test/lp_test.cc
author Peter Kovacs <kpeter@inf.elte.hu>
Tue, 15 Mar 2011 19:32:21 +0100
changeset 936 ddd3c0d3d9bf
parent 627 20dac2104519
child 957 2eebc8f7dca5
permissions -rw-r--r--
Implement the scaling Price Refinement heuristic in CostScaling (#417)
instead of Early Termination.

These two heuristics are similar, but the newer one is faster
and not only makes it possible to skip some epsilon phases, but
it can improve the performance of the other phases, as well.
     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) 2003-2009
     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 <sstream>
    20 #include <lemon/lp_skeleton.h>
    21 #include "test_tools.h"
    22 #include <lemon/tolerance.h>
    23 
    24 #include <lemon/config.h>
    25 
    26 #ifdef LEMON_HAVE_GLPK
    27 #include <lemon/glpk.h>
    28 #endif
    29 
    30 #ifdef LEMON_HAVE_CPLEX
    31 #include <lemon/cplex.h>
    32 #endif
    33 
    34 #ifdef LEMON_HAVE_SOPLEX
    35 #include <lemon/soplex.h>
    36 #endif
    37 
    38 #ifdef LEMON_HAVE_CLP
    39 #include <lemon/clp.h>
    40 #endif
    41 
    42 using namespace lemon;
    43 
    44 void lpTest(LpSolver& lp)
    45 {
    46 
    47   typedef LpSolver LP;
    48 
    49   std::vector<LP::Col> x(10);
    50   //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
    51   lp.addColSet(x);
    52   lp.colLowerBound(x,1);
    53   lp.colUpperBound(x,1);
    54   lp.colBounds(x,1,2);
    55 
    56   std::vector<LP::Col> y(10);
    57   lp.addColSet(y);
    58 
    59   lp.colLowerBound(y,1);
    60   lp.colUpperBound(y,1);
    61   lp.colBounds(y,1,2);
    62 
    63   std::map<int,LP::Col> z;
    64 
    65   z.insert(std::make_pair(12,INVALID));
    66   z.insert(std::make_pair(2,INVALID));
    67   z.insert(std::make_pair(7,INVALID));
    68   z.insert(std::make_pair(5,INVALID));
    69 
    70   lp.addColSet(z);
    71 
    72   lp.colLowerBound(z,1);
    73   lp.colUpperBound(z,1);
    74   lp.colBounds(z,1,2);
    75 
    76   {
    77     LP::Expr e,f,g;
    78     LP::Col p1,p2,p3,p4,p5;
    79     LP::Constr c;
    80 
    81     p1=lp.addCol();
    82     p2=lp.addCol();
    83     p3=lp.addCol();
    84     p4=lp.addCol();
    85     p5=lp.addCol();
    86 
    87     e[p1]=2;
    88     *e=12;
    89     e[p1]+=2;
    90     *e+=12;
    91     e[p1]-=2;
    92     *e-=12;
    93 
    94     e=2;
    95     e=2.2;
    96     e=p1;
    97     e=f;
    98 
    99     e+=2;
   100     e+=2.2;
   101     e+=p1;
   102     e+=f;
   103 
   104     e-=2;
   105     e-=2.2;
   106     e-=p1;
   107     e-=f;
   108 
   109     e*=2;
   110     e*=2.2;
   111     e/=2;
   112     e/=2.2;
   113 
   114     e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
   115        (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
   116        (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
   117        2.2*f+f*2.2+f/2.2+
   118        2*f+f*2+f/2+
   119        2.2*p1+p1*2.2+p1/2.2+
   120        2*p1+p1*2+p1/2
   121        );
   122 
   123 
   124     c = (e  <= f  );
   125     c = (e  <= 2.2);
   126     c = (e  <= 2  );
   127     c = (e  <= p1 );
   128     c = (2.2<= f  );
   129     c = (2  <= f  );
   130     c = (p1 <= f  );
   131     c = (p1 <= p2 );
   132     c = (p1 <= 2.2);
   133     c = (p1 <= 2  );
   134     c = (2.2<= p2 );
   135     c = (2  <= p2 );
   136 
   137     c = (e  >= f  );
   138     c = (e  >= 2.2);
   139     c = (e  >= 2  );
   140     c = (e  >= p1 );
   141     c = (2.2>= f  );
   142     c = (2  >= f  );
   143     c = (p1 >= f  );
   144     c = (p1 >= p2 );
   145     c = (p1 >= 2.2);
   146     c = (p1 >= 2  );
   147     c = (2.2>= p2 );
   148     c = (2  >= p2 );
   149 
   150     c = (e  == f  );
   151     c = (e  == 2.2);
   152     c = (e  == 2  );
   153     c = (e  == p1 );
   154     c = (2.2== f  );
   155     c = (2  == f  );
   156     c = (p1 == f  );
   157     //c = (p1 == p2 );
   158     c = (p1 == 2.2);
