simplex_glpk.c

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#include "simplex.h"
#include "error.h"
#include "geom.h"
#include "defines.h"

#include <math.h>
#include <string.h>

void SimplexCreate(double epsilon,unsigned int ncols,TSimplex *s)
{
  double ct;

  /* LP: Create an empty LP problem */
  s->lp=lpx_create_prob();
  if (s->lp==NULL)
    Error("Problems creating LP tableau\n");
 

  /* LP: Add the columns to the LP problem */
  lpx_add_cols(s->lp,ncols);


  /* LP: Adjust the verbosity of the LP problem */
  #if (_DEBUG<5)
    lpx_set_int_parm(s->lp,LPX_K_MSGLEV,0);
  #endif


  /* LP: Adjust LP internal parameters */
  ct=lpx_get_real_parm(s->lp,LPX_K_TOLBND);
  if (ct>(epsilon*1e-2))
    lpx_set_real_parm(s->lp,LPX_K_TOLBND,epsilon*1e-2);
  
  ct=lpx_get_real_parm(s->lp,LPX_K_TOLDJ);
  if (ct>(epsilon*1e-2))
    lpx_set_real_parm(s->lp,LPX_K_TOLDJ,epsilon*1e-2);
  
  ct=lpx_get_real_parm(s->lp,LPX_K_TOLPIV);
  if (ct>(epsilon*1e-4))
    lpx_set_real_parm(s->lp,LPX_K_TOLPIV,epsilon*1e-4);


  /* LP: Minimize */
  lpx_set_obj_dir(s->lp,LPX_MIN); 


  /* LP: Timeout in seconds*/
  lpx_set_real_parm(s->lp,ncols*LPX_K_TMLIM,SIMPLEX_TIMEOUT); 
}

/* LP: Reset the LP internal information */
void ResetSimplex(TSimplex *s)
{
  lpx_adv_basis(s->lp);
}

unsigned int SimplexNColumns(TSimplex *s)
{
  return(lpx_get_num_cols(s->lp));
}

unsigned int SimplexNRows(TSimplex *s)
{
  return(lpx_get_num_rows(s->lp));
}

/* LP: set bounds for a given column */
void SimplexSetColBounds(unsigned int ncol,Tinterval *i,TSimplex *s)
{
  double l,u;

  l=LowerLimit(i);
  u=UpperLimit(i);

  if (l==-INF)
    {
      if (u==INF)
        lpx_set_col_bnds(s->lp,ncol+1,LPX_FR,0.0,0.0);
      else
        lpx_set_col_bnds(s->lp,ncol+1,LPX_UP,0.0,u);
    }
  else
    {
      if (u==INF)
        lpx_set_col_bnds(s->lp,ncol+1,LPX_LO,l,0.0);
      else
        {
          if (u==l)
            lpx_set_col_bnds(s->lp,ncol+1,LPX_FX,l,l);
          else  
            lpx_set_col_bnds(s->lp,ncol+1,LPX_DB,l,u);
        }
    }
}

/* LP: get bounds for a given column */
void SimplexGetColBounds(unsigned int ncol,Tinterval *i,TSimplex *s)
{
  unsigned int t;
  double l,u;

  t=lpx_get_col_type(s->lp,ncol+1);
  l=lpx_get_col_lb(s->lp,ncol+1);
  u=lpx_get_col_ub(s->lp,ncol+1);

  switch(t)
    {
    case LPX_FR:
      NewInterval(-INF,INF,i);
      break;
    case LPX_LO:
      NewInterval(l,INF,i);
      break;
    case LPX_UP:
      NewInterval(-INF,u,i);
      break;
    case LPX_FX:
    case LPX_DB:
      NewInterval(l,u,i); /*only columns of this type exists in our examples*/
      break;
    }
}

void SimplexGetColConstraint(unsigned int ncol,TLinearConstraint *lc,TSimplex *s)
{
  unsigned int m,k,i;
  signed int *ind;
  double *val;
  Tinterval error;

  m=SimplexNRows(s);

  NEW(val,m+1,double);
  NEW(ind,m+1,signed int);

  k=lpx_get_mat_col(s->lp,ncol+1,ind,val);

  InitLinearConstraint(lc);
  for(i=1;i<=k;i++)
    AddTerm2LinearConstraint(ind[i]-1,val[i],lc);
 
  SimplexGetColBounds(ncol,&error,s);
  SetLinearConstraintError(&error,lc);

  free(ind);
  free(val);
}

boolean SimplexColEmpty(unsigned int ncol,TSimplex *s)
{
  return((unsigned int)lpx_get_mat_col(s->lp,1+ncol,NULL,NULL)==0);
}

double SimplexGetColPrimal(unsigned int ncol,TSimplex *s)
{
  return(lpx_get_col_prim(s->lp,ncol+1));
}

double SimplexGetColDual(unsigned int ncol,TSimplex *s)
{
  return(lpx_get_col_dual(s->lp,ncol+1));
}

/* LP: set bounds for a given row */
void SimplexSetRowBounds(unsigned int nrow,Tinterval *i,TSimplex *s)
{
  double l,u;

  l=LowerLimit(i);
  u=UpperLimit(i);

  if (l==-INF)
    {
      if (u==INF)
        lpx_set_row_bnds(s->lp,nrow+1,LPX_FR,0.0,0.0);
      else
        lpx_set_row_bnds(s->lp,nrow+1,LPX_UP,0.0,u);
    }
  else
    {
      if (u==INF)
        lpx_set_row_bnds(s->lp,nrow+1,LPX_LO,l,0.0);
      else
        {
          if (u==l)
            lpx_set_row_bnds(s->lp,nrow+1,LPX_FX,l,l);
          else  
            lpx_set_row_bnds(s->lp,nrow+1,LPX_DB,l,u);
        }
    }
}

