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) 2003-2008 |
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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 | #include <iostream> |
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20 | #include <lemon/lp_soplex.h> |
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21 | |
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22 | #include <soplex/soplex.h> |
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23 | |
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24 | |
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25 | ///\file |
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26 | ///\brief Implementation of the LEMON-SOPLEX lp solver interface. |
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27 | namespace lemon { |
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28 | |
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29 | LpSoplex::LpSoplex() { |
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30 | soplex = new soplex::SoPlex; |
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31 | } |
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32 | |
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33 | LpSoplex::~LpSoplex() { |
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34 | delete soplex; |
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35 | } |
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36 | |
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37 | LpSoplex::LpSoplex(const LpSoplex& lp) { |
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38 | rows = lp.rows; |
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39 | cols = lp.cols; |
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40 | |
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41 | soplex = new soplex::SoPlex; |
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42 | (*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex); |
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43 | |
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44 | _col_names = lp._col_names; |
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45 | _col_names_ref = lp._col_names_ref; |
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46 | |
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47 | _row_names = lp._row_names; |
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48 | _row_names_ref = lp._row_names_ref; |
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49 | |
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50 | } |
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51 | |
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52 | void LpSoplex::_clear_temporals() { |
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53 | _primal_values.clear(); |
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54 | _dual_values.clear(); |
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55 | } |
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56 | |
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57 | LpSoplex* LpSoplex::_newSolver() const { |
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58 | LpSoplex* newlp = new LpSoplex(); |
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59 | return newlp; |
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60 | } |
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61 | |
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62 | LpSoplex* LpSoplex::_cloneSolver() const { |
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63 | LpSoplex* newlp = new LpSoplex(*this); |
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64 | return newlp; |
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65 | } |
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66 | |
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67 | const char* LpSoplex::_solverName() const { return "LpSoplex"; } |
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68 | |
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69 | int LpSoplex::_addCol() { |
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70 | soplex::LPCol c; |
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71 | c.setLower(-soplex::infinity); |
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72 | c.setUpper(soplex::infinity); |
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73 | soplex->addCol(c); |
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74 | |
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75 | _col_names.push_back(std::string()); |
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76 | |
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77 | return soplex->nCols() - 1; |
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78 | } |
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79 | |
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80 | int LpSoplex::_addRow() { |
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81 | soplex::LPRow r; |
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82 | r.setLhs(-soplex::infinity); |
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83 | r.setRhs(soplex::infinity); |
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84 | soplex->addRow(r); |
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85 | |
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86 | _row_names.push_back(std::string()); |
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87 | |
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88 | return soplex->nRows() - 1; |
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89 | } |
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90 | |
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91 | |
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92 | void LpSoplex::_eraseCol(int i) { |
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93 | soplex->removeCol(i); |
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94 | _col_names_ref.erase(_col_names[i]); |
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95 | _col_names[i] = _col_names.back(); |
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96 | _col_names_ref[_col_names.back()] = i; |
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97 | _col_names.pop_back(); |
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98 | } |
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99 | |
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100 | void LpSoplex::_eraseRow(int i) { |
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101 | soplex->removeRow(i); |
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102 | _row_names_ref.erase(_row_names[i]); |
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103 | _row_names[i] = _row_names.back(); |
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104 | _row_names_ref[_row_names.back()] = i; |
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105 | _row_names.pop_back(); |
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106 | } |
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107 | |
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108 | void LpSoplex::_eraseColId(int i) { |
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109 | cols.eraseIndex(i); |
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110 | cols.relocateIndex(i, cols.maxIndex()); |
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111 | } |
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112 | void LpSoplex::_eraseRowId(int i) { |
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113 | rows.eraseIndex(i); |
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114 | rows.relocateIndex(i, rows.maxIndex()); |
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115 | } |
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116 | |
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117 | void LpSoplex::_getColName(int c, std::string &name) const { |
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118 | name = _col_names[c]; |
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119 | } |
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120 | |
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121 | void LpSoplex::_setColName(int c, const std::string &name) { |
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122 | _col_names_ref.erase(_col_names[c]); |
