| 1 | /* -*- C++ -*- |
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| 2 | * src/lemon/lp_base.h - Part of LEMON, a generic C++ optimization library |
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| 3 | * |
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| 4 | * Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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| 5 | * (Egervary Combinatorial Optimization Research Group, EGRES). |
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| 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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| 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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| 20 | #include<vector> |
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| 21 | #include<limits> |
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| 22 | |
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| 23 | #include<lemon/utility.h> |
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| 24 | #include<lemon/error.h> |
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| 25 | #include<lemon/invalid.h> |
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| 26 | |
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| 27 | #include"lin_expr.h" |
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| 28 | ///\file |
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| 29 | ///\brief The interface of the LP solver interface. |
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| 30 | namespace lemon { |
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| 31 | |
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| 32 | ///Internal data structure to convert floating id's to fix one's |
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| 33 | |
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| 34 | ///\todo This might by implemented to be usable in other places. |
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| 35 | class _FixId |
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| 36 | { |
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| 37 | std::vector<int> index; |
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| 38 | std::vector<int> cross; |
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| 39 | int first_free; |
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| 40 | public: |
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| 41 | _FixId() : first_free(-1) {}; |
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| 42 | ///Convert a floating id to a fix one |
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| 43 | |
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| 44 | ///\param n is a floating id |
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| 45 | ///\return the corresponding fix id |
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| 46 | int fixId(int n) {return cross[n];} |
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| 47 | ///Convert a fix id to a floating one |
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| 48 | |
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| 49 | ///\param n is a fix id |
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| 50 | ///\return the corresponding floating id |
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| 51 | int floatingId(int n) { return index[n];} |
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| 52 | ///Add a new floating id. |
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| 53 | |
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| 54 | ///\param n is a floating id |
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| 55 | ///\return the fix id of the new value |
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| 56 | ///\todo Multiple additions should also be handled. |
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| 57 | int insert(int n) |
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| 58 | { |
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| 59 | if(n>=int(cross.size())) { |
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| 60 | cross.resize(n+1); |
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| 61 | if(first_free==-1) { |
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| 62 | cross[n]=index.size(); |
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| 63 | index.push_back(n); |
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| 64 | } |
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| 65 | else { |
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| 66 | cross[n]=first_free; |
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| 67 | int next=index[first_free]; |
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| 68 | index[first_free]=n; |
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| 69 | first_free=next; |
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| 70 | } |
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| 71 | return cross[n]; |
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| 72 | } |
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| 73 | else throw LogicError(); //floatingId-s must form a continuous range; |
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| 74 | } |
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| 75 | ///Remove a fix id. |
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| 76 | |
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| 77 | ///\param n is a fix id |
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| 78 | /// |
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| 79 | void erase(int n) |
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| 80 | { |
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| 81 | int fl=index[n]; |
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| 82 | index[n]=first_free; |
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| 83 | first_free=n; |
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| 84 | for(int i=fl+1;i<int(cross.size());++i) { |
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| 85 | cross[i-1]=cross[i]; |
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| 86 | index[cross[i]]--; |
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| 87 | } |
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| 88 | cross.pop_back(); |
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| 89 | } |
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| 90 | ///An upper bound on the largest fix id. |
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| 91 | |
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| 92 | ///\todo Do we need this? |
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| 93 | /// |
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| 94 | std::size_t maxFixId() { return cross.size()-1; } |
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| 95 | |
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| 96 | }; |
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| 97 | |
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| 98 | ///Common base class for LP solvers |
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| 99 | class LpSolverBase { |
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| 100 | |
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| 101 | public: |
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| 102 | |
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| 103 | ///\e |
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| 104 | enum SolutionType { |
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| 105 | ///\e |
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| 106 | INFEASIBLE = 0, |
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| 107 | ///\e |
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| 108 | UNBOUNDED = 1, |
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| 109 | ///\e |
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| 110 | OPTIMAL = 2, |
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| 111 | ///\e |
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| 112 | FEASIBLE = 3, |
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| 113 | }; |
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| 114 | |
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| 115 | ///The floating point type used by the solver |
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| 116 | typedef double Value; |
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| 117 | ///The infinity constant |
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| 118 | static const Value INF; |
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| 119 | ///The not a number constant |
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| 120 | static const Value NaN; |
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| 121 | |
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| 122 | ///Refer to a column of the LP. |
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| 123 | |
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| 124 | ///This type is used to refer to a column of the LP. |
