GLPKInterfaceBase.jl

module GLPKInterfaceBase

using SparseArrays
using LinearAlgebra
import GLPK

import MathProgBase
const MPB = MathProgBase

export GLPKMathProgModel


abstract type GLPKMathProgModel <: MPB.AbstractLinearQuadraticModel end

function MPB.loadproblem!(lpm::GLPKMathProgModel, filename::AbstractString)
    if endswith(filename, ".mps") || endswith(filename, ".mps.gz")
       GLPK.read_mps(lpm.inner, GLPK.MPS_FILE, filename)
    elseif endswith(filename, ".lp") || endswith(filename, ".lp.gz")
       GLPK.read_lp(lpm.inner, filename)
    elseif endswith(filename, ".prob") || endswith(filename, ".prob.gz")
       GLPK.read_prob(lpm.inner, filename)
    else
       error("unrecognized input format extension in $filename")
    end
end

nonnull(x) = (x != nothing && !isempty(x))

function MPB.loadproblem!(lpm::GLPKMathProgModel, A::AbstractMatrix, collb, colub, obj, rowlb, rowub, sense)
    lp = lpm.inner

    m, n = size(A)

    function checksize(x, l, str)
        if nonnull(x) && length(x) != l
            error("size of $str is incompatible with size of A")
        end
    end

    checksize(collb, n, "collb")
    checksize(colub, n, "colub")
    checksize(rowlb, m, "rowlb")
    checksize(rowub, m, "rowub")
    checksize(obj, n, "obj")

    (ia, ja, ar) = findnz(sparse(A))

    GLPK.erase_prob(lp)

    function getbounds(lb, ub, i)
        if nonnull(lb) && nonnull(ub) && lb[i] != -Inf && ub[i] != Inf
            if lb[i] != ub[i]
                return lb[i], ub[i], GLPK.DB
            else
                return lb[i], ub[i], GLPK.FX
            end
        elseif nonnull(lb) && lb[i] != -Inf
            return lb[i], Inf, GLPK.LO
        elseif nonnull(ub) && ub[i] != Inf
            return -Inf, ub[i], GLPK.UP
        else
            return -Inf, Inf, GLPK.FR
        end
    end

    m > 0 && GLPK.add_rows(lp, m)
    prev_preemptive_check = GLPK.jl_get_preemptive_check()
    GLPK.jl_set_preemptive_check(false)
    for r = 1:m
        #println("  r=$r b=$(b[r])")
        l, u, t = getbounds(rowlb, rowub, r)
        GLPK.set_row_bnds(lp, r, t, l, u)
    end
    GLPK.jl_set_preemptive_check(prev_preemptive_check)

    n > 0 && GLPK.add_cols(lp, n)
    prev_preemptive_check = GLPK.jl_get_preemptive_check()
    GLPK.jl_set_preemptive_check(false)
    for c = 1:n
        #println("  r=$r b=$(b[r])")
        l, u, t = getbounds(collb, colub, c)
        GLPK.set_col_bnds(lp, c, t, l, u)
    end
    GLPK.jl_set_preemptive_check(prev_preemptive_check)

    if nonnull(obj)
        for c = 1:n
            GLPK.set_obj_coef(lp, c, obj[c])
        end
    else
        for c = 1:n
            GLPK.set_obj_coef(lp, c, 0)
        end
    end

    m > 0 && n > 0 && GLPK.load_matrix(lp, ia, ja, ar)
    MPB.setsense!(lpm, sense)

    return lpm
end

#writeproblem(m, filename::AbstractString)

function MPB.getvarLB(lpm::GLPKMathProgModel)
    lp = lpm.inner
    n = GLPK.get_num_cols(lp)
    lb = Array{Float64}(undef, n)
    for c = 1:n
        l = GLPK.get_col_lb(lp, c)
        if l <= -floatmax(Float64)
            l = -Inf
        end
        lb[c] = l
    end
    return lb
end

function MPB.setvarLB!(lpm::GLPKMathProgModel, collb)
    lp = lpm.inner
    n = GLPK.get_num_cols(lp)
    if nonnull(collb) && length(collb) != n
        error("invalid size of collb")
    end
    prev_preemptive_check = GLPK.jl_get_preemptive_check()
    GLPK.jl_set_preemptive_check(false)
    for c = 1:n
        u = GLPK.get_col_ub(lp, c)
        if u >= floatmax(Float64)
            u = Inf
        end
        if nonnull(collb) && collb[c] != -Inf
            l = collb[c]
            if u < Inf
                if l != u
                    GLPK.set_col_bnds(lp, c, GLPK.DB, l, u)
                else
                    GLPK.set_col_bnds(lp, c, GLPK.FX, l, u)
                end
            else
                GLPK.set_col_bnds(lp, c, GLPK.LO, l, 0.0)
            end
        else
            if u < Inf
                GLPK.set_col_bnds(lp, c, GLPK.UP, 0.0, u)
            else
                GLPK.set_col_bnds(lp, c, GLPK.FR, 0.0, 0.0)
            end
        end
    end
    GLPK.jl_set_preemptive_check(prev_preemptive_check)
end

