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Diffstat (limited to 'test/monniaux/glpk-4.65/src/draft/glpios02.c')
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diff --git a/test/monniaux/glpk-4.65/src/draft/glpios02.c b/test/monniaux/glpk-4.65/src/draft/glpios02.c new file mode 100644 index 00000000..a73458aa --- /dev/null +++ b/test/monniaux/glpk-4.65/src/draft/glpios02.c @@ -0,0 +1,826 @@ +/* glpios02.c (preprocess current subproblem) */ + +/*********************************************************************** +* 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" + +/*********************************************************************** +* prepare_row_info - prepare row info to determine implied bounds +* +* Given a row (linear form) +* +* n +* sum a[j] * x[j] (1) +* j=1 +* +* and bounds of columns (variables) +* +* l[j] <= x[j] <= u[j] (2) +* +* this routine computes f_min, j_min, f_max, j_max needed to determine +* implied bounds. +* +* ALGORITHM +* +* Let J+ = {j : a[j] > 0} and J- = {j : a[j] < 0}. +* +* Parameters f_min and j_min are computed as follows: +* +* 1) if there is no x[k] such that k in J+ and l[k] = -inf or k in J- +* and u[k] = +inf, then +* +* f_min := sum a[j] * l[j] + sum a[j] * u[j] +* j in J+ j in J- +* (3) +* j_min := 0 +* +* 2) if there is exactly one x[k] such that k in J+ and l[k] = -inf +* or k in J- and u[k] = +inf, then +* +* f_min := sum a[j] * l[j] + sum a[j] * u[j] +* j in J+\{k} j in J-\{k} +* (4) +* j_min := k +* +* 3) if there are two or more x[k] such that k in J+ and l[k] = -inf +* or k in J- and u[k] = +inf, then +* +* f_min := -inf +* (5) +* j_min := 0 +* +* Parameters f_max and j_max are computed in a similar way as follows: +* +* 1) if there is no x[k] such that k in J+ and u[k] = +inf or k in J- +* and l[k] = -inf, then +* +* f_max := sum a[j] * u[j] + sum a[j] * l[j] +* j in J+ j in J- +* (6) +* j_max := 0 +* +* 2) if there is exactly one x[k] such that k in J+ and u[k] = +inf +* or k in J- and l[k] = -inf, then +* +* f_max := sum a[j] * u[j] + sum a[j] * l[j] +* j in J+\{k} j in J-\{k} +* (7) +* j_max := k +* +* 3) if there are two or more x[k] such that k in J+ and u[k] = +inf +* or k in J- and l[k] = -inf, then +* +* f_max := +inf +* (8) +* j_max := 0 */ + +struct f_info +{ int j_min, j_max; + double f_min, f_max; +}; + +static void prepare_row_info(int n, const double a[], const double l[], + const double u[], struct f_info *f) +{ int j, j_min, j_max; + double f_min, f_max; + xassert(n >= 0); + /* determine f_min and j_min */ + f_min = 0.0, j_min = 0; + for (j = 1; j <= n; j++) + { if (a[j] > 0.0) + { if (l[j] == -DBL_MAX) + { if (j_min == 0) + j_min = j; + else + { f_min = -DBL_MAX, j_min = 0; + break; + } + } + else + f_min += a[j] * l[j]; + } + else if (a[j] < 0.0) + { if (u[j] == +DBL_MAX) + { if (j_min == 0) + j_min = j; + else + { f_min = -DBL_MAX, j_min = 0; + break; + } + } + else + f_min += a[j] * u[j]; + } + else + xassert(a != a); + } + f->f_min = f_min, f->j_min = j_min; + /* determine f_max and j_max */ + f_max = 0.0, j_max = 0; + for (j = 1; j <= n; j++) + { if (a[j] > 0.0) + { if (u[j] == +DBL_MAX) + { if (j_max == 0) + j_max = j; + else + { f_max = +DBL_MAX, j_max = 0; + break; + } + } + else + f_max += a[j] * u[j]; + } + else if (a[j] < 0.0) + { if (l[j] == -DBL_MAX) + { if (j_max == 0) + j_max = j; + else + { f_max = +DBL_MAX, j_max = 0; + break; + } + } + else + f_max += a[j] * l[j]; + } + else + xassert(a != a); + } + f->f_max = f_max, f->j_max = j_max; + return; +} + +/*********************************************************************** +* row_implied_bounds - determine row implied bounds +* +* Given a row (linear form) +* +* n +* sum a[j] * x[j] +* j=1 +* +* and bounds of columns (variables) +* +* l[j] <= x[j] <= u[j] +* +* this routine determines implied bounds of the row. +* +* ALGORITHM +* +* Let J+ = {j : a[j] > 0} and J- = {j : a[j] < 0}. +* +* The implied lower bound of the row is computed as follows: +* +* L' := sum a[j] * l[j] + sum a[j] * u[j] (9) +* j in J+ j in J- +* +* and as it follows from (3), (4), and (5): +* +* L' := if j_min = 0 then f_min else -inf (10) +* +* The implied upper bound of the row is computed as follows: +* +* U' := sum a[j] * u[j] + sum a[j] * l[j] (11) +* j in J+ j in J- +* +* and as it follows from (6), (7), and (8): +* +* U' := if j_max = 0 then f_max else +inf (12) +* +* The implied bounds are stored in locations LL and UU. */ + +static void row_implied_bounds(const struct f_info *f, double *LL, + double *UU) +{ *LL = (f->j_min == 0 ? f->f_min : -DBL_MAX); + *UU = (f->j_max == 0 ? f->f_max : +DBL_MAX); + return; +} + +/*********************************************************************** +* col_implied_bounds - determine column implied bounds +* +* Given a row (constraint) +* +* n +* L <= sum a[j] * x[j] <= U (13) +* j=1 +* +* and bounds of columns (variables) +* +* l[j] <= x[j] <= u[j] +* +* this routine determines implied bounds of variable x[k]. +* +* It is assumed that if L != -inf, the lower bound of the row can be +* active, and if U != +inf, the upper bound of the row can be active. +* +* ALGORITHM +* +* From (13) it follows that +* +* L <= sum a[j] * x[j] + a[k] * x[k] <= U +* j!=k +* or +* +* L - sum a[j] * x[j] <= a[k] * x[k] <= U - sum a[j] * x[j] +* j!=k j!=k +* +* Thus, if the row lower bound L can be active, implied lower bound of +* term a[k] * x[k] can be determined as follows: +* +* ilb(a[k] * x[k]) = min(L - sum a[j] * x[j]) = +* j!=k +* (14) +* = L - max sum a[j] * x[j] +* j!=k +* +* where, as it follows from (6), (7), and (8) +* +* / f_max - a[k] * u[k], j_max = 0, a[k] > 0 +* | +* | f_max - a[k] * l[k], j_max = 0, a[k] < 0 +* max sum a[j] * x[j] = { +* j!=k | f_max, j_max = k +* | +* \ +inf, j_max != 0 +* +* and if the upper bound U can be active, implied upper bound of term +* a[k] * x[k] can be determined as follows: +* +* iub(a[k] * x[k]) = max(U - sum a[j] * x[j]) = +* j!=k +* (15) +* = U - min sum a[j] * x[j] +* j!=k +* +* where, as it follows from (3), (4), and (5) +* +* / f_min - a[k] * l[k], j_min = 0, a[k] > 0 +* | +* | f_min - a[k] * u[k], j_min = 0, a[k] < 0 +* min sum a[j] * x[j] = { +* j!=k | f_min, j_min = k +* | +* \ -inf, j_min != 0 +* +* Since +* +* ilb(a[k] * x[k]) <= a[k] * x[k] <= iub(a[k] * x[k]) +* +* implied lower and upper bounds of x[k] are determined as follows: +* +* l'[k] := if a[k] > 0 then ilb / a[k] else ulb / a[k] (16) +* +* u'[k] := if a[k] > 0 then ulb / a[k] else ilb / a[k] (17) +* +* The implied bounds are stored in locations ll and uu. */ + +static void col_implied_bounds(const struct f_info *f, int n, + const double a[], double L, double U, const double l[], + const double u[], int k, double *ll, double *uu) +{ double ilb, iub; + xassert(n >= 0); + xassert(1 <= k && k <= n); + /* determine implied lower bound of term a[k] * x[k] (14) */ + if (L == -DBL_MAX || f->f_max == +DBL_MAX) + ilb = -DBL_MAX; + else if (f->j_max == 0) + { if (a[k] > 0.0) + { xassert(u[k] != +DBL_MAX); + ilb = L - (f->f_max - a[k] * u[k]); + } + else if (a[k] < 0.0) + { xassert(l[k] != -DBL_MAX); + ilb = L - (f->f_max - a[k] * l[k]); + } + else + xassert(a != a); + } + else if (f->j_max == k) + ilb = L - f->f_max; + else + ilb = -DBL_MAX; + /* determine implied upper bound of term a[k] * x[k] (15) */ + if (U == +DBL_MAX || f->f_min == -DBL_MAX) + iub = +DBL_MAX; + else if (f->j_min == 0) + { if (a[k] > 0.0) + { xassert(l[k] != -DBL_MAX); + iub = U - (f->f_min - a[k] * l[k]); + } + else if (a[k] < 0.0) + { xassert(u[k] != +DBL_MAX); + iub = U - (f->f_min - a[k] * u[k]); + } + else + xassert(a != a); + } + else if (f->j_min == k) + iub = U - f->f_min; + else + iub = +DBL_MAX; + /* determine implied bounds of x[k] (16) and (17) */ +#if 1 + /* do not use a[k] if it has small magnitude to prevent wrong + implied bounds; for example, 1e-15 * x1 >= x2 + x3, where + x1 >= -10, x2, x3 >= 0, would lead to wrong conclusion that + x1 >= 0 */ + if (fabs(a[k]) < 1e-6) + *ll = -DBL_MAX, *uu = +DBL_MAX; else +#endif + if (a[k] > 0.0) + { *ll = (ilb == -DBL_MAX ? -DBL_MAX : ilb / a[k]); + *uu = (iub == +DBL_MAX ? +DBL_MAX : iub / a[k]); + } + else if (a[k] < 0.0) + { *ll = (iub == +DBL_MAX ? -DBL_MAX : iub / a[k]); + *uu = (ilb == -DBL_MAX ? +DBL_MAX : ilb / a[k]); + } + else + xassert(a != a); + return; +} + +/*********************************************************************** +* check_row_bounds - check and relax original row bounds +* +* Given a row (constraint) +* +* n +* L <= sum a[j] * x[j] <= U +* j=1 +* +* and bounds of columns (variables) +* +* l[j] <= x[j] <= u[j] +* +* this routine checks the original row bounds L and U for feasibility +* and redundancy. If the original lower bound L or/and upper bound U +* cannot be active due to bounds of variables, the routine remove them +* replacing by -inf or/and +inf, respectively. +* +* If no primal infeasibility is detected, the routine returns zero, +* otherwise non-zero. */ + +static int check_row_bounds(const struct f_info *f, double *L_, + double *U_) +{ int ret = 0; + double L = *L_, U = *U_, LL, UU; + /* determine implied bounds of the row */ + row_implied_bounds(f, &LL, &UU); + /* check if the original lower bound is infeasible */ + if (L != -DBL_MAX) + { double eps = 1e-3 * (1.0 + fabs(L)); + if (UU < L - eps) + { ret = 1; + goto done; + } + } + /* check if the original upper bound is infeasible */ + if (U != +DBL_MAX) + { double eps = 1e-3 * (1.0 + fabs(U)); + if (LL > U + eps) + { ret = 1; + goto done; + } + } + /* check if the original lower bound is redundant */ + if (L != -DBL_MAX) + { double eps = 1e-12 * (1.0 + fabs(L)); + if (LL > L - eps) + { /* it cannot be active, so remove it */ + *L_ = -DBL_MAX; + } + } + /* check if the original upper bound is redundant */ + if (U != +DBL_MAX) + { double eps = 1e-12 * (1.0 + fabs(U)); + if (UU < U + eps) + { /* it cannot be active, so remove it */ + *U_ = +DBL_MAX; + } + } +done: return ret; +} + +/*********************************************************************** +* check_col_bounds - check and tighten original column bounds +* +* Given a row (constraint) +* +* n +* L <= sum a[j] * x[j] <= U +* j=1 +* +* and bounds of columns (variables) +* +* l[j] <= x[j] <= u[j] +* +* for column (variable) x[j] this routine checks the original column +* bounds l[j] and u[j] for feasibility and redundancy. If the original +* lower bound l[j] or/and upper bound u[j] cannot be active due to +* bounds of the constraint and other variables, the routine tighten +* them replacing by corresponding implied bounds, if possible. +* +* NOTE: It is assumed that if L != -inf, the row lower bound can be +* active, and if U != +inf, the row upper bound can be active. +* +* The