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123 | _col_names[c] = name; |
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124 | if (!name.empty()) { |
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125 | _col_names_ref.insert(std::make_pair(name, c)); |
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126 | } |
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127 | } |
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128 | |
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129 | int LpSoplex::_colByName(const std::string& name) const { |
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130 | std::map<std::string, int>::const_iterator it = |
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131 | _col_names_ref.find(name); |
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132 | if (it != _col_names_ref.end()) { |
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133 | return it->second; |
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134 | } else { |
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135 | return -1; |
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136 | } |
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137 | } |
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138 | |
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139 | void LpSoplex::_getRowName(int r, std::string &name) const { |
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140 | name = _row_names[r]; |
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141 | } |
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142 | |
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143 | void LpSoplex::_setRowName(int r, const std::string &name) { |
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144 | _row_names_ref.erase(_row_names[r]); |
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145 | _row_names[r] = name; |
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146 | if (!name.empty()) { |
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147 | _row_names_ref.insert(std::make_pair(name, r)); |
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148 | } |
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149 | } |
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150 | |
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151 | int LpSoplex::_rowByName(const std::string& name) const { |
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152 | std::map<std::string, int>::const_iterator it = |
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153 | _row_names_ref.find(name); |
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154 | if (it != _row_names_ref.end()) { |
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155 | return it->second; |
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156 | } else { |
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157 | return -1; |
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158 | } |
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159 | } |
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160 | |
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161 | |
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162 | void LpSoplex::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
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163 | for (int j = 0; j < soplex->nCols(); ++j) { |
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164 | soplex->changeElement(i, j, 0.0); |
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165 | } |
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166 | for(ExprIterator it = b; it != e; ++it) { |
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167 | soplex->changeElement(i, it->first, it->second); |
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168 | } |
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169 | } |
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170 | |
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171 | void LpSoplex::_getRowCoeffs(int i, InsertIterator b) const { |
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172 | const soplex::SVector& vec = soplex->rowVector(i); |
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173 | for (int k = 0; k < vec.size(); ++k) { |
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174 | *b = std::make_pair(vec.index(k), vec.value(k)); |
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175 | ++b; |
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176 | } |
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177 | } |
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178 | |
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179 | void LpSoplex::_setColCoeffs(int j, ExprIterator b, ExprIterator e) { |
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180 | for (int i = 0; i < soplex->nRows(); ++i) { |
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181 | soplex->changeElement(i, j, 0.0); |
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182 | } |
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183 | for(ExprIterator it = b; it != e; ++it) { |
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184 | soplex->changeElement(it->first, j, it->second); |
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185 | } |
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186 | } |
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187 | |
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188 | void LpSoplex::_getColCoeffs(int i, InsertIterator b) const { |
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189 | const soplex::SVector& vec = soplex->colVector(i); |
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190 | for (int k = 0; k < vec.size(); ++k) { |
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191 | *b = std::make_pair(vec.index(k), vec.value(k)); |
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192 | ++b; |
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193 | } |
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194 | } |
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195 | |
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196 | void LpSoplex::_setCoeff(int i, int j, Value value) { |
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197 | soplex->changeElement(i, j, value); |
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198 | } |
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199 | |
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200 | LpSoplex::Value LpSoplex::_getCoeff(int i, int j) const { |
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201 | return soplex->rowVector(i)[j]; |
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202 | } |
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203 | |
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204 | void LpSoplex::_setColLowerBound(int i, Value value) { |
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205 | LEMON_ASSERT(value != INF, "Invalid bound"); |
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206 | soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
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207 | } |
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208 | |
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209 | LpSoplex::Value LpSoplex::_getColLowerBound(int i) const { |
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210 | double value = soplex->lower(i); |
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211 | return value != -soplex::infinity ? value : -INF; |
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212 | } |
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213 | |
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214 | void LpSoplex::_setColUpperBound(int i, Value value) { |
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215 | LEMON_ASSERT(value != -INF, "Invalid bound"); |
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216 | soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
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217 | } |
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218 | |
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219 | LpSoplex::Value LpSoplex::_getColUpperBound(int i) const { |
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220 | double value = soplex->upper(i); |
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221 | return value != soplex::infinity ? value : INF; |
