COIN-OR::LEMON - Graph Library

source: lemon/test/lp_test.cc @ 485:9b082b3fb33f

Last change on this file since 485:9b082b3fb33f was 485:9b082b3fb33f, checked in by Alpar Juttner <alpar@…>, 11 years ago

Rename Lp*/Mip* to *Lp/*Mip

File size: 8.6 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#include <sstream>
20#include <lemon/lp_skeleton.h>
21#include "test_tools.h"
22#include <lemon/tolerance.h>
23
24#ifdef HAVE_CONFIG_H
25#include <lemon/config.h>
26#endif
27
28#ifdef HAVE_GLPK
29#include <lemon/glpk.h>
30#endif
31
32#ifdef HAVE_CPLEX
33#include <lemon/cplex.h>
34#endif
35
36#ifdef HAVE_SOPLEX
37#include <lemon/soplex.h>
38#endif
39
40#ifdef HAVE_CLP
41#include <lemon/clp.h>
42#endif
43
44using namespace lemon;
45
46void lpTest(LpSolver& lp)
47{
48
49  typedef LpSolver LP;
50
51  std::vector<LP::Col> x(10);
52  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
53  lp.addColSet(x);
54  lp.colLowerBound(x,1);
55  lp.colUpperBound(x,1);
56  lp.colBounds(x,1,2);
57
58  std::vector<LP::Col> y(10);
59  lp.addColSet(y);
60
61  lp.colLowerBound(y,1);
62  lp.colUpperBound(y,1);
63  lp.colBounds(y,1,2);
64
65  std::map<int,LP::Col> z;
66
67  z.insert(std::make_pair(12,INVALID));
68  z.insert(std::make_pair(2,INVALID));
69  z.insert(std::make_pair(7,INVALID));
70  z.insert(std::make_pair(5,INVALID));
71
72  lp.addColSet(z);
73
74  lp.colLowerBound(z,1);
75  lp.colUpperBound(z,1);
76  lp.colBounds(z,1,2);
77
78  {
79    LP::Expr e,f,g;
80    LP::Col p1,p2,p3,p4,p5;
81    LP::Constr c;
82
83    p1=lp.addCol();
84    p2=lp.addCol();
85    p3=lp.addCol();
86    p4=lp.addCol();
87    p5=lp.addCol();
88
89    e[p1]=2;
90    *e=12;
91    e[p1]+=2;
92    *e+=12;
93    e[p1]-=2;
94    *e-=12;
95
96    e=2;
97    e=2.2;
98    e=p1;
99    e=f;
100
101    e+=2;
102    e+=2.2;
103    e+=p1;
104    e+=f;
105
106    e-=2;
107    e-=2.2;
108    e-=p1;
109    e-=f;
110
111    e*=2;
112    e*=2.2;
113    e/=2;
114    e/=2.2;
115
116    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
117       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
118       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
119       2.2*f+f*2.2+f/2.2+
120       2*f+f*2+f/2+
121       2.2*p1+p1*2.2+p1/2.2+
122       2*p1+p1*2+p1/2
123       );
124
125
126    c = (e  <= f  );
127    c = (e  <= 2.2);
128    c = (e  <= 2  );
129    c = (e  <= p1 );
130    c = (2.2<= f  );
131    c = (2  <= f  );
132    c = (p1 <= f  );
133    c = (p1 <= p2 );
134    c = (p1 <= 2.2);
135    c = (p1 <= 2  );
136    c = (2.2<= p2 );
137    c = (2  <= p2 );
138
139    c = (e  >= f  );
140    c = (e  >= 2.2);
141    c = (e  >= 2  );
142    c = (e  >= p1 );
143    c = (2.2>= f  );
144    c = (2  >= f  );
145    c = (p1 >= f  );
146    c = (p1 >= p2 );
147    c = (p1 >= 2.2);
148    c = (p1 >= 2  );
149    c = (2.2>= p2 );
150    c = (2  >= p2 );
151
152    c = (e  == f  );
153    c = (e  == 2.2);
154    c = (e  == 2  );
155    c = (e  == p1 );
156    c = (2.2== f  );
157    c = (2  == f  );
158    c = (p1 == f  );
159    //c = (p1 == p2 );
160    c = (p1 == 2.2);
161    c = (p1 == 2  );
162    c = (2.2== p2 );
163    c = (2  == p2 );
164
165    c = ((2 <= e) <= 3);
166    c = ((2 <= p1) <= 3);
167
