec_x_soln[i] = x[i];
    }
    
    return result;
}
Exemplo n.º 4
0
void ClpBALPInterface::go() {
	
	ClpSolve solvectl;
	// disable presolve also for a fair comparison, and to make sure we get a valid basis as the solution
	solvectl.setPresolveType(ClpSolve::presolveOff);
	solvectl.setInfeasibleReturn(true);
	
	// specifying these just confuses Clp, let it choose by itself
	/*	
	if (t == usePrimal) {
		solvectl.setSolveType(ClpSolve::usePrimal);
	} else {
		solvectl.setSolveType(ClpSolve::useDual);
	}*/


	model.initialSolve(solvectl);

}
Exemplo n.º 5
0
int main(int argc, const char *argv[])
{
     ClpSimplex  model;
     int status;
     // Keep names when reading an mps file
     if (argc < 2) {
#if defined(SAMPLEDIR)
          status = model.readMps(SAMPLEDIR "/p0033.mps", true);
#else
          fprintf(stderr, "Do not know where to find sample MPS files.\n");
          exit(1);
#endif
     } else
          status = model.readMps(argv[1], true);

     if (status) {
          fprintf(stderr, "Bad readMps %s\n", argv[1]);
          fprintf(stdout, "Bad readMps %s\n", argv[1]);
          exit(1);
     }
#ifdef STYLE1
     if (argc < 3 || !strstr(argv[2], "primal")) {
          // Use the dual algorithm unless user said "primal"
          model.initialDualSolve();
     } else {
          model.initialPrimalSolve();
     }
#else
     ClpSolve solvectl;


     if (argc < 3 || (!strstr(argv[2], "primal") && !strstr(argv[2], "barrier"))) {
          // Use the dual algorithm unless user said "primal" or "barrier"
          std::cout << std::endl << " Solve using Dual: " << std::endl;
          solvectl.setSolveType(ClpSolve::useDual);
          solvectl.setPresolveType(ClpSolve::presolveOn);
          model.initialSolve(solvectl);
     } else if (strstr(argv[2], "barrier")) {
          // Use the barrier algorithm if user said "barrier"
          std::cout << std::endl << " Solve using Barrier: " << std::endl;
          solvectl.setSolveType(ClpSolve::useBarrier);
          solvectl.setPresolveType(ClpSolve::presolveOn);
          model.initialSolve(solvectl);
     } else {
          std::cout << std::endl << " Solve using Primal: " << std::endl;
          solvectl.setSolveType(ClpSolve::usePrimal);
          solvectl.setPresolveType(ClpSolve::presolveOn);
          model.initialSolve(solvectl);
     }
#endif
     std::string modelName;
     model.getStrParam(ClpProbName, modelName);
     std::cout << "Model " << modelName << " has " << model.numberRows() << " rows and " <<
               model.numberColumns() << " columns" << std::endl;

     // remove this to print solution

     exit(0);

     /*
       Now to print out solution.  The methods used return modifiable
       arrays while the alternative names return const pointers -
       which is of course much more virtuous.

       This version just does non-zero columns

      */
#if 0
     int numberRows = model.numberRows();

     // Alternatively getRowActivity()
     double * rowPrimal = model.primalRowSolution();
     // Alternatively getRowPrice()
     double * rowDual = model.dualRowSolution();
     // Alternatively getRowLower()
     double * rowLower = model.rowLower();
     // Alternatively getRowUpper()
     double * rowUpper = model.rowUpper();
     // Alternatively getRowObjCoefficients()
     double * rowObjective = model.rowObjective();

     // If we have not kept names (parameter to readMps) this will be 0
     assert(model.lengthNames());

     // Row names
     const std::vector<std::string> * rowNames = model.rowNames();


     int iRow;

     std::cout << "                       Primal          Dual         Lower         Upper        (Cost)"
               << std::endl;

     for (iRow = 0; iRow < numberRows; iRow++) {
          double value;
          std::cout << std::setw(6) << iRow << " " << std::setw(8) << (*rowNames)[iRow];
          value = rowPrimal[iRow];
          if (fabs(value) < 1.0e5)
               std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
          else
               std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
          value = rowDual[iRow];
          if (fabs(value) < 1.0e5)
               std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
          else
               std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
          value = rowLower[iRow];
          if (fabs(value) < 1.0e5)
               std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
          else
               std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
          value = rowUpper[iRow];
          if (fabs(value) < 1.0e5)
               std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
          else
               std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
          if (rowObjective) {
               value = rowObjective[iRow];
               if (fabs(value) < 1.0e5)
                    std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
               else
                    std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
          }
          std::cout << std::endl;
     }
#endif
     std::cout << "--------------------------------------" << std::endl;

     // Columns

     int numberColumns = model.numberColumns();

     // Alternatively getColSolution()
     double * columnPrimal = model.primalColumnSolution();
     // Alternatively getReducedCost()
     double * columnDual = model.dualColumnSolution();
     // Alternatively getColLower()
     double * columnLower = model.columnLower();
     // Alternatively getColUpper()
     double * columnUpper = model.columnUpper();
     // Alternatively getObjCoefficients()
     double * columnObjective = model.objective();

     // If we have not kept names (parameter to readMps) this will be 0
     assert(model.lengthNames());

     // Column names
     const std::vector<std::string> * columnNames = model.columnNames();


     int iColumn;

     std::cout << "                       Primal          Dual         Lower         Upper          Cost"
               << std::endl;

     for (iColumn = 0; iColumn < numberColumns; iColumn++) {
          double value;
          value = columnPrimal[iColumn];
          if (fabs(value) > 1.0e-8) {
               std::cout << std::setw(6) << iColumn << " " << std::setw(8) << (*columnNames)[iColumn];
               if (fabs(value) < 1.0e5)
                    std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
               else
                    std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
               value = columnDual[iColumn];
               if (fabs(value) < 1.0e5)
                    std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
               else
                    std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
               value = columnLower[iColumn];
               if (fabs(value) < 1.0e5)
                    std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
               else
                    std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
               value = columnUpper[iColumn];
               if (fabs(value) < 1.0e5)
                    std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
               else
                    std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
               value = columnObjective[iColumn];
               if (fabs(value) < 1.0e5)
                    std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
               else
                    std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;

               std::cout << std::endl;
          }
     }
     std::cout << "--------------------------------------" << std::endl;

     return 0;
}