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aw0a |
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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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void error(char *format, ...) |
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{ |
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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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lprec *make_lp(int rows, int columns) |
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{ |
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lprec *newlp; |
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int i, sum; |
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sum=rows+columns; |
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if(rows < 0 || columns < 0) |
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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++) |
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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++) |
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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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{ |
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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++) |
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newlp->basis[i]=FALSE; |
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for(i = 0 ; i <= sum; i++) |
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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++) |
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newlp->ch_sign[i] = FALSE; |
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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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{ |
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int i; |
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if(lp->active) |
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Lp=NULL; |
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if(lp->names_used) |
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{ |
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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) |
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free(lp->scale); |
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if(lp->nr_lagrange>0) |
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{ |
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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++) |
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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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{ |
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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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{ |
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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, |
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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) |
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MALLOCCPY(newlp->scale, lp->scale, sumplus, REAL); |
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if(newlp->nr_lagrange > 0) |
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{ |
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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, |
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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); |
| 270 |
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} |
| 271 |
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return(newlp); |
| 272 |
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} |
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| 274 |
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void inc_mat_space(lprec *lp, int maxextra) |
| 275 |
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{ |
| 276 |
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if(lp->non_zeros + maxextra >= lp->mat_alloc) |
| 277 |
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{ |
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lp->mat_alloc = lp->non_zeros + maxextra; |
| 279 |
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REALLOC(lp->mat, lp->mat_alloc, matrec); |
| 280 |
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REALLOC(lp->col_no, lp->mat_alloc, int); |
| 281 |
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if (lp->active) |
| 282 |
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{ |
| 283 |
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Mat=lp->mat; |
| 284 |
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Col_no=lp->col_no; |
| 285 |
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} |
| 286 |
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} |
| 287 |
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} |
| 288 |
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| 289 |
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void inc_row_space(lprec *lp) |
| 290 |
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{ |
| 291 |
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if(lp->rows > lp->rows_alloc) |
| 292 |
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{ |
| 293 |
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lp->rows_alloc=lp->rows+10; |
| 294 |
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lp->sum_alloc=lp->rows_alloc+lp->columns_alloc; |
| 295 |
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REALLOC(lp->orig_rh, lp->rows_alloc + 1, REAL); |
| 296 |
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REALLOC(lp->rh, lp->rows_alloc + 1, REAL); |
| 297 |
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REALLOC(lp->rhs, lp->rows_alloc + 1, REAL); |
| 298 |
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REALLOC(lp->orig_upbo, lp->sum_alloc + 1, REAL); |
| 299 |
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REALLOC(lp->upbo, lp->sum_alloc + 1, REAL); |
| 300 |
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REALLOC(lp->orig_lowbo, lp->sum_alloc + 1, REAL); |
| 301 |
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REALLOC(lp->lowbo, lp->sum_alloc + 1, REAL); |
| 302 |
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REALLOC(lp->solution, lp->sum_alloc + 1, REAL); |
| 303 |
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REALLOC(lp->best_solution, lp->sum_alloc + 1, REAL); |
| 304 |
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REALLOC(lp->row_end, lp->rows_alloc + 1, int); |
| 305 |
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REALLOC(lp->basis, lp->sum_alloc + 1, short); |
| 306 |
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REALLOC(lp->lower, lp->sum_alloc + 1, short); |
| 307 |
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REALLOC(lp->must_be_int, lp->sum_alloc + 1, short); |
| 308 |
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REALLOC(lp->bas, lp->rows_alloc + 1, int); |
| 309 |
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REALLOC(lp->duals, lp->rows_alloc + 1, REAL); |
| 310 |
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REALLOC(lp->ch_sign, lp->rows_alloc + 1, short); |
| 311 |
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REALLOC(lp->eta_col_end, lp->rows_alloc + lp->max_num_inv, int); |
| 312 |
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if(lp->names_used) |
| 313 |
