diff options
Diffstat (limited to 'extern/quadriflow/3rd/lemon-1.3.1/lemon/cplex.cc')
| -rw-r--r-- | extern/quadriflow/3rd/lemon-1.3.1/lemon/cplex.cc | 994 |
1 files changed, 994 insertions, 0 deletions
diff --git a/extern/quadriflow/3rd/lemon-1.3.1/lemon/cplex.cc b/extern/quadriflow/3rd/lemon-1.3.1/lemon/cplex.cc new file mode 100644 index 00000000000..029a3efc500 --- /dev/null +++ b/extern/quadriflow/3rd/lemon-1.3.1/lemon/cplex.cc @@ -0,0 +1,994 @@ +/* -*- mode: C++; indent-tabs-mode: nil; -*- + * + * This file is a part of LEMON, a generic C++ optimization library. + * + * Copyright (C) 2003-2013 + * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport + * (Egervary Research Group on Combinatorial Optimization, EGRES). + * + * Permission to use, modify and distribute this software is granted + * provided that this copyright notice appears in all copies. For + * precise terms see the accompanying LICENSE file. + * + * This software is provided "AS IS" with no warranty of any kind, + * express or implied, and with no claim as to its suitability for any + * purpose. + * + */ + +#include <iostream> +#include <vector> +#include <cstring> + +#include <lemon/cplex.h> + +extern "C" { +#include <ilcplex/cplex.h> +} + + +///\file +///\brief Implementation of the LEMON-CPLEX lp solver interface. +namespace lemon { + + CplexEnv::LicenseError::LicenseError(int status) { + if (!CPXgeterrorstring(0, status, _message)) { + std::strcpy(_message, "Cplex unknown error"); + } + } + + CplexEnv::CplexEnv() { + int status; + _cnt = new int; + (*_cnt) = 1; + _env = CPXopenCPLEX(&status); + if (_env == 0) { + delete _cnt; + _cnt = 0; + throw LicenseError(status); + } + } + + CplexEnv::CplexEnv(const CplexEnv& other) { + _env = other._env; + _cnt = other._cnt; + ++(*_cnt); + } + + CplexEnv& CplexEnv::operator=(const CplexEnv& other) { + _env = other._env; + _cnt = other._cnt; + ++(*_cnt); + return *this; + } + + CplexEnv::~CplexEnv() { + --(*_cnt); + if (*_cnt == 0) { + delete _cnt; + CPXcloseCPLEX(&_env); + } + } + + CplexBase::CplexBase() : LpBase() { + int status; + _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); + messageLevel(MESSAGE_NOTHING); + } + + CplexBase::CplexBase(const CplexEnv& env) + : LpBase(), _env(env) { + int status; + _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); + messageLevel(MESSAGE_NOTHING); + } + + CplexBase::CplexBase(const CplexBase& cplex) + : LpBase() { + int status; + _prob = CPXcloneprob(cplexEnv(), cplex._prob, &status); + rows = cplex.rows; + cols = cplex.cols; + messageLevel(MESSAGE_NOTHING); + } + + CplexBase::~CplexBase() { + CPXfreeprob(cplexEnv(),&_prob); + } + + int CplexBase::_addCol() { + int i = CPXgetnumcols(cplexEnv(), _prob); + double lb = -INF, ub = INF; + CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0); + return i; + } + + + int CplexBase::_addRow() { + int i = CPXgetnumrows(cplexEnv(), _prob); + const double ub = INF; + const char s = 'L'; + CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); + return i; + } + + int CplexBase::_addRow(Value lb, ExprIterator b, + ExprIterator e, Value ub) { + int i = CPXgetnumrows(cplexEnv(), _prob); + if (lb == -INF) { + const char s = 'L'; + CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); + } else if (ub == INF) { + const char s = 'G'; + CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0); + } else if (lb == ub){ + const char s = 'E'; + CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0); + } else { + const char s = 'R'; + double len = ub - lb; + CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, &len, 0); + } + + std::vector<int> indices; + std::vector<int> rowlist; + std::vector<Value> values; + + for(ExprIterator it=b; it!