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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) 2003-2008
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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_LP_BASE_H
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#define LEMON_LP_BASE_H
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#include<iostream>
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#include<vector>
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#include<map>
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#include<limits>
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#include<lemon/math.h>
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#include<lemon/error.h>
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#include<lemon/assert.h>
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#include<lemon/core.h>
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#include<lemon/bits/solver_bits.h>
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///\file
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///\brief The interface of the LP solver interface.
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///\ingroup lp_group
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namespace lemon {
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///Common base class for LP and MIP solvers
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///Usually this class is not used directly, please use one of the concrete
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///implementations of the solver interface.
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///\ingroup lp_group
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class LpBase {
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protected:
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_solver_bits::VarIndex rows;
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_solver_bits::VarIndex cols;
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public:
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///Possible outcomes of an LP solving procedure
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enum SolveExitStatus {
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///This means that the problem has been successfully solved: either
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///an optimal solution has been found or infeasibility/unboundedness
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///has been proved.
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SOLVED = 0,
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///Any other case (including the case when some user specified
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///limit has been exceeded)
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UNSOLVED = 1
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};
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///Direction of the optimization
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enum Sense {
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/// Minimization
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MIN,
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/// Maximization
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MAX
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};
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///The floating point type used by the solver
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typedef double Value;
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///The infinity constant
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static const Value INF;
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///The not a number constant
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static const Value NaN;
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friend class Col;
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friend class ColIt;
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friend class Row;
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friend class RowIt;
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///Refer to a column of the LP.
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///This type is used to refer to a column of the LP.
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///
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///Its value remains valid and correct even after the addition or erase of
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///other columns.
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///
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///\note This class is similar to other Item types in LEMON, like
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///Node and Arc types in digraph.
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class Col {
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friend class LpBase;
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protected:
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int _id;
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explicit Col(int id) : _id(id) {}
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public:
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typedef Value ExprValue;
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typedef True LpCol;
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/// Default constructor
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/// \warning The default constructor sets the Col to an
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/// undefined value.
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Col() {}
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/// Invalid constructor \& conversion.
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/// This constructor initializes the Col to be invalid.
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/// \sa Invalid for more details.
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Col(const Invalid&) : _id(-1) {}
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/// Equality operator
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/// Two \ref Col "Col"s are equal if and only if they point to
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/// the same LP column or both are invalid.
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bool operator==(Col c) const {return _id == c._id;}
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/// Inequality operator
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/// \sa operator==(Col c)
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///
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bool operator!=(Col c) const {return _id != c._id;}
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/// Artificial ordering operator.
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/// To allow the use of this object in std::map or similar
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/// associative container we require this.
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///
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/// \note This operator only have to define some strict ordering of
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/// the items; this order has nothing to do with the iteration
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/// ordering of the items.
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bool operator<(Col c) const {return _id < c._id;}
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};
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///Iterator for iterate over the columns of an LP problem
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/// Its usage is quite simple, for example you can count the number
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/// of columns in an LP \c lp:
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///\code
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/// int count=0;
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/// for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count;
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///\endcode
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class ColIt : public Col {
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const LpBase *_solver;
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public:
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/// Default constructor
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/// \warning The default constructor sets the iterator
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/// to an undefined value.
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ColIt() {}
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/// Sets the iterator to the first Col
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/// Sets the iterator to the first Col.
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///
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ColIt(const LpBase &solver) : _solver(&solver)
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{
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_solver->cols.firstItem(_id);
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}
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/// Invalid constructor \& conversion
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/// Initialize the iterator to be invalid.
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/// \sa Invalid for more details.
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ColIt(const Invalid&) : Col(INVALID) {}
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/// Next column
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/// Assign the iterator to the next column.
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///
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ColIt &operator++()
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{
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_solver->cols.nextItem(_id);
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return *this;
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}
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};
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/// \brief Returns the ID of the column.
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static int id(const Col& col) { return col._id; }
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/// \brief Returns the column with the given ID.
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///
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/// \pre The argument should be a valid column ID in the LP problem.
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static Col colFromId(int id) { return Col(id); }
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///Refer to a row of the LP.
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///This type is used to refer to a row of the LP.
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///
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///Its value remains valid and correct even after the addition or erase of
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///other rows.
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///
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///\note This class is similar to other Item types in LEMON, like
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///Node and Arc types in digraph.
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class Row {
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friend class LpBase;
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protected:
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int _id;
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explicit Row(int id) : _id(id) {}
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public:
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typedef Value ExprValue;
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typedef True LpRow;
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/// Default constructor
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/// \warning The default constructor sets the Row to an
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/// undefined value.
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Row() {}
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/// Invalid constructor \& conversion.
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/// This constructor initializes the Row to be invalid.
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/// \sa Invalid for more details.
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Row(const Invalid&) : _id(-1) {}
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/// Equality operator
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/// Two \ref Row "Row"s are equal if and only if they point to
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/// the same LP row or both are invalid.
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bool operator==(Row r) const {return _id == r._id;}
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/// Inequality operator
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/// \sa operator==(Row r)
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///
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bool operator!=(Row r) const {return _id != r._id;}
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/// Artificial ordering operator.
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/// To allow the use of this object in std::map or similar
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/// associative container we require this.
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///
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/// \note This operator only have to define some strict ordering of
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/// the items; this order has nothing to do with the iteration
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/// ordering of the items.
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bool operator<(Row r) const {return _id < r._id;}
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};
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///Iterator for iterate over the rows of an LP problem
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/// Its usage is quite simple, for example you can count the number
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/// of rows in an LP \c lp:
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///\code
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/// int count=0;
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/// for (LpBase::RowIt c(lp); c!=INVALID; ++c) ++count;
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///\endcode
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class RowIt : public Row {
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const LpBase *_solver;
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public:
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/// Default constructor
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240 |
/// \warning The default constructor sets the iterator
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/// to an undefined value.
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RowIt() {}
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/// Sets the iterator to the first Row
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/// Sets the iterator to the first Row.
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///
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RowIt(const LpBase &solver) : _solver(&solver)
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{
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_solver->rows.firstItem(_id);
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}
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/// Invalid constructor \& conversion
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/// Initialize the iterator to be invalid.
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/// \sa Invalid for more details.
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RowIt(const Invalid&) : Row(INVALID) {}
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/// Next row
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/// Assign the iterator to the next row.
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///
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RowIt &operator++()
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{
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_solver->rows.nextItem(_id);
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return *this;
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264 |
}
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};
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|
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/// \brief Returns the ID of the row.
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static int id(const Row& row) { return row._id; }
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/// \brief Returns the row with the given ID.
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///
|
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/// \pre The argument should be a valid row ID in the LP problem.
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static Row rowFromId(int id) { return Row(id); }
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|
273 |
|
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274 |
public:
|
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|
275 |
|
deba@458
|
276 |
///Linear expression of variables and a constant component
|
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|
277 |
|
deba@458
|
278 |
///This data structure stores a linear expression of the variables
|
deba@458
|
279 |
///(\ref Col "Col"s) and also has a constant component.
|
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|
280 |
///
|
deba@458
|
281 |
///There are several ways to access and modify the contents of this
|
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|
282 |
///container.
|
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|
283 |
///\code
|
deba@458
|
284 |
///e[v]=5;
|
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|
285 |
///e[v]+=12;
|
deba@458
|
286 |
///e.erase(v);
|
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|
287 |
///\endcode
|
deba@458
|
288 |
///or you can also iterate through its elements.
|
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|
289 |
///\code
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deba@458
|
290 |
///double s=0;
|
deba@459
|
291 |
///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i)
|
deba@459
|
292 |
/// s+=*i * primal(i);
|
deba@458
|
293 |
///\endcode
|
deba@459
|
294 |
///(This code computes the primal value of the expression).
|
deba@458
|
295 |
///- Numbers (<tt>double</tt>'s)
|
deba@458
|
296 |
///and variables (\ref Col "Col"s) directly convert to an
|
deba@458
|
297 |
///\ref Expr and the usual linear operations are defined, so
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deba@458
|
298 |
///\code
|
deba@458
|
299 |
///v+w
|
deba@458
|
300 |
///2*v-3.12*(v-w/2)+2
|
deba@458
|
301 |
///v*2.1+(3*v+(v*12+w+6)*3)/2
|
deba@458
|
302 |
///\endcode
|
deba@459
|
303 |
///are valid expressions.
|
deba@458
|
304 |
///The usual assignment operations are also defined.
|
deba@458
|
305 |
///\code
|
deba@458
|
306 |
///e=v+w;
|
deba@458
|
307 |
///e+=2*v-3.12*(v-w/2)+2;
|
deba@458
|
308 |
///e*=3.4;
|
deba@458
|
309 |
///e/=5;
|
deba@458
|
310 |
///\endcode
|
deba@459
|
311 |
///- The constant member can be set and read by dereference
|
deba@459
|
312 |
/// operator (unary *)
|
deba@459
|
313 |
///
|
deba@458
|
314 |
///\code
|
deba@459
|
315 |
///*e=12;
|
deba@459
|
316 |
///double c=*e;
|
deba@458
|
317 |
///\endcode
|
deba@458
|
318 |
///
|
deba@458
|
319 |
///\sa Constr
|
deba@459
|
320 |
class Expr {
|
deba@459
|
321 |
friend class LpBase;
|
deba@458
|
322 |
public:
|
deba@459
|
323 |
/// The key type of the expression
|
deba@459
|
324 |
typedef LpBase::Col Key;
|
deba@459
|
325 |
/// The value type of the expression
|
deba@459
|
326 |
typedef LpBase::Value Value;
|
deba@458
|
327 |
|
deba@458
|
328 |
protected:
|
deba@459
|
329 |
Value const_comp;
|
deba@459
|
330 |
std::map<int, Value> comps;
|
deba@458
|
331 |
|
deba@458
|
332 |
public:
|
deba@459
|
333 |
typedef True SolverExpr;
|
deba@459
|
334 |
/// Default constructor
|
deba@459
|
335 |
|
deba@459
|
336 |
/// Construct an empty expression, the coefficients and
|
deba@459
|
337 |
/// the constant component are initialized to zero.
|
deba@459
|
338 |
Expr() : const_comp(0) {}
|
deba@459
|
339 |
/// Construct an expression from a column
|
deba@459
|
340 |
|
deba@459
|
341 |
/// Construct an expression, which has a term with \c c variable
|
deba@459
|
342 |
/// and 1.0 coefficient.
|
deba@459
|
343 |
Expr(const Col &c) : const_comp(0) {
|
deba@459
|
344 |
typedef std::map<int, Value>::value_type pair_type;
|
deba@459
|
345 |
comps.insert(pair_type(id(c), 1));
|
deba@458
|
346 |
}
|
deba@459
|
347 |
/// Construct an expression from a constant
|
deba@459
|
348 |
|
deba@459
|
349 |
/// Construct an expression, which's constant component is \c v.
|
deba@459
|
350 |
///
|
deba@458
|
351 |
Expr(const Value &v) : const_comp(v) {}
|
deba@459
|
352 |
/// Returns the coefficient of the column
|
deba@459
|
353 |
Value operator[](const Col& c) const {
|
deba@459
|
354 |
std::map<int, Value>::const_iterator it=comps.find(id(c));
|
deba@459
|
355 |
if (it != comps.end()) {
|
deba@459
|
356 |
return it->second;
|
deba@459
|
357 |
} else {
|
deba@459
|
358 |
return 0;
|
deba@458
|
359 |
}
|
deba@458
|
360 |
}
|
deba@459
|
361 |
/// Returns the coefficient of the column
|
deba@459
|
362 |
Value& operator[](const Col& c) {
|
deba@459
|
363 |
return comps[id(c)];
|
deba@459
|
364 |
}
|
deba@459
|
365 |
/// Sets the coefficient of the column
|
deba@459
|
366 |
void set(const Col &c, const Value &v) {
|
deba@459
|
367 |
if (v != 0.0) {
|
deba@459
|
368 |
typedef std::map<int, Value>::value_type pair_type;
|
deba@459
|
369 |
comps.insert(pair_type(id(c), v));
|
deba@459
|
370 |
} else {
|
deba@459
|
371 |
comps.erase(id(c));
|
deba@459
|
372 |
}
|
deba@459
|
373 |
}
|
deba@459
|
374 |
/// Returns the constant component of the expression
|
deba@459
|
375 |
Value& operator*() { return const_comp; }
|
deba@459
|
376 |
/// Returns the constant component of the expression
|
deba@459
|
377 |
const Value& operator*() const { return const_comp; }
|
deba@459
|
378 |
/// \brief Removes the coefficients which's absolute value does
|
deba@459
|
379 |
/// not exceed \c epsilon. It also sets to zero the constant
|
deba@459
|
380 |
/// component, if it does not exceed epsilon in absolute value.
|
deba@459
|
381 |
void simplify(Value epsilon = 0.0) {
|
deba@459
|
382 |
std::map<int, Value>::iterator it=comps.begin();
|
deba@459
|
383 |
while (it != comps.end()) {
|
deba@459
|
384 |
std::map<int, Value>::iterator jt=it;
|
deba@459
|
385 |
++jt;
|
deba@459
|
386 |
if (std::fabs((*it).second) <= epsilon) comps.erase(it);
|
deba@459
|
387 |
it=jt;
|
deba@459
|
388 |
}
|
deba@459
|
389 |
if (std::fabs(const_comp) <= epsilon) const_comp = 0;
|
deba@458
|
390 |
}
|
deba@458
|
391 |
|
deba@459
|
392 |
void simplify(Value epsilon = 0.0) const {
|
deba@459
|
393 |
const_cast<Expr*>(this)->simplify(epsilon);
|
deba@458
|
394 |
}
|
deba@458
|
395 |
|
deba@458
|
396 |
///Sets all coefficients and the constant component to 0.
