COIN-OR::LEMON - Graph Library

source: lemon-0.x/lemon/lp_base.h @ 1622:9c98841eda96

Last change on this file since 1622:9c98841eda96 was 1612:64f983f5a7d5, checked in by Alpar Juttner, 14 years ago

Spellcheck

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    std::vector<int> index;
40    std::vector<int> cross;
41    int first_free;
42  public:
43    _FixId() : first_free(-1) {};
44    ///Convert a floating id to a fix one
45
46    ///\param n is a floating id
47    ///\return the corresponding fix id
48    int fixId(int n) const {return cross[n];}
49    ///Convert a fix id to a floating one
50
51    ///\param n is a fix id
52    ///\return the corresponding floating id
53    int floatingId(int n) const { return index[n];}
54    ///Add a new floating id.
55
56    ///\param n is a floating id
57    ///\return the fix id of the new value
58    ///\todo Multiple additions should also be handled.
59    int insert(int n)
60    {
61      if(n>=int(cross.size())) {
62        cross.resize(n+1);
63        if(first_free==-1) {
64          cross[n]=index.size();
65          index.push_back(n);
66        }
67        else {
68          cross[n]=first_free;
69          int next=index[first_free];
70          index[first_free]=n;
71          first_free=next;
72        }
73        return cross[n];
74      }
75      ///\todo Create an own exception type.
76      else throw LogicError(); //floatingId-s must form a continuous range;
77    }
78    ///Remove a fix id.
79
80    ///\param n is a fix id
81    ///
82    void erase(int n)
83    {
84      int fl=index[n];
85      index[n]=first_free;
86      first_free=n;
87      for(int i=fl+1;i<int(cross.size());++i) {
88        cross[i-1]=cross[i];
89        index[cross[i]]--;
90      }
91      cross.pop_back();
92    }
93    ///An upper bound on the largest fix id.
94
95    ///\todo Do we need this?
96    ///
97    std::size_t maxFixId() { return cross.size()-1; }
98 
99  };
100   
101  ///Common base class for LP solvers
102 
103  ///\todo Much more docs
104  ///\ingroup gen_opt_group
105  class LpSolverBase {
106
107  public:
108
109    ///Possible outcomes of an LP solving procedure
110    enum SolveExitStatus {
111      ///This means that the problem has been successfully solved: either
112      ///an optimal solution has been found or infeasibility/unboundedness
113      ///has been proved.
114      SOLVED = 0,
115      ///Any other case (including the case when some user specified limit has been exceeded)
116      UNSOLVED = 1
117    };
118     
119      ///\e
120    enum SolutionStatus {
121      ///Feasible solution has'n been found (but may exist).
122
123      ///\todo NOTFOUND might be a better name.
124      ///
125      UNDEFINED = 0,
126      ///The problem has no feasible solution
127      INFEASIBLE = 1,
128      ///Feasible solution found
129      FEASIBLE = 2,
130      ///Optimal solution exists and found
131      OPTIMAL = 3,
132      ///The cost function is unbounded
133
134      ///\todo Give a feasible solution and an infinite ray (and the
135      ///corresponding bases)
136      INFINITE = 4
137    };
138
139    ///\e The type of the investigated LP problem
140    enum ProblemTypes {
141      ///Primal-dual feasible
142      PRIMAL_DUAL_FEASIBLE = 0,
143      ///Primal feasible dual infeasible
144      PRIMAL_FEASIBLE_DUAL_INFEASIBLE = 1,
145      ///Primal infeasible dual feasible
146      PRIMAL_INFEASIBLE_DUAL_FEASIBLE = 2,
147      ///Primal-dual infeasible
148      PRIMAL_DUAL_INFEASIBLE = 3,
149      ///Could not determine so far
150      UNKNOWN = 4
151    };
152
153    ///The floating point type used by the solver
154    typedef double Value;
155    ///The infinity constant
156    static const Value INF;
157    ///The not a number constant
158    static const Value NaN;
159   
160    ///Refer to a column of the LP.
161
162    ///This type is used to refer to a column of the LP.
163    ///
164    ///Its value remains valid and correct even after the addition or erase of
165    ///other columns.
