test/lp_test.cc
author Alpar Juttner <alpar@cs.elte.hu>
Fri, 15 May 2015 10:15:30 +0200
changeset 1353 760a5f690163
parent 1300 62dba6c90f35
child 1427 57abff252556
permissions -rw-r--r--
Minor doc fixes
deba@481
     1
/* -*- mode: C++; indent-tabs-mode: nil; -*-
deba@481
     2
 *
deba@481
     3
 * This file is a part of LEMON, a generic C++ optimization library.
deba@481
     4
 *
alpar@1270
     5
 * Copyright (C) 2003-2013
deba@481
     6
 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
deba@481
     7
 * (Egervary Research Group on Combinatorial Optimization, EGRES).
deba@481
     8
 *
deba@481
     9
 * Permission to use, modify and distribute this software is granted
deba@481
    10
 * provided that this copyright notice appears in all copies. For
deba@481
    11
 * precise terms see the accompanying LICENSE file.
deba@481
    12
 *
deba@481
    13
 * This software is provided "AS IS" with no warranty of any kind,
deba@481
    14
 * express or implied, and with no claim as to its suitability for any
deba@481
    15
 * purpose.
deba@481
    16
 *
deba@481
    17
 */
deba@481
    18
deba@481
    19
#include <sstream>
deba@481
    20
#include <lemon/lp_skeleton.h>
deba@481
    21
#include "test_tools.h"
deba@481
    22
#include <lemon/tolerance.h>
alpar@1337
    23
#include <lemon/concept_check.h>
deba@481
    24
#include <lemon/config.h>
deba@481
    25
ladanyi@674
    26
#ifdef LEMON_HAVE_GLPK
alpar@484
    27
#include <lemon/glpk.h>
deba@481
    28
#endif
deba@481
    29
ladanyi@674
    30
#ifdef LEMON_HAVE_CPLEX
alpar@484
    31
#include <lemon/cplex.h>
deba@481
    32
#endif
deba@481
    33
ladanyi@674
    34
#ifdef LEMON_HAVE_SOPLEX
alpar@484
    35
#include <lemon/soplex.h>
deba@481
    36
#endif
deba@481
    37
ladanyi@674
    38
#ifdef LEMON_HAVE_CLP
alpar@484
    39
#include <lemon/clp.h>
deba@482
    40
#endif
deba@482
    41
alpar@1300
    42
#ifdef LEMON_HAVE_LP
alpar@1300
    43
#include <lemon/lp.h>
alpar@1300
    44
#endif
deba@481
    45
using namespace lemon;
deba@481
    46
alpar@1140
    47
int countCols(LpBase & lp) {
alpar@1140
    48
  int count=0;
alpar@1140
    49
  for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count;
alpar@1337
    50
#ifdef LEMON_CXX11
alpar@1337
    51
  int cnt = 0;
alpar@1337
    52
  for(auto c: lp.cols()) { cnt++; ::lemon::ignore_unused_variable_warning(c); }
alpar@1337
    53
  check(count == cnt, "Wrong STL iterator");
alpar@1337
    54
#endif
alpar@1140
    55
  return count;
alpar@1140
    56
}
alpar@1140
    57
alpar@1140
    58
int countRows(LpBase & lp) {
alpar@1140
    59
  int count=0;
alpar@1140
    60
  for (LpBase::RowIt r(lp); r!=INVALID; ++r) ++count;
alpar@1337
    61
#ifdef LEMON_CXX11
alpar@1337
    62
  int cnt = 0;
alpar@1337
    63
  for(auto r: lp.rows()) { cnt++; ::lemon::ignore_unused_variable_warning(r); }
alpar@1337
    64
  check(count == cnt, "Wrong STL iterator");
alpar@1337
    65
#endif
alpar@1140
    66
  return count;
alpar@1140
    67
}
alpar@1140
    68
alpar@1140
    69
deba@482
    70
void lpTest(LpSolver& lp)
deba@481
    71
{
deba@481
    72
deba@482
