lemon/lp_soplex.cc
author kpeter
Mon, 18 Feb 2008 03:32:06 +0000
changeset 2575 e866e288cba6
parent 2391 14a343be7a5a
child 2605 852361980706
permissions -rw-r--r--
Major improvements in NetworkSimplex.

Main changes:
- Use -potenital[] instead of potential[] to conform to the usual
terminology.
- Use function parameter instead of #define commands to select pivot rule.
- Use much faster implementation for the candidate list pivot rule.
It is about 5-20 times faster now.
- Add a new pivot rule called "Limited Search" that is a modified
version of "Block Search". It is about 25 percent faster on rather
sparse graphs.
- By default "Limited Search" is used for sparse graphs and
"Block Search" is used otherwise. This combined method is the most
efficient on every input class.
- Change the name of private members to start with "_".
- Change the name of function parameters not to start with "_".
- Remove unnecessary documentation for private members.
- Many doc improvements.
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/* -*- C++ -*-
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 *
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 * This file is a part of LEMON, a generic C++ optimization library
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 *
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 * Copyright (C) 2003-2008
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 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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 * (Egervary Research Group on Combinatorial Optimization, EGRES).
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 *
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 * Permission to use, modify and distribute this software is granted
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 * provided that this copyright notice appears in all copies. For
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 * precise terms see the accompanying LICENSE file.
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 *
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 * This software is provided "AS IS" with no warranty of any kind,
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 * express or implied, and with no claim as to its suitability for any
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 * purpose.
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 *
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 */
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#include<iostream>
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#include<lemon/lp_soplex.h>
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#include <soplex/soplex.h>
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///\file
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///\brief Implementation of the LEMON-SOPLEX lp solver interface.
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namespace lemon {
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  LpSoplex::LpSoplex() : LpSolverBase() {
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    rows.setIdHandler(relocateIdHandler);
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    cols.setIdHandler(relocateIdHandler);
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    soplex = new soplex::SoPlex;
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    solved = false;
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  }
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  LpSoplex::~LpSoplex() {
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    delete soplex;
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  }
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  LpSolverBase &LpSoplex::_newLp() {
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    LpSoplex* newlp = new LpSoplex();
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    return *newlp;
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  }
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  LpSolverBase &LpSoplex::_copyLp() {
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    LpSoplex* newlp = new LpSoplex();
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    (*static_cast<soplex::SPxLP*>(newlp->soplex)) = *soplex;
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    return *newlp;
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  }
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  int LpSoplex::_addCol() {
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    soplex::LPCol c;
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    c.setLower(-soplex::infinity);
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    c.setUpper(soplex::infinity);
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    soplex->addCol(c);
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    colNames.push_back(std::string());
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    primal_value.push_back(0.0);
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    solved = false;
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    return soplex->nCols() - 1;
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  }
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  int LpSoplex::_addRow() {
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    soplex::LPRow r;
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    r.setLhs(-soplex::infinity);
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    r.setRhs(soplex::infinity);
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    soplex->addRow(r);
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    dual_value.push_back(0.0);
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    solved = false;
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    return soplex->nRows() - 1;
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  }
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  void LpSoplex::_eraseCol(int i) {
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    soplex->removeCol(i);
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    invColNames.erase(colNames[i]);
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    colNames[i] = colNames.back();
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    invColNames[colNames.back()] = i;
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    colNames.pop_back();
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    primal_value[i] = primal_value.back();
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    primal_value.pop_back();
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    solved = false;
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  }
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  void LpSoplex::_eraseRow(int i) {
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    soplex->removeRow(i);
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    dual_value[i] = dual_value.back();
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    dual_value.pop_back();
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    solved = false;
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  }
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  void LpSoplex::_getColName(int c, std::string &name) const {
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    name = colNames[c]; 
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  }
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  void LpSoplex::_setColName(int c, const std::string &name) {
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    invColNames.erase(colNames[c]);
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    colNames[c] = name; 
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    if (!name.empty()) {
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      invColNames.insert(std::make_pair(name, c));
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    }
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  }
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  int LpSoplex::_colByName(const std::string& name) const {
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    std::map<std::string, int>::const_iterator it =
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      invColNames.find(name);
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    if (it != invColNames.end()) {
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      return it->second;
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    } else {
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      return -1;
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    }
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  }
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  void LpSoplex::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) {
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    for (int j = 0; j < soplex->nCols(); ++j) {
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      soplex->changeElement(i, j, 0.0);
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    }
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    for(ConstRowIterator it = b; it != e; ++it) {
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      soplex->changeElement(i, it->first, it->second);
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    }
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    solved = false;
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  }
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  void LpSoplex::_getRowCoeffs(int i, RowIterator b) const {
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    const soplex::SVector& vec = soplex->rowVector(i);
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    for (int k = 0; k < vec.size(); ++k) {
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      *b = std::make_pair(vec.index(k), vec.value(k));
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      ++b;
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    }
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  }
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  void LpSoplex::_setColCoeffs(int j, ConstColIterator b, ConstColIterator e) {
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    for (int i = 0; i < soplex->nRows(); ++i) {
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      soplex->changeElement(i, j, 0.0);
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    }
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    for(ConstColIterator it = b; it != e; ++it) {
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      soplex->changeElement(it->first, j, it->second);
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    }
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    solved = false;
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  }