=e; ++it) { + indices.push_back(it->first); + values.push_back(it->second); + rowlist.push_back(i); + } + + CPXchgcoeflist(cplexEnv(), _prob, values.size(), + &rowlist.front(), &indices.front(), &values.front()); + + return i; + } + + void CplexBase::_eraseCol(int i) { + CPXdelcols(cplexEnv(), _prob, i, i); + } + + void CplexBase::_eraseRow(int i) { + CPXdelrows(cplexEnv(), _prob, i, i); + } + + void CplexBase::_eraseColId(int i) { + cols.eraseIndex(i); + cols.shiftIndices(i); + } + void CplexBase::_eraseRowId(int i) { + rows.eraseIndex(i); + rows.shiftIndices(i); + } + + void CplexBase::_getColName(int col, std::string &name) const { + int size; + CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col); + if (size == 0) { + name.clear(); + return; + } + + size *= -1; + std::vector<char> buf(size); + char *cname; + int tmp; + CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size, + &tmp, col, col); + name = cname; + } + + void CplexBase::_setColName(int col, const std::string &name) { + char *cname; + cname = const_cast<char*>(name.c_str()); + CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname); + } + + int CplexBase::_colByName(const std::string& name) const { + int index; + if (CPXgetcolindex(cplexEnv(), _prob, + const_cast<char*>(name.c_str()), &index) == 0) { + return index; + } + return -1; + } + + void CplexBase::_getRowName(int row, std::string &name) const { + int size; + CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row); + if (size == 0) { + name.clear(); + return; + } + + size *= -1; + std::vector<char> buf(size); + char *cname; + int tmp; + CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size, + &tmp, row, row); + name = cname; + } + + void CplexBase::_setRowName(int row, const std::string &name) { + char *cname; + cname = const_cast<char*>(name.c_str()); + CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname); + } + + int CplexBase::_rowByName(const std::string& name) const { + int index; + if (CPXgetrowindex(cplexEnv(), _prob, + const_cast<char*>(name.c_str()), &index) == 0) { + return index; + } + return -1; + } + + void CplexBase::_setRowCoeffs(int i, ExprIterator b, + ExprIterator e) + { + std::vector<int> indices; + std::vector<int> rowlist; + std::vector<Value> values; + + for(ExprIterator it=b; it!=e; ++it) { + indices.push_back(it->first); + values.push_back(it->second); + rowlist.push_back(i); + } + + CPXchgcoeflist(cplexEnv(), _prob, values.size(), + &rowlist.front(), &indices.front(), &values.front()); + } + + void CplexBase::_getRowCoeffs(int i, InsertIterator b) const { + int tmp1, tmp2, tmp3, length; + CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); + + length = -length; + std::vector<int> indices(length); + std::vector<double> values(length); + + CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, + &indices.front(), &values.front(), + length, &tmp3, i, i); + + for (int i = 0; i < length; ++i) { + *b = std::make_pair(indices[i], values[i]); + ++b; + } + } + + void CplexBase::_setColCoeffs(int i, ExprIterator b, ExprIterator e) { + std::vector<int> indices; + std::vector<int> collist; + std::vector<Value> values; + + for(ExprIterator it=b; it!