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* Remove static char *id = from all source files. The same information is included in a comment in each source file. * Remove unused template file 'id'
1508 lines
44 KiB
C
1508 lines
44 KiB
C
/* $Id: lpkit.c,v 1.2 1999/01/03 02:07:18 sybalsky Exp $ (C) Copyright Venue, All Rights Reserved */
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/************************************************************************/
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/* */
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/* (C) Copyright 1989-99 Venue. All Rights Reserved. */
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/* Manufactured in the United States of America. */
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/* */
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/************************************************************************/
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#include "version.h"
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#include "lpkit.h"
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#include "lpglob.h"
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#include <stdlib.h>
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#include <stdarg.h>
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#include <stdio.h>
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/* Globals */
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lprec *Lp = NULL; /* pointer to active problem */
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int Rows;
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int Columns;
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int Sum;
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int Non_zeros;
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int Level;
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matrec *Mat;
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int *Col_no;
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int *Col_end;
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int *Row_end;
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REAL *Orig_rh;
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REAL *Rh;
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REAL *Rhs;
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short *Must_be_int;
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REAL *Orig_upbo;
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REAL *Orig_lowbo;
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REAL *Upbo;
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REAL *Lowbo;
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int *Bas;
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short *Basis;
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short *Lower;
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int Eta_alloc;
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int Eta_size;
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REAL *Eta_value;
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int *Eta_row_nr;
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int *Eta_col_end;
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int Num_inv;
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REAL *Solution;
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REAL *Best_solution;
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REAL Infinite;
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REAL Epsilon;
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REAL Epsb;
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REAL Epsd;
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REAL Epsel;
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REAL TREJ;
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REAL TINV;
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short Maximise;
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short Floor_first;
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REAL Extrad;
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int Warn_count; /* used in CHECK version of rounding macro */
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#ifdef NEVER
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void error(char *format, ...) {
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va_list ap;
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va_start(ap, format);
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vfprintf(stderr, format, ap);
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fputc('\n', stderr);
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va_end(ap);
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exit(FAIL);
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}
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#endif
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lprec *make_lp(int rows, int columns) {
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lprec *newlp;
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int i, sum;
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sstate *st; /* to save state in MILP runs */
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sum = rows + columns;
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if (rows < 0 || columns < 0) error("rows < 0 or columns < 0");
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CALLOC(newlp, 1, lprec);
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strcpy(newlp->lp_name, "unnamed");
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newlp->active = FALSE;
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newlp->verbose = FALSE;
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newlp->print_duals = FALSE;
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newlp->print_sol = FALSE;
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newlp->debug = FALSE;
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newlp->print_at_invert = FALSE;
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newlp->trace = FALSE;
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newlp->rows = rows;
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newlp->columns = columns;
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newlp->sum = sum;
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newlp->rows_alloc = rows;
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newlp->columns_alloc = columns;
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newlp->sum_alloc = sum;
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newlp->names_used = FALSE;
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newlp->obj_bound = DEF_INFINITE;
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newlp->infinite = DEF_INFINITE;
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newlp->epsilon = DEF_EPSILON;
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newlp->epsb = DEF_EPSB;
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newlp->epsd = DEF_EPSD;
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newlp->epsel = DEF_EPSEL;
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newlp->non_zeros = 0;
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newlp->mat_alloc = 1;
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CALLOC(newlp->mat, newlp->mat_alloc, matrec);
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CALLOC(newlp->col_no, newlp->mat_alloc, int);
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CALLOC(newlp->col_end, columns + 1, int);
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CALLOC(newlp->row_end, rows + 1, int);
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newlp->row_end_valid = FALSE;
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CALLOC(newlp->orig_rh, rows + 1, REAL);
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CALLOC(newlp->rh, rows + 1, REAL);
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CALLOC(newlp->rhs, rows + 1, REAL);
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CALLOC(newlp->must_be_int, sum + 1, short);
