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/* glpapi21.c (stand-alone LP/MIP solver) */
/***********************************************************************
* This code is part of GLPK (GNU Linear Programming Kit).** Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,* 2009, 2010, 2011, 2013 Andrew Makhorin, Department for Applied* Informatics, Moscow Aviation Institute, Moscow, Russia. All rights* reserved. E-mail: <mao@gnu.org>.** GLPK is free software: you can redistribute it and/or modify it* under the terms of the GNU General Public License as published by* the Free Software Foundation, either version 3 of the License, or* (at your option) any later version.** GLPK is distributed in the hope that it will be useful, but WITHOUT* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public* License for more details.** You should have received a copy of the GNU General Public License* along with GLPK. If not, see <http://www.gnu.org/licenses/>.
***********************************************************************/
#include "draft.h"
#include "env.h"
#include "glpgmp.h"
#include "misc.h"
#include "prob.h"
struct csa{ /* common storage area */ glp_prob *prob; /* LP/MIP problem object */ glp_bfcp bfcp; /* basis factorization control parameters */ glp_smcp smcp; /* simplex method control parameters */ glp_iptcp iptcp; /* interior-point method control parameters */ glp_iocp iocp; /* integer optimizer control parameters */ glp_tran *tran; /* model translator workspace */ glp_graph *graph; /* network problem object */ int format; /* problem file format: */#define FMT_MPS_DECK 1 /* fixed MPS */
#define FMT_MPS_FILE 2 /* free MPS */
#define FMT_LP 3 /* CPLEX LP */
#define FMT_GLP 4 /* GLPK LP/MIP */
#define FMT_MATHPROG 5 /* MathProg */
#define FMT_MIN_COST 6 /* DIMACS min-cost flow */
#define FMT_MAX_FLOW 7 /* DIMACS maximum flow */
#if 1 /* 06/VIII-2011 */
#define FMT_CNF 8 /* DIMACS CNF-SAT */
#endif
const char *in_file; /* name of input problem file */#define DATA_MAX 10
/* maximal number of input data files */ int ndf; /* number of input data files specified */ const char *in_data[1+DATA_MAX]; /* name(s) of input data file(s) */ const char *out_dpy; /* name of output file to send display output; NULL means the
display output is sent to the terminal */ int seed; /* seed value to be passed to the MathProg translator; initially
set to 1; 0x80000000 means the value is omitted */ int solution; /* solution type flag: */#define SOL_BASIC 1 /* basic */
#define SOL_INTERIOR 2 /* interior-point */
#define SOL_INTEGER 3 /* mixed integer */
const char *in_res; /* name of input solution file in raw format */ int dir; /* optimization direction flag:
0 - not specified GLP_MIN - minimization GLP_MAX - maximization */ int scale; /* automatic problem scaling flag */ const char *out_sol; /* name of output solution file in printable format */ const char *out_res; /* name of output solution file in raw format */ const char *out_ranges; /* name of output file to write sensitivity analysis report */ int check; /* input data checking flag; no solution is performed */ const char *new_name; /* new name to be assigned to the problem */ const char *out_mps; /* name of output problem file in fixed MPS format */ const char *out_freemps; /* name of output problem file in free MPS format */ const char *out_cpxlp; /* name of output problem file in CPLEX LP format */ const char *out_glp; /* name of output problem file in GLPK format */#if 0
const char *out_pb; /* name of output problem file in OPB format */ const char *out_npb; /* name of output problem file in normalized OPB format */#endif
#if 1 /* 06/VIII-2011 */
const char *out_cnf; /* name of output problem file in DIMACS CNF-SAT format */#endif
const char *log_file; /* name of output file to hardcopy terminal output */ int crash; /* initial basis option: */#define USE_STD_BASIS 1 /* use standard basis */
#define USE_ADV_BASIS 2 /* use advanced basis */
#define USE_CPX_BASIS 3 /* use Bixby's basis */
#define USE_INI_BASIS 4 /* use initial basis from ini_file */
const char *ini_file; /* name of input file containing initial basis */ int exact; /* flag to use glp_exact rather than glp_simplex */ int xcheck; /* flag to check final basis with glp_exact */ int nomip; /* flag to consider MIP as pure LP */#if 1 /* 15/VIII-2011 */
int minisat; /* option to solve feasibility problem with MiniSat solver */ int use_bnd; /* option to bound objective function */ int obj_bnd; /* upper (minization) or lower (maximization) objective bound */#endif
#if 1 /* 11/VII-2013 */
const char *use_sol; /* name of input mip solution file in GLPK format */#endif
};
