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 */
static int
optimize_and_report (CPXENVptr env, CPXLPptr lp,
int *solstat_p, double *objval_p)
{
int status = 0;
double x[NUMCOLS];
double pi[TOTROWS];
double slack[TOTROWS];
double dj[NUMCOLS];
int i, j;
int cur_numrows, cur_numcols;
status = CPXXqpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize QP.\n");
goto TERMINATE;
}
status = CPXXsolution (env, lp, solstat_p, objval_p, x, pi, slack, dj);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write the output to the screen. */
printf ("\nSolution status = %d\n", *solstat_p);
printf ("Solution value = %f\n\n", *objval_p);
/* 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);
for (i = 0; i < cur_numrows; i++) {
printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]);
}
for (j = 0; j < cur_numcols; j++) {
printf ("Column %d: Value = %10f Reduced cost = %10f\n",
j, x[j], dj[j]);
}
TERMINATE:
return (status);
} /* END optimize_and_report */
static int
makeusercuts (CPXENVptr env,
CPXLPptr lp,
CUTINFOptr usercutinfo)
{
int status = 0;
CPXNNZ beg[] = {0, 2, 4, 6, 16, 26, 36, 46, 56};
double val[] =
{1, -1,
1, -1,
1, -1,
2.08, 2.98, 3.47, 2.24, 2.08, 0.25, 0.25, 0.25, 0.25, 0.25,
2.08, 2.98, 3.47, 2.24, 2.08, 0.25, 0.25, 0.25, 0.25, 0.25,
2.08, 2.98, 3.47, 2.24, 2.08, 0.25, 0.25, 0.25, 0.25, 0.25,
2.08, 2.98, 3.47, 2.24, 2.08, 0.25, 0.25, 0.25, 0.25, 0.25,
2.08, 2.98, 3.47, 2.24, 2.08, 0.25, 0.25, 0.25, 0.25, 0.25};
char const *varname[] =
{"X21", "X22",
"X22", "X23",
"X23", "X24",
"X11", "X21", "X31", "X41", "X51",
"W11", "W21", "W31", "W41", "W51",
"X12", "X22", "X32", "X42", "X52",
"W12", "W22", "W32", "W42", "W52",
"X13", "X23", "X33", "X43", "X53",
"W13", "W23", "W33", "W43", "W53",
"X14", "X24", "X34", "X44", "X54",
"W14", "W24", "W34", "W44", "W54",
"X15", "X25", "X35", "X45", "X55",
"W15", "W25", "W35", "W45", "W55"};
double rhs[] = {0, 0, 0, 20.25, 20.25, 20.25, 20.25, 16.25};
CPXNNZ *cutbeg = NULL;
CPXDIM *cutind = NULL;
double *cutval = NULL;
double *cutrhs = NULL;
CPXDIM i, varind;
CPXNNZ nz = 56;
CPXDIM cuts = 8;
CPXDIM cur_numcols = CPXXgetnumcols (env, lp);
usercutinfo->lp = lp;
usercutinfo->numcols = cur_numcols;
usercutinfo->x = malloc (cur_numcols * sizeof (*usercutinfo->x));
if ( usercutinfo->x == NULL ) {
fprintf (stderr, "No memory for solution values.\n");
goto TERMINATE;
}
cutbeg = malloc ((cuts+1) * sizeof (*cutbeg));
cutind = malloc (nz * sizeof (*cutind));
cutval = malloc (nz * sizeof (*cutval));
cutrhs = malloc (cuts * sizeof (*cutrhs));
if ( cutbeg == NULL ||
cutind == NULL ||
cutval == NULL ||
cutrhs == NULL ) {
fprintf (stderr, "No memory.\n");
status = CPXERR_NO_MEMORY;
goto TERMINATE;
}
for (i = 0; i < nz; i++) {
status = CPXXgetcolindex (env, lp, varname[i], &varind);
if ( status ) {
fprintf (stderr,
"Failed to get index from variable name.\n");
goto TERMINATE;
}
cutind[i] = varind;
cutval[i] = val[i];
}
for (i = 0; i < cuts; i++) {
cutbeg[i] = beg[i];
cutrhs[i] = rhs[i];
}
cutbeg[cuts] = beg[cuts];
usercutinfo->num = cuts;
usercutinfo->beg = cutbeg;
usercutinfo->ind = cutind;
usercutinfo->val = cutval;
usercutinfo->rhs = cutrhs;
TERMINATE:
if ( status ) {
free_and_null ((char **) &cutbeg);
free_and_null ((char **) &cutind);
free_and_null ((char **) &cutval);
free_and_null ((char **) &cutrhs);
}
return (status);
} /* END makeusercuts */
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);
}
/*
* 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[])
{
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 */
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 */
/* ********************************************************************** *
* *
* C A L C U L A T E D U A L S F O R Q U A D C O N S T R S *
* *
* CPLEX does not give us the dual multipliers for quadratic *
* constraints directly. This is because they may not be properly *
* defined at the cone top and deciding whether we are at the cone *
* top or not involves (problem specific) tolerance issues. CPLEX *
* instead gives us all the values we need in order to compute the *
* dual multipliers if we are not at the cone top. *
* Function getqconstrmultipliers() takes the following arguments: *
* env CPLEX environment that was used to create LP. *
* lp CPLEX problem object for which the dual multipliers are *
* to be calculated. *
* x The optimal solution. *
* qpi Array that stores the dual multipliers upon success. *
* zerotol The tolerance that is used to decide whether a value *
* if zero or not (used to decide about "cone top" or not). *
* *
* ********************************************************************** */
static int
getqconstrmultipliers (CPXCENVptr env,
CPXCLPptr lp,
double const *x,
double *qpi,
double zerotol)
{
CPXDIM const cols = CPXXgetnumcols (env, lp);
CPXDIM const numqs = CPXXgetnumqconstrs (env, lp);
double *dense = NULL;
double *grad = NULL;
CPXDIM *slackind = NULL;
double *slackval = NULL;
int status = 0;
CPXDIM i;
if ( (dense = malloc (sizeof (*dense) * cols)) == NULL ||
(grad = malloc (sizeof (*grad) * cols)) == NULL ||
(slackind = malloc (sizeof (*slackind) * cols)) == NULL ||
(slackval = malloc (sizeof (*slackval) * cols)) == NULL )
{
status = CPXERR_NO_MEMORY;
goto TERMINATE;
}
/* Calculate dual multipliers for quadratic constraints from dual
* slack vectors and optimal solutions.
