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/* -*- C++ -*-
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* src/lemon/lp_base.h - Part of LEMON, a generic C++ optimization library
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*
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* Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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* (Egervary Combinatorial Optimization Research Group, 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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#ifndef LEMON_LP_BASE_H
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#define LEMON_LP_BASE_H
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#include<vector>
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#include<limits>
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#include<lemon/utility.h>
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#include<lemon/error.h>
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#include<lemon/invalid.h>
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#include"lin_expr.h"
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///\file
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///\brief The interface of the LP solver interface.
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namespace lemon {
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///Internal data structure to convert floating id's to fix one's
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///\todo This might by implemented to be usable in other places.
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class _FixId
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{
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std::vector<int> index;
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std::vector<int> cross;
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int first_free;
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public:
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_FixId() : first_free(-1) {};
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///Convert a floating id to a fix one
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///\param n is a floating id
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///\return the corresponding fix id
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int fixId(int n) {return cross[n];}
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///Convert a fix id to a floating one
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///\param n is a fix id
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///\return the corresponding floating id
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int floatingId(int n) { return index[n];}
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///Add a new floating id.
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///\param n is a floating id
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///\return the fix id of the new value
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///\todo Multiple additions should also be handled.
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int insert(int n)
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{
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if(n>=int(cross.size())) {
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cross.resize(n+1);
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if(first_free==-1) {
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cross[n]=index.size();
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index.push_back(n);
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}
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else {
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cross[n]=first_free;
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int next=index[first_free];
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index[first_free]=n;
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first_free=next;
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}
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return cross[n];
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}
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else throw LogicError(); //floatingId-s must form a continuous range;
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}
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///Remove a fix id.
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///\param n is a fix id
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///
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void erase(int n)
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{
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int fl=index[n];
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index[n]=first_free;
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first_free=n;
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for(int i=fl+1;i<int(cross.size());++i) {
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cross[i-1]=cross[i];
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index[cross[i]]--;
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}
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cross.pop_back();
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}
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///An upper bound on the largest fix id.
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///\todo Do we need this?
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///
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std::size_t maxFixId() { return cross.size()-1; }
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};
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///Common base class for LP solvers
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class LpSolverBase {
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public:
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///\e
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enum SolutionType {
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///\e
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INFEASIBLE = 0,
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///\e
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UNBOUNDED = 1,
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///\e
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OPTIMAL = 2,
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///\e
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FEASIBLE = 3,
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};
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///The floating point type used by the solver
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typedef double Value;
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///The infinity constant
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static const Value INF;
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///The not a number constant
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static const Value NaN;
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///Refer to a column of the LP.
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///This type is used to refer to a column of the LP.
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///
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///Its value remains valid and correct even after the addition or erase of
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///new column (unless the referred column itself was also deleted,
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///of course).
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///
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///\todo Document what can one do with a Col (INVALID, comparing,
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///it is similar to Node/Edge)
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class Col {
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protected:
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int id;
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friend class LpSolverBase;
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public:
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typedef Value ExprValue;
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typedef True LpSolverCol;
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Col() {}
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Col(const Invalid&) : id(-1) {}
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bool operator<(Col c) const {return id<c.id;}
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bool operator==(Col c) const {return id==c.id;}
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bool operator!=(Col c) const {return id==c.id;}
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};
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///Refer to a row of the LP.
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///This type is used to refer to a row of the LP.
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///
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///Its value remains valid and correct even after the addition or erase of
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///new rows (unless the referred row itself was also deleted, of course).
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///
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///\todo Document what can one do with a Row (INVALID, comparing,
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///it is similar to Node/Edge)
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class Row {
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protected:
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int id;
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friend class LpSolverBase;
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public:
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typedef Value ExprValue;
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typedef True LpSolverRow;
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Row() {}
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Row(const Invalid&) : id(-1) {}
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typedef True LpSolverRow;
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bool operator<(Row c) const {return id<c.id;}
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bool operator==(Row c) const {return id==c.id;}
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bool operator!=(Row c) const {return id==c.id;}
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};
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///Linear expression
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typedef SparseLinExpr<Col> Expr;
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///Linear constraint
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typedef LinConstr<Expr> Constr;
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protected:
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_FixId rows;
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_FixId cols;
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/// \e
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virtual int _addCol() = 0;
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/// \e
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virtual int _addRow() = 0;
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/// \e
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/// \warning Arrays are indexed from 1 (datum at index 0 is ignored)
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///
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virtual void _setRowCoeffs(int i,
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int length,
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int const * indices,
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Value const * values ) = 0;
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/// \e
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/// \warning Arrays are indexed from 1 (datum at index 0 is ignored)
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///
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virtual void _setColCoeffs(int i,
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int length,
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int const * indices,
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Value const * values ) = 0;
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/// \e
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/// The lower bound of a variable (column) have to be given by an
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/// extended number of type Value, i.e. a finite number of type
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/// Value or -\ref INF.
