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lemon/clp.cc
author Alpar Juttner <alpar@cs.elte.hu>
Mon, 05 Oct 2009 09:48:57 +0200
changeset 747 a42f46828cc1
parent 576 745e182d0139
child 877 141f9c0db4a3
permissions -rw-r--r--
Add soplex support to scripts/bootstrap.sh plus...
it checks whether cbc and soplex are installed at the given prefix. 
     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 #include <lemon/clp.h>

    20 #include <coin/ClpSimplex.hpp>

    21 

    22 namespace lemon {

    23 

    24   ClpLp::ClpLp() {

    25     _prob = new ClpSimplex();

    26     _init_temporals();

    27     messageLevel(MESSAGE_NOTHING);

    28   }

    29 

    30   ClpLp::ClpLp(const ClpLp& other) {

    31     _prob = new ClpSimplex(*other._prob);

    32     rows = other.rows;

    33     cols = other.cols;

    34     _init_temporals();

    35     messageLevel(MESSAGE_NOTHING);

    36   }

    37 

    38   ClpLp::~ClpLp() {

    39     delete _prob;

    40     _clear_temporals();

    41   }

    42 

    43   void ClpLp::_init_temporals() {

    44     _primal_ray = 0;

    45     _dual_ray = 0;

    46   }

    47 

    48   void ClpLp::_clear_temporals() {

    49     if (_primal_ray) {

    50       delete[] _primal_ray;

    51       _primal_ray = 0;

    52     }

    53     if (_dual_ray) {

    54       delete[] _dual_ray;

    55       _dual_ray = 0;

    56     }

    57   }

    58 

    59   ClpLp* ClpLp::newSolver() const {

    60     ClpLp* newlp = new ClpLp;

    61     return newlp;

    62   }

    63 

    64   ClpLp* ClpLp::cloneSolver() const {

    65     ClpLp* copylp = new ClpLp(*this);

    66     return copylp;

    67   }

    68 

    69   const char* ClpLp::_solverName() const { return "ClpLp"; }

    70 

    71   int ClpLp::_addCol() {

    72     _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0);

    73     return _prob->numberColumns() - 1;

    74   }

    75 

    76   int ClpLp::_addRow() {

    77     _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);

    78     return _prob->numberRows() - 1;

    79   }

    80 

    81   int ClpLp::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {

    82     std::vector<int> indexes;

    83     std::vector<Value> values;

    84 

    85     for(ExprIterator it = b; it != e; ++it) {

    86       indexes.push_back(it->first);

    87       values.push_back(it->second);

    88     }

    89 

    90     _prob->addRow(values.size(), &indexes.front(), &values.front(), l, u);

    91     return _prob->numberRows() - 1;

    92   }

    93 

    94 

    95   void ClpLp::_eraseCol(int c) {

    96     _col_names_ref.erase(_prob->getColumnName(c));

    97     _prob->deleteColumns(1, &c);

    98   }

    99 

   100   void ClpLp::_eraseRow(int r) {

   101     _row_names_ref.erase(_prob->getRowName(r));

   102     _prob->deleteRows(1, &r);

   103   }

   104 

   105   void ClpLp::_eraseColId(int i) {

   106     cols.eraseIndex(i);

   107     cols.shiftIndices(i);

   108   }

   109 

   110   void ClpLp::_eraseRowId(int i) {

   111     rows.eraseIndex(i);

   112     rows.shiftIndices(i);

   113   }

   114 

   115   void ClpLp::_getColName(int c, std::string& name) const {

   116     name = _prob->getColumnName(c);

   117   }

   118 

   119   void ClpLp::_setColName(int c, const std::string& name) {

   120     _prob->setColumnName(c, const_cast<std::string&>(name));

   121     _col_names_ref[name] = c;

   122   }

   123 

   124   int ClpLp::_colByName(const std::string& name) const {

   125     std::map<std::string, int>::const_iterator it = _col_names_ref.find(name);

   126     return it != _col_names_ref.end() ? it->second : -1;

   127   }

   128 

   129   void ClpLp::_getRowName(int r, std::string& name) const {

   130     name = _prob->getRowName(r);

