/*********************************************************************************** IPPrintSolutionIP - Print variable value of an optimal LP solution on screeen ***********************************************************************************/ void IPPrintSolutionIP() { unsigned int uiLoop,uiLoop2,uiTotBefore=0; int lpstat; double dObjVal; double *pdValues; pdValues=(double *)malloc(sizeof(double)*(1+2*PYRGetNumbers()+2*PYRGetNumbers()*(NbJobs-PYRGetNumbers()))); CPXgetx(env,lp,pdValues,0,CPXgetnumrows(env,lp)-2); printf("Printing solution : \n"); for (uiLoop=0;uiLoop<PYRGetNumbers();uiLoop++) { printf("Variable %s is equal to %lf\n",pVarName[1+2*uiLoop], pdValues[1+2*uiLoop]); printf("Variable %s is equal to %lf\n",pVarName[1+2*uiLoop+1], pdValues[1+2*uiLoop+1]); } for (uiLoop=0;uiLoop<PYRGetNumbers();uiLoop++) { for (uiLoop2=0;uiLoop2<PYRGetNumberJobs(uiLoop);uiLoop2++) { printf("Variable %s is equal to %lf\n",pVarName[1+2*PYRGetNumbers()+uiTotBefore*2+2*uiLoop2], pdValues[1+2*PYRGetNumbers()+uiTotBefore*2+2*uiLoop2]); printf("Variable %s is equal to %lf\n",pVarName[1+2*PYRGetNumbers()+uiTotBefore*2+2*uiLoop2+1], pdValues[1+2*PYRGetNumbers()+uiTotBefore*2+2*uiLoop2+1]); } uiTotBefore+=PYRGetNumberJobs(uiLoop); } free(pdValues); }
void CplexSolver::applyBranchingRule(DecisionList const & decisions, RowBuffer & rowBuffer, RowBuffer & decisionBuffer) { if (rowBuffer.size() != CPXgetnumrows(_env, _prob)) CPXdelrows(_env, _prob, rowBuffer.size(), CPXgetnumrows(_env, _prob) - 1); decisionBuffer.clear(); if (!decisions.empty()) { for (Decision const & decision : decisions) { if (decision.cannot()) { // r+b <= 1 decisionBuffer.add(1, 'L', decision.name()); decisionBuffer.add(decision.noeud1(), +1); decisionBuffer.add(decision.noeud2(), +1); } else { // r = b decisionBuffer.add(0, 'E', decision.name()); decisionBuffer.add(decision.noeud1(), +1); decisionBuffer.add(decision.noeud2(), -1); } } decisionBuffer.add(_env, _prob); } }
static int optimize_and_report (CPXENVptr env, CPXLPptr lp, int *solstat_p, double *objval_p) { int status = 0; double x[NUMCOLS]; double pi[TOTROWS]; double slack[TOTROWS]; double dj[NUMCOLS]; int i, j; int cur_numrows, cur_numcols; status = CPXqpopt (env, lp); if ( status ) { fprintf (stderr, "Failed to optimize QP.\n"); goto TERMINATE; } status = CPXsolution (env, lp, solstat_p, objval_p, x, pi, slack, dj); if ( status ) { fprintf (stderr, "Failed to obtain solution.\n"); goto TERMINATE; } /* Write the output to the screen. */ printf ("\nSolution status = %d\n", *solstat_p); printf ("Solution value = %f\n\n", *objval_p); /* The size of the problem should be obtained by asking CPLEX what the actual size is, rather than using what was passed to CPXcopylp. cur_numrows and cur_numcols store the current number of rows and columns, respectively. */ cur_numrows = CPXgetnumrows (env, lp); cur_numcols = CPXgetnumcols (env, lp); for (i = 0; i < cur_numrows; i++) { printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]); } for (j = 0; j < cur_numcols; j++) { printf ("Column %d: Value = %10f Reduced cost = %10f\n", j, x[j], dj[j]); } TERMINATE: return (status); } /* END optimize_and_report */
int CplexSolver::nrows() const { return CPXgetnumrows(_env, _prob); }
int CPLEXAddConstraint(LinEquation* InEquation) { int Status = 0; if (InEquation->ConstraintType != QUADRATIC && InEquation->ConstraintType != LINEAR) { FErrorFile() << "This constraint type is not supported in CPLEX: " << InEquation->ConstraintType << endl; FlushErrorFile(); return FAIL; } //First I check the number of rows. If it's larger than the index, then this constraint already exists and is only being changed int NumberRows = CPXgetnumrows (CPLEXenv, CPLEXModel); if (NumberRows <= InEquation->Index) { char* Sense = new char[1]; if (InEquation->EqualityType == EQUAL) { if (InEquation->QuadOne.size() > 0) { delete [] Sense; FErrorFile() << "Quadratic constraints cannot be equivalent constraints in CPLEX." << endl; FlushErrorFile(); return FAIL; } else { Sense[0] = 'E'; } } else if (InEquation->EqualityType == LESS) { Sense[0] = 'L'; } else if (InEquation->EqualityType == GREATER) { Sense[0] = 'G'; } else { delete [] Sense; FErrorFile() << "Unrecognized constraint type: " << InEquation->ConstraintType << endl; FlushErrorFile(); return FAIL; } double* Rhs = new double[1]; Rhs[0] = InEquation->RightHandSide; int* ColInd = NULL; int* RowInd = NULL; double* Coeff = NULL; if (InEquation->Variables.size() > 0) { ColInd = new int[int(InEquation->Variables.size())]; RowInd = new int[int(InEquation->Variables.size())]; Coeff = new double[int(InEquation->Variables.size())]; for (int i=0; i < int(InEquation->Variables.size()); i++) { Coeff[i] = InEquation->Coefficient[i]; RowInd[i] = 0; ColInd[i] = InEquation->Variables[i]->Index; } } if (InEquation->QuadOne.size() > 0) { if (CPXgetprobtype(CPLEXenv, CPLEXModel) == CPXPROB_LP) { Status = CPXchgprobtype(CPLEXenv, CPLEXModel, CPXPROB_QP); } else if (CPXgetprobtype(CPLEXenv, CPLEXModel) == CPXPROB_MILP) { Status = CPXchgprobtype(CPLEXenv, CPLEXModel, CPXPROB_MIQP); } int *QuadCol = new int[int(InEquation->QuadOne.size())]; int *QuadRow = new int[int(InEquation->QuadTwo.size())]; double *QuadCoeff = new double[int(InEquation->QuadCoeff.size())]; for (int i=0; i < int(InEquation->QuadOne.size()); i++) { QuadCol[i] = InEquation->QuadOne[i]->Index; QuadRow[i] = InEquation->QuadTwo[i]->Index; QuadCoeff[i] = InEquation->QuadCoeff[i]; } Status = CPXaddqconstr(CPLEXenv, CPLEXModel, int(InEquation->Variables.size()), int(InEquation->QuadOne.size()), Rhs[0], int(Sense[0]), ColInd, Coeff, QuadRow, QuadCol, QuadCoeff, NULL); delete [] QuadCol; delete [] QuadRow; delete [] QuadCoeff; } else if (InEquation->Variables.size() > 0) { string StrName = GetConstraintName(InEquation); char** Name = new char*; Name[0] = new char[StrName.length()+1]; strcpy(Name[0],StrName.data()); if ((InEquation->ConstraintMeaning.compare("chemical potential constraint") == 0) && (InEquation->Loaded == false) && (GetParameter("Check potential constraints feasibility").compare("1") == 0)) { Rhs[0] = InEquation->LoadedRightHandSide; Sense[0] = 'L'; } else if ((InEquation->ConstraintMeaning.compare("chemical potential constraint") == 0) && (InEquation->Loaded == false) && (InEquation->RightHandSide > 0.9*FLAG)){ Rhs[0] = FLAG; Sense[0] = 'L'; } Status = CPXaddrows(CPLEXenv, CPLEXModel, 0, 1, int(InEquation->Variables.size()), Rhs, Sense, RowInd, ColInd, Coeff, NULL, Name); delete [] Name[0]; delete [] Name; delete [] ColInd; delete [] RowInd; delete [] Coeff; } delete [] Rhs; delete [] Sense; if (Status) { FErrorFile() << "Failed to add constraint: " << InEquation->Index << endl; FlushErrorFile(); return FAIL; } } else { if (InEquation->QuadOne.size() > 0) { FErrorFile() << "Cannot change a quadratic constraint." << endl; FlushErrorFile(); return FAIL; } else { int NumberOfColumns = CPXgetnumcols(CPLEXenv, CPLEXModel); //First I reset all of the coefficients to zero for (int i=0; i < NumberOfColumns; i++) { Status = CPXchgcoef (CPLEXenv, CPLEXModel, InEquation->Index, i, 0); if (Status) { FErrorFile() << "Failed to change constraint: " << InEquation->Index << endl; FlushErrorFile(); return FAIL; } } //Next I set all of the nonzero coefficients according to the input equation for (int i=0; i < int(InEquation->Variables.size()); i++) { Status = CPXchgcoef (CPLEXenv, CPLEXModel, InEquation->Index, InEquation->Variables[i]->Index, InEquation->Coefficient[i]); if (Status) { FErrorFile() << "Failed to change constraint: " << InEquation->Index << endl; FlushErrorFile(); return FAIL; } } char* Sense = new char[1]; if (InEquation->ConstraintMeaning.compare("chemical potential constraint") == 0 && InEquation->Loaded == false) { Sense[0] = 'L'; Status = CPXchgcoef (CPLEXenv, CPLEXModel, InEquation->Index, -1, InEquation->LoadedRightHandSide); Status = CPXchgsense (CPLEXenv, CPLEXModel, 1, &(InEquation->Index), Sense); } else { //Now I change the RHS of the constraint Status = CPXchgcoef (CPLEXenv, CPLEXModel, InEquation->Index, -1, InEquation->RightHandSide); //Also change the sense of the constraint if nec if (InEquation->EqualityType == EQUAL) { if (InEquation->QuadOne.size() > 0) { delete [] Sense; FErrorFile() << "Quadratic constraints cannot be equivalent constraints in CPLEX." << endl; FlushErrorFile(); return FAIL; } else { Sense[0] = 'E'; } } else if (InEquation->EqualityType == LESS) { Sense[0] = 'L'; } else if (InEquation->EqualityType == GREATER) { Sense[0] = 'G'; } else { delete [] Sense; FErrorFile() << "Unrecognized constraint type: " << InEquation->ConstraintType << endl; FlushErrorFile(); return FAIL; } Status = CPXchgsense (CPLEXenv, CPLEXModel, 1, &(InEquation->Index), Sense); if (Status) { FErrorFile() << "Failed to change constraint: " << InEquation->Index << endl; FlushErrorFile(); return FAIL; } } } } return SUCCESS; }
