/* -*- C++ -*- * * This file is a part of LEMON, a generic C++ optimization library * * Copyright (C) 2003-2007 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport * (Egervary Research Group on Combinatorial Optimization, EGRES). * * Permission to use, modify and distribute this software is granted * provided that this copyright notice appears in all copies. For * precise terms see the accompanying LICENSE file. * * This software is provided "AS IS" with no warranty of any kind, * express or implied, and with no claim as to its suitability for any * purpose. * */ #include #include #include ///\file ///\brief Implementation of the LEMON-SOPLEX lp solver interface. namespace lemon { LpSoplex::LpSoplex() : LpSolverBase() { rows.setIdHandler(relocateIdHandler); cols.setIdHandler(relocateIdHandler); soplex = new soplex::SoPlex; solved = false; } LpSoplex::~LpSoplex() { delete soplex; } LpSolverBase &LpSoplex::_newLp() { LpSoplex* newlp = new LpSoplex(); return *newlp; } LpSolverBase &LpSoplex::_copyLp() { LpSoplex* newlp = new LpSoplex(); (*static_cast(newlp->soplex)) = *soplex; return *newlp; } int LpSoplex::_addCol() { soplex::LPCol c; c.setLower(-soplex::infinity); c.setUpper(soplex::infinity); soplex->addCol(c); colNames.push_back(std::string()); primal_value.push_back(0.0); solved = false; return soplex->nCols() - 1; } int LpSoplex::_addRow() { soplex::LPRow r; r.setLhs(-soplex::infinity); r.setRhs(soplex::infinity); soplex->addRow(r); dual_value.push_back(0.0); solved = false; return soplex->nRows() - 1; } void LpSoplex::_eraseCol(int i) { soplex->removeCol(i); invColNames.erase(colNames[i]); colNames[i] = colNames.back(); invColNames[colNames.back()] = i; colNames.pop_back(); primal_value[i] = primal_value.back(); primal_value.pop_back(); solved = false; } void LpSoplex::_eraseRow(int i) { soplex->removeRow(i); dual_value[i] = dual_value.back(); dual_value.pop_back(); solved = false; } void LpSoplex::_getColName(int c, std::string &name) const { name = colNames[c]; } void LpSoplex::_setColName(int c, const std::string &name) { invColNames.erase(colNames[c]); colNames[c] = name; if (!name.empty()) { invColNames.insert(std::make_pair(name, c)); } } int LpSoplex::_colByName(const std::string& name) const { std::map::const_iterator it = invColNames.find(name); if (it != invColNames.end()) { return it->second; } else { return -1; } } void LpSoplex::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) { for (int j = 0; j < soplex->nCols(); ++j) { soplex->changeElement(i, j, 0.0); } for(ConstRowIterator it = b; it != e; ++it) { soplex->changeElement(i, it->first, it->second); } solved = false; } void LpSoplex::_getRowCoeffs(int i, RowIterator b) const { const soplex::SVector& vec = soplex->rowVector(i); for (int k = 0; k < vec.size(); ++k) { *b = std::make_pair(vec.index(k), vec.value(k)); ++b; } } void LpSoplex::_setColCoeffs(int j, ConstColIterator b, ConstColIterator e) { for (int i = 0; i < soplex->nRows(); ++i) { soplex->changeElement(i, j, 0.0); } for(ConstColIterator it = b; it != e; ++it) { soplex->changeElement(it->first, j, it->second); } solved = false; } void LpSoplex::_getColCoeffs(int i, ColIterator b) const { const soplex::SVector& vec = soplex->colVector(i); for (int k = 0; k < vec.size(); ++k) { *b = std::make_pair(vec.index(k), vec.value(k)); ++b; } } void LpSoplex::_setCoeff(int