lemon/glpk.h
author Akos Ladanyi <ladanyi@tmit.bme.hu>
Mon, 27 Apr 2009 18:03:18 +0100
changeset 635 89705c452130
parent 565 7ab97e2a0c33
child 650 a8dfe89b7719
permissions -rw-r--r--
Add CPLEX_ROOT_DIR variable to FindCPLEX (#277)
     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) 2003-2008
     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 // forward declaration
    29 #ifndef _GLP_PROB
    30 #define _GLP_PROB
    31 typedef struct { double _prob; } glp_prob;
    32 /* LP/MIP problem object */
    33 #endif
    34 
    35 namespace lemon {
    36 
    37 
    38   /// \brief Base interface for the GLPK LP and MIP solver
    39   ///
    40   /// This class implements the common interface of the GLPK LP and MIP solver.
    41   /// \ingroup lp_group
    42   class GlpkBase : virtual public LpBase {
    43   protected:
    44 
    45     typedef glp_prob LPX;
    46     glp_prob* lp;
    47 
    48     GlpkBase();
    49     GlpkBase(const GlpkBase&);
    50     virtual ~GlpkBase();
    51 
    52   protected:
    53 
    54     virtual int _addCol();
    55     virtual int _addRow();
    56 
    57     virtual void _eraseCol(int i);
    58     virtual void _eraseRow(int i);
    59 
    60     virtual void _eraseColId(int i);
    61     virtual void _eraseRowId(int i);
    62 
    63     virtual void _getColName(int col, std::string& name) const;
    64     virtual void _setColName(int col, const std::string& name);
    65     virtual int _colByName(const std::string& name) const;
    66 
    67     virtual void _getRowName(int row, std::string& name) const;
    68     virtual void _setRowName(int row, const std::string& name);
    69     virtual int _rowByName(const std::string& name) const;
    70 
    71     virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e);
    72     virtual void _getRowCoeffs(int i, InsertIterator b) const;
    73 
    74     virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e);
    75     virtual void _getColCoeffs(int i, InsertIterator b) const;
    76 
    77     virtual void _setCoeff(int row, int col, Value value);
    78     virtual Value _getCoeff(int row, int col) const;
    79 
    80     virtual void _setColLowerBound(int i, Value value);
    81     virtual Value _getColLowerBound(int i) const;
    82 
    83     virtual void _setColUpperBound(int i, Value value);
    84     virtual Value _getColUpperBound(int i) const;
    85 
    86     virtual void _setRowLowerBound(int i, Value value);
    87     virtual Value _getRowLowerBound(int i) const;
    88 
    89     virtual void _setRowUpperBound(int i, Value value);
    90     virtual Value _getRowUpperBound(int i) const;
    91 
    92     virtual void _setObjCoeffs(ExprIterator b, ExprIterator e);
    93     virtual void _getObjCoeffs(InsertIterator b) const;
    94 
    95     virtual void _setObjCoeff(int i, Value obj_coef);
    96     virtual Value _getObjCoeff(int i) const;
    97 
    98     virtual void _setSense(Sense);
    99     virtual Sense _getSense() const;
   100 
   101     virtual void _clear();
   102 
   103     virtual void _messageLevel(MessageLevel level);
   104 
   105   private:
   106 
   107     static void freeEnv();
   108 
   109     struct FreeEnvHelper {
   110       ~FreeEnvHelper() {
   111         freeEnv();
   112       }
   113     };
   114     
   115     static FreeEnvHelper freeEnvHelper;
   116 
   117   protected:
   118     
   119     int _message_level;
   120     
   121   public:
   122 
   123     ///Pointer to the underlying GLPK data structure.
   124     LPX *lpx() {return lp;}
   125     ///Const pointer to the underlying GLPK data structure.
   126     const LPX *lpx() const {return lp;}
   127 
   128     ///Returns the constraint identifier understood by GLPK.
   129     int lpxRow(Row r) const { return rows(id(r)); }
   130 
   131     ///Returns the variable identifier understood by GLPK.
   132     int lpxCol(Col c) const { return cols(id(c)); }
   133 
   134   };
   135 
   136   /// \brief Interface for the GLPK LP solver
   137   ///
   138   /// This class implements an interface for the GLPK LP solver.
   139   ///\ingroup lp_group
   140   class GlpkLp : public LpSolver, public GlpkBase {
   141   public:
   142 
   143     ///\e
   144     GlpkLp();
   145     ///\e
   146     GlpkLp(const GlpkLp&);
   147 
   148     ///\e
   149     virtual GlpkLp* cloneSolver() const;
   150     ///\e
   151     virtual GlpkLp* newSolver() const;
   152 
   153   private:
   154 
   155     mutable std::vector<double> _primal_ray;
   156     mutable std::vector<double> _dual_ray;
   157 
   158     void _clear_temporals();
   159 
   160   protected:
   161 
   162     virtual const char* _solverName() const;
   163 
   164     virtual SolveExitStatus _solve();
   165     virtual Value _getPrimal(int i) const;
   166     virtual Value _getDual(int i) const;
   167 
   168     virtual Value _getPrimalValue() const;
   169 
   170     virtual VarStatus _getColStatus(int i) const;
   171     virtual VarStatus _getRowStatus(int i) const;
   172 
   173     virtual Value _getPrimalRay(int i) const;
   174     virtual Value _getDualRay(int i) const;
   175 
   176     virtual ProblemType _getPrimalType() const;
   177     virtual ProblemType _getDualType() const;
   178 
   179   public:
   180 
   181     ///Solve with primal simplex
   182     SolveExitStatus solvePrimal();
   183 
   184     ///Solve with dual simplex
   185     SolveExitStatus solveDual();
   186 
   187   private:
   188 
   189     bool _presolve;
   190 
   191   public:
   192 
   193     ///Turns on or off the presolver
   194 
   195     ///Turns on (\c b is \c true) or off (\c b is \c false) the presolver
   196     ///
   197     ///The presolver is off by default.
   198     void presolver(bool presolve);
   199 
   200   };
   201 
   202   /// \brief Interface for the GLPK MIP solver
   203   ///
   204   /// This class implements an interface for the GLPK MIP solver.
   205   ///\ingroup lp_group
   206   class GlpkMip : public MipSolver, public GlpkBase {
   207   public:
   208 
   209     ///\e
   210     GlpkMip();
   211     ///\e
   212     GlpkMip(const GlpkMip&);
   213 
   214     virtual GlpkMip* cloneSolver() const;
   215     virtual GlpkMip* newSolver() const;
   216 
   217   protected:
   218 
   219     virtual const char* _solverName() const;
   220 
   221     virtual ColTypes _getColType(int col) const;
   222     virtual void _setColType(int col, ColTypes col_type);
   223 
   224     virtual SolveExitStatus _solve();
   225     virtual ProblemType _getType() const;
   226     virtual Value _getSol(int i) const;
   227     virtual Value _getSolValue() const;
   228 
   229   };
   230 
   231 
   232 } //END OF NAMESPACE LEMON
   233 
   234 #endif //LEMON_GLPK_H
   235