COIN-OR::LEMON - Graph Library

source: lemon-0.x/lemon/lp_base.h @ 1787:932b8490caf0

Last change on this file since 1787:932b8490caf0 was 1787:932b8490caf0, checked in by marci, 14 years ago

bugfix in setCol, getting dual values

File size: 34.8 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///\file
30///\brief The interface of the LP solver interface.
31///\ingroup gen_opt_group
32namespace lemon {
33 
34  ///Internal data structure to convert floating id's to fix one's
35   
36  ///\todo This might be implemented to be also usable in other places.
37  class _FixId
38  {
39  protected:
40    std::vector<int> index;
41    std::vector<int> cross;
42    int first_free;
43  public:
44    _FixId() : first_free(-1) {};
45    ///Convert a floating id to a fix one
46
47    ///\param n is a floating id
48    ///\return the corresponding fix id
49    int fixId(int n) const {return cross[n];}
50    ///Convert a fix id to a floating one
51
52    ///\param n is a fix id
53    ///\return the corresponding floating id
54    int floatingId(int n) const { return index[n];}
55    ///Add a new floating id.
56
57    ///\param n is a floating id
58    ///\return the fix id of the new value
59    ///\todo Multiple additions should also be handled.
60    int insert(int n)
61    {
62      if(n>=int(cross.size())) {
63        cross.resize(n+1);
64        if(first_free==-1) {
65          cross[n]=index.size();
66          index.push_back(n);
67        }
68        else {
69          cross[n]=first_free;
70          int next=index[first_free];
71          index[first_free]=n;
72          first_free=next;
73        }
74        return cross[n];
75      }
76      ///\todo Create an own exception type.
77      else throw LogicError(); //floatingId-s must form a continuous range;
78    }
79    ///Remove a fix id.
80
81    ///\param n is a fix id
82    ///
83    void erase(int n)
84    {
85      int fl=index[n];
86      index[n]=first_free;
87      first_free=n;
88      for(int i=fl+1;i<int(cross.size());++i) {
89        cross[i-1]=cross[i];
90        index[cross[i]]--;
91      }
92      cross.pop_back();
93    }
94    ///An upper bound on the largest fix id.
95
96    ///\todo Do we need this?
97    ///
98    std::size_t maxFixId() { return cross.size()-1; }
99 
100  };
101   
102  ///Common base class for LP solvers
103 
104  ///\todo Much more docs
105  ///\ingroup gen_opt_group
106  class LpSolverBase {
107
108  public:
109
110    ///Possible outcomes of an LP solving procedure
111    enum SolveExitStatus {
112      ///This means that the problem has been successfully solved: either
113      ///an optimal solution has been found or infeasibility/unboundedness
114      ///has been proved.
115      SOLVED = 0,
116      ///Any other case (including the case when some user specified limit has been exceeded)
117      UNSOLVED = 1
118    };
119     
120      ///\e
121    enum SolutionStatus {
122      ///Feasible solution has'n been found (but may exist).
123
124      ///\todo NOTFOUND might be a better name.
125      ///
126      UNDEFINED = 0,
127      ///The problem has no feasible solution
128      INFEASIBLE = 1,
129      ///Feasible solution found
130      FEASIBLE = 2,
131      ///Optimal solution exists and found
132      OPTIMAL = 3,
133      ///The cost function is unbounded
134
135      ///\todo Give a feasible solution and an infinite ray (and the
136      ///corresponding bases)
137      INFINITE = 4
138    };
139
140    ///\e The type of the investigated LP problem
141    enum ProblemTypes {
142      ///Primal-dual feasible
143      PRIMAL_DUAL_FEASIBLE = 0,
144      ///Primal feasible dual infeasible
145      PRIMAL_FEASIBLE_DUAL_INFEASIBLE = 1,
146      ///Primal infeasible dual feasible
147      PRIMAL_INFEASIBLE_DUAL_FEASIBLE = 2,
148      ///Primal-dual infeasible
149      PRIMAL_DUAL_INFEASIBLE = 3,
150      ///Could not determine so far
151      UNKNOWN = 4
152    };
153
154    ///The floating point type used by the solver
155    typedef double Value;
156    ///The infinity constant
157    static const Value INF;
158    ///The not a number constant
159    static const Value NaN;
160   
161    ///Refer to a column of the LP.
162
163    ///This type is used to refer to a column of the LP.
164    ///
165    ///Its value remains valid and correct even after the addition or erase of
166    ///other columns.
167    ///
168    ///\todo Document what can one do with a Col (INVALID, comparing,
169    ///it is similar to Node/Edge)
170    class Col {
171    protected:
172      int id;
173      friend class LpSolverBase;
174    public:
175      typedef Value ExprValue;
176      typedef True LpSolverCol;
177      Col() {}
178      Col(const Invalid&) : id(-1) {}
179      bool operator<(Col c) const  {return id<c.id;}
180      bool operator==(Col c) const  {return id==c.id;}
181      bool operator!=(Col c) const  {return id==c.id;}
182    };
183
184    ///Refer to a row of the LP.
