[1247] | 1 | /* -*- C++ -*- |
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[1253] | 2 | * src/lemon/lp_base.h - Part of LEMON, a generic C++ optimization library |
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[1247] | 3 | * |
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| 4 | * Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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[1359] | 5 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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[1247] | 6 | * |
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| 7 | * Permission to use, modify and distribute this software is granted |
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| 8 | * provided that this copyright notice appears in all copies. For |
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| 9 | * precise terms see the accompanying LICENSE file. |
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| 10 | * |
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| 11 | * This software is provided "AS IS" with no warranty of any kind, |
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| 12 | * express or implied, and with no claim as to its suitability for any |
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| 13 | * purpose. |
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| 14 | * |
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| 15 | */ |
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| 16 | |
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[1246] | 17 | #ifndef LEMON_LP_BASE_H |
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| 18 | #define LEMON_LP_BASE_H |
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| 19 | |
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[1253] | 20 | #include<vector> |
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[1272] | 21 | #include<map> |
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[1256] | 22 | #include<limits> |
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[1273] | 23 | #include<math.h> |
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[1253] | 24 | |
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[1256] | 25 | #include<lemon/utility.h> |
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[1253] | 26 | #include<lemon/error.h> |
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[1256] | 27 | #include<lemon/invalid.h> |
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[1253] | 28 | |
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[1272] | 29 | //#include"lin_expr.h" |
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| 30 | |
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[1246] | 31 | ///\file |
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| 32 | ///\brief The interface of the LP solver interface. |
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[1328] | 33 | ///\ingroup gen_opt_group |
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[1246] | 34 | namespace lemon { |
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[1253] | 35 | |
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| 36 | ///Internal data structure to convert floating id's to fix one's |
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| 37 | |
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[1279] | 38 | ///\todo This might be implemented to be also usable in other places. |
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[1253] | 39 | class _FixId |
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| 40 | { |
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| 41 | std::vector<int> index; |
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| 42 | std::vector<int> cross; |
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| 43 | int first_free; |
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| 44 | public: |
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| 45 | _FixId() : first_free(-1) {}; |
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| 46 | ///Convert a floating id to a fix one |
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| 47 | |
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| 48 | ///\param n is a floating id |
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| 49 | ///\return the corresponding fix id |
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| 50 | int fixId(int n) {return cross[n];} |
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| 51 | ///Convert a fix id to a floating one |
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| 52 | |
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| 53 | ///\param n is a fix id |
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| 54 | ///\return the corresponding floating id |
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| 55 | int floatingId(int n) { return index[n];} |
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| 56 | ///Add a new floating id. |
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| 57 | |
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| 58 | ///\param n is a floating id |
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| 59 | ///\return the fix id of the new value |
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| 60 | ///\todo Multiple additions should also be handled. |
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| 61 | int insert(int n) |
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| 62 | { |
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| 63 | if(n>=int(cross.size())) { |
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| 64 | cross.resize(n+1); |
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| 65 | if(first_free==-1) { |
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| 66 | cross[n]=index.size(); |
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| 67 | index.push_back(n); |
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| 68 | } |
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| 69 | else { |
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| 70 | cross[n]=first_free; |
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| 71 | int next=index[first_free]; |
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| 72 | index[first_free]=n; |
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| 73 | first_free=next; |
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| 74 | } |
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[1256] | 75 | return cross[n]; |
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[1253] | 76 | } |
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[1273] | 77 | ///\todo Create an own exception type. |
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[1253] | 78 | else throw LogicError(); //floatingId-s must form a continuous range; |
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| 79 | } |
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| 80 | ///Remove a fix id. |
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| 81 | |
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| 82 | ///\param n is a fix id |
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| 83 | /// |
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| 84 | void erase(int n) |
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| 85 | { |
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| 86 | int fl=index[n]; |
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| 87 | index[n]=first_free; |
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| 88 | first_free=n; |
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| 89 | for(int i=fl+1;i<int(cross.size());++i) { |
