/* cplex.c (CPLEX-like interface to GLPK API) */ /*********************************************************************** * 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: . * * 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 . ***********************************************************************/ #include #include #include #include #include #include #include "cplex.h" struct CPXENV { /* environment block */ CPXLP *list; /* linked list of problem objects */ int *intparam; /* int intparam[]; */ /* integer control parameters */ double *dblparam; /* double dblparam[]; */ /* floating-point control parameters */ }; struct CPXLP { /* problem object */ CPXENV *env; /* pointer to environment block */ glp_prob *prob; /* pointer to underlying GLPK problem object */ int rflen; /* length of the array rflag */ char *rflag; /* char rflag[rflen]; */ /* rflag[i], i = 0,...,nrows-1, is a flag of i-th row: */ #define RF_NOT_RANGED 0 /* not ranged */ #define RF_RANGED_POS 1 /* ranged, RHS = lower bound */ #define RF_RANGED_NEG 2 /* ranged, RHS = upper bound */ int stat; /* solution status reported by CPXgetstat; zero means no solution exists */ int meth; /* method indicator reported by CPXgetmethod */ int iwlen; /* length of the working array */ int *iwork; /* int iwork[iwlen] */ /* working array initialized by binary zeros */ CPXLP *link; /* pointer to another problem object */ }; struct intparam { int which; int defv; int minv; int maxv; }; struct dblparam { int which; double defv; double minv; double maxv; }; struct errstring { int code; const char *string; }; #define BIGINT 2100000000 #define BIGDBL 1e75 static const struct intparam intparam[] = { {CPX_PARAM_ADVIND, 0, 0, 2}, {CPX_PARAM_AGGIND, -1, -1, BIGINT}, {CPX_PARAM_DATACHECK, CPX_OFF, CPX_OFF, CPX_ON}, {CPX_PARAM_DPRIIND, CPX_DPRIIND_AUTO, CPX_DPRIIND_AUTO, CPX_DPRIIND_DEVEX}, {CPX_PARAM_FASTMIP, CPX_OFF, CPX_OFF, CPX_ON}, /* ??? */ {CPX_PARAM_ITLIM, BIGINT, 0, BIGINT}, {CPX_PARAM_PERIND, CPX_OFF, CPX_OFF, CPX_ON}, {CPX_PARAM_PPRIIND, CPX_PPRIIND_AUTO, CPX_PPRIIND_PARTIAL, CPX_PPRIIND_FULL}, {CPX_PARAM_PREIND, CPX_ON, CPX_OFF, CPX_ON}, {CPX_PARAM_REINV, 0, 0, 10000}, {CPX_PARAM_SCRIND, CPX_OFF, CPX_OFF, CPX_ON}, {CPX_PARAM_SIMDISPLAY, 1, 0, 2}, }; static const struct dblparam dblparam[] = { {CPX_PARAM_EPOPT, 1e-6, 1e-9, 1e-1}, {CPX_PARAM_EPPER, 1e-6, 1e-8, BIGDBL}, {CPX_PARAM_EPRHS, 1e-6, 1e-9, 1e-1}, {CPX_PARAM_OBJLLIM, -BIGDBL, -BIGDBL, +BIGDBL}, {CPX_PARAM_OBJULIM, +BIGDBL, -BIGDBL, +BIGDBL}, }; static const struct errstring errstring[] = { {CPXERR_ARRAY_NOT_ASCENDING, "Array entry %d not ascending"}, {CPXERR_BAD_ARGUMENT, "Invalid argument"}, {CPXERR_BAD_CTYPE, "Invalid ctype entry %d"}, {CPXERR_BAD_FILETYPE, "Invalid filetype"}, {CPXERR_BAD_LUB, "Invalid bound change indicator entry %d"}, {CPXERR_BAD_PARAM_NUM, "Invalid parameter number"}, {CPXERR_BAD_SENSE, "Invalid sense entry %d"}, {CPXERR_BAD_STATUS, "Invalid status entry %d for basis specificat" "ion"}, {CPXERR_COL_INDEX_RANGE, "Column index %d out of range"}, {CPXERR_COUNT_RANGE, "Count entry %d negative or larger than allo" "wed"}, {CPXERR_DUP_ENTRY, "Duplicate entry"}, {CPXERR_FAIL_OPEN_WRITE, "Could not open file '%s' for writing"}, {CPXERR_INDEX_RANGE, "Index is outside range of valid values"}, {CPXERR_NEGATIVE_SURPLUS, "Insufficient array length"}, {CPXERR_NO_BASIC_SOLN, "No basic solution exists"}, {CPXERR_NO_ENVIRONMENT, "No environment exists"}, {CPXERR_NO_FILENAME, "File name not specified"}, {CPXERR_NO_MEMORY, "Out of memory"}, {CPXERR_NO_PROBLEM, "No problem exists"}, {CPXERR_NO_SOLN, "No solution exists"}, {CPXERR_NOT_FIXED, "Only fixed variables are pivoted out"}, {CPXERR_NULL_NAME, "Null pointer %d in name array"}, {CPXERR_NULL_POINTER, "Null pointer for required data"}, {CPXERR_PARAM_TOO_BIG, "Parameter value too big"}, {CPXERR_PARAM_TOO_SMALL, "Parameter value too small"}, {CPXERR_ROW_INDEX_RANGE, "Row index %d out of range"}, }; /**********************************************************************/ #define xassert glp_assert #define xprintf glp_printf #define xmalloc glp_malloc #define xcalloc glp_calloc #define xfree glp_free /**********************************************************************/ static int findintparam(int whichparam) { int k, card; card = sizeof(intparam) / sizeof(struct intparam); for (k = 0; k < card; k++) if (intparam[k].which == whichparam) return k; return -1; } static int getintparam(CPXENV *env, int whichparam) { int k; xassert(env != NULL); k = findintparam(whichparam); xassert(k >= 0); return env->intparam[k]; } static int finddblparam(int whichparam) { int k, card; card = sizeof(dblparam) / sizeof(struct dblparam); for (k = 0; k < card; k++) if (dblparam[k].which == whichparam) return k; return -1; } static double getdblparam(CPXENV *env, int whichparam) { int k; xassert(env != NULL); k = finddblparam(whichparam); xassert(k >= 0); return env->dblparam[k]; } static const char *finderrstring(int errcode) { int k, card; card = sizeof(errstring) / sizeof(struct errstring); for (k = 0; k < card; k++) { if (errstring[k].code == errcode) return errstring[k].string; } return NULL; } static int error(CPXENV *env, int errcode, ...) { va_list arg; char buffer[510]; xassert(env != NULL); if (getintparam(env, CPX_PARAM_SCRIND) == CPX_ON) { xassert(CPXgeterrorstring(env, errcode, buffer) == buffer); va_start(arg, errcode); vprintf(buffer, arg); va_end(arg); } return errcode; } static int checkenv(CPXENV *env) { int errcode; if (env == NULL) errcode = CPXERR_NO_ENVIRONMENT; else errcode = 0; return errcode; } static checklp(CPXENV *env, CPXLP *lp) { int errcode; errcode = checkenv(env); if (errcode) goto done; if (lp == NULL) errcode = error(env, CPXERR_NO_PROBLEM); done: return errcode; } static void invalidate(CPXLP *lp) { lp->stat = 0; lp->meth = CPX_ALG_NONE; return; } static void enlargerflag(CPXLP *lp) { int m; xassert(lp != NULL); m = glp_get_num_rows(lp->prob); if (lp->rflen < m) { int rflen = lp->rflen; char *rflag = lp->rflag; while (lp->rflen < m) { lp->rflen += lp->rflen; xassert(lp->rflen > 0); } lp->rflag = xcalloc(lp->rflen, sizeof(char)); memcpy(lp->rflag, rflag, rflen); xfree(rflag); } return; } static