COIN-OR::LEMON - Graph Library

source: lemon-0.x/test/lp_test.cc @ 1542:0219ee65ffcc

Last change on this file since 1542:0219ee65ffcc was 1542:0219ee65ffcc, checked in by athos, 15 years ago

Some testing of the LP interface: bugs got fixed.

File size: 5.4 KB
Line 
1#include<lemon/lp_skeleton.h>
2#include "test_tools.h"
3
4
5#ifdef HAVE_CONFIG_H
6#include <config.h>
7#endif
8
9#ifdef HAVE_GLPK
10#include <lemon/lp_glpk.h>
11#endif
12
13#ifdef HAVE_CPLEX
14#include <lemon/lp_cplex.h>
15#endif
16
17using namespace lemon;
18
19void lpTest(LpSolverBase & lp)
20{
21
22
23
24  typedef LpSolverBase LP;
25
26  std::vector<LP::Col> x(10);
27  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
28  lp.addColSet(x);
29
30#ifndef GYORSITAS
31
32  std::vector<LP::Col> y(10);
33  lp.addColSet(y);
34
35  std::map<int,LP::Col> z;
36 
37  z.insert(std::make_pair(12,INVALID));
38  z.insert(std::make_pair(2,INVALID));
39  z.insert(std::make_pair(7,INVALID));
40  z.insert(std::make_pair(5,INVALID));
41 
42  lp.addColSet(z);
43
44  {
45    LP::Expr e,f,g;
46    LP::Col p1,p2,p3,p4,p5;
47    LP::Constr c;
48   
49    p1=lp.addCol();
50    p2=lp.addCol();
51    p3=lp.addCol();
52    p4=lp.addCol();
53    p5=lp.addCol();
54   
55    e[p1]=2;
56    e.constComp()=12;
57    e[p1]+=2;
58    e.constComp()+=12;
59    e[p1]-=2;
60    e.constComp()-=12;
61   
62    e=2;
63    e=2.2;
64    e=p1;
65    e=f;
66   
67    e+=2;
68    e+=2.2;
69    e+=p1;
70    e+=f;
71   
72    e-=2;
73    e-=2.2;
74    e-=p1;
75    e-=f;
76   
77    e*=2;
78    e*=2.2;
79    e/=2;
80    e/=2.2;
81   
82    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
83       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
84       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
85       2.2*f+f*2.2+f/2.2+
86       2*f+f*2+f/2+
87       2.2*p1+p1*2.2+p1/2.2+
88       2*p1+p1*2+p1/2
89       );
90
91
92    c = (e  <= f  );
93    c = (e  <= 2.2);
94    c = (e  <= 2  );
95    c = (e  <= p1 );
96    c = (2.2<= f  );
97    c = (2  <= f  );
98    c = (p1 <= f  );
99    c = (p1 <= p2 );
100    c = (p1 <= 2.2);
101    c = (p1 <= 2  );
102    c = (2.2<= p2 );
103    c = (2  <= p2 );
104   
105    c = (e  >= f  );
106    c = (e  >= 2.2);
107    c = (e  >= 2  );
108    c = (e  >= p1 );
109    c = (2.2>= f  );
110    c = (2  >= f  );
111    c = (p1 >= f  );
112    c = (p1 >= p2 );
113    c = (p1 >= 2.2);
114    c = (p1 >= 2  );
115    c = (2.2>= p2 );
116    c = (2  >= p2 );
117   
118    c = (e  == f  );
119    c = (e  == 2.2);
120    c = (e  == 2  );
121    c = (e  == p1 );
122    c = (2.2== f  );
123    c = (2  == f  );
124    c = (p1 == f  );
125    //c = (p1 == p2 );
126    c = (p1 == 2.2);
127    c = (p1 == 2  );
128    c = (2.2== p2 );
129    c = (2  == p2 );
130   
131    c = (2 <= e <= 3);
132    c = (2 <= p1<= 3);
133   
134    c = (2 >= e >= 3);
135    c = (2 >= p1>= 3);
136   
137    e[x[3]]=2;
138    e[x[3]]=4;
139    e[x[3]]=1;
140    e.constComp()=12;
141   
142    lp.addRow(LP::INF,e,23);
143    lp.addRow(LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
144    lp.addRow(LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
145   
146    lp.addRow(x[1]+x[3]<=x[5]-3);
147    lp.addRow(-7<=x[1]+x[3]-12<=3);
148    lp.addRow(x[1]<=x[5]);
149  }
150 
151  {
152    LP::DualExpr e,f,g;
153    LP::Row p1,p2,p3,p4,p5;