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REALLOC(lp->row_name, lp->rows_alloc + 1, nstring); |
| 314 |
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if(lp->scaling_used) |
| 315 |
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REALLOC(lp->scale, lp->sum_alloc + 1, REAL); |
| 316 |
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if(lp->active) |
| 317 |
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set_globals(lp); |
| 318 |
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} |
| 319 |
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} |
| 320 |
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| 321 |
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void inc_col_space(lprec *lp) |
| 322 |
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{ |
| 323 |
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if(lp->columns >= lp->columns_alloc) |
| 324 |
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{ |
| 325 |
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lp->columns_alloc=lp->columns+10; |
| 326 |
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lp->sum_alloc=lp->rows_alloc+lp->columns_alloc; |
| 327 |
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REALLOC(lp->must_be_int, lp->sum_alloc + 1, short); |
| 328 |
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REALLOC(lp->orig_upbo, lp->sum_alloc + 1, REAL); |
| 329 |
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REALLOC(lp->upbo, lp->sum_alloc + 1, REAL); |
| 330 |
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REALLOC(lp->orig_lowbo, lp->sum_alloc + 1, REAL); |
| 331 |
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REALLOC(lp->lowbo, lp->sum_alloc + 1, REAL); |
| 332 |
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REALLOC(lp->solution, lp->sum_alloc + 1, REAL); |
| 333 |
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REALLOC(lp->best_solution, lp->sum_alloc + 1, REAL); |
| 334 |
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REALLOC(lp->basis, lp->sum_alloc + 1, short); |
| 335 |
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REALLOC(lp->lower, lp->sum_alloc + 1, short); |
| 336 |
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if(lp->names_used) |
| 337 |
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REALLOC(lp->col_name, lp->columns_alloc + 1, nstring); |
| 338 |
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if(lp->scaling_used) |
| 339 |
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REALLOC(lp->scale, lp->sum_alloc + 1, REAL); |
| 340 |
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REALLOC(lp->col_end, lp->columns_alloc + 1, int); |
| 341 |
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if(lp->active) |
| 342 |
|
|
set_globals(lp); |
| 343 |
|
|
} |
| 344 |
|
|
} |
| 345 |
|
|
|
| 346 |
|
|
void set_mat(lprec *lp, int Row, int Column, REAL Value) |
| 347 |
|
|
{ |
| 348 |
|
|
int elmnr, lastelm, i; |
| 349 |
|
|
|
| 350 |
|
|
if(Row > lp->rows || Row < 0) |
| 351 |
|
|
error("Row out of range"); |
| 352 |
|
|
if(Column > lp->columns || Column < 1) |
| 353 |
|
|
error("Column out of range"); |
| 354 |
|
|
if(lp->scaling_used) |
| 355 |
|
|
Value *= lp->scale[Row] * lp->scale[lp->rows + Column]; |
| 356 |
|
|
|
| 357 |
|
|
if(TRUE /*abs(Value) > lp->epsilon*/) |
| 358 |
|
|
{ |
| 359 |
|
|
if (lp->basis[Column] == TRUE && Row > 0) |
| 360 |
|
|
lp->basis_valid = FALSE; |
| 361 |
|
|
lp->eta_valid = FALSE; |
| 362 |
|
|
elmnr = lp->col_end[Column-1]; |
| 363 |
|
|
while((elmnr < lp->col_end[Column]) ? |
| 364 |
|
|
(lp->mat[elmnr].row_nr != Row) : FALSE) |
| 365 |
|
|
elmnr++; |
| 366 |
|
|
|
| 367 |
|
|
if((elmnr != lp->col_end[Column]) ? |
| 368 |
|
|
(lp->mat[elmnr].row_nr == Row) : FALSE ) |
| 369 |
|
|
if (lp->scaling_used) |
| 370 |
|
|
{ |
| 371 |
|
|
if(lp->ch_sign[Row]) |
| 372 |
|
|
lp->mat[elmnr].value = |
| 373 |
|
|
-Value * lp->scale[Row] * lp->scale[Column]; |
| 374 |
|
|
else |
| 375 |
|
|
lp->mat[elmnr].value = |
| 376 |
|
|
Value * lp->scale[Row] * lp->scale[Column]; |
| 377 |
|
|
} |
| 378 |
|
|
else |
| 379 |
|
|
{ |
| 380 |
|
|
if(lp->ch_sign[Row]) |
| 381 |
|
|
lp->mat[elmnr].value = -Value; |
| 382 |
|
|
else |
| 383 |
|
|
lp->mat[elmnr].value = Value; |
| 384 |
|
|
} |
| 385 |
|
|
else |
| 386 |
|
|
{ |
| 387 |
|
|
/* check if more space is needed for matrix */ |
| 388 |
|
|
inc_mat_space(lp,1); |
| 389 |
|
|
|
| 390 |
|
|
/* Shift the matrix */ |
| 391 |
|
|
lastelm=lp->non_zeros; |
| 392 |
|
|
for(i = lastelm; i > elmnr ; i--) |
| 393 |
|
|
lp->mat[i]=lp->mat[i-1]; |
| 394 |
|
|
for(i = Column; i <= lp->columns; i++) |
| 395 |
|
|
lp->col_end[i]++; |
| 396 |
|
|
|
| 397 |
|
|
/* Set new element */ |
| 398 |
|
|
lp->mat[elmnr].row_nr=Row; |
| 399 |
|
|
|
| 400 |
|
|
if (lp->scaling_used) |
| 401 |
|
|
{ |
| 402 |
|
|
if(lp->ch_sign[Row]) |
| 403 |
|
|
lp->mat[elmnr].value=-Value*lp->scale[Row]*lp->scale[Column]; |
| 404 |
|
|
else |
| 405 |
|
|
lp->mat[elmnr].value=Value*lp->scale[Row]*lp->scale[Column]; |
| 406 |
|
|
} |
| 407 |
|
|
else |
| 408 |
|
|
{ |
| 409 |
|
|
if(lp->ch_sign[Row]) |
| 410 |
|
|
lp->mat[elmnr].value=-Value; |
| 411 |
|
|
else |
| 412 |
|
|
lp->mat[elmnr].value=Value; |
| 413 |
|
|
} |
| 414 |
|
|
|
| 415 |
|
|
lp->row_end_valid=FALSE; |
| 416 |
|
|
|
| 417 |
|
|
lp->non_zeros++; |
| 418 |
|
|
if (lp->active) |
| 419 |
|
|
Non_zeros=lp->non_zeros; |
| 420 |
|
|
} |
| 421 |
|
|
} |
| 422 |
|
|
} |
| 423 |
|
|
|
| 424 |
|
|
void set_obj_fn(lprec *lp, REAL *row) |
| 425 |
|
|
{ |
| 426 |
|
|
int i; |
| 427 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 428 |
|
|
set_mat(lp, 0, i, row[i]); |
| 429 |
|
|
} |
| 430 |
|
|
|
| 431 |
|
|
void str_set_obj_fn(lprec *lp, char *row) |
| 432 |
|
|
{ |
| 433 |
|
|
int i; |
| 434 |
|
|
REAL *arow; |
| 435 |
|
|
char *p, *newp; |
| 436 |
|
|
CALLOC(arow, lp->columns + 1, REAL); |
| 437 |
|
|
p = row; |
| 438 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 439 |
|
|
{ |
| 440 |
|
|
arow[i] = (REAL) strtod(p, &newp); |
| 441 |
|
|
if(p==newp) |
| 442 |
|
|
error("Bad string in str_set_obj_fn"); |
| 443 |
|
|
else |
| 444 |
|
|
p=newp; |
| 445 |
|
|
} |
| 446 |
|
|
set_obj_fn(lp, arow); |
| 447 |
|
|
free(arow); |
| 448 |
|
|
} |
| 449 |
|
|
|
| 450 |
|
|
|
| 451 |
|
|
void add_constraint(lprec *lp, REAL *row, short constr_type, REAL rh) |
| 452 |
|
|
{ |
| 453 |
|
|
matrec *newmat; |
| 454 |
|
|
int i, j; |
| 455 |
|
|
int elmnr; |
| 456 |
|
|
int stcol; |
| 457 |
|
|
int *addtoo; |
| 458 |
|
|
int *num,*rownum, row_nr; |
| 459 |
|
|
REAL theta; |
| 460 |
|
|
|
| 461 |
|
|
MALLOC(addtoo, lp->columns + 1, int) |
| 462 |
|
|
|
| 463 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 464 |
|
|
if(row[i]!=0) |
| 465 |
|
|
{ |
| 466 |
|
|
addtoo[i]=TRUE; |
| 467 |
|
|
lp->non_zeros++; |
| 468 |
|
|
} |
| 469 |
|
|
else |
| 470 |
|
|
addtoo[i]=FALSE; |
| 471 |
|
|
|
| 472 |
|
|
MALLOC(newmat, lp->non_zeros, matrec); |
| 473 |
|
|
inc_mat_space(lp, 0); |
| 474 |
|
|
lp->rows++; |
| 475 |
|
|
lp->sum++; |
| 476 |
|
|
inc_row_space(lp); |
| 477 |
|
|
|
| 478 |
|
|
if(lp->scaling_used) |
| 479 |
|
|
{ |
| 480 |
|
|
/* shift scale */ |
| 481 |
|
|
for(i=lp->sum; i > lp->rows; i--) |
| 482 |
|
|
lp->scale[i]=lp->scale[i-1]; |
| 483 |
|
|
lp->scale[lp->rows]=1; |
| 484 |
|
|
} |
| 485 |
|
|
|
| 486 |
|
|
if(lp->names_used) |
| 487 |
|
|
sprintf(lp->row_name[lp->rows], "r_%d", lp->rows); |
| 488 |
|
|
|
| 489 |
|
|
if(lp->scaling_used && lp->columns_scaled) |
| 490 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 491 |
|
|
row[i] *= lp->scale[lp->rows+i]; |
| 492 |
|
|
|
| 493 |
|
|
if(constr_type==GE) |
| 494 |
|
|
