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lp.cpp
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lp.cpp
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/* at least one solver need to be selected to compile this file */
#ifndef CBC
#ifndef GLPK
#ifndef CPX
#ifndef GRB
#error Compile selecting one solver, i.e. include in compiler parameters: -DCBC or -DGLPK or -DCPX or -DGRB
#endif
#endif
#endif
#endif
#include <cstddef>
#include <cstring>
#include <cstdlib>
#include <cstdio>
#include <cstdarg>
#include <cassert>
#include <cfloat>
#include <climits>
#include <cmath>
#include <set>
#include <algorithm>
#include <omp.h>
#include <ctime>
#include <cctype>
#include <string>
#include <vector>
#include <map>
extern "C" {
#include "lp.h"
#ifdef GRB
#include "gurobi_c.h"
#endif
}
#define FILE_NAME_SIZE 1024
#define ERROR( msg ) \
fprintf( stderr, msg ); \
abort(); \
exit(1);
// check if solver needs variable and row indexes
#ifdef CBC
#define NEED_OWN_INDEX
#endif
#ifdef GLPK
#define NEED_OWN_INDEX
#endif
#ifdef DEBUG_LP
#define LP_CHECK_COL_INDEX( lp, col )\
if ((col<0)||(col>=lp_cols(lp))) {\
fprintf( stderr, "ERROR: Invalid column index: %d\n", col );\
fprintf( stderr, "\tat %s:%d\n", __FILE__, __LINE__ );\
abort();\
exit(EXIT_FAILURE);}
#else
#define LP_CHECK_COL_INDEX( lp, col ) {}
#endif
#ifdef DEBUG_LP
#define LP_CHECK_ROW_INDEX( lp, _row )\
if ((_row<0)||(_row>=lp_rows(lp))) {\
fprintf( stderr, "ERROR: Invalid row index: %d\n", _row );\
fprintf( stderr, "\tat %s:%d\n", __FILE__, __LINE__ );\
abort();\
exit(EXIT_FAILURE);}
#else
#define LP_CHECK_ROW_INDEX( lp, row ) {}
#endif
#include <sstream>
#define SSTR( x ) dynamic_cast< std::ostringstream & >( \
( std::ostringstream() << std::dec << x ) ).str()
static inline bool is_integer( const double v );
using namespace std;
// solver dependent includes and definitions
#ifdef GLPK
#include <glpk.h>
#endif
#ifdef CBC
#ifdef _MSC_VER
#include <OsiSolverInterface.hpp>
#include <OsiCbcSolverInterface.hpp>
#include <OsiClpSolverInterface.hpp>
#include <CoinBuild.hpp>
#include <CglPreProcess.hpp>
#else
#include <coin/OsiSolverInterface.hpp>
#include <coin/OsiClpSolverInterface.hpp>
#include <coin/OsiCbcSolverInterface.hpp>
#include <coin/CoinBuild.hpp>
#include <coin/CglPreProcess.hpp>
#endif
#endif
#ifdef CPX
#include <cplex.h>
static CPXENVptr LPcpxDefaultEnv = NULL;
#endif
#ifdef GRB
static GRBenv *LPgrbDefaultEnv = NULL;
#endif
static bool LPstoreNames = true;
const double EPS=1e-5;
#define INT_NOT_SET INT_MIN
struct _LinearProgram {
/* if integrality should not be considered in lp_optimize() */
char optAsContinuous;
/* if all variables need to be set as integer before solving */
char allInteger;
/* number of optimizations already performed */
int nOptimizations;
/* solution status */
double obj;
double bestBound;
int status;
double solutionTime;
// parameters
double cutoff;
char cutoffAsConstraint;
vector< double > *_x;
vector< double > *_pi;
vector< double > *_slack;