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| 90 | cross[i-1]=cross[i]; |
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| 91 | index[cross[i]]--; |
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| 92 | } |
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| 93 | cross.pop_back(); |
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| 94 | } |
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| 95 | ///An upper bound on the largest fix id. |
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| 96 | |
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| 97 | ///\todo Do we need this? |
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| 98 | /// |
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| 99 | std::size_t maxFixId() { return cross.size()-1; } |
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| 100 | |
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| 101 | }; |
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| 102 | |
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| 103 | ///Common base class for LP solvers |
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[1328] | 104 | |
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| 105 | ///\todo Much more docs |
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| 106 | ///\ingroup gen_opt_group |
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[1246] | 107 | class LpSolverBase { |
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[1323] | 108 | |
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[1247] | 109 | public: |
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| 110 | |
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[1263] | 111 | ///\e |
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[1303] | 112 | enum SolveExitStatus { |
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[1263] | 113 | ///\e |
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[1293] | 114 | SOLVED = 0, |
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[1263] | 115 | ///\e |
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[1293] | 116 | UNSOLVED = 1 |
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[1291] | 117 | }; |
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| 118 | |
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| 119 | ///\e |
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[1303] | 120 | enum SolutionStatus { |
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[1295] | 121 | ///Feasible solution has'n been found (but may exist). |
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| 122 | |
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| 123 | ///\todo NOTFOUND might be a better name. |
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| 124 | /// |
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[1293] | 125 | UNDEFINED = 0, |
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[1295] | 126 | ///The problem has no feasible solution |
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[1293] | 127 | INFEASIBLE = 1, |
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[1295] | 128 | ///Feasible solution found |
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[1293] | 129 | FEASIBLE = 2, |
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[1295] | 130 | ///Optimal solution exists and found |
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| 131 | OPTIMAL = 3, |
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| 132 | ///The cost function is unbounded |
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| 133 | |
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| 134 | ///\todo Give a feasible solution and an infinite ray (and the |
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| 135 | ///corresponding bases) |
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| 136 | INFINITE = 4 |
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[1263] | 137 | }; |
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| 138 | |
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[1256] | 139 | ///The floating point type used by the solver |
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[1247] | 140 | typedef double Value; |
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[1256] | 141 | ///The infinity constant |
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[1247] | 142 | static const Value INF; |
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[1264] | 143 | ///The not a number constant |
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| 144 | static const Value NaN; |
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[1253] | 145 | |
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[1256] | 146 | ///Refer to a column of the LP. |
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| 147 | |
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| 148 | ///This type is used to refer to a column of the LP. |
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| 149 | /// |
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| 150 | ///Its value remains valid and correct even after the addition or erase of |
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[1273] | 151 | ///other columns. |
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[1256] | 152 | /// |
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| 153 | ///\todo Document what can one do with a Col (INVALID, comparing, |
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| 154 | ///it is similar to Node/Edge) |
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| 155 | class Col { |
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| 156 | protected: |
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| 157 | int id; |
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| 158 | friend class LpSolverBase; |
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| 159 | public: |
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[1259] | 160 | typedef Value ExprValue; |
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[1256] | 161 | typedef True LpSolverCol; |
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| 162 | Col() {} |
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| 163 | Col(const Invalid&) : id(-1) {} |
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| 164 | bool operator<(Col c) const {return id<c.id;} |
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| 165 | bool operator==(Col c) const {return id==c.id;} |
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| 166 | bool operator!=(Col c) const {return id==c.id;} |
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| 167 | }; |
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| 168 | |
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| 169 | ///Refer to a row of the LP. |
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| 170 | |
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| 171 | ///This type is used to refer to a row of the LP. |
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| 172 | /// |
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| 173 | ///Its value remains valid and correct even after the addition or erase of |
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[1273] | 174 | ///other rows. |
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[1256] | 175 | /// |
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| 176 | ///\todo Document what can one do with a Row (INVALID, comparing, |
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| 177 | ///it is similar to Node/Edge) |
