1115 lines
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1115 lines
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<div class="headertitle"><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 id="l00001" name="l00001"></a><span class="lineno"> 1</span><span class="comment">// Copyright 2010-2021 Google LLC</span></div>
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<div class="line"><a id="l00002" 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 id="l00003" 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 id="l00004" 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 id="l00005" name="l00005"></a><span class="lineno"> 5</span><span class="comment">//</span></div>
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<div class="line"><a id="l00006" 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 id="l00007" name="l00007"></a><span class="lineno"> 7</span><span class="comment">//</span></div>
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<div class="line"><a id="l00008" 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 id="l00009" 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 id="l00010" 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 id="l00011" 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 id="l00012" 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 id="l00013" name="l00013"></a><span class="lineno"> 13</span> </div>
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<div class="line"><a id="l00014" name="l00014"></a><span class="lineno"> 14</span><span class="comment">//</span></div>
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<div class="line"><a id="l00015" name="l00015"></a><span class="lineno"> 15</span> </div>
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<div class="line"><a id="l00016" 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 id="l00017" name="l00017"></a><span class="lineno"> 17</span> </div>
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<div class="line"><a id="l00018" name="l00018"></a><span class="lineno"> 18</span><span class="preprocessor">#include <cmath></span></div>
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<div class="line"><a id="l00019" name="l00019"></a><span class="lineno"> 19</span><span class="preprocessor">#include <cstddef></span></div>
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<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span><span class="preprocessor">#include <cstdint></span></div>
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<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span><span class="preprocessor">#include <limits></span></div>
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<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include <memory></span></div>
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<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span><span class="preprocessor">#include <string></span></div>
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<div class="line"><a id="l00024" name="l00024"></a><span class="lineno"> 24</span><span class="preprocessor">#include <utility></span></div>
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<div class="line"><a id="l00025" name="l00025"></a><span class="lineno"> 25</span><span class="preprocessor">#include <vector></span></div>
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<div class="line"><a id="l00026" name="l00026"></a><span class="lineno"> 26</span> </div>
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<div class="line"><a id="l00027" name="l00027"></a><span class="lineno"> 27</span><span class="preprocessor">#include "absl/base/attributes.h"</span></div>
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<div class="line"><a id="l00028" name="l00028"></a><span class="lineno"> 28</span><span class="preprocessor">#include "absl/memory/memory.h"</span></div>
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<div class="line"><a id="l00029" name="l00029"></a><span class="lineno"> 29</span><span class="preprocessor">#include "absl/strings/str_format.h"</span></div>
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<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</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 id="l00031" name="l00031"></a><span class="lineno"> 31</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 id="l00032" name="l00032"></a><span class="lineno"> 32</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 id="l00033" name="l00033"></a><span class="lineno"> 33</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 id="l00034" name="l00034"></a><span class="lineno"> 34</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 id="l00035" name="l00035"></a><span class="lineno"> 35</span><span class="preprocessor">#include "<a class="code" href="glpk__env__deleter_8h.html">ortools/glpk/glpk_env_deleter.h</a>"</span></div>
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<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</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 id="l00037" name="l00037"></a><span class="lineno"> 37</span> </div>
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<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"> 38</span><span class="keyword">extern</span> <span class="stringliteral">"C"</span> {</div>
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<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"> 39</span><span class="preprocessor">#include "glpk.h"</span></div>
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<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"> 40</span>}</div>
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<div class="line"><a id="l00041" name="l00041"></a><span class="lineno"> 41</span> </div>
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<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"> 42</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceoperations__research.html">operations_research</a> {</div>
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<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"> 43</span><span class="comment">// Class to store information gathered in the callback</span></div>
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<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"> 44</span><span class="keyword">class </span>GLPKInformation {</div>
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<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"> 45</span> <span class="keyword">public</span>:</div>
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<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"> 46</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 id="l00047" name="l00047"></a><span class="lineno"> 47</span> ResetBestObjectiveBound(maximize);</div>
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<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"> 48</span> }</div>
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<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"> 49</span> <span class="keywordtype">void</span> Reset(<span class="keywordtype">bool</span> maximize) {</div>
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<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"> 50</span> num_all_nodes_ = 0;</div>
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<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"> 51</span> ResetBestObjectiveBound(maximize);</div>
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<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"> 52</span> }</div>
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<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span> <span class="keywordtype">void</span> ResetBestObjectiveBound(<span class="keywordtype">bool</span> maximize) {</div>
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<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"> 54</span> <span class="keywordflow">if</span> (maximize) {</div>
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<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"> 55</span> best_objective_bound_ = std::numeric_limits<double>::infinity();</div>
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<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"> 56</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"> 57</span> best_objective_bound_ = -std::numeric_limits<double>::infinity();</div>
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<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"> 58</span> }</div>
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<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span> }</div>
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<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span> <span class="keywordtype">int</span> num_all_nodes_;</div>
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<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"> 61</span> <span class="keywordtype">double</span> best_objective_bound_;</div>
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<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"> 62</span>};</div>
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<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"> 63</span> </div>
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<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"> 64</span><span class="comment">// Function to be called in the GLPK callback</span></div>
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<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</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 id="l00066" name="l00066"></a><span class="lineno"> 66</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(tree != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"> 67</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(info != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"> 68</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 id="l00069" name="l00069"></a><span class="lineno"> 69</span> <span class="keywordflow">switch</span> (glp_ios_reason(tree)) {</div>
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<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</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 id="l00071" name="l00071"></a><span class="lineno"> 71</span> <span class="comment">// branches, generates cuts or finds an integer solution.</span></div>
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<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span> <span class="keywordflow">case</span> GLP_ISELECT:</div>
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<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"> 73</span> <span class="keywordflow">case</span> GLP_IROWGEN:</div>
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<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span> <span class="keywordflow">case</span> GLP_IBINGO: {</div>
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<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span> <span class="comment">// Get total number of nodes</span></div>
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<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</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 id="l00077" name="l00077"></a><span class="lineno"> 77</span> <span class="comment">// Get best bound</span></div>
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<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"> 78</span> <span class="keywordtype">int</span> node_id = glp_ios_best_node(tree);</div>
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<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"> 79</span> <span class="keywordflow">if</span> (node_id > 0) {</div>
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<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span> glpk_info->best_objective_bound_ = glp_ios_node_bound(tree, node_id);</div>
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<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"> 81</span> }</div>
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<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"> 82</span> <span class="keywordflow">break</span>;</div>
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<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"> 83</span> }</div>
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<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"> 84</span> <span class="keywordflow">default</span>:</div>
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<div class="line"><a id="l00085" name="l00085"></a><span class="lineno"> 85</span> <span class="keywordflow">break</span>;</div>
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<div class="line"><a id="l00086" name="l00086"></a><span class="lineno"> 86</span> }</div>
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<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"> 87</span>}</div>
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<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"> 88</span> </div>
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<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"> 89</span><span class="comment">// ----- GLPK Solver -----</span></div>
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<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"> 90</span> </div>
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<div class="line"><a id="l00091" name="l00091"></a><span class="lineno"> 91</span><span class="keyword">namespace </span>{</div>
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<div class="line"><a id="l00092" name="l00092"></a><span class="lineno"> 92</span><span class="comment">// GLPK indexes its variables and constraints starting at 1.</span></div>
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<div class="line"><a id="l00093" name="l00093"></a><span class="lineno"> 93</span><span class="keywordtype">int</span> MPSolverIndexToGlpkIndex(<span class="keywordtype">int</span> <a class="code hl_variable" href="local__search_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>) { <span class="keywordflow">return</span> <a class="code hl_variable" href="local__search_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a> + 1; }</div>
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<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"> 94</span>} <span class="comment">// namespace</span></div>
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<div class="line"><a id="l00095" name="l00095"></a><span class="lineno"> 95</span> </div>
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<div class="line"><a id="l00096" name="l00096"></a><span class="lineno"> 96</span><span class="keyword">class </span>GLPKInterface : <span class="keyword">public</span> MPSolverInterface {</div>
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<div class="line"><a id="l00097" name="l00097"></a><span class="lineno"> 97</span> <span class="keyword">public</span>:</div>
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<div class="line"><a id="l00098" name="l00098"></a><span class="lineno"> 98</span> <span class="comment">// Constructor that takes a name for the underlying glpk solver.</span></div>
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<div class="line"><a id="l00099" name="l00099"></a><span class="lineno"> 99</span> GLPKInterface(MPSolver* <span class="keyword">const</span> solver, <span class="keywordtype">bool</span> mip);</div>
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<div class="line"><a id="l00100" name="l00100"></a><span class="lineno"> 100</span> ~GLPKInterface() <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00101" name="l00101"></a><span class="lineno"> 101</span> </div>
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<div class="line"><a id="l00102" name="l00102"></a><span class="lineno"> 102</span> <span class="comment">// Sets the optimization direction (min/max).</span></div>
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<div class="line"><a id="l00103" name="l00103"></a><span class="lineno"> 103</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 id="l00104" name="l00104"></a><span class="lineno"> 104</span> </div>
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<div class="line"><a id="l00105" name="l00105"></a><span class="lineno"> 105</span> <span class="comment">// ----- Solve -----</span></div>
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<div class="line"><a id="l00106" name="l00106"></a><span class="lineno"> 106</span> <span class="comment">// Solve the problem using the parameter values specified.</span></div>
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<div class="line"><a id="l00107" name="l00107"></a><span class="lineno"> 107</span> <a class="code hl_enumeration" href="classoperations__research_1_1_m_p_solver.html#a573d479910e373f5d771d303e440587d">MPSolver::ResultStatus</a> <a class="code hl_function" href="namespaceoperations__research_1_1math__opt.html#a5767ee23f380e72488d3c7ebf2d742b1">Solve</a>(<span class="keyword">const</span> MPSolverParameters& param) <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00108" name="l00108"></a><span class="lineno"> 108</span> </div>
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<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"> 109</span> <span class="comment">// ----- Model modifications and extraction -----</span></div>
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<div class="line"><a id="l00110" name="l00110"></a><span class="lineno"> 110</span> <span class="comment">// Resets extracted model</span></div>
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<div class="line"><a id="l00111" name="l00111"></a><span class="lineno"> 111</span> <span class="keywordtype">void</span> Reset() <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"> 112</span> </div>
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<div class="line"><a id="l00113" name="l00113"></a><span class="lineno"> 113</span> <span class="comment">// Modify bounds.</span></div>
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<div class="line"><a id="l00114" name="l00114"></a><span class="lineno"> 114</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 id="l00115" name="l00115"></a><span class="lineno"> 115</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 id="l00116" name="l00116"></a><span class="lineno"> 116</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 id="l00117" name="l00117"></a><span class="lineno"> 117</span> <span class="keywordtype">double</span> ub) <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00118" name="l00118"></a><span class="lineno"> 118</span> </div>
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<div class="line"><a id="l00119" name="l00119"></a><span class="lineno"> 119</span> <span class="comment">// Add Constraint incrementally.</span></div>
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<div class="line"><a id="l00120" name="l00120"></a><span class="lineno"> 120</span> <span class="keywordtype">void</span> AddRowConstraint(MPConstraint* <span class="keyword">const</span> <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00121" name="l00121"></a><span class="lineno"> 121</span> <span class="comment">// Add variable incrementally.</span></div>
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<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"> 122</span> <span class="keywordtype">void</span> AddVariable(MPVariable* <span class="keyword">const</span> <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00123" name="l00123"></a><span class="lineno"> 123</span> <span class="comment">// Change a coefficient in a constraint.</span></div>
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<div class="line"><a id="l00124" name="l00124"></a><span class="lineno"> 124</span> <span class="keywordtype">void</span> SetCoefficient(MPConstraint* <span class="keyword">const</span> constraint,</div>
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<div class="line"><a id="l00125" name="l00125"></a><span class="lineno"> 125</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 id="l00126" name="l00126"></a><span class="lineno"> 126</span> <span class="keywordtype">double</span> old_value) <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00127" name="l00127"></a><span class="lineno"> 127</span> <span class="comment">// Clear a constraint from all its terms.</span></div>
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<div class="line"><a id="l00128" name="l00128"></a><span class="lineno"> 128</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 id="l00129" name="l00129"></a><span class="lineno"> 129</span> <span class="comment">// Change a coefficient in the linear objective</span></div>
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<div class="line"><a id="l00130" name="l00130"></a><span class="lineno"> 130</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 id="l00131" name="l00131"></a><span class="lineno"> 131</span> <span class="keywordtype">double</span> <a class="code hl_variable" href="routing__filters_8cc.html#a8e4ee19dee0e00541dbe9bbc83d806ba">coefficient</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00132" name="l00132"></a><span class="lineno"> 132</span> <span class="comment">// Change the constant term in the linear objective.</span></div>
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<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"> 133</span> <span class="keywordtype">void</span> SetObjectiveOffset(<span class="keywordtype">double</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00134" name="l00134"></a><span class="lineno"> 134</span> <span class="comment">// Clear the objective from all its terms.</span></div>
