COIN-OR::LEMON - Graph Library

source: lemon-main/lemon/glpk.h @ 565:7ab97e2a0c33

Last change on this file since 565:7ab97e2a0c33 was 565:7ab97e2a0c33, checked in by Balazs Dezso <deba@…>, 15 years ago

Fixing presolver and basis handling (#255)

File size: 6.8 KB
Line 
1/* -*- mode: C++; indent-tabs-mode: nil; -*-
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#ifndef LEMON_GLPK_H
20#define LEMON_GLPK_H
21
22///\file
23///\brief Header of the LEMON-GLPK lp solver interface.
24///\ingroup lp_group
25
26#include <lemon/lp_base.h>
27
28// forward declaration
29#ifndef _GLP_PROB
30#define _GLP_PROB
31typedef struct { double _prob; } glp_prob;
32/* LP/MIP problem object */
33#endif
34
35namespace lemon {
36
37
38  /// \brief Base interface for the GLPK LP and MIP solver
39  ///
40  /// This class implements the common interface of the GLPK LP and MIP solver.
41  /// \ingroup lp_group
42  class GlpkBase : virtual public LpBase {
43  protected:
44
45    typedef glp_prob LPX;
46    glp_prob* lp;
47
48    GlpkBase();
49    GlpkBase(const GlpkBase&);
50    virtual ~GlpkBase();
51
52  protected:
53
54    virtual int _addCol();
55    virtual int _addRow();
56
57    virtual void _eraseCol(int i);
58    virtual void _eraseRow(int i);
59
60    virtual void _eraseColId(int i);
61    virtual void _eraseRowId(int i);
62
63    virtual void _getColName(int col, std::string& name) const;
64    virtual void _setColName(int col, const std::string& name);
65    virtual int _colByName(const std::string& name) const;
66
67    virtual void _getRowName(int row, std::string& name) const;
68    virtual void _setRowName(int row, const std::string& name);
69    virtual int _rowByName(const std::string& name) const;
70
71    virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e);
72    virtual void _getRowCoeffs(int i, InsertIterator b) const;
73
74    virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e);
75    virtual void _getColCoeffs(int i, InsertIterator b) const;
76
77    virtual void _setCoeff(int row, int col, Value value);
78    virtual Value _getCoeff(int row, int col) const;
79
80    virtual void _setColLowerBound(int i, Value value);
81    virtual Value _getColLowerBound(int i) const;
82
83    virtual void _setColUpperBound(int i, Value value);
84    virtual Value _getColUpperBound(int i) const;
85
86    virtual void _setRowLowerBound(int i, Value value);
87    virtual Value _getRowLowerBound(int i) const;
88
89    virtual void _setRowUpperBound(int i, Value value);
90    virtual Value _getRowUpperBound(int i) const;
91
92    virtual void _setObjCoeffs(ExprIterator b, ExprIterator e);
93    virtual void _getObjCoeffs(InsertIterator b) const;
94
95    virtual void _setObjCoeff(int i, Value obj_coef);
96    virtual Value _getObjCoeff(int i) const;
97
98    virtual void _setSense(Sense);
99    virtual Sense _getSense() const;
100
101    virtual void _clear();
102
103  private:
104
105    static void freeEnv();
106
107    struct FreeEnvHelper {
108      ~FreeEnvHelper() {
109        freeEnv();
110      }
111    };
112   
113    static FreeEnvHelper freeEnvHelper;
114   
115  public:
116
117    ///Pointer to the underlying GLPK data structure.
118    LPX *lpx() {return lp;}
119    ///Const pointer to the underlying GLPK data structure.
120    const LPX *lpx() const {return lp;}
121
122    ///Returns the constraint identifier understood by GLPK.
123    int lpxRow(Row r) const { return rows(id(r)); }
124
125    ///Returns the variable identifier understood by GLPK.
126    int lpxCol(Col c) const { return cols(id(c)); }
127
128  };
129
130  /// \brief Interface for the GLPK LP solver
131  ///
132  /// This class implements an interface for the GLPK LP solver.