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for (i = 0; i <= sum; i++) newlp->must_be_int[i] = FALSE;
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CALLOC(newlp->orig_upbo, sum + 1, REAL);
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for (i = 0; i <= sum; i++) newlp->orig_upbo[i] = newlp->infinite;
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CALLOC(newlp->upbo, sum + 1, REAL);
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CALLOC(newlp->orig_lowbo, sum + 1, REAL);
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CALLOC(newlp->lowbo, sum + 1, REAL);
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newlp->basis_valid = TRUE;
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CALLOC(newlp->bas, rows + 1, int);
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CALLOC(newlp->basis, sum + 1, short);
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CALLOC(newlp->lower, sum + 1, short);
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for (i = 0; i <= rows; i++) {
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newlp->bas[i] = i;
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newlp->basis[i] = TRUE;
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}
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for (i = rows + 1; i <= sum; i++) newlp->basis[i] = FALSE;
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for (i = 0; i <= sum; i++) newlp->lower[i] = TRUE;
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newlp->eta_valid = TRUE;
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newlp->eta_size = 0;
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newlp->eta_alloc = 10000;
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newlp->max_num_inv = DEFNUMINV;
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newlp->nr_lagrange = 0;
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CALLOC(newlp->eta_value, newlp->eta_alloc, REAL);
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CALLOC(newlp->eta_row_nr, newlp->eta_alloc, int);
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CALLOC(newlp->eta_col_end, newlp->rows_alloc + newlp->max_num_inv, int);
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newlp->bb_rule = FIRST_NI;
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newlp->break_at_int = FALSE;
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newlp->break_value = 0;
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newlp->iter = 0;
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newlp->total_iter = 0;
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CALLOC(newlp->solution, sum + 1, REAL);
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CALLOC(newlp->best_solution, sum + 1, REAL);
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CALLOC(newlp->duals, rows + 1, REAL);
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newlp->maximise = FALSE;
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newlp->floor_first = TRUE;
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newlp->scaling_used = FALSE;
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newlp->columns_scaled = FALSE;
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CALLOC(newlp->ch_sign, rows + 1, short);
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for (i = 0; i <= rows; i++) newlp->ch_sign[i] = FALSE;
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st = newlp->solve_states = NULL;
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for (i = 0; i < Sum + 2; i++) {
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if (st) /* There's an old state-saver to use; re-use it. */
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{
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st->saved = 0; /* clear the in-use field */
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st->notint = 0; /* And the not-integer field */
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st = st->next;
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} else {
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st = (sstate *)malloc(sizeof(sstate));
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if (!st) ERROR(ERR_NOMEM); /* Tell the guy there's no memory */
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st->next = newlp->solve_states;
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st->saved = 0;
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st->notint = 0; /* And the not-integer field */
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newlp->solve_states = st;
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st = (sstate *)NULL;
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}
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}
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newlp->valid = FALSE;
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return (newlp);
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}
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void delete_lp(lprec *lp) {
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int i;
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if (lp->active) Lp = NULL;
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if (lp->names_used) {
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free(lp->row_name);
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free(lp->col_name);
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}
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free(lp->mat);
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free(lp->col_no);
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free(lp->col_end);
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free(lp->row_end);
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free(lp->orig_rh);
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free(lp->rh);
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free(lp->rhs);
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free(lp->must_be_int);
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free(lp->orig_upbo);
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free(lp->orig_lowbo);
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free(lp->upbo);
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free(lp->lowbo);
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free(lp->bas);
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free(lp->basis);
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free(lp->lower);
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free(lp->eta_value);
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free(lp->eta_row_nr);
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free(lp->eta_col_end);
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free(lp->solution);
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free(lp->best_solution);
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free(lp->duals);
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free(lp->ch_sign);
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if (lp->scaling_used) free(lp->scale);
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if (lp->nr_lagrange > 0) {
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free(lp->lag_rhs);
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free(lp->lambda);
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free(lp->lag_con_type);
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for (i = 0; i < lp->nr_lagrange; i++) free(lp->lag_row[i]);
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free(lp->lag_row);
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}
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free(lp);
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lp = NULL;
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}
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lprec *copy_lp(lprec *lp) {
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lprec *newlp;
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int i, rowsplus, colsplus, sumplus;
