/*------------------------------------------------------------------------*/
/* File: examples/src/lpex3.c */
/* Version 8.1 */
/*------------------------------------------------------------------------*/
/* Copyright (C) 1997-2002 by ILOG. */
/* All Rights Reserved. */
/* Permission is expressly granted to use this example in the */
/* course of developing applications that use ILOG products. */
/*------------------------------------------------------------------------*/
/* lpex3.c, example of using CPXaddrows to solve a problem */
/* Bring in the CPLEX function declarations and the C library
header file stdio.h with the following single include. */
#include <ilcplex/cplex.h>
/* Bring in the declarations for the string functions */
#include <stdio.h>
#include <stdlib.h>
#include <assert.h>
#include <math.h>
#endif
/* Modified example from Chvatal, "Linear Programming", Chapter 26.
* minimize c*x
* subject to Hx = d
* Ax = b
* l <= x <= u
* where
*
* H = ( -1 0 1 0 1 0 0 0 ) d = ( -3 )
* ( 1 -1 0 1 0 0 0 0 ) ( 1 )
* ( 0 1 -1 0 0 1 -1 0 ) ( 4 )
* ( 0 0 0 -1 0 -1 0 1 ) ( 3 )
* ( 0 0 0 0 -1 0 1 -1 ) ( -5 )
*
* A = ( 2 1 -2 -1 2 -1 -2 -3 ) b = ( 4 )
* ( 1 -3 2 3 -1 2 1 1 ) ( -2 )
*
* c = ( -9 1 4 2 -8 2 8 12 )
* l = ( 0 0 0 0 0 0 0 0 )
* u = ( 50 50 50 50 50 50 50 50 )
*
*
*
* Treat the constraints with A as the complicating constraints, and
* the constraints with H as the "simple" problem.
*
* The idea is to solve the simple problem first, and then add the
* constraints for the complicating constraints, and solve with dual.
*
*/
#define COLSORIG 8
#define ROWSSUB 5
#define NZSUB (2*COLSORIG)
#define ROWSCOMP 2
#define NZCOMP (ROWSCOMP*COLSORIG)
#define ROWSTOT (ROWSSUB+ROWSCOMP)
#define NZTOT (NZCOMP+NZSUB)
int
main()
{
/* Data for original problem. Arrays have to be big enough to hold
problem plus additional constraints. */
double Hrhs[ROWSTOT] = { -3, 1, 4, 3, -5};
double Hlb[COLSORIG] = { 0, 0, 0, 0, 0, 0, 0, 0};
double Hub[COLSORIG] = { 50, 50, 50, 50, 50, 50, 50, 50 };
double Hcost[COLSORIG] = { -9, 1, 4, 2, -8, 2, 8, 12 };
char Hsense[ROWSTOT] = { 'E', 'E', 'E', 'E', 'E' };
int Hmatbeg[COLSORIG] = { 0, 2, 4, 6, 8, 10, 12, 14};
int Hmatcnt[COLSORIG] = { 2, 2, 2, 2, 2, 2, 2, 2};
int Hmatind[NZTOT] = { 0, 1, 1, 2, 0, 2, 1, 3,
0, 4, 2, 3, 2, 4, 3, 4};
double Hmatval[NZTOT] = { -1.0, 1.0, -1.0, 1.0, 1.0, -1.0, 1.0, -1.0,
1.0, -1.0, 1.0, -1.0, -1.0, 1.0, 1.0, -1.0 };
/* Data for CPXaddrows call */
double Arhs[ROWSCOMP] = { 4, -2};
char Asense[ROWSCOMP] = { 'E', 'E' };
/* Note - use a trick for rmatbeg by putting the total nonzero count in
the last element. This is not required by the CPXaddrows call. */
int Armatbeg[ROWSCOMP+1] = { 0, 8, 16};
int Armatind[NZCOMP] = { 0, 1, 2, 3, 4, 5, 6, 7,
0, 1, 2, 3, 4, 5, 6, 7 };
double Armatval[NZCOMP] = { 2.0, 1.0, -2.0, -1.0,
2.0, -1.0, -2.0, -3.0,
1.0, -3.0, 2.0, 3.0,
-1.0, 2.0, 1.0, 1.0 };
double x[COLSORIG];
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int j;
int status, lpstat;
double objval;
/* Initialize the CPLEX environment */
env = CPXopenCPLEX (&status);
/* If an error occurs, the status value indicates the reason for
failure. A call to CPXgeterrorstring will produce the text of
the error message. Note that CPXopenCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPX_PARAM_SCRIND indicator is set to CPX_ON. */
