lemon/clp.cc
author Alpar Juttner <alpar@cs.elte.hu>
Wed, 14 Jan 2009 15:55:29 +0000
changeset 470 81627fa1b007
parent 461 08d495d48089
child 528 9db62975c32b
permissions -rw-r--r--
Own support for isnan()
     1 /* -*- mode: C++; indent-tabs-mode: nil; -*-
     2  *
     3  * This file is a part of LEMON, a generic C++ optimization library.
     4  *
     5  * Copyright (C) 2003-2008
     6  * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
     7  * (Egervary Research Group on Combinatorial Optimization, EGRES).
     8  *
     9  * Permission to use, modify and distribute this software is granted
    10  * provided that this copyright notice appears in all copies. For
    11  * precise terms see the accompanying LICENSE file.
    12  *
    13  * This software is provided "AS IS" with no warranty of any kind,
    14  * express or implied, and with no claim as to its suitability for any
    15  * purpose.
    16  *
    17  */
    18 
    19 #include <lemon/clp.h>
    20 #include <coin/ClpSimplex.hpp>
    21 
    22 namespace lemon {
    23 
    24   ClpLp::ClpLp() {
    25     _prob = new ClpSimplex();
    26     _init_temporals();
    27     messageLevel(MESSAGE_NO_OUTPUT);
    28   }
    29 
    30   ClpLp::ClpLp(const ClpLp& other) {
    31     _prob = new ClpSimplex(*other._prob);
    32     rows = other.rows;
    33     cols = other.cols;
    34     _init_temporals();
    35     messageLevel(MESSAGE_NO_OUTPUT);
    36   }
    37 
    38   ClpLp::~ClpLp() {
    39     delete _prob;
    40     _clear_temporals();
    41   }
    42 
    43   void ClpLp::_init_temporals() {
    44     _primal_ray = 0;
    45     _dual_ray = 0;
    46   }
    47 
    48   void ClpLp::_clear_temporals() {
    49     if (_primal_ray) {
    50       delete[] _primal_ray;
    51       _primal_ray = 0;
    52     }
    53     if (_dual_ray) {
    54       delete[] _dual_ray;
    55       _dual_ray = 0;
    56     }
    57   }
    58 
    59   ClpLp* ClpLp::_newSolver() const {
    60     ClpLp* newlp = new ClpLp;
    61     return newlp;
    62   }
    63 
    64   ClpLp* ClpLp::_cloneSolver() const {
    65     ClpLp* copylp = new ClpLp(*this);
    66     return copylp;
    67   }
    68 
    69   const char* ClpLp::_solverName() const { return "ClpLp"; }
    70 
    71   int ClpLp::_addCol() {
    72     _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0);
    73     return _prob->numberColumns() - 1;
    74   }
    75 
    76   int ClpLp::_addRow() {
    77     _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
    78     return _prob->numberRows() - 1;
    79   }
    80 
    81 
    82   void ClpLp::_eraseCol(int c) {
    83     _col_names_ref.erase(_prob->getColumnName(c));
    84     _prob->deleteColumns(1, &c);
    85   }
    86 
    87   void ClpLp::_eraseRow(int r) {
    88     _row_names_ref.erase(_prob->getRowName(r));
    89     _prob->deleteRows(1, &r);
    90   }
    91 
    92   void ClpLp::_eraseColId(int i) {
    93     cols.eraseIndex(i);
    94     cols.shiftIndices(i);
    95   }
    96 
    97   void ClpLp::_eraseRowId(int i) {
    98     rows.eraseIndex(i);
    99     rows.shiftIndices(i);
   100   }
   101 
   102   void ClpLp::_getColName(int c, std::string& name) const {
   103     name = _prob->getColumnName(c);
   104   }
   105 
   106   void ClpLp::_setColName(int c, const std::string& name) {
   107     _prob->setColumnName(c, const_cast<std::string&>(name));
   108     _col_names_ref[name] = c;
   109   }
   110 
   111   int ClpLp::_colByName(const std::string& name) const {
   112     std::map<std::string, int>::const_iterator it = _col_names_ref.find(name);
   113     return it != _col_names_ref.end() ? it->second : -1;
   114   }
   115 
