798 lines
26 KiB
C++
798 lines
26 KiB
C++
// Copyright 2010-2011 Google
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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//
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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//
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#include <stddef.h>
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#include "base/hash.h"
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#include <limits>
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#include <string>
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#include <utility>
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#include <vector>
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#include "base/commandlineflags.h"
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#include "base/integral_types.h"
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#include "base/logging.h"
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#include "base/scoped_ptr.h"
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#include "base/stringprintf.h"
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#include "base/timer.h"
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#include "base/concise_iterator.h"
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#include "base/hash.h"
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#include "linear_solver/linear_solver.h"
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#if defined(USE_GLPK)
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extern "C" {
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#include "glpk.h"
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}
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DECLARE_double(solver_timeout_in_seconds);
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DECLARE_string(solver_write_model);
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namespace operations_research {
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// Class to store information gathered in the callback
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class GLPKInformation {
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public:
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explicit GLPKInformation(bool maximize): num_all_nodes_(0) {
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ResetBestObjectiveBound(maximize);
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}
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void Reset(bool maximize) {
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num_all_nodes_ = 0;
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ResetBestObjectiveBound(maximize);
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}
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void ResetBestObjectiveBound(bool maximize) {
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if (maximize) {
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best_objective_bound_ = std::numeric_limits<double>::infinity();
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} else {
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best_objective_bound_ = -std::numeric_limits<double>::infinity();
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}
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}
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int num_all_nodes_;
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double best_objective_bound_;
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};
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// Function to be called in the GLPK callback
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void GLPKGatherInformationCallback(glp_tree* tree, void* info) {
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CHECK_NOTNULL(tree);
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CHECK_NOTNULL(info);
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GLPKInformation* glpk_info = reinterpret_cast<GLPKInformation*>(info);
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switch (glp_ios_reason(tree)) {
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// The best bound and the number of nodes change only when GLPK
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// branches, generates cuts or finds an integer solution.
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case GLP_ISELECT:
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case GLP_IROWGEN:
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case GLP_IBINGO: {
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// Get total number of nodes
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glp_ios_tree_size(tree, NULL, NULL, &glpk_info->num_all_nodes_);
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// Get best bound
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int node_id = glp_ios_best_node(tree);
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if (node_id > 0) {
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glpk_info->best_objective_bound_ = glp_ios_node_bound(tree, node_id);
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}
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break;
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}
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default:
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break;
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}
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}
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// ----- GLPK Solver -----
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class GLPKInterface : public MPSolverInterface {
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public:
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// Constructor that takes a name for the underlying glpk solver.
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GLPKInterface(MPSolver* const solver, bool mip);
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~GLPKInterface();
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// Sets the optimization direction (min/max).
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virtual void SetOptimizationDirection(bool maximize);
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// ----- Solve -----
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// Solve the problem using the parameter values specified.
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virtual MPSolver::ResultStatus Solve(const MPSolverParameters& param);
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// ----- Model modifications and extraction -----
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// Resets extracted model
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virtual void Reset();
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// Modify bounds.
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virtual void SetVariableBounds(int var_index, double lb, double ub);
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virtual void SetVariableInteger(int var_index, bool integer);
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virtual void SetConstraintBounds(int row_index, double lb, double ub);
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// Add Constraint incrementally.
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void AddRowConstraint(MPConstraint* const ct);
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// Add variable incrementally.
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void AddVariable(MPVariable* const var);
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// Change a coefficient in a constraint.
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virtual void SetCoefficient(MPConstraint* const constraint,
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MPVariable* const variable,
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double new_value,
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double old_value);
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// Clear a constraint from all its terms.
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virtual void ClearConstraint(MPConstraint* const constraint);
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// Change a coefficient in the linear objective
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virtual void SetObjectiveCoefficient(MPVariable* const variable,
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double coefficient);
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// Change the constant term in the linear objective.
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virtual void SetObjectiveOffset(double value);
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// Clear the objective from all its terms.
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virtual void ClearObjective();
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// ------ Query statistics on the solution and the solve ------
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// Number of simplex iterations
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virtual int64 iterations() const;
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// Number of branch-and-bound nodes. Only available for discrete problems.
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virtual int64 nodes() const;
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// Best objective bound. Only available for discrete problems.
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virtual double best_objective_bound() const;
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// Checks whether a feasible solution exists.
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virtual void CheckSolutionExists() const;
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// Checks whether information on the best objective bound exists.
