1.1 --- a/Makefile.am Thu Apr 02 19:29:56 2009 +0200
1.2 +++ b/Makefile.am Wed Apr 01 22:58:58 2009 +0200
1.3 @@ -11,6 +11,8 @@
1.4 m4/lx_check_cplex.m4 \
1.5 m4/lx_check_glpk.m4 \
1.6 m4/lx_check_soplex.m4 \
1.7 + m4/lx_check_clp.m4 \
1.8 + m4/lx_check_cbc.m4 \
1.9 CMakeLists.txt \
1.10 cmake/FindGhostscript.cmake \
1.11 cmake/FindGLPK.cmake \
2.1 --- a/configure.ac Thu Apr 02 19:29:56 2009 +0200
2.2 +++ b/configure.ac Wed Apr 01 22:58:58 2009 +0200
2.3 @@ -60,6 +60,7 @@
2.4 LX_CHECK_CPLEX
2.5 LX_CHECK_SOPLEX
2.6 LX_CHECK_CLP
2.7 +LX_CHECK_CBC
2.8
2.9 AM_CONDITIONAL([HAVE_LP], [test x"$lx_lp_found" = x"yes"])
2.10 AM_CONDITIONAL([HAVE_MIP], [test x"$lx_mip_found" = x"yes"])
2.11 @@ -119,6 +120,7 @@
2.12 echo CPLEX support................. : $lx_cplex_found
2.13 echo SOPLEX support................ : $lx_soplex_found
2.14 echo CLP support................... : $lx_clp_found
2.15 +echo CBC support................... : $lx_cbc_found
2.16 echo
2.17 echo Build additional tools........ : $enable_tools
2.18 echo
3.1 --- a/lemon/Makefile.am Thu Apr 02 19:29:56 2009 +0200
3.2 +++ b/lemon/Makefile.am Wed Apr 01 22:58:58 2009 +0200
3.3 @@ -12,7 +12,7 @@
3.4 lemon/color.cc \
3.5 lemon/lp_base.cc \
3.6 lemon/lp_skeleton.cc \
3.7 - lemon/random.cc \
3.8 + lemon/random.cc \
3.9 lemon/bits/windows.cc
3.10
3.11
3.12 @@ -21,13 +21,15 @@
3.13 $(GLPK_CFLAGS) \
3.14 $(CPLEX_CFLAGS) \
3.15 $(SOPLEX_CXXFLAGS) \
3.16 - $(CLP_CXXFLAGS)
3.17 + $(CLP_CXXFLAGS) \
3.18 + $(CBC_CXXFLAGS)
3.19
3.20 lemon_libemon_la_LDFLAGS = \
3.21 $(GLPK_LIBS) \
3.22 $(CPLEX_LIBS) \
3.23 $(SOPLEX_LIBS) \
3.24 - $(CLP_LIBS)
3.25 + $(CLP_LIBS) \
3.26 + $(CBC_LIBS)
3.27
3.28 if HAVE_GLPK
3.29 lemon_libemon_la_SOURCES += lemon/glpk.cc
3.30 @@ -45,6 +47,10 @@
3.31 lemon_libemon_la_SOURCES += lemon/clp.cc
3.32 endif
3.33
3.34 +if HAVE_CBC
3.35 +lemon_libemon_la_SOURCES += lemon/cbc.cc
3.36 +endif
3.37 +
3.38 lemon_HEADERS += \
3.39 lemon/adaptors.h \
3.40 lemon/arg_parser.h \
4.1 --- /dev/null Thu Jan 01 00:00:00 1970 +0000
4.2 +++ b/lemon/cbc.cc Wed Apr 01 22:58:58 2009 +0200
4.3 @@ -0,0 +1,460 @@
4.4 +/* -*- mode: C++; indent-tabs-mode: nil; -*-
4.5 + *
4.6 + * This file is a part of LEMON, a generic C++ optimization library.
4.7 + *
4.8 + * Copyright (C) 2003-2009
4.9 + * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
4.10 + * (Egervary Research Group on Combinatorial Optimization, EGRES).
4.11 + *
4.12 + * Permission to use, modify and distribute this software is granted
4.13 + * provided that this copyright notice appears in all copies. For
4.14 + * precise terms see the accompanying LICENSE file.
4.15 + *
4.16 + * This software is provided "AS IS" with no warranty of any kind,
4.17 + * express or implied, and with no claim as to its suitability for any
4.18 + * purpose.
4.19 + *
4.20 + */
4.21 +
4.22 +///\file
4.23 +///\brief Implementation of the CBC MIP solver interface.