static void print_help(const char *my_name){ /* print help information */ xprintf("Usage: %s [options...] filename\n", my_name); xprintf("\n"); xprintf("General options:\n"); xprintf(" --mps read LP/MIP problem in fixed MPS fo" "rmat\n"); xprintf(" --freemps read LP/MIP problem in free MPS for" "mat (default)\n"); xprintf(" --lp read LP/MIP problem in CPLEX LP for" "mat\n"); xprintf(" --glp read LP/MIP problem in GLPK format " "\n"); xprintf(" --math read LP/MIP model written in GNU Ma" "thProg modeling\n"); xprintf(" language\n"); xprintf(" -m filename, --model filename\n"); xprintf(" read model section and optional dat" "a section from\n"); xprintf(" filename (same as --math)\n"); xprintf(" -d filename, --data filename\n"); xprintf(" read data section from filename (fo" "r --math only);\n"); xprintf(" if model file also has data section" ", it is ignored\n"); xprintf(" -y filename, --display filename\n"); xprintf(" send display output to filename (fo" "r --math only);\n"); xprintf(" by default the output is sent to te" "rminal\n"); xprintf(" --seed value initialize pseudo-random number gen" "erator used in\n"); xprintf(" MathProg model with specified seed " "(any integer);\n"); xprintf(" if seed value is ?, some random see" "d will be used\n"); xprintf(" --mincost read min-cost flow problem in DIMAC" "S format\n"); xprintf(" --maxflow read maximum flow problem in DIMACS" " format\n");#if 1 /* 06/VIII-2011 */
xprintf(" --cnf read CNF-SAT problem in DIMACS form" "at\n");#endif
xprintf(" --simplex use simplex method (default)\n"); xprintf(" --interior use interior point method (LP only)" "\n"); xprintf(" -r filename, --read filename\n"); xprintf(" read solution from filename rather " "to find it with\n"); xprintf(" the solver\n"); xprintf(" --min minimization\n"); xprintf(" --max maximization\n"); xprintf(" --scale scale problem (default)\n"); xprintf(" --noscale do not scale problem\n"); xprintf(" -o filename, --output filename\n"); xprintf(" write solution to filename in print" "able format\n"); xprintf(" -w filename, --write filename\n"); xprintf(" write solution to filename in plain" " text format\n"); xprintf(" --ranges filename\n"); xprintf(" write sensitivity analysis report t" "o filename in\n"); xprintf(" printable format (simplex only)\n"); xprintf(" --tmlim nnn limit solution time to nnn seconds " "\n"); xprintf(" --memlim nnn limit available memory to nnn megab" "ytes\n"); xprintf(" --check do not solve problem, check input d" "ata only\n"); xprintf(" --name probname change problem name to probname\n"); xprintf(" --wmps filename write problem to filename in fixed " "MPS format\n"); xprintf(" --wfreemps filename\n"); xprintf(" write problem to filename in free M" "PS format\n"); xprintf(" --wlp filename write problem to filename in CPLEX " "LP format\n"); xprintf(" --wglp filename write problem to filename in GLPK f" "ormat\n");#if 0
xprintf(" --wpb filename write problem to filename in OPB fo" "rmat\n"); xprintf(" --wnpb filename write problem to filename in normal" "ized OPB format\n");#endif
#if 1 /* 06/VIII-2011 */
xprintf(" --wcnf filename write problem to filename in DIMACS" " CNF-SAT format\n");#endif
xprintf(" --log filename write copy of terminal output to fi" "lename\n"); xprintf(" -h, --help display this help information and e" "xit\n"); xprintf(" -v, --version display program version and exit\n") ; xprintf("\n"); xprintf("LP basis factorization options:\n");#if 0 /* 08/III-2014 */
xprintf(" --luf LU + Forrest-Tomlin update\n"); xprintf(" (faster, less stable; default)\n"); xprintf(" --cbg LU + Schur complement + Bartels-Gol" "ub update\n"); xprintf(" (slower, more stable)\n"); xprintf(" --cgr LU + Schur complement + Givens rota" "tion update\n"); xprintf(" (slower, more stable)\n");#else
xprintf(" --luf plain LU-factorization (default)\n") ; xprintf(" --btf block triangular LU-factorization\n" ); xprintf(" --ft Forrest-Tomlin update (requires --l" "uf; default)\n"); xprintf(" --cbg Schur complement + Bartels-Golub up" "date\n"); xprintf(" --cgr Schur complement + Givens rotation " "update\n");#endif
xprintf("\n"); xprintf("Options specific to simplex solver:\n"); xprintf(" --primal use primal simplex (default)\n"); xprintf(" --dual use dual simplex\n"); xprintf(" --std use standard initial basis of all s" "lacks\n"); xprintf(" --adv use advanced initial basis (default" ")\n"); xprintf(" --bib use Bixby's initial basis\n"); xprintf(" --ini filename use as initial basis previously sav" "ed with -w\n"); xprintf(" (disables LP presolver)\n"); xprintf(" --steep use steepest edge technique (defaul" "t)\n"); xprintf(" --nosteep use standard \"textbook\" pricing\n" ); xprintf(" --relax use Harris' two-pass ratio test (de" "fault)\n"); xprintf(" --norelax use standard \"textbook\" ratio tes" "t\n"); xprintf(" --presol use presolver (default; assumes --s" "cale and --adv)\n"); xprintf(" --nopresol do not use presolver\n"); xprintf(" --exact use simplex method based on exact a" "rithmetic\n"); xprintf(" --xcheck check final basis using exact arith" "metic\n"); xprintf("\n"); xprintf("Options specific to interior-point solver:\n"); xprintf(" --nord use natural (original) ordering\n"); xprintf(" --qmd use quotient minimum degree orderin" "g\n"); xprintf(" --amd use approximate minimum degree orde" "ring (default)\n"); xprintf(" --symamd