1108 lines
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1108 lines
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<div class="title">glpk_interface.cc</div> </div>
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<a href="glpk__interface_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">// Copyright 2010-2018 Google LLC</span></div>
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<div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a name="l00009"></a><span class="lineno"> 9</span> <span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="comment">// limitations under the License.</span></div>
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<div class="line"><a name="l00013"></a><span class="lineno"> 13</span>  </div>
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<div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00015"></a><span class="lineno"> 15</span>  </div>
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<div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="preprocessor">#if defined(USE_GLPK)</span></div>
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<div class="line"><a name="l00017"></a><span class="lineno"> 17</span>  </div>
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<div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="preprocessor">#include <cmath></span></div>
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<div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="preprocessor">#include <cstddef></span></div>
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<div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="preprocessor">#include <limits></span></div>
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<div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="preprocessor">#include <memory></span></div>
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<div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="preprocessor">#include <string></span></div>
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<div class="line"><a name="l00023"></a><span class="lineno"> 23</span> <span class="preprocessor">#include <utility></span></div>
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<div class="line"><a name="l00024"></a><span class="lineno"> 24</span> <span class="preprocessor">#include <vector></span></div>
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<div class="line"><a name="l00025"></a><span class="lineno"> 25</span>  </div>
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<div class="line"><a name="l00026"></a><span class="lineno"> 26</span> <span class="preprocessor">#include "absl/memory/memory.h"</span></div>
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<div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <span class="preprocessor">#include "absl/strings/str_format.h"</span></div>
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<div class="line"><a name="l00028"></a><span class="lineno"> 28</span> <span class="preprocessor">#include "<a class="code" href="commandlineflags_8h.html">ortools/base/commandlineflags.h</a>"</span></div>
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<div class="line"><a name="l00029"></a><span class="lineno"> 29</span> <span class="preprocessor">#include "<a class="code" href="hash_8h.html">ortools/base/hash.h</a>"</span></div>
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<div class="line"><a name="l00030"></a><span class="lineno"> 30</span> <span class="preprocessor">#include "<a class="code" href="integral__types_8h.html">ortools/base/integral_types.h</a>"</span></div>
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<div class="line"><a name="l00031"></a><span class="lineno"> 31</span> <span class="preprocessor">#include "<a class="code" href="base_2logging_8h.html">ortools/base/logging.h</a>"</span></div>
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<div class="line"><a name="l00032"></a><span class="lineno"> 32</span> <span class="preprocessor">#include "<a class="code" href="timer_8h.html">ortools/base/timer.h</a>"</span></div>
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<div class="line"><a name="l00033"></a><span class="lineno"> 33</span> <span class="preprocessor">#include "<a class="code" href="linear__solver_8h.html">ortools/linear_solver/linear_solver.h</a>"</span></div>
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<div class="line"><a name="l00034"></a><span class="lineno"> 34</span>  </div>
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<div class="line"><a name="l00035"></a><span class="lineno"> 35</span> <span class="keyword">extern</span> <span class="stringliteral">"C"</span> {</div>
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<div class="line"><a name="l00036"></a><span class="lineno"> 36</span> <span class="preprocessor">#include "glpk.h"</span></div>
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<div class="line"><a name="l00037"></a><span class="lineno"> 37</span> }</div>
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<div class="line"><a name="l00038"></a><span class="lineno"> 38</span>  </div>
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<div class="line"><a name="l00039"></a><span class="lineno"> 39</span> <span class="keyword">namespace </span><a class="code" href="namespaceoperations__research.html">operations_research</a> {</div>
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<div class="line"><a name="l00040"></a><span class="lineno"> 40</span> <span class="comment">// Class to store information gathered in the callback</span></div>
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<div class="line"><a name="l00041"></a><span class="lineno"> 41</span> <span class="keyword">class </span>GLPKInformation {</div>
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<div class="line"><a name="l00042"></a><span class="lineno"> 42</span>  <span class="keyword">public</span>:</div>
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<div class="line"><a name="l00043"></a><span class="lineno"> 43</span>  <span class="keyword">explicit</span> GLPKInformation(<span class="keywordtype">bool</span> maximize) : num_all_nodes_(0) {</div>
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<div class="line"><a name="l00044"></a><span class="lineno"> 44</span>  ResetBestObjectiveBound(maximize);</div>
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<div class="line"><a name="l00045"></a><span class="lineno"> 45</span>  }</div>
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<div class="line"><a name="l00046"></a><span class="lineno"> 46</span>  <span class="keywordtype">void</span> Reset(<span class="keywordtype">bool</span> maximize) {</div>
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<div class="line"><a name="l00047"></a><span class="lineno"> 47</span>  num_all_nodes_ = 0;</div>
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<div class="line"><a name="l00048"></a><span class="lineno"> 48</span>  ResetBestObjectiveBound(maximize);</div>
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<div class="line"><a name="l00049"></a><span class="lineno"> 49</span>  }</div>
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<div class="line"><a name="l00050"></a><span class="lineno"> 50</span>  <span class="keywordtype">void</span> ResetBestObjectiveBound(<span class="keywordtype">bool</span> maximize) {</div>
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<div class="line"><a name="l00051"></a><span class="lineno"> 51</span>  <span class="keywordflow">if</span> (maximize) {</div>
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<div class="line"><a name="l00052"></a><span class="lineno"> 52</span>  best_objective_bound_ = std::numeric_limits<double>::infinity();</div>
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<div class="line"><a name="l00053"></a><span class="lineno"> 53</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00054"></a><span class="lineno"> 54</span>  best_objective_bound_ = -std::numeric_limits<double>::infinity();</div>
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<div class="line"><a name="l00055"></a><span class="lineno"> 55</span>  }</div>
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<div class="line"><a name="l00056"></a><span class="lineno"> 56</span>  }</div>
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<div class="line"><a name="l00057"></a><span class="lineno"> 57</span>  <span class="keywordtype">int</span> num_all_nodes_;</div>
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<div class="line"><a name="l00058"></a><span class="lineno"> 58</span>  <span class="keywordtype">double</span> best_objective_bound_;</div>
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<div class="line"><a name="l00059"></a><span class="lineno"> 59</span> };</div>
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<div class="line"><a name="l00060"></a><span class="lineno"> 60</span>  </div>
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<div class="line"><a name="l00061"></a><span class="lineno"> 61</span> <span class="comment">// Function to be called in the GLPK callback</span></div>
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<div class="line"><a name="l00062"></a><span class="lineno"> 62</span> <span class="keywordtype">void</span> GLPKGatherInformationCallback(glp_tree* tree, <span class="keywordtype">void</span>* info) {</div>
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<div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(tree != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(info != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a name="l00065"></a><span class="lineno"> 65</span>  GLPKInformation* glpk_info = <span class="keyword">reinterpret_cast<</span>GLPKInformation*<span class="keyword">></span>(info);</div>
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<div class="line"><a name="l00066"></a><span class="lineno"> 66</span>  <span class="keywordflow">switch</span> (glp_ios_reason(tree)) {</div>
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<div class="line"><a name="l00067"></a><span class="lineno"> 67</span>  <span class="comment">// The best bound and the number of nodes change only when GLPK</span></div>
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<div class="line"><a name="l00068"></a><span class="lineno"> 68</span>  <span class="comment">// branches, generates cuts or finds an integer solution.</span></div>
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<div class="line"><a name="l00069"></a><span class="lineno"> 69</span>  <span class="keywordflow">case</span> GLP_ISELECT:</div>
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<div class="line"><a name="l00070"></a><span class="lineno"> 70</span>  <span class="keywordflow">case</span> GLP_IROWGEN:</div>
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<div class="line"><a name="l00071"></a><span class="lineno"> 71</span>  <span class="keywordflow">case</span> GLP_IBINGO: {</div>
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<div class="line"><a name="l00072"></a><span class="lineno"> 72</span>  <span class="comment">// Get total number of nodes</span></div>
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<div class="line"><a name="l00073"></a><span class="lineno"> 73</span>  glp_ios_tree_size(tree, <span class="keyword">nullptr</span>, <span class="keyword">nullptr</span>, &glpk_info->num_all_nodes_);</div>
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<div class="line"><a name="l00074"></a><span class="lineno"> 74</span>  <span class="comment">// Get best bound</span></div>
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<div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  <span class="keywordtype">int</span> node_id = glp_ios_best_node(tree);</div>
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<div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  <span class="keywordflow">if</span> (node_id > 0) {</div>
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<div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  glpk_info->best_objective_bound_ = glp_ios_node_bound(tree, node_id);</div>
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<div class="line"><a name="l00078"></a><span class="lineno"> 78</span>  }</div>
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<div class="line"><a name="l00079"></a><span class="lineno"> 79</span>  <span class="keywordflow">break</span>;</div>
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<div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  }</div>
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<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  <span class="keywordflow">default</span>:</div>
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<div class="line"><a name="l00082"></a><span class="lineno"> 82</span>  <span class="keywordflow">break</span>;</div>
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<div class="line"><a name="l00083"></a><span class="lineno"> 83</span>  }</div>
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<div class="line"><a name="l00084"></a><span class="lineno"> 84</span> }</div>
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<div class="line"><a name="l00085"></a><span class="lineno"> 85</span>  </div>
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<div class="line"><a name="l00086"></a><span class="lineno"> 86</span> <span class="comment">// ----- GLPK Solver -----</span></div>
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<div class="line"><a name="l00087"></a><span class="lineno"> 87</span>  </div>
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<div class="line"><a name="l00088"></a><span class="lineno"> 88</span> <span class="keyword">namespace </span>{</div>
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<div class="line"><a name="l00089"></a><span class="lineno"> 89</span> <span class="comment">// GLPK indexes its variables and constraints starting at 1.</span></div>
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<div class="line"><a name="l00090"></a><span class="lineno"> 90</span> <span class="keywordtype">int</span> MPSolverIndexToGlpkIndex(<span class="keywordtype">int</span> <a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>) { <span class="keywordflow">return</span> <a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a> + 1; }</div>
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<div class="line"><a name="l00091"></a><span class="lineno"> 91</span> } <span class="comment">// namespace</span></div>
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<div class="line"><a name="l00092"></a><span class="lineno"> 92</span>  </div>
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<div class="line"><a name="l00093"></a><span class="lineno"> 93</span> <span class="keyword">class </span>GLPKInterface : <span class="keyword">public</span> MPSolverInterface {</div>
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<div class="line"><a name="l00094"></a><span class="lineno"> 94</span>  <span class="keyword">public</span>:</div>
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<div class="line"><a name="l00095"></a><span class="lineno"> 95</span>  <span class="comment">// Constructor that takes a name for the underlying glpk solver.</span></div>
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<div class="line"><a name="l00096"></a><span class="lineno"> 96</span>  GLPKInterface(MPSolver* <span class="keyword">const</span> solver, <span class="keywordtype">bool</span> mip);</div>
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<div class="line"><a name="l00097"></a><span class="lineno"> 97</span>  ~GLPKInterface() <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  </div>
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<div class="line"><a name="l00099"></a><span class="lineno"> 99</span>  <span class="comment">// Sets the optimization direction (min/max).</span></div>
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<div class="line"><a name="l00100"></a><span class="lineno"> 100</span>  <span class="keywordtype">void</span> SetOptimizationDirection(<span class="keywordtype">bool</span> maximize) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00101"></a><span class="lineno"> 101</span>  </div>
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<div class="line"><a name="l00102"></a><span class="lineno"> 102</span>  <span class="comment">// ----- Solve -----</span></div>
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<div class="line"><a name="l00103"></a><span class="lineno"> 103</span>  <span class="comment">// Solve the problem using the parameter values specified.</span></div>
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<div class="line"><a name="l00104"></a><span class="lineno"> 104</span>  <a class="code" href="classoperations__research_1_1_m_p_solver.html#a573d479910e373f5d771d303e440587d">MPSolver::ResultStatus</a> <a class="code" href="namespaceoperations__research_1_1sat.html#af904018d9a1c9983624b1ce0331f2bf5">Solve</a>(<span class="keyword">const</span> MPSolverParameters& param) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00105"></a><span class="lineno"> 105</span>  </div>
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<div class="line"><a name="l00106"></a><span class="lineno"> 106</span>  <span class="comment">// ----- Model modifications and extraction -----</span></div>
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<div class="line"><a name="l00107"></a><span class="lineno"> 107</span>  <span class="comment">// Resets extracted model</span></div>
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<div class="line"><a name="l00108"></a><span class="lineno"> 108</span>  <span class="keywordtype">void</span> Reset() <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00109"></a><span class="lineno"> 109</span>  </div>
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<div class="line"><a name="l00110"></a><span class="lineno"> 110</span>  <span class="comment">// Modify bounds.</span></div>
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<div class="line"><a name="l00111"></a><span class="lineno"> 111</span>  <span class="keywordtype">void</span> SetVariableBounds(<span class="keywordtype">int</span> mpsolver_var_index, <span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00112"></a><span class="lineno"> 112</span>  <span class="keywordtype">void</span> SetVariableInteger(<span class="keywordtype">int</span> mpsolver_var_index, <span class="keywordtype">bool</span> integer) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00113"></a><span class="lineno"> 113</span>  <span class="keywordtype">void</span> SetConstraintBounds(<span class="keywordtype">int</span> mpsolver_constraint_index, <span class="keywordtype">double</span> lb,</div>
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<div class="line"><a name="l00114"></a><span class="lineno"> 114</span>  <span class="keywordtype">double</span> ub) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00115"></a><span class="lineno"> 115</span>  </div>
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<div class="line"><a name="l00116"></a><span class="lineno"> 116</span>  <span class="comment">// Add Constraint incrementally.</span></div>
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<div class="line"><a name="l00117"></a><span class="lineno"> 117</span>  <span class="keywordtype">void</span> AddRowConstraint(MPConstraint* <span class="keyword">const</span> <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00118"></a><span class="lineno"> 118</span>  <span class="comment">// Add variable incrementally.</span></div>
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<div class="line"><a name="l00119"></a><span class="lineno"> 119</span>  <span class="keywordtype">void</span> AddVariable(MPVariable* <span class="keyword">const</span> <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00120"></a><span class="lineno"> 120</span>  <span class="comment">// Change a coefficient in a constraint.</span></div>
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<div class="line"><a name="l00121"></a><span class="lineno"> 121</span>  <span class="keywordtype">void</span> SetCoefficient(MPConstraint* <span class="keyword">const</span> constraint,</div>
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<div class="line"><a name="l00122"></a><span class="lineno"> 122</span>  <span class="keyword">const</span> MPVariable* <span class="keyword">const</span> variable, <span class="keywordtype">double</span> new_value,</div>
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<div class="line"><a name="l00123"></a><span class="lineno"> 123</span>  <span class="keywordtype">double</span> old_value) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00124"></a><span class="lineno"> 124</span>  <span class="comment">// Clear a constraint from all its terms.</span></div>
