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Diffstat (limited to 'test/monniaux/glpk-4.65/src/draft/glpapi13.c')
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1 files changed, 710 insertions, 0 deletions
diff --git a/test/monniaux/glpk-4.65/src/draft/glpapi13.c b/test/monniaux/glpk-4.65/src/draft/glpapi13.c new file mode 100644 index 00000000..1181b397 --- /dev/null +++ b/test/monniaux/glpk-4.65/src/draft/glpapi13.c @@ -0,0 +1,710 @@ +/* glpapi13.c (branch-and-bound interface routines) */ + +/*********************************************************************** +* This code is part of GLPK (GNU Linear Programming Kit). +* +* Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, +* 2009, 2010, 2011, 2013, 2018 Andrew Makhorin, Department for Applied +* Informatics, Moscow Aviation Institute, Moscow, Russia. All rights +* reserved. E-mail: <mao@gnu.org>. +* +* GLPK is free software: you can redistribute it and/or modify it +* under the terms of the GNU General Public License as published by +* the Free Software Foundation, either version 3 of the License, or +* (at your option) any later version. +* +* GLPK is distributed in the hope that it will be useful, but WITHOUT +* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY +* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public +* License for more details. +* +* You should have received a copy of the GNU General Public License +* along with GLPK. If not, see <http://www.gnu.org/licenses/>. +***********************************************************************/ + +#include "env.h" +#include "ios.h" + +/*********************************************************************** +* NAME +* +* glp_ios_reason - determine reason for calling the callback routine +* +* SYNOPSIS +* +* glp_ios_reason(glp_tree *tree); +* +* RETURNS +* +* The routine glp_ios_reason returns a code, which indicates why the +* user-defined callback routine is being called. */ + +int glp_ios_reason(glp_tree *tree) +{ return + tree->reason; +} + +/*********************************************************************** +* NAME +* +* glp_ios_get_prob - access the problem object +* +* SYNOPSIS +* +* glp_prob *glp_ios_get_prob(glp_tree *tree); +* +* DESCRIPTION +* +* The routine glp_ios_get_prob can be called from the user-defined +* callback routine to access the problem object, which is used by the +* MIP solver. It is the original problem object passed to the routine +* glp_intopt if the MIP presolver is not used; otherwise it is an +* internal problem object built by the presolver. If the current +* subproblem exists, LP segment of the problem object corresponds to +* its LP relaxation. +* +* RETURNS +* +* The routine glp_ios_get_prob returns a pointer to the problem object +* used by the MIP solver. */ + +glp_prob *glp_ios_get_prob(glp_tree *tree) +{ return + tree->mip; +} + +/*********************************************************************** +* NAME +* +* glp_ios_tree_size - determine size of the branch-and-bound tree +* +* SYNOPSIS +* +* void glp_ios_tree_size(glp_tree *tree, int *a_cnt, int *n_cnt, +* int *t_cnt); +* +* DESCRIPTION +* +* The routine glp_ios_tree_size stores the following three counts which +* characterize the current size of the branch-and-bound tree: +* +* a_cnt is the current number of active nodes, i.e. the current size of +* the active list; +* +* n_cnt is the current number of all (active and inactive) nodes; +* +* t_cnt is the total number of nodes including those which have been +* already removed from the tree. This count is increased whenever +* a new node appears in the tree and never decreased. +* +* If some of the parameters a_cnt, n_cnt, t_cnt is a null pointer, the +* corresponding count is not stored. */ + +void glp_ios_tree_size(glp_tree *tree, int *a_cnt, int *n_cnt, + int *t_cnt) +{ if (a_cnt != NULL) *a_cnt = tree->a_cnt; + if (n_cnt != NULL) *n_cnt = tree->n_cnt; + if (t_cnt != NULL) *t_cnt = tree->t_cnt; + return; +} + +/*********************************************************************** +* NAME +* +* glp_ios_curr_node - determine current active subproblem +* +* SYNOPSIS +* +* int glp_ios_curr_node(glp_tree *tree); +* +* RETURNS +* +* The routine glp_ios_curr_node returns the reference number of the +* current active subproblem. However, if the current subproblem does +* not exist, the routine returns zero. */ + +int glp_ios_curr_node(glp_tree *tree) +{ IOSNPD *node; + /* obtain pointer to the current subproblem */ + node = tree->curr; + /* return its reference number */ + return node == NULL ? 