alpar@1956
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1 |
/* -*- C++ -*-
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alpar@1956
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2 |
*
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alpar@1956
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3 |
* This file is a part of LEMON, a generic C++ optimization library
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alpar@1956
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*
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alpar@2553
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* Copyright (C) 2003-2008
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alpar@1956
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* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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alpar@1956
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* (Egervary Research Group on Combinatorial Optimization, EGRES).
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alpar@1956
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*
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alpar@1956
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9 |
* Permission to use, modify and distribute this software is granted
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alpar@1956
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10 |
* provided that this copyright notice appears in all copies. For
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alpar@1956
|
11 |
* precise terms see the accompanying LICENSE file.
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alpar@1956
|
12 |
*
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alpar@1956
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13 |
* This software is provided "AS IS" with no warranty of any kind,
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alpar@1956
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14 |
* express or implied, and with no claim as to its suitability for any
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alpar@1956
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* purpose.
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alpar@1956
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*
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alpar@1956
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17 |
*/
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alpar@1956
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18 |
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athos@1543
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#include <sstream>
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athos@1543
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#include <lemon/lp_skeleton.h>
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athos@1473
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#include "test_tools.h"
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athos@2264
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#include <lemon/tolerance.h>
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deba@2605
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#include <lemon/lp_utils.h>
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athos@1542
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ladanyi@1387
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#ifdef HAVE_CONFIG_H
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alpar@2571
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#include <lemon/config.h>
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ladanyi@1387
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#endif
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ladanyi@1387
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28 |
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ladanyi@1387
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29 |
#ifdef HAVE_GLPK
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ladanyi@1387
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#include <lemon/lp_glpk.h>
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ladanyi@1437
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#endif
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ladanyi@1437
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32 |
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ladanyi@1437
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#ifdef HAVE_CPLEX
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ladanyi@1387
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#include <lemon/lp_cplex.h>
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ladanyi@1387
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#endif
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alpar@1254
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deba@2363
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#ifdef HAVE_SOPLEX
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deba@2363
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#include <lemon/lp_soplex.h>
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deba@2363
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#endif
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deba@2314
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alpar@1254
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using namespace lemon;
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alpar@1254
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alpar@1263
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void lpTest(LpSolverBase & lp)
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alpar@1254
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{
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athos@1508
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athos@1508
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athos@1508
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alpar@1263
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typedef LpSolverBase LP;
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alpar@1256
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alpar@1309
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std::vector<LP::Col> x(10);
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alpar@1309
