static PyObject* LPX_getkind(LPXObject *self, void *closure) { PyObject *retval = NULL; retval = (PyObject*)(glp_get_num_int(LP) ? &PyInt_Type : &PyFloat_Type); Py_INCREF(retval); return retval; }
static PyObject* Bar_getspecvarvalm(BarObject *self, double(*valfuncs[])(glp_prob*, int)) { if (!Bar_Valid(self, 1)) return NULL; if (glp_get_num_int(LP) == 0) { PyErr_SetString(PyExc_TypeError, "MIP values require mixed integer problem"); return NULL; } double(*valfunc)(glp_prob*, int) = valfuncs[Bar_Row(self) ? 1 : 0]; return PyFloat_FromDouble(valfunc(LP, Bar_Index(self)+1)); }
int glp_intopt(glp_prob *P, const glp_iocp *parm) { /* solve MIP problem with the branch-and-bound method */ glp_iocp _parm; int i, j, ret; /* check problem object */ if (P == NULL || P->magic != GLP_PROB_MAGIC) xerror("glp_intopt: P = %p; invalid problem object\n", P); if (P->tree != NULL) xerror("glp_intopt: operation not allowed\n"); /* check control parameters */ if (parm == NULL) parm = &_parm, glp_init_iocp((glp_iocp *)parm); if (!(parm->msg_lev == GLP_MSG_OFF || parm->msg_lev == GLP_MSG_ERR || parm->msg_lev == GLP_MSG_ON || parm->msg_lev == GLP_MSG_ALL || parm->msg_lev == GLP_MSG_DBG)) xerror("glp_intopt: msg_lev = %d; invalid parameter\n", parm->msg_lev); if (!(parm->br_tech == GLP_BR_FFV || parm->br_tech == GLP_BR_LFV || parm->br_tech == GLP_BR_MFV || parm->br_tech == GLP_BR_DTH || parm->br_tech == GLP_BR_PCH)) xerror("glp_intopt: br_tech = %d; invalid parameter\n", parm->br_tech); if (!(parm->bt_tech == GLP_BT_DFS || parm->bt_tech == GLP_BT_BFS || parm->bt_tech == GLP_BT_BLB || parm->bt_tech == GLP_BT_BPH)) xerror("glp_intopt: bt_tech = %d; invalid parameter\n", parm->bt_tech); if (!(0.0 < parm->tol_int && parm->tol_int < 1.0)) xerror("glp_intopt: tol_int = %g; invalid parameter\n", parm->tol_int); if (!(0.0 < parm->tol_obj && parm->tol_obj < 1.0)) xerror("glp_intopt: tol_obj = %g; invalid parameter\n", parm->tol_obj); if (parm->tm_lim < 0) xerror("glp_intopt: tm_lim = %d; invalid parameter\n", parm->tm_lim); if (parm->out_frq < 0) xerror("glp_intopt: out_frq = %d; invalid parameter\n", parm->out_frq); if (parm->out_dly < 0) xerror("glp_intopt: out_dly = %d; invalid parameter\n", parm->out_dly); if (!(0 <= parm->cb_size && parm->cb_size <= 256)) xerror("glp_intopt: cb_size = %d; invalid parameter\n", parm->cb_size); if (!(parm->pp_tech == GLP_PP_NONE || parm->pp_tech == GLP_PP_ROOT || parm->pp_tech == GLP_PP_ALL)) xerror("glp_intopt: pp_tech = %d; invalid parameter\n", parm->pp_tech); if (parm->mip_gap < 0.0) xerror("glp_intopt: mip_gap = %g; invalid parameter\n", parm->mip_gap); if (!(parm->mir_cuts == GLP_ON || parm->mir_cuts == GLP_OFF)) xerror("glp_intopt: mir_cuts = %d; invalid parameter\n", parm->mir_cuts); if (!(parm->gmi_cuts == GLP_ON || parm->gmi_cuts == GLP_OFF)) xerror("glp_intopt: gmi_cuts = %d; invalid parameter\n", parm->gmi_cuts); if (!(parm->cov_cuts == GLP_ON || parm->cov_cuts == GLP_OFF)) xerror("glp_intopt: cov_cuts = %d; invalid parameter\n", parm->cov_cuts); if (!(parm->clq_cuts == GLP_ON || parm->clq_cuts == GLP_OFF)) xerror("glp_intopt: clq_cuts = %d; invalid parameter\n", parm->clq_cuts); if (!(parm->presolve == GLP_ON || parm->presolve == GLP_OFF)) xerror("glp_intopt: presolve = %d; invalid parameter\n", parm->presolve); if (!(parm->binarize == GLP_ON || parm->binarize == GLP_OFF)) xerror("glp_intopt: binarize = %d; invalid parameter\n", parm->binarize); if (!(parm->fp_heur == GLP_ON || parm->fp_heur == GLP_OFF)) xerror("glp_intopt: fp_heur = %d; invalid parameter\n", parm->fp_heur); #if 1 /* 28/V-2010 */ if (!(parm->alien == GLP_ON || parm->alien == GLP_OFF)) xerror("glp_intopt: alien = %d; invalid parameter\n", parm->alien); #endif #if 0 /* 11/VII-2013 */ /* integer solution is currently undefined */ P->mip_stat = GLP_UNDEF; P->mip_obj = 0.0; #else if (!parm->use_sol) P->mip_stat = GLP_UNDEF; if (P->mip_stat == GLP_NOFEAS) P->mip_stat = GLP_UNDEF; if (P->mip_stat == GLP_UNDEF) P->mip_obj = 0.0; else if (P->mip_stat == GLP_OPT) P->mip_stat = GLP_FEAS; #endif /* check bounds of double-bounded variables */ for (i = 1; i <= P->m; i++) { GLPROW *row = P->row[i]; if (row->type == GLP_DB && row->lb >= row->ub) { if (parm->msg_lev >= GLP_MSG_ERR) xprintf("glp_intopt: row %d: lb = %g, ub = %g; incorrect" " bounds\n", i, row->lb, row->ub); ret = GLP_EBOUND; goto done; } } for (j = 1; j <= P->n; j++) { GLPCOL *col = P->col[j]; if (col->type == GLP_DB && col->lb >= col->ub) { if (parm->msg_lev >= GLP_MSG_ERR) xprintf("glp_intopt: column %d: lb = %g, ub = %g; incorr" "ect bounds\n", j, col->lb, col->ub); ret = GLP_EBOUND; goto done; } } /* bounds of all integer variables must be integral */ for (j = 1; j <= P->n; j++) { GLPCOL *col = P->col[j]; if (col->kind != GLP_IV) continue; if (col->type == GLP_LO || col->type == GLP_DB) { if (col->lb != floor(col->lb)) { if (parm->msg_lev >= GLP_MSG_ERR) xprintf("glp_intopt: integer column %d has non-intege" "r lower bound %g\n", j, col->lb); ret = GLP_EBOUND; goto done; } } if (col->type == GLP_UP || col->type == GLP_DB) { if (col->ub != floor(col->ub)) { if (parm->msg_lev >= GLP_MSG_ERR) xprintf("glp_intopt: integer column %d has non-intege" "r upper bound %g\n", j, col->ub); ret = GLP_EBOUND; goto done; } } if (col->type == GLP_FX) { if (col->lb != floor(col->lb)) { if (parm->msg_lev >= GLP_MSG_ERR) xprintf("glp_intopt: integer column %d has non-intege" "r fixed value %g\n", j, col->lb); ret = GLP_EBOUND; goto done; } } } /* solve MIP problem */ if (parm->msg_lev >= GLP_MSG_ALL) { int ni = glp_get_num_int(P); int nb = glp_get_num_bin(P); char s[50]; xprintf("GLPK Integer Optimizer, v%s\n", glp_version()); xprintf("%d row%s, %d column%s, %d non-zero%s\n", P->m, P->m == 1 ? "" : "s", P->n, P->n == 1 ? "" : "s", P->nnz, P->nnz == 1 ? "" : "s"); if (nb == 0) strcpy(s, "none of"); else if (ni == 1 && nb == 1) strcpy(s, ""); else if (nb == 1) strcpy(s, "one of"); else if (nb == ni) strcpy(s, "all of"); else sprintf(s, "%d of", nb); xprintf("%d integer variable%s, %s which %s binary\n", ni, ni == 1 ? "" : "s", s, nb == 1 ? "is" : "are"); } #if 1 /* 28/V-2010 */ if (parm->alien) { /* use alien integer optimizer */ ret = _glp_intopt1(P, parm); goto done; } #endif if (!parm->presolve) #if 0 /* 11/VII-2013 */ ret = solve_mip(P, parm); #else ret = solve_mip(P, parm, P, NULL); #endif else