    73
  typedef LpSolver LP;
deba@481
    74
alpar@1140
    75
  // Test LpBase::clear()
alpar@1140
    76
  check(countRows(lp)==0, "Wrong number of rows");
alpar@1140
    77
  check(countCols(lp)==0, "Wrong number of cols");
alpar@1140
    78
  lp.addCol(); lp.addRow(); lp.addRow();
alpar@1140
    79
  check(countRows(lp)==2, "Wrong number of rows");
alpar@1140
    80
  check(countCols(lp)==1, "Wrong number of cols");
alpar@1140
    81
  lp.clear();
alpar@1140
    82
  check(countRows(lp)==0, "Wrong number of rows");
alpar@1140
    83
  check(countCols(lp)==0, "Wrong number of cols");
alpar@1140
    84
  lp.addCol(); lp.addCol(); lp.addCol(); lp.addRow();
alpar@1140
    85
  check(countRows(lp)==1, "Wrong number of rows");
alpar@1140
    86
  check(countCols(lp)==3, "Wrong number of cols");
alpar@1140
    87
  lp.clear();
alpar@1140
    88
deba@481
    89
  std::vector<LP::Col> x(10);
deba@481
    90
  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
deba@481
    91
  lp.addColSet(x);
deba@481
    92
  lp.colLowerBound(x,1);
deba@481
    93
  lp.colUpperBound(x,1);
deba@481
    94
  lp.colBounds(x,1,2);
deba@481
    95
deba@481
    96
  std::vector<LP::Col> y(10);
deba@481
    97
  lp.addColSet(y);
deba@481
    98
deba@481
    99
  lp.colLowerBound(y,1);
deba@481
   100
  lp.colUpperBound(y,1);
deba@481
   101
  lp.colBounds(y,1,2);
deba@481
   102
deba@481
   103
  std::map<int,LP::Col> z;
deba@481
   104
deba@481
   105
  z.insert(std::make_pair(12,INVALID));
deba@481
   106
  z.insert(std::make_pair(2,INVALID));
deba@481
   107
  z.insert(std::make_pair(7,INVALID));
deba@481
   108
  z.insert(std::make_pair(5,INVALID));
deba@481
   109
deba@481
   110
  lp.addColSet(z);
deba@481
   111
deba@481
   112
  lp.colLowerBound(z,1);
deba@481
   113
  lp.colUpperBound(z,1);
deba@481
   114
  lp.colBounds(z,1,2);
deba@481
   115
deba@481
   116
  {
deba@481
   117
    LP::Expr e,f,g;
deba@481
   118
    LP::Col p1,p2,p3,p4,p5;
deba@481
   119
    LP::Constr c;
deba@481
   120
deba@481
   121
    p1=lp.addCol();
deba@481
   122
    p2=lp.addCol();
deba@481
   123
    p3=lp.addCol();
deba@481
   124
    p4=lp.addCol();
deba@481
   125
    p5=lp.addCol();
deba@481
   126
deba@481
   127
    e[p1]=2;
deba@482
   128
    *e=12;
deba@481
   129
    e[p1]+=2;
deba@482
   130
    *e+=12;
deba@481
   131
    e[p1]-=2;
deba@482
   132
    *e-=12;
deba@481
   133
deba@481
   134
    e=2;
deba@481
   135
    e=2.2;
deba@481
   136
    e=p1;
deba@481
   137
    e=f;
deba@481
   138
deba@481
   139
    e+=2;
deba@481
   140
    e+=2.2;
deba@481
   141
    e+=p1;
deba@481
   142
    e+=f;
deba@481
   143
deba@481
   144
    e-=2;
deba@481
   145
    e-=2.2;
deba@481
   146
    e-=p1;
deba@481
   147
    e-=f;
deba@481
   148
deba@481
   149
    e*=2;
deba@481
   150
    e*=2.2;
deba@481
   151
    e/=2;
deba@481
   152
    e/=2.2;
deba@481
   153
deba@481
   154
    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
deba@481
   155
       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
deba@481
   156
       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
deba@481
