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grb_solve.jl
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grb_solve.jl
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# Optimization and solution query
function optimize(model::Model)
@assert model.ptr_model != C_NULL
ret = @grb_ccall(optimize, Cint, (Ptr{Cvoid},), model)
if ret != 0
throw(GurobiError(model.env, ret))
end
nothing
end
function computeIIS(model::Model)
@assert model.ptr_model != C_NULL
ret = @grb_ccall(computeIIS, Cint, (Ptr{Cvoid},), model)
if ret != 0
throw(GurobiError(model.env, ret))
end
nothing
end
#################################################
#
# solution status and optimization info
#
#################################################
const GRB_LOADED = 1
const GRB_OPTIMAL = 2
const GRB_INFEASIBLE = 3
const GRB_INF_OR_UNBD = 4
const GRB_BOUNDED = 5
const GRB_CUTOFF = 6
const GRB_ITERATION_LIMIT = 7
const GRB_NODE_LIMIT = 8
const GRB_TIME_LIMIT = 9
const GRB_SOLUTION_LIMIT = 10
const GRB_INTERRUPTED = 11
const GRB_NUMERIC = 12
const GRB_SUBOPTIMAL = 13
const GRB_INPROGRESS = 14
const GRB_USER_OBJ_LIMIT = 15
const status_symbols = [
:loaded,
:optimal,
:infeasible,
:inf_or_unbd,
:unbounded,
:cutoff,
:iteration_limit,
:node_limit,
:time_limit,
:solution_limit,
:interrupted,
:numeric,
:suboptimal,
:inprogress,
:user_obj_limit
]
get_status_code(model::Model) = get_intattr(model, "Status")
get_status(model::Model) = status_symbols[get_status_code(model)]::Symbol
@grb_dbl_attr get_runtime "Runtime"
@grb_dbl_attr get_objval "ObjVal"
@grb_dbl_attr get_objbound "ObjBound"
@grb_int_attr get_sol_count "SolCount"
@grb_int_attr get_barrier_iter_count "BarIterCount"
#@grb_dbl_attr get_node_count "NodeCount"
get_iter_count(model::Model) = convert(Int, get_dblattr(model, "IterCount"))
get_node_count(model::Model) = convert(Int, get_dblattr(model, "NodeCount"))
mutable struct OptimInfo
status::Symbol
runtime::Float64
sol_count::Int
iter_count::Int
barrier_iter_count::Int
node_count::Int
end
function get_optiminfo(model::Model)
OptimInfo(
get_status(model),
get_runtime(model),
get_sol_count(model),
get_iter_count(model),
get_barrier_iter_count(model),
get_node_count(model)
)
end
function show(io::IO, s::OptimInfo)
println(io, "Gurobi Optimization Info")
println(io, " status = $(s.status)")
println(io, " runtime = $(s.runtime)")
println(io, " # solutions = $(s.sol_count)")
println(io, " # iters = $(s.iter_count)")
println(io, " # bar iters = $(s.barrier_iter_count)")
println(io, " # nodes = $(s.node_count)")
end
#################################################
#
# solution query
#
#################################################
get_solution(model::Model) = get_dblattrarray(model, "X", 1, num_vars(model))
const varmap = Dict(
-3 => :Superbasic,
-2 => :NonbasicAtUpper,
-1 => :NonbasicAtLower,
0 => :Basic
)
const conmap = Dict(
0 => :Basic,
-1 => :Nonbasic)
const basicmap_rev = Dict(
:Superbasic => Cint(-3),
:NonbasicAtUpper => Cint(-2),
:NonbasicAtLower => Cint(-1),
:Basic => Cint(0),
:Nonbasic => Cint(-1)
)
function get_basis(model::Model)
cval = Array{Cint}(undef, num_vars(model))
cbasis = Array{Symbol}(undef, num_vars(model))
get_intattrarray!(cval, model, "VBasis", 1)
for it in 1:length(cval)
cbasis[it] = varmap[cval[it]]
end
rval = Array{Cint}(undef, num_constrs(model))
rbasis = Array{Symbol}(undef, num_constrs(model))
get_intattrarray!(rval, model, "CBasis", 1)
rsense = Array{Cchar}(undef, num_constrs(model))
get_charattrarray!(rsense, model, "Sense", 1)
for it in 1:length(rval)
rbasis[it] = conmap[rval[it]]
if rbasis[it] == :Nonbasic
if rsense[it] == convert(Cchar,'<')
rbasis[it] = :NonbasicAtUpper
else
rbasis[it] = :NonbasicAtLower
end
end
end
return cbasis, rbasis
end
"""
loadbasis(model::Model, x::Vector)
Load basis to a problem in form of primal solution.
loadbasis(model::Model, rval::Vector{Symbol}, cval::Vector{Symbol})
Load basis to a problem in terms of basicness description Variables columns (in
`cval`) can be: `:Basic`, `:NonbasicAtLower`, `:NonbasicAtUpper` and
`:Superbasic` Constraints rows (in `rval`) can be: `:Basic`, `:Nonbasic`
"""
function loadbasis(model::Model, x::Vector)
ncols = num_vars(model)
nrows = num_constrs(model)
length(x) != ncols && error("solution candidate size is different from the number of columns")
cvals = Array{Cint}(undef, ncols)
rvals = Array{Cint}(undef, nrows)
# obtain situation of columns
lb = get_dblattrarray(model, "LB", 1, ncols)
ub = get_dblattrarray(model, "UB", 1, ncols)
for i in 1:ncols
if isapprox(x[i],lb[i])
cvals[i] = basicmap_rev[:NonbasicAtLower]
elseif isapprox(x[i],ub[i])
cvals[i] = basicmap_rev[:NonbasicAtUpper]
else
cvals[i] = basicmap_rev[:Basic]
end
end
# obtain situation of rows where: y = Ax
A = get_constrmatrix(model) #A is sparse
y = A*x
senses = get_charattrarray(model, "Sense", 1, nrows)
rhs = get_dblattrarray(model, "RHS", 1, nrows)
for j in 1:nrows
if senses[j] == '=' && isapprox(y[j], rhs[j])
rvals[j] = basicmap_rev[:Nonbasic]#AtLower
elseif senses[j] == '>' && isapprox(y[j], rhs[j])
rvals[j] = basicmap_rev[:Nonbasic]#AtLower
elseif senses[j] == '<' && isapprox(y[j], rhs[j])
rvals[j] = basicmap_rev[:Nonbasic]#AtUpper
else
rvals[j] = basicmap_rev[:Basic]
end
end
loadbasis(model, rvals, cvals)
return nothing
end
function loadbasis(model::Model, rval::Vector{Symbol}, cval::Vector{Symbol})
nrval = map(x->conmap[x], rval)
ncval = map(x->varmap[x], cval)
loadbasis(model, nrval, ncval)
return nothing
end
function loadbasis(model::Model, rval::Vector{Cint}, cval::Vector{Cint})
ncols = num_vars(model)
nrows = num_constrs(model)
set_intattrarray!(model, "VBasis", 1, num_vars(model), cval)
set_intattrarray!(model, "CBasis", 1, num_constrs(model), rval) # r = row; c = constr
return nothing
end