static int preprocess_and_solve_mip(glp_prob *P, const glp_iocp *parm) { /* solve MIP using the preprocessor */ ENV *env = get_env_ptr(); int term_out = env->term_out; NPP *npp; glp_prob *mip = NULL; glp_bfcp bfcp; glp_smcp smcp; int ret; if (parm->msg_lev >= GLP_MSG_ALL) xprintf("Preprocessing...\n"); /* create preprocessor workspace */ npp = npp_create_wksp(); /* load original problem into the preprocessor workspace */ npp_load_prob(npp, P, GLP_OFF, GLP_MIP, GLP_OFF); /* process MIP prior to applying the branch-and-bound method */ if (!term_out || parm->msg_lev < GLP_MSG_ALL) env->term_out = GLP_OFF; else env->term_out = GLP_ON; ret = npp_integer(npp, parm); env->term_out = term_out; if (ret == 0) ; else if (ret == GLP_ENOPFS) { if (parm->msg_lev >= GLP_MSG_ALL) xprintf("PROBLEM HAS NO PRIMAL FEASIBLE SOLUTION\n"); } else if (ret == GLP_ENODFS) { if (parm->msg_lev >= GLP_MSG_ALL) xprintf("LP RELAXATION HAS NO DUAL FEASIBLE SOLUTION\n"); } else xassert(ret != ret); if (ret != 0) goto done; /* build transformed MIP */ mip = glp_create_prob(); npp_build_prob(npp, mip); /* if the transformed MIP is empty, it has empty solution, which is optimal */ if (mip->m == 0 && mip->n == 0) { mip->mip_stat = GLP_OPT; mip->mip_obj = mip->c0; if (parm->msg_lev >= GLP_MSG_ALL) { xprintf("Objective value = %17.9e\n", mip->mip_obj); xprintf("INTEGER OPTIMAL SOLUTION FOUND BY MIP PREPROCESSOR" "\n"); } goto post; } /* display some statistics */ if (parm->msg_lev >= GLP_MSG_ALL) { int ni = glp_get_num_int(mip); int nb = glp_get_num_bin(mip); char s[50]; xprintf("%d row%s, %d column%s, %d non-zero%s\n", mip->m, mip->m == 1 ? "" : "s", mip->n, mip->n == 1 ? "" : "s", mip->nnz, mip->nnz == 1 ? "" : "s"); if (nb == 0) strcpy(s, "none of"); else if (ni == 1 && nb == 1) strcpy(s, ""); else if (nb == 1) strcpy(s, "one of"); else if (nb == ni) strcpy(s, "all of"); else sprintf(s, "%d of", nb); xprintf("%d integer variable%s, %s which %s binary\n", ni, ni == 1 ? "" : "s", s, nb == 1 ? "is" : "are"); } /* inherit basis factorization control parameters */ glp_get_bfcp(P, &bfcp); glp_set_bfcp(mip, &bfcp); /* scale the transformed problem */ if (!term_out || parm->msg_lev < GLP_MSG_ALL) env->term_out = GLP_OFF; else env->term_out = GLP_ON; glp_scale_prob(mip, GLP_SF_GM | GLP_SF_EQ | GLP_SF_2N | GLP_SF_SKIP); env->term_out = term_out; /* build advanced initial basis */ if (!term_out || parm->msg_lev < GLP_MSG_ALL) env->term_out = GLP_OFF; else env->term_out = GLP_ON; glp_adv_basis(mip, 0); env->term_out = term_out; /* solve initial LP relaxation */ if (parm->msg_lev >= GLP_MSG_ALL) xprintf("Solving LP relaxation...\n"); glp_init_smcp(&smcp); smcp.msg_lev = parm->msg_lev; mip->it_cnt = P->it_cnt; ret = glp_simplex(mip, &smcp); P->it_cnt = mip->it_cnt; if (ret != 0) { if (parm->msg_lev >= GLP_MSG_ERR) xprintf("glp_intopt: cannot solve LP relaxation\n"); ret = GLP_EFAIL; goto done; } /* check status of the basic solution */ ret = glp_get_status(mip); if (ret == GLP_OPT) ret = 0; else if (ret == GLP_NOFEAS) ret = GLP_ENOPFS; else if (ret == GLP_UNBND) ret = GLP_ENODFS; else xassert(ret != ret); if (ret != 0) goto done; /* solve the transformed MIP */ mip->it_cnt = P->it_cnt; #if 0 /* 11/VII-2013 */ ret = solve_mip(mip, parm); #else if (parm->use_sol) { mip->mip_stat = P->mip_stat; mip->mip_obj = P->mip_obj; } ret = solve_mip(mip, parm, P, npp); #endif P->it_cnt = mip->it_cnt; /* only integer feasible solution can be postprocessed */ if (!(mip->mip_stat == GLP_OPT || mip->mip_stat == GLP_FEAS)) { P->mip_stat = mip->mip_stat; goto done; } /* postprocess solution from the transformed MIP */ post: npp_postprocess(npp, mip); /* the transformed MIP is no longer needed */ glp_delete_prob(mip), mip = NULL; /* store solution to the original problem */ npp_unload_sol(npp, P); done: /* delete the transformed MIP, if it exists */ if (mip != NULL) glp_delete_prob(mip); /* delete preprocessor workspace */ npp_delete_wksp(npp); return ret; }
int glp_print_mip(glp_prob *P, const char *fname) { /* write MIP solution in printable format */ glp_file *fp; GLPROW *row; GLPCOL *col; int i, j, t, ae_ind, re_ind, ret; double ae_max, re_max; xprintf("Writing MIP solution to '%s'...\n", fname); fp = glp_open(fname, "w"); if (fp == NULL) { xprintf("Unable to create '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } xfprintf(fp, "%-12s%s\n", "Problem:", P->name == NULL ? "" : P->name); xfprintf(fp, "%-12s%d\n", "Rows:", P->m); xfprintf(fp, "%-12s%d (%d integer, %d binary)\n", "Columns:", P->n, glp_get_num_int(P), glp_get_num_bin(P)); xfprintf(fp, "%-12s%d\n", "Non-zeros:", P->nnz); t = glp_mip_status(P); xfprintf(fp, "%-12s%s\n", "Status:", t == GLP_OPT ? "INTEGER OPTIMAL" : t == GLP_FEAS ? "INTEGER NON-OPTIMAL" : t == GLP_NOFEAS ? "INTEGER EMPTY" : t == GLP_UNDEF ? "INTEGER UNDEFINED" : "???"); xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:", P->obj == NULL ? "" : P->obj, P->obj == NULL ? "" : " = ", P->mip_obj, P->dir == GLP_MIN ? "MINimum" : P->dir == GLP_MAX ? "MAXimum" : "???"); xfprintf(fp, "\n"); xfprintf(fp, " No. Row name Activity Lower bound " " Upper bound\n"); xfprintf(fp, "------ ------------ ------------- ------------- " "-------------\n"); for (i = 1; i <= P->m; i++) { row = P->row[i]; xfprintf(fp, "%6d ", i); if (row->name == NULL || strlen(row->name) <= 12) xfprintf(fp, "%-12s ", row->name == NULL ? "" : row->name); else xfprintf(fp, "%s\n%20s", row->name, ""); xfprintf(fp, "%3s", ""); xfprintf(fp, "%13.6g ", fabs(row->mipx) <= 1e-9 ? 