COIN-OR::LEMON - Graph Library

source: lemon-0.x/lemon/lp_base.h @ 1508:389a94a1d9eb

Last change on this file since 1508:389a94a1d9eb was 1508:389a94a1d9eb, checked in by athos, 19 years ago

cplex test included

File size: 34.3 KB
Line 
1/* -*- C++ -*-
2 * lemon/lp_base.h - Part of LEMON, a generic C++ optimization library
3 *
4 * Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
5 * (Egervary Research Group on Combinatorial Optimization, EGRES).
6 *
7 * Permission to use, modify and distribute this software is granted
8 * provided that this copyright notice appears in all copies. For
9 * precise terms see the accompanying LICENSE file.
10 *
11 * This software is provided "AS IS" with no warranty of any kind,
12 * express or implied, and with no claim as to its suitability for any
13 * purpose.
14 *
15 */
16
17#ifndef LEMON_LP_BASE_H
18#define LEMON_LP_BASE_H
19
20#include<vector>
21#include<map>
22#include<limits>
23#include<cmath>
24
25#include<lemon/utility.h>
26#include<lemon/error.h>
27#include<lemon/invalid.h>
28
29//#include"lin_expr.h"
30
31///\file
32///\brief The interface of the LP solver interface.
33///\ingroup gen_opt_group
34namespace lemon {
35 
36  ///Internal data structure to convert floating id's to fix one's
37   
38  ///\todo This might be implemented to be also usable in other places.
39  class _FixId
40  {
41    std::vector<int> index;
42    std::vector<int> cross;
43    int first_free;
44  public:
45    _FixId() : first_free(-1) {};
46    ///Convert a floating id to a fix one
47
48    ///\param n is a floating id
49    ///\return the corresponding fix id
50    int fixId(int n) const {return cross[n];}
51    ///Convert a fix id to a floating one
52
53    ///\param n is a fix id
54    ///\return the corresponding floating id
55    int floatingId(int n) const { return index[n];}
56    ///Add a new floating id.
57
58    ///\param n is a floating id
59    ///\return the fix id of the new value
60    ///\todo Multiple additions should also be handled.
61    int insert(int n)
62    {
63      if(n>=int(cross.size())) {
64        cross.resize(n+1);
65        if(first_free==-1) {
66          cross[n]=index.size();
67          index.push_back(n);
68        }
69        else {
70          cross[n]=first_free;
71          int next=index[first_free];
72          index[first_free]=n;
73          first_free=next;
74        }
75        return cross[n];
76      }
77      ///\todo Create an own exception type.
78      else throw LogicError(); //floatingId-s must form a continuous range;
79    }
80    ///Remove a fix id.
81
82    ///\param n is a fix id
83    ///
84    void erase(int n)
85    {
86      int fl=index[n];
87      index[n]=first_free;
88      first_free=n;
89      for(int i=fl+1;i<int(cross.size());++i) {
90        cross[i-1]=cross[i];
91        index[cross[i]]--;
92      }
93      cross.pop_back();
94    }
95    ///An upper bound on the largest fix id.
96
97    ///\todo Do we need this?
98    ///
99    std::size_t maxFixId() { return cross.size()-1; }
100 
101  };
102   
103  ///Common base class for LP solvers
104 
105  ///\todo Much more docs
106  ///\ingroup gen_opt_group
107  class LpSolverBase {
108
109  public:
110
111    ///Possible outcomes of an LP solving procedure
112    enum SolveExitStatus {
113      ///This means that the problem has been successfully solved: either
114      ///an optimal solution has been found or infeasibility/unboundedness
115      ///has been proved.
116      SOLVED = 0,
117      ///Any other case (including the case when some user specified limit has been exceeded)
118      UNSOLVED = 1
119    };
120     
121      ///\e
122    enum SolutionStatus {
123      ///Feasible solution has'n been found (but may exist).
124
125      ///\todo NOTFOUND might be a better name.
126      ///
127      UNDEFINED = 0,
128      ///The problem has no feasible solution
129      INFEASIBLE = 1,
130      ///Feasible solution found
131      FEASIBLE = 2,
132      ///Optimal solution exists and found
133      OPTIMAL = 3,
134      ///The cost function is unbounded
135
136      ///\todo Give a feasible solution and an infinite ray (and the
137      ///corresponding bases)
138      INFINITE = 4
139    };
140
141      ///\e The type of the investigated LP problem
142      enum ProblemTypes {
143          ///Primal-dual feasible
144          PRIMAL_DUAL_FEASIBLE = 0,
145          ///Primal feasible dual infeasible
146          PRIMAL_FEASIBLE_DUAL_INFEASIBLE = 1,
147          ///Primal infeasible dual feasible
148          PRIMAL_INFEASIBLE_DUAL_FEASIBLE = 2,
149          ///Primal-dual infeasible
150          PRIMAL_DUAL_INFEASIBLE = 3,
151          ///Could not determine so far
152          UNKNOWN = 4
153      };
154
155    ///The floating point type used by the solver
156    typedef double Value;
157    ///The infinity constant
158    static const Value INF;
159    ///The not a number constant
160    static const Value NaN;
161   
162    ///Refer to a column of the LP.
