source: trunk/Cbc/examples/cbc_driverC_sos.c @ 1468

Last change on this file since 1468 was 1468, checked in by stefan, 9 years ago

do not require CbcConfig?.h in example to decide whether sample or miplib3 is present - do this in makefile

File size: 15.0 KB
Line 
1/* Copyright (C) 2004-2007 EPRI
2Corporation and others.  All Rights Reserved. */
3
4/* This example shows the use of the "C" interface for CBC. */
5
6#include "Cbc_C_Interface.h"
7#include <stdio.h>
8#include <stdlib.h>
9#include <string.h>
10#include <assert.h>
11
12/* prototypes */
13void printSolution(Cbc_Model *cbc_model);
14Cbc_Model * getDefaultModel(int argc, const char *argv[]);
15
16
17/* Call back function - just says whenever it gets Clp0005 or Coin0002 */
18/* TODO: It seems that Cbc gives callbacks but not Coin */
19static void callBack(Cbc_Model * model, int messageNumber,
20                     int nDouble, const double * vDouble,
21                     int nInt, const int * vInt,
22                     int nString, char ** vString) 
23{
24  const char prefix[] = "cbc_driverC_sos.cpp::callBack(): ";
25  const int  VERBOSE = 0;
26  if (VERBOSE>0) printf("%s begin\n",prefix);
27  if (VERBOSE>1) printf("%s messageNumber %i\n",prefix,messageNumber);
28
29  if (messageNumber==1000002) {
30    /* Coin0002 */
31    assert (nString==1&&nInt==3);
32    printf("Name of problem is %s\n",vString[0]);
33    printf("row %d col %d el %d\n",vInt[0],vInt[1],vInt[2]);
34  } else if (messageNumber==5) {
35    /* Clp0005 */
36    int i;
37    assert (nInt==4&&nDouble==3); /* they may not all print */
38    for (i=0;i<3;i++)
39      printf("%d %g\n",vInt[i],vDouble[i]);
40  }
41
42  if (VERBOSE>0) printf("%s return\n",prefix);
43}
44
45/**
46* Get default model
47*/
48Cbc_Model * getDefaultModel(int argc, const char *argv[])
49{
50  const char prefix[] = "cbc_driverC_sos.cpp::getDefaultModel(): ";
51  const int  VERBOSE = 0;
52  Cbc_Model  *model;
53  int status; 
54
55  if (VERBOSE>0) printf("%s begin\n",prefix);
56  model = Cbc_newModel(); 
57
58  /** Amount of print out:
59  0 - none
60  1 - just final
61  2 - just factorizations
62  3 - as 2 plus a bit more
63  4 - verbose
64  above that 8,16,32 etc just for selective debug
65  */
66  Cbc_setLogLevel(model, 1);
67  if (VERBOSE>0) printf("%s Log Level %i\n", prefix, Cbc_logLevel(model));
68  /* register callback */
69  Cbc_registerCallBack(model,callBack);
70  /* Keep names when reading an mps file */
71  if (argc<2) {
72#if defined(SAMPLEDIR)
73    status=Cbc_readMps(model, SAMPLEDIR "/p0033.mps");
74#else
75    fprintf(stderr, "Do not know where to find sample MPS files.\n");
76    exit(1);
77#endif
78  }
79  else
80    status=Cbc_readMps(model,argv[1]);
81
82  if (status) {
83    fprintf(stderr,"Bad readMps %s\n",argv[1]);
84    fprintf(stdout,"Bad readMps %s\n",argv[1]);
85    exit(1);
86  }
87  Cbc_setOptimizationDirection(model, 1);
88  if (1) Cbc_setIntegerTolerance(model,  1.0e-5);
89
90  /* Solve initial LP relaxation */
91  Cbc_initialSolve(model);
92
93  if (VERBOSE>0) printf("%s return\n",prefix);
94  return model;
95} /* getDefaultModel() */
96
97void printSolution(Cbc_Model *cbc_model) {
98 
99  /*  Now to print out solution.  The methods used return modifiable
100      arrays while the alternative names return const pointers -
101      which is of course much more virtuous.
