esolver.c 10.9 KB
Newer Older
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391
/* ========================================================================= */
/* ESolver "Exact Mixed Integer Linear Solver" provides some basic structures 
 * and algorithms commons in solving MIP's
 *
 * Copyright (C) 2008 David Applegate, Bill Cook, Sanjeeb Dash, Daniel Espinoza.
 * 
 * This library is free software; you can redistribute it and/or modify it
 * under the terms of the GNU Lesser General Public License as published by the
 * Free Software Foundation; either version 2.1 of the License, or (at your
 * option) any later version.
 *
 * This library 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 Lesser General Public 
 * License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public License
 * along with this library; if not, write to the Free Software Foundation,
 * Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301  USA 
 * */
/* ========================================================================= */
#ifdef HAVE_CONFIG_H
# include "config.h"
#endif

#include <stdlib.h>
#include <signal.h>
#include <limits.h>
#include <sys/time.h>
#include <sys/resource.h>

#include "QSopt_ex.h"

#include "except.h"
#include "logging-private.h"
#include "qs_config.h"

/* ========================================================================= */
/** @name static parameters for the main program */
/*@{*/
static char *fname = 0;
static int lpfile = 0;
static int usescaling = 1;
static int showversion = 0;
static int simplexalgo = PRIMAL_SIMPLEX;
static int pstrategy = QS_PRICE_PSTEEP;
static int dstrategy = QS_PRICE_DSTEEP;
static unsigned precision = 128;
static int printsol = 0;
static char *solname = 0;
static char *readbasis = 0;
static char *writebasis = 0;
/** @brief maximum running time */
static double max_rtime = INT_MAX;
/** @brief maximum memory usage */
static unsigned long memlimit = UINT_MAX;
/*@}*/
/* ========================================================================= */
/** @brief Display options to the screen */
static void usage (char *s)
{
	fprintf (stderr, "Usage: %s [- below -] prob_file\n", s);
	fprintf (stderr, "   -b f  write basis to file f\n");
	fprintf (stderr, "   -B f  read initial basis from file f\n");
#if 0
	fprintf (stderr, "   -I    solve the MIP using BestBound\n");
	fprintf (stderr, "   -E    edit problem after solving initial version\n");
#endif
	fprintf (stderr, "   -L    input file is in lp format (default: mps)\n");
	fprintf (stderr, "   -O    write the final solution to the given file\n");
	fprintf (stderr, "         append .gz/.bz2 to the .sol extension to compress the file\n");
	fprintf (stderr, "   -p #  run primal simplex with pricing rule #\n");
	fprintf (stderr,
					 "         (%d-Dantzig, %d-Devex, %d-Steep (default), %d-Partial\n",
					 QS_PRICE_PDANTZIG, QS_PRICE_PDEVEX, QS_PRICE_PSTEEP,
					 QS_PRICE_PMULTPARTIAL);
	fprintf (stderr,
					 "   -P #  number of bits to use for the float representation (default: 128)\n");
	fprintf (stderr, "   -d #  run dual simplex with pricing rule #\n");
	fprintf (stderr, "         (%d-Dantzig, %d-Steep, %d-Partial, %d-Devex)\n",
					 QS_PRICE_DDANTZIG, QS_PRICE_DSTEEP, QS_PRICE_DMULTPARTIAL,
					 QS_PRICE_DDEVEX);
	fprintf (stderr, "   -S    do NOT scale the initial LP\n");
	fprintf (stderr, "   -v    print QSopt version number\n");
	fprintf (stderr, "   -R n  maximum running time allowed, default %lf\n",
						max_rtime);
	fprintf (stderr, "   -m n  maximum memory usage allowed, default %lu\n", 
						memlimit);
}