OptSolutionData* CPLEXRunSolver(int ProbType) { OptSolutionData* NewSolution = NULL; int Status = 0; if (ProbType == LP) { Status = CPXsetintparam (CPLEXenv, CPX_PARAM_LPMETHOD, CPX_ALG_AUTOMATIC); if (Status) { FErrorFile() << "Failed to set the optimization method." << endl; FlushErrorFile(); return NULL; } Status = CPXsetintparam (CPLEXenv, CPX_PARAM_SIMDISPLAY, 0); if (Status) { FErrorFile() << "Failed to set the optimization method." << endl; FlushErrorFile(); return NULL; } Status = CPXchgprobtype(CPLEXenv, CPLEXModel, CPXPROB_LP); Status = CPXlpopt(CPLEXenv, CPLEXModel); } else if(ProbType == MILP || ProbType == MIQP) { //Setting the bound tightening on high Status = CPXsetintparam (CPLEXenv, CPX_PARAM_BNDSTRENIND, 1); if (Status) { FErrorFile() << "Failed to set the optimization method." << endl; FlushErrorFile(); return NULL; } //Setting tolerance to 1e-9 instead of 1e-6 double tolerance = atof(GetParameter("Solver tolerance").data()); Status = CPXsetdblparam(CPLEXenv,CPX_PARAM_EPRHS, tolerance); if (Status) { FErrorFile() << "Failed to set the optimization method." << endl; FlushErrorFile(); return NULL; } Status = CPXsetdblparam(CPLEXenv,CPX_PARAM_EPINT, tolerance); if (Status) { FErrorFile() << "Failed to set the optimization method." << endl; FlushErrorFile(); return NULL; } //Deactivates all messages from MIP solver Status = CPXchgprobtype(CPLEXenv, CPLEXModel, CPXPROB_MILP); Status = CPXmipopt (CPLEXenv, CPLEXModel); } else if(ProbType == QP) { Status = CPXqpopt (CPLEXenv, CPLEXModel); } if (Status ) { cout << "Failed to optimize LP." << endl; return NULL; } int Temp = CPXgetstat (CPLEXenv, CPLEXModel); NewSolution = new OptSolutionData; if (Temp == CPX_STAT_UNBOUNDED) { cout << "Model is unbounded" << endl; FErrorFile() << "Model is unbounded" << endl; FlushErrorFile(); NewSolution->Status = UNBOUNDED; return NewSolution; } else if (Temp == CPX_STAT_INFEASIBLE) { cout << "Model is infeasible" << endl; FErrorFile() << "Model is infeasible" << endl; FlushErrorFile(); NewSolution->Status = INFEASIBLE; return NewSolution; } else if (Temp == CPX_STAT_INForUNBD ) { cout << "Model is infeasible or unbounded" << endl; FErrorFile() << "Model is infeasible or unbounded" << endl; FlushErrorFile(); NewSolution->Status = INFEASIBLE; return NewSolution; } else { NewSolution->Status = SUCCESS; } int NumberColumns = CPXgetnumcols (CPLEXenv, CPLEXModel); int NumberRows = CPXgetnumrows (CPLEXenv, CPLEXModel); NewSolution->NumVariables = NumberColumns; NewSolution->SolutionData.resize(NumberColumns); double* x = new double[NumberColumns]; if (ProbType == MILP || ProbType == MIQP) { Status = CPXgetmipobjval (CPLEXenv, CPLEXModel, &(NewSolution->Objective)); Status = CPXgetmipx (CPLEXenv, CPLEXModel, x, 0, NumberColumns-1); } else { Status = CPXsolution(CPLEXenv,CPLEXModel,NULL,&(NewSolution->Objective),x,NULL,NULL,NULL); } if ( Status ) { cout << "Failed to obtain objective value." << endl; delete [] x; NewSolution->Status = INFEASIBLE; return NewSolution; } cout << "Objective value: " << NewSolution->Objective << endl; /* string* StrNames = new string[NumberColumns]; char** Names = new char*[NumberColumns]; char* NameStore = new char[7*NumberColumns]; int Surplus = 0; Status = CPXgetcolname(CPLEXenv, CPLEXModel, Names, NameStore, 7*NumberColumns, &Surplus, 0, NumberColumns-1); if (Status) { FErrorFile() << "Failed to get column names." << endl; FlushErrorFile(); delete [] StrNames; delete [] Names; delete [] NameStore; delete [] x; delete NewSolution; return NULL; } */ for (int i=0; i < NumberColumns; i++) { //StrNames[i].assign(Names[i]); //StrNames[i] = StrNames[i].substr(1, StrNames[i].length()-1); //NewSolution->SolutionData[atoi(StrNames[i].data())-1] = x[i]; NewSolution->SolutionData[i] = x[i]; } /* delete [] StrNames; delete [] Names; delete [] NameStore; */ delete [] x; return NewSolution; }
extern int solve_allocation(int nodeSize, int windowSize, int timeout, sched_nodeinfo_t *node_array, solver_job_list_t *job_array) { solver_job_list_t *solver_job_ptr; int solstat; int n = windowSize, m = nodeSize; double objval; double *x = NULL; double *pi = NULL; double *slack = NULL; double *dj = NULL; double *obj = NULL; int NUMCOLS = n * (2 * m + 2); CPXENVptr env = NULL; CPXLPptr lp = NULL; int status = 0; int i, j, k; int cur_numrows, cur_numcols; char envstr[256] = "ILOG_LICENSE_FILE=/home/seren/ILOG/CPLEX_Studio_AcademicResearch122/licenses/access.ilm"; if ( envstr != NULL ) { CPXputenv (envstr); } env = CPXopenCPLEX (&status); if ( env == NULL ) { char errmsg[1024]; CPXgeterrorstring (env, status, errmsg); fprintf (stderr, "%s", errmsg); goto TERMINATE; } status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_ON); if ( status ) { goto TERMINATE; } status = CPXsetintparam (env, CPX_PARAM_DATACHECK, CPX_ON); if ( status ) { goto TERMINATE; } lp = CPXcreateprob (env, &status, "lpex1"); if ( lp == NULL ) { goto TERMINATE; } obj = (double*)malloc(NUMCOLS * sizeof(double)); status = CPXsetdblparam(env,CPX_PARAM_TILIM,5); status = populatebynonzero (env, lp, nodeSize, windowSize, timeout, node_array, job_array); if ( status ) { fprintf (stderr, "Failed to populate problem."); goto TERMINATE; } status = CPXlpopt (env, lp); if ( status ) { fprintf (stderr, "Failed to optimize LP."); goto TERMINATE; } cur_numrows = CPXgetnumrows (env, lp); cur_numcols = CPXgetnumcols (env, lp); x = (double *) malloc (cur_numcols * sizeof(double)); slack = (double *) malloc (cur_numrows * sizeof(double)); dj = (double *) malloc (cur_numcols * sizeof(double)); pi = (double *) malloc (cur_numrows * sizeof(double)); if ( x == NULL || slack == NULL || dj == NULL || pi == NULL ) { status = CPXERR_NO_MEMORY; goto TERMINATE; } status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj); if ( status ) { goto TERMINATE; } /*debug3("\nSolution status = %d\n", solstat);*/ printf("Solution value = %f\n\n", objval); /* for (i = 0; i < cur_numrows; i++) { printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]); } for (j = 0; j < cur_numcols; j++) { printf ("Column %d: Value = %10f Reduced cost = %10f\n", j, x[j], dj[j]); } */ /*debug3("sending solution results to slurm");*/ /* for (j = 0; j < windowSize; j++) { if (x[j] > 0) { solver_job_ptr = &job_array[j]; solver_job_ptr->node_bitmap = (bitstr_t *) bit_alloc (node_record_count); solver_job_ptr->job_ptr->details->req_node_bitmap = (bitstr_t *) bit_alloc (node_record_count); solver_job_ptr->onnodes = (int *) xmalloc (sizeof(int)*node_record_count); solver_job_ptr->job_ptr->details->req_node_layout = (int *)xmalloc(sizeof(int) * node_record_count); solver_job_ptr->job_ptr->details->req_node_bitmap = (bitstr_t *) bit_alloc (node_record_count); for (i = 0; i < nodeSize; i++) { k = (1 + i) * windowSize + j; if (x[k] > 0) { bit_set (solver_job_ptr->node_bitmap, (bitoff_t) (i)); bit_set (solver_job_ptr->job_ptr->details->req_node_bitmap, (bitoff_t) (i)); node_array[i].rem_cpus -= x[k]; node_array[i].rem_gpus -= solver_job_ptr->gpu; solver_job_ptr->onnodes[i] = x[k]; solver_job_ptr->job_ptr->details->req_node_layout[i] = solver_job_ptr->onnodes[i]; solver_job_ptr->alloc_total += x[k]; } } } else job_array[j].alloc_total = 0; } */ /* status = CPXwriteprob (env, lp, "lpex1.lp", NULL); if ( status ) { fprintf (stderr, "Failed to write LP to disk."); goto TERMINATE; } */ TERMINATE: free_and_null ((char **) &x); free_and_null ((char **) &slack); free_and_null ((char **) &dj); free_and_null ((char **) &pi); if ( lp != NULL ) { status = CPXfreeprob (env, &lp); if ( status ) { fprintf (stderr, "CPXfreeprob failed, error code %d.", status); } } if ( env != NULL ) { status = CPXcloseCPLEX (&env); if ( status ) { char errmsg[1024]; fprintf (stderr, "Could not close CPLEX environment."); CPXgeterrorstring (env, status, errmsg); fprintf (stderr, "%s", errmsg); } } return (status); }
int cg_solver(int m, MyRow* rows) { CPXENVptr env = NULL; CPXLPptr model = NULL; int status = 0; int error = 0; int i, j; int cur_numrows, cur_numcols; int n_cuts, cut; int solstat; double objval; double *x; double *z; int *cstat; int n0 = rows[0].n; int n1 = rows[0].n+m-1; /// One slack variable for constraint int h = (m-1)*n0 + m-1; /// Number of nonzeros double obj[n1]; double rhs[m-1]; /// The first row is for the cost vector char sense[m-1]; int jnd[h]; int ind[h]; double val[h]; int idx = 0; int* rmatbeg; int* rmatind; double* rmatval; double* b_bar; char* gc_sense; double* gc_rhs; /// Create environment env = CPXopenCPLEX (&status); if ( env == NULL ) { char errmsg[CPXMESSAGEBUFSIZE]; fprintf (stderr, "Could not open CPLEX environment. Status: %d\n", status); CPXgeterrorstring (env, status, errmsg); fprintf (stderr, "%s", errmsg); goto QUIT; } /// Disable presolve POST_CMD( CPXsetintparam (env, CPX_PARAM_PREIND, CPX_OFF) ); /// Create problem model = CPXcreateprob (env, &error, "gomory"); if (error) goto QUIT; /// Minimization problem POST_CMD( CPXchgobjsen (env, model, CPX_MIN) ); /// Add rows (remember first row is cost vector) for ( i = 0; i < m-1; ++i ) { sense[i]='E'; rhs[i] = rows[i+1].rhs; } POST_CMD( CPXnewrows(env, model, m-1, rhs, sense, NULL, NULL) ); /// Add problem variables for ( j = 0; j < n0; ++j ) obj[j] = rows[0].lhs[j]; /// Add slack variables for ( j = n0; j < n1; ++j ) obj[j] = 0; POST_CMD( CPXnewcols(env, model, n1, obj, NULL, NULL, NULL, NULL) ); /// Write the full matrix A into the LP (WARNING: should use only nonzeros entries) for ( i = 1; i < m; ++i ) { for ( j = 0; j < n0; ++j ) { jnd[idx] = i-1; ind[idx] = rows[i].ind[j]; val[idx] = rows[i].lhs[j]; idx++; } /// Add a slack variable per constraint jnd[idx] = i-1; ind[idx] = n0+i-1; val[idx] = 1.0; idx++; } POST_CMD( CPXchgcoeflist(env, model, idx, jnd, ind, val) ); /// Optimize the problem POST_CMD( CPXlpopt(env, model) ); /// Check the results cur_numrows = CPXgetnumrows (env, model); cur_numcols = CPXgetnumcols (env, model); x = (double *) malloc (cur_numcols * sizeof(double)); z = (double *) malloc (cur_numcols * sizeof(double)); cstat = (int *) malloc (cur_numcols * sizeof(int)); b_bar = (double *) malloc (cur_numrows * sizeof(double)); POST_CMD( CPXsolution (env, model, &solstat, &objval, x, NULL, NULL, NULL) ); if ( solstat != 1 ) { printf("The solver did not find an optimal solution\nSolver status code: %d\n",solstat); exit(0); } /// Write the output to the screen printf ("\nSolution status = %d\t\t", solstat); printf ("Solution value = %f\n\n", objval); /// If the solution is integer, is the optimum -> exit the loop if ( isInteger(cur_numcols, x) ) { fprintf(stdout,"The solution is already integer!