1.1 --- /dev/null Thu Jan 01 00:00:00 1970 +0000
1.2 +++ b/test/mip_test.cc Tue Dec 02 21:40:33 2008 +0100
1.3 @@ -0,0 +1,126 @@
1.4 +/* -*- mode: C++; indent-tabs-mode: nil; -*-
1.5 + *
1.6 + * This file is a part of LEMON, a generic C++ optimization library.
1.7 + *
1.8 + * Copyright (C) 2003-2008
1.9 + * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
1.10 + * (Egervary Research Group on Combinatorial Optimization, EGRES).
1.11 + *
1.12 + * Permission to use, modify and distribute this software is granted
1.13 + * provided that this copyright notice appears in all copies. For
1.14 + * precise terms see the accompanying LICENSE file.
1.15 + *
1.16 + * This software is provided "AS IS" with no warranty of any kind,
1.17 + * express or implied, and with no claim as to its suitability for any
1.18 + * purpose.
1.19 + *
1.20 + */
1.21 +
1.22 +#include "test_tools.h"
1.23 +
1.24 +
1.25 +#ifdef HAVE_CONFIG_H
1.26 +#include <lemon/config.h>
1.27 +#endif
1.28 +
1.29 +#ifdef HAVE_CPLEX
1.30 +#include <lemon/mip_cplex.h>
1.31 +#endif
1.32 +
1.33 +#ifdef HAVE_GLPK
1.34 +#include <lemon/mip_glpk.h>
1.35 +#endif
1.36 +
1.37 +
1.38 +using namespace lemon;
1.39 +
1.40 +void solveAndCheck(MipSolverBase& lp, MipSolverBase::SolutionStatus stat,
1.41 + double exp_opt) {
1.42 + using std::string;
1.43 +
1.44 + lp.solve();
1.45 + //int decimal,sign;
1.46 + std::ostringstream buf;
1.47 + buf << "Primalstatus should be: " << int(stat)
1.48 + <<" and it is "<<int(lp.mipStatus());
1.49 +
1.50 +
1.51 + // itoa(stat,buf1, 10);
1.52 + check(lp.mipStatus()==stat, buf.str());
1.53 +
1.54 + if (stat == MipSolverBase::OPTIMAL) {
1.55 + std::ostringstream sbuf;
1.56 + buf << "Wrong optimal value: the right optimum is " << exp_opt;
1.57 + check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str());
1.58 + //+ecvt(exp_opt,2)
1.59 + }
1.60 +}
1.61 +
1.62 +void aTest(MipSolverBase& mip)
1.63 +{
1.64 + //The following example is very simple
1.65 +
1.66 +
1.67 + typedef MipSolverBase::Row Row;
1.68 + typedef MipSolverBase::Col Col;
1.69 +
1.70 +
1.71 +
1.72 + Col x1 = mip.addCol();
1.73 + Col x2 = mip.addCol();
1.74 +
1.75 +
1.76 + //Objective function
1.77 + mip.obj(x1);
1.78 +
1.79 + mip.max();
1.80 +
1.81 +
1.82 + //Unconstrained optimization
1.83 + mip.solve();
1.84 + //Check it out!
1.85 +
1.86 + //Constraints
1.87 + mip.addRow(2*x1+x2 <=2);
1.88 + mip.addRow(x1-2*x2 <=0);
1.89 +
1.90 + //Nonnegativity of the variable x1
1.91 + mip.colLowerBound(x1, 0);
1.92 +
1.93 + //Maximization of x1
1.94 + //over the triangle with vertices (0,0),(4/5,2/5),(0,2)
1.95 + double expected_opt=4.0/5.0;
1.96 + solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt);
1.97 +
1.98 + //Restrict x2 to integer
1.99 + mip.colType(x2,MipSolverBase::INT);
1.100 + expected_opt=1.0/2.0;
1.101 + solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt);
1.102 +
1.103 +
1.104 + //Restrict both to integer
1.105 + mip.colType(x1,MipSolverBase::INT);
1.106 + expected_opt=0;
1.107 + solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt);
1.108 +
1.109 +
1.110 +
1.111 +}
1.112 +
1.113 +
1.114 +int main()
1.115 +{
1.116 +
1.117 +#ifdef HAVE_GLPK
1.118 + MipGlpk mip1;
1.119 + aTest(mip1);
1.120 +#endif
1.121 +
1.122 +#ifdef HAVE_CPLEX
1.123 + MipCplex mip2;
1.124 + aTest(mip2);
1.125 +#endif
1.126 +
1.127 + return 0;
1.128 +
1.129 +}