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							1505 lines
						
					
					
						
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				| /* lpx.c (old GLPK API) */ | |
| 
 | |
| /* Written by Andrew Makhorin <mao@gnu.org>, August 2013. */ | |
| 
 | |
| /* This file contains routines that implement the old GLPK API as it | |
| *  was defined in GLPK 4.48. | |
| * | |
| *  To compile an existing project using these routines you need to add | |
| *  to the project this file and the header lpx.h. | |
| * | |
| *  Please note that you may mix calls to old and new GLPK API routines | |
| *  (except calls to glp_create_prob and glp_delete_prob). */ | |
| 
 | |
| #include <float.h> | |
| #include <limits.h> | |
| #include "lpx.h" | |
|  | |
| #define xassert glp_assert | |
| #define xerror  glp_error | |
|  | |
| struct CPS | |
| {     /* control parameters */ | |
|       LPX *lp; | |
|       /* pointer to corresponding problem object */ | |
|       int msg_lev; | |
|       /* level of messages output by the solver: | |
|          0 - no output | |
|          1 - error messages only | |
|          2 - normal output | |
|          3 - full output (includes informational messages) */ | |
|       int scale; | |
|       /* scaling option: | |
|          0 - no scaling | |
|          1 - equilibration scaling | |
|          2 - geometric mean scaling | |
|          3 - geometric mean scaling, then equilibration scaling */ | |
|       int dual; | |
|       /* dual simplex option: | |
|          0 - use primal simplex | |
|          1 - use dual simplex */ | |
|       int price; | |
|       /* pricing option (for both primal and dual simplex): | |
|          0 - textbook pricing | |
|          1 - steepest edge pricing */ | |
|       double relax; | |
|       /* relaxation parameter used in the ratio test; if it is zero, | |
|          the textbook ratio test is used; if it is non-zero (should be | |
|          positive), Harris' two-pass ratio test is used; in the latter | |
|          case on the first pass basic variables (in the case of primal | |
|          simplex) or reduced costs of non-basic variables (in the case | |
|          of dual simplex) are allowed to slightly violate their bounds, | |
|          but not more than (relax * tol_bnd) or (relax * tol_dj) (thus, | |
|          relax is a percentage of tol_bnd or tol_dj) */ | |
|       double tol_bnd; | |
|       /* relative tolerance used to check if the current basic solution | |
|          is primal feasible */ | |
|       double tol_dj; | |
|       /* absolute tolerance used to check if the current basic solution | |
|          is dual feasible */ | |
|       double tol_piv; | |
|       /* relative tolerance used to choose eligible pivotal elements of | |
|          the simplex table in the ratio test */ | |
|       int round; | |
|       /* solution rounding option: | |
|          0 - report all computed values and reduced costs "as is" | |
|          1 - if possible (allowed by the tolerances), replace computed | |
|              values and reduced costs which are close to zero by exact | |
|              zeros */ | |
|       double obj_ll; | |
|       /* lower limit of the objective function; if on the phase II the | |
|          objective function reaches this limit and continues decreasing, | |
|          the solver stops the search */ | |
|       double obj_ul; | |
|       /* upper limit of the objective function; if on the phase II the | |
|          objective function reaches this limit and continues increasing, | |
|          the solver stops the search */ | |
|       int it_lim; | |
|       /* simplex iterations limit; if this value is positive, it is | |
|          decreased by one each time when one simplex iteration has been | |
|          performed, and reaching zero value signals the solver to stop | |
|          the search; negative value means no iterations limit */ | |
|       double tm_lim; | |
|       /* searching time limit, in seconds; if this value is positive, | |
|          it is decreased each time when one simplex iteration has been | |
|          performed by the amount of time spent for the iteration, and | |
|          reaching zero value signals the solver to stop the search; | |
|          negative value means no time limit */ | |
|       int out_frq; | |
|       /* output frequency, in iterations; this parameter specifies how | |
|          frequently the solver sends information about the solution to | |
|          the standard output */ | |
|       double out_dly; | |
|       /* output delay, in seconds; this parameter specifies how long | |
|          the solver should delay sending information about the solution | |
|          to the standard output; zero value means no delay */ | |
|       int branch; /* MIP */ | |
|       /* branching heuristic: | |
|          0 - branch on first variable | |
|          1 - branch on last variable | |
|          2 - branch using heuristic by Driebeck and Tomlin | |
|          3 - branch on most fractional variable */ | |
|       int btrack; /* MIP */ | |
|       /* backtracking heuristic: | |
|          0 - select most recent node (depth first search) | |
|          1 - select earliest node (breadth first search) | |
|          2 - select node using the best projection heuristic | |
|          3 - select node with best local bound */ | |
|       double tol_int; /* MIP */ | |
|       /* absolute tolerance used to check if the current basic solution | |
|          is integer feasible */ | |
|       double tol_obj; /* MIP */ | |
|       /* relative tolerance used to check if the value of the objective | |
|          function is not better than in the best known integer feasible | |
|          solution */ | |
|       int mps_info; /* lpx_write_mps */ | |
|       /* if this flag is set, the routine lpx_write_mps outputs several | |
|          comment cards that contains some information about the problem; | |
|          otherwise the routine outputs no comment cards */ | |
|       int mps_obj; /* lpx_write_mps */ | |
|       /* this parameter tells the routine lpx_write_mps how to output | |
|          the objective function row: | |
|          0 - never output objective function row | |
|          1 - always output objective function row | |
|          2 - output objective function row if and only if the problem | |
|              has no free rows */ | |
|       int mps_orig; /* lpx_write_mps */ | |
|       /* if this flag is set, the routine lpx_write_mps uses original | |
|          row and column symbolic names; otherwise the routine generates | |
|          plain names using ordinal numbers of rows and columns */ | |
|       int mps_wide; /* lpx_write_mps */ | |
|       /* if this flag is set, the routine lpx_write_mps uses all data | |
|          fields; otherwise the routine keeps fields 5 and 6 empty */ | |
|       int mps_free; /* lpx_write_mps */ | |
|       /* if this flag is set, the routine lpx_write_mps omits column | |
|          and vector names everytime if possible (free style); otherwise | |
|          the routine never omits these names (pedantic style) */ | |
|       int mps_skip; /* lpx_write_mps */ | |
