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lp_solver_glpk.h @ 1243:41caee260bd4

Last change on this file since 1243:41caee260bd4 was 1243:41caee260bd4, checked in by athos, 19 years ago
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1	// -- c++ --
2	#ifndef LEMON_LP_SOLVER_GLPK_H
3	#define LEMON_LP_SOLVER_GLPK_H
4
5	///\ingroup misc
6	///\file
7
8	// #include <stdio.h>
9	/* #include <stdlib.h> */
10	/* #include <iostream> */
11	/* #include <map> */
12	/* #include <limits> */
13	// #include <stdio>
14	//#include <stdlib>
15	extern "C" {
16	#include "glpk.h"
17	}
18
19	/* #include <iostream> */
20	/* #include <vector> */
21	/* #include <string> */
22	/* #include <list> */
23	/* #include <memory> */
24	/* #include <utility> */
25
26	//#include <lemon/invalid.h>
27	//#include <expression.h>
28	#include <lp_solver_base.h>
29	//#include <stp.h>
30	//#include <lemon/max_flow.h>
31	//#include <augmenting_flow.h>
32	//#include <iter_map.h>
33
34	using std::cout;
35	using std::cin;
36	using std::endl;
37
38	namespace lemon {
39
40
41	template <typename Value>
42	const Value LpSolverBase<Value>::INF=std::numeric_limits<Value>::infinity();
43
44
45	/// \brief Wrapper for GLPK solver
46	///
47	/// This class implements a lemon wrapper for GLPK.
48	class LpGlpk : public LpSolverBase<double> {
49	public:
50	typedef LpSolverBase<double> Parent;
51
52	public:
53	/// \e
54	LPX* lp;
55
56	public:
57	/// \e
58	LpGlpk() : Parent(),
59	lp(lpx_create_prob()) {
60	int_row_map.push_back(Row());
61	int_col_map.push_back(Col());
62	lpx_set_int_parm(lp, LPX_K_DUAL, 1);
63	}
64	/// \e
65	~LpGlpk() {
66	lpx_delete_prob(lp);
67	}
68
69	//MATRIX INDEPEDENT MANIPULATING FUNCTIONS
70
71	/// \e
72	void setMinimize() {
73	lpx_set_obj_dir(lp, LPX_MIN);
74	}
75	/// \e
76	void setMaximize() {
77	lpx_set_obj_dir(lp, LPX_MAX);
78	}
79
80	//LOW LEVEL INTERFACE, MATRIX MANIPULATING FUNCTIONS
81
82	protected:
83	/// \e
84	int _addCol() {
85	int i=lpx_add_cols(lp, 1);
86	_setColLowerBound(i, -INF);
87	_setColUpperBound(i, INF);
88	return i;
89	}
90	/// \e
91	int _addRow() {
92	int i=lpx_add_rows(lp, 1);
93	return i;
94	}
95	/// \e
96	virtual void _setRowCoeffs(int i,
97	const std::vector<std::pair<int, double> >& coeffs) {
98	int mem_length=1+colNum();
99	int* indices = new int[mem_length];
100	double* doubles = new double[mem_length];
101	int length=0;
102	for (std::vector<std::pair<int, double> >::
103	const_iterator it=coeffs.begin(); it!=coeffs.end(); ++it) {
104	++length;
105	indices[length]=it->first;
106	doubles[length]=it->second;
107	}
108	lpx_set_mat_row(lp, i, length, indices, doubles);
109	delete [] indices;
110	delete [] doubles;
111	}
112	/// \e
113	virtual void _getRowCoeffs(int i,
114	std::vector<std::pair<int, double> >& coeffs) {
115	int mem_length=1+colNum();
116	int* indices = new int[mem_length];
117	double* doubles = new double[mem_length];
118	int length=lpx_get_mat_row(lp, i, indices, doubles);
119	for (int i=1; i<=length; ++i) {
120	coeffs.push_back(std::make_pair(indices[i], doubles[i]));
121	}
122	delete [] indices;
123	delete [] doubles;
124	}
125	/// \e
126	virtual void _setColCoeffs(int i,
127	const std::vector<std::pair<int, double> >& coeffs) {
128	int mem_length=1+rowNum();
129	int* indices = new int[mem_length];
130	double* doubles = new double[mem_length];
131	int length=0;
132	for (std::vector<std::pair<int, double> >::
133	const_iterator it=coeffs.begin(); it!=coeffs.end(); ++it) {
134	++length;
135	indices[length]=it->first;
136	doubles[length]=it->second;
137	}
138	lpx_set_mat_col(lp, i, length, indices, doubles);
139	delete [] indices;
140	delete [] doubles;
141	}
142	/// \e
143	virtual void _getColCoeffs(int i,
144	std::vector<std::pair<int, double> >& coeffs) {
145	int mem_length=1+rowNum();
146	int* indices = new int[mem_length];
147	double* doubles = new double[mem_length];
148	int length=lpx_get_mat_col(lp, i, indices, doubles);
149	for (int i=1; i<=length; ++i) {
150	coeffs.push_back(std::make_pair(indices[i], doubles[i]));
151	}
152	delete [] indices;
153	delete [] doubles;
154	}
155	/// \e
156	virtual void _eraseCol(int i) {
157	int cols[2];
158	cols[1]=i;
159	lpx_del_cols(lp, 1, cols);
160	}
161	virtual void _eraseRow(int i) {
162	int rows[2];
163	rows[1]=i;
164	lpx_del_rows(lp, 1, rows);
165	}
166	void _setCoeff(int col, int row, double value) {
167	///FIXME Of course this is not efficient at all, but GLPK knows not more.
