lpi_qso.c
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22 /*--+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ 31 typedef SCIP_DUALPACKET COLPACKET; /* each column needs two bits of information (basic/on_lower/on_upper) */ 33 typedef SCIP_DUALPACKET ROWPACKET; /* each row needs two bit of information (basic/on_lower/on_upper) */ 70 /** This macro is to print error messages and jump to the given point in the code, it also print the 86 * where this happened, and return SCIP_ERROR, otherwise return normal SCIP_OKAY termination code. */ 348 return "Linear Programming Solver developed by D. Applegate, W. Cook, S. Dash, and M. Mevenkamp (www.isye.gatech.edu/~wcook/qsopt)"; 509 rval = QSadd_ranged_rows(lpi->prob, nrows, lpi->ircnt, lpi->irbeg, 0, 0, lpi->irhs, lpi->isen, lpi->irng, (const char**)rownames); 528 rval = QSadd_cols(lpi->prob, ncols, lpi->iccnt, (int*) beg, (int*) ind, (SCIP_Real*) val, (SCIP_Real*) obj, 575 rval = QSadd_cols(lpi->prob, ncols, lpi->iccnt, (int*) beg, (int*) ind, (SCIP_Real*) val, (SCIP_Real*) obj, 609 /** deletes columns from SCIP_LP; the new position of a column must not be greater that its old position */ 689 rval = QSadd_ranged_rows(lpi->prob, nrows, lpi->ircnt, (int*) beg, (int*) ind, (SCIP_Real*) val, lpi->irhs, 702 rval = QSadd_ranged_rows(lpi->prob, nrows, lpi->ircnt, lpi->irbeg, (int*) ind, (SCIP_Real*) val, lpi->irhs, 777 int namestoragesize, /**< size of namestorage (if 0, -storageleft returns the storage needed) */ 857 /** deletes rows from SCIP_LP; the new position of a row must not be greater that its old position */ 1090 /** multiplies a row with a non-zero scalar; for negative scalars, the row's sense is switched accordingly */ 1112 rval = QSget_ranged_rows_list(lpi->prob, 1, rowlist, &rowcnt, &rowbeg, &rowind, &rowval, &rhs, &sense, &range, 0); 1190 /** multiplies a column with a non-zero scalar; the objective value is multiplied with the scalar, and the bounds 1219 rval = QSget_columns_list(lpi->prob, 1, collist, &colcnt, &colbeg, &colind, &colval, &obj, &lb, &ub, 0); 1337 /** gets columns from LP problem object; the arrays have to be large enough to store all values 1367 assert((nnonz != 0 && beg != 0 && ind != 0 && val != 0) || (nnonz == 0 && beg == 0 && ind == 0 && val == 0)); 1378 rval = QSget_columns_list(lpi->prob, len, lpi->iccnt, nnonz ? (&lcnt) : 0, nnonz ? (&lbeg) : 0, nnonz ? (&lind) : 0, 1460 assert((nnonz != 0 && beg != 0 && ind != 0 && val != 0) || (nnonz == 0 && beg == 0 && ind == 0 && val == 0)); 1470 rval = QSget_ranged_rows_list(lpi->prob, len, lpi->ircnt, nnonz ? (&lcnt) : 0, nnonz ? (&lbeg) : 0, nnonz ? (&lind) : 0, 1641 rval = QSget_ranged_rows_list(lpi->prob, len, lpi->ircnt, 0, 0, 0, 0, &lrhs, &lsense, &lrng, 0); 1724 SCIPdebugMessage("calling QSopt primal simplex: %d cols, %d rows, %d nz\n", QSget_colcount(lpi->prob), 1742 SCIPdebugMessage("calling QSopt dual simplex: %d cols, %d rows, %d nz\n", QSget_colcount(lpi->prob), 1750 /** calls barrier or interior point algorithm to solve the LP with crossover to simplex basis */ 1802 SCIPdebugMessage("calling QSopt strong branching on variable %d with fractional value (%d it lim)\n", col, itlim); 1853 SCIPdebugMessage("calling