function MPB.getvarUB(lpm::GLPKMathProgModel)
    lp = lpm.inner
    n = GLPK.get_num_cols(lp)
    ub = Array{Float64}(undef, n)
    for c = 1:n
        u = GLPK.get_col_ub(lp, c)
        if u >= floatmax(Float64)
            u = Inf
        end
        ub[c] = u
    end
    return ub
end

function MPB.setvarUB!(lpm::GLPKMathProgModel, colub)
    lp = lpm.inner
    n = GLPK.get_num_cols(lp)
    if nonnull(colub) && length(colub) != n
        error("invalid size of colub")
    end
    prev_preemptive_check = GLPK.jl_get_preemptive_check()
    GLPK.jl_set_preemptive_check(false)
    for c = 1:n
        l = GLPK.get_col_lb(lp, c)
        if l <= -floatmax(Float64)
            l = -Inf
        end
        if nonnull(colub) && colub[c] != Inf
            u = colub[c]
            if l > -Inf
                if l != u
                    GLPK.set_col_bnds(lp, c, GLPK.DB, l, u)
                else
                    GLPK.set_col_bnds(lp, c, GLPK.FX, l, u)
                end
            else
                GLPK.set_col_bnds(lp, c, GLPK.UP, 0.0, u)
            end
        else
            if l > -Inf
                GLPK.set_col_bnds(lp, c, GLPK.LO, l, 0.0)
            else
                GLPK.set_col_bnds(lp, c, GLPK.FR, 0.0, 0.0)
            end
        end
    end
    GLPK.jl_set_preemptive_check(prev_preemptive_check)
end

function MPB.getconstrLB(lpm::GLPKMathProgModel)
    lp = lpm.inner
    m = GLPK.get_num_rows(lp)
    lb = Array{Float64}(undef, m)
    for r = 1:m
        l = GLPK.get_row_lb(lp, r)
        if l <= -floatmax(Float64)
            l = -Inf
        end
        lb[r] = l
    end
    return lb
end

function MPB.setconstrLB!(lpm::GLPKMathProgModel, rowlb)
    lp = lpm.inner
    m = GLPK.get_num_rows(lp)
    if nonnull(rowlb) && length(rowlb) != m
        error("invalid size of rowlb")
    end
    prev_preemptive_check = GLPK.jl_get_preemptive_check()
    GLPK.jl_set_preemptive_check(false)
    for r = 1:m
        u = GLPK.get_row_ub(lp, r)
        if u >= floatmax(Float64)
            u = Inf
        end
        if nonnull(rowlb) && rowlb[r] != -Inf
            l = rowlb[r]
            if u < Inf
                if l != u
                    GLPK.set_row_bnds(lp, r, GLPK.DB, l, u)
                else
                    GLPK.set_row_bnds(lp, r, GLPK.FX, l, u)
                end
            else
                GLPK.set_row_bnds(lp, r, GLPK.LO, l, 0.0)
            end
        else
            if u < Inf
                GLPK.set_row_bnds(lp, r, GLPK.UP, 0.0, u)
            else
                GLPK.set_row_bnds(lp, r, GLPK.FR, 0.0, 0.0)
            end
        end
    end
    GLPK.jl_set_preemptive_check(prev_preemptive_check)
end

function MPB.getconstrUB(lpm::GLPKMathProgModel)
    lp = lpm.inner
    m = GLPK.get_num_rows(lp)
    ub = zeros(m)
    for r = 1:m
        u = GLPK.get_row_ub(lp, r)
        if u >= floatmax(Float64)
            u = Inf
        end
        ub[r] = u
    end
    return ub
end

function MPB.setconstrUB!(lpm::GLPKMathProgModel, rowub)
    lp = lpm.inner
    m = GLPK.get_num_rows(lp)
    if nonnull(rowub) && length(rowub) != m
        error("invalid size of rowub")
    end
    prev_preemptive_check = GLPK.jl_get_preemptive_check()
    GLPK.jl_set_preemptive_check(false)
    for r = 1:m
        l = GLPK.get_row_lb(lp, r)
        if l <= -floatmax(Float64)
            l = -Inf
        end
        if nonnull(rowub) && rowub[r] != Inf
            u = rowub[r]
            if l > -Inf
                if l != u
                    GLPK.set_row_bnds(lp, r, GLPK.DB, l, u)
                else
                    GLPK.set_row_bnds(lp, r, GLPK.FX, l, u)
                end
            else
                GLPK.set_row_bnds(lp, r, GLPK.UP, 0.0, u)
            end
        else
            if l > -Inf
                GLPK.set_row_bnds(lp, r, GLPK.LO, l, 0.0)
            else
                GLPK.set_row_bnds(lp, r, GLPK.FR, 0.0, 0.0)
            end
        end
    end
    GLPK.jl_set_preemptive_check(prev_preemptive_check)
end