0 : node->p; +} + +/*********************************************************************** +* NAME +* +* glp_ios_next_node - determine next active subproblem +* +* SYNOPSIS +* +* int glp_ios_next_node(glp_tree *tree, int p); +* +* RETURNS +* +* If the parameter p is zero, the routine glp_ios_next_node returns +* the reference number of the first active subproblem. However, if the +* tree is empty, zero is returned. +* +* If the parameter p is not zero, it must specify the reference number +* of some active subproblem, in which case the routine returns the +* reference number of the next active subproblem. However, if there is +* no next active subproblem in the list, zero is returned. +* +* All subproblems in the active list are ordered chronologically, i.e. +* subproblem A precedes subproblem B if A was created before B. */ + +int glp_ios_next_node(glp_tree *tree, int p) +{ IOSNPD *node; + if (p == 0) + { /* obtain pointer to the first active subproblem */ + node = tree->head; + } + else + { /* obtain pointer to the specified subproblem */ + if (!(1 <= p && p <= tree->nslots)) +err: xerror("glp_ios_next_node: p = %d; invalid subproblem refer" + "ence number\n", p); + node = tree->slot[p].node; + if (node == NULL) goto err; + /* the specified subproblem must be active */ + if (node->count != 0) + xerror("glp_ios_next_node: p = %d; subproblem not in the ac" + "tive list\n", p); + /* obtain pointer to the next active subproblem */ + node = node->next; + } + /* return the reference number */ + return node == NULL ? 0 : node->p; +} + +/*********************************************************************** +* NAME +* +* glp_ios_prev_node - determine previous active subproblem +* +* SYNOPSIS +* +* int glp_ios_prev_node(glp_tree *tree, int p); +* +* RETURNS +* +* If the parameter p is zero, the routine glp_ios_prev_node returns +* the reference number of the last active subproblem. However, if the +* tree is empty, zero is returned. +* +* If the parameter p is not zero, it must specify the reference number +* of some active subproblem, in which case the routine returns the +* reference number of the previous active subproblem. However, if there +* is no previous active subproblem in the list, zero is returned. +* +* All subproblems in the active list are ordered chronologically, i.e. +* subproblem A precedes subproblem B if A was created before B. */ + +int glp_ios_prev_node(glp_tree *tree, int p) +{ IOSNPD *node; + if (p == 0) + { /* obtain pointer to the last active subproblem */ + node = tree->tail; + } + else + { /* obtain pointer to the specified subproblem */ + if (!(1 <= p && p <= tree->nslots)) +err: xerror("glp_ios_prev_node: p = %d; invalid subproblem refer" + "ence number\n", p); + node = tree->slot[p].node; + if (node == NULL) goto err; + /* the specified subproblem must be active */ + if (node->count != 0) + xerror("glp_ios_prev_node: p = %d; subproblem not in the ac" + "tive list\n", p); + /* obtain pointer to the previous active subproblem */ + node = node->prev; + } + /* return the reference number */ + return node == NULL ? 0 : node->p; +} + +/*********************************************************************** +* NAME +* +* glp_ios_up_node - determine parent subproblem +* +* SYNOPSIS +* +* int glp_ios_up_node(glp_tree *tree, int p); +* +* RETURNS +* +* The parameter p must specify the reference number of some (active or +* inactive) subproblem, in which case the routine iet_get_up_node +* returns the reference number of its parent subproblem. However, if +* the specified subproblem is the root of the tree and, therefore, has +* no parent, the routine returns zero. */ + +int glp_ios_up_node(glp_tree *tree, int p) +{ IOSNPD *node; + /* obtain pointer to the specified subproblem */ + if (!(1 <= p && p <= tree->nslots)) +err: xerror("glp_ios_up_node: p = %d; invalid subproblem reference " + "number\n", p); + node = tree->slot[p].node; + if (node == NULL) goto err; + /* obtain pointer to the parent subproblem */ + node = node->up; + /* return the reference number */ + return node == NULL ? 0 : node->p; +} + +/*********************************************************************** +* NAME +* +* glp_ios_node_level - determine subproblem level +* +* SYNOPSIS +* +* int glp_ios_node_level(glp_tree *tree, int p); +* +* RETURNS +* +* The routine glp_ios_node_level returns the level of the subproblem, +* whose reference number is p, in the branch-and-bound tree. (The root +* subproblem has level 0, and the level of any other subproblem is the +* level of its parent plus one.) */ + +int glp_ios_node_level(glp_tree *tree, int p) +{ IOSNPD *node; + /* obtain pointer to the specified subproblem */ + if (!