int lpx_warm_up(LPX *lp) { /* "warm up" LP basis */ int ret; ret = glp_warm_up(lp); if (ret == 0) ret = LPX_E_OK; else if (ret == GLP_EBADB) ret = LPX_E_BADB; else if (ret == GLP_ESING) ret = LPX_E_SING; else if (ret == GLP_ECOND) ret = LPX_E_SING; else xassert(ret != ret); return ret; }
OptSolutionData* GLPKRunSolver(int ProbType) { OptSolutionData* NewSolution = NULL; int NumVariables = glp_get_num_cols(GLPKModel); int Status = 0; if (ProbType == MILP) { Status = glp_simplex(GLPKModel, NULL); // Use default settings if (Status != 0) { FErrorFile() << "Failed to optimize problem." << endl; FlushErrorFile(); return NULL; } Status = glp_intopt(GLPKModel, NULL); // Use default settings if (Status != 0) { FErrorFile() << "Failed to optimize problem." << endl; FlushErrorFile(); return NULL; } NewSolution = new OptSolutionData; Status = glp_mip_status(GLPKModel); if (Status == GLP_UNDEF || Status == GLP_NOFEAS) { NewSolution->Status = INFEASIBLE; return NewSolution; } else if (Status == GLP_FEAS) { NewSolution->Status = UNBOUNDED; return NewSolution; } else if (Status == GLP_OPT) { NewSolution->Status = SUCCESS; } else { delete NewSolution; FErrorFile() << "Problem status unrecognized." << endl; FlushErrorFile(); return NULL; } NewSolution->Objective = glp_mip_obj_val(GLPKModel); NewSolution->SolutionData.resize(NumVariables); for (int i=0; i < NumVariables; i++) { NewSolution->SolutionData[i] = glp_mip_col_val(GLPKModel, i+1); } } else if (ProbType == LP) { //First we check the basis matrix to ensure it is not singular if (glp_warm_up(GLPKModel) != 0) { glp_adv_basis(GLPKModel, 0); } Status = glp_simplex(GLPKModel, NULL); // Use default settings if (Status == GLP_EBADB) { /* the basis is invalid; build some valid basis */ glp_adv_basis(GLPKModel, 0); Status = glp_simplex(GLPKModel, NULL); // Use default settings } if (Status != 0) { FErrorFile() << "Failed to optimize problem." << endl; FlushErrorFile(); return NULL; } NewSolution = new OptSolutionData; Status = glp_get_status(GLPKModel); if (Status == GLP_INFEAS || Status == GLP_NOFEAS || Status == GLP_UNDEF) { cout << "Model is infeasible" << endl; FErrorFile() << "Model is infeasible" << endl; FlushErrorFile(); NewSolution->Status = INFEASIBLE; return NewSolution; } else if (Status == GLP_FEAS || Status == GLP_UNBND) { cout << "Model is unbounded" << endl; FErrorFile() << "Model is unbounded" << endl; FlushErrorFile(); NewSolution->Status = UNBOUNDED; return NewSolution; } else if (Status == GLP_OPT) { NewSolution->Status = SUCCESS; } else { delete NewSolution; FErrorFile() << "Problem status unrecognized." << endl; FlushErrorFile(); return NULL; } NewSolution->Objective = glp_get_obj_val(GLPKModel); NewSolution->SolutionData.resize(NumVariables); for (int i=0; i < NumVariables; i++) { NewSolution->SolutionData[i] = glp_get_col_prim(GLPKModel, i+1); } } else { FErrorFile() << "Optimization problem type cannot be handled by GLPK solver." << endl; FlushErrorFile(); return NULL; } return NewSolution; }