void MILPSolverCPX::addCol(const vector<pair<int,double> > & entries, const double & lb, const double & ub, const ColumnType & type)
{
static const bool debug = false;
if (debug) {
cout << "Adding column to LP: ";
}
if (alwaysLPRelaxation) {
(*modelvar).add(IloNumVar(*env, lb, ub));
} else {
if (type == C_BOOL) {
(*modelvar).add(IloNumVar(*env, lb, ub, ILOBOOL));
//cout << "Adding column " << colCount << " as binary\n";
integervars.insert(make_pair(colCount, true));
} else if (type == C_INT) {
(*modelvar).add(IloNumVar(*env, lb, ub, ILOINT));
//cout << "Adding column " << colCount << " as an integer\n";
integervars.insert(make_pair(colCount, false));
} else {
(*modelvar).add(IloNumVar(*env, lb, ub));
}
}
const int entCount = entries.size();
for (int i = 0; i < entCount; ++i) {
IloRange & target = modelcon->data[entries[i].first];
target.setLinearCoef((*modelvar)[colCount], entries[i].second);
coeffs[entries[i].first][colCount] = entries[i].second;
if (debug) {
if (i) cout << " + ";
cout << entries[i].second << "*" << getRowName(entries[i].first);
}
}
if (debug) {
if (lb == -IloInfinity) {
cout << " <= " << ub << "\n";
} else if (ub == IloInfinity) {
cout << " >= " << lb << "\n";
} else if (ub == lb) {
cout << " == " << ub << "\n";
} else {
cout << " in [" << lb << "," << ub << "]\n";
}
}
++colCount;
}
/** Gets name (if row does not exist then NULL)
*/
inline const char *rowName(int whichRow) const
{
return getRowName(whichRow);
}
/** @note There will always be a BOUNDS section, even if there are no bounds.
*/
void SPxLP::writeMPS(
std::ostream& p_output, ///< output stream.
const NameSet* p_rnames, ///< row names.
const NameSet* p_cnames, ///< column names.
const DIdxSet* p_intvars) ///< integer variables.
const
{
METHOD("writeMPS");
const char* indicator;
char name [16];
char name1[16];
char name2[16];
bool has_ranges = false;
int i;
int k;
// --- NAME Section ---
p_output << "NAME MPSDATA" << std::endl;
// --- ROWS Section ---
p_output << "ROWS" << std::endl;
for(i = 0; i < nRows(); i++)
{
if (lhs(i) == rhs(i))
indicator = "E";
else if ((lhs(i) > -infinity) && (rhs(i) < infinity))
{
indicator = "E";
has_ranges = true;
}
else if (lhs(i) > -infinity)
indicator = "G";
else if (rhs(i) < infinity)
indicator = "L";
else
throw SPxInternalCodeException("XMPSWR02 This should never happen.");
writeRecord(p_output, indicator, getRowName(*this, i, p_rnames, name));
}
writeRecord(p_output, "N", "MINIMIZE");
// --- COLUMNS Section ---
p_output << "COLUMNS" << std::endl;
bool has_intvars = (p_intvars != 0) && (p_intvars->size() > 0);
for(int j = 0; j < (has_intvars ? 2 : 1); j++)
{
bool is_intrun = has_intvars && (j == 1);
if (is_intrun)
p_output << " MARK0001 'MARKER' 'INTORG'"
<< std::endl;
for(i = 0; i < nCols(); i++)
{
bool is_intvar = has_intvars && (p_intvars->number(i) >= 0);
if ( ( is_intrun && !is_intvar)
|| (!is_intrun && is_intvar))
continue;
const SVector& col = colVector(i);
int colsize2 = (col.size() / 2) * 2;
assert(colsize2 % 2 == 0);
for(k = 0; k < colsize2; k += 2)
writeRecord(p_output, 0,
getColName(*this, i, p_cnames, name),
getRowName(*this, col.index(k), p_rnames, name1),
col.value(k),
getRowName(*this, col.index(k + 1), p_rnames, name2),
col.value(k + 1));
if (colsize2 != col.size())
writeRecord(p_output, 0,
getColName(*this, i, p_cnames, name),
getRowName(*this, col.index(k), p_rnames, name1),
col.value(k));
if (isNotZero(maxObj(i)))
writeRecord(p_output, 0, getColName(*this, i, p_cnames, name),
"MINIMIZE", -maxObj(i));
}
if (is_intrun)
p_output << " MARK0001 'MARKER' 'INTEND'"
<< std::endl;
}
// --- RHS Section ---
p_output << "RHS" << std::endl;
i = 0;
while(i < nRows())
{
Real rhsval1 = 0.0;
Real rhsval2 = 0.0;
for(; i < nRows(); i++)
if ((rhsval1 = getRHS(lhs(i), rhs(i))) != 0.0)
break;
if (i < nRows())
{
for(k = i + 1; k < nRows(); k++)
if ((rhsval2 = getRHS(lhs(k), rhs(k))) != 0.0)
break;
if (k < nRows())
writeRecord(p_output, 0, "RHS",
getRowName(*this, i, p_rnames, name1),
rhsval1,
getRowName(*this, k, p_rnames, name2),
rhsval2);
else
writeRecord(p_output, 0, "RHS",
getRowName(*this, i, p_rnames, name1),
rhsval1);
i = k + 1;
}
}
// --- RANGES Section ---
if (has_ranges)
{
p_output << "RANGES" << std::endl;
for(i = 0; i < nRows(); i++)
if ((lhs(i) > -infinity) && (rhs(i) < infinity))
writeRecord(p_output, "", "RANGE",
getRowName(*this, i, p_rnames, name1),
rhs(i) - lhs(i));
}
// --- BOUNDS Section ---
p_output << "BOUNDS" << std::endl;
for(i = 0; i < nCols(); i++)
{
// skip variables that do not appear in the objective function or any constraint
const SVector& col = colVector(i);
if (col.size() == 0 && isZero(maxObj(i)))
continue;
if (lower(i) == upper(i))
{
writeRecord(p_output, "FX", "BOUND",
getColName(*this, i, p_cnames, name1),
lower(i));
continue;
}
if ((lower(i) <= -infinity) && (upper(i) >= infinity))
{
writeRecord(p_output, "FR", "BOUND",
getColName(*this, i, p_cnames, name1));
continue;
}
if (lower(i) != 0.0)
{
if (lower(i) > -infinity)
writeRecord(p_output, "LO", "BOUND",
getColName(*this, i, p_cnames, name1),
lower(i));
else
writeRecord(p_output, "MI", "BOUND",
getColName(*this, i, p_cnames, name1));
}
if (has_intvars && (p_intvars->number(i) >= 0))
{
// Integer variables have default upper bound 1.0, but we should write
// it nevertheless since CPLEX seems to assume infinity otherwise.
writeRecord(p_output, "UP", "BOUND",
getColName(*this, i, p_cnames, name1),
upper(i));
}
else
{
// Continous variables have default upper bound infinity
if (upper(i) < infinity)
writeRecord(p_output, "UP", "BOUND",
getColName(*this, i, p_cnames, name1),
upper(i));
}
}
// --- ENDATA Section ---
p_output << "ENDATA" << std::endl;
// Output warning when writing a maximisation problem
if(spxSense() == SPxLP::MAXIMIZE)
{
MSG_WARNING( spxout << "XMPSWR03 Warning: objective function inverted when writing maximization problem in MPS file format" << std::endl; )
}
