test/mip_test.cc
author Peter Kovacs <kpeter@inf.elte.hu>
Fri, 17 Apr 2009 18:04:36 +0200
changeset 609 e6927fe719e6
parent 461 08d495d48089
child 537 0fec6a017ead
child 540 9db62975c32b
permissions -rw-r--r--
Support >= and <= constraints in NetworkSimplex (#219, #234)

By default the same inequality constraints are supported as by
Circulation (the GEQ form), but the LEQ form can also be selected
using the problemType() function.

The documentation of the min. cost flow module is reworked and
extended with important notes and explanations about the different
variants of the problem and about the dual solution and optimality
conditions.
     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 "test_tools.h"
    20 
    21 
    22 #ifdef HAVE_CONFIG_H
    23 #include <lemon/config.h>
    24 #endif
    25 
    26 #ifdef HAVE_CPLEX
    27 #include <lemon/cplex.h>
    28 #endif
    29 
    30 #ifdef HAVE_GLPK
    31 #include <lemon/glpk.h>
    32 #endif
    33 
    34 
    35 using namespace lemon;
    36 
    37 void solveAndCheck(MipSolver& mip, MipSolver::ProblemType stat,
    38                    double exp_opt) {
    39   using std::string;
    40 
    41   mip.solve();
    42   //int decimal,sign;
    43   std::ostringstream buf;
    44   buf << "Type should be: " << int(stat)<<" and it is "<<int(mip.type());
    45 
    46 
    47   //  itoa(stat,buf1, 10);
    48   check(mip.type()==stat, buf.str());
    49 
    50   if (stat ==  MipSolver::OPTIMAL) {
    51     std::ostringstream sbuf;
    52     buf << "Wrong optimal value: the right optimum is " << exp_opt;
    53     check(std::abs(mip.solValue()-exp_opt) < 1e-3, sbuf.str());
    54     //+ecvt(exp_opt,2)
    55   }
    56 }
    57 
    58 void aTest(MipSolver& mip)
    59 {
    60  //The following example is very simple
    61 
    62 
    63   typedef MipSolver::Row Row;
    64   typedef MipSolver::Col Col;
    65 
    66 
    67 
    68   Col x1 = mip.addCol();
    69   Col x2 = mip.addCol();
    70 
    71 
    72   //Objective function
    73   mip.obj(x1);
    74 
    75   mip.max();
    76 
    77 
    78   //Unconstrained optimization
    79   mip.solve();
    80   //Check it out!
    81 
    82   //Constraints
    83   mip.addRow(2*x1+x2 <=2);
    84   mip.addRow(x1-2*x2 <=0);
    85 
    86   //Nonnegativity of the variable x1
    87   mip.colLowerBound(x1, 0);
    88 
    89   //Maximization of x1
    90   //over the triangle with vertices (0,0),(4/5,2/5),(0,2)
    91   double expected_opt=4.0/5.0;
    92   solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt);
    93 
    94   //Restrict x2 to integer
    95   mip.colType(x2,MipSolver::INTEGER);
    96   expected_opt=1.0/2.0;
    97   solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt);
    98 
    99 
   100   //Restrict both to integer
   101   mip.colType(x1,MipSolver::INTEGER);
   102   expected_opt=0;
   103   solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt);
   104 
   105 
   106 
   107 }
   108 
   109 
   110 int main()
   111 {
   112 
   113 #ifdef HAVE_GLPK
   114   {
   115     GlpkMip mip1;
   116     aTest(mip1);
   117   }
   118 #endif
   119 
   120 #ifdef HAVE_CPLEX
   121   try {
   122     CplexMip mip2;
   123     aTest(mip2);
   124   } catch (CplexEnv::LicenseError& error) {
   125 #ifdef LEMON_FORCE_CPLEX_CHECK
   126     check(false, error.what());
   127 #else
   128     std::cerr << error.what() << std::endl;
   129     std::cerr << "Cplex license check failed, lp check skipped" << std::endl;
   130 #endif
   131   }
   132 #endif
   133 
   134   return 0;
   135 
   136 }