//*******************************************************************
int CSolver:: Create(int estRows, int estCols, int estNonZeros,
int probsense, char* probname, int namesize,
int nSerialnum, char* licenvstring)
{
int i;
char buff[100];
setLogFile( (char*)probname);
memset( m_error, sizeof(m_error), 0 );
m_debugLog = 0;
m_probType = PROBLEM_TYPE_LP;
m_estRows = estRows;
m_estCols = estCols;
m_estNonZeros = estNonZeros;
m_nObjSense = probsense;
m_nNameSize = namesize;
m_nColCount = 0;
m_nRowCount = 0;
// create arrays given problem size estimates
// matrix
m_pRowNdx = new int[estNonZeros];
m_pColNdx = new int[estNonZeros];
m_pCoef = new double[estNonZeros];
m_nRowItems = 0;
m_nColItems = 0;
m_nCoefItems = 0;
// rim
m_pObj = new double[estCols];
m_pRhs = new double[estRows];
m_pRhsSense = new char[estRows];
m_pCtype = new char[estCols]; // column type
m_pRstat = new int[estRows];
m_pCstat = new int[estCols];
m_nObjItems = 0;
m_nRhsItems = 0;
m_nRhsSense = 0;
// column bounds
m_pBdl = new double[estCols];
m_pBdu = new double[estCols];
m_nBdItems = 0;
if (m_pBdl == NULL || m_pBdu == NULL ) return -1;
for( i=0; i< estCols; i++ ) {
m_pBdl[i] = 0.0;
m_pBdu[i] = INFBOUND;
}
//---misc
// build problem name string
if( probname != NULL ) {
// user supplied a problem name on construction, so use that name
m_pszProbname = new char[strlen(probname)+1];
strcpy(m_pszProbname,probname);
}
else {
// no name given for problem
m_pszProbname = new char[strlen("NONAME")+1];
strcpy(m_pszProbname,"NONAME");
}
m_lp = NULL;
m_env = NULL;
m_obj = 0;
m_x = NULL;
m_pi = NULL;
m_slack = NULL;
m_dj = NULL;
m_nPosInCstore =0;
m_cstore=NULL;
m_nPosInCname =0;
m_cname=NULL;
m_nPosInRstore =0;
m_rstore=NULL;
m_nPosInRname =0;
m_rname=NULL;
m_RowMap.Create(estRows);
m_ColMap.Create(estCols);
CreateNameSpace();
// check for memory allocation error
if( m_pRowNdx == NULL ||
m_pColNdx == NULL ||
m_pCoef == NULL ||
m_pObj == NULL ||
m_pRhs == NULL ||
m_pRhsSense ==NULL ||
m_pBdl == NULL ||
m_pBdu == NULL ||
m_cstore == NULL ||
m_cname == NULL ||
m_rstore == NULL ||
m_rname == NULL ) {
Message("Not enough memory!");
return -1; // failure error
}
sprintf(buff,"CPLEX Serial Number = %d", nSerialnum);
Message(buff);
//! if ( nSerialnum == 0 )
//! // no serial number assume development license
//! else
//! // serial number provide assume runtime license
m_env = CPXopenCPLEXruntime(&m_status, nSerialnum, licenvstring);
if (m_env == NULL){
CPXgeterrorstring( m_env, m_status, m_error );
if (nSerialnum == 0 )
Message( "CPXopenCPLEXdevelop returned NULL !");
else
Message( "CPXopenCPLEXruntime returned NULL");
SetError("Failed to get a CPLEX environment");
return -1;
}
CPXgetchannels(m_env, &m_cpxresults, &m_cpxwarning, &m_cpxerror, &m_cpxlog);
char cpxbuff[80];
sprintf(cpxbuff, "%s.%s", probname, "cpx");
m_cpxFile = CPXfopen(cpxbuff,"w");
if (m_cpxFile == NULL ) {
m_log.write("opening cplexlog.log failed");
}
CPXaddfuncdest(m_env, m_cpxresults, &m_cbData, channelsfunc);
CPXaddfuncdest(m_env, m_cpxwarning, &m_cbData, channelsfunc);
CPXaddfuncdest(m_env, m_cpxerror, &m_cbData, channelsfunc);
if ( CPXsetlogfile(m_env, m_cpxFile) != 0 ) {
m_log.write("failed to set channels file");
}
m_log.getTimeStamp(buff);
m_bCreated = 1;
CPXmsg(m_cpxlog, "%s : %s\n\n","*** Begin Log ***", buff );
return 0;
}
//==========================================================================
int
main (int argc, char * argv[])
{
// Temporary variables
struct stat filestat;
char astring[DDSIP_ln_fname];
int status = 0, cont, boundstat, comb, i;
// guarantee minimal stacksize limit
const rlim_t kStackSize = 128 * 1024 * 1024; // min stack size = 128 MB
struct rlimit rl;
int result;
unsigned long cur_limit;
result = getrlimit(RLIMIT_STACK, &rl);
if (result == 0)
{
cur_limit = rl.rlim_cur;
printf ("original stacksize limit %lu\n", cur_limit);
if (rl.rlim_cur < kStackSize)
{
rl.rlim_cur = kStackSize;
result = setrlimit(RLIMIT_STACK, &rl);
if (result != 0)
{
fprintf(stderr, "setrlimit returned result = %d\n", result);
}
result = getrlimit(RLIMIT_STACK, &rl);
if (result == 0)
{
cur_limit = rl.rlim_cur;
printf ("changed stacksize limit %lu\n", cur_limit);
}
}
}
i = argc;
//
// Welcome
printf ("#######################################################################################\n");
printf ("######### D D S I P -- Dual Decomposition In Stochastic Integer Programming #########\n");
printf ("######### %-66s #########\n", DDSIP_version);
printf ("For copyright, license agreements, help, comments, requests, ... ");
printf ("see\n\thttp://www.uni-duisburg-essen.de/~hn215go/ddsip.shtml\n");
printf ("\thttp://www.www.github.com/RalfGollmer/ddsip\n");
/* printf (" Copyright (C) to University of Duisburg-Essen \n\n"); */
/* printf(" This program is free software; you can redistribute it and/or\n"); */
/* printf (" modify it under the terms of the GNU General Public License\n"); */
/* printf(" as published by the Free Software Foundation; either version 2\n"); */
/* printf (" of the License, or (at your option) any later version.\n\n"); */
/* printf (" This program is distributed in the hope that it will be useful,\n"); */
