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 | #include<iostream> |
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20 | #include<lemon/lp_soplex.h> |
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21 | |
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22 | #include <soplex/soplex.h> |
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23 | |
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24 | |
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25 | ///\file |
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26 | ///\brief Implementation of the LEMON-SOPLEX lp solver interface. |
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27 | namespace lemon { |
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28 | |
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29 | LpSoplex::LpSoplex() : LpSolverBase() { |
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30 | rows.setIdHandler(relocateIdHandler); |
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31 | cols.setIdHandler(relocateIdHandler); |
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32 | soplex = new soplex::SoPlex; |
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33 | solved = false; |
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34 | } |
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35 | |
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36 | LpSoplex::~LpSoplex() { |
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37 | delete soplex; |
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38 | } |
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39 | |
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40 | LpSolverBase &LpSoplex::_newLp() { |
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41 | LpSoplex* newlp = new LpSoplex(); |
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42 | return *newlp; |
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43 | } |
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44 | |
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45 | LpSolverBase &LpSoplex::_copyLp() { |
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46 | LpSoplex* newlp = new LpSoplex(); |
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47 | ((soplex::SPxLP&)*(newlp->soplex)) = *soplex; |
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48 | return *newlp; |
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49 | } |
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50 | |
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51 | int LpSoplex::_addCol() { |
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52 | soplex::LPCol col; |
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53 | col.setLower(-soplex::infinity); |
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54 | col.setUpper(soplex::infinity); |
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55 | soplex->addCol(col); |
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56 | |
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57 | colNames.push_back(std::string()); |
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58 | primal_value.push_back(0.0); |
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59 | solved = false; |
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60 | |
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61 | return soplex->nCols() - 1; |
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62 | } |
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63 | |
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64 | int LpSoplex::_addRow() { |
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65 | soplex::LPRow row; |
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66 | row.setLhs(-soplex::infinity); |
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67 | row.setRhs(soplex::infinity); |
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68 | soplex->addRow(row); |
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69 | |
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70 | dual_value.push_back(0.0); |
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71 | solved = false; |
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72 | |
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73 | return soplex->nRows() - 1; |
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74 | } |
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75 | |
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76 | |
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77 | void LpSoplex::_eraseCol(int i) { |
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78 | soplex->removeCol(i); |
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79 | colNames[i] = colNames.back(); |
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80 | colNames.pop_back(); |
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81 | primal_value[i] = primal_value.back(); |
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82 | primal_value.pop_back(); |
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83 | solved = false; |
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84 | } |
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85 | |
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86 | void LpSoplex::_eraseRow(int i) { |
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87 | soplex->removeRow(i); |
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88 | dual_value[i] = dual_value.back(); |
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89 | dual_value.pop_back(); |
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90 | solved = false; |
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91 | } |
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92 | |
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93 | void LpSoplex::_getColName(int col, std::string &name) { |
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94 | name = colNames[col]; |
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95 | } |
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96 | |
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97 | void LpSoplex::_setColName(int col, const std::string &name) { |
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98 | colNames[col] = name; |
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99 | } |
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100 | |
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101 | |
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102 | void LpSoplex::_setRowCoeffs(int i, LpRowIterator b, LpRowIterator e) { |
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103 | for (int j = 0; j < soplex->nCols(); ++j) { |
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104 | soplex->changeElement(i, j, 0.0); |
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105 | } |
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106 | for(LpRowIterator it = b; it != e; ++it) { |
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107 | soplex->changeElement(i, it->first, it->second); |
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108 | } |
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109 | solved = false; |
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110 | } |
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111 | |
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112 | void LpSoplex::_setColCoeffs(int j, LpColIterator b, LpColIterator e) { |
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113 | for (int i = 0; i < soplex->nRows(); ++i) { |
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114 | soplex->changeElement(i, j, 0.0); |
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115 | } |
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116 | for(LpColIterator it = b; it != e; ++it) { |
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117 | soplex->changeElement(it->first, j, it->second); |
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118 | } |
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119 | solved = false; |
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120 | } |
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121 | |
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122 | void LpSoplex::_setCoeff(int i, int j, Value value) { |
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123 | soplex->changeElement(i, j, value); |
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124 | solved = false; |
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125 | } |
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126 | |
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127 | LpSoplex::Value LpSoplex::_getCoeff(int i, int j) { |
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128 | return soplex->rowVector(i)[j]; |
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129 | } |
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130 | |
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131 | void LpSoplex::_setColLowerBound(int i, Value value) { |
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132 | soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
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133 | solved = false; |
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134 | } |
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135 | |
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136 | LpSoplex::Value LpSoplex::_getColLowerBound(int i) { |
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137 | double value = soplex->lower(i); |
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138 | return value != -soplex::infinity ? value : -INF; |
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139 | } |
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140 | |
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141 | void LpSoplex::_setColUpperBound(int i, Value value) { |
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142 | soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
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143 | solved = false; |
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144 | } |