4.24 +
4.25 +#include "cbc.h"
4.26 +
4.27 +#include <coin/CoinModel.hpp>
4.28 +#include <coin/CbcModel.hpp>
4.29 +#include <coin/OsiSolverInterface.hpp>
4.30 +
4.31 +#ifdef COIN_HAS_CLP
4.32 +#include "coin/OsiClpSolverInterface.hpp"
4.33 +#endif
4.34 +#ifdef COIN_HAS_OSL
4.35 +#include "coin/OsiOslSolverInterface.hpp"
4.36 +#endif
4.37 +
4.38 +#include "coin/CbcCutGenerator.hpp"
4.39 +#include "coin/CbcHeuristicLocal.hpp"
4.40 +#include "coin/CbcHeuristicGreedy.hpp"
4.41 +#include "coin/CbcHeuristicFPump.hpp"
4.42 +#include "coin/CbcHeuristicRINS.hpp"
4.43 +
4.44 +#include "coin/CglGomory.hpp"
4.45 +#include "coin/CglProbing.hpp"
4.46 +#include "coin/CglKnapsackCover.hpp"
4.47 +#include "coin/CglOddHole.hpp"
4.48 +#include "coin/CglClique.hpp"
4.49 +#include "coin/CglFlowCover.hpp"
4.50 +#include "coin/CglMixedIntegerRounding.hpp"
4.51 +
4.52 +#include "coin/CbcHeuristic.hpp"
4.53 +
4.54 +namespace lemon {
4.55 +
4.56 + CbcMip::CbcMip() {
4.57 + _prob = new CoinModel();
4.58 + _prob->setProblemName("LEMON");
4.59 + _osi_solver = 0;
4.60 + _cbc_model = 0;
4.61 + }
4.62 +
4.63 + CbcMip::CbcMip(const CbcMip& other) {
4.64 + _prob = new CoinModel(*other._prob);
4.65 + _osi_solver = 0;
4.66 + _cbc_model = 0;
4.67 + }
4.68 +
4.69 + CbcMip::~CbcMip() {
4.70 + delete _prob;
4.71 + if (_osi_solver) delete _osi_solver;
4.72 + if (_cbc_model) delete _cbc_model;
4.73 + }
4.74 +
4.75 + const char* CbcMip::_solverName() const { return "CbcMip"; }
4.76 +
4.77 + int CbcMip::_addCol() {
4.78 + _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false);
4.79 + return _prob->numberColumns() - 1;
4.80 + }
4.81 +
4.82 + CbcMip* CbcMip::newSolver() const {
4.83 + CbcMip* newlp = new CbcMip;
4.84 + return newlp;
4.85 + }
4.86 +
4.87 + CbcMip* CbcMip::cloneSolver() const {
4.88 + CbcMip* copylp = new CbcMip(*this);
4.89 + return copylp;
4.90 + }
4.91 +
4.92 + int CbcMip::_addRow() {
4.93 + _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
4.94 + return _prob->numberRows() - 1;
4.95 + }
4.96 +
4.97 +
4.98 + void CbcMip::_eraseCol(int i) {
4.99 + _prob->deleteColumn(i);
4.100 + }
4.101 +
4.102 + void CbcMip::_eraseRow(int i) {
4.103 + _prob->deleteRow(i);
4.104 + }
4.105 +
4.106 + void CbcMip::_eraseColId(int i) {
4.107 + cols.eraseIndex(i);
4.108 + }
4.109 +
4.110 + void CbcMip::_eraseRowId(int i) {
4.111 + rows.eraseIndex(i);
4.112 + }
4.113 +
4.114 + void CbcMip::_getColName(int c, std::string& name) const {
4.115 + name = _prob->getColumnName(c);
4.116 + }
4.117 +
4.118 + void CbcMip::_setColName(int c, const std::string& name) {
4.119 + _prob->setColumnName(c, name.c_str());
4.120 + }
4.121 +
4.122 + int CbcMip::_colByName(const std::string& name) const {
4.123 + return _prob->column(name.c_str());
4.124 + }
4.125 +
4.126 + void CbcMip::_getRowName(int r, std::string& name) const {
4.127 + name = _prob->getRowName(r);
4.128 + }
4.129 +
4.130 + void CbcMip::_setRowName(int r, const std::string& name) {
4.131 + _prob->setRowName(r, name.c_str());
4.132 + }
4.133 +
4.134 + int CbcMip::_rowByName(const std::string& name) const {
4.135 + return _prob->row(name.c_str());
4.136 + }
4.137 +
4.138 + void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
4.139 + for (ExprIterator it = b; it != e; ++it) {
4.140 + _prob->setElement(i, it->first, it->second);
4.141 + }
4.142 + }
4.143 +
4.144 + void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const {