/* LP: get bounds for a given row */
void SimplexGetRowBounds(unsigned int nrow,Tinterval *i,TSimplex *s)
{
  unsigned int t;
  double l,u;

  t=lpx_get_row_type(s->lp,nrow+1);
  l=lpx_get_row_lb(s->lp,nrow+1);
  u=lpx_get_row_ub(s->lp,nrow+1);

  switch(t)
    {
    case LPX_FR:
      NewInterval(-INF,INF,i);
      break;
    case LPX_LO:
      NewInterval(l,INF,i);
      break;
    case LPX_UP:
      NewInterval(-INF,u,i);
      break;
    case LPX_FX:
    case LPX_DB:
      NewInterval(l,u,i);
      break;
    }
}

void SimplexGetRowConstraint(unsigned int nrow,TLinearConstraint *lc,TSimplex *s)
{
  unsigned int n,k,i;
  signed int *ind;
  double *val;
  Tinterval error;

  n=SimplexNColumns(s);

  NEW(val,n+1,double);
  NEW(ind,n+1,signed int);

  k=lpx_get_mat_row(s->lp,nrow+1,ind,val);

  InitLinearConstraint(lc);
  for(i=1;i<=k;i++)
    AddTerm2LinearConstraint(ind[i]-1,val[i],lc);
 
  SimplexGetRowBounds(nrow,&error,s);
  SetLinearConstraintError(&error,lc);
  
  free(ind);
  free(val);
}

double SimplexGetRowPrimal(unsigned int nrow,TSimplex *s)
{
  return(lpx_get_row_prim(s->lp,nrow+1));
}

double SimplexGetRowDual(unsigned int nrow,TSimplex *s)
{
  return(lpx_get_row_dual(s->lp,nrow+1));
}

void SimplexAddNewConstraintRaw(TLinearConstraint *lc,TSimplex *s)
{
  Tinterval bounds;
  unsigned int nrow;
  unsigned int i;
  signed int *ind;
  double *val;

  /* LP: Add a row to the tableau */
  nrow=lpx_add_rows(s->lp,1);
  if (nrow==((unsigned int)(-1)))
    Error("Error adding constraint to simplex");

  NEW(ind,n+1,signed int);
  NEW(val,n+1,double);

  for(i=0;i<n;i++)
    {
      ind[i+1]=GetLinearConstraintVariable(i,lc)+1;
      val[i+1]=GetLinearConstraintCoefficient(i,lc);
    }

  /* LP: set the row information  */
  lpx_set_mat_row(s->lp,nrow,n,ind,val);
      
  free(ind);
  free(val);
      
  GetLinearConstraintError(&bounds,lc);
  SimplexSetRowBounds(nrow-1,&bounds,s);
      
#if (_DEBUG>4)
  printf("          Setting Row %u with range ",nrow-1);
  PrintInterval(stdout,&bounds);
  printf("\n            ");
  PrintLinearConstraint(stdout,TRUE,NULL,lc);
#endif
}


void SimplexSetOptimizationFunction(TLinearConstraint *obj,TSimplex *s)
{
  unsigned int i,n;

  #if (_DEBUG>4)
    printf("Setting cost function: ");
  #endif

  n=SimplexNColumns(s);
  
  for(i=0;i<n;i++)
    lpx_set_obj_coef(s->lp,i+1,0.0);
  
  n=GetNumTermsInLinearConstraint(obj);
  for(i=0;i<n;i++)
    {
      #if (_DEBUG>4)
      printf("+%f*v[%u]",
             GetLinearConstraintCoefficient(i,obj),
             GetLinearConstraintVariable(i,obj));
      #endif
      lpx_set_obj_coef(s->lp,
                       GetLinearConstraintVariable(i,obj)+1,
                       GetLinearConstraintCoefficient(i,obj));
    } 
  #if (_DEBUG>4)
    printf("\n");
  #endif
}


void SimplexGetOptimizationFunction(TLinearConstraint *obj,TSimplex *s)
{
  unsigned int i,n;

  InitLinearConstraint(obj);

  n=SimplexNColumns(s);

  for(i=0;i<n;i++)
    AddTerm2LinearConstraint(0,i,lpx_get_obj_coef(s->lp,i+1),obj);
}

double SimplexGetOptimalValueRaw(TSimplex *s)
{
  return(lpx_get_obj_val(s->lp));
}

unsigned int SimplexSolve(TSimplex *s)
{
  unsigned int r;

  r=lpx_simplex(s->lp);

  if (r==LPX_E_TMLIM)
    return(ERROR_IN_PROCESS);
  else
    {
      if (r==LPX_E_OK)
        {
          r=lpx_get_status(s->lp);
          
          if (r==LPX_OPT)
            return(REDUCED_BOX);
          else
            {
              if (r==LPX_NOFEAS)
                return(EMPTY_BOX);
              else
                {
                  if (r==LPX_UNBND)
                    return(UNBOUNDED_BOX);
                  else
                    return(ERROR_IN_PROCESS);
                }
            }
        }
      else
        return(ERROR_IN_PROCESS);
    }
}

void SimplexDelete(TSimplex *s)
{
  lpx_delete_prob(s->lp);
}