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

   1 /**
   2  * Author:      Daniel Grund
   3  * Date:        02.06.2005
   4  * Copyright:   (c) Universitaet Karlsruhe
   5  * Licence:     This file protected by GPL -  GNU GENERAL PUBLIC LICENSE.
   6  */
   7 #include "config.h"
   8
   9 #include "lpp_cplex.h"
  10
  11 #include <stdio.h>
  12 #include <stdlib.h>
  13
  14 #ifdef WITH_CPLEX
  15
  16
  17 #ifdef _WIN32
  18 #include <malloc.h>
  19 #else
  20 #include <sys/time.h>
  21 #include <alloca.h>
  22 #endif
  23
  24 #include "obst.h"
  25
  26 #include <ilcplex/cplex.h>
  27
  28 #include "assert.h"
  29 #include "sp_matrix.h"
  30
  31 static char cpx_cst_encoding[4] = "?ELG";
  32 static char cpx_var_encoding[4] = "??CB";
  33
  34 #define my_timersub(tvp, uvp, vvp)                     \
  35     do {                                \
  36         (vvp)->tv_sec = (tvp)->tv_sec - (uvp)->tv_sec;      \
  37         (vvp)->tv_usec = (tvp)->tv_usec - (uvp)->tv_usec;   \
  38         if ((vvp)->tv_usec < 0) {               \
  39             (vvp)->tv_sec--;                \
  40             (vvp)->tv_usec += 1000000;          \
  41         }                           \
  42     } while (0)
  43
  44 typedef struct _cpx_t {
  45         lpp_t *lpp;
  46         CPXENVptr env;
  47         CPXLPptr prob;
  48         int status;
  49         char buf[1024];
  50 } cpx_t;
  51
  52 static void chk_cpx_err(cpx_t *cpx) {
  53         if (cpx->status) {
  54                 if (CPXgeterrorstring(cpx->env, cpx->status, cpx->buf))
  55                         printf("%s", cpx->buf);
  56                 else
  57                         printf("Unknown CPLEX error\n");
  58                 assert(0);
  59         }
  60 }
  61
  62 static cpx_t *new_cpx(lpp_t *lpp) {
  63         cpx_t *cpx = XMALLOCZ(cpx_t);
  64         cpx->lpp = lpp;
  65         cpx->env = CPXopenCPLEX(&cpx->status);
  66         chk_cpx_err(cpx);
  67         cpx->prob = CPXcreateprob(cpx->env, &cpx->status, lpp->name);
  68         chk_cpx_err(cpx);
  69         CPXchgobjsen(cpx->env, cpx->prob, (lpp->opt_type == lpp_minimize)?1:-1);
  70         chk_cpx_err(cpx);
  71         if (lpp->log && CPXsetlogfile(cpx->env, lpp->log))
  72                 lpp->log = NULL;
  73         return cpx;
  74 }
  75
  76 static void free_cpx(cpx_t *cpx) {
  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         const matrix_elem_t *elem;
  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         free_lpp_matrix(lpp);
 172 }
 173
 174 static void cpx_solve(cpx_t *cpx) {
 175         int i, CPX_state, numcols;
 176         double *values;
 177         struct timeval tvb, tva, tvdiff;
 178
 179         lpp_t *lpp = cpx->lpp;
 180         numcols = CPXgetnumcols(cpx->env, cpx->prob);
 181         chk_cpx_err(cpx);
 182
 183         /* set performance parameters */
 184         // CPXsetintparam(cpx->env, CPX_PARAM_MIPSTART, CPX_ON);
 185         CPXsetintparam(cpx->env, CPX_PARAM_MIPORDTYPE, CPX_MIPORDER_COST);
 186         /* output every search tree node */
 187         // CPXsetintparam(cpx->env, CPX_PARAM_MIPINTERVAL, 1);
 188
 189         /* experimental switches */
 190         // CPXsetintparam(cpx->env, CPX_PARAM_VARSEL, CPX_VARSEL_STRONG);
 191         // CPXsetdblparam(cpx->env, CPX_PARAM_BTTOL, 1.0);
 192         // CPXsetintparam(cpx->env, CPX_PARAM_BRDIR, CPX_BRDIR_UP);
 193
 194
 195         /* Set the time limit appropriately */
 196         if(lpp->time_limit_secs > 0.0)
 197                 CPXsetdblparam(cpx->env, CPX_PARAM_TILIM, lpp->time_limit_secs);
 198
 199         /*
 200          * If we have enough time, we instruct cplex to imply some
 201          * of its higher order magic to pursue the best solution
 202          */
 203         if(lpp->emphasis) {
 204           CPXsetintparam(cpx->env, CPX_PARAM_MIPEMPHASIS, lpp->emphasis);
 205         }
 206
 207         /*
 208          * If a bound of the objective function is supplied,
 209          * set it accordingly, dependign on minimization or maximization.