   116   void ClpLp::_getRowName(int r, std::string& name) const {
   117     name = _prob->getRowName(r);
   118   }
   119 
   120   void ClpLp::_setRowName(int r, const std::string& name) {
   121     _prob->setRowName(r, const_cast<std::string&>(name));
   122     _row_names_ref[name] = r;
   123   }
   124 
   125   int ClpLp::_rowByName(const std::string& name) const {
   126     std::map<std::string, int>::const_iterator it = _row_names_ref.find(name);
   127     return it != _row_names_ref.end() ? it->second : -1;
   128   }
   129 
   130 
   131   void ClpLp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) {
   132     std::map<int, Value> coeffs;
   133 
   134     int n = _prob->clpMatrix()->getNumCols();
   135 
   136     const int* indices = _prob->clpMatrix()->getIndices();
   137     const double* elements = _prob->clpMatrix()->getElements();
   138 
   139     for (int i = 0; i < n; ++i) {
   140       CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i];
   141       CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i];
   142 
   143       const int* it = std::lower_bound(indices + begin, indices + end, ix);
   144       if (it != indices + end && *it == ix && elements[it - indices] != 0.0) {
   145         coeffs[i] = 0.0;
   146       }
   147     }
   148 
   149     for (ExprIterator it = b; it != e; ++it) {
   150       coeffs[it->first] = it->second;
   151     }
   152 
   153     for (std::map<int, Value>::iterator it = coeffs.begin();
   154          it != coeffs.end(); ++it) {
   155       _prob->modifyCoefficient(ix, it->first, it->second);
   156     }
   157   }
   158 
   159   void ClpLp::_getRowCoeffs(int ix, InsertIterator b) const {
   160     int n = _prob->clpMatrix()->getNumCols();
   161 
   162     const int* indices = _prob->clpMatrix()->getIndices();
   163     const double* elements = _prob->clpMatrix()->getElements();
   164 
   165     for (int i = 0; i < n; ++i) {
   166       CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i];
   167       CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i];
   168 
   169       const int* it = std::lower_bound(indices + begin, indices + end, ix);
   170       if (it != indices + end && *it == ix) {
   171         *b = std::make_pair(i, elements[it - indices]);
   172       }
   173     }
   174   }
   175 
   176   void ClpLp::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
   177     std::map<int, Value> coeffs;
   178 
   179     CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
   180     CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
   181 
   182     const int* indices = _prob->clpMatrix()->getIndices();
   183     const double* elements = _prob->clpMatrix()->getElements();
   184 
   185     for (CoinBigIndex i = begin; i != end; ++i) {
   186       if (elements[i] != 0.0) {
   187         coeffs[indices[i]] = 0.0;
   188       }
   189     }
   190     for (ExprIterator it = b; it != e; ++it) {
   191       coeffs[it->first] = it->second;
   192     }
   193     for (std::map<int, Value>::iterator it = coeffs.begin();
   194          it != coeffs.end(); ++it) {
   195       _prob->modifyCoefficient(it->first, ix, it->second);
   196     }
   197   }
   198 
   199   void ClpLp::_getColCoeffs(int ix, InsertIterator b) const {
   200     CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
   201     CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
   202 
   203     const int* indices = _prob->clpMatrix()->getIndices();
   204     const double* elements = _prob->clpMatrix()->getElements();
   205 
   206     for (CoinBigIndex i = begin; i != end; ++i) {
   207       *b = std::make_pair(indices[i], elements[i]);
   208       ++b;
   209     }
