/**
* Creates mixed integer problem.
*/
private void build_mip()
{
int i, j, row;
SWIGTYPE_p_int ind = GLPK.new_intArray(1 + 2);
SWIGTYPE_p_double val = GLPK.new_doubleArray(1 + 2);
String name;
prob = GLPK.glp_create_prob();
GLPK.glp_set_obj_dir(prob, GLPK.GLP_MAX);
/* create binary variables */
x = new int[1 + n, 1 + n];
for (i = 1; i <= n; i++)
{
for (j = 1; j <= n; j++)
{
if (i == j)
{
x [i, j] = 0;
}
else
{
x [i, j] = GLPK.glp_add_cols(prob, 1);
name = "x[" + i + "," + j + "]";
GLPK.glp_set_col_name(prob, x [i, j], name);
GLPK.glp_set_col_kind(prob, x [i, j], GLPK.GLP_BV);
/* objective coefficient */
GLPK.glp_set_obj_coef(prob, x [i, j], w [i, j]);
}
}
}
/* create irreflexivity constraints (2) */
for (i = 1; i <= n; i++)
{
for (j = i + 1; j <= n; j++)
{
row = GLPK.glp_add_rows(prob, 1);
GLPK.glp_set_row_bnds(prob, row, GLPK.GLP_FX, 1, 1);
GLPK.intArray_setitem(ind, 1, x [i, j]);
GLPK.doubleArray_setitem(val, 1, 1.0);
GLPK.intArray_setitem(ind, 2, x [j, i]);
GLPK.doubleArray_setitem(val, 2, 1.0);
GLPK.glp_set_mat_row(prob, row, 2, ind, val);
}
}
GLPK.delete_intArray(ind);
GLPK.delete_doubleArray(val);
}
// 制約式の係数
public void LoadMatrix(int size, int[] ia, int[] ja, double[] ar)
{
// 係数を問題に代入する
var ia_ = GLPK.new_intArray(size + 1);
var ja_ = GLPK.new_intArray(size + 1);
var ar_ = GLPK.new_doubleArray(size + 1);
for (int i = 0; i < size; ++i)
{
GLPK.intArray_setitem(ia_, i + 1, ia[i] + 1);
GLPK.intArray_setitem(ja_, i + 1, ja[i] + 1);
GLPK.doubleArray_setitem(ar_, i + 1, ar[i]);
}
GLPK.glp_load_matrix(problem, size, ia_, ja_, ar_);
GLPK.delete_intArray(ia_);
GLPK.delete_intArray(ja_);
GLPK.delete_doubleArray(ar_);
}
/// <summary>
/// Construction du problème relaxé avec seulement les contraintes (1) et (2), pour le solveur
/// </summary>
private void buildProblem()
{
if (sol.varsIdList.Count < 2)
{
int n = data.nodeList.Count;
SWIGTYPE_p_int ind = GLPK.new_intArray(n - 1 + 1);
SWIGTYPE_p_double val = GLPK.new_doubleArray(n - 1 + 1);
problem = GLPK.glp_create_prob(); //On créé le problème
GLPK.glp_set_obj_dir(problem, GLPK.GLP_MIN); //Minimisation
arc = new int[n, n];
//Construit les variables
buildVarsLow();
//Contraintes (1)
buildConstraint1Low(ind, val, out ind, out val);
//Contraintes (2)
buildConstraint2Low(ind, val, out ind, out val);
GLPK.delete_intArray(ind);
GLPK.delete_doubleArray(val);
}
else
{
//Sinon on peut prendre en compte les variables entrantes et sortantes
//On répète la même opération
enterId = sol.varsIdList[sol.varsIdList.Count - 1];
outId = sol.varsIdList[0];
int n = data.nodeList.Count - sol.varsIdList.Count + 2;
SWIGTYPE_p_int ind = GLPK.new_intArray(n - 2 + 1);
SWIGTYPE_p_double val = GLPK.new_doubleArray(n - 2 + 1);
problem = GLPK.glp_create_prob();
GLPK.glp_set_obj_dir(problem, GLPK.GLP_MIN);
arc = new int[n, n];
//Construit les variables
buildVarsHigh(enterId, outId);
//Contraintes (1)
buildConstraint1High(ind, val, out ind, out val);
//Contraintes (2)
buildConstraint2High(ind, val, out ind, out val);
GLPK.delete_intArray(ind);
GLPK.delete_doubleArray(val);
}
}
public Dictionary <int, double> this[int index] {
get {
var matrix = new Dictionary <int, double>();
// まずは変数に読み込む
var length = GLPK.glp_get_mat_row(mip.problem, index + 1, null, null);
var key = GLPK.new_intArray(length + 1);
var value = GLPK.new_doubleArray(length + 1);
GLPK.glp_get_mat_row(mip.problem, index + 1, key, value);
// 次にDictionaryにコピーする
for (int i = 1; i <= length; ++i)
{
matrix.Add(
GLPK.intArray_getitem(key, i) - 1,
GLPK.doubleArray_getitem(value, i)
);
}
// 最後に後片付けする
GLPK.delete_intArray(key);
GLPK.delete_doubleArray(value);
return(matrix);
}
}
/**
* Generates violated transitivity constraints and adds them to the current
* subproblem. As suggested by Juenger et al., only only arc-disjoint
* violated constraints are considered.
