2008-02-06 13:29:46 +03:00
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#ifndef HEADER_lp_lib
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#define HEADER_lp_lib
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/* --------------------------------------------------------------------------
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This is the main library header file for the lp_solve v5.0 release
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Starting at version 3.0, LP_Solve is released under the LGPL license.
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For full information, see the enclosed file LGPL.txt.
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Original developer: Michel Berkelaar - michel@ics.ele.tue.nl
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Most changes 1.5-2.0: Jeroen Dirks - jeroend@tor.numetrix.com
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Changes 3.2-4.0: Kjell Eikland - kjell.eikland@broadpark.no
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(Simplex code, SOS, SC, code optimization)
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Peter Notebaert - lpsolve@peno.be
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(Sensitivity analysis, documentation)
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Changes 5.0+: Kjell Eikland - kjell.eikland@broadpark.no
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(BFP, XLI, simplex, B&B, code modularization)
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Peter Notebaert - lpsolve@peno.be
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(Sensitivity analysis, New lp parser, LINDO (XLI)
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parser, VB/.NET interface, documentation)
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Release notes:
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Version 4.0 enhances version 3.2 in terms of internal program/simplex
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architecture, call level interfaces, data layout, features and contains
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several bug fixes. There is now complete support for semi-continuous
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variables and SOS constructions. In the process, a complete API
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was added. The MPS parser has been amended to support this.
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Sensitivity analysis and variouse bug fixes was provided by Peter
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Notebaert in 4.0 sub-releases. Peter also wrote a complete
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documentation of the API and contributed a VB interface, both of which
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significantly enhanced the accessibility of lp_solve.
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Version 5.0 is a major rewrite and code cleanup. The main additions that
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drove forward this cleanup were the modular inversion logic with optimal
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column ordering, addition of primal phase 1 and dual phase 2 logic for
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full flexibility in the selection of primal and dual simplex modes,
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DEVEX and steepest edge pivot selection, along with dynamic cycling
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detection and prevention. This cleanup made it possible to harmonize the
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internal rounding principles, contributing to increased numerical stability.
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Version 5.1 rearranges the matrix storage model by enabling both legacy
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element record-based storage and split vector storage. In addition the
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lprec structure is optimized and additional routines are added, mainly for
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sparse vector additions and enhanced XLI functionality. Support for XML-
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based models was added on the basis of the LPFML schema via xli_LPFML.
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Version 5.2 removes the objective function from the constraint matrix,
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adds a number of presolve options and speed them up. Degeneracy handling
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is significantly improved. Support for XLI_ZIMPL was added.
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Multiple and partial pricing has been enhanced and activated.
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-------------------------------------------------------------------------- */
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/* Define user program feature option switches */
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/* ------------------------------------------------------------------------- */
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#if !defined _WINDOWS && !defined _WIN32 && !defined WIN32
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# define _isnan(x) FALSE
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#endif
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#define SETMASK(variable, mask) variable |= mask
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#define CLEARMASK(variable, mask) variable &= ~(mask)
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#define TOGGLEMASK(variable, mask) variable ^= mask
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#define ISMASKSET(variable, mask) (MYBOOL) (((variable) & (mask)) != 0)
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/* Utility/system settings */
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/* ------------------------------------------------------------------------- */
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/*#define INTEGERTIME */ /* Set use of lower-resolution timer */
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/* New v5.0+ simplex/optimization features and settings */
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/* ------------------------------------------------------------------------- */
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/*#define NoRowScaleOF */ /* Optionally skip row-scaling of the OF */
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#define DoMatrixRounding /* Round A matrix elements to precision */
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#define DoBorderRounding /* Round RHS, bounds and ranges to precision */
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#define Phase1EliminateRedundant /* Remove rows of redundant artificials */
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#define FixViolatedOptimal
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#define ImproveSolutionPrecision /* Round optimal solution values */
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/*#define IncreasePivotOnReducedAccuracy */ /* Increase epspivot on instability */
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/*#define FixInaccurateDualMinit */ /* Reinvert on inaccuracy in dual minits */
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/*#define EnforcePositiveTheta */ /* Ensure that the theta range is valid */
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#define ResetMinitOnReinvert
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/*#define UsePrimalReducedCostUpdate */ /* Not tested */
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/*#define UseDualReducedCostUpdate */ /* Seems Ok, but slower than expected */
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/*#ifdef UseLegacyExtrad */ /* Use v3.2- style Extrad method */
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#define UseMilpExpandedRCF /* Non-ints in reduced cost bound tightening */
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/*#define UseMilpSlacksRCF */ /* Slacks in reduced cost bound tightening (degen
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prone); requires !SlackInitMinusInf */
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#define LegacySlackDefinition /* Slack as the "value of the constraint" */
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/* Development features (change at own risk) */
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/* ------------------------------------------------------------------------- */
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/*#define MIPboundWithOF */ /* Enable to detect OF constraint for use during B&B */
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/*#define SlackInitMinusInf */ /* Slacks have 0 LB if this is not defined */
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#define FULLYBOUNDEDSIMPLEX FALSE /* WARNING: Activate at your own risk! */
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/* Specify use of the basic linear algebra subroutine library */
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/* ------------------------------------------------------------------------- */
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2010-09-15 03:33:09 +04:00
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#define libBLAS 1 /* 0: No, 1: Internal, 2: External */
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2008-02-06 13:29:46 +03:00
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#define libnameBLAS "myBLAS"
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/* Active inverse logic (default is optimized original etaPFI) */
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/* ------------------------------------------------------------------------- */
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#if !defined LoadInverseLib
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# define LoadInverseLib TRUE /* Enable alternate inverse libraries */
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#endif
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/*#define ExcludeNativeInverse */ /* Disable INVERSE_ACTIVE inverse engine */
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#define DEF_OBJINBASIS TRUE /* Additional rows inserted at the top (1 => OF) */
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#define INVERSE_NONE -1
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#define INVERSE_LEGACY 0
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#define INVERSE_ETAPFI 1
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#define INVERSE_LUMOD 2
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#define INVERSE_LUSOL 3
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#define INVERSE_GLPKLU 4
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#ifndef RoleIsExternalInvEngine /* Defined in inverse DLL drivers */
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#ifdef ExcludeNativeInverse
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#define INVERSE_ACTIVE INVERSE_NONE /* Disable native engine */
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#else
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#define INVERSE_ACTIVE INVERSE_LEGACY /* User or DLL-selected */
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#endif
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#endif
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/* Active external language interface logic (default is none) */
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/* ------------------------------------------------------------------------- */
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#if !defined LoadLanguageLib
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# define LoadLanguageLib TRUE /* Enable alternate language libraries */
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#endif
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#define ExcludeNativeLanguage /* Disable LANGUAGE_ACTIVE XLI */
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#define LANGUAGE_NONE -1
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#define LANGUAGE_LEGACYLP 0
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#define LANGUAGE_CPLEXLP 1
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#define LANGUAGE_MPSX 2
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#define LANGUAGE_LPFML 3
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#define LANGUAGE_MATHPROG 4
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#define LANGUAGE_AMPL 5
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#define LANGUAGE_GAMS 6
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#define LANGUAGE_ZIMPL 7
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#define LANGUAGE_S 8
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#define LANGUAGE_R 9
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#define LANGUAGE_MATLAB 10
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#define LANGUAGE_OMATRIX 11
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#define LANGUAGE_SCILAB 12
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#define LANGUAGE_OCTAVE 13
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#define LANGUAGE_EMPS 14
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#ifndef RoleIsExternalLanguageEngine /* Defined in XLI driver libraries */
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#ifdef ExcludeNativeLanguage
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#define LANGUAGE_ACTIVE LANGUAGE_NONE /* Disable native engine */
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#else
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#define LANGUAGE_ACTIVE LANGUAGE_CPLEXLP /* User or DLL-selected */
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#endif
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#endif
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/* Default parameters and tolerances */
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/* ------------------------------------------------------------------------- */
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#define OriginalPARAM 0
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#define ProductionPARAM 1
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#define ChvatalPARAM 2
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#define LoosePARAM 3
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#if 1
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#define ActivePARAM ProductionPARAM
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#else
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#define ActivePARAM LoosePARAM
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#endif
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/* Miscellaneous settings */
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/* ------------------------------------------------------------------------- */
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#ifndef Paranoia
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#ifdef _DEBUG
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#define Paranoia
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#endif
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#endif
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/* Program version data */
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/* ------------------------------------------------------------------------- */
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#define MAJORVERSION 5
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#define MINORVERSION 5
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#define RELEASE 0
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#define BUILD 11
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#define BFPVERSION 12 /* Checked against bfp_compatible() */
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#define XLIVERSION 12 /* Checked against xli_compatible() */
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/* Note that both BFPVERSION and XLIVERSION typically have to be incremented
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in the case that the lprec structure changes. */
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/* Include/header files */
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/* ------------------------------------------------------------------------- */
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#include <sys/types.h>
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#include <stdlib.h>
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#include <string.h>
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#include <math.h>
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#include <stdio.h>
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#include "lp_types.h"
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#include "lp_utils.h"
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#if (LoadInverseLib == TRUE) || (LoadLanguageLib == TRUE)
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#ifdef WIN32
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#include <windows.h>
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#else
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#include <dlfcn.h>
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#endif
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#endif
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#ifndef BFP_CALLMODEL
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#ifdef WIN32
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#define BFP_CALLMODEL __stdcall /* "Standard" call model */
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#else
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#define BFP_CALLMODEL
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#endif
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#endif
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#ifndef XLI_CALLMODEL
