[91] | 1 | // Copyright (C) 2002, International Business Machines |
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| 2 | // Corporation and others. All Rights Reserved. |
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| 3 | |
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| 4 | #include "ClpSimplex.hpp" |
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| 5 | #include "ClpPrimalColumnSteepest.hpp" |
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| 6 | #include "ClpDualRowSteepest.hpp" |
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| 7 | #include "ClpFactorization.hpp" |
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| 8 | #include "Presolve.hpp" |
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| 9 | #include <iomanip> |
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| 10 | |
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| 11 | // Time |
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| 12 | |
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| 13 | #include <time.h> |
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| 14 | #if !defined(_MSC_VER) |
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| 15 | #include <sys/times.h> |
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| 16 | #include <sys/resource.h> |
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| 17 | #include <unistd.h> |
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| 18 | #endif |
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| 19 | static double cpuTime() |
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| 20 | { |
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| 21 | double cpu_temp; |
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| 22 | #if defined(_MSC_VER) |
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| 23 | unsigned int ticksnow; /* clock_t is same as int */ |
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| 24 | |
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| 25 | ticksnow = (unsigned int)clock(); |
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| 26 | |
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| 27 | cpu_temp = (double)((double)ticksnow/CLOCKS_PER_SEC); |
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| 28 | #else |
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| 29 | struct rusage usage; |
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| 30 | getrusage(RUSAGE_SELF,&usage); |
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| 31 | cpu_temp = usage.ru_utime.tv_sec; |
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| 32 | cpu_temp += 1.0e-6*((double) usage.ru_utime.tv_usec); |
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| 33 | #endif |
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| 34 | return cpu_temp; |
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| 35 | } |
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| 36 | |
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| 37 | int main (int argc, const char *argv[]) |
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| 38 | { |
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| 39 | ClpSimplex model; |
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| 40 | int status; |
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| 41 | // Keep names |
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| 42 | if (argc<2) |
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| 43 | status=model.readMps("../../Mps/Sample/p0033.mps",true); |
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| 44 | else |
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| 45 | status=model.readMps(argv[1],true); |
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| 46 | /* |
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| 47 | This driver show how to do presolve |
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| 48 | */ |
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| 49 | |
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| 50 | if (status) { |
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| 51 | fprintf(stderr,"Bad readMps %s\n",argv[1]); |
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| 52 | fprintf(stdout,"Bad readMps %s\n",argv[1]); |
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| 53 | exit(1); |
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| 54 | } |
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| 55 | |
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| 56 | double time1 = cpuTime(); |
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| 57 | ClpSimplex * model2; |
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| 58 | Presolve pinfo; |
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| 59 | int numberPasses=5; // can change this |
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| 60 | model2 = pinfo.presolvedModel(model,1.0e-8,false,numberPasses); |
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| 61 | if (!model2) { |
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| 62 | fprintf(stderr,"Presolve says %s is infeasible with tolerance of %g\n", |
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| 63 | argv[1],1.0e-8); |
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| 64 | fprintf(stdout,"Presolve says %s is infeasible with tolerance of %g\n", |
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| 65 | argv[1],1.0e-8); |
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| 66 | model2 = pinfo.presolvedModel(model,1.0e-7,false,numberPasses); |
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| 67 | if (!model2) { |
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| 68 | fprintf(stderr,"Presolve says %s is infeasible with tolerance of %g\n", |
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| 69 | argv[1],1.0e-7); |
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| 70 | fprintf(stdout,"Presolve says %s is infeasible with tolerance of %g\n", |
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| 71 | argv[1],1.0e-7); |
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| 72 | exit(2); |
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| 73 | } |
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| 74 | } |
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| 75 | model2->checkSolution(); |
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| 76 | // change from 200 |
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| 77 | model2->factorization()->maximumPivots(100+model2->numberRows()/50); |
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| 78 | if (argc<3 ||!strstr(argv[2],"primal")) { |
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| 79 | // faster if bounds tightened |
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| 80 | int numberInfeasibilities = model2->tightenPrimalBounds(); |
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| 81 | if (numberInfeasibilities) |
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| 82 | std::cout<<"** Analysis indicates model infeasible" |
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| 83 | <<std::endl; |
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| 84 | // up dual bound for safety |
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| 85 | model2->setDualBound(1.0e10); |
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| 86 | model2->dual(); |
