cplex.c

著名的大规模线性规划求解器源码GLPK.C语言版本,可以修剪.内有详细帮助文档.

CPXLP *CPXcreateprob(CPXENV *env, int *status, const char *probname)
{     CPXLP *lp = NULL;
      int errcode;
      errcode = checkenv(env);
      if (errcode) goto done;
      lp = glp_malloc(sizeof(struct CPXLP));
      lp->env = env;
      lp->prob = glp_create_prob();
      glp_set_prob_name(lp->prob, probname);
      lp->rflen = 100;
      lp->rflag = glp_calloc(lp->rflen, sizeof(char));
      lp->iwlen = 100;
      lp->iwork = glp_calloc(lp->iwlen, sizeof(int));
      memset(lp->iwork, 0, lp->iwlen * sizeof(int));
      lp->link = env->list;
      env->list = lp;
      invalidate(lp);
done: if (status != NULL) *status = errcode;
      return lp;
}

int CPXdelcols(CPXENV *env, CPXLP *lp, int begin, int end)
{     int j, n, errcode;
      errcode = checklp(env, lp);
      if (errcode) goto done;
      n = glp_get_num_cols(lp->prob);
      if (!(0 <= begin && begin <= end && end < n))
      {  errcode = error(env, CPXERR_INDEX_RANGE);
         goto done;
      }
      errcode = 0;
      invalidate(lp);
      enlargeiwork(lp, end-begin+1);
      for (j = begin; j <= end; j++)
         lp->iwork[j-begin] = j+1;
      glp_del_cols(lp->prob, end-begin+1, lp->iwork-1);
      for (j = begin; j <= end; j++)
         lp->iwork[j-begin] = 0;
done: return errcode;
}

int CPXdelrows(CPXENV *env, CPXLP *lp, int begin, int end)
{     int i, m, errcode;
      errcode = checklp(env, lp);
      if (errcode) goto done;
      m = glp_get_num_rows(lp->prob);
      if (!(0 <= begin && begin <= end && end < m))
      {  errcode = error(env, CPXERR_INDEX_RANGE);
         goto done;
      }
      errcode = 0;
      invalidate(lp);
      enlargeiwork(lp, end-begin+1);
      for (i = begin; i <= end; i++)
         lp->iwork[i-begin] = i+1;
      glp_del_rows(lp->prob, end-begin+1, lp->iwork-1);
      for (i = begin; i <= end; i++)
         lp->iwork[i-begin] = 0;
      for (i = end+1; i < m; i++)
         lp->rflag[i-(end-begin+1)] = lp->rflag[i];
done: return errcode;
}

int CPXdelsetcols(CPXENV *env, CPXLP *lp, int delstat[])
{     xassert(env == env);
      xassert(lp == lp);
      xassert(delstat == delstat);
      printf("CPXdelsetcols: not implemented yet\n");
      exit(EXIT_FAILURE);
      return -1;
}

int CPXdelsetrows(CPXENV *env, CPXLP *lp, int delstat[])
{     int i, m, cnt, ind, errcode;
      errcode = checklp(env, lp);
      if (errcode) goto done;
      m = glp_get_num_rows(lp->prob);
      if (m > 0 && delstat == NULL)
      {  errcode = error(env, CPXERR_NULL_POINTER);
         goto done;
      }
      errcode = 0;
      invalidate(lp);
      enlargeiwork(lp, m);
      cnt = ind = 0;
      for (i = 0; i < m; i++)
      {  if (delstat[i] == 1)
         {  delstat[i] = -1;
            lp->iwork[cnt++] = i+1;
         }
         else
         {  delstat[i] = ind;
            lp->rflag[ind++] = lp->rflag[i];
         }
      }
      if (cnt > 0)
         glp_del_rows(lp->prob, cnt, lp->iwork-1);
      for (i = 0; i < cnt; i++)
         lp->iwork[i] = 0;
done: return errcode;
}

int CPXdualopt(CPXENV *env, CPXLP *lp);

int CPXfreeprob(CPXENV *env, CPXLP **_lp)
{     CPXLP *lp;
      int errcode;
      errcode = checkenv(env);
      if (errcode) goto done;
      if (_lp == NULL)
      {  errcode = error(env, CPXERR_NULL_POINTER);
         goto done;
      }
      lp = *_lp;
      errcode = checklp(env, lp);
      if (errcode) goto done;
      errcode = 0;
      env = lp->env;
      if (env->list == lp)
         env->list = lp->link;
      else
      {  CPXLP *pp;
         for (pp = env->list; pp != NULL; pp = pp->link)
            if (pp->link == lp) break;
         xassert(pp != NULL);
         pp->link = lp->link;
      }
      glp_delete_prob(lp->prob);
      glp_free(lp->rflag);
      glp_free(lp->iwork);
      glp_free(lp);
      *_lp = NULL;
done: return errcode;
}

