+
+ ctr_subroutes_valued++;
+
+ /* We need to construct the LP problem. GLPK talks
+ * about rows and columns, which are numbered from 1.
+ *
+ * Each column is a `structural variable' ie one of the entries in
+ * the objective function. In our case the set of structural
+ * variable is, for each port, the set of Trades which collect at
+ * that island. (We use `port' to mean `specific visit to an
+ * island' so if an island appears more than once so do its trades.)
+ * We don't need to worry about crossing with all the possible
+ * delivery locations as we always deliver on the first port.
+ * We will call such a structural variable a Flow, for brevity.
+ *
+ * We iterate over the possible Flows adding them as columns as we
+ * go, and also adding their entries to the various constraints.
+ *
+ * Each row is an `auxiliary variable' ie one of the constraints.
+ * We have two kinds of constraint:
+ * - mass/volume/capital: one constraint for each sailed leg
+ * (unless relevant constraint is not satisfied)
+ * - quantity of commodity available for collection
+ * or delivery at particular price and island
+ * The former are numbered predictably: we have first all the mass
+ * limits, then all the volume limits, then all the capital limits
+ * (as applicable) - one for each leg, ie one for each entry
+ * in islands except the first.
+ *
+ * The latter are added as needed and the row numbers are stored in
+ * a data structure for later reuse.
+ */
+
+ assert(nislands >= 1);
+ assert(++generation);
+
+ assert(!lp);
+ lp= lpx_create_prob();
+ lpx_set_obj_dir(lp, LPX_MAX);
+ lpx_set_int_parm(lp, LPX_K_MSGLEV, DEBUGP(lp) ? 3 : 1);
+ lpx_set_int_parm(lp, LPX_K_PRESOL, 1);
+
+ if (DEBUGP(value)) {
+ lpx_set_prob_name(lp,(char*)"value_route");
+ lpx_set_obj_name(lp,(char*)"profit");
+ }
+
+ int legs= nislands-1;
+ int mass_constraints= setup_leg_constraints(max_mass, legs, "mass");
+ int volu_constraints= setup_leg_constraints(max_volu, legs, "volu");
+ int capi_constraints= setup_leg_constraints(max_capi, legs, "capi");
+
+ double delay_slot_loss_factor= 1.0;
+ for (s=0;
+ s<nislands;
+ s++, delay_slot_loss_factor *= LOSS_FACTOR_PER_DELAY_SLOT) {
+ int si= islands[s];
+
+ for (d= s + exclude_arbitrage;
+ d < nislands;
+ d++) {
+ int di= islands[d];
+ int already_d;
+ for (already_d=s+1; already_d<d; already_d++)
+ if (islands[already_d] == di)
+ /* visited this island already since we left s, uninteresting */
+ goto next_d;
+
+ if (d>s && di==si)
+ /* route has returned to si, no need to think more about s */
+ goto next_s;
+
+ /*----- actually add these trades to the LP problem -----*/
+
+ IslandPair *ip= ipair_get_maybe(islands[s], islands[d]);
+
+ if (!ip || !ip->trades)
+ goto next_d;
+
+ double loss_factor= delay_slot_loss_factor * ip->distance_loss_factor;
+ debugf(" SOME i%d#%d..i%d#%d dslf=%g dlf=%g lf=%g\n",
+ si,s, di,d,
+ delay_slot_loss_factor, ip->distance_loss_factor, loss_factor);
+
+ TradesBlock *block;
+ for (block=ip->trades; block; block=block->next) {