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#define XLI_CALLMODEL BFP_CALLMODEL
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#endif
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#define REGISTER register /* Speed up certain operations */
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/* Definition of program constrants */
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/* ------------------------------------------------------------------------- */
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#define SIMPLEX_UNDEFINED 0
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#define SIMPLEX_Phase1_PRIMAL 1
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#define SIMPLEX_Phase1_DUAL 2
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#define SIMPLEX_Phase2_PRIMAL 4
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#define SIMPLEX_Phase2_DUAL 8
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#define SIMPLEX_DYNAMIC 16
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#define SIMPLEX_AUTODUALIZE 32
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#define SIMPLEX_PRIMAL_PRIMAL (SIMPLEX_Phase1_PRIMAL + SIMPLEX_Phase2_PRIMAL)
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#define SIMPLEX_DUAL_PRIMAL (SIMPLEX_Phase1_DUAL + SIMPLEX_Phase2_PRIMAL)
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#define SIMPLEX_PRIMAL_DUAL (SIMPLEX_Phase1_PRIMAL + SIMPLEX_Phase2_DUAL)
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#define SIMPLEX_DUAL_DUAL (SIMPLEX_Phase1_DUAL + SIMPLEX_Phase2_DUAL)
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#define SIMPLEX_DEFAULT (SIMPLEX_DUAL_PRIMAL)
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/* Variable codes (internal) */
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#define ISREAL 0
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#define ISINTEGER 1
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#define ISSEMI 2
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#define ISSOS 4
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#define ISSOSTEMPINT 8
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#define ISGUB 16
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/* Presolve defines */
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#define PRESOLVE_NONE 0
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#define PRESOLVE_ROWS 1
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#define PRESOLVE_COLS 2
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#define PRESOLVE_LINDEP 4
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#define PRESOLVE_AGGREGATE 8 /* Not implemented */
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#define PRESOLVE_SPARSER 16 /* Not implemented */
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#define PRESOLVE_SOS 32
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#define PRESOLVE_REDUCEMIP 64
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#define PRESOLVE_KNAPSACK 128 /* Implementation not tested completely */
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#define PRESOLVE_ELIMEQ2 256
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#define PRESOLVE_IMPLIEDFREE 512
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#define PRESOLVE_REDUCEGCD 1024
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#define PRESOLVE_PROBEFIX 2048
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#define PRESOLVE_PROBEREDUCE 4096
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#define PRESOLVE_ROWDOMINATE 8192
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#define PRESOLVE_COLDOMINATE 16384 /* Reduced functionality, should be expanded */
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#define PRESOLVE_MERGEROWS 32768
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#define PRESOLVE_IMPLIEDSLK 65536
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#define PRESOLVE_COLFIXDUAL 131072
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#define PRESOLVE_BOUNDS 262144
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#define PRESOLVE_LASTMASKMODE (PRESOLVE_DUALS - 1)
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#define PRESOLVE_DUALS 524288
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#define PRESOLVE_SENSDUALS 1048576
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/* Basis crash options */
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#define CRASH_NONE 0
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#define CRASH_NONBASICBOUNDS 1
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#define CRASH_MOSTFEASIBLE 2
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#define CRASH_LEASTDEGENERATE 3
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/* Solution recomputation options (internal) */
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#define INITSOL_SHIFTZERO 0
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#define INITSOL_USEZERO 1
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#define INITSOL_ORIGINAL 2
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/* Strategy codes to avoid or recover from degenerate pivots,
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infeasibility or numeric errors via randomized bound relaxation */
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#define ANTIDEGEN_NONE 0
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#define ANTIDEGEN_FIXEDVARS 1
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#define ANTIDEGEN_COLUMNCHECK 2
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#define ANTIDEGEN_STALLING 4
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#define ANTIDEGEN_NUMFAILURE 8
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#define ANTIDEGEN_LOSTFEAS 16
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#define ANTIDEGEN_INFEASIBLE 32
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#define ANTIDEGEN_DYNAMIC 64
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#define ANTIDEGEN_DURINGBB 128
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#define ANTIDEGEN_RHSPERTURB 256
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#define ANTIDEGEN_BOUNDFLIP 512
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#define ANTIDEGEN_DEFAULT (ANTIDEGEN_FIXEDVARS | ANTIDEGEN_STALLING /* | ANTIDEGEN_INFEASIBLE */)
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/* REPORT defines */
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#define NEUTRAL 0
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#define CRITICAL 1
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#define SEVERE 2
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#define IMPORTANT 3
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#define NORMAL 4
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#define DETAILED 5
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#define FULL 6
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/* MESSAGE defines */
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#define MSG_NONE 0
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#define MSG_PRESOLVE 1
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#define MSG_ITERATION 2
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#define MSG_INVERT 4
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#define MSG_LPFEASIBLE 8
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#define MSG_LPOPTIMAL 16
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#define MSG_LPEQUAL 32
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#define MSG_LPBETTER 64
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#define MSG_MILPFEASIBLE 128
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#define MSG_MILPEQUAL 256
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#define MSG_MILPBETTER 512
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#define MSG_MILPSTRATEGY 1024
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#define MSG_MILPOPTIMAL 2048
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#define MSG_PERFORMANCE 4096
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#define MSG_INITPSEUDOCOST 8192
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/* MPS file types */
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#define MPSFIXED 1
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#define MPSFREE 2
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/* MPS defines (internal) */
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#define MPSUNDEF -4
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#define MPSNAME -3
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#define MPSOBJSENSE -2
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#define MPSOBJNAME -1
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#define MPSROWS 0
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#define MPSCOLUMNS 1
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#define MPSRHS 2
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#define MPSBOUNDS 3
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#define MPSRANGES 4
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#define MPSSOS 5
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#define MPSVARMASK "%-8s"
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#define MPSVALUEMASK "%12g"
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/* Constraint type codes (internal) */
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#define ROWTYPE_EMPTY 0
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#define ROWTYPE_LE 1
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#define ROWTYPE_GE 2
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#define ROWTYPE_EQ 3
|
|
|
|
#define ROWTYPE_CONSTRAINT ROWTYPE_EQ /* This is the mask for modes */
|
|
|
|
#define ROWTYPE_OF 4
|
|
|
|
#define ROWTYPE_INACTIVE 8
|
|
|
|
#define ROWTYPE_RELAX 16
|
|
|
|
#define ROWTYPE_GUB 32
|
|
|
|
#define ROWTYPE_OFMAX (ROWTYPE_OF + ROWTYPE_GE)
|
|
|
|
#define ROWTYPE_OFMIN (ROWTYPE_OF + ROWTYPE_LE)
|
|
|
|
#define ROWTYPE_CHSIGN ROWTYPE_GE
|
|
|
|
|
|
|
|
/* Public constraint codes */
|
|
|
|
#define FR ROWTYPE_EMPTY
|
|
|
|
#define LE ROWTYPE_LE
|
|
|
|
#define GE ROWTYPE_GE
|
|
|
|
#define EQ ROWTYPE_EQ
|
|
|
|
#define OF ROWTYPE_OF
|
|
|
|
|
|
|
|
/* MIP constraint classes */
|
|
|
|
#define ROWCLASS_Unknown 0 /* Undefined/unknown */
|
|
|
|
#define ROWCLASS_Objective 1 /* The objective function */
|
|
|
|
#define ROWCLASS_GeneralREAL 2 /* General real-values constraint */
|
|
|
|
#define ROWCLASS_GeneralMIP 3 /* General mixed integer/binary and real valued constraint */
|
|
|
|
#define ROWCLASS_GeneralINT 4 /* General integer-only constraint */
|
|
|
|
#define ROWCLASS_GeneralBIN 5 /* General binary-only constraint */
|
|
|
|
#define ROWCLASS_KnapsackINT 6 /* Sum of positive integer times integer variables <= positive integer */
|
|
|
|
#define ROWCLASS_KnapsackBIN 7 /* Sum of positive integer times binary variables <= positive integer */
|
|
|
|
#define ROWCLASS_SetPacking 8 /* Sum of binary variables >= 1 */
|
|
|
|
#define ROWCLASS_SetCover 9 /* Sum of binary variables <= 1 */
|
|
|
|
#define ROWCLASS_GUB 10 /* Sum of binary variables = 1 */
|
|
|
|
#define ROWCLASS_MAX ROWCLASS_GUB
|
|
|
|
|
|
|
|
/* Column subsets (internal) */
|
|
|
|
#define SCAN_USERVARS 1
|
|
|
|
#define SCAN_SLACKVARS 2
|
|
|
|
#define SCAN_ARTIFICIALVARS 4
|
|
|
|
#define SCAN_PARTIALBLOCK 8
|
|
|
|
#define USE_BASICVARS 16
|
|
|
|
#define USE_NONBASICVARS 32
|
|
|
|
#define SCAN_NORMALVARS (SCAN_USERVARS + SCAN_ARTIFICIALVARS)
|
|
|
|
#define SCAN_ALLVARS (SCAN_SLACKVARS + SCAN_USERVARS + SCAN_ARTIFICIALVARS)
|
|
|
|
#define USE_ALLVARS (USE_BASICVARS + USE_NONBASICVARS)
|
|
|
|
#define OMIT_FIXED 64
|
|
|
|
#define OMIT_NONFIXED 128
|
|
|
|
|
|
|
|
/* Improvement defines */
|
|
|
|
#define IMPROVE_NONE 0
|
|
|
|
#define IMPROVE_SOLUTION 1
|
|
|
|
#define IMPROVE_DUALFEAS 2
|
|
|
|
#define IMPROVE_THETAGAP 4
|
|
|
|
#define IMPROVE_BBSIMPLEX 8
|
|
|
|
#define IMPROVE_DEFAULT (IMPROVE_DUALFEAS + IMPROVE_THETAGAP)
|
|
|
|
#define IMPROVE_INVERSE (IMPROVE_SOLUTION + IMPROVE_THETAGAP)
|
|
|
|
|
|
|
|
/* Scaling types */
|
|
|
|
#define SCALE_NONE 0
|
|
|
|
#define SCALE_EXTREME 1
|
|
|
|
#define SCALE_RANGE 2
|
|
|
|
#define SCALE_MEAN 3
|
|
|
|
#define SCALE_GEOMETRIC 4
|
|
|
|
#define SCALE_FUTURE1 5
|
|
|
|
#define SCALE_FUTURE2 6
|
|
|
|
#define SCALE_CURTISREID 7 /* Override to Curtis-Reid "optimal" scaling */
|
|
|
|
|
|
|
|
/* Alternative scaling weights */
|
|
|
|
#define SCALE_LINEAR 0
|
|
|
|
#define SCALE_QUADRATIC 8
|
|
|
|
#define SCALE_LOGARITHMIC 16
|
|
|
|
#define SCALE_USERWEIGHT 31
|
|
|
|
#define SCALE_MAXTYPE (SCALE_QUADRATIC-1)
|
|
|
|
|
|
|
|
/* Scaling modes */
|
|
|
|
#define SCALE_POWER2 32 /* As is or rounded to power of 2 */
|
|
|
|
#define SCALE_EQUILIBRATE 64 /* Make sure that no scaled number is above 1 */
|
|
|
|
#define SCALE_INTEGERS 128 /* Apply to integer columns/variables */
|
|
|
|
#define SCALE_DYNUPDATE 256 /* Apply incrementally every solve() */
|
|
|
|
#define SCALE_ROWSONLY 512 /* Override any scaling to only scale the rows */
|
|
|
|
#define SCALE_COLSONLY 1024 /* Override any scaling to only scale the rows */
|
|
|
|
|
|
|
|
/* Standard defines for typical scaling models (no Lagrangeans) */
|
|
|
|
#define SCALEMODEL_EQUILIBRATED (SCALE_LINEAR+SCALE_EXTREME+SCALE_INTEGERS)
|
|
|
|
#define SCALEMODEL_GEOMETRIC (SCALE_LINEAR+SCALE_GEOMETRIC+SCALE_INTEGERS)
|
|
|
|
#define SCALEMODEL_ARITHMETIC (SCALE_LINEAR+SCALE_MEAN+SCALE_INTEGERS)
|
|
|
|
#define SCALEMODEL_DYNAMIC (SCALEMODEL_GEOMETRIC+SCALE_EQUILIBRATE)
|
|
|
|
#define SCALEMODEL_CURTISREID (SCALE_CURTISREID+SCALE_INTEGERS+SCALE_POWER2)
|
|
|
|
|
|
|
|
/* Iteration status and strategies (internal) */
|
|
|
|
#define ITERATE_MAJORMAJOR 0
|
|
|
|
#define ITERATE_MINORMAJOR 1
|
|
|
|
#define ITERATE_MINORRETRY 2
|
|
|
|
|
|
|
|
/* Pricing methods */
|
|
|
|
#define PRICER_FIRSTINDEX 0
|
|
|
|
#define PRICER_DANTZIG 1
|
|
|
|
#define PRICER_DEVEX 2
|
|
|
|
#define PRICER_STEEPESTEDGE 3
|
|
|
|
#define PRICER_LASTOPTION PRICER_STEEPESTEDGE
|
|
|
|
|
|
|
|
/* Additional settings for pricers (internal) */
|
|
|
|
#define PRICER_RANDFACT 0.1
|
|
|
|
#define DEVEX_RESTARTLIMIT 1.0e+09 /* Reset the norms if any value exceeds this limit */
|
|
|
|
#define DEVEX_MINVALUE 0.000 /* Minimum weight [0..1] for entering variable, consider 0.01 */
|
|
|
|
|
|
|
|
/* Pricing strategies */
|
|
|
|
#define PRICE_PRIMALFALLBACK 4 /* In case of Steepest Edge, fall back to DEVEX in primal */
|
|
|
|
#define PRICE_MULTIPLE 8 /* Enable multiple pricing (primal simplex) */
|
|
|
|
#define PRICE_PARTIAL 16 /* Enable partial pricing */
|
|
|
|
#define PRICE_ADAPTIVE 32 /* Temporarily use alternative strategy if cycling is detected */
|
|
|
|
#define PRICE_HYBRID 64 /* NOT IMPLEMENTED */
|
|
|
|
#define PRICE_RANDOMIZE 128 /* Adds a small randomization effect to the selected pricer */
|
|
|
|
#define PRICE_AUTOPARTIAL 256 /* Detect and use data on the block structure of the model (primal) */
|
|
|
|
#define PRICE_AUTOMULTIPLE 512 /* Automatically select multiple pricing (primal simplex) */
|
|
|
|
#define PRICE_LOOPLEFT 1024 /* Scan entering/leaving columns left rather than right */
|
|
|
|
#define PRICE_LOOPALTERNATE 2048 /* Scan entering/leaving columns alternatingly left/right */
|
|
|
|
#define PRICE_HARRISTWOPASS 4096 /* Use Harris' primal pivot logic rather than the default */
|
|
|
|
#define PRICE_FORCEFULL 8192 /* Non-user option to force full pricing */
|
|
|
|
#define PRICE_TRUENORMINIT 16384 /* Use true norms for Devex and Steepest Edge initializations */
|
|
|
|
|
|
|
|
/*#define _PRICE_NOBOUNDFLIP*/
|
|
|
|
#if defined _PRICE_NOBOUNDFLIP
|
|
|
|
#define PRICE_NOBOUNDFLIP 65536 /* Disallow automatic bound-flip during pivot */
|
|
|
|
#endif
|
|
|
|
|
|
|
|
#define PRICE_STRATEGYMASK (PRICE_PRIMALFALLBACK + \
|
|
|
|
PRICE_MULTIPLE + PRICE_PARTIAL + \
|
|
|
|
PRICE_ADAPTIVE + PRICE_HYBRID + \
|
|
|
|
PRICE_RANDOMIZE + PRICE_AUTOPARTIAL + PRICE_AUTOMULTIPLE + \
|
|
|
|
PRICE_LOOPLEFT + PRICE_LOOPALTERNATE + \
|
|
|
|
PRICE_HARRISTWOPASS + \
|
|
|
|
PRICE_FORCEFULL + PRICE_TRUENORMINIT)
|
|
|
|
|
|
|
|
/* B&B active variable codes (internal) */
|
|
|
|
#define BB_REAL 0
|
|
|
|
#define BB_INT 1
|
|
|
|
#define BB_SC 2
|
|
|
|
#define BB_SOS 3
|
|
|
|
#define BB_GUB 4
|
|
|
|
|
|
|
|
/* B&B strategies */
|
|
|
|
#define NODE_FIRSTSELECT 0
|
|
|
|
#define NODE_GAPSELECT 1
|
|
|
|
#define NODE_RANGESELECT 2
|
|
|
|
#define NODE_FRACTIONSELECT 3
|
|
|
|
#define NODE_PSEUDOCOSTSELECT 4
|
|
|
|
#define NODE_PSEUDONONINTSELECT 5 /* Kjell Eikland #1 - Minimize B&B depth */
|
|
|
|
#define NODE_PSEUDOFEASSELECT (NODE_PSEUDONONINTSELECT+NODE_WEIGHTREVERSEMODE)
|
|
|
|
#define NODE_PSEUDORATIOSELECT 6 /* Kjell Eikland #2 - Minimize a "cost/benefit" ratio */
|
|
|
|
#define NODE_USERSELECT 7
|
|
|
|
#define NODE_STRATEGYMASK (NODE_WEIGHTREVERSEMODE-1) /* Mask for B&B strategies */
|
|
|
|
#define NODE_WEIGHTREVERSEMODE 8
|
|
|
|
#define NODE_BRANCHREVERSEMODE 16
|
|
|
|
#define NODE_GREEDYMODE 32
|
|
|
|
#define NODE_PSEUDOCOSTMODE 64
|
|
|
|
#define NODE_DEPTHFIRSTMODE 128
|
|
|
|
#define NODE_RANDOMIZEMODE 256
|
|
|
|
#define NODE_GUBMODE 512
|
|
|
|
#define NODE_DYNAMICMODE 1024
|
|
|
|
#define NODE_RESTARTMODE 2048
|
|
|
|
#define NODE_BREADTHFIRSTMODE 4096
|
|
|
|
#define NODE_AUTOORDER 8192
|
|
|
|
#define NODE_RCOSTFIXING 16384
|
|
|
|
#define NODE_STRONGINIT 32768
|
|
|
|
|
|
|
|
#define BRANCH_CEILING 0
|
|
|
|
#define BRANCH_FLOOR 1
|
|
|
|
#define BRANCH_AUTOMATIC 2
|
|
|
|
#define BRANCH_DEFAULT 3
|
|
|
|
|
|
|
|
/* Action constants for simplex and B&B (internal) */
|
|
|
|
#define ACTION_NONE 0
|
|
|
|
#define ACTION_ACTIVE 1
|
|
|
|
#define ACTION_REBASE 2
|
|
|
|
#define ACTION_RECOMPUTE 4
|
|
|
|
#define ACTION_REPRICE 8
|
|
|
|
#define ACTION_REINVERT 16
|
|
|
|
#define ACTION_TIMEDREINVERT 32
|
|
|
|
#define ACTION_ITERATE 64
|
|
|
|
#define ACTION_RESTART 255
|
|
|
|
|
|
|
|
/* Solver status values */
|
|
|
|
#define UNKNOWNERROR -5
|
|
|
|
#define DATAIGNORED -4
|
|
|
|
#define NOBFP -3
|
|
|
|
#define NOMEMORY -2
|
|
|
|
#define NOTRUN -1
|
|
|
|
#define OPTIMAL 0
|
|
|
|
#define SUBOPTIMAL 1
|
|
|
|
#define INFEASIBLE 2
|
|
|
|
#define UNBOUNDED 3
|
|
|
|
#define DEGENERATE 4
