-
Notifications
You must be signed in to change notification settings - Fork 85
/
Copy pathdriver2.cpp
413 lines (365 loc) · 14.7 KB
/
driver2.cpp
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
// Copyright (C) 2002, International Business Machines
// Corporation and others. All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).
#include "ClpSimplex.hpp"
#include "ClpPresolve.hpp"
#include "CoinHelperFunctions.hpp"
#include "CoinTime.hpp"
#include "ClpDualRowSteepest.hpp"
#include "ClpPrimalColumnSteepest.hpp"
#include <iomanip>
// This driver shows how to trap messages - this is just as in unitTest.cpp
// ****** THis code is similar to MyMessageHandler.hpp and MyMessagehandler.cpp
#include "CoinMessageHandler.hpp"
/** This just adds a model to CoinMessage and a void pointer so
user can trap messages and do useful stuff.
This is used in Clp/Test/unitTest.cpp
The file pointer is just there as an example of user stuff.
*/
class ClpSimplex;
class MyMessageHandler : public CoinMessageHandler {
public:
/**@name Overrides */
//@{
virtual int print();
//@}
/**@name set and get */
//@{
/// Model
const ClpSimplex * model() const;
void setModel(ClpSimplex * model);
//@}
/**@name Constructors, destructor */
//@{
/** Default constructor. */
MyMessageHandler();
/// Constructor with pointer to model
MyMessageHandler(ClpSimplex * model,
FILE * userPointer = NULL);
/** Destructor */
virtual ~MyMessageHandler();
//@}
/**@name Copy method */
//@{
/** The copy constructor. */
MyMessageHandler(const MyMessageHandler&);
/** The copy constructor from an CoinSimplexMessageHandler. */
MyMessageHandler(const CoinMessageHandler&);
MyMessageHandler& operator= (const MyMessageHandler&);
/// Clone
virtual CoinMessageHandler * clone() const ;
//@}
protected:
/**@name Data members
The data members are protected to allow access for derived classes. */
//@{
/// Pointer back to model
ClpSimplex * model_;
//@}
};
//#############################################################################
// Constructors / Destructor / Assignment
//#############################################################################
//-------------------------------------------------------------------
// Default Constructor
//-------------------------------------------------------------------
MyMessageHandler::MyMessageHandler()
: CoinMessageHandler(),
model_(NULL)
{
}
//-------------------------------------------------------------------
// Copy constructor
//-------------------------------------------------------------------
MyMessageHandler::MyMessageHandler(const MyMessageHandler & rhs)
: CoinMessageHandler(rhs),
model_(rhs.model_)
{
}
MyMessageHandler::MyMessageHandler(const CoinMessageHandler & rhs)
: CoinMessageHandler(),
model_(NULL)
{
}
// Constructor with pointer to model
MyMessageHandler::MyMessageHandler(ClpSimplex * model,
FILE * userPointer)
: CoinMessageHandler(),
model_(model)
{
}
//-------------------------------------------------------------------
// Destructor
//-------------------------------------------------------------------
MyMessageHandler::~MyMessageHandler()
{
}
//----------------------------------------------------------------
// Assignment operator
//-------------------------------------------------------------------
MyMessageHandler &
MyMessageHandler::operator= (const MyMessageHandler & rhs)
{
if (this != &rhs) {
CoinMessageHandler::operator= (rhs);
model_ = rhs.model_;
}
return *this;
}
//-------------------------------------------------------------------
// Clone
//-------------------------------------------------------------------
CoinMessageHandler * MyMessageHandler::clone() const
{
return new MyMessageHandler(*this);
}
// Print out values from first 20 messages
static int times = 0;
int
MyMessageHandler::print()
{
// You could have added a callback flag if you had wanted - see Clp_C_Interface.c
times++;
if (times <= 20) {
int messageNumber = currentMessage().externalNumber();
if (currentSource() != "Clp")
messageNumber += 1000000;
int i;
int nDouble = numberDoubleFields();
printf("%d doubles - ", nDouble);
for (i = 0; i < nDouble; i++)
printf("%g ", doubleValue(i));
printf("\n");;
int nInt = numberIntFields();
printf("%d ints - ", nInt);
for (i = 0; i < nInt; i++)
printf("%d ", intValue(i));
printf("\n");;
int nString = numberStringFields();
printf("%d strings - ", nString);
for (i = 0; i < nString; i++)
printf("%s ", stringValue(i).c_str());
printf("\n");;
}
return CoinMessageHandler::print();
}
const ClpSimplex *
MyMessageHandler::model() const
{
return model_;
}
void
MyMessageHandler::setModel(ClpSimplex * model)
{
model_ = model;
}
int main(int argc, const char *argv[])
{
ClpSimplex model;
// Message handler
MyMessageHandler messageHandler(&model);
std::cout << "Testing derived message handler" << std::endl;
model.passInMessageHandler(&messageHandler);
int status;
// Keep names when reading an mps file
if (argc < 2) {
#if defined(SAMPLEDIR)
status = model.readMps(SAMPLEDIR "/p0033.mps", true);
#else
fprintf(stderr, "Do not know where to find sample MPS files.\n");
exit(1);
#endif
} else
status = model.readMps(argv[1], true);
if (status) {
fprintf(stderr, "Bad readMps %s\n", argv[1]);
fprintf(stdout, "Bad readMps %s\n", argv[1]);
exit(1);
}
double time1 = CoinCpuTime();
/*
This driver shows how to do presolve.by hand (rather than with initialSolve)
*/
ClpSimplex * model2;
ClpPresolve pinfo;
int numberPasses = 5; // can change this
