Advance routines

src/Gurobi.jl

@@ -53,6 +53,9 @@ module Gurobi
     # grb_quad
     add_qpterms!, add_qconstr!,
 
+    # Advance Routines
+    get_basisidx, get_tableaurow, get_tableaurow!,
+
     # higher level
     gurobi_model,
 
@@ -72,6 +75,7 @@ module Gurobi
     include("grb_attrs.jl")
     include("grb_constrs.jl")
     include("grb_quad.jl")
+    include("grb_advroutines.jl")
     include("grb_highlevel.jl")
 
     include("grb_solve.jl")

src/grb_advroutines.jl

@@ -0,0 +1,53 @@
+mutable struct GRBsvec
+    len::Cint
+    ind::Ptr{Cint}
+    val::Ptr{Cdouble}
+end
+
+function get_tableaurow_grb(model::Model, cidx::Integer)
+    len = num_vars(model)+num_constrs(model)
+    idx = Array{Cint}(len)
+    val = Array{Cdouble}(len)
+
+    grb_v = GRBsvec(0, pointer(idx) , pointer(val))
+    ret = @grb_ccall(BinvRowi, Cint, (
+        Ptr{Void},
+        Cint,
+        Ref{GRBsvec}),
+        model, convert(Cint, cidx-1), grb_v)
+    if ret != 0
+        throw(GurobiError(model.env, ret))
+    end
+    return idx[1:grb_v.len]+1, val[1:grb_v.len]
+end
+
+function get_tableaurow!(row::Vector{Float64}, model::Model, cidx::Integer)
+    idx, val = get_tableaurow_grb(model, cidx)
+    row[idx] = val
+    return nothing
+end
+
+function get_tableaurow!(BinvA::Matrix{Float64}, model::Model, cidx::Integer)
+    idx, val = get_tableaurow_grb(model, cidx)
+    BinvA[cidx, idx] = val
+    return nothing
+end
+
+function get_tableaurow(model::Model, cidx::Integer)
+    len = num_vars(model)+num_constrs(model)
+    spv = zeros(len)
+    get_tableaurow!(spv, model, cidx)
+    return spv
+end
+
+function get_basisidx(model::Model)
+    v = Array{Cint}(num_constrs(model))
+    ret = @grb_ccall(getBasisHead, Cint, (
+        Ptr{Void},
+        Ptr{Int}),
+        model, v)
+    if ret != 0
+        throw(GurobiError(model.env, ret))
+    end
+    return v+1
+end

test/advanced_routines.jl

@@ -0,0 +1,46 @@
+#   maximize 4 x + 3 y
+#
+#   s.t. 2 x + 1 y <= 4
+#        1 x + 2 y <= 1
+#        x >= 0, y >= 0
+#
+#   solution: x = 1, y = 0, objv = 4
+
+using Gurobi, Base.Test
+
+@testset "GRB basis" begin
+    env = Gurobi.Env()
+
+    model = Gurobi.Model(env, "test basis", :maximize)
+
+    add_cvar!(model, 4., 0., Inf)  # x
+    add_cvar!(model, 3., 0., Inf)  # y
+    update_model!(model)
+
+    add_constr!(model, [2., 1., 0.], '<', 4.)
+    add_constr!(model, [1., 2., 0.], '<', 1.)
+
+    update_model!(model)
+
+    println(model)
+
+    optimize(model)
+    @test get_solution(model) ≈ [1, 0.]
+    @test get_objval(model) ≈ 4.
+
+    #  A = get_constrmatrix(model)
+    #  A = [A eye(2)]
+    #  B_index = get_basisidx(model)
+    #  B = A[:,B_index]
+    #  invBA = full(B)\full(A)
+
+    @test Gurobi.get_basisidx(model) == [1, 3]
+    @test get_tableaurow(model, 1) ≈ [1., 2., 0., 1.]
+    @test get_tableaurow(model, 2) ≈ [0., -3., 1., -2.]
+
+    BinvA = zeros(num_constrs(model), num_vars(model)+num_constrs(model))
+    Gurobi.get_tableaurow!(BinvA, model, 1)
+    Gurobi.get_tableaurow!(BinvA, model, 2)
+    @test BinvA ≈ [1. 2. 0. 1.; 0. -3. 1. -2.]
+
+end

test/runtests.jl

@@ -12,6 +12,7 @@ tests = [
     "test_grb_attrs",
     "env",
     "range_constraints",
+    "advanced_routines",
     "test_get_strarray",
     "large_coefficients"
 ]