   210   }
   211 
   212   void ClpLp::_setCoeff(int ix, int jx, Value value) {
   213     _prob->modifyCoefficient(ix, jx, value);
   214   }
   215 
   216   ClpLp::Value ClpLp::_getCoeff(int ix, int jx) const {
   217     CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
   218     CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
   219 
   220     const int* indices = _prob->clpMatrix()->getIndices();
   221     const double* elements = _prob->clpMatrix()->getElements();
   222 
   223     const int* it = std::lower_bound(indices + begin, indices + end, jx);
   224     if (it != indices + end && *it == jx) {
   225       return elements[it - indices];
   226     } else {
   227       return 0.0;
   228     }
   229   }
   230 
   231   void ClpLp::_setColLowerBound(int i, Value lo) {
   232     _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
   233   }
   234 
   235   ClpLp::Value ClpLp::_getColLowerBound(int i) const {
   236     double val = _prob->getColLower()[i];
   237     return val == - COIN_DBL_MAX ? - INF : val;
   238   }
   239 
   240   void ClpLp::_setColUpperBound(int i, Value up) {
   241     _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
   242   }
   243 
   244   ClpLp::Value ClpLp::_getColUpperBound(int i) const {
   245     double val = _prob->getColUpper()[i];
   246     return val == COIN_DBL_MAX ? INF : val;
   247   }
   248 
   249   void ClpLp::_setRowLowerBound(int i, Value lo) {
   250     _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
   251   }
   252 
   253   ClpLp::Value ClpLp::_getRowLowerBound(int i) const {
   254     double val = _prob->getRowLower()[i];
   255     return val == - COIN_DBL_MAX ? - INF : val;
   256   }
   257 
   258   void ClpLp::_setRowUpperBound(int i, Value up) {
   259     _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
   260   }
   261 
   262   ClpLp::Value ClpLp::_getRowUpperBound(int i) const {
   263     double val = _prob->getRowUpper()[i];
   264     return val == COIN_DBL_MAX ? INF : val;
   265   }
   266 
   267   void ClpLp::_setObjCoeffs(ExprIterator b, ExprIterator e) {
   268     int num = _prob->clpMatrix()->getNumCols();
   269     for (int i = 0; i < num; ++i) {
   270       _prob->setObjectiveCoefficient(i, 0.0);
   271     }
   272     for (ExprIterator it = b; it != e; ++it) {
   273       _prob->setObjectiveCoefficient(it->first, it->second);
   274     }
   275   }
   276 
   277   void ClpLp::_getObjCoeffs(InsertIterator b) const {
   278     int num = _prob->clpMatrix()->getNumCols();
   279     for (int i = 0; i < num; ++i) {
   280       Value coef = _prob->getObjCoefficients()[i];
   281       if (coef != 0.0) {
   282         *b = std::make_pair(i, coef);
   283         ++b;
   284       }
   285     }
   286   }
   287 
   288   void ClpLp::_setObjCoeff(int i, Value obj_coef) {
   289     _prob->setObjectiveCoefficient(i, obj_coef);
   290   }
   291 
   292   ClpLp::Value ClpLp::_getObjCoeff(int i) const {
   293     return _prob->getObjCoefficients()[i];
   294   }
   295 
   296   ClpLp::SolveExitStatus ClpLp::_solve() {
   297     return _prob->primal() >= 0 ? SOLVED : UNSOLVED;
   298   }
   299 
   300   ClpLp::SolveExitStatus ClpLp::solvePrimal() {
   301     return _prob->primal() >= 0 ? SOLVED : UNSOLVED;
   302   }
   303 
   304   ClpLp::SolveExitStatus ClpLp::solveDual() {
   305     return _prob->dual() >= 0 ? SOLVED : UNSOLVED;
   306   }
   307 
   308   ClpLp::SolveExitStatus ClpLp::solveBarrier() {
   309     return _prob->barrier() >= 0 ? SOLVED : UNSOLVED;
   310   }
   311 
   312   ClpLp::Value ClpLp::_getPrimal(int i) const {
   313     return _prob->primalColumnSolution()[i];
   314   }
   315   ClpLp::Value ClpLp::_getPrimalValue() const {