|       /* if this flag is set, the routine lpx_write_mps skips empty | |
|          columns (i.e. which has no constraint coefficients); otherwise | |
|          the routine outputs all columns */ | |
|       int lpt_orig; /* lpx_write_lpt */ | |
|       /* if this flag is set, the routine lpx_write_lpt uses original | |
|          row and column symbolic names; otherwise the routine generates | |
|          plain names using ordinal numbers of rows and columns */ | |
|       int presol; /* lpx_simplex */ | |
|       /* LP presolver option: | |
|          0 - do not use LP presolver | |
|          1 - use LP presolver */ | |
|       int binarize; /* lpx_intopt */ | |
|       /* if this flag is set, the routine lpx_intopt replaces integer | |
|          columns by binary ones */ | |
|       int use_cuts; /* lpx_intopt */ | |
|       /* if this flag is set, the routine lpx_intopt tries generating | |
|          cutting planes: | |
|          LPX_C_COVER  - mixed cover cuts | |
|          LPX_C_CLIQUE - clique cuts | |
|          LPX_C_GOMORY - Gomory's mixed integer cuts | |
|          LPX_C_ALL    - all cuts */ | |
|       double mip_gap; /* MIP */ | |
|       /* relative MIP gap tolerance */ | |
|       struct CPS *link; | |
|       /* pointer to CPS for another problem object */ | |
| }; | |
| 
 | |
| static struct CPS *cps_ptr = NULL; | |
| /* initial pointer to CPS linked list */ | |
| 
 | |
| static struct CPS *find_cps(LPX *lp) | |
| {     /* find CPS for specified problem object */ | |
|       struct CPS *cps; | |
|       for (cps = cps_ptr; cps != NULL; cps = cps->link) | |
|          if (cps->lp == lp) break; | |
|       /* if cps is NULL (not found), the problem object was created | |
|          with glp_create_prob rather than with lpx_create_prob */ | |
|       xassert(cps != NULL); | |
|       return cps; | |
| } | |
| 
 | |
| static void reset_cps(struct CPS *cps) | |
| {     /* reset control parameters to default values */ | |
|       cps->msg_lev  = 3; | |
|       cps->scale    = 1; | |
|       cps->dual     = 0; | |
|       cps->price    = 1; | |
|       cps->relax    = 0.07; | |
|       cps->tol_bnd  = 1e-7; | |
|       cps->tol_dj   = 1e-7; | |
|       cps->tol_piv  = 1e-9; | |
|       cps->round    = 0; | |
|       cps->obj_ll   = -DBL_MAX; | |
|       cps->obj_ul   = +DBL_MAX; | |
|       cps->it_lim   = -1; | |
|       cps->tm_lim   = -1.0; | |
|       cps->out_frq  = 200; | |
|       cps->out_dly  = 0.0; | |
|       cps->branch   = 2; | |
|       cps->btrack   = 3; | |
|       cps->tol_int  = 1e-5; | |
|       cps->tol_obj  = 1e-7; | |
|       cps->mps_info = 1; | |
|       cps->mps_obj  = 2; | |
|       cps->mps_orig = 0; | |
|       cps->mps_wide = 1; | |
|       cps->mps_free = 0; | |
|       cps->mps_skip = 0; | |
|       cps->lpt_orig = 0; | |
|       cps->presol   = 0; | |
|       cps->binarize = 0; | |
|       cps->use_cuts = 0; | |
|       cps->mip_gap  = 0.0; | |
|       return; | |
| } | |
| 
 | |
| LPX *lpx_create_prob(void) | |
| {     /* create problem object */ | |
|       LPX *lp; | |
|       struct CPS *cps; | |
|       lp = glp_create_prob(); | |
|       cps = glp_alloc(1, sizeof(struct CPS)); | |
|       cps->lp = lp; | |
|       reset_cps(cps); | |
|       cps->link = cps_ptr; | |
|       cps_ptr = cps; | |
|       return lp; | |
| } | |
| 
 | |
| void lpx_set_prob_name(LPX *lp, const char *name) | |
| {     /* assign (change) problem name */ | |
|       glp_set_prob_name(lp, name); | |
|       return; | |
| } | |
| 
 | |
| void lpx_set_obj_name(LPX *lp, const char *name) | |
| {     /* assign (change) objective function name */ | |
|       glp_set_obj_name(lp, name); | |
|       return; | |
| } | |
| 
 | |
| void lpx_set_obj_dir(LPX *lp, int dir) | |
| {     /* set (change) optimization direction flag */ | |
|       glp_set_obj_dir(lp, dir - LPX_MIN + GLP_MIN); | |
|       return; | |
| } | |
| 
 | |
| int lpx_add_rows(LPX *lp, int nrs) | |
| {     /* add new rows to problem object */ | |
|       return glp_add_rows(lp, nrs); | |
| } | |
| 
 | |
| int lpx_add_cols(LPX *lp, int ncs) | |
| {     /* add new columns to problem object */ | |
|       return glp_add_cols(lp, ncs); | |
| } | |
| 
 | |
| void lpx_set_row_name(LPX *lp, int i, const char *name) | |
| {     /* assign (change) row name */ | |
|       glp_set_row_name(lp, i, name); | |
|       return; | |
| } | |
| 
 | |
| void lpx_set_col_name(LPX *lp, int j, const char *name) | |
| {     /* assign (change) column name */ | |
|       glp_set_col_name(lp, j, name); | |
|       return; | |
| } | |
| 
 | |
| void lpx_set_row_bnds(LPX *lp, int i, int type, double lb, double ub) | |
| {     /* set (change) row bounds */ | |
|       glp_set_row_bnds(lp, i, type - LPX_FR + GLP_FR, lb, ub); | |
|       return; | |
| } | |
| 
 | |
| void lpx_set_col_bnds(LPX *lp, int j, int type, double lb, double ub) | |
| {     /* set (change) column bounds */ | |
|       glp_set_col_bnds(lp, j, type - LPX_FR + GLP_FR, lb, ub); | |
|       return; | |
| } | |
| 
 | |
| void lpx_set_obj_coef(glp_prob *lp, int j, double coef) | |
| {     /* set (change) obj. coefficient or constant term */ | |
|       glp_set_obj_coef(lp, j, coef); | |
|       return; | |
| } | |
| 
 | |
| void lpx_set_mat_row(LPX *lp, int i, int len, const int ind[], | |
|       const double val[]) | |
| {     /* set (replace) row of the constraint matrix */ | |
|       glp_set_mat_row(lp, i, len, ind, val); | |
|       return; | |
| } | |
| 
 | |
| void lpx_set_mat_col(LPX *lp, int j, int len, const int ind[], | |
|       const double val[]) | |
| {     /* set (replace) column of the constraint matrix */ | |
|       glp_set_mat_col(lp, j, len, ind, val); | |
|       return; | |
| } | |
| 
 | |
| void lpx_load_matrix(LPX *lp, int ne, const int ia[], const int ja[], | |
|       const double ar[]) | |
| {     /* load (replace) the whole constraint matrix */ | |
|       glp_load_matrix(lp, ne, ia, ja, ar); | |
|       return; | |
| } | |
| 
 | |
| void lpx_del_rows(LPX *lp, int nrs, const int num[]) | |
| {     /* delete specified rows from problem object */ | |
|       glp_del_rows(lp, nrs, num); | |
|       return; | |
| } | |
| 
 | |
| void lpx_del_cols(LPX *lp, int ncs, const int num[]) | |
| {     /* delete specified columns from problem object */ | |
|       glp_del_cols(lp, ncs, num); | |
|       return; | |
| } | |
| 
 | |
| void lpx_delete_prob(LPX *lp) | |
| {     /* delete problem object */ | |
|       struct CPS *cps = find_cps(lp); | |
|       if (cps_ptr == cps) | |
|          cps_ptr = cps->link; | |
|       else | |
|       {  struct CPS *prev; | |
|          for (prev = cps_ptr; prev != NULL; prev = prev->link) | |
|             if (prev->link == cps) break; | |
|          xassert(prev != NULL); | |
|          prev->link = cps->link; | |
|       } | |
|       glp_free(cps); | |
|       glp_delete_prob(lp); | |
|       return; | |
| } | |
| 
 | |
| const char *lpx_get_prob_name(LPX *lp) | |
| {     /* retrieve problem name */ | |
|       return glp_get_prob_name(lp); | |
| } | |
| 
 | |
| const char *lpx_get_obj_name(LPX *lp) | |
| {     /* retrieve objective function name */ | |