=e; ++it) { + indices.push_back(it->first); + values.push_back(it->second); + collist.push_back(i); + } + + CPXchgcoeflist(cplexEnv(), _prob, values.size(), + &indices.front(), &collist.front(), &values.front()); + } + + void CplexBase::_getColCoeffs(int i, InsertIterator b) const { + + int tmp1, tmp2, tmp3, length; + CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); + + length = -length; + std::vector<int> indices(length); + std::vector<double> values(length); + + CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, + &indices.front(), &values.front(), + length, &tmp3, i, i); + + for (int i = 0; i < length; ++i) { + *b = std::make_pair(indices[i], values[i]); + ++b; + } + + } + + void CplexBase::_setCoeff(int row, int col, Value value) { + CPXchgcoef(cplexEnv(), _prob, row, col, value); + } + + CplexBase::Value CplexBase::_getCoeff(int row, int col) const { + CplexBase::Value value; + CPXgetcoef(cplexEnv(), _prob, row, col, &value); + return value; + } + + void CplexBase::_setColLowerBound(int i, Value value) { + const char s = 'L'; + CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); + } + + CplexBase::Value CplexBase::_getColLowerBound(int i) const { + CplexBase::Value res; + CPXgetlb(cplexEnv(), _prob, &res, i, i); + return res <= -CPX_INFBOUND ? -INF : res; + } + + void CplexBase::_setColUpperBound(int i, Value value) + { + const char s = 'U'; + CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); + } + + CplexBase::Value CplexBase::_getColUpperBound(int i) const { + CplexBase::Value res; + CPXgetub(cplexEnv(), _prob, &res, i, i); + return res >= CPX_INFBOUND ? INF : res; + } + + CplexBase::Value CplexBase::_getRowLowerBound(int i) const { + char s; + CPXgetsense(cplexEnv(), _prob, &s, i, i); + CplexBase::Value res; + + switch (s) { + case 'G': + case 'R': + case 'E': + CPXgetrhs(cplexEnv(), _prob, &res, i, i); + return res <= -CPX_INFBOUND ? -INF : res; + default: + return -INF; + } + } + + CplexBase::Value CplexBase::_getRowUpperBound(int i) const { + char s; + CPXgetsense(cplexEnv(), _prob, &s, i, i); + CplexBase::Value res; + + switch (s) { + case 'L': + case 'E': + CPXgetrhs(cplexEnv(), _prob, &res, i, i); + return res >= CPX_INFBOUND ? INF : res; + case 'R': + CPXgetrhs(cplexEnv(), _prob, &res, i, i); + { + double rng; + CPXgetrngval(cplexEnv(), _prob, &rng, i, i); + res += rng; + } + return res >= CPX_INFBOUND ? INF : res; + default: + return INF; + } + } + + //This is easier to implement + void CplexBase::_set_row_bounds(int i, Value lb, Value ub) { + if (lb == -INF) { + const char s = 'L'; + CPXchgsense(cplexEnv(), _prob, 1, &i, &s); + CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub); + } else if (ub == INF) { + const char s = 'G'; + CPXchgsense(cplexEnv(), _prob, 1, &i, &s); + CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); + } else if (lb == ub){ + const char s = 'E'; + CPXchgsense(cplexEnv(), _prob, 1, &i, &s); + CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); + } else { + const char s = 'R'; + CPXchgsense(cplexEnv(), _prob, 1, &i, &s); + CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); + double len = ub - lb; + CPXchgrngval(cplexEnv(), _prob, 1, &i, &len); + } + } + + void CplexBase::_setRowLowerBound(int i, Value lb) + { + LEMON_ASSERT(lb != INF, "Invalid bound"); + _set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i)); + } + + void CplexBase::_setRowUpperBound(int i, Value ub) + { + + LEMON_ASSERT(ub != -INF, "Invalid bound"); + _set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub); + } + + void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e) + { + std::vector<int> indices; + std::vector<Value> values; + for(ExprIterator it=b; it!