163
164    ///This type is used to refer to a column of the LP.
165    ///
166    ///Its value remains valid and correct even after the addition or erase of
167    ///other columns.
168    ///
169    ///\todo Document what can one do with a Col (INVALID, comparing,
170    ///it is similar to Node/Edge)
171    class Col {
172    protected:
173      int id;
174      friend class LpSolverBase;
175    public:
176      typedef Value ExprValue;
177      typedef True LpSolverCol;
178      Col() {}
179      Col(const Invalid&) : id(-1) {}
180      bool operator<(Col c) const  {return id<c.id;}
181      bool operator==(Col c) const  {return id==c.id;}
182      bool operator!=(Col c) const  {return id==c.id;}
183    };
184
185    ///Refer to a row of the LP.
186
187    ///This type is used to refer to a row of the LP.
188    ///
189    ///Its value remains valid and correct even after the addition or erase of
190    ///other rows.
191    ///
192    ///\todo Document what can one do with a Row (INVALID, comparing,
193    ///it is similar to Node/Edge)
194    class Row {
195    protected:
196      int id;
197      friend class LpSolverBase;
198    public:
199      typedef Value ExprValue;
200      typedef True LpSolverRow;
201      Row() {}
202      Row(const Invalid&) : id(-1) {}
203
204      bool operator<(Row c) const  {return id<c.id;}
205      bool operator==(Row c) const  {return id==c.id;}
206      bool operator!=(Row c) const  {return id==c.id;}
207   };
208   
209    ///Linear expression of variables and a constant component
210   
211    ///This data structure strores a linear expression of the variables
212    ///(\ref Col "Col"s) and also has a constant component.
213    ///
214    ///There are several ways to access and modify the contents of this
215    ///container.
216    ///- Its it fully compatible with \c std::map<Col,double>, so for expamle
217    ///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can
218    ///read and modify the coefficients like
219    ///these.
220    ///\code
221    ///e[v]=5;
222    ///e[v]+=12;
223    ///e.erase(v);
224    ///\endcode
225    ///or you can also iterate through its elements.
226    ///\code
227    ///double s=0;
228    ///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i)
229    ///  s+=i->second;
230    ///\endcode
231    ///(This code computes the sum of all coefficients).
232    ///- Numbers (<tt>double</tt>'s)
233    ///and variables (\ref Col "Col"s) directly convert to an
234    ///\ref Expr and the usual linear operations are defined so 
235    ///\code
236    ///v+w
237    ///2*v-3.12*(v-w/2)+2
238    ///v*2.1+(3*v+(v*12+w+6)*3)/2
239    ///\endcode
240    ///are valid \ref Expr "Expr"essions.
241    ///The usual assignment operations are also defined.
242    ///\code
243    ///e=v+w;
244    ///e+=2*v-3.12*(v-w/2)+2;
245    ///e*=3.4;
246    ///e/=5;
247    ///\endcode
248    ///- The constant member can be set and read by \ref constComp()
249    ///\code
250    ///e.constComp()=12;
251    ///double c=e.constComp();
252    ///\endcode
253    ///
254    ///\note \ref clear() not only sets all coefficients to 0 but also
255    ///clears the constant components.
256    ///
257    ///\sa Constr
258    ///
259    class Expr : public std::map<Col,Value>
260    {
261    public:
262      typedef LpSolverBase::Col Key;
263      typedef LpSolverBase::Value Value;
264     
265    protected:
266      typedef std::map<Col,Value> Base;
267     
268      Value const_comp;
269  public:
270      typedef True IsLinExpression;
271      ///\e
272      Expr() : Base(), const_comp(0) { }
273      ///\e
274      Expr(const Key &v) : const_comp(0) {
275        Base::insert(std::make_pair(v, 1));
276      }
277      ///\e
278      Expr(const Value &v) : const_comp(v) {}
279      ///\e
280      void set(const Key &v,const Value &c) {
281        Base::insert(std::make_pair(v, c));
282      }
283      ///\e
284      Value &constComp() { return const_comp; }
285      ///\e
286      const Value &constComp() const { return const_comp; }
287     
288      ///Removes the components with zero coefficient.
289      void simplify() {
290        for (Base::iterator i=Base::begin(); i!=Base::end();) {
291          Base::iterator j=i;
292          ++j;
293          if ((*i).second==0) Base::erase(i);
294          j=i;
295        }
296      }
297
298      ///Sets all coefficients and the constant component to 0.
299      void clear() {
300        Base::clear();
301        const_comp=0;
302      }
303
304      ///\e
305      Expr &operator+=(const Expr &e) {
306        for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
307          (*this)[j->first]+=j->second;
308        ///\todo it might be speeded up using "hints"
309        const_comp+=e.const_comp;
310        return *this;
311      }
312      ///\e
313      Expr &operator-=(const Expr &e) {
314        for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
315          (*this)[j->first]-=j->second;
316        const_comp-=e.const_comp;
317        return *this;
318      }
319      ///\e
320      Expr &operator*=(const Value &c) {
321        for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
322          j->second*=c;
323        const_comp*=c;
324        return *this;
325      }
326      ///\e
327      Expr &operator/=(const Value &c) {
328        for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
329          j->second/=c;
330        const_comp/=c;
331        return *this;
332      }
333    };
334   
335    ///Linear constraint
336
337    ///This data stucture represents a linear constraint in the LP.
