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<div class="title">cplex_interface.cc</div> </div>
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<a href="cplex__interface_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">// Copyright 2014 IBM Corporation</span></div>
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<div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a name="l00009"></a><span class="lineno"> 9</span> <span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="comment">// limitations under the License.</span></div>
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<div class="line"><a name="l00013"></a><span class="lineno"> 13</span>  </div>
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<div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="comment">// Initial version of this code was written by Daniel Junglas (IBM)</span></div>
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<div class="line"><a name="l00015"></a><span class="lineno"> 15</span>  </div>
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<div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="preprocessor">#include <limits></span></div>
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<div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="preprocessor">#include <memory></span></div>
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<div class="line"><a name="l00018"></a><span class="lineno"> 18</span>  </div>
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<div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="preprocessor">#include "absl/strings/str_format.h"</span></div>
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<div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="preprocessor">#include "<a class="code" href="integral__types_8h.html">ortools/base/integral_types.h</a>"</span></div>
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<div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="preprocessor">#include "<a class="code" href="base_2logging_8h.html">ortools/base/logging.h</a>"</span></div>
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<div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="preprocessor">#include "<a class="code" href="timer_8h.html">ortools/base/timer.h</a>"</span></div>
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<div class="line"><a name="l00023"></a><span class="lineno"> 23</span> <span class="preprocessor">#include "<a class="code" href="linear__solver_8h.html">ortools/linear_solver/linear_solver.h</a>"</span></div>
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<div class="line"><a name="l00024"></a><span class="lineno"> 24</span>  </div>
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<div class="line"><a name="l00025"></a><span class="lineno"> 25</span> <span class="preprocessor">#if defined(USE_CPLEX)</span></div>
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<div class="line"><a name="l00026"></a><span class="lineno"> 26</span>  </div>
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<div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <span class="keyword">extern</span> <span class="stringliteral">"C"</span> {</div>
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<div class="line"><a name="l00028"></a><span class="lineno"> 28</span> <span class="preprocessor">#include "ilcplex/cplexx.h"</span></div>
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<div class="line"><a name="l00029"></a><span class="lineno"> 29</span> <span class="comment">// This is an undocumented function, setting the objective offset</span></div>
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<div class="line"><a name="l00030"></a><span class="lineno"> 30</span> <span class="comment">// is not supported everywhere (for example it may not be exported if a</span></div>
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<div class="line"><a name="l00031"></a><span class="lineno"> 31</span> <span class="comment">// model is written to a file), but it works in the cases we need here.</span></div>
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<div class="line"><a name="l00032"></a><span class="lineno"> 32</span> CPXLIBAPI <span class="keywordtype">int</span> CPXPUBLIC CPXEsetobjoffset(CPXCENVptr, CPXLPptr, <span class="keywordtype">double</span>);</div>
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<div class="line"><a name="l00033"></a><span class="lineno"> 33</span> }</div>
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<div class="line"><a name="l00034"></a><span class="lineno"> 34</span>  </div>
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<div class="line"><a name="l00035"></a><span class="lineno"> 35</span> <span class="comment">// In case we need to return a double but don't have a value for that</span></div>
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<div class="line"><a name="l00036"></a><span class="lineno"> 36</span> <span class="comment">// we just return a NaN.</span></div>
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<div class="line"><a name="l00037"></a><span class="lineno"> 37</span> <span class="preprocessor">#if !defined(CPX_NAN)</span></div>
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<div class="line"><a name="l00038"></a><span class="lineno"> 38</span> <span class="preprocessor">#define CPX_NAN std::numeric_limits<double>::quiet_NaN()</span></div>
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<div class="line"><a name="l00039"></a><span class="lineno"> 39</span> <span class="preprocessor">#endif</span></div>
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<div class="line"><a name="l00040"></a><span class="lineno"> 40</span>  </div>
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<div class="line"><a name="l00041"></a><span class="lineno"> 41</span> <span class="comment">// The argument to this macro is the invocation of a CPXX function that</span></div>
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<div class="line"><a name="l00042"></a><span class="lineno"> 42</span> <span class="comment">// returns a status. If the function returns non-zero the macro aborts</span></div>
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<div class="line"><a name="l00043"></a><span class="lineno"> 43</span> <span class="comment">// the program with an appropriate error message.</span></div>
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<div class="line"><a name="l00044"></a><span class="lineno"> 44</span> <span class="preprocessor">#define CHECK_STATUS(s) \</span></div>
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<div class="line"><a name="l00045"></a><span class="lineno"> 45</span> <span class="preprocessor"> do { \</span></div>
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<div class="line"><a name="l00046"></a><span class="lineno"> 46</span> <span class="preprocessor"> int const status_ = s; \</span></div>
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<div class="line"><a name="l00047"></a><span class="lineno"> 47</span> <span class="preprocessor"> CHECK_EQ(0, status_); \</span></div>
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<div class="line"><a name="l00048"></a><span class="lineno"> 48</span> <span class="preprocessor"> } while (0)</span></div>
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<div class="line"><a name="l00049"></a><span class="lineno"> 49</span>  </div>
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<div class="line"><a name="l00050"></a><span class="lineno"> 50</span> <span class="keyword">namespace </span><a class="code" href="namespaceoperations__research.html">operations_research</a> {</div>
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<div class="line"><a name="l00051"></a><span class="lineno"> 51</span>  </div>
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<div class="line"><a name="l00052"></a><span class="lineno"> 52</span> <span class="keyword">using</span> std::unique_ptr;</div>
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<div class="line"><a name="l00053"></a><span class="lineno"> 53</span>  </div>
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<div class="line"><a name="l00054"></a><span class="lineno"> 54</span> <span class="comment">// For a model that is extracted to an instance of this class there is a</span></div>
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<div class="line"><a name="l00055"></a><span class="lineno"> 55</span> <span class="comment">// 1:1 corresponence between MPVariable instances and CPLEX columns: the</span></div>
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<div class="line"><a name="l00056"></a><span class="lineno"> 56</span> <span class="comment">// index of an extracted variable is the column index in the CPLEX model.</span></div>
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<div class="line"><a name="l00057"></a><span class="lineno"> 57</span> <span class="comment">// Similiar for instances of MPConstraint: the index of the constraint in</span></div>
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<div class="line"><a name="l00058"></a><span class="lineno"> 58</span> <span class="comment">// the model is the row index in the CPLEX model.</span></div>
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<div class="line"><a name="l00059"></a><span class="lineno"> 59</span> <span class="keyword">class </span>CplexInterface : <span class="keyword">public</span> MPSolverInterface {</div>
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<div class="line"><a name="l00060"></a><span class="lineno"> 60</span>  <span class="keyword">public</span>:</div>
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<div class="line"><a name="l00061"></a><span class="lineno"> 61</span>  <span class="comment">// NOTE: 'mip' specifies the type of the problem (either continuous or</span></div>
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<div class="line"><a name="l00062"></a><span class="lineno"> 62</span>  <span class="comment">// mixed integer. This type is fixed for the lifetime of the</span></div>
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<div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  <span class="comment">// instance. There are no dynamic changes to the model type.</span></div>
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<div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  <span class="keyword">explicit</span> CplexInterface(MPSolver* <span class="keyword">const</span> solver, <span class="keywordtype">bool</span> mip);</div>
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<div class="line"><a name="l00065"></a><span class="lineno"> 65</span>  ~CplexInterface();</div>
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<div class="line"><a name="l00066"></a><span class="lineno"> 66</span>  </div>
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<div class="line"><a name="l00067"></a><span class="lineno"> 67</span>  <span class="comment">// Sets the optimization direction (min/max).</span></div>
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<div class="line"><a name="l00068"></a><span class="lineno"> 68</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetOptimizationDirection(<span class="keywordtype">bool</span> maximize);</div>
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<div class="line"><a name="l00069"></a><span class="lineno"> 69</span>  </div>
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<div class="line"><a name="l00070"></a><span class="lineno"> 70</span>  <span class="comment">// ----- Solve -----</span></div>
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<div class="line"><a name="l00071"></a><span class="lineno"> 71</span>  <span class="comment">// Solve the problem using the parameter values specified.</span></div>
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<div class="line"><a name="l00072"></a><span class="lineno"> 72</span>  <span class="keyword">virtual</span> <a class="code" href="classoperations__research_1_1_m_p_solver.html#a573d479910e373f5d771d303e440587d">MPSolver::ResultStatus</a> <a class="code" href="namespaceoperations__research_1_1sat.html#af904018d9a1c9983624b1ce0331f2bf5">Solve</a>(MPSolverParameters <span class="keyword">const</span>& param);</div>
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<div class="line"><a name="l00073"></a><span class="lineno"> 73</span>  </div>
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<div class="line"><a name="l00074"></a><span class="lineno"> 74</span>  <span class="comment">// ----- Model modifications and extraction -----</span></div>
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<div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  <span class="comment">// Resets extracted model</span></div>
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<div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> Reset();</div>
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<div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  </div>
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<div class="line"><a name="l00078"></a><span class="lineno"> 78</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetVariableBounds(<span class="keywordtype">int</span> var_index, <span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub);</div>
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<div class="line"><a name="l00079"></a><span class="lineno"> 79</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetVariableInteger(<span class="keywordtype">int</span> var_index, <span class="keywordtype">bool</span> integer);</div>
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<div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetConstraintBounds(<span class="keywordtype">int</span> row_index, <span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub);</div>
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<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  </div>
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<div class="line"><a name="l00082"></a><span class="lineno"> 82</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> AddRowConstraint(MPConstraint* <span class="keyword">const</span> <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>);</div>
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<div class="line"><a name="l00083"></a><span class="lineno"> 83</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> AddVariable(MPVariable* <span class="keyword">const</span> <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>);</div>
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<div class="line"><a name="l00084"></a><span class="lineno"> 84</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetCoefficient(MPConstraint* <span class="keyword">const</span> constraint,</div>
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<div class="line"><a name="l00085"></a><span class="lineno"> 85</span>  MPVariable <span class="keyword">const</span>* <span class="keyword">const</span> variable,</div>
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<div class="line"><a name="l00086"></a><span class="lineno"> 86</span>  <span class="keywordtype">double</span> new_value, <span class="keywordtype">double</span> old_value);</div>
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<div class="line"><a name="l00087"></a><span class="lineno"> 87</span>  </div>
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<div class="line"><a name="l00088"></a><span class="lineno"> 88</span>  <span class="comment">// Clear a constraint from all its terms.</span></div>
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<div class="line"><a name="l00089"></a><span class="lineno"> 89</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> ClearConstraint(MPConstraint* <span class="keyword">const</span> constraint);</div>
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<div class="line"><a name="l00090"></a><span class="lineno"> 90</span>  <span class="comment">// Change a coefficient in the linear objective</span></div>
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<div class="line"><a name="l00091"></a><span class="lineno"> 91</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetObjectiveCoefficient(MPVariable <span class="keyword">const</span>* <span class="keyword">const</span> variable,</div>
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<div class="line"><a name="l00092"></a><span class="lineno"> 92</span>  <span class="keywordtype">double</span> <a class="code" href="routing__search_8cc.html#ab66ad179c8a6fcf1adb958cb51f4c7cb">coefficient</a>);</div>
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<div class="line"><a name="l00093"></a><span class="lineno"> 93</span>  <span class="comment">// Change the constant term in the linear objective.</span></div>
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<div class="line"><a name="l00094"></a><span class="lineno"> 94</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetObjectiveOffset(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
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<div class="line"><a name="l00095"></a><span class="lineno"> 95</span>  <span class="comment">// Clear the objective from all its terms.</span></div>
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<div class="line"><a name="l00096"></a><span class="lineno"> 96</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> ClearObjective();</div>
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<div class="line"><a name="l00097"></a><span class="lineno"> 97</span>  </div>
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<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  <span class="comment">// ------ Query statistics on the solution and the solve ------</span></div>
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<div class="line"><a name="l00099"></a><span class="lineno"> 99</span>  <span class="comment">// Number of simplex iterations</span></div>
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<div class="line"><a name="l00100"></a><span class="lineno"> 100</span>  <span class="keyword">virtual</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> iterations() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00101"></a><span class="lineno"> 101</span>  <span class="comment">// Number of branch-and-bound nodes. Only available for discrete problems.</span></div>
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<div class="line"><a name="l00102"></a><span class="lineno"> 102</span>  <span class="keyword">virtual</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> nodes() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00103"></a><span class="lineno"> 103</span>  </div>
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<div class="line"><a name="l00104"></a><span class="lineno"> 104</span>  <span class="comment">// Returns the basis status of a row.</span></div>
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<div class="line"><a name="l00105"></a><span class="lineno"> 105</span>  <span class="keyword">virtual</span> <a class="code" href="classoperations__research_1_1_m_p_solver.html#afd922eb2bef96597c426557a8056f76d">MPSolver::BasisStatus</a> row_status(<span class="keywordtype">int</span> constraint_index) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00106"></a><span class="lineno"> 106</span>  <span class="comment">// Returns the basis status of a column.</span></div>
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<div class="line"><a name="l00107"></a><span class="lineno"> 107</span>  <span class="keyword">virtual</span> <a class="code" href="classoperations__research_1_1_m_p_solver.html#afd922eb2bef96597c426557a8056f76d">MPSolver::BasisStatus</a> column_status(<span class="keywordtype">int</span> variable_index) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00108"></a><span class="lineno"> 108</span>  </div>
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<div class="line"><a name="l00109"></a><span class="lineno"> 109</span>  <span class="comment">// ----- Misc -----</span></div>
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<div class="line"><a name="l00110"></a><span class="lineno"> 110</span>  </div>
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<div class="line"><a name="l00111"></a><span class="lineno"> 111</span>  <span class="comment">// Query problem type.</span></div>
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<div class="line"><a name="l00112"></a><span class="lineno"> 112</span>  <span class="comment">// Remember that problem type is a static property that is set</span></div>
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<div class="line"><a name="l00113"></a><span class="lineno"> 113</span>  <span class="comment">// in the constructor and never changed.</span></div>
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<div class="line"><a name="l00114"></a><span class="lineno"> 114</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> IsContinuous()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> IsLP(); }</div>
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<div class="line"><a name="l00115"></a><span class="lineno"> 115</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> IsLP()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> !mMip; }</div>
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<div class="line"><a name="l00116"></a><span class="lineno"> 116</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> IsMIP()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> mMip; }</div>
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<div class="line"><a name="l00117"></a><span class="lineno"> 117</span>  </div>
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<div class="line"><a name="l00118"></a><span class="lineno"> 118</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> ExtractNewVariables();</div>
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<div class="line"><a name="l00119"></a><span class="lineno"> 119</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> ExtractNewConstraints();</div>
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<div class="line"><a name="l00120"></a><span class="lineno"> 120</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> ExtractObjective();</div>
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<div class="line"><a name="l00121"></a><span class="lineno"> 121</span>  </div>
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<div class="line"><a name="l00122"></a><span class="lineno"> 122</span>  <span class="keyword">virtual</span> std::string SolverVersion() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00123"></a><span class="lineno"> 123</span>  </div>
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<div class="line"><a name="l00124"></a><span class="lineno"> 124</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span>* underlying_solver() { <span class="keywordflow">return</span> <span class="keyword">reinterpret_cast<</span><span class="keywordtype">void</span>*<span class="keyword">></span>(mLp); }</div>
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<div class="line"><a name="l00125"></a><span class="lineno"> 125</span>  </div>
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<div class="line"><a name="l00126"></a><span class="lineno"> 126</span>  <span class="keyword">virtual</span> <span class="keywordtype">double</span> ComputeExactConditionNumber()<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00127"></a><span class="lineno"> 127</span>  <span class="keywordflow">if</span> (!IsContinuous()) {</div>
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<div class="line"><a name="l00128"></a><span class="lineno"> 128</span>  <a class="code" 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 name="l00129"></a><span class="lineno"> 129</span>  << <span class="stringliteral">" CPLEX_MIXED_INTEGER_PROGRAMMING"</span>;</div>
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<div class="line"><a name="l00130"></a><span class="lineno"> 130</span>  <span class="keywordflow">return</span> CPX_NAN;</div>
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<div class="line"><a name="l00131"></a><span class="lineno"> 131</span>  }</div>
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<div class="line"><a name="l00132"></a><span class="lineno"> 132</span>  </div>
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<div class="line"><a name="l00133"></a><span class="lineno"> 133</span>  <span class="keywordflow">if</span> (CheckSolutionIsSynchronized()) {</div>
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<div class="line"><a name="l00134"></a><span class="lineno"> 134</span>  <span class="keywordtype">double</span> kappa = CPX_NAN;</div>
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<div class="line"><a name="l00135"></a><span class="lineno"> 135</span>  CHECK_STATUS(CPXXgetdblquality(mEnv, mLp, &kappa, CPX_EXACT_KAPPA));</div>
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<div class="line"><a name="l00136"></a><span class="lineno"> 136</span>  <span class="keywordflow">return</span> kappa;</div>
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<div class="line"><a name="l00137"></a><span class="lineno"> 137</span>  }</div>
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<div class="line"><a name="l00138"></a><span class="lineno"> 138</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"Cannot get exact condition number without solution"</span>;</div>
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<div class="line"><a name="l00139"></a><span class="lineno"> 139</span>  <span class="keywordflow">return</span> CPX_NAN;</div>
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<div class="line"><a name="l00140"></a><span class="lineno"> 140</span>  }</div>
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<div class="line"><a name="l00141"></a><span class="lineno"> 141</span>  </div>
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<div class="line"><a name="l00142"></a><span class="lineno"> 142</span>  <span class="keyword">protected</span>:</div>
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<div class="line"><a name="l00143"></a><span class="lineno"> 143</span>  <span class="comment">// Set all parameters in the underlying solver.</span></div>
