lemon/soplex.cc
author Peter Kovacs <kpeter@inf.elte.hu>
Tue, 15 Mar 2011 19:32:21 +0100
changeset 936 ddd3c0d3d9bf
parent 746 e4554cd6b2bf
child 1092 dceba191c00d
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) 2003-2010
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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 <iostream>
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#include <lemon/soplex.h>
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#include <soplex.h>
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#include <spxout.h>
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///\file
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///\brief Implementation of the LEMON-SOPLEX lp solver interface.
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namespace lemon {
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  SoplexLp::SoplexLp() {
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    soplex = new soplex::SoPlex;
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    messageLevel(MESSAGE_NOTHING);
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  }
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  SoplexLp::~SoplexLp() {
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    delete soplex;
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  }
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  SoplexLp::SoplexLp(const SoplexLp& lp) {
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    rows = lp.rows;
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    cols = lp.cols;
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    soplex = new soplex::SoPlex;
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    (*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex);
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    _col_names = lp._col_names;
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    _col_names_ref = lp._col_names_ref;
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    _row_names = lp._row_names;
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    _row_names_ref = lp._row_names_ref;
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    messageLevel(MESSAGE_NOTHING);
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  }
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  void SoplexLp::_clear_temporals() {
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    _primal_values.clear();
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    _dual_values.clear();
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  }
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  SoplexLp* SoplexLp::newSolver() const {
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    SoplexLp* newlp = new SoplexLp();
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    return newlp;
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  }
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  SoplexLp* SoplexLp::cloneSolver() const {
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    SoplexLp* newlp = new SoplexLp(*this);
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    return newlp;
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  }
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  const char* SoplexLp::_solverName() const { return "SoplexLp"; }
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  int SoplexLp::_addCol() {
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    soplex::LPCol c;
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    c.setLower(-soplex::infinity);
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    c.setUpper(soplex::infinity);
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    soplex->addCol(c);
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    _col_names.push_back(std::string());
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    return soplex->nCols() - 1;
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  }
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  int SoplexLp::_addRow() {
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    soplex::LPRow r;
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    r.setLhs(-soplex::infinity);
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    r.setRhs(soplex::infinity);
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    soplex->addRow(r);
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    _row_names.push_back(std::string());
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    return soplex->nRows() - 1;
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  }
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  int SoplexLp::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
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    soplex::DSVector v;
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    for (ExprIterator it = b; it != e; ++it) {
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      v.add(it->first, it->second);
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    }
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    soplex::LPRow r(l, v, u);
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    soplex->addRow(r);
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    _row_names.push_back(std::string());
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    return soplex->nRows() - 1;
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  }
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  void SoplexLp::_eraseCol(int i) {
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    soplex->removeCol(i);
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    _col_names_ref.erase(_col_names[i]);
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    _col_names[i] = _col_names.back();
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    _col_names_ref[_col_names.back()] = i;
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    _col_names.pop_back();
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  }
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  void SoplexLp::_eraseRow(int i) {
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    soplex->removeRow(i);
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    _row_names_ref.erase(_row_names[i]);
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    _row_names[i] = _row_names.back();
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    _row_names_ref[_row_names.back()] = i;
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    _row_names.pop_back();
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  }
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  void SoplexLp::_eraseColId(int i) {
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    cols.eraseIndex(i);
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    cols.relocateIndex(i, cols.maxIndex());
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  }
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  void SoplexLp::_eraseRowId(int i) {
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    rows.eraseIndex(i);
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    rows.relocateIndex(i, rows.maxIndex());
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  }
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  void SoplexLp::_getColName(int c, std::string &name) const {
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    name = _col_names[c];
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  }
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  void SoplexLp::_setColName(int c, const std::string &name) {
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    _col_names_ref.erase(_col_names[c]);
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    _col_names[c] = name;
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    if (!name.empty()) {