/* printf(" but WITHOUT ANY WARRANTY; without even the implied warranty of\n"); */
/* printf (" MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the\n"); */
/* printf (" GNU General Public License for more details.\n\n"); */
/* printf (" You should have received a copy of the GNU General Public License\n"); */
/* printf(" along with this program; if not, write to the Free Software\n"); */
/* printf (" Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.\n"); */
/* printf ("==============================================================================\n\n"); */
// These four structures shall carry the whole problem data
DDSIP_param = NULL;
DDSIP_bb = NULL;
DDSIP_data = NULL;
DDSIP_node = NULL;
// In DDSIP some signals are handled seperatly
DDSIP_RegisterSignalHandlers ();
// Create output directory if it doesn't already exist
if (stat (DDSIP_outdir, &filestat) == -1)
{
sprintf (astring, "mkdir %s\n", DDSIP_outdir);
i = system (astring);
printf ("Creating subdirectory %s ...\n", DDSIP_outdir);
}
// remove possibly existing output file
sprintf (astring, "rm -f %s\n", DDSIP_outfname);
i = system (astring);
// Open output file
if ((DDSIP_outfile = fopen (DDSIP_outfname, "a")) == NULL)
{
fprintf (stderr, "ERROR: Cannot open '%s'. \n", DDSIP_outfname);
status = 107;
goto TERMINATE;
}
setbuf (DDSIP_outfile, 0);
fprintf (DDSIP_outfile, "%s\n", argv[0]);
fprintf (DDSIP_outfile, "-----------------------------------------------------------\n");
fprintf (DDSIP_outfile, "current system time: ");
fflush (DDSIP_outfile);
#ifndef _WIN32
i = system ("date");
// Print time to output file
sprintf (astring, "date >> %s\n", DDSIP_outfname);
i = system (astring);
fprintf (DDSIP_outfile, "host : ");
sprintf (astring, "hostname >> %s; cat /proc/cpuinfo | sed '/processor.*: 0/,/^$/!d' |grep -E 'vendor|cpu |model|stepping|MHz|cache |cores' >> %s\n", DDSIP_outfname, DDSIP_outfname);
for (i = 0; i < 100; i++)
exp(1.11*(-i-2));
i = system (astring);
#else
sprintf (astring, "date /T >> %s & time /T >> %s\n", DDSIP_outfname,DDSIP_outfname);
i = system (astring);
#endif
fprintf (DDSIP_outfile, "\nDDSIP %s\n", DDSIP_version);
fprintf (DDSIP_outfile, "-----------------------------------------------------------\n");
// Open cplex environment
DDSIP_env = CPXopenCPLEX (&status);
if (DDSIP_env == NULL)
{
fprintf (stderr, "ERROR: Failed to open cplex environment, CPLEX error code %d.\n",status);
fprintf (DDSIP_outfile, "ERROR: Failed to open cplex environment, CPLEX error code %d.\n",status);
return status;
}
sprintf (astring, "%s", CPXversion (DDSIP_env));
printf ("CPLEX version is %s\n", astring);
fprintf (DDSIP_outfile, "CPLEX version is %s\n\n", astring);
// Allocate the structures to hold the information on the problem
DDSIP_param = (para_t *) DDSIP_Alloc (sizeof (para_t), 1, "param(Main)");
DDSIP_bb = (bb_t *) DDSIP_Alloc (sizeof (bb_t), 1, "bb(Main)");
DDSIP_data = (data_t *) DDSIP_Alloc (sizeof (data_t), 1, "data(Main)");
// Read model (lp) file
if ((status = DDSIP_ReadModel ()))
goto TERMINATE;
// Read specification file
if ((status = DDSIP_ReadSpec ()))
goto TERMINATE;
// Set specified CPLEX parameters
if ((status = DDSIP_InitCpxPara ()))
goto TERMINATE;
// if a Benders annotation file is given, read it
if (DDSIP_param->annotationFile)
{
status = CPXreadcopyannotations (DDSIP_env, DDSIP_lp, DDSIP_param->annotationFile);
if ( status ) {
fprintf (stderr, "ERROR: Failed to read and copy the annotation data from file %s.\n", DDSIP_param->annotationFile);
fprintf (DDSIP_outfile, "ERROR: Failed to read and copy the annotation data from file %s.\n", DDSIP_param->annotationFile);
goto TERMINATE;
}
}
// data->cost contains: stoch. costs for all scenarios, followed by the original costs
DDSIP_data->cost =
(double *) DDSIP_Alloc (sizeof (double),
DDSIP_param->scenarios * DDSIP_param->stoccost + DDSIP_data->novar, "cost (ReadData)");
// Store original objective coefficients
status = CPXgetobj (DDSIP_env, DDSIP_lp, DDSIP_data->cost + DDSIP_param->scenarios * DDSIP_param->stoccost, 0, DDSIP_data->novar - 1);
if (status)
{
fprintf (stderr, "ERROR: Failed to get objective coefficients\n");
fprintf (DDSIP_outfile, "ERROR: Failed to get objective coefficients\n");
goto TERMINATE;
}
DDSIP_bb->moreoutfile = NULL;
if (DDSIP_param->outlev)
{
// Open debug output file
if ((DDSIP_bb->moreoutfile = fopen (DDSIP_moreoutfname, "a")) == NULL)
{
fprintf (stderr, "ERROR: Cannot open '%s'. \n", DDSIP_moreoutfname);
fprintf (DDSIP_outfile, "ERROR: Cannot open '%s'. \n", DDSIP_moreoutfname);
status = 109;
goto TERMINATE;
}
if (DDSIP_param->outlev > 10)
{
// Buffer size = 0
setbuf (stdout, 0);
if (DDSIP_param->outlev > 20)
setbuf (DDSIP_bb->moreoutfile, 0);
}
#ifndef _WIN32
// Print time to output file
sprintf (astring, "date > %s\n", DDSIP_moreoutfname);
i = system (astring);
#else
sprintf (astring, "date /T > %s & time /T >> %s\n", DDSIP_moreoutfname,DDSIP_moreoutfname);
i = system (astring);
#endif
fprintf (DDSIP_bb->moreoutfile, "--------------------------------------------------------------");
fprintf (DDSIP_bb->moreoutfile, "---------\nThis is an additional output file of DDSIP. The ");
