--- /dev/null Thu Jan 01 00:00:00 1970 +0000
+++ b/src/HOL/Matrix_LP/Cplex_tools.ML Sat Mar 17 12:52:40 2012 +0100
@@ -0,0 +1,1192 @@
+(* Title: HOL/Matrix/Cplex_tools.ML
+ Author: Steven Obua
+*)
+
+signature CPLEX =
+sig
+
+ datatype cplexTerm = cplexVar of string | cplexNum of string | cplexInf
+ | cplexNeg of cplexTerm
+ | cplexProd of cplexTerm * cplexTerm
+ | cplexSum of (cplexTerm list)
+
+ datatype cplexComp = cplexLe | cplexLeq | cplexEq | cplexGe | cplexGeq
+
+ datatype cplexGoal = cplexMinimize of cplexTerm
+ | cplexMaximize of cplexTerm
+
+ datatype cplexConstr = cplexConstr of cplexComp *
+ (cplexTerm * cplexTerm)
+
+ datatype cplexBounds = cplexBounds of cplexTerm * cplexComp * cplexTerm
+ * cplexComp * cplexTerm
+ | cplexBound of cplexTerm * cplexComp * cplexTerm
+
+ datatype cplexProg = cplexProg of string
+ * cplexGoal
+ * ((string option * cplexConstr)
+ list)
+ * cplexBounds list
+
+ datatype cplexResult = Unbounded
+ | Infeasible
+ | Undefined
+ | Optimal of string *
+ (((* name *) string *
+ (* value *) string) list)
+
+ datatype cplexSolver = SOLVER_DEFAULT | SOLVER_CPLEX | SOLVER_GLPK
+
+ exception Load_cplexFile of string
+ exception Load_cplexResult of string
+ exception Save_cplexFile of string
+ exception Execute of string
+
+ val load_cplexFile : string -> cplexProg
+
+ val save_cplexFile : string -> cplexProg -> unit
+
+ val elim_nonfree_bounds : cplexProg -> cplexProg
+
+ val relax_strict_ineqs : cplexProg -> cplexProg
+
+ val is_normed_cplexProg : cplexProg -> bool
+
+ val get_solver : unit -> cplexSolver
+ val set_solver : cplexSolver -> unit
+ val solve : cplexProg -> cplexResult
+end;
+
+structure Cplex : CPLEX =
+struct
+
+datatype cplexSolver = SOLVER_DEFAULT | SOLVER_CPLEX | SOLVER_GLPK
+
+val cplexsolver = Unsynchronized.ref SOLVER_DEFAULT;
+fun get_solver () = !cplexsolver;
+fun set_solver s = (cplexsolver := s);
+
+exception Load_cplexFile of string;
+exception Load_cplexResult of string;
+exception Save_cplexFile of string;
+
+datatype cplexTerm = cplexVar of string
+ | cplexNum of string
+ | cplexInf
+ | cplexNeg of cplexTerm
+ | cplexProd of cplexTerm * cplexTerm
+ | cplexSum of (cplexTerm list)
+datatype cplexComp = cplexLe | cplexLeq | cplexEq | cplexGe | cplexGeq
+datatype cplexGoal = cplexMinimize of cplexTerm | cplexMaximize of cplexTerm
+datatype cplexConstr = cplexConstr of cplexComp * (cplexTerm * cplexTerm)
+datatype cplexBounds = cplexBounds of cplexTerm * cplexComp * cplexTerm
+ * cplexComp * cplexTerm
+ | cplexBound of cplexTerm * cplexComp * cplexTerm
+datatype cplexProg = cplexProg of string
+ * cplexGoal
+ * ((string option * cplexConstr) list)
+ * cplexBounds list
+
+fun rev_cmp cplexLe = cplexGe
+ | rev_cmp cplexLeq = cplexGeq
+ | rev_cmp cplexGe = cplexLe
+ | rev_cmp cplexGeq = cplexLeq
+ | rev_cmp cplexEq = cplexEq
+
+fun the NONE = raise (Load_cplexFile "SOME expected")
+ | the (SOME x) = x;
+
+fun modulo_signed is_something (cplexNeg u) = is_something u
+ | modulo_signed is_something u = is_something u
+
+fun is_Num (cplexNum _) = true
+ | is_Num _ = false
+
+fun is_Inf cplexInf = true
+ | is_Inf _ = false
+
+fun is_Var (cplexVar _) = true
+ | is_Var _ = false
+
+fun is_Neg (cplexNeg _) = true
+ | is_Neg _ = false
+
+fun is_normed_Prod (cplexProd (t1, t2)) =
+ (is_Num t1) andalso (is_Var t2)
+ | is_normed_Prod x = is_Var x
+
+fun is_normed_Sum (cplexSum ts) =
+ (ts <> []) andalso forall (modulo_signed is_normed_Prod) ts
+ | is_normed_Sum x = modulo_signed is_normed_Prod x
+