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<div class="line"><a name="l00144"></a><span class="lineno"> 144</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetParameters(MPSolverParameters <span class="keyword">const</span>& param);</div>
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<div class="line"><a name="l00145"></a><span class="lineno"> 145</span>  <span class="comment">// Set each parameter in the underlying solver.</span></div>
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<div class="line"><a name="l00146"></a><span class="lineno"> 146</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetRelativeMipGap(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
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<div class="line"><a name="l00147"></a><span class="lineno"> 147</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetPrimalTolerance(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
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<div class="line"><a name="l00148"></a><span class="lineno"> 148</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetDualTolerance(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
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<div class="line"><a name="l00149"></a><span class="lineno"> 149</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetPresolveMode(<span class="keywordtype">int</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
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<div class="line"><a name="l00150"></a><span class="lineno"> 150</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetScalingMode(<span class="keywordtype">int</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
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<div class="line"><a name="l00151"></a><span class="lineno"> 151</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetLpAlgorithm(<span class="keywordtype">int</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
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<div class="line"><a name="l00152"></a><span class="lineno"> 152</span>  </div>
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<div class="line"><a name="l00153"></a><span class="lineno"> 153</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> ReadParameterFile(std::string <span class="keyword">const</span>& filename);</div>
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<div class="line"><a name="l00154"></a><span class="lineno"> 154</span>  <span class="keyword">virtual</span> std::string ValidFileExtensionForParameterFile() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00155"></a><span class="lineno"> 155</span>  </div>
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<div class="line"><a name="l00156"></a><span class="lineno"> 156</span>  <span class="keyword">private</span>:</div>
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<div class="line"><a name="l00157"></a><span class="lineno"> 157</span>  <span class="comment">// Mark modeling object "out of sync". This implicitly invalidates</span></div>
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<div class="line"><a name="l00158"></a><span class="lineno"> 158</span>  <span class="comment">// solution information as well. It is the counterpart of</span></div>
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<div class="line"><a name="l00159"></a><span class="lineno"> 159</span>  <span class="comment">// MPSolverInterface::InvalidateSolutionSynchronization</span></div>
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<div class="line"><a name="l00160"></a><span class="lineno"> 160</span>  <span class="keywordtype">void</span> InvalidateModelSynchronization() {</div>
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<div class="line"><a name="l00161"></a><span class="lineno"> 161</span>  mCstat = 0;</div>
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<div class="line"><a name="l00162"></a><span class="lineno"> 162</span>  mRstat = 0;</div>
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<div class="line"><a name="l00163"></a><span class="lineno"> 163</span>  sync_status_ = MUST_RELOAD;</div>
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<div class="line"><a name="l00164"></a><span class="lineno"> 164</span>  }</div>
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<div class="line"><a name="l00165"></a><span class="lineno"> 165</span>  </div>
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<div class="line"><a name="l00166"></a><span class="lineno"> 166</span>  <span class="comment">// Transform CPLEX basis status to MPSolver basis status.</span></div>
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<div class="line"><a name="l00167"></a><span class="lineno"> 167</span>  <span class="keyword">static</span> <a class="code" href="classoperations__research_1_1_m_p_solver.html#afd922eb2bef96597c426557a8056f76d">MPSolver::BasisStatus</a> xformBasisStatus(<span class="keywordtype">int</span> cplex_basis_status);</div>
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<div class="line"><a name="l00168"></a><span class="lineno"> 168</span>  </div>
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<div class="line"><a name="l00169"></a><span class="lineno"> 169</span>  <span class="keyword">private</span>:</div>
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<div class="line"><a name="l00170"></a><span class="lineno"> 170</span>  CPXLPptr mLp;</div>
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<div class="line"><a name="l00171"></a><span class="lineno"> 171</span>  CPXENVptr mEnv;</div>
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<div class="line"><a name="l00172"></a><span class="lineno"> 172</span>  <span class="keywordtype">bool</span> <span class="keyword">const</span> mMip;</div>
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<div class="line"><a name="l00173"></a><span class="lineno"> 173</span>  <span class="comment">// Incremental extraction.</span></div>
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<div class="line"><a name="l00174"></a><span class="lineno"> 174</span>  <span class="comment">// Without incremental extraction we have to re-extract the model every</span></div>
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<div class="line"><a name="l00175"></a><span class="lineno"> 175</span>  <span class="comment">// time we perform a solve. Due to the way the Reset() function is</span></div>
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<div class="line"><a name="l00176"></a><span class="lineno"> 176</span>  <span class="comment">// implemented, this will lose MIP start or basis information from a</span></div>
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<div class="line"><a name="l00177"></a><span class="lineno"> 177</span>  <span class="comment">// previous solve. On the other hand, if there is a significant changes</span></div>
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<div class="line"><a name="l00178"></a><span class="lineno"> 178</span>  <span class="comment">// to the model then just re-extracting everything is usually faster than</span></div>
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<div class="line"><a name="l00179"></a><span class="lineno"> 179</span>  <span class="comment">// keeping the low-level modeling object in sync with the high-level</span></div>
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<div class="line"><a name="l00180"></a><span class="lineno"> 180</span>  <span class="comment">// variables/constraints.</span></div>
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<div class="line"><a name="l00181"></a><span class="lineno"> 181</span>  <span class="comment">// Note that incremental extraction is particularly expensive in function</span></div>
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<div class="line"><a name="l00182"></a><span class="lineno"> 182</span>  <span class="comment">// ExtractNewVariables() since there we must scan _all_ old constraints</span></div>
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<div class="line"><a name="l00183"></a><span class="lineno"> 183</span>  <span class="comment">// and update them with respect to the new variables.</span></div>
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<div class="line"><a name="l00184"></a><span class="lineno"> 184</span>  <span class="keywordtype">bool</span> <span class="keyword">const</span> supportIncrementalExtraction;</div>
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<div class="line"><a name="l00185"></a><span class="lineno"> 185</span>  </div>
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<div class="line"><a name="l00186"></a><span class="lineno"> 186</span>  <span class="comment">// Use slow and immediate updates or try to do bulk updates.</span></div>
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<div class="line"><a name="l00187"></a><span class="lineno"> 187</span>  <span class="comment">// For many updates to the model we have the option to either perform</span></div>
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<div class="line"><a name="l00188"></a><span class="lineno"> 188</span>  <span class="comment">// the update immediately with a potentially slow operation or to</span></div>
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<div class="line"><a name="l00189"></a><span class="lineno"> 189</span>  <span class="comment">// just mark the low-level modeling object out of sync and re-extract</span></div>
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<div class="line"><a name="l00190"></a><span class="lineno"> 190</span>  <span class="comment">// the model later.</span></div>
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<div class="line"><a name="l00191"></a><span class="lineno"> 191</span>  <span class="keyword">enum</span> SlowUpdates {</div>
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<div class="line"><a name="l00192"></a><span class="lineno"> 192</span>  SlowSetCoefficient = 0x0001,</div>
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<div class="line"><a name="l00193"></a><span class="lineno"> 193</span>  SlowClearConstraint = 0x0002,</div>
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<div class="line"><a name="l00194"></a><span class="lineno"> 194</span>  SlowSetObjectiveCoefficient = 0x0004,</div>
|
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<div class="line"><a name="l00195"></a><span class="lineno"> 195</span>  SlowClearObjective = 0x0008,</div>
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<div class="line"><a name="l00196"></a><span class="lineno"> 196</span>  SlowSetConstraintBounds = 0x0010,</div>
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<div class="line"><a name="l00197"></a><span class="lineno"> 197</span>  SlowSetVariableInteger = 0x0020,</div>
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<div class="line"><a name="l00198"></a><span class="lineno"> 198</span>  SlowSetVariableBounds = 0x0040,</div>
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<div class="line"><a name="l00199"></a><span class="lineno"> 199</span>  SlowUpdatesAll = 0xffff</div>
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<div class="line"><a name="l00200"></a><span class="lineno"> 200</span>  } <span class="keyword">const</span> slowUpdates;</div>
|
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<div class="line"><a name="l00201"></a><span class="lineno"> 201</span>  <span class="comment">// CPLEX has no method to query the basis status of a single variable.</span></div>
|
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<div class="line"><a name="l00202"></a><span class="lineno"> 202</span>  <span class="comment">// Hence we query the status only once and cache the array. This is</span></div>
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<div class="line"><a name="l00203"></a><span class="lineno"> 203</span>  <span class="comment">// much faster in case the basis status of more than one row/column</span></div>
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<div class="line"><a name="l00204"></a><span class="lineno"> 204</span>  <span class="comment">// is required.</span></div>
|
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<div class="line"><a name="l00205"></a><span class="lineno"> 205</span>  unique_ptr<int[]> <span class="keyword">mutable</span> mCstat;</div>
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<div class="line"><a name="l00206"></a><span class="lineno"> 206</span>  unique_ptr<int[]> <span class="keyword">mutable</span> mRstat;</div>
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<div class="line"><a name="l00207"></a><span class="lineno"> 207</span>  </div>
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<div class="line"><a name="l00208"></a><span class="lineno"> 208</span>  <span class="comment">// Setup the right-hand side of a constraint from its lower and upper bound.</span></div>
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<div class="line"><a name="l00209"></a><span class="lineno"> 209</span>  <span class="keyword">static</span> <span class="keywordtype">void</span> MakeRhs(<span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub, <span class="keywordtype">double</span>& rhs, <span class="keywordtype">char</span>& sense,</div>
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<div class="line"><a name="l00210"></a><span class="lineno"> 210</span>  <span class="keywordtype">double</span>& range);</div>
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<div class="line"><a name="l00211"></a><span class="lineno"> 211</span> };</div>
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<div class="line"><a name="l00212"></a><span class="lineno"> 212</span>  </div>
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<div class="line"><a name="l00213"></a><span class="lineno"> 213</span> <span class="comment">// Creates a LP/MIP instance.</span></div>
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<div class="line"><a name="l00214"></a><span class="lineno"> 214</span> CplexInterface::CplexInterface(MPSolver* <span class="keyword">const</span> solver, <span class="keywordtype">bool</span> mip)</div>
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<div class="line"><a name="l00215"></a><span class="lineno"> 215</span>  : MPSolverInterface(solver),</div>
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<div class="line"><a name="l00216"></a><span class="lineno"> 216</span>  mEnv(0),</div>
|
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<div class="line"><a name="l00217"></a><span class="lineno"> 217</span>  mLp(0),</div>
|
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<div class="line"><a name="l00218"></a><span class="lineno"> 218</span>  mMip(mip),</div>
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<div class="line"><a name="l00219"></a><span class="lineno"> 219</span>  slowUpdates(static_cast<SlowUpdates>(SlowSetObjectiveCoefficient |</div>
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<div class="line"><a name="l00220"></a><span class="lineno"> 220</span>  SlowClearObjective)),</div>
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<div class="line"><a name="l00221"></a><span class="lineno"> 221</span>  supportIncrementalExtraction(false),</div>
|
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<div class="line"><a name="l00222"></a><span class="lineno"> 222</span>  mCstat(),</div>
|
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<div class="line"><a name="l00223"></a><span class="lineno"> 223</span>  mRstat() {</div>
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<div class="line"><a name="l00224"></a><span class="lineno"> 224</span>  <span class="keywordtype">int</span> status;</div>
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<div class="line"><a name="l00225"></a><span class="lineno"> 225</span>  </div>
|
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<div class="line"><a name="l00226"></a><span class="lineno"> 226</span>  mEnv = CPXXopenCPLEX(&status);</div>
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<div class="line"><a name="l00227"></a><span class="lineno"> 227</span>  CHECK_STATUS(status);</div>
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<div class="line"><a name="l00228"></a><span class="lineno"> 228</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(mEnv != <span class="keyword">nullptr</span>); <span class="comment">// should not be NULL if status=0</span></div>
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<div class="line"><a name="l00229"></a><span class="lineno"> 229</span>  </div>
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<div class="line"><a name="l00230"></a><span class="lineno"> 230</span>  <span class="keywordtype">char</span> <span class="keyword">const</span>* <a class="code" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a> = solver_->name_.c_str();</div>
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<div class="line"><a name="l00231"></a><span class="lineno"> 231</span>  mLp = CPXXcreateprob(mEnv, &status, <a class="code" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>);</div>
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<div class="line"><a name="l00232"></a><span class="lineno"> 232</span>  CHECK_STATUS(status);</div>
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<div class="line"><a name="l00233"></a><span class="lineno"> 233</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(mLp != <span class="keyword">nullptr</span>); <span class="comment">// should not be NULL if status=0</span></div>
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<div class="line"><a name="l00234"></a><span class="lineno"> 234</span>  </div>
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<div class="line"><a name="l00235"></a><span class="lineno"> 235</span>  CHECK_STATUS(CPXXchgobjsen(mEnv, mLp, <a class="code" href="search_8cc.html#a9648c36eafdd6183052aeec5bef2d8b2">maximize_</a> ? CPX_MAX : CPX_MIN));</div>
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<div class="line"><a name="l00236"></a><span class="lineno"> 236</span>  <span class="keywordflow">if</span> (mMip) CHECK_STATUS(CPXXchgprobtype(mEnv, mLp, CPXPROB_MILP));</div>
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<div class="line"><a name="l00237"></a><span class="lineno"> 237</span> }</div>
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<div class="line"><a name="l00238"></a><span class="lineno"> 238</span>  </div>
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<div class="line"><a name="l00239"></a><span class="lineno"> 239</span> CplexInterface::~CplexInterface() {</div>
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<div class="line"><a name="l00240"></a><span class="lineno"> 240</span>  CHECK_STATUS(CPXXfreeprob(mEnv, &mLp));</div>
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<div class="line"><a name="l00241"></a><span class="lineno"> 241</span>  CHECK_STATUS(CPXXcloseCPLEX(&mEnv));</div>
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<div class="line"><a name="l00242"></a><span class="lineno"> 242</span> }</div>
|
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<div class="line"><a name="l00243"></a><span class="lineno"> 243</span>  </div>
|
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<div class="line"><a name="l00244"></a><span class="lineno"> 244</span> std::string CplexInterface::SolverVersion()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00245"></a><span class="lineno"> 245</span>  <span class="comment">// We prefer CPXXversionnumber() over CPXXversion() since the</span></div>
|
|
<div class="line"><a name="l00246"></a><span class="lineno"> 246</span>  <span class="comment">// former will never pose any encoding issues.</span></div>
|
|
<div class="line"><a name="l00247"></a><span class="lineno"> 247</span>  <span class="keywordtype">int</span> version = 0;</div>
|
|
<div class="line"><a name="l00248"></a><span class="lineno"> 248</span>  CHECK_STATUS(CPXXversionnumber(mEnv, &version));</div>
|
|
<div class="line"><a name="l00249"></a><span class="lineno"> 249</span>  </div>
|
|
<div class="line"><a name="l00250"></a><span class="lineno"> 250</span>  <span class="keywordtype">int</span> <span class="keyword">const</span> major = version / 1000000;</div>
|
|
<div class="line"><a name="l00251"></a><span class="lineno"> 251</span>  version -= major * 1000000;</div>
|
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<div class="line"><a name="l00252"></a><span class="lineno"> 252</span>  <span class="keywordtype">int</span> <span class="keyword">const</span> release = version / 10000;</div>
|
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<div class="line"><a name="l00253"></a><span class="lineno"> 253</span>  version -= release * 10000;</div>
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<div class="line"><a name="l00254"></a><span class="lineno"> 254</span>  <span class="keywordtype">int</span> <span class="keyword">const</span> mod = version / 100;</div>
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<div class="line"><a name="l00255"></a><span class="lineno"> 255</span>  version -= mod * 100;</div>
|
|
<div class="line"><a name="l00256"></a><span class="lineno"> 256</span>  <span class="keywordtype">int</span> <span class="keyword">const</span> fix = version;</div>
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<div class="line"><a name="l00257"></a><span class="lineno"> 257</span>  </div>
|
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<div class="line"><a name="l00258"></a><span class="lineno"> 258</span>  <span class="keywordflow">return</span> absl::StrFormat(<span class="stringliteral">"CPLEX library version %d.%02d.%02d.%02d"</span>, major,</div>
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<div class="line"><a name="l00259"></a><span class="lineno"> 259</span>  release, mod, fix);</div>
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<div class="line"><a name="l00260"></a><span class="lineno"> 260</span> }</div>
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<div class="line"><a name="l00261"></a><span class="lineno"> 261</span>  </div>
|
|
<div class="line"><a name="l00262"></a><span class="lineno"> 262</span> <span class="comment">// ------ Model modifications and extraction -----</span></div>
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<div class="line"><a name="l00263"></a><span class="lineno"> 263</span>  </div>
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<div class="line"><a name="l00264"></a><span class="lineno"> 264</span> <span class="keywordtype">void</span> CplexInterface::Reset() {</div>
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|
<div class="line"><a name="l00265"></a><span class="lineno"> 265</span>  <span class="comment">// Instead of explicitly clearing all modeling objects we</span></div>
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|
<div class="line"><a name="l00266"></a><span class="lineno"> 266</span>  <span class="comment">// just delete the problem object and allocate a new one.</span></div>
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<div class="line"><a name="l00267"></a><span class="lineno"> 267</span>  CHECK_STATUS(CPXXfreeprob(mEnv, &mLp));</div>
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|
<div class="line"><a name="l00268"></a><span class="lineno"> 268</span>  </div>
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<div class="line"><a name="l00269"></a><span class="lineno"> 269</span>  <span class="keywordtype">int</span> status;</div>
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|
<div class="line"><a name="l00270"></a><span class="lineno"> 270</span>  <span class="keyword">const</span> <span class="keywordtype">char</span>* <span class="keyword">const</span> <a class="code" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a> = solver_->name_.c_str();</div>
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|
<div class="line"><a name="l00271"></a><span class="lineno"> 271</span>  mLp = CPXXcreateprob(mEnv, &status, <a class="code" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>);</div>
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|
<div class="line"><a name="l00272"></a><span class="lineno"> 272</span>  CHECK_STATUS(status);</div>
|
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<div class="line"><a name="l00273"></a><span class="lineno"> 273</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(mLp != <span class="keyword">nullptr</span>); <span class="comment">// should not be NULL if status=0</span></div>
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|
<div class="line"><a name="l00274"></a><span class="lineno"> 274</span>  </div>
|
|
<div class="line"><a name="l00275"></a><span class="lineno"> 275</span>  CHECK_STATUS(CPXXchgobjsen(mEnv, mLp, <a class="code" href="search_8cc.html#a9648c36eafdd6183052aeec5bef2d8b2">maximize_</a> ? CPX_MAX : CPX_MIN));</div>
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|
<div class="line"><a name="l00276"></a><span class="lineno"> 276</span>  <span class="keywordflow">if</span> (mMip) CHECK_STATUS(CPXXchgprobtype(mEnv, mLp, CPXPROB_MILP));</div>
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|
<div class="line"><a name="l00277"></a><span class="lineno"> 277</span>  </div>
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<div class="line"><a name="l00278"></a><span class="lineno"> 278</span>  ResetExtractionInformation();</div>
|
|
<div class="line"><a name="l00279"></a><span class="lineno"> 279</span>  mCstat = 0;</div>
|
|
<div class="line"><a name="l00280"></a><span class="lineno"> 280</span>  mRstat = 0;</div>
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|
<div class="line"><a name="l00281"></a><span class="lineno"> 281</span> }</div>
|
|
<div class="line"><a name="l00282"></a><span class="lineno"> 282</span>  </div>
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<div class="line"><a name="l00283"></a><span class="lineno"> 283</span> <span class="keywordtype">void</span> CplexInterface::SetOptimizationDirection(<span class="keywordtype">bool</span> maximize) {</div>
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|
<div class="line"><a name="l00284"></a><span class="lineno"> 284</span>  InvalidateSolutionSynchronization();</div>
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<div class="line"><a name="l00285"></a><span class="lineno"> 285</span>  CPXXchgobjsen(mEnv, mLp, maximize ? CPX_MAX : CPX_MIN);</div>
