void ClpRecourseSolver::go() {
ClpSolve solvectl;
// disable presolve so we can re-use optimal bases
solvectl.setPresolveType(ClpSolve::presolveOff);
solvectl.setSolveType(ClpSolve::useDual);
solver.setMaximumSeconds(300);
solver.initialSolve(solvectl);
}
//#############################################################################
// Solve methods
//#############################################################################
void CbcSolver2::initialSolve()
{
modelPtr_->scaling(0);
setBasis(basis_,modelPtr_);
// Do long thin by sprint
ClpSolve options;
options.setSolveType(ClpSolve::usePrimalorSprint);
options.setPresolveType(ClpSolve::presolveOff);
options.setSpecialOption(1,3,30);
modelPtr_->initialSolve(options);
basis_ = getBasis(modelPtr_);
modelPtr_->setLogLevel(0);
}
clp_result_t clp_solve(int n_rows, int n_cols, int n_entries,
const int *row_indices, const int *col_indices,
const double *coeffs, const double *vec_c,
const double *vec_b_lo, const double *vec_b_up,
const double *vec_x_lo, const double *vec_x_up,
int optimisation_mode, double *vec_x_soln) {
// build column-packed coin sparse matrix from given COO data
CoinPackedMatrix matrix(true, row_indices, col_indices,
coeffs, (CoinBigIndex)n_entries);
matrix.setDimensions(n_rows, n_cols);
ClpSimplex model;
model.loadProblem(matrix, vec_x_lo, vec_x_up, vec_c, vec_b_lo, vec_b_up);
model.setOptimizationDirection(1.0); // minimise
ClpSolve solve;
if (optimisation_mode == USE_PRIMAL) {
solve.setSolveType(ClpSolve::usePrimal);
} else if (optimisation_mode == USE_DUAL) {
solve.setSolveType(ClpSolve::useDual);
} else if (optimisation_mode == USE_BARRIER) {
solve.setSolveType(ClpSolve::useBarrier);
}
solve.setPresolveType(ClpSolve::presolveOn);
model.initialSolve(solve);
clp_result_t result;
result.proven_optimal = model.isProvenOptimal();
result.proven_dual_infeasible = model.isProvenDualInfeasible();
result.proven_primal_infeasible = model.isProvenPrimalInfeasible();
result.abandoned = model.isAbandoned();
const double *x = model.getColSolution();
assert(model.getNumCols() == n_cols);
for (int i = 0; i < model.getNumCols(); ++i) {
vec_x_soln[i] = x[i];
}
return result;
}
void ClpBALPInterface::go() {
ClpSolve solvectl;
// disable presolve also for a fair comparison, and to make sure we get a valid basis as the solution
solvectl.setPresolveType(ClpSolve::presolveOff);
solvectl.setInfeasibleReturn(true);
// specifying these just confuses Clp, let it choose by itself
/*
if (t == usePrimal) {
solvectl.setSolveType(ClpSolve::usePrimal);
} else {
solvectl.setSolveType(ClpSolve::useDual);
}*/
model.initialSolve(solvectl);
}
int main(int argc, const char *argv[])
{
ClpSimplex model;
int status;
// Keep names when reading an mps file
if (argc < 2) {
#if defined(SAMPLEDIR)
status = model.readMps(SAMPLEDIR "/p0033.mps", true);
#else
fprintf(stderr, "Do not know where to find sample MPS files.\n");
exit(1);
#endif
} else
status = model.readMps(argv[1], true);
if (status) {
fprintf(stderr, "Bad readMps %s\n", argv[1]);
fprintf(stdout, "Bad readMps %s\n", argv[1]);
exit(1);
}
#ifdef STYLE1
if (argc < 3 || !strstr(argv[2], "primal")) {
// Use the dual algorithm unless user said "primal"
model.initialDualSolve();
} else {
model.initialPrimalSolve();
}
#else
ClpSolve solvectl;
if (argc < 3 || (!strstr(argv[2], "primal") && !strstr(argv[2], "barrier"))) {
// Use the dual algorithm unless user said "primal" or "barrier"
std::cout << std::endl << " Solve using Dual: " << std::endl;
solvectl.setSolveType(ClpSolve::useDual);
solvectl.setPresolveType(ClpSolve::presolveOn);
model.initialSolve(solvectl);
} else if (strstr(argv[2], "barrier")) {
// Use the barrier algorithm if user said "barrier"
std::cout << std::endl << " Solve using Barrier: " << std::endl;
solvectl.setSolveType(ClpSolve::useBarrier);
solvectl.setPresolveType(ClpSolve::presolveOn);
model.initialSolve(solvectl);
} else {
std::cout << std::endl << " Solve using Primal: " << std::endl;
solvectl.setSolveType(ClpSolve::usePrimal);
solvectl.setPresolveType(ClpSolve::presolveOn);
model.initialSolve(solvectl);
}
#endif
std::string modelName;
model.getStrParam(ClpProbName, modelName);
std::cout << "Model " << modelName << " has " << model.numberRows() << " rows and " <<
model.numberColumns() << " columns" << std::endl;
// remove this to print solution
exit(0);
/*
Now to print out solution. The methods used return modifiable
arrays while the alternative names return const pointers -
which is of course much more virtuous.
This version just does non-zero columns
*/
#if 0
int numberRows = model.numberRows();
// Alternatively getRowActivity()
double * rowPrimal = model.primalRowSolution();
// Alternatively getRowPrice()
double * rowDual = model.dualRowSolution();
// Alternatively getRowLower()
double * rowLower = model.rowLower();
// Alternatively getRowUpper()
double * rowUpper = model.rowUpper();
// Alternatively getRowObjCoefficients()
double * rowObjective = model.rowObjective();
// If we have not kept names (parameter to readMps) this will be 0
assert(model.lengthNames());
// Row names
const std::vector<std::string> * rowNames = model.rowNames();
int iRow;
std::cout << " Primal Dual Lower Upper (Cost)"
<< std::endl;
for (iRow = 0; iRow < numberRows; iRow++) {
double value;
std::cout << std::setw(6) << iRow << " " << std::setw(8) << (*rowNames)[iRow];
value = rowPrimal[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = rowDual[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = rowLower[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = rowUpper[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
if (rowObjective) {
value = rowObjective[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
}
std::cout << std::endl;
}
#endif
std::cout << "--------------------------------------" << std::endl;
// Columns
int numberColumns = model.numberColumns();
// Alternatively getColSolution()
double * columnPrimal = model.primalColumnSolution();
// Alternatively getReducedCost()
double * columnDual = model.dualColumnSolution();
// Alternatively getColLower()
double * columnLower = model.columnLower();
// Alternatively getColUpper()
double * columnUpper = model.columnUpper();
// Alternatively getObjCoefficients()
double * columnObjective = model.objective();
// If we have not kept names (parameter to readMps) this will be 0
assert(model.lengthNames());
// Column names
const std::vector<std::string> * columnNames = model.columnNames();
int iColumn;
std::cout << " Primal Dual Lower Upper Cost"
<< std::endl;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
double value;
value = columnPrimal[iColumn];
if (fabs(value) > 1.0e-8) {
std::cout << std::setw(6) << iColumn << " " << std::setw(8) << (*columnNames)[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnDual[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnLower[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnUpper[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnObjective[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
std::cout << std::endl;
}
}
std::cout << "--------------------------------------" << std::endl;
return 0;
}