166    ///
167    ///\todo Document what can one do with a Col (INVALID, comparing,
168    ///it is similar to Node/Edge)
169    class Col {
170    protected:
171      int id;
172      friend class LpSolverBase;
173    public:
174      typedef Value ExprValue;
175      typedef True LpSolverCol;
176      Col() {}
177      Col(const Invalid&) : id(-1) {}
178      bool operator<(Col c) const  {return id<c.id;}
179      bool operator==(Col c) const  {return id==c.id;}
180      bool operator!=(Col c) const  {return id==c.id;}
181    };
182
183    ///Refer to a row of the LP.
184
185    ///This type is used to refer to a row of the LP.
186    ///
187    ///Its value remains valid and correct even after the addition or erase of
188    ///other rows.
189    ///
190    ///\todo Document what can one do with a Row (INVALID, comparing,
191    ///it is similar to Node/Edge)
192    class Row {
193    protected:
194      int id;
195      friend class LpSolverBase;
196    public:
197      typedef Value ExprValue;
198      typedef True LpSolverRow;
199      Row() {}
200      Row(const Invalid&) : id(-1) {}
201
202      bool operator<(Row c) const  {return id<c.id;}
203      bool operator==(Row c) const  {return id==c.id;}
204      bool operator!=(Row c) const  {return id==c.id;}
205   };
206   
207    ///Linear expression of variables and a constant component
208   
209    ///This data structure strores a linear expression of the variables
210    ///(\ref Col "Col"s) and also has a constant component.
211    ///
212    ///There are several ways to access and modify the contents of this
213    ///container.
214    ///- Its it fully compatible with \c std::map<Col,double>, so for expamle
215    ///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can
216    ///read and modify the coefficients like
217    ///these.
218    ///\code
219    ///e[v]=5;
220    ///e[v]+=12;
221    ///e.erase(v);
222    ///\endcode
223    ///or you can also iterate through its elements.
224    ///\code
225    ///double s=0;
226    ///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i)
227    ///  s+=i->second;
228    ///\endcode
229    ///(This code computes the sum of all coefficients).
230    ///- Numbers (<tt>double</tt>'s)
231    ///and variables (\ref Col "Col"s) directly convert to an
232    ///\ref Expr and the usual linear operations are defined so 
233    ///\code
234    ///v+w
235    ///2*v-3.12*(v-w/2)+2
236    ///v*2.1+(3*v+(v*12+w+6)*3)/2
237    ///\endcode
238    ///are valid \ref Expr "Expr"essions.
239    ///The usual assignment operations are also defined.
240    ///\code
241    ///e=v+w;
242    ///e+=2*v-3.12*(v-w/2)+2;
243    ///e*=3.4;
244    ///e/=5;
245    ///\endcode
246    ///- The constant member can be set and read by \ref constComp()
247    ///\code
248    ///e.constComp()=12;
249    ///double c=e.constComp();
250    ///\endcode
251    ///
252    ///\note \ref clear() not only sets all coefficients to 0 but also
253    ///clears the constant components.
254    ///
255    ///\sa Constr
256    ///
257    class Expr : public std::map<Col,Value>
258    {
259    public:
260      typedef LpSolverBase::Col Key;
261      typedef LpSolverBase::Value Value;
262     
263    protected:
264      typedef std::map<Col,Value> Base;
265     
266      Value const_comp;
267  public:
268      typedef True IsLinExpression;
269      ///\e
270      Expr() : Base(), const_comp(0) { }
271      ///\e
272      Expr(const Key &v) : const_comp(0) {
273        Base::insert(std::make_pair(v, 1));
274      }
275      ///\e
276      Expr(const Value &v) : const_comp(v) {}
277      ///\e
278      void set(const Key &v,const Value &c) {
279        Base::insert(std::make_pair(v, c));
280      }
281      ///\e
282      Value &constComp() { return const_comp; }
283      ///\e
284      const Value &constComp() const { return const_comp; }
285     
286      ///Removes the components with zero coefficient.
287      void simplify() {
288        for (Base::iterator i=Base::begin(); i!=Base::end();) {
289          Base::iterator j=i;
290          ++j;
291          if ((*i).second==0) Base::erase(i);
292          j=i;
293        }
294      }
295
296      ///Sets all coefficients and the constant component to 0.
