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/* prrngs.c (print sensitivity analysis report) */
/***********************************************************************
* This code is part of GLPK (GNU Linear Programming Kit).
*
* Copyright (C) 2010-2016 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 "prob.h"
#define xfprintf glp_format
static char *format(char buf[13+1], double x)
{ /* format floating-point number in MPS/360-like style */
if (x == -DBL_MAX)
strcpy(buf, " -Inf");
else if (x == +DBL_MAX)
strcpy(buf, " +Inf");
else if (fabs(x) <= 999999.99998)
{ sprintf(buf, "%13.5f", x);
#if 1
if (strcmp(buf, " 0.00000") == 0 ||
strcmp(buf, " -0.00000") == 0)
strcpy(buf, " . ");
else if (memcmp(buf, " 0.", 8) == 0)
memcpy(buf, " .", 8);
else if (memcmp(buf, " -0.", 8) == 0)
memcpy(buf, " -.", 8);
#endif
}
else
sprintf(buf, "%13.6g", x);
return buf;
}
int glp_print_ranges(glp_prob *P, int len, const int list[],
int flags, const char *fname)
{ /* print sensitivity analysis report */
glp_file *fp = NULL;
GLPROW *row;
GLPCOL *col;
int m, n, pass, k, t, numb, type, stat, var1, var2, count, page,
ret;
double lb, ub, slack, coef, prim, dual, value1, value2, coef1,
coef2, obj1, obj2;
const char *name, *limit;
char buf[13+1];
/* sanity checks */
#if 0 /* 04/IV-2016 */
if (P == NULL || P->magic != GLP_PROB_MAGIC)
xerror("glp_print_ranges: P = %p; invalid problem object\n",
P);
#endif
m = P->m, n = P->n;
if (len < 0)
xerror("glp_print_ranges: len = %d; invalid list length\n",
len);
if (len > 0)
{ if (list == NULL)
xerror("glp_print_ranges: list = %p: invalid parameter\n",
list);
for (t = 1; t <= len; t++)
{ k = list[t];
if (!(1 <= k && k <= m+n))
xerror("glp_print_ranges: list[%d] = %d; row/column numb"
"er out of range\n", t, k);
}
}
if (flags != 0)
xerror("glp_print_ranges: flags = %d; invalid parameter\n",
flags);
if (fname == NULL)
xerror("glp_print_ranges: fname = %p; invalid parameter\n",
fname);
if (glp_get_status(P) != GLP_OPT)
{ xprintf("glp_print_ranges: optimal basic solution required\n");
ret = 1;
goto done;
}
if (!glp_bf_exists(P))
{ xprintf("glp_print_ranges: basis factorization required\n");
ret = 2;
goto done;
}
/* start reporting */
xprintf("Write sensitivity analysis report to '%s'...\n", fname);
fp = glp_open(fname, "w");
if (fp == NULL)
{ xprintf("Unable to create '%s' - %s\n", fname, get_err_msg());
ret = 3;
goto done;
}
page = count = 0;
for (pass = 1; pass <= 2; pass++)
for (t = 1; t <= (len == 0 ? m+n : len); t++)
{ if (t == 1) count = 0;
k = (len == 0 ? t : list[t]);
if (pass == 1 && k > m || pass == 2 && k <= m)
continue;
if (count == 0)
{ xfprintf(fp, "GLPK %-4s - SENSITIVITY ANALYSIS REPORT%73sPa"
"ge%4d\n", glp_version(), "", ++page);
xfprintf(fp, "\n");
xfprintf(fp, "%-12s%s\n", "Problem:",
P->name == NULL ? "" : P->name);
xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:",
P->obj == NULL ? "" : P->obj,
P->obj == NULL ? "" : " = ", P->obj_val,
P->dir == GLP_MIN ? "MINimum" :
P->dir == GLP_MAX ? "MAXimum" : "???");
xfprintf(fp, "\n");
xfprintf(fp, "%6s %-12s %2s %13s %13s %13s %13s %13s %13s "
"%s\n", "No.", pass == 1 ? "Row name" : "Column name",
"St", "Activity", pass == 1 ? "Slack" : "Obj coef",
"Lower bound", "Activity", "Obj coef", "Obj value at",
"Limiting");
xfprintf(fp, "%6s %-12s %2s %13s %13s %13s %13s %13s %13s "
"%s\n", "", "", "", "", "Marginal", "Upper bound",
"range", "range", "break point", "variable");
xfprintf(fp, "------ ------------ -- ------------- --------"
"----- ------------- ------------- ------------- ------"
"------- ------------\n");
}
if (pass == 1)
{ numb = k;
xassert(1 <= numb && numb <= m);
row = P->row[numb];
name = row->name;
type = row->type;
lb = glp_get_row_lb(P, numb);
ub = glp_get_row_ub(P, numb);
