# HG changeset patch # User Peter Kovacs # Date 1266800451 -3600 # Node ID a5457a780c340b85811408a7301499efd959c3e6 # Parent c09d906591705caa28ef1ef4fed0c85a6b4c10ab Clarify and extend the LP section diff -r c09d90659170 -r a5457a780c34 lp.dox --- a/lp.dox Mon Feb 22 01:59:50 2010 +0100 +++ b/lp.dox Mon Feb 22 02:00:51 2010 +0100 @@ -20,12 +20,34 @@ /** [PAGE]sec_lp[PAGE] Linear Programming Interface -\todo This page is under construction. +Linear programming (LP) is one of the most important general methods of +operations research. Countless optimization problems can be formulated +and solved using LP techniques. +Therefore, developing efficient LP solvers has been of high practical +interest for a long time. +Nowadays various efficient LP solvers are available, including both +open source and commercial software packages. +Therefore, LEMON does not implement its own solver, but it features +wrapper classes for several known LP packages providing a common +high-level interface for all of them. -Linear programming (LP) is one of the most important -general methods of operations research and LP solvers are widely used in -optimization software. The interface provided in LEMON makes it possible to -specify LP problems using a high-level syntax. +The advantage of this approach is twofold. First, our C++ interface is +more comfortable than the typical native interfaces of the solvers. +Second, changing the underlying solver in a certain application using +LEMON's LP interface needs no effort. So, for example, one may try her +idea using an open source solver, demonstrate its usability for a customer +and if it works well, but the performance should be improved, then the +customer may decide to purchase and use a better commercial solver. + +Currently, the following linear and mixed integer programming packages are +supported: GLPK, Clp, Cbc, ILOG CPLEX and SoPlex. +However, additional wrapper classes for new solvers can also be implemented +quite easily. + +In this section, we will show two examples. The first one shows how simple +it is to formalize and solve an LP problem in LEMON, while the second one +shows how LEMON facilitates solving network optimization problems using LP +solvers. \code Lp lp; @@ -55,7 +77,6 @@ a problem can be described in C++ conveniently, directly as it is expressed in mathematics. - The following example solves a maximum flow problem with linear programming. Several other graph optimization problems can also be expressed as linear programs and this interface helps to solve them easily @@ -63,41 +84,34 @@ \code Lp lp; - Digraph::ArcMap f(g); + ListDigraph::ArcMap f(g); lp.addColSet(f); // Capacity constraints - for (Digraph::ArcIt a(g); a != INVALID; ++a) { + for (ListDigraph::ArcIt a(g); a != INVALID; ++a) { lp.colLowerBound(f[a], 0); lp.colUpperBound(f[a], capacity[a]); } // Flow conservation constraints - for (Digraph::NodeIt n(g); n != INVALID; ++n) { + for (ListDigraph::NodeIt n(g); n != INVALID; ++n) { if (n == src || n == trg) continue; Lp::Expr e; - for (Digraph::OutArcIt a(g,n); a != INVALID; ++a) e += f[a]; - for (Digraph::InArcIt a(g,n); a != INVALID; ++a) e -= f[a]; + for (ListDigraph::OutArcIt a(g,n); a != INVALID; ++a) e += f[a]; + for (ListDigraph::InArcIt a(g,n); a != INVALID; ++a) e -= f[a]; lp.addRow(e == 0); } // Objective function Lp::Expr o; - for (Digraph::OutArcIt a(g,src); a != INVALID; ++a) o += f[a]; - for (Digraph::InArcIt a(g,src); a != INVALID; ++a) o -= f[a]; + for (ListDigraph::OutArcIt a(g,src); a != INVALID; ++a) o += f[a]; + for (ListDigraph::InArcIt a(g,src); a != INVALID; ++a) o -= f[a]; lp.max(); lp.obj(o); lp.solve(); \endcode -Note that LEMON does not implement an LP solver, it just wraps various -libraries with a uniform high-level interface. -Currently, the following linear and mixed integer programming packages are -supported: GLPK, Clp, Cbc, ILOG CPLEX and SoPlex. -However, additional wrapper classes for new solvers can also be implemented -quite easily. - [TRAILER] */ }