src/work/athos/lp_old/lp_solver_glpk.h
author alpar
Thu, 07 Apr 2005 06:31:03 +0000
changeset 1312 48f9299b390d
parent 1243 41caee260bd4
permissions -rw-r--r--
max() [_setMax()], min() [_setMin()], primalValue() [_getPrimalValue()] added
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// -*- c++ -*-
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#ifndef LEMON_LP_SOLVER_GLPK_H
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#define LEMON_LP_SOLVER_GLPK_H
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///\ingroup misc
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///\file
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// #include <stdio.h>
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/* #include <stdlib.h> */
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/* #include <iostream> */
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/* #include <map> */
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/* #include <limits> */
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// #include <stdio>
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//#include <stdlib>
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extern "C" {
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#include "glpk.h"
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}
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/* #include <iostream> */
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/* #include <vector> */
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/* #include <string> */
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/* #include <list> */
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/* #include <memory> */
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/* #include <utility> */
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//#include <lemon/invalid.h>
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//#include <expression.h>
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#include <lp_solver_base.h>
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//#include <stp.h>
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//#include <lemon/max_flow.h>
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//#include <augmenting_flow.h>
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//#include <iter_map.h>
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using std::cout;
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using std::cin;
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using std::endl;
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namespace lemon {
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  template <typename Value>
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  const Value LpSolverBase<Value>::INF=std::numeric_limits<Value>::infinity();
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  /// \brief Wrapper for GLPK solver
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  /// 
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  /// This class implements a lemon wrapper for GLPK.
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  class LpGlpk : public LpSolverBase<double> {
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  public:
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    typedef LpSolverBase<double> Parent;
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  public:
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    /// \e
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    LPX* lp;
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  public:
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    /// \e
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    LpGlpk() : Parent(), 
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			lp(lpx_create_prob()) {
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      int_row_map.push_back(Row());
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      int_col_map.push_back(Col());
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      lpx_set_int_parm(lp, LPX_K_DUAL, 1);
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    }
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    /// \e
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    ~LpGlpk() {
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      lpx_delete_prob(lp);
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    }
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    //MATRIX INDEPEDENT MANIPULATING FUNCTIONS
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    /// \e
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    void setMinimize() { 
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      lpx_set_obj_dir(lp, LPX_MIN);
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    }
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    /// \e
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    void setMaximize() { 
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      lpx_set_obj_dir(lp, LPX_MAX);
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    }
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    //LOW LEVEL INTERFACE, MATRIX MANIPULATING FUNCTIONS
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  protected:
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    /// \e
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    int _addCol() { 
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      int i=lpx_add_cols(lp, 1);
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      _setColLowerBound(i, -INF);
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      _setColUpperBound(i, INF);
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      return i;
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    }
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    /// \e
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    int _addRow() { 
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      int i=lpx_add_rows(lp, 1);
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      return i;
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    }
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    /// \e
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    virtual void _setRowCoeffs(int i, 
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			       const std::vector<std::pair<int, double> >& coeffs) {
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      int mem_length=1+colNum();
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      int* indices = new int[mem_length];
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      double* doubles = new double[mem_length];
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      int length=0;
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      for (std::vector<std::pair<int, double> >::
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	     const_iterator it=coeffs.begin(); it!=coeffs.end(); ++it) {
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	++length;
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	indices[length]=it->first;
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	doubles[length]=it->second;
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      }
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      lpx_set_mat_row(lp, i, length, indices, doubles);
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      delete [] indices;
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      delete [] doubles;
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    }
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    /// \e
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    virtual void _getRowCoeffs(int i, 
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			       std::vector<std::pair<int, double> >& coeffs) {
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      int mem_length=1+colNum();
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      int* indices = new int[mem_length];
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      double* doubles = new double[mem_length];
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      int length=lpx_get_mat_row(lp, i, indices, doubles);
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      for (int i=1; i<=length; ++i) {
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	coeffs.push_back(std::make_pair(indices[i], doubles[i]));
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      }
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      delete [] indices;
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      delete [] doubles;
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    }
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    /// \e
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    virtual void _setColCoeffs(int i, 
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			       const std::vector<std::pair<int, double> >& coeffs) {
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      int mem_length=1+rowNum();
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      int* indices = new int[mem_length];
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      double* doubles = new double[mem_length];
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      int length=0;
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      for (std::vector<std::pair<int, double> >::
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	     const_iterator it=coeffs.begin(); it!=coeffs.end(); ++it) {
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	++length;
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	indices[length]=it->first;
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	doubles[length]=it->second;
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      }
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      lpx_set_mat_col(lp, i, length, indices, doubles);
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      delete [] indices;
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      delete [] doubles;
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    }
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    /// \e
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    virtual void _getColCoeffs(int i, 
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			       std::vector<std::pair<int, double> >& coeffs) {
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      int mem_length=1+rowNum();
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      int* indices = new int[mem_length];
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      double* doubles = new double[mem_length];
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      int length=lpx_get_mat_col(lp, i, indices, doubles);
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      for (int i=1; i<=length; ++i) {
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	coeffs.push_back(std::make_pair(indices[i], doubles[i]));
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      }
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      delete [] indices;
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      delete [] doubles;
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    }
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    /// \e
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    virtual void _eraseCol(int i) {
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      int cols[2];
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      cols[1]=i;
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      lpx_del_cols(lp, 1, cols);
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    }
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    virtual void _eraseRow(int i) {
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      int rows[2];
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      rows[1]=i;
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      lpx_del_rows(lp, 1, rows);
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    }
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    void _setCoeff(int col, int row, double value) {
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      ///FIXME Of course this is not efficient at all, but GLPK knows not more.