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<div class="line"><a name="l00286"></a><span class="lineno"> 286</span> }</div>
|
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<div class="line"><a name="l00287"></a><span class="lineno"> 287</span>  </div>
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<div class="line"><a name="l00288"></a><span class="lineno"> 288</span> <span class="keywordtype">void</span> CplexInterface::SetVariableBounds(<span class="keywordtype">int</span> var_index, <span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub) {</div>
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|
<div class="line"><a name="l00289"></a><span class="lineno"> 289</span>  InvalidateSolutionSynchronization();</div>
|
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<div class="line"><a name="l00290"></a><span class="lineno"> 290</span>  </div>
|
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<div class="line"><a name="l00291"></a><span class="lineno"> 291</span>  <span class="comment">// Changing the bounds of a variable is fast. However, doing this for</span></div>
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|
<div class="line"><a name="l00292"></a><span class="lineno"> 292</span>  <span class="comment">// many variables may still be slow. So we don't perform the update by</span></div>
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|
<div class="line"><a name="l00293"></a><span class="lineno"> 293</span>  <span class="comment">// default. However, if we support incremental extraction</span></div>
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|
<div class="line"><a name="l00294"></a><span class="lineno"> 294</span>  <span class="comment">// (supportIncrementalExtraction is true) then we MUST perform the</span></div>
|
|
<div class="line"><a name="l00295"></a><span class="lineno"> 295</span>  <span class="comment">// update here or we will lose it.</span></div>
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|
<div class="line"><a name="l00296"></a><span class="lineno"> 296</span>  </div>
|
|
<div class="line"><a name="l00297"></a><span class="lineno"> 297</span>  <span class="keywordflow">if</span> (!supportIncrementalExtraction && !(slowUpdates & SlowSetVariableBounds)) {</div>
|
|
<div class="line"><a name="l00298"></a><span class="lineno"> 298</span>  InvalidateModelSynchronization();</div>
|
|
<div class="line"><a name="l00299"></a><span class="lineno"> 299</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00300"></a><span class="lineno"> 300</span>  <span class="keywordflow">if</span> (variable_is_extracted(var_index)) {</div>
|
|
<div class="line"><a name="l00301"></a><span class="lineno"> 301</span>  <span class="comment">// Variable has already been extracted, so we must modify the</span></div>
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|
<div class="line"><a name="l00302"></a><span class="lineno"> 302</span>  <span class="comment">// modeling object.</span></div>
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|
<div class="line"><a name="l00303"></a><span class="lineno"> 303</span>  <a class="code" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(var_index, last_variable_index_);</div>
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|
<div class="line"><a name="l00304"></a><span class="lineno"> 304</span>  <span class="keywordtype">char</span> <span class="keyword">const</span> lu[2] = {<span class="charliteral">'L'</span>, <span class="charliteral">'U'</span>};</div>
|
|
<div class="line"><a name="l00305"></a><span class="lineno"> 305</span>  <span class="keywordtype">double</span> <span class="keyword">const</span> bd[2] = {lb, ub};</div>
|
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<div class="line"><a name="l00306"></a><span class="lineno"> 306</span>  CPXDIM <span class="keyword">const</span> idx[2] = {var_index, var_index};</div>
|
|
<div class="line"><a name="l00307"></a><span class="lineno"> 307</span>  CHECK_STATUS(CPXXchgbds(mEnv, mLp, 2, idx, lu, bd));</div>
|
|
<div class="line"><a name="l00308"></a><span class="lineno"> 308</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00309"></a><span class="lineno"> 309</span>  <span class="comment">// Variable is not yet extracted. It is sufficient to just mark</span></div>
|
|
<div class="line"><a name="l00310"></a><span class="lineno"> 310</span>  <span class="comment">// the modeling object "out of sync"</span></div>
|
|
<div class="line"><a name="l00311"></a><span class="lineno"> 311</span>  InvalidateModelSynchronization();</div>
|
|
<div class="line"><a name="l00312"></a><span class="lineno"> 312</span>  }</div>
|
|
<div class="line"><a name="l00313"></a><span class="lineno"> 313</span>  }</div>
|
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<div class="line"><a name="l00314"></a><span class="lineno"> 314</span> }</div>
|
|
<div class="line"><a name="l00315"></a><span class="lineno"> 315</span>  </div>
|
|
<div class="line"><a name="l00316"></a><span class="lineno"> 316</span> <span class="comment">// Modifies integrality of an extracted variable.</span></div>
|
|
<div class="line"><a name="l00317"></a><span class="lineno"> 317</span> <span class="keywordtype">void</span> CplexInterface::SetVariableInteger(<span class="keywordtype">int</span> var_index, <span class="keywordtype">bool</span> integer) {</div>
|
|
<div class="line"><a name="l00318"></a><span class="lineno"> 318</span>  InvalidateSolutionSynchronization();</div>
|
|
<div class="line"><a name="l00319"></a><span class="lineno"> 319</span>  </div>
|
|
<div class="line"><a name="l00320"></a><span class="lineno"> 320</span>  <span class="comment">// NOTE: The type of the model (continuous or mixed integer) is</span></div>
|
|
<div class="line"><a name="l00321"></a><span class="lineno"> 321</span>  <span class="comment">// defined once and for all in the constructor. There are no</span></div>
|
|
<div class="line"><a name="l00322"></a><span class="lineno"> 322</span>  <span class="comment">// dynamic changes to the model type.</span></div>
|
|
<div class="line"><a name="l00323"></a><span class="lineno"> 323</span>  </div>
|
|
<div class="line"><a name="l00324"></a><span class="lineno"> 324</span>  <span class="comment">// Changing the type of a variable should be fast. Still, doing all</span></div>
|
|
<div class="line"><a name="l00325"></a><span class="lineno"> 325</span>  <span class="comment">// updates in one big chunk right before solve() is usually faster.</span></div>
|
|
<div class="line"><a name="l00326"></a><span class="lineno"> 326</span>  <span class="comment">// However, if we support incremental extraction</span></div>
|
|
<div class="line"><a name="l00327"></a><span class="lineno"> 327</span>  <span class="comment">// (supportIncrementalExtraction is true) then we MUST change the</span></div>
|
|
<div class="line"><a name="l00328"></a><span class="lineno"> 328</span>  <span class="comment">// type of extracted variables here.</span></div>
|
|
<div class="line"><a name="l00329"></a><span class="lineno"> 329</span>  </div>
|
|
<div class="line"><a name="l00330"></a><span class="lineno"> 330</span>  <span class="keywordflow">if</span> (!supportIncrementalExtraction &&</div>
|
|
<div class="line"><a name="l00331"></a><span class="lineno"> 331</span>  !(slowUpdates && SlowSetVariableInteger)) {</div>
|
|
<div class="line"><a name="l00332"></a><span class="lineno"> 332</span>  InvalidateModelSynchronization();</div>
|
|
<div class="line"><a name="l00333"></a><span class="lineno"> 333</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00334"></a><span class="lineno"> 334</span>  <span class="keywordflow">if</span> (mMip) {</div>
|
|
<div class="line"><a name="l00335"></a><span class="lineno"> 335</span>  <span class="keywordflow">if</span> (variable_is_extracted(var_index)) {</div>
|
|
<div class="line"><a name="l00336"></a><span class="lineno"> 336</span>  <span class="comment">// Variable is extracted. Change the type immediately.</span></div>
|
|
<div class="line"><a name="l00337"></a><span class="lineno"> 337</span>  <span class="comment">// TODO: Should we check the current type and don't do anything</span></div>
|
|
<div class="line"><a name="l00338"></a><span class="lineno"> 338</span>  <span class="comment">// in case the type does not change?</span></div>
|
|
<div class="line"><a name="l00339"></a><span class="lineno"> 339</span>  <a class="code" href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a>(var_index, CPXXgetnumcols(mEnv, mLp));</div>
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|
<div class="line"><a name="l00340"></a><span class="lineno"> 340</span>  <span class="keywordtype">char</span> <span class="keyword">const</span> type = integer ? CPX_INTEGER : CPX_CONTINUOUS;</div>
|
|
<div class="line"><a name="l00341"></a><span class="lineno"> 341</span>  CHECK_STATUS(CPXXchgctype(mEnv, mLp, 1, &var_index, &type));</div>
|
|
<div class="line"><a name="l00342"></a><span class="lineno"> 342</span>  } <span class="keywordflow">else</span></div>
|
|
<div class="line"><a name="l00343"></a><span class="lineno"> 343</span>  InvalidateModelSynchronization();</div>
|
|
<div class="line"><a name="l00344"></a><span class="lineno"> 344</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00345"></a><span class="lineno"> 345</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL)</div>
|
|
<div class="line"><a name="l00346"></a><span class="lineno"> 346</span>  << <span class="stringliteral">"Attempt to change variable to integer in non-MIP problem!"</span>;</div>
|
|
<div class="line"><a name="l00347"></a><span class="lineno"> 347</span>  }</div>
|
|
<div class="line"><a name="l00348"></a><span class="lineno"> 348</span>  }</div>
|
|
<div class="line"><a name="l00349"></a><span class="lineno"> 349</span> }</div>
|
|
<div class="line"><a name="l00350"></a><span class="lineno"> 350</span>  </div>
|
|
<div class="line"><a name="l00351"></a><span class="lineno"> 351</span> <span class="comment">// Setup the right-hand side of a constraint.</span></div>
|
|
<div class="line"><a name="l00352"></a><span class="lineno"> 352</span> <span class="keywordtype">void</span> CplexInterface::MakeRhs(<span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub, <span class="keywordtype">double</span>& rhs, <span class="keywordtype">char</span>& sense,</div>
|
|
<div class="line"><a name="l00353"></a><span class="lineno"> 353</span>  <span class="keywordtype">double</span>& range) {</div>
|
|
<div class="line"><a name="l00354"></a><span class="lineno"> 354</span>  <span class="keywordflow">if</span> (lb == ub) {</div>
|
|
<div class="line"><a name="l00355"></a><span class="lineno"> 355</span>  <span class="comment">// Both bounds are equal -> this is an equality constraint</span></div>
|
|
<div class="line"><a name="l00356"></a><span class="lineno"> 356</span>  rhs = lb;</div>
|
|
<div class="line"><a name="l00357"></a><span class="lineno"> 357</span>  range = 0.0;</div>
|
|
<div class="line"><a name="l00358"></a><span class="lineno"> 358</span>  sense = <span class="charliteral">'E'</span>;</div>
|
|
<div class="line"><a name="l00359"></a><span class="lineno"> 359</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (lb > -CPX_INFBOUND && ub < CPX_INFBOUND) {</div>
|
|
<div class="line"><a name="l00360"></a><span class="lineno"> 360</span>  <span class="comment">// Both bounds are finite -> this is a ranged constraint</span></div>
|
|
<div class="line"><a name="l00361"></a><span class="lineno"> 361</span>  <span class="comment">// The value of a ranged constraint is allowed to be in</span></div>
|
|
<div class="line"><a name="l00362"></a><span class="lineno"> 362</span>  <span class="comment">// [ rhs[i], rhs[i]+rngval[i] ]</span></div>
|
|
<div class="line"><a name="l00363"></a><span class="lineno"> 363</span>  <span class="comment">// see also the reference documentation for CPXXnewrows()</span></div>
|
|
<div class="line"><a name="l00364"></a><span class="lineno"> 364</span>  <span class="keywordflow">if</span> (ub < lb) {</div>
|
|
<div class="line"><a name="l00365"></a><span class="lineno"> 365</span>  <span class="comment">// The bounds for the constraint are contradictory. CPLEX models</span></div>
|
|
<div class="line"><a name="l00366"></a><span class="lineno"> 366</span>  <span class="comment">// a range constraint l <= ax <= u as</span></div>
|
|
<div class="line"><a name="l00367"></a><span class="lineno"> 367</span>  <span class="comment">// ax = l + v</span></div>
|
|
<div class="line"><a name="l00368"></a><span class="lineno"> 368</span>  <span class="comment">// where v is an auxiliary variable the range of which is controlled</span></div>
|
|
<div class="line"><a name="l00369"></a><span class="lineno"> 369</span>  <span class="comment">// by l and u: if l < u then v in [0, u-l]</span></div>
|
|
<div class="line"><a name="l00370"></a><span class="lineno"> 370</span>  <span class="comment">// else v in [u-l, 0]</span></div>
|
|
<div class="line"><a name="l00371"></a><span class="lineno"> 371</span>  <span class="comment">// (the range is specified as the rngval[] argument to CPXXnewrows).</span></div>
|
|
<div class="line"><a name="l00372"></a><span class="lineno"> 372</span>  <span class="comment">// Thus CPLEX cannot represent range constraints with contradictory</span></div>
|
|
<div class="line"><a name="l00373"></a><span class="lineno"> 373</span>  <span class="comment">// bounds and we must error out here.</span></div>
|
|
<div class="line"><a name="l00374"></a><span class="lineno"> 374</span>  CHECK_STATUS(CPXERR_BAD_ARGUMENT);</div>
|
|
<div class="line"><a name="l00375"></a><span class="lineno"> 375</span>  }</div>
|
|
<div class="line"><a name="l00376"></a><span class="lineno"> 376</span>  rhs = lb;</div>
|
|
<div class="line"><a name="l00377"></a><span class="lineno"> 377</span>  range = ub - lb;</div>
|
|
<div class="line"><a name="l00378"></a><span class="lineno"> 378</span>  sense = <span class="charliteral">'R'</span>;</div>
|
|
<div class="line"><a name="l00379"></a><span class="lineno"> 379</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (ub < CPX_INFBOUND ||</div>
|
|
<div class="line"><a name="l00380"></a><span class="lineno"> 380</span>  (std::abs(ub) == CPX_INFBOUND && std::abs(lb) > CPX_INFBOUND)) {</div>
|
|
<div class="line"><a name="l00381"></a><span class="lineno"> 381</span>  <span class="comment">// Finite upper, infinite lower bound -> this is a <= constraint</span></div>
|
|
<div class="line"><a name="l00382"></a><span class="lineno"> 382</span>  rhs = ub;</div>
|
|
<div class="line"><a name="l00383"></a><span class="lineno"> 383</span>  range = 0.0;</div>
|
|
<div class="line"><a name="l00384"></a><span class="lineno"> 384</span>  sense = <span class="charliteral">'L'</span>;</div>
|
|
<div class="line"><a name="l00385"></a><span class="lineno"> 385</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (lb > -CPX_INFBOUND ||</div>
|
|
<div class="line"><a name="l00386"></a><span class="lineno"> 386</span>  (std::abs(lb) == CPX_INFBOUND && std::abs(ub) > CPX_INFBOUND)) {</div>
|
|
<div class="line"><a name="l00387"></a><span class="lineno"> 387</span>  <span class="comment">// Finite lower, infinite upper bound -> this is a >= constraint</span></div>
|
|
<div class="line"><a name="l00388"></a><span class="lineno"> 388</span>  rhs = lb;</div>
|
|
<div class="line"><a name="l00389"></a><span class="lineno"> 389</span>  range = 0.0;</div>
|
|
<div class="line"><a name="l00390"></a><span class="lineno"> 390</span>  sense = <span class="charliteral">'G'</span>;</div>
|
|
<div class="line"><a name="l00391"></a><span class="lineno"> 391</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00392"></a><span class="lineno"> 392</span>  <span class="comment">// Lower and upper bound are both infinite.</span></div>
|
|
<div class="line"><a name="l00393"></a><span class="lineno"> 393</span>  <span class="comment">// This is used for example in .mps files to specify alternate</span></div>
|
|
<div class="line"><a name="l00394"></a><span class="lineno"> 394</span>  <span class="comment">// objective functions.</span></div>
|
|
<div class="line"><a name="l00395"></a><span class="lineno"> 395</span>  <span class="comment">// Note that the case lb==ub was already handled above, so we just</span></div>
|
|
<div class="line"><a name="l00396"></a><span class="lineno"> 396</span>  <span class="comment">// pick the bound with larger magnitude and create a constraint for it.</span></div>
|
|
<div class="line"><a name="l00397"></a><span class="lineno"> 397</span>  <span class="comment">// Note that we replace the infinite bound by CPX_INFBOUND since</span></div>
|
|
<div class="line"><a name="l00398"></a><span class="lineno"> 398</span>  <span class="comment">// bounds with larger magnitude may cause other CPLEX functions to</span></div>
|
|
<div class="line"><a name="l00399"></a><span class="lineno"> 399</span>  <span class="comment">// fail (for example the export to LP files).</span></div>
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|
<div class="line"><a name="l00400"></a><span class="lineno"> 400</span>  <a class="code" href="base_2logging_8h.html#ab4f56aa24c4c9cddc47a6abd2d747f9a">DCHECK_GT</a>(std::abs(lb), CPX_INFBOUND);</div>
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|
<div class="line"><a name="l00401"></a><span class="lineno"> 401</span>  <a class="code" href="base_2logging_8h.html#ab4f56aa24c4c9cddc47a6abd2d747f9a">DCHECK_GT</a>(std::abs(ub), CPX_INFBOUND);</div>
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|
<div class="line"><a name="l00402"></a><span class="lineno"> 402</span>  <span class="keywordflow">if</span> (std::abs(lb) > std::abs(ub)) {</div>
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<div class="line"><a name="l00403"></a><span class="lineno"> 403</span>  rhs = (lb < 0) ? -CPX_INFBOUND : CPX_INFBOUND;</div>
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<div class="line"><a name="l00404"></a><span class="lineno"> 404</span>  sense = <span class="charliteral">'G'</span>;</div>
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<div class="line"><a name="l00405"></a><span class="lineno"> 405</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00406"></a><span class="lineno"> 406</span>  rhs = (ub < 0) ? -CPX_INFBOUND : CPX_INFBOUND;</div>
|
|
<div class="line"><a name="l00407"></a><span class="lineno"> 407</span>  sense = <span class="charliteral">'L'</span>;</div>
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<div class="line"><a name="l00408"></a><span class="lineno"> 408</span>  }</div>
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|
<div class="line"><a name="l00409"></a><span class="lineno"> 409</span>  range = 0.0;</div>
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<div class="line"><a name="l00410"></a><span class="lineno"> 410</span>  }</div>
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<div class="line"><a name="l00411"></a><span class="lineno"> 411</span> }</div>
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<div class="line"><a name="l00412"></a><span class="lineno"> 412</span>  </div>
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<div class="line"><a name="l00413"></a><span class="lineno"> 413</span> <span class="keywordtype">void</span> CplexInterface::SetConstraintBounds(<span class="keywordtype">int</span> <a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>, <span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub) {</div>
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<div class="line"><a name="l00414"></a><span class="lineno"> 414</span>  InvalidateSolutionSynchronization();</div>
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<div class="line"><a name="l00415"></a><span class="lineno"> 415</span>  </div>
|
|
<div class="line"><a name="l00416"></a><span class="lineno"> 416</span>  <span class="comment">// Changing rhs, sense, or range of a constraint is not too slow.</span></div>
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|
<div class="line"><a name="l00417"></a><span class="lineno"> 417</span>  <span class="comment">// Still, doing all the updates in one large operation is faster.</span></div>
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|
<div class="line"><a name="l00418"></a><span class="lineno"> 418</span>  <span class="comment">// Note however that if we do not want to re-extract the full model</span></div>
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|
<div class="line"><a name="l00419"></a><span class="lineno"> 419</span>  <span class="comment">// for each solve (supportIncrementalExtraction is true) then we MUST</span></div>
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<div class="line"><a name="l00420"></a><span class="lineno"> 420</span>  <span class="comment">// update the constraint here, otherwise we lose this update information.</span></div>
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<div class="line"><a name="l00421"></a><span class="lineno"> 421</span>  </div>
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<div class="line"><a name="l00422"></a><span class="lineno"> 422</span>  <span class="keywordflow">if</span> (!supportIncrementalExtraction &&</div>
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<div class="line"><a name="l00423"></a><span class="lineno"> 423</span>  !(slowUpdates & SlowSetConstraintBounds)) {</div>
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<div class="line"><a name="l00424"></a><span class="lineno"> 424</span>  InvalidateModelSynchronization();</div>
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<div class="line"><a name="l00425"></a><span class="lineno"> 425</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00426"></a><span class="lineno"> 426</span>  <span class="keywordflow">if</span> (constraint_is_extracted(<a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>)) {</div>
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|
<div class="line"><a name="l00427"></a><span class="lineno"> 427</span>  <span class="comment">// Constraint is already extracted, so we must update its bounds</span></div>
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|
<div class="line"><a name="l00428"></a><span class="lineno"> 428</span>  <span class="comment">// and its type.</span></div>
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<div class="line"><a name="l00429"></a><span class="lineno"> 429</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(mLp != NULL);</div>
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|
<div class="line"><a name="l00430"></a><span class="lineno"> 430</span>  <span class="keywordtype">char</span> sense;</div>
|
|
<div class="line"><a name="l00431"></a><span class="lineno"> 431</span>  <span class="keywordtype">double</span> range, rhs;</div>
|
|
<div class="line"><a name="l00432"></a><span class="lineno"> 432</span>  MakeRhs(lb, ub, rhs, sense, range);</div>
|
|
<div class="line"><a name="l00433"></a><span class="lineno"> 433</span>  CHECK_STATUS(CPXXchgrhs(mEnv, mLp, 1, &<a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>, &lb));</div>
|
|
<div class="line"><a name="l00434"></a><span class="lineno"> 434</span>  CHECK_STATUS(CPXXchgsense(mEnv, mLp, 1, &<a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>, &sense));</div>
|
|
<div class="line"><a name="l00435"></a><span class="lineno"> 435</span>  CHECK_STATUS(CPXXchgrngval(mEnv, mLp, 1, &<a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>, &range));</div>
|
|
<div class="line"><a name="l00436"></a><span class="lineno"> 436</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00437"></a><span class="lineno"> 437</span>  <span class="comment">// Constraint is not yet extracted. It is sufficient to mark the</span></div>
|
|
<div class="line"><a name="l00438"></a><span class="lineno"> 438</span>  <span class="comment">// modeling object as "out of sync"</span></div>
|
|
<div class="line"><a name="l00439"></a><span class="lineno"> 439</span>  InvalidateModelSynchronization();</div>
|
|
<div class="line"><a name="l00440"></a><span class="lineno"> 440</span>  }</div>
|
|
<div class="line"><a name="l00441"></a><span class="lineno"> 441</span>  }</div>
|
|
<div class="line"><a name="l00442"></a><span class="lineno"> 442</span> }</div>
|
|
<div class="line"><a name="l00443"></a><span class="lineno"> 443</span>  </div>
|
|
<div class="line"><a name="l00444"></a><span class="lineno"> 444</span> <span class="keywordtype">void</span> CplexInterface::AddRowConstraint(MPConstraint* <span class="keyword">const</span> <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>) {</div>
|
|
<div class="line"><a name="l00445"></a><span class="lineno"> 445</span>  <span class="comment">// This is currently only invoked when a new constraint is created,</span></div>
|
|
<div class="line"><a name="l00446"></a><span class="lineno"> 446</span>  <span class="comment">// see MPSolver::MakeRowConstraint().</span></div>
|
|
<div class="line"><a name="l00447"></a><span class="lineno"> 447</span>  <span class="comment">// At this point we only have the lower and upper bounds of the</span></div>
|
|
<div class="line"><a name="l00448"></a><span class="lineno"> 448</span>  <span class="comment">// constraint. We could immediately call CPXXaddrows() here but it is</span></div>
|
|
<div class="line"><a name="l00449"></a><span class="lineno"> 449</span>  <span class="comment">// usually much faster to handle the fully populated constraint in</span></div>
|
|
<div class="line"><a name="l00450"></a><span class="lineno"> 450</span>  <span class="comment">// ExtractNewConstraints() right before the solve.</span></div>
|
|
<div class="line"><a name="l00451"></a><span class="lineno"> 451</span>  InvalidateModelSynchronization();</div>
|
|
<div class="line"><a name="l00452"></a><span class="lineno"> 452</span> }</div>
|
|
<div class="line"><a name="l00453"></a><span class="lineno"> 453</span>  </div>
|
|
<div class="line"><a name="l00454"></a><span class="lineno"> 454</span> <span class="keywordtype">void</span> CplexInterface::AddVariable(MPVariable* <span class="keyword">const</span> <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>) {</div>
|
|
<div class="line"><a name="l00455"></a><span class="lineno"> 455</span>  <span class="comment">// This is currently only invoked when a new variable is created,</span></div>
|
|
<div class="line"><a name="l00456"></a><span class="lineno"> 456</span>  <span class="comment">// see MPSolver::MakeVar().</span></div>
|
|
