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/* $Id: piece.cpp 1941 2013-04-10 16:52:27Z stefan $ */
// Copyright (C) 2003, International Business Machines
// Corporation and others. All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).
/* This simple example takes a matrix read in by CoinMpsIo,
deletes every second column and solves the resulting problem */
#include "ClpSimplex.hpp"
#include "ClpNonLinearCost.hpp"
#include "CoinMpsIO.hpp"
#include <iomanip>
int main(int argc, const char *argv[])
{
int status;
CoinMpsIO m;
if (argc < 2)
status = m.readMps("model1.mps", "");
else
status = m.readMps(argv[1], "");
if (status) {
fprintf(stdout, "Bad readMps %s\n", argv[1]);
exit(1);
}
// Load up model1 - so we can use known good solution
ClpSimplex model1;
model1.loadProblem(*m.getMatrixByCol(),
m.getColLower(), m.getColUpper(),
m.getObjCoefficients(),
m.getRowLower(), m.getRowUpper());
model1.dual();
// Get data arrays
const CoinPackedMatrix * matrix1 = m.getMatrixByCol();
const int * start1 = matrix1->getVectorStarts();
const int * length1 = matrix1->getVectorLengths();
const int * row1 = matrix1->getIndices();
const double * element1 = matrix1->getElements();
const double * columnLower1 = m.getColLower();
const double * columnUpper1 = m.getColUpper();
const double * rowLower1 = m.getRowLower();
const double * rowUpper1 = m.getRowUpper();
const double * objective1 = m.getObjCoefficients();
int numberColumns = m.getNumCols();
int numberRows = m.getNumRows();
int numberElements = m.getNumElements();
// Get new arrays
int numberColumns2 = (numberColumns + 1);
int * start2 = new int[numberColumns2+1];
int * row2 = new int[numberElements];
double * element2 = new double[numberElements];
int * segstart = new int[numberColumns+1];
double * breakpt = new double[2*numberColumns];
double * slope = new double[2*numberColumns];
double * objective2 = new double[numberColumns2];
double * columnLower2 = new double[numberColumns2];
double * columnUpper2 = new double[numberColumns2];
double * rowLower2 = new double[numberRows];
double * rowUpper2 = new double[numberRows];
// We need to modify rhs
memcpy(rowLower2, rowLower1, numberRows * sizeof(double));
memcpy(rowUpper2, rowUpper1, numberRows * sizeof(double));
double objectiveOffset = 0.0;
// For new solution
double * newSolution = new double [numberColumns];
const double * oldSolution = model1.primalColumnSolution();
int iColumn;
for (iColumn = 0; iColumn < numberColumns; iColumn++)
printf("%g ", oldSolution[iColumn]);
printf("\n");
numberColumns2 = 0;
numberElements = 0;
start2[0] = 0;
int segptr = 0;
segstart[0] = 0;
// Now check for duplicates
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
// test if column identical to next column
bool ifcopy = 1;
if (iColumn < numberColumns - 1) {
int joff = length1[iColumn];
for (int j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) {
if (row1[j] != row1[j+joff]) {
ifcopy = 0;
break;
}
if (element1[j] != element1[j+joff]) {
ifcopy = 0;
break;
}
}
} else {
ifcopy = 0;
}
//if (iColumn>47||iColumn<45)
//ifcopy=0;
if (ifcopy) {
double lo1 = columnLower1[iColumn];
double up1 = columnUpper1[iColumn];
double obj1 = objective1[iColumn];
double sol1 = oldSolution[iColumn];
double lo2 = columnLower1[iColumn+1];
double up2 = columnUpper1[iColumn+1];
double obj2 = objective1[iColumn+1];
double sol2 = oldSolution[iColumn+1];
if (fabs(up1 - lo2) > 1.0e-8) {
// try other way
double temp;
temp = lo1;
lo1 = lo2;
lo2 = temp;
temp = up1;
up1 = up2;
up2 = temp;
temp = obj1;
obj1 = obj2;
obj2 = temp;
temp = sol1;
sol1 = sol2;
sol2 = temp;
assert(fabs(up1 - lo2) < 1.0e-8);
}
// subtract out from rhs
double fixed = up1;
// do offset
objectiveOffset += fixed * obj2;
for (int j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) {
int iRow = row1[j];
double value = element1[j];
if (rowLower2[iRow] > -1.0e30)
rowLower2[iRow] -= value * fixed;