(1 <= p && p <= tree->nslots)) +err: xerror("glp_ios_node_level: p = %d; invalid subproblem referen" + "ce number\n", p); + node = tree->slot[p].node; + if (node == NULL) goto err; + /* return the node level */ + return node->level; +} + +/*********************************************************************** +* NAME +* +* glp_ios_node_bound - determine subproblem local bound +* +* SYNOPSIS +* +* double glp_ios_node_bound(glp_tree *tree, int p); +* +* RETURNS +* +* The routine glp_ios_node_bound returns the local bound for (active or +* inactive) subproblem, whose reference number is p. +* +* COMMENTS +* +* The local bound for subproblem p is an lower (minimization) or upper +* (maximization) bound for integer optimal solution to this subproblem +* (not to the original problem). This bound is local in the sense that +* only subproblems in the subtree rooted at node p cannot have better +* integer feasible solutions. +* +* On creating a subproblem (due to the branching step) its local bound +* is inherited from its parent and then may get only stronger (never +* weaker). For the root subproblem its local bound is initially set to +* -DBL_MAX (minimization) or +DBL_MAX (maximization) and then improved +* as the root LP relaxation has been solved. +* +* Note that the local bound is not necessarily the optimal objective +* value to corresponding LP relaxation; it may be stronger. */ + +double glp_ios_node_bound(glp_tree *tree, int p) +{ IOSNPD *node; + /* obtain pointer to the specified subproblem */ + if (!(1 <= p && p <= tree->nslots)) +err: xerror("glp_ios_node_bound: p = %d; invalid subproblem referen" + "ce number\n", p); + node = tree->slot[p].node; + if (node == NULL) goto err; + /* return the node local bound */ + return node->bound; +} + +/*********************************************************************** +* NAME +* +* glp_ios_best_node - find active subproblem with best local bound +* +* SYNOPSIS +* +* int glp_ios_best_node(glp_tree *tree); +* +* RETURNS +* +* The routine glp_ios_best_node returns the reference number of the +* active subproblem, whose local bound is best (i.e. smallest in case +* of minimization or largest in case of maximization). However, if the +* tree is empty, the routine returns zero. +* +* COMMENTS +* +* The best local bound is an lower (minimization) or upper +* (maximization) bound for integer optimal solution to the original +* MIP problem. */ + +int glp_ios_best_node(glp_tree *tree) +{ return + ios_best_node(tree); +} + +/*********************************************************************** +* NAME +* +* glp_ios_mip_gap - compute relative MIP gap +* +* SYNOPSIS +* +* double glp_ios_mip_gap(glp_tree *tree); +* +* DESCRIPTION +* +* The routine glp_ios_mip_gap computes the relative MIP gap with the +* following formula: +* +* gap = |best_mip - best_bnd| / (|best_mip| + DBL_EPSILON), +* +* where best_mip is the best integer feasible solution found so far, +* best_bnd is the best (global) bound. If no integer feasible solution +* has been found yet, gap is set to DBL_MAX. +* +* RETURNS +* +* The routine glp_ios_mip_gap returns the relative MIP gap. */ + +double glp_ios_mip_gap(glp_tree *tree) +{ return + ios_relative_gap(tree); +} + +/*********************************************************************** +* NAME +* +* glp_ios_node_data - access subproblem application-specific data +* +* SYNOPSIS +* +* void *glp_ios_node_data(glp_tree *tree, int p); +* +* DESCRIPTION +* +* The routine glp_ios_node_data allows the application accessing a +* memory block allocated for the subproblem (which may be active or +* inactive), whose reference number is p. +* +* The size of the block is defined by the control parameter cb_size +* passed to the routine glp_intopt. The block is initialized by binary +* zeros on creating corresponding subproblem, and its contents is kept +* until the subproblem will be removed from the tree. +* +* The application may use these memory blocks to store specific data +* for each subproblem. +* +* RETURNS +* +* The routine glp_ios_node_data returns a pointer to the memory block +* for the specified subproblem. Note that if cb_size = 0, the routine +* returns a null pointer. */ + +void *glp_ios_node_data(glp_tree *tree, int p) +{ IOSNPD *node; + /* obtain pointer to the specified subproblem */ + if (!