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<div class="line"><a id="l00135" name="l00135"></a><span class="lineno"> 135</span> <span class="keywordtype">void</span> ClearObjective() <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00136" name="l00136"></a><span class="lineno"> 136</span> </div>
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<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"> 137</span> <span class="comment">// ------ Query statistics on the solution and the solve ------</span></div>
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<div class="line"><a id="l00138" name="l00138"></a><span class="lineno"> 138</span> <span class="comment">// Number of simplex iterations</span></div>
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<div class="line"><a id="l00139" name="l00139"></a><span class="lineno"> 139</span> int64_t iterations() <span class="keyword">const override</span>;</div>
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<div class="line"><a id="l00140" name="l00140"></a><span class="lineno"> 140</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 id="l00141" name="l00141"></a><span class="lineno"> 141</span> int64_t <a class="code hl_variable" href="routing__search_8cc.html#a6b7983ccd32c86cbbc3d4d9cda4cac17">nodes</a>() <span class="keyword">const override</span>;</div>
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<div class="line"><a id="l00142" name="l00142"></a><span class="lineno"> 142</span> </div>
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<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"> 143</span> <span class="comment">// Returns the basis status of a row.</span></div>
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<div class="line"><a id="l00144" name="l00144"></a><span class="lineno"> 144</span> <a class="code hl_enumeration" 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 id="l00145" name="l00145"></a><span class="lineno"> 145</span> <span class="comment">// Returns the basis status of a column.</span></div>
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<div class="line"><a id="l00146" name="l00146"></a><span class="lineno"> 146</span> <a class="code hl_enumeration" 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 id="l00147" name="l00147"></a><span class="lineno"> 147</span> </div>
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<div class="line"><a id="l00148" name="l00148"></a><span class="lineno"> 148</span> <span class="comment">// Checks whether a feasible solution exists.</span></div>
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<div class="line"><a id="l00149" name="l00149"></a><span class="lineno"> 149</span> <span class="keywordtype">bool</span> CheckSolutionExists() <span class="keyword">const override</span>;</div>
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<div class="line"><a id="l00150" name="l00150"></a><span class="lineno"> 150</span> </div>
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<div class="line"><a id="l00151" name="l00151"></a><span class="lineno"> 151</span> <span class="comment">// ----- Misc -----</span></div>
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<div class="line"><a id="l00152" name="l00152"></a><span class="lineno"> 152</span> <span class="comment">// Query problem type.</span></div>
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<div class="line"><a id="l00153" name="l00153"></a><span class="lineno"> 153</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 id="l00154" name="l00154"></a><span class="lineno"> 154</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 id="l00155" name="l00155"></a><span class="lineno"> 155</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 id="l00156" name="l00156"></a><span class="lineno"> 156</span> </div>
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<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"> 157</span> <span class="keywordtype">void</span> ExtractNewVariables() <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00158" name="l00158"></a><span class="lineno"> 158</span> <span class="keywordtype">void</span> ExtractNewConstraints() <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00159" name="l00159"></a><span class="lineno"> 159</span> <span class="keywordtype">void</span> ExtractObjective() <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00160" name="l00160"></a><span class="lineno"> 160</span> </div>
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<div class="line"><a id="l00161" name="l00161"></a><span class="lineno"> 161</span> std::string SolverVersion()<span class="keyword"> const override </span>{</div>
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<div class="line"><a id="l00162" name="l00162"></a><span class="lineno"> 162</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 id="l00163" name="l00163"></a><span class="lineno"> 163</span> }</div>
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<div class="line"><a id="l00164" name="l00164"></a><span class="lineno"> 164</span> </div>
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<div class="line"><a id="l00165" name="l00165"></a><span class="lineno"> 165</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 id="l00166" name="l00166"></a><span class="lineno"> 166</span> </div>
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<div class="line"><a id="l00167" name="l00167"></a><span class="lineno"> 167</span> <span class="keywordtype">double</span> ComputeExactConditionNumber() <span class="keyword">const override</span>;</div>
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<div class="line"><a id="l00168" name="l00168"></a><span class="lineno"> 168</span> </div>
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<div class="line"><a id="l00169" name="l00169"></a><span class="lineno"> 169</span> <span class="keyword">private</span>:</div>
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<div class="line"><a id="l00170" name="l00170"></a><span class="lineno"> 170</span> <span class="comment">// Configure the solver's parameters.</span></div>
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<div class="line"><a id="l00171" name="l00171"></a><span class="lineno"> 171</span> <span class="keywordtype">void</span> ConfigureGLPKParameters(<span class="keyword">const</span> MPSolverParameters& param);</div>
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<div class="line"><a id="l00172" name="l00172"></a><span class="lineno"> 172</span> </div>
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<div class="line"><a id="l00173" name="l00173"></a><span class="lineno"> 173</span> <span class="comment">// Set all parameters in the underlying solver.</span></div>
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<div class="line"><a id="l00174" name="l00174"></a><span class="lineno"> 174</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 id="l00175" name="l00175"></a><span class="lineno"> 175</span> <span class="comment">// Set each parameter in the underlying solver.</span></div>
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<div class="line"><a id="l00176" name="l00176"></a><span class="lineno"> 176</span> <span class="keywordtype">void</span> SetRelativeMipGap(<span class="keywordtype">double</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00177" name="l00177"></a><span class="lineno"> 177</span> <span class="keywordtype">void</span> SetPrimalTolerance(<span class="keywordtype">double</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00178" name="l00178"></a><span class="lineno"> 178</span> <span class="keywordtype">void</span> SetDualTolerance(<span class="keywordtype">double</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00179" name="l00179"></a><span class="lineno"> 179</span> <span class="keywordtype">void</span> SetPresolveMode(<span class="keywordtype">int</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00180" name="l00180"></a><span class="lineno"> 180</span> <span class="keywordtype">void</span> SetScalingMode(<span class="keywordtype">int</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00181" name="l00181"></a><span class="lineno"> 181</span> <span class="keywordtype">void</span> SetLpAlgorithm(<span class="keywordtype">int</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) <span class="keyword">override</span>;</div>
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<div class="line"><a id="l00182" name="l00182"></a><span class="lineno"> 182</span> </div>
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<div class="line"><a id="l00183" name="l00183"></a><span class="lineno"> 183</span> <span class="keywordtype">void</span> ExtractOldConstraints();</div>
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<div class="line"><a id="l00184" name="l00184"></a><span class="lineno"> 184</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 id="l00185" name="l00185"></a><span class="lineno"> 185</span> <span class="keywordtype">double</span>* <span class="keyword">const</span> coefs);</div>
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<div class="line"><a id="l00186" name="l00186"></a><span class="lineno"> 186</span> <span class="comment">// Transforms basis status from GLPK integer code to MPSolver::BasisStatus.</span></div>
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<div class="line"><a id="l00187" name="l00187"></a><span class="lineno"> 187</span> <a class="code hl_enumeration" 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 id="l00188" name="l00188"></a><span class="lineno"> 188</span> </div>
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<div class="line"><a id="l00189" name="l00189"></a><span class="lineno"> 189</span> <span class="comment">// Computes the L1-norm of the current scaled basis.</span></div>
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<div class="line"><a id="l00190" name="l00190"></a><span class="lineno"> 190</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 id="l00191" name="l00191"></a><span class="lineno"> 191</span> <span class="comment">// This method is available only for continuous problems.</span></div>
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<div class="line"><a id="l00192" name="l00192"></a><span class="lineno"> 192</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 id="l00193" name="l00193"></a><span class="lineno"> 193</span> <span class="keywordtype">double</span>* row_scaling_factor,</div>
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<div class="line"><a id="l00194" name="l00194"></a><span class="lineno"> 194</span> <span class="keywordtype">double</span>* column_scaling_factor) <span class="keyword">const</span>;</div>
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<div class="line"><a id="l00195" name="l00195"></a><span class="lineno"> 195</span> </div>
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<div class="line"><a id="l00196" name="l00196"></a><span class="lineno"> 196</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 id="l00197" name="l00197"></a><span class="lineno"> 197</span> <span class="comment">// basis.</span></div>
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<div class="line"><a id="l00198" name="l00198"></a><span class="lineno"> 198</span> <span class="comment">// This method is available only for continuous problems.</span></div>
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<div class="line"><a id="l00199" name="l00199"></a><span class="lineno"> 199</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 id="l00200" name="l00200"></a><span class="lineno"> 200</span> <span class="keywordtype">double</span>* row_scaling_factor,</div>
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<div class="line"><a id="l00201" name="l00201"></a><span class="lineno"> 201</span> <span class="keywordtype">double</span>* column_scaling_factor) <span class="keyword">const</span>;</div>
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<div class="line"><a id="l00202" name="l00202"></a><span class="lineno"> 202</span> </div>
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<div class="line"><a id="l00203" name="l00203"></a><span class="lineno"> 203</span> glp_prob* lp_;</div>
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<div class="line"><a id="l00204" name="l00204"></a><span class="lineno"> 204</span> <span class="keywordtype">bool</span> mip_;</div>
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<div class="line"><a id="l00205" name="l00205"></a><span class="lineno"> 205</span> </div>
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<div class="line"><a id="l00206" name="l00206"></a><span class="lineno"> 206</span> <span class="comment">// Parameters</span></div>
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<div class="line"><a id="l00207" name="l00207"></a><span class="lineno"> 207</span> glp_smcp lp_param_;</div>
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<div class="line"><a id="l00208" name="l00208"></a><span class="lineno"> 208</span> glp_iocp mip_param_;</div>
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<div class="line"><a id="l00209" name="l00209"></a><span class="lineno"> 209</span> <span class="comment">// For the callback</span></div>
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<div class="line"><a id="l00210" name="l00210"></a><span class="lineno"> 210</span> std::unique_ptr<GLPKInformation> mip_callback_info_;</div>
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<div class="line"><a id="l00211" name="l00211"></a><span class="lineno"> 211</span>};</div>
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<div class="line"><a id="l00212" name="l00212"></a><span class="lineno"> 212</span> </div>
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<div class="line"><a id="l00213" name="l00213"></a><span class="lineno"> 213</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 id="l00214" name="l00214"></a><span class="lineno"> 214</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 id="l00215" name="l00215"></a><span class="lineno"> 215</span> : MPSolverInterface(solver), lp_(nullptr), mip_(mip) {</div>
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<div class="line"><a id="l00216" name="l00216"></a><span class="lineno"> 216</span> <span class="comment">// Make sure glp_free_env() is called at the exit of the current thread.</span></div>
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<div class="line"><a id="l00217" name="l00217"></a><span class="lineno"> 217</span> <a class="code hl_function" href="namespaceoperations__research.html#afa0e53e4462391903db0d0c77f8cecd0">SetupGlpkEnvAutomaticDeletion</a>();</div>
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<div class="line"><a id="l00218" name="l00218"></a><span class="lineno"> 218</span> </div>
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<div class="line"><a id="l00219" name="l00219"></a><span class="lineno"> 219</span> lp_ = glp_create_prob();</div>
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<div class="line"><a id="l00220" name="l00220"></a><span class="lineno"> 220</span> glp_set_prob_name(lp_, solver_->name_.c_str());</div>
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<div class="line"><a id="l00221" name="l00221"></a><span class="lineno"> 221</span> glp_set_obj_dir(lp_, GLP_MIN);</div>
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<div class="line"><a id="l00222" name="l00222"></a><span class="lineno"> 222</span> mip_callback_info_ = absl::make_unique<GLPKInformation>(<a class="code hl_variable" href="search_8cc.html#a9648c36eafdd6183052aeec5bef2d8b2">maximize_</a>);</div>
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<div class="line"><a id="l00223" name="l00223"></a><span class="lineno"> 223</span>}</div>
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<div class="line"><a id="l00224" name="l00224"></a><span class="lineno"> 224</span> </div>
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<div class="line"><a id="l00225" name="l00225"></a><span class="lineno"> 225</span><span class="comment">// Frees the LP memory allocations.</span></div>
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<div class="line"><a id="l00226" name="l00226"></a><span class="lineno"> 226</span>GLPKInterface::~GLPKInterface() {</div>
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<div class="line"><a id="l00227" name="l00227"></a><span class="lineno"> 227</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(lp_ != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00228" name="l00228"></a><span class="lineno"> 228</span> glp_delete_prob(lp_);</div>
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<div class="line"><a id="l00229" name="l00229"></a><span class="lineno"> 229</span> lp_ = <span class="keyword">nullptr</span>;</div>
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<div class="line"><a id="l00230" name="l00230"></a><span class="lineno"> 230</span>}</div>
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<div class="line"><a id="l00231" name="l00231"></a><span class="lineno"> 231</span> </div>
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<div class="line"><a id="l00232" name="l00232"></a><span class="lineno"> 232</span><span class="keywordtype">void</span> GLPKInterface::Reset() {</div>
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<div class="line"><a id="l00233" name="l00233"></a><span class="lineno"> 233</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(lp_ != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00234" name="l00234"></a><span class="lineno"> 234</span> glp_delete_prob(lp_);</div>
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<div class="line"><a id="l00235" name="l00235"></a><span class="lineno"> 235</span> lp_ = glp_create_prob();</div>
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<div class="line"><a id="l00236" name="l00236"></a><span class="lineno"> 236</span> glp_set_prob_name(lp_, solver_->name_.c_str());</div>
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<div class="line"><a id="l00237" name="l00237"></a><span class="lineno"> 237</span> glp_set_obj_dir(lp_, <a class="code hl_variable" href="search_8cc.html#a9648c36eafdd6183052aeec5bef2d8b2">maximize_</a> ? GLP_MAX : GLP_MIN);</div>
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<div class="line"><a id="l00238" name="l00238"></a><span class="lineno"> 238</span> ResetExtractionInformation();</div>
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<div class="line"><a id="l00239" name="l00239"></a><span class="lineno"> 239</span>}</div>
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<div class="line"><a id="l00240" name="l00240"></a><span class="lineno"> 240</span> </div>
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<div class="line"><a id="l00241" name="l00241"></a><span class="lineno"> 241</span><span class="comment">// ------ Model modifications and extraction -----</span></div>
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<div class="line"><a id="l00242" name="l00242"></a><span class="lineno"> 242</span> </div>
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<div class="line"><a id="l00243" name="l00243"></a><span class="lineno"> 243</span><span class="comment">// Not cached</span></div>
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<div class="line"><a id="l00244" name="l00244"></a><span class="lineno"> 244</span><span class="keywordtype">void</span> GLPKInterface::SetOptimizationDirection(<span class="keywordtype">bool</span> maximize) {</div>
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<div class="line"><a id="l00245" name="l00245"></a><span class="lineno"> 245</span> InvalidateSolutionSynchronization();</div>
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<div class="line"><a id="l00246" name="l00246"></a><span class="lineno"> 246</span> glp_set_obj_dir(lp_, maximize ? GLP_MAX : GLP_MIN);</div>
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<div class="line"><a id="l00247" name="l00247"></a><span class="lineno"> 247</span>}</div>
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<div class="line"><a id="l00248" name="l00248"></a><span class="lineno"> 248</span> </div>
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<div class="line"><a id="l00249" name="l00249"></a><span class="lineno"> 249</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 id="l00250" name="l00250"></a><span class="lineno"> 250</span> <span class="keywordtype">double</span> ub) {</div>
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<div class="line"><a id="l00251" name="l00251"></a><span class="lineno"> 251</span> InvalidateSolutionSynchronization();</div>
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<div class="line"><a id="l00252" name="l00252"></a><span class="lineno"> 252</span> <span class="keywordflow">if</span> (!variable_is_extracted(mpsolver_var_index)) {</div>
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<div class="line"><a id="l00253" name="l00253"></a><span class="lineno"> 253</span> sync_status_ = MUST_RELOAD;</div>
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<div class="line"><a id="l00254" name="l00254"></a><span class="lineno"> 254</span> <span class="keywordflow">return</span>;</div>
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<div class="line"><a id="l00255" name="l00255"></a><span class="lineno"> 255</span> }</div>
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<div class="line"><a id="l00256" name="l00256"></a><span class="lineno"> 256</span> <span class="comment">// Not cached if the variable has been extracted.</span></div>