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// for(int i=0;i<10;i++) x.push_back(lp.addCol());
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alpar@1309
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lp.addColSet(x);
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alpar@1895
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lp.colLowerBound(x,1);
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alpar@1895
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lp.colUpperBound(x,1);
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alpar@1895
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lp.colBounds(x,1,2);
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athos@1508
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#ifndef GYORSITAS
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athos@1508
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alpar@1256
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std::vector<LP::Col> y(10);
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alpar@1256
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lp.addColSet(y);
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alpar@1256
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alpar@1895
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lp.colLowerBound(y,1);
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alpar@1895
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lp.colUpperBound(y,1);
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alpar@1895
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lp.colBounds(y,1,2);
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alpar@1895
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alpar@1256
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std::map<int,LP::Col> z;
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alpar@1256
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alpar@1256
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z.insert(std::make_pair(12,INVALID));
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alpar@1256
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z.insert(std::make_pair(2,INVALID));
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alpar@1256
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z.insert(std::make_pair(7,INVALID));
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alpar@1256
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z.insert(std::make_pair(5,INVALID));
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alpar@1895
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alpar@1256
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lp.addColSet(z);
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alpar@1256
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alpar@1895
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lp.colLowerBound(z,1);
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alpar@1895
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lp.colUpperBound(z,1);
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alpar@1895
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lp.colBounds(z,1,2);
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alpar@1895
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alpar@1445
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{
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alpar@1445
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LP::Expr e,f,g;
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alpar@1445
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LP::Col p1,p2,p3,p4,p5;
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alpar@1445
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LP::Constr c;
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alpar@1445
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alpar@1484
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p1=lp.addCol();
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alpar@1484
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p2=lp.addCol();
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alpar@1484
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p3=lp.addCol();
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alpar@1484
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p4=lp.addCol();
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alpar@1484
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p5=lp.addCol();
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alpar@1484
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alpar@1445
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e[p1]=2;
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alpar@1445
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e.constComp()=12;
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alpar@1445
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e[p1]+=2;
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alpar@1445
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e.constComp()+=12;
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alpar@1445
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e[p1]-=2;
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alpar@1445
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e.constComp()-=12;
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alpar@1445
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alpar@1445
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e=2;
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alpar@1445
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e=2.2;
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alpar@1445
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e=p1;
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alpar@1445
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e=f;
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alpar@1445
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alpar@1445
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e+=2;
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alpar@1445
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e+=2.2;
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alpar@1445
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e+=p1;
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alpar@1445