+fun is_normed_Constr (cplexConstr (_, (t1, t2))) =
+ (is_normed_Sum t1) andalso (modulo_signed is_Num t2)
+
+fun is_Num_or_Inf x = is_Inf x orelse is_Num x
+
+fun is_normed_Bounds (cplexBounds (t1, c1, t2, c2, t3)) =
+ (c1 = cplexLe orelse c1 = cplexLeq) andalso
+ (c2 = cplexLe orelse c2 = cplexLeq) andalso
+ is_Var t2 andalso
+ modulo_signed is_Num_or_Inf t1 andalso
+ modulo_signed is_Num_or_Inf t3
+ | is_normed_Bounds (cplexBound (t1, c, t2)) =
+ (is_Var t1 andalso (modulo_signed is_Num_or_Inf t2))
+ orelse
+ (c <> cplexEq andalso
+ is_Var t2 andalso (modulo_signed is_Num_or_Inf t1))
+
+fun term_of_goal (cplexMinimize x) = x
+ | term_of_goal (cplexMaximize x) = x
+
+fun is_normed_cplexProg (cplexProg (_, goal, constraints, bounds)) =
+ is_normed_Sum (term_of_goal goal) andalso
+ forall (fn (_,x) => is_normed_Constr x) constraints andalso
+ forall is_normed_Bounds bounds
+
+fun is_NL s = s = "\n"
+
+fun is_blank s = forall (fn c => c <> #"\n" andalso Char.isSpace c) (String.explode s)
+
+fun is_num a =
+ let
+ val b = String.explode a
+ fun num4 cs = forall Char.isDigit cs
+ fun num3 [] = true
+ | num3 (ds as (c::cs)) =
+ if c = #"+" orelse c = #"-" then
+ num4 cs
+ else
+ num4 ds
+ fun num2 [] = true
+ | num2 (c::cs) =
+ if c = #"e" orelse c = #"E" then num3 cs
+ else (Char.isDigit c) andalso num2 cs
+ fun num1 [] = true
+ | num1 (c::cs) =
+ if c = #"." then num2 cs
+ else if c = #"e" orelse c = #"E" then num3 cs
+ else (Char.isDigit c) andalso num1 cs
+ fun num [] = true
+ | num (c::cs) =
+ if c = #"." then num2 cs
+ else (Char.isDigit c) andalso num1 cs
+ in
+ num b
+ end
+
+fun is_delimiter s = s = "+" orelse s = "-" orelse s = ":"
+
+fun is_cmp s = s = "<" orelse s = ">" orelse s = "<="
+ orelse s = ">=" orelse s = "="
+
+fun is_symbol a =
+ let
+ val symbol_char = String.explode "!\"#$%&()/,.;?@_`'{}|~"
+ fun is_symbol_char c = Char.isAlphaNum c orelse
+ exists (fn d => d=c) symbol_char
+ fun is_symbol_start c = is_symbol_char c andalso
+ not (Char.isDigit c) andalso
+ not (c= #".")
+ val b = String.explode a
+ in
+ b <> [] andalso is_symbol_start (hd b) andalso
+ forall is_symbol_char b
+ end
+
+fun to_upper s = String.implode (map Char.toUpper (String.explode s))
+
+fun keyword x =
+ let
+ val a = to_upper x
+ in
+ if a = "BOUNDS" orelse a = "BOUND" then
+ SOME "BOUNDS"
+ else if a = "MINIMIZE" orelse a = "MINIMUM" orelse a = "MIN" then
+ SOME "MINIMIZE"
+ else if a = "MAXIMIZE" orelse a = "MAXIMUM" orelse a = "MAX" then
+ SOME "MAXIMIZE"
+ else if a = "ST" orelse a = "S.T." orelse a = "ST." then
+ SOME "ST"
+ else if a = "FREE" orelse a = "END" then
+ SOME a
+ else if a = "GENERAL" orelse a = "GENERALS" orelse a = "GEN" then
+ SOME "GENERAL"
+ else if a = "INTEGER" orelse a = "INTEGERS" orelse a = "INT" then
+ SOME "INTEGER"
+ else if a = "BINARY" orelse a = "BINARIES" orelse a = "BIN" then
+ SOME "BINARY"
+ else if a = "INF" orelse a = "INFINITY" then
+ SOME "INF"
+ else
+ NONE
+ end
+
+val TOKEN_ERROR = ~1
+val TOKEN_BLANK = 0
+val TOKEN_NUM = 1
+val TOKEN_DELIMITER = 2
+val TOKEN_SYMBOL = 3
+val TOKEN_LABEL = 4
+val TOKEN_CMP = 5
+val TOKEN_KEYWORD = 6
+val TOKEN_NL = 7
+
+(* tokenize takes a list of chars as argument and returns a list of
+ int * string pairs, each string representing a "cplex token",
+ and each int being one of TOKEN_NUM, TOKEN_DELIMITER, TOKEN_CMP
+ or TOKEN_SYMBOL *)
+fun tokenize s =
+ let
+ val flist = [(is_NL, TOKEN_NL),
+ (is_blank, TOKEN_BLANK),
+ (is_num, TOKEN_NUM),
+ (is_delimiter, TOKEN_DELIMITER),
+ (is_cmp, TOKEN_CMP),
