/* $Id$ */ // Copyright (C) 2005, International Business Machines // Corporation and others. All Rights Reserved. // This code is licensed under the terms of the Eclipse Public License (EPL). // This is a simple example to create a model by column #include "ClpSimplex.hpp" #include "CoinHelperFunctions.hpp" #include "CoinTime.hpp" #include "CoinBuild.hpp" #include "CoinModel.hpp" #include #include int main(int argc, const char *argv[]) { #if COIN_BIG_INDEX<2 { // Empty model ClpSimplex model; // Bounds on rows - as dense vector double lower[] = {2.0, 1.0}; double upper[] = {COIN_DBL_MAX, 1.0}; // Create space for 2 rows model.resize(2, 0); // Fill in int i; // Now row bounds for (i = 0; i < 2; i++) { model.setRowLower(i, lower[i]); model.setRowUpper(i, upper[i]); } // Now add column 1 int column1Index[] = {0, 1}; double column1Value[] = {1.0, 1.0}; model.addColumn(2, column1Index, column1Value, 0.0, 2, 1.0); // Now add column 2 int column2Index[] = {1}; double column2Value[] = { -5.0}; model.addColumn(1, column2Index, column2Value, 0.0, COIN_DBL_MAX, 0.0); // Now add column 3 int column3Index[] = {0, 1}; double column3Value[] = {1.0, 1.0}; model.addColumn(2, column3Index, column3Value, 0.0, 4.0, 4.0); // solve model.dual(); /* Adding one column at a time has a significant overhead so let's try a more complicated but faster way First time adding in 10000 columns one by one */ model.allSlackBasis(); ClpSimplex modelSave = model; double time1 = CoinCpuTime(); int k; for (k = 0; k < 10000; k++) { int column2Index[] = {0, 1}; double column2Value[] = {1.0, -5.0}; model.addColumn(2, column2Index, column2Value, 0.0, 1.0, 10000.0); } printf("Time for 10000 addColumn is %g\n", CoinCpuTime() - time1); model.dual(); model = modelSave; // Now use build CoinBuild buildObject; time1 = CoinCpuTime(); for (k = 0; k < 100000; k++) { int column2Index[] = {0, 1}; double column2Value[] = {1.0, -5.0}; buildObject.addColumn(2, column2Index, column2Value, 0.0, 1.0, 10000.0); } model.addColumns(buildObject); printf("Time for 100000 addColumn using CoinBuild is %g\n", CoinCpuTime() - time1); model.dual(); model = modelSave; // Now use build +-1 int del[] = {0, 1, 2}; model.deleteColumns(3, del); CoinBuild buildObject2; time1 = CoinCpuTime(); for (k = 0; k < 10000; k++) { int column2Index[] = {0, 1}; double column2Value[] = {1.0, 1.0, -1.0}; int bias = k & 1; buildObject2.addColumn(2, column2Index, column2Value + bias, 0.0, 1.0, 10000.0); } model.addColumns(buildObject2, true); printf("Time for 10000 addColumn using CoinBuild+-1 is %g\n", CoinCpuTime() - time1); model.dual(); model = modelSave; // Now use build +-1 model.deleteColumns(3, del); CoinModel modelObject2; time1 = CoinCpuTime(); for (k = 0; k < 10000; k++) { int column2Index[] = {0, 1}; double column2Value[] = {1.0, 1.0, -1.0}; int bias = k & 1; modelObject2.addColumn(2, column2Index, column2Value + bias, 0.0, 1.0, 10000.0); } model.addColumns(modelObject2, true); printf("Time for 10000 addColumn using CoinModel+-1 is %g\n", CoinCpuTime() - time1); //model.writeMps("xx.mps"); model.dual(); model = modelSave; // Now use model CoinModel modelObject; time1 = CoinCpuTime(); for (k = 0; k < 100000; k++) { int column2Index[] = {0, 1}; double column2Value[] = {1.0, -5.0}; modelObject.addColumn(2, column2Index, column2Value, 0.0, 1.0, 10000.0); } model.addColumns(modelObject); printf("Time for 100000 addColumn using CoinModel is %g\n", CoinCpuTime() - time1); model.dual(); // Print column solution Just first 3 columns int numberColumns = model.numberColumns(); numberColumns = CoinMin(3, numberColumns); // Alternatively getColSolution() double * columnPrimal = model.primalColumnSolution(); // Alternatively getReducedCost() double * columnDual = model.dualColumnSolution(); // Alternatively getColLower() double * columnLower = model.columnLower(); // Alternatively getColUpper() double * columnUpper = model.columnUpper(); // Alternatively getObjCoefficients() double * columnObjective = model.objective(); int iColumn; std::cout << " Primal Dual Lower Upper Cost" << std::endl; for (iColumn = 0; iColumn < numberColumns; iColumn++) { double value; std::cout << std::setw(6) << iColumn << " "; value = columnPrimal[iColumn]; if (fabs(value) < 1.0e5) std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value; else std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value; value = columnDual[iColumn]; if (fabs(value) < 1.0e5) std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value; else std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value; value = columnLower[iColumn]; if (fabs(value) < 1.0e5) std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value; else std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value; value = columnUpper[iColumn]; if (fabs(value) < 1.0e5) std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value; else std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value; value = columnObjective[iColumn]; if (fabs(value) < 1.0e5) std::cout << std::setiosflags(std::ios::fixed | std::ios::showpoint) << std::setw(14) << value; else std::cout << std::setiosflags(std::ios::scientific) << std::setw(14) << value; std::cout << std::endl; } std::cout << "--------------------------------------" << std::endl; } { // Now copy a model ClpSimplex model; int status; if (argc < 2) { #if defined(SAMPLEDIR) status = model.readMps(SAMPLEDIR "/p0033.mps", true); #else fprintf(stderr, "Do not know where to find sample MPS files.\n"); exit(1); #endif } else status = model.readMps(argv[1]); if (status) { printf("errors on input\n"); exit(77); } model.initialSolve(); int numberRows = model.numberRows(); int numberColumns = model.numberColumns(); const double * rowLower = model.rowLower(); const double * rowUpper = model.rowUpper(); // Start off model2 ClpSimplex model2; model2.addRows(numberRows, rowLower, rowUpper, NULL); // Build object CoinBuild buildObject; // Add columns const double * columnLower = model.columnLower(); const double * columnUpper = model.columnUpper(); const double * objective = model.objective(); CoinPackedMatrix * matrix = model.matrix(); const int * row = matrix->getIndices(); const int * columnLength = matrix->getVectorLengths(); const CoinBigIndex * columnStart = matrix->getVectorStarts(); const double * elementByColumn = matrix->getElements(); for (int iColumn = 0; iColumn < numberColumns; iColumn++) { CoinBigIndex start = columnStart[iColumn]; buildObject.addColumn(columnLength[iColumn], row + start, elementByColumn + start, columnLower[iColumn], columnUpper[iColumn], objective[iColumn]); } // add in model2.addColumns(buildObject); model2.initialSolve(); } { // and again ClpSimplex model; int status; if (argc < 2) { #if defined(SAMPLEDIR) status = model.readMps(SAMPLEDIR "/p0033.mps", true); #else fprintf(stderr, "Do not know where to find sample MPS files.\n"); exit(1); #endif } else status = model.readMps(argv[1]); if (status) { printf("errors on input\n"); exit(77); } model.initialSolve(); int numberRows = model.numberRows(); int numberColumns = model.numberColumns(); const double * rowLower = model.rowLower(); const double * rowUpper = model.rowUpper(); // Build object CoinModel buildObject; for (int iRow = 0; iRow < numberRows; iRow++) buildObject.setRowBounds(iRow, rowLower[iRow], rowUpper[iRow]); // Add columns const double * columnLower = model.columnLower(); const double * columnUpper = model.columnUpper(); const double * objective = model.objective(); CoinPackedMatrix * matrix = model.matrix(); const int * row = matrix->getIndices(); const int * columnLength = matrix->getVectorLengths(); const CoinBigIndex * columnStart = matrix->getVectorStarts(); const double * elementByColumn = matrix->getElements(); for (int iColumn = 0; iColumn < numberColumns; iColumn++) { CoinBigIndex start = columnStart[iColumn]; buildObject.addColumn(columnLength[iColumn], row + start, elementByColumn + start, columnLower[iColumn], columnUpper[iColumn], objective[iColumn]); } // add in ClpSimplex model2; model2.loadProblem(buildObject); model2.initialSolve(); } #else printf("addColumns not available with COIN_BIG_INDEX=2\n"); #endif return 0; }