vector< double > *_rc;
vector< double > *_obj;
vector< int > *_idx;
vector< double > *_coef;
vector< int > *_orig; /* original columns */
vector< vector< double > > *_savedSol;
vector< double > *_savedObj;
#ifdef NEED_OWN_INDEX
map< string, int > *colNameIdx;
map< string, int > *rowNameIdx;
#endif
std::vector< int > *_priorities;
// MIPStart related data structures
char **msNames;
int *msIdx;
double *msVal;
int msVars;
/* parameters */
int mipEmphasis;
char mipPreProcess;
int heurFPPasses;
int heurProx;
int maxSeconds;
int maxSolutions; // exit after found n solutions
int maxSavedSols;
int maxNodes;
int cuts;
int printMessages;
double absMIPGap;
double relMIPGap;
int parallel;
int branchDir;
char silent;
/* callback function */
lp_cb callback_;
void *data_;
char solOutFN[256];
char solInFN[256];
// defining solver dependent
// LP storing type
#ifdef GLPK
glp_prob *_lp;
#endif
#ifdef CBC
OsiClpSolverInterface *_lp;
OsiSolverInterface *osiLP;
/* is a wrapper to an existing osisolverinterface, i.e. should not delete
* object */
char justWrapOsi;
// if model is pre processed then this should be stored
CglPreProcess *cglPP;
OsiCuts *cutPool;
char ownCutPool;
#endif
#ifdef CPX
CPXLPptr cpxLP;
#endif // CPX
#ifdef GRB
GRBmodel* lp;
int tmpRows; // rows not flushed yet
int tmpCols; // rows not flushed yet
int nModelChanges;
#endif
};
bool lp_str_is_num( const char *str );
#ifdef GLPK
void lp_config_glpk_params(LinearProgram *lp, glp_iocp *iocp);
#endif
#ifdef CBC
void lp_config_cbc_params(LinearProgram *lp, vector<string> &cbcOpt);
#endif
#ifdef CPX
void lp_check_for_cpx_error(CPXENVptr env, int errorCode, const char *sourceFile, int sourceLine);
void lp_config_cpx_params(LinearProgram *lp);
#endif
#ifdef GRB
void lp_config_grb_params( LinearProgram *lp );
void lp_unset_grb_params( LinearProgram *lp ); // after optimization
void lp_check_for_grb_error( GRBenv* env, int errorCode, const char *sourceFile, int sourceLine);
#endif
void lp_printRootRelaxInfo(LinearProgram *lp);
#ifdef CBC
/* makes a lp use a predefined OsiSolverInterface (already populated) */
LinearProgram *lp_wrap_osisolver( OsiSolverInterface *osiLP );
// cut generator to accept callbacks in CBC
//
class CglCallback : public CglCutGenerator
{
public:
CglCallback();
lp_cb callback_;
LinearProgram *lp;
void *data;
CbcModel *model;
/// Copy constructor
CglCallback(const CglCallback& rhs);
/// Clone
virtual CglCutGenerator * clone() const;
virtual void generateCuts( const OsiSolverInterface & si, OsiCuts & cs,
const CglTreeInfo info = CglTreeInfo() );
virtual ~CglCallback();
private:
};
CglCallback::CglCallback()
: callback_(NULL),
lp(NULL),
data(NULL),
model(NULL)
{
}
CglCallback::CglCallback(const CglCallback& rhs)
{
this->callback_ = rhs.callback_;
this->lp = rhs.lp;
this->data = rhs.data;
this->model = rhs.model;
}
CglCutGenerator* CglCallback::clone() const
{
CglCallback *cglcb = new CglCallback();
cglcb->callback_ = this->callback_;
cglcb->lp = this->lp;
