1 | /* -*- mode: C++; indent-tabs-mode: nil; -*- |
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2 | * |
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3 | * This file is a part of LEMON, a generic C++ optimization library. |
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4 | * |
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5 | * Copyright (C) 2003-2010 |
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6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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8 | * |
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9 | * Permission to use, modify and distribute this software is granted |
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10 | * provided that this copyright notice appears in all copies. For |
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11 | * precise terms see the accompanying LICENSE file. |
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12 | * |
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13 | * This software is provided "AS IS" with no warranty of any kind, |
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14 | * express or implied, and with no claim as to its suitability for any |
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15 | * purpose. |
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16 | * |
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17 | */ |
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18 | |
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19 | namespace lemon { |
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20 | /** |
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21 | [PAGE]sec_lp[PAGE] Linear Programming Interface |
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22 | |
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23 | Linear programming (LP) is one of the most important general methods of |
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24 | operations research. Countless optimization problems can be formulated |
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25 | and solved using LP techniques. |
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26 | Therefore, developing efficient LP solvers has been of high practical |
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27 | interest for a long time. |
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28 | Nowadays various efficient LP solvers are available, including both |
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29 | open source and commercial software packages. |
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30 | Therefore, LEMON does not implement its own solver, but it features |
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31 | wrapper classes for several known LP packages providing a common |
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32 | high-level interface for all of them. |
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33 | |
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34 | The advantage of this approach is twofold. First, our C++ interface is |
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35 | more comfortable than the typical native interfaces of the solvers. |
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36 | Second, changing the underlying solver in a certain application using |
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37 | LEMON's LP interface needs no effort. So, for example, one may try her |
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38 | idea using an open source solver, demonstrate its usability for a customer |
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39 | and if it works well, but the performance should be improved, then the |
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40 | customer may decide to purchase and use a better commercial solver. |
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41 | |
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42 | Currently, the following linear and mixed integer programming packages are |
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43 | supported: GLPK, Clp, Cbc, ILOG CPLEX and SoPlex. |
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44 | However, additional wrapper classes for new solvers can also be implemented |
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45 | quite easily. |
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46 | |
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47 | In this section, we will show two examples. The first one shows how simple |
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48 | it is to formalize and solve an LP problem in LEMON, while the second one |
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49 | shows how LEMON facilitates solving network optimization problems using LP |
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50 | solvers. |
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51 | |
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52 | \code |
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53 | Lp lp; |
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54 | |
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55 | Lp::Col x1 = lp.addCol(); |
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56 | Lp::Col x2 = lp.addCol(); |
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57 | |
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58 | lp.addRow(0 <= x1 + x2 <= 100); |
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59 | lp.addRow(2 * x1 <= x2 + 32); |
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60 | |
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61 | lp.colLowerBound(x1, 0); |
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62 | lp.colUpperBound(x2, 100); |
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63 | |
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64 | lp.max(); |
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65 | lp.obj(10 * x1 + 6 * x2); |
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66 | lp.solve(); |
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67 | |
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68 | cout << "Objective function value: " << lp.primal() << endl; |
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69 | cout << "x1 = " << lp.primal(x1) << endl; |
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70 | cout << "x2 = " << lp.primal(x2) << endl; |
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71 | \endcode |
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72 | |
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73 | \ref LpBase::Col "Lp::Col" type represents the variables in the LP problems, |
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74 | while \ref LpBase::Row "Lp::Row" represents the constraints. The numerical |
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75 | operators can be used to form expressions from columns and dual |
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76 | expressions from rows. Due to the suitable operator overloads, |
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77 | a problem can be described in C++ conveniently, directly as it is |
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78 | expressed in mathematics. |
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79 | |
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80 | The following example solves a maximum flow problem with linear |
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81 | programming. Several other graph optimization problems can also be |
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82 | expressed as linear programs and this interface helps to solve them easily |
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83 | (though usually not so efficiently as by a direct combinatorial method). |
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84 | |
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85 | \code |
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86 | Lp lp; |
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87 | ListDigraph::ArcMap<Lp::Col> f(g); |
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88 | lp.addColSet(f); |
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89 | |
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90 | // Capacity constraints |
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91 | for (ListDigraph::ArcIt a(g); a != INVALID; ++a) { |
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92 | lp.colLowerBound(f[a], 0); |
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93 | lp.colUpperBound(f[a], capacity[a]); |
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94 | } |
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95 | |
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96 | // Flow conservation constraints |
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97 | for (ListDigraph::NodeIt n(g); n != INVALID; ++n) { |
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98 | if (n == src || n == trg) continue; |
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99 | Lp::Expr e; |
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100 | for (ListDigraph::OutArcIt a(g,n); a != INVALID; ++a) e += f[a]; |
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101 | for (ListDigraph::InArcIt a(g,n); a != INVALID; ++a) e -= f[a]; |
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102 | lp.addRow(e == 0); |
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103 | } |
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104 | |
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105 | // Objective function |
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106 | Lp::Expr o; |
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107 | for (ListDigraph::OutArcIt a(g,src); a != INVALID; ++a) o += f[a]; |
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108 | for (ListDigraph::InArcIt a(g,src); a != INVALID; ++a) o -= f[a]; |
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109 | |
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110 | lp.max(); |
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111 | lp.obj(o); |
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112 | lp.solve(); |
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113 | \endcode |
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114 | |
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115 | [TRAILER] |
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116 | */ |
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117 | } |
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