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      int change_this;
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      bool get_set_row;
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      //The only thing we can do is optimize on whether working with a row 
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      //or a coloumn
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      int row_num = rowNum();
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      int col_num = colNum();
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      if (col_num<row_num){
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	//There are more rows than coloumns
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	get_set_row=true;
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	int mem_length=1+row_num;
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	int* indices = new int[mem_length];
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	double* doubles = new double[mem_length];
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	int length=lpx_get_mat_col(lp, i, indices, doubles);
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      }else{
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	get_set_row=false;
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	int mem_length=1+col_num;
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	int* indices = new int[mem_length];
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	double* doubles = new double[mem_length];
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	int length=lpx_get_mat_row(lp, i, indices, doubles);
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      }
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      //Itten      
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int* indices = new int[mem_length];
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      double* doubles = new double[mem_length];
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      int length=lpx_get_mat_col(lp, i, indices, doubles);
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      delete [] indices;
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      delete [] doubles;
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    }
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    double _getCoeff(int col, int row) {
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      /// FIXME not yet implemented
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      return 0.0;
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    }
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    virtual void _setColLowerBound(int i, double lo) {
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      if (lo==INF) {
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	//FIXME error
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      }
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      int b=lpx_get_col_type(lp, i);
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      double up=lpx_get_col_ub(lp, i);	
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      if (lo==-INF) {
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	switch (b) {
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	case LPX_FR:
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	case LPX_LO:
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	  lpx_set_col_bnds(lp, i, LPX_FR, lo, up);
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	  break;
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	case LPX_UP:
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	  break;
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	case LPX_DB:
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	case LPX_FX:
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	  lpx_set_col_bnds(lp, i, LPX_UP, lo, up);
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	  break;
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	default: ;
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	  //FIXME error
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	}
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      } else {
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	switch (b) {
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	case LPX_FR:
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	case LPX_LO:
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	  lpx_set_col_bnds(lp, i, LPX_LO, lo, up);
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	  break;
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	case LPX_UP:	  
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	case LPX_DB:
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	case LPX_FX:
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	  if (lo==up) 
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	    lpx_set_col_bnds(lp, i, LPX_FX, lo, up);
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	  else 
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	    lpx_set_col_bnds(lp, i, LPX_DB, lo, up);
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	  break;
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	default: ;
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	  //FIXME error
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	}
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      }
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    }
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    virtual double _getColLowerBound(int i) {
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      int b=lpx_get_col_type(lp, i);
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      switch (b) {
