1 | /* -*- C++ -*- |
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2 | * |
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3 | * This file is a part of LEMON, a generic C++ optimization library |
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4 | * |
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5 | * Copyright (C) 2003-2006 |
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6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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8 | * |
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9 | * Permission to use, modify and distribute this software is granted |
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10 | * provided that this copyright notice appears in all copies. For |
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11 | * precise terms see the accompanying LICENSE file. |
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12 | * |
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13 | * This software is provided "AS IS" with no warranty of any kind, |
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14 | * express or implied, and with no claim as to its suitability for any |
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15 | * purpose. |
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16 | * |
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17 | */ |
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18 | |
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19 | #ifndef LEMON_LP_BASE_H |
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20 | #define LEMON_LP_BASE_H |
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21 | |
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22 | #include<iostream> |
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23 | |
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24 | |
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25 | #include<vector> |
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26 | #include<map> |
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27 | #include<limits> |
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28 | #include<cmath> |
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29 | |
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30 | #include<lemon/bits/utility.h> |
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31 | #include<lemon/error.h> |
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32 | #include<lemon/bits/invalid.h> |
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33 | |
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34 | ///\file |
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35 | ///\brief The interface of the LP solver interface. |
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36 | ///\ingroup gen_opt_group |
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37 | namespace lemon { |
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38 | |
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39 | |
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40 | ///Internal data structure to convert floating id's to fix one's |
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41 | |
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42 | ///\todo This might be implemented to be also usable in other places. |
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43 | class _FixId |
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44 | { |
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45 | protected: |
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46 | int _first_index; |
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47 | int first_free; |
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48 | public: |
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49 | std::vector<int> index; |
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50 | std::vector<int> cross; |
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51 | _FixId() : _first_index(-1), first_free(-1) {}; |
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52 | ///Convert a floating id to a fix one |
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53 | |
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54 | ///\param n is a floating id |
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55 | ///\return the corresponding fix id |
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56 | int fixId(int n) const {return cross[n];} |
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57 | ///Convert a fix id to a floating one |
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58 | |
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59 | ///\param n is a fix id |
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60 | ///\return the corresponding floating id |
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61 | int floatingId(int n) const { return index[n];} |
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62 | ///Add a new floating id. |
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63 | |
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64 | ///\param n is a floating id |
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65 | ///\return the fix id of the new value |
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66 | ///\todo Multiple additions should also be handled. |
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67 | int insert(int n) |
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68 | { |
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69 | if(cross.empty()) _first_index=n; |
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70 | if(n>=int(cross.size())) { |
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71 | cross.resize(n+1); |
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72 | if(first_free==-1) { |
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73 | cross[n]=index.size(); |
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74 | index.push_back(n); |
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75 | } |
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76 | else { |
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77 | cross[n]=first_free; |
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78 | int next=index[first_free]; |
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79 | index[first_free]=n; |
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80 | first_free=next; |
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81 | } |
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82 | return cross[n]; |
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83 | } |
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84 | else { |
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85 | ///\todo Create an own exception type. |
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86 | throw LogicError(); //floatingId-s must form a continuous range; |
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87 | } |
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88 | } |
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89 | ///Remove a fix id. |
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90 | |
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91 | ///\param n is a fix id |
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92 | /// |
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93 | void erase(int n) |
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94 | { |
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95 | int fl=index[n]; |
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96 | index[n]=first_free; |
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97 | first_free=n; |
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98 | for(int i=fl+1;i<int(cross.size());++i) { |
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99 | cross[i-1]=cross[i]; |
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100 | index[cross[i]]--; |
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101 | } |
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102 | cross.pop_back(); |
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103 | } |
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104 | ///An upper bound on the largest fix id. |
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105 | |
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106 | ///\todo Do we need this? |
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107 | /// |
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108 | std::size_t maxFixId() { return cross.size()-1; } |
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109 | |
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110 | ///Returns the first (smallest) inserted index |
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111 | |
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112 | ///Returns the first (smallest) inserted index |
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113 | ///or -1 if no index has been inserted before. |
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114 | int firstIndex() {return _first_index;} |
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115 | }; |
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116 | |
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117 | ///Common base class for LP solvers |
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118 | |
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119 | ///\todo Much more docs |
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120 | ///\ingroup gen_opt_group |
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121 | class LpSolverBase { |
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122 | |
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123 | protected: |
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124 | _FixId rows; |
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125 | _FixId cols; |
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126 | |
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127 | public: |
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128 | |
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129 | ///Possible outcomes of an LP solving procedure |
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130 | enum SolveExitStatus { |
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131 | ///This means that the problem has been successfully solved: either |
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132 | ///an optimal solution has been found or infeasibility/unboundedness |
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133 | ///has been proved. |
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134 | SOLVED = 0, |
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135 | ///Any other case (including the case when some user specified |
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136 | ///limit has been exceeded) |
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137 | UNSOLVED = 1 |
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138 | }; |
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139 | |
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140 | ///\e |
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141 | enum SolutionStatus { |
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142 | ///Feasible solution hasn't been found (but may exist). |
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143 | |
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144 | ///\todo NOTFOUND might be a better name. |
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145 | /// |
