/* intfeas1.c (solve integer feasibility problem) */ /*********************************************************************** * This code is part of GLPK (GNU Linear Programming Kit). * * Copyright (C) 2011-2016 Andrew Makhorin, Department for Applied * Informatics, Moscow Aviation Institute, Moscow, Russia. All rights * reserved. E-mail: . * * GLPK is free software: you can redistribute it and/or modify it * under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * GLPK is distributed in the hope that it will be useful, but WITHOUT * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public * License for more details. * * You should have received a copy of the GNU General Public License * along with GLPK. If not, see . ***********************************************************************/ #include "env.h" #include "glpnpp.h" int glp_intfeas1(glp_prob *P, int use_bound, int obj_bound) { /* solve integer feasibility problem */ NPP *npp = NULL; glp_prob *mip = NULL; int *obj_ind = NULL; double *obj_val = NULL; int obj_row = 0; int i, j, k, obj_len, temp, ret; #if 0 /* 04/IV-2016 */ /* check the problem object */ if (P == NULL || P->magic != GLP_PROB_MAGIC) xerror("glp_intfeas1: P = %p; invalid problem object\n", P); #endif if (P->tree != NULL) xerror("glp_intfeas1: operation not allowed\n"); /* integer solution is currently undefined */ P->mip_stat = GLP_UNDEF; P->mip_obj = 0.0; /* check columns (variables) */ for (j = 1; j <= P->n; j++) { GLPCOL *col = P->col[j]; #if 0 /* binarization is not yet implemented */ if (!(col->kind == GLP_IV || col->type == GLP_FX)) { xprintf("glp_intfeas1: column %d: non-integer non-fixed var" "iable not allowed\n", j); #else if (!((col->kind == GLP_IV && col->lb == 0.0 && col->ub == 1.0) || col->type == GLP_FX)) { xprintf("glp_intfeas1: column %d: non-binary non-fixed vari" "able not allowed\n", j); #endif ret = GLP_EDATA; goto done; } temp = (int)col->lb; if ((double)temp != col->lb) { if (col->type == GLP_FX) xprintf("glp_intfeas1: column %d: fixed value %g is non-" "integer or out of range\n", j, col->lb); else xprintf("glp_intfeas1: column %d: lower bound %g is non-" "integer or out of range\n", j, col->lb); ret = GLP_EDATA; goto done; } temp = (int)col->ub; if ((double)temp != col->ub) { xprintf("glp_intfeas1: column %d: upper bound %g is non-int" "eger or out of range\n", j, col->ub); ret = GLP_EDATA; goto done; } if (col->type == GLP_DB && col->lb > col->ub) { xprintf("glp_intfeas1: column %d: lower bound %g is greater" " than upper bound %g\n", j, col->lb, col->ub); ret = GLP_EBOUND; goto done; } } /* check rows (constraints) */ for (i = 1; i <= P->m; i++) { GLPROW *row = P->row[i]; GLPAIJ *aij; for (aij = row->ptr; aij != NULL; aij = aij->r_next) { temp = (int)aij->val; if ((double)temp != aij->val) { xprintf("glp_intfeas1: row = %d, column %d: constraint c" "oefficient %g is non-integer or out of range\n", i, aij->col->j, aij->val); ret = GLP_EDATA; goto done; } } temp = (int)row->lb; if ((double)temp != row->lb) { if (row->type == GLP_FX) xprintf("glp_intfeas1: row = %d: fixed value %g is non-i" "nteger or out of range\n", i, row->lb); else xprintf("glp_intfeas1: row = %d: lower bound %g is non-i" "nteger or out of range\n", i, row->lb); ret = GLP_EDATA; goto done; } temp = (int)row->ub; if ((double)temp != row->ub) { xprintf("glp_intfeas1: row = %d: upper bound %g is non-inte" "ger or out of range\n", i, row->ub); ret = GLP_EDATA; goto done; } if (row->type == GLP_DB && row->lb > row->ub) { xprintf("glp_intfeas1: row %d: lower bound %g is greater th" "an upper bound %g\n", i, row->lb, row->ub); ret = GLP_EBOUND; goto done; } } /* check the objective function if a bound is requested */ if (use_bound) { temp = (int)P->c0; if ((double)temp != P->c0) { xprintf("glp_intfeas1: objective constant term %g is non-integ" "er or out of range\n", P->c0); ret = GLP_EDATA; goto done; } for (j = 1; j <= P->n; j++) { temp = (int)P->col[j]->coef; if ((double)temp != P->col[j]->coef) { xprintf("glp_intfeas1: column %d: objective coefficient is " "non-integer or out of range\n", j, P->col[j]->coef); ret = GLP_EDATA; goto done; } } } /* save the objective function and set it to zero */ obj_ind = xcalloc(1+P->n, sizeof(int)); obj_val = xcalloc(1+P->n, sizeof(double)); obj_len = 0; obj_ind[0] = 0; obj_val[0] = P->c0; P->c0 = 0.0; for (j = 1; j <= P->n; j++) { if (P->col[j]->coef != 0.0) { obj_len++; obj_ind[obj_len] = j; obj_val[obj_len] = P->col[j]->coef; P->col[j]->coef = 0.0; } } /* add inequality to bound the objective function, if required */ if (!use_bound) xprintf("Will search for ANY feasible solution\n"); else { xprintf("Will search only for solution not worse than %d\n", obj_bound); obj_row = glp_add_rows(P, 1); glp_set_mat_row(P, obj_row, obj_len, obj_ind, obj_val); if (P->dir == GLP_MIN) glp_set_row_bnds(P, obj_row, GLP_UP, 0.0, (double)obj_bound - obj_val[0]); else if (P->dir == GLP_MAX) glp_set_row_bnds(P, obj_row, GLP_LO, (double)obj_bound - obj_val[0], 0.0); else xassert(P != P); } /* create preprocessor workspace */ xprintf("Translating to CNF-SAT...\n"); xprintf("Original problem has %d row%s, %d column%s, and %d non-z" "ero%s\n", P->m, P->m == 1 ? "" : "s", P->n, P->n == 1 ? "" : "s", P->nnz, P->nnz == 1 ? "" : "s"); npp = npp_create_wksp(); /* load the original problem into the preprocessor workspace */ npp_load_prob(npp, P, GLP_OFF, GLP_MIP, GLP_OFF); /* perform translation to SAT-CNF problem instance */ ret = npp_sat_encode_prob(npp); if (ret == 0) ; else if (ret == GLP_ENOPFS) xprintf("PROBLEM HAS NO INTEGER FEASIBLE SOLUTION\n"); else if (ret == GLP_ERANGE) xprintf("glp_intfeas1: translation to SAT-CNF failed because o" "f integer overflow\n"); else xassert(ret != ret); if (ret != 0) goto done; /* build SAT-CNF problem instance and try to solve it */ mip = glp_create_prob(); npp_build_prob(npp, mip); ret = glp_minisat1(mip); /* only integer feasible solution can be postprocessed */ if (!(mip->mip_stat == GLP_OPT || mip->mip_stat == GLP_FEAS)) { P->mip_stat = mip->mip_stat; goto done; } /* postprocess the solution found */ npp_postprocess(npp, mip); /* the transformed problem is no longer needed */ glp_delete_prob(mip), mip = NULL; /* store solution to the original problem object */ npp_unload_sol(npp, P); /* change the solution status to 'integer feasible' */ P->mip_stat = GLP_FEAS; /* check integer feasibility */ for (i = 1; i <= P->m; i++) { GLPROW *row; GLPAIJ *aij; double sum; row = P->row[i]; sum = 0.0; for (aij = row->ptr; aij != NULL; aij = aij->r_next) sum += aij->val * aij->col->mipx; xassert(sum == row->mipx); if (row->type == GLP_LO || row->type == GLP_DB || row->type == GLP_FX) xassert(sum >= row->lb); if (row->type == GLP_UP || row->type == GLP_DB || row->type == GLP_FX) xassert(sum <= row->ub); } /* compute value of the original objective function */ P->mip_obj = obj_val[0]; for (k = 1; k <= obj_len; k++) P->mip_obj += obj_val[k] * P->col[obj_ind[k]]->mipx; xprintf("Objective value = %17.9e\n", P->mip_obj); done: /* delete the transformed problem, if it exists */ if (mip != NULL) glp_delete_prob(mip); /* delete the preprocessor workspace, if it exists */ if (npp != NULL) npp_delete_wksp(npp); /* remove inequality used to bound the objective function */ if (obj_row > 0) { int ind[1+1]; ind[1] = obj_row; glp_del_rows(P, 1, ind); } /* restore the original objective function */ if (obj_ind != NULL) { P->c0 = obj_val[0]; for (k = 1; k <= obj_len; k++) P->col[obj_ind[k]]->coef = obj_val[k]; xfree(obj_ind); xfree(obj_val); } return ret; } /* eof */