|
deba@458
|
397 |
void clear() {
|
deba@459
|
398 |
comps.clear();
|
deba@458
|
399 |
const_comp=0;
|
deba@458
|
400 |
}
|
deba@458
|
401 |
|
deba@459
|
402 |
///Compound assignment
|
deba@458
|
403 |
Expr &operator+=(const Expr &e) {
|
deba@459
|
404 |
for (std::map<int, Value>::const_iterator it=e.comps.begin();
|
deba@459
|
405 |
it!=e.comps.end(); ++it)
|
deba@459
|
406 |
comps[it->first]+=it->second;
|
deba@458
|
407 |
const_comp+=e.const_comp;
|
deba@458
|
408 |
return *this;
|
deba@458
|
409 |
}
|
deba@459
|
410 |
///Compound assignment
|
deba@458
|
411 |
Expr &operator-=(const Expr &e) {
|
deba@459
|
412 |
for (std::map<int, Value>::const_iterator it=e.comps.begin();
|
deba@459
|
413 |
it!=e.comps.end(); ++it)
|
deba@459
|
414 |
comps[it->first]-=it->second;
|
deba@458
|
415 |
const_comp-=e.const_comp;
|
deba@458
|
416 |
return *this;
|
deba@458
|
417 |
}
|
deba@459
|
418 |
///Multiply with a constant
|
deba@459
|
419 |
Expr &operator*=(const Value &v) {
|
deba@459
|
420 |
for (std::map<int, Value>::iterator it=comps.begin();
|
deba@459
|
421 |
it!=comps.end(); ++it)
|
deba@459
|
422 |
it->second*=v;
|
deba@459
|
423 |
const_comp*=v;
|
deba@458
|
424 |
return *this;
|
deba@458
|
425 |
}
|
deba@459
|
426 |
///Division with a constant
|
deba@458
|
427 |
Expr &operator/=(const Value &c) {
|
deba@459
|
428 |
for (std::map<int, Value>::iterator it=comps.begin();
|
deba@459
|
429 |
it!=comps.end(); ++it)
|
deba@459
|
430 |
it->second/=c;
|
deba@458
|
431 |
const_comp/=c;
|
deba@458
|
432 |
return *this;
|
deba@458
|
433 |
}
|
deba@458
|
434 |
|
deba@459
|
435 |
///Iterator over the expression
|
deba@459
|
436 |
|
deba@459
|
437 |
///The iterator iterates over the terms of the expression.
|
deba@459
|
438 |
///
|
deba@459
|
439 |
///\code
|
deba@459
|
440 |
///double s=0;
|
deba@459
|
441 |
///for(LpBase::Expr::CoeffIt i(e);i!=INVALID;++i)
|
deba@459
|
442 |
/// s+= *i * primal(i);
|
deba@459
|
443 |
///\endcode
|
deba@459
|
444 |
class CoeffIt {
|
deba@459
|
445 |
private:
|
deba@459
|
446 |
|
deba@459
|
447 |
std::map<int, Value>::iterator _it, _end;
|
deba@459
|
448 |
|
deba@459
|
449 |
public:
|
deba@459
|
450 |
|
deba@459
|
451 |
/// Sets the iterator to the first term
|
deba@459
|
452 |
|
deba@459
|
453 |
/// Sets the iterator to the first term of the expression.
|
deba@459
|
454 |
///
|
deba@459
|
455 |
CoeffIt(Expr& e)
|
deba@459
|
456 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
deba@459
|
457 |
|
deba@459
|
458 |
/// Convert the iterator to the column of the term
|
deba@459
|
459 |
operator Col() const {
|
deba@459
|
460 |
return colFromId(_it->first);
|
deba@459
|
461 |
}
|
deba@459
|
462 |
|
deba@459
|
463 |
/// Returns the coefficient of the term
|
deba@459
|
464 |
Value& operator*() { return _it->second; }
|
deba@459
|
465 |
|
deba@459
|
466 |
/// Returns the coefficient of the term
|
deba@459
|
467 |
const Value& operator*() const { return _it->second; }
|
deba@459
|
468 |
/// Next term
|
deba@459
|
469 |
|
deba@459
|
470 |
/// Assign the iterator to the next term.
|
deba@459
|
471 |
///
|
deba@459
|
472 |
CoeffIt& operator++() { ++_it; return *this; }
|
deba@459
|
473 |
|
deba@459
|
474 |
/// Equality operator
|
deba@459
|
475 |
bool operator==(Invalid) const { return _it == _end; }
|
deba@459
|
476 |
/// Inequality operator
|
deba@459
|
477 |
bool operator!=(Invalid) const { return _it != _end; }
|
deba@459
|
478 |
};
|
deba@459
|
479 |
|
deba@459
|
480 |
/// Const iterator over the expression
|
deba@459
|
481 |
|
deba@459
|
482 |
///The iterator iterates over the terms of the expression.
|
deba@459
|
483 |
///
|
deba@459
|
484 |
///\code
|
deba@459
|
485 |
///double s=0;
|
deba@459
|
486 |
///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i)
|
deba@459
|
487 |
/// s+=*i * primal(i);
|
deba@459
|
488 |
///\endcode
|
deba@459
|
489 |
class ConstCoeffIt {
|
deba@459
|
490 |
private:
|
deba@459
|
491 |
|
deba@459
|
492 |
std::map<int, Value>::const_iterator _it, _end;
|
deba@459
|
493 |
|
deba@459
|
494 |
public:
|
deba@459
|
495 |
|
deba@459
|
496 |
/// Sets the iterator to the first term
|
deba@459
|
497 |
|
deba@459
|
498 |
/// Sets the iterator to the first term of the expression.
|
deba@459
|
499 |
///
|
deba@459
|
500 |
ConstCoeffIt(const Expr& e)
|
deba@459
|
501 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
deba@459
|
502 |
|
deba@459
|
503 |
/// Convert the iterator to the column of the term
|
deba@459
|
504 |
operator Col() const {
|
deba@459
|
505 |
return colFromId(_it->first);
|
deba@459
|
506 |
}
|
deba@459
|
507 |
|
deba@459
|
508 |
/// Returns the coefficient of the term
|
deba@459
|
509 |
const Value& operator*() const { return _it->second; }
|
deba@459
|
510 |
|
deba@459
|
511 |
/// Next term
|
deba@459
|
512 |
|
deba@459
|
513 |
/// Assign the iterator to the next term.
|
deba@459
|
514 |
///
|
deba@459
|
515 |
ConstCoeffIt& operator++() { ++_it; return *this; }
|
deba@459
|
516 |
|
deba@459
|
517 |
/// Equality operator
|
deba@459
|
518 |
bool operator==(Invalid) const { return _it == _end; }
|
deba@459
|
519 |
/// Inequality operator
|
deba@459
|
520 |
bool operator!=(Invalid) const { return _it != _end; }
|
deba@459
|
521 |
};
|
deba@459
|
522 |
|
deba@458
|
523 |
};
|
deba@458
|
524 |
|
deba@458
|
525 |
///Linear constraint
|
deba@458
|
526 |
|
deba@458
|
527 |
///This data stucture represents a linear constraint in the LP.
|
deba@458
|
528 |
///Basically it is a linear expression with a lower or an upper bound
|
deba@458
|
529 |
///(or both). These parts of the constraint can be obtained by the member
|
deba@458
|
530 |
///functions \ref expr(), \ref lowerBound() and \ref upperBound(),
|
deba@458
|
531 |
///respectively.
|
deba@458
|
532 |
///There are two ways to construct a constraint.
|
deba@458
|
533 |
///- You can set the linear expression and the bounds directly
|
deba@458
|
534 |
/// by the functions above.
|
deba@458
|
535 |
///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt>
|
deba@458
|
536 |
/// are defined between expressions, or even between constraints whenever
|
deba@458
|
537 |
/// it makes sense. Therefore if \c e and \c f are linear expressions and
|
deba@458
|
538 |
/// \c s and \c t are numbers, then the followings are valid expressions
|
deba@458
|
539 |
/// and thus they can be used directly e.g. in \ref addRow() whenever
|
deba@458
|
540 |
/// it makes sense.
|
deba@458
|
541 |
///\code
|
deba@458
|
542 |
/// e<=s
|
deba@458
|
543 |
/// e<=f
|
deba@458
|
544 |
/// e==f
|
deba@458
|
545 |
/// s<=e<=t
|
deba@458
|
546 |
/// e>=t
|
deba@458
|
547 |
///\endcode
|
deba@459
|
548 |
///\warning The validity of a constraint is checked only at run
|
deba@459
|
549 |
///time, so e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will
|
deba@459
|
550 |
///compile, but will fail an assertion.
|
deba@458
|
551 |
class Constr
|
deba@458
|
552 |
{
|
deba@458
|
553 |
public:
|
deba@459
|
554 |
typedef LpBase::Expr Expr;
|
deba@458
|
555 |
typedef Expr::Key Key;
|
deba@458
|
556 |
typedef Expr::Value Value;
|
deba@458
|
557 |
|
deba@458
|
558 |
protected:
|
deba@458
|
559 |
Expr _expr;
|
deba@458
|
560 |
Value _lb,_ub;
|
deba@458
|
561 |
public:
|
deba@458
|
562 |
///\e
|
deba@458
|
563 |
Constr() : _expr(), _lb(NaN), _ub(NaN) {}
|
deba@458
|
564 |
///\e
|
deba@459
|
565 |
Constr(Value lb, const Expr &e, Value ub) :
|
deba@458
|
566 |
_expr(e), _lb(lb), _ub(ub) {}
|
deba@458
|
567 |
Constr(const Expr &e) :
|
deba@458
|
568 |
_expr(e), _lb(NaN), _ub(NaN) {}
|
deba@458
|
569 |
///\e
|
deba@458
|
570 |
void clear()
|
deba@458
|
571 |
{
|
deba@458
|
572 |
_expr.clear();
|
deba@458
|
573 |
_lb=_ub=NaN;
|
deba@458
|
574 |
}
|
deba@458
|
575 |
|
deba@458
|
576 |
///Reference to the linear expression
|
deba@458
|
577 |
Expr &expr() { return _expr; }
|
deba@458
|
578 |
///Cont reference to the linear expression
|
deba@458
|
579 |
const Expr &expr() const { return _expr; }
|
deba@458
|
580 |
///Reference to the lower bound.
|
deba@458
|
581 |
|
deba@458
|
582 |
///\return
|
deba@458
|
583 |
///- \ref INF "INF": the constraint is lower unbounded.
|
deba@458
|
584 |
///- \ref NaN "NaN": lower bound has not been set.
|
deba@458
|
585 |
///- finite number: the lower bound
|
deba@458
|
586 |
Value &lowerBound() { return _lb; }
|
deba@458
|
587 |
///The const version of \ref lowerBound()
|
deba@458
|
588 |
const Value &lowerBound() const { return _lb; }
|
deba@458
|
589 |
///Reference to the upper bound.
|
deba@458
|
590 |
|
deba@458
|
591 |
///\return
|
deba@458
|
592 |
///- \ref INF "INF": the constraint is upper unbounded.
|
deba@458
|
593 |
///- \ref NaN "NaN": upper bound has not been set.
|
deba@458
|
594 |
///- finite number: the upper bound
|
deba@458
|
595 |
Value &upperBound() { return _ub; }
|
deba@458
|
596 |
///The const version of \ref upperBound()
|
deba@458
|
597 |
const Value &upperBound() const { return _ub; }
|
deba@458
|
598 |
///Is the constraint lower bounded?
|
deba@458
|
599 |
bool lowerBounded() const {
|
alpar@470
|
600 |
return _lb != -INF && !isnan(_lb);
|
deba@458
|
601 |
}
|
deba@458
|
602 |
///Is the constraint upper bounded?
|
deba@458
|
603 |
bool upperBounded() const {
|
alpar@470
|
604 |
return _ub != INF && !isnan(_ub);
|
deba@458
|
605 |
}
|
deba@458
|
606 |
|
deba@458
|
607 |
};
|
deba@458
|
608 |
|
deba@458
|
609 |
///Linear expression of rows
|
deba@458
|
610 |
|
deba@458
|
611 |
///This data structure represents a column of the matrix,
|
deba@458
|
612 |
///thas is it strores a linear expression of the dual variables
|
deba@458
|
613 |
///(\ref Row "Row"s).
|
deba@458
|
614 |
///
|
deba@458
|
615 |
///There are several ways to access and modify the contents of this
|
deba@458
|
616 |
///container.
|
deba@458
|
617 |
///\code
|
deba@458
|
618 |
///e[v]=5;
|
deba@458
|
619 |
///e[v]+=12;
|
deba@458
|
620 |
///e.erase(v);
|
deba@458
|
621 |
///\endcode
|
deba@458
|
622 |
///or you can also iterate through its elements.
|
deba@458
|
623 |
///\code
|
deba@458
|
624 |
///double s=0;
|
deba@459
|
625 |
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i)
|
deba@459
|
626 |
/// s+=*i;
|
deba@458
|
627 |
///\endcode
|
deba@458
|
628 |
///(This code computes the sum of all coefficients).
|
deba@458
|
629 |
///- Numbers (<tt>double</tt>'s)
|
deba@458
|
630 |
///and variables (\ref Row "Row"s) directly convert to an
|
deba@458
|
631 |
///\ref DualExpr and the usual linear operations are defined, so
|
deba@458
|
632 |
///\code
|
deba@458
|
633 |
///v+w
|
deba@458
|
634 |
///2*v-3.12*(v-w/2)
|
deba@458
|
635 |
///v*2.1+(3*v+(v*12+w)*3)/2
|
deba@458
|
636 |
///\endcode
|
deba@459
|
637 |
///are valid \ref DualExpr dual expressions.
|
deba@458
|
638 |
///The usual assignment operations are also defined.
|
deba@458
|
639 |
///\code
|
deba@458
|
640 |
///e=v+w;
|
deba@458
|
641 |
///e+=2*v-3.12*(v-w/2);
|
deba@458
|
642 |
///e*=3.4;
|
deba@458
|
643 |
///e/=5;
|
deba@458
|
644 |
///\endcode
|
deba@458
|
645 |
///
|
deba@458
|
646 |
///\sa Expr
|
deba@459
|
647 |
class DualExpr {
|
deba@459
|
648 |
friend class LpBase;
|
deba@458
|
649 |
public:
|
deba@459
|
650 |
/// The key type of the expression
|
deba@459
|
651 |
typedef LpBase::Row Key;
|
deba@459
|
652 |
/// The value type of the expression
|
deba@459
|
653 |
typedef LpBase::Value Value;
|
deba@458
|
654 |
|
deba@458
|
655 |
protected:
|
deba@459
|
656 |
std::map<int, Value> comps;
|
deba@458
|
657 |
|
deba@458
|
658 |
public:
|
deba@459
|
659 |
typedef True SolverExpr;
|
deba@459
|
660 |
/// Default constructor
|
deba@459
|
661 |
|
deba@459
|
662 |
/// Construct an empty expression, the coefficients are
|
deba@459
|
663 |
/// initialized to zero.
