1.1 --- /dev/null Thu Jan 01 00:00:00 1970 +0000
1.2 +++ b/lemon/clp.cc Thu Nov 05 15:50:01 2009 +0100
1.3 @@ -0,0 +1,466 @@
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 <lemon/clp.h>
1.23 +#include <coin/ClpSimplex.hpp>
1.24 +
1.25 +namespace lemon {
1.26 +
1.27 + ClpLp::ClpLp() {
1.28 + _prob = new ClpSimplex();
1.29 + _init_temporals();
1.30 + messageLevel(MESSAGE_NOTHING);
1.31 + }
1.32 +
1.33 + ClpLp::ClpLp(const ClpLp& other) {
1.34 + _prob = new ClpSimplex(*other._prob);
1.35 + rows = other.rows;
1.36 + cols = other.cols;
1.37 + _init_temporals();
1.38 + messageLevel(MESSAGE_NOTHING);
1.39 + }
1.40 +
1.41 + ClpLp::~ClpLp() {
1.42 + delete _prob;
1.43 + _clear_temporals();
1.44 + }
1.45 +
1.46 + void ClpLp::_init_temporals() {
1.47 + _primal_ray = 0;
1.48 + _dual_ray = 0;
1.49 + }
1.50 +
1.51 + void ClpLp::_clear_temporals() {
1.52 + if (_primal_ray) {
1.53 + delete[] _primal_ray;
1.54 + _primal_ray = 0;
1.55 + }
1.56 + if (_dual_ray) {
1.57 + delete[] _dual_ray;
1.58 + _dual_ray = 0;
1.59 + }
1.60 + }
1.61 +
1.62 + ClpLp* ClpLp::newSolver() const {
1.63 + ClpLp* newlp = new ClpLp;
1.64 + return newlp;
1.65 + }
1.66 +
1.67 + ClpLp* ClpLp::cloneSolver() const {
1.68 + ClpLp* copylp = new ClpLp(*this);
1.69 + return copylp;
1.70 + }
1.71 +
1.72 + const char* ClpLp::_solverName() const { return "ClpLp"; }
1.73 +
1.74 + int ClpLp::_addCol() {
1.75 + _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0);
1.76 + return _prob->numberColumns() - 1;
1.77 + }
1.78 +
1.79 + int ClpLp::_addRow() {
1.80 + _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
1.81 + return _prob->numberRows() - 1;
1.82 + }
1.83 +
1.84 + int ClpLp::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
1.85 + std::vector<int> indexes;
1.86 + std::vector<Value> values;
1.87 +
1.88 + for(ExprIterator it = b; it != e; ++it) {
1.89 + indexes.push_back(it->first);
1.90 + values.push_back(it->second);
1.91 + }
1.92 +
1.93 + _prob->addRow(values.size(), &indexes.front(), &values.front(), l, u);
1.94 + return _prob->numberRows() - 1;
1.95 + }
1.96 +
1.97 +
1.98 + void ClpLp::_eraseCol(int c) {
1.99 + _col_names_ref.erase(_prob->getColumnName(c));
1.100 + _prob->deleteColumns(1, &c);
1.101 + }
1.102 +
1.103 + void ClpLp::_eraseRow(int r) {
1.104 + _row_names_ref.erase(_prob->getRowName(r));
1.105 + _prob->deleteRows(1, &r);
1.106 + }
1.107 +
1.108 + void ClpLp::_eraseColId(int i) {
1.109 + cols.eraseIndex(i);
1.110 + cols.shiftIndices(i);
1.111 + }
1.112 +
1.113 + void ClpLp::_eraseRowId(int i) {
1.114 + rows.eraseIndex(i);
1.115 + rows.shiftIndices(i);
1.116 + }
1.117 +
1.118 + void ClpLp::_getColName(int c, std::string& name) const {
1.119 + name = _prob->getColumnName(c);
1.120 + }
1.121 +
1.122 + void ClpLp::_setColName(int c, const std::string& name) {
1.123 + _prob->setColumnName(c, const_cast<std::string&>(name));
1.124 + _col_names_ref[name] = c;
1.125 + }
1.126 +
1.127 + int ClpLp::_colByName(const std::string& name) const {
1.128 + std::map<std::string, int>::const_iterator it = _col_names_ref.find(name);
1.129 + return it != _col_names_ref.end() ? it->second : -1;
1.130 + }
1.131 +
1.132 + void ClpLp::_getRowName(int r, std::string& name) const {
1.133 + name = _prob->getRowName(r);
1.134 + }
1.135 +
1.136 + void ClpLp::_setRowName(int r, const std::string& name) {
1.137 + _prob->setRowName(r, const_cast<std::string&>(name));
1.138 + _row_names_ref[name] = r;
1.139 + }
1.140 +
1.141 + int ClpLp::_rowByName(const std::string& name) const {
