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added a working farmer example
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‎examples/cpp/Makefile‎

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#!/bin/bash
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CXX=g++
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INCDIR=../../build/include
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all: farmer_*.cpp
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$(CXX) -o farmer farmer.cpp
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$(CXX) -o farmer_dec farmer_dec.cpp

‎examples/cpp/farmer_dec.cpp‎

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#include <stdlib.h>
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#include <stdio.h>
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#include <dlfcn.h>
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/*
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Farmer example: This is based on a well-known stochastic programming problem.
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minimize 1/3 * (150 x11 + 230 x21 + 260 x31 + 238 y11 + 210 y21 - 170 w11 - 150 w21 - 36 w31 - 10 w41)
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+ 1/3 * (150 x12 + 230 x22 + 260 x32 + 238 y12 + 210 y22 - 170 w12 - 150 w22 - 36 w32 - 10 w42)
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+ 1/3 * (150 x13 + 230 x23 + 260 x33 + 238 y13 + 210 y23 - 170 w13 - 150 w23 - 36 w33 - 10 w43)
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subject to
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x11 - x12 == 0
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x21 - x22 == 0
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x31 - x32 == 0
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x12 - x13 == 0
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x22 - x23 == 0
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x32 - x33 == 0
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Each block has the following constraint matrix and the common row bound vectors:
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A1 = [1 1 1 ]
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[3.0 1.0 -1.0 ]
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[ 3.6 1.0 -1.0 ]
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[ 24 -1.0 -1.0]
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[ 1.0 ]
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A2 = [1 1 1 ]
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[2.5 1.0 -1.0 ]
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[ 3.0 1.0 -1.0 ]
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[ 20 -1.0 -1.0]
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[ 1.0 ]
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A3 = [1 1 1 ]
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[2.0 1.0 -1.0 ]
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[ 2.4 1.0 -1.0 ]
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[ 16 -1.0 -1.0]
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[ 1.0 ]
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bl = [-Inf 200 240 0.0 -Inf]
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bu = [500 Inf Inf Inf 6000]
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*/
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int main(int argc, char **argv)
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{
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void *handle;
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char *error;
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// Load the library
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handle = dlopen("libDsp.dylib", RTLD_LAZY);
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if (!handle) {
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fputs (dlerror(), stderr);
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exit(1);
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}
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void* env = NULL;
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env = ((void *(*)())dlsym(handle, "createEnv"))();
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if (env == NULL) {
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printf("Failed to create DSP environment.\n");
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} else {
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printf("Successfully created DSP environment.\n");
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}
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// Problem Data
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int nvars = 27;
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int ncons0 = 6;
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int ncons1 = 5;
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double obj[] = {150/3, 230/3, 260/3, 238/3, 210/3, -170/3, -150/3, -36/3, -10/3};
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double rlbd0[] = {0, 0, 0, 0, 0, 0};
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double rubd0[] = {0, 0, 0, 0, 0, 0};
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double rlbd1[] = {-1e+20, 200, 240, 0, -1e+20};
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double rubd1[] = {500, 1e+20, 1e+20, 1e+20, 6000};
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int start0[] = {0, 2, 4, 6, 8, 10, 12};
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int index0[] = {0, 9, 1, 10, 2, 11, 9, 18, 10, 19, 11, 20};
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double value0[] = {1, -1, 1, -1, 1, -1, 1, -1, 1, -1, 1, -1};
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int start1[] = {0, 3, 6, 9, 12, 13};
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int index1[] = {0, 1, 2, 0, 3, 5, 1, 4, 6, 2, 7, 8, 7};
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double value1[] = {1, 1, 1, 3, 1, -1, 3.6, 1, -1, 24, -1, -1, 1};
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double value2[] = {1, 1, 1, 2.5, 1, -1, 3, 1, -1, 20, -1, -1, 1};
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double value3[] = {1, 1, 1, 2, 1, -1, 2.4, 1, -1, 16, -1, -1, 1};
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double *obj0 = new double [nvars];
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double *clbd0 = new double [nvars];
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double *cubd0 = new double [nvars];
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char *ctype0 = new char [nvars];
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for (int j = 0; j < nvars; ++j) {
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obj0[j] = obj[j % 9];
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clbd0[j] = 0.0;
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cubd0[j] = 1e+20;
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ctype0[j] = j % 9 < 3 ? 'I' : 'C';
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}
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((void (*)(
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void *,
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int,
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int,
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int,
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int,
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int*,
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int*,
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double*,
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double*,
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double*,
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char*,
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double*,
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double*,
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double*
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))dlsym(handle, "loadBlockProblem"))(
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env,
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0,
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nvars,
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ncons0,
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start0[ncons0],
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start0,
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index0,
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value0,
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clbd0,
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cubd0,
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ctype0,
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obj0,
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rlbd0,
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rubd0
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);
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int *index_ = new int [start1[ncons1]];
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double *value_ = new double [start1[ncons1]];
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// create each block
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for (int block = 0; block < 3; block++) {
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for (int j = 0; j < start1[ncons1]; ++j) {
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index_[j] = index1[j] + block * 9;
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if (block == 0) value_[j] = value1[j];
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else if (block == 1) value_[j] = value2[j];
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else if (block == 2) value_[j] = value3[j];
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}
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((void (*)(
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void *,
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int,
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int,
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int,
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int,
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int*,
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int*,
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double*,
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double*,
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double*,
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char*,
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double*,
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double*,
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double*
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))dlsym(handle, "loadBlockProblem"))(
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env,
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block + 1,
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nvars,
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ncons1,
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start1[ncons1],
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start1,
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index_,
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value_,
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clbd0,
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cubd0,
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ctype0,
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obj0,
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rlbd1,
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rubd1
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);
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}
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// Important to call this!
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((void (*)(void*))dlsym(handle, "updateBlocks"))(env);
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// ((void (*)(void*))dlsym(handle, "solveDe"))(env); // solve the deterministic equivalent problem
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((void (*)(void*))dlsym(handle, "solveDw"))(env); // solve the Dantzig-Wolfe decomposition
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double primal_bound = ((double (*)(void*))dlsym(handle, "getPrimalBound"))(env);
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printf("Primal bound = %e\n", primal_bound);
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double *solution = new double [nvars];
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((void (*)(void*, int, double*))dlsym(handle, "getPrimalSolution"))(env, nvars, solution);
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for (int j = 0; j < nvars; ++j) {
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printf("var%2d = %f\n", j, solution[j]);
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}
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// ((void (*)(void*, const char*))dlsym(handle, "writeMps"))(env, "farmer");
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if (env != NULL) {
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((void (*)(void*&))dlsym(handle, "freeEnv"))(env);
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env = NULL;
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printf("Successfully freed DSP environment.\n");
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}
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dlclose(handle);
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delete [] obj0;
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delete [] clbd0;
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delete [] cubd0;
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delete [] ctype0;
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delete [] index_;
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delete [] value_;
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delete [] solution;
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return 0;
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}

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