\n"); goto QUIT; } /// Dump the problem model to 'gomory.lp' for debbuging POST_CMD( CPXwriteprob(env, model, "gomory.lp", NULL) ); /// Get the base statuses POST_CMD( CPXgetbase(env, model, cstat, NULL) ); print_solution(cur_numcols, x, cstat); printf("\nOptimal base inverted matrix:\n"); for ( i = 0; i < cur_numrows; ++i ) { b_bar[i] = 0; POST_CMD( CPXbinvrow(env, model, i, z) ); for ( j = 0; j < cur_numrows; ++j ) { printf("%.1f ", z[j]); b_bar[i] += z[j]*rhs[j]; } printf("\n"); } printf("\nOptimal solution (non basic variables are equal to zero):\n"); idx = 0; /// Compute the nonzeros n_cuts = 0; /// Number of fractional variables (cuts to be generated) for ( i = 0; i < m-1; ++i ) { POST_CMD( CPXbinvarow(env, model, i, z) ); for ( j = 0; j < n1; ++j ) { if ( z[j] >= 0 ) printf("+"); printf("%.1f x%d ", z[j], j+1); if ( floor(z[j]+0.5) != 0 ) idx++; } printf("= %.1f\n", b_bar[i]); /// Count the number of cuts to be generated if ( floor(b_bar[i]) != b_bar[i] ) n_cuts++; } /// Allocate memory for the new data structure gc_sense = (char*) malloc ( n_cuts * sizeof(char) ); gc_rhs = (double*) malloc ( n_cuts * sizeof(double) ); rmatbeg = (int*) malloc ( n_cuts * sizeof(int) ); rmatind = (int*) malloc ( idx * sizeof(int) ); rmatval = (double*) malloc ( idx * sizeof(double) ); printf("\nGenerate Gomory cuts:\n"); idx = 0; cut = 0; /// Index of cut to be added for ( i = 0; i < m-1; ++i ) if ( floor(b_bar[i]) != b_bar[i] ) { printf("Row %d gives cut -> ", i+1); POST_CMD( CPXbinvarow(env, model, i, z) ); rmatbeg[cut] = idx; for ( j = 0; j < n1; ++j ) { z[j] = floor(z[j]); /// DANGER! if ( z[j] != 0 ) { rmatind[idx] = j; rmatval[idx] = z[j]; idx++; } /// Print the cut if ( z[j] >= 0 ) printf("+"); printf("%.1f x%d ", z[j], j+1); } gc_rhs[cut] = floor(b_bar[i]); /// DANGER! gc_sense[cut] = 'L'; printf("<= %.1f\n", gc_rhs[cut]); cut++; } /// Add the new cuts POST_CMD( CPXaddrows (env, model, 0, n_cuts, idx, gc_rhs, gc_sense, rmatbeg, rmatind, rmatval, NULL, NULL) ); /// Solve the new LP POST_CMD( CPXlpopt(env, model) ); /// Check the results cur_numrows = CPXgetnumrows (env, model); cur_numcols = CPXgetnumcols (env, model); POST_CMD( CPXsolution (env, model, &solstat, &objval, x, NULL, NULL, NULL) ); if ( solstat != 1 ) { printf("The solver did not find an optimal solution\nSolver status code: %d\n",solstat); exit(0); } /// Write the output to the screen printf ("\nSolution status = %d\n", solstat); printf ("Solution value = %f\n\n", objval); POST_CMD( CPXgetbase(env, model, cstat, NULL) ); print_solution(cur_numcols, x, cstat); free_and_null ((char **) &x); free_and_null ((char **) &z); free_and_null ((char **) &cstat); free_and_null ((char **) &rmatbeg); free_and_null ((char **) &rmatind); free_and_null ((char **) &rmatval); QUIT: free_and_null ((char **) &x); free_and_null ((char **) &z); free_and_null ((char **) &cstat); if ( error ) { char errmsg[CPXMESSAGEBUFSIZE]; CPXgeterrorstring (env, error, errmsg); fprintf (stderr, "%s", errmsg); } /* Free up the problem as allocated by CPXcreateprob, if necessary */ if ( model != NULL ) { status = CPXfreeprob (env, &model); if ( status ) { fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status); } } /* Free up the CPLEX environment, if necessary */ if ( env != NULL ) { status = CPXcloseCPLEX (&env); if ( error ) { char errmsg[CPXMESSAGEBUFSIZE]; fprintf (stderr, "Could not close CPLEX environment.\n"); CPXgeterrorstring (env, status, errmsg); fprintf (stderr, "%s", errmsg); } } return (status); }
//******************************************************************* long CSolver::GetNumRows() { if (m_lp!= NULL) return CPXgetnumrows(m_env,m_lp); else return m_nRhsItems; }
int main (void) { char probname[16]; /* Problem name is max 16 characters */ /* Declare and allocate space for the variables and arrays where we will store the optimization results including the status, objective value, variable values, dual values, row slacks and variable reduced costs. */ int solstat; double objval; double x[NUMCOLS]; double pi[NUMROWS]; double slack[NUMROWS]; double dj[NUMCOLS]; CPXENVptr env = NULL; CPXLPptr lp = NULL; int status; int i, j; int cur_numrows, cur_numcols; /* Initialize the CPLEX environment */ env = CPXopenCPLEX (&status); /* If an error occurs, the status value indicates the reason for failure. The error message will be printed at the end of the program. */ if ( env == NULL ) { fprintf (stderr, "Could not open CPLEX environment.\n"); goto TERMINATE; } /* Turn *off* output to the screen since we'll be producing it via the callback function. This also means we won't see any CPLEX generated errors, but we'll handle that at the end of the program. */ status = CPXsetintparam (env, CPXPARAM_ScreenOutput, CPX_OFF); if ( status ) { fprintf (stderr, "Failure to turn off screen indicator, error %d.\n", status); goto TERMINATE; } /* Create the problem. */ strcpy (probname, "example"); lp = CPXcreateprob (env, &status, probname); /* A returned pointer of NULL may mean that not enough memory was available or there was some other problem. In the case of failure, an error message will have been written to the error channel from inside CPLEX. In this example, we wouldn't see an error message from CPXcreateprob since we turned off the CPXPARAM_ScreenOutput parameter above. The only way to see this message would be to use the CPLEX message handler, but that clutters up the simplicity of this example, which has a point of illustrating the CPLEX callback functionality. */ if ( lp == NULL ) { fprintf (stderr, "Failed to create LP.\n"); goto TERMINATE; } /* Now populate the problem with the data. */ status = populatebycolumn (env, lp); if ( status ) { fprintf (stderr, "Failed to populate problem data.\n"); goto TERMINATE; } status = CPXsetlpcallbackfunc (env, mycallback, NULL); if ( status ) { fprintf (stderr, "Failed to set callback function.\n"); goto TERMINATE; } /* Optimize the problem and obtain solution. */ status = CPXsetintparam (env, CPXPARAM_LPMethod, CPX_ALG_PRIMAL); if ( status ) { fprintf (stderr, "Failed to set the optimization method, error %d.\n", status); goto TERMINATE; } status = CPXlpopt (env, lp); if ( status ) { fprintf (stderr, "Failed to optimize LP.\n"); goto TERMINATE; } /* Turn off the callback function. This isn't strictly necessary, but is good practice. Note that the cast in front of NULL is only necessary for some compilers. */ status = CPXsetlpcallbackfunc (env, (int (CPXPUBLIC *)(CPXCENVptr, void *, int, void *)) NULL, NULL); if ( status ) { fprintf (stderr, "Failed to turn off callback function.\n"); goto TERMINATE; } status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj); if ( status ) { fprintf (stderr, "Failed to obtain solution.\n"); goto TERMINATE; } /* Write the output to the screen. */ printf ("\nSolution status = %d\n", solstat); printf ("Solution value = %f\n\n", objval); /* The size of the problem should be obtained by asking CPLEX what the actual size is, rather than using sizes from when the problem was built. cur_numrows and cur_numcols store the current number of rows and columns, respectively. */ cur_numrows = CPXgetnumrows (env, lp); cur_numcols = CPXgetnumcols (env, lp); for (i = 0; i < cur_numrows; i++) { printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]); } for (j = 0; j < cur_numcols; j++) { printf ("Column %d: Value = %10f Reduced cost = %10f\n", j, x[j], dj[j]); } /* Finally, write a copy of the problem to a file. */ status = CPXwriteprob (env, lp, "lpex4.lp", NULL); if ( status ) { fprintf (stderr, "Failed to write LP to disk.\n"); goto TERMINATE; } TERMINATE: /* Free up the problem as allocated by CPXcreateprob, if necessary */ if ( lp != NULL ) { int frstatus; frstatus = CPXfreeprob (env, &lp); if ( frstatus ) { fprintf (stderr, "CPXfreeprob failed, error code %d.\n", frstatus); if (( !status ) && frstatus ) status = frstatus; } } /* Free up the CPLEX environment, if necessary */ if ( env != NULL ) { int clstatus; clstatus = CPXcloseCPLEX (&env); if ( clstatus ) { fprintf (stderr, "CPXcloseCPLEX failed, error code %d.\n", clstatus); if (( !status ) && clstatus ) status = clstatus; } } if ( status ) { char errmsg[CPXMESSAGEBUFSIZE]; /* Note that since we have turned off the CPLEX screen indicator, we'll need to print the error message ourselves. */ CPXgeterrorstring (env, status, errmsg); fprintf (stderr, "%s", errmsg); } return (status); } /* END main */
