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/* $Id: makeDual.cpp 1662 2011-01-04 17:52:40Z lou $ */
// Copyright (C) 2005, International Business Machines
// Corporation and others. All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).
#include "ClpSimplex.hpp"
#include "CoinHelperFunctions.hpp"
#include "CoinBuild.hpp"
int main(int argc, const char *argv[])
{
ClpSimplex model;
int status;
if (argc < 2) {
#if defined(SAMPLEDIR)
status = model.readMps(SAMPLEDIR "/p0033.mps", true);
#else
fprintf(stderr, "Do not know where to find sample MPS files.\n");
exit(1);
#endif
} else
status = model.readMps(argv[1]);
if (status) {
printf("errors on input\n");
exit(77);
}
{
// check if we need to change bounds to rows
int numberColumns = model.numberColumns();
const double * columnLower = model.columnLower();
const double * columnUpper = model.columnUpper();
int iColumn;
CoinBuild build;
double one = 1.0;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
if (columnUpper[iColumn] < 1.0e20 &&
columnLower[iColumn] > -1.0e20) {
if (fabs(columnLower[iColumn]) < fabs(columnUpper[iColumn])) {
double value = columnUpper[iColumn];
model.setColumnUpper(iColumn, COIN_DBL_MAX);
build.addRow(1, &iColumn, &one, -COIN_DBL_MAX, value);
} else {
double value = columnLower[iColumn];
model.setColumnLower(iColumn, -COIN_DBL_MAX);
build.addRow(1, &iColumn, &one, value, COIN_DBL_MAX);
}
}
}
if (build.numberRows())
model.addRows(build);
}
int numberColumns = model.numberColumns();
const double * columnLower = model.columnLower();
const double * columnUpper = model.columnUpper();
int numberRows = model.numberRows();
double * rowLower = CoinCopyOfArray(model.rowLower(), numberRows);
double * rowUpper = CoinCopyOfArray(model.rowUpper(), numberRows);
const double * objective = model.objective();
CoinPackedMatrix * matrix = model.matrix();
// get transpose
CoinPackedMatrix rowCopy = *matrix;
int iRow, iColumn;
int numberExtraRows = 0;
for (iRow = 0; iRow < numberRows; iRow++) {
if (rowLower[iRow] <= -1.0e20) {
} else if (rowUpper[iRow] >= 1.0e20) {
} else {
if (rowUpper[iRow] != rowLower[iRow])
numberExtraRows++;
}
}
const int * row = matrix->getIndices();
const int * columnLength = matrix->getVectorLengths();
const CoinBigIndex * columnStart = matrix->getVectorStarts();
const double * elementByColumn = matrix->getElements();
double objOffset = 0.0;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
double offset = 0.0;
if (columnUpper[iColumn] >= 1.0e20) {
if (columnLower[iColumn] > -1.0e20)
offset = columnLower[iColumn];
} else if (columnLower[iColumn] <= -1.0e20) {
offset = columnUpper[iColumn];
} else {
// taken care of before
abort();
}
if (offset) {
objOffset += offset * objective[iColumn];
for (CoinBigIndex j = columnStart[iColumn];
j < columnStart[iColumn] + columnLength[iColumn]; j++) {
int iRow = row[j];
if (rowLower[iRow] > -1.0e20)
rowLower[iRow] -= offset * elementByColumn[j];
if (rowUpper[iRow] < 1.0e20)
rowUpper[iRow] -= offset * elementByColumn[j];
}
}
}
int * which = new int[numberRows+numberExtraRows];
rowCopy.reverseOrdering();
rowCopy.transpose();
double * fromRowsLower = new double[numberRows+numberExtraRows];
double * fromRowsUpper = new double[numberRows+numberExtraRows];
double * newObjective = new double[numberRows+numberExtraRows];
double * fromColumnsLower = new double[numberColumns];
double * fromColumnsUpper = new double[numberColumns];
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
// Offset is already in
if (columnUpper[iColumn] >= 1.0e20) {
if (columnLower[iColumn] > -1.0e20) {
fromColumnsLower[iColumn] = -COIN_DBL_MAX;
fromColumnsUpper[iColumn] = objective[iColumn];
} else {
// free
fromColumnsLower[iColumn] = objective[iColumn];
fromColumnsUpper[iColumn] = objective[iColumn];
}
} else if (columnLower[iColumn] <= -1.0e20) {
fromColumnsLower[iColumn] = objective[iColumn];
fromColumnsUpper[iColumn] = COIN_DBL_MAX;
} else {
abort();
}
}
int kRow = 0;
for (iRow = 0; iRow < numberRows; iRow++) {
if (rowLower[iRow] <= -1.0e20) {
assert(rowUpper[iRow] < 1.0e20);
newObjective[kRow] = -rowUpper[iRow];
fromRowsLower[kRow] = -COIN_DBL_MAX;
fromRowsUpper[kRow] = 0.0;
which[kRow] = iRow;
kRow++;
} else if (rowUpper[iRow] >= 1.0e20) {
newObjective[kRow] = -rowLower[iRow];
fromRowsLower[kRow] = 0.0;
fromRowsUpper[kRow] = COIN_DBL_MAX;
which[kRow] = iRow;
kRow++;
} else {
if (rowUpper[iRow] == rowLower[iRow]) {
newObjective[kRow] = -rowLower[iRow];
fromRowsLower[kRow] = -COIN_DBL_MAX;;
fromRowsUpper[kRow] = COIN_DBL_MAX;
which[kRow] = iRow;
kRow++;
} else {
// range
newObjective[kRow] = -rowUpper[iRow];
fromRowsLower[kRow] = -COIN_DBL_MAX;
fromRowsUpper[kRow] = 0.0;
which[kRow] = iRow;
kRow++;
newObjective[kRow] = -rowLower[iRow];
fromRowsLower[kRow] = 0.0;
fromRowsUpper[kRow] = COIN_DBL_MAX;
which[kRow] = iRow;
kRow++;
}
}
}
if (numberExtraRows) {
CoinPackedMatrix newCopy;
newCopy.submatrixOfWithDuplicates(rowCopy, kRow, which);
rowCopy = newCopy;
}
ClpSimplex modelDual;
modelDual.loadProblem(rowCopy, fromRowsLower, fromRowsUpper, newObjective,
fromColumnsLower, fromColumnsUpper);
modelDual.setObjectiveOffset(objOffset);
delete [] fromRowsLower;
delete [] fromRowsUpper;
delete [] fromColumnsLower;
delete [] fromColumnsUpper;
delete [] newObjective;
delete [] which;
delete [] rowLower;
delete [] rowUpper;
modelDual.writeMps("dual.mps");
return 0;
}
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