* The dual multiplier is essentially the dual slack divided
* by the derivative evaluated at the optimal solution. If the optimal
* solution is 0 then the derivative at this point is not defined (we are
* at the cone top) and we cannot compute a dual multiplier.
*/
for (i = 0; i < numqs; ++i) {
CPXDIM j, k;
CPXDIM surplus, len;
int conetop;
/* Clear out dense slack and gradient vector. */
for (j = 0; j < cols; ++j) {
dense[j] = 0.0;
grad[j] = 0;
}
/* Get dual slack vector and expand it to a dense vector. */
status = CPXXgetqconstrdslack (env, lp, i, &len, slackind, slackval,
cols, &surplus);
if ( status != 0 )
goto TERMINATE;
for (k = 0; k < len; ++k)
dense[slackind[k]] = slackval[k];
/* Compute value of derivative at optimal solution. */
/* The derivative of a quadratic constraint x^TQx + a^Tx + b <= 0
* is Q^Tx + Qx + a.
*/
conetop = 1;
for (k = quadbeg[i]; k < quadbeg[i] + quadnzcnt[i]; ++k) {
if ( fabs (x[quadrow[k]]) > zerotol ||
fabs (x[quadcol[k]]) > zerotol )
conetop = 0;
grad[quadcol[k]] += quadval[k] * x[quadrow[k]];
grad[quadrow[k]] += quadval[k] * x[quadcol[k]];
}
for (j = linbeg[i]; j < linbeg[i] + linnzcnt[i]; ++j) {
grad[linind[j]] += linval[j];
if ( fabs (x[linind[j]]) > zerotol )
conetop = 0;
}
if ( conetop ) {
fprintf (stderr,
"#### WARNING: Cannot compute dual multipler at cone top!\n");
status = CPXERR_BAD_ARGUMENT;
goto TERMINATE;
}
else {
int ok = 0;
double maxabs = -1.0;
/* Compute qpi[i] as slack/gradient.
* We may have several indices to choose from and use the one
* with largest absolute value in the denominator.
*/
for (j = 0; j < cols; ++j) {
if ( fabs (grad[j]) > zerotol ) {
if ( fabs (grad[j]) > maxabs ) {
qpi[i] = dense[j] / grad[j];
maxabs = fabs (grad[j]);
}
ok = 1;
}
}
if ( !ok ) {
/* Dual slack is all 0. qpi[i] can be anything, just set
* to 0. */
qpi[i] = 0.0;
}
}
}
TERMINATE:
free (slackval);
free (slackind);
free (grad);
free (dense);
return status;
}
static int
buildmodel (CPXENVptr env, CPXLPptr lp)
{
CPXDIM colcnt = NUMVARS*NUMMONTHS*NUMPRODUCTS;
double *obj = NULL;
double *lb = NULL;
double *ub = NULL;
char *ctype = NULL;
CPXDIM *rmatind = NULL;
double *rmatval = NULL;
CPXDIM indicator;
CPXNNZ rmatbeg[1];
double rhs[1];
char sense[1];
int m, p;
int status = 0;
status = CPXXchgobjsen (env, lp, CPX_MAX); /* Maximization problem */
if ( status ) {
fprintf (stderr, "Could not change objective sense.\n");
goto TERMINATE;
}
rmatbeg[0] = 0;
/* Allocate colcnt-sized arrays */
obj = malloc (colcnt * sizeof(*obj));
lb = malloc (colcnt * sizeof(*lb));
ub = malloc (colcnt * sizeof(*ub));
ctype = malloc (colcnt * sizeof(*ctype));
rmatind = malloc (colcnt * sizeof(*rmatind));
rmatval = malloc (colcnt * sizeof(*rmatval));
if ( obj == NULL ||
lb == NULL ||
ub == NULL ||
ctype == NULL ||
rmatind == NULL ||
rmatval == NULL ) {
fprintf (stderr, "Could not allocate colcnt arrays\n");
status = CPXERR_NO_MEMORY;
goto TERMINATE;
}
/* Create variables. For each month and each product, we have 3
variables corresponding to the quantity used (semi-continuous),
stored (continuous) and bought (continuous) and one binary
variable indicating whether or not the product is used during
this month. */
for (m = 0; m < NUMMONTHS; m++) {
for (p = 0; p < NUMPRODUCTS; p++) {
/* The quantity bought is a continuous variable. It has a cost */
obj[varindex(m, p, BUY)] = -cost[m*NUMPRODUCTS + p];
lb[varindex (m, p, BUY)] = 0.0;
ub[varindex (m, p, BUY)] = CPX_INFBOUND;
ctype[varindex (m, p, BUY)] = 'C';
/* When an oil is used, the quantity must be at least 20
tons. This is modeled as a semi-continuous variable. */
obj[varindex (m, p, USE)] = 0.0;
lb[varindex (m, p, USE)] = 20.0;
ub[varindex (m, p, USE)] = CPX_INFBOUND;
ctype[varindex (m, p, USE)] = 'S';
/* It is possible to store up to 1000 tons of each
product. There are storage costs. */
obj[varindex (m, p, STORE)] = -5.0;
lb[varindex (m, p, STORE)] = 0.0;
ub[varindex (m, p, STORE)] = 1000.0;
ctype[varindex (m, p, STORE)] = 'C';
/* At the end, we must have exactly 500 tons of each
product in storage. */
if ( m == NUMMONTHS - 1 ) {
lb[varindex (m, p, STORE)] = 500.0;
ub[varindex (m, p, STORE)] = 500.0;
}
/* The variable indicating whether or not a product is
used during a month is a binary variable. */
obj[varindex (m, p, IS_USED)] = 0.0;
lb[varindex (m, p, IS_USED)] = 0.0;
ub[varindex (m, p, IS_USED)] = 1.0;
ctype[varindex (m, p, IS_USED)] = 'B';
}
}
status = CPXXnewcols (env, lp, colcnt, obj, lb, ub, ctype, NULL);
if ( status ) {
fprintf (stderr, "Could not add new columns.\n");
goto TERMINATE;
}
/* Constraints for each month */
for (m = 0; m < NUMMONTHS; m++) {
int totalindex;
/* For each product, create an indicator constraint linking the
quantity used and the binary variable indicating whether or
not the product is used */
for (p = 0; p < NUMPRODUCTS; p++) {
indicator = varindex (m, p, IS_USED);
