lemon/lp_clp.cc
author Balazs Dezso <deba@inf.elte.hu>
Tue, 02 Dec 2008 22:48:28 +0100
changeset 459 ed54c0d13df0
permissions -rw-r--r--
Thorough redesign of the LP/MIP interface (#44)

- Redesigned class structure
- Redesigned iterators
- Some functions in the basic interface redesigned
- More complete setting functions
- Ray retrieving functions
- Lot of improvements
- Cplex common env
- CLP macro definition to config.h.in
- Update lp.h to also use soplex and clp
- Remove default_solver_name
- New solverName() function in solvers
- Handle exceptions for MipCplex test
- Rename tolerance parameter to epsilon
- Rename MapIt to CoeffIt
- Lot of documentation improvements
- Various bugfixes
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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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#include <lemon/lp_clp.h>
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#include <coin/ClpSimplex.hpp>
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namespace lemon {
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  LpClp::LpClp() {
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    _prob = new ClpSimplex();
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    _init_temporals();
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    messageLevel(MESSAGE_NO_OUTPUT);
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  }
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  LpClp::LpClp(const LpClp& other) {
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    _prob = new ClpSimplex(*other._prob);
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    rows = other.rows;
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    cols = other.cols;
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    _init_temporals();
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    messageLevel(MESSAGE_NO_OUTPUT);
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  }
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  LpClp::~LpClp() {
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    delete _prob;
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    _clear_temporals();
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  }
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  void LpClp::_init_temporals() {
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    _primal_ray = 0;
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    _dual_ray = 0;
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  }
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  void LpClp::_clear_temporals() {
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    if (_primal_ray) {
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      delete[] _primal_ray;
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      _primal_ray = 0;
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    }
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    if (_dual_ray) {
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      delete[] _dual_ray;
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      _dual_ray = 0;
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    }
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  }
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  LpClp* LpClp::_newSolver() const {
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    LpClp* newlp = new LpClp;
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    return newlp;
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  }
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  LpClp* LpClp::_cloneSolver() const {
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    LpClp* copylp = new LpClp(*this);
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    return copylp;
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  }
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  const char* LpClp::_solverName() const { return "LpClp"; }
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  int LpClp::_addCol() {
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    _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0);
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    return _prob->numberColumns() - 1;
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  }
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  int LpClp::_addRow() {
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    _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
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    return _prob->numberRows() - 1;
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  }
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  void LpClp::_eraseCol(int c) {
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    _col_names_ref.erase(_prob->getColumnName(c));
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    _prob->deleteColumns(1, &c);
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  }
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  void LpClp::_eraseRow(int r) {
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    _row_names_ref.erase(_prob->getRowName(r));
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    _prob->deleteRows(1, &r);
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  }
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  void LpClp::_eraseColId(int i) {
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    cols.eraseIndex(i);
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    cols.shiftIndices(i);
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  }
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  void LpClp::_eraseRowId(int i) {
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    rows.eraseIndex(i);
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    rows.shiftIndices(i);
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  }
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  void LpClp::_getColName(int c, std::string& name) const {
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    name = _prob->getColumnName(c);
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  }
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  void LpClp::_setColName(int c, const std::string& name) {
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    _prob->setColumnName(c, const_cast<std::string&>(name));
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    _col_names_ref[name] = c;
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  }
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  int LpClp::_colByName(const std::string& name) const {
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    std::map<std::string, int>::const_iterator it = _col_names_ref.find(name);
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    return it != _col_names_ref.end() ? it->second : -1;
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  }
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  void LpClp::_getRowName(int r, std::string& name) const {
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    name = _prob->getRowName(r);
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  }
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  void LpClp::_setRowName(int r, const std::string& name) {
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    _prob->setRowName(r, const_cast<std::string&>(name));
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    _row_names_ref[name] = r;
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  }
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  int LpClp::_rowByName(const std::string& name) const {
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    std::map<std::string, int>::const_iterator it = _row_names_ref.find(name);
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    return it != _row_names_ref.end() ? it->second : -1;
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  }
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  void LpClp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) {
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    std::map<int, Value> coeffs;
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    int n = _prob->clpMatrix()->getNumCols();
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    const int* indices = _prob->clpMatrix()->getIndices();
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    const double* elements = _prob->clpMatrix()->getElements();
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    for (int i = 0; i < n; ++i) {
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      CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i];
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      CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i];
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      const int* it = std::lower_bound(indices + begin, indices + end, ix);
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      if (it != indices + end && *it == ix && elements[it - indices] != 0.0) {
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        coeffs[i] = 0.0;
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      }
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    }
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    for (ExprIterator it = b; it != e; ++it) {
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      coeffs[it->first] = it->second;
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    }