4.145 + int length = _prob->numberRows();
4.146 +
4.147 + std::vector<int> indices(length);
4.148 + std::vector<Value> values(length);
4.149 +
4.150 + length = _prob->getRow(ix, &indices[0], &values[0]);
4.151 +
4.152 + for (int i = 0; i < length; ++i) {
4.153 + *b = std::make_pair(indices[i], values[i]);
4.154 + ++b;
4.155 + }
4.156 + }
4.157 +
4.158 + void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
4.159 + for (ExprIterator it = b; it != e; ++it) {
4.160 + _prob->setElement(it->first, ix, it->second);
4.161 + }
4.162 + }
4.163 +
4.164 + void CbcMip::_getColCoeffs(int ix, InsertIterator b) const {
4.165 + int length = _prob->numberColumns();
4.166 +
4.167 + std::vector<int> indices(length);
4.168 + std::vector<Value> values(length);
4.169 +
4.170 + length = _prob->getColumn(ix, &indices[0], &values[0]);
4.171 +
4.172 + for (int i = 0; i < length; ++i) {
4.173 + *b = std::make_pair(indices[i], values[i]);
4.174 + ++b;
4.175 + }
4.176 + }
4.177 +
4.178 + void CbcMip::_setCoeff(int ix, int jx, Value value) {
4.179 + _prob->setElement(ix, jx, value);
4.180 + }
4.181 +
4.182 + CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {
4.183 + return _prob->getElement(ix, jx);
4.184 + }
4.185 +
4.186 +
4.187 + void CbcMip::_setColLowerBound(int i, Value lo) {
4.188 + LEMON_ASSERT(lo != INF, "Invalid bound");
4.189 + _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
4.190 + }
4.191 +
4.192 + CbcMip::Value CbcMip::_getColLowerBound(int i) const {
4.193 + double val = _prob->getColumnLower(i);
4.194 + return val == - COIN_DBL_MAX ? - INF : val;
4.195 + }
4.196 +
4.197 + void CbcMip::_setColUpperBound(int i, Value up) {
4.198 + LEMON_ASSERT(up != -INF, "Invalid bound");
4.199 + _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
4.200 + }
4.201 +
4.202 + CbcMip::Value CbcMip::_getColUpperBound(int i) const {
4.203 + double val = _prob->getColumnUpper(i);
4.204 + return val == COIN_DBL_MAX ? INF : val;
4.205 + }
4.206 +
4.207 + void CbcMip::_setRowLowerBound(int i, Value lo) {
4.208 + LEMON_ASSERT(lo != INF, "Invalid bound");
4.209 + _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
4.210 + }
4.211 +
4.212 + CbcMip::Value CbcMip::_getRowLowerBound(int i) const {
4.213 + double val = _prob->getRowLower(i);
4.214 + return val == - COIN_DBL_MAX ? - INF : val;
4.215 + }
4.216 +
4.217 + void CbcMip::_setRowUpperBound(int i, Value up) {
4.218 + LEMON_ASSERT(up != -INF, "Invalid bound");
4.219 + _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
4.220 + }
4.221 +
4.222 + CbcMip::Value CbcMip::_getRowUpperBound(int i) const {
4.223 + double val = _prob->getRowUpper(i);
4.224 + return val == COIN_DBL_MAX ? INF : val;
4.225 + }
4.226 +
4.227 + void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) {
4.228 + int num = _prob->numberColumns();
4.229 + for (int i = 0; i < num; ++i) {
4.230 + _prob->setColumnObjective(i, 0.0);
4.231 + }
4.232 + for (ExprIterator it = b; it != e; ++it) {
4.233 + _prob->setColumnObjective(it->first, it->second);
4.234 + }
4.235 + }
4.236 +
4.237 + void CbcMip::_getObjCoeffs(InsertIterator b) const {
4.238 + int num = _prob->numberColumns();
4.239 + for (int i = 0; i < num; ++i) {
4.240 + Value coef = _prob->getColumnObjective(i);
4.241 + if (coef != 0.0) {
4.242 + *b = std::make_pair(i, coef);
4.243 + ++b;
4.244 + }
4.245 + }
4.246 + }
4.247 +
4.248 + void CbcMip::_setObjCoeff(int i, Value obj_coef) {