function MPB.getconstrmatrix(lpm::GLPKMathProgModel)
    lp = lpm.inner
    m = GLPK.get_num_rows(lp)
    n = GLPK.get_num_cols(lp)
    colwise = [GLPK.get_mat_col(lp,i) for i in 1:n]
    nnz = 0
    for i in 1:n
        nnz += length(colwise[i][1])
    end
    colptr = Array{Int}(undef, n+1)
    rowval = Array{Int}(undef, nnz)
    nzval  = Array{Float64}(undef, nnz)
    cur_nnz = 1
    for i in 1:n
        colptr[i] = cur_nnz
        ind,vals = colwise[i]
        p = sortperm(ind) # indices must be sorted
        rowval[cur_nnz:(cur_nnz+length(ind)-1)] = ind[p]
        nzval[cur_nnz:(cur_nnz+length(ind)-1)] = vals[p]
        cur_nnz += length(ind)
    end
    colptr[n+1] = cur_nnz
    return SparseMatrixCSC(m,n,colptr,rowval,nzval)
end


function MPB.getobj(lpm::GLPKMathProgModel)
    lp = lpm.inner
    n = GLPK.get_num_cols(lp)
    return [GLPK.get_obj_coef(lp, i) for i in 1:n]
end

function MPB.setobj!(lpm::GLPKMathProgModel, obj)
    lp = lpm.inner
    n = GLPK.get_num_cols(lp)
    if nonnull(obj) && length(obj) != n
        error("invalid size of obj")
    end
    for c = 1:n
        if nonnull(obj)
            GLPK.set_obj_coef(lp, c, obj[c])
        else
            GLPK.set_obj_coef(lp, c, 0.0)
        end
    end
end

function MPB.addvar!(lpm::GLPKMathProgModel, rowidx::Vector, rowcoef::Vector, collb::Real, colub::Real, objcoef::Real)
    if length(rowidx) != length(rowcoef)
        error("rowidx and rowcoef have different legths")
    end
    lp = lpm.inner
    GLPK.add_cols(lp, 1)
    n = GLPK.get_num_cols(lp)
    GLPK.set_mat_col(lp, n, rowidx, rowcoef)
    if collb > -Inf && colub < Inf
        if collb != colub
            bt = GLPK.DB
        else
            bt = GLPK.FX
        end
    elseif collb > -Inf
        bt = GLPK.LO
    elseif colub < Inf
        bt = GLPK.UP
    else
        bt = GLPK.FR
    end
    GLPK.set_col_bnds(lp, n, bt, collb, colub)
    GLPK.set_obj_coef(lp, n, objcoef)
    return
end

function MPB.delvars!(lpm::GLPKMathProgModel, idx::Vector)
    GLPK.std_basis(lpm.inner)
    GLPK.del_cols(lpm.inner, length(idx), idx)
end

function MPB.addconstr!(lpm::GLPKMathProgModel, colidx::Vector, colcoef::Vector, rowlb::Real, rowub::Real)
    if length(colidx) != length(colcoef)
        error("colidx and colcoef have different legths")
    end
    lp = lpm.inner
    GLPK.add_rows(lp, 1)
    m = GLPK.get_num_rows(lp)
    GLPK.set_mat_row(lp, m, colidx, colcoef)
    if rowlb > -Inf && rowub < Inf
        if rowlb != rowub
            bt = GLPK.DB
        else
            bt = GLPK.FX
        end
    elseif rowlb > -Inf
        bt = GLPK.LO
    elseif rowub < Inf
        bt = GLPK.UP
    else
        bt = GLPK.FR
    end
    GLPK.set_row_bnds(lp, m, bt, rowlb, rowub)
    return
end

function MPB.delconstrs!(lpm::GLPKMathProgModel, idx::Vector)
    GLPK.std_basis(lpm.inner)
    GLPK.del_rows(lpm.inner, length(idx), idx)
end


function MPB.setsense!(lpm::GLPKMathProgModel, sense)
    lp = lpm.inner
    if sense == :Min
        GLPK.set_obj_dir(lp, GLPK.MIN)
    elseif sense == :Max
        GLPK.set_obj_dir(lp, GLPK.MAX)
    else
        error("Unrecognized objective sense $sense")
    end
end

function MPB.getsense(lpm::GLPKMathProgModel)
    lp = lpm.inner
    s = GLPK.get_obj_dir(lp)
    if s == GLPK.MIN
        return :Min
    elseif s == GLPK.MAX
        return :Max
    else
        error("Internal library error")
    end
end

MPB.numvar(lpm::GLPKMathProgModel) = GLPK.get_num_cols(lpm.inner)
MPB.numconstr(lpm::GLPKMathProgModel) = GLPK.get_num_rows(lpm.inner)

MPB.getrawsolver(lpm::GLPKMathProgModel) = lpm.inner

end