|       return glp_get_obj_name(lp); | |
| } | |
| 
 | |
| int lpx_get_obj_dir(LPX *lp) | |
| {     /* retrieve optimization direction flag */ | |
|       return glp_get_obj_dir(lp) - GLP_MIN + LPX_MIN; | |
| } | |
| 
 | |
| int lpx_get_num_rows(LPX *lp) | |
| {     /* retrieve number of rows */ | |
|       return glp_get_num_rows(lp); | |
| } | |
| 
 | |
| int lpx_get_num_cols(LPX *lp) | |
| {     /* retrieve number of columns */ | |
|       return glp_get_num_cols(lp); | |
| } | |
| 
 | |
| const char *lpx_get_row_name(LPX *lp, int i) | |
| {     /* retrieve row name */ | |
|       return glp_get_row_name(lp, i); | |
| } | |
| 
 | |
| const char *lpx_get_col_name(LPX *lp, int j) | |
| {     /* retrieve column name */ | |
|       return glp_get_col_name(lp, j); | |
| } | |
| 
 | |
| int lpx_get_row_type(LPX *lp, int i) | |
| {     /* retrieve row type */ | |
|       return glp_get_row_type(lp, i) - GLP_FR + LPX_FR; | |
| } | |
| 
 | |
| double lpx_get_row_lb(glp_prob *lp, int i) | |
| {     /* retrieve row lower bound */ | |
|       double lb; | |
|       lb = glp_get_row_lb(lp, i); | |
|       if (lb == -DBL_MAX) lb = 0.0; | |
|       return lb; | |
| } | |
| 
 | |
| double lpx_get_row_ub(glp_prob *lp, int i) | |
| {     /* retrieve row upper bound */ | |
|       double ub; | |
|       ub = glp_get_row_ub(lp, i); | |
|       if (ub == +DBL_MAX) ub = 0.0; | |
|       return ub; | |
| } | |
| 
 | |
| void lpx_get_row_bnds(glp_prob *lp, int i, int *typx, double *lb, | |
|       double *ub) | |
| {     /* retrieve row bounds */ | |
|       if (typx != NULL) *typx = lpx_get_row_type(lp, i); | |
|       if (lb != NULL) *lb = lpx_get_row_lb(lp, i); | |
|       if (ub != NULL) *ub = lpx_get_row_ub(lp, i); | |
|       return; | |
| } | |
| 
 | |
| int lpx_get_col_type(LPX *lp, int j) | |
| {     /* retrieve column type */ | |
|       return glp_get_col_type(lp, j) - GLP_FR + LPX_FR; | |
| } | |
| 
 | |
| double lpx_get_col_lb(glp_prob *lp, int j) | |
| {     /* retrieve column lower bound */ | |
|       double lb; | |
|       lb = glp_get_col_lb(lp, j); | |
|       if (lb == -DBL_MAX) lb = 0.0; | |
|       return lb; | |
| } | |
| 
 | |
| double lpx_get_col_ub(glp_prob *lp, int j) | |
| {     /* retrieve column upper bound */ | |
|       double ub; | |
|       ub = glp_get_col_ub(lp, j); | |
|       if (ub == +DBL_MAX) ub = 0.0; | |
|       return ub; | |
| } | |
| 
 | |
| void lpx_get_col_bnds(glp_prob *lp, int j, int *typx, double *lb, | |
|       double *ub) | |
| {     /* retrieve column bounds */ | |
|       if (typx != NULL) *typx = lpx_get_col_type(lp, j); | |
|       if (lb != NULL) *lb = lpx_get_col_lb(lp, j); | |
|       if (ub != NULL) *ub = lpx_get_col_ub(lp, j); | |
|       return; | |
| } | |
| 
 | |
| double lpx_get_obj_coef(LPX *lp, int j) | |
| {     /* retrieve obj. coefficient or constant term */ | |
|       return glp_get_obj_coef(lp, j); | |
| } | |
| 
 | |
| int lpx_get_num_nz(LPX *lp) | |
| {     /* retrieve number of constraint coefficients */ | |
|       return glp_get_num_nz(lp); | |
| } | |
| 
 | |
| int lpx_get_mat_row(LPX *lp, int i, int ind[], double val[]) | |
| {     /* retrieve row of the constraint matrix */ | |
|       return glp_get_mat_row(lp, i, ind, val); | |
| } | |
| 
 | |
| int lpx_get_mat_col(LPX *lp, int j, int ind[], double val[]) | |
| {     /* retrieve column of the constraint matrix */ | |
|       return glp_get_mat_col(lp, j, ind, val); | |
| } | |
| 
 | |
| void lpx_create_index(LPX *lp) | |
| {     /* create the name index */ | |
|       glp_create_index(lp); | |
|       return; | |
| } | |
| 
 | |
| int lpx_find_row(LPX *lp, const char *name) | |
| {     /* find row by its name */ | |
|       return glp_find_row(lp, name); | |
| } | |
| 
 | |
| int lpx_find_col(LPX *lp, const char *name) | |
| {     /* find column by its name */ | |
|       return glp_find_col(lp, name); | |
| } | |
| 
 | |
| void lpx_delete_index(LPX *lp) | |
| {     /* delete the name index */ | |
|       glp_delete_index(lp); | |
|       return; | |
| } | |
| 
 | |
| void lpx_scale_prob(LPX *lp) | |
| {     /* scale problem data */ | |
|       switch (lpx_get_int_parm(lp, LPX_K_SCALE)) | |
|       {  case 0: | |
|             /* no scaling */ | |
|             glp_unscale_prob(lp); | |
|             break; | |
|          case 1: | |
|             /* equilibration scaling */ | |
|             glp_scale_prob(lp, GLP_SF_EQ); | |
|             break; | |
|          case 2: | |
|             /* geometric mean scaling */ | |
|             glp_scale_prob(lp, GLP_SF_GM); | |
|             break; | |
|          case 3: | |
|             /* geometric mean scaling, then equilibration scaling */ | |
|             glp_scale_prob(lp, GLP_SF_GM | GLP_SF_EQ); | |
|             break; | |
|          default: | |
|             xassert(lp != lp); | |
|       } | |
|       return; | |
| } | |
| 
 | |
| void lpx_unscale_prob(LPX *lp) | |
| {     /* unscale problem data */ | |
|       glp_unscale_prob(lp); | |
|       return; | |
| } | |
| 
 | |
| void lpx_set_row_stat(LPX *lp, int i, int stat) | |
| {     /* set (change) row status */ | |
|       glp_set_row_stat(lp, i, stat - LPX_BS + GLP_BS); | |
|       return; | |
| } | |
| 
 | |
| void lpx_set_col_stat(LPX *lp, int j, int stat) | |
| {     /* set (change) column status */ | |
|       glp_set_col_stat(lp, j, stat - LPX_BS + GLP_BS); | |
|       return; | |
| } | |
| 
 | |
| void lpx_std_basis(LPX *lp) | |
| {     /* construct standard initial LP basis */ | |
|       glp_std_basis(lp); | |
|       return; | |
| } | |
| 
 | |
| void lpx_adv_basis(LPX *lp) | |
| {     /* construct advanced initial LP basis */ | |
|       glp_adv_basis(lp, 0); | |
|       return; | |
| } | |
| 
 | |
| void lpx_cpx_basis(LPX *lp) | |
| {     /* construct Bixby's initial LP basis */ | |
|       glp_cpx_basis(lp); | |
|       return; | |
| } | |
| 
 | |
| static void fill_smcp(LPX *lp, glp_smcp *parm) | |
| {     glp_init_smcp(parm); | |
|       switch (lpx_get_int_parm(lp, LPX_K_MSGLEV)) | |
|       {  case 0:  parm->msg_lev = GLP_MSG_OFF;   break; | |
|          case 1:  parm->msg_lev = GLP_MSG_ERR;   break; | |
|          case 2:  parm->msg_lev = GLP_MSG_ON;    break; | |
|          case 3:  parm->msg_lev = GLP_MSG_ALL;   break; | |
|          default: xassert(lp != lp); | |
|       } | |
|       switch (lpx_get_int_parm(lp, LPX_K_DUAL)) | |
|       {  case 0:  parm->meth = GLP_PRIMAL;       break; | |
|          case 1:  parm->meth = GLP_DUAL;         break; | |
|          default: xassert(lp != lp); | |
|       } | |
|       switch (lpx_get_int_parm(lp, LPX_K_PRICE)) | |
|       {  case 0:  parm->pricing = GLP_PT_STD;    break; | |
|          case 1:  parm->pricing = GLP_PT_PSE;    break; | |
|          default: xassert(lp != lp); | |
|       } | |
|       if (lpx_get_real_parm(lp, LPX_K_RELAX) == 0.0) | |
|          parm->r_test = GLP_RT_STD; | |
|       else | |
|          parm->r_test = GLP_RT_HAR; | |
|       parm->tol_bnd = lpx_get_real_parm(lp, LPX_K_TOLBND); | |
|       parm->tol_dj  = lpx_get_real_parm(lp, LPX_K_TOLDJ); | |
|       parm->tol_piv = lpx_get_real_parm(lp, LPX_K_TOLPIV); | |