fprintf (DDSIP_bb->moreoutfile, "actual amount of output\nis controlled by the parameter ");
fprintf (DDSIP_bb->moreoutfile, "OUTLEV in the specification file.\n---------");
fprintf (DDSIP_bb->moreoutfile, "--------------------------------------------------------------\n\n");
}
DDSIP_node = (node_t **) DDSIP_Alloc (sizeof (node_t *), DDSIP_param->nodelim + 3, "node(Main)");
DDSIP_node[0] = (node_t *) DDSIP_Alloc (sizeof (node_t), 1, "node[0](Main)");
DDSIP_node[0]->first_sol = (double **) DDSIP_Alloc (sizeof (double *), DDSIP_param->scenarios, "node[0]->first_sol(Main)");
DDSIP_node[0]->cursubsol = (double *) DDSIP_Alloc (sizeof (double), DDSIP_param->scenarios, "node[0]->cursubsol(Main)");
DDSIP_node[0]->subbound = (double *) DDSIP_Alloc (sizeof (double), DDSIP_param->scenarios, "node[0]->subbound(Main)");
if (DDSIP_param->cb)
{
DDSIP_node[0]->scenBoundsNoLag = (double *) DDSIP_Alloc (sizeof (double), DDSIP_param->scenarios, "node[0]->scenBoundsNoLag(Main)");
DDSIP_node[0]->BoundNoLag = -DDSIP_infty;
}
DDSIP_node[0]->mipstatus = (int *) DDSIP_Alloc (sizeof (int), DDSIP_param->scenarios, "node[0]->mipstatus(Main)");
DDSIP_node[0]->ref_scenobj = (double *) DDSIP_Alloc (sizeof (double), DDSIP_param->scenarios, "node[0]->ref_scenobj(Main)");
// Prepare first and second stage variables
if ((status = DDSIP_InitStages ()))
{
fprintf (stderr, "ERROR: Failed to initialize stages\n");
fprintf (DDSIP_outfile, "ERROR: Failed to initialize stages\n");
goto TERMINATE;
}
// Read data file(s)
if ((status = DDSIP_ReadData ()))
goto TERMINATE;
// Read order file if specified
if (DDSIP_param->cpxorder)
{
status = CPXsetintparam (DDSIP_env, CPX_PARAM_MIPORDIND, 1);
if (status)
{
fprintf (stderr, "ERROR: Failed to set cplex parameter CPX_PARAM_MIPORDIND.\n");
return status;
}
if (DDSIP_ReadCPLEXOrder ())
goto TERMINATE;
}
// Detect first and second stage constraints
if ((status = DDSIP_DetectStageRows ()))
{
fprintf (stderr, "ERROR: Failed detection of row stages (BbInit)\n");
fprintf (DDSIP_outfile, "ERROR: Failed detection of row stages (BbInit)\n");
goto TERMINATE;
}
DDSIP_bb->DDSIP_step = solve;
#ifdef CONIC_BUNDLE
if (DDSIP_param->cb)
{
status = DDSIP_NonAnt ();
if (status)
goto TERMINATE;
}
#endif
if (DDSIP_param->outlev)
{
printf ("\t Total initialization time: %4.2f seconds.\n", DDSIP_GetCpuTime ());
fprintf (DDSIP_bb->moreoutfile, " Total initialization time: %4.2f seconds.\n", DDSIP_GetCpuTime ());
}
#ifndef _WIN32
sprintf (astring, "grep 'MHz' /proc/cpuinfo|sort -r|head -1 >> %s\n", DDSIP_outfname);
i = system (astring);
#endif
// at the start there is no solution
status = CPXsetintparam (DDSIP_env, CPX_PARAM_ADVIND, 0);
if (status)
{
fprintf (stderr, "ERROR: Failed to set cplex parameter CPX_PARAM_ADVIND.\n");
fprintf (DDSIP_outfile, "ERROR: Failed to set cplex parameter CPX_PARAM_ADVIND.\n");
return status;
}
#ifndef NEOS
// Write deterministic equivalent (only expectation-based cases)
if (DDSIP_param->write_detequ)
DDSIP_DetEqu ();
#endif
if (DDSIP_param->riskmod < 0)
{
fprintf (stderr, " pure risk models are disabled for now, exiting.\n");
fprintf (DDSIP_outfile, " pure risk models are disabled for now, exiting.\n");
goto TERMINATE;
}
if (DDSIP_param->stoccost && DDSIP_param->riskmod)
{
fprintf (DDSIP_outfile, "XXX Error: Risk optimization not implemented for stochastic cost coefficients.\n");
fprintf (stderr, "XXX Error: Risk optimization not implemented for stochastic cost coefficients.\n");
goto TERMINATE;
}
// Read advanced starting info
if (DDSIP_param->advstart)
{
DDSIP_node[DDSIP_bb->curnode]->step = DDSIP_bb->DDSIP_step = adv;
if ((status = DDSIP_AdvStart ()))
goto TERMINATE;
// Solution provided?
if (DDSIP_param->advstart == 2)
{
DDSIP_bb->curnode = 0;
DDSIP_bb->sug[DDSIP_param->nodelim + 2] = (struct sug_l *)DDSIP_Alloc (sizeof (sug_t), 1, "sug[0](Advanced start solution)");
(DDSIP_bb->sug[DDSIP_param->nodelim + 2])->firstval =
(double *) DDSIP_Alloc (sizeof (double), DDSIP_bb->firstvar, "sug[0]->firstval(adv start)");
for (i = 0; i < (DDSIP_bb->firstvar); i++)
(DDSIP_bb->sug[DDSIP_param->nodelim + 2]->firstval)[i] = DDSIP_bb->adv_sol[i];
(DDSIP_bb->sug[DDSIP_param->nodelim + 2])->next = NULL;
if ((status = DDSIP_UpperBound (DDSIP_param->scenarios, 0)) && status < 100000)
goto TERMINATE;
}
// Only weak consistency check:
if ((DDSIP_node[0]->bound) > DDSIP_bb->bestvalue)
{
status = 121;
goto TERMINATE;
}
fprintf (DDSIP_outfile, "-----------------------------------------------------------\n\n");
}
// Solve EV and EEV if specified
if (DDSIP_param->expected)
{
DDSIP_node[DDSIP_bb->curnode]->step = DDSIP_bb->DDSIP_step = eev;
// status = 1 -> ExpValProb infeasible
if ((status = DDSIP_ExpValProb ()) == 1)
{
if (DDSIP_param->outlev)
fprintf (DDSIP_bb->moreoutfile, " exp. val. prob: INFEASIBLE\n");
fprintf (DDSIP_outfile, " exp. val. prob: INFEASIBLE\n");
}
if (!status)
{
DDSIP_bb->curnode = 0;
DDSIP_bb->sug[DDSIP_param->nodelim + 2] = (struct sug_l *)DDSIP_Alloc (sizeof (sug_t), 1, "sug[0](Advanced start solution)");
DDSIP_bb->sug[DDSIP_param->nodelim + 2]->firstval =
