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

   1 /*
   2  * This file is part of libFirm.
   3  * Copyright (C) 2012 University of Karlsruhe.
   4  */
   5
   6 /**
   7  * @file
   8  * @author  Daniel Grund
   9  */
  10 #include "config.h"
  11
  12 #ifdef WITH_CPLEX
  13 #include "lpp_cplex.h"
  14
  15 #include <stdio.h>
  16 #include <stdlib.h>
  17 #include <assert.h>
  18 #include <ilcplex/cplex.h>
  19
  20 #include "obst.h"
  21 #include "stat_timing.h"
  22 #include "sp_matrix.h"
  23
  24 static char cpx_cst_encoding[4] = "?ELG";
  25 static char cpx_var_encoding[4] = "??CB";
  26
  27 typedef struct _cpx_t {
  28         lpp_t *lpp;
  29         CPXENVptr env;
  30         CPXLPptr prob;
  31         int status;
  32         char buf[1024];
  33 } cpx_t;
  34
  35 static void chk_cpx_err(cpx_t *cpx)
  36 {
  37         if (cpx->status) {
  38                 if (CPXgeterrorstring(cpx->env, cpx->status, cpx->buf))
  39                         printf("%s", cpx->buf);
  40                 else
  41                         printf("Unknown CPLEX error\n");
  42                 assert(0);
  43         }
  44 }
  45
  46 static cpx_t *new_cpx(lpp_t *lpp)
  47 {
  48         cpx_t *cpx = XMALLOCZ(cpx_t);
  49         cpx->lpp = lpp;
  50         cpx->env = CPXopenCPLEX(&cpx->status);
  51         chk_cpx_err(cpx);
  52         cpx->prob = CPXcreateprob(cpx->env, &cpx->status, lpp->name);
  53         chk_cpx_err(cpx);
  54         CPXchgobjsen(cpx->env, cpx->prob, (lpp->opt_type == lpp_minimize)?1:-1);
  55         chk_cpx_err(cpx);
  56         if (lpp->log && CPXsetlogfile(cpx->env, lpp->log))
  57                 lpp->log = NULL;
  58         return cpx;
  59 }
  60
  61 static void free_cpx(cpx_t *cpx)
  62 {
  63         CPXfreeprob(cpx->env, &cpx->prob);
  64         CPXcloseCPLEX(&cpx->env);
  65         free(cpx);
  66 }
  67
  68 /**
  69  * Build CPLEX data structure from LPP matrix.
  70  * @note: The LPP matrix is freed after this step, to save memory.
  71  */
  72 static void cpx_construct(cpx_t *cpx)
  73 {
  74         int            i, o, sv_cnt;
  75         int            numcols, numrows, numentries;
  76         int            objsen, *matbeg, *matcnt, *matind, *indices;
  77         double        *obj, *rhs, *matval, *lb, *ub, *startv;
  78         char          *sense, *vartype;
  79         char         **colname, **rowname;
  80         struct obstack obst;
  81         lpp_t         *lpp = cpx->lpp;
  82
  83         numcols    = lpp->var_next-1;
  84         numrows    = lpp->cst_next-1;
  85         numentries = matrix_get_entries(lpp->m);
  86         objsen     = lpp->opt_type == lpp_minimize ? 1 : -1;
  87         obstack_init(&obst);
  88
  89         obj     = obstack_alloc(&obst, numcols * sizeof(*obj));
  90         lb      = obstack_alloc(&obst, numcols * sizeof(*lb));
  91         ub      = obstack_alloc(&obst, numcols * sizeof(*ub));
  92         colname = obstack_alloc(&obst, numcols * sizeof(*colname));
  93         rowname = obstack_alloc(&obst, numrows * sizeof(*rowname));
  94         vartype = obstack_alloc(&obst, numcols * sizeof(*vartype));
  95         indices = obstack_alloc(&obst, numcols * sizeof(*indices));
  96         startv  = obstack_alloc(&obst, numcols * sizeof(*startv));
  97         matbeg  = obstack_alloc(&obst, numcols * sizeof(*matbeg));
  98         matcnt  = obstack_alloc(&obst, numcols * sizeof(*matcnt));
  99         matind  = obstack_alloc(&obst, numentries * sizeof(*matind));
 100         matval  = obstack_alloc(&obst, numentries * sizeof(*matval));
 101         rhs     = obstack_alloc(&obst, numrows * sizeof(*rhs));
 102         sense   = obstack_alloc(&obst, numrows * sizeof(*sense));
 103
 104         o      = 0;
 105         sv_cnt = 0;
 106         /* fill the CPLEX matrix*/