|       parm->obj_ll  = lpx_get_real_parm(lp, LPX_K_OBJLL); | |
|       parm->obj_ul  = lpx_get_real_parm(lp, LPX_K_OBJUL); | |
|       if (lpx_get_int_parm(lp, LPX_K_ITLIM) < 0) | |
|          parm->it_lim = INT_MAX; | |
|       else | |
|          parm->it_lim = lpx_get_int_parm(lp, LPX_K_ITLIM); | |
|       if (lpx_get_real_parm(lp, LPX_K_TMLIM) < 0.0) | |
|          parm->tm_lim = INT_MAX; | |
|       else | |
|          parm->tm_lim = | |
|             (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_TMLIM)); | |
|       parm->out_frq = lpx_get_int_parm(lp, LPX_K_OUTFRQ); | |
|       parm->out_dly = | |
|             (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_OUTDLY)); | |
|       switch (lpx_get_int_parm(lp, LPX_K_PRESOL)) | |
|       {  case 0:  parm->presolve = GLP_OFF;      break; | |
|          case 1:  parm->presolve = GLP_ON;       break; | |
|          default: xassert(lp != lp); | |
|       } | |
|       return; | |
| } | |
| 
 | |
| int lpx_simplex(LPX *lp) | |
| {     /* easy-to-use driver to the simplex method */ | |
|       glp_smcp parm; | |
|       int ret; | |
|       fill_smcp(lp, &parm); | |
|       ret = glp_simplex(lp, &parm); | |
|       switch (ret) | |
|       {  case 0:           ret = LPX_E_OK;      break; | |
|          case GLP_EBADB: | |
|          case GLP_ESING: | |
|          case GLP_ECOND: | |
|          case GLP_EBOUND:  ret = LPX_E_FAULT;   break; | |
|          case GLP_EFAIL:   ret = LPX_E_SING;    break; | |
|          case GLP_EOBJLL:  ret = LPX_E_OBJLL;   break; | |
|          case GLP_EOBJUL:  ret = LPX_E_OBJUL;   break; | |
|          case GLP_EITLIM:  ret = LPX_E_ITLIM;   break; | |
|          case GLP_ETMLIM:  ret = LPX_E_TMLIM;   break; | |
|          case GLP_ENOPFS:  ret = LPX_E_NOPFS;   break; | |
|          case GLP_ENODFS:  ret = LPX_E_NODFS;   break; | |
|          default:          xassert(ret != ret); | |
|       } | |
|       return ret; | |
| } | |
| 
 | |
| int lpx_exact(LPX *lp) | |
| {     /* easy-to-use driver to the exact simplex method */ | |
|       glp_smcp parm; | |
|       int ret; | |
|       fill_smcp(lp, &parm); | |
|       ret = glp_exact(lp, &parm); | |
|       switch (ret) | |
|       {  case 0:           ret = LPX_E_OK;      break; | |
|          case GLP_EBADB: | |
|          case GLP_ESING: | |
|          case GLP_EBOUND: | |
|          case GLP_EFAIL:   ret = LPX_E_FAULT;   break; | |
|          case GLP_EITLIM:  ret = LPX_E_ITLIM;   break; | |
|          case GLP_ETMLIM:  ret = LPX_E_TMLIM;   break; | |
|          default:          xassert(ret != ret); | |
|       } | |
|       return ret; | |
| } | |
| 
 | |
| int lpx_get_status(glp_prob *lp) | |
| {     /* retrieve generic status of basic solution */ | |
|       int status; | |
|       switch (glp_get_status(lp)) | |
|       {  case GLP_OPT:    status = LPX_OPT;    break; | |
|          case GLP_FEAS:   status = LPX_FEAS;   break; | |
|          case GLP_INFEAS: status = LPX_INFEAS; break; | |
|          case GLP_NOFEAS: status = LPX_NOFEAS; break; | |
|          case GLP_UNBND:  status = LPX_UNBND;  break; | |
|          case GLP_UNDEF:  status = LPX_UNDEF;  break; | |
|          default:         xassert(lp != lp); | |
|       } | |
|       return status; | |
| } | |
| 
 | |
| int lpx_get_prim_stat(glp_prob *lp) | |
| {     /* retrieve status of primal basic solution */ | |
|       return glp_get_prim_stat(lp) - GLP_UNDEF + LPX_P_UNDEF; | |
| } | |
| 
 | |
| int lpx_get_dual_stat(glp_prob *lp) | |
| {     /* retrieve status of dual basic solution */ | |
|       return glp_get_dual_stat(lp) - GLP_UNDEF + LPX_D_UNDEF; | |
| } | |
| 
 | |
| double lpx_get_obj_val(LPX *lp) | |
| {     /* retrieve objective value (basic solution) */ | |
|       return glp_get_obj_val(lp); | |
| } | |
| 
 | |
| int lpx_get_row_stat(LPX *lp, int i) | |
| {     /* retrieve row status (basic solution) */ | |
|       return glp_get_row_stat(lp, i) - GLP_BS + LPX_BS; | |
| } | |
| 
 | |
| double lpx_get_row_prim(LPX *lp, int i) | |
| {     /* retrieve row primal value (basic solution) */ | |
|       return glp_get_row_prim(lp, i); | |
| } | |
| 
 | |
| double lpx_get_row_dual(LPX *lp, int i) | |
| {     /* retrieve row dual value (basic solution) */ | |
|       return glp_get_row_dual(lp, i); | |
| } | |
| 
 | |
| void lpx_get_row_info(glp_prob *lp, int i, int *tagx, double *vx, | |
|       double *dx) | |
| {     /* obtain row solution information */ | |
|       if (tagx != NULL) *tagx = lpx_get_row_stat(lp, i); | |
|       if (vx != NULL) *vx = lpx_get_row_prim(lp, i); | |
|       if (dx != NULL) *dx = lpx_get_row_dual(lp, i); | |
|       return; | |
| } | |
| 
 | |
| int lpx_get_col_stat(LPX *lp, int j) | |
| {     /* retrieve column status (basic solution) */ | |
|       return glp_get_col_stat(lp, j) - GLP_BS + LPX_BS; | |
| } | |
| 
 | |
| double lpx_get_col_prim(LPX *lp, int j) | |
| {     /* retrieve column primal value (basic solution) */ | |
|       return glp_get_col_prim(lp, j); | |
| } | |
| 
 | |
| double lpx_get_col_dual(glp_prob *lp, int j) | |
| {     /* retrieve column dual value (basic solution) */ | |
|       return glp_get_col_dual(lp, j); | |
| } | |
| 
 | |
| void lpx_get_col_info(glp_prob *lp, int j, int *tagx, double *vx, | |
|       double *dx) | |
| {     /* obtain column solution information */ | |
|       if (tagx != NULL) *tagx = lpx_get_col_stat(lp, j); | |
|       if (vx != NULL) *vx = lpx_get_col_prim(lp, j); | |
|       if (dx != NULL) *dx = lpx_get_col_dual(lp, j); | |
|       return; | |
| } | |
| 
 | |
| int lpx_get_ray_info(LPX *lp) | |
| {     /* determine what causes primal unboundness */ | |
|       return glp_get_unbnd_ray(lp); | |
| } | |
| 
 | |
| void lpx_check_kkt(LPX *lp, int scaled, LPXKKT *kkt) | |
| {     /* check Karush-Kuhn-Tucker conditions */ | |
|       int m = glp_get_num_rows(lp); | |
|       int ae_ind, re_ind; | |
|       double ae_max, re_max; | |
|       xassert(scaled == scaled); | |
|       glp_check_kkt(lp, GLP_SOL, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, | |
|          &re_ind); | |
|       kkt->pe_ae_max = ae_max; | |
|       kkt->pe_ae_row = ae_ind; | |
|       kkt->pe_re_max = re_max; | |
|       kkt->pe_re_row = re_ind; | |
|       if (re_max <= 1e-9) | |
|          kkt->pe_quality = 'H'; | |
|       else if (re_max <= 1e-6) | |
|          kkt->pe_quality = 'M'; | |
|       else if (re_max <= 1e-3) | |
|          kkt->pe_quality = 'L'; | |
|       else | |
|          kkt->pe_quality = '?'; | |
|       glp_check_kkt(lp, GLP_SOL, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, | |
|          &re_ind); | |
|       kkt->pb_ae_max = ae_max; | |
|       kkt->pb_ae_ind = ae_ind; | |
|       kkt->pb_re_max = re_max; | |
|       kkt->pb_re_ind = re_ind; | |
|       if (re_max <= 1e-9) | |
|          kkt->pb_quality = 'H'; | |
|       else if (re_max <= 1e-6) | |
|          kkt->pb_quality = 'M'; | |
|       else if (re_max <= 1e-3) | |
|          kkt->pb_quality = 'L'; | |
|       else | |
|          kkt->pb_quality = '?'; | |
|       glp_check_kkt(lp, GLP_SOL, GLP_KKT_DE, &ae_max, &ae_ind, &re_max, | |
|          &re_ind); | |
|       kkt->de_ae_max = ae_max; | |