|
deba@459
|
664 |
DualExpr() {}
|
deba@459
|
665 |
/// Construct an expression from a row
|
deba@459
|
666 |
|
deba@459
|
667 |
/// Construct an expression, which has a term with \c r dual
|
deba@459
|
668 |
/// variable and 1.0 coefficient.
|
deba@459
|
669 |
DualExpr(const Row &r) {
|
deba@459
|
670 |
typedef std::map<int, Value>::value_type pair_type;
|
deba@459
|
671 |
comps.insert(pair_type(id(r), 1));
|
deba@458
|
672 |
}
|
deba@459
|
673 |
/// Returns the coefficient of the row
|
deba@459
|
674 |
Value operator[](const Row& r) const {
|
deba@459
|
675 |
std::map<int, Value>::const_iterator it = comps.find(id(r));
|
deba@459
|
676 |
if (it != comps.end()) {
|
deba@459
|
677 |
return it->second;
|
deba@459
|
678 |
} else {
|
deba@459
|
679 |
return 0;
|
deba@459
|
680 |
}
|
deba@458
|
681 |
}
|
deba@459
|
682 |
/// Returns the coefficient of the row
|
deba@459
|
683 |
Value& operator[](const Row& r) {
|
deba@459
|
684 |
return comps[id(r)];
|
deba@459
|
685 |
}
|
deba@459
|
686 |
/// Sets the coefficient of the row
|
deba@459
|
687 |
void set(const Row &r, const Value &v) {
|
deba@459
|
688 |
if (v != 0.0) {
|
deba@459
|
689 |
typedef std::map<int, Value>::value_type pair_type;
|
deba@459
|
690 |
comps.insert(pair_type(id(r), v));
|
deba@459
|
691 |
} else {
|
deba@459
|
692 |
comps.erase(id(r));
|
deba@459
|
693 |
}
|
deba@459
|
694 |
}
|
deba@459
|
695 |
/// \brief Removes the coefficients which's absolute value does
|
deba@459
|
696 |
/// not exceed \c epsilon.
|
deba@459
|
697 |
void simplify(Value epsilon = 0.0) {
|
deba@459
|
698 |
std::map<int, Value>::iterator it=comps.begin();
|
deba@459
|
699 |
while (it != comps.end()) {
|
deba@459
|
700 |
std::map<int, Value>::iterator jt=it;
|
deba@459
|
701 |
++jt;
|
deba@459
|
702 |
if (std::fabs((*it).second) <= epsilon) comps.erase(it);
|
deba@459
|
703 |
it=jt;
|
deba@458
|
704 |
}
|
deba@458
|
705 |
}
|
deba@458
|
706 |
|
deba@459
|
707 |
void simplify(Value epsilon = 0.0) const {
|
deba@459
|
708 |
const_cast<DualExpr*>(this)->simplify(epsilon);
|
deba@458
|
709 |
}
|
deba@458
|
710 |
|
deba@458
|
711 |
///Sets all coefficients to 0.
|
deba@458
|
712 |
void clear() {
|
deba@459
|
713 |
comps.clear();
|
deba@459
|
714 |
}
|
deba@459
|
715 |
///Compound assignment
|
deba@459
|
716 |
DualExpr &operator+=(const DualExpr &e) {
|
deba@459
|
717 |
for (std::map<int, Value>::const_iterator it=e.comps.begin();
|
deba@459
|
718 |
it!=e.comps.end(); ++it)
|
deba@459
|
719 |
comps[it->first]+=it->second;
|
deba@459
|
720 |
return *this;
|
deba@459
|
721 |
}
|
deba@459
|
722 |
///Compound assignment
|
deba@459
|
723 |
DualExpr &operator-=(const DualExpr &e) {
|
deba@459
|
724 |
for (std::map<int, Value>::const_iterator it=e.comps.begin();
|
deba@459
|
725 |
it!=e.comps.end(); ++it)
|
deba@459
|
726 |
comps[it->first]-=it->second;
|
deba@459
|
727 |
return *this;
|
deba@459
|
728 |
}
|
deba@459
|
729 |
///Multiply with a constant
|
deba@459
|
730 |
DualExpr &operator*=(const Value &v) {
|
deba@459
|
731 |
for (std::map<int, Value>::iterator it=comps.begin();
|
deba@459
|
732 |
it!=comps.end(); ++it)
|
deba@459
|
733 |
it->second*=v;
|
deba@459
|
734 |
return *this;
|
deba@459
|
735 |
}
|
deba@459
|
736 |
///Division with a constant
|
deba@459
|
737 |
DualExpr &operator/=(const Value &v) {
|
deba@459
|
738 |
for (std::map<int, Value>::iterator it=comps.begin();
|
deba@459
|
739 |
it!=comps.end(); ++it)
|
deba@459
|
740 |
it->second/=v;
|
deba@459
|
741 |
return *this;
|
deba@458
|
742 |
}
|
deba@458
|
743 |
|
deba@459
|
744 |
///Iterator over the expression
|
deba@459
|
745 |
|
deba@459
|
746 |
///The iterator iterates over the terms of the expression.
|
deba@459
|
747 |
///
|
deba@459
|
748 |
///\code
|
deba@459
|
749 |
///double s=0;
|
deba@459
|
750 |
///for(LpBase::DualExpr::CoeffIt i(e);i!=INVALID;++i)
|
deba@459
|
751 |
/// s+= *i * dual(i);
|
deba@459
|
752 |
///\endcode
|
deba@459
|
753 |
class CoeffIt {
|
deba@459
|
754 |
private:
|
deba@459
|
755 |
|
deba@459
|
756 |
std::map<int, Value>::iterator _it, _end;
|
deba@459
|
757 |
|
deba@459
|
758 |
public:
|
deba@459
|
759 |
|
deba@459
|
760 |
/// Sets the iterator to the first term
|
deba@459
|
761 |
|
deba@459
|
762 |
/// Sets the iterator to the first term of the expression.
|
deba@459
|
763 |
///
|
deba@459
|
764 |
CoeffIt(DualExpr& e)
|
deba@459
|
765 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
deba@459
|
766 |
|
deba@459
|
767 |
/// Convert the iterator to the row of the term
|
deba@459
|
768 |
operator Row() const {
|
deba@459
|
769 |
return rowFromId(_it->first);
|
deba@459
|
770 |
}
|
deba@459
|
771 |
|
deba@459
|
772 |
/// Returns the coefficient of the term
|
deba@459
|
773 |
Value& operator*() { return _it->second; }
|
deba@459
|
774 |
|
deba@459
|
775 |
/// Returns the coefficient of the term
|
deba@459
|
776 |
const Value& operator*() const { return _it->second; }
|
deba@459
|
777 |
|
deba@459
|
778 |
/// Next term
|
deba@459
|
779 |
|
deba@459
|
780 |
/// Assign the iterator to the next term.
|
deba@459
|
781 |
///
|
deba@459
|
782 |
CoeffIt& operator++() { ++_it; return *this; }
|
deba@459
|
783 |
|
deba@459
|
784 |
/// Equality operator
|
deba@459
|
785 |
bool operator==(Invalid) const { return _it == _end; }
|
deba@459
|
786 |
/// Inequality operator
|
deba@459
|
787 |
bool operator!=(Invalid) const { return _it != _end; }
|
deba@459
|
788 |
};
|
deba@459
|
789 |
|
deba@459
|
790 |
///Iterator over the expression
|
deba@459
|
791 |
|
deba@459
|
792 |
///The iterator iterates over the terms of the expression.
|
deba@459
|
793 |
///
|
deba@459
|
794 |
///\code
|
deba@459
|
795 |
///double s=0;
|
deba@459
|
796 |
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i)
|
deba@459
|
797 |
/// s+= *i * dual(i);
|
deba@459
|
798 |
///\endcode
|
deba@459
|
799 |
class ConstCoeffIt {
|
deba@459
|
800 |
private:
|
deba@459
|
801 |
|
deba@459
|
802 |
std::map<int, Value>::const_iterator _it, _end;
|
deba@459
|
803 |
|
deba@459
|
804 |
public:
|
deba@459
|
805 |
|
deba@459
|
806 |
/// Sets the iterator to the first term
|
deba@459
|
807 |
|
deba@459
|
808 |
/// Sets the iterator to the first term of the expression.
|
deba@459
|
809 |
///
|
deba@459
|
810 |
ConstCoeffIt(const DualExpr& e)
|
deba@459
|
811 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
deba@459
|
812 |
|
deba@459
|
813 |
/// Convert the iterator to the row of the term
|
deba@459
|
814 |
operator Row() const {
|
deba@459
|
815 |
return rowFromId(_it->first);
|
deba@459
|
816 |
}
|
deba@459
|
817 |
|
deba@459
|
818 |
/// Returns the coefficient of the term
|
deba@459
|
819 |
const Value& operator*() const { return _it->second; }
|
deba@459
|
820 |
|
deba@459
|
821 |
/// Next term
|
deba@459
|
822 |
|
deba@459
|
823 |
/// Assign the iterator to the next term.
|
deba@459
|
824 |
///
|
deba@459
|
825 |
ConstCoeffIt& operator++() { ++_it; return *this; }
|
deba@459
|
826 |
|
deba@459
|
827 |
/// Equality operator
|
deba@459
|
828 |
bool operator==(Invalid) const { return _it == _end; }
|
deba@459
|
829 |
/// Inequality operator
|
deba@459
|
830 |
bool operator!=(Invalid) const { return _it != _end; }
|
deba@459
|
831 |
};
|
deba@458
|
832 |
};
|
deba@458
|
833 |
|
deba@458
|
834 |
|
deba@459
|
835 |
protected:
|
deba@458
|
836 |
|
deba@459
|
837 |
class InsertIterator {
|
deba@459
|
838 |
private:
|
deba@459
|
839 |
|
deba@459
|
840 |
std::map<int, Value>& _host;
|
deba@459
|
841 |
const _solver_bits::VarIndex& _index;
|
deba@459
|
842 |
|
deba@458
|
843 |
public:
|
deba@458
|
844 |
|
deba@458
|
845 |
typedef std::output_iterator_tag iterator_category;
|
deba@458
|
846 |
typedef void difference_type;
|
deba@458
|
847 |
typedef void value_type;
|
deba@458
|
848 |
typedef void reference;
|
deba@458
|
849 |
typedef void pointer;
|
deba@458
|
850 |
|
deba@459
|
851 |
InsertIterator(std::map<int, Value>& host,
|
deba@459
|
852 |
const _solver_bits::VarIndex& index)
|
deba@459
|
853 |
: _host(host), _index(index) {}
|
deba@458
|
854 |
|
deba@459
|
855 |
InsertIterator& operator=(const std::pair<int, Value>& value) {
|
deba@459
|
856 |
typedef std::map<int, Value>::value_type pair_type;
|
deba@459
|
857 |
_host.insert(pair_type(_index[value.first], value.second));
|
deba@458
|
858 |
return *this;
|
deba@458
|
859 |
}
|
deba@458
|
860 |
|
deba@459
|
861 |
InsertIterator& operator*() { return *this; }
|
deba@459
|
862 |
InsertIterator& operator++() { return *this; }
|
deba@459
|
863 |
InsertIterator operator++(int) { return *this; }
|
deba@458
|
864 |
|
deba@458
|
865 |
};
|
deba@458
|
866 |
|
deba@459
|
867 |
class ExprIterator {
|
deba@459
|
868 |
private:
|
deba@459
|
869 |
std::map<int, Value>::const_iterator _host_it;
|
deba@459
|
870 |
const _solver_bits::VarIndex& _index;
|
deba@458
|
871 |
public:
|
deba@458
|
872 |
|
deba@459
|
873 |
typedef std::bidirectional_iterator_tag iterator_category;
|
deba@459
|
874 |
typedef std::ptrdiff_t difference_type;
|
deba@458
|
875 |
typedef const std::pair<int, Value> value_type;
|
deba@458
|
876 |
typedef value_type reference;
|
deba@459
|
877 |
|
deba@458
|
878 |
class pointer {
|
deba@458
|
879 |
public:
|
deba@458
|
880 |
pointer(value_type& _value) : value(_value) {}
|
deba@458
|
881 |
value_type* operator->() { return &value; }
|
deba@458
|
882 |
private:
|
deba@458
|
883 |
value_type value;
|
deba@458
|
884 |
};
|
deba@458
|
885 |
|
deba@459
|
886 |
ExprIterator(const std::map<int, Value>::const_iterator& host_it,
|
deba@459
|
887 |
const _solver_bits::VarIndex& index)
|
deba@459
|
888 |
: _host_it(host_it), _index(index) {}
|
deba@458
|
889 |
|
deba@458
|
890 |
reference operator*() {
|
deba@459
|
891 |
return std::make_pair(_index(_host_it->first), _host_it->second);
|
deba@458
|
892 |
}
|
deba@458
|
893 |
|
deba@458
|
894 |
pointer operator->() {
|
deba@458
|
895 |
return pointer(operator*());
|
deba@458
|
896 |
}
|
deba@458
|
897 |
|
deba@459
|
898 |
ExprIterator& operator++() { ++_host_it; return *this; }
|
deba@459
|
899 |
ExprIterator operator++(int) {
|
deba@459
|
900 |
ExprIterator tmp(*this); ++_host_it; return tmp;
|
deba@458
|
901 |
}
|
deba@458
|
902 |
|
deba@459
|
903 |
ExprIterator& operator--() { --_host_it; return *this; }
|
deba@459
|
904 |
ExprIterator operator--(int) {
|
deba@459
|
905 |
ExprIterator tmp(*this); --_host_it; return tmp;