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| 178 | class Row { |
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| 179 | protected: |
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| 180 | int id; |
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| 181 | friend class LpSolverBase; |
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| 182 | public: |
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[1259] | 183 | typedef Value ExprValue; |
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[1256] | 184 | typedef True LpSolverRow; |
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| 185 | Row() {} |
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| 186 | Row(const Invalid&) : id(-1) {} |
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| 187 | typedef True LpSolverRow; |
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| 188 | bool operator<(Row c) const {return id<c.id;} |
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| 189 | bool operator==(Row c) const {return id==c.id;} |
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| 190 | bool operator!=(Row c) const {return id==c.id;} |
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| 191 | }; |
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[1259] | 192 | |
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[1279] | 193 | ///Linear expression of variables and a constant component |
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| 194 | |
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| 195 | ///This data structure strores a linear expression of the variables |
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| 196 | ///(\ref Col "Col"s) and also has a constant component. |
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| 197 | /// |
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| 198 | ///There are several ways to access and modify the contents of this |
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| 199 | ///container. |
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| 200 | ///- Its it fully compatible with \c std::map<Col,double>, so for expamle |
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[1364] | 201 | ///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can |
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[1279] | 202 | ///read and modify the coefficients like |
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| 203 | ///these. |
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| 204 | ///\code |
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| 205 | ///e[v]=5; |
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| 206 | ///e[v]+=12; |
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| 207 | ///e.erase(v); |
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| 208 | ///\endcode |
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| 209 | ///or you can also iterate through its elements. |
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| 210 | ///\code |
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| 211 | ///double s=0; |
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| 212 | ///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i) |
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| 213 | /// s+=i->second; |
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| 214 | ///\endcode |
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| 215 | ///(This code computes the sum of all coefficients). |
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| 216 | ///- Numbers (<tt>double</tt>'s) |
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| 217 | ///and variables (\ref Col "Col"s) directly convert to an |
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| 218 | ///\ref Expr and the usual linear operations are defined so |
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| 219 | ///\code |
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| 220 | ///v+w |
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| 221 | ///2*v-3.12*(v-w/2)+2 |
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| 222 | ///v*2.1+(3*v+(v*12+w+6)*3)/2 |
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| 223 | ///\endcode |
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[1328] | 224 | ///are valid \ref Expr "Expr"essions. |
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| 225 | ///The usual assignment operations are also defined. |
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[1279] | 226 | ///\code |
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| 227 | ///e=v+w; |
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| 228 | ///e+=2*v-3.12*(v-w/2)+2; |
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| 229 | ///e*=3.4; |
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| 230 | ///e/=5; |
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| 231 | ///\endcode |
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| 232 | ///- The constant member can be set and read by \ref constComp() |
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| 233 | ///\code |
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| 234 | ///e.constComp()=12; |
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| 235 | ///double c=e.constComp(); |
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| 236 | ///\endcode |
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| 237 | /// |
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[1328] | 238 | ///\note \ref clear() not only sets all coefficients to 0 but also |
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[1279] | 239 | ///clears the constant components. |
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[1328] | 240 | /// |
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| 241 | ///\sa Constr |
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| 242 | /// |
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[1273] | 243 | class Expr : public std::map<Col,Value> |
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[1272] | 244 | { |
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| 245 | public: |
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[1273] | 246 | typedef LpSolverBase::Col Key; |
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| 247 | typedef LpSolverBase::Value Value; |
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[1272] | 248 | |
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| 249 | protected: |
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[1273] | 250 | typedef std::map<Col,Value> Base; |
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[1272] | 251 | |
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[1273] | 252 | Value const_comp; |
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[1272] | 253 | public: |
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| 254 | typedef True IsLinExpression; |
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| 255 | ///\e |
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| 256 | Expr() : Base(), const_comp(0) { } |
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| 257 | ///\e |
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[1273] | 258 | Expr(const Key &v) : const_comp(0) { |
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[1272] | 259 | Base::insert(std::make_pair(v, 1)); |
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| 260 | } |
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| 261 | ///\e |
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[1273] | 262 | Expr(const Value &v) : const_comp(v) {} |
