1 /* -*- mode: C++; indent-tabs-mode: nil; -*- |
1 /* -*- mode: C++; indent-tabs-mode: nil; -*- |
2 * |
2 * |
3 * This file is a part of LEMON, a generic C++ optimization library. |
3 * This file is a part of LEMON, a generic C++ optimization library. |
4 * |
4 * |
5 * Copyright (C) 2003-2008 |
5 * Copyright (C) 2003-2010 |
6 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
6 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
7 * (Egervary Research Group on Combinatorial Optimization, EGRES). |
7 * (Egervary Research Group on Combinatorial Optimization, EGRES). |
8 * |
8 * |
9 * Permission to use, modify and distribute this software is granted |
9 * Permission to use, modify and distribute this software is granted |
10 * provided that this copyright notice appears in all copies. For |
10 * provided that this copyright notice appears in all copies. For |
112 explicit Col(int id) : _id(id) {} |
112 explicit Col(int id) : _id(id) {} |
113 public: |
113 public: |
114 typedef Value ExprValue; |
114 typedef Value ExprValue; |
115 typedef True LpCol; |
115 typedef True LpCol; |
116 /// Default constructor |
116 /// Default constructor |
117 |
117 |
118 /// \warning The default constructor sets the Col to an |
118 /// \warning The default constructor sets the Col to an |
119 /// undefined value. |
119 /// undefined value. |
120 Col() {} |
120 Col() {} |
121 /// Invalid constructor \& conversion. |
121 /// Invalid constructor \& conversion. |
122 |
122 |
123 /// This constructor initializes the Col to be invalid. |
123 /// This constructor initializes the Col to be invalid. |
124 /// \sa Invalid for more details. |
124 /// \sa Invalid for more details. |
125 Col(const Invalid&) : _id(-1) {} |
125 Col(const Invalid&) : _id(-1) {} |
126 /// Equality operator |
126 /// Equality operator |
127 |
127 |
128 /// Two \ref Col "Col"s are equal if and only if they point to |
128 /// Two \ref Col "Col"s are equal if and only if they point to |
129 /// the same LP column or both are invalid. |
129 /// the same LP column or both are invalid. |
154 ///\endcode |
154 ///\endcode |
155 class ColIt : public Col { |
155 class ColIt : public Col { |
156 const LpBase *_solver; |
156 const LpBase *_solver; |
157 public: |
157 public: |
158 /// Default constructor |
158 /// Default constructor |
159 |
159 |
160 /// \warning The default constructor sets the iterator |
160 /// \warning The default constructor sets the iterator |
161 /// to an undefined value. |
161 /// to an undefined value. |
162 ColIt() {} |
162 ColIt() {} |
163 /// Sets the iterator to the first Col |
163 /// Sets the iterator to the first Col |
164 |
164 |
165 /// Sets the iterator to the first Col. |
165 /// Sets the iterator to the first Col. |
166 /// |
166 /// |
167 ColIt(const LpBase &solver) : _solver(&solver) |
167 ColIt(const LpBase &solver) : _solver(&solver) |
168 { |
168 { |
169 _solver->cols.firstItem(_id); |
169 _solver->cols.firstItem(_id); |
170 } |
170 } |
171 /// Invalid constructor \& conversion |
171 /// Invalid constructor \& conversion |
172 |
172 |
173 /// Initialize the iterator to be invalid. |
173 /// Initialize the iterator to be invalid. |
174 /// \sa Invalid for more details. |
174 /// \sa Invalid for more details. |
175 ColIt(const Invalid&) : Col(INVALID) {} |
175 ColIt(const Invalid&) : Col(INVALID) {} |
176 /// Next column |
176 /// Next column |
177 |
177 |
178 /// Assign the iterator to the next column. |
178 /// Assign the iterator to the next column. |
179 /// |
179 /// |
180 ColIt &operator++() |
180 ColIt &operator++() |
181 { |
181 { |
182 _solver->cols.nextItem(_id); |
182 _solver->cols.nextItem(_id); |
207 explicit Row(int id) : _id(id) {} |
207 explicit Row(int id) : _id(id) {} |
208 public: |
208 public: |
209 typedef Value ExprValue; |
209 typedef Value ExprValue; |
210 typedef True LpRow; |
210 typedef True LpRow; |