102     
103      This version just does non-zero column and row values.
104  */
105
106  /* If we have not kept names (parameter to readMps) this will be 0
107      assert(Cbc_lengthNames(cbc_model));
108  */
109  {
110    int  name_length = 256;
111    char model_name[256];
112    Cbc_problemName(cbc_model, name_length, model_name);
113    printf("Model Name = '%s'\n", model_name);
114  }
115  printf("Iteration Count = %i\n",Cbc_getIterationCount(cbc_model));
116  printf("Iteration Limit = %i\n",Cbc_maximumIterations(cbc_model));
117  printf("Is Abandoned = %i\n",Cbc_isAbandoned(cbc_model));
118  printf("Is Proven Optimal = %i\n",Cbc_isProvenOptimal(cbc_model));
119  printf("Is Proven Infeasible = %i\n",Cbc_isProvenPrimalInfeasible(cbc_model));
120  printf("Is Proven Dual Infeasible = %i\n",Cbc_isProvenDualInfeasible(cbc_model));
121  printf("Is Proven Unbounded = %i\n",(Cbc_infeasibilityRay(cbc_model) == NULL) ? 0 : 1);
122  printf("Is Primal Objective Limit Reached = %i\n",Cbc_isPrimalObjectiveLimitReached(cbc_model));
123  printf("Is Dual Objective Limit Reached = %i\n",Cbc_isDualObjectiveLimitReached(cbc_model));
124  printf("Is Iteration Limit Reached = %i\n",Cbc_isIterationLimitReached(cbc_model));
125  printf("Objective Sense = %g\n",Cbc_getObjSense(cbc_model));  /* (1 - minimize, -1 - maximize, 0 - ignore) */
126  printf("Primal Feasible = %i\n",Cbc_primalFeasible(cbc_model));
127  printf("Dual Feasible = %i\n",Cbc_dualFeasible(cbc_model));
128  printf("Dual Bound = %g\n",Cbc_dualBound(cbc_model));
129  printf("Infeasibility Cost = %g\n",Cbc_infeasibilityCost(cbc_model));
130  printf("Sum Dual Infeasibilities = %g\n",Cbc_sumDualInfeasibilities(cbc_model));
131  printf("Number Dual Infeasibilities = %i\n",Cbc_numberDualInfeasibilities(cbc_model));
132  printf("Sum Primal Infeasibilities = %g\n",Cbc_sumPrimalInfeasibilities(cbc_model));
133  printf("Number Primal Infeasibilities = %i\n",Cbc_numberPrimalInfeasibilities(cbc_model));
134  printf("Objective Value = %g\n",Cbc_objectiveValue(cbc_model)); 
135  printf("Optimization Direction = %g\n", Cbc_optimizationDirection(cbc_model));
136  printf("  (1 - minimize, -1 - maximize, 0 - ignore)\n");
137  printf("--------------------------------------\n");
138
139  /*  Rows */
140  {
141    int numberRows = Cbc_numberRows(cbc_model);
142    int iRow;
143
144    const double * rowPrimal = Cbc_getRowActivity(cbc_model);
145    const double * rowDual   = Cbc_getRowPrice(cbc_model);
146    const double * rowLower  = Cbc_getRowLower(cbc_model);
147    const double * rowUpper  = Cbc_getRowUpper(cbc_model);
148
149    assert(rowPrimal != NULL);
150    assert(rowDual   != NULL);
151    assert(rowLower  != NULL);
152    assert(rowUpper  != NULL);
153
154    printf("                       Primal          Dual         Lower         Upper\n");
155    for (iRow=0;iRow<numberRows;iRow++) {
156      double value;
157      value = rowDual[iRow];
158      if (value>1.0e-8||value<-1.0e-8) {
159        char name[20];
160        sprintf(name," Row%-4i",iRow);
161        printf("%6d %8s",iRow,name);
162        printf(" %13g",rowPrimal[iRow]);
163        printf(" %13g",rowDual[iRow]);
164        printf(" %13g",rowLower[iRow]);
165        printf(" %13g",rowUpper[iRow]);
166        printf("\n");
167      }
168    }
169  }
170  printf("--------------------------------------\n");
171  /* Columns */
172  {
173    int numberColumns = Cbc_numberColumns(cbc_model);
174    int iColumn;
175
176    const double * columnPrimal    = Cbc_getColSolution(cbc_model);