185
186    ///This type is used to refer to a row of the LP.
187    ///
188    ///Its value remains valid and correct even after the addition or erase of
189    ///other rows.
190    ///
191    ///\todo Document what can one do with a Row (INVALID, comparing,
192    ///it is similar to Node/Edge)
193    class Row {
194    protected:
195      int id;
196      friend class LpSolverBase;
197    public:
198      typedef Value ExprValue;
199      typedef True LpSolverRow;
200      Row() {}
201      Row(const Invalid&) : id(-1) {}
202
203      bool operator<(Row c) const  {return id<c.id;}
204      bool operator==(Row c) const  {return id==c.id;}
205      bool operator!=(Row c) const  {return id==c.id;}
206   };
207   
208    ///Linear expression of variables and a constant component
209   
210    ///This data structure strores a linear expression of the variables
211    ///(\ref Col "Col"s) and also has a constant component.
212    ///
213    ///There are several ways to access and modify the contents of this
214    ///container.
215    ///- Its it fully compatible with \c std::map<Col,double>, so for expamle
216    ///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can
217    ///read and modify the coefficients like
218    ///these.
219    ///\code
220    ///e[v]=5;
221    ///e[v]+=12;
222    ///e.erase(v);
223    ///\endcode
224    ///or you can also iterate through its elements.
225    ///\code
226    ///double s=0;
227    ///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i)
228    ///  s+=i->second;
229    ///\endcode
230    ///(This code computes the sum of all coefficients).
231    ///- Numbers (<tt>double</tt>'s)
232    ///and variables (\ref Col "Col"s) directly convert to an
233    ///\ref Expr and the usual linear operations are defined so 
234    ///\code
235    ///v+w
236    ///2*v-3.12*(v-w/2)+2
237    ///v*2.1+(3*v+(v*12+w+6)*3)/2
238    ///\endcode
239    ///are valid \ref Expr "Expr"essions.
240    ///The usual assignment operations are also defined.
241    ///\code
242    ///e=v+w;
243    ///e+=2*v-3.12*(v-w/2)+2;
244    ///e*=3.4;
245    ///e/=5;
246    ///\endcode
247    ///- The constant member can be set and read by \ref constComp()
248    ///\code
249    ///e.constComp()=12;
250    ///double c=e.constComp();
251    ///\endcode
252    ///
253    ///\note \ref clear() not only sets all coefficients to 0 but also
254    ///clears the constant components.
255    ///
256    ///\sa Constr
257    ///
258    class Expr : public std::map<Col,Value>
259    {
260    public:
261      typedef LpSolverBase::Col Key;
262      typedef LpSolverBase::Value Value;
263     
264    protected:
265      typedef std::map<Col,Value> Base;
266     
267      Value const_comp;
268  public:
269      typedef True IsLinExpression;
270      ///\e
271      Expr() : Base(), const_comp(0) { }
272      ///\e
273      Expr(const Key &v) : const_comp(0) {
274        Base::insert(std::make_pair(v, 1));
275      }
276      ///\e
277      Expr(const Value &v) : const_comp(v) {}
278      ///\e
279      void set(const Key &v,const Value &c) {
280        Base::insert(std::make_pair(v, c));
281      }
282      ///\e
283      Value &constComp() { return const_comp; }
284      ///\e
285      const Value &constComp() const { return const_comp; }
286     
287      ///Removes the components with zero coefficient.
288      void simplify() {
289        for (Base::iterator i=Base::begin(); i!=Base::end();) {
290          Base::iterator j=i;
291          ++j;
292          if ((*i).second==0) Base::erase(i);
293          j=i;
294        }
295      }
296
297      ///Removes the coefficients closer to zero than \c tolerance.
298      void simplify(double &tolerance) {
299        for (Base::iterator i=Base::begin(); i!=Base::end();) {
300          Base::iterator j=i;
301          ++j;
302          if (std::fabs((*i).second)<tolerance) Base::erase(i);
303          j=i;
304        }
305      }
306
307      ///Sets all coefficients and the constant component to 0.
308      void clear() {
309        Base::clear();
310        const_comp=0;
311      }
312
313      ///\e
314      Expr &operator+=(const Expr &e) {
315        for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
316          (*this)[j->first]+=j->second;
317        const_comp+=e.const_comp;
318        return *this;
319      }
320      ///\e
321      Expr &operator-=(const Expr &e) {
322        for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
323          (*this)[j->first]-=j->second;
324        const_comp-=e.const_comp;
325        return *this;
326      }
327      ///\e
328      Expr &operator*=(const Value &c) {
329        for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
330          j->second*=c;
331        const_comp*=c;
332        return *this;
333      }
334      ///\e
335      Expr &operator/=(const Value &c) {
336        for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
337          j->second/=c;
338        const_comp/=c;
339        return *this;
340      }
341    };
342   
343    ///Linear constraint
344
345    ///This data stucture represents a linear constraint in the LP.
346    ///Basically it is a linear expression with a lower or an upper bound
347    ///(or both). These parts of the constraint can be obtained by the member
348    ///functions \ref expr(), \ref lowerBound() and \ref upperBound(),
349    ///respectively.