lp->ch_sign[lp->rows] = TRUE; |
| 495 |
|
|
else |
| 496 |
|
|
lp->ch_sign[lp->rows] = FALSE; |
| 497 |
|
|
|
| 498 |
|
|
elmnr = 0; |
| 499 |
|
|
stcol = 0; |
| 500 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 501 |
|
|
{ |
| 502 |
|
|
for(j = stcol; j < lp->col_end[i]; j++) |
| 503 |
|
|
{ |
| 504 |
|
|
newmat[elmnr].row_nr=lp->mat[j].row_nr; |
| 505 |
|
|
newmat[elmnr].value=lp->mat[j].value; |
| 506 |
|
|
elmnr++; |
| 507 |
|
|
} |
| 508 |
|
|
if(addtoo[i]) |
| 509 |
|
|
{ |
| 510 |
|
|
if(lp->ch_sign[lp->rows]) |
| 511 |
|
|
newmat[elmnr].value = -row[i]; |
| 512 |
|
|
else |
| 513 |
|
|
newmat[elmnr].value = row[i]; |
| 514 |
|
|
newmat[elmnr].row_nr = lp->rows; |
| 515 |
|
|
elmnr++; |
| 516 |
|
|
} |
| 517 |
|
|
stcol=lp->col_end[i]; |
| 518 |
|
|
lp->col_end[i]=elmnr; |
| 519 |
|
|
} |
| 520 |
|
|
|
| 521 |
|
|
memcpy(lp->mat, newmat, lp->non_zeros*sizeof(matrec)); |
| 522 |
|
|
|
| 523 |
|
|
free(newmat); |
| 524 |
|
|
free(addtoo); |
| 525 |
|
|
|
| 526 |
|
|
for(i=lp->sum ; i > lp->rows; i--) |
| 527 |
|
|
{ |
| 528 |
|
|
lp->orig_upbo[i]=lp->orig_upbo[i-1]; |
| 529 |
|
|
lp->orig_lowbo[i]=lp->orig_lowbo[i-1]; |
| 530 |
|
|
lp->basis[i]=lp->basis[i-1]; |
| 531 |
|
|
lp->lower[i]=lp->lower[i-1]; |
| 532 |
|
|
lp->must_be_int[i]=lp->must_be_int[i-1]; |
| 533 |
|
|
} |
| 534 |
|
|
|
| 535 |
|
|
for(i= 1 ; i <= lp->rows; i++) |
| 536 |
|
|
if(lp->bas[i] >= lp->rows) |
| 537 |
|
|
lp->bas[i]++; |
| 538 |
|
|
|
| 539 |
|
|
if(constr_type==LE || constr_type==GE) |
| 540 |
|
|
{ |
| 541 |
|
|
lp->orig_upbo[lp->rows]=lp->infinite; |
| 542 |
|
|
} |
| 543 |
|
|
else if(constr_type==EQ) |
| 544 |
|
|
{ |
| 545 |
|
|
lp->orig_upbo[lp->rows]=0; |
| 546 |
|
|
} |
| 547 |
|
|
else |
| 548 |
|
|
{ |
| 549 |
|
|
fprintf(stderr, "Wrong constraint type\n"); |
| 550 |
|
|
exit(FAIL); |
| 551 |
|
|
} |
| 552 |
|
|
|
| 553 |
|
|
lp->orig_lowbo[lp->rows]=0; |
| 554 |
|
|
|
| 555 |
|
|
if(constr_type==GE && rh != 0) |
| 556 |
|
|
lp->orig_rh[lp->rows]=-rh; |
| 557 |
|
|
else |
| 558 |
|
|
lp->orig_rh[lp->rows]=rh; |
| 559 |
|
|
|
| 560 |
|
|
lp->row_end_valid=FALSE; |
| 561 |
|
|
|
| 562 |
|
|
lp->bas[lp->rows]=lp->rows; |
| 563 |
|
|
lp->basis[lp->rows]=TRUE; |
| 564 |
|
|
lp->lower[lp->rows]=TRUE; |
| 565 |
|
|
|
| 566 |
|
|
if(lp->active) |
| 567 |
|
|
set_globals(lp); |
| 568 |
|
|
lp->eta_valid=FALSE; |
| 569 |
|
|
} |
| 570 |
|
|
|
| 571 |
|
|
void str_add_constraint(lprec *lp, |
| 572 |
|
|
char *row_string, |
| 573 |
|
|
short constr_type, |
| 574 |
|
|
REAL rh) |
| 575 |
|
|
{ |
| 576 |
|
|
int i; |
| 577 |
|
|
REAL *aRow; |
| 578 |
|
|
char *p, *newp; |
| 579 |
|
|
CALLOC(aRow, lp->columns + 1, REAL); |
| 580 |
|
|
p = row_string; |
| 581 |
|
|
|
| 582 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 583 |
|
|
{ |
| 584 |
|
|
aRow[i] = (REAL) strtod(p, &newp); |
| 585 |
|
|
if(p==newp) |
| 586 |
|
|
error("Bad string in str_add_constr"); |
| 587 |
|
|
else |
| 588 |
|
|
p=newp; |
| 589 |
|
|
} |
| 590 |
|
|
add_constraint(lp, aRow, constr_type, rh); |
| 591 |
|
|
free(aRow); |
| 592 |
|
|
} |
| 593 |
|
|
|
| 594 |
|
|
void del_constraint(lprec *lp, int del_row) |
| 595 |
|
|
{ |
| 596 |
|
|
int i, j; |
| 597 |
|
|
unsigned elmnr; |
| 598 |
|
|
int startcol; |
| 599 |
|
|
int row_nr; |
| 600 |
|
|
|
| 601 |
|
|
if(del_row<1 || del_row>lp->rows) |
| 602 |
|
|
{ |
| 603 |
|
|
fprintf(stderr, "There is no constraint nr. %d\n", del_row); |
| 604 |
|
|
exit(FAIL); |
| 605 |
|
|
} |
| 606 |
|
|
|
| 607 |
|
|
elmnr=0; |
| 608 |
|
|
startcol=0; |
| 609 |
|
|
|
| 610 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 611 |
|
|
{ |
| 612 |
|
|
for(j=startcol; j < lp->col_end[i]; j++) |
| 613 |
|
|
{ |
| 614 |
|
|
if(lp->mat[j].row_nr!=del_row) |
| 615 |
|
|
{ |
| 616 |
|
|
lp->mat[elmnr]=lp->mat[j]; |
| 617 |
|
|
if(lp->mat[elmnr].row_nr > del_row) |
| 618 |
|
|
lp->mat[elmnr].row_nr--; |
| 619 |
|
|
elmnr++; |
| 620 |
|
|
} |
| 621 |
|
|
else |
| 622 |
|
|
lp->non_zeros--; |
| 623 |
|
|
} |
| 624 |
|
|
startcol=lp->col_end[i]; |
| 625 |
|
|
lp->col_end[i]=elmnr; |
| 626 |
|
|
} |
| 627 |
|
|
for(i = del_row; i < lp->rows; i++) |
| 628 |
|
|
{ |
| 629 |
|
|
lp->orig_rh[i] = lp->orig_rh[i+1]; |
| 630 |
|
|
lp->ch_sign[i] = lp->ch_sign[i+1]; |
| 631 |
|
|
lp->bas[i] = lp->bas[i+1]; |
| 632 |
|
|
if(lp->names_used) |
| 633 |
|
|
strcpy(lp->row_name[i], lp->row_name[i+1]); |
| 634 |
|
|
} |
| 635 |
|
|
for(i = 1; i < lp->rows; i++) |
| 636 |
|
|
if(lp->bas[i] > del_row) |
| 637 |
|
|
lp->bas[i]--; |
| 638 |
|
|
|
| 639 |
|
|
for(i=del_row; i < lp->sum; i++) |
| 640 |
|
|
{ |
| 641 |
|
|
lp->lower[i]=lp->lower[i+1]; |
| 642 |
|
|
lp->basis[i]=lp->basis[i+1]; |
| 643 |
|
|
lp->orig_upbo[i]=lp->orig_upbo[i+1]; |
| 644 |
|
|
lp->orig_lowbo[i]=lp->orig_lowbo[i+1]; |
| 645 |
|
|
lp->must_be_int[i]=lp->must_be_int[i+1]; |
| 646 |
|
|
if(lp->scaling_used) |
| 647 |
|
|
lp->scale[i]=lp->scale[i+1]; |
| 648 |
|
|
} |
| 649 |
|
|
|
| 650 |
|
|
lp->rows--; |
| 651 |
|
|
lp->sum--; |
| 652 |
|
|
|
| 653 |
|
|
lp->row_end_valid=FALSE; |
| 654 |
|
|
|
| 655 |
|
|
if(lp->active) |
| 656 |
|
|
set_globals(lp); |
| 657 |
|
|
lp->eta_valid=FALSE; |
| 658 |
|
|
lp->basis_valid=FALSE; |
| 659 |
|
|
} |
| 660 |
|
|
|
| 661 |
|
|
void add_lag_con(lprec *lp, REAL *row, short con_type, REAL rhs) |
| 662 |
|
|
{ |
| 663 |
|
|
int i; |
| 664 |
|
|
REAL sign; |
| 665 |
|
|
if(con_type == LE || con_type == EQ) |
| 666 |
|
|
sign=1; |
| 667 |
|
|
else if(con_type == GE) |
| 668 |
|
|
sign=-1; |
| 669 |
|
|
else |
| 670 |
|
|
error("con_type not implemented\n"); |
| 671 |
|
|
|
| 672 |
|
|
lp->nr_lagrange++; |
| 673 |
|
|
if(lp->nr_lagrange==1) |
| 674 |
|
|
{ |
| 675 |
|
|
CALLOC(lp->lag_row, lp->nr_lagrange, REAL*); |
| 676 |
|
|
CALLOC(lp->lag_rhs, lp->nr_lagrange, REAL); |
| 677 |
|
|
CALLOC(lp->lambda, lp->nr_lagrange, REAL); |
| 678 |
|
|
CALLOC(lp->lag_con_type, lp->nr_lagrange, short); |
| 679 |
|
|
} |
| 680 |
|
|
else |
| 681 |
|
|
{ |
| 682 |
|
|
REALLOC(lp->lag_row, lp->nr_lagrange, REAL*); |
| 683 |
|
|
REALLOC(lp->lag_rhs, lp->nr_lagrange, REAL); |
| 684 |
|
|
REALLOC(lp->lambda, lp->nr_lagrange, REAL); |
| 685 |
|
|
REALLOC(lp->lag_con_type, lp->nr_lagrange, short); |
| 686 |
|
|
} |
| 687 |
|
|
CALLOC(lp->lag_row[lp->nr_lagrange-1], lp->columns+1, REAL); |
| 688 |
|
|
lp->lag_rhs[lp->nr_lagrange-1]=rhs * sign; |
| 689 |
|
|
for( i=1; i <= lp->columns; i++) |
| 690 |
|
|
lp->lag_row[lp->nr_lagrange-1][i]=row[i] * sign; |
| 691 |
|
|
lp->lambda[lp->nr_lagrange-1]=0; |
| 692 |
|
|
lp->lag_con_type[lp->nr_lagrange-1]=(con_type == EQ); |
| 693 |
|
|
} |
| 694 |
|
|
|
| 695 |
|
|
void str_add_lag_con(lprec *lp, char *row, short con_type, REAL rhs) |
| 696 |
|
|
{ |
| 697 |
|
|
int i; |
| 698 |
|
|
REAL *a_row; |
| 699 |
|
|
char *p, *new_p; |
| 700 |
|
|
CALLOC(a_row, lp->columns + 1, REAL); |
| 701 |
|
|
p = row; |
| 702 |
|
|
|
| 703 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 704 |
|
|
{ |
| 705 |
|
|
a_row[i] = (REAL) strtod(p, &new_p); |
| 706 |
|
|
if(p==new_p) |
| 707 |
|
|
error("Bad string in str_add_lag_con"); |
| 708 |
|
|
else |
| 709 |
|
|
p=new_p; |
| 710 |
|
|
} |
| 711 |
|
|
add_lag_con(lp, a_row, con_type, rhs); |
| 712 |
|
|
free(a_row); |
| 713 |
|
|
} |
| 714 |
|
|
|
| 715 |
|
|
|
| 716 |
|
|
void add_column(lprec *lp, REAL *column) |
| 717 |
|
|
{ |
| 718 |
|
|
int i, j, elmnr, row_nr, *num, *rownum; |
| 719 |
|
|
|
| 720 |
|
|
lp->columns++; |
| 721 |
|
|
lp->sum++; |
| 722 |
|
|
inc_col_space(lp); |
| 723 |
|
|
inc_mat_space(lp, lp->rows+1); |
| 724 |
|
|
|
| 725 |
|
|
if(lp->scaling_used) |
| 726 |
|
|
{ |
| 727 |
|
|
for(i = 0; i <= lp->rows; i++) |
| 728 |
|
|
column[i]*=lp->scale[i]; |