211 /// Default constructor |
211 /// Default constructor |
212 |
212 |
213 /// \warning The default constructor sets the Row to an |
213 /// \warning The default constructor sets the Row to an |
214 /// undefined value. |
214 /// undefined value. |
215 Row() {} |
215 Row() {} |
216 /// Invalid constructor \& conversion. |
216 /// Invalid constructor \& conversion. |
217 |
217 |
218 /// This constructor initializes the Row to be invalid. |
218 /// This constructor initializes the Row to be invalid. |
219 /// \sa Invalid for more details. |
219 /// \sa Invalid for more details. |
220 Row(const Invalid&) : _id(-1) {} |
220 Row(const Invalid&) : _id(-1) {} |
221 /// Equality operator |
221 /// Equality operator |
222 |
222 |
223 /// Two \ref Row "Row"s are equal if and only if they point to |
223 /// Two \ref Row "Row"s are equal if and only if they point to |
224 /// the same LP row or both are invalid. |
224 /// the same LP row or both are invalid. |
225 bool operator==(Row r) const {return _id == r._id;} |
225 bool operator==(Row r) const {return _id == r._id;} |
226 /// Inequality operator |
226 /// Inequality operator |
227 |
227 |
228 /// \sa operator==(Row r) |
228 /// \sa operator==(Row r) |
229 /// |
229 /// |
230 bool operator!=(Row r) const {return _id != r._id;} |
230 bool operator!=(Row r) const {return _id != r._id;} |
231 /// Artificial ordering operator. |
231 /// Artificial ordering operator. |
232 |
232 |
249 ///\endcode |
249 ///\endcode |
250 class RowIt : public Row { |
250 class RowIt : public Row { |
251 const LpBase *_solver; |
251 const LpBase *_solver; |
252 public: |
252 public: |
253 /// Default constructor |
253 /// Default constructor |
254 |
254 |
255 /// \warning The default constructor sets the iterator |
255 /// \warning The default constructor sets the iterator |
256 /// to an undefined value. |
256 /// to an undefined value. |
257 RowIt() {} |
257 RowIt() {} |
258 /// Sets the iterator to the first Row |
258 /// Sets the iterator to the first Row |
259 |
259 |
260 /// Sets the iterator to the first Row. |
260 /// Sets the iterator to the first Row. |
261 /// |
261 /// |
262 RowIt(const LpBase &solver) : _solver(&solver) |
262 RowIt(const LpBase &solver) : _solver(&solver) |
263 { |
263 { |
264 _solver->rows.firstItem(_id); |
264 _solver->rows.firstItem(_id); |
265 } |
265 } |
266 /// Invalid constructor \& conversion |
266 /// Invalid constructor \& conversion |
267 |
267 |
268 /// Initialize the iterator to be invalid. |
268 /// Initialize the iterator to be invalid. |
269 /// \sa Invalid for more details. |
269 /// \sa Invalid for more details. |
270 RowIt(const Invalid&) : Row(INVALID) {} |
270 RowIt(const Invalid&) : Row(INVALID) {} |
271 /// Next row |
271 /// Next row |
272 |
272 |
273 /// Assign the iterator to the next row. |
273 /// Assign the iterator to the next row. |
274 /// |
274 /// |
275 RowIt &operator++() |
275 RowIt &operator++() |
276 { |
276 { |
277 _solver->rows.nextItem(_id); |
277 _solver->rows.nextItem(_id); |
345 std::map<int, Value> comps; |
345 std::map<int, Value> comps; |
346 |
346 |
347 public: |
347 public: |
348 typedef True SolverExpr; |
348 typedef True SolverExpr; |
349 /// Default constructor |
349 /// Default constructor |
350 |
350 |
351 /// Construct an empty expression, the coefficients and |
351 /// Construct an empty expression, the coefficients and |
352 /// the constant component are initialized to zero. |
352 /// the constant component are initialized to zero. |
353 Expr() : const_comp(0) {} |
353 Expr() : const_comp(0) {} |
354 /// Construct an expression from a column |
354 /// Construct an expression from a column |
355 |
355 |
462 std::map<int, Value>::iterator _it, _end; |
462 std::map<int, Value>::iterator _it, _end; |
463 |
463 |
464 public: |
464 public: |
465 |
465 |
466 /// Sets the iterator to the first term |