use approximate minimum degree orde" "ring\n"); xprintf("\n"); xprintf("Options specific to MIP solver:\n"); xprintf(" --nomip consider all integer variables as c" "ontinuous\n"); xprintf(" (allows solving MIP as pure LP)\n"); xprintf(" --first branch on first integer variable\n") ; xprintf(" --last branch on last integer variable\n"); xprintf(" --mostf branch on most fractional variable " "\n"); xprintf(" --drtom branch using heuristic by Driebeck " "and Tomlin\n"); xprintf(" (default)\n"); xprintf(" --pcost branch using hybrid pseudocost heur" "istic (may be\n"); xprintf(" useful for hard instances)\n"); xprintf(" --dfs backtrack using depth first search " "\n"); xprintf(" --bfs backtrack using breadth first searc" "h\n"); xprintf(" --bestp backtrack using the best projection" " heuristic\n"); xprintf(" --bestb backtrack using node with best loca" "l bound\n"); xprintf(" (default)\n"); xprintf(" --intopt use MIP presolver (default)\n"); xprintf(" --nointopt do not use MIP presolver\n"); xprintf(" --binarize replace general integer variables b" "y binary ones\n"); xprintf(" (assumes --intopt)\n"); xprintf(" --fpump apply feasibility pump heuristic\n") ;#if 1 /* 29/VI-2013 */
xprintf(" --proxy [nnn] apply proximity search heuristic (n" "nn is time limit\n"); xprintf(" in seconds; default is 60)\n");#endif
xprintf(" --gomory generate Gomory's mixed integer cut" "s\n"); xprintf(" --mir generate MIR (mixed integer roundin" "g) cuts\n"); xprintf(" --cover generate mixed cover cuts\n"); xprintf(" --clique generate clique cuts\n"); xprintf(" --cuts generate all cuts above\n"); xprintf(" --mipgap tol set relative mip gap tolerance to t" "ol\n");#if 1 /* 15/VIII-2011 */
xprintf(" --minisat translate integer feasibility probl" "em to CNF-SAT\n"); xprintf(" and solve it with MiniSat solver\n") ; xprintf(" --objbnd bound add inequality obj <= bound (minimi" "zation) or\n"); xprintf(" obj >= bound (maximization) to inte" "ger feasibility\n"); xprintf(" problem (assumes --minisat)\n");#endif
xprintf("\n"); xprintf("For description of the MPS and CPLEX LP formats see Refe" "rence Manual.\n"); xprintf("For description of the modeling language see \"GLPK: Mod" "eling Language\n"); xprintf("GNU MathProg\". Both documents are included in the GLPK " "distribution.\n"); xprintf("\n"); xprintf("See GLPK web page at <http://www.gnu.org/software/glpk/g" "lpk.html>.\n"); xprintf("\n"); xprintf("Please report bugs to <bug-glpk@gnu.org>.\n"); return;}
static void print_version(int briefly){ /* print version information */ xprintf("GLPSOL: GLPK LP/MIP Solver, v%s\n", glp_version()); if (briefly) goto done; xprintf("\n"); xprintf("Copyright (C) 2000-2015 Andrew Makhorin, Department for " "Applied\n"); xprintf("Informatics, Moscow Aviation Institute, Moscow, Russia. " "All rights\n"); xprintf("reserved. E-mail: <mao@gnu.org>.\n"); xprintf("\n"); xprintf("This program has ABSOLUTELY NO WARRANTY.\n"); xprintf("\n"); xprintf("This program is free software; you may re-distribute it " "under the terms\n"); xprintf("of the GNU General Public License version 3 or later.\n") ;done: return;}
static int parse_cmdline(struct csa *csa, int argc, const char *argv[]){ /* parse command-line parameters */ int k;#define p(str) (strcmp(argv[k], str) == 0)
for (k = 1; k < argc; k++) { if (p("--mps")) csa->format = FMT_MPS_DECK; else if (p("--freemps")) csa->format = FMT_MPS_FILE; else if (p("--lp") || p("--cpxlp")) csa->format = FMT_LP; else if (p("--glp")) csa->format = FMT_GLP; else if (p("--math") || p("-m") || p("--model")) csa->format = FMT_MATHPROG; else if (p("-d") || p("--data")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No input data file specified\n"); return 1; } if (csa->ndf == DATA_MAX) { xprintf("Too many input data files\n"); return 1; } csa->in_data[++(csa->ndf)] = argv[k]; } else if (p("-y") || p("--display")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No display output file specified\n"); return 1; } if (csa->out_dpy != NULL) { xprintf("Only one display output file allowed\n"); return 1; } csa->out_dpy = argv[k]; } else if (p("--seed")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-' && !isdigit((unsigned char)argv[k][1])) { xprintf("No seed value specified\n"); return 1; } if (strcmp(argv[k], "?") == 0) csa->seed = 0x80000000; else if (str2int(argv[k], &csa->seed)) { xprintf("Invalid seed value '%s'\n", argv[k]); return 1; } } else if (p("--mincost")) csa->format = FMT_MIN_COST; else if (p("--maxflow")) csa->format = FMT_MAX_FLOW;#if 1 /* 06/VIII-2011 */
else if (p("--cnf")) csa->format = FMT_CNF;#endif
else if (p("--simplex")) csa->solution = SOL_BASIC; else if (p("--interior")) csa->solution = SOL_INTERIOR;#if 1 /* 28/V-2010 */
else if (p("--alien")) csa->iocp.alien = GLP_ON;#endif
