Jip J. Dekker
f2a1c4e389
git-subtree-dir: software/mza git-subtree-split: f970a59b177c13ca3dd8aaef8cc6681d83b7e813
213 lines
9.6 KiB
C++
213 lines
9.6 KiB
C++
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/* -*- mode: C++; c-basic-offset: 2; indent-tabs-mode: nil -*- */
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/*
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* Main authors:
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* Gleb Belov <gleb.belov@monash.edu>
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*/
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/* This Source Code Form is subject to the terms of the Mozilla Public
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* License, v. 2.0. If a copy of the MPL was not distributed with this
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* file, You can obtain one at http://mozilla.org/MPL/2.0/. */
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#ifndef __MIP_CPLEX_WRAPPER_H__
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#define __MIP_CPLEX_WRAPPER_H__
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#include <minizinc/config.hh>
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#include <minizinc/solver_instance_base.hh>
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#include <minizinc/solvers/MIP/MIP_wrap.hh>
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#include <ilcplex/cplex.h> // add -DCPLEX_STUDIO_DIR=/opt/ibm/ILOG/CPLEX_Studio1261 to the 1st call of cmake
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class MIP_cplex_wrapper : public MIP_wrapper {
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CPXENVptr env = 0;
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CPXLPptr lp = 0;
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int status;
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char cplex_buffer[CPXMESSAGEBUFSIZE];
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char cplex_status_buffer[CPXMESSAGEBUFSIZE];
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std::vector<double> x;
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#ifdef CPLEX_PLUGIN
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void* _cplex_dll;
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#endif
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public:
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class Options : public MiniZinc::SolverInstanceBase::Options {
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public:
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int nMIPFocus = 0;
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int nThreads = 1;
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std::string sExportModel;
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int nTimeout = -1;
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long int nSolLimit = -1;
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double nWorkMemLimit = -1;
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std::string sReadParams;
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std::string sWriteParams;
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bool flag_all_solutions = false;
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double absGap = -1;
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double relGap = 1e-8;
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double intTol = 1e-8;
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double objDiff = 1.0;
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std::string sCPLEXDLL;
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bool processOption(int& i, std::vector<std::string>& argv);
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static void printHelp(std::ostream&);
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};
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private:
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Options* options = nullptr;
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public:
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MIP_cplex_wrapper(Options* opt) : options(opt) { openCPLEX(); }
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virtual ~MIP_cplex_wrapper() { closeCPLEX(); }
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static std::string getDescription(MiniZinc::SolverInstanceBase::Options* opt = NULL);
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static std::string getVersion(MiniZinc::SolverInstanceBase::Options* opt = NULL);
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static std::string getId(void);
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static std::string getName(void);
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static std::vector<std::string> getTags(void);
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static std::vector<std::string> getStdFlags(void);
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static std::string needDllFlag(void);
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// Statistics& getStatistics() { return _statistics; }
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// IloConstraintArray *userCuts, *lazyConstraints;
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/// derived should overload and call the ancestor
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// virtual void cleanup();
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void checkDLL();
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void openCPLEX();
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void closeCPLEX();
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/// actual adding new variables to the solver
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virtual void doAddVars(size_t n, double* obj, double* lb, double* ub, VarType* vt,
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std::string* names);
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/// adding a linear constraint
