deba@481: /* -*- mode: C++; indent-tabs-mode: nil; -*-
deba@481: *
deba@481: * This file is a part of LEMON, a generic C++ optimization library.
deba@481: *
deba@598: * Copyright (C) 2003-2009
deba@481: * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
deba@481: * (Egervary Research Group on Combinatorial Optimization, EGRES).
deba@481: *
deba@481: * Permission to use, modify and distribute this software is granted
deba@481: * provided that this copyright notice appears in all copies. For
deba@481: * precise terms see the accompanying LICENSE file.
deba@481: *
deba@481: * This software is provided "AS IS" with no warranty of any kind,
deba@481: * express or implied, and with no claim as to its suitability for any
deba@481: * purpose.
deba@481: *
deba@481: */
deba@481:
deba@481: #include <sstream>
deba@481: #include <lemon/lp_skeleton.h>
deba@481: #include "test_tools.h"
deba@481: #include <lemon/tolerance.h>
deba@481:
deba@481: #include <lemon/config.h>
deba@481:
ladanyi@674: #ifdef LEMON_HAVE_GLPK
alpar@484: #include <lemon/glpk.h>
deba@481: #endif
deba@481:
ladanyi@674: #ifdef LEMON_HAVE_CPLEX
alpar@484: #include <lemon/cplex.h>
deba@481: #endif
deba@481:
ladanyi@674: #ifdef LEMON_HAVE_SOPLEX
alpar@484: #include <lemon/soplex.h>
deba@481: #endif
deba@481:
ladanyi@674: #ifdef LEMON_HAVE_CLP
alpar@484: #include <lemon/clp.h>
deba@482: #endif
deba@482:
deba@481: using namespace lemon;
deba@481:
deba@482: void lpTest(LpSolver& lp)
deba@481: {
deba@481:
deba@482: typedef LpSolver LP;
deba@481:
deba@481: std::vector<LP::Col> x(10);
deba@481: // for(int i=0;i<10;i++) x.push_back(lp.addCol());
deba@481: lp.addColSet(x);
deba@481: lp.colLowerBound(x,1);
deba@481: lp.colUpperBound(x,1);
deba@481: lp.colBounds(x,1,2);
deba@481:
deba@481: std::vector<LP::Col> y(10);
deba@481: lp.addColSet(y);
deba@481:
deba@481: lp.colLowerBound(y,1);
deba@481: lp.colUpperBound(y,1);
deba@481: lp.colBounds(y,1,2);
deba@481:
deba@481: std::map<int,LP::Col> z;
deba@481:
deba@481: z.insert(std::make_pair(12,INVALID));
deba@481: z.insert(std::make_pair(2,INVALID));
deba@481: z.insert(std::make_pair(7,INVALID));
deba@481: z.insert(std::make_pair(5,INVALID));
deba@481:
deba@481: lp.addColSet(z);
deba@481:
deba@481: lp.colLowerBound(z,1);
deba@481: lp.colUpperBound(z,1);
deba@481: lp.colBounds(z,1,2);
deba@481:
deba@481: {
deba@481: LP::Expr e,f,g;
deba@481: LP::Col p1,p2,p3,p4,p5;
deba@481: LP::Constr c;
deba@481:
deba@481: p1=lp.addCol();
deba@481: p2=lp.addCol();
deba@481: p3=lp.addCol();
deba@481: p4=lp.addCol();
deba@481: p5=lp.addCol();
deba@481:
deba@481: e[p1]=2;
deba@482: *e=12;
deba@481: e[p1]+=2;
deba@482: *e+=12;
deba@481: e[p1]-=2;
deba@482: *e-=12;
deba@481:
deba@481: e=2;
deba@481: e=2.2;
deba@481: e=p1;
deba@481: e=f;
deba@481:
deba@481: e+=2;
deba@481: e+=2.2;
deba@481: e+=p1;
deba@481: e+=f;
deba@481:
deba@481: e-=2;
deba@481: e-=2.2;
deba@481: e-=p1;
deba@481: e-=f;
deba@481:
deba@481: e*=2;
deba@481: e*=2.2;
deba@481: e/=2;
deba@481: e/=2.2;
deba@481:
deba@481: e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
deba@481: (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
