Example lpex6.c

The example, lpex6.c, resembles one you may have studied in the ILOG CPLEX Getting Started manual, lpex1.c. This example differs from that one in these ways:

The application begins with declarations of arrays to store the solution of the problem. Then, before it calls any other ILOG CPLEX routine, the application invokes the Callable Library routine CPXopenCPLEX() to initialize the ILOG CPLEX environment. Once the environment has been initialized, the application calls other ILOG CPLEX Callable Library routines, such as CPXsetintparam() with the argument CPX_PARAM_SCRIND to direct output to the screen and most importantly, CPXcreateprob() to create the problem object. The routine populatebycolumn() builds the problem object, and as we noted earlier, CPXcopybase() copies the advanced starting basis.

Before the application ends, it calls CPXfreeprob() to free space allocated to the problem object and CPXcloseCPLEX() to free the environment.

Complete Program

The complete program, lpex6.c, appears here and online in the standard distribution

  /*------------------------------------------------------------------------*/
  /*  File: examples/src/lpex6.c                                            */
  /*  Version 8.1                                                           */
  /*------------------------------------------------------------------------*/
  /*  Copyright (C) 1997-2002 by ILOG.                                      */
  /*  All Rights Reserved.                                                  */
  /*  Permission is expressly granted to use this example in the            */
  /*  course of developing applications that use ILOG products.             */
  /*------------------------------------------------------------------------*/
  
  /* lpex6.c - Illustrates that optimal basis can be copied and
               used to start an optimization. */
  
  /* Bring in the CPLEX function declarations and the C library
     header file stdio.h with the following single include. */
  
  #include <ilcplex/cplex.h>
  
  /* Bring in the declarations for the string functions */
  
  #include <string.h>
  
  /* Include declaration for function at end of program */
  
  static int
     populatebycolumn  (CPXENVptr env, CPXLPptr lp);
  
  
  
  /* The problem we are optimizing will have 2 rows, 3 columns
     and 6 nonzeros.  */
  
  #define NUMROWS    2
  #define NUMCOLS    3
  #define NUMNZ      6
  
  int
  main (void)
  {
     char     probname[16];  /* Problem name is max 16 characters */
     int      cstat[NUMCOLS];
     int      rstat[NUMROWS];
  
     /* Declare and allocate space for the variables and arrays where we
        will store the optimization results including the status, objective
        value, variable values, dual values, row slacks and variable
        reduced costs. */
  
     int      solstat;
     double   objval;
     double   x[NUMCOLS];
     double   pi[NUMROWS];
     double   slack[NUMROWS];
     double   dj[NUMCOLS];
  
  
     CPXENVptr     env = NULL;
     CPXLPptr      lp = NULL;
     int           status;
     int           i, j;
     int           cur_numrows, cur_numcols;
  
     /* Initialize the CPLEX environment */
  
     env = CPXopenCPLEX (&status);
  
     /* If an error occurs, the status value indicates the reason for
        failure.  A call to CPXgeterrorstring will produce the text of
        the error message.  Note that CPXopenCPLEX produces no output,
        so the only way to see the cause of the error is to use
        CPXgeterrorstring.  For other CPLEX routines, the errors will
        be seen if the CPX_PARAM_SCRIND indicator is set to CPX_ON.  */
  
     if ( env == NULL ) {
        char  errmsg[1024];
        fprintf (stderr, "Could not open CPLEX environment.\n");
        CPXgeterrorstring (env, status, errmsg);
        fprintf (stderr, "%s", errmsg);
        goto TERMINATE;
     }
  
     /* Turn on output to the screen */
  
     status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_ON);
     if ( status ) {
        fprintf (stderr,
                 "Failure to turn on screen indicator, error %d.\n", status);
        goto TERMINATE;
     }
  
     /* Create the problem. */
  
     strcpy (probname, "example");
     lp = CPXcreateprob (env, &status, probname);
  
     /* A returned pointer of NULL may mean that not enough memory
        was available or there was some other problem.  In the case of
        failure, an error message will have been written to the error
        channel from inside CPLEX.  In this example, the setting of
        the parameter CPX_PARAM_SCRIND causes the error message to
        appear on stdout. */
  
     if ( lp == NULL ) {
        fprintf (stderr, "Failed to create LP.\n");
        goto TERMINATE;
     }
  
     /* Now populate the problem with the data. */
  
     status = populatebycolumn (env, lp);
  
     if ( status ) {
        fprintf (stderr, "Failed to populate problem data.\n");
        goto TERMINATE;
     }
  
     /* We assume we know the optimal basis.  Variables 1 and 2 are basic,
        while variable 0 is at its upper bound */
  
     cstat[0] = CPX_AT_UPPER;
     cstat[1] = CPX_BASIC;
     cstat[2] = CPX_BASIC;
  
     /* The row statuses are all nonbasic for this problem */
  
     rstat[0] = CPX_AT_LOWER;
     rstat[1] = CPX_AT_LOWER;
  
     /* Now copy the basis */
  
     status = CPXcopybase (env, lp, cstat, rstat);
     if ( status ) {
        fprintf (stderr, "Failed to copy the basis.\n");
        goto TERMINATE;
     }
  