350    ///There are two ways to construct a constraint.
351    ///- You can set the linear expression and the bounds directly
352    ///  by the functions above.
353    ///- The operators <tt>\<=</tt>, <tt>==</tt> and  <tt>\>=</tt>
354    ///  are defined between expressions, or even between constraints whenever
355    ///  it makes sense. Therefore if \c e and \c f are linear expressions and
356    ///  \c s and \c t are numbers, then the followings are valid expressions
357    ///  and thus they can be used directly e.g. in \ref addRow() whenever
358    ///  it makes sense.
359    ///  \code
360    ///  e<=s
361    ///  e<=f
362    ///  s<=e<=t
363    ///  e>=t
364    ///  \endcode
365    ///\warning The validity of a constraint is checked only at run time, so
366    ///e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will compile, but will throw a
367    ///\ref LogicError exception.
368    class Constr
369    {
370    public:
371      typedef LpSolverBase::Expr Expr;
372      typedef Expr::Key Key;
373      typedef Expr::Value Value;
374     
375//       static const Value INF;
376//       static const Value NaN;
377
378    protected:
379      Expr _expr;
380      Value _lb,_ub;
381    public:
382      ///\e
383      Constr() : _expr(), _lb(NaN), _ub(NaN) {}
384      ///\e
385      Constr(Value lb,const Expr &e,Value ub) :
386        _expr(e), _lb(lb), _ub(ub) {}
387      ///\e
388      Constr(const Expr &e,Value ub) :
389        _expr(e), _lb(NaN), _ub(ub) {}
390      ///\e
391      Constr(Value lb,const Expr &e) :
392        _expr(e), _lb(lb), _ub(NaN) {}
393      ///\e
394      Constr(const Expr &e) :
395        _expr(e), _lb(NaN), _ub(NaN) {}
396      ///\e
397      void clear()
398      {
399        _expr.clear();
400        _lb=_ub=NaN;
401      }
402
403      ///Reference to the linear expression
404      Expr &expr() { return _expr; }
405      ///Cont reference to the linear expression
406      const Expr &expr() const { return _expr; }
407      ///Reference to the lower bound.
408
409      ///\return
410      ///- \ref INF "INF": the constraint is lower unbounded.
411      ///- \ref NaN "NaN": lower bound has not been set.
412      ///- finite number: the lower bound
413      Value &lowerBound() { return _lb; }
414      ///The const version of \ref lowerBound()
415      const Value &lowerBound() const { return _lb; }
416      ///Reference to the upper bound.
417
418      ///\return
419      ///- \ref INF "INF": the constraint is upper unbounded.
420      ///- \ref NaN "NaN": upper bound has not been set.
421      ///- finite number: the upper bound
422      Value &upperBound() { return _ub; }
423      ///The const version of \ref upperBound()
424      const Value &upperBound() const { return _ub; }
425      ///Is the constraint lower bounded?
426      bool lowerBounded() const {
427        using namespace std;
428        return finite(_lb);
429      }
430      ///Is the constraint upper bounded?
431      bool upperBounded() const {
432        using namespace std;
433        return finite(_ub);
434      }
435    };
436   
437    ///Linear expression of rows
438   
439    ///This data structure represents a column of the matrix,
440    ///thas is it strores a linear expression of the dual variables
441    ///(\ref Row "Row"s).
442    ///
443    ///There are several ways to access and modify the contents of this
444    ///container.
445    ///- Its it fully compatible with \c std::map<Row,double>, so for expamle
446    ///if \c e is an DualExpr and \c v
447    ///and \c w are of type \ref Row, then you can
448    ///read and modify the coefficients like
449    ///these.
450    ///\code
451    ///e[v]=5;
452    ///e[v]+=12;
453    ///e.erase(v);
454    ///\endcode
455    ///or you can also iterate through its elements.
456    ///\code
457    ///double s=0;
458    ///for(LpSolverBase::DualExpr::iterator i=e.begin();i!=e.end();++i)
459    ///  s+=i->second;
460    ///\endcode
461    ///(This code computes the sum of all coefficients).
462    ///- Numbers (<tt>double</tt>'s)
463    ///and variables (\ref Row "Row"s) directly convert to an
464    ///\ref DualExpr and the usual linear operations are defined so 
465    ///\code
466    ///v+w
467    ///2*v-3.12*(v-w/2)
468    ///v*2.1+(3*v+(v*12+w)*3)/2
469    ///\endcode
470    ///are valid \ref DualExpr "DualExpr"essions.
471    ///The usual assignment operations are also defined.
472    ///\code
473    ///e=v+w;
474    ///e+=2*v-3.12*(v-w/2);
475    ///e*=3.4;
476    ///e/=5;
477    ///\endcode
478    ///
479    ///\sa Expr
480    ///
481    class DualExpr : public std::map<Row,Value>
482    {
483    public:
484      typedef LpSolverBase::Row Key;
485      typedef LpSolverBase::Value Value;
486     
487    protected:
488      typedef std::map<Row,Value> Base;
489     
490    public:
491      typedef True IsLinExpression;
492      ///\e
493      DualExpr() : Base() { }
494      ///\e
495      DualExpr(const Key &v) {
496        Base::insert(std::make_pair(v, 1));
497      }
498      ///\e
499      void set(const Key &v,const Value &c) {
500        Base::insert(std::make_pair(v, c));
501      }
502     
503      ///Removes the components with zero coefficient.