| 729 |
|
|
lp->scale[lp->sum]=1; |
| 730 |
|
|
} |
| 731 |
|
|
|
| 732 |
|
|
elmnr=lp->col_end[lp->columns-1]; |
| 733 |
|
|
for(i = 0 ; i <= lp->rows ; i++) |
| 734 |
|
|
if(column[i] != 0) |
| 735 |
|
|
{ |
| 736 |
|
|
lp->mat[elmnr].row_nr=i; |
| 737 |
|
|
if(lp->ch_sign[i]) |
| 738 |
|
|
lp->mat[elmnr].value=-column[i]; |
| 739 |
|
|
else |
| 740 |
|
|
lp->mat[elmnr].value=column[i]; |
| 741 |
|
|
lp->non_zeros++; |
| 742 |
|
|
elmnr++; |
| 743 |
|
|
} |
| 744 |
|
|
lp->col_end[lp->columns]=elmnr; |
| 745 |
|
|
lp->orig_lowbo[lp->sum]=0; |
| 746 |
|
|
lp->orig_upbo[lp->sum]=lp->infinite; |
| 747 |
|
|
lp->lower[lp->sum]=TRUE; |
| 748 |
|
|
lp->basis[lp->sum]=FALSE; |
| 749 |
|
|
lp->must_be_int[lp->sum]=FALSE; |
| 750 |
|
|
if(lp->names_used) |
| 751 |
|
|
sprintf(lp->col_name[lp->columns], "var_%d", lp->columns); |
| 752 |
|
|
|
| 753 |
|
|
|
| 754 |
|
|
lp->row_end_valid=FALSE; |
| 755 |
|
|
|
| 756 |
|
|
if(lp->active) |
| 757 |
|
|
{ |
| 758 |
|
|
Sum=lp->sum; |
| 759 |
|
|
Columns=lp->columns; |
| 760 |
|
|
Non_zeros=lp->non_zeros; |
| 761 |
|
|
} |
| 762 |
|
|
} |
| 763 |
|
|
|
| 764 |
|
|
void str_add_column(lprec *lp, char *col_string) |
| 765 |
|
|
{ |
| 766 |
|
|
int i; |
| 767 |
|
|
REAL *aCol; |
| 768 |
|
|
char *p, *newp; |
| 769 |
|
|
CALLOC(aCol, lp->rows + 1, REAL); |
| 770 |
|
|
p = col_string; |
| 771 |
|
|
|
| 772 |
|
|
for(i = 0; i <= lp->rows; i++) |
| 773 |
|
|
{ |
| 774 |
|
|
aCol[i] = (REAL) strtod(p, &newp); |
| 775 |
|
|
if(p==newp) |
| 776 |
|
|
error("Bad string in str_add_column"); |
| 777 |
|
|
else |
| 778 |
|
|
p=newp; |
| 779 |
|
|
} |
| 780 |
|
|
add_column(lp, aCol); |
| 781 |
|
|
free(aCol); |
| 782 |
|
|
} |
| 783 |
|
|
|
| 784 |
|
|
void del_column(lprec *lp, int column) |
| 785 |
|
|
{ |
| 786 |
|
|
int i, j, from_elm, to_elm, elm_in_col; |
| 787 |
|
|
if(column > lp->columns || column < 1) |
| 788 |
|
|
error("Column out of range in del_column"); |
| 789 |
|
|
for(i = 1; i <= lp->rows; i++) |
| 790 |
|
|
{ |
| 791 |
|
|
if(lp->bas[i]==lp->rows+column) |
| 792 |
|
|
lp->basis_valid=FALSE; |
| 793 |
|
|
else if(lp->bas[i] > lp->rows+column) |
| 794 |
|
|
lp->bas[i]--; |
| 795 |
|
|
} |
| 796 |
|
|
for(i = lp->rows+column; i < lp->sum; i++) |
| 797 |
|
|
{ |
| 798 |
|
|
if(lp->names_used) |
| 799 |
|
|
strcpy(lp->col_name[i-lp->rows], lp->col_name[i-lp->rows+1]); |
| 800 |
|
|
lp->must_be_int[i]=lp->must_be_int[i+1]; |
| 801 |
|
|
lp->orig_upbo[i]=lp->orig_upbo[i+1]; |
| 802 |
|
|
lp->orig_lowbo[i]=lp->orig_lowbo[i+1]; |
| 803 |
|
|
lp->upbo[i]=lp->upbo[i+1]; |
| 804 |
|
|
lp->lowbo[i]=lp->lowbo[i+1]; |
| 805 |
|
|
lp->basis[i]=lp->basis[i+1]; |
| 806 |
|
|
lp->lower[i]=lp->lower[i+1]; |
| 807 |
|
|
if(lp->scaling_used) |
| 808 |
|
|
lp->scale[i]=lp->scale[i+1]; |
| 809 |
|
|
} |
| 810 |
|
|
for(i = 0; i < lp->nr_lagrange; i++) |
| 811 |
|
|
for(j = column; j <= lp->columns; j++) |
| 812 |
|
|
lp->lag_row[i][j]=lp->lag_row[i][j+1]; |
| 813 |
|
|
to_elm=lp->col_end[column-1]; |
| 814 |
|
|
from_elm=lp->col_end[column]; |
| 815 |
|
|
elm_in_col=from_elm-to_elm; |
| 816 |
|
|
for(i = from_elm; i < lp->non_zeros; i++) |
| 817 |
|
|
{ |
| 818 |
|
|
lp->mat[to_elm]=lp->mat[i]; |
| 819 |
|
|
to_elm++; |
| 820 |
|
|
} |
| 821 |
|
|
for(i = column; i < lp->columns; i++) |
| 822 |
|
|
lp->col_end[i]=lp->col_end[i+1]-elm_in_col; |
| 823 |
|
|
lp->non_zeros -= elm_in_col; |
| 824 |
|
|
lp->row_end_valid=FALSE; |
| 825 |
|
|
lp->eta_valid=FALSE; |
| 826 |
|
|
|
| 827 |
|
|
lp->sum--; |
| 828 |
|
|
lp->columns--; |
| 829 |
|
|
if(lp->active) |
| 830 |
|
|
set_globals(lp); |
| 831 |
|
|
} |
| 832 |
|
|
|
| 833 |
|
|
void set_upbo(lprec *lp, int column, REAL value) |
| 834 |
|
|
{ |
| 835 |
|
|
if(column > lp->columns || column < 1) |
| 836 |
|
|
error("Column out of range"); |
| 837 |
|
|
if(lp->scaling_used) |
| 838 |
|
|
value /= lp->scale[lp->rows + column]; |
| 839 |
|
|
if(value < lp->orig_lowbo[lp->rows + column]) |
| 840 |
|
|
error("Upperbound must be >= lowerbound"); |
| 841 |
|
|
lp->eta_valid = FALSE; |
| 842 |
|
|
lp->orig_upbo[lp->rows+column] = value; |
| 843 |
|
|
} |
| 844 |
|
|
|
| 845 |
|
|
void set_lowbo(lprec *lp, int column, REAL value) |
| 846 |
|
|
{ |
| 847 |
|
|
if(column > lp->columns || column < 1) |
| 848 |
|
|
error("Column out of range"); |
| 849 |
|
|
if(lp->scaling_used) |
| 850 |
|
|
value /= lp->scale[lp->rows + column]; |
| 851 |
|
|
if(value > lp->orig_upbo[lp->rows + column]) |
| 852 |
|
|
error("Upperbound must be >= lowerbound"); |
| 853 |
|
|
lp->eta_valid = FALSE; |
| 854 |
|
|
lp->orig_lowbo[lp->rows+column] = value; |
| 855 |
|
|
} |
| 856 |
|
|
|
| 857 |
|
|
void set_int(lprec *lp, int column, short must_be_int) |
| 858 |
|
|
{ |
| 859 |
|
|
if(column > lp->columns || column < 1) |
| 860 |
|
|
error("Column out of range"); |
| 861 |
|
|
lp->must_be_int[lp->rows+column]=must_be_int; |
| 862 |
|
|
if(must_be_int==TRUE) |
| 863 |
|
|
if(lp->columns_scaled) |
| 864 |
|
|
unscale_columns(lp); |
| 865 |
|
|
} |
| 866 |
|
|
|
| 867 |
|
|
void set_rh(lprec *lp, int row, REAL value) |
| 868 |
|
|
{ |
| 869 |
|
|
if(row > lp->rows || row < 0) |
| 870 |
|
|
error("Row out of Range"); |
| 871 |
|
|
if(row == 0) /* setting of RHS of OF not meaningful */ |
| 872 |
|
|
{ |
| 873 |
|
|
fprintf(stderr, |
| 874 |
|
|
"Warning: attempt to set RHS of objective function, ignored\n"); |
| 875 |
|
|
return; |
| 876 |
|
|
} |
| 877 |
|
|
if(lp->scaling_used) |
| 878 |
|
|
if(lp->ch_sign[row]) |
| 879 |
|
|
lp->orig_rh[row] = -value * lp->scale[row]; |
| 880 |
|
|
else |
| 881 |
|
|
lp->orig_rh[row] = value * lp->scale[row]; |
| 882 |
|
|
else |
| 883 |
|
|
if(lp->ch_sign[row]) |
| 884 |
|
|
lp->orig_rh[row] = -value; |
| 885 |
|
|
else |
| 886 |
|
|
lp->orig_rh[row] = value; |
| 887 |
|
|
lp->eta_valid = FALSE; |
| 888 |
|
|
} |
| 889 |
|
|
|
| 890 |
|
|
void set_rh_vec(lprec *lp, REAL *rh) |
| 891 |
|
|
{ |
| 892 |
|
|
int i; |
| 893 |
|
|
if(lp->scaling_used) |
| 894 |
|
|
for(i = 1; i <= lp->rows; i++) |
| 895 |
|
|
if(lp->ch_sign[i]) |
| 896 |
|
|
lp->orig_rh[i]=-rh[i]*lp->scale[i]; |
| 897 |
|
|
else |
| 898 |
|
|
lp->orig_rh[i]=rh[i]*lp->scale[i]; |
| 899 |
|
|
else |
| 900 |
|
|
for(i=1; i <= lp->rows; i++) |
| 901 |
|
|
if(lp->ch_sign[i]) |
| 902 |
|
|
lp->orig_rh[i]=-rh[i]; |
| 903 |
|
|
else |
| 904 |
|
|
lp->orig_rh[i]=rh[i]; |
| 905 |
|
|
lp->eta_valid=FALSE; |
| 906 |
|
|
} |
| 907 |
|
|
|
| 908 |
|
|
void str_set_rh_vec(lprec *lp, char *rh_string) |
| 909 |
|
|
{ |
| 910 |
|
|
int i; |
| 911 |
|
|
REAL *newrh; |
| 912 |
|
|
char *p, *newp; |
| 913 |
|
|
CALLOC(newrh, lp->rows + 1, REAL); |
| 914 |
|
|
p = rh_string; |
| 915 |
|
|
|
| 916 |
|
|
for(i = 1; i <= lp->rows; i++) |
| 917 |
|
|
{ |
| 918 |
|
|
newrh[i] = (REAL) strtod(p, &newp); |
| 919 |
|
|
if(p==newp) |
| 920 |
|
|
error("Bad string in str_set_rh_vec"); |
| 921 |
|
|
else |
| 922 |
|
|
p=newp; |
| 923 |
|
|
} |
| 924 |
|
|
set_rh_vec(lp, newrh); |
| 925 |
|
|
free(newrh); |
| 926 |
|
|
} |
| 927 |
|
|
|
| 928 |
|
|
|
| 929 |
|
|
void set_maxim(lprec *lp) |
| 930 |
|
|
{ |
| 931 |
|
|
int i; |
| 932 |
|
|
if(lp->maximise==FALSE) |
| 933 |
|
|
{ |
| 934 |
|
|
for(i = 0; i < lp->non_zeros; i++) |
| 935 |
|
|
if(lp->mat[i].row_nr==0) |
| 936 |
|
|
lp->mat[i].value*=-1; |
| 937 |
|
|
lp->eta_valid=FALSE; |
| 938 |
|
|
} |
| 939 |
|
|
lp->maximise=TRUE; |
| 940 |
|
|
lp->ch_sign[0]=TRUE; |
| 941 |
|
|
if(lp->active) |
| 942 |
|
|
Maximise=TRUE; |
| 943 |
|
|
} |
| 944 |
|
|
|
| 945 |
|
|
void set_minim(lprec *lp) |
| 946 |
|
|
{ |
| 947 |
|
|
int i; |
| 948 |
|
|
if(lp->maximise==TRUE) |
| 949 |
|
|
{ |
| 950 |
|
|
for(i = 0; i < lp->non_zeros; i++) |
| 951 |
|
|