297      void clear() {
298        Base::clear();
299        const_comp=0;
300      }
301
302      ///\e
303      Expr &operator+=(const Expr &e) {
304        for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
305          (*this)[j->first]+=j->second;
306        ///\todo it might be speeded up using "hints"
307        const_comp+=e.const_comp;
308        return *this;
309      }
310      ///\e
311      Expr &operator-=(const Expr &e) {
312        for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
313          (*this)[j->first]-=j->second;
314        const_comp-=e.const_comp;
315        return *this;
316      }
317      ///\e
318      Expr &operator*=(const Value &c) {
319        for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
320          j->second*=c;
321        const_comp*=c;
322        return *this;
323      }
324      ///\e
325      Expr &operator/=(const Value &c) {
326        for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
327          j->second/=c;
328        const_comp/=c;
329        return *this;
330      }
331    };
332   
333    ///Linear constraint
334
335    ///This data stucture represents a linear constraint in the LP.
336    ///Basically it is a linear expression with a lower or an upper bound
337    ///(or both). These parts of the constraint can be obtained by the member
338    ///functions \ref expr(), \ref lowerBound() and \ref upperBound(),
339    ///respectively.
340    ///There are two ways to construct a constraint.
341    ///- You can set the linear expression and the bounds directly
342    ///  by the functions above.
343    ///- The operators <tt>\<=</tt>, <tt>==</tt> and  <tt>\>=</tt>
344    ///  are defined between expressions, or even between constraints whenever
345    ///  it makes sense. Therefore if \c e and \c f are linear expressions and
346    ///  \c s and \c t are numbers, then the followings are valid expressions
347    ///  and thus they can be used directly e.g. in \ref addRow() whenever
348    ///  it makes sense.
349    ///  \code
350    ///  e<=s
351    ///  e<=f
352    ///  s<=e<=t
353    ///  e>=t
354    ///  \endcode
355    ///\warning The validity of a constraint is checked only at run time, so
356    ///e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will compile, but will throw a
357    ///\ref LogicError exception.
358    class Constr
359    {
360    public:
361      typedef LpSolverBase::Expr Expr;
362      typedef Expr::Key Key;
363      typedef Expr::Value Value;
364     
365//       static const Value INF;
366//       static const Value NaN;
367
368    protected:
369      Expr _expr;
370      Value _lb,_ub;
371    public:
372      ///\e
373      Constr() : _expr(), _lb(NaN), _ub(NaN) {}
374      ///\e
375      Constr(Value lb,const Expr &e,Value ub) :
376        _expr(e), _lb(lb), _ub(ub) {}
377      ///\e
378      Constr(const Expr &e,Value ub) :
379        _expr(e), _lb(NaN), _ub(ub) {}
380      ///\e
381      Constr(Value lb,const Expr &e) :
382        _expr(e), _lb(lb), _ub(NaN) {}
383      ///\e
384      Constr(const Expr &e) :
385        _expr(e), _lb(NaN), _ub(NaN) {}
386      ///\e
387      void clear()
388      {
389        _expr.clear();
390        _lb=_ub=NaN;
391      }
392
393      ///Reference to the linear expression
394      Expr &expr() { return _expr; }
395      ///Cont reference to the linear expression
396      const Expr &expr() const { return _expr; }
397      ///Reference to the lower bound.
398
399      ///\return
400      ///- \ref INF "INF": the constraint is lower unbounded.
401      ///- \ref NaN "NaN": lower bound has not been set.
402      ///- finite number: the lower bound
403      Value &lowerBound() { return _lb; }
404      ///The const version of \ref lowerBound()
405      const Value &lowerBound() const { return _lb; }
406      ///Reference to the upper bound.
407
408      ///\return
409      ///- \ref INF "INF": the constraint is upper unbounded.
410      ///- \ref NaN "NaN": upper bound has not been set.
411      ///- finite number: the upper bound
412      Value &upperBound() { return _ub; }
413      ///The const version of \ref upperBound()
414      const Value &upperBound() const { return _ub; }
415      ///Is the constraint lower bounded?
416      bool lowerBounded() const {
417        using namespace std;
418        return finite(_lb);
419      }
420      ///Is the constraint upper bounded?