cglcb->data = this->data;
cglcb->model = this->model;
return static_cast<CglCutGenerator*>(cglcb);
}
void CglCallback::generateCuts( const OsiSolverInterface &si, OsiCuts &cs, const CglTreeInfo info )
{
LinearProgram *lp = lp_wrap_osisolver( (OsiSolverInterface *)&si );
lp->nOptimizations = 0;
lp->status = LP_ERROR;
if (lp->osiLP->isProvenOptimal()) {
/* getting primal and dual solution */
lp->_x->resize(lp_cols(lp));
lp->_rc->resize(lp_cols(lp));
lp->_pi->resize(lp_rows(lp));
lp->_slack->resize(lp_rows(lp));
memcpy(&((*(lp->_x))[0]) , lp->osiLP->getColSolution(), sizeof(double)*lp_cols(lp));
memcpy(&((*(lp->_rc))[0]) , lp->osiLP->getReducedCost(), sizeof(double)*lp_cols(lp));
memcpy(&((*(lp->_pi))[0]) , lp->osiLP->getRowPrice(), sizeof(double)*lp_rows(lp));
for ( int i=0 ; (i<lp_rows(lp)) ; ++i )
{
double activity = lp->osiLP->getRowActivity()[i];
double lower = lp->osiLP->getRowLower()[i];
double upper = lp->osiLP->getRowUpper()[i];
(*lp->_slack)[i] = std::min( upper-activity, activity-lower );
}
lp->obj = lp->osiLP->getObjValue();
lp->status = LP_OPTIMAL;
lp->nOptimizations = 1;
}
lp->cutPool = &cs;
this->callback_( lp, LPCB_CUTS, this->model->originalColumns(), this->lp, this->data );
lp_free(&lp);
}
CglCallback::~CglCallback()
{
}
#endif
/* from names */
void lp_check_mipstart( LinearProgram *lp )
{
if (lp->msVars==0)
return;
assert( lp->msNames!=NULL && lp->msVal!=NULL );
if (lp->msIdx==NULL)
lp->msIdx = new int[lp->msVars];
char warned = 0;
int p = 0, j = 0;
int totalChars = 0;
for ( ; (j<lp->msVars) ; ++j )
{
int idxv = lp_col_index( lp, lp->msNames[j] );
if ( idxv==-1 )
{
if (warned<5)
{
printf("MIPStart warning: variable %s not found.\n", lp->msNames[j] );
warned++;
}
}
else
{
const double lb = lp_col_lb( lp, idxv );
const double ub = lp_col_ub( lp, idxv );
if (lp->msVal[p] >= ub+1e-8 || lp->msVal[p]<=lb-1e-8)
{
if (warned<5)
{
printf("MIPStart warning: invalid value informed for variable %s. valid bounds are: [%g,%g].\n", lp->msNames[j], lb, ub );
warned++;
}
}
else
{
// fixation ok
lp->msIdx[p] = idxv;
lp->msVal[p] = lp->msVal[j];
totalChars += strlen( lp->msNames[j] ) + 1;
++p;
}
}
}
// not all names or bounds are ok
// including only correct entries
if ( p && p!=j )
{
free( lp->msNames[0] );
free( lp->msNames );
lp->msNames = (char**) malloc( (p+1)*sizeof(char*) );
assert( lp->msNames );
lp->msNames[0] = (char*) malloc( totalChars*sizeof(char) );
assert( lp->msNames[0] );
for ( int i=0 ; (i<p) ; ++i )
{
char cName[512] = "";
lp_col_name( lp, lp->msIdx[i], cName );
strcpy( lp->msNames[i], cName );
lp->msNames[i+1] = lp->msNames[i] + strlen(cName)+1;
}
}
lp->msVars = p;
}
void lp_initialize(LinearProgram *lp);
/* to be used in clone */
LinearProgramPtr lp_create_from( LinearProgram *lp );
LinearProgramPtr lp_create()
{
return lp_create_from( NULL );
}
LinearProgramPtr lp_create_from( LinearProgram *lp )
{
LinearProgram *result = (LinearProgramPtr) malloc(sizeof(LinearProgram));
assert(result);
lp_initialize(result);
#ifdef GLPK
