nsz Git - libfirm/blob - ir/lpp/lpp_gurobi.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  Matthias Braun
  23  */
  24 #include "config.h"
  25
  26 #ifdef WITH_GUROBI
  27 #include "lpp_gurobi.h"
  28
  29 #include <stdio.h>
  30 #include <stdlib.h>
  31
  32 #include "obst.h"
  33
  34 #include <gurobi_c.h>
  35
  36 #include "error.h"
  37 #include "sp_matrix.h"
  38
  39 static char gurobi_cst_encoding[4] = { 0, GRB_EQUAL, GRB_LESS_EQUAL, GRB_GREATER_EQUAL };
  40 static char gurobi_var_encoding[4] = { 0, 0, GRB_CONTINUOUS, GRB_BINARY };
  41
  42 typedef struct _gurobi_t {
  43         lpp_t *lpp;
  44         GRBenv *env;
  45         GRBmodel *model;
  46 } gurobi_t;
  47
  48 static void check_gurobi_error(gurobi_t *grb, int error)
  49 {
  50         if (error != 0) {
  51                 panic("gurobi error: %s", GRBgeterrormsg(grb->env));
  52         }
  53 }
  54
  55 static gurobi_t *new_gurobi(lpp_t *lpp)
  56 {
  57         int error;
  58
  59         gurobi_t *grb = XMALLOCZ(gurobi_t);
  60         grb->lpp = lpp;
  61         error = GRBloadenv(&grb->env, NULL);
  62         check_gurobi_error(grb, error);
  63         error = GRBsetlogfile(grb->env, lpp->log);
  64         check_gurobi_error(grb, error);
  65
  66         return grb;
  67 }
  68
  69 static void free_gurobi(gurobi_t *grb)
  70 {
  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         const matrix_elem_t *elem;
  82         int                  i, o;
  83         //int                  sv_cnt;
  84         //int                 *indices;
  85         //double              *startv;
  86         int                  numcols, numrows, numentries;
  87         int                  objsen, *matbeg, *matcnt, *matind;
  88         double               *obj, *rhs, *matval, *lb;
  89         char                 *sense, *vartype;
  90         char                 **colname, **rowname;
  91         struct obstack       obst;
  92         lpp_t                *lpp = grb->lpp;
  93         int                  error;
  94
  95         numcols    = lpp->var_next-1;
  96         numrows    = lpp->cst_next-1;
  97         numentries = matrix_get_entries(lpp->m);
  98         objsen     = lpp->opt_type == lpp_minimize ? 1 : -1;
  99         obstack_init(&obst);
 100
 101         obj     = obstack_alloc(&obst, numcols * sizeof(*obj));
 102         lb      = obstack_alloc(&obst, numcols * sizeof(*lb));
 103         colname = obstack_alloc(&obst, numcols * sizeof(*colname));
 104         rowname = obstack_alloc(&obst, numrows * sizeof(*rowname));
 105         vartype = obstack_alloc(&obst, numcols * sizeof(*vartype));
 106         //indices = obstack_alloc(&obst, numcols * sizeof(*indices));
 107         //startv  = obstack_alloc(&obst, numcols * sizeof(*startv));
 108         matbeg  = obstack_alloc(&obst, numcols * sizeof(*matbeg));
 109         matcnt  = obstack_alloc(&obst, numcols * sizeof(*matcnt));
 110         matind  = obstack_alloc(&obst, numentries * sizeof(*matind));
 111         matval  = obstack_alloc(&obst, numentries * sizeof(*matval));
 112         rhs     = obstack_alloc(&obst, numrows * sizeof(*rhs));
 113         sense   = obstack_alloc(&obst, numrows * sizeof(*sense));
 114
 115         o      = 0;
 116         //sv_cnt = 0;
 117         /* fill the CPLEX matrix*/
 118         for (i = 0; i < numcols; ++i) {
 119                 lpp_name_t *curr_var = lpp->vars[1+i];
 120
 121                 obj[i] = matrix_get(lpp->m, 0, 1+i);
 122                 lb[i]  = 0.0;
 123
 124                 colname[i] = (char*) curr_var->name;
 125                 vartype[i] = gurobi_var_encoding[curr_var->type.var_type];
 126
 127 #if 0
 128                 if (curr_var->value_kind == lpp_value_start) {
 129                         panic("start values not supported in gurobi yet");
 130                         indices[sv_cnt]  = i;
 131                         startv[sv_cnt++] = curr_var->value;
 132                 }
 133 #endif
 134
 135                 matbeg[i] = o;
 136                 matcnt[i] = 0;
 137                 matrix_foreach_in_col(lpp->m, 1 + i, elem) {
 138                         if (elem->row == 0)
 139                                 continue;
 140                         matind[o] = elem->row-1;
 141                         matval[o] = elem->val;
 142                         matcnt[i]++;
 143                         o++;
 144                 }
 145         }
 146
 147         /* get constraint stuff (right hand side, type, name) */
 148         for (i = 0; i < numrows; ++i) {