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145 | |
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146 | LpSoplex::Value LpSoplex::_getColUpperBound(int i) { |
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147 | double value = soplex->upper(i); |
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148 | return value != soplex::infinity ? value : INF; |
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149 | } |
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150 | |
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151 | void LpSoplex::_setRowBounds(int i, Value lb, Value ub) { |
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152 | soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, |
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153 | ub != INF ? ub : soplex::infinity); |
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154 | solved = false; |
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155 | } |
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156 | void LpSoplex::_getRowBounds(int i, Value &lower, Value &upper) { |
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157 | lower = soplex->lhs(i); |
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158 | if (lower == -soplex::infinity) lower = -INF; |
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159 | upper = soplex->rhs(i); |
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160 | if (upper == -soplex::infinity) upper = INF; |
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161 | } |
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162 | |
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163 | void LpSoplex::_setObjCoeff(int i, Value obj_coef) { |
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164 | soplex->changeObj(i, obj_coef); |
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165 | solved = false; |
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166 | } |
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167 | |
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168 | LpSoplex::Value LpSoplex::_getObjCoeff(int i) { |
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169 | return soplex->obj(i); |
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170 | } |
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171 | |
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172 | void LpSoplex::_clearObj() { |
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173 | for (int i = 0; i < soplex->nCols(); ++i) { |
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174 | soplex->changeObj(i, 0.0); |
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175 | } |
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176 | solved = false; |
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177 | } |
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178 | |
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179 | LpSoplex::SolveExitStatus LpSoplex::_solve() { |
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180 | soplex::SPxSolver::Status status = soplex->solve(); |
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181 | |
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182 | soplex::Vector pv(primal_value.size(), &primal_value[0]); |
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183 | soplex->getPrimal(pv); |
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184 | |
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185 | soplex::Vector dv(dual_value.size(), &dual_value[0]); |
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186 | soplex->getDual(dv); |
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187 | |
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188 | switch (status) { |
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189 | case soplex::SPxSolver::OPTIMAL: |
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190 | case soplex::SPxSolver::INFEASIBLE: |
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191 | case soplex::SPxSolver::UNBOUNDED: |
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192 | solved = true; |
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193 | return SOLVED; |
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194 | default: |
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195 | return UNSOLVED; |
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196 | } |
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197 | } |
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198 | |
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199 | LpSoplex::Value LpSoplex::_getPrimal(int i) { |
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200 | return primal_value[i]; |
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201 | } |
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202 | |
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203 | LpSoplex::Value LpSoplex::_getDual(int i) { |
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204 | return dual_value[i]; |
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205 | } |
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206 | |
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207 | LpSoplex::Value LpSoplex::_getPrimalValue() { |
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208 | return soplex->objValue(); |
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209 | } |
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210 | |
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211 | bool LpSoplex::_isBasicCol(int i) { |
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212 | return soplex->getBasisColStatus(i) == soplex::SPxSolver::BASIC; |
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213 | } |
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214 | |
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215 | LpSoplex::SolutionStatus LpSoplex::_getPrimalStatus() { |
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216 | if (!solved) return UNDEFINED; |
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217 | switch (soplex->status()) { |
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218 | case soplex::SPxSolver::OPTIMAL: |
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219 | return OPTIMAL; |
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220 | case soplex::SPxSolver::UNBOUNDED: |
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221 | return INFINITE; |
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222 | case soplex::SPxSolver::INFEASIBLE: |
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223 | return INFEASIBLE; |
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224 | default: |
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225 | return UNDEFINED; |
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226 | } |
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227 | } |
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228 | |
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229 | LpSoplex::SolutionStatus LpSoplex::_getDualStatus() { |
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230 | if (!solved) return UNDEFINED; |
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231 | switch (soplex->status()) { |
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232 | case soplex::SPxSolver::OPTIMAL: |
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233 | return OPTIMAL; |
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234 | case soplex::SPxSolver::UNBOUNDED: |
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235 | return INFEASIBLE; |
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236 | default: |
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237 | return UNDEFINED; |
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238 | } |
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239 | } |
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240 | |
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241 | LpSoplex::ProblemTypes LpSoplex::_getProblemType() { |
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242 | if (!solved) return UNKNOWN; |
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243 | switch (soplex->status()) { |
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244 | case soplex::SPxSolver::OPTIMAL: |
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245 | return PRIMAL_DUAL_FEASIBLE; |
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246 | case soplex::SPxSolver::UNBOUNDED: |
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247 | return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
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248 | default: |
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249 | return UNKNOWN; |
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250 | } |
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251 | } |
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252 | |
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253 | void LpSoplex::_setMax() { |
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254 | soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
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255 | solved = false; |
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256 | } |
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257 | void LpSoplex::_setMin() { |
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258 | soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
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259 | solved = false; |
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260 | } |
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261 | bool LpSoplex::_isMax() { |
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262 | return soplex->spxSense() == soplex::SPxSolver::MAXIMIZE; |
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263 | } |
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264 | |
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265 | |
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266 | } //namespace lemon |
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267 | |
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