421      bool upperBounded() const {
422        using namespace std;
423        return finite(_ub);
424      }
425    };
426   
427    ///Linear expression of rows
428   
429    ///This data structure represents a column of the matrix,
430    ///thas is it strores a linear expression of the dual variables
431    ///(\ref Row "Row"s).
432    ///
433    ///There are several ways to access and modify the contents of this
434    ///container.
435    ///- Its it fully compatible with \c std::map<Row,double>, so for expamle
436    ///if \c e is an DualExpr and \c v
437    ///and \c w are of type \ref Row, then you can
438    ///read and modify the coefficients like
439    ///these.
440    ///\code
441    ///e[v]=5;
442    ///e[v]+=12;
443    ///e.erase(v);
444    ///\endcode
445    ///or you can also iterate through its elements.
446    ///\code
447    ///double s=0;
448    ///for(LpSolverBase::DualExpr::iterator i=e.begin();i!=e.end();++i)
449    ///  s+=i->second;
450    ///\endcode
451    ///(This code computes the sum of all coefficients).
452    ///- Numbers (<tt>double</tt>'s)
453    ///and variables (\ref Row "Row"s) directly convert to an
454    ///\ref DualExpr and the usual linear operations are defined so 
455    ///\code
456    ///v+w
457    ///2*v-3.12*(v-w/2)
458    ///v*2.1+(3*v+(v*12+w)*3)/2
459    ///\endcode
460    ///are valid \ref DualExpr "DualExpr"essions.
461    ///The usual assignment operations are also defined.
462    ///\code
463    ///e=v+w;
464    ///e+=2*v-3.12*(v-w/2);
465    ///e*=3.4;
466    ///e/=5;
467    ///\endcode
468    ///
469    ///\sa Expr
470    ///
471    class DualExpr : public std::map<Row,Value>
472    {
473    public:
474      typedef LpSolverBase::Row Key;
475      typedef LpSolverBase::Value Value;
476     
477    protected:
478      typedef std::map<Row,Value> Base;
479     
480    public:
481      typedef True IsLinExpression;
482      ///\e
483      DualExpr() : Base() { }
484      ///\e
485      DualExpr(const Key &v) {
486        Base::insert(std::make_pair(v, 1));
487      }
488      ///\e
489      void set(const Key &v,const Value &c) {
490        Base::insert(std::make_pair(v, c));
491      }
492     
493      ///Removes the components with zero coefficient.
494      void simplify() {
495        for (Base::iterator i=Base::begin(); i!=Base::end();) {
496          Base::iterator j=i;
497          ++j;
498          if ((*i).second==0) Base::erase(i);
499          j=i;
500        }
501      }
502
503      ///Sets all coefficients to 0.
504      void clear() {
505        Base::clear();
506      }
507
508      ///\e
509      DualExpr &operator+=(const DualExpr &e) {
510        for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
511          (*this)[j->first]+=j->second;
512        ///\todo it might be speeded up using "hints"
513        return *this;
514      }
515      ///\e
516      DualExpr &operator-=(const DualExpr &e) {
517        for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
518          (*this)[j->first]-=j->second;
519        return *this;
520      }
521      ///\e
522      DualExpr &operator*=(const Value &c) {
523        for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
524          j->second*=c;
525        return *this;
526      }
527      ///\e
528      DualExpr &operator/=(const Value &c) {
529        for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
530          j->second/=c;
531        return *this;
532      }
533    };
534   
535
536  protected:
537    _FixId rows;
538    _FixId cols;
539
540    //Abstract virtual functions
541    virtual LpSolverBase &_newLp() = 0;
542    virtual LpSolverBase &_copyLp(){
543      ///\todo This should be implemented here, too,  when we have problem retrieving routines. It can be overriden.
