/* glpapi11.c (utility routines) */ /*********************************************************************** * This code is part of GLPK (GNU Linear Programming Kit). * * Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, * 2009, 2010, 2011, 2013 Andrew Makhorin, Department for Applied * Informatics, Moscow Aviation Institute, Moscow, Russia. All rights * reserved. E-mail: . * * GLPK is free software: you can redistribute it and/or modify it * under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * GLPK is distributed in the hope that it will be useful, but WITHOUT * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public * License for more details. * * You should have received a copy of the GNU General Public License * along with GLPK. If not, see . ***********************************************************************/ #include "glpenv.h" #include "glpsdf.h" #include "prob.h" #define xfprintf glp_format int glp_print_sol(glp_prob *P, const char *fname) { /* write basic solution in printable format */ glp_file *fp; GLPROW *row; GLPCOL *col; int i, j, t, ae_ind, re_ind, ret; double ae_max, re_max; xprintf("Writing basic solution to '%s'...\n", fname); fp = glp_open(fname, "w"); if (fp == NULL) { xprintf("Unable to create '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } xfprintf(fp, "%-12s%s\n", "Problem:", P->name == NULL ? "" : P->name); xfprintf(fp, "%-12s%d\n", "Rows:", P->m); xfprintf(fp, "%-12s%d\n", "Columns:", P->n); xfprintf(fp, "%-12s%d\n", "Non-zeros:", P->nnz); t = glp_get_status(P); xfprintf(fp, "%-12s%s\n", "Status:", t == GLP_OPT ? "OPTIMAL" : t == GLP_FEAS ? "FEASIBLE" : t == GLP_INFEAS ? "INFEASIBLE (INTERMEDIATE)" : t == GLP_NOFEAS ? "INFEASIBLE (FINAL)" : t == GLP_UNBND ? "UNBOUNDED" : t == GLP_UNDEF ? "UNDEFINED" : "???"); xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:", P->obj == NULL ? "" : P->obj, P->obj == NULL ? "" : " = ", P->obj_val, P->dir == GLP_MIN ? "MINimum" : P->dir == GLP_MAX ? "MAXimum" : "???"); xfprintf(fp, "\n"); xfprintf(fp, " No. Row name St Activity Lower bound " " Upper bound Marginal\n"); xfprintf(fp, "------ ------------ -- ------------- ------------- " "------------- -------------\n"); for (i = 1; i <= P->m; i++) { row = P->row[i]; xfprintf(fp, "%6d ", i); if (row->name == NULL || strlen(row->name) <= 12) xfprintf(fp, "%-12s ", row->name == NULL ? "" : row->name); else xfprintf(fp, "%s\n%20s", row->name, ""); xfprintf(fp, "%s ", row->stat == GLP_BS ? "B " : row->stat == GLP_NL ? "NL" : row->stat == GLP_NU ? "NU" : row->stat == GLP_NF ? "NF" : row->stat == GLP_NS ? "NS" : "??"); xfprintf(fp, "%13.6g ", fabs(row->prim) <= 1e-9 ? 0.0 : row->prim); if (row->type == GLP_LO || row->type == GLP_DB || row->type == GLP_FX) xfprintf(fp, "%13.6g ", row->lb); else xfprintf(fp, "%13s ", ""); if (row->type == GLP_UP || row->type == GLP_DB) xfprintf(fp, "%13.6g ", row->ub); else xfprintf(fp, "%13s ", row->type == GLP_FX ? "=" : ""); if (row->stat != GLP_BS) { if (fabs(row->dual) <= 1e-9) xfprintf(fp, "%13s", "< eps"); else xfprintf(fp, "%13.6g ", row->dual); } xfprintf(fp, "\n"); } xfprintf(fp, "\n"); xfprintf(fp, " No. Column name St Activity Lower bound " " Upper bound Marginal\n"); xfprintf(fp, "------ ------------ -- ------------- ------------- " "------------- -------------\n"); for (j = 1; j <= P->n; j++) { col = P->col[j]; xfprintf(fp, "%6d ", j); if (col->name == NULL || strlen(col->name) <= 12) xfprintf(fp, "%-12s ", col->name == NULL ? "" : col->name); else xfprintf(fp, "%s\n%20s", col->name, ""); xfprintf(fp, "%s ", col->stat == GLP_BS ? "B " : col->stat == GLP_NL ? "NL" : col->stat == GLP_NU ? "NU" : col->stat == GLP_NF ? "NF" : col->stat == GLP_NS ? "NS" : "??"); xfprintf(fp, "%13.6g ", fabs(col->prim) <= 1e-9 ? 0.0 : col->prim); if (col->type == GLP_LO || col->type == GLP_DB || col->type == GLP_FX) xfprintf(fp, "%13.6g ", col->lb); else xfprintf(fp, "%13s ", ""); if (col->type == GLP_UP || col->type == GLP_DB) xfprintf(fp, "%13.6g ", col->ub); else xfprintf(fp, "%13s ", col->type == GLP_FX ? "=" : ""); if (col->stat != GLP_BS) { if (fabs(col->dual) <= 1e-9) xfprintf(fp, "%13s", "< eps"); else xfprintf(fp, "%13.6g ", col->dual); } xfprintf(fp, "\n"); } xfprintf(fp, "\n"); xfprintf(fp, "Karush-Kuhn-Tucker optimality conditions:\n"); xfprintf(fp, "\n"); glp_check_kkt(P, GLP_SOL, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, &re_ind); xfprintf(fp, "KKT.PE: max.abs.err = %.2e on row %d\n", ae_max, ae_ind); xfprintf(fp, " max.rel.err = %.2e on row %d\n", re_max, re_ind); xfprintf(fp, "%8s%s\n", "", re_max <= 1e-9 ? "High quality" : re_max <= 1e-6 ? "Medium quality" : re_max <= 1e-3 ? "Low quality" : "PRIMAL SOLUTION IS WRONG"); xfprintf(fp, "\n"); glp_check_kkt(P, GLP_SOL, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, &re_ind); xfprintf(fp, "KKT.PB: max.abs.err = %.2e on %s %d\n", ae_max, ae_ind <= P->m ? "row" : "column", ae_ind <= P->m ? ae_ind : ae_ind - P->m); xfprintf(fp, " max.rel.err = %.2e on %s %d\n", re_max, re_ind <= P->m ? "row" : "column", re_ind <= P->m ? re_ind : re_ind - P->m); xfprintf(fp, "%8s%s\n", "", re_max <= 1e-9 ? "High quality" : re_max <= 1e-6 ? "Medium quality" : re_max <= 1e-3 ? "Low quality" : "PRIMAL SOLUTION IS INFEASIBL" "E"); xfprintf(fp, "\n"); glp_check_kkt(P, GLP_SOL, GLP_KKT_DE, &ae_max, &ae_ind, &re_max, &re_ind); xfprintf(fp, "KKT.DE: max.abs.err = %.2e on column %d\n", ae_max, ae_ind == 0 ? 0 : ae_ind - P->m); xfprintf(fp, " max.rel.err = %.2e on column %d\n", re_max, re_ind == 0 ? 0 : re_ind - P->m); xfprintf(fp, "%8s%s\n", "", re_max <= 1e-9 ? "High quality" : re_max <= 1e-6 ? "Medium quality" : re_max <= 1e-3 ? "Low quality" : "DUAL SOLUTION IS WRONG"); xfprintf(fp, "\n"); glp_check_kkt(P, GLP_SOL, GLP_KKT_DB, &ae_max, &ae_ind, &re_max, &re_ind); xfprintf(fp, "KKT.DB: max.abs.err = %.2e on %s %d\n", ae_max, ae_ind <= P->m ? "row" : "column", ae_ind <= P->m ? ae_ind : ae_ind - P->m); xfprintf(fp, " max.rel.err = %.2e on %s %d\n", re_max, re_ind <= P->m ? "row" : "column", re_ind <= P->m ? re_ind : re_ind - P->m); xfprintf(fp, "%8s%s\n", "", re_max <= 1e-9 ? "High quality" : re_max <= 1e-6 ? "Medium quality" : re_max <= 1e-3 ? "Low quality" : "DUAL SOLUTION IS INFEASIBLE") ; xfprintf(fp, "\n"); xfprintf(fp, "End of output\n"); #if 0 /* FIXME */ xfflush(fp); #endif if (glp_ioerr(fp)) { xprintf("Write error on '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } ret = 0; done: if (fp != NULL) glp_close(fp); return ret; } /*********************************************************************** * NAME * * glp_read_sol - read basic solution from text file * * SYNOPSIS * * int glp_read_sol(glp_prob *lp, const char *fname); * * DESCRIPTION * * The routine glp_read_sol reads basic solution from a text file whose * name is specified by the parameter fname into the problem object. * * For the file format see description of the routine glp_write_sol. * * RETURNS * * On success the routine returns zero, otherwise non-zero. */ int glp_read_sol(glp_prob *lp, const char *fname) { glp_data *data; jmp_buf jump; int i, j, k, ret = 0; xprintf("Reading basic solution from '%s'...\n", fname); data = glp_sdf_open_file(fname); if (data == NULL) { ret = 1; goto done; } if (setjmp(jump)) { ret = 1; goto done; } glp_sdf_set_jump(data, jump); /* number of rows, number of columns */ k = glp_sdf_read_int(data); if (k != lp->m) glp_sdf_error(data, "wrong number of rows\n"); k = glp_sdf_read_int(data); if (k != lp->n) glp_sdf_error(data, "wrong number of columns\n"); /* primal status, dual status, objective value */ k = glp_sdf_read_int(data); if (!(k == GLP_UNDEF || k == GLP_FEAS || k == GLP_INFEAS || k == GLP_NOFEAS)) glp_sdf_error(data, "invalid primal status\n"); lp->pbs_stat = k; k = glp_sdf_read_int(data); if (!(k == GLP_UNDEF || k == GLP_FEAS || k == GLP_INFEAS || k == GLP_NOFEAS)) glp_sdf_error(data, "invalid dual status\n"); lp->dbs_stat = k; lp->obj_val = glp_sdf_read_num(data); /* rows (auxiliary variables) */ for (i = 1; i <= lp->m; i++) { GLPROW *row = lp->row[i]; /* status, primal value, dual value */ k = glp_sdf_read_int(data); if (!(k == GLP_BS || k == GLP_NL || k == GLP_NU || k == GLP_NF || k == GLP_NS)) glp_sdf_error(data, "invalid row status\n"); glp_set_row_stat(lp, i, k); row->prim = glp_sdf_read_num(data); row->dual = glp_sdf_read_num(data); } /* columns (structural variables) */ for (j = 1; j <= lp->n; j++) { GLPCOL *col = lp->col[j]; /* status, primal value, dual value */ k = glp_sdf_read_int(data); if (!