[1956] | 1 | /* -*- C++ -*- |
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| 2 | * |
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| 3 | * This file is a part of LEMON, a generic C++ optimization library |
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| 4 | * |
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[2391] | 5 | * Copyright (C) 2003-2007 |
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[1956] | 6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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| 7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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| 8 | * |
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| 9 | * Permission to use, modify and distribute this software is granted |
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| 10 | * provided that this copyright notice appears in all copies. For |
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| 11 | * precise terms see the accompanying LICENSE file. |
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| 12 | * |
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| 13 | * This software is provided "AS IS" with no warranty of any kind, |
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| 14 | * express or implied, and with no claim as to its suitability for any |
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| 15 | * purpose. |
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| 16 | * |
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| 17 | */ |
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| 18 | |
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[1543] | 19 | #include <sstream> |
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| 20 | #include <lemon/lp_skeleton.h> |
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[1473] | 21 | #include "test_tools.h" |
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[2264] | 22 | #include <lemon/tolerance.h> |
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[1542] | 23 | |
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[1387] | 24 | #ifdef HAVE_CONFIG_H |
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| 25 | #include <config.h> |
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| 26 | #endif |
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| 27 | |
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| 28 | #ifdef HAVE_GLPK |
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| 29 | #include <lemon/lp_glpk.h> |
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[1437] | 30 | #endif |
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| 31 | |
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| 32 | #ifdef HAVE_CPLEX |
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[1387] | 33 | #include <lemon/lp_cplex.h> |
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| 34 | #endif |
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[1254] | 35 | |
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[2363] | 36 | #ifdef HAVE_SOPLEX |
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| 37 | #include <lemon/lp_soplex.h> |
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| 38 | #endif |
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[2314] | 39 | |
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[1254] | 40 | using namespace lemon; |
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| 41 | |
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[1263] | 42 | void lpTest(LpSolverBase & lp) |
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[1254] | 43 | { |
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[1508] | 44 | |
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| 45 | |
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| 46 | |
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[1263] | 47 | typedef LpSolverBase LP; |
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[1256] | 48 | |
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[1309] | 49 | std::vector<LP::Col> x(10); |
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| 50 | // for(int i=0;i<10;i++) x.push_back(lp.addCol()); |
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| 51 | lp.addColSet(x); |
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[1895] | 52 | lp.colLowerBound(x,1); |
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| 53 | lp.colUpperBound(x,1); |
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| 54 | lp.colBounds(x,1,2); |
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[1508] | 55 | #ifndef GYORSITAS |
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| 56 | |
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[1256] | 57 | std::vector<LP::Col> y(10); |
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| 58 | lp.addColSet(y); |
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| 59 | |
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[1895] | 60 | lp.colLowerBound(y,1); |
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| 61 | lp.colUpperBound(y,1); |
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| 62 | lp.colBounds(y,1,2); |
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| 63 | |
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[1256] | 64 | std::map<int,LP::Col> z; |
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| 65 | |
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| 66 | z.insert(std::make_pair(12,INVALID)); |
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| 67 | z.insert(std::make_pair(2,INVALID)); |
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| 68 | z.insert(std::make_pair(7,INVALID)); |
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| 69 | z.insert(std::make_pair(5,INVALID)); |
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[1895] | 70 | |
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[1256] | 71 | lp.addColSet(z); |
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| 72 | |
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[1895] | 73 | lp.colLowerBound(z,1); |
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| 74 | lp.colUpperBound(z,1); |
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| 75 | lp.colBounds(z,1,2); |
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| 76 | |
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[1445] | 77 | { |
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| 78 | LP::Expr e,f,g; |
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| 79 | LP::Col p1,p2,p3,p4,p5; |
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| 80 | LP::Constr c; |
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| 81 | |
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[1484] | 82 | p1=lp.addCol(); |
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| 83 | p2=lp.addCol(); |
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| 84 | p3=lp.addCol(); |
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| 85 | p4=lp.addCol(); |
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| 86 | p5=lp.addCol(); |
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| 87 | |
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[1445] | 88 | e[p1]=2; |
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| 89 | e.constComp()=12; |
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| 90 | e[p1]+=2; |
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| 91 | e.constComp()+=12; |
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| 92 | e[p1]-=2; |
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| 93 | e.constComp()-=12; |
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| 94 | |
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| 95 | e=2; |
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| 96 | e=2.2; |
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| 97 | e=p1; |
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| 98 | e=f; |
