Problem creation and modification functions

Functions
LinearProgram *	lp_create ()
	Creates an empty problem. More...
LinearProgram *	lp_clone (LinearProgram *lp)
	Clones the problem in lp.
void	lp_read (LinearProgram *lp, const char *fileName)
	Reads a .lp or .mps file in fileName to object lp.
void	lp_write_lp (LinearProgram *lp, const char *fileName)
	saves the problem in lp to file fileName. Use extension .lp or .mps to define file format.
void	lp_add_col (LinearProgram *lp, double obj, double lb, double ub, char integer, char *name, int nz, int *rowIdx, double *rowCoef)
	adds a new column (variable) More...
void	lp_add_cols (LinearProgram *lp, const int count, double *obj, double *lb, double *ub, char *integer, char **name)
	adds new columns (variables) More...
void	lp_add_cols_same_bound (LinearProgram *lp, const int count, double *obj, double lb, double ub, char *integer, char **name)
	adds set of columns with the same bounds More...
void	lp_add_bin_cols (LinearProgram *lp, const int count, double *obj, char **name)
	adds a set of binary variables More...
void	lp_add_row (LinearProgram *lp, const int nz, int *indexes, double *coefs, const char *name, char sense, const double rhs)
void	lp_add_rows (LinearProgram *lp, int nRows, int *starts, int *idx, double *coef, char *sense, double *rhs, const char **names)
void	lp_remove_row (LinearProgram *lp, int idxRow)
	Removes a row from lp. More...
void	lp_remove_rows (LinearProgram *lp, int nRows, int *rows)
	Removes a set of rows from lp Removes a set of rows from lp, calling this function is usually faster than to remove rows one-by-one. More...
void	lp_set_direction (LinearProgram *lp, const char direction)
	sets optimization direction, maximization or minimization More...
int	lp_get_direction (LinearProgram *lp)
	returns optimization direction, minimization (LP_MIN) or maximization (LP_MAX) More...
void	lp_set_obj (LinearProgram *lp, double obj[])
	sets objective function coefficients More...
void	lp_chg_obj (LinearProgram *lp, int count, int idx[], double obj[])
	changes a set of objective function coefficients More...
void	lp_set_rhs (LinearProgram *lp, int row, double rhs)
	modifies the right-hand-side of a constraint More...
void	lp_set_col_bounds (LinearProgram *lp, int col, const double lb, const double ub)
	changes lower and upper bound of a column More...
void	lp_fix_col (LinearProgram *lp, int col, double val)
	fixed a column to a value More...
void	lp_set_integer (LinearProgram *lp, int nCols, int cols[])
	sets the type of some variables to integer More...
void	lp_write_sol (LinearProgram *lp, const char *fileName)
	Saves the incumbent solution in for lp in fileName. More...
void	lp_load_mip_start (LinearProgram *lp, int count, const char **colNames, const double *colValues)
	Enters a initial feasible solution for the problem. Variables are referenced by their names. Only the main decision variables need to be informed. More...
void	lp_load_mip_starti (LinearProgram *lp, int count, const int *colIndexes, const double *colValues)
	Enters a initial feasible solution for the problem using column indexes. Only the main decision variables need to be informed. More...
int	lp_read_mip_start (LinearProgram *lp, const char *fileName)
	Loads from fileName an initial feasible solution. More...
void	lp_save_mip_start (LinearProgram *lp, const char *fileName)
	saves the solution entered as MIPStart More...
void	lp_mipstart_debug (LinearProgram *lp)
	tries to discover the source of infeasibility in MIPStart More...
void	lp_fix_mipstart (LinearProgram *lp)
	For debugging purposes: fixes mipstart variables one by one and optimizes (if initial solution is invalid at some point an infeasible LP will appear) More...
void	lp_free (LinearProgramPtr *lp)
	releases from memory the problem stored in lp More...
void	lp_close_env ()
	frees environment static memory at the end of the program More...