(k == GLP_BS || k == GLP_NL || k == GLP_NU || k == GLP_NF || k == GLP_NS)) glp_sdf_error(data, "invalid column status\n"); glp_set_col_stat(lp, j, k); col->prim = glp_sdf_read_num(data); col->dual = glp_sdf_read_num(data); } xprintf("%d lines were read\n", glp_sdf_line(data)); done: if (ret) lp->pbs_stat = lp->dbs_stat = GLP_UNDEF; if (data != NULL) glp_sdf_close_file(data); return ret; } /*********************************************************************** * NAME * * glp_write_sol - write basic solution to text file * * SYNOPSIS * * int glp_write_sol(glp_prob *lp, const char *fname); * * DESCRIPTION * * The routine glp_write_sol writes the current basic solution to a * text file whose name is specified by the parameter fname. This file * can be read back with the routine glp_read_sol. * * RETURNS * * On success the routine returns zero, otherwise non-zero. * * FILE FORMAT * * The file created by the routine glp_write_sol is a plain text file, * which contains the following information: * * m n * p_stat d_stat obj_val * r_stat[1] r_prim[1] r_dual[1] * . . . * r_stat[m] r_prim[m] r_dual[m] * c_stat[1] c_prim[1] c_dual[1] * . . . * c_stat[n] c_prim[n] c_dual[n] * * where: * m is the number of rows (auxiliary variables); * n is the number of columns (structural variables); * p_stat is the primal status of the basic solution (GLP_UNDEF = 1, * GLP_FEAS = 2, GLP_INFEAS = 3, or GLP_NOFEAS = 4); * d_stat is the dual status of the basic solution (GLP_UNDEF = 1, * GLP_FEAS = 2, GLP_INFEAS = 3, or GLP_NOFEAS = 4); * obj_val is the objective value; * r_stat[i], i = 1,...,m, is the status of i-th row (GLP_BS = 1, * GLP_NL = 2, GLP_NU = 3, GLP_NF = 4, or GLP_NS = 5); * r_prim[i], i = 1,...,m, is the primal value of i-th row; * r_dual[i], i = 1,...,m, is the dual value of i-th row; * c_stat[j], j = 1,...,n, is the status of j-th column (GLP_BS = 1, * GLP_NL = 2, GLP_NU = 3, GLP_NF = 4, or GLP_NS = 5); * c_prim[j], j = 1,...,n, is the primal value of j-th column; * c_dual[j], j = 1,...,n, is the dual value of j-th column. */ int glp_write_sol(glp_prob *lp, const char *fname) { glp_file *fp; int i, j, ret = 0; xprintf("Writing basic solution to '%s'...\n", fname); fp = glp_open(fname, "w"); if (fp == NULL) { xprintf("Unable to create '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } /* number of rows, number of columns */ xfprintf(fp, "%d %d\n", lp->m, lp->n); /* primal status, dual status, objective value */ xfprintf(fp, "%d %d %.*g\n", lp->pbs_stat, lp->dbs_stat, DBL_DIG, lp->obj_val); /* rows (auxiliary variables) */ for (i = 1; i <= lp->m; i++) { GLPROW *row = lp->row[i]; /* status, primal value, dual value */ xfprintf(fp, "%d %.*g %.*g\n", row->stat, DBL_DIG, row->prim, DBL_DIG, row->dual); } /* columns (structural variables) */ for (j = 1; j <= lp->n; j++) { GLPCOL *col = lp->col[j]; /* status, primal value, dual value */ xfprintf(fp, "%d %.*g %.*g\n", col->stat, DBL_DIG, col->prim, DBL_DIG, col->dual); } #if 0 /* FIXME */ xfflush(fp); #endif if (glp_ioerr(fp)) { xprintf("Write error on '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } xprintf("%d lines were written\n", 2 + lp->m + lp->n); done: if (fp != NULL) glp_close(fp); return ret; } /**********************************************************************/ static char *format(char buf[13+1], double x) { /* format floating-point number in MPS/360-like style */ if (x == -DBL_MAX) strcpy(buf, " -Inf"); else if (x == +DBL_MAX) strcpy(buf, " +Inf"); else if (fabs(x) <= 999999.99998) { sprintf(buf, "%13.5f", x); #if 1 if (strcmp(buf, " 0.00000") == 0 || strcmp(buf, " -0.00000") == 0) strcpy(buf, " . "); else if (memcmp(buf, " 0.", 8) == 0) memcpy(buf, " .", 8); else if (memcmp(buf, " -0.", 8) == 0) memcpy(buf, " -.", 8); #endif } else sprintf(buf, "%13.6g", x); return buf; } int glp_print_ranges(glp_prob *P, int len, const int list[], int flags, const char *fname) { /* print sensitivity analysis report */ glp_file *fp = NULL; GLPROW *row; GLPCOL *col; int m, n, pass, k, t, numb, type, stat, var1, var2, count, page, ret; double lb, ub, slack, coef, prim, dual, value1, value2, coef1, coef2, obj1, obj2; const char *name, *limit; char buf[13+1]; /* sanity checks */ if (P == NULL || P->magic != GLP_PROB_MAGIC) xerror("glp_print_ranges: P = %p; invalid problem object\n", P); m = P->m, n = P->n; if (len < 0) xerror("glp_print_ranges: len = %d; invalid list length\n", len); if (len > 0) { if (list == NULL) xerror("glp_print_ranges: list = %p: invalid parameter\n", list); for (t = 1; t <= len; t++) { k = list[t]; if (!(1 <= k && k <= m+n)) xerror("glp_print_ranges: list[%d] = %d; row/column numb" "er out of range\n", t, k); } } if (flags != 0) xerror("glp_print_ranges: flags = %d; invalid parameter\n", flags); if (fname == NULL) xerror("glp_print_ranges: fname = %p; invalid parameter\n", fname); if (glp_get_status(P) != GLP_OPT) { xprintf("glp_print_ranges: optimal basic solution required\n"); ret = 1; goto done; } if (!glp_bf_exists(P)) { xprintf("glp_print_ranges: basis factorization required\n"); ret = 2; goto done; } /* start reporting */ xprintf("Write sensitivity analysis report to '%s'...