lemon/lp_soplex.cc
author deba
Thu, 15 Feb 2007 14:22:08 +0000
changeset 2363 2aabce558574
parent 2313 d9daf826e28a
child 2364 3a5e67bd42d2
permissions -rw-r--r--
Changes on the LP interface

_FixId => LpId
- handling of not common ids // soplex
LpGlpk row and col erase bug fix
- calling lpx_std_basis before simplex
LpSoplex
- added getter functions
- better m4 file
- integration to the tests
- better handling of unsolved lps
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/* -*- C++ -*-
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 *
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 * This file is a part of LEMON, a generic C++ optimization library
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 *
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 * Copyright (C) 2003-2006
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 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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 * (Egervary Research Group on Combinatorial Optimization, EGRES).
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 *
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 * Permission to use, modify and distribute this software is granted
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 * provided that this copyright notice appears in all copies. For
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 * precise terms see the accompanying LICENSE file.
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 *
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 * This software is provided "AS IS" with no warranty of any kind,
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 * express or implied, and with no claim as to its suitability for any
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 * purpose.
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 *
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 */
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#include<iostream>
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#include<lemon/lp_soplex.h>
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#include <soplex/soplex.h>
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///\file
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///\brief Implementation of the LEMON-SOPLEX lp solver interface.
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namespace lemon {
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  LpSoplex::LpSoplex() : LpSolverBase() {
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    rows.setIdHandler(relocateIdHandler);
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    cols.setIdHandler(relocateIdHandler);
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    soplex = new soplex::SoPlex;
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    solved = false;
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  }
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  LpSoplex::~LpSoplex() {
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    delete soplex;
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  }
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  LpSolverBase &LpSoplex::_newLp() {
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    LpSoplex* newlp = new LpSoplex();
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    return *newlp;
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  }
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  LpSolverBase &LpSoplex::_copyLp() {
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    LpSoplex* newlp = new LpSoplex();
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    ((soplex::SPxLP&)*(newlp->soplex)) = *soplex;
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    return *newlp;
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  }
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  int LpSoplex::_addCol() {
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    soplex::LPCol col;
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    col.setLower(-soplex::infinity);
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    col.setUpper(soplex::infinity);
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    soplex->addCol(col);
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    colNames.push_back(std::string());
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    primal_value.push_back(0.0);
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    solved = false;
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    return soplex->nCols() - 1;
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  }
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  int LpSoplex::_addRow() {
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    soplex::LPRow row;
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    row.setLhs(-soplex::infinity);
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    row.setRhs(soplex::infinity);
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    soplex->addRow(row);
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    dual_value.push_back(0.0);
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    solved = false;
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    return soplex->nRows() - 1;
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  }
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  void LpSoplex::_eraseCol(int i) {
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    soplex->removeCol(i);
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    colNames[i] = colNames.back();
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    colNames.pop_back();
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    primal_value[i] = primal_value.back();
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    primal_value.pop_back();
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    solved = false;
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  }
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  void LpSoplex::_eraseRow(int i) {
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    soplex->removeRow(i);
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    dual_value[i] = dual_value.back();
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    dual_value.pop_back();
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    solved = false;
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  }
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  void LpSoplex::_getColName(int col, std::string &name) {
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    name = colNames[col]; 
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  }
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  void LpSoplex::_setColName(int col, const std::string &name) {
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    colNames[col] = name; 
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  }
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  void LpSoplex::_setRowCoeffs(int i, LpRowIterator b, LpRowIterator e) {
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    for (int j = 0; j < soplex->nCols(); ++j) {
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      soplex->changeElement(i, j, 0.0);
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    }
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    for(LpRowIterator it = b; it != e; ++it) {
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      soplex->changeElement(i, it->first, it->second);
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    }
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    solved = false;
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  }
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  void LpSoplex::_setColCoeffs(int j, LpColIterator b, LpColIterator e) {
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    for (int i = 0; i < soplex->nRows(); ++i) {
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      soplex->changeElement(i, j, 0.0);
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    }
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    for(LpColIterator it = b; it != e; ++it) {
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      soplex->changeElement(it->first, j, it->second);
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    }
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    solved = false;
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  }
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  void LpSoplex::_setCoeff(int i, int j, Value value) {
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    soplex->changeElement(i, j, value);
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    solved = false;
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  }
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  LpSoplex::Value LpSoplex::_getCoeff(int i, int j) {
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    return soplex->rowVector(i)[j];
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  }
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  void LpSoplex::_setColLowerBound(int i, Value value) {
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    soplex->changeLower(i, value != -INF ? value : -soplex::infinity); 
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    solved = false;
