[484] | 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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[1270] | 5 | * Copyright (C) 2003-2013 |
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[484] | 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/soplex.h> |
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| 21 | |
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[586] | 22 | #include <soplex.h> |
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[623] | 23 | #include <spxout.h> |
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[484] | 24 | |
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| 25 | |
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| 26 | ///\file |
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| 27 | ///\brief Implementation of the LEMON-SOPLEX lp solver interface. |
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| 28 | namespace lemon { |
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| 29 | |
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[485] | 30 | SoplexLp::SoplexLp() { |
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[484] | 31 | soplex = new soplex::SoPlex; |
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[623] | 32 | messageLevel(MESSAGE_NOTHING); |
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[484] | 33 | } |
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| 34 | |
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[485] | 35 | SoplexLp::~SoplexLp() { |
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[484] | 36 | delete soplex; |
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| 37 | } |
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| 38 | |
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[485] | 39 | SoplexLp::SoplexLp(const SoplexLp& lp) { |
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[484] | 40 | rows = lp.rows; |
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| 41 | cols = lp.cols; |
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| 42 | |
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| 43 | soplex = new soplex::SoPlex; |
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| 44 | (*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex); |
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| 45 | |
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| 46 | _col_names = lp._col_names; |
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| 47 | _col_names_ref = lp._col_names_ref; |
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| 48 | |
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| 49 | _row_names = lp._row_names; |
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| 50 | _row_names_ref = lp._row_names_ref; |
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| 51 | |
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[623] | 52 | messageLevel(MESSAGE_NOTHING); |
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[484] | 53 | } |
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| 54 | |
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[485] | 55 | void SoplexLp::_clear_temporals() { |
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[484] | 56 | _primal_values.clear(); |
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| 57 | _dual_values.clear(); |
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| 58 | } |
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| 59 | |
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[587] | 60 | SoplexLp* SoplexLp::newSolver() const { |
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[485] | 61 | SoplexLp* newlp = new SoplexLp(); |
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[484] | 62 | return newlp; |
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| 63 | } |
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| 64 | |
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[587] | 65 | SoplexLp* SoplexLp::cloneSolver() const { |
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[485] | 66 | SoplexLp* newlp = new SoplexLp(*this); |
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[484] | 67 | return newlp; |
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| 68 | } |
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| 69 | |
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[485] | 70 | const char* SoplexLp::_solverName() const { return "SoplexLp"; } |
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[484] | 71 | |
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[485] | 72 | int SoplexLp::_addCol() { |
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[484] | 73 | soplex::LPCol c; |
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| 74 | c.setLower(-soplex::infinity); |
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| 75 | c.setUpper(soplex::infinity); |
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| 76 | soplex->addCol(c); |
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| 77 | |
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| 78 | _col_names.push_back(std::string()); |
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| 79 | |
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| 80 | return soplex->nCols() - 1; |
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| 81 | } |
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| 82 | |
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[485] | 83 | int SoplexLp::_addRow() { |
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[484] | 84 | soplex::LPRow r; |
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| 85 | r.setLhs(-soplex::infinity); |
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| 86 | r.setRhs(soplex::infinity); |
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| 87 | soplex->addRow(r); |
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| 88 | |
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| 89 | _row_names.push_back(std::string()); |
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| 90 | |
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| 91 | return soplex->nRows() - 1; |
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| 92 | } |
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| 93 | |
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[793] | 94 | int SoplexLp::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) { |
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| 95 | soplex::DSVector v; |
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| 96 | for (ExprIterator it = b; it != e; ++it) { |
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| 97 | v.add(it->first, it->second); |
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| 98 | } |
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| 99 | soplex::LPRow r(l, v, u); |
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| 100 | soplex->addRow(r); |
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| 101 | |
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| 102 | _row_names.push_back(std::string()); |
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| 103 | |
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| 104 | return soplex->nRows() - 1; |
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| 105 | } |
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| 106 | |
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[484] | 107 | |
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[485] | 108 | void SoplexLp::_eraseCol(int i) { |