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| 125 | /// |
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| 126 | ///Its value remains valid and correct even after the addition or erase of |
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| 127 | ///new column (unless the referred column itself was also deleted, |
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| 128 | ///of course). |
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| 129 | /// |
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| 130 | ///\todo Document what can one do with a Col (INVALID, comparing, |
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| 131 | ///it is similar to Node/Edge) |
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| 132 | class Col { |
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| 133 | protected: |
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| 134 | int id; |
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| 135 | friend class LpSolverBase; |
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| 136 | public: |
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| 137 | typedef Value ExprValue; |
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| 138 | typedef True LpSolverCol; |
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| 139 | Col() {} |
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| 140 | Col(const Invalid&) : id(-1) {} |
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| 141 | bool operator<(Col c) const {return id<c.id;} |
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| 142 | bool operator==(Col c) const {return id==c.id;} |
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| 143 | bool operator!=(Col c) const {return id==c.id;} |
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| 144 | }; |
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| 145 | |
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| 146 | ///Refer to a row of the LP. |
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| 147 | |
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| 148 | ///This type is used to refer to a row 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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| 151 | ///new rows (unless the referred row itself was also deleted, of course). |
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| 152 | /// |
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| 153 | ///\todo Document what can one do with a Row (INVALID, comparing, |
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| 154 | ///it is similar to Node/Edge) |
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| 155 | class Row { |
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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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| 160 | typedef Value ExprValue; |
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| 161 | typedef True LpSolverRow; |
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| 162 | Row() {} |
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| 163 | Row(const Invalid&) : id(-1) {} |
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| 164 | typedef True LpSolverRow; |
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| 165 | bool operator<(Row c) const {return id<c.id;} |
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| 166 | bool operator==(Row c) const {return id==c.id;} |
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| 167 | bool operator!=(Row c) const {return id==c.id;} |
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| 168 | }; |
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| 169 | |
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| 170 | ///Linear expression |
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| 171 | typedef SparseLinExpr<Col> Expr; |
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| 172 | ///Linear constraint |
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| 173 | typedef LinConstr<Expr> Constr; |
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| 174 | |
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| 175 | protected: |
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| 176 | _FixId rows; |
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| 177 | _FixId cols; |
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| 178 | |
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| 179 | /// \e |
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| 180 | virtual int _addCol() = 0; |
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| 181 | /// \e |
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| 182 | virtual int _addRow() = 0; |
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| 183 | /// \e |
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| 184 | |
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| 185 | /// \warning Arrays are indexed from 1 (datum at index 0 is ignored) |
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| 186 | /// |
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| 187 | virtual void _setRowCoeffs(int i, |
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| 188 | int length, |
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| 189 | int const * indices, |
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| 190 | Value const * values ) = 0; |
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| 191 | /// \e |
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| 192 | |
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| 193 | /// \warning Arrays are indexed from 1 (datum at index 0 is ignored) |
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| 194 | /// |
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| 195 | virtual void _setColCoeffs(int i, |
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| 196 | int length, |
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| 197 | int const * indices, |
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| 198 | Value const * values ) = 0; |
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| 199 | |
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| 200 | /// \e |
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| 201 | |
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| 202 | /// The lower bound of a variable (column) have to be given by an |
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| 203 | /// extended number of type Value, i.e. a finite number of type |
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| 204 | /// Value or -\ref INF. |
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| 205 | virtual void _setColLowerBound(int i, Value value) = 0; |
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| 206 | /// \e |
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| 207 | |
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| 208 | /// The upper bound of a variable (column) have to be given by an |
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| 209 | /// extended number of type Value, i.e. a finite number of type |
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| 210 | /// Value or \ref INF. |
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| 211 | virtual void _setColUpperBound(int i, Value value) = 0; |
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| 212 | /// \e |
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| 213 | |
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| 214 | /// The lower bound of a linear expression (row) have to be given by an |
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| 215 | /// extended number of type Value, i.e. a finite number of type |
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| 216 | /// Value or -\ref INF. |
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| 217 | virtual void _setRowLowerBound(int i, Value value) = 0; |
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| 218 | /// \e |
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| 219 | |
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| 220 | /// The upper bound of a linear expression (row) have to be given by an |
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| 221 | /// extended number of type Value, i.e. a finite number of type |
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| 222 | /// Value or \ref INF. |
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| 223 | virtual void _setRowUpperBound(int i, Value value) = 0; |
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| 224 | |
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| 225 | /// \e |
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| 226 | virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
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| 227 | |
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| 228 | ///\e |
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| 229 | |
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| 230 | ///\bug Wrong interface |