QSopt strong branching on %d variables with fractional value (%d it lim)\n", ncols, itlim); 1902 SCIPdebugMessage("calling QSopt strong branching on variable %d with integral value (%d it lim)\n", col, itlim); 1906 /* QSopt cannot directly strong branch on integral values! We thus return the current objective 1950 SCIPdebugMessage("calling QSopt strong branching on %d variables with integral value (%d it lim)\n", ncols, itlim); 1952 /* QSopt cannot directly strong branch on integral values! We thus return the current objective 2014 if( lpi->solstat == QS_LP_OPTIMAL || lpi->solstat == QS_LP_INFEASIBLE || lpi->solstat == QS_LP_OBJ_LIMIT ) 2020 /** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point); 2037 /** returns TRUE iff LP is proven to have a primal unbounded ray (but not necessary a primal feasible point), 2098 /** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point); 2115 /** returns TRUE iff LP is proven to have a dual unbounded ray (but not necessary a dual feasible point), 2267 /** tries to reset the internal status of the LP solver in order to ignore an instability of the last solving call */ 2355 SCIPerrorMessage("stat col[%d] = %c, rd[%d] = %lg sense %d\n", i, icstat[i], i, redcost[i]*sense, sense); 2363 SCIPerrorMessage("stat col[%d] = %c, rd[%d] = %lg sense %d\n", i, icstat[i], i, redcost[i]*sense, sense); 2371 SCIPerrorMessage("stat col[%d] = %c, rd[%d] = %lg sense %d\n", i, icstat[i], i, redcost[i]*sense, sense); 2377 SCIPerrorMessage("unknown stat col[%d] = %c, rd[%d] = %lg\n", i, icstat[i], i, redcost[i]*sense); 2447 SCIPdebugMessage("calling QSopt dual Farkas: %d cols, %d rows, %d non zeros\n", QSget_colcount (lpi->prob), 2478 * Such information is usually only available, if also a (maybe not optimal) solution is available. 2479 * The LPI should return SCIP_INVALID for @p quality, if the requested quantity is not available. 2507 /** gets current basis status for columns and rows; arrays must be large enough to store the basis status */ 2651 /** returns the indices of the basic columns and rows; basic column n gives value n, basic row m gives value -1-m */ 2691 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver 2692 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated; 2710 SCIPdebugMessage("getting binv-row %d from Qsopt %d cols, %d rows, %d nonz\n", r, QSget_colcount(lpi->prob), 2723 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver 2724 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated; 2753 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver 2754 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated; 2762 const SCIP_Real* binvrow, /**< row in (A_B)^-1 from prior call to SCIPlpiGetBInvRow(), or NULL */ 2798 * @note The LP interface defines slack variables to have coefficient +1. This means that if, internally, the LP solver 2799 * uses a -1 coefficient, then rows associated with slacks variables whose coefficient is -1, should be negated; 2856 SCIPdebugMessage("storing QSopt LPI state in %p (%d cols, %d rows)\n", (void*)*lpistate, ncols, nrows); 2871 /** loads LPi state (like basis information) into solver; note that the LP might have been extended with additional 2903 