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222 | } |
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223 | |
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224 | void LpSoplex::_setRowLowerBound(int i, Value lb) { |
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225 | LEMON_ASSERT(lb != INF, "Invalid bound"); |
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226 | soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i)); |
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227 | } |
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228 | |
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229 | LpSoplex::Value LpSoplex::_getRowLowerBound(int i) const { |
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230 | double res = soplex->lhs(i); |
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231 | return res == -soplex::infinity ? -INF : res; |
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232 | } |
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233 | |
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234 | void LpSoplex::_setRowUpperBound(int i, Value ub) { |
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235 | LEMON_ASSERT(ub != -INF, "Invalid bound"); |
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236 | soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity); |
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237 | } |
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238 | |
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239 | LpSoplex::Value LpSoplex::_getRowUpperBound(int i) const { |
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240 | double res = soplex->rhs(i); |
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241 | return res == soplex::infinity ? INF : res; |
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242 | } |
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243 | |
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244 | void LpSoplex::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
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245 | for (int j = 0; j < soplex->nCols(); ++j) { |
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246 | soplex->changeObj(j, 0.0); |
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247 | } |
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248 | for (ExprIterator it = b; it != e; ++it) { |
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249 | soplex->changeObj(it->first, it->second); |
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250 | } |
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251 | } |
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252 | |
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253 | void LpSoplex::_getObjCoeffs(InsertIterator b) const { |
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254 | for (int j = 0; j < soplex->nCols(); ++j) { |
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255 | Value coef = soplex->obj(j); |
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256 | if (coef != 0.0) { |
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257 | *b = std::make_pair(j, coef); |
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258 | ++b; |
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259 | } |
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260 | } |
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261 | } |
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262 | |
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263 | void LpSoplex::_setObjCoeff(int i, Value obj_coef) { |
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264 | soplex->changeObj(i, obj_coef); |
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265 | } |
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266 | |
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267 | LpSoplex::Value LpSoplex::_getObjCoeff(int i) const { |
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268 | return soplex->obj(i); |
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269 | } |
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270 | |
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271 | LpSoplex::SolveExitStatus LpSoplex::_solve() { |
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272 | |
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273 | _clear_temporals(); |
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274 | |
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275 | soplex::SPxSolver::Status status = soplex->solve(); |
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276 | |
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277 | switch (status) { |
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278 | case soplex::SPxSolver::OPTIMAL: |
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279 | case soplex::SPxSolver::INFEASIBLE: |
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280 | case soplex::SPxSolver::UNBOUNDED: |
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281 | return SOLVED; |
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282 | default: |
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283 | return UNSOLVED; |
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284 | } |
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285 | } |
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286 | |
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287 | LpSoplex::Value LpSoplex::_getPrimal(int i) const { |
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288 | if (_primal_values.empty()) { |
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289 | _primal_values.resize(soplex->nCols()); |
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290 | soplex::Vector pv(_primal_values.size(), &_primal_values.front()); |
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291 | soplex->getPrimal(pv); |
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292 | } |
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293 | return _primal_values[i]; |
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294 | } |
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295 | |
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296 | LpSoplex::Value LpSoplex::_getDual(int i) const { |
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297 | if (_dual_values.empty()) { |
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298 | _dual_values.resize(soplex->nRows()); |
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299 | soplex::Vector dv(_dual_values.size(), &_dual_values.front()); |
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300 | soplex->getDual(dv); |
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301 | } |
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302 | return _dual_values[i]; |
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303 | } |
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304 | |
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305 | LpSoplex::Value LpSoplex::_getPrimalValue() const { |
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306 | return soplex->objValue(); |
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307 | } |
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308 | |
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309 | LpSoplex::VarStatus LpSoplex::_getColStatus(int i) const { |
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310 | switch (soplex->getBasisColStatus(i)) { |
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311 | case soplex::SPxSolver::BASIC: |
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312 | return BASIC; |
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313 | case soplex::SPxSolver::ON_UPPER: |
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314 | return UPPER; |
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315 | case soplex::SPxSolver::ON_LOWER: |
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316 | return LOWER; |
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317 | case soplex::SPxSolver::FIXED: |
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318 | return FIXED; |
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319 | case soplex::SPxSolver::ZERO: |
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320 | return FREE; |