504      void simplify() {
505        for (Base::iterator i=Base::begin(); i!=Base::end();) {
506          Base::iterator j=i;
507          ++j;
508          if ((*i).second==0) Base::erase(i);
509          j=i;
510        }
511      }
512
513      ///Removes the coefficients closer to zero than \c tolerance.
514      void simplify(double &tolerance) {
515        for (Base::iterator i=Base::begin(); i!=Base::end();) {
516          Base::iterator j=i;
517          ++j;
518          if (std::fabs((*i).second)<tolerance) Base::erase(i);
519          j=i;
520        }
521      }
522
523
524      ///Sets all coefficients to 0.
525      void clear() {
526        Base::clear();
527      }
528
529      ///\e
530      DualExpr &operator+=(const DualExpr &e) {
531        for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
532          (*this)[j->first]+=j->second;
533        return *this;
534      }
535      ///\e
536      DualExpr &operator-=(const DualExpr &e) {
537        for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
538          (*this)[j->first]-=j->second;
539        return *this;
540      }
541      ///\e
542      DualExpr &operator*=(const Value &c) {
543        for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
544          j->second*=c;
545        return *this;
546      }
547      ///\e
548      DualExpr &operator/=(const Value &c) {
549        for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
550          j->second/=c;
551        return *this;
552      }
553    };
554   
555
556  protected:
557    _FixId rows;
558    _FixId cols;
559
560    //Abstract virtual functions
561    virtual LpSolverBase &_newLp() = 0;
562    virtual LpSolverBase &_copyLp(){
563      ///\todo This should be implemented here, too,  when we have problem retrieving routines. It can be overriden.
564
565      //Starting:
566      LpSolverBase & newlp(_newLp());
567      return newlp;
568      //return *(LpSolverBase*)0;
569    };
570
571    virtual int _addCol() = 0;
572    virtual int _addRow() = 0;
573    virtual void _eraseCol(int col) = 0;
574    virtual void _eraseRow(int row) = 0;
575    virtual void _setRowCoeffs(int i,
576                               int length,
577                               int  const * indices,
578                               Value  const * values ) = 0;
579    virtual void _setColCoeffs(int i,
580                               int length,
581                               int  const * indices,
582                               Value  const * values ) = 0;
583    virtual void _setCoeff(int row, int col, Value value) = 0;
584    virtual void _setColLowerBound(int i, Value value) = 0;
585    virtual void _setColUpperBound(int i, Value value) = 0;
586//     virtual void _setRowLowerBound(int i, Value value) = 0;
587//     virtual void _setRowUpperBound(int i, Value value) = 0;
588    virtual void _setRowBounds(int i, Value lower, Value upper) = 0;
589    virtual void _setObjCoeff(int i, Value obj_coef) = 0;
590    virtual void _clearObj()=0;
591//     virtual void _setObj(int length,
592//                          int  const * indices,
593//                          Value  const * values ) = 0;
594    virtual SolveExitStatus _solve() = 0;
595    virtual Value _getPrimal(int i) = 0;
596    virtual Value _getDual(int i) = 0;
597    virtual Value _getPrimalValue() = 0;
598    virtual SolutionStatus _getPrimalStatus() = 0;
599    virtual SolutionStatus _getDualStatus() = 0;
600    ///\todo This could be implemented here, too, using _getPrimalStatus() and
601    ///_getDualStatus()
602    virtual ProblemTypes _getProblemType() = 0;
603
604    virtual void _setMax() = 0;
605    virtual void _setMin() = 0;
606   
607    //Own protected stuff
608   
609    //Constant component of the objective function
610    Value obj_const_comp;
611   
612
613
614   
615  public:
616
617    ///\e
618    LpSolverBase() : obj_const_comp(0) {}
619
620    ///\e
621    virtual ~LpSolverBase() {}
622
623    ///Creates a new LP problem
624    LpSolverBase &newLp() {return _newLp();}
625    ///Makes a copy of the LP problem
626    LpSolverBase &copyLp() {return _copyLp();}
627   
628    ///\name Build up and modify the LP
629
630    ///@{
631
632    ///Add a new empty column (i.e a new variable) to the LP
633    Col addCol() { Col c; c.id=cols.insert(_addCol()); return c;}
634
635    ///\brief Adds several new columns
636    ///(i.e a variables) at once
637    ///
638    ///This magic function takes a container as its argument
639    ///and fills its elements
640    ///with new columns (i.e. variables)
641    ///\param t can be
642    ///- a standard STL compatible iterable container with
643    ///\ref Col as its \c values_type
644    ///like
645    ///\code
646    ///std::vector<LpSolverBase::Col>
647    ///std::list<LpSolverBase::Col>
648    ///\endcode
649    ///- a standard STL compatible iterable container with
650    ///\ref Col as its \c mapped_type
651    ///like
652    ///\code
653    ///std::map<AnyType,LpSolverBase::Col>
654    ///\endcode
655    ///- an iterable lemon \ref concept::WriteMap "write map" like
656    ///\code
657    ///ListGraph::NodeMap<LpSolverBase::Col>
658    ///ListGraph::EdgeMap<LpSolverBase::Col>
659    ///\endcode
660    ///\return The number of the created column.