4.249 + _prob->setColumnObjective(i, obj_coef);
4.250 + }
4.251 +
4.252 + CbcMip::Value CbcMip::_getObjCoeff(int i) const {
4.253 + return _prob->getColumnObjective(i);
4.254 + }
4.255 +
4.256 + CbcMip::SolveExitStatus CbcMip::_solve() {
4.257 +
4.258 + if (_osi_solver) {
4.259 + delete _osi_solver;
4.260 + }
4.261 +#ifdef COIN_HAS_CLP
4.262 + _osi_solver = new OsiClpSolverInterface();
4.263 +#elif COIN_HAS_OSL
4.264 + _osi_solver = new OsiOslSolverInterface();
4.265 +#else
4.266 +#error Cannot instantiate Osi solver
4.267 +#endif
4.268 +
4.269 + _osi_solver->loadFromCoinModel(*_prob);
4.270 +
4.271 + if (_cbc_model) {
4.272 + delete _cbc_model;
4.273 + }
4.274 + _cbc_model= new CbcModel(*_osi_solver);
4.275 +
4.276 + switch (_message_level) {
4.277 + case MESSAGE_NO_OUTPUT:
4.278 + _osi_solver->messageHandler()->setLogLevel(0);
4.279 + _cbc_model->setLogLevel(0);
4.280 + break;
4.281 + case MESSAGE_ERROR_MESSAGE:
4.282 + _osi_solver->messageHandler()->setLogLevel(1);
4.283 + _cbc_model->setLogLevel(1);
4.284 + break;
4.285 + case MESSAGE_NORMAL_OUTPUT:
4.286 + _osi_solver->messageHandler()->setLogLevel(2);
4.287 + _cbc_model->setLogLevel(2);
4.288 + break;
4.289 + case MESSAGE_FULL_OUTPUT:
4.290 + _osi_solver->messageHandler()->setLogLevel(3);
4.291 + _cbc_model->setLogLevel(3);
4.292 + break;
4.293 + }
4.294 +
4.295 + _cbc_model->initialSolve();
4.296 + _cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry);
4.297 +
4.298 + if (!_cbc_model->isInitialSolveAbandoned() &&
4.299 + _cbc_model->isInitialSolveProvenOptimal() &&
4.300 + !_cbc_model->isInitialSolveProvenPrimalInfeasible() &&
4.301 + !_cbc_model->isInitialSolveProvenDualInfeasible()) {
4.302 +
4.303 + CglProbing generator1;
4.304 + generator1.setUsingObjective(true);
4.305 + generator1.setMaxPass(3);
4.306 + generator1.setMaxProbe(100);
4.307 + generator1.setMaxLook(50);
4.308 + generator1.setRowCuts(3);
4.309 + _cbc_model->addCutGenerator(&generator1, -1, "Probing");
4.310 +
4.311 + CglGomory generator2;
4.312 + generator2.setLimit(300);
4.313 + _cbc_model->addCutGenerator(&generator2, -1, "Gomory");
4.314 +
4.315 + CglKnapsackCover generator3;
4.316 + _cbc_model->addCutGenerator(&generator3, -1, "Knapsack");
4.317 +
4.318 + CglOddHole generator4;
4.319 + generator4.setMinimumViolation(0.005);
4.320 + generator4.setMinimumViolationPer(0.00002);
4.321 + generator4.setMaximumEntries(200);
4.322 + _cbc_model->addCutGenerator(&generator4, -1, "OddHole");
4.323 +
4.324 + CglClique generator5;
4.325 + generator5.setStarCliqueReport(false);
4.326 + generator5.setRowCliqueReport(false);
4.327 + _cbc_model->addCutGenerator(&generator5, -1, "Clique");
4.328 +
4.329 + CglMixedIntegerRounding mixedGen;
4.330 + _cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding");
4.331 +
4.332 + CglFlowCover flowGen;
4.333 + _cbc_model->addCutGenerator(&flowGen, -1, "FlowCover");
4.334 +
4.335 +#ifdef COIN_HAS_CLP
4.336 + OsiClpSolverInterface* osiclp =
4.337 + dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver());
4.338 + if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {
4.339 + osiclp->setupForRepeatedUse(2, 0);
4.340 + }
4.341 +#endif
4.342 +
4.343 + CbcRounding heuristic1(*_cbc_model);
4.344 + heuristic1.setWhen(3);
4.345 + _cbc_model->addHeuristic(&heuristic1);
4.346 +
4.347 + CbcHeuristicLocal heuristic2(*_cbc_model);
4.348 + heuristic2.setWhen(3);
