test/lp_test.cc
author Peter Kovacs <kpeter@inf.elte.hu>
Fri, 03 Apr 2009 18:59:15 +0200
changeset 655 6ac5d9ae1d3d
parent 484 08d495d48089
child 584 0fec6a017ead
child 587 9db62975c32b
permissions -rw-r--r--
Support real types + numerical stability fix in NS (#254)

- Real types are supported by appropriate inicialization.
- A feature of the XTI spanning tree structure is removed to ensure
numerical stability (could cause problems using integer types).
The node potentials are updated always on the lower subtree,
in order to prevent overflow problems.
The former method isn't notably faster during to our tests.
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/* -*- mode: C++; indent-tabs-mode: nil; -*-
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 *
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 * This file is a part of LEMON, a generic C++ optimization library.
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 *
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 * Copyright (C) 2003-2008
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 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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 * (Egervary Research Group on Combinatorial Optimization, EGRES).
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 *
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 * Permission to use, modify and distribute this software is granted
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 * provided that this copyright notice appears in all copies. For
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 * precise terms see the accompanying LICENSE file.
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 *
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 * This software is provided "AS IS" with no warranty of any kind,
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 * express or implied, and with no claim as to its suitability for any
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 * purpose.
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 *
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 */
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#include <sstream>
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#include <lemon/lp_skeleton.h>
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#include "test_tools.h"
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#include <lemon/tolerance.h>
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#ifdef HAVE_CONFIG_H
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#include <lemon/config.h>
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#endif
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#ifdef HAVE_GLPK
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#include <lemon/glpk.h>
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#endif
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#ifdef HAVE_CPLEX
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#include <lemon/cplex.h>
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#endif
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#ifdef HAVE_SOPLEX
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#include <lemon/soplex.h>
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#endif
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#ifdef HAVE_CLP
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#include <lemon/clp.h>
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#endif
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using namespace lemon;
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void lpTest(LpSolver& lp)
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{
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  typedef LpSolver LP;
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  std::vector<LP::Col> x(10);
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  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
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  lp.addColSet(x);
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  lp.colLowerBound(x,1);
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  lp.colUpperBound(x,1);
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  lp.colBounds(x,1,2);
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  std::vector<LP::Col> y(10);
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  lp.addColSet(y);
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  lp.colLowerBound(y,1);
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  lp.colUpperBound(y,1);
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  lp.colBounds(y,1,2);
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  std::map<int,LP::Col> z;
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  z.insert(std::make_pair(12,INVALID));
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  z.insert(std::make_pair(2,INVALID));
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  z.insert(std::make_pair(7,INVALID));
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  z.insert(std::make_pair(5,INVALID));
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  lp.addColSet(z);
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  lp.colLowerBound(z,1);
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  lp.colUpperBound(z,1);
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  lp.colBounds(z,1,2);
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  {
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    LP::Expr e,f,g;
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    LP::Col p1,p2,p3,p4,p5;
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    LP::Constr c;
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    p1=lp.addCol();
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    p2=lp.addCol();
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    p3=lp.addCol();
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    p4=lp.addCol();
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    p5=lp.addCol();
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    e[p1]=2;
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    *e=12;
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    e[p1]+=2;
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    *e+=12;
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    e[p1]-=2;
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    *e-=12;
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    e=2;
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    e=2.2;
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    e=p1;
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    e=f;
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    e+=2;
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    e+=2.2;
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    e+=p1;
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    e+=f;
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    e-=2;
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    e-=2.2;
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    e-=p1;
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    e-=f;
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    e*=2;
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    e*=2.2;
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    e/=2;
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    e/=2.2;
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    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
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       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
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       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
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       2.2*f+f*2.2+f/2.2+
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       2*f+f*2+f/2+
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       2.2*p1+p1*2.2+p1/2.2+
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       2*p1+p1*2+p1/2
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       );
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    c = (e  <= f  );
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    c = (e  <= 2.2);
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    c = (e  <= 2  );
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    c = (e  <= p1 );
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    c = (2.2<= f  );
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    c = (2  <= f  );
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    c = (p1 <= f  );
