1 /* -*- C++ -*- |
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2 * src/lemon/lp_base.h - Part of LEMON, a generic C++ optimization library |
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3 * |
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4 * Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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5 * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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6 * |
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7 * Permission to use, modify and distribute this software is granted |
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8 * provided that this copyright notice appears in all copies. For |
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9 * precise terms see the accompanying LICENSE file. |
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10 * |
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11 * This software is provided "AS IS" with no warranty of any kind, |
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12 * express or implied, and with no claim as to its suitability for any |
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13 * purpose. |
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14 * |
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15 */ |
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16 |
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17 #ifndef LEMON_LP_BASE_H |
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18 #define LEMON_LP_BASE_H |
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19 |
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20 #include<vector> |
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21 #include<map> |
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22 #include<limits> |
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23 #include<cmath> |
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24 |
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25 #include<lemon/utility.h> |
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26 #include<lemon/error.h> |
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27 #include<lemon/invalid.h> |
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28 |
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29 //#include"lin_expr.h" |
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30 |
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31 ///\file |
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32 ///\brief The interface of the LP solver interface. |
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33 ///\ingroup gen_opt_group |
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34 namespace lemon { |
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35 |
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36 ///Internal data structure to convert floating id's to fix one's |
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37 |
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38 ///\todo This might be implemented to be also usable in other places. |
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39 class _FixId |
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40 { |
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41 std::vector<int> index; |
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42 std::vector<int> cross; |
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43 int first_free; |
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44 public: |
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45 _FixId() : first_free(-1) {}; |
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46 ///Convert a floating id to a fix one |
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47 |
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48 ///\param n is a floating id |
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49 ///\return the corresponding fix id |
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50 int fixId(int n) {return cross[n];} |
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51 ///Convert a fix id to a floating one |
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52 |
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53 ///\param n is a fix id |
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54 ///\return the corresponding floating id |
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55 int floatingId(int n) { return index[n];} |
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56 ///Add a new floating id. |
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57 |
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58 ///\param n is a floating id |
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59 ///\return the fix id of the new value |
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60 ///\todo Multiple additions should also be handled. |
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61 int insert(int n) |
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62 { |
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63 if(n>=int(cross.size())) { |
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64 cross.resize(n+1); |
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65 if(first_free==-1) { |
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66 cross[n]=index.size(); |
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67 index.push_back(n); |
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68 } |
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69 else { |
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70 cross[n]=first_free; |
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71 int next=index[first_free]; |
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72 index[first_free]=n; |
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73 first_free=next; |
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74 } |
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75 return cross[n]; |
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76 } |
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77 ///\todo Create an own exception type. |
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78 else throw LogicError(); //floatingId-s must form a continuous range; |
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79 } |
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80 ///Remove a fix id. |
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81 |
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82 ///\param n is a fix id |
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83 /// |
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84 void erase(int n) |
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85 { |
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86 int fl=index[n]; |
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87 index[n]=first_free; |
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88 first_free=n; |
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89 for(int i=fl+1;i<int(cross.size());++i) { |
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90 cross[i-1]=cross[i]; |
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91 index[cross[i]]--; |
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92 } |