=e; ++it) { + indices.push_back(it->first); + values.push_back(it->second); + } + CPXchgobj(cplexEnv(), _prob, values.size(), + &indices.front(), &values.front()); + + } + + void CplexBase::_getObjCoeffs(InsertIterator b) const + { + int num = CPXgetnumcols(cplexEnv(), _prob); + std::vector<Value> x(num); + + CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1); + for (int i = 0; i < num; ++i) { + if (x[i] != 0.0) { + *b = std::make_pair(i, x[i]); + ++b; + } + } + } + + void CplexBase::_setObjCoeff(int i, Value obj_coef) + { + CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef); + } + + CplexBase::Value CplexBase::_getObjCoeff(int i) const + { + Value x; + CPXgetobj(cplexEnv(), _prob, &x, i, i); + return x; + } + + void CplexBase::_setSense(CplexBase::Sense sense) { + switch (sense) { + case MIN: + CPXchgobjsen(cplexEnv(), _prob, CPX_MIN); + break; + case MAX: + CPXchgobjsen(cplexEnv(), _prob, CPX_MAX); + break; + } + } + + CplexBase::Sense CplexBase::_getSense() const { + switch (CPXgetobjsen(cplexEnv(), _prob)) { + case CPX_MIN: + return MIN; + case CPX_MAX: + return MAX; + default: + LEMON_ASSERT(false, "Invalid sense"); + return CplexBase::Sense(); + } + } + + void CplexBase::_clear() { + CPXfreeprob(cplexEnv(),&_prob); + int status; + _prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); + } + + void CplexBase::_messageLevel(MessageLevel level) { + switch (level) { + case MESSAGE_NOTHING: + _message_enabled = false; + break; + case MESSAGE_ERROR: + case MESSAGE_WARNING: + case MESSAGE_NORMAL: + case MESSAGE_VERBOSE: + _message_enabled = true; + break; + } + } + + void CplexBase::_applyMessageLevel() { + CPXsetintparam(cplexEnv(), CPX_PARAM_SCRIND, + _message_enabled ? CPX_ON : CPX_OFF); + } + + void CplexBase::_write(std::string file, std::string format) const + { + if(format == "MPS" || format == "LP") + CPXwriteprob(cplexEnv(), cplexLp(), file.c_str(), format.c_str()); + else if(format == "SOL") + CPXsolwrite(cplexEnv(), cplexLp(), file.c_str()); + else throw UnsupportedFormatError(format); + } + + + + // CplexLp members + + CplexLp::CplexLp() + : LpBase(), LpSolver(), CplexBase() {} + + CplexLp::CplexLp(const CplexEnv& env) + : LpBase(), LpSolver(), CplexBase(env) {} + + CplexLp::CplexLp(const CplexLp& other) + : LpBase(), LpSolver(), CplexBase(other) {} + + CplexLp::~CplexLp() {} + + CplexLp* CplexLp::newSolver() const { return new CplexLp; } + CplexLp* CplexLp::cloneSolver() const {return new CplexLp(*this); } + + const char* CplexLp::_solverName() const { return "CplexLp"; } + + void CplexLp::_clear_temporals() { + _col_status.clear(); + _row_status.clear(); + _primal_ray.clear(); + _dual_ray.clear(); + } + + // The routine returns zero unless an error occurred during the + // optimization. Examples of errors include exhausting available + // memory (CPXERR_NO_MEMORY) or encountering invalid data in the + // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a + // user-specified CPLEX limit, or proving the model infeasible or + // unbounded, are not considered errors. Note that a zero return + // value does not necessarily mean that a solution exists. Use query + // routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain + // further information about the status of the optimization. + CplexLp::SolveExitStatus CplexLp::convertStatus(int status) { +#if CPX_VERSION >= 800 + if (status == 0) { + switch (CPXgetstat(cplexEnv(), _prob)) { + case CPX_STAT_OPTIMAL: + case CPX_STAT_INFEASIBLE: + case CPX_STAT_UNBOUNDED: + return SOLVED; + default: + return UNSOLVED; + } + } else { + return UNSOLVED; + } +#else + if (status == 0) { + //We want to exclude some cases + switch (CPXgetstat(cplexEnv(), _prob)) { + case CPX_OBJ_LIM: + case CPX_IT_LIM_FEAS: + case CPX_IT_LIM_INFEAS: + case CPX_TIME_LIM_FEAS: + case CPX_TIME_LIM_INFEAS: + return UNSOLVED; + default: + return SOLVED; + } + } else { + return UNSOLVED; + } +#endif + } + + CplexLp::SolveExitStatus CplexLp::_solve() { + _clear_temporals(); + _applyMessageLevel(); + return convertStatus(CPXlpopt(cplexEnv(), _prob)); + } + + CplexLp::SolveExitStatus CplexLp::solvePrimal() { + _clear_temporals(); + _applyMessageLevel(); + return