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146 | UNDEFINED = 0, |
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147 | ///The problem has no feasible solution |
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148 | INFEASIBLE = 1, |
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149 | ///Feasible solution found |
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150 | FEASIBLE = 2, |
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151 | ///Optimal solution exists and found |
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152 | OPTIMAL = 3, |
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153 | ///The cost function is unbounded |
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154 | |
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155 | ///\todo Give a feasible solution and an infinite ray (and the |
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156 | ///corresponding bases) |
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157 | INFINITE = 4 |
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158 | }; |
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159 | |
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160 | ///\e The type of the investigated LP problem |
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161 | enum ProblemTypes { |
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162 | ///Primal-dual feasible |
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163 | PRIMAL_DUAL_FEASIBLE = 0, |
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164 | ///Primal feasible dual infeasible |
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165 | PRIMAL_FEASIBLE_DUAL_INFEASIBLE = 1, |
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166 | ///Primal infeasible dual feasible |
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167 | PRIMAL_INFEASIBLE_DUAL_FEASIBLE = 2, |
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168 | ///Primal-dual infeasible |
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169 | PRIMAL_DUAL_INFEASIBLE = 3, |
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170 | ///Could not determine so far |
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171 | UNKNOWN = 4 |
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172 | }; |
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173 | |
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174 | ///The floating point type used by the solver |
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175 | typedef double Value; |
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176 | ///The infinity constant |
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177 | static const Value INF; |
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178 | ///The not a number constant |
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179 | static const Value NaN; |
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180 | |
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181 | static inline bool isNaN(const Value& v) { return v!=v; } |
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182 | |
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183 | friend class Col; |
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184 | friend class ColIt; |
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185 | friend class Row; |
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186 | |
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187 | ///Refer to a column of the LP. |
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188 | |
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189 | ///This type is used to refer to a column of the LP. |
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190 | /// |
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191 | ///Its value remains valid and correct even after the addition or erase of |
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192 | ///other columns. |
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193 | /// |
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194 | ///\todo Document what can one do with a Col (INVALID, comparing, |
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195 | ///it is similar to Node/Edge) |
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196 | class Col { |
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197 | protected: |
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198 | int id; |
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199 | friend class LpSolverBase; |
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200 | friend class MipSolverBase; |
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201 | public: |
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202 | typedef Value ExprValue; |
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203 | typedef True LpSolverCol; |
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204 | Col() {} |
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205 | Col(const Invalid&) : id(-1) {} |
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206 | bool operator< (Col c) const {return id< c.id;} |
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207 | bool operator> (Col c) const {return id> c.id;} |
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208 | bool operator==(Col c) const {return id==c.id;} |
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209 | bool operator!=(Col c) const {return id!=c.id;} |
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210 | }; |
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211 | |
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212 | class ColIt : public Col { |
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213 | LpSolverBase *_lp; |
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214 | public: |
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215 | ColIt() {} |
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216 | ColIt(LpSolverBase &lp) : _lp(&lp) |
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217 | { |
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218 | id = _lp->cols.cross.empty()?-1: |
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219 | _lp->cols.fixId(_lp->cols.firstIndex()); |
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220 | } |
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221 | ColIt(const Invalid&) : Col(INVALID) {} |
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222 | ColIt &operator++() |
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223 | { |
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224 | int fid = _lp->cols.floatingId(id)+1; |
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225 | id = unsigned(fid)<_lp->cols.cross.size() ? _lp->cols.fixId(fid) : -1; |
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226 | return *this; |
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227 | } |
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228 | }; |
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229 | |
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230 | static int id(const Col& col) { return col.id; } |
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231 | |
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232 | |
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233 | ///Refer to a row of the LP. |
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234 | |
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235 | ///This type is used to refer to a row of the LP. |
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236 | /// |
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237 | ///Its value remains valid and correct even after the addition or erase of |
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238 | ///other rows. |
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239 | /// |
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240 | ///\todo Document what can one do with a Row (INVALID, comparing, |
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241 | ///it is similar to Node/Edge) |
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242 | class Row { |
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243 | protected: |
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244 | int id; |
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245 | friend class LpSolverBase; |
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246 | public: |
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247 | typedef Value ExprValue; |
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248 | typedef True LpSolverRow; |
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249 | Row() {} |
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250 | Row(const Invalid&) : id(-1) {} |
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251 | |
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252 | bool operator< (Row c) const {return id< c.id;} |
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253 | bool operator> (Row c) const {return id> c.id;} |
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254 | bool operator==(Row c) const {return id==c.id;} |
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255 | bool operator!=(Row c) const {return id!=c.id;} |
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256 | }; |
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257 | |
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258 | static int id(const Row& row) { return row.id; } |
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259 | |
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260 | protected: |
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261 | |
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262 | int _lpId(const Col& col) const { |
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263 | return cols.floatingId(id(col)); |
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264 | } |
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265 | |
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266 | int _lpId(const Row& row) const { |
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267 | return rows.floatingId(id(row)); |
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268 | } |
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269 | |
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270 | |
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271 | public: |
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272 | |
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273 | ///Linear expression of variables and a constant component |
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274 | |
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275 | ///This data structure stores a linear expression of the variables |
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276 | ///(\ref Col "Col"s) and also has a constant component. |
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277 | /// |
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278 | ///There are several ways to access and modify the contents of this |
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279 | ///container. |
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280 | ///- Its it fully compatible with \c std::map<Col,double>, so for expamle |
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281 | ///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can |
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282 | ///read and modify the coefficients like |
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283 | ///these. |
