/***********************************************************************
Xpress Optimizer Examples
=========================
file loadlp.c
``````````````
Load an LP problem directly into Optimizer and modify it by adding an
extra constraint.
The problem
Maximise
2x + y
subject to
c1: x + 4y <= 24
c2: y <= 5
c3: 3x + y <= 20
c4: x + y <= 9
and
0 <= x,y <= +infinity
and the extra constraint
c5: 6x + y <= 20
are first stored in the user's data structures. The LP is then loaded
into Optimizer, using loadprob, and solved using the primal simplex
algorithm. Next, the extra constraint is added to the problem matrix,
using addrows, and the revised problem solved using the dual algorithm.
In each case, the problem matrix is output to a file, the objective
function value displayed on screen, and the problem statistics are
are stored in a log file.
(c) 2017 Fair Isaac Corporation
***********************************************************************/
#include <stdio.h>
#include "xprs.h" /* Optimizer header file */
XPRSprob probg;
void XPRS_CC optimizermsg(XPRSprob prob, void* data, const char *sMsg,int nLen,int nMsgLvl);
void errormsg(const char *sSubName,int nLineNo,int nErrorCode);
int main()
{
int nReturn; /* Return value of Optimizer subroutine */
int nOptimizerVersion; /* Optimizer version number */
char sProblem1[] = "lp"; /* First problem name */
char sProblem2[] = "revised"; /* Second problem name */
char sLogFile[] = "loadlp.log"; /* Log file name */
double dObjValue; /* Objective value */
int nExpiry;
/* Store the problem */
/* Row data */
int nRow = 4; /* Number of rows */
char sRowType[] = {'L','L','L','L'}; /* Row types */
double dRHS[] = {24,5,20,9}; /* RHS values */
double *dRange = NULL; /* Range values - none in this example */
char sRowName[] = "c1\0c2\0c3\0c4"; /* Row names */
/* Column data */
int nCol = 2; /* Number of columns */
double dObj[] = {2,1}; /* Objective function coefficients */
double dLowerBd[] = {0,0}; /* Lower bounds on the columns */
double dUpperBd[] = {XPRS_PLUSINFINITY,XPRS_PLUSINFINITY}; /* Upper bounds - note macro for infinity */
char sColName[] = "x\0y"; /* Column names */
/* Matrix data */
int nColStart[] = {0,3,7}; /* Start positions of the columns in dMatElem
- note there are nCol+1 entries, the last
indicating where the next column would
start if there was one */
int *nColElem = NULL; /* Number of elements in each column - not
needed thanks to the last (optional) entry
in nColStart */
int nRowInd[] = {0,2,3, 0,1,2,3}; /* Row indices for the matrix elements */
double dMatElem[] = {1,3,1, 4,1,1,1}; /* Matrix elements - arranged by column */
/* Store extra constraint */
int nNewRow = 1; /* Number of new rows */
int nNewElem = 2; /* Number of elements in the new row */
char sNewRowType[1] = {'L'}; /* New row type */
char sNewRowName[] = "c5"; /* New row name */
double dNewRHS[1] = {20}; /* New RHS value */
double dNewRowElem[2] = {6,1}; /* New row elements */
int nNewRowStart[2] = {0,2}; /* Start positions of the rows in
dNewRowElem */
int nNewColInd[2] = {0,1}; /* Column indices for the new row elements */
char banner[256];
int istudent;
/* Initialise Optimizer */
nReturn=XPRSinit(NULL);
XPRSgetbanner(banner); printf("%s",banner);
if (nReturn == 8) return(1);
istudent = (nReturn == 32); /* Check for student license */
nReturn=XPRScreateprob(&probg);
if (nReturn != 0 && nReturn != 32) errormsg("XPRScreateprob",__LINE__,nReturn);
/* Delete and define log file */
remove(sLogFile);
if (nReturn=XPRSsetlogfile(probg,sLogFile)) errormsg("XPRSsetlogfile",__LINE__,nReturn);
/* Tell Optimizer to call optimizermsg whenever a message is output */
nReturn=XPRSsetcbmessage(probg,optimizermsg,NULL);
/* Get and display the Optimizer version number */
if (nReturn=XPRSgetintcontrol(probg,XPRS_VERSION,&nOptimizerVersion)) errormsg("XPRSgetintcontrol",__LINE__,nReturn);
printf("Xpress Optimiser Subroutine Library Release %.2f\n\n",
(float)nOptimizerVersion/100);
/*** Load and solve the problem ***/