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rowsplus = lp->rows_alloc + 1;
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colsplus = lp->columns_alloc + 1;
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sumplus = lp->sum_alloc + 1;
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MALLOCCPY(newlp, lp, 1, lprec); /* copy all non pointers */
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newlp->active = FALSE;
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if (newlp->names_used) {
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MALLOCCPY(newlp->col_name, lp->col_name, colsplus, nstring);
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MALLOCCPY(newlp->row_name, lp->row_name, rowsplus, nstring);
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}
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MALLOCCPY(newlp->mat, lp->mat, newlp->mat_alloc, matrec);
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MALLOCCPY(newlp->col_end, lp->col_end, colsplus, int);
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MALLOCCPY(newlp->col_no, lp->col_no, newlp->mat_alloc, int);
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MALLOCCPY(newlp->row_end, lp->row_end, rowsplus, int);
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MALLOCCPY(newlp->orig_rh, lp->orig_rh, rowsplus, REAL);
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MALLOCCPY(newlp->rh, lp->rh, rowsplus, REAL);
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MALLOCCPY(newlp->rhs, lp->rhs, rowsplus, REAL);
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MALLOCCPY(newlp->must_be_int, lp->must_be_int, sumplus, short);
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MALLOCCPY(newlp->orig_upbo, lp->orig_upbo, sumplus, REAL);
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MALLOCCPY(newlp->orig_lowbo, lp->orig_lowbo, sumplus, REAL);
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MALLOCCPY(newlp->upbo, lp->upbo, sumplus, REAL);
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MALLOCCPY(newlp->lowbo, lp->lowbo, sumplus, REAL);
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MALLOCCPY(newlp->bas, lp->bas, rowsplus, int);
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MALLOCCPY(newlp->basis, lp->basis, sumplus, short);
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MALLOCCPY(newlp->lower, lp->lower, sumplus, short);
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MALLOCCPY(newlp->eta_value, lp->eta_value, lp->eta_alloc, REAL);
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MALLOCCPY(newlp->eta_row_nr, lp->eta_row_nr, lp->eta_alloc, int);
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MALLOCCPY(newlp->eta_col_end, lp->eta_col_end, lp->rows_alloc + lp->max_num_inv, int);
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MALLOCCPY(newlp->solution, lp->solution, sumplus, REAL);
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MALLOCCPY(newlp->best_solution, lp->best_solution, sumplus, REAL);
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MALLOCCPY(newlp->duals, lp->duals, rowsplus, REAL);
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MALLOCCPY(newlp->ch_sign, lp->ch_sign, rowsplus, short);
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if (newlp->scaling_used) MALLOCCPY(newlp->scale, lp->scale, sumplus, REAL);
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if (newlp->nr_lagrange > 0) {
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MALLOCCPY(newlp->lag_rhs, lp->lag_rhs, newlp->nr_lagrange, REAL);
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MALLOCCPY(newlp->lambda, lp->lambda, newlp->nr_lagrange, REAL);
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MALLOCCPY(newlp->lag_con_type, lp->lag_con_type, newlp->nr_lagrange, short);
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MALLOC(newlp->lag_row, newlp->nr_lagrange, REAL *);
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for (i = 0; i < newlp->nr_lagrange; i++)
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MALLOCCPY(newlp->lag_row[i], lp->lag_row[i], colsplus, REAL);
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}
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return (newlp);
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}
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void inc_mat_space(lprec *lp, int maxextra) {
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if (lp->non_zeros + maxextra >= lp->mat_alloc) {
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lp->mat_alloc = lp->non_zeros + maxextra;
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REALLOC(lp->mat, lp->mat_alloc, matrec);
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REALLOC(lp->col_no, lp->mat_alloc, int);
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if (lp->active) {
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Mat = lp->mat;
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Col_no = lp->col_no;
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}
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}
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}
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void inc_row_space(lprec *lp) {
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if (lp->rows > lp->rows_alloc) {
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lp->rows_alloc = lp->rows + 10;
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lp->sum_alloc = lp->rows_alloc + lp->columns_alloc;
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REALLOC(lp->orig_rh, lp->rows_alloc + 1, REAL);
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REALLOC(lp->rh, lp->rows_alloc + 1, REAL);
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REALLOC(lp->rhs, lp->rows_alloc + 1, REAL);
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REALLOC(lp->orig_upbo, lp->sum_alloc + 1, REAL);
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REALLOC(lp->upbo, lp->sum_alloc + 1, REAL);
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REALLOC(lp->orig_lowbo, lp->sum_alloc + 1, REAL);
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REALLOC(lp->lowbo, lp->sum_alloc + 1, REAL);
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REALLOC(lp->solution, lp->sum_alloc + 1, REAL);
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REALLOC(lp->best_solution, lp->sum_alloc + 1, REAL);
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REALLOC(lp->row_end, lp->rows_alloc + 1, int);
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REALLOC(lp->basis, lp->sum_alloc + 1, short);
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REALLOC(lp->lower, lp->sum_alloc + 1, short);
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REALLOC(lp->must_be_int, lp->sum_alloc + 1, short);
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REALLOC(lp->bas, lp->rows_alloc + 1, int);
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REALLOC(lp->duals, lp->rows_alloc + 1, REAL);
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REALLOC(lp->ch_sign, lp->rows_alloc + 1, short);
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REALLOC(lp->eta_col_end, lp->rows_alloc + lp->max_num_inv, int);
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if (lp->names_used) REALLOC(lp->row_name, lp->rows_alloc + 1, nstring);
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if (lp->scaling_used) REALLOC(lp->scale, lp->sum_alloc + 1, REAL);
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if (lp->active) set_globals(lp);
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}
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}
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void inc_col_space(lprec *lp) {
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if (lp->columns >= lp->columns_alloc) {
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lp->columns_alloc = lp->columns + 10;
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lp->sum_alloc = lp->rows_alloc + lp->columns_alloc;