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virtual void addRow(int nnz, int* rmatind, double* rmatval, LinConType sense, double rhs,
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int mask = MaskConsType_Normal, std::string rowName = "");
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virtual void setVarBounds(int iVar, double lb, double ub);
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virtual void setVarLB(int iVar, double lb);
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virtual void setVarUB(int iVar, double ub);
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/// Indicator constraint: x[iBVar]==bVal -> lin constr
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virtual void addIndicatorConstraint(int iBVar, int bVal, int nnz, int* rmatind, double* rmatval,
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LinConType sense, double rhs, std::string rowName = "");
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virtual bool addWarmStart(const std::vector<VarId>& vars, const std::vector<double> vals);
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/// adding an implication
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// virtual void addImpl() = 0;
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virtual void setObjSense(int s); // +/-1 for max/min
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virtual double getInfBound() { return CPX_INFBOUND; }
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virtual int getNCols() { return dll_CPXgetnumcols(env, lp); }
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virtual int getNRows() { return dll_CPXgetnumrows(env, lp); }
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// void setObjUB(double ub) { objUB = ub; }
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// void addQPUniform(double c) { qpu = c; } // also sets problem type to MIQP unless c=0
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virtual void solve();
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/// OUTPUT:
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virtual const double* getValues() { return output.x; }
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virtual double getObjValue() { return output.objVal; }
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virtual double getBestBound() { return output.bestBound; }
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virtual double getCPUTime() { return output.dCPUTime; }
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virtual Status getStatus() { return output.status; }
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virtual std::string getStatusName() { return output.statusName; }
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virtual int getNNodes() { return output.nNodes; }
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virtual int getNOpen() { return output.nOpenNodes; }
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// virtual int getNNodes() = 0;
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// virtual double getTime() = 0;
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// CPLEX API
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int (*dll_CPXaddfuncdest)(CPXCENVptr, CPXCHANNELptr, void*,
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void (*msgfunction)(void*, const char*));
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int (*dll_CPXaddindconstr)(CPXCENVptr, CPXLPptr, int, int, int, double, int, int const*,
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double const*, char const*);
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int (*dll_CPXaddlazyconstraints)(CPXCENVptr env, CPXLPptr lp, int rcnt, int nzcnt,
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double const* rhs, char const* sense, int const* rmatbeg,
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int const* rmatind, double const* rmatval, char** rowname);
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int (*dll_CPXaddmipstarts)(CPXCENVptr env, CPXLPptr lp, int mcnt, int nzcnt, int const* beg,
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int const* varindices, double const* values, int const* effortlevel,
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char** mipstartname);
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int (*dll_CPXaddrows)(CPXCENVptr env, CPXLPptr lp, int ccnt, int rcnt, int nzcnt,
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double const* rhs, char const* sense, int const* rmatbeg,
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int const* rmatind, double const* rmatval, char** colname, char** rowname);
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int (*dll_CPXaddusercuts)(CPXCENVptr env, CPXLPptr lp, int rcnt, int nzcnt, double const* rhs,
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char const* sense, int const* rmatbeg, int const* rmatind,
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double const* rmatval, char** rowname);
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int (*dll_CPXchgbds)(CPXCENVptr env, CPXLPptr lp, int cnt, int const* indices, char const* lu,
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double const* bd);
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int (*dll_CPXchgmipstarts)(CPXCENVptr env, CPXLPptr lp, int mcnt, int const* mipstartindices,
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int nzcnt, int const* beg, int const* varindices, double const* values,
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int const* effortlevel);
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int (*dll_CPXchgobjsen)(CPXCENVptr env, CPXLPptr lp, int maxormin);
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int (*dll_CPXcloseCPLEX)(CPXENVptr* env_p);
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CPXLPptr (*dll_CPXcreateprob)(CPXCENVptr env, int* status_p, char const* probname_str);