466 /// Sets the iterator to the first term |
467 |
467 |
468 /// Sets the iterator to the first term of the expression. |
468 /// Sets the iterator to the first term of the expression. |
469 /// |
469 /// |
470 CoeffIt(Expr& e) |
470 CoeffIt(Expr& e) |
471 : _it(e.comps.begin()), _end(e.comps.end()){} |
471 : _it(e.comps.begin()), _end(e.comps.end()){} |
472 |
472 |
479 Value& operator*() { return _it->second; } |
479 Value& operator*() { return _it->second; } |
480 |
480 |
481 /// Returns the coefficient of the term |
481 /// Returns the coefficient of the term |
482 const Value& operator*() const { return _it->second; } |
482 const Value& operator*() const { return _it->second; } |
483 /// Next term |
483 /// Next term |
484 |
484 |
485 /// Assign the iterator to the next term. |
485 /// Assign the iterator to the next term. |
486 /// |
486 /// |
487 CoeffIt& operator++() { ++_it; return *this; } |
487 CoeffIt& operator++() { ++_it; return *this; } |
488 |
488 |
489 /// Equality operator |
489 /// Equality operator |
491 /// Inequality operator |
491 /// Inequality operator |
492 bool operator!=(Invalid) const { return _it != _end; } |
492 bool operator!=(Invalid) const { return _it != _end; } |
493 }; |
493 }; |
494 |
494 |
495 /// Const iterator over the expression |
495 /// Const iterator over the expression |
496 |
496 |
497 ///The iterator iterates over the terms of the expression. |
497 ///The iterator iterates over the terms of the expression. |
498 /// |
498 /// |
499 ///\code |
499 ///\code |
500 ///double s=0; |
500 ///double s=0; |
501 ///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i) |
501 ///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i) |
502 /// s+=*i * primal(i); |
502 /// s+=*i * primal(i); |
503 ///\endcode |
503 ///\endcode |
507 std::map<int, Value>::const_iterator _it, _end; |
507 std::map<int, Value>::const_iterator _it, _end; |
508 |
508 |
509 public: |
509 public: |
510 |
510 |
511 /// Sets the iterator to the first term |
511 /// Sets the iterator to the first term |
512 |
512 |
513 /// Sets the iterator to the first term of the expression. |
513 /// Sets the iterator to the first term of the expression. |
514 /// |
514 /// |
515 ConstCoeffIt(const Expr& e) |
515 ConstCoeffIt(const Expr& e) |
516 : _it(e.comps.begin()), _end(e.comps.end()){} |
516 : _it(e.comps.begin()), _end(e.comps.end()){} |
517 |
517 |
522 |
522 |
523 /// Returns the coefficient of the term |
523 /// Returns the coefficient of the term |
524 const Value& operator*() const { return _it->second; } |
524 const Value& operator*() const { return _it->second; } |
525 |
525 |
526 /// Next term |
526 /// Next term |
527 |
527 |
528 /// Assign the iterator to the next term. |
528 /// Assign the iterator to the next term. |
529 /// |
529 /// |
530 ConstCoeffIt& operator++() { ++_it; return *this; } |
530 ConstCoeffIt& operator++() { ++_it; return *this; } |
531 |
531 |
532 /// Equality operator |
532 /// Equality operator |
671 std::map<int, Value> comps; |
671 std::map<int, Value> comps; |
672 |
672 |
673 public: |
673 public: |
674 typedef True SolverExpr; |
674 typedef True SolverExpr; |
675 /// Default constructor |
675 /// Default constructor |
676 |
676 |
677 /// Construct an empty expression, the coefficients are |
677 /// Construct an empty expression, the coefficients are |
678 /// initialized to zero. |
678 /// initialized to zero. |
679 DualExpr() {} |
679 DualExpr() {} |
680 /// Construct an expression from a row |
680 /// Construct an expression from a row |
681 |
681 |
706 } else { |
706 } else { |
707 comps.erase(id(r)); |
707 comps.erase(id(r)); |
708 } |
708 } |
709 } |
709 } |
710 /// \brief Removes the coefficients which's absolute value does |
710 /// \brief Removes the coefficients which's absolute value does |
711 /// not exceed \c epsilon. |
711 /// not exceed \c epsilon. |
712 void simplify(Value epsilon = 0.0) { |