|
deba@458
|
906 |
}
|
deba@458
|
907 |
|
deba@459
|
908 |
bool operator==(const ExprIterator& it) const {
|
deba@459
|
909 |
return _host_it == it._host_it;
|
deba@458
|
910 |
}
|
deba@458
|
911 |
|
deba@459
|
912 |
bool operator!=(const ExprIterator& it) const {
|
deba@459
|
913 |
return _host_it != it._host_it;
|
deba@458
|
914 |
}
|
deba@458
|
915 |
|
deba@458
|
916 |
};
|
deba@458
|
917 |
|
deba@458
|
918 |
protected:
|
deba@458
|
919 |
|
deba@459
|
920 |
//Abstract virtual functions
|
deba@459
|
921 |
virtual LpBase* _newSolver() const = 0;
|
deba@459
|
922 |
virtual LpBase* _cloneSolver() const = 0;
|
deba@458
|
923 |
|
deba@459
|
924 |
virtual int _addColId(int col) { return cols.addIndex(col); }
|
deba@459
|
925 |
virtual int _addRowId(int row) { return rows.addIndex(row); }
|
deba@458
|
926 |
|
deba@459
|
927 |
virtual void _eraseColId(int col) { cols.eraseIndex(col); }
|
deba@459
|
928 |
virtual void _eraseRowId(int row) { rows.eraseIndex(row); }
|
deba@458
|
929 |
|
deba@458
|
930 |
virtual int _addCol() = 0;
|
deba@458
|
931 |
virtual int _addRow() = 0;
|
deba@458
|
932 |
|
deba@458
|
933 |
virtual void _eraseCol(int col) = 0;
|
deba@458
|
934 |
virtual void _eraseRow(int row) = 0;
|
deba@458
|
935 |
|
deba@459
|
936 |
virtual void _getColName(int col, std::string& name) const = 0;
|
deba@459
|
937 |
virtual void _setColName(int col, const std::string& name) = 0;
|
deba@458
|
938 |
virtual int _colByName(const std::string& name) const = 0;
|
deba@458
|
939 |
|
deba@459
|
940 |
virtual void _getRowName(int row, std::string& name) const = 0;
|
deba@459
|
941 |
virtual void _setRowName(int row, const std::string& name) = 0;
|
deba@459
|
942 |
virtual int _rowByName(const std::string& name) const = 0;
|
deba@459
|
943 |
|
deba@459
|
944 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e) = 0;
|
deba@459
|
945 |
virtual void _getRowCoeffs(int i, InsertIterator b) const = 0;
|
deba@459
|
946 |
|
deba@459
|
947 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e) = 0;
|
deba@459
|
948 |
virtual void _getColCoeffs(int i, InsertIterator b) const = 0;
|
deba@459
|
949 |
|
deba@458
|
950 |
virtual void _setCoeff(int row, int col, Value value) = 0;
|
deba@458
|
951 |
virtual Value _getCoeff(int row, int col) const = 0;
|
deba@459
|
952 |
|
deba@458
|
953 |
virtual void _setColLowerBound(int i, Value value) = 0;
|
deba@458
|
954 |
virtual Value _getColLowerBound(int i) const = 0;
|
deba@459
|
955 |
|
deba@458
|
956 |
virtual void _setColUpperBound(int i, Value value) = 0;
|
deba@458
|
957 |
virtual Value _getColUpperBound(int i) const = 0;
|
deba@459
|
958 |
|
deba@459
|
959 |
virtual void _setRowLowerBound(int i, Value value) = 0;
|
deba@459
|
960 |
virtual Value _getRowLowerBound(int i) const = 0;
|
deba@459
|
961 |
|
deba@459
|
962 |
virtual void _setRowUpperBound(int i, Value value) = 0;
|
deba@459
|
963 |
virtual Value _getRowUpperBound(int i) const = 0;
|
deba@459
|
964 |
|
deba@459
|
965 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e) = 0;
|
deba@459
|
966 |
virtual void _getObjCoeffs(InsertIterator b) const = 0;
|
deba@458
|
967 |
|
deba@458
|
968 |
virtual void _setObjCoeff(int i, Value obj_coef) = 0;
|
deba@458
|
969 |
virtual Value _getObjCoeff(int i) const = 0;
|
deba@458
|
970 |
|
deba@459
|
971 |
virtual void _setSense(Sense) = 0;
|
deba@459
|
972 |
virtual Sense _getSense() const = 0;
|
deba@458
|
973 |
|
deba@459
|
974 |
virtual void _clear() = 0;
|
deba@458
|
975 |
|
deba@459
|
976 |
virtual const char* _solverName() const = 0;
|
deba@458
|
977 |
|
deba@458
|
978 |
//Own protected stuff
|
deba@458
|
979 |
|
deba@458
|
980 |
//Constant component of the objective function
|
deba@458
|
981 |
Value obj_const_comp;
|
deba@458
|
982 |
|
deba@459
|
983 |
LpBase() : rows(), cols(), obj_const_comp(0) {}
|
deba@459
|
984 |
|
deba@458
|
985 |
public:
|
deba@458
|
986 |
|
deba@459
|
987 |
/// Virtual destructor
|
deba@459
|
988 |
virtual ~LpBase() {}
|
deba@458
|
989 |
|
deba@458
|
990 |
///Creates a new LP problem
|
deba@459
|
991 |
LpBase* newSolver() {return _newSolver();}
|
deba@458
|
992 |
///Makes a copy of the LP problem
|
deba@459
|
993 |
LpBase* cloneSolver() {return _cloneSolver();}
|
deba@459
|
994 |
|
deba@459
|
995 |
///Gives back the name of the solver.
|
deba@459
|
996 |
const char* solverName() const {return _solverName();}
|
deba@458
|
997 |
|
deba@458
|
998 |
///\name Build up and modify the LP
|
deba@458
|
999 |
|
deba@458
|
1000 |
///@{
|
deba@458
|
1001 |
|
deba@458
|
1002 |
///Add a new empty column (i.e a new variable) to the LP
|
deba@459
|
1003 |
Col addCol() { Col c; c._id = _addColId(_addCol()); return c;}
|
deba@458
|
1004 |
|
deba@459
|
1005 |
///\brief Adds several new columns (i.e variables) at once
|
deba@458
|
1006 |
///
|
deba@459
|
1007 |
///This magic function takes a container as its argument and fills
|
deba@459
|
1008 |
///its elements with new columns (i.e. variables)
|
deba@458
|
1009 |
///\param t can be
|
deba@458
|
1010 |
///- a standard STL compatible iterable container with
|
deba@459
|
1011 |
///\ref Col as its \c values_type like
|
deba@458
|
1012 |
///\code
|
deba@459
|
1013 |
///std::vector<LpBase::Col>
|
deba@459
|
1014 |
///std::list<LpBase::Col>
|
deba@458
|
1015 |
///\endcode
|
deba@458
|
1016 |
///- a standard STL compatible iterable container with
|
deba@459
|
1017 |
///\ref Col as its \c mapped_type like
|
deba@458
|
1018 |
///\code
|
deba@459
|
1019 |
///std::map<AnyType,LpBase::Col>
|
deba@458
|
1020 |
///\endcode
|
deba@458
|
1021 |
///- an iterable lemon \ref concepts::WriteMap "write map" like
|
deba@458
|
1022 |
///\code
|
deba@459
|
1023 |
///ListGraph::NodeMap<LpBase::Col>
|
deba@459
|
1024 |
///ListGraph::ArcMap<LpBase::Col>
|
deba@458
|
1025 |
///\endcode
|
deba@458
|
1026 |
///\return The number of the created column.
|
deba@458
|
1027 |
#ifdef DOXYGEN
|
deba@458
|
1028 |
template<class T>
|
deba@458
|
1029 |
int addColSet(T &t) { return 0;}
|
deba@458
|
1030 |
#else
|
deba@458
|
1031 |
template<class T>
|
deba@459
|
1032 |
typename enable_if<typename T::value_type::LpCol,int>::type
|
deba@458
|
1033 |
addColSet(T &t,dummy<0> = 0) {
|
deba@458
|
1034 |
int s=0;
|
deba@458
|
1035 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;}
|
deba@458
|
1036 |
return s;
|
deba@458
|
1037 |
}
|
deba@458
|
1038 |
template<class T>
|
deba@459
|
1039 |
typename enable_if<typename T::value_type::second_type::LpCol,
|
deba@458
|
1040 |
int>::type
|
deba@458
|
1041 |
addColSet(T &t,dummy<1> = 1) {
|
deba@458
|
1042 |
int s=0;
|
deba@458
|
1043 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
deba@458
|
1044 |
i->second=addCol();
|
deba@458
|
1045 |
s++;
|
deba@458
|
1046 |
}
|
deba@458
|
1047 |
return s;
|
deba@458
|
1048 |
}
|
deba@458
|
1049 |
template<class T>
|
deba@459
|
1050 |
typename enable_if<typename T::MapIt::Value::LpCol,
|
deba@458
|
1051 |
int>::type
|
deba@458
|
1052 |
addColSet(T &t,dummy<2> = 2) {
|
deba@458
|
1053 |
int s=0;
|
deba@458
|
1054 |
for(typename T::MapIt i(t); i!=INVALID; ++i)
|
deba@458
|
1055 |
{
|
deba@458
|
1056 |
i.set(addCol());
|
deba@458
|
1057 |
s++;
|
deba@458
|
1058 |
}
|
deba@458
|
1059 |
return s;
|
deba@458
|
1060 |
}
|
deba@458
|
1061 |
#endif
|
deba@458
|
1062 |
|
deba@458
|
1063 |
///Set a column (i.e a dual constraint) of the LP
|
deba@458
|
1064 |
|
deba@458
|
1065 |
///\param c is the column to be modified
|
deba@458
|
1066 |
///\param e is a dual linear expression (see \ref DualExpr)
|
deba@458
|
1067 |
///a better one.
|
deba@459
|
1068 |
void col(Col c, const DualExpr &e) {
|
deba@458
|
1069 |
e.simplify();
|
deba@471
|
1070 |
_setColCoeffs(cols(id(c)), ExprIterator(e.comps.begin(), rows),
|
deba@471
|
1071 |
ExprIterator(e.comps.end(), rows));
|
deba@458
|
1072 |
}
|
deba@458
|
1073 |
|
deba@458
|
1074 |
///Get a column (i.e a dual constraint) of the LP
|
deba@458
|
1075 |
|
deba@459
|
1076 |
///\param c is the column to get
|
deba@458
|
1077 |
///\return the dual expression associated to the column
|
deba@458
|
1078 |
DualExpr col(Col c) const {
|
deba@458
|
1079 |
DualExpr e;
|
deba@459
|
1080 |
_getColCoeffs(cols(id(c)), InsertIterator(e.comps, rows));
|
deba@458
|
1081 |
return e;
|
deba@458
|
1082 |
}
|
deba@458
|
1083 |
|
deba@458
|
1084 |
///Add a new column to the LP
|
deba@458
|
1085 |
|
deba@458
|
1086 |
///\param e is a dual linear expression (see \ref DualExpr)
|
deba@459
|
1087 |
///\param o is the corresponding component of the objective
|
deba@458
|
1088 |
///function. It is 0 by default.
|
deba@458
|
1089 |
///\return The created column.
|
deba@458
|
1090 |
Col addCol(const DualExpr &e, Value o = 0) {
|
deba@458
|
1091 |
Col c=addCol();
|
deba@458
|
1092 |
col(c,e);
|
deba@458
|
1093 |
objCoeff(c,o);
|
deba@458
|
1094 |
return c;
|
deba@458
|
1095 |
}
|
deba@458
|
1096 |
|
deba@458
|
1097 |
///Add a new empty row (i.e a new constraint) to the LP
|
deba@458
|
1098 |
|
deba@458
|
1099 |
///This function adds a new empty row (i.e a new constraint) to the LP.
|
deba@458
|
1100 |
///\return The created row
|
deba@459
|
1101 |
Row addRow() { Row r; r._id = _addRowId(_addRow()); return r;}
|
deba@458
|
1102 |
|
deba@459
|
1103 |
///\brief Add several new rows (i.e constraints) at once
|
deba@458
|
1104 |
///
|
deba@459
|
1105 |
///This magic function takes a container as its argument and fills
|
deba@459
|
1106 |
///its elements with new row (i.e. variables)
|
deba@458
|
1107 |
///\param t can be
|
deba@458
|
1108 |
///- a standard STL compatible iterable container with
|
deba@459
|
1109 |
///\ref Row as its \c values_type like
|
deba@458
|
1110 |
///\code
|
deba@459
|
1111 |
///std::vector<LpBase::Row>
|
deba@459
|
1112 |
///std::list<LpBase::Row>
|
deba@458
|
1113 |
///\endcode
|
deba@458
|
1114 |
///- a standard STL compatible iterable container with
|
deba@459
|
1115 |
///\ref Row as its \c mapped_type like
|
deba@458
|
1116 |
///\code
|
deba@459
|
1117 |
///std::map<AnyType,LpBase::Row>
|
deba@458
|
1118 |
///\endcode
|
deba@458
|
1119 |
///- an iterable lemon \ref concepts::WriteMap "write map" like
|
deba@458
|
1120 |
///\code
|
deba@459
|
1121 |
///ListGraph::NodeMap<LpBase::Row>
|
deba@459
|
1122 |
///ListGraph::ArcMap<LpBase::Row>
|
deba@458
|
1123 |
///\endcode
|
deba@458
|
1124 |
///\return The number of rows created.
