lpkit.h

利用c语言编写

/*
  Main header file of the LP_SOLVE toolkit.

  Original by Jeroen Dirks, 21-2-95
  Maintained by Michel Berkelaar

  Starting at version 3.0, LP_Solve is released under the LGPL license.
  For full information, see the enclosed file LGPL.txt.

  See CHANGELOG file for a tracking of changes

*/

#ifndef __LPKIT_H__
#define __LPKIT_H__

/* let's please C++ users */
#ifdef __cplusplus
extern "C" {
#endif

#if defined _WINDOWS
# include <windows.h>
#else
# if defined WINAPI
#  undef WINAPI
# endif
# define WINAPI
#endif

#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include "hash.h"
#include "fortify.h"

#ifndef NULL
#define NULL 	        0
#endif

#define FALSE           0
#define TRUE            1
#define AUTOMATIC       2

#define ISREAL          0
#define ISINTEGER       1
#define ISSEMI          2
#define ISSOS           4
#define ISSOSTEMPINT    8

#define ROWNAMEMASK     "r_%d"
#define COLNAMEMASK     "v_%d"

/* REPORT defines */
#define CRITICALSTOP    0
#define CRITICAL        1
#define SEVERE          2
#define IMPORTANT       3
#define NORMAL          4
#define DETAILED        5
#define FULL            6

/* SOS constraint defines */
#define SOS1            1
#define SOS2            2
#define SOS3           -1
#define SOS_START_SIZE 10     /* start size of SOS_list array; realloced if needed */

/* MESSAGE defines */
#define MSG_NONE             0
#define MSG_PRESOLVE         1
#define MSG_ITERATION        2
#define MSG_INVERT           4
#define MSG_LPFEASIBLE       8
#define MSG_LPEQUAL         16
#define MSG_LPBETTER        32
#define MSG_MILPFEASIBLE    64
#define MSG_MILPEQUAL      128
#define MSG_MILPBETTER     256
#define MSG_MILPSTRATEGY   512

#ifndef DEFNUMINV
# define DEFNUMINV      30
#endif

#ifndef HASHSIZE
# define HASHSIZE       10007  /* A prime number! */
#endif

#ifndef INITIAL_MAT_SIZE
# define INITIAL_MAT_SIZE 10000
#endif

#ifndef DELTACOLALLOC
# define DELTACOLALLOC  50
#endif

/* Improvement defines */
#define IMPROVE_NONE    0
#define IMPROVE_FTRAN   1
#define IMPROVE_BTRAN   2
#define IMPROVE_FULL    (IMPROVE_FTRAN + IMPROVE_BTRAN);

/* Scaling defines */
#define MMSCALING       0
#define GEOSCALING      1
#define POWERSCALE      2
#define CURTISREIDSCALE 4
#define LAGRANGESCALE   8
#define INTEGERSCALE   16

/* B&B strategies */
#define FIRST_NI	0
#define RAND_NI		1

#define FIRST_SELECT    0
#define RAND_SELECT	1
#define WORST_SELECT    2
#define BEST_SELECT     3
#define MEDIAN_SELECT   4
#define GREEDY_SELECT   5
/* unused ...
#define AUTO_SELECT     6
#define USER_SELECT     7
*/

/* solve status values */
#define UNKNOWN        -5
#define NOTRUN         -4
#define USERABORT      -3
#define TIMEOUT        -2
#define IGNORED        -1
#define OPTIMAL     	0
#define MILP_FAIL   	1
#define INFEASIBLE  	2
#define UNBOUNDED   	3
#define FAILURE     	4
#define RUNNING     	5

/* lag_solve extra status values */
#define FEAS_FOUND   	6
#define NO_FEAS_FOUND 	7
#define BREAK_BB        8

/* Status values internal to the solver */
#define	SWITCH_TO_PRIMAL         9
#define SINGULAR_BASIS          10
#define	LOST_PRIMAL_FEASIBILITY 11
#define	OUT_OF_MEMORY           12

#define LE      0
#define EQ      1
#define GE      2
#define OF      3

/* Solver parameters and tolerances */
#ifndef RESIZEFACTOR
# define RESIZEFACTOR       1.25
#endif

#ifndef DEFNUMINV
# define DEFNUMINV            30 /* maximum number of pivots before reinversion */
#endif
#ifndef DEF_MAXRELAX
# define DEF_MAXRELAX          4 /* maximum number of non-BB relaxations in MILP */
#endif

#ifndef DEF_MAXSINGULARITIES
# define DEF_MAXSINGULARITIES  10 /* maximum number of singularities in inversion */
#endif

#ifndef LAG_SINGULARLIMIT
# define LAG_SINGULARLIMIT     5 /* Number of times the objective does not change
                                    before it is assumed that the Lagrangean constraints
                                    are non-binding, and therefore impossible to converge;
                                    upper iteration limit is divided by this threshold */
#endif

#ifndef DEF_INFINITE
# define DEF_INFINITE  1e24     /* limit for dynamic range */
#endif