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93 cross.pop_back(); |
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94 } |
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95 ///An upper bound on the largest fix id. |
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96 |
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97 ///\todo Do we need this? |
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98 /// |
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99 std::size_t maxFixId() { return cross.size()-1; } |
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100 |
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101 }; |
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102 |
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103 ///Common base class for LP solvers |
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104 |
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105 ///\todo Much more docs |
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106 ///\ingroup gen_opt_group |
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107 class LpSolverBase { |
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108 |
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109 public: |
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110 |
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111 ///\e |
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112 enum SolveExitStatus { |
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113 ///\e |
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114 SOLVED = 0, |
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115 ///\e |
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116 UNSOLVED = 1 |
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117 }; |
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118 |
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119 ///\e |
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120 enum SolutionStatus { |
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121 ///Feasible solution has'n been found (but may exist). |
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122 |
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123 ///\todo NOTFOUND might be a better name. |
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124 /// |
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125 UNDEFINED = 0, |
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126 ///The problem has no feasible solution |
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127 INFEASIBLE = 1, |
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128 ///Feasible solution found |
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129 FEASIBLE = 2, |
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130 ///Optimal solution exists and found |
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131 OPTIMAL = 3, |
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132 ///The cost function is unbounded |
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133 |
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134 ///\todo Give a feasible solution and an infinite ray (and the |
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135 ///corresponding bases) |
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136 INFINITE = 4 |
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137 }; |
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138 |
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139 ///The floating point type used by the solver |
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140 typedef double Value; |
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141 ///The infinity constant |
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142 static const Value INF; |
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143 ///The not a number constant |
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144 static const Value NaN; |
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145 |
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146 ///Refer to a column of the LP. |
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147 |
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148 ///This type is used to refer to a column of the LP. |
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149 /// |
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150 ///Its value remains valid and correct even after the addition or erase of |
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151 ///other columns. |
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152 /// |
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153 ///\todo Document what can one do with a Col (INVALID, comparing, |
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154 ///it is similar to Node/Edge) |
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155 class Col { |
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156 protected: |
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157 int id; |
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158 friend class LpSolverBase; |
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159 public: |
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160 typedef Value ExprValue; |
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161 typedef True LpSolverCol; |
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162 Col() {} |
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163 Col(const Invalid&) : id(-1) {} |
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164 bool operator<(Col c) const {return id<c.id;} |
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165 bool operator==(Col c) const {return id==c.id;} |
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166 bool operator!=(Col c) const {return id==c.id;} |
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167 }; |
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168 |
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169 ///Refer to a row of the LP. |
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170 |
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171 ///This type is used to refer to a row of the LP. |
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172 /// |
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173 ///Its value remains valid and correct even after the addition or erase of |
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174 ///other rows. |
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175 /// |
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176 ///\todo Document what can one do with a Row (INVALID, comparing, |
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177 ///it is similar to Node/Edge) |
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178 class Row { |
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179 protected: |
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180 int id; |
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181 friend class LpSolverBase; |
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182 public: |
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183 typedef Value ExprValue; |
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184 typedef True LpSolverRow; |
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185 Row() {} |
