lemon/glpk.h
author Alpar Juttner <alpar@cs.elte.hu>
Wed, 12 Nov 2014 14:11:20 +0100
changeset 1125 1ad592289f93
parent 1074 97d978243703
child 1130 0759d974de81
permissions -rw-r--r--
Faster CPLEX problem build-up #422
     1 /* -*- mode: C++; indent-tabs-mode: nil; -*-
     2  *
     3  * This file is a part of LEMON, a generic C++ optimization library.
     4  *
     5  * Copyright (C) 2003-2013
     6  * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
     7  * (Egervary Research Group on Combinatorial Optimization, EGRES).
     8  *
     9  * Permission to use, modify and distribute this software is granted
    10  * provided that this copyright notice appears in all copies. For
    11  * precise terms see the accompanying LICENSE file.
    12  *
    13  * This software is provided "AS IS" with no warranty of any kind,
    14  * express or implied, and with no claim as to its suitability for any
    15  * purpose.
    16  *
    17  */
    18 
    19 #ifndef LEMON_GLPK_H
    20 #define LEMON_GLPK_H
    21 
    22 ///\file
    23 ///\brief Header of the LEMON-GLPK lp solver interface.
    24 ///\ingroup lp_group
    25 
    26 #include <lemon/lp_base.h>
    27 
    28 namespace lemon {
    29 
    30   namespace _solver_bits {
    31     class VoidPtr {
    32     private:
    33       void *_ptr;
    34     public:
    35       VoidPtr() : _ptr(0) {}
    36 
    37       template <typename T>
    38       VoidPtr(T* ptr) : _ptr(reinterpret_cast<void*>(ptr)) {}
    39 
    40       template <typename T>
    41       VoidPtr& operator=(T* ptr) {
    42         _ptr = reinterpret_cast<void*>(ptr);
    43         return *this;
    44       }
    45 
    46       template <typename T>
    47       operator T*() const { return reinterpret_cast<T*>(_ptr); }
    48     };
    49   }
    50 
    51   /// \brief Base interface for the GLPK LP and MIP solver
    52   ///
    53   /// This class implements the common interface of the GLPK LP and MIP solver.
    54   /// \ingroup lp_group
    55   class GlpkBase : virtual public LpBase {
    56   protected:
    57 
    58     _solver_bits::VoidPtr lp;
    59 
    60     GlpkBase();
    61     GlpkBase(const GlpkBase&);
    62     virtual ~GlpkBase();
    63 
    64   protected:
    65 
    66     virtual int _addCol();
    67     virtual int _addRow();
    68     virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u);
    69 
    70     virtual void _eraseCol(int i);
    71     virtual void _eraseRow(int i);
    72 
    73     virtual void _eraseColId(int i);
    74     virtual void _eraseRowId(int i);
    75 
    76     virtual void _getColName(int col, std::string& name) const;
    77     virtual void _setColName(int col, const std::string& name);
    78     virtual int _colByName(const std::string& name) const;
    79 
    80     virtual void _getRowName(int row, std::string& name) const;
    81     virtual void _setRowName(int row, const std::string& name);
    82     virtual int _rowByName(const std::string& name) const;
    83 
    84     virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e);
    85     virtual void _getRowCoeffs(int i, InsertIterator b) const;
    86 
    87     virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e);
    88     virtual void _getColCoeffs(int i, InsertIterator b) const;
    89 
    90     virtual void _setCoeff(int row, int col, Value value);
    91     virtual Value _getCoeff(int row, int col) const;
    92 
    93     virtual void _setColLowerBound(int i, Value value);
    94     virtual Value _getColLowerBound(int i) const;
    95 
    96     virtual void _setColUpperBound(int i, Value value);
    97     virtual Value _getColUpperBound(int i) const;
    98 
    99     virtual void _setRowLowerBound(int i, Value value);
   100     virtual Value _getRowLowerBound(int i) const;
   101 
   102     virtual void _setRowUpperBound(int i, Value value);
   103     virtual Value _getRowUpperBound(int i) const;
   104 
   105     virtual void _setObjCoeffs(ExprIterator b, ExprIterator e);
   106     virtual void _getObjCoeffs(InsertIterator b) const;
   107 
   108     virtual void _setObjCoeff(int i, Value obj_coef);
   109     virtual Value _getObjCoeff(int i) const;
   110 
   111     virtual void _setSense(Sense);
   112     virtual Sense _getSense() const;
   113 
   114     virtual void _clear();
   115 
   116     virtual void _messageLevel(MessageLevel level);
   117 
   118     virtual void _write(std::string file, std::string format) const;
   119 
   120   private:
   121 
   122     static void freeEnv();
   123 
   124     struct FreeEnvHelper {
   125       ~FreeEnvHelper() {
   126         freeEnv();
   127       }
   128     };
   129 
   130     static FreeEnvHelper freeEnvHelper;
   131 
   132   protected:
   133 
   134     int _message_level;
   135 
   136   public:
   137 
   138     ///Pointer to the underlying GLPK data structure.
