995 lines
27 KiB
C++
Executable File
995 lines
27 KiB
C++
Executable File
/* -*- mode: C++; indent-tabs-mode: nil; -*-
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*
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* This file is a part of LEMON, a generic C++ optimization library.
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*
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* Copyright (C) 2003-2013
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* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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* (Egervary Research Group on Combinatorial Optimization, EGRES).
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*
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* Permission to use, modify and distribute this software is granted
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* provided that this copyright notice appears in all copies. For
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* precise terms see the accompanying LICENSE file.
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*
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* This software is provided "AS IS" with no warranty of any kind,
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* express or implied, and with no claim as to its suitability for any
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* purpose.
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*
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*/
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#include <iostream>
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#include <vector>
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#include <cstring>
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#include <lemon/cplex.h>
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extern "C" {
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#include <ilcplex/cplex.h>
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}
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///\file
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///\brief Implementation of the LEMON-CPLEX lp solver interface.
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namespace lemon {
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CplexEnv::LicenseError::LicenseError(int status) {
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if (!CPXgeterrorstring(0, status, _message)) {
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std::strcpy(_message, "Cplex unknown error");
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}
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}
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CplexEnv::CplexEnv() {
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int status;
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_cnt = new int;
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(*_cnt) = 1;
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_env = CPXopenCPLEX(&status);
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if (_env == 0) {
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delete _cnt;
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_cnt = 0;
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throw LicenseError(status);
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}
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}
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CplexEnv::CplexEnv(const CplexEnv& other) {
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_env = other._env;
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_cnt = other._cnt;
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++(*_cnt);
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}
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CplexEnv& CplexEnv::operator=(const CplexEnv& other) {
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_env = other._env;
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_cnt = other._cnt;
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++(*_cnt);
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return *this;
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}
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CplexEnv::~CplexEnv() {
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--(*_cnt);
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if (*_cnt == 0) {
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delete _cnt;
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CPXcloseCPLEX(&_env);
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}
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}
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CplexBase::CplexBase() : LpBase() {
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int status;
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_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem");
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messageLevel(MESSAGE_NOTHING);
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}
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CplexBase::CplexBase(const CplexEnv& env)
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: LpBase(), _env(env) {
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int status;
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_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem");
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messageLevel(MESSAGE_NOTHING);
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}
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CplexBase::CplexBase(const CplexBase& cplex)
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: LpBase() {
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int status;
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_prob = CPXcloneprob(cplexEnv(), cplex._prob, &status);
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rows = cplex.rows;
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cols = cplex.cols;
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messageLevel(MESSAGE_NOTHING);
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}
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CplexBase::~CplexBase() {
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CPXfreeprob(cplexEnv(),&_prob);
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}
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int CplexBase::_addCol() {
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int i = CPXgetnumcols(cplexEnv(), _prob);
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double lb = -INF, ub = INF;
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CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0);
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return i;
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}
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int CplexBase::_addRow() {
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int i = CPXgetnumrows(cplexEnv(), _prob);
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const double ub = INF;
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const char s = 'L';
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CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0);
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return i;
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}
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int CplexBase::_addRow(Value lb, ExprIterator b,
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ExprIterator e, Value ub) {
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int i = CPXgetnumrows(cplexEnv(), _prob);
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if (lb == -INF) {
