COIN-OR::LEMON - Graph Library

source: lemon-0.x/lemon/lp_base.h @ 1588:b79bcba43661

Last change on this file since 1588:b79bcba43661 was 1542:0219ee65ffcc, checked in by athos, 15 years ago

Some testing of the LP interface: bugs got fixed.

File size: 34.9 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 "INF": the constraint is lower unbounded.
403      ///- \ref NaN "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 "INF": the constraint is upper unbounded.
412      ///- \ref NaN "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 _eraseCol(int col) = 0;
556    virtual void _eraseRow(int row) = 0;
557    virtual void _setRowCoeffs(int i,
558                               int length,
559                               int  const * indices,
560                               Value  const * values ) = 0;
561    virtual void _setColCoeffs(int i,
562                               int length,
563                               int  const * indices,
564                               Value  const * values ) = 0;
565    virtual void _setCoeff(int row, int col, Value value) = 0;
566    virtual void _setColLowerBound(int i, Value value) = 0;
567    virtual void _setColUpperBound(int i, Value value) = 0;
568//     virtual void _setRowLowerBound(int i, Value value) = 0;
569//     virtual void _setRowUpperBound(int i, Value value) = 0;
570    virtual void _setRowBounds(int i, Value lower, Value upper) = 0;
571    virtual void _setObjCoeff(int i, Value obj_coef) = 0;
572    virtual void _clearObj()=0;
573//     virtual void _setObj(int length,
574//                          int  const * indices,
575//                          Value  const * values ) = 0;
576    virtual SolveExitStatus _solve() = 0;
577    virtual Value _getPrimal(int i) = 0;
578    virtual Value _getPrimalValue() = 0;
579    virtual SolutionStatus _getPrimalStatus() = 0;
580    virtual SolutionStatus _getDualStatus() = 0;
581    ///\todo This could be implemented here, too, using _getPrimalStatus() and
582    ///_getDualStatus()
583    virtual ProblemTypes _getProblemType() = 0;
584
585    virtual void _setMax() = 0;
586    virtual void _setMin() = 0;
587   
588    //Own protected stuff
589   
590    //Constant component of the objective function
591    Value obj_const_comp;
592   
593
594
595   
596  public:
597
598    ///\e
599    LpSolverBase() : obj_const_comp(0) {}
600
601    ///\e
602    virtual ~LpSolverBase() {}
603
604    ///Creates a new LP problem
605    LpSolverBase &newLp() {return _newLp();}
606    ///Makes a copy of the LP problem
607    LpSolverBase &copyLp() {return _copyLp();}
608   
609    ///\name Build up and modify of the LP
610
611    ///@{
612
613    ///Add a new empty column (i.e a new variable) to the LP
614    Col addCol() { Col c; c.id=cols.insert(_addCol()); return c;}
615
616    ///\brief Adds several new columns
617    ///(i.e a variables) at once
618    ///
619    ///This magic function takes a container as its argument
620    ///and fills its elements
621    ///with new columns (i.e. variables)
622    ///\param t can be
623    ///- a standard STL compatible iterable container with
624    ///\ref Col as its \c values_type
625    ///like
626    ///\code
627    ///std::vector<LpSolverBase::Col>
628    ///std::list<LpSolverBase::Col>
629    ///\endcode
630    ///- a standard STL compatible iterable container with
631    ///\ref Col as its \c mapped_type
632    ///like
633    ///\code
634    ///std::map<AnyType,LpSolverBase::Col>
635    ///\endcode
636    ///- an iterable lemon \ref concept::WriteMap "write map" like
637    ///\code
638    ///ListGraph::NodeMap<LpSolverBase::Col>
639    ///ListGraph::EdgeMap<LpSolverBase::Col>
640    ///\endcode
641    ///\return The number of the created column.