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321 | default: |
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322 | LEMON_ASSERT(false, "Wrong column status"); |
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323 | return VarStatus(); |
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324 | } |
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325 | } |
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326 | |
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327 | LpSoplex::VarStatus LpSoplex::_getRowStatus(int i) const { |
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328 | switch (soplex->getBasisRowStatus(i)) { |
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329 | case soplex::SPxSolver::BASIC: |
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330 | return BASIC; |
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331 | case soplex::SPxSolver::ON_UPPER: |
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332 | return UPPER; |
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333 | case soplex::SPxSolver::ON_LOWER: |
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334 | return LOWER; |
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335 | case soplex::SPxSolver::FIXED: |
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336 | return FIXED; |
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337 | case soplex::SPxSolver::ZERO: |
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338 | return FREE; |
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339 | default: |
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340 | LEMON_ASSERT(false, "Wrong row status"); |
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341 | return VarStatus(); |
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342 | } |
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343 | } |
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344 | |
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345 | LpSoplex::Value LpSoplex::_getPrimalRay(int i) const { |
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346 | if (_primal_ray.empty()) { |
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347 | _primal_ray.resize(soplex->nCols()); |
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348 | soplex::Vector pv(_primal_ray.size(), &_primal_ray.front()); |
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349 | soplex->getDualfarkas(pv); |
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350 | } |
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351 | return _primal_ray[i]; |
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352 | } |
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353 | |
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354 | LpSoplex::Value LpSoplex::_getDualRay(int i) const { |
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355 | if (_dual_ray.empty()) { |
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356 | _dual_ray.resize(soplex->nRows()); |
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357 | soplex::Vector dv(_dual_ray.size(), &_dual_ray.front()); |
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358 | soplex->getDualfarkas(dv); |
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359 | } |
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360 | return _dual_ray[i]; |
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361 | } |
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362 | |
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363 | LpSoplex::ProblemType LpSoplex::_getPrimalType() const { |
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364 | switch (soplex->status()) { |
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365 | case soplex::SPxSolver::OPTIMAL: |
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366 | return OPTIMAL; |
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367 | case soplex::SPxSolver::UNBOUNDED: |
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368 | return UNBOUNDED; |
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369 | case soplex::SPxSolver::INFEASIBLE: |
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370 | return INFEASIBLE; |
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371 | default: |
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372 | return UNDEFINED; |
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373 | } |
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374 | } |
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375 | |
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376 | LpSoplex::ProblemType LpSoplex::_getDualType() const { |
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377 | switch (soplex->status()) { |
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378 | case soplex::SPxSolver::OPTIMAL: |
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379 | return OPTIMAL; |
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380 | case soplex::SPxSolver::UNBOUNDED: |
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381 | return UNBOUNDED; |
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382 | case soplex::SPxSolver::INFEASIBLE: |
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383 | return INFEASIBLE; |
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384 | default: |
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385 | return UNDEFINED; |
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386 | } |
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387 | } |
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388 | |
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389 | void LpSoplex::_setSense(Sense sense) { |
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390 | switch (sense) { |
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391 | case MIN: |
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392 | soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
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393 | break; |
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394 | case MAX: |
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395 | soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
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396 | } |
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397 | } |
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398 | |
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399 | LpSoplex::Sense LpSoplex::_getSense() const { |
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400 | switch (soplex->spxSense()) { |
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401 | case soplex::SPxSolver::MAXIMIZE: |
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402 | return MAX; |
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403 | case soplex::SPxSolver::MINIMIZE: |
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404 | return MIN; |
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405 | default: |
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406 | LEMON_ASSERT(false, "Wrong sense."); |
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407 | return LpSoplex::Sense(); |
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408 | } |
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409 | } |
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410 | |
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411 | void LpSoplex::_clear() { |
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412 | soplex->clear(); |
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413 | _col_names.clear(); |
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414 | _col_names_ref.clear(); |
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415 | _row_names.clear(); |
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416 | _row_names_ref.clear(); |
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417 | cols.clear(); |
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418 | rows.clear(); |
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419 | _clear_temporals(); |
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420 | } |
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421 | |
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422 | } //namespace lemon |
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423 | |
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