|
|
|
|
#define NUMFAILURE 5
|
|
|
|
#define USERABORT 6
|
|
|
|
#define TIMEOUT 7
|
|
|
|
#define RUNNING 8
|
|
|
|
#define PRESOLVED 9
|
|
|
|
|
|
|
|
/* Branch & Bound and Lagrangean extra status values (internal) */
|
|
|
|
#define PROCFAIL 10
|
|
|
|
#define PROCBREAK 11
|
|
|
|
#define FEASFOUND 12
|
|
|
|
#define NOFEASFOUND 13
|
|
|
|
#define FATHOMED 14
|
|
|
|
|
|
|
|
/* Status values internal to the solver (internal) */
|
|
|
|
#define SWITCH_TO_PRIMAL 20
|
|
|
|
#define SWITCH_TO_DUAL 21
|
|
|
|
#define SINGULAR_BASIS 22
|
|
|
|
#define LOSTFEAS 23
|
|
|
|
#define MATRIXERROR 24
|
|
|
|
|
|
|
|
/* Objective testing options for "bb_better" (internal) */
|
|
|
|
#define OF_RELAXED 0
|
|
|
|
#define OF_INCUMBENT 1
|
|
|
|
#define OF_WORKING 2
|
|
|
|
#define OF_USERBREAK 3
|
|
|
|
#define OF_HEURISTIC 4
|
|
|
|
#define OF_DUALLIMIT 5
|
|
|
|
#define OF_DELTA 8 /* Mode */
|
|
|
|
#define OF_PROJECTED 16 /* Mode - future, not active */
|
|
|
|
|
|
|
|
#define OF_TEST_BT 1
|
|
|
|
#define OF_TEST_BE 2
|
|
|
|
#define OF_TEST_NE 3
|
|
|
|
#define OF_TEST_WE 4
|
|
|
|
#define OF_TEST_WT 5
|
|
|
|
#define OF_TEST_RELGAP 8 /* Mode */
|
|
|
|
|
|
|
|
|
|
|
|
/* Name list and sparse matrix storage parameters (internal) */
|
|
|
|
#define MAT_START_SIZE 10000
|
|
|
|
#define DELTACOLALLOC 100
|
|
|
|
#define DELTAROWALLOC 100
|
|
|
|
#define RESIZEFACTOR 4 /* Fractional increase in selected memory allocations */
|
|
|
|
|
|
|
|
/* Default solver parameters and tolerances (internal) */
|
|
|
|
#define DEF_PARTIALBLOCKS 10 /* The default number of blocks for partial pricing */
|
|
|
|
#define DEF_MAXRELAX 7 /* Maximum number of non-BB relaxations in MILP */
|
|
|
|
#define DEF_MAXPIVOTRETRY 10 /* Maximum number of times to retry a div-0 situation */
|
|
|
|
#define DEF_MAXSINGULARITIES 10 /* Maximum number of singularities in refactorization */
|
|
|
|
#define MAX_MINITUPDATES 60 /* Maximum number of bound swaps between refactorizations
|
|
|
|
without recomputing the whole vector - contain errors */
|
|
|
|
#define MIN_REFACTFREQUENCY 5 /* Refactorization frequency indicating an inherent
|
|
|
|
numerical instability of the basis */
|
|
|
|
#define LAG_SINGULARLIMIT 5 /* Number of times the objective does not change
|
|
|
|
before it is assumed that the Lagrangean constraints
|
|
|
|
are non-binding, and therefore impossible to converge;
|
|
|
|
upper iteration limit is divided by this threshold */
|
|
|
|
#define MIN_TIMEPIVOT 5.0e-02 /* Minimum time per pivot for reinversion optimization
|
|
|
|
purposes; use active monitoring only if a pivot
|
|
|
|
takes more than MINTIMEPIVOT seconds. 5.0e-2 is
|
|
|
|
roughly suitable for a 1GHz system. */
|
|
|
|
#define MAX_STALLCOUNT 12 /* The absolute upper limit to the number of stalling or
|
|
|
|
cycling iterations before switching rule */
|
|
|
|
#define MAX_RULESWITCH 5 /* The maximum number of times to try an alternate pricing rule
|
|
|
|
to recover from stalling; set negative for no limit. */
|
|
|
|
#define DEF_TIMEDREFACT AUTOMATIC /* Default for timed refactorization in BFPs;
|
|
|
|
can be FALSE, TRUE or AUTOMATIC (dynamic) */
|
|
|
|
|
|
|
|
#define DEF_SCALINGLIMIT 5 /* The default maximum number of scaling iterations */
|
|
|
|
|
|
|
|
#define DEF_NEGRANGE -1.0e+06 /* Downward limit for expanded variable range before the
|
|
|
|
variable is split into positive and negative components */
|
|
|
|
#define DEF_BB_LIMITLEVEL -50 /* Relative B&B limit to protect against very deep,
|
|
|
|
memory-consuming trees */
|
|
|
|
|
|
|
|
#define MAX_FRACSCALE 6 /* The maximum decimal scan range for simulated integers */
|
|
|
|
#define RANDSCALE 100 /* Randomization scaling range */
|
|
|
|
#define DOUBLEROUND 0.0e-02 /* Extra rounding scalar used in btran/ftran calculations; the
|
|
|
|
rationale for 0.0 is that prod_xA() uses rounding as well */
|
|
|
|
#define DEF_EPSMACHINE 2.22e-16 /* Machine relative precision (doubles) */
|
|
|
|
#define MIN_STABLEPIVOT 5.0 /* Minimum pivot magnitude assumed to be numerically stable */
|
|
|
|
|
|
|
|
|
|
|
|
/* Precision macros */
|
|
|
|
/* -------------------------------------------------------------------------------------- */
|
|
|
|
#define PREC_REDUCEDCOST lp->epsvalue
|
|
|
|
#define PREC_IMPROVEGAP lp->epsdual
|
|
|
|
#define PREC_SUBSTFEASGAP lp->epsprimal
|
|
|
|
#if 1
|
|
|
|
#define PREC_BASICSOLUTION lp->epsvalue /* Zero-rounding of RHS/basic solution vector */
|
|
|
|
#else
|
|
|
|
#define PREC_BASICSOLUTION lp->epsmachine /* Zero-rounding of RHS/basic solution vector */
|
|
|
|
#endif
|
|
|
|
#define LIMIT_ABS_REL 10.0 /* Limit for testing using relative metric */
|
|
|
|
|
|
|
|
|
|
|
|
/* Parameters constants for short-cut setting of tolerances */
|
|
|
|
/* -------------------------------------------------------------------------------------- */
|
|
|
|
#define EPS_TIGHT 0
|
|
|
|
#define EPS_MEDIUM 1
|
|
|
|
#define EPS_LOOSE 2
|
|
|
|
#define EPS_BAGGY 3
|
|
|
|
#define EPS_DEFAULT EPS_TIGHT
|
|
|
|
|
|
|
|
|
|
|
|
#if ActivePARAM==ProductionPARAM /* PARAMETER SET FOR PRODUCTION */
|
|
|
|
/* -------------------------------------------------------------------------------------- */
|
|
|
|
#define DEF_INFINITE 1.0e+30 /* Limit for dynamic range */
|
|
|
|
#define DEF_EPSVALUE 1.0e-12 /* High accuracy and feasibility preserving tolerance */
|
|
|
|
#define DEF_EPSPRIMAL 1.0e-10 /* For rounding primal/RHS values to 0 */
|
|
|
|
#define DEF_EPSDUAL 1.0e-09 /* For rounding reduced costs to 0 */
|
|
|
|
#define DEF_EPSPIVOT 2.0e-07 /* Pivot reject threshold */
|
|
|
|
#define DEF_PERTURB 1.0e-05 /* Perturbation scalar for degenerate problems;
|
|
|
|
must at least be RANDSCALE greater than EPSPRIMAL */
|
|
|
|
#define DEF_EPSSOLUTION 1.0e-05 /* Margin of error for solution bounds */
|
|
|
|
#define DEF_EPSINT 1.0e-07 /* Accuracy for considering a float value as integer */
|
|
|
|
|
|
|
|
#elif ActivePARAM==OriginalPARAM /* PARAMETER SET FOR LEGACY VERSIONS */
|
|
|
|
/* -------------------------------------------------------------------------------------- */
|
|
|
|
#define DEF_INFINITE 1.0e+24 /* Limit for dynamic range */
|
|
|
|
#define DEF_EPSVALUE 1.0e-08 /* High accuracy and feasibility preserving tolerance */
|
|
|
|
#define DEF_EPSPRIMAL 5.01e-07 /* For rounding primal/RHS values to 0, infeasibility */
|
|
|
|
#define DEF_EPSDUAL 1.0e-06 /* For rounding reduced costs to 0 */
|
|
|
|
#define DEF_EPSPIVOT 1.0e-04 /* Pivot reject threshold */
|
|
|
|
#define DEF_PERTURB 1.0e-05 /* Perturbation scalar for degenerate problems;
|
|
|
|
must at least be RANDSCALE greater than EPSPRIMAL */
|
|
|
|
#define DEF_EPSSOLUTION 1.0e-02 /* Margin of error for solution bounds */
|
|
|
|
#define DEF_EPSINT 1.0e-03 /* Accuracy for considering a float value as integer */
|
|
|
|
|
|
|
|
#elif ActivePARAM==ChvatalPARAM /* PARAMETER SET EXAMPLES FROM Vacek Chvatal */
|
|
|
|
/* -------------------------------------------------------------------------------------- */
|
|
|
|
#define DEF_INFINITE 1.0e+30 /* Limit for dynamic range */
|
|
|
|
#define DEF_EPSVALUE 1.0e-10 /* High accuracy and feasibility preserving tolerance */
|
|
|
|
#define DEF_EPSPRIMAL 10e-07 /* For rounding primal/RHS values to 0 */
|
|
|
|
#define DEF_EPSDUAL 10e-05 /* For rounding reduced costs to 0 */
|
|
|
|
#define DEF_EPSPIVOT 10e-05 /* Pivot reject threshold */
|
|
|
|
#define DEF_PERTURB 10e-03 /* Perturbation scalar for degenerate problems;
|
|
|
|
must at least be RANDSCALE greater than EPSPRIMAL */
|
|
|
|
#define DEF_EPSSOLUTION 1.0e-05 /* Margin of error for solution bounds */
|
|
|
|
#define DEF_EPSINT 5.0e-03 /* Accuracy for considering a float value as integer */
|
|
|
|
|
|
|
|
#elif ActivePARAM==LoosePARAM /* PARAMETER SET FOR LOOSE TOLERANCES */
|
|
|
|
/* -------------------------------------------------------------------------------------- */
|
|
|
|
#define DEF_INFINITE 1.0e+30 /* Limit for dynamic range */
|
|
|
|
#define DEF_EPSVALUE 1.0e-10 /* High accuracy and feasibility preserving tolerance */
|
|
|
|
#define DEF_EPSPRIMAL 5.01e-08 /* For rounding primal/RHS values to 0 */
|
|
|
|
#define DEF_EPSDUAL 1.0e-07 /* For rounding reduced costs to 0 */
|
|
|
|
#define DEF_EPSPIVOT 1.0e-05 /* Pivot reject threshold */
|
|
|
|
#define DEF_PERTURB 1.0e-05 /* Perturbation scalar for degenerate problems;
|
|
|
|
must at least be RANDSCALE greater than EPSPRIMAL */
|
|
|
|
#define DEF_EPSSOLUTION 1.0e-05 /* Margin of error for solution bounds */
|
|
|
|
#define DEF_EPSINT 1.0e-04 /* Accuracy for considering a float value as integer */
|
|
|
|
|
|
|
|
#endif
|
|
|
|
|
|
|
|
|
|
|
|
#define DEF_MIP_GAP 1.0e-11 /* The default absolute and relative MIP gap */
|
|
|
|
#define SCALEDINTFIXRANGE 1.6 /* Epsilon range multiplier < 2 for collapsing bounds to fix */
|
|
|
|
|
|
|
|
#define MIN_SCALAR 1.0e-10 /* Smallest allowed scaling adjustment */
|
|
|
|
#define MAX_SCALAR 1.0e+10 /* Largest allowed scaling adjustment */
|
|
|
|
#define DEF_SCALINGEPS 1.0e-02 /* Relative scaling convergence criterion for auto_scale */
|
|
|
|
|
|
|
|
#define DEF_LAGACCEPT 1.0e-03 /* Default Lagrangean convergence acceptance criterion */
|
|
|
|
#define DEF_LAGCONTRACT 0.90 /* The contraction parameter for Lagrangean iterations */
|
|
|
|
#define DEF_LAGMAXITERATIONS 100 /* The maximum number of Lagrangean iterations */
|
|
|
|
|
|
|
|
#define DEF_PSEUDOCOSTUPDATES 7 /* The default number of times pseudo-costs are recalculated;
|
|
|
|
experiments indicate that costs tend to stabilize */
|
|
|
|
#define DEF_PSEUDOCOSTRESTART 0.15 /* The fraction of price updates required for B&B restart
|
|
|
|
when the mode is NODE_RESTARTMODE */
|
|
|
|
#define DEF_MAXPRESOLVELOOPS 0 /* Upper limit to the number of loops during presolve,
|
|
|
|
<= 0 for no limit. */
|
|
|
|
|
|
|
|
|
|
|
|
/* Hashing prototypes and function headers */
|
|
|
|
/* ------------------------------------------------------------------------- */
|
|
|
|
#include "lp_Hash.h"
|
|
|
|
|
|
|
|
|
|
|
|
/* Sparse matrix prototypes */
|
|
|
|
/* ------------------------------------------------------------------------- */
|
|
|
|
#include "lp_matrix.h"
|
|
|
|
|
|
|
|
|
|
|
|
/* Basis storage (mainly for B&B) */
|
|
|
|
typedef struct _basisrec
|
|
|
|
{
|
|
|
|
int level;
|
|
|
|
int *var_basic;
|
|
|
|
MYBOOL *is_basic;
|
|
|
|
MYBOOL *is_lower;
|
|
|
|
int pivots;
|
|
|
|
struct _basisrec *previous;
|
|
|
|
} basisrec;
|
|
|
|
|
|
|
|
/* Presolve undo data storage */
|
|
|
|
typedef struct _presolveundorec
|
|
|
|
{
|
|
|
|
lprec *lp;
|
|
|
|
int orig_rows;
|
|
|
|
int orig_columns;
|
|
|
|
int orig_sum;
|
|
|
|
int *var_to_orig; /* sum_alloc+1 : Mapping of variables from solution to
|
|
|
|
best_solution to account for removed variables and
|
|
|
|
rows during presolve; a non-positive value indicates
|
|
|
|
that the constraint or variable was removed */
|
|
|
|
int *orig_to_var; /* sum_alloc+1 : Mapping from original variable index to
|
|
|
|
current / working index number */
|
|
|
|
REAL *fixed_rhs; /* rows_alloc+1 : Storage of values of presolved fixed colums */
|
|
|
|
REAL *fixed_obj; /* columns_alloc+1: Storage of values of presolved fixed rows */
|
|
|
|
DeltaVrec *deletedA; /* A matrix of eliminated data from matA */
|
|
|
|
DeltaVrec *primalundo; /* Affine translation vectors for eliminated primal variables */
|
|
|
|
DeltaVrec *dualundo; /* Affine translation vectors for eliminated dual variables */
|
|
|
|
MYBOOL OFcolsdeleted;
|
|
|
|
} presolveundorec;
|
|
|
|
|
|
|
|
/* Pseudo-cost arrays used during B&B */
|
|
|
|
typedef struct _BBPSrec
|
|
|
|
{
|
|
|
|
lprec *lp;
|
|
|
|
int pseodotype;
|
|
|
|
int updatelimit;
|
|
|
|
int updatesfinished;
|
|
|
|
REAL restartlimit;
|
|
|
|
MATitem *UPcost;
|
|
|
|
MATitem *LOcost;
|
|
|
|
struct _BBPSrec *secondary;
|
|
|
|
} BBPSrec;
|
|
|
|
|
|
|
|
#include "lp_mipbb.h"
|
|
|
|
|
|
|
|
|
|
|
|
/* Partial pricing block data */
|
|
|
|
typedef struct _partialrec {
|
|
|
|
lprec *lp;
|
|
|
|
int blockcount; /* ## The number of logical blocks or stages in the model */
|
|
|
|
int blocknow; /* The currently active block */
|
|
|
|
int *blockend; /* Array of column indeces giving the start of each block */
|
|
|
|
int *blockpos; /* Array of column indeces giving the start scan position */
|
|
|
|
MYBOOL isrow;
|
|
|
|
} partialrec;
|
|
|
|
|
|
|
|
|
|
|
|
/* Specially Ordered Sets (SOS) prototypes and settings */
|
|
|
|
/* ------------------------------------------------------------------------- */
|
|
|
|
/* SOS storage structure (LINEARSEARCH is typically in the 0-10 range) */
|
|
|
|
#ifndef LINEARSEARCH
|
|
|
|
#define LINEARSEARCH 0
|
|
|
|
#endif
|
|
|
|
|
|
|
|
#include "lp_SOS.h"
|
|
|
|
|
|
|
|
|
|
|
|
/* Prototypes for user call-back functions */
|
|
|
|
/* ------------------------------------------------------------------------- */
|
|
|
|
typedef int (__WINAPI lphandle_intfunc)(lprec *lp, void *userhandle);
|
|
|
|
typedef void (__WINAPI lphandlestr_func)(lprec *lp, void *userhandle, char *buf);
|
|
|
|
typedef void (__WINAPI lphandleint_func)(lprec *lp, void *userhandle, int message);
|
|
|
|
typedef int (__WINAPI lphandleint_intfunc)(lprec *lp, void *userhandle, int message);
|
|
|
|
|
|
|
|
|
|
|
|
/* API typedef definitions */
|
|
|
|
/* ------------------------------------------------------------------------- */
|
|
|
|
typedef MYBOOL (__WINAPI add_column_func)(lprec *lp, REAL *column);
|
|
|
|
typedef MYBOOL (__WINAPI add_columnex_func)(lprec *lp, int count, REAL *column, int *rowno);
|
|
|
|
typedef MYBOOL (__WINAPI add_constraint_func)(lprec *lp, REAL *row, int constr_type, REAL rh);
|
|
|
|
typedef MYBOOL (__WINAPI add_constraintex_func)(lprec *lp, int count, REAL *row, int *colno, int constr_type, REAL rh);
|
|
|
|
typedef MYBOOL (__WINAPI add_lag_con_func)(lprec *lp, REAL *row, int con_type, REAL rhs);
|
|
|
|
typedef int (__WINAPI add_SOS_func)(lprec *lp, char *name, int sostype, int priority, int count, int *sosvars, REAL *weights);
|
|
|
|
typedef int (__WINAPI column_in_lp_func)(lprec *lp, REAL *column);
|
|
|
|
typedef lprec * (__WINAPI copy_lp_func)(lprec *lp);
|
|
|
|
typedef void (__WINAPI default_basis_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI del_column_func)(lprec *lp, int colnr);
|
|
|
|
typedef MYBOOL (__WINAPI del_constraint_func)(lprec *lp, int rownr);
|
|
|
|
typedef void (__WINAPI delete_lp_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI dualize_lp_func)(lprec *lp);
|
|
|
|
typedef void (__WINAPI free_lp_func)(lprec **plp);
|
|
|
|
typedef int (__WINAPI get_anti_degen_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI get_basis_func)(lprec *lp, int *bascolumn, MYBOOL nonbasic);
|
|
|
|
typedef int (__WINAPI get_basiscrash_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_bb_depthlimit_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_bb_floorfirst_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_bb_rule_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI get_bounds_tighter_func)(lprec *lp);
|
|
|
|
typedef REAL (__WINAPI get_break_at_value_func)(lprec *lp);
|
|
|
|
typedef char * (__WINAPI get_col_name_func)(lprec *lp, int colnr);
|
|
|
|
typedef MYBOOL (__WINAPI get_column_func)(lprec *lp, int colnr, REAL *column);
|
|
|
|
typedef int (__WINAPI get_columnex_func)(lprec *lp, int colnr, REAL *column, int *nzrow);
|
|
|
|
typedef int (__WINAPI get_constr_type_func)(lprec *lp, int rownr);
|
|
|
|
typedef REAL (__WINAPI get_constr_value_func)(lprec *lp, int rownr, int count, REAL *primsolution, int *nzindex);
|
|
|
|
typedef MYBOOL (__WINAPI get_constraints_func)(lprec *lp, REAL *constr);
|
|
|
|
typedef MYBOOL (__WINAPI get_dual_solution_func)(lprec *lp, REAL *rc);
|
|
|
|
typedef REAL (__WINAPI get_epsb_func)(lprec *lp);
|
|
|
|
typedef REAL (__WINAPI get_epsd_func)(lprec *lp);
|
|
|
|
typedef REAL (__WINAPI get_epsel_func)(lprec *lp);
|
|
|
|
typedef REAL (__WINAPI get_epsint_func)(lprec *lp);
|
|
|
|
typedef REAL (__WINAPI get_epsperturb_func)(lprec *lp);
|
|
|
|
typedef REAL (__WINAPI get_epspivot_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_improve_func)(lprec *lp);
|
|
|
|
typedef REAL (__WINAPI get_infinite_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI get_lambda_func)(lprec *lp, REAL *lambda);
|
|
|
|
typedef REAL (__WINAPI get_lowbo_func)(lprec *lp, int colnr);
|
|
|
|
typedef int (__WINAPI get_lp_index_func)(lprec *lp, int orig_index);
|
|
|
|
typedef char * (__WINAPI get_lp_name_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_Lrows_func)(lprec *lp);
|
|
|
|
typedef REAL (__WINAPI get_mat_func)(lprec *lp, int rownr, int colnr);
|
|
|
|
typedef REAL (__WINAPI get_mat_byindex_func)(lprec *lp, int matindex, MYBOOL isrow, MYBOOL adjustsign);
|
|
|
|
typedef int (__WINAPI get_max_level_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_maxpivot_func)(lprec *lp);
|
|
|
|
typedef REAL (__WINAPI get_mip_gap_func)(lprec *lp, MYBOOL absolute);
|
|
|
|
typedef int (__WINAPI get_multiprice_func)(lprec *lp, MYBOOL getabssize);
|
|
|
|
typedef MYBOOL (__WINAPI is_use_names_func)(lprec *lp, MYBOOL isrow);
|
|
|
|
typedef void (__WINAPI set_use_names_func)(lprec *lp, MYBOOL isrow, MYBOOL use_names);
|
|
|
|
typedef int (__WINAPI get_nameindex_func)(lprec *lp, char *varname, MYBOOL isrow);
|
|
|
|
typedef int (__WINAPI get_Ncolumns_func)(lprec *lp);
|
|
|
|
typedef REAL (__WINAPI get_negrange_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_nz_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_Norig_columns_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_Norig_rows_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_Nrows_func)(lprec *lp);
|
|
|
|
typedef REAL (__WINAPI get_obj_bound_func)(lprec *lp);
|
|
|
|
typedef REAL (__WINAPI get_objective_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_orig_index_func)(lprec *lp, int lp_index);
|
|
|
|
typedef char * (__WINAPI get_origcol_name_func)(lprec *lp, int colnr);
|
|
|
|
typedef char * (__WINAPI get_origrow_name_func)(lprec *lp, int rownr);
|
|
|
|
typedef void (__WINAPI get_partialprice_func)(lprec *lp, int *blockcount, int *blockstart, MYBOOL isrow);
|
|
|
|
typedef int (__WINAPI get_pivoting_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_presolve_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_presolveloops_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI get_primal_solution_func)(lprec *lp, REAL *pv);