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      _col_names_ref.insert(std::make_pair(name, c));
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    }
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  }
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  int SoplexLp::_colByName(const std::string& name) const {
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    std::map<std::string, int>::const_iterator it =
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      _col_names_ref.find(name);
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    if (it != _col_names_ref.end()) {
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      return it->second;
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    } else {
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      return -1;
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    }
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  }
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  void SoplexLp::_getRowName(int r, std::string &name) const {
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    name = _row_names[r];
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  }
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  void SoplexLp::_setRowName(int r, const std::string &name) {
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    _row_names_ref.erase(_row_names[r]);
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    _row_names[r] = name;
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    if (!name.empty()) {
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      _row_names_ref.insert(std::make_pair(name, r));
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    }
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  }
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  int SoplexLp::_rowByName(const std::string& name) const {
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    std::map<std::string, int>::const_iterator it =
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      _row_names_ref.find(name);
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    if (it != _row_names_ref.end()) {
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      return it->second;
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    } else {
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      return -1;
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    }
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  }
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  void SoplexLp::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
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    for (int j = 0; j < soplex->nCols(); ++j) {
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      soplex->changeElement(i, j, 0.0);
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    }
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    for(ExprIterator it = b; it != e; ++it) {
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      soplex->changeElement(i, it->first, it->second);
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    }
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  }
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  void SoplexLp::_getRowCoeffs(int i, InsertIterator b) const {
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    const soplex::SVector& vec = soplex->rowVector(i);
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    for (int k = 0; k < vec.size(); ++k) {
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      *b = std::make_pair(vec.index(k), vec.value(k));
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      ++b;
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    }
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  }
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  void SoplexLp::_setColCoeffs(int j, ExprIterator b, ExprIterator e) {
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    for (int i = 0; i < soplex->nRows(); ++i) {
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      soplex->changeElement(i, j, 0.0);
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    }
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    for(ExprIterator it = b; it != e; ++it) {
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      soplex->changeElement(it->first, j, it->second);
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    }
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  }
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  void SoplexLp::_getColCoeffs(int i, InsertIterator b) const {
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    const soplex::SVector& vec = soplex->colVector(i);
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    for (int k = 0; k < vec.size(); ++k) {
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      *b = std::make_pair(vec.index(k), vec.value(k));
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      ++b;
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    }
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  }
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  void SoplexLp::_setCoeff(int i, int j, Value value) {
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    soplex->changeElement(i, j, value);
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  }
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  SoplexLp::Value SoplexLp::_getCoeff(int i, int j) const {
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    return soplex->rowVector(i)[j];
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  }
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  void SoplexLp::_setColLowerBound(int i, Value value) {
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    LEMON_ASSERT(value != INF, "Invalid bound");
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    soplex->changeLower(i, value != -INF ? value : -soplex::infinity);
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  }
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  SoplexLp::Value SoplexLp::_getColLowerBound(int i) const {
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    double value = soplex->lower(i);
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    return value != -soplex::infinity ? value : -INF;
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  }
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  void SoplexLp::_setColUpperBound(int i, Value value) {
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    LEMON_ASSERT(value != -INF, "Invalid bound");
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    soplex->changeUpper(i, value != INF ? value : soplex::infinity);
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  }
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  SoplexLp::Value SoplexLp::_getColUpperBound(int i) const {
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    double value = soplex->upper(i);
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    return value != soplex::infinity ? value : INF;
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  }
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  void SoplexLp::_setRowLowerBound(int i, Value lb) {
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    LEMON_ASSERT(lb != INF, "Invalid bound");
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    soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i));
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  }
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  SoplexLp::Value SoplexLp::_getRowLowerBound(int i) const {
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    double res = soplex->lhs(i);
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    return res == -soplex::infinity ? -INF : res;
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  }
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  void SoplexLp::_setRowUpperBound(int i, Value ub) {