int CPXgetbase(CPXENV *env, CPXLP *lp, int cstat[], int rstat[])
{     int i, j, m, n, stat, errcode;
      errcode = checklp(env, lp);
      if (errcode) goto done;
      if (!lp->stat)
      {  errcode = error(env, CPXERR_NO_SOLN);
         goto done;
      }
      if (lp->meth == CPX_ALG_PRIMAL || lp->meth == CPX_ALG_DUAL)
         ;
      else
      {  errcode = error(env, CPXERR_NO_BASIC_SOLN);
         goto done;
      }
      errcode = 0;
      if (rstat != NULL)
      {  m = glp_get_num_rows(lp->prob);
         for (i = 0; i < m; i++)
         {  stat = glp_get_row_stat(lp->prob, i+1);
            if (stat == GLP_BS)
               rstat[i] = CPX_BASIC;
            else if (lp->rflag[i] == RF_NOT_RANGED || stat != GLP_NU)
               rstat[i] = CPX_AT_LOWER;
            else
               rstat[i] = CPX_AT_UPPER;
         }
      }
      if (cstat != NULL)
      {  n = glp_get_num_cols(lp->prob);
         for (j = 0; j < n; j++)
         {  stat = glp_get_col_stat(lp->prob, j+1);
            if (stat == GLP_BS)
               cstat[j] = CPX_BASIC;
            else if (stat == GLP_NU)
               cstat[j] = CPX_AT_UPPER;
            else if (stat == GLP_NF)
               cstat[j] = CPX_FREE_SUPER;
            else
               cstat[j] = CPX_AT_LOWER;
         }
      }
done: return errcode;
}

int CPXgetbasednorms(CPXENV *env, CPXLP *lp, int cstat[], int rstat[],
      double dnorm[])
{     int i, m, errcode;
      errcode = CPXgetbase(env, lp, cstat, rstat);
      if (errcode) goto done;
      if (dnorm != NULL)
      {  m = glp_get_num_rows(lp->prob);
         for (i = 0; i < m; i++) dnorm[i] = 1.0;
      }
done: return errcode;
}

int CPXgetbhead(CPXENV *env, CPXLP *lp, int head[], double x[])
{     xassert(env == env);
      xassert(lp == lp);
      xassert(head == head);
      xassert(x == x);
      printf("CPXgetbhead: not implemented yet\n");
      exit(EXIT_FAILURE);
      return -1;
}

int CPXgetdblparam(CPXENV *env, int whichparam, double *value)
{     int k, errcode;
      errcode = checkenv(env);
      if (errcode) goto done;
      k = finddblparam(whichparam);
      if (k < 0)
      {  errcode = error(env, CPXERR_BAD_PARAM_NUM);
         goto done;
      }
      errcode = 0;
      if (value != NULL)
         *value = env->dblparam[k];
done: return errcode;
}

int CPXgetdj(CPXENV *env, CPXLP *lp, double dj[], int begin, int end)
{     int j, n, errcode;
      errcode = checklp(env, lp);
      if (errcode) goto done;
      n = glp_get_num_cols(lp->prob);
      if (!(0 <= begin && begin <= end && end < n))
      {  errcode = error(env, CPXERR_INDEX_RANGE);
         goto done;
      }
      if (!lp->stat)
      {  errcode = error(env, CPXERR_NO_SOLN);
         goto done;
      }
      errcode = 0;
      if (lp->meth == CPX_ALG_PRIMAL || lp->meth == CPX_ALG_DUAL)
      {  if (dj != NULL)
         {  for (j = begin; j <= end; j++)
               dj[j-begin] = glp_get_col_dual(lp->prob, j+1);
         }
      }
      else
         xassert(lp != lp);
done: return errcode;
}

char *CPXgeterrorstring(CPXENV *env, int errcode, char *buffer)
{     const char *string;
      xassert(env == env);
      string = finderrstring(errcode);
      if (string == NULL)
         buffer = NULL;
      else
         sprintf(buffer, "CPLEX Error %5d:  %s.\n", errcode, string);
      return buffer;
}

int CPXgetijdiv(CPXENV *env, CPXLP *lp, int *idiv, int *jdiv)
{     xassert(env == env);
      xassert(lp == lp);
      xassert(idiv == idiv);
      xassert(jdiv == jdiv);
      printf("CPXgetijdiv: not implemented yet\n");
      exit(EXIT_FAILURE);
      return -1;
}

int CPXgetintparam(CPXENV *env, int whichparam, int *value)
{     int k, errcode;
      errcode = checkenv(env);
      if (errcode) goto done;
      k = findintparam(whichparam);
      if (k < 0)
      {  errcode = error(env, CPXERR_BAD_PARAM_NUM);
         goto done;
      }
      errcode = 0;
      if (value != NULL)
         *value = env->intparam[k];
done: return errcode;
}

int CPXgetlb(CPXENV *env, CPXLP *lp, double lb[], int begin, int end)
{     xassert(env == env);
      xassert(lp == lp);
      xassert(lb == lb);
      xassert(begin == begin);
      xassert(end == end);
      printf("CPXgetlb: not implemented yet\n");
      exit(EXIT_FAILURE);
      return -1;
}