338    ///Basically it is a linear expression with a lower or an upper bound
339    ///(or both). These parts of the constraint can be obtained by the member
340    ///functions \ref expr(), \ref lowerBound() and \ref upperBound(),
341    ///respectively.
342    ///There are two ways to construct a constraint.
343    ///- You can set the linear expression and the bounds directly
344    ///  by the functions above.
345    ///- The operators <tt>\<=</tt>, <tt>==</tt> and  <tt>\>=</tt>
346    ///  are defined between expressions, or even between constraints whenever
347    ///  it makes sense. Therefore if \c e and \c f are linear expressions and
348    ///  \c s and \c t are numbers, then the followings are valid expressions
349    ///  and thus they can be used directly e.g. in \ref addRow() whenever
350    ///  it makes sense.
351    ///  \code
352    ///  e<=s
353    ///  e<=f
354    ///  s<=e<=t
355    ///  e>=t
356    ///  \endcode
357    ///\warning The validity of a constraint is checked only at run time, so
358    ///e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will compile, but will throw a
359    ///\ref LogicError exception.
360    class Constr
361    {
362    public:
363      typedef LpSolverBase::Expr Expr;
364      typedef Expr::Key Key;
365      typedef Expr::Value Value;
366     
367//       static const Value INF;
368//       static const Value NaN;
369
370    protected:
371      Expr _expr;
372      Value _lb,_ub;
373    public:
374      ///\e
375      Constr() : _expr(), _lb(NaN), _ub(NaN) {}
376      ///\e
377      Constr(Value lb,const Expr &e,Value ub) :
378        _expr(e), _lb(lb), _ub(ub) {}
379      ///\e
380      Constr(const Expr &e,Value ub) :
381        _expr(e), _lb(NaN), _ub(ub) {}
382      ///\e
383      Constr(Value lb,const Expr &e) :
384        _expr(e), _lb(lb), _ub(NaN) {}
385      ///\e
386      Constr(const Expr &e) :
387        _expr(e), _lb(NaN), _ub(NaN) {}
388      ///\e
389      void clear()
390      {
391        _expr.clear();
392        _lb=_ub=NaN;
393      }
394
395      ///Reference to the linear expression
396      Expr &expr() { return _expr; }
397      ///Cont reference to the linear expression
398      const Expr &expr() const { return _expr; }
399      ///Reference to the lower bound.
400
401      ///\return
402      ///- -\ref INF: the constraint is lower unbounded.
403      ///- -\ref NaN: lower bound has not been set.
404      ///- finite number: the lower bound
405      Value &lowerBound() { return _lb; }
406      ///The const version of \ref lowerBound()
407      const Value &lowerBound() const { return _lb; }
408      ///Reference to the upper bound.
409
410      ///\return
411      ///- -\ref INF: the constraint is upper unbounded.
412      ///- -\ref NaN: upper bound has not been set.
413      ///- finite number: the upper bound
414      Value &upperBound() { return _ub; }
415      ///The const version of \ref upperBound()
416      const Value &upperBound() const { return _ub; }
417      ///Is the constraint lower bounded?
418      bool lowerBounded() const {
419        using namespace std;
420        return finite(_lb);
421      }
422      ///Is the constraint upper bounded?
423      bool upperBounded() const {
424        using namespace std;
425        return finite(_ub);
426      }
427    };
428   
429    ///Linear expression of rows
430   
431    ///This data structure represents a column of the matrix,
432    ///thas is it strores a linear expression of the dual variables
433    ///(\ref Row "Row"s).
434    ///
435    ///There are several ways to access and modify the contents of this
436    ///container.
437    ///- Its it fully compatible with \c std::map<Row,double>, so for expamle
438    ///if \c e is an DualExpr and \c v
439    ///and \c w are of type \ref Row, then you can
440    ///read and modify the coefficients like
441    ///these.
442    ///\code
443    ///e[v]=5;
444    ///e[v]+=12;
445    ///e.erase(v);
446    ///\endcode
447    ///or you can also iterate through its elements.
448    ///\code
449    ///double s=0;
450    ///for(LpSolverBase::DualExpr::iterator i=e.begin();i!=e.end();++i)
451    ///  s+=i->second;
452    ///\endcode
453    ///(This code computes the sum of all coefficients).
454    ///- Numbers (<tt>double</tt>'s)
455    ///and variables (\ref Row "Row"s) directly convert to an
456    ///\ref DualExpr and the usual linear operations are defined so 
457    ///\code
458    ///v+w
459    ///2*v-3.12*(v-w/2)
460    ///v*2.1+(3*v+(v*12+w)*3)/2
461    ///\endcode
462    ///are valid \ref DualExpr "DualExpr"essions.
