SEXP e_step_theta(SEXP _W, SEXP _P, SEXP _zeta, SEXP _probz, SEXP _Theta) {
// the following parameters are inputs and are not updated
NumericMatrix Theta(_Theta);
// the following parameters serve both as input, but will be updated in M step as output
NumericMatrix W(_W);
NumericMatrix P(_P);
double zeta = as<double>(_zeta);
NumericVector probz(_probz);
// extract the dimensions
int I = P.nrow();
int S = P.ncol();
int K = W.nrow() / S;
int J = probz.size();
double _LOW = 1e-10;
// the following quantities are outputs
NumericVector b_mean(I);
NumericVector Z_mean(J);
NumericMatrix W_max(K * S, J);
NumericMatrix predZ(I, J);
// iterators
int i, j, k, s;//, likid;
// Intermediate matrices
NumericVector TP(I);
NumericMatrix TW(I, J);
NumericMatrix Zcond(I, J);
for(i = 0; i < I; i ++){
TP(i) = 0;
for(j = 0; j < J; j ++)
TW(i, j) = 0;
for(k = 0; k < K; k ++){
for(s = 0; s < S; s ++){
if(Theta(k, i + I * s) > 0){
TP(i) += log(P(i, s));
for(j = 0; j < J; j ++)
TW(i, j) += log(W(k + K * s, j));
}
}
}
}
for(k = 0; k < K; k ++)
for(j = 0; j < J; j ++)
for(s = 0; s < S; s ++)
W_max(k + K * s, j) = 0;
for(j = 0; j < J; j ++)
Z_mean(j) = 0;
for(i = 0; i < I; i ++){
// b_mean
double exp1 = 0;
if(zeta > 0) {
exp1 = log(zeta) + TP(i);
}
double exp2 = log(1 - zeta);
double maxexp = TW(i, 0);
for(j = 1; j < J; j ++)
if(maxexp < TW(i, j))
maxexp = TW(i, j);
double tmp = 0;
for(j = 0; j < J; j ++)
tmp += probz[ j ] * exp(TW(i, j) - maxexp);
exp2 += log(tmp) + maxexp;
if(zeta > 0) {
if(exp1 > exp2)
b_mean(i) = 1 / (1 + exp(exp2 - exp1));
else
b_mean(i) = exp(exp1 - exp2) / (1 + exp(exp1 - exp2));
} else {
b_mean(i) = 0;
}
// predZ
double tmpexp[ J ];
for(j = 0; j < J; j ++){
tmpexp[ j ] = log(probz[ j ]);
if(TW(i, j) > TP(i) && zeta > 0)
tmpexp[ j ] += log((1 - zeta) + zeta * exp(TP(i) - TW(i, j))) + TW(i, j);
else
tmpexp[ j ] += log((1 - zeta) * exp(TW(i, j) - TP(i)) + zeta) + TP(i);
}
maxexp = tmpexp[ 0 ];
for(j = 1; j < J; j ++)
if(maxexp < tmpexp[ j ])
maxexp = tmpexp[ j ];
double total = 0;
for(j = 0; j < J; j ++)
total += exp(tmpexp[ j ] - maxexp);
for(j = 0; j < J; j ++){
predZ(i, j) = exp(tmpexp[ j ] - maxexp) / total;
Z_mean(j) += predZ(i, j);
}
// Zcond
for(j = 0; j < J; j ++){
exp1 = predZ(i, j) - probz(j) * b_mean(i);
if(exp1 < _LOW)
Zcond(i, j) = _LOW;
else if(exp1 >= (1 - _LOW))
Zcond(i, j) = 1 - _LOW;
else
Zcond(i, j) = exp1;
for(k = 0; k < K; k ++)
for(s = 0; s < S; s ++){
if(Theta(k, i + I * s) > 0){
W_max(k + K * s, j) += Zcond(i, j);
break;
}
}
}
}
if(zeta > 0) {
zeta = 0;
for(i = 0; i < I; i ++)
zeta += b_mean[ i ];
zeta /= I;
if(zeta < _LOW)
zeta = _LOW;
else if(zeta > 1 - _LOW)
zeta = 1 - _LOW;
}
for(j = 0; j < J; j ++){