   157
       2.2*f+f*2.2+f/2.2+
deba@481
   158
       2*f+f*2+f/2+
deba@481
   159
       2.2*p1+p1*2.2+p1/2.2+
deba@481
   160
       2*p1+p1*2+p1/2
deba@481
   161
       );
deba@481
   162
deba@481
   163
deba@481
   164
    c = (e  <= f  );
deba@481
   165
    c = (e  <= 2.2);
deba@481
   166
    c = (e  <= 2  );
deba@481
   167
    c = (e  <= p1 );
deba@481
   168
    c = (2.2<= f  );
deba@481
   169
    c = (2  <= f  );
deba@481
   170
    c = (p1 <= f  );
deba@481
   171
    c = (p1 <= p2 );
deba@481
   172
    c = (p1 <= 2.2);
deba@481
   173
    c = (p1 <= 2  );
deba@481
   174
    c = (2.2<= p2 );
deba@481
   175
    c = (2  <= p2 );
deba@481
   176
deba@481
   177
    c = (e  >= f  );
deba@481
   178
    c = (e  >= 2.2);
deba@481
   179
    c = (e  >= 2  );
deba@481
   180
    c = (e  >= p1 );
deba@481
   181
    c = (2.2>= f  );
deba@481
   182
    c = (2  >= f  );
deba@481
   183
    c = (p1 >= f  );
deba@481
   184
    c = (p1 >= p2 );
deba@481
   185
    c = (p1 >= 2.2);
deba@481
   186
    c = (p1 >= 2  );
deba@481
   187
    c = (2.2>= p2 );
deba@481
   188
    c = (2  >= p2 );
deba@481
   189
deba@481
   190
    c = (e  == f  );
deba@481
   191
    c = (e  == 2.2);
deba@481
   192
    c = (e  == 2  );
deba@481
   193
    c = (e  == p1 );
deba@481
   194
    c = (2.2== f  );
deba@481
   195
    c = (2  == f  );
deba@481
   196
    c = (p1 == f  );
deba@481
   197
    //c = (p1 == p2 );
deba@481
   198
    c = (p1 == 2.2);
deba@481
   199
    c = (p1 == 2  );
deba@481
   200
    c = (2.2== p2 );
deba@481
   201
    c = (2  == p2 );
deba@481
   202
alpar@483
   203
    c = ((2 <= e) <= 3);
alpar@483
   204
    c = ((2 <= p1) <= 3);
deba@481
   205
alpar@483
   206
    c = ((2 >= e) >= 3);
alpar@483
   207
    c = ((2 >= p1) >= 3);
deba@481
   208
retvari@1092
   209
    { //Tests for #430
retvari@1092
   210
      LP::Col v=lp.addCol();
retvari@1092
   211
      LP::Constr c = v >= -3;
retvari@1092
   212
      c = c <= 4;
retvari@1092
   213
      LP::Constr c2;
alpar@1247
   214
#if ( __GNUC__ == 4 ) && ( __GNUC_MINOR__ == 3 )
alpar@1247
   215
      c2 = ( -3 <= v ) <= 4;
alpar@1247
   216
#else
retvari@1092
   217
      c2 = -3 <= v <= 4;
alpar@1247
   218
#endif
alpar@1247
   219
retvari@1092
   220
    }
retvari@1092
   221
deba@481
   222
    e[x[3]]=2;
deba@481
   223
    e[x[3]]=4;
deba@481
   224
    e[x[3]]=1;
deba@482
   225
    *e=12;
deba@481
   226
deba@482
   227
    lp.addRow(-LP::INF,e,23);
deba@482
   228
    lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
deba@482
   229
    lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
deba@481
   230
deba@481
   231
    lp.addRow(x[1]+x[3]<=x[5]-3);
alpar@483
   232
    lp.addRow((-7<=x[1]+x[3]-12)<=3);
deba@481
   233
    lp.addRow(x[1]<=x[5]);
deba@481
   234
deba@481
   235
    std::ostringstream buf;
deba@481
   236
deba@481
   237
deba@481
   238
    e=((p1+p2)+(p1-0.99*p2));
deba@481
   239
    //e.prettyPrint(std::cout);
deba@481
   240
    //(e<=2).prettyPrint(std::cout);
deba@481
   241
    double tolerance=0.001;
deba@481
   242
    e.simplify(tolerance);
deba@481