168	int change_this;
169	bool get_set_row;
170	//The only thing we can do is optimize on whether working with a row
171	//or a coloumn
172	int row_num = rowNum();
173	int col_num = colNum();
174	if (col_num<row_num){
175	//There are more rows than coloumns
176	get_set_row=true;
177	int mem_length=1+row_num;
178	int* indices = new int[mem_length];
179	double* doubles = new double[mem_length];
180	int length=lpx_get_mat_col(lp, i, indices, doubles);
181	}else{
182	get_set_row=false;
183	int mem_length=1+col_num;
184	int* indices = new int[mem_length];
185	double* doubles = new double[mem_length];
186	int length=lpx_get_mat_row(lp, i, indices, doubles);
187	}
188	//Itten
189	int* indices = new int[mem_length];
190	double* doubles = new double[mem_length];
191	int length=lpx_get_mat_col(lp, i, indices, doubles);
192
193	delete [] indices;
194	delete [] doubles;
195
196	}
197	double _getCoeff(int col, int row) {
198	/// FIXME not yet implemented
199	return 0.0;
200	}
201	virtual void _setColLowerBound(int i, double lo) {
202	if (lo==INF) {
203	//FIXME error
204	}
205	int b=lpx_get_col_type(lp, i);
206	double up=lpx_get_col_ub(lp, i);
207	if (lo==-INF) {
208	switch (b) {
209	case LPX_FR:
210	case LPX_LO:
211	lpx_set_col_bnds(lp, i, LPX_FR, lo, up);
212	break;
213	case LPX_UP:
214	break;
215	case LPX_DB:
216	case LPX_FX:
217	lpx_set_col_bnds(lp, i, LPX_UP, lo, up);
218	break;
219	default: ;
220	//FIXME error
221	}
222	} else {
223	switch (b) {
224	case LPX_FR:
225	case LPX_LO:
226	lpx_set_col_bnds(lp, i, LPX_LO, lo, up);
227	break;
228	case LPX_UP:
229	case LPX_DB:
230	case LPX_FX:
231	if (lo==up)
232	lpx_set_col_bnds(lp, i, LPX_FX, lo, up);
233	else
234	lpx_set_col_bnds(lp, i, LPX_DB, lo, up);
235	break;
236	default: ;
237	//FIXME error
238	}
239	}
240	}
241	virtual double _getColLowerBound(int i) {
242	int b=lpx_get_col_type(lp, i);
243	switch (b) {
244	case LPX_FR:
245	return -INF;
246	case LPX_LO:
247	return lpx_get_col_lb(lp, i);
248	case LPX_UP:
249	return -INF;
250	case LPX_DB:
251	case LPX_FX:
252	return lpx_get_col_lb(lp, i);
253	default: ;
254	//FIXME error
255	return 0.0;
256	}
257	}
258	virtual void _setColUpperBound(int i, double up) {
259	if (up==-INF) {
260	//FIXME error
261	}
262	int b=lpx_get_col_type(lp, i);
263	double lo=lpx_get_col_lb(lp, i);
264	if (up==INF) {
265	switch (b) {
266	case LPX_FR:
267	case LPX_LO:
268	break;
269	case LPX_UP:
270	lpx_set_col_bnds(lp, i, LPX_FR, lo, up);
271	break;
272	case LPX_DB:
273	case LPX_FX:
274	lpx_set_col_bnds(lp, i, LPX_LO, lo, up);
275	break;
276	default: ;
277	//FIXME error
278	}
279	} else {
280	switch (b) {
281	case LPX_FR:
282	lpx_set_col_bnds(lp, i, LPX_UP, lo, up);
283	case LPX_LO:
284	if (lo==up)
285	lpx_set_col_bnds(lp, i, LPX_FX, lo, up);
286	else
287	lpx_set_col_bnds(lp, i, LPX_DB, lo, up);
288	break;
289	case LPX_UP:
290	lpx_set_col_bnds(lp, i, LPX_UP, lo, up);
291	break;
292	case LPX_DB:
293	case LPX_FX:
294	if (lo==up)
295	lpx_set_col_bnds(lp, i, LPX_FX, lo, up);
296	else
297	lpx_set_col_bnds(lp, i, LPX_DB, lo, up);
298	break;
299	default: ;
300	//FIXME error
301	}
302	}
303	}