Z_mean(j) /= I;
if(Z_mean(j) < _LOW)
Z_mean(j) = _LOW;
else if(Z_mean(j) > 1 - _LOW)
Z_mean(j) = 1 - _LOW;
}
for(k = 0; k < K; k ++)
for(j = 0; j < J; j ++){
double total = 0;
for(s = 0; s < S; s ++)
total += W_max(k + K * s, j);
for(s = 0; s < S; s ++){
if(total == 0)
W_max(k + K * s, j) = 1 / S;
else if(W_max(k + K * s, j) < _LOW * total)
W_max(k + K * s, j) = _LOW;
else if(W_max(k + K * s, j) > (1 - _LOW) * total)
W_max(k + K * s, j) = 1 - _LOW;
else
W_max(k + K * s, j) /= total;
}
}
Rcpp::List ret = Rcpp::List::create(
Rcpp::Named("zeta") = zeta,
Rcpp::Named("probz") = Z_mean,
Rcpp::Named("W") = W_max,
Rcpp::Named("b_prob") = b_mean,
Rcpp::Named("Z") = predZ,
Rcpp::Named("Zcond") = Zcond
);
return(ret);
}
int main (int argc, char *argv[])
{
ifstream infile;
infile.open("Proj3_op.txt");
if(!infile){
cerr << "Unable to open the file\n";
exit(1);
}
cout << "Before Everything!!!" << "\n";
IloEnv env;
IloInt i,j,varCount1,varCount2,varCount3,conCount; //same as “int i;”
IloInt k,w,K,W,E,l,P,N,L;
IloInt tab, newline, val; //from file
char line[2048];
try {
N = 9;
K = 3;
L = 36;
W = (IloInt)atoi(argv[1]);
IloModel model(env); //set up a model object
IloNumVarArray var1(env);// C - primary
cout << "Here\n";
IloNumVarArray var2(env);// B - backup
cout << "here1\n";
IloNumVarArray var3(env);// = IloNumVarArray(env,W); //declare an array of variable objects, for unknowns
IloNumVar W_max(env, 0, W, ILOINT);
//var1: c_ijk_w
IloRangeArray con(env);// = IloRangeArray(env,N*N + 3*w); //declare an array of constraint objects
IloNumArray2 t = IloNumArray2(env,N); //Traffic Demand
IloNumArray2 e = IloNumArray2(env,N); //edge matrix
//IloObjective obj;
//Define the Xijk matrix
cout << "Before init xijkl\n";
Xijkl xijkl_m(env, L);
for(l=0;l<L;l++){
xijkl_m[l] = Xijk(env, N);
for(i=0;i<N;i++){
xijkl_m[l][i] = Xjk(env, N);
for(j=0;j<N;j++){
xijkl_m[l][i][j] = IloNumArray(env, K);
}
}
}
//reset everything to zero here
for(l=0;l<L;l++)
for(i=0;i<N;i++)
for(j=0;j<N;j++)
for(k=0;k<K;k++)
xijkl_m[l][i][j][k] = 0;
input_Xijkl(xijkl_m);
cout<<"bahre\n";
for(i=0;i<N;i++){
t[i] = IloNumArray(env,N);
for(j=0;j<N;j++){
if(i == j)
t[i][j] = IloNum(0);
else if(i != j)
t[i][j] = IloNum((i+j+2)%5);
}
}
printf("ikde\n");
//Minimize W_max
IloObjective obj=IloMinimize(env);
obj.setLinearCoef(W_max, 1.0);
cout << "here khali\n";
//Setting var1[] for Demands Constraints
for(i=0;i<N;i++)
for(j=0;j<N;j++)
for(k=0;k<K;k++)
for(w=0;w<W;w++)
var1.add(IloNumVar(env, 0, 1, ILOINT));
//c_ijk_w variables set.
//Setting var2[] for Demands Constraints
for(i=0;i<N;i++)
for(j=0;j<N;j++)
for(k=0;k<K;k++)
for(w=0;w<W;w++)
var2.add(IloNumVar(env, 0, 1, ILOINT));
//b_ijk_w variables set.