else if (p("-r") || p("--read")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No input solution file specified\n"); return 1; } if (csa->in_res != NULL) { xprintf("Only one input solution file allowed\n"); return 1; } csa->in_res = argv[k]; } else if (p("--min")) csa->dir = GLP_MIN; else if (p("--max")) csa->dir = GLP_MAX; else if (p("--scale")) csa->scale = 1; else if (p("--noscale")) csa->scale = 0; else if (p("-o") || p("--output")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No output solution file specified\n"); return 1; } if (csa->out_sol != NULL) { xprintf("Only one output solution file allowed\n"); return 1; } csa->out_sol = argv[k]; } else if (p("-w") || p("--write")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No output solution file specified\n"); return 1; } if (csa->out_res != NULL) { xprintf("Only one output solution file allowed\n"); return 1; } csa->out_res = argv[k]; } else if (p("--ranges") || p("--bounds")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No output file specified to write sensitivity a" "nalysis report\n"); return 1; } if (csa->out_ranges != NULL) { xprintf("Only one output file allowed to write sensitivi" "ty analysis report\n"); return 1; } csa->out_ranges = argv[k]; } else if (p("--tmlim")) { int tm_lim; k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No time limit specified\n"); return 1; } if (str2int(argv[k], &tm_lim) || tm_lim < 0) { xprintf("Invalid time limit '%s'\n", argv[k]); return 1; } if (tm_lim <= INT_MAX / 1000) csa->smcp.tm_lim = csa->iocp.tm_lim = 1000 * tm_lim; else csa->smcp.tm_lim = csa->iocp.tm_lim = INT_MAX; } else if (p("--memlim")) { int mem_lim; k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No memory limit specified\n"); return 1; } if (str2int(argv[k], &mem_lim) || mem_lim < 1) { xprintf("Invalid memory limit '%s'\n", argv[k]); return 1; } glp_mem_limit(mem_lim); } else if (p("--check")) csa->check = 1; else if (p("--name")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No problem name specified\n"); return 1; } if (csa->new_name != NULL) { xprintf("Only one problem name allowed\n"); return 1; } csa->new_name = argv[k]; } else if (p("--wmps")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No fixed MPS output file specified\n"); return 1; } if (csa->out_mps != NULL) { xprintf("Only one fixed MPS output file allowed\n"); return 1; } csa->out_mps = argv[k]; } else if (p("--wfreemps")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No free MPS output file specified\n"); return 1; } if (csa->out_freemps != NULL) { xprintf("Only one free MPS output file allowed\n"); return 1; } csa->out_freemps = argv[k]; } else if (p("--wlp") || p("--wcpxlp") || p("--wlpt")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No CPLEX LP output file specified\n"); return 1; } if (csa->out_cpxlp != NULL) { xprintf("Only one CPLEX LP output file allowed\n"); return 1; } csa->out_cpxlp = argv[k]; } else if (p("--wglp")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No GLPK LP/MIP output file specified\n"); return 1; } if (csa->out_glp != NULL) { xprintf("Only one GLPK LP/MIP output file allowed\n"); return 1; } csa->out_glp = argv[k]; }#if 0
else if (p("--wpb")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No problem output file specified\n"); return 1; } if (csa->out_pb != NULL) { xprintf("Only one OPB output file allowed\n"); return 1; } csa->out_pb = argv[k]; } else if (p("--wnpb")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No problem output file specified\n"); return 1; } if (csa->out_npb != NULL) { xprintf("Only one normalized OPB output file allowed\n"); return 1; } csa->out_npb = argv[k]; }#endif
#if 1 /* 06/VIII-2011 */
else if (p("--wcnf")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No problem output file specified\n"); return 1; } if (csa->out_cnf != NULL) { xprintf("Only one output DIMACS CNF-SAT file allowed\n"); return 1; } csa->out_cnf = argv[k]; }#endif
else if (p("--log")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No log file specified\n"); return 1; } if (csa->log_file != NULL) { xprintf("Only one log file allowed\n"); return 1; } csa->log_file = argv[k]; } else if (p("-h") || p("--help")) { print_help(argv[0]); return -1; } else if (p("-v") || p("--version")) { print_version(0); return -1; }#if 0 /* 08/III-2014 */
else if (p("--luf")) csa->bfcp.type = GLP_BF_FT; else if (p("--cbg")) csa->bfcp.type = GLP_BF_BG; else if (p("--cgr")) csa->bfcp.type = GLP_BF_GR;#else
else if (p("--luf")) { csa->bfcp.type &= 0x0F; csa->bfcp.type |= GLP_BF_LUF; } else if (p("--btf")) { csa->bfcp.type &= 0x0F; csa->bfcp.type |= GLP_BF_BTF; } else if (p("--ft")) { csa->bfcp.type &= 0xF0; csa->bfcp.type |= GLP_BF_FT; } else if (p("--cbg")) { csa->bfcp.type &= 0xF0; csa->bfcp.type |= GLP_BF_BG; } else if (p("--cgr")) { csa->bfcp.type &= 0xF0; csa->bfcp.type |= GLP_BF_GR; }#endif