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virtual void CheckBestObjectiveBoundExists() const;
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// ----- Misc -----
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// Write model
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virtual void WriteModel(const string& filename);
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// Query problem type.
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virtual bool IsContinuous() const { return IsLP(); }
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virtual bool IsLP() const { return !mip_; }
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virtual bool IsMIP() const { return mip_; }
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virtual void ExtractNewVariables();
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virtual void ExtractNewConstraints();
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virtual void ExtractObjective();
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virtual string SolverVersion() const {
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return StringPrintf("GLPK %s", glp_version());
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}
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virtual void* underlying_solver() {
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return reinterpret_cast<void*>(lp_);
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}
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private:
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// Configure the solver's parameters.
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void ConfigureGLPKParameters(const MPSolverParameters& param);
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// Set all parameters in the underlying solver.
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virtual void SetParameters(const MPSolverParameters& param);
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// Set each parameter in the underlying solver.
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virtual void SetRelativeMipGap(double value);
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virtual void SetPresolveMode(int value);
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virtual void SetLpAlgorithm(int value);
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void ExtractOldConstraints();
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void ExtractOneConstraint(MPConstraint* const constraint,
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int* const indices,
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double* const coefs);
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glp_prob* lp_;
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bool mip_;
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// Parameters
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glp_smcp lp_param_;
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glp_iocp mip_param_;
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// For the callback
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scoped_ptr<GLPKInformation> mip_callback_info_;
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};
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// Creates a LP/MIP instance with the specified name and minimization objective.
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GLPKInterface::GLPKInterface(MPSolver* const solver, bool mip)
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: MPSolverInterface(solver), lp_(NULL), mip_(mip),
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mip_callback_info_(NULL) {
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lp_ = glp_create_prob();
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glp_set_prob_name(lp_, solver_->name_.c_str());
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glp_set_obj_dir(lp_, GLP_MIN);
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mip_callback_info_.reset(new GLPKInformation(maximize_));
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}
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// Frees the LP memory allocations.
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GLPKInterface::~GLPKInterface() {
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CHECK_NOTNULL(lp_);
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glp_delete_prob(lp_);
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lp_ = NULL;
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}
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void GLPKInterface::Reset() {
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CHECK_NOTNULL(lp_);
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glp_delete_prob(lp_);
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lp_ = glp_create_prob();
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glp_set_prob_name(lp_, solver_->name_.c_str());
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glp_set_obj_dir(lp_, maximize_ ? GLP_MAX : GLP_MIN);
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ResetExtractionInformation();
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}
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void GLPKInterface::WriteModel(const string& filename) {
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if (solver_->IsLPFormat(filename)) {
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glp_write_lp(lp_, NULL, filename.c_str());
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} else {
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glp_write_mps(lp_, GLP_MPS_DECK, NULL, filename.c_str());
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}
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}
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// ------ Model modifications and extraction -----
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// Not cached
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void GLPKInterface::SetOptimizationDirection(bool maximize) {
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InvalidateSolutionSynchronization();
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glp_set_obj_dir(lp_, maximize ? GLP_MAX : GLP_MIN);
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}
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void GLPKInterface::SetVariableBounds(int var_index, double lb, double ub) {
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InvalidateSolutionSynchronization();
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if (var_index != kNoIndex) {
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// Not cached if the variable has been extracted.
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DCHECK(lp_ != NULL);
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const double infinity = solver_->infinity();
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if (lb != -infinity) {
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if (ub != infinity) {
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if (lb == ub) {
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glp_set_col_bnds(lp_, var_index, GLP_FX, lb, ub);
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} else {
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glp_set_col_bnds(lp_, var_index, GLP_DB, lb, ub);
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}
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} else {
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glp_set_col_bnds(lp_, var_index, GLP_LO, lb, 0.0);
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}
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} else if (ub != infinity) {
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glp_set_col_bnds(lp_, var_index, GLP_UP, 0.0, ub);
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} else {
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glp_set_col_bnds(lp_, var_index, GLP_FR, 0.0, 0.0);
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}
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} else {
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sync_status_ = MUST_RELOAD;
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}
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}
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void GLPKInterface::SetVariableInteger(int var_index, bool integer) {
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InvalidateSolutionSynchronization();
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if (mip_) {
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if (var_index != kNoIndex) {
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// Not cached if the variable has been extracted.