+ (is_symbol, TOKEN_SYMBOL)]
+ fun match_helper [] s = (fn _ => false, TOKEN_ERROR)
+ | match_helper (f::fs) s =
+ if ((fst f) s) then f else match_helper fs s
+ fun match s = match_helper flist s
+ fun tok s =
+ if s = "" then [] else
+ let
+ val h = String.substring (s,0,1)
+ val (f, j) = match h
+ fun len i =
+ if size s = i then i
+ else if f (String.substring (s,0,i+1)) then
+ len (i+1)
+ else i
+ in
+ if j < 0 then
+ (if h = "\\" then []
+ else raise (Load_cplexFile ("token expected, found: "
+ ^s)))
+ else
+ let
+ val l = len 1
+ val u = String.substring (s,0,l)
+ val v = String.extract (s,l,NONE)
+ in
+ if j = 0 then tok v else (j, u) :: tok v
+ end
+ end
+ in
+ tok s
+ end
+
+exception Tokenize of string;
+
+fun tokenize_general flist s =
+ let
+ fun match_helper [] s = raise (Tokenize s)
+ | match_helper (f::fs) s =
+ if ((fst f) s) then f else match_helper fs s
+ fun match s = match_helper flist s
+ fun tok s =
+ if s = "" then [] else
+ let
+ val h = String.substring (s,0,1)
+ val (f, j) = match h
+ fun len i =
+ if size s = i then i
+ else if f (String.substring (s,0,i+1)) then
+ len (i+1)
+ else i
+ val l = len 1
+ in
+ (j, String.substring (s,0,l)) :: tok (String.extract (s,l,NONE))
+ end
+ in
+ tok s
+ end
+
+fun load_cplexFile name =
+ let
+ val f = TextIO.openIn name
+ val ignore_NL = Unsynchronized.ref true
+ val rest = Unsynchronized.ref []
+
+ fun is_symbol s c = (fst c) = TOKEN_SYMBOL andalso (to_upper (snd c)) = s
+
+ fun readToken_helper () =
+ if length (!rest) > 0 then
+ let val u = hd (!rest) in
+ (
+ rest := tl (!rest);
+ SOME u
+ )
+ end
+ else
+ (case TextIO.inputLine f of
+ NONE => NONE
+ | SOME s =>
+ let val t = tokenize s in
+ if (length t >= 2 andalso
+ snd(hd (tl t)) = ":")
+ then
+ rest := (TOKEN_LABEL, snd (hd t)) :: (tl (tl t))
+ else if (length t >= 2) andalso is_symbol "SUBJECT" (hd (t))
+ andalso is_symbol "TO" (hd (tl t))
+ then
+ rest := (TOKEN_SYMBOL, "ST") :: (tl (tl t))
+ else
+ rest := t;
+ readToken_helper ()
+ end)
+
+ fun readToken_helper2 () =
+ let val c = readToken_helper () in
+ if c = NONE then NONE
+ else if !ignore_NL andalso fst (the c) = TOKEN_NL then
+ readToken_helper2 ()
+ else if fst (the c) = TOKEN_SYMBOL
+ andalso keyword (snd (the c)) <> NONE
+ then SOME (TOKEN_KEYWORD, the (keyword (snd (the c))))
+ else c
+ end
+
+ fun readToken () = readToken_helper2 ()
+
+ fun pushToken a = rest := (a::(!rest))
+
+ fun is_value token =
+ fst token = TOKEN_NUM orelse (fst token = TOKEN_KEYWORD
+ andalso snd token = "INF")
+
+ fun get_value token =
+ if fst token = TOKEN_NUM then
+ cplexNum (snd token)
+ else if fst token = TOKEN_KEYWORD andalso snd token = "INF"
+ then
+ cplexInf
+ else
+ raise (Load_cplexFile "num expected")
+
+ fun readTerm_Product only_num =
+ let val c = readToken () in
+ if c = NONE then NONE
+ else if fst (the c) = TOKEN_SYMBOL
+ then (
+ if only_num then (pushToken (the c); NONE)
+ else SOME (cplexVar (snd (the c)))
+ )
+ else if only_num andalso is_value (the c) then
+ SOME (get_value (the c))
+ else if is_value (the c) then
+ let val t1 = get_value (the c)
+ val d = readToken ()
+ in
+ if d = NONE then SOME t1
+ else if fst (the d) = TOKEN_SYMBOL then
+ SOME (cplexProd (t1, cplexVar (snd (the d))))
+ else
+ (pushToken (the d); SOME t1)
+ end
+ else (pushToken (the c); NONE)
+ end
+
+ fun readTerm_Signed only_signed only_num =
+ let
+ val c = readToken ()
+ in
+ if c = NONE then NONE
+ else
+ let val d = the c in
+ if d = (TOKEN_DELIMITER, "+") then
+ readTerm_Product only_num