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const char s = 'L';
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CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0);
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} else if (ub == INF) {
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const char s = 'G';
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CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0);
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} else if (lb == ub){
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const char s = 'E';
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CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0);
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} else {
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const char s = 'R';
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double len = ub - lb;
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CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, &len, 0);
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}
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std::vector<int> indices;
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std::vector<int> rowlist;
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std::vector<Value> values;
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for(ExprIterator it=b; it!=e; ++it) {
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indices.push_back(it->first);
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values.push_back(it->second);
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rowlist.push_back(i);
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}
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CPXchgcoeflist(cplexEnv(), _prob, values.size(),
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&rowlist.front(), &indices.front(), &values.front());
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return i;
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}
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void CplexBase::_eraseCol(int i) {
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CPXdelcols(cplexEnv(), _prob, i, i);
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}
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void CplexBase::_eraseRow(int i) {
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CPXdelrows(cplexEnv(), _prob, i, i);
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}
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void CplexBase::_eraseColId(int i) {
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cols.eraseIndex(i);
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cols.shiftIndices(i);
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}
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void CplexBase::_eraseRowId(int i) {
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rows.eraseIndex(i);
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rows.shiftIndices(i);
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}
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void CplexBase::_getColName(int col, std::string &name) const {
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int size;
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CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col);
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if (size == 0) {
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name.clear();
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return;
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}
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size *= -1;
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std::vector<char> buf(size);
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char *cname;
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int tmp;
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CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size,
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&tmp, col, col);
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name = cname;
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}
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void CplexBase::_setColName(int col, const std::string &name) {
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char *cname;
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cname = const_cast<char*>(name.c_str());
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CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname);
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}
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int CplexBase::_colByName(const std::string& name) const {
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int index;
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if (CPXgetcolindex(cplexEnv(), _prob,
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const_cast<char*>(name.c_str()), &index) == 0) {
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return index;
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}
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return -1;
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}
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void CplexBase::_getRowName(int row, std::string &name) const {
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int size;
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CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row);
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if (size == 0) {
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name.clear();
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return;
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}
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size *= -1;
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std::vector<char> buf(size);
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char *cname;
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int tmp;
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CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size,
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&tmp, row, row);
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name = cname;
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}
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void CplexBase::_setRowName(int row, const std::string &name) {
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char *cname;
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cname = const_cast<char*>(name.c_str());
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CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname);
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}
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int CplexBase::_rowByName(const std::string& name) const {
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int index;
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if (CPXgetrowindex(cplexEnv(), _prob,
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const_cast<char*>(name.c_str()), &index) == 0) {
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return index;
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}
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return -1;
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}
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void CplexBase::_setRowCoeffs(int i, ExprIterator b,
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ExprIterator e)
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{
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std::vector<int> indices;
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std::vector<int> rowlist;
