lemon/cplex.h
author Peter Kovacs <kpeter@inf.elte.hu>
Fri, 03 Apr 2009 18:59:15 +0200
changeset 600 6ac5d9ae1d3d
parent 461 08d495d48089
child 528 9db62975c32b
permissions -rw-r--r--
Support real types + numerical stability fix in NS (#254)

- Real types are supported by appropriate inicialization.
- A feature of the XTI spanning tree structure is removed to ensure
numerical stability (could cause problems using integer types).
The node potentials are updated always on the lower subtree,
in order to prevent overflow problems.
The former method isn't notably faster during to our tests.
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/* -*- mode: C++; indent-tabs-mode: nil; -*-
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 *
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 * This file is a part of LEMON, a generic C++ optimization library.
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 *
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 * Copyright (C) 2003-2008
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 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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 * (Egervary Research Group on Combinatorial Optimization, EGRES).
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 *
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 * Permission to use, modify and distribute this software is granted
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 * provided that this copyright notice appears in all copies. For
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 * precise terms see the accompanying LICENSE file.
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 *
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 * This software is provided "AS IS" with no warranty of any kind,
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 * express or implied, and with no claim as to its suitability for any
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 * purpose.
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 *
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 */
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#ifndef LEMON_CPLEX_H
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#define LEMON_CPLEX_H
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///\file
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///\brief Header of the LEMON-CPLEX lp solver interface.
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#include <lemon/lp_base.h>
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struct cpxenv;
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struct cpxlp;
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namespace lemon {
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  /// \brief Reference counted wrapper around cpxenv pointer
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  ///
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  /// The cplex uses environment object which is responsible for
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  /// checking the proper license usage. This class provides a simple
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  /// interface for share the environment object between different
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  /// problems.
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  class CplexEnv {
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    friend class CplexBase;
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  private:
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    cpxenv* _env;
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    mutable int* _cnt;
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  public:
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    /// \brief This exception is thrown when the license check is not
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    /// sufficient
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    class LicenseError : public Exception {
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      friend class CplexEnv;
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    private:
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      LicenseError(int status);
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      char _message[510];
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    public:
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      /// The short error message
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      virtual const char* what() const throw() {
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        return _message;
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      }
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    };
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    /// Constructor
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    CplexEnv();
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    /// Shallow copy constructor
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    CplexEnv(const CplexEnv&);
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    /// Shallow assignement
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    CplexEnv& operator=(const CplexEnv&);
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    /// Destructor
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    virtual ~CplexEnv();
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  protected:
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    cpxenv* cplexEnv() { return _env; }
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    const cpxenv* cplexEnv() const { return _env; }
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  };
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  /// \brief Base interface for the CPLEX LP and MIP solver
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  ///
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  /// This class implements the common interface of the CPLEX LP and
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  /// MIP solvers.  