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186 Row(const Invalid&) : id(-1) {} |
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187 typedef True LpSolverRow; |
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188 bool operator<(Row c) const {return id<c.id;} |
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189 bool operator==(Row c) const {return id==c.id;} |
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190 bool operator!=(Row c) const {return id==c.id;} |
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191 }; |
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192 |
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193 ///Linear expression of variables and a constant component |
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194 |
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195 ///This data structure strores a linear expression of the variables |
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196 ///(\ref Col "Col"s) and also has a constant component. |
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197 /// |
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198 ///There are several ways to access and modify the contents of this |
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199 ///container. |
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200 ///- Its it fully compatible with \c std::map<Col,double>, so for expamle |
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201 ///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can |
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202 ///read and modify the coefficients like |
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203 ///these. |
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204 ///\code |
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205 ///e[v]=5; |
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206 ///e[v]+=12; |
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207 ///e.erase(v); |
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208 ///\endcode |
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209 ///or you can also iterate through its elements. |
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210 ///\code |
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211 ///double s=0; |
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212 ///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i) |
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213 /// s+=i->second; |
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214 ///\endcode |
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215 ///(This code computes the sum of all coefficients). |
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216 ///- Numbers (<tt>double</tt>'s) |
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217 ///and variables (\ref Col "Col"s) directly convert to an |
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218 ///\ref Expr and the usual linear operations are defined so |
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219 ///\code |
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220 ///v+w |
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221 ///2*v-3.12*(v-w/2)+2 |
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222 ///v*2.1+(3*v+(v*12+w+6)*3)/2 |
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223 ///\endcode |
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224 ///are valid \ref Expr "Expr"essions. |
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225 ///The usual assignment operations are also defined. |
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226 ///\code |
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227 ///e=v+w; |
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228 ///e+=2*v-3.12*(v-w/2)+2; |
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229 ///e*=3.4; |
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230 ///e/=5; |
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231 ///\endcode |
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232 ///- The constant member can be set and read by \ref constComp() |
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233 ///\code |
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234 ///e.constComp()=12; |
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235 ///double c=e.constComp(); |
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236 ///\endcode |
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237 /// |
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238 ///\note \ref clear() not only sets all coefficients to 0 but also |
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239 ///clears the constant components. |
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240 /// |
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241 ///\sa Constr |
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242 /// |
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243 class Expr : public std::map<Col,Value> |
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244 { |
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245 public: |
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246 typedef LpSolverBase::Col Key; |
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247 typedef LpSolverBase::Value Value; |
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248 |
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249 protected: |
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250 typedef std::map<Col,Value> Base; |
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251 |
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252 Value const_comp; |
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253 public: |
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254 typedef True IsLinExpression; |
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255 ///\e |
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256 Expr() : Base(), const_comp(0) { } |
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257 ///\e |
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258 Expr(const Key &v) : const_comp(0) { |
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259 Base::insert(std::make_pair(v, 1)); |
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260 } |
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261 ///\e |
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262 Expr(const Value &v) : const_comp(v) {} |
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263 ///\e |
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264 void set(const Key &v,const Value &c) { |
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265 Base::insert(std::make_pair(v, c)); |
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266 } |
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267 ///\e |
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268 Value &constComp() { return const_comp; } |
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269 ///\e |
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270 const Value &constComp() const { return const_comp; } |
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271 |
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272 ///Removes the components with zero coefficient. |