else if (p("--primal")) csa->smcp.meth = GLP_PRIMAL; else if (p("--dual")) csa->smcp.meth = GLP_DUAL; else if (p("--std")) csa->crash = USE_STD_BASIS; else if (p("--adv")) csa->crash = USE_ADV_BASIS; else if (p("--bib")) csa->crash = USE_CPX_BASIS; else if (p("--ini")) { csa->crash = USE_INI_BASIS; csa->smcp.presolve = GLP_OFF; k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No initial basis file specified\n"); return 1; } if (csa->ini_file != NULL) { xprintf("Only one initial basis file allowed\n"); return 1; } csa->ini_file = argv[k]; } else if (p("--steep")) csa->smcp.pricing = GLP_PT_PSE; else if (p("--nosteep")) csa->smcp.pricing = GLP_PT_STD; else if (p("--relax")) csa->smcp.r_test = GLP_RT_HAR; else if (p("--norelax")) csa->smcp.r_test = GLP_RT_STD; else if (p("--presol")) csa->smcp.presolve = GLP_ON; else if (p("--nopresol")) csa->smcp.presolve = GLP_OFF; else if (p("--exact")) csa->exact = 1; else if (p("--xcheck")) csa->xcheck = 1; else if (p("--nord")) csa->iptcp.ord_alg = GLP_ORD_NONE; else if (p("--qmd")) csa->iptcp.ord_alg = GLP_ORD_QMD; else if (p("--amd")) csa->iptcp.ord_alg = GLP_ORD_AMD; else if (p("--symamd")) csa->iptcp.ord_alg = GLP_ORD_SYMAMD; else if (p("--nomip")) csa->nomip = 1; else if (p("--first")) csa->iocp.br_tech = GLP_BR_FFV; else if (p("--last")) csa->iocp.br_tech = GLP_BR_LFV; else if (p("--drtom")) csa->iocp.br_tech = GLP_BR_DTH; else if (p("--mostf")) csa->iocp.br_tech = GLP_BR_MFV; else if (p("--pcost")) csa->iocp.br_tech = GLP_BR_PCH; else if (p("--dfs")) csa->iocp.bt_tech = GLP_BT_DFS; else if (p("--bfs")) csa->iocp.bt_tech = GLP_BT_BFS; else if (p("--bestp")) csa->iocp.bt_tech = GLP_BT_BPH; else if (p("--bestb")) csa->iocp.bt_tech = GLP_BT_BLB; else if (p("--intopt")) csa->iocp.presolve = GLP_ON; else if (p("--nointopt")) csa->iocp.presolve = GLP_OFF; else if (p("--binarize")) csa->iocp.presolve = csa->iocp.binarize = GLP_ON; else if (p("--fpump")) csa->iocp.fp_heur = GLP_ON;#if 1 /* 29/VI-2013 */
else if (p("--proxy")) { csa->iocp.ps_heur = GLP_ON; if (argv[k+1] && isdigit((unsigned char)argv[k+1][0])) { int nnn; k++; if (str2int(argv[k], &nnn) || nnn < 1) { xprintf("Invalid proxy time limit '%s'\n", argv[k]); return 1; } csa->iocp.ps_tm_lim = 1000 * nnn; } }#endif
else if (p("--gomory")) csa->iocp.gmi_cuts = GLP_ON; else if (p("--mir")) csa->iocp.mir_cuts = GLP_ON; else if (p("--cover")) csa->iocp.cov_cuts = GLP_ON; else if (p("--clique")) csa->iocp.clq_cuts = GLP_ON; else if (p("--cuts")) csa->iocp.gmi_cuts = csa->iocp.mir_cuts = csa->iocp.cov_cuts = csa->iocp.clq_cuts = GLP_ON; else if (p("--mipgap")) { double mip_gap; k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No relative gap tolerance specified\n"); return 1; } if (str2num(argv[k], &mip_gap) || mip_gap < 0.0) { xprintf("Invalid relative mip gap tolerance '%s'\n", argv[k]); return 1; } csa->iocp.mip_gap = mip_gap; }#if 1 /* 15/VIII-2011 */
else if (p("--minisat")) csa->minisat = 1; else if (p("--objbnd")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-' && !isdigit((unsigned char)argv[k][1])) { xprintf("No objective bound specified\n"); return 1; } csa->minisat = 1; csa->use_bnd = 1; if (str2int(argv[k], &csa->obj_bnd)) { xprintf("Invalid objective bound '%s' (should be integer" " value)\n", argv[k]); return 1; } }#endif
#if 1 /* 11/VII-2013 */
else if (p("--use")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No input MIP solution file specified\n"); return 1; } if (csa->use_sol != NULL) { xprintf("Only one input MIP solution file allowed\n"); return 1; } csa->use_sol = argv[k]; } else if (p("--save")) { k++; if (k == argc || argv[k][0] == '\0' || argv[k][0] == '-') { xprintf("No output MIP solution file specified\n"); return 1; } if (csa->iocp.save_sol != NULL) { xprintf("Only one output MIP solution file allowed\n"); return 1; } csa->iocp.save_sol = argv[k]; }#endif
else if (argv[k][0] == '-' || (argv[k][0] == '-' && argv[k][1] == '-')) { xprintf("Invalid option '%s'; try %s --help\n", argv[k], argv[0]); return 1; } else { if (csa->in_file != NULL) { xprintf("Only one input problem file allowed\n"); return 1; } csa->in_file = argv[k]; } }#undef p
return 0;}
typedef struct { double rhs, pi; } v_data;typedef struct { double low, cap, cost, x; } a_data;
int glp_main(int argc, const char *argv[]){ /* stand-alone LP/MIP solver */ struct csa _csa, *csa = &_csa; int ret;#if 0 /* 10/VI-2013 */
glp_long start;#else
double start;#endif
/* perform initialization */ csa->prob = glp_create_prob(); glp_get_bfcp(csa->prob, &csa->bfcp); glp_init_smcp(&csa->smcp); csa->smcp.presolve = GLP_ON; glp_init_iptcp(&csa->iptcp); glp_init_iocp(&csa->iocp); csa->iocp.presolve = GLP_ON; csa->tran = NULL; csa->graph = NULL; csa->format = FMT_MPS_FILE; csa->in_file = NULL; csa->ndf = 0; csa->out_dpy = NULL; csa->seed = 1; csa->solution = SOL_BASIC; csa->in_res = NULL; csa->dir = 0; csa->scale = 1; csa->out_sol = NULL; csa->out_res = NULL; csa->out_ranges = NULL; csa->check = 0; csa->new_name = NULL; csa->out_mps = NULL; csa->out_freemps = NULL; csa->out_cpxlp = NULL; csa->out_glp = NULL;#if 0
csa->out_pb = NULL; csa->out_npb = NULL;#endif
#if 1 /* 06/VIII-2011 */
csa->out_cnf = NULL;#endif
csa->log_file = NULL; csa->crash = USE_ADV_BASIS; csa->ini_file = NULL; csa->exact = 0; csa->xcheck = 0; csa->nomip = 0;#if 1 /* 15/VIII-2011 */
csa->minisat = 0; csa->use_bnd = 0; csa->obj_bnd = 0;#endif