\n", fname); fp = glp_open(fname, "w"); if (fp == NULL) { xprintf("Unable to create '%s' - %s\n", fname, get_err_msg()); ret = 3; goto done; } page = count = 0; for (pass = 1; pass <= 2; pass++) for (t = 1; t <= (len == 0 ? m+n : len); t++) { if (t == 1) count = 0; k = (len == 0 ? t : list[t]); if (pass == 1 && k > m || pass == 2 && k <= m) continue; if (count == 0) { xfprintf(fp, "GLPK %d.%d - SENSITIVITY ANALYSIS REPORT%73sPa" "ge%4d\n", GLP_MAJOR_VERSION, GLP_MINOR_VERSION, "", ++page); xfprintf(fp, "\n"); xfprintf(fp, "%-12s%s\n", "Problem:", P->name == NULL ? "" : P->name); xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:", P->obj == NULL ? "" : P->obj, P->obj == NULL ? "" : " = ", P->obj_val, P->dir == GLP_MIN ? "MINimum" : P->dir == GLP_MAX ? "MAXimum" : "???"); xfprintf(fp, "\n"); xfprintf(fp, "%6s %-12s %2s %13s %13s %13s %13s %13s %13s " "%s\n", "No.", pass == 1 ? "Row name" : "Column name", "St", "Activity", pass == 1 ? "Slack" : "Obj coef", "Lower bound", "Activity", "Obj coef", "Obj value at", "Limiting"); xfprintf(fp, "%6s %-12s %2s %13s %13s %13s %13s %13s %13s " "%s\n", "", "", "", "", "Marginal", "Upper bound", "range", "range", "break point", "variable"); xfprintf(fp, "------ ------------ -- ------------- --------" "----- ------------- ------------- ------------- ------" "------- ------------\n"); } if (pass == 1) { numb = k; xassert(1 <= numb && numb <= m); row = P->row[numb]; name = row->name; type = row->type; lb = glp_get_row_lb(P, numb); ub = glp_get_row_ub(P, numb); coef = 0.0; stat = row->stat; prim = row->prim; if (type == GLP_FR) slack = - prim; else if (type == GLP_LO) slack = lb - prim; else if (type == GLP_UP || type == GLP_DB || type == GLP_FX) slack = ub - prim; dual = row->dual; } else { numb = k - m; xassert(1 <= numb && numb <= n); col = P->col[numb]; name = col->name; lb = glp_get_col_lb(P, numb); ub = glp_get_col_ub(P, numb); coef = col->coef; stat = col->stat; prim = col->prim; slack = 0.0; dual = col->dual; } if (stat != GLP_BS) { glp_analyze_bound(P, k, &value1, &var1, &value2, &var2); if (stat == GLP_NF) coef1 = coef2 = coef; else if (stat == GLP_NS) coef1 = -DBL_MAX, coef2 = +DBL_MAX; else if (stat == GLP_NL && P->dir == GLP_MIN || stat == GLP_NU && P->dir == GLP_MAX) coef1 = coef - dual, coef2 = +DBL_MAX; else coef1 = -DBL_MAX, coef2 = coef - dual; if (value1 == -DBL_MAX) { if (dual < -1e-9) obj1 = +DBL_MAX; else if (dual > +1e-9) obj1 = -DBL_MAX; else obj1 = P->obj_val; } else obj1 = P->obj_val + dual * (value1 - prim); if (value2 == +DBL_MAX) { if (dual < -1e-9) obj2 = -DBL_MAX; else if (dual > +1e-9) obj2 = +DBL_MAX; else obj2 = P->obj_val; } else obj2 = P->obj_val + dual * (value2 - prim); } else { glp_analyze_coef(P, k, &coef1, &var1, &value1, &coef2, &var2, &value2); if (coef1 == -DBL_MAX) { if (prim < -1e-9) obj1 = +DBL_MAX; else if (prim > +1e-9) obj1 = -DBL_MAX; else obj1 = P->obj_val; } else obj1 = P->obj_val + (coef1 - coef) * prim; if (coef2 == +DBL_MAX) { if (prim < -1e-9) obj2 = -DBL_MAX; else if (prim > +1e-9) obj2 = +DBL_MAX; else obj2 = P->obj_val; } else obj2 = P->obj_val + (coef2 - coef) * prim; } /*** first line ***/ /* row/column number */ xfprintf(fp, "%6d", numb); /* row/column name */ xfprintf(fp, " %-12.12s", name == NULL ? "" : name); if (name != NULL && strlen(name) > 12) xfprintf(fp, "%s\n%6s %12s", name+12, "", ""); /* row/column status */ xfprintf(fp, " %2s", stat == GLP_BS ? "BS" : stat == GLP_NL ? "NL" : stat == GLP_NU ? "NU" : stat == GLP_NF ? "NF" : stat == GLP_NS ? "NS" : "??"); /* row/column activity */ xfprintf(fp, " %s", format(buf, prim)); /* row slack, column objective coefficient */ xfprintf(fp, " %s", format(buf, k <= m ? slack : coef)); /* row/column lower bound */ xfprintf(fp, " %s", format(buf, lb)); /* row/column activity range */ xfprintf(fp, " %s", format(buf, value1)); /* row/column objective coefficient range */ xfprintf(fp, " %s", format(buf, coef1)); /* objective value at break point */ xfprintf(fp, " %s", format(buf, obj1)); /* limiting variable name */ if (var1 != 0) { if (var1 <= m) limit = glp_get_row_name(P, var1); else limit = glp_get_col_name(P, var1 - m); if (limit != NULL) xfprintf(fp, " %s", limit); } xfprintf(fp, "\n"); /*** second line ***/ xfprintf(fp, "%6s %-12s %2s %13s", "", "", "", ""); /* row/column reduced cost */ xfprintf(fp, " %s", format(buf, dual)); /* row/column