SCIPdebugMessage("loading LPI state %p (%d cols, %d rows) into QSopt LP with %d cols and %d rows\n", (void*)lpistate, lpistate->ncols, 3108 /** loads LPi pricing norms into solver; note that the LP might have been extended with additional static void lpistatePack(SCIP_LPISTATE *lpistate, const int *cstat, const int *rstat) Definition: lpi_qso.c:141 SCIP_RETCODE SCIPlpiGetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real *dval) Definition: lpi_qso.c:3259 SCIP_RETCODE SCIPlpiGetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int *ival) Definition: lpi_qso.c:3149 static SCIP_RETCODE ensureRowMem(SCIP_LPI *const lpi, int const nrows) Definition: lpi_qso.c:248 SCIP_RETCODE SCIPlpiGetBInvRow(SCIP_LPI *lpi, int r, SCIP_Real *coef, int *inds, int *ninds) Definition: lpi_qso.c:2697 SCIP_RETCODE SCIPlpiGetRowNames(SCIP_LPI *lpi, int firstrow, int lastrow, char **rownames, char *namestorage, int namestoragesize, int *storageleft) Definition: lpi_qso.c:771 SCIP_RETCODE SCIPlpiDelCols(SCIP_LPI *lpi, int firstcol, int lastcol) Definition: lpi_qso.c:582 SCIP_RETCODE SCIPlpiSetIntpar(SCIP_LPI *lpi, SCIP_LPPARAM type, int ival) Definition: lpi_qso.c:3197 Definition: type_lpi.h:50 SCIP_RETCODE SCIPlpiGetRows(SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhs, SCIP_Real *rhs, int *nnonz, int *beg, int *ind, SCIP_Real *val) Definition: lpi_qso.c:1433 SCIP_RETCODE SCIPlpiChgSides(SCIP_LPI *lpi, int nrows, const int *ind, const SCIP_Real *lhs, const SCIP_Real *rhs) Definition: lpi_qso.c:974 Definition: type_lpi.h:41 void SCIPdecodeDualBit(const SCIP_DUALPACKET *inp, int *out, int count) Definition: bitencode.c:298 SCIP_RETCODE SCIPlpiGetPrimalRay(SCIP_LPI *lpi, SCIP_Real *ray) Definition: lpi_qso.c:2422 interface methods for specific LP solvers Definition: type_lpi.h:52 Definition: type_lpi.h:72 Definition: struct_message.h:35 SCIP_RETCODE SCIPlpiStartStrongbranch(SCIP_LPI *lpi) Definition: lpi_qso.c:1760 static void lpistateUnpack(const SCIP_LPISTATE *lpistate, int *cstat, int *rstat) Definition: lpi_qso.c:157 SCIP_RETCODE SCIPlpiChgBounds(SCIP_LPI *lpi, int ncols, const int *ind, const SCIP_Real *lb, const SCIP_Real *ub) Definition: lpi_qso.c:933 SCIP_RETCODE SCIPlpiGetRealSolQuality(SCIP_LPI *lpi, SCIP_LPSOLQUALITY qualityindicator, SCIP_Real *quality) Definition: lpi_qso.c:2481 SCIP_RETCODE SCIPlpiChgObj(SCIP_LPI *lpi, int ncols, int *ind, SCIP_Real *obj) Definition: lpi_qso.c:1066 SCIP_RETCODE SCIPlpiGetIterations(SCIP_LPI *lpi, int *iterations) Definition: lpi_qso.c:2456 SCIP_RETCODE SCIPlpiChgCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real newval) Definition: lpi_qso.c:1016 SCIP_RETCODE SCIPlpiGetSides(SCIP_LPI *lpi, int firstrow, int lastrow, SCIP_Real *lhss, SCIP_Real *rhss) Definition: lpi_qso.c:1613 SCIP_RETCODE SCIPlpiScaleCol(SCIP_LPI *lpi, int col, SCIP_Real scaleval) Definition: lpi_qso.c:1193 Definition: lpi_cpx.c:191 Definition: type_lpi.h:53 Definition: type_lpi.h:70 SCIP_RETCODE SCIPlpiAddCols(SCIP_LPI *lpi, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val) Definition: lpi_qso.c:536 SCIP_RETCODE SCIPlpiGetBase(SCIP_LPI *lpi, int *cstat, int *rstat) Definition: lpi_qso.c:2508 static SCIP_RETCODE