int main (void) { /* Declare pointers for the variables and arrays that will contain the data which define the LP problem. The setproblemdata() routine allocates space for the problem data. */ char *probname = NULL; int numcols; int numrows; int objsen; double *obj = NULL; double *rhs = NULL; char *sense = NULL; int *matbeg = NULL; int *matcnt = NULL; int *matind = NULL; double *matval = NULL; double *lb = NULL; double *ub = NULL; int *qmatbeg = NULL; int *qmatcnt = NULL; int *qmatind = NULL; double *qmatval = NULL; /* Declare pointers for the variables that will contain the data for the constraint that cuts off certain local optima. */ int numrows_extra; int numnnz_extra; double *rhs_extra = NULL; char *sense_extra = NULL; int *rmatbeg = NULL; int *rmatind = NULL; double *rmatval = NULL; int rowind[1]; /* Declare and allocate space for the variables and arrays where we will store the optimization results including the status, objective value, variable values, dual values, row slacks and variable reduced costs. */ int solstat; double objval; CPXENVptr env = NULL; CPXLPptr lp = NULL; int status; /* 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 indicator 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 ) { fprintf (stderr, "Failure to turn on screen indicator, error %d.\n", status); goto TERMINATE; } /* Fill in the data for the problem. */ status = setproblemdata (&probname, &numcols, &numrows, &objsen, &obj, &rhs, &sense, &matbeg, &matcnt, &matind, &matval, &lb, &ub, &qmatbeg, &qmatcnt, &qmatind, &qmatval, &numrows_extra, &numnnz_extra, &rhs_extra, &sense_extra, &rmatbeg, &rmatind, &rmatval); if ( status ) { fprintf (stderr, "Failed to build problem data arrays.\n"); goto TERMINATE; } /* Create the problem. */ lp = CPXcreateprob (env, &status, probname); /* A returned pointer of NULL may mean that not enough memory was available or there was some other problem. In the case of failure, an error message will have been written to the error channel from inside CPLEX. In this example, the setting of the parameter CPXPARAM_ScreenOutput causes the error message to appear on stdout. */ if ( lp == NULL ) { fprintf (stderr, "Failed to create problem.\n"); goto TERMINATE; } /* Now copy the LP part of the problem data into the lp */ status = CPXcopylp (env, lp, numcols, numrows, objsen, obj, rhs, sense, matbeg, matcnt, matind, matval, lb, ub, NULL); if ( status ) { fprintf (stderr, "Failed to copy problem data.\n"); goto TERMINATE; } status = CPXcopyquad (env, lp, qmatbeg, qmatcnt, qmatind, qmatval); if ( status ) { fprintf (stderr, "Failed to copy quadratic matrix.\n"); goto TERMINATE; } /* When a non-convex objective function is present, CPLEX will return error CPXERR_Q_NOT_POS_DEF unless the parameter CPXPARAM_OptimalityTarget is set to accept first-order optimal solutions. */ status = CPXsetintparam (env, CPXPARAM_OptimalityTarget, CPX_OPTIMALITYTARGET_FIRSTORDER); if ( status ) goto TERMINATE; /* Optimize the problem and obtain solution. */ status = optimize_and_report(env, lp, &solstat, &objval); if ( status ) goto TERMINATE; /* Add a constraint to cut off the solution at (-1, 1) */ status = CPXaddrows (env, lp, 0, numrows_extra, numnnz_extra, rhs_extra, sense_extra, rmatbeg, rmatind, rmatval, NULL, NULL); if ( status ) goto TERMINATE; status = optimize_and_report(env, lp, &solstat, &objval); if ( status ) goto TERMINATE; /* Reverse the sense of the new constraint to cut off the solution at (1, 1) */ rowind[0] = CPXgetnumrows (env, lp) - 1; status = CPXchgsense (env, lp, 1, rowind, "L"); if ( status ) goto TERMINATE; status = optimize_and_report(env, lp, &solstat, &objval); if ( status ) goto TERMINATE; /* Finally, write a copy of the problem to a file. */ status = CPXwriteprob (env, lp, "indefqpex1.lp", NULL); if ( status ) { fprintf (stderr, "Failed to write LP to disk.\n"); goto TERMINATE; } TERMINATE: /* Free up the problem as allocated by CPXcreateprob, if necessary */ if ( lp != NULL ) { status = CPXfreeprob (env, &lp); if ( status ) { fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status); } } /* Free up 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 indicator 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); } } /* Free up the problem data arrays, if necessary. */ free_and_null ((char **) &probname); free_and_null ((char **) &obj); free_and_null ((char **) &rhs); free_and_null ((char **) &sense); free_and_null ((char **) &matbeg); free_and_null ((char **) &matcnt); free_and_null ((char **) &matind); free_and_null ((char **) &matval); free_and_null ((char **) &lb); free_and_null ((char **) &ub); free_and_null ((char **) &qmatbeg); free_and_null ((char **) &qmatcnt); free_and_null ((char **) &qmatind); free_and_null ((char **) &qmatval); free_and_null ((char **) &rhs_extra); free_and_null ((char **) &sense_extra); free_and_null ((char **) &rmatbeg); free_and_null ((char **) &rmatind); free_and_null ((char **) &rmatval); return (status); } /* END main */
int main (int argc, char **argv) { /* Declare and allocate space for the variables and arrays where we will store the optimization results including the status, objective value, variable values, dual values, row slacks and variable reduced costs. */ int solstat; double objval; double *x = NULL; double *pi = NULL; double *slack = NULL; double *dj = NULL; CPXENVptr env = NULL; CPXLPptr lp = NULL; int status = 0; int i, j; int cur_numrows, cur_numcols; /* Check the command line arguments */ if (( argc != 2 ) || ( argv[1][0] != '-' ) || ( strchr ("rcn", argv[1][1]) == NULL ) ) { usage (argv[0]); goto TERMINATE; } /* 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 indicator 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 ) { fprintf (stderr, "Failure to turn on screen indicator, error %d.\n", status); goto TERMINATE; } /* Turn on data checking */ status = CPXsetintparam (env, CPXPARAM_Read_DataCheck, CPX_ON); if ( status ) { fprintf (stderr, "Failure to turn on data checking, error %d.\n", status); goto TERMINATE; } /* Create the problem. */ lp = CPXcreateprob (env, &status, "lpex1"); /* A returned pointer of NULL may mean that not enough memory was available or there was some other problem. In the case of failure, an error message will have been written to the error channel from inside CPLEX. In this example, the setting of the parameter CPXPARAM_ScreenOutput causes the error message to appear on stdout. */ if ( lp == NULL ) { fprintf (stderr, "Failed to create LP.\n"); goto TERMINATE; } /* Now populate the problem with the data. For building large problems, consider setting the row, column and nonzero growth parameters before performing this task. */ switch (argv[1][1]) { case 'r': status = populatebyrow (env, lp); break; case 'c': status = populatebycolumn (env, lp); break; case 'n': status = populatebynonzero (env, lp); break; } if ( status ) { fprintf (stderr, "Failed to populate problem.\n"); goto TERMINATE; } /* Optimize the problem and obtain solution. */ status = CPXlpopt (env, lp); if ( status ) { fprintf (stderr, "Failed to optimize LP.\n"); goto TERMINATE; } /* The size of the problem should be obtained by asking CPLEX what the actual size is, rather than using sizes from when the problem was built. cur_numrows and cur_numcols store the current number of rows and columns, respectively. */ cur_numrows = CPXgetnumrows (env, lp); cur_numcols = CPXgetnumcols (env, lp); x = (double *) malloc (cur_numcols * sizeof(double)); slack = (double *) malloc (cur_numrows * sizeof(double)); dj = (double *) malloc (cur_numcols * sizeof(double)); pi = (double *) malloc (cur_numrows * sizeof(double)); if ( x == NULL || slack == NULL || dj == NULL || pi == NULL ) { status = CPXERR_NO_MEMORY; fprintf (stderr, "Could not allocate memory for solution.\n"); goto TERMINATE; } status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj); if ( status ) { fprintf (stderr, "Failed to obtain solution.\n"); goto TERMINATE; } /* Write the output to the screen. */ printf ("\nSolution status = %d\n", solstat); printf ("Solution value = %f\n\n", objval); for (i = 0; i < cur_numrows; i++) { printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]); } for (j = 0; j < cur_numcols; j++) { printf ("Column %d: Value = %10f Reduced cost = %10f\n", j, x[j], dj[j]); } /* Finally, write a copy of the problem to a file. */ status = CPXwriteprob (env, lp, "lpex1.lp", NULL); if ( status ) { fprintf (stderr, "Failed to write LP to disk.\n"); goto TERMINATE; } TERMINATE: /* Free up the solution */ free_and_null ((char **) &x); free_and_null ((char **) &slack); free_and_null ((char **) &dj); free_and_null ((char **) &pi); /* Free up the problem as allocated by CPXcreateprob, if necessary */ if ( lp != NULL ) { status = CPXfreeprob (env, &lp); if ( status ) { fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status); } } /* Free up 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 indicator 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); } } return (status); } /* END main */
extern int solve_allocation(int nodeSize, int windowSize, int timeout, sched_nodeinfo_t *node_array, solver_job_list_t *job_array) { solver_job_list_t *sjob_ptr; struct job_details *job_det_ptr; int solstat; int n = windowSize, m = nodeSize; double objval; double *x = NULL; double *pi = NULL; double *slack = NULL; double *dj = NULL; CPXENVptr env = NULL; CPXLPptr lp = NULL; int status = 0; int i, j, k; int cur_numrows, cur_numcols; char envstr[256]; sprintf(envstr,"ILOG_LICENSE_FILE=%s",get_cplex_license_address()); if ( envstr != NULL ) { CPXputenv (envstr); } env = CPXopenCPLEX (&status); if ( env == NULL ) { char errmsg[1024]; fatal ("Could not open CPLEX environment.\n"); CPXgeterrorstring (env, status, errmsg); fprintf (stderr, "%s", errmsg); goto TERMINATE; } status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_ON); if (status) { fatal("Failure to turn on screen indicator, error %d.",status); goto TERMINATE; } status = CPXsetintparam (env, CPX_PARAM_DATACHECK, CPX_ON); if (status) { fatal("Failure to turn on data checking, error %d.", status); goto TERMINATE; } lp = CPXcreateprob (env, &status, "lpex1"); if (lp == NULL) { fatal("Failed to create LP."); goto TERMINATE; } status = CPXsetdblparam(env,CPX_PARAM_TILIM,timeout); status = populatebynonzero (env, lp, m, n, timeout, node_array, job_array); if ( status ) { fprintf (stderr, "Failed to populate problem."); goto TERMINATE; } status = CPXlpopt (env, lp); if ( status ) { fprintf (stderr, "Failed to optimize LP."); goto TERMINATE; } cur_numrows = CPXgetnumrows (env, lp); cur_numcols = CPXgetnumcols (env, lp); x = (double *) malloc (cur_numcols * sizeof(double)); slack = (double *) malloc (cur_numrows * sizeof(double)); dj = (double *) malloc (cur_numcols * sizeof(double)); pi = (double *) malloc (cur_numrows * sizeof(double)); if ( x == NULL || slack == NULL || dj == NULL || pi == NULL ) { status = CPXERR_NO_MEMORY; fatal ("Could not allocate memory for solution."); goto TERMINATE; } status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj); if ( status ) { fatal ("Failed to obtain solution."); goto TERMINATE; } for (j = 0; j < windowSize; j++) { if (x[j] > 0) { sjob_ptr = &job_array[j]; job_det_ptr = sjob_ptr->job_ptr->details; sjob_ptr->node_bitmap = (bitstr_t *) bit_alloc (node_record_count); job_det_ptr->req_node_bitmap = (bitstr_t *) bit_alloc (node_record_count); sjob_ptr->onnodes = (uint32_t *) xmalloc (sizeof(uint32_t) * node_record_count); job_det_ptr->req_node_layout = (uint16_t *) xmalloc (sizeof(uint16_t) * node_record_count); job_det_ptr->req_node_bitmap = (bitstr_t *) bit_alloc (node_record_count); for (i = 0; i < nodeSize; i++) { k = (1 + i) * windowSize + j; if (x[k] > 0) { bit_set (sjob_ptr->node_bitmap, (bitoff_t) (i)); bit_set (job_det_ptr->req_node_bitmap, (bitoff_t) (i)); node_array[i].rem_cpus -= x[k]; node_array[i].rem_gpus -= sjob_ptr->gpu; sjob_ptr->onnodes[i] = x[k]; job_det_ptr->req_node_layout[i] = sjob_ptr->onnodes[i]; sjob_ptr->alloc_total += x[k]; } } } else job_array[j].alloc_total = 0; } TERMINATE: free_and_null ((char **) &x); free_and_null ((char **) &slack); free_and_null ((char **) &dj); free_and_null ((char **) &pi); if (lp != NULL) { status = CPXfreeprob (env, &lp); if (status) { fatal("CPXfreeprob failed, error code %d.", status); } } if (env != NULL) { status = CPXcloseCPLEX (&env); if (status) { char errmsg[1024]; fatal("Could not close CPLEX environment."); CPXgeterrorstring (env, status, errmsg); fatal("%s", errmsg); } } return (status); }
