COIN-OR::LEMON - Graph Library

source: lemon-0.x/test/lp_test.cc @ 2288:ef8af928c54e

Last change on this file since 2288:ef8af928c54e was 2264:90c66dc93ca4, checked in by athos, 14 years ago

A little test was born for Expr::simplify().

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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#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
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    std::ostringstream buf;
180
181
182    //Checking the simplify function
183
184//     //How to check the simplify function? A map gives no information
185//     //on the question whether a given key is or is not stored in it, or
186//     //it does?
187//   Yes, it does, using the find() function.
188    e=((p1+p2)+(p1-p2));
189    e.simplify();
190    buf << "Coeff. of p2 should be 0";
191    //    std::cout<<e[p1]<<e[p2]<<e[p3]<<std::endl;
192    check(e.find(p2)==e.end(), buf.str());
193
194     
195
196
197    e=((p1+p2)+(p1-0.99*p2));
198    double tolerance=0.001;
199    e.simplify(tolerance);
200    buf << "Coeff. of p2 should be 0.01";
201    check(e[p2]>0, buf.str());
202   
203    tolerance=0.02;
204    e.simplify(tolerance);
205    buf << "Coeff. of p2 should be 0";
206    check(e.find(p2)==e.end(), buf.str());
207   
208
209  }
210 
211  {
212    LP::DualExpr e,f,g;
213    LP::Row p1,p2,p3,p4,p5;
214   
215    e[p1]=2;
216    e[p1]+=2;
217    e[p1]-=2;
218   
219    e=p1;
220    e=f;
221   
222    e+=p1;
223    e+=f;
224   
225    e-=p1;
226    e-=f;
227   
228    e*=2;
229    e*=2.2;
230    e/=2;
231    e/=2.2;
232   
233    e=((p1+p2)+(p1-p2)+
234       (p1+f)+(f+p1)+(f+g)+
235       (p1-f)+(f-p1)+(f-g)+
236       2.2*f+f*2.2+f/2.2+
237       2*f+f*2+f/2+
238       2.2*p1+p1*2.2+p1/2.2+
239       2*p1+p1*2+p1/2
240       );
241  }
242 
243#endif
244}
245
246void solveAndCheck(LpSolverBase& lp, LpSolverBase::SolutionStatus stat,
247                   double exp_opt) {
248  using std::string;
249  lp.solve();
250  //int decimal,sign;
251  std::ostringstream buf;
252  buf << "Primalstatus should be: " << int(stat);
253
254  //  itoa(stat,buf1, 10);
255  check(lp.primalStatus()==stat, buf.str());
256
257  if (stat ==  LpSolverBase::OPTIMAL) {
258    std::ostringstream buf;
259    buf << "Wrong optimal value: the right optimum is " << exp_opt;
260    check(std::abs(lp.primalValue()-exp_opt) < 1e-3, buf.str());
261    //+ecvt(exp_opt,2)
262  }
263}
264 
265void aTest(LpSolverBase & lp)
266{
267  typedef LpSolverBase LP;
268
269 //The following example is very simple
270
271  typedef LpSolverBase::Row Row;
272  typedef LpSolverBase::Col Col;
273
274
275  Col x1 = lp.addCol();
276  Col x2 = lp.addCol();
277
278
279  //Constraints
280  Row upright=lp.addRow(x1+x2 <=1); 
281  lp.addRow(x1+x2 >=-1); 
282  lp.addRow(x1-x2 <=1); 
283  lp.addRow(x1-x2 >=-1); 
284  //Nonnegativity of the variables
285  lp.colLowerBound(x1, 0);
286  lp.colLowerBound(x2, 0);
287  //Objective function
288  lp.setObj(x1+x2);
289
290  lp.max();
291
292  //Maximization of x1+x2
293  //over the triangle with vertices (0,0) (0,1) (1,0)
294  double expected_opt=1;
295  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
296 
297  //Minimization
298  lp.min();
299  expected_opt=0;
300  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
301 
302  //Vertex (-1,0) instead of (0,0)
303  lp.colLowerBound(x1, -LpSolverBase::INF);
304  expected_opt=-1;
305  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
306
307  //Erase one constraint and return to maximization
308  lp.eraseRow(upright);
309  lp.max();
310  expected_opt=LpSolverBase::INF;
311  solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt);
312
313  //Infeasibilty
314  lp.addRow(x1+x2 <=-2); 
315  solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt);
316
317  //Change problem and forget to solve
318  lp.min();
319  check(lp.primalStatus()==LpSolverBase::UNDEFINED,"Primalstatus should be UNDEFINED");
320
321//   lp.solve();
322//   if (lp.primalStatus()==LpSolverBase::OPTIMAL){
323//     std::cout<< "Z = "<<lp.primalValue()
324//           << " (error = " << lp.primalValue()-expected_opt
325//           << "); x1 = "<<lp.primal(x1)
326//           << "; x2 = "<<lp.primal(x2)
327//           <<std::endl;
328   
329//   }
330//   else{
331//     std::cout<<lp.primalStatus()<<std::endl;
332//     std::cout<<"Optimal solution not found!"<<std::endl;
333//   }
334
335 
336
337}
338
339
340int main()
341{
342  LpSkeleton lp_skel;
343  lpTest(lp_skel);
344
345#ifdef HAVE_GLPK
346  LpGlpk lp_glpk1,lp_glpk2;
347  lpTest(lp_glpk1);
348  aTest(lp_glpk2);
349#endif
350
351#ifdef HAVE_CPLEX
352  LpCplex lp_cplex1,lp_cplex2;
353  lpTest(lp_cplex1);
354  aTest(lp_cplex2);
355#endif
356
357  return 0;
358}
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