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<div class="line"><a name="l00125"></a><span class="lineno"> 125</span>  <span class="keywordtype">void</span> ClearConstraint(MPConstraint* <span class="keyword">const</span> constraint) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00126"></a><span class="lineno"> 126</span>  <span class="comment">// Change a coefficient in the linear objective</span></div>
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<div class="line"><a name="l00127"></a><span class="lineno"> 127</span>  <span class="keywordtype">void</span> SetObjectiveCoefficient(<span class="keyword">const</span> MPVariable* <span class="keyword">const</span> variable,</div>
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<div class="line"><a name="l00128"></a><span class="lineno"> 128</span>  <span class="keywordtype">double</span> <a class="code" href="routing__search_8cc.html#ab66ad179c8a6fcf1adb958cb51f4c7cb">coefficient</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00129"></a><span class="lineno"> 129</span>  <span class="comment">// Change the constant term in the linear objective.</span></div>
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<div class="line"><a name="l00130"></a><span class="lineno"> 130</span>  <span class="keywordtype">void</span> SetObjectiveOffset(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00131"></a><span class="lineno"> 131</span>  <span class="comment">// Clear the objective from all its terms.</span></div>
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<div class="line"><a name="l00132"></a><span class="lineno"> 132</span>  <span class="keywordtype">void</span> ClearObjective() <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00133"></a><span class="lineno"> 133</span>  </div>
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<div class="line"><a name="l00134"></a><span class="lineno"> 134</span>  <span class="comment">// ------ Query statistics on the solution and the solve ------</span></div>
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<div class="line"><a name="l00135"></a><span class="lineno"> 135</span>  <span class="comment">// Number of simplex iterations</span></div>
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<div class="line"><a name="l00136"></a><span class="lineno"> 136</span>  <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> iterations() <span class="keyword">const override</span>;</div>
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<div class="line"><a name="l00137"></a><span class="lineno"> 137</span>  <span class="comment">// Number of branch-and-bound nodes. Only available for discrete problems.</span></div>
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<div class="line"><a name="l00138"></a><span class="lineno"> 138</span>  <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> nodes() <span class="keyword">const override</span>;</div>
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<div class="line"><a name="l00139"></a><span class="lineno"> 139</span>  </div>
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<div class="line"><a name="l00140"></a><span class="lineno"> 140</span>  <span class="comment">// Returns the basis status of a row.</span></div>
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<div class="line"><a name="l00141"></a><span class="lineno"> 141</span>  <a class="code" href="classoperations__research_1_1_m_p_solver.html#afd922eb2bef96597c426557a8056f76d">MPSolver::BasisStatus</a> row_status(<span class="keywordtype">int</span> constraint_index) <span class="keyword">const override</span>;</div>
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<div class="line"><a name="l00142"></a><span class="lineno"> 142</span>  <span class="comment">// Returns the basis status of a column.</span></div>
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<div class="line"><a name="l00143"></a><span class="lineno"> 143</span>  <a class="code" href="classoperations__research_1_1_m_p_solver.html#afd922eb2bef96597c426557a8056f76d">MPSolver::BasisStatus</a> column_status(<span class="keywordtype">int</span> variable_index) <span class="keyword">const override</span>;</div>
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<div class="line"><a name="l00144"></a><span class="lineno"> 144</span>  </div>
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<div class="line"><a name="l00145"></a><span class="lineno"> 145</span>  <span class="comment">// Checks whether a feasible solution exists.</span></div>
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<div class="line"><a name="l00146"></a><span class="lineno"> 146</span>  <span class="keywordtype">bool</span> CheckSolutionExists() <span class="keyword">const override</span>;</div>
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<div class="line"><a name="l00147"></a><span class="lineno"> 147</span>  </div>
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<div class="line"><a name="l00148"></a><span class="lineno"> 148</span>  <span class="comment">// ----- Misc -----</span></div>
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<div class="line"><a name="l00149"></a><span class="lineno"> 149</span>  <span class="comment">// Query problem type.</span></div>
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<div class="line"><a name="l00150"></a><span class="lineno"> 150</span>  <span class="keywordtype">bool</span> IsContinuous()<span class="keyword"> const override </span>{ <span class="keywordflow">return</span> IsLP(); }</div>
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<div class="line"><a name="l00151"></a><span class="lineno"> 151</span>  <span class="keywordtype">bool</span> IsLP()<span class="keyword"> const override </span>{ <span class="keywordflow">return</span> !mip_; }</div>
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<div class="line"><a name="l00152"></a><span class="lineno"> 152</span>  <span class="keywordtype">bool</span> IsMIP()<span class="keyword"> const override </span>{ <span class="keywordflow">return</span> mip_; }</div>
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<div class="line"><a name="l00153"></a><span class="lineno"> 153</span>  </div>
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<div class="line"><a name="l00154"></a><span class="lineno"> 154</span>  <span class="keywordtype">void</span> ExtractNewVariables() <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00155"></a><span class="lineno"> 155</span>  <span class="keywordtype">void</span> ExtractNewConstraints() <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00156"></a><span class="lineno"> 156</span>  <span class="keywordtype">void</span> ExtractObjective() <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00157"></a><span class="lineno"> 157</span>  </div>
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<div class="line"><a name="l00158"></a><span class="lineno"> 158</span>  std::string SolverVersion()<span class="keyword"> const override </span>{</div>
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<div class="line"><a name="l00159"></a><span class="lineno"> 159</span>  <span class="keywordflow">return</span> absl::StrFormat(<span class="stringliteral">"GLPK %s"</span>, glp_version());</div>
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<div class="line"><a name="l00160"></a><span class="lineno"> 160</span>  }</div>
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<div class="line"><a name="l00161"></a><span class="lineno"> 161</span>  </div>
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<div class="line"><a name="l00162"></a><span class="lineno"> 162</span>  <span class="keywordtype">void</span>* underlying_solver()<span class="keyword"> override </span>{ <span class="keywordflow">return</span> <span class="keyword">reinterpret_cast<</span><span class="keywordtype">void</span>*<span class="keyword">></span>(lp_); }</div>
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<div class="line"><a name="l00163"></a><span class="lineno"> 163</span>  </div>
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<div class="line"><a name="l00164"></a><span class="lineno"> 164</span>  <span class="keywordtype">double</span> ComputeExactConditionNumber() <span class="keyword">const override</span>;</div>
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<div class="line"><a name="l00165"></a><span class="lineno"> 165</span>  </div>
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<div class="line"><a name="l00166"></a><span class="lineno"> 166</span>  <span class="keyword">private</span>:</div>
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<div class="line"><a name="l00167"></a><span class="lineno"> 167</span>  <span class="comment">// Configure the solver's parameters.</span></div>
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<div class="line"><a name="l00168"></a><span class="lineno"> 168</span>  <span class="keywordtype">void</span> ConfigureGLPKParameters(<span class="keyword">const</span> MPSolverParameters& param);</div>
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<div class="line"><a name="l00169"></a><span class="lineno"> 169</span>  </div>
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<div class="line"><a name="l00170"></a><span class="lineno"> 170</span>  <span class="comment">// Set all parameters in the underlying solver.</span></div>
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<div class="line"><a name="l00171"></a><span class="lineno"> 171</span>  <span class="keywordtype">void</span> SetParameters(<span class="keyword">const</span> MPSolverParameters& param) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00172"></a><span class="lineno"> 172</span>  <span class="comment">// Set each parameter in the underlying solver.</span></div>
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<div class="line"><a name="l00173"></a><span class="lineno"> 173</span>  <span class="keywordtype">void</span> SetRelativeMipGap(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00174"></a><span class="lineno"> 174</span>  <span class="keywordtype">void</span> SetPrimalTolerance(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00175"></a><span class="lineno"> 175</span>  <span class="keywordtype">void</span> SetDualTolerance(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00176"></a><span class="lineno"> 176</span>  <span class="keywordtype">void</span> SetPresolveMode(<span class="keywordtype">int</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00177"></a><span class="lineno"> 177</span>  <span class="keywordtype">void</span> SetScalingMode(<span class="keywordtype">int</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00178"></a><span class="lineno"> 178</span>  <span class="keywordtype">void</span> SetLpAlgorithm(<span class="keywordtype">int</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a name="l00179"></a><span class="lineno"> 179</span>  </div>
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<div class="line"><a name="l00180"></a><span class="lineno"> 180</span>  <span class="keywordtype">void</span> ExtractOldConstraints();</div>
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<div class="line"><a name="l00181"></a><span class="lineno"> 181</span>  <span class="keywordtype">void</span> ExtractOneConstraint(MPConstraint* <span class="keyword">const</span> constraint, <span class="keywordtype">int</span>* <span class="keyword">const</span> indices,</div>
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<div class="line"><a name="l00182"></a><span class="lineno"> 182</span>  <span class="keywordtype">double</span>* <span class="keyword">const</span> coefs);</div>
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<div class="line"><a name="l00183"></a><span class="lineno"> 183</span>  <span class="comment">// Transforms basis status from GLPK integer code to MPSolver::BasisStatus.</span></div>
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<div class="line"><a name="l00184"></a><span class="lineno"> 184</span>  <a class="code" href="classoperations__research_1_1_m_p_solver.html#afd922eb2bef96597c426557a8056f76d">MPSolver::BasisStatus</a> TransformGLPKBasisStatus(<span class="keywordtype">int</span> glpk_basis_status) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00185"></a><span class="lineno"> 185</span>  </div>
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<div class="line"><a name="l00186"></a><span class="lineno"> 186</span>  <span class="comment">// Computes the L1-norm of the current scaled basis.</span></div>
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<div class="line"><a name="l00187"></a><span class="lineno"> 187</span>  <span class="comment">// The L1-norm |A| is defined as max_j sum_i |a_ij|</span></div>
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<div class="line"><a name="l00188"></a><span class="lineno"> 188</span>  <span class="comment">// This method is available only for continuous problems.</span></div>
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<div class="line"><a name="l00189"></a><span class="lineno"> 189</span>  <span class="keywordtype">double</span> ComputeScaledBasisL1Norm(<span class="keywordtype">int</span> num_rows, <span class="keywordtype">int</span> num_cols,</div>
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<div class="line"><a name="l00190"></a><span class="lineno"> 190</span>  <span class="keywordtype">double</span>* row_scaling_factor,</div>
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<div class="line"><a name="l00191"></a><span class="lineno"> 191</span>  <span class="keywordtype">double</span>* column_scaling_factor) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00192"></a><span class="lineno"> 192</span>  </div>
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<div class="line"><a name="l00193"></a><span class="lineno"> 193</span>  <span class="comment">// Computes the L1-norm of the inverse of the current scaled</span></div>
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<div class="line"><a name="l00194"></a><span class="lineno"> 194</span>  <span class="comment">// basis.</span></div>
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<div class="line"><a name="l00195"></a><span class="lineno"> 195</span>  <span class="comment">// This method is available only for continuous problems.</span></div>
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<div class="line"><a name="l00196"></a><span class="lineno"> 196</span>  <span class="keywordtype">double</span> ComputeInverseScaledBasisL1Norm(<span class="keywordtype">int</span> num_rows, <span class="keywordtype">int</span> num_cols,</div>
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<div class="line"><a name="l00197"></a><span class="lineno"> 197</span>  <span class="keywordtype">double</span>* row_scaling_factor,</div>
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<div class="line"><a name="l00198"></a><span class="lineno"> 198</span>  <span class="keywordtype">double</span>* column_scaling_factor) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00199"></a><span class="lineno"> 199</span>  </div>
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<div class="line"><a name="l00200"></a><span class="lineno"> 200</span>  glp_prob* lp_;</div>
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<div class="line"><a name="l00201"></a><span class="lineno"> 201</span>  <span class="keywordtype">bool</span> mip_;</div>
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<div class="line"><a name="l00202"></a><span class="lineno"> 202</span>  </div>
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<div class="line"><a name="l00203"></a><span class="lineno"> 203</span>  <span class="comment">// Parameters</span></div>
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<div class="line"><a name="l00204"></a><span class="lineno"> 204</span>  glp_smcp lp_param_;</div>
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<div class="line"><a name="l00205"></a><span class="lineno"> 205</span>  glp_iocp mip_param_;</div>
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<div class="line"><a name="l00206"></a><span class="lineno"> 206</span>  <span class="comment">// For the callback</span></div>
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<div class="line"><a name="l00207"></a><span class="lineno"> 207</span>  std::unique_ptr<GLPKInformation> mip_callback_info_;</div>
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<div class="line"><a name="l00208"></a><span class="lineno"> 208</span> };</div>
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<div class="line"><a name="l00209"></a><span class="lineno"> 209</span>  </div>
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<div class="line"><a name="l00210"></a><span class="lineno"> 210</span> <span class="comment">// Creates a LP/MIP instance with the specified name and minimization objective.</span></div>
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<div class="line"><a name="l00211"></a><span class="lineno"> 211</span> GLPKInterface::GLPKInterface(MPSolver* <span class="keyword">const</span> solver, <span class="keywordtype">bool</span> mip)</div>
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<div class="line"><a name="l00212"></a><span class="lineno"> 212</span>  : MPSolverInterface(solver), lp_(nullptr), mip_(mip) {</div>
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<div class="line"><a name="l00213"></a><span class="lineno"> 213</span>  lp_ = glp_create_prob();</div>
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<div class="line"><a name="l00214"></a><span class="lineno"> 214</span>  glp_set_prob_name(lp_, solver_->name_.c_str());</div>
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<div class="line"><a name="l00215"></a><span class="lineno"> 215</span>  glp_set_obj_dir(lp_, GLP_MIN);</div>
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<div class="line"><a name="l00216"></a><span class="lineno"> 216</span>  mip_callback_info_ = absl::make_unique<GLPKInformation>(<a class="code" href="search_8cc.html#a9648c36eafdd6183052aeec5bef2d8b2">maximize_</a>);</div>
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<div class="line"><a name="l00217"></a><span class="lineno"> 217</span> }</div>
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<div class="line"><a name="l00218"></a><span class="lineno"> 218</span>  </div>
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<div class="line"><a name="l00219"></a><span class="lineno"> 219</span> <span class="comment">// Frees the LP memory allocations.</span></div>
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<div class="line"><a name="l00220"></a><span class="lineno"> 220</span> GLPKInterface::~GLPKInterface() {</div>
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<div class="line"><a name="l00221"></a><span class="lineno"> 221</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(lp_ != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a name="l00222"></a><span class="lineno"> 222</span>  glp_delete_prob(lp_);</div>
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<div class="line"><a name="l00223"></a><span class="lineno"> 223</span>  lp_ = <span class="keyword">nullptr</span>;</div>
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<div class="line"><a name="l00224"></a><span class="lineno"> 224</span> }</div>
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<div class="line"><a name="l00225"></a><span class="lineno"> 225</span>  </div>
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<div class="line"><a name="l00226"></a><span class="lineno"> 226</span> <span class="keywordtype">void</span> GLPKInterface::Reset() {</div>
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<div class="line"><a name="l00227"></a><span class="lineno"> 227</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(lp_ != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a name="l00228"></a><span class="lineno"> 228</span>  glp_delete_prob(lp_);</div>
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<div class="line"><a name="l00229"></a><span class="lineno"> 229</span>  lp_ = glp_create_prob();</div>
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<div class="line"><a name="l00230"></a><span class="lineno"> 230</span>  glp_set_prob_name(lp_, solver_->name_.c_str());</div>
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<div class="line"><a name="l00231"></a><span class="lineno"> 231</span>  glp_set_obj_dir(lp_, <a class="code" href="search_8cc.html#a9648c36eafdd6183052aeec5bef2d8b2">maximize_</a> ? GLP_MAX : GLP_MIN);</div>
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<div class="line"><a name="l00232"></a><span class="lineno"> 232</span>  ResetExtractionInformation();</div>
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<div class="line"><a name="l00233"></a><span class="lineno"> 233</span> }</div>
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<div class="line"><a name="l00234"></a><span class="lineno"> 234</span>  </div>