|
deba@458
|
1125 |
#ifdef DOXYGEN
|
deba@458
|
1126 |
template<class T>
|
deba@458
|
1127 |
int addRowSet(T &t) { return 0;}
|
deba@458
|
1128 |
#else
|
deba@458
|
1129 |
template<class T>
|
deba@459
|
1130 |
typename enable_if<typename T::value_type::LpRow,int>::type
|
deba@459
|
1131 |
addRowSet(T &t, dummy<0> = 0) {
|
deba@458
|
1132 |
int s=0;
|
deba@458
|
1133 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;}
|
deba@458
|
1134 |
return s;
|
deba@458
|
1135 |
}
|
deba@458
|
1136 |
template<class T>
|
deba@459
|
1137 |
typename enable_if<typename T::value_type::second_type::LpRow, int>::type
|
deba@459
|
1138 |
addRowSet(T &t, dummy<1> = 1) {
|
deba@458
|
1139 |
int s=0;
|
deba@458
|
1140 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
deba@458
|
1141 |
i->second=addRow();
|
deba@458
|
1142 |
s++;
|
deba@458
|
1143 |
}
|
deba@458
|
1144 |
return s;
|
deba@458
|
1145 |
}
|
deba@458
|
1146 |
template<class T>
|
deba@459
|
1147 |
typename enable_if<typename T::MapIt::Value::LpRow, int>::type
|
deba@459
|
1148 |
addRowSet(T &t, dummy<2> = 2) {
|
deba@458
|
1149 |
int s=0;
|
deba@458
|
1150 |
for(typename T::MapIt i(t); i!=INVALID; ++i)
|
deba@458
|
1151 |
{
|
deba@458
|
1152 |
i.set(addRow());
|
deba@458
|
1153 |
s++;
|
deba@458
|
1154 |
}
|
deba@458
|
1155 |
return s;
|
deba@458
|
1156 |
}
|
deba@458
|
1157 |
#endif
|
deba@458
|
1158 |
|
deba@458
|
1159 |
///Set a row (i.e a constraint) of the LP
|
deba@458
|
1160 |
|
deba@458
|
1161 |
///\param r is the row to be modified
|
deba@458
|
1162 |
///\param l is lower bound (-\ref INF means no bound)
|
deba@458
|
1163 |
///\param e is a linear expression (see \ref Expr)
|
deba@458
|
1164 |
///\param u is the upper bound (\ref INF means no bound)
|
deba@458
|
1165 |
void row(Row r, Value l, const Expr &e, Value u) {
|
deba@458
|
1166 |
e.simplify();
|
deba@459
|
1167 |
_setRowCoeffs(rows(id(r)), ExprIterator(e.comps.begin(), cols),
|
deba@459
|
1168 |
ExprIterator(e.comps.end(), cols));
|
deba@459
|
1169 |
_setRowLowerBound(rows(id(r)),l - *e);
|
deba@459
|
1170 |
_setRowUpperBound(rows(id(r)),u - *e);
|
deba@458
|
1171 |
}
|
deba@458
|
1172 |
|
deba@458
|
1173 |
///Set a row (i.e a constraint) of the LP
|
deba@458
|
1174 |
|
deba@458
|
1175 |
///\param r is the row to be modified
|
deba@458
|
1176 |
///\param c is a linear expression (see \ref Constr)
|
deba@458
|
1177 |
void row(Row r, const Constr &c) {
|
deba@458
|
1178 |
row(r, c.lowerBounded()?c.lowerBound():-INF,
|
deba@458
|
1179 |
c.expr(), c.upperBounded()?c.upperBound():INF);
|
deba@458
|
1180 |
}
|
deba@458
|
1181 |
|
deba@458
|
1182 |
|
deba@458
|
1183 |
///Get a row (i.e a constraint) of the LP
|
deba@458
|
1184 |
|
deba@458
|
1185 |
///\param r is the row to get
|
deba@458
|
1186 |
///\return the expression associated to the row
|
deba@458
|
1187 |
Expr row(Row r) const {
|
deba@458
|
1188 |
Expr e;
|
deba@459
|
1189 |
_getRowCoeffs(rows(id(r)), InsertIterator(e.comps, cols));
|
deba@458
|
1190 |
return e;
|
deba@458
|
1191 |
}
|
deba@458
|
1192 |
|
deba@458
|
1193 |
///Add a new row (i.e a new constraint) to the LP
|
deba@458
|
1194 |
|
deba@458
|
1195 |
///\param l is the lower bound (-\ref INF means no bound)
|
deba@458
|
1196 |
///\param e is a linear expression (see \ref Expr)
|
deba@458
|
1197 |
///\param u is the upper bound (\ref INF means no bound)
|
deba@458
|
1198 |
///\return The created row.
|
deba@458
|
1199 |
Row addRow(Value l,const Expr &e, Value u) {
|
deba@458
|
1200 |
Row r=addRow();
|
deba@458
|
1201 |
row(r,l,e,u);
|
deba@458
|
1202 |
return r;
|
deba@458
|
1203 |
}
|
deba@458
|
1204 |
|
deba@458
|
1205 |
///Add a new row (i.e a new constraint) to the LP
|
deba@458
|
1206 |
|
deba@458
|
1207 |
///\param c is a linear expression (see \ref Constr)
|
deba@458
|
1208 |
///\return The created row.
|
deba@458
|
1209 |
Row addRow(const Constr &c) {
|
deba@458
|
1210 |
Row r=addRow();
|
deba@458
|
1211 |
row(r,c);
|
deba@458
|
1212 |
return r;
|
deba@458
|
1213 |
}
|
deba@459
|
1214 |
///Erase a column (i.e a variable) from the LP
|
deba@458
|
1215 |
|
deba@459
|
1216 |
///\param c is the column to be deleted
|
deba@459
|
1217 |
void erase(Col c) {
|
deba@459
|
1218 |
_eraseCol(cols(id(c)));
|
deba@459
|
1219 |
_eraseColId(cols(id(c)));
|
deba@458
|
1220 |
}
|
deba@459
|
1221 |
///Erase a row (i.e a constraint) from the LP
|
deba@458
|
1222 |
|
deba@458
|
1223 |
///\param r is the row to be deleted
|
deba@459
|
1224 |
void erase(Row r) {
|
deba@459
|
1225 |
_eraseRow(rows(id(r)));
|
deba@459
|
1226 |
_eraseRowId(rows(id(r)));
|
deba@458
|
1227 |
}
|
deba@458
|
1228 |
|
deba@458
|
1229 |
/// Get the name of a column
|
deba@458
|
1230 |
|
deba@459
|
1231 |
///\param c is the coresponding column
|
deba@458
|
1232 |
///\return The name of the colunm
|
deba@458
|
1233 |
std::string colName(Col c) const {
|
deba@458
|
1234 |
std::string name;
|
deba@459
|
1235 |
_getColName(cols(id(c)), name);
|
deba@458
|
1236 |
return name;
|
deba@458
|
1237 |
}
|
deba@458
|
1238 |
|
deba@458
|
1239 |
/// Set the name of a column
|
deba@458
|
1240 |
|
deba@459
|
1241 |
///\param c is the coresponding column
|
deba@458
|
1242 |
///\param name The name to be given
|
deba@458
|
1243 |
void colName(Col c, const std::string& name) {
|
deba@459
|
1244 |
_setColName(cols(id(c)), name);
|
deba@458
|
1245 |
}
|
deba@458
|
1246 |
|
deba@458
|
1247 |
/// Get the column by its name
|
deba@458
|
1248 |
|
deba@458
|
1249 |
///\param name The name of the column
|
deba@458
|
1250 |
///\return the proper column or \c INVALID
|
deba@458
|
1251 |
Col colByName(const std::string& name) const {
|
deba@458
|
1252 |
int k = _colByName(name);
|
deba@459
|
1253 |
return k != -1 ? Col(cols[k]) : Col(INVALID);
|
deba@459
|
1254 |
}
|
deba@459
|
1255 |
|
deba@459
|
1256 |
/// Get the name of a row
|
deba@459
|
1257 |
|
deba@459
|
1258 |
///\param r is the coresponding row
|
deba@459
|
1259 |
///\return The name of the row
|
deba@459
|
1260 |
std::string rowName(Row r) const {
|
deba@459
|
1261 |
std::string name;
|
deba@459
|
1262 |
_getRowName(rows(id(r)), name);
|
deba@459
|
1263 |
return name;
|
deba@459
|
1264 |
}
|
deba@459
|
1265 |
|
deba@459
|
1266 |
/// Set the name of a row
|
deba@459
|
1267 |
|
deba@459
|
1268 |
///\param r is the coresponding row
|
deba@459
|
1269 |
///\param name The name to be given
|
deba@459
|
1270 |
void rowName(Row r, const std::string& name) {
|
deba@459
|
1271 |
_setRowName(rows(id(r)), name);
|
deba@459
|
1272 |
}
|
deba@459
|
1273 |
|
deba@459
|
1274 |
/// Get the row by its name
|
deba@459
|
1275 |
|
deba@459
|
1276 |
///\param name The name of the row
|
deba@459
|
1277 |
///\return the proper row or \c INVALID
|
deba@459
|
1278 |
Row rowByName(const std::string& name) const {
|
deba@459
|
1279 |
int k = _rowByName(name);
|
deba@459
|
1280 |
return k != -1 ? Row(rows[k]) : Row(INVALID);
|
deba@458
|
1281 |
}
|
deba@458
|
1282 |
|
deba@458
|
1283 |
/// Set an element of the coefficient matrix of the LP
|
deba@458
|
1284 |
|
deba@458
|
1285 |
///\param r is the row of the element to be modified
|
deba@459
|
1286 |
///\param c is the column of the element to be modified
|
deba@458
|
1287 |
///\param val is the new value of the coefficient
|
deba@458
|
1288 |
void coeff(Row r, Col c, Value val) {
|
deba@459
|
1289 |
_setCoeff(rows(id(r)),cols(id(c)), val);
|
deba@458
|
1290 |
}
|
deba@458
|
1291 |
|
deba@458
|
1292 |
/// Get an element of the coefficient matrix of the LP
|
deba@458
|
1293 |
|
deba@459
|
1294 |
///\param r is the row of the element
|
deba@459
|
1295 |
///\param c is the column of the element
|
deba@458
|
1296 |
///\return the corresponding coefficient
|
deba@458
|
1297 |
Value coeff(Row r, Col c) const {
|
deba@459
|
1298 |
return _getCoeff(rows(id(r)),cols(id(c)));
|
deba@458
|
1299 |
}
|
deba@458
|
1300 |
|
deba@458
|
1301 |
/// Set the lower bound of a column (i.e a variable)
|
deba@458
|
1302 |
|
deba@458
|
1303 |
/// The lower bound of a variable (column) has to be given by an
|
deba@458
|
1304 |
/// extended number of type Value, i.e. a finite number of type
|
deba@458
|
1305 |
/// Value or -\ref INF.
|
deba@458
|
1306 |
void colLowerBound(Col c, Value value) {
|
deba@459
|
1307 |
_setColLowerBound(cols(id(c)),value);
|
deba@458
|
1308 |
}
|
deba@458
|
1309 |
|
deba@458
|
1310 |
/// Get the lower bound of a column (i.e a variable)
|
deba@458
|
1311 |
|
deba@459
|
1312 |
/// This function returns the lower bound for column (variable) \c c
|
deba@458
|
1313 |
/// (this might be -\ref INF as well).
|
deba@459
|
1314 |
///\return The lower bound for column \c c
|
deba@458
|
1315 |
Value colLowerBound(Col c) const {
|
deba@459
|
1316 |
return _getColLowerBound(cols(id(c)));
|
deba@458
|
1317 |
}
|
deba@458
|
1318 |
|
deba@458
|
1319 |
///\brief Set the lower bound of several columns
|
deba@459
|
1320 |
///(i.e variables) at once
|
deba@458
|
1321 |
///
|
deba@458
|
1322 |
///This magic function takes a container as its argument
|
deba@458
|
1323 |
///and applies the function on all of its elements.
|
deba@459
|
1324 |
///The lower bound of a variable (column) has to be given by an
|
deba@459
|
1325 |
///extended number of type Value, i.e. a finite number of type
|
deba@459
|
1326 |
///Value or -\ref INF.
|
deba@458
|
1327 |
#ifdef DOXYGEN
|
deba@458
|
1328 |
template<class T>
|
deba@458
|
1329 |
void colLowerBound(T &t, Value value) { return 0;}
|
deba@458
|
1330 |
#else
|
deba@458
|
1331 |
template<class T>
|
deba@459
|
1332 |
typename enable_if<typename T::value_type::LpCol,void>::type
|
deba@458
|
1333 |
colLowerBound(T &t, Value value,dummy<0> = 0) {
|
deba@458
|
1334 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
deba@458
|
1335 |
colLowerBound(*i, value);
|
deba@458
|
1336 |
}
|
deba@458
|
1337 |
}
|
deba@458
|
1338 |
template<class T>
|
deba@459
|
1339 |
typename enable_if<typename T::value_type::second_type::LpCol,
|
deba@458
|
1340 |
void>::type
|
deba@458
|
1341 |
colLowerBound(T &t, Value value,dummy<1> = 1) {
|
deba@458
|
1342 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
deba@458
|
1343 |
colLowerBound(i->second, value);
|
deba@458
|
1344 |
}
|
deba@458
|
1345 |
}
|
deba@458
|
1346 |
template<class T>
|
deba@459
|
1347 |
typename enable_if<typename T::MapIt::Value::LpCol,
|
deba@458
|
1348 |
void>::type
|
deba@458
|
1349 |
colLowerBound(T &t, Value value,dummy<2> = 2) {
|
deba@458
|
1350 |
for(typename T::MapIt i(t); i!=INVALID; ++i){
|
deba@458
|
1351 |
colLowerBound(*i, value);
|
deba@458
|
1352 |
}
|
deba@458
|
1353 |
}
|
deba@458
|
1354 |
#endif
|
deba@458
|
1355 |
|
deba@458
|
1356 |
/// Set the upper bound of a column (i.e a variable)
|
deba@458
|
1357 |
|
deba@458
|
1358 |
/// The upper bound of a variable (column) has to be given by an
|
deba@458
|
1359 |
/// extended number of type Value, i.e. a finite number of type
|
deba@458
|
1360 |
/// Value or \ref INF.
|
deba@458
|
1361 |
void colUpperBound(Col c, Value value) {
|
deba@459
|
1362 |
_setColUpperBound(cols(id(c)),value);
|
deba@458
|
1363 |
};
|
deba@458
|
1364 |
|
deba@458
|
1365 |
/// Get the upper bound of a column (i.e a variable)
|
deba@458
|
1366 |
|
deba@459
|
1367 |
/// This function returns the upper bound for column (variable) \c c
|
deba@458
|
1368 |
/// (this might be \ref INF as well).
|
deba@459
|
1369 |
/// \return The upper bound for column \c c
|
deba@458
|
1370 |
Value colUpperBound(Col c) const {
|
deba@459
|
1371 |
return _getColUpperBound(cols(id(c)));
|
deba@458
|
1372 |
}
|
deba@458
|
1373 |
|
deba@458
|
1374 |
///\brief Set the upper bound of several columns
|
deba@459
|
1375 |
///(i.e variables) at once
|
deba@458
|
1376 |
///
|
deba@458
|
1377 |
///This magic function takes a container as its argument
|
deba@458
|
1378 |
///and applies the function on all of its elements.