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REALLOC(lp->must_be_int, lp->sum_alloc + 1, short);
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REALLOC(lp->orig_upbo, lp->sum_alloc + 1, REAL);
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REALLOC(lp->upbo, lp->sum_alloc + 1, REAL);
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REALLOC(lp->orig_lowbo, lp->sum_alloc + 1, REAL);
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REALLOC(lp->lowbo, lp->sum_alloc + 1, REAL);
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REALLOC(lp->solution, lp->sum_alloc + 1, REAL);
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REALLOC(lp->best_solution, lp->sum_alloc + 1, REAL);
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REALLOC(lp->basis, lp->sum_alloc + 1, short);
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REALLOC(lp->lower, lp->sum_alloc + 1, short);
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if (lp->names_used) REALLOC(lp->col_name, lp->columns_alloc + 1, nstring);
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if (lp->scaling_used) REALLOC(lp->scale, lp->sum_alloc + 1, REAL);
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REALLOC(lp->col_end, lp->columns_alloc + 1, int);
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if (lp->active) set_globals(lp);
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}
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}
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void set_mat(lprec *lp, int Row, int Column, REAL Value) {
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int elmnr, lastelm, i;
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if (Row > lp->rows || Row < 0) error("Row out of range");
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if (Column > lp->columns || Column < 1) error("Column out of range");
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if (lp->scaling_used) Value *= lp->scale[Row] * lp->scale[lp->rows + Column];
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if (TRUE /*abs(Value) > lp->epsilon*/) {
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if (lp->basis[Column] == TRUE && Row > 0) lp->basis_valid = FALSE;
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lp->eta_valid = FALSE;
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elmnr = lp->col_end[Column - 1];
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while ((elmnr < lp->col_end[Column]) ? (lp->mat[elmnr].row_nr != Row) : FALSE) elmnr++;
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if ((elmnr != lp->col_end[Column]) ? (lp->mat[elmnr].row_nr == Row) : FALSE)
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if (lp->scaling_used) {
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if (lp->ch_sign[Row])
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lp->mat[elmnr].value = -Value * lp->scale[Row] * lp->scale[Column];
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else
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lp->mat[elmnr].value = Value * lp->scale[Row] * lp->scale[Column];
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} else {
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if (lp->ch_sign[Row])
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lp->mat[elmnr].value = -Value;
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else
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lp->mat[elmnr].value = Value;
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}
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else {
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/* check if more space is needed for matrix */
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inc_mat_space(lp, 1);
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/* Shift the matrix */
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lastelm = lp->non_zeros;
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for (i = lastelm; i > elmnr; i--) lp->mat[i] = lp->mat[i - 1];
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for (i = Column; i <= lp->columns; i++) lp->col_end[i]++;
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/* Set new element */
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lp->mat[elmnr].row_nr = Row;
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if (lp->scaling_used) {
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if (lp->ch_sign[Row])
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lp->mat[elmnr].value = -Value * lp->scale[Row] * lp->scale[Column];
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else
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lp->mat[elmnr].value = Value * lp->scale[Row] * lp->scale[Column];
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} else {
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if (lp->ch_sign[Row])
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lp->mat[elmnr].value = -Value;
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else
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lp->mat[elmnr].value = Value;
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}
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lp->row_end_valid = FALSE;
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lp->non_zeros++;
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if (lp->active) Non_zeros = lp->non_zeros;
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}
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}
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}
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void set_obj_fn(lprec *lp, REAL *row) {
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int i;
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for (i = 1; i <= lp->columns; i++) set_mat(lp, 0, i, row[i]);
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}
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void str_set_obj_fn(lprec *lp, char *row) {
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int i;
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REAL *arow;
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char *p, *newp;
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CALLOC(arow, lp->columns + 1, REAL);
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p = row;
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for (i = 1; i <= lp->columns; i++) {
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arow[i] = (REAL)strtod(p, &newp);
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if (p == newp)
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error("Bad string in str_set_obj_fn");
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else
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p = newp;
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}
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set_obj_fn(lp, arow);
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free(arow);
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}
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void add_constraint(lprec *lp, REAL *row, short constr_type, REAL rh) {
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matrec *newmat;
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int i, j;
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int elmnr;
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int stcol;
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int *addtoo;
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int *num, *rownum, row_nr;
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REAL theta;
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MALLOC(addtoo, lp->columns + 1, int)
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for (i = 1; i <= lp->columns; i++)
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if (row[i] != 0) {
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addtoo[i] = TRUE;
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lp->non_zeros++;
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} else
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addtoo[i] = FALSE;