if(lp->mat[i].row_nr==0) |
| 952 |
|
|
lp->mat[i].value = -lp->mat[i].value; |
| 953 |
|
|
lp->eta_valid=FALSE; |
| 954 |
|
|
} |
| 955 |
|
|
lp->maximise=FALSE; |
| 956 |
|
|
lp->ch_sign[0]=FALSE; |
| 957 |
|
|
if(lp->active) |
| 958 |
|
|
Maximise=FALSE; |
| 959 |
|
|
} |
| 960 |
|
|
|
| 961 |
|
|
void set_constr_type(lprec *lp, int row, short con_type) |
| 962 |
|
|
{ |
| 963 |
|
|
int i; |
| 964 |
|
|
if(row > lp->rows || row < 1) |
| 965 |
|
|
error("Row out of Range"); |
| 966 |
|
|
if(con_type==EQ) |
| 967 |
|
|
{ |
| 968 |
|
|
lp->orig_upbo[row]=0; |
| 969 |
|
|
lp->basis_valid=FALSE; |
| 970 |
|
|
if(lp->ch_sign[row]) |
| 971 |
|
|
{ |
| 972 |
|
|
for(i = 0; i < lp->non_zeros; i++) |
| 973 |
|
|
if(lp->mat[i].row_nr==row) |
| 974 |
|
|
lp->mat[i].value*=-1; |
| 975 |
|
|
lp->eta_valid=FALSE; |
| 976 |
|
|
lp->ch_sign[row]=FALSE; |
| 977 |
|
|
if(lp->orig_rh[row]!=0) |
| 978 |
|
|
lp->orig_rh[row]*=-1; |
| 979 |
|
|
} |
| 980 |
|
|
} |
| 981 |
|
|
else if(con_type==LE) |
| 982 |
|
|
{ |
| 983 |
|
|
lp->orig_upbo[row]=lp->infinite; |
| 984 |
|
|
lp->basis_valid=FALSE; |
| 985 |
|
|
if(lp->ch_sign[row]) |
| 986 |
|
|
{ |
| 987 |
|
|
for(i = 0; i < lp->non_zeros; i++) |
| 988 |
|
|
if(lp->mat[i].row_nr==row) |
| 989 |
|
|
lp->mat[i].value*=-1; |
| 990 |
|
|
lp->eta_valid=FALSE; |
| 991 |
|
|
lp->ch_sign[row]=FALSE; |
| 992 |
|
|
if(lp->orig_rh[row]!=0) |
| 993 |
|
|
lp->orig_rh[row]*=-1; |
| 994 |
|
|
} |
| 995 |
|
|
} |
| 996 |
|
|
else if(con_type==GE) |
| 997 |
|
|
{ |
| 998 |
|
|
lp->orig_upbo[row]=lp->infinite; |
| 999 |
|
|
lp->basis_valid=FALSE; |
| 1000 |
|
|
if(!lp->ch_sign[row]) |
| 1001 |
|
|
{ |
| 1002 |
|
|
for(i = 0; i < lp->non_zeros; i++) |
| 1003 |
|
|
if(lp->mat[i].row_nr==row) |
| 1004 |
|
|
lp->mat[i].value*=-1; |
| 1005 |
|
|
lp->eta_valid=FALSE; |
| 1006 |
|
|
lp->ch_sign[row]=TRUE; |
| 1007 |
|
|
if(lp->orig_rh[row]!=0) |
| 1008 |
|
|
lp->orig_rh[row]*=-1; |
| 1009 |
|
|
} |
| 1010 |
|
|
} |
| 1011 |
|
|
else |
| 1012 |
|
|
error("Constraint type not (yet) implemented"); |
| 1013 |
|
|
} |
| 1014 |
|
|
|
| 1015 |
|
|
REAL mat_elm(lprec *lp, int row, int column) |
| 1016 |
|
|
{ |
| 1017 |
|
|
REAL value; |
| 1018 |
|
|
int elmnr; |
| 1019 |
|
|
if(row < 0 || row > lp->rows) |
| 1020 |
|
|
error("Row out of range in mat_elm"); |
| 1021 |
|
|
if(column < 1 || column > lp->columns) |
| 1022 |
|
|
error("Column out of range in mat_elm"); |
| 1023 |
|
|
value=0; |
| 1024 |
|
|
elmnr=lp->col_end[column-1]; |
| 1025 |
|
|
while(lp->mat[elmnr].row_nr != row && elmnr < lp->col_end[column]) |
| 1026 |
|
|
elmnr++; |
| 1027 |
|
|
if(elmnr != lp->col_end[column]) |
| 1028 |
|
|
{ |
| 1029 |
|
|
value = lp->mat[elmnr].value; |
| 1030 |
|
|
if(lp->ch_sign[row]) |
| 1031 |
|
|
value = -value; |
| 1032 |
|
|
if(lp->scaling_used) |
| 1033 |
|
|
value /= lp->scale[row] * lp->scale[lp->rows + column]; |
| 1034 |
|
|
} |
| 1035 |
|
|
return(value); |
| 1036 |
|
|
} |
| 1037 |
|
|
|
| 1038 |
|
|
|
| 1039 |
|
|
void get_row(lprec *lp, int row_nr, REAL *row) |
| 1040 |
|
|
{ |
| 1041 |
|
|
int i, j; |
| 1042 |
|
|
REAL RowMult; |
| 1043 |
|
|
if(row_nr <0 || row_nr > lp->rows) |
| 1044 |
|
|
error("Row nr. out of range in get_row"); |
| 1045 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1046 |
|
|
{ |
| 1047 |
|
|
row[i]=0; |
| 1048 |
|
|
for(j=lp->col_end[i-1]; j < lp->col_end[i]; j++) |
| 1049 |
|
|
if(lp->mat[j].row_nr==row_nr) |
| 1050 |
|
|
row[i]=lp->mat[j].value; |
| 1051 |
|
|
if(lp->scaling_used) |
| 1052 |
|
|
row[i] /= lp->scale[lp->rows+i] * lp->scale[row_nr]; |
| 1053 |
|
|
} |
| 1054 |
|
|
if(lp->ch_sign[row_nr]) |
| 1055 |
|
|
for(i=0; i <= lp->columns; i++) |
| 1056 |
|
|
if(row[i]!=0) |
| 1057 |
|
|
row[i] = -row[i]; |
| 1058 |
|
|
} |
| 1059 |
|
|
|
| 1060 |
|
|
void get_column(lprec *lp, int col_nr, REAL *column) |
| 1061 |
|
|
{ |
| 1062 |
|
|
int i; |
| 1063 |
|
|
|
| 1064 |
|
|
if(col_nr < 1 || col_nr > lp->columns) |
| 1065 |
|
|
error("Col. nr. out of range in get_column"); |
| 1066 |
|
|
for(i = 0; i <= lp->rows; i++) |
| 1067 |
|
|
column[i]=0; |
| 1068 |
|
|
for(i = lp->col_end[col_nr-1]; i < lp->col_end[col_nr]; i++) |
| 1069 |
|
|
column[lp->mat[i].row_nr]=lp->mat[i].value; |
| 1070 |
|
|
for(i = 0; i <= lp->rows; i++) |
| 1071 |
|
|
if(column[i] !=0) |
| 1072 |
|
|
{ |
| 1073 |
|
|
if(lp->ch_sign[i]) |
| 1074 |
|
|
column[i]*=-1; |
| 1075 |
|
|
if(lp->scaling_used) |
| 1076 |
|
|
column[i]/=(lp->scale[i] * lp->scale[lp->rows+col_nr]); |
| 1077 |
|
|
} |
| 1078 |
|
|
} |
| 1079 |
|
|
|
| 1080 |
|
|
void get_reduced_costs(lprec *lp, REAL *rc) |
| 1081 |
|
|
{ |
| 1082 |
|
|
int varnr, i, j; |
| 1083 |
|
|
REAL f; |
| 1084 |
|
|
|
| 1085 |
|
|
if(!lp->basis_valid) |
| 1086 |
|
|
error("Not a valid basis in get_reduced_costs"); |
| 1087 |
|
|
set_globals(lp); |
| 1088 |
|
|
if(!lp->eta_valid) |
| 1089 |
|
|
invert(); |
| 1090 |
|
|
for(i = 1; i <= lp->sum; i++) |
| 1091 |
|
|
rc[i] = 0; |
| 1092 |
|
|
rc[0] = 1; |
| 1093 |
|
|
btran(rc); |
| 1094 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1095 |
|
|
{ |
| 1096 |
|
|
varnr = lp->rows + i; |
| 1097 |
|
|
if(!Basis[varnr]) |
| 1098 |
|
|
if(Upbo[varnr] > 0) |
| 1099 |
|
|
{ |
| 1100 |
|
|
f = 0; |
| 1101 |
|
|
for(j = Col_end[i - 1]; j < Col_end[i]; j++) |
| 1102 |
|
|
f += rc[Mat[j].row_nr] * Mat[j].value; |
| 1103 |
|
|
rc[varnr] = f; |
| 1104 |
|
|
} |
| 1105 |
|
|
} |
| 1106 |
|
|
for(i = 1; i <= Sum; i++) |
| 1107 |
|
|
my_round(rc[i], Epsd); |
| 1108 |
|
|
} |
| 1109 |
|
|
|
| 1110 |
|
|
short is_feasible(lprec *lp, REAL *values) |
| 1111 |
|
|
{ |
| 1112 |
|
|
int i, elmnr; |
| 1113 |
|
|
REAL *this_rhs; |
| 1114 |
|
|
REAL dist; |
| 1115 |
|
|
|
| 1116 |
|
|
if(lp->scaling_used) |
| 1117 |
|
|
{ |
| 1118 |
|
|
for(i = lp->rows+1; i <= lp->sum; i++) |
| 1119 |
|
|
if( values[i - lp->rows] < lp->orig_lowbo[i]*lp->scale[i] |
| 1120 |
|
|
|| values[i - lp->rows] > lp->orig_upbo[i]*lp->scale[i]) |
| 1121 |
|
|
return(FALSE); |
| 1122 |
|
|
} |
| 1123 |
|
|
else |
| 1124 |
|
|
{ |
| 1125 |
|
|
for(i = lp->rows+1; i <= lp->sum; i++) |
| 1126 |
|
|
if( values[i - lp->rows] < lp->orig_lowbo[i] |
| 1127 |
|
|
|| values[i - lp->rows] > lp->orig_upbo[i]) |
| 1128 |
|
|
return(FALSE); |
| 1129 |
|
|
} |
| 1130 |
|
|
CALLOC(this_rhs, lp->rows+1, REAL) |
| 1131 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1132 |
|
|
for(elmnr = lp->col_end[i - 1]; elmnr < lp->col_end[i]; elmnr++) |
| 1133 |
|
|
this_rhs[lp->mat[elmnr].row_nr] += lp->mat[elmnr].value * values[i]; |
| 1134 |
|
|
for(i = 1; i <= lp->rows; i++) |
| 1135 |
|
|
{ |
| 1136 |
|
|
dist = lp->orig_rh[i] - this_rhs[i]; |
| 1137 |
|
|
my_round(dist, 0.001) |
| 1138 |
|
|
if((lp->orig_upbo[i] == 0 && dist != 0) || dist < 0) |
| 1139 |
|
|
{ |
| 1140 |
|
|
free(this_rhs); |
| 1141 |
|
|
return(FALSE); |
| 1142 |
|
|
} |
| 1143 |
|
|
} |
| 1144 |
|
|
free(this_rhs); |
| 1145 |
|
|
return(TRUE); |
| 1146 |
|
|
} |
| 1147 |
|
|
|
| 1148 |
|
|
short column_in_lp(lprec *lp, REAL *testcolumn) |
| 1149 |
|
|
{ |
| 1150 |
|
|
int i, j; |
| 1151 |
|
|
short ident; |
| 1152 |
|
|
REAL value; |
| 1153 |
|
|
|
| 1154 |
|
|
if(lp->scaling_used) |
| 1155 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1156 |
|
|
{ |
| 1157 |
|
|
ident = TRUE; |
| 1158 |
|
|
j = lp->col_end[i-1]; |
| 1159 |
|
|
while(ident && (j < lp->col_end[i])) |
| 1160 |
|
|
{ |
| 1161 |
|
|
value = lp->mat[j].value; |
| 1162 |
|
|
if(lp->ch_sign[lp->mat[j].row_nr]) |
| 1163 |
|
|
value = -value; |
| 1164 |
|
|
value /= lp->scale[lp->rows+i]; |
| 1165 |
|
|
value /= lp->scale[lp->mat[j].row_nr]; |
| 1166 |
|
|
value -= testcolumn[lp->mat[j].row_nr]; |
| 1167 |
|
|