|
deba@459
|
1379 |
///The upper bound of a variable (column) has to be given by an
|
deba@459
|
1380 |
///extended number of type Value, i.e. a finite number of type
|
deba@459
|
1381 |
///Value or \ref INF.
|
deba@458
|
1382 |
#ifdef DOXYGEN
|
deba@458
|
1383 |
template<class T>
|
deba@458
|
1384 |
void colUpperBound(T &t, Value value) { return 0;}
|
deba@458
|
1385 |
#else
|
deba@458
|
1386 |
template<class T>
|
deba@459
|
1387 |
typename enable_if<typename T::value_type::LpCol,void>::type
|
deba@458
|
1388 |
colUpperBound(T &t, Value value,dummy<0> = 0) {
|
deba@458
|
1389 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
deba@458
|
1390 |
colUpperBound(*i, value);
|
deba@458
|
1391 |
}
|
deba@458
|
1392 |
}
|
deba@458
|
1393 |
template<class T>
|
deba@459
|
1394 |
typename enable_if<typename T::value_type::second_type::LpCol,
|
deba@458
|
1395 |
void>::type
|
deba@458
|
1396 |
colUpperBound(T &t, Value value,dummy<1> = 1) {
|
deba@458
|
1397 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
deba@458
|
1398 |
colUpperBound(i->second, value);
|
deba@458
|
1399 |
}
|
deba@458
|
1400 |
}
|
deba@458
|
1401 |
template<class T>
|
deba@459
|
1402 |
typename enable_if<typename T::MapIt::Value::LpCol,
|
deba@458
|
1403 |
void>::type
|
deba@458
|
1404 |
colUpperBound(T &t, Value value,dummy<2> = 2) {
|
deba@458
|
1405 |
for(typename T::MapIt i(t); i!=INVALID; ++i){
|
deba@458
|
1406 |
colUpperBound(*i, value);
|
deba@458
|
1407 |
}
|
deba@458
|
1408 |
}
|
deba@458
|
1409 |
#endif
|
deba@458
|
1410 |
|
deba@458
|
1411 |
/// Set the lower and the upper bounds of a column (i.e a variable)
|
deba@458
|
1412 |
|
deba@458
|
1413 |
/// The lower and the upper bounds of
|
deba@458
|
1414 |
/// a variable (column) have to be given by an
|
deba@458
|
1415 |
/// extended number of type Value, i.e. a finite number of type
|
deba@458
|
1416 |
/// Value, -\ref INF or \ref INF.
|
deba@458
|
1417 |
void colBounds(Col c, Value lower, Value upper) {
|
deba@459
|
1418 |
_setColLowerBound(cols(id(c)),lower);
|
deba@459
|
1419 |
_setColUpperBound(cols(id(c)),upper);
|
deba@458
|
1420 |
}
|
deba@458
|
1421 |
|
deba@458
|
1422 |
///\brief Set the lower and the upper bound of several columns
|
deba@459
|
1423 |
///(i.e variables) at once
|
deba@458
|
1424 |
///
|
deba@458
|
1425 |
///This magic function takes a container as its argument
|
deba@458
|
1426 |
///and applies the function on all of its elements.
|
deba@458
|
1427 |
/// The lower and the upper bounds of
|
deba@458
|
1428 |
/// a variable (column) have to be given by an
|
deba@458
|
1429 |
/// extended number of type Value, i.e. a finite number of type
|
deba@458
|
1430 |
/// Value, -\ref INF or \ref INF.
|
deba@458
|
1431 |
#ifdef DOXYGEN
|
deba@458
|
1432 |
template<class T>
|
deba@458
|
1433 |
void colBounds(T &t, Value lower, Value upper) { return 0;}
|
deba@458
|
1434 |
#else
|
deba@458
|
1435 |
template<class T>
|
deba@459
|
1436 |
typename enable_if<typename T::value_type::LpCol,void>::type
|
deba@458
|
1437 |
colBounds(T &t, Value lower, Value upper,dummy<0> = 0) {
|
deba@458
|
1438 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
deba@458
|
1439 |
colBounds(*i, lower, upper);
|
deba@458
|
1440 |
}
|
deba@458
|
1441 |
}
|
deba@458
|
1442 |
template<class T>
|
deba@459
|
1443 |
typename enable_if<typename T::value_type::second_type::LpCol, void>::type
|
deba@458
|
1444 |
colBounds(T &t, Value lower, Value upper,dummy<1> = 1) {
|
deba@458
|
1445 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
deba@458
|
1446 |
colBounds(i->second, lower, upper);
|
deba@458
|
1447 |
}
|
deba@458
|
1448 |
}
|
deba@458
|
1449 |
template<class T>
|
deba@459
|
1450 |
typename enable_if<typename T::MapIt::Value::LpCol, void>::type
|
deba@458
|
1451 |
colBounds(T &t, Value lower, Value upper,dummy<2> = 2) {
|
deba@458
|
1452 |
for(typename T::MapIt i(t); i!=INVALID; ++i){
|
deba@458
|
1453 |
colBounds(*i, lower, upper);
|
deba@458
|
1454 |
}
|
deba@458
|
1455 |
}
|
deba@458
|
1456 |
#endif
|
deba@458
|
1457 |
|
deba@459
|
1458 |
/// Set the lower bound of a row (i.e a constraint)
|
deba@458
|
1459 |
|
deba@459
|
1460 |
/// The lower bound of a constraint (row) has to be given by an
|
deba@459
|
1461 |
/// extended number of type Value, i.e. a finite number of type
|
deba@459
|
1462 |
/// Value or -\ref INF.
|
deba@459
|
1463 |
void rowLowerBound(Row r, Value value) {
|
deba@459
|
1464 |
_setRowLowerBound(rows(id(r)),value);
|
deba@458
|
1465 |
}
|
deba@458
|
1466 |
|
deba@459
|
1467 |
/// Get the lower bound of a row (i.e a constraint)
|
deba@458
|
1468 |
|
deba@459
|
1469 |
/// This function returns the lower bound for row (constraint) \c c
|
deba@459
|
1470 |
/// (this might be -\ref INF as well).
|
deba@459
|
1471 |
///\return The lower bound for row \c r
|
deba@459
|
1472 |
Value rowLowerBound(Row r) const {
|
deba@459
|
1473 |
return _getRowLowerBound(rows(id(r)));
|
deba@459
|
1474 |
}
|
deba@459
|
1475 |
|
deba@459
|
1476 |
/// Set the upper bound of a row (i.e a constraint)
|
deba@459
|
1477 |
|
deba@459
|
1478 |
/// The upper bound of a constraint (row) has to be given by an
|
deba@459
|
1479 |
/// extended number of type Value, i.e. a finite number of type
|
deba@459
|
1480 |
/// Value or -\ref INF.
|
deba@459
|
1481 |
void rowUpperBound(Row r, Value value) {
|
deba@459
|
1482 |
_setRowUpperBound(rows(id(r)),value);
|
deba@459
|
1483 |
}
|
deba@459
|
1484 |
|
deba@459
|
1485 |
/// Get the upper bound of a row (i.e a constraint)
|
deba@459
|
1486 |
|
deba@459
|
1487 |
/// This function returns the upper bound for row (constraint) \c c
|
deba@459
|
1488 |
/// (this might be -\ref INF as well).
|
deba@459
|
1489 |
///\return The upper bound for row \c r
|
deba@459
|
1490 |
Value rowUpperBound(Row r) const {
|
deba@459
|
1491 |
return _getRowUpperBound(rows(id(r)));
|
deba@458
|
1492 |
}
|
deba@458
|
1493 |
|
deba@458
|
1494 |
///Set an element of the objective function
|
deba@459
|
1495 |
void objCoeff(Col c, Value v) {_setObjCoeff(cols(id(c)),v); };
|
deba@458
|
1496 |
|
deba@458
|
1497 |
///Get an element of the objective function
|
deba@459
|
1498 |
Value objCoeff(Col c) const { return _getObjCoeff(cols(id(c))); };
|
deba@458
|
1499 |
|
deba@458
|
1500 |
///Set the objective function
|
deba@458
|
1501 |
|
deba@458
|
1502 |
///\param e is a linear expression of type \ref Expr.
|
deba@459
|
1503 |
///
|
deba@459
|
1504 |
void obj(const Expr& e) {
|
deba@459
|
1505 |
_setObjCoeffs(ExprIterator(e.comps.begin(), cols),
|
deba@459
|
1506 |
ExprIterator(e.comps.end(), cols));
|
deba@459
|
1507 |
obj_const_comp = *e;
|
deba@458
|
1508 |
}
|
deba@458
|
1509 |
|
deba@458
|
1510 |
///Get the objective function
|
deba@458
|
1511 |
|
deba@459
|
1512 |
///\return the objective function as a linear expression of type
|
deba@459
|
1513 |
///Expr.
|
deba@458
|
1514 |
Expr obj() const {
|
deba@458
|
1515 |
Expr e;
|
deba@459
|
1516 |
_getObjCoeffs(InsertIterator(e.comps, cols));
|
deba@459
|
1517 |
*e = obj_const_comp;
|
deba@458
|
1518 |
return e;
|
deba@458
|
1519 |
}
|
deba@458
|
1520 |
|
deba@458
|
1521 |
|
deba@459
|
1522 |
///Set the direction of optimization
|
deba@459
|
1523 |
void sense(Sense sense) { _setSense(sense); }
|
deba@458
|
1524 |
|
deba@459
|
1525 |
///Query the direction of the optimization
|
deba@459
|
1526 |
Sense sense() const {return _getSense(); }
|
deba@458
|
1527 |
|
deba@459
|
1528 |
///Set the sense to maximization
|
deba@459
|
1529 |
void max() { _setSense(MAX); }
|
deba@459
|
1530 |
|
deba@459
|
1531 |
///Set the sense to maximization
|
deba@459
|
1532 |
void min() { _setSense(MIN); }
|
deba@459
|
1533 |
|
deba@459
|
1534 |
///Clears the problem
|
deba@459
|
1535 |
void clear() { _clear(); }
|
deba@458
|
1536 |
|
deba@458
|
1537 |
///@}
|
deba@458
|
1538 |
|
deba@459
|
1539 |
};
|
deba@459
|
1540 |
|
deba@459
|
1541 |
/// Addition
|
deba@459
|
1542 |
|
deba@459
|
1543 |
///\relates LpBase::Expr
|
deba@459
|
1544 |
///
|
deba@459
|
1545 |
inline LpBase::Expr operator+(const LpBase::Expr &a, const LpBase::Expr &b) {
|
deba@459
|
1546 |
LpBase::Expr tmp(a);
|
deba@459
|
1547 |
tmp+=b;
|
deba@459
|
1548 |
return tmp;
|
deba@459
|
1549 |
}
|
deba@459
|
1550 |
///Substraction
|
deba@459
|
1551 |
|
deba@459
|
1552 |
///\relates LpBase::Expr
|
deba@459
|
1553 |
///
|
deba@459
|
1554 |
inline LpBase::Expr operator-(const LpBase::Expr &a, const LpBase::Expr &b) {
|
deba@459
|
1555 |
LpBase::Expr tmp(a);
|
deba@459
|
1556 |
tmp-=b;
|
deba@459
|
1557 |
return tmp;
|
deba@459
|
1558 |
}
|
deba@459
|
1559 |
///Multiply with constant
|
deba@459
|
1560 |
|
deba@459
|
1561 |
///\relates LpBase::Expr
|
deba@459
|
1562 |
///
|
deba@459
|
1563 |
inline LpBase::Expr operator*(const LpBase::Expr &a, const LpBase::Value &b) {
|
deba@459
|
1564 |
LpBase::Expr tmp(a);
|
deba@459
|
1565 |
tmp*=b;
|
deba@459
|
1566 |
return tmp;
|
deba@459
|
1567 |
}
|
deba@459
|
1568 |
|
deba@459
|
1569 |
///Multiply with constant
|
deba@459
|
1570 |
|
deba@459
|
1571 |
///\relates LpBase::Expr
|
deba@459
|
1572 |
///
|
deba@459
|
1573 |
inline LpBase::Expr operator*(const LpBase::Value &a, const LpBase::Expr &b) {
|
deba@459
|
1574 |
LpBase::Expr tmp(b);
|
deba@459
|
1575 |
tmp*=a;
|
deba@459
|
1576 |
return tmp;
|
deba@459
|
1577 |
}
|
deba@459
|
1578 |
///Divide with constant
|
deba@459
|
1579 |
|
deba@459
|
1580 |
///\relates LpBase::Expr
|
deba@459
|
1581 |
///
|
deba@459
|
1582 |
inline LpBase::Expr operator/(const LpBase::Expr &a, const LpBase::Value &b) {
|
deba@459
|
1583 |
LpBase::Expr tmp(a);
|
deba@459
|
1584 |
tmp/=b;
|
deba@459
|
1585 |
return tmp;
|
deba@459
|
1586 |
}
|
deba@459
|
1587 |
|
deba@459
|
1588 |
///Create constraint
|
deba@459
|
1589 |
|
deba@459
|
1590 |
///\relates LpBase::Constr
|
deba@459
|
1591 |
///
|
deba@459
|
1592 |
inline LpBase::Constr operator<=(const LpBase::Expr &e,
|
deba@459
|
1593 |
const LpBase::Expr &f) {
|
deba@459
|
1594 |
return LpBase::Constr(0, f - e, LpBase::INF);
|
deba@459
|
1595 |
}
|
deba@459
|
1596 |
|
deba@459
|
1597 |
///Create constraint
|
deba@459
|
1598 |
|
deba@459
|
1599 |
///\relates LpBase::Constr
|
deba@459
|
1600 |
///
|
deba@459
|
1601 |
inline LpBase::Constr operator<=(const LpBase::Value &e,
|
deba@459
|
1602 |
const LpBase::Expr &f) {
|
deba@459
|
1603 |