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[484] | 109 | soplex->removeCol(i); |
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| 110 | _col_names_ref.erase(_col_names[i]); |
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| 111 | _col_names[i] = _col_names.back(); |
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| 112 | _col_names_ref[_col_names.back()] = i; |
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| 113 | _col_names.pop_back(); |
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| 114 | } |
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| 115 | |
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[485] | 116 | void SoplexLp::_eraseRow(int i) { |
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[484] | 117 | soplex->removeRow(i); |
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| 118 | _row_names_ref.erase(_row_names[i]); |
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| 119 | _row_names[i] = _row_names.back(); |
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| 120 | _row_names_ref[_row_names.back()] = i; |
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| 121 | _row_names.pop_back(); |
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| 122 | } |
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| 123 | |
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[485] | 124 | void SoplexLp::_eraseColId(int i) { |
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[484] | 125 | cols.eraseIndex(i); |
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| 126 | cols.relocateIndex(i, cols.maxIndex()); |
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| 127 | } |
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[485] | 128 | void SoplexLp::_eraseRowId(int i) { |
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[484] | 129 | rows.eraseIndex(i); |
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| 130 | rows.relocateIndex(i, rows.maxIndex()); |
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| 131 | } |
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| 132 | |
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[485] | 133 | void SoplexLp::_getColName(int c, std::string &name) const { |
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[484] | 134 | name = _col_names[c]; |
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| 135 | } |
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| 136 | |
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[485] | 137 | void SoplexLp::_setColName(int c, const std::string &name) { |
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[484] | 138 | _col_names_ref.erase(_col_names[c]); |
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| 139 | _col_names[c] = name; |
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| 140 | if (!name.empty()) { |
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| 141 | _col_names_ref.insert(std::make_pair(name, c)); |
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| 142 | } |
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| 143 | } |
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| 144 | |
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[485] | 145 | int SoplexLp::_colByName(const std::string& name) const { |
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[484] | 146 | std::map<std::string, int>::const_iterator it = |
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| 147 | _col_names_ref.find(name); |
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| 148 | if (it != _col_names_ref.end()) { |
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| 149 | return it->second; |
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| 150 | } else { |
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| 151 | return -1; |
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| 152 | } |
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| 153 | } |
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| 154 | |
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[485] | 155 | void SoplexLp::_getRowName(int r, std::string &name) const { |
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[484] | 156 | name = _row_names[r]; |
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| 157 | } |
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| 158 | |
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[485] | 159 | void SoplexLp::_setRowName(int r, const std::string &name) { |
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[484] | 160 | _row_names_ref.erase(_row_names[r]); |
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| 161 | _row_names[r] = name; |
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| 162 | if (!name.empty()) { |
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| 163 | _row_names_ref.insert(std::make_pair(name, r)); |
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| 164 | } |
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| 165 | } |
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| 166 | |
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[485] | 167 | int SoplexLp::_rowByName(const std::string& name) const { |
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[484] | 168 | std::map<std::string, int>::const_iterator it = |
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| 169 | _row_names_ref.find(name); |
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| 170 | if (it != _row_names_ref.end()) { |
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| 171 | return it->second; |
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| 172 | } else { |
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| 173 | return -1; |
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| 174 | } |
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| 175 | } |
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| 176 | |
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| 177 | |
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[485] | 178 | void SoplexLp::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
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[484] | 179 | for (int j = 0; j < soplex->nCols(); ++j) { |
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| 180 | soplex->changeElement(i, j, 0.0); |
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| 181 | } |
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| 182 | for(ExprIterator it = b; it != e; ++it) { |
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| 183 | soplex->changeElement(i, it->first, it->second); |
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| 184 | } |
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| 185 | } |
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| 186 | |
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[485] | 187 | void SoplexLp::_getRowCoeffs(int i, InsertIterator b) const { |
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[484] | 188 | const soplex::SVector& vec = soplex->rowVector(i); |
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| 189 | for (int k = 0; k < vec.size(); ++k) { |
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| 190 | *b = std::make_pair(vec.index(k), vec.value(k)); |
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| 191 | ++b; |
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| 192 | } |
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| 193 | } |