|
|
|
|
typedef int (__WINAPI get_print_sol_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI get_pseudocosts_func)(lprec *lp, REAL *clower, REAL *cupper, int *updatelimit);
|
|
|
|
typedef MYBOOL (__WINAPI get_ptr_constraints_func)(lprec *lp, REAL **constr);
|
|
|
|
typedef MYBOOL (__WINAPI get_ptr_dual_solution_func)(lprec *lp, REAL **rc);
|
|
|
|
typedef MYBOOL (__WINAPI get_ptr_lambda_func)(lprec *lp, REAL **lambda);
|
|
|
|
typedef MYBOOL (__WINAPI get_ptr_primal_solution_func)(lprec *lp, REAL **pv);
|
|
|
|
typedef MYBOOL (__WINAPI get_ptr_sensitivity_obj_func)(lprec *lp, REAL **objfrom, REAL **objtill);
|
|
|
|
typedef MYBOOL (__WINAPI get_ptr_sensitivity_objex_func)(lprec *lp, REAL **objfrom, REAL **objtill, REAL **objfromvalue, REAL **objtillvalue);
|
|
|
|
typedef MYBOOL (__WINAPI get_ptr_sensitivity_rhs_func)(lprec *lp, REAL **duals, REAL **dualsfrom, REAL **dualstill);
|
|
|
|
typedef MYBOOL (__WINAPI get_ptr_variables_func)(lprec *lp, REAL **var);
|
|
|
|
typedef REAL (__WINAPI get_rh_func)(lprec *lp, int rownr);
|
|
|
|
typedef REAL (__WINAPI get_rh_range_func)(lprec *lp, int rownr);
|
|
|
|
typedef int (__WINAPI get_rowex_func)(lprec *lp, int rownr, REAL *row, int *colno);
|
|
|
|
typedef MYBOOL (__WINAPI get_row_func)(lprec *lp, int rownr, REAL *row);
|
|
|
|
typedef char * (__WINAPI get_row_name_func)(lprec *lp, int rownr);
|
|
|
|
typedef REAL (__WINAPI get_scalelimit_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_scaling_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI get_sensitivity_obj_func)(lprec *lp, REAL *objfrom, REAL *objtill);
|
|
|
|
typedef MYBOOL (__WINAPI get_sensitivity_objex_func)(lprec *lp, REAL *objfrom, REAL *objtill, REAL *objfromvalue, REAL *objtillvalue);
|
|
|
|
typedef MYBOOL (__WINAPI get_sensitivity_rhs_func)(lprec *lp, REAL *duals, REAL *dualsfrom, REAL *dualstill);
|
|
|
|
typedef int (__WINAPI get_simplextype_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_solutioncount_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_solutionlimit_func)(lprec *lp);
|
|
|
|
typedef int (__WINAPI get_status_func)(lprec *lp);
|
|
|
|
typedef char * (__WINAPI get_statustext_func)(lprec *lp, int statuscode);
|
|
|
|
typedef long (__WINAPI get_timeout_func)(lprec *lp);
|
|
|
|
typedef COUNTER (__WINAPI get_total_iter_func)(lprec *lp);
|
|
|
|
typedef COUNTER (__WINAPI get_total_nodes_func)(lprec *lp);
|
|
|
|
typedef REAL (__WINAPI get_upbo_func)(lprec *lp, int colnr);
|
|
|
|
typedef int (__WINAPI get_var_branch_func)(lprec *lp, int colnr);
|
|
|
|
typedef REAL (__WINAPI get_var_dualresult_func)(lprec *lp, int index);
|
|
|
|
typedef REAL (__WINAPI get_var_primalresult_func)(lprec *lp, int index);
|
|
|
|
typedef int (__WINAPI get_var_priority_func)(lprec *lp, int colnr);
|
|
|
|
typedef MYBOOL (__WINAPI get_variables_func)(lprec *lp, REAL *var);
|
|
|
|
typedef int (__WINAPI get_verbose_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI guess_basis_func)(lprec *lp, REAL *guessvector, int *basisvector);
|
|
|
|
typedef REAL (__WINAPI get_working_objective_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI has_BFP_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI has_XLI_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI is_add_rowmode_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI is_anti_degen_func)(lprec *lp, int testmask);
|
|
|
|
typedef MYBOOL (__WINAPI is_binary_func)(lprec *lp, int colnr);
|
|
|
|
typedef MYBOOL (__WINAPI is_break_at_first_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI is_constr_type_func)(lprec *lp, int rownr, int mask);
|
|
|
|
typedef MYBOOL (__WINAPI is_debug_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI is_feasible_func)(lprec *lp, REAL *values, REAL threshold);
|
|
|
|
typedef MYBOOL (__WINAPI is_unbounded_func)(lprec *lp, int colnr);
|
|
|
|
typedef MYBOOL (__WINAPI is_infinite_func)(lprec *lp, REAL value);
|
|
|
|
typedef MYBOOL (__WINAPI is_int_func)(lprec *lp, int column);
|
|
|
|
typedef MYBOOL (__WINAPI is_integerscaling_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI is_lag_trace_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI is_maxim_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI is_nativeBFP_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI is_nativeXLI_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI is_negative_func)(lprec *lp, int colnr);
|
|
|
|
typedef MYBOOL (__WINAPI is_obj_in_basis_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI is_piv_mode_func)(lprec *lp, int testmask);
|
|
|
|
typedef MYBOOL (__WINAPI is_piv_rule_func)(lprec *lp, int rule);
|
|
|
|
typedef MYBOOL (__WINAPI is_presolve_func)(lprec *lp, int testmask);
|
|
|
|
typedef MYBOOL (__WINAPI is_scalemode_func)(lprec *lp, int testmask);
|
|
|
|
typedef MYBOOL (__WINAPI is_scaletype_func)(lprec *lp, int scaletype);
|
|
|
|
typedef MYBOOL (__WINAPI is_semicont_func)(lprec *lp, int colnr);
|
|
|
|
typedef MYBOOL (__WINAPI is_SOS_var_func)(lprec *lp, int colnr);
|
|
|
|
typedef MYBOOL (__WINAPI is_trace_func)(lprec *lp);
|
|
|
|
typedef void (__WINAPI lp_solve_version_func)(int *majorversion, int *minorversion, int *release, int *build);
|
|
|
|
typedef lprec * (__WINAPI make_lp_func)(int rows, int columns);
|
|
|
|
typedef void (__WINAPI print_constraints_func)(lprec *lp, int columns);
|
|
|
|
typedef MYBOOL (__WINAPI print_debugdump_func)(lprec *lp, char *filename);
|
|
|
|
typedef void (__WINAPI print_duals_func)(lprec *lp);
|
|
|
|
typedef void (__WINAPI print_lp_func)(lprec *lp);
|
|
|
|
typedef void (__WINAPI print_objective_func)(lprec *lp);
|
|
|
|
typedef void (__WINAPI print_scales_func)(lprec *lp);
|
|
|
|
typedef void (__WINAPI print_solution_func)(lprec *lp, int columns);
|
|
|
|
typedef void (__WINAPI print_str_func)(lprec *lp, char *str);
|
|
|
|
typedef void (__WINAPI print_tableau_func)(lprec *lp);
|
|
|
|
typedef void (__WINAPI put_abortfunc_func)(lprec *lp, lphandle_intfunc newctrlc, void *ctrlchandle);
|
|
|
|
typedef void (__WINAPI put_bb_nodefunc_func)(lprec *lp, lphandleint_intfunc newnode, void *bbnodehandle);
|
|
|
|
typedef void (__WINAPI put_bb_branchfunc_func)(lprec *lp, lphandleint_intfunc newbranch, void *bbbranchhandle);
|
|
|
|
typedef void (__WINAPI put_logfunc_func)(lprec *lp, lphandlestr_func newlog, void *loghandle);
|
|
|
|
typedef void (__WINAPI put_msgfunc_func)(lprec *lp, lphandleint_func newmsg, void *msghandle, int mask);
|
|
|
|
typedef MYBOOL (__WINAPI read_LPhandle_func)(lprec **lp, FILE *filehandle, int verbose, char *lp_name);
|
|
|
|
typedef MYBOOL (__WINAPI read_MPShandle_func)(lprec **lp, FILE *filehandle, int typeMPS, int verbose);
|
|
|
|
typedef lprec * (__WINAPI read_XLI_func)(char *xliname, char *modelname, char *dataname, char *options, int verbose);
|
|
|
|
typedef MYBOOL (__WINAPI read_basis_func)(lprec *lp, char *filename, char *info);
|
|
|
|
typedef void (__WINAPI reset_basis_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI read_params_func)(lprec *lp, char *filename, char *options);
|
|
|
|
typedef void (__WINAPI reset_params_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI resize_lp_func)(lprec *lp, int rows, int columns);
|
|
|
|
typedef MYBOOL (__WINAPI set_add_rowmode_func)(lprec *lp, MYBOOL turnon);
|
|
|
|
typedef void (__WINAPI set_anti_degen_func)(lprec *lp, int anti_degen);
|
|
|
|
typedef int (__WINAPI set_basisvar_func)(lprec *lp, int basisPos, int enteringCol);
|
|
|
|
typedef MYBOOL (__WINAPI set_basis_func)(lprec *lp, int *bascolumn, MYBOOL nonbasic);
|
|
|
|
typedef void (__WINAPI set_basiscrash_func)(lprec *lp, int mode);
|
|
|
|
typedef void (__WINAPI set_bb_depthlimit_func)(lprec *lp, int bb_maxlevel);
|
|
|
|
typedef void (__WINAPI set_bb_floorfirst_func)(lprec *lp, int bb_floorfirst);
|
|
|
|
typedef void (__WINAPI set_bb_rule_func)(lprec *lp, int bb_rule);
|
|
|
|
typedef MYBOOL (__WINAPI set_BFP_func)(lprec *lp, char *filename);
|
|
|
|
typedef MYBOOL (__WINAPI set_binary_func)(lprec *lp, int colnr, MYBOOL must_be_bin);
|
|
|
|
typedef MYBOOL (__WINAPI set_bounds_func)(lprec *lp, int colnr, REAL lower, REAL upper);
|
|
|
|
typedef void (__WINAPI set_bounds_tighter_func)(lprec *lp, MYBOOL tighten);
|
|
|
|
typedef void (__WINAPI set_break_at_first_func)(lprec *lp, MYBOOL break_at_first);
|
|
|
|
typedef void (__WINAPI set_break_at_value_func)(lprec *lp, REAL break_at_value);
|
|
|
|
typedef MYBOOL (__WINAPI set_column_func)(lprec *lp, int colnr, REAL *column);
|
|
|
|
typedef MYBOOL (__WINAPI set_columnex_func)(lprec *lp, int colnr, int count, REAL *column, int *rowno);
|
|
|
|
typedef MYBOOL (__WINAPI set_col_name_func)(lprec *lp, int colnr, char *new_name);
|
|
|
|
typedef MYBOOL (__WINAPI set_constr_type_func)(lprec *lp, int rownr, int con_type);
|
|
|
|
typedef void (__WINAPI set_debug_func)(lprec *lp, MYBOOL debug);
|
|
|
|
typedef void (__WINAPI set_epsb_func)(lprec *lp, REAL epsb);
|
|
|
|
typedef void (__WINAPI set_epsd_func)(lprec *lp, REAL epsd);
|
|
|
|
typedef void (__WINAPI set_epsel_func)(lprec *lp, REAL epsel);
|
|
|
|
typedef void (__WINAPI set_epsint_func)(lprec *lp, REAL epsint);
|
|
|
|
typedef MYBOOL (__WINAPI set_epslevel_func)(lprec *lp, int epslevel);
|
|
|
|
typedef void (__WINAPI set_epsperturb_func)(lprec *lp, REAL epsperturb);
|
|
|
|
typedef void (__WINAPI set_epspivot_func)(lprec *lp, REAL epspivot);
|
|
|
|
typedef MYBOOL (__WINAPI set_unbounded_func)(lprec *lp, int colnr);
|
|
|
|
typedef void (__WINAPI set_improve_func)(lprec *lp, int improve);
|
|
|
|
typedef void (__WINAPI set_infinite_func)(lprec *lp, REAL infinite);
|
|
|
|
typedef MYBOOL (__WINAPI set_int_func)(lprec *lp, int colnr, MYBOOL must_be_int);
|
|
|
|
typedef void (__WINAPI set_lag_trace_func)(lprec *lp, MYBOOL lag_trace);
|
|
|
|
typedef MYBOOL (__WINAPI set_lowbo_func)(lprec *lp, int colnr, REAL value);
|
|
|
|
typedef MYBOOL (__WINAPI set_lp_name_func)(lprec *lp, char *lpname);
|
|
|
|
typedef MYBOOL (__WINAPI set_mat_func)(lprec *lp, int row, int column, REAL value);
|
|
|
|
typedef void (__WINAPI set_maxim_func)(lprec *lp);
|
|
|
|
typedef void (__WINAPI set_maxpivot_func)(lprec *lp, int max_num_inv);
|
|
|
|
typedef void (__WINAPI set_minim_func)(lprec *lp);
|
|
|
|
typedef void (__WINAPI set_mip_gap_func)(lprec *lp, MYBOOL absolute, REAL mip_gap);
|
|
|
|
typedef MYBOOL (__WINAPI set_multiprice_func)(lprec *lp, int multiblockdiv);
|
|
|
|
typedef void (__WINAPI set_negrange_func)(lprec *lp, REAL negrange);
|
|
|
|
typedef MYBOOL (__WINAPI set_obj_func)(lprec *lp, int colnr, REAL value);
|
|
|
|
typedef void (__WINAPI set_obj_bound_func)(lprec *lp, REAL obj_bound);
|
|
|
|
typedef MYBOOL (__WINAPI set_obj_fn_func)(lprec *lp, REAL *row);
|
|
|
|
typedef MYBOOL (__WINAPI set_obj_fnex_func)(lprec *lp, int count, REAL *row, int *colno);
|
|
|
|
typedef void (__WINAPI set_obj_in_basis_func)(lprec *lp, MYBOOL obj_in_basis);
|
|
|
|
typedef MYBOOL (__WINAPI set_outputfile_func)(lprec *lp, char *filename);
|
|
|
|
typedef void (__WINAPI set_outputstream_func)(lprec *lp, FILE *stream);
|
|
|
|
typedef MYBOOL (__WINAPI set_partialprice_func)(lprec *lp, int blockcount, int *blockstart, MYBOOL isrow);
|
|
|
|
typedef void (__WINAPI set_pivoting_func)(lprec *lp, int piv_rule);
|
|
|
|
typedef void (__WINAPI set_preferdual_func)(lprec *lp, MYBOOL dodual);
|
|
|
|
typedef void (__WINAPI set_presolve_func)(lprec *lp, int presolvemode, int maxloops);
|
|
|
|
typedef void (__WINAPI set_print_sol_func)(lprec *lp, int print_sol);
|
|
|
|
typedef MYBOOL (__WINAPI set_pseudocosts_func)(lprec *lp, REAL *clower, REAL *cupper, int *updatelimit);
|
|
|
|
typedef MYBOOL (__WINAPI set_rh_func)(lprec *lp, int rownr, REAL value);
|
|
|
|
typedef MYBOOL (__WINAPI set_rh_range_func)(lprec *lp, int rownr, REAL deltavalue);
|
|
|
|
typedef void (__WINAPI set_rh_vec_func)(lprec *lp, REAL *rh);
|
|
|
|
typedef MYBOOL (__WINAPI set_row_func)(lprec *lp, int rownr, REAL *row);
|
|
|
|
typedef MYBOOL (__WINAPI set_rowex_func)(lprec *lp, int rownr, int count, REAL *row, int *colno);
|
|
|
|
typedef MYBOOL (__WINAPI set_row_name_func)(lprec *lp, int rownr, char *new_name);
|
|
|
|
typedef void (__WINAPI set_scalelimit_func)(lprec *lp, REAL scalelimit);
|
|
|
|
typedef void (__WINAPI set_scaling_func)(lprec *lp, int scalemode);
|
|
|
|
typedef MYBOOL (__WINAPI set_semicont_func)(lprec *lp, int colnr, MYBOOL must_be_sc);
|
|
|
|
typedef void (__WINAPI set_sense_func)(lprec *lp, MYBOOL maximize);
|
|
|
|
typedef void (__WINAPI set_simplextype_func)(lprec *lp, int simplextype);
|
|
|
|
typedef void (__WINAPI set_solutionlimit_func)(lprec *lp, int limit);
|
|
|
|
typedef void (__WINAPI set_timeout_func)(lprec *lp, long sectimeout);
|
|
|
|
typedef void (__WINAPI set_trace_func)(lprec *lp, MYBOOL trace);
|
|
|
|
typedef MYBOOL (__WINAPI set_upbo_func)(lprec *lp, int colnr, REAL value);
|
|
|
|
typedef MYBOOL (__WINAPI set_var_branch_func)(lprec *lp, int colnr, int branch_mode);
|
|
|
|
typedef MYBOOL (__WINAPI set_var_weights_func)(lprec *lp, REAL *weights);
|
|
|
|
typedef void (__WINAPI set_verbose_func)(lprec *lp, int verbose);
|
|
|
|
typedef MYBOOL (__WINAPI set_XLI_func)(lprec *lp, char *filename);
|
|
|
|
typedef int (__WINAPI solve_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI str_add_column_func)(lprec *lp, char *col_string);
|
|
|
|
typedef MYBOOL (__WINAPI str_add_constraint_func)(lprec *lp, char *row_string ,int constr_type, REAL rh);
|
|
|
|
typedef MYBOOL (__WINAPI str_add_lag_con_func)(lprec *lp, char *row_string, int con_type, REAL rhs);
|
|
|
|
typedef MYBOOL (__WINAPI str_set_obj_fn_func)(lprec *lp, char *row_string);
|
|
|
|
typedef MYBOOL (__WINAPI str_set_rh_vec_func)(lprec *lp, char *rh_string);
|
|
|
|
typedef REAL (__WINAPI time_elapsed_func)(lprec *lp);
|
|
|
|
typedef void (__WINAPI unscale_func)(lprec *lp);
|
|
|
|
typedef MYBOOL (__WINAPI write_lp_func)(lprec *lp, char *filename);
|
|
|
|
typedef MYBOOL (__WINAPI write_LP_func)(lprec *lp, FILE *output);
|
|
|
|
typedef MYBOOL (__WINAPI write_mps_func)(lprec *lp, char *filename);
|
|
|
|
typedef MYBOOL (__WINAPI write_MPS_func)(lprec *lp, FILE *output);
|
|
|
|
typedef MYBOOL (__WINAPI write_freemps_func)(lprec *lp, char *filename);
|
|
|
|
typedef MYBOOL (__WINAPI write_freeMPS_func)(lprec *lp, FILE *output);
|
|
|
|
typedef MYBOOL (__WINAPI write_XLI_func)(lprec *lp, char *filename, char *options, MYBOOL results);
|
|
|
|
typedef MYBOOL (__WINAPI write_basis_func)(lprec *lp, char *filename);
|
|
|
|
typedef MYBOOL (__WINAPI write_params_func)(lprec *lp, char *filename, char *options);
|
|
|
|
|
|
|
|
|
|
|
|
/* Prototypes for callbacks from basis inverse/factorization libraries */
|
|
|
|
/* ------------------------------------------------------------------------- */
|
|
|
|
typedef MYBOOL (__WINAPI userabortfunc)(lprec *lp, int level);
|
|
|
|
typedef void (__VACALL reportfunc)(lprec *lp, int level, char *format, ...);
|
|
|
|
typedef char * (__VACALL explainfunc)(lprec *lp, char *format, ...);
|
|
|
|
typedef int (__WINAPI getvectorfunc)(lprec *lp, int varin, REAL *pcol, int *nzlist, int *maxabs);
|
|
|
|
typedef int (__WINAPI getpackedfunc)(lprec *lp, int j, int rn[], double bj[]);
|
|
|
|
typedef REAL (__WINAPI get_OF_activefunc)(lprec *lp, int varnr, REAL mult);
|
|
|
|
typedef int (__WINAPI getMDOfunc)(lprec *lp, MYBOOL *usedpos, int *colorder, int *size, MYBOOL symmetric);
|
|
|
|
typedef MYBOOL (__WINAPI invertfunc)(lprec *lp, MYBOOL shiftbounds, MYBOOL final);
|
|
|
|
typedef void (__WINAPI set_actionfunc)(int *actionvar, int actionmask);
|
|
|
|
typedef MYBOOL (__WINAPI is_actionfunc)(int actionvar, int testmask);
|
|
|
|
typedef void (__WINAPI clear_actionfunc)(int *actionvar, int actionmask);
|
|
|
|
|
|
|
|
|
|
|
|
/* Prototypes for basis inverse/factorization libraries */
|
|
|
|
/* ------------------------------------------------------------------------- */
|
|
|
|
typedef char *(BFP_CALLMODEL BFPchar)(void);
|
|
|
|
typedef void (BFP_CALLMODEL BFP_lp)(lprec *lp);
|
|
|
|
typedef void (BFP_CALLMODEL BFP_lpint)(lprec *lp, int newsize);
|
|
|
|
typedef int (BFP_CALLMODEL BFPint_lp)(lprec *lp);
|
|
|
|
typedef int (BFP_CALLMODEL BFPint_lpint)(lprec *lp, int kind);
|
|
|
|
typedef REAL (BFP_CALLMODEL BFPreal_lp)(lprec *lp);
|
|
|
|
typedef REAL *(BFP_CALLMODEL BFPrealp_lp)(lprec *lp);
|
|
|
|
typedef void (BFP_CALLMODEL BFP_lpbool)(lprec *lp, MYBOOL maximum);
|
|
|
|
typedef int (BFP_CALLMODEL BFPint_lpbool)(lprec *lp, MYBOOL maximum);
|
|
|
|
typedef int (BFP_CALLMODEL BFPint_lpintintboolbool)(lprec *lp, int uservars, int Bsize, MYBOOL *usedpos, MYBOOL final);
|
|
|
|
typedef void (BFP_CALLMODEL BFP_lprealint)(lprec *lp, REAL *pcol, int *nzidx);
|
|
|
|
typedef void (BFP_CALLMODEL BFP_lprealintrealint)(lprec *lp, REAL *prow, int *pnzidx, REAL *drow, int *dnzidx);
|
|
|
|
typedef MYBOOL (BFP_CALLMODEL BFPbool_lp)(lprec *lp);
|
|
|
|
typedef MYBOOL (BFP_CALLMODEL BFPbool_lpbool)(lprec *lp, MYBOOL changesign);
|
|
|
|
typedef MYBOOL (BFP_CALLMODEL BFPbool_lpint)(lprec *lp, int size);
|
|
|
|
typedef MYBOOL (BFP_CALLMODEL BFPbool_lpintintchar)(lprec *lp, int size, int deltasize, char *options);
|
|
|
|
typedef MYBOOL (BFP_CALLMODEL BFPbool_lpintintint)(lprec *lp, int size, int deltasize, int sizeofvar);
|
|
|
|
typedef LREAL (BFP_CALLMODEL BFPlreal_lpintintreal)(lprec *lp, int row_nr, int col_nr, REAL *pcol);
|
|
|
|
typedef REAL (BFP_CALLMODEL BFPreal_lplrealreal)(lprec *lp, LREAL theta, REAL *pcol);
|
|
|
|
|
|
|
|
typedef int (BFP_CALLMODEL getcolumnex_func)(lprec *lp, int colnr, REAL *nzvalues, int *nzrows, int *mapin);
|
|
|
|
typedef int (BFP_CALLMODEL BFPint_lpintrealcbintint)(lprec *lp, int items, getcolumnex_func cb, int *maprow, int*mapcol);
|
|
|
|
|
|
|
|
/* Prototypes for external language libraries */
|
|
|
|
/* ------------------------------------------------------------------------- */
|
|
|
|
typedef char *(XLI_CALLMODEL XLIchar)(void);
|
|
|
|
typedef MYBOOL (XLI_CALLMODEL XLIbool_lpintintint)(lprec* lp, int size, int deltasize, int sizevar);
|
|
|
|
typedef MYBOOL (XLI_CALLMODEL XLIbool_lpcharcharcharint)(lprec *lp, char *modelname, char *dataname, char *options, int verbose);
|
|
|
|
typedef MYBOOL (XLI_CALLMODEL XLIbool_lpcharcharbool)(lprec *lp, char *filename, char *options, MYBOOL results);
|
|
|
|
|
|
|
|
|
|
|
|
/* Main lp_solve prototypes and function definitions */
|
|
|
|