*
* @return number of generated constraints
*/
private int generate_rows()
{
int i, j, k, cnt, row;
int[,] u;
SWIGTYPE_p_int ind = GLPK.new_intArray(1 + 3);
SWIGTYPE_p_double val = GLPK.new_doubleArray(1 + 3);
double r;
/* u[i,j] = 1, if arc (i->j) is covered by some constraint */
u = new int[1 + n, 1 + n];
cnt = 0;
for (i = 1; i <= n; i++)
{
for (j = 1; j <= n; j++)
{
for (k = 1; k <= n; k++)
{
if (i == j)
{
}
else if (i == k)
{
}
else if (j == k)
{
}
else if (u [i, j] != 0 || u [j, i] != 0)
{
}
else if (u [i, k] != 0 || u [k, i] != 0)
{
}
else if (u [j, k] != 0 || u [k, j] != 0)
{
}
else
{
/* check if x[i,j] + x[j,k] + x[k,i] <= 2 */
r = GLPK.glp_get_col_prim(prob, x [i, j])
+ GLPK.glp_get_col_prim(prob, x [j, k])
+ GLPK.glp_get_col_prim(prob, x [k, i]);
/* should note that it is not necessary to add to the
* current subproblem every violated constraint (3), for
* which r > 2; if r < 3, we can stop adding violated
* constraints, because for integer feasible solution
* the value of r is integer, so r < 3 is equivalent to
* r <= 2; on the other hand, adding violated
* constraints leads to tightening the feasible region
* of LP relaxation and, thus, may reduce the size of
* the search tree */
if (r > 2.15)
{
/* generate violated transitivity constraint */
row = GLPK.glp_add_rows(prob, 1);
GLPK.glp_set_row_bnds(prob, row,
GLPK.GLP_UP, 0, 2);
GLPK.intArray_setitem(ind, 1, x [i, j]);
GLPK.doubleArray_setitem(val, 1, 1);
GLPK.intArray_setitem(ind, 2, x [j, k]);
GLPK.doubleArray_setitem(val, 2, 1);
GLPK.intArray_setitem(ind, 3, x [k, i]);
GLPK.doubleArray_setitem(val, 3, 1);
GLPK.glp_set_mat_row(prob, row, 3, ind, val);
u [i, j] = u [j, i] = 1;
u [i, k] = u [k, i] = 1;
u [j, k] = u [k, j] = 1;
cnt++;
}
}
}
}
}
GLPK.delete_intArray(ind);
GLPK.delete_doubleArray(val);
Console.WriteLine(cnt + " violated constraints were generated");
return(cnt);
}
/// <summary>
/// Construction du problème relaxé avec seulement les contraintes (1) et (2), pour le solveur
/// </summary>
private void buildProblem()
{
int i, j, row;
int n = data.nodeList.Count; //Nombre de noeuds du problème
SWIGTYPE_p_int ind = GLPK.new_intArray(n - 1 + 1);
SWIGTYPE_p_double val = GLPK.new_doubleArray(n - 1 + 1);
String name;
problem = GLPK.glp_create_prob(); //On créé le problème
GLPK.glp_set_obj_dir(problem, GLPK.GLP_MIN); //Minimisation
arc = new int[n, n]; //On initialise le tableau des variables
//On construit les variables
for (i = 0; i < n; i++)
{
for (j = 0; j < n; j++)
{
//On ne prend pas en compte l'arc de i vers i
if (i == j)
{
arc[i, j] = 0;
}
else
{
arc[i, j] = GLPK.glp_add_cols(problem, 1); //On enregistre la variable
name = i + "," + j;
//On créé la colonne du simplexe
GLPK.glp_set_col_name(problem, arc[i, j], name); //Nom