4.349 + _cbc_model->addHeuristic(&heuristic2);
4.350 +
4.351 + CbcHeuristicGreedyCover heuristic3(*_cbc_model);
4.352 + heuristic3.setAlgorithm(11);
4.353 + heuristic3.setWhen(3);
4.354 + _cbc_model->addHeuristic(&heuristic3);
4.355 +
4.356 + CbcHeuristicFPump heuristic4(*_cbc_model);
4.357 + heuristic4.setWhen(3);
4.358 + _cbc_model->addHeuristic(&heuristic4);
4.359 +
4.360 + CbcHeuristicRINS heuristic5(*_cbc_model);
4.361 + heuristic5.setWhen(3);
4.362 + _cbc_model->addHeuristic(&heuristic5);
4.363 +
4.364 + if (_cbc_model->getNumCols() < 500) {
4.365 + _cbc_model->setMaximumCutPassesAtRoot(-100);
4.366 + } else if (_cbc_model->getNumCols() < 5000) {
4.367 + _cbc_model->setMaximumCutPassesAtRoot(100);
4.368 + } else {
4.369 + _cbc_model->setMaximumCutPassesAtRoot(20);
4.370 + }
4.371 +
4.372 + if (_cbc_model->getNumCols() < 5000) {
4.373 + _cbc_model->setNumberStrong(10);
4.374 + }
4.375 +
4.376 + _cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100);
4.377 + _cbc_model->branchAndBound();
4.378 + }
4.379 +
4.380 + if (_cbc_model->isAbandoned()) {
4.381 + return UNSOLVED;
4.382 + } else {
4.383 + return SOLVED;
4.384 + }
4.385 + }
4.386 +
4.387 + CbcMip::Value CbcMip::_getSol(int i) const {
4.388 + return _cbc_model->getColSolution()[i];
4.389 + }
4.390 +
4.391 + CbcMip::Value CbcMip::_getSolValue() const {
4.392 + return _cbc_model->getObjValue();
4.393 + }
4.394 +
4.395 + CbcMip::ProblemType CbcMip::_getType() const {
4.396 + if (_cbc_model->isProvenOptimal()) {
4.397 + return OPTIMAL;
4.398 + } else if (_cbc_model->isContinuousUnbounded()) {
4.399 + return UNBOUNDED;
4.400 + }
4.401 + return FEASIBLE;
4.402 + }
4.403 +
4.404 + void CbcMip::_setSense(Sense sense) {
4.405 + switch (sense) {
4.406 + case MIN:
4.407 + _prob->setOptimizationDirection(1.0);
4.408 + break;
4.409 + case MAX:
4.410 + _prob->setOptimizationDirection(- 1.0);
4.411 + break;
4.412 + }
4.413 + }
4.414 +
4.415 + CbcMip::Sense CbcMip::_getSense() const {
4.416 + if (_prob->optimizationDirection() > 0.0) {
4.417 + return MIN;
4.418 + } else if (_prob->optimizationDirection() < 0.0) {
4.419 + return MAX;
4.420 + } else {
4.421 + LEMON_ASSERT(false, "Wrong sense");
4.422 + return CbcMip::Sense();
4.423 + }
4.424 + }
4.425 +
4.426 + void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {
4.427 + switch (col_type){
4.428 + case INTEGER:
4.429 + _prob->setInteger(i);
4.430 + break;
4.431 + case REAL:
4.432 + _prob->setContinuous(i);
4.433 + break;
4.434 + default:;
4.435 + LEMON_ASSERT(false, "Wrong sense");
4.436 + }
4.437 + }
4.438 +
4.439 + CbcMip::ColTypes CbcMip::_getColType(int i) const {
4.440 + return _prob->getColumnIsInteger(i) ? INTEGER : REAL;
4.441 + }
4.442 +
4.443 + void CbcMip::_clear() {
4.444 + delete _prob;
4.445 + if (_osi_solver) {
4.446 + delete _osi_solver;
4.447 + _osi_solver = 0;
4.448 + }
4.449 + if (_cbc_model) {
4.450 + delete _cbc_model;
4.451 + _cbc_model = 0;
4.452 + }
4.453 +
4.454 + _prob = new CoinModel();
4.455 + rows.clear();
4.456 + cols.clear();
4.457 + }
4.458 +
4.459 + void CbcMip::messageLevel(MessageLevel m) {
4.460 + _message_level = m;
4.461 + }
4.462 +
4.463 +} //END OF NAMESPACE LEMON
5.1 --- /dev/null Thu Jan 01 00:00:00 1970 +0000
5.2 +++ b/lemon/cbc.h Wed Apr 01 22:58:58 2009 +0200
5.3 @@ -0,0 +1,150 @@
5.4 +/* -*- mode: C++; indent-tabs-mode: nil; -*-
5.5 + *
5.6 + * This file is a part of LEMON, a generic C++ optimization library.
