1 // -*- c++ -*- |
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2 #ifndef LEMON_LP_SOLVER_BASE_H |
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3 #define LEMON_LP_SOLVER_BASE_H |
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4 |
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5 ///\ingroup misc |
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6 ///\file |
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7 |
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8 // #include <stdio.h> |
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9 #include <stdlib.h> |
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10 #include <iostream> |
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11 #include <map> |
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12 #include <limits> |
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13 // #include <stdio> |
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14 //#include <stdlib> |
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15 extern "C" { |
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16 #include "glpk.h" |
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17 } |
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18 |
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19 #include <iostream> |
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20 #include <vector> |
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21 #include <string> |
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22 #include <list> |
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23 #include <memory> |
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24 #include <utility> |
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25 |
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26 #include <lemon/invalid.h> |
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27 #include <expression.h> |
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28 //#include <stp.h> |
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29 //#include <lemon/max_flow.h> |
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30 //#include <augmenting_flow.h> |
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31 //#include <iter_map.h> |
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32 |
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33 using std::cout; |
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34 using std::cin; |
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35 using std::endl; |
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36 |
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37 namespace lemon { |
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38 |
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39 /// \addtogroup misc |
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40 /// @{ |
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41 |
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42 /// \brief A partitioned vector with iterable classes. |
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43 /// |
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44 /// This class implements a container in which the data is stored in an |
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45 /// stl vector, the range is partitioned into sets and each set is |
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46 /// doubly linked in a list. |
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47 /// That is, each class is iterable by lemon iterators, and any member of |
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48 /// the vector can bo moved to an other class. |
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49 template <typename T> |
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50 class IterablePartition { |
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51 protected: |
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52 struct Node { |
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53 T data; |
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54 int prev; //invalid az -1 |
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55 int next; |
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56 }; |
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57 std::vector<Node> nodes; |
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58 struct Tip { |
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59 int first; |
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60 int last; |
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61 }; |
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62 std::vector<Tip> tips; |
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63 public: |
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64 /// The classes are indexed by integers from \c 0 to \c classNum()-1. |
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65 int classNum() const { return tips.size(); } |
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66 /// This lemon style iterator iterates through a class. |
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67 class Class; |
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68 /// Constructor. The number of classes is to be given which is fixed |
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69 /// over the life of the container. |
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70 /// The partition classes are indexed from 0 to class_num-1. |
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71 IterablePartition(int class_num) { |
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72 for (int i=0; i<class_num; ++i) { |
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73 Tip t; |
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74 t.first=t.last=-1; |
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75 tips.push_back(t); |
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76 } |
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77 } |
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78 protected: |
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79 void befuz(Class it, int class_id) { |
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80 if (tips[class_id].first==-1) { |
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81 if (tips[class_id].last==-1) { |
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82 nodes[it.i].prev=nodes[it.i].next=-1; |
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83 tips[class_id].first=tips[class_id].last=it.i; |
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84 } |
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85 } else { |
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86 nodes[it.i].prev=tips[class_id].last; |
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87 nodes[it.i].next=-1; |
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88 nodes[tips[class_id].last].next=it.i; |
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89 tips[class_id].last=it.i; |
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90 } |
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91 } |
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92 void kifuz(Class it, int class_id) { |
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93 if (tips[class_id].first==it.i) { |
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94 if (tips[class_id].last==it.i) { |
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95 tips[class_id].first=tips[class_id].last=-1; |
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96 } else { |
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97 tips[class_id].first=nodes[it.i].next; |
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98 nodes[nodes[it.i].next].prev=-1; |
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99 } |
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100 } else { |
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101 if (tips[class_id].last==it.i) { |
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102 tips[class_id].last=nodes[it.i].prev; |
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103 nodes[nodes[it.i].prev].next=-1; |
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104 } else { |
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105 nodes[nodes[it.i].next].prev=nodes[it.i].prev; |
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106 nodes[nodes[it.i].prev].next=nodes[it.i].next; |