rmatind[0] = varindex (m, p, USE);
rmatval[0] = 1.0;
status = CPXXaddindconstr (env, lp, indicator, 1, 1, 0.0, 'L',
rmatind, rmatval, NULL);
if ( status ) {
fprintf (stderr, "Could not add new indicator constraint.\n");
goto TERMINATE;
}
}
/* Not more than 200 tons of vegetable oil can be refined */
rmatind[0] = varindex (m, VEGOIL1, USE);
rmatind[1] = varindex (m, VEGOIL2, USE);
rmatval[0] = 1.0;
rmatval[1] = 1.0;
rhs[0] = 200.0;
sense[0] = 'L';
status = CPXXaddrows (env, lp, 0, 1, 2, rhs,
sense, rmatbeg, rmatind, rmatval,
NULL, NULL);
/* Not more than 250 tons of non-vegetable oil can be refined */
rmatind[0] = varindex (m, OIL1, USE);
rmatind[1] = varindex (m, OIL2, USE);
rmatind[2] = varindex (m, OIL3, USE);
rmatval[0] = 1.0;
rmatval[1] = 1.0;
rmatval[2] = 1.0;
rhs[0] = 250.0;
sense[0] = 'L';
status = CPXXaddrows (env, lp, 0, 1, 3, rhs,
sense, rmatbeg, rmatind, rmatval,
NULL, NULL);
if ( status ) {
fprintf (stderr, "Could not add new rows.\n");
goto TERMINATE;
}
/* Constraint on food composition */
/* Add a variable corresponding to total quantity produced
in a month */
obj[0] = 150.0;
lb[0] = 0.0;
ub[0] = CPX_INFBOUND;
ctype[0] = 'C';
status = CPXXnewcols (env, lp, 1, obj, lb, ub, ctype, NULL);
if ( status ) {
fprintf (stderr, "Could not add new columns.\n");
goto TERMINATE;
}
totalindex = CPXXgetnumcols (env, lp) - 1;
/* Total quantity = sum (quantities) */
for (p = 0; p < NUMPRODUCTS; p++) {
rmatind[p] = varindex (m, p, USE);
rmatval[p] = 1.0;
}
rmatind[NUMPRODUCTS] = totalindex;
rmatval[NUMPRODUCTS] = -1.0;
rhs[0] = 0.0;
sense[0] = 'E';
status = CPXXaddrows (env, lp, 0, 1, NUMPRODUCTS + 1, rhs,
sense, rmatbeg, rmatind, rmatval,
NULL, NULL);
if ( status ) {
fprintf (stderr, "Could not add new rows.\n");
goto TERMINATE;
}
/* Hardness constraints
sum (quantity * hardness) >= 3 * total quantity
sum (quantity * hardness) <= 6 * total quantity
*/
for (p = 0; p < NUMPRODUCTS; p++) {
rmatind[p] = varindex (m, p, USE);
rmatval[p] = hardness[p];
}
rmatind[NUMPRODUCTS] = totalindex;
rmatval[NUMPRODUCTS] = -3.0;
rhs[0] = 0.0;
sense[0] = 'G';
status = CPXXaddrows (env, lp, 0, 1, NUMPRODUCTS + 1, rhs,
sense, rmatbeg, rmatind, rmatval,
NULL, NULL);
if ( status ) {
fprintf (stderr, "Could not add new rows.\n");
goto TERMINATE;
}
rmatval[NUMPRODUCTS] = -6.0;
sense[0] = 'L';
status = CPXXaddrows (env, lp, 0, 1, NUMPRODUCTS + 1, rhs,
sense, rmatbeg, rmatind, rmatval,
NULL, NULL);
if ( status ) {
fprintf (stderr, "Could not add new rows.\n");
goto TERMINATE;
}
/* The food may never be made up of more than three oils */
for (p = 0; p < NUMPRODUCTS; p++) {
rmatind[p] = varindex (m, p, IS_USED);
rmatval[p] = 1.0;
}
rhs[0] = 3.0;
sense[0] = 'L';
status = CPXXaddrows (env, lp, 0, 1, NUMPRODUCTS, rhs,
sense, rmatbeg, rmatind, rmatval,
NULL, NULL);
if ( status ) {
fprintf (stderr, "Could not add new rows.\n");
goto TERMINATE;
}
/* If product veg 1 or veg 2 is used then oil 3 must be used */
indicator = varindex (m, VEGOIL1, IS_USED);
rmatind[0] = varindex (m, OIL3, USE);
rmatval[0] = 1.0;
status = CPXXaddindconstr (env, lp, indicator, 0, 1, 20.0, 'G',
rmatind, rmatval, NULL);
indicator = varindex (m, VEGOIL2, IS_USED);
status = CPXXaddindconstr (env, lp, indicator, 0, 1, 20.0, 'G',
rmatind, rmatval, NULL);
if ( status ) {
fprintf (stderr, "Could not add new indicator constraint.\n");
goto TERMINATE;
}
/* We can store each product from one month to the next,
starting with a stock of 500 tons */
for (p = 0; p < NUMPRODUCTS; p++) {
CPXNNZ n = 0;
if ( m != 0 ) {
rmatind[n] = varindex (m-1, p, STORE); /* stored last month */
rmatval[n++] = 1.0;
rmatind[n] = varindex (m, p, BUY); /* bought this month */
rmatval[n++] = 1.0;
rmatind[n] = varindex (m, p, USE); /* used this month */
rmatval[n++] = -1.0;
rmatind[n] = varindex (m, p, STORE); /* stored this month */
rmatval[n++] = -1.0;
rhs[0] = 0.0;
sense[0] = 'E';
}
else {
rmatind[n] = varindex (m, p, BUY); /* bought this month */
rmatval[n++] = 1.0;
rmatind[n] = varindex (m, p, USE); /* used this month */
rmatval[n++] = -1.0;
rmatind[n] = varindex (m, p, STORE); /* stored this month */
rmatval[n++] = -1.0;
rhs[0] = -500.0;
sense[0] = 'E';
}
status = CPXXaddrows (env, lp, 0, 1, n, rhs,
sense, rmatbeg, rmatind, rmatval,
NULL, NULL);
if ( status ) {
fprintf (stderr, "Could not add new rows.\n");
goto TERMINATE;
}
}
}
TERMINATE:
free_and_null ((char **)&obj);
free_and_null ((char **)&lb);
free_and_null ((char **)&ub);
free_and_null ((char **)&ctype);
free_and_null ((char **)&rmatind);
free_and_null ((char **)&rmatval);
return (status);
} /* END buildmodel */
int
main (int argc, char *argv[])
{
int uselogcallback = 0;
LOGINFO myloginfo;
int usetimelimcallback = 0;
TIMELIMINFO mytimeliminfo;
int useterminate = 0;
volatile int terminator;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int solstat;
int status = 0;