   139     _solver_bits::VoidPtr lpx() {return lp;}
   140     ///Const pointer to the underlying GLPK data structure.
   141     _solver_bits::VoidPtr lpx() const {return lp;}
   142 
   143     ///Returns the constraint identifier understood by GLPK.
   144     int lpxRow(Row r) const { return rows(id(r)); }
   145 
   146     ///Returns the variable identifier understood by GLPK.
   147     int lpxCol(Col c) const { return cols(id(c)); }
   148 
   149 #ifdef DOXYGEN
   150     /// Write the problem or the solution to a file in the given format
   151 
   152     /// This function writes the problem or the solution
   153     /// to a file in the given format.
   154     /// Trying to write in an unsupported format will trigger
   155     /// \ref LpBase::UnsupportedFormatError.
   156     /// \param file The file path
   157     /// \param format The output file format.
   158     /// Supportted formats are "MPS" and "LP".
   159     void write(std::string file, std::string format = "MPS") const {}
   160 #endif
   161 
   162   };
   163 
   164   /// \brief Interface for the GLPK LP solver
   165   ///
   166   /// This class implements an interface for the GLPK LP solver.
   167   ///\ingroup lp_group
   168   class GlpkLp : public LpSolver, public GlpkBase {
   169   public:
   170 
   171     ///\e
   172     GlpkLp();
   173     ///\e
   174     GlpkLp(const GlpkLp&);
   175 
   176     ///\e
   177     virtual GlpkLp* cloneSolver() const;
   178     ///\e
   179     virtual GlpkLp* newSolver() const;
   180 
   181   private:
   182 
   183     mutable std::vector<double> _primal_ray;
   184     mutable std::vector<double> _dual_ray;
   185 
   186     void _clear_temporals();
   187 
   188   protected:
   189 
   190     virtual const char* _solverName() const;
   191 
   192     virtual SolveExitStatus _solve();
   193     virtual Value _getPrimal(int i) const;
   194     virtual Value _getDual(int i) const;
   195 
   196     virtual Value _getPrimalValue() const;
   197 
   198     virtual VarStatus _getColStatus(int i) const;
   199     virtual VarStatus _getRowStatus(int i) const;
   200 
   201     virtual Value _getPrimalRay(int i) const;
   202     virtual Value _getDualRay(int i) const;
   203 
   204     virtual ProblemType _getPrimalType() const;
   205     virtual ProblemType _getDualType() const;
   206 
   207   public:
   208 
   209     ///Solve with primal simplex
   210     SolveExitStatus solvePrimal();
   211 
   212     ///Solve with dual simplex
   213     SolveExitStatus solveDual();
   214 
   215   private:
   216 
   217     bool _presolve;
   218 
   219   public:
   220 
   221     ///Turns on or off the presolver
   222 
   223     ///Turns on (\c b is \c true) or off (\c b is \c false) the presolver
   224     ///
   225     ///The presolver is off by default.
   226     void presolver(bool presolve);
   227 
   228   };
   229 
   230   /// \brief Interface for the GLPK MIP solver
   231   ///
   232   /// This class implements an interface for the GLPK MIP solver.
   233   ///\ingroup lp_group
   234   class GlpkMip : public MipSolver, public GlpkBase {
   235   public:
   236 
   237     ///\e
   238     GlpkMip();
   239     ///\e
   240     GlpkMip(const GlpkMip&);
   241 
   242     virtual GlpkMip* cloneSolver() const;
   243     virtual GlpkMip* newSolver() const;
   244 
   245   protected:
   246 
   247     virtual const char* _solverName() const;
   248 
   249     virtual ColTypes _getColType(int col) const;
   250     virtual void _setColType(int col, ColTypes col_type);
   251 
   252     virtual SolveExitStatus _solve();
   253     virtual ProblemType _getType() const;
   254     virtual Value _getSol(int i) const;
   255     virtual Value _getSolValue() const;
   256 
   257   };
   258 
   259 
   260 } //END OF NAMESPACE LEMON
   261 
   262 #endif //LEMON_GLPK_H
   263