  
     /* Optimize the problem and obtain solution. */
  
     status = CPXlpopt (env, lp);
     if ( status ) {
        fprintf (stderr, "Failed to optimize LP.\n");
        goto TERMINATE;
     }
  
     status = CPXsolution (env, lp, &solstat, &objval, x, pi, slack, dj);
     if ( status ) {
        fprintf (stderr, "Failed to obtain solution.\n");
        goto TERMINATE;
     }
  
  
     /* Write the output to the screen. */
  
     printf ("\nSolution status = %d\n", solstat);
     printf ("Solution value  = %f\n", objval);
     printf ("Iteration count = %d\n\n", CPXgetitcnt (env, lp));
  
     /* The size of the problem should be obtained by asking CPLEX what
        the actual size is, rather than using sizes from when the problem
        was built.  cur_numrows and cur_numcols store the current number
        of rows and columns, respectively.  */
  
     cur_numrows = CPXgetnumrows (env, lp);
     cur_numcols = CPXgetnumcols (env, lp);
     for (i = 0; i < cur_numrows; i++) {
        printf ("Row %d:  Slack = %10f  Pi = %10f\n", i, slack[i], pi[i]);
     }
  
     for (j = 0; j < cur_numcols; j++) {
        printf ("Column %d:  Value = %10f  Reduced cost = %10f\n",
                j, x[j], dj[j]);
     }
  
     /* Finally, write a copy of the problem to a file. */
  
     status = CPXwriteprob (env, lp, "lpex6.sav", NULL);
     if ( status ) {
        fprintf (stderr, "Failed to write LP to disk.\n");
        goto TERMINATE;
     }
  
  
  TERMINATE:
  
     /* Free up the problem as allocated by CPXcreateprob, if necessary */
  
     if ( lp != NULL ) {
        status = CPXfreeprob (env, &lp);
        if ( status ) {
           fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
        }
     }
  
     /* Free up the CPLEX environment, if necessary */
  
     if ( env != NULL ) {
        status = CPXcloseCPLEX (&env);
  
        /* Note that CPXcloseCPLEX produces no output,
           so the only way to see the cause of the error is to use
           CPXgeterrorstring.  For other CPLEX routines, the errors will
           be seen if the CPX_PARAM_SCRIND indicator is set to CPX_ON. */
  
        if ( status ) {
           char  errmsg[1024];
           fprintf (stderr, "Could not close CPLEX environment.\n");
           CPXgeterrorstring (env, status, errmsg);
           fprintf (stderr, "%s", errmsg);
        }
     }
  
     return (status);
  
  }  /* END main */
  
  
  /* This function builds by column the linear program:
  
        Maximize
         obj: x1 + 2 x2 + 3 x3
        Subject To
         c1: - x1 + x2 + x3 <= 20
         c2: x1 - 3 x2 + x3 <= 30
        Bounds
         0 <= x1 <= 40
        End
   */
  
  static int
  populatebycolumn (CPXENVptr env, CPXLPptr lp)
  {
     int      status    = 0;
     double   obj[NUMCOLS];
     double   lb[NUMCOLS];
     double   ub[NUMCOLS];
     char     *colname[NUMCOLS];
     int      matbeg[NUMCOLS];
     int      matind[NUMNZ];
     double   matval[NUMNZ];
     double   rhs[NUMROWS];
     char     sense[NUMROWS];
     char     *rowname[NUMROWS];
  
     /* To build the problem by column, create the rows, and then
        add the columns. */
  
     CPXchgobjsen (env, lp, CPX_MAX);  /* Problem is maximization */
  
     /* Now create the new rows.  First, populate the arrays. */
  
     rowname[0] = "c1";
     sense[0]   = 'L';
     rhs[0]     = 20.0;
  
     rowname[1] = "c2";
     sense[1]   = 'L';
     rhs[1]     = 30.0;
  
     status = CPXnewrows (env, lp, NUMROWS, rhs, sense, NULL, rowname);
     if ( status )   goto TERMINATE;
  
     /* Now add the new columns.  First, populate the arrays. */
  
         obj[0] = 1.0;      obj[1] = 2.0;           obj[2] = 3.0;
  
      matbeg[0] = 0;     matbeg[1] = 2;          matbeg[2] = 4;
  
      matind[0] = 0;     matind[2] = 0;          matind[4] = 0;
      matval[0] = -1.0;  matval[2] = 1.0;        matval[4] = 1.0;
  
      matind[1] = 1;     matind[3] = 1;          matind[5] = 1;
      matval[1] = 1.0;   matval[3] = -3.0;       matval[5] = 1.0;
  
          lb[0] = 0.0;       lb[1] = 0.0;           lb[2]  = 0.0;
          ub[0] = 40.0;      ub[1] = CPX_INFBOUND;  ub[2]  = CPX_INFBOUND;
  
     colname[0] = "x1"; colname[1] = "x2";      colname[2] = "x3";
  
     status = CPXaddcols (env, lp, NUMCOLS, NUMNZ, obj, matbeg, matind,
                          matval, lb, ub, colname);
     if ( status )  goto TERMINATE;
  
  TERMINATE:
  
     return (status);
  
  }  /* END populatebycolumn */
  


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