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| 99 | |
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| 100 | e+=2; |
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| 101 | e+=2.2; |
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| 102 | e+=p1; |
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| 103 | e+=f; |
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| 104 | |
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| 105 | e-=2; |
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| 106 | e-=2.2; |
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| 107 | e-=p1; |
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| 108 | e-=f; |
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| 109 | |
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| 110 | e*=2; |
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| 111 | e*=2.2; |
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| 112 | e/=2; |
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| 113 | e/=2.2; |
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| 114 | |
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| 115 | e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+ |
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| 116 | (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+ |
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| 117 | (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+ |
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| 118 | 2.2*f+f*2.2+f/2.2+ |
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| 119 | 2*f+f*2+f/2+ |
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| 120 | 2.2*p1+p1*2.2+p1/2.2+ |
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| 121 | 2*p1+p1*2+p1/2 |
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| 122 | ); |
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[1256] | 123 | |
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[1445] | 124 | |
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| 125 | c = (e <= f ); |
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| 126 | c = (e <= 2.2); |
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| 127 | c = (e <= 2 ); |
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| 128 | c = (e <= p1 ); |
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| 129 | c = (2.2<= f ); |
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| 130 | c = (2 <= f ); |
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| 131 | c = (p1 <= f ); |
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| 132 | c = (p1 <= p2 ); |
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| 133 | c = (p1 <= 2.2); |
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| 134 | c = (p1 <= 2 ); |
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| 135 | c = (2.2<= p2 ); |
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| 136 | c = (2 <= p2 ); |
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| 137 | |
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| 138 | c = (e >= f ); |
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| 139 | c = (e >= 2.2); |
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| 140 | c = (e >= 2 ); |
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| 141 | c = (e >= p1 ); |
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| 142 | c = (2.2>= f ); |
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| 143 | c = (2 >= f ); |
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| 144 | c = (p1 >= f ); |
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| 145 | c = (p1 >= p2 ); |
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| 146 | c = (p1 >= 2.2); |
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| 147 | c = (p1 >= 2 ); |
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| 148 | c = (2.2>= p2 ); |
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| 149 | c = (2 >= p2 ); |
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| 150 | |
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| 151 | c = (e == f ); |
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| 152 | c = (e == 2.2); |
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| 153 | c = (e == 2 ); |
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| 154 | c = (e == p1 ); |
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| 155 | c = (2.2== f ); |
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| 156 | c = (2 == f ); |
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| 157 | c = (p1 == f ); |
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| 158 | //c = (p1 == p2 ); |
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| 159 | c = (p1 == 2.2); |
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| 160 | c = (p1 == 2 ); |
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| 161 | c = (2.2== p2 ); |
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| 162 | c = (2 == p2 ); |
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| 163 | |
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| 164 | c = (2 <= e <= 3); |
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| 165 | c = (2 <= p1<= 3); |
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| 166 | |
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| 167 | c = (2 >= e >= 3); |
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| 168 | c = (2 >= p1>= 3); |
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| 169 | |
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| 170 | e[x[3]]=2; |
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| 171 | e[x[3]]=4; |
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| 172 | e[x[3]]=1; |
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| 173 | e.constComp()=12; |
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| 174 | |
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| 175 | lp.addRow(LP::INF,e,23); |
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| 176 | lp.addRow(LP::INF,3.0*(x[1]+x[2]/2)-x[3],23); |
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| 177 | lp.addRow(LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23); |
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| 178 | |
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| 179 | lp.addRow(x[1]+x[3]<=x[5]-3); |
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| 180 | lp.addRow(-7<=x[1]+x[3]-12<=3); |
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| 181 | lp.addRow(x[1]<=x[5]); |
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[2264] | 182 | |
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| 183 | std::ostringstream buf; |
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| 184 | |
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| 185 | |
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| 186 | //Checking the simplify function |
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| 187 | |
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| 188 | // //How to check the simplify function? A map gives no information |
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| 189 | // //on the question whether a given key is or is not stored in it, or |
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| 190 | // //it does? |
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| 191 | // Yes, it does, using the find() function. |
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| 192 | e=((p1+p2)+(p1-p2)); |
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| 193 | e.simplify(); |
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| 194 | buf << "Coeff. of p2 should be 0"; |
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| 195 | // std::cout<<e[p1]<<e[p2]<<e[p3]<<std::endl; |
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| 196 | check(e.find(p2)==e.end(), buf.str()); |
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[2345] | 197 | |