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MALLOC(newmat, lp->non_zeros, matrec);
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inc_mat_space(lp, 0);
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lp->rows++;
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lp->sum++;
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inc_row_space(lp);
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|
|
if (lp->scaling_used) {
|
|
/* shift scale */
|
|
for (i = lp->sum; i > lp->rows; i--) lp->scale[i] = lp->scale[i - 1];
|
|
lp->scale[lp->rows] = 1;
|
|
}
|
|
|
|
if (lp->names_used) sprintf(lp->row_name[lp->rows], "r_%d", lp->rows);
|
|
|
|
if (lp->scaling_used && lp->columns_scaled)
|
|
for (i = 1; i <= lp->columns; i++) row[i] *= lp->scale[lp->rows + i];
|
|
|
|
if (constr_type == GE)
|
|
lp->ch_sign[lp->rows] = TRUE;
|
|
else
|
|
lp->ch_sign[lp->rows] = FALSE;
|
|
|
|
elmnr = 0;
|
|
stcol = 0;
|
|
for (i = 1; i <= lp->columns; i++) {
|
|
for (j = stcol; j < lp->col_end[i]; j++) {
|
|
newmat[elmnr].row_nr = lp->mat[j].row_nr;
|
|
newmat[elmnr].value = lp->mat[j].value;
|
|
elmnr++;
|
|
}
|
|
if (addtoo[i]) {
|
|
if (lp->ch_sign[lp->rows])
|
|
newmat[elmnr].value = -row[i];
|
|
else
|
|
newmat[elmnr].value = row[i];
|
|
newmat[elmnr].row_nr = lp->rows;
|
|
elmnr++;
|
|
}
|
|
stcol = lp->col_end[i];
|
|
lp->col_end[i] = elmnr;
|
|
}
|
|
|
|
memcpy(lp->mat, newmat, lp->non_zeros * sizeof(matrec));
|
|
|
|
free(newmat);
|
|
free(addtoo);
|
|
|
|
for (i = lp->sum; i > lp->rows; i--) {
|
|
lp->orig_upbo[i] = lp->orig_upbo[i - 1];
|
|
lp->orig_lowbo[i] = lp->orig_lowbo[i - 1];
|
|
lp->basis[i] = lp->basis[i - 1];
|
|
lp->lower[i] = lp->lower[i - 1];
|
|
lp->must_be_int[i] = lp->must_be_int[i - 1];
|
|
}
|
|
|
|
for (i = 1; i <= lp->rows; i++)
|
|
if (lp->bas[i] >= lp->rows) lp->bas[i]++;
|
|
|
|
if (constr_type == LE || constr_type == GE) {
|
|
lp->orig_upbo[lp->rows] = lp->infinite;
|
|
} else if (constr_type == EQ) {
|
|
lp->orig_upbo[lp->rows] = 0;
|
|
} else {
|
|
fprintf(stderr, "Wrong constraint type\n");
|
|
exit(FAIL);
|
|
}
|
|
|
|
lp->orig_lowbo[lp->rows] = 0;
|
|
|
|
if (constr_type == GE && rh != 0)
|
|
lp->orig_rh[lp->rows] = -rh;
|
|
else
|
|
lp->orig_rh[lp->rows] = rh;
|
|
|
|
lp->row_end_valid = FALSE;
|
|
|
|
lp->bas[lp->rows] = lp->rows;
|
|
lp->basis[lp->rows] = TRUE;
|
|
lp->lower[lp->rows] = TRUE;
|
|
|
|
if (lp->active) set_globals(lp);
|
|
lp->eta_valid = FALSE;
|
|
}
|
|
|
|
void str_add_constraint(lprec *lp, char *row_string, short constr_type, REAL rh) {
|
|
int i;
|
|
REAL *aRow;
|
|
char *p, *newp;
|
|
CALLOC(aRow, lp->columns + 1, REAL);
|
|
p = row_string;
|
|
|
|
for (i = 1; i <= lp->columns; i++) {
|
|
aRow[i] = (REAL)strtod(p, &newp);
|
|
if (p == newp)
|
|
error("Bad string in str_add_constr");
|
|
else
|
|
p = newp;
|
|
}
|
|
add_constraint(lp, aRow, constr_type, rh);
|
|
free(aRow);
|
|
}
|
|
|
|
void del_constraint(lprec *lp, int del_row) {
|
|
int i, j;
|
|
unsigned elmnr;
|
|
int startcol;
|
|
int row_nr;
|
|
|
|
if (del_row < 1 || del_row > lp->rows) {
|
|
fprintf(stderr, "There is no constraint nr. %d\n", del_row);
|
|
exit(FAIL);
|
|
}
|
|
|
|
elmnr = 0;
|
|
startcol = 0;
|
|
|
|
for (i = 1; i <= lp->columns; i++) {
|
|
for (j = startcol; j < lp->col_end[i]; j++) {
|
|
if (lp->mat[j].row_nr != del_row) {
|
|
lp->mat[elmnr] = lp->mat[j];
|
|
if (lp->mat[elmnr].row_nr > del_row) lp->mat[elmnr].row_nr--;
|
|
elmnr++;
|
|
} else
|
|
lp->non_zeros--;
|
|
}
|
|
startcol = lp->col_end[i];
|
|
lp->col_end[i] = elmnr;
|
|
}
|
|
for (i = del_row; i < lp->rows; i++) {
|
|
lp->orig_rh[i] = lp->orig_rh[i + 1];
|
|
lp->ch_sign[i] = lp->ch_sign[i + 1];
|
|
lp->bas[i] = lp->bas[i + 1];
|
|
if (lp->names_used) strcpy(lp->row_name[i], lp->row_name[i + 1]);
|
|
}
|
|
for (i = 1; i < lp->rows; i++)
|
|
if (lp->bas[i] > del_row) lp->bas[i]--;
|
|
|
|
for (i = del_row; i < lp->sum; i++) {
|
|
lp->lower[i] = lp->lower[i + 1];
|
|
lp->basis[i] = lp->basis[i + 1];
|
|
lp->orig_upbo[i] = lp->orig_upbo[i + 1];
|
|
lp->orig_lowbo[i] = lp->orig_lowbo[i + 1];
|
|
lp->must_be_int[i] = lp->must_be_int[i + 1];
|
|
if (lp->scaling_used) lp->scale[i] = lp->scale[i + 1];
|
|
}
|
|
|
|
lp->rows--;
|
|
lp->sum--;
|
|
|
|
lp->row_end_valid = FALSE;
|
|
|
|
if (lp->active) set_globals(lp);
|
|
lp->eta_valid = FALSE;
|
|
lp->basis_valid = FALSE;
|
|
}
|
|
|
|
void add_lag_con(lprec *lp, REAL *row, short con_type, REAL rhs) {
|
|
int i;
|
|
REAL sign;
|
|
if (con_type == LE || con_type == EQ)
|
|
sign = 1;
|
|
else if (con_type == GE)
|
|
sign = -1;
|
|
else
|
|
error("con_type not implemented\n");
|
|
|
|
lp->nr_lagrange++;
|
|
if (lp->nr_lagrange == 1) {
|
|
CALLOC(lp->lag_row, lp->nr_lagrange, REAL *);
|
|
CALLOC(lp->lag_rhs, lp->nr_lagrange, REAL);
|
|
CALLOC(lp->lambda, lp->nr_lagrange, REAL);
|
|
CALLOC(lp->lag_con_type, lp->nr_lagrange, short);
|
|
} else {
|
|
REALLOC(lp->lag_row, lp->nr_lagrange, REAL *);
|
|
REALLOC(lp->lag_rhs, lp->nr_lagrange, REAL);
|
|
REALLOC(lp->lambda, lp->nr_lagrange, REAL);
|
|
REALLOC(lp->lag_con_type, lp->nr_lagrange, short);
|
|
}
|
|
CALLOC(lp->lag_row[lp->nr_lagrange - 1], lp->columns + 1, REAL);
|
|
lp->lag_rhs[lp->nr_lagrange - 1] = rhs * sign;
|
|
for (i = 1; i <= lp->columns; i++) lp->lag_row[lp->nr_lagrange - 1][i] = row[i] * sign;
|
|
lp->lambda[lp->nr_lagrange - 1] = 0;
|
|
lp->lag_con_type[lp->nr_lagrange - 1] = (con_type == EQ);
|
|
}
|
|
|
|
void str_add_lag_con(lprec *lp, char *row, short con_type, REAL rhs) {
|
|
int i;
|
|
REAL *a_row;
|
|
char *p, *new_p;
|
|
CALLOC(a_row, lp->columns + 1, REAL);
|
|
p = row;
|
|
|
|
for (i = 1; i <= lp->columns; i++) {
|
|
a_row[i] = (REAL)strtod(p, &new_p);
|
|
if (p == new_p)
|
|
error("Bad string in str_add_lag_con");
|
|
else
|
|
p = new_p;
|
|
}
|
|
add_lag_con(lp, a_row, con_type, rhs);
|
|
free(a_row);
|
|
}
|
|
|
|
void add_column(lprec *lp, REAL *column) {
|
|
int i, j, elmnr, row_nr, *num, *rownum;
|
|
|
|
lp->columns++;
|
|
lp->sum++;
|
|
inc_col_space(lp);
|
|
inc_mat_space(lp, lp->rows + 1);
|
|
|
|
if (lp->scaling_used) {
|
|
for (i = 0; i <= lp->rows; i++) column[i] *= lp->scale[i];
|
|
lp->scale[lp->sum] = 1;
|
|
}
|
|
|
|
elmnr = lp->col_end[lp->columns - 1];
|
|
for (i = 0; i <= lp->rows; i++)
|
|
if (column[i] != 0) {
|
|
lp->mat[elmnr].row_nr = i;
|
|
if (lp->ch_sign[i])
|
|
lp->mat[elmnr].value = -column[i];
|
|
else
|
|
lp->mat[elmnr].value = column[i];
|
|
lp->non_zeros++;
|
|
elmnr++;
|
|
}
|
|
lp->col_end[lp->columns] = elmnr;
|
|
lp->orig_lowbo[lp->sum] = 0;
|
|
lp->orig_upbo[lp->sum] = lp->infinite;
|
|
lp->lower[lp->sum] = TRUE;
|
|
lp->basis[lp->sum] = FALSE;
|
|
lp->must_be_int[lp->sum] = FALSE;
|
|
if (lp->names_used) sprintf(lp->col_name[lp->columns], "var_%d", lp->columns);
|
|
|
|
lp->row_end_valid = FALSE;
|
|
|
|
if (lp->active) {
|
|
Sum = lp->sum;
|
|
Columns = lp->columns;
|
|
Non_zeros = lp->non_zeros;
|
|
}
|
|
}
|
|
|
|
void str_add_column(lprec *lp, char *col_string) {
|
|
int i;
|
|
REAL *aCol;
|
|
char *p, *newp;
|
|
CALLOC(aCol, lp->rows + 1, REAL);
|
|
p = col_string;
|
|
|
|
for (i = 0; i <= lp->rows; i++) {
|
|
aCol[i] = (REAL)strtod(p, &newp);
|
|
if (p == newp)
|
|
error("Bad string in str_add_column");
|
|
else
|
|
p = newp;
|
|
}
|
|
add_column(lp, aCol);
|
|
free(aCol);
|
|
}
|
|
|
|
void del_column(lprec *lp, int column) {
|
|
int i, j, from_elm, to_elm, elm_in_col;
|
|
if (column > lp->columns || column < 1) error("Column out of range in del_column");
|
|
for (i = 1; i <= lp->rows; i++) {
|
|
if (lp->bas[i] == lp->rows + column)
|
|
lp->basis_valid = FALSE;
|
|
else if (lp->bas[i] > lp->rows + column)
|
|
lp->bas[i]--;
|
|
}
|
|
for (i = lp->rows + column; i < lp->sum; i++) {
|
|
if (lp->names_used) strcpy(lp->col_name[i - lp->rows], lp->col_name[i - lp->rows + 1]);
|
|
lp->must_be_int[i] = lp->must_be_int[i + 1];
|
|
lp->orig_upbo[i] = lp->orig_upbo[i + 1];
|
|
lp->orig_lowbo[i] = lp->orig_lowbo[i + 1];
|
|
lp->upbo[i] = lp->upbo[i + 1];
|
|
lp->lowbo[i] = lp->lowbo[i + 1];
|
|
lp->basis[i] = lp->basis[i + 1];
|
|
lp->lower[i] = lp->lower[i + 1];
|
|