5.7 + *
5.8 + * Copyright (C) 2003-2009
5.9 + * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
5.10 + * (Egervary Research Group on Combinatorial Optimization, EGRES).
5.11 + *
5.12 + * Permission to use, modify and distribute this software is granted
5.13 + * provided that this copyright notice appears in all copies. For
5.14 + * precise terms see the accompanying LICENSE file.
5.15 + *
5.16 + * This software is provided "AS IS" with no warranty of any kind,
5.17 + * express or implied, and with no claim as to its suitability for any
5.18 + * purpose.
5.19 + *
5.20 + */
5.21 +
5.22 +// -*- C++ -*-
5.23 +#ifndef LEMON_CBC_H
5.24 +#define LEMON_CBC_H
5.25 +
5.26 +///\file
5.27 +///\brief Header of the LEMON-CBC mip solver interface.
5.28 +///\ingroup lp_group
5.29 +
5.30 +#include <lemon/lp_base.h>
5.31 +
5.32 +class CoinModel;
5.33 +class OsiSolverInterface;
5.34 +class CbcModel;
5.35 +
5.36 +namespace lemon {
5.37 +
5.38 + /// \brief Interface for the CBC MIP solver
5.39 + ///
5.40 + /// This class implements an interface for the CBC MIP solver.
5.41 + ///\ingroup lp_group
5.42 + class CbcMip : public MipSolver {
5.43 + protected:
5.44 +
5.45 + CoinModel *_prob;
5.46 + OsiSolverInterface *_osi_solver;
5.47 + CbcModel *_cbc_model;
5.48 +
5.49 + public:
5.50 +
5.51 + /// \e
5.52 + CbcMip();
5.53 + /// \e
5.54 + CbcMip(const CbcMip&);
5.55 + /// \e
5.56 + ~CbcMip();
5.57 + /// \e
5.58 + virtual CbcMip* newSolver() const;
5.59 + /// \e
5.60 + virtual CbcMip* cloneSolver() const;
5.61 +
5.62 + protected:
5.63 +
5.64 + virtual const char* _solverName() const;
5.65 +
5.66 + virtual int _addCol();
5.67 + virtual int _addRow();
5.68 +
5.69 + virtual void _eraseCol(int i);
5.70 + virtual void _eraseRow(int i);
5.71 +
5.72 + virtual void _eraseColId(int i);
5.73 + virtual void _eraseRowId(int i);
5.74 +
5.75 + virtual void _getColName(int col, std::string& name) const;
5.76 + virtual void _setColName(int col, const std::string& name);
5.77 + virtual int _colByName(const std::string& name) const;
5.78 +
5.79 + virtual void _getRowName(int row, std::string& name) const;
5.80 + virtual void _setRowName(int row, const std::string& name);
5.81 + virtual int _rowByName(const std::string& name) const;
5.82 +
5.83 + virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e);
5.84 + virtual void _getRowCoeffs(int i, InsertIterator b) const;
5.85 +
5.86 + virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e);
5.87 + virtual void _getColCoeffs(int i, InsertIterator b) const;
5.88 +
5.89 + virtual void _setCoeff(int row, int col, Value value);
5.90 + virtual Value _getCoeff(int row, int col) const;
5.91 +
5.92 + virtual void _setColLowerBound(int i, Value value);
5.93 + virtual Value _getColLowerBound(int i) const;
5.94 + virtual void _setColUpperBound(int i, Value value);
5.95 + virtual Value _getColUpperBound(int i) const;
5.96 +
5.97 + virtual void _setRowLowerBound(int i, Value value);
5.98 + virtual Value _getRowLowerBound(int i) const;
5.99 + virtual void _setRowUpperBound(int i, Value value);
5.100 + virtual Value _getRowUpperBound(int i) const;
5.101 +
5.102 + virtual void _setObjCoeffs(ExprIterator b, ExprIterator e);
5.103 + virtual void _getObjCoeffs(InsertIterator b) const;
5.104 +
5.105 + virtual void _setObjCoeff(int i, Value obj_coef);
5.106 + virtual Value _getObjCoeff(int i) const;
5.107 +
5.108 + virtual void _setSense(Sense sense);
5.109 + virtual Sense _getSense() const;
5.110 +
5.111 + virtual ColTypes _getColType(int col) const;
5.112 + virtual void _setColType(int col, ColTypes col_type);
5.113 +
5.114 + virtual SolveExitStatus _solve();
5.115 + virtual ProblemType _getType() const;
5.116 + virtual Value _getSol(int i) const;
5.117 + virtual Value _getSolValue() const;
5.118 +
5.119 + virtual void _clear();
5.120 +
5.121 + public:
5.122 +
5.123 + ///Enum for \c messageLevel() parameter
5.124 + enum MessageLevel {
5.125 + /// no output (default value)
5.126 + MESSAGE_NO_OUTPUT = 0,
5.127 + /// error messages only
5.128 + MESSAGE_ERROR_MESSAGE = 1,
5.129 + /// normal output
5.130 + MESSAGE_NORMAL_OUTPUT = 2,
5.131 + /// full output (includes informational messages)
5.132 + MESSAGE_FULL_OUTPUT = 3
5.133 + };
5.134 +
5.135 + private:
5.136 +
5.137 + MessageLevel _message_level;
5.138 +
5.139 + public:
5.140 +
5.141 + ///Set the verbosity of the messages
5.142 +
5.143 + ///Set the verbosity of the messages
5.144 + ///
5.145 + ///\param m is the level of the messages output by the solver routines.