<div class="line"><a name="l00457"></a><span class="lineno"> 457</span>  <span class="comment">// At this point the variable does not appear in any constraints or</span></div>
|
|
<div class="line"><a name="l00458"></a><span class="lineno"> 458</span>  <span class="comment">// the objective function. We could invoke CPXXaddcols() to immediately</span></div>
|
|
<div class="line"><a name="l00459"></a><span class="lineno"> 459</span>  <span class="comment">// create the variable here but it is usually much faster to handle the</span></div>
|
|
<div class="line"><a name="l00460"></a><span class="lineno"> 460</span>  <span class="comment">// fully setup variable in ExtractNewVariables() right before the solve.</span></div>
|
|
<div class="line"><a name="l00461"></a><span class="lineno"> 461</span>  InvalidateModelSynchronization();</div>
|
|
<div class="line"><a name="l00462"></a><span class="lineno"> 462</span> }</div>
|
|
<div class="line"><a name="l00463"></a><span class="lineno"> 463</span>  </div>
|
|
<div class="line"><a name="l00464"></a><span class="lineno"> 464</span> <span class="keywordtype">void</span> CplexInterface::SetCoefficient(MPConstraint* <span class="keyword">const</span> constraint,</div>
|
|
<div class="line"><a name="l00465"></a><span class="lineno"> 465</span>  MPVariable <span class="keyword">const</span>* <span class="keyword">const</span> variable,</div>
|
|
<div class="line"><a name="l00466"></a><span class="lineno"> 466</span>  <span class="keywordtype">double</span> new_value, <span class="keywordtype">double</span>) {</div>
|
|
<div class="line"><a name="l00467"></a><span class="lineno"> 467</span>  InvalidateSolutionSynchronization();</div>
|
|
<div class="line"><a name="l00468"></a><span class="lineno"> 468</span>  </div>
|
|
<div class="line"><a name="l00469"></a><span class="lineno"> 469</span>  <span class="comment">// Changing a single coefficient in the matrix is potentially pretty</span></div>
|
|
<div class="line"><a name="l00470"></a><span class="lineno"> 470</span>  <span class="comment">// slow since that coefficient has to be found in the sparse matrix</span></div>
|
|
<div class="line"><a name="l00471"></a><span class="lineno"> 471</span>  <span class="comment">// representation. So by default we don't perform this update immediately</span></div>
|
|
<div class="line"><a name="l00472"></a><span class="lineno"> 472</span>  <span class="comment">// but instead mark the low-level modeling object "out of sync".</span></div>
|
|
<div class="line"><a name="l00473"></a><span class="lineno"> 473</span>  <span class="comment">// If we want to support incremental extraction then we MUST perform</span></div>
|
|
<div class="line"><a name="l00474"></a><span class="lineno"> 474</span>  <span class="comment">// the modification immediately or we will lose it.</span></div>
|
|
<div class="line"><a name="l00475"></a><span class="lineno"> 475</span>  </div>
|
|
<div class="line"><a name="l00476"></a><span class="lineno"> 476</span>  <span class="keywordflow">if</span> (!supportIncrementalExtraction && !(slowUpdates & SlowSetCoefficient)) {</div>
|
|
<div class="line"><a name="l00477"></a><span class="lineno"> 477</span>  InvalidateModelSynchronization();</div>
|
|
<div class="line"><a name="l00478"></a><span class="lineno"> 478</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00479"></a><span class="lineno"> 479</span>  <span class="keywordtype">int</span> <span class="keyword">const</span> <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = constraint->index();</div>
|
|
<div class="line"><a name="l00480"></a><span class="lineno"> 480</span>  <span class="keywordtype">int</span> <span class="keyword">const</span> <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = variable->index();</div>
|
|
<div class="line"><a name="l00481"></a><span class="lineno"> 481</span>  <span class="keywordflow">if</span> (constraint_is_extracted(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) && variable_is_extracted(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l00482"></a><span class="lineno"> 482</span>  <span class="comment">// If row and column are both extracted then we can directly</span></div>
|
|
<div class="line"><a name="l00483"></a><span class="lineno"> 483</span>  <span class="comment">// update the modeling object</span></div>
|
|
<div class="line"><a name="l00484"></a><span class="lineno"> 484</span>  <a class="code" href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, last_constraint_index_);</div>
|
|
<div class="line"><a name="l00485"></a><span class="lineno"> 485</span>  <a class="code" href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, last_variable_index_);</div>
|
|
<div class="line"><a name="l00486"></a><span class="lineno"> 486</span>  CHECK_STATUS(CPXXchgcoef(mEnv, mLp, <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, new_value));</div>
|
|
<div class="line"><a name="l00487"></a><span class="lineno"> 487</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00488"></a><span class="lineno"> 488</span>  <span class="comment">// If either row or column is not yet extracted then we can</span></div>
|
|
<div class="line"><a name="l00489"></a><span class="lineno"> 489</span>  <span class="comment">// defer the update to ExtractModel()</span></div>
|
|
<div class="line"><a name="l00490"></a><span class="lineno"> 490</span>  InvalidateModelSynchronization();</div>
|
|
<div class="line"><a name="l00491"></a><span class="lineno"> 491</span>  }</div>
|
|
<div class="line"><a name="l00492"></a><span class="lineno"> 492</span>  }</div>
|
|
<div class="line"><a name="l00493"></a><span class="lineno"> 493</span> }</div>
|
|
<div class="line"><a name="l00494"></a><span class="lineno"> 494</span>  </div>
|
|
<div class="line"><a name="l00495"></a><span class="lineno"> 495</span> <span class="keywordtype">void</span> CplexInterface::ClearConstraint(MPConstraint* <span class="keyword">const</span> constraint) {</div>
|
|
<div class="line"><a name="l00496"></a><span class="lineno"> 496</span>  CPXDIM <span class="keyword">const</span> <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = constraint->index();</div>
|
|
<div class="line"><a name="l00497"></a><span class="lineno"> 497</span>  <span class="keywordflow">if</span> (!constraint_is_extracted(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>))</div>
|
|
<div class="line"><a name="l00498"></a><span class="lineno"> 498</span>  <span class="comment">// There is nothing to do if the constraint was not even extracted.</span></div>
|
|
<div class="line"><a name="l00499"></a><span class="lineno"> 499</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l00500"></a><span class="lineno"> 500</span>  </div>
|
|
<div class="line"><a name="l00501"></a><span class="lineno"> 501</span>  <span class="comment">// Clearing a constraint means setting all coefficients in the corresponding</span></div>
|
|
<div class="line"><a name="l00502"></a><span class="lineno"> 502</span>  <span class="comment">// row to 0 (we cannot just delete the row since that would renumber all</span></div>
|
|
<div class="line"><a name="l00503"></a><span class="lineno"> 503</span>  <span class="comment">// the constraints/rows after it).</span></div>
|
|
<div class="line"><a name="l00504"></a><span class="lineno"> 504</span>  <span class="comment">// Modifying coefficients in the matrix is potentially pretty expensive</span></div>
|
|
<div class="line"><a name="l00505"></a><span class="lineno"> 505</span>  <span class="comment">// since they must be found in the sparse matrix representation. That is</span></div>
|
|
<div class="line"><a name="l00506"></a><span class="lineno"> 506</span>  <span class="comment">// why by default we do not modify the coefficients here but only mark</span></div>
|
|
<div class="line"><a name="l00507"></a><span class="lineno"> 507</span>  <span class="comment">// the low-level modeling object "out of sync".</span></div>
|
|
<div class="line"><a name="l00508"></a><span class="lineno"> 508</span>  </div>
|
|
<div class="line"><a name="l00509"></a><span class="lineno"> 509</span>  <span class="keywordflow">if</span> (!(slowUpdates & SlowClearConstraint)) {</div>
|
|
<div class="line"><a name="l00510"></a><span class="lineno"> 510</span>  InvalidateModelSynchronization();</div>
|
|
<div class="line"><a name="l00511"></a><span class="lineno"> 511</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00512"></a><span class="lineno"> 512</span>  InvalidateSolutionSynchronization();</div>
|
|
<div class="line"><a name="l00513"></a><span class="lineno"> 513</span>  </div>
|
|
<div class="line"><a name="l00514"></a><span class="lineno"> 514</span>  CPXDIM <span class="keyword">const</span> len = constraint->coefficients_.size();</div>
|
|
<div class="line"><a name="l00515"></a><span class="lineno"> 515</span>  unique_ptr<CPXDIM[]> rowind(<span class="keyword">new</span> CPXDIM[len]);</div>
|
|
<div class="line"><a name="l00516"></a><span class="lineno"> 516</span>  unique_ptr<CPXDIM[]> colind(<span class="keyword">new</span> CPXDIM[len]);</div>
|
|
<div class="line"><a name="l00517"></a><span class="lineno"> 517</span>  unique_ptr<double[]> val(<span class="keyword">new</span> <span class="keywordtype">double</span>[len]);</div>
|
|
<div class="line"><a name="l00518"></a><span class="lineno"> 518</span>  CPXDIM j = 0;</div>
|
|
<div class="line"><a name="l00519"></a><span class="lineno"> 519</span>  <span class="keyword">const</span> <span class="keyword">auto</span>& coeffs = constraint->coefficients_;</div>
|
|
<div class="line"><a name="l00520"></a><span class="lineno"> 520</span>  <span class="keywordflow">for</span> (<span class="keyword">auto</span> it(coeffs.begin()); it != coeffs.end(); ++it) {</div>
|
|
<div class="line"><a name="l00521"></a><span class="lineno"> 521</span>  CPXDIM <span class="keyword">const</span> <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = it->first->index();</div>
|
|
<div class="line"><a name="l00522"></a><span class="lineno"> 522</span>  <span class="keywordflow">if</span> (variable_is_extracted(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l00523"></a><span class="lineno"> 523</span>  rowind[j] = <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
|
|
<div class="line"><a name="l00524"></a><span class="lineno"> 524</span>  colind[j] = <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
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<div class="line"><a name="l00525"></a><span class="lineno"> 525</span>  val[j] = 0.0;</div>
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<div class="line"><a name="l00526"></a><span class="lineno"> 526</span>  ++j;</div>
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<div class="line"><a name="l00527"></a><span class="lineno"> 527</span>  }</div>
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<div class="line"><a name="l00528"></a><span class="lineno"> 528</span>  }</div>
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<div class="line"><a name="l00529"></a><span class="lineno"> 529</span>  <span class="keywordflow">if</span> (j)</div>
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<div class="line"><a name="l00530"></a><span class="lineno"> 530</span>  CHECK_STATUS(</div>
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<div class="line"><a name="l00531"></a><span class="lineno"> 531</span>  CPXXchgcoeflist(mEnv, mLp, j, rowind.get(), colind.get(), val.get()));</div>
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<div class="line"><a name="l00532"></a><span class="lineno"> 532</span>  }</div>
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<div class="line"><a name="l00533"></a><span class="lineno"> 533</span> }</div>
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<div class="line"><a name="l00534"></a><span class="lineno"> 534</span>  </div>
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<div class="line"><a name="l00535"></a><span class="lineno"> 535</span> <span class="keywordtype">void</span> CplexInterface::SetObjectiveCoefficient(MPVariable <span class="keyword">const</span>* <span class="keyword">const</span> variable,</div>
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<div class="line"><a name="l00536"></a><span class="lineno"> 536</span>  <span class="keywordtype">double</span> <a class="code" href="routing__search_8cc.html#ab66ad179c8a6fcf1adb958cb51f4c7cb">coefficient</a>) {</div>
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<div class="line"><a name="l00537"></a><span class="lineno"> 537</span>  CPXDIM <span class="keyword">const</span> <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = variable->index();</div>
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<div class="line"><a name="l00538"></a><span class="lineno"> 538</span>  <span class="keywordflow">if</span> (!variable_is_extracted(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>))</div>
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<div class="line"><a name="l00539"></a><span class="lineno"> 539</span>  <span class="comment">// Nothing to do if variable was not even extracted</span></div>
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<div class="line"><a name="l00540"></a><span class="lineno"> 540</span>  <span class="keywordflow">return</span>;</div>
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<div class="line"><a name="l00541"></a><span class="lineno"> 541</span>  </div>
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<div class="line"><a name="l00542"></a><span class="lineno"> 542</span>  InvalidateSolutionSynchronization();</div>
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<div class="line"><a name="l00543"></a><span class="lineno"> 543</span>  </div>
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<div class="line"><a name="l00544"></a><span class="lineno"> 544</span>  <span class="comment">// The objective function is stored as a dense vector, so updating a</span></div>
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<div class="line"><a name="l00545"></a><span class="lineno"> 545</span>  <span class="comment">// single coefficient is O(1). So by default we update the low-level</span></div>
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<div class="line"><a name="l00546"></a><span class="lineno"> 546</span>  <span class="comment">// modeling object here.</span></div>
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<div class="line"><a name="l00547"></a><span class="lineno"> 547</span>  <span class="comment">// If we support incremental extraction then we have no choice but to</span></div>
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<div class="line"><a name="l00548"></a><span class="lineno"> 548</span>  <span class="comment">// perform the update immediately.</span></div>
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<div class="line"><a name="l00549"></a><span class="lineno"> 549</span>  </div>
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<div class="line"><a name="l00550"></a><span class="lineno"> 550</span>  <span class="keywordflow">if</span> (supportIncrementalExtraction ||</div>
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<div class="line"><a name="l00551"></a><span class="lineno"> 551</span>  (slowUpdates & SlowSetObjectiveCoefficient)) {</div>
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<div class="line"><a name="l00552"></a><span class="lineno"> 552</span>  CHECK_STATUS(CPXXchgobj(mEnv, mLp, 1, &<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, &<a class="code" href="routing__search_8cc.html#ab66ad179c8a6fcf1adb958cb51f4c7cb">coefficient</a>));</div>
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|
<div class="line"><a name="l00553"></a><span class="lineno"> 553</span>  } <span class="keywordflow">else</span></div>
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|
<div class="line"><a name="l00554"></a><span class="lineno"> 554</span>  InvalidateModelSynchronization();</div>
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<div class="line"><a name="l00555"></a><span class="lineno"> 555</span> }</div>
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<div class="line"><a name="l00556"></a><span class="lineno"> 556</span>  </div>
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<div class="line"><a name="l00557"></a><span class="lineno"> 557</span> <span class="keywordtype">void</span> CplexInterface::SetObjectiveOffset(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
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|
<div class="line"><a name="l00558"></a><span class="lineno"> 558</span>  <span class="comment">// Changing the objective offset is O(1), so we always do it immediately.</span></div>
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|
<div class="line"><a name="l00559"></a><span class="lineno"> 559</span>  InvalidateSolutionSynchronization();</div>
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<div class="line"><a name="l00560"></a><span class="lineno"> 560</span>  CHECK_STATUS(CPXEsetobjoffset(mEnv, mLp, <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>));</div>
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|
<div class="line"><a name="l00561"></a><span class="lineno"> 561</span> }</div>
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|
<div class="line"><a name="l00562"></a><span class="lineno"> 562</span>  </div>
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<div class="line"><a name="l00563"></a><span class="lineno"> 563</span> <span class="keywordtype">void</span> CplexInterface::ClearObjective() {</div>
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|
<div class="line"><a name="l00564"></a><span class="lineno"> 564</span>  InvalidateSolutionSynchronization();</div>
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<div class="line"><a name="l00565"></a><span class="lineno"> 565</span>  </div>
|
|
<div class="line"><a name="l00566"></a><span class="lineno"> 566</span>  <span class="comment">// Since the objective function is stored as a dense vector updating</span></div>
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|
<div class="line"><a name="l00567"></a><span class="lineno"> 567</span>  <span class="comment">// it is O(n), so we usually perform the update immediately.</span></div>
|
|
<div class="line"><a name="l00568"></a><span class="lineno"> 568</span>  <span class="comment">// If we want to support incremental extraction then we have no choice</span></div>
|
|
<div class="line"><a name="l00569"></a><span class="lineno"> 569</span>  <span class="comment">// but to perform the update immediately.</span></div>
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<div class="line"><a name="l00570"></a><span class="lineno"> 570</span>  </div>
|
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<div class="line"><a name="l00571"></a><span class="lineno"> 571</span>  <span class="keywordflow">if</span> (supportIncrementalExtraction || (slowUpdates & SlowClearObjective)) {</div>
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|
<div class="line"><a name="l00572"></a><span class="lineno"> 572</span>  CPXDIM <span class="keyword">const</span> cols = CPXXgetnumcols(mEnv, mLp);</div>
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|
<div class="line"><a name="l00573"></a><span class="lineno"> 573</span>  unique_ptr<CPXDIM[]> ind(<span class="keyword">new</span> CPXDIM[cols]);</div>
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<div class="line"><a name="l00574"></a><span class="lineno"> 574</span>  unique_ptr<double[]> zero(<span class="keyword">new</span> <span class="keywordtype">double</span>[cols]);</div>
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|
<div class="line"><a name="l00575"></a><span class="lineno"> 575</span>  CPXDIM j = 0;</div>
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<div class="line"><a name="l00576"></a><span class="lineno"> 576</span>  <span class="keyword">const</span> <span class="keyword">auto</span>& coeffs = solver_->objective_->coefficients_;</div>
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<div class="line"><a name="l00577"></a><span class="lineno"> 577</span>  <span class="keywordflow">for</span> (<span class="keyword">auto</span> it(coeffs.begin()); it != coeffs.end(); ++it) {</div>
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|
<div class="line"><a name="l00578"></a><span class="lineno"> 578</span>  CPXDIM <span class="keyword">const</span> idx = it->first->index();</div>
|
|
<div class="line"><a name="l00579"></a><span class="lineno"> 579</span>  <span class="comment">// We only need to reset variables that have been extracted.</span></div>
|
|
<div class="line"><a name="l00580"></a><span class="lineno"> 580</span>  <span class="keywordflow">if</span> (variable_is_extracted(idx)) {</div>
|
|
<div class="line"><a name="l00581"></a><span class="lineno"> 581</span>  <a class="code" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(idx, cols);</div>
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|
<div class="line"><a name="l00582"></a><span class="lineno"> 582</span>  ind[j] = idx;</div>
|
|
<div class="line"><a name="l00583"></a><span class="lineno"> 583</span>  zero[j] = 0.0;</div>
|
|
<div class="line"><a name="l00584"></a><span class="lineno"> 584</span>  ++j;</div>
|
|
<div class="line"><a name="l00585"></a><span class="lineno"> 585</span>  }</div>
|
|
<div class="line"><a name="l00586"></a><span class="lineno"> 586</span>  }</div>
|
|
<div class="line"><a name="l00587"></a><span class="lineno"> 587</span>  <span class="keywordflow">if</span> (j > 0) CHECK_STATUS(CPXXchgobj(mEnv, mLp, j, ind.get(), zero.get()));</div>
|
|
<div class="line"><a name="l00588"></a><span class="lineno"> 588</span>  CHECK_STATUS(CPXEsetobjoffset(mEnv, mLp, 0.0));</div>
|
|
<div class="line"><a name="l00589"></a><span class="lineno"> 589</span>  } <span class="keywordflow">else</span></div>
|
|
<div class="line"><a name="l00590"></a><span class="lineno"> 590</span>  InvalidateModelSynchronization();</div>
|
|
<div class="line"><a name="l00591"></a><span class="lineno"> 591</span> }</div>
|
|
<div class="line"><a name="l00592"></a><span class="lineno"> 592</span>  </div>
|
|
<div class="line"><a name="l00593"></a><span class="lineno"> 593</span> <span class="comment">// ------ Query statistics on the solution and the solve ------</span></div>
|
|
<div class="line"><a name="l00594"></a><span class="lineno"> 594</span>  </div>
|
|
<div class="line"><a name="l00595"></a><span class="lineno"> 595</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> CplexInterface::iterations()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00596"></a><span class="lineno"> 596</span>  <span class="keywordtype">int</span> iter;</div>
|
|
<div class="line"><a name="l00597"></a><span class="lineno"> 597</span>  <span class="keywordflow">if</span> (!CheckSolutionIsSynchronized()) <span class="keywordflow">return</span> kUnknownNumberOfIterations;</div>
|
|
<div class="line"><a name="l00598"></a><span class="lineno"> 598</span>  <span class="keywordflow">if</span> (mMip)</div>
|
|
<div class="line"><a name="l00599"></a><span class="lineno"> 599</span>  <span class="keywordflow">return</span> <span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(CPXXgetmipitcnt(mEnv, mLp));</div>
|
|
<div class="line"><a name="l00600"></a><span class="lineno"> 600</span>  <span class="keywordflow">else</span></div>
|
|
<div class="line"><a name="l00601"></a><span class="lineno"> 601</span>  <span class="keywordflow">return</span> <span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(CPXXgetitcnt(mEnv, mLp));</div>
|
|
<div class="line"><a name="l00602"></a><span class="lineno"> 602</span> }</div>
|
|
<div class="line"><a name="l00603"></a><span class="lineno"> 603</span>  </div>
|
|
<div class="line"><a name="l00604"></a><span class="lineno"> 604</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> CplexInterface::nodes()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00605"></a><span class="lineno"> 605</span>  <span class="keywordflow">if</span> (mMip) {</div>
|
|
<div class="line"><a name="l00606"></a><span class="lineno"> 606</span>  <span class="keywordflow">if</span> (!CheckSolutionIsSynchronized()) <span class="keywordflow">return</span> kUnknownNumberOfNodes;</div>
|
|
<div class="line"><a name="l00607"></a><span class="lineno"> 607</span>  <span class="keywordflow">return</span> <span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(CPXXgetnodecnt(mEnv, mLp));</div>
|
|
<div class="line"><a name="l00608"></a><span class="lineno"> 608</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00609"></a><span class="lineno"> 609</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"Number of nodes only available for discrete problems"</span>;</div>
|
|
<div class="line"><a name="l00610"></a><span class="lineno"> 610</span>  <span class="keywordflow">return</span> kUnknownNumberOfNodes;</div>
|
|
<div class="line"><a name="l00611"></a><span class="lineno"> 611</span>  }</div>
|
|
<div class="line"><a name="l00612"></a><span class="lineno"> 612</span> }</div>
|
|
<div class="line"><a name="l00613"></a><span class="lineno"> 613</span>  </div>
|
|
<div class="line"><a name="l00614"></a><span class="lineno"> 614</span> <span class="comment">// Transform a CPLEX basis status to an MPSolver basis status.</span></div>
|
|
<div class="line"><a name="l00615"></a><span class="lineno"> 615</span> MPSolver::BasisStatus CplexInterface::xformBasisStatus(<span class="keywordtype">int</span> cplex_basis_status) {</div>
|
|
<div class="line"><a name="l00616"></a><span class="lineno"> 616</span>  <span class="keywordflow">switch</span> (cplex_basis_status) {</div>
|
|
<div class="line"><a name="l00617"></a><span class="lineno"> 617</span>  <span class="keywordflow">case</span> CPX_AT_LOWER:</div>
|
|
<div class="line"><a name="l00618"></a><span class="lineno"> 618</span>  <span class="keywordflow">return</span> MPSolver::AT_LOWER_BOUND;</div>
|
|
<div class="line"><a name="l00619"></a><span class="lineno"> 619</span>  <span class="keywordflow">case</span> CPX_BASIC:</div>
|
|
<div class="line"><a name="l00620"></a><span class="lineno"> 620</span>  <span class="keywordflow">return</span> MPSolver::BASIC;</div>
|
|
<div class="line"><a name="l00621"></a><span class="lineno"> 621</span>  <span class="keywordflow">case</span> CPX_AT_UPPER:</div>
|
|
<div class="line"><a name="l00622"></a><span class="lineno"> 622</span>  <span class="keywordflow">return</span> MPSolver::AT_UPPER_BOUND;</div>
|
|
<div class="line"><a name="l00623"></a><span class="lineno"> 623</span>  <span class="keywordflow">case</span> CPX_FREE_SUPER:</div>