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glp_set_col_kind(lp_, var_index, integer ? GLP_IV : GLP_CV);
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} else {
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sync_status_ = MUST_RELOAD;
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}
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}
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}
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void GLPKInterface::SetConstraintBounds(int index, double lb, double ub) {
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InvalidateSolutionSynchronization();
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if (index != kNoIndex) {
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// Not cached if the row has been extracted
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DCHECK(lp_ != NULL);
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const double infinity = solver_->infinity();
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if (lb != -infinity) {
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if (ub != infinity) {
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if (lb == ub) {
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glp_set_row_bnds(lp_, index, GLP_FX, lb, ub);
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} else {
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glp_set_row_bnds(lp_, index, GLP_DB, lb, ub);
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}
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} else {
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glp_set_row_bnds(lp_, index, GLP_LO, lb, 0.0);
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}
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} else if (ub != infinity) {
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glp_set_row_bnds(lp_, index, GLP_UP, 0.0, ub);
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} else {
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glp_set_row_bnds(lp_, index, GLP_FR, 0.0, 0.0);
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}
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} else {
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sync_status_ = MUST_RELOAD;
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}
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}
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void GLPKInterface::SetCoefficient(MPConstraint* const constraint,
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MPVariable* const variable,
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double new_value,
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double old_value) {
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InvalidateSolutionSynchronization();
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// GLPK does not allow to modify one coefficient at a time, so we
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// extract the whole constraint again, if it has been extracted
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// already and if it does not contain new variables. Otherwise, we
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// cache the modification.
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if (constraint->index() != kNoIndex &&
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(sync_status_ == MODEL_SYNCHRONIZED ||
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!constraint->ContainsNewVariables())) {
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const int size = constraint->coefficients_.size();
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scoped_array<int> indices(new int[size + 1]);
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scoped_array<double> coefs(new double[size + 1]);
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ExtractOneConstraint(constraint, indices.get(), coefs.get());
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}
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}
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// Not cached
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void GLPKInterface::ClearConstraint(MPConstraint* const constraint) {
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InvalidateSolutionSynchronization();
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const int constraint_index = constraint->index();
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// Constraint may have not been extracted yet.
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if (constraint_index != kNoIndex) {
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glp_set_mat_row(lp_, constraint_index, 0, NULL, NULL);
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}
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}
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// Cached
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void GLPKInterface::SetObjectiveCoefficient(MPVariable* const variable,
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double coefficient) {
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sync_status_ = MUST_RELOAD;
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}
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// Cached
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void GLPKInterface::SetObjectiveOffset(double value) {
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sync_status_ = MUST_RELOAD;
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}
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// Clear objective of all its terms (linear)
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void GLPKInterface::ClearObjective() {
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InvalidateSolutionSynchronization();
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for (ConstIter<hash_map<MPVariable*, double> >
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it(solver_->linear_objective_.coefficients_);
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!it.at_end(); ++it) {
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const int var_index = it->first->index();
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// Variable may have not been extracted yet.
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if (var_index == kNoIndex) {
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DCHECK_NE(MODEL_SYNCHRONIZED, sync_status_);
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} else {
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glp_set_obj_coef(lp_, var_index, 0.0);
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}
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}
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// Constant term.
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glp_set_obj_coef(lp_, 0, 0.0);
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}
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void GLPKInterface::AddRowConstraint(MPConstraint* const ct) {
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sync_status_ = MUST_RELOAD;
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}
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void GLPKInterface::AddVariable(MPVariable* const var) {
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sync_status_ = MUST_RELOAD;
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}
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// Define new variables and add them to existing constraints.
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void GLPKInterface::ExtractNewVariables() {
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int total_num_vars = solver_->variables_.size();
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if (total_num_vars > last_variable_index_) {
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glp_add_cols(lp_, total_num_vars - last_variable_index_);
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for (int j = last_variable_index_; j < solver_->variables_.size(); ++j) {
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MPVariable* const var = solver_->variables_[j];
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// GLPK convention is to start indexing at 1.
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const int var_index = j + 1;
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var->set_index(var_index);
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if (!var->name().empty()) {
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glp_set_col_name(lp_, var_index, var->name().c_str());
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}
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SetVariableBounds(var->index(), var->lb(), var->ub());
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SetVariableInteger(var->index(), var->integer());
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// The true objective coefficient will be set later in ExtractObjective.
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double tmp_obj_coef = 0.0;
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glp_set_obj_coef(lp_, var->index(), tmp_obj_coef);
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}
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// Add new variables to the existing constraints.
