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merge_mps_functions.cpp
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merge_mps_functions.cpp
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#include "merge_mps_functions.h"
/*void declare_solver(SolverAbstract::Ptr& solv, BendersOptions& options) {
if (options.SOLVER == "") {
std::cout << "SOLVER NON RECONU" << std::endl;
std::exit(0);
}
#ifdef CPLEX
else if (options.SOLVER == "CPLEX") {
solv = std::make_shared< SolverCPLEX>();
}
#endif
#ifdef XPRESS
else if (options.SOLVER == "XPRESS") {
solv = std::make_shared< SolverXPRESS>();
}
#endif
else {
std::cout << "SOLVER NON RECONU" << std::endl;
std::exit(0);
}
}
*/
WorkerMerge::WorkerMerge(BendersOptions const& options)
{
// Initialisation du solver adapte
declare_solver(options.SOLVER);
// Affichage du solver
add_stream(std::cout);
_solver->set_output_log_level(options.XPRESS_TRACE);
_ncols = 0;
_nslaves = 0;
}
WorkerMerge::WorkerMerge(BendersOptions const& options, CouplingMap const& input, std::string const& name)
{
// Initialisation du solver adapte
declare_solver(options.SOLVER);
// Affichage du solver
add_stream(std::cout);
_solver->set_output_log_level(1);
// Charger le probleme vide
_solver->load_lp(name.c_str(), 0, 0, NULL, NULL, NULL, NULL, NULL, NULL, NULL, NULL, NULL, NULL);
_ncols = 0;
_nslaves = input.size() - 1;
for (auto const& kvp : input) {
_decalage[kvp.first] = 0;
}
}
WorkerMerge::~WorkerMerge()
{
}
void WorkerMerge::free()
{
_solver->free();
}
void WorkerMerge::read(std::string const& problem_name)
{
_solver->init(problem_name.c_str());
}
void WorkerMerge::write_prob(std::string const& name, std::string const& flags)
{
_solver->write_prob(name.c_str(), flags.c_str());
}
void WorkerMerge::fill_mps_id(std::pair<std::string, Str2Int> first_stage_var)
{
for (auto const& x : first_stage_var.second) {
_x_mps_id[x.first][first_stage_var.first] = x.second;
}
}
void WorkerMerge::get_obj(DblVector& obj, int first, int last)
{
_solver->get_obj(obj.data(), first, last);
}
void WorkerMerge::chg_obj(BendersOptions const& options, double weight)
{
int mps_ncols = get_ncols();
DblVector obj(mps_ncols, 0);
IntVector sequence(mps_ncols);
for (int i(0); i < mps_ncols; ++i) {
sequence[i] = i;
}
get_obj(obj, 0, mps_ncols - 1);
for (auto& c : obj) {
c *= weight;
}
_solver->chg_obj(mps_ncols, sequence.data(), obj.data());
}
void WorkerMerge::set_decalage(std::string const& prb)
{
_decalage[prb] = get_ncols();
}
void WorkerMerge::add_coupling_constraints()
{
IntVector mstart;
IntVector cindex;
DblVector values;
int nrows(0);
int neles(0);
size_t neles_reserve(0);
size_t nrows_reserve(0);
for (auto const& kvp : _x_mps_id) {
neles_reserve += kvp.second.size() * (kvp.second.size() - 1);
nrows_reserve += kvp.second.size() * (kvp.second.size() - 1) / 2;
}
std::cout << "About to add " << nrows_reserve << " coupling constraints" << std::endl;
values.reserve(neles_reserve);
cindex.reserve(neles_reserve);
mstart.reserve(nrows_reserve + 1);
// adding coupling constraints
for (auto const& kvp : _x_mps_id) {
std::string const name(kvp.first);
std::cout << name << std::endl;
bool is_first(true);
int id1(-1);
std::string first_mps;
for (auto const& mps : kvp.second) {
if (is_first) {
is_first = false;
first_mps = mps.first;
id1 = mps.second + _decalage.find(first_mps)->second;
}
else {
int id2 = mps.second + _decalage.find(mps.first)->second;
mstart.push_back(neles);
cindex.push_back(id1);
values.push_back(1);
neles += 1;
cindex.push_back(id2);
values.push_back(-1);
neles += 1;
nrows += 1;
}
}
}
DblVector rhs(nrows, 0);
CharVector sense(nrows, 'E');
_solver->add_rows(nrows, neles, sense.data(), rhs.data(), NULL, mstart.data(), cindex.data(), values.data());
}
int WorkerMerge::get_ncols()
{
return _solver->get_ncols();
}
void WorkerMerge::set_threads(int n_threads)
{
_solver->set_threads(n_threads);
}