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/* $Id: ekk_interface.cpp 1662 2011-01-04 17:52:40Z lou $ */
// Copyright (C) 2002, International Business Machines
// Corporation and others. All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).
#include <cassert>
#include "ClpSimplexPrimal.hpp"
#include "ClpFactorization.hpp"
#include "ClpPresolve.hpp"
#include "ekk_c_api.h"
//#include "ekk_c_api_undoc.h"
extern "C" {
OSLLIBAPI void * OSLLINKAGE ekk_compressModel(EKKModel * model);
OSLLIBAPI void OSLLINKAGE ekk_decompressModel(EKKModel * model,
void * compressInfo);
}
static ClpPresolve * presolveInfo = NULL;
static ClpSimplex * clpmodel(EKKModel * model, int startup)
{
ClpSimplex * clp = new ClpSimplex();;
int numberRows = ekk_getInumrows(model);
int numberColumns = ekk_getInumcols(model);
clp->loadProblem(numberColumns, numberRows, ekk_blockColumn(model, 0),
ekk_blockRow(model, 0), ekk_blockElement(model, 0),
ekk_collower(model), ekk_colupper(model),
ekk_objective(model),
ekk_rowlower(model), ekk_rowupper(model));
clp->setOptimizationDirection((int) ekk_getRmaxmin(model));
clp->setPrimalTolerance(ekk_getRtolpinf(model));
if (ekk_getRpweight(model) != 0.1)
clp->setInfeasibilityCost(1.0 / ekk_getRpweight(model));
clp->setDualTolerance(ekk_getRtoldinf(model));
if (ekk_getRdweight(model) != 0.1)
clp->setDualBound(1.0 / ekk_getRdweight(model));
clp->setDblParam(ClpObjOffset, ekk_getRobjectiveOffset(model));
const int * rowStatus = ekk_rowstat(model);
const double * rowSolution = ekk_rowacts(model);
int i;
clp->createStatus();
double * clpSolution;
clpSolution = clp->primalRowSolution();
memcpy(clpSolution, rowSolution, numberRows * sizeof(double));
const double * rowLower = ekk_rowlower(model);
const double * rowUpper = ekk_rowupper(model);
for (i = 0; i < numberRows; i++) {
ClpSimplex::Status status;
if ((rowStatus[i] & 0x80000000) != 0) {
status = ClpSimplex::basic;
} else {
if (!startup) {
// believe bits
int ikey = rowStatus[i] & 0x60000000;
if (ikey == 0x40000000) {
// at ub
status = ClpSimplex::atUpperBound;
clpSolution[i] = rowUpper[i];
} else if (ikey == 0x20000000) {
// at lb
status = ClpSimplex::atLowerBound;
clpSolution[i] = rowLower[i];
} else if (ikey == 0x60000000) {
// free
status = ClpSimplex::isFree;
clpSolution[i] = 0.0;
} else {
// fixed
status = ClpSimplex::atLowerBound;
clpSolution[i] = rowLower[i];
}
} else {
status = ClpSimplex::superBasic;
}
}
clp->setRowStatus(i, status);
}
const int * columnStatus = ekk_colstat(model);
const double * columnSolution = ekk_colsol(model);
clpSolution = clp->primalColumnSolution();
memcpy(clpSolution, columnSolution, numberColumns * sizeof(double));
const double * columnLower = ekk_collower(model);
const double * columnUpper = ekk_colupper(model);
for (i = 0; i < numberColumns; i++) {
ClpSimplex::Status status;
if ((columnStatus[i] & 0x80000000) != 0) {
status = ClpSimplex::basic;
} else {
if (!startup) {
// believe bits
int ikey = columnStatus[i] & 0x60000000;
if (ikey == 0x40000000) {
// at ub
status = ClpSimplex::atUpperBound;
clpSolution[i] = columnUpper[i];
} else if (ikey == 0x20000000) {
// at lb
status = ClpSimplex::atLowerBound;
clpSolution[i] = columnLower[i];
} else if (ikey == 0x60000000) {
// free
status = ClpSimplex::isFree;
clpSolution[i] = 0.0;
} else {
// fixed
status = ClpSimplex::atLowerBound;
clpSolution[i] = columnLower[i];
}
} else {
status = ClpSimplex::superBasic;
}
}
clp->setColumnStatus(i, status);
}
return clp;
}
static int solve(EKKModel * model, int startup, int algorithm,
int presolve)
{
// values pass or not
if (startup)
startup = 1;
// if scaled then be careful
bool scaled = ekk_scaling(model) == 1;
if (scaled)
ekk_scaleRim(model, 1);
void * compressInfo = NULL;
ClpSimplex * clp;
if (!presolve || !presolveInfo) {
// no presolve or osl presolve - compact columns
compressInfo = ekk_compressModel(model);
clp = clpmodel(model, startup);;
} else {
// pick up clp model