463    ///The usual assignment operations are also defined.
464    ///\code
465    ///e=v+w;
466    ///e+=2*v-3.12*(v-w/2);
467    ///e*=3.4;
468    ///e/=5;
469    ///\endcode
470    ///
471    ///\sa Expr
472    ///
473    class DualExpr : public std::map<Row,Value>
474    {
475    public:
476      typedef LpSolverBase::Row Key;
477      typedef LpSolverBase::Value Value;
478     
479    protected:
480      typedef std::map<Row,Value> Base;
481     
482    public:
483      typedef True IsLinExpression;
484      ///\e
485      DualExpr() : Base() { }
486      ///\e
487      DualExpr(const Key &v) {
488        Base::insert(std::make_pair(v, 1));
489      }
490      ///\e
491      void set(const Key &v,const Value &c) {
492        Base::insert(std::make_pair(v, c));
493      }
494     
495      ///Removes the components with zero coefficient.
496      void simplify() {
497        for (Base::iterator i=Base::begin(); i!=Base::end();) {
498          Base::iterator j=i;
499          ++j;
500          if ((*i).second==0) Base::erase(i);
501          j=i;
502        }
503      }
504
505      ///Sets all coefficients to 0.
506      void clear() {
507        Base::clear();
508      }
509
510      ///\e
511      DualExpr &operator+=(const DualExpr &e) {
512        for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
513          (*this)[j->first]+=j->second;
514        ///\todo it might be speeded up using "hints"
515        return *this;
516      }
517      ///\e
518      DualExpr &operator-=(const DualExpr &e) {
519        for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
520          (*this)[j->first]-=j->second;
521        return *this;
522      }
523      ///\e
524      DualExpr &operator*=(const Value &c) {
525        for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
526          j->second*=c;
527        return *this;
528      }
529      ///\e
530      DualExpr &operator/=(const Value &c) {
531        for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
532          j->second/=c;
533        return *this;
534      }
535    };
536   
537
538  protected:
539    _FixId rows;
540    _FixId cols;
541
542    //Abstract virtual functions
543    virtual LpSolverBase &_newLp() = 0;
544    virtual LpSolverBase &_copyLp(){
545      ///\todo This should be implemented here, too,  when we have problem retrieving routines. It can be overriden.
546
547      //Starting:
548      LpSolverBase & newlp(_newLp());
549      return newlp;
550      //return *(LpSolverBase*)0;
551    };
552
553    virtual int _addCol() = 0;
554    virtual int _addRow() = 0;
555    virtual void _setRowCoeffs(int i,
556                               int length,
557                               int  const * indices,
558                               Value  const * values ) = 0;
559    virtual void _setColCoeffs(int i,
560                               int length,
561                               int  const * indices,
562                               Value  const * values ) = 0;
563    virtual void _setCoeff(int row, int col, Value value) = 0;
564    virtual void _setColLowerBound(int i, Value value) = 0;
565    virtual void _setColUpperBound(int i, Value value) = 0;
566//     virtual void _setRowLowerBound(int i, Value value) = 0;
567//     virtual void _setRowUpperBound(int i, Value value) = 0;
568    virtual void _setRowBounds(int i, Value lower, Value upper) = 0;
569    virtual void _setObjCoeff(int i, Value obj_coef) = 0;
570    virtual void _clearObj()=0;
571//     virtual void _setObj(int length,
572//                          int  const * indices,
573//                          Value  const * values ) = 0;
574    virtual SolveExitStatus _solve() = 0;
575    virtual Value _getPrimal(int i) = 0;
576    virtual Value _getPrimalValue() = 0;
577    virtual SolutionStatus _getPrimalStatus() = 0;
578    virtual SolutionStatus _getDualStatus() = 0;
579    ///\todo This could be implemented here, too, using _getPrimalStatus() and
580    ///_getDualStatus()
581    virtual ProblemTypes _getProblemType() = 0;
582
583    virtual void _setMax() = 0;
584    virtual void _setMin() = 0;
585   
586    //Own protected stuff
587   
588    //Constant component of the objective function
589    Value obj_const_comp;
590   
591
592
593   
594  public:
595
596    ///\e
597    LpSolverBase() : obj_const_comp(0) {}
598
599    ///\e
600    virtual ~LpSolverBase() {}
601
602    ///Creates a new LP problem
603    LpSolverBase &newLp() {return _newLp();}
604    ///Makes a copy of the LP problem
605    LpSolverBase &copyLp() {return _copyLp();}
606   
607    ///\name Build up and modify of the LP
608
609    ///@{
610
611    ///Add a new empty column (i.e a new variable) to the LP
612    Col addCol() { Col c; c.id=cols.insert(_addCol()); return c;}
613
614    ///\brief Adds several new columns
615    ///(i.e a variables) at once
616    ///
617    ///This magic function takes a container as its argument
618    ///and fills its elements
619    ///with new columns (i.e. variables)
620    ///\param t can be
621    ///- a standard STL compatible iterable container with
622    ///\ref Col as its \c values_type
623    ///like
624    ///\code
625    ///std::vector<LpSolverBase::Col>
626    ///std::list<LpSolverBase::Col>
627    ///\endcode
628    ///- a standard STL compatible iterable container with
629    ///\ref Col as its \c mapped_type
630    ///like
631    ///\code
632    ///std::map<AnyType,LpSolverBase::Col>
633    ///\endcode
634    ///- an iterable lemon \ref concept::WriteMap "write map" like
635    ///\code
636    ///ListGraph::NodeMap<LpSolverBase::Col>
637    ///ListGraph::EdgeMap<LpSolverBase::Col>
638    ///\endcode
639    ///\return The number of the created column.