661#ifdef DOXYGEN
662    template<class T>
663    int addColSet(T &t) { return 0;}
664#else
665    template<class T>
666    typename enable_if<typename T::value_type::LpSolverCol,int>::type
667    addColSet(T &t,dummy<0> = 0) {
668      int s=0;
669      for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;}
670      return s;
671    }
672    template<class T>
673    typename enable_if<typename T::value_type::second_type::LpSolverCol,
674                       int>::type
675    addColSet(T &t,dummy<1> = 1) {
676      int s=0;
677      for(typename T::iterator i=t.begin();i!=t.end();++i) {
678        i->second=addCol();
679        s++;
680      }
681      return s;
682    }
683    template<class T>
684    typename enable_if<typename T::ValueSet::value_type::LpSolverCol,
685                       int>::type
686    addColSet(T &t,dummy<2> = 2) {
687      ///\bug <tt>return addColSet(t.valueSet());</tt> should also work.
688      int s=0;
689      for(typename T::ValueSet::iterator i=t.valueSet().begin();
690          i!=t.valueSet().end();
691          ++i)
692        {
693          *i=addCol();
694          s++;
695        }
696      return s;
697    }
698#endif
699
700    ///Set a column (i.e a dual constraint) of the LP
701
702    ///\param c is the column to be modified
703    ///\param e is a dual linear expression (see \ref DualExpr)
704    ///\bug This is a temporary function. The interface will change to
705    ///a better one.
706    void setCol(Col c,const DualExpr &e) {
707      std::vector<int> indices;
708      std::vector<Value> values;
709      indices.push_back(0);
710      values.push_back(0);
711      for(DualExpr::const_iterator i=e.begin(); i!=e.end(); ++i)
712        if((*i).second!=0) { ///\bug EPSILON would be necessary here!!!
713          indices.push_back(rows.floatingId((*i).first.id));
714          values.push_back((*i).second);
715        }
716      _setColCoeffs(cols.floatingId(c.id),indices.size()-1,
717                    &indices[0],&values[0]);
718    }
719
720    ///Add a new column to the LP
721
722    ///\param e is a dual linear expression (see \ref DualExpr)
723    ///\param obj is the corresponding component of the objective
724    ///function. It is 0 by default.
725    ///\return The created column.
726    ///\bug This is a temportary function. The interface will change to
727    ///a better one.
728    Col addCol(const DualExpr &e, Value obj=0) {
729      Col c=addCol();
730      setCol(c,e);
731      objCoeff(c,obj);
732      return c;
733    }
734
735    ///Add a new empty row (i.e a new constraint) to the LP
736
737    ///This function adds a new empty row (i.e a new constraint) to the LP.
738    ///\return The created row
739    Row addRow() { Row r; r.id=rows.insert(_addRow()); return r;}
740
741    ///\brief Add several new rows
742    ///(i.e a constraints) at once
743    ///
744    ///This magic function takes a container as its argument
745    ///and fills its elements
746    ///with new row (i.e. variables)
747    ///\param t can be
748    ///- a standard STL compatible iterable container with
749    ///\ref Row as its \c values_type
750    ///like
751    ///\code
752    ///std::vector<LpSolverBase::Row>
753    ///std::list<LpSolverBase::Row>
754    ///\endcode
755    ///- a standard STL compatible iterable container with
756    ///\ref Row as its \c mapped_type
757    ///like
758    ///\code
759    ///std::map<AnyType,LpSolverBase::Row>
760    ///\endcode
761    ///- an iterable lemon \ref concept::WriteMap "write map" like
762    ///\code
763    ///ListGraph::NodeMap<LpSolverBase::Row>
764    ///ListGraph::EdgeMap<LpSolverBase::Row>
765    ///\endcode
766    ///\return The number of rows created.
767#ifdef DOXYGEN
768    template<class T>
769    int addRowSet(T &t) { return 0;}
770#else
771    template<class T>
772    typename enable_if<typename T::value_type::LpSolverRow,int>::type
773    addRowSet(T &t,dummy<0> = 0) {
774      int s=0;
775      for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;}
776      return s;
777    }
778    template<class T>
779    typename enable_if<typename T::value_type::second_type::LpSolverRow,
780                       int>::type
781    addRowSet(T &t,dummy<1> = 1) {
782      int s=0;
783      for(typename T::iterator i=t.begin();i!=t.end();++i) {
784        i->second=addRow();
785        s++;
786      }
787      return s;
788    }
789    template<class T>
790    typename enable_if<typename T::ValueSet::value_type::LpSolverRow,
791                       int>::type
792    addRowSet(T &t,dummy<2> = 2) {
793      ///\bug <tt>return addRowSet(t.valueSet());</tt> should also work.
