COIN-OR::LEMON - Graph Library

source: lemon-0.x/test/lp_test.cc @ 2100:6fbe90faf02a

Last change on this file since 2100:6fbe90faf02a was 1956:a055123339d5, checked in by Alpar Juttner, 14 years ago

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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
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
36using namespace lemon;
37
38void lpTest(LpSolverBase & lp)
39{
40
41
42
43  typedef LpSolverBase LP;
44
45  std::vector<LP::Col> x(10);
46  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
47  lp.addColSet(x);
48  lp.colLowerBound(x,1);
49  lp.colUpperBound(x,1);
50  lp.colBounds(x,1,2);
51#ifndef GYORSITAS
52
53  std::vector<LP::Col> y(10);
54  lp.addColSet(y);
55
56  lp.colLowerBound(y,1);
57  lp.colUpperBound(y,1);
58  lp.colBounds(y,1,2);
59
60  std::map<int,LP::Col> z;
61 
62  z.insert(std::make_pair(12,INVALID));
63  z.insert(std::make_pair(2,INVALID));
64  z.insert(std::make_pair(7,INVALID));
65  z.insert(std::make_pair(5,INVALID));
66
67  lp.addColSet(z);
68
69  lp.colLowerBound(z,1);
70  lp.colUpperBound(z,1);
71  lp.colBounds(z,1,2);
72
73  {
74    LP::Expr e,f,g;
75    LP::Col p1,p2,p3,p4,p5;
76    LP::Constr c;
77   
78    p1=lp.addCol();
79    p2=lp.addCol();
80    p3=lp.addCol();
81    p4=lp.addCol();
82    p5=lp.addCol();
83   
84    e[p1]=2;
85    e.constComp()=12;
86    e[p1]+=2;
87    e.constComp()+=12;
88    e[p1]-=2;
89    e.constComp()-=12;
90   
91    e=2;
92    e=2.2;
93    e=p1;
94    e=f;
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/=2;
109    e/=2.2;
110   
111    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
112       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
113       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
114       2.2*f+f*2.2+f/2.2+
115       2*f+f*2+f/2+
116       2.2*p1+p1*2.2+p1/2.2+
117       2*p1+p1*2+p1/2
118       );
119
120
121    c = (e  <= f  );
122    c = (e  <= 2.2);
123    c = (e  <= 2  );
124    c = (e  <= p1 );
125    c = (2.2<= f  );
126    c = (2  <= f  );
127    c = (p1 <= f  );
128    c = (p1 <= p2 );
129    c = (p1 <= 2.2);
130    c = (p1 <= 2  );
131    c = (2.2<= p2 );
132    c = (2  <= p2 );
133   
134    c = (e  >= f  );
135    c = (e  >= 2.2);
136    c = (e  >= 2  );
137    c = (e  >= p1 );
138    c = (2.2>= f  );
139    c = (2  >= f  );
140    c = (p1 >= f  );
141    c = (p1 >= p2 );
142    c = (p1 >= 2.2);
143    c = (p1 >= 2  );
144    c = (2.2>= p2 );
145    c = (2  >= p2 );
146   
147    c = (e  == f  );
148    c = (e  == 2.2);
149    c = (e  == 2  );
150    c = (e  == p1 );
151    c = (2.2== f  );
152    c = (2  == f  );
153    c = (p1 == f  );
154    //c = (p1 == p2 );
155    c = (p1 == 2.2);
156    c = (p1 == 2  );
157    c = (2.2== p2 );
158    c = (2  == p2 );
159   
160    c = (2 <= e <= 3);
161    c = (2 <= p1<= 3);
162   
163    c = (2 >= e >= 3);
164    c = (2 >= p1>= 3);
165   
166    e[x[3]]=2;
167    e[x[3]]=4;
168    e[x[3]]=1;
169    e.constComp()=12;
170   
171    lp.addRow(LP::INF,e,23);
172    lp.addRow(LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
173    lp.addRow(LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
174   
175    lp.addRow(x[1]+x[3]<=x[5]-3);
176    lp.addRow(-7<=x[1]+x[3]-12<=3);
177    lp.addRow(x[1]<=x[5]);
178  }
179 
180  {
181    LP::DualExpr e,f,g;
182    LP::Row p1,p2,p3,p4,p5;
183   
184    e[p1]=2;
185    e[p1]+=2;