convertStatus(CPXprimopt(cplexEnv(), _prob)); + } + + CplexLp::SolveExitStatus CplexLp::solveDual() { + _clear_temporals(); + _applyMessageLevel(); + return convertStatus(CPXdualopt(cplexEnv(), _prob)); + } + + CplexLp::SolveExitStatus CplexLp::solveBarrier() { + _clear_temporals(); + _applyMessageLevel(); + return convertStatus(CPXbaropt(cplexEnv(), _prob)); + } + + CplexLp::Value CplexLp::_getPrimal(int i) const { + Value x; + CPXgetx(cplexEnv(), _prob, &x, i, i); + return x; + } + + CplexLp::Value CplexLp::_getDual(int i) const { + Value y; + CPXgetpi(cplexEnv(), _prob, &y, i, i); + return y; + } + + CplexLp::Value CplexLp::_getPrimalValue() const { + Value objval; + CPXgetobjval(cplexEnv(), _prob, &objval); + return objval; + } + + CplexLp::VarStatus CplexLp::_getColStatus(int i) const { + if (_col_status.empty()) { + _col_status.resize(CPXgetnumcols(cplexEnv(), _prob)); + CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0); + } + switch (_col_status[i]) { + case CPX_BASIC: + return BASIC; + case CPX_FREE_SUPER: + return FREE; + case CPX_AT_LOWER: + return LOWER; + case CPX_AT_UPPER: + return UPPER; + default: + LEMON_ASSERT(false, "Wrong column status"); + return CplexLp::VarStatus(); + } + } + + CplexLp::VarStatus CplexLp::_getRowStatus(int i) const { + if (_row_status.empty()) { + _row_status.resize(CPXgetnumrows(cplexEnv(), _prob)); + CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front()); + } + switch (_row_status[i]) { + case CPX_BASIC: + return BASIC; + case CPX_AT_LOWER: + { + char s; + CPXgetsense(cplexEnv(), _prob, &s, i, i); + return s != 'L' ? LOWER : UPPER; + } + case CPX_AT_UPPER: + return UPPER; + default: + LEMON_ASSERT(false, "Wrong row status"); + return CplexLp::VarStatus(); + } + } + + CplexLp::Value CplexLp::_getPrimalRay(int i) const { + if (_primal_ray.empty()) { + _primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob)); + CPXgetray(cplexEnv(), _prob, &_primal_ray.front()); + } + return _primal_ray[i]; + } + + CplexLp::Value CplexLp::_getDualRay(int i) const { + if (_dual_ray.empty()) { + + } + return _dual_ray[i]; + } + + // Cplex 7.0 status values + // This table lists the statuses, returned by the CPXgetstat() + // routine, for solutions to LP problems or mixed integer problems. If + // no solution exists, the return value is zero. + + // For Simplex, Barrier + // 1 CPX_OPTIMAL + // Optimal solution found + // 2 CPX_INFEASIBLE + // Problem infeasible + // 3 CPX_UNBOUNDED + // Problem unbounded + // 4 CPX_OBJ_LIM + // Objective limit exceeded in Phase II + // 5 CPX_IT_LIM_FEAS + // Iteration limit exceeded in Phase II + // 6 CPX_IT_LIM_INFEAS + // Iteration limit exceeded in Phase I + // 7 CPX_TIME_LIM_FEAS + // Time limit exceeded in Phase II + // 8 CPX_TIME_LIM_INFEAS + // Time limit exceeded in Phase I + // 9 CPX_NUM_BEST_FEAS + // Problem non-optimal, singularities in Phase II + // 10 CPX_NUM_BEST_INFEAS + // Problem non-optimal, singularities in Phase I + // 11 CPX_OPTIMAL_INFEAS + // Optimal solution found, unscaled infeasibilities + // 12 CPX_ABORT_FEAS + // Aborted in Phase II + // 13 CPX_ABORT_INFEAS + // Aborted in Phase I + // 14 CPX_ABORT_DUAL_INFEAS + // Aborted in barrier, dual infeasible + // 15 CPX_ABORT_PRIM_INFEAS + // Aborted in barrier, primal infeasible + // 16 CPX_ABORT_PRIM_DUAL_INFEAS + // Aborted in barrier, primal and dual infeasible + // 17 CPX_ABORT_PRIM_DUAL_FEAS + // Aborted in barrier, primal and dual feasible + // 18 CPX_ABORT_CROSSOVER + // Aborted in crossover + // 19 CPX_INForUNBD + // Infeasible or unbounded + // 20 CPX_PIVOT + // User pivot used + // + // Pending return values + // ??case CPX_ABORT_DUAL_INFEAS + // ??case CPX_ABORT_CROSSOVER + // ??case CPX_INForUNBD + // ??case