int main (int argc, char **argv) {
IloEnv env;
try {
IloCplex cplex(env);
IloTimer timer(env);
const IloNum startTime = cplex.getCplexTime();
parseCommandLine(argc, argv);
printCommandLine(argc, argv);
// set all default constraint weights as zero
consWts["NonOperatorsAtMostOnce"] = 0;
consWts["StackDepthUpperBound"] = 0;
consWts["ExactlyOneUnknown"] = 0;
consWts["NoTwoConsecutiveMultiplications"] = 0; // note: this may be disabled if word "dozen" appears
consWts["NoTwoConsecutiveDivisions"] = 0;
consWts["NoConsecutiveMultAndDiv"] = 0;
consWts["NoNegatives"] = 0;
consWts["TypeConsistency"] = 0;
consWts["EqualityFirstOrLast"] = 0;
consWts["IntConstantsImplyIntUnknown"] = 0;
consWts["PreserveOrderingInText"] = 0;
consWts["UnknownFirstOrLast"] = 0;
consWts["EqualityNextToUnknown"] = 0;
consWts["HasAddition"] = 0;
consWts["HasSubtraction"] = 0;
consWts["HasMultiplication"] = 0;
consWts["HasDivision"] = 0;
// parse config file defining constraint weights
parseConfigFile(param_wts_config_file);
cout << "Starting IloTimer" << endl;
timer.start();
// parse arithmetic model parameters; note: this may override previously
// set constraint weights
if (strlen(arith_filename) > 0)
parseInputFile(arith_filename);
// set cplex paramters
setCplexParameters(cplex);
// import or build the model
IloModel model(env);
IloObjective obj(env);
IloNumVarArray corevars(env);
IloRangeArray rngs(env);
if (strlen(mip_filename) > 0) {
cout << "------- Importing the model -------" << endl;
cplex.importModel(model, mip_filename, obj, corevars, rngs);
cout << "Model imported at " << (cplex.getCplexTime() - startTime) << " sec" << endl;
}
else {
cout << "------- Building the model -------" << endl;
buildArithmeticModel(model, obj, corevars, rngs);
}
int nvars = corevars.getSize();
cout << "Number of Core Variables: " << nvars << endl;
cplex.extract(model);
cout << "Model extracted at " << (cplex.getCplexTime() - startTime) << " sec" << endl;
// save the MIP model to a file, if desired
if (!param_savemodel.empty()) {
cout << endl << "Saving generated MIP model to " << param_savemodel << endl << endl;
cplex.exportModel(param_savemodel.c_str());
}
// find out whether it is a minimization problem or a maximization one
bool isMinimization = true;
if (cplex.getObjective().getSense() == IloObjective::Maximize)
isMinimization = false;
// ask cplex to use MIPInfoCallback
cplex.use(MIPInfoCallback(env, isMinimization, cplex, startTime));
cout << "------- Solving the extracted model -------" << endl;
//const bool solutionFound = cplex.solve();
const bool solutionFound = (param_nsolutions > 1 ? cplex.populate() : cplex.solve());
const int nSolutionsFound = cplex.getSolnPoolNsolns();
cout << "Stopping IloTimer" << endl;
timer.stop();
const IloNum endTime = cplex.getCplexTime();
cout << "-------------------------------------------" << endl;
printCommandLine(argc, argv);
cout << "-------------------------------------------" << endl;
cout << "Number of cplex nodes = " << cplex.getNnodes() << endl;
cout << "Number of cplex iterations = " << cplex.getNiterations() << endl;
cout << "Aggregated CPU time = " << timer.getTime() << " seconds" << endl;
cout << "Elapsed wall clock time = " << endTime - startTime << " seconds" << endl;
cout << "Number of threads used = " << param_threads << endl;
cout << "Solution status = " << cplex.getStatus() << endl;
if (solutionFound) {
cout << "Solution value = " << cplex.getObjValue() << endl;
cout << "Optimality Gap (in %) = " << fabs((cplex.getBestObjValue() - cplex.getObjValue()) / (1.0 * cplex.getObjValue())) * 100 << endl;
//cout << "Maximum bound violation = " << cplex.getQuality(IloCplex::MaxPrimalInfeas) << endl;
}
cout << endl << "parameters: n=" << n << " l=" << l << " k=" << k << " p=" << p << " q=" << q << " m=" << m << endl;
if (solutionFound) {
cout << "TOTAL " << nSolutionsFound << " solutions found" << endl;
int nAllowedSolutionsFound = 0;
if (param_printexpr || param_printanswer || param_printsoln) {
IloNumArray objValues(env, nSolutionsFound);
vector<pair<IloNum,unsigned> > sortedIndex(nSolutionsFound); // to sort solutions by objective value
vector<FormattedExpr> expressions(nSolutionsFound);
// extract all solutions as formatted expressions
for (int s=0; s<nSolutionsFound; s++) {
IloNumArray vals(env);
cplex.getValues(vals, corevars, s);
// convert solution values to integers; note: simple int cast may lead to errors!