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ExtractOldConstraints();
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}
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}
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// Extract again existing constraints if they contain new variables.
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void GLPKInterface::ExtractOldConstraints() {
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int max_constraint_size = solver_->ComputeMaxConstraintSize(
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0, last_constraint_index_);
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// The first entry in the following arrays is dummy, to be
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// consistent with glpk API.
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scoped_array<int> indices(new int[max_constraint_size + 1]);
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scoped_array<double> coefs(new double[max_constraint_size + 1]);
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for (int i = 0; i < last_constraint_index_; ++i) {
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MPConstraint* const ct = solver_->constraints_[i];
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DCHECK_NE(kNoIndex, ct->index());
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const int size = ct->coefficients_.size();
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if (size == 0) {
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continue;
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}
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// Update the constraint's coefficients if it contains new variables.
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if (ct->ContainsNewVariables()) {
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ExtractOneConstraint(ct, indices.get(), coefs.get());
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}
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}
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}
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// Extract one constraint. Arrays indices and coefs must be
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// preallocated to have enough space to contain the constraint's
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// coefficients.
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void GLPKInterface::ExtractOneConstraint(MPConstraint* const constraint,
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int* const indices,
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double* const coefs) {
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// GLPK convention is to start indexing at 1.
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int k = 1;
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for (ConstIter<hash_map<MPVariable*, double> > it(constraint->coefficients_);
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!it.at_end(); ++it) {
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const int var_index = it->first->index();
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DCHECK_NE(kNoIndex, var_index);
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indices[k] = var_index;
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coefs[k] = it->second;
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++k;
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}
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glp_set_mat_row(lp_, constraint->index(), k-1, indices, coefs);
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}
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// Define new constraints on old and new variables.
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void GLPKInterface::ExtractNewConstraints() {
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int total_num_rows = solver_->constraints_.size();
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if (last_constraint_index_ < total_num_rows) {
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// Define new constraints
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glp_add_rows(lp_, total_num_rows - last_constraint_index_);
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int num_coefs = 0;
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for (int i = last_constraint_index_; i < total_num_rows; ++i) {
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// GLPK convention is to start indexing at 1.
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const int constraint_index = i + 1;
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MPConstraint* ct = solver_->constraints_[i];
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ct->set_index(constraint_index);
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if (ct->name().empty()) {
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glp_set_row_name(lp_, constraint_index,
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StringPrintf("ct_%i", i).c_str());
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} else {
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glp_set_row_name(lp_, constraint_index, ct->name().c_str());
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}
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// All constraints are set to be of the type <= limit_ .
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SetConstraintBounds(constraint_index, ct->lb(), ct->ub());
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num_coefs += ct->coefficients_.size();
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}
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// Fill new constraints with coefficients
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if (last_variable_index_ == 0 && last_constraint_index_ == 0) {
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// Faster extraction when nothing has been extracted yet: build
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// and load whole matrix at once instead of constructing rows
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// separately.
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// The first entry in the following arrays is dummy, to be
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// consistent with glpk API.
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scoped_array<int> variable_indices(new int[num_coefs + 1]);
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scoped_array<int> constraint_indices(new int[num_coefs + 1]);
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scoped_array<double> coefs(new double[num_coefs + 1]);
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int k = 1;
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for (int i = 0; i < solver_->constraints_.size(); ++i) {
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MPConstraint* ct = solver_->constraints_[i];
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for (hash_map<MPVariable*, double>::const_iterator it =
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ct->coefficients_.begin();
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it != ct->coefficients_.end();
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++it) {
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DCHECK_NE(kNoIndex, it->first->index());
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constraint_indices[k] = ct->index();
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variable_indices[k] = it->first->index();
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coefs[k] = it->second;
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++k;
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}
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}
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CHECK_EQ(num_coefs + 1, k);
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glp_load_matrix(lp_, num_coefs, constraint_indices.get(),
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variable_indices.get(), coefs.get());
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} else {
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// Build each new row separately.
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int max_constraint_size = solver_->ComputeMaxConstraintSize(
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last_constraint_index_, total_num_rows);
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// The first entry in the following arrays is dummy, to be
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// consistent with glpk API.