0.0 : row->mipx); if (row->type == GLP_LO || row->type == GLP_DB || row->type == GLP_FX) xfprintf(fp, "%13.6g ", row->lb); else xfprintf(fp, "%13s ", ""); if (row->type == GLP_UP || row->type == GLP_DB) xfprintf(fp, "%13.6g ", row->ub); else xfprintf(fp, "%13s ", row->type == GLP_FX ? "=" : ""); xfprintf(fp, "\n"); } xfprintf(fp, "\n"); xfprintf(fp, " No. Column name Activity Lower bound " " Upper bound\n"); xfprintf(fp, "------ ------------ ------------- ------------- " "-------------\n"); for (j = 1; j <= P->n; j++) { col = P->col[j]; xfprintf(fp, "%6d ", j); if (col->name == NULL || strlen(col->name) <= 12) xfprintf(fp, "%-12s ", col->name == NULL ? "" : col->name); else xfprintf(fp, "%s\n%20s", col->name, ""); xfprintf(fp, "%s ", col->kind == GLP_CV ? " " : col->kind == GLP_IV ? "*" : "?"); xfprintf(fp, "%13.6g ", fabs(col->mipx) <= 1e-9 ? 0.0 : col->mipx); if (col->type == GLP_LO || col->type == GLP_DB || col->type == GLP_FX) xfprintf(fp, "%13.6g ", col->lb); else xfprintf(fp, "%13s ", ""); if (col->type == GLP_UP || col->type == GLP_DB) xfprintf(fp, "%13.6g ", col->ub); else xfprintf(fp, "%13s ", col->type == GLP_FX ? "=" : ""); xfprintf(fp, "\n"); } xfprintf(fp, "\n"); xfprintf(fp, "Integer feasibility conditions:\n"); xfprintf(fp, "\n"); glp_check_kkt(P, GLP_MIP, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, &re_ind); xfprintf(fp, "KKT.PE: max.abs.err = %.2e on row %d\n", ae_max, ae_ind); xfprintf(fp, " max.rel.err = %.2e on row %d\n", re_max, re_ind); xfprintf(fp, "%8s%s\n", "", re_max <= 1e-9 ? "High quality" : re_max <= 1e-6 ? "Medium quality" : re_max <= 1e-3 ? "Low quality" : "SOLUTION IS WRONG"); xfprintf(fp, "\n"); glp_check_kkt(P, GLP_MIP, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, &re_ind); xfprintf(fp, "KKT.PB: max.abs.err = %.2e on %s %d\n", ae_max, ae_ind <= P->m ? "row" : "column", ae_ind <= P->m ? ae_ind : ae_ind - P->m); xfprintf(fp, " max.rel.err = %.2e on %s %d\n", re_max, re_ind <= P->m ? "row" : "column", re_ind <= P->m ? re_ind : re_ind - P->m); xfprintf(fp, "%8s%s\n", "", re_max <= 1e-9 ? "High quality" : re_max <= 1e-6 ? "Medium quality" : re_max <= 1e-3 ? "Low quality" : "SOLUTION IS INFEASIBLE"); xfprintf(fp, "\n"); xfprintf(fp, "End of output\n"); #if 0 /* FIXME */ xfflush(fp); #endif if (glp_ioerr(fp)) { xprintf("Write error on '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } ret = 0; done: if (fp != NULL) glp_close(fp); return ret; }
static void solve(char* file_name) { ppl_Constraint_System_t ppl_cs; #ifndef NDEBUG ppl_Constraint_System_t ppl_cs_copy; #endif ppl_Generator_t optimum_location; ppl_Linear_Expression_t ppl_le; int dimension, row, num_rows, column, nz, i, j, type; int* coefficient_index; double lb, ub; double* coefficient_value; mpq_t rational_lb, rational_ub; mpq_t* rational_coefficient; mpq_t* objective; ppl_Linear_Expression_t ppl_objective_le; ppl_Coefficient_t optimum_n; ppl_Coefficient_t optimum_d; mpq_t optimum; mpz_t den_lcm; int optimum_found; glp_mpscp glpk_mpscp; glpk_lp = glp_create_prob(); glp_init_mpscp(&glpk_mpscp); if (verbosity == 0) { /* FIXME: find a way to suppress output from glp_read_mps. */ } #ifdef PPL_LPSOL_SUPPORTS_TIMINGS if (print_timings) start_clock(); #endif /* defined(PPL_LPSOL_SUPPORTS_TIMINGS) */ if (glp_read_mps(glpk_lp, GLP_MPS_FILE, &glpk_mpscp, file_name) != 0) fatal("cannot read MPS file `%s'", file_name); #ifdef PPL_LPSOL_SUPPORTS_TIMINGS if (print_timings) { fprintf(stderr, "Time to read the input file: "); print_clock(stderr); fprintf(stderr, " s\n"); start_clock(); } #endif /* defined(PPL_LPSOL_SUPPORTS_TIMINGS) */ glpk_lp_num_int = glp_get_num_int(glpk_lp); if (glpk_lp_num_int > 0 && !no_mip && !use_simplex) fatal("the enumeration solving method can not handle MIP problems"); dimension = glp_get_num_cols(glpk_lp); /* Read variables constrained to be integer. */ if (glpk_lp_num_int > 0 && !no_mip && use_simplex) { if (verbosity >= 4) fprintf(output_file, "Integer variables:\n"); integer_variables = (ppl_dimension_type*) malloc((glpk_lp_num_int + 1)*sizeof(ppl_dimension_type)); for (i = 0, j = 0; i < dimension; ++i) { int col_kind = glp_get_col_kind(glpk_lp, i+1); if (col_kind == GLP_IV || col_kind == GLP_BV) { integer_variables[j] = i; if (verbosity >= 4) { ppl_io_fprint_variable(output_file, i); fprintf(output_file, " "); } ++j; } } } coefficient_index = (int*) malloc((dimension+1)*sizeof(int)); coefficient_value = (double*) malloc((dimension+1)*sizeof(double)); rational_coefficient = (mpq_t*) malloc((dimension+1)*sizeof(mpq_t)); ppl_new_Constraint_System(&ppl_cs); mpq_init(rational_lb); mpq_init(rational_ub); for (i = 1; i <= dimension; ++i) mpq_init(rational_coefficient[i]); mpz_init(den_lcm); if (verbosity >= 4) fprintf(output_file, "\nConstraints:\n"); /* Set up the row (ordinary) constraints. */ num_rows = glp_get_num_rows(glpk_lp); for (row = 1; row <= num_rows; ++row) { /* Initialize the least common multiple computation. */ mpz_set_si(den_lcm, 1); /* Set `nz' to the number of non-zero coefficients. */ nz = glp_get_mat_row(glpk_lp, row, coefficient_index, coefficient_value); for (i = 1; i <= nz; ++i) { set_mpq_t_from_double(rational_coefficient[i], coefficient_value[i]); /* Update den_lcm. */ mpz_lcm(den_lcm, den_lcm, mpq_denref(rational_coefficient[i])); } lb = glp_get_row_lb(glpk_lp, row); ub = glp_get_row_ub(glpk_lp, row); set_mpq_t_from_double(rational_lb, lb); set_mpq_t_from_double(rational_ub, ub); mpz_lcm(den_lcm, den_lcm, mpq_denref(rational_lb)); mpz_lcm(den_lcm, den_lcm, mpq_denref(rational_ub)); ppl_new_Linear_Expression_with_dimension(&ppl_le, dimension); for (i = 1; i <= nz; ++i) { mpz_mul(tmp_z, den_lcm, mpq_numref(rational_coefficient[i])); mpz_divexact(tmp_z, tmp_z, mpq_denref(rational_coefficient[i])); ppl_assign_Coefficient_from_mpz_t(ppl_coeff, tmp_z); ppl_Linear_Expression_add_to_coefficient(ppl_le, coefficient_index[i]-1, ppl_coeff); } type = glp_get_row_type(glpk_lp, row); add_constraints(ppl_le, type, rational_lb, rational_ub, den_lcm, ppl_cs); ppl_delete_Linear_Expression(ppl_le); } free(coefficient_value); for (i = 1; i <= dimension; ++i) mpq_clear(rational_coefficient[i]); free(rational_coefficient); free(coefficient_index); #ifndef NDEBUG ppl_new_Constraint_System_from_Constraint_System(&ppl_cs_copy, ppl_cs); #endif /* FIXME: here we could build the polyhedron and minimize it before adding the variable bounds. */ /* Set up the columns constraints, i.e., variable bounds. */ for (column = 1; column <= dimension; ++column) { lb = glp_get_col_lb(glpk_lp, column); ub = glp_get_col_ub(glpk_lp, column); set_mpq_t_from_double(rational_lb, lb); set_mpq_t_from_double(rational_ub, ub); /* Initialize the least common multiple computation. */ mpz_set_si(den_lcm, 1); mpz_lcm(den_lcm, den_lcm, mpq_denref(rational_lb)); mpz_lcm(den_lcm, den_lcm, mpq_denref(rational_ub)); ppl_new_Linear_Expression_with_dimension(&ppl_le, dimension); ppl_assign_Coefficient_from_mpz_t(ppl_coeff, den_lcm); ppl_Linear_Expression_add_to_coefficient(ppl_le, column-1, ppl_coeff); type = glp_get_col_type(glpk_lp, column); add_constraints(ppl_le, type, rational_lb, rational_ub, den_lcm, ppl_cs); ppl_delete_Linear_Expression(ppl_le); } mpq_clear(rational_ub); mpq_clear(rational_lb); /* Deal with the objective function. */ objective = (mpq_t*) malloc((dimension+1)*sizeof(mpq_t)); /* Initialize the least common multiple computation. */ mpz_set_si(den_lcm, 1); mpq_init(objective[0]); set_mpq_t_from_double(objective[0], glp_get_obj_coef(glpk_lp, 0)); for (i = 1; i <= dimension; ++i) { mpq_init(objective[i]); set_mpq_t_from_double(objective[i], glp_get_obj_coef(glpk_lp, i)); /* Update den_lcm. */ mpz_lcm(den_lcm, den_lcm, mpq_denref(objective[i])); } /* Set the ppl_objective_le to be the objective function. */ ppl_new_Linear_Expression_with_dimension(&ppl_objective_le, dimension); /* Set value for objective function's inhomogeneous term. */ mpz_mul(tmp_z, den_lcm, mpq_numref(objective[0])); mpz_divexact(tmp_z, tmp_z, mpq_denref(objective[0])); ppl_assign_Coefficient_from_mpz_t(ppl_coeff, tmp_z); ppl_Linear_Expression_add_to_inhomogeneous(ppl_objective_le, ppl_coeff); /* Set values for objective function's variable coefficients. */ for (i = 1; i <= dimension; ++i) { mpz_mul(tmp_z, den_lcm, mpq_numref(objective[i])); mpz_divexact(tmp_z, tmp_z, mpq_denref(objective[i])); ppl_assign_Coefficient_from_mpz_t(ppl_coeff, tmp_z); ppl_Linear_Expression_add_to_coefficient(ppl_objective_le, i-1, ppl_coeff); } if (verbosity >= 4) { fprintf(output_file, "Objective function:\n"); if (mpz_cmp_si(den_lcm, 1) != 0) fprintf(output_file, "("); ppl_io_fprint_Linear_Expression(output_file, ppl_objective_le); } for (i = 0; i <= dimension; ++i) mpq_clear(objective[i]); free(objective); if (verbosity >= 4) { if (mpz_cmp_si(den_lcm, 1) != 0) { fprintf(output_file, ")/"); mpz_out_str(output_file, 10, den_lcm); } fprintf(output_file, "\n%s\n", (maximize ? "Maximizing." : "Minimizing.")); } ppl_new_Coefficient(&optimum_n); ppl_new_Coefficient(&optimum_d); ppl_new_Generator_zero_dim_point(&optimum_location); optimum_found = use_simplex ? solve_with_simplex(ppl_cs, ppl_objective_le, optimum_n, optimum_d, optimum_location) : solve_with_generators(ppl_cs, ppl_objective_le, optimum_n, optimum_d, optimum_location); ppl_delete_Linear_Expression(ppl_objective_le); if (glpk_lp_num_int > 0) free(integer_variables); if (optimum_found) { mpq_init(optimum); ppl_Coefficient_to_mpz_t(optimum_n, tmp_z); mpq_set_num(optimum, tmp_z); ppl_Coefficient_to_mpz_t(optimum_d, tmp_z); mpz_mul(tmp_z, tmp_z, den_lcm); mpq_set_den(optimum, tmp_z); if (verbosity == 1) fprintf(output_file, "Optimized problem.\n"); if (verbosity >= 2) fprintf(output_file, "Optimum value: %.10g\n", mpq_get_d(optimum)); if (verbosity >= 3) { fprintf(output_file, "Optimum location:\n"); ppl_Generator_divisor(optimum_location, ppl_coeff); ppl_Coefficient_to_mpz_t(ppl_coeff, tmp_z); for (i = 0; i < dimension; ++i) { mpz_set(mpq_denref(tmp1_q), tmp_z); ppl_Generator_coefficient(optimum_location, i, ppl_coeff); ppl_Coefficient_to_mpz_t(ppl_coeff, mpq_numref(tmp1_q)); ppl_io_fprint_variable(output_file, i); fprintf(output_file, " = %.10g\n", mpq_get_d(tmp1_q)); } } #ifndef NDEBUG { ppl_Polyhedron_t ph; unsigned int relation; ppl_new_C_Polyhedron_recycle_Constraint_System(&ph, ppl_cs_copy); ppl_delete_Constraint_System(ppl_cs_copy); relation = ppl_Polyhedron_relation_with_Generator(ph, optimum_location); ppl_delete_Polyhedron(ph); assert(relation == PPL_POLY_GEN_RELATION_SUBSUMES); } #endif maybe_check_results(PPL_MIP_PROBLEM_STATUS_OPTIMIZED, mpq_get_d(optimum)); mpq_clear(optimum); } ppl_delete_Constraint_System(ppl_cs); ppl_delete_Coefficient(optimum_d); ppl_delete_Coefficient(optimum_n); ppl_delete_Generator(optimum_location); glp_delete_prob(glpk_lp); }
static PyObject* LPX_getnumint(LPXObject *self, void *closure) { return PyInt_FromLong(glp_get_num_int(LP)); }
int lpx_get_num_int(LPX *lp) { /* retrieve number of integer columns */ return glp_get_num_int(lp); }
int lpx_get_class(LPX *lp) { /* determine problem klass */ return glp_get_num_int(lp) == 0 ? LPX_LP : LPX_MIP; }
int glp_read_prob(glp_prob *P, int flags, const char *fname) { DMX _csa, *csa = &_csa; int mip, m, n, nnz, ne, i, j, k, type, kind, ret, *ln = NULL, *ia = NULL, *ja = NULL; double lb, ub, temp, *ar = NULL; char *rf = NULL, *cf = NULL; if (P == NULL || P->magic != GLP_PROB_MAGIC) xerror("glp_read_prob: P = %p; invalid problem object\n", P); if (flags != 0) xerror("glp_read_prob: flags = %d; invalid parameter\n", flags); if (fname == NULL) xerror("glp_read_prob: fname = %d; invalid parameter\n", fname); glp_erase_prob(P); if (setjmp(csa->jump)) { ret = 1; goto done; } csa->fname = fname; csa->fp = NULL; csa->count = 0; csa->c = '\n'; csa->field[0] = '\0'; csa->empty = csa->nonint = 0; xprintf("Reading problem data from '%s'...\n", fname); csa->fp = glp_open(fname, "r"); if (csa->fp == NULL) { xprintf("Unable to open '%s' - %s\n", fname, get_err_msg()); longjmp(csa->jump, 1); } /* read problem line */ read_designator(csa); if (strcmp(csa->field, "p") != 0) error(csa, "problem line missing or invalid"); read_field(csa); if (strcmp(csa->field, "lp") == 0) mip = 0; else if (strcmp(csa->field, "mip") == 0) mip = 1; else error(csa, "wrong problem designator; 'lp' or 'mip' expected"); read_field(csa); if (strcmp(csa->field, "min") == 0) glp_set_obj_dir(P, GLP_MIN); else if (strcmp(csa->field, "max") == 0) glp_set_obj_dir(P, GLP_MAX); else error(csa, "objective sense missing or invalid"); read_field(csa); if (!(str2int(csa->field, &m) == 0 && m >= 0)) error(csa, "number of rows missing or invalid"); read_field(csa); if (!