IloIntArray intvals(env, vals.getSize());
for (int i=0; i<vals.getSize(); i++)
intvals[i] = IloRound(vals[i]); // use IloRound rather than std::round
if (param_printsoln)
prettyPrintSoln(intvals);
objValues[s] = cplex.getObjValue(s);
expressions[s] = getFormattedExpr(intvals);
sortedIndex[s] = pair<IloNum,unsigned> (objValues[s],s);
}
// sort solutions by increasing objective value
std::stable_sort(sortedIndex.begin(), sortedIndex.end());
// identify which expressions are unique (ignoring type differences);
// prefer to keep those that appear earlier in the above sorted order
set<int> uniqueExprIndices;
set<string> seenExpressions;
if (!param_allowdupes) {
for (int s=0; s<nSolutionsFound; s++) {
const int sId = sortedIndex[s].second;
const string & exprPf = expressions[sId].postfix;
if (seenExpressions.find(exprPf) == seenExpressions.end()) {
uniqueExprIndices.insert(sId);
seenExpressions.insert(exprPf);
}
}
}
// evaluate all expressions with a single call to Python's SymPy package
if (param_printanswer)
solveExpressionsWithSymPy(expressions);
// print expressions if desired, in sorted order
if (param_printexpr) {
cout << "SOLN: CORRECT | POS/NEG | INT/FRA | OBJ-SCORE | TRUE-ANS | ANS | INFIX | POSTFIX | TYPED-POSTFIX" << endl;
for (int s=0; s<nSolutionsFound; s++) {
const int sId = sortedIndex[s].second;
if (!param_allowdupes && uniqueExprIndices.find(sId) == uniqueExprIndices.end())
continue;
const FormattedExpr & expr = expressions[sId];
const double answerValue = atof(expr.answer.c_str());
const bool isCorrect = (fabs(answerValue - trueAnswer) < epsilon);
const bool isAnswerNegative = answerValue < 0;
const bool isAnswerInteger = isInt(answerValue);
if (!isAnswerNegative && (!allIntConstants || consWts["IntConstantsImplyIntUnknown"] == 0 || isAnswerInteger)) {
++nAllowedSolutionsFound;
cout << "EXPR: " << isCorrect
<< " | " << (isAnswerNegative ? "NEG" : "POS")
<< " | " << (isAnswerInteger ? "INT" : "FRA")
<< " | " << objValues[sId]
<< " | " << trueAnswer
<< " | " << expr.answer
<< " | " << expr.infix
<< " | " << expr.postfix
<< " | " << expr.typedPostfix
<< endl;
}
}
}
}
const string solnProperty = (param_allowdupes ? "" : " unique,")
+ string(" non-negative")
+ (allIntConstants && consWts["IntConstantsImplyIntUnknown"] != 0 ? ", integer-valued " : " ");
cout << "NET " << nAllowedSolutionsFound << solnProperty << "solutions found out of "
<< nSolutionsFound << " total solutions" << endl;
}
cout << "-------------------------------------------" << endl;
cout << "RESULT:"
<< " NODES " << cplex.getNnodes()
<< " | ITERATIONS " << cplex.getNiterations()
<< " | CPUTIME " << timer.getTime()
<< " | WALLTIME " << endTime - startTime
<< " | THREADS " << param_threads
<< " | STATUS " << cplex.getStatus();
if (solutionFound)
cout << " | SOLUTION " << cplex.getObjValue()
<< " | OPTGAP " << fabs((cplex.getBestObjValue() - cplex.getObjValue()) / (1.0 * cplex.getObjValue())) * 100;
else
cout << " | SOLUTION - | OPTGAP -";
cout << endl;
//try { // basis may not exist
// IloCplex::BasisStatusArray cstat(env);
// cplex.getBasisStatuses(cstat, vars);
// cout << "Basis statuses = " << cstat << endl;
//}
//catch (...) {
//}
}
catch (IloException& e) {
cerr << "Concert exception caught: " << e << endl;
}
catch (...) {
cerr << "Unknown exception caught" << endl;
}
env.end();
return 0;
} // END main
/** Solve the <code>problem</code> using a distributed implementation of
* Benders' decomposition.