CPX_PIVOT + + //Some more interesting stuff: + + // CPX_PARAM_PROBMETHOD 1062 int LPMETHOD + // 0 Automatic + // 1 Primal Simplex + // 2 Dual Simplex + // 3 Network Simplex + // 4 Standard Barrier + // Default: 0 + // Description: Method for linear optimization. + // Determines which algorithm is used when CPXlpopt() (or "optimize" + // in the Interactive Optimizer) is called. Currently the behavior of + // the "Automatic" setting is that CPLEX simply invokes the dual + // simplex method, but this capability may be expanded in the future + // so that CPLEX chooses the method based on problem characteristics +#if CPX_VERSION < 900 + void statusSwitch(CPXENVptr cplexEnv(),int& stat){ + int lpmethod; + CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod); + if (lpmethod==2){ + if (stat==CPX_UNBOUNDED){ + stat=CPX_INFEASIBLE; + } + else{ + if (stat==CPX_INFEASIBLE) + stat=CPX_UNBOUNDED; + } + } + } +#else + void statusSwitch(CPXENVptr,int&){} +#endif + + CplexLp::ProblemType CplexLp::_getPrimalType() const { + // Unboundedness not treated well: the following is from cplex 9.0 doc + // About Unboundedness + + // The treatment of models that are unbounded involves a few + // subtleties. Specifically, a declaration of unboundedness means that + // ILOG CPLEX has determined that the model has an unbounded + // ray. Given any feasible solution x with objective z, a multiple of + // the unbounded ray can be added to x to give a feasible solution + // with objective z-1 (or z+1 for maximization models). Thus, if a + // feasible solution exists, then the optimal objective is + // unbounded. Note that ILOG CPLEX has not necessarily concluded that + // a feasible solution exists. Users can call the routine CPXsolninfo + // to determine whether ILOG CPLEX has also concluded that the model + // has a feasible solution. + + int stat = CPXgetstat(cplexEnv(), _prob); +#if CPX_VERSION >= 800 + switch (stat) + { + case CPX_STAT_OPTIMAL: + return OPTIMAL; + case CPX_STAT_UNBOUNDED: + return UNBOUNDED; + case CPX_STAT_INFEASIBLE: + return INFEASIBLE; + default: + return UNDEFINED; + } +#else + statusSwitch(cplexEnv(),stat); + //CPXgetstat(cplexEnv(), _prob); + switch (stat) { + case 0: + return UNDEFINED; //Undefined + case CPX_OPTIMAL://Optimal + return OPTIMAL; + case CPX_UNBOUNDED://Unbounded + return INFEASIBLE;//In case of dual simplex + //return UNBOUNDED; + case CPX_INFEASIBLE://Infeasible + // case CPX_IT_LIM_INFEAS: + // case CPX_TIME_LIM_INFEAS: + // case CPX_NUM_BEST_INFEAS: + // case CPX_OPTIMAL_INFEAS: + // case CPX_ABORT_INFEAS: + // case CPX_ABORT_PRIM_INFEAS: + // case CPX_ABORT_PRIM_DUAL_INFEAS: + return UNBOUNDED;//In case of dual simplex + //return INFEASIBLE; + // case CPX_OBJ_LIM: + // case CPX_IT_LIM_FEAS: + // case CPX_TIME_LIM_FEAS: + // case CPX_NUM_BEST_FEAS: + // case CPX_ABORT_FEAS: + // case CPX_ABORT_PRIM_DUAL_FEAS: + // return FEASIBLE; + default: + return UNDEFINED; //Everything else comes here + //FIXME error + } +#endif + } + + // Cplex 9.0 status values + // CPX_STAT_ABORT_DUAL_OBJ_LIM + // CPX_STAT_ABORT_IT_LIM + // CPX_STAT_ABORT_OBJ_LIM + // CPX_STAT_ABORT_PRIM_OBJ_LIM + // CPX_STAT_ABORT_TIME_LIM + // CPX_STAT_ABORT_USER + // CPX_STAT_FEASIBLE_RELAXED + // CPX_STAT_INFEASIBLE + // CPX_STAT_INForUNBD + // CPX_STAT_NUM_BEST + // CPX_STAT_OPTIMAL + // CPX_STAT_OPTIMAL_FACE_UNBOUNDED + // CPX_STAT_OPTIMAL_INFEAS + // CPX_STAT_OPTIMAL_RELAXED + // CPX_STAT_UNBOUNDED + + CplexLp::ProblemType CplexLp::_getDualType() const { + int stat = CPXgetstat(cplexEnv(), _prob); +#if CPX_VERSION >= 800 + switch (stat) { + case CPX_STAT_OPTIMAL: + return OPTIMAL; + case CPX_STAT_UNBOUNDED: + return INFEASIBLE; + default: + return