result->_lp = glp_create_prob();
assert(result->_lp);
if ( lp && lp_cols(lp) )
glp_copy_prob( result->_lp, lp->_lp, GLP_ON );
#endif
#ifdef CBC
/* cloning */
if ( lp && lp_cols(lp) )
{
result->_lp = dynamic_cast<OsiClpSolverInterface *>(lp->_lp->clone());
result->_lp->messageHandler()->setLogLevel(0);
result->_lp->getModelPtr()->setPerturbation(50);
result->osiLP = dynamic_cast<OsiSolverInterface *>(result->_lp);
result->cglPP = NULL;
}
else
{
result->_lp = new OsiClpSolverInterface();
result->_lp->messageHandler()->setLogLevel(0);
result->_lp->getModelPtr()->setPerturbation(50);
result->osiLP = dynamic_cast<OsiSolverInterface *>(result->_lp);
result->cglPP = NULL;
}
if (LPstoreNames)
result->osiLP->setIntParam(OsiNameDiscipline, 1);
#endif
#ifdef CPX
int cpxError = 1;
if (!LPcpxDefaultEnv) {
LPcpxDefaultEnv = CPXopenCPLEX(&cpxError);
if (!LPcpxDefaultEnv) {
fprintf(stderr, "Error opening CPLEX environment. Quiting.\n");
abort();
}
}
if ( lp && lp_cols(lp) )
{
result->cpxLP = CPXcloneprob( LPcpxDefaultEnv, lp->cpxLP, &cpxError );
}
else
{
result->cpxLP = CPXcreateprob(LPcpxDefaultEnv, &cpxError, "mip");
}
lp_check_for_cpx_error(LPcpxDefaultEnv, cpxError, __FILE__, __LINE__);
#endif // CPX
#ifdef GRB
if ( LPgrbDefaultEnv == NULL )
{
int status = GRBloadenv(&LPgrbDefaultEnv, NULL);
if (status)
{
fprintf( stderr, "ERROR: Gurobi environment could not be loaded. Check license.\n");
abort();
}
}
result->lp = NULL;
if ( lp && lp_cols(lp) )
{
result->lp = GRBcopymodel( lp->lp );
}
else
{
int status = GRBnewmodel( LPgrbDefaultEnv, &result->lp, "", 0, NULL, NULL, NULL, NULL, NULL);
if (status)
{
fprintf( stderr, "ERROR: Could not create Gurobi Model.\n");
abort();
}
}
result->tmpRows = 0;
result->tmpCols = 0;
result->nModelChanges = 0;
#endif
result->allInteger = 0;
return result;
}
char getFileType(const char *fileName)
{
if ( strstr(fileName, ".mps") || strstr(fileName, ".MPS") || strstr(fileName, ".mps.gz") || strstr(fileName, ".MPS.GZ") )
return 'M';
return 'L';
}
#ifdef NEED_OWN_INDEX
void lp_fill_col_name_index( LinearProgram *lp )
{
lp->colNameIdx->clear();
char colName[512]="";
for (int i = 0 ; (i < lp_cols(lp)) ; ++i)
(*lp->colNameIdx)[lp_col_name(lp, i, colName)] = i;
}
void lp_fill_row_name_index( LinearProgram *lp )
{
lp->rowNameIdx->clear();
char rowName[512]="";
for (int i = 0 ; (i < lp_rows(lp)) ; ++i)
(*lp->rowNameIdx)[lp_row_name(lp, i, rowName)] = i;
}
#endif
#ifdef CBC
LinearProgram *lp_wrap_osisolver( OsiSolverInterface *osiLP )
{
LinearProgram *lp = (LinearProgramPtr) calloc(sizeof(LinearProgram), 1);
assert(lp);
lp_initialize(lp);
lp->justWrapOsi = 1;
lp->osiLP = osiLP;
#ifdef NEED_OWN_INDEX
lp_fill_col_name_index( lp );
lp_fill_row_name_index( lp );
#endif
return lp;
}
#endif
void lp_read(LinearProgram *lp, const char *fileName)
{
assert(lp != NULL);
#ifdef CPX
int cpxError = CPXreadcopyprob(LPcpxDefaultEnv, lp->cpxLP, fileName, NULL);
lp_check_for_cpx_error(LPcpxDefaultEnv, cpxError, __FILE__, __LINE__);
return;
