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 | invColNames.erase(colNames[i]); |
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80 | colNames[i] = colNames.back(); |
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81 | invColNames[colNames.back()] = i; |
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82 | colNames.pop_back(); |
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83 | primal_value[i] = primal_value.back(); |
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84 | primal_value.pop_back(); |
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85 | solved = false; |
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86 | } |
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87 | |
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88 | void LpSoplex::_eraseRow(int i) { |
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89 | soplex->removeRow(i); |
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90 | dual_value[i] = dual_value.back(); |
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91 | dual_value.pop_back(); |
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92 | solved = false; |
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93 | } |
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94 | |
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95 | void LpSoplex::_getColName(int col, std::string &name) const { |
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96 | name = colNames[col]; |
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97 | } |
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98 | |
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99 | void LpSoplex::_setColName(int col, const std::string &name) { |
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100 | invColNames.erase(colNames[col]); |
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101 | colNames[col] = name; |
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102 | if (!name.empty()) { |
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103 | invColNames.insert(std::make_pair(name, col)); |
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104 | } |
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105 | } |
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106 | |
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107 | int LpSoplex::_colByName(const std::string& name) const { |
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108 | std::map<std::string, int>::const_iterator it = |
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109 | invColNames.find(name); |
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110 | if (it != invColNames.end()) { |
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111 | return it->second; |
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112 | } else { |
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113 | return -1; |
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114 | } |
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115 | } |
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116 | |
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117 | |
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118 | void LpSoplex::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) { |
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119 | for (int j = 0; j < soplex->nCols(); ++j) { |
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120 | soplex->changeElement(i, j, 0.0); |
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121 | } |
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122 | for(ConstRowIterator it = b; it != e; ++it) { |
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123 | soplex->changeElement(i, it->first, it->second); |
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124 | } |
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125 | solved = false; |
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126 | } |
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127 | |
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128 | void LpSoplex::_getRowCoeffs(int i, RowIterator b) const { |
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129 | const soplex::SVector& vec = soplex->rowVector(i); |
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130 | for (int k = 0; k < vec.size(); ++k) { |
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131 | *b = std::make_pair(vec.index(k), vec.value(k)); |
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132 | ++b; |
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133 | } |
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134 | } |
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135 | |
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136 | void LpSoplex::_setColCoeffs(int j, ConstColIterator b, ConstColIterator e) { |
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137 | for (int i = 0; i < soplex->nRows(); ++i) { |
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138 | soplex->changeElement(i, j, 0.0); |
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139 | } |
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140 | for(ConstColIterator it = b; it != e; ++it) { |
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141 | soplex->changeElement(it->first, j, it->second); |
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142 | } |
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143 | solved = false; |
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144 | } |
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145 | |
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146 | void LpSoplex::_getColCoeffs(int i, ColIterator b) const { |
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147 | const soplex::SVector& vec = soplex->colVector(i); |
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148 | for (int k = 0; k < vec.size(); ++k) { |
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149 | *b = std::make_pair(vec.index(k), vec.value(k)); |
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150 | ++b; |
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151 | } |
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152 | } |
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153 | |
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154 | void LpSoplex::_setCoeff(int i, int j, Value value) { |
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155 | soplex->changeElement(i, j, value); |
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156 | solved = false; |
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157 | } |
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158 | |
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159 | LpSoplex::Value LpSoplex::_getCoeff(int i, int j) const { |
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160 | return soplex->rowVector(i)[j]; |
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161 | } |
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162 | |
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163 | void LpSoplex::_setColLowerBound(int i, Value value) { |
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164 | soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
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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::_getColLowerBound(int i) const { |
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169 | double value = soplex->lower(i); |
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170 | return value != -soplex::infinity ? value : -INF; |
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171 | } |
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172 | |
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173 | void LpSoplex::_setColUpperBound(int i, Value value) { |
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174 | soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
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175 | solved = false; |
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176 | } |
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177 | |
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178 | LpSoplex::Value LpSoplex::_getColUpperBound(int i) const { |
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179 | double value = soplex->upper(i); |
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180 | return value != soplex::infinity ? value : INF; |
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181 | } |
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182 | |
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183 | void LpSoplex::_setRowBounds(int i, Value lb, Value ub) { |
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184 | soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, |
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185 | ub != INF ? ub : soplex::infinity); |
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186 | solved = false; |
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187 | } |
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188 | void LpSoplex::_getRowBounds(int i, Value &lower, Value &upper) const { |