+ else if d = (TOKEN_DELIMITER, "-") then
+ SOME (cplexNeg (the (readTerm_Product
+ only_num)))
+ else (pushToken d;
+ if only_signed then NONE
+ else readTerm_Product only_num)
+ end
+ end
+
+ fun readTerm_Sum first_signed =
+ let val c = readTerm_Signed first_signed false in
+ if c = NONE then [] else (the c)::(readTerm_Sum true)
+ end
+
+ fun readTerm () =
+ let val c = readTerm_Sum false in
+ if c = [] then NONE
+ else if tl c = [] then SOME (hd c)
+ else SOME (cplexSum c)
+ end
+
+ fun readLabeledTerm () =
+ let val c = readToken () in
+ if c = NONE then (NONE, NONE)
+ else if fst (the c) = TOKEN_LABEL then
+ let val t = readTerm () in
+ if t = NONE then
+ raise (Load_cplexFile ("term after label "^
+ (snd (the c))^
+ " expected"))
+ else (SOME (snd (the c)), t)
+ end
+ else (pushToken (the c); (NONE, readTerm ()))
+ end
+
+ fun readGoal () =
+ let
+ val g = readToken ()
+ in
+ if g = SOME (TOKEN_KEYWORD, "MAXIMIZE") then
+ cplexMaximize (the (snd (readLabeledTerm ())))
+ else if g = SOME (TOKEN_KEYWORD, "MINIMIZE") then
+ cplexMinimize (the (snd (readLabeledTerm ())))
+ else raise (Load_cplexFile "MAXIMIZE or MINIMIZE expected")
+ end
+
+ fun str2cmp b =
+ (case b of
+ "<" => cplexLe
+ | "<=" => cplexLeq
+ | ">" => cplexGe
+ | ">=" => cplexGeq
+ | "=" => cplexEq
+ | _ => raise (Load_cplexFile (b^" is no TOKEN_CMP")))
+
+ fun readConstraint () =
+ let
+ val t = readLabeledTerm ()
+ fun make_constraint b t1 t2 =
+ cplexConstr
+ (str2cmp b,
+ (t1, t2))
+ in
+ if snd t = NONE then NONE
+ else
+ let val c = readToken () in
+ if c = NONE orelse fst (the c) <> TOKEN_CMP
+ then raise (Load_cplexFile "TOKEN_CMP expected")
+ else
+ let val n = readTerm_Signed false true in
+ if n = NONE then
+ raise (Load_cplexFile "num expected")
+ else
+ SOME (fst t,
+ make_constraint (snd (the c))
+ (the (snd t))
+ (the n))
+ end
+ end
+ end
+
+ fun readST () =
+ let
+ fun readbody () =
+ let val t = readConstraint () in
+ if t = NONE then []
+ else if (is_normed_Constr (snd (the t))) then
+ (the t)::(readbody ())
+ else if (fst (the t) <> NONE) then
+ raise (Load_cplexFile
+ ("constraint '"^(the (fst (the t)))^
+ "'is not normed"))
+ else
+ raise (Load_cplexFile
+ "constraint is not normed")
+ end
+ in
+ if readToken () = SOME (TOKEN_KEYWORD, "ST")
+ then
+ readbody ()
+ else
+ raise (Load_cplexFile "ST expected")
+ end
+
+ fun readCmp () =
+ let val c = readToken () in
+ if c = NONE then NONE
+ else if fst (the c) = TOKEN_CMP then
+ SOME (str2cmp (snd (the c)))
+ else (pushToken (the c); NONE)
+ end
+
+ fun skip_NL () =
+ let val c = readToken () in
+ if c <> NONE andalso fst (the c) = TOKEN_NL then
+ skip_NL ()
+ else
+ (pushToken (the c); ())
+ end
+
+ fun make_bounds c t1 t2 =
+ cplexBound (t1, c, t2)
+
+ fun readBound () =
+ let
+ val _ = skip_NL ()
+ val t1 = readTerm ()
+ in
+ if t1 = NONE then NONE
+ else
+ let
+ val c1 = readCmp ()
+ in
+ if c1 = NONE then
+ let
+ val c = readToken ()
+ in
+ if c = SOME (TOKEN_KEYWORD, "FREE") then
+ SOME (
+ cplexBounds (cplexNeg cplexInf,
+ cplexLeq,
+ the t1,
+ cplexLeq,
+ cplexInf))
+ else
+ raise (Load_cplexFile "FREE expected")
+ end
+ else
+ let
+ val t2 = readTerm ()
+ in
+ if t2 = NONE then
+ raise (Load_cplexFile "term expected")
+ else
+ let val c2 = readCmp () in
+ if c2 = NONE then
+ SOME (make_bounds (the c1)
+ (the t1)
+ (the t2))
+ else
+ SOME (
+ cplexBounds (the t1,
+ the c1,
+ the t2,
+ the c2,
+ the (readTerm())))
+ end
+ end
+ end
+ end
+
+ fun readBounds () =
+ let
+ fun makestring _ = "?"