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[1272] | 263 | ///\e |
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[1273] | 264 | void set(const Key &v,const Value &c) { |
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[1272] | 265 | Base::insert(std::make_pair(v, c)); |
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| 266 | } |
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| 267 | ///\e |
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[1273] | 268 | Value &constComp() { return const_comp; } |
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[1272] | 269 | ///\e |
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[1273] | 270 | const Value &constComp() const { return const_comp; } |
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[1272] | 271 | |
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| 272 | ///Removes the components with zero coefficient. |
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| 273 | void simplify() { |
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| 274 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
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| 275 | Base::iterator j=i; |
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| 276 | ++j; |
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| 277 | if ((*i).second==0) Base::erase(i); |
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| 278 | j=i; |
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| 279 | } |
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| 280 | } |
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[1273] | 281 | |
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| 282 | ///Sets all coefficients and the constant component to 0. |
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| 283 | void clear() { |
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| 284 | Base::clear(); |
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| 285 | const_comp=0; |
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| 286 | } |
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| 287 | |
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[1272] | 288 | ///\e |
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| 289 | Expr &operator+=(const Expr &e) { |
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| 290 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
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| 291 | (*this)[j->first]+=j->second; |
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| 292 | ///\todo it might be speeded up using "hints" |
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| 293 | const_comp+=e.const_comp; |
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| 294 | return *this; |
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| 295 | } |
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| 296 | ///\e |
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| 297 | Expr &operator-=(const Expr &e) { |
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| 298 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
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| 299 | (*this)[j->first]-=j->second; |
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| 300 | const_comp-=e.const_comp; |
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| 301 | return *this; |
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| 302 | } |
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| 303 | ///\e |
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[1273] | 304 | Expr &operator*=(const Value &c) { |
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[1272] | 305 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
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| 306 | j->second*=c; |
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| 307 | const_comp*=c; |
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| 308 | return *this; |
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| 309 | } |
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| 310 | ///\e |
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[1273] | 311 | Expr &operator/=(const Value &c) { |
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[1272] | 312 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
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| 313 | j->second/=c; |
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| 314 | const_comp/=c; |
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| 315 | return *this; |
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| 316 | } |
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| 317 | }; |
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| 318 | |
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[1264] | 319 | ///Linear constraint |
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[1328] | 320 | |
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[1364] | 321 | ///This data stucture represents a linear constraint in the LP. |
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| 322 | ///Basically it is a linear expression with a lower or an upper bound |
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| 323 | ///(or both). These parts of the constraint can be obtained by the member |
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| 324 | ///functions \ref expr(), \ref lowerBound() and \ref upperBound(), |
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| 325 | ///respectively. |
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| 326 | ///There are two ways to construct a constraint. |
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| 327 | ///- You can set the linear expression and the bounds directly |
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| 328 | /// by the functions above. |
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| 329 | ///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt> |
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| 330 | /// are defined between expressions, or even between constraints whenever |
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| 331 | /// it makes sense. Therefore if \c e and \c f are linear expressions and |
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| 332 | /// \c s and \c t are numbers, then the followings are valid expressions |
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| 333 | /// and thus they can be used directly e.g. in \ref addRow() whenever |
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| 334 | /// it makes sense. |
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| 335 | /// \code |
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| 336 | /// e<=s |
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| 337 | /// e<=f |
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| 338 | /// s<=e<=t |
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| 339 | /// e>=t |
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| 340 | /// \endcode |
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| 341 | ///\warning The validity of a constraint is checked only at run time, so |
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| 342 | ///e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will compile, but will throw a |
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| 343 | ///\ref LogicError exception. |
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[1272] | 344 | class Constr |
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| 345 | { |
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| 346 | public: |