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std::vector<Value> values;
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for(ExprIterator it=b; it!=e; ++it) {
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indices.push_back(it->first);
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values.push_back(it->second);
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rowlist.push_back(i);
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}
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CPXchgcoeflist(cplexEnv(), _prob, values.size(),
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&rowlist.front(), &indices.front(), &values.front());
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}
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void CplexBase::_getRowCoeffs(int i, InsertIterator b) const {
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int tmp1, tmp2, tmp3, length;
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CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i);
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length = -length;
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std::vector<int> indices(length);
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std::vector<double> values(length);
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CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2,
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&indices.front(), &values.front(),
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length, &tmp3, i, i);
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for (int i = 0; i < length; ++i) {
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*b = std::make_pair(indices[i], values[i]);
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++b;
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}
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}
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void CplexBase::_setColCoeffs(int i, ExprIterator b, ExprIterator e) {
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std::vector<int> indices;
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std::vector<int> collist;
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std::vector<Value> values;
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for(ExprIterator it=b; it!=e; ++it) {
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indices.push_back(it->first);
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values.push_back(it->second);
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collist.push_back(i);
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}
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CPXchgcoeflist(cplexEnv(), _prob, values.size(),
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&indices.front(), &collist.front(), &values.front());
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}
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void CplexBase::_getColCoeffs(int i, InsertIterator b) const {
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int tmp1, tmp2, tmp3, length;
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CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i);
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length = -length;
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std::vector<int> indices(length);
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std::vector<double> values(length);
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CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2,
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&indices.front(), &values.front(),
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length, &tmp3, i, i);
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for (int i = 0; i < length; ++i) {
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*b = std::make_pair(indices[i], values[i]);
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++b;
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}
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}
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void CplexBase::_setCoeff(int row, int col, Value value) {
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CPXchgcoef(cplexEnv(), _prob, row, col, value);
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}
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CplexBase::Value CplexBase::_getCoeff(int row, int col) const {
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CplexBase::Value value;
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CPXgetcoef(cplexEnv(), _prob, row, col, &value);
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return value;
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}
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void CplexBase::_setColLowerBound(int i, Value value) {
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const char s = 'L';
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CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value);
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}
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CplexBase::Value CplexBase::_getColLowerBound(int i) const {
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CplexBase::Value res;
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CPXgetlb(cplexEnv(), _prob, &res, i, i);
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return res <= -CPX_INFBOUND ? -INF : res;
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}
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void CplexBase::_setColUpperBound(int i, Value value)
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{
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const char s = 'U';
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CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value);
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}
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CplexBase::Value CplexBase::_getColUpperBound(int i) const {
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CplexBase::Value res;
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CPXgetub(cplexEnv(), _prob, &res, i, i);
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return res >= CPX_INFBOUND ? INF : res;
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}
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CplexBase::Value CplexBase::_getRowLowerBound(int i) const {
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char s;
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CPXgetsense(cplexEnv(), _prob, &s, i, i);
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CplexBase::Value res;
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switch (s) {
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case 'G':
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case 'R':
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case 'E':
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CPXgetrhs(cplexEnv(), _prob, &res, i, i);
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return res <= -CPX_INFBOUND ? -INF : res;
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default:
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return -INF;
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}
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}
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CplexBase::Value CplexBase::_getRowUpperBound(int i) const {
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char s;
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CPXgetsense(cplexEnv(), _prob, &s, i, i);
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CplexBase::Value res;