/* ------------------------------------------------------------------------- */
|
|
|
|
struct _lprec
|
|
|
|
{
|
|
|
|
/* Full list of exported functions made available in a quasi object-oriented fashion */
|
|
|
|
add_column_func *add_column;
|
|
|
|
add_columnex_func *add_columnex;
|
|
|
|
add_constraint_func *add_constraint;
|
|
|
|
add_constraintex_func *add_constraintex;
|
|
|
|
add_lag_con_func *add_lag_con;
|
|
|
|
add_SOS_func *add_SOS;
|
|
|
|
column_in_lp_func *column_in_lp;
|
|
|
|
copy_lp_func *copy_lp;
|
|
|
|
default_basis_func *default_basis;
|
|
|
|
del_column_func *del_column;
|
|
|
|
del_constraint_func *del_constraint;
|
|
|
|
delete_lp_func *delete_lp;
|
|
|
|
dualize_lp_func *dualize_lp;
|
|
|
|
free_lp_func *free_lp;
|
|
|
|
get_anti_degen_func *get_anti_degen;
|
|
|
|
get_basis_func *get_basis;
|
|
|
|
get_basiscrash_func *get_basiscrash;
|
|
|
|
get_bb_depthlimit_func *get_bb_depthlimit;
|
|
|
|
get_bb_floorfirst_func *get_bb_floorfirst;
|
|
|
|
get_bb_rule_func *get_bb_rule;
|
|
|
|
get_bounds_tighter_func *get_bounds_tighter;
|
|
|
|
get_break_at_value_func *get_break_at_value;
|
|
|
|
get_col_name_func *get_col_name;
|
|
|
|
get_columnex_func *get_columnex;
|
|
|
|
get_constr_type_func *get_constr_type;
|
|
|
|
get_constr_value_func *get_constr_value;
|
|
|
|
get_constraints_func *get_constraints;
|
|
|
|
get_dual_solution_func *get_dual_solution;
|
|
|
|
get_epsb_func *get_epsb;
|
|
|
|
get_epsd_func *get_epsd;
|
|
|
|
get_epsel_func *get_epsel;
|
|
|
|
get_epsint_func *get_epsint;
|
|
|
|
get_epsperturb_func *get_epsperturb;
|
|
|
|
get_epspivot_func *get_epspivot;
|
|
|
|
get_improve_func *get_improve;
|
|
|
|
get_infinite_func *get_infinite;
|
|
|
|
get_lambda_func *get_lambda;
|
|
|
|
get_lowbo_func *get_lowbo;
|
|
|
|
get_lp_index_func *get_lp_index;
|
|
|
|
get_lp_name_func *get_lp_name;
|
|
|
|
get_Lrows_func *get_Lrows;
|
|
|
|
get_mat_func *get_mat;
|
|
|
|
get_mat_byindex_func *get_mat_byindex;
|
|
|
|
get_max_level_func *get_max_level;
|
|
|
|
get_maxpivot_func *get_maxpivot;
|
|
|
|
get_mip_gap_func *get_mip_gap;
|
|
|
|
get_multiprice_func *get_multiprice;
|
|
|
|
get_nameindex_func *get_nameindex;
|
|
|
|
get_Ncolumns_func *get_Ncolumns;
|
|
|
|
get_negrange_func *get_negrange;
|
|
|
|
get_nz_func *get_nonzeros;
|
|
|
|
get_Norig_columns_func *get_Norig_columns;
|
|
|
|
get_Norig_rows_func *get_Norig_rows;
|
|
|
|
get_Nrows_func *get_Nrows;
|
|
|
|
get_obj_bound_func *get_obj_bound;
|
|
|
|
get_objective_func *get_objective;
|
|
|
|
get_orig_index_func *get_orig_index;
|
|
|
|
get_origcol_name_func *get_origcol_name;
|
|
|
|
get_origrow_name_func *get_origrow_name;
|
|
|
|
get_partialprice_func *get_partialprice;
|
|
|
|
get_pivoting_func *get_pivoting;
|
|
|
|
get_presolve_func *get_presolve;
|
|
|
|
get_presolveloops_func *get_presolveloops;
|
|
|
|
get_primal_solution_func *get_primal_solution;
|
|
|
|
get_print_sol_func *get_print_sol;
|
|
|
|
get_pseudocosts_func *get_pseudocosts;
|
|
|
|
get_ptr_constraints_func *get_ptr_constraints;
|
|
|
|
get_ptr_dual_solution_func *get_ptr_dual_solution;
|
|
|
|
get_ptr_lambda_func *get_ptr_lambda;
|
|
|
|
get_ptr_primal_solution_func *get_ptr_primal_solution;
|
|
|
|
get_ptr_sensitivity_obj_func *get_ptr_sensitivity_obj;
|
|
|
|
get_ptr_sensitivity_objex_func *get_ptr_sensitivity_objex;
|
|
|
|
get_ptr_sensitivity_rhs_func *get_ptr_sensitivity_rhs;
|
|
|
|
get_ptr_variables_func *get_ptr_variables;
|
|
|
|
get_rh_func *get_rh;
|
|
|
|
get_rh_range_func *get_rh_range;
|
|
|
|
get_row_func *get_row;
|
|
|
|
get_rowex_func *get_rowex;
|
|
|
|
get_row_name_func *get_row_name;
|
|
|
|
get_scalelimit_func *get_scalelimit;
|
|
|
|
get_scaling_func *get_scaling;
|
|
|
|
get_sensitivity_obj_func *get_sensitivity_obj;
|
|
|
|
get_sensitivity_objex_func *get_sensitivity_objex;
|
|
|
|
get_sensitivity_rhs_func *get_sensitivity_rhs;
|
|
|
|
get_simplextype_func *get_simplextype;
|
|
|
|
get_solutioncount_func *get_solutioncount;
|
|
|
|
get_solutionlimit_func *get_solutionlimit;
|
|
|
|
get_status_func *get_status;
|
|
|
|
get_statustext_func *get_statustext;
|
|
|
|
get_timeout_func *get_timeout;
|
|
|
|
get_total_iter_func *get_total_iter;
|
|
|
|
get_total_nodes_func *get_total_nodes;
|
|
|
|
get_upbo_func *get_upbo;
|
|
|
|
get_var_branch_func *get_var_branch;
|
|
|
|
get_var_dualresult_func *get_var_dualresult;
|
|
|
|
get_var_primalresult_func *get_var_primalresult;
|
|
|
|
get_var_priority_func *get_var_priority;
|
|
|
|
get_variables_func *get_variables;
|
|
|
|
get_verbose_func *get_verbose;
|
|
|
|
get_working_objective_func *get_working_objective;
|
|
|
|
has_BFP_func *has_BFP;
|
|
|
|
has_XLI_func *has_XLI;
|
|
|
|
is_add_rowmode_func *is_add_rowmode;
|
|
|
|
is_anti_degen_func *is_anti_degen;
|
|
|
|
is_binary_func *is_binary;
|
|
|
|
is_break_at_first_func *is_break_at_first;
|
|
|
|
is_constr_type_func *is_constr_type;
|
|
|
|
is_debug_func *is_debug;
|
|
|
|
is_feasible_func *is_feasible;
|
|
|
|
is_infinite_func *is_infinite;
|
|
|
|
is_int_func *is_int;
|
|
|
|
is_integerscaling_func *is_integerscaling;
|
|
|
|
is_lag_trace_func *is_lag_trace;
|
|
|
|
is_maxim_func *is_maxim;
|
|
|
|
is_nativeBFP_func *is_nativeBFP;
|
|
|
|
is_nativeXLI_func *is_nativeXLI;
|
|
|
|
is_negative_func *is_negative;
|
|
|
|
is_obj_in_basis_func *is_obj_in_basis;
|
|
|
|
is_piv_mode_func *is_piv_mode;
|
|
|
|
is_piv_rule_func *is_piv_rule;
|
|
|
|
is_presolve_func *is_presolve;
|
|
|
|
is_scalemode_func *is_scalemode;
|
|
|
|
is_scaletype_func *is_scaletype;
|
|
|
|
is_semicont_func *is_semicont;
|
|
|
|
is_SOS_var_func *is_SOS_var;
|
|
|
|
is_trace_func *is_trace;
|
|
|
|
is_unbounded_func *is_unbounded;
|
|
|
|
is_use_names_func *is_use_names;
|
|
|
|
lp_solve_version_func *lp_solve_version;
|
|
|
|
make_lp_func *make_lp;
|
|
|
|
print_constraints_func *print_constraints;
|
|
|
|
print_debugdump_func *print_debugdump;
|
|
|
|
print_duals_func *print_duals;
|
|
|
|
print_lp_func *print_lp;
|
|
|
|
print_objective_func *print_objective;
|
|
|
|
print_scales_func *print_scales;
|
|
|
|
print_solution_func *print_solution;
|
|
|
|
print_str_func *print_str;
|
|
|
|
print_tableau_func *print_tableau;
|
|
|
|
put_abortfunc_func *put_abortfunc;
|
|
|
|
put_bb_nodefunc_func *put_bb_nodefunc;
|
|
|
|
put_bb_branchfunc_func *put_bb_branchfunc;
|
|
|
|
put_logfunc_func *put_logfunc;
|
|
|
|
put_msgfunc_func *put_msgfunc;
|
|
|
|
read_LPhandle_func *read_LPhandle;
|
|
|
|
read_MPShandle_func *read_MPShandle;
|
|
|
|
read_XLI_func *read_XLI;
|
|
|
|
read_params_func *read_params;
|
|
|
|
read_basis_func *read_basis;
|
|
|
|
reset_basis_func *reset_basis;
|
|
|
|
reset_params_func *reset_params;
|
|
|
|
resize_lp_func *resize_lp;
|
|
|
|
set_add_rowmode_func *set_add_rowmode;
|
|
|
|
set_anti_degen_func *set_anti_degen;
|
|
|
|
set_basisvar_func *set_basisvar;
|
|
|
|
set_basis_func *set_basis;
|
|
|
|
set_basiscrash_func *set_basiscrash;
|
|
|
|
set_bb_depthlimit_func *set_bb_depthlimit;
|
|
|
|
set_bb_floorfirst_func *set_bb_floorfirst;
|
|
|
|
set_bb_rule_func *set_bb_rule;
|
|
|
|
set_BFP_func *set_BFP;
|
|
|
|
set_binary_func *set_binary;
|
|
|
|
set_bounds_func *set_bounds;
|
|
|
|
set_bounds_tighter_func *set_bounds_tighter;
|
|
|
|
set_break_at_first_func *set_break_at_first;
|
|
|
|
set_break_at_value_func *set_break_at_value;
|
|
|
|
set_column_func *set_column;
|
|
|
|
set_columnex_func *set_columnex;
|
|
|
|
set_col_name_func *set_col_name;
|
|
|
|
set_constr_type_func *set_constr_type;
|
|
|
|
set_debug_func *set_debug;
|
|
|
|
set_epsb_func *set_epsb;
|
|
|
|
set_epsd_func *set_epsd;
|
|
|
|
set_epsel_func *set_epsel;
|
|
|
|
set_epsint_func *set_epsint;
|
|
|
|
set_epslevel_func *set_epslevel;
|
|
|
|
set_epsperturb_func *set_epsperturb;
|
|
|
|
set_epspivot_func *set_epspivot;
|
|
|
|
set_unbounded_func *set_unbounded;
|
|
|
|
set_improve_func *set_improve;
|
|
|
|
set_infinite_func *set_infinite;
|
|
|
|
set_int_func *set_int;
|
|
|
|
set_lag_trace_func *set_lag_trace;
|
|
|
|
set_lowbo_func *set_lowbo;
|
|
|
|
set_lp_name_func *set_lp_name;
|
|
|
|
set_mat_func *set_mat;
|
|
|
|
set_maxim_func *set_maxim;
|
|
|
|
set_maxpivot_func *set_maxpivot;
|
|
|
|
set_minim_func *set_minim;
|
|
|
|
set_mip_gap_func *set_mip_gap;
|
|
|
|
set_multiprice_func *set_multiprice;
|
|
|
|
set_negrange_func *set_negrange;
|
|
|
|
set_obj_bound_func *set_obj_bound;
|
|
|
|
set_obj_fn_func *set_obj_fn;
|
|
|
|
set_obj_fnex_func *set_obj_fnex;
|
|
|
|
set_obj_func *set_obj;
|
|
|
|
set_obj_in_basis_func *set_obj_in_basis;
|
|
|
|
set_outputfile_func *set_outputfile;
|
|
|
|
set_outputstream_func *set_outputstream;
|
|
|
|
set_partialprice_func *set_partialprice;
|
|
|
|
set_pivoting_func *set_pivoting;
|
|
|
|
set_preferdual_func *set_preferdual;
|
|
|
|
set_presolve_func *set_presolve;
|
|
|
|
set_print_sol_func *set_print_sol;
|
|
|
|
set_pseudocosts_func *set_pseudocosts;
|
|
|
|
set_rh_func *set_rh;
|
|
|
|
set_rh_range_func *set_rh_range;
|
|
|
|
set_rh_vec_func *set_rh_vec;
|
|
|
|
set_row_func *set_row;
|
|
|
|
set_rowex_func *set_rowex;
|
|
|
|
set_row_name_func *set_row_name;
|
|
|
|
set_scalelimit_func *set_scalelimit;
|
|
|
|
set_scaling_func *set_scaling;
|
|
|
|
set_semicont_func *set_semicont;
|
|
|
|
set_sense_func *set_sense;
|
|
|
|
set_simplextype_func *set_simplextype;
|
|
|
|
set_solutionlimit_func *set_solutionlimit;
|
|
|
|
set_timeout_func *set_timeout;
|
|
|
|
set_trace_func *set_trace;
|
|
|
|
set_upbo_func *set_upbo;
|
|
|
|
set_use_names_func *set_use_names;
|
|
|
|
set_var_branch_func *set_var_branch;
|
|
|
|
set_var_weights_func *set_var_weights;
|
|
|
|
set_verbose_func *set_verbose;
|
|
|
|
set_XLI_func *set_XLI;
|
|
|
|
solve_func *solve;
|
|
|
|
str_add_column_func *str_add_column;
|
|
|
|
str_add_constraint_func *str_add_constraint;
|
|
|
|
str_add_lag_con_func *str_add_lag_con;
|
|
|
|
str_set_obj_fn_func *str_set_obj_fn;
|
|
|
|
str_set_rh_vec_func *str_set_rh_vec;
|
|
|
|
time_elapsed_func *time_elapsed;
|
|
|
|
unscale_func *unscale;
|
|
|
|
write_lp_func *write_lp;
|
|
|
|
write_LP_func *write_LP;
|
|
|
|
write_mps_func *write_mps;
|
|
|
|
write_MPS_func *write_MPS;
|
|
|
|
write_freemps_func *write_freemps;
|
|
|
|
write_freeMPS_func *write_freeMPS;
|
|
|
|
write_XLI_func *write_XLI;
|
|
|
|
write_basis_func *write_basis;
|
|
|
|
write_params_func *write_params;
|
|
|
|
|
|
|
|
/* Spacer */
|
|
|
|
int *alignmentspacer;
|
|
|
|
|
|
|
|
/* Problem description */
|
|
|
|
char *lp_name; /* The name of the model */
|
|
|
|
|
|
|
|
/* Problem sizes */
|
|
|
|
int sum; /* The total number of variables, including slacks */
|
|
|
|
int rows;
|
|
|
|
int columns;
|
|
|
|
int equalities; /* No of non-Lagrangean equality constraints in the problem */
|
|
|
|
int boundedvars; /* Count of bounded variables */
|
|
|
|
int INTfuture1;
|
|
|
|
|
|
|
|
/* Memory allocation sizes */
|
|
|
|
int sum_alloc; /* The allocated memory for row+column-sized data */
|
|
|
|
int rows_alloc; /* The allocated memory for row-sized data */
|
|
|
|
int columns_alloc; /* The allocated memory for column-sized data */
|
|
|
|
|
|
|
|
/* Model status and solver result variables */
|
|
|
|
MYBOOL source_is_file; /* The base model was read from a file */
|
|
|
|
MYBOOL model_is_pure; /* The model has been built entirely from row and column additions */
|
|
|
|
MYBOOL model_is_valid; /* Has this lp pased the 'test' */
|
|
|
|
MYBOOL tighten_on_set; /* Specify if bounds will be tightened or overriden at bound setting */
|
|
|
|
MYBOOL names_used; /* Flag to indicate if names for rows and columns are used */
|
|
|
|
MYBOOL use_row_names; /* Flag to indicate if names for rows are used */
|
|
|
|
MYBOOL use_col_names; /* Flag to indicate if names for columns are used */
|
|
|
|
|
|
|
|
MYBOOL lag_trace; /* Print information on Lagrange progression */
|
|
|
|
MYBOOL spx_trace; /* Print information on simplex progression */
|
|
|
|
MYBOOL bb_trace; /* TRUE to print extra debug information */
|
|
|
|
MYBOOL streamowned; /* TRUE if the handle should be closed at delete_lp() */
|
|
|
|
MYBOOL obj_in_basis; /* TRUE if the objective function is in the basis matrix */
|
|
|
|
|
|
|
|
int spx_status; /* Simplex solver feasibility/mode code */
|
|
|
|
int lag_status; /* Extra status variable for lag_solve */
|
|
|
|
int solutioncount; /* number of equal-valued solutions found (up to solutionlimit) */
|
|
|
|
int solutionlimit; /* upper number of equal-valued solutions kept track of */
|
|
|
|
|
|
|
|
REAL real_solution; /* Optimal non-MIP solution base */
|
|
|
|
REAL *solution; /* sum_alloc+1 : Solution array of the next to optimal LP,
|
|
|
|
Index 0 : Objective function value,
|
|
|
|
Indeces 1..rows : Slack variable values,
|
|
|
|
Indeced rows+1..sum : Variable values */
|
|
|
|
REAL *best_solution; /* sum_alloc+1 : Solution array of optimal 'Integer' LP,
|
|
|
|
structured as the solution array above */
|
|
|
|
REAL *full_solution; /* sum_alloc+1 : Final solution array expanded for deleted variables */
|
|
|
|
REAL *edgeVector; /* Array of reduced cost scaling norms (DEVEX and Steepest Edge) */
|
|
|
|
|
|
|
|
REAL *drow; /* sum+1: Reduced costs of the last simplex */
|
|
|
|
int *nzdrow; /* sum+1: Indeces of non-zero reduced costs of the last simplex */
|
|
|
|
REAL *duals; /* rows_alloc+1 : The dual variables of the last LP */
|
|
|
|
REAL *full_duals; /* sum_alloc+1: Final duals array expanded for deleted variables */
|
|
|
|
REAL *dualsfrom; /* sum_alloc+1 :The sensitivity on dual variables/reduced costs
|
|
|
|
of the last LP */
|
|
|
|
REAL *dualstill; /* sum_alloc+1 :The sensitivity on dual variables/reduced costs
|
|
|
|
of the last LP */
|
|
|
|
REAL *objfrom; /* columns_alloc+1 :The sensitivity on objective function
|
|
|
|
of the last LP */
|
|
|
|
REAL *objtill; /* columns_alloc+1 :The sensitivity on objective function
|
|
|
|
of the last LP */
|
|
|
|
REAL *objfromvalue; /* columns_alloc+1 :The value of the variables when objective value
|
|
|
|
is at its from value of the last LP */
|
|
|
|
REAL *orig_obj; /* Unused pointer - Placeholder for OF not part of B */
|
|
|
|
REAL *obj; /* Special vector used to temporarily change the OF vector */
|
|
|
|
|
|
|
|
COUNTER current_iter; /* Number of iterations in the current/last simplex */
|
|
|
|
COUNTER total_iter; /* Number of iterations over all B&B steps */
|
|
|
|
COUNTER current_bswap; /* Number of bound swaps in the current/last simplex */
|
|
|
|
COUNTER total_bswap; /* Number of bount swaps over all B&B steps */
|
|
|
|
int solvecount; /* The number of solve() performed in this model */
|
|
|
|
int max_pivots; /* Number of pivots between refactorizations of the basis */
|
|
|
|
|
|
|
|
/* Various execution parameters */
|
|
|
|
int simplex_strategy; /* Set desired combination of primal and dual simplex algorithms */
|
|
|
|
int simplex_mode; /* Specifies the current simplex mode during solve; see simplex_strategy */
|
|
|
|
int verbose; /* Set amount of run-time messages and results */
|
|
|
|
int print_sol; /* TRUE to print optimal solution; AUTOMATIC skips zeros */
|
|
|
|
FILE *outstream; /* Output stream, initialized to STDOUT */
|
|
|
|
|
|
|
|
/* Main Branch and Bound settings */
|
|
|
|
MYBOOL *bb_varbranch; /* Determines branching strategy at the individual variable level;
|
|
|
|
the setting here overrides the bb_floorfirst setting */
|
|
|
|
int piv_strategy; /* Strategy for selecting row and column entering/leaving */
|
|
|
|
int _piv_rule_; /* Internal working rule-part of piv_strategy above */
|
|
|
|
int bb_rule; /* Rule for selecting B&B variables */
|
|
|
|
MYBOOL bb_floorfirst; /* Set BRANCH_FLOOR for B&B to set variables to floor bound first;
|
|
|
|
conversely with BRANCH_CEILING, the ceiling value is set first */
|
|
|
|
MYBOOL bb_breakfirst; /* TRUE to stop at first feasible solution */
|
|
|
|
MYBOOL _piv_left_; /* Internal variable indicating active pricing loop order */
|
|
|
|
MYBOOL BOOLfuture1;
|
|
|
|
|
|
|
|
REAL scalelimit; /* Relative convergence criterion for iterated scaling */
|
|
|
|
int scalemode; /* OR-ed codes for data scaling */
|
|
|
|
int improve; /* Set to non-zero for iterative improvement */
|
|
|
|
int anti_degen; /* Anti-degen strategy (or none) TRUE to avoid cycling */
|
|
|
|
int do_presolve; /* PRESOLVE_ parameters for LP presolving */
|
|
|
|
int presolveloops; /* Maximum number of presolve loops */
|
|
|
|
|
|
|
|
int perturb_count; /* The number of bound relaxation retries performed */
|
|
|
|
|
|
|
|
/* Row and column names storage variables */
|
|
|
|
hashelem **row_name; /* rows_alloc+1 */
|
|
|
|
hashelem **col_name; /* columns_alloc+1 */
|
|
|
|
hashtable *rowname_hashtab; /* hash table to store row names */
|
|
|
|
hashtable *colname_hashtab; /* hash table to store column names */
|
|
|
|
|
|
|
|
/* Optionally specify continuous rows/column blocks for partial pricing */
|
|
|
|
partialrec *rowblocks;
|
|
|
|
partialrec *colblocks;
|
|
|
|
|
|
|
|
/* Row and column type codes */
|
|
|
|
MYBOOL *var_type; /* sum_alloc+1 : TRUE if variable must be integer */
|
|
|
|
|
|
|
|
/* Data for multiple pricing */
|
|
|
|
multirec *multivars;
|
|
|
|
int multiblockdiv; /* The divisor used to set or augment pricing block */
|
|
|
|
|
|
|
|
/* Variable (column) parameters */
|
|
|
|
int fixedvars; /* The current number of basic fixed variables in the model */
|
|
|
|
int int_vars; /* Number of variables required to be integer */
|
|
|
|
|
|
|
|
int sc_vars; /* Number of semi-continuous variables */
|
|
|
|
REAL *sc_lobound; /* sum_columns+1 : TRUE if variable is semi-continuous;
|
|
|
|
value replaced by conventional lower bound during solve */
|
|
|
|
int *var_is_free; /* columns+1: Index of twin variable if variable is free */
|
|
|
|
int *var_priority; /* columns: Priority-mapping of variables */
|
|
|
|
|
|
|
|
SOSgroup *GUB; /* Pointer to record containing GUBs */
|
|
|
|
|
|
|
|
int sos_vars; /* Number of variables in the sos_priority list */
|
|
|
|
int sos_ints; /* Number of integers in SOS'es above */
|
|
|
|
SOSgroup *SOS; /* Pointer to record containing all SOS'es */
|
|
|
|
int *sos_priority; /* Priority-sorted list of variables (no duplicates) */
|
|
|
|
|
|
|
|
/* Optionally specify list of active rows/columns used in multiple pricing */
|
|
|
|
REAL *bsolveVal; /* rows+1: bsolved solution vector for reduced costs */
|
|
|
|
int *bsolveIdx; /* rows+1: Non-zero indeces of bsolveVal */