GLPK.glp_set_col_kind(problem, arc[i, j], GLPK.GLP_BV); //Valeur binaire
GLPK.glp_set_obj_coef(problem, arc[i, j], data.arcWeight[i, j]); //Coefficient
}
}
}
//Contraintes (1)
for (i = 0; i < n; i++)
{
row = GLPK.glp_add_rows(problem, 1); //On créé la ligne du simplexe
for (j = 0; j < n - 1; j++)
{
int j2 = j;
//Exclusion de l'arc i->i
if (j >= i)
{
j2++;
}
GLPK.glp_set_row_bnds(problem, row, GLPK.GLP_FX, 1, 1); //On affecte la contrainte d'égalité
GLPK.intArray_setitem(ind, j + 1, arc[i, j2]); //On considere la variable l'arc allant de i à j2
GLPK.doubleArray_setitem(val, j + 1, 1.0); //On lui associe la valeur 1 dans la matrice du simplexe
}
GLPK.glp_set_mat_row(problem, row, n - 1, ind, val); //On ajoute la ligne au problème
}
//Contraintes (2)
for (i = 0; i < n; i++)
{
row = GLPK.glp_add_rows(problem, 1); //On créé la ligne du simplexe
for (j = 0; j < n - 1; j++)
{
int j2 = j;
//Exclusion de l'arc i->i
if (j >= i)
{
j2++;
}
GLPK.glp_set_row_bnds(problem, row, GLPK.GLP_FX, 1, 1); //On affecte la contrainte d'égalité
GLPK.intArray_setitem(ind, j + 1, arc[j2, i]); //On considere la variable l'arc allant de j2 à i
GLPK.doubleArray_setitem(val, j + 1, 1.0); //On lui associe la valeur 1 dans la matrice du simplexe
}
GLPK.glp_set_mat_row(problem, row, n - 1, ind, val); //On ajoute la ligne au problème
}
GLPK.delete_intArray(ind); //On supprime les pointeurs
GLPK.delete_doubleArray(val); //et les objets associés
}
/// <summary>
/// Génère les contraintes violées
/// </summary>
/// <returns></returns>
private int generate_rows()
{
int row;
int cnt = 0;
int n = data.nodeList.Count;
List <Route> subs = getSubroutes(false); //Calcule les sous routes
SWIGTYPE_p_int ind;
SWIGTYPE_p_double val;
if (subs.Count > 1)
{
OnPartialSolutionFound(new SolutionFoundEventArgs(subs)); //On retourne une solution partielle
foreach (Route sub in subs)
{
//Si la sous route a plus de deux noeuds
if (sub.nodesIndex.Count >= 2)
{
double constraintValue = 0;
for (int i = 0; i < sub.nodesIndex.Count - 1; i++)
{
constraintValue += GLPK.glp_get_col_prim(problem, arc[sub.nodesIndex[i], sub.nodesIndex[i + 1]]);
}
constraintValue += GLPK.glp_get_col_prim(problem, arc[sub.nodesIndex[sub.nodesIndex.Count - 1], sub.nodesIndex[0]]);
if (constraintValue > sub.nodesIndex.Count - 1)
{
cnt++;
ind = GLPK.new_intArray(sub.nodesIndex.Count + 1);
val = GLPK.new_doubleArray(sub.nodesIndex.Count + 1);
row = GLPK.glp_add_rows(problem, 1);
GLPK.glp_set_row_bnds(problem, row, GLPK.GLP_UP, 0, sub.nodesIndex.Count - 1);
for (int i = 0; i < sub.nodesIndex.Count - 1; i++)
{
GLPK.intArray_setitem(ind, i + 1, arc[sub.nodesIndex[i], sub.nodesIndex[i + 1]]);
GLPK.doubleArray_setitem(val, i + 1, 1);
}
