src/work/athos/lp/lp_solver_glpk.h
author alpar
Fri, 25 Mar 2005 18:56:07 +0000
changeset 1264 92ba3e62825d
permissions -rw-r--r--
Constraints (expressions containing <= or >=) can be passed to addRow()
and setRow()
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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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extern "C" {
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#include "glpk.h"
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}
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#include <lp_solver_base.h>
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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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    /// \e
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    LPX* lp;
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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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    /// \e
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    /// Retrieve number of rows
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    int rowNum() const { return lpx_get_num_rows(lp); }
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    /// \e
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    /// Retrieve number of coloumns
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    int colNum() const { return lpx_get_num_cols(lp); }
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  protected:
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    /// \e
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    int LpGlpk::_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 LpGlpk::_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 row, int col, double value) {
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      ///FIXME Of course this is not efficient at all, but GLPK knows not more.
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      /// First approach: get one row, apply changes and set it again
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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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      //The following code does not suppose that the elements of the array indices are sorted
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      int i=1;
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      bool found=false;
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      while (i <= length && !found){
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	if (indices[i]=col){
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	  found = true;
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	  doubles[i]=value;
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	}
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	++i;
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      }
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      if (!found){
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	++length;
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	indices[length]=col;
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	doubles[length]=value;
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      }
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// This is a piece of code that assumes that the array 'indices' is sorted. 
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// Not ready, I suppose. 
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//       //We need another arrays to put the data back, anyway
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//       int* new_indices = new int[length+1];
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//       double* new_doubles = new double[length+1];
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//       int offset;
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//       int i=1;
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//       while (i <= length && indices[i]<col){
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// 	new_indiced[i]=indices[i];
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// 	new_doubles[i]=doubles[i];
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// 	++i;
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//       }
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//       if (i>length || indices[i]>col){
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// 	//Ha atugrottuk, vagy a vegen van
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// 	new_indices[i]=col;
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// 	new_doubles[i]=value;
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// 	offset = 1;
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//       }
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//       else{