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| 347 | typedef LpSolverBase::Expr Expr; |
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[1273] | 348 | typedef Expr::Key Key; |
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| 349 | typedef Expr::Value Value; |
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[1272] | 350 | |
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[1364] | 351 | // static const Value INF; |
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| 352 | // static const Value NaN; |
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| 353 | |
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[1273] | 354 | protected: |
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| 355 | Expr _expr; |
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| 356 | Value _lb,_ub; |
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| 357 | public: |
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| 358 | ///\e |
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| 359 | Constr() : _expr(), _lb(NaN), _ub(NaN) {} |
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| 360 | ///\e |
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| 361 | Constr(Value lb,const Expr &e,Value ub) : |
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| 362 | _expr(e), _lb(lb), _ub(ub) {} |
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| 363 | ///\e |
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| 364 | Constr(const Expr &e,Value ub) : |
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| 365 | _expr(e), _lb(NaN), _ub(ub) {} |
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| 366 | ///\e |
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| 367 | Constr(Value lb,const Expr &e) : |
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| 368 | _expr(e), _lb(lb), _ub(NaN) {} |
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| 369 | ///\e |
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[1272] | 370 | Constr(const Expr &e) : |
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[1273] | 371 | _expr(e), _lb(NaN), _ub(NaN) {} |
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| 372 | ///\e |
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| 373 | void clear() |
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| 374 | { |
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| 375 | _expr.clear(); |
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| 376 | _lb=_ub=NaN; |
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| 377 | } |
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[1364] | 378 | |
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| 379 | ///Reference to the linear expression |
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[1273] | 380 | Expr &expr() { return _expr; } |
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[1364] | 381 | ///Cont reference to the linear expression |
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[1273] | 382 | const Expr &expr() const { return _expr; } |
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[1364] | 383 | ///Reference to the lower bound. |
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| 384 | |
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| 385 | ///\return |
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| 386 | ///- -\ref INF: the constraint is lower unbounded. |
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| 387 | ///- -\ref NaN: lower bound has not been set. |
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| 388 | ///- finite number: the lower bound |
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[1273] | 389 | Value &lowerBound() { return _lb; } |
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[1364] | 390 | ///The const version of \ref lowerBound() |
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[1273] | 391 | const Value &lowerBound() const { return _lb; } |
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[1364] | 392 | ///Reference to the upper bound. |
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| 393 | |
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| 394 | ///\return |
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| 395 | ///- -\ref INF: the constraint is upper unbounded. |
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| 396 | ///- -\ref NaN: upper bound has not been set. |
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| 397 | ///- finite number: the upper bound |
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[1273] | 398 | Value &upperBound() { return _ub; } |
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[1364] | 399 | ///The const version of \ref upperBound() |
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[1273] | 400 | const Value &upperBound() const { return _ub; } |
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[1364] | 401 | ///Is the constraint lower bounded? |
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[1295] | 402 | bool lowerBounded() const { |
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| 403 | using namespace std; |
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| 404 | return isfinite(_lb); |
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| 405 | } |
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[1364] | 406 | ///Is the constraint upper bounded? |
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[1295] | 407 | bool upperBounded() const { |
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| 408 | using namespace std; |
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| 409 | return isfinite(_ub); |
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| 410 | } |
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[1272] | 411 | }; |
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| 412 | |
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[1253] | 413 | |
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| 414 | protected: |
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| 415 | _FixId rows; |
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| 416 | _FixId cols; |
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[1246] | 417 | |
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[1323] | 418 | //Abstract virtual functions |
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[1364] | 419 | virtual LpSolverBase &_newLp() = 0; |
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| 420 | virtual LpSolverBase &_copyLp() = 0; |
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| 421 | |
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[1246] | 422 | virtual int _addCol() = 0; |
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| 423 | virtual int _addRow() = 0; |
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| 424 | virtual void _setRowCoeffs(int i, |
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[1251] | 425 | int length, |
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[1247] | 426 | int const * indices, |
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| 427 | Value const * values ) = 0; |
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[1246] | 428 | virtual void _setColCoeffs(int i, |
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[1251] | 429 | int length, |
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[1247] | 430 | int const * indices, |
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| 431 | Value const * values ) = 0; |
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[1294] | 432 | virtual void _setColLowerBound(int i, Value value) = 0; |