+ fun readbody () =
+ let
+ val b = readBound ()
+ in
+ if b = NONE then []
+ else if (is_normed_Bounds (the b)) then
+ (the b)::(readbody())
+ else (
+ raise (Load_cplexFile
+ ("bounds are not normed in: "^
+ (makestring (the b)))))
+ end
+ in
+ if readToken () = SOME (TOKEN_KEYWORD, "BOUNDS") then
+ readbody ()
+ else raise (Load_cplexFile "BOUNDS expected")
+ end
+
+ fun readEnd () =
+ if readToken () = SOME (TOKEN_KEYWORD, "END") then ()
+ else raise (Load_cplexFile "END expected")
+
+ val result_Goal = readGoal ()
+ val result_ST = readST ()
+ val _ = ignore_NL := false
+ val result_Bounds = readBounds ()
+ val _ = ignore_NL := true
+ val _ = readEnd ()
+ val _ = TextIO.closeIn f
+ in
+ cplexProg (name, result_Goal, result_ST, result_Bounds)
+ end
+
+fun save_cplexFile filename (cplexProg (_, goal, constraints, bounds)) =
+ let
+ val f = TextIO.openOut filename
+
+ fun basic_write s = TextIO.output(f, s)
+
+ val linebuf = Unsynchronized.ref ""
+ fun buf_flushline s =
+ (basic_write (!linebuf);
+ basic_write "\n";
+ linebuf := s)
+ fun buf_add s = linebuf := (!linebuf) ^ s
+
+ fun write s =
+ if (String.size s) + (String.size (!linebuf)) >= 250 then
+ buf_flushline (" "^s)
+ else
+ buf_add s
+
+ fun writeln s = (buf_add s; buf_flushline "")
+
+ fun write_term (cplexVar x) = write x
+ | write_term (cplexNum x) = write x
+ | write_term cplexInf = write "inf"
+ | write_term (cplexProd (cplexNum "1", b)) = write_term b
+ | write_term (cplexProd (a, b)) =
+ (write_term a; write " "; write_term b)
+ | write_term (cplexNeg x) = (write " - "; write_term x)
+ | write_term (cplexSum ts) = write_terms ts
+ and write_terms [] = ()
+ | write_terms (t::ts) =
+ (if (not (is_Neg t)) then write " + " else ();
+ write_term t; write_terms ts)
+
+ fun write_goal (cplexMaximize term) =
+ (writeln "MAXIMIZE"; write_term term; writeln "")
+ | write_goal (cplexMinimize term) =
+ (writeln "MINIMIZE"; write_term term; writeln "")
+
+ fun write_cmp cplexLe = write "<"
+ | write_cmp cplexLeq = write "<="
+ | write_cmp cplexEq = write "="
+ | write_cmp cplexGe = write ">"
+ | write_cmp cplexGeq = write ">="
+
+ fun write_constr (cplexConstr (cmp, (a,b))) =
+ (write_term a;
+ write " ";
+ write_cmp cmp;
+ write " ";
+ write_term b)
+
+ fun write_constraints [] = ()
+ | write_constraints (c::cs) =
+ (if (fst c <> NONE)
+ then
+ (write (the (fst c)); write ": ")
+ else
+ ();
+ write_constr (snd c);
+ writeln "";
+ write_constraints cs)
+
+ fun write_bounds [] = ()
+ | write_bounds ((cplexBounds (t1,c1,t2,c2,t3))::bs) =
+ ((if t1 = cplexNeg cplexInf andalso t3 = cplexInf
+ andalso (c1 = cplexLeq orelse c1 = cplexLe)
+ andalso (c2 = cplexLeq orelse c2 = cplexLe)
+ then
+ (write_term t2; write " free")
+ else
+ (write_term t1; write " "; write_cmp c1; write " ";
+ write_term t2; write " "; write_cmp c2; write " ";
+ write_term t3)
+ ); writeln ""; write_bounds bs)
+ | write_bounds ((cplexBound (t1, c, t2)) :: bs) =
+ (write_term t1; write " ";
+ write_cmp c; write " ";
+ write_term t2; writeln ""; write_bounds bs)
+
+ val _ = write_goal goal
+ val _ = (writeln ""; writeln "ST")
+ val _ = write_constraints constraints
+ val _ = (writeln ""; writeln "BOUNDS")
+ val _ = write_bounds bounds
+ val _ = (writeln ""; writeln "END")
+ val _ = TextIO.closeOut f
+ in
+ ()
+ end
+
+fun norm_Constr (constr as cplexConstr (c, (t1, t2))) =
+ if not (modulo_signed is_Num t2) andalso
+ modulo_signed is_Num t1
+ then
+ [cplexConstr (rev_cmp c, (t2, t1))]
+ else if (c = cplexLe orelse c = cplexLeq) andalso
+ (t1 = (cplexNeg cplexInf) orelse t2 = cplexInf)
+ then
+ []
+ else if (c = cplexGe orelse c = cplexGeq) andalso
+ (t1 = cplexInf orelse t2 = cplexNeg cplexInf)
+ then
+ []
+ else
+ [constr]
+
+fun bound2constr (cplexBounds (t1,c1,t2,c2,t3)) =
+ (norm_Constr(cplexConstr (c1, (t1, t2))))
+ @ (norm_Constr(cplexConstr (c2, (t2, t3))))
+ | bound2constr (cplexBound (t1, cplexEq, t2)) =
+ (norm_Constr(cplexConstr (cplexLeq, (t1, t2))))
+ @ (norm_Constr(cplexConstr (cplexLeq, (t2, t1))))