lpistateCreate(SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem, int ncols, int nrows) Definition: lpi_qso.c:173 SCIP_RETCODE SCIPlpiFreeNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms) Definition: lpi_qso.c:3124 SCIP_RETCODE SCIPlpiStrongbranchInt(SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter) Definition: lpi_qso.c:1878 SCIP_RETCODE SCIPlpiGetObjval(SCIP_LPI *lpi, SCIP_Real *objval) Definition: lpi_qso.c:2285 SCIP_RETCODE SCIPlpiGetBounds(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lbs, SCIP_Real *ubs) Definition: lpi_qso.c:1583 packing single and dual bit values SCIP_RETCODE SCIPlpiSetBase(SCIP_LPI *lpi, int *cstat, int *rstat) Definition: lpi_qso.c:2580 Definition: type_retcode.h:36 SCIP_RETCODE SCIPlpiGetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS **lpinorms) Definition: lpi_qso.c:3095 static SCIP_RETCODE convertSides(SCIP_LPI *const lpi, int const nrows, const double *const lhs, const double *const rhs) Definition: lpi_qso.c:267 SCIP_RETCODE SCIPlpiGetCoef(SCIP_LPI *lpi, int row, int col, SCIP_Real *val) Definition: lpi_qso.c:1683 SCIP_RETCODE SCIPlpiReadState(SCIP_LPI *lpi, const char *fname) Definition: lpi_qso.c:3029 Definition: type_lpi.h:44 Definition: type_lpi.h:51 Definition: type_retcode.h:33 Definition: type_lpi.h:33 SCIP_RETCODE SCIPlpiGetObj(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *vals) Definition: lpi_qso.c:1554 Definition: type_lpi.h:45 static SCIP_RETCODE ensureColMem(SCIP_LPI *const lpi, int const ncols) Definition: lpi_qso.c:232 static SCIP_RETCODE ensureTabMem(SCIP_LPI *const lpi, int const sz) Definition: lpi_qso.c:216 Definition: type_retcode.h:46 SCIP_RETCODE SCIPlpiWriteState(SCIP_LPI *lpi, const char *fname) Definition: lpi_qso.c:3052 SCIP_RETCODE SCIPlpiGetBasisInd(SCIP_LPI *lpi, int *bind) Definition: lpi_qso.c:2653 Definition: type_lpi.h:54 SCIP_Bool SCIPlpiIsInfinity(SCIP_LPI *lpi, SCIP_Real val) Definition: lpi_qso.c:3352 SCIP_RETCODE SCIPlpiStrongbranchesFrac(SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter) Definition: lpi_qso.c:1825 void SCIPencodeDualBit(const int *inp, SCIP_DUALPACKET *out, int count) Definition: bitencode.c:228 Definition: type_lpi.h:68 SCIP_Bool SCIPlpiHasStateBasis(SCIP_LPI *lpi, SCIP_LPISTATE *lpistate) Definition: lpi_qso.c:3020 SCIP_RETCODE SCIPlpiDelRows(SCIP_LPI *lpi, int firstrow, int lastrow) Definition: lpi_qso.c:830 SCIP_RETCODE SCIPlpiLoadColLP(SCIP_LPI *lpi, SCIP_OBJSEN objsen, int ncols, const SCIP_Real *obj, const SCIP_Real *lb, const SCIP_Real *ub, char **colnames, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val) Definition: lpi_qso.c:460 public data structures and miscellaneous methods SCIP_RETCODE SCIPlpiChgObjsen(SCIP_LPI *lpi, SCIP_OBJSEN objsen) Definition: lpi_qso.c:1038 SCIP_RETCODE SCIPlpiFreeState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate) Definition: lpi_qso.c:3004 Definition: type_lpi.h:71 SCIP_RETCODE SCIPlpiSetRealpar(SCIP_LPI *lpi, SCIP_LPPARAM type, SCIP_Real dval) Definition: lpi_qso.c:3296 SCIP_RETCODE SCIPlpiGetBInvARow(SCIP_LPI *lpi, int r, const SCIP_Real *binvrow, SCIP_Real *coef, int *inds, int *ninds) Definition: lpi_qso.c:2759 Definition: type_lpi.h:67 SCIP_RETCODE