(1 <= p && p <= tree->nslots)) +err: xerror("glp_ios_node_level: p = %d; invalid subproblem referen" + "ce number\n", p); + node = tree->slot[p].node; + if (node == NULL) goto err; + /* return pointer to the application-specific data */ + return node->data; +} + +/*********************************************************************** +* NAME +* +* glp_ios_row_attr - retrieve additional row attributes +* +* SYNOPSIS +* +* void glp_ios_row_attr(glp_tree *tree, int i, glp_attr *attr); +* +* DESCRIPTION +* +* The routine glp_ios_row_attr retrieves additional attributes of row +* i and stores them in the structure glp_attr. */ + +void glp_ios_row_attr(glp_tree *tree, int i, glp_attr *attr) +{ GLPROW *row; + if (!(1 <= i && i <= tree->mip->m)) + xerror("glp_ios_row_attr: i = %d; row number out of range\n", + i); + row = tree->mip->row[i]; + attr->level = row->level; + attr->origin = row->origin; + attr->klass = row->klass; + return; +} + +/**********************************************************************/ + +int glp_ios_pool_size(glp_tree *tree) +{ /* determine current size of the cut pool */ + if (tree->reason != GLP_ICUTGEN) + xerror("glp_ios_pool_size: operation not allowed\n"); + xassert(tree->local != NULL); +#ifdef NEW_LOCAL /* 02/II-2018 */ + return tree->local->m; +#else + return tree->local->size; +#endif +} + +/**********************************************************************/ + +int glp_ios_add_row(glp_tree *tree, + const char *name, int klass, int flags, int len, const int ind[], + const double val[], int type, double rhs) +{ /* add row (constraint) to the cut pool */ + int num; + if (tree->reason != GLP_ICUTGEN) + xerror("glp_ios_add_row: operation not allowed\n"); + xassert(tree->local != NULL); + num = ios_add_row(tree, tree->local, name, klass, flags, len, + ind, val, type, rhs); + return num; +} + +/**********************************************************************/ + +void glp_ios_del_row(glp_tree *tree, int i) +{ /* remove row (constraint) from the cut pool */ + if (tree->reason != GLP_ICUTGEN) + xerror("glp_ios_del_row: operation not allowed\n"); + ios_del_row(tree, tree->local, i); + return; +} + +/**********************************************************************/ + +void glp_ios_clear_pool(glp_tree *tree) +{ /* remove all rows (constraints) from the cut pool */ + if (tree->reason != GLP_ICUTGEN) + xerror("glp_ios_clear_pool: operation not allowed\n"); + ios_clear_pool(tree, tree->local); + return; +} + +/*********************************************************************** +* NAME +* +* glp_ios_can_branch - check if can branch upon specified variable +* +* SYNOPSIS +* +* int glp_ios_can_branch(glp_tree *tree, int j); +* +* RETURNS +* +* If j-th variable (column) can be used to branch upon, the routine +* glp_ios_can_branch returns non-zero, otherwise zero. */ + +int glp_ios_can_branch(glp_tree *tree, int j) +{ if (!(1 <= j && j <= tree->mip->n)) + xerror("glp_ios_can_branch: j = %d; column number out of range" + "\n", j); + return tree->non_int[j]; +} + +/*********************************************************************** +* NAME +* +* glp_ios_branch_upon - choose variable to branch upon +* +* SYNOPSIS +* +* void glp_ios_branch_upon(glp_tree *tree, int j, int sel); +* +* DESCRIPTION +* +* The routine glp_ios_branch_upon can be called from the user-defined +* callback routine in response to the reason GLP_IBRANCH to choose a +* branching variable, whose ordinal number is j. Should note that only +* variables, for which the routine glp_ios_can_branch returns non-zero, +* can be used to branch upon. +* +* The parameter sel is a flag that indicates which branch (subproblem) +* should be selected next to continue the search: +* +* GLP_DN_BRNCH - select down-branch; +* GLP_UP_BRNCH - select up-branch; +* GLP_NO_BRNCH - use general selection technique. */ + +void glp_ios_branch_upon(glp_tree *tree, int j, int sel) +{ if (!(1 <= j && j <= tree->mip->n)) + xerror("glp_ios_branch_upon: j = %d; column number out of rang" + "e\n", j); + if (!(sel == GLP_DN_BRNCH || sel == GLP_UP_BRNCH || + sel == GLP_NO_BRNCH)) + xerror("glp_ios_branch_upon: sel = %d: invalid branch selectio" + "n flag\n", sel); + if (!