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/* -*- mode: C++; indent-tabs-mode: nil; -*-
*
* This file is a part of LEMON, a generic C++ optimization library.
*
* Copyright (C) 2003-2010
* 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;
_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");
rows.clear();
cols.clear();
}
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);
}
// 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
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