lemon/cplex.h
author Alpar Juttner <alpar@cs.elte.hu>
Wed, 17 Oct 2018 22:56:43 +0200
changeset 1196 959d78f3fe0e
parent 1092 dceba191c00d
permissions -rw-r--r--
Merge #597
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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) 2003-2013
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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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#ifndef LEMON_CPLEX_H
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#define LEMON_CPLEX_H
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///\file
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///\brief Header of the LEMON-CPLEX lp solver interface.
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#include <lemon/lp_base.h>
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#include <lemon/bits/lock.h>
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struct cpxenv;
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struct cpxlp;
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namespace lemon {
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  /// \brief Reference counted wrapper around cpxenv pointer
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  ///
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  /// The cplex uses environment object which is responsible for
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  /// checking the proper license usage. This class provides a simple
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  /// interface for share the environment object between different
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  /// problems.
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  class CplexEnv {
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    friend class CplexBase;
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  private:
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    cpxenv* _env;
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    mutable int* _cnt;
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    mutable bits::Lock* _cnt_lock;
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    void incCnt();
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    void decCnt();
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  public:
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    /// \brief This exception is thrown when the license check is not
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    /// sufficient
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    class LicenseError : public Exception {
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      friend class CplexEnv;
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    private:
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      LicenseError(int status);
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      char _message[510];
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    public:
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      /// The short error message
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      virtual const char* what() const throw() {
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        return _message;
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      }
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    };
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    /// Constructor
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    CplexEnv();
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    /// Shallow copy constructor
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    CplexEnv(const CplexEnv&);
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    /// Shallow assignement
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    CplexEnv& operator=(const CplexEnv&);
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    /// Destructor
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    virtual ~CplexEnv();
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  protected:
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    cpxenv* cplexEnv() { return _env; }
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    const cpxenv* cplexEnv() const { return _env; }
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  };
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  /// \brief Base interface for the CPLEX LP and MIP solver
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  ///
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  /// This class implements the common interface of the CPLEX LP and
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  /// MIP solvers.
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  /// \ingroup lp_group
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  class CplexBase : virtual public LpBase {
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  protected:
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    CplexEnv _env;
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    cpxlp* _prob;
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    CplexBase();
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    CplexBase(const CplexEnv&);
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    CplexBase(const CplexBase &);
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    virtual ~CplexBase();
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    virtual int _addCol();
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    virtual int _addRow();
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    virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u);
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    virtual void _eraseCol(int i);
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    virtual void _eraseRow(int i);
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    virtual void _eraseColId(int i);
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    virtual void _eraseRowId(int i);
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    virtual void _getColName(int col, std::string& name) const;
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    virtual void _setColName(int col, const std::string& name);
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    virtual int _colByName(const std::string& name) const;
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    virtual void _getRowName(int row, std::string& name) const;
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    virtual void _setRowName(int row, const std::string& name);
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    virtual int _rowByName(const std::string& name) const;
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    virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e);
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    virtual void _getRowCoeffs(int i, InsertIterator b) const;
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    virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e);
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    virtual void _getColCoeffs(int i, InsertIterator b) const;
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    virtual void _setCoeff(int row, int col, Value value);
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    virtual Value _getCoeff(int row, int col) const;
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    virtual void _setColLowerBound(int i, Value value);
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    virtual Value _getColLowerBound(int i) const;
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    virtual void _setColUpperBound(int i, Value value);
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    virtual Value _getColUpperBound(int i) const;
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  private:
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    void _set_row_bounds(int i, Value lb, Value ub);
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  protected:
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    virtual void _setRowLowerBound(int i, Value value);
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    virtual Value _getRowLowerBound(int i) const;
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    virtual void _setRowUpperBound(int i, Value value);
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    virtual Value _getRowUpperBound(int i) const;
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    virtual void _setObjCoeffs(ExprIterator b, ExprIterator e);
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    virtual void _getObjCoeffs(InsertIterator b) const;
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    virtual void _setObjCoeff(int i, Value obj_coef);
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    virtual Value _getObjCoeff(int i) const;
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    virtual void _setSense(Sense sense);
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    virtual Sense _getSense() const;
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    virtual void _clear();
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    virtual void _messageLevel(MessageLevel level);
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    void _applyMessageLevel();
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    bool _message_enabled;
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    void _write(std::string file, std::string format) const;
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  public:
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    /// Returns the used \c CplexEnv instance
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    const CplexEnv& env() const { return _env; }
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    /// \brief Returns the const cpxenv pointer
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    ///
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    /// \note The cpxenv might be destructed with the solver.