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| 194 | |
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[485] | 195 | void SoplexLp::_setColCoeffs(int j, ExprIterator b, ExprIterator e) { |
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[484] | 196 | for (int i = 0; i < soplex->nRows(); ++i) { |
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| 197 | soplex->changeElement(i, j, 0.0); |
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| 198 | } |
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| 199 | for(ExprIterator it = b; it != e; ++it) { |
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| 200 | soplex->changeElement(it->first, j, it->second); |
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| 201 | } |
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| 202 | } |
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| 203 | |
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[485] | 204 | void SoplexLp::_getColCoeffs(int i, InsertIterator b) const { |
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[484] | 205 | const soplex::SVector& vec = soplex->colVector(i); |
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| 206 | for (int k = 0; k < vec.size(); ++k) { |
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| 207 | *b = std::make_pair(vec.index(k), vec.value(k)); |
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| 208 | ++b; |
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| 209 | } |
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| 210 | } |
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| 211 | |
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[485] | 212 | void SoplexLp::_setCoeff(int i, int j, Value value) { |
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[484] | 213 | soplex->changeElement(i, j, value); |
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| 214 | } |
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| 215 | |
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[485] | 216 | SoplexLp::Value SoplexLp::_getCoeff(int i, int j) const { |
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[484] | 217 | return soplex->rowVector(i)[j]; |
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| 218 | } |
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| 219 | |
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[485] | 220 | void SoplexLp::_setColLowerBound(int i, Value value) { |
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[484] | 221 | LEMON_ASSERT(value != INF, "Invalid bound"); |
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| 222 | soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
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| 223 | } |
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| 224 | |
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[485] | 225 | SoplexLp::Value SoplexLp::_getColLowerBound(int i) const { |
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[484] | 226 | double value = soplex->lower(i); |
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| 227 | return value != -soplex::infinity ? value : -INF; |
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| 228 | } |
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| 229 | |
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[485] | 230 | void SoplexLp::_setColUpperBound(int i, Value value) { |
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[484] | 231 | LEMON_ASSERT(value != -INF, "Invalid bound"); |
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| 232 | soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
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| 233 | } |
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| 234 | |
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[485] | 235 | SoplexLp::Value SoplexLp::_getColUpperBound(int i) const { |
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[484] | 236 | double value = soplex->upper(i); |
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| 237 | return value != soplex::infinity ? value : INF; |
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| 238 | } |
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| 239 | |
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[485] | 240 | void SoplexLp::_setRowLowerBound(int i, Value lb) { |
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[484] | 241 | LEMON_ASSERT(lb != INF, "Invalid bound"); |
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| 242 | soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i)); |
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| 243 | } |
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| 244 | |
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[485] | 245 | SoplexLp::Value SoplexLp::_getRowLowerBound(int i) const { |
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[484] | 246 | double res = soplex->lhs(i); |
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| 247 | return res == -soplex::infinity ? -INF : res; |
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| 248 | } |
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| 249 | |
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[485] | 250 | void SoplexLp::_setRowUpperBound(int i, Value ub) { |
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[484] | 251 | LEMON_ASSERT(ub != -INF, "Invalid bound"); |
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| 252 | soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity); |
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| 253 | } |
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| 254 | |
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[485] | 255 | SoplexLp::Value SoplexLp::_getRowUpperBound(int i) const { |
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[484] | 256 | double res = soplex->rhs(i); |
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| 257 | return res == soplex::infinity ? INF : res; |
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| 258 | } |
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| 259 | |
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[485] | 260 | void SoplexLp::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
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[484] | 261 | for (int j = 0; j < soplex->nCols(); ++j) { |
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| 262 | soplex->changeObj(j, 0.0); |
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| 263 | } |
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| 264 | for (ExprIterator it = b; it != e; ++it) { |
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| 265 | soplex->changeObj(it->first, it->second); |
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| 266 | } |
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| 267 | } |
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| 268 | |
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[485] | 269 | void SoplexLp::_getObjCoeffs(InsertIterator b) const { |
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[484] | 270 | for (int j = 0; j < soplex->nCols(); ++j) { |
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| 271 | Value coef = soplex->obj(j); |
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| 272 | if (coef != 0.0) { |
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| 273 | *b = std::make_pair(j, coef); |
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| 274 | ++b; |
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| 275 | } |
