lemon/cplex.h
author Peter Kovacs <kpeter@inf.elte.hu>
Tue, 15 Mar 2011 19:32:21 +0100
changeset 936 ddd3c0d3d9bf
parent 576 745e182d0139
child 1063 1782aa72495a
permissions -rw-r--r--
Implement the scaling Price Refinement heuristic in CostScaling (#417)
instead of Early Termination.

These two heuristics are similar, but the newer one is faster
and not only makes it possible to skip some epsilon phases, but
it can improve the performance of the other phases, as well.
     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) 2003-2009
     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_CPLEX_H
    20 #define LEMON_CPLEX_H
    21 
    22 ///\file
    23 ///\brief Header of the LEMON-CPLEX lp solver interface.
    24 
    25 #include <lemon/lp_base.h>
    26 
    27 struct cpxenv;
    28 struct cpxlp;
    29 
    30 namespace lemon {
    31 
    32   /// \brief Reference counted wrapper around cpxenv pointer
    33   ///
    34   /// The cplex uses environment object which is responsible for
    35   /// checking the proper license usage. This class provides a simple
    36   /// interface for share the environment object between different
    37   /// problems.
    38   class CplexEnv {
    39     friend class CplexBase;
    40   private:
    41     cpxenv* _env;
    42     mutable int* _cnt;
    43 
    44   public:
    45 
    46     /// \brief This exception is thrown when the license check is not
    47     /// sufficient
    48     class LicenseError : public Exception {
    49       friend class CplexEnv;
    50     private:
    51 
    52       LicenseError(int status);
    53       char _message[510];
    54 
    55     public:
    56 
    57       /// The short error message
    58       virtual const char* what() const throw() {
    59         return _message;
    60       }
    61     };
    62 
    63     /// Constructor
    64     CplexEnv();
    65     /// Shallow copy constructor
    66     CplexEnv(const CplexEnv&);
    67     /// Shallow assignement
    68     CplexEnv& operator=(const CplexEnv&);
    69     /// Destructor
    70     virtual ~CplexEnv();
    71 
    72   protected:
    73 
    74     cpxenv* cplexEnv() { return _env; }
    75     const cpxenv* cplexEnv() const { return _env; }
    76   };
    77 
    78   /// \brief Base interface for the CPLEX LP and MIP solver
    79   ///
    80   /// This class implements the common interface of the CPLEX LP and
    81   /// MIP solvers.
    82   /// \ingroup lp_group
    83   class CplexBase : virtual public LpBase {
    84   protected:
    85 
    86     CplexEnv _env;
    87     cpxlp* _prob;
    88 
    89     CplexBase();
    90     CplexBase(const CplexEnv&);
    91     CplexBase(const CplexBase &);
    92     virtual ~CplexBase();
    93 
    94     virtual int _addCol();
    95     virtual int _addRow();
    96     virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u);
    97 
    98     virtual void _eraseCol(int i);
    99     virtual void _eraseRow(int i);
   100 
   101     virtual void _eraseColId(int i);
   102     virtual void _eraseRowId(int i);
   103 
   104     virtual void _getColName(int col, std::string& name) const;
   105     virtual void _setColName(int col, const std::string& name);
   106     virtual int _colByName(const std::string& name) const;
   107 
   108     virtual void _getRowName(int row, std::string& name) const;
   109     virtual void _setRowName(int row, const std::string& name);
   110     virtual int _rowByName(const std::string& name) const;
   111 
   112     virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e);
   113     virtual void _getRowCoeffs(int i, InsertIterator b) const;
   114 
   115     virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e);
   116     virtual void _getColCoeffs(int i, InsertIterator b) const;
   117 
   118     virtual void _setCoeff(int row, int col, Value value);
   119     virtual Value _getCoeff(int row, int col) const;
   120 
   121     virtual void _setColLowerBound(int i, Value value);
   122     virtual Value _getColLowerBound(int i) const;
   123 
   124     virtual void _setColUpperBound(int i, Value value);
   125     virtual Value _getColUpperBound(int i) const;
   126 
   127   private:
   128     void _set_row_bounds(int i, Value lb, Value ub);
   129   protected:
   130 
   131     virtual void _setRowLowerBound(int i, Value value);
   132     virtual Value _getRowLowerBound(int i) const;
   133 
   134     virtual void _setRowUpperBound(int i, Value value);
   135     virtual Value _getRowUpperBound(int i) const;
   136 
   137     virtual void _setObjCoeffs(ExprIterator b, ExprIterator e);
   138     virtual void _getObjCoeffs(InsertIterator b) const;
   139 
   140     virtual void _setObjCoeff(int i, Value obj_coef);
   141     virtual Value _getObjCoeff(int i) const;
   142 
   143     virtual void _setSense(Sense sense);
   144     virtual Sense _getSense() const;
   145 
   146     virtual void _clear();
   147 
   148     virtual void _messageLevel(MessageLevel level);
   149     void _applyMessageLevel();
   150 
   151     bool _message_enabled;
   152 
   153   public:
   154 
   155     /// Returns the used \c CplexEnv instance
   156     const CplexEnv& env() const { return _env; }
   157 
   158     /// \brief Returns the const cpxenv pointer
   159     ///
   160     /// \note The cpxenv might be destructed with the solver.