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    const cpxenv* cplexEnv() const { return _env.cplexEnv(); }
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    /// \brief Returns the const cpxenv pointer
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    ///
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    /// \note The cpxenv might be destructed with the solver.
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    cpxenv* cplexEnv() { return _env.cplexEnv(); }
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    /// Returns the cplex problem object
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    cpxlp* cplexLp() { return _prob; }
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    /// Returns the cplex problem object
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    const cpxlp* cplexLp() const { return _prob; }
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#ifdef DOXYGEN
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    /// Write the problem or the solution to a file in the given format
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    /// This function writes the problem or the solution
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    /// to a file in the given format.
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    /// Trying to write in an unsupported format will trigger
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    /// \ref lemon::LpBase::UnsupportedFormatError "UnsupportedFormatError".
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    /// \param file The file path
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    /// \param format The output file format.
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    /// Supportted formats are "MPS", "LP" and "SOL".
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    void write(std::string file, std::string format = "MPS") const {}
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#endif
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  };
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  /// \brief Interface for the CPLEX LP solver
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  ///
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  /// This class implements an interface for the CPLEX LP solver.
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  ///\ingroup lp_group
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  class CplexLp : public LpSolver, public CplexBase {
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  public:
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    /// \e
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    CplexLp();
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    /// \e
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    CplexLp(const CplexEnv&);
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    /// \e
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    CplexLp(const CplexLp&);
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    /// \e
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    virtual ~CplexLp();
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    /// \e
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    virtual CplexLp* cloneSolver() const;
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    /// \e
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    virtual CplexLp* newSolver() const;
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  private:
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    // these values cannot retrieved element by element
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    mutable std::vector<int> _col_status;
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    mutable std::vector<int> _row_status;
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    mutable std::vector<Value> _primal_ray;
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    mutable std::vector<Value> _dual_ray;
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    void _clear_temporals();
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    SolveExitStatus convertStatus(int status);
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  protected:
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    virtual const char* _solverName() const;
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    virtual SolveExitStatus _solve();
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    virtual Value _getPrimal(int i) const;
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    virtual Value _getDual(int i) const;
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    virtual Value _getPrimalValue() const;
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    virtual VarStatus _getColStatus(int i) const;
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    virtual VarStatus _getRowStatus(int i) const;
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    virtual Value _getPrimalRay(int i) const;
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    virtual Value _getDualRay(int i) const;
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    virtual ProblemType _getPrimalType() const;
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    virtual ProblemType _getDualType() const;
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  public:
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    /// Solve with primal simplex method
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    SolveExitStatus solvePrimal();
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    /// Solve with dual simplex method
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    SolveExitStatus solveDual();
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    /// Solve with barrier method
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    SolveExitStatus solveBarrier();
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  };
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  /// \brief Interface for the CPLEX MIP solver
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  ///
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  /// This class implements an interface for the CPLEX MIP solver.
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  ///\ingroup lp_group
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  class CplexMip : public MipSolver, public CplexBase {
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  public:
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    /// \e
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    CplexMip();
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    /// \e
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    CplexMip(const CplexEnv&);
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    /// \e
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    CplexMip(const CplexMip&);
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    /// \e
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    virtual ~CplexMip();
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    /// \e
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    virtual CplexMip* cloneSolver() const;
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    /// \e
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    virtual CplexMip* newSolver() const;
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  protected:
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    virtual const char* _solverName() const;
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    virtual ColTypes _getColType(int col) const;
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    virtual void _setColType(int col, ColTypes col_type);
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    virtual SolveExitStatus _solve();
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    virtual ProblemType _getType() const;
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    virtual Value _getSol(int i) const;
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    virtual Value _getSolValue() const;
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  };
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} //END OF NAMESPACE LEMON
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#endif //LEMON_CPLEX_H
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