(str2int(csa->field, &n) == 0 && n >= 0)) error(csa, "number of columns missing or invalid"); read_field(csa); if (!(str2int(csa->field, &nnz) == 0 && nnz >= 0)) error(csa, "number of constraint coefficients missing or inval" "id"); if (m > 0) { glp_add_rows(P, m); for (i = 1; i <= m; i++) glp_set_row_bnds(P, i, GLP_FX, 0.0, 0.0); } if (n > 0) { glp_add_cols(P, n); for (j = 1; j <= n; j++) { if (!mip) glp_set_col_bnds(P, j, GLP_LO, 0.0, 0.0); else glp_set_col_kind(P, j, GLP_BV); } } end_of_line(csa); /* allocate working arrays */ rf = xcalloc(1+m, sizeof(char)); memset(rf, 0, 1+m); cf = xcalloc(1+n, sizeof(char)); memset(cf, 0, 1+n); ln = xcalloc(1+nnz, sizeof(int)); ia = xcalloc(1+nnz, sizeof(int)); ja = xcalloc(1+nnz, sizeof(int)); ar = xcalloc(1+nnz, sizeof(double)); /* read descriptor lines */ ne = 0; for (;;) { read_designator(csa); if (strcmp(csa->field, "i") == 0) { /* row descriptor */ read_field(csa); if (str2int(csa->field, &i) != 0) error(csa, "row number missing or invalid"); if (!(1 <= i && i <= m)) error(csa, "row number out of range"); read_field(csa); if (strcmp(csa->field, "f") == 0) type = GLP_FR; else if (strcmp(csa->field, "l") == 0) type = GLP_LO; else if (strcmp(csa->field, "u") == 0) type = GLP_UP; else if (strcmp(csa->field, "d") == 0) type = GLP_DB; else if (strcmp(csa->field, "s") == 0) type = GLP_FX; else error(csa, "row type missing or invalid"); if (type == GLP_LO || type == GLP_DB || type == GLP_FX) { read_field(csa); if (str2num(csa->field, &lb) != 0) error(csa, "row lower bound/fixed value missing or in" "valid"); } else lb = 0.0; if (type == GLP_UP || type == GLP_DB) { read_field(csa); if (str2num(csa->field, &ub) != 0) error(csa, "row upper bound missing or invalid"); } else ub = 0.0; if (rf[i] & 0x01) error(csa, "duplicate row descriptor"); glp_set_row_bnds(P, i, type, lb, ub), rf[i] |= 0x01; } else if (strcmp(csa->field, "j") == 0) { /* column descriptor */ read_field(csa); if (str2int(csa->field, &j) != 0) error(csa, "column number missing or invalid"); if (!(1 <= j && j <= n)) error(csa, "column number out of range"); if (!mip) kind = GLP_CV; else { read_field(csa); if (strcmp(csa->field, "c") == 0) kind = GLP_CV; else if (strcmp(csa->field, "i") == 0) kind = GLP_IV; else if (strcmp(csa->field, "b") == 0) { kind = GLP_IV; type = GLP_DB, lb = 0.0, ub = 1.0; goto skip; } else error(csa, "column kind missing or invalid"); } read_field(csa); if (strcmp(csa->field, "f") == 0) type = GLP_FR; else if (strcmp(csa->field, "l") == 0) type = GLP_LO; else if (strcmp(csa->field, "u") == 0) type = GLP_UP; else if (strcmp(csa->field, "d") == 0) type = GLP_DB; else if (strcmp(csa->field, "s") == 0) type = GLP_FX; else error(csa, "column type missing or invalid"); if (type == GLP_LO || type == GLP_DB || type == GLP_FX) { read_field(csa); if (str2num(csa->field, &lb) != 0) error(csa, "column lower bound/fixed value missing or" " invalid"); } else lb = 0.0; if (type == GLP_UP || type == GLP_DB) { read_field(csa); if (str2num(csa->field, &ub) != 0) error(csa, "column upper bound missing or invalid"); } else ub = 0.0; skip: if (cf[j] & 0x01) error(csa, "duplicate column descriptor"); glp_set_col_kind(P, j, kind); glp_set_col_bnds(P, j, type, lb, ub), cf[j] |= 0x01; } else if (strcmp(csa->field, "a") == 0) { /* coefficient descriptor */ read_field(csa); if (str2int(csa->field, &i) != 0) error(csa, "row number missing or invalid"); if (!(0 <= i && i <= m)) error(csa, "row number out of range"); read_field(csa); if (str2int(csa->field, &j) != 0) error(csa, "column number missing or invalid"); if (!((i == 0 ? 0 : 1) <= j && j <= n)) error(csa, "column number out of range"); read_field(csa); if (i == 0) { if (str2num(csa->field, &temp) != 0) error(csa, "objective %s missing or invalid", j == 0 ? "constant term" : "coefficient"); if (cf[j] & 0x10) error(csa, "duplicate objective %s", j == 0 ? "constant term" : "coefficient"); glp_set_obj_coef(P, j, temp), cf[j] |= 0x10; } else { if (str2num(csa->field, &temp) != 0) error(csa, "constraint coefficient missing or invalid" ); if (ne == nnz) error(csa, "too many constraint coefficient descripto" "rs"); ln[++ne] = csa->count; ia[ne] = i, ja[ne] = j, ar[ne] = temp; } } else if (strcmp(csa->field, "n") == 0) { /* symbolic name descriptor */ read_field(csa); if (strcmp(csa->field, "p") == 0) { /* problem name */ read_field(csa); if (P->name != NULL) error(csa, "duplicate problem name"); glp_set_prob_name(P, csa->field); } else if (strcmp(csa->field, "z") == 0) { /* objective name */ read_field(csa); if (P->obj != NULL) error(csa, "duplicate objective name"); glp_set_obj_name(P, csa->field); } else if (strcmp(csa->field, "i") == 0) { /* row name */ read_field(csa); if (str2int(csa->field, &i) != 0) error(csa, "row number missing or invalid"); if (!(1 <= i && i <= m)) error(csa, "row number out of range"); read_field(csa); if (P->row[i]->name != NULL) error(csa, "duplicate row name"); glp_set_row_name(P, i, csa->field); } else if (strcmp(csa->field, "j") == 0) { /* column name */ read_field(csa); if (str2int(csa->field, &j) != 0) error(csa, "column number missing or invalid"); if (!(1 <= j && j <= n)) error(csa, "column number out of range"); read_field(csa); if (P->col[j]->name != NULL) error(csa, "duplicate column name"); glp_set_col_name(P, j, csa->field); } else error(csa, "object designator missing or invalid"); } else if (strcmp(csa->field, "e") == 0) break; else error(csa, "line designator missing or invalid"); end_of_line(csa); } if (ne < nnz) error(csa, "too few constraint coefficient descriptors"); xassert(ne == nnz); k = glp_check_dup(m, n, ne, ia, ja); xassert(0 <= k && k <= nnz); if (k > 0) { csa->count = ln[k]; error(csa, "duplicate constraint coefficient"); } glp_load_matrix(P, ne, ia, ja, ar); /* print some statistics */ if (P->name != NULL) xprintf("Problem: %s\n", P->name); if (P->obj != NULL) xprintf("Objective: %s\n", P->obj); xprintf("%d row%s, %d column%s, %d non-zero%s\n", m, m == 1 ? "" : "s", n, n == 1 ? "" : "s", nnz, nnz == 1 ? "" : "s"); if (glp_get_num_int(P) > 0) { int ni = glp_get_num_int(P); int nb = glp_get_num_bin(P); if (ni == 1) { if (nb == 0) xprintf("One variable is integer\n"); else xprintf("One variable is binary\n"); } else { xprintf("%d integer variables, ", ni); if (nb == 0) xprintf("none"); else if (nb == 1) xprintf("one"); else if (nb == ni) xprintf("all"); else xprintf("%d", nb); xprintf(" of which %s binary\n", nb == 1 ? "is" : "are"); } } xprintf("%d lines were read\n", csa->count); /* problem data has been successfully read */ glp_sort_matrix(P); ret = 0; done: if (csa->fp != NULL) glp_close(csa->fp); if (rf != NULL) xfree(rf); if (cf != NULL) xfree(cf); if (ln != NULL) xfree(ln); if (ia != NULL) xfree(ia); if (ja != NULL) xfree(ja); if (ar != NULL) xfree(ar); if (ret) glp_erase_prob(P); return ret; }