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| 433 | virtual void _setColUpperBound(int i, Value value) = 0; |
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| 434 | virtual void _setRowLowerBound(int i, Value value) = 0; |
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| 435 | virtual void _setRowUpperBound(int i, Value value) = 0; |
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| 436 | virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
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[1303] | 437 | virtual SolveExitStatus _solve() = 0; |
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[1294] | 438 | virtual Value _getPrimal(int i) = 0; |
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[1312] | 439 | virtual Value _getPrimalValue() = 0; |
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| 440 | virtual SolutionStatus _getPrimalStatus() = 0; |
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| 441 | virtual void _setMax() = 0; |
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| 442 | virtual void _setMin() = 0; |
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| 443 | |
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[1323] | 444 | //Own protected stuff |
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| 445 | |
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| 446 | //Constant component of the objective function |
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| 447 | Value obj_const_comp; |
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| 448 | |
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| 449 | ///\e |
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| 450 | |
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| 451 | ///\bug Unimplemented |
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[1253] | 452 | void clearObj() {} |
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[1323] | 453 | |
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[1253] | 454 | public: |
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| 455 | |
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[1323] | 456 | ///\e |
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| 457 | LpSolverBase() : obj_const_comp(0) {} |
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[1253] | 458 | |
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| 459 | ///\e |
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| 460 | virtual ~LpSolverBase() {} |
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| 461 | |
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[1364] | 462 | ///Creates a new LP problem |
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| 463 | LpSolverBase &newLp() {return _newLp();} |
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| 464 | ///Make a copy of the LP problem |
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| 465 | LpSolverBase ©Lp() {return _copyLp();} |
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| 466 | |
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[1294] | 467 | ///\name Build up and modify of the LP |
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[1263] | 468 | |
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| 469 | ///@{ |
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| 470 | |
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[1253] | 471 | ///Add a new empty column (i.e a new variable) to the LP |
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| 472 | Col addCol() { Col c; c.id=cols.insert(_addCol()); return c;} |
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[1263] | 473 | |
---|
[1294] | 474 | ///\brief Adds several new columns |
---|
| 475 | ///(i.e a variables) at once |
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[1256] | 476 | /// |
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[1273] | 477 | ///This magic function takes a container as its argument |
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[1256] | 478 | ///and fills its elements |
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| 479 | ///with new columns (i.e. variables) |
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[1273] | 480 | ///\param t can be |
---|
| 481 | ///- a standard STL compatible iterable container with |
---|
| 482 | ///\ref Col as its \c values_type |
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| 483 | ///like |
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| 484 | ///\code |
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| 485 | ///std::vector<LpSolverBase::Col> |
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| 486 | ///std::list<LpSolverBase::Col> |
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| 487 | ///\endcode |
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| 488 | ///- a standard STL compatible iterable container with |
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| 489 | ///\ref Col as its \c mapped_type |
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| 490 | ///like |
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| 491 | ///\code |
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[1364] | 492 | ///std::map<AnyType,LpSolverBase::Col> |
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[1273] | 493 | ///\endcode |
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| 494 | ///- an iterable lemon \ref concept::WriteMap "write map" like |
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| 495 | ///\code |
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| 496 | ///ListGraph::NodeMap<LpSolverBase::Col> |
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| 497 | ///ListGraph::EdgeMap<LpSolverBase::Col> |
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| 498 | ///\endcode |
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[1256] | 499 | ///\return The number of the created column. |
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| 500 | #ifdef DOXYGEN |
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| 501 | template<class T> |
---|
| 502 | int addColSet(T &t) { return 0;} |
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| 503 | #else |
---|
| 504 | template<class T> |
---|
| 505 | typename enable_if<typename T::value_type::LpSolverCol,int>::type |
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| 506 | addColSet(T &t,dummy<0> = 0) { |
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| 507 | int s=0; |
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| 508 | for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} |
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| 509 | return s; |
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| 510 | } |
---|
| 511 | template<class T> |
---|
| 512 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
---|
| 513 | int>::type |
---|
| 514 | addColSet(T &t,dummy<1> = 1) { |
---|
| 515 | int s=0; |
---|
| 516 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
| 517 | i->second=addCol(); |
---|
| 518 | s++; |
---|
| 519 | } |
---|
| 520 | return s; |
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| 521 | } |
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[1272] | 522 | template<class T> |
---|
| 523 | typename enable_if<typename T::ValueSet::value_type::LpSolverCol, |
---|
| 524 | int>::type |
---|
| 525 | addColSet(T &t,dummy<2> = 2) { |
---|
| 526 | ///\bug <tt>return addColSet(t.valueSet());</tt> should also work. |
---|
| 527 | int s=0; |
---|
| 528 | for(typename T::ValueSet::iterator i=t.valueSet().begin(); |
---|
| 529 | i!=t.valueSet().end(); |
---|
| 530 | ++i) |
---|
| 531 | { |
---|
| 532 | *i=addCol(); |
---|