1.142 + std::map<std::string, int>::const_iterator it = _row_names_ref.find(name);
1.143 + return it != _row_names_ref.end() ? it->second : -1;
1.144 + }
1.145 +
1.146 +
1.147 + void ClpLp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) {
1.148 + std::map<int, Value> coeffs;
1.149 +
1.150 + int n = _prob->clpMatrix()->getNumCols();
1.151 +
1.152 + const int* indices = _prob->clpMatrix()->getIndices();
1.153 + const double* elements = _prob->clpMatrix()->getElements();
1.154 +
1.155 + for (int i = 0; i < n; ++i) {
1.156 + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i];
1.157 + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i];
1.158 +
1.159 + const int* it = std::lower_bound(indices + begin, indices + end, ix);
1.160 + if (it != indices + end && *it == ix && elements[it - indices] != 0.0) {
1.161 + coeffs[i] = 0.0;
1.162 + }
1.163 + }
1.164 +
1.165 + for (ExprIterator it = b; it != e; ++it) {
1.166 + coeffs[it->first] = it->second;
1.167 + }
1.168 +
1.169 + for (std::map<int, Value>::iterator it = coeffs.begin();
1.170 + it != coeffs.end(); ++it) {
1.171 + _prob->modifyCoefficient(ix, it->first, it->second);
1.172 + }
1.173 + }
1.174 +
1.175 + void ClpLp::_getRowCoeffs(int ix, InsertIterator b) const {
1.176 + int n = _prob->clpMatrix()->getNumCols();
1.177 +
1.178 + const int* indices = _prob->clpMatrix()->getIndices();
1.179 + const double* elements = _prob->clpMatrix()->getElements();
1.180 +
1.181 + for (int i = 0; i < n; ++i) {
1.182 + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i];
1.183 + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i];
1.184 +
1.185 + const int* it = std::lower_bound(indices + begin, indices + end, ix);
1.186 + if (it != indices + end && *it == ix) {
1.187 + *b = std::make_pair(i, elements[it - indices]);
1.188 + }
1.189 + }
1.190 + }
1.191 +
1.192 + void ClpLp::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
1.193 + std::map<int, Value> coeffs;
1.194 +
1.195 + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
1.196 + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
1.197 +
1.198 + const int* indices = _prob->clpMatrix()->getIndices();
1.199 + const double* elements = _prob->clpMatrix()->getElements();
1.200 +
1.201 + for (CoinBigIndex i = begin; i != end; ++i) {
1.202 + if (elements[i] != 0.0) {
1.203 + coeffs[indices[i]] = 0.0;
1.204 + }
1.205 + }
1.206 + for (ExprIterator it = b; it != e; ++it) {
1.207 + coeffs[it->first] = it->second;
1.208 + }
1.209 + for (std::map<int, Value>::iterator it = coeffs.begin();
1.210 + it != coeffs.end(); ++it) {
1.211 + _prob->modifyCoefficient(it->first, ix, it->second);
1.212 + }
1.213 + }
1.214 +
1.215 + void ClpLp::_getColCoeffs(int ix, InsertIterator b) const {
1.216 + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
1.217 + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
1.218 +
1.219 + const int* indices = _prob->clpMatrix()->getIndices();
1.220 + const double* elements = _prob->clpMatrix()->getElements();
1.221 +
1.222 + for (CoinBigIndex i = begin; i != end; ++i) {
1.223 + *b = std::make_pair(indices[i], elements[i]);
1.224 + ++b;
1.225 + }
1.226 + }
1.227 +
1.228 + void ClpLp::_setCoeff(int ix, int jx, Value value) {
1.229 + _prob->modifyCoefficient(ix, jx, value);
1.230 + }
1.231 +
1.232 + ClpLp::Value ClpLp::_getCoeff(int ix, int jx) const {
1.233 + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
1.234 + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
1.235 +
