void glp_init_smcp(glp_smcp parm)
{
parm.msg_lev = glp_smcp.GLP_MSG_ALL;
parm.meth = glp_smcp.GLP_PRIMAL;
parm.pricing = glp_smcp.GLP_PT_PSE;
parm.r_test = glp_smcp.GLP_RT_HAR;
parm.tol_bnd = 1e-7;
parm.tol_dj = 1e-7;
parm.tol_piv = 1e-10;
parm.obj_ll = Double.MinValue;
parm.obj_ul = Double.MaxValue;
parm.it_lim = Int32.MaxValue;
parm.tm_lim = Int32.MaxValue;
parm.out_frq = 500;
parm.out_dly = 0;
parm.presolve = glp_smcp.GLP_OFF;
return;
}
public bool solveProb()
{
int num_int = glp_get_num_int(lp);
int num_bin = glp_get_num_bin(lp);
Console.WriteLine("num_int : " + num_int.ToString());
Console.WriteLine("num_bin : " + num_bin.ToString());
//glp_term_out(GLP_OFF);
/*
*
* ae_max | largest absolute error;
* ae_ind | number of row (KKT.PE), column (KKT.DE), or variable (KKT.PB, KKT.DB) with
* the largest absolute error;
* re_max | largest relative error;
* re_ind | number of row (KKT.PE), column (KKT.DE), or variable (KKT.PB, KKT.DB) with
* the largest relative error
*
*/
glp_smcp parm = new glp_smcp();
glp_init_smcp(parm);
parm.meth = glp_smcp.GLP_DUALP;
//parm.presolve = GLP_ON;
parm.tm_lim = (int)Program.MAXTIME_SIMPLEX;//time limit of simplex
parm.it_lim = 300000;
//glp_unscale_prob(lp);
glp_scale_prob(lp, GLP_SF_AUTO);
// glp_mem_limit(1);//Program.MAXMEMORY_MB);
TimeSpan start = new TimeSpan(DateTime.Now.Ticks);
simplexReturn = glp_simplex(lp, parm);//glp_interior(lp, null);
TimeSpan SimplexEnd = new TimeSpan(DateTime.Now.Ticks);
TimeSpan usingtimeSimplex = SimplexEnd.Subtract(start).Duration();
SimplextimeUse = (int)usingtimeSimplex.TotalMilliseconds;
#region comment : simplex return valeur
/*
* 0 The problem instance has been successfully solved. (This code does not necessarily
* mean that the solver has found optimal solution. It only means that the solution process was successful.)
* GLP_EBOUND Unable to start the search, because some double-bounded variables have incorrect
* bounds or some integer variables have non-integer (fractional) bounds.
* GLP_EROOT Unable to start the search, because optimal basis for initial LP relaxation is not
* provided. (This code may appear only if the presolver is disabled.)
* GLP_ENOPFS Unable to start the search, because LP relaxation of the MIP problem instance has no primal feasible solution.
* (This code may appear only if the presolver is enabled.)
* GLP_ENODFS Unable to start the search, because LP relaxation of the MIP problem instance has
* no dual feasible solution. In other word, this code means that if the LP relaxation
* has at least one primal feasible solution, its optimal solution is unbounded, so if the MIP problem
* has at least one integer feasible solution, its (integer) optimal solution is also unbounded.
* (This code may appear only if the presolver is enabled.)
* GLP_EFAIL The search was prematurely terminated due to the solver failure.
* GLP_EMIPGAP The search was prematurely terminated, because the relative mip gap tolerance has been reached.
* GLP_ETMLIM The search was prematurely terminated, because the time limit has been exceeded.
* GLP_ESTOP The search was prematurely terminated by application. (This code may appear only if the advanced solver interface is used.)
*
* */
/*** statusSimplex :
* GLP_UNDEF | primal solution is undefined;
* GLP_FEAS | primal solution is feasible;
* GLP_INFEAS | primal solution is infeasible;
* GLP_NOFEAS | no primal feasible solution exists.
*
*/
#endregion
int statusSimplex = glp_get_prim_stat(lp);
switch (simplexReturn)
{
case 0:
if (statusSimplex == GLP_FEAS)
{
simplexOK = true;
//Console.Out.WriteLine("simplex : solution réalisable");
try
{
mipSolve();
}
catch (Exception)
{
Console.Out.WriteLine("memoire dépassée de MIP");
//Transaction.Current.Rollback();
}
}
else
{
simplexOK = false;
//Console.Out.WriteLine("Simplex ne peut pas obtenir une solution réalisable");
}
break;
case GLP_ETMLIM:
this.simplexTimeOverflow = true;
//Console.Out.WriteLine("simplex : temps limit dépassée");
if (statusSimplex == GLP_FEAS)
{
simplexOK = true;
//Console.Out.WriteLine("simplex : solution réalisable");
try
{
mipSolve();
}
catch (Exception)
{
Console.Out.WriteLine("bloc CATCH : memoire dépassée de MIP");
//Transaction.Current.Rollback();
}
}
else
{
simplexOK = false;
glp_mem_usage(null, null, ref memUse, null);
//Console.Out.WriteLine("simplex : pas de solution réalisable");
}
break;
default:
{
simplexOK = false;
glp_mem_usage(null, null, ref memUse, null);
//Console.Out.WriteLine("simplex failure");
break;
}
}
TimeSpan end = new TimeSpan(DateTime.Now.Ticks);
TimeSpan usingtime = end.Subtract(start).Duration();
//executeTime = usingtime.ToString();
this.timeUse = usingtime.TotalMilliseconds;
return(true);
}
static extern int glp_simplex(double *P, glp_smcp parm);