712 void simplify(Value epsilon = 0.0) { |
713 std::map<int, Value>::iterator it=comps.begin(); |
713 std::map<int, Value>::iterator it=comps.begin(); |
714 while (it != comps.end()) { |
714 while (it != comps.end()) { |
715 std::map<int, Value>::iterator jt=it; |
715 std::map<int, Value>::iterator jt=it; |
716 ++jt; |
716 ++jt; |
771 std::map<int, Value>::iterator _it, _end; |
771 std::map<int, Value>::iterator _it, _end; |
772 |
772 |
773 public: |
773 public: |
774 |
774 |
775 /// Sets the iterator to the first term |
775 /// Sets the iterator to the first term |
776 |
776 |
777 /// Sets the iterator to the first term of the expression. |
777 /// Sets the iterator to the first term of the expression. |
778 /// |
778 /// |
779 CoeffIt(DualExpr& e) |
779 CoeffIt(DualExpr& e) |
780 : _it(e.comps.begin()), _end(e.comps.end()){} |
780 : _it(e.comps.begin()), _end(e.comps.end()){} |
781 |
781 |
789 |
789 |
790 /// Returns the coefficient of the term |
790 /// Returns the coefficient of the term |
791 const Value& operator*() const { return _it->second; } |
791 const Value& operator*() const { return _it->second; } |
792 |
792 |
793 /// Next term |
793 /// Next term |
794 |
794 |
795 /// Assign the iterator to the next term. |
795 /// Assign the iterator to the next term. |
796 /// |
796 /// |
797 CoeffIt& operator++() { ++_it; return *this; } |
797 CoeffIt& operator++() { ++_it; return *this; } |
798 |
798 |
799 /// Equality operator |
799 /// Equality operator |
801 /// Inequality operator |
801 /// Inequality operator |
802 bool operator!=(Invalid) const { return _it != _end; } |
802 bool operator!=(Invalid) const { return _it != _end; } |
803 }; |
803 }; |
804 |
804 |
805 ///Iterator over the expression |
805 ///Iterator over the expression |
806 |
806 |
807 ///The iterator iterates over the terms of the expression. |
807 ///The iterator iterates over the terms of the expression. |
808 /// |
808 /// |
809 ///\code |
809 ///\code |
810 ///double s=0; |
810 ///double s=0; |
811 ///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i) |
811 ///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i) |
812 /// s+= *i * dual(i); |
812 /// s+= *i * dual(i); |
813 ///\endcode |
813 ///\endcode |
817 std::map<int, Value>::const_iterator _it, _end; |
817 std::map<int, Value>::const_iterator _it, _end; |
818 |
818 |
819 public: |
819 public: |
820 |
820 |
821 /// Sets the iterator to the first term |
821 /// Sets the iterator to the first term |
822 |
822 |
823 /// Sets the iterator to the first term of the expression. |
823 /// Sets the iterator to the first term of the expression. |
824 /// |
824 /// |
825 ConstCoeffIt(const DualExpr& e) |
825 ConstCoeffIt(const DualExpr& e) |
826 : _it(e.comps.begin()), _end(e.comps.end()){} |
826 : _it(e.comps.begin()), _end(e.comps.end()){} |
827 |
827 |
832 |
832 |
833 /// Returns the coefficient of the term |
833 /// Returns the coefficient of the term |
834 const Value& operator*() const { return _it->second; } |
834 const Value& operator*() const { return _it->second; } |
835 |
835 |
836 /// Next term |
836 /// Next term |
837 |
837 |
838 /// Assign the iterator to the next term. |
838 /// Assign the iterator to the next term. |
839 /// |
839 /// |
840 ConstCoeffIt& operator++() { ++_it; return *this; } |
840 ConstCoeffIt& operator++() { ++_it; return *this; } |
841 |
841 |
842 /// Equality operator |
842 /// Equality operator |
1227 ///\param c is a linear expression (see \ref Constr) |
1227 ///\param c is a linear expression (see \ref Constr) |
1228 ///\return The created row. |
1228 ///\return The created row. |
1229 Row addRow(const Constr &c) { |
1229 Row addRow(const Constr &c) { |
1230 Row r; |
1230 Row r; |
1231 c.expr().simplify(); |
1231 c.expr().simplify(); |
1232 r._id = _addRowId(_addRow(c.lowerBounded()?c.lowerBound()-*c.expr():-INF, |