|
|
|
|
|
|
|
|
/* RHS storage */
|
|
|
|
REAL *orig_rhs; /* rows_alloc+1 : The RHS after scaling and sign
|
|
|
|
changing, but before 'Bound transformation' */
|
|
|
|
LREAL *rhs; /* rows_alloc+1 : The RHS of the current simplex tableau */
|
|
|
|
|
|
|
|
/* Row (constraint) parameters */
|
|
|
|
int *row_type; /* rows_alloc+1 : Row/constraint type coding */
|
|
|
|
|
|
|
|
/* Optionally specify data for dual long-step */
|
|
|
|
multirec *longsteps;
|
|
|
|
|
|
|
|
/* Original and working row and variable bounds */
|
|
|
|
REAL *orig_upbo; /* sum_alloc+1 : Bound before transformations */
|
|
|
|
REAL *upbo; /* " " : Upper bound after transformation and B&B work */
|
|
|
|
REAL *orig_lowbo; /* " " */
|
|
|
|
REAL *lowbo; /* " " : Lower bound after transformation and B&B work */
|
|
|
|
|
|
|
|
/* User data and basis factorization matrices (ETA or LU, product form) */
|
|
|
|
MATrec *matA;
|
|
|
|
INVrec *invB;
|
|
|
|
|
|
|
|
/* Basis and bounds */
|
|
|
|
BBrec *bb_bounds; /* The linked list of B&B bounds */
|
|
|
|
BBrec *rootbounds; /* The bounds at the lowest B&B level */
|
|
|
|
basisrec *bb_basis; /* The linked list of B&B bases */
|
|
|
|
basisrec *rootbasis;
|
|
|
|
OBJmonrec *monitor; /* Objective monitoring record for stalling/degeneracy handling */
|
|
|
|
|
|
|
|
/* Scaling parameters */
|
|
|
|
REAL *scalars; /* sum_alloc+1:0..Rows the scaling of the rows,
|
|
|
|
Rows+1..Sum the scaling of the columns */
|
|
|
|
MYBOOL scaling_used; /* TRUE if scaling is used */
|
|
|
|
MYBOOL columns_scaled; /* TRUE if the columns are scaled too */
|
|
|
|
MYBOOL varmap_locked; /* Determines whether the var_to_orig and orig_to_var are fixed */
|
|
|
|
|
|
|
|
/* Variable state information */
|
|
|
|
MYBOOL basis_valid; /* TRUE is the basis is still valid */
|
|
|
|
int crashmode; /* Basis crashing mode (or none) */
|
|
|
|
int *var_basic; /* rows_alloc+1: The list of columns in the basis */
|
|
|
|
REAL *val_nonbasic; /* Array to store current values of non-basic variables */
|
|
|
|
MYBOOL *is_basic; /* sum_alloc+1: TRUE if the column is in the basis */
|
|
|
|
MYBOOL *is_lower; /* " " : TRUE if the variable is at its
|
|
|
|
lower bound (or in the basis), FALSE otherwise */
|
|
|
|
|
|
|
|
/* Simplex basis indicators */
|
|
|
|
int *rejectpivot; /* List of unacceptable pivot choices due to division-by-zero */
|
|
|
|
BBPSrec *bb_PseudoCost; /* Data structure for costing of node branchings */
|
|
|
|
int bb_PseudoUpdates; /* Maximum number of updates for pseudo-costs */
|
|
|
|
int bb_strongbranches; /* The number of strong B&B branches performed */
|
|
|
|
int is_strongbranch; /* Are we currently in a strong branch mode? */
|
|
|
|
int bb_improvements; /* The number of discrete B&B objective improvement steps */
|
|
|
|
|
|
|
|
/* Solver working variables */
|
|
|
|
REAL rhsmax; /* The maximum |value| of the rhs vector at any iteration */
|
|
|
|
REAL suminfeas; /* The working sum of primal and dual infeasibilities */
|
|
|
|
REAL bigM; /* Original objective weighting in primal phase 1 */
|
|
|
|
REAL P1extraVal; /* Phase 1 OF/RHS offset for feasibility */
|
|
|
|
int P1extraDim; /* Phase 1 additional columns/rows for feasibility */
|
|
|
|
int spx_action; /* ACTION_ variables for the simplex routine */
|
|
|
|
MYBOOL spx_perturbed; /* The variable bounds were relaxed/perturbed into this simplex */
|
|
|
|
MYBOOL bb_break; /* Solver working variable; signals break of the B&B */
|
|
|
|
MYBOOL wasPreprocessed; /* The solve preprocessing was performed */
|
|
|
|
MYBOOL wasPresolved; /* The solve presolver was invoked */
|
|
|
|
int INTfuture2;
|
|
|
|
|
|
|
|
/* Lagragean solver storage and parameters */
|
|
|
|
MATrec *matL;
|
|
|
|
REAL *lag_rhs; /* Array of Lagrangean rhs vector */
|
|
|
|
int *lag_con_type; /* Array of GT, LT or EQ */
|
|
|
|
REAL *lambda; /* Lambda values (Lagrangean multipliers) */
|
|
|
|
REAL lag_bound; /* The Lagrangian lower OF bound */
|
|
|
|
REAL lag_accept; /* The Lagrangian convergence criterion */
|
|
|
|
|
|
|
|
/* Solver thresholds */
|
|
|
|
REAL infinite; /* Limit for dynamic range */
|
|
|
|
REAL negrange; /* Limit for negative variable range */
|
|
|
|
REAL epsmachine; /* Default machine accuracy */
|
|
|
|
REAL epsvalue; /* Input data precision / rounding of data values to 0 */
|
|
|
|
REAL epsprimal; /* For rounding RHS values to 0/infeasibility */
|
|
|
|
REAL epsdual; /* For rounding reduced costs to zero */
|
|
|
|
REAL epspivot; /* Pivot reject tolerance */
|
|
|
|
REAL epsperturb; /* Perturbation scalar */
|
|
|
|
REAL epssolution; /* The solution tolerance for final validation */
|
|
|
|
|
|
|
|
/* Branch & Bound working parameters */
|
|
|
|
int bb_status; /* Indicator that the last solvelp() gave an improved B&B solution */
|
|
|
|
int bb_level; /* Solver B&B working variable (recursion depth) */
|
|
|
|
int bb_maxlevel; /* The deepest B&B level of the last solution */
|
|
|
|
int bb_limitlevel; /* The maximum B&B level allowed */
|
|
|
|
COUNTER bb_totalnodes; /* Total number of nodes processed in B&B */
|
|
|
|
int bb_solutionlevel; /* The B&B level of the last / best solution */
|
|
|
|
int bb_cutpoolsize; /* Size of the B&B cut pool */
|
|
|
|
int bb_cutpoolused; /* Currently used cut pool */
|
|
|
|
int bb_constraintOF; /* General purpose B&B parameter (typically for testing) */
|
|
|
|
int *bb_cuttype; /* The type of the currently used cuts */
|
|
|
|
int *bb_varactive; /* The B&B state of the variable; 0 means inactive */
|
|
|
|
DeltaVrec *bb_upperchange; /* Changes to upper bounds during the B&B phase */
|
|
|
|
DeltaVrec *bb_lowerchange; /* Changes to lower bounds during the B&B phase */
|
|
|
|
|
|
|
|
REAL bb_deltaOF; /* Minimum OF step value; computed at beginning of solve() */
|
|
|
|
|
|
|
|
REAL bb_breakOF; /* User-settable value for the objective function deemed
|
|
|
|
to be sufficiently good in an integer problem */
|
|
|
|
REAL bb_limitOF; /* "Dual" bound / limit to final optimal MIP solution */
|
|
|
|
REAL bb_heuristicOF; /* Set initial "at least better than" guess for objective function
|
|
|
|
(can significantly speed up B&B iterations) */
|
|
|
|
REAL bb_parentOF; /* The OF value of the previous BB simplex */
|
|
|
|
REAL bb_workOF; /* The unadjusted OF value for the current best solution */
|
|
|
|
|
|
|
|
/* Internal work arrays allocated as required */
|
|
|
|
presolveundorec *presolve_undo;
|
|
|
|
workarraysrec *workarrays;
|
|
|
|
|
|
|
|
/* MIP parameters */
|
|
|
|
REAL epsint; /* Margin of error in determining if a float value is integer */
|
|
|
|
REAL mip_absgap; /* Absolute MIP gap */
|
|
|
|
REAL mip_relgap; /* Relative MIP gap */
|
|
|
|
|
|
|
|
/* Time/timer variables and extended status text */
|
|
|
|
double timecreate;
|
|
|
|
double timestart;
|
|
|
|
double timeheuristic;
|
|
|
|
double timepresolved;
|
|
|
|
double timeend;
|
|
|
|
long sectimeout;
|
|
|
|
|
|
|
|
/* Extended status message text set via explain() */
|
|
|
|
char *ex_status;
|
|
|
|
|
|
|
|
/* Refactorization engine interface routines (for dynamic DLL/SO BFPs) */
|
|
|
|
#if LoadInverseLib == TRUE
|
|
|
|
#ifdef WIN32
|
|
|
|
HINSTANCE hBFP;
|
|
|
|
#else
|
|
|
|
void *hBFP;
|
|
|
|
#endif
|
|
|
|
#endif
|
|
|
|
BFPchar *bfp_name;
|
|
|
|
BFPbool_lpintintint *bfp_compatible;
|
|
|
|
BFPbool_lpintintchar *bfp_init;
|
|
|
|
BFP_lp *bfp_free;
|
|
|
|
BFPbool_lpint *bfp_resize;
|
|
|
|
BFPint_lp *bfp_memallocated;
|
|
|
|
BFPbool_lp *bfp_restart;
|
|
|
|
BFPbool_lp *bfp_mustrefactorize;
|
|
|
|
BFPint_lp *bfp_preparefactorization;
|
|
|
|
BFPint_lpintintboolbool *bfp_factorize;
|
|
|
|
BFP_lp *bfp_finishfactorization;
|
|
|
|
BFP_lp *bfp_updaterefactstats;
|
|
|
|
BFPlreal_lpintintreal *bfp_prepareupdate;
|
|
|
|
BFPreal_lplrealreal *bfp_pivotRHS;
|
|
|
|
BFPbool_lpbool *bfp_finishupdate;
|
|
|
|
BFP_lprealint *bfp_ftran_prepare;
|
|
|
|
BFP_lprealint *bfp_ftran_normal;
|
|
|
|
BFP_lprealint *bfp_btran_normal;
|
|
|
|
BFP_lprealintrealint *bfp_btran_double;
|
|
|
|
BFPint_lp *bfp_status;
|
|
|
|
BFPint_lpbool *bfp_nonzeros;
|
|
|
|
BFPbool_lp *bfp_implicitslack;
|
|
|
|
BFPint_lp *bfp_indexbase;
|
|
|
|
BFPint_lp *bfp_rowoffset;
|
|
|
|
BFPint_lp *bfp_pivotmax;
|
|
|
|
BFPbool_lpint *bfp_pivotalloc;
|
|
|
|
BFPint_lp *bfp_colcount;
|
|
|
|
BFPbool_lp *bfp_canresetbasis;
|
|
|
|
BFPreal_lp *bfp_efficiency;
|
|
|
|
BFPrealp_lp *bfp_pivotvector;
|
|
|
|
BFPint_lp *bfp_pivotcount;
|
|
|
|
BFPint_lpint *bfp_refactcount;
|
|
|
|
BFPbool_lp *bfp_isSetI;
|
|
|
|
BFPint_lpintrealcbintint *bfp_findredundant;
|
|
|
|
|
|
|
|
/* External language interface routines (for dynamic DLL/SO XLIs) */
|
|
|
|
#if LoadLanguageLib == TRUE
|
|
|
|
#ifdef WIN32
|
|
|
|
HINSTANCE hXLI;
|
|
|
|
#else
|
|
|
|
void *hXLI;
|
|
|
|
#endif
|
|
|
|
#endif
|
|
|
|
XLIchar *xli_name;
|
|
|
|
XLIbool_lpintintint *xli_compatible;
|
|
|
|
XLIbool_lpcharcharcharint *xli_readmodel;
|
|
|
|
XLIbool_lpcharcharbool *xli_writemodel;
|
|
|
|
|
|
|
|
/* Miscellaneous internal functions made available externally */
|
|
|
|
userabortfunc *userabort;
|
|
|
|
reportfunc *report;
|
|
|
|
explainfunc *explain;
|
|
|
|
getvectorfunc *get_lpcolumn;
|
|
|
|
getpackedfunc *get_basiscolumn;
|
|
|
|
get_OF_activefunc *get_OF_active;
|
|
|
|
getMDOfunc *getMDO;
|
|
|
|
invertfunc *invert;
|
|
|
|
set_actionfunc *set_action;
|
|
|
|
is_actionfunc *is_action;
|
|
|
|
clear_actionfunc *clear_action;
|
|
|
|
|
|
|
|
/* User program interface callbacks */
|
|
|
|
lphandle_intfunc *ctrlc;
|
|
|
|
void *ctrlchandle; /* User-specified "owner process ID" */
|
|
|
|
lphandlestr_func *writelog;
|
|
|
|
void *loghandle; /* User-specified "owner process ID" */
|
|
|
|
lphandlestr_func *debuginfo;
|
|
|
|
lphandleint_func *usermessage;
|
|
|
|
int msgmask;
|
|
|
|
void *msghandle; /* User-specified "owner process ID" */
|
|
|
|
lphandleint_intfunc *bb_usenode;
|
|
|
|
void *bb_nodehandle; /* User-specified "owner process ID" */
|
|
|
|
lphandleint_intfunc *bb_usebranch;
|
|
|
|
void *bb_branchhandle; /* User-specified "owner process ID" */
|
|
|
|
|
|
|
|
};
|
|
|
|
|
|
|
|
|
|
|
|
#ifdef __cplusplus
|
|
|
|
__EXTERN_C {
|
|
|
|
#endif
|
|
|
|
|
|
|
|
|
|
|
|
/* User and system function interfaces */
|
|
|
|
/* ------------------------------------------------------------------------- */
|
|
|
|
|
|
|
|
void __EXPORT_TYPE __WINAPI lp_solve_version(int *majorversion, int *minorversion, int *release, int *build);
|
|
|
|
|
|
|
|
lprec __EXPORT_TYPE * __WINAPI make_lp(int rows, int columns);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI resize_lp(lprec *lp, int rows, int columns);
|
|
|
|
int __EXPORT_TYPE __WINAPI get_status(lprec *lp);
|
|
|
|
char __EXPORT_TYPE * __WINAPI get_statustext(lprec *lp, int statuscode);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI is_obj_in_basis(lprec *lp);
|
|
|
|
void __EXPORT_TYPE __WINAPI set_obj_in_basis(lprec *lp, MYBOOL obj_in_basis);
|
|
|
|
/* Create and initialise a lprec structure defaults */
|
|
|
|
|
|
|
|
lprec __EXPORT_TYPE * __WINAPI copy_lp(lprec *lp);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI dualize_lp(lprec *lp);
|
|
|
|
STATIC MYBOOL memopt_lp(lprec *lp, int rowextra, int colextra, int nzextra);
|
|
|
|
/* Copy or dualize the lp */
|
|
|
|
|
|
|
|
void __EXPORT_TYPE __WINAPI delete_lp(lprec *lp);
|
|
|
|
void __EXPORT_TYPE __WINAPI free_lp(lprec **plp);
|
|
|
|
/* Remove problem from memory */
|
|
|
|
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI set_lp_name(lprec *lp, char *lpname);
|
|
|
|
char __EXPORT_TYPE * __WINAPI get_lp_name(lprec *lp);
|
|
|
|
/* Set and get the problem name */
|
|
|
|
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI has_BFP(lprec *lp);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI is_nativeBFP(lprec *lp);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI set_BFP(lprec *lp, char *filename);
|
|
|
|
/* Set basis factorization engine */
|
|
|
|
|
|
|
|
lprec __EXPORT_TYPE * __WINAPI read_XLI(char *xliname, char *modelname, char *dataname, char *options, int verbose);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI write_XLI(lprec *lp, char *filename, char *options, MYBOOL results);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI has_XLI(lprec *lp);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI is_nativeXLI(lprec *lp);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI set_XLI(lprec *lp, char *filename);
|
|
|
|
/* Set external language interface */
|
|
|
|
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI set_obj(lprec *lp, int colnr, REAL value);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI set_obj_fn(lprec *lp, REAL *row);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI set_obj_fnex(lprec *lp, int count, REAL *row, int *colno);
|
|
|
|
/* set the objective function (Row 0) of the matrix */
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI str_set_obj_fn(lprec *lp, char *row_string);
|
|
|
|
/* The same, but with string input */
|
|
|
|
void __EXPORT_TYPE __WINAPI set_sense(lprec *lp, MYBOOL maximize);
|
|
|
|
void __EXPORT_TYPE __WINAPI set_maxim(lprec *lp);
|
|
|
|
void __EXPORT_TYPE __WINAPI set_minim(lprec *lp);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI is_maxim(lprec *lp);
|
|
|
|
/* Set optimization direction for the objective function */
|
|
|
|
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI add_constraint(lprec *lp, REAL *row, int constr_type, REAL rh);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI add_constraintex(lprec *lp, int count, REAL *row, int *colno, int constr_type, REAL rh);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI set_add_rowmode(lprec *lp, MYBOOL turnon);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI is_add_rowmode(lprec *lp);
|
|
|
|
/* Add a constraint to the problem, row is the constraint row, rh is the right hand side,
|
|
|
|
constr_type is the type of constraint (LE (<=), GE(>=), EQ(=)) */
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI str_add_constraint(lprec *lp, char *row_string, int constr_type, REAL rh);
|
|
|
|
/* The same, but with string input */
|
|
|
|
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI set_row(lprec *lp, int rownr, REAL *row);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI set_rowex(lprec *lp, int rownr, int count, REAL *row, int *colno);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI get_row(lprec *lp, int rownr, REAL *row);
|
|
|
|
int __EXPORT_TYPE __WINAPI get_rowex(lprec *lp, int rownr, REAL *row, int *colno);
|
|
|
|
/* Fill row with the row row_nr from the problem */
|
|
|
|
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI del_constraint(lprec *lp, int rownr);
|
|
|
|
STATIC MYBOOL del_constraintex(lprec *lp, LLrec *rowmap);
|
|
|
|
/* Remove constrain nr del_row from the problem */
|
|
|
|
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI add_lag_con(lprec *lp, REAL *row, int con_type, REAL rhs);
|
|
|
|
/* add a Lagrangian constraint of form Row' x contype Rhs */
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI str_add_lag_con(lprec *lp, char *row_string, int con_type, REAL rhs);
|
|
|
|
/* The same, but with string input */
|
|
|
|
void __EXPORT_TYPE __WINAPI set_lag_trace(lprec *lp, MYBOOL lag_trace);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI is_lag_trace(lprec *lp);
|
|
|
|
/* Set debugging/tracing mode of the Lagrangean solver */
|
|
|
|
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI set_constr_type(lprec *lp, int rownr, int con_type);
|
|
|
|
int __EXPORT_TYPE __WINAPI get_constr_type(lprec *lp, int rownr);
|
|
|
|
REAL __EXPORT_TYPE __WINAPI get_constr_value(lprec *lp, int rownr, int count, REAL *primsolution, int *nzindex);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI is_constr_type(lprec *lp, int rownr, int mask);
|
|
|
|
STATIC char *get_str_constr_type(lprec *lp, int con_type);
|
|
|
|
STATIC int get_constr_class(lprec *lp, int rownr);
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STATIC char *get_str_constr_class(lprec *lp, int con_class);
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/* Set the type of constraint in row Row (LE, GE, EQ) */
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MYBOOL __EXPORT_TYPE __WINAPI set_rh(lprec *lp, int rownr, REAL value);
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REAL __EXPORT_TYPE __WINAPI get_rh(lprec *lp, int rownr);
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/* Set and get the right hand side of a constraint row */
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MYBOOL __EXPORT_TYPE __WINAPI set_rh_range(lprec *lp, int rownr, REAL deltavalue);
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REAL __EXPORT_TYPE __WINAPI get_rh_range(lprec *lp, int rownr);
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/* Set the RHS range; i.e. the lower and upper bounds of a constraint row */
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void __EXPORT_TYPE __WINAPI set_rh_vec(lprec *lp, REAL *rh);
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/* Set the right hand side vector */
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MYBOOL __EXPORT_TYPE __WINAPI str_set_rh_vec(lprec *lp, char *rh_string);
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/* The same, but with string input */
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MYBOOL __EXPORT_TYPE __WINAPI add_column(lprec *lp, REAL *column);
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MYBOOL __EXPORT_TYPE __WINAPI add_columnex(lprec *lp, int count, REAL *column, int *rowno);
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MYBOOL __EXPORT_TYPE __WINAPI str_add_column(lprec *lp, char *col_string);
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/* Add a column to the problem */
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MYBOOL __EXPORT_TYPE __WINAPI set_column(lprec *lp, int colnr, REAL *column);
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MYBOOL __EXPORT_TYPE __WINAPI set_columnex(lprec *lp, int colnr, int count, REAL *column, int *rowno);
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/* Overwrite existing column data */
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int __EXPORT_TYPE __WINAPI column_in_lp(lprec *lp, REAL *column);
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/* Returns the column index if column is already present in lp, otherwise 0.