|       if (ae_ind == 0) | |
|          kkt->de_ae_col = 0; | |
|       else | |
|          kkt->de_ae_col = ae_ind - m; | |
|       kkt->de_re_max = re_max; | |
|       if (re_ind == 0) | |
|          kkt->de_re_col = 0; | |
|       else | |
|          kkt->de_re_col = ae_ind - m; | |
|       if (re_max <= 1e-9) | |
|          kkt->de_quality = 'H'; | |
|       else if (re_max <= 1e-6) | |
|          kkt->de_quality = 'M'; | |
|       else if (re_max <= 1e-3) | |
|          kkt->de_quality = 'L'; | |
|       else | |
|          kkt->de_quality = '?'; | |
|       glp_check_kkt(lp, GLP_SOL, GLP_KKT_DB, &ae_max, &ae_ind, &re_max, | |
|          &re_ind); | |
|       kkt->db_ae_max = ae_max; | |
|       kkt->db_ae_ind = ae_ind; | |
|       kkt->db_re_max = re_max; | |
|       kkt->db_re_ind = re_ind; | |
|       if (re_max <= 1e-9) | |
|          kkt->db_quality = 'H'; | |
|       else if (re_max <= 1e-6) | |
|          kkt->db_quality = 'M'; | |
|       else if (re_max <= 1e-3) | |
|          kkt->db_quality = 'L'; | |
|       else | |
|          kkt->db_quality = '?'; | |
|       kkt->cs_ae_max = 0.0, kkt->cs_ae_ind = 0; | |
|       kkt->cs_re_max = 0.0, kkt->cs_re_ind = 0; | |
|       kkt->cs_quality = 'H'; | |
|       return; | |
| } | |
| 
 | |
| int lpx_warm_up(LPX *lp) | |
| {     /* "warm up" LP basis */ | |
|       int ret; | |
|       ret = glp_warm_up(lp); | |
|       if (ret == 0) | |
|          ret = LPX_E_OK; | |
|       else if (ret == GLP_EBADB) | |
|          ret = LPX_E_BADB; | |
|       else if (ret == GLP_ESING) | |
|          ret = LPX_E_SING; | |
|       else if (ret == GLP_ECOND) | |
|          ret = LPX_E_SING; | |
|       else | |
|          xassert(ret != ret); | |
|       return ret; | |
| } | |
| 
 | |
| int lpx_eval_tab_row(LPX *lp, int k, int ind[], double val[]) | |
| {     /* compute row of the simplex tableau */ | |
|       return glp_eval_tab_row(lp, k, ind, val); | |
| } | |
| 
 | |
| int lpx_eval_tab_col(LPX *lp, int k, int ind[], double val[]) | |
| {     /* compute column of the simplex tableau */ | |
|       return glp_eval_tab_col(lp, k, ind, val); | |
| } | |
| 
 | |
| int lpx_transform_row(LPX *lp, int len, int ind[], double val[]) | |
| {     /* transform explicitly specified row */ | |
|       return glp_transform_row(lp, len, ind, val); | |
| } | |
| 
 | |
| int lpx_transform_col(LPX *lp, int len, int ind[], double val[]) | |
| {     /* transform explicitly specified column */ | |
|       return glp_transform_col(lp, len, ind, val); | |
| } | |
| 
 | |
| int lpx_prim_ratio_test(LPX *lp, int len, const int ind[], | |
|       const double val[], int how, double tol) | |
| {     /* perform primal ratio test */ | |
|       int piv; | |
|       piv = glp_prim_rtest(lp, len, ind, val, how, tol); | |
|       xassert(0 <= piv && piv <= len); | |
|       return piv == 0 ? 0 : ind[piv]; | |
| } | |
| 
 | |
| int lpx_dual_ratio_test(LPX *lp, int len, const int ind[], | |
|       const double val[], int how, double tol) | |
| {     /* perform dual ratio test */ | |
|       int piv; | |
|       piv = glp_dual_rtest(lp, len, ind, val, how, tol); | |
|       xassert(0 <= piv && piv <= len); | |
|       return piv == 0 ? 0 : ind[piv]; | |
| } | |
| 
 | |
| int lpx_interior(LPX *lp) | |
| {     /* easy-to-use driver to the interior-point method */ | |
|       int ret; | |
|       ret = glp_interior(lp, NULL); | |
|       switch (ret) | |
|       {  case 0:           ret = LPX_E_OK;      break; | |
|          case GLP_EFAIL:   ret = LPX_E_FAULT;   break; | |
|          case GLP_ENOFEAS: ret = LPX_E_NOFEAS;  break; | |
|          case GLP_ENOCVG:  ret = LPX_E_NOCONV;  break; | |
|          case GLP_EITLIM:  ret = LPX_E_ITLIM;   break; | |
|          case GLP_EINSTAB: ret = LPX_E_INSTAB;  break; | |
|          default:          xassert(ret != ret); | |
|       } | |
|       return ret; | |
| } | |
| 
 | |
| int lpx_ipt_status(glp_prob *lp) | |
| {     /* retrieve status of interior-point solution */ | |
|       int status; | |
|       switch (glp_ipt_status(lp)) | |
|       {  case GLP_UNDEF:  status = LPX_T_UNDEF;  break; | |
|          case GLP_OPT:    status = LPX_T_OPT;    break; | |
|          default:         xassert(lp != lp); | |
|       } | |
|       return status; | |
| } | |
| 
 | |
| double lpx_ipt_obj_val(LPX *lp) | |
| {     /* retrieve objective value (interior point) */ | |
|       return glp_ipt_obj_val(lp); | |
| } | |
| 
 | |
| double lpx_ipt_row_prim(LPX *lp, int i) | |
| {     /* retrieve row primal value (interior point) */ | |
|       return glp_ipt_row_prim(lp, i); | |
| } | |
| 
 | |
| double lpx_ipt_row_dual(LPX *lp, int i) | |
| {     /* retrieve row dual value (interior point) */ | |
|       return glp_ipt_row_dual(lp, i); | |
| } | |
| 
 | |
| double lpx_ipt_col_prim(LPX *lp, int j) | |
| {     /* retrieve column primal value (interior point) */ | |
|       return glp_ipt_col_prim(lp, j); | |
| } | |
| 
 | |
| double lpx_ipt_col_dual(LPX *lp, int j) | |
| {     /* retrieve column dual value (interior point) */ | |
|       return glp_ipt_col_dual(lp, j); | |
| } | |
| 
 | |
| void lpx_set_class(LPX *lp, int klass) | |
| {     /* set problem class */ | |
|       xassert(lp == lp); | |
|       if (!(klass == LPX_LP || klass == LPX_MIP)) | |
|          xerror("lpx_set_class: invalid problem class\n"); | |
|       return; | |
| } | |
| 
 | |
| int lpx_get_class(LPX *lp) | |
| {     /* determine problem klass */ | |
|       return glp_get_num_int(lp) == 0 ? LPX_LP : LPX_MIP; | |
| } | |
| 
 | |
| void lpx_set_col_kind(LPX *lp, int j, int kind) | |
| {     /* set (change) column kind */ | |
|       glp_set_col_kind(lp, j, kind - LPX_CV + GLP_CV); | |
|       return; | |
| } | |
| 
 | |
| int lpx_get_col_kind(LPX *lp, int j) | |
| {     /* retrieve column kind */ | |
|       return glp_get_col_kind(lp, j) == GLP_CV ? LPX_CV : LPX_IV; | |
| } | |
| 
 | |
| int lpx_get_num_int(LPX *lp) | |
| {     /* retrieve number of integer columns */ | |
|       return glp_get_num_int(lp); | |
| } | |
| 
 | |
| int lpx_get_num_bin(LPX *lp) | |
| {     /* retrieve number of binary columns */ | |
|       return glp_get_num_bin(lp); | |
| } | |
| 
 | |
| static int solve_mip(LPX *lp, int presolve) | |
| {     glp_iocp parm; | |
|       int ret; | |
|       glp_init_iocp(&parm); | |
|       switch (lpx_get_int_parm(lp, LPX_K_MSGLEV)) | |
|       {  case 0:  parm.msg_lev = GLP_MSG_OFF;   break; | |
|          case 1:  parm.msg_lev = GLP_MSG_ERR;   break; | |
|          case 2:  parm.msg_lev = GLP_MSG_ON;    break; | |
|          case 3:  parm.msg_lev = GLP_MSG_ALL;   break; | |
|          default: xassert(lp != lp); | |
|       } | |
|       switch (lpx_get_int_parm(lp, LPX_K_BRANCH)) | |
|       {  case 0:  parm.br_tech = GLP_BR_FFV;    break; | |
|          case 1:  parm.br_tech = GLP_BR_LFV;    break; | |
|          case 2:  parm.br_tech = GLP_BR_DTH;    break; | |
|          case 3:  parm.br_tech = GLP_BR_MFV;    break; | |
|          default: xassert(lp != lp); | |
|       } | |
|       switch (lpx_get_int_parm(lp, LPX_K_BTRACK)) | |
|       {  case 0:  parm.bt_tech = GLP_BT_DFS;    break; | |