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  /// \ingroup lp_group
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  class CplexBase : virtual public LpBase {
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  protected:
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    CplexEnv _env;
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    cpxlp* _prob;
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    CplexBase();
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    CplexBase(const CplexEnv&);
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    CplexBase(const CplexBase &);
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    virtual ~CplexBase();
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    virtual int _addCol();
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    virtual int _addRow();
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    virtual void _eraseCol(int i);
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    virtual void _eraseRow(int i);
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    virtual void _eraseColId(int i);
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    virtual void _eraseRowId(int i);
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    virtual void _getColName(int col, std::string& name) const;
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    virtual void _setColName(int col, const std::string& name);
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    virtual int _colByName(const std::string& name) const;
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    virtual void _getRowName(int row, std::string& name) const;
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    virtual void _setRowName(int row, const std::string& name);
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    virtual int _rowByName(const std::string& name) const;
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    virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e);
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    virtual void _getRowCoeffs(int i, InsertIterator b) const;
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    virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e);
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    virtual void _getColCoeffs(int i, InsertIterator b) const;
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    virtual void _setCoeff(int row, int col, Value value);
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    virtual Value _getCoeff(int row, int col) const;
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    virtual void _setColLowerBound(int i, Value value);
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    virtual Value _getColLowerBound(int i) const;
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    virtual void _setColUpperBound(int i, Value value);
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    virtual Value _getColUpperBound(int i) const;
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  private:
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    void _set_row_bounds(int i, Value lb, Value ub);
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  protected:
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    virtual void _setRowLowerBound(int i, Value value);
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    virtual Value _getRowLowerBound(int i) const;
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    virtual void _setRowUpperBound(int i, Value value);
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    virtual Value _getRowUpperBound(int i) const;
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    virtual void _setObjCoeffs(ExprIterator b, ExprIterator e);
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    virtual void _getObjCoeffs(InsertIterator b) const;
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    virtual void _setObjCoeff(int i, Value obj_coef);
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    virtual Value _getObjCoeff(int i) const;
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    virtual void _setSense(Sense sense);
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    virtual Sense _getSense() const;
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    virtual void _clear();
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  public:
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    /// Returns the used \c CplexEnv instance
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    const CplexEnv& env() const { return _env; }
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    ///
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    const cpxenv* cplexEnv() const { return _env.cplexEnv(); }
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    cpxlp* cplexLp() { return _prob; }
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    const cpxlp* cplexLp() const { return _prob; }
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  };
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  /// \brief Interface for the CPLEX LP solver
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  ///
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  /// This class implements an interface for the CPLEX LP solver.
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  ///\ingroup lp_group
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  class CplexLp : public CplexBase, public LpSolver {
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  public:
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    /// \e
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    CplexLp();
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    /// \e
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    CplexLp(const CplexEnv&);
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    /// \e
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    CplexLp(const CplexLp&);
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    /// \e
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    virtual ~CplexLp();
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  private:
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    // these values cannot retrieved element by element
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    mutable std::vector<int> _col_status;
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    mutable std::vector<int> _row_status;
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    mutable std::vector<Value> _primal_ray;
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    mutable std::vector<Value> _dual_ray;
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    void _clear_temporals();
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    SolveExitStatus convertStatus(int status);
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  protected:
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    virtual CplexLp* _cloneSolver() const;
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    virtual CplexLp* _newSolver() const;
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    virtual const char* _solverName() const;
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    virtual SolveExitStatus _solve();
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    virtual Value _getPrimal(int i) const;
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    virtual Value _getDual(int i) const;
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    virtual Value _getPrimalValue() const;
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    virtual VarStatus _getColStatus(int i) const;
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    virtual VarStatus _getRowStatus(int i) const;
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    virtual Value _getPrimalRay(int i) const;
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    virtual Value _getDualRay(int i) const;
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    virtual ProblemType _getPrimalType() const;
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    virtual ProblemType _getDualType() const;
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  public:
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    /// Solve with primal simplex method
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    SolveExitStatus solvePrimal();
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    /// Solve with dual simplex method
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    SolveExitStatus solveDual();
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    /// Solve with barrier method
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    SolveExitStatus solveBarrier();
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  };
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  /// \brief Interface for the CPLEX MIP solver
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  ///
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  /// This class implements an interface for the CPLEX MIP solver.
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  ///\ingroup lp_group
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  class CplexMip : public CplexBase, public MipSolver {
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  public:
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    /// \e
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    CplexMip();
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    /// \e
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    CplexMip(const CplexEnv&);
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    /// \e
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    CplexMip(const CplexMip&);
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    /// \e
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    virtual ~CplexMip();
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  protected:
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    virtual CplexMip* _cloneSolver() const;
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    virtual CplexMip* _newSolver() const;
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    virtual const char* _solverName() const;
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    virtual ColTypes _getColType(int col) const;
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    virtual void _setColType(int col, ColTypes col_type);
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    virtual SolveExitStatus _solve();
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    virtual ProblemType _getType() const;
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    virtual Value _getSol(int i) const;
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    virtual Value _getSolValue() const;
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  };
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} //END OF NAMESPACE LEMON
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#endif //LEMON_CPLEX_H
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