if (lp->scaling_used) lp->scale[i] = lp->scale[i + 1];
|
|
}
|
|
for (i = 0; i < lp->nr_lagrange; i++)
|
|
for (j = column; j <= lp->columns; j++) lp->lag_row[i][j] = lp->lag_row[i][j + 1];
|
|
to_elm = lp->col_end[column - 1];
|
|
from_elm = lp->col_end[column];
|
|
elm_in_col = from_elm - to_elm;
|
|
for (i = from_elm; i < lp->non_zeros; i++) {
|
|
lp->mat[to_elm] = lp->mat[i];
|
|
to_elm++;
|
|
}
|
|
for (i = column; i < lp->columns; i++) lp->col_end[i] = lp->col_end[i + 1] - elm_in_col;
|
|
lp->non_zeros -= elm_in_col;
|
|
lp->row_end_valid = FALSE;
|
|
lp->eta_valid = FALSE;
|
|
|
|
lp->sum--;
|
|
lp->columns--;
|
|
if (lp->active) set_globals(lp);
|
|
}
|
|
|
|
void set_upbo(lprec *lp, int column, REAL value) {
|
|
if (column > lp->columns || column < 1) error("Column out of range");
|
|
if (lp->scaling_used) value /= lp->scale[lp->rows + column];
|
|
if (value < lp->orig_lowbo[lp->rows + column]) error("Upperbound must be >= lowerbound");
|
|
lp->eta_valid = FALSE;
|
|
lp->orig_upbo[lp->rows + column] = value;
|
|
}
|
|
|
|
void set_lowbo(lprec *lp, int column, REAL value) {
|
|
if (column > lp->columns || column < 1) error("Column out of range");
|
|
if (lp->scaling_used) value /= lp->scale[lp->rows + column];
|
|
if (value > lp->orig_upbo[lp->rows + column]) error("Upperbound must be >= lowerbound");
|
|
lp->eta_valid = FALSE;
|
|
lp->orig_lowbo[lp->rows + column] = value;
|
|
}
|
|
|
|
void set_int(lprec *lp, int column, short must_be_int) {
|
|
if (column > lp->columns || column < 1) error("Column out of range");
|
|
lp->must_be_int[lp->rows + column] = must_be_int;
|
|
if (must_be_int == TRUE)
|
|
if (lp->columns_scaled) unscale_columns(lp);
|
|
}
|
|
|
|
void set_rh(lprec *lp, int row, REAL value) {
|
|
if (row > lp->rows || row < 0) error("Row out of Range");
|
|
if (row == 0) /* setting of RHS of OF not meaningful */
|
|
{
|
|
fprintf(stderr, "Warning: attempt to set RHS of objective function, ignored\n");
|
|
return;
|
|
}
|
|
if (lp->scaling_used)
|
|
if (lp->ch_sign[row])
|
|
lp->orig_rh[row] = -value * lp->scale[row];
|
|
else
|
|
lp->orig_rh[row] = value * lp->scale[row];
|
|
else if (lp->ch_sign[row])
|
|
lp->orig_rh[row] = -value;
|
|
else
|
|
lp->orig_rh[row] = value;
|
|
lp->eta_valid = FALSE;
|
|
}
|
|
|
|
void set_rh_vec(lprec *lp, REAL *rh) {
|
|
int i;
|
|
if (lp->scaling_used)
|
|
for (i = 1; i <= lp->rows; i++)
|
|
if (lp->ch_sign[i])
|
|
lp->orig_rh[i] = -rh[i] * lp->scale[i];
|
|
else
|
|
lp->orig_rh[i] = rh[i] * lp->scale[i];
|
|
else
|
|
for (i = 1; i <= lp->rows; i++)
|
|
if (lp->ch_sign[i])
|
|
lp->orig_rh[i] = -rh[i];
|
|
else
|
|
lp->orig_rh[i] = rh[i];
|
|
lp->eta_valid = FALSE;
|
|
}
|
|
|
|
void str_set_rh_vec(lprec *lp, char *rh_string) {
|
|
int i;
|
|
REAL *newrh;
|
|
char *p, *newp;
|
|
CALLOC(newrh, lp->rows + 1, REAL);
|
|
p = rh_string;
|
|
|
|
for (i = 1; i <= lp->rows; i++) {
|
|
newrh[i] = (REAL)strtod(p, &newp);
|
|
if (p == newp)
|
|
error("Bad string in str_set_rh_vec");
|
|
else
|
|
p = newp;
|
|
}
|
|
set_rh_vec(lp, newrh);
|
|
free(newrh);
|
|
}
|
|
|
|
void set_maxim(lprec *lp) {
|
|
int i;
|
|
if (lp->maximise == FALSE) {
|
|
for (i = 0; i < lp->non_zeros; i++)
|
|
if (lp->mat[i].row_nr == 0) lp->mat[i].value *= -1;
|
|
lp->eta_valid = FALSE;
|
|
}
|
|
lp->maximise = TRUE;
|
|
lp->ch_sign[0] = TRUE;
|
|
if (lp->active) Maximise = TRUE;
|
|
}
|
|
|
|
void set_minim(lprec *lp) {
|
|
int i;
|
|
if (lp->maximise == TRUE) {
|
|
for (i = 0; i < lp->non_zeros; i++)
|
|
if (lp->mat[i].row_nr == 0) lp->mat[i].value = -lp->mat[i].value;
|
|
lp->eta_valid = FALSE;
|
|
}
|
|
lp->maximise = FALSE;
|
|
lp->ch_sign[0] = FALSE;
|
|
if (lp->active) Maximise = FALSE;
|
|
}
|
|
|
|
void set_constr_type(lprec *lp, int row, short con_type) {
|
|
int i;
|
|
if (row > lp->rows || row < 1) error("Row out of Range");
|
|
if (con_type == EQ) {
|
|
lp->orig_upbo[row] = 0;
|
|
lp->basis_valid = FALSE;
|
|
if (lp->ch_sign[row]) {
|
|
for (i = 0; i < lp->non_zeros; i++)
|
|
if (lp->mat[i].row_nr == row) lp->mat[i].value *= -1;
|
|
lp->eta_valid = FALSE;
|
|
lp->ch_sign[row] = FALSE;
|
|
if (lp->orig_rh[row] != 0) lp->orig_rh[row] *= -1;
|
|
}
|
|
} else if (con_type == LE) {
|
|
lp->orig_upbo[row] = lp->infinite;
|
|
lp->basis_valid = FALSE;
|
|
if (lp->ch_sign[row]) {
|
|
for (i = 0; i < lp->non_zeros; i++)
|
|
if (lp->mat[i].row_nr == row) lp->mat[i].value *= -1;
|
|
lp->eta_valid = FALSE;
|
|
lp->ch_sign[row] = FALSE;
|
|
if (lp->orig_rh[row] != 0) lp->orig_rh[row] *= -1;
|
|
}
|
|
} else if (con_type == GE) {
|
|
lp->orig_upbo[row] = lp->infinite;
|
|
lp->basis_valid = FALSE;
|
|
if (!lp->ch_sign[row]) {
|
|
for (i = 0; i < lp->non_zeros; i++)
|
|
if (lp->mat[i].row_nr == row) lp->mat[i].value *= -1;
|
|
lp->eta_valid = FALSE;
|
|
lp->ch_sign[row] = TRUE;
|
|
if (lp->orig_rh[row] != 0) lp->orig_rh[row] *= -1;
|
|
}
|
|
} else
|
|
error("Constraint type not (yet) implemented");
|
|
}
|
|
|
|
REAL mat_elm(lprec *lp, int row, int column) {
|
|
REAL value;
|
|
int elmnr;
|
|
if (row < 0 || row > lp->rows) error("Row out of range in mat_elm");
|
|
if (column < 1 || column > lp->columns) error("Column out of range in mat_elm");
|
|
value = 0;
|
|
elmnr = lp->col_end[column - 1];
|
|
while (lp->mat[elmnr].row_nr != row && elmnr < lp->col_end[column]) elmnr++;
|
|
if (elmnr != lp->col_end[column]) {
|
|
value = lp->mat[elmnr].value;
|
|
if (lp->ch_sign[row]) value = -value;
|
|
if (lp->scaling_used) value /= lp->scale[row] * lp->scale[lp->rows + column];
|
|
}
|
|
return (value);
|
|
}
|
|
|
|
void get_row(lprec *lp, int row_nr, REAL *row) {
|
|
int i, j;
|
|
REAL RowMult;
|
|
if (row_nr < 0 || row_nr > lp->rows) error("Row nr. out of range in get_row");
|
|
for (i = 1; i <= lp->columns; i++) {
|
|
row[i] = 0;
|
|
for (j = lp->col_end[i - 1]; j < lp->col_end[i]; j++)
|
|
if (lp->mat[j].row_nr == row_nr) row[i] = lp->mat[j].value;
|
|
if (lp->scaling_used) row[i] /= lp->scale[lp->rows + i] * lp->scale[row_nr];
|
|
}
|
|
if (lp->ch_sign[row_nr])
|
|
for (i = 0; i <= lp->columns; i++)
|
|
if (row[i] != 0) row[i] = -row[i];
|
|
}
|
|
|
|
void get_column(lprec *lp, int col_nr, REAL *column) {
|
|
int i;
|
|
|
|
if (col_nr < 1 || col_nr > lp->columns) error("Col. nr. out of range in get_column");
|
|
for (i = 0; i <= lp->rows; i++) column[i] = 0;
|
|
for (i = lp->col_end[col_nr - 1]; i < lp->col_end[col_nr]; i++)
|
|
column[lp->mat[i].row_nr] = lp->mat[i].value;
|
|
for (i = 0; i <= lp->rows; i++)
|
|
if (column[i] != 0) {
|
|
if (lp->ch_sign[i]) column[i] *= -1;
|
|
if (lp->scaling_used) column[i] /= (lp->scale[i] * lp->scale[lp->rows + col_nr]);
|
|
}
|
|
}
|
|
|
|
void get_reduced_costs(lprec *lp, REAL *rc) {
|
|
int varnr, i, j;
|
|
REAL f;
|
|
|
|
if (!lp->basis_valid) error("Not a valid basis in get_reduced_costs");
|
|
set_globals(lp);
|
|
if (!lp->eta_valid) invert();
|
|
for (i = 1; i <= lp->sum; i++) rc[i] = 0;
|
|
rc[0] = 1;
|
|
btran(rc);
|
|
for (i = 1; i <= lp->columns; i++) {
|
|
varnr = lp->rows + i;
|
|
if (!Basis[varnr])
|
|
if (Upbo[varnr] > 0) {
|
|
f = 0;
|
|
for (j = Col_end[i - 1]; j < Col_end[i]; j++) f += rc[Mat[j].row_nr] * Mat[j].value;
|
|
rc[varnr] = f;
|
|
}
|
|
}
|
|
for (i = 1; i <= Sum; i++) my_round(rc[i], Epsd);
|
|
}
|
|
|
|
short is_feasible(lprec *lp, REAL *values) {
|
|
int i, elmnr;
|
|
REAL *this_rhs;
|
|
REAL dist;
|
|
|
|
if (lp->scaling_used) {
|
|
for (i = lp->rows + 1; i <= lp->sum; i++)
|
|
if (values[i - lp->rows] < lp->orig_lowbo[i] * lp->scale[i] ||
|
|
values[i - lp->rows] > lp->orig_upbo[i] * lp->scale[i])
|
|
return (FALSE);
|
|
} else {
|
|
for (i = lp->rows + 1; i <= lp->sum; i++)
|
|
if (values[i - lp->rows] < lp->orig_lowbo[i] || values[i - lp->rows] > lp->orig_upbo[i])
|
|
return (FALSE);
|
|
}
|
|
CALLOC(this_rhs, lp->rows + 1, REAL)
|
|
for (i = 1; i <= lp->columns; i++)
|
|
for (elmnr = lp->col_end[i - 1]; elmnr < lp->col_end[i]; elmnr++)
|
|
this_rhs[lp->mat[elmnr].row_nr] += lp->mat[elmnr].value * values[i];
|
|
for (i = 1; i <= lp->rows; i++) {
|
|
dist = lp->orig_rh[i] - this_rhs[i];
|
|
my_round(dist, 0.001) if ((lp->orig_upbo[i] == 0 && dist != 0) || dist < 0) {
|
|
free(this_rhs);