5.146 + void messageLevel(MessageLevel m);
5.147 +
5.148 +
5.149 + };
5.150 +
5.151 +}
5.152 +
5.153 +#endif
6.1 --- a/lemon/config.h.in Thu Apr 02 19:29:56 2009 +0200
6.2 +++ b/lemon/config.h.in Wed Apr 01 22:58:58 2009 +0200
6.3 @@ -18,3 +18,6 @@
6.4
6.5 /* Define to 1 if you have CLP */
6.6 #undef HAVE_CLP
6.7 +
6.8 +/* Define to 1 if you have CBC */
6.9 +#undef HAVE_CBC
7.1 --- /dev/null Thu Jan 01 00:00:00 1970 +0000
7.2 +++ b/m4/lx_check_cbc.m4 Wed Apr 01 22:58:58 2009 +0200
7.3 @@ -0,0 +1,73 @@
7.4 +AC_DEFUN([LX_CHECK_CBC],
7.5 +[
7.6 + AC_ARG_WITH([cbc],
7.7 +AS_HELP_STRING([--with-cbc@<:@=PREFIX@:>@], [search for CBC under PREFIX or under the default search paths if PREFIX is not given @<:@default@:>@])
7.8 +AS_HELP_STRING([--without-cbc], [disable checking for CBC]),
7.9 + [], [with_cbc=yes])
7.10 +
7.11 + AC_ARG_WITH([cbc-includedir],
7.12 +AS_HELP_STRING([--with-cbc-includedir=DIR], [search for CBC headers in DIR]),
7.13 + [], [with_cbc_includedir=no])
7.14 +
7.15 + AC_ARG_WITH([cbc-libdir],
7.16 +AS_HELP_STRING([--with-cbc-libdir=DIR], [search for CBC libraries in DIR]),
7.17 + [], [with_cbc_libdir=no])
7.18 +
7.19 + lx_cbc_found=no
7.20 + if test x"$with_cbc" != x"no"; then
7.21 + AC_MSG_CHECKING([for CBC])
7.22 +
7.23 + if test x"$with_cbc_includedir" != x"no"; then
7.24 + CBC_CXXFLAGS="-I$with_cbc_includedir"
7.25 + elif test x"$with_cbc" != x"yes"; then
7.26 + CBC_CXXFLAGS="-I$with_cbc/include"
7.27 + fi
7.28 +
7.29 + if test x"$with_cbc_libdir" != x"no"; then
7.30 + CBC_LDFLAGS="-L$with_cbc_libdir"
7.31 + elif test x"$with_cbc" != x"yes"; then
7.32 + CBC_LDFLAGS="-L$with_cbc/lib"
7.33 + fi
7.34 + CBC_LIBS="-lOsi -lCbc -lOsiCbc -lCbcSolver -lClp -lOsiClp -lCoinUtils -lVol -lOsiVol -lCgl -lm -llapack -lblas"
7.35 +
7.36 + lx_save_cxxflags="$CXXFLAGS"
7.37 + lx_save_ldflags="$LDFLAGS"
7.38 + lx_save_libs="$LIBS"
7.39 + CXXFLAGS="$CBC_CXXFLAGS"
7.40 + LDFLAGS="$CBC_LDFLAGS"
7.41 + LIBS="$CBC_LIBS"
7.42 +
7.43 + lx_cbc_test_prog='
7.44 + #include <coin/CbcModel.hpp>
7.45 +
7.46 + int main(int argc, char** argv)
7.47 + {
7.48 + CbcModel cbc;
7.49 + return 0;
7.50 + }'
7.51 +
7.52 + AC_LANG_PUSH(C++)
7.53 + AC_LINK_IFELSE([$lx_cbc_test_prog], [lx_cbc_found=yes], [lx_cbc_found=no])
7.54 + AC_LANG_POP(C++)
7.55 +
7.56 + CXXFLAGS="$lx_save_cxxflags"
7.57 + LDFLAGS="$lx_save_ldflags"
7.58 + LIBS="$lx_save_libs"
7.59 +
7.60 + if test x"$lx_cbc_found" = x"yes"; then
7.61 + AC_DEFINE([HAVE_CBC], [1], [Define to 1 if you have CBC.])