if(my_abs(value) > 0.001) /* should be some epsilon? MB */ |
| 1168 |
|
|
ident=FALSE; |
| 1169 |
|
|
j++; |
| 1170 |
|
|
} |
| 1171 |
|
|
if(ident) |
| 1172 |
|
|
return(TRUE); |
| 1173 |
|
|
} |
| 1174 |
|
|
else |
| 1175 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1176 |
|
|
{ |
| 1177 |
|
|
ident = TRUE; |
| 1178 |
|
|
j = lp->col_end[i-1]; |
| 1179 |
|
|
while(ident && j < lp->col_end[i]) |
| 1180 |
|
|
{ |
| 1181 |
|
|
value = lp->mat[j].value; |
| 1182 |
|
|
if(lp->ch_sign[lp->mat[j].row_nr]) |
| 1183 |
|
|
value *= -1; |
| 1184 |
|
|
value -= testcolumn[lp->mat[j].row_nr]; |
| 1185 |
|
|
if( my_abs(value) > 0.001 ) |
| 1186 |
|
|
ident=FALSE; |
| 1187 |
|
|
j++; |
| 1188 |
|
|
} |
| 1189 |
|
|
if(ident) |
| 1190 |
|
|
return(TRUE); |
| 1191 |
|
|
} |
| 1192 |
|
|
return(FALSE); |
| 1193 |
|
|
} |
| 1194 |
|
|
|
| 1195 |
|
|
|
| 1196 |
|
|
void print_lp(lprec *lp) |
| 1197 |
|
|
{ |
| 1198 |
|
|
int i, j; |
| 1199 |
|
|
REAL *fatmat; |
| 1200 |
|
|
CALLOC(fatmat, (lp->rows + 1) * lp->columns, REAL); |
| 1201 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1202 |
|
|
for(j = lp->col_end[i-1]; j < lp->col_end[i]; j++) |
| 1203 |
|
|
fatmat[(i - 1) * (lp->rows + 1) + lp->mat[j].row_nr]=lp->mat[j].value; |
| 1204 |
|
|
|
| 1205 |
|
|
printf("problem name: %s\n", lp->lp_name); |
| 1206 |
|
|
printf(" "); |
| 1207 |
|
|
for(j = 1; j <= lp->columns; j++) |
| 1208 |
|
|
if(lp->names_used) |
| 1209 |
|
|
printf("%8s ", lp->col_name[j]); |
| 1210 |
|
|
else |
| 1211 |
|
|
printf("Var[%3d] ", j); |
| 1212 |
|
|
if(lp->maximise) |
| 1213 |
|
|
{ |
| 1214 |
|
|
printf("\nMaximise "); |
| 1215 |
|
|
for(j = 0; j < lp->columns; j++) |
| 1216 |
|
|
printf("% 8.2f ",-fatmat[j*(lp->rows+1)]); |
| 1217 |
|
|
} |
| 1218 |
|
|
else |
| 1219 |
|
|
{ |
| 1220 |
|
|
printf("\nMinimize "); |
| 1221 |
|
|
for(j = 0; j < lp->columns; j++) |
| 1222 |
|
|
printf("% 8.2f ", fatmat[j*(lp->rows+1)]); |
| 1223 |
|
|
} |
| 1224 |
|
|
printf("\n"); |
| 1225 |
|
|
for(i = 1; i <= lp->rows; i++) |
| 1226 |
|
|
{ |
| 1227 |
|
|
if(lp->names_used) |
| 1228 |
|
|
printf("%9s ", lp->row_name[i]); |
| 1229 |
|
|
else |
| 1230 |
|
|
printf("Row[%3d] ", i); |
| 1231 |
|
|
for(j = 0; j < lp->columns; j++) |
| 1232 |
|
|
if(lp->ch_sign[i] && fatmat[j*(lp->rows+1)+i] != 0) |
| 1233 |
|
|
printf("% 8.2f ",-fatmat[j*(lp->rows+1)+i]); |
| 1234 |
|
|
else |
| 1235 |
|
|
printf("% 8.2f ", fatmat[j*(lp->rows+1)+i]); |
| 1236 |
|
|
if(lp->orig_upbo[i]==lp->infinite) |
| 1237 |
|
|
if(lp->ch_sign[i]) |
| 1238 |
|
|
printf(">= "); |
| 1239 |
|
|
else |
| 1240 |
|
|
printf("<= "); |
| 1241 |
|
|
else |
| 1242 |
|
|
printf(" = "); |
| 1243 |
|
|
if(lp->ch_sign[i]) |
| 1244 |
|
|
printf("% 8.2f\n",-lp->orig_rh[i]); |
| 1245 |
|
|
else |
| 1246 |
|
|
printf("% 8.2f\n", lp->orig_rh[i]); |
| 1247 |
|
|
} |
| 1248 |
|
|
printf("Type "); |
| 1249 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1250 |
|
|
if(lp->must_be_int[lp->rows+i]==TRUE) |
| 1251 |
|
|
printf(" Int "); |
| 1252 |
|
|
else |
| 1253 |
|
|
printf(" Real "); |
| 1254 |
|
|
printf("\nupbo "); |
| 1255 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1256 |
|
|
if(lp->orig_upbo[lp->rows+i]==lp->infinite) |
| 1257 |
|
|
printf(" Inf "); |
| 1258 |
|
|
else |
| 1259 |
|
|
printf("% 8.2f ", lp->orig_upbo[lp->rows+i]); |
| 1260 |
|
|
printf("\nlowbo "); |
| 1261 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1262 |
|
|
printf("% 8.2f ", lp->orig_lowbo[lp->rows+i]); |
| 1263 |
|
|
printf("\n"); |
| 1264 |
|
|
for(i = 0; i < lp->nr_lagrange; i++) |
| 1265 |
|
|
{ |
| 1266 |
|
|
printf("lag[%3d] ", i); |
| 1267 |
|
|
for(j = 1; j <= lp->columns; j++) |
| 1268 |
|
|
printf("% 8.2f ", lp->lag_row[i][j]); |
| 1269 |
|
|
if(lp->orig_upbo[i]==lp->infinite) |
| 1270 |
|
|
if(lp->lag_con_type[i] == GE) |
| 1271 |
|
|
printf(">= "); |
| 1272 |
|
|
else if(lp->lag_con_type[i] == LE) |
| 1273 |
|
|
printf("<= "); |
| 1274 |
|
|
else if(lp->lag_con_type[i] == EQ) |
| 1275 |
|
|
printf(" = "); |
| 1276 |
|
|
printf("% 8.2f\n", lp->lag_rhs[i]); |
| 1277 |
|
|
} |
| 1278 |
|
|
|
| 1279 |
|
|
free(fatmat); |
| 1280 |
|
|
} |
| 1281 |
|
|
|
| 1282 |
|
|
void set_row_name(lprec *lp, int row, nstring new_name) |
| 1283 |
|
|
{ |
| 1284 |
|
|
int i; |
| 1285 |
|
|
|
| 1286 |
|
|
if(!lp->names_used) |
| 1287 |
|
|
{ |
| 1288 |
|
|
CALLOC(lp->row_name, lp->rows_alloc + 1, nstring); |
| 1289 |
|
|
CALLOC(lp->col_name, lp->columns_alloc + 1, nstring); |
| 1290 |
|
|
lp->names_used=TRUE; |
| 1291 |
|
|
for(i = 0; i <= lp->rows; i++) |
| 1292 |
|
|
sprintf(lp->row_name[i], "r_%d", i); |
| 1293 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1294 |
|
|
sprintf(lp->col_name[i], "var_%d", i); |
| 1295 |
|
|
} |
| 1296 |
|
|
strcpy(lp->row_name[row], new_name); |
| 1297 |
|
|
} |
| 1298 |
|
|
|
| 1299 |
|
|
void set_col_name(lprec *lp, int column, nstring new_name) |
| 1300 |
|
|
{ |
| 1301 |
|
|
int i; |
| 1302 |
|
|
|
| 1303 |
|
|
if(!lp->names_used) |
| 1304 |
|
|
{ |
| 1305 |
|
|
CALLOC(lp->row_name, lp->rows_alloc + 1, nstring); |
| 1306 |
|
|
CALLOC(lp->col_name, lp->columns_alloc + 1, nstring); |
| 1307 |
|
|
lp->names_used=TRUE; |
| 1308 |
|
|
for(i = 0; i <= lp->rows; i++) |
| 1309 |
|
|
sprintf(lp->row_name[i], "r_%d", i); |
| 1310 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1311 |
|
|
sprintf(lp->col_name[i], "var_%d", i); |
| 1312 |
|
|
} |
| 1313 |
|
|
strcpy(lp->col_name[column], new_name); |
| 1314 |
|
|
} |
| 1315 |
|
|
|
| 1316 |
|
|
static REAL minmax_to_scale(REAL min, REAL max) |
| 1317 |
|
|
{ |
| 1318 |
|
|
REAL scale; |
| 1319 |
|
|
|
| 1320 |
|
|
/* should do something sensible when min or max is 0, MB */ |
| 1321 |
|
|
if((min == 0) || (max == 0)) |
| 1322 |
|
|
return((REAL)1); |
| 1323 |
|
|
|
| 1324 |
|
|
scale = 1 / pow(10, (log10(min) + log10(max)) / 2); |
| 1325 |
|
|
return(scale); |
| 1326 |
|
|
} |
| 1327 |
|
|
|
| 1328 |
|
|
void unscale_columns(lprec *lp) |
| 1329 |
|
|
{ |
| 1330 |
|
|
int i, j; |
| 1331 |
|
|
|
| 1332 |
|
|
/* unscale mat */ |
| 1333 |
|
|
for(j = 1; j <= lp->columns; j++) |
| 1334 |
|
|
for(i = lp->col_end[j - 1]; i < lp->col_end[j]; i++) |
| 1335 |
|
|
lp->mat[i].value /= lp->scale[lp->rows + j]; |
| 1336 |
|
|
|
| 1337 |
|
|
/* unscale bounds as well */ |
| 1338 |
|
|
for(i = lp->rows + 1; i < lp->sum; i++) |
| 1339 |
|
|
{ |
| 1340 |
|
|
if(lp->orig_lowbo[i] != 0) |
| 1341 |
|
|
lp->orig_lowbo[i] *= lp->scale[i]; |
| 1342 |
|
|
if(lp->orig_upbo[i] != lp->infinite) |
| 1343 |
|
|
lp->orig_upbo[i] *= lp->scale[i]; |
| 1344 |
|
|
} |
| 1345 |
|
|
|
| 1346 |
|
|
for(i=lp->rows+1; i<= lp->sum; i++) |
| 1347 |
|
|
lp->scale[i]=1; |
| 1348 |
|
|
lp->columns_scaled=FALSE; |
| 1349 |
|
|
lp->eta_valid=FALSE; |
| 1350 |
|
|
} |
| 1351 |
|
|
|
| 1352 |
|
|
void unscale(lprec *lp) |
| 1353 |
|
|
{ |
| 1354 |
|
|
int i, j; |
| 1355 |
|
|
|
| 1356 |
|
|
if(lp->scaling_used) |
| 1357 |
|
|
{ |
| 1358 |
|
|
|
| 1359 |
|
|
/* unscale mat */ |
| 1360 |
|
|
for(j = 1; j <= lp->columns; j++) |
| 1361 |
|
|
for(i = lp->col_end[j - 1]; i < lp->col_end[j]; i++) |
| 1362 |
|
|
lp->mat[i].value /= lp->scale[lp->rows + j]; |
| 1363 |
|
|
|
| 1364 |
|
|
/* unscale bounds */ |
| 1365 |
|
|
for(i = lp->rows + 1; i < lp->sum; i++) |
| 1366 |
|
|
{ |
| 1367 |
|
|
if(lp->orig_lowbo[i] != 0) |
| 1368 |
|
|
lp->orig_lowbo[i] *= lp->scale[i]; |
| 1369 |
|
|
if(lp->orig_upbo[i] != lp->infinite) |
| 1370 |
|
|
lp->orig_upbo[i] *= lp->scale[i]; |
| 1371 |
|
|
} |
| 1372 |
|
|
|
| 1373 |
|
|
/* unscale the matrix */ |
| 1374 |
|
|
for(j = 1; j <= lp->columns; j++) |
| 1375 |
|
|
for(i = lp->col_end[j-1]; i < lp->col_end[j]; i++) |
| 1376 |
|
|
lp->mat[i].value /= lp->scale[lp->mat[i].row_nr]; |