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switch (s) {
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case 'L':
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case 'E':
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CPXgetrhs(cplexEnv(), _prob, &res, i, i);
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return res >= CPX_INFBOUND ? INF : res;
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case 'R':
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CPXgetrhs(cplexEnv(), _prob, &res, i, i);
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{
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double rng;
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CPXgetrngval(cplexEnv(), _prob, &rng, i, i);
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res += rng;
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}
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return res >= CPX_INFBOUND ? INF : res;
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default:
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return INF;
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}
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}
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//This is easier to implement
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void CplexBase::_set_row_bounds(int i, Value lb, Value ub) {
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if (lb == -INF) {
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const char s = 'L';
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CPXchgsense(cplexEnv(), _prob, 1, &i, &s);
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CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub);
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} else if (ub == INF) {
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const char s = 'G';
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CPXchgsense(cplexEnv(), _prob, 1, &i, &s);
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CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb);
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} else if (lb == ub){
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const char s = 'E';
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CPXchgsense(cplexEnv(), _prob, 1, &i, &s);
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CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb);
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} else {
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const char s = 'R';
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CPXchgsense(cplexEnv(), _prob, 1, &i, &s);
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CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb);
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double len = ub - lb;
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CPXchgrngval(cplexEnv(), _prob, 1, &i, &len);
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}
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}
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void CplexBase::_setRowLowerBound(int i, Value lb)
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{
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LEMON_ASSERT(lb != INF, "Invalid bound");
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_set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i));
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}
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void CplexBase::_setRowUpperBound(int i, Value ub)
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{
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LEMON_ASSERT(ub != -INF, "Invalid bound");
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_set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub);
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}
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void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e)
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{
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std::vector<int> indices;
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std::vector<Value> values;
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for(ExprIterator it=b; it!=e; ++it) {
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indices.push_back(it->first);
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values.push_back(it->second);
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}
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CPXchgobj(cplexEnv(), _prob, values.size(),
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&indices.front(), &values.front());
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}
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void CplexBase::_getObjCoeffs(InsertIterator b) const
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{
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int num = CPXgetnumcols(cplexEnv(), _prob);
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std::vector<Value> x(num);
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CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1);
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for (int i = 0; i < num; ++i) {
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if (x[i] != 0.0) {
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*b = std::make_pair(i, x[i]);
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++b;
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}
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}
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}
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void CplexBase::_setObjCoeff(int i, Value obj_coef)
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{
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CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef);
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}
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CplexBase::Value CplexBase::_getObjCoeff(int i) const
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{
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Value x;
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CPXgetobj(cplexEnv(), _prob, &x, i, i);
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return x;
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}
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void CplexBase::_setSense(CplexBase::Sense sense) {
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switch (sense) {
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case MIN:
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CPXchgobjsen(cplexEnv(), _prob, CPX_MIN);
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break;
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case MAX:
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CPXchgobjsen(cplexEnv(), _prob, CPX_MAX);
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break;
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}
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}
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CplexBase::Sense CplexBase::_getSense() const {
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switch (CPXgetobjsen(cplexEnv(), _prob)) {
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case CPX_MIN:
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return MIN;
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case CPX_MAX:
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return MAX;
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default:
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LEMON_ASSERT(false, "Invalid sense");