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| 87 | } else { |
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| 88 | // up infeasibility cost for safety |
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| 89 | model2->setInfeasibilityCost(1.0e10); |
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| 90 | model2->primal(); |
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| 91 | } |
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| 92 | pinfo.postsolve(true); |
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| 93 | |
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| 94 | int numberIterations=model2->numberIterations();; |
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| 95 | delete model2; |
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| 96 | printf("Resolving from postsolved model\n"); |
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| 97 | model.primal(1); |
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| 98 | |
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| 99 | numberIterations += model.numberIterations();; |
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| 100 | // for running timing tests |
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| 101 | std::cout<<argv[1]<<" Objective "<<model.objectiveValue()<<" took "<< |
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| 102 | numberIterations<<" iterations and "<<cpuTime()-time1<<" seconds"<<std::endl; |
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| 103 | |
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| 104 | std::string modelName; |
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| 105 | model.getStrParam(ClpProbName,modelName); |
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| 106 | std::cout<<"Model "<<modelName<<" has "<<model.numberRows()<<" rows and "<< |
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| 107 | model.numberColumns()<<" columns"<<std::endl; |
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| 108 | |
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| 109 | // remove this to print solution |
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| 110 | |
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| 111 | exit(0); |
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| 112 | |
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| 113 | /* |
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| 114 | Now to print out solution. The methods used return modifiable |
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| 115 | arrays while the alternative names return const pointers - |
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| 116 | which is of course much more virtuous. |
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| 117 | |
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| 118 | This version just does non-zero columns |
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| 119 | |
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| 120 | */ |
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| 121 | #if 0 |
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| 122 | int numberRows = model.numberRows(); |
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| 123 | |
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| 124 | // Alternatively getRowActivity() |
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| 125 | double * rowPrimal = model.primalRowSolution(); |
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| 126 | // Alternatively getRowPrice() |
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| 127 | double * rowDual = model.dualRowSolution(); |
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| 128 | // Alternatively getRowLower() |
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| 129 | double * rowLower = model.rowLower(); |
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| 130 | // Alternatively getRowUpper() |
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| 131 | double * rowUpper = model.rowUpper(); |
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| 132 | // Alternatively getRowObjCoefficients() |
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| 133 | double * rowObjective = model.rowObjective(); |
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| 134 | |
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| 135 | // If we have not kept names (parameter to readMps) this will be 0 |
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| 136 | assert(model.lengthNames()); |
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| 137 | |
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| 138 | // Row names |
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| 139 | const std::vector<std::string> * rowNames = model.rowNames(); |
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| 140 | |
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| 141 | |
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| 142 | int iRow; |
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| 143 | |
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| 144 | std::cout<<" Primal Dual Lower Upper (Cost)" |
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| 145 | <<std::endl; |
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| 146 | |
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| 147 | for (iRow=0;iRow<numberRows;iRow++) { |
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| 148 | double value; |
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| 149 | std::cout<<std::setw(6)<<iRow<<" "<<std::setw(8)<<(*rowNames)[iRow]; |
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| 150 | value = rowPrimal[iRow]; |
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| 151 | if (fabs(value)<1.0e5) |
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| 152 | std::cout<<setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14)<<value; |
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| 153 | else |
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| 154 | std::cout<<setiosflags(std::ios::scientific)<<std::setw(14)<<value; |
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| 155 | value = rowDual[iRow]; |
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| 156 | if (fabs(value)<1.0e5) |
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| 157 | std::cout<<setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14)<<value; |
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| 158 | else |
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| 159 | std::cout<<setiosflags(std::ios::scientific)<<std::setw(14)<<value; |
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| 160 | value = rowLower[iRow]; |
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| 161 | if (fabs(value)<1.0e5) |
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| 162 | std::cout<<setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14)<<value; |
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| 163 | else |
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| 164 | std::cout<<setiosflags(std::ios::scientific)<<std::setw(14)<<value; |
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| 165 | value = rowUpper[iRow]; |
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| 166 | if (fabs(value)<1.0e5) |
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| 167 | std::cout<<setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14)<<value; |