168    c = ((2 >= e) >= 3);
169    c = ((2 >= p1) >= 3);
170
171    e[x[3]]=2;
172    e[x[3]]=4;
173    e[x[3]]=1;
174    *e=12;
175
176    lp.addRow(-LP::INF,e,23);
177    lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
178    lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
179
180    lp.addRow(x[1]+x[3]<=x[5]-3);
181    lp.addRow((-7<=x[1]+x[3]-12)<=3);
182    lp.addRow(x[1]<=x[5]);
183
184    std::ostringstream buf;
185
186
187    e=((p1+p2)+(p1-0.99*p2));
188    //e.prettyPrint(std::cout);
189    //(e<=2).prettyPrint(std::cout);
190    double tolerance=0.001;
191    e.simplify(tolerance);
192    buf << "Coeff. of p2 should be 0.01";
193    check(e[p2]>0, buf.str());
194
195    tolerance=0.02;
196    e.simplify(tolerance);
197    buf << "Coeff. of p2 should be 0";
198    check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
199
200
201  }
202
203  {
204    LP::DualExpr e,f,g;
205    LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,
206      p4 = INVALID, p5 = INVALID;
207
208    e[p1]=2;
209    e[p1]+=2;
210    e[p1]-=2;
211
212    e=p1;
213    e=f;
214
215    e+=p1;
216    e+=f;
217
218    e-=p1;
219    e-=f;
220
221    e*=2;
222    e*=2.2;
223    e/=2;
224    e/=2.2;
225
226    e=((p1+p2)+(p1-p2)+
227       (p1+f)+(f+p1)+(f+g)+
228       (p1-f)+(f-p1)+(f-g)+
229       2.2*f+f*2.2+f/2.2+
230       2*f+f*2+f/2+
231       2.2*p1+p1*2.2+p1/2.2+
232       2*p1+p1*2+p1/2
233       );
234  }
235
236}
237
238void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
239                   double exp_opt) {
240  using std::string;
241  lp.solve();
242
243  std::ostringstream buf;
244  buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
245
246  check(lp.primalType()==stat, buf.str());
247
248  if (stat ==  LpSolver::OPTIMAL) {
249    std::ostringstream sbuf;
250    sbuf << "Wrong optimal value: the right optimum is " << exp_opt;
251    check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
252  }
253}
254
255void aTest(LpSolver & lp)
256{
257  typedef LpSolver LP;
258
259 //The following example is very simple
260
261  typedef LpSolver::Row Row;
262  typedef LpSolver::Col Col;
263
264
265  Col x1 = lp.addCol();
266  Col x2 = lp.addCol();
267
268
269  //Constraints
270  Row upright=lp.addRow(x1+2*x2 <=1);
271  lp.addRow(x1+x2 >=-1);
272  lp.addRow(x1-x2 <=1);
273  lp.addRow(x1-x2 >=-1);
274  //Nonnegativity of the variables
275  lp.colLowerBound(x1, 0);
276  lp.colLowerBound(x2, 0);
277  //Objective function
278  lp.obj(x1+x2);
279
280  lp.sense(lp.MAX);
281
282  //Testing the problem retrieving routines
283  check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
284  check(lp.sense() == lp.MAX,"This is a maximization!");
285  check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
286  check(lp.colLowerBound(x1)==0,
287        "The lower bound for variable x1 should be 0.");
288  check(lp.colUpperBound(x1)==LpSolver::INF,
289        "The upper bound for variable x1 should be infty.");
290  check(lp.rowLowerBound(upright) == -LpSolver::INF,
291        "The lower bound for the first row should be -infty.");
292  check(lp.rowUpperBound(upright)==1,
293        "The upper bound for the first row should be 1.");