void enlargeiwork(CPXLP *lp, int len) { xassert(len >= 0); if (lp->iwlen < len) { xfree(lp->iwork); while (lp->iwlen < len) { lp->iwlen += lp->iwlen; xassert(lp->iwlen > 0); } lp->iwork = xcalloc(lp->iwlen, sizeof(int)); memset(lp->iwork, 0, lp->iwlen * sizeof(int)); } return; } /**********************************************************************/ int CPXaddcols(CPXENV *env, CPXLP *lp, int ccnt, int nzcnt, const double obj[], const int cmatbeg[], const int cmatind[], const double cmatval[], const double lb[], const double ub[], char *colname[]) { int j, k, m, n, beg, end, type, errcode; double lbnd, ubnd; errcode = checklp(env, lp); if (errcode) goto done; if (ccnt < 0 || nzcnt < 0) { errcode = error(env, CPXERR_BAD_ARGUMENT); goto done; } if (ccnt > 0) { if (cmatbeg == NULL || cmatind == NULL || cmatval == NULL) { errcode = error(env, CPXERR_NULL_POINTER); goto done; } } m = glp_get_num_rows(lp->prob); n = glp_get_num_cols(lp->prob); enlargeiwork(lp, m); for (j = 0; j < ccnt; j++) { beg = cmatbeg[j]; if (j > 0 && !(cmatbeg[j-1] <= beg)) { errcode = error(env, CPXERR_ARRAY_NOT_ASCENDING, j); goto done; } if (!(0 <= beg && beg <= nzcnt)) { errcode = error(env, CPXERR_INDEX_RANGE); goto done; } end = (j < ccnt-1 ? cmatbeg[j+1] : nzcnt); for (k = beg; k < end; k++) { if (!(0 <= cmatind[k] && cmatind[k] < m)) { errcode = error(env, CPXERR_ROW_INDEX_RANGE, k); goto done; } } errcode = 0; for (k = beg; k < end; k++) { if (lp->iwork[cmatind[k]]) { errcode = error(env, CPXERR_DUP_ENTRY); break; } lp->iwork[cmatind[k]] = 1; } for (k = beg; k < end; k++) lp->iwork[cmatind[k]] = 0; if (errcode) goto done; if (colname != NULL) { if (colname[j] == NULL) { errcode = error(env, CPXERR_NULL_NAME, j); goto done; } } } errcode = 0; invalidate(lp); if (ccnt > 0) glp_add_cols(lp->prob, ccnt); for (j = 0; j < ccnt; j++) { if (colname != NULL) glp_set_col_name(lp->prob, n+j+1, colname[j]); lbnd = (lb == NULL ? 0.0 : lb[j]); ubnd = (ub == NULL ? +CPX_INFBOUND : ub[j]); if (lbnd <= -CPX_INFBOUND && ubnd >= +CPX_INFBOUND) type = GLP_FR; else if (ubnd >= +CPX_INFBOUND) type = GLP_LO; else if (lbnd <= -CPX_INFBOUND) type = GLP_UP; else if (lbnd != ubnd) type = GLP_DB; else type = GLP_FX; glp_set_col_bnds(lp->prob, n+j+1, type, lbnd, ubnd); if (obj != NULL) glp_set_obj_coef(lp->prob, n+j+1, obj[j]); beg = cmatbeg[j]; end = (j < ccnt-1 ? cmatbeg[j+1] : nzcnt); for (k = beg; k < end; k++) lp->iwork[k-beg] = cmatind[k]+1; glp_set_mat_col(lp->prob, n+j+1, end-beg, lp->iwork-1, cmatval+beg-1); for (k = beg; k < end; k++) lp->iwork[k-beg] = 0; } done: return errcode; } int CPXaddrows(CPXENV *env, CPXLP *lp, int ccnt, int rcnt, int nzcnt, const double rhs[], const char sense[], const int rmatbeg[], const int rmatind[], const double rmatval[], char *colname[], char *rowname[]) { int i, j, k, m, n, beg, end, type, errcode; double temp; errcode = checklp(env, lp); if (errcode) goto done; if (ccnt < 0 || rcnt < 0 || nzcnt < 0) { errcode = error(env, CPXERR_BAD_ARGUMENT); goto done; } if (rcnt > 0) { if (rmatbeg == NULL || rmatind == NULL || rmatval == NULL) { errcode = error(env, CPXERR_NULL_POINTER); goto done; } } m = glp_get_num_rows(lp->prob); n = glp_get_num_cols(lp->prob); enlargeiwork(lp, n+ccnt); for (i = 0; i < rcnt; i++) { if (sense != NULL) { if (!(sense[i] == 'L' || sense[i] == 'E' || sense[i] == 'G' || sense[i] == 'R')) { errcode = error(env, CPXERR_BAD_SENSE, i); goto done; } } beg = rmatbeg[i]; if (i > 0 && !(rmatbeg[i-1] <= beg)) { errcode = error(env, CPXERR_ARRAY_NOT_ASCENDING, i); goto done; } if (!(0 <= beg && beg <= nzcnt)) { errcode = error(env, CPXERR_INDEX_RANGE); goto done; } end = (i < rcnt-1 ? rmatbeg[i+1] : nzcnt); for (k = beg; k < end; k++) { if (!(0 <= rmatind[k] && rmatind[k] < n+ccnt)) { errcode = error(env, CPXERR_COL_INDEX_RANGE, k); goto done; } } errcode = 0; for (k = beg; k < end; k++) { if (lp->iwork[rmatind[k]]) { errcode = error(env, CPXERR_DUP_ENTRY); break; } lp->iwork[rmatind[k]] = 1; } for (k = beg; k < end; k++) lp->iwork[rmatind[k]] = 0; if (errcode) goto done; if (rowname != NULL) { if (rowname[i] == NULL) { errcode = error(env, CPXERR_NULL_NAME, i); goto done; } } } for (j = 0; j < ccnt; j++) { if (colname != NULL) { if (colname[j] == NULL) { errcode = error(env, CPXERR_NULL_NAME, j); goto done; } } } errcode = 0; invalidate(lp); if (rcnt > 0) glp_add_rows(lp->prob, rcnt); if (ccnt > 0) glp_add_cols(lp->prob, ccnt); enlargerflag(lp); for (i = 0; i < rcnt; i++) { if (rowname != NULL) glp_set_row_name(lp->prob, m+i+1, rowname[i]); temp = (rhs == NULL ? 0.0 : rhs[i]); if (sense == NULL || sense[i] == 'E') { lp->rflag[m+i] = RF_NOT_RANGED; type = GLP_FX; } else if (sense[i] == 'L') { lp->rflag[m+i] = RF_NOT_RANGED; type = GLP_UP; } else if (sense[i] == 'G') { lp->rflag[m+i] = RF_NOT_RANGED; type = GLP_LO; } else if (sense[i] == 'R') { lp->rflag[m+i] = RF_RANGED_POS; type = GLP_FX; } else xassert(sense != sense); glp_set_row_bnds(lp->prob, m+i+1, type, temp, temp); beg = rmatbeg[i]; end = (i < rcnt-1 ? rmatbeg[i+1] : nzcnt); for (k = beg; k < end; k++) lp->iwork[k-beg] = rmatind[k]+1; glp_set_mat_row(lp->prob, m+i+1, end-beg, lp->iwork-1, rmatval+beg-1); for (k = beg; k < end; k++) lp->iwork[k-beg] = 0; } for (j = 0; j < ccnt; j++) { if (colname != NULL) glp_set_col_name(lp->prob, n+j+1, colname[j]); glp_set_col_bnds(lp->prob, n+j+1, GLP_LO, 0.0, 0.0); } done: return errcode; } int CPXbaropt(CPXENV *env, CPXLP *lp) { xassert(env == env); xassert(lp == lp); xprintf("CPXbaropt: not implemented yet\n"); exit(EXIT_FAILURE); return -1; } int CPXbinvrow(CPXENV *env, CPXLP *lp, int i, double y[]) { xassert(env == env); xassert(lp == lp); xassert(i == i); xassert(y == y); xprintf("CPXbinvrow: not implemented yet\n"); exit(EXIT_FAILURE); return -1; } int CPXchgbds(CPXENV *env, CPXLP *lp, int cnt, const int indices[], const char lu[], const double bd[]) { int j, n, type, errcode; double lbnd, ubnd; errcode = checklp(env, lp); if (errcode) goto done; if (cnt < 0) { errcode = error(env, CPXERR_BAD_ARGUMENT); goto done; } if (cnt > 0) { if (indices == NULL || lu == NULL || bd == NULL) { errcode = error(env, CPXERR_NULL_POINTER); goto done; } } n = glp_get_num_cols(lp->prob); for (j = 0; j < cnt; j++) { if (!