|
|
return (FALSE);
|
|
}
|
|
}
|
|
free(this_rhs);
|
|
return (TRUE);
|
|
}
|
|
|
|
short column_in_lp(lprec *lp, REAL *testcolumn) {
|
|
int i, j;
|
|
short ident;
|
|
REAL value;
|
|
|
|
if (lp->scaling_used)
|
|
for (i = 1; i <= lp->columns; i++) {
|
|
ident = TRUE;
|
|
j = lp->col_end[i - 1];
|
|
while (ident && (j < lp->col_end[i])) {
|
|
value = lp->mat[j].value;
|
|
if (lp->ch_sign[lp->mat[j].row_nr]) value = -value;
|
|
value /= lp->scale[lp->rows + i];
|
|
value /= lp->scale[lp->mat[j].row_nr];
|
|
value -= testcolumn[lp->mat[j].row_nr];
|
|
if (my_abs(value) > 0.001) /* should be some epsilon? MB */
|
|
ident = FALSE;
|
|
j++;
|
|
}
|
|
if (ident) return (TRUE);
|
|
}
|
|
else
|
|
for (i = 1; i <= lp->columns; i++) {
|
|
ident = TRUE;
|
|
j = lp->col_end[i - 1];
|
|
while (ident && j < lp->col_end[i]) {
|
|
value = lp->mat[j].value;
|
|
if (lp->ch_sign[lp->mat[j].row_nr]) value *= -1;
|
|
value -= testcolumn[lp->mat[j].row_nr];
|
|
if (my_abs(value) > 0.001) ident = FALSE;
|
|
j++;
|
|
}
|
|
if (ident) return (TRUE);
|
|
}
|
|
return (FALSE);
|
|
}
|
|
|
|
void print_lp(lprec *lp) {
|
|
int i, j;
|
|
REAL *fatmat;
|
|
CALLOC(fatmat, (lp->rows + 1) * lp->columns, REAL);
|
|
for (i = 1; i <= lp->columns; i++)
|
|
for (j = lp->col_end[i - 1]; j < lp->col_end[i]; j++)
|
|
fatmat[(i - 1) * (lp->rows + 1) + lp->mat[j].row_nr] = lp->mat[j].value;
|
|
|
|
printf("problem name: %s\n", lp->lp_name);
|
|
printf(" ");
|
|
for (j = 1; j <= lp->columns; j++)
|
|
if (lp->names_used)
|
|
printf("%8s ", lp->col_name[j]);
|
|
else
|
|
printf("Var[%3d] ", j);
|
|
if (lp->maximise) {
|
|
printf("\nMaximise ");
|
|
for (j = 0; j < lp->columns; j++) printf("% 8.2f ", -fatmat[j * (lp->rows + 1)]);
|
|
} else {
|
|
printf("\nMinimize ");
|
|
for (j = 0; j < lp->columns; j++) printf("% 8.2f ", fatmat[j * (lp->rows + 1)]);
|
|
}
|
|
printf("\n");
|
|
for (i = 1; i <= lp->rows; i++) {
|
|
if (lp->names_used)
|
|
printf("%9s ", lp->row_name[i]);
|
|
else
|
|
printf("Row[%3d] ", i);
|
|
for (j = 0; j < lp->columns; j++)
|
|
if (lp->ch_sign[i] && fatmat[j * (lp->rows + 1) + i] != 0)
|
|
printf("% 8.2f ", -fatmat[j * (lp->rows + 1) + i]);
|
|
else
|
|
printf("% 8.2f ", fatmat[j * (lp->rows + 1) + i]);
|
|
if (lp->orig_upbo[i] == lp->infinite)
|
|
if (lp->ch_sign[i])
|
|
printf(">= ");
|
|
else
|
|
printf("<= ");
|
|
else
|
|
printf(" = ");
|
|
if (lp->ch_sign[i])
|
|
printf("% 8.2f\n", -lp->orig_rh[i]);
|
|
else
|
|
printf("% 8.2f\n", lp->orig_rh[i]);
|
|
}
|
|
printf("Type ");
|
|
for (i = 1; i <= lp->columns; i++)
|
|
if (lp->must_be_int[lp->rows + i] == TRUE)
|
|
printf(" Int ");
|
|
else
|
|
printf(" Real ");
|
|
printf("\nupbo ");
|
|
for (i = 1; i <= lp->columns; i++)
|
|
if (lp->orig_upbo[lp->rows + i] == lp->infinite)
|
|
printf(" Inf ");
|
|
else
|
|
printf("% 8.2f ", lp->orig_upbo[lp->rows + i]);
|
|
printf("\nlowbo ");
|
|
for (i = 1; i <= lp->columns; i++) printf("% 8.2f ", lp->orig_lowbo[lp->rows + i]);
|
|
printf("\n");
|
|
for (i = 0; i < lp->nr_lagrange; i++) {
|
|
printf("lag[%3d] ", i);
|
|
for (j = 1; j <= lp->columns; j++) printf("% 8.2f ", lp->lag_row[i][j]);
|
|
if (lp->orig_upbo[i] == lp->infinite)
|
|
if (lp->lag_con_type[i] == GE)
|
|
printf(">= ");
|
|
else if (lp->lag_con_type[i] == LE)
|
|
printf("<= ");
|
|
else if (lp->lag_con_type[i] == EQ)
|
|
printf(" = ");
|
|
printf("% 8.2f\n", lp->lag_rhs[i]);
|
|
}
|
|
|
|
free(fatmat);
|
|
}
|
|
|
|
void set_row_name(lprec *lp, int row, nstring new_name) {
|
|
int i;
|
|
|
|
if (!lp->names_used) {
|
|
CALLOC(lp->row_name, lp->rows_alloc + 1, nstring);
|
|
CALLOC(lp->col_name, lp->columns_alloc + 1, nstring);
|
|
lp->names_used = TRUE;
|
|
for (i = 0; i <= lp->rows; i++) sprintf(lp->row_name[i], "r_%d", i);
|
|
for (i = 1; i <= lp->columns; i++) sprintf(lp->col_name[i], "var_%d", i);
|
|
}
|
|
strcpy(lp->row_name[row], new_name);
|
|
}
|
|
|
|
void set_col_name(lprec *lp, int column, nstring new_name) {
|
|
int i;
|
|
|
|
if (!lp->names_used) {
|
|
CALLOC(lp->row_name, lp->rows_alloc + 1, nstring);
|
|
CALLOC(lp->col_name, lp->columns_alloc + 1, nstring);
|
|
lp->names_used = TRUE;
|
|
for (i = 0; i <= lp->rows; i++) sprintf(lp->row_name[i], "r_%d", i);
|
|
for (i = 1; i <= lp->columns; i++) sprintf(lp->col_name[i], "var_%d", i);
|
|
}
|
|
strcpy(lp->col_name[column], new_name);
|
|
}
|
|
|
|
static REAL minmax_to_scale(REAL min, REAL max) {
|
|
REAL scale;
|
|
|
|
/* should do something sensible when min or max is 0, MB */
|
|
if ((min == 0) || (max == 0)) return ((REAL)1);
|
|
|
|
scale = 1 / pow(10, (log10(min) + log10(max)) / 2);
|
|
return (scale);
|
|
}
|
|
|
|
void unscale_columns(lprec *lp) {
|
|
int i, j;
|
|
|
|
/* unscale mat */
|
|
for (j = 1; j <= lp->columns; j++)
|
|
for (i = lp->col_end[j - 1]; i < lp->col_end[j]; i++)
|
|
lp->mat[i].value /= lp->scale[lp->rows + j];
|
|
|
|
/* unscale bounds as well */
|
|
for (i = lp->rows + 1; i < lp->sum; i++) {
|
|
if (lp->orig_lowbo[i] != 0) lp->orig_lowbo[i] *= lp->scale[i];
|
|
if (lp->orig_upbo[i] != lp->infinite) lp->orig_upbo[i] *= lp->scale[i];
|
|
}
|
|
|
|
for (i = lp->rows + 1; i <= lp->sum; i++) lp->scale[i] = 1;
|
|
lp->columns_scaled = FALSE;
|
|
lp->eta_valid = FALSE;
|
|
}
|
|
|
|
void unscale(lprec *lp) {
|
|
int i, j;
|
|
|
|
if (lp->scaling_used) {
|
|
/* unscale mat */
|
|
for (j = 1; j <= lp->columns; j++)
|
|
for (i = lp->col_end[j - 1]; i < lp->col_end[j]; i++)
|
|
lp->mat[i].value /= lp->scale[lp->rows + j];
|
|
|
|
/* unscale bounds */
|
|
for (i = lp->rows + 1; i < lp->sum; i++) {
|
|
if (lp->orig_lowbo[i] != 0) lp->orig_lowbo[i] *= lp->scale[i];
|
|
if (lp->orig_upbo[i] != lp->infinite) lp->orig_upbo[i] *= lp->scale[i];
|
|
}
|
|
|
|
/* unscale the matrix */
|
|
for (j = 1; j <= lp->columns; j++)
|
|
for (i = lp->col_end[j - 1]; i < lp->col_end[j]; i++)
|
|
lp->mat[i].value /= lp->scale[lp->mat[i].row_nr];
|
|
|
|
/* unscale the rhs! */
|
|
for (i = 0; i <= lp->rows; i++) lp->orig_rh[i] /= lp->scale[i];
|
|
|
|
free(lp->scale);
|
|
lp->scaling_used = FALSE;
|
|
lp->eta_valid = FALSE;
|
|
}
|
|
}
|
|
|
|
void auto_scale(lprec *lp) {
|
|
int i, j, row_nr, IntUsed;
|
|
REAL *row_max, *row_min, *scalechange, absval;
|
|
REAL col_max, col_min, col_scale;
|
|
|
|
if (!lp->scaling_used) {
|
|
MALLOC(lp->scale, lp->sum_alloc + 1, REAL);
|
|
for (i = 0; i <= lp->sum; i++) lp->scale[i] = 1;
|
|
}
|
|
MALLOC(row_max, lp->rows + 1, REAL);
|
|
MALLOC(row_min, lp->rows + 1, REAL);
|
|
MALLOC(scalechange, lp->sum + 1, REAL);
|
|
|
|
/* initialise min and max values */
|
|
for (i = 0; i <= lp->rows; i++) {
|
|
row_max[i] = 0;
|
|
row_min[i] = lp->infinite;
|
|
}
|
|
|
|
/* calculate min and max absolute values of rows */
|
|
for (j = 1; j <= lp->columns; j++) {
|
|
for (i = lp->col_end[j - 1]; i < lp->col_end[j]; i++) {
|
|
row_nr = lp->mat[i].row_nr;
|
|
absval = my_abs(lp->mat[i].value);
|
|
if (absval != 0) {
|
|
row_max[row_nr] = my_max(row_max[row_nr], absval);
|
|
row_min[row_nr] = my_min(row_min[row_nr], absval);
|
|
}
|
|
}
|
|
}
|
|
/* calculate scale factors for rows */
|
|
for (i = 0; i <= lp->rows; i++) {
|
|
scalechange[i] = minmax_to_scale(row_min[i], row_max[i]);
|
|
lp->scale[i] *= scalechange[i];
|
|
}
|
|
|
|
/* now actually scale the matrix */
|
|
for (j = 1; j <= lp->columns; j++)
|
|
for (i = lp->col_end[j - 1]; i < lp->col_end[j]; i++)
|
|
lp->mat[i].value *= scalechange[lp->mat[i].row_nr];
|
|
|
|
/* and scale the rhs! */
|
|
for (i = 0; i <= lp->rows; i++) lp->orig_rh[i] *= scalechange[i];
|
|
|
|
free(row_max);
|
|
printf("after free r_max. ");
|
|
free(row_min);
|
|
printf("after free rmin. ");
|
|
|
|
IntUsed = FALSE;
|
|
i = lp->rows + 1;
|
|
while (!IntUsed && i <= lp->sum) {
|
|
IntUsed = lp->must_be_int[i];
|
|
i++;
|
|
}
|
|
if (!IntUsed) {
|
|
REAL col_max, col_min, col_scale;
|
|
|
|
/* calculate scales */
|
|
for (j = 1; j <= lp->columns; j++) {
|
|
col_max = 0;
|
|
col_min = lp->infinite;
|
|
for (i = lp->col_end[j - 1]; i < lp->col_end[j]; i++) {
|
|
if (lp->mat[i].value != 0) {
|
|
col_max = my_max(col_max, my_abs(lp->mat[i].value));
|
|
col_min = my_min(col_min, my_abs(lp->mat[i].value));
|
|