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273 void simplify() { |
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274 for (Base::iterator i=Base::begin(); i!=Base::end();) { |
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275 Base::iterator j=i; |
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276 ++j; |
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277 if ((*i).second==0) Base::erase(i); |
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278 j=i; |
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279 } |
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280 } |
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281 |
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282 ///Sets all coefficients and the constant component to 0. |
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283 void clear() { |
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284 Base::clear(); |
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285 const_comp=0; |
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286 } |
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287 |
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288 ///\e |
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289 Expr &operator+=(const Expr &e) { |
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290 for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
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291 (*this)[j->first]+=j->second; |
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292 ///\todo it might be speeded up using "hints" |
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293 const_comp+=e.const_comp; |
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294 return *this; |
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295 } |
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296 ///\e |
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297 Expr &operator-=(const Expr &e) { |
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298 for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
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299 (*this)[j->first]-=j->second; |
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300 const_comp-=e.const_comp; |
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301 return *this; |
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302 } |
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303 ///\e |
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304 Expr &operator*=(const Value &c) { |
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305 for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
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306 j->second*=c; |
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307 const_comp*=c; |
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308 return *this; |
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309 } |
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310 ///\e |
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311 Expr &operator/=(const Value &c) { |
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312 for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
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313 j->second/=c; |
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314 const_comp/=c; |
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315 return *this; |
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316 } |
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317 }; |
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318 |
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319 ///Linear constraint |
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320 |
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321 ///This data stucture represents a linear constraint in the LP. |
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322 ///Basically it is a linear expression with a lower or an upper bound |
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323 ///(or both). These parts of the constraint can be obtained by the member |
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324 ///functions \ref expr(), \ref lowerBound() and \ref upperBound(), |
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325 ///respectively. |
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326 ///There are two ways to construct a constraint. |
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327 ///- You can set the linear expression and the bounds directly |
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328 /// by the functions above. |
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329 ///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt> |
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330 /// are defined between expressions, or even between constraints whenever |
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331 /// it makes sense. Therefore if \c e and \c f are linear expressions and |
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332 /// \c s and \c t are numbers, then the followings are valid expressions |
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333 /// and thus they can be used directly e.g. in \ref addRow() whenever |
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334 /// it makes sense. |
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335 /// \code |
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336 /// e<=s |
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337 /// e<=f |
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338 /// s<=e<=t |
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339 /// e>=t |
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340 /// \endcode |
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341 ///\warning The validity of a constraint is checked only at run time, so |
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342 ///e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will compile, but will throw a |
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343 ///\ref LogicError exception. |
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344 class Constr |
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345 { |
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346 public: |
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347 typedef LpSolverBase::Expr Expr; |
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348 typedef Expr::Key Key; |
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349 typedef Expr::Value Value; |
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350 |
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351 // static const Value INF; |
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352 // static const Value NaN; |
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353 |
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354 protected: |
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355 Expr _expr; |
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356 Value _lb,_ub; |
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357 public: |
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358 ///\e |
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359 Constr() : _expr(), _lb(NaN), _ub(NaN) {} |