int glp_main(int argc, const char *argv[]) { /* stand-alone LP/MIP solver */ struct csa _csa, *csa = &_csa; int ret; xlong_t start; /* perform initialization */ csa->prob = glp_create_prob(); glp_get_bfcp(csa->prob, &csa->bfcp); glp_init_smcp(&csa->smcp); csa->smcp.presolve = GLP_ON; glp_init_iocp(&csa->iocp); csa->iocp.presolve = GLP_ON; csa->tran = NULL; csa->graph = NULL; csa->format = FMT_MPS_FILE; csa->in_file = NULL; csa->ndf = 0; csa->out_dpy = NULL; csa->solution = SOL_BASIC; csa->in_res = NULL; csa->dir = 0; csa->scale = 1; csa->out_sol = NULL; csa->out_res = NULL; csa->out_bnds = NULL; csa->check = 0; csa->new_name = NULL; csa->out_mps = NULL; csa->out_freemps = NULL; csa->out_cpxlp = NULL; csa->out_pb = NULL; csa->out_npb = NULL; csa->log_file = NULL; csa->crash = USE_ADV_BASIS; csa->exact = 0; csa->xcheck = 0; csa->nomip = 0; /* parse command-line parameters */ ret = parse_cmdline(csa, argc, argv); if (ret < 0) { ret = EXIT_SUCCESS; goto done; } if (ret > 0) { ret = EXIT_FAILURE; goto done; } /*--------------------------------------------------------------*/ /* remove all output files specified in the command line */ if (csa->out_dpy != NULL) remove(csa->out_dpy); if (csa->out_sol != NULL) remove(csa->out_sol); if (csa->out_res != NULL) remove(csa->out_res); if (csa->out_bnds != NULL) remove(csa->out_bnds); if (csa->out_mps != NULL) remove(csa->out_mps); if (csa->out_freemps != NULL) remove(csa->out_freemps); if (csa->out_cpxlp != NULL) remove(csa->out_cpxlp); if (csa->out_pb != NULL) remove(csa->out_pb); if (csa->out_npb != NULL) remove(csa->out_npb); if (csa->log_file != NULL) remove(csa->log_file); /*--------------------------------------------------------------*/ /* open log file, if required */ if (csa->log_file != NULL) { if (lib_open_log(csa->log_file)) { xprintf("Unable to create log file\n"); ret = EXIT_FAILURE; goto done; } } /*--------------------------------------------------------------*/ /* read problem data from the input file */ if (csa->in_file == NULL) { xprintf("No input problem file specified; try %s --help\n", argv[0]); ret = EXIT_FAILURE; goto done; } if (csa->format == FMT_MPS_DECK) { ret = glp_read_mps(csa->prob, GLP_MPS_DECK, NULL, csa->in_file); if (ret != 0) err1: { xprintf("MPS file processing error\n"); ret = EXIT_FAILURE; goto done; } } else if (csa->format == FMT_MPS_FILE) { ret = glp_read_mps(csa->prob, GLP_MPS_FILE, NULL, csa->in_file); if (ret != 0) goto err1; } else if (csa->format == FMT_CPLEX_LP) { ret = glp_read_lp(csa->prob, NULL, csa->in_file); if (ret != 0) { xprintf("CPLEX LP file processing error\n"); ret = EXIT_FAILURE; goto done; } } else if (csa->format == FMT_MATHPROG) { int k; /* allocate the translator workspace */ csa->tran = glp_mpl_alloc_wksp(); /* read model section and optional data section */ if (glp_mpl_read_model(csa->tran, csa->in_file, csa->ndf > 0)) err2: { xprintf("MathProg model processing error\n"); ret = EXIT_FAILURE; goto done; } /* read optional data section(s), if necessary */ for (k = 1; k <= csa->ndf; k++) { if (glp_mpl_read_data(csa->tran, csa->in_data[k])) goto err2; } /* generate the model */ if (glp_mpl_generate(csa->tran, csa->out_dpy)) goto err2; /* build the problem instance from the model */ glp_mpl_build_prob(csa->tran, csa->prob); } else if (csa->format == FMT_MIN_COST) { csa->graph = glp_create_graph(sizeof(v_data), sizeof(a_data)); ret = glp_read_mincost(csa->graph, offsetof(v_data, rhs), offsetof(a_data, low), offsetof(a_data, cap), offsetof(a_data, cost), csa->in_file); if (ret != 0) { xprintf("DIMACS file processing error\n"); ret = EXIT_FAILURE; goto done; } glp_mincost_lp(csa->prob, csa->graph, GLP_ON, offsetof(v_data, rhs), offsetof(a_data, low), offsetof(a_data, cap), offsetof(a_data, cost)); glp_set_prob_name(csa->prob, csa->in_file); } else if (csa->format == FMT_MAX_FLOW) { int s, t; csa->graph = glp_create_graph(sizeof(v_data), sizeof(a_data)); ret = glp_read_maxflow(csa->graph, &s, &t, offsetof(a_data, cap), csa->in_file); if (ret != 0) { xprintf("DIMACS file processing error\n"); ret = EXIT_FAILURE; goto done; } glp_maxflow_lp(csa->prob, csa->graph, GLP_ON, s, t, offsetof(a_data, cap)); glp_set_prob_name(csa->prob, csa->in_file); } else xassert(csa != csa); /*--------------------------------------------------------------*/ /* change problem name, if required */ if (csa->new_name != NULL) glp_set_prob_name(csa->prob, csa->new_name); /* change optimization direction, if required */ if (csa->dir != 0) glp_set_obj_dir(csa->prob, csa->dir); /* order rows and columns of the constraint matrix */ lpx_order_matrix(csa->prob); /*--------------------------------------------------------------*/ /* write problem data in fixed MPS format, if required */ if (csa->out_mps != NULL) { ret = glp_write_mps(csa->prob, GLP_MPS_DECK, NULL, csa->out_mps); if (ret != 0) { xprintf("Unable to write problem in fixed MPS format\n"); ret = EXIT_FAILURE; goto done; } } /* write problem data in free MPS format, if required */ if (csa->out_freemps != NULL) { ret = glp_write_mps(csa->prob, GLP_MPS_FILE, NULL, csa->out_freemps); if (ret != 0) { xprintf("Unable to write problem in free MPS format\n"); ret = EXIT_FAILURE; goto done; } } /* write problem data in CPLEX LP format, if required */ if (csa->out_cpxlp != NULL) { ret = glp_write_lp(csa->prob, NULL, csa->out_cpxlp); if (ret != 0) { xprintf("Unable to write problem in CPLEX