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| 276 | } |
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| 277 | } |
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| 278 | |
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[485] | 279 | void SoplexLp::_setObjCoeff(int i, Value obj_coef) { |
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[484] | 280 | soplex->changeObj(i, obj_coef); |
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| 281 | } |
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| 282 | |
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[485] | 283 | SoplexLp::Value SoplexLp::_getObjCoeff(int i) const { |
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[484] | 284 | return soplex->obj(i); |
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| 285 | } |
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| 286 | |
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[485] | 287 | SoplexLp::SolveExitStatus SoplexLp::_solve() { |
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[484] | 288 | |
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| 289 | _clear_temporals(); |
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[956] | 290 | |
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[623] | 291 | _applyMessageLevel(); |
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[484] | 292 | |
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| 293 | soplex::SPxSolver::Status status = soplex->solve(); |
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| 294 | |
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| 295 | switch (status) { |
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| 296 | case soplex::SPxSolver::OPTIMAL: |
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| 297 | case soplex::SPxSolver::INFEASIBLE: |
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| 298 | case soplex::SPxSolver::UNBOUNDED: |
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| 299 | return SOLVED; |
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| 300 | default: |
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| 301 | return UNSOLVED; |
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| 302 | } |
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| 303 | } |
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| 304 | |
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[485] | 305 | SoplexLp::Value SoplexLp::_getPrimal(int i) const { |
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[484] | 306 | if (_primal_values.empty()) { |
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| 307 | _primal_values.resize(soplex->nCols()); |
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| 308 | soplex::Vector pv(_primal_values.size(), &_primal_values.front()); |
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| 309 | soplex->getPrimal(pv); |
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| 310 | } |
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| 311 | return _primal_values[i]; |
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| 312 | } |
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| 313 | |
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[485] | 314 | SoplexLp::Value SoplexLp::_getDual(int i) const { |
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[484] | 315 | if (_dual_values.empty()) { |
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| 316 | _dual_values.resize(soplex->nRows()); |
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| 317 | soplex::Vector dv(_dual_values.size(), &_dual_values.front()); |
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| 318 | soplex->getDual(dv); |
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| 319 | } |
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| 320 | return _dual_values[i]; |
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| 321 | } |
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| 322 | |
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[485] | 323 | SoplexLp::Value SoplexLp::_getPrimalValue() const { |
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[484] | 324 | return soplex->objValue(); |
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| 325 | } |
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| 326 | |
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[485] | 327 | SoplexLp::VarStatus SoplexLp::_getColStatus(int i) const { |
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[484] | 328 | switch (soplex->getBasisColStatus(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 column 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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[485] | 345 | SoplexLp::VarStatus SoplexLp::_getRowStatus(int i) const { |
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[484] | 346 | switch (soplex->getBasisRowStatus(i)) { |
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| 347 | case soplex::SPxSolver::BASIC: |
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| 348 | return BASIC; |
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| 349 | case soplex::SPxSolver::ON_UPPER: |
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| 350 | return UPPER; |
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| 351 | case soplex::SPxSolver::ON_LOWER: |
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| 352 | return LOWER; |
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| 353 | case soplex::SPxSolver::FIXED: |
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| 354 | return FIXED; |
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| 355 | case soplex::SPxSolver::ZERO: |
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| 356 | return FREE; |
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| 357 | default: |
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| 358 | LEMON_ASSERT(false, "Wrong row status"); |
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| 359 | return VarStatus(); |
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| 360 | } |
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| 361 | } |
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| 362 | |
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[485] | 363 | SoplexLp::Value SoplexLp::_getPrimalRay(int i) const { |
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[484] | 364 | if (_primal_ray.empty()) { |
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| 365 | _primal_ray.resize(soplex->nCols()); |
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| 366 | soplex::Vector pv(_primal_ray.size(), &_primal_ray.front()); |
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| 367 | soplex->getDualfarkas(pv); |
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| 368 | } |
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| 369 | return _primal_ray[i]; |
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| 370 | } |
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| 371 | |
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[485] | 372 | SoplexLp::Value SoplexLp::_getDualRay(int i) const { |
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[484] | 373 | if (_dual_ray.empty()) { |
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| 374 | _dual_ray.resize(soplex->nRows()); |
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| 375 | soplex::Vector dv(_dual_ray.size(), &_dual_ray.front()); |