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[2264] | 198 | |
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| 199 | |
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| 200 | |
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| 201 | e=((p1+p2)+(p1-0.99*p2)); |
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[2345] | 202 | //e.prettyPrint(std::cout); |
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| 203 | //(e<=2).prettyPrint(std::cout); |
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[2264] | 204 | double tolerance=0.001; |
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| 205 | e.simplify(tolerance); |
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| 206 | buf << "Coeff. of p2 should be 0.01"; |
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| 207 | check(e[p2]>0, buf.str()); |
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| 208 | |
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| 209 | tolerance=0.02; |
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| 210 | e.simplify(tolerance); |
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| 211 | buf << "Coeff. of p2 should be 0"; |
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| 212 | check(e.find(p2)==e.end(), buf.str()); |
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| 213 | |
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| 214 | |
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[1445] | 215 | } |
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[1272] | 216 | |
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[1445] | 217 | { |
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| 218 | LP::DualExpr e,f,g; |
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| 219 | LP::Row p1,p2,p3,p4,p5; |
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| 220 | |
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| 221 | e[p1]=2; |
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| 222 | e[p1]+=2; |
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| 223 | e[p1]-=2; |
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| 224 | |
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| 225 | e=p1; |
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| 226 | e=f; |
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| 227 | |
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| 228 | e+=p1; |
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| 229 | e+=f; |
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| 230 | |
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| 231 | e-=p1; |
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| 232 | e-=f; |
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| 233 | |
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| 234 | e*=2; |
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| 235 | e*=2.2; |
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| 236 | e/=2; |
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| 237 | e/=2.2; |
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| 238 | |
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[1493] | 239 | e=((p1+p2)+(p1-p2)+ |
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[1445] | 240 | (p1+f)+(f+p1)+(f+g)+ |
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| 241 | (p1-f)+(f-p1)+(f-g)+ |
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| 242 | 2.2*f+f*2.2+f/2.2+ |
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| 243 | 2*f+f*2+f/2+ |
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| 244 | 2.2*p1+p1*2.2+p1/2.2+ |
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| 245 | 2*p1+p1*2+p1/2 |
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| 246 | ); |
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| 247 | } |
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[1272] | 248 | |
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[1508] | 249 | #endif |
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[1264] | 250 | } |
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| 251 | |
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[1542] | 252 | void solveAndCheck(LpSolverBase& lp, LpSolverBase::SolutionStatus stat, |
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[1543] | 253 | double exp_opt) { |
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| 254 | using std::string; |
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[1542] | 255 | lp.solve(); |
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| 256 | //int decimal,sign; |
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[1543] | 257 | std::ostringstream buf; |
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| 258 | buf << "Primalstatus should be: " << int(stat); |
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| 259 | |
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[1542] | 260 | // itoa(stat,buf1, 10); |
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[1543] | 261 | check(lp.primalStatus()==stat, buf.str()); |
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| 262 | |
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| 263 | if (stat == LpSolverBase::OPTIMAL) { |
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[2386] | 264 | std::ostringstream sbuf; |
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| 265 | sbuf << "Wrong optimal value: the right optimum is " << exp_opt; |
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| 266 | check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str()); |
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[1542] | 267 | //+ecvt(exp_opt,2) |
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| 268 | } |
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| 269 | } |
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| 270 | |
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[1473] | 271 | void aTest(LpSolverBase & lp) |
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| 272 | { |
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| 273 | typedef LpSolverBase LP; |
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| 274 | |
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[1542] | 275 | //The following example is very simple |
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[1473] | 276 | |
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| 277 | typedef LpSolverBase::Row Row; |
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| 278 | typedef LpSolverBase::Col Col; |
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| 279 | |
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| 280 | |
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| 281 | Col x1 = lp.addCol(); |
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| 282 | Col x2 = lp.addCol(); |
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| 283 | |
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| 284 | |
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| 285 | //Constraints |
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[1542] | 286 | Row upright=lp.addRow(x1+x2 <=1); |
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| 287 | lp.addRow(x1+x2 >=-1); |
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| 288 | lp.addRow(x1-x2 <=1); |
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| 289 | lp.addRow(x1-x2 >=-1); |
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[1473] | 290 | //Nonnegativity of the variables |
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| 291 | lp.colLowerBound(x1, 0); |
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| 292 | lp.colLowerBound(x2, 0); |
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| 293 | //Objective function |
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[2369] | 294 | lp.obj(x1+x2); |
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[1473] | 295 | |
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| 296 | lp.max(); |