LP format\n"); ret = EXIT_FAILURE; goto done; } } /* write problem data in OPB format, if required */ if (csa->out_pb != NULL) { ret = lpx_write_pb(csa->prob, csa->out_pb, 0, 0); if (ret != 0) { xprintf("Unable to write problem in OPB format\n"); ret = EXIT_FAILURE; goto done; } } /* write problem data in normalized OPB format, if required */ if (csa->out_npb != NULL) { ret = lpx_write_pb(csa->prob, csa->out_npb, 1, 1); if (ret != 0) { xprintf( "Unable to write problem in normalized OPB format\n"); ret = EXIT_FAILURE; goto done; } } /*--------------------------------------------------------------*/ /* if only problem data check is required, skip computations */ if (csa->check) { ret = EXIT_SUCCESS; goto done; } /*--------------------------------------------------------------*/ /* determine the solution type */ if (!csa->nomip && glp_get_num_int(csa->prob) + glp_get_num_bin(csa->prob) > 0) { if (csa->solution == SOL_INTERIOR) { xprintf("Interior-point method is not able to solve MIP pro" "blem; use --simplex\n"); ret = EXIT_FAILURE; goto done; } csa->solution = SOL_INTEGER; } /*--------------------------------------------------------------*/ /* if solution is provided, read it and skip computations */ if (csa->in_res != NULL) { if (csa->solution == SOL_BASIC) ret = glp_read_sol(csa->prob, csa->in_res); else if (csa->solution == SOL_INTERIOR) ret = glp_read_ipt(csa->prob, csa->in_res); else if (csa->solution == SOL_INTEGER) ret = glp_read_mip(csa->prob, csa->in_res); else xassert(csa != csa); if (ret != 0) { xprintf("Unable to read problem solution\n"); ret = EXIT_FAILURE; goto done; } goto skip; } /*--------------------------------------------------------------*/ /* scale the problem data, if required */ if (csa->scale) { if (csa->solution == SOL_BASIC && !csa->smcp.presolve || csa->solution == SOL_INTERIOR || csa->solution == SOL_INTEGER && !csa->iocp.presolve) glp_scale_prob(csa->prob, GLP_SF_AUTO); } /* construct starting LP basis */ if (csa->solution == SOL_BASIC && !csa->smcp.presolve || csa->solution == SOL_INTEGER && !csa->iocp.presolve) { if (csa->crash == USE_STD_BASIS) glp_std_basis(csa->prob); else if (csa->crash == USE_ADV_BASIS) glp_adv_basis(csa->prob, 0); else if (csa->crash == USE_CPX_BASIS) glp_cpx_basis(csa->prob); else xassert(csa != csa); } /*--------------------------------------------------------------*/ /* solve the problem */ start = xtime(); if (csa->solution == SOL_BASIC) { if (!csa->exact) { glp_set_bfcp(csa->prob, &csa->bfcp); glp_simplex(csa->prob, &csa->smcp); if (csa->xcheck) { if (csa->smcp.presolve && glp_get_status(csa->prob) != GLP_OPT) xprintf("If you need to check final basis for non-opt" "imal solution, use --nopresol\n"); else glp_exact(csa->prob, &csa->smcp); } if (csa->out_sol != NULL || csa->out_res != NULL) { if (csa->smcp.presolve && glp_get_status(csa->prob) != GLP_OPT) xprintf("If you need actual output for non-optimal solut" "ion, use --nopresol\n"); } } else glp_exact(csa->prob, &csa->smcp); } else if (csa->solution == SOL_INTERIOR) glp_interior(csa->prob, NULL); else if (csa->solution == SOL_INTEGER) { if (!csa->iocp.presolve) { glp_set_bfcp(csa->prob, &csa->bfcp); glp_simplex(csa->prob, &csa->smcp); } glp_intopt(csa->prob, &csa->iocp); } else xassert(csa != csa); /*--------------------------------------------------------------*/ /* display statistics */ xprintf("Time used: %.1f secs\n", xdifftime(xtime(), start)); { xlong_t tpeak; char buf[50]; lib_mem_usage(NULL, NULL, NULL, &tpeak); xprintf("Memory used: %.1f Mb (%s bytes)\n", xltod(tpeak) / 1048576.0, xltoa(tpeak, buf)); } /*--------------------------------------------------------------*/ skip: /* postsolve the model, if necessary */ if (csa->tran != NULL) { if (csa->solution == SOL_BASIC) ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_SOL); else if (csa->solution == SOL_INTERIOR) ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_IPT); else if (csa->solution == SOL_INTEGER) ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_MIP); else xassert(csa != csa); if (ret != 0) { xprintf("Model postsolving error\n"); ret = EXIT_FAILURE; goto done; } } /*--------------------------------------------------------------*/ /* write problem solution in printable format, if required */ if (csa->out_sol != NULL) { if (csa->solution == SOL_BASIC) ret = lpx_print_sol(csa->prob, csa->out_sol); else if (csa->solution == SOL_INTERIOR) ret = lpx_print_ips(csa->prob, csa->out_sol); else if (csa->solution == SOL_INTEGER) ret = lpx_print_mip(csa->prob, csa->out_sol); else xassert(csa != csa); if (ret != 0) { xprintf("Unable to write problem solution\n"); ret = EXIT_FAILURE; goto done; } } /* write problem solution in printable format, if required */ if (csa->out_res != NULL) { if (csa->solution == SOL_BASIC) ret = glp_write_sol(csa->prob, csa->out_res); else if (csa->solution == SOL_INTERIOR) ret = glp_write_ipt(csa->prob, csa->out_res); else if (csa->solution == SOL_INTEGER) ret = glp_write_mip(csa->prob, csa->out_res); else xassert(csa != csa); if (ret != 0) { xprintf("Unable to write problem solution\n"); ret = EXIT_FAILURE; goto done; } } /* write sensitivity bounds information, if required */ if (csa->out_bnds != NULL) { if (csa->solution == SOL_BASIC) { ret = lpx_print_sens_bnds(csa->prob, csa->out_bnds); if (ret != 0) { xprintf("Unable to write sensitivity bounds information " "\n"); ret = EXIT_FAILURE; goto done; } } else xprintf("Cannot write sensitivity bounds information for in" "terior-point or MIP solution\n"); } /*--------------------------------------------------------------*/ /* all seems to be ok */ ret = EXIT_SUCCESS; /*--------------------------------------------------------------*/ done: /* delete the LP/MIP problem object */ if (csa->prob != NULL) glp_delete_prob(csa->prob); /* free the translator workspace, if necessary */ if (csa->tran != NULL) glp_mpl_free_wksp(csa->tran); /* delete the network problem object, if necessary */ if (csa->graph != NULL) glp_delete_graph(csa->graph); xassert(gmp_pool_count() == 0); gmp_free_mem(); /* close log file, if necessary */ if (csa->log_file != NULL) lib_close_log(); /* check that no memory blocks are still allocated */ { int count; xlong_t total; lib_mem_usage(&count, NULL, &total, NULL); if (count != 0) xerror("Error: %d memory block(s) were lost\n", count); xassert(count == 0); xassert(total.lo == 0 && total.hi == 0); } /* free the library environment */ lib_free_env(); /* return to the control program */ return ret; }
