nsz Git - libfirm/blob - ir/lpp/lpp_cplex.c

   1 /*
   2  * Copyright (C) 2005-2011 University of Karlsruhe.  All right reserved.
   3  *
   4  * This file is part of libFirm.
   5  *
   6  * This file may be distributed and/or modified under the terms of the
   7  * GNU General Public License version 2 as published by the Free Software
   8  * Foundation and appearing in the file LICENSE.GPL included in the
   9  * packaging of this file.
  10  *
  11  * Licensees holding valid libFirm Professional Edition licenses may use
  12  * this file in accordance with the libFirm Commercial License.
  13  * Agreement provided with the Software.
  14  *
  15  * This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
  16  * WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR
  17  * PURPOSE.
  18  */
  19
  20 /**
  21  * @file
  22  * @author  Daniel Grund
  23  */
  24 #include "config.h"
  25
  26 #ifdef WITH_CPLEX
  27 #include "lpp_cplex.h"
  28
  29 #include <stdio.h>
  30 #include <stdlib.h>
  31 #include <assert.h>
  32 #include <ilcplex/cplex.h>
  33
  34 #include "obst.h"
  35 #include "stat_timing.h"
  36 #include "sp_matrix.h"
  37
  38 static char cpx_cst_encoding[4] = "?ELG";
  39 static char cpx_var_encoding[4] = "??CB";
  40
  41 typedef struct _cpx_t {
  42         lpp_t *lpp;
  43         CPXENVptr env;
  44         CPXLPptr prob;
  45         int status;
  46         char buf[1024];
  47 } cpx_t;
  48
  49 static void chk_cpx_err(cpx_t *cpx)
  50 {
  51         if (cpx->status) {
  52                 if (CPXgeterrorstring(cpx->env, cpx->status, cpx->buf))
  53                         printf("%s", cpx->buf);
  54                 else
  55                         printf("Unknown CPLEX error\n");
  56                 assert(0);
  57         }
  58 }
  59
  60 static cpx_t *new_cpx(lpp_t *lpp)
  61 {
  62         cpx_t *cpx = XMALLOCZ(cpx_t);
  63         cpx->lpp = lpp;
  64         cpx->env = CPXopenCPLEX(&cpx->status);
  65         chk_cpx_err(cpx);
  66         cpx->prob = CPXcreateprob(cpx->env, &cpx->status, lpp->name);
  67         chk_cpx_err(cpx);
  68         CPXchgobjsen(cpx->env, cpx->prob, (lpp->opt_type == lpp_minimize)?1:-1);
  69         chk_cpx_err(cpx);
  70         if (lpp->log && CPXsetlogfile(cpx->env, lpp->log))
  71                 lpp->log = NULL;
  72         return cpx;
  73 }
  74
  75 static void free_cpx(cpx_t *cpx)
  76 {
  77         CPXfreeprob(cpx->env, &cpx->prob);
  78         CPXcloseCPLEX(&cpx->env);
  79         free(cpx);
  80 }
  81
  82 /**
  83  * Build CPLEX data structure from LPP matrix.
  84  * @note: The LPP matrix is freed after this step, to save memory.