1.236 + const int* indices = _prob->clpMatrix()->getIndices();
1.237 + const double* elements = _prob->clpMatrix()->getElements();
1.238 +
1.239 + const int* it = std::lower_bound(indices + begin, indices + end, jx);
1.240 + if (it != indices + end && *it == jx) {
1.241 + return elements[it - indices];
1.242 + } else {
1.243 + return 0.0;
1.244 + }
1.245 + }
1.246 +
1.247 + void ClpLp::_setColLowerBound(int i, Value lo) {
1.248 + _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
1.249 + }
1.250 +
1.251 + ClpLp::Value ClpLp::_getColLowerBound(int i) const {
1.252 + double val = _prob->getColLower()[i];
1.253 + return val == - COIN_DBL_MAX ? - INF : val;
1.254 + }
1.255 +
1.256 + void ClpLp::_setColUpperBound(int i, Value up) {
1.257 + _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
1.258 + }
1.259 +
1.260 + ClpLp::Value ClpLp::_getColUpperBound(int i) const {
1.261 + double val = _prob->getColUpper()[i];
1.262 + return val == COIN_DBL_MAX ? INF : val;
1.263 + }
1.264 +
1.265 + void ClpLp::_setRowLowerBound(int i, Value lo) {
1.266 + _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
1.267 + }
1.268 +
1.269 + ClpLp::Value ClpLp::_getRowLowerBound(int i) const {
1.270 + double val = _prob->getRowLower()[i];
1.271 + return val == - COIN_DBL_MAX ? - INF : val;
1.272 + }
1.273 +
1.274 + void ClpLp::_setRowUpperBound(int i, Value up) {
1.275 + _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
1.276 + }
1.277 +
1.278 + ClpLp::Value ClpLp::_getRowUpperBound(int i) const {
1.279 + double val = _prob->getRowUpper()[i];
1.280 + return val == COIN_DBL_MAX ? INF : val;
1.281 + }
1.282 +
1.283 + void ClpLp::_setObjCoeffs(ExprIterator b, ExprIterator e) {
1.284 + int num = _prob->clpMatrix()->getNumCols();
1.285 + for (int i = 0; i < num; ++i) {
1.286 + _prob->setObjectiveCoefficient(i, 0.0);
1.287 + }
1.288 + for (ExprIterator it = b; it != e; ++it) {
1.289 + _prob->setObjectiveCoefficient(it->first, it->second);
1.290 + }
1.291 + }
1.292 +
1.293 + void ClpLp::_getObjCoeffs(InsertIterator b) const {
1.294 + int num = _prob->clpMatrix()->getNumCols();
1.295 + for (int i = 0; i < num; ++i) {
1.296 + Value coef = _prob->getObjCoefficients()[i];
1.297 + if (coef != 0.0) {
1.298 + *b = std::make_pair(i, coef);
1.299 + ++b;
1.300 + }
1.301 + }
1.302 + }
1.303 +
1.304 + void ClpLp::_setObjCoeff(int i, Value obj_coef) {
1.305 + _prob->setObjectiveCoefficient(i, obj_coef);
1.306 + }
1.307 +
1.308 + ClpLp::Value ClpLp::_getObjCoeff(int i) const {
1.309 + return _prob->getObjCoefficients()[i];
1.310 + }
1.311 +
1.312 + ClpLp::SolveExitStatus ClpLp::_solve() {
1.313 + return _prob->primal() >= 0 ? SOLVED : UNSOLVED;
1.314 + }
1.315 +
1.316 + ClpLp::SolveExitStatus ClpLp::solvePrimal() {
1.317 + return _prob->primal() >= 0 ? SOLVED : UNSOLVED;
1.318 + }
1.319 +
1.320 + ClpLp::SolveExitStatus ClpLp::solveDual() {
1.321 + return _prob->dual() >= 0 ? SOLVED : UNSOLVED;
1.322 + }
1.323 +
1.324 + ClpLp::SolveExitStatus ClpLp::solveBarrier() {
1.325 + return _prob->barrier() >= 0 ? SOLVED : UNSOLVED;
1.326 + }
1.327 +
1.328 + ClpLp::Value ClpLp::_getPrimal(int i) const {
1.329 + return _prob->primalColumnSolution()[i];
1.330 + }
1.331 + ClpLp::Value ClpLp::_getPrimalValue() const {
1.332 + return _prob->objectiveValue();
1.333 + }
1.334 +
1.335 + ClpLp::Value ClpLp::_getDual(int i) const {
1.336 + return _prob->dualRowSolution()[i];
1.337 + }
1.338 +
1.339 + ClpLp::Value ClpLp::_getPrimalRay(int i) const {
1.340 + if (!_primal_ray) {