(tree->non_int[j])) + xerror("glp_ios_branch_upon: j = %d; variable cannot be used t" + "o branch upon\n", j); + if (tree->br_var != 0) + xerror("glp_ios_branch_upon: branching variable already chosen" + "\n"); + tree->br_var = j; + tree->br_sel = sel; + return; +} + +/*********************************************************************** +* NAME +* +* glp_ios_select_node - select subproblem to continue the search +* +* SYNOPSIS +* +* void glp_ios_select_node(glp_tree *tree, int p); +* +* DESCRIPTION +* +* The routine glp_ios_select_node can be called from the user-defined +* callback routine in response to the reason GLP_ISELECT to select an +* active subproblem, whose reference number is p. The search will be +* continued from the subproblem selected. */ + +void glp_ios_select_node(glp_tree *tree, int p) +{ IOSNPD *node; + /* obtain pointer to the specified subproblem */ + if (!(1 <= p && p <= tree->nslots)) +err: xerror("glp_ios_select_node: p = %d; invalid subproblem refere" + "nce number\n", p); + node = tree->slot[p].node; + if (node == NULL) goto err; + /* the specified subproblem must be active */ + if (node->count != 0) + xerror("glp_ios_select_node: p = %d; subproblem not in the act" + "ive list\n", p); + /* no subproblem must be selected yet */ + if (tree->next_p != 0) + xerror("glp_ios_select_node: subproblem already selected\n"); + /* select the specified subproblem to continue the search */ + tree->next_p = p; + return; +} + +/*********************************************************************** +* NAME +* +* glp_ios_heur_sol - provide solution found by heuristic +* +* SYNOPSIS +* +* int glp_ios_heur_sol(glp_tree *tree, const double x[]); +* +* DESCRIPTION +* +* The routine glp_ios_heur_sol can be called from the user-defined +* callback routine in response to the reason GLP_IHEUR to provide an +* integer feasible solution found by a primal heuristic. +* +* Primal values of *all* variables (columns) found by the heuristic +* should be placed in locations x[1], ..., x[n], where n is the number +* of columns in the original problem object. Note that the routine +* glp_ios_heur_sol *does not* check primal feasibility of the solution +* provided. +* +* Using the solution passed in the array x the routine computes value +* of the objective function. If the objective value is better than the +* best known integer feasible solution, the routine computes values of +* auxiliary variables (rows) and stores all solution components in the +* problem object. +* +* RETURNS +* +* If the provided solution is accepted, the routine glp_ios_heur_sol +* returns zero. Otherwise, if the provided solution is rejected, the +* routine returns non-zero. */ + +int glp_ios_heur_sol(glp_tree *tree, const double x[]) +{ glp_prob *mip = tree->mip; + int m = tree->orig_m; + int n = tree->n; + int i, j; + double obj; + xassert(mip->m >= m); + xassert(mip->n == n); + /* check values of integer variables and compute value of the + objective function */ + obj = mip->c0; + for (j = 1; j <= n; j++) + { GLPCOL *col = mip->col[j]; + if (col->kind == GLP_IV) + { /* provided value must be integral */ + if (x[j] != floor(x[j])) return 1; + } + obj += col->coef * x[j]; + } + /* check if the provided solution is better than the best known + integer feasible solution */ + if (mip->mip_stat == GLP_FEAS) + { switch (mip->dir) + { case GLP_MIN: + if (obj >= tree->mip->mip_obj) return 1; + break; + case GLP_MAX: + if (obj <= tree->mip->mip_obj) return 1; + break; + default: + xassert(mip != mip); + } + } + /* it is better; store it in the problem object */ + if (tree->parm->msg_lev >= GLP_MSG_ON) + xprintf("Solution found by heuristic: %.12g\n", obj); + mip->mip_stat = GLP_FEAS; + mip->mip_obj = obj; + for (j = 1; j <= n; j++) + mip->col[j]->mipx = x[j]; + for (i = 1; i <= m; i++) + { GLPROW *row = mip->row[i]; + GLPAIJ *aij; + row->mipx = 0.0; + for (aij = row->ptr; aij != NULL; aij = aij->r_next) + row->mipx += aij->val * aij->col->mipx; + } +#if 1 /* 11/VII-2013 */ + ios_process_sol(tree); +#endif + return 0; +} + +/*********************************************************************** +* NAME +* +* glp_ios_terminate - terminate the solution process. +* +* SYNOPSIS +* +* void glp_ios_terminate(glp_tree *tree); +* +* DESCRIPTION +* +* The routine glp_ios_terminate sets a flag indicating that the MIP +* solver should prematurely terminate the search. */ + +void glp_ios_terminate(glp_tree *tree) +{ if (tree->parm->msg_lev >= GLP_MSG_DBG) + xprintf("The search is prematurely terminated due to applicati" + "on request\n"); + tree->stop = 1; + return; +} + +/* eof */ |