test/lp_test.cc
author Balazs Dezso <deba@inf.elte.hu>
Thu, 24 Jun 2010 09:27:53 +0200
changeset 891 bb70ad62c95f
parent 627 20dac2104519
child 957 2eebc8f7dca5
permissions -rw-r--r--
Fix critical bug in preflow (#372)

The wrong transition between the bound decrease and highest active
heuristics caused the bug. The last node chosen in bound decrease mode
is used in the first iteration in highest active mode.
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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) 2003-2009
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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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#include <sstream>
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#include <lemon/lp_skeleton.h>
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#include "test_tools.h"
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#include <lemon/tolerance.h>
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#include <lemon/config.h>
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#ifdef LEMON_HAVE_GLPK
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#include <lemon/glpk.h>
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#endif
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#ifdef LEMON_HAVE_CPLEX
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#include <lemon/cplex.h>
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#endif
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#ifdef LEMON_HAVE_SOPLEX
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#include <lemon/soplex.h>
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#endif
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#ifdef LEMON_HAVE_CLP
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#include <lemon/clp.h>
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#endif
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using namespace lemon;
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void lpTest(LpSolver& lp)
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{
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  typedef LpSolver LP;
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  std::vector<LP::Col> x(10);
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  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
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  lp.addColSet(x);
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  lp.colLowerBound(x,1);
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  lp.colUpperBound(x,1);
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  lp.colBounds(x,1,2);
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  std::vector<LP::Col> y(10);
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  lp.addColSet(y);
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  lp.colLowerBound(y,1);
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  lp.colUpperBound(y,1);
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  lp.colBounds(y,1,2);
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  std::map<int,LP::Col> z;
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  z.insert(std::make_pair(12,INVALID));
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  z.insert(std::make_pair(2,INVALID));
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  z.insert(std::make_pair(7,INVALID));
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  z.insert(std::make_pair(5,INVALID));
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  lp.addColSet(z);
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  lp.colLowerBound(z,1);
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  lp.colUpperBound(z,1);
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  lp.colBounds(z,1,2);
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  {
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    LP::Expr e,f,g;
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    LP::Col p1,p2,p3,p4,p5;
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    LP::Constr c;
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    p1=lp.addCol();
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    p2=lp.addCol();
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    p3=lp.addCol();
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    p4=lp.addCol();
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    p5=lp.addCol();
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    e[p1]=2;
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    *e=12;
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    e[p1]+=2;
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    *e+=12;
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    e[p1]-=2;
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    *e-=12;
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    e=2;
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    e=2.2;
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    e=p1;
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    e=f;
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    e+=2;
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    e+=2.2;
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    e+=p1;
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    e+=f;
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    e-=2;
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    e-=2.2;
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    e-=p1;
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    e-=f;
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    e*=2;
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    e*=2.2;
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    e/=2;
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    e/=2.2;
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    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
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       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
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       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
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       2.2*f+f*2.2+f/2.2+
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       2*f+f*2+f/2+
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       2.2*p1+p1*2.2+p1/2.2+
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       2*p1+p1*2+p1/2
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       );
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    c = (e  <= f  );
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    c = (e  <= 2.2);
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    c = (e  <= 2  );
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    c = (e  <= p1 );
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    c = (2.2<= f  );
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    c = (2  <= f  );
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    c = (p1 <= f  );
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    c = (p1 <= p2 );
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    c = (p1 <= 2.2);
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    c = (p1 <= 2  );
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    c = (2.2<= p2 );
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    c = (2  <= p2 );
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    c = (e  >= f  );
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    c = (e  >= 2.2);
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    c = (e  >= 2  );
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    c = (e  >= p1 );
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    c = (2.2>= f  );
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    c = (2  >= f  );
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    c = (p1 >= f  );
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    c = (p1 >= p2 );
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    c = (p1 >= 2.2);
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    c = (p1 >= 2  );
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    c = (2.2>= p2 );
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    c = (2  >= p2 );
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    c = (e  == f  );
