COIN-OR::LEMON - Graph Library

source: lemon-0.x/test/lp_test.cc @ 2314:dbbd5c514163

Last change on this file since 2314:dbbd5c514163 was 2314:dbbd5c514163, checked in by Balazs Dezso, 14 years ago

checking soplex

File size: 7.3 KB
Line 
1/* -*- C++ -*-
2 *
3 * This file is a part of LEMON, a generic C++ optimization library
4 *
5 * Copyright (C) 2003-2006
6 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
7 * (Egervary Research Group on Combinatorial Optimization, EGRES).
8 *
9 * Permission to use, modify and distribute this software is granted
10 * provided that this copyright notice appears in all copies. For
11 * precise terms see the accompanying LICENSE file.
12 *
13 * This software is provided "AS IS" with no warranty of any kind,
14 * express or implied, and with no claim as to its suitability for any
15 * purpose.
16 *
17 */
18
19#include <sstream>
20#include <lemon/lp_skeleton.h>
21#include "test_tools.h"
22#include <lemon/tolerance.h>
23
24#ifdef HAVE_CONFIG_H
25#include <config.h>
26#endif
27
28#ifdef HAVE_GLPK
29#include <lemon/lp_glpk.h>
30#endif
31
32#ifdef HAVE_CPLEX
33#include <lemon/lp_cplex.h>
34#endif
35
36// #ifdef HAVE_SOPLEX
37// #include <lemon/lp_soplex.h>
38// #endif
39
40using namespace lemon;
41
42void lpTest(LpSolverBase & lp)
43{
44
45
46
47  typedef LpSolverBase LP;
48
49  std::vector<LP::Col> x(10);
50  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
51  lp.addColSet(x);
52  lp.colLowerBound(x,1);
53  lp.colUpperBound(x,1);
54  lp.colBounds(x,1,2);
55#ifndef GYORSITAS
56
57  std::vector<LP::Col> y(10);
58  lp.addColSet(y);
59
60  lp.colLowerBound(y,1);
61  lp.colUpperBound(y,1);
62  lp.colBounds(y,1,2);
63
64  std::map<int,LP::Col> z;
65 
66  z.insert(std::make_pair(12,INVALID));
67  z.insert(std::make_pair(2,INVALID));
68  z.insert(std::make_pair(7,INVALID));
69  z.insert(std::make_pair(5,INVALID));
70
71  lp.addColSet(z);
72
73  lp.colLowerBound(z,1);
74  lp.colUpperBound(z,1);
75  lp.colBounds(z,1,2);
76
77  {
78    LP::Expr e,f,g;
79    LP::Col p1,p2,p3,p4,p5;
80    LP::Constr c;
81   
82    p1=lp.addCol();
83    p2=lp.addCol();
84    p3=lp.addCol();
85    p4=lp.addCol();
86    p5=lp.addCol();
87   
88    e[p1]=2;
89    e.constComp()=12;
90    e[p1]+=2;
91    e.constComp()+=12;
92    e[p1]-=2;
93    e.constComp()-=12;
94   
95    e=2;
96    e=2.2;
97    e=p1;
98    e=f;
99   
100    e+=2;
101    e+=2.2;
102    e+=p1;
103    e+=f;
104   
105    e-=2;
106    e-=2.2;
107    e-=p1;
108    e-=f;
109   
110    e*=2;
111    e*=2.2;
112    e/=2;
113    e/=2.2;
114   
115    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
116       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
117       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
118       2.2*f+f*2.2+f/2.2+
119       2*f+f*2+f/2+
120       2.2*p1+p1*2.2+p1/2.2+
121       2*p1+p1*2+p1/2
122       );
123
124
125    c = (e  <= f  );
126    c = (e  <= 2.2);
127    c = (e  <= 2  );
128    c = (e  <= p1 );
129    c = (2.2<= f  );
130    c = (2  <= f  );
131    c = (p1 <= f  );
132    c = (p1 <= p2 );
133    c = (p1 <= 2.2);
134    c = (p1 <= 2  );
135    c = (2.2<= p2 );
136    c = (2  <= p2 );
137   
138    c = (e  >= f  );
139    c = (e  >= 2.2);
140    c = (e  >= 2  );
141    c = (e  >= p1 );
142    c = (2.2>= f  );
143    c = (2  >= f  );
144    c = (p1 >= f  );
145    c = (p1 >= p2 );
146    c = (p1 >= 2.2);
147    c = (p1 >= 2  );
148    c = (2.2>= p2 );
149    c = (2  >= p2 );
150   
151    c = (e  == f  );
152    c = (e  == 2.2);
153    c = (e  == 2  );
154    c = (e  == p1 );
155    c = (2.2== f  );
156    c = (2  == f  );
157    c = (p1 == f  );
158    //c = (p1 == p2 );
159    c = (p1 == 2.2);
160    c = (p1 == 2  );
161    c = (2.2== p2 );
162    c = (2  == p2 );
163   
164    c = (2 <= e <= 3);
165    c = (2 <= p1<= 3);
166   
167    c = (2 >= e >= 3);
168    c = (2 >= p1>= 3);
169   
170    e[x[3]]=2;
171    e[x[3]]=4;
172    e[x[3]]=1;
173    e.constComp()=12;
174   
175    lp.addRow(LP::INF,e,23);
176    lp.addRow(LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
177    lp.addRow(LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
178   
179    lp.addRow(x[1]+x[3]<=x[5]-3);
180    lp.addRow(-7<=x[1]+x[3]-12<=3);
181    lp.addRow(x[1]<=x[5]);
182
183    std::ostringstream buf;
184
185
186    //Checking the simplify function
187
188//     //How to check the simplify function? A map gives no information