|
|
<div class="line"><a name="l00624"></a><span class="lineno"> 624</span>  <span class="keywordflow">return</span> MPSolver::FREE;</div>
|
|
<div class="line"><a name="l00625"></a><span class="lineno"> 625</span>  <span class="keywordflow">default</span>:</div>
|
|
<div class="line"><a name="l00626"></a><span class="lineno"> 626</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"Unknown CPLEX basis status"</span>;</div>
|
|
<div class="line"><a name="l00627"></a><span class="lineno"> 627</span>  <span class="keywordflow">return</span> MPSolver::FREE;</div>
|
|
<div class="line"><a name="l00628"></a><span class="lineno"> 628</span>  }</div>
|
|
<div class="line"><a name="l00629"></a><span class="lineno"> 629</span> }</div>
|
|
<div class="line"><a name="l00630"></a><span class="lineno"> 630</span>  </div>
|
|
<div class="line"><a name="l00631"></a><span class="lineno"> 631</span> <span class="comment">// Returns the basis status of a row.</span></div>
|
|
<div class="line"><a name="l00632"></a><span class="lineno"> 632</span> MPSolver::BasisStatus CplexInterface::row_status(<span class="keywordtype">int</span> constraint_index)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00633"></a><span class="lineno"> 633</span>  <span class="keywordflow">if</span> (mMip) {</div>
|
|
<div class="line"><a name="l00634"></a><span class="lineno"> 634</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#acdd38e3c9f22f127d7776920e3079eda">FATAL</a>) << <span class="stringliteral">"Basis status only available for continuous problems"</span>;</div>
|
|
<div class="line"><a name="l00635"></a><span class="lineno"> 635</span>  <span class="keywordflow">return</span> MPSolver::FREE;</div>
|
|
<div class="line"><a name="l00636"></a><span class="lineno"> 636</span>  }</div>
|
|
<div class="line"><a name="l00637"></a><span class="lineno"> 637</span>  </div>
|
|
<div class="line"><a name="l00638"></a><span class="lineno"> 638</span>  <span class="keywordflow">if</span> (CheckSolutionIsSynchronized()) {</div>
|
|
<div class="line"><a name="l00639"></a><span class="lineno"> 639</span>  <span class="keywordflow">if</span> (!mRstat) {</div>
|
|
<div class="line"><a name="l00640"></a><span class="lineno"> 640</span>  CPXDIM <span class="keyword">const</span> rows = CPXXgetnumrows(mEnv, mLp);</div>
|
|
<div class="line"><a name="l00641"></a><span class="lineno"> 641</span>  unique_ptr<int[]> data(<span class="keyword">new</span> <span class="keywordtype">int</span>[rows]);</div>
|
|
<div class="line"><a name="l00642"></a><span class="lineno"> 642</span>  mRstat.swap(data);</div>
|
|
<div class="line"><a name="l00643"></a><span class="lineno"> 643</span>  CHECK_STATUS(CPXXgetbase(mEnv, mLp, 0, mRstat.get()));</div>
|
|
<div class="line"><a name="l00644"></a><span class="lineno"> 644</span>  }</div>
|
|
<div class="line"><a name="l00645"></a><span class="lineno"> 645</span>  } <span class="keywordflow">else</span></div>
|
|
<div class="line"><a name="l00646"></a><span class="lineno"> 646</span>  mRstat = 0;</div>
|
|
<div class="line"><a name="l00647"></a><span class="lineno"> 647</span>  </div>
|
|
<div class="line"><a name="l00648"></a><span class="lineno"> 648</span>  <span class="keywordflow">if</span> (mRstat)</div>
|
|
<div class="line"><a name="l00649"></a><span class="lineno"> 649</span>  <span class="keywordflow">return</span> xformBasisStatus(mRstat[constraint_index]);</div>
|
|
<div class="line"><a name="l00650"></a><span class="lineno"> 650</span>  <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00651"></a><span class="lineno"> 651</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#acdd38e3c9f22f127d7776920e3079eda">FATAL</a>) << <span class="stringliteral">"Row basis status not available"</span>;</div>
|
|
<div class="line"><a name="l00652"></a><span class="lineno"> 652</span>  <span class="keywordflow">return</span> MPSolver::FREE;</div>
|
|
<div class="line"><a name="l00653"></a><span class="lineno"> 653</span>  }</div>
|
|
<div class="line"><a name="l00654"></a><span class="lineno"> 654</span> }</div>
|
|
<div class="line"><a name="l00655"></a><span class="lineno"> 655</span>  </div>
|
|
<div class="line"><a name="l00656"></a><span class="lineno"> 656</span> <span class="comment">// Returns the basis status of a column.</span></div>
|
|
<div class="line"><a name="l00657"></a><span class="lineno"> 657</span> MPSolver::BasisStatus CplexInterface::column_status(<span class="keywordtype">int</span> variable_index)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00658"></a><span class="lineno"> 658</span>  <span class="keywordflow">if</span> (mMip) {</div>
|
|
<div class="line"><a name="l00659"></a><span class="lineno"> 659</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#acdd38e3c9f22f127d7776920e3079eda">FATAL</a>) << <span class="stringliteral">"Basis status only available for continuous problems"</span>;</div>
|
|
<div class="line"><a name="l00660"></a><span class="lineno"> 660</span>  <span class="keywordflow">return</span> MPSolver::FREE;</div>
|
|
<div class="line"><a name="l00661"></a><span class="lineno"> 661</span>  }</div>
|
|
<div class="line"><a name="l00662"></a><span class="lineno"> 662</span>  </div>
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<div class="line"><a name="l00663"></a><span class="lineno"> 663</span>  <span class="keywordflow">if</span> (CheckSolutionIsSynchronized()) {</div>
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<div class="line"><a name="l00664"></a><span class="lineno"> 664</span>  <span class="keywordflow">if</span> (!mCstat) {</div>
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<div class="line"><a name="l00665"></a><span class="lineno"> 665</span>  CPXDIM <span class="keyword">const</span> cols = CPXXgetnumcols(mEnv, mLp);</div>
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<div class="line"><a name="l00666"></a><span class="lineno"> 666</span>  unique_ptr<int[]> data(<span class="keyword">new</span> <span class="keywordtype">int</span>[cols]);</div>
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<div class="line"><a name="l00667"></a><span class="lineno"> 667</span>  mCstat.swap(data);</div>
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<div class="line"><a name="l00668"></a><span class="lineno"> 668</span>  CHECK_STATUS(CPXXgetbase(mEnv, mLp, mCstat.get(), 0));</div>
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<div class="line"><a name="l00669"></a><span class="lineno"> 669</span>  }</div>
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<div class="line"><a name="l00670"></a><span class="lineno"> 670</span>  } <span class="keywordflow">else</span></div>
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<div class="line"><a name="l00671"></a><span class="lineno"> 671</span>  mCstat = 0;</div>
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<div class="line"><a name="l00672"></a><span class="lineno"> 672</span>  </div>
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<div class="line"><a name="l00673"></a><span class="lineno"> 673</span>  <span class="keywordflow">if</span> (mCstat)</div>
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<div class="line"><a name="l00674"></a><span class="lineno"> 674</span>  <span class="keywordflow">return</span> xformBasisStatus(mCstat[variable_index]);</div>
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<div class="line"><a name="l00675"></a><span class="lineno"> 675</span>  <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00676"></a><span class="lineno"> 676</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#acdd38e3c9f22f127d7776920e3079eda">FATAL</a>) << <span class="stringliteral">"Column basis status not available"</span>;</div>
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<div class="line"><a name="l00677"></a><span class="lineno"> 677</span>  <span class="keywordflow">return</span> MPSolver::FREE;</div>
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<div class="line"><a name="l00678"></a><span class="lineno"> 678</span>  }</div>
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<div class="line"><a name="l00679"></a><span class="lineno"> 679</span> }</div>
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<div class="line"><a name="l00680"></a><span class="lineno"> 680</span>  </div>
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<div class="line"><a name="l00681"></a><span class="lineno"> 681</span> <span class="comment">// Extract all variables that have not yet been extracted.</span></div>
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<div class="line"><a name="l00682"></a><span class="lineno"> 682</span> <span class="keywordtype">void</span> CplexInterface::ExtractNewVariables() {</div>
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<div class="line"><a name="l00683"></a><span class="lineno"> 683</span>  <span class="comment">// NOTE: The code assumes that a linear expression can never contain</span></div>
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<div class="line"><a name="l00684"></a><span class="lineno"> 684</span>  <span class="comment">// non-zero duplicates.</span></div>
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<div class="line"><a name="l00685"></a><span class="lineno"> 685</span>  </div>
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<div class="line"><a name="l00686"></a><span class="lineno"> 686</span>  InvalidateSolutionSynchronization();</div>
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<div class="line"><a name="l00687"></a><span class="lineno"> 687</span>  </div>
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<div class="line"><a name="l00688"></a><span class="lineno"> 688</span>  <span class="keywordflow">if</span> (!supportIncrementalExtraction) {</div>
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|
<div class="line"><a name="l00689"></a><span class="lineno"> 689</span>  <span class="comment">// Without incremental extraction ExtractModel() is always called</span></div>
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|
<div class="line"><a name="l00690"></a><span class="lineno"> 690</span>  <span class="comment">// to extract the full model.</span></div>
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<div class="line"><a name="l00691"></a><span class="lineno"> 691</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(last_variable_index_ == 0 ||</div>
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<div class="line"><a name="l00692"></a><span class="lineno"> 692</span>  last_variable_index_ == solver_->variables_.size());</div>
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|
<div class="line"><a name="l00693"></a><span class="lineno"> 693</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(last_constraint_index_ == 0 ||</div>
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|
<div class="line"><a name="l00694"></a><span class="lineno"> 694</span>  last_constraint_index_ == solver_->constraints_.size());</div>
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|
<div class="line"><a name="l00695"></a><span class="lineno"> 695</span>  }</div>
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|
<div class="line"><a name="l00696"></a><span class="lineno"> 696</span>  </div>
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|
<div class="line"><a name="l00697"></a><span class="lineno"> 697</span>  <span class="keywordtype">int</span> <span class="keyword">const</span> last_extracted = last_variable_index_;</div>
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|
<div class="line"><a name="l00698"></a><span class="lineno"> 698</span>  <span class="keywordtype">int</span> <span class="keyword">const</span> var_count = solver_->variables_.size();</div>
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|
<div class="line"><a name="l00699"></a><span class="lineno"> 699</span>  CPXDIM newcols = var_count - last_extracted;</div>
|
|
<div class="line"><a name="l00700"></a><span class="lineno"> 700</span>  <span class="keywordflow">if</span> (newcols > 0) {</div>
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|
<div class="line"><a name="l00701"></a><span class="lineno"> 701</span>  <span class="comment">// There are non-extracted variables. Extract them now.</span></div>
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|
<div class="line"><a name="l00702"></a><span class="lineno"> 702</span>  </div>
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<div class="line"><a name="l00703"></a><span class="lineno"> 703</span>  unique_ptr<double[]> obj(<span class="keyword">new</span> <span class="keywordtype">double</span>[newcols]);</div>
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|
<div class="line"><a name="l00704"></a><span class="lineno"> 704</span>  unique_ptr<double[]> lb(<span class="keyword">new</span> <span class="keywordtype">double</span>[newcols]);</div>
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|
<div class="line"><a name="l00705"></a><span class="lineno"> 705</span>  unique_ptr<double[]> ub(<span class="keyword">new</span> <span class="keywordtype">double</span>[newcols]);</div>
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|
<div class="line"><a name="l00706"></a><span class="lineno"> 706</span>  unique_ptr<char[]> ctype(<span class="keyword">new</span> <span class="keywordtype">char</span>[newcols]);</div>
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<div class="line"><a name="l00707"></a><span class="lineno"> 707</span>  unique_ptr<const char*[]> colname(<span class="keyword">new</span> <span class="keyword">const</span> <span class="keywordtype">char</span>*[newcols]);</div>
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|
<div class="line"><a name="l00708"></a><span class="lineno"> 708</span>  </div>
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|
<div class="line"><a name="l00709"></a><span class="lineno"> 709</span>  <span class="keywordtype">bool</span> have_names = <span class="keyword">false</span>;</div>
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|
<div class="line"><a name="l00710"></a><span class="lineno"> 710</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0, varidx = last_extracted; j < newcols; ++j, ++varidx) {</div>
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|
<div class="line"><a name="l00711"></a><span class="lineno"> 711</span>  MPVariable <span class="keyword">const</span>* <span class="keyword">const</span> <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> = solver_->variables_[varidx];</div>
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|
<div class="line"><a name="l00712"></a><span class="lineno"> 712</span>  lb[j] = <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->lb();</div>
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|
<div class="line"><a name="l00713"></a><span class="lineno"> 713</span>  ub[j] = <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->ub();</div>
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|
<div class="line"><a name="l00714"></a><span class="lineno"> 714</span>  ctype[j] = <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->integer() ? CPX_INTEGER : CPX_CONTINUOUS;</div>
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|
<div class="line"><a name="l00715"></a><span class="lineno"> 715</span>  colname[j] = <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->name().empty() ? 0 : <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->name().c_str();</div>
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|
<div class="line"><a name="l00716"></a><span class="lineno"> 716</span>  have_names = have_names || <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->name().empty();</div>
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|
<div class="line"><a name="l00717"></a><span class="lineno"> 717</span>  obj[j] = solver_->objective_->GetCoefficient(<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>);</div>
|
|
<div class="line"><a name="l00718"></a><span class="lineno"> 718</span>  }</div>
|
|
<div class="line"><a name="l00719"></a><span class="lineno"> 719</span>  </div>
|
|
<div class="line"><a name="l00720"></a><span class="lineno"> 720</span>  <span class="comment">// Arrays for modifying the problem are setup. Update the index</span></div>
|
|
<div class="line"><a name="l00721"></a><span class="lineno"> 721</span>  <span class="comment">// of variables that will get extracted now. Updating indices</span></div>
|
|
<div class="line"><a name="l00722"></a><span class="lineno"> 722</span>  <span class="comment">// _before_ the actual extraction makes things much simpler in</span></div>
|
|
<div class="line"><a name="l00723"></a><span class="lineno"> 723</span>  <span class="comment">// case we support incremental extraction.</span></div>
|
|
<div class="line"><a name="l00724"></a><span class="lineno"> 724</span>  <span class="comment">// In case of error we just reset the indeces.</span></div>
|
|
<div class="line"><a name="l00725"></a><span class="lineno"> 725</span>  std::vector<MPVariable*> <span class="keyword">const</span>& variables = solver_->variables();</div>
|
|
<div class="line"><a name="l00726"></a><span class="lineno"> 726</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = last_extracted; j < var_count; ++j) {</div>
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|
<div class="line"><a name="l00727"></a><span class="lineno"> 727</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(!variable_is_extracted(variables[j]-><a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>()));</div>
|
|
<div class="line"><a name="l00728"></a><span class="lineno"> 728</span>  set_variable_as_extracted(variables[j]-><a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>(), <span class="keyword">true</span>);</div>
|
|
<div class="line"><a name="l00729"></a><span class="lineno"> 729</span>  }</div>
|
|
<div class="line"><a name="l00730"></a><span class="lineno"> 730</span>  </div>
|
|
<div class="line"><a name="l00731"></a><span class="lineno"> 731</span>  <span class="keywordflow">try</span> {</div>
|
|
<div class="line"><a name="l00732"></a><span class="lineno"> 732</span>  <span class="keywordtype">bool</span> use_newcols = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00733"></a><span class="lineno"> 733</span>  </div>
|
|
<div class="line"><a name="l00734"></a><span class="lineno"> 734</span>  <span class="keywordflow">if</span> (supportIncrementalExtraction) {</div>
|
|
<div class="line"><a name="l00735"></a><span class="lineno"> 735</span>  <span class="comment">// If we support incremental extraction then we must</span></div>
|
|
<div class="line"><a name="l00736"></a><span class="lineno"> 736</span>  <span class="comment">// update existing constraints with the new variables.</span></div>
|
|
<div class="line"><a name="l00737"></a><span class="lineno"> 737</span>  <span class="comment">// To do that we use CPXXaddcols() to actually create the</span></div>
|
|
<div class="line"><a name="l00738"></a><span class="lineno"> 738</span>  <span class="comment">// variables. This is supposed to be faster than combining</span></div>
|
|
<div class="line"><a name="l00739"></a><span class="lineno"> 739</span>  <span class="comment">// CPXXnewcols() and CPXXchgcoeflist().</span></div>
|
|
<div class="line"><a name="l00740"></a><span class="lineno"> 740</span>  </div>
|
|
<div class="line"><a name="l00741"></a><span class="lineno"> 741</span>  <span class="comment">// For each column count the size of the intersection with</span></div>
|
|
<div class="line"><a name="l00742"></a><span class="lineno"> 742</span>  <span class="comment">// existing constraints.</span></div>
|
|
<div class="line"><a name="l00743"></a><span class="lineno"> 743</span>  unique_ptr<CPXDIM[]> collen(<span class="keyword">new</span> CPXDIM[newcols]);</div>
|
|
<div class="line"><a name="l00744"></a><span class="lineno"> 744</span>  <span class="keywordflow">for</span> (CPXDIM j = 0; j < newcols; ++j) collen[j] = 0;</div>
|
|
<div class="line"><a name="l00745"></a><span class="lineno"> 745</span>  CPXNNZ nonzeros = 0;</div>
|
|
<div class="line"><a name="l00746"></a><span class="lineno"> 746</span>  <span class="comment">// TODO: Use a bitarray to flag the constraints that actually</span></div>
|
|
<div class="line"><a name="l00747"></a><span class="lineno"> 747</span>  <span class="comment">// intersect new variables?</span></div>
|
|
<div class="line"><a name="l00748"></a><span class="lineno"> 748</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < last_constraint_index_; ++i) {</div>
|
|
<div class="line"><a name="l00749"></a><span class="lineno"> 749</span>  MPConstraint <span class="keyword">const</span>* <span class="keyword">const</span> <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a> = solver_->constraints_[i];</div>
|
|
<div class="line"><a name="l00750"></a><span class="lineno"> 750</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(constraint_is_extracted(<a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->index()));</div>
|
|
<div class="line"><a name="l00751"></a><span class="lineno"> 751</span>  <span class="keyword">const</span> <span class="keyword">auto</span>& coeffs = <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->coefficients_;</div>
|
|
<div class="line"><a name="l00752"></a><span class="lineno"> 752</span>  <span class="keywordflow">for</span> (<span class="keyword">auto</span> it(coeffs.begin()); it != coeffs.end(); ++it) {</div>
|
|
<div class="line"><a name="l00753"></a><span class="lineno"> 753</span>  <span class="keywordtype">int</span> <span class="keyword">const</span> idx = it->first->index();</div>
|
|
<div class="line"><a name="l00754"></a><span class="lineno"> 754</span>  <span class="keywordflow">if</span> (variable_is_extracted(idx) && idx > last_variable_index_) {</div>
|
|
<div class="line"><a name="l00755"></a><span class="lineno"> 755</span>  collen[idx - last_variable_index_]++;</div>
|
|
<div class="line"><a name="l00756"></a><span class="lineno"> 756</span>  ++nonzeros;</div>
|
|
<div class="line"><a name="l00757"></a><span class="lineno"> 757</span>  }</div>
|
|
<div class="line"><a name="l00758"></a><span class="lineno"> 758</span>  }</div>
|
|
<div class="line"><a name="l00759"></a><span class="lineno"> 759</span>  }</div>
|
|
<div class="line"><a name="l00760"></a><span class="lineno"> 760</span>  </div>
|
|
<div class="line"><a name="l00761"></a><span class="lineno"> 761</span>  <span class="keywordflow">if</span> (nonzeros > 0) {</div>
|
|
<div class="line"><a name="l00762"></a><span class="lineno"> 762</span>  <span class="comment">// At least one of the new variables did intersect with an</span></div>
|
|
<div class="line"><a name="l00763"></a><span class="lineno"> 763</span>  <span class="comment">// old constraint. We have to create the new columns via</span></div>
|
|
<div class="line"><a name="l00764"></a><span class="lineno"> 764</span>  <span class="comment">// CPXXaddcols().</span></div>
|
|
<div class="line"><a name="l00765"></a><span class="lineno"> 765</span>  use_newcols = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00766"></a><span class="lineno"> 766</span>  unique_ptr<CPXNNZ[]> begin(<span class="keyword">new</span> CPXNNZ[newcols + 2]);</div>
|
|
<div class="line"><a name="l00767"></a><span class="lineno"> 767</span>  unique_ptr<CPXDIM[]> cmatind(<span class="keyword">new</span> CPXDIM[nonzeros]);</div>
|
|
<div class="line"><a name="l00768"></a><span class="lineno"> 768</span>  unique_ptr<double[]> cmatval(<span class="keyword">new</span> <span class="keywordtype">double</span>[nonzeros]);</div>
|
|
<div class="line"><a name="l00769"></a><span class="lineno"> 769</span>  </div>
|
|
<div class="line"><a name="l00770"></a><span class="lineno"> 770</span>  <span class="comment">// Here is how cmatbeg[] is setup:</span></div>
|
|
<div class="line"><a name="l00771"></a><span class="lineno"> 771</span>  <span class="comment">// - it is initialized as</span></div>
|
|
<div class="line"><a name="l00772"></a><span class="lineno"> 772</span>  <span class="comment">// [ 0, 0, collen[0], collen[0]+collen[1], ... ]</span></div>
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|
<div class="line"><a name="l00773"></a><span class="lineno"> 773</span>  <span class="comment">// so that cmatbeg[j+1] tells us where in cmatind[] and</span></div>
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|
<div class="line"><a name="l00774"></a><span class="lineno"> 774</span>  <span class="comment">// cmatval[] we need to put the next nonzero for column</span></div>
|
|
<div class="line"><a name="l00775"></a><span class="lineno"> 775</span>  <span class="comment">// j</span></div>
|
|
<div class="line"><a name="l00776"></a><span class="lineno"> 776</span>  <span class="comment">// - after nonzeros have been setup the array looks like</span></div>
|
|
<div class="line"><a name="l00777"></a><span class="lineno"> 777</span>  <span class="comment">// [ 0, collen[0], collen[0]+collen[1], ... ]</span></div>
|
|
<div class="line"><a name="l00778"></a><span class="lineno"> 778</span>  <span class="comment">// so that it is the correct input argument for CPXXaddcols</span></div>
|
|
<div class="line"><a name="l00779"></a><span class="lineno"> 779</span>  CPXNNZ* cmatbeg = begin.get();</div>
|
|
<div class="line"><a name="l00780"></a><span class="lineno"> 780</span>  cmatbeg[0] = 0;</div>
|
|
<div class="line"><a name="l00781"></a><span class="lineno"> 781</span>  cmatbeg[1] = 0;</div>
|
|
<div class="line"><a name="l00782"></a><span class="lineno"> 782</span>  ++cmatbeg;</div>
|
|
<div class="line"><a name="l00783"></a><span class="lineno"> 783</span>  <span class="keywordflow">for</span> (CPXDIM j = 0; j < newcols; ++j)</div>
|
|
<div class="line"><a name="l00784"></a><span class="lineno"> 784</span>  cmatbeg[j + 1] = cmatbeg[j] + collen[j];</div>
|
|
<div class="line"><a name="l00785"></a><span class="lineno"> 785</span>  </div>
|
|
<div class="line"><a name="l00786"></a><span class="lineno"> 786</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < last_constraint_index_; ++i) {</div>
|
|
<div class="line"><a name="l00787"></a><span class="lineno"> 787</span>  MPConstraint <span class="keyword">const</span>* <span class="keyword">const</span> <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a> = solver_->constraints_[i];</div>
|
|
<div class="line"><a name="l00788"></a><span class="lineno"> 788</span>  CPXDIM <span class="keyword">const</span> <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->index();</div>