186    e[p1]-=2;
187   
188    e=p1;
189    e=f;
190   
191    e+=p1;
192    e+=f;
193   
194    e-=p1;
195    e-=f;
196   
197    e*=2;
198    e*=2.2;
199    e/=2;
200    e/=2.2;
201   
202    e=((p1+p2)+(p1-p2)+
203       (p1+f)+(f+p1)+(f+g)+
204       (p1-f)+(f-p1)+(f-g)+
205       2.2*f+f*2.2+f/2.2+
206       2*f+f*2+f/2+
207       2.2*p1+p1*2.2+p1/2.2+
208       2*p1+p1*2+p1/2
209       );
210  }
211 
212#endif
213}
214
215void solveAndCheck(LpSolverBase& lp, LpSolverBase::SolutionStatus stat,
216                   double exp_opt) {
217  using std::string;
218  lp.solve();
219  //int decimal,sign;
220  std::ostringstream buf;
221  buf << "Primalstatus should be: " << int(stat);
222
223  //  itoa(stat,buf1, 10);
224  check(lp.primalStatus()==stat, buf.str());
225
226  if (stat ==  LpSolverBase::OPTIMAL) {
227    std::ostringstream buf;
228    buf << "Wrong optimal value: the right optimum is " << exp_opt;
229    check(std::abs(lp.primalValue()-exp_opt) < 1e-3, buf.str());
230    //+ecvt(exp_opt,2)
231  }
232}
233 
234void aTest(LpSolverBase & lp)
235{
236  typedef LpSolverBase LP;
237
238 //The following example is very simple
239
240  typedef LpSolverBase::Row Row;
241  typedef LpSolverBase::Col Col;
242
243
244  Col x1 = lp.addCol();
245  Col x2 = lp.addCol();
246
247
248  //Constraints
249  Row upright=lp.addRow(x1+x2 <=1); 
250  lp.addRow(x1+x2 >=-1); 
251  lp.addRow(x1-x2 <=1); 
252  lp.addRow(x1-x2 >=-1); 
253  //Nonnegativity of the variables
254  lp.colLowerBound(x1, 0);
255  lp.colLowerBound(x2, 0);
256  //Objective function
257  lp.setObj(x1+x2);
258
259  lp.max();
260
261  //Maximization of x1+x2
262  //over the triangle with vertices (0,0) (0,1) (1,0)
263  double expected_opt=1;
264  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
265 
266  //Minimization
267  lp.min();
268  expected_opt=0;
269  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
270 
271  //Vertex (-1,0) instead of (0,0)
272  lp.colLowerBound(x1, -LpSolverBase::INF);
273  expected_opt=-1;
274  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
275
276  //Erase one constraint and return to maximization
277  lp.eraseRow(upright);
278  lp.max();
279  expected_opt=LpSolverBase::INF;
280  solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt);
281
282  //Infeasibilty
283  lp.addRow(x1+x2 <=-2); 
284  solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt);
285
286  //Change problem and forget to solve
287  lp.min();
288  check(lp.primalStatus()==LpSolverBase::UNDEFINED,"Primalstatus should be UNDEFINED");
289
290//   lp.solve();
291//   if (lp.primalStatus()==LpSolverBase::OPTIMAL){
292//     std::cout<< "Z = "<<lp.primalValue()
293//           << " (error = " << lp.primalValue()-expected_opt
294//           << "); x1 = "<<lp.primal(x1)
295//           << "; x2 = "<<lp.primal(x2)
296//           <<std::endl;
297   
298//   }
299//   else{
300//     std::cout<<lp.primalStatus()<<std::endl;
301//     std::cout<<"Optimal solution not found!"<<std::endl;
302//   }
303
304 
305
306}
307
308
309int main()
310{
311  LpSkeleton lp_skel;
312  lpTest(lp_skel);
313
314#ifdef HAVE_GLPK
315  LpGlpk lp_glpk1,lp_glpk2;
316  lpTest(lp_glpk1);
317  aTest(lp_glpk2);
318#endif
319
320#ifdef HAVE_CPLEX
321  LpCplex lp_cplex1,lp_cplex2;
322  lpTest(lp_cplex1);
323  aTest(lp_cplex2);
324#endif
325
326  return 0;
327}
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