+ int inblock;
+ for (inblock=0; inblock<block->ntrades; inblock++) {
+ Trade *t= &block->t[inblock];
+
+ debugf(" TRADE i%d#%d..i%d#%d c%d %d-%d ",
+ si,s, di,d, t->commodid, t->src_price, t->dst_price);
+
+ IslandTradeEnd
+ *src_ite= get_ite(t, &itradeends[si].src, t->src_price),
+ *dst_ite= get_ite(t, &itradeends[di].dst, t->dst_price);
+
+ int qty= src_ite->qty < dst_ite->qty ? src_ite->qty : dst_ite->qty;
+ int maxprofit= qty * (t->dst_price - t->src_price);
+ debugf("maxprofit=%d ",maxprofit);
+ if (maxprofit < min_trade_maxprofit) {
+ debugf("trivial\n");
+ continue;
+ }
+
+ nconstraint_rows=0;
+
+ avail_c(t, src_ite, t->src_price, "src", si,ss_ite_sell);
+ avail_c(t, dst_ite, t->dst_price, "dst", di,ss_ite_buy);
+
+ int leg;
+ for (leg=s; leg<d; leg++) {
+ add_leg_c(mass_constraints,leg, commodstab[t->commodid].mass*1e-3);
+ add_leg_c(volu_constraints,leg, commodstab[t->commodid].volu*1e-3);
+ add_leg_c(capi_constraints,leg, t->src_price);
+ }
+
+ double unit_profit= t->dst_price * loss_factor - t->src_price;
+ debugf(" unit profit %f\n", unit_profit);
+ if (unit_profit <= 0) continue;
+
+ int col= lpx_add_cols(lp,1);
+ lpx_set_col_bnds(lp, col, LPX_LO, 0, 0);
+ lpx_set_obj_coef(lp, col, unit_profit);
+ lpx_set_mat_col(lp, col, nconstraint_rows,
+ constraint_rows, constraint_coeffs);
+
+ if (DEBUGP(value)) {
+ char *name= masprintf("c%d_p%d_%d_p%d_%d", t->commodid,
+ s, t->src_price, d, t->dst_price);
+ lpx_set_col_name(lp, col, name);
+ free(name);
+ }
+ } /* inblock */
+ } /* block */
+
+ /*----- that's done adding these trades to the LP problem -----*/
+
+ next_d:;
+ } /* for (d) */
+ next_s:;
+ } /* for (s) */
+
+ double profit= 0;
+
+ if (lpx_get_num_cols(lp)) {
+ ctr_subroutes_nonempty++;
+
+ if (DEBUGP(lp))
+ lpx_write_cpxlp(lp, (char*)DEBUG_DEV);
+
+ int ipr= lpx_simplex(lp);
+ assert(ipr==LPX_E_OK);
+
+ if (DEBUGP(lp))
+ lpx_print_sol(lp, (char*)DEBUG_DEV);
+
+ int lpst= lpx_get_status(lp);
+ assert(lpst == LPX_OPT);
+ profit= lpx_get_obj_val(lp);
+ }
+
+ lpx_delete_prob(lp);
+ lp= 0;
+
+ debugf(" %s %f\n",
+ exclude_arbitrage ? "base value" : "route value",
+ profit);
+ return profit;
+}
+
+#define TRADE_FROM \
+ " FROM sell, buy\n" \
+ " WHERE sell.commodid=buy.commodid AND sell.price < buy.price\n"
+
+static void read_trades(void) {
+ /* We would like to use DISTINCT but sqlite3 is too stupid
+ * to notice that it could use the index to do the DISTINCT
+ * which makes it rather slow. */
+ sqlite3_stmt *ss_trades;
+
+#define TRADE_COLS \
+ "sell.commodid, sell.islandid, sell.price, buy.islandid, buy.price"
+ SQL_PREPARE(ss_trades,
+ " SELECT " TRADE_COLS "\n"
+ TRADE_FROM
+ " ORDER BY " TRADE_COLS);
+
+ SQL_DISTINCT_DECL(cols,5);
+ while (SQL_DISTINCT_STEP(ss_trades,cols,5)) {
+ ctr_trades_loaded++;
+ IslandPair *ip= ipair_get_create(cols[1], cols[3]);
+ TradesBlock *block= ip->trades;
+ if (!block || ip->trades->ntrades >= TRADES_PER_BLOCK) {
+ NEW(block);
+ block->next= ip->trades;
+ ip->trades= block;
+ block->ntrades= 0;