794      int s=0;
795      for(typename T::ValueSet::iterator i=t.valueSet().begin();
796          i!=t.valueSet().end();
797          ++i)
798        {
799          *i=addRow();
800          s++;
801        }
802      return s;
803    }
804#endif
805
806    ///Set a row (i.e a constraint) of the LP
807
808    ///\param r is the row to be modified
809    ///\param l is lower bound (-\ref INF means no bound)
810    ///\param e is a linear expression (see \ref Expr)
811    ///\param u is the upper bound (\ref INF means no bound)
812    ///\bug This is a temportary function. The interface will change to
813    ///a better one.
814    ///\todo Option to control whether a constraint with a single variable is
815    ///added or not.
816    void setRow(Row r, Value l,const Expr &e, Value u) {
817      std::vector<int> indices;
818      std::vector<Value> values;
819      indices.push_back(0);
820      values.push_back(0);
821      for(Expr::const_iterator i=e.begin(); i!=e.end(); ++i)
822        if((*i).second!=0) { ///\bug EPSILON would be necessary here!!!
823          indices.push_back(cols.floatingId((*i).first.id));
824          values.push_back((*i).second);
825        }
826      _setRowCoeffs(rows.floatingId(r.id),indices.size()-1,
827                    &indices[0],&values[0]);
828//       _setRowLowerBound(rows.floatingId(r.id),l-e.constComp());
829//       _setRowUpperBound(rows.floatingId(r.id),u-e.constComp());
830       _setRowBounds(rows.floatingId(r.id),l-e.constComp(),u-e.constComp());
831    }
832
833    ///Set a row (i.e a constraint) of the LP
834
835    ///\param r is the row to be modified
836    ///\param c is a linear expression (see \ref Constr)
837    void setRow(Row r, const Constr &c) {
838      setRow(r,
839             c.lowerBounded()?c.lowerBound():-INF,
840             c.expr(),
841             c.upperBounded()?c.upperBound():INF);
842    }
843
844    ///Add a new row (i.e a new constraint) to the LP
845
846    ///\param l is the lower bound (-\ref INF means no bound)
847    ///\param e is a linear expression (see \ref Expr)
848    ///\param u is the upper bound (\ref INF means no bound)
849    ///\return The created row.
850    ///\bug This is a temportary function. The interface will change to
851    ///a better one.
852    Row addRow(Value l,const Expr &e, Value u) {
853      Row r=addRow();
854      setRow(r,l,e,u);
855      return r;
856    }
857
858    ///Add a new row (i.e a new constraint) to the LP
859
860    ///\param c is a linear expression (see \ref Constr)
861    ///\return The created row.
862    Row addRow(const Constr &c) {
863      Row r=addRow();
864      setRow(r,c);
865      return r;
866    }
867    ///Erase a coloumn (i.e a variable) from the LP
868
869    ///\param c is the coloumn to be deleted
870    ///\todo Please check this
871    void eraseCol(Col c) {
872      _eraseCol(cols.floatingId(c.id));
873      cols.erase(c.id);
874    }
875    ///Erase a  row (i.e a constraint) from the LP
876
877    ///\param r is the row to be deleted
878    ///\todo Please check this
879    void eraseRow(Row r) {
880      _eraseRow(rows.floatingId(r.id));
881      rows.erase(r.id);
882    }
883
884    ///Set an element of the coefficient matrix of the LP
885
886    ///\param r is the row of the element to be modified
887    ///\param c is the coloumn of the element to be modified
888    ///\param val is the new value of the coefficient
889    void setCoeff(Row r, Col c, Value val){
890      _setCoeff(rows.floatingId(r.id),cols.floatingId(c.id), val);
891    }
892
893    /// Set the lower bound of a column (i.e a variable)
894
895    /// The upper bound of a variable (column) has to be given by an
896    /// extended number of type Value, i.e. a finite number of type
897    /// Value or -\ref INF.
898    void colLowerBound(Col c, Value value) {
899      _setColLowerBound(cols.floatingId(c.id),value);
900    }
901    /// Set the upper bound of a column (i.e a variable)
902
903    /// The upper bound of a variable (column) has to be given by an
904    /// extended number of type Value, i.e. a finite number of type
905    /// Value or \ref INF.
906    void colUpperBound(Col c, Value value) {
907      _setColUpperBound(cols.floatingId(c.id),value);
908    };
909    /// Set the lower and the upper bounds of a column (i.e a variable)
910
911    /// The lower and the upper bounds of
912    /// a variable (column) have to be given by an
913    /// extended number of type Value, i.e. a finite number of type
914    /// Value, -\ref INF or \ref INF.
915    void colBounds(Col c, Value lower, Value upper) {
916      _setColLowerBound(cols.floatingId(c.id),lower);
917      _setColUpperBound(cols.floatingId(c.id),upper);
918    }
919   
920//     /// Set the lower bound of a row (i.e a constraint)
921
922//     /// The lower bound of a linear expression (row) has to be given by an
923//     /// extended number of type Value, i.e. a finite number of type
924//     /// Value or -\ref INF.