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e+=f;
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alpar@1445
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alpar@1445
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e-=2;
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alpar@1445
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e-=2.2;
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alpar@1445
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e-=p1;
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alpar@1445
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e-=f;
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alpar@1445
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alpar@1445
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e*=2;
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alpar@1445
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e*=2.2;
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alpar@1445
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e/=2;
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alpar@1445
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e/=2.2;
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alpar@1445
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alpar@1445
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e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
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alpar@1445
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(f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
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alpar@1445
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(f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
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alpar@1445
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2.2*f+f*2.2+f/2.2+
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alpar@1445
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2*f+f*2+f/2+
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alpar@1445
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121 |
2.2*p1+p1*2.2+p1/2.2+
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alpar@1445
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122 |
2*p1+p1*2+p1/2
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alpar@1445
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123 |
);
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alpar@1256
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alpar@1445
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125 |
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alpar@1445
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126 |
c = (e <= f );
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alpar@1445
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127 |
c = (e <= 2.2);
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alpar@1445
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128 |
c = (e <= 2 );
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alpar@1445
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129 |
c = (e <= p1 );
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alpar@1445
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130 |
c = (2.2<= f );
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alpar@1445
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131 |
c = (2 <= f );
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alpar@1445
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132 |
c = (p1 <= f );
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alpar@1445
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133 |
c = (p1 <= p2 );
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alpar@1445
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134 |
c = (p1 <= 2.2);
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alpar@1445
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135 |
c = (p1 <= 2 );
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alpar@1445
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136 |
c = (2.2<= p2 );
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alpar@1445
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137 |
c = (2 <= p2 );
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alpar@1445
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138 |
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alpar@1445
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139 |
c = (e >= f );
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alpar@1445
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140 |
c = (e >= 2.2);
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alpar@1445
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141 |
c = (e >= 2 );
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alpar@1445
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142 |
c = (e >= p1 );
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alpar@1445
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143 |
c = (2.2>= f );
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alpar@1445
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144 |
c = (2 >= f );
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alpar@1445
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145 |
c = (p1 >= f );
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alpar@1445
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146 |
c = (p1 >= p2 );
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alpar@1445
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147 |
c = (p1 >= 2.2);
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alpar@1445
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148 |
c = (p1 >= 2 );
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alpar@1445
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149 |
c = (2.2>= p2 );
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alpar@1445
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150 |
c = (2 >= p2 );
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alpar@1445
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151 |
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alpar@1445
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152 |
c = (e == f );
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alpar@1445