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      case LPX_FR:
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	return -INF;
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      case LPX_LO:
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	return lpx_get_col_lb(lp, i);
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      case LPX_UP:
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	return -INF;
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      case LPX_DB:
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      case LPX_FX:
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	return lpx_get_col_lb(lp, i);
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      default: ;
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	//FIXME error
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	return 0.0;
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      }
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    }
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    virtual void _setColUpperBound(int i, double up) {
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      if (up==-INF) {
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	//FIXME error
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      }
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      int b=lpx_get_col_type(lp, i);
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      double lo=lpx_get_col_lb(lp, i);
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      if (up==INF) {
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	switch (b) {
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	case LPX_FR:
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	case LPX_LO:
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	  break;
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	case LPX_UP:
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	  lpx_set_col_bnds(lp, i, LPX_FR, lo, up);
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	  break;
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	case LPX_DB:
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	case LPX_FX:
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	  lpx_set_col_bnds(lp, i, LPX_LO, lo, up);
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	  break;
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	default: ;
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	  //FIXME error
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	}
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      } else {
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	switch (b) {
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	case LPX_FR:
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	  lpx_set_col_bnds(lp, i, LPX_UP, lo, up);
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	case LPX_LO:
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	  if (lo==up) 
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	    lpx_set_col_bnds(lp, i, LPX_FX, lo, up);
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	  else
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	    lpx_set_col_bnds(lp, i, LPX_DB, lo, up);
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	  break;
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	case LPX_UP:
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	  lpx_set_col_bnds(lp, i, LPX_UP, lo, up);
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	  break;
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	case LPX_DB:
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	case LPX_FX:
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	  if (lo==up) 
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	    lpx_set_col_bnds(lp, i, LPX_FX, lo, up);
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	  else 
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	    lpx_set_col_bnds(lp, i, LPX_DB, lo, up);
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	  break;
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	default: ;
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	  //FIXME error
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	}
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      }
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    }
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    virtual double _getColUpperBound(int i) {
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      int b=lpx_get_col_type(lp, i);
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      switch (b) {
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      case LPX_FR:
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      case LPX_LO:
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	return INF;
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      case LPX_UP:
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      case LPX_DB:
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      case LPX_FX:
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	return lpx_get_col_ub(lp, i);
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      default: ;
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	//FIXME error
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	return 0.0;
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      }
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    }
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    virtual void _setRowLowerBound(int i, double lo) {
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      if (lo==INF) {
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	//FIXME error
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      }