+ | bound2constr (cplexBound (t1, c1, t2)) =
+ norm_Constr(cplexConstr (c1, (t1,t2)))
+
+val emptyset = Symtab.empty
+
+fun singleton v = Symtab.update (v, ()) emptyset
+
+fun merge a b = Symtab.merge (op =) (a, b)
+
+fun mergemap f ts = fold (fn x => fn table => merge table (f x)) ts Symtab.empty
+
+fun diff a b = Symtab.fold (Symtab.delete_safe o fst) b a
+
+fun collect_vars (cplexVar v) = singleton v
+ | collect_vars (cplexNeg t) = collect_vars t
+ | collect_vars (cplexProd (t1, t2)) =
+ merge (collect_vars t1) (collect_vars t2)
+ | collect_vars (cplexSum ts) = mergemap collect_vars ts
+ | collect_vars _ = emptyset
+
+(* Eliminates all nonfree bounds from the linear program and produces an
+ equivalent program with only free bounds
+ IF for the input program P holds: is_normed_cplexProg P *)
+fun elim_nonfree_bounds (cplexProg (name, goal, constraints, bounds)) =
+ let
+ fun collect_constr_vars (_, cplexConstr (_, (t1,_))) =
+ (collect_vars t1)
+
+ val cvars = merge (collect_vars (term_of_goal goal))
+ (mergemap collect_constr_vars constraints)
+
+ fun collect_lower_bounded_vars
+ (cplexBounds (_, _, cplexVar v, _, _)) =
+ singleton v
+ | collect_lower_bounded_vars
+ (cplexBound (_, cplexLe, cplexVar v)) =
+ singleton v
+ | collect_lower_bounded_vars
+ (cplexBound (_, cplexLeq, cplexVar v)) =
+ singleton v
+ | collect_lower_bounded_vars
+ (cplexBound (cplexVar v, cplexGe,_)) =
+ singleton v
+ | collect_lower_bounded_vars
+ (cplexBound (cplexVar v, cplexGeq, _)) =
+ singleton v
+ | collect_lower_bounded_vars
+ (cplexBound (cplexVar v, cplexEq, _)) =
+ singleton v
+ | collect_lower_bounded_vars _ = emptyset
+
+ val lvars = mergemap collect_lower_bounded_vars bounds
+ val positive_vars = diff cvars lvars
+ val zero = cplexNum "0"
+
+ fun make_pos_constr v =
+ (NONE, cplexConstr (cplexGeq, ((cplexVar v), zero)))
+
+ fun make_free_bound v =
+ cplexBounds (cplexNeg cplexInf, cplexLeq,
+ cplexVar v, cplexLeq,
+ cplexInf)
+
+ val pos_constrs = rev (Symtab.fold
+ (fn (k, _) => cons (make_pos_constr k))
+ positive_vars [])
+ val bound_constrs = map (pair NONE)
+ (maps bound2constr bounds)
+ val constraints' = constraints @ pos_constrs @ bound_constrs
+ val bounds' = rev (Symtab.fold (fn (v, _) => cons (make_free_bound v)) cvars []);
+ in
+ cplexProg (name, goal, constraints', bounds')
+ end
+
+fun relax_strict_ineqs (cplexProg (name, goals, constrs, bounds)) =
+ let
+ fun relax cplexLe = cplexLeq
+ | relax cplexGe = cplexGeq
+ | relax x = x
+
+ fun relax_constr (n, cplexConstr(c, (t1, t2))) =
+ (n, cplexConstr(relax c, (t1, t2)))
+
+ fun relax_bounds (cplexBounds (t1, c1, t2, c2, t3)) =
+ cplexBounds (t1, relax c1, t2, relax c2, t3)
+ | relax_bounds (cplexBound (t1, c, t2)) =
+ cplexBound (t1, relax c, t2)
+ in
+ cplexProg (name,
+ goals,
+ map relax_constr constrs,
+ map relax_bounds bounds)
+ end
+
+datatype cplexResult = Unbounded
+ | Infeasible
+ | Undefined
+ | Optimal of string * ((string * string) list)
+
+fun is_separator x = forall (fn c => c = #"-") (String.explode x)
+
+fun is_sign x = (x = "+" orelse x = "-")
+
+fun is_colon x = (x = ":")
+
+fun is_resultsymbol a =
+ let
+ val symbol_char = String.explode "!\"#$%&()/,.;?@_`'{}|~-"
+ fun is_symbol_char c = Char.isAlphaNum c orelse
+ exists (fn d => d=c) symbol_char
+ fun is_symbol_start c = is_symbol_char c andalso
+ not (Char.isDigit c) andalso
+ not (c= #".") andalso
+ not (c= #"-")
+ val b = String.explode a
+ in
+ b <> [] andalso is_symbol_start (hd b) andalso
+ forall is_symbol_char b
+ end
+
+val TOKEN_SIGN = 100
+val TOKEN_COLON = 101
+val TOKEN_SEPARATOR = 102
+
+fun load_glpkResult name =
+ let
+ val flist = [(is_NL, TOKEN_NL),
+ (is_blank, TOKEN_BLANK),
+ (is_num, TOKEN_NUM),
+ (is_sign, TOKEN_SIGN),
+ (is_colon, TOKEN_COLON),
+ (is_cmp, TOKEN_CMP),
+ (is_resultsymbol, TOKEN_SYMBOL),
+ (is_separator, TOKEN_SEPARATOR)]
+
+ val tokenize = tokenize_general flist
+
+ val f = TextIO.openIn name
+
+ val rest = Unsynchronized.ref []
+
+ fun readToken_helper () =
+ if length (!rest) > 0 then