/* Check the command line arguments */
if (( argc != 3 ) ||
( strchr ("lta", argv[2][0]) == NULL ) ) {
usage (argv[0]);
goto TERMINATE;
}
switch (argv[2][0]) {
case 'l':
uselogcallback = 1;
break;
case 't':
usetimelimcallback = 1;
break;
case 'a':
useterminate = 1;
break;
default:
break;
}
/* 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 ( usetimelimcallback ) {
double t;
status = CPXXgettime (env, &t);
if ( status ) {
fprintf (stderr, "Failed to initialize timer.\n");
goto TERMINATE;
}
mytimeliminfo.acceptablegap = 10.0;
mytimeliminfo.aborted = 0;
mytimeliminfo.timestart = t;
mytimeliminfo.timelim = 1.0;
status = CPXXsetinfocallbackfunc (env, timelimcallback, &mytimeliminfo);
if ( status ) {
fprintf (stderr, "Failed to set time limit callback function.\n");
goto TERMINATE;
}
}
else if ( uselogcallback ) {
/* Set overall node limit in case callback conditions are not met */
status = CPXXsetcntparam (env, CPXPARAM_MIP_Limits_Nodes, 5000);
if ( status ) goto TERMINATE;
status = CPXXgettime (env, &myloginfo.timestart);
if ( status ) {
fprintf (stderr, "Failed to query time.\n");
goto TERMINATE;
}
status = CPXXgetdettime (env, &myloginfo.dettimestart);
if ( status ) {
fprintf (stderr, "Failed to query deterministic time.\n");
goto TERMINATE;
}
myloginfo.numcols = CPXXgetnumcols (env, lp);
myloginfo.lastincumbent = CPXXgetobjsen (env, lp) * 1e+35;
myloginfo.lastlog = -10000;
status = CPXXsetinfocallbackfunc (env, logcallback, &myloginfo);
if ( status ) {
fprintf (stderr, "Failed to set logging callback function.\n");
goto TERMINATE;
}
/* Turn off CPLEX logging */
status = CPXXsetintparam (env, CPXPARAM_MIP_Display, 0);
if ( status ) goto TERMINATE;
}
else if ( useterminate) {
status = CPXXsetterminate (env, &terminator);
if ( status ) {
fprintf (stderr, "Failed to set terminator.\n");
goto TERMINATE;
}
/* Typically, you would pass the terminator variable to
another thread or pass it to an interrupt handler,
and monitor for some event to occur. When it does,
set terminator to a non-zero value.
To illustrate its use without creating a thread or
an interrupt handler, terminate immediately by setting
terminator before the solve.
*/
terminator = 1;
}
/* 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);
TERMINATE:
/* Free up the problem as allocated by CPXXcreateprob, if necessary */
if ( lp != NULL ) {
int xstatus = CPXXfreeprob (env, &lp);
if ( xstatus ) {
fprintf (stderr, "CPXXfreeprob failed, error code %d.\n", xstatus);
status = xstatus;
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
int xstatus = 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);
status = xstatus;
}
}
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 (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 */
static int
makelazyconstraint (CPXENVptr env,
CPXLPptr lp,
CUTINFOptr lazyconinfo)
{
int status = 0;
CPXNNZ beg[] = {0, 5};
double val[] = {1, 1, 1, 1, 1};
char const *varname[] = { "W11", "W12", "W13", "W14", "W15" };
double rhs[] = {3};
CPXNNZ *cutbeg = NULL;
CPXDIM *cutind = NULL;
double *cutval = NULL;
double *cutrhs = NULL;
CPXDIM i, varind;
CPXNNZ nz = 5;
CPXDIM cuts = 1;
CPXDIM cur_numcols = CPXXgetnumcols (env, lp);
lazyconinfo->lp = lp;
lazyconinfo->numcols = cur_numcols;
lazyconinfo->x = malloc (cur_numcols * sizeof (*lazyconinfo->x));
if ( lazyconinfo->x == NULL ) {
fprintf (stderr, "No memory for solution values.\n");
goto TERMINATE;
}
cutbeg = malloc ((cuts+1) * sizeof (*cutbeg));
cutind = malloc (nz * sizeof (*cutind));
cutval = malloc (nz * sizeof (*cutval));
cutrhs = malloc (cuts * sizeof (*cutrhs));
if ( cutbeg == NULL ||
cutind == NULL ||
cutval == NULL ||
cutrhs == NULL ) {
fprintf (stderr, "No memory.\n");
status = CPXERR_NO_MEMORY;
goto TERMINATE;
}
for (i = 0; i < nz; i++) {
status = CPXXgetcolindex (env, lp, varname[i], &varind);
if ( status ) {
fprintf (stderr,
"Failed to get index from variable name.\n");
goto TERMINATE;
}
cutind[i] = varind;
cutval[i] = val[i];
}
for (i = 0; i < cuts; i++) {
cutbeg[i] = beg[i];
cutrhs[i] = rhs[i];
}
cutbeg[cuts] = beg[cuts];
lazyconinfo->num = cuts;
lazyconinfo->beg = cutbeg;
lazyconinfo->ind = cutind;
lazyconinfo->val = cutval;
lazyconinfo->rhs = cutrhs;
TERMINATE:
if ( status ) {
free_and_null ((char **) &cutbeg);
free_and_null ((char **) &cutind);
free_and_null ((char **) &cutval);
free_and_null ((char **) &cutrhs);
}
return (status);
} /* END makelazyconstraint */
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)
{
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
char errbuf[CPXMESSAGEBUFSIZE];
int status = 0;
char const *vmconfig = NULL;
char const *model = NULL;
double objval;
LOGINFO myloginfo;
#ifdef USE_MPI
MPI_Init (&argc, &argv);
#endif
if ( argc != 3 ) {
usage (argv[0]);
return -1;
}
vmconfig = argv[1];
model = argv[2];
/* Create a new CPLEX environment for each problem to solve.
