/* $Id$ */ // Copyright (C) 2003, International Business Machines // Corporation and others. All Rights Reserved. // This code is licensed under the terms of the Eclipse Public License (EPL). /* This simple example takes a matrix read in by CoinMpsIo, deletes every second column and solves the resulting problem */ #include "ClpSimplex.hpp" #include "ClpNonLinearCost.hpp" #include "CoinMpsIO.hpp" #include int main(int argc, const char *argv[]) { int status; CoinMpsIO m; if (argc < 2) status = m.readMps("model1.mps", ""); else status = m.readMps(argv[1], ""); if (status) { fprintf(stdout, "Bad readMps %s\n", argv[1]); exit(1); } // Load up model1 - so we can use known good solution ClpSimplex model1; model1.loadProblem(*m.getMatrixByCol(), m.getColLower(), m.getColUpper(), m.getObjCoefficients(), m.getRowLower(), m.getRowUpper()); model1.dual(); // Get data arrays const CoinPackedMatrix * matrix1 = m.getMatrixByCol(); const CoinBigIndex * start1 = matrix1->getVectorStarts(); const int * length1 = matrix1->getVectorLengths(); const int * row1 = matrix1->getIndices(); const double * element1 = matrix1->getElements(); const double * columnLower1 = m.getColLower(); const double * columnUpper1 = m.getColUpper(); const double * rowLower1 = m.getRowLower(); const double * rowUpper1 = m.getRowUpper(); const double * objective1 = m.getObjCoefficients(); int numberColumns = m.getNumCols(); int numberRows = m.getNumRows(); CoinBigIndex numberElements = m.getNumElements(); // Get new arrays int numberColumns2 = (numberColumns + 1); CoinBigIndex * start2 = new CoinBigIndex[numberColumns2+1]; int * row2 = new int[numberElements]; double * element2 = new double[numberElements]; int * segstart = new int[numberColumns+1]; double * breakpt = new double[2*numberColumns]; double * slope = new double[2*numberColumns]; double * objective2 = new double[numberColumns2]; double * columnLower2 = new double[numberColumns2]; double * columnUpper2 = new double[numberColumns2]; double * rowLower2 = new double[numberRows]; double * rowUpper2 = new double[numberRows]; // We need to modify rhs memcpy(rowLower2, rowLower1, numberRows * sizeof(double)); memcpy(rowUpper2, rowUpper1, numberRows * sizeof(double)); double objectiveOffset = 0.0; // For new solution double * newSolution = new double [numberColumns]; const double * oldSolution = model1.primalColumnSolution(); int iColumn; for (iColumn = 0; iColumn < numberColumns; iColumn++) printf("%g ", oldSolution[iColumn]); printf("\n"); numberColumns2 = 0; numberElements = 0; start2[0] = 0; int segptr = 0; segstart[0] = 0; // Now check for duplicates for (iColumn = 0; iColumn < numberColumns; iColumn++) { // test if column identical to next column bool ifcopy = 1; if (iColumn < numberColumns - 1) { int joff = length1[iColumn]; for (CoinBigIndex j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) { if (row1[j] != row1[j+joff]) { ifcopy = 0; break; } if (element1[j] != element1[j+joff]) { ifcopy = 0; break; } } } else { ifcopy = 0; } //if (iColumn>47||iColumn<45) //ifcopy=0; if (ifcopy) { double lo1 = columnLower1[iColumn]; double up1 = columnUpper1[iColumn]; double obj1 = objective1[iColumn]; double sol1 = oldSolution[iColumn]; double lo2 = columnLower1[iColumn+1]; double up2 = columnUpper1[iColumn+1]; double obj2 = objective1[iColumn+1]; double sol2 = oldSolution[iColumn+1]; if (fabs(up1 - lo2) > 1.0e-8) { // try other way double temp; temp = lo1; lo1 = lo2; lo2 = temp; temp = up1; up1 = up2; up2 = temp; temp = obj1; obj1 = obj2; obj2 = temp; temp = sol1; sol1 = sol2; sol2 = temp; assert(fabs(up1 - lo2) < 1.0e-8); } // subtract out from rhs double fixed = up1; // do offset objectiveOffset += fixed * obj2; for (CoinBigIndex j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) { int iRow = row1[j]; double value = element1[j]; if (rowLower2[iRow] > -1.0e30) rowLower2[iRow] -= value * fixed; if (rowUpper2[iRow] < 1.0e30) rowUpper2[iRow] -= value * fixed; } newSolution[numberColumns2] = fixed; if (fabs(sol1 - fixed) > 1.0e-8) newSolution[numberColumns2] = sol1; if (fabs(sol2 - fixed) > 1.0e-8) newSolution[numberColumns2] = sol2; columnLower2[numberColumns2] = lo1; columnUpper2[numberColumns2] = up2; objective2[numberColumns2] = 0.0; breakpt[segptr] = lo1; slope[segptr++] = obj1; breakpt[segptr] = lo2; slope[segptr++] = obj2; for (CoinBigIndex j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) { row2[numberElements] = row1[j]; element2[numberElements++] = element1[j]; } start2[++numberColumns2] = numberElements; breakpt[segptr] = up2; slope[segptr++] = COIN_DBL_MAX; segstart[numberColumns2] = segptr; iColumn++; // skip next column } else { // normal column columnLower2[numberColumns2] = columnLower1[iColumn]; columnUpper2[numberColumns2] = columnUpper1[iColumn]; objective2[numberColumns2] = objective1[iColumn]; breakpt[segptr] = columnLower1[iColumn]; slope[segptr++] = objective1[iColumn]; for (CoinBigIndex j = start1[iColumn]; j < start1[iColumn] + length1[iColumn]; j++) { row2[numberElements] = row1[j]; element2[numberElements++] = element1[j]; } newSolution[numberColumns2] = oldSolution[iColumn]; start2[++numberColumns2] = numberElements; breakpt[segptr] = columnUpper1[iColumn]; slope[segptr++] = COIN_DBL_MAX; segstart[numberColumns2] = segptr; } } // print new number of columns, elements printf("New number of columns = %d\n", numberColumns2); printf("New number of elements = %d\n", numberElements); printf("Objective offset is %g\n", objectiveOffset); ClpSimplex model; // load up model.loadProblem(numberColumns2, numberRows, start2, row2, element2, columnLower2, columnUpper2, objective2, rowLower2, rowUpper2); model.scaling(0); model.setDblParam(ClpObjOffset, -objectiveOffset); // Create nonlinear objective int returnCode = model.createPiecewiseLinearCosts(segstart, breakpt, slope); if( returnCode != 0 ) { printf("Unexpected return code %d from model.createPiecewiseLinearCosts()\n", returnCode); return returnCode; } // delete delete [] segstart; delete [] breakpt; delete [] slope; delete [] start2; delete [] row2 ; delete [] element2; delete [] objective2; delete [] columnLower2; delete [] columnUpper2; delete [] rowLower2; delete [] rowUpper2; // copy in solution - (should be optimal) model.allSlackBasis(); memcpy(model.primalColumnSolution(), newSolution, numberColumns2 * sizeof(double)); //memcpy(model.columnLower(),newSolution,numberColumns2*sizeof(double)); //memcpy(model.columnUpper(),newSolution,numberColumns2*sizeof(double)); delete [] newSolution; //model.setLogLevel(63); const double * solution = model.primalColumnSolution(); double * saveSol = new double[numberColumns2]; memcpy(saveSol, solution, numberColumns2 * sizeof(double)); for (iColumn = 0; iColumn < numberColumns2; iColumn++) printf("%g ", solution[iColumn]); printf("\n"); // solve model.primal(1); for (iColumn = 0; iColumn < numberColumns2; iColumn++) { if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3) printf(" ** was %g ", saveSol[iColumn]); printf("%g ", solution[iColumn]); } printf("\n"); model.primal(1); for (iColumn = 0; iColumn < numberColumns2; iColumn++) { if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3) printf(" ** was %g ", saveSol[iColumn]); printf("%g ", solution[iColumn]); } printf("\n"); model.primal(); for (iColumn = 0; iColumn < numberColumns2; iColumn++) { if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3) printf(" ** was %g ", saveSol[iColumn]); printf("%g ", solution[iColumn]); } printf("\n"); model.allSlackBasis(); for (iColumn = 0; iColumn < numberColumns2; iColumn++) { if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3) printf(" ** was %g ", saveSol[iColumn]); printf("%g ", solution[iColumn]); } printf("\n"); model.setLogLevel(63); model.primal(); for (iColumn = 0; iColumn < numberColumns2; iColumn++) { if (fabs(solution[iColumn] - saveSol[iColumn]) > 1.0e-3) printf(" ** was %g ", saveSol[iColumn]); printf("%g ", solution[iColumn]); } printf("\n"); return 0; }