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    for (std::map<int, Value>::iterator it = coeffs.begin();
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         it != coeffs.end(); ++it) {
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      _prob->modifyCoefficient(ix, it->first, it->second);
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    }
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  }
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  void LpClp::_getRowCoeffs(int ix, InsertIterator b) const {
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    int n = _prob->clpMatrix()->getNumCols();
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    const int* indices = _prob->clpMatrix()->getIndices();
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    const double* elements = _prob->clpMatrix()->getElements();
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    for (int i = 0; i < n; ++i) {
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      CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i];
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      CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i];
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      const int* it = std::lower_bound(indices + begin, indices + end, ix);
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      if (it != indices + end && *it == ix) {
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        *b = std::make_pair(i, elements[it - indices]);
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      }
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    }
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  }
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  void LpClp::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
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    std::map<int, Value> coeffs;
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    CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
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    CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
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    const int* indices = _prob->clpMatrix()->getIndices();
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    const double* elements = _prob->clpMatrix()->getElements();
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    for (CoinBigIndex i = begin; i != end; ++i) {
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      if (elements[i] != 0.0) {
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        coeffs[indices[i]] = 0.0;
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      }
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    }
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    for (ExprIterator it = b; it != e; ++it) {
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      coeffs[it->first] = it->second;
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    }
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    for (std::map<int, Value>::iterator it = coeffs.begin();
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         it != coeffs.end(); ++it) {
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      _prob->modifyCoefficient(it->first, ix, it->second);
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    }
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  }
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  void LpClp::_getColCoeffs(int ix, InsertIterator b) const {
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    CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
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    CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
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    const int* indices = _prob->clpMatrix()->getIndices();
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    const double* elements = _prob->clpMatrix()->getElements();
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    for (CoinBigIndex i = begin; i != end; ++i) {
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      *b = std::make_pair(indices[i], elements[i]);
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      ++b;
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    }
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  }
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  void LpClp::_setCoeff(int ix, int jx, Value value) {
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    _prob->modifyCoefficient(ix, jx, value);
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  }
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  LpClp::Value LpClp::_getCoeff(int ix, int jx) const {
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    CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
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    CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
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    const int* indices = _prob->clpMatrix()->getIndices();
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    const double* elements = _prob->clpMatrix()->getElements();
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    const int* it = std::lower_bound(indices + begin, indices + end, jx);
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    if (it != indices + end && *it == jx) {
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      return elements[it - indices];
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    } else {
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      return 0.0;
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    }
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  }
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  void LpClp::_setColLowerBound(int i, Value lo) {
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    _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
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  }
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  LpClp::Value LpClp::_getColLowerBound(int i) const {
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    double val = _prob->getColLower()[i];
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    return val == - COIN_DBL_MAX ? - INF : val;
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  }
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  void LpClp::_setColUpperBound(int i, Value up) {
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    _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
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  }
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  LpClp::Value LpClp::_getColUpperBound(int i) const {
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    double val = _prob->getColUpper()[i];
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    return val == COIN_DBL_MAX ? INF : val;
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  }
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  void LpClp::_setRowLowerBound(int i, Value lo) {
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    _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
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  }
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  LpClp::Value LpClp::_getRowLowerBound(int i) const {
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    double val = _prob->getRowLower()[i];
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    return val == - COIN_DBL_MAX ? - INF : val;
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  }
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  void LpClp::_setRowUpperBound(int i, Value up) {
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    _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
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  }
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  LpClp::Value LpClp::_getRowUpperBound(int i) const {
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    double val = _prob->getRowUpper()[i];
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    return val == COIN_DBL_MAX ? INF : val;
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  }
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  void LpClp::_setObjCoeffs(ExprIterator b, ExprIterator e) {
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    int num = _prob->clpMatrix()->getNumCols();
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    for (int i = 0; i < num; ++i) {
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      _prob->setObjectiveCoefficient(i, 0.0);
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    }
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    for (ExprIterator it = b; it != e; ++it) {
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      _prob->setObjectiveCoefficient(it->first, it->second);
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    }
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  }
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  void LpClp::_getObjCoeffs(InsertIterator b) const {
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    int num = _prob->clpMatrix()->getNumCols();
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    for (int i = 0; i < num; ++i) {
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      Value coef = _prob->getObjCoefficients()[i];
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      if (coef != 0.0) {