upper bound */ xfprintf(fp, " %s", format(buf, ub)); /* row/column activity range */ xfprintf(fp, " %s", format(buf, value2)); /* row/column objective coefficient range */ xfprintf(fp, " %s", format(buf, coef2)); /* objective value at break point */ xfprintf(fp, " %s", format(buf, obj2)); /* limiting variable name */ if (var2 != 0) { if (var2 <= m) limit = glp_get_row_name(P, var2); else limit = glp_get_col_name(P, var2 - m); if (limit != NULL) xfprintf(fp, " %s", limit); } xfprintf(fp, "\n"); xfprintf(fp, "\n"); /* print 10 items per page */ count = (count + 1) % 10; } xfprintf(fp, "End of report\n"); #if 0 /* FIXME */ xfflush(fp); #endif if (glp_ioerr(fp)) { xprintf("Write error on '%s' - %s\n", fname, get_err_msg()); ret = 4; goto done; } ret = 0; done: if (fp != NULL) glp_close(fp); return ret; } /**********************************************************************/ int glp_print_ipt(glp_prob *P, const char *fname) { /* write interior-point solution in printable format */ glp_file *fp; GLPROW *row; GLPCOL *col; int i, j, t, ae_ind, re_ind, ret; double ae_max, re_max; xprintf("Writing interior-point solution to '%s'...\n", fname); fp = glp_open(fname, "w"); if (fp == NULL) { xprintf("Unable to create '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } xfprintf(fp, "%-12s%s\n", "Problem:", P->name == NULL ? "" : P->name); xfprintf(fp, "%-12s%d\n", "Rows:", P->m); xfprintf(fp, "%-12s%d\n", "Columns:", P->n); xfprintf(fp, "%-12s%d\n", "Non-zeros:", P->nnz); t = glp_ipt_status(P); xfprintf(fp, "%-12s%s\n", "Status:", t == GLP_OPT ? "OPTIMAL" : t == GLP_UNDEF ? "UNDEFINED" : t == GLP_INFEAS ? "INFEASIBLE (INTERMEDIATE)" : t == GLP_NOFEAS ? "INFEASIBLE (FINAL)" : "???"); xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:", P->obj == NULL ? "" : P->obj, P->obj == NULL ? "" : " = ", P->ipt_obj, P->dir == GLP_MIN ? "MINimum" : P->dir == GLP_MAX ? "MAXimum" : "???"); xfprintf(fp, "\n"); xfprintf(fp, " No. Row name Activity Lower bound " " Upper bound Marginal\n"); xfprintf(fp, "------ ------------ ------------- ------------- " "------------- -------------\n"); for (i = 1; i <= P->m; i++) { row = P->row[i]; xfprintf(fp, "%6d ", i); if (row->name == NULL || strlen(row->name) <= 12) xfprintf(fp, "%-12s ", row->name == NULL ? "" : row->name); else xfprintf(fp, "%s\n%20s", row->name, ""); xfprintf(fp, "%3s", ""); xfprintf(fp, "%13.6g ", fabs(row->pval) <= 1e-9 ? 0.0 : row->pval); if (row->type == GLP_LO || row->type == GLP_DB || row->type == GLP_FX) xfprintf(fp, "%13.6g ", row->lb); else xfprintf(fp, "%13s ", ""); if (row->type == GLP_UP || row->type == GLP_DB) xfprintf(fp, "%13.6g ", row->ub); else xfprintf(fp, "%13s ", row->type == GLP_FX ? "=" : ""); if (fabs(row->dval) <= 1e-9) xfprintf(fp, "%13s", "< eps"); else xfprintf(fp, "%13.6g ", row->dval); xfprintf(fp, "\n"); } xfprintf(fp, "\n"); xfprintf(fp, " No. Column name Activity Lower bound " " Upper bound Marginal\n"); xfprintf(fp, "------ ------------ ------------- ------------- " "------------- -------------\n"); for (j = 1; j <= P->n; j++) { col = P->col[j]; xfprintf(fp, "%6d ", j); if (col->name == NULL || strlen(col->name) <= 12) xfprintf(fp, "%-12s ", col->name == NULL ? "" : col->name); else xfprintf(fp, "%s\n%20s", col->name, ""); xfprintf(fp, "%3s", ""); xfprintf(fp, "%13.6g ", fabs(col->pval) <= 1e-9 ? 0.0 : col->pval); if (col->type == GLP_LO || col->type == GLP_DB || col->type == GLP_FX) xfprintf(fp, "%13.6g ", col->lb); else xfprintf(fp, "%13s ", ""); if (col->type == GLP_UP || col->type == GLP_DB) xfprintf(fp, "%13.6g ", col->ub); else xfprintf(fp, "%13s ", col->type == GLP_FX ? "=" : ""); if (fabs(col->dval) <= 1e-9) xfprintf(fp, "%13s", "< eps"); else xfprintf(fp, "%13.6g ", col->dval); xfprintf(fp, "\n"); } xfprintf(fp, "\n"); xfprintf(fp, "Karush-Kuhn-Tucker optimality conditions:\n"); xfprintf(fp, "\n"); glp_check_kkt(P, GLP_IPT, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, &re_ind); xfprintf(fp, "KKT.PE: max.abs.err = %.2e on row %d\n", ae_max, ae_ind); xfprintf(fp, " max.rel.err = %.2e on row %d\n", re_max, re_ind); xfprintf(fp, "%8s%s\n", "", re_max <= 1e-9 ? "High quality" : re_max <= 1e-6 ? "Medium quality" : re_max <= 1e-3 ? "Low quality" : "PRIMAL SOLUTION IS WRONG"); xfprintf(fp, "\n"); glp_check_kkt(P, GLP_IPT, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, &re_ind); xfprintf(fp, "KKT.PB: max.abs.err = %.2e on %s %d\n", ae_max, ae_ind <= P->m ? "row" : "column", ae_ind <= P->m ? ae_ind : ae_ind - P->m); xfprintf(fp, " max.rel.err = %.2e on %s %d\n", re_max, re_ind <= P->m ? "row" : "column", re_ind <= P->m ? re_ind : re_ind - P->m); xfprintf(fp, "%8s%s\n", "", re_max <= 1e-9 ? "High quality" : re_max <= 1e-6 ? "Medium quality" : re_max <= 1e-3 ? "Low quality" : "PRIMAL SOLUTION IS INFEASIBL" "E"); xfprintf(fp, "\n"); glp_check_kkt(P, GLP_IPT, GLP_KKT_DE, &ae_max, &ae_ind, &re_max, &re_ind); xfprintf(fp, "KKT.DE: max.abs.err = %.2e on column %d\n", ae_max, ae_ind == 0 ? 