flag means that variable x[j] is required to be integer. +* +* New actual bounds for x[j] are stored in locations lj and uj. +* +* If no primal infeasibility is detected, the routine returns zero, +* otherwise non-zero. */ + +static int check_col_bounds(const struct f_info *f, int n, + const double a[], double L, double U, const double l[], + const double u[], int flag, int j, double *_lj, double *_uj) +{ int ret = 0; + double lj, uj, ll, uu; + xassert(n >= 0); + xassert(1 <= j && j <= n); + lj = l[j], uj = u[j]; + /* determine implied bounds of the column */ + col_implied_bounds(f, n, a, L, U, l, u, j, &ll, &uu); + /* if x[j] is integral, round its implied bounds */ + if (flag) + { if (ll != -DBL_MAX) + ll = (ll - floor(ll) < 1e-3 ? floor(ll) : ceil(ll)); + if (uu != +DBL_MAX) + uu = (ceil(uu) - uu < 1e-3 ? ceil(uu) : floor(uu)); + } + /* check if the original lower bound is infeasible */ + if (lj != -DBL_MAX) + { double eps = 1e-3 * (1.0 + fabs(lj)); + if (uu < lj - eps) + { ret = 1; + goto done; + } + } + /* check if the original upper bound is infeasible */ + if (uj != +DBL_MAX) + { double eps = 1e-3 * (1.0 + fabs(uj)); + if (ll > uj + eps) + { ret = 1; + goto done; + } + } + /* check if the original lower bound is redundant */ + if (ll != -DBL_MAX) + { double eps = 1e-3 * (1.0 + fabs(ll)); + if (lj < ll - eps) + { /* it cannot be active, so tighten it */ + lj = ll; + } + } + /* check if the original upper bound is redundant */ + if (uu != +DBL_MAX) + { double eps = 1e-3 * (1.0 + fabs(uu)); + if (uj > uu + eps) + { /* it cannot be active, so tighten it */ + uj = uu; + } + } + /* due to round-off errors it may happen that lj > uj (although + lj < uj + eps, since no primal infeasibility is detected), so + adjuct the new actual bounds to provide lj <= uj */ + if (!(lj == -DBL_MAX || uj == +DBL_MAX)) + { double t1 = fabs(lj), t2 = fabs(uj); + double eps = 1e-10 * (1.0 + (t1 <= t2 ? t1 : t2)); + if (lj > uj - eps) + { if (lj == l[j]) + uj = lj; + else if (uj == u[j]) + lj = uj; + else if (t1 <= t2) + uj = lj; + else + lj = uj; + } + } + *_lj = lj, *_uj = uj; +done: return ret; +} + +/*********************************************************************** +* check_efficiency - check if change in column bounds is efficient +* +* Given the original bounds of a column l and u and its new actual +* bounds l' and u' (possibly tighten by the routine check_col_bounds) +* this routine checks if the change in the column bounds is efficient +* enough. If so, the routine returns non-zero, otherwise zero. +* +* The flag means that the variable is required to be integer. */ + +static int check_efficiency(int flag, double l, double u, double ll, + double uu) +{ int eff = 0; + /* check efficiency for lower bound */ + if (l < ll) + { if (flag || l == -DBL_MAX) + eff++; + else + { double r; + if (u == +DBL_MAX) + r = 1.0 + fabs(l); + else + r = 1.0 + (u - l); + if (ll - l >= 0.25 * r) + eff++; + } + } + /* check efficiency for upper bound */ + if (u > uu) + { if (flag || u == +DBL_MAX) + eff++; + else + { double r; + if (l == -DBL_MAX) + r = 1.0 + fabs(u); + else + r = 1.0 + (u - l); + if (u - uu >= 0.25 * r) + eff++; + } + } + return eff; +} + +/*********************************************************************** +* basic_preprocessing - perform basic preprocessing +* +* This routine performs basic preprocessing of the specified MIP that +* includes relaxing some row bounds and tightening some column bounds. +* +* On entry the arrays L and U contains original row bounds, and the +* arrays l and u contains original