   243
    buf << "Coeff. of p2 should be 0.01";
deba@481
   244
    check(e[p2]>0, buf.str());
deba@481
   245
deba@481
   246
    tolerance=0.02;
deba@481
   247
    e.simplify(tolerance);
deba@481
   248
    buf << "Coeff. of p2 should be 0";
deba@482
   249
    check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
deba@481
   250
alpar@587
   251
    //Test for clone/new
alpar@587
   252
    LP* lpnew = lp.newSolver();
alpar@587
   253
    LP* lpclone = lp.cloneSolver();
alpar@587
   254
    delete lpnew;
alpar@587
   255
    delete lpclone;
deba@481
   256
deba@481
   257
  }
deba@481
   258
deba@481
   259
  {
deba@481
   260
    LP::DualExpr e,f,g;
alpar@1232
   261
    LP::Row p1 = INVALID, p2 = INVALID;
deba@481
   262
deba@481
   263
    e[p1]=2;
deba@481
   264
    e[p1]+=2;
deba@481
   265
    e[p1]-=2;
deba@481
   266
deba@481
   267
    e=p1;
deba@481
   268
    e=f;
deba@481
   269
deba@481
   270
    e+=p1;
deba@481
   271
    e+=f;
deba@481
   272
deba@481
   273
    e-=p1;
deba@481
   274
    e-=f;
deba@481
   275
deba@481
   276
    e*=2;
deba@481
   277
    e*=2.2;
deba@481
   278
    e/=2;
deba@481
   279
    e/=2.2;
deba@481
   280
deba@481
   281
    e=((p1+p2)+(p1-p2)+
deba@481
   282
       (p1+f)+(f+p1)+(f+g)+
deba@481
   283
       (p1-f)+(f-p1)+(f-g)+
deba@481
   284
       2.2*f+f*2.2+f/2.2+
deba@481
   285
       2*f+f*2+f/2+
deba@481
   286
       2.2*p1+p1*2.2+p1/2.2+
deba@481
   287
       2*p1+p1*2+p1/2
deba@481
   288
       );
deba@481
   289
  }
deba@481
   290
deba@481
   291
}
deba@481
   292
deba@482
   293
void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
deba@481
   294
                   double exp_opt) {
deba@481
   295
  using std::string;
deba@481
   296
  lp.solve();
deba@482
   297
deba@481
   298
  std::ostringstream buf;
deba@482
   299
  buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
deba@481
   300
deba@482
   301
  check(lp.primalType()==stat, buf.str());
deba@481
   302
deba@482
   303
  if (stat ==  LpSolver::OPTIMAL) {
deba@481
   304
    std::ostringstream sbuf;
alpar@587
   305
    sbuf << "Wrong optimal value (" << lp.primal() <<") with "
alpar@587
   306
         << lp.solverName() <<"\n     the right optimum is " << exp_opt;
deba@482
   307
    check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
deba@481
   308
  }
deba@481
   309
}
deba@481
   310
deba@482
   311
void aTest(LpSolver & lp)
deba@481
   312
{
deba@482
   313
  typedef LpSolver LP;
deba@481
   314
deba@481
   315
 //The following example is very simple
deba@481
   316
deba@482
   317
  typedef LpSolver::Row Row;
deba@482
   318
  typedef LpSolver::Col Col;
deba@481
   319
deba@481
   320
deba@481
   321
  Col x1 = lp.addCol();
deba@481
   322
  Col x2 = lp.addCol();
deba@481
   323
deba@481
   324
deba@481
   325
  //Constraints
deba@482
   326
  Row upright=lp.addRow(x1+2*x2 <=1);
deba@481
   327
  lp.addRow(x1+x2 >=-1);
deba@481
   328
  lp.addRow(x1-x2 <=1);
deba@481
   329
  lp.addRow(x1-x2 >=-1);
deba@481
   330
  //Nonnegativity of the variables
deba@481
   331
  lp.colLowerBound(x1, 0);
deba@481