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| 168 | else |
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| 169 | std::cout<<setiosflags(std::ios::scientific)<<std::setw(14)<<value; |
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| 170 | if (rowObjective) { |
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| 171 | value = rowObjective[iRow]; |
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| 172 | if (fabs(value)<1.0e5) |
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| 173 | std::cout<<setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14)<<value; |
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| 174 | else |
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| 175 | std::cout<<setiosflags(std::ios::scientific)<<std::setw(14)<<value; |
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| 176 | } |
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| 177 | std::cout<<std::endl; |
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| 178 | } |
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| 179 | #endif |
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| 180 | std::cout<<"--------------------------------------"<<std::endl; |
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| 181 | |
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| 182 | // Columns |
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| 183 | |
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| 184 | int numberColumns = model.numberColumns(); |
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| 185 | |
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| 186 | // Alternatively getColSolution() |
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| 187 | double * columnPrimal = model.primalColumnSolution(); |
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| 188 | // Alternatively getReducedCost() |
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| 189 | double * columnDual = model.dualColumnSolution(); |
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| 190 | // Alternatively getColLower() |
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| 191 | double * columnLower = model.columnLower(); |
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| 192 | // Alternatively getColUpper() |
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| 193 | double * columnUpper = model.columnUpper(); |
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| 194 | // Alternatively getObjCoefficients() |
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| 195 | double * columnObjective = model.objective(); |
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| 196 | |
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| 197 | // If we have not kept names (parameter to readMps) this will be 0 |
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| 198 | assert(model.lengthNames()); |
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| 199 | |
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| 200 | // Column names |
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| 201 | const std::vector<std::string> * columnNames = model.columnNames(); |
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| 202 | |
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| 203 | |
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| 204 | int iColumn; |
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| 205 | |
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| 206 | std::cout<<" Primal Dual Lower Upper Cost" |
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| 207 | <<std::endl; |
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| 208 | |
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| 209 | for (iColumn=0;iColumn<numberColumns;iColumn++) { |
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| 210 | double value; |
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| 211 | value = columnPrimal[iColumn]; |
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| 212 | if (fabs(value)>1.0e-8) { |
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| 213 | std::cout<<std::setw(6)<<iColumn<<" "<<std::setw(8)<<(*columnNames)[iColumn]; |
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| 214 | if (fabs(value)<1.0e5) |
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| 215 | std::cout<<setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14)<<value; |
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| 216 | else |
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| 217 | std::cout<<setiosflags(std::ios::scientific)<<std::setw(14)<<value; |
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| 218 | value = columnDual[iColumn]; |
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| 219 | if (fabs(value)<1.0e5) |
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| 220 | std::cout<<setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14)<<value; |
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| 221 | else |
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| 222 | std::cout<<setiosflags(std::ios::scientific)<<std::setw(14)<<value; |
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| 223 | value = columnLower[iColumn]; |
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| 224 | if (fabs(value)<1.0e5) |
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| 225 | std::cout<<setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14)<<value; |
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| 226 | else |
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| 227 | std::cout<<setiosflags(std::ios::scientific)<<std::setw(14)<<value; |
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| 228 | value = columnUpper[iColumn]; |
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| 229 | if (fabs(value)<1.0e5) |
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| 230 | std::cout<<setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14)<<value; |
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| 231 | else |
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| 232 | std::cout<<setiosflags(std::ios::scientific)<<std::setw(14)<<value; |
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| 233 | value = columnObjective[iColumn]; |
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| 234 | if (fabs(value)<1.0e5) |
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| 235 | std::cout<<setiosflags(std::ios::fixed|std::ios::showpoint)<<std::setw(14)<<value; |
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| 236 | else |
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| 237 | std::cout<<setiosflags(std::ios::scientific)<<std::setw(14)<<value; |
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| 238 | |
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| 239 | std::cout<<std::endl; |
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| 240 | } |
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| 241 | } |
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| 242 | std::cout<<"--------------------------------------"<<std::endl; |
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| 243 | |
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| 244 | return 0; |
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| 245 | } |
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