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360 ///\e |
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361 Constr(Value lb,const Expr &e,Value ub) : |
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362 _expr(e), _lb(lb), _ub(ub) {} |
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363 ///\e |
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364 Constr(const Expr &e,Value ub) : |
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365 _expr(e), _lb(NaN), _ub(ub) {} |
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366 ///\e |
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367 Constr(Value lb,const Expr &e) : |
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368 _expr(e), _lb(lb), _ub(NaN) {} |
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369 ///\e |
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370 Constr(const Expr &e) : |
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371 _expr(e), _lb(NaN), _ub(NaN) {} |
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372 ///\e |
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373 void clear() |
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374 { |
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375 _expr.clear(); |
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376 _lb=_ub=NaN; |
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377 } |
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378 |
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379 ///Reference to the linear expression |
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380 Expr &expr() { return _expr; } |
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381 ///Cont reference to the linear expression |
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382 const Expr &expr() const { return _expr; } |
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383 ///Reference to the lower bound. |
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384 |
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385 ///\return |
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386 ///- -\ref INF: the constraint is lower unbounded. |
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387 ///- -\ref NaN: lower bound has not been set. |
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388 ///- finite number: the lower bound |
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389 Value &lowerBound() { return _lb; } |
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390 ///The const version of \ref lowerBound() |
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391 const Value &lowerBound() const { return _lb; } |
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392 ///Reference to the upper bound. |
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393 |
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394 ///\return |
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395 ///- -\ref INF: the constraint is upper unbounded. |
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396 ///- -\ref NaN: upper bound has not been set. |
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397 ///- finite number: the upper bound |
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398 Value &upperBound() { return _ub; } |
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399 ///The const version of \ref upperBound() |
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400 const Value &upperBound() const { return _ub; } |
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401 ///Is the constraint lower bounded? |
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402 bool lowerBounded() const { |
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403 using namespace std; |
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404 return finite(_lb); |
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405 } |
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406 ///Is the constraint upper bounded? |
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407 bool upperBounded() const { |
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408 using namespace std; |
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409 return finite(_ub); |
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410 } |
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411 }; |
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412 |
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413 |
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414 protected: |
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415 _FixId rows; |
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416 _FixId cols; |
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417 |
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418 //Abstract virtual functions |
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419 virtual LpSolverBase &_newLp() = 0; |
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420 virtual LpSolverBase &_copyLp() = 0; |
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421 |
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422 virtual int _addCol() = 0; |
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423 virtual int _addRow() = 0; |
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424 virtual void _setRowCoeffs(int i, |
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425 int length, |
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426 int const * indices, |
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427 Value const * values ) = 0; |
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428 virtual void _setColCoeffs(int i, |
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429 int length, |
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430 int const * indices, |
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431 Value const * values ) = 0; |
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432 virtual void _setCoeff(int row, int col, Value value) = 0; |
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433 virtual void _setColLowerBound(int i, Value value) = 0; |
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434 virtual void _setColUpperBound(int i, Value value) = 0; |
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435 // virtual void _setRowLowerBound(int i, Value value) = 0; |
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436 // virtual void _setRowUpperBound(int i, Value value) = 0; |
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437 virtual void _setRowBounds(int i, Value lower, Value upper) = 0; |
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438 virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
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439 virtual void _clearObj()=0; |
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440 // virtual void _setObj(int length, |
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441 // int const * indices, |
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442 // Value const * values ) = 0; |
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443 virtual SolveExitStatus _solve() = 0; |
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444 virtual Value _getPrimal(int i) = 0; |
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445 virtual Value _getPrimalValue() = 0; |