640#ifdef DOXYGEN
641    template<class T>
642    int addColSet(T &t) { return 0;}
643#else
644    template<class T>
645    typename enable_if<typename T::value_type::LpSolverCol,int>::type
646    addColSet(T &t,dummy<0> = 0) {
647      int s=0;
648      for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;}
649      return s;
650    }
651    template<class T>
652    typename enable_if<typename T::value_type::second_type::LpSolverCol,
653                       int>::type
654    addColSet(T &t,dummy<1> = 1) {
655      int s=0;
656      for(typename T::iterator i=t.begin();i!=t.end();++i) {
657        i->second=addCol();
658        s++;
659      }
660      return s;
661    }
662    template<class T>
663    typename enable_if<typename T::ValueSet::value_type::LpSolverCol,
664                       int>::type
665    addColSet(T &t,dummy<2> = 2) {
666      ///\bug <tt>return addColSet(t.valueSet());</tt> should also work.
667      int s=0;
668      for(typename T::ValueSet::iterator i=t.valueSet().begin();
669          i!=t.valueSet().end();
670          ++i)
671        {
672          *i=addCol();
673          s++;
674        }
675      return s;
676    }
677#endif
678
679    ///Set a column (i.e a dual constraint) of the LP
680
681    ///\param c is the column to be modified
682    ///\param e is a dual linear expression (see \ref DualExpr)
683    ///\bug This is a temportary function. The interface will change to
684    ///a better one.
685    void setCol(Col c,const DualExpr &e) {
686      std::vector<int> indices;
687      std::vector<Value> values;
688      indices.push_back(0);
689      values.push_back(0);
690      for(DualExpr::const_iterator i=e.begin(); i!=e.end(); ++i)
691        if((*i).second!=0) { ///\bug EPSILON would be necessary here!!!
692          indices.push_back(cols.floatingId((*i).first.id));
693          values.push_back((*i).second);
694        }
695      _setColCoeffs(cols.floatingId(c.id),indices.size()-1,
696                    &indices[0],&values[0]);
697    }
698
699    ///Add a new column to the LP
700
701    ///\param e is a dual linear expression (see \ref DualExpr)
702    ///\param obj is the corresponding component of the objective
703    ///function. It is 0 by default.
704    ///\return The created column.
705    ///\bug This is a temportary function. The interface will change to
706    ///a better one.
707    Col addCol(const DualExpr &e, Value obj=0) {
708      Col c=addCol();
709      setCol(c,e);
710      objCoeff(c,obj);
711      return c;
712    }
713
714    ///Add a new empty row (i.e a new constraint) to the LP
715
716    ///This function adds a new empty row (i.e a new constraint) to the LP.
717    ///\return The created row
718    Row addRow() { Row r; r.id=rows.insert(_addRow()); return r;}
719
720    ///\brief Adds several new row
721    ///(i.e a variables) at once
722    ///
723    ///This magic function takes a container as its argument
724    ///and fills its elements
725    ///with new row (i.e. variables)
726    ///\param t can be
727    ///- a standard STL compatible iterable container with
728    ///\ref Row as its \c values_type
729    ///like
730    ///\code
731    ///std::vector<LpSolverBase::Row>
732    ///std::list<LpSolverBase::Row>
733    ///\endcode
734    ///- a standard STL compatible iterable container with
735    ///\ref Row as its \c mapped_type
736    ///like
737    ///\code
738    ///std::map<AnyType,LpSolverBase::Row>
739    ///\endcode
740    ///- an iterable lemon \ref concept::WriteMap "write map" like
741    ///\code
742    ///ListGraph::NodeMap<LpSolverBase::Row>
743    ///ListGraph::EdgeMap<LpSolverBase::Row>
744    ///\endcode
745    ///\return The number of rows created.
746#ifdef DOXYGEN
747    template<class T>
748    int addRowSet(T &t) { return 0;}
749#else
750    template<class T>
751    typename enable_if<typename T::value_type::LpSolverRow,int>::type
752    addRowSet(T &t,dummy<0> = 0) {
753      int s=0;
754      for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;}
755      return s;
756    }
757    template<class T>
758    typename enable_if<typename T::value_type::second_type::LpSolverRow,
759                       int>::type
760    addRowSet(T &t,dummy<1> = 1) {
761      int s=0;
762      for(typename T::iterator i=t.begin();i!=t.end();++i) {
763        i->second=addRow();
764        s++;
765      }
766      return s;
767    }
768    template<class T>
769    typename enable_if<typename T::ValueSet::value_type::LpSolverRow,
770                       int>::type
771    addRowSet(T &t,dummy<2> = 2) {
772      ///\bug <tt>return addRowSet(t.valueSet());</tt> should also work.