/* * The function returns a true value if the tested KKT conditions are * satisfied and false otherwise. */ static int checkkkt (CPXCENVptr env, CPXLPptr lp, int const *cone, double tol) { int cols = CPXgetnumcols (env, lp); int rows = CPXgetnumrows (env, lp); int qcons = CPXgetnumqconstrs (env, lp); double *dslack = NULL, *pi = NULL, *socppi = NULL; double *val = NULL, *rhs = NULL; int *ind = NULL; char *sense = NULL; double *x = NULL, *slack = NULL, *qslack = NULL; double *sum = NULL; qbuf_type qbuf; CPXCHANNELptr resc, warnc, errc, logc; int ok = 0, skip = 0; int status; int i, j, q; qbuf_init (&qbuf); /* Get the channels on which we may report. */ if ( (status = CPXgetchannels (env, &resc, &warnc, &errc, &logc)) != 0 ) goto TERMINATE; /* Fetch results and problem data that we need to check the KKT * conditions. */ CPXmsg (logc, "Fetching results ... "); if ( (cols > 0 && (dslack = malloc (cols * sizeof (*dslack))) == NULL) || (rows > 0 && (pi = malloc (rows * sizeof (*pi))) == NULL) || (qcons > 0 && (socppi = malloc (qcons * sizeof (*socppi))) == NULL) || (cols > 0 && (x = malloc (cols * sizeof (*x))) == NULL) || (rows > 0 && (sense = malloc (rows * sizeof (*sense))) == NULL ) || (rows > 0 && (slack = malloc (rows * sizeof (*slack))) == NULL ) || (qcons > 0 && (qslack = malloc (qcons * sizeof (*qslack))) == NULL) || (cols > 0 && (sum = malloc (cols * sizeof (*sum))) == NULL) || (cols > 0 && (val = malloc (cols * sizeof (*val))) == NULL) || (cols > 0 && (ind = malloc (cols * sizeof (*ind))) == NULL) || (rows > 0 && (rhs = malloc (rows * sizeof (*rhs))) == NULL) ) { CPXmsg (errc, "Out of memory!\n"); goto TERMINATE; } /* Fetch problem data. */ if ( (status = CPXgetsense (env, lp, sense, 0, rows - 1)) != 0 ) goto TERMINATE; if ( (status = CPXgetrhs (env, lp, rhs, 0, rows - 1)) != 0 ) goto TERMINATE; /* Fetch solution information. */ if ( (status = CPXgetx (env, lp, x, 0, cols - 1)) != 0 ) goto TERMINATE; if ( (status = CPXgetpi (env, lp, pi, 0, rows - 1)) != 0 ) goto TERMINATE; if ( (status = getsocpconstrmultipliers (env, lp, dslack, socppi)) != 0 ) goto TERMINATE; if ( (status = CPXgetslack (env, lp, slack, 0, rows - 1)) != 0 ) goto TERMINATE; if ( (status = CPXgetqconstrslack (env, lp, qslack, 0, qcons - 1)) != 0 ) goto TERMINATE; CPXmsg (logc, "ok.\n"); /* Print out the solution data we just fetched. */ CPXmsg (resc, "x = ["); for (j = 0; j < cols; ++j) CPXmsg (resc, " %+7.3f", x[j]); CPXmsg (resc, " ]\n"); CPXmsg (resc, "dslack = ["); for (j = 0; j < cols; ++j) CPXmsg (resc, " %+7.3f", dslack[j]); CPXmsg (resc, " ]\n"); CPXmsg (resc, "pi = ["); for (i = 0; i < rows; ++i) CPXmsg (resc, " %+7.3f", pi[i]); CPXmsg (resc, " ]\n"); CPXmsg (resc, "slack = ["); for (i = 0; i < rows; ++i) CPXmsg (resc, " %+7.3f", slack[i]); CPXmsg (resc, " ]\n"); CPXmsg (resc, "socppi = ["); for (q = 0; q < qcons; ++q) CPXmsg (resc, " %+7.3f", socppi[q]); CPXmsg (resc, " ]\n"); CPXmsg (resc, "qslack = ["); for (q = 0; q < qcons; ++q) CPXmsg (resc, " %+7.3f", qslack[q]); CPXmsg (resc, " ]\n"); /* Test primal feasibility. */ CPXmsg (logc, "Testing primal feasibility ... "); /* This example illustrates the use of dual vectors returned by CPLEX * to verify dual feasibility, so we do not test primal feasibility * here. */ CPXmsg (logc, "ok.\n"); /* Test dual feasibility. * We must have * - for all <= constraints the respective pi value is non-negative, * - for all >= constraints the respective pi value is non-positive, * - since all quadratic constraints are <= constraints the socppi * value must be non-negative for all quadratic constraints, * - the dslack value for all non-cone variables must be non-negative. * Note that we do not support ranged constraints here. */ CPXmsg (logc, "Testing dual feasibility ... "); for (i = 0; i < rows; ++i) { switch (sense[i]) { case 'L': if ( pi[i] < -tol ) { CPXmsg (errc, "<= row %d has invalid dual multiplier %f.\n", i, pi[i]); goto TERMINATE; } break; case 'G': if ( pi[i] > tol ) { CPXmsg (errc, ">= row %d has invalid dual multiplier %f.\n", i, pi[i]); goto TERMINATE; } break; case 'E': /* Nothing to check here. */ break; } } for (q = 0; q < qcons; ++q) { if ( socppi[q] < -tol ) { CPXmsg (errc, "Quadratic constraint %d has invalid dual multiplier %f.\n", q, socppi[q]); goto TERMINATE; } } for (j = 0; j < cols; ++j) { if ( cone[j] == NOT_IN_CONE && dslack[j] < -tol ) { CPXmsg (errc, "dslack value for column %d is invalid: %f\n", j, dslack[j]); goto TERMINATE; } } CPXmsg (logc, "ok.\n"); /* Test complementary slackness. * For each constraint either the constraint must have zero slack or * the dual multiplier for the constraint must be 0. Again, we must * consider the special case in which a variable is not explicitly * contained in a second order cone constraint (conestat[j] == 0). */ CPXmsg (logc, "Testing complementary slackness ... "); for (i = 0; i < rows; ++i) { if ( fabs (slack[i]) > tol && fabs (pi[i]) > tol ) { CPXmsg (errc, "Complementary slackness not satisfied for row %d (%f, %f)\n", i, slack[i], pi[i]); goto TERMINATE; } } for (q = 0; q < qcons; ++q) { if ( fabs (qslack[q]) > tol && fabs (socppi[q]) > tol ) { CPXmsg (errc, "Complementary slackness not satisfied for cone %d (%f, %f).\n", q, qslack[q], socppi[q]); goto TERMINATE; } } for (j = 0; j < cols; ++j) { if ( cone[j] == NOT_IN_CONE ) { if ( fabs (x[j]) > tol && fabs (dslack[j]) > tol ) { CPXmsg (errc, "Complementary slackness not satisfied for non-cone variable %f (%f, %f).\n", j, x[j], dslack[j]); goto TERMINATE; } } } CPXmsg (logc, "ok.\n"); /* Test stationarity. * We must have * c - g[i]'(X)*pi[i] = 0 * where c is the objective function, g[i] is the i-th constraint of the * problem, g[i]'(x) is the derivate of g[i] with respect to x and X is the * optimal solution. * We need to distinguish the following cases: * - linear constraints g(x) = ax - b. The derivative of such a * constraint is g'(x) = a. * - second order constraints g(x[1],...,x[n]) = -x[1] + |(x[2],...,x[n])| * the derivative of such a constraint is * g'(x) = (-1, x[2]/|(x[2],...,x[n])|, ..., x[n]/|(x[2],...,x[n])| * (here |.| denotes the Euclidean norm). * - bound constraints g(x) = -x for variables that are not explicitly * contained in any second order cone constraint. The derivative for * such a constraint is g'(x) = -1. * Note that it may happen that the derivative of a second order cone * constraint is not defined at the optimal solution X (this happens if * X=0). In this case we just skip the stationarity test. */ CPXmsg (logc, "Testing stationarity ... "); /* Initialize sum = c. */ if ( (status = CPXgetobj (env, lp, sum, 0, cols - 1)) != 0 ) goto TERMINATE; /* Handle linear constraints. */ for (i = 0; i < rows; ++i) { int nz, surplus, beg; int n; status = CPXgetrows (env, lp, &nz, &beg, ind, val, cols, &surplus, i, i); if ( status != 0 ) goto TERMINATE; for (n = 0; n < nz; ++n) { sum[ind[n]] -= pi[i] * val[n]; } } /* Handle second order cone constraints. */ for (q = 0; q < qcons; ++q) { double norm = 0.0; int n; if ( !getqconstr (env, lp, q, &qbuf) ) goto TERMINATE; for (n = 0; n < qbuf.qnz; ++n) { if ( qbuf.qval[n] > 0 ) norm += x[qbuf.qcol[n]] * x[qbuf.qcol[n]]; } norm = sqrt (norm); if ( fabs (norm) <= tol ) { CPXmsg (warnc, "WARNING: Cannot test stationarity at non-differentiable point.\n"); skip = 1; break; } for (n = 0; n < qbuf.qnz; ++n) { if ( qbuf.qval[n] < 0 ) sum[qbuf.qcol[n]] -= socppi[q]; else sum[qbuf.qcol[n]] += socppi[q] * x[qbuf.qcol[n]] / norm; } } /* Handle variables that do not appear in any second order cone constraint. */ for (j = 0; !skip && j < cols; ++j) { if ( cone[j] == NOT_IN_CONE ) { sum[j] -= dslack[j]; } } /* Now test that all the entries in sum[] are 0. */ for (j = 0; !skip && j < cols; ++j) { if ( fabs (sum[j]) > tol ) { CPXmsg (errc, "Stationarity not satisfied at index %d: %f\n", j, sum[j]); goto TERMINATE; } } CPXmsg (logc, "ok.\n"); CPXmsg (logc, "KKT conditions are satisfied.\n"); ok = 1; TERMINATE: if ( !ok ) CPXmsg (logc, "failed.\n"); qbuf_clear (&qbuf); free (rhs); free (ind); free (val); free (sum); free (qslack); free (slack); free (sense); free (x); free (socppi); free (pi); free (dslack); return ok; }