154   
155    e[p1]=2;
156    e[p1]+=2;
157    e[p1]-=2;
158   
159    e=p1;
160    e=f;
161   
162    e+=p1;
163    e+=f;
164   
165    e-=p1;
166    e-=f;
167   
168    e*=2;
169    e*=2.2;
170    e/=2;
171    e/=2.2;
172   
173    e=((p1+p2)+(p1-p2)+
174       (p1+f)+(f+p1)+(f+g)+
175       (p1-f)+(f-p1)+(f-g)+
176       2.2*f+f*2.2+f/2.2+
177       2*f+f*2+f/2+
178       2.2*p1+p1*2.2+p1/2.2+
179       2*p1+p1*2+p1/2
180       );
181  }
182 
183#endif
184}
185
186void solveAndCheck(LpSolverBase& lp, LpSolverBase::SolutionStatus stat,
187                   double exp_opt){
188  lp.solve();
189  //int decimal,sign;
190  std::string buf1;
191  //  itoa(stat,buf1, 10);
192  check(lp.primalStatus()==stat,"Primalstatus should be "+buf1);
193   
194  if (stat ==  LpSolverBase::OPTIMAL){
195    check(std::abs(lp.primalValue()-exp_opt)<1e-3,
196          "Wrong optimal value: the right optimum is ");
197    //+ecvt(exp_opt,2)
198  }
199}
200 
201void aTest(LpSolverBase & lp)
202{
203  typedef LpSolverBase LP;
204
205 //The following example is very simple
206
207  typedef LpSolverBase::Row Row;
208  typedef LpSolverBase::Col Col;
209
210
211  Col x1 = lp.addCol();
212  Col x2 = lp.addCol();
213
214
215  //Constraints
216  Row upright=lp.addRow(x1+x2 <=1); 
217  lp.addRow(x1+x2 >=-1); 
218  lp.addRow(x1-x2 <=1); 
219  lp.addRow(x1-x2 >=-1); 
220  //Nonnegativity of the variables
221  lp.colLowerBound(x1, 0);
222  lp.colLowerBound(x2, 0);
223  //Objective function
224  lp.setObj(x1+x2);
225
226  lp.max();
227
228  //Maximization of x1+x2
229  //over the triangle with vertices (0,0) (0,1) (1,0)
230  double expected_opt=1;
231  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
232 
233  //Minimization
234  lp.min();
235  expected_opt=0;
236  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
237 
238  //Vertex (-1,0) instead of (0,0)
239  lp.colLowerBound(x1, -LpSolverBase::INF);
240  expected_opt=-1;
241  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
242
243  //Erase one constraint and return to maximization
244  lp.eraseRow(upright);
245  lp.max();
246  expected_opt=LpSolverBase::INF;
247  solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt);
248
249  //Infeasibilty
250  lp.addRow(x1+x2 <=-2); 
251  solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt);
252
253  //Change problem and forget to solve
254  lp.min();
255  check(lp.primalStatus()==LpSolverBase::UNDEFINED,"Primalstatus should be UNDEFINED");
256
257//   lp.solve();
258//   if (lp.primalStatus()==LpSolverBase::OPTIMAL){
259//     std::cout<< "Z = "<<lp.primalValue()
260//           << " (error = " << lp.primalValue()-expected_opt
261//           << "); x1 = "<<lp.primal(x1)
262//           << "; x2 = "<<lp.primal(x2)
263//           <<std::endl;
264   
265//   }
266//   else{
267//     std::cout<<lp.primalStatus()<<std::endl;
268//     std::cout<<"Optimal solution not found!"<<std::endl;
269//   }
270
271 
272
273}
274
275
276int main()
277{
278  LpSkeleton lp_skel;
279  lpTest(lp_skel);
280
281#ifdef HAVE_GLPK
282  LpGlpk lp_glpk1,lp_glpk2;
283  lpTest(lp_glpk1);
284  aTest(lp_glpk2);
285#endif
286
287#ifdef HAVE_CPLEX
288  LpCplex lp_cplex;
289  lpTest(lp_cplex);
290  aTest(lp_cplex);
291#endif
292
293  return 0;
294}
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