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<div class="line"><a id="l00257" name="l00257"></a><span class="lineno"> 257</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(lp_ != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00258" name="l00258"></a><span class="lineno"> 258</span> <span class="keyword">const</span> <span class="keywordtype">double</span> infinity = solver_->infinity();</div>
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<div class="line"><a id="l00259" name="l00259"></a><span class="lineno"> 259</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 id="l00260" name="l00260"></a><span class="lineno"> 260</span> <span class="keywordflow">if</span> (lb != -infinity) {</div>
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<div class="line"><a id="l00261" name="l00261"></a><span class="lineno"> 261</span> <span class="keywordflow">if</span> (ub != infinity) {</div>
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<div class="line"><a id="l00262" name="l00262"></a><span class="lineno"> 262</span> <span class="keywordflow">if</span> (lb == ub) {</div>
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<div class="line"><a id="l00263" name="l00263"></a><span class="lineno"> 263</span> glp_set_col_bnds(lp_, glpk_var_index, GLP_FX, lb, ub);</div>
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<div class="line"><a id="l00264" name="l00264"></a><span class="lineno"> 264</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00265" name="l00265"></a><span class="lineno"> 265</span> glp_set_col_bnds(lp_, glpk_var_index, GLP_DB, lb, ub);</div>
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<div class="line"><a id="l00266" name="l00266"></a><span class="lineno"> 266</span> }</div>
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<div class="line"><a id="l00267" name="l00267"></a><span class="lineno"> 267</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00268" name="l00268"></a><span class="lineno"> 268</span> glp_set_col_bnds(lp_, glpk_var_index, GLP_LO, lb, 0.0);</div>
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<div class="line"><a id="l00269" name="l00269"></a><span class="lineno"> 269</span> }</div>
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<div class="line"><a id="l00270" name="l00270"></a><span class="lineno"> 270</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (ub != infinity) {</div>
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|
<div class="line"><a id="l00271" name="l00271"></a><span class="lineno"> 271</span> glp_set_col_bnds(lp_, glpk_var_index, GLP_UP, 0.0, ub);</div>
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<div class="line"><a id="l00272" name="l00272"></a><span class="lineno"> 272</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00273" name="l00273"></a><span class="lineno"> 273</span> glp_set_col_bnds(lp_, glpk_var_index, GLP_FR, 0.0, 0.0);</div>
|
|
<div class="line"><a id="l00274" name="l00274"></a><span class="lineno"> 274</span> }</div>
|
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<div class="line"><a id="l00275" name="l00275"></a><span class="lineno"> 275</span>}</div>
|
|
<div class="line"><a id="l00276" name="l00276"></a><span class="lineno"> 276</span> </div>
|
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<div class="line"><a id="l00277" name="l00277"></a><span class="lineno"> 277</span><span class="keywordtype">void</span> GLPKInterface::SetVariableInteger(<span class="keywordtype">int</span> mpsolver_var_index, <span class="keywordtype">bool</span> integer) {</div>
|
|
<div class="line"><a id="l00278" name="l00278"></a><span class="lineno"> 278</span> InvalidateSolutionSynchronization();</div>
|
|
<div class="line"><a id="l00279" name="l00279"></a><span class="lineno"> 279</span> <span class="keywordflow">if</span> (mip_) {</div>
|
|
<div class="line"><a id="l00280" name="l00280"></a><span class="lineno"> 280</span> <span class="keywordflow">if</span> (variable_is_extracted(mpsolver_var_index)) {</div>
|
|
<div class="line"><a id="l00281" name="l00281"></a><span class="lineno"> 281</span> <span class="comment">// Not cached if the variable has been extracted.</span></div>
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|
<div class="line"><a id="l00282" name="l00282"></a><span class="lineno"> 282</span> glp_set_col_kind(lp_, MPSolverIndexToGlpkIndex(mpsolver_var_index),</div>
|
|
<div class="line"><a id="l00283" name="l00283"></a><span class="lineno"> 283</span> integer ? GLP_IV : GLP_CV);</div>
|
|
<div class="line"><a id="l00284" name="l00284"></a><span class="lineno"> 284</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00285" name="l00285"></a><span class="lineno"> 285</span> sync_status_ = MUST_RELOAD;</div>
|
|
<div class="line"><a id="l00286" name="l00286"></a><span class="lineno"> 286</span> }</div>
|
|
<div class="line"><a id="l00287" name="l00287"></a><span class="lineno"> 287</span> }</div>
|
|
<div class="line"><a id="l00288" name="l00288"></a><span class="lineno"> 288</span>}</div>
|
|
<div class="line"><a id="l00289" name="l00289"></a><span class="lineno"> 289</span> </div>
|
|
<div class="line"><a id="l00290" name="l00290"></a><span class="lineno"> 290</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 id="l00291" name="l00291"></a><span class="lineno"> 291</span> <span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub) {</div>
|
|
<div class="line"><a id="l00292" name="l00292"></a><span class="lineno"> 292</span> InvalidateSolutionSynchronization();</div>
|
|
<div class="line"><a id="l00293" name="l00293"></a><span class="lineno"> 293</span> <span class="keywordflow">if</span> (!constraint_is_extracted(mpsolver_constraint_index)) {</div>
|
|
<div class="line"><a id="l00294" name="l00294"></a><span class="lineno"> 294</span> sync_status_ = MUST_RELOAD;</div>
|
|
<div class="line"><a id="l00295" name="l00295"></a><span class="lineno"> 295</span> <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a id="l00296" name="l00296"></a><span class="lineno"> 296</span> }</div>
|
|
<div class="line"><a id="l00297" name="l00297"></a><span class="lineno"> 297</span> <span class="comment">// Not cached if the row has been extracted</span></div>
|
|
<div class="line"><a id="l00298" name="l00298"></a><span class="lineno"> 298</span> <span class="keyword">const</span> <span class="keywordtype">int</span> glpk_constraint_index =</div>
|
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<div class="line"><a id="l00299" name="l00299"></a><span class="lineno"> 299</span> MPSolverIndexToGlpkIndex(mpsolver_constraint_index);</div>
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|
<div class="line"><a id="l00300" name="l00300"></a><span class="lineno"> 300</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(lp_ != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a id="l00301" name="l00301"></a><span class="lineno"> 301</span> <span class="keyword">const</span> <span class="keywordtype">double</span> infinity = solver_->infinity();</div>
|
|
<div class="line"><a id="l00302" name="l00302"></a><span class="lineno"> 302</span> <span class="keywordflow">if</span> (lb != -infinity) {</div>
|
|
<div class="line"><a id="l00303" name="l00303"></a><span class="lineno"> 303</span> <span class="keywordflow">if</span> (ub != infinity) {</div>
|
|
<div class="line"><a id="l00304" name="l00304"></a><span class="lineno"> 304</span> <span class="keywordflow">if</span> (lb == ub) {</div>
|
|
<div class="line"><a id="l00305" name="l00305"></a><span class="lineno"> 305</span> glp_set_row_bnds(lp_, glpk_constraint_index, GLP_FX, lb, ub);</div>
|
|
<div class="line"><a id="l00306" name="l00306"></a><span class="lineno"> 306</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00307" name="l00307"></a><span class="lineno"> 307</span> glp_set_row_bnds(lp_, glpk_constraint_index, GLP_DB, lb, ub);</div>
|
|
<div class="line"><a id="l00308" name="l00308"></a><span class="lineno"> 308</span> }</div>
|
|
<div class="line"><a id="l00309" name="l00309"></a><span class="lineno"> 309</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00310" name="l00310"></a><span class="lineno"> 310</span> glp_set_row_bnds(lp_, glpk_constraint_index, GLP_LO, lb, 0.0);</div>
|
|
<div class="line"><a id="l00311" name="l00311"></a><span class="lineno"> 311</span> }</div>
|
|
<div class="line"><a id="l00312" name="l00312"></a><span class="lineno"> 312</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (ub != infinity) {</div>
|
|
<div class="line"><a id="l00313" name="l00313"></a><span class="lineno"> 313</span> glp_set_row_bnds(lp_, glpk_constraint_index, GLP_UP, 0.0, ub);</div>
|
|
<div class="line"><a id="l00314" name="l00314"></a><span class="lineno"> 314</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00315" name="l00315"></a><span class="lineno"> 315</span> glp_set_row_bnds(lp_, glpk_constraint_index, GLP_FR, 0.0, 0.0);</div>
|
|
<div class="line"><a id="l00316" name="l00316"></a><span class="lineno"> 316</span> }</div>
|
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<div class="line"><a id="l00317" name="l00317"></a><span class="lineno"> 317</span>}</div>
|
|
<div class="line"><a id="l00318" name="l00318"></a><span class="lineno"> 318</span> </div>
|
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<div class="line"><a id="l00319" name="l00319"></a><span class="lineno"> 319</span><span class="keywordtype">void</span> GLPKInterface::SetCoefficient(MPConstraint* <span class="keyword">const</span> constraint,</div>
|
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<div class="line"><a id="l00320" name="l00320"></a><span class="lineno"> 320</span> <span class="keyword">const</span> MPVariable* <span class="keyword">const</span> variable,</div>
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<div class="line"><a id="l00321" name="l00321"></a><span class="lineno"> 321</span> <span class="keywordtype">double</span> new_value, <span class="keywordtype">double</span> old_value) {</div>
|
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<div class="line"><a id="l00322" name="l00322"></a><span class="lineno"> 322</span> InvalidateSolutionSynchronization();</div>
|
|
<div class="line"><a id="l00323" name="l00323"></a><span class="lineno"> 323</span> <span class="comment">// GLPK does not allow to modify one coefficient at a time, so we</span></div>
|
|
<div class="line"><a id="l00324" name="l00324"></a><span class="lineno"> 324</span> <span class="comment">// extract the whole constraint again, if it has been extracted</span></div>
|
|
<div class="line"><a id="l00325" name="l00325"></a><span class="lineno"> 325</span> <span class="comment">// already and if it does not contain new variables. Otherwise, we</span></div>
|
|
<div class="line"><a id="l00326" name="l00326"></a><span class="lineno"> 326</span> <span class="comment">// cache the modification.</span></div>
|
|
<div class="line"><a id="l00327" name="l00327"></a><span class="lineno"> 327</span> <span class="keywordflow">if</span> (constraint_is_extracted(constraint->index()) &&</div>
|
|
<div class="line"><a id="l00328" name="l00328"></a><span class="lineno"> 328</span> (sync_status_ == MODEL_SYNCHRONIZED ||</div>
|
|
<div class="line"><a id="l00329" name="l00329"></a><span class="lineno"> 329</span> !constraint->ContainsNewVariables())) {</div>
|
|
<div class="line"><a id="l00330" name="l00330"></a><span class="lineno"> 330</span> <span class="keyword">const</span> <span class="keywordtype">int</span> size = constraint->coefficients_.size();</div>
|
|
<div class="line"><a id="l00331" name="l00331"></a><span class="lineno"> 331</span> std::unique_ptr<int[]> indices(<span class="keyword">new</span> <span class="keywordtype">int</span>[size + 1]);</div>
|
|
<div class="line"><a id="l00332" name="l00332"></a><span class="lineno"> 332</span> std::unique_ptr<double[]> coefs(<span class="keyword">new</span> <span class="keywordtype">double</span>[size + 1]);</div>
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<div class="line"><a id="l00333" name="l00333"></a><span class="lineno"> 333</span> ExtractOneConstraint(constraint, indices.get(), coefs.get());</div>
|
|
<div class="line"><a id="l00334" name="l00334"></a><span class="lineno"> 334</span> }</div>
|
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<div class="line"><a id="l00335" name="l00335"></a><span class="lineno"> 335</span>}</div>
|
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<div class="line"><a id="l00336" name="l00336"></a><span class="lineno"> 336</span> </div>
|
|
<div class="line"><a id="l00337" name="l00337"></a><span class="lineno"> 337</span><span class="comment">// Not cached</span></div>
|
|
<div class="line"><a id="l00338" name="l00338"></a><span class="lineno"> 338</span><span class="keywordtype">void</span> GLPKInterface::ClearConstraint(MPConstraint* <span class="keyword">const</span> constraint) {</div>
|
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<div class="line"><a id="l00339" name="l00339"></a><span class="lineno"> 339</span> InvalidateSolutionSynchronization();</div>
|
|
<div class="line"><a id="l00340" name="l00340"></a><span class="lineno"> 340</span> <span class="comment">// Constraint may have not been extracted yet.</span></div>
|
|
<div class="line"><a id="l00341" name="l00341"></a><span class="lineno"> 341</span> <span class="keywordflow">if</span> (constraint_is_extracted(constraint->index())) {</div>
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<div class="line"><a id="l00342" name="l00342"></a><span class="lineno"> 342</span> glp_set_mat_row(lp_, MPSolverIndexToGlpkIndex(constraint->index()), 0,</div>
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<div class="line"><a id="l00343" name="l00343"></a><span class="lineno"> 343</span> <span class="keyword">nullptr</span>, <span class="keyword">nullptr</span>);</div>
|
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<div class="line"><a id="l00344" name="l00344"></a><span class="lineno"> 344</span> }</div>
|
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<div class="line"><a id="l00345" name="l00345"></a><span class="lineno"> 345</span>}</div>
|
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<div class="line"><a id="l00346" name="l00346"></a><span class="lineno"> 346</span> </div>
|
|
<div class="line"><a id="l00347" name="l00347"></a><span class="lineno"> 347</span><span class="comment">// Cached</span></div>
|
|
<div class="line"><a id="l00348" name="l00348"></a><span class="lineno"> 348</span><span class="keywordtype">void</span> GLPKInterface::SetObjectiveCoefficient(<span class="keyword">const</span> MPVariable* <span class="keyword">const</span> variable,</div>
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<div class="line"><a id="l00349" name="l00349"></a><span class="lineno"> 349</span> <span class="keywordtype">double</span> <a class="code hl_variable" href="routing__filters_8cc.html#a8e4ee19dee0e00541dbe9bbc83d806ba">coefficient</a>) {</div>
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<div class="line"><a id="l00350" name="l00350"></a><span class="lineno"> 350</span> sync_status_ = MUST_RELOAD;</div>
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<div class="line"><a id="l00351" name="l00351"></a><span class="lineno"> 351</span>}</div>
|
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<div class="line"><a id="l00352" name="l00352"></a><span class="lineno"> 352</span> </div>
|
|
<div class="line"><a id="l00353" name="l00353"></a><span class="lineno"> 353</span><span class="comment">// Cached</span></div>
|
|
<div class="line"><a id="l00354" name="l00354"></a><span class="lineno"> 354</span><span class="keywordtype">void</span> GLPKInterface::SetObjectiveOffset(<span class="keywordtype">double</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) {</div>
|
|
<div class="line"><a id="l00355" name="l00355"></a><span class="lineno"> 355</span> sync_status_ = MUST_RELOAD;</div>
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<div class="line"><a id="l00356" name="l00356"></a><span class="lineno"> 356</span>}</div>
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<div class="line"><a id="l00357" name="l00357"></a><span class="lineno"> 357</span> </div>
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<div class="line"><a id="l00358" name="l00358"></a><span class="lineno"> 358</span><span class="comment">// Clear objective of all its terms (linear)</span></div>
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<div class="line"><a id="l00359" name="l00359"></a><span class="lineno"> 359</span><span class="keywordtype">void</span> GLPKInterface::ClearObjective() {</div>
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<div class="line"><a id="l00360" name="l00360"></a><span class="lineno"> 360</span> InvalidateSolutionSynchronization();</div>
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<div class="line"><a id="l00361" name="l00361"></a><span class="lineno"> 361</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 id="l00362" name="l00362"></a><span class="lineno"> 362</span> <span class="keyword">const</span> <span class="keywordtype">int</span> mpsolver_var_index = entry.first->index();</div>
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<div class="line"><a id="l00363" name="l00363"></a><span class="lineno"> 363</span> <span class="comment">// Variable may have not been extracted yet.</span></div>
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<div class="line"><a id="l00364" name="l00364"></a><span class="lineno"> 364</span> <span class="keywordflow">if</span> (!variable_is_extracted(mpsolver_var_index)) {</div>
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<div class="line"><a id="l00365" name="l00365"></a><span class="lineno"> 365</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(MODEL_SYNCHRONIZED, sync_status_);</div>
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<div class="line"><a id="l00366" name="l00366"></a><span class="lineno"> 366</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00367" name="l00367"></a><span class="lineno"> 367</span> glp_set_obj_coef(lp_, MPSolverIndexToGlpkIndex(mpsolver_var_index), 0.0);</div>
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<div class="line"><a id="l00368" name="l00368"></a><span class="lineno"> 368</span> }</div>
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<div class="line"><a id="l00369" name="l00369"></a><span class="lineno"> 369</span> }</div>
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<div class="line"><a id="l00370" name="l00370"></a><span class="lineno"> 370</span> <span class="comment">// Constant term.</span></div>
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<div class="line"><a id="l00371" name="l00371"></a><span class="lineno"> 371</span> glp_set_obj_coef(lp_, 0, 0.0);</div>
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<div class="line"><a id="l00372" name="l00372"></a><span class="lineno"> 372</span>}</div>
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<div class="line"><a id="l00373" name="l00373"></a><span class="lineno"> 373</span> </div>
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<div class="line"><a id="l00374" name="l00374"></a><span class="lineno"> 374</span><span class="keywordtype">void</span> GLPKInterface::AddRowConstraint(MPConstraint* <span class="keyword">const</span> <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>) {</div>
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<div class="line"><a id="l00375" name="l00375"></a><span class="lineno"> 375</span> sync_status_ = MUST_RELOAD;</div>
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<div class="line"><a id="l00376" name="l00376"></a><span class="lineno"> 376</span>}</div>
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<div class="line"><a id="l00377" name="l00377"></a><span class="lineno"> 377</span> </div>
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<div class="line"><a id="l00378" name="l00378"></a><span class="lineno"> 378</span><span class="keywordtype">void</span> GLPKInterface::AddVariable(MPVariable* <span class="keyword">const</span> <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>) {</div>
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<div class="line"><a id="l00379" name="l00379"></a><span class="lineno"> 379</span> sync_status_ = MUST_RELOAD;</div>
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<div class="line"><a id="l00380" name="l00380"></a><span class="lineno"> 380</span>}</div>
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<div class="line"><a id="l00381" name="l00381"></a><span class="lineno"> 381</span> </div>
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<div class="line"><a id="l00382" name="l00382"></a><span class="lineno"> 382</span><span class="comment">// Define new variables and add them to existing constraints.</span></div>
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<div class="line"><a id="l00383" name="l00383"></a><span class="lineno"> 383</span><span class="keywordtype">void</span> GLPKInterface::ExtractNewVariables() {</div>
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<div class="line"><a id="l00384" name="l00384"></a><span class="lineno"> 384</span> <span class="keywordtype">int</span> total_num_vars = solver_->variables_.size();</div>
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<div class="line"><a id="l00385" name="l00385"></a><span class="lineno"> 385</span> <span class="keywordflow">if</span> (total_num_vars > last_variable_index_) {</div>