   131   }

   132 

   133   void ClpLp::_setRowName(int r, const std::string& name) {

   134     _prob->setRowName(r, const_cast<std::string&>(name));

   135     _row_names_ref[name] = r;

   136   }

   137 

   138   int ClpLp::_rowByName(const std::string& name) const {

   139     std::map<std::string, int>::const_iterator it = _row_names_ref.find(name);

   140     return it != _row_names_ref.end() ? it->second : -1;

   141   }

   142 

   143 

   144   void ClpLp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) {

   145     std::map<int, Value> coeffs;

   146 

   147     int n = _prob->clpMatrix()->getNumCols();

   148 

   149     const int* indices = _prob->clpMatrix()->getIndices();

   150     const double* elements = _prob->clpMatrix()->getElements();

   151 

   152     for (int i = 0; i < n; ++i) {

   153       CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i];

   154       CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i];

   155 

   156       const int* it = std::lower_bound(indices + begin, indices + end, ix);

   157       if (it != indices + end && *it == ix && elements[it - indices] != 0.0) {

   158         coeffs[i] = 0.0;

   159       }

   160     }

   161 

   162     for (ExprIterator it = b; it != e; ++it) {

   163       coeffs[it->first] = it->second;

   164     }

   165 

   166     for (std::map<int, Value>::iterator it = coeffs.begin();

   167          it != coeffs.end(); ++it) {

   168       _prob->modifyCoefficient(ix, it->first, it->second);

   169     }

   170   }

   171 

   172   void ClpLp::_getRowCoeffs(int ix, InsertIterator b) const {

   173     int n = _prob->clpMatrix()->getNumCols();

   174 

   175     const int* indices = _prob->clpMatrix()->getIndices();

   176     const double* elements = _prob->clpMatrix()->getElements();

   177 

   178     for (int i = 0; i < n; ++i) {

   179       CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i];

   180       CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i];

   181 

   182       const int* it = std::lower_bound(indices + begin, indices + end, ix);

   183       if (it != indices + end && *it == ix) {

   184         *b = std::make_pair(i, elements[it - indices]);

   185       }

   186     }

   187   }

   188 

   189   void ClpLp::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {

   190     std::map<int, Value> coeffs;

   191 

   192     CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];

   193     CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];

   194 

   195     const int* indices = _prob->clpMatrix()->getIndices();

   196     const double* elements = _prob->clpMatrix()->getElements();

   197 

   198     for (CoinBigIndex i = begin; i != end; ++i) {

   199       if (elements[i] != 0.0) {

   200         coeffs[indices[i]] = 0.0;

   201       }

   202     }

   203     for (ExprIterator it = b; it != e; ++it) {

   204       coeffs[it->first] = it->second;

   205     }

   206     for (std::map<int, Value>::iterator it = coeffs.begin();

   207          it != coeffs.end(); ++it) {

   208       _prob->modifyCoefficient(it->first, ix, it->second);

   209     }

   210   }

   211 

   212   void ClpLp::_getColCoeffs(int ix, InsertIterator b) const {

   213     CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];

   214     CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];

   215 

   216     const int* indices = _prob->clpMatrix()->getIndices();

   217     const double* elements = _prob->clpMatrix()->getElements();

   218 

   219     for (CoinBigIndex i = begin; i != end; ++i) {

   220       *b = std::make_pair(indices[i], elements[i]);

   221       ++b;

   222     }

   223   }

   224 

   225   void ClpLp::_setCoeff(int ix, int jx, Value value) {

   226     _prob->modifyCoefficient(ix, jx, value);

   227   }

   228 

   229   ClpLp::Value ClpLp::_getCoeff(int ix, int jx) const {

   230     CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];

   231     CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];

   232 

   233     const int* indices = _prob->clpMatrix()->getIndices();

   234     const double* elements = _prob->clpMatrix()->getElements();

   235 

   236     const int* it = std::lower_bound(indices + begin, indices + end, jx);

   237     if (it != indices + end && *it == jx) {

   238       return elements[it - indices];

   239     } else {

   240       return 0.0;