#endif
#ifdef GRB
int grbError = GRBreadmodel(LPgrbDefaultEnv, fileName, &(lp->lp) );
lp_check_for_grb_error(LPgrbDefaultEnv, grbError, __FILE__, __LINE__);
return;
#endif
switch (getFileType(fileName)) {
case 'L':
#ifdef GLPK
glp_read_lp(lp->_lp, NULL, fileName);
#endif
#ifdef CBC
lp->osiLP->readLp(fileName);
#endif
break;
case 'M':
#ifdef GLPK
glp_read_mps(lp->_lp, GLP_MPS_FILE, NULL, fileName);
#endif
#ifdef CBC
lp->osiLP->readMps(fileName);
#endif
break;
}
#ifdef NEED_OWN_INDEX
lp_fill_col_name_index( lp );
lp_fill_row_name_index( lp );
#endif
}
void lp_write_lp(LinearProgram *lp, const char *fileName)
{
assert(lp != NULL);
assert( fileName != NULL );
assert( strlen(fileName) );
#ifdef CPX
int cpxError;
char fName[FILE_NAME_SIZE];
strcpy( fName, fileName );
if ( (!strstr(fName,".lp")) && (!strstr(fName,".LP")) )
strcat( fName, ".lp" );
cpxError = CPXwriteprob(LPcpxDefaultEnv, lp->cpxLP, fName, "LP");
lp_check_for_cpx_error(LPcpxDefaultEnv, cpxError, __FILE__, __LINE__);
return;
#endif
#ifdef GRB
if (lp->tmpRows>0)
{
int grbError;
grbError = GRBupdatemodel(lp->lp);
lp_check_for_grb_error( LPgrbDefaultEnv, grbError, __FILE__, __LINE__ );
lp->tmpRows = 0;
}
char fName[256];
strcpy( fName, fileName );
if ( strstr(fName, ".lp")==0 )
strcat( fName, ".lp" );
int grbError = GRBwrite( lp->lp, fName );
lp_check_for_grb_error( LPgrbDefaultEnv, grbError, __FILE__, __LINE__ );
return;
#endif
char fileType = getFileType(fileName);
switch (fileType) {
case 'L':
#ifdef GLPK
glp_write_lp(lp->_lp, NULL, fileName);
#endif
#ifdef CBC
{
char outFile[256];
strcpy(outFile, fileName);
char *s = NULL;
if ((s = strstr(outFile, ".lp"))) {
if (s != outFile) // not at the start
*s = '\0';
}
lp->osiLP->writeLp(outFile);
}
#endif
break;
case 'M':
#ifdef GLPK
glp_write_mps(lp->_lp, GLP_MPS_FILE, NULL, fileName);
#endif
#ifdef CBC
lp->osiLP->writeMps(fileName);
#endif
break;
}
}
void lp_set_direction(LinearProgram *lp, const char direction)
{
assert(lp != NULL);
switch (direction) {
case LP_MIN:
#ifdef GLPK
glp_set_obj_dir(lp->_lp, GLP_MIN);
#endif
#ifdef CBC
lp->osiLP->setObjSense(1.0);
#endif
#ifdef CPX
CPXchgobjsen(LPcpxDefaultEnv, lp->cpxLP, CPX_MIN);
#endif
#ifdef GRB
{
int grbError = GRBsetintattr( lp->lp, GRB_INT_ATTR_MODELSENSE, 1 );
lp_check_for_grb_error( LPgrbDefaultEnv, grbError, __FILE__, __LINE__ );
grbError = GRBupdatemodel(lp->lp);
lp_check_for_grb_error( LPgrbDefaultEnv, grbError, __FILE__, __LINE__ );
return;
}
#endif
break;
case LP_MAX:
#ifdef GLPK
glp_set_obj_dir(lp->_lp, GLP_MAX);
#endif
#ifdef CBC
lp->osiLP->setObjSense(-1.0);
#endif
#ifdef GRB
{
int grbError = GRBsetintattr( lp->lp, GRB_INT_ATTR_MODELSENSE, -1 );
lp_check_for_grb_error( LPgrbDefaultEnv, grbError, __FILE__, __LINE__ );
grbError = GRBupdatemodel(lp->lp);
lp_check_for_grb_error( LPgrbDefaultEnv, grbError, __FILE__, __LINE__ );
return;
}
#endif
#ifdef CPX
CPXchgobjsen(LPcpxDefaultEnv, lp->cpxLP, CPX_MAX);
#endif
break;
default:
fprintf(stderr, "Unknow optimization direction: %c\n", direction);