642#ifdef DOXYGEN
643    template<class T>
644    int addColSet(T &t) { return 0;}
645#else
646    template<class T>
647    typename enable_if<typename T::value_type::LpSolverCol,int>::type
648    addColSet(T &t,dummy<0> = 0) {
649      int s=0;
650      for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;}
651      return s;
652    }
653    template<class T>
654    typename enable_if<typename T::value_type::second_type::LpSolverCol,
655                       int>::type
656    addColSet(T &t,dummy<1> = 1) {
657      int s=0;
658      for(typename T::iterator i=t.begin();i!=t.end();++i) {
659        i->second=addCol();
660        s++;
661      }
662      return s;
663    }
664    template<class T>
665    typename enable_if<typename T::ValueSet::value_type::LpSolverCol,
666                       int>::type
667    addColSet(T &t,dummy<2> = 2) {
668      ///\bug <tt>return addColSet(t.valueSet());</tt> should also work.
669      int s=0;
670      for(typename T::ValueSet::iterator i=t.valueSet().begin();
671          i!=t.valueSet().end();
672          ++i)
673        {
674          *i=addCol();
675          s++;
676        }
677      return s;
678    }
679#endif
680
681    ///Set a column (i.e a dual constraint) of the LP
682
683    ///\param c is the column to be modified
684    ///\param e is a dual linear expression (see \ref DualExpr)
685    ///\bug This is a temporary function. The interface will change to
686    ///a better one.
687    void setCol(Col c,const DualExpr &e) {
688      std::vector<int> indices;
689      std::vector<Value> values;
690      indices.push_back(0);
691      values.push_back(0);
692      for(DualExpr::const_iterator i=e.begin(); i!=e.end(); ++i)
693        if((*i).second!=0) { ///\bug EPSILON would be necessary here!!!
694          indices.push_back(cols.floatingId((*i).first.id));
695          values.push_back((*i).second);
696        }
697      _setColCoeffs(cols.floatingId(c.id),indices.size()-1,
698                    &indices[0],&values[0]);
699    }
700
701    ///Add a new column to the LP
702
703    ///\param e is a dual linear expression (see \ref DualExpr)
704    ///\param obj is the corresponding component of the objective
705    ///function. It is 0 by default.
706    ///\return The created column.
707    ///\bug This is a temportary function. The interface will change to
708    ///a better one.
709    Col addCol(const DualExpr &e, Value obj=0) {
710      Col c=addCol();
711      setCol(c,e);
712      objCoeff(c,obj);
713      return c;
714    }
715
716    ///Add a new empty row (i.e a new constraint) to the LP
717
718    ///This function adds a new empty row (i.e a new constraint) to the LP.
719    ///\return The created row
720    Row addRow() { Row r; r.id=rows.insert(_addRow()); return r;}
721
722    ///\brief Add several new rows
723    ///(i.e a constraints) at once
724    ///
725    ///This magic function takes a container as its argument
726    ///and fills its elements
727    ///with new row (i.e. variables)
728    ///\param t can be
729    ///- a standard STL compatible iterable container with
730    ///\ref Row as its \c values_type
731    ///like
732    ///\code
733    ///std::vector<LpSolverBase::Row>
734    ///std::list<LpSolverBase::Row>
735    ///\endcode
736    ///- a standard STL compatible iterable container with
737    ///\ref Row as its \c mapped_type
738    ///like
739    ///\code
740    ///std::map<AnyType,LpSolverBase::Row>
741    ///\endcode
742    ///- an iterable lemon \ref concept::WriteMap "write map" like
743    ///\code
744    ///ListGraph::NodeMap<LpSolverBase::Row>
745    ///ListGraph::EdgeMap<LpSolverBase::Row>
746    ///\endcode
747    ///\return The number of rows created.