#if 1 /* 11/VII-2013 */
csa->use_sol = NULL;#endif
/* parse command-line parameters */ ret = parse_cmdline(csa, argc, argv); if (ret < 0) { ret = EXIT_SUCCESS; goto done; } if (ret > 0) { ret = EXIT_FAILURE; goto done; } /*--------------------------------------------------------------*/ /* remove all output files specified in the command line */ if (csa->out_dpy != NULL) remove(csa->out_dpy); if (csa->out_sol != NULL) remove(csa->out_sol); if (csa->out_res != NULL) remove(csa->out_res); if (csa->out_ranges != NULL) remove(csa->out_ranges); if (csa->out_mps != NULL) remove(csa->out_mps); if (csa->out_freemps != NULL) remove(csa->out_freemps); if (csa->out_cpxlp != NULL) remove(csa->out_cpxlp); if (csa->out_glp != NULL) remove(csa->out_glp);#if 0
if (csa->out_pb != NULL) remove(csa->out_pb); if (csa->out_npb != NULL) remove(csa->out_npb);#endif
#if 1 /* 06/VIII-2011 */
if (csa->out_cnf != NULL) remove(csa->out_cnf);#endif
if (csa->log_file != NULL) remove(csa->log_file); /*--------------------------------------------------------------*/ /* open log file, if required */ if (csa->log_file != NULL) { if (glp_open_tee(csa->log_file)) { xprintf("Unable to create log file\n"); ret = EXIT_FAILURE; goto done; } } /*--------------------------------------------------------------*/ /* print version information */ print_version(1); /*--------------------------------------------------------------*/ /* print parameters specified in the command line */ if (argc > 1) { int k, len = INT_MAX; xprintf("Parameter(s) specified in the command line:"); for (k = 1; k < argc; k++) { if (len > 72) xprintf("\n"), len = 0; xprintf(" %s", argv[k]); len += 1 + strlen(argv[k]); } xprintf("\n"); } /*--------------------------------------------------------------*/ /* read problem data from the input file */ if (csa->in_file == NULL) { xprintf("No input problem file specified; try %s --help\n", argv[0]); ret = EXIT_FAILURE; goto done; } if (csa->format == FMT_MPS_DECK) { ret = glp_read_mps(csa->prob, GLP_MPS_DECK, NULL, csa->in_file); if (ret != 0)err1: { xprintf("MPS file processing error\n"); ret = EXIT_FAILURE; goto done; } } else if (csa->format == FMT_MPS_FILE) { ret = glp_read_mps(csa->prob, GLP_MPS_FILE, NULL, csa->in_file); if (ret != 0) goto err1; } else if (csa->format == FMT_LP) { ret = glp_read_lp(csa->prob, NULL, csa->in_file); if (ret != 0) { xprintf("CPLEX LP file processing error\n"); ret = EXIT_FAILURE; goto done; } } else if (csa->format == FMT_GLP) { ret = glp_read_prob(csa->prob, 0, csa->in_file); if (ret != 0) { xprintf("GLPK LP/MIP file processing error\n"); ret = EXIT_FAILURE; goto done; } } else if (csa->format == FMT_MATHPROG) { int k; /* allocate the translator workspace */ csa->tran = glp_mpl_alloc_wksp(); /* set seed value */ if (csa->seed == 0x80000000)#if 0 /* 10/VI-2013 */
{ csa->seed = glp_time().lo;#else
{ csa->seed = (int)fmod(glp_time(), 1000000000.0);#endif
xprintf("Seed value %d will be used\n", csa->seed); } _glp_mpl_init_rand(csa->tran, csa->seed); /* read model section and optional data section */ if (glp_mpl_read_model(csa->tran, csa->in_file, csa->ndf > 0))err2: { xprintf("MathProg model processing error\n"); ret = EXIT_FAILURE; goto done; } /* read optional data section(s), if necessary */ for (k = 1; k <= csa->ndf; k++) { if (glp_mpl_read_data(csa->tran, csa->in_data[k])) goto err2; } /* generate the model */ if (glp_mpl_generate(csa->tran, csa->out_dpy)) goto err2; /* build the problem instance from the model */ glp_mpl_build_prob(csa->tran, csa->prob); } else if (csa->format == FMT_MIN_COST) { csa->graph = glp_create_graph(sizeof(v_data), sizeof(a_data)); ret = glp_read_mincost(csa->graph, offsetof(v_data, rhs), offsetof(a_data, low), offsetof(a_data, cap), offsetof(a_data, cost), csa->in_file); if (ret != 0) { xprintf("DIMACS file processing error\n"); ret = EXIT_FAILURE; goto done; } glp_mincost_lp(csa->prob, csa->graph, GLP_ON, offsetof(v_data, rhs), offsetof(a_data, low), offsetof(a_data, cap), offsetof(a_data, cost)); glp_set_prob_name(csa->prob, csa->in_file); } else if (csa->format == FMT_MAX_FLOW) { int s, t; csa->graph = glp_create_graph(sizeof(v_data), sizeof(a_data)); ret = glp_read_maxflow(csa->graph, &s, &t, offsetof(a_data, cap), csa->in_file); if (ret != 0) { xprintf("DIMACS file processing error\n"); ret = EXIT_FAILURE; goto done; } glp_maxflow_lp(csa->prob, csa->graph, GLP_ON, s, t, offsetof(a_data, cap)); glp_set_prob_name(csa->prob, csa->in_file); }#if 1 /* 06/VIII-2011 */
else if (csa->format == FMT_CNF) { ret = glp_read_cnfsat(csa->prob, csa->in_file); if (ret != 0) { xprintf("DIMACS file processing error\n"); ret = EXIT_FAILURE; goto done; } glp_set_prob_name(csa->prob, csa->in_file); }#endif