(0 <= indices[j] && indices[j] < n)) { errcode = error(env, CPXERR_COL_INDEX_RANGE, j); goto done; } if (!(lu[j] == 'L' || lu[j] == 'U' || lu[j] == 'B')) { errcode = error(env, CPXERR_BAD_LUB, j); goto done; } } errcode = 0; invalidate(lp); for (j = 0; j < cnt; j++) { type = glp_get_col_type(lp->prob, indices[j]+1); lbnd = glp_get_col_lb(lp->prob, indices[j]+1); ubnd = glp_get_col_ub(lp->prob, indices[j]+1); if (type == GLP_FR || type == GLP_UP) lbnd = -CPX_INFBOUND; if (type == GLP_FR || type == GLP_LO) ubnd = +CPX_INFBOUND; if (lu[j] == 'L') lbnd = bd[j]; else if (lu[j] == 'U') ubnd = bd[j]; else if (lu[j] == 'B') lbnd = ubnd = bd[j]; else xassert(lu != lu); if (lbnd <= -CPX_INFBOUND && ubnd >= +CPX_INFBOUND) type = GLP_FR; else if (ubnd >= +CPX_INFBOUND) type = GLP_LO; else if (lbnd <= -CPX_INFBOUND) type = GLP_UP; else if (lbnd != ubnd) type = GLP_DB; else type = GLP_FX; glp_set_col_bnds(lp->prob, indices[j]+1, type, lbnd, ubnd); } done: return errcode; } int CPXchgcoeflist(CPXENV *env, CPXLP *lp, int numcoefs, const int rowlist[], const int collist[], const double vallist[]) { int i, j, k, m, n, rcnt, ccnt, len, ptr, errcode; int *head, *next, *ind; double *val; errcode = checklp(env, lp); if (errcode) goto done; if (numcoefs < 0) { errcode = error(env, CPXERR_BAD_ARGUMENT); goto done; } if (numcoefs == 0) { errcode = 0; goto done; } if (rowlist == NULL || collist == NULL || vallist == NULL) { errcode = error(env, CPXERR_NULL_POINTER); goto done; } /* check triplets and determine the number of rows and columns to be changed */ m = glp_get_num_rows(lp->prob); n = glp_get_num_cols(lp->prob); enlargeiwork(lp, m); enlargeiwork(lp, n); rcnt = ccnt = 0; for (k = 0; k < numcoefs; k++) { i = rowlist[k]; if (!(0 <= i && i < m)) { errcode = error(env, CPXERR_ROW_INDEX_RANGE, i); goto done; } if (!(lp->iwork[i] & 0x01)) rcnt++, lp->iwork[i] |= 0x01; j = collist[k]; if (!(0 <= j && j < n)) { errcode = error(env, CPXERR_COL_INDEX_RANGE, j); goto done; } if (!(lp->iwork[j] & 0x02)) ccnt++, lp->iwork[j] |= 0x02; } memset(lp->iwork, 0, m * sizeof(int)); memset(lp->iwork, 0, n * sizeof(int)); errcode = 0; invalidate(lp); if (rcnt <= ccnt) { /* change the matrix by rows */ /* build the linked list of triplets: head[i] is a pointer to first triplet for row i next[k] is a pointer to next triplet for the same row */ head = xcalloc(m, sizeof(int)); for (i = 0; i < m; i++) head[i] = -1; next = xcalloc(numcoefs, sizeof(int)); for (k = 0; k < numcoefs; k++) { i = rowlist[k]; next[k] = head[i]; head[i] = k; } /* check duplicate columns */ for (i = 0; i < m; i++) { for (k = head[i]; k >= 0; k = next[k]) { j = collist[k]; if (lp->iwork[j]) { xfree(head); xfree(next); errcode = error(env, CPXERR_DUP_ENTRY); goto done; } lp->iwork[j] = 1; } for (k = head[i]; k >= 0; k = next[k]) lp->iwork[collist[k]] = 0; } /* perform operation */ ind = xcalloc(1+n, sizeof(int)); val = xcalloc(1+n, sizeof(double)); for (i = 0; i < m; i++) { if (head[i] < 0) continue; len = glp_get_mat_row(lp->prob, i+1, ind, val); for (ptr = 1; ptr <= len; ptr++) { j = ind[ptr]-1; xassert(lp->iwork[j] == 0); lp->iwork[j] = ptr; } for (k = head[i]; k >= 0; k = next[k]) { j = collist[k]; if (lp->iwork[j] == 0) lp->iwork[j] = ++len; ptr = lp->iwork[j]; ind[ptr] = j+1, val[ptr] = vallist[k]; } glp_set_mat_row(lp->prob, i+1, len, ind, val); for (ptr = 1; ptr <= len; ptr++) lp->iwork[ind[ptr]-1] = 0; } } else { /* change the matrix by columns */ /* build the linked lists of triplets: head[j] is a pointer to first triplet for column j next[k] is a pointer to next triplet for the same column */ head = xcalloc(n, sizeof(int)); for (j = 0; j < n; j++) head[j] = -1; next = xcalloc(numcoefs, sizeof(int)); for (k = 0; k < numcoefs; k++) { j = collist[k]; next[k] = head[j]; head[j] = k; } /* check duplicate rows */ for (j = 0; j < n; j++) { for (k = head[j]; k >= 0; k = next[k]) { i = rowlist[k]; if (lp->iwork[i]) { xfree(head); xfree(next); errcode = error(env, CPXERR_DUP_ENTRY); goto done; } lp->iwork[i] = 1; } for (k = head[j]; k >= 0; k = next[k]) lp->iwork[rowlist[k]] = 0; } /* perform operation */ ind = xcalloc(1+m, sizeof(int)); val = xcalloc(1+m, sizeof(double)); for (j = 0; j < n; j++) { if (head[j] < 0) continue; len = glp_get_mat_col(lp->prob, j+1, ind, val); for (ptr = 1; ptr <= len; ptr++) { i = ind[ptr]-1; xassert(lp->iwork[i] == 0); lp->iwork[i] = ptr; } for (k = head[j]; k >= 0; k = next[k]) { i = rowlist[k]; if (lp->iwork[i] == 0) lp->iwork[i] = ++len; ptr = lp->iwork[i]; ind[ptr] = i+1, val[ptr] = vallist[k]; } glp_set_mat_col(lp->prob, j+1, len, ind, val); for (ptr = 1; ptr <= len; ptr++) lp->iwork[ind[ptr]-1] = 0; } } xfree(head); xfree(next); xfree(ind); xfree(val); done: return errcode; } void CPXchgobjsen(CPXENV *env, CPXLP *lp, int maxormin) { int errcode; errcode = checklp(env, lp); if (errcode) goto done; if (!(maxormin == CPX_MIN || maxormin == CPX_MAX)) { errcode = error(env, CPXERR_BAD_ARGUMENT); goto done; } errcode = 0; invalidate(lp); if (maxormin == CPX_MIN) glp_set_obj_dir(lp->prob, GLP_MIN); else glp_set_obj_dir(lp->prob, GLP_MAX); done: xassert(errcode == errcode); return; } int CPXchgsense(CPXENV *env, CPXLP *lp, int cnt, const int indices[], const char sense[]) { int i, m, type, errcode; double rhs; errcode = checklp(env, lp); if (errcode) goto done; if (cnt < 0) { errcode = error(env, CPXERR_BAD_ARGUMENT); goto done; } if (cnt > 0 && (indices == NULL || sense == NULL)) { errcode = error(env, CPXERR_NULL_POINTER); goto done; } m = glp_get_num_rows(lp->prob); for (i = 0; i < cnt; i++) { if (!(0 <= indices[i] && indices[i] < m)) { errcode = error(env, CPXERR_ROW_INDEX_RANGE, i); goto done; } if (!