748#ifdef DOXYGEN
749    template<class T>
750    int addRowSet(T &t) { return 0;}
751#else
752    template<class T>
753    typename enable_if<typename T::value_type::LpSolverRow,int>::type
754    addRowSet(T &t,dummy<0> = 0) {
755      int s=0;
756      for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;}
757      return s;
758    }
759    template<class T>
760    typename enable_if<typename T::value_type::second_type::LpSolverRow,
761                       int>::type
762    addRowSet(T &t,dummy<1> = 1) {
763      int s=0;
764      for(typename T::iterator i=t.begin();i!=t.end();++i) {
765        i->second=addRow();
766        s++;
767      }
768      return s;
769    }
770    template<class T>
771    typename enable_if<typename T::ValueSet::value_type::LpSolverRow,
772                       int>::type
773    addRowSet(T &t,dummy<2> = 2) {
774      ///\bug <tt>return addRowSet(t.valueSet());</tt> should also work.
775      int s=0;
776      for(typename T::ValueSet::iterator i=t.valueSet().begin();
777          i!=t.valueSet().end();
778          ++i)
779        {
780          *i=addRow();
781          s++;
782        }
783      return s;
784    }
785#endif
786
787    ///Set a row (i.e a constraint) of the LP
788
789    ///\param r is the row to be modified
790    ///\param l is lower bound (-\ref INF means no bound)
791    ///\param e is a linear expression (see \ref Expr)
792    ///\param u is the upper bound (\ref INF means no bound)
793    ///\bug This is a temportary function. The interface will change to
794    ///a better one.
795    ///\todo Option to control whether a constraint with a single variable is
796    ///added or not.
797    void setRow(Row r, Value l,const Expr &e, Value u) {
798      std::vector<int> indices;
799      std::vector<Value> values;
800      indices.push_back(0);
801      values.push_back(0);
802      for(Expr::const_iterator i=e.begin(); i!=e.end(); ++i)
803        if((*i).second!=0) { ///\bug EPSILON would be necessary here!!!
804          indices.push_back(cols.floatingId((*i).first.id));
805          values.push_back((*i).second);
806        }
807      _setRowCoeffs(rows.floatingId(r.id),indices.size()-1,
808                    &indices[0],&values[0]);
809//       _setRowLowerBound(rows.floatingId(r.id),l-e.constComp());
810//       _setRowUpperBound(rows.floatingId(r.id),u-e.constComp());
811       _setRowBounds(rows.floatingId(r.id),l-e.constComp(),u-e.constComp());
812    }
813
814    ///Set a row (i.e a constraint) of the LP
815
816    ///\param r is the row to be modified
817    ///\param c is a linear expression (see \ref Constr)
818    void setRow(Row r, const Constr &c) {
819      setRow(r,
820             c.lowerBounded()?c.lowerBound():-INF,
821             c.expr(),
822             c.upperBounded()?c.upperBound():INF);
823    }
824
825    ///Add a new row (i.e a new constraint) to the LP
826
827    ///\param l is the lower bound (-\ref INF means no bound)
828    ///\param e is a linear expression (see \ref Expr)
829    ///\param u is the upper bound (\ref INF means no bound)
830    ///\return The created row.
831    ///\bug This is a temportary function. The interface will change to
832    ///a better one.
833    Row addRow(Value l,const Expr &e, Value u) {
834      Row r=addRow();
835      setRow(r,l,e,u);
836      return r;
837    }
838
839    ///Add a new row (i.e a new constraint) to the LP
840
841    ///\param c is a linear expression (see \ref Constr)
842    ///\return The created row.
843    Row addRow(const Constr &c) {
844      Row r=addRow();
845      setRow(r,c);
846      return r;
847    }
848    ///Erase a coloumn (i.e a variable) from the LP
849
850    ///\param c is the coloumn to be deleted
851    ///\todo Please check this
852    void eraseCol(Col c) {
853      _eraseCol(cols.floatingId(c.id));
854      cols.erase(c.id);
855    }
856    ///Erase a  row (i.e a constraint) from the LP
857
858    ///\param r is the row to be deleted
859    ///\todo Please check this
860    void eraseRow(Row r) {
861      _eraseRow(rows.floatingId(r.id));
862      rows.erase(r.id);
863    }
864
865    ///Set an element of the coefficient matrix of the LP
866
867    ///\param r is the row of the element to be modified
868    ///\param c is the coloumn of the element to be modified
869    ///\param val is the new value of the coefficient
870    void setCoeff(Row r, Col c, Value val){
871      _setCoeff(rows.floatingId(r.id),cols.floatingId(c.id), val);
872    }
873
874    /// Set the lower bound of a column (i.e a variable)
875
876    /// The upper bound of a variable (column) has to be given by an
877    /// extended number of type Value, i.e. a finite number of type
878    /// Value or -\ref INF.