  85  */
  86 static void cpx_construct(cpx_t *cpx)
  87 {
  88         int            i, o, sv_cnt;
  89         int            numcols, numrows, numentries;
  90         int            objsen, *matbeg, *matcnt, *matind, *indices;
  91         double        *obj, *rhs, *matval, *lb, *ub, *startv;
  92         char          *sense, *vartype;
  93         char         **colname, **rowname;
  94         struct obstack obst;
  95         lpp_t         *lpp = cpx->lpp;
  96
  97         numcols    = lpp->var_next-1;
  98         numrows    = lpp->cst_next-1;
  99         numentries = matrix_get_entries(lpp->m);
 100         objsen     = lpp->opt_type == lpp_minimize ? 1 : -1;
 101         obstack_init(&obst);
 102
 103         obj     = obstack_alloc(&obst, numcols * sizeof(*obj));
 104         lb      = obstack_alloc(&obst, numcols * sizeof(*lb));
 105         ub      = obstack_alloc(&obst, numcols * sizeof(*ub));
 106         colname = obstack_alloc(&obst, numcols * sizeof(*colname));
 107         rowname = obstack_alloc(&obst, numrows * sizeof(*rowname));
 108         vartype = obstack_alloc(&obst, numcols * sizeof(*vartype));
 109         indices = obstack_alloc(&obst, numcols * sizeof(*indices));
 110         startv  = obstack_alloc(&obst, numcols * sizeof(*startv));
 111         matbeg  = obstack_alloc(&obst, numcols * sizeof(*matbeg));
 112         matcnt  = obstack_alloc(&obst, numcols * sizeof(*matcnt));
 113         matind  = obstack_alloc(&obst, numentries * sizeof(*matind));
 114         matval  = obstack_alloc(&obst, numentries * sizeof(*matval));
 115         rhs     = obstack_alloc(&obst, numrows * sizeof(*rhs));
 116         sense   = obstack_alloc(&obst, numrows * sizeof(*sense));
 117
 118         o      = 0;
 119         sv_cnt = 0;
 120         /* fill the CPLEX matrix*/
 121         for (i = 0; i < numcols; ++i) {
 122                 lpp_name_t *curr_var = lpp->vars[1+i];
 123
 124                 obj[i] = matrix_get(lpp->m, 0, 1+i);
 125                 lb[i]  = 0.0;
 126                 ub[i]  = CPX_INFBOUND;
 127
 128                 colname[i] = (char*) curr_var->name;
 129                 vartype[i] = cpx_var_encoding[curr_var->type.var_type];
 130
 131                 if (curr_var->value_kind == lpp_value_start) {
 132                         indices[sv_cnt]  = i;
 133                         startv[sv_cnt++] = curr_var->value;
 134                 }
 135
 136                 matbeg[i] = o;
 137                 matcnt[i] = 0;
 138                 matrix_foreach_in_col(lpp->m, 1 + i, elem) {
 139                         if (elem->row == 0)
 140                                 continue;
 141                         matind[o] = elem->row-1;
 142                         matval[o] = elem->val;
 143                         matcnt[i]++;
 144                         o++;
 145                 }
 146         }
 147
 148         /* get constraint stuff (right hand side, type, name) */
 149         for (i = 0; i < numrows; ++i) {
 150                 lpp_name_t *curr_cst = lpp->csts[1 + i];
 151
 152                 rhs[i]     = matrix_get(lpp->m, 1 + i, 0);
 153                 sense[i]   = cpx_cst_encoding[curr_cst->type.cst_type];
 154                 rowname[i] = (char*) curr_cst->name;
 155         }
 156
 157         cpx->status = CPXcopylpwnames(cpx->env, cpx->prob,
 158                                                 numcols, numrows, objsen,
 159                                                 obj, rhs, sense,
 160                                                 matbeg, matcnt, matind, matval,
 161                                                 lb, ub, NULL,
 162                                                 colname, rowname);
 163         chk_cpx_err(cpx);
 164
 165         cpx->status = CPXcopyctype(cpx->env, cpx->prob, vartype);
 166         chk_cpx_err(cpx);
 167         cpx->status = CPXcopymipstart(cpx->env, cpx->prob, sv_cnt, indices, startv);
 168         chk_cpx_err(cpx);
 169
 170         obstack_free(&obst, NULL);
 171         lpp_free_matrix(lpp);
 172 }
 173
 174 static void cpx_solve(cpx_t *cpx)
 175 {
 176         int i, CPX_state, numcols;
 177         double *values;
 178         timing_ticks_t tvb;
 179         timing_ticks_t tva;
 180
 181         lpp_t *lpp = cpx->lpp;
 182         numcols = CPXgetnumcols(cpx->env, cpx->prob);
 183         chk_cpx_err(cpx);
 184
 185         /* set performance parameters */
 186         // CPXsetintparam(cpx->env, CPX_PARAM_MIPSTART, CPX_ON);
 187         CPXsetintparam(cpx->env, CPX_PARAM_MIPORDTYPE, CPX_MIPORDER_COST);
 188         /* output every search tree node */
 189         // CPXsetintparam(cpx->env, CPX_PARAM_MIPINTERVAL, 1);
 190
 191         /* experimental switches */
 192         // CPXsetintparam(cpx->env, CPX_PARAM_VARSEL, CPX_VARSEL_STRONG);
 193         // CPXsetdblparam(cpx->env, CPX_PARAM_BTTOL, 1.0);
 194         // CPXsetintparam(cpx->env, CPX_PARAM_BRDIR, CPX_BRDIR_UP);
 195
 196
 197         /* Set the time limit appropriately */
 198         if(lpp->time_limit_secs > 0.0)
 199                 CPXsetdblparam(cpx->env, CPX_PARAM_TILIM, lpp->time_limit_secs);
 200
 201         /*
 202          * If we have enough time, we instruct cplex to imply some
 203          * of its higher order magic to pursue the best solution
 204          */
 205         if(lpp->emphasis) {
 206           CPXsetintparam(cpx->env, CPX_PARAM_MIPEMPHASIS, lpp->emphasis);
 207         }
 208
 209         /*
 210          * If a bound of the objective function is supplied,
 211          * set it accordingly, dependign on minimization or maximization.