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(Does not look at bounds and types, only looks at matrix values */
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int __EXPORT_TYPE __WINAPI get_columnex(lprec *lp, int colnr, REAL *column, int *nzrow);
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MYBOOL __EXPORT_TYPE __WINAPI get_column(lprec *lp, int colnr, REAL *column);
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/* Fill column with the column col_nr from the problem */
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MYBOOL __EXPORT_TYPE __WINAPI del_column(lprec *lp, int colnr);
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STATIC MYBOOL del_columnex(lprec *lp, LLrec *colmap);
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/* Delete a column */
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MYBOOL __EXPORT_TYPE __WINAPI set_mat(lprec *lp, int rownr, int colnr, REAL value);
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/* Fill in element (Row,Column) of the matrix
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Row in [0..Rows] and Column in [1..Columns] */
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REAL __EXPORT_TYPE __WINAPI get_mat(lprec *lp, int rownr, int colnr);
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REAL __EXPORT_TYPE __WINAPI get_mat_byindex(lprec *lp, int matindex, MYBOOL isrow, MYBOOL adjustsign);
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int __EXPORT_TYPE __WINAPI get_nonzeros(lprec *lp);
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/* get a single element from the matrix */ /* Name changed from "mat_elm" by KE */
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void __EXPORT_TYPE __WINAPI set_bounds_tighter(lprec *lp, MYBOOL tighten);
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MYBOOL get_bounds(lprec *lp, int column, REAL *lower, REAL *upper);
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MYBOOL __EXPORT_TYPE __WINAPI get_bounds_tighter(lprec *lp);
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MYBOOL __EXPORT_TYPE __WINAPI set_upbo(lprec *lp, int colnr, REAL value);
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REAL __EXPORT_TYPE __WINAPI get_upbo(lprec *lp, int colnr);
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MYBOOL __EXPORT_TYPE __WINAPI set_lowbo(lprec *lp, int colnr, REAL value);
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REAL __EXPORT_TYPE __WINAPI get_lowbo(lprec *lp, int colnr);
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MYBOOL __EXPORT_TYPE __WINAPI set_bounds(lprec *lp, int colnr, REAL lower, REAL upper);
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MYBOOL __EXPORT_TYPE __WINAPI set_unbounded(lprec *lp, int colnr);
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MYBOOL __EXPORT_TYPE __WINAPI is_unbounded(lprec *lp, int colnr);
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/* Set the upper and lower bounds of a variable */
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MYBOOL __EXPORT_TYPE __WINAPI set_int(lprec *lp, int colnr, MYBOOL must_be_int);
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MYBOOL __EXPORT_TYPE __WINAPI is_int(lprec *lp, int colnr);
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MYBOOL __EXPORT_TYPE __WINAPI set_binary(lprec *lp, int colnr, MYBOOL must_be_bin);
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MYBOOL __EXPORT_TYPE __WINAPI is_binary(lprec *lp, int colnr);
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MYBOOL __EXPORT_TYPE __WINAPI set_semicont(lprec *lp, int colnr, MYBOOL must_be_sc);
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MYBOOL __EXPORT_TYPE __WINAPI is_semicont(lprec *lp, int colnr);
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MYBOOL __EXPORT_TYPE __WINAPI is_negative(lprec *lp, int colnr);
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MYBOOL __EXPORT_TYPE __WINAPI set_var_weights(lprec *lp, REAL *weights);
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int __EXPORT_TYPE __WINAPI get_var_priority(lprec *lp, int colnr);
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/* Set the type of variable */
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MYBOOL __EXPORT_TYPE __WINAPI set_pseudocosts(lprec *lp, REAL *clower, REAL *cupper, int *updatelimit);
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MYBOOL __EXPORT_TYPE __WINAPI get_pseudocosts(lprec *lp, REAL *clower, REAL *cupper, int *updatelimit);
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/* Set initial values for, or get computed pseudocost vectors;
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|
note that setting of pseudocosts can only happen in response to a
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call-back function optionally requesting this */
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int __EXPORT_TYPE __WINAPI add_SOS(lprec *lp, char *name, int sostype, int priority, int count, int *sosvars, REAL *weights);
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MYBOOL __EXPORT_TYPE __WINAPI is_SOS_var(lprec *lp, int colnr);
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/* Add SOS constraints */
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MYBOOL __EXPORT_TYPE __WINAPI set_row_name(lprec *lp, int rownr, char *new_name);
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char __EXPORT_TYPE * __WINAPI get_row_name(lprec *lp, int rownr);
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char __EXPORT_TYPE * __WINAPI get_origrow_name(lprec *lp, int rownr);
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/* Set/Get the name of a constraint row */ /* Get added by KE */
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MYBOOL __EXPORT_TYPE __WINAPI set_col_name(lprec *lp, int colnr, char *new_name);
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char __EXPORT_TYPE * __WINAPI get_col_name(lprec *lp, int colnr);
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char __EXPORT_TYPE * __WINAPI get_origcol_name(lprec *lp, int colnr);
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/* Set/Get the name of a variable column */ /* Get added by KE */
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void __EXPORT_TYPE __WINAPI unscale(lprec *lp);
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/* Undo previous scaling of the problem */
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void __EXPORT_TYPE __WINAPI set_preferdual(lprec *lp, MYBOOL dodual);
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void __EXPORT_TYPE __WINAPI set_simplextype(lprec *lp, int simplextype);
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int __EXPORT_TYPE __WINAPI get_simplextype(lprec *lp);
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/* Set/Get if lp_solve should prefer the dual simplex over the primal -- added by KE */
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void __EXPORT_TYPE __WINAPI default_basis(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_basiscrash(lprec *lp, int mode);
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int __EXPORT_TYPE __WINAPI get_basiscrash(lprec *lp);
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int __EXPORT_TYPE __WINAPI set_basisvar(lprec *lp, int basisPos, int enteringCol);
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MYBOOL __EXPORT_TYPE __WINAPI set_basis(lprec *lp, int *bascolumn, MYBOOL nonbasic);
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MYBOOL __EXPORT_TYPE __WINAPI get_basis(lprec *lp, int *bascolumn, MYBOOL nonbasic);
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void __EXPORT_TYPE __WINAPI reset_basis(lprec *lp);
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|
/* Set/Get basis for a re-solved system */ /* Added by KE */
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MYBOOL __EXPORT_TYPE __WINAPI guess_basis(lprec *lp, REAL *guessvector, int *basisvector);
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MYBOOL __EXPORT_TYPE __WINAPI is_feasible(lprec *lp, REAL *values, REAL threshold);
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/* returns TRUE if the vector in values is a feasible solution to the lp */
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int __EXPORT_TYPE __WINAPI solve(lprec *lp);
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/* Solve the problem */
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REAL __EXPORT_TYPE __WINAPI time_elapsed(lprec *lp);
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/* Return the number of seconds since start of solution process */
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void __EXPORT_TYPE __WINAPI put_bb_nodefunc(lprec *lp, lphandleint_intfunc newnode, void *bbnodehandle);
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void __EXPORT_TYPE __WINAPI put_bb_branchfunc(lprec *lp, lphandleint_intfunc newbranch, void *bbbranchhandle);
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/* Allow the user to override B&B node and branching decisions */
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void __EXPORT_TYPE __WINAPI put_abortfunc(lprec *lp, lphandle_intfunc newctrlc, void *ctrlchandle);
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/* Allow the user to define an interruption callback function */
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void __EXPORT_TYPE __WINAPI put_logfunc(lprec *lp, lphandlestr_func newlog, void *loghandle);
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/* Allow the user to define a logging function */
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void __EXPORT_TYPE __WINAPI put_msgfunc(lprec *lp, lphandleint_func newmsg, void *msghandle, int mask);
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/* Allow the user to define an event-driven message/reporting */
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MYBOOL __EXPORT_TYPE __WINAPI get_primal_solution(lprec *lp, REAL *pv);
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MYBOOL __EXPORT_TYPE __WINAPI get_ptr_primal_solution(lprec *lp, REAL **pv);
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MYBOOL __EXPORT_TYPE __WINAPI get_dual_solution(lprec *lp, REAL *rc);
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MYBOOL __EXPORT_TYPE __WINAPI get_ptr_dual_solution(lprec *lp, REAL **rc);
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MYBOOL __EXPORT_TYPE __WINAPI get_lambda(lprec *lp, REAL *lambda);
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MYBOOL __EXPORT_TYPE __WINAPI get_ptr_lambda(lprec *lp, REAL **lambda);
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/* Get the primal, dual/reduced costs and Lambda vectors */
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/* Read an MPS file */
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lprec __EXPORT_TYPE * __WINAPI read_MPS(char *filename, int verbose);
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lprec __EXPORT_TYPE * __WINAPI read_mps(FILE *filename, int verbose);
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lprec __EXPORT_TYPE * __WINAPI read_freeMPS(char *filename, int verbose);
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lprec __EXPORT_TYPE * __WINAPI read_freemps(FILE *filename, int verbose);
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/* Write a MPS file to output */
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MYBOOL __EXPORT_TYPE __WINAPI write_mps(lprec *lp, char *filename);
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MYBOOL __EXPORT_TYPE __WINAPI write_MPS(lprec *lp, FILE *output);
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MYBOOL __EXPORT_TYPE __WINAPI write_freemps(lprec *lp, char *filename);
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MYBOOL __EXPORT_TYPE __WINAPI write_freeMPS(lprec *lp, FILE *output);
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MYBOOL __EXPORT_TYPE __WINAPI write_lp(lprec *lp, char *filename);
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MYBOOL __EXPORT_TYPE __WINAPI write_LP(lprec *lp, FILE *output);
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/* Write a LP file to output */
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MYBOOL __WINAPI LP_readhandle(lprec **lp, FILE *filename, int verbose, char *lp_name);
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lprec __EXPORT_TYPE * __WINAPI read_lp(FILE *filename, int verbose, char *lp_name);
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lprec __EXPORT_TYPE * __WINAPI read_LP(char *filename, int verbose, char *lp_name);
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/* Old-style lp format file parser */
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MYBOOL __EXPORT_TYPE __WINAPI write_basis(lprec *lp, char *filename);
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MYBOOL __EXPORT_TYPE __WINAPI read_basis(lprec *lp, char *filename, char *info);
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|
/* Read and write basis from/to file in CPLEX BAS format */
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MYBOOL __EXPORT_TYPE __WINAPI write_params(lprec *lp, char *filename, char *options);
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MYBOOL __EXPORT_TYPE __WINAPI read_params(lprec *lp, char *filename, char *options);
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void __EXPORT_TYPE __WINAPI reset_params(lprec *lp);
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|
/* Read and write parameter file */
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void __EXPORT_TYPE __WINAPI print_lp(lprec *lp);
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|
void __EXPORT_TYPE __WINAPI print_tableau(lprec *lp);
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|
/* Print the current problem, only useful in very small (test) problems */
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void __EXPORT_TYPE __WINAPI print_objective(lprec *lp);
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void __EXPORT_TYPE __WINAPI print_solution(lprec *lp, int columns);
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void __EXPORT_TYPE __WINAPI print_constraints(lprec *lp, int columns);
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|
/* Print the solution to stdout */
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void __EXPORT_TYPE __WINAPI print_duals(lprec *lp);
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|
/* Print the dual variables of the solution */
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void __EXPORT_TYPE __WINAPI print_scales(lprec *lp);
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|
/* If scaling is used, print the scaling factors */
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void __EXPORT_TYPE __WINAPI print_str(lprec *lp, char *str);
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void __EXPORT_TYPE __WINAPI set_outputstream(lprec *lp, FILE *stream);
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MYBOOL __EXPORT_TYPE __WINAPI set_outputfile(lprec *lp, char *filename);
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void __EXPORT_TYPE __WINAPI set_verbose(lprec *lp, int verbose);
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int __EXPORT_TYPE __WINAPI get_verbose(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_timeout(lprec *lp, long sectimeout);
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long __EXPORT_TYPE __WINAPI get_timeout(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_print_sol(lprec *lp, int print_sol);
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int __EXPORT_TYPE __WINAPI get_print_sol(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_debug(lprec *lp, MYBOOL debug);
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MYBOOL __EXPORT_TYPE __WINAPI is_debug(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_trace(lprec *lp, MYBOOL trace);
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MYBOOL __EXPORT_TYPE __WINAPI is_trace(lprec *lp);
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MYBOOL __EXPORT_TYPE __WINAPI print_debugdump(lprec *lp, char *filename);
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void __EXPORT_TYPE __WINAPI set_anti_degen(lprec *lp, int anti_degen);
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int __EXPORT_TYPE __WINAPI get_anti_degen(lprec *lp);
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MYBOOL __EXPORT_TYPE __WINAPI is_anti_degen(lprec *lp, int testmask);
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void __EXPORT_TYPE __WINAPI set_presolve(lprec *lp, int presolvemode, int maxloops);
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int __EXPORT_TYPE __WINAPI get_presolve(lprec *lp);
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int __EXPORT_TYPE __WINAPI get_presolveloops(lprec *lp);
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MYBOOL __EXPORT_TYPE __WINAPI is_presolve(lprec *lp, int testmask);
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int __EXPORT_TYPE __WINAPI get_orig_index(lprec *lp, int lp_index);
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int __EXPORT_TYPE __WINAPI get_lp_index(lprec *lp, int orig_index);
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void __EXPORT_TYPE __WINAPI set_maxpivot(lprec *lp, int max_num_inv);
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int __EXPORT_TYPE __WINAPI get_maxpivot(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_obj_bound(lprec *lp, REAL obj_bound);
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REAL __EXPORT_TYPE __WINAPI get_obj_bound(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_mip_gap(lprec *lp, MYBOOL absolute, REAL mip_gap);
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REAL __EXPORT_TYPE __WINAPI get_mip_gap(lprec *lp, MYBOOL absolute);
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void __EXPORT_TYPE __WINAPI set_bb_rule(lprec *lp, int bb_rule);
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int __EXPORT_TYPE __WINAPI get_bb_rule(lprec *lp);
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MYBOOL __EXPORT_TYPE __WINAPI set_var_branch(lprec *lp, int colnr, int branch_mode);
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int __EXPORT_TYPE __WINAPI get_var_branch(lprec *lp, int colnr);
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MYBOOL __EXPORT_TYPE __WINAPI is_infinite(lprec *lp, REAL value);
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void __EXPORT_TYPE __WINAPI set_infinite(lprec *lp, REAL infinite);
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REAL __EXPORT_TYPE __WINAPI get_infinite(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_epsint(lprec *lp, REAL epsint);
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REAL __EXPORT_TYPE __WINAPI get_epsint(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_epsb(lprec *lp, REAL epsb);
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REAL __EXPORT_TYPE __WINAPI get_epsb(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_epsd(lprec *lp, REAL epsd);
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REAL __EXPORT_TYPE __WINAPI get_epsd(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_epsel(lprec *lp, REAL epsel);