879    void colLowerBound(Col c, Value value) {
880      _setColLowerBound(cols.floatingId(c.id),value);
881    }
882    /// Set the upper bound of a column (i.e a variable)
883
884    /// The upper bound of a variable (column) has to be given by an
885    /// extended number of type Value, i.e. a finite number of type
886    /// Value or \ref INF.
887    void colUpperBound(Col c, Value value) {
888      _setColUpperBound(cols.floatingId(c.id),value);
889    };
890    /// Set the lower and the upper bounds of a column (i.e a variable)
891
892    /// The lower and the upper bounds of
893    /// a variable (column) have to be given by an
894    /// extended number of type Value, i.e. a finite number of type
895    /// Value, -\ref INF or \ref INF.
896    void colBounds(Col c, Value lower, Value upper) {
897      _setColLowerBound(cols.floatingId(c.id),lower);
898      _setColUpperBound(cols.floatingId(c.id),upper);
899    }
900   
901//     /// Set the lower bound of a row (i.e a constraint)
902
903//     /// The lower bound of a linear expression (row) 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 rowLowerBound(Row r, Value value) {
907//       _setRowLowerBound(rows.floatingId(r.id),value);
908//     };
909//     /// Set the upper bound of a row (i.e a constraint)
910
911//     /// The upper bound of a linear expression (row) has to be given by an
912//     /// extended number of type Value, i.e. a finite number of type
913//     /// Value or \ref INF.
914//     void rowUpperBound(Row r, Value value) {
915//       _setRowUpperBound(rows.floatingId(r.id),value);
916//     };
917
918    /// Set the lower and the upper bounds of a row (i.e a constraint)
919
920    /// The lower and the upper bounds of
921    /// a constraint (row) have to be given by an
922    /// extended number of type Value, i.e. a finite number of type
923    /// Value, -\ref INF or \ref INF.
924    void rowBounds(Row c, Value lower, Value upper) {
925      _setRowBounds(rows.floatingId(c.id),lower, upper);
926      // _setRowUpperBound(rows.floatingId(c.id),upper);
927    }
928   
929    ///Set an element of the objective function
930    void objCoeff(Col c, Value v) {_setObjCoeff(cols.floatingId(c.id),v); };
931    ///Set the objective function
932   
933    ///\param e is a linear expression of type \ref Expr.
934    ///\bug The previous objective function is not cleared!
935    void setObj(Expr e) {
936      _clearObj();
937      for (Expr::iterator i=e.begin(); i!=e.end(); ++i)
938        objCoeff((*i).first,(*i).second);
939      obj_const_comp=e.constComp();
940    }
941
942    ///Maximize
943    void max() { _setMax(); }
944    ///Minimize
945    void min() { _setMin(); }
946
947   
948    ///@}
949
950
951    ///\name Solve the LP
952
953    ///@{
954
955    ///\e Solve the LP problem at hand
956    ///
957    ///\return The result of the optimization procedure. Possible values and their meanings can be found in the documentation of \ref SolveExitStatus.