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scoped_array<int> indices(new int[max_constraint_size + 1]);
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scoped_array<double> coefs(new double[max_constraint_size + 1]);
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for (int i = last_constraint_index_; i < total_num_rows; i++) {
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ExtractOneConstraint(solver_->constraints_[i], indices.get(),
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coefs.get());
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}
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}
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}
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}
|
|
|
|
void GLPKInterface::ExtractObjective() {
|
|
// Linear objective: set objective coefficients for all variables
|
|
// (some might have been modified).
|
|
for (hash_map<MPVariable*, double>::const_iterator it =
|
|
solver_->linear_objective_.coefficients_.begin();
|
|
it != solver_->linear_objective_.coefficients_.end();
|
|
++it) {
|
|
glp_set_obj_coef(lp_, it->first->index(), it->second);
|
|
}
|
|
// Constant term.
|
|
glp_set_obj_coef(lp_, 0, solver_->linear_objective_.offset_);
|
|
}
|
|
|
|
// Solve the problem using the parameter values specified.
|
|
MPSolver::ResultStatus GLPKInterface::Solve(const MPSolverParameters& param) {
|
|
WallTimer timer;
|
|
timer.Start();
|
|
|
|
// Set log level.
|
|
if (quiet_) {
|
|
glp_term_out(GLP_OFF);
|
|
} else {
|
|
glp_term_out(GLP_ON);
|
|
}
|
|
|
|
ExtractModel();
|
|
VLOG(1) << StringPrintf("Model built in %.3f seconds.", timer.Get());
|
|
|
|
WriteModelToPredefinedFiles();
|
|
|
|
// Configure parameters at every solve, even when the model has not
|
|
// been changed, in case some of the parameters such as the time
|
|
// limit have been changed since the last solve.
|
|
ConfigureGLPKParameters(param);
|
|
|
|
// Solve
|
|
timer.Restart();
|
|
if (mip_) {
|
|
// glp_intopt requires to solve the root LP separately.
|
|
int simplex_status = glp_simplex(lp_, &lp_param_);
|
|
// If the root LP was solved successfully, solve the MIP.
|
|
if (simplex_status == 0) {
|
|
glp_intopt(lp_, &mip_param_);
|
|
} else {
|
|
// Something abnormal occurred during the root LP solve. It is
|
|
// highly unlikely that an integer feasible solution is
|
|
// available at this point, so we don't put any effort in trying
|
|
// to recover it.
|
|
result_status_ = MPSolver::ABNORMAL;
|
|
sync_status_ = SOLUTION_SYNCHRONIZED;
|
|
return result_status_;
|
|
}
|
|
} else {
|
|
glp_simplex(lp_, &lp_param_);
|
|
}
|
|
VLOG(1) << StringPrintf("Solved in %.3f seconds.", timer.Get());
|
|
|
|
// Get the results.
|
|
if (mip_) {
|
|
objective_value_ = glp_mip_obj_val(lp_);
|
|
} else {
|
|
objective_value_ = glp_get_obj_val(lp_);
|
|
}
|
|
VLOG(1) << "objective=" << objective_value_;
|
|
for (int i = 0; i < solver_->variables_.size(); ++i) {
|
|
MPVariable* const var = solver_->variables_[i];
|
|
double val;
|
|
if (mip_) {
|
|
val = glp_mip_col_val(lp_, var->index());
|
|
} else {
|
|
val = glp_get_col_prim(lp_, var->index());
|
|
}
|
|
var->set_solution_value(val);
|
|
VLOG(3) << var->name() << ": value =" << val;
|
|
if (!mip_) {
|
|
double reduced_cost;
|
|
reduced_cost = glp_get_col_dual(lp_, var->index());
|
|
var->set_reduced_cost(reduced_cost);
|
|
VLOG(4) << var->name() << ": reduced cost = " << reduced_cost;
|
|
}
|
|
}
|
|
for (int i = 0; i < solver_->constraints_.size(); ++i) {
|
|
MPConstraint* const ct = solver_->constraints_[i];
|
|
if (mip_) {
|
|
const double row_activity = glp_mip_row_val(lp_, ct->index());
|
|
ct->set_activity(row_activity);
|
|
VLOG(4) << "row " << ct->index()
|
|
<< ": activity = " << row_activity;
|
|
} else {
|
|
const double row_activity = glp_get_row_prim(lp_, ct->index());
|
|
ct->set_activity(row_activity);
|
|
const double dual_value = glp_get_row_dual(lp_, ct->index());
|
|
ct->set_dual_value(dual_value);
|
|
VLOG(4) << "row " << ct->index()
|
|
<< ": activity = " << row_activity
|
|
<< ": dual value = " << dual_value;
|
|
}
|
|
}
|
|
|
|
// Check the status: optimal, infeasible, etc.