if ( env == NULL ) {
char errmsg[1024];
fprintf (stderr, "Could not open CPLEX environment.\n");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
goto TERMINATE;
}
/* Turn on output to the screen */
status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_ON);
if ( status ) {
fprintf (stderr,
"Failure to turn on screen indicator, error %d.\n", status);
goto TERMINATE;
}
status = CPXsetintparam (env, CPX_PARAM_SIMDISPLAY, 2);
if ( status ) {
fprintf (stderr,"Failed to turn up simplex display level.\n");
goto TERMINATE;
}
/* Create the problem */
lp = CPXcreateprob (env, &status, "chvatal");
if ( lp == NULL ) {
fprintf (stderr,"Failed to create subproblem\n");
status = 1;
goto TERMINATE;
}
/* Copy network part of problem. */
status = CPXcopylp (env, lp, COLSORIG, ROWSSUB, CPX_MIN, Hcost, Hrhs,
Hsense, Hmatbeg, Hmatcnt, Hmatind, Hmatval,
Hlb, Hub, NULL);
if ( status ) {
fprintf (stderr, "CPXcopylp failed.\n");
goto TERMINATE;
}
status = CPXsetintparam (env, CPX_PARAM_LPMETHOD, CPX_ALG_NET);
if ( status ) {
fprintf (stderr,
"Failed to set the optimization method, error %d.\n", status);
goto TERMINATE;
}
status = CPXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize LP.\n");
goto TERMINATE;
}
status = CPXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr,"CPXgetobjval failed\n");
goto TERMINATE;
}
printf ("After network optimization, objective is %.10g\n", objval);
/* Now add the extra rows to the problem. */
status = CPXaddrows (env, lp, 0, ROWSCOMP, Armatbeg[ROWSCOMP],
Arhs, Asense, Armatbeg, Armatind, Armatval,
NULL, NULL);
if ( status ) {
fprintf (stderr,"CPXaddrows failed.\n");
goto TERMINATE;
}
/* Because the problem is dual feasible with the rows added, using
the dual simplex method is indicated. */
status = CPXsetintparam (env, CPX_PARAM_LPMETHOD, CPX_ALG_DUAL);
if ( status ) {
fprintf (stderr,
"Failed to set the optimization method, error %d.\n", status);
goto TERMINATE;
}
status = CPXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize LP.\n");
goto TERMINATE;
}
status = CPXsolution (env, lp, &lpstat, &objval, x, NULL, NULL, NULL);
if ( status ) {
fprintf (stderr,"CPXsolution failed.\n");
goto TERMINATE;
}
printf ("Solution status %d\n",lpstat);
printf ("Objective value %g\n",objval);
printf ("Solution is:\n");
for (j = 0; j < COLSORIG; j++) {
printf ("x[%d] = %g\n",j,x[j]);
}
/* Put the problem and basis into a SAV file to use it in the
* Interactive Optimizer and see if problem is correct */
status = CPXwriteprob (env, lp, "lpex3.sav", NULL);
if ( status ) {
fprintf (stderr, "CPXwriteprob failed.\n");
goto TERMINATE;
}
TERMINATE:
/* Free up the problem as allocated by CPXcreateprob, if necessary */
if ( lp != NULL ) {
status = CPXfreeprob (env, &lp);
if ( status ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
status = CPXcloseCPLEX (&env);
/* Note that CPXcloseCPLEX produces no output,
so the only way to see the cause of the error is to use
CPXgeterrorstring. For other CPLEX routines, the errors will
be seen if the CPX_PARAM_SCRIND indicator is set to CPX_ON. */
if ( status ) {
char errmsg[1024];
fprintf (stderr, "Could not close CPLEX environment.\n");
CPXgeterrorstring (env, status, errmsg);
fprintf (stderr, "%s", errmsg);
}
}
return (status);
} /* END main */
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