deba@481: (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
deba@481: 2.2*f+f*2.2+f/2.2+
deba@481: 2*f+f*2+f/2+
deba@481: 2.2*p1+p1*2.2+p1/2.2+
deba@481: 2*p1+p1*2+p1/2
deba@481: );
deba@481:
deba@481:
deba@481: c = (e <= f );
deba@481: c = (e <= 2.2);
deba@481: c = (e <= 2 );
deba@481: c = (e <= p1 );
deba@481: c = (2.2<= f );
deba@481: c = (2 <= f );
deba@481: c = (p1 <= f );
deba@481: c = (p1 <= p2 );
deba@481: c = (p1 <= 2.2);
deba@481: c = (p1 <= 2 );
deba@481: c = (2.2<= p2 );
deba@481: c = (2 <= p2 );
deba@481:
deba@481: c = (e >= f );
deba@481: c = (e >= 2.2);
deba@481: c = (e >= 2 );
deba@481: c = (e >= p1 );
deba@481: c = (2.2>= f );
deba@481: c = (2 >= f );
deba@481: c = (p1 >= f );
deba@481: c = (p1 >= p2 );
deba@481: c = (p1 >= 2.2);
deba@481: c = (p1 >= 2 );
deba@481: c = (2.2>= p2 );
deba@481: c = (2 >= p2 );
deba@481:
deba@481: c = (e == f );
deba@481: c = (e == 2.2);
deba@481: c = (e == 2 );
deba@481: c = (e == p1 );
deba@481: c = (2.2== f );
deba@481: c = (2 == f );
deba@481: c = (p1 == f );
deba@481: //c = (p1 == p2 );
deba@481: c = (p1 == 2.2);
deba@481: c = (p1 == 2 );
deba@481: c = (2.2== p2 );
deba@481: c = (2 == p2 );
deba@481:
alpar@483: c = ((2 <= e) <= 3);
alpar@483: c = ((2 <= p1) <= 3);
deba@481:
alpar@483: c = ((2 >= e) >= 3);
alpar@483: c = ((2 >= p1) >= 3);
deba@481:
retvari@1092: { //Tests for #430
retvari@1092: LP::Col v=lp.addCol();
retvari@1092: LP::Constr c = v >= -3;
retvari@1092: c = c <= 4;
retvari@1092: LP::Constr c2;
retvari@1092: c2 = -3 <= v <= 4;
retvari@1092: }
retvari@1092:
deba@481: e[x[3]]=2;
deba@481: e[x[3]]=4;
deba@481: e[x[3]]=1;
deba@482: *e=12;
deba@481:
deba@482: lp.addRow(-LP::INF,e,23);
deba@482: lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
deba@482: 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:
deba@481: lp.addRow(x[1]+x[3]<=x[5]-3);
alpar@483: lp.addRow((-7<=x[1]+x[3]-12)<=3);
deba@481: lp.addRow(x[1]<=x[5]);
deba@481:
deba@481: std::ostringstream buf;
deba@481:
deba@481:
deba@481: e=((p1+p2)+(p1-0.99*p2));
deba@481: //e.prettyPrint(std::cout);
deba@481: //(e<=2).prettyPrint(std::cout);
deba@481: double tolerance=0.001;
deba@481: e.simplify(tolerance);
deba@481: buf << "Coeff. of p2 should be 0.01";
deba@481: check(e[p2]>0, buf.str());
deba@481:
deba@481: tolerance=0.02;
deba@481: e.simplify(tolerance);
deba@481: buf << "Coeff. of p2 should be 0";
deba@482: check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
deba@481:
alpar@587: //Test for clone/new
alpar@587: LP* lpnew = lp.newSolver();
alpar@587: LP* lpclone = lp.cloneSolver();
alpar@587: delete lpnew;
alpar@587: delete lpclone;
deba@481:
deba@481: }
deba@481:
deba@481: {
deba@481: LP::DualExpr e,f,g;
deba@481: LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,
deba@481: p4 = INVALID, p5 = INVALID;
deba@481:
deba@481: e[p1]=2;
deba@481: e[p1]+=2;
deba@481: e[p1]-=2;
deba@481:
deba@481: e=p1;
deba@481: e=f;
deba@481:
deba@481: e+=p1;
deba@481: e+=f;
deba@481:
deba@481: e-=p1;
deba@481: e-=f;
deba@481:
deba@481: e*=2;
deba@481: e*=2.2;
deba@481: e/=2;
deba@481: e/=2.2;
deba@481:
deba@481: e=((p1+p2)+(p1-p2)+
deba@481: (p1+f)+(f+p1)+(f+g)+