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<div class="line"><a name="l00235"></a><span class="lineno"> 235</span> <span class="comment">// ------ Model modifications and extraction -----</span></div>
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<div class="line"><a name="l00236"></a><span class="lineno"> 236</span>  </div>
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<div class="line"><a name="l00237"></a><span class="lineno"> 237</span> <span class="comment">// Not cached</span></div>
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<div class="line"><a name="l00238"></a><span class="lineno"> 238</span> <span class="keywordtype">void</span> GLPKInterface::SetOptimizationDirection(<span class="keywordtype">bool</span> maximize) {</div>
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<div class="line"><a name="l00239"></a><span class="lineno"> 239</span>  InvalidateSolutionSynchronization();</div>
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<div class="line"><a name="l00240"></a><span class="lineno"> 240</span>  glp_set_obj_dir(lp_, maximize ? GLP_MAX : GLP_MIN);</div>
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<div class="line"><a name="l00241"></a><span class="lineno"> 241</span> }</div>
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<div class="line"><a name="l00242"></a><span class="lineno"> 242</span>  </div>
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<div class="line"><a name="l00243"></a><span class="lineno"> 243</span> <span class="keywordtype">void</span> GLPKInterface::SetVariableBounds(<span class="keywordtype">int</span> mpsolver_var_index, <span class="keywordtype">double</span> lb,</div>
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<div class="line"><a name="l00244"></a><span class="lineno"> 244</span>  <span class="keywordtype">double</span> ub) {</div>
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<div class="line"><a name="l00245"></a><span class="lineno"> 245</span>  InvalidateSolutionSynchronization();</div>
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<div class="line"><a name="l00246"></a><span class="lineno"> 246</span>  <span class="keywordflow">if</span> (!variable_is_extracted(mpsolver_var_index)) {</div>
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<div class="line"><a name="l00247"></a><span class="lineno"> 247</span>  sync_status_ = MUST_RELOAD;</div>
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<div class="line"><a name="l00248"></a><span class="lineno"> 248</span>  <span class="keywordflow">return</span>;</div>
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<div class="line"><a name="l00249"></a><span class="lineno"> 249</span>  }</div>
|
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<div class="line"><a name="l00250"></a><span class="lineno"> 250</span>  <span class="comment">// Not cached if the variable has been extracted.</span></div>
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|
<div class="line"><a name="l00251"></a><span class="lineno"> 251</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(lp_ != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a name="l00252"></a><span class="lineno"> 252</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> infinity = solver_->infinity();</div>
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<div class="line"><a name="l00253"></a><span class="lineno"> 253</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> glpk_var_index = MPSolverIndexToGlpkIndex(mpsolver_var_index);</div>
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<div class="line"><a name="l00254"></a><span class="lineno"> 254</span>  <span class="keywordflow">if</span> (lb != -infinity) {</div>
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<div class="line"><a name="l00255"></a><span class="lineno"> 255</span>  <span class="keywordflow">if</span> (ub != infinity) {</div>
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<div class="line"><a name="l00256"></a><span class="lineno"> 256</span>  <span class="keywordflow">if</span> (lb == ub) {</div>
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<div class="line"><a name="l00257"></a><span class="lineno"> 257</span>  glp_set_col_bnds(lp_, glpk_var_index, GLP_FX, lb, ub);</div>
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<div class="line"><a name="l00258"></a><span class="lineno"> 258</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00259"></a><span class="lineno"> 259</span>  glp_set_col_bnds(lp_, glpk_var_index, GLP_DB, lb, ub);</div>
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<div class="line"><a name="l00260"></a><span class="lineno"> 260</span>  }</div>
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<div class="line"><a name="l00261"></a><span class="lineno"> 261</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00262"></a><span class="lineno"> 262</span>  glp_set_col_bnds(lp_, glpk_var_index, GLP_LO, lb, 0.0);</div>
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<div class="line"><a name="l00263"></a><span class="lineno"> 263</span>  }</div>
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<div class="line"><a name="l00264"></a><span class="lineno"> 264</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (ub != infinity) {</div>
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<div class="line"><a name="l00265"></a><span class="lineno"> 265</span>  glp_set_col_bnds(lp_, glpk_var_index, GLP_UP, 0.0, ub);</div>
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<div class="line"><a name="l00266"></a><span class="lineno"> 266</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00267"></a><span class="lineno"> 267</span>  glp_set_col_bnds(lp_, glpk_var_index, GLP_FR, 0.0, 0.0);</div>
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<div class="line"><a name="l00268"></a><span class="lineno"> 268</span>  }</div>
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<div class="line"><a name="l00269"></a><span class="lineno"> 269</span> }</div>
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<div class="line"><a name="l00270"></a><span class="lineno"> 270</span>  </div>
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<div class="line"><a name="l00271"></a><span class="lineno"> 271</span> <span class="keywordtype">void</span> GLPKInterface::SetVariableInteger(<span class="keywordtype">int</span> mpsolver_var_index, <span class="keywordtype">bool</span> integer) {</div>
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<div class="line"><a name="l00272"></a><span class="lineno"> 272</span>  InvalidateSolutionSynchronization();</div>
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<div class="line"><a name="l00273"></a><span class="lineno"> 273</span>  <span class="keywordflow">if</span> (mip_) {</div>
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<div class="line"><a name="l00274"></a><span class="lineno"> 274</span>  <span class="keywordflow">if</span> (variable_is_extracted(mpsolver_var_index)) {</div>
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<div class="line"><a name="l00275"></a><span class="lineno"> 275</span>  <span class="comment">// Not cached if the variable has been extracted.</span></div>
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<div class="line"><a name="l00276"></a><span class="lineno"> 276</span>  glp_set_col_kind(lp_, MPSolverIndexToGlpkIndex(mpsolver_var_index),</div>
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<div class="line"><a name="l00277"></a><span class="lineno"> 277</span>  integer ? GLP_IV : GLP_CV);</div>
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<div class="line"><a name="l00278"></a><span class="lineno"> 278</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00279"></a><span class="lineno"> 279</span>  sync_status_ = MUST_RELOAD;</div>
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<div class="line"><a name="l00280"></a><span class="lineno"> 280</span>  }</div>
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<div class="line"><a name="l00281"></a><span class="lineno"> 281</span>  }</div>
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<div class="line"><a name="l00282"></a><span class="lineno"> 282</span> }</div>
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<div class="line"><a name="l00283"></a><span class="lineno"> 283</span>  </div>
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<div class="line"><a name="l00284"></a><span class="lineno"> 284</span> <span class="keywordtype">void</span> GLPKInterface::SetConstraintBounds(<span class="keywordtype">int</span> mpsolver_constraint_index,</div>
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<div class="line"><a name="l00285"></a><span class="lineno"> 285</span>  <span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub) {</div>
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<div class="line"><a name="l00286"></a><span class="lineno"> 286</span>  InvalidateSolutionSynchronization();</div>
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<div class="line"><a name="l00287"></a><span class="lineno"> 287</span>  <span class="keywordflow">if</span> (!constraint_is_extracted(mpsolver_constraint_index)) {</div>
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<div class="line"><a name="l00288"></a><span class="lineno"> 288</span>  sync_status_ = MUST_RELOAD;</div>
|
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<div class="line"><a name="l00289"></a><span class="lineno"> 289</span>  <span class="keywordflow">return</span>;</div>
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<div class="line"><a name="l00290"></a><span class="lineno"> 290</span>  }</div>
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<div class="line"><a name="l00291"></a><span class="lineno"> 291</span>  <span class="comment">// Not cached if the row has been extracted</span></div>
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|
<div class="line"><a name="l00292"></a><span class="lineno"> 292</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> glpk_constraint_index =</div>
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<div class="line"><a name="l00293"></a><span class="lineno"> 293</span>  MPSolverIndexToGlpkIndex(mpsolver_constraint_index);</div>
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|
<div class="line"><a name="l00294"></a><span class="lineno"> 294</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(lp_ != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a name="l00295"></a><span class="lineno"> 295</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> infinity = solver_->infinity();</div>
|
|
<div class="line"><a name="l00296"></a><span class="lineno"> 296</span>  <span class="keywordflow">if</span> (lb != -infinity) {</div>
|
|
<div class="line"><a name="l00297"></a><span class="lineno"> 297</span>  <span class="keywordflow">if</span> (ub != infinity) {</div>
|
|
<div class="line"><a name="l00298"></a><span class="lineno"> 298</span>  <span class="keywordflow">if</span> (lb == ub) {</div>
|
|
<div class="line"><a name="l00299"></a><span class="lineno"> 299</span>  glp_set_row_bnds(lp_, glpk_constraint_index, GLP_FX, lb, ub);</div>
|
|
<div class="line"><a name="l00300"></a><span class="lineno"> 300</span>  } <span class="keywordflow">else</span> {</div>
|
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<div class="line"><a name="l00301"></a><span class="lineno"> 301</span>  glp_set_row_bnds(lp_, glpk_constraint_index, GLP_DB, lb, ub);</div>
|
|
<div class="line"><a name="l00302"></a><span class="lineno"> 302</span>  }</div>
|
|
<div class="line"><a name="l00303"></a><span class="lineno"> 303</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00304"></a><span class="lineno"> 304</span>  glp_set_row_bnds(lp_, glpk_constraint_index, GLP_LO, lb, 0.0);</div>
|
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<div class="line"><a name="l00305"></a><span class="lineno"> 305</span>  }</div>
|
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<div class="line"><a name="l00306"></a><span class="lineno"> 306</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (ub != infinity) {</div>
|
|
<div class="line"><a name="l00307"></a><span class="lineno"> 307</span>  glp_set_row_bnds(lp_, glpk_constraint_index, GLP_UP, 0.0, ub);</div>
|
|
<div class="line"><a name="l00308"></a><span class="lineno"> 308</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00309"></a><span class="lineno"> 309</span>  glp_set_row_bnds(lp_, glpk_constraint_index, GLP_FR, 0.0, 0.0);</div>
|
|
<div class="line"><a name="l00310"></a><span class="lineno"> 310</span>  }</div>
|
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<div class="line"><a name="l00311"></a><span class="lineno"> 311</span> }</div>
|
|
<div class="line"><a name="l00312"></a><span class="lineno"> 312</span>  </div>
|
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<div class="line"><a name="l00313"></a><span class="lineno"> 313</span> <span class="keywordtype">void</span> GLPKInterface::SetCoefficient(MPConstraint* <span class="keyword">const</span> constraint,</div>
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<div class="line"><a name="l00314"></a><span class="lineno"> 314</span>  <span class="keyword">const</span> MPVariable* <span class="keyword">const</span> variable,</div>
|
|
<div class="line"><a name="l00315"></a><span class="lineno"> 315</span>  <span class="keywordtype">double</span> new_value, <span class="keywordtype">double</span> old_value) {</div>
|
|
<div class="line"><a name="l00316"></a><span class="lineno"> 316</span>  InvalidateSolutionSynchronization();</div>
|
|
<div class="line"><a name="l00317"></a><span class="lineno"> 317</span>  <span class="comment">// GLPK does not allow to modify one coefficient at a time, so we</span></div>
|
|
<div class="line"><a name="l00318"></a><span class="lineno"> 318</span>  <span class="comment">// extract the whole constraint again, if it has been extracted</span></div>
|
|
<div class="line"><a name="l00319"></a><span class="lineno"> 319</span>  <span class="comment">// already and if it does not contain new variables. Otherwise, we</span></div>
|
|
<div class="line"><a name="l00320"></a><span class="lineno"> 320</span>  <span class="comment">// cache the modification.</span></div>
|
|
<div class="line"><a name="l00321"></a><span class="lineno"> 321</span>  <span class="keywordflow">if</span> (constraint_is_extracted(constraint->index()) &&</div>
|
|
<div class="line"><a name="l00322"></a><span class="lineno"> 322</span>  (sync_status_ == MODEL_SYNCHRONIZED ||</div>
|
|
<div class="line"><a name="l00323"></a><span class="lineno"> 323</span>  !constraint->ContainsNewVariables())) {</div>
|
|
<div class="line"><a name="l00324"></a><span class="lineno"> 324</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> size = constraint->coefficients_.size();</div>
|
|
<div class="line"><a name="l00325"></a><span class="lineno"> 325</span>  std::unique_ptr<int[]> indices(<span class="keyword">new</span> <span class="keywordtype">int</span>[size + 1]);</div>
|
|
<div class="line"><a name="l00326"></a><span class="lineno"> 326</span>  std::unique_ptr<double[]> coefs(<span class="keyword">new</span> <span class="keywordtype">double</span>[size + 1]);</div>
|
|
<div class="line"><a name="l00327"></a><span class="lineno"> 327</span>  ExtractOneConstraint(constraint, indices.get(), coefs.get());</div>
|
|
<div class="line"><a name="l00328"></a><span class="lineno"> 328</span>  }</div>
|
|
<div class="line"><a name="l00329"></a><span class="lineno"> 329</span> }</div>
|
|
<div class="line"><a name="l00330"></a><span class="lineno"> 330</span>  </div>
|
|
<div class="line"><a name="l00331"></a><span class="lineno"> 331</span> <span class="comment">// Not cached</span></div>
|
|
<div class="line"><a name="l00332"></a><span class="lineno"> 332</span> <span class="keywordtype">void</span> GLPKInterface::ClearConstraint(MPConstraint* <span class="keyword">const</span> constraint) {</div>
|
|
<div class="line"><a name="l00333"></a><span class="lineno"> 333</span>  InvalidateSolutionSynchronization();</div>
|
|
<div class="line"><a name="l00334"></a><span class="lineno"> 334</span>  <span class="comment">// Constraint may have not been extracted yet.</span></div>
|
|
<div class="line"><a name="l00335"></a><span class="lineno"> 335</span>  <span class="keywordflow">if</span> (constraint_is_extracted(constraint->index())) {</div>
|
|
<div class="line"><a name="l00336"></a><span class="lineno"> 336</span>  glp_set_mat_row(lp_, MPSolverIndexToGlpkIndex(constraint->index()), 0,</div>
|
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<div class="line"><a name="l00337"></a><span class="lineno"> 337</span>  <span class="keyword">nullptr</span>, <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a name="l00338"></a><span class="lineno"> 338</span>  }</div>
|
|
<div class="line"><a name="l00339"></a><span class="lineno"> 339</span> }</div>
|
|
<div class="line"><a name="l00340"></a><span class="lineno"> 340</span>  </div>
|
|
<div class="line"><a name="l00341"></a><span class="lineno"> 341</span> <span class="comment">// Cached</span></div>
|
|
<div class="line"><a name="l00342"></a><span class="lineno"> 342</span> <span class="keywordtype">void</span> GLPKInterface::SetObjectiveCoefficient(<span class="keyword">const</span> MPVariable* <span class="keyword">const</span> variable,</div>
|
|
<div class="line"><a name="l00343"></a><span class="lineno"> 343</span>  <span class="keywordtype">double</span> <a class="code" href="routing__search_8cc.html#ab66ad179c8a6fcf1adb958cb51f4c7cb">coefficient</a>) {</div>
|
|
<div class="line"><a name="l00344"></a><span class="lineno"> 344</span>  sync_status_ = MUST_RELOAD;</div>
|
|
<div class="line"><a name="l00345"></a><span class="lineno"> 345</span> }</div>
|
|
<div class="line"><a name="l00346"></a><span class="lineno"> 346</span>  </div>
|
|
<div class="line"><a name="l00347"></a><span class="lineno"> 347</span> <span class="comment">// Cached</span></div>
|
|
<div class="line"><a name="l00348"></a><span class="lineno"> 348</span> <span class="keywordtype">void</span> GLPKInterface::SetObjectiveOffset(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
|
|
<div class="line"><a name="l00349"></a><span class="lineno"> 349</span>  sync_status_ = MUST_RELOAD;</div>
|
|
<div class="line"><a name="l00350"></a><span class="lineno"> 350</span> }</div>
|
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<div class="line"><a name="l00351"></a><span class="lineno"> 351</span>  </div>
|
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<div class="line"><a name="l00352"></a><span class="lineno"> 352</span> <span class="comment">// Clear objective of all its terms (linear)</span></div>
|
|
<div class="line"><a name="l00353"></a><span class="lineno"> 353</span> <span class="keywordtype">void</span> GLPKInterface::ClearObjective() {</div>
|
|
<div class="line"><a name="l00354"></a><span class="lineno"> 354</span>  InvalidateSolutionSynchronization();</div>
|
|
<div class="line"><a name="l00355"></a><span class="lineno"> 355</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span>& entry : solver_->objective_->coefficients_) {</div>
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|
<div class="line"><a name="l00356"></a><span class="lineno"> 356</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> mpsolver_var_index = entry.first->index();</div>
|
|
<div class="line"><a name="l00357"></a><span class="lineno"> 357</span>  <span class="comment">// Variable may have not been extracted yet.</span></div>
|
|
<div class="line"><a name="l00358"></a><span class="lineno"> 358</span>  <span class="keywordflow">if</span> (!variable_is_extracted(mpsolver_var_index)) {</div>
|
|
<div class="line"><a name="l00359"></a><span class="lineno"> 359</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(MODEL_SYNCHRONIZED, sync_status_);</div>
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|
<div class="line"><a name="l00360"></a><span class="lineno"> 360</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00361"></a><span class="lineno"> 361</span>  glp_set_obj_coef(lp_, MPSolverIndexToGlpkIndex(mpsolver_var_index), 0.0);</div>
|
|
<div class="line"><a name="l00362"></a><span class="lineno"> 362</span>  }</div>
|
|
<div class="line"><a name="l00363"></a><span class="lineno"> 363</span>  }</div>
|
|
<div class="line"><a name="l00364"></a><span class="lineno"> 364</span>  <span class="comment">// Constant term.</span></div>
|
|
<div class="line"><a name="l00365"></a><span class="lineno"> 365</span>  glp_set_obj_coef(lp_, 0, 0.0);</div>
|
|
<div class="line"><a name="l00366"></a><span class="lineno"> 366</span> }</div>
|
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<div class="line"><a name="l00367"></a><span class="lineno"> 367</span>  </div>
|
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<div class="line"><a name="l00368"></a><span class="lineno"> 368</span> <span class="keywordtype">void</span> GLPKInterface::AddRowConstraint(MPConstraint* <span class="keyword">const</span> <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>) {</div>