int glp_read_lp(glp_prob *P, const glp_cpxcp *parm, const char *fname) { /* read problem data in CPLEX LP format */ glp_cpxcp _parm; struct csa _csa, *csa = &_csa; int ret; xprintf("Reading problem data from '%s'...\n", fname); if (parm == NULL) glp_init_cpxcp(&_parm), parm = &_parm; /* check control parameters */ check_parm("glp_read_lp", parm); /* initialize common storage area */ csa->P = P; csa->parm = parm; csa->fname = fname; csa->fp = NULL; if (setjmp(csa->jump)) { ret = 1; goto done; } csa->count = 0; csa->c = '\n'; csa->token = T_EOF; csa->image[0] = '\0'; csa->imlen = 0; csa->value = 0.0; csa->n_max = 100; csa->ind = xcalloc(1+csa->n_max, sizeof(int)); csa->val = xcalloc(1+csa->n_max, sizeof(double)); csa->flag = xcalloc(1+csa->n_max, sizeof(char)); memset(&csa->flag[1], 0, csa->n_max * sizeof(char)); csa->lb = xcalloc(1+csa->n_max, sizeof(double)); csa->ub = xcalloc(1+csa->n_max, sizeof(double)); #if 1 /* 27/VII-2013 */ csa->lb_warn = csa->ub_warn = 0; #endif /* erase problem object */ glp_erase_prob(P); glp_create_index(P); /* open input CPLEX LP file */ csa->fp = glp_open(fname, "r"); if (csa->fp == NULL) { xprintf("Unable to open '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } /* scan very first token */ scan_token(csa); /* parse definition of the objective function */ if (!(csa->token == T_MINIMIZE || csa->token == T_MAXIMIZE)) error(csa, "'minimize' or 'maximize' keyword missing\n"); parse_objective(csa); /* parse constraints section */ if (csa->token != T_SUBJECT_TO) error(csa, "constraints section missing\n"); parse_constraints(csa); /* parse optional bounds section */ if (csa->token == T_BOUNDS) parse_bounds(csa); /* parse optional general, integer, and binary sections */ while (csa->token == T_GENERAL || csa->token == T_INTEGER || csa->token == T_BINARY) parse_integer(csa); /* check for the keyword 'end' */ if (csa->token == T_END) scan_token(csa); else if (csa->token == T_EOF) warning(csa, "keyword 'end' missing\n"); else error(csa, "symbol '%s' in wrong position\n", csa->image); /* nothing must follow the keyword 'end' (except comments) */ if (csa->token != T_EOF) error(csa, "extra symbol(s) detected beyond 'end'\n"); /* set bounds of variables */ { int j, type; double lb, ub; for (j = 1; j <= P->n; j++) { lb = csa->lb[j]; ub = csa->ub[j]; if (lb == +DBL_MAX) lb = 0.0; /* default lb */ if (ub == -DBL_MAX) ub = +DBL_MAX; /* default ub */ if (lb == -DBL_MAX && ub == +DBL_MAX) type = GLP_FR; else if (ub == +DBL_MAX) type = GLP_LO; else if (lb == -DBL_MAX) type = GLP_UP; else if (lb != ub) type = GLP_DB; else type = GLP_FX; glp_set_col_bnds(csa->P, j, type, lb, ub); } } /* print some statistics */ xprintf("%d row%s, %d column%s, %d non-zero%s\n", P->m, P->m == 1 ? "" : "s", P->n, P->n == 1 ? "" : "s", P->nnz, P->nnz == 1 ? "" : "s"); if (glp_get_num_int(P) > 0) { int ni = glp_get_num_int(P); int nb = glp_get_num_bin(P); if (ni == 1) { if (nb == 0) xprintf("One variable is integer\n"); else xprintf("One variable is binary\n"); } else { xprintf("%d integer variables, ", ni); if (nb == 0) xprintf("none"); else if (nb == 1) xprintf("one"); else if (nb == ni) xprintf("all"); else xprintf("%d", nb); xprintf(" of which %s binary\n", nb == 1 ? "is" : "are"); } } xprintf("%d lines were read\n", csa->count); /* problem data has been successfully read */ glp_delete_index(P); glp_sort_matrix(P); ret = 0; done: if (csa->fp != NULL) glp_close(csa->fp); xfree(csa->ind); xfree(csa->val); xfree(csa->flag); xfree(csa->lb); xfree(csa->ub); if (ret != 0) glp_erase_prob(P); return ret; }
// read in all necessary elements for retrieving the LP/MILP void Rglpk_read_file (char **file, int *type, int *lp_direction_of_optimization, int *lp_n_constraints, int *lp_n_objective_vars, int *lp_n_values_in_constraint_matrix, int *lp_n_integer_vars, int *lp_n_binary_vars, char **lp_prob_name, char **lp_obj_name, int *lp_verbosity) { int status; extern glp_prob *lp; glp_tran *tran; const char *str; // Turn on/off Terminal Output if (*lp_verbosity==1) glp_term_out(GLP_ON); else glp_term_out(GLP_OFF); // create problem object if (lp) glp_delete_prob(lp); lp = glp_create_prob(); // read file -> gets stored as an GLPK problem object 'lp' // which file type do we have? switch (*type){ case 1: // Fixed (ancient) MPS Format, param argument currently NULL status = glp_read_mps(lp, GLP_MPS_DECK, NULL, *file); break; case 2: // Free (modern) MPS format, param argument currently NULL status = glp_read_mps(lp, GLP_MPS_FILE, NULL, *file); break; case 3: // CPLEX LP Format status = glp_read_lp(lp, NULL, *file); break; case 4: // MATHPROG Format (based on lpx_read_model function) tran = glp_mpl_alloc_wksp(); status = glp_mpl_read_model(tran, *file, 0); if (!status) { status = glp_mpl_generate(tran, NULL); if (!status) { glp_mpl_build_prob(tran, lp); } } glp_mpl_free_wksp(tran); break; } // if file read successfully glp_read_* returns zero if ( status != 0 ) { glp_delete_prob(lp); lp = NULL; error("Reading file %s failed", *file); } // retrieve problem name str = glp_get_prob_name(lp); if (str){ *lp_prob_name = (char *) str; } // retrieve name of objective function str = glp_get_obj_name(lp); if (str){ *lp_obj_name = (char *) str; } // retrieve optimization direction flag *lp_direction_of_optimization = glp_get_obj_dir(lp); // retrieve number of constraints *lp_n_constraints = glp_get_num_rows(lp); // retrieve number of objective variables *lp_n_objective_vars = glp_get_num_cols(lp); // retrieve number of non-zero elements in constraint matrix *lp_n_values_in_constraint_matrix = glp_get_num_nz(lp); // retrieve number of integer variables *lp_n_integer_vars = glp_get_num_int(lp); // retrieve number of binary variables *lp_n_binary_vars = glp_get_num_bin(lp); }