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  }
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  LpSoplex::Value LpSoplex::_getColLowerBound(int i) {
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    double value = soplex->lower(i);
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    return value != -soplex::infinity ? value : -INF;
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  }
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  void LpSoplex::_setColUpperBound(int i, Value value) {
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    soplex->changeUpper(i, value != INF ? value : soplex::infinity); 
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    solved = false;
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  }
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  LpSoplex::Value LpSoplex::_getColUpperBound(int i) {
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    double value = soplex->upper(i);
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    return value != soplex::infinity ? value : INF;
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  }
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  void LpSoplex::_setRowBounds(int i, Value lb, Value ub) {
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    soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity,
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                        ub != INF ? ub : soplex::infinity);
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    solved = false;
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  }
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  void LpSoplex::_getRowBounds(int i, Value &lower, Value &upper) {
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    lower = soplex->lhs(i);
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    if (lower == -soplex::infinity) lower = -INF;
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    upper = soplex->rhs(i);
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    if (upper == -soplex::infinity) upper = INF;
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  }
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  void LpSoplex::_setObjCoeff(int i, Value obj_coef) {
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    soplex->changeObj(i, obj_coef);
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    solved = false;
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  }
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  LpSoplex::Value LpSoplex::_getObjCoeff(int i) {
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    return soplex->obj(i);
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  }
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  void LpSoplex::_clearObj() {
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    for (int i = 0; i < soplex->nCols(); ++i) {
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      soplex->changeObj(i, 0.0);
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    }
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    solved = false;
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  }
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  LpSoplex::SolveExitStatus LpSoplex::_solve() {
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    soplex::SPxSolver::Status status = soplex->solve();
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    soplex::Vector pv(primal_value.size(), &primal_value[0]);
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    soplex->getPrimal(pv);
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    soplex::Vector dv(dual_value.size(), &dual_value[0]);
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    soplex->getDual(dv);
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    switch (status) {
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    case soplex::SPxSolver::OPTIMAL:
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    case soplex::SPxSolver::INFEASIBLE:
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    case soplex::SPxSolver::UNBOUNDED:
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      solved = true;
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      return SOLVED;
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    default:
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      return UNSOLVED;
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    }
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  }
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  LpSoplex::Value LpSoplex::_getPrimal(int i) {
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    return primal_value[i];
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  }
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  LpSoplex::Value LpSoplex::_getDual(int i) {
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    return dual_value[i];
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  }
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  LpSoplex::Value LpSoplex::_getPrimalValue() {
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    return soplex->objValue();
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  }
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  bool LpSoplex::_isBasicCol(int i) {
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    return soplex->getBasisColStatus(i) == soplex::SPxSolver::BASIC;
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  }  
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  LpSoplex::SolutionStatus LpSoplex::_getPrimalStatus() {
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    if (!solved) return UNDEFINED;
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    switch (soplex->status()) {
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    case soplex::SPxSolver::OPTIMAL:
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      return OPTIMAL;
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    case soplex::SPxSolver::UNBOUNDED:
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      return INFINITE;
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    case soplex::SPxSolver::INFEASIBLE:
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      return INFEASIBLE;
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    default:
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      return UNDEFINED;
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    }
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  }
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  LpSoplex::SolutionStatus LpSoplex::_getDualStatus() {
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    if (!solved) return UNDEFINED;
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    switch (soplex->status()) {
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    case soplex::SPxSolver::OPTIMAL:
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      return OPTIMAL;
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    case soplex::SPxSolver::UNBOUNDED:
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      return INFEASIBLE;
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    default:
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      return UNDEFINED;
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    }
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  }
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  LpSoplex::ProblemTypes LpSoplex::_getProblemType() {
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    if (!solved) return UNKNOWN;
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    switch (soplex->status()) {
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    case soplex::SPxSolver::OPTIMAL:
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      return PRIMAL_DUAL_FEASIBLE;
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    case soplex::SPxSolver::UNBOUNDED:
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      return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
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    default:
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      return UNKNOWN;
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    }
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  }
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  void LpSoplex::_setMax() {
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    soplex->changeSense(soplex::SPxSolver::MAXIMIZE);
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    solved = false;
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  }
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  void LpSoplex::_setMin() {
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    soplex->changeSense(soplex::SPxSolver::MINIMIZE);
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    solved = false;
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  }
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  bool LpSoplex::_isMax() {
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    return soplex->spxSense() == soplex::SPxSolver::MAXIMIZE;
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  }
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} //namespace lemon
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