#ifndef DEF_NEGRANGE
# define DEF_NEGRANGE     0     /* downward limit for expanded variable range
                                   before the variable is split into positive and
                                   negative components */
#endif

#ifndef DEF_EPSPIVOT
# define DEF_EPSPIVOT  1e-5     /* 5 pivot reject (try others first)  */
#endif

#ifndef DEF_EPSEL
# ifdef ORGPARAM
#  define DEF_EPSEL     1e-8    /* for rounding other values (vectors) to 0 */
# else
#  define DEF_EPSEL     1e-11    /* 10 for rounding other values (vectors) to 0 */
# endif
#endif

#ifndef DEF_EPSB
# ifdef ORGPARAM
#  define DEF_EPSB   5.01e-7    /* 8 for rounding RHS values to 0;
                                   determine infeasibility basis */
# else
# define DEF_EPSB    5.01e-9    /* for rounding RHS values to 0 determine
				   infeasibility basis */
# endif
#endif

#ifndef DEF_EPSD
# ifdef ORGPARAM
#  define DEF_EPSD      1e-6    /* for rounding reduced costs to zero */
# else
#  define DEF_EPSD      1e-9    /* 7 for rounding reduced costs to 0 */
# endif
#endif

#ifndef RANDSCALE
# define RANDSCALE     100      /* Randomization scaling range */
#endif

#ifndef DEF_PERTURB
# define DEF_PERTURB   1e-5     /* Perturbation scalar for degenerative problems;
                                   must at least be RANDSCALE greater than DEF_EPSB */
#endif

#ifndef SOLUTIONEPS
# define SOLUTIONEPS   1e-5     /* Margin of error for solution bounds */
#endif

#ifndef DEF_EPSILON
# ifdef ORGPARAM
#  define DEF_EPSILON  1e-3     /* to determine if a float value is integer */
# else
#  define DEF_EPSILON  1e-6     /* to determine if a float value is integer */
# endif
#endif

#ifndef DEF_LAGACCEPT
# define DEF_LAGACCEPT 1e-3     /* Default Lagrangian convergence acceptance criterion */
#endif

#ifndef MINSCALAR
# define MINSCALAR    1e-10     /* Smallest allowed scaling adjustment */
#endif

#ifndef MAXSCALAR
# define MAXSCALAR     1e+10    /* Largest allowed scaling adjustment */
#endif

#define MINTIMEPIVOT  5e-2      /* Minimum time per pivot for pivot optimization purposes */
#define SCALINGEPS    1e-2      /* Scaling convergence criterion */

#define	my_abs(x)       ((x) < 0 ? -(x) : (x))
#define my_min(x, y)    ((x) < (y) ? (x) : (y))
#define my_max(x, y)    ((x) > (y) ? (x) : (y))
#define my_if(t, x, y)  ((t) ? (x) : (y))

#define MAX_WARN_COUNT 20

#ifdef CHECK
#define my_round(val, eps) { \
    REAL absv; \
        absv = ((val) < 0 ? -(val) : (val)); \
        if(absv < (eps)) \
          val = 0; \
    if(Warn_count < MAX_WARN_COUNT) \
      { \
	if(absv > 0.5 * (eps) && absv < 2 * (eps)) \
	  { \
	Warn_count++; \
	report(NULL, NORMAL, \
	    "Warning Value close to epsilon V: %e E: %e\n", \
	    (double)absv, (double)(eps)); \
	if(Warn_count == MAX_WARN_COUNT) \
	  { \
	    report(NULL, NORMAL, \
		"*** Surpressing further rounding warnings\n"); \
	  } \
	  } \
      } \
}

#else
#define my_round(val,eps) if (((val) < 0 ? -(val) : (val)) < (eps)) val = 0;
#endif

#ifndef REAL /* to allow -DREAL=<float type> while compiling */
#define REAL double
#endif

#ifndef LREAL
#define LREAL long double
#endif

#ifndef RREAL
#define RREAL long double
#endif

#ifndef MYBOOL
/*#define MYBOOL  unsigned short */
#define MYBOOL     unsigned char
#endif

#ifndef STATUS
#define STATUS   short
#endif

#define NAMELEN 25
#define MAXSTRL (NAMELEN-1)
#define STD_ROW_NAME_PREFIX "r_"

#define MALLOC(ptr, nr)\
  ((((nr) == 0) || ((ptr = malloc((size_t)((nr) * sizeof(*ptr)))) == NULL)) ? \
   (void *) report(NULL, CRITICAL, "malloc of %d bytes failed on line %d of file %s",\
           (nr) * sizeof(*ptr), __LINE__, __FILE__), (ptr = (void *) 0) : \
   ptr\
  )

#define CALLOC(ptr, nr)\
  ((((nr) == 0) || ((ptr = calloc((size_t)(nr), sizeof(*ptr))) == NULL)) ? \
   (void *) report(NULL, CRITICAL, "calloc of %d bytes failed on line %d of file %s",\
           (nr) * sizeof(*ptr), __LINE__, __FILE__), (ptr = (void *) 0) : \
   ptr\
  )