(double *) DDSIP_Alloc (sizeof (double), DDSIP_bb->firstvar, "sug[i]->firstval(Heuristic)");
for (i = 0; i < DDSIP_bb->firstvar; i++)
(DDSIP_bb->sug[DDSIP_param->nodelim + 2]->firstval)[i] = DDSIP_bb->adv_sol[i];
DDSIP_bb->sug[DDSIP_param->nodelim + 2]->next = NULL;
if ((status = DDSIP_UpperBound (DDSIP_param->scenarios, 0)) && status < 100000)
goto TERMINATE;
}
if (fabs (DDSIP_bb->expbest) < DDSIP_infty)
{
if (DDSIP_param->outlev)
printf ("\t\t EEV: %13.7f\n", DDSIP_bb->expbest);
fprintf (DDSIP_outfile, "-EEV: %13.7f\n", DDSIP_bb->expbest);
}
else
{
if (DDSIP_param->outlev)
printf ("\t\t EEV: No solution found.\n");
fprintf (DDSIP_outfile, "-EEV: No solution found.\n");
}
} // END if (EV)
// stop here if NODELIM is zero
if (!(DDSIP_param->nodelim))
goto TERMINATE;
// Print cplex log to debugfile
if (DDSIP_param->outlev > 51)
{
#ifdef CPLEX_12_8
if ((status = CPXsetlogfilename (DDSIP_env, DDSIP_moreoutfname, "a")))
goto TERMINATE;
#else
if ((status = CPXsetlogfile (DDSIP_env, DDSIP_bb->moreoutfile)))
goto TERMINATE;
#endif
}
// No of DDSIP iterations
DDSIP_bb->noiter = 0;
// cont = 1 if no stop criteria is fullfilled
cont = 1;
// comb tells in case of a combined heuristic, which one to apply (3 = RoundNear)
comb = 3;
if (DDSIP_param->outlev)
printf ("Starting branch-and-bound algorithm.\n");
fprintf (DDSIP_outfile, "----------------------------------------------------------------------------------------\n");
while (cont)
{
// the cuts from the root node are contained in every following node model, there is no need to check their violation
// for the scenario solutions. But the rounding heuristics could violate a cut, so keep them.
#ifdef CONIC_BUNDLE
#ifdef DEBUG
////////////////////////////////////////////
if (DDSIP_bb->curnode && DDSIP_param->outlev)
{
if((DDSIP_node[DDSIP_bb->curnode-1])->step == dual)
fprintf(DDSIP_bb->moreoutfile, "######## last node %d step=dual, leaf= %d, dualdescitcnt = %d, DDSIP_bb->cutoff= %d\n",DDSIP_bb->curnode-1,(DDSIP_node[DDSIP_bb->curnode-1])->leaf,DDSIP_bb->dualdescitcnt,DDSIP_bb->cutoff);
}
////////////////////////////////////////////
#endif
if (DDSIP_param->outlev > 20 && DDSIP_bb->curnode && DDSIP_node[DDSIP_node[DDSIP_bb->curnode]->father]->cbReturn32)
fprintf (DDSIP_bb->moreoutfile, "########## DDSIP_node[%d >father]->cbReturn32 = 1\n", DDSIP_bb->curnode);
// Dual method
if ((!DDSIP_bb->curnode || !DDSIP_node[DDSIP_node[DDSIP_bb->curnode]->father]->cbReturn32) &&
((DDSIP_param->cb > 0 && (!(DDSIP_bb->noiter % abs(DDSIP_param->cb))) && (abs(DDSIP_param->riskmod) != 4 || DDSIP_bb->noiter)) ||
(DDSIP_param->cb < 0 && (((DDSIP_node[DDSIP_bb->curnode]->depth <= DDSIP_param->cb_depth) && abs(DDSIP_param->riskmod) != 4) ||
(abs(DDSIP_param->riskmod) == 5 && DDSIP_node[DDSIP_bb->curnode]->depth == 8) ||
(DDSIP_bb->noiter > DDSIP_param->cbBreakIters &&
((!(DDSIP_bb->noiter % abs(DDSIP_param->cb))) ||
(!((DDSIP_bb->noiter+1) % -DDSIP_param->cb)) ||
(DDSIP_bb->noiter%200 > 199 - DDSIP_param->cbContinuous) ||
(DDSIP_bb->noiter < DDSIP_param->cbContinuous + DDSIP_param->cbBreakIters) ||
((DDSIP_bb->noiter >= 2*DDSIP_param->cbBreakIters) && (DDSIP_bb->noiter < DDSIP_param->cbContinuous + 2*DDSIP_param->cbBreakIters)) ||
((DDSIP_bb->cutoff > 6) &&
(((DDSIP_bb->no_reduced_front < 51) && (DDSIP_bb->noiter % -DDSIP_param->cb) < DDSIP_param->cbContinuous)
|| (((DDSIP_node[DDSIP_bb->curnode-1])->step == dual) && (DDSIP_node[DDSIP_bb->curnode-1])->leaf /*&& (DDSIP_bb->dualdescitcnt < 11)*/)
)
)
)
) ||
(abs(DDSIP_param->riskmod) != 5 && DDSIP_bb->noiter <= DDSIP_param->cbBreakIters && DDSIP_bb->noiter > DDSIP_param->cbBreakIters*.5 &&
(CBFORALL || (DDSIP_node[DDSIP_bb->curnode]->numInheritedSols > (DDSIP_Imin(DDSIP_param->scenarios/20,2)+(DDSIP_param->scenarios+1)/2))))
)
)
)
)
{
DDSIP_bb->DDSIP_step = DDSIP_node[DDSIP_bb->curnode]->step = dual;
if ((status = DDSIP_DualOpt ()))
{
if (!DDSIP_bb->curnode)
goto TERMINATE;
else
{
DDSIP_bb->skip = 1;
DDSIP_node[DDSIP_bb->curnode]->bound = DDSIP_infty;
}
}
}
else
{
DDSIP_node[DDSIP_bb->curnode]->step = DDSIP_bb->DDSIP_step = solve;
// status=1 means there was no solution found to a scenario problem
if ((status = DDSIP_LowerBound ()))
goto TERMINATE;
}
#else
DDSIP_node[DDSIP_bb->curnode]->step = DDSIP_bb->DDSIP_step = solve;
// status=1 means there was no solution found to a subproblem
if ((status = LowerBound ()))
goto TERMINATE;
#endif
if (!DDSIP_bb->skip || DDSIP_bb->skip == -1)
{
double old_bound;
int cntr, maxCntr;
DDSIP_bb->cutAdded = 0;
DDSIP_EvaluateScenarioSolutions (&comb);
cntr = 0;
if (DDSIP_node[DDSIP_bb->curnode]->step != dual)
maxCntr = DDSIP_param->numberReinits;
else
maxCntr = 0;
old_bound = DDSIP_node[DDSIP_bb->curnode]->bound;
boundstat = DDSIP_Bound ();
if (!DDSIP_bb->curnode)
{
int cnt, j;
double lhs;
cutpool_t *currentCut;
DDSIP_PrintState (DDSIP_bb->noiter);
if (DDSIP_bb->cutAdded && DDSIP_param->outlev)
{
fprintf (DDSIP_outfile, " %6d%101d cuts\n", DDSIP_bb->curnode, DDSIP_bb->cutAdded);
}
while ((DDSIP_bb->cutAdded || DDSIP_node[0]->step == dual) && cntr < maxCntr)
{
old_bound = DDSIP_node[0]->bound;
// Free the solutions from former LowerBound
