#ifndef HEADER_lp_lib #define HEADER_lp_lib /* -------------------------------------------------------------------------- This is the main library header file for the lp_solve v5.0 release Starting at version 3.0, LP_Solve is released under the LGPL license. For full information, see the enclosed file LGPL.txt. Original developer: Michel Berkelaar - michel@ics.ele.tue.nl Most changes 1.5-2.0: Jeroen Dirks - jeroend@tor.numetrix.com Changes 3.2-4.0: Kjell Eikland - kjell.eikland@broadpark.no (Simplex code, SOS, SC, code optimization) Peter Notebaert - lpsolve@peno.be (Sensitivity analysis, documentation) Changes 5.0+: Kjell Eikland - kjell.eikland@broadpark.no (BFP, XLI, simplex, B&B, code modularization) Peter Notebaert - lpsolve@peno.be (Sensitivity analysis, New lp parser, LINDO (XLI) parser, VB/.NET interface, documentation) Release notes: Version 4.0 enhances version 3.2 in terms of internal program/simplex architecture, call level interfaces, data layout, features and contains several bug fixes. There is now complete support for semi-continuous variables and SOS constructions. In the process, a complete API was added. The MPS parser has been amended to support this. Sensitivity analysis and variouse bug fixes was provided by Peter Notebaert in 4.0 sub-releases. Peter also wrote a complete documentation of the API and contributed a VB interface, both of which significantly enhanced the accessibility of lp_solve. Version 5.0 is a major rewrite and code cleanup. The main additions that drove forward this cleanup were the modular inversion logic with optimal column ordering, addition of primal phase 1 and dual phase 2 logic for full flexibility in the selection of primal and dual simplex modes, DEVEX and steepest edge pivot selection, along with dynamic cycling detection and prevention. This cleanup made it possible to harmonize the internal rounding principles, contributing to increased numerical stability. Version 5.1 rearranges the matrix storage model by enabling both legacy element record-based storage and split vector storage. In addition the lprec structure is optimized and additional routines are added, mainly for sparse vector additions and enhanced XLI functionality. Support for XML- based models was added on the basis of the LPFML schema via xli_LPFML. Version 5.2 removes the objective function from the constraint matrix, adds a number of presolve options and speed them up. Degeneracy handling is significantly improved. Support for XLI_ZIMPL was added. Multiple and partial pricing has been enhanced and activated. -------------------------------------------------------------------------- */ /* Define user program feature option switches */ /* ------------------------------------------------------------------------- */ # if defined _WIN32 && !defined __GNUC__ # define isnan _isnan # endif #if defined NOISNAN # define isnan(x) FALSE #endif #define SETMASK(variable, mask) variable |= mask #define CLEARMASK(variable, mask) variable &= ~(mask) #define TOGGLEMASK(variable, mask) variable ^= mask #define ISMASKSET(variable, mask) (MYBOOL) (((variable) & (mask)) != 0) /* Utility/system settings */ /* ------------------------------------------------------------------------- */ /*#define INTEGERTIME */ /* Set use of lower-resolution timer */ /* New v5.0+ simplex/optimization features and settings */ /* ------------------------------------------------------------------------- */ /*#define NoRowScaleOF */ /* Optionally skip row-scaling of the OF */ #define DoMatrixRounding /* Round A matrix elements to precision */ #define DoBorderRounding /* Round RHS, bounds and ranges to precision */ #define Phase1EliminateRedundant /* Remove rows of redundant artificials */ #define FixViolatedOptimal #define ImproveSolutionPrecision /* Round optimal solution values */ /*#define IncreasePivotOnReducedAccuracy */ /* Increase epspivot on instability */ /*#define FixInaccurateDualMinit */ /* Reinvert on inaccuracy in dual minits */ /*#define EnforcePositiveTheta */ /* Ensure that the theta range is valid */ #define ResetMinitOnReinvert /*#define UsePrimalReducedCostUpdate */ /* Not tested */ /*#define UseDualReducedCostUpdate */ /* Seems Ok, but slower than expected */ /*#ifdef UseLegacyExtrad */ /* Use v3.2- style Extrad method */ #define UseMilpExpandedRCF /* Non-ints in reduced cost bound tightening */ /*#define UseMilpSlacksRCF */ /* Slacks in reduced cost bound tightening (degen prone); requires !SlackInitMinusInf */ #define LegacySlackDefinition /* Slack as the "value of the constraint" */ /* Development features (change at own risk) */ /* ------------------------------------------------------------------------- */ /*#define MIPboundWithOF */ /* Enable to detect OF constraint for use during B&B */ /*#define SlackInitMinusInf */ /* Slacks have 0 LB if this is not defined */ #define FULLYBOUNDEDSIMPLEX FALSE /* WARNING: Activate at your own risk! */ /* Specify use of the basic linear algebra subroutine library */ /* ------------------------------------------------------------------------- */ #define libBLAS 2 /* 0: No, 1: Internal, 2: External */ #define libnameBLAS "myBLAS" /* Active inverse logic (default is optimized original etaPFI) */ /* ------------------------------------------------------------------------- */ #if !defined LoadInverseLib # define LoadInverseLib TRUE /* Enable alternate inverse libraries */ #endif /*#define ExcludeNativeInverse */ /* Disable INVERSE_ACTIVE inverse engine */ #define DEF_OBJINBASIS TRUE /* Additional rows inserted at the top (1 => OF) */ #define INVERSE_NONE -1 #define INVERSE_LEGACY 0 #define INVERSE_ETAPFI 1 #define INVERSE_LUMOD 2 #define INVERSE_LUSOL 3 #define INVERSE_GLPKLU 4 #ifndef RoleIsExternalInvEngine /* Defined in inverse DLL drivers */ #ifdef ExcludeNativeInverse #define INVERSE_ACTIVE INVERSE_NONE /* Disable native engine */ #else #define INVERSE_ACTIVE INVERSE_LEGACY /* User or DLL-selected */ #endif #endif /* Active external language interface logic (default is none) */ /* ------------------------------------------------------------------------- */ #if !defined LoadLanguageLib # define LoadLanguageLib TRUE /* Enable alternate language libraries */ #endif #define ExcludeNativeLanguage /* Disable LANGUAGE_ACTIVE XLI */ #define LANGUAGE_NONE -1 #define LANGUAGE_LEGACYLP 0 #define LANGUAGE_CPLEXLP 1 #define LANGUAGE_MPSX 2 #define LANGUAGE_LPFML 3 #define LANGUAGE_MATHPROG 4 #define LANGUAGE_AMPL 5 #define LANGUAGE_GAMS 6 #define LANGUAGE_ZIMPL 7 #define LANGUAGE_S 8 #define LANGUAGE_R 9 #define LANGUAGE_MATLAB 10 #define LANGUAGE_OMATRIX 11 #define LANGUAGE_SCILAB 12 #define LANGUAGE_OCTAVE 13 #define LANGUAGE_EMPS 14 #ifndef RoleIsExternalLanguageEngine /* Defined in XLI driver libraries */ #ifdef ExcludeNativeLanguage #define LANGUAGE_ACTIVE LANGUAGE_NONE /* Disable native engine */ #else #define LANGUAGE_ACTIVE LANGUAGE_CPLEXLP /* User or DLL-selected */ #endif #endif /* Default parameters and tolerances */ /* ------------------------------------------------------------------------- */ #define OriginalPARAM 0 #define ProductionPARAM 1 #define ChvatalPARAM 2 #define LoosePARAM 3 #if 1 #define ActivePARAM ProductionPARAM #else #define ActivePARAM LoosePARAM #endif /* Miscellaneous settings */ /* ------------------------------------------------------------------------- */ #ifndef Paranoia #ifdef _DEBUG #define Paranoia #endif #endif /* Program version data */ /* ------------------------------------------------------------------------- */ #define MAJORVERSION 5 #define MINORVERSION 5 #define RELEASE 2 #define BUILD 0 #define BFPVERSION 12 /* Checked against bfp_compatible() */ #define XLIVERSION 12 /* Checked against xli_compatible() */ /* Note that both BFPVERSION and XLIVERSION typically have to be incremented in the case that the lprec structure changes. */ /* Include/header files */ /* ------------------------------------------------------------------------- */ #include #include #include #include #include #include "lp_types.h" #include "lp_utils.h" #if (LoadInverseLib == TRUE) || (LoadLanguageLib == TRUE) #ifdef WIN32 #include #else #include #endif #endif #ifndef BFP_CALLMODEL #ifdef WIN32 #define BFP_CALLMODEL __stdcall /* "Standard" call model */ #else #define BFP_CALLMODEL #endif #endif #ifndef XLI_CALLMODEL #define XLI_CALLMODEL BFP_CALLMODEL #endif #define REGISTER register /* Speed up certain operations */ /* Definition of program constrants */ /* ------------------------------------------------------------------------- */ #define SIMPLEX_UNDEFINED 0 #define SIMPLEX_Phase1_PRIMAL 1 #define SIMPLEX_Phase1_DUAL 2 #define SIMPLEX_Phase2_PRIMAL 4 #define SIMPLEX_Phase2_DUAL 8 #define SIMPLEX_DYNAMIC 16 #define SIMPLEX_AUTODUALIZE 32 #define SIMPLEX_PRIMAL_PRIMAL (SIMPLEX_Phase1_PRIMAL + SIMPLEX_Phase2_PRIMAL) #define SIMPLEX_DUAL_PRIMAL (SIMPLEX_Phase1_DUAL + SIMPLEX_Phase2_PRIMAL) #define SIMPLEX_PRIMAL_DUAL (SIMPLEX_Phase1_PRIMAL + SIMPLEX_Phase2_DUAL) #define SIMPLEX_DUAL_DUAL (SIMPLEX_Phase1_DUAL + SIMPLEX_Phase2_DUAL) #define SIMPLEX_DEFAULT (SIMPLEX_DUAL_PRIMAL) /* Variable codes (internal) */ #define ISREAL 0 #define ISINTEGER 1 #define ISSEMI 2 #define ISSOS 4 #define ISSOSTEMPINT 8 #define ISGUB 16 /* Presolve defines */ #define PRESOLVE_NONE 0 #define PRESOLVE_ROWS 1 #define PRESOLVE_COLS 2 #define PRESOLVE_LINDEP 4 #define PRESOLVE_AGGREGATE 8 /* Not implemented */ #define PRESOLVE_SPARSER 16 /* Not implemented */ #define PRESOLVE_SOS 32 #define PRESOLVE_REDUCEMIP 64 #define PRESOLVE_KNAPSACK 128 /* Implementation not tested completely */ #define PRESOLVE_ELIMEQ2 256 #define PRESOLVE_IMPLIEDFREE 512 #define PRESOLVE_REDUCEGCD 1024 #define PRESOLVE_PROBEFIX 2048 #define PRESOLVE_PROBEREDUCE 4096 #define PRESOLVE_ROWDOMINATE 8192 #define PRESOLVE_COLDOMINATE 16384 /* Reduced functionality, should be expanded */ #define PRESOLVE_MERGEROWS 32768 #define PRESOLVE_IMPLIEDSLK 65536 #define PRESOLVE_COLFIXDUAL 131072 #define PRESOLVE_BOUNDS 262144 #define PRESOLVE_LASTMASKMODE (PRESOLVE_DUALS - 1) #define PRESOLVE_DUALS 524288 #define PRESOLVE_SENSDUALS 1048576 /* Basis crash options */ #define CRASH_NONE 0 #define CRASH_NONBASICBOUNDS 1 #define CRASH_MOSTFEASIBLE 2 #define CRASH_LEASTDEGENERATE 3 /* Solution recomputation options (internal) */ #define INITSOL_SHIFTZERO 0 #define INITSOL_USEZERO 1 #define INITSOL_ORIGINAL 2 /* Strategy codes to avoid or recover from degenerate pivots, infeasibility or numeric errors via randomized bound relaxation */ #define ANTIDEGEN_NONE 0 #define ANTIDEGEN_FIXEDVARS 1 #define ANTIDEGEN_COLUMNCHECK 2 #define ANTIDEGEN_STALLING 4 #define ANTIDEGEN_NUMFAILURE 8 #define ANTIDEGEN_LOSTFEAS 16 #define ANTIDEGEN_INFEASIBLE 32 #define ANTIDEGEN_DYNAMIC 64 #define ANTIDEGEN_DURINGBB 128 #define ANTIDEGEN_RHSPERTURB 256 #define ANTIDEGEN_BOUNDFLIP 512 #define ANTIDEGEN_DEFAULT (ANTIDEGEN_FIXEDVARS | ANTIDEGEN_STALLING /* | ANTIDEGEN_INFEASIBLE */) /* REPORT defines */ #define NEUTRAL 0 #define CRITICAL 1 #define SEVERE 2 #define IMPORTANT 3 #define NORMAL 4 #define DETAILED 5 #define FULL 6 /* MESSAGE defines */ #define MSG_NONE 0 #define MSG_PRESOLVE 1 #define MSG_ITERATION 2 #define MSG_INVERT 4 #define MSG_LPFEASIBLE 8 #define MSG_LPOPTIMAL 16 #define MSG_LPEQUAL 32 #define MSG_LPBETTER 64 #define MSG_MILPFEASIBLE 128 #define MSG_MILPEQUAL 256 #define MSG_MILPBETTER 512 #define MSG_MILPSTRATEGY 1024 #define MSG_MILPOPTIMAL 2048 #define MSG_PERFORMANCE 4096 #define MSG_INITPSEUDOCOST 8192 /* MPS file types */ #define MPSFIXED 1 #define MPSFREE 2 #define MPSIBM 4 #define MPSNEGOBJCONST 8 #define MPS_FREE (MPSFREE<<2) #define MPS_IBM (MPSIBM<<2) #define MPS_NEGOBJCONST (MPSNEGOBJCONST<<2) /* MPS defines (internal) */ #define MPSUNDEF -4 #define MPSNAME -3 #define MPSOBJSENSE -2 #define MPSOBJNAME -1 #define MPSROWS 0 #define MPSCOLUMNS 1 #define MPSRHS 2 #define MPSBOUNDS 3 #define MPSRANGES 4 #define MPSSOS 5 #define MPSVARMASK "%-8s" #define MPSVALUEMASK "%12g" /* Constraint type codes (internal) */ #define ROWTYPE_EMPTY 0 #define ROWTYPE_LE 1 #define ROWTYPE_GE 2 #define ROWTYPE_EQ 3 #define ROWTYPE_CONSTRAINT ROWTYPE_EQ /* This is the mask for modes */ #define ROWTYPE_OF 4 #define ROWTYPE_INACTIVE 8 #define ROWTYPE_RELAX 16 #define ROWTYPE_GUB 32 #define ROWTYPE_OFMAX (ROWTYPE_OF + ROWTYPE_GE) #define ROWTYPE_OFMIN (ROWTYPE_OF + ROWTYPE_LE) #define ROWTYPE_CHSIGN ROWTYPE_GE /* Public constraint codes */ #define FR ROWTYPE_EMPTY #define LE ROWTYPE_LE #define GE ROWTYPE_GE #define EQ ROWTYPE_EQ #define OF ROWTYPE_OF /* MIP constraint classes */ #define ROWCLASS_Unknown 0 /* Undefined/unknown */ #define ROWCLASS_Objective 1 /* The objective function */ #define ROWCLASS_GeneralREAL 2 /* General real-values constraint */ #define ROWCLASS_GeneralMIP 3 /* General mixed integer/binary and real valued constraint */ #define ROWCLASS_GeneralINT 4 /* General integer-only constraint */ #define ROWCLASS_GeneralBIN 5 /* General binary-only constraint */ #define ROWCLASS_KnapsackINT 6 /* Sum of positive integer times integer variables <= positive