/* write a MPS file to output */
long __declspec(dllexport) WINAPI _write_mps(lprec *lp, char *filename)
{
long ret;
if (lp != NULL) {
freebuferror();
ret = write_mps(lp, filename);
}
return(ret);
}
int glp_write_mps(glp_prob *lp, int fmt, const void *parm,
const char *fname)
{ /* write problem data in MPS format */
int ret;
if (!(fmt == GLP_MPS_DECK || fmt == GLP_MPS_FILE))
xerror("glp_write_mps: fmt = %d; invalid parameter\n", fmt);
if (parm != NULL)
xerror("glp_write_mps: parm = %p; invalid parameter\n", parm);
switch (fmt)
{ case GLP_MPS_DECK:
ret = write_mps(lp, fname);
break;
case GLP_MPS_FILE:
ret = write_freemps(lp, fname);
break;
default:
xassert(fmt != fmt);
}
return ret;
}
int MtxLP::writeMPS(string filename){
return write_mps(filename.data());
}
int repricing(lp_prob *p)
{
LPdata *lp_data = p->lp_data;
node_times *comp_times = &p->comp_times;
int iterd, termcode;
int num_errors = 0;
our_col_set *new_cols = NULL;
int dual_feas, new_vars, cuts, no_more_cuts_count;
int cut_term = 0;
check_ub(p);
p->iter_num = 0;
/*------------------------------------------------------------------------*\
* The main loop -- continue solving relaxations until TDF
\*------------------------------------------------------------------------*/
while (TRUE){
p->iter_num++;
PRINT(p->par.verbosity, 2,
("\n\n**** Starting iteration %i ****\n\n", p->iter_num));
termcode = dual_simplex(lp_data, &iterd);
/* Get relevant data */
get_dj_pi(lp_data);
get_slacks(lp_data);
/* display the current solution */
if (p->mip->obj_sense == SYM_MAXIMIZE){
PRINT(p->par.verbosity, 2, ("The LP value is: %.3f [%i,%i]\n\n",
-lp_data->objval + p->mip->obj_offset,
termcode, iterd));
}else{
PRINT(p->par.verbosity, 2, ("The LP value is: %.3f [%i,%i]\n\n",
lp_data->objval+ p->mip->obj_offset,
termcode, iterd));
}
comp_times->lp += used_time(&p->tt);
switch (termcode){
case LP_D_ITLIM: /* impossible, since itlim is set to infinity */
case LP_D_INFEASIBLE: /* this is impossible (?) as of now */
case LP_ABANDONED:
printf("######## Unexpected termcode: %i \n", termcode);
if (p->par.try_to_recover_from_error && (++num_errors == 1)){
/* Try to resolve it from scratch */
printf("######## Trying to recover by resolving from scratch...\n",
termcode);
continue;
}else{
char name[50] = "";
printf("######## Recovery failed. %s%s",
"LP solver is having numerical difficulties :(.\n",
"######## Dumping current LP to MPS file and exiting.\n\n");
sprintf(name, "matrix.%i.%i.mps", p->bc_index, p->iter_num);
write_mps(lp_data, name);
return(ERROR__NUMERICAL_INSTABILITY);
}
case LP_D_UNBOUNDED: /* the primal problem is infeasible */
case LP_D_OBJLIM:
case LP_OPTIMAL:
if (termcode == LP_D_UNBOUNDED){
PRINT(p->par.verbosity, 1, ("Feasibility lost -- "));
}else if ((p->has_ub && lp_data->objval > p->ub - p->par.granularity)
|| termcode == LP_D_OBJLIM){
PRINT(p->par.verbosity, 1, ("Terminating due to high cost -- "));
}else{ /* optimal and not too high cost */
break;
}
comp_times->lp += used_time(&p->tt);
if (fathom(p, (termcode != LP_D_UNBOUNDED))){
comp_times->communication += used_time(&p->tt);
return(FUNCTION_TERMINATED_NORMALLY);
}else{
comp_times->communication += used_time(&p->tt);
continue;
}
}
/* If come to here, the termcode must have been OPTIMAL and the
* cost cannot be too high. */
/* is_feasible_u() fills up lp_data->x, too!! */
if (is_feasible_u(p, FALSE) == IP_FEASIBLE){
if (p->par.verbosity > 2){
printf ("Now displaying the feasible solution ...\n");
display_lp_solution_u(p, DISP_FEAS_SOLUTION);
}
cuts = -1;
}else{
/*------------------------------------------------------------------*\
* send the current solution to the cut generator, and also to the
* cut pool if this is the 1st or cut_pool_check_freq-th iteration.