304	virtual double _getColUpperBound(int i) {
305	int b=lpx_get_col_type(lp, i);
306	switch (b) {
307	case LPX_FR:
308	case LPX_LO:
309	return INF;
310	case LPX_UP:
311	case LPX_DB:
312	case LPX_FX:
313	return lpx_get_col_ub(lp, i);
314	default: ;
315	//FIXME error
316	return 0.0;
317	}
318	}
319	virtual void _setRowLowerBound(int i, double lo) {
320	if (lo==INF) {
321	//FIXME error
322	}
323	int b=lpx_get_row_type(lp, i);
324	double up=lpx_get_row_ub(lp, i);
325	if (lo==-INF) {
326	switch (b) {
327	case LPX_FR:
328	case LPX_LO:
329	lpx_set_row_bnds(lp, i, LPX_FR, lo, up);
330	break;
331	case LPX_UP:
332	break;
333	case LPX_DB:
334	case LPX_FX:
335	lpx_set_row_bnds(lp, i, LPX_UP, lo, up);
336	break;
337	default: ;
338	//FIXME error
339	}
340	} else {
341	switch (b) {
342	case LPX_FR:
343	case LPX_LO:
344	lpx_set_row_bnds(lp, i, LPX_LO, lo, up);
345	break;
346	case LPX_UP:
347	case LPX_DB:
348	case LPX_FX:
349	if (lo==up)
350	lpx_set_row_bnds(lp, i, LPX_FX, lo, up);
351	else
352	lpx_set_row_bnds(lp, i, LPX_DB, lo, up);
353	break;
354	default: ;
355	//FIXME error
356	}
357	}
358	}
359	virtual double _getRowLowerBound(int i) {
360	int b=lpx_get_row_type(lp, i);
361	switch (b) {
362	case LPX_FR:
363	return -INF;
364	case LPX_LO:
365	return lpx_get_row_lb(lp, i);
366	case LPX_UP:
367	return -INF;
368	case LPX_DB:
369	case LPX_FX:
370	return lpx_get_row_lb(lp, i);
371	default: ;
372	//FIXME error
373	return 0.0;
374	}
375	}
376	virtual void _setRowUpperBound(int i, double up) {
377	if (up==-INF) {
378	//FIXME error
379	}
380	int b=lpx_get_row_type(lp, i);
381	double lo=lpx_get_row_lb(lp, i);
382	if (up==INF) {
383	switch (b) {
384	case LPX_FR:
385	case LPX_LO:
386	break;
387	case LPX_UP:
388	lpx_set_row_bnds(lp, i, LPX_FR, lo, up);
389	break;
390	case LPX_DB:
391	case LPX_FX:
392	lpx_set_row_bnds(lp, i, LPX_LO, lo, up);
393	break;
394	default: ;
395	//FIXME error
396	}
397	} else {
398	switch (b) {
399	case LPX_FR:
400	lpx_set_row_bnds(lp, i, LPX_UP, lo, up);
401	case LPX_LO:
402	if (lo==up)
403	lpx_set_row_bnds(lp, i, LPX_FX, lo, up);
404	else
405	lpx_set_row_bnds(lp, i, LPX_DB, lo, up);
406	break;
407	case LPX_UP:
408	lpx_set_row_bnds(lp, i, LPX_UP, lo, up);
409	break;
410	case LPX_DB:
411	case LPX_FX:
412	if (lo==up)
413	lpx_set_row_bnds(lp, i, LPX_FX, lo, up);
414	else
415	lpx_set_row_bnds(lp, i, LPX_DB, lo, up);
416	break;
417	default: ;
418	//FIXME error
419	}
420	}
421	}
422	virtual double _getRowUpperBound(int i) {
423	int b=lpx_get_row_type(lp, i);
424	switch (b) {
425	case LPX_FR:
426	case LPX_LO:
427	return INF;
428	case LPX_UP:
429	case LPX_DB:
430	case LPX_FX:
431	return lpx_get_row_ub(lp, i);
432	default: ;
433	//FIXME error
434	return 0.0;
435	}
436	}
437	/// \e
438	virtual double _getObjCoeff(int i) {
439	return lpx_get_obj_coef(lp, i);
440	}
441	/// \e
442	virtual void _setObjCoeff(int i, double obj_coef) {
443	lpx_set_obj_coef(lp, i, obj_coef);
444	}
445	public:
446	/// \e
447	void solveSimplex() { lpx_simplex(lp); }
448	/// \e
449	void solvePrimalSimplex() { lpx_simplex(lp); }
450	/// \e
451	void solveDualSimplex() { lpx_simplex(lp); }
452	protected:
