COIN-OR::LEMON - Graph Library

source: lemon-0.x/test/lp_test.cc @ 2637:bafe730864da

Last change on this file since 2637:bafe730864da was 2637:bafe730864da, checked in by Peter Kovacs, 15 years ago

Remove a faulty check from lp_test.cc

File size: 9.6 KB
Line 
1/* -*- C++ -*-
2 *
3 * This file is a part of LEMON, a generic C++ optimization library
4 *
5 * Copyright (C) 2003-2008
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#include <lemon/lp_utils.h>
24
25#ifdef HAVE_CONFIG_H
26#include <lemon/config.h>
27#endif
28
29#ifdef HAVE_GLPK
30#include <lemon/lp_glpk.h>
31#endif
32
33#ifdef HAVE_CPLEX
34#include <lemon/lp_cplex.h>
35#endif
36
37#ifdef HAVE_SOPLEX
38#include <lemon/lp_soplex.h>
39#endif
40
41using namespace lemon;
42
43void lpTest(LpSolverBase & lp)
44{
45
46
47
48  typedef LpSolverBase LP;
49
50  std::vector<LP::Col> x(10);
51  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
52  lp.addColSet(x);
53  lp.colLowerBound(x,1);
54  lp.colUpperBound(x,1);
55  lp.colBounds(x,1,2);
56#ifndef GYORSITAS
57
58  std::vector<LP::Col> y(10);
59  lp.addColSet(y);
60
61  lp.colLowerBound(y,1);
62  lp.colUpperBound(y,1);
63  lp.colBounds(y,1,2);
64
65  std::map<int,LP::Col> z;
66 
67  z.insert(std::make_pair(12,INVALID));
68  z.insert(std::make_pair(2,INVALID));
69  z.insert(std::make_pair(7,INVALID));
70  z.insert(std::make_pair(5,INVALID));
71
72  lp.addColSet(z);
73
74  lp.colLowerBound(z,1);
75  lp.colUpperBound(z,1);
76  lp.colBounds(z,1,2);
77
78  {
79    LP::Expr e,f,g;
80    LP::Col p1,p2,p3,p4,p5;
81    LP::Constr c;
82   
83    p1=lp.addCol();
84    p2=lp.addCol();
85    p3=lp.addCol();
86    p4=lp.addCol();
87    p5=lp.addCol();
88   
89    e[p1]=2;
90    e.constComp()=12;
91    e[p1]+=2;
92    e.constComp()+=12;
93    e[p1]-=2;
94    e.constComp()-=12;
95   
96    e=2;
97    e=2.2;
98    e=p1;
99    e=f;
100   
101    e+=2;
102    e+=2.2;
103    e+=p1;
104    e+=f;
105   
106    e-=2;
107    e-=2.2;
108    e-=p1;
109    e-=f;
110   
111    e*=2;
112    e*=2.2;
113    e/=2;
114    e/=2.2;
115   
116    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
117       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
118       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
119       2.2*f+f*2.2+f/2.2+
120       2*f+f*2+f/2+
121       2.2*p1+p1*2.2+p1/2.2+
122       2*p1+p1*2+p1/2
123       );
124
125
126    c = (e  <= f  );
127    c = (e  <= 2.2);
128    c = (e  <= 2  );
129    c = (e  <= p1 );
130    c = (2.2<= f  );
131    c = (2  <= f  );
132    c = (p1 <= f  );
133    c = (p1 <= p2 );
134    c = (p1 <= 2.2);
135    c = (p1 <= 2  );
136    c = (2.2<= p2 );
137    c = (2  <= p2 );
138   
139    c = (e  >= f  );
140    c = (e  >= 2.2);
141    c = (e  >= 2  );
142    c = (e  >= p1 );
143    c = (2.2>= f  );
144    c = (2  >= f  );
145    c = (p1 >= f  );
146    c = (p1 >= p2 );
147    c = (p1 >= 2.2);
148    c = (p1 >= 2  );
149    c = (2.2>= p2 );
150    c = (2  >= p2 );
151   
152    c = (e  == f  );
153    c = (e  == 2.2);
154    c = (e  == 2  );
155    c = (e  == p1 );
156    c = (2.2== f  );
157    c = (2  == f  );
158    c = (p1 == f  );
159    //c = (p1 == p2 );
160    c = (p1 == 2.2);
161    c = (p1 == 2  );
162    c = (2.2== p2 );
163    c = (2  == p2 );
164   
165    c = (2 <= e <= 3);
166    c = (2 <= p1<= 3);
167   
168    c = (2 >= e >= 3);
169    c = (2 >= p1>= 3);
170   
171    e[x[3]]=2;
172    e[x[3]]=4;
173    e[x[3]]=1;
174    e.constComp()=12;
175   
176    lp.addRow(LP::INF,e,23);
177    lp.addRow(LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
178    lp.addRow(LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
179   
180    lp.addRow(x[1]+x[3]<=x[5]-3);
181    lp.addRow(-7<=x[1]+x[3]-12<=3);
182    lp.addRow(x[1]<=x[5]);
183
184    std::ostringstream buf;
185
186
187    //Checking the simplify function
188
189//     //How to check the simplify function? A map gives no information
190//     //on the question whether a given key is or is not stored in it, or
191//     //it does?