|          case 1:  parm.bt_tech = GLP_BT_BFS;    break; | |
|          case 2:  parm.bt_tech = GLP_BT_BPH;    break; | |
|          case 3:  parm.bt_tech = GLP_BT_BLB;    break; | |
|          default: xassert(lp != lp); | |
|       } | |
|       parm.tol_int = lpx_get_real_parm(lp, LPX_K_TOLINT); | |
|       parm.tol_obj = lpx_get_real_parm(lp, LPX_K_TOLOBJ); | |
|       if (lpx_get_real_parm(lp, LPX_K_TMLIM) < 0.0 || | |
|           lpx_get_real_parm(lp, LPX_K_TMLIM) > 1e6) | |
|          parm.tm_lim = INT_MAX; | |
|       else | |
|          parm.tm_lim = | |
|             (int)(1000.0 * lpx_get_real_parm(lp, LPX_K_TMLIM)); | |
|       parm.mip_gap = lpx_get_real_parm(lp, LPX_K_MIPGAP); | |
|       if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_GOMORY) | |
|          parm.gmi_cuts = GLP_ON; | |
|       else | |
|          parm.gmi_cuts = GLP_OFF; | |
|       if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_MIR) | |
|          parm.mir_cuts = GLP_ON; | |
|       else | |
|          parm.mir_cuts = GLP_OFF; | |
|       if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_COVER) | |
|          parm.cov_cuts = GLP_ON; | |
|       else | |
|          parm.cov_cuts = GLP_OFF; | |
|       if (lpx_get_int_parm(lp, LPX_K_USECUTS) & LPX_C_CLIQUE) | |
|          parm.clq_cuts = GLP_ON; | |
|       else | |
|          parm.clq_cuts = GLP_OFF; | |
|       parm.presolve = presolve; | |
|       if (lpx_get_int_parm(lp, LPX_K_BINARIZE)) | |
|          parm.binarize = GLP_ON; | |
|       ret = glp_intopt(lp, &parm); | |
|       switch (ret) | |
|       {  case 0:           ret = LPX_E_OK;      break; | |
|          case GLP_ENOPFS:  ret = LPX_E_NOPFS;   break; | |
|          case GLP_ENODFS:  ret = LPX_E_NODFS;   break; | |
|          case GLP_EBOUND: | |
|          case GLP_EROOT:   ret = LPX_E_FAULT;   break; | |
|          case GLP_EFAIL:   ret = LPX_E_SING;    break; | |
|          case GLP_EMIPGAP: ret = LPX_E_MIPGAP;  break; | |
|          case GLP_ETMLIM:  ret = LPX_E_TMLIM;   break; | |
|          default:          xassert(ret != ret); | |
|       } | |
|       return ret; | |
| } | |
| 
 | |
| int lpx_integer(LPX *lp) | |
| {     /* easy-to-use driver to the branch-and-bound method */ | |
|       return solve_mip(lp, GLP_OFF); | |
| } | |
| 
 | |
| int lpx_intopt(LPX *lp) | |
| {     /* easy-to-use driver to the branch-and-bound method */ | |
|       return solve_mip(lp, GLP_ON); | |
| } | |
| 
 | |
| int lpx_mip_status(glp_prob *lp) | |
| {     /* retrieve status of MIP solution */ | |
|       int status; | |
|       switch (glp_mip_status(lp)) | |
|       {  case GLP_UNDEF:  status = LPX_I_UNDEF;  break; | |
|          case GLP_OPT:    status = LPX_I_OPT;    break; | |
|          case GLP_FEAS:   status = LPX_I_FEAS;   break; | |
|          case GLP_NOFEAS: status = LPX_I_NOFEAS; break; | |
|          default:         xassert(lp != lp); | |
|       } | |
|       return status; | |
| } | |
| 
 | |
| double lpx_mip_obj_val(LPX *lp) | |
| {     /* retrieve objective value (MIP solution) */ | |
|       return glp_mip_obj_val(lp); | |
| } | |
| 
 | |
| double lpx_mip_row_val(LPX *lp, int i) | |
| {     /* retrieve row value (MIP solution) */ | |
|       return glp_mip_row_val(lp, i); | |
| } | |
| 
 | |
| double lpx_mip_col_val(LPX *lp, int j) | |
| {     /* retrieve column value (MIP solution) */ | |
|       return glp_mip_col_val(lp, j); | |
| } | |
| 
 | |
| void lpx_check_int(LPX *lp, LPXKKT *kkt) | |
| {     /* check integer feasibility conditions */ | |
|       int ae_ind, re_ind; | |
|       double ae_max, re_max; | |
|       glp_check_kkt(lp, GLP_MIP, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, | |
|          &re_ind); | |
|       kkt->pe_ae_max = ae_max; | |
|       kkt->pe_ae_row = ae_ind; | |
|       kkt->pe_re_max = re_max; | |
|       kkt->pe_re_row = re_ind; | |
|       if (re_max <= 1e-9) | |
|          kkt->pe_quality = 'H'; | |
|       else if (re_max <= 1e-6) | |
|          kkt->pe_quality = 'M'; | |
|       else if (re_max <= 1e-3) | |
|          kkt->pe_quality = 'L'; | |
|       else | |
|          kkt->pe_quality = '?'; | |
|       glp_check_kkt(lp, GLP_MIP, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, | |
|          &re_ind); | |
|       kkt->pb_ae_max = ae_max; | |
|       kkt->pb_ae_ind = ae_ind; | |
|       kkt->pb_re_max = re_max; | |
|       kkt->pb_re_ind = re_ind; | |
|       if (re_max <= 1e-9) | |
|          kkt->pb_quality = 'H'; | |
|       else if (re_max <= 1e-6) | |
|          kkt->pb_quality = 'M'; | |
|       else if (re_max <= 1e-3) | |
|          kkt->pb_quality = 'L'; | |
|       else | |
|          kkt->pb_quality = '?'; | |
|       return; | |
| } | |
| 
 | |
| void lpx_reset_parms(LPX *lp) | |
| {     /* reset control parameters to default values */ | |
|       struct CPS *cps = find_cps(lp); | |
|       reset_cps(cps); | |
|       return; | |
| } | |
| 
 | |
| void lpx_set_int_parm(LPX *lp, int parm, int val) | |
| {     /* set (change) integer control parameter */ | |
|       struct CPS *cps = find_cps(lp); | |
|       switch (parm) | |
|       {  case LPX_K_MSGLEV: | |
|             if (!(0 <= val && val <= 3)) | |
|                xerror("lpx_set_int_parm: MSGLEV = %d; invalid value\n", | |
|                   val); | |
|             cps->msg_lev = val; | |
|             break; | |
|          case LPX_K_SCALE: | |
|             if (!(0 <= val && val <= 3)) | |
|                xerror("lpx_set_int_parm: SCALE = %d; invalid value\n", | |
|                   val); | |
|             cps->scale = val; | |
|             break; | |
|          case LPX_K_DUAL: | |
|             if (!(val == 0 || val == 1)) | |
|                xerror("lpx_set_int_parm: DUAL = %d; invalid value\n", | |
|                   val); | |
|             cps->dual = val; | |
|             break; | |
|          case LPX_K_PRICE: | |
|             if (!(val == 0 || val == 1)) | |
|                xerror("lpx_set_int_parm: PRICE = %d; invalid value\n", | |
|                   val); | |
|             cps->price = val; | |
|             break; | |
|          case LPX_K_ROUND: | |
|             if (!(val == 0 || val == 1)) | |
|                xerror("lpx_set_int_parm: ROUND = %d; invalid value\n", | |
|                   val); | |
|             cps->round = val; | |
|             break; | |
|          case LPX_K_ITLIM: | |
|             cps->it_lim = val; | |
|             break; | |
|          case LPX_K_ITCNT: | |
|             glp_set_it_cnt(lp, val); | |
|             break; | |
|          case LPX_K_OUTFRQ: | |
|             if (!(val > 0)) | |
|                xerror("lpx_set_int_parm: OUTFRQ = %d; invalid value\n", | |
|                   val); | |
|             cps->out_frq = val; | |
|             break; | |
|          case LPX_K_BRANCH: | |
|             if (!(val == 0 || val == 1 || val == 2 || val == 3)) | |
|                xerror("lpx_set_int_parm: BRANCH = %d; invalid value\n", | |
|                   val); | |
|             cps->branch = val; | |
|             break; | |
|          case LPX_K_BTRACK: | |
|             if (!(val == 0 || val == 1 || val == 2 || val == 3)) | |
|                xerror("lpx_set_int_parm: BTRACK = %d; invalid value\n", | |