|
|
if (mip_) {
|
|
int tmp_status = glp_mip_status(lp_);
|
|
VLOG(1) << "gplk result status: " << tmp_status;
|
|
if (tmp_status == GLP_OPT) {
|
|
result_status_ = MPSolver::OPTIMAL;
|
|
} else if (tmp_status == GLP_FEAS) {
|
|
result_status_ = MPSolver::FEASIBLE;
|
|
} else if (tmp_status == GLP_NOFEAS) {
|
|
// For infeasible problems, GLPK actually seems to return
|
|
// GLP_UNDEF. So this is never (?) reached. Return infeasible
|
|
// in case GLPK returns a correct status in future versions.
|
|
result_status_ = MPSolver::INFEASIBLE;
|
|
} else {
|
|
result_status_ = MPSolver::ABNORMAL;
|
|
// GLPK does not have a status code for unbounded MIP models, so
|
|
// we return an abnormal status instead.
|
|
}
|
|
} else {
|
|
int tmp_status = glp_get_status(lp_);
|
|
VLOG(1) << "gplk result status: " << tmp_status;
|
|
if (tmp_status == GLP_OPT) {
|
|
result_status_ = MPSolver::OPTIMAL;
|
|
} else if (tmp_status == GLP_FEAS) {
|
|
result_status_ = MPSolver::FEASIBLE;
|
|
} else if (tmp_status == GLP_NOFEAS ||
|
|
tmp_status == GLP_INFEAS) {
|
|
// For infeasible problems, GLPK actually seems to return
|
|
// GLP_UNDEF. So this is never (?) reached. Return infeasible
|
|
// in case GLPK returns a correct status in future versions.
|
|
result_status_ = MPSolver::INFEASIBLE;
|
|
} else if (tmp_status == GLP_UNBND) {
|
|
// For unbounded problems, GLPK actually seems to return
|
|
// GLP_UNDEF. So this is never (?) reached. Return unbounded
|
|
// in case GLPK returns a correct status in future versions.
|
|
result_status_ = MPSolver::UNBOUNDED;
|
|
} else {
|
|
result_status_ = MPSolver::ABNORMAL;
|
|
}
|
|
}
|
|
|
|
sync_status_ = SOLUTION_SYNCHRONIZED;
|
|
|
|
return result_status_;
|
|
}
|
|
|
|
MPSolverInterface* BuildGLPKInterface(MPSolver* const solver, bool mip) {
|
|
return new GLPKInterface(solver, mip);
|
|
}
|
|
|
|
// ------ Query statistics on the solution and the solve ------
|
|
|
|
int64 GLPKInterface::iterations() const {
|
|
if (mip_) {
|
|
LOG(WARNING) << "Total number of iterations is not available";
|
|
return kUnknownNumberOfIterations;
|
|
} else {
|
|
CheckSolutionIsSynchronized();
|
|
return lpx_get_int_parm(lp_, LPX_K_ITCNT);
|
|
}
|
|
}
|
|
|
|
int64 GLPKInterface::nodes() const {
|
|
if (mip_) {
|
|
CheckSolutionIsSynchronized();
|
|
return mip_callback_info_->num_all_nodes_;
|
|
} else {
|
|
LOG(FATAL) << "Number of nodes only available for discrete problems";
|
|
return kUnknownNumberOfNodes;
|
|
}
|
|
}
|
|
|
|
double GLPKInterface::best_objective_bound() const {
|
|
if (mip_) {
|
|
CheckSolutionIsSynchronized();
|
|
CheckBestObjectiveBoundExists();
|
|
if (solver_->variables_.size() == 0 && solver_->constraints_.size() == 0) {
|
|
// Special case for empty model.