192//   Yes, it does, using the find() function.
193    e=((p1+p2)+(p1-p2));
194    e.simplify();
195    buf << "Coeff. of p2 should be 0";
196    //    std::cout<<e[p1]<<e[p2]<<e[p3]<<std::endl;
197    check(e.find(p2)==e.end(), buf.str());
198   
199     
200
201
202    e=((p1+p2)+(p1-0.99*p2));
203    //e.prettyPrint(std::cout);
204    //(e<=2).prettyPrint(std::cout);
205    double tolerance=0.001;
206    e.simplify(tolerance);
207    buf << "Coeff. of p2 should be 0.01";
208    check(e[p2]>0, buf.str());
209   
210    tolerance=0.02;
211    e.simplify(tolerance);
212    buf << "Coeff. of p2 should be 0";
213    check(e.find(p2)==e.end(), buf.str());
214   
215
216  }
217 
218  {
219    LP::DualExpr e,f,g;
220    LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,
221      p4 = INVALID, p5 = INVALID;
222   
223    e[p1]=2;
224    e[p1]+=2;
225    e[p1]-=2;
226   
227    e=p1;
228    e=f;
229   
230    e+=p1;
231    e+=f;
232   
233    e-=p1;
234    e-=f;
235   
236    e*=2;
237    e*=2.2;
238    e/=2;
239    e/=2.2;
240   
241    e=((p1+p2)+(p1-p2)+
242       (p1+f)+(f+p1)+(f+g)+
243       (p1-f)+(f-p1)+(f-g)+
244       2.2*f+f*2.2+f/2.2+
245       2*f+f*2+f/2+
246       2.2*p1+p1*2.2+p1/2.2+
247       2*p1+p1*2+p1/2
248       );
249  }
250 
251#endif
252}
253
254void solveAndCheck(LpSolverBase& lp, LpSolverBase::SolutionStatus stat,
255                   double exp_opt) {
256  using std::string;
257  lp.solve();
258  //int decimal,sign;
259  std::ostringstream buf;
260  buf << "Primalstatus should be: " << int(stat);
261
262  //  itoa(stat,buf1, 10);
263  check(lp.primalStatus()==stat, buf.str());
264
265  if (stat ==  LpSolverBase::OPTIMAL) {
266    std::ostringstream sbuf;
267    sbuf << "Wrong optimal value: the right optimum is " << exp_opt;
268    check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str());
269    //+ecvt(exp_opt,2)
270  }
271}
272 
273void aTest(LpSolverBase & lp)
274{
275  typedef LpSolverBase LP;
276
277 //The following example is very simple
278
279  typedef LpSolverBase::Row Row;
280  typedef LpSolverBase::Col Col;
281
282
283  Col x1 = lp.addCol();
284  Col x2 = lp.addCol();
285
286
287  //Constraints
288  Row upright=lp.addRow(x1+x2 <=1); 
289  lp.addRow(x1+x2 >=-1); 
290  lp.addRow(x1-x2 <=1); 
291  lp.addRow(x1-x2 >=-1); 
292  //Nonnegativity of the variables
293  lp.colLowerBound(x1, 0);
294  lp.colLowerBound(x2, 0);
295  //Objective function
296  lp.obj(x1+x2);
297
298  lp.max();
299
300  //Testing the problem retrieving routines
301  check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
302  check(lp.isMax(),"This is a maximization!");
303  check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
304  //  std::cout<<lp.colLowerBound(x1)<<std::endl;
305  check(  lp.colLowerBound(x1)==0,"The lower bound for variable x1 should be 0.");
306  check(  lp.colUpperBound(x1)==LpSolverBase::INF,"The upper bound for variable x1 should be infty.");
307  LpSolverBase::Value lb,ub;
308  lp.getRowBounds(upright,lb,ub);
309  check(  lb==-LpSolverBase::INF,"The lower bound for the first row should be -infty.");
310  check(  ub==1,"The upper bound for the first row should be 1.");
311  LpSolverBase::Expr e = lp.row(upright);
312  check(  e.size() == 2, "The row retrieval gives back wrong expression.");
313  check(  e[x1] == 1, "The first coefficient should 1.");
314  check(  e[x2] == 1, "The second coefficient should 1.");