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284 | ///\code |
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285 | ///e[v]=5; |
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286 | ///e[v]+=12; |
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287 | ///e.erase(v); |
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288 | ///\endcode |
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289 | ///or you can also iterate through its elements. |
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290 | ///\code |
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291 | ///double s=0; |
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292 | ///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i) |
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293 | /// s+=i->second; |
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294 | ///\endcode |
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295 | ///(This code computes the sum of all coefficients). |
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296 | ///- Numbers (<tt>double</tt>'s) |
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297 | ///and variables (\ref Col "Col"s) directly convert to an |
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298 | ///\ref Expr and the usual linear operations are defined, so |
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299 | ///\code |
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300 | ///v+w |
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301 | ///2*v-3.12*(v-w/2)+2 |
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302 | ///v*2.1+(3*v+(v*12+w+6)*3)/2 |
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303 | ///\endcode |
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304 | ///are valid \ref Expr "Expr"essions. |
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305 | ///The usual assignment operations are also defined. |
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306 | ///\code |
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307 | ///e=v+w; |
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308 | ///e+=2*v-3.12*(v-w/2)+2; |
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309 | ///e*=3.4; |
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310 | ///e/=5; |
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311 | ///\endcode |
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312 | ///- The constant member can be set and read by \ref constComp() |
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313 | ///\code |
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314 | ///e.constComp()=12; |
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315 | ///double c=e.constComp(); |
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316 | ///\endcode |
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317 | /// |
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318 | ///\note \ref clear() not only sets all coefficients to 0 but also |
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319 | ///clears the constant components. |
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320 | /// |
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321 | ///\sa Constr |
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322 | /// |
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323 | class Expr : public std::map<Col,Value> |
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324 | { |
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325 | public: |
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326 | typedef LpSolverBase::Col Key; |
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327 | typedef LpSolverBase::Value Value; |
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328 | |
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329 | protected: |
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330 | typedef std::map<Col,Value> Base; |
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331 | |
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332 | Value const_comp; |
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333 | public: |
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334 | typedef True IsLinExpression; |
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335 | ///\e |
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336 | Expr() : Base(), const_comp(0) { } |
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337 | ///\e |
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338 | Expr(const Key &v) : const_comp(0) { |
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339 | Base::insert(std::make_pair(v, 1)); |
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340 | } |
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341 | ///\e |
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342 | Expr(const Value &v) : const_comp(v) {} |
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343 | ///\e |
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344 | void set(const Key &v,const Value &c) { |
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345 | Base::insert(std::make_pair(v, c)); |
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346 | } |
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347 | ///\e |
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348 | Value &constComp() { return const_comp; } |
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349 | ///\e |
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350 | const Value &constComp() const { return const_comp; } |
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351 | |
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352 | ///Removes the components with zero coefficient. |
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353 | void simplify() { |
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354 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
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355 | Base::iterator j=i; |
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356 | ++j; |
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357 | if ((*i).second==0) Base::erase(i); |
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358 | i=j; |
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359 | } |
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360 | } |
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361 | |
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362 | void simplify() const { |
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363 | const_cast<Expr*>(this)->simplify(); |
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364 | } |
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365 | |
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366 | ///Removes the coefficients closer to zero than \c tolerance. |
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367 | void simplify(double &tolerance) { |
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368 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
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369 | Base::iterator j=i; |
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370 | ++j; |
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371 | if (std::fabs((*i).second)<tolerance) Base::erase(i); |
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372 | i=j; |
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373 | } |
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374 | } |
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375 | |
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376 | ///Sets all coefficients and the constant component to 0. |
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377 | void clear() { |
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378 | Base::clear(); |
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379 | const_comp=0; |
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380 | } |
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381 | |
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382 | ///\e |
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383 | Expr &operator+=(const Expr &e) { |
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384 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
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385 | (*this)[j->first]+=j->second; |
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386 | const_comp+=e.const_comp; |
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387 | return *this; |
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388 | } |
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389 | ///\e |
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390 | Expr &operator-=(const Expr &e) { |
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391 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
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392 | (*this)[j->first]-=j->second; |
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393 | const_comp-=e.const_comp; |
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394 | return *this; |
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395 | } |
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396 | ///\e |
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397 | Expr &operator*=(const Value &c) { |
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398 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
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399 | j->second*=c; |
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400 | const_comp*=c; |
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401 | return *this; |
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402 | } |
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403 | ///\e |
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404 | Expr &operator/=(const Value &c) { |
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405 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
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406 | j->second/=c; |
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407 | const_comp/=c; |
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408 | return *this; |
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409 | } |
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410 | |
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411 | //std::ostream & |
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412 | void prettyPrint(std::ostream &os) { |
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413 | //std::fmtflags os.flags(); |
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414 | //os.setf(std::ios::showpos); |
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415 | Base::iterator j=Base::begin(); |
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416 | if (j!=Base::end()) |
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417 | os<<j->second<<"*x["<<id(j->first)<<"]"; |
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418 | ++j; |
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419 | for (; j!=Base::end(); ++j){ |
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420 | if (j->second>=0) |
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421 | os<<"+"; |
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422 | os<<j->second<<"*x["<<id(j->first)<<"]"; |
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423 | } |
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424 | //Nem valami korrekt, de nem talaltam meg, hogy kell |