773      int s=0;
774      for(typename T::ValueSet::iterator i=t.valueSet().begin();
775          i!=t.valueSet().end();
776          ++i)
777        {
778          *i=addRow();
779          s++;
780        }
781      return s;
782    }
783#endif
784
785    ///Set a row (i.e a constraint) of the LP
786
787    ///\param r is the row to be modified
788    ///\param l is lower bound (-\ref INF means no bound)
789    ///\param e is a linear expression (see \ref Expr)
790    ///\param u is the upper bound (\ref INF means no bound)
791    ///\bug This is a temportary function. The interface will change to
792    ///a better one.
793    ///\todo Option to control whether a constraint with a single variable is
794    ///added or not.
795    void setRow(Row r, Value l,const Expr &e, Value u) {
796      std::vector<int> indices;
797      std::vector<Value> values;
798      indices.push_back(0);
799      values.push_back(0);
800      for(Expr::const_iterator i=e.begin(); i!=e.end(); ++i)
801        if((*i).second!=0) { ///\bug EPSILON would be necessary here!!!
802          indices.push_back(cols.floatingId((*i).first.id));
803          values.push_back((*i).second);
804        }
805      _setRowCoeffs(rows.floatingId(r.id),indices.size()-1,
806                    &indices[0],&values[0]);
807//       _setRowLowerBound(rows.floatingId(r.id),l-e.constComp());
808//       _setRowUpperBound(rows.floatingId(r.id),u-e.constComp());
809       _setRowBounds(rows.floatingId(r.id),l-e.constComp(),u-e.constComp());
810    }
811
812    ///Set a row (i.e a constraint) of the LP
813
814    ///\param r is the row to be modified
815    ///\param c is a linear expression (see \ref Constr)
816    void setRow(Row r, const Constr &c) {
817      setRow(r,
818             c.lowerBounded()?c.lowerBound():-INF,
819             c.expr(),
820             c.upperBounded()?c.upperBound():INF);
821    }
822
823    ///Add a new row (i.e a new constraint) to the LP
824
825    ///\param l is the lower bound (-\ref INF means no bound)
826    ///\param e is a linear expression (see \ref Expr)
827    ///\param u is the upper bound (\ref INF means no bound)
828    ///\return The created row.
829    ///\bug This is a temportary function. The interface will change to
830    ///a better one.
831    Row addRow(Value l,const Expr &e, Value u) {
832      Row r=addRow();
833      setRow(r,l,e,u);
834      return r;
835    }
836
837    ///Add a new row (i.e a new constraint) to the LP
838
839    ///\param c is a linear expression (see \ref Constr)
840    ///\return The created row.
841    Row addRow(const Constr &c) {
842      Row r=addRow();
843      setRow(r,c);
844      return r;
845    }
846
847    ///Set an element of the coefficient matrix of the LP
848
849    ///\param r is the row of the element to be modified
850    ///\param c is the coloumn of the element to be modified
851    ///\param val is the new value of the coefficient
852    void setCoeff(Row r, Col c, Value val){
853      _setCoeff(rows.floatingId(r.id),cols.floatingId(c.id), val);
854    }
855
856    /// Set the lower bound of a column (i.e a variable)
857
858    /// The upper bound of a variable (column) has to be given by an
859    /// extended number of type Value, i.e. a finite number of type
860    /// Value or -\ref INF.
861    void colLowerBound(Col c, Value value) {
862      _setColLowerBound(cols.floatingId(c.id),value);
863    }
864    /// Set the upper bound of a column (i.e a variable)
865
866    /// The upper bound of a variable (column) has to be given by an
867    /// extended number of type Value, i.e. a finite number of type
868    /// Value or \ref INF.
869    void colUpperBound(Col c, Value value) {
870      _setColUpperBound(cols.floatingId(c.id),value);
871    };
872    /// Set the lower and the upper bounds of a column (i.e a variable)
873
874    /// The lower and the upper bounds of
875    /// a variable (column) have to be given by an
876    /// extended number of type Value, i.e. a finite number of type
877    /// Value, -\ref INF or \ref INF.
878    void colBounds(Col c, Value lower, Value upper) {
879      _setColLowerBound(cols.floatingId(c.id),lower);
880      _setColUpperBound(cols.floatingId(c.id),upper);
881    }
882   
883//     /// Set the lower bound of a row (i.e a constraint)
884
885//     /// The lower bound of a linear expression (row) has to be given by an
886//     /// extended number of type Value, i.e. a finite number of type
887//     /// Value or -\ref INF.
