/* -*- C++ -*- * src/lemon/lp_base.h - Part of LEMON, a generic C++ optimization library * * Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport * (Egervary Combinatorial Optimization Research Group, 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. * */ #ifndef LEMON_LP_BASE_H #define LEMON_LP_BASE_H #include #include #include #include #include #include #include //#include"lin_expr.h" ///\file ///\brief The interface of the LP solver interface. namespace lemon { ///Internal data structure to convert floating id's to fix one's ///\todo This might by implemented to be usable in other places. class _FixId { std::vector index; std::vector cross; int first_free; public: _FixId() : first_free(-1) {}; ///Convert a floating id to a fix one ///\param n is a floating id ///\return the corresponding fix id int fixId(int n) {return cross[n];} ///Convert a fix id to a floating one ///\param n is a fix id ///\return the corresponding floating id int floatingId(int n) { return index[n];} ///Add a new floating id. ///\param n is a floating id ///\return the fix id of the new value ///\todo Multiple additions should also be handled. int insert(int n) { if(n>=int(cross.size())) { cross.resize(n+1); if(first_free==-1) { cross[n]=index.size(); index.push_back(n); } else { cross[n]=first_free; int next=index[first_free]; index[first_free]=n; first_free=next; } return cross[n]; } ///\todo Create an own exception type. else throw LogicError(); //floatingId-s must form a continuous range; } ///Remove a fix id. ///\param n is a fix id /// void erase(int n) { int fl=index[n]; index[n]=first_free; first_free=n; for(int i=fl+1;i Expr; class Expr : public std::map { public: typedef LpSolverBase::Col Key; typedef LpSolverBase::Value Value; protected: typedef std::map Base; Value const_comp; public: typedef True IsLinExpression; ///\e Expr() : Base(), const_comp(0) { } ///\e Expr(const Key &v) : const_comp(0) { Base::insert(std::make_pair(v, 1)); } ///\e Expr(const Value &v) : const_comp(v) {} ///\e void set(const Key &v,const Value &c) { Base::insert(std::make_pair(v, c)); } ///\e Value &constComp() { return const_comp; } ///\e const Value &constComp() const { return const_comp; } ///Removes the components with zero coefficient. void simplify() { for (Base::iterator i=Base::begin(); i!=Base::end();) { Base::iterator j=i; ++j; if ((*i).second==0) Base::erase(i); j=i; } } ///Sets all coefficients and the constant component to 0. void clear() { Base::clear(); const_comp=0; } ///\e Expr &operator+=(const Expr &e) { for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) (*this)[j->first]+=j->second; ///\todo it might be speeded up using "hints" const_comp+=e.const_comp; return *this; } ///\e Expr &operator-=(const Expr &e) { for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) (*this)[j->first]-=j->second; const_comp-=e.const_comp; return *this; } ///\e Expr &operator*=(const Value &c) { for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) j->second*=c; const_comp*=c; return *this; } ///\e Expr &operator/=(const Value &c) { for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) j->second/=c; const_comp/=c; return *this; } }; ///Linear constraint //typedef LinConstr Constr; class Constr { public: typedef LpSolverBase::Expr Expr; typedef Expr::Key Key; typedef Expr::Value Value; static const Value INF; static const Value NaN; // static const Value INF=0; // static const Value NaN=1; protected: Expr _expr; Value _lb,_ub; public: ///\e Constr() : _expr(), _lb(NaN), _ub(NaN) {} ///\e Constr(Value lb,const Expr &e,Value ub) : _expr(e), _lb(lb), _ub(ub) {} ///\e Constr(const Expr &e,Value ub) : _expr(e), _lb(NaN), _ub(ub) {} ///\e Constr(Value lb,const Expr &e) : _expr(e), _lb(lb), _ub(NaN) {} ///\e Constr(const Expr &e) : _expr(e), _lb(NaN), _ub(NaN) {} ///\e void clear() { _expr.clear(); _lb=_ub=NaN; } ///\e Expr &expr() { return _expr; } ///\e const Expr &expr() const { return _expr; } ///\e Value &lowerBound() { return _lb; } ///\e const Value &lowerBound() const { return _lb; } ///\e Value &upperBound() { return _ub; } ///\e const Value &upperBound() const { return _ub; } }; protected: _FixId rows; _FixId cols; /// \e virtual int _addCol() = 0; /// \e virtual int _addRow() = 0; /// \e /// \warning Arrays are indexed from 1 (datum at index 0 is ignored) /// virtual void _setRowCoeffs(int i, int length, int const * indices, Value const * values ) = 0; /// \e /// \warning Arrays are indexed from 1 (datum at index 0 is ignored) /// virtual void _setColCoeffs(int i, int length, int const * indices, Value const * values ) = 0; /// \e /// The lower bound of a variable (column) have to be given by an /// extended number of type Value, i.e. a finite number of type /// Value or -\ref INF. virtual void _setColLowerBound(int i, Value value) = 0; /// \e /// The upper bound of a variable (column) have to be given by an /// extended number of type