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<div class="line"><a id="l00386" name="l00386"></a><span class="lineno"> 386</span> glp_add_cols(lp_, total_num_vars - last_variable_index_);</div>
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<div class="line"><a id="l00387" name="l00387"></a><span class="lineno"> 387</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 id="l00388" name="l00388"></a><span class="lineno"> 388</span> MPVariable* <span class="keyword">const</span> <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> = solver_->variables_[j];</div>
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<div class="line"><a id="l00389" name="l00389"></a><span class="lineno"> 389</span> set_variable_as_extracted(j, <span class="keyword">true</span>);</div>
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<div class="line"><a id="l00390" name="l00390"></a><span class="lineno"> 390</span> <span class="keywordflow">if</span> (!<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->name().empty()) {</div>
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<div class="line"><a id="l00391" name="l00391"></a><span class="lineno"> 391</span> glp_set_col_name(lp_, MPSolverIndexToGlpkIndex(j), <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->name().c_str());</div>
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<div class="line"><a id="l00392" name="l00392"></a><span class="lineno"> 392</span> }</div>
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<div class="line"><a id="l00393" name="l00393"></a><span class="lineno"> 393</span> SetVariableBounds(<span class="comment">/*mpsolver_var_index=*/</span>j, <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->lb(), <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->ub());</div>
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<div class="line"><a id="l00394" name="l00394"></a><span class="lineno"> 394</span> SetVariableInteger(<span class="comment">/*mpsolver_var_index=*/</span>j, <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->integer());</div>
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<div class="line"><a id="l00395" name="l00395"></a><span class="lineno"> 395</span> </div>
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<div class="line"><a id="l00396" name="l00396"></a><span class="lineno"> 396</span> <span class="comment">// The true objective coefficient will be set later in ExtractObjective.</span></div>
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<div class="line"><a id="l00397" name="l00397"></a><span class="lineno"> 397</span> <span class="keywordtype">double</span> tmp_obj_coef = 0.0;</div>
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<div class="line"><a id="l00398" name="l00398"></a><span class="lineno"> 398</span> glp_set_obj_coef(lp_, MPSolverIndexToGlpkIndex(j), tmp_obj_coef);</div>
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<div class="line"><a id="l00399" name="l00399"></a><span class="lineno"> 399</span> }</div>
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<div class="line"><a id="l00400" name="l00400"></a><span class="lineno"> 400</span> <span class="comment">// Add new variables to the existing constraints.</span></div>
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<div class="line"><a id="l00401" name="l00401"></a><span class="lineno"> 401</span> ExtractOldConstraints();</div>
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<div class="line"><a id="l00402" name="l00402"></a><span class="lineno"> 402</span> }</div>
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<div class="line"><a id="l00403" name="l00403"></a><span class="lineno"> 403</span>}</div>
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<div class="line"><a id="l00404" name="l00404"></a><span class="lineno"> 404</span> </div>
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<div class="line"><a id="l00405" name="l00405"></a><span class="lineno"> 405</span><span class="comment">// Extract again existing constraints if they contain new variables.</span></div>
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<div class="line"><a id="l00406" name="l00406"></a><span class="lineno"> 406</span><span class="keywordtype">void</span> GLPKInterface::ExtractOldConstraints() {</div>
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<div class="line"><a id="l00407" name="l00407"></a><span class="lineno"> 407</span> <span class="keyword">const</span> <span class="keywordtype">int</span> max_constraint_size =</div>
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<div class="line"><a id="l00408" name="l00408"></a><span class="lineno"> 408</span> solver_->ComputeMaxConstraintSize(0, last_constraint_index_);</div>
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<div class="line"><a id="l00409" name="l00409"></a><span class="lineno"> 409</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 id="l00410" name="l00410"></a><span class="lineno"> 410</span> <span class="comment">// consistent with glpk API.</span></div>
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<div class="line"><a id="l00411" name="l00411"></a><span class="lineno"> 411</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 id="l00412" name="l00412"></a><span class="lineno"> 412</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 id="l00413" name="l00413"></a><span class="lineno"> 413</span> </div>
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<div class="line"><a id="l00414" name="l00414"></a><span class="lineno"> 414</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 id="l00415" name="l00415"></a><span class="lineno"> 415</span> MPConstraint* <span class="keyword">const</span> <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a> = solver_->constraints_[i];</div>
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<div class="line"><a id="l00416" name="l00416"></a><span class="lineno"> 416</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(constraint_is_extracted(i));</div>
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<div class="line"><a id="l00417" name="l00417"></a><span class="lineno"> 417</span> <span class="keyword">const</span> <span class="keywordtype">int</span> size = <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->coefficients_.size();</div>
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<div class="line"><a id="l00418" name="l00418"></a><span class="lineno"> 418</span> <span class="keywordflow">if</span> (size == 0) {</div>
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<div class="line"><a id="l00419" name="l00419"></a><span class="lineno"> 419</span> <span class="keywordflow">continue</span>;</div>
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<div class="line"><a id="l00420" name="l00420"></a><span class="lineno"> 420</span> }</div>
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<div class="line"><a id="l00421" name="l00421"></a><span class="lineno"> 421</span> <span class="comment">// Update the constraint's coefficients if it contains new variables.</span></div>
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<div class="line"><a id="l00422" name="l00422"></a><span class="lineno"> 422</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->ContainsNewVariables()) {</div>
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<div class="line"><a id="l00423" name="l00423"></a><span class="lineno"> 423</span> ExtractOneConstraint(<a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>, indices.get(), coefs.get());</div>
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<div class="line"><a id="l00424" name="l00424"></a><span class="lineno"> 424</span> }</div>
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<div class="line"><a id="l00425" name="l00425"></a><span class="lineno"> 425</span> }</div>
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<div class="line"><a id="l00426" name="l00426"></a><span class="lineno"> 426</span>}</div>
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<div class="line"><a id="l00427" name="l00427"></a><span class="lineno"> 427</span> </div>
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<div class="line"><a id="l00428" name="l00428"></a><span class="lineno"> 428</span><span class="comment">// Extract one constraint. Arrays indices and coefs must be</span></div>
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<div class="line"><a id="l00429" name="l00429"></a><span class="lineno"> 429</span><span class="comment">// preallocated to have enough space to contain the constraint's</span></div>
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<div class="line"><a id="l00430" name="l00430"></a><span class="lineno"> 430</span><span class="comment">// coefficients.</span></div>
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<div class="line"><a id="l00431" name="l00431"></a><span class="lineno"> 431</span><span class="keywordtype">void</span> GLPKInterface::ExtractOneConstraint(MPConstraint* <span class="keyword">const</span> constraint,</div>
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<div class="line"><a id="l00432" name="l00432"></a><span class="lineno"> 432</span> <span class="keywordtype">int</span>* <span class="keyword">const</span> indices,</div>
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<div class="line"><a id="l00433" name="l00433"></a><span class="lineno"> 433</span> <span class="keywordtype">double</span>* <span class="keyword">const</span> coefs) {</div>
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<div class="line"><a id="l00434" name="l00434"></a><span class="lineno"> 434</span> <span class="comment">// GLPK convention is to start indexing at 1.</span></div>
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<div class="line"><a id="l00435" name="l00435"></a><span class="lineno"> 435</span> <span class="keywordtype">int</span> k = 1;</div>
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<div class="line"><a id="l00436" name="l00436"></a><span class="lineno"> 436</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 id="l00437" name="l00437"></a><span class="lineno"> 437</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variable_is_extracted(entry.first->index()));</div>
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<div class="line"><a id="l00438" name="l00438"></a><span class="lineno"> 438</span> indices[k] = MPSolverIndexToGlpkIndex(entry.first->index());</div>
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<div class="line"><a id="l00439" name="l00439"></a><span class="lineno"> 439</span> coefs[k] = entry.second;</div>
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<div class="line"><a id="l00440" name="l00440"></a><span class="lineno"> 440</span> ++k;</div>
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<div class="line"><a id="l00441" name="l00441"></a><span class="lineno"> 441</span> }</div>
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<div class="line"><a id="l00442" name="l00442"></a><span class="lineno"> 442</span> glp_set_mat_row(lp_, MPSolverIndexToGlpkIndex(constraint->index()), k - 1,</div>
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<div class="line"><a id="l00443" name="l00443"></a><span class="lineno"> 443</span> indices, coefs);</div>
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<div class="line"><a id="l00444" name="l00444"></a><span class="lineno"> 444</span>}</div>
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<div class="line"><a id="l00445" name="l00445"></a><span class="lineno"> 445</span> </div>
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<div class="line"><a id="l00446" name="l00446"></a><span class="lineno"> 446</span><span class="comment">// Define new constraints on old and new variables.</span></div>
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<div class="line"><a id="l00447" name="l00447"></a><span class="lineno"> 447</span><span class="keywordtype">void</span> GLPKInterface::ExtractNewConstraints() {</div>
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<div class="line"><a id="l00448" name="l00448"></a><span class="lineno"> 448</span> <span class="keywordtype">int</span> total_num_rows = solver_->constraints_.size();</div>
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<div class="line"><a id="l00449" name="l00449"></a><span class="lineno"> 449</span> <span class="keywordflow">if</span> (last_constraint_index_ < total_num_rows) {</div>
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<div class="line"><a id="l00450" name="l00450"></a><span class="lineno"> 450</span> <span class="comment">// Define new constraints</span></div>
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<div class="line"><a id="l00451" name="l00451"></a><span class="lineno"> 451</span> glp_add_rows(lp_, total_num_rows - last_constraint_index_);</div>
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<div class="line"><a id="l00452" name="l00452"></a><span class="lineno"> 452</span> <span class="keywordtype">int</span> num_coefs = 0;</div>
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<div class="line"><a id="l00453" name="l00453"></a><span class="lineno"> 453</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 id="l00454" name="l00454"></a><span class="lineno"> 454</span> MPConstraint* <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a> = solver_->constraints_[i];</div>
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<div class="line"><a id="l00455" name="l00455"></a><span class="lineno"> 455</span> set_constraint_as_extracted(i, <span class="keyword">true</span>);</div>
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<div class="line"><a id="l00456" name="l00456"></a><span class="lineno"> 456</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->name().empty()) {</div>
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<div class="line"><a id="l00457" name="l00457"></a><span class="lineno"> 457</span> glp_set_row_name(lp_, MPSolverIndexToGlpkIndex(i),</div>
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<div class="line"><a id="l00458" name="l00458"></a><span class="lineno"> 458</span> absl::StrFormat(<span class="stringliteral">"ct_%i"</span>, i).c_str());</div>
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<div class="line"><a id="l00459" name="l00459"></a><span class="lineno"> 459</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00460" name="l00460"></a><span class="lineno"> 460</span> glp_set_row_name(lp_, MPSolverIndexToGlpkIndex(i), <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->name().c_str());</div>
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<div class="line"><a id="l00461" name="l00461"></a><span class="lineno"> 461</span> }</div>
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<div class="line"><a id="l00462" name="l00462"></a><span class="lineno"> 462</span> <span class="comment">// All constraints are set to be of the type <= limit_ .</span></div>
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<div class="line"><a id="l00463" name="l00463"></a><span class="lineno"> 463</span> SetConstraintBounds(<span class="comment">/*mpsolver_constraint_index=*/</span>i, <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->lb(), <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->ub());</div>
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<div class="line"><a id="l00464" name="l00464"></a><span class="lineno"> 464</span> num_coefs += <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->coefficients_.size();</div>
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<div class="line"><a id="l00465" name="l00465"></a><span class="lineno"> 465</span> }</div>
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<div class="line"><a id="l00466" name="l00466"></a><span class="lineno"> 466</span> </div>
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<div class="line"><a id="l00467" name="l00467"></a><span class="lineno"> 467</span> <span class="comment">// Fill new constraints with coefficients</span></div>
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<div class="line"><a id="l00468" name="l00468"></a><span class="lineno"> 468</span> <span class="keywordflow">if</span> (last_variable_index_ == 0 && last_constraint_index_ == 0) {</div>
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<div class="line"><a id="l00469" name="l00469"></a><span class="lineno"> 469</span> <span class="comment">// Faster extraction when nothing has been extracted yet: build</span></div>
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<div class="line"><a id="l00470" name="l00470"></a><span class="lineno"> 470</span> <span class="comment">// and load whole matrix at once instead of constructing rows</span></div>
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<div class="line"><a id="l00471" name="l00471"></a><span class="lineno"> 471</span> <span class="comment">// separately.</span></div>
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<div class="line"><a id="l00472" name="l00472"></a><span class="lineno"> 472</span> </div>
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<div class="line"><a id="l00473" name="l00473"></a><span class="lineno"> 473</span> <span class="comment">// The first entry in the following arrays is dummy, to be</span></div>
|
|
<div class="line"><a id="l00474" name="l00474"></a><span class="lineno"> 474</span> <span class="comment">// consistent with glpk API.</span></div>
|
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<div class="line"><a id="l00475" name="l00475"></a><span class="lineno"> 475</span> std::unique_ptr<int[]> variable_indices(<span class="keyword">new</span> <span class="keywordtype">int</span>[num_coefs + 1]);</div>
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<div class="line"><a id="l00476" name="l00476"></a><span class="lineno"> 476</span> std::unique_ptr<int[]> constraint_indices(<span class="keyword">new</span> <span class="keywordtype">int</span>[num_coefs + 1]);</div>
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<div class="line"><a id="l00477" name="l00477"></a><span class="lineno"> 477</span> std::unique_ptr<double[]> coefs(<span class="keyword">new</span> <span class="keywordtype">double</span>[num_coefs + 1]);</div>
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<div class="line"><a id="l00478" name="l00478"></a><span class="lineno"> 478</span> <span class="keywordtype">int</span> k = 1;</div>
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<div class="line"><a id="l00479" name="l00479"></a><span class="lineno"> 479</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 id="l00480" name="l00480"></a><span class="lineno"> 480</span> MPConstraint* <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a> = solver_->constraints_[i];</div>
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<div class="line"><a id="l00481" name="l00481"></a><span class="lineno"> 481</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span>& entry : <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->coefficients_) {</div>
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<div class="line"><a id="l00482" name="l00482"></a><span class="lineno"> 482</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variable_is_extracted(entry.first->index()));</div>
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<div class="line"><a id="l00483" name="l00483"></a><span class="lineno"> 483</span> constraint_indices[k] = MPSolverIndexToGlpkIndex(<a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->index());</div>
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<div class="line"><a id="l00484" name="l00484"></a><span class="lineno"> 484</span> variable_indices[k] = MPSolverIndexToGlpkIndex(entry.first->index());</div>
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<div class="line"><a id="l00485" name="l00485"></a><span class="lineno"> 485</span> coefs[k] = entry.second;</div>
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<div class="line"><a id="l00486" name="l00486"></a><span class="lineno"> 486</span> ++k;</div>
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<div class="line"><a id="l00487" name="l00487"></a><span class="lineno"> 487</span> }</div>
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<div class="line"><a id="l00488" name="l00488"></a><span class="lineno"> 488</span> }</div>
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<div class="line"><a id="l00489" name="l00489"></a><span class="lineno"> 489</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(num_coefs + 1, k);</div>
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<div class="line"><a id="l00490" name="l00490"></a><span class="lineno"> 490</span> glp_load_matrix(lp_, num_coefs, constraint_indices.get(),</div>
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<div class="line"><a id="l00491" name="l00491"></a><span class="lineno"> 491</span> variable_indices.get(), coefs.get());</div>
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<div class="line"><a id="l00492" name="l00492"></a><span class="lineno"> 492</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00493" name="l00493"></a><span class="lineno"> 493</span> <span class="comment">// Build each new row separately.</span></div>
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<div class="line"><a id="l00494" name="l00494"></a><span class="lineno"> 494</span> <span class="keywordtype">int</span> max_constraint_size = solver_->ComputeMaxConstraintSize(</div>
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<div class="line"><a id="l00495" name="l00495"></a><span class="lineno"> 495</span> last_constraint_index_, total_num_rows);</div>