else xassert(csa != csa); /*--------------------------------------------------------------*/ /* change problem name, if required */ if (csa->new_name != NULL) glp_set_prob_name(csa->prob, csa->new_name); /* change optimization direction, if required */ if (csa->dir != 0) glp_set_obj_dir(csa->prob, csa->dir); /* sort elements of the constraint matrix */ glp_sort_matrix(csa->prob); /*--------------------------------------------------------------*/ /* write problem data in fixed MPS format, if required */ if (csa->out_mps != NULL) { ret = glp_write_mps(csa->prob, GLP_MPS_DECK, NULL, csa->out_mps); if (ret != 0) { xprintf("Unable to write problem in fixed MPS format\n"); ret = EXIT_FAILURE; goto done; } } /* write problem data in free MPS format, if required */ if (csa->out_freemps != NULL) { ret = glp_write_mps(csa->prob, GLP_MPS_FILE, NULL, csa->out_freemps); if (ret != 0) { xprintf("Unable to write problem in free MPS format\n"); ret = EXIT_FAILURE; goto done; } } /* write problem data in CPLEX LP format, if required */ if (csa->out_cpxlp != NULL) { ret = glp_write_lp(csa->prob, NULL, csa->out_cpxlp); if (ret != 0) { xprintf("Unable to write problem in CPLEX LP format\n"); ret = EXIT_FAILURE; goto done; } } /* write problem data in GLPK format, if required */ if (csa->out_glp != NULL) { ret = glp_write_prob(csa->prob, 0, csa->out_glp); if (ret != 0) { xprintf("Unable to write problem in GLPK format\n"); ret = EXIT_FAILURE; goto done; } }#if 0
/* write problem data in OPB format, if required */ if (csa->out_pb != NULL) { ret = lpx_write_pb(csa->prob, csa->out_pb, 0, 0); if (ret != 0) { xprintf("Unable to write problem in OPB format\n"); ret = EXIT_FAILURE; goto done; } } /* write problem data in normalized OPB format, if required */ if (csa->out_npb != NULL) { ret = lpx_write_pb(csa->prob, csa->out_npb, 1, 1); if (ret != 0) { xprintf( "Unable to write problem in normalized OPB format\n"); ret = EXIT_FAILURE; goto done; } }#endif
#if 1 /* 06/VIII-2011 */
/* write problem data in DIMACS CNF-SAT format, if required */ if (csa->out_cnf != NULL) { ret = glp_write_cnfsat(csa->prob, csa->out_cnf); if (ret != 0) { xprintf( "Unable to write problem in DIMACS CNF-SAT format\n"); ret = EXIT_FAILURE; goto done; } }#endif
/*--------------------------------------------------------------*/ /* if only problem data check is required, skip computations */ if (csa->check) { ret = EXIT_SUCCESS; goto done; } /*--------------------------------------------------------------*/ /* determine the solution type */ if (!csa->nomip && glp_get_num_int(csa->prob) + glp_get_num_bin(csa->prob) > 0) { if (csa->solution == SOL_INTERIOR) { xprintf("Interior-point method is not able to solve MIP pro" "blem; use --simplex\n"); ret = EXIT_FAILURE; goto done; } csa->solution = SOL_INTEGER; } /*--------------------------------------------------------------*/ /* if solution is provided, read it and skip computations */ if (csa->in_res != NULL) { if (csa->solution == SOL_BASIC) ret = glp_read_sol(csa->prob, csa->in_res); else if (csa->solution == SOL_INTERIOR) ret = glp_read_ipt(csa->prob, csa->in_res); else if (csa->solution == SOL_INTEGER) ret = glp_read_mip(csa->prob, csa->in_res); else xassert(csa != csa); if (ret != 0) { xprintf("Unable to read problem solution\n"); ret = EXIT_FAILURE; goto done; } goto skip; }#if 1 /* 11/VII-2013 */
/*--------------------------------------------------------------*/ /* if initial MIP solution is provided, read it */ if (csa->solution == SOL_INTEGER && csa->use_sol != NULL) { ret = glp_read_mip(csa->prob, csa->use_sol); if (ret != 0) { xprintf("Unable to read initial MIP solution\n"); ret = EXIT_FAILURE; goto done; } csa->iocp.use_sol = GLP_ON; }#endif
/*--------------------------------------------------------------*/ /* scale the problem data, if required */ if (csa->scale) { if (csa->solution == SOL_BASIC && !csa->smcp.presolve || csa->solution == SOL_INTERIOR || csa->solution == SOL_INTEGER && !csa->iocp.presolve) glp_scale_prob(csa->prob, GLP_SF_AUTO); } /*--------------------------------------------------------------*/ /* construct starting LP basis */ if (csa->solution == SOL_BASIC && !csa->smcp.presolve || csa->solution == SOL_INTEGER && !csa->iocp.presolve) { if (csa->crash == USE_STD_BASIS) glp_std_basis(csa->prob); else if (csa->crash == USE_ADV_BASIS) glp_adv_basis(csa->prob, 0); else if (csa->crash == USE_CPX_BASIS) glp_cpx_basis(csa->prob); else if (csa->crash == USE_INI_BASIS) { ret = glp_read_sol(csa->prob, csa->ini_file); if (ret != 0) { xprintf("Unable to read initial basis\n"); ret = EXIT_FAILURE; goto done; } } else xassert(csa != csa); } /*--------------------------------------------------------------*/ /* solve the problem */ start = xtime(); if (csa->solution == SOL_BASIC) { if (!csa->exact) { glp_set_bfcp(csa->prob, &csa->bfcp); glp_simplex(csa->prob, &csa->smcp); if (csa->xcheck) { if (csa->smcp.presolve && glp_get_status(csa->prob) != GLP_OPT) xprintf("If you need to check final basis for non-opt" "imal solution, use --nopresol\n"); else glp_exact(csa->prob, &csa->smcp); } if (csa->out_sol != NULL || csa->out_res != NULL) { if (csa->smcp.presolve && glp_get_status(csa->prob) != GLP_OPT) xprintf("If you need actual output for non-optimal solut" "ion, use --nopresol\n"); } } else glp_exact(csa->prob, &csa->smcp); } else if (csa->solution == SOL_INTERIOR) glp_interior(csa->prob, &csa->iptcp);#if 1 /* 15/VIII-2011 */