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return CplexBase::Sense();
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}
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}
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void CplexBase::_clear() {
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CPXfreeprob(cplexEnv(),&_prob);
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int status;
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_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem");
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}
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void CplexBase::_messageLevel(MessageLevel level) {
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switch (level) {
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case MESSAGE_NOTHING:
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_message_enabled = false;
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break;
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case MESSAGE_ERROR:
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case MESSAGE_WARNING:
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case MESSAGE_NORMAL:
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case MESSAGE_VERBOSE:
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_message_enabled = true;
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break;
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}
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}
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void CplexBase::_applyMessageLevel() {
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CPXsetintparam(cplexEnv(), CPX_PARAM_SCRIND,
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_message_enabled ? CPX_ON : CPX_OFF);
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}
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void CplexBase::_write(std::string file, std::string format) const
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{
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if(format == "MPS" || format == "LP")
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CPXwriteprob(cplexEnv(), cplexLp(), file.c_str(), format.c_str());
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else if(format == "SOL")
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CPXsolwrite(cplexEnv(), cplexLp(), file.c_str());
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else throw UnsupportedFormatError(format);
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}
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// CplexLp members
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CplexLp::CplexLp()
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: LpBase(), LpSolver(), CplexBase() {}
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CplexLp::CplexLp(const CplexEnv& env)
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: LpBase(), LpSolver(), CplexBase(env) {}
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CplexLp::CplexLp(const CplexLp& other)
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: LpBase(), LpSolver(), CplexBase(other) {}
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CplexLp::~CplexLp() {}
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|
|
CplexLp* CplexLp::newSolver() const { return new CplexLp; }
|
|
CplexLp* CplexLp::cloneSolver() const {return new CplexLp(*this); }
|
|
|
|
const char* CplexLp::_solverName() const { return "CplexLp"; }
|
|
|
|
void CplexLp::_clear_temporals() {
|
|
_col_status.clear();
|
|
_row_status.clear();
|
|
_primal_ray.clear();
|
|
_dual_ray.clear();
|
|
}
|
|
|
|
// The routine returns zero unless an error occurred during the
|
|
// optimization. Examples of errors include exhausting available
|
|
// memory (CPXERR_NO_MEMORY) or encountering invalid data in the
|
|
// CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a
|
|
// user-specified CPLEX limit, or proving the model infeasible or
|
|
// unbounded, are not considered errors. Note that a zero return
|
|
// value does not necessarily mean that a solution exists. Use query
|
|
// routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain
|
|
// further information about the status of the optimization.
|
|
CplexLp::SolveExitStatus CplexLp::convertStatus(int status) {
|
|
#if CPX_VERSION >= 800
|
|
if (status == 0) {
|
|
switch (CPXgetstat(cplexEnv(), _prob)) {
|
|
case CPX_STAT_OPTIMAL:
|
|
case CPX_STAT_INFEASIBLE:
|
|
case CPX_STAT_UNBOUNDED:
|
|
return SOLVED;
|
|
default:
|
|
return UNSOLVED;
|
|
}
|
|
} else {
|
|
return UNSOLVED;
|
|
}
|
|
#else
|
|
if (status == 0) {
|
|
//We want to exclude some cases
|
|
switch (CPXgetstat(cplexEnv(), _prob)) {
|
|
case CPX_OBJ_LIM:
|
|
case CPX_IT_LIM_FEAS:
|
|
case CPX_IT_LIM_INFEAS:
|
|
case CPX_TIME_LIM_FEAS:
|
|
case CPX_TIME_LIM_INFEAS:
|
|
return UNSOLVED;
|
|
default:
|
|
return SOLVED;
|
|
}
|
|
} else {
|
|
return UNSOLVED;
|
|
}
|
|
#endif
|
|
}
|
|
|
|
CplexLp::SolveExitStatus CplexLp::_solve() {
|
|
_clear_temporals();
|
|
_applyMessageLevel();
|
|
return convertStatus(CPXlpopt(cplexEnv(), _prob));
|
|
}
|
|
|
|
CplexLp::SolveExitStatus CplexLp::solvePrimal() {
|
|
_clear_temporals();
|
|
_applyMessageLevel();
|
|
return convertStatus(CPXprimopt(cplexEnv(), _prob));
|
|
}
|
|
|
|
CplexLp::SolveExitStatus CplexLp::solveDual() {
|
|
_clear_temporals();
|
|
_applyMessageLevel();
|
|
return convertStatus(CPXdualopt(cplexEnv(), _prob));
|
|
}
|
|
|
|
CplexLp::SolveExitStatus CplexLp::solveBarrier() {
|
|
_clear_temporals();
|
|
_applyMessageLevel();
|
|
return convertStatus(CPXbaropt(cplexEnv(), _prob));
|
|
}
|
|
|
|
CplexLp::Value CplexLp::_getPrimal(int i) const {
|
|
Value x;
|
|
CPXgetx(cplexEnv(), _prob, &x, i, i);
|
|
return x;
|
|
}
|
|
|
|
CplexLp::Value CplexLp::_getDual(int i) const {
|
|
Value y;
|
|
CPXgetpi(cplexEnv(), _prob, &y, i, i);
|
|
return y;
|
|
}
|
|
|
|
CplexLp::Value CplexLp::_getPrimalValue() const {
|
|
Value objval;
|
|
CPXgetobjval(cplexEnv(), _prob, &objval);
|
|
return objval;
|
|
}
|
|
|
|
CplexLp::VarStatus CplexLp::_getColStatus(int i) const {
|
|
if (_col_status.empty()) {
|
|
_col_status.resize(CPXgetnumcols(cplexEnv(), _prob));
|
|
CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0);
|
|
}
|
|
switch (_col_status[i]) {
|
|
case CPX_BASIC:
|
|
return BASIC;
|
|
case CPX_FREE_SUPER:
|
|
return FREE;
|
|
case CPX_AT_LOWER:
|
|
return LOWER;
|
|
case CPX_AT_UPPER:
|
|
return UPPER;
|
|
default:
|
|
LEMON_ASSERT(false, "Wrong column status");
|
|
return CplexLp::VarStatus();
|
|
}
|
|
}
|
|
|
|
CplexLp::VarStatus CplexLp::_getRowStatus(int i) const {
|
|
if (_row_status.empty()) {
|
|
_row_status.resize(CPXgetnumrows(cplexEnv(), _prob));
|
|
CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front());
|
|
}
|
|
switch (_row_status[i]) {
|
|
case CPX_BASIC:
|
|
return BASIC;
|
|
case CPX_AT_LOWER:
|
|
{
|
|
char s;
|
|
CPXgetsense(cplexEnv(), _prob, &s, i, i);
|
|
return s != 'L' ? LOWER : UPPER;
|
|
}
|
|
case CPX_AT_UPPER:
|
|
return UPPER;
|
|
default:
|
|
LEMON_ASSERT(false, "Wrong row status");
|
|
return CplexLp::VarStatus();
|
|
}
|
|
}
|
|
|
|
CplexLp::Value CplexLp::_getPrimalRay(int i) const {
|
|
if (_primal_ray.empty()) {
|
|
_primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob));
|
|
CPXgetray(cplexEnv(), _prob, &_primal_ray.front());
|
|
}
|
|
return _primal_ray[i];
|
|
}
|
|
|
|
CplexLp::Value CplexLp::_getDualRay(int i) const {
|
|
if (_dual_ray.empty()) {
|
|
|
|
}
|
|
return _dual_ray[i];
|
|
}
|
|
|
|
// Cplex 7.0 status values
|
|
// This table lists the statuses, returned by the CPXgetstat()
|
|
// routine, for solutions to LP problems or mixed integer problems. If
|
|
// no solution exists, the return value is zero.