   316     return _prob->objectiveValue();
   317   }
   318 
   319   ClpLp::Value ClpLp::_getDual(int i) const {
   320     return _prob->dualRowSolution()[i];
   321   }
   322 
   323   ClpLp::Value ClpLp::_getPrimalRay(int i) const {
   324     if (!_primal_ray) {
   325       _primal_ray = _prob->unboundedRay();
   326       LEMON_ASSERT(_primal_ray != 0, "Primal ray is not provided");
   327     }
   328     return _primal_ray[i];
   329   }
   330 
   331   ClpLp::Value ClpLp::_getDualRay(int i) const {
   332     if (!_dual_ray) {
   333       _dual_ray = _prob->infeasibilityRay();
   334       LEMON_ASSERT(_dual_ray != 0, "Dual ray is not provided");
   335     }
   336     return _dual_ray[i];
   337   }
   338 
   339   ClpLp::VarStatus ClpLp::_getColStatus(int i) const {
   340     switch (_prob->getColumnStatus(i)) {
   341     case ClpSimplex::basic:
   342       return BASIC;
   343     case ClpSimplex::isFree:
   344       return FREE;
   345     case ClpSimplex::atUpperBound:
   346       return UPPER;
   347     case ClpSimplex::atLowerBound:
   348       return LOWER;
   349     case ClpSimplex::isFixed:
   350       return FIXED;
   351     case ClpSimplex::superBasic:
   352       return FREE;
   353     default:
   354       LEMON_ASSERT(false, "Wrong column status");
   355       return VarStatus();
   356     }
   357   }
   358 
   359   ClpLp::VarStatus ClpLp::_getRowStatus(int i) const {
   360     switch (_prob->getColumnStatus(i)) {
   361     case ClpSimplex::basic:
   362       return BASIC;
   363     case ClpSimplex::isFree:
   364       return FREE;
   365     case ClpSimplex::atUpperBound:
   366       return UPPER;
   367     case ClpSimplex::atLowerBound:
   368       return LOWER;
   369     case ClpSimplex::isFixed:
   370       return FIXED;
   371     case ClpSimplex::superBasic:
   372       return FREE;
   373     default:
   374       LEMON_ASSERT(false, "Wrong row status");
   375       return VarStatus();
   376     }
   377   }
   378 
   379 
   380   ClpLp::ProblemType ClpLp::_getPrimalType() const {
   381     if (_prob->isProvenOptimal()) {
   382       return OPTIMAL;
   383     } else if (_prob->isProvenPrimalInfeasible()) {
   384       return INFEASIBLE;
   385     } else if (_prob->isProvenDualInfeasible()) {
   386       return UNBOUNDED;
   387     } else {
   388       return UNDEFINED;
   389     }
   390   }
   391 
   392   ClpLp::ProblemType ClpLp::_getDualType() const {
   393     if (_prob->isProvenOptimal()) {
   394       return OPTIMAL;
   395     } else if (_prob->isProvenDualInfeasible()) {
   396       return INFEASIBLE;
   397     } else if (_prob->isProvenPrimalInfeasible()) {
   398       return INFEASIBLE;
   399     } else {
   400       return UNDEFINED;
   401     }
   402   }
   403 
   404   void ClpLp::_setSense(ClpLp::Sense sense) {
   405     switch (sense) {
   406     case MIN:
   407       _prob->setOptimizationDirection(1);
   408       break;
   409     case MAX:
   410       _prob->setOptimizationDirection(-1);
   411       break;
   412     }
   413   }
   414 
   415   ClpLp::Sense ClpLp::_getSense() const {
   416     double dir = _prob->optimizationDirection();
   417     if (dir > 0.0) {
   418       return MIN;
   419     } else {
   420       return MAX;
   421     }
   422   }
   423 
   424   void ClpLp::_clear() {
   425     delete _prob;
   426     _prob = new ClpSimplex();
   427     rows.clear();
   428     cols.clear();
   429     _col_names_ref.clear();
   430     _clear_temporals();
   431   }
   432 
   433   void ClpLp::messageLevel(MessageLevel m) {
   434     _prob->setLogLevel(static_cast<int>(m));
   435   }
   436 
   437 } //END OF NAMESPACE LEMON