/*------------------------------------------------------------------------*/
/* File: examples/src/qpex2.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. */
/*------------------------------------------------------------------------*/
/* qpex2.c - Reading in and optimizing a QP problem */
/* To run this example, command line arguments are required.
i.e., qpex2 filename method
where
filename is the name of the file, with .mps, .lp, or .sav extension
method is the optimization method
o default
p primal simplex
d dual simplex
n network with dual simplex cleanup
b barrier without crossover
Example:
qpex2 example.mps o
*/
/* 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 and character functions
and malloc */
#include <ctype.h>
#include <stdlib.h>
#include <string.h>
/* Include declarations for functions in this program */
static void
free_and_null (char **ptr),
usage (char *progname);
int
main (int argc, char *argv[])
{
/* Declare and allocate space for the variables and arrays where we will
store the optimization results including the status, objective value,
maximum bound violation, variable values, and basis. */
int solnstat, solnmethod, solntype;
double objval, maxviol;
double *x = NULL;
int *cstat = NULL;
int *rstat = NULL;
CPXENVptr env = NULL;
CPXLPptr lp = NULL;
int status = 0;
int j;
int cur_numrows, cur_numcols;
int method;
char *basismsg;
/* Check the command line arguments */
if (( argc != 3 ) ||
( strchr ("podbn", argv[2][0]) == NULL ) ) {
usage (argv[0]);
goto TERMINATE;
}
/* 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, using the filename as the problem name */
lp = CPXcreateprob (env, &status, argv[1]);
/* 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. Note that most CPLEX routines return
an error code to indicate the reason for failure. */
if ( lp == NULL ) {
fprintf (stderr, "Failed to create LP.\n");
goto TERMINATE;
}
/* Now read the file, and copy the data into the created lp */
status = CPXreadcopyprob (env, lp, argv[1], NULL);
if ( status ) {
fprintf (stderr, "Failed to read and copy the problem data.\n");
goto TERMINATE;
}
if ( CPXgetprobtype (env, lp) != CPXPROB_QP ) {
fprintf (stderr, "Input file is not a QP. Exiting.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
switch (argv[2][0]) {
case 'o':
method = CPX_ALG_AUTOMATIC;
break;
case 'p':
method = CPX_ALG_PRIMAL;
break;
case 'd':
method = CPX_ALG_DUAL;
break;
case 'n':
method = CPX_ALG_NET;
break;
case 'b':
method = CPX_ALG_BARRIER;
break;
default:
method = CPX_ALG_NONE;
break;
}
status = CPXsetintparam (env, CPX_PARAM_QPMETHOD, method);
if ( status ) {
fprintf (stderr,
"Failed to set the optimization method, error %d.\n", status);
goto TERMINATE;
}
status = CPXqpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize QP.\n");
goto TERMINATE;
}
solnstat = CPXgetstat (env, lp);
if ( solnstat == CPX_STAT_UNBOUNDED ) {
printf ("Model is unbounded\n");
goto TERMINATE;
}
else if ( solnstat == CPX_STAT_INFEASIBLE ) {
printf ("Model is infeasible\n");
goto TERMINATE;
}
else if ( solnstat == CPX_STAT_INForUNBD ) {
printf ("Model is infeasible or unbounded\n");
goto TERMINATE;
}
status = CPXsolninfo (env, lp, &solnmethod, &solntype, NULL, NULL);
if ( status ) {
fprintf (stderr, "Failed to obtain solution info.\n");
goto TERMINATE;
}
printf ("Solution status %d, solution method %d\n", solnstat, solnmethod);
if ( solntype == CPX_NO_SOLN ) {
fprintf (stderr, "Solution not available.\n");
goto TERMINATE;
}
status = CPXgetobjval (env, lp, &objval);
if ( status ) {
fprintf (stderr, "Failed to obtain objective value.\n");
goto TERMINATE;
}
printf ("Objective value %.10g.\n", objval);
/* The size of the problem should be obtained by asking CPLEX what
the actual size is. cur_numrows and cur_numcols store the
current number of rows and columns, respectively. */
cur_numcols = CPXgetnumcols (env, lp);
cur_numrows = CPXgetnumrows (env, lp);
/* Retrieve basis, if one is available */
if ( solntype == CPX_BASIC_SOLN ) {
cstat = (int *) malloc (cur_numcols*sizeof(int));
rstat = (int *) malloc (cur_numrows*sizeof(int));
if ( cstat == NULL || rstat == NULL ) {
fprintf (stderr, "No memory for basis statuses.\n");
goto TERMINATE;
}
status = CPXgetbase (env, lp, cstat, rstat);
if ( status ) {
fprintf (stderr, "Failed to get basis; error %d.\n", status);
goto TERMINATE;
}
}
else {
printf ("No basis available\n");
}
/* Retrieve solution vector */
x = (double *) malloc (cur_numcols*sizeof(double));
if ( x == NULL ) {
fprintf (stderr, "No memory for solution.\n");
goto TERMINATE;
}
status = CPXgetx (env, lp, x, 0, cur_numcols-1);
if ( status ) {
fprintf (stderr, "Failed to obtain primal solution.\n");
goto TERMINATE;
}
/* Write out the solution */
for (j = 0; j < cur_numcols; j++) {
printf ( "Column %d: Value = %17.10g", j, x[j]);
if ( cstat != NULL ) {
switch (cstat[j]) {
case CPX_AT_LOWER:
basismsg = "Nonbasic at lower bound";
break;
case CPX_BASIC:
basismsg = "Basic";
break;
case CPX_AT_UPPER:
basismsg = "Nonbasic at upper bound";
break;
case CPX_FREE_SUPER:
basismsg = "Superbasic, or free variable at zero";
break;
default:
basismsg = "Bad basis status";
break;
}
printf (" %s",basismsg);
}
printf ("\n");
}
/* Display the maximum bound violation. */
status = CPXgetdblquality (env, lp, &maxviol, CPX_MAX_PRIMAL_INFEAS);
if ( status ) {
fprintf (stderr, "Failed to obtain bound violation.\n");
goto TERMINATE;
}
printf ("Maximum bound violation = %17.10g\n", maxviol);
TERMINATE:
/* Free up the basis and solution */
free_and_null ((char **) &cstat);
free_and_null ((char **) &rstat);
free_and_null ((char **) &x);
/* Free up the problem, 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 simple routine frees up the pointer *ptr, and sets *ptr to NULL */
static void
free_and_null (char **ptr)
{
if ( *ptr != NULL ) {
free (*ptr);
*ptr = NULL;
}
} /* END free_and_null */
static void
usage (char *progname)
{
fprintf (stderr,"Usage: %s filename algorithm\n", progname);
fprintf (stderr," where filename is a file with extension \n");
fprintf (stderr," MPS, SAV, or LP (lower case is allowed)\n");
fprintf (stderr," and algorithm is one of the letters\n");
fprintf (stderr," o default\n");
fprintf (stderr," p primal simplex\n");
fprintf (stderr," d dual simplex\n");
fprintf (stderr," n network simplex\n");
fprintf (stderr," b barrier\n");
fprintf (stderr," Exiting...\n");
} /* END usage */
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