(sense[i] == 'L' || sense[i] == 'E' || sense[i] == 'G' || sense[i] == 'R')) { errcode = error(env, CPXERR_BAD_SENSE, i); goto done; } } errcode = 0; invalidate(lp); for (i = 0; i < cnt; i++) { type = glp_get_row_type(lp->prob, indices[i]+1); if (lp->rflag[indices[i]] == RF_NOT_RANGED) { if (type == GLP_LO || type == GLP_FX) rhs = glp_get_row_lb(lp->prob, indices[i]+1); else if (type == GLP_UP) rhs = glp_get_row_ub(lp->prob, indices[i]+1); else xassert(type != type); } else if (lp->rflag[indices[i]] == RF_RANGED_POS) { xassert(type == GLP_DB || type == GLP_FX); rhs = glp_get_row_lb(lp->prob, indices[i]+1); } else if (lp->rflag[indices[i]] == RF_RANGED_NEG) { xassert(type == GLP_DB); rhs = glp_get_row_ub(lp->prob, indices[i]+1); } else xassert(lp != lp); if (sense[i] == 'L') { lp->rflag[indices[i]] = RF_NOT_RANGED; type = GLP_UP; } else if (sense[i] == 'E') { lp->rflag[indices[i]] = RF_NOT_RANGED; type = GLP_FX; } else if (sense[i] == 'G') { lp->rflag[indices[i]] = RF_NOT_RANGED; type = GLP_LO; } else if (sense[i] == 'R') { lp->rflag[indices[i]] = RF_RANGED_POS; type = GLP_FX; } else xassert(sense != sense); glp_set_row_bnds(lp->prob, indices[i]+1, type, rhs, rhs); } done: return errcode; } int CPXcloseCPLEX(CPXENV **_env) { CPXENV *env; CPXLP *lp; int errcode; if (_env == NULL) { errcode = CPXERR_NULL_POINTER; goto done; } env = *_env; errcode = checkenv(env); if (errcode) goto done; while (env->list != NULL) { lp = env->list; errcode = CPXfreeprob(env, &lp); xassert(!errcode); } xfree(env->intparam); xfree(env->dblparam); xfree(env); *_env = NULL; errcode = 0; done: return errcode; } int CPXcopybase(CPXENV *env, CPXLP *lp, const int cstat[], const int rstat[]) { int i, j, m, n, stat, errcode; errcode = checklp(env, lp); if (errcode) goto done; m = glp_get_num_rows(lp->prob); n = glp_get_num_cols(lp->prob); if (m > 0 && rstat == NULL || n > 0 && cstat == NULL) { errcode = error(env, CPXERR_NULL_POINTER); goto done; } for (i = 0; i < m; i++) { if (!(rstat[i] == CPX_AT_LOWER || rstat[i] == CPX_BASIC || rstat[i] == CPX_AT_UPPER)) { errcode = error(env, CPXERR_BAD_STATUS, i); goto done; } } for (j = 0; j < n; j++) { if (!(cstat[j] == CPX_AT_LOWER || cstat[j] == CPX_BASIC || cstat[j] == CPX_AT_UPPER || cstat[j] == CPX_FREE_SUPER)) { errcode = error(env, CPXERR_BAD_STATUS, j); goto done; } } errcode = 0; invalidate(lp); for (i = 0; i < m; i++) { if (rstat[i] == CPX_AT_LOWER) stat = GLP_NL; else if (rstat[i] == CPX_BASIC) stat = GLP_BS; else if (rstat[i] == CPX_AT_UPPER) stat = GLP_NU; else xassert(rstat != rstat); glp_set_row_stat(lp->prob, i+1, stat); } for (j = 0; j < n; j++) { if (cstat[j] == CPX_AT_LOWER) stat = GLP_NL; else if (cstat[j] == CPX_BASIC) stat = GLP_BS; else if (cstat[j] == CPX_AT_UPPER) stat = GLP_NU; else if (cstat[j] == CPX_FREE_SUPER) stat = GLP_NF; else xassert(cstat != cstat); glp_set_col_stat(lp->prob, j+1, stat); } done: return errcode; } int CPXcopybasednorms(CPXENV *env, CPXLP *lp, const int cstat[], const int rstat[], const double dnorm[]) { int errcode; errcode = CPXcopybase(env, lp, cstat, rstat); xassert(dnorm == dnorm); return errcode; } int CPXcopylp(CPXENV *env, CPXLP *lp, int numcols, int numrows, int objsen, const double obj[], const double rhs[], const char sense[], const int matbeg[], const int matcnt[], const int matind[], const double matval[], const double lb[], const double ub[], const double rngval[]) { int errcode; errcode = CPXcopylpwnames(env, lp, numcols, numrows, objsen, obj, rhs, sense, matbeg, matcnt, matind, matval, lb, ub, rngval, NULL, NULL); return errcode; } int CPXcopylpwnames(CPXENV *env, CPXLP *lp, int numcols, int numrows, int objsen, const double obj[], const double rhs[], const char sense[], const int matbeg[], const int matcnt[], const int matind[], const double matval[], const double lb[], const double ub[], const double rngval[], char *colname[], char *rowname[]) { int i, j, k, beg, end, type, errcode; double lbnd, ubnd; char name[255+1]; errcode = checklp(env, lp); if (errcode) goto done; if (numcols < 0 || numrows < 0) { errcode = error(env, CPXERR_BAD_ARGUMENT); goto done; } if (!(objsen == CPX_MIN || objsen == CPX_MAX)) { errcode = error(env, CPXERR_BAD_ARGUMENT); goto done; } if (numcols > 0) { if (matbeg == NULL || matcnt == NULL || matind == NULL || matval == NULL) { errcode = error(env, CPXERR_NULL_POINTER); goto done; } } for (i = 0; i < numrows; i++) { if (sense != NULL) { if (!(sense[i] == 'L' || sense[i] == 'E' || sense[i] == 'G' || sense[i] == 'R')) { errcode = error(env, CPXERR_BAD_SENSE, i); goto done; } } if (rowname != NULL) { if (rowname[i] == NULL) { errcode = error(env, CPXERR_NULL_NAME, i); goto done; } } } enlargeiwork(lp, numrows); for (j = 0; j < numcols; j++) { beg = matbeg[j]; if (j > 0 && !(matbeg[j-1] <= beg)) { errcode = error(env, CPXERR_ARRAY_NOT_ASCENDING, j); goto done; } if (beg < 0) { errcode = error(env, CPXERR_INDEX_RANGE); goto done; } end = beg + matcnt[j]; if (!(beg <= end) || j < numcols-1 && !(end <= matbeg[j+1])) { errcode = error(env, CPXERR_COUNT_RANGE, j); goto done; } for (k = beg; k < end; k++) { if (!(0 <= matind[k] && matind[k] < numrows)) { errcode = error(env, CPXERR_ROW_INDEX_RANGE, k); goto done; } } errcode = 0; for (k = beg; k < end; k++) { if (lp->iwork[matind[k]]) { errcode = error(env, CPXERR_DUP_ENTRY); break; } lp->iwork[matind[k]] = 1; } for (k = beg; k < end; k++) lp->iwork[matind[k]] = 0; if (errcode) goto done; if (colname != NULL) { if (colname[j] != NULL) { errcode = error(env, CPXERR_NULL_NAME, j); goto done; } } } errcode = 0; invalidate(lp); if (glp_get_prob_name(lp->prob) == NULL) name[0] = '\0'; else strcpy(name, glp_get_prob_name(lp->prob)); glp_erase_prob(lp->prob); glp_set_prob_name(lp->prob, name); if (objsen == CPX_MIN) glp_set_obj_dir(lp->prob, GLP_MIN); else if (objsen == CPX_MAX) glp_set_obj_dir(lp->prob, GLP_MAX); else xassert(objsen != objsen); if (numrows > 0) glp_add_rows(lp->prob, numrows); enlargerflag(lp); for (i = 0; i < numrows; i++) { if (rowname != NULL) glp_set_row_name(lp->prob, i+1, rowname[i]); lbnd = ubnd = (rhs == NULL ? 0.0 : rhs[i]); if (sense == NULL || sense[i] == 'E') { lp->rflag[i] = RF_NOT_RANGED; type = GLP_FX; } else if (sense[i] == 'L') { lp->rflag[i] = RF_NOT_RANGED; type = GLP_UP; } else if (sense[i] == 'G') { lp->rflag[i] = RF_NOT_RANGED; type = GLP_LO; } else if (sense[i] == 'R') { if (rngval == NULL || rngval[i] == 0.0) { lp->rflag[i] = RF_RANGED_POS; type = GLP_FX; } else if (rngval[i] > 0.0) { lp->rflag[i] = RF_RANGED_POS; type = GLP_DB; ubnd += rngval[i]; } else /* rngval[i] < 0.0 */ { lp->rflag[i] = RF_RANGED_NEG; type = GLP_DB; lbnd += rngval[i]; } } else xassert(sense != sense); glp_set_row_bnds(lp->prob, i+1, type, lbnd, ubnd); } if (numcols > 0) glp_add_cols(lp->prob, numcols); for (j = 0; j < numcols; j++) { if (colname != NULL) glp_set_col_name(lp->prob, j+1, colname[j]); lbnd = (lb == NULL ? 