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virtual void _setColLowerBound(int i, Value value) = 0;
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/// \e
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/// The upper bound of a variable (column) have to be given by an
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/// extended number of type Value, i.e. a finite number of type
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/// Value or \ref INF.
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virtual void _setColUpperBound(int i, Value value) = 0;
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/// \e
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/// The lower bound of a linear expression (row) have to be given by an
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/// extended number of type Value, i.e. a finite number of type
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/// Value or -\ref INF.
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virtual void _setRowLowerBound(int i, Value value) = 0;
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/// \e
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/// The upper bound of a linear expression (row) have to be given by an
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/// extended number of type Value, i.e. a finite number of type
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/// Value or \ref INF.
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virtual void _setRowUpperBound(int i, Value value) = 0;
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/// \e
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virtual void _setObjCoeff(int i, Value obj_coef) = 0;
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///\e
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///\bug Wrong interface
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///
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virtual SolutionType _solve() = 0;
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///\e
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///\bug Wrong interface
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///
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virtual Value _getSolution(int i) = 0;
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///\e
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///\bug unimplemented!!!!
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void clearObj() {}
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public:
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///\e
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virtual ~LpSolverBase() {}
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alpar@1253
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248 |
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///\name Building up and modification of the LP
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alpar@1263
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250 |
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alpar@1263
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///@{
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alpar@1253
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///Add a new empty column (i.e a new variable) to the LP
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Col addCol() { Col c; c.id=cols.insert(_addCol()); return c;}
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alpar@1256
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///\brief Fill the elements of a container with newly created columns
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///(i.e a new variables)
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///
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///This magic function takes container as its argument
|
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///and fills its elements
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///with new columns (i.e. variables)
|
alpar@1256
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262 |
///\param t can be either any standard STL iterable container with
|
alpar@1256
|
263 |
///\ref Col \c values_type or \c mapped_type
|
alpar@1256
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264 |
///like <tt>std::vector<LpSolverBase::Col></tt>,
|
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|
265 |
/// <tt>std::list<LpSolverBase::Col></tt> or
|
alpar@1256
|
266 |
/// <tt>std::map<AnyType,LpSolverBase::Col></tt> or
|
alpar@1256
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267 |
///it can be an iterable lemon map like
|
alpar@1256
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268 |
/// <tt>ListGraph::NodeMap<LpSolverBase::Col></tt>.
|
alpar@1256
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269 |
///\return The number of the created column.
|
alpar@1256
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270 |
///\bug Iterable nodemap hasn't been implemented yet.
|
alpar@1256
|
271 |
#ifdef DOXYGEN
|
alpar@1256
|
272 |
template<class T>
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alpar@1256
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273 |
int addColSet(T &t) { return 0;}
|
alpar@1256
|
274 |
#else
|
alpar@1256
|
275 |
template<class T>
|
alpar@1256
|
276 |
typename enable_if<typename T::value_type::LpSolverCol,int>::type
|
alpar@1256
|
277 |
addColSet(T &t,dummy<0> = 0) {
|
alpar@1256
|
278 |
int s=0;
|
alpar@1256
|
279 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;}
|
alpar@1256
|
280 |
return s;
|
alpar@1256
|
281 |
}
|
alpar@1256
|
282 |
template<class T>
|
alpar@1256
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283 |
typename enable_if<typename T::value_type::second_type::LpSolverCol,
|
alpar@1256
|
284 |
int>::type
|
alpar@1256
|
285 |
addColSet(T &t,dummy<1> = 1) {
|
alpar@1256
|
286 |
int s=0;
|
alpar@1256
|
287 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
alpar@1256
|
288 |
i->second=addCol();
|
alpar@1256
|
289 |
s++;
|
alpar@1256
|
290 |
}
|
alpar@1256
|
291 |
return s;
|
alpar@1256
|
292 |
}
|
alpar@1256
|
293 |
#endif
|
alpar@1263
|
294 |
|
alpar@1253
|
295 |
///Add a new empty row (i.e a new constaint) to the LP
|
alpar@1258
|
296 |
|
alpar@1258
|
297 |
///This function adds a new empty row (i.e a new constaint) to the LP.