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      int b=lpx_get_row_type(lp, i);
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      double up=lpx_get_row_ub(lp, i);	
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      if (lo==-INF) {
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	switch (b) {
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	case LPX_FR:
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	case LPX_LO:
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	  lpx_set_row_bnds(lp, i, LPX_FR, lo, up);
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	  break;
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	case LPX_UP:
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	  break;
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	case LPX_DB:
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	case LPX_FX:
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	  lpx_set_row_bnds(lp, i, LPX_UP, lo, up);
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	  break;
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	default: ;
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	  //FIXME error
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	}
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      } else {
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	switch (b) {
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	case LPX_FR:
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	case LPX_LO:
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	  lpx_set_row_bnds(lp, i, LPX_LO, lo, up);
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	  break;
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	case LPX_UP:	  
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	case LPX_DB:
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	case LPX_FX:
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	  if (lo==up) 
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	    lpx_set_row_bnds(lp, i, LPX_FX, lo, up);
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	  else 
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	    lpx_set_row_bnds(lp, i, LPX_DB, lo, up);
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	  break;
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	default: ;
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	  //FIXME error
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	}
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      }
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    }
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    virtual double _getRowLowerBound(int i) {
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      int b=lpx_get_row_type(lp, i);
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      switch (b) {
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      case LPX_FR:
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	return -INF;
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      case LPX_LO:
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	return lpx_get_row_lb(lp, i);
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      case LPX_UP:
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	return -INF;
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      case LPX_DB:
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      case LPX_FX:
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	return lpx_get_row_lb(lp, i);
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      default: ;
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	//FIXME error
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	return 0.0;
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      }
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    }
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   376
    virtual void _setRowUpperBound(int i, double up) {
athos@1241
   377
      if (up==-INF) {
athos@1241
   378
	//FIXME error
athos@1241
   379
      }
athos@1241
   380
      int b=lpx_get_row_type(lp, i);
athos@1241
   381
      double lo=lpx_get_row_lb(lp, i);
athos@1241
   382
      if (up==INF) {
athos@1241
   383
	switch (b) {
athos@1241
   384
	case LPX_FR:
athos@1241
   385
	case LPX_LO:
athos@1241
   386
	  break;
athos@1241
   387
	case LPX_UP:
athos@1241
   388
	  lpx_set_row_bnds(lp, i, LPX_FR, lo, up);
athos@1241
   389
	  break;
athos@1241
   390
	case LPX_DB:
athos@1241
   391
	case LPX_FX:
athos@1241
   392
	  lpx_set_row_bnds(lp, i, LPX_LO, lo, up);
athos@1241
   393
	  break;
athos@1241
   394
	default: ;
athos@1241
   395
	  //FIXME error
athos@1241
   396
	}
athos@1241
   397
      } else {
athos@1241
   398
	switch (b) {
athos@1241
   399
	case LPX_FR:
athos@1241
   400
	  lpx_set_row_bnds(lp, i, LPX_UP, lo, up);
athos@1241
   401
	case LPX_LO:
athos@1241
   402
	  if (lo==up) 
athos@1241
   403
	    lpx_set_row_bnds(lp, i, LPX_FX, lo, up);
athos@1241
   404
	  else
athos@1241
   405
	    lpx_set_row_bnds(lp, i, LPX_DB, lo, up);
athos@1241
   406
	  break;
athos@1241
   407
	case LPX_UP:
athos@1241
   408
	  lpx_set_row_bnds(lp, i, LPX_UP, lo, up);
athos@1241
   409
	  break;
athos@1241
   410
	case LPX_DB:
athos@1241
   411
	case LPX_FX:
athos@1241
   412
	  if (lo==up) 
athos@1241
   413
	    lpx_set_row_bnds(lp, i, LPX_FX, lo, up);
athos@1241
   414
	  else 
athos@1241
   415
	    lpx_set_row_bnds(lp, i, LPX_DB, lo, up);
athos@1241
   416
	  break;
athos@1241
   417
	default: ;
athos@1241
   418
	  //FIXME error
athos@1241
   419
	}
athos@1241
   420
      }
athos@1241
   421
    }
athos@1241
   422
    virtual double _getRowUpperBound(int i) {
athos@1241
   423
      int b=lpx_get_row_type(lp, i);
athos@1241
   424
      switch (b) {
athos@1241