|
|
|
|
// For Simplex, Barrier
|
|
// 1 CPX_OPTIMAL
|
|
// Optimal solution found
|
|
// 2 CPX_INFEASIBLE
|
|
// Problem infeasible
|
|
// 3 CPX_UNBOUNDED
|
|
// Problem unbounded
|
|
// 4 CPX_OBJ_LIM
|
|
// Objective limit exceeded in Phase II
|
|
// 5 CPX_IT_LIM_FEAS
|
|
// Iteration limit exceeded in Phase II
|
|
// 6 CPX_IT_LIM_INFEAS
|
|
// Iteration limit exceeded in Phase I
|
|
// 7 CPX_TIME_LIM_FEAS
|
|
// Time limit exceeded in Phase II
|
|
// 8 CPX_TIME_LIM_INFEAS
|
|
// Time limit exceeded in Phase I
|
|
// 9 CPX_NUM_BEST_FEAS
|
|
// Problem non-optimal, singularities in Phase II
|
|
// 10 CPX_NUM_BEST_INFEAS
|
|
// Problem non-optimal, singularities in Phase I
|
|
// 11 CPX_OPTIMAL_INFEAS
|
|
// Optimal solution found, unscaled infeasibilities
|
|
// 12 CPX_ABORT_FEAS
|
|
// Aborted in Phase II
|
|
// 13 CPX_ABORT_INFEAS
|
|
// Aborted in Phase I
|
|
// 14 CPX_ABORT_DUAL_INFEAS
|
|
// Aborted in barrier, dual infeasible
|
|
// 15 CPX_ABORT_PRIM_INFEAS
|
|
// Aborted in barrier, primal infeasible
|
|
// 16 CPX_ABORT_PRIM_DUAL_INFEAS
|
|
// Aborted in barrier, primal and dual infeasible
|
|
// 17 CPX_ABORT_PRIM_DUAL_FEAS
|
|
// Aborted in barrier, primal and dual feasible
|
|
// 18 CPX_ABORT_CROSSOVER
|
|
// Aborted in crossover
|
|
// 19 CPX_INForUNBD
|
|
// Infeasible or unbounded
|
|
// 20 CPX_PIVOT
|
|
// User pivot used
|
|
//
|
|
// Pending return values
|
|
// ??case CPX_ABORT_DUAL_INFEAS
|
|
// ??case CPX_ABORT_CROSSOVER
|
|
// ??case CPX_INForUNBD
|
|
// ??case CPX_PIVOT
|
|
|
|
//Some more interesting stuff:
|
|
|
|
// CPX_PARAM_PROBMETHOD 1062 int LPMETHOD
|
|
// 0 Automatic
|
|
// 1 Primal Simplex
|
|
// 2 Dual Simplex
|
|
// 3 Network Simplex
|
|
// 4 Standard Barrier
|
|
// Default: 0
|
|
// Description: Method for linear optimization.
|
|
// Determines which algorithm is used when CPXlpopt() (or "optimize"
|
|
// in the Interactive Optimizer) is called. Currently the behavior of
|
|
// the "Automatic" setting is that CPLEX simply invokes the dual
|
|
// simplex method, but this capability may be expanded in the future
|
|
// so that CPLEX chooses the method based on problem characteristics
|
|
#if CPX_VERSION < 900
|
|
void statusSwitch(CPXENVptr cplexEnv(),int& stat){
|
|
int lpmethod;
|
|
CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod);
|
|
if (lpmethod==2){
|
|
if (stat==CPX_UNBOUNDED){
|
|
stat=CPX_INFEASIBLE;
|
|
}
|
|
else{
|
|
if (stat==CPX_INFEASIBLE)
|
|
stat=CPX_UNBOUNDED;
|
|
}
|
|
}
|
|
}
|
|
#else
|
|
void statusSwitch(CPXENVptr,int&){}
|
|
#endif
|
|
|
|
CplexLp::ProblemType CplexLp::_getPrimalType() const {
|
|
// Unboundedness not treated well: the following is from cplex 9.0 doc
|
|
// About Unboundedness
|
|
|
|
// The treatment of models that are unbounded involves a few
|
|
// subtleties. Specifically, a declaration of unboundedness means that
|
|
// ILOG CPLEX has determined that the model has an unbounded
|
|
// ray. Given any feasible solution x with objective z, a multiple of
|
|
// the unbounded ray can be added to x to give a feasible solution
|
|
// with objective z-1 (or z+1 for maximization models). Thus, if a
|
|
// feasible solution exists, then the optimal objective is
|
|
// unbounded. Note that ILOG CPLEX has not necessarily concluded that
|
|
// a feasible solution exists. Users can call the routine CPXsolninfo
|
|
// to determine whether ILOG CPLEX has also concluded that the model
|
|
// has a feasible solution.