   332
  lp.colLowerBound(x2, 0);
deba@481
   333
  //Objective function
deba@481
   334
  lp.obj(x1+x2);
deba@481
   335
deba@482
   336
  lp.sense(lp.MAX);
deba@481
   337
deba@481
   338
  //Testing the problem retrieving routines
deba@481
   339
  check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
deba@482
   340
  check(lp.sense() == lp.MAX,"This is a maximization!");
deba@481
   341
  check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
deba@482
   342
  check(lp.colLowerBound(x1)==0,
deba@482
   343
        "The lower bound for variable x1 should be 0.");
deba@482
   344
  check(lp.colUpperBound(x1)==LpSolver::INF,
deba@482
   345
        "The upper bound for variable x1 should be infty.");
deba@482
   346
  check(lp.rowLowerBound(upright) == -LpSolver::INF,
deba@482
   347
        "The lower bound for the first row should be -infty.");
deba@482
   348
  check(lp.rowUpperBound(upright)==1,
deba@482
   349
        "The upper bound for the first row should be 1.");
deba@482
   350
  LpSolver::Expr e = lp.row(upright);
deba@482
   351
  check(e[x1] == 1, "The first coefficient should 1.");
deba@482
   352
  check(e[x2] == 2, "The second coefficient should 1.");
deba@481
   353
deba@482
   354
  lp.row(upright, x1+x2 <=1);
deba@482
   355
  e = lp.row(upright);
deba@482
   356
  check(e[x1] == 1, "The first coefficient should 1.");
deba@482
   357
  check(e[x2] == 1, "The second coefficient should 1.");
deba@482
   358
deba@482
   359
  LpSolver::DualExpr de = lp.col(x1);
deba@481
   360
  check(  de[upright] == 1, "The first coefficient should 1.");
deba@481
   361
deba@482
   362
  LpSolver* clp = lp.cloneSolver();
deba@481
   363
deba@481
   364
  //Testing the problem retrieving routines
deba@481
   365
  check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
deba@482
   366
  check(clp->sense() == clp->MAX,"This is a maximization!");
deba@481
   367
  check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
deba@481
   368
  //  std::cout<<lp.colLowerBound(x1)<<std::endl;
deba@482
   369
  check(clp->colLowerBound(x1)==0,
deba@482
   370
        "The lower bound for variable x1 should be 0.");
deba@482
   371
  check(clp->colUpperBound(x1)==LpSolver::INF,
deba@482
   372
        "The upper bound for variable x1 should be infty.");
deba@481
   373
deba@482
   374
  check(lp.rowLowerBound(upright)==-LpSolver::INF,
deba@482
   375
        "The lower bound for the first row should be -infty.");
deba@482
   376
  check(lp.rowUpperBound(upright)==1,
deba@482
   377
        "The upper bound for the first row should be 1.");
deba@481
   378
  e = clp->row(upright);
deba@482
   379
  check(e[x1] == 1, "The first coefficient should 1.");
deba@482
   380
  check(e[x2] == 1, "The second coefficient should 1.");
deba@481
   381
deba@481
   382
  de = clp->col(x1);
deba@482
   383
  check(de[upright] == 1, "The first coefficient should 1.");
deba@481
   384
deba@481
   385
  delete clp;
deba@481
   386
deba@481
   387
  //Maximization of x1+x2
deba@481
   388
  //over the triangle with vertices (0,0) (0,1) (1,0)
deba@481
   389
  double expected_opt=1;