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425 | //os.unsetf(std::ios::showpos); |
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426 | |
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427 | //return os; |
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428 | } |
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429 | |
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430 | }; |
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431 | |
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432 | ///Linear constraint |
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433 | |
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434 | ///This data stucture represents a linear constraint in the LP. |
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435 | ///Basically it is a linear expression with a lower or an upper bound |
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436 | ///(or both). These parts of the constraint can be obtained by the member |
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437 | ///functions \ref expr(), \ref lowerBound() and \ref upperBound(), |
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438 | ///respectively. |
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439 | ///There are two ways to construct a constraint. |
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440 | ///- You can set the linear expression and the bounds directly |
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441 | /// by the functions above. |
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442 | ///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt> |
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443 | /// are defined between expressions, or even between constraints whenever |
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444 | /// it makes sense. Therefore if \c e and \c f are linear expressions and |
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445 | /// \c s and \c t are numbers, then the followings are valid expressions |
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446 | /// and thus they can be used directly e.g. in \ref addRow() whenever |
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447 | /// it makes sense. |
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448 | ///\code |
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449 | /// e<=s |
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450 | /// e<=f |
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451 | /// e==f |
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452 | /// s<=e<=t |
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453 | /// e>=t |
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454 | ///\endcode |
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455 | ///\warning The validity of a constraint is checked only at run time, so |
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456 | ///e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will compile, but will throw a |
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457 | ///\ref LogicError exception. |
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458 | class Constr |
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459 | { |
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460 | public: |
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461 | typedef LpSolverBase::Expr Expr; |
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462 | typedef Expr::Key Key; |
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463 | typedef Expr::Value Value; |
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464 | |
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465 | protected: |
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466 | Expr _expr; |
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467 | Value _lb,_ub; |
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468 | public: |
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469 | ///\e |
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470 | Constr() : _expr(), _lb(NaN), _ub(NaN) {} |
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471 | ///\e |
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472 | Constr(Value lb,const Expr &e,Value ub) : |
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473 | _expr(e), _lb(lb), _ub(ub) {} |
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474 | ///\e |
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475 | Constr(const Expr &e,Value ub) : |
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476 | _expr(e), _lb(NaN), _ub(ub) {} |
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477 | ///\e |
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478 | Constr(Value lb,const Expr &e) : |
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479 | _expr(e), _lb(lb), _ub(NaN) {} |
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480 | ///\e |
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481 | Constr(const Expr &e) : |
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482 | _expr(e), _lb(NaN), _ub(NaN) {} |
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483 | ///\e |
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484 | void clear() |
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485 | { |
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486 | _expr.clear(); |
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487 | _lb=_ub=NaN; |
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488 | } |
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489 | |
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490 | ///Reference to the linear expression |
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491 | Expr &expr() { return _expr; } |
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492 | ///Cont reference to the linear expression |
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493 | const Expr &expr() const { return _expr; } |
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494 | ///Reference to the lower bound. |
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495 | |
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496 | ///\return |
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497 | ///- \ref INF "INF": the constraint is lower unbounded. |
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498 | ///- \ref NaN "NaN": lower bound has not been set. |
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499 | ///- finite number: the lower bound |
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500 | Value &lowerBound() { return _lb; } |
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501 | ///The const version of \ref lowerBound() |
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502 | const Value &lowerBound() const { return _lb; } |
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503 | ///Reference to the upper bound. |
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504 | |
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505 | ///\return |
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506 | ///- \ref INF "INF": the constraint is upper unbounded. |
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507 | ///- \ref NaN "NaN": upper bound has not been set. |
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508 | ///- finite number: the upper bound |
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509 | Value &upperBound() { return _ub; } |
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510 | ///The const version of \ref upperBound() |
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511 | const Value &upperBound() const { return _ub; } |
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512 | ///Is the constraint lower bounded? |
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513 | bool lowerBounded() const { |
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514 | using namespace std; |
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515 | return finite(_lb); |
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516 | } |
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517 | ///Is the constraint upper bounded? |
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518 | bool upperBounded() const { |
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519 | using namespace std; |
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520 | return finite(_ub); |
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521 | } |
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522 | |
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523 | void prettyPrint(std::ostream &os) { |
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524 | if (_lb==-LpSolverBase::INF||isNaN(_lb)) |
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525 | os<<"-infty<="; |
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526 | else |
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527 | os<<_lb<<"<="; |
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528 | _expr.prettyPrint(os); |
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529 | if (_ub==LpSolverBase::INF) |
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530 | os<<"<=infty"; |
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531 | else |
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532 | os<<"<="<<_ub; |
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533 | //return os; |
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534 | } |
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535 | |
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536 | }; |
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537 | |
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538 | ///Linear expression of rows |
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539 | |
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540 | ///This data structure represents a column of the matrix, |
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541 | ///thas is it strores a linear expression of the dual variables |
---|
542 | ///(\ref Row "Row"s). |
---|
543 | /// |
---|
544 | ///There are several ways to access and modify the contents of this |
---|
545 | ///container. |
---|
546 | ///- Its it fully compatible with \c std::map<Row,double>, so for expamle |
---|
547 | ///if \c e is an DualExpr and \c v |
---|
548 | ///and \c w are of type \ref Row, then you can |
---|
549 | ///read and modify the coefficients like |
---|
550 | ///these. |
---|
551 | ///\code |
---|
552 | ///e[v]=5; |
---|
553 | ///e[v]+=12; |
---|
554 | ///e.erase(v); |
---|
555 | ///\endcode |
---|
556 | ///or you can also iterate through its elements. |
---|
557 | ///\code |
---|
558 | ///double s=0; |
---|
559 | ///for(LpSolverBase::DualExpr::iterator i=e.begin();i!=e.end();++i) |
---|
560 | /// s+=i->second; |
---|
561 | ///\endcode |
---|
562 | ///(This code computes the sum of all coefficients). |
---|
563 | ///- Numbers (<tt>double</tt>'s) |
---|
564 | ///and variables (\ref Row "Row"s) directly convert to an |
---|
565 | ///\ref DualExpr and the usual linear operations are defined, so |
---|
566 | ///\code |
---|
567 | ///v+w |
---|
568 | ///2*v-3.12*(v-w/2) |
---|
569 | ///v*2.1+(3*v+(v*12+w)*3)/2 |
---|
570 | ///\endcode |
---|
571 | ///are valid \ref DualExpr "DualExpr"essions. |
---|
572 | ///The usual assignment operations are also defined. |
---|
573 | ///\code |
---|
574 | ///e=v+w; |
---|
575 | ///e+=2*v-3.12*(v-w/2); |
---|
576 | ///e*=3.4; |
---|
577 | ///e/=5; |
---|
578 | ///\endcode |
---|
579 | /// |
---|
580 | ///\sa Expr |
---|
581 | /// |
---|
582 | class DualExpr : public std::map<Row,Value> |