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<div class="line"><a id="l00496" name="l00496"></a><span class="lineno"> 496</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 id="l00497" name="l00497"></a><span class="lineno"> 497</span> <span class="comment">// consistent with glpk API.</span></div>
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<div class="line"><a id="l00498" name="l00498"></a><span class="lineno"> 498</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 id="l00499" name="l00499"></a><span class="lineno"> 499</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 id="l00500" name="l00500"></a><span class="lineno"> 500</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 id="l00501" name="l00501"></a><span class="lineno"> 501</span> ExtractOneConstraint(solver_->constraints_[i], indices.get(),</div>
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<div class="line"><a id="l00502" name="l00502"></a><span class="lineno"> 502</span> coefs.get());</div>
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<div class="line"><a id="l00503" name="l00503"></a><span class="lineno"> 503</span> }</div>
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<div class="line"><a id="l00504" name="l00504"></a><span class="lineno"> 504</span> }</div>
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<div class="line"><a id="l00505" name="l00505"></a><span class="lineno"> 505</span> }</div>
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<div class="line"><a id="l00506" name="l00506"></a><span class="lineno"> 506</span>}</div>
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<div class="line"><a id="l00507" name="l00507"></a><span class="lineno"> 507</span> </div>
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<div class="line"><a id="l00508" name="l00508"></a><span class="lineno"> 508</span><span class="keywordtype">void</span> GLPKInterface::ExtractObjective() {</div>
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<div class="line"><a id="l00509" name="l00509"></a><span class="lineno"> 509</span> <span class="comment">// Linear objective: set objective coefficients for all variables</span></div>
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<div class="line"><a id="l00510" name="l00510"></a><span class="lineno"> 510</span> <span class="comment">// (some might have been modified).</span></div>
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<div class="line"><a id="l00511" name="l00511"></a><span class="lineno"> 511</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 id="l00512" name="l00512"></a><span class="lineno"> 512</span> glp_set_obj_coef(lp_, MPSolverIndexToGlpkIndex(entry.first->index()),</div>
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<div class="line"><a id="l00513" name="l00513"></a><span class="lineno"> 513</span> entry.second);</div>
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<div class="line"><a id="l00514" name="l00514"></a><span class="lineno"> 514</span> }</div>
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<div class="line"><a id="l00515" name="l00515"></a><span class="lineno"> 515</span> <span class="comment">// Constant term.</span></div>
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<div class="line"><a id="l00516" name="l00516"></a><span class="lineno"> 516</span> glp_set_obj_coef(lp_, 0, solver_->Objective().offset());</div>
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<div class="line"><a id="l00517" name="l00517"></a><span class="lineno"> 517</span>}</div>
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<div class="line"><a id="l00518" name="l00518"></a><span class="lineno"> 518</span> </div>
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<div class="line"><a id="l00519" name="l00519"></a><span class="lineno"> 519</span><span class="comment">// Solve the problem using the parameter values specified.</span></div>
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<div class="line"><a id="l00520" name="l00520"></a><span class="lineno"> 520</span>MPSolver::ResultStatus <a class="code hl_function" href="namespaceoperations__research_1_1math__opt.html#a5767ee23f380e72488d3c7ebf2d742b1">GLPKInterface::Solve</a>(<span class="keyword">const</span> MPSolverParameters& param) {</div>
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<div class="line"><a id="l00521" name="l00521"></a><span class="lineno"> 521</span> <a class="code hl_class" href="class_wall_timer.html">WallTimer</a> timer;</div>
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<div class="line"><a id="l00522" name="l00522"></a><span class="lineno"> 522</span> timer.<a class="code hl_function" href="class_wall_timer.html#a07aaf1227e4d645f15e0a964f54ef291">Start</a>();</div>
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<div class="line"><a id="l00523" name="l00523"></a><span class="lineno"> 523</span> </div>
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<div class="line"><a id="l00524" name="l00524"></a><span class="lineno"> 524</span> <span class="comment">// Note that GLPK provides incrementality for LP but not for MIP.</span></div>
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<div class="line"><a id="l00525" name="l00525"></a><span class="lineno"> 525</span> <span class="keywordflow">if</span> (param.GetIntegerParam(MPSolverParameters::INCREMENTALITY) ==</div>
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<div class="line"><a id="l00526" name="l00526"></a><span class="lineno"> 526</span> MPSolverParameters::INCREMENTALITY_OFF) {</div>
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<div class="line"><a id="l00527" name="l00527"></a><span class="lineno"> 527</span> Reset();</div>
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<div class="line"><a id="l00528" name="l00528"></a><span class="lineno"> 528</span> }</div>
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<div class="line"><a id="l00529" name="l00529"></a><span class="lineno"> 529</span> </div>
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<div class="line"><a id="l00530" name="l00530"></a><span class="lineno"> 530</span> <span class="comment">// Set log level.</span></div>
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<div class="line"><a id="l00531" name="l00531"></a><span class="lineno"> 531</span> <span class="keywordflow">if</span> (quiet_) {</div>
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<div class="line"><a id="l00532" name="l00532"></a><span class="lineno"> 532</span> glp_term_out(GLP_OFF);</div>
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<div class="line"><a id="l00533" name="l00533"></a><span class="lineno"> 533</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00534" name="l00534"></a><span class="lineno"> 534</span> glp_term_out(GLP_ON);</div>
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<div class="line"><a id="l00535" name="l00535"></a><span class="lineno"> 535</span> }</div>
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<div class="line"><a id="l00536" name="l00536"></a><span class="lineno"> 536</span> </div>
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<div class="line"><a id="l00537" name="l00537"></a><span class="lineno"> 537</span> ExtractModel();</div>
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<div class="line"><a id="l00538" name="l00538"></a><span class="lineno"> 538</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << absl::StrFormat(<span class="stringliteral">"Model built in %.3f seconds."</span>, timer.<a class="code hl_function" href="class_wall_timer.html#aec56fe080959ecebec3feaed9dafde84">Get</a>());</div>
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<div class="line"><a id="l00539" name="l00539"></a><span class="lineno"> 539</span> </div>
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<div class="line"><a id="l00540" name="l00540"></a><span class="lineno"> 540</span> <span class="comment">// Configure parameters at every solve, even when the model has not</span></div>
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<div class="line"><a id="l00541" name="l00541"></a><span class="lineno"> 541</span> <span class="comment">// been changed, in case some of the parameters such as the time</span></div>
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<div class="line"><a id="l00542" name="l00542"></a><span class="lineno"> 542</span> <span class="comment">// limit have been changed since the last solve.</span></div>
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<div class="line"><a id="l00543" name="l00543"></a><span class="lineno"> 543</span> ConfigureGLPKParameters(param);</div>
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<div class="line"><a id="l00544" name="l00544"></a><span class="lineno"> 544</span> </div>
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<div class="line"><a id="l00545" name="l00545"></a><span class="lineno"> 545</span> <span class="comment">// Solve</span></div>
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<div class="line"><a id="l00546" name="l00546"></a><span class="lineno"> 546</span> timer.<a class="code hl_function" href="class_wall_timer.html#a6bdbb9a2345c126ae0d72b1e2a9a21d5">Restart</a>();</div>
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<div class="line"><a id="l00547" name="l00547"></a><span class="lineno"> 547</span> <span class="keywordtype">int</span> solver_status = glp_simplex(lp_, &lp_param_);</div>
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<div class="line"><a id="l00548" name="l00548"></a><span class="lineno"> 548</span> <span class="keywordflow">if</span> (mip_) {</div>
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<div class="line"><a id="l00549" name="l00549"></a><span class="lineno"> 549</span> <span class="comment">// glp_intopt requires to solve the root LP separately.</span></div>
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<div class="line"><a id="l00550" name="l00550"></a><span class="lineno"> 550</span> <span class="comment">// If the root LP was solved successfully, solve the MIP.</span></div>
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<div class="line"><a id="l00551" name="l00551"></a><span class="lineno"> 551</span> <span class="keywordflow">if</span> (solver_status == 0) {</div>
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<div class="line"><a id="l00552" name="l00552"></a><span class="lineno"> 552</span> solver_status = glp_intopt(lp_, &mip_param_);</div>
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<div class="line"><a id="l00553" name="l00553"></a><span class="lineno"> 553</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00554" name="l00554"></a><span class="lineno"> 554</span> <span class="comment">// Something abnormal occurred during the root LP solve. It is</span></div>
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<div class="line"><a id="l00555" name="l00555"></a><span class="lineno"> 555</span> <span class="comment">// highly unlikely that an integer feasible solution is</span></div>
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<div class="line"><a id="l00556" name="l00556"></a><span class="lineno"> 556</span> <span class="comment">// available at this point, so we don't put any effort in trying</span></div>
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<div class="line"><a id="l00557" name="l00557"></a><span class="lineno"> 557</span> <span class="comment">// to recover it.</span></div>
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<div class="line"><a id="l00558" name="l00558"></a><span class="lineno"> 558</span> result_status_ = MPSolver::ABNORMAL;</div>
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<div class="line"><a id="l00559" name="l00559"></a><span class="lineno"> 559</span> <span class="keywordflow">if</span> (solver_status == GLP_ETMLIM) {</div>
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<div class="line"><a id="l00560" name="l00560"></a><span class="lineno"> 560</span> result_status_ = MPSolver::NOT_SOLVED;</div>
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<div class="line"><a id="l00561" name="l00561"></a><span class="lineno"> 561</span> }</div>
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<div class="line"><a id="l00562" name="l00562"></a><span class="lineno"> 562</span> sync_status_ = SOLUTION_SYNCHRONIZED;</div>
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<div class="line"><a id="l00563" name="l00563"></a><span class="lineno"> 563</span> <span class="keywordflow">return</span> result_status_;</div>
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<div class="line"><a id="l00564" name="l00564"></a><span class="lineno"> 564</span> }</div>
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<div class="line"><a id="l00565" name="l00565"></a><span class="lineno"> 565</span> }</div>
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<div class="line"><a id="l00566" name="l00566"></a><span class="lineno"> 566</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << absl::StrFormat(<span class="stringliteral">"GLPK Status: %i (time spent: %.3f seconds)."</span>,</div>
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<div class="line"><a id="l00567" name="l00567"></a><span class="lineno"> 567</span> solver_status, timer.<a class="code hl_function" href="class_wall_timer.html#aec56fe080959ecebec3feaed9dafde84">Get</a>());</div>
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<div class="line"><a id="l00568" name="l00568"></a><span class="lineno"> 568</span> </div>
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<div class="line"><a id="l00569" name="l00569"></a><span class="lineno"> 569</span> <span class="comment">// Get the results.</span></div>
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<div class="line"><a id="l00570" name="l00570"></a><span class="lineno"> 570</span> <span class="keywordflow">if</span> (mip_) {</div>
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<div class="line"><a id="l00571" name="l00571"></a><span class="lineno"> 571</span> objective_value_ = glp_mip_obj_val(lp_);</div>
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<div class="line"><a id="l00572" name="l00572"></a><span class="lineno"> 572</span> best_objective_bound_ = mip_callback_info_->best_objective_bound_;</div>
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<div class="line"><a id="l00573" name="l00573"></a><span class="lineno"> 573</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00574" name="l00574"></a><span class="lineno"> 574</span> objective_value_ = glp_get_obj_val(lp_);</div>
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<div class="line"><a id="l00575" name="l00575"></a><span class="lineno"> 575</span> }</div>
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<div class="line"><a id="l00576" name="l00576"></a><span class="lineno"> 576</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"objective="</span> << objective_value_</div>
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<div class="line"><a id="l00577" name="l00577"></a><span class="lineno"> 577</span> << <span class="stringliteral">", bound="</span> << best_objective_bound_;</div>
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<div class="line"><a id="l00578" name="l00578"></a><span class="lineno"> 578</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < solver_->variables_.size(); ++i) {</div>
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<div class="line"><a id="l00579" name="l00579"></a><span class="lineno"> 579</span> MPVariable* <span class="keyword">const</span> <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> = solver_->variables_[i];</div>
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<div class="line"><a id="l00580" name="l00580"></a><span class="lineno"> 580</span> <span class="keywordtype">double</span> val;</div>
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<div class="line"><a id="l00581" name="l00581"></a><span class="lineno"> 581</span> <span class="keywordflow">if</span> (mip_) {</div>
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<div class="line"><a id="l00582" name="l00582"></a><span class="lineno"> 582</span> val = glp_mip_col_val(lp_, MPSolverIndexToGlpkIndex(i));</div>
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<div class="line"><a id="l00583" name="l00583"></a><span class="lineno"> 583</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00584" name="l00584"></a><span class="lineno"> 584</span> val = glp_get_col_prim(lp_, MPSolverIndexToGlpkIndex(i));</div>
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<div class="line"><a id="l00585" name="l00585"></a><span class="lineno"> 585</span> }</div>
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<div class="line"><a id="l00586" name="l00586"></a><span class="lineno"> 586</span> <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->set_solution_value(val);</div>
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<div class="line"><a id="l00587" name="l00587"></a><span class="lineno"> 587</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->name() << <span class="stringliteral">": value ="</span> << val;</div>
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<div class="line"><a id="l00588" name="l00588"></a><span class="lineno"> 588</span> <span class="keywordflow">if</span> (!mip_) {</div>
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<div class="line"><a id="l00589" name="l00589"></a><span class="lineno"> 589</span> <span class="keywordtype">double</span> reduced_cost;</div>
|
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<div class="line"><a id="l00590" name="l00590"></a><span class="lineno"> 590</span> reduced_cost = glp_get_col_dual(lp_, MPSolverIndexToGlpkIndex(i));</div>
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|
<div class="line"><a id="l00591" name="l00591"></a><span class="lineno"> 591</span> <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->set_reduced_cost(reduced_cost);</div>
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<div class="line"><a id="l00592" name="l00592"></a><span class="lineno"> 592</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(4) << <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->name() << <span class="stringliteral">": reduced cost = "</span> << reduced_cost;</div>
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<div class="line"><a id="l00593" name="l00593"></a><span class="lineno"> 593</span> }</div>
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<div class="line"><a id="l00594" name="l00594"></a><span class="lineno"> 594</span> }</div>
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<div class="line"><a id="l00595" name="l00595"></a><span class="lineno"> 595</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 id="l00596" name="l00596"></a><span class="lineno"> 596</span> MPConstraint* <span class="keyword">const</span> <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a> = solver_->constraints_[i];</div>
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<div class="line"><a id="l00597" name="l00597"></a><span class="lineno"> 597</span> <span class="keywordflow">if</span> (!mip_) {</div>
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<div class="line"><a id="l00598" name="l00598"></a><span class="lineno"> 598</span> <span class="keyword">const</span> <span class="keywordtype">double</span> dual_value =</div>
|
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<div class="line"><a id="l00599" name="l00599"></a><span class="lineno"> 599</span> glp_get_row_dual(lp_, MPSolverIndexToGlpkIndex(i));</div>
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<div class="line"><a id="l00600" name="l00600"></a><span class="lineno"> 600</span> <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->set_dual_value(dual_value);</div>
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<div class="line"><a id="l00601" name="l00601"></a><span class="lineno"> 601</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(4) << <span class="stringliteral">"row "</span> << MPSolverIndexToGlpkIndex(i)</div>
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<div class="line"><a id="l00602" name="l00602"></a><span class="lineno"> 602</span> << <span class="stringliteral">": dual value = "</span> << dual_value;</div>
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<div class="line"><a id="l00603" name="l00603"></a><span class="lineno"> 603</span> }</div>
|
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<div class="line"><a id="l00604" name="l00604"></a><span class="lineno"> 604</span> }</div>
|
|
<div class="line"><a id="l00605" name="l00605"></a><span class="lineno"> 605</span> </div>
|
|
<div class="line"><a id="l00606" name="l00606"></a><span class="lineno"> 606</span> <span class="comment">// Check the status: optimal, infeasible, etc.</span></div>
|
|
<div class="line"><a id="l00607" name="l00607"></a><span class="lineno"> 607</span> <span class="keywordflow">if</span> (mip_) {</div>
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|
<div class="line"><a id="l00608" name="l00608"></a><span class="lineno"> 608</span> <span class="keywordtype">int</span> tmp_status = glp_mip_status(lp_);</div>
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|
<div class="line"><a id="l00609" name="l00609"></a><span class="lineno"> 609</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"GLPK result status: "</span> << tmp_status;</div>
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|
<div class="line"><a id="l00610" name="l00610"></a><span class="lineno"> 610</span> <span class="keywordflow">if</span> (tmp_status == GLP_OPT) {</div>
|
|
<div class="line"><a id="l00611" name="l00611"></a><span class="lineno"> 611</span> result_status_ = MPSolver::OPTIMAL;</div>
|
|