for (i = 0; i < DDSIP_param->scenarios; i++)
{
if (((DDSIP_node[0])->first_sol)[i])
{
if (DDSIP_node[0]->step == solve)
{
currentCut = DDSIP_bb->cutpool;
while (currentCut)
{
lhs = 0.;
for (j = 0; j < DDSIP_bb->firstvar; j++)
{
lhs += (DDSIP_node[0])->first_sol[i][j] * currentCut->matval[j];
}
if (lhs < currentCut->rhs - 1.e-7)
{
#ifdef DEBUG
if (DDSIP_param->outlev > 50)
fprintf (DDSIP_bb->moreoutfile, "scen %d solution violates cut %d.\n", i+1, currentCut->number);
#endif
if ((cnt = (int) ((((DDSIP_node[0])->first_sol)[i])[DDSIP_bb->firstvar] - 0.9)))
for (j = i + 1; cnt && j < DDSIP_param->scenarios; j++)
{
{
if (((DDSIP_node[0])->first_sol)[j]
&& ((DDSIP_node[0])->first_sol)[i] == ((DDSIP_node[0])->first_sol)[j])
{
((DDSIP_node[0])->first_sol)[j] = NULL;
cnt--;
}
}
}
DDSIP_Free ((void **) &(((DDSIP_node[0])->first_sol)[i]));
break;
}
currentCut = currentCut->prev;
}
}
else
{
if ((cnt = (int) ((((DDSIP_node[0])->first_sol)[i])[DDSIP_bb->firstvar] - 0.9)))
for (j = i + 1; cnt && j < DDSIP_param->scenarios; j++)
{
{
if (((DDSIP_node[0])->first_sol)[j]
&& ((DDSIP_node[0])->first_sol)[i] == ((DDSIP_node[0])->first_sol)[j])
{
((DDSIP_node[0])->first_sol)[j] = NULL;
cnt--;
}
}
}
DDSIP_Free ((void **) &(((DDSIP_node[0])->first_sol)[i]));
}
}
}
DDSIP_node[0]->step = DDSIP_bb->DDSIP_step = solve;
// status=1 means there was no solution found to a scenario problem
if ((status = DDSIP_LowerBound ()))
goto TERMINATE;
DDSIP_bb->cutAdded = 0;
DDSIP_EvaluateScenarioSolutions (&comb);
cntr++;
DDSIP_bb->bestbound = DDSIP_node[0]->bound;
DDSIP_bb->noiter++;
DDSIP_PrintState (1);
if (DDSIP_bb->cutAdded && DDSIP_param->outlev)
{
fprintf (DDSIP_outfile, " %6d %82d. reinit: %8d cuts\n", 0, cntr, DDSIP_bb->cutAdded);
}
if ((DDSIP_node[0]->bound - old_bound)/(fabs(old_bound) + 1e-16) < 1.e-7 ||
(DDSIP_bb->bestvalue - DDSIP_node[0]->bound)/(fabs(DDSIP_bb->bestvalue) + 1e-16) < 0.5*DDSIP_param->relgap)
break;
}
if (DDSIP_param->deleteRedundantCuts)
DDSIP_CheckRedundancy(1);
}
else
{
// Print a line of output at the first, the last and each `ith' node
if (!DDSIP_bb->noiter || (!((DDSIP_bb->noiter + 1) % DDSIP_param->logfreq)) || (DDSIP_param->outlev && (DDSIP_node[DDSIP_bb->curnode])->step == dual))
DDSIP_PrintState (DDSIP_bb->noiter);
if (DDSIP_bb->cutAdded && DDSIP_param->outlev > 1)
{
fprintf (DDSIP_outfile, " %6d%101d cuts\n", DDSIP_bb->curnode, DDSIP_bb->cutAdded);
}
}
}
else
{
boundstat = DDSIP_Bound ();
// Print a line of output at the first, the last and each `ith' node
if (!DDSIP_bb->noiter || (!((DDSIP_bb->noiter + 1) % DDSIP_param->logfreq)) || (DDSIP_param->outlev && (DDSIP_node[DDSIP_bb->curnode])->step == dual))
DDSIP_PrintState (DDSIP_bb->noiter);
}
if (!DDSIP_bb->curnode)
DDSIP_bb->cutCntr0 = DDSIP_bb->cutNumber;
else if (DDSIP_param->alwaysBendersCuts)
{
if (DDSIP_bb->curnode == 24)
{
if (DDSIP_bb->cutCntr0 == DDSIP_bb->cutNumber)
{
if (DDSIP_param->outlev > 20)
fprintf (DDSIP_bb->moreoutfile, "### setting alwaysBendersCuts to 0\n");
DDSIP_param->alwaysBendersCuts = 0;
}
else
DDSIP_bb->cutCntr0 = DDSIP_bb->cutNumber;
}
else if (DDSIP_bb->curnode == 49)
{
if (DDSIP_bb->cutCntr0 == DDSIP_bb->cutNumber)
{
if (DDSIP_param->outlev > 20)
fprintf (DDSIP_bb->moreoutfile, "### setting alwaysBendersCuts to 0\n");
DDSIP_param->alwaysBendersCuts = 0;
}
else
DDSIP_bb->cutCntr0 = DDSIP_bb->cutNumber;
}
else if (DDSIP_bb->curnode == 99)
{
if (DDSIP_bb->cutCntr0 == DDSIP_bb->cutNumber)
{
if (DDSIP_param->outlev > 20)
fprintf (DDSIP_bb->moreoutfile, "### setting alwaysBendersCuts to 0\n");
DDSIP_param->alwaysBendersCuts = 0;
}
}
}
// DDSIP_bb->skip > 0 indicates that UpperBound calls have been skipped
// DDSIP_bb->heurval contains the objective value of the heuristic solution
// Reset to initial values
DDSIP_bb->heurval = DDSIP_infty;
DDSIP_bb->skip = 0;
cont = DDSIP_Continue (&DDSIP_bb->noiter, &boundstat);
if (!cont)
{
status = boundstat;
goto TERMINATE;
}
if ((status = DDSIP_Branch ()))
goto TERMINATE;
if (DDSIP_param->deleteRedundantCuts && !(DDSIP_bb->curnode % 10))
DDSIP_CheckRedundancy(1);
}
// Termination
TERMINATE:
DDSIP_PrintErrorMsg (status);
printf ("\nOutput files in directory `%s'.\n", DDSIP_outdir);
// Free up problem as allocated above
//
if (DDSIP_node != NULL)
{
DDSIP_FreeFrontNodes ();
for (i = 0; i < DDSIP_bb->nonode; i++)
DDSIP_Free ((void **) &(DDSIP_node[i]));
DDSIP_Free ((void **) &(DDSIP_node));
}
if (DDSIP_data != NULL)
{
DDSIP_FreeData ();
DDSIP_Free ((void **) &(DDSIP_data));
}
// Free up the problem as allocated by CPXcreateprob, if necessary
if (DDSIP_lp != NULL)
{
status = CPXfreeprob (DDSIP_env, &DDSIP_lp);
if (status)
fprintf (stderr, "ERROR: CPXfreeprob failed, error code %d\n", status);
}
// Free up the CPLEX environment
if (DDSIP_env != NULL)
{
status = CPXcloseCPLEX (&DDSIP_env);
if (status)
{
char errmsg[1024];
fprintf (stderr, "ERROR: Failed to close CPLEX environment.\n");
CPXgeterrorstring (DDSIP_env, status, errmsg);
fprintf (stderr, "%s\n", errmsg);
}
}
if (DDSIP_bb != NULL)
{
DDSIP_FreeBb ();
DDSIP_Free ((void **) &(DDSIP_bb));
}
if (DDSIP_param->outlev)
printf ("Terminating DDSIP.\n");