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153 |
c = (e == 2.2);
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alpar@1445
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154 |
c = (e == 2 );
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alpar@1445
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155 |
c = (e == p1 );
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alpar@1445
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156 |
c = (2.2== f );
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alpar@1445
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157 |
c = (2 == f );
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alpar@1445
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158 |
c = (p1 == f );
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alpar@1445
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159 |
//c = (p1 == p2 );
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alpar@1445
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c = (p1 == 2.2);
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alpar@1445
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c = (p1 == 2 );
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alpar@1445
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c = (2.2== p2 );
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alpar@1445
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163 |
c = (2 == p2 );
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alpar@1445
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164 |
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alpar@1445
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165 |
c = (2 <= e <= 3);
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alpar@1445
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166 |
c = (2 <= p1<= 3);
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alpar@1445
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167 |
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alpar@1445
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168 |
c = (2 >= e >= 3);
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alpar@1445
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169 |
c = (2 >= p1>= 3);
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alpar@1445
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170 |
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alpar@1445
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171 |
e[x[3]]=2;
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alpar@1445
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172 |
e[x[3]]=4;
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alpar@1445
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173 |
e[x[3]]=1;
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alpar@1445
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174 |
e.constComp()=12;
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alpar@1445
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175 |
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alpar@1445
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176 |
lp.addRow(LP::INF,e,23);
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alpar@1445
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177 |
lp.addRow(LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
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alpar@1445
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178 |
lp.addRow(LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
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alpar@1445
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179 |
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alpar@1445
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180 |
lp.addRow(x[1]+x[3]<=x[5]-3);
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alpar@1445
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181 |
lp.addRow(-7<=x[1]+x[3]-12<=3);
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alpar@1445
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182 |
lp.addRow(x[1]<=x[5]);
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athos@2264
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183 |
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athos@2264
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184 |
std::ostringstream buf;
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athos@2264
|
185 |
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athos@2264
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186 |
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athos@2264
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187 |
//Checking the simplify function
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athos@2264
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188 |
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athos@2264
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189 |
// //How to check the simplify function? A map gives no information
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athos@2264
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190 |
// //on the question whether a given key is or is not stored in it, or
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athos@2264
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191 |
// //it does?
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athos@2264
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192 |
// Yes, it does, using the find() function.
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athos@2264
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193 |
e=((p1+p2)+(p1-p2));
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athos@2264
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194 |
e.simplify();
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athos@2264
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195 |
buf << "Coeff. of p2 should be 0";
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athos@2264
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196 |
// std::cout<<e[p1]<<e[p2]<<e[p3]<<std::endl;
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athos@2264
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197 |
check(e.find(p2)==e.end(), buf.str());
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athos@2345