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189 | lower = soplex->lhs(i); |
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190 | if (lower == -soplex::infinity) lower = -INF; |
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191 | upper = soplex->rhs(i); |
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192 | if (upper == -soplex::infinity) upper = INF; |
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193 | } |
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194 | |
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195 | void LpSoplex::_setObjCoeff(int i, Value obj_coef) { |
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196 | soplex->changeObj(i, obj_coef); |
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197 | solved = false; |
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198 | } |
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199 | |
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200 | LpSoplex::Value LpSoplex::_getObjCoeff(int i) const { |
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201 | return soplex->obj(i); |
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202 | } |
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203 | |
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204 | void LpSoplex::_clearObj() { |
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205 | for (int i = 0; i < soplex->nCols(); ++i) { |
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206 | soplex->changeObj(i, 0.0); |
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207 | } |
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208 | solved = false; |
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209 | } |
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210 | |
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211 | LpSoplex::SolveExitStatus LpSoplex::_solve() { |
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212 | soplex::SPxSolver::Status status = soplex->solve(); |
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213 | |
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214 | soplex::Vector pv(primal_value.size(), &primal_value[0]); |
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215 | soplex->getPrimal(pv); |
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216 | |
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217 | soplex::Vector dv(dual_value.size(), &dual_value[0]); |
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218 | soplex->getDual(dv); |
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219 | |
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220 | switch (status) { |
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221 | case soplex::SPxSolver::OPTIMAL: |
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222 | case soplex::SPxSolver::INFEASIBLE: |
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223 | case soplex::SPxSolver::UNBOUNDED: |
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224 | solved = true; |
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225 | return SOLVED; |
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226 | default: |
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227 | return UNSOLVED; |
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228 | } |
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229 | } |
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230 | |
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231 | LpSoplex::Value LpSoplex::_getPrimal(int i) const { |
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232 | return primal_value[i]; |
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233 | } |
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234 | |
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235 | LpSoplex::Value LpSoplex::_getDual(int i) const { |
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236 | return dual_value[i]; |
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237 | } |
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238 | |
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239 | LpSoplex::Value LpSoplex::_getPrimalValue() const { |
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240 | return soplex->objValue(); |
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241 | } |
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242 | |
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243 | bool LpSoplex::_isBasicCol(int i) const { |
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244 | return soplex->getBasisColStatus(i) == soplex::SPxSolver::BASIC; |
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245 | } |
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246 | |
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247 | LpSoplex::SolutionStatus LpSoplex::_getPrimalStatus() const { |
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248 | if (!solved) return UNDEFINED; |
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249 | switch (soplex->status()) { |
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250 | case soplex::SPxSolver::OPTIMAL: |
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251 | return OPTIMAL; |
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252 | case soplex::SPxSolver::UNBOUNDED: |
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253 | return INFINITE; |
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254 | case soplex::SPxSolver::INFEASIBLE: |
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255 | return INFEASIBLE; |
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256 | default: |
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257 | return UNDEFINED; |
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258 | } |
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259 | } |
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260 | |
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261 | LpSoplex::SolutionStatus LpSoplex::_getDualStatus() const { |
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262 | if (!solved) return UNDEFINED; |
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263 | switch (soplex->status()) { |
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264 | case soplex::SPxSolver::OPTIMAL: |
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265 | return OPTIMAL; |
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266 | case soplex::SPxSolver::UNBOUNDED: |
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267 | return INFEASIBLE; |
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268 | default: |
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269 | return UNDEFINED; |
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270 | } |
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271 | } |
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272 | |
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273 | LpSoplex::ProblemTypes LpSoplex::_getProblemType() const { |
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274 | if (!solved) return UNKNOWN; |
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275 | switch (soplex->status()) { |
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276 | case soplex::SPxSolver::OPTIMAL: |
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277 | return PRIMAL_DUAL_FEASIBLE; |
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278 | case soplex::SPxSolver::UNBOUNDED: |
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279 | return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
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280 | default: |
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281 | return UNKNOWN; |
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282 | } |
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283 | } |
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284 | |
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285 | void LpSoplex::_setMax() { |
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286 | soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
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287 | solved = false; |
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288 | } |
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289 | void LpSoplex::_setMin() { |
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290 | soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
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291 | solved = false; |
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292 | } |
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293 | bool LpSoplex::_isMax() const { |
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294 | return soplex->spxSense() == soplex::SPxSolver::MAXIMIZE; |
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295 | } |
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296 | |
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297 | |
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298 | } //namespace lemon |
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299 | |
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