---|
583 | { |
---|
584 | public: |
---|
585 | typedef LpSolverBase::Row Key; |
---|
586 | typedef LpSolverBase::Value Value; |
---|
587 | |
---|
588 | protected: |
---|
589 | typedef std::map<Row,Value> Base; |
---|
590 | |
---|
591 | public: |
---|
592 | typedef True IsLinExpression; |
---|
593 | ///\e |
---|
594 | DualExpr() : Base() { } |
---|
595 | ///\e |
---|
596 | DualExpr(const Key &v) { |
---|
597 | Base::insert(std::make_pair(v, 1)); |
---|
598 | } |
---|
599 | ///\e |
---|
600 | void set(const Key &v,const Value &c) { |
---|
601 | Base::insert(std::make_pair(v, c)); |
---|
602 | } |
---|
603 | |
---|
604 | ///Removes the components with zero coefficient. |
---|
605 | void simplify() { |
---|
606 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
---|
607 | Base::iterator j=i; |
---|
608 | ++j; |
---|
609 | if ((*i).second==0) Base::erase(i); |
---|
610 | i=j; |
---|
611 | } |
---|
612 | } |
---|
613 | |
---|
614 | void simplify() const { |
---|
615 | const_cast<DualExpr*>(this)->simplify(); |
---|
616 | } |
---|
617 | |
---|
618 | ///Removes the coefficients closer to zero than \c tolerance. |
---|
619 | void simplify(double &tolerance) { |
---|
620 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
---|
621 | Base::iterator j=i; |
---|
622 | ++j; |
---|
623 | if (std::fabs((*i).second)<tolerance) Base::erase(i); |
---|
624 | i=j; |
---|
625 | } |
---|
626 | } |
---|
627 | |
---|
628 | ///Sets all coefficients to 0. |
---|
629 | void clear() { |
---|
630 | Base::clear(); |
---|
631 | } |
---|
632 | |
---|
633 | ///\e |
---|
634 | DualExpr &operator+=(const DualExpr &e) { |
---|
635 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
---|
636 | (*this)[j->first]+=j->second; |
---|
637 | return *this; |
---|
638 | } |
---|
639 | ///\e |
---|
640 | DualExpr &operator-=(const DualExpr &e) { |
---|
641 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
---|
642 | (*this)[j->first]-=j->second; |
---|
643 | return *this; |
---|
644 | } |
---|
645 | ///\e |
---|
646 | DualExpr &operator*=(const Value &c) { |
---|
647 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
---|
648 | j->second*=c; |
---|
649 | return *this; |
---|
650 | } |
---|
651 | ///\e |
---|
652 | DualExpr &operator/=(const Value &c) { |
---|
653 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
---|
654 | j->second/=c; |
---|
655 | return *this; |
---|
656 | } |
---|
657 | }; |
---|
658 | |
---|
659 | |
---|
660 | private: |
---|
661 | |
---|
662 | template <typename _Base> |
---|
663 | class MappedIterator { |
---|
664 | public: |
---|
665 | |
---|
666 | typedef _Base Base; |
---|
667 | |
---|
668 | typedef typename Base::iterator_category iterator_category; |
---|
669 | typedef typename Base::difference_type difference_type; |
---|
670 | typedef const std::pair<int, Value> value_type; |
---|
671 | typedef value_type reference; |
---|
672 | class pointer { |
---|
673 | public: |
---|
674 | pointer(value_type& _value) : value(_value) {} |
---|
675 | value_type* operator->() { return &value; } |
---|
676 | private: |
---|
677 | value_type value; |
---|
678 | }; |
---|
679 | |
---|
680 | MappedIterator(const Base& _base, const LpSolverBase& _lp) |
---|
681 | : base(_base), lp(_lp) {} |
---|
682 | |
---|
683 | reference operator*() { |
---|
684 | return std::make_pair(lp._lpId(base->first), base->second); |
---|
685 | } |
---|
686 | |
---|
687 | pointer operator->() { |
---|
688 | return pointer(operator*()); |
---|
689 | } |
---|
690 | |
---|
691 | MappedIterator& operator++() { |
---|
692 | ++base; |
---|
693 | return *this; |
---|
694 | } |
---|
695 | |
---|
696 | MappedIterator& operator++(int) { |
---|
697 | MappedIterator tmp(*this); |
---|
698 | ++base; |
---|
699 | return tmp; |
---|
700 | } |
---|
701 | |
---|
702 | bool operator==(const MappedIterator& it) const { |
---|
703 | return base == it.base; |
---|
704 | } |
---|
705 | |
---|
706 | bool operator!=(const MappedIterator& it) const { |
---|
707 | return base != it.base; |
---|
708 | } |
---|
709 | |
---|
710 | private: |
---|
711 | Base base; |
---|
712 | const LpSolverBase& lp; |
---|
713 | }; |
---|
714 | |
---|
715 | protected: |
---|
716 | |
---|
717 | /// STL compatible iterator for lp col |
---|
718 | typedef MappedIterator<Expr::const_iterator> LpRowIterator; |
---|
719 | /// STL compatible iterator for lp row |
---|
720 | typedef MappedIterator<DualExpr::const_iterator> LpColIterator; |
---|
721 | |
---|
722 | //Abstract virtual functions |
---|
723 | virtual LpSolverBase &_newLp() = 0; |
---|
724 | virtual LpSolverBase &_copyLp(){ |
---|
725 | ///\todo This should be implemented here, too, when we have |
---|
726 | ///problem retrieving routines. It can be overriden. |
---|
727 | |
---|
728 | //Starting: |
---|
729 | LpSolverBase & newlp(_newLp()); |
---|
730 | return newlp; |
---|
731 | //return *(LpSolverBase*)0; |
---|
732 | }; |
---|
733 | |
---|
734 | virtual int _addCol() = 0; |
---|
735 | virtual int _addRow() = 0; |
---|
736 | virtual void _eraseCol(int col) = 0; |
---|
737 | virtual void _eraseRow(int row) = 0; |
---|
738 | virtual void _getColName(int col, std::string & name) = 0; |
---|
739 | virtual void _setColName(int col, const std::string & name) = 0; |
---|
740 | virtual void _setRowCoeffs(int i, LpRowIterator b, LpRowIterator e) = 0; |
---|
741 | virtual void _setColCoeffs(int i, LpColIterator b, LpColIterator e) = 0; |
---|
742 | virtual void _setCoeff(int row, int col, Value value) = 0; |
---|
743 | virtual Value _getCoeff(int row, int col) = 0; |
---|
744 | |
---|
745 | virtual void _setColLowerBound(int i, Value value) = 0; |
---|
746 | virtual Value _getColLowerBound(int i) = 0; |
---|
747 | virtual void _setColUpperBound(int i, Value value) = 0; |
---|
748 | virtual Value _getColUpperBound(int i) = 0; |
---|
749 | // virtual void _setRowLowerBound(int i, Value value) = 0; |
---|
750 | // virtual void _setRowUpperBound(int i, Value value) = 0; |
---|
751 | virtual void _setRowBounds(int i, Value lower, Value upper) = 0; |
---|
752 | virtual void _getRowBounds(int i, Value &lower, Value &upper)=0; |
---|
753 | |
---|
754 | virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
---|
755 | virtual Value _getObjCoeff(int i) = 0; |
---|
756 | virtual void _clearObj()=0; |
---|
757 | |
---|
758 | virtual SolveExitStatus _solve() = 0; |
---|
759 | virtual Value _getPrimal(int i) = 0; |
---|
760 | virtual Value _getDual(int i) = 0; |
---|
761 | virtual Value _getPrimalValue() = 0; |
---|
762 | virtual bool _isBasicCol(int i) = 0; |
---|
763 | virtual SolutionStatus _getPrimalStatus() = 0; |
---|
764 | virtual SolutionStatus _getDualStatus() = 0; |
---|
765 | ///\todo This could be implemented here, too, using _getPrimalStatus() and |
---|
766 | ///_getDualStatus() |
---|
767 | virtual ProblemTypes _getProblemType() = 0; |
---|
768 | |
---|
769 | virtual void _setMax() = 0; |
---|
770 | virtual void _setMin() = 0; |
---|
771 | |
---|
772 | |
---|
773 | virtual bool _isMax() = 0; |
---|
774 | |
---|
775 | //Own protected stuff |
---|
776 | |
---|
777 | //Constant component of the objective function |
---|
778 | Value obj_const_comp; |
---|
779 | |
---|
780 | public: |
---|
781 | |
---|
782 | ///\e |
---|
783 | LpSolverBase() : obj_const_comp(0) {} |
---|
784 | |
---|
785 | ///\e |
---|
786 | virtual ~LpSolverBase() {} |
---|
787 | |
---|
788 | ///Creates a new LP problem |
---|
789 | LpSolverBase &newLp() {return _newLp();} |
---|
790 | ///Makes a copy of the LP problem |
---|
791 | LpSolverBase ©Lp() {return _copyLp();} |
---|
792 | |
---|
793 | ///\name Build up and modify the LP |
---|
794 | |
---|
795 | ///@{ |
---|
796 | |
---|
797 | ///Add a new empty column (i.e a new variable) to the LP |
---|
798 | Col addCol() { Col c; c.id=cols.insert(_addCol()); return c;} |
---|
799 | |
---|
800 | ///\brief Adds several new columns |
---|
801 | ///(i.e a variables) at once |
---|
802 | /// |
---|
803 | ///This magic function takes a container as its argument |
---|
804 | ///and fills its elements |
---|
805 | ///with new columns (i.e. variables) |
---|
806 | ///\param t can be |
---|
807 | ///- a standard STL compatible iterable container with |
---|
808 | ///\ref Col as its \c values_type |
---|
809 | ///like |
---|
810 | ///\code |
---|
811 | ///std::vector<LpSolverBase::Col> |
---|
812 | ///std::list<LpSolverBase::Col> |
---|
813 | ///\endcode |
---|
814 | ///- a standard STL compatible iterable container with |
---|
815 | ///\ref Col as its \c mapped_type |
---|
816 | ///like |
---|
817 | ///\code |
---|
818 | ///std::map<AnyType,LpSolverBase::Col> |
---|
819 | ///\endcode |
---|
820 | ///- an iterable lemon \ref concepts::WriteMap "write map" like |
---|
821 | ///\code |
---|
822 | ///ListGraph::NodeMap<LpSolverBase::Col> |
---|
823 | ///ListGraph::EdgeMap<LpSolverBase::Col> |
---|
824 | ///\endcode |
---|
825 | ///\return The number of the created column. |
---|
826 | #ifdef DOXYGEN |
---|
827 | template<class T> |
---|
828 | int addColSet(T &t) { return 0;} |
---|
829 | #else |
---|
830 | template<class T> |
---|
831 | typename enable_if<typename T::value_type::LpSolverCol,int>::type |
---|
832 | addColSet(T &t,dummy<0> = 0) { |
---|
833 | int s=0; |
---|
834 | for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} |
---|
835 | return s; |
---|
836 | } |
---|
837 | template<class T> |
---|
838 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
---|
839 | int>::type |
---|
840 | addColSet(T &t,dummy<1> = 1) { |
---|
841 | int s=0; |
---|
842 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
843 | i->second=addCol(); |
---|
844 | s++; |
---|
845 | } |
---|
846 | return s; |
---|
847 | } |
---|
848 | template<class T> |
---|
849 | typename enable_if<typename T::MapIt::Value::LpSolverCol, |
---|
850 | int>::type |
---|
851 | addColSet(T &t,dummy<2> = 2) { |
---|
852 | int s=0; |
---|
853 | for(typename T::MapIt i(t); i!=INVALID; ++i) |
---|
854 | { |
---|
855 | i.set(addCol()); |
---|
856 | s++; |
---|
857 | } |
---|
858 | return s; |
---|
859 | } |
---|
860 | #endif |
---|
861 | |
---|
862 | ///Set a column (i.e a dual constraint) of the LP |
---|
863 | |
---|
864 | ///\param c is the column to be modified |
---|
865 | ///\param e is a dual linear expression (see \ref DualExpr) |
---|
866 | ///a better one. |
---|
867 | void col(Col c,const DualExpr &e) { |
---|
868 | e.simplify(); |
---|
869 | _setColCoeffs(_lpId(c), LpColIterator(e.begin(), *this), |
---|
870 | LpColIterator(e.end(), *this)); |
---|
871 | } |
---|
872 | |
---|
873 | ///Add a new column to the LP |
---|
874 | |
---|
875 | ///\param e is a dual linear expression (see \ref DualExpr) |
---|
876 | ///\param obj is the corresponding component of the objective |
---|
877 | ///function. It is 0 by default. |
---|
878 | ///\return The created column. |
---|
879 | Col addCol(const DualExpr &e, Value obj=0) { |
---|
880 | Col c=addCol(); |
---|
881 | col(c,e); |
---|
882 | objCoeff(c,obj); |
---|
883 | return c; |
---|
884 | } |
---|
885 | |
---|
886 | ///Add a new empty row (i.e a new constraint) to the LP |
---|
887 | |
---|
888 | ///This function adds a new empty row (i.e a new constraint) to the LP. |
---|
889 | ///\return The created row |
---|
890 | Row addRow() { Row r; r.id=rows.insert(_addRow()); return r;} |
---|
891 | |
---|
892 | ///\brief Add several new rows |
---|
893 | ///(i.e a constraints) at once |
---|
894 | /// |
---|
895 | ///This magic function takes a container as its argument |
---|
896 | ///and fills its elements |
---|
897 | ///with new row (i.e. variables) |
---|
898 | ///\param t can be |
---|
899 | ///- a standard STL compatible iterable container with |
---|
900 | ///\ref Row as its \c values_type |
---|
901 | ///like |
---|