break;
}
}
int lp_get_direction(LinearProgram *lp)
{
assert(lp != NULL);
#ifdef GLPK
if (glp_get_obj_dir(lp->_lp) == GLP_MAX)
return LP_MAX;
return LP_MIN;
#endif
#ifdef CBC
if ((fabs(lp->osiLP->getObjSense() - 1.0)) <= EPS)
return LP_MIN;
return LP_MAX;
#endif
#ifdef GRB
int dir = INT_MAX;
int grbError = GRBgetintattr( lp->lp, GRB_INT_ATTR_MODELSENSE, &dir );
lp_check_for_grb_error( LPgrbDefaultEnv, grbError, __FILE__, __LINE__ );
switch (dir)
{
case 1:
return LP_MIN;
case -1:
return LP_MAX;
default:
{
fprintf( stderr, "Invalid optimization directtion: %d\n", dir );
abort();
}
}
#endif
#ifdef CPX
switch (CPXgetobjsen(LPcpxDefaultEnv, lp->cpxLP)) {
case CPX_MIN:
return LP_MIN;
break;
case CPX_MAX:
return LP_MAX;
break;
default:
fprintf(stderr, "Invalid value for CPXgetobjsen.\n");
abort();
}
#endif
}
#ifdef DEBUG_LP
static void lp_validate_row_data(LinearProgram *lp, const int nz, int *indexes, double *coefs, const char *name, char sense, const double rhs)
{
assert( lp != NULL );
assert( nz>=1 );
assert( indexes != NULL );
assert( coefs != NULL );
assert( nz <= lp_cols(lp) );
/* checking indexes */
for (int i = 0 ; (i < nz) ; ++i) {
LP_CHECK_COL_INDEX(lp, indexes[i]);
for ( int j=i+1 ; j<nz ; ++j )
{
if ( indexes[i]==indexes[j] )
{
#ifdef GRB
if ( lp->tmpCols || lp->tmpRows || lp->nModelChanges )
{
int grbError = GRBupdatemodel( lp->lp );
lp_check_for_grb_error( LPgrbDefaultEnv, grbError, __FILE__, __LINE__ );
lp->tmpCols = lp->tmpRows = lp->nModelChanges = 0;
}
#endif
char varName[256];
lp_col_name( lp, indexes[i], varName );
fprintf( stderr, "ERROR adding row in Linear Program: variable (%s) appears more than once in a constraint (%s).\n", varName, name );
abort();
}
} // other nz
} // nzs
}
#endif
void lp_add_cut( LinearProgram *lp, int nz, int *cutIdx, double *cutCoef, const char *name, char sense, double rhs )
{
#ifdef DEBUG_LP
lp_validate_row_data( lp, nz, cutIdx, cutCoef, name, sense, rhs );
#endif
sense = toupper(sense);
#ifdef CBC
OsiRowCut orCut;
orCut.setRow( nz, cutIdx, cutCoef, false );
double rLB = 0.0, rUB = COIN_DBL_MAX;
switch (sense) {
case 'E':
rLB = rhs;
rUB = rhs;
break;
case 'L':
rLB = -COIN_DBL_MAX;
rUB = rhs;
break;
case 'G':
rLB = rhs;
rUB = COIN_DBL_MAX;
break;
}
orCut.setLb( rLB );
orCut.setUb( rUB );
lp->cutPool->insert( orCut );
#endif
#ifdef CPX
lp_add_row( lp, nz, cutIdx, cutCoef, name, sense, rhs );
#endif
#ifdef GRB
lp_add_row( lp, nz, cutIdx, cutCoef, name, sense, rhs );
#endif
}
void lp_add_row(LinearProgram *lp, const int nz, int *indexes, double *coefs, const char *name, char sense, const double rhs)
{
#ifdef DEBUG_LP
lp_validate_row_data( lp, nz, indexes, coefs, name, sense, rhs );
static std::set< string > rowNames;
static int nWarnings = 0;
if ( rowNames.find(name) != rowNames.end() )
{
if ( nWarnings++ == 0 )
fprintf( stdout, "[warning] inserting rowName %s twice.\n", name );
rowNames.insert( name );
}
// checkinf if there are coefficients zero
for ( int i=0 ; i<nz ; ++i )