int CPXgetmethod(CPXENV *env, CPXLP *lp)
{     int method;
      if (checklp(env, lp))
         method = CPX_ALG_NONE;
      else
         method = lp->meth;
      return method;
}

int CPXgetnumcols(CPXENV *env, CPXLP *lp)
{     int numcols;
      if (checklp(env, lp))
         numcols = 0;
      else
         numcols = glp_get_num_cols(lp->prob);
      return numcols;
}

int CPXgetnumnz(CPXENV *env, CPXLP *lp)
{     int numnz;
      if (checklp(env, lp))
         numnz = 0;
      else
         numnz = glp_get_num_nz(lp->prob);
      return numnz;
}

int CPXgetnumrows(CPXENV *env, CPXLP *lp)
{     int numrows;
      if (checklp(env, lp))
         numrows = 0;
      else
         numrows = glp_get_num_rows(lp->prob);
      return numrows;
}

int CPXgetobjval(CPXENV *env, CPXLP *lp, double *objval)
{     int errcode;
      errcode = checklp(env, lp);
      if (errcode) goto done;
      if (!lp->stat)
      {  errcode = error(env, CPXERR_NO_SOLN);
         goto done;
      }
      errcode = 0;
      if (lp->meth == CPX_ALG_PRIMAL || lp->meth == CPX_ALG_DUAL)
      {  if (objval != NULL)
            *objval = glp_get_obj_val(lp->prob);
      }
      else
         xassert(lp != lp);
done: return errcode;
}

int CPXgetpi(CPXENV *env, CPXLP *lp, double pi[], int begin, int end)
{     int i, m, errcode;
      errcode = checklp(env, lp);
      if (errcode) goto done;
      m = glp_get_num_rows(lp->prob);
      if (!(0 <= begin && begin <= end && end < m))
      {  errcode = error(env, CPXERR_INDEX_RANGE);
         goto done;
      }
      if (!lp->stat)
      {  errcode = error(env, CPXERR_NO_SOLN);
         goto done;
      }
      errcode = 0;
      if (lp->meth == CPX_ALG_PRIMAL || lp->meth == CPX_ALG_DUAL)
      {  if (pi != NULL)
         {  for (i = begin; i <= end; i++)
               pi[i-begin] = glp_get_row_dual(lp->prob, i+1);
         }
      }
      else
         xassert(lp != lp);
done: return errcode;
}

int CPXgetsense(CPXENV *env, CPXLP *lp, char sense[], int begin,
      int end)
{     xassert(env == env);
      xassert(lp == lp);
      xassert(sense == sense);
      xassert(begin == begin);
      xassert(end == end);
      printf("CPXgetsense: not implemented yet\n");
      exit(EXIT_FAILURE);
      return -1;
}

int CPXgetslack(CPXENV *env, CPXLP *lp, double slack[], int begin,
      int end)
{     int i, m, type, errcode;
      double temp;
      errcode = checklp(env, lp);
      if (errcode) goto done;
      m = glp_get_num_rows(lp->prob);
      if (!(0 <= begin && begin <= end && end < m))
      {  errcode = error(env, CPXERR_INDEX_RANGE);
         goto done;
      }
      if (!lp->stat)
      {  errcode = error(env, CPXERR_NO_SOLN);
         goto done;
      }
      errcode = 0;
      if (lp->meth == CPX_ALG_PRIMAL || lp->meth == CPX_ALG_DUAL)
      {  if (slack != NULL)
         {  for (i = begin; i <= end; i++)
            {  type = glp_get_row_type(lp->prob, i+1);
               temp = glp_get_row_prim(lp->prob, i+1);
               if (lp->rflag[i] == RF_NOT_RANGED)
               {  if (type == GLP_LO || type == GLP_FX)
                     slack[i-begin] =
                        glp_get_row_lb(lp->prob, i+1) - temp;
                  else if (type == GLP_UP)
                     slack[i-begin] =
                        glp_get_row_ub(lp->prob, i+1) - temp;
                  else
                     xassert(type != type);
               }
               else if (lp->rflag[i] == RF_RANGED_POS)
               {  xassert(type == GLP_DB || type == GLP_FX);
                  slack[i-begin] =
                     temp - glp_get_row_lb(lp->prob, i+1);
               }
               else if (lp->rflag[i] == RF_RANGED_NEG)
               {  xassert(type == GLP_DB);
                  slack[i-begin] =
                     temp - glp_get_row_ub(lp->prob, i+1);
               }
               else
                  xassert(lp != lp);
            }
         }
      }
      else
         xassert(lp != lp);
done: return errcode;
}

int CPXgetstat(CPXENV *env, CPXLP *lp)
{     int stat;
      if (checklp(env, lp))
         stat = 0;
      else
         stat = lp->stat;
      return stat;
}

int CPXgetub(CPXENV *env, CPXLP *lp, double ub[], int begin, int end)
{     xassert(env == env);
      xassert(lp == lp);