Value, i.e. a finite number of type /// Value or \ref INF. virtual void _setColUpperBound(int i, Value value) = 0; /// \e /// The lower bound of a linear expression (row) have to be given by an /// extended number of type Value, i.e. a finite number of type /// Value or -\ref INF. virtual void _setRowLowerBound(int i, Value value) = 0; /// \e /// The upper bound of a linear expression (row) have to be given by an /// extended number of type Value, i.e. a finite number of type /// Value or \ref INF. virtual void _setRowUpperBound(int i, Value value) = 0; /// \e virtual void _setObjCoeff(int i, Value obj_coef) = 0; ///\e ///\bug Wrong interface /// virtual SolutionType _solve() = 0; ///\e ///\bug Wrong interface /// virtual Value _getSolution(int i) = 0; ///\e ///\bug unimplemented!!!! void clearObj() {} public: ///\e virtual ~LpSolverBase() {} ///\name Building up and modification of the LP ///@{ ///Add a new empty column (i.e a new variable) to the LP Col addCol() { Col c; c.id=cols.insert(_addCol()); return c;} ///\brief Fill the elements of a container with newly created columns ///(i.e a new variables) /// ///This magic function takes a container as its argument ///and fills its elements ///with new columns (i.e. variables) ///\param t can be ///- a standard STL compatible iterable container with ///\ref Col as its \c values_type ///like ///\code ///std::vector ///std::list ///\endcode ///- a standard STL compatible iterable container with ///\ref Col as its \c mapped_type ///like ///\code ///std::map ///\endcode ///- an iterable lemon \ref concept::WriteMap "write map" like ///\code ///ListGraph::NodeMap ///ListGraph::EdgeMap ///\endcode ///\return The number of the created column. ///\bug Iterable nodemap hasn't been implemented yet. #ifdef DOXYGEN template int addColSet(T &t) { return 0;} #else template typename enable_if::type addColSet(T &t,dummy<0> = 0) { int s=0; for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} return s; } template typename enable_if::type addColSet(T &t,dummy<1> = 1) { int s=0; for(typename T::iterator i=t.begin();i!=t.end();++i) { i->second=addCol(); s++; } return s; } template typename enable_if::type addColSet(T &t,dummy<2> = 2) { ///\bug return addColSet(t.valueSet()); should also work. int s=0; for(typename T::ValueSet::iterator i=t.valueSet().begin(); i!=t.valueSet().end(); ++i) { *i=addCol(); s++; } return s; } #endif ///Add a new empty row (i.e a new constaint) to the LP ///This function adds a new empty row (i.e a new constaint) to the LP. ///\return The created row Row addRow() { Row r; r.id=rows.insert(_addRow()); return r;} ///Set a row (i.e a constaint) of the LP ///\param r is the row to be modified ///\param l is lower bound (-\ref INF means no bound) ///\param e is a linear expression (see \ref Expr) ///\param u is the upper bound (\ref INF means no bound) ///\bug This is a temportary function. The interface will change to ///a better one. void setRow(Row r, Value l,const Expr &e, Value u) { std::vector indices; std::vector values; indices.push_back(0); values.push_back(0); for(Expr::const_iterator i=e.begin(); i!=e.end(); ++i) if((*i).second!=0) { ///\bug EPSILON would be necessary here!!! indices.push_back(cols.floatingId((*i).first.id)); values.push_back((*i).second); } _setRowCoeffs(rows.floatingId(r.id),indices.size()-1, &indices[0],&values[0]); _setRowLowerBound(rows.floatingId(r.id),l-e.constComp()); _setRowUpperBound(rows.floatingId(r.id),u-e.constComp()); } ///Set a row (i.e a constaint) of the LP ///\param r is the row to be modified ///\param c is a linear expression (see \ref Constr) void setRow(Row r, const Constr &c) { setRow(r, isnan(c.lowerBound())?-INF:c.lowerBound(), c.expr(), isnan(c.upperBound())?INF:c.upperBound()); } ///Add a new row (i.e a new constaint) to the LP ///\param l is the lower bound (-\ref INF means no bound) ///\param e is a linear expression (see \ref Expr) ///\param u is the upper bound (\ref INF means no bound) ///\return The created row. ///\bug This is a temportary function. The interface will change to ///a better one. Row addRow(Value l,const Expr &e, Value u) { Row r=addRow(); setRow(r,l,e,u); return r; } ///Add a new row (i.e a new constaint) to the LP ///\param c is a linear expression (see \ref Constr) ///\return The created row. Row addRow(const Constr &c) { Row r=addRow(); setRow(r,c); return r; } /// Set the lower bound of a column (i.e a variable) /// The upper bound of a variable (column) have to be given by an /// extended number of type Value, i.e. a finite number of type /// Value or -\ref INF. virtual void setColLowerBound(Col c, Value value) { _setColLowerBound(cols.floatingId(c.id),value); } /// Set the upper bound of a column (i.e a variable) /// The upper bound of a variable (column) have to be given by an /// extended number of type Value, i.e. a finite number of type /// Value or \ref INF. virtual void