0.0 : lb[j]); ubnd = (ub == NULL ? +CPX_INFBOUND : ub[j]); if (lbnd <= -CPX_INFBOUND && ubnd >= +CPX_INFBOUND) type = GLP_FR; else if (ubnd >= +CPX_INFBOUND) type = GLP_LO; else if (lbnd <= -CPX_INFBOUND) type = GLP_UP; else if (lbnd != ubnd) type = GLP_DB; else type = GLP_FX; glp_set_col_bnds(lp->prob, j+1, type, lbnd, ubnd); if (obj != NULL) glp_set_obj_coef(lp->prob, j+1, obj[j]); beg = matbeg[j]; end = beg + matcnt[j]; for (k = beg; k < end; k++) lp->iwork[k-beg] = matind[k]+1; glp_set_mat_col(lp->prob, j+1, end-beg, lp->iwork-1, matval+beg-1); for (k = beg; k < end; k++) lp->iwork[k-beg] = 0; } done: return errcode; } CPXLP *CPXcreateprob(CPXENV *env, int *status, const char *probname) { CPXLP *lp = NULL; int errcode; errcode = checkenv(env); if (errcode) goto done; lp = xmalloc(sizeof(struct CPXLP)); lp->env = env; lp->prob = glp_create_prob(); glp_set_prob_name(lp->prob, probname); lp->rflen = 100; lp->rflag = xcalloc(lp->rflen, sizeof(char)); lp->iwlen = 100; lp->iwork = xcalloc(lp->iwlen, sizeof(int)); memset(lp->iwork, 0, lp->iwlen * sizeof(int)); lp->link = env->list; env->list = lp; invalidate(lp); done: if (status != NULL) *status = errcode; return lp; } int CPXdelcols(CPXENV *env, CPXLP *lp, int begin, int end) { int j, n, errcode; errcode = checklp(env, lp); if (errcode) goto done; n = glp_get_num_cols(lp->prob); if (!(0 <= begin && begin <= end && end < n)) { errcode = error(env, CPXERR_INDEX_RANGE); goto done; } errcode = 0; invalidate(lp); enlargeiwork(lp, end-begin+1); for (j = begin; j <= end; j++) lp->iwork[j-begin] = j+1; glp_del_cols(lp->prob, end-begin+1, lp->iwork-1); for (j = begin; j <= end; j++) lp->iwork[j-begin] = 0; done: return errcode; } int CPXdelrows(CPXENV *env, CPXLP *lp, int begin, int end) { int i, m, errcode; errcode = checklp(env, lp); if (errcode) goto done; m = glp_get_num_rows(lp->prob); if (!(0 <= begin && begin <= end && end < m)) { errcode = error(env, CPXERR_INDEX_RANGE); goto done; } errcode = 0; invalidate(lp); enlargeiwork(lp, end-begin+1); for (i = begin; i <= end; i++) lp->iwork[i-begin] = i+1; glp_del_rows(lp->prob, end-begin+1, lp->iwork-1); for (i = begin; i <= end; i++) lp->iwork[i-begin] = 0; for (i = end+1; i < m; i++) lp->rflag[i-(end-begin+1)] = lp->rflag[i]; done: return errcode; } int CPXdelsetcols(CPXENV *env, CPXLP *lp, int delstat[]) { xassert(env == env); xassert(lp == lp); xassert(delstat == delstat); xprintf("CPXdelsetcols: not implemented yet\n"); exit(EXIT_FAILURE); return -1; } int CPXdelsetrows(CPXENV *env, CPXLP *lp, int delstat[]) { int i, m, cnt, ind, errcode; errcode = checklp(env, lp); if (errcode) goto done; m = glp_get_num_rows(lp->prob); if (m > 0 && delstat == NULL) { errcode = error(env, CPXERR_NULL_POINTER); goto done; } errcode = 0; invalidate(lp); enlargeiwork(lp, m); cnt = ind = 0; for (i = 0; i < m; i++) { if (delstat[i] == 1) { delstat[i] = -1; lp->iwork[cnt++] = i+1; } else { delstat[i] = ind; lp->rflag[ind++] = lp->rflag[i]; } } if (cnt > 0) glp_del_rows(lp->prob, cnt, lp->iwork-1); for (i = 0; i < cnt; i++) lp->iwork[i] = 0; done: return errcode; } int CPXdualopt(CPXENV *env, CPXLP *lp); int CPXfreeprob(CPXENV *env, CPXLP **_lp) { CPXLP *lp; int errcode; errcode = checkenv(env); if (errcode) goto done; if (_lp == NULL) { errcode = error(env, CPXERR_NULL_POINTER); goto done; } lp = *_lp; errcode = checklp(env, lp); if (errcode) goto done; errcode = 0; env = lp->env; if (env->list == lp) env->list = lp->link; else { CPXLP *pp; for (pp = env->list; pp != NULL; pp = pp->link) if (pp->link == lp) break; xassert(pp != NULL); pp->link = lp->link; } glp_delete_prob(lp->prob); xfree(lp->rflag); xfree(lp->iwork); xfree(lp); *_lp = NULL; done: return errcode; } int CPXgetbase(CPXENV *env, CPXLP *lp, int cstat[], int rstat[]) { int i, j, m, n, stat, errcode; errcode = checklp(env, lp); if (errcode) goto done; if (!lp->stat) { errcode = error(env, CPXERR_NO_SOLN); goto done; } if (lp->meth == CPX_ALG_PRIMAL || lp->meth == CPX_ALG_DUAL) ; else { errcode = error(env, CPXERR_NO_BASIC_SOLN); goto done; } errcode = 0; if (rstat != NULL) { m = glp_get_num_rows(lp->prob); for (i = 0; i < m; i++) { stat = glp_get_row_stat(lp->prob, i+1); if (stat == GLP_BS) rstat[i] = CPX_BASIC; else if (lp->rflag[i] == RF_NOT_RANGED || stat != GLP_NU) rstat[i] = CPX_AT_LOWER; else rstat[i] = CPX_AT_UPPER; } } if (cstat != NULL) { n = glp_get_num_cols(lp->prob); for (j = 0; j < n; j++) { stat = glp_get_col_stat(lp->prob, j+1); if (stat == GLP_BS) cstat[j] = CPX_BASIC; else if (stat == GLP_NU) cstat[j] = CPX_AT_UPPER; else if (stat == GLP_NF) cstat[j] = CPX_FREE_SUPER; else cstat[j] = CPX_AT_LOWER; } } done: return errcode; } int CPXgetbasednorms(CPXENV *env, CPXLP *lp, int cstat[], int rstat[], double dnorm[]) { int i, m, errcode; errcode = CPXgetbase(env, lp, cstat, rstat); if (errcode) goto done; if (dnorm != NULL) { m = glp_get_num_rows(lp->prob); for (i = 0; i < m; i++) dnorm[i] = 1.0; } done: return errcode; } int CPXgetbhead(CPXENV *env, CPXLP *lp, int head[], double x[]) { xassert(env == env); xassert(lp == lp); xassert(head == head); xassert(x == x); xprintf("CPXgetbhead: not implemented yet\n"); exit(EXIT_FAILURE); return -1; } int CPXgetdblparam(CPXENV *env, int whichparam, double *value) { int k, errcode; errcode = checkenv(env); if (errcode) goto done; k = finddblparam(whichparam); if (k < 0) { errcode = error(env, CPXERR_BAD_PARAM_NUM); goto done; } errcode = 0; if (value != NULL) *value = env->dblparam[k]; done: return errcode; } int CPXgetdj(CPXENV *env, CPXLP *lp, double dj[], int begin, int end) { int j, n, errcode; errcode = checklp(env, lp); if (errcode) goto done; n = glp_get_num_cols(lp->prob); if (!