}
|
|
}
|
|
scalechange[lp->rows + j] = minmax_to_scale(col_min, col_max);
|
|
lp->scale[lp->rows + j] *= scalechange[lp->rows + j];
|
|
}
|
|
|
|
/* scale mat */
|
|
for (j = 1; j <= lp->columns; j++)
|
|
for (i = lp->col_end[j - 1]; i < lp->col_end[j]; i++)
|
|
lp->mat[i].value *= scalechange[lp->rows + j];
|
|
|
|
/* scale bounds as well */
|
|
for (i = lp->rows + 1; i < lp->sum; i++) {
|
|
if (lp->orig_lowbo[i] != 0) lp->orig_lowbo[i] /= scalechange[i];
|
|
if (lp->orig_upbo[i] != lp->infinite) lp->orig_upbo[i] /= scalechange[i];
|
|
}
|
|
lp->columns_scaled = TRUE;
|
|
}
|
|
printf("b4 free scch. ");
|
|
free(scalechange);
|
|
printf("after free scch. ");
|
|
lp->scaling_used = TRUE;
|
|
lp->eta_valid = FALSE;
|
|
}
|
|
|
|
void reset_basis(lprec *lp) { lp->basis_valid = FALSE; }
|
|
|
|
void print_solution(lprec *lp) {
|
|
int i;
|
|
|
|
fprintf(stdout, "Value of objective function: %16.10g\n", (double)lp->best_solution[0]);
|
|
|
|
/* print normal variables */
|
|
for (i = 1; i <= lp->columns; i++)
|
|
if (lp->names_used)
|
|
fprintf(stdout, "%-10s%16.5g\n", lp->col_name[i], (double)lp->best_solution[lp->rows + i]);
|
|
else
|
|
fprintf(stdout, "Var [%4d] %16.5g\n", i, (double)lp->best_solution[lp->rows + i]);
|
|
|
|
/* print achieved constraint values */
|
|
if (lp->verbose) {
|
|
fprintf(stdout, "\nActual values of the constraints:\n");
|
|
for (i = 1; i <= lp->rows; i++)
|
|
if (lp->names_used)
|
|
fprintf(stdout, "%-10s%16.5g\n", lp->row_name[i], (double)lp->best_solution[i]);
|
|
else
|
|
fprintf(stdout, "%Row [%4d] %16.5g\n", i, (double)lp->best_solution[i]);
|
|
}
|
|
|
|
if ((lp->verbose || lp->print_duals)) {
|
|
if (lp->max_level != 1)
|
|
fprintf(stdout, "These are the duals from the node that gave the optimal solution.\n");
|
|
else
|
|
fprintf(stdout, "\nDual values:\n");
|
|
for (i = 1; i <= lp->rows; i++)
|
|
if (lp->names_used)
|
|
fprintf(stdout, "%-10s%16.5g\n", lp->row_name[i], (double)lp->duals[i]);
|
|
else
|
|
fprintf(stdout, "Row [%4d] %16.5g\n", i, (double)lp->duals[i]);
|
|
}
|
|
} /* Printsolution */
|
|
|
|
void write_LP(lprec *lp, FILE *output) {
|
|
int i, j;
|
|
REAL *row;
|
|
nstring var_name;
|
|
|
|
MALLOC(row, lp->columns + 1, REAL);
|
|
if (lp->maximise)
|
|
fprintf(output, "max:");
|
|
else
|
|
fprintf(output, "min:");
|
|
|
|
get_row(lp, 0, row);
|
|
for (i = 1; i <= lp->columns; i++)
|
|
if (row[i] != 0) {
|
|
if (row[i] == -1)
|
|
fprintf(output, " -");
|
|
else if (row[i] == 1)
|
|
fprintf(output, " +");
|
|
else
|
|
fprintf(output, " %+g ", row[i]);
|
|
if (lp->names_used)
|
|
fprintf(output, "%s", lp->col_name[i]);
|
|
else
|
|
fprintf(output, "x%d", i);
|
|
}
|
|
fprintf(output, ";\n");
|
|
|
|
for (j = 1; j <= lp->rows; j++) {
|
|
if (lp->names_used) fprintf(output, "%s:", lp->row_name[j]);
|
|
get_row(lp, j, row);
|
|
for (i = 1; i <= lp->columns; i++)
|
|
if (row[i] != 0) {
|
|
if (row[i] == -1)
|
|
fprintf(output, " -");
|
|
else if (row[i] == 1)
|
|
fprintf(output, " +");
|
|
else
|
|
fprintf(output, " %+g ", row[i]);
|
|
if (lp->names_used)
|
|
fprintf(output, "%s", lp->col_name[i]);
|
|
else
|
|
fprintf(output, "x%d", i);
|
|
}
|
|
if (lp->orig_upbo[j] == 0)
|
|
fprintf(output, " =");
|
|
else if (lp->ch_sign[j])
|
|
fprintf(output, " >");
|
|
else
|
|
fprintf(output, " <");
|
|
if (lp->ch_sign[j])
|
|
fprintf(output, " %g;\n", -lp->orig_rh[j]);
|
|
else
|
|
fprintf(output, " %g;\n", lp->orig_rh[j]);
|
|
}
|
|
for (i = lp->rows + 1; i <= lp->sum; i++) {
|
|
if (lp->orig_lowbo[i] != 0) {
|
|
if (lp->names_used)
|
|
fprintf(output, "%s > %g;\n", lp->col_name[i - lp->rows], lp->orig_lowbo[i]);
|
|
else
|
|
fprintf(output, "x%d > %g;\n", i - lp->rows, lp->orig_lowbo[i]);
|
|
}
|
|
if (lp->orig_upbo[i] != lp->infinite) {
|
|
if (lp->names_used)
|
|
fprintf(output, "%s < %g;\n", lp->col_name[i - lp->rows], lp->orig_upbo[i]);
|
|
else
|
|
fprintf(output, "x%d < %g;\n", i - lp->rows, lp->orig_upbo[i]);
|
|
}
|
|
}
|
|
|
|
i = 1;
|
|
while (!lp->must_be_int[lp->rows + i] && i <= lp->columns) i++;
|
|
if (i <= lp->columns) {
|
|
if (lp->names_used)
|
|
fprintf(output, "\nint %s", lp->col_name[i]);
|
|
else
|
|
fprintf(output, "\nint x%d", i);
|
|
i++;
|
|
for (; i <= lp->columns; i++)
|
|
if (lp->must_be_int[lp->rows + i])
|
|
if (lp->names_used)
|
|
fprintf(output, ",%s", lp->col_name[i]);
|
|
else
|
|
fprintf(output, ", x%d", i);
|
|
fprintf(output, ";\n");
|
|
}
|
|
free(row);
|
|
}
|
|
|
|
void write_MPS(lprec *lp, FILE *output) {
|
|
int i, j, marker;
|
|
REAL *column;
|
|
|
|
MALLOC(column, lp->rows + 1, REAL);
|
|
marker = 0;
|
|
fprintf(output, "NAME %s\n", lp->lp_name);
|
|
fprintf(output, "ROWS\n");
|
|
for (i = 0; i <= lp->rows; i++) {
|
|
if (i == 0)
|
|
fprintf(output, " N ");
|
|
else if (lp->orig_upbo[i] == lp->infinite)
|
|
if (lp->ch_sign[i])
|
|
fprintf(output, " G ");
|
|
else
|
|
fprintf(output, " L ");
|
|
else
|
|
fprintf(output, " E ");
|
|
if (lp->names_used)
|
|
fprintf(output, "%s\n", lp->row_name[i]);
|
|
else
|
|
fprintf(output, "r_%d\n", i);
|
|
}
|
|
|
|
fprintf(output, "COLUMNS\n");
|
|
j = 0;
|
|
for (i = 1; i <= lp->columns; i++) {
|
|
if ((lp->must_be_int[i + lp->rows]) && (marker % 2) == 0) {
|
|
fprintf(output, " MARK%04d 'MARKER' 'INTORG'\n", marker);
|
|
marker++;
|
|
}
|
|
if ((!lp->must_be_int[i + lp->rows]) && (marker % 2) == 1) {
|
|
fprintf(output, " MARK%04d 'MARKER' 'INTEND'\n", marker);
|
|
marker++;
|
|
}
|
|
get_column(lp, i, column);
|
|
j = 0;
|
|
if (lp->maximise) {
|
|
if (column[j] != 0) {
|
|
if (lp->names_used)
|
|
fprintf(output, " %-8s %-8s %g\n", lp->col_name[i], lp->row_name[j], -column[j]);
|
|
else
|
|
fprintf(output, " var_%-4d r_%-6d %g\n", i, j, -column[j]);
|
|
}
|
|
} else {
|
|
if (column[j] != 0) {
|
|
if (lp->names_used)
|
|
fprintf(output, " %-8s %-8s %g\n", lp->col_name[i], lp->row_name[j], column[j]);
|
|
else
|
|
fprintf(output, " var_%-4d r_%-6d %g\n", i, j, column[j]);
|
|
}
|
|
}
|
|
for (j = 1; j <= lp->rows; j++)
|
|
if (column[j] != 0) {
|
|
if (lp->names_used)
|
|
fprintf(output, " %-8s %-8s %g\n", lp->col_name[i], lp->row_name[j], column[j]);
|
|
else
|
|
fprintf(output, " var_%-4d r_%-6d %g\n", i, j, column[j]);
|
|
}
|
|
}
|
|
if ((marker % 2) == 1) {
|
|
fprintf(output, " MARK%04d 'MARKER' 'INTEND'\n", marker);
|
|
marker++;
|
|
}
|
|
|
|
fprintf(output, "RHS\n");
|
|
for (i = 1; i <= lp->rows; i++) {
|
|
if (lp->ch_sign[i]) {
|
|
if (lp->names_used)
|
|
fprintf(output, " RHS %-8s %g\n", lp->row_name[i], (double)-lp->orig_rh[i]);
|
|
else
|
|
fprintf(output, " RHS r_%-6d %g\n", i, (double)-lp->orig_rh[i]);
|
|
} else {
|
|
if (lp->names_used)
|
|
fprintf(output, " RHS %-8s %g\n", lp->row_name[i], (double)lp->orig_rh[i]);
|
|
else
|
|
fprintf(output, " RHS r_%-6d %g\n", i, (double)lp->orig_rh[i]);
|
|
}
|
|
}
|
|
|
|
fprintf(output, "BOUNDS\n");
|
|
if (lp->names_used)
|
|
for (i = lp->rows + 1; i <= lp->sum; i++) {
|
|
if (lp->orig_upbo[i] < lp->infinite)
|
|
fprintf(output, " UP BND %-8s %g\n", lp->col_name[i - lp->rows],
|
|
(double)lp->orig_upbo[i]);
|
|
if (lp->orig_lowbo[i] != 0)
|
|
fprintf(output, " LO BND %-8s %g\n", lp->col_name[i - lp->rows],
|
|
(double)lp->orig_lowbo[i]);
|
|
}
|
|
else
|
|
for (i = lp->rows + 1; i <= lp->sum; i++) {
|
|
if (lp->orig_upbo[i] < lp->infinite)
|
|
fprintf(output, " UP BND var_%-4d %g\n", i - lp->rows, (double)lp->orig_upbo[i]);
|
|
if (lp->orig_lowbo[i] != 0)
|
|
fprintf(output, " LO BND var_%-4d %g\n", i - lp->rows, (double)lp->orig_lowbo[i]);
|
|
}
|
|
fprintf(output, "ENDATA\n");
|
|
free(column);
|
|
}
|
|
|
|
void print_duals(lprec *lp) {
|
|
int i;
|
|
for (i = 1; i <= lp->rows; i++)
|
|
if (lp->names_used)
|
|
fprintf(stdout, "%10s [%3d] % 10.4f\n", lp->row_name[i], i, lp->duals[i]);
|
|
else
|
|
fprintf(stdout, "Dual [%3d] % 10.4f\n", i, lp->duals[i]);
|
|
}
|
|
|
|
void print_scales(lprec *lp) {
|
|
int i;
|
|
if (lp->scaling_used) {
|
|
for (i = 0; i <= lp->rows; i++)
|
|
fprintf(stdout, "Row[%3d] scaled at % 10.6f\n", i, lp->scale[i]);
|
|
for (i = 1; i <= lp->columns; i++)
|
|
fprintf(stdout, "Column[%3d] scaled at % 10.6f\n", i, lp->scale[lp->rows + i]);
|
|
}
|
|
}
|