|
|
<div class="line"><a name="l00369"></a><span class="lineno"> 369</span>  sync_status_ = MUST_RELOAD;</div>
|
|
<div class="line"><a name="l00370"></a><span class="lineno"> 370</span> }</div>
|
|
<div class="line"><a name="l00371"></a><span class="lineno"> 371</span>  </div>
|
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<div class="line"><a name="l00372"></a><span class="lineno"> 372</span> <span class="keywordtype">void</span> GLPKInterface::AddVariable(MPVariable* <span class="keyword">const</span> <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>) {</div>
|
|
<div class="line"><a name="l00373"></a><span class="lineno"> 373</span>  sync_status_ = MUST_RELOAD;</div>
|
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<div class="line"><a name="l00374"></a><span class="lineno"> 374</span> }</div>
|
|
<div class="line"><a name="l00375"></a><span class="lineno"> 375</span>  </div>
|
|
<div class="line"><a name="l00376"></a><span class="lineno"> 376</span> <span class="comment">// Define new variables and add them to existing constraints.</span></div>
|
|
<div class="line"><a name="l00377"></a><span class="lineno"> 377</span> <span class="keywordtype">void</span> GLPKInterface::ExtractNewVariables() {</div>
|
|
<div class="line"><a name="l00378"></a><span class="lineno"> 378</span>  <span class="keywordtype">int</span> total_num_vars = solver_->variables_.size();</div>
|
|
<div class="line"><a name="l00379"></a><span class="lineno"> 379</span>  <span class="keywordflow">if</span> (total_num_vars > last_variable_index_) {</div>
|
|
<div class="line"><a name="l00380"></a><span class="lineno"> 380</span>  glp_add_cols(lp_, total_num_vars - last_variable_index_);</div>
|
|
<div class="line"><a name="l00381"></a><span class="lineno"> 381</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = last_variable_index_; j < solver_->variables_.size(); ++j) {</div>
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<div class="line"><a name="l00382"></a><span class="lineno"> 382</span>  MPVariable* <span class="keyword">const</span> <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> = solver_->variables_[j];</div>
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<div class="line"><a name="l00383"></a><span class="lineno"> 383</span>  set_variable_as_extracted(j, <span class="keyword">true</span>);</div>
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<div class="line"><a name="l00384"></a><span class="lineno"> 384</span>  <span class="keywordflow">if</span> (!<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->name().empty()) {</div>
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<div class="line"><a name="l00385"></a><span class="lineno"> 385</span>  glp_set_col_name(lp_, MPSolverIndexToGlpkIndex(j), <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->name().c_str());</div>
|
|
<div class="line"><a name="l00386"></a><span class="lineno"> 386</span>  }</div>
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<div class="line"><a name="l00387"></a><span class="lineno"> 387</span>  SetVariableBounds(<span class="comment">/*mpsolver_var_index=*/</span>j, <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->lb(), <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->ub());</div>
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<div class="line"><a name="l00388"></a><span class="lineno"> 388</span>  SetVariableInteger(<span class="comment">/*mpsolver_var_index=*/</span>j, <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->integer());</div>
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<div class="line"><a name="l00389"></a><span class="lineno"> 389</span>  </div>
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<div class="line"><a name="l00390"></a><span class="lineno"> 390</span>  <span class="comment">// The true objective coefficient will be set later in ExtractObjective.</span></div>
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<div class="line"><a name="l00391"></a><span class="lineno"> 391</span>  <span class="keywordtype">double</span> tmp_obj_coef = 0.0;</div>
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<div class="line"><a name="l00392"></a><span class="lineno"> 392</span>  glp_set_obj_coef(lp_, MPSolverIndexToGlpkIndex(j), tmp_obj_coef);</div>
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<div class="line"><a name="l00393"></a><span class="lineno"> 393</span>  }</div>
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<div class="line"><a name="l00394"></a><span class="lineno"> 394</span>  <span class="comment">// Add new variables to the existing constraints.</span></div>
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<div class="line"><a name="l00395"></a><span class="lineno"> 395</span>  ExtractOldConstraints();</div>
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<div class="line"><a name="l00396"></a><span class="lineno"> 396</span>  }</div>
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<div class="line"><a name="l00397"></a><span class="lineno"> 397</span> }</div>
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<div class="line"><a name="l00398"></a><span class="lineno"> 398</span>  </div>
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<div class="line"><a name="l00399"></a><span class="lineno"> 399</span> <span class="comment">// Extract again existing constraints if they contain new variables.</span></div>
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<div class="line"><a name="l00400"></a><span class="lineno"> 400</span> <span class="keywordtype">void</span> GLPKInterface::ExtractOldConstraints() {</div>
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<div class="line"><a name="l00401"></a><span class="lineno"> 401</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> max_constraint_size =</div>
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<div class="line"><a name="l00402"></a><span class="lineno"> 402</span>  solver_->ComputeMaxConstraintSize(0, last_constraint_index_);</div>
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<div class="line"><a name="l00403"></a><span class="lineno"> 403</span>  <span class="comment">// The first entry in the following arrays is dummy, to be</span></div>
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<div class="line"><a name="l00404"></a><span class="lineno"> 404</span>  <span class="comment">// consistent with glpk API.</span></div>
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<div class="line"><a name="l00405"></a><span class="lineno"> 405</span>  std::unique_ptr<int[]> indices(<span class="keyword">new</span> <span class="keywordtype">int</span>[max_constraint_size + 1]);</div>
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<div class="line"><a name="l00406"></a><span class="lineno"> 406</span>  std::unique_ptr<double[]> coefs(<span class="keyword">new</span> <span class="keywordtype">double</span>[max_constraint_size + 1]);</div>
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<div class="line"><a name="l00407"></a><span class="lineno"> 407</span>  </div>
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<div class="line"><a name="l00408"></a><span class="lineno"> 408</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < last_constraint_index_; ++i) {</div>
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<div class="line"><a name="l00409"></a><span class="lineno"> 409</span>  MPConstraint* <span class="keyword">const</span> <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a> = solver_->constraints_[i];</div>
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<div class="line"><a name="l00410"></a><span class="lineno"> 410</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(constraint_is_extracted(i));</div>
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<div class="line"><a name="l00411"></a><span class="lineno"> 411</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> size = <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->coefficients_.size();</div>
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<div class="line"><a name="l00412"></a><span class="lineno"> 412</span>  <span class="keywordflow">if</span> (size == 0) {</div>
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<div class="line"><a name="l00413"></a><span class="lineno"> 413</span>  <span class="keywordflow">continue</span>;</div>
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<div class="line"><a name="l00414"></a><span class="lineno"> 414</span>  }</div>
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<div class="line"><a name="l00415"></a><span class="lineno"> 415</span>  <span class="comment">// Update the constraint's coefficients if it contains new variables.</span></div>
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<div class="line"><a name="l00416"></a><span class="lineno"> 416</span>  <span class="keywordflow">if</span> (<a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->ContainsNewVariables()) {</div>
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<div class="line"><a name="l00417"></a><span class="lineno"> 417</span>  ExtractOneConstraint(<a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>, indices.get(), coefs.get());</div>
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<div class="line"><a name="l00418"></a><span class="lineno"> 418</span>  }</div>
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<div class="line"><a name="l00419"></a><span class="lineno"> 419</span>  }</div>
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<div class="line"><a name="l00420"></a><span class="lineno"> 420</span> }</div>
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<div class="line"><a name="l00421"></a><span class="lineno"> 421</span>  </div>
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<div class="line"><a name="l00422"></a><span class="lineno"> 422</span> <span class="comment">// Extract one constraint. Arrays indices and coefs must be</span></div>
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<div class="line"><a name="l00423"></a><span class="lineno"> 423</span> <span class="comment">// preallocated to have enough space to contain the constraint's</span></div>
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<div class="line"><a name="l00424"></a><span class="lineno"> 424</span> <span class="comment">// coefficients.</span></div>
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<div class="line"><a name="l00425"></a><span class="lineno"> 425</span> <span class="keywordtype">void</span> GLPKInterface::ExtractOneConstraint(MPConstraint* <span class="keyword">const</span> constraint,</div>
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<div class="line"><a name="l00426"></a><span class="lineno"> 426</span>  <span class="keywordtype">int</span>* <span class="keyword">const</span> indices,</div>
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<div class="line"><a name="l00427"></a><span class="lineno"> 427</span>  <span class="keywordtype">double</span>* <span class="keyword">const</span> coefs) {</div>
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<div class="line"><a name="l00428"></a><span class="lineno"> 428</span>  <span class="comment">// GLPK convention is to start indexing at 1.</span></div>
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<div class="line"><a name="l00429"></a><span class="lineno"> 429</span>  <span class="keywordtype">int</span> k = 1;</div>
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<div class="line"><a name="l00430"></a><span class="lineno"> 430</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span>& entry : constraint->coefficients_) {</div>
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<div class="line"><a name="l00431"></a><span class="lineno"> 431</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variable_is_extracted(entry.first->index()));</div>
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<div class="line"><a name="l00432"></a><span class="lineno"> 432</span>  indices[k] = MPSolverIndexToGlpkIndex(entry.first->index());</div>
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<div class="line"><a name="l00433"></a><span class="lineno"> 433</span>  coefs[k] = entry.second;</div>
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<div class="line"><a name="l00434"></a><span class="lineno"> 434</span>  ++k;</div>
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<div class="line"><a name="l00435"></a><span class="lineno"> 435</span>  }</div>
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<div class="line"><a name="l00436"></a><span class="lineno"> 436</span>  glp_set_mat_row(lp_, MPSolverIndexToGlpkIndex(constraint->index()), k - 1,</div>
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<div class="line"><a name="l00437"></a><span class="lineno"> 437</span>  indices, coefs);</div>
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<div class="line"><a name="l00438"></a><span class="lineno"> 438</span> }</div>
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<div class="line"><a name="l00439"></a><span class="lineno"> 439</span>  </div>
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<div class="line"><a name="l00440"></a><span class="lineno"> 440</span> <span class="comment">// Define new constraints on old and new variables.</span></div>
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<div class="line"><a name="l00441"></a><span class="lineno"> 441</span> <span class="keywordtype">void</span> GLPKInterface::ExtractNewConstraints() {</div>
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<div class="line"><a name="l00442"></a><span class="lineno"> 442</span>  <span class="keywordtype">int</span> total_num_rows = solver_->constraints_.size();</div>
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<div class="line"><a name="l00443"></a><span class="lineno"> 443</span>  <span class="keywordflow">if</span> (last_constraint_index_ < total_num_rows) {</div>
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<div class="line"><a name="l00444"></a><span class="lineno"> 444</span>  <span class="comment">// Define new constraints</span></div>
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<div class="line"><a name="l00445"></a><span class="lineno"> 445</span>  glp_add_rows(lp_, total_num_rows - last_constraint_index_);</div>
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<div class="line"><a name="l00446"></a><span class="lineno"> 446</span>  <span class="keywordtype">int</span> num_coefs = 0;</div>
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<div class="line"><a name="l00447"></a><span class="lineno"> 447</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = last_constraint_index_; i < total_num_rows; ++i) {</div>
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<div class="line"><a name="l00448"></a><span class="lineno"> 448</span>  MPConstraint* <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a> = solver_->constraints_[i];</div>
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<div class="line"><a name="l00449"></a><span class="lineno"> 449</span>  set_constraint_as_extracted(i, <span class="keyword">true</span>);</div>
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<div class="line"><a name="l00450"></a><span class="lineno"> 450</span>  <span class="keywordflow">if</span> (<a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->name().empty()) {</div>
|
|
<div class="line"><a name="l00451"></a><span class="lineno"> 451</span>  glp_set_row_name(lp_, MPSolverIndexToGlpkIndex(i),</div>
|
|
<div class="line"><a name="l00452"></a><span class="lineno"> 452</span>  absl::StrFormat(<span class="stringliteral">"ct_%i"</span>, i).c_str());</div>
|
|
<div class="line"><a name="l00453"></a><span class="lineno"> 453</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00454"></a><span class="lineno"> 454</span>  glp_set_row_name(lp_, MPSolverIndexToGlpkIndex(i), <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->name().c_str());</div>
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<div class="line"><a name="l00455"></a><span class="lineno"> 455</span>  }</div>
|
|
<div class="line"><a name="l00456"></a><span class="lineno"> 456</span>  <span class="comment">// All constraints are set to be of the type <= limit_ .</span></div>
|
|
<div class="line"><a name="l00457"></a><span class="lineno"> 457</span>  SetConstraintBounds(<span class="comment">/*mpsolver_constraint_index=*/</span>i, <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->lb(), <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->ub());</div>
|
|
<div class="line"><a name="l00458"></a><span class="lineno"> 458</span>  num_coefs += <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->coefficients_.size();</div>
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|
<div class="line"><a name="l00459"></a><span class="lineno"> 459</span>  }</div>
|
|
<div class="line"><a name="l00460"></a><span class="lineno"> 460</span>  </div>
|
|
<div class="line"><a name="l00461"></a><span class="lineno"> 461</span>  <span class="comment">// Fill new constraints with coefficients</span></div>
|
|
<div class="line"><a name="l00462"></a><span class="lineno"> 462</span>  <span class="keywordflow">if</span> (last_variable_index_ == 0 && last_constraint_index_ == 0) {</div>
|
|
<div class="line"><a name="l00463"></a><span class="lineno"> 463</span>  <span class="comment">// Faster extraction when nothing has been extracted yet: build</span></div>
|
|
<div class="line"><a name="l00464"></a><span class="lineno"> 464</span>  <span class="comment">// and load whole matrix at once instead of constructing rows</span></div>
|
|
<div class="line"><a name="l00465"></a><span class="lineno"> 465</span>  <span class="comment">// separately.</span></div>
|
|
<div class="line"><a name="l00466"></a><span class="lineno"> 466</span>  </div>
|
|
<div class="line"><a name="l00467"></a><span class="lineno"> 467</span>  <span class="comment">// The first entry in the following arrays is dummy, to be</span></div>
|
|
<div class="line"><a name="l00468"></a><span class="lineno"> 468</span>  <span class="comment">// consistent with glpk API.</span></div>
|
|
<div class="line"><a name="l00469"></a><span class="lineno"> 469</span>  std::unique_ptr<int[]> variable_indices(<span class="keyword">new</span> <span class="keywordtype">int</span>[num_coefs + 1]);</div>
|
|
<div class="line"><a name="l00470"></a><span class="lineno"> 470</span>  std::unique_ptr<int[]> constraint_indices(<span class="keyword">new</span> <span class="keywordtype">int</span>[num_coefs + 1]);</div>
|
|
<div class="line"><a name="l00471"></a><span class="lineno"> 471</span>  std::unique_ptr<double[]> coefs(<span class="keyword">new</span> <span class="keywordtype">double</span>[num_coefs + 1]);</div>
|
|
<div class="line"><a name="l00472"></a><span class="lineno"> 472</span>  <span class="keywordtype">int</span> k = 1;</div>
|
|
<div class="line"><a name="l00473"></a><span class="lineno"> 473</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < solver_->constraints_.size(); ++i) {</div>
|
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<div class="line"><a name="l00474"></a><span class="lineno"> 474</span>  MPConstraint* <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a> = solver_->constraints_[i];</div>
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<div class="line"><a name="l00475"></a><span class="lineno"> 475</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span>& entry : <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->coefficients_) {</div>
|
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<div class="line"><a name="l00476"></a><span class="lineno"> 476</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variable_is_extracted(entry.first->index()));</div>
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<div class="line"><a name="l00477"></a><span class="lineno"> 477</span>  constraint_indices[k] = MPSolverIndexToGlpkIndex(<a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->index());</div>
|
|
<div class="line"><a name="l00478"></a><span class="lineno"> 478</span>  variable_indices[k] = MPSolverIndexToGlpkIndex(entry.first->index());</div>
|
|
<div class="line"><a name="l00479"></a><span class="lineno"> 479</span>  coefs[k] = entry.second;</div>
|
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<div class="line"><a name="l00480"></a><span class="lineno"> 480</span>  ++k;</div>
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<div class="line"><a name="l00481"></a><span class="lineno"> 481</span>  }</div>
|
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<div class="line"><a name="l00482"></a><span class="lineno"> 482</span>  }</div>
|
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<div class="line"><a name="l00483"></a><span class="lineno"> 483</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(num_coefs + 1, k);</div>