177    const double * columnDual      = Cbc_getReducedCost(cbc_model);
178    const double * columnLower     = Cbc_getColLower(cbc_model);
179    const double * columnUpper     = Cbc_getColUpper(cbc_model);
180    const double * columnObjective = Cbc_getObjCoefficients(cbc_model);
181
182    assert(columnPrimal    != NULL);
183    assert(columnDual      != NULL);
184    assert(columnLower     != NULL);
185    assert(columnUpper     != NULL);
186    assert(columnObjective != NULL);
187
188    printf("                       Primal          Dual         Lower         Upper          Cost\n");
189    for (iColumn=0;iColumn<numberColumns;iColumn++) {
190      double value;
191      value = columnPrimal[iColumn];
192      if (value>1.0e-8||value<-1.0e-8) {
193        char name[20];
194        sprintf(name," Col%-4i",iColumn);
195        /*      Cbc_columnName(cbc_model,iColumn,name); */
196        printf("%6d %8s",iColumn,name);
197        printf(" %13g",columnPrimal[iColumn]);
198        printf(" %13g",columnDual[iColumn]);
199        printf(" %13g",columnLower[iColumn]);
200        printf(" %13g",columnUpper[iColumn]);
201        printf(" %13g",columnObjective[iColumn]);
202        printf("\n");
203      }
204    }
205  }
206  printf("--------------------------------------\n");
207} /*  printSolution() */
208
209int main (int argc, const char *argv[])
210{
211  const char prefix[] = "cbc_driverC_sos.cpp:main(): ";
212  const int  VERBOSE = 0;
213  Cbc_Model * model, * model2;
214  double time1;
215  char modelName[80];
216  int numberIntegers;
217  int * integerVariable;
218
219  if (VERBOSE>0) printf("%s begin\n",prefix);
220  if (VERBOSE>0) printf("%s Version %g\n",prefix,Cbc_getVersion());
221
222  /* set model using the local routine for reading an MPS file */
223  model = getDefaultModel(argc, argv);
224  model2 = NULL;  /* used to keep model around */
225
226  /* This clause ought to set the initial basis, but does not yet work. */
227  {
228    int i;
229    int row_length = Cbc_getNumRows(model);
230    int col_length = Cbc_getNumCols(model);
231    int rim_length = row_length + col_length;
232    int elem_length = Cbc_getNumElements(model);
233
234    int * cbc_rowStatus    = NULL;
235    int * cbc_columnStatus = NULL;
236
237    if (0) {
238      fprintf(stdout,"%s row_length = %i\n", prefix, row_length);
239      fprintf(stdout,"%s col_length = %i\n", prefix, col_length);
240      fprintf(stdout,"%s rim_length = %i\n", prefix, rim_length);
241      fprintf(stdout,"%s elem_length = %i\n", prefix, elem_length);
242      fflush(stdout);
243    }
244    /* print solution status variables */
245    if (0) {
246      if (cbc_rowStatus) {
247        for (i = 0; i < row_length; i++) {
248          printf("%s cbc_rowStatus[%i] = %i\n", prefix, i, cbc_rowStatus[i]);
249          fflush(stdout);
250        }
251      } else {
252        fprintf(stdout,"%s cbc_rowStatus = %p\n", prefix, (void*)cbc_rowStatus);
253        fflush(stdout);
254      }
255      if (cbc_columnStatus) {
256        for (i = 0; i < row_length; i++) {
257          fprintf(stdout,"%s cbc_rowStatus[%i] = %i\n", prefix, i, cbc_columnStatus[i]);
258          fflush(stdout);
259        }
260      } else {
261        fprintf(stdout,"%s cbc_columnStatus = %p\n", prefix, (void*)cbc_columnStatus);
262        fflush(stdout);
263      }
264    }
265  }
266
267  /* Save model as a clone (does not work as of 2004). */
268  model2 = Cbc_clone(model);
269
270  /* Store which variables are integer as defined in the MPS file.