<div class="line"><a id="l00612" name="l00612"></a><span class="lineno"> 612</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (tmp_status == GLP_FEAS) {</div>
|
|
<div class="line"><a id="l00613" name="l00613"></a><span class="lineno"> 613</span> result_status_ = MPSolver::FEASIBLE;</div>
|
|
<div class="line"><a id="l00614" name="l00614"></a><span class="lineno"> 614</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (tmp_status == GLP_NOFEAS) {</div>
|
|
<div class="line"><a id="l00615" name="l00615"></a><span class="lineno"> 615</span> <span class="comment">// For infeasible problems, GLPK actually seems to return</span></div>
|
|
<div class="line"><a id="l00616" name="l00616"></a><span class="lineno"> 616</span> <span class="comment">// GLP_UNDEF. So this is never (?) reached. Return infeasible</span></div>
|
|
<div class="line"><a id="l00617" name="l00617"></a><span class="lineno"> 617</span> <span class="comment">// in case GLPK returns a correct status in future versions.</span></div>
|
|
<div class="line"><a id="l00618" name="l00618"></a><span class="lineno"> 618</span> result_status_ = MPSolver::INFEASIBLE;</div>
|
|
<div class="line"><a id="l00619" name="l00619"></a><span class="lineno"> 619</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (solver_status == GLP_ETMLIM) {</div>
|
|
<div class="line"><a id="l00620" name="l00620"></a><span class="lineno"> 620</span> result_status_ = MPSolver::NOT_SOLVED;</div>
|
|
<div class="line"><a id="l00621" name="l00621"></a><span class="lineno"> 621</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00622" name="l00622"></a><span class="lineno"> 622</span> result_status_ = MPSolver::ABNORMAL;</div>
|
|
<div class="line"><a id="l00623" name="l00623"></a><span class="lineno"> 623</span> <span class="comment">// GLPK does not have a status code for unbounded MIP models, so</span></div>
|
|
<div class="line"><a id="l00624" name="l00624"></a><span class="lineno"> 624</span> <span class="comment">// we return an abnormal status instead.</span></div>
|
|
<div class="line"><a id="l00625" name="l00625"></a><span class="lineno"> 625</span> }</div>
|
|
<div class="line"><a id="l00626" name="l00626"></a><span class="lineno"> 626</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00627" name="l00627"></a><span class="lineno"> 627</span> <span class="keywordtype">int</span> tmp_status = glp_get_status(lp_);</div>
|
|
<div class="line"><a id="l00628" name="l00628"></a><span class="lineno"> 628</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"GLPK result status: "</span> << tmp_status;</div>
|
|
<div class="line"><a id="l00629" name="l00629"></a><span class="lineno"> 629</span> <span class="keywordflow">if</span> (tmp_status == GLP_OPT) {</div>
|
|
<div class="line"><a id="l00630" name="l00630"></a><span class="lineno"> 630</span> result_status_ = MPSolver::OPTIMAL;</div>
|
|
<div class="line"><a id="l00631" name="l00631"></a><span class="lineno"> 631</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (tmp_status == GLP_FEAS) {</div>
|
|
<div class="line"><a id="l00632" name="l00632"></a><span class="lineno"> 632</span> result_status_ = MPSolver::FEASIBLE;</div>
|
|
<div class="line"><a id="l00633" name="l00633"></a><span class="lineno"> 633</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (tmp_status == GLP_NOFEAS || tmp_status == GLP_INFEAS) {</div>
|
|
<div class="line"><a id="l00634" name="l00634"></a><span class="lineno"> 634</span> <span class="comment">// For infeasible problems, GLPK actually seems to return</span></div>
|
|
<div class="line"><a id="l00635" name="l00635"></a><span class="lineno"> 635</span> <span class="comment">// GLP_UNDEF. So this is never (?) reached. Return infeasible</span></div>
|
|
<div class="line"><a id="l00636" name="l00636"></a><span class="lineno"> 636</span> <span class="comment">// in case GLPK returns a correct status in future versions.</span></div>
|
|
<div class="line"><a id="l00637" name="l00637"></a><span class="lineno"> 637</span> result_status_ = MPSolver::INFEASIBLE;</div>
|
|
<div class="line"><a id="l00638" name="l00638"></a><span class="lineno"> 638</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (tmp_status == GLP_UNBND) {</div>
|
|
<div class="line"><a id="l00639" name="l00639"></a><span class="lineno"> 639</span> <span class="comment">// For unbounded problems, GLPK actually seems to return</span></div>
|
|
<div class="line"><a id="l00640" name="l00640"></a><span class="lineno"> 640</span> <span class="comment">// GLP_UNDEF. So this is never (?) reached. Return unbounded</span></div>
|
|
<div class="line"><a id="l00641" name="l00641"></a><span class="lineno"> 641</span> <span class="comment">// in case GLPK returns a correct status in future versions.</span></div>
|
|
<div class="line"><a id="l00642" name="l00642"></a><span class="lineno"> 642</span> result_status_ = MPSolver::UNBOUNDED;</div>
|
|
<div class="line"><a id="l00643" name="l00643"></a><span class="lineno"> 643</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (solver_status == GLP_ETMLIM) {</div>
|
|
<div class="line"><a id="l00644" name="l00644"></a><span class="lineno"> 644</span> result_status_ = MPSolver::NOT_SOLVED;</div>
|
|
<div class="line"><a id="l00645" name="l00645"></a><span class="lineno"> 645</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00646" name="l00646"></a><span class="lineno"> 646</span> result_status_ = MPSolver::ABNORMAL;</div>
|
|
<div class="line"><a id="l00647" name="l00647"></a><span class="lineno"> 647</span> }</div>
|
|
<div class="line"><a id="l00648" name="l00648"></a><span class="lineno"> 648</span> }</div>
|
|
<div class="line"><a id="l00649" name="l00649"></a><span class="lineno"> 649</span> </div>
|
|
<div class="line"><a id="l00650" name="l00650"></a><span class="lineno"> 650</span> sync_status_ = SOLUTION_SYNCHRONIZED;</div>
|
|
<div class="line"><a id="l00651" name="l00651"></a><span class="lineno"> 651</span> </div>
|
|
<div class="line"><a id="l00652" name="l00652"></a><span class="lineno"> 652</span> <span class="keywordflow">return</span> result_status_;</div>
|
|
<div class="line"><a id="l00653" name="l00653"></a><span class="lineno"> 653</span>}</div>
|
|
<div class="line"><a id="l00654" name="l00654"></a><span class="lineno"> 654</span> </div>
|
|
<div class="line"><a id="l00655" name="l00655"></a><span class="lineno"> 655</span><a class="code hl_enumeration" href="namespaceoperations__research_1_1math__opt.html#a5c12f31ca91b1412d51fd5fa6f82e684">MPSolver::BasisStatus</a> GLPKInterface::TransformGLPKBasisStatus(</div>
|
|
<div class="line"><a id="l00656" name="l00656"></a><span class="lineno"> 656</span> <span class="keywordtype">int</span> glpk_basis_status)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00657" name="l00657"></a><span class="lineno"> 657</span> <span class="keywordflow">switch</span> (glpk_basis_status) {</div>
|
|
<div class="line"><a id="l00658" name="l00658"></a><span class="lineno"> 658</span> <span class="keywordflow">case</span> GLP_BS:</div>
|
|
<div class="line"><a id="l00659" name="l00659"></a><span class="lineno"> 659</span> <span class="keywordflow">return</span> MPSolver::BASIC;</div>
|
|
<div class="line"><a id="l00660" name="l00660"></a><span class="lineno"> 660</span> <span class="keywordflow">case</span> GLP_NL:</div>
|
|
<div class="line"><a id="l00661" name="l00661"></a><span class="lineno"> 661</span> <span class="keywordflow">return</span> MPSolver::AT_LOWER_BOUND;</div>
|
|
<div class="line"><a id="l00662" name="l00662"></a><span class="lineno"> 662</span> <span class="keywordflow">case</span> GLP_NU:</div>
|
|
<div class="line"><a id="l00663" name="l00663"></a><span class="lineno"> 663</span> <span class="keywordflow">return</span> MPSolver::AT_UPPER_BOUND;</div>
|
|
<div class="line"><a id="l00664" name="l00664"></a><span class="lineno"> 664</span> <span class="keywordflow">case</span> GLP_NF:</div>
|
|
<div class="line"><a id="l00665" name="l00665"></a><span class="lineno"> 665</span> <span class="keywordflow">return</span> MPSolver::FREE;</div>
|
|
<div class="line"><a id="l00666" name="l00666"></a><span class="lineno"> 666</span> <span class="keywordflow">case</span> GLP_NS:</div>
|
|
<div class="line"><a id="l00667" name="l00667"></a><span class="lineno"> 667</span> <span class="keywordflow">return</span> MPSolver::FIXED_VALUE;</div>
|
|
<div class="line"><a id="l00668" name="l00668"></a><span class="lineno"> 668</span> <span class="keywordflow">default</span>:</div>
|
|
<div class="line"><a id="l00669" name="l00669"></a><span class="lineno"> 669</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code hl_variable" href="log__severity_8h.html#acdd38e3c9f22f127d7776920e3079eda">FATAL</a>) << <span class="stringliteral">"Unknown GLPK basis status"</span>;</div>
|
|
<div class="line"><a id="l00670" name="l00670"></a><span class="lineno"> 670</span> <span class="keywordflow">return</span> MPSolver::FREE;</div>
|
|
<div class="line"><a id="l00671" name="l00671"></a><span class="lineno"> 671</span> }</div>
|
|
<div class="line"><a id="l00672" name="l00672"></a><span class="lineno"> 672</span>}</div>
|
|
<div class="line"><a id="l00673" name="l00673"></a><span class="lineno"> 673</span> </div>
|
|
<div class="line"><a id="l00674" name="l00674"></a><span class="lineno"> 674</span><span class="comment">// ------ Query statistics on the solution and the solve ------</span></div>
|
|
<div class="line"><a id="l00675" name="l00675"></a><span class="lineno"> 675</span> </div>
|
|
<div class="line"><a id="l00676" name="l00676"></a><span class="lineno"> 676</span>int64_t GLPKInterface::iterations()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00677" name="l00677"></a><span class="lineno"> 677</span><span class="preprocessor">#if GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION < 49</span></div>
|
|
<div class="line"><a id="l00678" name="l00678"></a><span class="lineno"> 678</span> <span class="keywordflow">if</span> (!mip_ && CheckSolutionIsSynchronized()) {</div>
|
|
<div class="line"><a id="l00679" name="l00679"></a><span class="lineno"> 679</span> <span class="keywordflow">return</span> lpx_get_int_parm(lp_, LPX_K_ITCNT);</div>
|
|
<div class="line"><a id="l00680" name="l00680"></a><span class="lineno"> 680</span> }</div>
|
|
<div class="line"><a id="l00681" name="l00681"></a><span class="lineno"> 681</span><span class="preprocessor">#elif (GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION >= 53) || \</span></div>
|
|
<div class="line"><a id="l00682" name="l00682"></a><span class="lineno"> 682</span><span class="preprocessor"> GLP_MAJOR_VERSION >= 5</span></div>
|
|
<div class="line"><a id="l00683" name="l00683"></a><span class="lineno"> 683</span> <span class="keywordflow">if</span> (!mip_ && CheckSolutionIsSynchronized()) {</div>
|
|
<div class="line"><a id="l00684" name="l00684"></a><span class="lineno"> 684</span> <span class="keywordflow">return</span> glp_get_it_cnt(lp_);</div>
|
|
<div class="line"><a id="l00685" name="l00685"></a><span class="lineno"> 685</span> }</div>
|
|
<div class="line"><a id="l00686" name="l00686"></a><span class="lineno"> 686</span><span class="preprocessor">#endif</span></div>
|
|
<div class="line"><a id="l00687" name="l00687"></a><span class="lineno"> 687</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code hl_variable" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>) << <span class="stringliteral">"Total number of iterations is not available"</span>;</div>
|
|
<div class="line"><a id="l00688" name="l00688"></a><span class="lineno"> 688</span> <span class="keywordflow">return</span> kUnknownNumberOfIterations;</div>
|
|
<div class="line"><a id="l00689" name="l00689"></a><span class="lineno"> 689</span>}</div>
|
|
<div class="line"><a id="l00690" name="l00690"></a><span class="lineno"> 690</span> </div>
|
|
<div class="line"><a id="l00691" name="l00691"></a><span class="lineno"> 691</span>int64_t <a class="code hl_variable" href="routing__search_8cc.html#a6b7983ccd32c86cbbc3d4d9cda4cac17">GLPKInterface::nodes</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00692" name="l00692"></a><span class="lineno"> 692</span> <span class="keywordflow">if</span> (mip_) {</div>
|
|
<div class="line"><a id="l00693" name="l00693"></a><span class="lineno"> 693</span> <span class="keywordflow">if</span> (!CheckSolutionIsSynchronized()) <span class="keywordflow">return</span> kUnknownNumberOfNodes;</div>
|
|
<div class="line"><a id="l00694" name="l00694"></a><span class="lineno"> 694</span> <span class="keywordflow">return</span> mip_callback_info_->num_all_nodes_;</div>
|
|
<div class="line"><a id="l00695" name="l00695"></a><span class="lineno"> 695</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00696" name="l00696"></a><span class="lineno"> 696</span> <a class="code hl_define" 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 id="l00697" name="l00697"></a><span class="lineno"> 697</span> <span class="keywordflow">return</span> kUnknownNumberOfNodes;</div>
|
|
<div class="line"><a id="l00698" name="l00698"></a><span class="lineno"> 698</span> }</div>
|
|
<div class="line"><a id="l00699" name="l00699"></a><span class="lineno"> 699</span>}</div>
|
|
<div class="line"><a id="l00700" name="l00700"></a><span class="lineno"> 700</span> </div>
|
|
<div class="line"><a id="l00701" name="l00701"></a><span class="lineno"> 701</span><a class="code hl_enumeration" href="namespaceoperations__research_1_1math__opt.html#a5c12f31ca91b1412d51fd5fa6f82e684">MPSolver::BasisStatus</a> GLPKInterface::row_status(<span class="keywordtype">int</span> constraint_index)<span class="keyword"> const </span>{</div>
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|
<div class="line"><a id="l00702" name="l00702"></a><span class="lineno"> 702</span> <a class="code hl_define" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(constraint_index, 0);</div>
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|
<div class="line"><a id="l00703" name="l00703"></a><span class="lineno"> 703</span> <a class="code hl_define" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(constraint_index, last_constraint_index_);</div>
|
|
<div class="line"><a id="l00704" name="l00704"></a><span class="lineno"> 704</span> <span class="keyword">const</span> <span class="keywordtype">int</span> glpk_basis_status =</div>
|
|
<div class="line"><a id="l00705" name="l00705"></a><span class="lineno"> 705</span> glp_get_row_stat(lp_, MPSolverIndexToGlpkIndex(constraint_index));</div>
|
|
<div class="line"><a id="l00706" name="l00706"></a><span class="lineno"> 706</span> <span class="keywordflow">return</span> TransformGLPKBasisStatus(glpk_basis_status);</div>
|
|
<div class="line"><a id="l00707" name="l00707"></a><span class="lineno"> 707</span>}</div>
|
|
<div class="line"><a id="l00708" name="l00708"></a><span class="lineno"> 708</span> </div>
|
|
<div class="line"><a id="l00709" name="l00709"></a><span class="lineno"> 709</span><a class="code hl_enumeration" href="namespaceoperations__research_1_1math__opt.html#a5c12f31ca91b1412d51fd5fa6f82e684">MPSolver::BasisStatus</a> GLPKInterface::column_status(<span class="keywordtype">int</span> variable_index)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00710" name="l00710"></a><span class="lineno"> 710</span> <a class="code hl_define" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(variable_index, 0);</div>
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|
<div class="line"><a id="l00711" name="l00711"></a><span class="lineno"> 711</span> <a class="code hl_define" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(variable_index, last_variable_index_);</div>
|
|
<div class="line"><a id="l00712" name="l00712"></a><span class="lineno"> 712</span> <span class="keyword">const</span> <span class="keywordtype">int</span> glpk_basis_status =</div>
|
|
<div class="line"><a id="l00713" name="l00713"></a><span class="lineno"> 713</span> glp_get_col_stat(lp_, MPSolverIndexToGlpkIndex(variable_index));</div>
|
|
<div class="line"><a id="l00714" name="l00714"></a><span class="lineno"> 714</span> <span class="keywordflow">return</span> TransformGLPKBasisStatus(glpk_basis_status);</div>
|
|
<div class="line"><a id="l00715" name="l00715"></a><span class="lineno"> 715</span>}</div>
|
|
<div class="line"><a id="l00716" name="l00716"></a><span class="lineno"> 716</span> </div>
|
|
<div class="line"><a id="l00717" name="l00717"></a><span class="lineno"> 717</span><span class="keywordtype">bool</span> GLPKInterface::CheckSolutionExists()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00718" name="l00718"></a><span class="lineno"> 718</span> <span class="keywordflow">if</span> (result_status_ == MPSolver::ABNORMAL) {</div>
|
|
<div class="line"><a id="l00719" name="l00719"></a><span class="lineno"> 719</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code hl_variable" 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 id="l00720" name="l00720"></a><span class="lineno"> 720</span> << <span class="stringliteral">" not indicate that a solution exists."</span>;</div>
|
|
<div class="line"><a id="l00721" name="l00721"></a><span class="lineno"> 721</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l00722" name="l00722"></a><span class="lineno"> 722</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00723" name="l00723"></a><span class="lineno"> 723</span> <span class="comment">// Call default implementation</span></div>
|
|
<div class="line"><a id="l00724" name="l00724"></a><span class="lineno"> 724</span> <span class="keywordflow">return</span> MPSolverInterface::CheckSolutionExists();</div>
|
|
<div class="line"><a id="l00725" name="l00725"></a><span class="lineno"> 725</span> }</div>
|
|
<div class="line"><a id="l00726" name="l00726"></a><span class="lineno"> 726</span>}</div>
|
|
<div class="line"><a id="l00727" name="l00727"></a><span class="lineno"> 727</span> </div>
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<div class="line"><a id="l00728" name="l00728"></a><span class="lineno"> 728</span><span class="keywordtype">double</span> GLPKInterface::ComputeExactConditionNumber()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00729" name="l00729"></a><span class="lineno"> 729</span> <span class="keywordflow">if</span> (!IsContinuous()) {</div>
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|
<div class="line"><a id="l00730" name="l00730"></a><span class="lineno"> 730</span> <span class="comment">// TODO(user): support MIP.</span></div>
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|
<div class="line"><a id="l00731" name="l00731"></a><span class="lineno"> 731</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"ComputeExactConditionNumber not implemented for"</span></div>
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|
<div class="line"><a id="l00732" name="l00732"></a><span class="lineno"> 732</span> << <span class="stringliteral">" GLPK_MIXED_INTEGER_PROGRAMMING"</span>;</div>
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|
<div class="line"><a id="l00733" name="l00733"></a><span class="lineno"> 733</span> <span class="keywordflow">return</span> 0.0;</div>
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|
<div class="line"><a id="l00734" name="l00734"></a><span class="lineno"> 734</span> }</div>
|
|
<div class="line"><a id="l00735" name="l00735"></a><span class="lineno"> 735</span> <span class="keywordflow">if</span> (!CheckSolutionIsSynchronized()) <span class="keywordflow">return</span> 0.0;</div>
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|
<div class="line"><a id="l00736" name="l00736"></a><span class="lineno"> 736</span> <span class="comment">// Simplex is the only LP algorithm supported in the wrapper for</span></div>
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|
<div class="line"><a id="l00737" name="l00737"></a><span class="lineno"> 737</span> <span class="comment">// GLPK, so when a solution exists, a basis exists.</span></div>
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|
<div class="line"><a id="l00738" name="l00738"></a><span class="lineno"> 738</span> CheckSolutionExists();</div>
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|
<div class="line"><a id="l00739" name="l00739"></a><span class="lineno"> 739</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_rows = glp_get_num_rows(lp_);</div>
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|
<div class="line"><a id="l00740" name="l00740"></a><span class="lineno"> 740</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_cols = glp_get_num_cols(lp_);</div>
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|
<div class="line"><a id="l00741" name="l00741"></a><span class="lineno"> 741</span> <span class="comment">// GLPK indexes everything starting from 1 instead of 0.</span></div>
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|
<div class="line"><a id="l00742" name="l00742"></a><span class="lineno"> 742</span> std::unique_ptr<double[]> row_scaling_factor(<span class="keyword">new</span> <span class="keywordtype">double</span>[num_rows + 1]);</div>
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|
<div class="line"><a id="l00743" name="l00743"></a><span class="lineno"> 743</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 id="l00744" name="l00744"></a><span class="lineno"> 744</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = 1; <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> <= num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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|
<div class="line"><a id="l00745" name="l00745"></a><span class="lineno"> 745</span> row_scaling_factor[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = glp_get_rii(lp_, <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
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|