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    c = (p1 <= p2 );
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    c = (p1 <= 2.2);
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    c = (p1 <= 2  );
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    c = (2.2<= p2 );
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    c = (2  <= p2 );
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    c = (e  >= f  );
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    c = (e  >= 2.2);
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    c = (e  >= 2  );
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    c = (e  >= p1 );
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    c = (2.2>= f  );
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    c = (2  >= f  );
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    c = (p1 >= f  );
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    c = (p1 >= p2 );
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    c = (p1 >= 2.2);
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    c = (p1 >= 2  );
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    c = (2.2>= p2 );
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    c = (2  >= p2 );
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    c = (e  == f  );
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    c = (e  == 2.2);
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    c = (e  == 2  );
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    c = (e  == p1 );
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    c = (2.2== f  );
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    c = (2  == f  );
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    c = (p1 == f  );
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    //c = (p1 == p2 );
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    c = (p1 == 2.2);
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    c = (p1 == 2  );
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    c = (2.2== p2 );
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    c = (2  == p2 );
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    c = ((2 <= e) <= 3);
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    c = ((2 <= p1) <= 3);
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    c = ((2 >= e) >= 3);
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    c = ((2 >= p1) >= 3);
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    e[x[3]]=2;
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    e[x[3]]=4;
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    e[x[3]]=1;
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    *e=12;
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    lp.addRow(-LP::INF,e,23);
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    lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
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    lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
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    lp.addRow(x[1]+x[3]<=x[5]-3);
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    lp.addRow((-7<=x[1]+x[3]-12)<=3);
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    lp.addRow(x[1]<=x[5]);
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    std::ostringstream buf;
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    e=((p1+p2)+(p1-0.99*p2));
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    //e.prettyPrint(std::cout);
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    //(e<=2).prettyPrint(std::cout);
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    double tolerance=0.001;
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    e.simplify(tolerance);
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    buf << "Coeff. of p2 should be 0.01";
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    check(e[p2]>0, buf.str());
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    tolerance=0.02;
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    e.simplify(tolerance);
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    buf << "Coeff. of p2 should be 0";
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    check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
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  }
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  {
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    LP::DualExpr e,f,g;
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    LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,
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      p4 = INVALID, p5 = INVALID;
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    e[p1]=2;
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    e[p1]+=2;
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    e[p1]-=2;
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    e=p1;
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    e=f;
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    e+=p1;
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    e+=f;
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    e-=p1;
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    e-=f;
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    e*=2;
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    e*=2.2;
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    e/=2;
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    e/=2.2;
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    e=((p1+p2)+(p1-p2)+
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       (p1+f)+(f+p1)+(f+g)+
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       (p1-f)+(f-p1)+(f-g)+
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       2.2*f+f*2.2+f/2.2+
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       2*f+f*2+f/2+
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       2.2*p1+p1*2.2+p1/2.2+
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       2*p1+p1*2+p1/2
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       );
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  }
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}
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void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
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                   double exp_opt) {
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  using std::string;
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  lp.solve();
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  std::ostringstream buf;
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  buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
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  check(lp.primalType()==stat, buf.str());
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  if (stat ==  LpSolver::OPTIMAL) {
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    std::ostringstream sbuf;
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    sbuf << "Wrong optimal value: the right optimum is " << exp_opt;
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    check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
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  }
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}
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void aTest(LpSolver & lp)
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{
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  typedef LpSolver LP;
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 //The following example is very simple
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  typedef LpSolver::Row Row;
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  typedef LpSolver::Col Col;
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  Col x1 = lp.addCol();
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  Col x2 = lp.addCol();
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  //Constraints
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  Row upright=lp.addRow(x1+2*x2 <=1);
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  lp.addRow(x1+x2 >=-1);
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  lp.addRow(x1-x2 <=1);
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  lp.addRow(x1-x2 >=-1);
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  //Nonnegativity of the variables
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  lp.colLowerBound(x1, 0);
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  lp.colLowerBound(x2, 0);