else if (csa->solution == SOL_INTEGER && csa->minisat) { if (glp_check_cnfsat(csa->prob) == 0) glp_minisat1(csa->prob); else glp_intfeas1(csa->prob, csa->use_bnd, csa->obj_bnd); }#endif
else if (csa->solution == SOL_INTEGER) { glp_set_bfcp(csa->prob, &csa->bfcp); if (!csa->iocp.presolve) glp_simplex(csa->prob, &csa->smcp);#if 0
csa->iocp.msg_lev = GLP_MSG_DBG; csa->iocp.pp_tech = GLP_PP_NONE;#endif
glp_intopt(csa->prob, &csa->iocp); } else xassert(csa != csa); /*--------------------------------------------------------------*/ /* display statistics */ xprintf("Time used: %.1f secs\n", xdifftime(xtime(), start));#if 0 /* 16/II-2012 */
{ glp_long tpeak; char buf[50]; glp_mem_usage(NULL, NULL, NULL, &tpeak); xprintf("Memory used: %.1f Mb (%s bytes)\n", xltod(tpeak) / 1048576.0, xltoa(tpeak, buf)); }#else
{ size_t tpeak; glp_mem_usage(NULL, NULL, NULL, &tpeak); xprintf("Memory used: %.1f Mb (%.0f bytes)\n", (double)tpeak / 1048576.0, (double)tpeak); }#endif
/*--------------------------------------------------------------*/skip: /* postsolve the model, if necessary */ if (csa->tran != NULL) { if (csa->solution == SOL_BASIC) { if (!(glp_get_status(csa->prob) == GLP_OPT || glp_get_status(csa->prob) == GLP_FEAS)) ret = -1; else ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_SOL); } else if (csa->solution == SOL_INTERIOR) { if (!(glp_ipt_status(csa->prob) == GLP_OPT || glp_ipt_status(csa->prob) == GLP_FEAS)) ret = -1; else ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_IPT); } else if (csa->solution == SOL_INTEGER) { if (!(glp_mip_status(csa->prob) == GLP_OPT || glp_mip_status(csa->prob) == GLP_FEAS)) ret = -1; else ret = glp_mpl_postsolve(csa->tran, csa->prob, GLP_MIP); } else xassert(csa != csa); if (ret > 0) { xprintf("Model postsolving error\n"); ret = EXIT_FAILURE; goto done; } } /*--------------------------------------------------------------*/ /* write problem solution in printable format, if required */ if (csa->out_sol != NULL) { if (csa->solution == SOL_BASIC) ret = glp_print_sol(csa->prob, csa->out_sol); else if (csa->solution == SOL_INTERIOR) ret = glp_print_ipt(csa->prob, csa->out_sol); else if (csa->solution == SOL_INTEGER) ret = glp_print_mip(csa->prob, csa->out_sol); else xassert(csa != csa); if (ret != 0) { xprintf("Unable to write problem solution\n"); ret = EXIT_FAILURE; goto done; } } /* write problem solution in printable format, if required */ if (csa->out_res != NULL) { if (csa->solution == SOL_BASIC) ret = glp_write_sol(csa->prob, csa->out_res); else if (csa->solution == SOL_INTERIOR) ret = glp_write_ipt(csa->prob, csa->out_res); else if (csa->solution == SOL_INTEGER) ret = glp_write_mip(csa->prob, csa->out_res); else xassert(csa != csa); if (ret != 0) { xprintf("Unable to write problem solution\n"); ret = EXIT_FAILURE; goto done; } } /* write sensitivity analysis report, if required */ if (csa->out_ranges != NULL) { if (csa->solution == SOL_BASIC) { if (glp_get_status(csa->prob) == GLP_OPT) { if (glp_bf_exists(csa->prob))ranges: { ret = glp_print_ranges(csa->prob, 0, NULL, 0, csa->out_ranges); if (ret != 0) { xprintf("Unable to write sensitivity analysis repo" "rt\n"); ret = EXIT_FAILURE; goto done; } } else { ret = glp_factorize(csa->prob); if (ret == 0) goto ranges; xprintf("Cannot produce sensitivity analysis report d" "ue to error in basis factorization (glp_factorize" " returned %d); try --nopresol\n", ret); } } else xprintf("Cannot produce sensitivity analysis report for " "non-optimal basic solution\n"); } else xprintf("Cannot produce sensitivity analysis report for int" "erior-point or MIP solution\n"); } /*--------------------------------------------------------------*/ /* all seems to be ok */ ret = EXIT_SUCCESS; /*--------------------------------------------------------------*/done: /* delete the LP/MIP problem object */ if (csa->prob != NULL) glp_delete_prob(csa->prob); /* free the translator workspace, if necessary */ if (csa->tran != NULL) glp_mpl_free_wksp(csa->tran); /* delete the network problem object, if necessary */ if (csa->graph != NULL) glp_delete_graph(csa->graph); xassert(gmp_pool_count() == 0); gmp_free_mem(); /* close log file, if necessary */ if (csa->log_file != NULL) glp_close_tee(); /* check that no memory blocks are still allocated */#if 0 /* 16/II-2012 */
{ int count; glp_long total; glp_mem_usage(&count, NULL, &total, NULL); if (count != 0) xerror("Error: %d memory block(s) were lost\n", count); xassert(count == 0); xassert(total.lo == 0 && total.hi == 0); }#else
{ int count; size_t total; glp_mem_usage(&count, NULL, &total, NULL); if (count != 0) xerror("Error: %d memory block(s) were lost\n", count); xassert(total == 0); }#endif
/* free the GLPK environment */ glp_free_env(); /* return to the control program */ return ret;}
/* eof */
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