7.62 + lx_lp_found=yes
7.63 + AC_DEFINE([HAVE_LP], [1], [Define to 1 if you have any LP solver.])
7.64 + AC_MSG_RESULT([yes])
7.65 + else
7.66 + CBC_CXXFLAGS=""
7.67 + CBC_LDFLAGS=""
7.68 + CBC_LIBS=""
7.69 + AC_MSG_RESULT([no])
7.70 + fi
7.71 + fi
7.72 + CBC_LIBS="$CBC_LDFLAGS $CBC_LIBS"
7.73 + AC_SUBST(CBC_CXXFLAGS)
7.74 + AC_SUBST(CBC_LIBS)
7.75 + AM_CONDITIONAL([HAVE_CBC], [test x"$lx_cbc_found" = x"yes"])
7.76 +])
8.1 --- a/test/mip_test.cc Thu Apr 02 19:29:56 2009 +0200
8.2 +++ b/test/mip_test.cc Wed Apr 01 22:58:58 2009 +0200
8.3 @@ -18,7 +18,6 @@
8.4
8.5 #include "test_tools.h"
8.6
8.7 -
8.8 #ifdef HAVE_CONFIG_H
8.9 #include <lemon/config.h>
8.10 #endif
8.11 @@ -31,6 +30,10 @@
8.12 #include <lemon/glpk.h>
8.13 #endif
8.14
8.15 +#ifdef HAVE_CBC
8.16 +#include <lemon/cbc.h>
8.17 +#endif
8.18 +
8.19
8.20 using namespace lemon;
8.21
8.22 @@ -57,14 +60,13 @@
8.23
8.24 void aTest(MipSolver& mip)
8.25 {
8.26 - //The following example is very simple
8.27 + //The following example is very simple
8.28
8.29
8.30 typedef MipSolver::Row Row;
8.31 typedef MipSolver::Col Col;
8.32
8.33
8.34 -
8.35 Col x1 = mip.addCol();
8.36 Col x2 = mip.addCol();
8.37
8.38 @@ -74,23 +76,24 @@
8.39
8.40 mip.max();
8.41
8.42 -
8.43 //Unconstrained optimization
8.44 mip.solve();
8.45 //Check it out!
8.46
8.47 //Constraints
8.48 - mip.addRow(2*x1+x2 <=2);
8.49 - mip.addRow(x1-2*x2 <=0);
8.50 + mip.addRow(2 * x1 + x2 <= 2);
8.51 + Row y2 = mip.addRow(x1 - 2 * x2 <= 0);
8.52
8.53 //Nonnegativity of the variable x1
8.54 mip.colLowerBound(x1, 0);
8.55
8.56 +
8.57 //Maximization of x1
8.58 //over the triangle with vertices (0,0),(4/5,2/5),(0,2)
8.59 double expected_opt=4.0/5.0;
8.60 solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt);
8.61
8.62 +
8.63 //Restrict x2 to integer
8.64 mip.colType(x2,MipSolver::INTEGER);
8.65 expected_opt=1.0/2.0;
8.66 @@ -102,10 +105,15 @@
8.67 expected_opt=0;
8.68 solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt);
8.69
8.70 -
8.71 + //Erase a variable
8.72 + mip.erase(x2);
8.73 + mip.rowUpperBound(y2, 8);
8.74 + expected_opt=1;
8.75 + solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt);
8.76
8.77 }
8.78
8.79 +
8.80 template<class MIP>
8.81 void cloneTest()
8.82 {
8.83 @@ -144,6 +152,14 @@
8.84 }
8.85 #endif
8.86
8.87 +#ifdef HAVE_CBC
8.88 + {
8.89 + CbcMip mip1;
8.90 + aTest(mip1);
8.91 + cloneTest<CbcMip>();
8.92 + }
8.93 +#endif
8.94 +
8.95 return 0;
8.96
8.97 }