integer */ #define ROWCLASS_KnapsackBIN 7 /* Sum of positive integer times binary variables <= positive integer */ #define ROWCLASS_SetPacking 8 /* Sum of binary variables >= 1 */ #define ROWCLASS_SetCover 9 /* Sum of binary variables <= 1 */ #define ROWCLASS_GUB 10 /* Sum of binary variables = 1 */ #define ROWCLASS_MAX ROWCLASS_GUB /* Column subsets (internal) */ #define SCAN_USERVARS 1 #define SCAN_SLACKVARS 2 #define SCAN_ARTIFICIALVARS 4 #define SCAN_PARTIALBLOCK 8 #define USE_BASICVARS 16 #define USE_NONBASICVARS 32 #define SCAN_NORMALVARS (SCAN_USERVARS + SCAN_ARTIFICIALVARS) #define SCAN_ALLVARS (SCAN_SLACKVARS + SCAN_USERVARS + SCAN_ARTIFICIALVARS) #define USE_ALLVARS (USE_BASICVARS + USE_NONBASICVARS) #define OMIT_FIXED 64 #define OMIT_NONFIXED 128 /* Improvement defines */ #define IMPROVE_NONE 0 #define IMPROVE_SOLUTION 1 #define IMPROVE_DUALFEAS 2 #define IMPROVE_THETAGAP 4 #define IMPROVE_BBSIMPLEX 8 #define IMPROVE_DEFAULT (IMPROVE_DUALFEAS + IMPROVE_THETAGAP) #define IMPROVE_INVERSE (IMPROVE_SOLUTION + IMPROVE_THETAGAP) /* Scaling types */ #define SCALE_NONE 0 #define SCALE_EXTREME 1 #define SCALE_RANGE 2 #define SCALE_MEAN 3 #define SCALE_GEOMETRIC 4 #define SCALE_FUTURE1 5 #define SCALE_FUTURE2 6 #define SCALE_CURTISREID 7 /* Override to Curtis-Reid "optimal" scaling */ /* Alternative scaling weights */ #define SCALE_LINEAR 0 #define SCALE_QUADRATIC 8 #define SCALE_LOGARITHMIC 16 #define SCALE_USERWEIGHT 31 #define SCALE_MAXTYPE (SCALE_QUADRATIC-1) /* Scaling modes */ #define SCALE_POWER2 32 /* As is or rounded to power of 2 */ #define SCALE_EQUILIBRATE 64 /* Make sure that no scaled number is above 1 */ #define SCALE_INTEGERS 128 /* Apply to integer columns/variables */ #define SCALE_DYNUPDATE 256 /* Apply incrementally every solve() */ #define SCALE_ROWSONLY 512 /* Override any scaling to only scale the rows */ #define SCALE_COLSONLY 1024 /* Override any scaling to only scale the rows */ /* Standard defines for typical scaling models (no Lagrangeans) */ #define SCALEMODEL_EQUILIBRATED (SCALE_LINEAR+SCALE_EXTREME+SCALE_INTEGERS) #define SCALEMODEL_GEOMETRIC (SCALE_LINEAR+SCALE_GEOMETRIC+SCALE_INTEGERS) #define SCALEMODEL_ARITHMETIC (SCALE_LINEAR+SCALE_MEAN+SCALE_INTEGERS) #define SCALEMODEL_DYNAMIC (SCALEMODEL_GEOMETRIC+SCALE_EQUILIBRATE) #define SCALEMODEL_CURTISREID (SCALE_CURTISREID+SCALE_INTEGERS+SCALE_POWER2) /* Iteration status and strategies (internal) */ #define ITERATE_MAJORMAJOR 0 #define ITERATE_MINORMAJOR 1 #define ITERATE_MINORRETRY 2 /* Pricing methods */ #define PRICER_FIRSTINDEX 0 #define PRICER_DANTZIG 1 #define PRICER_DEVEX 2 #define PRICER_STEEPESTEDGE 3 #define PRICER_LASTOPTION PRICER_STEEPESTEDGE /* Additional settings for pricers (internal) */ #define PRICER_RANDFACT 0.1 #define DEVEX_RESTARTLIMIT 1.0e+09 /* Reset the norms if any value exceeds this limit */ #define DEVEX_MINVALUE 0.000 /* Minimum weight [0..1] for entering variable, consider 0.01 */ /* Pricing strategies */ #define PRICE_PRIMALFALLBACK 4 /* In case of Steepest Edge, fall back to DEVEX in primal */ #define PRICE_MULTIPLE 8 /* Enable multiple pricing (primal simplex) */ #define PRICE_PARTIAL 16 /* Enable partial pricing */ #define PRICE_ADAPTIVE 32 /* Temporarily use alternative strategy if cycling is detected */ #define PRICE_HYBRID 64 /* NOT IMPLEMENTED */ #define PRICE_RANDOMIZE 128 /* Adds a small randomization effect to the selected pricer */ #define PRICE_AUTOPARTIAL 256 /* Detect and use data on the block structure of the model (primal) */ #define PRICE_AUTOMULTIPLE 512 /* Automatically select multiple pricing (primal simplex) */ #define PRICE_LOOPLEFT 1024 /* Scan entering/leaving columns left rather than right */ #define PRICE_LOOPALTERNATE 2048 /* Scan entering/leaving columns alternatingly left/right */ #define PRICE_HARRISTWOPASS 4096 /* Use Harris' primal pivot logic rather than the default */ #define PRICE_FORCEFULL 8192 /* Non-user option to force full pricing */ #define PRICE_TRUENORMINIT 16384 /* Use true norms for Devex and Steepest Edge initializations */ /*#define _PRICE_NOBOUNDFLIP*/ #if defined _PRICE_NOBOUNDFLIP #define PRICE_NOBOUNDFLIP 65536 /* Disallow automatic bound-flip during pivot */ #endif #define PRICE_STRATEGYMASK (PRICE_PRIMALFALLBACK + \ PRICE_MULTIPLE + PRICE_PARTIAL + \ PRICE_ADAPTIVE + PRICE_HYBRID + \ PRICE_RANDOMIZE + PRICE_AUTOPARTIAL + PRICE_AUTOMULTIPLE + \ PRICE_LOOPLEFT + PRICE_LOOPALTERNATE + \ PRICE_HARRISTWOPASS + \ PRICE_FORCEFULL + PRICE_TRUENORMINIT) /* B&B active variable codes (internal) */ #define BB_REAL 0 #define BB_INT 1 #define BB_SC 2 #define BB_SOS 3 #define BB_GUB 4 /* B&B strategies */ #define NODE_FIRSTSELECT 0 #define NODE_GAPSELECT 1 #define NODE_RANGESELECT 2 #define NODE_FRACTIONSELECT 3 #define NODE_PSEUDOCOSTSELECT 4 #define NODE_PSEUDONONINTSELECT 5 /* Kjell Eikland #1 - Minimize B&B depth */ #define NODE_PSEUDOFEASSELECT (NODE_PSEUDONONINTSELECT+NODE_WEIGHTREVERSEMODE) #define NODE_PSEUDORATIOSELECT 6 /* Kjell Eikland #2 - Minimize a "cost/benefit" ratio */ #define NODE_USERSELECT 7 #define NODE_STRATEGYMASK (NODE_WEIGHTREVERSEMODE-1) /* Mask for B&B strategies */ #define NODE_WEIGHTREVERSEMODE 8 #define NODE_BRANCHREVERSEMODE 16 #define NODE_GREEDYMODE 32 #define NODE_PSEUDOCOSTMODE 64 #define NODE_DEPTHFIRSTMODE 128 #define NODE_RANDOMIZEMODE 256 #define NODE_GUBMODE 512 #define NODE_DYNAMICMODE 1024 #define NODE_RESTARTMODE 2048 #define NODE_BREADTHFIRSTMODE 4096 #define NODE_AUTOORDER 8192 #define NODE_RCOSTFIXING 16384 #define NODE_STRONGINIT 32768 #define BRANCH_CEILING 0 #define BRANCH_FLOOR 1 #define BRANCH_AUTOMATIC 2 #define BRANCH_DEFAULT 3 /* Action constants for simplex and B&B (internal) */ #define ACTION_NONE 0 #define ACTION_ACTIVE 1 #define ACTION_REBASE 2 #define ACTION_RECOMPUTE 4 #define ACTION_REPRICE 8 #define ACTION_REINVERT 16 #define ACTION_TIMEDREINVERT 32 #define ACTION_ITERATE 64 #define ACTION_RESTART 255 /* Solver status values */ #define UNKNOWNERROR -5 #define DATAIGNORED -4 #define NOBFP -3 #define NOMEMORY -2 #define NOTRUN -1 #define OPTIMAL 0 #define SUBOPTIMAL 1 #define INFEASIBLE 2 #define UNBOUNDED 3 #define DEGENERATE 4 #define NUMFAILURE 5 #define USERABORT 6 #define TIMEOUT 7 #define RUNNING 8 #define PRESOLVED 9 /* Branch & Bound and Lagrangean extra status values (internal) */ #define PROCFAIL 10 #define PROCBREAK 11 #define FEASFOUND 12 #define NOFEASFOUND 13 #define FATHOMED 14 /* Status values internal to the solver (internal) */ #define SWITCH_TO_PRIMAL 20 #define SWITCH_TO_DUAL 21 #define SINGULAR_BASIS 22 #define LOSTFEAS 23 #define MATRIXERROR 24 /* Objective testing options for "bb_better" (internal) */ #define OF_RELAXED 0 #define OF_INCUMBENT 1 #define OF_WORKING 2 #define OF_USERBREAK 3 #define OF_HEURISTIC 4 #define OF_DUALLIMIT 5 #define OF_DELTA 8 /* Mode */ #define OF_PROJECTED 16 /* Mode - future, not active */ #define OF_TEST_BT 1 #define OF_TEST_BE 2 #define OF_TEST_NE 3 #define OF_TEST_WE 4 #define OF_TEST_WT 5 #define OF_TEST_RELGAP 8 /* Mode */ /* Name list and sparse matrix storage parameters (internal) */ #define MAT_START_SIZE 10000 #define DELTACOLALLOC 100 #define DELTAROWALLOC 100 #define RESIZEFACTOR 4 /* Fractional increase in selected memory allocations */ /* Default solver parameters and tolerances (internal) */ #define DEF_PARTIALBLOCKS 10 /* The default number of blocks for partial pricing */ #define DEF_MAXRELAX 7 /* Maximum number of non-BB relaxations in MILP */ #define DEF_MAXPIVOTRETRY 10 /* Maximum number of times to retry a div-0 situation */ #define DEF_MAXSINGULARITIES 10 /* Maximum number of singularities in refactorization */ #define MAX_MINITUPDATES 60 /* Maximum number of bound swaps between refactorizations without recomputing the whole vector - contain errors */ #define MIN_REFACTFREQUENCY 5 /* Refactorization frequency indicating an inherent numerical instability of the basis */ #define LAG_SINGULARLIMIT 5 /* Number of times the objective does not change before it is assumed that the Lagrangean constraints are non-binding, and therefore impossible to converge; upper iteration limit is divided by this threshold */ #define MIN_TIMEPIVOT 5.0e-02 /* Minimum time per pivot for reinversion optimization purposes; use active monitoring only if a pivot takes more than MINTIMEPIVOT seconds. 5.0e-2 is roughly suitable for a 1GHz system. */ #define MAX_STALLCOUNT 12 /* The absolute upper limit to the number of stalling or cycling iterations before switching rule */ #define MAX_RULESWITCH 5 /* The maximum number of times to try an alternate pricing rule to recover from stalling; set negative for no limit. */ #define DEF_TIMEDREFACT AUTOMATIC /* Default for timed refactorization in BFPs; can be FALSE, TRUE or AUTOMATIC (dynamic) */ #define DEF_SCALINGLIMIT 5 /* The default maximum number of scaling iterations */ #define DEF_NEGRANGE -1.0e+06 /* Downward limit for expanded variable range before the variable is split into positive and negative components */ #define DEF_BB_LIMITLEVEL -50 /* Relative B&B limit to protect against very deep, memory-consuming trees */ #define MAX_FRACSCALE 6 /* The maximum decimal scan range for simulated integers */ #define RANDSCALE 100 /* Randomization scaling range */ #define DOUBLEROUND 0.0e-02 /* Extra rounding scalar used in btran/ftran calculations; the rationale for 0.0 is that prod_xA() uses rounding as well */ #define DEF_EPSMACHINE 2.22e-16 /* Machine relative precision (doubles) */ #define MIN_STABLEPIVOT 5.0 /* Minimum pivot magnitude assumed to be numerically stable */ /* Precision macros */ /* -------------------------------------------------------------------------------------- */ #define PREC_REDUCEDCOST lp->epsvalue #define PREC_IMPROVEGAP lp->epsdual #define PREC_SUBSTFEASGAP lp->epsprimal #if 1 #define PREC_BASICSOLUTION lp->epsvalue /* Zero-rounding of RHS/basic solution vector */ #else #define PREC_BASICSOLUTION lp->epsmachine /* Zero-rounding of RHS/basic solution vector */ #endif #define LIMIT_ABS_REL 10.0 /* Limit for testing using relative metric */ /* Parameters constants for short-cut setting of tolerances */ /* -------------------------------------------------------------------------------------- */ #define EPS_TIGHT 0 #define EPS_MEDIUM 1 #define EPS_LOOSE 2 #define EPS_BAGGY 3 #define EPS_DEFAULT EPS_TIGHT #if ActivePARAM==ProductionPARAM /* PARAMETER SET FOR PRODUCTION */ /* -------------------------------------------------------------------------------------- */ #define DEF_INFINITE 1.0e+30 /* Limit for dynamic range */ #define DEF_EPSVALUE 1.0e-12 /* High accuracy and feasibility preserving tolerance */ #define DEF_EPSPRIMAL 1.0e-10 /* For rounding primal/RHS values to 0 */ #define DEF_EPSDUAL 1.0e-09 /* For rounding reduced costs to 0 */ #define DEF_EPSPIVOT 2.0e-07 /* Pivot reject threshold */ #define DEF_PERTURB 1.0e-05 /* Perturbation scalar for degenerate problems; must at least be RANDSCALE greater than EPSPRIMAL */ #define DEF_EPSSOLUTION 1.0e-05 /* Margin of error for solution bounds */ #define DEF_EPSINT 1.0e-07 /* Accuracy for considering a float value as integer */ #elif ActivePARAM==OriginalPARAM /* PARAMETER SET FOR LEGACY VERSIONS */ /* -------------------------------------------------------------------------------------- */ #define DEF_INFINITE 1.0e+24 /* Limit for dynamic range */ #define DEF_EPSVALUE 1.0e-08 /* High accuracy and feasibility preserving tolerance */ #define DEF_EPSPRIMAL 5.01e-07 /* For rounding primal/RHS values to 0, infeasibility */ #define DEF_EPSDUAL 1.0e-06 /* For rounding reduced costs to 0 */ #define DEF_EPSPIVOT 1.0e-04 /* Pivot reject threshold */ #define DEF_PERTURB 1.0e-05 /* Perturbation scalar for degenerate problems; must at least be RANDSCALE greater than EPSPRIMAL */ #define DEF_EPSSOLUTION 1.0e-02 /* Margin of error for solution bounds */ #define DEF_EPSINT 1.0e-03 /* Accuracy for considering a float value as integer */ #elif ActivePARAM==ChvatalPARAM /* PARAMETER SET EXAMPLES FROM Vacek Chvatal */ /* -------------------------------------------------------------------------------------- */ #define DEF_INFINITE 1.0e+30 /* Limit for dynamic range */ #define DEF_EPSVALUE 1.0e-10 /* High accuracy and feasibility preserving tolerance */ #define DEF_EPSPRIMAL 10e-07 /* For rounding primal/RHS values to 0 */ #define DEF_EPSDUAL 10e-05 /* For rounding reduced costs to 0 */ #define DEF_EPSPIVOT 10e-05 /* Pivot reject threshold */ #define DEF_PERTURB 10e-03 /* Perturbation scalar for degenerate problems; must at least be RANDSCALE greater than EPSPRIMAL */ #define DEF_EPSSOLUTION 1.0e-05 /* Margin of error for solution bounds */ #define DEF_EPSINT 5.0e-03 /* Accuracy for considering a float value as integer */ #elif ActivePARAM==LoosePARAM /* PARAMETER SET FOR LOOSE TOLERANCES */ /* -------------------------------------------------------------------------------------- */ #define DEF_INFINITE 1.0e+30 /* Limit for dynamic range */ #define DEF_EPSVALUE 1.0e-10 /* High accuracy and feasibility preserving tolerance */ #define DEF_EPSPRIMAL 5.01e-08 /* For rounding