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198 |
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athos@2264
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199 |
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athos@2264
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200 |
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athos@2264
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201 |
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athos@2264
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202 |
e=((p1+p2)+(p1-0.99*p2));
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athos@2345
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203 |
//e.prettyPrint(std::cout);
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athos@2345
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204 |
//(e<=2).prettyPrint(std::cout);
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athos@2264
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205 |
double tolerance=0.001;
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athos@2264
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206 |
e.simplify(tolerance);
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athos@2264
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207 |
buf << "Coeff. of p2 should be 0.01";
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athos@2264
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208 |
check(e[p2]>0, buf.str());
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athos@2264
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209 |
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athos@2264
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210 |
tolerance=0.02;
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athos@2264
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211 |
e.simplify(tolerance);
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athos@2264
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212 |
buf << "Coeff. of p2 should be 0";
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athos@2264
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213 |
check(e.find(p2)==e.end(), buf.str());
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athos@2264
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214 |
|
athos@2264
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215 |
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alpar@1445
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216 |
}
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alpar@1272
|
217 |
|
alpar@1445
|
218 |
{
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alpar@1445
|
219 |
LP::DualExpr e,f,g;
|
deba@2605
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220 |
LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,
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deba@2605
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221 |
p4 = INVALID, p5 = INVALID;
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alpar@1445
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222 |
|
alpar@1445
|
223 |
e[p1]=2;
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alpar@1445
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224 |
e[p1]+=2;
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alpar@1445
|
225 |
e[p1]-=2;
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alpar@1445
|
226 |
|
alpar@1445
|
227 |
e=p1;
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alpar@1445
|
228 |
e=f;
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alpar@1445
|
229 |
|
alpar@1445
|
230 |
e+=p1;
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alpar@1445
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231 |
e+=f;
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alpar@1445
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232 |
|
alpar@1445
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233 |
e-=p1;
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alpar@1445
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234 |
e-=f;
|
alpar@1445
|
235 |
|
alpar@1445
|
236 |
e*=2;
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alpar@1445
|
237 |
e*=2.2;
|
alpar@1445
|
238 |
e/=2;
|
alpar@1445
|
239 |
e/=2.2;
|
alpar@1445
|
240 |
|
alpar@1493
|
241 |
e=((p1+p2)+(p1-p2)+
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alpar@1445
|
242 |
(p1+f)+(f+p1)+(f+g)+
|
alpar@1445
|
243 |
(p1-f)+(f-p1)+(f-g)+
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alpar@1445
|
244 |
2.2*f+f*2.2+f/2.2+
|
alpar@1445
|
245 |
2*f+f*2+f/2+
|
alpar@1445
|
246 |
2.2*p1+p1*2.2+p1/2.2+
|
alpar@1445
|
247 |
2*p1+p1*2+p1/2
|
alpar@1445
|
248 |
);
|
alpar@1445
|
249 |
}
|
alpar@1272
|
250 |
|
athos@1508
|
251 |
#endif
|
alpar@1264
|
252 |
}
|
alpar@1264
|
253 |
|
athos@1542
|
254 |
void solveAndCheck(LpSolverBase& lp, LpSolverBase::SolutionStatus stat,
|
athos@1543
|
255 |
double exp_opt) {
|
athos@1543
|
256 |
using std::string;
|
athos@1542
|
257 |
lp.solve();
|
athos@1542
|
258 |
//int decimal,sign;
|
athos@1543
|
259 |
std::ostringstream buf;
|
athos@1543
|
260 |
buf << "Primalstatus should be: " << int(stat);
|
athos@1543
|
261 |
|
athos@1542
|
262 |
// itoa(stat,buf1, 10);
|
athos@1543
|
263 |
check(lp.primalStatus()==stat, buf.str());
|
athos@1543
|
264 |
|
athos@1543
|
265 |
if (stat == LpSolverBase::OPTIMAL) {
|
deba@2386
|
266 |
std::ostringstream sbuf;
|
deba@2386
|
267 |
sbuf << "Wrong optimal value: the right optimum is " << exp_opt;
|
deba@2386
|
268 |
check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str());
|
athos@1542
|
269 |
//+ecvt(exp_opt,2)
|
athos@1542
|
270 |
}
|
athos@1542
|
271 |
}
|
athos@1542
|
272 |
|
athos@1473
|
273 |
void aTest(LpSolverBase & lp)
|
athos@1473
|
274 |
{
|
athos@1473
|
275 |
typedef LpSolverBase LP;
|
athos@1473
|
276 |
|
athos@1542
|
277 |
//The following example is very simple
|
athos@1473
|
278 |
|
athos@1473
|
279 |
typedef LpSolverBase::Row Row;
|
athos@1473
|
280 |
typedef LpSolverBase::Col Col;
|
athos@1473
|
281 |
|
athos@1473
|
282 |
|
athos@1473
|
283 |
Col x1 = lp.addCol();
|
athos@1473
|
284 |
Col x2 = lp.addCol();
|
athos@1473
|
285 |
|
athos@1473
|
286 |
|
athos@1473
|
287 |
//Constraints
|
athos@1542
|
288 |
Row upright=lp.addRow(x1+x2 <=1);
|
athos@1542
|
289 |
lp.addRow(x1+x2 >=-1);
|
athos@1542
|
290 |
lp.addRow(x1-x2 <=1);
|
athos@1542