deba@481: (p1-f)+(f-p1)+(f-g)+
deba@481: 2.2*f+f*2.2+f/2.2+
deba@481: 2*f+f*2+f/2+
deba@481: 2.2*p1+p1*2.2+p1/2.2+
deba@481: 2*p1+p1*2+p1/2
deba@481: );
deba@481: }
deba@481:
deba@481: }
deba@481:
deba@482: void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
deba@481: double exp_opt) {
deba@481: using std::string;
deba@481: lp.solve();
deba@482:
deba@481: std::ostringstream buf;
deba@482: buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
deba@481:
deba@482: check(lp.primalType()==stat, buf.str());
deba@481:
deba@482: if (stat == LpSolver::OPTIMAL) {
deba@481: std::ostringstream sbuf;
alpar@587: sbuf << "Wrong optimal value (" << lp.primal() <<") with "
alpar@587: << lp.solverName() <<"\n the right optimum is " << exp_opt;
deba@482: check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
deba@481: }
deba@481: }
deba@481:
deba@482: void aTest(LpSolver & lp)
deba@481: {
deba@482: typedef LpSolver LP;
deba@481:
deba@481: //The following example is very simple
deba@481:
deba@482: typedef LpSolver::Row Row;
deba@482: typedef LpSolver::Col Col;
deba@481:
deba@481:
deba@481: Col x1 = lp.addCol();
deba@481: Col x2 = lp.addCol();
deba@481:
deba@481:
deba@481: //Constraints
deba@482: Row upright=lp.addRow(x1+2*x2 <=1);
deba@481: lp.addRow(x1+x2 >=-1);
deba@481: lp.addRow(x1-x2 <=1);
deba@481: lp.addRow(x1-x2 >=-1);
deba@481: //Nonnegativity of the variables
deba@481: lp.colLowerBound(x1, 0);
deba@481: lp.colLowerBound(x2, 0);
deba@481: //Objective function
deba@481: lp.obj(x1+x2);
deba@481:
deba@482: lp.sense(lp.MAX);
deba@481:
deba@481: //Testing the problem retrieving routines
deba@481: check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
deba@482: check(lp.sense() == lp.MAX,"This is a maximization!");
deba@481: check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
deba@482: check(lp.colLowerBound(x1)==0,
deba@482: "The lower bound for variable x1 should be 0.");
deba@482: check(lp.colUpperBound(x1)==LpSolver::INF,
deba@482: "The upper bound for variable x1 should be infty.");
deba@482: check(lp.rowLowerBound(upright) == -LpSolver::INF,
deba@482: "The lower bound for the first row should be -infty.");
deba@482: check(lp.rowUpperBound(upright)==1,
deba@482: "The upper bound for the first row should be 1.");
deba@482: LpSolver::Expr e = lp.row(upright);
deba@482: check(e[x1] == 1, "The first coefficient should 1.");
deba@482: check(e[x2] == 2, "The second coefficient should 1.");
deba@481:
deba@482: lp.row(upright, x1+x2 <=1);
deba@482: e = lp.row(upright);
deba@482: check(e[x1] == 1, "The first coefficient should 1.");
deba@482: check(e[x2] == 1, "The second coefficient should 1.");
deba@482:
deba@482: LpSolver::DualExpr de = lp.col(x1);
deba@481: check( de[upright] == 1, "The first coefficient should 1.");
deba@481:
deba@482: LpSolver* clp = lp.cloneSolver();
deba@481:
deba@481: //Testing the problem retrieving routines
deba@481: check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
deba@482: check(clp->sense() == clp->MAX,"This is a maximization!");
deba@481: check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
deba@481: // std::cout<<lp.colLowerBound(x1)<<std::endl;