271     They will be set to Continuous before adding the SOS constraints. */
272
273  {
274    int i;
275    int numberColumns=Cbc_getNumCols(model);
276    numberIntegers = 0;
277    integerVariable = malloc(numberColumns*sizeof(int[1]));
278    for ( i=0;i<numberColumns;i++) {
279      if (Cbc_isInteger(model,i)) {
280        integerVariable[numberIntegers++]=i;
281        if (VERBOSE>3) printf("%s integerVariable[%i] = %i\n",prefix,
282          numberIntegers-1, integerVariable[numberIntegers-1]);
283      }
284    }
285  }
286  Cbc_problemName(model,80,modelName);
287
288  /* Solve the MPS version of the problem */
289  if (1) { 
290    if (VERBOSE>1) {
291      printf("%s Solve MPS version of the problem\n",prefix);
292      printf("%s Optimization Direction = %g (1 - minimize, -1 - maximize, 0 - ignore)\n",
293        prefix, Cbc_optimizationDirection(model)); 
294    }
295    /*    Cbc_setLogLevel(model, VERBOSE); // 4 is verbose */
296    time1 = Cbc_cpuTime(model) ;
297    Cbc_branchAndBound(model);
298    if (VERBOSE>1) printf("Model %s has %d rows and %d columns\n",
299      modelName,Cbc_numberRows(model),Cbc_numberColumns(model));
300
301    if (VERBOSE>1) printf("%s Solving model %s took %g seconds, %i nodes with objective %g\n",
302      prefix, modelName, (Cbc_cpuTime(model)-time1), 
303      Cbc_getNodeCount(model), Cbc_getObjValue(model));
304    if (VERBOSE>0) (!Cbc_status(model)) ? printf(" Finished\n") : printf(" Not finished\n");
305    if (VERBOSE>2) printSolution(model);
306  }
307  {
308   
309    /* SOS specification data
310       specify numberSets, numPoints, and whichRanges explicitly
311       NOTE: These need to be commented according to the MPS file.
312         Example_1_1: Cbc0004I MPS reads 1081 only columns out of 1085
313                      Then the 4th range goes out of bounds
314         Example_2: Cbc0006I The LP relaxation is infeasible or too expensive
315         Mod_RT_1: Cbc0006I The LP relaxation is infeasible or too expensive
316    */
317    const int numberSets = 
318      1; /* dummy
319    //    4; // Example_1_1
320    //    2;  // Example_2
321    //    2;  // Mod_RT_1
322    //    2;  // SITH */
323    const int numPoints = 
324      1; /* dummy
325    //    257; // Example_1_1
326    //    256;  // Example_2
327    //    257;  // Mod_RT_1
328    //    257;  // SITH */
329
330    const int whichRanges[1][2] = { /* counting from zero? */
331      {0,0} /* dummy */
332      /*   {56,312}, {313, 569}, {572, 828}, {829, 1085} // Example_1_1
333           {48, 303}, {304, 559} // Example_2
334           {45, 301}, {302, 558} // Mod_RT_1
335           {45, 301}, {302, 558} // SITH
336      */
337    };
338    /* the rest is determined parametrically */
339    int *len = malloc(numberSets* sizeof(int[1]));
340    int **which = malloc(numberSets* sizeof(int[1]));
341    int setNum, pointNum;
342    double *weights;
343    int i, j;
344    for (setNum = 0; setNum < numberSets; setNum++) {
345      len[setNum] = whichRanges[setNum][1] - whichRanges[setNum][0] + 1;
346      if (len[setNum] != numPoints) {
347        printf("%s ERROR: len[%i] (%i) != numPoints (%i)\n",