<div class="line"><a id="l00746" name="l00746"></a><span class="lineno"> 746</span> }</div>
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|
<div class="line"><a id="l00747" name="l00747"></a><span class="lineno"> 747</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = 1; <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> <= num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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|
<div class="line"><a id="l00748" name="l00748"></a><span class="lineno"> 748</span> column_scaling_factor[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = glp_get_sjj(lp_, <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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|
<div class="line"><a id="l00749" name="l00749"></a><span class="lineno"> 749</span> }</div>
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|
<div class="line"><a id="l00750" name="l00750"></a><span class="lineno"> 750</span> <span class="keywordflow">return</span> ComputeInverseScaledBasisL1Norm(num_rows, num_cols,</div>
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|
<div class="line"><a id="l00751" name="l00751"></a><span class="lineno"> 751</span> row_scaling_factor.get(),</div>
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|
<div class="line"><a id="l00752" name="l00752"></a><span class="lineno"> 752</span> column_scaling_factor.get()) *</div>
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|
<div class="line"><a id="l00753" name="l00753"></a><span class="lineno"> 753</span> ComputeScaledBasisL1Norm(num_rows, num_cols, row_scaling_factor.get(),</div>
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|
<div class="line"><a id="l00754" name="l00754"></a><span class="lineno"> 754</span> column_scaling_factor.get());</div>
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|
<div class="line"><a id="l00755" name="l00755"></a><span class="lineno"> 755</span>}</div>
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|
<div class="line"><a id="l00756" name="l00756"></a><span class="lineno"> 756</span> </div>
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|
<div class="line"><a id="l00757" name="l00757"></a><span class="lineno"> 757</span><span class="keywordtype">double</span> GLPKInterface::ComputeScaledBasisL1Norm(</div>
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|
<div class="line"><a id="l00758" name="l00758"></a><span class="lineno"> 758</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 id="l00759" name="l00759"></a><span class="lineno"> 759</span> <span class="keywordtype">double</span>* column_scaling_factor)<span class="keyword"> const </span>{</div>
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|
<div class="line"><a id="l00760" name="l00760"></a><span class="lineno"> 760</span> <span class="keywordtype">double</span> norm = 0.0;</div>
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|
<div class="line"><a id="l00761" name="l00761"></a><span class="lineno"> 761</span> std::unique_ptr<double[]> values(<span class="keyword">new</span> <span class="keywordtype">double</span>[num_rows + 1]);</div>
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|
<div class="line"><a id="l00762" name="l00762"></a><span class="lineno"> 762</span> std::unique_ptr<int[]> indices(<span class="keyword">new</span> <span class="keywordtype">int</span>[num_rows + 1]);</div>
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|
<div class="line"><a id="l00763" name="l00763"></a><span class="lineno"> 763</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = 1; <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> <= num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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|
<div class="line"><a id="l00764" name="l00764"></a><span class="lineno"> 764</span> <span class="keyword">const</span> <span class="keywordtype">int</span> glpk_basis_status = glp_get_col_stat(lp_, <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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|
<div class="line"><a id="l00765" name="l00765"></a><span class="lineno"> 765</span> <span class="comment">// Take into account only basic columns.</span></div>
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|
<div class="line"><a id="l00766" name="l00766"></a><span class="lineno"> 766</span> <span class="keywordflow">if</span> (glpk_basis_status == GLP_BS) {</div>
|
|
<div class="line"><a id="l00767" name="l00767"></a><span class="lineno"> 767</span> <span class="comment">// Compute L1-norm of column 'col': sum_row |a_row,col|.</span></div>
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|
<div class="line"><a id="l00768" name="l00768"></a><span class="lineno"> 768</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_nz = glp_get_mat_col(lp_, <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, indices.get(), values.get());</div>
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|
<div class="line"><a id="l00769" name="l00769"></a><span class="lineno"> 769</span> <span class="keywordtype">double</span> column_norm = 0.0;</div>
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|
<div class="line"><a id="l00770" name="l00770"></a><span class="lineno"> 770</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> k = 1; k <= num_nz; k++) {</div>
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|
<div class="line"><a id="l00771" name="l00771"></a><span class="lineno"> 771</span> column_norm += fabs(values[k] * row_scaling_factor[indices[k]]);</div>
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|
<div class="line"><a id="l00772" name="l00772"></a><span class="lineno"> 772</span> }</div>
|
|
<div class="line"><a id="l00773" name="l00773"></a><span class="lineno"> 773</span> column_norm *= fabs(column_scaling_factor[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a id="l00774" name="l00774"></a><span class="lineno"> 774</span> <span class="comment">// Compute max_col column_norm</span></div>
|
|
<div class="line"><a id="l00775" name="l00775"></a><span class="lineno"> 775</span> norm = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(norm, column_norm);</div>
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|
<div class="line"><a id="l00776" name="l00776"></a><span class="lineno"> 776</span> }</div>
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|
<div class="line"><a id="l00777" name="l00777"></a><span class="lineno"> 777</span> }</div>
|
|
<div class="line"><a id="l00778" name="l00778"></a><span class="lineno"> 778</span> <span class="comment">// Slack variables.</span></div>
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|
<div class="line"><a id="l00779" name="l00779"></a><span class="lineno"> 779</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = 1; <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> <= num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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|
<div class="line"><a id="l00780" name="l00780"></a><span class="lineno"> 780</span> <span class="keyword">const</span> <span class="keywordtype">int</span> glpk_basis_status = glp_get_row_stat(lp_, <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a id="l00781" name="l00781"></a><span class="lineno"> 781</span> <span class="comment">// Take into account only basic slack variables.</span></div>
|
|
<div class="line"><a id="l00782" name="l00782"></a><span class="lineno"> 782</span> <span class="keywordflow">if</span> (glpk_basis_status == GLP_BS) {</div>
|
|
<div class="line"><a id="l00783" name="l00783"></a><span class="lineno"> 783</span> <span class="comment">// Only one non-zero coefficient: +/- 1.0 in the corresponding</span></div>
|
|
<div class="line"><a id="l00784" name="l00784"></a><span class="lineno"> 784</span> <span class="comment">// row. The row has a scaling coefficient but the slack variable</span></div>
|
|
<div class="line"><a id="l00785" name="l00785"></a><span class="lineno"> 785</span> <span class="comment">// is never scaled on top of that.</span></div>
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|
<div class="line"><a id="l00786" name="l00786"></a><span class="lineno"> 786</span> <span class="keyword">const</span> <span class="keywordtype">double</span> column_norm = fabs(row_scaling_factor[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
|
|
<div class="line"><a id="l00787" name="l00787"></a><span class="lineno"> 787</span> <span class="comment">// Compute max_col column_norm</span></div>
|
|
<div class="line"><a id="l00788" name="l00788"></a><span class="lineno"> 788</span> norm = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(norm, column_norm);</div>
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|
<div class="line"><a id="l00789" name="l00789"></a><span class="lineno"> 789</span> }</div>
|
|
<div class="line"><a id="l00790" name="l00790"></a><span class="lineno"> 790</span> }</div>
|
|
<div class="line"><a id="l00791" name="l00791"></a><span class="lineno"> 791</span> <span class="keywordflow">return</span> norm;</div>
|
|
<div class="line"><a id="l00792" name="l00792"></a><span class="lineno"> 792</span>}</div>
|
|
<div class="line"><a id="l00793" name="l00793"></a><span class="lineno"> 793</span> </div>
|
|
<div class="line"><a id="l00794" name="l00794"></a><span class="lineno"> 794</span><span class="keywordtype">double</span> GLPKInterface::ComputeInverseScaledBasisL1Norm(</div>
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|
<div class="line"><a id="l00795" name="l00795"></a><span class="lineno"> 795</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 id="l00796" name="l00796"></a><span class="lineno"> 796</span> <span class="keywordtype">double</span>* column_scaling_factor)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00797" name="l00797"></a><span class="lineno"> 797</span> <span class="comment">// Compute the LU factorization if it doesn't exist yet.</span></div>
|
|
<div class="line"><a id="l00798" name="l00798"></a><span class="lineno"> 798</span> <span class="keywordflow">if</span> (!glp_bf_exists(lp_)) {</div>
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|
<div class="line"><a id="l00799" name="l00799"></a><span class="lineno"> 799</span> <span class="keyword">const</span> <span class="keywordtype">int</span> factorize_status = glp_factorize(lp_);</div>
|
|
<div class="line"><a id="l00800" name="l00800"></a><span class="lineno"> 800</span> <span class="keywordflow">switch</span> (factorize_status) {</div>
|
|
<div class="line"><a id="l00801" name="l00801"></a><span class="lineno"> 801</span> <span class="keywordflow">case</span> GLP_EBADB: {</div>
|
|
<div class="line"><a id="l00802" name="l00802"></a><span class="lineno"> 802</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code hl_variable" href="log__severity_8h.html#acdd38e3c9f22f127d7776920e3079eda">FATAL</a>) << <span class="stringliteral">"Not able to factorize: error GLP_EBADB."</span>;</div>
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|
<div class="line"><a id="l00803" name="l00803"></a><span class="lineno"> 803</span> <span class="keywordflow">break</span>;</div>
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|
<div class="line"><a id="l00804" name="l00804"></a><span class="lineno"> 804</span> }</div>
|
|
<div class="line"><a id="l00805" name="l00805"></a><span class="lineno"> 805</span> <span class="keywordflow">case</span> GLP_ESING: {</div>
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|
<div class="line"><a id="l00806" name="l00806"></a><span class="lineno"> 806</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code hl_variable" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>)</div>
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|
<div class="line"><a id="l00807" name="l00807"></a><span class="lineno"> 807</span> << <span class="stringliteral">"Not able to factorize: "</span></div>
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|
<div class="line"><a id="l00808" name="l00808"></a><span class="lineno"> 808</span> << <span class="stringliteral">"the basis matrix is singular within the working precision."</span>;</div>
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|
<div class="line"><a id="l00809" name="l00809"></a><span class="lineno"> 809</span> <span class="keywordflow">return</span> MPSolver::infinity();</div>
|
|
<div class="line"><a id="l00810" name="l00810"></a><span class="lineno"> 810</span> }</div>
|
|
<div class="line"><a id="l00811" name="l00811"></a><span class="lineno"> 811</span> <span class="keywordflow">case</span> GLP_ECOND: {</div>
|
|
<div class="line"><a id="l00812" name="l00812"></a><span class="lineno"> 812</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code hl_variable" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>)</div>
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|
<div class="line"><a id="l00813" name="l00813"></a><span class="lineno"> 813</span> << <span class="stringliteral">"Not able to factorize: the basis matrix is ill-conditioned."</span>;</div>
|
|
<div class="line"><a id="l00814" name="l00814"></a><span class="lineno"> 814</span> <span class="keywordflow">return</span> MPSolver::infinity();</div>
|
|
<div class="line"><a id="l00815" name="l00815"></a><span class="lineno"> 815</span> }</div>
|
|
<div class="line"><a id="l00816" name="l00816"></a><span class="lineno"> 816</span> <span class="keywordflow">default</span>:</div>
|
|
<div class="line"><a id="l00817" name="l00817"></a><span class="lineno"> 817</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00818" name="l00818"></a><span class="lineno"> 818</span> }</div>
|
|
<div class="line"><a id="l00819" name="l00819"></a><span class="lineno"> 819</span> }</div>
|
|
<div class="line"><a id="l00820" name="l00820"></a><span class="lineno"> 820</span> std::unique_ptr<double[]> right_hand_side(<span class="keyword">new</span> <span class="keywordtype">double</span>[num_rows + 1]);</div>
|
|
<div class="line"><a id="l00821" name="l00821"></a><span class="lineno"> 821</span> <span class="keywordtype">double</span> norm = 0.0;</div>
|
|
<div class="line"><a id="l00822" name="l00822"></a><span class="lineno"> 822</span> <span class="comment">// Iteratively solve B x = e_k, where e_k is the kth unit vector.</span></div>
|
|
<div class="line"><a id="l00823" name="l00823"></a><span class="lineno"> 823</span> <span class="comment">// The result of this computation is the kth column of B^-1.</span></div>
|
|
<div class="line"><a id="l00824" name="l00824"></a><span class="lineno"> 824</span> <span class="comment">// glp_ftran works on original matrix. Scale input and result to</span></div>
|
|
<div class="line"><a id="l00825" name="l00825"></a><span class="lineno"> 825</span> <span class="comment">// obtain the norm of the kth column in the inverse scaled</span></div>
|
|
<div class="line"><a id="l00826" name="l00826"></a><span class="lineno"> 826</span> <span class="comment">// matrix. See glp_ftran documentation in glpapi12.c for how the</span></div>
|
|
<div class="line"><a id="l00827" name="l00827"></a><span class="lineno"> 827</span> <span class="comment">// scaling is done: inv(B'') = inv(SB) * inv(B) * inv(R) where:</span></div>
|
|
<div class="line"><a id="l00828" name="l00828"></a><span class="lineno"> 828</span> <span class="comment">// o B'' is the scaled basis</span></div>
|
|
<div class="line"><a id="l00829" name="l00829"></a><span class="lineno"> 829</span> <span class="comment">// o B is the original basis</span></div>
|
|
<div class="line"><a id="l00830" name="l00830"></a><span class="lineno"> 830</span> <span class="comment">// o R is the diagonal row scaling matrix</span></div>
|
|
<div class="line"><a id="l00831" name="l00831"></a><span class="lineno"> 831</span> <span class="comment">// o SB consists of the basic columns of the augmented column</span></div>
|
|
<div class="line"><a id="l00832" name="l00832"></a><span class="lineno"> 832</span> <span class="comment">// scaling matrix (auxiliary variables then structural variables):</span></div>
|
|
<div class="line"><a id="l00833" name="l00833"></a><span class="lineno"> 833</span> <span class="comment">// S~ = diag(inv(R) | S).</span></div>
|
|
<div class="line"><a id="l00834" name="l00834"></a><span class="lineno"> 834</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> k = 1; k <= num_rows; ++k) {</div>
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|
<div class="line"><a id="l00835" name="l00835"></a><span class="lineno"> 835</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = 1; <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> <= num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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|
<div class="line"><a id="l00836" name="l00836"></a><span class="lineno"> 836</span> right_hand_side[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = 0.0;</div>
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|
<div class="line"><a id="l00837" name="l00837"></a><span class="lineno"> 837</span> }</div>
|
|
<div class="line"><a id="l00838" name="l00838"></a><span class="lineno"> 838</span> right_hand_side[k] = 1.0;</div>
|
|
<div class="line"><a id="l00839" name="l00839"></a><span class="lineno"> 839</span> <span class="comment">// Multiply input by inv(R).</span></div>
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|
<div class="line"><a id="l00840" name="l00840"></a><span class="lineno"> 840</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = 1; <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> <= num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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|
<div class="line"><a id="l00841" name="l00841"></a><span class="lineno"> 841</span> right_hand_side[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] /= row_scaling_factor[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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|
<div class="line"><a id="l00842" name="l00842"></a><span class="lineno"> 842</span> }</div>
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|
<div class="line"><a id="l00843" name="l00843"></a><span class="lineno"> 843</span> glp_ftran(lp_, right_hand_side.get());</div>
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|
<div class="line"><a id="l00844" name="l00844"></a><span class="lineno"> 844</span> <span class="comment">// glp_ftran stores the result in the same vector where the right</span></div>
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|
<div class="line"><a id="l00845" name="l00845"></a><span class="lineno"> 845</span> <span class="comment">// hand side was provided.</span></div>
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|
<div class="line"><a id="l00846" name="l00846"></a><span class="lineno"> 846</span> <span class="comment">// Multiply result by inv(SB).</span></div>
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|
<div class="line"><a id="l00847" name="l00847"></a><span class="lineno"> 847</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = 1; <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> <= num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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|
<div class="line"><a id="l00848" name="l00848"></a><span class="lineno"> 848</span> <span class="keyword">const</span> <span class="keywordtype">int</span> k = glp_get_bhead(lp_, <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
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|
<div class="line"><a id="l00849" name="l00849"></a><span class="lineno"> 849</span> <span class="keywordflow">if</span> (k <= num_rows) {</div>
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|
<div class="line"><a id="l00850" name="l00850"></a><span class="lineno"> 850</span> <span class="comment">// Auxiliary variable.</span></div>
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|
<div class="line"><a id="l00851" name="l00851"></a><span class="lineno"> 851</span> right_hand_side[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] *= row_scaling_factor[k];</div>
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|
<div class="line"><a id="l00852" name="l00852"></a><span class="lineno"> 852</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00853" name="l00853"></a><span class="lineno"> 853</span> <span class="comment">// Structural variable.</span></div>
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|
<div class="line"><a id="l00854" name="l00854"></a><span class="lineno"> 854</span> right_hand_side[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] /= column_scaling_factor[k - num_rows];</div>
|
|
<div class="line"><a id="l00855" name="l00855"></a><span class="lineno"> 855</span> }</div>
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|
<div class="line"><a id="l00856" name="l00856"></a><span class="lineno"> 856</span> }</div>
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|
<div class="line"><a id="l00857" name="l00857"></a><span class="lineno"> 857</span> <span class="comment">// Compute sum_row |vector_row|.</span></div>
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|
<div class="line"><a id="l00858" name="l00858"></a><span class="lineno"> 858</span> <span class="keywordtype">double</span> column_norm = 0.0;</div>
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|
<div class="line"><a id="l00859" name="l00859"></a><span class="lineno"> 859</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = 1; <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> <= num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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|