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| 231 | /// |
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| 232 | virtual SolutionType _solve() = 0; |
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| 233 | |
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| 234 | ///\e |
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| 235 | |
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| 236 | ///\bug Wrong interface |
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| 237 | /// |
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| 238 | virtual Value _getSolution(int i) = 0; |
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| 239 | ///\e |
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| 240 | |
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| 241 | ///\bug unimplemented!!!! |
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| 242 | void clearObj() {} |
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| 243 | public: |
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| 244 | |
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| 245 | |
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| 246 | ///\e |
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| 247 | virtual ~LpSolverBase() {} |
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| 248 | |
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| 249 | ///\name Building up and modification of the LP |
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| 250 | |
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| 251 | ///@{ |
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| 252 | |
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| 253 | ///Add a new empty column (i.e a new variable) to the LP |
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| 254 | Col addCol() { Col c; c.id=cols.insert(_addCol()); return c;} |
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| 255 | |
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| 256 | ///\brief Fill the elements of a container with newly created columns |
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| 257 | ///(i.e a new variables) |
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| 258 | /// |
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| 259 | ///This magic function takes container as its argument |
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| 260 | ///and fills its elements |
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| 261 | ///with new columns (i.e. variables) |
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| 262 | ///\param t can be either any standard STL iterable container with |
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| 263 | ///\ref Col \c values_type or \c mapped_type |
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| 264 | ///like <tt>std::vector<LpSolverBase::Col></tt>, |
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| 265 | /// <tt>std::list<LpSolverBase::Col></tt> or |
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| 266 | /// <tt>std::map<AnyType,LpSolverBase::Col></tt> or |
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| 267 | ///it can be an iterable lemon map like |
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| 268 | /// <tt>ListGraph::NodeMap<LpSolverBase::Col></tt>. |
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| 269 | ///\return The number of the created column. |
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| 270 | ///\bug Iterable nodemap hasn't been implemented yet. |
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| 271 | #ifdef DOXYGEN |
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| 272 | template<class T> |
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| 273 | int addColSet(T &t) { return 0;} |
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| 274 | #else |
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| 275 | template<class T> |
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| 276 | typename enable_if<typename T::value_type::LpSolverCol,int>::type |
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| 277 | addColSet(T &t,dummy<0> = 0) { |
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| 278 | int s=0; |
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| 279 | for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} |
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| 280 | return s; |
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| 281 | } |
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| 282 | template<class T> |
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| 283 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
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| 284 | int>::type |
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| 285 | addColSet(T &t,dummy<1> = 1) { |
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| 286 | int s=0; |
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| 287 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
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| 288 | i->second=addCol(); |
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| 289 | s++; |
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| 290 | } |
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| 291 | return s; |
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| 292 | } |
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| 293 | #endif |
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| 294 | |
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| 295 | ///Add a new empty row (i.e a new constaint) to the LP |
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| 296 | |
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| 297 | ///This function adds a new empty row (i.e a new constaint) to the LP. |
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| 298 | ///\return The created row |
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| 299 | Row addRow() { Row r; r.id=rows.insert(_addRow()); return r;} |
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| 300 | |
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| 301 | ///Set a row (i.e a constaint) of the LP |
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| 302 | |
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| 303 | ///\param r is the row to be modified |
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| 304 | ///\param l is lower bound (-\ref INF means no bound) |
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| 305 | ///\param e is a linear expression (see \ref Expr) |
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| 306 | ///\param u is the upper bound (\ref INF means no bound) |
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| 307 | ///\bug This is a temportary function. The interface will change to |
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| 308 | ///a better one. |
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| 309 | void setRow(Row r, Value l,const Expr &e, Value u) { |
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| 310 | std::vector<int> indices; |
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| 311 | std::vector<Value> values; |
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| 312 | indices.push_back(0); |
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| 313 | values.push_back(0); |
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| 314 | for(Expr::const_iterator i=e.begin(); i!=e.end(); ++i) |
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| 315 | if((*i).second!=0) { ///\bug EPSILON would be necessary here!!! |
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| 316 | indices.push_back(cols.floatingId((*i).first.id)); |
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| 317 | values.push_back((*i).second); |
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| 318 | } |
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| 319 | _setRowCoeffs(rows.floatingId(r.id),indices.size()-1, |
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| 320 | &indices[0],&values[0]); |
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| 321 | _setRowLowerBound(rows.floatingId(r.id),l-e.constComp()); |
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| 322 | _setRowUpperBound(rows.floatingId(r.id),u-e.constComp()); |
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| 323 | } |
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| 324 | |
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| 325 | ///Set a row (i.e a constaint) of the LP |
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| 326 | |
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| 327 | ///\param r is the row to be modified |
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| 328 | ///\param c is a linear expression (see \ref Constr) |
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| 329 | ///\bug This is a temportary function. The interface will change to |
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| 330 | ///a better one. |