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// 	//I.e.: indices[i]=col
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// 	new_doubles[i]=value;
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// 	offset = 0;
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// 	++i;
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//       }
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//       while (i <= length){
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// 	new_indices[i+offset]=indices[i];
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// 	new_values[i+offset]=values[i];
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//       }
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      lpx_set_mat_row(lp, row, length, indices, doubles);
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      delete [] indices;
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      delete [] doubles;
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//       lpx_set_mat_row(lp, row, length+offset, new_indices, new_doubles);
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//       delete [] new_indices;
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//       delete [] new_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) {
athos@1260
   377
      int b=lpx_get_row_type(lp, i);
athos@1260
   378
      switch (b) {
athos@1260
   379
      case LPX_FR:
athos@1260
   380
	return -INF;
athos@1260
   381
      case LPX_LO:
athos@1260
   382
	return lpx_get_row_lb(lp, i);
athos@1260
   383
      case LPX_UP:
athos@1260
   384
	return -INF;
athos@1260
   385
      case LPX_DB:
athos@1260
   386
      case LPX_FX:
athos@1260
   387
	return lpx_get_row_lb(lp, i);
athos@1260
   388
      default: ;
athos@1260
   389
	//FIXME error
athos@1260
   390
	return 0.0;
athos@1260
   391
      }
athos@1260
   392
    }
athos@1260
   393
    virtual void _setRowUpperBound(int i, double up) {
athos@1260
   394
      if (up==-INF) {
athos@1260
   395
	//FIXME error
athos@1260
   396
      }
athos@1260
   397
      int b=lpx_get_row_type(lp, i);
athos@1260
   398
      double lo=lpx_get_row_lb(lp, i);
athos@1260
   399
      if (up==INF) {
athos@1260
   400
	switch (b) {
athos@1260
   401
	case LPX_FR:
athos@1260
   402
	case LPX_LO:
athos@1260
   403
	  break;
athos@1260
   404
	case LPX_UP:
athos@1260
   405
	  lpx_set_row_bnds(lp, i, LPX_FR, lo, up);
athos@1260
   406
	  break;
athos@1260
   407
	case LPX_DB:
athos@1260
   408
	case LPX_FX:
athos@1260
   409
	  lpx_set_row_bnds(lp, i, LPX_LO, lo, up);
athos@1260
   410
	  break;
athos@1260
   411
	default: ;
athos@1260
   412
	  //FIXME error
athos@1260
   413
	}
athos@1260
   414
      } else {
athos@1260
   415
	switch (b) {
athos@1260
   416
	case LPX_FR:
athos@1260
   417
	  lpx_set_row_bnds(lp, i, LPX_UP, lo, up);
athos@1260
   418
	case LPX_LO:
athos@1260
   419
	  if (lo==up) 
athos@1260
   420
	    lpx_set_row_bnds(lp, i, LPX_FX, lo, up);
athos@1260
   421
	  else
athos@1260
   422
	    lpx_set_row_bnds(lp, i, LPX_DB, lo, up);
athos@1260
   423
	  break;
athos@1260
   424
	case LPX_UP:
athos@1260
   425
	  lpx_set_row_bnds(lp, i, LPX_UP, lo, up);
athos@1260
   426
	  break;
athos@1260
   427
	case LPX_DB:
athos@1260
   428
	case LPX_FX:
athos@1260
   429
	  if (lo==up) 
athos@1260
   430
	    lpx_set_row_bnds(lp, i, LPX_FX, lo, up);
athos@1260
   431
	  else 
athos@1260
   432
	    lpx_set_row_bnds(lp, i, LPX_DB, lo, up);
athos@1260
   433
	  break;
athos@1260
   434
	default: ;
athos@1260
   435
	  //FIXME error
athos@1260
   436
	}
athos@1260
   437
      }
athos@1260
   438
    }
athos@1260
   439
    virtual double _getRowUpperBound(int i) {
athos@1260
   440
      int b=lpx_get_row_type(lp, i);
athos@1260
   441
      switch (b) {
athos@1260
   442
      case LPX_FR:
athos@1260
   443
      case LPX_LO:
athos@1260
   444
	return INF;
athos@1260
   445
      case LPX_UP:
athos@1260
   446
      case LPX_DB:
athos@1260
   447
      case LPX_FX:
athos@1260
   448
	return lpx_get_row_ub(lp, i);
athos@1260
   449
      default: ;
athos@1260
   450
	//FIXME error
athos@1260
   451
	return 0.0;
athos@1260
   452
      }
athos@1260
   453
    }
athos@1260
   454
    /// \e
athos@1260
   455
    virtual double _getObjCoeff(int i) { 
athos@1260
   456
      return lpx_get_obj_coef(lp, i);
athos@1260
   457
    }
athos@1260
   458
    /// \e
athos@1260
   459
    virtual void _setObjCoeff(int i, double obj_coef) { 
athos@1260
   460
      lpx_set_obj_coef(lp, i, obj_coef);
athos@1260
   461
    }
athos@1260
   462
athos@1260
   463
  protected:
athos@1260
   464
    virtual double _getPrimal(int i) {
athos@1260
   465
      return lpx_get_col_prim(lp, i);
athos@1260
   466
    }
athos@1260
   467
athos@1260
   468
    //MIP
athos@1260
   469
  protected:
athos@1260
