The previous example, lpex1.c, shows a way to copy problem data into a problem object as part of an application that calls routines from the ILOG CPLEX Callable Library. Frequently, however, a file already exists containing a linear programming problem in the industry standard MPS format, the ILOG CPLEX LP format, or the ILOG CPLEX binary SAV format. In example lpex2.c, ILOG CPLEX file-reading and optimization routines read such a file to solve the problem.

Example lpex2.c uses command line arguments to determine the name of the input file and the optimizer to call.

For example, this command:

reads the file example.mps and solves the problem with the dual simplex optimizer.

After optimization, the status of the solution is determined by a call to CPXgetstat. The cases of infeasibility or unboundedness in the model are handled in a simple fashion here; a more complex application program might treat these cases in more detail. With these two cases out of the way, the program then calls CPXsolninfo to determine the nature of the solution. Once it has been determined that a solution in fact exists, then a call to CPXgetobjval is made, to obtain the objective function value for this solution and report it.

Next, preparations are made to print the solution value and basis status of each individual variable, by allocating arrays of appropriate size; these sizes are determined by calls to the routines CPXgetnumcols and CPXgetnumrows. Note that a basis is not guaranteed to exist, depending on which optimizer was selected at run time, so some of these steps, including the call to CPXgetbase, are dependent on the solution type returned by CPXsolninfo.

The primal solution values of the variables are obtained by a call to CPXgetx, and then these values (along with the basis statuses if available) are printed, in a loop, for each variable. After that, a call to CPXgetdblquality provides a measure of the numerical roundoff error present in the solution, by obtaining the maximum amount by which any variable's lower or upper bound is violated.

Complete Program

The complete program follows. You can also view it online in the file lpex2.c.

/*------------------------------------------------------------------------*/
/*  File: examples/src/lpex2.c                                            */
/*  Version 9.0                                                           */
/*------------------------------------------------------------------------*/
/*  Copyright (C) 1997-2003 by ILOG.                                      */
/*  All Rights Reserved.                                                  */
/*  Permission is expressly granted to use this example in the            */
/*  course of developing applications that use ILOG products.             */
/*------------------------------------------------------------------------*/

/* lpex2.c - Reading in and optimizing a problem */

/* To run this example, command line arguments are required.
   i.e.,   lpex2   filename   method
   where 
       filename is the name of the file, with .mps, .lp, or .sav extension
       method   is the optimization method
                   o          default
                   p          primal simplex
                   d          dual   simplex
                   n          network with dual simplex cleanup
                   h          barrier with crossover
                   b          barrier without crossover
                   s          sifting
                   c          concurrent
   Example:
       lpex2  example.mps  o
 */

/* Bring in the CPLEX function declarations and the C library 
   header file stdio.h with the following single include. */

#include <ilcplex/cplex.h>

/* Bring in the declarations for the string and character functions 
   and malloc */

#include <ctype.h>
#include <stdlib.h>
#include <string.h>

/* Include declarations for functions in this program */

static void
   free_and_null (char **ptr),
   usage         (char *progname);


int
main (int argc, char *argv[])
{
   /* Declare and allocate space for the variables and arrays where we will
      store the optimization results including the status, objective value,
      maximum bound violation, variable values, and basis. */

   int      solnstat, solnmethod, solntype;
   double   objval, maxviol;
   double   *x     = NULL;
   int      *cstat = NULL;
   int      *rstat = NULL;

   CPXENVptr     env = NULL;
   CPXLPptr      lp = NULL;
   int           status = 0;
   int           j;
   int           cur_numrows, cur_numcols;
   int           method;

   char          *basismsg;

   /* Check the command line arguments */

   if (( argc != 3 )                              ||
       ( strchr ("podhbnsc", argv[2][0]) == NULL )  ) {
      usage (argv[0]);
      goto TERMINATE;
   }

   /* Initialize the CPLEX environment */

   env = CPXopenCPLEX (&status);

   /* If an error occurs, the status value indicates the reason for
      failure.  A call to CPXgeterrorstring will produce the text of
      the error message.  Note that CPXopenCPLEX produces no output,
      so the only way to see the cause of the error is to use
      CPXgeterrorstring.  For other CPLEX routines, the errors will
      be seen if the CPX_PARAM_SCRIND indicator is set to CPX_ON.  */

   if ( env == NULL ) {
      char  errmsg[1024];
      fprintf (stderr, "Could not open CPLEX environment.\n");
      CPXgeterrorstring (env, status, errmsg);
      fprintf (stderr, "%s", errmsg);
      goto TERMINATE;
   }