|                   val); | |
|             cps->btrack = val; | |
|             break; | |
|          case LPX_K_MPSINFO: | |
|             if (!(val == 0 || val == 1)) | |
|                xerror("lpx_set_int_parm: MPSINFO = %d; invalid value\n", | |
|                   val); | |
|             cps->mps_info = val; | |
|             break; | |
|          case LPX_K_MPSOBJ: | |
|             if (!(val == 0 || val == 1 || val == 2)) | |
|                xerror("lpx_set_int_parm: MPSOBJ = %d; invalid value\n", | |
|                   val); | |
|             cps->mps_obj = val; | |
|             break; | |
|          case LPX_K_MPSORIG: | |
|             if (!(val == 0 || val == 1)) | |
|                xerror("lpx_set_int_parm: MPSORIG = %d; invalid value\n", | |
|                   val); | |
|             cps->mps_orig = val; | |
|             break; | |
|          case LPX_K_MPSWIDE: | |
|             if (!(val == 0 || val == 1)) | |
|                xerror("lpx_set_int_parm: MPSWIDE = %d; invalid value\n", | |
|                   val); | |
|             cps->mps_wide = val; | |
|             break; | |
|          case LPX_K_MPSFREE: | |
|             if (!(val == 0 || val == 1)) | |
|                xerror("lpx_set_int_parm: MPSFREE = %d; invalid value\n", | |
|                   val); | |
|             cps->mps_free = val; | |
|             break; | |
|          case LPX_K_MPSSKIP: | |
|             if (!(val == 0 || val == 1)) | |
|                xerror("lpx_set_int_parm: MPSSKIP = %d; invalid value\n", | |
|                   val); | |
|             cps->mps_skip = val; | |
|             break; | |
|          case LPX_K_LPTORIG: | |
|             if (!(val == 0 || val == 1)) | |
|                xerror("lpx_set_int_parm: LPTORIG = %d; invalid value\n", | |
|                   val); | |
|             cps->lpt_orig = val; | |
|             break; | |
|          case LPX_K_PRESOL: | |
|             if (!(val == 0 || val == 1)) | |
|                xerror("lpx_set_int_parm: PRESOL = %d; invalid value\n", | |
|                   val); | |
|             cps->presol = val; | |
|             break; | |
|          case LPX_K_BINARIZE: | |
|             if (!(val == 0 || val == 1)) | |
|                xerror("lpx_set_int_parm: BINARIZE = %d; invalid value\n" | |
|                   , val); | |
|             cps->binarize = val; | |
|             break; | |
|          case LPX_K_USECUTS: | |
|             if (val & ~LPX_C_ALL) | |
|             xerror("lpx_set_int_parm: USECUTS = 0x%X; invalid value\n", | |
|                   val); | |
|             cps->use_cuts = val; | |
|             break; | |
|          case LPX_K_BFTYPE: | |
|             {  glp_bfcp parm; | |
|                glp_get_bfcp(lp, &parm); | |
|                switch (val) | |
|                {  case 1: | |
|                      parm.type = GLP_BF_FT; break; | |
|                   case 2: | |
|                      parm.type = GLP_BF_BG; break; | |
|                   case 3: | |
|                      parm.type = GLP_BF_GR; break; | |
|                   default: | |
|                      xerror("lpx_set_int_parm: BFTYPE = %d; invalid val" | |
|                         "ue\n", val); | |
|                } | |
|                glp_set_bfcp(lp, &parm); | |
|             } | |
|             break; | |
|          default: | |
|             xerror("lpx_set_int_parm: parm = %d; invalid parameter\n", | |
|                parm); | |
|       } | |
|       return; | |
| } | |
| 
 | |
| int lpx_get_int_parm(LPX *lp, int parm) | |
| {     /* query integer control parameter */ | |
|       struct CPS *cps = find_cps(lp); | |
|       int val = 0; | |
|       switch (parm) | |
|       {  case LPX_K_MSGLEV: | |
|             val = cps->msg_lev; break; | |
|          case LPX_K_SCALE: | |
|             val = cps->scale; break; | |
|          case LPX_K_DUAL: | |
|             val = cps->dual; break; | |
|          case LPX_K_PRICE: | |
|             val = cps->price; break; | |
|          case LPX_K_ROUND: | |
|             val = cps->round; break; | |
|          case LPX_K_ITLIM: | |
|             val = cps->it_lim; break; | |
|          case LPX_K_ITCNT: | |
|             val = glp_get_it_cnt(lp); break; | |
|          case LPX_K_OUTFRQ: | |
|             val = cps->out_frq; break; | |
|          case LPX_K_BRANCH: | |
|             val = cps->branch; break; | |
|          case LPX_K_BTRACK: | |
|             val = cps->btrack; break; | |
|          case LPX_K_MPSINFO: | |
|             val = cps->mps_info; break; | |
|          case LPX_K_MPSOBJ: | |
|             val = cps->mps_obj; break; | |
|          case LPX_K_MPSORIG: | |
|             val = cps->mps_orig; break; | |
|          case LPX_K_MPSWIDE: | |
|             val = cps->mps_wide; break; | |
|          case LPX_K_MPSFREE: | |
|             val = cps->mps_free; break; | |
|          case LPX_K_MPSSKIP: | |
|             val = cps->mps_skip; break; | |
|          case LPX_K_LPTORIG: | |
|             val = cps->lpt_orig; break; | |
|          case LPX_K_PRESOL: | |
|             val = cps->presol; break; | |
|          case LPX_K_BINARIZE: | |
|             val = cps->binarize; break; | |
|          case LPX_K_USECUTS: | |
|             val = cps->use_cuts; break; | |
|          case LPX_K_BFTYPE: | |
|             {  glp_bfcp parm; | |
|                glp_get_bfcp(lp, &parm); | |
|                switch (parm.type) | |
|                {  case GLP_BF_FT: | |
|                      val = 1; break; | |
|                   case GLP_BF_BG: | |
|                      val = 2; break; | |
|                   case GLP_BF_GR: | |
|                      val = 3; break; | |
|                   default: | |
|                      xassert(lp != lp); | |
|                } | |
|             } | |
|             break; | |
|          default: | |
|             xerror("lpx_get_int_parm: parm = %d; invalid parameter\n", | |
|                parm); | |
|       } | |
|       return val; | |
| } | |
| 
 | |
| void lpx_set_real_parm(LPX *lp, int parm, double val) | |
| {     /* set (change) real control parameter */ | |
|       struct CPS *cps = find_cps(lp); | |
|       switch (parm) | |
|       {  case LPX_K_RELAX: | |
|             if (!(0.0 <= val && val <= 1.0)) | |
|                xerror("lpx_set_real_parm: RELAX = %g; invalid value\n", | |
|                   val); | |
|             cps->relax = val; | |
|             break; | |
|          case LPX_K_TOLBND: | |
|             if (!(DBL_EPSILON <= val && val <= 0.001)) | |
|                xerror("lpx_set_real_parm: TOLBND = %g; invalid value\n", | |
|                   val); | |
|             cps->tol_bnd = val; | |
|             break; | |
|          case LPX_K_TOLDJ: | |
|             if (!(DBL_EPSILON <= val && val <= 0.001)) | |
|                xerror("lpx_set_real_parm: TOLDJ = %g; invalid value\n", | |
|                   val); | |
|             cps->tol_dj = val; | |
|             break; | |
|          case LPX_K_TOLPIV: | |
|             if (!(DBL_EPSILON <= val && val <= 0.001)) | |
|                xerror("lpx_set_real_parm: TOLPIV = %g; invalid value\n", | |