*/
env = CPXXopenCPLEX (&status);
if ( env == NULL || status != 0 ) {
fprintf (stderr, "Failed to open CPLEX: %s\n",
CPXXgeterrorstring (NULL, status, errbuf));
goto TERMINATE;
}
/* Load a virtual machine configuration.
*/
status = CPXXreadcopyvmconfig (env, vmconfig);
if ( status != 0 ) {
fprintf (stderr, "Failed to load VMC %s: %s\n",
vmconfig, CPXXgeterrorstring (env, status, errbuf));
goto TERMINATE;
}
/* Create and input a problem.
*/
lp = CPXXcreateprob (env, &status, model);
if ( lp == NULL || status != 0 ) {
fprintf (stderr, "Failed to create problem: %s\n",
CPXXgeterrorstring (env, status, errbuf));
goto TERMINATE;
}
status = CPXXreadcopyprob (env, lp, model, NULL);
if ( status != 0 ) {
fprintf (stderr, "Failed to read problem %s: %s\n",
model, CPXXgeterrorstring (env, status, errbuf));
goto TERMINATE;
}
/* Turn off CPLEX logging.
*/
status = CPXXsetintparam (env, CPXPARAM_MIP_Display, 0);
if ( status ) goto TERMINATE;
/* Install an incumbent callback for logging.
*/
status = CPXXgettime (env, &myloginfo.timestart);
if ( status ) {
fprintf (stderr, "Failed to query time.\n");
goto TERMINATE;
}
status = CPXXgetdettime (env, &myloginfo.dettimestart);
if ( status ) {
fprintf (stderr, "Failed to query deterministic time.\n");
goto TERMINATE;
}
myloginfo.numcols = CPXXgetnumcols (env, lp);
myloginfo.lastincumbent = CPXXgetobjsen (env, lp) * 1e+35;
myloginfo.lastdettime = -10000.0;
status = CPXXsetinfocallbackfunc (env, logcallback, &myloginfo);
if ( status ) {
fprintf (stderr, "Failed to set logging callback function.\n");
goto TERMINATE;
}
/* Solve the problem using parallel distributed MIP.
*/
status = CPXXdistmipopt (env, lp);
if ( status != 0 ) {
fprintf (stderr, "Failed to optimize: %s\n",
CPXXgeterrorstring (env, status, errbuf));
goto TERMINATE;
}
/* Print some solution information.
*/
status = CPXXgetobjval (env, lp, &objval);
if ( status == CPXERR_NO_SOLN ) {
printf ("No solution available.\n");
}
else if ( status == 0 ) {
printf ("Solution value %f\n", objval);
}
else {
fprintf (stderr, "Error %d: %s\n", status,
CPXXgeterrorstring (env, status, errbuf));
}
printf ("Solution status %d\n", CPXXgetstat (env, lp));
TERMINATE:
CPXXfreeprob (env, &lp);
CPXXcloseCPLEX (&env);
#ifdef USE_MPI
CPXXfinalizeMPIworkers (-1, NULL, 0, NULL, 1);
MPI_Finalize ();
#endif
return status;
}
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;
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 */
static int CPXPUBLIC
rounddownheur (CPXCENVptr env,
void *cbdata,
int wherefrom,
void *cbhandle,
double *objval_p,
double *x,
int *checkfeas_p,
int *useraction_p)
{
int status = 0;
int j, cols;
double roundobjval;
int *feas = NULL;
CPXCLPptr lp;
double *objcoefs = NULL;
*useraction_p = CPX_CALLBACK_DEFAULT;
/* Heuristic motivated by knapsack constrained problems.
Rounding down all fractional values will give an integer
solution that is feasible, since all constraints are <=
with positive coefficients */
status = CPXXgetcallbacklp (env, cbdata, wherefrom, &lp);
if ( status ) {
fprintf (stdout, "Can't get lp pointer.");
goto TERMINATE;
}
cols = CPXXgetnumcols (env, lp);
if ( cols <= 0 ) {
fprintf (stdout, "numcols = %d.", cols);
status = CPXERR_CALLBACK;
goto TERMINATE;
}
objcoefs = malloc (cols * sizeof (*objcoefs));
feas = malloc (cols * sizeof (*feas));
if ( objcoefs == NULL || feas == NULL ) {
fprintf (stdout, "Out of memory.");
status = CPXERR_CALLBACK;
goto TERMINATE;
}
status = CPXXgetobj (env, lp, objcoefs, 0, cols-1);
if ( status ) {
fprintf (stdout, "Can't get objective.");
goto TERMINATE;
}
status = CPXXgetcallbacknodeintfeas (env, cbdata, wherefrom, feas,
0, cols-1);
if ( status ) {
fprintf (stdout,
"Can't get variable feasible status for node.");
goto TERMINATE;
}
roundobjval = *objval_p;
for (j = 0; j < cols; j++) {
/* Set the fractional variable to zero and update
the objective value */
if ( feas[j] == CPX_INTEGER_INFEASIBLE ) {
roundobjval -= x[j] * objcoefs[j];
x[j] = 0.0;
}
}
*objval_p = roundobjval;
/* Have CPLEX check the solution for integer feasibility */
*checkfeas_p = 1;
/* Tell CPLEX that a solution is being returned */
*useraction_p = CPX_CALLBACK_SET;
TERMINATE:
free_and_null ((char **) &objcoefs);
free_and_null ((char **) &feas);
return (status);
} /* END rounddown */
static int CPXPUBLIC
usersetbranch (CPXCENVptr env,
void *cbdata,
int wherefrom,
void *cbhandle,
int brtype,
CPXDIM sos,
int nodecnt,
CPXDIM bdcnt,
const CPXDIM *nodebeg,
const CPXDIM *indices,
const char *lu,
const double *bd,
const double *nodeest,
int *useraction_p)
{
int status = 0;
CPXDIM j, bestj = -1;
CPXDIM cols;
double maxobj = -CPX_INFBOUND;
double maxinf = -CPX_INFBOUND;
double xj_inf;