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  void LpSoplex::_getColCoeffs(int i, ColIterator b) const {
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    const soplex::SVector& vec = soplex->colVector(i);
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    for (int k = 0; k < vec.size(); ++k) {
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      *b = std::make_pair(vec.index(k), vec.value(k));
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      ++b;
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    }
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  }
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  void LpSoplex::_setCoeff(int i, int j, Value value) {
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    soplex->changeElement(i, j, value);
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    solved = false;
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  }
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  LpSoplex::Value LpSoplex::_getCoeff(int i, int j) const {
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    return soplex->rowVector(i)[j];
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  }
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  void LpSoplex::_setColLowerBound(int i, Value value) {
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    soplex->changeLower(i, value != -INF ? value : -soplex::infinity); 
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    solved = false;
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  }
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  LpSoplex::Value LpSoplex::_getColLowerBound(int i) const {
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    double value = soplex->lower(i);
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    return value != -soplex::infinity ? value : -INF;
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  }
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  void LpSoplex::_setColUpperBound(int i, Value value) {
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    soplex->changeUpper(i, value != INF ? value : soplex::infinity); 
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    solved = false;
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  }
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  LpSoplex::Value LpSoplex::_getColUpperBound(int i) const {
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    double value = soplex->upper(i);
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    return value != soplex::infinity ? value : INF;
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  }
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  void LpSoplex::_setRowBounds(int i, Value lb, Value ub) {
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    soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity,
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                        ub != INF ? ub : soplex::infinity);
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    solved = false;
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  }
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  void LpSoplex::_getRowBounds(int i, Value &lower, Value &upper) const {
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    lower = soplex->lhs(i);
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    if (lower == -soplex::infinity) lower = -INF;
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    upper = soplex->rhs(i);
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    if (upper == -soplex::infinity) upper = INF;
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  }
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  void LpSoplex::_setObjCoeff(int i, Value obj_coef) {
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    soplex->changeObj(i, obj_coef);
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    solved = false;
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  }
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  LpSoplex::Value LpSoplex::_getObjCoeff(int i) const {
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    return soplex->obj(i);
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  }
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  void LpSoplex::_clearObj() {
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    for (int i = 0; i < soplex->nCols(); ++i) {
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      soplex->changeObj(i, 0.0);
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    }
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    solved = false;
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  }
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  LpSoplex::SolveExitStatus LpSoplex::_solve() {
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    soplex::SPxSolver::Status status = soplex->solve();
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    soplex::Vector pv(primal_value.size(), &primal_value[0]);
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    soplex->getPrimal(pv);
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    soplex::Vector dv(dual_value.size(), &dual_value[0]);
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    soplex->getDual(dv);
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    switch (status) {
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    case soplex::SPxSolver::OPTIMAL:
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    case soplex::SPxSolver::INFEASIBLE:
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    case soplex::SPxSolver::UNBOUNDED:
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      solved = true;
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      return SOLVED;
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    default:
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      return UNSOLVED;
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    }
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  }
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  LpSoplex::Value LpSoplex::_getPrimal(int i) const {
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    return primal_value[i];
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  }
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  LpSoplex::Value LpSoplex::_getDual(int i) const {
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    return dual_value[i];
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  }
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  LpSoplex::Value LpSoplex::_getPrimalValue() const {
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    return soplex->objValue();
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  }
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  bool LpSoplex::_isBasicCol(int i) const {
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    return soplex->getBasisColStatus(i) == soplex::SPxSolver::BASIC;
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  }  
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  LpSoplex::SolutionStatus LpSoplex::_getPrimalStatus() const {
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    if (!solved) return UNDEFINED;
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    switch (soplex->status()) {
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    case soplex::SPxSolver::OPTIMAL:
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      return OPTIMAL;
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    case soplex::SPxSolver::UNBOUNDED:
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      return INFINITE;
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    case soplex::SPxSolver::INFEASIBLE:
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      return INFEASIBLE;
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    default:
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      return UNDEFINED;
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    }
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  }
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  LpSoplex::SolutionStatus LpSoplex::_getDualStatus() const {
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    if (!solved) return UNDEFINED;
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    switch (soplex->status()) {
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    case soplex::SPxSolver::OPTIMAL:
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      return OPTIMAL;
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    case soplex::SPxSolver::UNBOUNDED:
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      return INFEASIBLE;
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    default:
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      return UNDEFINED;
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    }
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  }
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  LpSoplex::ProblemTypes LpSoplex::_getProblemType() const {
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    if (!solved) return UNKNOWN;
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    switch (soplex->status()) {
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    case soplex::SPxSolver::OPTIMAL:
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      return PRIMAL_DUAL_FEASIBLE;
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    case soplex::SPxSolver::UNBOUNDED:
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      return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
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    default:
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      return UNKNOWN;
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    }
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  }
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  void LpSoplex::_setMax() {
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    soplex->changeSense(soplex::SPxSolver::MAXIMIZE);
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    solved = false;
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  }
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  void LpSoplex::_setMin() {
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    soplex->changeSense(soplex::SPxSolver::MINIMIZE);
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    solved = false;
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  }
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  bool LpSoplex::_isMax() const {
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    return soplex->spxSense() == soplex::SPxSolver::MAXIMIZE;
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  }
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} //namespace lemon
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