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    c = (e  == 2.2);
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    c = (e  == 2  );
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    c = (e  == p1 );
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    c = (2.2== f  );
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    c = (2  == f  );
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    c = (p1 == f  );
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    //c = (p1 == p2 );
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    c = (p1 == 2.2);
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    c = (p1 == 2  );
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    c = (2.2== p2 );
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    c = (2  == p2 );
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    c = ((2 <= e) <= 3);
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    c = ((2 <= p1) <= 3);
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    c = ((2 >= e) >= 3);
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    c = ((2 >= p1) >= 3);
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    e[x[3]]=2;
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    e[x[3]]=4;
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    e[x[3]]=1;
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    *e=12;
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    lp.addRow(-LP::INF,e,23);
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    lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
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    lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
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    lp.addRow(x[1]+x[3]<=x[5]-3);
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    lp.addRow((-7<=x[1]+x[3]-12)<=3);
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    lp.addRow(x[1]<=x[5]);
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    std::ostringstream buf;
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    e=((p1+p2)+(p1-0.99*p2));
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    //e.prettyPrint(std::cout);
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    //(e<=2).prettyPrint(std::cout);
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    double tolerance=0.001;
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    e.simplify(tolerance);
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    buf << "Coeff. of p2 should be 0.01";
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    check(e[p2]>0, buf.str());
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    tolerance=0.02;
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    e.simplify(tolerance);
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    buf << "Coeff. of p2 should be 0";
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    check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
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    //Test for clone/new
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    LP* lpnew = lp.newSolver();
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    LP* lpclone = lp.cloneSolver();
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    delete lpnew;
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    delete lpclone;
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  }
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  {
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    LP::DualExpr e,f,g;
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    LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,
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      p4 = INVALID, p5 = INVALID;
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    e[p1]=2;
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    e[p1]+=2;
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    e[p1]-=2;
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    e=p1;
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    e=f;
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    e+=p1;
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    e+=f;
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    e-=p1;
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    e-=f;
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    e*=2;
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    e*=2.2;
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    e/=2;
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    e/=2.2;
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    e=((p1+p2)+(p1-p2)+
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       (p1+f)+(f+p1)+(f+g)+
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       (p1-f)+(f-p1)+(f-g)+
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       2.2*f+f*2.2+f/2.2+
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       2*f+f*2+f/2+
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       2.2*p1+p1*2.2+p1/2.2+
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       2*p1+p1*2+p1/2
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       );
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  }
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}
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void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
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                   double exp_opt) {
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  using std::string;
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  lp.solve();
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  std::ostringstream buf;
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  buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
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  check(lp.primalType()==stat, buf.str());
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  if (stat ==  LpSolver::OPTIMAL) {
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    std::ostringstream sbuf;
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    sbuf << "Wrong optimal value (" << lp.primal() <<") with "
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         << lp.solverName() <<"\n     the right optimum is " << exp_opt;
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    check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
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  }
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}
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void aTest(LpSolver & lp)
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{
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  typedef LpSolver LP;
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 //The following example is very simple
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  typedef LpSolver::Row Row;
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  typedef LpSolver::Col Col;
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  Col x1 = lp.addCol();
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  Col x2 = lp.addCol();
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  //Constraints
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  Row upright=lp.addRow(x1+2*x2 <=1);
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  lp.addRow(x1+x2 >=-1);
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  lp.addRow(x1-x2 <=1);
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  lp.addRow(x1-x2 >=-1);
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  //Nonnegativity of the variables
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  lp.colLowerBound(x1, 0);
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  lp.colLowerBound(x2, 0);
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  //Objective function
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  lp.obj(x1+x2);
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  lp.sense(lp.MAX);
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  //Testing the problem retrieving routines
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  check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
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  check(lp.sense() == lp.MAX,"This is a maximization!");