<div class="line"><a id="l00860" name="l00860"></a><span class="lineno"> 860</span> column_norm += fabs(right_hand_side[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
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|
<div class="line"><a id="l00861" name="l00861"></a><span class="lineno"> 861</span> }</div>
|
|
<div class="line"><a id="l00862" name="l00862"></a><span class="lineno"> 862</span> <span class="comment">// Compute max_col column_norm</span></div>
|
|
<div class="line"><a id="l00863" name="l00863"></a><span class="lineno"> 863</span> norm = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(norm, column_norm);</div>
|
|
<div class="line"><a id="l00864" name="l00864"></a><span class="lineno"> 864</span> }</div>
|
|
<div class="line"><a id="l00865" name="l00865"></a><span class="lineno"> 865</span> <span class="keywordflow">return</span> norm;</div>
|
|
<div class="line"><a id="l00866" name="l00866"></a><span class="lineno"> 866</span>}</div>
|
|
<div class="line"><a id="l00867" name="l00867"></a><span class="lineno"> 867</span> </div>
|
|
<div class="line"><a id="l00868" name="l00868"></a><span class="lineno"> 868</span><span class="comment">// ------ Parameters ------</span></div>
|
|
<div class="line"><a id="l00869" name="l00869"></a><span class="lineno"> 869</span> </div>
|
|
<div class="line"><a id="l00870" name="l00870"></a><span class="lineno"> 870</span><span class="keywordtype">void</span> GLPKInterface::ConfigureGLPKParameters(<span class="keyword">const</span> MPSolverParameters& param) {</div>
|
|
<div class="line"><a id="l00871" name="l00871"></a><span class="lineno"> 871</span> <span class="keywordflow">if</span> (mip_) {</div>
|
|
<div class="line"><a id="l00872" name="l00872"></a><span class="lineno"> 872</span> glp_init_iocp(&mip_param_);</div>
|
|
<div class="line"><a id="l00873" name="l00873"></a><span class="lineno"> 873</span> <span class="comment">// Time limit</span></div>
|
|
<div class="line"><a id="l00874" name="l00874"></a><span class="lineno"> 874</span> <span class="keywordflow">if</span> (solver_->time_limit()) {</div>
|
|
<div class="line"><a id="l00875" name="l00875"></a><span class="lineno"> 875</span> <a class="code hl_define" 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 id="l00876" name="l00876"></a><span class="lineno"> 876</span> mip_param_.tm_lim = solver_->time_limit();</div>
|
|
<div class="line"><a id="l00877" name="l00877"></a><span class="lineno"> 877</span> }</div>
|
|
<div class="line"><a id="l00878" name="l00878"></a><span class="lineno"> 878</span> <span class="comment">// Initialize structures related to the callback.</span></div>
|
|
<div class="line"><a id="l00879" name="l00879"></a><span class="lineno"> 879</span> mip_param_.cb_func = GLPKGatherInformationCallback;</div>
|
|
<div class="line"><a id="l00880" name="l00880"></a><span class="lineno"> 880</span> mip_callback_info_->Reset(<a class="code hl_variable" href="search_8cc.html#a9648c36eafdd6183052aeec5bef2d8b2">maximize_</a>);</div>
|
|
<div class="line"><a id="l00881" name="l00881"></a><span class="lineno"> 881</span> mip_param_.cb_info = mip_callback_info_.get();</div>
|
|
<div class="line"><a id="l00882" name="l00882"></a><span class="lineno"> 882</span> <span class="comment">// TODO(user): switch some cuts on? All cuts are off by default!?</span></div>
|
|
<div class="line"><a id="l00883" name="l00883"></a><span class="lineno"> 883</span> }</div>
|
|
<div class="line"><a id="l00884" name="l00884"></a><span class="lineno"> 884</span> </div>
|
|
<div class="line"><a id="l00885" name="l00885"></a><span class="lineno"> 885</span> <span class="comment">// Configure LP parameters in all cases since they will be used to</span></div>
|
|
<div class="line"><a id="l00886" name="l00886"></a><span class="lineno"> 886</span> <span class="comment">// solve the root LP in the MIP case.</span></div>
|
|
<div class="line"><a id="l00887" name="l00887"></a><span class="lineno"> 887</span> glp_init_smcp(&lp_param_);</div>
|
|
<div class="line"><a id="l00888" name="l00888"></a><span class="lineno"> 888</span> <span class="comment">// Time limit</span></div>
|
|
<div class="line"><a id="l00889" name="l00889"></a><span class="lineno"> 889</span> <span class="keywordflow">if</span> (solver_->time_limit()) {</div>
|
|
<div class="line"><a id="l00890" name="l00890"></a><span class="lineno"> 890</span> <a class="code hl_define" 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 id="l00891" name="l00891"></a><span class="lineno"> 891</span> lp_param_.tm_lim = solver_->time_limit();</div>
|
|
<div class="line"><a id="l00892" name="l00892"></a><span class="lineno"> 892</span> }</div>
|
|
<div class="line"><a id="l00893" name="l00893"></a><span class="lineno"> 893</span> </div>
|
|
<div class="line"><a id="l00894" name="l00894"></a><span class="lineno"> 894</span> <span class="comment">// Should give a numerically better representation of the problem.</span></div>
|
|
<div class="line"><a id="l00895" name="l00895"></a><span class="lineno"> 895</span> glp_scale_prob(lp_, GLP_SF_AUTO);</div>
|
|
<div class="line"><a id="l00896" name="l00896"></a><span class="lineno"> 896</span> </div>
|
|
<div class="line"><a id="l00897" name="l00897"></a><span class="lineno"> 897</span> <span class="comment">// Use advanced initial basis (options: standard / advanced / Bixby's).</span></div>
|
|
<div class="line"><a id="l00898" name="l00898"></a><span class="lineno"> 898</span> glp_adv_basis(lp_, 0);</div>
|
|
<div class="line"><a id="l00899" name="l00899"></a><span class="lineno"> 899</span> </div>
|
|
<div class="line"><a id="l00900" name="l00900"></a><span class="lineno"> 900</span> <span class="comment">// Set parameters specified by the user.</span></div>
|
|
<div class="line"><a id="l00901" name="l00901"></a><span class="lineno"> 901</span> SetParameters(param);</div>
|
|
<div class="line"><a id="l00902" name="l00902"></a><span class="lineno"> 902</span>}</div>
|
|
<div class="line"><a id="l00903" name="l00903"></a><span class="lineno"> 903</span> </div>
|
|
<div class="line"><a id="l00904" name="l00904"></a><span class="lineno"> 904</span><span class="keywordtype">void</span> GLPKInterface::SetParameters(<span class="keyword">const</span> MPSolverParameters& param) {</div>
|
|
<div class="line"><a id="l00905" name="l00905"></a><span class="lineno"> 905</span> SetCommonParameters(param);</div>
|
|
<div class="line"><a id="l00906" name="l00906"></a><span class="lineno"> 906</span> <span class="keywordflow">if</span> (mip_) {</div>
|
|
<div class="line"><a id="l00907" name="l00907"></a><span class="lineno"> 907</span> SetMIPParameters(param);</div>
|
|
<div class="line"><a id="l00908" name="l00908"></a><span class="lineno"> 908</span> }</div>
|
|
<div class="line"><a id="l00909" name="l00909"></a><span class="lineno"> 909</span>}</div>
|
|
<div class="line"><a id="l00910" name="l00910"></a><span class="lineno"> 910</span> </div>
|
|
<div class="line"><a id="l00911" name="l00911"></a><span class="lineno"> 911</span><span class="keywordtype">void</span> GLPKInterface::SetRelativeMipGap(<span class="keywordtype">double</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) {</div>
|
|
<div class="line"><a id="l00912" name="l00912"></a><span class="lineno"> 912</span> <span class="keywordflow">if</span> (mip_) {</div>
|
|
<div class="line"><a id="l00913" name="l00913"></a><span class="lineno"> 913</span> mip_param_.mip_gap = <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>;</div>
|
|
<div class="line"><a id="l00914" name="l00914"></a><span class="lineno"> 914</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00915" name="l00915"></a><span class="lineno"> 915</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code hl_variable" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>) << <span class="stringliteral">"The relative MIP gap is only available "</span></div>
|
|
<div class="line"><a id="l00916" name="l00916"></a><span class="lineno"> 916</span> << <span class="stringliteral">"for discrete problems."</span>;</div>
|
|
<div class="line"><a id="l00917" name="l00917"></a><span class="lineno"> 917</span> }</div>
|
|
<div class="line"><a id="l00918" name="l00918"></a><span class="lineno"> 918</span>}</div>
|
|
<div class="line"><a id="l00919" name="l00919"></a><span class="lineno"> 919</span> </div>
|
|
<div class="line"><a id="l00920" name="l00920"></a><span class="lineno"> 920</span><span class="keywordtype">void</span> GLPKInterface::SetPrimalTolerance(<span class="keywordtype">double</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) {</div>
|
|
<div class="line"><a id="l00921" name="l00921"></a><span class="lineno"> 921</span> lp_param_.tol_bnd = <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>;</div>
|
|
<div class="line"><a id="l00922" name="l00922"></a><span class="lineno"> 922</span>}</div>
|
|
<div class="line"><a id="l00923" name="l00923"></a><span class="lineno"> 923</span> </div>
|
|
<div class="line"><a id="l00924" name="l00924"></a><span class="lineno"> 924</span><span class="keywordtype">void</span> GLPKInterface::SetDualTolerance(<span class="keywordtype">double</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) { lp_param_.tol_dj = <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>; }</div>
|
|
<div class="line"><a id="l00925" name="l00925"></a><span class="lineno"> 925</span> </div>
|
|
<div class="line"><a id="l00926" name="l00926"></a><span class="lineno"> 926</span><span class="keywordtype">void</span> GLPKInterface::SetPresolveMode(<span class="keywordtype">int</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) {</div>
|
|
<div class="line"><a id="l00927" name="l00927"></a><span class="lineno"> 927</span> <span class="keywordflow">switch</span> (<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) {</div>
|
|
<div class="line"><a id="l00928" name="l00928"></a><span class="lineno"> 928</span> <span class="keywordflow">case</span> MPSolverParameters::PRESOLVE_OFF: {</div>
|
|
<div class="line"><a id="l00929" name="l00929"></a><span class="lineno"> 929</span> mip_param_.presolve = GLP_OFF;</div>
|
|
<div class="line"><a id="l00930" name="l00930"></a><span class="lineno"> 930</span> lp_param_.presolve = GLP_OFF;</div>
|
|
<div class="line"><a id="l00931" name="l00931"></a><span class="lineno"> 931</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00932" name="l00932"></a><span class="lineno"> 932</span> }</div>
|
|
<div class="line"><a id="l00933" name="l00933"></a><span class="lineno"> 933</span> <span class="keywordflow">case</span> MPSolverParameters::PRESOLVE_ON: {</div>
|
|
<div class="line"><a id="l00934" name="l00934"></a><span class="lineno"> 934</span> mip_param_.presolve = GLP_ON;</div>
|
|
<div class="line"><a id="l00935" name="l00935"></a><span class="lineno"> 935</span> lp_param_.presolve = GLP_ON;</div>
|
|
<div class="line"><a id="l00936" name="l00936"></a><span class="lineno"> 936</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00937" name="l00937"></a><span class="lineno"> 937</span> }</div>
|
|
<div class="line"><a id="l00938" name="l00938"></a><span class="lineno"> 938</span> <span class="keywordflow">default</span>: {</div>
|
|
<div class="line"><a id="l00939" name="l00939"></a><span class="lineno"> 939</span> SetIntegerParamToUnsupportedValue(MPSolverParameters::PRESOLVE, <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>);</div>
|
|
<div class="line"><a id="l00940" name="l00940"></a><span class="lineno"> 940</span> }</div>
|
|
<div class="line"><a id="l00941" name="l00941"></a><span class="lineno"> 941</span> }</div>
|
|
<div class="line"><a id="l00942" name="l00942"></a><span class="lineno"> 942</span>}</div>
|
|
<div class="line"><a id="l00943" name="l00943"></a><span class="lineno"> 943</span> </div>
|
|
<div class="line"><a id="l00944" name="l00944"></a><span class="lineno"> 944</span><span class="keywordtype">void</span> GLPKInterface::SetScalingMode(<span class="keywordtype">int</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) {</div>
|
|
<div class="line"><a id="l00945" name="l00945"></a><span class="lineno"> 945</span> SetUnsupportedIntegerParam(MPSolverParameters::SCALING);</div>
|
|
<div class="line"><a id="l00946" name="l00946"></a><span class="lineno"> 946</span>}</div>
|
|
<div class="line"><a id="l00947" name="l00947"></a><span class="lineno"> 947</span> </div>
|
|
<div class="line"><a id="l00948" name="l00948"></a><span class="lineno"> 948</span><span class="keywordtype">void</span> GLPKInterface::SetLpAlgorithm(<span class="keywordtype">int</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) {</div>
|
|
<div class="line"><a id="l00949" name="l00949"></a><span class="lineno"> 949</span> <span class="keywordflow">switch</span> (<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) {</div>
|
|
<div class="line"><a id="l00950" name="l00950"></a><span class="lineno"> 950</span> <span class="keywordflow">case</span> MPSolverParameters::DUAL: {</div>
|
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<div class="line"><a id="l00951" name="l00951"></a><span class="lineno"> 951</span> <span class="comment">// Use dual, and if it fails, switch to primal.</span></div>
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<div class="line"><a id="l00952" name="l00952"></a><span class="lineno"> 952</span> lp_param_.meth = GLP_DUALP;</div>
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<div class="line"><a id="l00953" name="l00953"></a><span class="lineno"> 953</span> <span class="keywordflow">break</span>;</div>
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<div class="line"><a id="l00954" name="l00954"></a><span class="lineno"> 954</span> }</div>
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<div class="line"><a id="l00955" name="l00955"></a><span class="lineno"> 955</span> <span class="keywordflow">case</span> MPSolverParameters::PRIMAL: {</div>
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<div class="line"><a id="l00956" name="l00956"></a><span class="lineno"> 956</span> lp_param_.meth = GLP_PRIMAL;</div>
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<div class="line"><a id="l00957" name="l00957"></a><span class="lineno"> 957</span> <span class="keywordflow">break</span>;</div>
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<div class="line"><a id="l00958" name="l00958"></a><span class="lineno"> 958</span> }</div>
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<div class="line"><a id="l00959" name="l00959"></a><span class="lineno"> 959</span> <span class="keywordflow">case</span> MPSolverParameters::BARRIER:</div>
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<div class="line"><a id="l00960" name="l00960"></a><span class="lineno"> 960</span> <span class="keywordflow">default</span>: {</div>
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<div class="line"><a id="l00961" name="l00961"></a><span class="lineno"> 961</span> SetIntegerParamToUnsupportedValue(MPSolverParameters::LP_ALGORITHM,</div>
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<div class="line"><a id="l00962" name="l00962"></a><span class="lineno"> 962</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>);</div>
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<div class="line"><a id="l00963" name="l00963"></a><span class="lineno"> 963</span> }</div>
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<div class="line"><a id="l00964" name="l00964"></a><span class="lineno"> 964</span> }</div>
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<div class="line"><a id="l00965" name="l00965"></a><span class="lineno"> 965</span>}</div>
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<div class="line"><a id="l00966" name="l00966"></a><span class="lineno"> 966</span> </div>
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<div class="line"><a id="l00967" name="l00967"></a><span class="lineno"> 967</span>MPSolverInterface* BuildGLPKInterface(<span class="keywordtype">bool</span> mip, MPSolver* <span class="keyword">const</span> solver) {</div>
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<div class="line"><a id="l00968" name="l00968"></a><span class="lineno"> 968</span> <span class="keywordflow">return</span> <span class="keyword">new</span> GLPKInterface(solver, mip);</div>
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<div class="line"><a id="l00969" name="l00969"></a><span class="lineno"> 969</span>}</div>
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<div class="line"><a id="l00970" name="l00970"></a><span class="lineno"> 970</span> </div>
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<div class="line"><a id="l00971" name="l00971"></a><span class="lineno"> 971</span>} <span class="comment">// namespace operations_research</span></div>
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<div class="line"><a id="l00972" name="l00972"></a><span class="lineno"> 972</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_a26e6db9bcc64b584051ecc28171ed11f"><div class="ttname"><a href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">max</a></div><div class="ttdeci">int64_t max</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00140">alldiff_cst.cc:140</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#l00892">base/logging.h:892</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#l00703">base/logging.h:703</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#l00895">base/logging.h:895</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#l00894">base/logging.h:894</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#l00890">base/logging.h:890</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#l00984">base/logging.h:984</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#l00442">linear_solver.h:442</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#l00677">linear_solver.h:677</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#l00043">demon_profiler.cc:43</a></div></div>
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<div class="ttc" id="ademon__profiler_8cc_html_ac072af30c4ffbc834bb4c681f6ecb514"><div class="ttname"><a href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a></div><div class="ttdeci">int64_t value</div><div class="ttdef"><b>Definition:</b> <a href="demon__profiler_8cc_source.html#l00044">demon_profiler.cc:44</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#l01874">expr_array.cc:1874</a></div></div>
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<div class="ttc" id="aglpk__env__deleter_8h_html"><div class="ttname"><a href="glpk__env__deleter_8h.html">glpk_env_deleter.h</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="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="alocal__search_8cc_html_a750b5d744c39a06bfb13e6eb010e35d0"><div class="ttname"><a href="local__search_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a></div><div class="ttdeci">int index</div><div class="ttdef"><b>Definition:</b> <a href="local__search_8cc_source.html#l02750">local_search.cc:2750</a></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#l00183">markowitz.cc:183</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#l00182">markowitz.cc:182</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1math__opt_html_a5767ee23f380e72488d3c7ebf2d742b1"><div class="ttname"><a href="namespaceoperations__research_1_1math__opt.html#a5767ee23f380e72488d3c7ebf2d742b1">operations_research::math_opt::Solve</a></div><div class="ttdeci">absl::StatusOr< SolveResult > Solve(const Model &model, const SolverType solver_type, const SolveArguments &solve_args, const SolverInitArguments &init_args)</div><div class="ttdef"><b>Definition:</b> <a href="solve_8cc_source.html#l00094">solve.cc:94</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1math__opt_html_a5c12f31ca91b1412d51fd5fa6f82e684"><div class="ttname"><a href="namespaceoperations__research_1_1math__opt.html#a5c12f31ca91b1412d51fd5fa6f82e684">operations_research::math_opt::BasisStatus</a></div><div class="ttdeci">BasisStatus</div><div class="ttdef"><b>Definition:</b> <a href="solution_8h_source.html#l00047">solution.h:47</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">Collection of objects used to extend the Constraint Solver library.</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="anamespaceoperations__research_html_afa0e53e4462391903db0d0c77f8cecd0"><div class="ttname"><a href="namespaceoperations__research.html#afa0e53e4462391903db0d0c77f8cecd0">operations_research::SetupGlpkEnvAutomaticDeletion</a></div><div class="ttdeci">void SetupGlpkEnvAutomaticDeletion()</div><div class="ttdef"><b>Definition:</b> <a href="glpk__env__deleter_8cc_source.html#l00035">glpk_env_deleter.cc:35</a></div></div>
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<div class="ttc" id="arouting__filters_8cc_html_a8e4ee19dee0e00541dbe9bbc83d806ba"><div class="ttname"><a href="routing__filters_8cc.html#a8e4ee19dee0e00541dbe9bbc83d806ba">coefficient</a></div><div class="ttdeci">int64_t coefficient</div><div class="ttdef"><b>Definition:</b> <a href="routing__filters_8cc_source.html#l00969">routing_filters.cc:969</a></div></div>
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<div class="ttc" id="arouting__search_8cc_html_a6b7983ccd32c86cbbc3d4d9cda4cac17"><div class="ttname"><a href="routing__search_8cc.html#a6b7983ccd32c86cbbc3d4d9cda4cac17">nodes</a></div><div class="ttdeci">int nodes</div><div class="ttdef"><b>Definition:</b> <a href="routing__search_8cc_source.html#l03997">routing_search.cc:3997</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#l02559">search.cc:2559</a></div></div>
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<div class="ttc" id="atimer_8h_html"><div class="ttname"><a href="timer_8h.html">timer.h</a></div></div>
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