/* Use a tolerance of 1.0e-8 for feasibility, treat problem as
not being integer, do "numberpasses" passes and throw away names
in presolved model */
model2 = pinfo.presolvedModel(model, 1.0e-8, false, numberPasses, false);
if (!model2) {
fprintf(stderr, "ClpPresolve says %s is infeasible with tolerance of %g\n",
argv[1], 1.0e-8);
fprintf(stdout, "ClpPresolve says %s is infeasible with tolerance of %g\n",
argv[1], 1.0e-8);
// model was infeasible - maybe try again with looser tolerances
model2 = pinfo.presolvedModel(model, 1.0e-7, false, numberPasses, false);
if (!model2) {
fprintf(stderr, "ClpPresolve says %s is infeasible with tolerance of %g\n",
argv[1], 1.0e-7);
fprintf(stdout, "ClpPresolve says %s is infeasible with tolerance of %g\n",
argv[1], 1.0e-7);
exit(2);
}
}
// change factorization frequency from 200
model2->setFactorizationFrequency(100 + model2->numberRows() / 50);
if (argc < 3 || !strstr(argv[2], "primal")) {
// Use the dual algorithm unless user said "primal"
/* faster if bounds tightened as then dual can flip variables
to other bound to stay dual feasible. We can trash the bounds as
this model is going to be thrown away
*/
int numberInfeasibilities = model2->tightenPrimalBounds();
if (numberInfeasibilities)
std::cout << "** Analysis indicates model infeasible"
<< std::endl;
model2->crash(1000.0, 2);
ClpDualRowSteepest steep(1);
model2->setDualRowPivotAlgorithm(steep);
model2->dual();
} else {
ClpPrimalColumnSteepest steep(1);
model2->setPrimalColumnPivotAlgorithm(steep);
model2->primal();
}
pinfo.postsolve(true);
int numberIterations = model2->numberIterations();;
delete model2;
/* After this postsolve model should be optimal.
We can use checkSolution and test feasibility */
model.checkSolution();
if (model.numberDualInfeasibilities() ||
model.numberPrimalInfeasibilities())
printf("%g dual %g(%d) Primal %g(%d)\n",
model.objectiveValue(),
model.sumDualInfeasibilities(),
model.numberDualInfeasibilities(),
model.sumPrimalInfeasibilities(),
model.numberPrimalInfeasibilities());
// But resolve for safety
model.primal(1);
numberIterations += model.numberIterations();;
// for running timing tests
std::cout << argv[1] << " Objective " << model.objectiveValue() << " took " <<
numberIterations << " iterations and " <<
CoinCpuTime() - time1 << " seconds" << std::endl;
std::string modelName;
model.getStrParam(ClpProbName, modelName);
std::cout << "Model " << modelName << " has " << model.numberRows() << " rows and " <<
model.numberColumns() << " columns" << std::endl;
// remove this to print solution
exit(0);
/*
Now to print out solution. The methods used return modifiable
arrays while the alternative names return const pointers -
which is of course much more virtuous.
This version just does non-zero columns
*/
#if 0
int numberRows = model.numberRows();
// Alternatively getRowActivity()
double * rowPrimal = model.primalRowSolution();
// Alternatively getRowPrice()
double * rowDual = model.dualRowSolution();
// Alternatively getRowLower()
double * rowLower = model.rowLower();
// Alternatively getRowUpper()
double * rowUpper = model.rowUpper();
// Alternatively getRowObjCoefficients()
double * rowObjective = model.rowObjective();
// If we have not kept names (parameter to readMps) this will be 0
assert(model.lengthNames());
// Row names
const std::vector<std::string> * rowNames = model.rowNames();
int iRow;
std::cout << " Primal Dual Lower Upper (Cost)"
<< std::endl;
for (iRow = 0; iRow < numberRows; iRow++) {
double value;
std::cout << std::setw(6) << iRow << " " << std::setw(8) << (*rowNames)[iRow];
value = rowPrimal[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = rowDual[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = rowLower[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = rowUpper[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
if (rowObjective) {
value = rowObjective[iRow];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
}
std::cout << std::endl;
}
#endif
std::cout << "--------------------------------------" << std::endl;
// Columns
int numberColumns = model.numberColumns();
// Alternatively getColSolution()
double * columnPrimal = model.primalColumnSolution();
// Alternatively getReducedCost()
double * columnDual = model.dualColumnSolution();
// Alternatively getColLower()
double * columnLower = model.columnLower();
// Alternatively getColUpper()
double * columnUpper = model.columnUpper();
// Alternatively getObjCoefficients()
double * columnObjective = model.objective();
// If we have not kept names (parameter to readMps) this will be 0
assert(model.lengthNames());
// Column names
const std::vector<std::string> * columnNames = model.columnNames();
int iColumn;
std::cout << " Primal Dual Lower Upper Cost"
<< std::endl;
for (iColumn = 0; iColumn < numberColumns; iColumn++) {
double value;
value = columnPrimal[iColumn];
if (fabs(value) > 1.0e-8) {
std::cout << std::setw(6) << iColumn << " " << std::setw(8) << (*columnNames)[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnDual[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnLower[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnUpper[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
value = columnObjective[iColumn];
if (fabs(value) < 1.0e5)
std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value;
else
std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value;
std::cout << std::endl;
}
}
std::cout << "--------------------------------------" << std::endl;
return 0;
}