902 | ///\code |
---|
903 | ///std::vector<LpSolverBase::Row> |
---|
904 | ///std::list<LpSolverBase::Row> |
---|
905 | ///\endcode |
---|
906 | ///- a standard STL compatible iterable container with |
---|
907 | ///\ref Row as its \c mapped_type |
---|
908 | ///like |
---|
909 | ///\code |
---|
910 | ///std::map<AnyType,LpSolverBase::Row> |
---|
911 | ///\endcode |
---|
912 | ///- an iterable lemon \ref concepts::WriteMap "write map" like |
---|
913 | ///\code |
---|
914 | ///ListGraph::NodeMap<LpSolverBase::Row> |
---|
915 | ///ListGraph::EdgeMap<LpSolverBase::Row> |
---|
916 | ///\endcode |
---|
917 | ///\return The number of rows created. |
---|
918 | #ifdef DOXYGEN |
---|
919 | template<class T> |
---|
920 | int addRowSet(T &t) { return 0;} |
---|
921 | #else |
---|
922 | template<class T> |
---|
923 | typename enable_if<typename T::value_type::LpSolverRow,int>::type |
---|
924 | addRowSet(T &t,dummy<0> = 0) { |
---|
925 | int s=0; |
---|
926 | for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;} |
---|
927 | return s; |
---|
928 | } |
---|
929 | template<class T> |
---|
930 | typename enable_if<typename T::value_type::second_type::LpSolverRow, |
---|
931 | int>::type |
---|
932 | addRowSet(T &t,dummy<1> = 1) { |
---|
933 | int s=0; |
---|
934 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
935 | i->second=addRow(); |
---|
936 | s++; |
---|
937 | } |
---|
938 | return s; |
---|
939 | } |
---|
940 | template<class T> |
---|
941 | typename enable_if<typename T::MapIt::Value::LpSolverRow, |
---|
942 | int>::type |
---|
943 | addRowSet(T &t,dummy<2> = 2) { |
---|
944 | int s=0; |
---|
945 | for(typename T::MapIt i(t); i!=INVALID; ++i) |
---|
946 | { |
---|
947 | i.set(addRow()); |
---|
948 | s++; |
---|
949 | } |
---|
950 | return s; |
---|
951 | } |
---|
952 | #endif |
---|
953 | |
---|
954 | ///Set a row (i.e a constraint) of the LP |
---|
955 | |
---|
956 | ///\param r is the row to be modified |
---|
957 | ///\param l is lower bound (-\ref INF means no bound) |
---|
958 | ///\param e is a linear expression (see \ref Expr) |
---|
959 | ///\param u is the upper bound (\ref INF means no bound) |
---|
960 | ///\bug This is a temportary function. The interface will change to |
---|
961 | ///a better one. |
---|
962 | ///\todo Option to control whether a constraint with a single variable is |
---|
963 | ///added or not. |
---|
964 | void row(Row r, Value l,const Expr &e, Value u) { |
---|
965 | e.simplify(); |
---|
966 | _setRowCoeffs(_lpId(r), LpRowIterator(e.begin(), *this), |
---|
967 | LpRowIterator(e.end(), *this)); |
---|
968 | // _setRowLowerBound(_lpId(r),l-e.constComp()); |
---|
969 | // _setRowUpperBound(_lpId(r),u-e.constComp()); |
---|
970 | _setRowBounds(_lpId(r),l-e.constComp(),u-e.constComp()); |
---|
971 | } |
---|
972 | |
---|
973 | ///Set a row (i.e a constraint) of the LP |
---|
974 | |
---|
975 | ///\param r is the row to be modified |
---|
976 | ///\param c is a linear expression (see \ref Constr) |
---|
977 | void row(Row r, const Constr &c) { |
---|
978 | row(r, c.lowerBounded()?c.lowerBound():-INF, |
---|
979 | c.expr(), c.upperBounded()?c.upperBound():INF); |
---|
980 | } |
---|
981 | |
---|
982 | ///Add a new row (i.e a new constraint) to the LP |
---|
983 | |
---|
984 | ///\param l is the lower bound (-\ref INF means no bound) |
---|
985 | ///\param e is a linear expression (see \ref Expr) |
---|
986 | ///\param u is the upper bound (\ref INF means no bound) |
---|
987 | ///\return The created row. |
---|
988 | ///\bug This is a temportary function. The interface will change to |
---|
989 | ///a better one. |
---|
990 | Row addRow(Value l,const Expr &e, Value u) { |
---|
991 | Row r=addRow(); |
---|
992 | row(r,l,e,u); |
---|
993 | return r; |
---|
994 | } |
---|
995 | |
---|
996 | ///Add a new row (i.e a new constraint) to the LP |
---|
997 | |
---|
998 | ///\param c is a linear expression (see \ref Constr) |
---|
999 | ///\return The created row. |
---|
1000 | Row addRow(const Constr &c) { |
---|
1001 | Row r=addRow(); |
---|
1002 | row(r,c); |
---|
1003 | return r; |
---|
1004 | } |
---|
1005 | ///Erase a coloumn (i.e a variable) from the LP |
---|
1006 | |
---|
1007 | ///\param c is the coloumn to be deleted |
---|
1008 | ///\todo Please check this |
---|
1009 | void eraseCol(Col c) { |
---|
1010 | _eraseCol(_lpId(c)); |
---|
1011 | cols.erase(c.id); |
---|
1012 | } |
---|
1013 | ///Erase a row (i.e a constraint) from the LP |
---|
1014 | |
---|
1015 | ///\param r is the row to be deleted |
---|
1016 | ///\todo Please check this |
---|
1017 | void eraseRow(Row r) { |
---|
1018 | _eraseRow(_lpId(r)); |
---|
1019 | rows.erase(r.id); |
---|
1020 | } |
---|
1021 | |
---|
1022 | /// Get the name of a column |
---|
1023 | |
---|
1024 | ///\param c is the coresponding coloumn |
---|
1025 | ///\return The name of the colunm |
---|
1026 | std::string colName(Col c){ |
---|
1027 | std::string name; |
---|
1028 | _getColName(_lpId(c), name); |
---|
1029 | return name; |
---|
1030 | } |
---|
1031 | |
---|
1032 | /// Set the name of a column |
---|
1033 | |
---|
1034 | ///\param c is the coresponding coloumn |
---|
1035 | ///\param name The name to be given |
---|
1036 | void colName(Col c, const std::string& name){ |
---|
1037 | _setColName(_lpId(c), name); |
---|
1038 | } |
---|
1039 | |
---|
1040 | /// Set an element of the coefficient matrix of the LP |
---|
1041 | |
---|
1042 | ///\param r is the row of the element to be modified |
---|
1043 | ///\param c is the coloumn of the element to be modified |
---|
1044 | ///\param val is the new value of the coefficient |
---|
1045 | |
---|
1046 | void coeff(Row r, Col c, Value val){ |
---|
1047 | _setCoeff(_lpId(r),_lpId(c), val); |
---|
1048 | } |
---|
1049 | |
---|
1050 | /// Get an element of the coefficient matrix of the LP |
---|
1051 | |
---|
1052 | ///\param r is the row of the element in question |
---|
1053 | ///\param c is the coloumn of the element in question |
---|
1054 | ///\return the corresponding coefficient |
---|
1055 | |
---|
1056 | Value coeff(Row r, Col c){ |
---|
1057 | return _getCoeff(_lpId(r),_lpId(c)); |
---|
1058 | } |
---|
1059 | |
---|
1060 | /// Set the lower bound of a column (i.e a variable) |
---|
1061 | |
---|
1062 | /// The lower bound of a variable (column) has to be given by an |
---|
1063 | /// extended number of type Value, i.e. a finite number of type |
---|
1064 | /// Value or -\ref INF. |
---|
1065 | void colLowerBound(Col c, Value value) { |
---|
1066 | _setColLowerBound(_lpId(c),value); |
---|
1067 | } |
---|
1068 | |
---|
1069 | /// Get the lower bound of a column (i.e a variable) |
---|
1070 | |
---|
1071 | /// This function returns the lower bound for column (variable) \t c |
---|
1072 | /// (this might be -\ref INF as well). |
---|
1073 | ///\return The lower bound for coloumn \t c |
---|
1074 | Value colLowerBound(Col c) { |
---|
1075 | return _getColLowerBound(_lpId(c)); |
---|
1076 | } |
---|
1077 | |
---|
1078 | ///\brief Set the lower bound of several columns |
---|
1079 | ///(i.e a variables) at once |
---|
1080 | /// |
---|
1081 | ///This magic function takes a container as its argument |
---|
1082 | ///and applies the function on all of its elements. |
---|
1083 | /// The lower bound of a variable (column) has to be given by an |
---|
1084 | /// extended number of type Value, i.e. a finite number of type |
---|
1085 | /// Value or -\ref INF. |
---|
1086 | #ifdef DOXYGEN |
---|
1087 | template<class T> |
---|
1088 | void colLowerBound(T &t, Value value) { return 0;} |
---|
1089 | #else |
---|
1090 | template<class T> |
---|
1091 | typename enable_if<typename T::value_type::LpSolverCol,void>::type |
---|
1092 | colLowerBound(T &t, Value value,dummy<0> = 0) { |
---|
1093 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1094 | colLowerBound(*i, value); |
---|
1095 | } |
---|
1096 | } |
---|
1097 | template<class T> |
---|
1098 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
---|
1099 | void>::type |
---|
1100 | colLowerBound(T &t, Value value,dummy<1> = 1) { |
---|
1101 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1102 | colLowerBound(i->second, value); |
---|
1103 | } |
---|
1104 | } |
---|
1105 | template<class T> |
---|
1106 | typename enable_if<typename T::MapIt::Value::LpSolverCol, |
---|
1107 | void>::type |
---|
1108 | colLowerBound(T &t, Value value,dummy<2> = 2) { |
---|
1109 | for(typename T::MapIt i(t); i!=INVALID; ++i){ |
---|
1110 | colLowerBound(*i, value); |
---|
1111 | } |
---|
1112 | } |
---|
1113 | #endif |
---|
1114 | |
---|
1115 | /// Set the upper bound of a column (i.e a variable) |
---|
1116 | |
---|
1117 | /// The upper bound of a variable (column) has to be given by an |
---|
1118 | /// extended number of type Value, i.e. a finite number of type |
---|
1119 | /// Value or \ref INF. |
---|
1120 | void colUpperBound(Col c, Value value) { |
---|
1121 | _setColUpperBound(_lpId(c),value); |
---|
1122 | }; |
---|
1123 | |
---|
1124 | /// Get the upper bound of a column (i.e a variable) |
---|
1125 | |
---|
1126 | /// This function returns the upper bound for column (variable) \t c |
---|
1127 | /// (this might be \ref INF as well). |
---|
1128 | ///\return The upper bound for coloumn \t c |
---|
1129 | Value colUpperBound(Col c) { |
---|
1130 | return _getColUpperBound(_lpId(c)); |
---|
1131 | } |
---|
1132 | |
---|
1133 | ///\brief Set the upper bound of several columns |
---|
1134 | ///(i.e a variables) at once |
---|
1135 | /// |
---|
1136 | ///This magic function takes a container as its argument |
---|
1137 | ///and applies the function on all of its elements. |
---|
1138 | /// The upper bound of a variable (column) has to be given by an |
---|
1139 | /// extended number of type Value, i.e. a finite number of type |
---|
1140 | /// Value or \ref INF. |
---|
1141 | #ifdef DOXYGEN |
---|
1142 | template<class T> |
---|
1143 | void colUpperBound(T &t, Value value) { return 0;} |
---|
1144 | #else |
---|
1145 | template<class T> |
---|
1146 | typename enable_if<typename T::value_type::LpSolverCol,void>::type |
---|
1147 | colUpperBound(T &t, Value value,dummy<0> = 0) { |
---|
1148 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1149 | colUpperBound(*i, value); |
---|
1150 | } |
---|
1151 | } |
---|
1152 | template<class T> |
---|
1153 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
---|
1154 | void>::type |
---|
1155 | colUpperBound(T &t, Value value,dummy<1> = 1) { |
---|
1156 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1157 | colUpperBound(i->second, value); |
---|
1158 | } |
---|
1159 | } |
---|
1160 | template<class T> |
---|
1161 | typename enable_if<typename T::MapIt::Value::LpSolverCol, |
---|
1162 | void>::type |
---|
1163 | colUpperBound(T &t, Value value,dummy<2> = 2) { |
---|
1164 | for(typename T::MapIt i(t); i!=INVALID; ++i){ |
---|
1165 | colUpperBound(*i, value); |
---|
1166 | } |
---|
1167 | } |
---|
1168 | #endif |
---|
1169 | |
---|
1170 | /// Set the lower and the upper bounds of a column (i.e a variable) |
---|
1171 | |
---|
1172 | /// The lower and the upper bounds of |
---|
1173 | /// a variable (column) have to be given by an |
---|
1174 | /// extended number of type Value, i.e. a finite number of type |
---|
1175 | /// Value, -\ref INF or \ref INF. |
---|
1176 | void colBounds(Col c, Value lower, Value upper) { |
---|
1177 | _setColLowerBound(_lpId(c),lower); |
---|
1178 | _setColUpperBound(_lpId(c),upper); |
---|
1179 | } |
---|
1180 | |
---|
1181 | ///\brief Set the lower and the upper bound of several columns |
---|
1182 | ///(i.e a variables) at once |
---|
1183 | /// |
---|
1184 | ///This magic function takes a container as its argument |
---|
1185 | ///and applies the function on all of its elements. |