   159     c = (p1 == 2  );
   160     c = (2.2== p2 );
   161     c = (2  == p2 );
   162 
   163     c = ((2 <= e) <= 3);
   164     c = ((2 <= p1) <= 3);
   165 
   166     c = ((2 >= e) >= 3);
   167     c = ((2 >= p1) >= 3);
   168 
   169     e[x[3]]=2;
   170     e[x[3]]=4;
   171     e[x[3]]=1;
   172     *e=12;
   173 
   174     lp.addRow(-LP::INF,e,23);
   175     lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
   176     lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
   177 
   178     lp.addRow(x[1]+x[3]<=x[5]-3);
   179     lp.addRow((-7<=x[1]+x[3]-12)<=3);
   180     lp.addRow(x[1]<=x[5]);
   181 
   182     std::ostringstream buf;
   183 
   184 
   185     e=((p1+p2)+(p1-0.99*p2));
   186     //e.prettyPrint(std::cout);
   187     //(e<=2).prettyPrint(std::cout);
   188     double tolerance=0.001;
   189     e.simplify(tolerance);
   190     buf << "Coeff. of p2 should be 0.01";
   191     check(e[p2]>0, buf.str());
   192 
   193     tolerance=0.02;
   194     e.simplify(tolerance);
   195     buf << "Coeff. of p2 should be 0";
   196     check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
   197 
   198     //Test for clone/new
   199     LP* lpnew = lp.newSolver();
   200     LP* lpclone = lp.cloneSolver();
   201     delete lpnew;
   202     delete lpclone;
   203 
   204   }
   205 
   206   {
   207     LP::DualExpr e,f,g;
   208     LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,
   209       p4 = INVALID, p5 = INVALID;
   210 
   211     e[p1]=2;
   212     e[p1]+=2;
   213     e[p1]-=2;
   214 
   215     e=p1;
   216     e=f;
   217 
   218     e+=p1;
   219     e+=f;
   220 
   221     e-=p1;
   222     e-=f;
   223 
   224     e*=2;
   225     e*=2.2;
   226     e/=2;
   227     e/=2.2;
   228 
   229     e=((p1+p2)+(p1-p2)+
   230        (p1+f)+(f+p1)+(f+g)+
   231        (p1-f)+(f-p1)+(f-g)+
   232        2.2*f+f*2.2+f/2.2+
   233        2*f+f*2+f/2+
   234        2.2*p1+p1*2.2+p1/2.2+
   235        2*p1+p1*2+p1/2
   236        );
   237   }
   238 
   239 }
   240 
   241 void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
   242                    double exp_opt) {
   243   using std::string;
   244   lp.solve();
   245 
   246   std::ostringstream buf;
   247   buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
   248 
   249   check(lp.primalType()==stat, buf.str());
   250 
   251   if (stat ==  LpSolver::OPTIMAL) {
   252     std::ostringstream sbuf;
   253     sbuf << "Wrong optimal value (" << lp.primal() <<") with "
   254          << lp.solverName() <<"\n     the right optimum is " << exp_opt;
   255     check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
   256   }
   257 }
   258 
   259 void aTest(LpSolver & lp)
   260 {
   261   typedef LpSolver LP;
   262 
   263  //The following example is very simple
   264 
   265   typedef LpSolver::Row Row;
   266   typedef LpSolver::Col Col;
   267 
   268 
   269   Col x1 = lp.addCol();
   270   Col x2 = lp.addCol();
   271 
   272 
   273   //Constraints
   274   Row upright=lp.addRow(x1+2*x2 <=1);
   275   lp.addRow(x1+x2 >=-1);
   276   lp.addRow(x1-x2 <=1);
   277   lp.addRow(x1-x2 >=-1);
   278   //Nonnegativity of the variables
   279   lp.colLowerBound(x1, 0);
   280   lp.colLowerBound(x2, 0);
   281   //Objective function
   282   lp.obj(x1+x2);
   283 
   284   lp.sense(lp.MAX);
   285 
   286   //Testing the problem retrieving routines
   287   check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
   288   check(lp.sense() == lp.MAX,"This is a maximization!");
   289   check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
   290   check(lp.colLowerBound(x1)==0,
   291         "The lower bound for variable x1 should be 0.");
   292   check(lp.colUpperBound(x1)==LpSolver::INF,
   293         "The upper bound for variable x1 should be infty.");
   294   check(lp.rowLowerBound(upright) == -LpSolver::INF,
   295         "The lower bound for the first row should be -infty.");