UNDEFINED; + } +#else + statusSwitch(cplexEnv(),stat); + switch (stat) { + case 0: + return UNDEFINED; //Undefined + case CPX_OPTIMAL://Optimal + return OPTIMAL; + case CPX_UNBOUNDED: + return INFEASIBLE; + default: + return UNDEFINED; //Everything else comes here + //FIXME error + } +#endif + } + + // CplexMip members + + CplexMip::CplexMip() + : LpBase(), MipSolver(), CplexBase() { + +#if CPX_VERSION < 800 + CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); +#else + CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); +#endif + } + + CplexMip::CplexMip(const CplexEnv& env) + : LpBase(), MipSolver(), CplexBase(env) { + +#if CPX_VERSION < 800 + CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); +#else + CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); +#endif + + } + + CplexMip::CplexMip(const CplexMip& other) + : LpBase(), MipSolver(), CplexBase(other) {} + + CplexMip::~CplexMip() {} + + CplexMip* CplexMip::newSolver() const { return new CplexMip; } + CplexMip* CplexMip::cloneSolver() const {return new CplexMip(*this); } + + const char* CplexMip::_solverName() const { return "CplexMip"; } + + void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) { + + // Note If a variable is to be changed to binary, a call to CPXchgbds + // should also be made to change the bounds to 0 and 1. + + switch (col_type){ + case INTEGER: { + const char t = 'I'; + CPXchgctype (cplexEnv(), _prob, 1, &i, &t); + } break; + case REAL: { + const char t = 'C'; + CPXchgctype (cplexEnv(), _prob, 1, &i, &t); + } break; + default: + break; + } + } + + CplexMip::ColTypes CplexMip::_getColType(int i) const { + char t; + CPXgetctype (cplexEnv(), _prob, &t, i, i); + switch (t) { + case 'I': + return INTEGER; + case 'C': + return REAL; + default: + LEMON_ASSERT(false, "Invalid column type"); + return ColTypes(); + } + + } + + CplexMip::SolveExitStatus CplexMip::_solve() { + int status; + _applyMessageLevel(); + status = CPXmipopt (cplexEnv(), _prob); + if (status==0) + return SOLVED; + else + return UNSOLVED; + + } + + + CplexMip::ProblemType CplexMip::_getType() const { + + int stat = CPXgetstat(cplexEnv(), _prob); + + //Fortunately, MIP statuses did not change for cplex 8.0 + switch (stat) { + case CPXMIP_OPTIMAL: + // Optimal integer solution has been found. + case CPXMIP_OPTIMAL_TOL: + // Optimal soluton with the tolerance defined by epgap or epagap has + // been found. + return OPTIMAL; + //This also exists in later issues + // case CPXMIP_UNBOUNDED: + //return UNBOUNDED; + case CPXMIP_INFEASIBLE: + return INFEASIBLE; + default: + return UNDEFINED; + } + //Unboundedness not treated well: the following is from cplex 9.0 doc + // About Unboundedness + + // The treatment of models that are unbounded involves a few + // subtleties. Specifically, a declaration of unboundedness means that + // ILOG CPLEX has determined that the model has an unbounded + // ray. Given any feasible solution x with objective z, a multiple of + // the unbounded ray can be added to x to give a feasible solution + // with objective z-1 (or z+1 for maximization models). Thus, if a + // feasible solution exists, then the optimal objective is + // unbounded. Note that ILOG CPLEX has not necessarily concluded that + // a feasible solution exists. Users can call the routine CPXsolninfo + // to determine whether ILOG CPLEX has also concluded that the model + // has a feasible solution. + } + + CplexMip::Value CplexMip::_getSol(int i) const { + Value x; + CPXgetmipx(cplexEnv(), _prob, &x, i, i); + return x; + } + + CplexMip::Value CplexMip::_getSolValue() const { + Value objval; + CPXgetmipobjval(cplexEnv(), _prob, &objval); + return objval; + } + +} //namespace lemon + |