coef = 0.0;
stat = row->stat;
prim = row->prim;
if (type == GLP_FR)
slack = - prim;
else if (type == GLP_LO)
slack = lb - prim;
else if (type == GLP_UP || type == GLP_DB || type == GLP_FX)
slack = ub - prim;
dual = row->dual;
}
else
{ numb = k - m;
xassert(1 <= numb && numb <= n);
col = P->col[numb];
name = col->name;
lb = glp_get_col_lb(P, numb);
ub = glp_get_col_ub(P, numb);
coef = col->coef;
stat = col->stat;
prim = col->prim;
slack = 0.0;
dual = col->dual;
}
if (stat != GLP_BS)
{ glp_analyze_bound(P, k, &value1, &var1, &value2, &var2);
if (stat == GLP_NF)
coef1 = coef2 = coef;
else if (stat == GLP_NS)
coef1 = -DBL_MAX, coef2 = +DBL_MAX;
else if (stat == GLP_NL && P->dir == GLP_MIN ||
stat == GLP_NU && P->dir == GLP_MAX)
coef1 = coef - dual, coef2 = +DBL_MAX;
else
coef1 = -DBL_MAX, coef2 = coef - dual;
if (value1 == -DBL_MAX)
{ if (dual < -1e-9)
obj1 = +DBL_MAX;
else if (dual > +1e-9)
obj1 = -DBL_MAX;
else
obj1 = P->obj_val;
}
else
obj1 = P->obj_val + dual * (value1 - prim);
if (value2 == +DBL_MAX)
{ if (dual < -1e-9)
obj2 = -DBL_MAX;
else if (dual > +1e-9)
obj2 = +DBL_MAX;
else
obj2 = P->obj_val;
}
else
obj2 = P->obj_val + dual * (value2 - prim);
}
else
{ glp_analyze_coef(P, k, &coef1, &var1, &value1, &coef2,
&var2, &value2);
if (coef1 == -DBL_MAX)
{ if (prim < -1e-9)
obj1 = +DBL_MAX;
else if (prim > +1e-9)
obj1 = -DBL_MAX;
else
obj1 = P->obj_val;
}
else
obj1 = P->obj_val + (coef1 - coef) * prim;
if (coef2 == +DBL_MAX)
{ if (prim < -1e-9)
obj2 = -DBL_MAX;
else if (prim > +1e-9)
obj2 = +DBL_MAX;
else
obj2 = P->obj_val;
}
else
obj2 = P->obj_val + (coef2 - coef) * prim;
}
/*** first line ***/
/* row/column number */
xfprintf(fp, "%6d", numb);
/* row/column name */
xfprintf(fp, " %-12.12s", name == NULL ? "" : name);
if (name != NULL && strlen(name) > 12)
xfprintf(fp, "%s\n%6s %12s", name+12, "", "");
/* row/column status */
xfprintf(fp, " %2s",
stat == GLP_BS ? "BS" : stat == GLP_NL ? "NL" :
stat == GLP_NU ? "NU" : stat == GLP_NF ? "NF" :
stat == GLP_NS ? "NS" : "??");
/* row/column activity */
xfprintf(fp, " %s", format(buf, prim));
/* row slack, column objective coefficient */
xfprintf(fp, " %s", format(buf, k <= m ? slack : coef));
/* row/column lower bound */
xfprintf(fp, " %s", format(buf, lb));
/* row/column activity range */
xfprintf(fp, " %s", format(buf, value1));
/* row/column objective coefficient range */
xfprintf(fp, " %s", format(buf, coef1));
/* objective value at break point */
xfprintf(fp, " %s", format(buf, obj1));
/* limiting variable name */
if (var1 != 0)
{ if (var1 <= m)
limit = glp_get_row_name(P, var1);
else
limit = glp_get_col_name(P, var1 - m);
if (limit != NULL)
xfprintf(fp, " %s", limit);
}
xfprintf(fp, "\n");
/*** second line ***/
xfprintf(fp, "%6s %-12s %2s %13s", "", "", "", "");
/* row/column reduced cost */
xfprintf(fp, " %s", format(buf, dual));
/* row/column upper bound */
xfprintf(fp, " %s", format(buf, ub));
/* row/column activity range */
xfprintf(fp, " %s", format(buf, value2));
/* row/column objective coefficient range */
xfprintf(fp, " %s", format(buf, coef2));
/* objective value at break point */
xfprintf(fp, " %s", format(buf, obj2));
/* limiting variable name */
if (var2 != 0)
{ if (var2 <= m)
limit = glp_get_row_name(P, var2);
else
limit = glp_get_col_name(P, var2 - m);
if (limit != NULL)
xfprintf(fp, " %s", limit);
}
xfprintf(fp, "\n");
xfprintf(fp, "\n");
/* print 10 items per page */
count = (count + 1) % 10;
}
xfprintf(fp, "End of report\n");
#if 0 /* FIXME */
xfflush(fp);
#endif
if (glp_ioerr(fp))
{ xprintf("Write error on '%s' - %s\n", fname, get_err_msg());
ret = 4;
goto done;
}
ret = 0;
done: if (fp != NULL) glp_close(fp);
return ret;
}
/* eof */
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