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REAL __EXPORT_TYPE __WINAPI get_epsel(lprec *lp);
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MYBOOL __EXPORT_TYPE __WINAPI set_epslevel(lprec *lp, int epslevel);
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void __EXPORT_TYPE __WINAPI set_scaling(lprec *lp, int scalemode);
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int __EXPORT_TYPE __WINAPI get_scaling(lprec *lp);
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MYBOOL __EXPORT_TYPE __WINAPI is_scalemode(lprec *lp, int testmask);
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MYBOOL __EXPORT_TYPE __WINAPI is_scaletype(lprec *lp, int scaletype);
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MYBOOL __EXPORT_TYPE __WINAPI is_integerscaling(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_scalelimit(lprec *lp, REAL scalelimit);
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REAL __EXPORT_TYPE __WINAPI get_scalelimit(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_improve(lprec *lp, int improve);
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int __EXPORT_TYPE __WINAPI get_improve(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_pivoting(lprec *lp, int piv_rule);
|
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int __EXPORT_TYPE __WINAPI get_pivoting(lprec *lp);
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|
MYBOOL __EXPORT_TYPE __WINAPI set_partialprice(lprec *lp, int blockcount, int *blockstart, MYBOOL isrow);
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|
void __EXPORT_TYPE __WINAPI get_partialprice(lprec *lp, int *blockcount, int *blockstart, MYBOOL isrow);
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MYBOOL __EXPORT_TYPE __WINAPI set_multiprice(lprec *lp, int multiblockdiv);
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|
int __EXPORT_TYPE __WINAPI get_multiprice(lprec *lp, MYBOOL getabssize);
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MYBOOL __WINAPI is_use_names(lprec *lp, MYBOOL isrow);
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void __WINAPI set_use_names(lprec *lp, MYBOOL isrow, MYBOOL use_names);
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int __EXPORT_TYPE __WINAPI get_nameindex(lprec *lp, char *varname, MYBOOL isrow);
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MYBOOL __EXPORT_TYPE __WINAPI is_piv_mode(lprec *lp, int testmask);
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MYBOOL __EXPORT_TYPE __WINAPI is_piv_rule(lprec *lp, int rule);
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void __EXPORT_TYPE __WINAPI set_break_at_first(lprec *lp, MYBOOL break_at_first);
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MYBOOL __EXPORT_TYPE __WINAPI is_break_at_first(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_bb_floorfirst(lprec *lp, int bb_floorfirst);
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int __EXPORT_TYPE __WINAPI get_bb_floorfirst(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_bb_depthlimit(lprec *lp, int bb_maxlevel);
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int __EXPORT_TYPE __WINAPI get_bb_depthlimit(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_break_at_value(lprec *lp, REAL break_at_value);
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REAL __EXPORT_TYPE __WINAPI get_break_at_value(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_negrange(lprec *lp, REAL negrange);
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REAL __EXPORT_TYPE __WINAPI get_negrange(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_epsperturb(lprec *lp, REAL epsperturb);
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REAL __EXPORT_TYPE __WINAPI get_epsperturb(lprec *lp);
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void __EXPORT_TYPE __WINAPI set_epspivot(lprec *lp, REAL epspivot);
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REAL __EXPORT_TYPE __WINAPI get_epspivot(lprec *lp);
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int __EXPORT_TYPE __WINAPI get_max_level(lprec *lp);
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COUNTER __EXPORT_TYPE __WINAPI get_total_nodes(lprec *lp);
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COUNTER __EXPORT_TYPE __WINAPI get_total_iter(lprec *lp);
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REAL __EXPORT_TYPE __WINAPI get_objective(lprec *lp);
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REAL __EXPORT_TYPE __WINAPI get_working_objective(lprec *lp);
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REAL __EXPORT_TYPE __WINAPI get_var_primalresult(lprec *lp, int index);
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REAL __EXPORT_TYPE __WINAPI get_var_dualresult(lprec *lp, int index);
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MYBOOL __EXPORT_TYPE __WINAPI get_variables(lprec *lp, REAL *var);
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MYBOOL __EXPORT_TYPE __WINAPI get_ptr_variables(lprec *lp, REAL **var);
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MYBOOL __EXPORT_TYPE __WINAPI get_constraints(lprec *lp, REAL *constr);
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MYBOOL __EXPORT_TYPE __WINAPI get_ptr_constraints(lprec *lp, REAL **constr);
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MYBOOL __EXPORT_TYPE __WINAPI get_sensitivity_rhs(lprec *lp, REAL *duals, REAL *dualsfrom, REAL *dualstill);
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MYBOOL __EXPORT_TYPE __WINAPI get_ptr_sensitivity_rhs(lprec *lp, REAL **duals, REAL **dualsfrom, REAL **dualstill);
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MYBOOL __EXPORT_TYPE __WINAPI get_sensitivity_obj(lprec *lp, REAL *objfrom, REAL *objtill);
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MYBOOL __EXPORT_TYPE __WINAPI get_sensitivity_objex(lprec *lp, REAL *objfrom, REAL *objtill, REAL *objfromvalue, REAL *objtillvalue);
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MYBOOL __EXPORT_TYPE __WINAPI get_ptr_sensitivity_obj(lprec *lp, REAL **objfrom, REAL **objtill);
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MYBOOL __EXPORT_TYPE __WINAPI get_ptr_sensitivity_objex(lprec *lp, REAL **objfrom, REAL **objtill, REAL **objfromvalue, REAL **objtillvalue);
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void __EXPORT_TYPE __WINAPI set_solutionlimit(lprec *lp, int limit);
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int __EXPORT_TYPE __WINAPI get_solutionlimit(lprec *lp);
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int __EXPORT_TYPE __WINAPI get_solutioncount(lprec *lp);
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int __EXPORT_TYPE __WINAPI get_Norig_rows(lprec *lp);
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int __EXPORT_TYPE __WINAPI get_Nrows(lprec *lp);
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int __EXPORT_TYPE __WINAPI get_Lrows(lprec *lp);
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int __EXPORT_TYPE __WINAPI get_Norig_columns(lprec *lp);
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int __EXPORT_TYPE __WINAPI get_Ncolumns(lprec *lp);
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#ifdef __cplusplus
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}
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#endif
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/* Forward definitions of functions used internaly by the lp toolkit */
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MYBOOL set_callbacks(lprec *lp);
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STATIC int yieldformessages(lprec *lp);
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MYBOOL __WINAPI userabort(lprec *lp, int message);
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/*char * __VACALL explain(lprec *lp, char *format, ...);
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void __VACALL report(lprec *lp, int level, char *format, ...);*/
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/* Memory management routines */
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STATIC MYBOOL append_rows(lprec *lp, int deltarows);
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STATIC MYBOOL append_columns(lprec *lp, int deltacolumns);
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STATIC void inc_rows(lprec *lp, int delta);
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STATIC void inc_columns(lprec *lp, int delta);
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STATIC MYBOOL init_rowcol_names(lprec *lp);
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STATIC MYBOOL inc_row_space(lprec *lp, int deltarows);
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STATIC MYBOOL inc_col_space(lprec *lp, int deltacols);
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STATIC MYBOOL shift_rowcoldata(lprec *lp, int base, int delta, LLrec *usedmap, MYBOOL isrow);
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STATIC MYBOOL shift_basis(lprec *lp, int base, int delta, LLrec *usedmap, MYBOOL isrow);
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STATIC MYBOOL shift_rowdata(lprec *lp, int base, int delta, LLrec *usedmap);
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STATIC MYBOOL shift_coldata(lprec *lp, int base, int delta, LLrec *usedmap);
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/* INLINE */ MYBOOL is_chsign(lprec *lp, int rownr);
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STATIC MYBOOL inc_lag_space(lprec *lp, int deltarows, MYBOOL ignoreMAT);
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lprec *make_lag(lprec *server);
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REAL get_rh_upper(lprec *lp, int rownr);
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REAL get_rh_lower(lprec *lp, int rownr);
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|
MYBOOL set_rh_upper(lprec *lp, int rownr, REAL value);
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|
MYBOOL set_rh_lower(lprec *lp, int rownr, REAL value);
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|
STATIC int bin_count(lprec *lp, MYBOOL working);
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|
STATIC int MIP_count(lprec *lp);
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|
STATIC int SOS_count(lprec *lp);
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|
STATIC int GUB_count(lprec *lp);
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|
STATIC int identify_GUB(lprec *lp, MYBOOL mark);
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|
STATIC int prepare_GUB(lprec *lp);
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STATIC MYBOOL refactRecent(lprec *lp);
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|
STATIC MYBOOL check_if_less(lprec *lp, REAL x, REAL y, int variable);
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|
STATIC MYBOOL feasiblePhase1(lprec *lp, REAL epsvalue);
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|
STATIC void free_duals(lprec *lp);
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|
STATIC void initialize_solution(lprec *lp, MYBOOL shiftbounds);
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|
STATIC void recompute_solution(lprec *lp, MYBOOL shiftbounds);
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|
STATIC int verify_solution(lprec *lp, MYBOOL reinvert, char *info);
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|
STATIC int check_solution(lprec *lp, int lastcolumn, REAL *solution,
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|
REAL *upbo, REAL *lowbo, REAL tolerance);
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|
/* INLINE */ MYBOOL is_fixedvar(lprec *lp, int variable);
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|
/* INLINE */ MYBOOL is_splitvar(lprec *lp, int colnr);
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|
void __WINAPI set_action(int *actionvar, int actionmask);
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|
void __WINAPI clear_action(int *actionvar, int actionmask);
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|
MYBOOL __WINAPI is_action(int actionvar, int testmask);
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|
INLINE MYBOOL is_bb_rule(lprec *lp, int bb_rule);
|
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|
|
/* INLINE */ MYBOOL is_bb_mode(lprec *lp, int bb_mask);
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|
|
/* INLINE */ int get_piv_rule(lprec *lp);
|
|
|
|
STATIC char *get_str_piv_rule(int rule);
|
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|
|
STATIC MYBOOL __WINAPI set_var_priority(lprec *lp);
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|
|
STATIC int find_sc_bbvar(lprec *lp, int *count);
|
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|
|
STATIC int find_sos_bbvar(lprec *lp, int *count, MYBOOL intsos);
|
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|
|
STATIC int find_int_bbvar(lprec *lp, int *count, BBrec *BB, MYBOOL *isfeasible);
|
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|
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|
|
/* Solution-related functions */
|
|
|
|
STATIC REAL compute_dualslacks(lprec *lp, int target, REAL **dvalues, int **nzdvalues, MYBOOL dosum);
|
|
|
|
STATIC MYBOOL solution_is_int(lprec *lp, int index, MYBOOL checkfixed);
|
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|
|
STATIC MYBOOL bb_better(lprec *lp, int target, int mode);
|
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|
|
STATIC void construct_solution(lprec *lp, REAL *target);
|
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|
|
STATIC void transfer_solution_var(lprec *lp, int uservar);
|
|
|
|
STATIC MYBOOL construct_duals(lprec *lp);
|
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|
|
STATIC MYBOOL construct_sensitivity_duals(lprec *lp);
|
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|
|
STATIC MYBOOL construct_sensitivity_obj(lprec *lp);
|
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|
|
|
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|
|
STATIC int add_GUB(lprec *lp, char *name, int priority, int count, int *sosvars);
|
|
|
|
STATIC basisrec *push_basis(lprec *lp, int *basisvar, MYBOOL *isbasic, MYBOOL *islower);
|
|
|
|
STATIC MYBOOL compare_basis(lprec *lp);
|
|
|
|
STATIC MYBOOL restore_basis(lprec *lp);
|
|
|
|
STATIC MYBOOL pop_basis(lprec *lp, MYBOOL restore);
|
|
|
|
STATIC MYBOOL is_BasisReady(lprec *lp);
|
|
|
|
STATIC MYBOOL is_slackbasis(lprec *lp);
|
|
|
|
STATIC MYBOOL verify_basis(lprec *lp);
|
|
|
|
STATIC int unload_basis(lprec *lp, MYBOOL restorelast);
|
|
|
|
|
|
|
|
STATIC int perturb_bounds(lprec *lp, BBrec *perturbed, MYBOOL doRows, MYBOOL doCols, MYBOOL includeFIXED);
|
|
|
|
STATIC MYBOOL validate_bounds(lprec *lp, REAL *upbo, REAL *lowbo);
|
|
|
|
STATIC MYBOOL impose_bounds(lprec *lp, REAL * upbo, REAL *lowbo);
|
|
|
|
STATIC int unload_BB(lprec *lp);
|
|
|
|
|
|
|
|
STATIC REAL feasibilityOffset(lprec *lp, MYBOOL isdual);
|
|
|
|
STATIC MYBOOL isP1extra(lprec *lp);
|
|
|
|
STATIC REAL get_refactfrequency(lprec *lp, MYBOOL final);
|
|
|
|
STATIC int findBasicFixedvar(lprec *lp, int afternr, MYBOOL slacksonly);
|
|
|
|
STATIC MYBOOL isBasisVarFeasible(lprec *lp, REAL tol, int basis_row);
|
|
|
|
STATIC MYBOOL isPrimalFeasible(lprec *lp, REAL tol, int infeasibles[], REAL *feasibilitygap);
|
|
|
|
STATIC MYBOOL isDualFeasible(lprec *lp, REAL tol, int *boundflips, int infeasibles[], REAL *feasibilitygap);
|
|
|
|
|
|
|
|
/* Main simplex driver routines */
|
|
|
|
STATIC int preprocess(lprec *lp);
|
|
|
|
STATIC void postprocess(lprec *lp);
|
|
|
|
STATIC MYBOOL performiteration(lprec *lp, int rownr, int varin, LREAL theta, MYBOOL primal, MYBOOL allowminit, REAL *prow, int *nzprow, REAL *pcol, int *nzpcol, int *boundswaps);
|
|
|
|
STATIC void transfer_solution_var(lprec *lp, int uservar);
|
|
|
|
STATIC void transfer_solution(lprec *lp, MYBOOL dofinal);
|
|
|
|
|
|
|
|
/* Scaling utilities */
|
|
|
|
STATIC REAL scaled_floor(lprec *lp, int colnr, REAL value, REAL epsscale);
|
|
|
|
STATIC REAL scaled_ceil(lprec *lp, int colnr, REAL value, REAL epsscale);
|
|
|
|
|
|
|
|
/* Variable mapping utility routines */
|
|
|
|
STATIC void varmap_lock(lprec *lp);
|
|
|
|
STATIC void varmap_clear(lprec *lp);
|
|
|
|
STATIC MYBOOL varmap_canunlock(lprec *lp);
|
|
|
|
STATIC void varmap_addconstraint(lprec *lp);
|
|
|
|
STATIC void varmap_addcolumn(lprec *lp);
|
|
|
|
STATIC void varmap_delete(lprec *lp, int base, int delta, LLrec *varmap);
|
|
|
|
STATIC void varmap_compact(lprec *lp, int prev_rows, int prev_cols);
|
|
|
|
STATIC MYBOOL varmap_validate(lprec *lp, int varno);
|
|
|
|
STATIC MYBOOL del_varnameex(lprec *lp, hashelem **namelist, hashtable *ht, int varnr, LLrec *varmap);
|
|
|
|
|
|
|
|
/* Pseudo-cost routines (internal) */
|
|
|
|
STATIC BBPSrec *init_pseudocost(lprec *lp, int pseudotype);
|
|
|
|
STATIC void free_pseudocost(lprec *lp);
|
|
|
|
STATIC REAL get_pseudorange(BBPSrec *pc, int mipvar, int varcode);
|
|
|
|
STATIC void update_pseudocost(BBPSrec *pc, int mipvar, int varcode, MYBOOL capupper, REAL varsol);
|
|
|
|
STATIC REAL get_pseudobranchcost(BBPSrec *pc, int mipvar, MYBOOL dofloor);
|
|
|
|
STATIC REAL get_pseudonodecost(BBPSrec *pc, int mipvar, int vartype, REAL varsol);
|
|
|
|
|
|
|
|
/* Matrix access and equation solving routines */
|
|
|
|
STATIC void set_OF_override(lprec *lp, REAL *ofVector);
|
|
|
|
STATIC void set_OF_p1extra(lprec *lp, REAL p1extra);
|
|
|
|
STATIC void unset_OF_p1extra(lprec *lp);
|
|
|
|
MYBOOL modifyOF1(lprec *lp, int index, REAL *ofValue, REAL mult);
|
|
|
|
REAL __WINAPI get_OF_active(lprec *lp, int varnr, REAL mult);
|
|
|
|
STATIC MYBOOL is_OF_nz(lprec *lp, int colnr);
|
|
|
|
|
|
|
|
STATIC int get_basisOF(lprec *lp, int coltarget[], REAL crow[], int colno[]);
|
|
|
|
int __WINAPI get_basiscolumn(lprec *lp, int j, int rn[], double bj[]);
|
|
|
|
int __WINAPI obtain_column(lprec *lp, int varin, REAL *pcol, int *nzlist, int *maxabs);
|
|
|
|
STATIC int compute_theta(lprec *lp, int rownr, LREAL *theta, int isupbound, REAL HarrisScalar, MYBOOL primal);
|
|
|
|
|
|
|
|
/* Pivot utility routines */
|
|
|
|
STATIC int findBasisPos(lprec *lp, int notint, int *var_basic);
|
|
|
|
STATIC MYBOOL check_degeneracy(lprec *lp, REAL *pcol, int *degencount);
|
|
|
|
|
|
|
|
typedef int (__WINAPI read_modeldata_func)(void *userhandle, char *buf, int max_size);
|
|
|
|
typedef int (__WINAPI write_modeldata_func)(void *userhandle, char *buf);
|
|
|
|
MYBOOL __WINAPI MPS_readex(lprec **newlp, void *userhandle, read_modeldata_func read_modeldata, int typeMPS, int verbose);
|
|
|
|
#if defined develop
|
|
|
|
lprec __EXPORT_TYPE * __WINAPI read_lpex(void *userhandle, read_modeldata_func read_modeldata, int verbose, char *lp_name);
|
|
|
|
MYBOOL __EXPORT_TYPE __WINAPI write_lpex(lprec *lp, void *userhandle, write_modeldata_func write_modeldata);
|
|
|
|
|
|
|
|
lprec __EXPORT_TYPE * __WINAPI read_mpsex(void *userhandle, read_modeldata_func read_modeldata, int verbose);
|
|
|
|
lprec __EXPORT_TYPE * __WINAPI read_freempsex(void *userhandle, read_modeldata_func read_modeldata, int verbose);
|
|
|
|
|
|
|
|
MYBOOL MPS_writefileex(lprec *lp, int typeMPS, void *userhandle, write_modeldata_func write_modeldata);
|
|
|
|
#endif
|
|
|
|
|
|
|
|
#endif /* HEADER_lp_lib */
|