test/lp_test.cc
author deba
Mon, 17 Dec 2007 09:54:26 +0000
changeset 2542 faaa54ec4520
parent 2386 81b47fc5c444
child 2553 bfced05fa852
permissions -rw-r--r--
Bug fix
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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) 2003-2007
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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 <sstream>
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#include <lemon/lp_skeleton.h>
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#include "test_tools.h"
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#include <lemon/tolerance.h>
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#ifdef HAVE_CONFIG_H
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#include <config.h>
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#endif
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#ifdef HAVE_GLPK
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#include <lemon/lp_glpk.h>
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#endif
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#ifdef HAVE_CPLEX
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#include <lemon/lp_cplex.h>
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#endif
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#ifdef HAVE_SOPLEX
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#include <lemon/lp_soplex.h>
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#endif
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using namespace lemon;
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void lpTest(LpSolverBase & lp)
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{
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  typedef LpSolverBase LP;
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  std::vector<LP::Col> x(10);
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  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
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  lp.addColSet(x);
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  lp.colLowerBound(x,1);
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  lp.colUpperBound(x,1);
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  lp.colBounds(x,1,2);
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#ifndef GYORSITAS
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  std::vector<LP::Col> y(10);
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  lp.addColSet(y);
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  lp.colLowerBound(y,1);
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  lp.colUpperBound(y,1);
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  lp.colBounds(y,1,2);
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  std::map<int,LP::Col> z;
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  z.insert(std::make_pair(12,INVALID));
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  z.insert(std::make_pair(2,INVALID));
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  z.insert(std::make_pair(7,INVALID));
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  z.insert(std::make_pair(5,INVALID));
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  lp.addColSet(z);
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  lp.colLowerBound(z,1);
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  lp.colUpperBound(z,1);
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  lp.colBounds(z,1,2);
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  {
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    LP::Expr e,f,g;
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    LP::Col p1,p2,p3,p4,p5;
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    LP::Constr c;
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    p1=lp.addCol();
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    p2=lp.addCol();
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    p3=lp.addCol();
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    p4=lp.addCol();
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    p5=lp.addCol();
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    e[p1]=2;
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    e.constComp()=12;
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    e[p1]+=2;
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    e.constComp()+=12;
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    e[p1]-=2;
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    e.constComp()-=12;
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    e=2;
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    e=2.2;
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    e=p1;
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    e=f;
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    e+=2;
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    e+=2.2;
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    e+=p1;
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    e+=f;
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    e-=2;
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    e-=2.2;
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    e-=p1;
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    e-=f;
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    e*=2;
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    e*=2.2;
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    e/=2;
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    e/=2.2;
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    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
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       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
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       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
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       2.2*f+f*2.2+f/2.2+
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       2*f+f*2+f/2+
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       2.2*p1+p1*2.2+p1/2.2+
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       2*p1+p1*2+p1/2
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       );
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    c = (e  <= f  );
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    c = (e  <= 2.2);
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    c = (e  <= 2  );
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    c = (e  <= p1 );
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    c = (2.2<= f  );
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    c = (2  <= f  );
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    c = (p1 <= f  );
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    c = (p1 <= p2 );
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    c = (p1 <= 2.2);
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    c = (p1 <= 2  );
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    c = (2.2<= p2 );
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    c = (2  <= p2 );
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    c = (e  >= f  );
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    c = (e  >= 2.2);
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    c = (e  >= 2  );
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    c = (e  >= p1 );
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    c = (2.2>= f  );
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    c = (2  >= f  );
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    c = (p1 >= f  );
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    c = (p1 >= p2 );
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    c = (p1 >= 2.2);
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    c = (p1 >= 2  );
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    c = (2.2>= p2 );
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    c = (2  >= p2 );
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    c = (e  == f  );
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    c = (e  == 2.2);
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    c = (e  == 2  );
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    c = (e  == p1 );
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    c = (2.2== f  );
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    c = (2  == f  );
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    c = (p1 == f  );
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    //c = (p1 == p2 );
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    c = (p1 == 2.2);
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    c = (p1 == 2  );
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    c = (2.2== p2 );
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    c = (2  == p2 );
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    c = (2 <= e <= 3);
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    c = (2 <= p1<= 3);
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    c = (2 >= e >= 3);
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    c = (2 >= p1>= 3);
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    e[x[3]]=2;
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    e[x[3]]=4;
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    e[x[3]]=1;
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    e.constComp()=12;
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    lp.addRow(LP::INF,e,23);
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    lp.addRow(LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
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    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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    lp.addRow(x[1]+x[3]<=x[5]-3);
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    lp.addRow(-7<=x[1]+x[3]-12<=3);
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    lp.addRow(x[1]<=x[5]);
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    std::ostringstream buf;
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    //Checking the simplify function
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//     //How to check the simplify function? A map gives no information
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//     //on the question whether a given key is or is not stored in it, or
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//     //it does?
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//   Yes, it does, using the find() function.