544
545      //Starting:
546      LpSolverBase & newlp(_newLp());
547      return newlp;
548      //return *(LpSolverBase*)0;
549    };
550
551    virtual int _addCol() = 0;
552    virtual int _addRow() = 0;
553    virtual void _eraseCol(int col) = 0;
554    virtual void _eraseRow(int row) = 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 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 temporary 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 Add several new rows
721    ///(i.e a constraints) 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    ///Erase a coloumn (i.e a variable) from the LP
847
848    ///\param c is the coloumn to be deleted
849    ///\todo Please check this
850    void eraseCol(Col c) {
851      _eraseCol(cols.floatingId(c.id));
852      cols.erase(c.id);
853    }
854    ///Erase a  row (i.e a constraint) from the LP
855
856    ///\param r is the row to be deleted
857    ///\todo Please check this
858    void eraseRow(Row r) {
859      _eraseRow(rows.floatingId(r.id));
860      rows.erase(r.id);
861    }
862
863    ///Set an element of the coefficient matrix of the LP
864
865    ///\param r is the row of the element to be modified
866    ///\param c is the coloumn of the element to be modified
867    ///\param val is the new value of the coefficient
868    void setCoeff(Row r, Col c, Value val){
869      _setCoeff(rows.floatingId(r.id),cols.floatingId(c.id), val);
870    }
871
872    /// Set the lower bound of a column (i.e a variable)
873
874    /// The upper bound of a variable (column) has to be given by an
875    /// extended number of type Value, i.e. a finite number of type
876    /// Value or -\ref INF.
877    void colLowerBound(Col c, Value value) {
878      _setColLowerBound(cols.floatingId(c.id),value);
879    }
880    /// Set the upper bound of a column (i.e a variable)
881
882    /// The upper bound of a variable (column) has to be given by an
883    /// extended number of type Value, i.e. a finite number of type
884    /// Value or \ref INF.
885    void colUpperBound(Col c, Value value) {
886      _setColUpperBound(cols.floatingId(c.id),value);
887    };
888    /// Set the lower and the upper bounds of a column (i.e a variable)
889
890    /// The lower and the upper bounds of
891    /// a variable (column) have to be given by an
892    /// extended number of type Value, i.e. a finite number of type
893    /// Value, -\ref INF or \ref INF.
894    void colBounds(Col c, Value lower, Value upper) {
895      _setColLowerBound(cols.floatingId(c.id),lower);
896      _setColUpperBound(cols.floatingId(c.id),upper);
897    }
898   
899//     /// Set the lower bound of a row (i.e a constraint)
900
901//     /// The lower bound of a linear expression (row) has to be given by an
902//     /// extended number of type Value, i.e. a finite number of type
903//     /// Value or -\ref INF.
904//     void rowLowerBound(Row r, Value value) {
905//       _setRowLowerBound(rows.floatingId(r.id),value);
906//     };
907//     /// Set the upper bound of a row (i.e a constraint)
908
909//     /// The upper bound of a linear expression (row) has to be given by an
910//     /// extended number of type Value, i.e. a finite number of type
911//     /// Value or \ref INF.
912//     void rowUpperBound(Row r, Value value) {
913//       _setRowUpperBound(rows.floatingId(r.id),value);
914//     };
915
916    /// Set the lower and the upper bounds of a row (i.e a constraint)
917
918    /// The lower and the upper bounds of
919    /// a constraint (row) have to be given by an
920    /// extended number of type Value, i.e. a finite number of type
921    /// Value, -\ref INF or \ref INF.
922    void rowBounds(Row c, Value lower, Value upper) {
923      _setRowBounds(rows.floatingId(c.id),lower, upper);
924      // _setRowUpperBound(rows.floatingId(c.id),upper);
925    }
926   
927    ///Set an element of the objective function
928    void objCoeff(Col c, Value v) {_setObjCoeff(cols.floatingId(c.id),v); };
929    ///Set the objective function
930   
931    ///\param e is a linear expression of type \ref Expr.
932    ///\bug The previous objective function is not cleared!
933    void setObj(Expr e) {
934      _clearObj();
935      for (Expr::iterator i=e.begin(); i!=e.end(); ++i)
936        objCoeff((*i).first,(*i).second);
937      obj_const_comp=e.constComp();
938    }
939
940    ///Maximize
941    void max() { _setMax(); }
942    ///Minimize
943    void min() { _setMin(); }
944
945   
946    ///@}
947
948
949    ///\name Solve the LP
950
951    ///@{
952
953    ///\e Solve the LP problem at hand
954    ///
955    ///\return The result of the optimization procedure. Possible values and their meanings can be found in the documentation of \ref SolveExitStatus.