888//     void rowLowerBound(Row r, Value value) {
889//       _setRowLowerBound(rows.floatingId(r.id),value);
890//     };
891//     /// Set the upper bound of a row (i.e a constraint)
892
893//     /// The upper bound of a linear expression (row) has to be given by an
894//     /// extended number of type Value, i.e. a finite number of type
895//     /// Value or \ref INF.
896//     void rowUpperBound(Row r, Value value) {
897//       _setRowUpperBound(rows.floatingId(r.id),value);
898//     };
899
900    /// Set the lower and the upper bounds of a row (i.e a constraint)
901
902    /// The lower and the upper bounds of
903    /// a constraint (row) have to be given by an
904    /// extended number of type Value, i.e. a finite number of type
905    /// Value, -\ref INF or \ref INF.
906    void rowBounds(Row c, Value lower, Value upper) {
907      _setRowBounds(rows.floatingId(c.id),lower, upper);
908      // _setRowUpperBound(rows.floatingId(c.id),upper);
909    }
910   
911    ///Set an element of the objective function
912    void objCoeff(Col c, Value v) {_setObjCoeff(cols.floatingId(c.id),v); };
913    ///Set the objective function
914   
915    ///\param e is a linear expression of type \ref Expr.
916    ///\bug The previous objective function is not cleared!
917    void setObj(Expr e) {
918      _clearObj();
919      for (Expr::iterator i=e.begin(); i!=e.end(); ++i)
920        objCoeff((*i).first,(*i).second);
921      obj_const_comp=e.constComp();
922    }
923
924    ///Maximize
925    void max() { _setMax(); }
926    ///Minimize
927    void min() { _setMin(); }
928
929   
930    ///@}
931
932
933    ///\name Solve the LP
934
935    ///@{
936
937    ///\e Solve the LP problem at hand
938    ///
939    ///\return The result of the optimization procedure. Possible values and their meanings can be found in the documentation of \ref SolveExitStatus.
940    ///
941    ///\todo Which method is used to solve the problem
942    SolveExitStatus solve() { return _solve(); }
943   
944    ///@}
945   
946    ///\name Obtain the solution
947
948    ///@{
949
950    /// The status of the primal problem (the original LP problem)
951    SolutionStatus primalStatus() {
952      return _getPrimalStatus();
953    }
954
955    /// The status of the dual (of the original LP) problem
956    SolutionStatus dualStatus() {
957      return _getDualStatus();
958    }
959
960    ///The type of the original LP problem
961    ProblemTypes problemType() {
962      return _getProblemType();
963    }
964
965    ///\e
966    Value primal(Col c) { return _getPrimal(cols.floatingId(c.id)); }
967
968    ///\e
969
970    ///\return
971    ///- \ref INF or -\ref INF means either infeasibility or unboundedness
972    /// of the primal problem, depending on whether we minimize or maximize.
973    ///- \ref NaN if no primal solution is found.
974    ///- The (finite) objective value if an optimal solution is found.
975    Value primalValue() { return _getPrimalValue()+obj_const_comp;}
976    ///@}
977   
978  }; 
979
980  ///\e
981 
982  ///\relates LpSolverBase::Expr
983  ///
984  inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a,
985                                      const LpSolverBase::Expr &b)
986  {
987    LpSolverBase::Expr tmp(a);
988    tmp+=b; ///\todo Doesn't STL have some special 'merge' algorithm?
989    return tmp;
990  }
991  ///\e
992 
993  ///\relates LpSolverBase::Expr
994  ///
995  inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a,
996                                      const LpSolverBase::Expr &b)
997  {
998    LpSolverBase::Expr tmp(a);
999    tmp-=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1000    return tmp;
1001  }
1002  ///\e
1003 
1004  ///\relates LpSolverBase::Expr
1005  ///
1006  inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a,
1007                                      const LpSolverBase::Value &b)
1008  {
1009    LpSolverBase::Expr tmp(a);
1010    tmp*=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1011    return tmp;
1012  }
1013 
1014  ///\e
1015 
1016  ///\relates LpSolverBase::Expr
1017  ///
1018  inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a,
1019                                      const LpSolverBase::Expr &b)
1020  {
1021    LpSolverBase::Expr tmp(b);
1022    tmp*=a; ///\todo Doesn't STL have some special 'merge' algorithm?
