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

   1 /*
   2  * This file is part of libFirm.
   3  * Copyright (C) 2012 University of Karlsruhe.
   4  */
   5
   6 /**
   7  * @file
   8  * @author  Matthias Braun
   9  */
  10 #include "config.h"
  11
  12 #ifdef WITH_GUROBI
  13 #include "lpp_gurobi.h"
  14
  15 #include <stdio.h>
  16 #include <stdlib.h>
  17 #include <math.h>
  18
  19 #include "obst.h"
  20
  21 #include <gurobi_c.h>
  22
  23 #include "error.h"
  24 #include "sp_matrix.h"
  25
  26 static char gurobi_cst_encoding[4] = { 0, GRB_EQUAL, GRB_LESS_EQUAL, GRB_GREATER_EQUAL };
  27 static char gurobi_var_encoding[4] = { 0, 0, GRB_CONTINUOUS, GRB_BINARY };
  28
  29 typedef struct _gurobi_t {
  30         lpp_t *lpp;
  31         GRBenv *env;
  32         GRBenv *modelenv;
  33         GRBmodel *model;
  34 } gurobi_t;
  35
  36 static void check_gurobi_error(gurobi_t *grb, int error)
  37 {
  38         if (error != 0) {
  39                 panic("gurobi error: %s", GRBgeterrormsg(grb->env));
  40         }
  41 }
  42
  43 static gurobi_t *new_gurobi(lpp_t *lpp)
  44 {
  45         int error;
  46
  47         gurobi_t *grb = XMALLOCZ(gurobi_t);
  48         grb->lpp = lpp;
  49         /* /tmp/firm_gurobi.log is a hack (see below) */
  50         error = GRBloadenv(&grb->env, "/tmp/firm_gurobi.log");
  51         check_gurobi_error(grb, error);
  52         /* Matze: do not set the FILE* for logging output. Because:
  53          *  a) the function is deprecated
  54          *  b) gurobi closes the FILE handle when it is done, which leads to
  55          *     very unexpected effects when you pass stdout or stderr as logging
  56          *     output.
  57          * The only thing gurobi sanely supports is giving a string with a filename
  58          * :-( ...so we use /tmp/firm_gurobi.log as a temporary measure...
  59          */
  60         if (lpp->log != stdout && lpp->log != stderr) {
  61                 error = GRBsetintparam(grb->env, GRB_INT_PAR_OUTPUTFLAG, 0);
  62                 check_gurobi_error(grb, error);
  63         }
  64
  65         return grb;
  66 }
  67
  68 static void free_gurobi(gurobi_t *grb)
  69 {
  70         GRBfreemodel(grb->model);
  71         GRBfreeenv(grb->env);
  72         free(grb);
  73 }
  74
  75 /**
  76  * Build CPLEX data structure from LPP matrix.
  77  * @note: The LPP matrix is freed after this step, to save memory.
  78  */
  79 static void gurobi_construct(gurobi_t *grb)
  80 {
  81         int            i, o;
  82         //int            sv_cnt;
  83         //int           *indices;
  84         //double        *startv;
  85         int            numcols, numrows, numentries;
  86         int            objsen, *matbeg, *matcnt, *matind;
  87         double        *obj, *rhs, *matval, *lb;
  88         char          *sense, *vartype;
  89         char         **colname, **rowname;
  90         struct obstack obst;
  91         lpp_t         *lpp = grb->lpp;
  92         int            error;
  93
  94         numcols    = lpp->var_next-1;
  95         numrows    = lpp->cst_next-1;
  96         numentries = matrix_get_entries(lpp->m);
  97         objsen     = lpp->opt_type == lpp_minimize ? 1 : -1;
  98         obstack_init(&obst);
  99
 100         obj     = obstack_alloc(&obst, numcols * sizeof(*obj));
 101         lb      = obstack_alloc(&obst, numcols * sizeof(*lb));
 102         colname = obstack_alloc(&obst, numcols * sizeof(*colname));
 103         rowname = obstack_alloc(&obst, numrows * sizeof(*rowname));
 104         vartype = obstack_alloc(&obst, numcols * sizeof(*vartype));
 105         //indices = obstack_alloc(&obst, numcols * sizeof(*indices));
 106         //startv  = obstack_alloc(&obst, numcols * sizeof(*startv));
 107         matbeg  = obstack_alloc(&obst, numcols * sizeof(*matbeg));
 108         matcnt  = obstack_alloc(&obst, numcols * sizeof(*matcnt));
 109         matind  = obstack_alloc(&obst, numentries * sizeof(*matind));
 110         matval  = obstack_alloc(&obst, numentries * sizeof(*matval));
 111         rhs     = obstack_alloc(&obst, numrows * sizeof(*rhs));
 112         sense   = obstack_alloc(&obst, numrows * sizeof(*sense));
 113
 114         o      = 0;
 115         //sv_cnt = 0;
 116         /* fill the CPLEX matrix*/
 117         for (i = 0; i < numcols; ++i) {
 118                 lpp_name_t *curr_var = lpp->vars[1+i];
 119
 120                 obj[i] = matrix_get(lpp->m, 0, 1+i);