   241     }

   242   }

   243 

   244   void ClpLp::_setColLowerBound(int i, Value lo) {

   245     _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);

   246   }

   247 

   248   ClpLp::Value ClpLp::_getColLowerBound(int i) const {

   249     double val = _prob->getColLower()[i];

   250     return val == - COIN_DBL_MAX ? - INF : val;

   251   }

   252 

   253   void ClpLp::_setColUpperBound(int i, Value up) {

   254     _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);

   255   }

   256 

   257   ClpLp::Value ClpLp::_getColUpperBound(int i) const {

   258     double val = _prob->getColUpper()[i];

   259     return val == COIN_DBL_MAX ? INF : val;

   260   }

   261 

   262   void ClpLp::_setRowLowerBound(int i, Value lo) {

   263     _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);

   264   }

   265 

   266   ClpLp::Value ClpLp::_getRowLowerBound(int i) const {

   267     double val = _prob->getRowLower()[i];

   268     return val == - COIN_DBL_MAX ? - INF : val;

   269   }

   270 

   271   void ClpLp::_setRowUpperBound(int i, Value up) {

   272     _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);

   273   }

   274 

   275   ClpLp::Value ClpLp::_getRowUpperBound(int i) const {

   276     double val = _prob->getRowUpper()[i];

   277     return val == COIN_DBL_MAX ? INF : val;

   278   }

   279 

   280   void ClpLp::_setObjCoeffs(ExprIterator b, ExprIterator e) {

   281     int num = _prob->clpMatrix()->getNumCols();

   282     for (int i = 0; i < num; ++i) {

   283       _prob->setObjectiveCoefficient(i, 0.0);

   284     }

   285     for (ExprIterator it = b; it != e; ++it) {

   286       _prob->setObjectiveCoefficient(it->first, it->second);

   287     }

   288   }

   289 

   290   void ClpLp::_getObjCoeffs(InsertIterator b) const {

   291     int num = _prob->clpMatrix()->getNumCols();

   292     for (int i = 0; i < num; ++i) {

   293       Value coef = _prob->getObjCoefficients()[i];

   294       if (coef != 0.0) {

   295         *b = std::make_pair(i, coef);

   296         ++b;

   297       }

   298     }

   299   }

   300 

   301   void ClpLp::_setObjCoeff(int i, Value obj_coef) {

   302     _prob->setObjectiveCoefficient(i, obj_coef);

   303   }

   304 

   305   ClpLp::Value ClpLp::_getObjCoeff(int i) const {

   306     return _prob->getObjCoefficients()[i];

   307   }

   308 

   309   ClpLp::SolveExitStatus ClpLp::_solve() {

   310     return _prob->primal() >= 0 ? SOLVED : UNSOLVED;

   311   }

   312 

   313   ClpLp::SolveExitStatus ClpLp::solvePrimal() {

   314     return _prob->primal() >= 0 ? SOLVED : UNSOLVED;

   315   }

   316 

   317   ClpLp::SolveExitStatus ClpLp::solveDual() {

   318     return _prob->dual() >= 0 ? SOLVED : UNSOLVED;

   319   }

   320 

   321   ClpLp::SolveExitStatus ClpLp::solveBarrier() {

   322     return _prob->barrier() >= 0 ? SOLVED : UNSOLVED;

   323   }

   324 

   325   ClpLp::Value ClpLp::_getPrimal(int i) const {

   326     return _prob->primalColumnSolution()[i];

   327   }

   328   ClpLp::Value ClpLp::_getPrimalValue() const {

   329     return _prob->objectiveValue();

   330   }

   331 

   332   ClpLp::Value ClpLp::_getDual(int i) const {

   333     return _prob->dualRowSolution()[i];

   334   }

   335 

   336   ClpLp::Value ClpLp::_getPrimalRay(int i) const {

   337     if (!_primal_ray) {

   338       _primal_ray = _prob->unboundedRay();

   339       LEMON_ASSERT(_primal_ray != 0, "Primal ray is not provided");

   340     }

   341     return _primal_ray[i];