 107         for (i = 0; i < numcols; ++i) {
 108                 lpp_name_t *curr_var = lpp->vars[1+i];
 109
 110                 obj[i] = matrix_get(lpp->m, 0, 1+i);
 111                 lb[i]  = 0.0;
 112                 ub[i]  = CPX_INFBOUND;
 113
 114                 colname[i] = (char*) curr_var->name;
 115                 vartype[i] = cpx_var_encoding[curr_var->type.var_type];
 116
 117                 if (curr_var->value_kind == lpp_value_start) {
 118                         indices[sv_cnt]  = i;
 119                         startv[sv_cnt++] = curr_var->value;
 120                 }
 121
 122                 matbeg[i] = o;
 123                 matcnt[i] = 0;
 124                 matrix_foreach_in_col(lpp->m, 1 + i, elem) {
 125                         if (elem->row == 0)
 126                                 continue;
 127                         matind[o] = elem->row-1;
 128                         matval[o] = elem->val;
 129                         matcnt[i]++;
 130                         o++;
 131                 }
 132         }
 133
 134         /* get constraint stuff (right hand side, type, name) */
 135         for (i = 0; i < numrows; ++i) {
 136                 lpp_name_t *curr_cst = lpp->csts[1 + i];
 137
 138                 rhs[i]     = matrix_get(lpp->m, 1 + i, 0);
 139                 sense[i]   = cpx_cst_encoding[curr_cst->type.cst_type];
 140                 rowname[i] = (char*) curr_cst->name;
 141         }
 142
 143         cpx->status = CPXcopylpwnames(cpx->env, cpx->prob,
 144                                                 numcols, numrows, objsen,
 145                                                 obj, rhs, sense,
 146                                                 matbeg, matcnt, matind, matval,
 147                                                 lb, ub, NULL,
 148                                                 colname, rowname);
 149         chk_cpx_err(cpx);
 150
 151         cpx->status = CPXcopyctype(cpx->env, cpx->prob, vartype);
 152         chk_cpx_err(cpx);
 153         cpx->status = CPXcopymipstart(cpx->env, cpx->prob, sv_cnt, indices, startv);
 154         chk_cpx_err(cpx);
 155
 156         obstack_free(&obst, NULL);
 157         lpp_free_matrix(lpp);
 158 }
 159
 160 static void cpx_solve(cpx_t *cpx)
 161 {
 162         int i, CPX_state, numcols;
 163         double *values;
 164         timing_ticks_t tvb;
 165         timing_ticks_t tva;
 166
 167         lpp_t *lpp = cpx->lpp;
 168         numcols = CPXgetnumcols(cpx->env, cpx->prob);
 169         chk_cpx_err(cpx);
 170
 171         /* set performance parameters */
 172         // CPXsetintparam(cpx->env, CPX_PARAM_MIPSTART, CPX_ON);
 173         CPXsetintparam(cpx->env, CPX_PARAM_MIPORDTYPE, CPX_MIPORDER_COST);
 174         /* output every search tree node */
 175         // CPXsetintparam(cpx->env, CPX_PARAM_MIPINTERVAL, 1);
 176
 177         /* experimental switches */
 178         // CPXsetintparam(cpx->env, CPX_PARAM_VARSEL, CPX_VARSEL_STRONG);
 179         // CPXsetdblparam(cpx->env, CPX_PARAM_BTTOL, 1.0);
 180         // CPXsetintparam(cpx->env, CPX_PARAM_BRDIR, CPX_BRDIR_UP);
 181
 182
 183         /* Set the time limit appropriately */
 184         if(lpp->time_limit_secs > 0.0)
 185                 CPXsetdblparam(cpx->env, CPX_PARAM_TILIM, lpp->time_limit_secs);
 186
 187         /*
 188          * If we have enough time, we instruct cplex to imply some
 189          * of its higher order magic to pursue the best solution
 190          */
 191         if(lpp->emphasis) {
 192           CPXsetintparam(cpx->env, CPX_PARAM_MIPEMPHASIS, lpp->emphasis);
 193         }
 194
 195         /*
 196          * If a bound of the objective function is supplied,
 197          * set it accordingly, dependign on minimization or maximization.