deba@482: check(clp->colLowerBound(x1)==0,
deba@482: "The lower bound for variable x1 should be 0.");
deba@482: check(clp->colUpperBound(x1)==LpSolver::INF,
deba@482: "The upper bound for variable x1 should be infty.");
deba@481:
deba@482: check(lp.rowLowerBound(upright)==-LpSolver::INF,
deba@482: "The lower bound for the first row should be -infty.");
deba@482: check(lp.rowUpperBound(upright)==1,
deba@482: "The upper bound for the first row should be 1.");
deba@481: e = clp->row(upright);
deba@482: check(e[x1] == 1, "The first coefficient should 1.");
deba@482: check(e[x2] == 1, "The second coefficient should 1.");
deba@481:
deba@481: de = clp->col(x1);
deba@482: check(de[upright] == 1, "The first coefficient should 1.");
deba@481:
deba@481: delete clp;
deba@481:
deba@481: //Maximization of x1+x2
deba@481: //over the triangle with vertices (0,0) (0,1) (1,0)
deba@481: double expected_opt=1;
deba@482: solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
deba@481:
deba@481: //Minimization
deba@482: lp.sense(lp.MIN);
deba@481: expected_opt=0;
deba@482: solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
deba@481:
deba@481: //Vertex (-1,0) instead of (0,0)
deba@482: lp.colLowerBound(x1, -LpSolver::INF);
deba@481: expected_opt=-1;
deba@482: solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
deba@481:
deba@481: //Erase one constraint and return to maximization
deba@482: lp.erase(upright);
deba@482: lp.sense(lp.MAX);
deba@482: expected_opt=LpSolver::INF;
deba@482: solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
deba@481:
deba@481: //Infeasibilty
deba@481: lp.addRow(x1+x2 <=-2);
deba@482: solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
deba@481:
deba@481: }
deba@481:
alpar@587: template<class LP>
alpar@587: void cloneTest()
alpar@587: {
alpar@587: //Test for clone/new
deba@598:
alpar@587: LP* lp = new LP();
alpar@587: LP* lpnew = lp->newSolver();
alpar@587: LP* lpclone = lp->cloneSolver();
alpar@587: delete lp;
alpar@587: delete lpnew;
alpar@587: delete lpclone;
alpar@587: }
alpar@587:
deba@481: int main()
deba@481: {
deba@481: LpSkeleton lp_skel;
deba@481: lpTest(lp_skel);
deba@481:
ladanyi@674: #ifdef LEMON_HAVE_GLPK
deba@482: {
alpar@485: GlpkLp lp_glpk1,lp_glpk2;
deba@482: lpTest(lp_glpk1);
deba@482: aTest(lp_glpk2);
alpar@587: cloneTest<GlpkLp>();
deba@482: }
deba@481: #endif
deba@481:
ladanyi@674: #ifdef LEMON_HAVE_CPLEX
deba@482: try {
alpar@485: CplexLp lp_cplex1,lp_cplex2;
deba@482: lpTest(lp_cplex1);
deba@482: aTest(lp_cplex2);
deba@598: cloneTest<CplexLp>();
deba@482: } catch (CplexEnv::LicenseError& error) {
deba@482: check(false, error.what());
deba@482: }
deba@481: #endif
deba@481:
ladanyi@674: #ifdef LEMON_HAVE_SOPLEX
deba@482: {
alpar@485: SoplexLp lp_soplex1,lp_soplex2;
deba@482: lpTest(lp_soplex1);
deba@482: aTest(lp_soplex2);
alpar@587: cloneTest<SoplexLp>();
deba@482: }
deba@482: #endif
deba@482:
ladanyi@674: #ifdef LEMON_HAVE_CLP
deba@482: {
alpar@485: ClpLp lp_clp1,lp_clp2;
deba@482: lpTest(lp_clp1);
deba@482: aTest(lp_clp2);
alpar@587: cloneTest<ClpLp>();
deba@482: }
deba@481: #endif
deba@481:
deba@481: return 0;
deba@481: }