for(w = 0;w < W;w++)
var3.add(IloNumVar(env, 0, 1, ILOINT)); //Variables for u_w
cout<<"variables ready\n";
conCount = 0;
for(i=0;i<N;i++)
for(j=0;j<N;j++){
con.add(IloRange(env, 2 * t[i][j], 2 * t[i][j]));
//varCount1 = 0;
for(k=0;k<K;k++)
for(w=0;w<W;w++){
con[conCount].setLinearCoef(var1[i*N*W*K+j*W*K+k*W+w],1.0);
con[conCount].setLinearCoef(var2[i*N*W*K+j*W*K+k*W+w],1.0);
}
conCount++;
}//Adding Demands Constraints to con
cout<<"1st\n";
IloInt z= 0;
for(w=0;w<W;w++){
for(l=0;l<L;l++){
con.add(IloRange(env, -IloInfinity, 1));
for(i=0;i<N;i++){
for(j=0;j<N;j++){
for(k=0;k<K;k++){
con[conCount].setLinearCoef(var1[i*N*W*K+j*W*K+k*W+w],xijkl_m[l][i][j][k]);
con[conCount].setLinearCoef(var2[i*N*W*K+j*W*K+k*W+w],xijkl_m[l][i][j][k]);
}
}
}
conCount++;
}
}
cout<<"2nd\n";
//Adding Wavelength Constraints_1 to con
P = N * (N-1) * K;
for(w=0;w<W;w++){
con.add(IloRange(env, -IloInfinity, 0));
varCount1 = 0;
for(i=0;i<N;i++)
for(j=0;j<N;j++)
for(k=0;k<K;k++){
con[conCount].setLinearCoef(var1[i*N*W*K+j*W*K+k*W+w],1.0);
con[conCount].setLinearCoef(var2[i*N*W*K+j*W*K+k*W+w],1.0);
}
con[conCount].setLinearCoef(var3[w],-P);
conCount++;
}
cout<<"3rd\n";
for(i=0;i<N;i++)
for(j=0;j<N;j++)
for(k=0;k<K;k++)
for(w=0;w<W;w++){
con.add(IloRange(env, -IloInfinity, 1));
con[conCount].setLinearCoef(var1[i*N*W*K+j*W*K+k*W+w], 1.0);
con[conCount++].setLinearCoef(var2[i*N*W*K+j*W*K+k*W+w], 1.0);
}
varCount3 = 0;
for(w=0;w<W;w++){
con.add(IloRange(env, 0, IloInfinity));
con[conCount].setLinearCoef(W_max, 1.0);
con[conCount++].setLinearCoef(var3[w], -1.0 * (w+1));
}
cout<<"after constraints\n";
//model.add(obj); //add objective function into model
model.add(IloMinimize(env,obj));
model.add(con); //add constraints into model
IloCplex cplex(model); //create a cplex object and extract the //model to this cplex object
// Optimize the problem and obtain solution.
if ( !cplex.solve() ) {
env.error() << "Failed to optimize LP" << endl;
throw(-1);
}
IloNumArray vals(env); //declare an array to store the outputs
//if 2 dimensional: IloNumArray2 vals(env);
env.out() << "Solution status = " << cplex.getStatus() << endl;
//return the status: Feasible/Optimal/Infeasible/Unbounded/Error/…
env.out() << "Solution value = " << cplex.getObjValue() << endl;
//return the optimal value for objective function
cplex.getValues(vals, var1); //get the variable outputs
env.out() << "Values Var1 = " << vals << endl; //env.out() : output stream
cplex.getValues(vals, var3);
env.out() << "Values Val3 = " << vals << endl;
}
catch (IloException& e) {
cerr << "Concert exception caught: " << e << endl;
}
catch (...) {
cerr << "Unknown exception caught" << endl;
}
env.end(); //close the CPLEX environment
return 0;
} // END main
int main (int argc, char *argv[])
{
ifstream infile;
clock_t start_time, end_time;
infile.open("Proj3_op.txt");
if(!infile){
cerr << "Unable to open the file\n";
exit(1);
}
cout << "Before Everything!!!" << "\n";
IloEnv env;
IloInt i,j,varCount1,varCount2,varCount3,conCount; //same as “int i;”
IloInt k,w,K,W,E,l,P,N,L;
IloInt tab, newline, val; //from file
char line[2048];
try {
N = 9;
K = 2;
L = 36;
W = (IloInt)atoi(argv[1]);
IloModel model(env); //set up a model object
IloNumVarArray var1(env);// = IloNumVarArray(env,K*W*N*N);
IloNumVarArray var3(env);// = IloNumVarArray(env,W); //declare an array of variable objects, for unknowns
IloNumVar W_max(env, 0, W, ILOINT);
IloRangeArray con(env);// = IloRangeArray(env,N*N + 3*w); //declare an array of constraint objects
IloNumArray2 t = IloNumArray2(env,N); //Traffic Demand