double xj_lo;
double objval;
double *x = NULL;
double *obj = NULL;
int *feas = NULL;
char varlu[1];
double varbd[1];
CPXCNT seqnum1, seqnum2;
CPXCLPptr lp;
/* Initialize useraction to indicate no user action taken */
*useraction_p = CPX_CALLBACK_DEFAULT;
/* If CPLEX is choosing an SOS branch, take it */
if ( sos >= 0 ) return (status);
/* Get pointer to the problem */
status = CPXXgetcallbacklp (env, cbdata, wherefrom, &lp);
if ( status ) {
fprintf (stdout, "Can't get LP pointer.\n");
goto TERMINATE;
}
cols = CPXXgetnumcols (env, lp);
if ( cols <= 0 ) {
fprintf (stdout, "Can't get number of columns.\n");
status = CPXERR_CALLBACK;
goto TERMINATE;
}
/* Get solution values and objective coefficients */
x = malloc (cols * sizeof (*x));
obj = malloc (cols * sizeof (*obj));
feas = malloc (cols * sizeof (*feas));
if ( x == NULL ||
obj == NULL ||
feas == NULL ) {
fprintf (stdout, "Out of memory.");
status = CPXERR_CALLBACK;
goto TERMINATE;
}
status = CPXXgetcallbacknodex (env, cbdata, wherefrom, x, 0,
cols-1);
if ( status ) {
fprintf (stdout, "Can't get node solution.");
goto TERMINATE;
}
status = CPXXgetcallbacknodeobjval (env, cbdata, wherefrom,
&objval);
if ( status ) {
fprintf (stdout, "Can't get node objective value.");
goto TERMINATE;
}
status = CPXXgetobj (env, lp, obj, 0, cols-1);
if ( status ) {
fprintf (stdout, "Can't get obj.");
goto TERMINATE;
}
status = CPXXgetcallbacknodeintfeas (env, cbdata, wherefrom, feas,
0, cols-1);
if ( status ) {
fprintf (stdout,
"Can't get variable feasible status for node.");
goto TERMINATE;
}
/* Branch on var with largest objective coefficient among those
with largest infeasibility */
for (j = 0; j < cols; j++) {
if ( feas[j] == CPX_INTEGER_INFEASIBLE ) {
xj_inf = x[j] - floor (x[j]);
if ( xj_inf > 0.5 ) xj_inf = 1.0 - xj_inf;
if ( xj_inf >= maxinf &&
(xj_inf > maxinf || fabs (obj[j]) >= maxobj) ) {
bestj = j;
maxinf = xj_inf;
maxobj = fabs (obj[j]);
}
}
}
/* If there weren't any eligible variables, take default branch */
if ( bestj < 0 ) {
goto TERMINATE;
}
/* Now set up node descriptions */
xj_lo = floor (x[bestj]);
/* Up node */
varlu[0] = 'L';
varbd[0] = xj_lo + 1;
status = CPXXbranchcallbackbranchbds (env, cbdata, wherefrom,
1, &bestj, varlu, varbd,
objval, NULL, &seqnum1);
if ( status ) goto TERMINATE;
/* Down node */
varlu[0] = 'U';
varbd[0] = xj_lo;
status = CPXXbranchcallbackbranchbds (env, cbdata, wherefrom,
1, &bestj, varlu, varbd,
objval, NULL, &seqnum2);
if ( status ) goto TERMINATE;
/* Set useraction to indicate a user-specified branch */
*useraction_p = CPX_CALLBACK_SET;
TERMINATE:
free_and_null ((char **) &x);
free_and_null ((char **) &obj);
free_and_null ((char **) &feas);
return (status);
} /* END usersetbranch */
int
main (void)
{
char probname[16]; /* Problem name is max 16 characters */
/* Declare and allocate space for the variables and arrays where we
will store the optimization results including the status, objective
value, variable values, dual values, row slacks and variable
reduced costs. */
int solstat;
double objval;
double x[NUMCOLS];
double pi[NUMROWS];
double slack[NUMROWS];
double dj[NUMCOLS];
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status;
CPXDIM i, j;
CPXDIM cur_numrows, cur_numcols;
char errmsg[CPXMESSAGEBUFSIZE];
CPXCHANNELptr cpxerror = NULL;
CPXCHANNELptr cpxwarning = NULL;
CPXCHANNELptr cpxresults = NULL;
CPXCHANNELptr ourchannel = NULL;
char *errorlabel = "cpxerror";
char *warnlabel = "cpxwarning";
char *reslabel = "cpxresults";
char *ourlabel = "Our Channel";
CPXFILEptr fpout = NULL;
/* 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. */
/* Since the message handler is yet to be set up, we'll call our
messaging function directly to print out any errors */
if ( env == NULL ) {
ourmsgfunc ("Our Message", "Could not open CPLEX environment.\n");
goto TERMINATE;
}
/* Now get the standard channels. If an error, just call our
message function directly. */
status = CPXXgetchannels (env, &cpxresults, &cpxwarning, &cpxerror, NULL);
if ( status ) {
ourmsgfunc ("Our Message", "Could not get standard channels.\n");
CPXXgeterrorstring (env, status, errmsg);
ourmsgfunc ("Our Message", errmsg);
goto TERMINATE;
}
/* Now set up the error channel first. The label will be "cpxerror" */
status = CPXXaddfuncdest (env, cpxerror, errorlabel, ourmsgfunc);
if ( status ) {
ourmsgfunc ("Our Message", "Could not set up error message handler.\n");
CPXXgeterrorstring (env, status, errmsg);
ourmsgfunc ("Our Message", errmsg);
}
/* Now that we have the error message handler set up, all CPLEX
generated errors will go through ourmsgfunc. So we don't have
to use CPXXgeterrorstring to determine the text of the message.