int main (int argc, char *argv[]) { /* Declare and allocate space for the variables and arrays where we will store the optimization results including the status, objective value, maximum bound violation, variable values, and basis. */ int solnstat, solnmethod, solntype; double objval, maxviol; double *x = NULL; int *cstat = NULL; int *rstat = NULL; CPXENVptr env = NULL; CPXLPptr lp = NULL; int status = 0; int j; int cur_numrows, cur_numcols; char **cur_colname = NULL; char *cur_colnamestore = NULL; int cur_colnamespace; int surplus; int method; char *basismsg; /* Check the command line arguments */ if (( argc != 3 ) || ( strchr ("podhbnsc", argv[2][0]) == NULL ) ) { usage (argv[0]); goto TERMINATE; } /* 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 indicator 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 ) { fprintf (stderr, "Failure to turn on screen indicator, error %d.\n", status); goto TERMINATE; } /* Create the problem, using the filename as the problem name */ lp = CPXcreateprob (env, &status, argv[1]); /* A returned pointer of NULL may mean that not enough memory was available or there was some other problem. In the case of failure, an error message will have been written to the error channel from inside CPLEX. In this example, the setting of the parameter CPXPARAM_ScreenOutput causes the error message to appear on stdout. Note that most CPLEX routines return an error code to indicate the reason for failure. */ if ( lp == NULL ) { fprintf (stderr, "Failed to create LP.\n"); goto TERMINATE; } /* Now read the file, and copy the data into the created lp */ status = CPXreadcopyprob (env, lp, argv[1], NULL); if ( status ) { fprintf (stderr, "Failed to read and copy the problem data.\n"); goto TERMINATE; } /* Optimize the problem and obtain solution. */ switch (argv[2][0]) { case 'o': method = CPX_ALG_AUTOMATIC; break; case 'p': method = CPX_ALG_PRIMAL; break; case 'd': method = CPX_ALG_DUAL; break; case 'n': method = CPX_ALG_NET; break; case 'h': method = CPX_ALG_BARRIER; break; case 'b': method = CPX_ALG_BARRIER; status = CPXsetintparam (env, CPXPARAM_Barrier_Crossover, CPX_ALG_NONE); if ( status ) { fprintf (stderr, "Failed to set the crossover method, error %d.\n", status); goto TERMINATE; } break; case 's': method = CPX_ALG_SIFTING; break; case 'c': method = CPX_ALG_CONCURRENT; break; default: method = CPX_ALG_NONE; break; } status = CPXsetintparam (env, CPXPARAM_LPMethod, method); if ( status ) { fprintf (stderr, "Failed to set the optimization method, error %d.\n", status); goto TERMINATE; } status = CPXlpopt (env, lp); if ( status ) { fprintf (stderr, "Failed to optimize LP.\n"); goto TERMINATE; } solnstat = CPXgetstat (env, lp); if ( solnstat == CPX_STAT_UNBOUNDED ) { printf ("Model is unbounded\n"); goto TERMINATE; } else if ( solnstat == CPX_STAT_INFEASIBLE ) { printf ("Model is infeasible\n"); goto TERMINATE; } else if ( solnstat == CPX_STAT_INForUNBD ) { printf ("Model is infeasible or unbounded\n"); goto TERMINATE; } status = CPXsolninfo (env, lp, &solnmethod, &solntype, NULL, NULL); if ( status ) { fprintf (stderr, "Failed to obtain solution info.\n"); goto TERMINATE; } printf ("Solution status %d, solution method %d\n", solnstat, solnmethod); if ( solntype == CPX_NO_SOLN ) { fprintf (stderr, "Solution not available.\n"); goto TERMINATE; } status = CPXgetobjval (env, lp, &objval); if ( status ) { fprintf (stderr, "Failed to obtain objective value.\n"); goto TERMINATE; } printf ("Objective value %.10g.\n", objval); /* The size of the problem should be obtained by asking CPLEX what the actual size is. cur_numrows and cur_numcols store the current number of rows and columns, respectively. */ cur_numcols = CPXgetnumcols (env, lp); cur_numrows = CPXgetnumrows (env, lp); /* Retrieve basis, if one is available */ if ( solntype == CPX_BASIC_SOLN ) { cstat = (int *) malloc (cur_numcols*sizeof(int)); rstat = (int *) malloc (cur_numrows*sizeof(int)); if ( cstat == NULL || rstat == NULL ) { fprintf (stderr, "No memory for basis statuses.\n"); goto TERMINATE; } status = CPXgetbase (env, lp, cstat, rstat); if ( status ) { fprintf (stderr, "Failed to get basis; error %d.\n", status); goto TERMINATE; } } else { printf ("No basis available\n"); } /* Retrieve solution vector */ x = (double *) malloc (cur_numcols*sizeof(double)); if ( x == NULL ) { fprintf (stderr, "No memory for solution.\n"); goto TERMINATE; } status = CPXgetx (env, lp, x, 0, cur_numcols-1); if ( status ) { fprintf (stderr, "Failed to obtain primal solution.\n"); goto TERMINATE; } /* Now get the column names for the problem. First we determine how much space is used to hold the names, and then do the allocation. Then we call CPXgetcolname() to get the actual names. */ status = CPXgetcolname (env, lp, NULL, NULL, 0, &surplus, 0, cur_numcols-1); if (( status != CPXERR_NEGATIVE_SURPLUS ) && ( status != 0 ) ) { fprintf (stderr, "Could not determine amount of space for column names.\n"); goto TERMINATE; } cur_colnamespace = - surplus; if ( cur_colnamespace > 0 ) { cur_colname = (char **) malloc (sizeof(char *)*cur_numcols); cur_colnamestore = (char *) malloc (cur_colnamespace); if ( cur_colname == NULL || cur_colnamestore == NULL ) { fprintf (stderr, "Failed to get memory for column names.\n"); status = -1; goto TERMINATE; } status = CPXgetcolname (env, lp, cur_colname, cur_colnamestore, cur_colnamespace, &surplus, 0, cur_numcols-1); if ( status ) { fprintf (stderr, "CPXgetcolname failed.\n"); goto TERMINATE; } } else { printf ("No names associated with problem. Using Fake names.\n"); } /* Write out the solution */ for (j = 0; j < cur_numcols; j++) { if ( cur_colnamespace > 0 ) { printf ("%-16s: ", cur_colname[j]); } else { printf ("Fake%-6.6d : ", j);; } printf ("%17.10g", x[j]); if ( cstat != NULL ) { switch (cstat[j]) { case CPX_AT_LOWER: basismsg = "Nonbasic at lower bound"; break; case CPX_BASIC: basismsg = "Basic"; break; case CPX_AT_UPPER: basismsg = "Nonbasic at upper bound"; break; case CPX_FREE_SUPER: basismsg = "Superbasic, or free variable at zero"; break; default: basismsg = "Bad basis status"; break; } printf (" %s",basismsg); } printf ("\n"); } /* Display the maximum bound violation. */ status = CPXgetdblquality (env, lp, &maxviol, CPX_MAX_PRIMAL_INFEAS); if ( status ) { fprintf (stderr, "Failed to obtain bound violation.\n"); goto TERMINATE; } printf ("Maximum bound violation = %17.10g\n", maxviol); TERMINATE: /* Free up the basis and solution */ free_and_null ((char **) &cstat); free_and_null ((char **) &rstat); free_and_null ((char **) &x); free_and_null ((char **) &cur_colname); free_and_null ((char **) &cur_colnamestore); /* Free up the problem, if necessary */ if ( lp != NULL ) { status = CPXfreeprob (env, &lp); if ( status ) { fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status); } } /* Free up 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 indicator 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); } } return (status); } /* END main */
void mexFunction( int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[] ) { int i, j; double *numc=NULL; int display=0, m=0, n=0; long *lpenv=NULL, *p_lp=NULL; CPXENVptr env = NULL; CPXLPptr lp = NULL; int status; if (nrhs != 2 || nrhs < 1) { mexErrMsgTxt("Usage: slack " "= lp_getnumcnstr(lpenv, p_lp)"); return; } if (mxGetM(prhs[1]) != 0 || mxGetN(prhs[1]) != 0) { if (!mxIsNumeric(prhs[1]) || mxIsComplex(prhs[1]) || mxIsSparse(prhs[1]) || !mxIsDouble(prhs[1]) || mxGetN(prhs[1])!=1 ) { mexErrMsgTxt("2nd argument (p_lp) must be " "a column vector."); return; } if (1 != mxGetM(prhs[1])) { mexErrMsgTxt("Dimension error (arg 2)."); return; } p_lp = (long*) mxGetPr(prhs[1]); } if (mxGetM(prhs[0]) != 0 || mxGetN(prhs[0]) != 0) { if (!mxIsNumeric(prhs[0]) || mxIsComplex(prhs[0]) || mxIsSparse(prhs[0]) || !mxIsDouble(prhs[0]) || mxGetN(prhs[0])!=1 ) { mexErrMsgTxt("1st argument (lpenv) must be " "a column vector."); return; } if (1 != mxGetM(prhs[0])) { mexErrMsgTxt("Dimension error (arg 1)."); return; } lpenv = (long*) mxGetPr(prhs[0]); } /* Initialize the CPLEX environment */ env = (CPXENVptr) lpenv[0] ; lp=(CPXLPptr)p_lp[0] ; /* Turn on output to the screen */ if (display>0) status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_ON); else status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_OFF); if ( status ) { fprintf (STD_OUT, "Failure to turn on screen indicator, error %d.\n", status); goto TERMINATE; } if (display>2) status = CPXsetintparam (env, CPX_PARAM_SIMDISPLAY, 2); else status = CPXsetintparam (env, CPX_PARAM_SIMDISPLAY, display); if ( status ) { fprintf (STD_OUT,"Failed to turn up simplex display level.\n"); goto TERMINATE; } n=CPXgetnumcols(env, lp); m=CPXgetnumrows(env, lp); plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL); numc = mxGetPr(plhs[0]); *numc = m; TERMINATE: return ; }