column bounds: +* +* L[0] is the lower bound of the objective row; +* L[i], i = 1,...,m, is the lower bound of i-th row; +* U[0] is the upper bound of the objective row; +* U[i], i = 1,...,m, is the upper bound of i-th row; +* l[0] is not used; +* l[j], j = 1,...,n, is the lower bound of j-th column; +* u[0] is not used; +* u[j], j = 1,...,n, is the upper bound of j-th column. +* +* On exit the arrays L, U, l, and u contain new actual bounds of rows +* and column in the same locations. +* +* The parameters nrs and num specify an initial list of rows to be +* processed: +* +* nrs is the number of rows in the initial list, 0 <= nrs <= m+1; +* num[0] is not used; +* num[1,...,nrs] are row numbers (0 means the objective row). +* +* The parameter max_pass specifies the maximal number of times that +* each row can be processed, max_pass > 0. +* +* If no primal infeasibility is detected, the routine returns zero, +* otherwise non-zero. */ + +static int basic_preprocessing(glp_prob *mip, double L[], double U[], + double l[], double u[], int nrs, const int num[], int max_pass) +{ int m = mip->m; + int n = mip->n; + struct f_info f; + int i, j, k, len, size, ret = 0; + int *ind, *list, *mark, *pass; + double *val, *lb, *ub; + xassert(0 <= nrs && nrs <= m+1); + xassert(max_pass > 0); + /* allocate working arrays */ + ind = xcalloc(1+n, sizeof(int)); + list = xcalloc(1+m+1, sizeof(int)); + mark = xcalloc(1+m+1, sizeof(int)); + memset(&mark[0], 0, (m+1) * sizeof(int)); + pass = xcalloc(1+m+1, sizeof(int)); + memset(&pass[0], 0, (m+1) * sizeof(int)); + val = xcalloc(1+n, sizeof(double)); + lb = xcalloc(1+n, sizeof(double)); + ub = xcalloc(1+n, sizeof(double)); + /* initialize the list of rows to be processed */ + size = 0; + for (k = 1; k <= nrs; k++) + { i = num[k]; + xassert(0 <= i && i <= m); + /* duplicate row numbers are not allowed */ + xassert(!mark[i]); + list[++size] = i, mark[i] = 1; + } + xassert(size == nrs); + /* process rows in the list until it becomes empty */ + while (size > 0) + { /* get a next row from the list */ + i = list[size--], mark[i] = 0; + /* increase the row processing count */ + pass[i]++; + /* if the row is free, skip it */ + if (L[i] == -DBL_MAX && U[i] == +DBL_MAX) continue; + /* obtain coefficients of the row */ + len = 0; + if (i == 0) + { for (j = 1; j <= n; j++) + { GLPCOL *col = mip->col[j]; + if (col->coef != 0.0) + len++, ind[len] = j, val[len] = col->coef; + } + } + else + { GLPROW *row = mip->row[i]; + GLPAIJ *aij; + for (aij = row->ptr; aij != NULL; aij = aij->r_next) + len++, ind[len] = aij->col->j, val[len] = aij->val; + } + /* determine lower and upper bounds of columns corresponding + to non-zero row coefficients */ + for (k = 1; k <= len; k++) + j = ind[k], lb[k] = l[j], ub[k] = u[j]; + /* prepare the row info to determine implied bounds */ + prepare_row_info(len, val, lb, ub, &f); + /* check and relax bounds of the row */ + if (check_row_bounds(&f, &L[i], &U[i])) + { /* the feasible region is empty */ + ret = 1; + goto done; + } + /* if the row became free, drop it */ + if (L[i] == -DBL_MAX && U[i] == +DBL_MAX) continue; + /* process columns having non-zero coefficients in the row */ + for (k = 1; k <= len; k++) + { GLPCOL *col; + int flag, eff; + double ll, uu; + /* take a next column in the row */ + j = ind[k], col = mip->col[j]; + flag = col->kind != GLP_CV; + /* check and tighten bounds of the column */ + if (check_col_bounds(&f, len, val, L[i], U[i], lb, ub, + flag, k, &ll, &uu)) + { /* the feasible region is empty */ + ret = 1; + goto done; + } + /* check if