   296   check(lp.rowUpperBound(upright)==1,
   297         "The upper bound for the first row should be 1.");
   298   LpSolver::Expr e = lp.row(upright);
   299   check(e[x1] == 1, "The first coefficient should 1.");
   300   check(e[x2] == 2, "The second coefficient should 1.");
   301 
   302   lp.row(upright, x1+x2 <=1);
   303   e = lp.row(upright);
   304   check(e[x1] == 1, "The first coefficient should 1.");
   305   check(e[x2] == 1, "The second coefficient should 1.");
   306 
   307   LpSolver::DualExpr de = lp.col(x1);
   308   check(  de[upright] == 1, "The first coefficient should 1.");
   309 
   310   LpSolver* clp = lp.cloneSolver();
   311 
   312   //Testing the problem retrieving routines
   313   check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
   314   check(clp->sense() == clp->MAX,"This is a maximization!");
   315   check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
   316   //  std::cout<<lp.colLowerBound(x1)<<std::endl;
   317   check(clp->colLowerBound(x1)==0,
   318         "The lower bound for variable x1 should be 0.");
   319   check(clp->colUpperBound(x1)==LpSolver::INF,
   320         "The upper bound for variable x1 should be infty.");
   321 
   322   check(lp.rowLowerBound(upright)==-LpSolver::INF,
   323         "The lower bound for the first row should be -infty.");
   324   check(lp.rowUpperBound(upright)==1,
   325         "The upper bound for the first row should be 1.");
   326   e = clp->row(upright);
   327   check(e[x1] == 1, "The first coefficient should 1.");
   328   check(e[x2] == 1, "The second coefficient should 1.");
   329 
   330   de = clp->col(x1);
   331   check(de[upright] == 1, "The first coefficient should 1.");
   332 
   333   delete clp;
   334 
   335   //Maximization of x1+x2
   336   //over the triangle with vertices (0,0) (0,1) (1,0)
   337   double expected_opt=1;
   338   solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
   339 
   340   //Minimization
   341   lp.sense(lp.MIN);
   342   expected_opt=0;
   343   solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
   344 
   345   //Vertex (-1,0) instead of (0,0)
   346   lp.colLowerBound(x1, -LpSolver::INF);
   347   expected_opt=-1;
   348   solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
   349 
   350   //Erase one constraint and return to maximization
   351   lp.erase(upright);
   352   lp.sense(lp.MAX);
   353   expected_opt=LpSolver::INF;
   354   solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
   355 
   356   //Infeasibilty
   357   lp.addRow(x1+x2 <=-2);
   358   solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
   359 
   360 }
   361 
   362 template<class LP>
   363 void cloneTest()
   364 {
   365   //Test for clone/new
   366 
   367   LP* lp = new LP();
   368   LP* lpnew = lp->newSolver();
   369   LP* lpclone = lp->cloneSolver();
   370   delete lp;
   371   delete lpnew;
   372   delete lpclone;
   373 }
   374 
   375 int main()
   376 {
   377   LpSkeleton lp_skel;
   378   lpTest(lp_skel);
   379 
   380 #ifdef LEMON_HAVE_GLPK
   381   {
   382     GlpkLp lp_glpk1,lp_glpk2;
   383     lpTest(lp_glpk1);
   384     aTest(lp_glpk2);
   385     cloneTest<GlpkLp>();
   386   }
   387 #endif
   388 
   389 #ifdef LEMON_HAVE_CPLEX
   390   try {
   391     CplexLp lp_cplex1,lp_cplex2;
   392     lpTest(lp_cplex1);
   393     aTest(lp_cplex2);
   394     cloneTest<CplexLp>();
   395   } catch (CplexEnv::LicenseError& error) {
   396     check(false, error.what());
   397   }
   398 #endif
   399 
   400 #ifdef LEMON_HAVE_SOPLEX
   401   {
   402     SoplexLp lp_soplex1,lp_soplex2;
   403     lpTest(lp_soplex1);
   404     aTest(lp_soplex2);
   405     cloneTest<SoplexLp>();
   406   }
   407 #endif
   408 
   409 #ifdef LEMON_HAVE_CLP
   410   {
   411     ClpLp lp_clp1,lp_clp2;
   412     lpTest(lp_clp1);
   413     aTest(lp_clp2);
   414     cloneTest<ClpLp>();
   415   }
   416 #endif
   417 
   418   return 0;
   419 }