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  check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
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  check(lp.colLowerBound(x1)==0,
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        "The lower bound for variable x1 should be 0.");
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  check(lp.colUpperBound(x1)==LpSolver::INF,
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        "The upper bound for variable x1 should be infty.");
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  check(lp.rowLowerBound(upright) == -LpSolver::INF,
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        "The lower bound for the first row should be -infty.");
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  check(lp.rowUpperBound(upright)==1,
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        "The upper bound for the first row should be 1.");
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  LpSolver::Expr e = lp.row(upright);
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  check(e[x1] == 1, "The first coefficient should 1.");
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  check(e[x2] == 2, "The second coefficient should 1.");
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  lp.row(upright, x1+x2 <=1);
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  e = lp.row(upright);
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  check(e[x1] == 1, "The first coefficient should 1.");
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  check(e[x2] == 1, "The second coefficient should 1.");
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  LpSolver::DualExpr de = lp.col(x1);
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  check(  de[upright] == 1, "The first coefficient should 1.");
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  LpSolver* clp = lp.cloneSolver();
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  //Testing the problem retrieving routines
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  check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
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  check(clp->sense() == clp->MAX,"This is a maximization!");
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  check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
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  //  std::cout<<lp.colLowerBound(x1)<<std::endl;
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  check(clp->colLowerBound(x1)==0,
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        "The lower bound for variable x1 should be 0.");
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  check(clp->colUpperBound(x1)==LpSolver::INF,
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        "The upper bound for variable x1 should be infty.");
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  check(lp.rowLowerBound(upright)==-LpSolver::INF,
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        "The lower bound for the first row should be -infty.");
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  check(lp.rowUpperBound(upright)==1,
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        "The upper bound for the first row should be 1.");
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  e = clp->row(upright);
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  check(e[x1] == 1, "The first coefficient should 1.");
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  check(e[x2] == 1, "The second coefficient should 1.");
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  de = clp->col(x1);
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  check(de[upright] == 1, "The first coefficient should 1.");
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  delete clp;
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  //Maximization of x1+x2
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  //over the triangle with vertices (0,0) (0,1) (1,0)
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  double expected_opt=1;
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  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
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  //Minimization
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  lp.sense(lp.MIN);
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  expected_opt=0;
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  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
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  //Vertex (-1,0) instead of (0,0)
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  lp.colLowerBound(x1, -LpSolver::INF);
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  expected_opt=-1;
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  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
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  //Erase one constraint and return to maximization
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  lp.erase(upright);
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  lp.sense(lp.MAX);
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  expected_opt=LpSolver::INF;
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  solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
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  //Infeasibilty
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  lp.addRow(x1+x2 <=-2);
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  solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
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}
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template<class LP>
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void cloneTest()
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{
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  //Test for clone/new
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  LP* lp = new LP();
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  LP* lpnew = lp->newSolver();
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  LP* lpclone = lp->cloneSolver();
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  delete lp;
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  delete lpnew;
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  delete lpclone;
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}
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int main()
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{
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  LpSkeleton lp_skel;
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  lpTest(lp_skel);
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#ifdef LEMON_HAVE_GLPK
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  {
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    GlpkLp lp_glpk1,lp_glpk2;
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    lpTest(lp_glpk1);
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    aTest(lp_glpk2);
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    cloneTest<GlpkLp>();
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  }
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#endif
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#ifdef LEMON_HAVE_CPLEX
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  try {
alpar@462
   391
    CplexLp lp_cplex1,lp_cplex2;
deba@459
   392
    lpTest(lp_cplex1);
deba@459
   393
    aTest(lp_cplex2);
deba@551
   394
    cloneTest<CplexLp>();
deba@459
   395
  } catch (CplexEnv::LicenseError& error) {
deba@459
   396
    check(false, error.what());
deba@459
   397
  }
deba@458
   398
#endif
deba@458
   399
ladanyi@627
   400
#ifdef LEMON_HAVE_SOPLEX
deba@459
   401
  {
alpar@462
   402
    SoplexLp lp_soplex1,lp_soplex2;
deba@459
   403
    lpTest(lp_soplex1);
deba@459
   404
    aTest(lp_soplex2);
alpar@540
   405
    cloneTest<SoplexLp>();
deba@459
   406
  }
deba@459
   407
#endif
deba@459
   408
ladanyi@627
   409
#ifdef LEMON_HAVE_CLP
deba@459
   410
  {
alpar@462
   411
    ClpLp lp_clp1,lp_clp2;
deba@459
   412
    lpTest(lp_clp1);
deba@459
   413
    aTest(lp_clp2);
alpar@540
   414
    cloneTest<ClpLp>();
deba@459
   415
  }
deba@458
   416
#endif
deba@458
   417
deba@458
   418
  return 0;
deba@458
   419
}