---|
1186 | /// The lower and the upper bounds of |
---|
1187 | /// a variable (column) have to be given by an |
---|
1188 | /// extended number of type Value, i.e. a finite number of type |
---|
1189 | /// Value, -\ref INF or \ref INF. |
---|
1190 | #ifdef DOXYGEN |
---|
1191 | template<class T> |
---|
1192 | void colBounds(T &t, Value lower, Value upper) { return 0;} |
---|
1193 | #else |
---|
1194 | template<class T> |
---|
1195 | typename enable_if<typename T::value_type::LpSolverCol,void>::type |
---|
1196 | colBounds(T &t, Value lower, Value upper,dummy<0> = 0) { |
---|
1197 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1198 | colBounds(*i, lower, upper); |
---|
1199 | } |
---|
1200 | } |
---|
1201 | template<class T> |
---|
1202 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
---|
1203 | void>::type |
---|
1204 | colBounds(T &t, Value lower, Value upper,dummy<1> = 1) { |
---|
1205 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
1206 | colBounds(i->second, lower, upper); |
---|
1207 | } |
---|
1208 | } |
---|
1209 | template<class T> |
---|
1210 | typename enable_if<typename T::MapIt::Value::LpSolverCol, |
---|
1211 | void>::type |
---|
1212 | colBounds(T &t, Value lower, Value upper,dummy<2> = 2) { |
---|
1213 | for(typename T::MapIt i(t); i!=INVALID; ++i){ |
---|
1214 | colBounds(*i, lower, upper); |
---|
1215 | } |
---|
1216 | } |
---|
1217 | #endif |
---|
1218 | |
---|
1219 | // /// Set the lower bound of a row (i.e a constraint) |
---|
1220 | |
---|
1221 | // /// The lower bound of a linear expression (row) has to be given by an |
---|
1222 | // /// extended number of type Value, i.e. a finite number of type |
---|
1223 | // /// Value or -\ref INF. |
---|
1224 | // void rowLowerBound(Row r, Value value) { |
---|
1225 | // _setRowLowerBound(_lpId(r),value); |
---|
1226 | // }; |
---|
1227 | // /// Set the upper bound of a row (i.e a constraint) |
---|
1228 | |
---|
1229 | // /// The upper bound of a linear expression (row) has to be given by an |
---|
1230 | // /// extended number of type Value, i.e. a finite number of type |
---|
1231 | // /// Value or \ref INF. |
---|
1232 | // void rowUpperBound(Row r, Value value) { |
---|
1233 | // _setRowUpperBound(_lpId(r),value); |
---|
1234 | // }; |
---|
1235 | |
---|
1236 | /// Set the lower and the upper bounds of a row (i.e a constraint) |
---|
1237 | |
---|
1238 | /// The lower and the upper bound of |
---|
1239 | /// a constraint (row) have to be given by an |
---|
1240 | /// extended number of type Value, i.e. a finite number of type |
---|
1241 | /// Value, -\ref INF or \ref INF. There is no separate function for the |
---|
1242 | /// lower and the upper bound because that would have been hard to implement |
---|
1243 | /// for CPLEX. |
---|
1244 | void rowBounds(Row c, Value lower, Value upper) { |
---|
1245 | _setRowBounds(_lpId(c),lower, upper); |
---|
1246 | } |
---|
1247 | |
---|
1248 | /// Get the lower and the upper bounds of a row (i.e a constraint) |
---|
1249 | |
---|
1250 | /// The lower and the upper bound of |
---|
1251 | /// a constraint (row) are |
---|
1252 | /// extended numbers of type Value, i.e. finite numbers of type |
---|
1253 | /// Value, -\ref INF or \ref INF. |
---|
1254 | /// \todo There is no separate function for the |
---|
1255 | /// lower and the upper bound because we had problems with the |
---|
1256 | /// implementation of the setting functions for CPLEX: |
---|
1257 | /// check out whether this can be done for these functions. |
---|
1258 | void getRowBounds(Row c, Value &lower, Value &upper) { |
---|
1259 | _getRowBounds(_lpId(c),lower, upper); |
---|
1260 | } |
---|
1261 | |
---|
1262 | ///Set an element of the objective function |
---|
1263 | void objCoeff(Col c, Value v) {_setObjCoeff(_lpId(c),v); }; |
---|
1264 | |
---|
1265 | ///Get an element of the objective function |
---|
1266 | Value objCoeff(Col c) {return _getObjCoeff(_lpId(c)); }; |
---|
1267 | |
---|
1268 | ///Set the objective function |
---|
1269 | |
---|
1270 | ///\param e is a linear expression of type \ref Expr. |
---|
1271 | ///\bug Is should be called obj() |
---|
1272 | void setObj(Expr e) { |
---|
1273 | _clearObj(); |
---|
1274 | for (Expr::iterator i=e.begin(); i!=e.end(); ++i) |
---|
1275 | objCoeff((*i).first,(*i).second); |
---|
1276 | obj_const_comp=e.constComp(); |
---|
1277 | } |
---|
1278 | |
---|
1279 | ///Maximize |
---|
1280 | void max() { _setMax(); } |
---|
1281 | ///Minimize |
---|
1282 | void min() { _setMin(); } |
---|
1283 | |
---|
1284 | ///Query function: is this a maximization problem? |
---|
1285 | bool is_max() {return _isMax(); } |
---|
1286 | |
---|
1287 | ///Query function: is this a minimization problem? |
---|
1288 | bool is_min() {return !is_max(); } |
---|
1289 | |
---|
1290 | ///@} |
---|
1291 | |
---|
1292 | |
---|
1293 | ///\name Solve the LP |
---|
1294 | |
---|
1295 | ///@{ |
---|
1296 | |
---|
1297 | ///\e Solve the LP problem at hand |
---|
1298 | /// |
---|
1299 | ///\return The result of the optimization procedure. Possible |
---|
1300 | ///values and their meanings can be found in the documentation of |
---|
1301 | ///\ref SolveExitStatus. |
---|
1302 | /// |
---|
1303 | ///\todo Which method is used to solve the problem |
---|
1304 | SolveExitStatus solve() { return _solve(); } |
---|
1305 | |
---|
1306 | ///@} |
---|
1307 | |
---|
1308 | ///\name Obtain the solution |
---|
1309 | |
---|
1310 | ///@{ |
---|
1311 | |
---|
1312 | /// The status of the primal problem (the original LP problem) |
---|
1313 | SolutionStatus primalStatus() { |
---|
1314 | return _getPrimalStatus(); |
---|
1315 | } |
---|
1316 | |
---|
1317 | /// The status of the dual (of the original LP) problem |
---|
1318 | SolutionStatus dualStatus() { |
---|
1319 | return _getDualStatus(); |
---|
1320 | } |
---|
1321 | |
---|
1322 | ///The type of the original LP problem |
---|
1323 | ProblemTypes problemType() { |
---|
1324 | return _getProblemType(); |
---|
1325 | } |
---|
1326 | |
---|
1327 | ///\e |
---|
1328 | Value primal(Col c) { return _getPrimal(_lpId(c)); } |
---|
1329 | |
---|
1330 | ///\e |
---|
1331 | Value dual(Row r) { return _getDual(_lpId(r)); } |
---|
1332 | |
---|
1333 | ///\e |
---|
1334 | bool isBasicCol(Col c) { return _isBasicCol(_lpId(c)); } |
---|
1335 | |
---|
1336 | ///\e |
---|
1337 | |
---|
1338 | ///\return |
---|
1339 | ///- \ref INF or -\ref INF means either infeasibility or unboundedness |
---|
1340 | /// of the primal problem, depending on whether we minimize or maximize. |
---|
1341 | ///- \ref NaN if no primal solution is found. |
---|
1342 | ///- The (finite) objective value if an optimal solution is found. |
---|
1343 | Value primalValue() { return _getPrimalValue()+obj_const_comp;} |
---|
1344 | ///@} |
---|
1345 | |
---|
1346 | }; |
---|
1347 | |
---|
1348 | |
---|
1349 | ///Common base class for MIP solvers |
---|
1350 | ///\todo Much more docs |
---|
1351 | ///\ingroup gen_opt_group |
---|
1352 | class MipSolverBase : virtual public LpSolverBase{ |
---|
1353 | public: |
---|
1354 | |
---|
1355 | ///Possible variable (coloumn) types (e.g. real, integer, binary etc.) |
---|
1356 | enum ColTypes { |
---|
1357 | ///Continuous variable |
---|
1358 | REAL = 0, |
---|
1359 | ///Integer variable |
---|
1360 | |
---|
1361 | ///Unfortunately, cplex 7.5 somewhere writes something like |
---|
1362 | ///#define INTEGER 'I' |
---|
1363 | INT = 1 |
---|
1364 | ///\todo No support for other types yet. |
---|
1365 | }; |
---|
1366 | |
---|
1367 | ///Sets the type of the given coloumn to the given type |
---|
1368 | /// |
---|
1369 | ///Sets the type of the given coloumn to the given type. |
---|
1370 | void colType(Col c, ColTypes col_type) { |
---|
1371 | _colType(_lpId(c),col_type); |
---|
1372 | } |
---|
1373 | |
---|
1374 | ///Gives back the type of the column. |
---|
1375 | /// |
---|
1376 | ///Gives back the type of the column. |
---|
1377 | ColTypes colType(Col c){ |
---|
1378 | return _colType(_lpId(c)); |
---|
1379 | } |
---|
1380 | |
---|
1381 | ///Sets the type of the given Col to integer or remove that property. |
---|
1382 | /// |
---|
1383 | ///Sets the type of the given Col to integer or remove that property. |
---|
1384 | void integer(Col c, bool enable) { |
---|
1385 | if (enable) |
---|
1386 | colType(c,INT); |
---|
1387 | else |
---|
1388 | colType(c,REAL); |
---|
1389 | } |
---|
1390 | |
---|
1391 | ///Gives back whether the type of the column is integer or not. |
---|
1392 | /// |
---|
1393 | ///Gives back the type of the column. |
---|
1394 | ///\return true if the column has integer type and false if not. |
---|
1395 | bool integer(Col c){ |
---|
1396 | return (colType(c)==INT); |
---|
1397 | } |
---|
1398 | |
---|
1399 | /// The status of the MIP problem |
---|
1400 | SolutionStatus mipStatus() { |
---|
1401 | return _getMipStatus(); |
---|
1402 | } |
---|
1403 | |
---|
1404 | protected: |
---|
1405 | |
---|
1406 | virtual ColTypes _colType(int col) = 0; |
---|
1407 | virtual void _colType(int col, ColTypes col_type) = 0; |
---|
1408 | virtual SolutionStatus _getMipStatus()=0; |
---|
1409 | |
---|
1410 | }; |
---|
1411 | |
---|
1412 | ///\relates LpSolverBase::Expr |
---|
1413 | /// |
---|
1414 | inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a, |
---|
1415 | const LpSolverBase::Expr &b) |
---|
1416 | { |
---|
1417 | LpSolverBase::Expr tmp(a); |
---|
1418 | tmp+=b; |
---|
1419 | return tmp; |
---|
1420 | } |
---|
1421 | ///\e |
---|
1422 | |
---|
1423 | ///\relates LpSolverBase::Expr |
---|
1424 | /// |
---|
1425 | inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a, |
---|
1426 | const LpSolverBase::Expr &b) |
---|
1427 | { |
---|
1428 | LpSolverBase::Expr tmp(a); |
---|
1429 | tmp-=b; |
---|
1430 | return tmp; |
---|
1431 | } |
---|
1432 | ///\e |
---|
1433 | |
---|
1434 | ///\relates LpSolverBase::Expr |
---|
1435 | /// |
---|
1436 | inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a, |
---|
1437 | const LpSolverBase::Value &b) |
---|
1438 | { |
---|
1439 | LpSolverBase::Expr tmp(a); |
---|
1440 | tmp*=b; |
---|
1441 | return tmp; |
---|
1442 | } |
---|
1443 | |
---|
1444 | ///\e |
---|
1445 | |
---|
1446 | ///\relates LpSolverBase::Expr |
---|
1447 | /// |
---|
1448 | inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a, |
---|
1449 | const LpSolverBase::Expr &b) |
---|
1450 | { |
---|
1451 | LpSolverBase::Expr tmp(b); |
---|
1452 | tmp*=a; |
---|
1453 | return tmp; |
---|
1454 | } |
---|
1455 | ///\e |
---|
1456 | |
---|
1457 | ///\relates LpSolverBase::Expr |
---|
1458 | /// |
---|
1459 | inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a, |
---|
1460 | const LpSolverBase::Value &b) |
---|
1461 | { |
---|
1462 | LpSolverBase::Expr tmp(a); |
---|
1463 | tmp/=b; |
---|
1464 | return tmp; |
---|
1465 | } |
---|
1466 | |
---|
1467 | ///\e |
---|
1468 | |
---|
1469 | ///\relates LpSolverBase::Constr |
---|
1470 | /// |
---|
1471 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
---|
1472 | const LpSolverBase::Expr &f) |
---|
1473 | { |
---|
1474 | return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0); |
---|
1475 | } |
---|
1476 | |
---|
1477 | ///\e |
---|
1478 | |
---|
1479 | ///\relates LpSolverBase::Constr |
---|
1480 | /// |
---|
1481 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e, |
---|
1482 | const LpSolverBase::Expr &f) |
---|
1483 | { |
---|
1484 | return LpSolverBase::Constr(e,f); |
---|
1485 | } |
---|
1486 | |
---|
1487 | ///\e |
---|
1488 | |
---|
1489 | ///\relates LpSolverBase::Constr |
---|
1490 | /// |
---|
1491 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
---|
1492 | const LpSolverBase::Value &f) |
---|
1493 | { |
---|
1494 | return LpSolverBase::Constr(e,f); |
---|