clp = presolveInfo->model();
}
// don't scale if alreday scaled
if (scaled)
clp->scaling(false);
if (clp->numberRows() > 10000)
clp->factorization()->maximumPivots(100 + clp->numberRows() / 100);
if (algorithm > 0)
clp->primal(startup);
else
clp->dual();
int numberIterations = clp->numberIterations();
if (presolve && presolveInfo) {
// very wasteful - create a clp copy of osl model
ClpSimplex * clpOriginal = clpmodel(model, 0);
presolveInfo->setOriginalModel(clpOriginal);
// do postsolve
presolveInfo->postsolve(true);
delete clp;
delete presolveInfo;
presolveInfo = NULL;
clp = clpOriginal;
if (presolve == 3 || (presolve == 2 && clp->status())) {
printf("Resolving from postsolved model\n");
clp->primal(1);
numberIterations += clp->numberIterations();
}
}
// put back solution
double * rowDual = (double *) ekk_rowduals(model);
int numberRows = ekk_getInumrows(model);
int numberColumns = ekk_getInumcols(model);
int * rowStatus = (int *) ekk_rowstat(model);
double * rowSolution = (double *) ekk_rowacts(model);
int i;
int * columnStatus = (int *) ekk_colstat(model);
double * columnSolution = (double *) ekk_colsol(model);
memcpy(rowSolution, clp->primalRowSolution(), numberRows * sizeof(double));
memcpy(rowDual, clp->dualRowSolution(), numberRows * sizeof(double));
for (i = 0; i < numberRows; i++) {
if (clp->getRowStatus(i) == ClpSimplex::basic)
rowStatus[i] = 0x80000000;
else
rowStatus[i] = 0;
}
double * columnDual = (double *) ekk_colrcosts(model);
memcpy(columnSolution, clp->primalColumnSolution(),
numberColumns * sizeof(double));
memcpy(columnDual, clp->dualColumnSolution(), numberColumns * sizeof(double));
for (i = 0; i < numberColumns; i++) {
if (clp->getColumnStatus(i) == ClpSimplex::basic)
columnStatus[i] = 0x80000000;
else
columnStatus[i] = 0;
}
ekk_setIprobstat(model, clp->status());
ekk_setRobjvalue(model, clp->objectiveValue());
ekk_setInumpinf(model, clp->numberPrimalInfeasibilities());
ekk_setInumdinf(model, clp->numberDualInfeasibilities());
ekk_setIiternum(model, numberIterations);
ekk_setRsumpinf(model, clp->sumPrimalInfeasibilities());
ekk_setRsumdinf(model, clp->sumDualInfeasibilities());
delete clp;
if (compressInfo)
ekk_decompressModel(model, compressInfo);
if (scaled)
ekk_scaleRim(model, 2);
return 0;
}
/* As ekk_primalSimplex + postsolve instructions:
presolve - 0 , no presolve, 1 presolve but no primal after postsolve,
2 do primal if any infeasibilities,
3 always do primal.
*/
extern "C" int ekk_primalClp(EKKModel * model, int startup, int presolve)
{
if (presolveInfo) {
if (!presolve)
presolve = 3;
return solve(model, startup, 1, presolve);
} else {
return solve(model, startup, 1, 0);
}
}
/* As ekk_dualSimplex + postsolve instructions:
presolve - 0 , no presolve, 1 presolve but no primal after postsolve,
2 do primal if any infeasibilities,
3 always do primal.
*/
extern "C" int ekk_dualClp(EKKModel * model, int presolve)
{
if (presolveInfo) {
if (!presolve)
presolve = 3;
return solve(model, 0, -1, presolve);
} else {
return solve(model, 0, -1, 0);
}
}
/* rather like ekk_preSolve (3) plus:
keepIntegers - false to treat as if continuous
pass - do this many passes (0==default(5))
returns 1 if infeasible
*/
extern "C" int ekk_preSolveClp(EKKModel * model, bool keepIntegers,
int pass)
{
delete presolveInfo;
presolveInfo = new ClpPresolve();
bool scaled = ekk_scaling(model) == 1;
if (scaled)
ekk_scaleRim(model, 1);
if (!pass)
pass = 5;
// very wasteful - create a clp copy of osl model
// 1 to keep solution as is
ClpSimplex * clp = clpmodel(model, 1);
// could get round with tailored version of ClpPresolve.cpp
ClpSimplex * newModel =
presolveInfo->presolvedModel(*clp,
ekk_getRtolpinf(model),
keepIntegers, pass, true);
delete clp;
presolveInfo->setOriginalModel(NULL);
if (scaled)
ekk_scaleRim(model, 2);
if (newModel) {
return 0;
} else {
delete presolveInfo;
presolveInfo = NULL;
return 1;
}
}
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