+ let val u = hd (!rest) in
+ (
+ rest := tl (!rest);
+ SOME u
+ )
+ end
+ else
+ (case TextIO.inputLine f of
+ NONE => NONE
+ | SOME s => (rest := tokenize s; readToken_helper()))
+
+ fun is_tt tok ty = (tok <> NONE andalso (fst (the tok)) = ty)
+
+ fun pushToken a = if a = NONE then () else (rest := ((the a)::(!rest)))
+
+ fun readToken () =
+ let val t = readToken_helper () in
+ if is_tt t TOKEN_BLANK then
+ readToken ()
+ else if is_tt t TOKEN_NL then
+ let val t2 = readToken_helper () in
+ if is_tt t2 TOKEN_SIGN then
+ (pushToken (SOME (TOKEN_SEPARATOR, "-")); t)
+ else
+ (pushToken t2; t)
+ end
+ else if is_tt t TOKEN_SIGN then
+ let val t2 = readToken_helper () in
+ if is_tt t2 TOKEN_NUM then
+ (SOME (TOKEN_NUM, (snd (the t))^(snd (the t2))))
+ else
+ (pushToken t2; t)
+ end
+ else
+ t
+ end
+
+ fun readRestOfLine P =
+ let
+ val t = readToken ()
+ in
+ if is_tt t TOKEN_NL orelse t = NONE
+ then P
+ else readRestOfLine P
+ end
+
+ fun readHeader () =
+ let
+ fun readStatus () = readRestOfLine ("STATUS", snd (the (readToken ())))
+ fun readObjective () = readRestOfLine ("OBJECTIVE", snd (the (readToken (); readToken (); readToken ())))
+ val t1 = readToken ()
+ val t2 = readToken ()
+ in
+ if is_tt t1 TOKEN_SYMBOL andalso is_tt t2 TOKEN_COLON
+ then
+ case to_upper (snd (the t1)) of
+ "STATUS" => (readStatus ())::(readHeader ())
+ | "OBJECTIVE" => (readObjective())::(readHeader ())
+ | _ => (readRestOfLine (); readHeader ())
+ else
+ (pushToken t2; pushToken t1; [])
+ end
+
+ fun skip_until_sep () =
+ let val x = readToken () in
+ if is_tt x TOKEN_SEPARATOR then
+ readRestOfLine ()
+ else
+ skip_until_sep ()
+ end
+
+ fun load_value () =
+ let
+ val t1 = readToken ()
+ val t2 = readToken ()
+ in
+ if is_tt t1 TOKEN_NUM andalso is_tt t2 TOKEN_SYMBOL then
+ let
+ val t = readToken ()
+ val state = if is_tt t TOKEN_NL then readToken () else t
+ val _ = if is_tt state TOKEN_SYMBOL then () else raise (Load_cplexResult "state expected")
+ val k = readToken ()
+ in
+ if is_tt k TOKEN_NUM then
+ readRestOfLine (SOME (snd (the t2), snd (the k)))
+ else
+ raise (Load_cplexResult "number expected")
+ end
+ else
+ (pushToken t2; pushToken t1; NONE)
+ end
+
+ fun load_values () =
+ let val v = load_value () in
+ if v = NONE then [] else (the v)::(load_values ())
+ end
+
+ val header = readHeader ()
+
+ val result =
+ case AList.lookup (op =) header "STATUS" of
+ SOME "INFEASIBLE" => Infeasible
+ | SOME "UNBOUNDED" => Unbounded
+ | SOME "OPTIMAL" => Optimal (the (AList.lookup (op =) header "OBJECTIVE"),
+ (skip_until_sep ();
+ skip_until_sep ();
+ load_values ()))
+ | _ => Undefined
+
+ val _ = TextIO.closeIn f
+ in
+ result
+ end
+ handle (Tokenize s) => raise (Load_cplexResult ("Tokenize: "^s))
+ | Option => raise (Load_cplexResult "Option")
+
+fun load_cplexResult name =
+ let
+ val flist = [(is_NL, TOKEN_NL),
+ (is_blank, TOKEN_BLANK),
+ (is_num, TOKEN_NUM),
+ (is_sign, TOKEN_SIGN),
+ (is_colon, TOKEN_COLON),
+ (is_cmp, TOKEN_CMP),
+ (is_resultsymbol, TOKEN_SYMBOL)]
+
+ val tokenize = tokenize_general flist
+
+ val f = TextIO.openIn name
+
+ val rest = Unsynchronized.ref []
+
+ fun readToken_helper () =
+ if length (!rest) > 0 then
+ let val u = hd (!rest) in
+ (
+ rest := tl (!rest);
+ SOME u
+ )
+ end
+ else
+ (case TextIO.inputLine f of
+ NONE => NONE
+ | SOME s => (rest := tokenize s; readToken_helper()))
+
+ fun is_tt tok ty = (tok <> NONE andalso (fst (the tok)) = ty)
+
+ fun pushToken a = if a = NONE then () else (rest := ((the a)::(!rest)))
+
+ fun readToken () =
+ let val t = readToken_helper () in
+ if is_tt t TOKEN_BLANK then
+ readToken ()
+ else if is_tt t TOKEN_SIGN then
+ let val t2 = readToken_helper () in
+ if is_tt t2 TOKEN_NUM then
+ (SOME (TOKEN_NUM, (snd (the t))^(snd (the t2))))
+ else
+ (pushToken t2; t)
+ end
+ else
+ t
+ end
+
+ fun readRestOfLine P =
+ let
+ val t = readToken ()
+ in
+ if is_tt t TOKEN_NL orelse t = NONE
+ then P
+ else readRestOfLine P
+ end
+
+ fun readHeader () =
+ let