   470
    /// \e
athos@1260
   471
    void _setColCont(int i) { lpx_set_col_kind(lp, i, LPX_CV); }
athos@1260
   472
    /// \e
athos@1260
   473
    void _setColInt(int i) { lpx_set_col_kind(lp, i, LPX_IV); }
athos@1260
   474
    /// \e
athos@1260
   475
    double _getMIPPrimal(int i) { return lpx_mip_col_val(lp, i); }
athos@1260
   476
athos@1260
   477
athos@1260
   478
//   public:
athos@1260
   479
//     /// \e
athos@1260
   480
//     void solveSimplex() { lpx_simplex(lp); }
athos@1260
   481
//     /// \e
athos@1260
   482
//     void solvePrimalSimplex() { lpx_simplex(lp); }
athos@1260
   483
//     /// \e
athos@1260
   484
//     void solveDualSimplex() { lpx_simplex(lp); }
athos@1260
   485
//     /// \e
athos@1260
   486
//     double getObjVal() { return lpx_get_obj_val(lp); }
athos@1260
   487
//     /// \e
athos@1260
   488
//     int warmUp() { return lpx_warm_up(lp); }
athos@1260
   489
//     /// \e
athos@1260
   490
//     void printWarmUpStatus(int i) {
athos@1260
   491
//       switch (i) {
athos@1260
   492
//       case LPX_E_OK: cout << "LPX_E_OK" << endl; break;
athos@1260
   493
//       case LPX_E_EMPTY: cout << "LPX_E_EMPTY" << endl; break;	
athos@1260
   494
//       case LPX_E_BADB: cout << "LPX_E_BADB" << endl; break;
athos@1260
   495
//       case LPX_E_SING: cout << "LPX_E_SING" << endl; break;
athos@1260
   496
//       }
athos@1260
   497
//     }
athos@1260
   498
//     /// \e
athos@1260
   499
//     int getPrimalStatus() { return lpx_get_prim_stat(lp); }
athos@1260
   500
//     /// \e
athos@1260
   501
//     void printPrimalStatus(int i) {
athos@1260
   502
//       switch (i) {
athos@1260
   503
//       case LPX_P_UNDEF: cout << "LPX_P_UNDEF" << endl; break;
athos@1260
   504
//       case LPX_P_FEAS: cout << "LPX_P_FEAS" << endl; break;	
athos@1260
   505
//       case LPX_P_INFEAS: cout << "LPX_P_INFEAS" << endl; break;
athos@1260
   506
//       case LPX_P_NOFEAS: cout << "LPX_P_NOFEAS" << endl; break;
athos@1260
   507
//       }
athos@1260
   508
//     }
athos@1260
   509
//     /// \e
athos@1260
   510
//     int getDualStatus() { return lpx_get_dual_stat(lp); }
athos@1260
   511
//     /// \e
athos@1260
   512
//     void printDualStatus(int i) {
athos@1260
   513
//       switch (i) {
athos@1260
   514
//       case LPX_D_UNDEF: cout << "LPX_D_UNDEF" << endl; break;
athos@1260
   515
//       case LPX_D_FEAS: cout << "LPX_D_FEAS" << endl; break;	
athos@1260
   516
//       case LPX_D_INFEAS: cout << "LPX_D_INFEAS" << endl; break;
athos@1260
   517
//       case LPX_D_NOFEAS: cout << "LPX_D_NOFEAS" << endl; break;
athos@1260
   518
//       }
athos@1260
   519
//     }
athos@1260
   520
//     /// Returns the status of the slack variable assigned to row \c row.
athos@1260
   521
//     int getRowStat(const Row& row) { 
athos@1260
   522
//       return lpx_get_row_stat(lp, row_iter_map[row]); 
athos@1260
   523
//     }
athos@1260
   524
//     /// \e
athos@1260
   525
//     void printRowStatus(int i) {
athos@1260
   526
//       switch (i) {
athos@1260
   527
//       case LPX_BS: cout << "LPX_BS" << endl; break;
athos@1260
   528
//       case LPX_NL: cout << "LPX_NL" << endl; break;	
athos@1260
   529
//       case LPX_NU: cout << "LPX_NU" << endl; break;
athos@1260
   530
//       case LPX_NF: cout << "LPX_NF" << endl; break;
athos@1260
   531
//       case LPX_NS: cout << "LPX_NS" << endl; break;
athos@1260
   532
//       }
athos@1260
   533
//     }
athos@1260
   534
//     /// Returns the status of the variable assigned to column \c col.
athos@1260
   535
//     int getColStat(const Col& col) { 
athos@1260
   536
//       return lpx_get_col_stat(lp, col_iter_map[col]); 
athos@1260
   537
//     }
athos@1260
   538
//     /// \e
athos@1260
   539
//     void printColStatus(int i) {
athos@1260
   540
//       switch (i) {
athos@1260
   541
//       case LPX_BS: cout << "LPX_BS" << endl; break;
athos@1260
   542
//       case LPX_NL: cout << "LPX_NL" << endl; break;	
athos@1260
   543
//       case LPX_NU: cout << "LPX_NU" << endl; break;
athos@1260
   544
//       case LPX_NF: cout << "LPX_NF" << endl; break;
athos@1260
   545
//       case LPX_NS: cout << "LPX_NS" << endl; break;
athos@1260
   546
//       }
athos@1260
   547
//     }
athos@1260
   548
athos@1260
   549
//     // MIP
athos@1260
   550
//     /// \e
athos@1260
   551
//     void solveBandB() { lpx_integer(lp); }
athos@1260
   552
//     /// \e
athos@1260
   553
//     void setLP() { lpx_set_class(lp, LPX_LP); }
athos@1260
   554
//     /// \e
athos@1260
   555
//     void setMIP() { lpx_set_class(lp, LPX_MIP); }
athos@1260
   556
athos@1260
   557
athos@1260
   558
athos@1260
   559
  };
athos@1260
   560
  
athos@1260
   561
  /// @}
athos@1260
   562
athos@1260
   563
} //namespace lemon
athos@1260
   564
athos@1260
   565
#endif //LEMON_LP_SOLVER_GLPK_H