Detailed Description

These are the functions that can be used to create and modify Mixed Integer Linear Programs

Function Documentation

lp_add_bin_cols()

void lp_add_bin_cols	(	LinearProgram *	lp,
		const int	count,
		double *	obj,
		char **	name
	)

adds a set of binary variables

Parameters

lp	the (integer) linear program
count	number of columns
obj	vector with objective function coefficients of these variables
obj	vector variable names

lp_add_col()

void lp_add_col	(	LinearProgram *	lp,
		double	obj,
		double	lb,
		double	ub,
		char	integer,
		char *	name,
		int	nz,
		int *	rowIdx,
		double *	rowCoef
	)

adds a new column (variable)

Parameters

lp	the (integer) linear program
obj	the objective function coefficient of this variable
lb	lower bound for this variable
ub	upper bound for this variable
integer	1 if variable is integer, 0 otherwise
name	variable name
nz	number of non-zero entries of this column in the coefficient matrix
rowIdx	indices of rows where this column appears
rowCoef	coefficients that that this variable has in each of its rows

lp_add_cols()

void lp_add_cols	(	LinearProgram *	lp,
		const int	count,
		double *	obj,
		double *	lb,
		double *	ub,
		char *	integer,
		char **	name
	)

adds new columns (variables)

adds new columns to lp, specifying objective function, bounds, integrality and names

Parameters

lp	the (integer) linear program
count	number of columns
obj	objective function coefficients
lb	lower bounds - if NULL is specified then it is assumed that all variables have lb=0.0
ub	upper bounds - if NULL is specified then it is assumed that all variables have ub=infinity
integer	- vector of boolean values indicating if each variable is integer, if NULL all variables are assumed to be integral
names	variable names

lp_add_cols_same_bound()

void lp_add_cols_same_bound	(	LinearProgram *	lp,
		const int	count,
		double *	obj,
		double	lb,
		double	ub,
		char *	integer,
		char **	name
	)

adds set of columns with the same bounds

Parameters

lp	the (integer) linear program
count	number of columns
obj	objective function coefficients
lb	lower bound for these variables
ub	upper bound for these variables
vector	indicating if each variable is integer (1) or continuous (0)

lp_add_row()

void lp_add_row	(	LinearProgram *	lp,
		const int	nz,
		int *	indexes,
		double *	coefs,
		const char *	name,
		char	sense,
		const double	rhs
	)

Adds a new row (linear constraint) to the problem in lp

Parameters

lp	the (integer) linear program
nz	number of non-zero variables in this row
indexes	indices of variables
coefs	coefficients of variables
name	row name
sense	E for equal, L for less-or-equal or G for greter-or-equal
rhs	right-hand-side of constraint

lp_add_rows()

void lp_add_rows	(	LinearProgram *	lp,
		int	nRows,
		int *	starts,
		int *	idx,
		double *	coef,
		char *	sense,
		double *	rhs,
		const char **	names
	)

Adds new rows (linear constraints) to the problem in lp

Parameters

lp	the (integer) linear program
nRows	number of rows
vector	indicating where each row i starts starts[i] and ends (starts[i]+1) in idx and coef
idx	column indexes
coef	column coefficients
sense	E for equal, L for less-or-equal or G for greter-or-equal
rhs	right-hand-side of constraint
names	row names

lp_chg_obj()

void lp_chg_obj	(	LinearProgram *	lp,
		int	count,
		int	idx[],
		double	obj[]
	)

changes a set of objective function coefficients

Parameters

lp	the (integer) linear program
count	number of variables whose objective function coefficients will change
idx	indices of variables whose objective function coefficients will change
coef	vector with new coefficients

lp_close_env()

void lp_close_env

(

)

frees environment static memory at the end of the program

CPLEX and Gurobi need and environment, which LP creates on demand. Before your program exits, this function should be called to free these data structures.

lp_create()

LinearProgram* lp_create

(

)

Creates an empty problem.

Creates an empty problem. Use lp_read to read a problem from a file or API functions (lp_add_cols, lp_add_row) fill the contents of this problem.

lp_fix_col()

void lp_fix_col	(	LinearProgram *	lp,
		int	col,
		double	val
	)

fixed a column to a value

Parameters

lp	the (integer) linear program
col	column index
val	value

lp_fix_mipstart()

void lp_fix_mipstart

(

LinearProgram *

lp

)

For debugging purposes: fixes mipstart variables one by one and optimizes (if initial solution is invalid at some point an infeasible LP will appear)

Parameters

lp	the (integer) linear program

lp_free()

void lp_free

(

LinearProgramPtr *

lp

)

releases from memory the problem stored in lp

Parameters

lp	the (integer) linear program, memory is freed and lp is set to NULL

lp_get_direction()

int lp_get_direction

(

LinearProgram *

lp

)

returns optimization direction, minimization (LP_MIN) or maximization (LP_MAX)

Parameters

lp	the (integer) linear program

Returns

0 if minimization, 1 if maximization

lp_load_mip_start()

void lp_load_mip_start	(	LinearProgram *	lp,
		int	count,
		const char **	colNames,
		const double *	colValues
	)

Enters a initial feasible solution for the problem. Variables are referenced by their names. Only the main decision variables need to be informed.

