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 "test_tools.h" |
---|
20 | |
---|
21 | |
---|
22 | #ifdef HAVE_CONFIG_H |
---|
23 | #include <config.h> |
---|
24 | #endif |
---|
25 | |
---|
26 | #ifdef HAVE_CPLEX |
---|
27 | #include <lemon/mip_cplex.h> |
---|
28 | #endif |
---|
29 | |
---|
30 | #ifdef HAVE_GLPK |
---|
31 | #include <lemon/mip_glpk.h> |
---|
32 | #endif |
---|
33 | |
---|
34 | |
---|
35 | using namespace lemon; |
---|
36 | |
---|
37 | void solveAndCheck(MipSolverBase& lp, MipSolverBase::SolutionStatus stat, |
---|
38 | double exp_opt) { |
---|
39 | using std::string; |
---|
40 | |
---|
41 | lp.solve(); |
---|
42 | //int decimal,sign; |
---|
43 | std::ostringstream buf; |
---|
44 | buf << "Primalstatus should be: " << int(stat)<<" and it is "<<int(lp.mipStatus()); |
---|
45 | |
---|
46 | |
---|
47 | // itoa(stat,buf1, 10); |
---|
48 | check(lp.mipStatus()==stat, buf.str()); |
---|
49 | |
---|
50 | if (stat == MipSolverBase::OPTIMAL) { |
---|
51 | std::ostringstream sbuf; |
---|
52 | buf << "Wrong optimal value: the right optimum is " << exp_opt; |
---|
53 | check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str()); |
---|
54 | //+ecvt(exp_opt,2) |
---|
55 | } |
---|
56 | } |
---|
57 | |
---|
58 | void aTest(MipSolverBase& mip) |
---|
59 | { |
---|
60 | //The following example is very simple |
---|
61 | |
---|
62 | |
---|
63 | typedef MipSolverBase::Row Row; |
---|
64 | typedef MipSolverBase::Col Col; |
---|
65 | |
---|
66 | |
---|
67 | |
---|
68 | Col x1 = mip.addCol(); |
---|
69 | Col x2 = mip.addCol(); |
---|
70 | |
---|
71 | |
---|
72 | //Objective function |
---|
73 | mip.obj(x1); |
---|
74 | |
---|
75 | mip.max(); |
---|
76 | |
---|
77 | |
---|
78 | //Unconstrained optimization |
---|
79 | mip.solve(); |
---|
80 | //Check it out! |
---|
81 | |
---|
82 | //Constraints |
---|
83 | mip.addRow(2*x1+x2 <=2); |
---|
84 | mip.addRow(x1-2*x2 <=0); |
---|
85 | |
---|
86 | //Nonnegativity of the variable x1 |
---|
87 | mip.colLowerBound(x1, 0); |
---|
88 | |
---|
89 | //Maximization of x1 |
---|
90 | //over the triangle with vertices (0,0),(4/5,2/5),(0,2) |
---|
91 | double expected_opt=4.0/5.0; |
---|
92 | solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt); |
---|
93 | |
---|
94 | //Restrict x2 to integer |
---|
95 | mip.colType(x2,MipSolverBase::INT); |
---|
96 | expected_opt=1.0/2.0; |
---|
97 | solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt); |
---|
98 | |
---|
99 | |
---|
100 | //Restrict both to integer |
---|
101 | mip.colType(x1,MipSolverBase::INT); |
---|
102 | expected_opt=0; |
---|
103 | solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt); |
---|
104 | |
---|
105 | |
---|
106 | |
---|
107 | } |
---|
108 | |
---|
109 | |
---|
110 | int main() |
---|
111 | { |
---|
112 | |
---|
113 | #ifdef HAVE_GLPK |
---|
114 | MipGlpk mip1; |
---|
115 | aTest(mip1); |
---|
116 | #endif |
---|
117 | |
---|
118 | #ifdef HAVE_CPLEX |
---|
119 | MipCplex mip2; |
---|
120 | aTest(mip2); |
---|
121 | #endif |
---|
122 | |
---|
123 | return 0; |
---|
124 | |
---|
125 | } |
---|