| 533 | s++; |
---|
| 534 | } |
---|
| 535 | return s; |
---|
| 536 | } |
---|
[1256] | 537 | #endif |
---|
[1263] | 538 | |
---|
[1253] | 539 | ///Add a new empty row (i.e a new constaint) to the LP |
---|
[1258] | 540 | |
---|
| 541 | ///This function adds a new empty row (i.e a new constaint) to the LP. |
---|
| 542 | ///\return The created row |
---|
[1253] | 543 | Row addRow() { Row r; r.id=rows.insert(_addRow()); return r;} |
---|
| 544 | |
---|
[1258] | 545 | ///Set a row (i.e a constaint) of the LP |
---|
[1253] | 546 | |
---|
[1258] | 547 | ///\param r is the row to be modified |
---|
[1259] | 548 | ///\param l is lower bound (-\ref INF means no bound) |
---|
[1258] | 549 | ///\param e is a linear expression (see \ref Expr) |
---|
[1259] | 550 | ///\param u is the upper bound (\ref INF means no bound) |
---|
[1253] | 551 | ///\bug This is a temportary function. The interface will change to |
---|
| 552 | ///a better one. |
---|
[1328] | 553 | ///\todo Option to control whether a constraint with a single variable is |
---|
| 554 | ///added or not. |
---|
[1258] | 555 | void setRow(Row r, Value l,const Expr &e, Value u) { |
---|
[1253] | 556 | std::vector<int> indices; |
---|
| 557 | std::vector<Value> values; |
---|
| 558 | indices.push_back(0); |
---|
| 559 | values.push_back(0); |
---|
[1258] | 560 | for(Expr::const_iterator i=e.begin(); i!=e.end(); ++i) |
---|
[1256] | 561 | if((*i).second!=0) { ///\bug EPSILON would be necessary here!!! |
---|
| 562 | indices.push_back(cols.floatingId((*i).first.id)); |
---|
| 563 | values.push_back((*i).second); |
---|
| 564 | } |
---|
[1253] | 565 | _setRowCoeffs(rows.floatingId(r.id),indices.size()-1, |
---|
| 566 | &indices[0],&values[0]); |
---|
[1256] | 567 | _setRowLowerBound(rows.floatingId(r.id),l-e.constComp()); |
---|
| 568 | _setRowUpperBound(rows.floatingId(r.id),u-e.constComp()); |
---|
[1258] | 569 | } |
---|
| 570 | |
---|
[1264] | 571 | ///Set a row (i.e a constaint) of the LP |
---|
| 572 | |
---|
| 573 | ///\param r is the row to be modified |
---|
| 574 | ///\param c is a linear expression (see \ref Constr) |
---|
| 575 | void setRow(Row r, const Constr &c) { |
---|
[1273] | 576 | setRow(r, |
---|
[1275] | 577 | c.lowerBounded()?c.lowerBound():-INF, |
---|
[1273] | 578 | c.expr(), |
---|
[1275] | 579 | c.upperBounded()?c.upperBound():INF); |
---|
[1264] | 580 | } |
---|
| 581 | |
---|
[1258] | 582 | ///Add a new row (i.e a new constaint) to the LP |
---|
| 583 | |
---|
[1259] | 584 | ///\param l is the lower bound (-\ref INF means no bound) |
---|
[1258] | 585 | ///\param e is a linear expression (see \ref Expr) |
---|
[1259] | 586 | ///\param u is the upper bound (\ref INF means no bound) |
---|
[1258] | 587 | ///\return The created row. |
---|
| 588 | ///\bug This is a temportary function. The interface will change to |
---|
| 589 | ///a better one. |
---|
| 590 | Row addRow(Value l,const Expr &e, Value u) { |
---|
| 591 | Row r=addRow(); |
---|
| 592 | setRow(r,l,e,u); |
---|
[1253] | 593 | return r; |
---|
| 594 | } |
---|
| 595 | |
---|
[1264] | 596 | ///Add a new row (i.e a new constaint) to the LP |
---|
| 597 | |
---|
| 598 | ///\param c is a linear expression (see \ref Constr) |
---|
| 599 | ///\return The created row. |
---|
| 600 | Row addRow(const Constr &c) { |
---|
| 601 | Row r=addRow(); |
---|
| 602 | setRow(r,c); |
---|
| 603 | return r; |
---|
| 604 | } |
---|
| 605 | |
---|
[1253] | 606 | /// Set the lower bound of a column (i.e a variable) |
---|
| 607 | |
---|
[1293] | 608 | /// The upper bound of a variable (column) has to be given by an |
---|
[1253] | 609 | /// extended number of type Value, i.e. a finite number of type |
---|
[1259] | 610 | /// Value or -\ref INF. |
---|
[1293] | 611 | void colLowerBound(Col c, Value value) { |
---|
[1253] | 612 | _setColLowerBound(cols.floatingId(c.id),value); |
---|
| 613 | } |
---|
| 614 | /// Set the upper bound of a column (i.e a variable) |
---|
| 615 | |
---|
[1293] | 616 | /// The upper bound of a variable (column) has to be given by an |
---|
[1253] | 617 | /// extended number of type Value, i.e. a finite number of type |
---|
[1259] | 618 | /// Value or \ref INF. |
---|
[1293] | 619 | void colUpperBound(Col c, Value value) { |
---|
[1253] | 620 | _setColUpperBound(cols.floatingId(c.id),value); |
---|
| 621 | }; |
---|
[1293] | 622 | /// Set the lower and the upper bounds of a column (i.e a variable) |
---|
| 623 | |
---|
| 624 | /// The lower and the upper bounds of |
---|
| 625 | /// a variable (column) have to be given by an |
---|
| 626 | /// extended number of type Value, i.e. a finite number of type |
---|
| 627 | /// Value, -\ref INF or \ref INF. |
---|
| 628 | void colBounds(Col c, Value lower, Value upper) { |
---|
| 629 | _setColLowerBound(cols.floatingId(c.id),lower); |
---|
| 630 | _setColUpperBound(cols.floatingId(c.id),upper); |
---|
| 631 | } |
---|
| 632 | |
---|
[1253] | 633 | /// Set the lower bound of a row (i.e a constraint) |
---|
| 634 | |
---|
[1293] | 635 | /// The lower bound of a linear expression (row) has to be given by an |
---|
[1253] | 636 | /// extended number of type Value, i.e. a finite number of type |
---|
[1259] | 637 | /// Value or -\ref INF. |
---|
[1293] | 638 | void rowLowerBound(Row r, Value value) { |
---|
[1253] | 639 | _setRowLowerBound(rows.floatingId(r.id),value); |
---|
| 640 | }; |
---|
| 641 | /// Set the upper bound of a row (i.e a constraint) |
---|
| 642 | |
---|
[1293] | 643 | /// The upper bound of a linear expression (row) has to be given by an |
---|
[1253] | 644 | /// extended number of type Value, i.e. a finite number of type |
---|
[1259] | 645 | /// Value or \ref INF. |
---|
[1293] | 646 | void rowUpperBound(Row r, Value value) { |
---|
[1253] | 647 | _setRowUpperBound(rows.floatingId(r.id),value); |
---|
| 648 | }; |
---|
[1293] | 649 | /// Set the lower and the upper bounds of a row (i.e a variable) |
---|
| 650 | |
---|
| 651 | /// The lower and the upper bounds of |
---|
| 652 | /// a constraint (row) have to be given by an |
---|
| 653 | /// extended number of type Value, i.e. a finite number of type |
---|
| 654 | /// Value, -\ref INF or \ref INF. |
---|
| 655 | void rowBounds(Row c, Value lower, Value upper) { |
---|
| 656 | _setRowLowerBound(rows.floatingId(c.id),lower); |
---|
| 657 | _setRowUpperBound(rows.floatingId(c.id),upper); |
---|
| 658 | } |
---|
| 659 | |
---|
[1253] | 660 | ///Set an element of the objective function |
---|
[1293] | 661 | void objCoeff(Col c, Value v) {_setObjCoeff(cols.floatingId(c.id),v); }; |
---|
[1253] | 662 | ///Set the objective function |
---|
| 663 | |
---|
| 664 | ///\param e is a linear expression of type \ref Expr. |
---|
[1323] | 665 | ///\bug The previous objective function is not cleared! |
---|
[1253] | 666 | void setObj(Expr e) { |
---|
| 667 | clearObj(); |
---|
| 668 | for (Expr::iterator i=e.begin(); i!=e.end(); ++i) |
---|
[1293] | 669 | objCoeff((*i).first,(*i).second); |
---|
[1323] | 670 | obj_const_comp=e.constComp(); |
---|
[1253] | 671 | } |
---|
[1263] | 672 | |
---|
[1312] | 673 | ///Maximize |
---|
| 674 | void max() { _setMax(); } |
---|
| 675 | ///Minimize |
---|
| 676 | void min() { _setMin(); } |
---|
| 677 | |
---|
| 678 | |
---|
[1263] | 679 | ///@} |
---|
| 680 | |
---|
| 681 | |
---|
[1294] | 682 | ///\name Solve the LP |
---|
[1263] | 683 | |
---|
| 684 | ///@{ |
---|
| 685 | |
---|
| 686 | ///\e |
---|
[1303] | 687 | SolveExitStatus solve() { return _solve(); } |
---|
[1263] | 688 | |
---|
| 689 | ///@} |
---|
| 690 | |
---|
[1294] | 691 | ///\name Obtain the solution |
---|
[1263] | 692 | |
---|
| 693 | ///@{ |
---|
| 694 | |