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446 virtual SolutionStatus _getPrimalStatus() = 0; |
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447 virtual void _setMax() = 0; |
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448 virtual void _setMin() = 0; |
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449 |
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450 //Own protected stuff |
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451 |
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452 //Constant component of the objective function |
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453 Value obj_const_comp; |
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454 |
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455 |
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456 |
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457 |
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458 public: |
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459 |
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460 ///\e |
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461 LpSolverBase() : obj_const_comp(0) {} |
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462 |
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463 ///\e |
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464 virtual ~LpSolverBase() {} |
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465 |
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466 ///Creates a new LP problem |
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467 LpSolverBase &newLp() {return _newLp();} |
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468 ///Makes a copy of the LP problem |
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469 LpSolverBase ©Lp() {return _copyLp();} |
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470 |
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471 ///\name Build up and modify of the LP |
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472 |
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473 ///@{ |
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474 |
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475 ///Add a new empty column (i.e a new variable) to the LP |
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476 Col addCol() { Col c; c.id=cols.insert(_addCol()); return c;} |
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477 |
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478 ///\brief Adds several new columns |
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479 ///(i.e a variables) at once |
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480 /// |
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481 ///This magic function takes a container as its argument |
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482 ///and fills its elements |
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483 ///with new columns (i.e. variables) |
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484 ///\param t can be |
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485 ///- a standard STL compatible iterable container with |
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486 ///\ref Col as its \c values_type |
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487 ///like |
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488 ///\code |
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489 ///std::vector<LpSolverBase::Col> |
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490 ///std::list<LpSolverBase::Col> |
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491 ///\endcode |
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492 ///- a standard STL compatible iterable container with |
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493 ///\ref Col as its \c mapped_type |
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494 ///like |
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495 ///\code |
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496 ///std::map<AnyType,LpSolverBase::Col> |
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497 ///\endcode |
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498 ///- an iterable lemon \ref concept::WriteMap "write map" like |
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499 ///\code |
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500 ///ListGraph::NodeMap<LpSolverBase::Col> |
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501 ///ListGraph::EdgeMap<LpSolverBase::Col> |
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502 ///\endcode |
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503 ///\return The number of the created column. |
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504 #ifdef DOXYGEN |
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505 template<class T> |
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506 int addColSet(T &t) { return 0;} |
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507 #else |
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508 template<class T> |
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509 typename enable_if<typename T::value_type::LpSolverCol,int>::type |
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510 addColSet(T &t,dummy<0> = 0) { |
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511 int s=0; |
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512 for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} |
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513 return s; |
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514 } |
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515 template<class T> |
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516 typename enable_if<typename T::value_type::second_type::LpSolverCol, |
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517 int>::type |
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518 addColSet(T &t,dummy<1> = 1) { |
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519 int s=0; |
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520 for(typename T::iterator i=t.begin();i!=t.end();++i) { |
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521 i->second=addCol(); |
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522 s++; |
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523 } |
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524 return s; |
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525 } |
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526 template<class T> |
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527 typename enable_if<typename T::ValueSet::value_type::LpSolverCol, |
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528 int>::type |
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529 addColSet(T &t,dummy<2> = 2) { |
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530 ///\bug <tt>return addColSet(t.valueSet());</tt> should also work. |
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531 int s=0; |
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532 for(typename T::ValueSet::iterator i=t.valueSet().begin(); |
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533 i!=t.valueSet().end(); |
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534 ++i) |