/* ========================================================================= */
/** @brief decide if a given file is mps or lp (only by extension) */
static void get_ftype (char const *const name,
											 int *ftype)
{
	char buff[4096],*argv[128];
	int argc;
	*ftype = 0; /* by default, file is MPS */
	snprintf(buff,4096,"%s",name);
	EGioNParse(buff,128,"."," ",&argc,argv);
	argc-=1;
	if(argc)
	{
		if(strncmp(argv[argc],"gz",3)==0) argc-=1;
		else if(strncmp(argv[argc],"GZ",3)==0) argc-=1;
		else if(strncmp(argv[argc],"bz2",4)==0) argc-=1;
		else if(strncmp(argv[argc],"BZ2",4)==0) argc-=1;
	}
	if(argc)
	{
		if(strncmp(argv[argc],"lp",3)==0) *ftype=1;
		else if(strncmp(argv[argc],"LP",3)==0) *ftype=1;
	}
}
/* ========================================================================= */
/** @brief signal handler for time-limit reached */
static void sighandler(int s)
{
	switch(s)
	{
		case SIGXCPU:
			fprintf(stderr,"TIME_LIMIT_REACHED (ending now)\n");
			exit(EXIT_FAILURE);
		default:
			fprintf(stderr,"Unknown signal %d (ending now)\n",s);
			exit(EXIT_FAILURE);
	}
}
/* ========================================================================= */
/** @brief function to handle resource usage limits */
static int mem_limits(void)
{
	int rval = 0;
	struct rlimit mlim;
	rval = getrlimit(RLIMIT_CPU,&mlim);
	CHECKRVAL(rval);
	fprintf(stderr, "Cur rtime limit %ld, trying to set to %lg\n", mlim.rlim_cur, max_rtime);
	if(max_rtime > mlim.rlim_max) max_rtime = (double)mlim.rlim_max;
	mlim.rlim_cur = (rlim_t)max_rtime;
	rval = setrlimit(RLIMIT_CPU,&mlim);
	TESTERRNOIF(rval);
	fprintf(stderr, "New rtime limit %ld (%.3lg)\n", mlim.rlim_cur, max_rtime);
	rval = getrlimit(RLIMIT_DATA,&mlim);
	TESTERRNOIF(rval);
	fprintf(stderr, "Cur data limit %ld,%ld (soft,hard)\n", mlim.rlim_cur, 
					mlim.rlim_max);
	mlim.rlim_cur = memlimit;				
	rval = setrlimit(RLIMIT_DATA,&mlim);				
	TESTERRNOIF(rval);
	rval = getrlimit(RLIMIT_DATA,&mlim);
	TESTERRNOIF(rval);
	fprintf(stderr, "New data limit %ld,%ld (soft,hard)\n", mlim.rlim_cur, 
					mlim.rlim_max);
	rval = getrlimit(RLIMIT_AS,&mlim);
	TESTERRNOIF(rval);
	fprintf(stderr, "Cur address space limit %ld,%ld (soft,hard)\n", 
					mlim.rlim_cur, mlim.rlim_max);
	mlim.rlim_cur = memlimit;	
	rval = setrlimit(RLIMIT_AS,&mlim);				
	TESTERRNOIF(rval);
	rval = getrlimit(RLIMIT_AS,&mlim);
	TESTERRNOIF(rval);
	fprintf(stderr, "New address space limit %ld,%ld (soft,hard)\n", 
					mlim.rlim_cur, mlim.rlim_max);
	mlim.rlim_cur = 0;
	rval = setrlimit(RLIMIT_CORE,&mlim);				
	TESTERRNOIF(rval);
	rval = getrlimit(RLIMIT_CORE,&mlim);
	TESTERRNOIF(rval);
	fprintf(stderr, "New core dump space limit %ld,%ld (soft,hard)\n", 
					mlim.rlim_cur, mlim.rlim_max);
	/* set signal handler for SIGXCPU */
	signal(SIGXCPU,sighandler);
	return rval;
}
/* ========================================================================= */
/** @brief parssing options for the program */
static int parseargs (int ac,
											char **av)
{
	int c;
	int boptind = 1;
	char *boptarg = 0;

	while ((c =
					ILLutil_bix_getopt (ac, av, "b:B:d:EILm:O:p:P:R:Sv", &boptind,
															&boptarg)) != EOF)
		switch (c)
		{
		case 'm':
			memlimit = strtoul(boptarg,0,10);
			break;
		case 'R':
			max_rtime = strtod(boptarg,0);
			break;
		case 'b':
			writebasis = boptarg;
			break;
		case 'B':
			readbasis = boptarg;
			break;
		case 'P':
			precision = atoi (boptarg);
			break;
		case 'd':
			simplexalgo = DUAL_SIMPLEX;
			dstrategy = atoi (boptarg);
			break;
		case 'L':
			lpfile = 1;
			break;
		case 'O':
			printsol = 1;
			solname = strdup(boptarg);
			break;
		case 'p':
			simplexalgo = PRIMAL_SIMPLEX;
			pstrategy = atoi (boptarg);
			break;
		case 'S':
			usescaling = 0;
			break;
		case 'v':
			showversion = 1;
			break;
		case '?':
		default:
			usage (av[0]);
			return 1;
		}
	if ((boptind == ac) && (showversion))
	{
		char *buf = 0;
		buf = mpq_QSversion ();
		printf ("%s\n", buf);
		mpq_QSfree ((void *) buf);
		exit(0);
	}
	if (boptind != (ac - 1))
	{
		usage (av[0]);
		return 1;
	}

	fname = av[boptind++];
	fprintf (stderr, "Reading problem from %s\n", fname);
	mem_limits();
	return 0;
}