GLPK.intArray_setitem(ind, sub.nodesIndex.Count - 1 + 1, arc[sub.nodesIndex[sub.nodesIndex.Count - 1], sub.nodesIndex[0]]);
GLPK.doubleArray_setitem(val, sub.nodesIndex.Count - 1 + 1, 1);
GLPK.glp_set_mat_row(problem, row, sub.nodesIndex.Count, ind, val);
GLPK.delete_intArray(ind);
GLPK.delete_doubleArray(val);
}
}
}
}
ind = GLPK.new_intArray(n - 1 + 1);
val = GLPK.new_doubleArray(n - 1 + 1);
for (int i = 0; i < n; i++)
{
double cVal = 0;
for (int j = 0; j < n - 1; j++)
{
int j2 = j;
if (j >= i)
{
j2++;
}
cVal += GLPK.glp_get_col_prim(problem, arc[i, j2]);
}
if (Math.Abs(cVal - 1) > Math.Pow(10, -5))
{
cnt++;
row = GLPK.glp_add_rows(problem, 1); //On créé la ligne du simplexe
for (int k = 0; k < n - 1; k++)
{
int k2 = k;
//Exclusion de l'arc i->i
if (k >= i)
{
k2++;
}
GLPK.glp_set_row_bnds(problem, row, GLPK.GLP_FX, 1, 1); //On affecte la contrainte d'égalité
GLPK.intArray_setitem(ind, k + 1, arc[i, k2]); //On considere la variable l'arc allant de i à j2
GLPK.doubleArray_setitem(val, k + 1, 1.0); //On lui associe la valeur 1 dans la matrice du simplexe
}
GLPK.glp_set_mat_row(problem, row, n - 1, ind, val); //On ajoute la ligne au problème
}
}
ind = GLPK.new_intArray(n - 1 + 1);
val = GLPK.new_doubleArray(n - 1 + 1);
for (int i = 0; i < n; i++)
{
double cVal = 0;
for (int j = 0; j < n - 1; j++)
{
int j2 = j;
if (j >= i)
{
j2++;
}
cVal += GLPK.glp_get_col_prim(problem, arc[j2, i]);
}
if (Math.Abs(cVal - 1) > Math.Pow(10, -5))
{
cnt++;
row = GLPK.glp_add_rows(problem, 1); //On créé la ligne du simplexe
for (int k = 0; k < n - 1; k++)
{
int k2 = k;
//Exclusion de l'arc i->i
if (k >= i)
{
k2++;
}
GLPK.glp_set_row_bnds(problem, row, GLPK.GLP_FX, 1, 1); //On affecte la contrainte d'égalité
GLPK.intArray_setitem(ind, k + 1, arc[k2, i]); //On considere la variable l'arc allant de i à j2
GLPK.doubleArray_setitem(val, k + 1, 1.0); //On lui associe la valeur 1 dans la matrice du simplexe
}
GLPK.glp_set_mat_row(problem, row, n - 1, ind, val); //On ajoute la ligne au problème
}
}
GLPK.delete_intArray(ind);
GLPK.delete_doubleArray(val);
logger.log(cnt + " violated constraints were generated", Message.Level.Normal);
Console.WriteLine(cnt + " violated constraints were generated");
return(cnt);
}
/**
* Build a model with one column
*
* @return error error occurred
*/
private bool run()
{
glp_prob lp;
glp_iocp iocp;
SWIGTYPE_p_int ind;
SWIGTYPE_p_double val;
bool ret = false;
try {
// Create problem
lp = GLPK.glp_create_prob();
Console.WriteLine("Problem created");
GLPK.glp_set_prob_name(lp, "myProblem");
// Define columns
GLPK.glp_add_cols(lp, 2);
GLPK.glp_set_col_name(lp, 1, "x1");
GLPK.glp_set_col_kind(lp, 1, GLPK.GLP_IV);
GLPK.glp_set_col_bnds(lp, 1, GLPK.GLP_LO, 0, 0);
GLPK.glp_set_col_name(lp, 2, "x2");