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    LEMON_ASSERT(ub != -INF, "Invalid bound");
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    soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity);
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  }
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  SoplexLp::Value SoplexLp::_getRowUpperBound(int i) const {
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    double res = soplex->rhs(i);
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    return res == soplex::infinity ? INF : res;
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  }
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  void SoplexLp::_setObjCoeffs(ExprIterator b, ExprIterator e) {
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    for (int j = 0; j < soplex->nCols(); ++j) {
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      soplex->changeObj(j, 0.0);
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    }
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    for (ExprIterator it = b; it != e; ++it) {
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      soplex->changeObj(it->first, it->second);
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    }
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  }
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  void SoplexLp::_getObjCoeffs(InsertIterator b) const {
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    for (int j = 0; j < soplex->nCols(); ++j) {
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      Value coef = soplex->obj(j);
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      if (coef != 0.0) {
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        *b = std::make_pair(j, coef);
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        ++b;
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      }
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    }
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  }
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  void SoplexLp::_setObjCoeff(int i, Value obj_coef) {
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    soplex->changeObj(i, obj_coef);
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  }
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  SoplexLp::Value SoplexLp::_getObjCoeff(int i) const {
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    return soplex->obj(i);
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  }
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  SoplexLp::SolveExitStatus SoplexLp::_solve() {
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    _clear_temporals();
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    _applyMessageLevel();
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    soplex::SPxSolver::Status status = soplex->solve();
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    switch (status) {
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    case soplex::SPxSolver::OPTIMAL:
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    case soplex::SPxSolver::INFEASIBLE:
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    case soplex::SPxSolver::UNBOUNDED:
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      return SOLVED;
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    default:
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      return UNSOLVED;
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    }
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  }
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  SoplexLp::Value SoplexLp::_getPrimal(int i) const {
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    if (_primal_values.empty()) {
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      _primal_values.resize(soplex->nCols());
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      soplex::Vector pv(_primal_values.size(), &_primal_values.front());
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      soplex->getPrimal(pv);
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    }
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    return _primal_values[i];
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  }
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  SoplexLp::Value SoplexLp::_getDual(int i) const {
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    if (_dual_values.empty()) {
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      _dual_values.resize(soplex->nRows());
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      soplex::Vector dv(_dual_values.size(), &_dual_values.front());
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      soplex->getDual(dv);
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    }
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    return _dual_values[i];
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  }
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  SoplexLp::Value SoplexLp::_getPrimalValue() const {
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    return soplex->objValue();
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  }
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  SoplexLp::VarStatus SoplexLp::_getColStatus(int i) const {
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    switch (soplex->getBasisColStatus(i)) {
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    case soplex::SPxSolver::BASIC:
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      return BASIC;
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    case soplex::SPxSolver::ON_UPPER:
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      return UPPER;
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    case soplex::SPxSolver::ON_LOWER:
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      return LOWER;
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    case soplex::SPxSolver::FIXED:
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      return FIXED;
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    case soplex::SPxSolver::ZERO:
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      return FREE;
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    default:
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      LEMON_ASSERT(false, "Wrong column status");
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      return VarStatus();
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    }
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  }
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  SoplexLp::VarStatus SoplexLp::_getRowStatus(int i) const {
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    switch (soplex->getBasisRowStatus(i)) {
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    case soplex::SPxSolver::BASIC:
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      return BASIC;
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    case soplex::SPxSolver::ON_UPPER:
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      return UPPER;
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    case soplex::SPxSolver::ON_LOWER:
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      return LOWER;
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    case soplex::SPxSolver::FIXED:
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      return FIXED;
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    case soplex::SPxSolver::ZERO:
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      return FREE;
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    default:
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      LEMON_ASSERT(false, "Wrong row status");
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      return VarStatus();
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    }
