lemon/cplex.h
author Peter Kovacs <kpeter@inf.elte.hu>
Tue, 15 Mar 2011 19:32:21 +0100
changeset 936 ddd3c0d3d9bf
parent 576 745e182d0139
child 1063 1782aa72495a
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.
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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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#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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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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  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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  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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  };
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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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