if (DDSIP_param != NULL)
{
DDSIP_FreeParam ();
DDSIP_Free ((void **) &(DDSIP_param));
}
fprintf (DDSIP_outfile, "Current system time: ");
#ifndef _WIN32
i = system ("date");
// Print time to output file
sprintf (astring, "date >> %s\n", DDSIP_outfname);
i = system (astring);
#else
sprintf (astring, "date /T >> %s & time /T >> %s\n", DDSIP_outfname,DDSIP_outfname);
i = system (astring);
#endif
if (DDSIP_outfile != NULL)
fclose (DDSIP_outfile);
return 0;
}
long GenModelCplex::Init(string name)
{
//strParam.count("log_file")
//dblParam.count("relative_mip_gap_tolerance")
//dblParam.count("absolute_mip_gap_tolerance")
//dblParam.count("time_limit")
//dblParam.count("bounds_feasibility_tolerance")
//dblParam.count("optimality_tolerance")
//dblParam.count("markowitz_tolerance"))
//longParam.count("threads")
//longParam.count("cutpass")
//longParam.count("pumplevel")
//longParam.count("mipemphasis")
//longParam.count("probinglevel")
//longParam.count("max_iteration_limit");
//boolParam.count("preprocoff") : turn on/off preprocessing
//boolParam.count("datacheckoff")
//boolParam.count("screen_output")
//boolParam.count("usecutcb")
if(solverdata == NULL)
solverdata = new CplexData();
else
{
static_cast<CplexData*>(solverdata)->Delete();
static_cast<CplexData*>(solverdata)->Reset();
}
CplexData* d = static_cast<CplexData*>(solverdata);
int status = 0;
d->env = CPXopenCPLEX (&status);
// If an error occurs
if ( d->env == NULL )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Could not open CPLEX environment"));
hassolution = false;
// Log file
if(strParam.count("log_file") > 0)
{
d->cpxfileptr = CPXfopen(strParam["log_file"].c_str(), "w");
status = CPXsetlogfile(d->env, d->cpxfileptr);
if ( status )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Failure to set the log file"));
}
// General settings
boolParam["log_output_stdout"] = true;
SetParam("log_output_stdout", CPX_PARAM_SCRIND, "bool", "Failure to turn on/off log output to stdout");
SetParam("log_level", CPX_PARAM_MIPDISPLAY, "long", "Failure to set log level");
SetParam("use_data_checking", CPX_PARAM_DATACHECK, "bool", "Failure to turn on/off data checking");
SetParam("nb_threads", CPX_PARAM_THREADS, "long", "Failure to set the number of threads");
if(boolParam.count("use_preprocessor") > 0 && !boolParam["use_preprocessor"])
{
SetDirectParam(CPX_PARAM_AGGFILL, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_AGGFILL)");
SetDirectParam(CPX_PARAM_PREPASS, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_PREPASS)");
SetDirectParam(CPX_PARAM_AGGIND, long2param(CPX_OFF), "long", "Failure to use preprocessor (CPX_PARAM_AGGIND)");
SetDirectParam(CPX_PARAM_DEPIND, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_DEPIND)");
SetDirectParam(CPX_PARAM_PRELINEAR, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_PRELINEAR)");
SetDirectParam(CPX_PARAM_PREDUAL, long2param(-1), "long", "Failure to use preprocessor (CPX_PARAM_PREDUAL)");
SetDirectParam(CPX_PARAM_REDUCE, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_REDUCE)");
SetDirectParam(CPX_PARAM_PREIND, long2param(CPX_OFF), "long", "Failure to use preprocessor (CPX_PARAM_PREIND)");
}
// MIP settings
SetParam("nb_cut_pass", CPX_PARAM_CUTPASS, "long", "Failure to set the number of cut pass");
SetParam("feasibility_pump_level", CPX_PARAM_FPHEUR, "long", "Failure to set the feasibility pump level");
SetParam("probing_level", CPX_PARAM_PROBE, "long", "Failure to set the probing level");
SetParam("mip_emphasis", CPX_PARAM_MIPEMPHASIS, "long", "Failure to set the MIP emphasis");
SetParam("mip_search", CPX_PARAM_MIPSEARCH, "long", "Failure to set the MIP search strategy");
SetParam("starting_algo", CPX_PARAM_STARTALG, "long", "Failure to set the starting algo parameter");
SetParam("node_algo", CPX_PARAM_SUBALG, "long", "Failure to set the node algo parameter");
if(boolParam.count("use_cut_callback") > 0 && boolParam["use_cut_callback"])
{
SetDirectParam(CPX_PARAM_PRELINEAR, long2param(0), "long", "Failure to use cut callback (CPX_PARAM_PRELINEAR)");
SetDirectParam(CPX_PARAM_MIPCBREDLP, long2param(0), "long", "Failure to use cut callback (CPX_PARAM_MIPCBREDLP)");
}
// Tolerance and limits
SetParam("time_limit", CPX_PARAM_TILIM, "dbl", "Failure to set time limit");
SetParam("max_iteration_limit", CPX_PARAM_ITLIM, "long", "Failure to set the maximal number of simplex iterations");
SetParam("bounds_feasibility_tolerance", CPX_PARAM_EPRHS, "dbl", "Failure to set bounds feasibility tolerance");
SetParam("optimality_tolerance", CPX_PARAM_EPOPT, "dbl", "Failure to set optimality tolerance");
SetParam("markowitz_tolerance", CPX_PARAM_EPMRK, "dbl", "Failure to set Markowitz tolerance");
SetParam("absolute_mip_gap_tolerance", CPX_PARAM_EPAGAP, "dbl", "Failure to set absolute gap tolerance");
SetParam("relative_mip_gap_tolerance", CPX_PARAM_EPGAP, "dbl", "Failure to set relative gap tolerance");
if(boolParam.count("maximize") > 0 && boolParam["maximize"])
SetParam("lp_objective_limit", CPX_PARAM_OBJULIM, "dbl", "Failure to set lp objective limit");
else
SetParam("lp_objective_limit", CPX_PARAM_OBJLLIM, "dbl", "Failure to set lp objective limit");