453	virtual double _getPrimal(int i) {
454	return lpx_get_col_prim(lp, i);
455	}
456	public:
457	/// \e
458	double getObjVal() { return lpx_get_obj_val(lp); }
459	/// \e
460	int rowNum() const { return lpx_get_num_rows(lp); }
461	/// \e
462	int colNum() const { return lpx_get_num_cols(lp); }
463	/// \e
464	int warmUp() { return lpx_warm_up(lp); }
465	/// \e
466	void printWarmUpStatus(int i) {
467	switch (i) {
468	case LPX_E_OK: cout << "LPX_E_OK" << endl; break;
469	case LPX_E_EMPTY: cout << "LPX_E_EMPTY" << endl; break;
470	case LPX_E_BADB: cout << "LPX_E_BADB" << endl; break;
471	case LPX_E_SING: cout << "LPX_E_SING" << endl; break;
472	}
473	}
474	/// \e
475	int getPrimalStatus() { return lpx_get_prim_stat(lp); }
476	/// \e
477	void printPrimalStatus(int i) {
478	switch (i) {
479	case LPX_P_UNDEF: cout << "LPX_P_UNDEF" << endl; break;
480	case LPX_P_FEAS: cout << "LPX_P_FEAS" << endl; break;
481	case LPX_P_INFEAS: cout << "LPX_P_INFEAS" << endl; break;
482	case LPX_P_NOFEAS: cout << "LPX_P_NOFEAS" << endl; break;
483	}
484	}
485	/// \e
486	int getDualStatus() { return lpx_get_dual_stat(lp); }
487	/// \e
488	void printDualStatus(int i) {
489	switch (i) {
490	case LPX_D_UNDEF: cout << "LPX_D_UNDEF" << endl; break;
491	case LPX_D_FEAS: cout << "LPX_D_FEAS" << endl; break;
492	case LPX_D_INFEAS: cout << "LPX_D_INFEAS" << endl; break;
493	case LPX_D_NOFEAS: cout << "LPX_D_NOFEAS" << endl; break;
494	}
495	}
496	/// Returns the status of the slack variable assigned to row \c row.
497	int getRowStat(const Row& row) {
498	return lpx_get_row_stat(lp, row_iter_map[row]);
499	}
500	/// \e
501	void printRowStatus(int i) {
502	switch (i) {
503	case LPX_BS: cout << "LPX_BS" << endl; break;
504	case LPX_NL: cout << "LPX_NL" << endl; break;
505	case LPX_NU: cout << "LPX_NU" << endl; break;
506	case LPX_NF: cout << "LPX_NF" << endl; break;
507	case LPX_NS: cout << "LPX_NS" << endl; break;
508	}
509	}
510	/// Returns the status of the variable assigned to column \c col.
511	int getColStat(const Col& col) {
512	return lpx_get_col_stat(lp, col_iter_map[col]);
513	}
514	/// \e
515	void printColStatus(int i) {
516	switch (i) {
517	case LPX_BS: cout << "LPX_BS" << endl; break;
518	case LPX_NL: cout << "LPX_NL" << endl; break;
519	case LPX_NU: cout << "LPX_NU" << endl; break;
520	case LPX_NF: cout << "LPX_NF" << endl; break;
521	case LPX_NS: cout << "LPX_NS" << endl; break;
522	}
523	}
524
525	// MIP
526	/// \e
527	void solveBandB() { lpx_integer(lp); }
528	/// \e
529	void setLP() { lpx_set_class(lp, LPX_LP); }
530	/// \e
531	void setMIP() { lpx_set_class(lp, LPX_MIP); }
532	protected:
533	/// \e
534	void _setColCont(int i) { lpx_set_col_kind(lp, i, LPX_CV); }
535	/// \e
536	void _setColInt(int i) { lpx_set_col_kind(lp, i, LPX_IV); }
537	/// \e
538	double _getMIPPrimal(int i) { return lpx_mip_col_val(lp, i); }
539	};
540
541	/// @}
542
543	} //namespace lemon
544
545	#endif //LEMON_LP_SOLVER_GLPK_H

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source: lemon-0.x/src/work/athos/lp/lp_solver_glpk.h @ 1243:41caee260bd4

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