   425
      case LPX_FR:
athos@1241
   426
      case LPX_LO:
athos@1241
   427
	return INF;
athos@1241
   428
      case LPX_UP:
athos@1241
   429
      case LPX_DB:
athos@1241
   430
      case LPX_FX:
athos@1241
   431
	return lpx_get_row_ub(lp, i);
athos@1241
   432
      default: ;
athos@1241
   433
	//FIXME error
athos@1241
   434
	return 0.0;
athos@1241
   435
      }
athos@1241
   436
    }
athos@1241
   437
    /// \e
athos@1241
   438
    virtual double _getObjCoeff(int i) { 
athos@1241
   439
      return lpx_get_obj_coef(lp, i);
athos@1241
   440
    }
athos@1241
   441
    /// \e
athos@1241
   442
    virtual void _setObjCoeff(int i, double obj_coef) { 
athos@1241
   443
      lpx_set_obj_coef(lp, i, obj_coef);
athos@1241
   444
    }
athos@1241
   445
  public:
athos@1241
   446
    /// \e
athos@1241
   447
    void solveSimplex() { lpx_simplex(lp); }
athos@1241
   448
    /// \e
athos@1241
   449
    void solvePrimalSimplex() { lpx_simplex(lp); }
athos@1241
   450
    /// \e
athos@1241
   451
    void solveDualSimplex() { lpx_simplex(lp); }
athos@1241
   452
  protected:
athos@1241
   453
    virtual double _getPrimal(int i) {
athos@1241
   454
      return lpx_get_col_prim(lp, i);
athos@1241
   455
    }
athos@1241
   456
  public:
athos@1241
   457
    /// \e
athos@1241
   458
    double getObjVal() { return lpx_get_obj_val(lp); }
athos@1241
   459
    /// \e
athos@1241
   460
    int rowNum() const { return lpx_get_num_rows(lp); }
athos@1241
   461
    /// \e
athos@1241
   462
    int colNum() const { return lpx_get_num_cols(lp); }
athos@1241
   463
    /// \e
athos@1241
   464
    int warmUp() { return lpx_warm_up(lp); }
athos@1241
   465
    /// \e
athos@1241
   466
    void printWarmUpStatus(int i) {
athos@1241
   467
      switch (i) {
athos@1241
   468
      case LPX_E_OK: cout << "LPX_E_OK" << endl; break;
athos@1241
   469
      case LPX_E_EMPTY: cout << "LPX_E_EMPTY" << endl; break;	
athos@1241
   470
      case LPX_E_BADB: cout << "LPX_E_BADB" << endl; break;
athos@1241
   471
      case LPX_E_SING: cout << "LPX_E_SING" << endl; break;
athos@1241
   472
      }
athos@1241
   473
    }
athos@1241
   474
    /// \e
athos@1241
   475
    int getPrimalStatus() { return lpx_get_prim_stat(lp); }
athos@1241
   476
    /// \e
athos@1241
   477
    void printPrimalStatus(int i) {
athos@1241
   478
      switch (i) {
athos@1241
   479
      case LPX_P_UNDEF: cout << "LPX_P_UNDEF" << endl; break;
athos@1241
   480
      case LPX_P_FEAS: cout << "LPX_P_FEAS" << endl; break;	
athos@1241
   481
      case LPX_P_INFEAS: cout << "LPX_P_INFEAS" << endl; break;
athos@1241
   482
      case LPX_P_NOFEAS: cout << "LPX_P_NOFEAS" << endl; break;
athos@1241
   483
      }
athos@1241
   484
    }
athos@1241
   485
    /// \e
athos@1241
   486
    int getDualStatus() { return lpx_get_dual_stat(lp); }
athos@1241
   487
    /// \e
athos@1241
   488
    void printDualStatus(int i) {
athos@1241
   489
      switch (i) {
athos@1241
   490
      case LPX_D_UNDEF: cout << "LPX_D_UNDEF" << endl; break;
athos@1241
   491
      case LPX_D_FEAS: cout << "LPX_D_FEAS" << endl; break;	
athos@1241
   492
      case LPX_D_INFEAS: cout << "LPX_D_INFEAS" << endl; break;
athos@1241
   493
      case LPX_D_NOFEAS: cout << "LPX_D_NOFEAS" << endl; break;
athos@1241
   494
      }
athos@1241
   495
    }
athos@1241
   496
    /// Returns the status of the slack variable assigned to row \c row.
athos@1241
   497
    int getRowStat(const Row& row) { 
athos@1241
   498
      return lpx_get_row_stat(lp, row_iter_map[row]); 
athos@1241
   499
    }
athos@1241
   500
    /// \e
athos@1241
   501
    void printRowStatus(int i) {
athos@1241
   502
      switch (i) {
athos@1241
   503
      case LPX_BS: cout << "LPX_BS" << endl; break;
athos@1241
   504
      case LPX_NL: cout << "LPX_NL" << endl; break;	
athos@1241
   505
      case LPX_NU: cout << "LPX_NU" << endl; break;
athos@1241
   506
      case LPX_NF: cout << "LPX_NF" << endl; break;
athos@1241
   507
      case LPX_NS: cout << "LPX_NS" << endl; break;
athos@1241
   508
      }
athos@1241
   509
    }
athos@1241
   510
    /// Returns the status of the variable assigned to column \c col.
athos@1241
   511
    int getColStat(const Col& col) { 
athos@1241
   512
      return lpx_get_col_stat(lp, col_iter_map[col]); 
athos@1241
   513
    }
athos@1241
   514
    /// \e
athos@1241
   515
    void printColStatus(int i) {
athos@1241
   516
      switch (i) {
athos@1241
   517
      case LPX_BS: cout << "LPX_BS" << endl; break;
athos@1241
   518
      case LPX_NL: cout << "LPX_NL" << endl; break;	
athos@1241
   519
      case LPX_NU: cout << "LPX_NU" << endl; break;
athos@1241
   520
      case LPX_NF: cout << "LPX_NF" << endl; break;
athos@1241
   521
      case LPX_NS: cout << "LPX_NS" << endl; break;
athos@1241
   522
      }
athos@1241
   523
    }
athos@1241
   524
athos@1241
   525
    // MIP
athos@1241
   526
    /// \e
athos@1241
   527
    void solveBandB() { lpx_integer(lp); }
athos@1241
   528
    /// \e
athos@1241
   529
    void setLP() { lpx_set_class(lp, LPX_LP); }
athos@1241
   530
    /// \e
athos@1241
   531
    void setMIP() { lpx_set_class(lp, LPX_MIP); }
athos@1241
   532
  protected:
athos@1241
   533
    /// \e
athos@1241
   534
    void _setColCont(int i) { lpx_set_col_kind(lp, i, LPX_CV); }
athos@1241
   535
    /// \e
athos@1241
   536
    void _setColInt(int i) { lpx_set_col_kind(lp, i, LPX_IV); }
athos@1241
   537
    /// \e
athos@1241
   538
    double _getMIPPrimal(int i) { return lpx_mip_col_val(lp, i); }
athos@1241
   539
  };
athos@1241
   540
  
athos@1241
   541
  /// @}
athos@1241
   542
athos@1241
   543
} //namespace lemon
athos@1241
   544
athos@1241
   545
#endif //LEMON_LP_SOLVER_GLPK_H