|
|
|
|
int stat = CPXgetstat(cplexEnv(), _prob);
|
|
#if CPX_VERSION >= 800
|
|
switch (stat)
|
|
{
|
|
case CPX_STAT_OPTIMAL:
|
|
return OPTIMAL;
|
|
case CPX_STAT_UNBOUNDED:
|
|
return UNBOUNDED;
|
|
case CPX_STAT_INFEASIBLE:
|
|
return INFEASIBLE;
|
|
default:
|
|
return UNDEFINED;
|
|
}
|
|
#else
|
|
statusSwitch(cplexEnv(),stat);
|
|
//CPXgetstat(cplexEnv(), _prob);
|
|
switch (stat) {
|
|
case 0:
|
|
return UNDEFINED; //Undefined
|
|
case CPX_OPTIMAL://Optimal
|
|
return OPTIMAL;
|
|
case CPX_UNBOUNDED://Unbounded
|
|
return INFEASIBLE;//In case of dual simplex
|
|
//return UNBOUNDED;
|
|
case CPX_INFEASIBLE://Infeasible
|
|
// case CPX_IT_LIM_INFEAS:
|
|
// case CPX_TIME_LIM_INFEAS:
|
|
// case CPX_NUM_BEST_INFEAS:
|
|
// case CPX_OPTIMAL_INFEAS:
|
|
// case CPX_ABORT_INFEAS:
|
|
// case CPX_ABORT_PRIM_INFEAS:
|
|
// case CPX_ABORT_PRIM_DUAL_INFEAS:
|
|
return UNBOUNDED;//In case of dual simplex
|
|
//return INFEASIBLE;
|
|
// case CPX_OBJ_LIM:
|
|
// case CPX_IT_LIM_FEAS:
|
|
// case CPX_TIME_LIM_FEAS:
|
|
// case CPX_NUM_BEST_FEAS:
|
|
// case CPX_ABORT_FEAS:
|
|
// case CPX_ABORT_PRIM_DUAL_FEAS:
|
|
// return FEASIBLE;
|
|
default:
|
|
return UNDEFINED; //Everything else comes here
|
|
//FIXME error
|
|
}
|
|
#endif
|
|
}
|
|
|
|
// Cplex 9.0 status values
|
|
// CPX_STAT_ABORT_DUAL_OBJ_LIM
|
|
// CPX_STAT_ABORT_IT_LIM
|
|
// CPX_STAT_ABORT_OBJ_LIM
|
|
// CPX_STAT_ABORT_PRIM_OBJ_LIM
|
|
// CPX_STAT_ABORT_TIME_LIM
|
|
// CPX_STAT_ABORT_USER
|
|
// CPX_STAT_FEASIBLE_RELAXED
|
|
// CPX_STAT_INFEASIBLE
|
|
// CPX_STAT_INForUNBD
|
|
// CPX_STAT_NUM_BEST
|
|
// CPX_STAT_OPTIMAL
|
|
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED
|
|
// CPX_STAT_OPTIMAL_INFEAS
|
|
// CPX_STAT_OPTIMAL_RELAXED
|
|
// CPX_STAT_UNBOUNDED
|
|
|
|
CplexLp::ProblemType CplexLp::_getDualType() const {
|
|
int stat = CPXgetstat(cplexEnv(), _prob);
|
|
#if CPX_VERSION >= 800
|
|
switch (stat) {
|
|
case CPX_STAT_OPTIMAL:
|
|
return OPTIMAL;
|
|
case CPX_STAT_UNBOUNDED:
|
|
return INFEASIBLE;
|
|
default:
|
|
return UNDEFINED;
|
|
}
|
|
#else
|
|
statusSwitch(cplexEnv(),stat);
|
|
switch (stat) {
|
|
case 0:
|
|
return UNDEFINED; //Undefined
|
|
case CPX_OPTIMAL://Optimal
|
|
return OPTIMAL;
|
|
case CPX_UNBOUNDED:
|
|
return INFEASIBLE;
|
|
default:
|
|
return UNDEFINED; //Everything else comes here
|
|
//FIXME error
|
|
}
|
|
#endif
|
|
}
|
|
|
|
// CplexMip members
|
|
|
|
CplexMip::CplexMip()
|
|
: LpBase(), MipSolver(), CplexBase() {
|
|
|
|
#if CPX_VERSION < 800
|
|
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP);
|
|
#else
|
|
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP);
|
|
#endif
|
|
}
|
|
|
|
CplexMip::CplexMip(const CplexEnv& env)
|
|
: LpBase(), MipSolver(), CplexBase(env) {
|
|
|
|
#if CPX_VERSION < 800
|
|
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP);
|
|
#else
|
|
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP);
|
|
#endif
|
|
|
|
}
|
|
|
|
CplexMip::CplexMip(const CplexMip& other)
|
|
: LpBase(), MipSolver(), CplexBase(other) {}
|
|
|
|
CplexMip::~CplexMip() {}
|
|
|
|
CplexMip* CplexMip::newSolver() const { return new CplexMip; }
|
|
CplexMip* CplexMip::cloneSolver() const {return new CplexMip(*this); }
|
|
|
|
const char* CplexMip::_solverName() const { return "CplexMip"; }
|
|
|
|
void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) {
|
|
|
|
// Note If a variable is to be changed to binary, a call to CPXchgbds
|
|
// should also be made to change the bounds to 0 and 1.