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<div class="line"><a name="l00484"></a><span class="lineno"> 484</span>  glp_load_matrix(lp_, num_coefs, constraint_indices.get(),</div>
|
|
<div class="line"><a name="l00485"></a><span class="lineno"> 485</span>  variable_indices.get(), coefs.get());</div>
|
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<div class="line"><a name="l00486"></a><span class="lineno"> 486</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00487"></a><span class="lineno"> 487</span>  <span class="comment">// Build each new row separately.</span></div>
|
|
<div class="line"><a name="l00488"></a><span class="lineno"> 488</span>  <span class="keywordtype">int</span> max_constraint_size = solver_->ComputeMaxConstraintSize(</div>
|
|
<div class="line"><a name="l00489"></a><span class="lineno"> 489</span>  last_constraint_index_, total_num_rows);</div>
|
|
<div class="line"><a name="l00490"></a><span class="lineno"> 490</span>  <span class="comment">// The first entry in the following arrays is dummy, to be</span></div>
|
|
<div class="line"><a name="l00491"></a><span class="lineno"> 491</span>  <span class="comment">// consistent with glpk API.</span></div>
|
|
<div class="line"><a name="l00492"></a><span class="lineno"> 492</span>  std::unique_ptr<int[]> indices(<span class="keyword">new</span> <span class="keywordtype">int</span>[max_constraint_size + 1]);</div>
|
|
<div class="line"><a name="l00493"></a><span class="lineno"> 493</span>  std::unique_ptr<double[]> coefs(<span class="keyword">new</span> <span class="keywordtype">double</span>[max_constraint_size + 1]);</div>
|
|
<div class="line"><a name="l00494"></a><span class="lineno"> 494</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = last_constraint_index_; i < total_num_rows; i++) {</div>
|
|
<div class="line"><a name="l00495"></a><span class="lineno"> 495</span>  ExtractOneConstraint(solver_->constraints_[i], indices.get(),</div>
|
|
<div class="line"><a name="l00496"></a><span class="lineno"> 496</span>  coefs.get());</div>
|
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<div class="line"><a name="l00497"></a><span class="lineno"> 497</span>  }</div>
|
|
<div class="line"><a name="l00498"></a><span class="lineno"> 498</span>  }</div>
|
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<div class="line"><a name="l00499"></a><span class="lineno"> 499</span>  }</div>
|
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<div class="line"><a name="l00500"></a><span class="lineno"> 500</span> }</div>
|
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<div class="line"><a name="l00501"></a><span class="lineno"> 501</span>  </div>
|
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<div class="line"><a name="l00502"></a><span class="lineno"> 502</span> <span class="keywordtype">void</span> GLPKInterface::ExtractObjective() {</div>
|
|
<div class="line"><a name="l00503"></a><span class="lineno"> 503</span>  <span class="comment">// Linear objective: set objective coefficients for all variables</span></div>
|
|
<div class="line"><a name="l00504"></a><span class="lineno"> 504</span>  <span class="comment">// (some might have been modified).</span></div>
|
|
<div class="line"><a name="l00505"></a><span class="lineno"> 505</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span>& entry : solver_->objective_->coefficients_) {</div>
|
|
<div class="line"><a name="l00506"></a><span class="lineno"> 506</span>  glp_set_obj_coef(lp_, MPSolverIndexToGlpkIndex(entry.first->index()),</div>
|
|
<div class="line"><a name="l00507"></a><span class="lineno"> 507</span>  entry.second);</div>
|
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<div class="line"><a name="l00508"></a><span class="lineno"> 508</span>  }</div>
|
|
<div class="line"><a name="l00509"></a><span class="lineno"> 509</span>  <span class="comment">// Constant term.</span></div>
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|
<div class="line"><a name="l00510"></a><span class="lineno"> 510</span>  glp_set_obj_coef(lp_, 0, solver_->Objective().offset());</div>
|
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<div class="line"><a name="l00511"></a><span class="lineno"> 511</span> }</div>
|
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<div class="line"><a name="l00512"></a><span class="lineno"> 512</span>  </div>
|
|
<div class="line"><a name="l00513"></a><span class="lineno"> 513</span> <span class="comment">// Solve the problem using the parameter values specified.</span></div>
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|
<div class="line"><a name="l00514"></a><span class="lineno"> 514</span> MPSolver::ResultStatus <a class="code" href="namespaceoperations__research_1_1sat.html#af904018d9a1c9983624b1ce0331f2bf5">GLPKInterface::Solve</a>(<span class="keyword">const</span> MPSolverParameters& param) {</div>
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<div class="line"><a name="l00515"></a><span class="lineno"> 515</span>  <a class="code" href="class_wall_timer.html">WallTimer</a> timer;</div>
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<div class="line"><a name="l00516"></a><span class="lineno"> 516</span>  timer.<a class="code" href="class_wall_timer.html#a07aaf1227e4d645f15e0a964f54ef291">Start</a>();</div>
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<div class="line"><a name="l00517"></a><span class="lineno"> 517</span>  </div>
|
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<div class="line"><a name="l00518"></a><span class="lineno"> 518</span>  <span class="comment">// Note that GLPK provides incrementality for LP but not for MIP.</span></div>
|
|
<div class="line"><a name="l00519"></a><span class="lineno"> 519</span>  <span class="keywordflow">if</span> (param.GetIntegerParam(MPSolverParameters::INCREMENTALITY) ==</div>
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<div class="line"><a name="l00520"></a><span class="lineno"> 520</span>  MPSolverParameters::INCREMENTALITY_OFF) {</div>
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<div class="line"><a name="l00521"></a><span class="lineno"> 521</span>  Reset();</div>
|
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<div class="line"><a name="l00522"></a><span class="lineno"> 522</span>  }</div>
|
|
<div class="line"><a name="l00523"></a><span class="lineno"> 523</span>  </div>
|
|
<div class="line"><a name="l00524"></a><span class="lineno"> 524</span>  <span class="comment">// Set log level.</span></div>
|
|
<div class="line"><a name="l00525"></a><span class="lineno"> 525</span>  <span class="keywordflow">if</span> (quiet_) {</div>
|
|
<div class="line"><a name="l00526"></a><span class="lineno"> 526</span>  glp_term_out(GLP_OFF);</div>
|
|
<div class="line"><a name="l00527"></a><span class="lineno"> 527</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00528"></a><span class="lineno"> 528</span>  glp_term_out(GLP_ON);</div>
|
|
<div class="line"><a name="l00529"></a><span class="lineno"> 529</span>  }</div>
|
|
<div class="line"><a name="l00530"></a><span class="lineno"> 530</span>  </div>
|
|
<div class="line"><a name="l00531"></a><span class="lineno"> 531</span>  ExtractModel();</div>
|
|
<div class="line"><a name="l00532"></a><span class="lineno"> 532</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << absl::StrFormat(<span class="stringliteral">"Model built in %.3f seconds."</span>, timer.<a class="code" href="class_wall_timer.html#aec56fe080959ecebec3feaed9dafde84">Get</a>());</div>
|
|
<div class="line"><a name="l00533"></a><span class="lineno"> 533</span>  </div>
|
|
<div class="line"><a name="l00534"></a><span class="lineno"> 534</span>  <span class="comment">// Configure parameters at every solve, even when the model has not</span></div>
|
|
<div class="line"><a name="l00535"></a><span class="lineno"> 535</span>  <span class="comment">// been changed, in case some of the parameters such as the time</span></div>
|
|
<div class="line"><a name="l00536"></a><span class="lineno"> 536</span>  <span class="comment">// limit have been changed since the last solve.</span></div>
|
|
<div class="line"><a name="l00537"></a><span class="lineno"> 537</span>  ConfigureGLPKParameters(param);</div>
|
|
<div class="line"><a name="l00538"></a><span class="lineno"> 538</span>  </div>
|
|
<div class="line"><a name="l00539"></a><span class="lineno"> 539</span>  <span class="comment">// Solve</span></div>
|
|
<div class="line"><a name="l00540"></a><span class="lineno"> 540</span>  timer.<a class="code" href="class_wall_timer.html#a6bdbb9a2345c126ae0d72b1e2a9a21d5">Restart</a>();</div>
|
|
<div class="line"><a name="l00541"></a><span class="lineno"> 541</span>  <span class="keywordtype">int</span> solver_status = glp_simplex(lp_, &lp_param_);</div>
|
|
<div class="line"><a name="l00542"></a><span class="lineno"> 542</span>  <span class="keywordflow">if</span> (mip_) {</div>
|
|
<div class="line"><a name="l00543"></a><span class="lineno"> 543</span>  <span class="comment">// glp_intopt requires to solve the root LP separately.</span></div>
|
|
<div class="line"><a name="l00544"></a><span class="lineno"> 544</span>  <span class="comment">// If the root LP was solved successfully, solve the MIP.</span></div>
|
|
<div class="line"><a name="l00545"></a><span class="lineno"> 545</span>  <span class="keywordflow">if</span> (solver_status == 0) {</div>
|
|
<div class="line"><a name="l00546"></a><span class="lineno"> 546</span>  solver_status = glp_intopt(lp_, &mip_param_);</div>
|
|
<div class="line"><a name="l00547"></a><span class="lineno"> 547</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00548"></a><span class="lineno"> 548</span>  <span class="comment">// Something abnormal occurred during the root LP solve. It is</span></div>
|
|
<div class="line"><a name="l00549"></a><span class="lineno"> 549</span>  <span class="comment">// highly unlikely that an integer feasible solution is</span></div>
|
|
<div class="line"><a name="l00550"></a><span class="lineno"> 550</span>  <span class="comment">// available at this point, so we don't put any effort in trying</span></div>
|
|
<div class="line"><a name="l00551"></a><span class="lineno"> 551</span>  <span class="comment">// to recover it.</span></div>
|
|
<div class="line"><a name="l00552"></a><span class="lineno"> 552</span>  result_status_ = MPSolver::ABNORMAL;</div>
|
|
<div class="line"><a name="l00553"></a><span class="lineno"> 553</span>  <span class="keywordflow">if</span> (solver_status == GLP_ETMLIM) {</div>
|
|
<div class="line"><a name="l00554"></a><span class="lineno"> 554</span>  result_status_ = MPSolver::NOT_SOLVED;</div>
|
|
<div class="line"><a name="l00555"></a><span class="lineno"> 555</span>  }</div>
|
|
<div class="line"><a name="l00556"></a><span class="lineno"> 556</span>  sync_status_ = SOLUTION_SYNCHRONIZED;</div>
|
|
<div class="line"><a name="l00557"></a><span class="lineno"> 557</span>  <span class="keywordflow">return</span> result_status_;</div>
|
|
<div class="line"><a name="l00558"></a><span class="lineno"> 558</span>  }</div>
|
|
<div class="line"><a name="l00559"></a><span class="lineno"> 559</span>  }</div>
|
|
<div class="line"><a name="l00560"></a><span class="lineno"> 560</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << absl::StrFormat(<span class="stringliteral">"GLPK Status: %i (time spent: %.3f seconds)."</span>,</div>
|
|
<div class="line"><a name="l00561"></a><span class="lineno"> 561</span>  solver_status, timer.<a class="code" href="class_wall_timer.html#aec56fe080959ecebec3feaed9dafde84">Get</a>());</div>
|
|
<div class="line"><a name="l00562"></a><span class="lineno"> 562</span>  </div>
|
|
<div class="line"><a name="l00563"></a><span class="lineno"> 563</span>  <span class="comment">// Get the results.</span></div>
|
|
<div class="line"><a name="l00564"></a><span class="lineno"> 564</span>  <span class="keywordflow">if</span> (mip_) {</div>
|
|
<div class="line"><a name="l00565"></a><span class="lineno"> 565</span>  objective_value_ = glp_mip_obj_val(lp_);</div>
|
|
<div class="line"><a name="l00566"></a><span class="lineno"> 566</span>  best_objective_bound_ = mip_callback_info_->best_objective_bound_;</div>
|
|
<div class="line"><a name="l00567"></a><span class="lineno"> 567</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00568"></a><span class="lineno"> 568</span>  objective_value_ = glp_get_obj_val(lp_);</div>
|
|
<div class="line"><a name="l00569"></a><span class="lineno"> 569</span>  }</div>
|
|
<div class="line"><a name="l00570"></a><span class="lineno"> 570</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"objective="</span> << objective_value_</div>
|
|
<div class="line"><a name="l00571"></a><span class="lineno"> 571</span>  << <span class="stringliteral">", bound="</span> << best_objective_bound_;</div>
|
|
<div class="line"><a name="l00572"></a><span class="lineno"> 572</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < solver_->variables_.size(); ++i) {</div>
|
|
<div class="line"><a name="l00573"></a><span class="lineno"> 573</span>  MPVariable* <span class="keyword">const</span> <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> = solver_->variables_[i];</div>
|
|
<div class="line"><a name="l00574"></a><span class="lineno"> 574</span>  <span class="keywordtype">double</span> val;</div>
|
|
<div class="line"><a name="l00575"></a><span class="lineno"> 575</span>  <span class="keywordflow">if</span> (mip_) {</div>
|
|
<div class="line"><a name="l00576"></a><span class="lineno"> 576</span>  val = glp_mip_col_val(lp_, MPSolverIndexToGlpkIndex(i));</div>
|
|
<div class="line"><a name="l00577"></a><span class="lineno"> 577</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00578"></a><span class="lineno"> 578</span>  val = glp_get_col_prim(lp_, MPSolverIndexToGlpkIndex(i));</div>
|
|
<div class="line"><a name="l00579"></a><span class="lineno"> 579</span>  }</div>
|
|
<div class="line"><a name="l00580"></a><span class="lineno"> 580</span>  <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->set_solution_value(val);</div>
|
|
<div class="line"><a name="l00581"></a><span class="lineno"> 581</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->name() << <span class="stringliteral">": value ="</span> << val;</div>
|
|
<div class="line"><a name="l00582"></a><span class="lineno"> 582</span>  <span class="keywordflow">if</span> (!mip_) {</div>
|
|
<div class="line"><a name="l00583"></a><span class="lineno"> 583</span>  <span class="keywordtype">double</span> reduced_cost;</div>
|
|
<div class="line"><a name="l00584"></a><span class="lineno"> 584</span>  reduced_cost = glp_get_col_dual(lp_, MPSolverIndexToGlpkIndex(i));</div>
|
|
<div class="line"><a name="l00585"></a><span class="lineno"> 585</span>  <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->set_reduced_cost(reduced_cost);</div>
|
|
<div class="line"><a name="l00586"></a><span class="lineno"> 586</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(4) << <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->name() << <span class="stringliteral">": reduced cost = "</span> << reduced_cost;</div>
|
|
<div class="line"><a name="l00587"></a><span class="lineno"> 587</span>  }</div>
|
|
<div class="line"><a name="l00588"></a><span class="lineno"> 588</span>  }</div>
|
|
<div class="line"><a name="l00589"></a><span class="lineno"> 589</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < solver_->constraints_.size(); ++i) {</div>
|
|
<div class="line"><a name="l00590"></a><span class="lineno"> 590</span>  MPConstraint* <span class="keyword">const</span> <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a> = solver_->constraints_[i];</div>
|
|
<div class="line"><a name="l00591"></a><span class="lineno"> 591</span>  <span class="keywordflow">if</span> (!mip_) {</div>
|
|
<div class="line"><a name="l00592"></a><span class="lineno"> 592</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> dual_value =</div>
|
|
<div class="line"><a name="l00593"></a><span class="lineno"> 593</span>  glp_get_row_dual(lp_, MPSolverIndexToGlpkIndex(i));</div>
|
|
<div class="line"><a name="l00594"></a><span class="lineno"> 594</span>  <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->set_dual_value(dual_value);</div>
|
|
<div class="line"><a name="l00595"></a><span class="lineno"> 595</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(4) << <span class="stringliteral">"row "</span> << MPSolverIndexToGlpkIndex(i)</div>
|
|
<div class="line"><a name="l00596"></a><span class="lineno"> 596</span>  << <span class="stringliteral">": dual value = "</span> << dual_value;</div>
|
|
<div class="line"><a name="l00597"></a><span class="lineno"> 597</span>  }</div>
|
|
<div class="line"><a name="l00598"></a><span class="lineno"> 598</span>  }</div>
|
|
<div class="line"><a name="l00599"></a><span class="lineno"> 599</span>  </div>
|
|
<div class="line"><a name="l00600"></a><span class="lineno"> 600</span>  <span class="comment">// Check the status: optimal, infeasible, etc.</span></div>
|
|
<div class="line"><a name="l00601"></a><span class="lineno"> 601</span>  <span class="keywordflow">if</span> (mip_) {</div>
|
|
<div class="line"><a name="l00602"></a><span class="lineno"> 602</span>  <span class="keywordtype">int</span> tmp_status = glp_mip_status(lp_);</div>
|
|
<div class="line"><a name="l00603"></a><span class="lineno"> 603</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"GLPK result status: "</span> << tmp_status;</div>
|
|
<div class="line"><a name="l00604"></a><span class="lineno"> 604</span>  <span class="keywordflow">if</span> (tmp_status == GLP_OPT) {</div>
|
|
<div class="line"><a name="l00605"></a><span class="lineno"> 605</span>  result_status_ = <a class="code" href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a2579881e7c83261bc21bafb5a5c92cad">MPSolver::OPTIMAL</a>;</div>
|
|
<div class="line"><a name="l00606"></a><span class="lineno"> 606</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (tmp_status == GLP_FEAS) {</div>
|
|
<div class="line"><a name="l00607"></a><span class="lineno"> 607</span>  result_status_ = <a class="code" href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a03f919221217f95d21a593a7120165e1">MPSolver::FEASIBLE</a>;</div>
|
|
<div class="line"><a name="l00608"></a><span class="lineno"> 608</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (tmp_status == GLP_NOFEAS) {</div>
|
|
<div class="line"><a name="l00609"></a><span class="lineno"> 609</span>  <span class="comment">// For infeasible problems, GLPK actually seems to return</span></div>
|
|
<div class="line"><a name="l00610"></a><span class="lineno"> 610</span>  <span class="comment">// GLP_UNDEF. So this is never (?) reached. Return infeasible</span></div>
|
|
<div class="line"><a name="l00611"></a><span class="lineno"> 611</span>  <span class="comment">// in case GLPK returns a correct status in future versions.</span></div>
|
|
<div class="line"><a name="l00612"></a><span class="lineno"> 612</span>  result_status_ = <a class="code" href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a2884fa43446c0cbc9c7a9b74d41d7483">MPSolver::INFEASIBLE</a>;</div>
|
|
<div class="line"><a name="l00613"></a><span class="lineno"> 613</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (solver_status == GLP_ETMLIM) {</div>
|
|
<div class="line"><a name="l00614"></a><span class="lineno"> 614</span>  result_status_ = MPSolver::NOT_SOLVED;</div>
|
|
<div class="line"><a name="l00615"></a><span class="lineno"> 615</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00616"></a><span class="lineno"> 616</span>  result_status_ = MPSolver::ABNORMAL;</div>
|
|
<div class="line"><a name="l00617"></a><span class="lineno"> 617</span>  <span class="comment">// GLPK does not have a status code for unbounded MIP models, so</span></div>
|
|
<div class="line"><a name="l00618"></a><span class="lineno"> 618</span>  <span class="comment">// we return an abnormal status instead.</span></div>
|
|
<div class="line"><a name="l00619"></a><span class="lineno"> 619</span>  }</div>
|
|
<div class="line"><a name="l00620"></a><span class="lineno"> 620</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00621"></a><span class="lineno"> 621</span>  <span class="keywordtype">int</span> tmp_status = glp_get_status(lp_);</div>
|
|
<div class="line"><a name="l00622"></a><span class="lineno"> 622</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"GLPK result status: "</span> << tmp_status;</div>
|
|
<div class="line"><a name="l00623"></a><span class="lineno"> 623</span>  <span class="keywordflow">if</span> (tmp_status == GLP_OPT) {</div>
|
|
<div class="line"><a name="l00624"></a><span class="lineno"> 624</span>  result_status_ = <a class="code" href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a2579881e7c83261bc21bafb5a5c92cad">MPSolver::OPTIMAL</a>;</div>
|
|
<div class="line"><a name="l00625"></a><span class="lineno"> 625</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (tmp_status == GLP_FEAS) {</div>
|
|