GLPK.glp_set_col_kind(lp, 2, GLPK.GLP_IV);
GLPK.glp_set_col_bnds(lp, 2, GLPK.GLP_LO, 0, 0);
// Create constraints
GLPK.glp_add_rows(lp, 2);
GLPK.glp_set_row_name(lp, 1, "c1");
GLPK.glp_set_row_bnds(lp, 1, GLPK.GLP_UP, 0, 40);
ind = GLPK.new_intArray(3);
GLPK.intArray_setitem(ind, 1, 1);
GLPK.intArray_setitem(ind, 2, 2);
val = GLPK.new_doubleArray(3);
GLPK.doubleArray_setitem(val, 1, 10);
GLPK.doubleArray_setitem(val, 2, 7);
GLPK.glp_set_mat_row(lp, 1, 2, ind, val);
GLPK.delete_intArray(ind);
GLPK.delete_doubleArray(val);
ind = GLPK.new_intArray(3);
GLPK.intArray_setitem(ind, 1, 1);
GLPK.intArray_setitem(ind, 2, 2);
val = GLPK.new_doubleArray(3);
GLPK.glp_set_row_name(lp, 2, "c2");
GLPK.glp_set_row_bnds(lp, 2, GLPK.GLP_UP, 0, 5);
GLPK.doubleArray_setitem(val, 1, 1);
GLPK.doubleArray_setitem(val, 2, 1);
GLPK.glp_set_mat_row(lp, 2, 2, ind, val);
GLPK.delete_intArray(ind);
GLPK.delete_doubleArray(val);
// Define objective
GLPK.glp_set_obj_name(lp, "obj");
GLPK.glp_set_obj_dir(lp, GLPK.GLP_MAX);
GLPK.glp_set_obj_coef(lp, 0, 0);
GLPK.glp_set_obj_coef(lp, 1, 17);
GLPK.glp_set_obj_coef(lp, 2, 12);
// solve model
iocp = new glp_iocp();
GLPK.glp_init_iocp(iocp);
iocp.presolve = GLPK.GLP_ON;
iocp.msg_lev = GLPK.GLP_MSG_OFF;
GLPK.glp_intopt(lp, iocp);
// free memory
GLPK.glp_delete_prob(lp);
} catch (GlpkException ex) {
Console.WriteLine(ex.Message);
ret = true;
}
return(ret);
}
private int generate_rows()
{
int row;
List <Route> subs = getSubroutes(false);
if (subs.Count <= 1)
{
return(0);
}
else
{
int n = nodeCount;
int cnt = 0;
SWIGTYPE_p_int ind = GLPK.new_intArray(n - 1 + 1);
SWIGTYPE_p_double val = GLPK.new_doubleArray(n - 1 + 1);
for (int i = 0; i < nodeCount; i++)
{
int arcCount = 0;
for (int j = 0; j < nodeCount - 1; j++)
{
int j2 = j;
if (j >= i)
{
j2++;
}
if (GLPK.glp_get_col_prim(problem, arc[i, j2]) == 1)
{
arcCount++;
}
}
if (arcCount != 1)
{
cnt++;
row = GLPK.glp_add_rows(problem, 1); //On créé la ligne du simplexe
for (int k = 0; k < n - 1; k++)
{
int k2 = k;
//Exclusion de l'arc i->i
if (k >= i)
{
k2++;
}
GLPK.glp_set_row_bnds(problem, row, GLPK.GLP_FX, 1, 1); //On affecte la contrainte d'égalité
GLPK.intArray_setitem(ind, k + 1, arc[i, k2]); //On considere la variable l'arc allant de i à j2
GLPK.doubleArray_setitem(val, k + 1, 1.0); //On lui associe la valeur 1 dans la matrice du simplexe
}
GLPK.glp_set_mat_row(problem, row, n - 1, ind, val); //On ajoute la ligne au problème
}
}
for (int i = 0; i < nodeCount; i++)
{
cnt++;
int arcCount = 0;
for (int j = 0; j < nodeCount - 1; j++)
{
int j2 = j;
if (j >= i)
{
j2++;
}
if (GLPK.glp_get_col_prim(problem, arc[j2, i]) == 1)
{
arcCount++;
}
}
if (arcCount != 1)
{
row = GLPK.glp_add_rows(problem, 1); //On créé la ligne du simplexe
