> Continuous Optimization > Solving LPs: Simplex Optimizers > Example: Using a Starting Basis in an LP Problem > 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 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 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.             */
/*------------------------------------------------------------------------*/

/* 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 */