   342   }

   343 

   344   ClpLp::Value ClpLp::_getDualRay(int i) const {

   345     if (!_dual_ray) {

   346       _dual_ray = _prob->infeasibilityRay();

   347       LEMON_ASSERT(_dual_ray != 0, "Dual ray is not provided");

   348     }

   349     return _dual_ray[i];

   350   }

   351 

   352   ClpLp::VarStatus ClpLp::_getColStatus(int i) const {

   353     switch (_prob->getColumnStatus(i)) {

   354     case ClpSimplex::basic:

   355       return BASIC;

   356     case ClpSimplex::isFree:

   357       return FREE;

   358     case ClpSimplex::atUpperBound:

   359       return UPPER;

   360     case ClpSimplex::atLowerBound:

   361       return LOWER;

   362     case ClpSimplex::isFixed:

   363       return FIXED;

   364     case ClpSimplex::superBasic:

   365       return FREE;

   366     default:

   367       LEMON_ASSERT(false, "Wrong column status");

   368       return VarStatus();

   369     }

   370   }

   371 

   372   ClpLp::VarStatus ClpLp::_getRowStatus(int i) const {

   373     switch (_prob->getColumnStatus(i)) {

   374     case ClpSimplex::basic:

   375       return BASIC;

   376     case ClpSimplex::isFree:

   377       return FREE;

   378     case ClpSimplex::atUpperBound:

   379       return UPPER;

   380     case ClpSimplex::atLowerBound:

   381       return LOWER;

   382     case ClpSimplex::isFixed:

   383       return FIXED;

   384     case ClpSimplex::superBasic:

   385       return FREE;

   386     default:

   387       LEMON_ASSERT(false, "Wrong row status");

   388       return VarStatus();

   389     }

   390   }

   391 

   392 

   393   ClpLp::ProblemType ClpLp::_getPrimalType() const {

   394     if (_prob->isProvenOptimal()) {

   395       return OPTIMAL;

   396     } else if (_prob->isProvenPrimalInfeasible()) {

   397       return INFEASIBLE;

   398     } else if (_prob->isProvenDualInfeasible()) {

   399       return UNBOUNDED;

   400     } else {

   401       return UNDEFINED;

   402     }

   403   }

   404 

   405   ClpLp::ProblemType ClpLp::_getDualType() const {

   406     if (_prob->isProvenOptimal()) {

   407       return OPTIMAL;

   408     } else if (_prob->isProvenDualInfeasible()) {

   409       return INFEASIBLE;

   410     } else if (_prob->isProvenPrimalInfeasible()) {

   411       return INFEASIBLE;

   412     } else {

   413       return UNDEFINED;

   414     }

   415   }

   416 

   417   void ClpLp::_setSense(ClpLp::Sense sense) {

   418     switch (sense) {

   419     case MIN:

   420       _prob->setOptimizationDirection(1);

   421       break;

   422     case MAX:

   423       _prob->setOptimizationDirection(-1);

   424       break;

   425     }

   426   }

   427 

   428   ClpLp::Sense ClpLp::_getSense() const {

   429     double dir = _prob->optimizationDirection();

   430     if (dir > 0.0) {

   431       return MIN;

   432     } else {

   433       return MAX;

   434     }

   435   }

   436 

   437   void ClpLp::_clear() {

   438     delete _prob;

   439     _prob = new ClpSimplex();

   440     rows.clear();

   441     cols.clear();

   442     _col_names_ref.clear();

   443     _clear_temporals();

   444   }

   445 

   446   void ClpLp::_messageLevel(MessageLevel level) {

   447     switch (level) {

   448     case MESSAGE_NOTHING:

   449       _prob->setLogLevel(0);

   450       break;

   451     case MESSAGE_ERROR:

   452       _prob->setLogLevel(1);

   453       break;

   454     case MESSAGE_WARNING:

   455       _prob->setLogLevel(2);

   456       break;

   457     case MESSAGE_NORMAL:

   458       _prob->setLogLevel(3);

   459       break;

   460     case MESSAGE_VERBOSE:

   461       _prob->setLogLevel(4);

   462       break;

   463     }

   464   }

   465 

   466 } //END OF NAMESPACE LEMON
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