 210          */
 211         if(lpp->set_bound) {
 212                 CPXsetdblparam(cpx->env, (lpp->opt_type == lpp_minimize
 213                                         ? CPX_PARAM_OBJLLIM : CPX_PARAM_OBJULIM), lpp->bound);
 214         }
 215
 216         /* turn on the fancy messages :) */
 217         // CPXsetintparam (cpx->env, CPX_PARAM_SCRIND, CPX_ON);
 218
 219         /* solve */
 220         gettimeofday(&tvb, NULL);
 221         cpx->status = CPXmipopt(cpx->env, cpx->prob);
 222         gettimeofday(&tva, NULL);
 223         chk_cpx_err(cpx);
 224
 225         /* get solution status */
 226         CPX_state = CPXgetstat(cpx->env, cpx->prob);
 227         {
 228           char buf[512];
 229           CPXgetstatstring(cpx->env, CPX_state, buf);
 230           fprintf(stderr, "%s\n", buf);
 231         }
 232         switch (CPX_state) {
 233                 case CPXMIP_INFEASIBLE:
 234                 case CPX_STAT_INFEASIBLE:   lpp->sol_state = lpp_infeasible; break;
 235                 case CPXMIP_INForUNBD:
 236                 case CPX_STAT_INForUNBD:    lpp->sol_state = lpp_inforunb; break;
 237                 case CPXMIP_UNBOUNDED:
 238                 case CPX_STAT_UNBOUNDED:    lpp->sol_state = lpp_unbounded; break;
 239                 case CPXMIP_ABORT_FEAS:
 240                 case CPXMIP_FAIL_FEAS:
 241                 case CPXMIP_MEM_LIM_FEAS:
 242                 case CPXMIP_NODE_LIM_FEAS:
 243                 case CPXMIP_TIME_LIM_FEAS:  lpp->sol_state = lpp_feasible; break;
 244                 case CPXMIP_OPTIMAL:
 245                 case CPXMIP_OPTIMAL_TOL:    /* TODO: Is this ok? Read the docu more closely */
 246                 case CPX_STAT_OPTIMAL:      lpp->sol_state = lpp_optimal; break;
 247                 default:                    lpp->sol_state = lpp_unknown;
 248         }
 249
 250         /* get variable solution values */
 251         values = alloca(numcols * sizeof(*values));
 252         CPXgetmipx(cpx->env, cpx->prob, values, 0, numcols-1);
 253         chk_cpx_err(cpx);
 254         for(i=0; i<numcols; ++i) {
 255                 lpp->vars[1+i]->value = values[i];
 256                 lpp->vars[1+i]->value_kind = lpp_value_solution;
 257         }
 258
 259         /* Get the value of the objective function. */
 260         CPXgetmipobjval(cpx->env, cpx->prob, &lpp->objval);
 261         CPXgetbestobjval(cpx->env, cpx->prob, &lpp->best_bound);
 262
 263         /* get some statistics */
 264         my_timersub(&tva, &tvb, &tvdiff);
 265         lpp->sol_time = tvdiff.tv_sec + tvdiff.tv_usec / 1e6;
 266         lpp->iterations = CPXgetmipitcnt(cpx->env, cpx->prob);
 267 }
 268
 269 void lpp_solve_cplex(lpp_t *lpp) {
 270         cpx_t *cpx = new_cpx(lpp);
 271         cpx_construct(cpx);
 272         cpx_solve(cpx);
 273         free_cpx(cpx);
 274 }
 275
 276 #endif