1495 | } |
---|
1496 | |
---|
1497 | ///\e |
---|
1498 | |
---|
1499 | ///\relates LpSolverBase::Constr |
---|
1500 | /// |
---|
1501 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
---|
1502 | const LpSolverBase::Expr &f) |
---|
1503 | { |
---|
1504 | return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0); |
---|
1505 | } |
---|
1506 | |
---|
1507 | |
---|
1508 | ///\e |
---|
1509 | |
---|
1510 | ///\relates LpSolverBase::Constr |
---|
1511 | /// |
---|
1512 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e, |
---|
1513 | const LpSolverBase::Expr &f) |
---|
1514 | { |
---|
1515 | return LpSolverBase::Constr(f,e); |
---|
1516 | } |
---|
1517 | |
---|
1518 | |
---|
1519 | ///\e |
---|
1520 | |
---|
1521 | ///\relates LpSolverBase::Constr |
---|
1522 | /// |
---|
1523 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
---|
1524 | const LpSolverBase::Value &f) |
---|
1525 | { |
---|
1526 | return LpSolverBase::Constr(f,e); |
---|
1527 | } |
---|
1528 | |
---|
1529 | ///\e |
---|
1530 | |
---|
1531 | ///\relates LpSolverBase::Constr |
---|
1532 | /// |
---|
1533 | inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, |
---|
1534 | const LpSolverBase::Value &f) |
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1535 | { |
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1536 | return LpSolverBase::Constr(f,e,f); |
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1537 | } |
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1538 | |
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1539 | ///\e |
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1540 | |
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1541 | ///\relates LpSolverBase::Constr |
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1542 | /// |
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1543 | inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, |
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1544 | const LpSolverBase::Expr &f) |
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1545 | { |
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1546 | return LpSolverBase::Constr(0,e-f,0); |
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1547 | } |
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1548 | |
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1549 | ///\e |
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1550 | |
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1551 | ///\relates LpSolverBase::Constr |
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1552 | /// |
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1553 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n, |
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1554 | const LpSolverBase::Constr&c) |
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1555 | { |
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1556 | LpSolverBase::Constr tmp(c); |
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1557 | ///\todo Create an own exception type. |
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1558 | if(!LpSolverBase::isNaN(tmp.lowerBound())) throw LogicError(); |
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1559 | else tmp.lowerBound()=n; |
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1560 | return tmp; |
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1561 | } |
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1562 | ///\e |
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1563 | |
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1564 | ///\relates LpSolverBase::Constr |
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1565 | /// |
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1566 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c, |
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1567 | const LpSolverBase::Value &n) |
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1568 | { |
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1569 | LpSolverBase::Constr tmp(c); |
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1570 | ///\todo Create an own exception type. |
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1571 | if(!LpSolverBase::isNaN(tmp.upperBound())) throw LogicError(); |
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1572 | else tmp.upperBound()=n; |
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1573 | return tmp; |
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1574 | } |
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1575 | |
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1576 | ///\e |
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1577 | |
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1578 | ///\relates LpSolverBase::Constr |
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1579 | /// |
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1580 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n, |
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1581 | const LpSolverBase::Constr&c) |
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1582 | { |
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1583 | LpSolverBase::Constr tmp(c); |
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1584 | ///\todo Create an own exception type. |
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1585 | if(!LpSolverBase::isNaN(tmp.upperBound())) throw LogicError(); |
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1586 | else tmp.upperBound()=n; |
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1587 | return tmp; |
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1588 | } |
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1589 | ///\e |
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1590 | |
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1591 | ///\relates LpSolverBase::Constr |
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1592 | /// |
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1593 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c, |
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1594 | const LpSolverBase::Value &n) |
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1595 | { |
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1596 | LpSolverBase::Constr tmp(c); |
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1597 | ///\todo Create an own exception type. |
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1598 | if(!LpSolverBase::isNaN(tmp.lowerBound())) throw LogicError(); |
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1599 | else tmp.lowerBound()=n; |
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1600 | return tmp; |
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1601 | } |
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1602 | |
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1603 | ///\e |
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1604 | |
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1605 | ///\relates LpSolverBase::DualExpr |
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1606 | /// |
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1607 | inline LpSolverBase::DualExpr operator+(const LpSolverBase::DualExpr &a, |
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1608 | const LpSolverBase::DualExpr &b) |
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1609 | { |
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1610 | LpSolverBase::DualExpr tmp(a); |
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1611 | tmp+=b; |
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1612 | return tmp; |
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1613 | } |
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1614 | ///\e |
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1615 | |
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1616 | ///\relates LpSolverBase::DualExpr |
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1617 | /// |
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1618 | inline LpSolverBase::DualExpr operator-(const LpSolverBase::DualExpr &a, |
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1619 | const LpSolverBase::DualExpr &b) |
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1620 | { |
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1621 | LpSolverBase::DualExpr tmp(a); |
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1622 | tmp-=b; |
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1623 | return tmp; |
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1624 | } |
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1625 | ///\e |
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1626 | |
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1627 | ///\relates LpSolverBase::DualExpr |
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1628 | /// |
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1629 | inline LpSolverBase::DualExpr operator*(const LpSolverBase::DualExpr &a, |
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1630 | const LpSolverBase::Value &b) |
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1631 | { |
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1632 | LpSolverBase::DualExpr tmp(a); |
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1633 | tmp*=b; |
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1634 | return tmp; |
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1635 | } |
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1636 | |
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1637 | ///\e |
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1638 | |
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1639 | ///\relates LpSolverBase::DualExpr |
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1640 | /// |
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1641 | inline LpSolverBase::DualExpr operator*(const LpSolverBase::Value &a, |
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1642 | const LpSolverBase::DualExpr &b) |
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1643 | { |
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1644 | LpSolverBase::DualExpr tmp(b); |
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1645 | tmp*=a; |
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1646 | return tmp; |
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1647 | } |
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1648 | ///\e |
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1649 | |
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1650 | ///\relates LpSolverBase::DualExpr |
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1651 | /// |
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1652 | inline LpSolverBase::DualExpr operator/(const LpSolverBase::DualExpr &a, |
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1653 | const LpSolverBase::Value &b) |
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1654 | { |
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1655 | LpSolverBase::DualExpr tmp(a); |
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1656 | tmp/=b; |
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1657 | return tmp; |
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1658 | } |
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1659 | |
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1660 | |
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1661 | } //namespace lemon |
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1662 | |
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1663 | #endif //LEMON_LP_BASE_H |
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