change in the column bounds is efficient */ + eff = check_efficiency(flag, l[j], u[j], ll, uu); + /* set new actual bounds of the column */ + l[j] = ll, u[j] = uu; + /* if the change is efficient, add all rows affected by the + corresponding column, to the list */ + if (eff > 0) + { GLPAIJ *aij; + for (aij = col->ptr; aij != NULL; aij = aij->c_next) + { int ii = aij->row->i; + /* if the row was processed maximal number of times, + skip it */ + if (pass[ii] >= max_pass) continue; + /* if the row is free, skip it */ + if (L[ii] == -DBL_MAX && U[ii] == +DBL_MAX) continue; + /* put the row into the list */ + if (mark[ii] == 0) + { xassert(size <= m); + list[++size] = ii, mark[ii] = 1; + } + } + } + } + } +done: /* free working arrays */ + xfree(ind); + xfree(list); + xfree(mark); + xfree(pass); + xfree(val); + xfree(lb); + xfree(ub); + return ret; +} + +/*********************************************************************** +* NAME +* +* ios_preprocess_node - preprocess current subproblem +* +* SYNOPSIS +* +* #include "glpios.h" +* int ios_preprocess_node(glp_tree *tree, int max_pass); +* +* DESCRIPTION +* +* The routine ios_preprocess_node performs basic preprocessing of the +* current subproblem. +* +* RETURNS +* +* If no primal infeasibility is detected, the routine returns zero, +* otherwise non-zero. */ + +int ios_preprocess_node(glp_tree *tree, int max_pass) +{ glp_prob *mip = tree->mip; + int m = mip->m; + int n = mip->n; + int i, j, nrs, *num, ret = 0; + double *L, *U, *l, *u; + /* the current subproblem must exist */ + xassert(tree->curr != NULL); + /* determine original row bounds */ + L = xcalloc(1+m, sizeof(double)); + U = xcalloc(1+m, sizeof(double)); + switch (mip->mip_stat) + { case GLP_UNDEF: + L[0] = -DBL_MAX, U[0] = +DBL_MAX; + break; + case GLP_FEAS: + switch (mip->dir) + { case GLP_MIN: + L[0] = -DBL_MAX, U[0] = mip->mip_obj - mip->c0; + break; + case GLP_MAX: + L[0] = mip->mip_obj - mip->c0, U[0] = +DBL_MAX; + break; + default: + xassert(mip != mip); + } + break; + default: + xassert(mip != mip); + } + for (i = 1; i <= m; i++) + { L[i] = glp_get_row_lb(mip, i); + U[i] = glp_get_row_ub(mip, i); + } + /* determine original column bounds */ + l = xcalloc(1+n, sizeof(double)); + u = xcalloc(1+n, sizeof(double)); + for (j = 1; j <= n; j++) + { l[j] = glp_get_col_lb(mip, j); + u[j] = glp_get_col_ub(mip, j); + } + /* build the initial list of rows to be analyzed */ + nrs = m + 1; + num = xcalloc(1+nrs, sizeof(int)); + for (i = 1; i <= nrs; i++) num[i] = i - 1; + /* perform basic preprocessing */ + if (basic_preprocessing(mip , L, U, l, u, nrs, num, max_pass)) + { ret = 1; + goto done; + } + /* set new actual (relaxed) row bounds */ + for (i = 1; i <= m; i++) + { /* consider only non-active rows to keep dual feasibility */ + if (glp_get_row_stat(mip, i) == GLP_BS) + { if (L[i] == -DBL_MAX && U[i] == +DBL_MAX) + glp_set_row_bnds(mip, i, GLP_FR, 0.0, 0.0); + else if (U[i] == +DBL_MAX) + glp_set_row_bnds(mip, i, GLP_LO, L[i], 0.0); + else if (L[i] == -DBL_MAX) + glp_set_row_bnds(mip, i, GLP_UP, 0.0, U[i]); + } + } + /* set new actual (tightened) column bounds */ + for (j = 1; j <= n; j++) + { int type; + if (l[j] == -DBL_MAX && u[j] == +DBL_MAX) + type = GLP_FR; + else if (u[j] == +DBL_MAX) + type = GLP_LO; + else if (l[j] == -DBL_MAX) + type = GLP_UP; + else if (l[j] != u[j]) + type = GLP_DB; + else + type = GLP_FX; + glp_set_col_bnds(mip, j, type, l[j], u[j]); + } +done: /* free working arrays and return */ + xfree(L); + xfree(U); + xfree(l); + xfree(u); + xfree(num); + return ret; +} + +/* eof */ |