for (int k = 0; k < n - 1; k++)
{
int k2 = k;
//Exclusion de l'arc i->i
if (k >= i)
{
k2++;
}
GLPK.glp_set_row_bnds(problem, row, GLPK.GLP_FX, 1, 1); //On affecte la contrainte d'égalité
GLPK.intArray_setitem(ind, k + 1, arc[k2, i]); //On considere la variable l'arc allant de i à j2
GLPK.doubleArray_setitem(val, k + 1, 1.0); //On lui associe la valeur 1 dans la matrice du simplexe
}
GLPK.glp_set_mat_row(problem, row, n - 1, ind, val); //On ajoute la ligne au problème
}
}
GLPK.delete_intArray(ind);
GLPK.delete_doubleArray(val);
//logger.log(cnt + " violated constraints were generated", Message.Level.Normal);
//Console.WriteLine(cnt + " violated constraints were generated");
return(cnt);
}
}
static void Main(string[] args)
{
glp_prob lp;
glp_smcp parm;
SWIGTYPE_p_int ind;
SWIGTYPE_p_double val;
int ret;
try {
lp = GLPK.glp_create_prob();
Console.WriteLine("Problem created");
// Define columns
GLPK.glp_add_cols(lp, 3);
GLPK.glp_set_col_name(lp, 1, "x1");
GLPK.glp_set_col_kind(lp, 1, GLPK.GLP_CV);
GLPK.glp_set_col_bnds(lp, 1, GLPK.GLP_DB, 0, .5);
GLPK.glp_set_col_name(lp, 2, "x2");
GLPK.glp_set_col_kind(lp, 2, GLPK.GLP_CV);
GLPK.glp_set_col_bnds(lp, 2, GLPK.GLP_DB, 0, .5);
GLPK.glp_set_col_name(lp, 3, "x3");
GLPK.glp_set_col_kind(lp, 3, GLPK.GLP_CV);
GLPK.glp_set_col_bnds(lp, 3, GLPK.GLP_DB, 0, .5);
// Create constraints
// Allocate memory
ind = GLPK.new_intArray(3);
val = GLPK.new_doubleArray(3);
// Create rows
GLPK.glp_add_rows(lp, 2);
// Set row details
GLPK.glp_set_row_name(lp, 1, "c1");
GLPK.glp_set_row_bnds(lp, 1, GLPK.GLP_DB, 0, 0.2);
GLPK.intArray_setitem(ind, 1, 1);
GLPK.intArray_setitem(ind, 2, 2);
GLPK.doubleArray_setitem(val, 1, 1.0);
GLPK.doubleArray_setitem(val, 2, -.5);
GLPK.glp_set_mat_row(lp, 1, 2, ind, val);
GLPK.glp_set_row_name(lp, 2, "c2");
GLPK.glp_set_row_bnds(lp, 2, GLPK.GLP_UP, 0, 0.4);
GLPK.intArray_setitem(ind, 1, 2);
GLPK.intArray_setitem(ind, 2, 3);
GLPK.doubleArray_setitem(val, 1, -1.0);
GLPK.doubleArray_setitem(val, 2, 1.0);
GLPK.glp_set_mat_row(lp, 2, 2, ind, val);
// Free memory
GLPK.delete_intArray(ind);
GLPK.delete_doubleArray(val);
// Define objective
GLPK.glp_set_obj_name(lp, "z");
GLPK.glp_set_obj_dir(lp, GLPK.GLP_MIN);
GLPK.glp_set_obj_coef(lp, 0, 1.0);
GLPK.glp_set_obj_coef(lp, 1, -.5);
GLPK.glp_set_obj_coef(lp, 2, .5);
GLPK.glp_set_obj_coef(lp, 3, -1);
// Solve model
parm = new glp_smcp();
GLPK.glp_init_smcp(parm);
ret = GLPK.glp_simplex(lp, parm);
// Retrieve solution
if (ret == 0)
{
write_lp_solution(lp);
}
else
{
Console.WriteLine("The problem could not be solved");
}
// Free memory
GLPK.glp_delete_prob(lp);
} catch (GlpkException) {
Console.WriteLine("Error caught");
ret = 1;
}
Environment.Exit(ret);
}