+ fun readStatus () = readRestOfLine ("STATUS", snd (the (readToken ())))
+ fun readObjective () =
+ let
+ val t = readToken ()
+ in
+ if is_tt t TOKEN_SYMBOL andalso to_upper (snd (the t)) = "VALUE" then
+ readRestOfLine ("OBJECTIVE", snd (the (readToken())))
+ else
+ readRestOfLine ("OBJECTIVE_NAME", snd (the t))
+ end
+
+ val t = readToken ()
+ in
+ if is_tt t TOKEN_SYMBOL then
+ case to_upper (snd (the t)) of
+ "STATUS" => (readStatus ())::(readHeader ())
+ | "OBJECTIVE" => (readObjective ())::(readHeader ())
+ | "SECTION" => (pushToken t; [])
+ | _ => (readRestOfLine (); readHeader ())
+ else
+ (readRestOfLine (); readHeader ())
+ end
+
+ fun skip_nls () =
+ let val x = readToken () in
+ if is_tt x TOKEN_NL then
+ skip_nls ()
+ else
+ (pushToken x; ())
+ end
+
+ fun skip_paragraph () =
+ if is_tt (readToken ()) TOKEN_NL then
+ (if is_tt (readToken ()) TOKEN_NL then
+ skip_nls ()
+ else
+ skip_paragraph ())
+ else
+ skip_paragraph ()
+
+ fun load_value () =
+ let
+ val t1 = readToken ()
+ val t1 = if is_tt t1 TOKEN_SYMBOL andalso snd (the t1) = "A" then readToken () else t1
+ in
+ if is_tt t1 TOKEN_NUM then
+ let
+ val name = readToken ()
+ val status = readToken ()
+ val value = readToken ()
+ in
+ if is_tt name TOKEN_SYMBOL andalso
+ is_tt status TOKEN_SYMBOL andalso
+ is_tt value TOKEN_NUM
+ then
+ readRestOfLine (SOME (snd (the name), snd (the value)))
+ else
+ raise (Load_cplexResult "column line expected")
+ end
+ else
+ (pushToken t1; NONE)
+ end
+
+ fun load_values () =
+ let val v = load_value () in
+ if v = NONE then [] else (the v)::(load_values ())
+ end
+
+ val header = readHeader ()
+
+ val result =
+ case AList.lookup (op =) header "STATUS" of
+ SOME "INFEASIBLE" => Infeasible
+ | SOME "NONOPTIMAL" => Unbounded
+ | SOME "OPTIMAL" => Optimal (the (AList.lookup (op =) header "OBJECTIVE"),
+ (skip_paragraph ();
+ skip_paragraph ();
+ skip_paragraph ();
+ skip_paragraph ();
+ skip_paragraph ();
+ load_values ()))
+ | _ => Undefined
+
+ val _ = TextIO.closeIn f
+ in
+ result
+ end
+ handle (Tokenize s) => raise (Load_cplexResult ("Tokenize: "^s))
+ | Option => raise (Load_cplexResult "Option")
+
+exception Execute of string;
+
+fun tmp_file s = Path.implode (Path.expand (File.tmp_path (Path.basic s)));
+fun wrap s = "\""^s^"\"";
+
+fun solve_glpk prog =
+ let
+ val name = string_of_int (Time.toMicroseconds (Time.now ()))
+ val lpname = tmp_file (name^".lp")
+ val resultname = tmp_file (name^".txt")
+ val _ = save_cplexFile lpname prog
+ val cplex_path = getenv "GLPK_PATH"
+ val cplex = if cplex_path = "" then "glpsol" else cplex_path
+ val command = (wrap cplex)^" --lpt "^(wrap lpname)^" --output "^(wrap resultname)
+ val answer = #1 (Isabelle_System.bash_output command)
+ in
+ let
+ val result = load_glpkResult resultname
+ val _ = OS.FileSys.remove lpname
+ val _ = OS.FileSys.remove resultname
+ in
+ result
+ end
+ handle (Load_cplexResult s) => raise (Execute ("Load_cplexResult: "^s^"\nExecute: "^answer))
+ | _ => raise (Execute answer) (* FIXME avoid handle _ *)
+ end
+
+fun solve_cplex prog =
+ let
+ fun write_script s lp r =
+ let
+ val f = TextIO.openOut s
+ val _ = TextIO.output (f, "read\n"^lp^"\noptimize\nwrite\n"^r^"\nquit")
+ val _ = TextIO.closeOut f
+ in
+ ()
+ end
+
+ val name = string_of_int (Time.toMicroseconds (Time.now ()))
+ val lpname = tmp_file (name^".lp")
+ val resultname = tmp_file (name^".txt")
+ val scriptname = tmp_file (name^".script")
+ val _ = save_cplexFile lpname prog
+ val _ = write_script scriptname lpname resultname
+ in
+ let
+ val result = load_cplexResult resultname
+ val _ = OS.FileSys.remove lpname
+ val _ = OS.FileSys.remove resultname
+ val _ = OS.FileSys.remove scriptname
+ in
+ result
+ end
+ end
+
+fun solve prog =
+ case get_solver () of
+ SOLVER_DEFAULT =>
+ (case getenv "LP_SOLVER" of
+ "CPLEX" => solve_cplex prog
+ | "GLPK" => solve_glpk prog
+ | _ => raise (Execute ("LP_SOLVER must be set to CPLEX or to GLPK")))
+ | SOLVER_CPLEX => solve_cplex prog
+ | SOLVER_GLPK => solve_glpk prog
+
+end;