 212          */
 213         if(lpp->set_bound) {
 214                 CPXsetdblparam(cpx->env, (lpp->opt_type == lpp_minimize
 215                                         ? CPX_PARAM_OBJLLIM : CPX_PARAM_OBJULIM), lpp->bound);
 216         }
 217
 218         /* turn on the fancy messages :) */
 219         // CPXsetintparam (cpx->env, CPX_PARAM_SCRIND, CPX_ON);
 220
 221         /* solve */
 222         timing_ticks(tvb);
 223         cpx->status = CPXmipopt(cpx->env, cpx->prob);
 224         timing_ticks(tva);
 225         chk_cpx_err(cpx);
 226
 227         /* get solution status */
 228         CPX_state = CPXgetstat(cpx->env, cpx->prob);
 229         {
 230           char buf[512];
 231           CPXgetstatstring(cpx->env, CPX_state, buf);
 232           fprintf(stderr, "%s\n", buf);
 233         }
 234         switch (CPX_state) {
 235                 case CPXMIP_INFEASIBLE:
 236                 case CPX_STAT_INFEASIBLE:   lpp->sol_state = lpp_infeasible; break;
 237                 case CPXMIP_INForUNBD:
 238                 case CPX_STAT_INForUNBD:    lpp->sol_state = lpp_inforunb; break;
 239                 case CPXMIP_UNBOUNDED:
 240                 case CPX_STAT_UNBOUNDED:    lpp->sol_state = lpp_unbounded; break;
 241                 case CPXMIP_ABORT_FEAS:
 242                 case CPXMIP_FAIL_FEAS:
 243                 case CPXMIP_MEM_LIM_FEAS:
 244                 case CPXMIP_NODE_LIM_FEAS:
 245                 case CPXMIP_TIME_LIM_FEAS:  lpp->sol_state = lpp_feasible; break;
 246                 case CPXMIP_OPTIMAL:
 247                 case CPXMIP_OPTIMAL_TOL:    /* TODO: Is this ok? Read the docu more closely */
 248                 case CPX_STAT_OPTIMAL:      lpp->sol_state = lpp_optimal; break;
 249                 default:                    lpp->sol_state = lpp_unknown;
 250         }
 251
 252         /* get variable solution values */
 253         values = alloca(numcols * sizeof(*values));
 254         CPXgetmipx(cpx->env, cpx->prob, values, 0, numcols-1);
 255         chk_cpx_err(cpx);
 256         for(i=0; i<numcols; ++i) {
 257                 lpp->vars[1+i]->value = values[i];
 258                 lpp->vars[1+i]->value_kind = lpp_value_solution;
 259         }
 260
 261         /* Get the value of the objective function. */
 262         CPXgetmipobjval(cpx->env, cpx->prob, &lpp->objval);
 263         CPXgetbestobjval(cpx->env, cpx->prob, &lpp->best_bound);
 264
 265         /* get some statistics */
 266         timing_ticks_sub(tva, tvb);
 267         lpp->sol_time = timing_ticks_dbl(tva);
 268         lpp->iterations = CPXgetmipitcnt(cpx->env, cpx->prob);
 269 }
 270
 271 void lpp_solve_cplex(lpp_t *lpp)
 272 {
 273         cpx_t *cpx = new_cpx(lpp);
 274         cpx_construct(cpx);
 275         cpx_solve(cpx);
 276         free_cpx(cpx);
 277 }
 278
 279 #endif