IloNumArray2 e = IloNumArray2(env,N); //edge matrix
//IloObjective obj;
//Define the Xijk matrix
Xijkl xijkl_m(env, L);
for(l=0;l<L;l++){
xijkl_m[l] = Xijk(env, N);
for(i=0;i<N;i++){
xijkl_m[l][i] = Xjk(env, N);
for(j=0;j<N;j++){
xijkl_m[l][i][j] = IloNumArray(env, K);
}
}
}
//reset everything to zero here
for(l=0;l<L;l++)
for(i=0;i<N;i++)
for(j=0;j<N;j++)
for(k=0;k<K;k++)
xijkl_m[l][i][j][k] = 0;
input_Xijkl(xijkl_m);
cout<<"bahre\n";
FILE *file;
file = fopen(argv[2],"r");
int tj[10];
for(i=0;i<N;i++){
t[i] = IloNumArray(env,N);
fscanf(file,"%d %d %d %d %d %d %d %d %d \n",&tj[0],&tj[1],&tj[2],&tj[3],&tj[4],&tj[5],&tj[6],&tj[7],&tj[8]);
for(j=0;j<N;j++){
t[i][j] = IloNum(tj[j]);
}
}
printf("ikde\n");
//Minimize W_max
IloObjective obj=IloMinimize(env);
obj.setLinearCoef(W_max, 1.0);
cout << "here khali\n";
//Setting var1[] for Demands Constraints
for(i=0;i<N;i++)
for(j=0;j<N;j++)
for(k=0;k<K;k++)
for(w=0;w<W;w++)
var1.add(IloNumVar(env, 0, 1, ILOINT));
for(w = 0;w < W;w++)
var3.add(IloNumVar(env, 0, 1, ILOINT)); //Variables for u_w
cout<<"variables ready\n";
conCount = 0;
for(i=0;i<N;i++)
for(j=0;j<N;j++){
con.add(IloRange(env, t[i][j], t[i][j]));
//varCount1 = 0;
for(k=0;k<K;k++)
for(w=0;w<W;w++){
con[conCount].setLinearCoef(var1[i*N*W*K+j*W*K+k*W+w],1.0);
//cout << "Before Adding Constraint\n";
//con[1].setLinearCoef(IloNumVar(env, 0, 1, ILOINT), 1.0);
//cout<<"coef set "<<varCount1;
}
conCount++;
}//Adding Demands Constraints to con
cout<<"1st\n";
IloInt z= 0;
for(w=0;w<W;w++){
for(l=0;l<L;l++){
con.add(IloRange(env, -IloInfinity, 1));
for(i=0;i<N;i++){
for(j=0;j<N;j++){
for(k=0;k<K;k++){
con[conCount].setLinearCoef(var1[i*N*W*K+j*W*K+k*W+w],xijkl_m[l][i][j][k]);
}
}
}
conCount++;
}
}
cout<<"2nd\n";
//Adding Wavelength Constraints_1 to con
P = N * (N-1) * K;
for(w=0;w<W;w++){
con.add(IloRange(env, -IloInfinity, 0));
varCount1 = 0;
for(i=0;i<9;i++)
for(j=0;j<9;j++)
for(k=0;k<K;k++){
con[conCount].setLinearCoef(var1[i*N*W*K+j*W*K+k*W+w],1.0);
}
con[conCount].setLinearCoef(var3[w],-P);
conCount++;
}
cout<<"3rd\n";
varCount3 = 0;
for(w=0;w<W;w++){
con.add(IloRange(env, 0, IloInfinity));
con[conCount].setLinearCoef(W_max, 1.0);
con[conCount++].setLinearCoef(var3[w], -1.0 * (w+1));
}
cout<<"after constraints\n";
//model.add(obj); //add objective function into model
model.add(IloMinimize(env,obj));
model.add(con); //add constraints into model
IloCplex cplex(model); //create a cplex object and extract the //model to this cplex object
// Optimize the problem and obtain solution.
start_time = clock();
if ( !cplex.solve() ) {
env.error() << "Failed to optimize LP" << endl;
throw(-1);
}
end_time = clock();
IloNumArray vals(env); //declare an array to store the outputs
IloNumVarArray opvars(env); //if 2 dimensional: IloNumArray2 vals(env);
//env.out() << "Solution status = " << cplex.getStatus() << endl;
//return the status: Feasible/Optimal/Infeasible/Unbounded/Error/…
env.out() << "W_max value = " << cplex.getObjValue() << endl;
//return the optimal value for objective function
cplex.getValues(vals, var1); //get the variable outputs
//env.out() << "Values Var1 = " << vals << endl; //env.out() : output stream
cplex.getValues(vals, var3);
//env.out() << "Values Val3 = " << vals << endl;
}
catch (IloException& e) {
cerr << "Concert exception caught: " << e << endl;
}
catch (...) {
cerr << "Unknown exception caught" << endl;
}
env.end(); //close the CPLEX environment
float running_time (((float)end_time - (float)start_time)/CLOCKS_PER_SEC);
cout << "*******RUNNING TIME: " << running_time << endl;
return 0;
} // END main