*/
bool
BendersOpt::solve (Problem const *problem,
int argc, char const *const *argv,
std::vector<char const *> const &machines)
{
IloEnv env = problem->getModel().getEnv();
std::vector<Block *> blocks;
Block *master = 0;
bool result = false;
try {
// Extract blocks and master problem.
std::cout << "Extracting " << problem->getNBlocks() << " blocks."
<< std::endl;
for (IloInt b = 0; b < problem->getNBlocks(); ++b)
blocks.push_back(new Block(problem, b, argc, argv, machines));
master = new Block(problem, blocks);
// Write out the master and all blocks (for debugging).
master->cplex.exportModel("master.lp");
for (BlockVector::size_type b = 0; b < blocks.size(); ++b) {
std::stringstream s;
s << "block" << b << ".lp";
blocks[b]->cplex.exportModel(s.str().c_str());
}
// Solve the master.
// If we find a feasible solution then perform a final solve
// with the original problem so that we get solution values for
// all variables in the original problem.
if ( master->cplex.solve() ) {
// Perform a last solve to get the solution values.
IloNumArray vals(env), startVals(env);
IloNumVarArray startVars(env);
master->cplex.getValues(vals, master->vars);
IloCplex cplex(problem->getModel());
// Fix integral variables to their value in the master solution
// and add them as MIP start.
for (IloInt i = 0; i < vals.getSize(); ++i)
if ( master->vars[i].getType() != IloNumVar::Float ) {
double const v = IloRound(vals[i]);
IloNumVar x = master->varMap[master->vars[i]];
startVals.add(v);
startVars.add(x);
// We add lazy constraints so as to make sure that
// - we don't modify the original model
// - the problem has only the unique optimal solution
// we are interested in
cplex.addLazyConstraint(x == v);
}
cplex.addMIPStart(startVars, startVals);
cplex.solve();
// Report the results.
std::cout << "#### Problem solved (" << cplex.getObjValue() << ", "
<< cplex.getCplexStatus() << ")." << std::endl;
IloNumVarArray vars = problem->getVariables();
for (IloInt i = 0; i < vars.getSize(); ++i)
std::cout << "#### \tx[" << i << "] = " << cplex.getValue(vars[i])
<< std::endl;
cplex.end();
result = true;
}
} catch (...) {
if ( master )
delete master;
while ( blocks.size() > 0 ) {
delete blocks.back();
blocks.pop_back();
}
throw;
}
delete master;
while ( blocks.size() > 0 ) {
delete blocks.back();
blocks.pop_back();
}
return result;
}
ILOBRANCHCALLBACK1(SOSbranch, IloSOS1Array, sos) {
IloNumArray x;
IloNumVarArray var;
try {
IloInt i;
x = IloNumArray(getEnv());
var = IloNumVarArray(getEnv());
IloNum bestx = EPS;
IloInt besti = -1;
IloInt bestj = -1;
IloInt num = sos.getSize();
for (i = 0; i < num; i++) {
if ( getFeasibility(sos[i]) == Infeasible ) {
var.clear();
sos[i].getVariables(var);
getValues(x, var);
IloInt n = var.getSize();
for (IloInt j = 0; j < n; j++) {
IloNum inf = IloAbs(x[j] - IloRound(x[j]));
if ( inf > bestx ) {
bestx = inf;
besti = i;
bestj = j;
}
}
}
}
if ( besti >= 0 ) {
IloCplex::BranchDirectionArray dir;
IloNumArray val;
try {
dir = IloCplex::BranchDirectionArray(getEnv());
val = IloNumArray(getEnv());
var.clear();
sos[besti].getVariables(var);
IloInt n = var.getSize();
for (IloInt j = 0; j < n; j++) {
if ( j != bestj ) {
dir.add(IloCplex::BranchDown);
val.add(0.0);
} else {
dir.add(IloCplex::BranchUp);
val.add(1.0);
}
}
makeBranch(var, val, dir, getObjValue());
makeBranch(var[bestj], 0.0, IloCplex::BranchDown, getObjValue());
}
catch (...) {
dir.end();
val.end();
throw;
}
dir.end();
val.end();
}
}
catch (...) {
var.end();
x.end();
throw;
}
var.end();
x.end();
}