956    ///
957    ///\todo Which method is used to solve the problem
958    SolveExitStatus solve() { return _solve(); }
959   
960    ///@}
961   
962    ///\name Obtain the solution
963
964    ///@{
965
966    /// The status of the primal problem (the original LP problem)
967    SolutionStatus primalStatus() {
968      return _getPrimalStatus();
969    }
970
971    /// The status of the dual (of the original LP) problem
972    SolutionStatus dualStatus() {
973      return _getDualStatus();
974    }
975
976    ///The type of the original LP problem
977    ProblemTypes problemType() {
978      return _getProblemType();
979    }
980
981    ///\e
982    Value primal(Col c) { return _getPrimal(cols.floatingId(c.id)); }
983
984    ///\e
985
986    ///\return
987    ///- \ref INF or -\ref INF means either infeasibility or unboundedness
988    /// of the primal problem, depending on whether we minimize or maximize.
989    ///- \ref NaN if no primal solution is found.
990    ///- The (finite) objective value if an optimal solution is found.
991    Value primalValue() { return _getPrimalValue()+obj_const_comp;}
992    ///@}
993   
994  }; 
995
996  ///\e
997 
998  ///\relates LpSolverBase::Expr
999  ///
1000  inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a,
1001                                      const LpSolverBase::Expr &b)
1002  {
1003    LpSolverBase::Expr tmp(a);
1004    tmp+=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1005    return tmp;
1006  }
1007  ///\e
1008 
1009  ///\relates LpSolverBase::Expr
1010  ///
1011  inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a,
1012                                      const LpSolverBase::Expr &b)
1013  {
1014    LpSolverBase::Expr tmp(a);
1015    tmp-=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1016    return tmp;
1017  }
1018  ///\e
1019 
1020  ///\relates LpSolverBase::Expr
1021  ///
1022  inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a,
1023                                      const LpSolverBase::Value &b)
1024  {
1025    LpSolverBase::Expr tmp(a);
1026    tmp*=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1027    return tmp;
1028  }
1029 
1030  ///\e
1031 
1032  ///\relates LpSolverBase::Expr
1033  ///
1034  inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a,
1035                                      const LpSolverBase::Expr &b)
1036  {
1037    LpSolverBase::Expr tmp(b);
1038    tmp*=a; ///\todo Doesn't STL have some special 'merge' algorithm?
1039    return tmp;
1040  }
1041  ///\e
1042 
1043  ///\relates LpSolverBase::Expr
1044  ///
1045  inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a,
1046                                      const LpSolverBase::Value &b)
1047  {
1048    LpSolverBase::Expr tmp(a);
1049    tmp/=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1050    return tmp;
1051  }
1052 
1053  ///\e
1054 
1055  ///\relates LpSolverBase::Constr
1056  ///
1057  inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e,
1058                                         const LpSolverBase::Expr &f)
1059  {
1060    return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0);
1061  }
1062
1063  ///\e
1064 
1065  ///\relates LpSolverBase::Constr
1066  ///
1067  inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e,
1068                                         const LpSolverBase::Expr &f)
1069  {
1070    return LpSolverBase::Constr(e,f);
1071  }
1072
1073  ///\e
1074 
1075  ///\relates LpSolverBase::Constr
1076  ///
1077  inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e,
1078                                         const LpSolverBase::Value &f)
1079  {
1080    return LpSolverBase::Constr(e,f);
1081  }
1082
1083  ///\e
1084 
1085  ///\relates LpSolverBase::Constr
1086  ///
1087  inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e,
1088                                         const LpSolverBase::Expr &f)
1089  {
1090    return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0);
1091  }
1092
1093
1094  ///\e
1095 
1096  ///\relates LpSolverBase::Constr
1097  ///
1098  inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e,
1099                                         const LpSolverBase::Expr &f)
1100  {
1101    return LpSolverBase::Constr(f,e);
1102  }
1103
1104
1105  ///\e
1106 
1107  ///\relates LpSolverBase::Constr
1108  ///
1109  inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e,
1110                                         const LpSolverBase::Value &f)
1111  {
1112    return LpSolverBase::Constr(f,e);
1113  }
1114
1115  ///\e
1116 
1117  ///\relates LpSolverBase::Constr
1118  ///
1119  inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e,
1120                                         const LpSolverBase::Expr &f)
1121  {
1122    return LpSolverBase::Constr(0,e-f,0);
1123  }
1124
1125  ///\e
1126 
1127  ///\relates LpSolverBase::Constr
1128  ///
1129  inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n,
1130                                         const LpSolverBase::Constr&c)
1131  {
1132    LpSolverBase::Constr tmp(c);
1133    ///\todo Create an own exception type.