\*------------------------------------------------------------------*/
no_more_cuts_count = 0;
if (p->cut_pool &&
((p->iter_num-1) % p->par.cut_pool_check_freq == 0) ){
no_more_cuts_count += send_lp_solution_u(p, p->cut_pool);
}
if (p->cut_gen){
no_more_cuts_count += send_lp_solution_u(p, p->cut_gen);
}
if (p->par.verbosity > 4){
printf ("Now displaying the relaxed solution ...\n");
display_lp_solution_u(p, DISP_RELAXED_SOLUTION);
}
comp_times->lp += used_time(&p->tt);
tighten_bounds(p);
comp_times->fixing += used_time(&p->tt);
cuts = 0;
if (p->cut_gen || p->cut_pool){
cuts = check_row_effectiveness(p);
}
/*------------------------------------------------------------------*\
* receive the cuts from the cut generator and the cut pool
\*------------------------------------------------------------------*/
if ((cut_term = receive_cuts(p, TRUE, no_more_cuts_count)) >= 0){
cuts += cut_term;
}else{
return(ERROR__USER);
}
}
comp_times->lp += used_time(&p->tt);
if (cuts < 0){ /* i.e. feasible solution is found */
if (fathom(p, TRUE)){
comp_times->communication += used_time(&p->tt);
return(FUNCTION_TERMINATED_NORMALLY);
}else{
comp_times->communication += used_time(&p->tt);
check_ub(p);
continue;
}
}
if (cuts == 0){
PRINT(p->par.verbosity, 2,
("\nIn iteration %i ... no cuts were added.\n", p->iter_num));
}else{
/* Go back to top */
PRINT(p->par.verbosity, 2,
("\nIn iteration %i ... %i violated cuts were added.\n",
p->iter_num, cuts));
continue;
}
comp_times->lp += used_time(&p->tt);
/* So no cuts were found. Price out everything */
new_cols = price_all_vars(p);
new_vars = new_cols->num_vars + new_cols->rel_ub + new_cols->rel_lb;
dual_feas = new_cols->dual_feas;
free_col_set(&new_cols);
comp_times->pricing += used_time(&p->tt);
if (dual_feas != NOT_TDF)
break;
/* Don't have total dual feasibility. The non-dual-feasible vars
* have already been added. Go back and resolve. */
PRINT(p->par.verbosity, 2,
("%i variables added in price-out.\n", new_vars));
}
/* Now we know that we have TDF, just send back the node */
comp_times->lp += used_time(&p->tt);
send_node_desc(p, REPRICED_NODE);
comp_times->communication += used_time(&p->tt);
return(FUNCTION_TERMINATED_NORMALLY);
}
int fathom_branch(lp_prob *p)
{
LPdata *lp_data = p->lp_data;
node_times *comp_times = &p->comp_times;
char first_in_loop = TRUE;
int iterd, termcode, i;
int cuts, no_more_cuts_count;
int num_errors = 0;
int cut_term = 0;
check_ub(p);
p->iter_num = p->node_iter_num = 0;
/*------------------------------------------------------------------------*\
* The main loop -- continue solving relaxations until no new cuts
* are found
\*------------------------------------------------------------------------*/
while (TRUE){
if (p->par.branch_on_cuts && p->slack_cut_num > 0){
switch (p->par.discard_slack_cuts){
case DISCARD_SLACKS_WHEN_STARTING_NEW_NODE:
if (p->iter_num != 0)
break;
case DISCARD_SLACKS_BEFORE_NEW_ITERATION:
free_cuts(p->slack_cuts, p->slack_cut_num);
p->slack_cut_num = 0;
break;
}
}
p->iter_num++;
p->node_iter_num++;
PRINT(p->par.verbosity, 2,
("\n\n**** Starting iteration %i ****\n\n", p->iter_num));
termcode = dual_simplex(lp_data, &iterd);
/* Get relevant data */
get_dj_pi(lp_data);
get_slacks(lp_data);
get_x(lp_data);
/* display the current solution */
if (p->mip->obj_sense == SYM_MAXIMIZE){
PRINT(p->par.verbosity, 2, ("The LP value is: %.3f [%i,%i]\n\n",
-lp_data->objval + p->mip->obj_offset,
termcode, iterd));
}else{
PRINT(p->par.verbosity, 2, ("The LP value is: %.3f [%i,%i]\n\n",
lp_data->objval+ p->mip->obj_offset,
termcode, iterd));
}
switch (termcode){
case LP_D_ITLIM: /* impossible, since itlim is set to infinity */
case LP_D_INFEASIBLE: /* this is impossible (?) as of now */
case LP_ABANDONED:
printf("######## Unexpected termcode: %i \n", termcode);
if (p->par.try_to_recover_from_error && (++num_errors == 1)){
/* Try to resolve it from scratch */
printf("######## Trying to recover by resolving from scratch...\n",
termcode);
continue;
}else{
char name[50] = "";
printf("######## Recovery failed. %s%s",
"LP solver is having numerical difficulties :(.\n",