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        *b = std::make_pair(i, coef);
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        ++b;
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      }
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    }
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  }
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  void LpClp::_setObjCoeff(int i, Value obj_coef) {
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    _prob->setObjectiveCoefficient(i, obj_coef);
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  }
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  LpClp::Value LpClp::_getObjCoeff(int i) const {
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    return _prob->getObjCoefficients()[i];
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  }
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  LpClp::SolveExitStatus LpClp::_solve() {
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    return _prob->primal() >= 0 ? SOLVED : UNSOLVED;
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  }
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  LpClp::SolveExitStatus LpClp::solvePrimal() {
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    return _prob->primal() >= 0 ? SOLVED : UNSOLVED;
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  }
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  LpClp::SolveExitStatus LpClp::solveDual() {
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    return _prob->dual() >= 0 ? SOLVED : UNSOLVED;
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  }
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  LpClp::SolveExitStatus LpClp::solveBarrier() {
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    return _prob->barrier() >= 0 ? SOLVED : UNSOLVED;
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  }
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  LpClp::Value LpClp::_getPrimal(int i) const {
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    return _prob->primalColumnSolution()[i];
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  }
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  LpClp::Value LpClp::_getPrimalValue() const {
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    return _prob->objectiveValue();
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  }
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  LpClp::Value LpClp::_getDual(int i) const {
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    return _prob->dualRowSolution()[i];
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  }
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  LpClp::Value LpClp::_getPrimalRay(int i) const {
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    if (!_primal_ray) {
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      _primal_ray = _prob->unboundedRay();
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      LEMON_ASSERT(_primal_ray != 0, "Primal ray is not provided");
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    }
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    return _primal_ray[i];
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  }
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  LpClp::Value LpClp::_getDualRay(int i) const {
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    if (!_dual_ray) {
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      _dual_ray = _prob->infeasibilityRay();
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      LEMON_ASSERT(_dual_ray != 0, "Dual ray is not provided");
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    }
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    return _dual_ray[i];
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  }
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  LpClp::VarStatus LpClp::_getColStatus(int i) const {
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    switch (_prob->getColumnStatus(i)) {
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    case ClpSimplex::basic:
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      return BASIC;
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    case ClpSimplex::isFree:
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      return FREE;
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    case ClpSimplex::atUpperBound:
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      return UPPER;
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    case ClpSimplex::atLowerBound:
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      return LOWER;
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    case ClpSimplex::isFixed:
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      return FIXED;
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    case ClpSimplex::superBasic:
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      return FREE;
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    default:
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      LEMON_ASSERT(false, "Wrong column status");
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      return VarStatus();
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    }
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  }
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  LpClp::VarStatus LpClp::_getRowStatus(int i) const {
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    switch (_prob->getColumnStatus(i)) {
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    case ClpSimplex::basic:
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      return BASIC;
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    case ClpSimplex::isFree:
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      return FREE;
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    case ClpSimplex::atUpperBound:
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      return UPPER;
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    case ClpSimplex::atLowerBound:
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      return LOWER;
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   369
    case ClpSimplex::isFixed:
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   370
      return FIXED;
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   371
    case ClpSimplex::superBasic:
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   372
      return FREE;
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   373
    default:
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   374
      LEMON_ASSERT(false, "Wrong row status");
deba@459
   375
      return VarStatus();
deba@459
   376
    }
deba@459
   377
  }
deba@459
   378
deba@459
   379
deba@459
   380
  LpClp::ProblemType LpClp::_getPrimalType() const {
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   381
    if (_prob->isProvenOptimal()) {
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   382
      return OPTIMAL;
deba@459
   383
    } else if (_prob->isProvenPrimalInfeasible()) {
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   384
      return INFEASIBLE;
deba@459
   385
    } else if (_prob->isProvenDualInfeasible()) {
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   386
      return UNBOUNDED;
deba@459
   387
    } else {
deba@459
   388
      return UNDEFINED;
deba@459
   389
    }
deba@459
   390
  }
deba@459
   391
deba@459
   392
  LpClp::ProblemType LpClp::_getDualType() const {
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   393
    if (_prob->isProvenOptimal()) {
deba@459
   394
      return OPTIMAL;
deba@459
   395
    } else if (_prob->isProvenDualInfeasible()) {
deba@459
   396
      return INFEASIBLE;
deba@459
   397
    } else if (_prob->isProvenPrimalInfeasible()) {
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   398
      return INFEASIBLE;
deba@459
   399
    } else {
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   400
      return UNDEFINED;
deba@459
   401
    }
deba@459
   402
  }
deba@459
   403
deba@459
   404
  void LpClp::_setSense(LpClp::Sense sense) {
deba@459
   405
    switch (sense) {
deba@459
   406
    case MIN:
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   407
      _prob->setOptimizationDirection(1);
deba@459
   408
      break;
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   409
    case MAX:
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   410
      _prob->setOptimizationDirection(-1);
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   411
      break;
deba@459
   412
    }
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   413
  }
deba@459
   414
deba@459
   415
  LpClp::Sense LpClp::_getSense() const {
deba@459
   416
    double dir = _prob->optimizationDirection();
deba@459
   417
    if (dir > 0.0) {
deba@459
   418
      return MIN;
deba@459
   419
    } else {
deba@459
   420
      return MAX;
deba@459
   421
    }
deba@459
   422
  }
deba@459
   423
deba@459
   424
  void LpClp::_clear() {
deba@459
   425
    delete _prob;
deba@459
   426
    _prob = new ClpSimplex();
deba@459
   427
    rows.clear();
deba@459
   428
    cols.clear();
deba@459
   429
    _col_names_ref.clear();
deba@459
   430
    _clear_temporals();
deba@459
   431
  }
deba@459
   432
deba@459
   433
  void LpClp::messageLevel(MessageLevel m) {
deba@459
   434
    _prob->setLogLevel(static_cast<int>(m));
deba@459
   435
  }
deba@459
   436
deba@459
   437
} //END OF NAMESPACE LEMON