(0 <= begin && begin <= end && end < n)) { errcode = error(env, CPXERR_INDEX_RANGE); goto done; } if (!lp->stat) { errcode = error(env, CPXERR_NO_SOLN); goto done; } errcode = 0; if (lp->meth == CPX_ALG_PRIMAL || lp->meth == CPX_ALG_DUAL) { if (dj != NULL) { for (j = begin; j <= end; j++) dj[j-begin] = glp_get_col_dual(lp->prob, j+1); } } else xassert(lp != lp); done: return errcode; } char *CPXgeterrorstring(CPXENV *env, int errcode, char *buffer) { const char *string; xassert(env == env); string = finderrstring(errcode); if (string == NULL) buffer = NULL; else sprintf(buffer, "CPLEX Error %5d: %s.\n", errcode, string); return buffer; } int CPXgetijdiv(CPXENV *env, CPXLP *lp, int *idiv, int *jdiv) { xassert(env == env); xassert(lp == lp); xassert(idiv == idiv); xassert(jdiv == jdiv); xprintf("CPXgetijdiv: not implemented yet\n"); exit(EXIT_FAILURE); return -1; } int CPXgetintparam(CPXENV *env, int whichparam, int *value) { int k, errcode; errcode = checkenv(env); if (errcode) goto done; k = findintparam(whichparam); if (k < 0) { errcode = error(env, CPXERR_BAD_PARAM_NUM); goto done; } errcode = 0; if (value != NULL) *value = env->intparam[k]; done: return errcode; } int CPXgetlb(CPXENV *env, CPXLP *lp, double lb[], int begin, int end) { xassert(env == env); xassert(lp == lp); xassert(lb == lb); xassert(begin == begin); xassert(end == end); xprintf("CPXgetlb: not implemented yet\n"); exit(EXIT_FAILURE); return -1; } int CPXgetmethod(CPXENV *env, CPXLP *lp) { int method; if (checklp(env, lp)) method = CPX_ALG_NONE; else method = lp->meth; return method; } int CPXgetnumcols(CPXENV *env, CPXLP *lp) { int numcols; if (checklp(env, lp)) numcols = 0; else numcols = glp_get_num_cols(lp->prob); return numcols; } int CPXgetnumnz(CPXENV *env, CPXLP *lp) { int numnz; if (checklp(env, lp)) numnz = 0; else numnz = glp_get_num_nz(lp->prob); return numnz; } int CPXgetnumrows(CPXENV *env, CPXLP *lp) { int numrows; if (checklp(env, lp)) numrows = 0; else numrows = glp_get_num_rows(lp->prob); return numrows; } int CPXgetobjval(CPXENV *env, CPXLP *lp, double *objval) { int errcode; errcode = checklp(env, lp); if (errcode) goto done; if (!lp->stat) { errcode = error(env, CPXERR_NO_SOLN); goto done; } errcode = 0; if (lp->meth == CPX_ALG_PRIMAL || lp->meth == CPX_ALG_DUAL) { if (objval != NULL) *objval = glp_get_obj_val(lp->prob); } else xassert(lp != lp); done: return errcode; } int CPXgetpi(CPXENV *env, CPXLP *lp, double pi[], int begin, int end) { int i, m, errcode; errcode = checklp(env, lp); if (errcode) goto done; m = glp_get_num_rows(lp->prob); if (!(0 <= begin && begin <= end && end < m)) { errcode = error(env, CPXERR_INDEX_RANGE); goto done; } if (!lp->stat) { errcode = error(env, CPXERR_NO_SOLN); goto done; } errcode = 0; if (lp->meth == CPX_ALG_PRIMAL || lp->meth == CPX_ALG_DUAL) { if (pi != NULL) { for (i = begin; i <= end; i++) pi[i-begin] = glp_get_row_dual(lp->prob, i+1); } } else xassert(lp != lp); done: return errcode; } int CPXgetsense(CPXENV *env, CPXLP *lp, char sense[], int begin, int end) { xassert(env == env); xassert(lp == lp); xassert(sense == sense); xassert(begin == begin); xassert(end == end); xprintf("CPXgetsense: not implemented yet\n"); exit(EXIT_FAILURE); return -1; } int CPXgetslack(CPXENV *env, CPXLP *lp, double slack[], int begin, int end) { int i, m, type, errcode; double temp; errcode = checklp(env, lp); if (errcode) goto done; m = glp_get_num_rows(lp->prob); if (!(0 <= begin && begin <= end && end < m)) { errcode = error(env, CPXERR_INDEX_RANGE); goto done; } if (!lp->stat) { errcode = error(env, CPXERR_NO_SOLN); goto done; } errcode = 0; if (lp->meth == CPX_ALG_PRIMAL || lp->meth == CPX_ALG_DUAL) { if (slack != NULL) { for (i = begin; i <= end; i++) { type = glp_get_row_type(lp->prob, i+1); temp = glp_get_row_prim(lp->prob, i+1); if (lp->rflag[i] == RF_NOT_RANGED) { if (type == GLP_LO || type == GLP_FX) slack[i-begin] = glp_get_row_lb(lp->prob, i+1) - temp; else if (type == GLP_UP) slack[i-begin] = glp_get_row_ub(lp->prob, i+1) - temp; else xassert(type != type); } else if (lp->rflag[i] == RF_RANGED_POS) { xassert(type == GLP_DB || type == GLP_FX); slack[i-begin] = temp - glp_get_row_lb(lp->prob, i+1); } else if (lp->rflag[i] == RF_RANGED_NEG) { xassert(type == GLP_DB); slack[i-begin] = temp - glp_get_row_ub(lp->prob, i+1); } else xassert(lp != lp); } } } else xassert(lp != lp); done: return errcode; } int CPXgetstat(CPXENV *env, CPXLP *lp) { int stat; if (checklp(env, lp)) stat = 0; else stat = lp->stat; return stat; } int CPXgetub(CPXENV *env, CPXLP *lp, double ub[], int begin, int end) { xassert(env == env); xassert(lp == lp); xassert(ub == ub); xassert(begin == begin); xassert(end == end); xprintf("CPXgetub: not implemented yet\n"); exit(EXIT_FAILURE); return -1; } int CPXgetweight(CPXENV *env, CPXLP *lp, int rcnt, const int rmatbeg[], const int rmatind[], const double rmatval[], double weight[], int dpriind) { xassert(env == env); xassert(lp == lp); xassert(rcnt == rcnt); xassert(rmatbeg == rmatbeg); xassert(rmatind == rmatind); xassert(rmatval == rmatval); xassert(weight == weight); xassert(dpriind == dpriind); xprintf("CPXgetweight: not implemented yet\n"); exit(EXIT_FAILURE); return -1; } int CPXgetx(CPXENV *env, CPXLP *lp, double x[], int begin, int end) { int j, n, errcode; errcode = checklp(env, lp); if (errcode) goto done; n = glp_get_num_cols(lp->prob); if (!(0 <= begin && begin <= end && end < n)) { errcode = error(env, CPXERR_INDEX_RANGE); goto done; } if (!lp->stat) { errcode = error(env, CPXERR_NO_SOLN); goto done; } errcode = 0; if (lp->meth == CPX_ALG_PRIMAL || lp->meth == CPX_ALG_DUAL) { if (x != NULL) { for (j = begin; j <= end; j++) x[j-begin] = glp_get_col_prim(lp->prob, j+1); } } else xassert(lp != lp); done: return errcode; } int CPXinfodblparam(CPXENV *env, int whichparam, double *defvalue, double *minvalue, double *maxvalue) { int k, errcode; errcode = checkenv(env); if (errcode) goto done; k = finddblparam(whichparam); if (k < 0) { errcode = error(env, CPXERR_BAD_PARAM_NUM); goto done; } errcode = 0; if (defvalue != NULL) *defvalue = dblparam[k].defv; if (minvalue != NULL) *minvalue = dblparam[k].minv; if (maxvalue != NULL) *maxvalue = dblparam[k].maxv; done: return errcode; } int CPXinfointparam(CPXENV *env, int whichparam, int *defvalue, int *minvalue, int *maxvalue) { int k, errcode; errcode = checkenv(env); if (errcode) goto done; k = findintparam(whichparam); if (k < 0) { errcode = error(env, CPXERR_BAD_PARAM_NUM); goto done; } errcode = 0; if (defvalue != NULL) *defvalue = intparam[k].defv; if (minvalue != NULL) *minvalue = intparam[k].minv; if (maxvalue != NULL) *maxvalue = intparam[k].maxv; done: return errcode; } int CPXmdleave(const CPXENV *env, CPXLP *lp, const int goodlist[], int goodlen, double downratio[], double upratio[]) { int k; xassert(env == env); xassert(lp == lp); xassert(goodlist == goodlist); xassert(goodlen >= 0); xassert(downratio != NULL); xassert(upratio != NULL); /* not implemented yet */ for (k = 0; k < goodlen; k++) downratio[k] = upratio[k] = 0.0; return 0; } int CPXnewcols(CPXENV *env, CPXLP *lp, int ccnt, const double obj[], const double lb[], const double ub[], const char ctype[], char *colname[]) { int j, n, kind, type, errcode; double lbnd, ubnd; errcode = checklp(env, lp); if (errcode) goto done; if (ccnt < 0) { errcode = error(env, CPXERR_BAD_ARGUMENT); goto done; } for (j = 0; j < ccnt; j++) { if (ctype != NULL) { if (!(ctype[j] == 'C' || ctype[j] == 'B' || ctype[j] == 'I')) { errcode = error(env, CPXERR_BAD_CTYPE, j); goto done; } } if (colname != NULL) { if (colname[j] == NULL) { errcode = error(env, CPXERR_NULL_NAME, j); goto done; } } } errcode = 0; invalidate(lp); n = glp_get_num_cols(lp->prob); if (ccnt > 0) glp_add_cols(lp->prob, ccnt); for (j = 0; j < ccnt; j++) { if (colname != NULL) glp_set_col_name(lp->prob, n+j+1, colname[j]); if (obj != NULL) glp_set_obj_coef(lp->prob, n+j+1, obj[j]); lbnd = (lb == NULL ? 0.0 : lb[j]); ubnd = (ub == NULL ? 0.0 : ub[j]); if (lbnd <= -CPX_INFBOUND && ubnd >= +CPX_INFBOUND) type = GLP_FR; else if (ubnd >= +CPX_INFBOUND) type = GLP_LO; else if (lbnd <= -CPX_INFBOUND) type = GLP_UP; else if (lbnd != ubnd) type = GLP_DB; else type = GLP_FX; glp_set_col_bnds(lp->prob, n+j+1, type, lbnd, ubnd); if (ctype != NULL) { if (ctype[j] == 'C') kind = GLP_CV; else if (ctype[j] == 'B') kind = GLP_BV; else if (ctype[j] == 'I') kind = GLP_IV; else xassert(ctype != ctype); glp_set_col_kind(lp->prob, n+j+1, kind); } } done: return errcode; } int CPXnewrows(CPXENV *env, CPXLP *lp, int rcnt, const double rhs[], const char sense[], const double rngval[], char *rowname[]) { int i, m, type, errcode; double lbnd, ubnd; errcode = checklp(env, lp); if (errcode) goto done; if (rcnt < 0) { errcode = error(env, CPXERR_BAD_ARGUMENT); goto done; } for (i = 0; i < rcnt; i++) { if (sense != NULL) { if (!(sense[i] == 'L' || sense[i] == 'E' || sense[i] == 'G' || sense[i] == 'R')) { errcode = error(env, CPXERR_BAD_SENSE, i); goto done; } } if (rowname != NULL) { if (rowname[i] == NULL) { errcode = error(env, CPXERR_NULL_NAME, i); goto done; } } } errcode = 0; invalidate(lp); m = glp_get_num_rows(lp->prob); if (rcnt > 0) glp_add_rows(lp->prob, rcnt); enlargerflag(lp); for (i = 0; i < rcnt; i++) { if (rowname != NULL) glp_set_row_name(lp->prob, m+i+1, rowname[i]); lbnd = ubnd = (rhs == NULL ? 0.0 : rhs[i]); if (sense == NULL || sense[i] == 'E') { lp->rflag[m+i] = RF_NOT_RANGED; type = GLP_FX; } else if (sense[i] == 'L') { lp->rflag[m+i] = RF_NOT_RANGED; type = GLP_UP; } else if (sense[i] == 'G') { lp->rflag[m+i] = RF_NOT_RANGED; type = GLP_LO; } else if (sense[i] == 'R') { if (rngval == NULL || rngval[i] == 0.0) { lp->rflag[m+i] = RF_RANGED_POS; type = GLP_FX; } else if (rngval[i] > 0.0) { lp->rflag[m+i] = RF_RANGED_POS; type = GLP_DB; ubnd += rngval[i]; } else /* rngval[i] < 0.0 */ { lp->rflag[m+i] = RF_RANGED_NEG; type = GLP_DB; lbnd += rngval[i]; } } else xassert(sense != sense); glp_set_row_bnds(lp->prob, m+i+1, type, lbnd, ubnd); } done: return errcode; } CPXENV *CPXopenCPLEX(int *status) { CPXENV *env; int k, card; env = xmalloc(sizeof(CPXENV)); env->list = NULL; card = sizeof(intparam) / sizeof(struct intparam); env->intparam = xcalloc(card, sizeof(int)); for (k = 0; k < card; k++) env->intparam[k] = intparam[k].defv; card = sizeof(dblparam) / sizeof(struct dblparam); env->dblparam = xcalloc(card, sizeof(double)); for (k = 0; k < card; k++) env->dblparam[k] = dblparam[k].defv; if (status != NULL) *status = 0; return env; } int CPXpivotin(CPXENV *env, CPXLP *lp, const int rlist[], int rlen) { int i, m, errcode; errcode = checklp(env, lp); if (errcode) goto done; if (rlen < 0) { errcode = error(env, CPXERR_BAD_ARGUMENT); goto done; } if (rlen > 0 && rlist == NULL) { errcode = error(env, CPXERR_NULL_POINTER); goto done; } m = glp_get_num_rows(lp->prob); for (i = 0; i < rlen; i++) { if (!(0 <= rlist[i] && rlist[i] < m)) { errcode = error(env, CPXERR_ROW_INDEX_RANGE, i); goto done; } } errcode = 0; for (i = 0; i < rlen; i++) { if (glp_get_row_type(lp->prob, rlist[i]+1) != GLP_FX) { if (glp_get_row_stat(lp->prob, rlist[i]+1) != GLP_BS) { /* not implemented yet */ break; } } } done: return errcode; } int CPXpivotout(CPXENV *env, CPXLP *lp, const int clist[], int clen) { int j, n, errcode; errcode = checklp(env, lp); if (errcode) goto done; if (clen < 0) { errcode = error(env, CPXERR_BAD_ARGUMENT); goto done; } if (clen > 0 && clist == NULL) { errcode = error(env, CPXERR_NULL_POINTER); goto done; } n = glp_get_num_cols(lp->prob); for (j = 0; j < clen; j++) { if (!(0 <= clist[j] && clist[j] < n)) { errcode = error(env, CPXERR_COL_INDEX_RANGE, j); goto done; } if (glp_get_col_type(lp->prob, clist[j]+1) != GLP_FX) { errcode = error(env, CPXERR_NOT_FIXED); goto done; } } errcode = 0; for (j = 0; j < clen; j++) { if (glp_get_col_stat(lp->prob, clist[j]+1) == GLP_BS) { /* not implemented yet */ break; } } done: return errcode; } int CPXprimopt(CPXENV *env, CPXLP *lp); int CPXsavwrite(CPXENV *env, CPXLP *lp, const char *filename) { xassert(env == env); xassert(lp == lp); xassert(filename == filename); xprintf("CPXsavwrite: not implemented yet\n"); exit(EXIT_FAILURE); return -1; } int CPXsetdblparam(CPXENV *env, int whichparam, double newvalue) { int k, errcode; errcode = checkenv(env); if (errcode) goto done; k = finddblparam(whichparam); if (k < 0) { errcode = error(env, CPXERR_BAD_PARAM_NUM); goto done; } if (newvalue < dblparam[k].minv) { errcode = error(env, CPXERR_PARAM_TOO_SMALL); goto done; } if (newvalue > dblparam[k].maxv) { errcode = error(env, CPXERR_PARAM_TOO_BIG); goto done; } errcode = 