<div class="line"><a name="l00626"></a><span class="lineno"> 626</span>  result_status_ = <a class="code" href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a03f919221217f95d21a593a7120165e1">MPSolver::FEASIBLE</a>;</div>
|
|
<div class="line"><a name="l00627"></a><span class="lineno"> 627</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (tmp_status == GLP_NOFEAS || tmp_status == GLP_INFEAS) {</div>
|
|
<div class="line"><a name="l00628"></a><span class="lineno"> 628</span>  <span class="comment">// For infeasible problems, GLPK actually seems to return</span></div>
|
|
<div class="line"><a name="l00629"></a><span class="lineno"> 629</span>  <span class="comment">// GLP_UNDEF. So this is never (?) reached. Return infeasible</span></div>
|
|
<div class="line"><a name="l00630"></a><span class="lineno"> 630</span>  <span class="comment">// in case GLPK returns a correct status in future versions.</span></div>
|
|
<div class="line"><a name="l00631"></a><span class="lineno"> 631</span>  result_status_ = <a class="code" href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a2884fa43446c0cbc9c7a9b74d41d7483">MPSolver::INFEASIBLE</a>;</div>
|
|
<div class="line"><a name="l00632"></a><span class="lineno"> 632</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (tmp_status == GLP_UNBND) {</div>
|
|
<div class="line"><a name="l00633"></a><span class="lineno"> 633</span>  <span class="comment">// For unbounded problems, GLPK actually seems to return</span></div>
|
|
<div class="line"><a name="l00634"></a><span class="lineno"> 634</span>  <span class="comment">// GLP_UNDEF. So this is never (?) reached. Return unbounded</span></div>
|
|
<div class="line"><a name="l00635"></a><span class="lineno"> 635</span>  <span class="comment">// in case GLPK returns a correct status in future versions.</span></div>
|
|
<div class="line"><a name="l00636"></a><span class="lineno"> 636</span>  result_status_ = MPSolver::UNBOUNDED;</div>
|
|
<div class="line"><a name="l00637"></a><span class="lineno"> 637</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (solver_status == GLP_ETMLIM) {</div>
|
|
<div class="line"><a name="l00638"></a><span class="lineno"> 638</span>  result_status_ = MPSolver::NOT_SOLVED;</div>
|
|
<div class="line"><a name="l00639"></a><span class="lineno"> 639</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00640"></a><span class="lineno"> 640</span>  result_status_ = MPSolver::ABNORMAL;</div>
|
|
<div class="line"><a name="l00641"></a><span class="lineno"> 641</span>  }</div>
|
|
<div class="line"><a name="l00642"></a><span class="lineno"> 642</span>  }</div>
|
|
<div class="line"><a name="l00643"></a><span class="lineno"> 643</span>  </div>
|
|
<div class="line"><a name="l00644"></a><span class="lineno"> 644</span>  sync_status_ = SOLUTION_SYNCHRONIZED;</div>
|
|
<div class="line"><a name="l00645"></a><span class="lineno"> 645</span>  </div>
|
|
<div class="line"><a name="l00646"></a><span class="lineno"> 646</span>  <span class="keywordflow">return</span> result_status_;</div>
|
|
<div class="line"><a name="l00647"></a><span class="lineno"> 647</span> }</div>
|
|
<div class="line"><a name="l00648"></a><span class="lineno"> 648</span>  </div>
|
|
<div class="line"><a name="l00649"></a><span class="lineno"> 649</span> MPSolver::BasisStatus GLPKInterface::TransformGLPKBasisStatus(</div>
|
|
<div class="line"><a name="l00650"></a><span class="lineno"> 650</span>  <span class="keywordtype">int</span> glpk_basis_status)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00651"></a><span class="lineno"> 651</span>  <span class="keywordflow">switch</span> (glpk_basis_status) {</div>
|
|
<div class="line"><a name="l00652"></a><span class="lineno"> 652</span>  <span class="keywordflow">case</span> GLP_BS:</div>
|
|
<div class="line"><a name="l00653"></a><span class="lineno"> 653</span>  <span class="keywordflow">return</span> MPSolver::BASIC;</div>
|
|
<div class="line"><a name="l00654"></a><span class="lineno"> 654</span>  <span class="keywordflow">case</span> GLP_NL:</div>
|
|
<div class="line"><a name="l00655"></a><span class="lineno"> 655</span>  <span class="keywordflow">return</span> MPSolver::AT_LOWER_BOUND;</div>
|
|
<div class="line"><a name="l00656"></a><span class="lineno"> 656</span>  <span class="keywordflow">case</span> GLP_NU:</div>
|
|
<div class="line"><a name="l00657"></a><span class="lineno"> 657</span>  <span class="keywordflow">return</span> MPSolver::AT_UPPER_BOUND;</div>
|
|
<div class="line"><a name="l00658"></a><span class="lineno"> 658</span>  <span class="keywordflow">case</span> GLP_NF:</div>
|
|
<div class="line"><a name="l00659"></a><span class="lineno"> 659</span>  <span class="keywordflow">return</span> MPSolver::FREE;</div>
|
|
<div class="line"><a name="l00660"></a><span class="lineno"> 660</span>  <span class="keywordflow">case</span> GLP_NS:</div>
|
|
<div class="line"><a name="l00661"></a><span class="lineno"> 661</span>  <span class="keywordflow">return</span> MPSolver::FIXED_VALUE;</div>
|
|
<div class="line"><a name="l00662"></a><span class="lineno"> 662</span>  <span class="keywordflow">default</span>:</div>
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|
<div class="line"><a name="l00663"></a><span class="lineno"> 663</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#acdd38e3c9f22f127d7776920e3079eda">FATAL</a>) << <span class="stringliteral">"Unknown GLPK basis status"</span>;</div>
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|
<div class="line"><a name="l00664"></a><span class="lineno"> 664</span>  <span class="keywordflow">return</span> MPSolver::FREE;</div>
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|
<div class="line"><a name="l00665"></a><span class="lineno"> 665</span>  }</div>
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|
<div class="line"><a name="l00666"></a><span class="lineno"> 666</span> }</div>
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<div class="line"><a name="l00667"></a><span class="lineno"> 667</span>  </div>
|
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<div class="line"><a name="l00668"></a><span class="lineno"> 668</span> <span class="comment">// ------ Query statistics on the solution and the solve ------</span></div>
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<div class="line"><a name="l00669"></a><span class="lineno"> 669</span>  </div>
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<div class="line"><a name="l00670"></a><span class="lineno"> 670</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> GLPKInterface::iterations()<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00671"></a><span class="lineno"> 671</span> <span class="preprocessor">#if GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION < 49</span></div>
|
|
<div class="line"><a name="l00672"></a><span class="lineno"> 672</span>  <span class="keywordflow">if</span> (!mip_ && CheckSolutionIsSynchronized()) {</div>
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|
<div class="line"><a name="l00673"></a><span class="lineno"> 673</span>  <span class="keywordflow">return</span> lpx_get_int_parm(lp_, LPX_K_ITCNT);</div>
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|
<div class="line"><a name="l00674"></a><span class="lineno"> 674</span>  }</div>
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<div class="line"><a name="l00675"></a><span class="lineno"> 675</span> <span class="preprocessor">#elif GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION >= 53</span></div>
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<div class="line"><a name="l00676"></a><span class="lineno"> 676</span>  <span class="keywordflow">if</span> (!mip_ && CheckSolutionIsSynchronized()) {</div>
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|
<div class="line"><a name="l00677"></a><span class="lineno"> 677</span>  <span class="keywordflow">return</span> glp_get_it_cnt(lp_);</div>
|
|
<div class="line"><a name="l00678"></a><span class="lineno"> 678</span>  }</div>
|
|
<div class="line"><a name="l00679"></a><span class="lineno"> 679</span> <span class="preprocessor">#endif</span></div>
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<div class="line"><a name="l00680"></a><span class="lineno"> 680</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>) << <span class="stringliteral">"Total number of iterations is not available"</span>;</div>
|
|
<div class="line"><a name="l00681"></a><span class="lineno"> 681</span>  <span class="keywordflow">return</span> kUnknownNumberOfIterations;</div>
|
|
<div class="line"><a name="l00682"></a><span class="lineno"> 682</span> }</div>
|
|
<div class="line"><a name="l00683"></a><span class="lineno"> 683</span>  </div>
|
|
<div class="line"><a name="l00684"></a><span class="lineno"> 684</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> GLPKInterface::nodes()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00685"></a><span class="lineno"> 685</span>  <span class="keywordflow">if</span> (mip_) {</div>
|
|
<div class="line"><a name="l00686"></a><span class="lineno"> 686</span>  <span class="keywordflow">if</span> (!CheckSolutionIsSynchronized()) <span class="keywordflow">return</span> kUnknownNumberOfNodes;</div>
|
|
<div class="line"><a name="l00687"></a><span class="lineno"> 687</span>  <span class="keywordflow">return</span> mip_callback_info_->num_all_nodes_;</div>
|
|
<div class="line"><a name="l00688"></a><span class="lineno"> 688</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00689"></a><span class="lineno"> 689</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"Number of nodes only available for discrete problems"</span>;</div>
|
|
<div class="line"><a name="l00690"></a><span class="lineno"> 690</span>  <span class="keywordflow">return</span> kUnknownNumberOfNodes;</div>
|
|
<div class="line"><a name="l00691"></a><span class="lineno"> 691</span>  }</div>
|
|
<div class="line"><a name="l00692"></a><span class="lineno"> 692</span> }</div>
|
|
<div class="line"><a name="l00693"></a><span class="lineno"> 693</span>  </div>
|
|
<div class="line"><a name="l00694"></a><span class="lineno"> 694</span> MPSolver::BasisStatus GLPKInterface::row_status(<span class="keywordtype">int</span> constraint_index)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00695"></a><span class="lineno"> 695</span>  <a class="code" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(constraint_index, 0);</div>
|
|
<div class="line"><a name="l00696"></a><span class="lineno"> 696</span>  <a class="code" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(constraint_index, last_constraint_index_);</div>
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|
<div class="line"><a name="l00697"></a><span class="lineno"> 697</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> glpk_basis_status =</div>
|
|
<div class="line"><a name="l00698"></a><span class="lineno"> 698</span>  glp_get_row_stat(lp_, MPSolverIndexToGlpkIndex(constraint_index));</div>
|
|
<div class="line"><a name="l00699"></a><span class="lineno"> 699</span>  <span class="keywordflow">return</span> TransformGLPKBasisStatus(glpk_basis_status);</div>
|
|
<div class="line"><a name="l00700"></a><span class="lineno"> 700</span> }</div>
|
|
<div class="line"><a name="l00701"></a><span class="lineno"> 701</span>  </div>
|
|
<div class="line"><a name="l00702"></a><span class="lineno"> 702</span> MPSolver::BasisStatus GLPKInterface::column_status(<span class="keywordtype">int</span> variable_index)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00703"></a><span class="lineno"> 703</span>  <a class="code" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(variable_index, 0);</div>
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|
<div class="line"><a name="l00704"></a><span class="lineno"> 704</span>  <a class="code" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(variable_index, last_variable_index_);</div>
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|
<div class="line"><a name="l00705"></a><span class="lineno"> 705</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> glpk_basis_status =</div>
|
|
<div class="line"><a name="l00706"></a><span class="lineno"> 706</span>  glp_get_col_stat(lp_, MPSolverIndexToGlpkIndex(variable_index));</div>
|
|
<div class="line"><a name="l00707"></a><span class="lineno"> 707</span>  <span class="keywordflow">return</span> TransformGLPKBasisStatus(glpk_basis_status);</div>
|
|
<div class="line"><a name="l00708"></a><span class="lineno"> 708</span> }</div>
|
|
<div class="line"><a name="l00709"></a><span class="lineno"> 709</span>  </div>
|
|
<div class="line"><a name="l00710"></a><span class="lineno"> 710</span> <span class="keywordtype">bool</span> GLPKInterface::CheckSolutionExists()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00711"></a><span class="lineno"> 711</span>  <span class="keywordflow">if</span> (result_status_ == MPSolver::ABNORMAL) {</div>
|
|
<div class="line"><a name="l00712"></a><span class="lineno"> 712</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>) << <span class="stringliteral">"Ignoring ABNORMAL status from GLPK: This status may or may"</span></div>
|
|
<div class="line"><a name="l00713"></a><span class="lineno"> 713</span>  << <span class="stringliteral">" not indicate that a solution exists."</span>;</div>
|
|
<div class="line"><a name="l00714"></a><span class="lineno"> 714</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00715"></a><span class="lineno"> 715</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00716"></a><span class="lineno"> 716</span>  <span class="comment">// Call default implementation</span></div>
|
|
<div class="line"><a name="l00717"></a><span class="lineno"> 717</span>  <span class="keywordflow">return</span> MPSolverInterface::CheckSolutionExists();</div>
|
|
<div class="line"><a name="l00718"></a><span class="lineno"> 718</span>  }</div>
|
|
<div class="line"><a name="l00719"></a><span class="lineno"> 719</span> }</div>
|
|
<div class="line"><a name="l00720"></a><span class="lineno"> 720</span>  </div>
|
|
<div class="line"><a name="l00721"></a><span class="lineno"> 721</span> <span class="keywordtype">double</span> GLPKInterface::ComputeExactConditionNumber()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00722"></a><span class="lineno"> 722</span>  <span class="keywordflow">if</span> (!IsContinuous()) {</div>
|
|
<div class="line"><a name="l00723"></a><span class="lineno"> 723</span>  <span class="comment">// TODO(user): support MIP.</span></div>
|
|
<div class="line"><a name="l00724"></a><span class="lineno"> 724</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"ComputeExactConditionNumber not implemented for"</span></div>
|
|
<div class="line"><a name="l00725"></a><span class="lineno"> 725</span>  << <span class="stringliteral">" GLPK_MIXED_INTEGER_PROGRAMMING"</span>;</div>
|
|
<div class="line"><a name="l00726"></a><span class="lineno"> 726</span>  <span class="keywordflow">return</span> 0.0;</div>
|
|
<div class="line"><a name="l00727"></a><span class="lineno"> 727</span>  }</div>
|
|
<div class="line"><a name="l00728"></a><span class="lineno"> 728</span>  <span class="keywordflow">if</span> (!CheckSolutionIsSynchronized()) <span class="keywordflow">return</span> 0.0;</div>
|
|
<div class="line"><a name="l00729"></a><span class="lineno"> 729</span>  <span class="comment">// Simplex is the only LP algorithm supported in the wrapper for</span></div>
|
|
<div class="line"><a name="l00730"></a><span class="lineno"> 730</span>  <span class="comment">// GLPK, so when a solution exists, a basis exists.</span></div>
|
|
<div class="line"><a name="l00731"></a><span class="lineno"> 731</span>  CheckSolutionExists();</div>
|
|
<div class="line"><a name="l00732"></a><span class="lineno"> 732</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> num_rows = glp_get_num_rows(lp_);</div>
|
|
<div class="line"><a name="l00733"></a><span class="lineno"> 733</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> num_cols = glp_get_num_cols(lp_);</div>
|
|
<div class="line"><a name="l00734"></a><span class="lineno"> 734</span>  <span class="comment">// GLPK indexes everything starting from 1 instead of 0.</span></div>
|
|
<div class="line"><a name="l00735"></a><span class="lineno"> 735</span>  std::unique_ptr<double[]> row_scaling_factor(<span class="keyword">new</span> <span class="keywordtype">double</span>[num_rows + 1]);</div>
|
|
<div class="line"><a name="l00736"></a><span class="lineno"> 736</span>  std::unique_ptr<double[]> column_scaling_factor(<span class="keyword">new</span> <span class="keywordtype">double</span>[num_cols + 1]);</div>
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|
<div class="line"><a name="l00737"></a><span class="lineno"> 737</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = 1; <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> <= num_rows; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00738"></a><span class="lineno"> 738</span>  row_scaling_factor[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = glp_get_rii(lp_, <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l00739"></a><span class="lineno"> 739</span>  }</div>
|
|
<div class="line"><a name="l00740"></a><span class="lineno"> 740</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = 1; <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> <= num_cols; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00741"></a><span class="lineno"> 741</span>  column_scaling_factor[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = glp_get_sjj(lp_, <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00742"></a><span class="lineno"> 742</span>  }</div>
|
|
<div class="line"><a name="l00743"></a><span class="lineno"> 743</span>  <span class="keywordflow">return</span> ComputeInverseScaledBasisL1Norm(num_rows, num_cols,</div>
|
|
<div class="line"><a name="l00744"></a><span class="lineno"> 744</span>  row_scaling_factor.get(),</div>
|
|
<div class="line"><a name="l00745"></a><span class="lineno"> 745</span>  column_scaling_factor.get()) *</div>
|
|
<div class="line"><a name="l00746"></a><span class="lineno"> 746</span>  ComputeScaledBasisL1Norm(num_rows, num_cols, row_scaling_factor.get(),</div>
|
|
<div class="line"><a name="l00747"></a><span class="lineno"> 747</span>  column_scaling_factor.get());</div>
|
|
<div class="line"><a name="l00748"></a><span class="lineno"> 748</span> }</div>
|
|
<div class="line"><a name="l00749"></a><span class="lineno"> 749</span>  </div>
|
|
<div class="line"><a name="l00750"></a><span class="lineno"> 750</span> <span class="keywordtype">double</span> GLPKInterface::ComputeScaledBasisL1Norm(</div>
|
|
<div class="line"><a name="l00751"></a><span class="lineno"> 751</span>  <span class="keywordtype">int</span> num_rows, <span class="keywordtype">int</span> num_cols, <span class="keywordtype">double</span>* row_scaling_factor,</div>
|
|
<div class="line"><a name="l00752"></a><span class="lineno"> 752</span>  <span class="keywordtype">double</span>* column_scaling_factor)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00753"></a><span class="lineno"> 753</span>  <span class="keywordtype">double</span> norm = 0.0;</div>
|
|
<div class="line"><a name="l00754"></a><span class="lineno"> 754</span>  std::unique_ptr<double[]> values(<span class="keyword">new</span> <span class="keywordtype">double</span>[num_rows + 1]);</div>
|
|
<div class="line"><a name="l00755"></a><span class="lineno"> 755</span>  std::unique_ptr<int[]> indices(<span class="keyword">new</span> <span class="keywordtype">int</span>[num_rows + 1]);</div>
|
|
<div class="line"><a name="l00756"></a><span class="lineno"> 756</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = 1; <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> <= num_cols; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00757"></a><span class="lineno"> 757</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> glpk_basis_status = glp_get_col_stat(lp_, <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00758"></a><span class="lineno"> 758</span>  <span class="comment">// Take into account only basic columns.</span></div>
|
|
<div class="line"><a name="l00759"></a><span class="lineno"> 759</span>  <span class="keywordflow">if</span> (glpk_basis_status == GLP_BS) {</div>
|
|
<div class="line"><a name="l00760"></a><span class="lineno"> 760</span>  <span class="comment">// Compute L1-norm of column 'col': sum_row |a_row,col|.</span></div>
|
|
<div class="line"><a name="l00761"></a><span class="lineno"> 761</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> num_nz = glp_get_mat_col(lp_, <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, indices.get(), values.get());</div>
|
|
<div class="line"><a name="l00762"></a><span class="lineno"> 762</span>  <span class="keywordtype">double</span> column_norm = 0.0;</div>
|
|
<div class="line"><a name="l00763"></a><span class="lineno"> 763</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> k = 1; k <= num_nz; k++) {</div>
|
|
<div class="line"><a name="l00764"></a><span class="lineno"> 764</span>  column_norm += fabs(values[k] * row_scaling_factor[indices[k]]);</div>