958    ///
959    ///\todo Which method is used to solve the problem
960    SolveExitStatus solve() { return _solve(); }
961   
962    ///@}
963   
964    ///\name Obtain the solution
965
966    ///@{
967
968    /// The status of the primal problem (the original LP problem)
969    SolutionStatus primalStatus() {
970      return _getPrimalStatus();
971    }
972
973    /// The status of the dual (of the original LP) problem
974    SolutionStatus dualStatus() {
975      return _getDualStatus();
976    }
977
978    ///The type of the original LP problem
979    ProblemTypes problemType() {
980      return _getProblemType();
981    }
982
983    ///\e
984    Value primal(Col c) { return _getPrimal(cols.floatingId(c.id)); }
985
986    ///\e
987
988    ///\return
989    ///- \ref INF or -\ref INF means either infeasibility or unboundedness
990    /// of the primal problem, depending on whether we minimize or maximize.
991    ///- \ref NaN if no primal solution is found.
992    ///- The (finite) objective value if an optimal solution is found.
993    Value primalValue() { return _getPrimalValue()+obj_const_comp;}
994    ///@}
995   
996  }; 
997
998  ///\e
999 
1000  ///\relates LpSolverBase::Expr
1001  ///
1002  inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a,
1003                                      const LpSolverBase::Expr &b)
1004  {
1005    LpSolverBase::Expr tmp(a);
1006    tmp+=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1007    return tmp;
1008  }
1009  ///\e
1010 
1011  ///\relates LpSolverBase::Expr
1012  ///
1013  inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a,
1014                                      const LpSolverBase::Expr &b)
1015  {
1016    LpSolverBase::Expr tmp(a);
1017    tmp-=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1018    return tmp;
1019  }
1020  ///\e
1021 
1022  ///\relates LpSolverBase::Expr
1023  ///
1024  inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a,
1025                                      const LpSolverBase::Value &b)
1026  {
1027    LpSolverBase::Expr tmp(a);
1028    tmp*=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1029    return tmp;
1030  }
1031 
1032  ///\e
1033 
1034  ///\relates LpSolverBase::Expr
1035  ///
1036  inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a,
1037                                      const LpSolverBase::Expr &b)
1038  {
1039    LpSolverBase::Expr tmp(b);
1040    tmp*=a; ///\todo Doesn't STL have some special 'merge' algorithm?
1041    return tmp;
1042  }
1043  ///\e
1044 
1045  ///\relates LpSolverBase::Expr
1046  ///
1047  inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a,
1048                                      const LpSolverBase::Value &b)
1049  {
1050    LpSolverBase::Expr tmp(a);
1051    tmp/=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1052    return tmp;
1053  }
1054 
1055  ///\e
1056 
1057  ///\relates LpSolverBase::Constr
1058  ///
1059  inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e,
1060                                         const LpSolverBase::Expr &f)
1061  {
1062    return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0);
1063  }
1064
1065  ///\e
1066 
1067  ///\relates LpSolverBase::Constr
1068  ///
1069  inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e,
1070                                         const LpSolverBase::Expr &f)
1071  {
1072    return LpSolverBase::Constr(e,f);
1073  }
1074
1075  ///\e
1076 
1077  ///\relates LpSolverBase::Constr
1078  ///
1079  inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e,
1080                                         const LpSolverBase::Value &f)
1081  {
1082    return LpSolverBase::Constr(e,f);
1083  }
1084
1085  ///\e
1086 
1087  ///\relates LpSolverBase::Constr
1088  ///
1089  inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e,
1090                                         const LpSolverBase::Expr &f)
1091  {
1092    return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0);
1093  }
1094
1095
1096  ///\e
1097 
1098  ///\relates LpSolverBase::Constr
1099  ///
1100  inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e,
1101                                         const LpSolverBase::Expr &f)
1102  {
1103    return LpSolverBase::Constr(f,e);
1104  }
1105
1106
1107  ///\e
1108 
1109  ///\relates LpSolverBase::Constr
1110  ///
1111  inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e,
1112                                         const LpSolverBase::Value &f)
1113  {
1114    return LpSolverBase::Constr(f,e);
1115  }
1116
1117  ///\e
1118 
1119  ///\relates LpSolverBase::Constr
1120  ///
1121  inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e,
1122                                         const LpSolverBase::Expr &f)
1123  {
1124    return LpSolverBase::Constr(0,e-f,0);
1125  }
1126
1127  ///\e
1128 
1129  ///\relates LpSolverBase::Constr
1130  ///
1131  inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n,
1132                                         const LpSolverBase::Constr&c)
1133  {
1134    LpSolverBase::Constr tmp(c);
1135    ///\todo Create an own exception type.