189//     //on the question whether a given key is or is not stored in it, or
190//     //it does?
191//   Yes, it does, using the find() function.
192    e=((p1+p2)+(p1-p2));
193    e.simplify();
194    buf << "Coeff. of p2 should be 0";
195    //    std::cout<<e[p1]<<e[p2]<<e[p3]<<std::endl;
196    check(e.find(p2)==e.end(), buf.str());
197
198     
199
200
201    e=((p1+p2)+(p1-0.99*p2));
202    double tolerance=0.001;
203    e.simplify(tolerance);
204    buf << "Coeff. of p2 should be 0.01";
205    check(e[p2]>0, buf.str());
206   
207    tolerance=0.02;
208    e.simplify(tolerance);
209    buf << "Coeff. of p2 should be 0";
210    check(e.find(p2)==e.end(), buf.str());
211   
212
213  }
214 
215  {
216    LP::DualExpr e,f,g;
217    LP::Row p1,p2,p3,p4,p5;
218   
219    e[p1]=2;
220    e[p1]+=2;
221    e[p1]-=2;
222   
223    e=p1;
224    e=f;
225   
226    e+=p1;
227    e+=f;
228   
229    e-=p1;
230    e-=f;
231   
232    e*=2;
233    e*=2.2;
234    e/=2;
235    e/=2.2;
236   
237    e=((p1+p2)+(p1-p2)+
238       (p1+f)+(f+p1)+(f+g)+
239       (p1-f)+(f-p1)+(f-g)+
240       2.2*f+f*2.2+f/2.2+
241       2*f+f*2+f/2+
242       2.2*p1+p1*2.2+p1/2.2+
243       2*p1+p1*2+p1/2
244       );
245  }
246 
247#endif
248}
249
250void solveAndCheck(LpSolverBase& lp, LpSolverBase::SolutionStatus stat,
251                   double exp_opt) {
252  using std::string;
253  lp.solve();
254  //int decimal,sign;
255  std::ostringstream buf;
256  buf << "Primalstatus should be: " << int(stat);
257
258  //  itoa(stat,buf1, 10);
259  check(lp.primalStatus()==stat, buf.str());
260
261  if (stat ==  LpSolverBase::OPTIMAL) {
262    std::ostringstream buf;
263    buf << "Wrong optimal value: the right optimum is " << exp_opt;
264    check(std::abs(lp.primalValue()-exp_opt) < 1e-3, buf.str());
265    //+ecvt(exp_opt,2)
266  }
267}
268 
269void aTest(LpSolverBase & lp)
270{
271  typedef LpSolverBase LP;
272
273 //The following example is very simple
274
275  typedef LpSolverBase::Row Row;
276  typedef LpSolverBase::Col Col;
277
278
279  Col x1 = lp.addCol();
280  Col x2 = lp.addCol();
281
282
283  //Constraints
284  Row upright=lp.addRow(x1+x2 <=1); 
285  lp.addRow(x1+x2 >=-1); 
286  lp.addRow(x1-x2 <=1); 
287  lp.addRow(x1-x2 >=-1); 
288  //Nonnegativity of the variables
289  lp.colLowerBound(x1, 0);
290  lp.colLowerBound(x2, 0);
291  //Objective function
292  lp.setObj(x1+x2);
293
294  lp.max();
295
296  //Maximization of x1+x2
297  //over the triangle with vertices (0,0) (0,1) (1,0)
298  double expected_opt=1;
299  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
300 
301  //Minimization
302  lp.min();
303  expected_opt=0;
304  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
305 
306  //Vertex (-1,0) instead of (0,0)
307  lp.colLowerBound(x1, -LpSolverBase::INF);
308  expected_opt=-1;
309  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
310
311  //Erase one constraint and return to maximization
312  lp.eraseRow(upright);
313  lp.max();
314  expected_opt=LpSolverBase::INF;
315  solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt);
316
317  //Infeasibilty
318  lp.addRow(x1+x2 <=-2); 
319  solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt);
320
321  //Change problem and forget to solve
322  lp.min();
323  check(lp.primalStatus()==LpSolverBase::UNDEFINED,"Primalstatus should be UNDEFINED");
324
325//   lp.solve();
326//   if (lp.primalStatus()==LpSolverBase::OPTIMAL){
327//     std::cout<< "Z = "<<lp.primalValue()
328//           << " (error = " << lp.primalValue()-expected_opt
329//           << "); x1 = "<<lp.primal(x1)
330//           << "; x2 = "<<lp.primal(x2)
331//           <<std::endl;
332   
333//   }
334//   else{
335//     std::cout<<lp.primalStatus()<<std::endl;
336//     std::cout<<"Optimal solution not found!"<<std::endl;
337//   }
338
339 
340
341}
342
343
344int main()
345{
346  LpSkeleton lp_skel;
347  lpTest(lp_skel);
348
349#ifdef HAVE_GLPK
350  LpGlpk lp_glpk1,lp_glpk2;
351  lpTest(lp_glpk1);
352  aTest(lp_glpk2);
353#endif
354
355#ifdef HAVE_CPLEX
356  LpCplex lp_cplex1,lp_cplex2;
357  lpTest(lp_cplex1);
358  aTest(lp_cplex2);
359#endif
360
361// #ifdef HAVE_SOPLEX
362//   LpSoplex lp_soplex1,lp_soplex2;
363//   lpTest(lp_soplex1);
364//   aTest(lp_soplex2);
365// #endif
366
367  return 0;
368}
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