/* ========================================================================= */
/** @brief the main thing! */
/* ========================================================================= */
int main (int ac,
					char **av)
{
	int rval = 0,
	  status = 0;
	mpq_QSdata *p_mpq = 0;
	QSbasis *basis = 0;
	ILLutil_timer timer_solve;
	ILLutil_timer timer_read;
	int ftype = 0;								/* 0 mps, 1 lp */
	mpq_t *y_mpq = 0,
	 *x_mpq = 0;
	QSopt_ex_version();
	QSexactStart();
	/* parse arguments and initialize EGlpNum related things */
	rval = parseargs (ac, av);
	QSexact_set_precision (precision);
	if (rval)
		goto CLEANUP;
	if (writebasis)
	{
		basis = EGsMalloc (QSbasis, 1);
		memset (basis, 0, sizeof (QSbasis));
	}

	/* just for the bell's and wistle */
	if (showversion)
	{
		char *buf = 0;
		buf = mpq_QSversion ();
		if (buf == 0)
		{
			ILL_CLEANUP;
		}
		else
		{
			printf ("%s\n", buf);
			mpq_QSfree ((void *) buf);
		}
	}

	/* get the file type */
	if (lpfile)
		ftype = 1;
	else
		get_ftype (fname, &ftype);

	/* read the mpq problem */
	ILLutil_init_timer (&timer_read, "SOLVER_READ_MPQ");
	ILLutil_start_timer (&timer_read);
	if (ftype == 1)
	{
		p_mpq = mpq_QSread_prob ((const char *) fname, "LP");
		if (p_mpq == 0)
		{
			fprintf (stderr, "Could not read lp file.\n");
			rval = 1;
			ILL_CLEANUP_IF (rval);
		}
	}
	else
	{
		p_mpq = mpq_QSread_prob ((const char *) fname, "MPS");
		if (p_mpq == 0)
		{
			fprintf (stderr, "Could not read mps file.\n");
			rval = 1;
			ILL_CLEANUP_IF (rval);
		}
	}

	/* and get the basis if needed */
	if (readbasis)
	{
		rval = mpq_QSread_and_load_basis (p_mpq, (const char *) readbasis);
		ILL_CLEANUP_IF (rval);
		if (basis)
			mpq_QSfree_basis (basis);
		basis = mpq_QSget_basis (p_mpq);
	}
	ILLutil_stop_timer (&timer_read, 1);
	/* set the readed flags */
	rval = mpq_QSset_param (p_mpq, QS_PARAM_SIMPLEX_DISPLAY, 1)
		|| mpq_QSset_param (p_mpq, QS_PARAM_PRIMAL_PRICING, pstrategy)
		|| mpq_QSset_param (p_mpq, QS_PARAM_DUAL_PRICING, dstrategy)
		|| mpq_QSset_param (p_mpq, QS_PARAM_SIMPLEX_SCALING, usescaling);
	ILL_CLEANUP_IF (rval);
	if (printsol)
	{
		x_mpq = mpq_EGlpNumAllocArray (p_mpq->qslp->ncols);
		y_mpq = mpq_EGlpNumAllocArray (p_mpq->qslp->nrows);
	}
	ILLutil_init_timer (&timer_solve, "SOLVER");
	ILLutil_start_timer (&timer_solve);
	rval = QSexact_solver (p_mpq, x_mpq, y_mpq, basis, simplexalgo, &status);
	ILL_CLEANUP_IF (rval);
	ILLutil_stop_timer (&timer_solve, 1);
	if (printsol)
	{
		char out_f_name[1024];
		EGioFile_t *out_f;
		sprintf (out_f_name, "%s", solname);
		out_f = EGioOpen (out_f_name, "w");
		switch (status)
		{
		case QS_LP_OPTIMAL:
			EGioPrintf (out_f, "status = OPTIMAL\n");
			rval = QSexact_print_sol (p_mpq, out_f);
			CHECKRVALG(rval,CLEANUP);
			break;
		case QS_LP_INFEASIBLE:
			EGioPrintf (out_f, "status = INFEASIBLE\n");
			break;
		case QS_LP_UNBOUNDED:
			EGioPrintf (out_f, "status = UNBOUNDED\n");
			break;
		default:
			EGioPrintf (out_f, "status = UNDEFINED\n");
			break;
		}
		EGioClose (out_f);
	}
	/* ending */
CLEANUP:
	EGfree(solname);
	mpq_EGlpNumFreeArray (x_mpq);
	mpq_EGlpNumFreeArray (y_mpq);
	/* free the last allocated basis, and if we wanted to save it, do so */
	if (basis)
	{
		if (writebasis)
			rval = mpq_QSwrite_basis (p_mpq, 0, writebasis);
	}
	mpq_QSfree_basis (basis);
	mpq_QSfree_prob (p_mpq);
	QSexactClear();
	return rval;									/* main return */
}