|
|
<div class="line"><a name="l00789"></a><span class="lineno"> 789</span>  <span class="keyword">const</span> <span class="keyword">auto</span>& coeffs = <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->coefficients_;</div>
|
|
<div class="line"><a name="l00790"></a><span class="lineno"> 790</span>  <span class="keywordflow">for</span> (<span class="keyword">auto</span> it(coeffs.begin()); it != coeffs.end(); ++it) {</div>
|
|
<div class="line"><a name="l00791"></a><span class="lineno"> 791</span>  <span class="keywordtype">int</span> <span class="keyword">const</span> idx = it->first->index();</div>
|
|
<div class="line"><a name="l00792"></a><span class="lineno"> 792</span>  <span class="keywordflow">if</span> (variable_is_extracted(idx) && idx > last_variable_index_) {</div>
|
|
<div class="line"><a name="l00793"></a><span class="lineno"> 793</span>  CPXNNZ <span class="keyword">const</span> nz = cmatbeg[idx]++;</div>
|
|
<div class="line"><a name="l00794"></a><span class="lineno"> 794</span>  cmatind[nz] = idx;</div>
|
|
<div class="line"><a name="l00795"></a><span class="lineno"> 795</span>  cmatval[nz] = it->second;</div>
|
|
<div class="line"><a name="l00796"></a><span class="lineno"> 796</span>  }</div>
|
|
<div class="line"><a name="l00797"></a><span class="lineno"> 797</span>  }</div>
|
|
<div class="line"><a name="l00798"></a><span class="lineno"> 798</span>  }</div>
|
|
<div class="line"><a name="l00799"></a><span class="lineno"> 799</span>  --cmatbeg;</div>
|
|
<div class="line"><a name="l00800"></a><span class="lineno"> 800</span>  CHECK_STATUS(CPXXaddcols(mEnv, mLp, newcols, nonzeros, obj.get(),</div>
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|
<div class="line"><a name="l00801"></a><span class="lineno"> 801</span>  cmatbeg, cmatind.get(), cmatval.get(),</div>
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|
<div class="line"><a name="l00802"></a><span class="lineno"> 802</span>  lb.get(), ub.get(),</div>
|
|
<div class="line"><a name="l00803"></a><span class="lineno"> 803</span>  have_names ? colname.get() : 0));</div>
|
|
<div class="line"><a name="l00804"></a><span class="lineno"> 804</span>  }</div>
|
|
<div class="line"><a name="l00805"></a><span class="lineno"> 805</span>  }</div>
|
|
<div class="line"><a name="l00806"></a><span class="lineno"> 806</span>  <span class="keywordflow">if</span> (use_newcols) {</div>
|
|
<div class="line"><a name="l00807"></a><span class="lineno"> 807</span>  <span class="comment">// Either incremental extraction is not supported or none of</span></div>
|
|
<div class="line"><a name="l00808"></a><span class="lineno"> 808</span>  <span class="comment">// the new variables did intersect an existing constraint.</span></div>
|
|
<div class="line"><a name="l00809"></a><span class="lineno"> 809</span>  <span class="comment">// We can just use CPXXnewcols() to create the new variables.</span></div>
|
|
<div class="line"><a name="l00810"></a><span class="lineno"> 810</span>  CHECK_STATUS(CPXXnewcols(mEnv, mLp, newcols, obj.get(), lb.get(),</div>
|
|
<div class="line"><a name="l00811"></a><span class="lineno"> 811</span>  ub.get(), mMip ? ctype.get() : 0,</div>
|
|
<div class="line"><a name="l00812"></a><span class="lineno"> 812</span>  have_names ? colname.get() : 0));</div>
|
|
<div class="line"><a name="l00813"></a><span class="lineno"> 813</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00814"></a><span class="lineno"> 814</span>  <span class="comment">// Incremental extraction: we must update the ctype of the</span></div>
|
|
<div class="line"><a name="l00815"></a><span class="lineno"> 815</span>  <span class="comment">// newly created variables (CPXXaddcols() does not allow</span></div>
|
|
<div class="line"><a name="l00816"></a><span class="lineno"> 816</span>  <span class="comment">// specifying the ctype)</span></div>
|
|
<div class="line"><a name="l00817"></a><span class="lineno"> 817</span>  <span class="keywordflow">if</span> (mMip) {</div>
|
|
<div class="line"><a name="l00818"></a><span class="lineno"> 818</span>  <span class="comment">// Query the actual number of columns in case we did not</span></div>
|
|
<div class="line"><a name="l00819"></a><span class="lineno"> 819</span>  <span class="comment">// manage to extract all columns.</span></div>
|
|
<div class="line"><a name="l00820"></a><span class="lineno"> 820</span>  <span class="keywordtype">int</span> <span class="keyword">const</span> cols = CPXXgetnumcols(mEnv, mLp);</div>
|
|
<div class="line"><a name="l00821"></a><span class="lineno"> 821</span>  unique_ptr<CPXDIM[]> ind(<span class="keyword">new</span> CPXDIM[newcols]);</div>
|
|
<div class="line"><a name="l00822"></a><span class="lineno"> 822</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = last_extracted; j < cols; ++j)</div>
|
|
<div class="line"><a name="l00823"></a><span class="lineno"> 823</span>  ind[j - last_extracted] = j;</div>
|
|
<div class="line"><a name="l00824"></a><span class="lineno"> 824</span>  CHECK_STATUS(CPXXchgctype(mEnv, mLp, cols - last_extracted, ind.get(),</div>
|
|
<div class="line"><a name="l00825"></a><span class="lineno"> 825</span>  ctype.get()));</div>
|
|
<div class="line"><a name="l00826"></a><span class="lineno"> 826</span>  }</div>
|
|
<div class="line"><a name="l00827"></a><span class="lineno"> 827</span>  }</div>
|
|
<div class="line"><a name="l00828"></a><span class="lineno"> 828</span>  } <span class="keywordflow">catch</span> (...) {</div>
|
|
<div class="line"><a name="l00829"></a><span class="lineno"> 829</span>  <span class="comment">// Undo all changes in case of error.</span></div>
|
|
<div class="line"><a name="l00830"></a><span class="lineno"> 830</span>  CPXDIM <span class="keyword">const</span> cols = CPXXgetnumcols(mEnv, mLp);</div>
|
|
<div class="line"><a name="l00831"></a><span class="lineno"> 831</span>  <span class="keywordflow">if</span> (cols > last_extracted)</div>
|
|
<div class="line"><a name="l00832"></a><span class="lineno"> 832</span>  (void)CPXXdelcols(mEnv, mLp, last_extracted, cols - 1);</div>
|
|
<div class="line"><a name="l00833"></a><span class="lineno"> 833</span>  std::vector<MPVariable*> <span class="keyword">const</span>& variables = solver_->variables();</div>
|
|
<div class="line"><a name="l00834"></a><span class="lineno"> 834</span>  <span class="keywordtype">int</span> <span class="keyword">const</span> size = variables.size();</div>
|
|
<div class="line"><a name="l00835"></a><span class="lineno"> 835</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = last_extracted; j < size; ++j)</div>
|
|
<div class="line"><a name="l00836"></a><span class="lineno"> 836</span>  set_variable_as_extracted(j, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l00837"></a><span class="lineno"> 837</span>  <span class="keywordflow">throw</span>;</div>
|
|
<div class="line"><a name="l00838"></a><span class="lineno"> 838</span>  }</div>
|
|
<div class="line"><a name="l00839"></a><span class="lineno"> 839</span>  }</div>
|
|
<div class="line"><a name="l00840"></a><span class="lineno"> 840</span> }</div>
|
|
<div class="line"><a name="l00841"></a><span class="lineno"> 841</span>  </div>
|
|
<div class="line"><a name="l00842"></a><span class="lineno"> 842</span> <span class="comment">// Extract constraints that have not yet been extracted.</span></div>
|
|
<div class="line"><a name="l00843"></a><span class="lineno"> 843</span> <span class="keywordtype">void</span> CplexInterface::ExtractNewConstraints() {</div>
|
|
<div class="line"><a name="l00844"></a><span class="lineno"> 844</span>  <span class="comment">// NOTE: The code assumes that a linear expression can never contain</span></div>
|
|
<div class="line"><a name="l00845"></a><span class="lineno"> 845</span>  <span class="comment">// non-zero duplicates.</span></div>
|
|
<div class="line"><a name="l00846"></a><span class="lineno"> 846</span>  </div>
|
|
<div class="line"><a name="l00847"></a><span class="lineno"> 847</span>  <span class="keywordflow">if</span> (!supportIncrementalExtraction) {</div>
|
|
<div class="line"><a name="l00848"></a><span class="lineno"> 848</span>  <span class="comment">// Without incremental extraction ExtractModel() is always called</span></div>
|
|
<div class="line"><a name="l00849"></a><span class="lineno"> 849</span>  <span class="comment">// to extract the full model.</span></div>
|
|
<div class="line"><a name="l00850"></a><span class="lineno"> 850</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(last_variable_index_ == 0 ||</div>
|
|
<div class="line"><a name="l00851"></a><span class="lineno"> 851</span>  last_variable_index_ == solver_->variables_.size());</div>
|
|
<div class="line"><a name="l00852"></a><span class="lineno"> 852</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(last_constraint_index_ == 0 ||</div>
|
|
<div class="line"><a name="l00853"></a><span class="lineno"> 853</span>  last_constraint_index_ == solver_->constraints_.size());</div>
|
|
<div class="line"><a name="l00854"></a><span class="lineno"> 854</span>  }</div>
|
|
<div class="line"><a name="l00855"></a><span class="lineno"> 855</span>  </div>
|
|
<div class="line"><a name="l00856"></a><span class="lineno"> 856</span>  CPXDIM <span class="keyword">const</span> offset = last_constraint_index_;</div>
|
|
<div class="line"><a name="l00857"></a><span class="lineno"> 857</span>  CPXDIM <span class="keyword">const</span> total = solver_->constraints_.size();</div>
|
|
<div class="line"><a name="l00858"></a><span class="lineno"> 858</span>  </div>
|
|
<div class="line"><a name="l00859"></a><span class="lineno"> 859</span>  <span class="keywordflow">if</span> (total > offset) {</div>
|
|
<div class="line"><a name="l00860"></a><span class="lineno"> 860</span>  <span class="comment">// There are constraints that are not yet extracted.</span></div>
|
|
<div class="line"><a name="l00861"></a><span class="lineno"> 861</span>  </div>
|
|
<div class="line"><a name="l00862"></a><span class="lineno"> 862</span>  InvalidateSolutionSynchronization();</div>
|
|
<div class="line"><a name="l00863"></a><span class="lineno"> 863</span>  </div>
|
|
<div class="line"><a name="l00864"></a><span class="lineno"> 864</span>  CPXDIM newCons = total - offset;</div>
|
|
<div class="line"><a name="l00865"></a><span class="lineno"> 865</span>  CPXDIM <span class="keyword">const</span> cols = CPXXgetnumcols(mEnv, mLp);</div>
|
|
<div class="line"><a name="l00866"></a><span class="lineno"> 866</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(last_variable_index_, cols);</div>
|
|
<div class="line"><a name="l00867"></a><span class="lineno"> 867</span>  CPXDIM <span class="keyword">const</span> chunk = 10; <span class="comment">// max number of rows to add in one shot</span></div>
|
|
<div class="line"><a name="l00868"></a><span class="lineno"> 868</span>  </div>
|
|
<div class="line"><a name="l00869"></a><span class="lineno"> 869</span>  <span class="comment">// Update indices of new constraints _before_ actually extracting</span></div>
|
|
<div class="line"><a name="l00870"></a><span class="lineno"> 870</span>  <span class="comment">// them. In case of error we will just reset the indices.</span></div>
|
|
<div class="line"><a name="l00871"></a><span class="lineno"> 871</span>  <span class="keywordflow">for</span> (CPXDIM c = offset; c < total; ++c)</div>
|
|
<div class="line"><a name="l00872"></a><span class="lineno"> 872</span>  set_constraint_as_extracted(c, <span class="keyword">true</span>);</div>
|
|
<div class="line"><a name="l00873"></a><span class="lineno"> 873</span>  </div>
|
|
<div class="line"><a name="l00874"></a><span class="lineno"> 874</span>  <span class="keywordflow">try</span> {</div>
|
|
<div class="line"><a name="l00875"></a><span class="lineno"> 875</span>  unique_ptr<CPXDIM[]> rmatind(<span class="keyword">new</span> CPXDIM[cols]);</div>
|
|
<div class="line"><a name="l00876"></a><span class="lineno"> 876</span>  unique_ptr<double[]> rmatval(<span class="keyword">new</span> <span class="keywordtype">double</span>[cols]);</div>
|
|
<div class="line"><a name="l00877"></a><span class="lineno"> 877</span>  unique_ptr<CPXNNZ[]> rmatbeg(<span class="keyword">new</span> CPXNNZ[chunk]);</div>
|
|
<div class="line"><a name="l00878"></a><span class="lineno"> 878</span>  unique_ptr<char[]> sense(<span class="keyword">new</span> <span class="keywordtype">char</span>[chunk]);</div>
|
|
<div class="line"><a name="l00879"></a><span class="lineno"> 879</span>  unique_ptr<double[]> rhs(<span class="keyword">new</span> <span class="keywordtype">double</span>[chunk]);</div>
|
|
<div class="line"><a name="l00880"></a><span class="lineno"> 880</span>  unique_ptr<char const*[]> <a class="code" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>(<span class="keyword">new</span> <span class="keywordtype">char</span> <span class="keyword">const</span>*[chunk]);</div>
|
|
<div class="line"><a name="l00881"></a><span class="lineno"> 881</span>  unique_ptr<double[]> rngval(<span class="keyword">new</span> <span class="keywordtype">double</span>[chunk]);</div>
|
|
<div class="line"><a name="l00882"></a><span class="lineno"> 882</span>  unique_ptr<CPXDIM[]> rngind(<span class="keyword">new</span> CPXDIM[chunk]);</div>
|
|
<div class="line"><a name="l00883"></a><span class="lineno"> 883</span>  <span class="keywordtype">bool</span> haveRanges = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00884"></a><span class="lineno"> 884</span>  </div>
|
|
<div class="line"><a name="l00885"></a><span class="lineno"> 885</span>  <span class="comment">// Loop over the new constraints, collecting rows for up to</span></div>
|
|
<div class="line"><a name="l00886"></a><span class="lineno"> 886</span>  <span class="comment">// CHUNK constraints into the arrays so that adding constraints</span></div>
|
|
<div class="line"><a name="l00887"></a><span class="lineno"> 887</span>  <span class="comment">// is faster.</span></div>
|
|
<div class="line"><a name="l00888"></a><span class="lineno"> 888</span>  <span class="keywordflow">for</span> (CPXDIM c = 0; c < newCons; <span class="comment">/* nothing */</span>) {</div>
|
|
<div class="line"><a name="l00889"></a><span class="lineno"> 889</span>  <span class="comment">// Collect up to CHUNK constraints into the arrays.</span></div>
|
|
<div class="line"><a name="l00890"></a><span class="lineno"> 890</span>  CPXDIM nextRow = 0;</div>
|
|
<div class="line"><a name="l00891"></a><span class="lineno"> 891</span>  CPXNNZ nextNz = 0;</div>
|
|
<div class="line"><a name="l00892"></a><span class="lineno"> 892</span>  <span class="keywordflow">for</span> (<span class="comment">/* nothing */</span>; c < newCons && nextRow < chunk; ++c, ++nextRow) {</div>
|
|
<div class="line"><a name="l00893"></a><span class="lineno"> 893</span>  MPConstraint <span class="keyword">const</span>* <span class="keyword">const</span> <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a> = solver_->constraints_[offset + c];</div>
|
|
<div class="line"><a name="l00894"></a><span class="lineno"> 894</span>  </div>
|
|
<div class="line"><a name="l00895"></a><span class="lineno"> 895</span>  <span class="comment">// Stop if there is not enough room in the arrays</span></div>
|
|
<div class="line"><a name="l00896"></a><span class="lineno"> 896</span>  <span class="comment">// to add the current constraint.</span></div>
|
|
<div class="line"><a name="l00897"></a><span class="lineno"> 897</span>  <span class="keywordflow">if</span> (nextNz + <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->coefficients_.size() > cols) {</div>
|
|
<div class="line"><a name="l00898"></a><span class="lineno"> 898</span>  <a class="code" href="base_2logging_8h.html#ab4f56aa24c4c9cddc47a6abd2d747f9a">DCHECK_GT</a>(nextRow, 0);</div>
|
|
<div class="line"><a name="l00899"></a><span class="lineno"> 899</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l00900"></a><span class="lineno"> 900</span>  }</div>
|
|
<div class="line"><a name="l00901"></a><span class="lineno"> 901</span>  </div>
|
|
<div class="line"><a name="l00902"></a><span class="lineno"> 902</span>  <span class="comment">// Setup right-hand side of constraint.</span></div>
|
|
<div class="line"><a name="l00903"></a><span class="lineno"> 903</span>  MakeRhs(<a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->lb(), <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->ub(), rhs[nextRow], sense[nextRow],</div>
|
|
<div class="line"><a name="l00904"></a><span class="lineno"> 904</span>  rngval[nextRow]);</div>
|
|
<div class="line"><a name="l00905"></a><span class="lineno"> 905</span>  haveRanges = haveRanges || (rngval[nextRow] != 0.0);</div>
|
|
<div class="line"><a name="l00906"></a><span class="lineno"> 906</span>  rngind[nextRow] = offset + c;</div>
|
|
<div class="line"><a name="l00907"></a><span class="lineno"> 907</span>  </div>
|
|
<div class="line"><a name="l00908"></a><span class="lineno"> 908</span>  <span class="comment">// Setup left-hand side of constraint.</span></div>
|
|
<div class="line"><a name="l00909"></a><span class="lineno"> 909</span>  rmatbeg[nextRow] = nextNz;</div>
|
|
<div class="line"><a name="l00910"></a><span class="lineno"> 910</span>  <span class="keyword">const</span> <span class="keyword">auto</span>& coeffs = <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->coefficients_;</div>
|
|
<div class="line"><a name="l00911"></a><span class="lineno"> 911</span>  <span class="keywordflow">for</span> (<span class="keyword">auto</span> it(coeffs.begin()); it != coeffs.end(); ++it) {</div>
|
|
<div class="line"><a name="l00912"></a><span class="lineno"> 912</span>  CPXDIM <span class="keyword">const</span> idx = it->first->index();</div>
|
|
<div class="line"><a name="l00913"></a><span class="lineno"> 913</span>  <span class="keywordflow">if</span> (variable_is_extracted(idx)) {</div>
|
|
<div class="line"><a name="l00914"></a><span class="lineno"> 914</span>  <a class="code" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(nextNz, cols);</div>
|
|
<div class="line"><a name="l00915"></a><span class="lineno"> 915</span>  <a class="code" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(idx, cols);</div>
|
|
<div class="line"><a name="l00916"></a><span class="lineno"> 916</span>  rmatind[nextNz] = idx;</div>
|
|
<div class="line"><a name="l00917"></a><span class="lineno"> 917</span>  rmatval[nextNz] = it->second;</div>
|
|
<div class="line"><a name="l00918"></a><span class="lineno"> 918</span>  ++nextNz;</div>
|
|
<div class="line"><a name="l00919"></a><span class="lineno"> 919</span>  }</div>
|
|
<div class="line"><a name="l00920"></a><span class="lineno"> 920</span>  }</div>
|
|
<div class="line"><a name="l00921"></a><span class="lineno"> 921</span>  </div>
|
|
<div class="line"><a name="l00922"></a><span class="lineno"> 922</span>  <span class="comment">// Finally the name of the constraint.</span></div>
|
|
<div class="line"><a name="l00923"></a><span class="lineno"> 923</span>  <a class="code" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>[nextRow] = <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->name().empty() ? 0 : <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->name().c_str();</div>
|
|
<div class="line"><a name="l00924"></a><span class="lineno"> 924</span>  }</div>
|
|
<div class="line"><a name="l00925"></a><span class="lineno"> 925</span>  <span class="keywordflow">if</span> (nextRow > 0) {</div>
|
|
<div class="line"><a name="l00926"></a><span class="lineno"> 926</span>  CHECK_STATUS(CPXXaddrows(mEnv, mLp, 0, nextRow, nextNz, rhs.get(),</div>
|
|
<div class="line"><a name="l00927"></a><span class="lineno"> 927</span>  sense.get(), rmatbeg.get(), rmatind.get(),</div>
|
|
<div class="line"><a name="l00928"></a><span class="lineno"> 928</span>  rmatval.get(), 0, <a class="code" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>.get()));</div>
|
|
<div class="line"><a name="l00929"></a><span class="lineno"> 929</span>  <span class="keywordflow">if</span> (haveRanges) {</div>
|
|
<div class="line"><a name="l00930"></a><span class="lineno"> 930</span>  CHECK_STATUS(</div>
|
|
<div class="line"><a name="l00931"></a><span class="lineno"> 931</span>  CPXXchgrngval(mEnv, mLp, nextRow, rngind.get(), rngval.get()));</div>
|
|
<div class="line"><a name="l00932"></a><span class="lineno"> 932</span>  }</div>
|
|
<div class="line"><a name="l00933"></a><span class="lineno"> 933</span>  }</div>
|
|
<div class="line"><a name="l00934"></a><span class="lineno"> 934</span>  }</div>
|
|
<div class="line"><a name="l00935"></a><span class="lineno"> 935</span>  } <span class="keywordflow">catch</span> (...) {</div>
|
|
<div class="line"><a name="l00936"></a><span class="lineno"> 936</span>  <span class="comment">// Undo all changes in case of error.</span></div>
|
|
<div class="line"><a name="l00937"></a><span class="lineno"> 937</span>  CPXDIM <span class="keyword">const</span> rows = CPXXgetnumrows(mEnv, mLp);</div>
|
|
<div class="line"><a name="l00938"></a><span class="lineno"> 938</span>  <span class="keywordflow">if</span> (rows > offset) (void)CPXXdelrows(mEnv, mLp, offset, rows - 1);</div>
|
|
<div class="line"><a name="l00939"></a><span class="lineno"> 939</span>  std::vector<MPConstraint*> <span class="keyword">const</span>& constraints = solver_->constraints();</div>
|
|
<div class="line"><a name="l00940"></a><span class="lineno"> 940</span>  <span class="keywordtype">int</span> <span class="keyword">const</span> size = constraints.size();</div>
|
|
<div class="line"><a name="l00941"></a><span class="lineno"> 941</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = offset; i < size; ++i) set_constraint_as_extracted(i, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l00942"></a><span class="lineno"> 942</span>  <span class="keywordflow">throw</span>;</div>
|
|
<div class="line"><a name="l00943"></a><span class="lineno"> 943</span>  }</div>
|
|
<div class="line"><a name="l00944"></a><span class="lineno"> 944</span>  }</div>
|
|
<div class="line"><a name="l00945"></a><span class="lineno"> 945</span> }</div>
|
|
<div class="line"><a name="l00946"></a><span class="lineno"> 946</span>  </div>
|
|
<div class="line"><a name="l00947"></a><span class="lineno"> 947</span> <span class="comment">// Extract the objective function.</span></div>
|
|
<div class="line"><a name="l00948"></a><span class="lineno"> 948</span> <span class="keywordtype">void</span> CplexInterface::ExtractObjective() {</div>
|
|
<div class="line"><a name="l00949"></a><span class="lineno"> 949</span>  <span class="comment">// NOTE: The code assumes that the objective expression does not contain</span></div>
|
|
<div class="line"><a name="l00950"></a><span class="lineno"> 950</span>  <span class="comment">// any non-zero duplicates.</span></div>
|
|
<div class="line"><a name="l00951"></a><span class="lineno"> 951</span>  </div>
|
|
<div class="line"><a name="l00952"></a><span class="lineno"> 952</span>  CPXDIM <span class="keyword">const</span> cols = CPXXgetnumcols(mEnv, mLp);</div>
|
|
<div class="line"><a name="l00953"></a><span class="lineno"> 953</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(last_variable_index_, cols);</div>
|
|
<div class="line"><a name="l00954"></a><span class="lineno"> 954</span>  </div>
|
|
<div class="line"><a name="l00955"></a><span class="lineno"> 955</span>  unique_ptr<CPXDIM[]> ind(<span class="keyword">new</span> CPXDIM[cols]);</div>
|
|
<div class="line"><a name="l00956"></a><span class="lineno"> 956</span>  unique_ptr<double[]> val(<span class="keyword">new</span> <span class="keywordtype">double</span>[cols]);</div>
|
|
<div class="line"><a name="l00957"></a><span class="lineno"> 957</span>  <span class="keywordflow">for</span> (CPXDIM j = 0; j < cols; ++j) {</div>
|
|
<div class="line"><a name="l00958"></a><span class="lineno"> 958</span>  ind[j] = j;</div>
|
|
<div class="line"><a name="l00959"></a><span class="lineno"> 959</span>  val[j] = 0.0;</div>
|
|
<div class="line"><a name="l00960"></a><span class="lineno"> 960</span>  }</div>
|
|
<div class="line"><a name="l00961"></a><span class="lineno"> 961</span>  </div>
|
|
<div class="line"><a name="l00962"></a><span class="lineno"> 962</span>  <span class="keyword">const</span> <span class="keyword">auto</span>& coeffs = solver_->objective_->coefficients_;</div>
|
|
<div class="line"><a name="l00963"></a><span class="lineno"> 963</span>  <span class="keywordflow">for</span> (<span class="keyword">auto</span> it = coeffs.begin(); it != coeffs.end(); ++it) {</div>
|
|
<div class="line"><a name="l00964"></a><span class="lineno"> 964</span>  CPXDIM <span class="keyword">const</span> idx = it->first->index();</div>
|
|
<div class="line"><a name="l00965"></a><span class="lineno"> 965</span>  <span class="keywordflow">if</span> (variable_is_extracted(idx)) {</div>
|
|
<div class="line"><a name="l00966"></a><span class="lineno"> 966</span>  <a class="code" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(idx, cols);</div>
|
|
<div class="line"><a name="l00967"></a><span class="lineno"> 967</span>  val[idx] = it->second;</div>
|
|
<div class="line"><a name="l00968"></a><span class="lineno"> 968</span>  }</div>
|
|
<div class="line"><a name="l00969"></a><span class="lineno"> 969</span>  }</div>
|
|
<div class="line"><a name="l00970"></a><span class="lineno"> 970</span>  </div>
|
|
<div class="line"><a name="l00971"></a><span class="lineno"> 971</span>  CHECK_STATUS(CPXXchgobj(mEnv, mLp, cols, ind.get(), val.get()));</div>
|
|
<div class="line"><a name="l00972"></a><span class="lineno"> 972</span>  CHECK_STATUS(CPXEsetobjoffset(mEnv, mLp, solver_->Objective().offset()));</div>
|
|
<div class="line"><a name="l00973"></a><span class="lineno"> 973</span> }</div>
|
|
<div class="line"><a name="l00974"></a><span class="lineno"> 974</span>  </div>
|
|
<div class="line"><a name="l00975"></a><span class="lineno"> 975</span> <span class="comment">// ------ Parameters -----</span></div>
|
|
<div class="line"><a name="l00976"></a><span class="lineno"> 976</span>  </div>
|
|
<div class="line"><a name="l00977"></a><span class="lineno"> 977</span> <span class="keywordtype">void</span> CplexInterface::SetParameters(<span class="keyword">const</span> MPSolverParameters& param) {</div>
|
|
<div class="line"><a name="l00978"></a><span class="lineno"> 978</span>  SetCommonParameters(param);</div>
|
|
<div class="line"><a name="l00979"></a><span class="lineno"> 979</span>  <span class="keywordflow">if</span> (mMip) SetMIPParameters(param);</div>
|
|
<div class="line"><a name="l00980"></a><span class="lineno"> 980</span> }</div>