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| 331 | void setRow(Row r, const Constr &c) { |
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| 332 | Value lb= c.lb==NaN?-INF:lb; |
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| 333 | Value ub= c.ub==NaN?INF:lb; |
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| 334 | setRow(r,lb,c.expr,ub); |
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| 335 | } |
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| 336 | |
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| 337 | ///Add a new row (i.e a new constaint) to the LP |
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| 338 | |
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| 339 | ///\param l is the lower bound (-\ref INF means no bound) |
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| 340 | ///\param e is a linear expression (see \ref Expr) |
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| 341 | ///\param u is the upper bound (\ref INF means no bound) |
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| 342 | ///\return The created row. |
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| 343 | ///\bug This is a temportary function. The interface will change to |
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| 344 | ///a better one. |
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| 345 | Row addRow(Value l,const Expr &e, Value u) { |
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| 346 | Row r=addRow(); |
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| 347 | setRow(r,l,e,u); |
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| 348 | return r; |
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| 349 | } |
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| 350 | |
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| 351 | ///Add a new row (i.e a new constaint) to the LP |
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| 352 | |
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| 353 | ///\param c is a linear expression (see \ref Constr) |
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| 354 | ///\return The created row. |
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| 355 | ///\bug This is a temportary function. The interface will change to |
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| 356 | ///a better one. |
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| 357 | Row addRow(const Constr &c) { |
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| 358 | Row r=addRow(); |
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| 359 | setRow(r,c); |
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| 360 | return r; |
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| 361 | } |
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| 362 | |
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| 363 | /// Set the lower bound of a column (i.e a variable) |
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| 364 | |
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| 365 | /// The upper bound of a variable (column) have to be given by an |
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| 366 | /// extended number of type Value, i.e. a finite number of type |
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| 367 | /// Value or -\ref INF. |
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| 368 | virtual void setColLowerBound(Col c, Value value) { |
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| 369 | _setColLowerBound(cols.floatingId(c.id),value); |
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| 370 | } |
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| 371 | /// Set the upper bound of a column (i.e a variable) |
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| 372 | |
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| 373 | /// The upper bound of a variable (column) have to be given by an |
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| 374 | /// extended number of type Value, i.e. a finite number of type |
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| 375 | /// Value or \ref INF. |
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| 376 | virtual void setColUpperBound(Col c, Value value) { |
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| 377 | _setColUpperBound(cols.floatingId(c.id),value); |
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| 378 | }; |
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| 379 | /// Set the lower bound of a row (i.e a constraint) |
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| 380 | |
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| 381 | /// The lower bound of a linear expression (row) have to be given by an |
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| 382 | /// extended number of type Value, i.e. a finite number of type |
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| 383 | /// Value or -\ref INF. |
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| 384 | virtual void setRowLowerBound(Row r, Value value) { |
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| 385 | _setRowLowerBound(rows.floatingId(r.id),value); |
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| 386 | }; |
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| 387 | /// Set the upper bound of a row (i.e a constraint) |
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| 388 | |
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| 389 | /// The upper bound of a linear expression (row) have to be given by an |
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| 390 | /// extended number of type Value, i.e. a finite number of type |
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| 391 | /// Value or \ref INF. |
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| 392 | virtual void setRowUpperBound(Row r, Value value) { |
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| 393 | _setRowUpperBound(rows.floatingId(r.id),value); |
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| 394 | }; |
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| 395 | ///Set an element of the objective function |
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| 396 | void setObjCoeff(Col c, Value v) {_setObjCoeff(cols.floatingId(c.id),v); }; |
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| 397 | ///Set the objective function |
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| 398 | |
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| 399 | ///\param e is a linear expression of type \ref Expr. |
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| 400 | ///\todo What to do with the constant component? |
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| 401 | void setObj(Expr e) { |
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| 402 | clearObj(); |
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| 403 | for (Expr::iterator i=e.begin(); i!=e.end(); ++i) |
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| 404 | setObjCoeff((*i).first,(*i).second); |
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| 405 | } |
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| 406 | |
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| 407 | ///@} |
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| 408 | |
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| 409 | |
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| 410 | ///\name Solving the LP |
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| 411 | |
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| 412 | ///@{ |
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| 413 | |
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| 414 | ///\e |
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| 415 | SolutionType solve() { return _solve(); } |
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| 416 | |
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| 417 | ///@} |
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| 418 | |
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| 419 | ///\name Obtaining the solution LP |
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| 420 | |
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| 421 | ///@{ |
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| 422 | |
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| 423 | ///\e |
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| 424 | Value solution(Col c) { return _getSolution(cols.floatingId(c.id)); } |
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| 425 | |
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| 426 | ///@} |
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| 427 | |
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| 428 | }; |
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| 429 | |
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| 430 | } //namespace lemon |
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| 431 | |
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| 432 | #endif //LEMON_LP_BASE_H |
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