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int (*dll_CPXcutcallbackadd)(CPXCENVptr env, void* cbdata, int wherefrom, int nzcnt, double rhs,
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int sense, int const* cutind, double const* cutval, int purgeable);
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int (*dll_CPXfreeprob)(CPXCENVptr env, CPXLPptr* lp_p);
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int (*dll_CPXgetbestobjval)(CPXCENVptr env, CPXCLPptr lp, double* objval_p);
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int (*dll_CPXgetcallbackincumbent)(CPXCENVptr env, void* cbdata, int wherefrom, double* x,
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int begin, int end);
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int (*dll_CPXgetcallbackinfo)(CPXCENVptr env, void* cbdata, int wherefrom, int whichinfo,
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void* result_p);
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int (*dll_CPXgetcallbacknodeinfo)(CPXCENVptr env, void* cbdata, int wherefrom, int nodeindex,
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int whichinfo, void* result_p);
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int (*dll_CPXgetcallbacknodex)(CPXCENVptr env, void* cbdata, int wherefrom, double* x, int begin,
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int end);
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int (*dll_CPXgetchannels)(CPXCENVptr env, CPXCHANNELptr* cpxresults_p,
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CPXCHANNELptr* cpxwarning_p, CPXCHANNELptr* cpxerror_p,
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CPXCHANNELptr* cpxlog_p);
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int (*dll_CPXgetdettime)(CPXCENVptr env, double* dettimestamp_p);
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CPXCCHARptr (*dll_CPXgeterrorstring)(CPXCENVptr env, int errcode, char* buffer_str);
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int (*dll_CPXgetmipstartindex)(CPXCENVptr env, CPXCLPptr lp, char const* lname_str, int* index_p);
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int (*dll_CPXgetnodecnt)(CPXCENVptr env, CPXCLPptr lp);
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int (*dll_CPXgetnodeleftcnt)(CPXCENVptr env, CPXCLPptr lp);
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int (*dll_CPXgetnumcols)(CPXCENVptr env, CPXCLPptr lp);
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int (*dll_CPXgetnumrows)(CPXCENVptr env, CPXCLPptr lp);
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int (*dll_CPXgetobjsen)(CPXCENVptr env, CPXCLPptr lp);
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int (*dll_CPXgetobjval)(CPXCENVptr env, CPXCLPptr lp, double* objval_p);
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int (*dll_CPXgetsolnpoolnumsolns)(CPXCENVptr env, CPXCLPptr lp);
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int (*dll_CPXgetstat)(CPXCENVptr env, CPXCLPptr lp);
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CPXCHARptr (*dll_CPXgetstatstring)(CPXCENVptr env, int statind, char* buffer_str);
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int (*dll_CPXgettime)(CPXCENVptr env, double* timestamp_p);
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int (*dll_CPXgetx)(CPXCENVptr env, CPXCLPptr lp, double* x, int begin, int end);
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int (*dll_CPXmipopt)(CPXCENVptr env, CPXLPptr lp);
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int (*dll_CPXnewcols)(CPXCENVptr env, CPXLPptr lp, int ccnt, double const* obj, double const* lb,
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double const* ub, char const* xctype, char** colname);
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CPXENVptr (*dll_CPXopenCPLEX)(int* status_p);
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int (*dll_CPXreadcopyparam)(CPXENVptr env, char const* filename_str);
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int (*dll_CPXsetdblparam)(CPXENVptr env, int whichparam, double newvalue);
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int (*dll_CPXsetinfocallbackfunc)(CPXENVptr env, int (*callback)(CPXCENVptr, void*, int, void*),
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void* cbhandle);
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int (*dll_CPXsetintparam)(CPXENVptr env, int whichparam, CPXINT newvalue);
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int (*dll_CPXsetlazyconstraintcallbackfunc)(CPXENVptr env,
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int (*lazyconcallback)(CALLBACK_CUT_ARGS),
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void* cbhandle);
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int (*dll_CPXsetusercutcallbackfunc)(CPXENVptr env, int (*cutcallback)(CALLBACK_CUT_ARGS),
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void* cbhandle);
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CPXCCHARptr (*dll_CPXversion)(CPXCENVptr env);
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int (*dll_CPXwriteparam)(CPXCENVptr env, char const* filename_str);
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int (*dll_CPXwriteprob)(CPXCENVptr env, CPXCLPptr lp, char const* filename_str,
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char const* filetype_str);
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protected:
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void wrap_assert(bool, std::string, bool fTerm = true);
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/// Need to consider the 100 status codes in CPLEX and change with every version? TODO
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Status convertStatus(int cplexStatus);
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};
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#endif // __MIP_CPLEX_WRAPPER_H__
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