/* Load the matrix into Optimizer */
if (nReturn=XPRSloadlp(probg,sProblem1,nCol,nRow,sRowType,dRHS,dRange,dObj,nColStart,nColElem,
nRowInd,dMatElem,dLowerBd,dUpperBd)) errormsg("XPRSloadlp",__LINE__,nReturn);
/* Add row names */
if (nReturn=XPRSaddnames(probg,1,sRowName,0,nRow-1)) errormsg("XPRSaddnames",__LINE__,nReturn);
/* Add column names */
if (nReturn=XPRSaddnames(probg,2,sColName,0,nCol-1)) errormsg("XPRSaddnames",__LINE__,nReturn);
/* Output the matrix */
if ( ! istudent ) {
if (nReturn=XPRSwriteprob(probg,sProblem1,"")) errormsg("XPRSwriteprob",__LINE__,nReturn);
printf("Matrix file %s.mat has been created.\n",sProblem1);
}
/* Solve the LP problem */
if (nReturn=XPRSchgobjsense(probg,XPRS_OBJ_MAXIMIZE)) errormsg ("XPRSchgobjsense",__LINE__,nReturn);
if (nReturn=XPRSlpoptimize(probg,"")) errormsg("XPRSlpoptimize",__LINE__,nReturn);
/* Get and display the value of the objective function */
if (nReturn=XPRSgetdblattrib(probg,XPRS_LPOBJVAL,&dObjValue)) errormsg("XPRSgetdblattrib",__LINE__,nReturn);
printf("The optimal objective value is %g.\n\n",dObjValue);
/*** Add the extra constraint and solve again ***/
/* Add new row */
if (nReturn=XPRSaddrows(probg,nNewRow,nNewElem,sNewRowType,dNewRHS,NULL,nNewRowStart,nNewColInd,
dNewRowElem)) errormsg("XPRSaddrows",__LINE__,nReturn);
/* Add new row name */
if (nReturn=XPRSaddnames(probg,1,sNewRowName,nRow,nRow)) errormsg("XPRSaddnames",__LINE__,nReturn);
/* Output the revised matrix */
if ( ! istudent ) {
if (nReturn=XPRSwriteprob(probg,sProblem2,"")) errormsg("XPRSwriteprob",__LINE__,nReturn);
printf("Matrix file %s.mat has been created.\n",sProblem2);
}
/* Solve with dual - since the revised problem inherits dual feasibility
from the original */
if (nReturn=XPRSlpoptimize(probg,"d")) errormsg("XPRSlpoptimize",__LINE__,nReturn);
/* Get and display the value of the objective function */
if (nReturn=XPRSgetdblattrib(probg,XPRS_LPOBJVAL,&dObjValue)) errormsg("XPRSgetdblattrib",__LINE__,nReturn);
printf("The revised optimal objective value is %g.\n\n",dObjValue);
/* Free memory, close files */
if (nReturn=XPRSdestroyprob(probg)) errormsg("XPRSdestroyprob",__LINE__,nReturn);
if (nReturn=XPRSfree()) errormsg("XPRSfree",__LINE__,nReturn);
return 0;
}
/**********************************************************************************\
* Name: optimizermsg *
* Purpose: Display Optimizer error messages and warnings. *
* Arguments: const char *sMsg Message string *
* int nLen Message length *
* int nMsgLvl Message type *
* Return Value: None *
\**********************************************************************************/
void XPRS_CC optimizermsg(XPRSprob prob, void* data, const char *sMsg,int nLen,int nMsgLvl)
{
switch (nMsgLvl) {
/* Print Optimizer error messages and warnings */
case 4: /* error */
case 3: /* warning */
printf("%*s\n",nLen,sMsg);
break;
/* Ignore other messages */
case 2: /* dialogue */
case 1: /* information */
break;
/* Exit and flush buffers */
default:
fflush(NULL);
break;
}
}
/**************************************************************************************\
* Name: errormsg *
* Purpose: Display error information about failed subroutines. *
* Arguments: const char *sSubName Subroutine name *
* int nLineNo Line number *
* int nErrCode Error code *
* Return Value: None *
\**************************************************************************************/
void errormsg(const char *sSubName,int nLineNo,int nErrCode)
{
int nErrNo; /* Optimizer error number */
/* Print error message */
printf("The subroutine %s has failed on line %d\n",sSubName,nLineNo);
/* Append the error code, if it exists */
if (nErrCode!=-1) printf("with error code %d.\n\n",nErrCode);
/* Append Optimizer error number, if available */
if (nErrCode==32) {
XPRSgetintattrib(probg,XPRS_ERRORCODE,&nErrNo);
printf("The Optimizer error number is: %d.\n\n",nErrNo);
}
/* Free memory, close files and exit */
XPRSdestroyprob(probg);
XPRSfree();
exit(nErrCode);
}
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