   161     const cpxenv* cplexEnv() const { return _env.cplexEnv(); }
   162 
   163     /// \brief Returns the const cpxenv pointer
   164     ///
   165     /// \note The cpxenv might be destructed with the solver.
   166     cpxenv* cplexEnv() { return _env.cplexEnv(); }
   167 
   168     /// Returns the cplex problem object
   169     cpxlp* cplexLp() { return _prob; }
   170     /// Returns the cplex problem object
   171     const cpxlp* cplexLp() const { return _prob; }
   172 
   173   };
   174 
   175   /// \brief Interface for the CPLEX LP solver
   176   ///
   177   /// This class implements an interface for the CPLEX LP solver.
   178   ///\ingroup lp_group
   179   class CplexLp : public LpSolver, public CplexBase {
   180   public:
   181     /// \e
   182     CplexLp();
   183     /// \e
   184     CplexLp(const CplexEnv&);
   185     /// \e
   186     CplexLp(const CplexLp&);
   187     /// \e
   188     virtual ~CplexLp();
   189 
   190     /// \e
   191     virtual CplexLp* cloneSolver() const;
   192     /// \e
   193     virtual CplexLp* newSolver() const;
   194 
   195   private:
   196 
   197     // these values cannot retrieved element by element
   198     mutable std::vector<int> _col_status;
   199     mutable std::vector<int> _row_status;
   200 
   201     mutable std::vector<Value> _primal_ray;
   202     mutable std::vector<Value> _dual_ray;
   203 
   204     void _clear_temporals();
   205 
   206     SolveExitStatus convertStatus(int status);
   207 
   208   protected:
   209 
   210     virtual const char* _solverName() const;
   211 
   212     virtual SolveExitStatus _solve();
   213     virtual Value _getPrimal(int i) const;
   214     virtual Value _getDual(int i) const;
   215     virtual Value _getPrimalValue() const;
   216 
   217     virtual VarStatus _getColStatus(int i) const;
   218     virtual VarStatus _getRowStatus(int i) const;
   219 
   220     virtual Value _getPrimalRay(int i) const;
   221     virtual Value _getDualRay(int i) const;
   222 
   223     virtual ProblemType _getPrimalType() const;
   224     virtual ProblemType _getDualType() const;
   225 
   226   public:
   227 
   228     /// Solve with primal simplex method
   229     SolveExitStatus solvePrimal();
   230 
   231     /// Solve with dual simplex method
   232     SolveExitStatus solveDual();
   233 
   234     /// Solve with barrier method
   235     SolveExitStatus solveBarrier();
   236 
   237   };
   238 
   239   /// \brief Interface for the CPLEX MIP solver
   240   ///
   241   /// This class implements an interface for the CPLEX MIP solver.
   242   ///\ingroup lp_group
   243   class CplexMip : public MipSolver, public CplexBase {
   244   public:
   245     /// \e
   246     CplexMip();
   247     /// \e
   248     CplexMip(const CplexEnv&);
   249     /// \e
   250     CplexMip(const CplexMip&);
   251     /// \e
   252     virtual ~CplexMip();
   253 
   254     /// \e
   255     virtual CplexMip* cloneSolver() const;
   256     /// \e
   257     virtual CplexMip* newSolver() const;
   258 
   259   protected:
   260 
   261 
   262     virtual const char* _solverName() const;
   263 
   264     virtual ColTypes _getColType(int col) const;
   265     virtual void _setColType(int col, ColTypes col_type);
   266 
   267     virtual SolveExitStatus _solve();
   268     virtual ProblemType _getType() const;
   269     virtual Value _getSol(int i) const;
   270     virtual Value _getSolValue() const;
   271 
   272   };
   273 
   274 } //END OF NAMESPACE LEMON
   275 
   276 #endif //LEMON_CPLEX_H
   277