primal/RHS values to 0 */ #define DEF_EPSDUAL 1.0e-07 /* For rounding reduced costs to 0 */ #define DEF_EPSPIVOT 1.0e-05 /* Pivot reject threshold */ #define DEF_PERTURB 1.0e-05 /* Perturbation scalar for degenerate problems; must at least be RANDSCALE greater than EPSPRIMAL */ #define DEF_EPSSOLUTION 1.0e-05 /* Margin of error for solution bounds */ #define DEF_EPSINT 1.0e-04 /* Accuracy for considering a float value as integer */ #endif #define DEF_MIP_GAP 1.0e-11 /* The default absolute and relative MIP gap */ #define SCALEDINTFIXRANGE 1.6 /* Epsilon range multiplier < 2 for collapsing bounds to fix */ #define MIN_SCALAR 1.0e-10 /* Smallest allowed scaling adjustment */ #define MAX_SCALAR 1.0e+10 /* Largest allowed scaling adjustment */ #define DEF_SCALINGEPS 1.0e-02 /* Relative scaling convergence criterion for auto_scale */ #define DEF_LAGACCEPT 1.0e-03 /* Default Lagrangean convergence acceptance criterion */ #define DEF_LAGCONTRACT 0.90 /* The contraction parameter for Lagrangean iterations */ #define DEF_LAGMAXITERATIONS 100 /* The maximum number of Lagrangean iterations */ #define DEF_PSEUDOCOSTUPDATES 7 /* The default number of times pseudo-costs are recalculated; experiments indicate that costs tend to stabilize */ #define DEF_PSEUDOCOSTRESTART 0.15 /* The fraction of price updates required for B&B restart when the mode is NODE_RESTARTMODE */ #define DEF_MAXPRESOLVELOOPS 0 /* Upper limit to the number of loops during presolve, <= 0 for no limit. */ /* Hashing prototypes and function headers */ /* ------------------------------------------------------------------------- */ #include "lp_Hash.h" /* Sparse matrix prototypes */ /* ------------------------------------------------------------------------- */ #include "lp_matrix.h" /* Basis storage (mainly for B&B) */ typedef struct _basisrec { int level; int *var_basic; MYBOOL *is_basic; MYBOOL *is_lower; int pivots; struct _basisrec *previous; } basisrec; /* Presolve undo data storage */ typedef struct _presolveundorec { lprec *lp; int orig_rows; int orig_columns; int orig_sum; int *var_to_orig; /* sum_alloc+1 : Mapping of variables from solution to best_solution to account for removed variables and rows during presolve; a non-positive value indicates that the constraint or variable was removed */ int *orig_to_var; /* sum_alloc+1 : Mapping from original variable index to current / working index number */ REAL *fixed_rhs; /* rows_alloc+1 : Storage of values of presolved fixed colums */ REAL *fixed_obj; /* columns_alloc+1: Storage of values of presolved fixed rows */ DeltaVrec *deletedA; /* A matrix of eliminated data from matA */ DeltaVrec *primalundo; /* Affine translation vectors for eliminated primal variables */ DeltaVrec *dualundo; /* Affine translation vectors for eliminated dual variables */ MYBOOL OFcolsdeleted; } presolveundorec; /* Pseudo-cost arrays used during B&B */ typedef struct _BBPSrec { lprec *lp; int pseodotype; int updatelimit; int updatesfinished; REAL restartlimit; MATitem *UPcost; MATitem *LOcost; struct _BBPSrec *secondary; } BBPSrec; #include "lp_mipbb.h" /* Partial pricing block data */ typedef struct _partialrec { lprec *lp; int blockcount; /* ## The number of logical blocks or stages in the model */ int blocknow; /* The currently active block */ int *blockend; /* Array of column indeces giving the start of each block */ int *blockpos; /* Array of column indeces giving the start scan position */ MYBOOL isrow; } partialrec; /* Specially Ordered Sets (SOS) prototypes and settings */ /* ------------------------------------------------------------------------- */ /* SOS storage structure (LINEARSEARCH is typically in the 0-10 range) */ #ifndef LINEARSEARCH #define LINEARSEARCH 0 #endif #include "lp_SOS.h" /* Prototypes for user call-back functions */ /* ------------------------------------------------------------------------- */ typedef int (__WINAPI lphandle_intfunc)(lprec *lp, void *userhandle); typedef void (__WINAPI lphandlestr_func)(lprec *lp, void *userhandle, char *buf); typedef void (__WINAPI lphandleint_func)(lprec *lp, void *userhandle, int message); typedef int (__WINAPI lphandleint_intfunc)(lprec *lp, void *userhandle, int message); /* API typedef definitions */ /* ------------------------------------------------------------------------- */ typedef MYBOOL (__WINAPI add_column_func)(lprec *lp, REAL *column); typedef MYBOOL (__WINAPI add_columnex_func)(lprec *lp, int count, REAL *column, int *rowno); typedef MYBOOL (__WINAPI add_constraint_func)(lprec *lp, REAL *row, int constr_type, REAL rh); typedef MYBOOL (__WINAPI add_constraintex_func)(lprec *lp, int count, REAL *row, int *colno, int constr_type, REAL rh); typedef MYBOOL (__WINAPI add_lag_con_func)(lprec *lp, REAL *row, int con_type, REAL rhs); typedef int (__WINAPI add_SOS_func)(lprec *lp, char *name, int sostype, int priority, int count, int *sosvars, REAL *weights); typedef int (__WINAPI column_in_lp_func)(lprec *lp, REAL *column); typedef lprec * (__WINAPI copy_lp_func)(lprec *lp); typedef void (__WINAPI default_basis_func)(lprec *lp); typedef MYBOOL (__WINAPI del_column_func)(lprec *lp, int colnr); typedef MYBOOL (__WINAPI del_constraint_func)(lprec *lp, int rownr); typedef void (__WINAPI delete_lp_func)(lprec *lp); typedef MYBOOL (__WINAPI dualize_lp_func)(lprec *lp); typedef void (__WINAPI free_lp_func)(lprec **plp); typedef int (__WINAPI get_anti_degen_func)(lprec *lp); typedef MYBOOL (__WINAPI get_basis_func)(lprec *lp, int *bascolumn, MYBOOL nonbasic); typedef int (__WINAPI get_basiscrash_func)(lprec *lp); typedef int (__WINAPI get_bb_depthlimit_func)(lprec *lp); typedef int (__WINAPI get_bb_floorfirst_func)(lprec *lp); typedef int (__WINAPI get_bb_rule_func)(lprec *lp); typedef MYBOOL (__WINAPI get_bounds_tighter_func)(lprec *lp); typedef REAL (__WINAPI get_break_at_value_func)(lprec *lp); typedef char * (__WINAPI get_col_name_func)(lprec *lp, int colnr); typedef MYBOOL (__WINAPI get_column_func)(lprec *lp, int colnr, REAL *column); typedef int (__WINAPI get_columnex_func)(lprec *lp, int colnr, REAL *column, int *nzrow); typedef int (__WINAPI get_constr_type_func)(lprec *lp, int rownr); typedef REAL (__WINAPI get_constr_value_func)(lprec *lp, int rownr, int count, REAL *primsolution, int *nzindex); typedef MYBOOL (__WINAPI get_constraints_func)(lprec *lp, REAL *constr); typedef MYBOOL (__WINAPI get_dual_solution_func)(lprec *lp, REAL *rc); typedef REAL (__WINAPI get_epsb_func)(lprec *lp); typedef REAL (__WINAPI get_epsd_func)(lprec *lp); typedef REAL (__WINAPI get_epsel_func)(lprec *lp); typedef REAL (__WINAPI get_epsint_func)(lprec *lp); typedef REAL (__WINAPI get_epsperturb_func)(lprec *lp); typedef REAL (__WINAPI get_epspivot_func)(lprec *lp); typedef int (__WINAPI get_improve_func)(lprec *lp); typedef REAL (__WINAPI get_infinite_func)(lprec *lp); typedef MYBOOL (__WINAPI get_lambda_func)(lprec *lp, REAL *lambda); typedef REAL (__WINAPI get_lowbo_func)(lprec *lp, int colnr); typedef int (__WINAPI get_lp_index_func)(lprec *lp, int orig_index); typedef char * (__WINAPI get_lp_name_func)(lprec *lp); typedef int (__WINAPI get_Lrows_func)(lprec *lp); typedef REAL (__WINAPI get_mat_func)(lprec *lp, int rownr, int colnr); typedef REAL (__WINAPI get_mat_byindex_func)(lprec *lp, int matindex, MYBOOL isrow, MYBOOL adjustsign); typedef int (__WINAPI get_max_level_func)(lprec *lp); typedef int (__WINAPI get_maxpivot_func)(lprec *lp); typedef REAL (__WINAPI get_mip_gap_func)(lprec *lp, MYBOOL absolute); typedef int (__WINAPI get_multiprice_func)(lprec *lp, MYBOOL getabssize); typedef MYBOOL (__WINAPI is_use_names_func)(lprec *lp, MYBOOL isrow); typedef void (__WINAPI set_use_names_func)(lprec *lp, MYBOOL isrow, MYBOOL use_names); typedef int (__WINAPI get_nameindex_func)(lprec *lp, char *varname, MYBOOL isrow); typedef int (__WINAPI get_Ncolumns_func)(lprec *lp); typedef REAL (__WINAPI get_negrange_func)(lprec *lp); typedef int (__WINAPI get_nz_func)(lprec *lp); typedef int (__WINAPI get_Norig_columns_func)(lprec *lp); typedef int (__WINAPI get_Norig_rows_func)(lprec *lp); typedef int (__WINAPI get_Nrows_func)(lprec *lp); typedef REAL (__WINAPI get_obj_bound_func)(lprec *lp); typedef REAL (__WINAPI get_objective_func)(lprec *lp); typedef int (__WINAPI get_orig_index_func)(lprec *lp, int lp_index); typedef char * (__WINAPI get_origcol_name_func)(lprec *lp, int colnr); typedef char * (__WINAPI get_origrow_name_func)(lprec *lp, int rownr); typedef void (__WINAPI get_partialprice_func)(lprec *lp, int *blockcount, int *blockstart, MYBOOL isrow); typedef int (__WINAPI get_pivoting_func)(lprec *lp); typedef int (__WINAPI get_presolve_func)(lprec *lp); typedef int (__WINAPI get_presolveloops_func)(lprec *lp); typedef MYBOOL (__WINAPI get_primal_solution_func)(lprec *lp, REAL *pv); typedef int (__WINAPI get_print_sol_func)(lprec *lp); typedef MYBOOL (__WINAPI get_pseudocosts_func)(lprec *lp, REAL *clower, REAL *cupper, int *updatelimit); typedef MYBOOL (__WINAPI get_ptr_constraints_func)(lprec *lp, REAL **constr); typedef MYBOOL (__WINAPI get_ptr_dual_solution_func)(lprec *lp, REAL **rc); typedef MYBOOL (__WINAPI get_ptr_lambda_func)(lprec *lp, REAL **lambda); typedef MYBOOL (__WINAPI get_ptr_primal_solution_func)(lprec *lp, REAL **pv); typedef MYBOOL (__WINAPI get_ptr_sensitivity_obj_func)(lprec *lp, REAL **objfrom, REAL **objtill); typedef MYBOOL (__WINAPI get_ptr_sensitivity_objex_func)(lprec *lp, REAL **objfrom, REAL **objtill, REAL **objfromvalue, REAL **objtillvalue); typedef MYBOOL (__WINAPI get_ptr_sensitivity_rhs_func)(lprec *lp, REAL **duals, REAL **dualsfrom, REAL **dualstill); typedef MYBOOL (__WINAPI get_ptr_variables_func)(lprec *lp, REAL **var); typedef REAL (__WINAPI get_rh_func)(lprec *lp, int rownr); typedef REAL (__WINAPI get_rh_range_func)(lprec *lp, int rownr); typedef int (__WINAPI get_rowex_func)(lprec *lp, int rownr, REAL *row, int *colno); typedef MYBOOL (__WINAPI get_row_func)(lprec *lp, int rownr, REAL *row); typedef char * (__WINAPI get_row_name_func)(lprec *lp, int rownr); typedef REAL (__WINAPI get_scalelimit_func)(lprec *lp); typedef int (__WINAPI get_scaling_func)(lprec *lp); typedef MYBOOL (__WINAPI get_sensitivity_obj_func)(lprec *lp, REAL *objfrom, REAL *objtill); typedef MYBOOL (__WINAPI get_sensitivity_objex_func)(lprec *lp, REAL *objfrom, REAL *objtill, REAL *objfromvalue, REAL *objtillvalue); typedef MYBOOL (__WINAPI get_sensitivity_rhs_func)(lprec *lp, REAL *duals, REAL *dualsfrom, REAL *dualstill); typedef int (__WINAPI get_simplextype_func)(lprec *lp); typedef int (__WINAPI get_solutioncount_func)(lprec *lp); typedef int (__WINAPI get_solutionlimit_func)(lprec *lp); typedef int (__WINAPI get_status_func)(lprec *lp); typedef char * (__WINAPI get_statustext_func)(lprec *lp, int statuscode); typedef long (__WINAPI get_timeout_func)(lprec *lp); typedef COUNTER (__WINAPI get_total_iter_func)(lprec *lp); typedef COUNTER (__WINAPI get_total_nodes_func)(lprec *lp); typedef REAL (__WINAPI get_upbo_func)(lprec *lp, int colnr); typedef int (__WINAPI get_var_branch_func)(lprec *lp, int colnr); typedef REAL (__WINAPI get_var_dualresult_func)(lprec *lp, int index); typedef REAL (__WINAPI get_var_primalresult_func)(lprec *lp, int index); typedef int (__WINAPI get_var_priority_func)(lprec *lp, int colnr); typedef MYBOOL (__WINAPI get_variables_func)(lprec *lp, REAL *var); typedef int (__WINAPI get_verbose_func)(lprec *lp); typedef MYBOOL (__WINAPI guess_basis_func)(lprec *lp, REAL *guessvector, int *basisvector); typedef REAL (__WINAPI get_working_objective_func)(lprec *lp); typedef MYBOOL (__WINAPI has_BFP_func)(lprec *lp); typedef MYBOOL (__WINAPI has_XLI_func)(lprec *lp); typedef MYBOOL (__WINAPI is_add_rowmode_func)(lprec *lp); typedef MYBOOL (__WINAPI is_anti_degen_func)(lprec *lp, int testmask); typedef MYBOOL (__WINAPI is_binary_func)(lprec *lp, int colnr); typedef MYBOOL (__WINAPI is_break_at_first_func)(lprec *lp); typedef MYBOOL (__WINAPI is_constr_type_func)(lprec *lp, int rownr, int mask); typedef MYBOOL (__WINAPI is_debug_func)(lprec *lp); typedef MYBOOL (__WINAPI is_feasible_func)(lprec *lp, REAL *values, REAL threshold); typedef MYBOOL (__WINAPI is_unbounded_func)(lprec *lp, int colnr); typedef MYBOOL (__WINAPI is_infinite_func)(lprec *lp, REAL value); typedef MYBOOL (__WINAPI is_int_func)(lprec *lp, int column); typedef MYBOOL (__WINAPI is_integerscaling_func)(lprec *lp); typedef MYBOOL (__WINAPI is_lag_trace_func)(lprec *lp); typedef MYBOOL (__WINAPI is_maxim_func)(lprec *lp); typedef MYBOOL (__WINAPI is_nativeBFP_func)(lprec *lp); typedef MYBOOL (__WINAPI is_nativeXLI_func)(lprec *lp); typedef MYBOOL (__WINAPI is_negative_func)(lprec *lp, int colnr); typedef MYBOOL (__WINAPI is_obj_in_basis_func)(lprec *lp); typedef MYBOOL (__WINAPI is_piv_mode_func)(lprec *lp, int testmask); typedef MYBOOL (__WINAPI is_piv_rule_func)(lprec *lp, int rule); typedef MYBOOL (__WINAPI is_presolve_func)(lprec *lp, int testmask); typedef MYBOOL (__WINAPI is_scalemode_func)(lprec *lp, int testmask); typedef MYBOOL (__WINAPI is_scaletype_func)(lprec *lp, int scaletype); typedef MYBOOL (__WINAPI is_semicont_func)(lprec *lp, int colnr); typedef MYBOOL (__WINAPI is_SOS_var_func)(lprec *lp, int colnr); typedef MYBOOL (__WINAPI is_trace_func)(lprec *lp); typedef void (__WINAPI lp_solve_version_func)(int *majorversion, int *minorversion, int *release, int *build); typedef lprec * (__WINAPI make_lp_func)(int rows, int columns); typedef void (__WINAPI print_constraints_func)(lprec *lp, int columns); typedef MYBOOL (__WINAPI print_debugdump_func)(lprec *lp, char *filename); typedef void (__WINAPI print_duals_func)(lprec *lp); typedef void (__WINAPI print_lp_func)(lprec *lp); typedef void (__WINAPI print_objective_func)(lprec *lp); typedef void (__WINAPI print_scales_func)(lprec *lp); typedef void (__WINAPI print_solution_func)(lprec *lp, int columns); typedef void (__WINAPI print_str_func)(lprec *lp, char *str); typedef void (__WINAPI print_tableau_func)(lprec *lp); typedef void (__WINAPI put_abortfunc_func)(lprec *lp, lphandle_intfunc newctrlc, void *ctrlchandle); typedef void (__WINAPI put_bb_nodefunc_func)(lprec *lp, lphandleint_intfunc newnode, void *bbnodehandle); typedef void (__WINAPI put_bb_branchfunc_func)(lprec *lp, lphandleint_intfunc newbranch, void *bbbranchhandle); typedef void (__WINAPI put_logfunc_func)(lprec *lp, lphandlestr_func newlog, void *loghandle); typedef void (__WINAPI put_msgfunc_func)(lprec *lp, lphandleint_func newmsg, void *msghandle, int mask); typedef lprec * (__WINAPI read_LP_func)(char *filename, int verbose, char *lp_name); typedef lprec * (__WINAPI read_MPS_func)(char *filename, int options); typedef lprec * (__WINAPI read_XLI_func)(char *xliname, char *modelname, char *dataname, char *options, int verbose); typedef MYBOOL (__WINAPI read_basis_func)(lprec *lp, char *filename, char *info); typedef void (__WINAPI reset_basis_func)(lprec *lp); typedef MYBOOL (__WINAPI read_params_func)(lprec *lp, char *filename, char *options); typedef void (__WINAPI reset_params_func)(lprec *lp); typedef MYBOOL (__WINAPI resize_lp_func)(lprec *lp, int rows, int columns); typedef MYBOOL (__WINAPI set_add_rowmode_func)(lprec *lp, MYBOOL turnon); typedef void (__WINAPI set_anti_degen_func)(lprec *lp, int anti_degen); typedef int (__WINAPI set_basisvar_func)(lprec *lp, int basisPos, int enteringCol); typedef MYBOOL (__WINAPI set_basis_func)(lprec *lp, int *bascolumn, MYBOOL nonbasic); typedef void (__WINAPI set_basiscrash_func)(lprec *lp, int mode); typedef void (__WINAPI set_bb_depthlimit_func)(lprec *lp, int bb_maxlevel); typedef void (__WINAPI set_bb_floorfirst_func)(lprec *lp, int bb_floorfirst); typedef void (__WINAPI set_bb_rule_func)(lprec *lp, int bb_rule); typedef MYBOOL (__WINAPI set_BFP_func)(lprec *lp, char *filename); typedef MYBOOL (__WINAPI set_binary_func)(lprec *lp, int colnr, MYBOOL must_be_bin); typedef MYBOOL (__WINAPI set_bounds_func)(lprec *lp, int colnr, REAL lower, REAL upper); typedef void (__WINAPI set_bounds_tighter_func)(lprec *lp, MYBOOL tighten); typedef void (__WINAPI set_break_at_first_func)(lprec *lp, MYBOOL break_at_first); typedef void (__WINAPI set_break_at_value_func)(lprec *lp, REAL break_at_value); typedef MYBOOL (__WINAPI set_column_func)(lprec *lp, int colnr, REAL *column); typedef MYBOOL (__WINAPI set_columnex_func)(lprec *lp, int colnr, int count, REAL *column, int *rowno); typedef MYBOOL (__WINAPI set_col_name_func)(lprec *lp, int colnr, char *new_name); typedef MYBOOL (__WINAPI set_constr_type_func)(lprec *lp, int rownr, int con_type); typedef void (__WINAPI set_debug_func)(lprec *lp, MYBOOL debug); typedef void (__WINAPI set_epsb_func)(lprec *lp, REAL epsb); typedef void (__WINAPI set_epsd_func)(lprec *lp, REAL epsd); typedef void (__WINAPI set_epsel_func)(lprec *lp, REAL epsel); typedef void (__WINAPI set_epsint_func)(lprec *lp, REAL epsint); typedef MYBOOL (__WINAPI set_epslevel_func)(lprec *lp, int epslevel); typedef void (__WINAPI set_epsperturb_func)(lprec *lp, REAL epsperturb); typedef void (__WINAPI set_epspivot_func)(lprec *lp, REAL epspivot); typedef MYBOOL (__WINAPI set_unbounded_func)(lprec *lp, int colnr); typedef void (__WINAPI set_improve_func)(lprec *lp, int improve); typedef void (__WINAPI set_infinite_func)(lprec *lp, REAL infinite); typedef MYBOOL (__WINAPI set_int_func)(lprec *lp, int colnr, MYBOOL must_be_int); typedef void (__WINAPI set_lag_trace_func)(lprec *lp, MYBOOL lag_trace); typedef MYBOOL (__WINAPI set_lowbo_func)(lprec *lp, int colnr, REAL value); typedef MYBOOL (__WINAPI set_lp_name_func)(lprec *lp, char *lpname); typedef MYBOOL (__WINAPI set_mat_func)(lprec *lp, int row, int column, REAL value); typedef void (__WINAPI set_maxim_func)(lprec *lp); typedef void (__WINAPI set_maxpivot_func)(lprec *lp, int max_num_inv); typedef void (__WINAPI set_minim_func)(lprec *lp); typedef void (__WINAPI set_mip_gap_func)(lprec *lp, MYBOOL absolute, REAL mip_gap); typedef MYBOOL (__WINAPI set_multiprice_func)(lprec *lp, int multiblockdiv); typedef void (__WINAPI set_negrange_func)(lprec *lp, REAL negrange); typedef MYBOOL (__WINAPI set_obj_func)(lprec *lp, int colnr, REAL value); typedef void (__WINAPI set_obj_bound_func)(lprec *lp, REAL obj_bound); typedef MYBOOL (__WINAPI set_obj_fn_func)(lprec *lp, REAL *row); typedef MYBOOL (__WINAPI set_obj_fnex_func)(lprec *lp, int count, REAL *row, int *colno); typedef void (__WINAPI set_obj_in_basis_func)(lprec *lp, MYBOOL obj_in_basis); typedef MYBOOL (__WINAPI set_outputfile_func)(lprec *lp, char *filename); typedef void (__WINAPI set_outputstream_func)(lprec *lp, FILE *stream); typedef MYBOOL (__WINAPI set_partialprice_func)(lprec *lp, int blockcount, int *blockstart, MYBOOL isrow); typedef void (__WINAPI set_pivoting_func)(lprec *lp, int piv_rule); typedef void (__WINAPI set_preferdual_func)(lprec *lp, MYBOOL dodual); typedef void (__WINAPI set_presolve_func)(lprec *lp, int presolvemode, int maxloops); typedef void (__WINAPI set_print_sol_func)(lprec *lp, int print_sol); typedef MYBOOL (__WINAPI set_pseudocosts_func)(lprec *lp, REAL *clower, REAL *cupper, int *updatelimit); typedef MYBOOL (__WINAPI set_rh_func)(lprec *lp, int rownr, REAL value); typedef MYBOOL (__WINAPI set_rh_range_func)(lprec *lp, int rownr, REAL deltavalue); typedef void (__WINAPI set_rh_vec_func)(lprec *lp, REAL *rh); typedef MYBOOL (__WINAPI set_row_func)(lprec *lp, int rownr, REAL *row); typedef MYBOOL (__WINAPI set_rowex_func)(lprec *lp, int rownr, int count, REAL *row, int *colno); typedef MYBOOL (__WINAPI set_row_name_func)(lprec *lp, int rownr, char *new_name); typedef void (__WINAPI set_scalelimit_func)(lprec *lp, REAL scalelimit); typedef void (__WINAPI set_scaling_func)(lprec *lp, int scalemode); typedef MYBOOL (__WINAPI set_semicont_func)(lprec *lp, int colnr, MYBOOL must_be_sc); typedef void (__WINAPI set_sense_func)(lprec *lp, MYBOOL maximize); typedef void (__WINAPI set_simplextype_func)(lprec *lp, int simplextype); typedef void (__WINAPI set_solutionlimit_func)(lprec *lp, int limit); typedef void (__WINAPI set_timeout_func)(lprec *lp, long sectimeout); typedef void (__WINAPI set_trace_func)(lprec *lp, MYBOOL trace); typedef MYBOOL (__WINAPI set_upbo_func)(lprec *lp, int colnr, REAL value); typedef MYBOOL (__WINAPI set_var_branch_func)(lprec *lp, int colnr, int branch_mode); typedef MYBOOL (__WINAPI set_var_weights_func)(lprec *lp, REAL *weights); typedef void (__WINAPI set_verbose_func)(lprec *lp, int verbose); typedef MYBOOL (__WINAPI set_XLI_func)(lprec *lp, char *filename); typedef int (__WINAPI solve_func)(lprec *lp); typedef MYBOOL (__WINAPI str_add_column_func)(lprec *lp, char *col_string); typedef MYBOOL (__WINAPI str_add_constraint_func)(lprec *lp, char *row_string ,int constr_type, REAL rh); typedef MYBOOL (__WINAPI str_add_lag_con_func)(lprec *lp, char *row_string, int con_type, REAL rhs); typedef MYBOOL (__WINAPI str_set_obj_fn_func)(lprec *lp, char *row_string); typedef MYBOOL (__WINAPI str_set_rh_vec_func)(lprec *lp, char *rh_string); typedef REAL (__WINAPI time_elapsed_func)(lprec *lp); typedef void (__WINAPI unscale_func)(lprec *lp); typedef MYBOOL (__WINAPI write_lp_func)(lprec *lp, char *filename); typedef MYBOOL (__WINAPI write_LP_func)(lprec *lp, FILE *output); typedef MYBOOL (__WINAPI write_mps_func)(lprec *lp, char *filename); typedef MYBOOL (__WINAPI write_MPS_func)(lprec *lp, FILE *output); typedef MYBOOL (__WINAPI write_freemps_func)(lprec *lp, char *filename); typedef MYBOOL (__WINAPI write_freeMPS_func)(lprec *lp, FILE *output); typedef MYBOOL (__WINAPI write_XLI_func)(lprec *lp, char *filename, char *options, MYBOOL results); typedef MYBOOL (__WINAPI write_basis_func)(lprec *lp, char *filename); typedef MYBOOL (__WINAPI write_params_func)(lprec *lp, char *filename, char *options); /* Prototypes for callbacks from basis inverse/factorization libraries */ /* ------------------------------------------------------------------------- */ typedef MYBOOL (__WINAPI userabortfunc)(lprec *lp, int level); typedef void (__VACALL reportfunc)(lprec *lp, int level, char *format, ...); typedef char * (__VACALL explainfunc)(lprec *lp, char *format, ...); typedef int (__WINAPI getvectorfunc)(lprec *lp, int varin, REAL *pcol, int *nzlist, int *maxabs); typedef int (__WINAPI getpackedfunc)(lprec *lp, int j, int rn[], double bj[]); typedef REAL (__WINAPI get_OF_activefunc)(lprec *lp, int varnr, REAL mult); typedef int (__WINAPI getMDOfunc)(lprec *lp, MYBOOL *usedpos, int *colorder, int *size, MYBOOL symmetric); typedef MYBOOL (__WINAPI invertfunc)(lprec *lp, MYBOOL shiftbounds, MYBOOL final); typedef void (__WINAPI set_actionfunc)(int *actionvar, int actionmask); typedef MYBOOL (__WINAPI is_actionfunc)(int actionvar, int testmask); typedef void (__WINAPI clear_actionfunc)(int *actionvar, int actionmask); /* Prototypes for basis inverse/factorization libraries */ /* ------------------------------------------------------------------------- */ typedef char *(BFP_CALLMODEL BFPchar)(void); typedef void (BFP_CALLMODEL BFP_lp)(lprec *lp); typedef void (BFP_CALLMODEL BFP_lpint)(lprec *lp, int newsize); typedef int (BFP_CALLMODEL BFPint_lp)(lprec *lp); typedef int (BFP_CALLMODEL BFPint_lpint)(lprec *lp, int kind); typedef REAL (BFP_CALLMODEL BFPreal_lp)(lprec *lp); typedef REAL *(BFP_CALLMODEL BFPrealp_lp)(lprec *lp); typedef void (BFP_CALLMODEL BFP_lpbool)(lprec *lp, MYBOOL maximum); typedef int (BFP_CALLMODEL BFPint_lpbool)(lprec *lp, MYBOOL maximum); typedef int (BFP_CALLMODEL BFPint_lpintintboolbool)(lprec *lp, int uservars, int Bsize, MYBOOL *usedpos, MYBOOL final); typedef void (BFP_CALLMODEL BFP_lprealint)(lprec *lp, REAL *pcol, int *nzidx); typedef void (BFP_CALLMODEL BFP_lprealintrealint)(lprec *lp, REAL *prow, int *pnzidx, REAL *drow, int *dnzidx); typedef MYBOOL (BFP_CALLMODEL BFPbool_lp)(lprec *lp); typedef MYBOOL (BFP_CALLMODEL BFPbool_lpbool)(lprec *lp, MYBOOL changesign); typedef MYBOOL (BFP_CALLMODEL BFPbool_lpint)(lprec *lp, int size); typedef MYBOOL (BFP_CALLMODEL BFPbool_lpintintchar)(lprec *lp, int size, int deltasize, char *options); typedef MYBOOL (BFP_CALLMODEL BFPbool_lpintintint)(lprec *lp, int size, int deltasize, int sizeofvar); typedef LREAL (BFP_CALLMODEL BFPlreal_lpintintreal)(lprec *lp, int row_nr, int col_nr, REAL *pcol); typedef REAL (BFP_CALLMODEL BFPreal_lplrealreal)(lprec *lp, LREAL theta, REAL *pcol); typedef int (BFP_CALLMODEL getcolumnex_func)(lprec *lp, int colnr, REAL *nzvalues, int *nzrows, int *mapin); typedef int (BFP_CALLMODEL BFPint_lpintrealcbintint)(lprec *lp, int items, getcolumnex_func cb, int *maprow, int*mapcol); /* Prototypes for external language libraries */ /* ------------------------------------------------------------------------- */ typedef char *(XLI_CALLMODEL XLIchar)(void); typedef MYBOOL (XLI_CALLMODEL XLIbool_lpintintint)(lprec* lp, int size, int deltasize, int sizevar); typedef MYBOOL (XLI_CALLMODEL XLIbool_lpcharcharcharint)(lprec *lp, char *modelname, char *dataname, char *options, int verbose); typedef MYBOOL (XLI_CALLMODEL XLIbool_lpcharcharbool)(lprec *lp, char *filename, char *options, MYBOOL results); /* Main lp_solve prototypes and function definitions */ /* ------------------------------------------------------------------------- */ struct _lprec { /* Full list of exported functions made available in a quasi object-oriented fashion */ add_column_func *add_column; add_columnex_func *add_columnex; add_constraint_func *add_constraint; add_constraintex_func *add_constraintex; add_lag_con_func *add_lag_con; add_SOS_func *add_SOS; column_in_lp_func *column_in_lp; copy_lp_func *copy_lp; default_basis_func *default_basis; del_column_func *del_column; del_constraint_func *del_constraint; delete_lp_func *delete_lp; dualize_lp_func *dualize_lp; free_lp_func *free_lp; get_anti_degen_func *get_anti_degen; get_basis_func *get_basis; get_basiscrash_func *get_basiscrash; get_bb_depthlimit_func *get_bb_depthlimit; get_bb_floorfirst_func *get_bb_floorfirst; get_bb_rule_func *get_bb_rule; get_bounds_tighter_func *get_bounds_tighter; get_break_at_value_func *get_break_at_value; get_col_name_func *get_col_name; get_columnex_func *get_columnex; get_constr_type_func *get_constr_type; get_constr_value_func *get_constr_value; get_constraints_func *get_constraints; get_dual_solution_func *get_dual_solution; get_epsb_func *get_epsb; get_epsd_func *get_epsd; get_epsel_func *get_epsel; get_epsint_func *get_epsint; get_epsperturb_func *get_epsperturb; get_epspivot_func *get_epspivot; get_improve_func *get_improve; get_infinite_func *get_infinite; get_lambda_func *get_lambda; get_lowbo_func *get_lowbo; get_lp_index_func *get_lp_index; get_lp_name_func *get_lp_name; get_Lrows_func *get_Lrows; get_mat_func *get_mat; get_mat_byindex_func *get_mat_byindex; get_max_level_func *get_max_level; get_maxpivot_func *get_maxpivot; get_mip_gap_func *get_mip_gap; get_multiprice_func *get_multiprice; get_nameindex_func *get_nameindex; get_Ncolumns_func *get_Ncolumns; get_negrange_func *get_negrange; get_nz_func *get_nonzeros; get_Norig_columns_func *get_Norig_columns; get_Norig_rows_func *get_Norig_rows; get_Nrows_func *get_Nrows; get_obj_bound_func *get_obj_bound; get_objective_func *get_objective; get_orig_index_func *get_orig_index; get_origcol_name_func *get_origcol_name; get_origrow_name_func *get_origrow_name; get_partialprice_func *get_partialprice; get_pivoting_func *get_pivoting; get_presolve_func *get_presolve; get_presolveloops_func *get_presolveloops; get_primal_solution_func *get_primal_solution; get_print_sol_func *get_print_sol; get_pseudocosts_func *get_pseudocosts; get_ptr_constraints_func *get_ptr_constraints; get_ptr_dual_solution_func *get_ptr_dual_solution; get_ptr_lambda_func *get_ptr_lambda; get_ptr_primal_solution_func *get_ptr_primal_solution; get_ptr_sensitivity_obj_func *get_ptr_sensitivity_obj; get_ptr_sensitivity_objex_func *get_ptr_sensitivity_objex; get_ptr_sensitivity_rhs_func *get_ptr_sensitivity_rhs; get_ptr_variables_func *get_ptr_variables; get_rh_func *get_rh; get_rh_range_func *get_rh_range; get_row_func *get_row; get_rowex_func *get_rowex; get_row_name_func *get_row_name; get_scalelimit_func *get_scalelimit; get_scaling_func *get_scaling; get_sensitivity_obj_func *get_sensitivity_obj; get_sensitivity_objex_func *get_sensitivity_objex; get_sensitivity_rhs_func *get_sensitivity_rhs; get_simplextype_func *get_simplextype; get_solutioncount_func *get_solutioncount; get_solutionlimit_func *get_solutionlimit; get_status_func *get_status; get_statustext_func *get_statustext; get_timeout_func *get_timeout; get_total_iter_func *get_total_iter; get_total_nodes_func *get_total_nodes; get_upbo_func *get_upbo; get_var_branch_func *get_var_branch; get_var_dualresult_func *get_var_dualresult; get_var_primalresult_func *get_var_primalresult; get_var_priority_func *get_var_priority; get_variables_func *get_variables; get_verbose_func *get_verbose; get_working_objective_func *get_working_objective; has_BFP_func *has_BFP; has_XLI_func *has_XLI; is_add_rowmode_func *is_add_rowmode; is_anti_degen_func *is_anti_degen; is_binary_func *is_binary; is_break_at_first_func *is_break_at_first; is_constr_type_func *is_constr_type; is_debug_func *is_debug; is_feasible_func *is_feasible; is_infinite_func *is_infinite; is_int_func *is_int; is_integerscaling_func *is_integerscaling; is_lag_trace_func *is_lag_trace; is_maxim_func *is_maxim; is_nativeBFP_func *is_nativeBFP; is_nativeXLI_func *is_nativeXLI; is_negative_func *is_negative; is_obj_in_basis_func *is_obj_in_basis; is_piv_mode_func *is_piv_mode; is_piv_rule_func *is_piv_rule; is_presolve_func *is_presolve; is_scalemode_func *is_scalemode; is_scaletype_func *is_scaletype; is_semicont_func *is_semicont; is_SOS_var_func *is_SOS_var; is_trace_func *is_trace; is_unbounded_func *is_unbounded; is_use_names_func *is_use_names; lp_solve_version_func *lp_solve_version; make_lp_func *make_lp; print_constraints_func *print_constraints; print_debugdump_func *print_debugdump; print_duals_func *print_duals; print_lp_func *print_lp; print_objective_func *print_objective; print_scales_func *print_scales; print_solution_func *print_solution; print_str_func *print_str; print_tableau_func *print_tableau; put_abortfunc_func *put_abortfunc; put_bb_nodefunc_func *put_bb_nodefunc; put_bb_branchfunc_func *put_bb_branchfunc; put_logfunc_func *put_logfunc; put_msgfunc_func *put_msgfunc; read_LP_func *read_LP; read_MPS_func *read_MPS; read_XLI_func *read_XLI; read_params_func *read_params; read_basis_func *read_basis; reset_basis_func *reset_basis; reset_params_func *reset_params; resize_lp_func *resize_lp; set_add_rowmode_func *set_add_rowmode; set_anti_degen_func *set_anti_degen; set_basisvar_func *set_basisvar; set_basis_func *set_basis; set_basiscrash_func *set_basiscrash; set_bb_depthlimit_func *set_bb_depthlimit; set_bb_floorfirst_func *set_bb_floorfirst; set_bb_rule_func *set_bb_rule; set_BFP_func *set_BFP; set_binary_func *set_binary; set_bounds_func *set_bounds; set_bounds_tighter_func *set_bounds_tighter; set_break_at_first_func *set_break_at_first; set_break_at_value_func *set_break_at_value; set_column_func *set_column; set_columnex_func *set_columnex; set_col_name_func *set_col_name; set_constr_type_func *set_constr_type; set_debug_func *set_debug; set_epsb_func *set_epsb; set_epsd_func *set_epsd; set_epsel_func *set_epsel; set_epsint_func *set_epsint; set_epslevel_func *set_epslevel; set_epsperturb_func *set_epsperturb; set_epspivot_func *set_epspivot; set_unbounded_func *set_unbounded; set_improve_func *set_improve; set_infinite_func *set_infinite; set_int_func *set_int; set_lag_trace_func *set_lag_trace; set_lowbo_func *set_lowbo; set_lp_name_func *set_lp_name; set_mat_func *set_mat; set_maxim_func *set_maxim; set_maxpivot_func *set_maxpivot; set_minim_func *set_minim; set_mip_gap_func *set_mip_gap; set_multiprice_func *set_multiprice; set_negrange_func *set_negrange; set_obj_bound_func *set_obj_bound; set_obj_fn_func *set_obj_fn; set_obj_fnex_func *set_obj_fnex; set_obj_func *set_obj; set_obj_in_basis_func *set_obj_in_basis; set_outputfile_func *set_outputfile; set_outputstream_func *set_outputstream; set_partialprice_func *set_partialprice; set_pivoting_func *set_pivoting; set_preferdual_func *set_preferdual; set_presolve_func *set_presolve; set_print_sol_func *set_print_sol; set_pseudocosts_func *set_pseudocosts; set_rh_func *set_rh; set_rh_range_func *set_rh_range; set_rh_vec_func *set_rh_vec; set_row_func *set_row; set_rowex_func *set_rowex; set_row_name_func *set_row_name; set_scalelimit_func *set_scalelimit; set_scaling_func *set_scaling; set_semicont_func *set_semicont; set_sense_func *set_sense; set_simplextype_func *set_simplextype; set_solutionlimit_func *set_solutionlimit; set_timeout_func *set_timeout; set_trace_func *set_trace; set_upbo_func *set_upbo; set_use_names_func *set_use_names; set_var_branch_func *set_var_branch; set_var_weights_func *set_var_weights; set_verbose_func *set_verbose; set_XLI_func *set_XLI; solve_func *solve; str_add_column_func *str_add_column; str_add_constraint_func *str_add_constraint; str_add_lag_con_func *str_add_lag_con; str_set_obj_fn_func *str_set_obj_fn; str_set_rh_vec_func *str_set_rh_vec; time_elapsed_func *time_elapsed; unscale_func *unscale; write_lp_func *write_lp; write_LP_func *write_LP; write_mps_func *write_mps; write_MPS_func *write_MPS; write_freemps_func *write_freemps; write_freeMPS_func *write_freeMPS; write_XLI_func *write_XLI; write_basis_func *write_basis; write_params_func *write_params; /* Spacer */ int *alignmentspacer; /* Problem description */ char *lp_name; /* The name of the model */ /* Problem sizes */ int sum; /* The total number of variables, including slacks */ int rows; int columns; int equalities; /* No of non-Lagrangean equality constraints in the problem */ int boundedvars; /* Count of bounded variables */ int INTfuture1; /* Memory allocation sizes */ int sum_alloc; /* The allocated memory for row+column-sized data */ int rows_alloc; /* The allocated memory for row-sized data */ int columns_alloc; /* The allocated memory for column-sized data */ /* Model status and solver result variables */ MYBOOL source_is_file; /* The base model was read from a file */ MYBOOL model_is_pure; /* The model has been built entirely from row and column additions */ MYBOOL model_is_valid; /* Has this lp pased the 'test' */ MYBOOL tighten_on_set; /* Specify if bounds will be tightened or overriden at bound setting */ MYBOOL names_used; /* Flag to indicate if names for rows and columns are used */ MYBOOL use_row_names; /* Flag to indicate if names for rows are used */ MYBOOL use_col_names; /* Flag to indicate if names for columns are used */ MYBOOL lag_trace; /* Print information on Lagrange progression */ MYBOOL spx_trace; /* Print information on simplex progression */ MYBOOL bb_trace; /* TRUE to print extra debug information */ MYBOOL streamowned; /* TRUE if the handle should be closed at delete_lp() */ MYBOOL obj_in_basis; /* TRUE if the objective function is in the basis matrix */ int spx_status; /* Simplex solver feasibility/mode code */ int lag_status; /* Extra status variable for lag_solve */ int solutioncount; /* number of equal-valued solutions found (up to solutionlimit) */ int solutionlimit; /* upper number of equal-valued solutions kept track of */ REAL real_solution; /* Optimal non-MIP solution base */ REAL *solution; /* sum_alloc+1 : Solution array of the next to optimal LP, Index 0 : Objective function value, Indeces 1..rows : Slack variable values, Indeced rows+1..sum : Variable values */ REAL *best_solution; /* sum_alloc+1 : Solution array of optimal 'Integer' LP, structured as the solution array above */ REAL *full_solution; /* sum_alloc+1 : Final solution array expanded for deleted variables */ REAL *edgeVector; /* Array of reduced cost scaling norms (DEVEX and Steepest Edge) */ REAL *drow; /* sum+1: Reduced costs of the last simplex */ int *nzdrow; /* sum+1: Indeces of non-zero reduced costs of the last simplex */ REAL *duals; /* rows_alloc+1 : The dual variables of the last LP */ REAL *full_duals; /* sum_alloc+1: Final duals array expanded for deleted variables */ REAL *dualsfrom; /* sum_alloc+1 :The sensitivity on dual variables/reduced costs of the last LP */ REAL *dualstill; /* sum_alloc+1 :The sensitivity on dual variables/reduced costs of the last LP */ REAL *objfrom; /* columns_alloc+1 :The sensitivity on objective function of the last LP */ REAL *objtill; /* columns_alloc+1 :The sensitivity on objective function of the last LP */ REAL *objfromvalue; /* columns_alloc+1 :The value of the variables when objective value is at its from value of the last LP */ REAL *orig_obj; /* Unused pointer - Placeholder for OF not part of B */ REAL *obj; /* Special vector used to temporarily change the OF vector */ COUNTER current_iter; /* Number of iterations in the current/last simplex */ COUNTER total_iter; /* Number of iterations over all B&B steps */ COUNTER current_bswap; /* Number of bound swaps in the current/last simplex */ COUNTER total_bswap; /* Number of bount swaps over all B&B steps */ int solvecount; /* The number of solve() performed in this model */ int max_pivots; /* Number of pivots between refactorizations of the basis */ /* Various execution parameters */ int simplex_strategy; /* Set desired combination of primal and dual simplex algorithms */ int simplex_mode; /* Specifies the current simplex mode during solve; see simplex_strategy */ int verbose; /* Set amount of run-time messages and results */ int print_sol; /* TRUE to print optimal solution; AUTOMATIC skips zeros */ FILE *outstream; /* Output stream, initialized to STDOUT */ /* Main Branch and Bound settings */ MYBOOL *bb_varbranch; /* Determines branching strategy at the individual variable level; the setting here overrides the bb_floorfirst setting */ int piv_strategy; /* Strategy for selecting row and column entering/leaving */ int _piv_rule_; /* Internal working rule-part of piv_strategy above */ int bb_rule; /* Rule for selecting B&B variables */ MYBOOL bb_floorfirst; /* Set BRANCH_FLOOR for B&B to set variables to floor bound first; conversely with BRANCH_CEILING, the ceiling value is set first */ MYBOOL bb_breakfirst; /* TRUE to stop at first feasible solution */ MYBOOL _piv_left_; /* Internal variable indicating active pricing loop order */ MYBOOL BOOLfuture1; REAL scalelimit; /* Relative convergence criterion for iterated scaling */ int scalemode; /* OR-ed codes for data scaling */ int improve; /* Set to non-zero for iterative improvement */ int anti_degen; /* Anti-degen strategy (or none) TRUE to avoid cycling */ int do_presolve; /* PRESOLVE_ parameters for LP presolving */ int presolveloops; /* Maximum number of presolve loops */ int perturb_count; /* The number of bound relaxation retries performed */ /* Row and column names storage variables */ hashelem **row_name; /* rows_alloc+1 */ hashelem **col_name; /* columns_alloc+1 */ hashtable *rowname_hashtab; /* hash table to store row names */ hashtable *colname_hashtab; /* hash table to store column names */ /* Optionally specify continuous rows/column blocks for partial pricing */ partialrec *rowblocks; partialrec *colblocks; /* Row and column type codes */ MYBOOL *var_type; /* sum_alloc+1 : TRUE if variable must be integer */ /* Data for multiple pricing */ multirec *multivars; int multiblockdiv; /* The divisor used to set or augment pricing block */ /* Variable (column) parameters */ int fixedvars; /* The current number of basic fixed variables in the model */ int int_vars; /* Number of variables required to be integer */ int sc_vars; /* Number of semi-continuous variables */ REAL *sc_lobound; /* sum_columns+1 : TRUE if variable is semi-continuous; value replaced by conventional lower bound during solve */ int *var_is_free; /* columns+1: Index of twin variable if variable is free */ int *var_priority; /* columns: Priority-mapping of variables */ SOSgroup *GUB; /* Pointer to record containing GUBs */ int sos_vars; /* Number of variables in the sos_priority list */ int sos_ints; /* Number of integers in SOS'es above */ SOSgroup *SOS; /* Pointer to record containing all SOS'es */ int *sos_priority; /* Priority-sorted list of variables (no duplicates) */ /* Optionally specify list of active rows/columns used in multiple pricing */ REAL *bsolveVal; /* rows+1: bsolved solution vector for reduced costs */ int *bsolveIdx; /* rows+1: Non-zero indeces of bsolveVal */ /* RHS storage */ REAL *orig_rhs; /* rows_alloc+1 : The RHS after scaling and sign changing, but before 'Bound transformation' */ LREAL *rhs; /* rows_alloc+1 : The RHS of the current simplex tableau */ /* Row (constraint) parameters */ int *row_type; /* rows_alloc+1 : Row/constraint type coding */ /* Optionally specify data for dual long-step */ multirec *longsteps; /* Original and working row and variable bounds */ REAL *orig_upbo; /* sum_alloc+1 : Bound before transformations */ REAL *upbo; /* " " : Upper bound after transformation and B&B work */ REAL *orig_lowbo; /* " " */ REAL *lowbo; /* " " : Lower bound after transformation and B&B work */ /* User data and basis factorization matrices (ETA or LU, product form) */ MATrec *matA; INVrec *invB; /* Basis and bounds */ BBrec *bb_bounds; /* The linked list of B&B bounds */ BBrec *rootbounds; /* The bounds at the lowest B&B level */ basisrec *bb_basis; /* The linked list of B&B bases */ basisrec *rootbasis; OBJmonrec *monitor; /* Objective monitoring record for stalling/degeneracy handling */ /* Scaling parameters */ REAL *scalars; /* sum_alloc+1:0..Rows the scaling of the rows, Rows+1..Sum the scaling of the columns */ MYBOOL scaling_used; /* TRUE if scaling is used */ MYBOOL columns_scaled; /* TRUE if the columns are scaled too */ MYBOOL varmap_locked; /* Determines whether the var_to_orig and orig_to_var are fixed */ /* Variable state information */ MYBOOL basis_valid; /* TRUE is the basis is still valid */ int crashmode; /* Basis crashing mode (or none) */ int *var_basic; /* rows_alloc+1: The list of columns in the basis */ REAL *val_nonbasic; /* Array to store current values of non-basic variables */ MYBOOL *is_basic; /* sum_alloc+1: TRUE if the column is in the basis */ MYBOOL *is_lower; /* " " : TRUE if the variable is at its lower bound (or in the basis), FALSE otherwise */ /* Simplex basis indicators */ int *rejectpivot; /* List of unacceptable pivot choices due to division-by-zero */ BBPSrec *bb_PseudoCost; /* Data structure for costing of node branchings */ int bb_PseudoUpdates; /* Maximum number of updates for pseudo-costs */ int bb_strongbranches; /* The number of strong B&B branches performed */ int is_strongbranch; /* Are we currently in a strong branch mode? */ int bb_improvements; /* The number of discrete B&B objective improvement steps */ /* Solver working variables */ REAL rhsmax; /* The maximum |value| of the rhs vector at any iteration */ REAL suminfeas; /* The working sum of primal and dual infeasibilities */ REAL bigM; /* Original objective weighting in primal phase 1 */ REAL P1extraVal; /* Phase 1 OF/RHS offset for feasibility */ int P1extraDim; /* Phase 1 additional columns/rows for feasibility */ int spx_action; /* ACTION_ variables for the simplex routine */ MYBOOL spx_perturbed; /* The variable bounds were relaxed/perturbed into this simplex */ MYBOOL bb_break; /* Solver working variable; signals break of the B&B */ MYBOOL wasPreprocessed; /* The solve preprocessing was performed */ MYBOOL wasPresolved; /* The solve presolver was invoked */ int INTfuture2; /* Lagragean solver storage and parameters */ MATrec *matL; REAL *lag_rhs; /* Array of Lagrangean rhs vector */ int *lag_con_type; /* Array of GT, LT or EQ */ REAL *lambda; /* Lambda values (Lagrangean multipliers) */ REAL lag_bound; /* The Lagrangian lower OF bound */ REAL lag_accept; /* The Lagrangian convergence criterion */ /* Solver thresholds */ REAL infinite; /* Limit for dynamic range */ REAL negrange; /* Limit for negative variable range */ REAL epsmachine; /* Default machine accuracy */ REAL epsvalue; /* Input data precision / rounding of data values to 0 */ REAL epsprimal; /* For rounding RHS values to 0/infeasibility */ REAL epsdual; /* For rounding reduced costs to zero */ REAL epspivot; /* Pivot reject tolerance */ REAL epsperturb; /* Perturbation scalar */ REAL epssolution; /* The solution tolerance for final validation */ /* Branch & Bound working parameters */ int bb_status; /* Indicator that the last solvelp() gave an improved B&B solution */ int bb_level; /* Solver B&B working variable (recursion depth) */ int bb_maxlevel; /* The deepest B&B level of the last solution */ int bb_limitlevel; /* The maximum B&B level allowed */ COUNTER bb_totalnodes; /* Total number of nodes processed in B&B */ int bb_solutionlevel; /* The B&B level of the last / best solution */ int bb_cutpoolsize; /* Size of the B&B cut pool */ int bb_cutpoolused; /* Currently used cut pool */ int bb_constraintOF; /* General purpose B&B parameter (typically for testing) */ int *bb_cuttype; /* The type of the currently used cuts */ int *bb_varactive; /* The B&B state of the variable; 0 means inactive */ DeltaVrec *bb_upperchange; /* Changes to upper bounds during the B&B phase */ DeltaVrec *bb_lowerchange; /* Changes to lower bounds during the B&B phase */ REAL bb_deltaOF; /* Minimum OF step value; computed at beginning of solve() */ REAL bb_breakOF; /* User-settable value for the objective function deemed to be sufficiently good in an integer problem */ REAL bb_limitOF; /* "Dual" bound / limit to final optimal MIP solution */ REAL bb_heuristicOF; /* Set initial "at least better than" guess for objective function (can significantly speed up B&B iterations) */ REAL bb_parentOF; /* The OF value of the previous BB simplex */ REAL bb_workOF; /* The unadjusted OF value for the current best solution */ /* Internal work arrays allocated as required */ presolveundorec *presolve_undo; workarraysrec *workarrays; /* MIP parameters */ REAL epsint; /* Margin of error in determining if a float value is integer */ REAL mip_absgap; /* Absolute MIP gap */ REAL mip_relgap; /* Relative MIP gap */ /* Time/timer variables and extended status text */ double timecreate; double timestart; double timeheuristic; double timepresolved; double timeend; long sectimeout; /* Extended status message text set via explain() */ char *ex_status; /* Refactorization engine interface routines (for dynamic DLL/SO BFPs) */ #if LoadInverseLib == TRUE #ifdef WIN32 HINSTANCE hBFP; #else void *hBFP; #endif #endif BFPchar *bfp_name; BFPbool_lpintintint *bfp_compatible; BFPbool_lpintintchar *bfp_init; BFP_lp *bfp_free; BFPbool_lpint *bfp_resize; BFPint_lp *bfp_memallocated; BFPbool_lp *bfp_restart; BFPbool_lp *bfp_mustrefactorize; BFPint_lp *bfp_preparefactorization; BFPint_lpintintboolbool *bfp_factorize; BFP_lp *bfp_finishfactorization; BFP_lp *bfp_updaterefactstats; BFPlreal_lpintintreal *bfp_prepareupdate; BFPreal_lplrealreal *bfp_pivotRHS; BFPbool_lpbool *bfp_finishupdate; BFP_lprealint *bfp_ftran_prepare; BFP_lprealint *bfp_ftran_normal; BFP_lprealint *bfp_btran_normal; BFP_lprealintrealint *bfp_btran_double; BFPint_lp *bfp_status; BFPint_lpbool *bfp_nonzeros; BFPbool_lp *bfp_implicitslack; BFPint_lp *bfp_indexbase; BFPint_lp *bfp_rowoffset; BFPint_lp *bfp_pivotmax; BFPbool_lpint *bfp_pivotalloc; BFPint_lp *bfp_colcount; BFPbool_lp *bfp_canresetbasis; BFPreal_lp *bfp_efficiency; BFPrealp_lp *bfp_pivotvector; BFPint_lp *bfp_pivotcount; BFPint_lpint *bfp_refactcount; BFPbool_lp *bfp_isSetI; BFPint_lpintrealcbintint *bfp_findredundant; /* External language interface routines (for dynamic DLL/SO XLIs) */ #if LoadLanguageLib == TRUE #ifdef WIN32 HINSTANCE hXLI; #else void *hXLI; #endif #endif XLIchar *xli_name; XLIbool_lpintintint *xli_compatible; XLIbool_lpcharcharcharint *xli_readmodel; XLIbool_lpcharcharbool *xli_writemodel; /* Miscellaneous internal functions made available externally */ userabortfunc *userabort; reportfunc *report; explainfunc *explain; getvectorfunc *get_lpcolumn; getpackedfunc *get_basiscolumn; get_OF_activefunc *get_OF_active; getMDOfunc *getMDO; invertfunc *invert; set_actionfunc *set_action; is_actionfunc *is_action; clear_actionfunc *clear_action; /* User program interface callbacks */ lphandle_intfunc *ctrlc; void *ctrlchandle; /* User-specified "owner process ID" */ lphandlestr_func *writelog; void *loghandle; /* User-specified "owner process ID" */ lphandlestr_func *debuginfo; lphandleint_func *usermessage; int msgmask; void *msghandle; /* User-specified "owner process ID" */ lphandleint_intfunc *bb_usenode; void *bb_nodehandle; /* User-specified "owner process ID" */ lphandleint_intfunc *bb_usebranch; void *bb_branchhandle; /* User-specified "owner process ID" */ /* replacement of static variables */ char *rowcol_name; /* The name of a row/column */ }; #ifdef __cplusplus __EXTERN_C { #endif /* User and system function interfaces */ /* ------------------------------------------------------------------------- */ void __EXPORT_TYPE __WINAPI lp_solve_version(int *majorversion, int *minorversion, int *release, int *build); lprec __EXPORT_TYPE * __WINAPI make_lp(int rows, int columns); MYBOOL __EXPORT_TYPE __WINAPI resize_lp(lprec *lp, int rows, int columns); int __EXPORT_TYPE __WINAPI get_status(lprec *lp); char __EXPORT_TYPE * __WINAPI get_statustext(lprec *lp, int statuscode); MYBOOL __EXPORT_TYPE __WINAPI is_obj_in_basis(lprec *lp); void __EXPORT_TYPE __WINAPI set_obj_in_basis(lprec *lp, MYBOOL obj_in_basis); /* Create and initialise a lprec structure defaults */ lprec __EXPORT_TYPE * __WINAPI copy_lp(lprec *lp); MYBOOL __EXPORT_TYPE __WINAPI dualize_lp(lprec *lp); STATIC MYBOOL memopt_lp(lprec *lp, int rowextra, int colextra, int nzextra); /* Copy or dualize the lp */ void __EXPORT_TYPE __WINAPI delete_lp(lprec *lp); void __EXPORT_TYPE __WINAPI free_lp(lprec **plp); /* Remove problem from memory */ MYBOOL __EXPORT_TYPE __WINAPI set_lp_name(lprec *lp, char *lpname); char __EXPORT_TYPE * __WINAPI get_lp_name(lprec *lp); /* Set and get the problem name */ MYBOOL __EXPORT_TYPE __WINAPI has_BFP(lprec *lp); MYBOOL __EXPORT_TYPE __WINAPI is_nativeBFP(lprec *lp); MYBOOL __EXPORT_TYPE __WINAPI set_BFP(lprec *lp, char *filename); /* Set basis factorization engine */ lprec __EXPORT_TYPE * __WINAPI read_XLI(char *xliname, char *modelname, char *dataname, char *options, int verbose); MYBOOL __EXPORT_TYPE __WINAPI write_XLI(lprec *lp, char *filename, char *options, MYBOOL results); MYBOOL __EXPORT_TYPE __WINAPI has_XLI(lprec *lp); MYBOOL __EXPORT_TYPE __WINAPI is_nativeXLI(lprec *lp); MYBOOL __EXPORT_TYPE __WINAPI set_XLI(lprec *lp, char *filename); /* Set external language interface */ MYBOOL __EXPORT_TYPE __WINAPI set_obj(lprec *lp, int colnr, REAL value); MYBOOL __EXPORT_TYPE __WINAPI set_obj_fn(lprec *lp, REAL *row); MYBOOL __EXPORT_TYPE __WINAPI set_obj_fnex(lprec *lp, int count, REAL *row, int *colno); /* set the objective function (Row 0) of the matrix */ MYBOOL __EXPORT_TYPE __WINAPI str_set_obj_fn(lprec *lp, char *row_string); /* The same, but with string input */ void __EXPORT_TYPE __WINAPI set_sense(lprec *lp, MYBOOL maximize); void __EXPORT_TYPE __WINAPI set_maxim(lprec *lp); void __EXPORT_TYPE __WINAPI set_minim(lprec *lp); MYBOOL __EXPORT_TYPE __WINAPI is_maxim(lprec *lp); /* Set optimization direction for the objective function */ MYBOOL __EXPORT_TYPE __WINAPI add_constraint(lprec *lp, REAL *row, int constr_type, REAL rh); MYBOOL __EXPORT_TYPE __WINAPI add_constraintex(lprec *lp, int count, REAL *row, int *colno, int constr_type, REAL rh); MYBOOL __EXPORT_TYPE __WINAPI set_add_rowmode(lprec *lp, MYBOOL turnon); MYBOOL __EXPORT_TYPE __WINAPI is_add_rowmode(lprec *lp); /* Add a constraint to the problem, row is the constraint row, rh is the right hand side, constr_type is the type of constraint (LE (<=), GE(>=), EQ(=)) */ MYBOOL __EXPORT_TYPE __WINAPI str_add_constraint(lprec *lp, char *row_string, int constr_type, REAL rh); /* The same, but with string input */ MYBOOL __EXPORT_TYPE __WINAPI set_row(lprec *lp, int rownr, REAL *row); MYBOOL __EXPORT_TYPE __WINAPI set_rowex(lprec *lp, int rownr, int count, REAL *row, int *colno); MYBOOL __EXPORT_TYPE __WINAPI get_row(lprec *lp, int rownr, REAL *row); int __EXPORT_TYPE __WINAPI get_rowex(lprec *lp, int rownr, REAL *row, int *colno); /* Fill row with the row row_nr from the problem */ MYBOOL __EXPORT_TYPE __WINAPI del_constraint(lprec *lp, int rownr); STATIC MYBOOL del_constraintex(lprec *lp, LLrec *rowmap); /* Remove constrain nr del_row from the problem */ MYBOOL __EXPORT_TYPE __WINAPI add_lag_con(lprec *lp, REAL *row, int con_type, REAL rhs); /* add a Lagrangian constraint of form Row' x contype Rhs */ MYBOOL __EXPORT_TYPE __WINAPI str_add_lag_con(lprec *lp, char *row_string, int con_type, REAL rhs); /* The same, but with string input */ void __EXPORT_TYPE __WINAPI set_lag_trace(lprec *lp, MYBOOL lag_trace); MYBOOL __EXPORT_TYPE __WINAPI is_lag_trace(lprec *lp); /* Set debugging/tracing mode of the Lagrangean solver */ MYBOOL __EXPORT_TYPE __WINAPI set_constr_type(lprec *lp, int rownr, int con_type); int __EXPORT_TYPE __WINAPI get_constr_type(lprec *lp, int rownr); REAL __EXPORT_TYPE __WINAPI get_constr_value(lprec *lp, int rownr, int count, REAL *primsolution, int *nzindex); MYBOOL __EXPORT_TYPE __WINAPI is_constr_type(lprec *lp, int rownr, int mask); STATIC char *get_str_constr_type(lprec *lp, int con_type); STATIC int get_constr_class(lprec *lp, int rownr); STATIC char *get_str_constr_class(lprec *lp, int con_class); /* Set the type of constraint in row Row (LE, GE, EQ) */ MYBOOL __EXPORT_TYPE __WINAPI set_rh(lprec *lp, int rownr, REAL value); REAL __EXPORT_TYPE __WINAPI get_rh(lprec *lp, int rownr); /* Set and get the right hand side of a constraint row */ MYBOOL __EXPORT_TYPE __WINAPI set_rh_range(lprec *lp, int rownr, REAL deltavalue); REAL __EXPORT_TYPE __WINAPI get_rh_range(lprec *lp, int rownr); /* Set the RHS range; i.e. the lower and upper bounds of a constraint row */ void __EXPORT_TYPE __WINAPI set_rh_vec(lprec *lp, REAL *rh); /* Set the right hand side vector */ MYBOOL __EXPORT_TYPE __WINAPI str_set_rh_vec(lprec *lp, char *rh_string); /* The same, but with string input */ MYBOOL __EXPORT_TYPE __WINAPI add_column(lprec *lp, REAL *column); MYBOOL __EXPORT_TYPE __WINAPI add_columnex(lprec *lp, int count, REAL *column, int *rowno); MYBOOL __EXPORT_TYPE __WINAPI str_add_column(lprec *lp, char *col_string); /* Add a column to the problem */ MYBOOL __EXPORT_TYPE __WINAPI set_column(lprec *lp, int colnr, REAL *column); MYBOOL __EXPORT_TYPE __WINAPI set_columnex(lprec *lp, int colnr, int count, REAL *column, int *rowno); /* Overwrite existing column data */ int __EXPORT_TYPE __WINAPI column_in_lp(lprec *lp, REAL *column); /* Returns the column index if column is already present in lp, otherwise 0. (Does not look at bounds and types, only looks at matrix values */ int __EXPORT_TYPE __WINAPI get_columnex(lprec *lp, int colnr, REAL *column, int *nzrow); MYBOOL __EXPORT_TYPE __WINAPI get_column(lprec *lp, int colnr, REAL *column); /* Fill column with the column col_nr from the problem */ MYBOOL __EXPORT_TYPE __WINAPI del_column(lprec *lp, int colnr); STATIC MYBOOL del_columnex(lprec *lp, LLrec *colmap); /* Delete a column */ MYBOOL __EXPORT_TYPE __WINAPI set_mat(lprec *lp, int rownr, int colnr, REAL value); /* Fill in element (Row,Column) of the matrix Row in [0..Rows] and Column in [1..Columns] */ REAL __EXPORT_TYPE __WINAPI get_mat(lprec *lp, int rownr, int colnr); REAL __EXPORT_TYPE __WINAPI get_mat_byindex(lprec *lp, int matindex, MYBOOL isrow, MYBOOL adjustsign); int __EXPORT_TYPE __WINAPI get_nonzeros(lprec *lp); /* get a single element from the matrix */ /* Name changed from "mat_elm" by KE */ void __EXPORT_TYPE __WINAPI set_bounds_tighter(lprec *lp, MYBOOL tighten); MYBOOL get_bounds(lprec *lp, int column, REAL *lower, REAL *upper); MYBOOL __EXPORT_TYPE __WINAPI get_bounds_tighter(lprec *lp); MYBOOL __EXPORT_TYPE __WINAPI set_upbo(lprec *lp, int colnr, REAL value); REAL __EXPORT_TYPE __WINAPI get_upbo(lprec *lp, int colnr); MYBOOL __EXPORT_TYPE __WINAPI set_lowbo(lprec *lp, int colnr, REAL value); REAL __EXPORT_TYPE __WINAPI get_lowbo(lprec *lp, int colnr); MYBOOL __EXPORT_TYPE __WINAPI set_bounds(lprec *lp, int colnr, REAL lower, REAL upper); MYBOOL __EXPORT_TYPE __WINAPI set_unbounded(lprec *lp, int colnr); MYBOOL __EXPORT_TYPE __WINAPI is_unbounded(lprec *lp, int colnr); /* Set the upper and lower bounds of a variable */ MYBOOL __EXPORT_TYPE __WINAPI set_int(lprec *lp, int colnr, MYBOOL must_be_int); MYBOOL __EXPORT_TYPE __WINAPI is_int(lprec *lp, int colnr); MYBOOL __EXPORT_TYPE __WINAPI set_binary(lprec *lp, int colnr, MYBOOL must_be_bin); MYBOOL __EXPORT_TYPE __WINAPI is_binary(lprec *lp, int colnr); MYBOOL __EXPORT_TYPE __WINAPI set_semicont(lprec *lp, int colnr, MYBOOL must_be_sc); MYBOOL __EXPORT_TYPE __WINAPI is_semicont(lprec *lp, int colnr); MYBOOL __EXPORT_TYPE __WINAPI is_negative(lprec *lp, int colnr); MYBOOL __EXPORT_TYPE __WINAPI set_var_weights(lprec *lp, REAL *weights); int __EXPORT_TYPE __WINAPI get_var_priority(lprec *lp, int colnr); /* Set the type of variable */ MYBOOL __EXPORT_TYPE __WINAPI set_pseudocosts(lprec *lp, REAL *clower, REAL *cupper, int *updatelimit); MYBOOL __EXPORT_TYPE __WINAPI get_pseudocosts(lprec *lp, REAL *clower, REAL *cupper, int *updatelimit); /* Set initial values for, or get computed pseudocost vectors; note that setting of pseudocosts can only happen in response to a call-back function optionally requesting this */ int __EXPORT_TYPE __WINAPI add_SOS(lprec *lp, char *name, int sostype, int priority, int count, int *sosvars, REAL *weights); MYBOOL __EXPORT_TYPE __WINAPI is_SOS_var(lprec *lp, int colnr); /* Add SOS constraints */ MYBOOL __EXPORT_TYPE __WINAPI set_row_name(lprec *lp, int rownr, char *new_name); char __EXPORT_TYPE * __WINAPI get_row_name(lprec *lp, int rownr); char __EXPORT_TYPE * __WINAPI get_origrow_name(lprec *lp, int rownr); /* Set/Get the name of a constraint row */ /* Get added by KE */ MYBOOL __EXPORT_TYPE __WINAPI set_col_name(lprec *lp, int colnr, char *new_name); char __EXPORT_TYPE * __WINAPI get_col_name(lprec *lp, int colnr); char __EXPORT_TYPE * __WINAPI get_origcol_name(lprec *lp, int colnr); /* Set/Get the name of a variable column */ /* Get added by KE */ void __EXPORT_TYPE __WINAPI unscale(lprec *lp); /* Undo previous scaling of the problem */ void __EXPORT_TYPE __WINAPI set_preferdual(lprec *lp, MYBOOL dodual); void __EXPORT_TYPE __WINAPI set_simplextype(lprec *lp, int simplextype); int __EXPORT_TYPE __WINAPI get_simplextype(lprec *lp); /* Set/Get if lp_solve should prefer the dual simplex over the primal -- added by KE */ void __EXPORT_TYPE __WINAPI default_basis(lprec *lp); void __EXPORT_TYPE __WINAPI set_basiscrash(lprec *lp, int mode); int __EXPORT_TYPE __WINAPI get_basiscrash(lprec *lp); int __EXPORT_TYPE __WINAPI set_basisvar(lprec *lp, int basisPos, int enteringCol); MYBOOL __EXPORT_TYPE __WINAPI set_basis(lprec *lp, int *bascolumn, MYBOOL nonbasic); MYBOOL __EXPORT_TYPE __WINAPI get_basis(lprec *lp, int *bascolumn, MYBOOL nonbasic); void __EXPORT_TYPE __WINAPI reset_basis(lprec *lp); /* Set/Get basis for a re-solved system */ /* Added by KE */ MYBOOL __EXPORT_TYPE __WINAPI guess_basis(lprec *lp, REAL *guessvector, int *basisvector); MYBOOL __EXPORT_TYPE __WINAPI is_feasible(lprec *lp, REAL *values, REAL threshold); /* returns TRUE if the vector in values is a feasible solution to the lp */ int __EXPORT_TYPE __WINAPI solve(lprec *lp); /* Solve the problem */ REAL __EXPORT_TYPE __WINAPI time_elapsed(lprec *lp); /* Return the number of seconds since start of solution process */ void __EXPORT_TYPE __WINAPI put_bb_nodefunc(lprec *lp, lphandleint_intfunc newnode, void *bbnodehandle); void __EXPORT_TYPE __WINAPI put_bb_branchfunc(lprec *lp, lphandleint_intfunc newbranch, void *bbbranchhandle); /* Allow the user to override B&B node and branching decisions */ void __EXPORT_TYPE __WINAPI put_abortfunc(lprec *lp, lphandle_intfunc newctrlc, void *ctrlchandle); /* Allow the user to define an interruption callback function */ void __EXPORT_TYPE __WINAPI put_logfunc(lprec *lp, lphandlestr_func newlog, void *loghandle); /* Allow the user to define a logging function */ void __EXPORT_TYPE __WINAPI put_msgfunc(lprec *lp, lphandleint_func newmsg, void *msghandle, int mask); /* Allow the user to define an event-driven message/reporting */ MYBOOL __EXPORT_TYPE __WINAPI get_primal_solution(lprec *lp, REAL *pv); MYBOOL __EXPORT_TYPE __WINAPI get_ptr_primal_solution(lprec *lp, REAL **pv); MYBOOL __EXPORT_TYPE __WINAPI get_dual_solution(lprec *lp, REAL *rc); MYBOOL __EXPORT_TYPE __WINAPI get_ptr_dual_solution(lprec *lp, REAL **rc); MYBOOL __EXPORT_TYPE __WINAPI get_lambda(lprec *lp, REAL *lambda); MYBOOL __EXPORT_TYPE __WINAPI get_ptr_lambda(lprec *lp, REAL **lambda); /* Get the primal, dual/reduced costs and Lambda vectors */ /* Read an MPS file */ lprec __EXPORT_TYPE * __WINAPI read_MPS(char *filename, int options); lprec __EXPORT_TYPE * __WINAPI read_mps(FILE *filename, int options); lprec __EXPORT_TYPE * __WINAPI read_freeMPS(char *filename, int options); lprec __EXPORT_TYPE * __WINAPI read_freemps(FILE *filename, int options); /* Write a MPS file to output */ MYBOOL __EXPORT_TYPE __WINAPI write_mps(lprec *lp, char *filename); MYBOOL __EXPORT_TYPE __WINAPI write_MPS(lprec *lp, FILE *output); MYBOOL __EXPORT_TYPE __WINAPI write_freemps(lprec *lp, char *filename); MYBOOL __EXPORT_TYPE __WINAPI write_freeMPS(lprec *lp, FILE *output); MYBOOL __EXPORT_TYPE __WINAPI write_lp(lprec *lp, char *filename); MYBOOL __EXPORT_TYPE __WINAPI write_LP(lprec *lp, FILE *output); /* Write a LP file to output */ MYBOOL __WINAPI LP_readhandle(lprec **lp, FILE *filename, int verbose, char *lp_name); lprec __EXPORT_TYPE * __WINAPI read_lp(FILE *filename, int verbose, char *lp_name); lprec __EXPORT_TYPE * __WINAPI read_LP(char *filename, int verbose, char *lp_name); /* Old-style lp format file parser */ MYBOOL __EXPORT_TYPE __WINAPI write_basis(lprec *lp, char *filename); MYBOOL __EXPORT_TYPE __WINAPI read_basis(lprec *lp, char *filename, char *info); /* Read and write basis from/to file in CPLEX BAS format */ MYBOOL __EXPORT_TYPE __WINAPI write_params(lprec *lp, char *filename, char *options); MYBOOL __EXPORT_TYPE __WINAPI read_params(lprec *lp, char *filename, char *options); void __EXPORT_TYPE __WINAPI reset_params(lprec *lp); /* Read and write parameter file */ void __EXPORT_TYPE __WINAPI print_lp(lprec *lp); void __EXPORT_TYPE __WINAPI print_tableau(lprec *lp); /* Print the current problem, only useful in very small (test) problems */ void __EXPORT_TYPE __WINAPI print_objective(lprec *lp); void __EXPORT_TYPE __WINAPI print_solution(lprec *lp, int columns); void __EXPORT_TYPE __WINAPI print_constraints(lprec *lp, int columns); /* Print the solution to stdout */ void __EXPORT_TYPE __WINAPI print_duals(lprec *lp); /* Print the dual variables of the solution */ void __EXPORT_TYPE __WINAPI print_scales(lprec *lp); /* If scaling is used, print the scaling factors */ void __EXPORT_TYPE __WINAPI print_str(lprec *lp, char *str); void __EXPORT_TYPE __WINAPI set_outputstream(lprec *lp, FILE *stream); MYBOOL __EXPORT_TYPE __WINAPI set_outputfile(lprec *lp, char *filename); void __EXPORT_TYPE __WINAPI set_verbose(lprec *lp, int verbose); int __EXPORT_TYPE __WINAPI get_verbose(lprec *lp); void __EXPORT_TYPE __WINAPI set_timeout(lprec *lp, long sectimeout); long __EXPORT_TYPE __WINAPI get_timeout(lprec *lp); void __EXPORT_TYPE __WINAPI set_print_sol(lprec *lp, int print_sol); int __EXPORT_TYPE __WINAPI get_print_sol(lprec *lp); void __EXPORT_TYPE __WINAPI set_debug(lprec *lp, MYBOOL debug); MYBOOL __EXPORT_TYPE __WINAPI is_debug(lprec *lp); void __EXPORT_TYPE __WINAPI set_trace(lprec *lp, MYBOOL trace); MYBOOL __EXPORT_TYPE __WINAPI is_trace(lprec *lp); MYBOOL __EXPORT_TYPE __WINAPI print_debugdump(lprec *lp, char *filename); void __EXPORT_TYPE __WINAPI set_anti_degen(lprec *lp, int anti_degen); int __EXPORT_TYPE __WINAPI get_anti_degen(lprec *lp); MYBOOL __EXPORT_TYPE __WINAPI is_anti_degen(lprec *lp, int testmask); void __EXPORT_TYPE __WINAPI set_presolve(lprec *lp, int presolvemode, int maxloops); int __EXPORT_TYPE __WINAPI get_presolve(lprec *lp); int __EXPORT_TYPE __WINAPI get_presolveloops(lprec *lp); MYBOOL __EXPORT_TYPE __WINAPI is_presolve(lprec *lp, int testmask); int __EXPORT_TYPE __WINAPI get_orig_index(lprec *lp, int lp_index); int __EXPORT_TYPE __WINAPI get_lp_index(lprec *lp, int orig_index); void __EXPORT_TYPE __WINAPI set_maxpivot(lprec *lp, int max_num_inv); int __EXPORT_TYPE __WINAPI get_maxpivot(lprec *lp); void __EXPORT_TYPE __WINAPI set_obj_bound(lprec *lp, REAL obj_bound); REAL __EXPORT_TYPE __WINAPI get_obj_bound(lprec *lp); void __EXPORT_TYPE __WINAPI set_mip_gap(lprec *lp, MYBOOL absolute, REAL mip_gap); REAL __EXPORT_TYPE __WINAPI get_mip_gap(lprec *lp, MYBOOL absolute); void __EXPORT_TYPE __WINAPI set_bb_rule(lprec *lp, int bb_rule); int __EXPORT_TYPE __WINAPI get_bb_rule(lprec *lp); MYBOOL __EXPORT_TYPE __WINAPI set_var_branch(lprec *lp, int colnr, int branch_mode); int __EXPORT_TYPE __WINAPI get_var_branch(lprec *lp, int