|
|
<div class="line"><a name="l00765"></a><span class="lineno"> 765</span>  }</div>
|
|
<div class="line"><a name="l00766"></a><span class="lineno"> 766</span>  column_norm *= fabs(column_scaling_factor[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l00767"></a><span class="lineno"> 767</span>  <span class="comment">// Compute max_col column_norm</span></div>
|
|
<div class="line"><a name="l00768"></a><span class="lineno"> 768</span>  norm = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(norm, column_norm);</div>
|
|
<div class="line"><a name="l00769"></a><span class="lineno"> 769</span>  }</div>
|
|
<div class="line"><a name="l00770"></a><span class="lineno"> 770</span>  }</div>
|
|
<div class="line"><a name="l00771"></a><span class="lineno"> 771</span>  <span class="comment">// Slack variables.</span></div>
|
|
<div class="line"><a name="l00772"></a><span class="lineno"> 772</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = 1; <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> <= num_rows; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00773"></a><span class="lineno"> 773</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> glpk_basis_status = glp_get_row_stat(lp_, <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
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|
<div class="line"><a name="l00774"></a><span class="lineno"> 774</span>  <span class="comment">// Take into account only basic slack variables.</span></div>
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|
<div class="line"><a name="l00775"></a><span class="lineno"> 775</span>  <span class="keywordflow">if</span> (glpk_basis_status == GLP_BS) {</div>
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|
<div class="line"><a name="l00776"></a><span class="lineno"> 776</span>  <span class="comment">// Only one non-zero coefficient: +/- 1.0 in the corresponding</span></div>
|
|
<div class="line"><a name="l00777"></a><span class="lineno"> 777</span>  <span class="comment">// row. The row has a scaling coefficient but the slack variable</span></div>
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|
<div class="line"><a name="l00778"></a><span class="lineno"> 778</span>  <span class="comment">// is never scaled on top of that.</span></div>
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|
<div class="line"><a name="l00779"></a><span class="lineno"> 779</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> column_norm = fabs(row_scaling_factor[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
|
|
<div class="line"><a name="l00780"></a><span class="lineno"> 780</span>  <span class="comment">// Compute max_col column_norm</span></div>
|
|
<div class="line"><a name="l00781"></a><span class="lineno"> 781</span>  norm = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(norm, column_norm);</div>
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|
<div class="line"><a name="l00782"></a><span class="lineno"> 782</span>  }</div>
|
|
<div class="line"><a name="l00783"></a><span class="lineno"> 783</span>  }</div>
|
|
<div class="line"><a name="l00784"></a><span class="lineno"> 784</span>  <span class="keywordflow">return</span> norm;</div>
|
|
<div class="line"><a name="l00785"></a><span class="lineno"> 785</span> }</div>
|
|
<div class="line"><a name="l00786"></a><span class="lineno"> 786</span>  </div>
|
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<div class="line"><a name="l00787"></a><span class="lineno"> 787</span> <span class="keywordtype">double</span> GLPKInterface::ComputeInverseScaledBasisL1Norm(</div>
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|
<div class="line"><a name="l00788"></a><span class="lineno"> 788</span>  <span class="keywordtype">int</span> num_rows, <span class="keywordtype">int</span> num_cols, <span class="keywordtype">double</span>* row_scaling_factor,</div>
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|
<div class="line"><a name="l00789"></a><span class="lineno"> 789</span>  <span class="keywordtype">double</span>* column_scaling_factor)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00790"></a><span class="lineno"> 790</span>  <span class="comment">// Compute the LU factorization if it doesn't exist yet.</span></div>
|
|
<div class="line"><a name="l00791"></a><span class="lineno"> 791</span>  <span class="keywordflow">if</span> (!glp_bf_exists(lp_)) {</div>
|
|
<div class="line"><a name="l00792"></a><span class="lineno"> 792</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> factorize_status = glp_factorize(lp_);</div>
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|
<div class="line"><a name="l00793"></a><span class="lineno"> 793</span>  <span class="keywordflow">switch</span> (factorize_status) {</div>
|
|
<div class="line"><a name="l00794"></a><span class="lineno"> 794</span>  <span class="keywordflow">case</span> GLP_EBADB: {</div>
|
|
<div class="line"><a name="l00795"></a><span class="lineno"> 795</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#acdd38e3c9f22f127d7776920e3079eda">FATAL</a>) << <span class="stringliteral">"Not able to factorize: error GLP_EBADB."</span>;</div>
|
|
<div class="line"><a name="l00796"></a><span class="lineno"> 796</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l00797"></a><span class="lineno"> 797</span>  }</div>
|
|
<div class="line"><a name="l00798"></a><span class="lineno"> 798</span>  <span class="keywordflow">case</span> GLP_ESING: {</div>
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|
<div class="line"><a name="l00799"></a><span class="lineno"> 799</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>)</div>
|
|
<div class="line"><a name="l00800"></a><span class="lineno"> 800</span>  << <span class="stringliteral">"Not able to factorize: "</span></div>
|
|
<div class="line"><a name="l00801"></a><span class="lineno"> 801</span>  << <span class="stringliteral">"the basis matrix is singular within the working precision."</span>;</div>
|
|
<div class="line"><a name="l00802"></a><span class="lineno"> 802</span>  <span class="keywordflow">return</span> MPSolver::infinity();</div>
|
|
<div class="line"><a name="l00803"></a><span class="lineno"> 803</span>  }</div>
|
|
<div class="line"><a name="l00804"></a><span class="lineno"> 804</span>  <span class="keywordflow">case</span> GLP_ECOND: {</div>
|
|
<div class="line"><a name="l00805"></a><span class="lineno"> 805</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>)</div>
|
|
<div class="line"><a name="l00806"></a><span class="lineno"> 806</span>  << <span class="stringliteral">"Not able to factorize: the basis matrix is ill-conditioned."</span>;</div>
|
|
<div class="line"><a name="l00807"></a><span class="lineno"> 807</span>  <span class="keywordflow">return</span> MPSolver::infinity();</div>
|
|
<div class="line"><a name="l00808"></a><span class="lineno"> 808</span>  }</div>
|
|
<div class="line"><a name="l00809"></a><span class="lineno"> 809</span>  <span class="keywordflow">default</span>:</div>
|
|
<div class="line"><a name="l00810"></a><span class="lineno"> 810</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l00811"></a><span class="lineno"> 811</span>  }</div>
|
|
<div class="line"><a name="l00812"></a><span class="lineno"> 812</span>  }</div>
|
|
<div class="line"><a name="l00813"></a><span class="lineno"> 813</span>  std::unique_ptr<double[]> right_hand_side(<span class="keyword">new</span> <span class="keywordtype">double</span>[num_rows + 1]);</div>
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|
<div class="line"><a name="l00814"></a><span class="lineno"> 814</span>  <span class="keywordtype">double</span> norm = 0.0;</div>
|
|
<div class="line"><a name="l00815"></a><span class="lineno"> 815</span>  <span class="comment">// Iteratively solve B x = e_k, where e_k is the kth unit vector.</span></div>
|
|
<div class="line"><a name="l00816"></a><span class="lineno"> 816</span>  <span class="comment">// The result of this computation is the kth column of B^-1.</span></div>
|
|
<div class="line"><a name="l00817"></a><span class="lineno"> 817</span>  <span class="comment">// glp_ftran works on original matrix. Scale input and result to</span></div>
|
|
<div class="line"><a name="l00818"></a><span class="lineno"> 818</span>  <span class="comment">// obtain the norm of the kth column in the inverse scaled</span></div>
|
|
<div class="line"><a name="l00819"></a><span class="lineno"> 819</span>  <span class="comment">// matrix. See glp_ftran documentation in glpapi12.c for how the</span></div>
|
|
<div class="line"><a name="l00820"></a><span class="lineno"> 820</span>  <span class="comment">// scaling is done: inv(B'') = inv(SB) * inv(B) * inv(R) where:</span></div>
|
|
<div class="line"><a name="l00821"></a><span class="lineno"> 821</span>  <span class="comment">// o B'' is the scaled basis</span></div>
|
|
<div class="line"><a name="l00822"></a><span class="lineno"> 822</span>  <span class="comment">// o B is the original basis</span></div>
|
|
<div class="line"><a name="l00823"></a><span class="lineno"> 823</span>  <span class="comment">// o R is the diagonal row scaling matrix</span></div>
|
|
<div class="line"><a name="l00824"></a><span class="lineno"> 824</span>  <span class="comment">// o SB consists of the basic columns of the augmented column</span></div>
|
|
<div class="line"><a name="l00825"></a><span class="lineno"> 825</span>  <span class="comment">// scaling matrix (auxiliary variables then structural variables):</span></div>
|
|
<div class="line"><a name="l00826"></a><span class="lineno"> 826</span>  <span class="comment">// S~ = diag(inv(R) | S).</span></div>
|
|
<div class="line"><a name="l00827"></a><span class="lineno"> 827</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> k = 1; k <= num_rows; ++k) {</div>
|
|
<div class="line"><a name="l00828"></a><span class="lineno"> 828</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = 1; <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> <= num_rows; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00829"></a><span class="lineno"> 829</span>  right_hand_side[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = 0.0;</div>
|
|
<div class="line"><a name="l00830"></a><span class="lineno"> 830</span>  }</div>
|
|
<div class="line"><a name="l00831"></a><span class="lineno"> 831</span>  right_hand_side[k] = 1.0;</div>
|
|
<div class="line"><a name="l00832"></a><span class="lineno"> 832</span>  <span class="comment">// Multiply input by inv(R).</span></div>
|
|
<div class="line"><a name="l00833"></a><span class="lineno"> 833</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = 1; <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> <= num_rows; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00834"></a><span class="lineno"> 834</span>  right_hand_side[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] /= row_scaling_factor[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00835"></a><span class="lineno"> 835</span>  }</div>
|
|
<div class="line"><a name="l00836"></a><span class="lineno"> 836</span>  glp_ftran(lp_, right_hand_side.get());</div>
|
|
<div class="line"><a name="l00837"></a><span class="lineno"> 837</span>  <span class="comment">// glp_ftran stores the result in the same vector where the right</span></div>
|
|
<div class="line"><a name="l00838"></a><span class="lineno"> 838</span>  <span class="comment">// hand side was provided.</span></div>
|
|
<div class="line"><a name="l00839"></a><span class="lineno"> 839</span>  <span class="comment">// Multiply result by inv(SB).</span></div>
|
|
<div class="line"><a name="l00840"></a><span class="lineno"> 840</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = 1; <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> <= num_rows; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00841"></a><span class="lineno"> 841</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> k = glp_get_bhead(lp_, <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l00842"></a><span class="lineno"> 842</span>  <span class="keywordflow">if</span> (k <= num_rows) {</div>
|
|
<div class="line"><a name="l00843"></a><span class="lineno"> 843</span>  <span class="comment">// Auxiliary variable.</span></div>
|
|
<div class="line"><a name="l00844"></a><span class="lineno"> 844</span>  right_hand_side[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] *= row_scaling_factor[k];</div>
|
|
<div class="line"><a name="l00845"></a><span class="lineno"> 845</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00846"></a><span class="lineno"> 846</span>  <span class="comment">// Structural variable.</span></div>
|
|
<div class="line"><a name="l00847"></a><span class="lineno"> 847</span>  right_hand_side[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] /= column_scaling_factor[k - num_rows];</div>
|
|
<div class="line"><a name="l00848"></a><span class="lineno"> 848</span>  }</div>
|
|
<div class="line"><a name="l00849"></a><span class="lineno"> 849</span>  }</div>
|
|
<div class="line"><a name="l00850"></a><span class="lineno"> 850</span>  <span class="comment">// Compute sum_row |vector_row|.</span></div>
|
|
<div class="line"><a name="l00851"></a><span class="lineno"> 851</span>  <span class="keywordtype">double</span> column_norm = 0.0;</div>
|
|
<div class="line"><a name="l00852"></a><span class="lineno"> 852</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = 1; <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> <= num_rows; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00853"></a><span class="lineno"> 853</span>  column_norm += fabs(right_hand_side[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
|
|
<div class="line"><a name="l00854"></a><span class="lineno"> 854</span>  }</div>
|
|
<div class="line"><a name="l00855"></a><span class="lineno"> 855</span>  <span class="comment">// Compute max_col column_norm</span></div>
|
|
<div class="line"><a name="l00856"></a><span class="lineno"> 856</span>  norm = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(norm, column_norm);</div>
|
|
<div class="line"><a name="l00857"></a><span class="lineno"> 857</span>  }</div>
|
|
<div class="line"><a name="l00858"></a><span class="lineno"> 858</span>  <span class="keywordflow">return</span> norm;</div>
|
|
<div class="line"><a name="l00859"></a><span class="lineno"> 859</span> }</div>
|
|
<div class="line"><a name="l00860"></a><span class="lineno"> 860</span>  </div>
|
|
<div class="line"><a name="l00861"></a><span class="lineno"> 861</span> <span class="comment">// ------ Parameters ------</span></div>
|
|
<div class="line"><a name="l00862"></a><span class="lineno"> 862</span>  </div>
|
|
<div class="line"><a name="l00863"></a><span class="lineno"> 863</span> <span class="keywordtype">void</span> GLPKInterface::ConfigureGLPKParameters(<span class="keyword">const</span> MPSolverParameters& param) {</div>
|
|
<div class="line"><a name="l00864"></a><span class="lineno"> 864</span>  <span class="keywordflow">if</span> (mip_) {</div>
|
|
<div class="line"><a name="l00865"></a><span class="lineno"> 865</span>  glp_init_iocp(&mip_param_);</div>
|
|
<div class="line"><a name="l00866"></a><span class="lineno"> 866</span>  <span class="comment">// Time limit</span></div>
|
|
<div class="line"><a name="l00867"></a><span class="lineno"> 867</span>  <span class="keywordflow">if</span> (solver_->time_limit()) {</div>
|
|
<div class="line"><a name="l00868"></a><span class="lineno"> 868</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Setting time limit = "</span> << solver_->time_limit() << <span class="stringliteral">" ms."</span>;</div>
|
|
<div class="line"><a name="l00869"></a><span class="lineno"> 869</span>  mip_param_.tm_lim = solver_->time_limit();</div>
|
|
<div class="line"><a name="l00870"></a><span class="lineno"> 870</span>  }</div>
|
|
<div class="line"><a name="l00871"></a><span class="lineno"> 871</span>  <span class="comment">// Initialize structures related to the callback.</span></div>
|
|
<div class="line"><a name="l00872"></a><span class="lineno"> 872</span>  mip_param_.cb_func = GLPKGatherInformationCallback;</div>
|
|
<div class="line"><a name="l00873"></a><span class="lineno"> 873</span>  mip_callback_info_->Reset(<a class="code" href="search_8cc.html#a9648c36eafdd6183052aeec5bef2d8b2">maximize_</a>);</div>
|
|
<div class="line"><a name="l00874"></a><span class="lineno"> 874</span>  mip_param_.cb_info = mip_callback_info_.get();</div>
|
|
<div class="line"><a name="l00875"></a><span class="lineno"> 875</span>  <span class="comment">// TODO(user): switch some cuts on? All cuts are off by default!?</span></div>
|
|
<div class="line"><a name="l00876"></a><span class="lineno"> 876</span>  }</div>
|
|
<div class="line"><a name="l00877"></a><span class="lineno"> 877</span>  </div>
|
|
<div class="line"><a name="l00878"></a><span class="lineno"> 878</span>  <span class="comment">// Configure LP parameters in all cases since they will be used to</span></div>
|
|
<div class="line"><a name="l00879"></a><span class="lineno"> 879</span>  <span class="comment">// solve the root LP in the MIP case.</span></div>
|
|
<div class="line"><a name="l00880"></a><span class="lineno"> 880</span>  glp_init_smcp(&lp_param_);</div>
|
|
<div class="line"><a name="l00881"></a><span class="lineno"> 881</span>  <span class="comment">// Time limit</span></div>
|
|
<div class="line"><a name="l00882"></a><span class="lineno"> 882</span>  <span class="keywordflow">if</span> (solver_->time_limit()) {</div>
|
|
<div class="line"><a name="l00883"></a><span class="lineno"> 883</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Setting time limit = "</span> << solver_->time_limit() << <span class="stringliteral">" ms."</span>;</div>
|
|
<div class="line"><a name="l00884"></a><span class="lineno"> 884</span>  lp_param_.tm_lim = solver_->time_limit();</div>
|
|
<div class="line"><a name="l00885"></a><span class="lineno"> 885</span>  }</div>
|
|
<div class="line"><a name="l00886"></a><span class="lineno"> 886</span>  </div>
|
|
<div class="line"><a name="l00887"></a><span class="lineno"> 887</span>  <span class="comment">// Should give a numerically better representation of the problem.</span></div>
|
|
<div class="line"><a name="l00888"></a><span class="lineno"> 888</span>  glp_scale_prob(lp_, GLP_SF_AUTO);</div>
|
|
<div class="line"><a name="l00889"></a><span class="lineno"> 889</span>  </div>
|
|
<div class="line"><a name="l00890"></a><span class="lineno"> 890</span>  <span class="comment">// Use advanced initial basis (options: standard / advanced / Bixby's).</span></div>
|
|
<div class="line"><a name="l00891"></a><span class="lineno"> 891</span>  glp_adv_basis(lp_, 0);</div>
|
|
<div class="line"><a name="l00892"></a><span class="lineno"> 892</span>  </div>
|
|
<div class="line"><a name="l00893"></a><span class="lineno"> 893</span>  <span class="comment">// Set parameters specified by the user.</span></div>
|
|
<div class="line"><a name="l00894"></a><span class="lineno"> 894</span>  SetParameters(param);</div>
|
|
<div class="line"><a name="l00895"></a><span class="lineno"> 895</span> }</div>
|
|
<div class="line"><a name="l00896"></a><span class="lineno"> 896</span>  </div>
|
|
<div class="line"><a name="l00897"></a><span class="lineno"> 897</span> <span class="keywordtype">void</span> GLPKInterface::SetParameters(<span class="keyword">const</span> MPSolverParameters& param) {</div>
|
|
<div class="line"><a name="l00898"></a><span class="lineno"> 898</span>  SetCommonParameters(param);</div>
|
|
<div class="line"><a name="l00899"></a><span class="lineno"> 899</span>  <span class="keywordflow">if</span> (mip_) {</div>
|
|
<div class="line"><a name="l00900"></a><span class="lineno"> 900</span>  SetMIPParameters(param);</div>
|
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<div class="line"><a name="l00901"></a><span class="lineno"> 901</span>  }</div>
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<div class="line"><a name="l00902"></a><span class="lineno"> 902</span> }</div>
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<div class="line"><a name="l00903"></a><span class="lineno"> 903</span>  </div>
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<div class="line"><a name="l00904"></a><span class="lineno"> 904</span> <span class="keywordtype">void</span> GLPKInterface::SetRelativeMipGap(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
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<div class="line"><a name="l00905"></a><span class="lineno"> 905</span>  <span class="keywordflow">if</span> (mip_) {</div>
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<div class="line"><a name="l00906"></a><span class="lineno"> 906</span>  mip_param_.mip_gap = <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>;</div>
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<div class="line"><a name="l00907"></a><span class="lineno"> 907</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00908"></a><span class="lineno"> 908</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>) << <span class="stringliteral">"The relative MIP gap is only available "</span></div>