| 1377 |
|
|
|
| 1378 |
|
|
/* unscale the rhs! */ |
| 1379 |
|
|
for(i = 0; i <= lp->rows; i++) |
| 1380 |
|
|
lp->orig_rh[i] /= lp->scale[i]; |
| 1381 |
|
|
|
| 1382 |
|
|
free(lp->scale); |
| 1383 |
|
|
lp->scaling_used=FALSE; |
| 1384 |
|
|
lp->eta_valid=FALSE; |
| 1385 |
|
|
} |
| 1386 |
|
|
} |
| 1387 |
|
|
|
| 1388 |
|
|
|
| 1389 |
|
|
void auto_scale(lprec *lp) |
| 1390 |
|
|
{ |
| 1391 |
|
|
int i, j, row_nr, IntUsed; |
| 1392 |
|
|
REAL *row_max, *row_min, *scalechange, absval; |
| 1393 |
|
|
REAL col_max, col_min, col_scale; |
| 1394 |
|
|
|
| 1395 |
|
|
if(!lp->scaling_used) |
| 1396 |
|
|
{ |
| 1397 |
|
|
MALLOC(lp->scale, lp->sum_alloc + 1, REAL); |
| 1398 |
|
|
for(i=0; i <= lp->sum; i++) |
| 1399 |
|
|
lp->scale[i]=1; |
| 1400 |
|
|
} |
| 1401 |
|
|
|
| 1402 |
|
|
MALLOC(row_max, lp->rows + 1, REAL); |
| 1403 |
|
|
MALLOC(row_min, lp->rows + 1, REAL); |
| 1404 |
|
|
MALLOC(scalechange, lp->sum + 1, REAL); |
| 1405 |
|
|
|
| 1406 |
|
|
/* initialise min and max values */ |
| 1407 |
|
|
for(i = 0; i <= lp->rows; i++) |
| 1408 |
|
|
{ |
| 1409 |
|
|
row_max[i]=0; |
| 1410 |
|
|
row_min[i]=lp->infinite; |
| 1411 |
|
|
} |
| 1412 |
|
|
|
| 1413 |
|
|
/* calculate min and max absolute values of rows */ |
| 1414 |
|
|
for(j = 1; j <= lp->columns; j++) |
| 1415 |
|
|
for(i = lp->col_end[j - 1]; i < lp->col_end[j]; i++) |
| 1416 |
|
|
{ |
| 1417 |
|
|
row_nr = lp->mat[i].row_nr; |
| 1418 |
|
|
absval = my_abs(lp->mat[i].value); |
| 1419 |
|
|
if(absval!=0) |
| 1420 |
|
|
{ |
| 1421 |
|
|
row_max[row_nr] = my_max(row_max[row_nr], absval); |
| 1422 |
|
|
row_min[row_nr] = my_min(row_min[row_nr], absval); |
| 1423 |
|
|
} |
| 1424 |
|
|
} |
| 1425 |
|
|
/* calculate scale factors for rows */ |
| 1426 |
|
|
for(i = 0; i <= lp->rows; i++) |
| 1427 |
|
|
{ |
| 1428 |
|
|
scalechange[i] = minmax_to_scale(row_min[i], row_max[i]); |
| 1429 |
|
|
lp->scale[i] *= scalechange[i]; |
| 1430 |
|
|
} |
| 1431 |
|
|
|
| 1432 |
|
|
/* now actually scale the matrix */ |
| 1433 |
|
|
for(j = 1; j <= lp->columns; j++) |
| 1434 |
|
|
for(i = lp->col_end[j - 1]; i < lp->col_end[j]; i++) |
| 1435 |
|
|
lp->mat[i].value *= scalechange[lp->mat[i].row_nr]; |
| 1436 |
|
|
|
| 1437 |
|
|
/* and scale the rhs! */ |
| 1438 |
|
|
for(i = 0; i <= lp->rows; i++) |
| 1439 |
|
|
lp->orig_rh[i] *= scalechange[i]; |
| 1440 |
|
|
|
| 1441 |
|
|
free(row_max); |
| 1442 |
|
|
free(row_min); |
| 1443 |
|
|
|
| 1444 |
|
|
IntUsed=FALSE; |
| 1445 |
|
|
i=lp->rows+1; |
| 1446 |
|
|
while(!IntUsed && i <= lp->sum) |
| 1447 |
|
|
{ |
| 1448 |
|
|
IntUsed=lp->must_be_int[i]; |
| 1449 |
|
|
i++; |
| 1450 |
|
|
} |
| 1451 |
|
|
if(!IntUsed) |
| 1452 |
|
|
{ |
| 1453 |
|
|
REAL col_max, col_min, col_scale; |
| 1454 |
|
|
|
| 1455 |
|
|
/* calculate scales */ |
| 1456 |
|
|
for(j = 1; j <= lp->columns; j++) |
| 1457 |
|
|
{ |
| 1458 |
|
|
col_max = 0; |
| 1459 |
|
|
col_min = lp->infinite; |
| 1460 |
|
|
for(i = lp->col_end[j - 1]; i < lp->col_end[j]; i++) |
| 1461 |
|
|
{ |
| 1462 |
|
|
if(lp->mat[i].value!=0) |
| 1463 |
|
|
{ |
| 1464 |
|
|
col_max = my_max(col_max, my_abs(lp->mat[i].value)); |
| 1465 |
|
|
col_min = my_min(col_min, my_abs(lp->mat[i].value)); |
| 1466 |
|
|
} |
| 1467 |
|
|
} |
| 1468 |
|
|
scalechange[lp->rows + j] = minmax_to_scale(col_min, col_max); |
| 1469 |
|
|
lp->scale[lp->rows + j] *= scalechange[lp->rows + j]; |
| 1470 |
|
|
} |
| 1471 |
|
|
|
| 1472 |
|
|
/* scale mat */ |
| 1473 |
|
|
for(j = 1; j <= lp->columns; j++) |
| 1474 |
|
|
for(i = lp->col_end[j - 1]; i < lp->col_end[j]; i++) |
| 1475 |
|
|
lp->mat[i].value *= scalechange[lp->rows + j]; |
| 1476 |
|
|
|
| 1477 |
|
|
/* scale bounds as well */ |
| 1478 |
|
|
for(i = lp->rows + 1; i < lp->sum; i++) |
| 1479 |
|
|
{ |
| 1480 |
|
|
if(lp->orig_lowbo[i] != 0) |
| 1481 |
|
|
lp->orig_lowbo[i] /= scalechange[i]; |
| 1482 |
|
|
if(lp->orig_upbo[i] != lp->infinite) |
| 1483 |
|
|
lp->orig_upbo[i] /= scalechange[i]; |
| 1484 |
|
|
} |
| 1485 |
|
|
lp->columns_scaled=TRUE; |
| 1486 |
|
|
} |
| 1487 |
|
|
free(scalechange); |
| 1488 |
|
|
lp->scaling_used=TRUE; |
| 1489 |
|
|
lp->eta_valid=FALSE; |
| 1490 |
|
|
} |
| 1491 |
|
|
|
| 1492 |
|
|
void reset_basis(lprec *lp) |
| 1493 |
|
|
{ |
| 1494 |
|
|
lp->basis_valid=FALSE; |
| 1495 |
|
|
} |
| 1496 |
|
|
|
| 1497 |
|
|
void print_solution(lprec *lp) |
| 1498 |
|
|
{ |
| 1499 |
|
|
int i; |
| 1500 |
|
|
|
| 1501 |
|
|
fprintf(stdout, "Value of objective function: %16.10g\n", |
| 1502 |
|
|
(double)lp->best_solution[0]); |
| 1503 |
|
|
|
| 1504 |
|
|
/* print normal variables */ |
| 1505 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1506 |
|
|
if(lp->names_used) |
| 1507 |
|
|
fprintf(stdout, "%-10s%16.5g\n", lp->col_name[i], |
| 1508 |
|
|
(double)lp->best_solution[lp->rows+i]); |
| 1509 |
|
|
else |
| 1510 |
|
|
fprintf(stdout, "Var [%4d] %16.5g\n", i, |
| 1511 |
|
|
(double)lp->best_solution[lp->rows+i]); |
| 1512 |
|
|
|
| 1513 |
|
|
/* print achieved constraint values */ |
| 1514 |
|
|
if(lp->verbose) |
| 1515 |
|
|
{ |
| 1516 |
|
|
fprintf(stdout, "\nActual values of the constraints:\n"); |
| 1517 |
|
|
for(i = 1; i <= lp->rows; i++) |
| 1518 |
|
|
if(lp->names_used) |
| 1519 |
|
|
fprintf(stdout, "%-10s%16.5g\n", lp->row_name[i], |
| 1520 |
|
|
(double)lp->best_solution[i]); |
| 1521 |
|
|
else |
| 1522 |
|
|
fprintf(stdout, "%Row [%4d] %16.5g\n", i, |
| 1523 |
|
|
(double)lp->best_solution[i]); |
| 1524 |
|
|
} |
| 1525 |
|
|
|
| 1526 |
|
|
if((lp->verbose || lp->print_duals)) |
| 1527 |
|
|
{ |
| 1528 |
|
|
if(lp->max_level != 1) |
| 1529 |
|
|
fprintf(stdout, |
| 1530 |
|
|
"These are the duals from the node that gave the optimal solution.\n"); |
| 1531 |
|
|
else |
| 1532 |
|
|
fprintf(stdout, "\nDual values:\n"); |
| 1533 |
|
|
for(i = 1; i <= lp->rows; i++) |
| 1534 |
|
|
if(lp->names_used) |
| 1535 |
|
|
fprintf(stdout, "%-10s%16.5g\n", lp->row_name[i], |
| 1536 |
|
|
(double)lp->duals[i]); |
| 1537 |
|
|
else |
| 1538 |
|
|
fprintf(stdout, "Row [%4d] %16.5g\n", i, (double)lp->duals[i]); |
| 1539 |
|
|
} |
| 1540 |
|
|
} /* Printsolution */ |
| 1541 |
|
|
|
| 1542 |
|
|
void write_LP(lprec *lp, FILE *output) |
| 1543 |
|
|
{ |
| 1544 |
|
|
int i, j; |
| 1545 |
|
|
REAL *row; |
| 1546 |
|
|
nstring var_name; |
| 1547 |
|
|
|
| 1548 |
|
|
MALLOC(row, lp->columns+1, REAL); |
| 1549 |
|
|
if(lp->maximise) |
| 1550 |
|
|
fprintf(output, "max:"); |
| 1551 |
|
|
else |
| 1552 |
|
|
fprintf(output, "min:"); |
| 1553 |
|
|
|
| 1554 |
|
|
get_row(lp, 0, row); |
| 1555 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1556 |
|
|
if(row[i] != 0) |
| 1557 |
|
|
{ |
| 1558 |
|
|
if(row[i] == -1) |
| 1559 |
|
|
fprintf(output, " -"); |
| 1560 |
|
|
else if(row[i] == 1) |
| 1561 |
|
|
fprintf(output, " +"); |
| 1562 |
|
|
else |
| 1563 |
|
|
fprintf(output, " %+g ", row[i]); |
| 1564 |
|
|
if(lp->names_used) |
| 1565 |
|
|
fprintf(output, "%s", lp->col_name[i]); |
| 1566 |
|
|
else |
| 1567 |
|
|
fprintf(output, "x%d", i); |
| 1568 |
|
|
} |
| 1569 |
|
|
fprintf(output, ";\n"); |
| 1570 |
|
|
|
| 1571 |
|
|
for(j = 1; j <= lp->rows; j++) |
| 1572 |
|
|
{ |
| 1573 |
|
|
if(lp->names_used) |
| 1574 |
|
|
fprintf(output, "%s:", lp->row_name[j]); |
| 1575 |
|
|
get_row(lp, j, row); |
| 1576 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1577 |
|
|
if(row[i] != 0) |
| 1578 |
|
|
{ |
| 1579 |
|
|
if(row[i] == -1) |
| 1580 |
|
|
fprintf(output, " -"); |
| 1581 |
|
|
else if(row[i] == 1) |
| 1582 |
|
|
fprintf(output, " +"); |
| 1583 |
|
|
else |
| 1584 |
|
|
fprintf(output, " %+g ", row[i]); |
| 1585 |
|
|
if(lp->names_used) |
| 1586 |
|
|
fprintf(output, "%s", lp->col_name[i]); |