   /* Turn on output to the screen */

   status = CPXsetintparam (env, CPX_PARAM_SCRIND, CPX_ON);
   if ( status ) {
      fprintf (stderr, 
               "Failure to turn on screen indicator, error %d.\n", status);
      goto TERMINATE;
   }

   /* Create the problem, using the filename as the problem name */

   lp = CPXcreateprob (env, &status, argv[1]);

   /* A returned pointer of NULL may mean that not enough memory
      was available or there was some other problem.  In the case of 
      failure, an error message will have been written to the error 
      channel from inside CPLEX.  In this example, the setting of
      the parameter CPX_PARAM_SCRIND causes the error message to
      appear on stdout.  Note that most CPLEX routines return
      an error code to indicate the reason for failure.   */

   if ( lp == NULL ) {
      fprintf (stderr, "Failed to create LP.\n");
      goto TERMINATE;
   }

   /* Now read the file, and copy the data into the created lp */

   status = CPXreadcopyprob (env, lp, argv[1], NULL);
   if ( status ) {
      fprintf (stderr, "Failed to read and copy the problem data.\n");
      goto TERMINATE;
   }

   /* Optimize the problem and obtain solution. */

   switch (argv[2][0]) {
      case `o':
         method = CPX_ALG_AUTOMATIC;
         break;
      case `p':
         method = CPX_ALG_PRIMAL;
         break;
      case `d':
         method = CPX_ALG_DUAL;
         break;
      case `n':
         method = CPX_ALG_NET;
         break;
      case `h':
         method = CPX_ALG_BARRIER;
         break;
      case `b':
         method = CPX_ALG_BARRIER;
         status = CPXsetintparam (env, CPX_PARAM_BARCROSSALG, CPX_ALG_NONE);
         if ( status ) {
            fprintf (stderr, 
                     "Failed to set the crossover method, error %d.\n", 
status);
            goto TERMINATE;
         }
         break;
      case `s':
         method = CPX_ALG_SIFTING;
         break;
      case `c':
         method = CPX_ALG_CONCURRENT;
         break;
      default:
         method = CPX_ALG_NONE;
         break;
   }

   status = CPXsetintparam (env, CPX_PARAM_LPMETHOD, method);
   if ( status ) {
      fprintf (stderr, 
               "Failed to set the optimization method, error %d.\n", status);
      goto TERMINATE;
   }
   

   status = CPXlpopt (env, lp);
   if ( status ) {
      fprintf (stderr, "Failed to optimize LP.\n");
      goto TERMINATE;
   }

   solnstat = CPXgetstat (env, lp);

   if      ( solnstat == CPX_STAT_UNBOUNDED ) {
      printf ("Model is unbounded\n");
      goto TERMINATE;
   }
   else if ( solnstat == CPX_STAT_INFEASIBLE ) {
      printf ("Model is infeasible\n");
      goto TERMINATE;
   }
   else if ( solnstat == CPX_STAT_INForUNBD ) {
      printf ("Model is infeasible or unbounded\n");
      goto TERMINATE;
   }

   status = CPXsolninfo (env, lp, &solnmethod, &solntype, NULL, NULL);
   if ( status ) {
      fprintf (stderr, "Failed to obtain solution info.\n");
      goto TERMINATE;
   }
   printf ("Solution status %d, solution method %d\n", solnstat, solnmethod);

   if ( solntype == CPX_NO_SOLN ) {
      fprintf (stderr, "Solution not available.\n");
      goto TERMINATE;
   }
    
   status = CPXgetobjval (env, lp, &objval);
   if ( status ) {
      fprintf (stderr, "Failed to obtain objective value.\n");
      goto TERMINATE;
   }
   printf ("Objective value %.10g.\n", objval);

   /* The size of the problem should be obtained by asking CPLEX what
      the actual size is.  cur_numrows and cur_numcols store the 
      current number of rows and columns, respectively.  */

   cur_numcols = CPXgetnumcols (env, lp);
   cur_numrows = CPXgetnumrows (env, lp);