i, int j, Value value) { soplex->changeElement(i, j, value); solved = false; } LpSoplex::Value LpSoplex::_getCoeff(int i, int j) const { return soplex->rowVector(i)[j]; } void LpSoplex::_setColLowerBound(int i, Value value) { soplex->changeLower(i, value != -INF ? value : -soplex::infinity); solved = false; } LpSoplex::Value LpSoplex::_getColLowerBound(int i) const { double value = soplex->lower(i); return value != -soplex::infinity ? value : -INF; } void LpSoplex::_setColUpperBound(int i, Value value) { soplex->changeUpper(i, value != INF ? value : soplex::infinity); solved = false; } LpSoplex::Value LpSoplex::_getColUpperBound(int i) const { double value = soplex->upper(i); return value != soplex::infinity ? value : INF; } void LpSoplex::_setRowBounds(int i, Value lb, Value ub) { soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, ub != INF ? ub : soplex::infinity); solved = false; } void LpSoplex::_getRowBounds(int i, Value &lower, Value &upper) const { lower = soplex->lhs(i); if (lower == -soplex::infinity) lower = -INF; upper = soplex->rhs(i); if (upper == -soplex::infinity) upper = INF; } void LpSoplex::_setObjCoeff(int i, Value obj_coef) { soplex->changeObj(i, obj_coef); solved = false; } LpSoplex::Value LpSoplex::_getObjCoeff(int i) const { return soplex->obj(i); } void LpSoplex::_clearObj() { for (int i = 0; i < soplex->nCols(); ++i) { soplex->changeObj(i, 0.0); } solved = false; } LpSoplex::SolveExitStatus LpSoplex::_solve() { soplex::SPxSolver::Status status = soplex->solve(); soplex::Vector pv(primal_value.size(), &primal_value[0]); soplex->getPrimal(pv); soplex::Vector dv(dual_value.size(), &dual_value[0]); soplex->getDual(dv); switch (status) { case soplex::SPxSolver::OPTIMAL: case soplex::SPxSolver::INFEASIBLE: case soplex::SPxSolver::UNBOUNDED: solved = true; return SOLVED; default: return UNSOLVED; } } LpSoplex::Value LpSoplex::_getPrimal(int i) const { return primal_value[i]; } LpSoplex::Value LpSoplex::_getDual(int i) const { return dual_value[i]; } LpSoplex::Value LpSoplex::_getPrimalValue() const { return soplex->objValue(); } bool LpSoplex::_isBasicCol(int i) const { return soplex->getBasisColStatus(i) == soplex::SPxSolver::BASIC; } LpSoplex::SolutionStatus LpSoplex::_getPrimalStatus() const { if (!solved) return UNDEFINED; switch (soplex->status()) { case soplex::SPxSolver::OPTIMAL: return OPTIMAL; case soplex::SPxSolver::UNBOUNDED: return INFINITE; case soplex::SPxSolver::INFEASIBLE: return INFEASIBLE; default: return UNDEFINED; } } LpSoplex::SolutionStatus LpSoplex::_getDualStatus() const { if (!solved) return UNDEFINED; switch (soplex->status()) { case soplex::SPxSolver::OPTIMAL: return OPTIMAL; case soplex::SPxSolver::UNBOUNDED: return INFEASIBLE; default: return UNDEFINED; } } LpSoplex::ProblemTypes LpSoplex::_getProblemType() const { if (!solved) return UNKNOWN; switch (soplex->status()) { case soplex::SPxSolver::OPTIMAL: return PRIMAL_DUAL_FEASIBLE; case soplex::SPxSolver::UNBOUNDED: return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; default: return UNKNOWN; } } void LpSoplex::_setMax() { soplex->changeSense(soplex::SPxSolver::MAXIMIZE); solved = false; } void LpSoplex::_setMin() { soplex->changeSense(soplex::SPxSolver::MINIMIZE); solved = false; } bool LpSoplex::_isMax() const { return soplex->spxSense() == soplex::SPxSolver::MAXIMIZE; } } //namespace lemon