int main (int argc, char *argv[]) { /* Declare and allocate space for the variables and arrays where we will store the optimization results including the status, objective value, maximum bound violation, variable values, and basis. */ int solnstat, solnmethod, solntype; double objval, maxviol; double *x = NULL; int *cstat = NULL; int *rstat = NULL; CPXENVptr env = NULL; CPXLPptr lp = NULL; int status = 0; int j; int cur_numrows, cur_numcols; char *basismsg; /* Check the command line arguments */ if (( argc != 3 ) || ( strchr ("cfg", argv[2][0]) == NULL ) ) { usage (argv[0]); goto TERMINATE; } /* 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 indicator 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 ) { fprintf (stderr, "Failure to turn on screen indicator, error %d.\n", status); goto TERMINATE; } /* Create the problem, using the filename as the problem name */ lp = CPXcreateprob (env, &status, argv[1]); /* A returned pointer of NULL may mean that not enough memory was available or there was some other problem. In the case of failure, an error message will have been written to the error channel from inside CPLEX. In this example, the setting of the parameter CPXPARAM_ScreenOutput causes the error message to appear on stdout. Note that most CPLEX routines return an error code to indicate the reason for failure. */ if ( lp == NULL ) { fprintf (stderr, "Failed to create LP.\n"); goto TERMINATE; } /* Now read the file, and copy the data into the created lp */ status = CPXreadcopyprob (env, lp, argv[1], NULL); if ( status ) { fprintf (stderr, "Failed to read and copy the problem data.\n"); goto TERMINATE; } if ( CPXgetprobtype (env, lp) != CPXPROB_QP ) { fprintf (stderr, "Input file is not a QP. Exiting.\n"); goto TERMINATE; } /* Optimize the problem and obtain solution. */ switch (argv[2][0]) { case 'c': status = CPXsetintparam (env, CPXPARAM_SolutionTarget, CPX_SOLUTIONTARGET_OPTIMALCONVEX); if ( status ) goto TERMINATE; status = CPXqpopt (env, lp); if ( status ) { if ( status == CPXERR_Q_NOT_POS_DEF ) printf ("Problem is not convex. Use argument f to get local optimum " "or g to get global optimum.\n"); else fprintf (stderr, "Failed to optimize QP.\n"); goto TERMINATE; } break; case 'f': status = CPXsetintparam (env, CPXPARAM_SolutionTarget, CPX_SOLUTIONTARGET_FIRSTORDER); if ( status ) goto TERMINATE; status = CPXqpopt (env, lp); if ( status ) { fprintf (stderr, "Failed to optimize QP.\n"); goto TERMINATE; } break; case 'g': status = CPXsetintparam (env, CPXPARAM_SolutionTarget, CPX_SOLUTIONTARGET_OPTIMALGLOBAL); if ( status ) goto TERMINATE; status = CPXqpopt (env, lp); if ( status ) { fprintf (stderr, "Failed to optimize noncvonex QP.\n"); goto TERMINATE; } break; default: break; } solnstat = CPXgetstat (env, lp); if ( solnstat == CPXMIP_UNBOUNDED || solnstat == CPX_STAT_UNBOUNDED ) { printf ("Model is unbounded\n"); goto TERMINATE; } else if ( solnstat == CPXMIP_INFEASIBLE || solnstat == CPX_STAT_INFEASIBLE ) { printf ("Model is infeasible\n"); goto TERMINATE; } else if ( solnstat == CPX_STAT_INForUNBD ) { printf ("Model is infeasible or unbounded\n"); goto TERMINATE; } status = CPXsolninfo (env, lp, &solnmethod, &solntype, NULL, NULL); if ( status ) { fprintf (stderr, "Failed to obtain solution info.\n"); goto TERMINATE; } printf ("Solution status %d, solution method %d\n", solnstat, solnmethod); if ( solntype == CPX_NO_SOLN ) { fprintf (stderr, "Solution not available.\n"); goto TERMINATE; } status = CPXgetobjval (env, lp, &objval); if ( status ) { fprintf (stderr, "Failed to obtain objective value.\n"); goto TERMINATE; } printf ("Objective value %.10g.\n", objval); /* The size of the problem should be obtained by asking CPLEX what the actual size is. cur_numrows and cur_numcols store the current number of rows and columns, respectively. */ cur_numcols = CPXgetnumcols (env, lp); cur_numrows = CPXgetnumrows (env, lp); /* Retrieve basis, if one is available */ if ( solntype == CPX_BASIC_SOLN ) { cstat = (int *) malloc (cur_numcols*sizeof(int)); rstat = (int *) malloc (cur_numrows*sizeof(int)); if ( cstat == NULL || rstat == NULL ) { fprintf (stderr, "No memory for basis statuses.\n"); goto TERMINATE; } status = CPXgetbase (env, lp, cstat, rstat); if ( status ) { fprintf (stderr, "Failed to get basis; error %d.\n", status); goto TERMINATE; } } else { printf ("No basis available\n"); } /* Retrieve solution vector */ x = (double *) malloc (cur_numcols*sizeof(double)); if ( x == NULL ) { fprintf (stderr, "No memory for solution.\n"); goto TERMINATE; } status = CPXgetx (env, lp, x, 0, cur_numcols-1); if ( status ) { fprintf (stderr, "Failed to obtain primal solution.\n"); goto TERMINATE; } /* Write out the solution */ for (j = 0; j < cur_numcols; j++) { printf ( "Column %d: Value = %17.10g", j, x[j]); if ( cstat != NULL ) { switch (cstat[j]) { case CPX_AT_LOWER: basismsg = "Nonbasic at lower bound"; break; case CPX_BASIC: basismsg = "Basic"; break; case CPX_AT_UPPER: basismsg = "Nonbasic at upper bound"; break; case CPX_FREE_SUPER: basismsg = "Superbasic, or free variable at zero"; break; default: basismsg = "Bad basis status"; break; } printf (" %s",basismsg); } printf ("\n"); } /* Display the maximum bound violation. */ status = CPXgetdblquality (env, lp, &maxviol, CPX_MAX_PRIMAL_INFEAS); if ( status ) { fprintf (stderr, "Failed to obtain bound violation.\n"); goto TERMINATE; } printf ("Maximum bound violation = %17.10g\n", maxviol); TERMINATE: /* Free up the basis and solution */ free_and_null ((char **) &cstat); free_and_null ((char **) &rstat); free_and_null ((char **) &x); /* Free up the problem, if necessary */ if ( lp != NULL ) { status = CPXfreeprob (env, &lp); if ( status ) { fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status); } } /* Free up 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 indicator 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); } } return (status); } /* END main */
int main (void) { char probname[16]; /* Problem name is max 16 characters */ int cstat[NUMCOLS]; int rstat[NUMROWS]; /* Declare and allocate space for the variables and arrays where we will store the optimization results including the status, objective value, variable values, dual values, row slacks and variable reduced costs. */ int solstat; double objval; double x[NUMCOLS]; double pi[NUMROWS]; double slack[NUMROWS]; double dj[NUMCOLS]; CPXENVptr env = NULL; CPXLPptr lp = NULL; int status; int i, j; int cur_numrows, cur_numcols; /* 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 indicator 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 ) { fprintf (stderr, "Failure to turn on screen indicator, error %d.\n", status); goto TERMINATE; } /* Create the problem. */ strcpy (probname, "example"); lp = CPXcreateprob (env, &status, probname); /* A returned pointer of NULL may mean that not enough memory was available or there was some other problem. In the case of failure, an error message will have been written to the error channel from inside CPLEX. In this example, the setting of the parameter CPXPARAM_ScreenOutput causes the error message to appear on stdout. */ if ( lp == NULL ) { fprintf (stderr, "Failed to create LP.\n"); goto TERMINATE; } /* Now populate the problem with the data. */ status = populatebycolumn (env, lp); if ( status ) { fprintf (stderr, "Failed to populate problem data.\n"); goto TERMINATE; } /* We assume we know the optimal basis. Variables 1 and 2 are basic, while variable 0 is at its upper bound */ cstat[0] = CPX_AT_UPPER; cstat[1] = CPX_BASIC; cstat[2] = CPX_BASIC; /* The row statuses are all nonbasic for this problem */ rstat[0] = CPX_AT_LOWER; rstat[1] = CPX_AT_LOWER; /* Now copy the basis */ status = CPXcopybase (env, lp, cstat, rstat); if ( status ) { fprintf (stderr, "Failed to copy the basis.\n"); goto TERMINATE; } /* Optimize the problem and obtain solution. */ status = CPXlpopt (env, lp); if ( status ) { fprintf (stderr, "Failed to optimize LP.\n"); goto TERMINATE; } status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj); if ( status ) { fprintf (stderr, "Failed to obtain solution.\n"); goto TERMINATE; } /* Write the output to the screen. */ printf ("\nSolution status = %d\n", solstat); printf ("Solution value = %f\n", objval); printf ("Iteration count = %d\n\n", CPXgetitcnt (env, lp)); /* The size of the problem should be obtained by asking CPLEX what the actual size is, rather than using sizes from when the problem was built. cur_numrows and cur_numcols store the current number of rows and columns, respectively. */ cur_numrows = CPXgetnumrows (env, lp); cur_numcols = CPXgetnumcols (env, lp); for (i = 0; i < cur_numrows; i++) { printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]); } for (j = 0; j < cur_numcols; j++) { printf ("Column %d: Value = %10f Reduced cost = %10f\n", j, x[j], dj[j]); } /* Finally, write a copy of the problem to a file. */ status = CPXwriteprob (env, lp, "lpex6.sav", NULL); if ( status ) { fprintf (stderr, "Failed to write LP to disk.\n"); goto TERMINATE; } TERMINATE: /* Free up the problem as allocated by CPXcreateprob, if necessary */ if ( lp != NULL ) { status = CPXfreeprob (env, &lp); if ( status ) { fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status); } } /* Free up 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 indicator 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); } } return (status); } /* END main */
int main (void) { /* Declare pointers for the variables and arrays that will contain the data which define the LP problem. The setproblemdata() routine allocates space for the problem data. */ char *probname = NULL; int numcols; int numrows; int objsen; double *obj = NULL; double *rhs = NULL; char *sense = NULL; int *matbeg = NULL; int *matcnt = NULL; int *matind = NULL; double *matval = NULL; double *lb = NULL; double *ub = NULL; /* Declare and allocate space for the variables and arrays where we will store the optimization results including the status, objective value, variable values, dual values, row slacks and variable reduced costs. */ int solstat; double objval; double x[NUMCOLS]; double pi[NUMROWS]; double slack[NUMROWS]; double dj[NUMCOLS]; CPXENVptr env = NULL; CPXLPptr lp = NULL; int status; int i, j; int cur_numrows, cur_numcols; /* 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 indicator 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 ) { fprintf (stderr, "Failure to turn on screen indicator, error %d.\n", status); goto TERMINATE; } /* Allocate memory and fill in the data for the problem. */ status = setproblemdata (&probname, &numcols, &numrows, &objsen, &obj, &rhs, &sense, &matbeg, &matcnt, &matind, &matval, &lb, &ub); if ( status ) { fprintf (stderr, "Failed to build problem data arrays.