925//     void rowLowerBound(Row r, Value value) {
926//       _setRowLowerBound(rows.floatingId(r.id),value);
927//     };
928//     /// Set the upper bound of a row (i.e a constraint)
929
930//     /// The upper bound of a linear expression (row) has to be given by an
931//     /// extended number of type Value, i.e. a finite number of type
932//     /// Value or \ref INF.
933//     void rowUpperBound(Row r, Value value) {
934//       _setRowUpperBound(rows.floatingId(r.id),value);
935//     };
936
937    /// Set the lower and the upper bounds of a row (i.e a constraint)
938
939    /// The lower and the upper bounds of
940    /// a constraint (row) have to be given by an
941    /// extended number of type Value, i.e. a finite number of type
942    /// Value, -\ref INF or \ref INF.
943    void rowBounds(Row c, Value lower, Value upper) {
944      _setRowBounds(rows.floatingId(c.id),lower, upper);
945      // _setRowUpperBound(rows.floatingId(c.id),upper);
946    }
947   
948    ///Set an element of the objective function
949    void objCoeff(Col c, Value v) {_setObjCoeff(cols.floatingId(c.id),v); };
950    ///Set the objective function
951   
952    ///\param e is a linear expression of type \ref Expr.
953    ///\bug The previous objective function is not cleared!
954    void setObj(Expr e) {
955      _clearObj();
956      for (Expr::iterator i=e.begin(); i!=e.end(); ++i)
957        objCoeff((*i).first,(*i).second);
958      obj_const_comp=e.constComp();
959    }
960
961    ///Maximize
962    void max() { _setMax(); }
963    ///Minimize
964    void min() { _setMin(); }
965
966   
967    ///@}
968
969
970    ///\name Solve the LP
971
972    ///@{
973
974    ///\e Solve the LP problem at hand
975    ///
976    ///\return The result of the optimization procedure. Possible values and their meanings can be found in the documentation of \ref SolveExitStatus.
977    ///
978    ///\todo Which method is used to solve the problem
979    SolveExitStatus solve() { return _solve(); }
980   
981    ///@}
982   
983    ///\name Obtain the solution
984
985    ///@{
986
987    /// The status of the primal problem (the original LP problem)
988    SolutionStatus primalStatus() {
989      return _getPrimalStatus();
990    }
991
992    /// The status of the dual (of the original LP) problem
993    SolutionStatus dualStatus() {
994      return _getDualStatus();
995    }
996
997    ///The type of the original LP problem
998    ProblemTypes problemType() {
999      return _getProblemType();
1000    }
1001
1002    ///\e
1003    Value primal(Col c) { return _getPrimal(cols.floatingId(c.id)); }
1004
1005    ///\e
1006    Value dual(Row r) { return _getDual(rows.floatingId(r.id)); }
1007
1008    ///\e
1009
1010    ///\return
1011    ///- \ref INF or -\ref INF means either infeasibility or unboundedness
1012    /// of the primal problem, depending on whether we minimize or maximize.
1013    ///- \ref NaN if no primal solution is found.
1014    ///- The (finite) objective value if an optimal solution is found.
1015    Value primalValue() { return _getPrimalValue()+obj_const_comp;}
1016    ///@}
1017   
1018  }; 
1019
1020  ///\e
1021 
1022  ///\relates LpSolverBase::Expr
1023  ///
1024  inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a,
1025                                      const LpSolverBase::Expr &b)
1026  {
1027    LpSolverBase::Expr tmp(a);
1028    tmp+=b;
1029    return tmp;
1030  }
1031  ///\e
1032 
1033  ///\relates LpSolverBase::Expr
1034  ///
1035  inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a,
1036                                      const LpSolverBase::Expr &b)
1037  {
1038    LpSolverBase::Expr tmp(a);
1039    tmp-=b;
1040    return tmp;
1041  }
1042  ///\e
1043 
1044  ///\relates LpSolverBase::Expr
1045  ///
1046  inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a,
1047                                      const LpSolverBase::Value &b)
1048  {
1049    LpSolverBase::Expr tmp(a);
1050    tmp*=b;
1051    return tmp;
1052  }
1053 
1054  ///\e
1055 
1056  ///\relates LpSolverBase::Expr
1057  ///
1058  inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a,
1059                                      const LpSolverBase::Expr &b)
1060  {
1061    LpSolverBase::Expr tmp(b);
1062    tmp*=a;
1063    return tmp;
1064  }
1065  ///\e
1066 
1067  ///\relates LpSolverBase::Expr
1068  ///
1069  inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a,
1070                                      const LpSolverBase::Value &b)
1071  {
1072    LpSolverBase::Expr tmp(a);
1073    tmp/=b;
1074    return tmp;
1075  }
1076 
1077  ///\e
1078 
1079  ///\relates LpSolverBase::Constr
1080  ///
1081  inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e,
1082                                         const LpSolverBase::Expr &f)
1083  {
1084    return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0);