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<div class="line"><a name="l00909"></a><span class="lineno"> 909</span>  << <span class="stringliteral">"for discrete problems."</span>;</div>
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<div class="line"><a name="l00910"></a><span class="lineno"> 910</span>  }</div>
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<div class="line"><a name="l00911"></a><span class="lineno"> 911</span> }</div>
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<div class="line"><a name="l00912"></a><span class="lineno"> 912</span>  </div>
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<div class="line"><a name="l00913"></a><span class="lineno"> 913</span> <span class="keywordtype">void</span> GLPKInterface::SetPrimalTolerance(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
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|
<div class="line"><a name="l00914"></a><span class="lineno"> 914</span>  lp_param_.tol_bnd = <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>;</div>
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<div class="line"><a name="l00915"></a><span class="lineno"> 915</span> }</div>
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<div class="line"><a name="l00916"></a><span class="lineno"> 916</span>  </div>
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<div class="line"><a name="l00917"></a><span class="lineno"> 917</span> <span class="keywordtype">void</span> GLPKInterface::SetDualTolerance(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) { lp_param_.tol_dj = <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>; }</div>
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<div class="line"><a name="l00918"></a><span class="lineno"> 918</span>  </div>
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<div class="line"><a name="l00919"></a><span class="lineno"> 919</span> <span class="keywordtype">void</span> GLPKInterface::SetPresolveMode(<span class="keywordtype">int</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
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|
<div class="line"><a name="l00920"></a><span class="lineno"> 920</span>  <span class="keywordflow">switch</span> (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
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|
<div class="line"><a name="l00921"></a><span class="lineno"> 921</span>  <span class="keywordflow">case</span> MPSolverParameters::PRESOLVE_OFF: {</div>
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|
<div class="line"><a name="l00922"></a><span class="lineno"> 922</span>  mip_param_.presolve = GLP_OFF;</div>
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|
<div class="line"><a name="l00923"></a><span class="lineno"> 923</span>  lp_param_.presolve = GLP_OFF;</div>
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|
<div class="line"><a name="l00924"></a><span class="lineno"> 924</span>  <span class="keywordflow">break</span>;</div>
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|
<div class="line"><a name="l00925"></a><span class="lineno"> 925</span>  }</div>
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|
<div class="line"><a name="l00926"></a><span class="lineno"> 926</span>  <span class="keywordflow">case</span> MPSolverParameters::PRESOLVE_ON: {</div>
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|
<div class="line"><a name="l00927"></a><span class="lineno"> 927</span>  mip_param_.presolve = GLP_ON;</div>
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|
<div class="line"><a name="l00928"></a><span class="lineno"> 928</span>  lp_param_.presolve = GLP_ON;</div>
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|
<div class="line"><a name="l00929"></a><span class="lineno"> 929</span>  <span class="keywordflow">break</span>;</div>
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|
<div class="line"><a name="l00930"></a><span class="lineno"> 930</span>  }</div>
|
|
<div class="line"><a name="l00931"></a><span class="lineno"> 931</span>  <span class="keywordflow">default</span>: {</div>
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|
<div class="line"><a name="l00932"></a><span class="lineno"> 932</span>  SetIntegerParamToUnsupportedValue(MPSolverParameters::PRESOLVE, <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
|
|
<div class="line"><a name="l00933"></a><span class="lineno"> 933</span>  }</div>
|
|
<div class="line"><a name="l00934"></a><span class="lineno"> 934</span>  }</div>
|
|
<div class="line"><a name="l00935"></a><span class="lineno"> 935</span> }</div>
|
|
<div class="line"><a name="l00936"></a><span class="lineno"> 936</span>  </div>
|
|
<div class="line"><a name="l00937"></a><span class="lineno"> 937</span> <span class="keywordtype">void</span> GLPKInterface::SetScalingMode(<span class="keywordtype">int</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
|
|
<div class="line"><a name="l00938"></a><span class="lineno"> 938</span>  SetUnsupportedIntegerParam(MPSolverParameters::SCALING);</div>
|
|
<div class="line"><a name="l00939"></a><span class="lineno"> 939</span> }</div>
|
|
<div class="line"><a name="l00940"></a><span class="lineno"> 940</span>  </div>
|
|
<div class="line"><a name="l00941"></a><span class="lineno"> 941</span> <span class="keywordtype">void</span> GLPKInterface::SetLpAlgorithm(<span class="keywordtype">int</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
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|
<div class="line"><a name="l00942"></a><span class="lineno"> 942</span>  <span class="keywordflow">switch</span> (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
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|
<div class="line"><a name="l00943"></a><span class="lineno"> 943</span>  <span class="keywordflow">case</span> MPSolverParameters::DUAL: {</div>
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|
<div class="line"><a name="l00944"></a><span class="lineno"> 944</span>  <span class="comment">// Use dual, and if it fails, switch to primal.</span></div>
|
|
<div class="line"><a name="l00945"></a><span class="lineno"> 945</span>  lp_param_.meth = GLP_DUALP;</div>
|
|
<div class="line"><a name="l00946"></a><span class="lineno"> 946</span>  <span class="keywordflow">break</span>;</div>
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|
<div class="line"><a name="l00947"></a><span class="lineno"> 947</span>  }</div>
|
|
<div class="line"><a name="l00948"></a><span class="lineno"> 948</span>  <span class="keywordflow">case</span> MPSolverParameters::PRIMAL: {</div>
|
|
<div class="line"><a name="l00949"></a><span class="lineno"> 949</span>  lp_param_.meth = GLP_PRIMAL;</div>
|
|
<div class="line"><a name="l00950"></a><span class="lineno"> 950</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l00951"></a><span class="lineno"> 951</span>  }</div>
|
|
<div class="line"><a name="l00952"></a><span class="lineno"> 952</span>  <span class="keywordflow">case</span> MPSolverParameters::BARRIER:</div>
|
|
<div class="line"><a name="l00953"></a><span class="lineno"> 953</span>  <span class="keywordflow">default</span>: {</div>
|
|
<div class="line"><a name="l00954"></a><span class="lineno"> 954</span>  SetIntegerParamToUnsupportedValue(MPSolverParameters::LP_ALGORITHM,</div>
|
|
<div class="line"><a name="l00955"></a><span class="lineno"> 955</span>  <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
|
|
<div class="line"><a name="l00956"></a><span class="lineno"> 956</span>  }</div>
|
|
<div class="line"><a name="l00957"></a><span class="lineno"> 957</span>  }</div>
|
|
<div class="line"><a name="l00958"></a><span class="lineno"> 958</span> }</div>
|
|
<div class="line"><a name="l00959"></a><span class="lineno"> 959</span>  </div>
|
|
<div class="line"><a name="l00960"></a><span class="lineno"> 960</span> MPSolverInterface* BuildGLPKInterface(<span class="keywordtype">bool</span> mip, MPSolver* <span class="keyword">const</span> solver) {</div>
|
|
<div class="line"><a name="l00961"></a><span class="lineno"> 961</span>  <span class="keywordflow">return</span> <span class="keyword">new</span> GLPKInterface(solver, mip);</div>
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|
<div class="line"><a name="l00962"></a><span class="lineno"> 962</span> }</div>
|
|
<div class="line"><a name="l00963"></a><span class="lineno"> 963</span>  </div>
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|
<div class="line"><a name="l00964"></a><span class="lineno"> 964</span> } <span class="comment">// namespace operations_research</span></div>
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|
<div class="line"><a name="l00965"></a><span class="lineno"> 965</span> <span class="preprocessor">#endif </span><span class="comment">// #if defined(USE_GLPK)</span></div>
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<div class="ttc" id="aalldiff__cst_8cc_html_a9d0c202d5fdd62f4fa2c613339ff168a"><div class="ttname"><a href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">max</a></div><div class="ttdeci">int64 max</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00139">alldiff_cst.cc:139</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html"><div class="ttname"><a href="base_2logging_8h.html">logging.h</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a3e1cfef60e774a81f30eaddf26a3a274"><div class="ttname"><a href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a></div><div class="ttdeci">#define CHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00495">base/logging.h:495</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a46e69120fbd3b36e6960e096d23b66f0"><div class="ttname"><a href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a></div><div class="ttdeci">#define DCHECK_NE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00886">base/logging.h:886</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a7c0ce053b28d53aa4eaf3eb7fb71663b"><div class="ttname"><a href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a></div><div class="ttdeci">#define CHECK_EQ(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00697">base/logging.h:697</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_aae2dc65d9ea248d54bf39daa986dd295"><div class="ttname"><a href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a></div><div class="ttdeci">#define DCHECK_GE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00889">base/logging.h:889</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ab62f5ed8f2d48e29802be0cbbcd1359a"><div class="ttname"><a href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a></div><div class="ttdeci">#define DCHECK_LT(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00888">base/logging.h:888</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_accad43a85d781d53381cd53a9894b6ae"><div class="ttname"><a href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a></div><div class="ttdeci">#define LOG(severity)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00420">base/logging.h:420</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ae17f8119c108cf3070bad3449c7e0006"><div class="ttname"><a href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a></div><div class="ttdeci">#define DCHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00884">base/logging.h:884</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_afcaa7cadd41741bb855c2ada1d2ef927"><div class="ttname"><a href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a></div><div class="ttdeci">#define VLOG(verboselevel)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00978">base/logging.h:978</a></div></div>
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<div class="ttc" id="aclass_wall_timer_html"><div class="ttname"><a href="class_wall_timer.html">WallTimer</a></div><div class="ttdef"><b>Definition:</b> <a href="timer_8h_source.html#l00023">timer.h:23</a></div></div>
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<div class="ttc" id="aclass_wall_timer_html_a07aaf1227e4d645f15e0a964f54ef291"><div class="ttname"><a href="class_wall_timer.html#a07aaf1227e4d645f15e0a964f54ef291">WallTimer::Start</a></div><div class="ttdeci">void Start()</div><div class="ttdef"><b>Definition:</b> <a href="timer_8h_source.html#l00031">timer.h:31</a></div></div>
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<div class="ttc" id="aclass_wall_timer_html_a6bdbb9a2345c126ae0d72b1e2a9a21d5"><div class="ttname"><a href="class_wall_timer.html#a6bdbb9a2345c126ae0d72b1e2a9a21d5">WallTimer::Restart</a></div><div class="ttdeci">void Restart()</div><div class="ttdef"><b>Definition:</b> <a href="timer_8h_source.html#l00035">timer.h:35</a></div></div>
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<div class="ttc" id="aclass_wall_timer_html_aec56fe080959ecebec3feaed9dafde84"><div class="ttname"><a href="class_wall_timer.html#aec56fe080959ecebec3feaed9dafde84">WallTimer::Get</a></div><div class="ttdeci">double Get() const</div><div class="ttdef"><b>Definition:</b> <a href="timer_8h_source.html#l00045">timer.h:45</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_m_p_solver_html_a573d479910e373f5d771d303e440587d"><div class="ttname"><a href="classoperations__research_1_1_m_p_solver.html#a573d479910e373f5d771d303e440587d">operations_research::MPSolver::ResultStatus</a></div><div class="ttdeci">ResultStatus</div><div class="ttdoc">The status of solving the problem.</div><div class="ttdef"><b>Definition:</b> <a href="linear__solver_8h_source.html#l00428">linear_solver.h:428</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_m_p_solver_html_afd922eb2bef96597c426557a8056f76d"><div class="ttname"><a href="classoperations__research_1_1_m_p_solver.html#afd922eb2bef96597c426557a8056f76d">operations_research::MPSolver::BasisStatus</a></div><div class="ttdeci">BasisStatus</div><div class="ttdoc">Advanced usage: possible basis status values for a variable and the slack variable of a linear constr...</div><div class="ttdef"><b>Definition:</b> <a href="linear__solver_8h_source.html#l00643">linear_solver.h:643</a></div></div>
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<div class="ttc" id="acommandlineflags_8h_html"><div class="ttname"><a href="commandlineflags_8h.html">commandlineflags.h</a></div></div>
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<div class="ttc" id="ademon__profiler_8cc_html_a05da18ca9c7b657a4a6ea24e07c9b695"><div class="ttname"><a href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a></div><div class="ttdeci">const Constraint * ct</div><div class="ttdef"><b>Definition:</b> <a href="demon__profiler_8cc_source.html#l00042">demon_profiler.cc:42</a></div></div>
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<div class="ttc" id="ademon__profiler_8cc_html_a21edc7ca4cc5802c8779d68556bc09cf"><div class="ttname"><a href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a></div><div class="ttdeci">int64 value</div><div class="ttdef"><b>Definition:</b> <a href="demon__profiler_8cc_source.html#l00043">demon_profiler.cc:43</a></div></div>
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<div class="ttc" id="aexpr__array_8cc_html_a472a99923cbe11ae7b5a5d157d9ad465"><div class="ttname"><a href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a></div><div class="ttdeci">IntVar * var</div><div class="ttdef"><b>Definition:</b> <a href="expr__array_8cc_source.html#l01858">expr_array.cc:1858</a></div></div>
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<div class="ttc" id="ahash_8h_html"><div class="ttname"><a href="hash_8h.html">hash.h</a></div></div>
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<div class="ttc" id="aintegral__types_8h_html"><div class="ttname"><a href="integral__types_8h.html">integral_types.h</a></div></div>
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<div class="ttc" id="aintegral__types_8h_html_a7cde0074dfd288f2d70c0e035dacb28a"><div class="ttname"><a href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a></div><div class="ttdeci">int64_t int64</div><div class="ttdef"><b>Definition:</b> <a href="integral__types_8h_source.html#l00034">integral_types.h:34</a></div></div>
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<div class="ttc" id="alinear__solver_8h_html"><div class="ttname"><a href="linear__solver_8h.html">linear_solver.h</a></div><div class="ttdoc">A C++ wrapper that provides a simple and unified interface to several linear programming and mixed in...</div></div>
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<div class="ttc" id="alog__severity_8h_html_a50e5762f38854b37ee3e2851bc1bb0e7"><div class="ttname"><a href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a></div><div class="ttdeci">const int WARNING</div><div class="ttdef"><b>Definition:</b> <a href="log__severity_8h_source.html#l00031">log_severity.h:31</a></div></div>
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<div class="ttc" id="alog__severity_8h_html_acdd38e3c9f22f127d7776920e3079eda"><div class="ttname"><a href="log__severity_8h.html#acdd38e3c9f22f127d7776920e3079eda">FATAL</a></div><div class="ttdeci">const int FATAL</div><div class="ttdef"><b>Definition:</b> <a href="log__severity_8h_source.html#l00032">log_severity.h:32</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aa9d6c98fdf8d89b0e2321fda02adc82c"><div class="ttname"><a href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a></div><div class="ttdeci">ColIndex col</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00176">markowitz.cc:176</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aea35f36ba98d5bbd8d033382f50c9e52"><div class="ttname"><a href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a></div><div class="ttdeci">RowIndex row</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00175">markowitz.cc:175</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_aedc4ddb96acc28481c09828d2e016815a03f919221217f95d21a593a7120165e1"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a03f919221217f95d21a593a7120165e1">operations_research::sat::FEASIBLE</a></div><div class="ttdeci">@ FEASIBLE</div><div class="ttdef"><b>Definition:</b> <a href="cp__model_8pb_8h_source.html#l00237">cp_model.pb.h:237</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_aedc4ddb96acc28481c09828d2e016815a2579881e7c83261bc21bafb5a5c92cad"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a2579881e7c83261bc21bafb5a5c92cad">operations_research::sat::OPTIMAL</a></div><div class="ttdeci">@ OPTIMAL</div><div class="ttdef"><b>Definition:</b> <a href="cp__model_8pb_8h_source.html#l00239">cp_model.pb.h:239</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_aedc4ddb96acc28481c09828d2e016815a2884fa43446c0cbc9c7a9b74d41d7483"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a2884fa43446c0cbc9c7a9b74d41d7483">operations_research::sat::INFEASIBLE</a></div><div class="ttdeci">@ INFEASIBLE</div><div class="ttdef"><b>Definition:</b> <a href="cp__model_8pb_8h_source.html#l00238">cp_model.pb.h:238</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_af904018d9a1c9983624b1ce0331f2bf5"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#af904018d9a1c9983624b1ce0331f2bf5">operations_research::sat::Solve</a></div><div class="ttdeci">CpSolverResponse Solve(const CpModelProto &model_proto)</div><div class="ttdoc">Solves the given CpModelProto and returns an instance of CpSolverResponse.</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__solver_8cc_source.html#l03252">cp_model_solver.cc:3252</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html"><div class="ttname"><a href="namespaceoperations__research.html">operations_research</a></div><div class="ttdoc">The vehicle routing library lets one model and solve generic vehicle routing problems ranging from th...</div><div class="ttdef"><b>Definition:</b> <a href="dense__doubly__linked__list_8h_source.html#l00021">dense_doubly_linked_list.h:21</a></div></div>
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<div class="ttc" id="apack_8cc_html_a750b5d744c39a06bfb13e6eb010e35d0"><div class="ttname"><a href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a></div><div class="ttdeci">int index</div><div class="ttdef"><b>Definition:</b> <a href="pack_8cc_source.html#l00508">pack.cc:508</a></div></div>
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<div class="ttc" id="arouting__search_8cc_html_ab66ad179c8a6fcf1adb958cb51f4c7cb"><div class="ttname"><a href="routing__search_8cc.html#ab66ad179c8a6fcf1adb958cb51f4c7cb">coefficient</a></div><div class="ttdeci">int64 coefficient</div><div class="ttdef"><b>Definition:</b> <a href="routing__search_8cc_source.html#l00973">routing_search.cc:973</a></div></div>
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<div class="ttc" id="asearch_8cc_html_a9648c36eafdd6183052aeec5bef2d8b2"><div class="ttname"><a href="search_8cc.html#a9648c36eafdd6183052aeec5bef2d8b2">maximize_</a></div><div class="ttdeci">const bool maximize_</div><div class="ttdef"><b>Definition:</b> <a href="search_8cc_source.html#l02499">search.cc:2499</a></div></div>
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