setColUpperBound(Col c, Value value) { _setColUpperBound(cols.floatingId(c.id),value); }; /// Set the lower bound of a row (i.e a constraint) /// The lower bound of a linear expression (row) have to be given by an /// extended number of type Value, i.e. a finite number of type /// Value or -\ref INF. virtual void setRowLowerBound(Row r, Value value) { _setRowLowerBound(rows.floatingId(r.id),value); }; /// Set the upper bound of a row (i.e a constraint) /// The upper bound of a linear expression (row) have to be given by an /// extended number of type Value, i.e. a finite number of type /// Value or \ref INF. virtual void setRowUpperBound(Row r, Value value) { _setRowUpperBound(rows.floatingId(r.id),value); }; ///Set an element of the objective function void setObjCoeff(Col c, Value v) {_setObjCoeff(cols.floatingId(c.id),v); }; ///Set the objective function ///\param e is a linear expression of type \ref Expr. ///\todo What to do with the constant component? void setObj(Expr e) { clearObj(); for (Expr::iterator i=e.begin(); i!=e.end(); ++i) setObjCoeff((*i).first,(*i).second); } ///@} ///\name Solving the LP ///@{ ///\e SolutionType solve() { return _solve(); } ///@} ///\name Obtaining the solution LP ///@{ ///\e Value solution(Col c) { return _getSolution(cols.floatingId(c.id)); } ///@} }; ///\e ///\relates LpSolverBase::Expr /// inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a, const LpSolverBase::Expr &b) { LpSolverBase::Expr tmp(a); tmp+=b; ///\todo Don't STL have some special 'merge' algorithm? return tmp; } ///\e ///\relates LpSolverBase::Expr /// inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a, const LpSolverBase::Expr &b) { LpSolverBase::Expr tmp(a); tmp-=b; ///\todo Don't STL have some special 'merge' algorithm? return tmp; } ///\e ///\relates LpSolverBase::Expr /// inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a, const LpSolverBase::Value &b) { LpSolverBase::Expr tmp(a); tmp*=b; ///\todo Don't STL have some special 'merge' algorithm? return tmp; } ///\e ///\relates LpSolverBase::Expr /// inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a, const LpSolverBase::Expr &b) { LpSolverBase::Expr tmp(b); tmp*=a; ///\todo Don't STL have some special 'merge' algorithm? return tmp; } ///\e ///\relates LpSolverBase::Expr /// inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a, const LpSolverBase::Value &b) { LpSolverBase::Expr tmp(a); tmp/=b; ///\todo Don't STL have some special 'merge' algorithm? return tmp; } ///\e ///\relates LpSolverBase::Constr /// inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, const LpSolverBase::Expr &f) { return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0); } ///\e ///\relates LpSolverBase::Constr /// inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e, const LpSolverBase::Expr &f) { return LpSolverBase::Constr(e,f); } ///\e ///\relates LpSolverBase::Constr /// inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, const LpSolverBase::Value &f) { return LpSolverBase::Constr(e,f); } ///\e ///\relates LpSolverBase::Constr /// inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, const LpSolverBase::Expr &f) { return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0); } ///\e ///\relates LpSolverBase::Constr /// inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e, const LpSolverBase::Expr &f) { return LpSolverBase::Constr(f,e); } ///\e ///\relates LpSolverBase::Constr /// inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, const LpSolverBase::Value &f) { return LpSolverBase::Constr(f,e); } ///\e ///\relates LpSolverBase::Constr /// inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, const LpSolverBase::Expr &f) { return LpSolverBase::Constr(0,e-f,0); } ///\e ///\relates LpSolverBase::Constr /// inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n, const LpSolverBase::Constr&c) { LpSolverBase::Constr tmp(c); ///\todo Create an own exception type. if(!isnan(tmp.lowerBound())) throw LogicError(); else tmp.lowerBound()=n; return tmp; } ///\e ///\relates LpSolverBase::Constr /// inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c, const LpSolverBase::Value &n) { LpSolverBase::Constr tmp(c); ///\todo Create an own exception type. if(!isnan(tmp.upperBound())) throw LogicError(); else tmp.upperBound()=n; return tmp; } ///\e ///\relates LpSolverBase::Constr /// inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n, const LpSolverBase::Constr&c) { LpSolverBase::Constr tmp(c); ///\todo Create an own exception type. if(!isnan(tmp.upperBound())) throw LogicError(); else tmp.upperBound()=n; return tmp; } ///\e ///\relates LpSolverBase::Constr /// inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c, const LpSolverBase::Value &n) { LpSolverBase::Constr tmp(c); ///\todo Create an own exception type. if(!isnan(tmp.lowerBound())) throw LogicError(); else tmp.lowerBound()=n; return tmp; } } //namespace lemon #endif //LEMON_LP_BASE_H