1232 r._id = _addRowId(_addRow(c.lowerBounded()?c.lowerBound()-*c.expr():-INF, |
1233 ExprIterator(c.expr().comps.begin(), cols), |
1233 ExprIterator(c.expr().comps.begin(), cols), |
1234 ExprIterator(c.expr().comps.end(), cols), |
1234 ExprIterator(c.expr().comps.end(), cols), |
1235 c.upperBounded()?c.upperBound()-*c.expr():INF)); |
1235 c.upperBounded()?c.upperBound()-*c.expr():INF)); |
1236 return r; |
1236 return r; |
1237 } |
1237 } |
1815 }; |
1815 }; |
1816 |
1816 |
1817 ///The basis status of variables |
1817 ///The basis status of variables |
1818 enum VarStatus { |
1818 enum VarStatus { |
1819 /// The variable is in the basis |
1819 /// The variable is in the basis |
1820 BASIC, |
1820 BASIC, |
1821 /// The variable is free, but not basic |
1821 /// The variable is free, but not basic |
1822 FREE, |
1822 FREE, |
1823 /// The variable has active lower bound |
1823 /// The variable has active lower bound |
1824 LOWER, |
1824 LOWER, |
1825 /// The variable has active upper bound |
1825 /// The variable has active upper bound |
1826 UPPER, |
1826 UPPER, |
1827 /// The variable is non-basic and fixed |
1827 /// The variable is non-basic and fixed |
1828 FIXED |
1828 FIXED |
1897 res += *c * primal(c); |
1897 res += *c * primal(c); |
1898 } |
1898 } |
1899 return res; |
1899 return res; |
1900 } |
1900 } |
1901 /// Returns a component of the primal ray |
1901 /// Returns a component of the primal ray |
1902 |
1902 |
1903 /// The primal ray is solution of the modified primal problem, |
1903 /// The primal ray is solution of the modified primal problem, |
1904 /// where we change each finite bound to 0, and we looking for a |
1904 /// where we change each finite bound to 0, and we looking for a |
1905 /// negative objective value in case of minimization, and positive |
1905 /// negative objective value in case of minimization, and positive |
1906 /// objective value for maximization. If there is such solution, |
1906 /// objective value for maximization. If there is such solution, |
1907 /// that proofs the unsolvability of the dual problem, and if a |
1907 /// that proofs the unsolvability of the dual problem, and if a |
1931 } |
1931 } |
1932 return res; |
1932 return res; |
1933 } |
1933 } |
1934 |
1934 |
1935 /// Returns a component of the dual ray |
1935 /// Returns a component of the dual ray |
1936 |
1936 |
1937 /// The dual ray is solution of the modified primal problem, where |
1937 /// The dual ray is solution of the modified primal problem, where |
1938 /// we change each finite bound to 0 (i.e. the objective function |
1938 /// we change each finite bound to 0 (i.e. the objective function |
1939 /// coefficients in the primal problem), and we looking for a |
1939 /// coefficients in the primal problem), and we looking for a |
1940 /// ositive objective value. If there is such solution, that |
1940 /// ositive objective value. If there is such solution, that |
1941 /// proofs the unsolvability of the primal problem, and if a |
1941 /// proofs the unsolvability of the primal problem, and if a |
2073 res += *c * sol(c); |
2073 res += *c * sol(c); |
2074 } |
2074 } |
2075 return res; |
2075 return res; |
2076 } |
2076 } |
2077 ///The value of the objective function |
2077 ///The value of the objective function |
2078 |
2078 |
2079 ///\return |
2079 ///\return |
2080 ///- \ref INF or -\ref INF means either infeasibility or unboundedness |
2080 ///- \ref INF or -\ref INF means either infeasibility or unboundedness |
2081 /// of the problem, depending on whether we minimize or maximize. |
2081 /// of the problem, depending on whether we minimize or maximize. |
2082 ///- \ref NaN if no primal solution is found. |
2082 ///- \ref NaN if no primal solution is found. |
2083 ///- The (finite) objective value if an optimal solution is found. |
2083 ///- The (finite) objective value if an optimal solution is found. |