|
alpar@1258
|
298 |
///\return The created row
|
alpar@1253
|
299 |
Row addRow() { Row r; r.id=rows.insert(_addRow()); return r;}
|
alpar@1253
|
300 |
|
alpar@1258
|
301 |
///Set a row (i.e a constaint) of the LP
|
alpar@1253
|
302 |
|
alpar@1258
|
303 |
///\param r is the row to be modified
|
alpar@1259
|
304 |
///\param l is lower bound (-\ref INF means no bound)
|
alpar@1258
|
305 |
///\param e is a linear expression (see \ref Expr)
|
alpar@1259
|
306 |
///\param u is the upper bound (\ref INF means no bound)
|
alpar@1253
|
307 |
///\bug This is a temportary function. The interface will change to
|
alpar@1253
|
308 |
///a better one.
|
alpar@1258
|
309 |
void setRow(Row r, Value l,const Expr &e, Value u) {
|
alpar@1253
|
310 |
std::vector<int> indices;
|
alpar@1253
|
311 |
std::vector<Value> values;
|
alpar@1253
|
312 |
indices.push_back(0);
|
alpar@1253
|
313 |
values.push_back(0);
|
alpar@1258
|
314 |
for(Expr::const_iterator i=e.begin(); i!=e.end(); ++i)
|
alpar@1256
|
315 |
if((*i).second!=0) { ///\bug EPSILON would be necessary here!!!
|
alpar@1256
|
316 |
indices.push_back(cols.floatingId((*i).first.id));
|
alpar@1256
|
317 |
values.push_back((*i).second);
|
alpar@1256
|
318 |
}
|
alpar@1253
|
319 |
_setRowCoeffs(rows.floatingId(r.id),indices.size()-1,
|
alpar@1253
|
320 |
&indices[0],&values[0]);
|
alpar@1256
|
321 |
_setRowLowerBound(rows.floatingId(r.id),l-e.constComp());
|
alpar@1256
|
322 |
_setRowUpperBound(rows.floatingId(r.id),u-e.constComp());
|
alpar@1258
|
323 |
}
|
alpar@1258
|
324 |
|
alpar@1264
|
325 |
///Set a row (i.e a constaint) of the LP
|
alpar@1264
|
326 |
|
alpar@1264
|
327 |
///\param r is the row to be modified
|
alpar@1264
|
328 |
///\param c is a linear expression (see \ref Constr)
|
alpar@1264
|
329 |
///\bug This is a temportary function. The interface will change to
|
alpar@1264
|
330 |
///a better one.
|
alpar@1264
|
331 |
void setRow(Row r, const Constr &c) {
|
alpar@1264
|
332 |
Value lb= c.lb==NaN?-INF:lb;
|
alpar@1264
|
333 |
Value ub= c.ub==NaN?INF:lb;
|
alpar@1264
|
334 |
setRow(r,lb,c.expr,ub);
|
alpar@1264
|
335 |
}
|
alpar@1264
|
336 |
|
alpar@1258
|
337 |
///Add a new row (i.e a new constaint) to the LP
|
alpar@1258
|
338 |
|
alpar@1259
|
339 |
///\param l is the lower bound (-\ref INF means no bound)
|
alpar@1258
|
340 |
///\param e is a linear expression (see \ref Expr)
|
alpar@1259
|
341 |
///\param u is the upper bound (\ref INF means no bound)
|
alpar@1258
|
342 |
///\return The created row.
|
alpar@1258
|
343 |
///\bug This is a temportary function. The interface will change to
|
alpar@1258
|
344 |
///a better one.
|
alpar@1258
|
345 |
Row addRow(Value l,const Expr &e, Value u) {
|
alpar@1258
|
346 |
Row r=addRow();
|
alpar@1258
|
347 |
setRow(r,l,e,u);
|
alpar@1253
|
348 |
return r;
|
alpar@1253
|
349 |
}
|
alpar@1253
|
350 |
|
alpar@1264
|
351 |
///Add a new row (i.e a new constaint) to the LP
|
alpar@1264
|
352 |
|
alpar@1264
|
353 |
///\param c is a linear expression (see \ref Constr)
|
alpar@1264
|
354 |
///\return The created row.
|
alpar@1264
|
355 |
///\bug This is a temportary function. The interface will change to
|
alpar@1264
|
356 |
///a better one.
|
alpar@1264
|
357 |
Row addRow(const Constr &c) {
|
alpar@1264
|
358 |
Row r=addRow();
|
alpar@1264
|
359 |
setRow(r,c);
|
alpar@1264
|
360 |
return r;
|
alpar@1264
|
361 |
}
|
alpar@1264
|
362 |
|
alpar@1253
|
363 |
/// Set the lower bound of a column (i.e a variable)
|
alpar@1253
|
364 |
|
alpar@1253
|
365 |
/// The upper bound of a variable (column) have to be given by an
|
alpar@1253
|
366 |
/// extended number of type Value, i.e. a finite number of type
|
alpar@1259
|
367 |
/// Value or -\ref INF.