|
|
<div class="line"><a name="l00981"></a><span class="lineno"> 981</span>  </div>
|
|
<div class="line"><a name="l00982"></a><span class="lineno"> 982</span> <span class="keywordtype">void</span> CplexInterface::SetRelativeMipGap(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
|
|
<div class="line"><a name="l00983"></a><span class="lineno"> 983</span>  <span class="keywordflow">if</span> (mMip) {</div>
|
|
<div class="line"><a name="l00984"></a><span class="lineno"> 984</span>  CHECK_STATUS(CPXXsetdblparam(mEnv, CPX_PARAM_EPGAP, <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>));</div>
|
|
<div class="line"><a name="l00985"></a><span class="lineno"> 985</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00986"></a><span class="lineno"> 986</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>) << <span class="stringliteral">"The relative MIP gap is only available "</span></div>
|
|
<div class="line"><a name="l00987"></a><span class="lineno"> 987</span>  << <span class="stringliteral">"for discrete problems."</span>;</div>
|
|
<div class="line"><a name="l00988"></a><span class="lineno"> 988</span>  }</div>
|
|
<div class="line"><a name="l00989"></a><span class="lineno"> 989</span> }</div>
|
|
<div class="line"><a name="l00990"></a><span class="lineno"> 990</span>  </div>
|
|
<div class="line"><a name="l00991"></a><span class="lineno"> 991</span> <span class="keywordtype">void</span> CplexInterface::SetPrimalTolerance(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
|
|
<div class="line"><a name="l00992"></a><span class="lineno"> 992</span>  CHECK_STATUS(CPXXsetdblparam(mEnv, CPX_PARAM_EPRHS, <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>));</div>
|
|
<div class="line"><a name="l00993"></a><span class="lineno"> 993</span> }</div>
|
|
<div class="line"><a name="l00994"></a><span class="lineno"> 994</span>  </div>
|
|
<div class="line"><a name="l00995"></a><span class="lineno"> 995</span> <span class="keywordtype">void</span> CplexInterface::SetDualTolerance(<span class="keywordtype">double</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
|
|
<div class="line"><a name="l00996"></a><span class="lineno"> 996</span>  CHECK_STATUS(CPXXsetdblparam(mEnv, CPX_PARAM_EPOPT, <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>));</div>
|
|
<div class="line"><a name="l00997"></a><span class="lineno"> 997</span> }</div>
|
|
<div class="line"><a name="l00998"></a><span class="lineno"> 998</span>  </div>
|
|
<div class="line"><a name="l00999"></a><span class="lineno"> 999</span> <span class="keywordtype">void</span> CplexInterface::SetPresolveMode(<span class="keywordtype">int</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
|
|
<div class="line"><a name="l01000"></a><span class="lineno"> 1000</span>  MPSolverParameters::PresolveValues <span class="keyword">const</span> presolve =</div>
|
|
<div class="line"><a name="l01001"></a><span class="lineno"> 1001</span>  <span class="keyword">static_cast<</span>MPSolverParameters::PresolveValues<span class="keyword">></span>(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
|
|
<div class="line"><a name="l01002"></a><span class="lineno"> 1002</span>  </div>
|
|
<div class="line"><a name="l01003"></a><span class="lineno"> 1003</span>  <span class="keywordflow">switch</span> (presolve) {</div>
|
|
<div class="line"><a name="l01004"></a><span class="lineno"> 1004</span>  <span class="keywordflow">case</span> MPSolverParameters::PRESOLVE_OFF:</div>
|
|
<div class="line"><a name="l01005"></a><span class="lineno"> 1005</span>  CHECK_STATUS(CPXXsetintparam(mEnv, CPX_PARAM_PREIND, CPX_OFF));</div>
|
|
<div class="line"><a name="l01006"></a><span class="lineno"> 1006</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l01007"></a><span class="lineno"> 1007</span>  <span class="keywordflow">case</span> MPSolverParameters::PRESOLVE_ON:</div>
|
|
<div class="line"><a name="l01008"></a><span class="lineno"> 1008</span>  CHECK_STATUS(CPXXsetintparam(mEnv, CPX_PARAM_PREIND, CPX_ON));</div>
|
|
<div class="line"><a name="l01009"></a><span class="lineno"> 1009</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l01010"></a><span class="lineno"> 1010</span>  }</div>
|
|
<div class="line"><a name="l01011"></a><span class="lineno"> 1011</span>  SetIntegerParamToUnsupportedValue(MPSolverParameters::PRESOLVE, <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
|
|
<div class="line"><a name="l01012"></a><span class="lineno"> 1012</span> }</div>
|
|
<div class="line"><a name="l01013"></a><span class="lineno"> 1013</span>  </div>
|
|
<div class="line"><a name="l01014"></a><span class="lineno"> 1014</span> <span class="comment">// Sets the scaling mode.</span></div>
|
|
<div class="line"><a name="l01015"></a><span class="lineno"> 1015</span> <span class="keywordtype">void</span> CplexInterface::SetScalingMode(<span class="keywordtype">int</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
|
|
<div class="line"><a name="l01016"></a><span class="lineno"> 1016</span>  MPSolverParameters::ScalingValues <span class="keyword">const</span> scaling =</div>
|
|
<div class="line"><a name="l01017"></a><span class="lineno"> 1017</span>  <span class="keyword">static_cast<</span>MPSolverParameters::ScalingValues<span class="keyword">></span>(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
|
|
<div class="line"><a name="l01018"></a><span class="lineno"> 1018</span>  </div>
|
|
<div class="line"><a name="l01019"></a><span class="lineno"> 1019</span>  <span class="keywordflow">switch</span> (scaling) {</div>
|
|
<div class="line"><a name="l01020"></a><span class="lineno"> 1020</span>  <span class="keywordflow">case</span> MPSolverParameters::SCALING_OFF:</div>
|
|
<div class="line"><a name="l01021"></a><span class="lineno"> 1021</span>  CHECK_STATUS(CPXXsetintparam(mEnv, CPX_PARAM_SCAIND, -1));</div>
|
|
<div class="line"><a name="l01022"></a><span class="lineno"> 1022</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01023"></a><span class="lineno"> 1023</span>  <span class="keywordflow">case</span> MPSolverParameters::SCALING_ON:</div>
|
|
<div class="line"><a name="l01024"></a><span class="lineno"> 1024</span>  <span class="comment">// TODO: 0 is equilibrium scaling (the default), CPLEX also supports</span></div>
|
|
<div class="line"><a name="l01025"></a><span class="lineno"> 1025</span>  <span class="comment">// 1 aggressive scaling</span></div>
|
|
<div class="line"><a name="l01026"></a><span class="lineno"> 1026</span>  CHECK_STATUS(CPXXsetintparam(mEnv, CPX_PARAM_SCAIND, 0));</div>
|
|
<div class="line"><a name="l01027"></a><span class="lineno"> 1027</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01028"></a><span class="lineno"> 1028</span>  }</div>
|
|
<div class="line"><a name="l01029"></a><span class="lineno"> 1029</span> }</div>
|
|
<div class="line"><a name="l01030"></a><span class="lineno"> 1030</span>  </div>
|
|
<div class="line"><a name="l01031"></a><span class="lineno"> 1031</span> <span class="comment">// Sets the LP algorithm : primal, dual or barrier. Note that CPLEX offers other</span></div>
|
|
<div class="line"><a name="l01032"></a><span class="lineno"> 1032</span> <span class="comment">// LP algorithm (e.g. network) and automatic selection</span></div>
|
|
<div class="line"><a name="l01033"></a><span class="lineno"> 1033</span> <span class="keywordtype">void</span> CplexInterface::SetLpAlgorithm(<span class="keywordtype">int</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
|
|
<div class="line"><a name="l01034"></a><span class="lineno"> 1034</span>  MPSolverParameters::LpAlgorithmValues <span class="keyword">const</span> algorithm =</div>
|
|
<div class="line"><a name="l01035"></a><span class="lineno"> 1035</span>  <span class="keyword">static_cast<</span>MPSolverParameters::LpAlgorithmValues<span class="keyword">></span>(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
|
|
<div class="line"><a name="l01036"></a><span class="lineno"> 1036</span>  </div>
|
|
<div class="line"><a name="l01037"></a><span class="lineno"> 1037</span>  <span class="keywordtype">int</span> alg = CPX_ALG_NONE;</div>
|
|
<div class="line"><a name="l01038"></a><span class="lineno"> 1038</span>  </div>
|
|
<div class="line"><a name="l01039"></a><span class="lineno"> 1039</span>  <span class="keywordflow">switch</span> (algorithm) {</div>
|
|
<div class="line"><a name="l01040"></a><span class="lineno"> 1040</span>  <span class="keywordflow">case</span> MPSolverParameters::DUAL:</div>
|
|
<div class="line"><a name="l01041"></a><span class="lineno"> 1041</span>  alg = CPX_ALG_DUAL;</div>
|
|
<div class="line"><a name="l01042"></a><span class="lineno"> 1042</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01043"></a><span class="lineno"> 1043</span>  <span class="keywordflow">case</span> MPSolverParameters::PRIMAL:</div>
|
|
<div class="line"><a name="l01044"></a><span class="lineno"> 1044</span>  alg = CPX_ALG_PRIMAL;</div>
|
|
<div class="line"><a name="l01045"></a><span class="lineno"> 1045</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01046"></a><span class="lineno"> 1046</span>  <span class="keywordflow">case</span> MPSolverParameters::BARRIER:</div>
|
|
<div class="line"><a name="l01047"></a><span class="lineno"> 1047</span>  alg = CPX_ALG_BARRIER;</div>
|
|
<div class="line"><a name="l01048"></a><span class="lineno"> 1048</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01049"></a><span class="lineno"> 1049</span>  }</div>
|
|
<div class="line"><a name="l01050"></a><span class="lineno"> 1050</span>  </div>
|
|
<div class="line"><a name="l01051"></a><span class="lineno"> 1051</span>  <span class="keywordflow">if</span> (alg == CPX_ALG_NONE)</div>
|
|
<div class="line"><a name="l01052"></a><span class="lineno"> 1052</span>  SetIntegerParamToUnsupportedValue(MPSolverParameters::LP_ALGORITHM, <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
|
|
<div class="line"><a name="l01053"></a><span class="lineno"> 1053</span>  <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01054"></a><span class="lineno"> 1054</span>  CHECK_STATUS(CPXXsetintparam(mEnv, CPX_PARAM_LPMETHOD, alg));</div>
|
|
<div class="line"><a name="l01055"></a><span class="lineno"> 1055</span>  <span class="keywordflow">if</span> (mMip) {</div>
|
|
<div class="line"><a name="l01056"></a><span class="lineno"> 1056</span>  <span class="comment">// For MIP we have to change two more parameters to specify the</span></div>
|
|
<div class="line"><a name="l01057"></a><span class="lineno"> 1057</span>  <span class="comment">// algorithm that is used to solve LP relaxations.</span></div>
|
|
<div class="line"><a name="l01058"></a><span class="lineno"> 1058</span>  CHECK_STATUS(CPXXsetintparam(mEnv, CPX_PARAM_STARTALG, alg));</div>
|
|
<div class="line"><a name="l01059"></a><span class="lineno"> 1059</span>  CHECK_STATUS(CPXXsetintparam(mEnv, CPX_PARAM_SUBALG, alg));</div>
|
|
<div class="line"><a name="l01060"></a><span class="lineno"> 1060</span>  }</div>
|
|
<div class="line"><a name="l01061"></a><span class="lineno"> 1061</span>  }</div>
|
|
<div class="line"><a name="l01062"></a><span class="lineno"> 1062</span> }</div>
|
|
<div class="line"><a name="l01063"></a><span class="lineno"> 1063</span>  </div>
|
|
<div class="line"><a name="l01064"></a><span class="lineno"> 1064</span> <span class="keywordtype">bool</span> CplexInterface::ReadParameterFile(std::string <span class="keyword">const</span>& filename) {</div>
|
|
<div class="line"><a name="l01065"></a><span class="lineno"> 1065</span>  <span class="comment">// Return true on success and false on error.</span></div>
|
|
<div class="line"><a name="l01066"></a><span class="lineno"> 1066</span>  <span class="keywordflow">return</span> CPXXreadcopyparam(mEnv, filename.c_str()) == 0;</div>
|
|
<div class="line"><a name="l01067"></a><span class="lineno"> 1067</span> }</div>
|
|
<div class="line"><a name="l01068"></a><span class="lineno"> 1068</span>  </div>
|
|
<div class="line"><a name="l01069"></a><span class="lineno"> 1069</span> std::string CplexInterface::ValidFileExtensionForParameterFile()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01070"></a><span class="lineno"> 1070</span>  <span class="keywordflow">return</span> <span class="stringliteral">".prm"</span>;</div>
|
|
<div class="line"><a name="l01071"></a><span class="lineno"> 1071</span> }</div>
|
|
<div class="line"><a name="l01072"></a><span class="lineno"> 1072</span>  </div>
|
|
<div class="line"><a name="l01073"></a><span class="lineno"> 1073</span> MPSolver::ResultStatus <a class="code" href="namespaceoperations__research_1_1sat.html#af904018d9a1c9983624b1ce0331f2bf5">CplexInterface::Solve</a>(MPSolverParameters <span class="keyword">const</span>& param) {</div>
|
|
<div class="line"><a name="l01074"></a><span class="lineno"> 1074</span>  <span class="keywordtype">int</span> status;</div>
|
|
<div class="line"><a name="l01075"></a><span class="lineno"> 1075</span>  </div>
|
|
<div class="line"><a name="l01076"></a><span class="lineno"> 1076</span>  <span class="comment">// Delete chached information</span></div>
|
|
<div class="line"><a name="l01077"></a><span class="lineno"> 1077</span>  mCstat = 0;</div>
|
|
<div class="line"><a name="l01078"></a><span class="lineno"> 1078</span>  mRstat = 0;</div>
|
|
<div class="line"><a name="l01079"></a><span class="lineno"> 1079</span>  </div>
|
|
<div class="line"><a name="l01080"></a><span class="lineno"> 1080</span>  <a class="code" href="class_wall_timer.html">WallTimer</a> timer;</div>
|
|
<div class="line"><a name="l01081"></a><span class="lineno"> 1081</span>  timer.<a class="code" href="class_wall_timer.html#a07aaf1227e4d645f15e0a964f54ef291">Start</a>();</div>
|
|
<div class="line"><a name="l01082"></a><span class="lineno"> 1082</span>  </div>
|
|
<div class="line"><a name="l01083"></a><span class="lineno"> 1083</span>  <span class="comment">// Set incrementality</span></div>
|
|
<div class="line"><a name="l01084"></a><span class="lineno"> 1084</span>  MPSolverParameters::IncrementalityValues <span class="keyword">const</span> inc =</div>
|
|
<div class="line"><a name="l01085"></a><span class="lineno"> 1085</span>  <span class="keyword">static_cast<</span>MPSolverParameters::IncrementalityValues<span class="keyword">></span>(</div>
|
|
<div class="line"><a name="l01086"></a><span class="lineno"> 1086</span>  param.GetIntegerParam(MPSolverParameters::INCREMENTALITY));</div>
|
|
<div class="line"><a name="l01087"></a><span class="lineno"> 1087</span>  <span class="keywordflow">switch</span> (inc) {</div>
|
|
<div class="line"><a name="l01088"></a><span class="lineno"> 1088</span>  <span class="keywordflow">case</span> MPSolverParameters::INCREMENTALITY_OFF:</div>
|
|
<div class="line"><a name="l01089"></a><span class="lineno"> 1089</span>  Reset(); <span class="comment">/* This should not be required but re-extracting everything</span></div>
|
|
<div class="line"><a name="l01090"></a><span class="lineno"> 1090</span> <span class="comment"> * may be faster, so we do it. */</span></div>
|
|
<div class="line"><a name="l01091"></a><span class="lineno"> 1091</span>  CHECK_STATUS(CPXXsetintparam(mEnv, CPX_PARAM_ADVIND, 0));</div>
|
|
<div class="line"><a name="l01092"></a><span class="lineno"> 1092</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01093"></a><span class="lineno"> 1093</span>  <span class="keywordflow">case</span> MPSolverParameters::INCREMENTALITY_ON:</div>
|
|
<div class="line"><a name="l01094"></a><span class="lineno"> 1094</span>  CHECK_STATUS(CPXXsetintparam(mEnv, CPX_PARAM_ADVIND, 2));</div>
|
|
<div class="line"><a name="l01095"></a><span class="lineno"> 1095</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01096"></a><span class="lineno"> 1096</span>  }</div>
|
|
<div class="line"><a name="l01097"></a><span class="lineno"> 1097</span>  </div>
|
|
<div class="line"><a name="l01098"></a><span class="lineno"> 1098</span>  <span class="comment">// Extract the model to be solved.</span></div>
|
|
<div class="line"><a name="l01099"></a><span class="lineno"> 1099</span>  <span class="comment">// If we don't support incremental extraction and the low-level modeling</span></div>
|
|
<div class="line"><a name="l01100"></a><span class="lineno"> 1100</span>  <span class="comment">// is out of sync then we have to re-extract everything. Note that this</span></div>
|
|
<div class="line"><a name="l01101"></a><span class="lineno"> 1101</span>  <span class="comment">// will lose MIP starts or advanced basis information from a previous</span></div>
|
|
<div class="line"><a name="l01102"></a><span class="lineno"> 1102</span>  <span class="comment">// solve.</span></div>
|
|
<div class="line"><a name="l01103"></a><span class="lineno"> 1103</span>  <span class="keywordflow">if</span> (!supportIncrementalExtraction && sync_status_ == MUST_RELOAD) Reset();</div>
|
|
<div class="line"><a name="l01104"></a><span class="lineno"> 1104</span>  ExtractModel();</div>
|
|
<div class="line"><a name="l01105"></a><span class="lineno"> 1105</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << absl::StrFormat(<span class="stringliteral">"Model build in %.3f seconds."</span>, timer.<a class="code" href="class_wall_timer.html#aec56fe080959ecebec3feaed9dafde84">Get</a>());</div>
|
|
<div class="line"><a name="l01106"></a><span class="lineno"> 1106</span>  </div>
|
|
<div class="line"><a name="l01107"></a><span class="lineno"> 1107</span>  <span class="comment">// Set log level.</span></div>
|
|
<div class="line"><a name="l01108"></a><span class="lineno"> 1108</span>  CHECK_STATUS(</div>
|
|
<div class="line"><a name="l01109"></a><span class="lineno"> 1109</span>  CPXXsetintparam(mEnv, CPX_PARAM_SCRIND, quiet() ? CPX_OFF : CPX_ON));</div>
|
|
<div class="line"><a name="l01110"></a><span class="lineno"> 1110</span>  </div>
|
|
<div class="line"><a name="l01111"></a><span class="lineno"> 1111</span>  <span class="comment">// Set parameters.</span></div>
|
|
<div class="line"><a name="l01112"></a><span class="lineno"> 1112</span>  <span class="comment">// NOTE: We must invoke SetSolverSpecificParametersAsString() _first_.</span></div>
|
|
<div class="line"><a name="l01113"></a><span class="lineno"> 1113</span>  <span class="comment">// Its current implementation invokes ReadParameterFile() which in</span></div>
|
|
<div class="line"><a name="l01114"></a><span class="lineno"> 1114</span>  <span class="comment">// turn invokes CPXXreadcopyparam(). The latter will _overwrite_</span></div>
|
|
<div class="line"><a name="l01115"></a><span class="lineno"> 1115</span>  <span class="comment">// all current parameter settings in the environment.</span></div>
|
|
<div class="line"><a name="l01116"></a><span class="lineno"> 1116</span>  solver_->SetSolverSpecificParametersAsString(</div>
|
|
<div class="line"><a name="l01117"></a><span class="lineno"> 1117</span>  solver_->solver_specific_parameter_string_);</div>
|
|
<div class="line"><a name="l01118"></a><span class="lineno"> 1118</span>  SetParameters(param);</div>
|
|
<div class="line"><a name="l01119"></a><span class="lineno"> 1119</span>  <span class="keywordflow">if</span> (solver_->time_limit()) {</div>
|
|
<div class="line"><a name="l01120"></a><span class="lineno"> 1120</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Setting time limit = "</span> << solver_->time_limit() << <span class="stringliteral">" ms."</span>;</div>
|
|
<div class="line"><a name="l01121"></a><span class="lineno"> 1121</span>  CHECK_STATUS(</div>
|
|
<div class="line"><a name="l01122"></a><span class="lineno"> 1122</span>  CPXXsetdblparam(mEnv, CPX_PARAM_TILIM, solver_->time_limit() * 1e-3));</div>
|
|
<div class="line"><a name="l01123"></a><span class="lineno"> 1123</span>  }</div>
|
|
<div class="line"><a name="l01124"></a><span class="lineno"> 1124</span>  </div>
|
|
<div class="line"><a name="l01125"></a><span class="lineno"> 1125</span>  <span class="comment">// Solve.</span></div>
|
|
<div class="line"><a name="l01126"></a><span class="lineno"> 1126</span>  <span class="comment">// Do not CHECK_STATUS here since some errors (for example CPXERR_NO_MEMORY)</span></div>
|
|
<div class="line"><a name="l01127"></a><span class="lineno"> 1127</span>  <span class="comment">// still allow us to query useful information.</span></div>
|
|
<div class="line"><a name="l01128"></a><span class="lineno"> 1128</span>  timer.<a class="code" href="class_wall_timer.html#a6bdbb9a2345c126ae0d72b1e2a9a21d5">Restart</a>();</div>
|
|
<div class="line"><a name="l01129"></a><span class="lineno"> 1129</span>  <span class="keywordflow">if</span> (mMip) {</div>
|
|
<div class="line"><a name="l01130"></a><span class="lineno"> 1130</span>  status = CPXXmipopt(mEnv, mLp);</div>
|
|
<div class="line"><a name="l01131"></a><span class="lineno"> 1131</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01132"></a><span class="lineno"> 1132</span>  status = CPXXlpopt(mEnv, mLp);</div>
|
|
<div class="line"><a name="l01133"></a><span class="lineno"> 1133</span>  }</div>
|
|
<div class="line"><a name="l01134"></a><span class="lineno"> 1134</span>  </div>
|
|
<div class="line"><a name="l01135"></a><span class="lineno"> 1135</span>  <span class="comment">// Disable screen output right after solve</span></div>
|
|
<div class="line"><a name="l01136"></a><span class="lineno"> 1136</span>  (void)CPXXsetintparam(mEnv, CPX_PARAM_SCRIND, CPX_OFF);</div>
|
|
<div class="line"><a name="l01137"></a><span class="lineno"> 1137</span>  </div>
|
|
<div class="line"><a name="l01138"></a><span class="lineno"> 1138</span>  <span class="keywordflow">if</span> (status) {</div>
|
|
<div class="line"><a name="l01139"></a><span class="lineno"> 1139</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << absl::StrFormat(<span class="stringliteral">"Failed to optimize MIP. Error %d"</span>, status);</div>
|
|
<div class="line"><a name="l01140"></a><span class="lineno"> 1140</span>  <span class="comment">// NOTE: We do not return immediately since there may be information</span></div>
|
|
<div class="line"><a name="l01141"></a><span class="lineno"> 1141</span>  <span class="comment">// to grab (for example an incumbent)</span></div>
|
|
<div class="line"><a name="l01142"></a><span class="lineno"> 1142</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01143"></a><span class="lineno"> 1143</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << absl::StrFormat(<span class="stringliteral">"Solved in %.3f seconds."</span>, timer.<a class="code" href="class_wall_timer.html#aec56fe080959ecebec3feaed9dafde84">Get</a>());</div>
|
|
<div class="line"><a name="l01144"></a><span class="lineno"> 1144</span>  }</div>
|
|
<div class="line"><a name="l01145"></a><span class="lineno"> 1145</span>  </div>
|
|
<div class="line"><a name="l01146"></a><span class="lineno"> 1146</span>  <span class="keywordtype">int</span> <span class="keyword">const</span> cpxstat = CPXXgetstat(mEnv, mLp);</div>
|
|
<div class="line"><a name="l01147"></a><span class="lineno"> 1147</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << absl::StrFormat(<span class="stringliteral">"CPLEX solution status %d."</span>, cpxstat);</div>
|
|
<div class="line"><a name="l01148"></a><span class="lineno"> 1148</span>  </div>
|
|
<div class="line"><a name="l01149"></a><span class="lineno"> 1149</span>  <span class="comment">// Figure out what solution we have.</span></div>
|
|
<div class="line"><a name="l01150"></a><span class="lineno"> 1150</span>  <span class="keywordtype">int</span> solnmethod, solntype, pfeas, dfeas;</div>
|
|
<div class="line"><a name="l01151"></a><span class="lineno"> 1151</span>  CHECK_STATUS(CPXXsolninfo(mEnv, mLp, &solnmethod, &solntype, &pfeas, &dfeas));</div>
|
|
<div class="line"><a name="l01152"></a><span class="lineno"> 1152</span>  <span class="keywordtype">bool</span> <span class="keyword">const</span> feasible = pfeas != 0;</div>
|
|
<div class="line"><a name="l01153"></a><span class="lineno"> 1153</span>  </div>
|
|
<div class="line"><a name="l01154"></a><span class="lineno"> 1154</span>  <span class="comment">// Get problem dimensions for solution queries below.</span></div>
|
|
<div class="line"><a name="l01155"></a><span class="lineno"> 1155</span>  CPXDIM <span class="keyword">const</span> rows = CPXXgetnumrows(mEnv, mLp);</div>
|
|
<div class="line"><a name="l01156"></a><span class="lineno"> 1156</span>  CPXDIM <span class="keyword">const</span> cols = CPXXgetnumcols(mEnv, mLp);</div>
|
|
<div class="line"><a name="l01157"></a><span class="lineno"> 1157</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(rows, solver_->constraints_.size());</div>
|
|
<div class="line"><a name="l01158"></a><span class="lineno"> 1158</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(cols, solver_->variables_.size());</div>
|
|
<div class="line"><a name="l01159"></a><span class="lineno"> 1159</span>  </div>
|
|
<div class="line"><a name="l01160"></a><span class="lineno"> 1160</span>  <span class="comment">// Capture objective function value.</span></div>
|
|
<div class="line"><a name="l01161"></a><span class="lineno"> 1161</span>  objective_value_ = CPX_NAN;</div>
|
|
<div class="line"><a name="l01162"></a><span class="lineno"> 1162</span>  best_objective_bound_ = CPX_NAN;</div>
|
|
<div class="line"><a name="l01163"></a><span class="lineno"> 1163</span>  <span class="keywordflow">if</span> (feasible) {</div>
|
|
<div class="line"><a name="l01164"></a><span class="lineno"> 1164</span>  CHECK_STATUS(CPXXgetobjval(mEnv, mLp, &objective_value_));</div>
|
|
<div class="line"><a name="l01165"></a><span class="lineno"> 1165</span>  <span class="keywordflow">if</span> (mMip) {</div>
|
|
<div class="line"><a name="l01166"></a><span class="lineno"> 1166</span>  CHECK_STATUS(CPXXgetbestobjval(mEnv, mLp, &best_objective_bound_));</div>
|
|
<div class="line"><a name="l01167"></a><span class="lineno"> 1167</span>  }</div>
|
|
<div class="line"><a name="l01168"></a><span class="lineno"> 1168</span>  }</div>
|
|
<div class="line"><a name="l01169"></a><span class="lineno"> 1169</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"objective="</span> << objective_value_</div>
|
|
<div class="line"><a name="l01170"></a><span class="lineno"> 1170</span>  << <span class="stringliteral">", bound="</span> << best_objective_bound_;</div>
|
|
<div class="line"><a name="l01171"></a><span class="lineno"> 1171</span>  </div>
|
|
<div class="line"><a name="l01172"></a><span class="lineno"> 1172</span>  <span class="comment">// Capture primal and dual solutions</span></div>
|
|