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| 297 | |
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[2324] | 298 | |
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| 299 | //Testing the problem retrieving routines |
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| 300 | check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
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[2369] | 301 | check(lp.isMax(),"This is a maximization!"); |
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[2328] | 302 | check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!"); |
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| 303 | // std::cout<<lp.colLowerBound(x1)<<std::endl; |
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| 304 | check( lp.colLowerBound(x1)==0,"The lower bound for variable x1 should be 0."); |
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| 305 | check( lp.colUpperBound(x1)==LpSolverBase::INF,"The upper bound for variable x1 should be infty."); |
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| 306 | LpSolverBase::Value lb,ub; |
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| 307 | lp.getRowBounds(upright,lb,ub); |
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| 308 | check( lb==-LpSolverBase::INF,"The lower bound for the first row should be -infty."); |
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| 309 | check( ub==1,"The upper bound for the first row should be 1."); |
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[2324] | 310 | |
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| 311 | |
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[1542] | 312 | //Maximization of x1+x2 |
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| 313 | //over the triangle with vertices (0,0) (0,1) (1,0) |
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| 314 | double expected_opt=1; |
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| 315 | solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt); |
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[1484] | 316 | |
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[1542] | 317 | //Minimization |
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| 318 | lp.min(); |
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| 319 | expected_opt=0; |
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| 320 | solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt); |
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| 321 | |
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| 322 | //Vertex (-1,0) instead of (0,0) |
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| 323 | lp.colLowerBound(x1, -LpSolverBase::INF); |
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| 324 | expected_opt=-1; |
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| 325 | solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt); |
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| 326 | |
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| 327 | //Erase one constraint and return to maximization |
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| 328 | lp.eraseRow(upright); |
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| 329 | lp.max(); |
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| 330 | expected_opt=LpSolverBase::INF; |
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| 331 | solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt); |
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| 332 | |
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| 333 | //Infeasibilty |
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| 334 | lp.addRow(x1+x2 <=-2); |
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| 335 | solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt); |
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| 336 | |
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| 337 | //Change problem and forget to solve |
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| 338 | lp.min(); |
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| 339 | check(lp.primalStatus()==LpSolverBase::UNDEFINED,"Primalstatus should be UNDEFINED"); |
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| 340 | |
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| 341 | // lp.solve(); |
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| 342 | // if (lp.primalStatus()==LpSolverBase::OPTIMAL){ |
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| 343 | // std::cout<< "Z = "<<lp.primalValue() |
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| 344 | // << " (error = " << lp.primalValue()-expected_opt |
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| 345 | // << "); x1 = "<<lp.primal(x1) |
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| 346 | // << "; x2 = "<<lp.primal(x2) |
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| 347 | // <<std::endl; |
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[1484] | 348 | |
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[1542] | 349 | // } |
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| 350 | // else{ |
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| 351 | // std::cout<<lp.primalStatus()<<std::endl; |
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| 352 | // std::cout<<"Optimal solution not found!"<<std::endl; |
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| 353 | // } |
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[1473] | 354 | |
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[1542] | 355 | |
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[1473] | 356 | |
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| 357 | } |
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| 358 | |
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| 359 | |
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[1263] | 360 | int main() |
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| 361 | { |
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[1390] | 362 | LpSkeleton lp_skel; |
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| 363 | lpTest(lp_skel); |
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| 364 | |
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[1437] | 365 | #ifdef HAVE_GLPK |
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[1484] | 366 | LpGlpk lp_glpk1,lp_glpk2; |
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| 367 | lpTest(lp_glpk1); |
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| 368 | aTest(lp_glpk2); |
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[1437] | 369 | #endif |
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[1263] | 370 | |
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[1437] | 371 | #ifdef HAVE_CPLEX |
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[1797] | 372 | LpCplex lp_cplex1,lp_cplex2; |
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| 373 | lpTest(lp_cplex1); |
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| 374 | aTest(lp_cplex2); |
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[1437] | 375 | #endif |
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[1264] | 376 | |
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[2363] | 377 | #ifdef HAVE_SOPLEX |
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| 378 | LpSoplex lp_soplex1,lp_soplex2; |
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| 379 | lpTest(lp_soplex1); |
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| 380 | aTest(lp_soplex2); |
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| 381 | #endif |
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[2314] | 382 | |
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[1309] | 383 | return 0; |
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[1263] | 384 | } |
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