SCIPlpiGetSolFeasibility(SCIP_LPI *lpi, SCIP_Bool *primalfeasible, SCIP_Bool *dualfeasible) Definition: lpi_qso.c:1998 Definition: type_lpi.h:43 Definition: type_lpi.h:42 SCIP_RETCODE SCIPlpiScaleRow(SCIP_LPI *lpi, int row, SCIP_Real scaleval) Definition: lpi_qso.c:1091 SCIP_RETCODE SCIPlpiAddRows(SCIP_LPI *lpi, int nrows, const SCIP_Real *lhs, const SCIP_Real *rhs, char **rownames, int nnonz, const int *beg, const int *ind, const SCIP_Real *val) Definition: lpi_qso.c:643 SCIP_RETCODE SCIPlpiGetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE **lpistate) Definition: lpi_qso.c:2835 SCIP_RETCODE SCIPlpiCreate(SCIP_LPI **lpi, SCIP_MESSAGEHDLR *messagehdlr, const char *name, SCIP_OBJSEN objsen) Definition: lpi_qso.c:374 Definition: type_lpi.h:47 SCIP_RETCODE SCIPlpiStrongbranchFrac(SCIP_LPI *lpi, int col, SCIP_Real psol, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter) Definition: lpi_qso.c:1778 SCIP_RETCODE SCIPlpiIgnoreInstability(SCIP_LPI *lpi, SCIP_Bool *success) Definition: lpi_qso.c:2268 SCIP_RETCODE SCIPlpiSolveBarrier(SCIP_LPI *lpi, SCIP_Bool crossover) Definition: lpi_qso.c:1751 Definition: type_retcode.h:40 Definition: lpi_clp.cpp:121 SCIP_RETCODE SCIPlpiGetColNames(SCIP_LPI *lpi, int firstcol, int lastcol, char **colnames, char *namestorage, int namestoragesize, int *storageleft) Definition: lpi_qso.c:711 SCIP_RETCODE SCIPlpiStrongbranchesInt(SCIP_LPI *lpi, int *cols, int ncols, SCIP_Real *psols, int itlim, SCIP_Real *down, SCIP_Real *up, SCIP_Bool *downvalid, SCIP_Bool *upvalid, int *iter) Definition: lpi_qso.c:1924 public methods for message output SCIP_RETCODE SCIPlpiSetState(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPISTATE *lpistate) Definition: lpi_qso.c:2874 SCIP_RETCODE SCIPlpiGetObjsen(SCIP_LPI *lpi, SCIP_OBJSEN *objsen) Definition: lpi_qso.c:1544 Definition: type_lpi.h:79 Definition: type_lpi.h:69 SCIP_RETCODE SCIPlpiSetNorms(SCIP_LPI *lpi, BMS_BLKMEM *blkmem, SCIP_LPINORMS *lpinorms) Definition: lpi_qso.c:3111 Definition: lpi_clp.cpp:93 SCIP_RETCODE SCIPlpiGetCols(SCIP_LPI *lpi, int firstcol, int lastcol, SCIP_Real *lb, SCIP_Real *ub, int *nnonz, int *beg, int *ind, SCIP_Real *val) Definition: lpi_qso.c:1341 Definition: type_lpi.h:49 SCIP_Bool SCIPlpiIsPrimalInfeasible(SCIP_LPI *lpi) Definition: lpi_qso.c:2069 SCIP_RETCODE SCIPlpiGetBInvACol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds) Definition: lpi_qso.c:2804 Definition: type_lpi.h:66 Definition: type_retcode.h:37 Definition: type_lpi.h:46 Definition: type_lpi.h:80 SCIP_RETCODE SCIPlpiWriteLP(SCIP_LPI *lpi, const char *fname) Definition: lpi_qso.c:3397 Definition: type_retcode.h:43 SCIP_RETCODE SCIPlpiGetDualfarkas(SCIP_LPI *lpi, SCIP_Real *dualfarkas) Definition: lpi_qso.c:2436 static void lpistateFree(SCIP_LPISTATE **lpistate, BMS_BLKMEM *blkmem) Definition: lpi_qso.c:194 SCIP_RETCODE SCIPlpiGetBInvCol(SCIP_LPI *lpi, int c, SCIP_Real *coef, int *inds, int *ninds) Definition: lpi_qso.c:2729 Definition: type_lpi.h:82 Definition: type_lpi.h:48 Definition: type_lpi.h:81 SCIP_RETCODE SCIPlpiGetSol(SCIP_LPI *lpi, SCIP_Real *objval, SCIP_Real *primsol, SCIP_Real *dualsol, SCIP_Real *activity, SCIP_Real *redcost) Definition: lpi_qso.c:2303 |