if (fabs(coefs[i])<1e-13)
{
char colName[256];
lp_col_name( lp, indexes[i], colName );
printf("warning: coefficient %g for variable %s ignored while adding constraint %s.\n", coefs[i], colName, name );
}
#endif
// checking if name was not used before
int idxr = lp_row_index( lp, name );
if (idxr!=-1)
printf("lp_add_row: repeated name: %s. previous use was index %d\n", name, idxr );
sense = toupper(sense);
char strsense[2]; sprintf(strsense, "%c", sense);
if (!strstr("GLE", strsense)) {
fprintf(stderr, "LP: cannot handle sense %c.\n", sense);
abort();
}
#ifdef CPX
int cpxError;
int matBeg[] = { 0, nz };
cpxError = CPXaddrows(LPcpxDefaultEnv, lp->cpxLP, 0, 1, nz, &rhs, &sense, matBeg, indexes, coefs, NULL, (char **) &name);
lp_check_for_cpx_error(LPcpxDefaultEnv, cpxError, __FILE__, __LINE__);
return;
#endif // CPX
#ifdef GRB
// making sure that gurobi defines are respected:
switch (sense)
{
case 'E':
sense = GRB_EQUAL;
break;
case 'L':
sense = GRB_LESS_EQUAL;
break;
case 'G':
sense = GRB_GREATER_EQUAL;
break;
}
lp->tmpRows++;
int grbError = GRBaddconstr( lp->lp, nz, indexes, coefs, sense, rhs, name );
lp_check_for_grb_error( LPgrbDefaultEnv, grbError, __FILE__, __LINE__ );
#endif
#ifdef GLPK
int currRow = lp_rows(lp) + 1;
glp_add_rows(lp->_lp, 1);
glp_set_row_name(lp->_lp, currRow, name);
switch (sense) {
case 'L' :
glp_set_row_bnds(lp->_lp, currRow, GLP_UP, 0.0, rhs);
break;
case 'G' :
glp_set_row_bnds(lp->_lp, currRow, GLP_LO, rhs, 0.0);
break;
case 'E' :
glp_set_row_bnds(lp->_lp, currRow, GLP_FX, rhs, 0.0);
break;
}
register int *endIdx = indexes + nz;
register int *idxPtr;
for (idxPtr = indexes ; (idxPtr < endIdx) ; idxPtr++)
(*idxPtr)++;
glp_set_mat_row(lp->_lp, currRow, nz, indexes - 1, coefs - 1);
// restoring indexes
for (idxPtr = indexes ; (idxPtr < endIdx) ; idxPtr++)
(*idxPtr)--;
#endif
#ifdef CBC
int currRow = lp_rows(lp);
double rLB = 0.0, rUB = COIN_DBL_MAX;
switch (sense) {
case 'E':
rLB = rhs;
rUB = rhs;
break;
case 'L':
rLB = -COIN_DBL_MAX;
rUB = rhs;
break;
case 'G':
rLB = rhs;
rUB = COIN_DBL_MAX;
break;
}
lp->osiLP->addRow(nz, indexes, coefs, rLB, rUB);
lp->osiLP->setRowName(currRow, name);
#endif
#ifdef NEED_OWN_INDEX
(*lp->rowNameIdx)[string(name)] = lp_rows(lp)-1;
#endif
}
void lp_add_rows( LinearProgram *lp, int nRows, int *starts, int *idx, double *coef, char *sense, double *rhs, const char **names )
{
#ifdef NEED_OWN_INDEX
int nrbeg = lp_rows( lp );
#endif
#ifdef DEBUG_LP
assert( lp );
assert( lp_cols(lp) );
for ( int i=0 ; (i<nRows) ; ++i )
{
const int *idxr = idx + starts[i];
const double *coefr = coef + starts[i];
int nzr = starts[i+1]-starts[i];
assert( nzr >= 1 && nzr < lp_cols(lp) );
for ( int j=0 ; j<nzr ; ++j )
{
assert( idxr[j] >= 0 );
assert( idxr[j] < lp_cols(lp) );
assert( fabs(coef[j]) >= 1e-30 );
}
}
#endif
#ifdef CBC
double *rlb, *rub;
rlb = new double[nRows*2];
rub = rlb + nRows;
for ( int i=0 ; (i<nRows) ; ++i )
{
switch (toupper(sense[i]))
{
case 'E':
rlb[i] = rub[i] = rhs[i];