315
316  LpSolverBase::DualExpr de = lp.col(x1);
317  check(  de.size() == 4, "The col retrieval gives back wrong expression.");
318  check(  de[upright] == 1, "The first coefficient should 1.");
319
320  LpSolverBase* clp = lp.copyLp();
321
322  //Testing the problem retrieving routines
323  check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
324  check(clp->isMax(),"This is a maximization!");
325  check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
326  //  std::cout<<lp.colLowerBound(x1)<<std::endl;
327  check(  clp->colLowerBound(x1)==0,"The lower bound for variable x1 should be 0.");
328  // std::cout << clp->colUpperBound(x1) << std::endl;
329  check(  clp->colUpperBound(x1)==LpSolverBase::INF,"The upper bound for variable x1 should be infty.");
330
331  clp->getRowBounds(upright,lb,ub);
332  check(  lb==-LpSolverBase::INF,"The lower bound for the first row should be -infty.");
333  check(  ub==1,"The upper bound for the first row should be 1.");
334  e = clp->row(upright);
335  check(  e.size() == 2, "The row retrieval gives back wrong expression.");
336  check(  e[x1] == 1, "The first coefficient should 1.");
337  check(  e[x2] == 1, "The second coefficient should 1.");
338
339  de = clp->col(x1);
340  check(  de.size() == 4, "The col retrieval gives back wrong expression.");
341  check(  de[upright] == 1, "The first coefficient should 1.");
342 
343  delete clp;
344
345  //Maximization of x1+x2
346  //over the triangle with vertices (0,0) (0,1) (1,0)
347  double expected_opt=1;
348  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
349 
350  //Minimization
351  lp.min();
352  expected_opt=0;
353  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
354 
355  //Vertex (-1,0) instead of (0,0)
356  lp.colLowerBound(x1, -LpSolverBase::INF);
357  expected_opt=-1;
358  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
359
360/*
361  //Erase one constraint and return to maximization
362  lp.eraseRow(upright);
363  lp.max();
364  expected_opt=LpSolverBase::INF;
365  solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt);
366*/
367
368  //Infeasibilty
369  lp.addRow(x1+x2 <=-2); 
370  lp.max();
371  solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt);
372
373  //Change problem and forget to solve
374  lp.min();
375  check(lp.primalStatus()==LpSolverBase::UNDEFINED,"Primalstatus should be UNDEFINED");
376
377
378//   lp.solve();
379//   if (lp.primalStatus()==LpSolverBase::OPTIMAL){
380//     std::cout<< "Z = "<<lp.primalValue()
381//           << " (error = " << lp.primalValue()-expected_opt
382//           << "); x1 = "<<lp.primal(x1)
383//           << "; x2 = "<<lp.primal(x2)
384//           <<std::endl;
385   
386//   }
387//   else{
388//     std::cout<<lp.primalStatus()<<std::endl;
389//     std::cout<<"Optimal solution not found!"<<std::endl;
390//   }
391
392 
393
394}
395
396
397int main()
398{
399  LpSkeleton lp_skel;
400  lpTest(lp_skel);
401
402#ifdef HAVE_GLPK
403  LpGlpk lp_glpk1,lp_glpk2;
404  lpTest(lp_glpk1);
405  aTest(lp_glpk2);
406#endif
407
408#ifdef HAVE_CPLEX
409  LpCplex lp_cplex1,lp_cplex2;
410  lpTest(lp_cplex1);
411  aTest(lp_cplex2);
412#endif
413
414#ifdef HAVE_SOPLEX
415  LpSoplex lp_soplex1,lp_soplex2;
416  lpTest(lp_soplex1);
417  aTest(lp_soplex2);
418#endif
419
420  return 0;
421}
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