// MIP Emphasis
if(longParam.count("mipemphasis"))
{
status = CPXsetintparam (d->env, CPX_PARAM_MIPEMPHASIS, longParam["mipemphasis"]);
}
// Probing level
if(longParam.count("probinglevel"))
{
status = CPXsetintparam (d->env, CPX_PARAM_PROBE, longParam["probinglevel"]);
}
if ( status )
{
fprintf (stderr, "Failure to set cut callback parameters, error %d->\n", status);
return 1;
}
binit = true;
if(dblParam.count("feastol"))
status = CPXsetdblparam (d->env, CPX_PARAM_EPRHS, dblParam["feastol"]);
if ( status )
{
fprintf (stderr, "Failure to change feasibility tolerance, error %d->\n", status);
return 1;
}
if(dblParam.count("opttol"))
status = CPXsetdblparam (d->env, CPX_PARAM_EPOPT, dblParam["opttol"]);
if ( status )
{
fprintf (stderr, "Failure to change optimality tolerance, error %d->\n", status);
return 1;
}
if(dblParam.count("marktol"))
status = CPXsetdblparam (d->env, CPX_PARAM_EPMRK, dblParam["marktol"]);
if ( status )
{
fprintf (stderr, "Failure to change Markowitz tolerance, error %d->\n", status);
return 1;
}
if(longParam.count("threads"))
{
printf("Threads: %ld\n", longParam["threads"]);
status = CPXsetintparam (d->env, CPX_PARAM_THREADS, longParam["threads"]);
if ( status )
{
fprintf (stderr, "Failure to change the number of threads, error %d->\n", status);
return 1;
}
}
// Turn off preprocessing
if(boolParam.count("preprocoff") > 0 && boolParam["preprocoff"])
{
status = CPXsetintparam (d->env, CPX_PARAM_AGGFILL, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_PREPASS, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_AGGIND, CPX_OFF);
status = status && CPXsetintparam (d->env, CPX_PARAM_DEPIND, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_PRELINEAR, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_PREDUAL, -1);
status = status && CPXsetintparam (d->env, CPX_PARAM_REDUCE, 0);
status = status && CPXsetintparam (d->env, CPX_PARAM_PREIND, CPX_OFF);
}
if ( status )
{
fprintf (stderr, "Failure to turn off preprocessing, error %d->\n", status);
return 1;
}
// Turn on data checking
if(boolParam.count("datacheckoff") > 0 && boolParam["datacheckoff"])
status = CPXsetintparam (d->env, CPX_PARAM_DATACHECK, CPX_OFF);
else
status = CPXsetintparam (d->env, CPX_PARAM_DATACHECK, CPX_ON);
if ( status )
{
fprintf (stderr, "Failure to turn on data checking, error %d->\n", status);
return 1;
}
// Sets a relative tolerance on the gap between the best integer objective and the objective of the best node remaining (between 0.0 and 1.0)
if(dblParam.count("epgap"))
{
//printf("setting epgap\n");
status = CPXsetdblparam (d->env, CPX_PARAM_EPGAP, dblParam["epgap"]);
if ( status )
{
fprintf (stderr, "Failure to set relative gap tolerance, error %d->\n", status);
return 1;
}
}
// Create the problem
d->lp = CPXcreateprob (d->env, &status, name.c_str());
if ( d->lp == NULL )
{
fprintf (stderr, "Failed to create LP.\n");
return 1;
}
fflush(stdout);
return 0;
}
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;
int j;
int cur_numcols;
CPXFILEptr logfile = NULL;
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 = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no
output, so the only way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_ON);
if ( status != 0 ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n",
status);
goto TERMINATE;
}
/* Set MIP parameters */
status = CPXsetintparam (env, CPXPARAM_MIP_Limits_Nodes, 10000);
if ( status ) goto TERMINATE;
/* Open a logfile */
logfile = CPXfopen ("admipex3.log", "a");
if ( logfile == NULL ) goto TERMINATE;
status = CPXsetlogfile (env, logfile);
if ( status ) goto TERMINATE;
/* Create the problem, using the filename as the problem name */
lp = CPXcreateprob (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 = CPXreadcopyprob (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 = CPXsetbranchcallbackfunc (env, usersetbranch, NULL);
if ( status ) goto TERMINATE;
if ( wantorig ) {
/* Assure linear mappings between the presolved and original
models */
status = CPXsetintparam (env, CPXPARAM_Preprocessing_Linear, 0);
if ( status ) goto TERMINATE;
/* Let MIP callbacks work on the original model */
status = CPXsetintparam (env, CPXPARAM_MIP_Strategy_CallbackReducedLP, CPX_OFF);
if ( status ) goto TERMINATE;
}
/* Turn on traditional search for use with control callbacks */
status = CPXsetintparam (env, CPXPARAM_MIP_Strategy_Search, CPX_MIPSEARCH_TRADITIONAL);
if ( status ) goto TERMINATE;
/* Optimize the problem and obtain solution */
status = CPXmipopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize MIP.\n");
goto TERMINATE;
}
solstat = CPXgetstat (env, lp);
printf ("Solution status %d.\n", solstat);
status = CPXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr,"Failed to obtain objective value.\n");
goto TERMINATE;
}
printf ("Objective value %.10g\n", objval);
cur_numcols = CPXgetnumcols (env, lp);
/* Allocate space for solution */
x = (double *) malloc (cur_numcols * sizeof (double));
if ( x == NULL ) {
fprintf (stderr, "No memory for solution values.\n");
goto TERMINATE;
}