deba@482
   390
  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
deba@481
   391
deba@481
   392
  //Minimization
deba@482
   393
  lp.sense(lp.MIN);
deba@481
   394
  expected_opt=0;
deba@482
   395
  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
deba@481
   396
deba@481
   397
  //Vertex (-1,0) instead of (0,0)
deba@482
   398
  lp.colLowerBound(x1, -LpSolver::INF);
deba@481
   399
  expected_opt=-1;
deba@482
   400
  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
deba@481
   401
deba@481
   402
  //Erase one constraint and return to maximization
deba@482
   403
  lp.erase(upright);
deba@482
   404
  lp.sense(lp.MAX);
deba@482
   405
  expected_opt=LpSolver::INF;
deba@482
   406
  solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
deba@481
   407
deba@481
   408
  //Infeasibilty
deba@481
   409
  lp.addRow(x1+x2 <=-2);
deba@482
   410
  solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
deba@481
   411
deba@481
   412
}
deba@481
   413
alpar@587
   414
template<class LP>
alpar@587
   415
void cloneTest()
alpar@587
   416
{
alpar@587
   417
  //Test for clone/new
deba@598
   418
alpar@587
   419
  LP* lp = new LP();
alpar@587
   420
  LP* lpnew = lp->newSolver();
alpar@587
   421
  LP* lpclone = lp->cloneSolver();
alpar@587
   422
  delete lp;
alpar@587
   423
  delete lpnew;
alpar@587
   424
  delete lpclone;
alpar@587
   425
}
alpar@587
   426
deba@481
   427
int main()
deba@481
   428
{
deba@481
   429
  LpSkeleton lp_skel;
deba@481
   430
  lpTest(lp_skel);
deba@481
   431
alpar@1300
   432
#ifdef LEMON_HAVE_LP
alpar@1300
   433
  {
alpar@1300
   434
    Lp lp,lp2;
alpar@1300
   435
    lpTest(lp);
alpar@1300
   436
    aTest(lp2);
alpar@1300
   437
    cloneTest<Lp>();
alpar@1300
   438
  }
alpar@1300
   439
#endif
alpar@1300
   440
ladanyi@674
   441
#ifdef LEMON_HAVE_GLPK
deba@482
   442
  {
alpar@485
   443
    GlpkLp lp_glpk1,lp_glpk2;
deba@482
   444
    lpTest(lp_glpk1);
deba@482
   445
    aTest(lp_glpk2);
alpar@587
   446
    cloneTest<GlpkLp>();
deba@482
   447
  }
deba@481
   448
#endif
deba@481
   449
ladanyi@674
   450
#ifdef LEMON_HAVE_CPLEX
deba@482
   451
  try {
alpar@485
   452
    CplexLp lp_cplex1,lp_cplex2;
deba@482
   453
    lpTest(lp_cplex1);
deba@482
   454
    aTest(lp_cplex2);
deba@598
   455
    cloneTest<CplexLp>();
deba@482
   456
  } catch (CplexEnv::LicenseError& error) {
deba@482
   457
    check(false, error.what());
deba@482
   458
  }
deba@481
   459
#endif
deba@481
   460
ladanyi@674
   461
#ifdef LEMON_HAVE_SOPLEX
deba@482
   462
  {
alpar@485
   463
    SoplexLp lp_soplex1,lp_soplex2;
deba@482
   464
    lpTest(lp_soplex1);
deba@482
   465
    aTest(lp_soplex2);
alpar@587
   466
    cloneTest<SoplexLp>();
deba@482
   467
  }
deba@482
   468
#endif
deba@482
   469
ladanyi@674
   470
#ifdef LEMON_HAVE_CLP
deba@482
   471
  {
alpar@485
   472
    ClpLp lp_clp1,lp_clp2;
deba@482
   473
    lpTest(lp_clp1);
deba@482
   474
    aTest(lp_clp2);
alpar@587
   475
    cloneTest<ClpLp>();
deba@482
   476
  }
deba@481
   477
#endif
deba@481
   478
deba@481
   479
  return 0;
deba@481
   480
}