0 : ae_ind - P->m); xfprintf(fp, " max.rel.err = %.2e on column %d\n", re_max, re_ind == 0 ? 0 : re_ind - P->m); xfprintf(fp, "%8s%s\n", "", re_max <= 1e-9 ? "High quality" : re_max <= 1e-6 ? "Medium quality" : re_max <= 1e-3 ? "Low quality" : "DUAL SOLUTION IS WRONG"); xfprintf(fp, "\n"); glp_check_kkt(P, GLP_IPT, GLP_KKT_DB, &ae_max, &ae_ind, &re_max, &re_ind); xfprintf(fp, "KKT.DB: max.abs.err = %.2e on %s %d\n", ae_max, ae_ind <= P->m ? "row" : "column", ae_ind <= P->m ? ae_ind : ae_ind - P->m); xfprintf(fp, " max.rel.err = %.2e on %s %d\n", re_max, re_ind <= P->m ? "row" : "column", re_ind <= P->m ? re_ind : re_ind - P->m); xfprintf(fp, "%8s%s\n", "", re_max <= 1e-9 ? "High quality" : re_max <= 1e-6 ? "Medium quality" : re_max <= 1e-3 ? "Low quality" : "DUAL SOLUTION IS INFEASIBLE") ; xfprintf(fp, "\n"); xfprintf(fp, "End of output\n"); #if 0 /* FIXME */ xfflush(fp); #endif if (glp_ioerr(fp)) { xprintf("Write error on '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } ret = 0; done: if (fp != NULL) glp_close(fp); return ret; } /*********************************************************************** * NAME * * glp_read_ipt - read interior-point solution from text file * * SYNOPSIS * * int glp_read_ipt(glp_prob *lp, const char *fname); * * DESCRIPTION * * The routine glp_read_ipt reads interior-point solution from a text * file whose name is specified by the parameter fname into the problem * object. * * For the file format see description of the routine glp_write_ipt. * * RETURNS * * On success the routine returns zero, otherwise non-zero. */ int glp_read_ipt(glp_prob *lp, const char *fname) { glp_data *data; jmp_buf jump; int i, j, k, ret = 0; xprintf("Reading interior-point solution from '%s'...\n", fname); data = glp_sdf_open_file(fname); if (data == NULL) { ret = 1; goto done; } if (setjmp(jump)) { ret = 1; goto done; } glp_sdf_set_jump(data, jump); /* number of rows, number of columns */ k = glp_sdf_read_int(data); if (k != lp->m) glp_sdf_error(data, "wrong number of rows\n"); k = glp_sdf_read_int(data); if (k != lp->n) glp_sdf_error(data, "wrong number of columns\n"); /* solution status, objective value */ k = glp_sdf_read_int(data); if (!(k == GLP_UNDEF || k == GLP_OPT)) glp_sdf_error(data, "invalid solution status\n"); lp->ipt_stat = k; lp->ipt_obj = glp_sdf_read_num(data); /* rows (auxiliary variables) */ for (i = 1; i <= lp->m; i++) { GLPROW *row = lp->row[i]; /* primal value, dual value */ row->pval = glp_sdf_read_num(data); row->dval = glp_sdf_read_num(data); } /* columns (structural variables) */ for (j = 1; j <= lp->n; j++) { GLPCOL *col = lp->col[j]; /* primal value, dual value */ col->pval = glp_sdf_read_num(data); col->dval = glp_sdf_read_num(data); } xprintf("%d lines were read\n", glp_sdf_line(data)); done: if (ret) lp->ipt_stat = GLP_UNDEF; if (data != NULL) glp_sdf_close_file(data); return ret; } /*********************************************************************** * NAME * * glp_write_ipt - write interior-point solution to text file * * SYNOPSIS * * int glp_write_ipt(glp_prob *lp, const char *fname); * * DESCRIPTION * * The routine glp_write_ipt writes the current interior-point solution * to a text file whose name is specified by the parameter fname. This * file can be read back with the routine glp_read_ipt. * * RETURNS * * On success the routine returns zero, otherwise non-zero. * * FILE FORMAT * * The file created by the routine glp_write_ipt is a plain text file, * which contains the following information: * * m n * stat obj_val * r_prim[1] r_dual[1] * . . . * r_prim[m] r_dual[m] * c_prim[1] c_dual[1] * . . . * c_prim[n] c_dual[n] * * where: * m is the number of rows (auxiliary variables); * n is the number of columns (structural variables); * stat is the solution status (GLP_UNDEF = 1 or GLP_OPT = 5); * obj_val is the objective value; * r_prim[i], i = 1,...,m, is the primal value of i-th row; * r_dual[i], i = 1,...,m, is the dual value of i-th row; * c_prim[j], j = 1,...,n, is the primal value of j-th column; * c_dual[j], j = 1,...,n, is the dual value of j-th column. */ int glp_write_ipt(glp_prob *lp, const char *fname) { glp_file *fp; int i, j, ret = 0; xprintf("Writing interior-point solution to '%s'...