colnr); MYBOOL __EXPORT_TYPE __WINAPI is_infinite(lprec *lp, REAL value); void __EXPORT_TYPE __WINAPI set_infinite(lprec *lp, REAL infinite); REAL __EXPORT_TYPE __WINAPI get_infinite(lprec *lp); void __EXPORT_TYPE __WINAPI set_epsint(lprec *lp, REAL epsint); REAL __EXPORT_TYPE __WINAPI get_epsint(lprec *lp); void __EXPORT_TYPE __WINAPI set_epsb(lprec *lp, REAL epsb); REAL __EXPORT_TYPE __WINAPI get_epsb(lprec *lp); void __EXPORT_TYPE __WINAPI set_epsd(lprec *lp, REAL epsd); REAL __EXPORT_TYPE __WINAPI get_epsd(lprec *lp); void __EXPORT_TYPE __WINAPI set_epsel(lprec *lp, REAL epsel); REAL __EXPORT_TYPE __WINAPI get_epsel(lprec *lp); MYBOOL __EXPORT_TYPE __WINAPI set_epslevel(lprec *lp, int epslevel); void __EXPORT_TYPE __WINAPI set_scaling(lprec *lp, int scalemode); int __EXPORT_TYPE __WINAPI get_scaling(lprec *lp); MYBOOL __EXPORT_TYPE __WINAPI is_scalemode(lprec *lp, int testmask); MYBOOL __EXPORT_TYPE __WINAPI is_scaletype(lprec *lp, int scaletype); MYBOOL __EXPORT_TYPE __WINAPI is_integerscaling(lprec *lp); void __EXPORT_TYPE __WINAPI set_scalelimit(lprec *lp, REAL scalelimit); REAL __EXPORT_TYPE __WINAPI get_scalelimit(lprec *lp); void __EXPORT_TYPE __WINAPI set_improve(lprec *lp, int improve); int __EXPORT_TYPE __WINAPI get_improve(lprec *lp); void __EXPORT_TYPE __WINAPI set_pivoting(lprec *lp, int piv_rule); int __EXPORT_TYPE __WINAPI get_pivoting(lprec *lp); MYBOOL __EXPORT_TYPE __WINAPI set_partialprice(lprec *lp, int blockcount, int *blockstart, MYBOOL isrow); void __EXPORT_TYPE __WINAPI get_partialprice(lprec *lp, int *blockcount, int *blockstart, MYBOOL isrow); MYBOOL __EXPORT_TYPE __WINAPI set_multiprice(lprec *lp, int multiblockdiv); int __EXPORT_TYPE __WINAPI get_multiprice(lprec *lp, MYBOOL getabssize); MYBOOL __EXPORT_TYPE __WINAPI is_use_names(lprec *lp, MYBOOL isrow); void __EXPORT_TYPE __WINAPI set_use_names(lprec *lp, MYBOOL isrow, MYBOOL use_names); int __EXPORT_TYPE __WINAPI get_nameindex(lprec *lp, char *varname, MYBOOL isrow); MYBOOL __EXPORT_TYPE __WINAPI is_piv_mode(lprec *lp, int testmask); MYBOOL __EXPORT_TYPE __WINAPI is_piv_rule(lprec *lp, int rule); void __EXPORT_TYPE __WINAPI set_break_at_first(lprec *lp, MYBOOL break_at_first); MYBOOL __EXPORT_TYPE __WINAPI is_break_at_first(lprec *lp); void __EXPORT_TYPE __WINAPI set_bb_floorfirst(lprec *lp, int bb_floorfirst); int __EXPORT_TYPE __WINAPI get_bb_floorfirst(lprec *lp); void __EXPORT_TYPE __WINAPI set_bb_depthlimit(lprec *lp, int bb_maxlevel); int __EXPORT_TYPE __WINAPI get_bb_depthlimit(lprec *lp); void __EXPORT_TYPE __WINAPI set_break_at_value(lprec *lp, REAL break_at_value); REAL __EXPORT_TYPE __WINAPI get_break_at_value(lprec *lp); void __EXPORT_TYPE __WINAPI set_negrange(lprec *lp, REAL negrange); REAL __EXPORT_TYPE __WINAPI get_negrange(lprec *lp); void __EXPORT_TYPE __WINAPI set_epsperturb(lprec *lp, REAL epsperturb); REAL __EXPORT_TYPE __WINAPI get_epsperturb(lprec *lp); void __EXPORT_TYPE __WINAPI set_epspivot(lprec *lp, REAL epspivot); REAL __EXPORT_TYPE __WINAPI get_epspivot(lprec *lp); int __EXPORT_TYPE __WINAPI get_max_level(lprec *lp); COUNTER __EXPORT_TYPE __WINAPI get_total_nodes(lprec *lp); COUNTER __EXPORT_TYPE __WINAPI get_total_iter(lprec *lp); REAL __EXPORT_TYPE __WINAPI get_objective(lprec *lp); REAL __EXPORT_TYPE __WINAPI get_working_objective(lprec *lp); REAL __EXPORT_TYPE __WINAPI get_var_primalresult(lprec *lp, int index); REAL __EXPORT_TYPE __WINAPI get_var_dualresult(lprec *lp, int index); MYBOOL __EXPORT_TYPE __WINAPI get_variables(lprec *lp, REAL *var); MYBOOL __EXPORT_TYPE __WINAPI get_ptr_variables(lprec *lp, REAL **var); MYBOOL __EXPORT_TYPE __WINAPI get_constraints(lprec *lp, REAL *constr); MYBOOL __EXPORT_TYPE __WINAPI get_ptr_constraints(lprec *lp, REAL **constr); MYBOOL __EXPORT_TYPE __WINAPI get_sensitivity_rhs(lprec *lp, REAL *duals, REAL *dualsfrom, REAL *dualstill); MYBOOL __EXPORT_TYPE __WINAPI get_ptr_sensitivity_rhs(lprec *lp, REAL **duals, REAL **dualsfrom, REAL **dualstill); MYBOOL __EXPORT_TYPE __WINAPI get_sensitivity_obj(lprec *lp, REAL *objfrom, REAL *objtill); MYBOOL __EXPORT_TYPE __WINAPI get_sensitivity_objex(lprec *lp, REAL *objfrom, REAL *objtill, REAL *objfromvalue, REAL *objtillvalue); MYBOOL __EXPORT_TYPE __WINAPI get_ptr_sensitivity_obj(lprec *lp, REAL **objfrom, REAL **objtill); MYBOOL __EXPORT_TYPE __WINAPI get_ptr_sensitivity_objex(lprec *lp, REAL **objfrom, REAL **objtill, REAL **objfromvalue, REAL **objtillvalue); void __EXPORT_TYPE __WINAPI set_solutionlimit(lprec *lp, int limit); int __EXPORT_TYPE __WINAPI get_solutionlimit(lprec *lp); int __EXPORT_TYPE __WINAPI get_solutioncount(lprec *lp); int __EXPORT_TYPE __WINAPI get_Norig_rows(lprec *lp); int __EXPORT_TYPE __WINAPI get_Nrows(lprec *lp); int __EXPORT_TYPE __WINAPI get_Lrows(lprec *lp); int __EXPORT_TYPE __WINAPI get_Norig_columns(lprec *lp); int __EXPORT_TYPE __WINAPI get_Ncolumns(lprec *lp); typedef int (__WINAPI read_modeldata_func)(void *userhandle, char *buf, int max_size); typedef int (__WINAPI write_modeldata_func)(void *userhandle, char *buf); MYBOOL __WINAPI MPS_readex(lprec **newlp, void *userhandle, read_modeldata_func read_modeldata, int typeMPS, int options); /* #if defined develop */ lprec __EXPORT_TYPE * __WINAPI read_lpex(void *userhandle, read_modeldata_func read_modeldata, int verbose, char *lp_name); MYBOOL __EXPORT_TYPE __WINAPI write_lpex(lprec *lp, void *userhandle, write_modeldata_func write_modeldata); lprec __EXPORT_TYPE * __WINAPI read_mpsex(void *userhandle, read_modeldata_func read_modeldata, int options); lprec __EXPORT_TYPE * __WINAPI read_freempsex(void *userhandle, read_modeldata_func read_modeldata, int options); MYBOOL __EXPORT_TYPE __WINAPI MPS_writefileex(lprec *lp, int typeMPS, void *userhandle, write_modeldata_func write_modeldata); /* #endif */ #ifdef __cplusplus } #endif /* Forward definitions of functions used internaly by the lp toolkit */ MYBOOL set_callbacks(lprec *lp); STATIC int yieldformessages(lprec *lp); MYBOOL __WINAPI userabort(lprec *lp, int message); /*char * __VACALL explain(lprec *lp, char *format, ...); void __VACALL report(lprec *lp, int level, char *format, ...);*/ /* Memory management routines */ STATIC MYBOOL append_rows(lprec *lp, int deltarows); STATIC MYBOOL append_columns(lprec *lp, int deltacolumns); STATIC void inc_rows(lprec *lp, int delta); STATIC void inc_columns(lprec *lp, int delta); STATIC MYBOOL init_rowcol_names(lprec *lp); STATIC MYBOOL inc_row_space(lprec *lp, int deltarows); STATIC MYBOOL inc_col_space(lprec *lp, int deltacols); STATIC MYBOOL shift_rowcoldata(lprec *lp, int base, int delta, LLrec *usedmap, MYBOOL isrow); STATIC MYBOOL shift_basis(lprec *lp, int base, int delta, LLrec *usedmap, MYBOOL isrow); STATIC MYBOOL shift_rowdata(lprec *lp, int base, int delta, LLrec *usedmap); STATIC MYBOOL shift_coldata(lprec *lp, int base, int delta, LLrec *usedmap); /* INLINE */ MYBOOL is_chsign(lprec *lp, int rownr); STATIC MYBOOL inc_lag_space(lprec *lp, int deltarows, MYBOOL ignoreMAT); lprec *make_lag(lprec *server); REAL get_rh_upper(lprec *lp, int rownr); REAL get_rh_lower(lprec *lp, int rownr); MYBOOL set_rh_upper(lprec *lp, int rownr, REAL value); MYBOOL set_rh_lower(lprec *lp, int rownr, REAL value); STATIC int bin_count(lprec *lp, MYBOOL working); STATIC int MIP_count(lprec *lp); STATIC int SOS_count(lprec *lp); STATIC int GUB_count(lprec *lp); STATIC int identify_GUB(lprec *lp, MYBOOL mark); STATIC int prepare_GUB(lprec *lp); STATIC MYBOOL refactRecent(lprec *lp); STATIC MYBOOL check_if_less(lprec *lp, REAL x, REAL y, int variable); STATIC MYBOOL feasiblePhase1(lprec *lp, REAL epsvalue); STATIC void free_duals(lprec *lp); STATIC void initialize_solution(lprec *lp, MYBOOL shiftbounds); STATIC void recompute_solution(lprec *lp, MYBOOL shiftbounds); STATIC int verify_solution(lprec *lp, MYBOOL reinvert, char *info); STATIC int check_solution(lprec *lp, int lastcolumn, REAL *solution, REAL *upbo, REAL *lowbo, REAL tolerance); /* INLINE */ MYBOOL is_fixedvar(lprec *lp, int variable); /* INLINE */ MYBOOL is_splitvar(lprec *lp, int colnr); void __WINAPI set_action(int *actionvar, int actionmask); void __WINAPI clear_action(int *actionvar, int actionmask); MYBOOL __WINAPI is_action(int actionvar, int testmask); /* INLINE */ MYBOOL is_bb_rule(lprec *lp, int bb_rule); /* INLINE */ MYBOOL is_bb_mode(lprec *lp, int bb_mask); /* INLINE */ int get_piv_rule(lprec *lp); STATIC char *get_str_piv_rule(int rule); STATIC MYBOOL __WINAPI set_var_priority(lprec *lp); STATIC int find_sc_bbvar(lprec *lp, int *count); STATIC int find_sos_bbvar(lprec *lp, int *count, MYBOOL intsos); STATIC int find_int_bbvar(lprec *lp, int *count, BBrec *BB, MYBOOL *isfeasible); /* Solution-related functions */ STATIC REAL compute_dualslacks(lprec *lp, int target, REAL **dvalues, int **nzdvalues, MYBOOL dosum); STATIC MYBOOL solution_is_int(lprec *lp, int index, MYBOOL checkfixed); STATIC MYBOOL bb_better(lprec *lp, int target, int mode); STATIC void construct_solution(lprec *lp, REAL *target); STATIC void transfer_solution_var(lprec *lp, int uservar); STATIC MYBOOL construct_duals(lprec *lp); STATIC MYBOOL construct_sensitivity_duals(lprec *lp); STATIC MYBOOL construct_sensitivity_obj(lprec *lp); STATIC int add_GUB(lprec *lp, char *name, int priority, int count, int *sosvars); STATIC basisrec *push_basis(lprec *lp, int *basisvar, MYBOOL *isbasic, MYBOOL *islower); STATIC MYBOOL compare_basis(lprec *lp); STATIC MYBOOL restore_basis(lprec *lp); STATIC MYBOOL pop_basis(lprec *lp, MYBOOL restore); STATIC MYBOOL is_BasisReady(lprec *lp); STATIC MYBOOL is_slackbasis(lprec *lp); STATIC MYBOOL verify_basis(lprec *lp); STATIC int unload_basis(lprec *lp, MYBOOL restorelast); STATIC int perturb_bounds(lprec *lp, BBrec *perturbed, MYBOOL doRows, MYBOOL doCols, MYBOOL includeFIXED); STATIC MYBOOL validate_bounds(lprec *lp, REAL *upbo, REAL *lowbo); STATIC MYBOOL impose_bounds(lprec *lp, REAL * upbo, REAL *lowbo); STATIC int unload_BB(lprec *lp); STATIC REAL feasibilityOffset(lprec *lp, MYBOOL isdual); STATIC MYBOOL isP1extra(lprec *lp); STATIC REAL get_refactfrequency(lprec *lp, MYBOOL final); STATIC int findBasicFixedvar(lprec *lp, int afternr, MYBOOL slacksonly); STATIC MYBOOL isBasisVarFeasible(lprec *lp, REAL tol, int basis_row); STATIC MYBOOL isPrimalFeasible(lprec *lp, REAL tol, int infeasibles[], REAL *feasibilitygap); STATIC MYBOOL isDualFeasible(lprec *lp, REAL tol, int *boundflips, int infeasibles[], REAL *feasibilitygap); /* Main simplex driver routines */ STATIC int preprocess(lprec *lp); STATIC void postprocess(lprec *lp); STATIC MYBOOL performiteration(lprec *lp, int rownr, int varin, LREAL theta, MYBOOL primal, MYBOOL allowminit, REAL *prow, int *nzprow, REAL *pcol, int *nzpcol, int *boundswaps); STATIC void transfer_solution_var(lprec *lp, int uservar); STATIC void transfer_solution(lprec *lp, MYBOOL dofinal); /* Scaling utilities */ STATIC REAL scaled_floor(lprec *lp, int colnr, REAL value, REAL epsscale); STATIC REAL scaled_ceil(lprec *lp, int colnr, REAL value, REAL epsscale); /* Variable mapping utility routines */ STATIC void varmap_lock(lprec *lp); STATIC void varmap_clear(lprec *lp); STATIC MYBOOL varmap_canunlock(lprec *lp); STATIC void varmap_addconstraint(lprec *lp); STATIC void varmap_addcolumn(lprec *lp); STATIC void varmap_delete(lprec *lp, int base, int delta, LLrec *varmap); STATIC void varmap_compact(lprec *lp, int prev_rows, int prev_cols); STATIC MYBOOL varmap_validate(lprec *lp, int varno); /* STATIC MYBOOL del_varnameex(lprec *lp, hashelem **namelist, hashtable *ht, int varnr, LLrec *varmap); */ STATIC MYBOOL del_varnameex(lprec *lp, hashelem **namelist, int items, hashtable *ht, int varnr, LLrec *varmap); /* Pseudo-cost routines (internal) */ STATIC BBPSrec *init_pseudocost(lprec *lp, int pseudotype); STATIC void free_pseudocost(lprec *lp); STATIC REAL get_pseudorange(BBPSrec *pc, int mipvar, int varcode); STATIC void update_pseudocost(BBPSrec *pc, int mipvar, int varcode, MYBOOL capupper, REAL varsol); STATIC REAL get_pseudobranchcost(BBPSrec *pc, int mipvar, MYBOOL dofloor); STATIC REAL get_pseudonodecost(BBPSrec *pc, int mipvar, int vartype, REAL varsol); /* Matrix access and equation solving routines */ STATIC void set_OF_override(lprec *lp, REAL *ofVector); STATIC void set_OF_p1extra(lprec *lp, REAL p1extra); STATIC void unset_OF_p1extra(lprec *lp); MYBOOL modifyOF1(lprec *lp, int index, REAL *ofValue, REAL mult); REAL __WINAPI get_OF_active(lprec *lp, int varnr, REAL mult); STATIC MYBOOL is_OF_nz(lprec *lp, int colnr); STATIC int get_basisOF(lprec *lp, int coltarget[], REAL crow[], int colno[]); int __WINAPI get_basiscolumn(lprec *lp, int j, int rn[], double bj[]); int __WINAPI obtain_column(lprec *lp, int varin, REAL *pcol, int *nzlist, int *maxabs); STATIC int compute_theta(lprec *lp, int rownr, LREAL *theta, int isupbound, REAL HarrisScalar, MYBOOL primal); /* Pivot utility routines */ STATIC int findBasisPos(lprec *lp, int notint, int *var_basic); STATIC MYBOOL check_degeneracy(lprec *lp, REAL *pcol, int *degencount); #endif /* HEADER_lp_lib */