<div class="line"><a name="l01173"></a><span class="lineno"> 1173</span>  <span class="keywordflow">if</span> (mMip) {</div>
|
|
<div class="line"><a name="l01174"></a><span class="lineno"> 1174</span>  <span class="comment">// If there is a primal feasible solution then capture it.</span></div>
|
|
<div class="line"><a name="l01175"></a><span class="lineno"> 1175</span>  <span class="keywordflow">if</span> (feasible) {</div>
|
|
<div class="line"><a name="l01176"></a><span class="lineno"> 1176</span>  <span class="keywordflow">if</span> (cols > 0) {</div>
|
|
<div class="line"><a name="l01177"></a><span class="lineno"> 1177</span>  unique_ptr<double[]> x(<span class="keyword">new</span> <span class="keywordtype">double</span>[cols]);</div>
|
|
<div class="line"><a name="l01178"></a><span class="lineno"> 1178</span>  CHECK_STATUS(CPXXgetx(mEnv, mLp, x.get(), 0, cols - 1));</div>
|
|
<div class="line"><a name="l01179"></a><span class="lineno"> 1179</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < solver_->variables_.size(); ++i) {</div>
|
|
<div class="line"><a name="l01180"></a><span class="lineno"> 1180</span>  MPVariable* <span class="keyword">const</span> <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> = solver_->variables_[i];</div>
|
|
<div class="line"><a name="l01181"></a><span class="lineno"> 1181</span>  <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->set_solution_value(x[i]);</div>
|
|
<div class="line"><a name="l01182"></a><span class="lineno"> 1182</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->name() << <span class="stringliteral">": value ="</span> << x[i];</div>
|
|
<div class="line"><a name="l01183"></a><span class="lineno"> 1183</span>  }</div>
|
|
<div class="line"><a name="l01184"></a><span class="lineno"> 1184</span>  }</div>
|
|
<div class="line"><a name="l01185"></a><span class="lineno"> 1185</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01186"></a><span class="lineno"> 1186</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < solver_->variables_.size(); ++i)</div>
|
|
<div class="line"><a name="l01187"></a><span class="lineno"> 1187</span>  solver_->variables_[i]->set_solution_value(CPX_NAN);</div>
|
|
<div class="line"><a name="l01188"></a><span class="lineno"> 1188</span>  }</div>
|
|
<div class="line"><a name="l01189"></a><span class="lineno"> 1189</span>  </div>
|
|
<div class="line"><a name="l01190"></a><span class="lineno"> 1190</span>  <span class="comment">// MIP does not have duals</span></div>
|
|
<div class="line"><a name="l01191"></a><span class="lineno"> 1191</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < solver_->variables_.size(); ++i)</div>
|
|
<div class="line"><a name="l01192"></a><span class="lineno"> 1192</span>  solver_->variables_[i]->set_reduced_cost(CPX_NAN);</div>
|
|
<div class="line"><a name="l01193"></a><span class="lineno"> 1193</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < solver_->constraints_.size(); ++i)</div>
|
|
<div class="line"><a name="l01194"></a><span class="lineno"> 1194</span>  solver_->constraints_[i]->set_dual_value(CPX_NAN);</div>
|
|
<div class="line"><a name="l01195"></a><span class="lineno"> 1195</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01196"></a><span class="lineno"> 1196</span>  <span class="comment">// Continuous problem.</span></div>
|
|
<div class="line"><a name="l01197"></a><span class="lineno"> 1197</span>  <span class="keywordflow">if</span> (cols > 0) {</div>
|
|
<div class="line"><a name="l01198"></a><span class="lineno"> 1198</span>  unique_ptr<double[]> x(<span class="keyword">new</span> <span class="keywordtype">double</span>[cols]);</div>
|
|
<div class="line"><a name="l01199"></a><span class="lineno"> 1199</span>  unique_ptr<double[]> dj(<span class="keyword">new</span> <span class="keywordtype">double</span>[cols]);</div>
|
|
<div class="line"><a name="l01200"></a><span class="lineno"> 1200</span>  <span class="keywordflow">if</span> (feasible) CHECK_STATUS(CPXXgetx(mEnv, mLp, x.get(), 0, cols - 1));</div>
|
|
<div class="line"><a name="l01201"></a><span class="lineno"> 1201</span>  <span class="keywordflow">if</span> (dfeas) CHECK_STATUS(CPXXgetdj(mEnv, mLp, dj.get(), 0, cols - 1));</div>
|
|
<div class="line"><a name="l01202"></a><span class="lineno"> 1202</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < solver_->variables_.size(); ++i) {</div>
|
|
<div class="line"><a name="l01203"></a><span class="lineno"> 1203</span>  MPVariable* <span class="keyword">const</span> <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> = solver_->variables_[i];</div>
|
|
<div class="line"><a name="l01204"></a><span class="lineno"> 1204</span>  <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->set_solution_value(x[i]);</div>
|
|
<div class="line"><a name="l01205"></a><span class="lineno"> 1205</span>  <span class="keywordtype">bool</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> = <span class="keyword">false</span>, dual = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01206"></a><span class="lineno"> 1206</span>  </div>
|
|
<div class="line"><a name="l01207"></a><span class="lineno"> 1207</span>  <span class="keywordflow">if</span> (feasible) {</div>
|
|
<div class="line"><a name="l01208"></a><span class="lineno"> 1208</span>  <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->set_solution_value(x[i]);</div>
|
|
<div class="line"><a name="l01209"></a><span class="lineno"> 1209</span>  <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01210"></a><span class="lineno"> 1210</span>  } <span class="keywordflow">else</span></div>
|
|
<div class="line"><a name="l01211"></a><span class="lineno"> 1211</span>  <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->set_solution_value(CPX_NAN);</div>
|
|
<div class="line"><a name="l01212"></a><span class="lineno"> 1212</span>  <span class="keywordflow">if</span> (dfeas) {</div>
|
|
<div class="line"><a name="l01213"></a><span class="lineno"> 1213</span>  <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->set_reduced_cost(dj[i]);</div>
|
|
<div class="line"><a name="l01214"></a><span class="lineno"> 1214</span>  dual = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01215"></a><span class="lineno"> 1215</span>  } <span class="keywordflow">else</span></div>
|
|
<div class="line"><a name="l01216"></a><span class="lineno"> 1216</span>  <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->set_reduced_cost(CPX_NAN);</div>
|
|
<div class="line"><a name="l01217"></a><span class="lineno"> 1217</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->name() << <span class="stringliteral">":"</span></div>
|
|
<div class="line"><a name="l01218"></a><span class="lineno"> 1218</span>  << (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> ? absl::StrFormat(<span class="stringliteral">" value = %f"</span>, x[i]) : <span class="stringliteral">""</span>)</div>
|
|
<div class="line"><a name="l01219"></a><span class="lineno"> 1219</span>  << (dual ? <a class="code" href="namespaceabsl.html">absl</a>::StrFormat(<span class="stringliteral">" reduced cost = %f"</span>, dj[i]) : <span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a name="l01220"></a><span class="lineno"> 1220</span>  }</div>
|
|
<div class="line"><a name="l01221"></a><span class="lineno"> 1221</span>  }</div>
|
|
<div class="line"><a name="l01222"></a><span class="lineno"> 1222</span>  </div>
|
|
<div class="line"><a name="l01223"></a><span class="lineno"> 1223</span>  <span class="keywordflow">if</span> (rows > 0) {</div>
|
|
<div class="line"><a name="l01224"></a><span class="lineno"> 1224</span>  unique_ptr<double[]> pi(<span class="keyword">new</span> <span class="keywordtype">double</span>[rows]);</div>
|
|
<div class="line"><a name="l01225"></a><span class="lineno"> 1225</span>  <span class="keywordflow">if</span> (dfeas) CHECK_STATUS(CPXXgetpi(mEnv, mLp, pi.get(), 0, rows - 1));</div>
|
|
<div class="line"><a name="l01226"></a><span class="lineno"> 1226</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < solver_->constraints_.size(); ++i) {</div>
|
|
<div class="line"><a name="l01227"></a><span class="lineno"> 1227</span>  MPConstraint* <span class="keyword">const</span> <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a> = solver_->constraints_[i];</div>
|
|
<div class="line"><a name="l01228"></a><span class="lineno"> 1228</span>  <span class="keywordtype">bool</span> dual = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01229"></a><span class="lineno"> 1229</span>  <span class="keywordflow">if</span> (dfeas) {</div>
|
|
<div class="line"><a name="l01230"></a><span class="lineno"> 1230</span>  <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->set_dual_value(pi[i]);</div>
|
|
<div class="line"><a name="l01231"></a><span class="lineno"> 1231</span>  dual = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01232"></a><span class="lineno"> 1232</span>  } <span class="keywordflow">else</span></div>
|
|
<div class="line"><a name="l01233"></a><span class="lineno"> 1233</span>  <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->set_dual_value(CPX_NAN);</div>
|
|
<div class="line"><a name="l01234"></a><span class="lineno"> 1234</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(4) << <span class="stringliteral">"row "</span> << <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->index() << <span class="stringliteral">":"</span></div>
|
|
<div class="line"><a name="l01235"></a><span class="lineno"> 1235</span>  << (dual ? absl::StrFormat(<span class="stringliteral">" dual = %f"</span>, pi[i]) : <span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a name="l01236"></a><span class="lineno"> 1236</span>  }</div>
|
|
<div class="line"><a name="l01237"></a><span class="lineno"> 1237</span>  }</div>
|
|
<div class="line"><a name="l01238"></a><span class="lineno"> 1238</span>  }</div>
|
|
<div class="line"><a name="l01239"></a><span class="lineno"> 1239</span>  </div>
|
|
<div class="line"><a name="l01240"></a><span class="lineno"> 1240</span>  <span class="comment">// Map CPLEX status to more generic solution status in MPSolver</span></div>
|
|
<div class="line"><a name="l01241"></a><span class="lineno"> 1241</span>  <span class="keywordflow">switch</span> (cpxstat) {</div>
|
|
<div class="line"><a name="l01242"></a><span class="lineno"> 1242</span>  <span class="keywordflow">case</span> CPX_STAT_OPTIMAL:</div>
|
|
<div class="line"><a name="l01243"></a><span class="lineno"> 1243</span>  <span class="keywordflow">case</span> CPXMIP_OPTIMAL:</div>
|
|
<div class="line"><a name="l01244"></a><span class="lineno"> 1244</span>  result_status_ = <a class="code" href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a2579881e7c83261bc21bafb5a5c92cad">MPSolver::OPTIMAL</a>;</div>
|
|
<div class="line"><a name="l01245"></a><span class="lineno"> 1245</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01246"></a><span class="lineno"> 1246</span>  <span class="keywordflow">case</span> CPXMIP_OPTIMAL_TOL:</div>
|
|
<div class="line"><a name="l01247"></a><span class="lineno"> 1247</span>  <span class="comment">// To be consistent with the other solvers.</span></div>
|
|
<div class="line"><a name="l01248"></a><span class="lineno"> 1248</span>  result_status_ = <a class="code" href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a2579881e7c83261bc21bafb5a5c92cad">MPSolver::OPTIMAL</a>;</div>
|
|
<div class="line"><a name="l01249"></a><span class="lineno"> 1249</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01250"></a><span class="lineno"> 1250</span>  <span class="keywordflow">case</span> CPX_STAT_INFEASIBLE:</div>
|
|
<div class="line"><a name="l01251"></a><span class="lineno"> 1251</span>  <span class="keywordflow">case</span> CPXMIP_INFEASIBLE:</div>
|
|
<div class="line"><a name="l01252"></a><span class="lineno"> 1252</span>  result_status_ = <a class="code" href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a2884fa43446c0cbc9c7a9b74d41d7483">MPSolver::INFEASIBLE</a>;</div>
|
|
<div class="line"><a name="l01253"></a><span class="lineno"> 1253</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01254"></a><span class="lineno"> 1254</span>  <span class="keywordflow">case</span> CPX_STAT_UNBOUNDED:</div>
|
|
<div class="line"><a name="l01255"></a><span class="lineno"> 1255</span>  <span class="keywordflow">case</span> CPXMIP_UNBOUNDED:</div>
|
|
<div class="line"><a name="l01256"></a><span class="lineno"> 1256</span>  result_status_ = MPSolver::UNBOUNDED;</div>
|
|
<div class="line"><a name="l01257"></a><span class="lineno"> 1257</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01258"></a><span class="lineno"> 1258</span>  <span class="keywordflow">case</span> CPX_STAT_INForUNBD:</div>
|
|
<div class="line"><a name="l01259"></a><span class="lineno"> 1259</span>  <span class="keywordflow">case</span> CPXMIP_INForUNBD:</div>
|
|
<div class="line"><a name="l01260"></a><span class="lineno"> 1260</span>  result_status_ = <a class="code" href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a2884fa43446c0cbc9c7a9b74d41d7483">MPSolver::INFEASIBLE</a>;</div>
|
|
<div class="line"><a name="l01261"></a><span class="lineno"> 1261</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01262"></a><span class="lineno"> 1262</span>  <span class="keywordflow">default</span>:</div>
|
|
<div class="line"><a name="l01263"></a><span class="lineno"> 1263</span>  result_status_ = feasible ? <a class="code" href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a03f919221217f95d21a593a7120165e1">MPSolver::FEASIBLE</a> : MPSolver::ABNORMAL;</div>
|
|
<div class="line"><a name="l01264"></a><span class="lineno"> 1264</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01265"></a><span class="lineno"> 1265</span>  }</div>
|
|
<div class="line"><a name="l01266"></a><span class="lineno"> 1266</span>  </div>
|
|
<div class="line"><a name="l01267"></a><span class="lineno"> 1267</span>  sync_status_ = SOLUTION_SYNCHRONIZED;</div>
|
|
<div class="line"><a name="l01268"></a><span class="lineno"> 1268</span>  <span class="keywordflow">return</span> result_status_;</div>
|
|
<div class="line"><a name="l01269"></a><span class="lineno"> 1269</span> }</div>
|
|
<div class="line"><a name="l01270"></a><span class="lineno"> 1270</span>  </div>
|
|
<div class="line"><a name="l01271"></a><span class="lineno"> 1271</span> MPSolverInterface* BuildCplexInterface(<span class="keywordtype">bool</span> mip, MPSolver* <span class="keyword">const</span> solver) {</div>
|
|
<div class="line"><a name="l01272"></a><span class="lineno"> 1272</span>  <span class="keywordflow">return</span> <span class="keyword">new</span> CplexInterface(solver, mip);</div>
|
|
<div class="line"><a name="l01273"></a><span class="lineno"> 1273</span> }</div>
|
|
<div class="line"><a name="l01274"></a><span class="lineno"> 1274</span>  </div>
|
|
<div class="line"><a name="l01275"></a><span class="lineno"> 1275</span> } <span class="comment">// namespace operations_research</span></div>
|
|
<div class="line"><a name="l01276"></a><span class="lineno"> 1276</span> <span class="preprocessor">#endif </span><span class="comment">// #if defined(USE_CPLEX)</span></div>
|
|
<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_a4395e95bab44e222cb2e77251017a0e2"><div class="ttname"><a href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a></div><div class="ttdeci">#define DCHECK_LE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00887">base/logging.h:887</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ab4f56aa24c4c9cddc47a6abd2d747f9a"><div class="ttname"><a href="base_2logging_8h.html#ab4f56aa24c4c9cddc47a6abd2d747f9a">DCHECK_GT</a></div><div class="ttdeci">#define DCHECK_GT(val1, val2)</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_ab62f5ed8f2d48e29802be0cbbcd1359a"><div class="ttname"><a href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a></div><div class="ttdeci">#define DCHECK_LT(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00888">base/logging.h:888</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_accad43a85d781d53381cd53a9894b6ae"><div class="ttname"><a href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a></div><div class="ttdeci">#define LOG(severity)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00420">base/logging.h:420</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ae17f8119c108cf3070bad3449c7e0006"><div class="ttname"><a href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a></div><div class="ttdeci">#define DCHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00884">base/logging.h:884</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ae89df3243bbb8341130c7b3f44145ea0"><div class="ttname"><a href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a></div><div class="ttdeci">#define DCHECK_EQ(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00885">base/logging.h:885</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_afcaa7cadd41741bb855c2ada1d2ef927"><div class="ttname"><a href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a></div><div class="ttdeci">#define VLOG(verboselevel)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00978">base/logging.h:978</a></div></div>
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<div class="ttc" id="aclass_wall_timer_html"><div class="ttname"><a href="class_wall_timer.html">WallTimer</a></div><div class="ttdef"><b>Definition:</b> <a href="timer_8h_source.html#l00023">timer.h:23</a></div></div>
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<div class="ttc" id="aclass_wall_timer_html_a07aaf1227e4d645f15e0a964f54ef291"><div class="ttname"><a href="class_wall_timer.html#a07aaf1227e4d645f15e0a964f54ef291">WallTimer::Start</a></div><div class="ttdeci">void Start()</div><div class="ttdef"><b>Definition:</b> <a href="timer_8h_source.html#l00031">timer.h:31</a></div></div>
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<div class="ttc" id="aclass_wall_timer_html_a6bdbb9a2345c126ae0d72b1e2a9a21d5"><div class="ttname"><a href="class_wall_timer.html#a6bdbb9a2345c126ae0d72b1e2a9a21d5">WallTimer::Restart</a></div><div class="ttdeci">void Restart()</div><div class="ttdef"><b>Definition:</b> <a href="timer_8h_source.html#l00035">timer.h:35</a></div></div>
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<div class="ttc" id="aclass_wall_timer_html_aec56fe080959ecebec3feaed9dafde84"><div class="ttname"><a href="class_wall_timer.html#aec56fe080959ecebec3feaed9dafde84">WallTimer::Get</a></div><div class="ttdeci">double Get() const</div><div class="ttdef"><b>Definition:</b> <a href="timer_8h_source.html#l00045">timer.h:45</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_m_p_solver_html_a573d479910e373f5d771d303e440587d"><div class="ttname"><a href="classoperations__research_1_1_m_p_solver.html#a573d479910e373f5d771d303e440587d">operations_research::MPSolver::ResultStatus</a></div><div class="ttdeci">ResultStatus</div><div class="ttdoc">The status of solving the problem.</div><div class="ttdef"><b>Definition:</b> <a href="linear__solver_8h_source.html#l00427">linear_solver.h:427</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#l00642">linear_solver.h:642</a></div></div>
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<div class="ttc" id="adefault__search_8cc_html_ac673bc430bdc3fdaa09f7becf98ef267"><div class="ttname"><a href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a></div><div class="ttdeci">const std::string name</div><div class="ttdef"><b>Definition:</b> <a href="default__search_8cc_source.html#l00808">default_search.cc:808</a></div></div>
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<div class="ttc" id="ademon__profiler_8cc_html_a05da18ca9c7b657a4a6ea24e07c9b695"><div class="ttname"><a href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a></div><div class="ttdeci">const Constraint * ct</div><div class="ttdef"><b>Definition:</b> <a href="demon__profiler_8cc_source.html#l00042">demon_profiler.cc:42</a></div></div>
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<div class="ttc" id="ademon__profiler_8cc_html_a21edc7ca4cc5802c8779d68556bc09cf"><div class="ttname"><a href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a></div><div class="ttdeci">int64 value</div><div class="ttdef"><b>Definition:</b> <a href="demon__profiler_8cc_source.html#l00043">demon_profiler.cc:43</a></div></div>
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<div class="ttc" id="aexpr__array_8cc_html_a472a99923cbe11ae7b5a5d157d9ad465"><div class="ttname"><a href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a></div><div class="ttdeci">IntVar * var</div><div class="ttdef"><b>Definition:</b> <a href="expr__array_8cc_source.html#l01858">expr_array.cc:1858</a></div></div>
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<div class="ttc" id="aintegral__types_8h_html"><div class="ttname"><a href="integral__types_8h.html">integral_types.h</a></div></div>
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<div class="ttc" id="aintegral__types_8h_html_a7cde0074dfd288f2d70c0e035dacb28a"><div class="ttname"><a href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a></div><div class="ttdeci">int64_t int64</div><div class="ttdef"><b>Definition:</b> <a href="integral__types_8h_source.html#l00034">integral_types.h:34</a></div></div>
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<div class="ttc" id="alinear__solver_8h_html"><div class="ttname"><a href="linear__solver_8h.html">linear_solver.h</a></div><div class="ttdoc">A C++ wrapper that provides a simple and unified interface to several linear programming and mixed in...</div></div>
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<div class="ttc" id="alog__severity_8h_html_a50e5762f38854b37ee3e2851bc1bb0e7"><div class="ttname"><a href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a></div><div class="ttdeci">const int WARNING</div><div class="ttdef"><b>Definition:</b> <a href="log__severity_8h_source.html#l00031">log_severity.h:31</a></div></div>
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<div class="ttc" id="alog__severity_8h_html_acdd38e3c9f22f127d7776920e3079eda"><div class="ttname"><a href="log__severity_8h.html#acdd38e3c9f22f127d7776920e3079eda">FATAL</a></div><div class="ttdeci">const int FATAL</div><div class="ttdef"><b>Definition:</b> <a href="log__severity_8h_source.html#l00032">log_severity.h:32</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aa9d6c98fdf8d89b0e2321fda02adc82c"><div class="ttname"><a href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a></div><div class="ttdeci">ColIndex col</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00176">markowitz.cc:176</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aea35f36ba98d5bbd8d033382f50c9e52"><div class="ttname"><a href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a></div><div class="ttdeci">RowIndex row</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00175">markowitz.cc:175</a></div></div>
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<div class="ttc" id="anamespaceabsl_html"><div class="ttname"><a href="namespaceabsl.html">absl</a></div><div class="ttdef"><b>Definition:</b> <a href="cleanup_8h_source.html#l00022">cleanup.h:22</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_aedc4ddb96acc28481c09828d2e016815a03f919221217f95d21a593a7120165e1"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a03f919221217f95d21a593a7120165e1">operations_research::sat::FEASIBLE</a></div><div class="ttdeci">@ FEASIBLE</div><div class="ttdef"><b>Definition:</b> <a href="cp__model_8pb_8h_source.html#l00225">cp_model.pb.h:225</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_aedc4ddb96acc28481c09828d2e016815a2579881e7c83261bc21bafb5a5c92cad"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a2579881e7c83261bc21bafb5a5c92cad">operations_research::sat::OPTIMAL</a></div><div class="ttdeci">@ OPTIMAL</div><div class="ttdef"><b>Definition:</b> <a href="cp__model_8pb_8h_source.html#l00227">cp_model.pb.h:227</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_aedc4ddb96acc28481c09828d2e016815a2884fa43446c0cbc9c7a9b74d41d7483"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#aedc4ddb96acc28481c09828d2e016815a2884fa43446c0cbc9c7a9b74d41d7483">operations_research::sat::INFEASIBLE</a></div><div class="ttdeci">@ INFEASIBLE</div><div class="ttdef"><b>Definition:</b> <a href="cp__model_8pb_8h_source.html#l00226">cp_model.pb.h:226</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_af904018d9a1c9983624b1ce0331f2bf5"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#af904018d9a1c9983624b1ce0331f2bf5">operations_research::sat::Solve</a></div><div class="ttdeci">CpSolverResponse Solve(const CpModelProto &model_proto)</div><div class="ttdoc">Solves the given CpModelProto and returns an instance of CpSolverResponse.</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__solver_8cc_source.html#l03237">cp_model_solver.cc:3237</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html"><div class="ttname"><a href="namespaceoperations__research.html">operations_research</a></div><div class="ttdoc">The vehicle routing library lets one model and solve generic vehicle routing problems ranging from th...</div><div class="ttdef"><b>Definition:</b> <a href="dense__doubly__linked__list_8h_source.html#l00021">dense_doubly_linked_list.h:21</a></div></div>
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<div class="ttc" id="apack_8cc_html_a750b5d744c39a06bfb13e6eb010e35d0"><div class="ttname"><a href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a></div><div class="ttdeci">int index</div><div class="ttdef"><b>Definition:</b> <a href="pack_8cc_source.html#l00508">pack.cc:508</a></div></div>
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<div class="ttc" id="arouting__search_8cc_html_ab66ad179c8a6fcf1adb958cb51f4c7cb"><div class="ttname"><a href="routing__search_8cc.html#ab66ad179c8a6fcf1adb958cb51f4c7cb">coefficient</a></div><div class="ttdeci">int64 coefficient</div><div class="ttdef"><b>Definition:</b> <a href="routing__search_8cc_source.html#l00973">routing_search.cc:973</a></div></div>
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<div class="ttc" id="asearch_8cc_html_a9648c36eafdd6183052aeec5bef2d8b2"><div class="ttname"><a href="search_8cc.html#a9648c36eafdd6183052aeec5bef2d8b2">maximize_</a></div><div class="ttdeci">const bool maximize_</div><div class="ttdef"><b>Definition:</b> <a href="search_8cc_source.html#l02499">search.cc:2499</a></div></div>
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<div class="ttc" id="atimer_8h_html"><div class="ttname"><a href="timer_8h.html">timer.h</a></div></div>
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