 198          */
 199         if(lpp->set_bound) {
 200                 CPXsetdblparam(cpx->env, (lpp->opt_type == lpp_minimize
 201                                         ? CPX_PARAM_OBJLLIM : CPX_PARAM_OBJULIM), lpp->bound);
 202         }
 203
 204         /* turn on the fancy messages :) */
 205         // CPXsetintparam (cpx->env, CPX_PARAM_SCRIND, CPX_ON);
 206
 207         /* solve */
 208         timing_ticks(tvb);
 209         cpx->status = CPXmipopt(cpx->env, cpx->prob);
 210         timing_ticks(tva);
 211         chk_cpx_err(cpx);
 212
 213         /* get solution status */
 214         CPX_state = CPXgetstat(cpx->env, cpx->prob);
 215         {
 216           char buf[512];
 217           CPXgetstatstring(cpx->env, CPX_state, buf);
 218           fprintf(stderr, "%s\n", buf);
 219         }
 220         switch (CPX_state) {
 221                 case CPXMIP_INFEASIBLE:
 222                 case CPX_STAT_INFEASIBLE:   lpp->sol_state = lpp_infeasible; break;
 223                 case CPXMIP_INForUNBD:
 224                 case CPX_STAT_INForUNBD:    lpp->sol_state = lpp_inforunb; break;
 225                 case CPXMIP_UNBOUNDED:
 226                 case CPX_STAT_UNBOUNDED:    lpp->sol_state = lpp_unbounded; break;
 227                 case CPXMIP_ABORT_FEAS:
 228                 case CPXMIP_FAIL_FEAS:
 229                 case CPXMIP_MEM_LIM_FEAS:
 230                 case CPXMIP_NODE_LIM_FEAS:
 231                 case CPXMIP_TIME_LIM_FEAS:  lpp->sol_state = lpp_feasible; break;
 232                 case CPXMIP_OPTIMAL:
 233                 case CPXMIP_OPTIMAL_TOL:    /* TODO: Is this ok? Read the docu more closely */
 234                 case CPX_STAT_OPTIMAL:      lpp->sol_state = lpp_optimal; break;
 235                 default:                    lpp->sol_state = lpp_unknown;
 236         }
 237
 238         /* get variable solution values */
 239         values = alloca(numcols * sizeof(*values));
 240         CPXgetmipx(cpx->env, cpx->prob, values, 0, numcols-1);
 241         chk_cpx_err(cpx);
 242         for(i=0; i<numcols; ++i) {
 243                 lpp->vars[1+i]->value = values[i];
 244                 lpp->vars[1+i]->value_kind = lpp_value_solution;
 245         }
 246
 247         /* Get the value of the objective function. */
 248         CPXgetmipobjval(cpx->env, cpx->prob, &lpp->objval);
 249         CPXgetbestobjval(cpx->env, cpx->prob, &lpp->best_bound);
 250
 251         /* get some statistics */
 252         timing_ticks_sub(tva, tvb);
 253         lpp->sol_time = timing_ticks_dbl(tva);
 254         lpp->iterations = CPXgetmipitcnt(cpx->env, cpx->prob);
 255 }
 256
 257 void lpp_solve_cplex(lpp_t *lpp)
 258 {
 259         cpx_t *cpx = new_cpx(lpp);
 260         cpx_construct(cpx);
 261         cpx_solve(cpx);
 262         free_cpx(cpx);
 263 }
 264
 265 #endif