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

   1 /**
   2  * Author:      Matthias Braun
   3  * Copyright:   (c) Universitaet Karlsruhe
   4  * Licence:     This file protected by GPL -  GNU GENERAL PUBLIC LICENSE.
   5  */
   6 #include "config.h"
   7
   8 #include "lpp_gurobi.h"
   9
  10 #include <stdio.h>
  11 #include <stdlib.h>
  12
  13 #ifdef WITH_GUROBI
  14
  15 #include "obst.h"
  16
  17 #include <gurobi_c.h>
  18
  19 #include "error.h"
  20 #include "sp_matrix.h"
  21
  22 static char gurobi_cst_encoding[4] = { 0, GRB_EQUAL, GRB_LESS_EQUAL, GRB_GREATER_EQUAL };
  23 static char gurobi_var_encoding[4] = { 0, 0, GRB_CONTINUOUS, GRB_BINARY };
  24
  25 #define my_timersub(tvp, uvp, vvp)                     \
  26     do {                                \
  27         (vvp)->tv_sec = (tvp)->tv_sec - (uvp)->tv_sec;      \
  28         (vvp)->tv_usec = (tvp)->tv_usec - (uvp)->tv_usec;   \
  29         if ((vvp)->tv_usec < 0) {               \
  30             (vvp)->tv_sec--;                \
  31             (vvp)->tv_usec += 1000000;          \
  32         }                           \
  33     } while (0)
  34
  35 typedef struct _gurobi_t {
  36         lpp_t *lpp;
  37         GRBenv *env;
  38         GRBmodel *model;
  39 } gurobi_t;
  40
  41 static void check_gurobi_error(gurobi_t *grb, int error)
  42 {
  43         if (error != 0) {
  44                 panic("gurobi error: %s", GRBgeterrormsg(grb->env));
  45         }
  46 }
  47
  48 static gurobi_t *new_gurobi(lpp_t *lpp)
  49 {
  50         int error;
  51
  52         gurobi_t *grb = XMALLOCZ(gurobi_t);
  53         grb->lpp = lpp;
  54         error = GRBloadenv(&grb->env, NULL);
  55         check_gurobi_error(grb, error);
  56         error = GRBsetlogfile(grb->env, lpp->log);
  57         check_gurobi_error(grb, error);
  58
  59         return grb;
  60 }
  61
  62 static void free_gurobi(gurobi_t *grb)
  63 {
  64         GRBfreeenv(grb->env);
  65         free(grb);
  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 gurobi_construct(gurobi_t *grb)
  73 {
  74         const matrix_elem_t *elem;
  75         int                  i, o;
  76         //int                  sv_cnt;
  77         //int                 *indices;
  78         //double              *startv;
  79         int                  numcols, numrows, numentries;
  80         int                  objsen, *matbeg, *matcnt, *matind;
  81         double               *obj, *rhs, *matval, *lb;
  82         char                 *sense, *vartype;
  83         char                 **colname, **rowname;
  84         struct obstack       obst;
  85         lpp_t                *lpp = grb->lpp;
  86         int                  error;
  87
  88         numcols    = lpp->var_next-1;
  89         numrows    = lpp->cst_next-1;
  90         numentries = matrix_get_entries(lpp->m);
  91         objsen     = lpp->opt_type == lpp_minimize ? 1 : -1;
  92         obstack_init(&obst);
  93
  94         obj     = obstack_alloc(&obst, numcols * sizeof(*obj));
  95         lb      = obstack_alloc(&obst, numcols * sizeof(*lb));
  96         colname = obstack_alloc(&obst, numcols * sizeof(*colname));
  97         rowname = obstack_alloc(&obst, numrows * sizeof(*rowname));
  98         vartype = obstack_alloc(&obst, numcols * sizeof(*vartype));
  99         //indices = obstack_alloc(&obst, numcols * sizeof(*indices));
 100         //startv  = obstack_alloc(&obst, numcols * sizeof(*startv));
 101         matbeg  = obstack_alloc(&obst, numcols * sizeof(*matbeg));
 102         matcnt  = obstack_alloc(&obst, numcols * sizeof(*matcnt));
 103         matind  = obstack_alloc(&obst, numentries * sizeof(*matind));
 104         matval  = obstack_alloc(&obst, numentries * sizeof(*matval));
 105         rhs     = obstack_alloc(&obst, numrows * sizeof(*rhs));
 106         sense   = obstack_alloc(&obst, numrows * sizeof(*sense));
 107
 108         o      = 0;
 109         //sv_cnt = 0;
 110         /* fill the CPLEX matrix*/
 111         for (i = 0; i < numcols; ++i) {
 112                 lpp_name_t *curr_var = lpp->vars[1+i];
 113
 114                 obj[i] = matrix_get(lpp->m, 0, 1+i);
 115                 lb[i]  = 0.0;
 116
 117                 colname[i] = (char*) curr_var->name;
 118                 vartype[i] = gurobi_var_encoding[curr_var->type.var_type];
 119
 120 #if 0
 121                 if (curr_var->value_kind == lpp_value_start) {
 122                         panic("start values not supported in gurobi yet");
 123                         indices[sv_cnt]  = i;
 124                         startv[sv_cnt++] = curr_var->value;
 125                 }
 126 #endif
 127
 128                 matbeg[i] = o;
 129                 matcnt[i] = 0;
 130                 matrix_foreach_in_col(lpp->m, 1 + i, elem) {
 131                         if (elem->row == 0)
 132                                 continue;