We can also use CPXXmsg to do any other printing. */
status = CPXXaddfuncdest (env, cpxwarning, warnlabel, ourmsgfunc);
if ( status ) {
CPXXmsg (cpxerror, "Failed to set up handler for cpxwarning.\n");
goto TERMINATE;
}
status = CPXXaddfuncdest (env, cpxresults, reslabel, ourmsgfunc);
if ( status ) {
CPXXmsg (cpxerror, "Failed to set up handler for cpxresults.\n");
goto TERMINATE;
}
/* Now turn on the iteration display. */
status = CPXXsetintparam (env, CPXPARAM_Simplex_Display, 2);
if ( status ) {
CPXXmsg (cpxerror, "Failed to turn on simplex display level.\n");
goto TERMINATE;
}
/* Create the problem. */
strcpy (probname, "example");
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 ) {
CPXXmsg (cpxerror, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now populate the problem with the data. */
status = populatebycolumn (env, lp);
if ( status ) {
CPXXmsg (cpxerror, "Failed to populate problem data.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXXlpopt (env, lp);
if ( status ) {
CPXXmsg (cpxerror, "Failed to optimize LP.\n");
goto TERMINATE;
}
status = CPXXsolution (env, lp, &solstat, &objval, x, pi, slack, dj);
if ( status ) {
CPXXmsg (cpxerror, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write the output to the screen. We will also write it to a
file as well by setting up a file destination and a function
destination. */
ourchannel = CPXXaddchannel (env);
if ( ourchannel == NULL ) {
CPXXmsg (cpxerror, "Failed to set up our private channel.\n");
goto TERMINATE;
}
fpout = CPXXfopen ("lpex5.msg", "w");
if ( fpout == NULL ) {
CPXXmsg (cpxerror, "Failed to open lpex5.msg file for output.\n");
goto TERMINATE;
}
status = CPXXaddfpdest (env, ourchannel, fpout);
if ( status ) {
CPXXmsg (cpxerror, "Failed to set up output file destination.\n");
goto TERMINATE;
}
status = CPXXaddfuncdest (env, ourchannel, ourlabel, ourmsgfunc);
if ( status ) {
CPXXmsg (cpxerror, "Failed to set up our output function.\n");
goto TERMINATE;
}
/* Now any message to channel ourchannel will go into the file
and into the file opened above. */
CPXXmsg (ourchannel, "\nSolution status = %d\n", solstat);
CPXXmsg (ourchannel, "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 sizes from when the problem
was built. cur_numrows and cur_numcols store the current number
of rows and columns, respectively. */
cur_numrows = CPXXgetnumrows (env, lp);
cur_numcols = CPXXgetnumcols (env, lp);
for (i = 0; i < cur_numrows; i++) {
CPXXmsg (ourchannel, "Row %d: Slack = %10f Pi = %10f\n",
i, slack[i], pi[i]);
}
for (j = 0; j < cur_numcols; j++) {
CPXXmsg (ourchannel, "Column %d: Value = %10f Reduced cost = %10f\n",
j, x[j], dj[j]);
}
/* Finally, write a copy of the problem to a file. */
status = CPXXwriteprob (env, lp, "lpex5.lp", NULL);
if ( status ) {
CPXXmsg (cpxerror, "Failed to write LP to disk.\n");
goto TERMINATE;
}
TERMINATE:
/* First check if ourchannel is open */
if ( ourchannel != NULL ) {
int chanstat;
chanstat = CPXXdelfuncdest (env, ourchannel, ourlabel, ourmsgfunc);
if ( chanstat ) {
strcpy (errmsg, "CPXXdelfuncdest failed.\n");
ourmsgfunc ("Our Message", errmsg);
if (!status) status = chanstat;
}
if ( fpout != NULL ) {
chanstat = CPXXdelfpdest (env, ourchannel, fpout);
if ( chanstat ) {
strcpy (errmsg, "CPXXdelfpdest failed.\n");
ourmsgfunc ("Our Message", errmsg);
if (!status) status = chanstat;
}
CPXXfclose (fpout);
}
chanstat = CPXXdelchannel (env, &ourchannel);
if ( chanstat ) {
strcpy (errmsg, "CPXXdelchannel failed.\n");
ourmsgfunc ("Our Message", errmsg);
if (!status) status = chanstat;
}
}
/* Free up the problem as allocated by CPXXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXXfreeprob (env, &lp);
if ( status ) {
strcpy (errmsg, "CPXXfreeprob failed.\n");
ourmsgfunc ("Our Message", errmsg);
}
}
/* Now delete our function destinations from the 3 CPLEX channels. */
if ( cpxresults != NULL ) {
int chanstat;
chanstat = CPXXdelfuncdest (env, cpxresults, reslabel, ourmsgfunc);
if ( chanstat && !status ) {
status = chanstat;
strcpy (errmsg, "Failed to delete cpxresults function.\n");
ourmsgfunc ("Our Message", errmsg);
}
}
if ( cpxwarning != NULL ) {
int chanstat;
chanstat = CPXXdelfuncdest (env, cpxwarning, warnlabel, ourmsgfunc);
if ( chanstat && !status ) {
status = chanstat;
strcpy (errmsg, "Failed to delete cpxwarning function.\n");
ourmsgfunc ("Our Message", errmsg);
}
}
if ( cpxerror != NULL ) {
int chanstat;
chanstat = CPXXdelfuncdest (env, cpxerror, errorlabel, ourmsgfunc);
if ( chanstat && !status ) {
status = chanstat;
strcpy (errmsg, "Failed to delete cpxerror function.\n");
ourmsgfunc ("Our Message", errmsg);
}
}
/* 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 ) {
strcpy (errmsg, "Could not close CPLEX environment.\n");
ourmsgfunc ("Our Message", errmsg);
CPXXgeterrorstring (env, status, errmsg);
ourmsgfunc ("Our Message", errmsg);
}
}
return (status);
} /* END main */
static int CPXPUBLIC
solvecallback (CPXCENVptr env,
void *cbdata,
int wherefrom,
void *userinfo,
int *useraction_p)
{
int status = 0;
int lpstatus = 0;
CPXLPptr nodelp = NULL;
double *prex = NULL;
MYCBptr mycbinfo = (MYCBptr) userinfo;
CPXLPptr mip = mycbinfo->mip;
double *relx = mycbinfo->relx;
CPXDIM cols;
int prestat;
*useraction_p = CPX_CALLBACK_DEFAULT;
/* Only use callback for solving the root relaxation (node 0) */
if ( mycbinfo->count > 0 ) {