"######## Dumping current LP to MPS file and exiting.\n\n");
sprintf(name, "matrix.%i.%i.mps", p->bc_index, p->iter_num);
write_mps(lp_data, name);
return(ERROR__NUMERICAL_INSTABILITY);
}
case LP_D_UNBOUNDED: /* the primal problem is infeasible */
case LP_D_OBJLIM:
case LP_OPTIMAL:
if (num_errors == 1){
printf("######## Recovery succeeded! Continuing with node...\n\n");
num_errors = 0;
}
if (termcode == LP_D_UNBOUNDED){
PRINT(p->par.verbosity, 1, ("Feasibility lost -- "));
#if 0
char name[50] = "";
sprintf(name, "matrix.%i.%i.mps", p->bc_index, p->iter_num);
write_mps(lp_data, name);
#endif
}else if ((p->has_ub && lp_data->objval > p->ub - p->par.granularity)
|| termcode == LP_D_OBJLIM){
PRINT(p->par.verbosity, 1, ("Terminating due to high cost -- "));
}else{ /* optimal and not too high cost */
break;
}
comp_times->lp += used_time(&p->tt);
if (fathom(p, (termcode != LP_D_UNBOUNDED))){
comp_times->communication += used_time(&p->tt);
return(FUNCTION_TERMINATED_NORMALLY);
}else{
first_in_loop = FALSE;
comp_times->communication += used_time(&p->tt);
continue;
}
}
/* If come to here, the termcode must have been OPTIMAL and the
* cost cannot be too high. */
/* is_feasible_u() fills up lp_data->x, too!! */
if (is_feasible_u(p, FALSE) == IP_FEASIBLE){
cuts = -1;
}else{
/*------------------------------------------------------------------*\
* send the current solution to the cut generator, and also to the
* cut pool if we are either
* - at the beginning of a chain (but not in the root in the
* first phase)
* - or this is the cut_pool_check_freq-th iteration.
\*------------------------------------------------------------------*/
cuts = 0;
no_more_cuts_count = 0;
if (p->cut_pool &&
((first_in_loop && (p->bc_level>0 || p->phase==1)) ||
(p->iter_num % p->par.cut_pool_check_freq == 0)) ){
no_more_cuts_count += send_lp_solution_u(p, p->cut_pool);
}
if (p->cut_gen){
no_more_cuts_count += send_lp_solution_u(p, p->cut_gen);
}
if (p->par.verbosity > 4){
printf ("Now displaying the relaxed solution ...\n");
display_lp_solution_u(p, DISP_RELAXED_SOLUTION);
}
comp_times->lp += used_time(&p->tt);
tighten_bounds(p);
comp_times->fixing += used_time(&p->tt);
if (!first_in_loop){
cuts = check_row_effectiveness(p);
}
/*------------------------------------------------------------------*\
* receive the cuts from the cut generator and the cut pool
\*------------------------------------------------------------------*/
if ((cut_term = receive_cuts(p, first_in_loop,
no_more_cuts_count)) >=0 ){
cuts += cut_term;
}else{
return(ERROR__USER);
}
}
comp_times->lp += used_time(&p->tt);
if (cuts < 0){ /* i.e. feasible solution is found */
if (fathom(p, TRUE)){
return(FUNCTION_TERMINATED_NORMALLY);
}else{
first_in_loop = FALSE;
check_ub(p);
continue;
}
}
PRINT(p->par.verbosity, 2,
("\nIn iteration %i, before calling branch()\n", p->iter_num));
if (cuts == 0){
PRINT(p->par.verbosity, 2, ("... no cuts were added.\n"));
if (p->par.verbosity > 4){
printf("Now displaying final relaxed solution...\n\n");
display_lp_solution_u(p, DISP_FINAL_RELAXED_SOLUTION);
}
}else{
PRINT(p->par.verbosity, 2,
("... %i violated cuts were added\n", cuts));
}
comp_times->lp += used_time(&p->tt);
switch (cuts = branch(p, cuts)){
case NEW_NODE:
#ifndef ROOT_NODEONLY
if (p->par.verbosity > 0){
printf("*************************************************\n");
printf("* Now processing NODE %i LEVEL %i\n",
p->bc_index, p->bc_level);
printf("*************************************************\n\n");
p->node_iter_num = 0;
}
break;
#endif
case FATHOMED_NODE:
comp_times->strong_branching += used_time(&p->tt);
return(FUNCTION_TERMINATED_NORMALLY);
case ERROR__NO_BRANCHING_CANDIDATE: /* Something went wrong */
return(ERROR__NO_BRANCHING_CANDIDATE);
default: /* the return value is the number of cuts added */
if (p->par.verbosity > 2){
printf("Continue with this node.");
if (cuts > 0)
printf(" %i cuts added alltogether in iteration %i",
cuts, p->iter_num);
printf("\n\n");
}
break;
}
comp_times->strong_branching += used_time(&p->tt);
check_ub(p);
first_in_loop = FALSE;
}
comp_times->lp += used_time(&p->tt);
return(FUNCTION_TERMINATED_NORMALLY);
}