if (rowUpper2[iRow] < 1.0e30)
rowUpper2[iRow] -= value * fixed;
}
newSolution[numberColumns2] = fixed;
if (fabs(sol1 - fixed) > 1.0e-8)
newSolution[numberColumns2] = sol1;
if (fabs(sol2 - fixed) > 1.0e-8)
newSolution[numberColumns2] = sol2;
columnLower2[numberColumns2] = lo1;
columnUpper2[numberColumns2] = up2;
objective2[numberColumns2] = 0.0;
breakpt[segptr] = lo1;
slope[segptr++] = obj1;
breakpt[segptr] = lo2;
slope[segptr++] = obj2;
for (int j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) {
row2[numberElements] = row1[j];
element2[numberElements++] = element1[j];
}
start2[++numberColumns2] = numberElements;
breakpt[segptr] = up2;
slope[segptr++] = COIN_DBL_MAX;
segstart[numberColumns2] = segptr;
iColumn++; // skip next column
} else {
// normal column
columnLower2[numberColumns2] = columnLower1[iColumn];
columnUpper2[numberColumns2] = columnUpper1[iColumn];
objective2[numberColumns2] = objective1[iColumn];
breakpt[segptr] = columnLower1[iColumn];
slope[segptr++] = objective1[iColumn];
for (int j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) {
row2[numberElements] = row1[j];
element2[numberElements++] = element1[j];
}
newSolution[numberColumns2] = oldSolution[iColumn];
start2[++numberColumns2] = numberElements;
breakpt[segptr] = columnUpper1[iColumn];
slope[segptr++] = COIN_DBL_MAX;
segstart[numberColumns2] = segptr;
}
}
// print new number of columns, elements
printf("New number of columns = %d\n", numberColumns2);
printf("New number of elements = %d\n", numberElements);
printf("Objective offset is %g\n", objectiveOffset);
ClpSimplex model;
// load up
model.loadProblem(numberColumns2, numberRows,
start2, row2, element2,
columnLower2, columnUpper2,
objective2,
rowLower2, rowUpper2);
model.scaling(0);
model.setDblParam(ClpObjOffset, -objectiveOffset);
// Create nonlinear objective
int returnCode = model.createPiecewiseLinearCosts(segstart, breakpt, slope);
if( returnCode != 0 )
{
printf("Unexpected return code %d from model.createPiecewiseLinearCosts()\n", returnCode);
return returnCode;
}
// delete
delete [] segstart;
delete [] breakpt;
delete [] slope;
delete [] start2;
delete [] row2 ;
delete [] element2;
delete [] objective2;
delete [] columnLower2;
delete [] columnUpper2;
delete [] rowLower2;
delete [] rowUpper2;
// copy in solution - (should be optimal)
model.allSlackBasis();
memcpy(model.primalColumnSolution(), newSolution, numberColumns2 * sizeof(double));
//memcpy(model.columnLower(),newSolution,numberColumns2*sizeof(double));
//memcpy(model.columnUpper(),newSolution,numberColumns2*sizeof(double));
delete [] newSolution;
//model.setLogLevel(63);
const double * solution = model.primalColumnSolution();
double * saveSol = new double[numberColumns2];
memcpy(saveSol, solution, numberColumns2 * sizeof(double));
for (iColumn = 0; iColumn < numberColumns2; iColumn++)
printf("%g ", solution[iColumn]);
printf("\n");
// solve
model.primal(1);
for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
printf(" ** was %g ", saveSol[iColumn]);
printf("%g ", solution[iColumn]);
}
printf("\n");
model.primal(1);
for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
printf(" ** was %g ", saveSol[iColumn]);
printf("%g ", solution[iColumn]);
}
printf("\n");
model.primal();
for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
printf(" ** was %g ", saveSol[iColumn]);
printf("%g ", solution[iColumn]);
}
printf("\n");
model.allSlackBasis();
for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
printf(" ** was %g ", saveSol[iColumn]);
printf("%g ", solution[iColumn]);
}
printf("\n");
model.setLogLevel(63);
model.primal();
for (iColumn = 0; iColumn < numberColumns2; iColumn++) {
if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3)
printf(" ** was %g ", saveSol[iColumn]);
printf("%g ", solution[iColumn]);
}
printf("\n");
return 0;
}
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