goto TERMINATE;
}
mycbinfo->count++;
/* Extract the LP to be solved */
status = CPXXgetcallbacknodelp (env, cbdata, wherefrom, &nodelp);
if ( status ) goto TERMINATE;
cols = CPXXgetnumcols (env, nodelp);
prex = malloc (cols * sizeof (*prex));
if ( prex == NULL ) {
status = CPXERR_NO_MEMORY;
goto TERMINATE;
}
/* Use MIP presolve to crush the original solution. Note that
MIP presolve can only crush primal solutions */
status = CPXXgetprestat (env, mip, &prestat, NULL, NULL, NULL,
NULL);
if ( status ) goto TERMINATE;
/* If a presolved model exists, then relx is crushed down
to prex, the corresponding solution for the presolved
model; otherwise, prex is just a copy of relx */
if ( prestat ) {
status = CPXXcrushx (env, mip, relx, prex);
if ( status ) goto TERMINATE;
}
else {
memcpy (prex, relx, cols * sizeof (*relx));
}
/* Feed the crushed solution into 'nodelp' */
status = CPXXcopystart (env, nodelp, NULL, NULL, prex, NULL,
NULL, NULL);
/* Use primal to reoptimize, since we only have a primal
solution */
status = CPXXprimopt (env, nodelp);
if ( status ) goto TERMINATE;
lpstatus = CPXXgetstat (env, nodelp);
if ( lpstatus == CPX_STAT_OPTIMAL ||
lpstatus == CPX_STAT_OPTIMAL_INFEAS ||
lpstatus == CPX_STAT_INFEASIBLE ) {
*useraction_p = CPX_CALLBACK_SET;
}
TERMINATE:
free_and_null ((char **) &prex);
return (status);
} /* END solvecallback */
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 */
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;
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, dual values, row slacks and variable
reduced costs. */
int solstat;
double objval;
double x[NUMCOLS];
double pi[NUMROWS];
double slack[NUMROWS];
double dj[NUMCOLS];
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, &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 problem.\n");
goto TERMINATE;
}
/* Now copy the LP part of 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;
}
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 = CPXXqpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize QP.\n");
goto TERMINATE;
}
status = CPXXsolution (env, lp, &solstat, &objval, x, pi, slack, dj);
if ( status ) {
fprintf (stderr, "Failed to obtain solution.\n");
goto TERMINATE;
}
/* Write the output to the screen. */
printf ("\nSolution status = %d\n", solstat);
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);
for (i = 0; i < cur_numrows; i++) {
printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]);
}
for (j = 0; j < cur_numcols; j++) {
printf ("Column %d: Value = %10f Reduced cost = %10f\n",
j, x[j], dj[j]);
}
/* Finally, write a copy of the problem to a file. */
status = CPXXwriteprob (env, lp, "qpex1.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 **) &qmatbeg);
free_and_null ((char **) &qmatcnt);
free_and_null ((char **) &qmatind);
free_and_null ((char **) &qmatval);
return (status);
} /* END main */
/* CPLEX does not provide a function to directly get the dual multipliers
* for second order cone constraint.
* Example xqcpdual.c illustrates how the dual multipliers for a
* quadratic constraint can be computed from that constraint's slack.
* However, for SOCP we can do something simpler: we can read those
* multipliers directly from the dual slacks for the
* cone head variables. For a second order cone constraint
* x[1] >= |(x[2], ..., x[n])|
* the dual multiplier is the dual slack value for x[1].
*/
static int
getsocpconstrmultipliers (CPXCENVptr env, CPXCLPptr lp,
double *dslack, double *socppi)
{
int status = 0;
CPXDIM const cols = CPXXgetnumcols (env, lp);
CPXDIM const qs = CPXXgetnumqconstrs (env, lp);
double *dense = NULL, *val = NULL;
CPXDIM *ind = NULL;
CPXDIM j, q;
qbuf_type qbuf;
qbuf_init (&qbuf);
if ( (dense = malloc (sizeof (*dense) * cols)) == NULL ) {
status = CPXERR_NO_MEMORY;
goto TERMINATE;
}
/* First of all get the dual slack vector. This is the sum of
* dual multipliers for bound constraints (as returned by CPXXgetdj())
* and the per-constraint dual slack vectors (as returned by
* CPXXgetqconstrdslack()).
*/
/* Get dual multipliers for bound constraints. */
if ( (status = CPXXgetdj (env, lp, dense, 0, cols - 1)) != 0 )
goto TERMINATE;
/* Create a dense vector that holds the sum of dual slacks for all
* quadratic constraints.
*/
if ( (val = malloc (cols * sizeof (val))) == NULL ||
(ind = malloc (cols * sizeof (ind))) == NULL )
{
status = CPXERR_NO_MEMORY;
goto TERMINATE;
}
for (q = 0; q < qs; ++q) {
CPXDIM len = 0, surp;
if ( (status = CPXXgetqconstrdslack (env, lp, q, &len, ind, val,
cols, &surp)) != 0 )
goto TERMINATE;
for (j = 0; j < len; ++j) {
dense[ind[j]] += val[j];
}
}
/* Now go through the socp constraints. For each constraint find the
* cone head variable (the one variable that has a negative coefficient)
* and pick up its dual slack. This is the dual multiplier for the
* constraint.
*/
for (q = 0; q < qs; ++q) {
if ( !getqconstr (env, lp, q, &qbuf) ) {
status = CPXERR_BAD_ARGUMENT;
goto TERMINATE;
}
for (j = 0; j < qbuf.qnz; ++j) {
if ( qbuf.qval[j] < 0.0 ) {
/* This is the cone head variable. */
socppi[q] = dense[qbuf.qcol[j]];
break;
}
}
}
/* If the caller wants to have the dual slack vector then copy it
* to the output array.
*/
if ( dslack != NULL )
memcpy (dslack, dense, sizeof (*dslack) * cols);
TERMINATE:
free (ind);
free (val);
free (dense);
qbuf_clear (&qbuf);
return status;
}