1136    if(!isnan(tmp.lowerBound())) throw LogicError();
1137    else tmp.lowerBound()=n;
1138    return tmp;
1139  }
1140  ///\e
1141 
1142  ///\relates LpSolverBase::Constr
1143  ///
1144  inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c,
1145                                         const LpSolverBase::Value &n)
1146  {
1147    LpSolverBase::Constr tmp(c);
1148    ///\todo Create an own exception type.
1149    if(!isnan(tmp.upperBound())) throw LogicError();
1150    else tmp.upperBound()=n;
1151    return tmp;
1152  }
1153
1154  ///\e
1155 
1156  ///\relates LpSolverBase::Constr
1157  ///
1158  inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n,
1159                                         const LpSolverBase::Constr&c)
1160  {
1161    LpSolverBase::Constr tmp(c);
1162    ///\todo Create an own exception type.
1163    if(!isnan(tmp.upperBound())) throw LogicError();
1164    else tmp.upperBound()=n;
1165    return tmp;
1166  }
1167  ///\e
1168 
1169  ///\relates LpSolverBase::Constr
1170  ///
1171  inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c,
1172                                         const LpSolverBase::Value &n)
1173  {
1174    LpSolverBase::Constr tmp(c);
1175    ///\todo Create an own exception type.
1176    if(!isnan(tmp.lowerBound())) throw LogicError();
1177    else tmp.lowerBound()=n;
1178    return tmp;
1179  }
1180
1181  ///\e
1182 
1183  ///\relates LpSolverBase::DualExpr
1184  ///
1185  inline LpSolverBase::DualExpr operator+(const LpSolverBase::DualExpr &a,
1186                                      const LpSolverBase::DualExpr &b)
1187  {
1188    LpSolverBase::DualExpr tmp(a);
1189    tmp+=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1190    return tmp;
1191  }
1192  ///\e
1193 
1194  ///\relates LpSolverBase::DualExpr
1195  ///
1196  inline LpSolverBase::DualExpr operator-(const LpSolverBase::DualExpr &a,
1197                                      const LpSolverBase::DualExpr &b)
1198  {
1199    LpSolverBase::DualExpr tmp(a);
1200    tmp-=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1201    return tmp;
1202  }
1203  ///\e
1204 
1205  ///\relates LpSolverBase::DualExpr
1206  ///
1207  inline LpSolverBase::DualExpr operator*(const LpSolverBase::DualExpr &a,
1208                                      const LpSolverBase::Value &b)
1209  {
1210    LpSolverBase::DualExpr tmp(a);
1211    tmp*=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1212    return tmp;
1213  }
1214 
1215  ///\e
1216 
1217  ///\relates LpSolverBase::DualExpr
1218  ///
1219  inline LpSolverBase::DualExpr operator*(const LpSolverBase::Value &a,
1220                                      const LpSolverBase::DualExpr &b)
1221  {
1222    LpSolverBase::DualExpr tmp(b);
1223    tmp*=a; ///\todo Doesn't STL have some special 'merge' algorithm?
1224    return tmp;
1225  }
1226  ///\e
1227 
1228  ///\relates LpSolverBase::DualExpr
1229  ///
1230  inline LpSolverBase::DualExpr operator/(const LpSolverBase::DualExpr &a,
1231                                      const LpSolverBase::Value &b)
1232  {
1233    LpSolverBase::DualExpr tmp(a);
1234    tmp/=b; ///\todo Doesn't STL have some special 'merge' algorithm?
1235    return tmp;
1236  }
1237 
1238
1239} //namespace lemon
1240
1241#endif //LEMON_LP_BASE_H
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