---|
| 695 | ///\e |
---|
[1312] | 696 | SolutionStatus primalStatus() { |
---|
| 697 | return _getPrimalStatus(); |
---|
[1294] | 698 | } |
---|
| 699 | |
---|
| 700 | ///\e |
---|
[1293] | 701 | Value primal(Col c) { return _getPrimal(cols.floatingId(c.id)); } |
---|
[1263] | 702 | |
---|
[1312] | 703 | ///\e |
---|
| 704 | |
---|
| 705 | ///\return |
---|
| 706 | ///- \ref INF or -\ref INF means either infeasibility or unboundedness |
---|
| 707 | /// of the primal problem, depending on whether we minimize or maximize. |
---|
[1364] | 708 | ///- \ref NaN if no primal solution is found. |
---|
[1312] | 709 | ///- The (finite) objective value if an optimal solution is found. |
---|
[1323] | 710 | Value primalValue() { return _getPrimalValue()+obj_const_comp;} |
---|
[1263] | 711 | ///@} |
---|
[1253] | 712 | |
---|
[1248] | 713 | }; |
---|
[1246] | 714 | |
---|
[1272] | 715 | ///\e |
---|
| 716 | |
---|
| 717 | ///\relates LpSolverBase::Expr |
---|
| 718 | /// |
---|
| 719 | inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a, |
---|
| 720 | const LpSolverBase::Expr &b) |
---|
| 721 | { |
---|
| 722 | LpSolverBase::Expr tmp(a); |
---|
[1364] | 723 | tmp+=b; ///\todo Doesn't STL have some special 'merge' algorithm? |
---|
[1272] | 724 | return tmp; |
---|
| 725 | } |
---|
| 726 | ///\e |
---|
| 727 | |
---|
| 728 | ///\relates LpSolverBase::Expr |
---|
| 729 | /// |
---|
| 730 | inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a, |
---|
| 731 | const LpSolverBase::Expr &b) |
---|
| 732 | { |
---|
| 733 | LpSolverBase::Expr tmp(a); |
---|
[1364] | 734 | tmp-=b; ///\todo Doesn't STL have some special 'merge' algorithm? |
---|
[1272] | 735 | return tmp; |
---|
| 736 | } |
---|
| 737 | ///\e |
---|
| 738 | |
---|
| 739 | ///\relates LpSolverBase::Expr |
---|
| 740 | /// |
---|
| 741 | inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a, |
---|
[1273] | 742 | const LpSolverBase::Value &b) |
---|
[1272] | 743 | { |
---|
| 744 | LpSolverBase::Expr tmp(a); |
---|
[1364] | 745 | tmp*=b; ///\todo Doesn't STL have some special 'merge' algorithm? |
---|
[1272] | 746 | return tmp; |
---|
| 747 | } |
---|
| 748 | |
---|
| 749 | ///\e |
---|
| 750 | |
---|
| 751 | ///\relates LpSolverBase::Expr |
---|
| 752 | /// |
---|
[1273] | 753 | inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a, |
---|
[1272] | 754 | const LpSolverBase::Expr &b) |
---|
| 755 | { |
---|
| 756 | LpSolverBase::Expr tmp(b); |
---|
[1364] | 757 | tmp*=a; ///\todo Doesn't STL have some special 'merge' algorithm? |
---|
[1272] | 758 | return tmp; |
---|
| 759 | } |
---|
| 760 | ///\e |
---|
| 761 | |
---|
| 762 | ///\relates LpSolverBase::Expr |
---|
| 763 | /// |
---|
| 764 | inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a, |
---|
[1273] | 765 | const LpSolverBase::Value &b) |
---|
[1272] | 766 | { |
---|
| 767 | LpSolverBase::Expr tmp(a); |
---|
[1364] | 768 | tmp/=b; ///\todo Doesn't STL have some special 'merge' algorithm? |
---|
[1272] | 769 | return tmp; |
---|
| 770 | } |
---|
| 771 | |
---|
| 772 | ///\e |
---|
| 773 | |
---|
| 774 | ///\relates LpSolverBase::Constr |
---|
| 775 | /// |
---|
| 776 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
---|
| 777 | const LpSolverBase::Expr &f) |
---|
| 778 | { |
---|
| 779 | return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0); |
---|
| 780 | } |
---|
| 781 | |
---|
| 782 | ///\e |
---|
| 783 | |
---|
| 784 | ///\relates LpSolverBase::Constr |
---|
| 785 | /// |
---|
[1273] | 786 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e, |
---|
[1272] | 787 | const LpSolverBase::Expr &f) |
---|
| 788 | { |
---|
| 789 | return LpSolverBase::Constr(e,f); |
---|
| 790 | } |
---|
| 791 | |
---|
| 792 | ///\e |
---|
| 793 | |
---|
| 794 | ///\relates LpSolverBase::Constr |
---|
| 795 | /// |
---|
| 796 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
---|
[1273] | 797 | const LpSolverBase::Value &f) |
---|
[1272] | 798 | { |
---|
| 799 | return LpSolverBase::Constr(e,f); |
---|
| 800 | } |
---|
| 801 | |
---|
| 802 | ///\e |
---|
| 803 | |
---|
| 804 | ///\relates LpSolverBase::Constr |
---|
| 805 | /// |
---|
| 806 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
---|
| 807 | const LpSolverBase::Expr &f) |
---|
| 808 | { |
---|
| 809 | return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0); |
---|
| 810 | } |
---|
| 811 | |
---|
| 812 | |
---|
| 813 | ///\e |
---|
| 814 | |
---|
| 815 | ///\relates LpSolverBase::Constr |
---|
| 816 | /// |
---|
[1273] | 817 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e, |
---|
[1272] | 818 | const LpSolverBase::Expr &f) |
---|
| 819 | { |
---|
| 820 | return LpSolverBase::Constr(f,e); |
---|
| 821 | } |
---|
| 822 | |
---|
| 823 | |
---|
| 824 | ///\e |
---|
| 825 | |
---|
| 826 | ///\relates LpSolverBase::Constr |
---|
| 827 | /// |
---|
| 828 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
---|
[1273] | 829 | const LpSolverBase::Value &f) |
---|
[1272] | 830 | { |
---|
| 831 | return LpSolverBase::Constr(f,e); |
---|
| 832 | } |
---|
| 833 | |
---|
| 834 | ///\e |
---|
| 835 | |
---|
| 836 | ///\relates LpSolverBase::Constr |
---|
| 837 | /// |
---|
| 838 | inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, |
---|
| 839 | const LpSolverBase::Expr &f) |
---|
| 840 | { |
---|
| 841 | return LpSolverBase::Constr(0,e-f,0); |
---|
| 842 | } |
---|
| 843 | |
---|
| 844 | ///\e |
---|
| 845 | |
---|
| 846 | ///\relates LpSolverBase::Constr |
---|
| 847 | /// |
---|
[1273] | 848 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n, |
---|
[1272] | 849 | const LpSolverBase::Constr&c) |
---|
| 850 | { |
---|
| 851 | LpSolverBase::Constr tmp(c); |
---|
[1273] | 852 | ///\todo Create an own exception type. |
---|
| 853 | if(!isnan(tmp.lowerBound())) throw LogicError(); |
---|
| 854 | else tmp.lowerBound()=n; |
---|
[1272] | 855 | return tmp; |
---|
| 856 | } |
---|
| 857 | ///\e |
---|
| 858 | |
---|
| 859 | ///\relates LpSolverBase::Constr |
---|
| 860 | /// |
---|
| 861 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c, |
---|
[1273] | 862 | const LpSolverBase::Value &n) |
---|
[1272] | 863 | { |
---|
| 864 | LpSolverBase::Constr tmp(c); |
---|
[1273] | 865 | ///\todo Create an own exception type. |
---|
| 866 | if(!isnan(tmp.upperBound())) throw LogicError(); |
---|
| 867 | else tmp.upperBound()=n; |
---|
[1272] | 868 | return tmp; |
---|
| 869 | } |
---|
| 870 | |
---|
| 871 | ///\e |
---|
| 872 | |
---|
| 873 | ///\relates LpSolverBase::Constr |
---|
| 874 | /// |
---|
[1273] | 875 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n, |
---|
[1272] | 876 | const LpSolverBase::Constr&c) |
---|
| 877 | { |
---|
| 878 | LpSolverBase::Constr tmp(c); |
---|
[1273] | 879 | ///\todo Create an own exception type. |
---|
| 880 | if(!isnan(tmp.upperBound())) throw LogicError(); |
---|
| 881 | else tmp.upperBound()=n; |
---|
[1272] | 882 | return tmp; |
---|
| 883 | } |
---|
| 884 | ///\e |
---|
| 885 | |
---|
| 886 | ///\relates LpSolverBase::Constr |
---|
| 887 | /// |
---|
| 888 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c, |
---|
[1273] | 889 | const LpSolverBase::Value &n) |
---|
[1272] | 890 | { |
---|
| 891 | LpSolverBase::Constr tmp(c); |
---|
[1273] | 892 | ///\todo Create an own exception type. |
---|
| 893 | if(!isnan(tmp.lowerBound())) throw LogicError(); |
---|
| 894 | else tmp.lowerBound()=n; |
---|
[1272] | 895 | return tmp; |
---|
| 896 | } |
---|
| 897 | |
---|
| 898 | |
---|
[1246] | 899 | } //namespace lemon |
---|
| 900 | |
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| 901 | #endif //LEMON_LP_BASE_H |
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