1085  }
1086
1087  ///\e
1088 
1089  ///\relates LpSolverBase::Constr
1090  ///
1091  inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e,
1092                                         const LpSolverBase::Expr &f)
1093  {
1094    return LpSolverBase::Constr(e,f);
1095  }
1096
1097  ///\e
1098 
1099  ///\relates LpSolverBase::Constr
1100  ///
1101  inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e,
1102                                         const LpSolverBase::Value &f)
1103  {
1104    return LpSolverBase::Constr(e,f);
1105  }
1106
1107  ///\e
1108 
1109  ///\relates LpSolverBase::Constr
1110  ///
1111  inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e,
1112                                         const LpSolverBase::Expr &f)
1113  {
1114    return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0);
1115  }
1116
1117
1118  ///\e
1119 
1120  ///\relates LpSolverBase::Constr
1121  ///
1122  inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e,
1123                                         const LpSolverBase::Expr &f)
1124  {
1125    return LpSolverBase::Constr(f,e);
1126  }
1127
1128
1129  ///\e
1130 
1131  ///\relates LpSolverBase::Constr
1132  ///
1133  inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e,
1134                                         const LpSolverBase::Value &f)
1135  {
1136    return LpSolverBase::Constr(f,e);
1137  }
1138
1139  ///\e
1140 
1141  ///\relates LpSolverBase::Constr
1142  ///
1143  inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e,
1144                                         const LpSolverBase::Expr &f)
1145  {
1146    return LpSolverBase::Constr(0,e-f,0);
1147  }
1148
1149  ///\e
1150 
1151  ///\relates LpSolverBase::Constr
1152  ///
1153  inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n,
1154                                         const LpSolverBase::Constr&c)
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  ///\e
1163 
1164  ///\relates LpSolverBase::Constr
1165  ///
1166  inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c,
1167                                         const LpSolverBase::Value &n)
1168  {
1169    LpSolverBase::Constr tmp(c);
1170    ///\todo Create an own exception type.
1171    if(!isnan(tmp.upperBound())) throw LogicError();
1172    else tmp.upperBound()=n;
1173    return tmp;
1174  }
1175
1176  ///\e
1177 
1178  ///\relates LpSolverBase::Constr
1179  ///
1180  inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n,
1181                                         const LpSolverBase::Constr&c)
1182  {
1183    LpSolverBase::Constr tmp(c);
1184    ///\todo Create an own exception type.
1185    if(!isnan(tmp.upperBound())) throw LogicError();
1186    else tmp.upperBound()=n;
1187    return tmp;
1188  }
1189  ///\e
1190 
1191  ///\relates LpSolverBase::Constr
1192  ///
1193  inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c,
1194                                         const LpSolverBase::Value &n)
1195  {
1196    LpSolverBase::Constr tmp(c);
1197    ///\todo Create an own exception type.
1198    if(!isnan(tmp.lowerBound())) throw LogicError();
1199    else tmp.lowerBound()=n;
1200    return tmp;
1201  }
1202
1203  ///\e
1204 
1205  ///\relates LpSolverBase::DualExpr
1206  ///
1207  inline LpSolverBase::DualExpr operator+(const LpSolverBase::DualExpr &a,
1208                                      const LpSolverBase::DualExpr &b)
1209  {
1210    LpSolverBase::DualExpr tmp(a);
1211    tmp+=b;
1212    return tmp;
1213  }
1214  ///\e
1215 
1216  ///\relates LpSolverBase::DualExpr
1217  ///
1218  inline LpSolverBase::DualExpr operator-(const LpSolverBase::DualExpr &a,
1219                                      const LpSolverBase::DualExpr &b)
1220  {
1221    LpSolverBase::DualExpr tmp(a);
1222    tmp-=b;
1223    return tmp;
1224  }
1225  ///\e
1226 
1227  ///\relates LpSolverBase::DualExpr
1228  ///
1229  inline LpSolverBase::DualExpr operator*(const LpSolverBase::DualExpr &a,
1230                                      const LpSolverBase::Value &b)
1231  {
1232    LpSolverBase::DualExpr tmp(a);
1233    tmp*=b;
1234    return tmp;
1235  }
1236 
1237  ///\e
1238 
1239  ///\relates LpSolverBase::DualExpr
1240  ///
1241  inline LpSolverBase::DualExpr operator*(const LpSolverBase::Value &a,
1242                                      const LpSolverBase::DualExpr &b)
1243  {
1244    LpSolverBase::DualExpr tmp(b);
1245    tmp*=a;
1246    return tmp;
1247  }
1248  ///\e
1249 
1250  ///\relates LpSolverBase::DualExpr
1251  ///
1252  inline LpSolverBase::DualExpr operator/(const LpSolverBase::DualExpr &a,
1253                                      const LpSolverBase::Value &b)
1254  {
1255    LpSolverBase::DualExpr tmp(a);
1256    tmp/=b;
1257    return tmp;
1258  }
1259 
1260
1261} //namespace lemon
1262
1263#endif //LEMON_LP_BASE_H
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