348          prefix, setNum, len[setNum], numPoints);
349        return 1;
350      }
351      which[setNum] = malloc(numPoints*sizeof(int[1]));
352      for (j = 0; j < len[setNum]; j++)
353        which[setNum][j] = whichRanges[setNum][0] + j; /* Example_2 */
354    }
355    weights = malloc(numPoints*sizeof(double[1])); 
356    for (pointNum = 0; pointNum < numPoints; pointNum++) weights[pointNum] = pointNum+1;
357
358    /* Now use SOS2
359       NOTE: Only enable this if known good SOS Specification (above)
360    */
361    if (1) { 
362      if (VERBOSE>1) printf("%s Use SOS2\n",prefix);
363
364      /* Restore model */
365      Cbc_deleteModel(model);
366      if (0) {
367        model = Cbc_clone(model2);
368      } else {
369        model = getDefaultModel(argc, argv); 
370      }
371      /*    Cbc_setLogLevel(model, 4); // 4 is verbose */
372      if (VERBOSE>1) printf("%s Model %s has %d rows and %d columns\n",
373        prefix, modelName,Cbc_numberRows(model),Cbc_numberColumns(model));
374
375      /* make SOS cuts */
376      for (i=0;i<numberIntegers;i++) {
377        int iColumn = integerVariable[i];
378        /* Stop being integer */
379        Cbc_setContinuous(model, iColumn);
380      }
381      /* add cut (0 - use dense, 1 - use sparse (TODO: test this)) */
382      if (0) for (i=0;i<numberSets;i++) {
383        printf(
384          "%s calling Cbc_addSOS(), len[%i] = %i, which[%i][0] = %i, which[%i][%i] = %i,\n  weights[0] = %g, weights[%i] = %g\n",
385          prefix, i, len[i], i, which[i][0], i, len[i]-1, which[i][len[i]-1], weights[0], len[i]-1, weights[len[i]-1]);
386        /*      Cbc_addSOS_Sparse(model,len[i],which[i],weights,i,2); */
387      } else {
388        int numObjects = numberSets; /* cannot pass const int */
389        Cbc_addSOS_Dense(model, numObjects, len, (const int**)which, (const double*)weights, 2);
390      }
391    }
392
393    Cbc_setOptimizationDirection(model, 1); /* 1 minimize */
394    if (VERBOSE>1) {
395      printf("%s Solve MPS version of the problem\n",prefix);
396      printf("%s Optimization Direction = %g (1 - minimize, -1 - maximize, 0 - ignore)\n",
397        prefix, Cbc_optimizationDirection(model)); 
398    }
399    if (VERBOSE>1) printf("%s calling Cbc_scaling()\n",prefix);
400    Cbc_scaling(model,1);
401    time1 = Cbc_cpuTime(model) ;
402    if (VERBOSE>1) printf("%s calling Cbc_initialSolve()\n",prefix);
403    Cbc_initialSolve(model);
404    if (VERBOSE>3) Cbc_printModel(model,prefix);
405    if (VERBOSE>1) printf("%s calling Cbc_branchAndBound()\n",prefix);
406    Cbc_branchAndBound(model);
407    if (VERBOSE>1) printf("%s %s took %g seconds, %i nodes with objective %g\n",
408      prefix, modelName, (Cbc_cpuTime(model)-time1), 
409      Cbc_getNodeCount(model), Cbc_getObjValue(model));
410    if (VERBOSE>0) (!Cbc_status(model)) ? printf(" Finished\n") : printf(" Not finished\n");
411    if (VERBOSE>2) printSolution(model);
412  }
413
414  if (VERBOSE>1) printf("%s Log Level %i\n", prefix, Cbc_logLevel(model));
415  if (VERBOSE>0) printf("%s return 0\n",prefix);
416  return 0;
417} /*  main() */
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