| 1587 |
|
|
else |
| 1588 |
|
|
fprintf(output, "x%d", i); |
| 1589 |
|
|
} |
| 1590 |
|
|
if(lp->orig_upbo[j] == 0) |
| 1591 |
|
|
fprintf(output, " ="); |
| 1592 |
|
|
else if(lp->ch_sign[j]) |
| 1593 |
|
|
fprintf(output, " >"); |
| 1594 |
|
|
else |
| 1595 |
|
|
fprintf(output, " <"); |
| 1596 |
|
|
if(lp->ch_sign[j]) |
| 1597 |
|
|
fprintf(output, " %g;\n",-lp->orig_rh[j]); |
| 1598 |
|
|
else |
| 1599 |
|
|
fprintf(output, " %g;\n", lp->orig_rh[j]); |
| 1600 |
|
|
} |
| 1601 |
|
|
for(i = lp->rows+1; i <= lp->sum; i++) |
| 1602 |
|
|
{ |
| 1603 |
|
|
if(lp->orig_lowbo[i] != 0) |
| 1604 |
|
|
{ |
| 1605 |
|
|
if(lp->names_used) |
| 1606 |
|
|
fprintf(output, "%s > %g;\n", lp->col_name[i - lp->rows], |
| 1607 |
|
|
lp->orig_lowbo[i]); |
| 1608 |
|
|
else |
| 1609 |
|
|
fprintf(output, "x%d > %g;\n", i - lp->rows, |
| 1610 |
|
|
lp->orig_lowbo[i]); |
| 1611 |
|
|
} |
| 1612 |
|
|
if(lp->orig_upbo[i] != lp->infinite) |
| 1613 |
|
|
{ |
| 1614 |
|
|
if(lp->names_used) |
| 1615 |
|
|
fprintf(output, "%s < %g;\n", lp->col_name[i - lp->rows], |
| 1616 |
|
|
lp->orig_upbo[i]); |
| 1617 |
|
|
else |
| 1618 |
|
|
fprintf(output, "x%d < %g;\n", i - lp->rows, lp->orig_upbo[i]); |
| 1619 |
|
|
} |
| 1620 |
|
|
} |
| 1621 |
|
|
|
| 1622 |
|
|
|
| 1623 |
|
|
i=1; |
| 1624 |
|
|
while(!lp->must_be_int[lp->rows+i] && i <= lp->columns) |
| 1625 |
|
|
i++; |
| 1626 |
|
|
if(i <= lp->columns) |
| 1627 |
|
|
{ |
| 1628 |
|
|
if(lp->names_used) |
| 1629 |
|
|
fprintf(output, "\nint %s", lp->col_name[i]); |
| 1630 |
|
|
else |
| 1631 |
|
|
fprintf(output, "\nint x%d", i); |
| 1632 |
|
|
i++; |
| 1633 |
|
|
for(; i <= lp->columns; i++) |
| 1634 |
|
|
if(lp->must_be_int[lp->rows+i]) |
| 1635 |
|
|
if(lp->names_used) |
| 1636 |
|
|
fprintf(output, ",%s", lp->col_name[i]); |
| 1637 |
|
|
else |
| 1638 |
|
|
fprintf(output, ", x%d", i); |
| 1639 |
|
|
fprintf(output, ";\n"); |
| 1640 |
|
|
} |
| 1641 |
|
|
free(row); |
| 1642 |
|
|
} |
| 1643 |
|
|
|
| 1644 |
|
|
|
| 1645 |
|
|
|
| 1646 |
|
|
|
| 1647 |
|
|
void write_MPS(lprec *lp, FILE *output) |
| 1648 |
|
|
{ |
| 1649 |
|
|
int i, j, marker; |
| 1650 |
|
|
REAL *column; |
| 1651 |
|
|
|
| 1652 |
|
|
|
| 1653 |
|
|
MALLOC(column, lp->rows+1, REAL); |
| 1654 |
|
|
marker=0; |
| 1655 |
|
|
fprintf(output, "NAME %s\n", lp->lp_name); |
| 1656 |
|
|
fprintf(output, "ROWS\n"); |
| 1657 |
|
|
for(i = 0; i <= lp->rows; i++) |
| 1658 |
|
|
{ |
| 1659 |
|
|
if(i==0) |
| 1660 |
|
|
fprintf(output, " N "); |
| 1661 |
|
|
else |
| 1662 |
|
|
if(lp->orig_upbo[i]==lp->infinite) |
| 1663 |
|
|
if(lp->ch_sign[i]) |
| 1664 |
|
|
fprintf(output, " G "); |
| 1665 |
|
|
else |
| 1666 |
|
|
fprintf(output, " L "); |
| 1667 |
|
|
else |
| 1668 |
|
|
fprintf(output, " E "); |
| 1669 |
|
|
if(lp->names_used) |
| 1670 |
|
|
fprintf(output, "%s\n", lp->row_name[i]); |
| 1671 |
|
|
else |
| 1672 |
|
|
fprintf(output, "r_%d\n", i); |
| 1673 |
|
|
} |
| 1674 |
|
|
|
| 1675 |
|
|
fprintf(output, "COLUMNS\n"); |
| 1676 |
|
|
j = 0; |
| 1677 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1678 |
|
|
{ |
| 1679 |
|
|
if((lp->must_be_int[i+lp->rows]) && (marker % 2)==0) |
| 1680 |
|
|
{ |
| 1681 |
|
|
fprintf(output, |
| 1682 |
|
|
" MARK%04d 'MARKER' 'INTORG'\n", |
| 1683 |
|
|
marker); |
| 1684 |
|
|
marker++; |
| 1685 |
|
|
} |
| 1686 |
|
|
if((!lp->must_be_int[i+lp->rows]) && (marker % 2)==1) |
| 1687 |
|
|
{ |
| 1688 |
|
|
fprintf(output, |
| 1689 |
|
|
" MARK%04d 'MARKER' 'INTEND'\n", |
| 1690 |
|
|
marker); |
| 1691 |
|
|
marker++; |
| 1692 |
|
|
} |
| 1693 |
|
|
get_column(lp, i, column); |
| 1694 |
|
|
j=0; |
| 1695 |
|
|
if(lp->maximise) |
| 1696 |
|
|
{ |
| 1697 |
|
|
if(column[j] != 0) |
| 1698 |
|
|
{ |
| 1699 |
|
|
if(lp->names_used) |
| 1700 |
|
|
fprintf(output, " %-8s %-8s %g\n", lp->col_name[i], |
| 1701 |
|
|
lp->row_name[j], -column[j]); |
| 1702 |
|
|
else |
| 1703 |
|
|
fprintf(output, " var_%-4d r_%-6d %g\n", i, j, |
| 1704 |
|
|
-column[j]); |
| 1705 |
|
|
} |
| 1706 |
|
|
} |
| 1707 |
|
|
else |
| 1708 |
|
|
{ |
| 1709 |
|
|
if(column[j] != 0) |
| 1710 |
|
|
{ |
| 1711 |
|
|
if(lp->names_used) |
| 1712 |
|
|
fprintf(output, " %-8s %-8s %g\n", lp->col_name[i], |
| 1713 |
|
|
lp->row_name[j], column[j]); |
| 1714 |
|
|
else |
| 1715 |
|
|
fprintf(output, " var_%-4d r_%-6d %g\n", i, j, |
| 1716 |
|
|
column[j]); |
| 1717 |
|
|
} |
| 1718 |
|
|
} |
| 1719 |
|
|
for(j=1; j <= lp->rows; j++) |
| 1720 |
|
|
if(column[j] != 0) |
| 1721 |
|
|
{ |
| 1722 |
|
|
if(lp->names_used) |
| 1723 |
|
|
fprintf(output, " %-8s %-8s %g\n", lp->col_name[i], |
| 1724 |
|
|
lp->row_name[j], column[j]); |
| 1725 |
|
|
else |
| 1726 |
|
|
fprintf(output, " var_%-4d r_%-6d %g\n", i, j, |
| 1727 |
|
|
column[j]); |
| 1728 |
|
|
} |
| 1729 |
|
|
} |
| 1730 |
|
|
if((marker % 2) ==1) |
| 1731 |
|
|
{ |
| 1732 |
|
|
fprintf(output, " MARK%04d 'MARKER' 'INTEND'\n", |
| 1733 |
|
|
marker); |
| 1734 |
|
|
marker++; |
| 1735 |
|
|
} |
| 1736 |
|
|
|
| 1737 |
|
|
fprintf(output, "RHS\n"); |
| 1738 |
|
|
for(i = 1; i <= lp->rows; i++) |
| 1739 |
|
|
{ |
| 1740 |
|
|
if(lp->ch_sign[i]) |
| 1741 |
|
|
{ |
| 1742 |
|
|
if(lp->names_used) |
| 1743 |
|
|
fprintf(output, " RHS %-8s %g\n", lp->row_name[i], |
| 1744 |
|
|
(double)-lp->orig_rh[i]); |
| 1745 |
|
|
else |
| 1746 |
|
|
fprintf(output, " RHS r_%-6d %g\n", i, |
| 1747 |
|
|
(double)-lp->orig_rh[i]); |
| 1748 |
|
|
} |
| 1749 |
|
|
else |
| 1750 |
|
|
{ |
| 1751 |
|
|
if(lp->names_used) |
| 1752 |
|
|
fprintf(output, " RHS %-8s %g\n", lp->row_name[i], |
| 1753 |
|
|
(double)lp->orig_rh[i]); |
| 1754 |
|
|
else |
| 1755 |
|
|
fprintf(output, " RHS r_%-6d %g\n", i, |
| 1756 |
|
|
(double)lp->orig_rh[i]); |
| 1757 |
|
|
} |
| 1758 |
|
|
} |
| 1759 |
|
|
|
| 1760 |
|
|
fprintf(output, "BOUNDS\n"); |
| 1761 |
|
|
if(lp->names_used) |
| 1762 |
|
|
for(i = lp->rows + 1; i <= lp->sum; i++) |
| 1763 |
|
|
{ |
| 1764 |
|
|
if(lp->orig_upbo[i] < lp->infinite) |
| 1765 |
|
|
fprintf(output, " UP BND %-8s %g\n", |
| 1766 |
|
|
lp->col_name[i- lp->rows], (double)lp->orig_upbo[i]); |
| 1767 |
|
|
if(lp->orig_lowbo[i] != 0) |
| 1768 |
|
|
fprintf(output, " LO BND %-8s %g\n", |
| 1769 |
|
|
lp->col_name[i- lp->rows], (double)lp->orig_lowbo[i]); |
| 1770 |
|
|
} |
| 1771 |
|
|
else |
| 1772 |
|
|
for(i = lp->rows + 1; i <= lp->sum; i++) |
| 1773 |
|
|
{ |
| 1774 |
|
|
if(lp->orig_upbo[i] < lp->infinite) |
| 1775 |
|
|
fprintf(output, " UP BND var_%-4d %g\n", |
| 1776 |
|
|
i - lp->rows, (double)lp->orig_upbo[i]); |
| 1777 |
|
|
if(lp->orig_lowbo[i] != 0) |
| 1778 |
|
|
fprintf(output, " LO BND var_%-4d %g\n", i - lp->rows, |
| 1779 |
|
|
(double)lp->orig_lowbo[i]); |
| 1780 |
|
|
} |
| 1781 |
|
|
fprintf(output, "ENDATA\n"); |
| 1782 |
|
|
free(column); |
| 1783 |
|
|
} |
| 1784 |
|
|
|
| 1785 |
|
|
void print_duals(lprec *lp) |
| 1786 |
|
|
{ |
| 1787 |
|
|
int i; |
| 1788 |
|
|
for(i = 1; i <= lp->rows; i++) |
| 1789 |
|
|
if(lp->names_used) |
| 1790 |
|
|
fprintf(stdout, "%10s [%3d] % 10.4f\n", lp->row_name[i], i, |
| 1791 |
|
|
lp->duals[i]); |
| 1792 |
|
|
else |
| 1793 |
|
|
fprintf(stdout, "Dual [%3d] % 10.4f\n", i, lp->duals[i]); |
| 1794 |
|
|
} |
| 1795 |
|
|
|
| 1796 |
|
|
void print_scales(lprec *lp) |
| 1797 |
|
|
{ |
| 1798 |
|
|
int i; |
| 1799 |
|
|
if(lp->scaling_used) |
| 1800 |
|
|
{ |
| 1801 |
|
|
for(i = 0; i <= lp->rows; i++) |
| 1802 |
|
|
fprintf(stdout, "Row[%3d] scaled at % 10.6f\n", i, lp->scale[i]); |
| 1803 |
|
|
for(i = 1; i <= lp->columns; i++) |
| 1804 |
|
|
fprintf(stdout, "Column[%3d] scaled at % 10.6f\n", i, |
| 1805 |
|
|
lp->scale[lp->rows + i]); |
| 1806 |
|
|
} |
| 1807 |
|
|
} |
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