return LpBase::Constr(e, f, LpBase::NaN);
|
deba@459
|
1604 |
}
|
deba@459
|
1605 |
|
deba@459
|
1606 |
///Create constraint
|
deba@459
|
1607 |
|
deba@459
|
1608 |
///\relates LpBase::Constr
|
deba@459
|
1609 |
///
|
deba@459
|
1610 |
inline LpBase::Constr operator<=(const LpBase::Expr &e,
|
deba@459
|
1611 |
const LpBase::Value &f) {
|
deba@459
|
1612 |
return LpBase::Constr(- LpBase::INF, e, f);
|
deba@459
|
1613 |
}
|
deba@459
|
1614 |
|
deba@459
|
1615 |
///Create constraint
|
deba@459
|
1616 |
|
deba@459
|
1617 |
///\relates LpBase::Constr
|
deba@459
|
1618 |
///
|
deba@459
|
1619 |
inline LpBase::Constr operator>=(const LpBase::Expr &e,
|
deba@459
|
1620 |
const LpBase::Expr &f) {
|
deba@459
|
1621 |
return LpBase::Constr(0, e - f, LpBase::INF);
|
deba@459
|
1622 |
}
|
deba@459
|
1623 |
|
deba@459
|
1624 |
|
deba@459
|
1625 |
///Create constraint
|
deba@459
|
1626 |
|
deba@459
|
1627 |
///\relates LpBase::Constr
|
deba@459
|
1628 |
///
|
deba@459
|
1629 |
inline LpBase::Constr operator>=(const LpBase::Value &e,
|
deba@459
|
1630 |
const LpBase::Expr &f) {
|
deba@459
|
1631 |
return LpBase::Constr(LpBase::NaN, f, e);
|
deba@459
|
1632 |
}
|
deba@459
|
1633 |
|
deba@459
|
1634 |
|
deba@459
|
1635 |
///Create constraint
|
deba@459
|
1636 |
|
deba@459
|
1637 |
///\relates LpBase::Constr
|
deba@459
|
1638 |
///
|
deba@459
|
1639 |
inline LpBase::Constr operator>=(const LpBase::Expr &e,
|
deba@459
|
1640 |
const LpBase::Value &f) {
|
deba@459
|
1641 |
return LpBase::Constr(f, e, LpBase::INF);
|
deba@459
|
1642 |
}
|
deba@459
|
1643 |
|
deba@459
|
1644 |
///Create constraint
|
deba@459
|
1645 |
|
deba@459
|
1646 |
///\relates LpBase::Constr
|
deba@459
|
1647 |
///
|
deba@459
|
1648 |
inline LpBase::Constr operator==(const LpBase::Expr &e,
|
deba@459
|
1649 |
const LpBase::Value &f) {
|
deba@459
|
1650 |
return LpBase::Constr(f, e, f);
|
deba@459
|
1651 |
}
|
deba@459
|
1652 |
|
deba@459
|
1653 |
///Create constraint
|
deba@459
|
1654 |
|
deba@459
|
1655 |
///\relates LpBase::Constr
|
deba@459
|
1656 |
///
|
deba@459
|
1657 |
inline LpBase::Constr operator==(const LpBase::Expr &e,
|
deba@459
|
1658 |
const LpBase::Expr &f) {
|
deba@459
|
1659 |
return LpBase::Constr(0, f - e, 0);
|
deba@459
|
1660 |
}
|
deba@459
|
1661 |
|
deba@459
|
1662 |
///Create constraint
|
deba@459
|
1663 |
|
deba@459
|
1664 |
///\relates LpBase::Constr
|
deba@459
|
1665 |
///
|
deba@459
|
1666 |
inline LpBase::Constr operator<=(const LpBase::Value &n,
|
deba@459
|
1667 |
const LpBase::Constr &c) {
|
deba@459
|
1668 |
LpBase::Constr tmp(c);
|
alpar@470
|
1669 |
LEMON_ASSERT(isnan(tmp.lowerBound()), "Wrong LP constraint");
|
deba@459
|
1670 |
tmp.lowerBound()=n;
|
deba@459
|
1671 |
return tmp;
|
deba@459
|
1672 |
}
|
deba@459
|
1673 |
///Create constraint
|
deba@459
|
1674 |
|
deba@459
|
1675 |
///\relates LpBase::Constr
|
deba@459
|
1676 |
///
|
deba@459
|
1677 |
inline LpBase::Constr operator<=(const LpBase::Constr &c,
|
deba@459
|
1678 |
const LpBase::Value &n)
|
deba@459
|
1679 |
{
|
deba@459
|
1680 |
LpBase::Constr tmp(c);
|
alpar@470
|
1681 |
LEMON_ASSERT(isnan(tmp.upperBound()), "Wrong LP constraint");
|
deba@459
|
1682 |
tmp.upperBound()=n;
|
deba@459
|
1683 |
return tmp;
|
deba@459
|
1684 |
}
|
deba@459
|
1685 |
|
deba@459
|
1686 |
///Create constraint
|
deba@459
|
1687 |
|
deba@459
|
1688 |
///\relates LpBase::Constr
|
deba@459
|
1689 |
///
|
deba@459
|
1690 |
inline LpBase::Constr operator>=(const LpBase::Value &n,
|
deba@459
|
1691 |
const LpBase::Constr &c) {
|
deba@459
|
1692 |
LpBase::Constr tmp(c);
|
alpar@470
|
1693 |
LEMON_ASSERT(isnan(tmp.upperBound()), "Wrong LP constraint");
|
deba@459
|
1694 |
tmp.upperBound()=n;
|
deba@459
|
1695 |
return tmp;
|
deba@459
|
1696 |
}
|
deba@459
|
1697 |
///Create constraint
|
deba@459
|
1698 |
|
deba@459
|
1699 |
///\relates LpBase::Constr
|
deba@459
|
1700 |
///
|
deba@459
|
1701 |
inline LpBase::Constr operator>=(const LpBase::Constr &c,
|
deba@459
|
1702 |
const LpBase::Value &n)
|
deba@459
|
1703 |
{
|
deba@459
|
1704 |
LpBase::Constr tmp(c);
|
alpar@470
|
1705 |
LEMON_ASSERT(isnan(tmp.lowerBound()), "Wrong LP constraint");
|
deba@459
|
1706 |
tmp.lowerBound()=n;
|
deba@459
|
1707 |
return tmp;
|
deba@459
|
1708 |
}
|
deba@459
|
1709 |
|
deba@459
|
1710 |
///Addition
|
deba@459
|
1711 |
|
deba@459
|
1712 |
///\relates LpBase::DualExpr
|
deba@459
|
1713 |
///
|
deba@459
|
1714 |
inline LpBase::DualExpr operator+(const LpBase::DualExpr &a,
|
deba@459
|
1715 |
const LpBase::DualExpr &b) {
|
deba@459
|
1716 |
LpBase::DualExpr tmp(a);
|
deba@459
|
1717 |
tmp+=b;
|
deba@459
|
1718 |
return tmp;
|
deba@459
|
1719 |
}
|
deba@459
|
1720 |
///Substraction
|
deba@459
|
1721 |
|
deba@459
|
1722 |
///\relates LpBase::DualExpr
|
deba@459
|
1723 |
///
|
deba@459
|
1724 |
inline LpBase::DualExpr operator-(const LpBase::DualExpr &a,
|
deba@459
|
1725 |
const LpBase::DualExpr &b) {
|
deba@459
|
1726 |
LpBase::DualExpr tmp(a);
|
deba@459
|
1727 |
tmp-=b;
|
deba@459
|
1728 |
return tmp;
|
deba@459
|
1729 |
}
|
deba@459
|
1730 |
///Multiply with constant
|
deba@459
|
1731 |
|
deba@459
|
1732 |
///\relates LpBase::DualExpr
|
deba@459
|
1733 |
///
|
deba@459
|
1734 |
inline LpBase::DualExpr operator*(const LpBase::DualExpr &a,
|
deba@459
|
1735 |
const LpBase::Value &b) {
|
deba@459
|
1736 |
LpBase::DualExpr tmp(a);
|
deba@459
|
1737 |
tmp*=b;
|
deba@459
|
1738 |
return tmp;
|
deba@459
|
1739 |
}
|
deba@459
|
1740 |
|
deba@459
|
1741 |
///Multiply with constant
|
deba@459
|
1742 |
|
deba@459
|
1743 |
///\relates LpBase::DualExpr
|
deba@459
|
1744 |
///
|
deba@459
|
1745 |
inline LpBase::DualExpr operator*(const LpBase::Value &a,
|
deba@459
|
1746 |
const LpBase::DualExpr &b) {
|
deba@459
|
1747 |
LpBase::DualExpr tmp(b);
|
deba@459
|
1748 |
tmp*=a;
|
deba@459
|
1749 |
return tmp;
|
deba@459
|
1750 |
}
|
deba@459
|
1751 |
///Divide with constant
|
deba@459
|
1752 |
|
deba@459
|
1753 |
///\relates LpBase::DualExpr
|
deba@459
|
1754 |
///
|
deba@459
|
1755 |
inline LpBase::DualExpr operator/(const LpBase::DualExpr &a,
|
deba@459
|
1756 |
const LpBase::Value &b) {
|
deba@459
|
1757 |
LpBase::DualExpr tmp(a);
|
deba@459
|
1758 |
tmp/=b;
|
deba@459
|
1759 |
return tmp;
|
deba@459
|
1760 |
}
|
deba@459
|
1761 |
|
deba@459
|
1762 |
/// \ingroup lp_group
|
deba@459
|
1763 |
///
|
deba@459
|
1764 |
/// \brief Common base class for LP solvers
|
deba@459
|
1765 |
///
|
deba@459
|
1766 |
/// This class is an abstract base class for LP solvers. This class
|
deba@459
|
1767 |
/// provides a full interface for set and modify an LP problem,
|
deba@459
|
1768 |
/// solve it and retrieve the solution. You can use one of the
|
deba@459
|
1769 |
/// descendants as a concrete implementation, or the \c Lp
|
deba@459
|
1770 |
/// default LP solver. However, if you would like to handle LP
|
deba@459
|
1771 |
/// solvers as reference or pointer in a generic way, you can use
|
deba@459
|
1772 |
/// this class directly.
|
deba@459
|
1773 |
class LpSolver : virtual public LpBase {
|
deba@459
|
1774 |
public:
|
deba@459
|
1775 |
|
deba@459
|
1776 |
/// The problem types for primal and dual problems
|
deba@459
|
1777 |
enum ProblemType {
|
deba@459
|
1778 |
///Feasible solution hasn't been found (but may exist).
|
deba@459
|
1779 |
UNDEFINED = 0,
|
deba@459
|
1780 |
///The problem has no feasible solution
|
deba@459
|
1781 |
INFEASIBLE = 1,
|
deba@459
|
1782 |
///Feasible solution found
|
deba@459
|
1783 |
FEASIBLE = 2,
|
deba@459
|
1784 |
///Optimal solution exists and found
|
deba@459
|
1785 |
OPTIMAL = 3,
|
deba@459
|
1786 |
///The cost function is unbounded
|
deba@459
|
1787 |
UNBOUNDED = 4
|
deba@459
|
1788 |
};
|
deba@459
|
1789 |
|
deba@459
|
1790 |
///The basis status of variables
|
deba@459
|
1791 |
enum VarStatus {
|
deba@459
|
1792 |
/// The variable is in the basis
|
deba@459
|
1793 |
BASIC,
|
deba@459
|
1794 |
/// The variable is free, but not basic
|
deba@459
|
1795 |
FREE,
|
deba@459
|
1796 |
/// The variable has active lower bound
|
deba@459
|
1797 |
LOWER,
|
deba@459
|
1798 |
/// The variable has active upper bound
|
deba@459
|
1799 |
UPPER,
|
deba@459
|
1800 |
/// The variable is non-basic and fixed
|
deba@459
|
1801 |
FIXED
|
deba@459
|
1802 |
};
|
deba@459
|
1803 |
|
deba@459
|
1804 |
protected:
|
deba@459
|
1805 |
|
deba@459
|
1806 |
virtual SolveExitStatus _solve() = 0;
|
deba@459
|
1807 |
|
deba@459
|
1808 |
virtual Value _getPrimal(int i) const = 0;
|
deba@459
|
1809 |
virtual Value _getDual(int i) const = 0;
|
deba@459
|
1810 |
|
deba@459
|
1811 |
virtual Value _getPrimalRay(int i) const = 0;
|
deba@459
|
1812 |
virtual Value _getDualRay(int i) const = 0;
|
deba@459
|
1813 |
|
deba@459
|
1814 |
virtual Value _getPrimalValue() const = 0;
|
deba@459
|
1815 |
|
deba@459
|
1816 |
virtual VarStatus _getColStatus(int i) const = 0;
|
deba@459
|
1817 |
virtual VarStatus _getRowStatus(int i) const = 0;
|
deba@459
|
1818 |
|
deba@459
|
1819 |
virtual ProblemType _getPrimalType() const = 0;
|
deba@459
|
1820 |
virtual ProblemType _getDualType() const = 0;
|
deba@459
|
1821 |
|
deba@459
|
1822 |
public:
|
deba@458
|
1823 |
|
deba@458
|
1824 |
///\name Solve the LP
|
deba@458
|
1825 |
|
deba@458
|
1826 |
///@{
|
deba@458
|
1827 |
|
deba@458
|
1828 |
///\e Solve the LP problem at hand
|
deba@458
|
1829 |
///
|
deba@458
|
1830 |
///\return The result of the optimization procedure. Possible
|
deba@458
|
1831 |
///values and their meanings can be found in the documentation of
|
deba@458
|
1832 |
///\ref SolveExitStatus.
|
deba@458
|
1833 |
SolveExitStatus solve() { return _solve(); }
|
deba@458
|
1834 |
|
deba@458
|
1835 |
///@}
|
deba@458
|
1836 |
|
deba@458
|
1837 |
///\name Obtain the solution
|
deba@458
|
1838 |
|
deba@458
|
1839 |
///@{
|
deba@458
|
1840 |
|
deba@459
|
1841 |
/// The type of the primal problem
|
deba@459
|
1842 |
ProblemType primalType() const {
|
deba@459
|
1843 |
return _getPrimalType();
|
deba@458
|
1844 |
}
|
deba@458
|
1845 |
|
deba@459
|
1846 |
/// The type of the dual problem
|
deba@459
|
1847 |
ProblemType dualType() const {
|
deba@459
|
1848 |
return _getDualType();
|
deba@458
|
1849 |
}
|
deba@458
|
1850 |
|
deba@459
|
1851 |
/// Return the primal value of the column
|
deba@459
|
1852 |
|
deba@459
|
1853 |
/// Return the primal value of the column.