0; env->dblparam[k] = newvalue; done: return errcode; } int CPXsetintparam(CPXENV *env, int whichparam, int newvalue) { int k, errcode; errcode = checkenv(env); if (errcode) goto done; k = findintparam(whichparam); if (k < 0) { errcode = error(env, CPXERR_BAD_PARAM_NUM); goto done; } if (newvalue < intparam[k].minv) { errcode = error(env, CPXERR_PARAM_TOO_SMALL); goto done; } if (newvalue > intparam[k].maxv) { errcode = error(env, CPXERR_PARAM_TOO_BIG); goto done; } errcode = 0; env->intparam[k] = newvalue; done: return errcode; } int CPXsolninfo(CPXENV *env, CPXLP *lp, int *solnmethod, int *solntype, int *pfeasind, int *dfeasind) { int type, pfeas, dfeas, errcode; errcode = checklp(env, lp); if (errcode) goto done; errcode = 0; if (!lp->stat) type = CPX_NO_SOLN, pfeas = dfeas = 0; else if (lp->meth == CPX_ALG_PRIMAL || lp->meth == CPX_ALG_DUAL) { type = CPX_BASIC_SOLN; pfeas = (glp_get_prim_stat(lp->prob) == GLP_FEAS); dfeas = (glp_get_dual_stat(lp->prob) == GLP_FEAS); } else xassert(lp != lp); if (solnmethod != NULL) *solnmethod = lp->meth; if (solntype != NULL) *solntype = type; if (pfeasind != NULL) *pfeasind = pfeas; if (dfeasind != NULL) *dfeasind = dfeas; done: return errcode; } int CPXsolution(CPXENV *env, CPXLP *lp, int *lpstat, double *objval, double x[], double pi[], double slack[], double dj[]) { int m, n, errcode; errcode = checklp(env, lp); if (errcode) goto done; if (!lp->stat) { errcode = error(env, CPXERR_NO_SOLN); goto done; } errcode = 0; m = glp_get_num_rows(lp->prob); n = glp_get_num_cols(lp->prob); if (lp->meth == CPX_ALG_PRIMAL || lp->meth == CPX_ALG_DUAL) { if (lpstat != NULL) *lpstat = CPXgetstat(env, lp); if (objval != NULL) xassert(CPXgetobjval(env, lp, objval) == 0); if (x != NULL) xassert(CPXgetx(env, lp, x, 0, n-1) == 0); if (pi != NULL) xassert(CPXgetpi(env, lp, pi, 0, m-1) == 0); if (slack != NULL) xassert(CPXgetslack(env, lp, slack, 0, m-1) == 0); if (dj != NULL) xassert(CPXgetdj(env, lp, dj, 0, n-1) == 0); } else xassert(lp != lp); done: return errcode; } int CPXstrongbranch(CPXENV *env, CPXLP *lp, const int goodlist[], int goodlen, double downpen[], double uppen[], int itlim) { int k; xassert(env == env); xassert(lp == lp); xassert(goodlist == goodlist); xassert(goodlen >= 0); xassert(downpen != NULL); xassert(uppen != NULL); xassert(itlim == itlim); /* not implemented yet */ for (k = 0; k < goodlen; k++) downpen[k] = uppen[k] = 0.0; return 0; } static int xstrcasecmp(const char *s1, const char *s2) { int c1, c2; for (;;) { c1 = toupper((unsigned char)*s1++); c2 = toupper((unsigned char)*s2++); if (c1 == '\0' || c1 != c2) break; } return c1 - c2; } static void getfiletype(const char *filename, char type[3+1]) { /* determine filetype from filename */ int beg, end; beg = end = strlen(filename); while (beg > 0 && filename[beg-1] != '.' && end - beg < 3) beg--; if (beg > 0 && filename[beg-1] == '.' && xstrcasecmp(&filename[beg], "gz") == 0) { end = --beg; while (beg > 0 && filename[beg-1] != '.' && end - beg < 3) beg--; } if (beg > 0 && filename[beg-1] == '.') { memcpy(type, &filename[beg], end - beg); type[end - beg] = '\0'; } else type[0] = '\0'; return; } int CPXwriteprob(CPXENV *env, CPXLP *lp, const char *filename, const char *filetype) { glp_prob *copy; int errcode; char type[3+1]; errcode = checklp(env, lp); if (errcode) goto done; if (filename == NULL) { errcode = error(env, CPXERR_NO_FILENAME); goto done; } if (filetype == NULL) getfiletype(filename, type), filetype = type; if (xstrcasecmp(filetype, "MPS") == 0) { glp_term_out(GLP_OFF); errcode = glp_write_mps(lp->prob, GLP_MPS_FILE, NULL, filename) ; glp_term_out(GLP_ON); } else if (xstrcasecmp(filetype, "LP") == 0) { glp_term_out(GLP_OFF); errcode = glp_write_lp(lp->prob, NULL, filename); glp_term_out(GLP_ON); } else if (xstrcasecmp(filetype, "RMP") == 0 || xstrcasecmp(filetype, "REW") == 0) { copy = glp_create_prob(); glp_copy_prob(copy, lp->prob, GLP_OFF); glp_term_out(GLP_OFF); errcode = glp_write_mps(copy, GLP_MPS_DECK, NULL, filename); glp_term_out(GLP_ON); glp_delete_prob(copy); } else if (xstrcasecmp(filetype, "RLP") == 0) { copy = glp_create_prob(); glp_copy_prob(copy, lp->prob, GLP_OFF); glp_term_out(GLP_OFF); errcode = glp_write_lp(copy, NULL, filename); glp_term_out(GLP_ON); glp_delete_prob(copy); } else { errcode = error(env, CPXERR_BAD_FILETYPE); goto done; } if (errcode) errcode = error(env, CPXERR_FAIL_OPEN_WRITE, filename); done: return errcode; } /**********************************************************************/ static int solvelp(CPXENV *env, CPXLP *lp, int meth) { glp_smcp parm; int errcode; errcode = checklp(env, lp); if (errcode) goto done; errcode = 0; invalidate(lp); glp_init_smcp(&parm); switch (meth) { case CPX_ALG_PRIMAL: parm.meth = GLP_PRIMAL; break; case CPX_ALG_DUAL: parm.meth = GLP_DUAL; break; default: xassert(meth != meth); } switch (getintparam(env, CPX_PARAM_SIMDISPLAY)) { case 0: parm.msg_lev = GLP_MSG_OFF; break; case 1: parm.msg_lev = GLP_MSG_ALL; break; case 2: parm.msg_lev = GLP_MSG_ALL; parm.out_frq = 1; break; default: xassert(env != env); } xassert(getdblparam == getdblparam); switch (getintparam(env, CPX_PARAM_ADVIND)) { case 0: glp_term_out(GLP_OFF); glp_adv_basis(lp->prob, 0); glp_term_out(GLP_ON); break; case 1: case 2: break; default: xassert(env != env); } if (!glp_bf_exists(lp->prob)) { if (glp_factorize(lp->prob) != 0) { glp_term_out(GLP_OFF); glp_adv_basis(lp->prob, 0); glp_term_out(GLP_ON); if (glp_factorize(lp->prob) != 0) glp_std_basis(lp->prob); } } xassert(glp_simplex(lp->prob, &parm) == 0); switch (glp_get_status(lp->prob)) { case GLP_OPT: lp->stat = CPX_STAT_OPTIMAL; lp->meth = meth; break; case GLP_NOFEAS: lp->stat = CPX_STAT_INFEASIBLE; lp->meth = meth; break; case GLP_UNBND: lp->stat = CPX_STAT_UNBOUNDED; lp->meth = meth; break; default: xassert(lp != lp); } done: return errcode; } int CPXprimopt(CPXENV *env, CPXLP *lp) { int errcode; errcode = solvelp(env, lp, CPX_ALG_PRIMAL); return errcode; } int CPXdualopt(CPXENV *env, CPXLP *lp) { int errcode; errcode = solvelp(env, lp, CPX_ALG_DUAL); return errcode; } int CPXlpopt(CPXENV *env, CPXLP *lp) { int errcode; errcode = solvelp(env, lp, CPX_ALG_PRIMAL); return errcode; } /* eof */