|
alpar@1253
|
368 |
virtual void setColLowerBound(Col c, Value value) {
|
alpar@1253
|
369 |
_setColLowerBound(cols.floatingId(c.id),value);
|
alpar@1253
|
370 |
}
|
alpar@1253
|
371 |
/// Set the upper bound of a column (i.e a variable)
|
alpar@1253
|
372 |
|
alpar@1253
|
373 |
/// The upper bound of a variable (column) have to be given by an
|
alpar@1253
|
374 |
/// extended number of type Value, i.e. a finite number of type
|
alpar@1259
|
375 |
/// Value or \ref INF.
|
alpar@1253
|
376 |
virtual void setColUpperBound(Col c, Value value) {
|
alpar@1253
|
377 |
_setColUpperBound(cols.floatingId(c.id),value);
|
alpar@1253
|
378 |
};
|
alpar@1253
|
379 |
/// Set the lower bound of a row (i.e a constraint)
|
alpar@1253
|
380 |
|
alpar@1253
|
381 |
/// The lower bound of a linear expression (row) have to be given by an
|
alpar@1253
|
382 |
/// extended number of type Value, i.e. a finite number of type
|
alpar@1259
|
383 |
/// Value or -\ref INF.
|
alpar@1253
|
384 |
virtual void setRowLowerBound(Row r, Value value) {
|
alpar@1253
|
385 |
_setRowLowerBound(rows.floatingId(r.id),value);
|
alpar@1253
|
386 |
};
|
alpar@1253
|
387 |
/// Set the upper bound of a row (i.e a constraint)
|
alpar@1253
|
388 |
|
alpar@1253
|
389 |
/// The upper bound of a linear expression (row) have to be given by an
|
alpar@1253
|
390 |
/// extended number of type Value, i.e. a finite number of type
|
alpar@1259
|
391 |
/// Value or \ref INF.
|
alpar@1253
|
392 |
virtual void setRowUpperBound(Row r, Value value) {
|
alpar@1253
|
393 |
_setRowUpperBound(rows.floatingId(r.id),value);
|
alpar@1253
|
394 |
};
|
alpar@1253
|
395 |
///Set an element of the objective function
|
alpar@1253
|
396 |
void setObjCoeff(Col c, Value v) {_setObjCoeff(cols.floatingId(c.id),v); };
|
alpar@1253
|
397 |
///Set the objective function
|
alpar@1253
|
398 |
|
alpar@1253
|
399 |
///\param e is a linear expression of type \ref Expr.
|
alpar@1253
|
400 |
///\todo What to do with the constant component?
|
alpar@1253
|
401 |
void setObj(Expr e) {
|
alpar@1253
|
402 |
clearObj();
|
alpar@1253
|
403 |
for (Expr::iterator i=e.begin(); i!=e.end(); ++i)
|
alpar@1253
|
404 |
setObjCoeff((*i).first,(*i).second);
|
alpar@1253
|
405 |
}
|
alpar@1263
|
406 |
|
alpar@1263
|
407 |
///@}
|
alpar@1263
|
408 |
|
alpar@1263
|
409 |
|
alpar@1263
|
410 |
///\name Solving the LP
|
alpar@1263
|
411 |
|
alpar@1263
|
412 |
///@{
|
alpar@1263
|
413 |
|
alpar@1263
|
414 |
///\e
|
alpar@1263
|
415 |
SolutionType solve() { return _solve(); }
|
alpar@1263
|
416 |
|
alpar@1263
|
417 |
///@}
|
alpar@1263
|
418 |
|
alpar@1263
|
419 |
///\name Obtaining the solution LP
|
alpar@1263
|
420 |
|
alpar@1263
|
421 |
///@{
|
alpar@1263
|
422 |
|
alpar@1263
|
423 |
///\e
|
alpar@1263
|
424 |
Value solution(Col c) { return _getSolution(cols.floatingId(c.id)); }
|
alpar@1263
|
425 |
|
alpar@1263
|
426 |
///@}
|
alpar@1253
|
427 |
|
athos@1248
|
428 |
};
|
athos@1246
|
429 |
|
athos@1246
|
430 |
} //namespace lemon
|
athos@1246
|
431 |
|
athos@1246
|
432 |
#endif //LEMON_LP_BASE_H
|