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  //Objective function
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  lp.obj(x1+x2);
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  lp.sense(lp.MAX);
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  //Testing the problem retrieving routines
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  check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
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  check(lp.sense() == lp.MAX,"This is a maximization!");
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  check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
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  check(lp.colLowerBound(x1)==0,
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        "The lower bound for variable x1 should be 0.");
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  check(lp.colUpperBound(x1)==LpSolver::INF,
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        "The upper bound for variable x1 should be infty.");
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  check(lp.rowLowerBound(upright) == -LpSolver::INF,
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        "The lower bound for the first row should be -infty.");
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  check(lp.rowUpperBound(upright)==1,
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        "The upper bound for the first row should be 1.");
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  LpSolver::Expr e = lp.row(upright);
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  check(e[x1] == 1, "The first coefficient should 1.");
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  check(e[x2] == 2, "The second coefficient should 1.");
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  lp.row(upright, x1+x2 <=1);
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  e = lp.row(upright);
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  check(e[x1] == 1, "The first coefficient should 1.");
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  check(e[x2] == 1, "The second coefficient should 1.");
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  LpSolver::DualExpr de = lp.col(x1);
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  check(  de[upright] == 1, "The first coefficient should 1.");
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  LpSolver* clp = lp.cloneSolver();
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  //Testing the problem retrieving routines
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  check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
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  check(clp->sense() == clp->MAX,"This is a maximization!");
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  check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
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  //  std::cout<<lp.colLowerBound(x1)<<std::endl;
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  check(clp->colLowerBound(x1)==0,
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        "The lower bound for variable x1 should be 0.");
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  check(clp->colUpperBound(x1)==LpSolver::INF,
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        "The upper bound for variable x1 should be infty.");
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  check(lp.rowLowerBound(upright)==-LpSolver::INF,
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        "The lower bound for the first row should be -infty.");
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  check(lp.rowUpperBound(upright)==1,
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        "The upper bound for the first row should be 1.");
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  e = clp->row(upright);
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  check(e[x1] == 1, "The first coefficient should 1.");
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  check(e[x2] == 1, "The second coefficient should 1.");
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  de = clp->col(x1);
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  check(de[upright] == 1, "The first coefficient should 1.");
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  delete clp;
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  //Maximization of x1+x2
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  //over the triangle with vertices (0,0) (0,1) (1,0)
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  double expected_opt=1;
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  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
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  //Minimization
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  lp.sense(lp.MIN);
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  expected_opt=0;
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  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
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  //Vertex (-1,0) instead of (0,0)
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  lp.colLowerBound(x1, -LpSolver::INF);
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  expected_opt=-1;
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  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
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  //Erase one constraint and return to maximization
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  lp.erase(upright);
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  lp.sense(lp.MAX);
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  expected_opt=LpSolver::INF;
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  solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
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  //Infeasibilty
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  lp.addRow(x1+x2 <=-2);
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  solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
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}
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int main()
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{
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  LpSkeleton lp_skel;
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  lpTest(lp_skel);
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#ifdef HAVE_GLPK
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  {
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    GlpkLp lp_glpk1,lp_glpk2;
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    lpTest(lp_glpk1);
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    aTest(lp_glpk2);
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  }
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#endif
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#ifdef HAVE_CPLEX
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  try {
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    CplexLp lp_cplex1,lp_cplex2;
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    lpTest(lp_cplex1);
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    aTest(lp_cplex2);
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  } catch (CplexEnv::LicenseError& error) {
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#ifdef LEMON_FORCE_CPLEX_CHECK
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    check(false, error.what());
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#else
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    std::cerr << error.what() << std::endl;
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    std::cerr << "Cplex license check failed, lp check skipped" << std::endl;
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#endif
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  }
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#endif
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#ifdef HAVE_SOPLEX
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  {
alpar@485
   388
    SoplexLp lp_soplex1,lp_soplex2;
deba@482
   389
    lpTest(lp_soplex1);
deba@482
   390
    aTest(lp_soplex2);
deba@482
   391
  }
deba@482
   392
#endif
deba@482
   393
deba@482
   394
#ifdef HAVE_CLP
deba@482
   395
  {
alpar@485
   396
    ClpLp lp_clp1,lp_clp2;
deba@482
   397
    lpTest(lp_clp1);
deba@482
   398
    aTest(lp_clp2);
deba@482
   399
  }
deba@481
   400
#endif
deba@481
   401
deba@481
   402
  return 0;
deba@481
   403
}