R/getBounds.R

In alteryx/AlteryxPrescriptive: Simulation and Optimization Tools in Alteryx

getBounds_matrix <- function(idata){
  li <- 1:NROW(idata$O)
  ui <- 1:NROW(idata$O)
  lb <- ifelse(idata$O$lb, idata$O$lb, 0)
  ub <- ifelse(idata$O$ub, idata$O$ub, Inf)
  nobj <- max(li, ui)
  bounds <- V_bound(li = li, ui = ui, lb = lb, ub = ub, nobj = nobj)
  # Need to treat bounds very carefully. V_bound strips default bounds which are
  # 0 for lower and Inf for upper. As a result it will return a list, with zero
  # bounds. But ROI_solve requires bounds to be NULL if it is expected to use
  # defaults.
  if ((length(bounds$lower$ind) == 0) && (length(bounds$upper$ind) == 0)){
    bounds <- NULL
  }
  bounds
}

# Get Bounds from Object -----
getBounds <- function(mod){
  li <- mod$bounds$lower$ind
  ui <- mod$bounds$upper$ind
  lb <- mod$bounds$lower$val
  ub <- mod$bounds$upper$val
  # we force evaluation of nobj due to lazy evaluation error in V_bound
  nobj <- max(li, ui)
  bounds <- V_bound(li = li, ui = ui, lb = lb, ub = ub, nobj = nobj)
  # Need to treat bounds very carefully. V_bound strips default bounds which are
  # 0 for lower and Inf for upper. As a result it will return a list, with zero
  # bounds. But ROI_solve requires bounds to be NULL if it is expected to use
  # defaults.
  if ((length(bounds$lower$ind) == 0) && (length(bounds$upper$ind) == 0)){
    bounds <- NULL
  }
  bounds
}

# Get bounds for Gurobi ----
# mod: OP object from ROI
getBounds_gurobi <- function(mod){
  li <- mod$bounds$lower$ind
  ui <- mod$bounds$upper$ind
  lb <- mod$bounds$lower$val
  ub <- mod$bounds$upper$val
  # we force evaluation of nobj due to lazy evaluation error in V_bound
  if (is.null(li) && is.null(ui)){
    list(lb = NULL, ub = NULL)
  } else {
    nobj <- max(li, ui)
    lb_ <- rep(0, nobj)
    if (!is.null(li)){
      lb_[li] <- lb
    }

    ub_ <- rep(Inf, nobj)
    if (!is.null(ui)){
      ub_[ui] <- ub
    }
    list(lb = lb_, ub = ub_)
  }
}

# Get bounds for glpkAPI
# mod: list, lp$bounds where lp is OP object from ROI
# getBounds_glpkAPI <- function(mod, n_objective_vars) {
#   lb <- rep(0, n_objective_vars)
#   ub <- rep(Inf, n_objective_vars)
#
#   ind_lb <- mod$bounds$lower$ind
#   val_lb <- mod$bounds$lower$val
#   ind_ub <- mod$bounds$upper$ind
#   val_ub <- mod$bounds$upper$val
#
#   lb[ind_lb] <- val_lb
#   ub[ind_ub] <- val_ub
#
#   type <- rep(0, n_objective_vars)
#   for (i in 1:n_objective_vars) {
#     if (lb[i] == -Inf) {
#       if (ub[i] == Inf) {
#         type[i] <- GLP_FR
#       } else {
#         type[i] <- GLP_UP
#       }
#     } else {
#       if (ub[i] == Inf) {
#         type[i] <- GLP_LO
#       } else {
#         if(ub[i] > lb[i]) {
#           type[i] <- GLP_DB
#         } else if(ub[i] == lb[i]) {
#           type[i] <- GLP_FX
#         } else {
#           stop("Error: decision variable's upper bound is less than its lower bound!")
#         }
#       }
#     }
#   }
#
#   list(lb = lb, ub = ub, type = type)
# }