294  LpSolver::Expr e = lp.row(upright);
295  check(e[x1] == 1, "The first coefficient should 1.");
296  check(e[x2] == 2, "The second coefficient should 1.");
297
298  lp.row(upright, x1+x2 <=1);
299  e = lp.row(upright);
300  check(e[x1] == 1, "The first coefficient should 1.");
301  check(e[x2] == 1, "The second coefficient should 1.");
302
303  LpSolver::DualExpr de = lp.col(x1);
304  check(  de[upright] == 1, "The first coefficient should 1.");
305
306  LpSolver* clp = lp.cloneSolver();
307
308  //Testing the problem retrieving routines
309  check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
310  check(clp->sense() == clp->MAX,"This is a maximization!");
311  check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
312  //  std::cout<<lp.colLowerBound(x1)<<std::endl;
313  check(clp->colLowerBound(x1)==0,
314        "The lower bound for variable x1 should be 0.");
315  check(clp->colUpperBound(x1)==LpSolver::INF,
316        "The upper bound for variable x1 should be infty.");
317
318  check(lp.rowLowerBound(upright)==-LpSolver::INF,
319        "The lower bound for the first row should be -infty.");
320  check(lp.rowUpperBound(upright)==1,
321        "The upper bound for the first row should be 1.");
322  e = clp->row(upright);
323  check(e[x1] == 1, "The first coefficient should 1.");
324  check(e[x2] == 1, "The second coefficient should 1.");
325
326  de = clp->col(x1);
327  check(de[upright] == 1, "The first coefficient should 1.");
328
329  delete clp;
330
331  //Maximization of x1+x2
332  //over the triangle with vertices (0,0) (0,1) (1,0)
333  double expected_opt=1;
334  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
335
336  //Minimization
337  lp.sense(lp.MIN);
338  expected_opt=0;
339  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
340
341  //Vertex (-1,0) instead of (0,0)
342  lp.colLowerBound(x1, -LpSolver::INF);
343  expected_opt=-1;
344  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
345
346  //Erase one constraint and return to maximization
347  lp.erase(upright);
348  lp.sense(lp.MAX);
349  expected_opt=LpSolver::INF;
350  solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
351
352  //Infeasibilty
353  lp.addRow(x1+x2 <=-2);
354  solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
355
356}
357
358int main()
359{
360  LpSkeleton lp_skel;
361  lpTest(lp_skel);
362
363#ifdef HAVE_GLPK
364  {
365    GlpkLp lp_glpk1,lp_glpk2;
366    lpTest(lp_glpk1);
367    aTest(lp_glpk2);
368  }
369#endif
370
371#ifdef HAVE_CPLEX
372  try {
373    CplexLp lp_cplex1,lp_cplex2;
374    lpTest(lp_cplex1);
375    aTest(lp_cplex2);
376  } catch (CplexEnv::LicenseError& error) {
377#ifdef LEMON_FORCE_CPLEX_CHECK
378    check(false, error.what());
379#else
380    std::cerr << error.what() << std::endl;
381    std::cerr << "Cplex license check failed, lp check skipped" << std::endl;
382#endif
383  }
384#endif
385
386#ifdef HAVE_SOPLEX
387  {
388    SoplexLp lp_soplex1,lp_soplex2;
389    lpTest(lp_soplex1);
390    aTest(lp_soplex2);
391  }
392#endif
393
394#ifdef HAVE_CLP
395  {
396    ClpLp lp_clp1,lp_clp2;
397    lpTest(lp_clp1);
398    aTest(lp_clp2);
399  }
400#endif
401
402  return 0;
403}
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