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535 { |
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536 *i=addCol(); |
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537 s++; |
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538 } |
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539 return s; |
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540 } |
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541 #endif |
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542 |
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543 ///Add a new empty row (i.e a new constaint) to the LP |
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544 |
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545 ///This function adds a new empty row (i.e a new constaint) to the LP. |
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546 ///\return The created row |
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547 Row addRow() { Row r; r.id=rows.insert(_addRow()); return r;} |
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548 |
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549 ///Set a row (i.e a constaint) of the LP |
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550 |
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551 ///\param r is the row to be modified |
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552 ///\param l is lower bound (-\ref INF means no bound) |
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553 ///\param e is a linear expression (see \ref Expr) |
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554 ///\param u is the upper bound (\ref INF means no bound) |
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555 ///\bug This is a temportary function. The interface will change to |
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556 ///a better one. |
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557 ///\todo Option to control whether a constraint with a single variable is |
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558 ///added or not. |
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559 void setRow(Row r, Value l,const Expr &e, Value u) { |
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560 std::vector<int> indices; |
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561 std::vector<Value> values; |
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562 indices.push_back(0); |
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563 values.push_back(0); |
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564 for(Expr::const_iterator i=e.begin(); i!=e.end(); ++i) |
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565 if((*i).second!=0) { ///\bug EPSILON would be necessary here!!! |
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566 indices.push_back(cols.floatingId((*i).first.id)); |
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567 values.push_back((*i).second); |
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568 } |
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569 _setRowCoeffs(rows.floatingId(r.id),indices.size()-1, |
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570 &indices[0],&values[0]); |
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571 // _setRowLowerBound(rows.floatingId(r.id),l-e.constComp()); |
|
572 // _setRowUpperBound(rows.floatingId(r.id),u-e.constComp()); |
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573 _setRowBounds(rows.floatingId(r.id),l-e.constComp(),u-e.constComp()); |
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574 } |
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575 |
|
576 ///Set a row (i.e a constaint) of the LP |
|
577 |
|
578 ///\param r is the row to be modified |
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579 ///\param c is a linear expression (see \ref Constr) |
|
580 void setRow(Row r, const Constr &c) { |
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581 setRow(r, |
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582 c.lowerBounded()?c.lowerBound():-INF, |
|
583 c.expr(), |
|
584 c.upperBounded()?c.upperBound():INF); |
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585 } |
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586 |
|
587 ///Add a new row (i.e a new constaint) to the LP |
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588 |
|
589 ///\param l is the lower bound (-\ref INF means no bound) |
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590 ///\param e is a linear expression (see \ref Expr) |
|
591 ///\param u is the upper bound (\ref INF means no bound) |
|
592 ///\return The created row. |
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593 ///\bug This is a temportary function. The interface will change to |
|
594 ///a better one. |
|
595 Row addRow(Value l,const Expr &e, Value u) { |
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596 Row r=addRow(); |
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597 setRow(r,l,e,u); |
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598 return r; |
|
599 } |
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600 |
|
601 ///Add a new row (i.e a new constaint) to the LP |
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602 |
|
603 ///\param c is a linear expression (see \ref Constr) |
|
604 ///\return The created row. |
|
605 Row addRow(const Constr &c) { |
|
606 Row r=addRow(); |
|
607 setRow(r,c); |
|
608 return r; |
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609 } |
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610 |
|
611 /// Set the lower bound of a column (i.e a variable) |
|
612 |
|
613 /// The upper bound of a variable (column) has to be given by an |
|
614 /// extended number of type Value, i.e. a finite number of type |
|
615 /// Value or -\ref INF. |
|
616 void colLowerBound(Col c, Value value) { |
|
617 _setColLowerBound(cols.floatingId(c.id),value); |
|
618 } |
|
619 /// Set the upper bound of a column (i.e a variable) |
|
620 |
|
621 /// The upper bound of a variable (column) has to be given by an |
|
622 /// extended number of type Value, i.e. a finite number of type |
|
623 /// Value or \ref INF. |
|
624 void colUpperBound(Col c, Value value) { |
|
625 _setColUpperBound(cols.floatingId(c.id),value); |
|
626 }; |
|
627 /// Set the lower and the upper bounds of a column (i.e a variable) |
|
628 |
|
629 /// The lower and the upper bounds of |
|
630 /// a variable (column) have to be given by an |
|
631 /// extended number of type Value, i.e. a finite number of type |
|
632 /// Value, -\ref INF or \ref INF. |
|
633 void colBounds(Col c, Value lower, Value upper) { |
|
634 _setColLowerBound(cols.floatingId(c.id),lower); |
|
635 _setColUpperBound(cols.floatingId(c.id),upper); |
|
636 } |
|
637 |
|
638 // /// Set the lower bound of a row (i.e a constraint) |
|
639 |
|
640 // /// The lower bound of a linear expression (row) has to be given by an |
|
641 // /// extended number of type Value, i.e. a finite number of type |
|
642 // /// Value or -\ref INF. |
|
643 // void rowLowerBound(Row r, Value value) { |
|
644 // _setRowLowerBound(rows.floatingId(r.id),value); |
|
645 // }; |
|
646 // /// Set the upper bound of a row (i.e a constraint) |
|
647 |
|
648 // /// The upper bound of a linear expression (row) has to be given by an |
|