\n"); goto TERMINATE; } /* Create the problem. */ lp = CPXcreateprob (env, &status, probname); /* A returned pointer of NULL may mean that not enough memory was available or there was some other problem. In the case of failure, an error message will have been written to the error channel from inside CPLEX. In this example, the setting of the parameter CPXPARAM_ScreenOutput causes the error message to appear on stdout. */ if ( lp == NULL ) { fprintf (stderr, "Failed to create LP.\n"); goto TERMINATE; } /* Now copy the problem data into the lp */ status = CPXcopylp (env, lp, numcols, numrows, objsen, obj, rhs, sense, matbeg, matcnt, matind, matval, lb, ub, NULL); if ( status ) { fprintf (stderr, "Failed to copy problem data.\n"); goto TERMINATE; } /* Optimize the problem and obtain solution. */ status = CPXlpopt (env, lp); if ( status ) { fprintf (stderr, "Failed to optimize LP.\n"); goto TERMINATE; } status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj); if ( status ) { fprintf (stderr, "Failed to obtain solution.\n"); goto TERMINATE; } /* Write the output to the screen. */ printf ("\nSolution status = %d\n", solstat); printf ("Solution value = %f\n\n", objval); /* The size of the problem should be obtained by asking CPLEX what the actual size is, rather than using what was passed to CPXcopylp. cur_numrows and cur_numcols store the current number of rows and columns, respectively. */ cur_numrows = CPXgetnumrows (env, lp); cur_numcols = CPXgetnumcols (env, lp); for (i = 0; i < cur_numrows; i++) { printf ("Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]); } for (j = 0; j < cur_numcols; j++) { printf ("Column %d: Value = %10f Reduced cost = %10f\n", j, x[j], dj[j]); } /* Finally, write a copy of the problem to a file. */ status = CPXwriteprob (env, lp, "lpex1.lp", NULL); if ( status ) { fprintf (stderr, "Failed to write LP to disk.\n"); goto TERMINATE; } TERMINATE: /* Free up the problem as allocated by CPXcreateprob, if necessary */ if ( lp != NULL ) { status = CPXfreeprob (env, &lp); if ( status ) { fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status); } } /* Free up 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 indicator 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); } } /* Free up the problem data arrays, if necessary. */ free_and_null ((char **) &probname); free_and_null ((char **) &obj); free_and_null ((char **) &rhs); free_and_null ((char **) &sense); free_and_null ((char **) &matbeg); free_and_null ((char **) &matcnt); free_and_null ((char **) &matind); free_and_null ((char **) &matval); free_and_null ((char **) &lb); free_and_null ((char **) &ub); return (status); } /* END main */
int main (void) { char probname[16]; /* Problem name is max 16 characters */ /* Declare and allocate space for the variables and arrays where we will store the optimization results including the status, objective value, variable values, dual values, row slacks and variable reduced costs. */ int solstat; double objval; double x[NUMCOLS]; double pi[NUMROWS]; double slack[NUMROWS]; double dj[NUMCOLS]; CPXENVptr env = NULL; CPXLPptr lp = NULL; int status; int i, j; int cur_numrows, cur_numcols; char errmsg[CPXMESSAGEBUFSIZE]; CPXCHANNELptr cpxerror = NULL; CPXCHANNELptr cpxwarning = NULL; CPXCHANNELptr cpxresults = NULL; CPXCHANNELptr ourchannel = NULL; char errorlabel[] = "cpxerror"; char warnlabel[] = "cpxwarning"; char reslabel[] = "cpxresults"; char ourlabel[] = "Our Channel"; char ourmessage[] = "Our Message"; CPXFILEptr fpout = NULL; /* 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 indicator is set to CPX_ON. */ /* Since the message handler is yet to be set up, we'll call our messaging function directly to print out any errors */ if ( env == NULL ) { ourmsgfunc (ourmessage, "Could not open CPLEX environment.\n"); goto TERMINATE; } /* Now get the standard channels. If an error, just call our message function directly. */ status = CPXgetchannels (env, &cpxresults, &cpxwarning, &cpxerror, NULL); if ( status ) { ourmsgfunc (ourmessage, "Could not get standard channels.\n"); CPXgeterrorstring (env, status, errmsg); ourmsgfunc (ourmessage, errmsg); goto TERMINATE; } /* Now set up the error channel first. The label will be "cpxerror" */ status = CPXaddfuncdest (env, cpxerror, errorlabel, ourmsgfunc); if ( status ) { ourmsgfunc (ourmessage, "Could not set up error message handler.\n"); CPXgeterrorstring (env, status, errmsg); ourmsgfunc (ourmessage, errmsg); } /* Now that we have the error message handler set up, all CPLEX generated errors will go through ourmsgfunc. So we don't have to use CPXgeterrorstring to determine the text of the message. We can also use CPXmsg to do any other printing. */ status = CPXaddfuncdest (env, cpxwarning, warnlabel, ourmsgfunc); if ( status ) { CPXmsg (cpxerror, "Failed to set up handler for cpxwarning.\n"); goto TERMINATE; } status = CPXaddfuncdest (env, cpxresults, reslabel, ourmsgfunc); if ( status ) { CPXmsg (cpxerror, "Failed to set up handler for cpxresults.\n"); goto TERMINATE; } /* Now turn on the iteration display. */ status = CPXsetintparam (env, CPXPARAM_Simplex_Display, 2); if ( status ) { CPXmsg (cpxerror, "Failed to turn on simplex display level.\n"); goto TERMINATE; } /* Create the problem. */ strcpy (probname, "example"); lp = CPXcreateprob (env, &status, probname); /* A returned pointer of NULL may mean that not enough memory was available or there was some other problem. In the case of failure, an error message will have been written to the error channel from inside CPLEX. In this example, the setting of the parameter CPXPARAM_ScreenOutput causes the error message to appear on stdout. */ if ( lp == NULL ) { CPXmsg (cpxerror, "Failed to create LP.\n"); goto TERMINATE; } /* Now populate the problem with the data. */ status = populatebycolumn (env, lp); if ( status ) { CPXmsg (cpxerror, "Failed to populate problem data.\n"); goto TERMINATE; } /* Optimize the problem and obtain solution. */ status = CPXlpopt (env, lp); if ( status ) { CPXmsg (cpxerror, "Failed to optimize LP.\n"); goto TERMINATE; } status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj); if ( status ) { CPXmsg (cpxerror, "Failed to obtain solution.\n"); goto TERMINATE; } /* Write the output to the screen. We will also write it to a file as well by setting up a file destination and a function destination. */ ourchannel = CPXaddchannel (env); if ( ourchannel == NULL ) { CPXmsg (cpxerror, "Failed to set up our private channel.\n"); goto TERMINATE; } fpout = CPXfopen ("lpex5.msg", "w"); if ( fpout == NULL ) { CPXmsg (cpxerror, "Failed to open lpex5.msg file for output.\n"); goto TERMINATE; } status = CPXaddfpdest (env, ourchannel, fpout); if ( status ) { CPXmsg (cpxerror, "Failed to set up output file destination.\n"); goto TERMINATE; } status = CPXaddfuncdest (env, ourchannel, ourlabel, ourmsgfunc); if ( status ) { CPXmsg (cpxerror, "Failed to set up our output function.\n"); goto TERMINATE; } /* Now any message to channel ourchannel will go into the file and into the file opened above. */ CPXmsg (ourchannel, "\nSolution status = %d\n", solstat); CPXmsg (ourchannel, "Solution value = %f\n\n", objval); /* The size of the problem should be obtained by asking CPLEX what the actual size is, rather than using sizes from when the problem was built. cur_numrows and cur_numcols store the current number of rows and columns, respectively. */ cur_numrows = CPXgetnumrows (env, lp); cur_numcols = CPXgetnumcols (env, lp); for (i = 0; i < cur_numrows; i++) { CPXmsg (ourchannel, "Row %d: Slack = %10f Pi = %10f\n", i, slack[i], pi[i]); } for (j = 0; j < cur_numcols; j++) { CPXmsg (ourchannel, "Column %d: Value = %10f Reduced cost = %10f\n", j, x[j], dj[j]); } /* Finally, write a copy of the problem to a file. */ status = CPXwriteprob (env, lp, "lpex5.lp", NULL); if ( status ) { CPXmsg (cpxerror, "Failed to write LP to disk.\n"); goto TERMINATE; } TERMINATE: /* First check if ourchannel is open */ if ( ourchannel != NULL ) { int chanstat; chanstat = CPXdelfuncdest (env, ourchannel, ourlabel, ourmsgfunc); if ( chanstat ) { strcpy (errmsg, "CPXdelfuncdest failed.\n"); ourmsgfunc (ourmessage, errmsg); if (!status) status = chanstat; } if ( fpout != NULL ) { chanstat = CPXdelfpdest (env, ourchannel, fpout); if ( chanstat ) { strcpy (errmsg, "CPXdelfpdest failed.\n"); ourmsgfunc (ourmessage, errmsg); if (!status) status = chanstat; } CPXfclose (fpout); } chanstat = CPXdelchannel (env, &ourchannel); if ( chanstat ) { strcpy (errmsg, "CPXdelchannel failed.\n"); ourmsgfunc (ourmessage, errmsg); if (!status) status = chanstat; } } /* Free up the problem as allocated by CPXcreateprob, if necessary */ if ( lp != NULL ) { status = CPXfreeprob (env, &lp); if ( status ) { strcpy (errmsg, "CPXfreeprob failed.\n"); ourmsgfunc (ourmessage, errmsg); } } /* Now delete our function destinations from the 3 CPLEX channels. */ if ( cpxresults != NULL ) { int chanstat; chanstat = CPXdelfuncdest (env, cpxresults, reslabel, ourmsgfunc); if ( chanstat && !status ) { status = chanstat; strcpy (errmsg, "Failed to delete cpxresults function.\n"); ourmsgfunc (ourmessage, errmsg); } } if ( cpxwarning != NULL ) { int chanstat; chanstat = CPXdelfuncdest (env, cpxwarning, warnlabel, ourmsgfunc); if ( chanstat && !status ) { status = chanstat; strcpy (errmsg, "Failed to delete cpxwarning function.\n"); ourmsgfunc (ourmessage, errmsg); } } if ( cpxerror != NULL ) { int chanstat; chanstat = CPXdelfuncdest (env, cpxerror, errorlabel, ourmsgfunc); if ( chanstat && !status ) { status = chanstat; strcpy (errmsg, "Failed to delete cpxerror function.\n"); ourmsgfunc (ourmessage, errmsg); } } /* Free up 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 indicator is set to CPX_ON. */ if ( status ) { strcpy (errmsg, "Could not close CPLEX environment.\n"); ourmsgfunc (ourmessage, errmsg); CPXgeterrorstring (env, status, errmsg); ourmsgfunc (ourmessage, errmsg); } } return (status); } /* END main */