 149                 lpp_name_t *curr_cst = lpp->csts[1 + i];
 150
 151                 rhs[i]     = matrix_get(lpp->m, 1 + i, 0);
 152                 sense[i]   = gurobi_cst_encoding[curr_cst->type.cst_type];
 153                 rowname[i] = (char*) curr_cst->name;
 154         }
 155
 156         error = GRBloadmodel(grb->env, &grb->model, lpp->name, numcols, numrows,
 157                              objsen, 0, obj, sense, rhs, matbeg, matcnt, matind,
 158                              matval, lb, NULL, vartype, colname, rowname);
 159         check_gurobi_error(grb, error);
 160
 161         obstack_free(&obst, NULL);
 162         lpp_free_matrix(lpp);
 163 }
 164
 165 static void gurobi_solve(gurobi_t *grb)
 166 {
 167         lpp_t *lpp = grb->lpp;
 168         int i;
 169         int optimstatus;
 170         int error;
 171         int numcols = lpp->var_next-1;
 172         double *values;
 173         double  iterations;
 174
 175         /* set performance parameters */
 176         // CPXsetintparam(grb->env, CPX_PARAM_MIPSTART, CPX_ON);
 177         //CPXsetintparam(grb->env, CPX_PARAM_MIPORDTYPE, CPX_MIPORDER_COST);
 178         /* output every search tree node */
 179         // CPXsetintparam(grb->env, CPX_PARAM_MIPINTERVAL, 1);
 180
 181         /* experimental switches */
 182         // CPXsetintparam(grb->env, CPX_PARAM_VARSEL, CPX_VARSEL_STRONG);
 183         // CPXsetdblparam(grb->env, CPX_PARAM_BTTOL, 1.0);
 184         // CPXsetintparam(grb->env, CPX_PARAM_BRDIR, CPX_BRDIR_UP);
 185
 186         /* Set the time limit appropriately */
 187         if(lpp->time_limit_secs > 0.0) {
 188                 error = GRBsetdblparam(grb->env, GRB_DBL_PAR_TIMELIMIT, lpp->time_limit_secs);
 189                 check_gurobi_error(grb, error);
 190         }
 191
 192         /*
 193          * If we have enough time, we instruct cplex to imply some
 194          * of its higher order magic to pursue the best solution
 195          */
 196         if(lpp->emphasis) {
 197                 /* not implemented */
 198         }
 199
 200         /*
 201          * If a bound of the objective function is supplied,
 202          * set it accordingly, dependign on minimization or maximization.
 203          */
 204         if(lpp->set_bound) {
 205                 //panic("bound not implemented yet");
 206                 fprintf(stderr, "Warning: gurobi bound not implemented yet\n");
 207         }
 208
 209         /* solve */
 210         error = GRBoptimize(grb->model);
 211         check_gurobi_error(grb, error);
 212
 213         /* get solution status */
 214         error = GRBgetintattr(grb->model, GRB_INT_ATTR_STATUS, &optimstatus);
 215         check_gurobi_error(grb, error);
 216
 217         switch (optimstatus) {
 218         case GRB_OPTIMAL:           lpp->sol_state = lpp_optimal; break;
 219         case GRB_INFEASIBLE:        lpp->sol_state = lpp_infeasible; break;
 220         case GRB_INF_OR_UNBD:       lpp->sol_state = lpp_inforunb; break;
 221         case GRB_UNBOUNDED:         lpp->sol_state = lpp_unbounded; break;
 222         /* TODO: is this correct? */
 223         default:                    lpp->sol_state = lpp_feasible; break;
 224         }
 225
 226         /* get variable solution values */
 227         values = alloca(numcols * sizeof(*values));
 228         error = GRBgetdblattrarray(grb->model, GRB_DBL_ATTR_X, 0, numcols, values);
 229         check_gurobi_error(grb, error);
 230         for(i=0; i<numcols; ++i) {
 231                 lpp->vars[1+i]->value      = values[i];
 232                 lpp->vars[1+i]->value_kind = lpp_value_solution;
 233         }
 234
 235         /* Get the value of the objective function. */
 236         error = GRBgetdblattr(grb->model, GRB_DBL_ATTR_OBJVAL, &lpp->objval);
 237         check_gurobi_error(grb, error);
 238         error = GRBgetdblattr(grb->model , GRB_DBL_ATTR_OBJBOUND, &lpp->best_bound);
 239         check_gurobi_error(grb, error);
 240
 241         /* get some statistics */
 242         error = GRBgetdblattr(grb->model, GRB_DBL_ATTR_ITERCOUNT, &iterations);
 243         check_gurobi_error(grb, error);
 244         lpp->iterations = (unsigned) iterations;
 245
 246         error = GRBgetdblattr(grb->model, GRB_DBL_ATTR_RUNTIME, &lpp->sol_time);
 247         check_gurobi_error(grb, error);
 248 }
 249
 250 void lpp_solve_gurobi(lpp_t *lpp)
 251 {
 252         gurobi_t *grb = new_gurobi(lpp);
 253         gurobi_construct(grb);
 254         gurobi_solve(grb);
 255         free_gurobi(grb);
 256 }
 257
 258 #endif