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    e=((p1+p2)+(p1-p2));
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    e.simplify();
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    buf << "Coeff. of p2 should be 0";
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    //    std::cout<<e[p1]<<e[p2]<<e[p3]<<std::endl;
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    check(e.find(p2)==e.end(), buf.str());
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    e=((p1+p2)+(p1-0.99*p2));
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    //e.prettyPrint(std::cout);
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    //(e<=2).prettyPrint(std::cout);
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    double tolerance=0.001;
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    e.simplify(tolerance);
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    buf << "Coeff. of p2 should be 0.01";
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    check(e[p2]>0, buf.str());
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    tolerance=0.02;
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    e.simplify(tolerance);
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    buf << "Coeff. of p2 should be 0";
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    check(e.find(p2)==e.end(), buf.str());
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  }
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  {
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    LP::DualExpr e,f,g;
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    LP::Row p1,p2,p3,p4,p5;
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    e[p1]=2;
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    e[p1]+=2;
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    e[p1]-=2;
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    e=p1;
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    e=f;
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    e+=p1;
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    e+=f;
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    e-=p1;
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    e-=f;
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    e*=2;
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    e*=2.2;
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    e/=2;
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    e/=2.2;
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    e=((p1+p2)+(p1-p2)+
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       (p1+f)+(f+p1)+(f+g)+
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       (p1-f)+(f-p1)+(f-g)+
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       2.2*f+f*2.2+f/2.2+
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       2*f+f*2+f/2+
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       2.2*p1+p1*2.2+p1/2.2+
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       2*p1+p1*2+p1/2
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       );
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  }
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#endif
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}
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void solveAndCheck(LpSolverBase& lp, LpSolverBase::SolutionStatus stat, 
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		   double exp_opt) {
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  using std::string;
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  lp.solve();
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  //int decimal,sign;
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  std::ostringstream buf;
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  buf << "Primalstatus should be: " << int(stat);
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  //  itoa(stat,buf1, 10);
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  check(lp.primalStatus()==stat, buf.str());
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  if (stat ==  LpSolverBase::OPTIMAL) {
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    std::ostringstream sbuf;
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    sbuf << "Wrong optimal value: the right optimum is " << exp_opt; 
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    check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str());
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    //+ecvt(exp_opt,2)
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  }
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}
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void aTest(LpSolverBase & lp)
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{
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  typedef LpSolverBase LP;
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 //The following example is very simple
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  typedef LpSolverBase::Row Row;
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  typedef LpSolverBase::Col Col;
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  Col x1 = lp.addCol();
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  Col x2 = lp.addCol();
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  //Constraints
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  Row upright=lp.addRow(x1+x2 <=1);  
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  lp.addRow(x1+x2 >=-1);  
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  lp.addRow(x1-x2 <=1);  
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  lp.addRow(x1-x2 >=-1);  
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  //Nonnegativity of the variables
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  lp.colLowerBound(x1, 0);
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  lp.colLowerBound(x2, 0);
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  //Objective function
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  lp.obj(x1+x2);
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  lp.max();
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  //Testing the problem retrieving routines
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  check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
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  check(lp.isMax(),"This is a maximization!");
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  check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
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  //  std::cout<<lp.colLowerBound(x1)<<std::endl;
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  check(  lp.colLowerBound(x1)==0,"The lower bound for variable x1 should be 0.");
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  check(  lp.colUpperBound(x1)==LpSolverBase::INF,"The upper bound for variable x1 should be infty.");
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  LpSolverBase::Value lb,ub;
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  lp.getRowBounds(upright,lb,ub);
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  check(  lb==-LpSolverBase::INF,"The lower bound for the first row should be -infty.");
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  check(  ub==1,"The upper bound for the first row should be 1.");
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  //Maximization of x1+x2
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  //over the triangle with vertices (0,0) (0,1) (1,0)
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  double expected_opt=1;
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  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
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  //Minimization
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  lp.min();
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  expected_opt=0;
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  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
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  //Vertex (-1,0) instead of (0,0)
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  lp.colLowerBound(x1, -LpSolverBase::INF);
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  expected_opt=-1;
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  solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
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  //Erase one constraint and return to maximization
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  lp.eraseRow(upright);
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  lp.max();
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  expected_opt=LpSolverBase::INF;
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  solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt);
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  //Infeasibilty
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  lp.addRow(x1+x2 <=-2);  
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  solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt);
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  //Change problem and forget to solve
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  lp.min();
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  check(lp.primalStatus()==LpSolverBase::UNDEFINED,"Primalstatus should be UNDEFINED");
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//   lp.solve();
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//   if (lp.primalStatus()==LpSolverBase::OPTIMAL){
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//     std::cout<< "Z = "<<lp.primalValue()
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// 	     << " (error = " << lp.primalValue()-expected_opt
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// 	     << "); x1 = "<<lp.primal(x1)
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// 	     << "; x2 = "<<lp.primal(x2)
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// 	     <<std::endl;
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//   }
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//   else{
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//     std::cout<<lp.primalStatus()<<std::endl;
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//     std::cout<<"Optimal solution not found!"<<std::endl;
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//   }
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}
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int main() 
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{
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  LpSkeleton lp_skel;
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  lpTest(lp_skel);
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#ifdef HAVE_GLPK
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  LpGlpk lp_glpk1,lp_glpk2;
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  lpTest(lp_glpk1);
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  aTest(lp_glpk2);
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#endif
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#ifdef HAVE_CPLEX
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  LpCplex lp_cplex1,lp_cplex2;
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  lpTest(lp_cplex1);
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  aTest(lp_cplex2);
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#endif
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#ifdef HAVE_SOPLEX
deba@2363
   378
  LpSoplex lp_soplex1,lp_soplex2;
deba@2363
   379
  lpTest(lp_soplex1);
deba@2363
   380
  aTest(lp_soplex2);
deba@2363
   381
#endif
deba@2314
   382
alpar@1309
   383
  return 0;
alpar@1263
   384
}