133  ///\ingroup lp_group
134  class GlpkLp : public LpSolver, public GlpkBase {
135  public:
136
137    ///\e
138    GlpkLp();
139    ///\e
140    GlpkLp(const GlpkLp&);
141
142    ///\e
143    virtual GlpkLp* cloneSolver() const;
144    ///\e
145    virtual GlpkLp* newSolver() const;
146
147  private:
148
149    mutable std::vector<double> _primal_ray;
150    mutable std::vector<double> _dual_ray;
151
152    void _clear_temporals();
153
154  protected:
155
156    virtual const char* _solverName() const;
157
158    virtual SolveExitStatus _solve();
159    virtual Value _getPrimal(int i) const;
160    virtual Value _getDual(int i) const;
161
162    virtual Value _getPrimalValue() const;
163
164    virtual VarStatus _getColStatus(int i) const;
165    virtual VarStatus _getRowStatus(int i) const;
166
167    virtual Value _getPrimalRay(int i) const;
168    virtual Value _getDualRay(int i) const;
169
170    virtual ProblemType _getPrimalType() const;
171    virtual ProblemType _getDualType() const;
172
173  public:
174
175    ///Solve with primal simplex
176    SolveExitStatus solvePrimal();
177
178    ///Solve with dual simplex
179    SolveExitStatus solveDual();
180
181  private:
182
183    bool _presolve;
184
185  public:
186
187    ///Turns on or off the presolver
188
189    ///Turns on (\c b is \c true) or off (\c b is \c false) the presolver
190    ///
191    ///The presolver is off by default.
192    void presolver(bool presolve);
193
194    ///Enum for \c messageLevel() parameter
195    enum MessageLevel {
196      /// no output (default value)
197      MESSAGE_NO_OUTPUT = 0,
198      /// error messages only
199      MESSAGE_ERROR_MESSAGE = 1,
200      /// normal output
201      MESSAGE_NORMAL_OUTPUT = 2,
202      /// full output (includes informational messages)
203      MESSAGE_FULL_OUTPUT = 3
204    };
205
206  private:
207
208    MessageLevel _message_level;
209
210  public:
211
212    ///Set the verbosity of the messages
213
214    ///Set the verbosity of the messages
215    ///
216    ///\param m is the level of the messages output by the solver routines.
217    void messageLevel(MessageLevel m);
218  };
219
220  /// \brief Interface for the GLPK MIP solver
221  ///
222  /// This class implements an interface for the GLPK MIP solver.
223  ///\ingroup lp_group
224  class GlpkMip : public MipSolver, public GlpkBase {
225  public:
226
227    ///\e
228    GlpkMip();
229    ///\e
230    GlpkMip(const GlpkMip&);
231
232    virtual GlpkMip* cloneSolver() const;
233    virtual GlpkMip* newSolver() const;
234
235  protected:
236
237    virtual const char* _solverName() const;
238
239    virtual ColTypes _getColType(int col) const;
240    virtual void _setColType(int col, ColTypes col_type);
241
242    virtual SolveExitStatus _solve();
243    virtual ProblemType _getType() const;
244    virtual Value _getSol(int i) const;
245    virtual Value _getSolValue() const;
246
247    ///Enum for \c messageLevel() parameter
248    enum MessageLevel {
249      /// no output (default value)
250      MESSAGE_NO_OUTPUT = 0,
251      /// error messages only
252      MESSAGE_ERROR_MESSAGE = 1,
253      /// normal output
254      MESSAGE_NORMAL_OUTPUT = 2,
255      /// full output (includes informational messages)
256      MESSAGE_FULL_OUTPUT = 3
257    };
258
259  private:
260
261    MessageLevel _message_level;
262
263  public:
264
265    ///Set the verbosity of the messages
266
267    ///Set the verbosity of the messages
268    ///
269    ///\param m is the level of the messages output by the solver routines.
270    void messageLevel(MessageLevel m);
271  };
272
273
274} //END OF NAMESPACE LEMON
275
276#endif //LEMON_GLPK_H
277
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