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  }
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  SoplexLp::Value SoplexLp::_getPrimalRay(int i) const {
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    if (_primal_ray.empty()) {
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      _primal_ray.resize(soplex->nCols());
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      soplex::Vector pv(_primal_ray.size(), &_primal_ray.front());
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      soplex->getDualfarkas(pv);
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    }
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    return _primal_ray[i];
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  }
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  SoplexLp::Value SoplexLp::_getDualRay(int i) const {
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    if (_dual_ray.empty()) {
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      _dual_ray.resize(soplex->nRows());
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      soplex::Vector dv(_dual_ray.size(), &_dual_ray.front());
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      soplex->getDualfarkas(dv);
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    }
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    return _dual_ray[i];
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  }
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  SoplexLp::ProblemType SoplexLp::_getPrimalType() const {
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    switch (soplex->status()) {
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    case soplex::SPxSolver::OPTIMAL:
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      return OPTIMAL;
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    case soplex::SPxSolver::UNBOUNDED:
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      return UNBOUNDED;
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   387
    case soplex::SPxSolver::INFEASIBLE:
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      return INFEASIBLE;
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   389
    default:
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   390
      return UNDEFINED;
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   391
    }
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   392
  }
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   393
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   394
  SoplexLp::ProblemType SoplexLp::_getDualType() const {
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   395
    switch (soplex->status()) {
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   396
    case soplex::SPxSolver::OPTIMAL:
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   397
      return OPTIMAL;
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   398
    case soplex::SPxSolver::UNBOUNDED:
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   399
      return UNBOUNDED;
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   400
    case soplex::SPxSolver::INFEASIBLE:
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   401
      return INFEASIBLE;
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   402
    default:
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   403
      return UNDEFINED;
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   404
    }
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   405
  }
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   406
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   407
  void SoplexLp::_setSense(Sense sense) {
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   408
    switch (sense) {
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   409
    case MIN:
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   410
      soplex->changeSense(soplex::SPxSolver::MINIMIZE);
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   411
      break;
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   412
    case MAX:
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   413
      soplex->changeSense(soplex::SPxSolver::MAXIMIZE);
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   414
    }
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   415
  }
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   416
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   417
  SoplexLp::Sense SoplexLp::_getSense() const {
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   418
    switch (soplex->spxSense()) {
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   419
    case soplex::SPxSolver::MAXIMIZE:
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   420
      return MAX;
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   421
    case soplex::SPxSolver::MINIMIZE:
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      return MIN;
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   423
    default:
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   424
      LEMON_ASSERT(false, "Wrong sense.");
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   425
      return SoplexLp::Sense();
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   426
    }
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   427
  }
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   428
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   429
  void SoplexLp::_clear() {
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   430
    soplex->clear();
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   431
    _col_names.clear();
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   432
    _col_names_ref.clear();
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   433
    _row_names.clear();
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   434
    _row_names_ref.clear();
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   435
    cols.clear();
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   436
    rows.clear();
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   437
    _clear_temporals();
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   438
  }
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   439
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   440
  void SoplexLp::_messageLevel(MessageLevel level) {
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    switch (level) {
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   442
    case MESSAGE_NOTHING:
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   443
      _message_level = -1;
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   444
      break;
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   445
    case MESSAGE_ERROR:
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   446
      _message_level = soplex::SPxOut::ERROR;
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   447
      break;
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   448
    case MESSAGE_WARNING:
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   449
      _message_level = soplex::SPxOut::WARNING;
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   450
      break;
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   451
    case MESSAGE_NORMAL:
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   452
      _message_level = soplex::SPxOut::INFO2;
deba@576
   453
      break;
deba@576
   454
    case MESSAGE_VERBOSE:
deba@576
   455
      _message_level = soplex::SPxOut::DEBUG;
deba@576
   456
      break;
deba@576
   457
    }
deba@576
   458
  }
deba@576
   459
deba@576
   460
  void SoplexLp::_applyMessageLevel() {
deba@576
   461
    soplex::Param::setVerbose(_message_level);
deba@576
   462
  }
deba@576
   463
alpar@461
   464
} //namespace lemon
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   465