|
deba@459
|
1854 |
/// \pre The problem is solved.
|
deba@459
|
1855 |
Value primal(Col c) const { return _getPrimal(cols(id(c))); }
|
deba@459
|
1856 |
|
deba@459
|
1857 |
/// Return the primal value of the expression
|
deba@459
|
1858 |
|
deba@459
|
1859 |
/// Return the primal value of the expression, i.e. the dot
|
deba@459
|
1860 |
/// product of the primal solution and the expression.
|
deba@459
|
1861 |
/// \pre The problem is solved.
|
deba@459
|
1862 |
Value primal(const Expr& e) const {
|
deba@459
|
1863 |
double res = *e;
|
deba@459
|
1864 |
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
|
deba@459
|
1865 |
res += *c * primal(c);
|
deba@459
|
1866 |
}
|
deba@459
|
1867 |
return res;
|
deba@458
|
1868 |
}
|
deba@459
|
1869 |
/// Returns a component of the primal ray
|
deba@459
|
1870 |
|
deba@459
|
1871 |
/// The primal ray is solution of the modified primal problem,
|
deba@459
|
1872 |
/// where we change each finite bound to 0, and we looking for a
|
deba@459
|
1873 |
/// negative objective value in case of minimization, and positive
|
deba@459
|
1874 |
/// objective value for maximization. If there is such solution,
|
deba@459
|
1875 |
/// that proofs the unsolvability of the dual problem, and if a
|
deba@459
|
1876 |
/// feasible primal solution exists, then the unboundness of
|
deba@459
|
1877 |
/// primal problem.
|
deba@459
|
1878 |
///
|
deba@459
|
1879 |
/// \pre The problem is solved and the dual problem is infeasible.
|
deba@459
|
1880 |
/// \note Some solvers does not provide primal ray calculation
|
deba@459
|
1881 |
/// functions.
|
deba@459
|
1882 |
Value primalRay(Col c) const { return _getPrimalRay(cols(id(c))); }
|
deba@458
|
1883 |
|
deba@459
|
1884 |
/// Return the dual value of the row
|
deba@459
|
1885 |
|
deba@459
|
1886 |
/// Return the dual value of the row.
|
deba@459
|
1887 |
/// \pre The problem is solved.
|
deba@459
|
1888 |
Value dual(Row r) const { return _getDual(rows(id(r))); }
|
deba@459
|
1889 |
|
deba@459
|
1890 |
/// Return the dual value of the dual expression
|
deba@459
|
1891 |
|
deba@459
|
1892 |
/// Return the dual value of the dual expression, i.e. the dot
|
deba@459
|
1893 |
/// product of the dual solution and the dual expression.
|
deba@459
|
1894 |
/// \pre The problem is solved.
|
deba@459
|
1895 |
Value dual(const DualExpr& e) const {
|
deba@459
|
1896 |
double res = 0.0;
|
deba@459
|
1897 |
for (DualExpr::ConstCoeffIt r(e); r != INVALID; ++r) {
|
deba@459
|
1898 |
res += *r * dual(r);
|
deba@458
|
1899 |
}
|
deba@458
|
1900 |
return res;
|
deba@458
|
1901 |
}
|
deba@458
|
1902 |
|
deba@459
|
1903 |
/// Returns a component of the dual ray
|
deba@459
|
1904 |
|
deba@459
|
1905 |
/// The dual ray is solution of the modified primal problem, where
|
deba@459
|
1906 |
/// we change each finite bound to 0 (i.e. the objective function
|
deba@459
|
1907 |
/// coefficients in the primal problem), and we looking for a
|
deba@459
|
1908 |
/// ositive objective value. If there is such solution, that
|
deba@459
|
1909 |
/// proofs the unsolvability of the primal problem, and if a
|
deba@459
|
1910 |
/// feasible dual solution exists, then the unboundness of
|
deba@459
|
1911 |
/// dual problem.
|
deba@459
|
1912 |
///
|
deba@459
|
1913 |
/// \pre The problem is solved and the primal problem is infeasible.
|
deba@459
|
1914 |
/// \note Some solvers does not provide dual ray calculation
|
deba@459
|
1915 |
/// functions.
|
deba@459
|
1916 |
Value dualRay(Row r) const { return _getDualRay(rows(id(r))); }
|
deba@458
|
1917 |
|
deba@459
|
1918 |
/// Return the basis status of the column
|
deba@458
|
1919 |
|
deba@459
|
1920 |
/// \see VarStatus
|
deba@459
|
1921 |
VarStatus colStatus(Col c) const { return _getColStatus(cols(id(c))); }
|
deba@459
|
1922 |
|
deba@459
|
1923 |
/// Return the basis status of the row
|
deba@459
|
1924 |
|
deba@459
|
1925 |
/// \see VarStatus
|
deba@459
|
1926 |
VarStatus rowStatus(Row r) const { return _getRowStatus(rows(id(r))); }
|
deba@459
|
1927 |
|
deba@459
|
1928 |
///The value of the objective function
|
deba@458
|
1929 |
|
deba@458
|
1930 |
///\return
|
deba@458
|
1931 |
///- \ref INF or -\ref INF means either infeasibility or unboundedness
|
deba@458
|
1932 |
/// of the primal problem, depending on whether we minimize or maximize.
|
deba@458
|
1933 |
///- \ref NaN if no primal solution is found.
|
deba@458
|
1934 |
///- The (finite) objective value if an optimal solution is found.
|
deba@459
|
1935 |
Value primal() const { return _getPrimalValue()+obj_const_comp;}
|
deba@458
|
1936 |
///@}
|
deba@458
|
1937 |
|
deba@459
|
1938 |
LpSolver* newSolver() {return _newSolver();}
|
deba@459
|
1939 |
LpSolver* cloneSolver() {return _cloneSolver();}
|
deba@459
|
1940 |
|
deba@459
|
1941 |
protected:
|
deba@459
|
1942 |
|
deba@459
|
1943 |
virtual LpSolver* _newSolver() const = 0;
|
deba@459
|
1944 |
virtual LpSolver* _cloneSolver() const = 0;
|
deba@458
|
1945 |
};
|
deba@458
|
1946 |
|
deba@458
|
1947 |
|
deba@458
|
1948 |
/// \ingroup lp_group
|
deba@458
|
1949 |
///
|
deba@458
|
1950 |
/// \brief Common base class for MIP solvers
|
deba@459
|
1951 |
///
|
deba@459
|
1952 |
/// This class is an abstract base class for MIP solvers. This class
|
deba@459
|
1953 |
/// provides a full interface for set and modify an MIP problem,
|
deba@459
|
1954 |
/// solve it and retrieve the solution. You can use one of the
|
deba@459
|
1955 |
/// descendants as a concrete implementation, or the \c Lp
|
deba@459
|
1956 |
/// default MIP solver. However, if you would like to handle MIP
|
deba@459
|
1957 |
/// solvers as reference or pointer in a generic way, you can use
|
deba@459
|
1958 |
/// this class directly.
|
deba@459
|
1959 |
class MipSolver : virtual public LpBase {
|
deba@458
|
1960 |
public:
|
deba@458
|
1961 |
|
deba@459
|
1962 |
/// The problem types for MIP problems
|
deba@459
|
1963 |
enum ProblemType {
|
deba@459
|
1964 |
///Feasible solution hasn't been found (but may exist).
|
deba@459
|
1965 |
UNDEFINED = 0,
|
deba@459
|
1966 |
///The problem has no feasible solution
|
deba@459
|
1967 |
INFEASIBLE = 1,
|
deba@459
|
1968 |
///Feasible solution found
|
deba@459
|
1969 |
FEASIBLE = 2,
|
deba@459
|
1970 |
///Optimal solution exists and found
|
deba@459
|
1971 |
OPTIMAL = 3,
|
deba@459
|
1972 |
///The cost function is unbounded
|
deba@459
|
1973 |
///
|
deba@459
|
1974 |
///The Mip or at least the relaxed problem is unbounded
|
deba@459
|
1975 |
UNBOUNDED = 4
|
deba@459
|
1976 |
};
|
deba@459
|
1977 |
|
deba@459
|
1978 |
///\name Solve the MIP
|
deba@459
|
1979 |
|
deba@459
|
1980 |
///@{
|
deba@459
|
1981 |
|
deba@459
|
1982 |
/// Solve the MIP problem at hand
|
deba@459
|
1983 |
///
|
deba@459
|
1984 |
///\return The result of the optimization procedure. Possible
|
deba@459
|
1985 |
///values and their meanings can be found in the documentation of
|
deba@459
|
1986 |
///\ref SolveExitStatus.
|
deba@459
|
1987 |
SolveExitStatus solve() { return _solve(); }
|
deba@459
|
1988 |
|
deba@459
|
1989 |
///@}
|
deba@459
|
1990 |
|
deba@459
|
1991 |
///\name Setting column type
|
deba@459
|
1992 |
///@{
|
deba@459
|
1993 |
|
deba@459
|
1994 |
///Possible variable (column) types (e.g. real, integer, binary etc.)
|
deba@458
|
1995 |
enum ColTypes {
|
deba@459
|
1996 |
///Continuous variable (default)
|
deba@458
|
1997 |
REAL = 0,
|
deba@458
|
1998 |
///Integer variable
|
deba@459
|
1999 |
INTEGER = 1
|
deba@458
|
2000 |
};
|
deba@458
|
2001 |
|
deba@459
|
2002 |
///Sets the type of the given column to the given type
|
deba@459
|
2003 |
|
deba@459
|
2004 |
///Sets the type of the given column to the given type.
|
deba@458
|
2005 |
///
|
deba@458
|
2006 |
void colType(Col c, ColTypes col_type) {
|
deba@459
|
2007 |
_setColType(cols(id(c)),col_type);
|
deba@458
|
2008 |
}
|
deba@458
|
2009 |
|
deba@458
|
2010 |
///Gives back the type of the column.
|
deba@459
|
2011 |
|
deba@459
|
2012 |
///Gives back the type of the column.
|
deba@458
|
2013 |
///
|
deba@458
|
2014 |
ColTypes colType(Col c) const {
|
deba@459
|
2015 |
return _getColType(cols(id(c)));
|
deba@459
|
2016 |
}
|
deba@459
|
2017 |
///@}
|
deba@459
|
2018 |
|
deba@459
|
2019 |
///\name Obtain the solution
|
deba@459
|
2020 |
|
deba@459
|
2021 |
///@{
|
deba@459
|
2022 |
|
deba@459
|
2023 |
/// The type of the MIP problem
|
deba@459
|
2024 |
ProblemType type() const {
|
deba@459
|
2025 |
return _getType();
|
deba@458
|
2026 |
}
|
deba@458
|
2027 |
|
deba@459
|
2028 |
/// Return the value of the row in the solution
|
deba@459
|
2029 |
|
deba@459
|
2030 |
/// Return the value of the row in the solution.
|
deba@459
|
2031 |
/// \pre The problem is solved.
|
deba@459
|
2032 |
Value sol(Col c) const { return _getSol(cols(id(c))); }
|
deba@459
|
2033 |
|
deba@459
|
2034 |
/// Return the value of the expression in the solution
|
deba@459
|
2035 |
|
deba@459
|
2036 |
/// Return the value of the expression in the solution, i.e. the
|
deba@459
|
2037 |
/// dot product of the solution and the expression.
|
deba@459
|
2038 |
/// \pre The problem is solved.
|
deba@459
|
2039 |
Value sol(const Expr& e) const {
|
deba@459
|
2040 |
double res = *e;
|
deba@459
|
2041 |
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
|
deba@459
|
2042 |
res += *c * sol(c);
|
deba@459
|
2043 |
}
|
deba@459
|
2044 |
return res;
|
deba@458
|
2045 |
}
|
deba@459
|
2046 |
///The value of the objective function
|
deba@459
|
2047 |
|
deba@459
|
2048 |
///\return
|
deba@459
|
2049 |
///- \ref INF or -\ref INF means either infeasibility or unboundedness
|
deba@459
|
2050 |
/// of the problem, depending on whether we minimize or maximize.
|
deba@459
|
2051 |
///- \ref NaN if no primal solution is found.
|
deba@459
|
2052 |
///- The (finite) objective value if an optimal solution is found.
|
deba@459
|
2053 |
Value solValue() const { return _getSolValue()+obj_const_comp;}
|
deba@459
|
2054 |
///@}
|
deba@458
|
2055 |
|
deba@458
|
2056 |
protected:
|
deba@458
|
2057 |
|
deba@459
|
2058 |
virtual SolveExitStatus _solve() = 0;
|
deba@459
|
2059 |
virtual ColTypes _getColType(int col) const = 0;
|
deba@459
|
2060 |
virtual void _setColType(int col, ColTypes col_type) = 0;
|
deba@459
|
2061 |
virtual ProblemType _getType() const = 0;
|
deba@459
|
2062 |
virtual Value _getSol(int i) const = 0;
|
deba@459
|
2063 |
virtual Value _getSolValue() const = 0;
|
deba@458
|
2064 |
|
deba@459
|
2065 |
public:
|
deba@459
|
2066 |
|
deba@459
|
2067 |
MipSolver* newSolver() {return _newSolver();}
|
deba@459
|
2068 |
MipSolver* cloneSolver() {return _cloneSolver();}
|
deba@459
|
2069 |
|
deba@459
|
2070 |
protected:
|
deba@459
|
2071 |
|
deba@459
|
2072 |
virtual MipSolver* _newSolver() const = 0;
|
deba@459
|
2073 |
virtual MipSolver* _cloneSolver() const = 0;
|
deba@458
|
2074 |
};
|
deba@458
|
2075 |
|
deba@458
|
2076 |
|
deba@458
|
2077 |
|
deba@458
|
2078 |
} //namespace lemon
|
deba@458
|
2079 |
|
deba@458
|
2080 |
#endif //LEMON_LP_BASE_H
|