|
|
return solver_->linear_objective_.offset_;
|
|
} else {
|
|
return mip_callback_info_->best_objective_bound_;
|
|
}
|
|
} else {
|
|
LOG(FATAL) << "Best objective bound only available for discrete problems";
|
|
return 0.0;
|
|
}
|
|
}
|
|
|
|
void GLPKInterface::CheckSolutionExists() const {
|
|
if (result_status_ == MPSolver::ABNORMAL) {
|
|
LOG(WARNING) << "Ignoring ABNORMAL status from GLPK: This status may or may"
|
|
<< " not indicate that a solution exists.";
|
|
} else {
|
|
// Call default implementation
|
|
MPSolverInterface::CheckSolutionExists();
|
|
}
|
|
}
|
|
|
|
void GLPKInterface::CheckBestObjectiveBoundExists() const {
|
|
if (result_status_ == MPSolver::ABNORMAL) {
|
|
LOG(WARNING) << "Ignoring ABNORMAL status from GLPK: This status may or may"
|
|
<< " not indicate that information is available on the best"
|
|
<< " objective bound.";
|
|
} else {
|
|
// Call default implementation
|
|
MPSolverInterface::CheckBestObjectiveBoundExists();
|
|
}
|
|
}
|
|
|
|
// ------ Parameters ------
|
|
|
|
void GLPKInterface::ConfigureGLPKParameters(const MPSolverParameters& param) {
|
|
if (mip_) {
|
|
glp_init_iocp(&mip_param_);
|
|
// Time limit
|
|
if (solver_->time_limit()) {
|
|
VLOG(1) << "Setting time limit = " << solver_->time_limit() << " ms.";
|
|
mip_param_.tm_lim = solver_->time_limit();
|
|
}
|
|
// Initialize structures related to the callback.
|
|
mip_param_.cb_func = GLPKGatherInformationCallback;
|
|
mip_callback_info_->Reset(maximize_);
|
|
mip_param_.cb_info = mip_callback_info_.get();
|
|
// TODO(user): switch some cuts on? All cuts are off by default!?
|
|
}
|
|
|
|
// Configure LP parameters in all cases since they will be used to
|
|
// solve the root LP in the MIP case.
|
|
glp_init_smcp(&lp_param_);
|
|
// Time limit
|
|
if (solver_->time_limit()) {
|
|
VLOG(1) << "Setting time limit = " << solver_->time_limit() << " ms.";
|
|
lp_param_.tm_lim = solver_->time_limit();
|
|
}
|
|
|
|
// Should give a numerically better representation of the problem.
|
|
glp_scale_prob(lp_, GLP_SF_AUTO);
|
|
|
|
// Use advanced initial basis (options: standard / advanced / Bixby's).
|
|
glp_adv_basis(lp_, NULL);
|
|
|
|
// Set parameters specified by the user.
|
|
SetParameters(param);
|
|
}
|
|
|
|
void GLPKInterface::SetParameters(const MPSolverParameters& param) {
|
|
SetCommonParameters(param);
|
|
if (mip_) {
|
|
SetMIPParameters(param);
|
|
}
|
|
}
|
|
|
|
void GLPKInterface::SetRelativeMipGap(double value) {
|
|
if (mip_) {
|
|
mip_param_.mip_gap = value;
|
|
} else {
|
|
LOG(WARNING) << "The relative MIP gap is only available "
|
|
<< "for discrete problems.";
|
|
}
|
|
}
|
|
|
|
void GLPKInterface::SetPresolveMode(int value) {
|
|
switch (value) {
|
|
case MPSolverParameters::PRESOLVE_OFF: {
|
|
mip_param_.presolve = GLP_OFF;
|
|
lp_param_.presolve = GLP_OFF;
|
|
break;
|
|
}
|
|
case MPSolverParameters::PRESOLVE_ON: {
|
|
mip_param_.presolve = GLP_ON;
|
|
lp_param_.presolve = GLP_ON;
|
|
break;
|
|
}
|
|
default: {
|
|
SetIntegerParamToUnsupportedValue(MPSolverParameters::PRESOLVE, value);
|
|
}
|
|
}
|
|
}
|
|
|
|
void GLPKInterface::SetLpAlgorithm(int value) {
|
|
switch (value) {
|
|
case MPSolverParameters::DUAL: {
|
|
// Use dual, and if it fails, switch to primal.
|
|
lp_param_.meth = GLP_DUALP;
|
|
break;
|
|
}
|
|
case MPSolverParameters::PRIMAL: {
|
|
lp_param_.meth = GLP_PRIMAL;
|
|
break;
|
|
}
|
|
case MPSolverParameters::BARRIER:
|
|
default: {
|
|
SetIntegerParamToUnsupportedValue(MPSolverParameters::LP_ALGORITHM,
|
|
value);
|
|
}
|
|
}
|
|
}
|
|
|
|
} // namespace operations_research
|
|
#endif // #if defined(USE_GLPK)
|