1134    if(!isnan(tmp.lowerBound())) throw LogicError();
1135    else tmp.lowerBound()=n;
1136    return tmp;
1137  }
1138  ///\e
1139 
1140  ///\relates LpSolverBase::Constr
1141  ///
1142  inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c,
1143                                         const LpSolverBase::Value &n)
1144  {
1145    LpSolverBase::Constr tmp(c);
1146    ///\todo Create an own exception type.
1147    if(!isnan(tmp.upperBound())) throw LogicError();
1148    else tmp.upperBound()=n;
1149    return tmp;
1150  }
1151
1152  ///\e
1153 
1154  ///\relates LpSolverBase::Constr
1155  ///
1156  inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n,
1157                                         const LpSolverBase::Constr&c)
1158  {
1159    LpSolverBase::Constr tmp(c);
1160    ///\todo Create an own exception type.
1161    if(!isnan(tmp.upperBound())) throw LogicError();
1162    else tmp.upperBound()=n;
1163    return tmp;
1164  }
1165  ///\e
1166 
1167  ///\relates LpSolverBase::Constr
1168  ///
1169  inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c,
1170                                         const LpSolverBase::Value &n)
1171  {
1172    LpSolverBase::Constr tmp(c);
1173    ///\todo Create an own exception type.
1174    if(!isnan(tmp.lowerBound())) throw LogicError();
1175    else tmp.lowerBound()=n;
1176    return tmp;
1177  }
1178
1179  ///\e
1180 
1181  ///\relates LpSolverBase::DualExpr
1182  ///
1183  inline LpSolverBase::DualExpr operator+(const LpSolverBase::DualExpr &a,
1184                                      const LpSolverBase::DualExpr &b)
1185  {
1186    LpSolverBase::DualExpr tmp(a);
1187    tmp+=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1188    return tmp;
1189  }
1190  ///\e
1191 
1192  ///\relates LpSolverBase::DualExpr
1193  ///
1194  inline LpSolverBase::DualExpr operator-(const LpSolverBase::DualExpr &a,
1195                                      const LpSolverBase::DualExpr &b)
1196  {
1197    LpSolverBase::DualExpr tmp(a);
1198    tmp-=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1199    return tmp;
1200  }
1201  ///\e
1202 
1203  ///\relates LpSolverBase::DualExpr
1204  ///
1205  inline LpSolverBase::DualExpr operator*(const LpSolverBase::DualExpr &a,
1206                                      const LpSolverBase::Value &b)
1207  {
1208    LpSolverBase::DualExpr tmp(a);
1209    tmp*=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1210    return tmp;
1211  }
1212 
1213  ///\e
1214 
1215  ///\relates LpSolverBase::DualExpr
1216  ///
1217  inline LpSolverBase::DualExpr operator*(const LpSolverBase::Value &a,
1218                                      const LpSolverBase::DualExpr &b)
1219  {
1220    LpSolverBase::DualExpr tmp(b);
1221    tmp*=a; ///\todo Doesn't STL have some special 'merge' algorithm?
1222    return tmp;
1223  }
1224  ///\e
1225 
1226  ///\relates LpSolverBase::DualExpr
1227  ///
1228  inline LpSolverBase::DualExpr operator/(const LpSolverBase::DualExpr &a,
1229                                      const LpSolverBase::Value &b)
1230  {
1231    LpSolverBase::DualExpr tmp(a);
1232    tmp/=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1233    return tmp;
1234  }
1235 
1236
1237} //namespace lemon
1238
1239#endif //LEMON_LP_BASE_H
Note: See TracBrowser for help on using the repository browser.