Parameters

lp	the (integer) linear program
count	number of variables whose value will be informed
colNames	column names
colValues	column values

lp_load_mip_starti()

void lp_load_mip_starti	(	LinearProgram *	lp,
		int	count,
		const int *	colIndexes,
		const double *	colValues
	)

Enters a initial feasible solution for the problem using column indexes. Only the main decision variables need to be informed.

Parameters

lp	the (integer) linear program
count	number of variables whose value will be informed
colIndexes	column indexes
colValues	column values

lp_mipstart_debug()

void lp_mipstart_debug

(

LinearProgram *

lp

)

tries to discover the source of infeasibility in MIPStart

Parameters

lp	the (integer) linear program

lp_read_mip_start()

int lp_read_mip_start	(	LinearProgram *	lp,
		const char *	fileName
	)

Loads from fileName an initial feasible solution.

Loads from fileName an initial feasible solution. The solution should be saved in a simple text file as in the example:

Stopped on iterations - objective value 57597.00000000
0 x(1,1,2,2) 1
1 x(3,1,3,2) 1
5 v(5,1) 2
33 x(8,1,5,2) 1
...

The first column (column index) is ignored. The first line is also ignored. Only column names (second column) and column values (third column) need to be informed for non-zero variables.

Parameters

lp	the (integer) linear program
fileName	file name where the solution is stored

lp_remove_row()

void lp_remove_row	(	LinearProgram *	lp,
		int	idxRow
	)

Removes a row from lp.

Parameters

lp	the (integer) linear program
idxRow	row index

lp_remove_rows()

void lp_remove_rows	(	LinearProgram *	lp,
		int	nRows,
		int *	rows
	)

Removes a set of rows from lp Removes a set of rows from lp, calling this function is usually faster than to remove rows one-by-one.

Parameters

lp	the (integer) linear program
nRows	number of rows
rows	row indices

lp_save_mip_start()

void lp_save_mip_start	(	LinearProgram *	lp,
		const char *	fileName
	)

saves the solution entered as MIPStart

Parameters

lp	the (integer) linear program
fileName	file name where the solution will be stored

lp_set_col_bounds()

void lp_set_col_bounds	(	LinearProgram *	lp,
		int	col,
		const double	lb,
		const double	ub
	)

changes lower and upper bound of a column

Parameters

lp	the (integer) linear program
col	column index
lb	lower bound
ub	upper bound

lp_set_direction()

void lp_set_direction	(	LinearProgram *	lp,
		const char	direction
	)

sets optimization direction, maximization or minimization

Parameters

lp	the (integer) linear program
direction	LP_MIN (0) for minimization (default) or LP_MAX (1) for maximization

lp_set_integer()

void lp_set_integer	(	LinearProgram *	lp,
		int	nCols,
		int	cols[]
	)

sets the type of some variables to integer

Parameters

lp	the (integer) linear program
nCols	number of columns
cols	vector with column indices

lp_set_obj()

void lp_set_obj	(	LinearProgram *	lp,
		double	obj[]
	)

sets objective function coefficients

Parameters

lp	the (integer) linear program
obj	objective function coefficients: obj[0] ... obj[n-1], where n is the number of columns

lp_set_rhs()

void lp_set_rhs	(	LinearProgram *	lp,
		int	row,
		double	rhs
	)

modifies the right-hand-side of a constraint

Parameters

lp	the (integer) linear program
row	the row index
rhs	right-hand-side of constraint

lp_write_sol()

void lp_write_sol	(	LinearProgram *	lp,
		const char *	fileName
	)

Saves the incumbent solution in for lp in fileName.

Parameters

lp	the (integer) linear program
fileName	file name where the solution will be saved