\n", fname); fp = glp_open(fname, "w"); if (fp == NULL) { xprintf("Unable to create '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } /* number of rows, number of columns */ xfprintf(fp, "%d %d\n", lp->m, lp->n); /* solution status, objective value */ xfprintf(fp, "%d %.*g\n", lp->ipt_stat, DBL_DIG, lp->ipt_obj); /* rows (auxiliary variables) */ for (i = 1; i <= lp->m; i++) { GLPROW *row = lp->row[i]; /* primal value, dual value */ xfprintf(fp, "%.*g %.*g\n", DBL_DIG, row->pval, DBL_DIG, row->dval); } /* columns (structural variables) */ for (j = 1; j <= lp->n; j++) { GLPCOL *col = lp->col[j]; /* primal value, dual value */ xfprintf(fp, "%.*g %.*g\n", DBL_DIG, col->pval, DBL_DIG, col->dval); } #if 0 /* FIXME */ xfflush(fp); #endif if (glp_ioerr(fp)) { xprintf("Write error on '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } xprintf("%d lines were written\n", 2 + lp->m + lp->n); done: if (fp != NULL) glp_close(fp); return ret; } /**********************************************************************/ int glp_print_mip(glp_prob *P, const char *fname) { /* write MIP solution in printable format */ glp_file *fp; GLPROW *row; GLPCOL *col; int i, j, t, ae_ind, re_ind, ret; double ae_max, re_max; xprintf("Writing MIP solution to '%s'...\n", fname); fp = glp_open(fname, "w"); if (fp == NULL) { xprintf("Unable to create '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } xfprintf(fp, "%-12s%s\n", "Problem:", P->name == NULL ? "" : P->name); xfprintf(fp, "%-12s%d\n", "Rows:", P->m); xfprintf(fp, "%-12s%d (%d integer, %d binary)\n", "Columns:", P->n, glp_get_num_int(P), glp_get_num_bin(P)); xfprintf(fp, "%-12s%d\n", "Non-zeros:", P->nnz); t = glp_mip_status(P); xfprintf(fp, "%-12s%s\n", "Status:", t == GLP_OPT ? "INTEGER OPTIMAL" : t == GLP_FEAS ? "INTEGER NON-OPTIMAL" : t == GLP_NOFEAS ? "INTEGER EMPTY" : t == GLP_UNDEF ? "INTEGER UNDEFINED" : "???"); xfprintf(fp, "%-12s%s%s%.10g (%s)\n", "Objective:", P->obj == NULL ? "" : P->obj, P->obj == NULL ? "" : " = ", P->mip_obj, P->dir == GLP_MIN ? "MINimum" : P->dir == GLP_MAX ? "MAXimum" : "???"); xfprintf(fp, "\n"); xfprintf(fp, " No. Row name Activity Lower bound " " Upper bound\n"); xfprintf(fp, "------ ------------ ------------- ------------- " "-------------\n"); for (i = 1; i <= P->m; i++) { row = P->row[i]; xfprintf(fp, "%6d ", i); if (row->name == NULL || strlen(row->name) <= 12) xfprintf(fp, "%-12s ", row->name == NULL ? "" : row->name); else xfprintf(fp, "%s\n%20s", row->name, ""); xfprintf(fp, "%3s", ""); xfprintf(fp, "%13.6g ", fabs(row->mipx) <= 1e-9 ? 0.0 : row->mipx); if (row->type == GLP_LO || row->type == GLP_DB || row->type == GLP_FX) xfprintf(fp, "%13.6g ", row->lb); else xfprintf(fp, "%13s ", ""); if (row->type == GLP_UP || row->type == GLP_DB) xfprintf(fp, "%13.6g ", row->ub); else xfprintf(fp, "%13s ", row->type == GLP_FX ? "=" : ""); xfprintf(fp, "\n"); } xfprintf(fp, "\n"); xfprintf(fp, " No. Column name Activity Lower bound " " Upper bound\n"); xfprintf(fp, "------ ------------ ------------- ------------- " "-------------\n"); for (j = 1; j <= P->n; j++) { col = P->col[j]; xfprintf(fp, "%6d ", j); if (col->name == NULL || strlen(col->name) <= 12) xfprintf(fp, "%-12s ", col->name == NULL ? "" : col->name); else xfprintf(fp, "%s\n%20s", col->name, ""); xfprintf(fp, "%s ", col->kind == GLP_CV ? " " : col->kind == GLP_IV ? "*" : "?"); xfprintf(fp, "%13.6g ", fabs(col->mipx) <= 1e-9 ? 0.0 : col->mipx); if (col->type == GLP_LO || col->type == GLP_DB || col->type == GLP_FX) xfprintf(fp, "%13.6g ", col->lb); else xfprintf(fp, "%13s ", ""); if (col->type == GLP_UP || col->type == GLP_DB) xfprintf(fp, "%13.6g ", col->ub); else xfprintf(fp, "%13s ", col->type == GLP_FX ? "=" : ""); xfprintf(fp, "\n"); } xfprintf(fp, "\n"); xfprintf(fp, "Integer feasibility conditions:\n"); xfprintf(fp, "\n"); glp_check_kkt(P, GLP_MIP, GLP_KKT_PE, &ae_max, &ae_ind, &re_max, &re_ind); xfprintf(fp, "KKT.PE: max.abs.err = %.2e on row %d\n", ae_max, ae_ind); xfprintf(fp, " max.rel.err = %.2e on row %d\n", re_max, re_ind); xfprintf(fp, "%8s%s\n", "", re_max <= 1e-9 ? "High quality" : re_max <= 1e-6 ? "Medium quality" : re_max <= 1e-3 ? "Low quality" : "SOLUTION IS WRONG"); xfprintf(fp, "\n"); glp_check_kkt(P, GLP_MIP, GLP_KKT_PB, &ae_max, &ae_ind, &re_max, &re_ind); xfprintf(fp, "KKT.PB: max.abs.err = %.2e on %s %d\n", ae_max, ae_ind <= P->m ? "row" : "column", ae_ind <= P->m ? ae_ind : ae_ind - P->m); xfprintf(fp, " max.rel.err = %.2e on %s %d\n", re_max, re_ind <= P->m ? "row" : "column", re_ind <= P->m ? re_ind : re_ind - P->m); xfprintf(fp, "%8s%s\n", "", re_max <= 1e-9 ? "High quality" : re_max <= 1e-6 ? "Medium quality" : re_max <= 1e-3 ? "Low quality" : "SOLUTION IS INFEASIBLE"); xfprintf(fp, "\n"); xfprintf(fp, "End of output\n"); #if 0 /* FIXME */ xfflush(fp); #endif if (glp_ioerr(fp)) { xprintf("Write error on '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } ret = 0; done: if (fp != NULL) glp_close(fp); return ret; } /*********************************************************************** * NAME * * glp_read_mip - read MIP solution from text file * * SYNOPSIS * * int glp_read_mip(glp_prob *mip, const char *fname); * * DESCRIPTION * * The routine glp_read_mip reads MIP solution from a text file whose * name is specified by the parameter fname into the problem object. * * For the file format see description of the routine glp_write_mip. * * RETURNS * * On success the routine returns zero, otherwise non-zero. */ int glp_read_mip(glp_prob *mip, const char *fname) { glp_data *data; jmp_buf jump; int i, j, k, ret = 0; xprintf("Reading MIP solution from '%s'...\n", fname); data = glp_sdf_open_file(fname); if (data == NULL) { ret = 1; goto done; } if (setjmp(jump)) { ret = 1; goto done; } glp_sdf_set_jump(data, jump); /* number of rows, number of columns */ k = glp_sdf_read_int(data); if (k != mip->m) glp_sdf_error(data, "wrong number of rows\n"); k = glp_sdf_read_int(data); if (k != mip->n) glp_sdf_error(data, "wrong number of columns\n"); /* solution status, objective value */ k = glp_sdf_read_int(data); if (!(k == GLP_UNDEF || k == GLP_OPT || k == GLP_FEAS || k == GLP_NOFEAS)) glp_sdf_error(data, "invalid solution status\n"); mip->mip_stat = k; mip->mip_obj = glp_sdf_read_num(data); /* rows (auxiliary variables) */ for (i = 1; i <= mip->m; i++) { GLPROW *row = mip->row[i]; row->mipx = glp_sdf_read_num(data); } /* columns (structural variables) */ for (j = 1; j <= mip->n; j++) { GLPCOL *col = mip->col[j]; col->mipx = glp_sdf_read_num(data); if (col->kind == GLP_IV && col->mipx != floor(col->mipx)) glp_sdf_error(data, "non-integer column value"); } xprintf("%d lines were read\n", glp_sdf_line(data)); done: if (ret) mip->mip_stat = GLP_UNDEF; if (data != NULL) glp_sdf_close_file(data); return ret; } /*********************************************************************** * NAME * * glp_write_mip - write MIP solution to text file * * SYNOPSIS * * int glp_write_mip(glp_prob *mip, const char *fname); * * DESCRIPTION * * The routine glp_write_mip writes the current MIP solution to a text * file whose name is specified by the parameter fname. This file can * be read back with the routine glp_read_mip. * * RETURNS * * On success the routine returns zero, otherwise non-zero. * * FILE FORMAT * * The file created by the routine glp_write_sol is a plain text file, * which contains the following information: * * m n * stat obj_val * r_val[1] * . . . * r_val[m] * c_val[1] * . . . * c_val[n] * * where: * m is the number of rows (auxiliary variables); * n is the number of columns (structural variables); * stat is the solution status (GLP_UNDEF = 1, GLP_FEAS = 2, * GLP_NOFEAS = 4, or GLP_OPT = 5); * obj_val is the objective value; * r_val[i], i = 1,...,m, is the value of i-th row; * c_val[j], j = 1,...,n, is the value of j-th column. */ int glp_write_mip(glp_prob *mip, const char *fname) { glp_file *fp; int i, j, ret = 0; xprintf("Writing MIP solution to '%s'...\n", fname); fp = glp_open(fname, "w"); if (fp == NULL) { xprintf("Unable to create '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } /* number of rows, number of columns */ xfprintf(fp, "%d %d\n", mip->m, mip->n); /* solution status, objective value */ xfprintf(fp, "%d %.*g\n", mip->mip_stat, DBL_DIG, mip->mip_obj); /* rows (auxiliary variables) */ for (i = 1; i <= mip->m; i++) xfprintf(fp, "%.*g\n", DBL_DIG, mip->row[i]->mipx); /* columns (structural variables) */ for (j = 1; j <= mip->n; j++) xfprintf(fp, "%.*g\n", DBL_DIG, mip->col[j]->mipx); #if 0 /* FIXME */ xfflush(fp); #endif if (glp_ioerr(fp)) { xprintf("Write error on '%s' - %s\n", fname, get_err_msg()); ret = 1; goto done; } xprintf("%d lines were written\n", 2 + mip->m + mip->n); done: if (fp != NULL) glp_close(fp); return ret; } /* eof */