/*------------------------------------------------------------------------*/
/* File: examples/src/lpex4.c */
/* Version 9.0 */
/*------------------------------------------------------------------------*/
/* Copyright (C) 1997-2003 by ILOG. */
/* All Rights Reserved. */
/* Permission is expressly granted to use this example in the */
/* course of developing applications that use ILOG products. */
/*------------------------------------------------------------------------*/
/* lpex4.c - Illustrating the CPLEX callback functionality.
This is a modification of lpex1.c, where we use a callback
function to print the iteration info, rather than have CPLEX
do it. */
/* 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);
static int CPXPUBLIC
mycallback (CPXCENVptr env, void *cbdata, int wherefrom,
void *cbhandle);
/* 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 */
/* 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. The error message will be printed at the end of the
program. */
if ( env == NULL ) {
fprintf (stderr, "Could not open CPLEX environment.\n");
goto TERMINATE;
}
/* Turn *off* output to the screen since we'll be producing it
via the callback function. This also means we won't see any
CPLEX generated errors, but we'll handle that at the end of
the program. */
status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_OFF);
if ( status ) {
fprintf (stderr,
"Failure to turn off 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, we wouldn't see
an error message from CPXcreateprob since we turned off the
CPX_PARAM_SCRIND parameter above. The only way to see this message
would be to use the CPLEX message handler, but that clutters up
the simplicity of this example, which has a point of illustrating
the CPLEX callback functionality. */
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;
}
status = CPXsetlpcallbackfunc (env, mycallback, NULL);
if ( status ) {
fprintf (stderr, "Failed to set callback function.\n");
goto TERMINATE;
}
/* Optimize the problem and obtain solution. */
status = CPXsetintparam (env, CPX_PARAM_LPMETHOD, CPX_ALG_PRIMAL);
if ( status ) {
fprintf (stderr,
"Failed to set the optimization method, error %d.\n", status);
goto TERMINATE;
}
status = CPXlpopt (env, lp);
if ( status ) {
fprintf (stderr, "Failed to optimize LP.\n");
goto TERMINATE;
}
/* Turn off the callback function. This isn't strictly necessary,
but is good practice. Note that the cast in front of NULL
is only necessary for some compilers. */
status = CPXsetlpcallbackfunc (env,
(int (CPXPUBLIC *)(CPXCENVptr, void *, int, void *)) NULL, NULL);
if ( status ) {
fprintf (stderr, "Failed to turn off callback function.\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\n", objval);
/* 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, "lpex4.lp", 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 ) {
int frstatus;
frstatus = CPXfreeprob (env, &lp);
if ( frstatus ) {
fprintf (stderr, "CPXfreeprob failed, error code %d.\n", frstatus);
if (( !status ) && frstatus ) status = frstatus;
}
}
/* Free up the CPLEX environment, if necessary */
if ( env != NULL ) {
int clstatus;
clstatus = CPXcloseCPLEX (&env);
if ( clstatus ) {
fprintf (stderr, "CPXcloseCPLEX failed, error code %d.\n", clstatus);
if (( !status ) && clstatus ) status = clstatus;
}
}
if ( status ) {
char errmsg[1024];
/* Note that since we have turned off the CPLEX screen indicator,
we'll need to print the error message ourselves. */
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 */
/* The callback function will print out the Phase of the simplex method,
the sum of infeasibilities if in Phase 1, or the objective if in Phase 2.
If any of our requests fails, we'll return an indication to abort.
*/
static int CPXPUBLIC
mycallback (CPXCENVptr env, void *cbdata, int wherefrom, void *cbhandle)
{
int status = 0;
int phase = -1;
double suminf_or_objective;
int itcnt = -1;
if ( wherefrom == CPX_CALLBACK_PRIMAL ) {
status = CPXgetcallbackinfo (env, cbdata, wherefrom,
CPX_CALLBACK_INFO_ITCOUNT, &itcnt);
if ( status ) goto TERMINATE;
status = CPXgetcallbackinfo (env, cbdata, wherefrom,
CPX_CALLBACK_INFO_PRIMAL_FEAS, &phase);
if ( status ) goto TERMINATE;
if ( phase == 0 ) {
status = CPXgetcallbackinfo (env, cbdata, wherefrom,
CPX_CALLBACK_INFO_PRIMAL_INFMEAS,
&suminf_or_objective);
if ( status ) goto TERMINATE;
printf ("Iteration %d: Infeasibility measure = %f\n",
itcnt, suminf_or_objective);
}
else {
status = CPXgetcallbackinfo (env, cbdata, wherefrom,
CPX_CALLBACK_INFO_PRIMAL_OBJ,
&suminf_or_objective);
if ( status ) goto TERMINATE;
printf ("Iteration %d: Objective = %f\n",
itcnt, suminf_or_objective);
}
}
TERMINATE:
return (status);
} /* END mycallback */
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