|                   val); | |
|             cps->tol_piv = val; | |
|             break; | |
|          case LPX_K_OBJLL: | |
|             cps->obj_ll = val; | |
|             break; | |
|          case LPX_K_OBJUL: | |
|             cps->obj_ul = val; | |
|             break; | |
|          case LPX_K_TMLIM: | |
|             cps->tm_lim = val; | |
|             break; | |
|          case LPX_K_OUTDLY: | |
|             cps->out_dly = val; | |
|             break; | |
|          case LPX_K_TOLINT: | |
|             if (!(DBL_EPSILON <= val && val <= 0.001)) | |
|                xerror("lpx_set_real_parm: TOLINT = %g; invalid value\n", | |
|                   val); | |
|             cps->tol_int = val; | |
|             break; | |
|          case LPX_K_TOLOBJ: | |
|             if (!(DBL_EPSILON <= val && val <= 0.001)) | |
|                xerror("lpx_set_real_parm: TOLOBJ = %g; invalid value\n", | |
|                   val); | |
|             cps->tol_obj = val; | |
|             break; | |
|          case LPX_K_MIPGAP: | |
|             if (val < 0.0) | |
|                xerror("lpx_set_real_parm: MIPGAP = %g; invalid value\n", | |
|                   val); | |
|             cps->mip_gap = val; | |
|             break; | |
|          default: | |
|             xerror("lpx_set_real_parm: parm = %d; invalid parameter\n", | |
|                parm); | |
|       } | |
|       return; | |
| } | |
| 
 | |
| double lpx_get_real_parm(LPX *lp, int parm) | |
| {     /* query real control parameter */ | |
|       struct CPS *cps = find_cps(lp); | |
|       double val = 0.0; | |
|       switch (parm) | |
|       {  case LPX_K_RELAX: | |
|             val = cps->relax; | |
|             break; | |
|          case LPX_K_TOLBND: | |
|             val = cps->tol_bnd; | |
|             break; | |
|          case LPX_K_TOLDJ: | |
|             val = cps->tol_dj; | |
|             break; | |
|          case LPX_K_TOLPIV: | |
|             val = cps->tol_piv; | |
|             break; | |
|          case LPX_K_OBJLL: | |
|             val = cps->obj_ll; | |
|             break; | |
|          case LPX_K_OBJUL: | |
|             val = cps->obj_ul; | |
|             break; | |
|          case LPX_K_TMLIM: | |
|             val = cps->tm_lim; | |
|             break; | |
|          case LPX_K_OUTDLY: | |
|             val = cps->out_dly; | |
|             break; | |
|          case LPX_K_TOLINT: | |
|             val = cps->tol_int; | |
|             break; | |
|          case LPX_K_TOLOBJ: | |
|             val = cps->tol_obj; | |
|             break; | |
|          case LPX_K_MIPGAP: | |
|             val = cps->mip_gap; | |
|             break; | |
|          default: | |
|             xerror("lpx_get_real_parm: parm = %d; invalid parameter\n", | |
|                parm); | |
|       } | |
|       return val; | |
| } | |
| 
 | |
| LPX *lpx_read_mps(const char *fname) | |
| {     /* read problem data in fixed MPS format */ | |
|       LPX *lp = lpx_create_prob(); | |
|       if (glp_read_mps(lp, GLP_MPS_DECK, NULL, fname)) | |
|          lpx_delete_prob(lp), lp = NULL; | |
|       return lp; | |
| } | |
| 
 | |
| int lpx_write_mps(LPX *lp, const char *fname) | |
| {     /* write problem data in fixed MPS format */ | |
|       return glp_write_mps(lp, GLP_MPS_DECK, NULL, fname); | |
| } | |
| 
 | |
| int lpx_read_bas(LPX *lp, const char *fname) | |
| {     /* read LP basis in fixed MPS format */ | |
|       xassert(lp == lp); | |
|       xassert(fname == fname); | |
|       xerror("lpx_read_bas: operation not supported\n"); | |
|       return 0; | |
| } | |
| 
 | |
| int lpx_write_bas(LPX *lp, const char *fname) | |
| {     /* write LP basis in fixed MPS format */ | |
|       xassert(lp == lp); | |
|       xassert(fname == fname); | |
|       xerror("lpx_write_bas: operation not supported\n"); | |
|       return 0; | |
| } | |
| 
 | |
| LPX *lpx_read_freemps(const char *fname) | |
| {     /* read problem data in free MPS format */ | |
|       LPX *lp = lpx_create_prob(); | |
|       if (glp_read_mps(lp, GLP_MPS_FILE, NULL, fname)) | |
|          lpx_delete_prob(lp), lp = NULL; | |
|       return lp; | |
| } | |
| 
 | |
| int lpx_write_freemps(LPX *lp, const char *fname) | |
| {     /* write problem data in free MPS format */ | |
|       return glp_write_mps(lp, GLP_MPS_FILE, NULL, fname); | |
| } | |
| 
 | |
| LPX *lpx_read_cpxlp(const char *fname) | |
| {     /* read problem data in CPLEX LP format */ | |
|       LPX *lp; | |
|       lp = lpx_create_prob(); | |
|       if (glp_read_lp(lp, NULL, fname)) | |
|          lpx_delete_prob(lp), lp = NULL; | |
|       return lp; | |
| } | |
| 
 | |
| int lpx_write_cpxlp(LPX *lp, const char *fname) | |
| {     /* write problem data in CPLEX LP format */ | |
|       return glp_write_lp(lp, NULL, fname); | |
| } | |
| 
 | |
| LPX *lpx_read_model(const char *model, const char *data, const char | |
|       *output) | |
| {     /* read LP/MIP model written in GNU MathProg language */ | |
|       LPX *lp = NULL; | |
|       glp_tran *tran; | |
|       /* allocate the translator workspace */ | |
|       tran = glp_mpl_alloc_wksp(); | |
|       /* read model section and optional data section */ | |
|       if (glp_mpl_read_model(tran, model, data != NULL)) goto done; | |
|       /* read separate data section, if required */ | |
|       if (data != NULL) | |
|          if (glp_mpl_read_data(tran, data)) goto done; | |
|       /* generate the model */ | |
|       if (glp_mpl_generate(tran, output)) goto done; | |
|       /* build the problem instance from the model */ | |
|       lp = lpx_create_prob(); | |
|       glp_mpl_build_prob(tran, lp); | |
| done: /* free the translator workspace */ | |
|       glp_mpl_free_wksp(tran); | |
|       /* bring the problem object to the calling program */ | |
|       return lp; | |
| } | |
| 
 | |
| int lpx_print_prob(LPX *lp, const char *fname) | |
| {     /* write problem data in plain text format */ | |
|       return glp_write_lp(lp, NULL, fname); | |
| } | |
| 
 | |
| int lpx_print_sol(LPX *lp, const char *fname) | |
| {     /* write LP problem solution in printable format */ | |
|       return glp_print_sol(lp, fname); | |
| } | |
| 
 | |
| int lpx_print_sens_bnds(LPX *lp, const char *fname) | |
| {     /* write bounds sensitivity information */ | |
|       if (glp_get_status(lp) == GLP_OPT && !glp_bf_exists(lp)) | |
|          glp_factorize(lp); | |
|       return glp_print_ranges(lp, 0, NULL, 0, fname); | |
| } | |
| 
 | |
| int lpx_print_ips(LPX *lp, const char *fname) | |
| {     /* write interior point solution in printable format */ | |
|       return glp_print_ipt(lp, fname); | |
| } | |
| 
 | |
| int lpx_print_mip(LPX *lp, const char *fname) | |
| {     /* write MIP problem solution in printable format */ | |
|       return glp_print_mip(lp, fname); | |
| } | |
| 
 | |
| int lpx_is_b_avail(glp_prob *lp) | |
| {     /* check if LP basis is available */ | |
|       return glp_bf_exists(lp); | |
| } | |
| 
 | |
| int lpx_main(int argc, const char *argv[]) | |
| {     /* stand-alone LP/MIP solver */ | |
|       return glp_main(argc, argv); | |
| } | |
| 
 | |
| /* eof */
 |