|
291 |
lp.addRow(x1-x2 >=-1);
|
athos@1473
|
292 |
//Nonnegativity of the variables
|
athos@1473
|
293 |
lp.colLowerBound(x1, 0);
|
athos@1473
|
294 |
lp.colLowerBound(x2, 0);
|
athos@1473
|
295 |
//Objective function
|
deba@2369
|
296 |
lp.obj(x1+x2);
|
athos@1473
|
297 |
|
athos@1473
|
298 |
lp.max();
|
athos@1473
|
299 |
|
athos@2324
|
300 |
//Testing the problem retrieving routines
|
athos@2324
|
301 |
check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
|
deba@2369
|
302 |
check(lp.isMax(),"This is a maximization!");
|
athos@2328
|
303 |
check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
|
athos@2328
|
304 |
// std::cout<<lp.colLowerBound(x1)<<std::endl;
|
athos@2328
|
305 |
check( lp.colLowerBound(x1)==0,"The lower bound for variable x1 should be 0.");
|
athos@2328
|
306 |
check( lp.colUpperBound(x1)==LpSolverBase::INF,"The upper bound for variable x1 should be infty.");
|
athos@2328
|
307 |
LpSolverBase::Value lb,ub;
|
athos@2328
|
308 |
lp.getRowBounds(upright,lb,ub);
|
athos@2328
|
309 |
check( lb==-LpSolverBase::INF,"The lower bound for the first row should be -infty.");
|
athos@2328
|
310 |
check( ub==1,"The upper bound for the first row should be 1.");
|
deba@2605
|
311 |
LpSolverBase::Expr e = lp.row(upright);
|
deba@2605
|
312 |
check( e.size() == 2, "The row retrieval gives back wrong expression.");
|
deba@2605
|
313 |
check( e[x1] == 1, "The first coefficient should 1.");
|
deba@2605
|
314 |
check( e[x2] == 1, "The second coefficient should 1.");
|
athos@2324
|
315 |
|
deba@2605
|
316 |
LpSolverBase::DualExpr de = lp.col(x1);
|
deba@2605
|
317 |
check( de.size() == 4, "The col retrieval gives back wrong expression.");
|
deba@2605
|
318 |
check( de[upright] == 1, "The first coefficient should 1.");
|
deba@2605
|
319 |
|
deba@2605
|
320 |
LpSolverBase* clp = lp.copyLp();
|
deba@2605
|
321 |
|
deba@2605
|
322 |
//Testing the problem retrieving routines
|
deba@2605
|
323 |
check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
|
deba@2605
|
324 |
check(clp->isMax(),"This is a maximization!");
|
deba@2605
|
325 |
check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
|
deba@2605
|
326 |
// std::cout<<lp.colLowerBound(x1)<<std::endl;
|
deba@2605
|
327 |
check( clp->colLowerBound(x1)==0,"The lower bound for variable x1 should be 0.");
|
deba@2605
|
328 |
std::cerr << clp->colUpperBound(x1) << std::endl;
|
deba@2605
|
329 |
check( clp->colUpperBound(x1)==LpSolverBase::INF,"The upper bound for variable x1 should be infty.");
|
deba@2605
|
330 |
|
deba@2605
|
331 |
clp->getRowBounds(upright,lb,ub);
|
deba@2605
|
332 |
check( lb==-LpSolverBase::INF,"The lower bound for the first row should be -infty.");
|
deba@2605
|
333 |
check( ub==1,"The upper bound for the first row should be 1.");
|
deba@2605
|
334 |
e = clp->row(upright);
|
deba@2605
|
335 |
check( e.size() == 2, "The row retrieval gives back wrong expression.");
|
deba@2605
|
336 |
check( e[x1] == 1, "The first coefficient should 1.");
|
deba@2605
|
337 |
check( e[x2] == 1, "The second coefficient should 1.");
|
deba@2605
|
338 |
|
deba@2605
|
339 |
de = clp->col(x1);
|
deba@2605
|
340 |
check( de.size() == 4, "The col retrieval gives back wrong expression.");
|
deba@2605
|
341 |
check( de[upright] == 1, "The first coefficient should 1.");
|
deba@2605
|
342 |
|
deba@2605
|
343 |
delete clp;
|
athos@2324
|
344 |
|
athos@1542
|
345 |
//Maximization of x1+x2
|
athos@1542
|
346 |
//over the triangle with vertices (0,0) (0,1) (1,0)
|
athos@1542
|
347 |
double expected_opt=1;
|
athos@1542
|
348 |
solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
|
alpar@1484
|
349 |
|
athos@1542
|
350 |
//Minimization
|
athos@1542
|
351 |
lp.min();
|
athos@1542
|
352 |
expected_opt=0;
|
athos@1542
|
353 |
solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
|
athos@1542
|
354 |
|
athos@1542
|
355 |
//Vertex (-1,0) instead of (0,0)
|
athos@1542
|
356 |
lp.colLowerBound(x1, -LpSolverBase::INF);
|
athos@1542
|
357 |
expected_opt=-1;
|
athos@1542
|
358 |
solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
|
athos@1542
|
359 |
|
athos@1542
|
360 |
//Erase one constraint and return to maximization
|
athos@1542
|
361 |
lp.eraseRow(upright);
|
athos@1542
|
362 |
lp.max();
|
athos@1542
|
363 |
expected_opt=LpSolverBase::INF;
|
athos@1542
|
364 |
solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt);
|
athos@1542
|
365 |
|
athos@1542
|
366 |
//Infeasibilty
|
athos@1542
|
367 |
lp.addRow(x1+x2 <=-2);
|
athos@1542
|
368 |
solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt);
|
athos@1542
|
369 |
|
athos@1542
|
370 |
//Change problem and forget to solve
|
athos@1542
|
371 |
lp.min();
|
athos@1542
|
372 |
check(lp.primalStatus()==LpSolverBase::UNDEFINED,"Primalstatus should be UNDEFINED");
|
athos@1542
|
373 |
|
deba@2605
|
374 |
|
athos@1542
|
375 |
// lp.solve();
|
athos@1542
|
376 |
// if (lp.primalStatus()==LpSolverBase::OPTIMAL){
|
athos@1542
|
377 |
// std::cout<< "Z = "<<lp.primalValue()
|
athos@1542
|
378 |
// << " (error = " << lp.primalValue()-expected_opt
|
athos@1542
|
379 |
// << "); x1 = "<<lp.primal(x1)
|
athos@1542
|
380 |
// << "; x2 = "<<lp.primal(x2)
|
athos@1542
|
381 |
// <<std::endl;
|
alpar@1484
|
382 |
|
athos@1542
|
383 |
// }
|
athos@1542
|
384 |
// else{
|
athos@1542
|
385 |
// std::cout<<lp.primalStatus()<<std::endl;
|
athos@1542
|
386 |
// std::cout<<"Optimal solution not found!"<<std::endl;
|
athos@1542
|
387 |
// }
|
athos@1473
|
388 |
|
athos@1542
|
389 |
|
athos@1473
|
390 |
|
athos@1473
|
391 |
}
|
athos@1473
|
392 |
|
athos@1473
|
393 |
|
alpar@1263
|
394 |
int main()
|
alpar@1263
|
395 |
{
|
alpar@1390
|
396 |
LpSkeleton lp_skel;
|
alpar@1390
|
397 |
lpTest(lp_skel);
|
alpar@1390
|
398 |
|
ladanyi@1437
|
399 |
#ifdef HAVE_GLPK
|
alpar@1484
|
400 |
LpGlpk lp_glpk1,lp_glpk2;
|
alpar@1484
|
401 |
lpTest(lp_glpk1);
|
alpar@1484
|
402 |
aTest(lp_glpk2);
|
ladanyi@1437
|
403 |
#endif
|
alpar@1263
|
404 |
|
ladanyi@1437
|
405 |
#ifdef HAVE_CPLEX
|
klao@1797
|
406 |
LpCplex lp_cplex1,lp_cplex2;
|
klao@1797
|
407 |
lpTest(lp_cplex1);
|
klao@1797
|
408 |
aTest(lp_cplex2);
|
ladanyi@1437
|
409 |
#endif
|
alpar@1264
|
410 |
|
deba@2363
|
411 |
#ifdef HAVE_SOPLEX
|
deba@2363
|
412 |
LpSoplex lp_soplex1,lp_soplex2;
|
deba@2363
|
413 |
lpTest(lp_soplex1);
|
deba@2363
|
414 |
aTest(lp_soplex2);
|
deba@2363
|
415 |
#endif
|
deba@2314
|
416 |
|
alpar@1309
|
417 |
return 0;
|
alpar@1263
|
418 |
}
|