649 // /// extended number of type Value, i.e. a finite number of type |
|
650 // /// Value or \ref INF. |
|
651 // void rowUpperBound(Row r, Value value) { |
|
652 // _setRowUpperBound(rows.floatingId(r.id),value); |
|
653 // }; |
|
654 |
|
655 /// Set the lower and the upper bounds of a row (i.e a constraint) |
|
656 |
|
657 /// The lower and the upper bounds of |
|
658 /// a constraint (row) have to be given by an |
|
659 /// extended number of type Value, i.e. a finite number of type |
|
660 /// Value, -\ref INF or \ref INF. |
|
661 void rowBounds(Row c, Value lower, Value upper) { |
|
662 _setRowBounds(rows.floatingId(c.id),lower, upper); |
|
663 // _setRowUpperBound(rows.floatingId(c.id),upper); |
|
664 } |
|
665 |
|
666 ///Set an element of the objective function |
|
667 void objCoeff(Col c, Value v) {_setObjCoeff(cols.floatingId(c.id),v); }; |
|
668 ///Set the objective function |
|
669 |
|
670 ///\param e is a linear expression of type \ref Expr. |
|
671 ///\bug The previous objective function is not cleared! |
|
672 void setObj(Expr e) { |
|
673 _clearObj(); |
|
674 for (Expr::iterator i=e.begin(); i!=e.end(); ++i) |
|
675 objCoeff((*i).first,(*i).second); |
|
676 obj_const_comp=e.constComp(); |
|
677 } |
|
678 |
|
679 ///Maximize |
|
680 void max() { _setMax(); } |
|
681 ///Minimize |
|
682 void min() { _setMin(); } |
|
683 |
|
684 |
|
685 ///@} |
|
686 |
|
687 |
|
688 ///\name Solve the LP |
|
689 |
|
690 ///@{ |
|
691 |
|
692 ///\e |
|
693 SolveExitStatus solve() { return _solve(); } |
|
694 |
|
695 ///@} |
|
696 |
|
697 ///\name Obtain the solution |
|
698 |
|
699 ///@{ |
|
700 |
|
701 ///\e |
|
702 SolutionStatus primalStatus() { |
|
703 return _getPrimalStatus(); |
|
704 } |
|
705 |
|
706 ///\e |
|
707 Value primal(Col c) { return _getPrimal(cols.floatingId(c.id)); } |
|
708 |
|
709 ///\e |
|
710 |
|
711 ///\return |
|
712 ///- \ref INF or -\ref INF means either infeasibility or unboundedness |
|
713 /// of the primal problem, depending on whether we minimize or maximize. |
|
714 ///- \ref NaN if no primal solution is found. |
|
715 ///- The (finite) objective value if an optimal solution is found. |
|
716 Value primalValue() { return _getPrimalValue()+obj_const_comp;} |
|
717 ///@} |
|
718 |
|
719 }; |
|
720 |
|
721 ///\e |
|
722 |
|
723 ///\relates LpSolverBase::Expr |
|
724 /// |
|
725 inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a, |
|
726 const LpSolverBase::Expr &b) |
|
727 { |
|
728 LpSolverBase::Expr tmp(a); |
|
729 tmp+=b; ///\todo Doesn't STL have some special 'merge' algorithm? |
|
730 return tmp; |
|
731 } |
|
732 ///\e |
|
733 |
|
734 ///\relates LpSolverBase::Expr |
|
735 /// |
|
736 inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a, |
|
737 const LpSolverBase::Expr &b) |
|
738 { |
|
739 LpSolverBase::Expr tmp(a); |
|
740 tmp-=b; ///\todo Doesn't STL have some special 'merge' algorithm? |
|
741 return tmp; |
|
742 } |
|
743 ///\e |
|
744 |
|
745 ///\relates LpSolverBase::Expr |
|
746 /// |
|
747 inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a, |
|
748 const LpSolverBase::Value &b) |
|
749 { |
|
750 LpSolverBase::Expr tmp(a); |
|
751 tmp*=b; ///\todo Doesn't STL have some special 'merge' algorithm? |
|
752 return tmp; |
|
753 } |
|
754 |
|
755 ///\e |
|
756 |
|
757 ///\relates LpSolverBase::Expr |
|
758 /// |
|
759 inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a, |
|
760 const LpSolverBase::Expr &b) |
|
761 { |
|
762 LpSolverBase::Expr tmp(b); |
|
763 tmp*=a; ///\todo Doesn't STL have some special 'merge' algorithm? |
|
764 return tmp; |
|
765 } |
|
766 ///\e |
|
767 |
|
768 ///\relates LpSolverBase::Expr |
|
769 /// |
|
770 inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a, |
|
771 const LpSolverBase::Value &b) |
|
772 { |
|
773 LpSolverBase::Expr tmp(a); |
|
774 tmp/=b; ///\todo Doesn't STL have some special 'merge' algorithm? |
|
775 return tmp; |
|
776 } |
|
777 |
|
778 ///\e |
|
779 |
|
780 ///\relates LpSolverBase::Constr |
|
781 /// |
|
782 inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
|
783 const LpSolverBase::Expr &f) |
|
784 { |
|
785 return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0); |
|
786 } |
|
787 |
|
788 ///\e |
|
789 |
|
790 ///\relates LpSolverBase::Constr |
|
791 /// |
|
792 inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e, |
|
793 const LpSolverBase::Expr &f) |
|
794 { |
|
795 return LpSolverBase::Constr(e,f); |
|
796 } |
|
797 |
|
798 ///\e |
|
799 |
|
800 ///\relates LpSolverBase::Constr |
|
801 /// |
|
802 inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
|
803 const LpSolverBase::Value &f) |
|
804 { |
|
805 return LpSolverBase::Constr(e,f); |
|
806 } |
|
807 |
|
808 ///\e |
|
809 |
|
810 ///\relates LpSolverBase::Constr |
|
811 /// |
|
812 inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
|
813 const LpSolverBase::Expr &f) |
|
814 { |
|
815 return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0); |
|
816 } |
|
817 |
|
818 |
|
819 ///\e |
|
820 |
|
821 ///\relates LpSolverBase::Constr |
|
822 /// |
|
823 inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e, |
|
824 const LpSolverBase::Expr &f) |
|
825 { |
|
826 return LpSolverBase::Constr(f,e); |
|
827 } |
|
828 |
|
829 |
|
830 ///\e |
|
831 |
|
832 ///\relates LpSolverBase::Constr |
|
833 /// |
|
834 inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
|
835 const LpSolverBase::Value &f) |
|
836 { |
|
837 return LpSolverBase::Constr(f,e); |
|
838 } |
|
839 |
|
840 ///\e |
|
841 |
|
842 ///\relates LpSolverBase::Constr |
|
843 /// |
|
844 inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, |
|
845 const LpSolverBase::Expr &f) |
|
846 { |
|
847 return LpSolverBase::Constr(0,e-f,0); |
|
848 } |
|
849 |
|
850 ///\e |
|
851 |
|
852 ///\relates LpSolverBase::Constr |
|
853 /// |
|
854 inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n, |
|
855 const LpSolverBase::Constr&c) |
|
856 { |
|
857 LpSolverBase::Constr tmp(c); |
|
858 ///\todo Create an own exception type. |
|
859 if(!isnan(tmp.lowerBound())) throw LogicError(); |
|
860 else tmp.lowerBound()=n; |
|
861 return tmp; |
|
862 } |
|
863 ///\e |
|
864 |
|
865 ///\relates LpSolverBase::Constr |
|
866 /// |
|
867 inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c, |
|
868 const LpSolverBase::Value &n) |
|
869 { |
|
870 LpSolverBase::Constr tmp(c); |
|
871 ///\todo Create an own exception type. |
|
872 if(!isnan(tmp.upperBound())) throw LogicError(); |
|
873 else tmp.upperBound()=n; |
|
874 return tmp; |
|
875 } |
|
876 |
|
877 ///\e |
|
878 |
|
879 ///\relates LpSolverBase::Constr |
|
880 /// |
|
881 inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n, |
|
882 const LpSolverBase::Constr&c) |
|
883 { |
|
884 LpSolverBase::Constr tmp(c); |
|
885 ///\todo Create an own exception type. |
|
886 if(!isnan(tmp.upperBound())) throw LogicError(); |
|
887 else tmp.upperBound()=n; |
|
888 return tmp; |
|
889 } |
|
890 ///\e |
|
891 |
|
892 ///\relates LpSolverBase::Constr |
|
893 /// |
|
894 inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c, |
|
895 const LpSolverBase::Value &n) |
|
896 { |
|
897 LpSolverBase::Constr tmp(c); |
|
898 ///\todo Create an own exception type. |
|
899 if(!isnan(tmp.lowerBound())) throw LogicError(); |
|
900 else tmp.lowerBound()=n; |
|
901 return tmp; |
|
902 } |
|
903 |
|
904 |
|
905 } //namespace lemon |
|
906 |
|
907 #endif //LEMON_LP_BASE_H |
|