1.341 + _primal_ray = _prob->unboundedRay();
1.342 + LEMON_ASSERT(_primal_ray != 0, "Primal ray is not provided");
1.343 + }
1.344 + return _primal_ray[i];
1.345 + }
1.346 +
1.347 + ClpLp::Value ClpLp::_getDualRay(int i) const {
1.348 + if (!_dual_ray) {
1.349 + _dual_ray = _prob->infeasibilityRay();
1.350 + LEMON_ASSERT(_dual_ray != 0, "Dual ray is not provided");
1.351 + }
1.352 + return _dual_ray[i];
1.353 + }
1.354 +
1.355 + ClpLp::VarStatus ClpLp::_getColStatus(int i) const {
1.356 + switch (_prob->getColumnStatus(i)) {
1.357 + case ClpSimplex::basic:
1.358 + return BASIC;
1.359 + case ClpSimplex::isFree:
1.360 + return FREE;
1.361 + case ClpSimplex::atUpperBound:
1.362 + return UPPER;
1.363 + case ClpSimplex::atLowerBound:
1.364 + return LOWER;
1.365 + case ClpSimplex::isFixed:
1.366 + return FIXED;
1.367 + case ClpSimplex::superBasic:
1.368 + return FREE;
1.369 + default:
1.370 + LEMON_ASSERT(false, "Wrong column status");
1.371 + return VarStatus();
1.372 + }
1.373 + }
1.374 +
1.375 + ClpLp::VarStatus ClpLp::_getRowStatus(int i) const {
1.376 + switch (_prob->getColumnStatus(i)) {
1.377 + case ClpSimplex::basic:
1.378 + return BASIC;
1.379 + case ClpSimplex::isFree:
1.380 + return FREE;
1.381 + case ClpSimplex::atUpperBound:
1.382 + return UPPER;
1.383 + case ClpSimplex::atLowerBound:
1.384 + return LOWER;
1.385 + case ClpSimplex::isFixed:
1.386 + return FIXED;
1.387 + case ClpSimplex::superBasic:
1.388 + return FREE;
1.389 + default:
1.390 + LEMON_ASSERT(false, "Wrong row status");
1.391 + return VarStatus();
1.392 + }
1.393 + }
1.394 +
1.395 +
1.396 + ClpLp::ProblemType ClpLp::_getPrimalType() const {
1.397 + if (_prob->isProvenOptimal()) {
1.398 + return OPTIMAL;
1.399 + } else if (_prob->isProvenPrimalInfeasible()) {
1.400 + return INFEASIBLE;
1.401 + } else if (_prob->isProvenDualInfeasible()) {
1.402 + return UNBOUNDED;
1.403 + } else {
1.404 + return UNDEFINED;
1.405 + }
1.406 + }
1.407 +
1.408 + ClpLp::ProblemType ClpLp::_getDualType() const {
1.409 + if (_prob->isProvenOptimal()) {
1.410 + return OPTIMAL;
1.411 + } else if (_prob->isProvenDualInfeasible()) {
1.412 + return INFEASIBLE;
1.413 + } else if (_prob->isProvenPrimalInfeasible()) {
1.414 + return INFEASIBLE;
1.415 + } else {
1.416 + return UNDEFINED;
1.417 + }
1.418 + }
1.419 +
1.420 + void ClpLp::_setSense(ClpLp::Sense sense) {
1.421 + switch (sense) {
1.422 + case MIN:
1.423 + _prob->setOptimizationDirection(1);
1.424 + break;
1.425 + case MAX:
1.426 + _prob->setOptimizationDirection(-1);
1.427 + break;
1.428 + }
1.429 + }
1.430 +
1.431 + ClpLp::Sense ClpLp::_getSense() const {
1.432 + double dir = _prob->optimizationDirection();
1.433 + if (dir > 0.0) {
1.434 + return MIN;
1.435 + } else {
1.436 + return MAX;
1.437 + }
1.438 + }
1.439 +
1.440 + void ClpLp::_clear() {
1.441 + delete _prob;
1.442 + _prob = new ClpSimplex();
1.443 + rows.clear();
1.444 + cols.clear();
1.445 + _col_names_ref.clear();
1.446 + _clear_temporals();
1.447 + }
1.448 +
1.449 + void ClpLp::_messageLevel(MessageLevel level) {
1.450 + switch (level) {
1.451 + case MESSAGE_NOTHING:
1.452 + _prob->setLogLevel(0);
1.453 + break;
1.454 + case MESSAGE_ERROR:
1.455 + _prob->setLogLevel(1);
1.456 + break;
1.457 + case MESSAGE_WARNING:
1.458 + _prob->setLogLevel(2);
1.459 + break;
1.460 + case MESSAGE_NORMAL:
1.461 + _prob->setLogLevel(3);
1.462 + break;
1.463 + case MESSAGE_VERBOSE:
1.464 + _prob->setLogLevel(4);
1.465 + break;
1.466 + }
1.467 + }
1.468 +
1.469 +} //END OF NAMESPACE LEMON