|
|
|
|
switch (col_type){
|
|
case INTEGER: {
|
|
const char t = 'I';
|
|
CPXchgctype (cplexEnv(), _prob, 1, &i, &t);
|
|
} break;
|
|
case REAL: {
|
|
const char t = 'C';
|
|
CPXchgctype (cplexEnv(), _prob, 1, &i, &t);
|
|
} break;
|
|
default:
|
|
break;
|
|
}
|
|
}
|
|
|
|
CplexMip::ColTypes CplexMip::_getColType(int i) const {
|
|
char t;
|
|
CPXgetctype (cplexEnv(), _prob, &t, i, i);
|
|
switch (t) {
|
|
case 'I':
|
|
return INTEGER;
|
|
case 'C':
|
|
return REAL;
|
|
default:
|
|
LEMON_ASSERT(false, "Invalid column type");
|
|
return ColTypes();
|
|
}
|
|
|
|
}
|
|
|
|
CplexMip::SolveExitStatus CplexMip::_solve() {
|
|
int status;
|
|
_applyMessageLevel();
|
|
status = CPXmipopt (cplexEnv(), _prob);
|
|
if (status==0)
|
|
return SOLVED;
|
|
else
|
|
return UNSOLVED;
|
|
|
|
}
|
|
|
|
|
|
CplexMip::ProblemType CplexMip::_getType() const {
|
|
|
|
int stat = CPXgetstat(cplexEnv(), _prob);
|
|
|
|
//Fortunately, MIP statuses did not change for cplex 8.0
|
|
switch (stat) {
|
|
case CPXMIP_OPTIMAL:
|
|
// Optimal integer solution has been found.
|
|
case CPXMIP_OPTIMAL_TOL:
|
|
// Optimal soluton with the tolerance defined by epgap or epagap has
|
|
// been found.
|
|
return OPTIMAL;
|
|
//This also exists in later issues
|
|
// case CPXMIP_UNBOUNDED:
|
|
//return UNBOUNDED;
|
|
case CPXMIP_INFEASIBLE:
|
|
return INFEASIBLE;
|
|
default:
|
|
return UNDEFINED;
|
|
}
|
|
//Unboundedness not treated well: the following is from cplex 9.0 doc
|
|
// About Unboundedness
|
|
|
|
// The treatment of models that are unbounded involves a few
|
|
// subtleties. Specifically, a declaration of unboundedness means that
|
|
// ILOG CPLEX has determined that the model has an unbounded
|
|
// ray. Given any feasible solution x with objective z, a multiple of
|
|
// the unbounded ray can be added to x to give a feasible solution
|
|
// with objective z-1 (or z+1 for maximization models). Thus, if a
|
|
// feasible solution exists, then the optimal objective is
|
|
// unbounded. Note that ILOG CPLEX has not necessarily concluded that
|
|
// a feasible solution exists. Users can call the routine CPXsolninfo
|
|
// to determine whether ILOG CPLEX has also concluded that the model
|
|
// has a feasible solution.
|
|
}
|
|
|
|
CplexMip::Value CplexMip::_getSol(int i) const {
|
|
Value x;
|
|
CPXgetmipx(cplexEnv(), _prob, &x, i, i);
|
|
return x;
|
|
}
|
|
|
|
CplexMip::Value CplexMip::_getSolValue() const {
|
|
Value objval;
|
|
CPXgetmipobjval(cplexEnv(), _prob, &objval);
|
|
return objval;
|
|
}
|
|
|
|
} //namespace lemon
|
|
|