1023    return tmp;
1024  }
1025  ///\e
1026 
1027  ///\relates LpSolverBase::Expr
1028  ///
1029  inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a,
1030                                      const LpSolverBase::Value &b)
1031  {
1032    LpSolverBase::Expr tmp(a);
1033    tmp/=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1034    return tmp;
1035  }
1036 
1037  ///\e
1038 
1039  ///\relates LpSolverBase::Constr
1040  ///
1041  inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e,
1042                                         const LpSolverBase::Expr &f)
1043  {
1044    return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0);
1045  }
1046
1047  ///\e
1048 
1049  ///\relates LpSolverBase::Constr
1050  ///
1051  inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e,
1052                                         const LpSolverBase::Expr &f)
1053  {
1054    return LpSolverBase::Constr(e,f);
1055  }
1056
1057  ///\e
1058 
1059  ///\relates LpSolverBase::Constr
1060  ///
1061  inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e,
1062                                         const LpSolverBase::Value &f)
1063  {
1064    return LpSolverBase::Constr(e,f);
1065  }
1066
1067  ///\e
1068 
1069  ///\relates LpSolverBase::Constr
1070  ///
1071  inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e,
1072                                         const LpSolverBase::Expr &f)
1073  {
1074    return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0);
1075  }
1076
1077
1078  ///\e
1079 
1080  ///\relates LpSolverBase::Constr
1081  ///
1082  inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e,
1083                                         const LpSolverBase::Expr &f)
1084  {
1085    return LpSolverBase::Constr(f,e);
1086  }
1087
1088
1089  ///\e
1090 
1091  ///\relates LpSolverBase::Constr
1092  ///
1093  inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e,
1094                                         const LpSolverBase::Value &f)
1095  {
1096    return LpSolverBase::Constr(f,e);
1097  }
1098
1099  ///\e
1100 
1101  ///\relates LpSolverBase::Constr
1102  ///
1103  inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e,
1104                                         const LpSolverBase::Expr &f)
1105  {
1106    return LpSolverBase::Constr(0,e-f,0);
1107  }
1108
1109  ///\e
1110 
1111  ///\relates LpSolverBase::Constr
1112  ///
1113  inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n,
1114                                         const LpSolverBase::Constr&c)
1115  {
1116    LpSolverBase::Constr tmp(c);
1117    ///\todo Create an own exception type.
1118    if(!isnan(tmp.lowerBound())) throw LogicError();
1119    else tmp.lowerBound()=n;
1120    return tmp;
1121  }
1122  ///\e
1123 
1124  ///\relates LpSolverBase::Constr
1125  ///
1126  inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c,
1127                                         const LpSolverBase::Value &n)
1128  {
1129    LpSolverBase::Constr tmp(c);
1130    ///\todo Create an own exception type.
1131    if(!isnan(tmp.upperBound())) throw LogicError();
1132    else tmp.upperBound()=n;
1133    return tmp;
1134  }
1135
1136  ///\e
1137 
1138  ///\relates LpSolverBase::Constr
1139  ///
1140  inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n,
1141                                         const LpSolverBase::Constr&c)
1142  {
1143    LpSolverBase::Constr tmp(c);
1144    ///\todo Create an own exception type.
1145    if(!isnan(tmp.upperBound())) throw LogicError();
1146    else tmp.upperBound()=n;
1147    return tmp;
1148  }
1149  ///\e
1150 
1151  ///\relates LpSolverBase::Constr
1152  ///
1153  inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c,
1154                                         const LpSolverBase::Value &n)
1155  {
1156    LpSolverBase::Constr tmp(c);
1157    ///\todo Create an own exception type.
1158    if(!isnan(tmp.lowerBound())) throw LogicError();
1159    else tmp.lowerBound()=n;
1160    return tmp;
1161  }
1162
1163  ///\e
1164 
1165  ///\relates LpSolverBase::DualExpr
1166  ///
1167  inline LpSolverBase::DualExpr operator+(const LpSolverBase::DualExpr &a,
1168                                      const LpSolverBase::DualExpr &b)
1169  {
1170    LpSolverBase::DualExpr tmp(a);
1171    tmp+=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1172    return tmp;
1173  }
1174  ///\e
1175 
1176  ///\relates LpSolverBase::DualExpr
1177  ///
1178  inline LpSolverBase::DualExpr operator-(const LpSolverBase::DualExpr &a,
1179                                      const LpSolverBase::DualExpr &b)
1180  {
1181    LpSolverBase::DualExpr tmp(a);
1182    tmp-=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1183    return tmp;
1184  }
1185  ///\e
1186 
1187  ///\relates LpSolverBase::DualExpr
1188  ///
1189  inline LpSolverBase::DualExpr operator*(const LpSolverBase::DualExpr &a,
1190                                      const LpSolverBase::Value &b)
1191  {
1192    LpSolverBase::DualExpr tmp(a);
1193    tmp*=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1194    return tmp;
1195  }
1196 
1197  ///\e
1198 
1199  ///\relates LpSolverBase::DualExpr
1200  ///
1201  inline LpSolverBase::DualExpr operator*(const LpSolverBase::Value &a,
1202                                      const LpSolverBase::DualExpr &b)
1203  {
1204    LpSolverBase::DualExpr tmp(b);
1205    tmp*=a; ///\todo Doesn't STL have some special 'merge' algorithm?
1206    return tmp;
1207  }
1208  ///\e
1209 
1210  ///\relates LpSolverBase::DualExpr
1211  ///
1212  inline LpSolverBase::DualExpr operator/(const LpSolverBase::DualExpr &a,
1213                                      const LpSolverBase::Value &b)
1214  {
1215    LpSolverBase::DualExpr tmp(a);
1216    tmp/=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1217    return tmp;
1218  }
1219 
1220
1221} //namespace lemon
1222
1223#endif //LEMON_LP_BASE_H
Note: See TracBrowser for help on using the repository browser.