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| 376 | soplex->getDualfarkas(dv); |
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| 377 | } |
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| 378 | return _dual_ray[i]; |
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| 379 | } |
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| 380 | |
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[485] | 381 | SoplexLp::ProblemType SoplexLp::_getPrimalType() const { |
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[484] | 382 | switch (soplex->status()) { |
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| 383 | case soplex::SPxSolver::OPTIMAL: |
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| 384 | return OPTIMAL; |
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| 385 | case soplex::SPxSolver::UNBOUNDED: |
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| 386 | return UNBOUNDED; |
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| 387 | case soplex::SPxSolver::INFEASIBLE: |
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| 388 | return INFEASIBLE; |
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| 389 | default: |
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| 390 | return UNDEFINED; |
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| 391 | } |
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| 392 | } |
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| 393 | |
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[485] | 394 | SoplexLp::ProblemType SoplexLp::_getDualType() const { |
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[484] | 395 | switch (soplex->status()) { |
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| 396 | case soplex::SPxSolver::OPTIMAL: |
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| 397 | return OPTIMAL; |
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| 398 | case soplex::SPxSolver::UNBOUNDED: |
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| 399 | return UNBOUNDED; |
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| 400 | case soplex::SPxSolver::INFEASIBLE: |
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| 401 | return INFEASIBLE; |
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| 402 | default: |
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| 403 | return UNDEFINED; |
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| 404 | } |
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| 405 | } |
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| 406 | |
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[485] | 407 | void SoplexLp::_setSense(Sense sense) { |
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[484] | 408 | switch (sense) { |
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| 409 | case MIN: |
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| 410 | soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
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| 411 | break; |
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| 412 | case MAX: |
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| 413 | soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
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| 414 | } |
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| 415 | } |
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| 416 | |
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[485] | 417 | SoplexLp::Sense SoplexLp::_getSense() const { |
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[484] | 418 | switch (soplex->spxSense()) { |
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| 419 | case soplex::SPxSolver::MAXIMIZE: |
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| 420 | return MAX; |
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| 421 | case soplex::SPxSolver::MINIMIZE: |
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| 422 | return MIN; |
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| 423 | default: |
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| 424 | LEMON_ASSERT(false, "Wrong sense."); |
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[485] | 425 | return SoplexLp::Sense(); |
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[484] | 426 | } |
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| 427 | } |
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| 428 | |
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[485] | 429 | void SoplexLp::_clear() { |
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[484] | 430 | soplex->clear(); |
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| 431 | _col_names.clear(); |
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| 432 | _col_names_ref.clear(); |
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| 433 | _row_names.clear(); |
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| 434 | _row_names_ref.clear(); |
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| 435 | cols.clear(); |
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| 436 | rows.clear(); |
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| 437 | _clear_temporals(); |
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| 438 | } |
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| 439 | |
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[623] | 440 | void SoplexLp::_messageLevel(MessageLevel level) { |
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| 441 | switch (level) { |
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| 442 | case MESSAGE_NOTHING: |
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| 443 | _message_level = -1; |
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| 444 | break; |
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| 445 | case MESSAGE_ERROR: |
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| 446 | _message_level = soplex::SPxOut::ERROR; |
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| 447 | break; |
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| 448 | case MESSAGE_WARNING: |
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| 449 | _message_level = soplex::SPxOut::WARNING; |
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| 450 | break; |
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| 451 | case MESSAGE_NORMAL: |
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| 452 | _message_level = soplex::SPxOut::INFO2; |
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| 453 | break; |
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| 454 | case MESSAGE_VERBOSE: |
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| 455 | _message_level = soplex::SPxOut::DEBUG; |
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| 456 | break; |
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| 457 | } |
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| 458 | } |
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| 459 | |
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| 460 | void SoplexLp::_applyMessageLevel() { |
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| 461 | soplex::Param::setVerbose(_message_level); |
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| 462 | } |
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| 463 | |
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[484] | 464 | } //namespace lemon |
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| 465 | |
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