 133                         matind[o] = elem->row-1;
 134                         matval[o] = elem->val;
 135                         matcnt[i]++;
 136                         o++;
 137                 }
 138         }
 139
 140         /* get constraint stuff (right hand side, type, name) */
 141         for (i = 0; i < numrows; ++i) {
 142                 lpp_name_t *curr_cst = lpp->csts[1 + i];
 143
 144                 rhs[i]     = matrix_get(lpp->m, 1 + i, 0);
 145                 sense[i]   = gurobi_cst_encoding[curr_cst->type.cst_type];
 146                 rowname[i] = (char*) curr_cst->name;
 147         }
 148
 149         error = GRBloadmodel(grb->env, &grb->model, lpp->name, numcols, numrows,
 150                              objsen, 0, obj, sense, rhs, matbeg, matcnt, matind,
 151                              matval, lb, NULL, vartype, colname, rowname);
 152         check_gurobi_error(grb, error);
 153
 154         obstack_free(&obst, NULL);
 155         free_lpp_matrix(lpp);
 156 }
 157
 158 static void gurobi_solve(gurobi_t *grb)
 159 {
 160         lpp_t *lpp = grb->lpp;
 161         int i;
 162         int optimstatus;
 163         int error;
 164         int numcols = lpp->var_next-1;
 165         double *values;
 166         double  iterations;
 167
 168         /* set performance parameters */
 169         // CPXsetintparam(grb->env, CPX_PARAM_MIPSTART, CPX_ON);
 170         //CPXsetintparam(grb->env, CPX_PARAM_MIPORDTYPE, CPX_MIPORDER_COST);
 171         /* output every search tree node */
 172         // CPXsetintparam(grb->env, CPX_PARAM_MIPINTERVAL, 1);
 173
 174         /* experimental switches */
 175         // CPXsetintparam(grb->env, CPX_PARAM_VARSEL, CPX_VARSEL_STRONG);
 176         // CPXsetdblparam(grb->env, CPX_PARAM_BTTOL, 1.0);
 177         // CPXsetintparam(grb->env, CPX_PARAM_BRDIR, CPX_BRDIR_UP);
 178
 179         /* Set the time limit appropriately */
 180         if(lpp->time_limit_secs > 0.0) {
 181                 error = GRBsetdblparam(grb->env, GRB_DBL_PAR_TIMELIMIT, lpp->time_limit_secs);
 182                 check_gurobi_error(grb, error);
 183         }
 184
 185         /*
 186          * If we have enough time, we instruct cplex to imply some
 187          * of its higher order magic to pursue the best solution
 188          */
 189         if(lpp->emphasis) {
 190                 /* not implemented */
 191         }
 192
 193         /*
 194          * If a bound of the objective function is supplied,
 195          * set it accordingly, dependign on minimization or maximization.
 196          */
 197         if(lpp->set_bound) {
 198                 //panic("bound not implemented yet");
 199                 fprintf(stderr, "Warning: gurobi bound not implemented yet\n");
 200         }
 201
 202         /* solve */
 203         error = GRBoptimize(grb->model);
 204         check_gurobi_error(grb, error);
 205
 206         /* get solution status */
 207         error = GRBgetintattr(grb->model, GRB_INT_ATTR_STATUS, &optimstatus);
 208         check_gurobi_error(grb, error);
 209
 210         switch (optimstatus) {
 211         case GRB_OPTIMAL:           lpp->sol_state = lpp_optimal; break;
 212         case GRB_INFEASIBLE:        lpp->sol_state = lpp_infeasible; break;
 213         case GRB_INF_OR_UNBD:       lpp->sol_state = lpp_inforunb; break;
 214         case GRB_UNBOUNDED:         lpp->sol_state = lpp_unbounded; break;
 215         /* TODO: is this correct? */
 216         default:                    lpp->sol_state = lpp_feasible; break;
 217         }
 218
 219         /* get variable solution values */
 220         values = alloca(numcols * sizeof(*values));
 221         error = GRBgetdblattrarray(grb->model, GRB_DBL_ATTR_X, 0, numcols, values);
 222         check_gurobi_error(grb, error);
 223         for(i=0; i<numcols; ++i) {
 224                 lpp->vars[1+i]->value      = values[i];
 225                 lpp->vars[1+i]->value_kind = lpp_value_solution;
 226         }
 227
 228         /* Get the value of the objective function. */
 229         error = GRBgetdblattr(grb->model, GRB_DBL_ATTR_OBJVAL, &lpp->objval);
 230         check_gurobi_error(grb, error);
 231         error = GRBgetdblattr(grb->model , GRB_DBL_ATTR_OBJBOUND, &lpp->best_bound);
 232         check_gurobi_error(grb, error);
 233
 234         /* get some statistics */
 235         error = GRBgetdblattr(grb->model, GRB_DBL_ATTR_ITERCOUNT, &iterations);
 236         check_gurobi_error(grb, error);
 237         lpp->iterations = (unsigned) iterations;
 238
 239         error = GRBgetdblattr(grb->model, GRB_DBL_ATTR_RUNTIME, &lpp->sol_time);
 240         check_gurobi_error(grb, error);
 241 }
 242
 243 void lpp_solve_gurobi(lpp_t *lpp)
 244 {
 245         gurobi_t *grb = new_gurobi(lpp);
 246         gurobi_construct(grb);
 247         gurobi_solve(grb);
 248         free_gurobi(grb);
 249 }
 250
 251 #endif