 121                 lb[i]  = 0.0;
 122
 123                 colname[i] = (char*) curr_var->name;
 124                 vartype[i] = gurobi_var_encoding[curr_var->type.var_type];
 125
 126                 matbeg[i] = o;
 127                 matcnt[i] = 0;
 128                 matrix_foreach_in_col(lpp->m, 1 + i, elem) {
 129                         if (elem->row == 0)
 130                                 continue;
 131                         matind[o] = elem->row-1;
 132                         matval[o] = elem->val;
 133                         matcnt[i]++;
 134                         o++;
 135                 }
 136         }
 137
 138         /* get constraint stuff (right hand side, type, name) */
 139         for (i = 0; i < numrows; ++i) {
 140                 lpp_name_t *curr_cst = lpp->csts[1 + i];
 141
 142                 rhs[i]     = matrix_get(lpp->m, 1 + i, 0);
 143                 sense[i]   = gurobi_cst_encoding[curr_cst->type.cst_type];
 144                 rowname[i] = (char*) curr_cst->name;
 145         }
 146
 147         error = GRBloadmodel(grb->env, &grb->model, lpp->name, numcols, numrows,
 148                              objsen, 0, obj, sense, rhs, matbeg, matcnt, matind,
 149                              matval, lb, NULL, vartype, colname, rowname);
 150         check_gurobi_error(grb, error);
 151         grb->modelenv = GRBgetenv(grb->model);
 152
 153         obstack_free(&obst, NULL);
 154         lpp_free_matrix(lpp);
 155 }
 156
 157 static void gurobi_solve(gurobi_t *grb)
 158 {
 159         lpp_t *lpp = grb->lpp;
 160         int i;
 161         int optimstatus;
 162         int error;
 163         int numcols = lpp->var_next-1;
 164         double *values;
 165         double  iterations;
 166
 167         /* Set the time limit appropriately */
 168         if(lpp->time_limit_secs > 0.0) {
 169                 error = GRBsetdblparam(grb->modelenv, GRB_DBL_PAR_TIMELIMIT, lpp->time_limit_secs);
 170                 check_gurobi_error(grb, error);
 171         }
 172
 173         /* solve */
 174         error = GRBoptimize(grb->model);
 175         check_gurobi_error(grb, error);
 176
 177         /* get solution status */
 178         error = GRBgetintattr(grb->model, GRB_INT_ATTR_STATUS, &optimstatus);
 179         check_gurobi_error(grb, error);
 180
 181         switch (optimstatus) {
 182         case GRB_OPTIMAL:           lpp->sol_state = lpp_optimal; break;
 183         case GRB_INFEASIBLE:        lpp->sol_state = lpp_infeasible; break;
 184         case GRB_INF_OR_UNBD:       lpp->sol_state = lpp_inforunb; break;
 185         case GRB_UNBOUNDED:         lpp->sol_state = lpp_unbounded; break;
 186         /* TODO: is this correct? */
 187         default:                    lpp->sol_state = lpp_feasible; break;
 188         }
 189
 190         if (lpp->sol_state >= lpp_feasible) {
 191                 /* get variable solution values */
 192                 values = alloca(numcols * sizeof(*values));
 193                 error = GRBgetdblattrarray(grb->model, GRB_DBL_ATTR_X, 0, numcols,
 194                                            values);
 195                 check_gurobi_error(grb, error);
 196                 for(i=0; i<numcols; ++i) {
 197                         lpp->vars[1+i]->value      = values[i];
 198                         lpp->vars[1+i]->value_kind = lpp_value_solution;
 199                 }
 200
 201                 /* Get the value of the objective function. */
 202                 error = GRBgetdblattr(grb->model, GRB_DBL_ATTR_OBJVAL, &lpp->objval);
 203                 check_gurobi_error(grb, error);
 204                 error = GRBgetdblattr(grb->model , GRB_DBL_ATTR_OBJBOUND,
 205                                       &lpp->best_bound);
 206                 if (error != 0) {
 207                         lpp->best_bound = FP_NAN;
 208                 }
 209         }
 210
 211         /* get some statistics */
 212         error = GRBgetdblattr(grb->model, GRB_DBL_ATTR_ITERCOUNT, &iterations);
 213         check_gurobi_error(grb, error);
 214         lpp->iterations = (unsigned) iterations;
 215
 216         error = GRBgetdblattr(grb->model, GRB_DBL_ATTR_RUNTIME, &lpp->sol_time);
 217         check_gurobi_error(grb, error);
 218 }
 219
 220 void lpp_solve_gurobi(lpp_t *lpp)
 221 {
 222         gurobi_t *grb = new_gurobi(lpp);
 223         gurobi_construct(grb);
 224         gurobi_solve(grb);
 225         free_gurobi(grb);
 226 }
 227
 228 #endif