   /* Retrieve basis, if one is available */

   if ( solntype == CPX_BASIC_SOLN ) {
      cstat = (int *) malloc (cur_numcols*sizeof(int));
      rstat = (int *) malloc (cur_numrows*sizeof(int));
      if ( cstat == NULL || rstat == NULL ) {
         fprintf (stderr, "No memory for basis statuses.\n");
         goto TERMINATE;
      }

      status = CPXgetbase (env, lp, cstat, rstat);
      if ( status ) {
         fprintf (stderr, "Failed to get basis; error %d.\n", status);
         goto TERMINATE;
      }
   }
   else {
      printf ("No basis available\n");
   }


   /* Retrieve solution vector */

   x = (double *) malloc (cur_numcols*sizeof(double));
   if ( x == NULL ) {
      fprintf (stderr, "No memory for solution.\n");
      goto TERMINATE;
   }

   status = CPXgetx (env, lp, x, 0, cur_numcols-1);
   if ( status ) {
      fprintf (stderr, "Failed to obtain primal solution.\n");
      goto TERMINATE;
   }


   /* Write out the solution */

   for (j = 0; j < cur_numcols; j++) {
      printf ( "Column %d:  Value = %17.10g", j, x[j]);
      if ( cstat != NULL ) {
         switch (cstat[j]) {
            case CPX_AT_LOWER:
               basismsg = "Nonbasic at lower bound";
               break;
            case CPX_BASIC:
               basismsg = "Basic";
               break;
            case CPX_AT_UPPER:
               basismsg = "Nonbasic at upper bound";
               break;
            case CPX_FREE_SUPER:
               basismsg = "Superbasic, or free variable at zero";
               break;
            default:
               basismsg = "Bad basis status";
               break;
         }
         printf ("  %s",basismsg);
      }
      printf ("\n");
   }

   /* Display the maximum bound violation. */

   status = CPXgetdblquality (env, lp, &maxviol, CPX_MAX_PRIMAL_INFEAS);
   if ( status ) {
      fprintf (stderr, "Failed to obtain bound violation.\n");
      goto TERMINATE;
   }
   printf ("Maximum bound violation = %17.10g\n", maxviol);

   
TERMINATE:

   /* Free up the basis and solution */

   free_and_null ((char **) &cstat);
   free_and_null ((char **) &rstat);
   free_and_null ((char **) &x);

   /* Free up the problem, if necessary */

   if ( lp != NULL ) {
      status = CPXfreeprob (env, &lp);
      if ( status ) {
         fprintf (stderr, "CPXfreeprob failed, error code %d.\n", status);
      }
   }

   /* Free up the CPLEX environment, if necessary */

   if ( env != NULL ) {
      status = CPXcloseCPLEX (&env);

      /* Note that CPXcloseCPLEX produces no output,
         so the only way to see the cause of the error is to use
         CPXgeterrorstring.  For other CPLEX routines, the errors will
         be seen if the CPX_PARAM_SCRIND indicator is set to CPX_ON. */

      if ( status ) {
         char  errmsg[1024];
         fprintf (stderr, "Could not close CPLEX environment.\n");
         CPXgeterrorstring (env, status, errmsg);
         fprintf (stderr, "%s", errmsg);
      }
   }
     
   return (status);

}  /* END main */




/* This simple routine frees up the pointer *ptr, and sets *ptr to NULL */

static void
free_and_null (char **ptr)
{
   if ( *ptr != NULL ) {
      free (*ptr);
      *ptr = NULL;
   }
} /* END free_and_null */


static void
usage (char *progname)
{
   fprintf (stderr,"Usage: %s filename algorithm\n", progname);
   fprintf (stderr,"   where filename is a file with extension \n");
   fprintf (stderr,"      MPS, SAV, or LP (lower case is allowed)\n");
   fprintf (stderr,"   and algorithm is one of the letters\n");
   fprintf (stderr,"      o          default\n");
   fprintf (stderr,"      p          primal simplex\n");
   fprintf (stderr,"      d          dual simplex\n");
   fprintf (stderr,"      n          network simplex\n");
   fprintf (stderr,"      b          barrier\n");
   fprintf (stderr,"      h          barrier with crossover\n");
   fprintf (stderr,"      s          sifting\n");
   fprintf (stderr,"      c          concurrent\n");
   fprintf (stderr," Exiting...\n");
} /* END usage */