status = CPXgetx (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 CPXcreateprob and
CPXreadcopyprob, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n",
status);
}
}
/* Free the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output, so the only
way to see the cause of the error is to use
CPXgeterrorstring. 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");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
if ( logfile != NULL ) CPXfclose (logfile);
return (status);
} /* END main */
long GenModelCplex::Init(string name)
{
//strParam.count("log_file")
//dblParam.count("relative_mip_gap_tolerance")
//dblParam.count("absolute_mip_gap_tolerance")
//dblParam.count("time_limit")
//dblParam.count("bounds_feasibility_tolerance")
//dblParam.count("optimality_tolerance")
//dblParam.count("markowitz_tolerance"))
//longParam.count("threads")
//longParam.count("cutpass")
//longParam.count("pumplevel")
//longParam.count("mipemphasis")
//longParam.count("probinglevel")
//longParam.count("max_iteration_limit");
//boolParam.count("preprocoff") : turn on/off preprocessing
//boolParam.count("datacheckoff")
//boolParam.count("screen_output")
//boolParam.count("usecutcb")
if(solverdata == NULL)
solverdata = new CplexData();
else
{
static_cast<CplexData*>(solverdata)->Delete();
static_cast<CplexData*>(solverdata)->Reset();
}
CplexData* d = static_cast<CplexData*>(solverdata);
int status = 0;
d->env = CPXopenCPLEX (&status);
// If an error occurs
if ( d->env == NULL )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Could not open CPLEX environment"));
hassolution = false;
// Log file
if(strParam.count("log_file") > 0)
{
d->cpxfileptr = CPXfopen(strParam["log_file"].c_str(), "w");
status = CPXsetlogfile(d->env, d->cpxfileptr);
if ( status )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Failure to set the log file"));
}
// General settings
boolParam["log_output_stdout"] = true;
SetParam("log_output_stdout", CPX_PARAM_SCRIND, "bool", "Failure to turn on/off log output to stdout");
SetParam("log_level", 0, "long", "Failure to set log level", false);
SetParam("use_data_checking", CPX_PARAM_DATACHECK, "bool", "Failure to turn on/off data checking");
SetParam("nb_threads", CPX_PARAM_THREADS, "long", "Failure to set the number of threads");
if(boolParam.count("use_preprocessor") > 0 && !boolParam["use_preprocessor"])
{
SetDirectParam(CPX_PARAM_AGGFILL, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_AGGFILL)");
SetDirectParam(CPX_PARAM_PREPASS, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_PREPASS)");
SetDirectParam(CPX_PARAM_AGGIND, long2param(CPX_OFF), "long", "Failure to use preprocessor (CPX_PARAM_AGGIND)");
SetDirectParam(CPX_PARAM_DEPIND, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_DEPIND)");
SetDirectParam(CPX_PARAM_PRELINEAR, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_PRELINEAR)");
SetDirectParam(CPX_PARAM_PREDUAL, long2param(-1), "long", "Failure to use preprocessor (CPX_PARAM_PREDUAL)");
SetDirectParam(CPX_PARAM_REDUCE, long2param(0), "long", "Failure to use preprocessor (CPX_PARAM_REDUCE)");
SetDirectParam(CPX_PARAM_PREIND, long2param(CPX_OFF), "long", "Failure to use preprocessor (CPX_PARAM_PREIND)");
}
// MIP settings
SetParam("nb_cut_pass", CPX_PARAM_CUTPASS, "long", "Failure to set the number of cut pass");
SetParam("feasibility_pump_level", CPX_PARAM_FPHEUR, "long", "Failure to set the feasibility pump level");
SetParam("probing_level", CPX_PARAM_PROBE, "long", "Failure to set the probing level");
SetParam("mip_emphasis", CPX_PARAM_MIPEMPHASIS, "long", "Failure to set the MIP emphasis");
if(boolParam.count("use_cut_callback") > 0 && boolParam["use_cut_callback"])
{
SetDirectParam(CPX_PARAM_PRELINEAR, long2param(0), "long", "Failure to use cut callback (CPX_PARAM_PRELINEAR)");
SetDirectParam(CPX_PARAM_MIPCBREDLP, long2param(0), "long", "Failure to use cut callback (CPX_PARAM_MIPCBREDLP)");
}
// Tolerance and limits
SetParam("time_limit", CPX_PARAM_TILIM, "dbl", "Failure to set time limit");
SetParam("max_iteration_limit", CPX_PARAM_ITLIM, "long", "Failure to set the maximal number of simplex iterations");
SetParam("bounds_feasibility_tolerance", CPX_PARAM_EPRHS, "dbl", "Failure to set bounds feasibility tolerance");
SetParam("optimality_tolerance", CPX_PARAM_EPOPT, "dbl", "Failure to set optimality tolerance");
SetParam("markowitz_tolerance", CPX_PARAM_EPMRK, "dbl", "Failure to set Markowitz tolerance");
SetParam("absolute_mip_gap_tolerance", CPX_PARAM_EPAGAP, "dbl", "Failure to set absolute gap tolerance");
SetParam("relative_mip_gap_tolerance", CPX_PARAM_EPGAP, "dbl", "Failure to set relative gap tolerance");
if(boolParam.count("maximize") > 0 && boolParam["maximize"])
SetParam("lp_objective_limit", CPX_PARAM_OBJULIM, "dbl", "Failure to set lp objective limit");
else
SetParam("lp_objective_limit", CPX_PARAM_OBJLLIM, "dbl", "Failure to set lp objective limit");
// Create the problem
d->lp = CPXcreateprob (d->env, &status, name.c_str());
if ( d->lp == NULL )
return ThrowError(getcplexerror(d->env, status)+string(". ")+string("Failure to create Cplex optimization problem"));
binit = true;
return 0;
}