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107 } |
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108 } |
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109 } |
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110 public: |
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111 /// A new element with data \c t is pushed into the vector and into class |
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112 /// \c class_id. |
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113 Class push_back(const T& t, int class_id) { |
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114 Node n; |
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115 n.data=t; |
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116 nodes.push_back(n); |
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117 int i=nodes.size()-1; |
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118 befuz(i, class_id); |
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119 return i; |
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120 } |
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121 /// A member is moved to an other class. |
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122 void set(Class it, int old_class_id, int new_class_id) { |
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123 kifuz(it.i, old_class_id); |
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124 befuz(it.i, new_class_id); |
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125 } |
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126 /// Returns the data pointed by \c it. |
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127 T& operator[](Class it) { return nodes[it.i].data; } |
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128 /// Returns the data pointed by \c it. |
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129 const T& operator[](Class it) const { return nodes[it.i].data; } |
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130 ///. |
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131 class Class { |
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132 friend class IterablePartition; |
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133 protected: |
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134 int i; |
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135 public: |
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136 /// Default constructor. |
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137 Class() { } |
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138 /// This constructor constructs an iterator which points |
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139 /// to the member of th container indexed by the integer _i. |
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140 Class(const int& _i) : i(_i) { } |
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141 /// Invalid constructor. |
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142 Class(const Invalid&) : i(-1) { } |
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143 friend bool operator<(const Class& x, const Class& y); |
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144 friend std::ostream& operator<<(std::ostream& os, |
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145 const Class& it); |
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146 bool operator==(const Class& node) const {return i == node.i;} |
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147 bool operator!=(const Class& node) const {return i != node.i;} |
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148 }; |
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149 friend bool operator<(const Class& x, const Class& y) { |
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150 return (x.i < y.i); |
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151 } |
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152 friend std::ostream& operator<<(std::ostream& os, |
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153 const Class& it) { |
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154 os << it.i; |
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155 return os; |
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156 } |
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157 /// First member of class \c class_id. |
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158 Class& first(Class& it, int class_id) const { |
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159 it.i=tips[class_id].first; |
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160 return it; |
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161 } |
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162 /// Next member. |
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163 Class& next(Class& it) const { |
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164 it.i=nodes[it.i].next; |
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165 return it; |
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166 } |
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167 /// True iff the iterator is valid. |
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168 bool valid(const Class& it) const { return it.i!=-1; } |
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169 |
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170 class ClassIt : public Class { |
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171 const IterablePartition* iterable_partition; |
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172 public: |
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173 ClassIt() { } |
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174 ClassIt(Invalid i) : Class(i) { } |
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175 ClassIt(const IterablePartition& _iterable_partition, |
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176 const int& i) : iterable_partition(&_iterable_partition) { |
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177 _iterable_partition.first(*this, i); |
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178 } |
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179 ClassIt(const IterablePartition& _iterable_partition, |
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180 const Class& _class) : |
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181 Class(_class), iterable_partition(&_iterable_partition) { } |
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182 ClassIt& operator++() { |
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183 iterable_partition->next(*this); |
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184 return *this; |
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185 } |
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186 }; |
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187 |
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188 }; |
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189 |
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190 |
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191 /*! \e |
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192 \todo kellenene uj iterable structure bele, mert ez nem az igazi |
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193 \todo A[x,y]-t cserel. Jobboldal, baloldal csere. |
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194 \todo LEKERDEZESEK!!! |
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195 \todo DOKSI!!!! Doxygen group!!! |
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196 The aim of this class is to give a general surface to different |
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197 solvers, i.e. it makes possible to write algorithms using LP's, |
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198 in which the solver can be changed to an other one easily. |
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199 \nosubgrouping |
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200 */ |
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201 template <typename _Value> |
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202 class LPSolverBase { |
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203 |
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204 /*! @name Uncategorized functions and types (public members) |
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205 */ |
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206 //@{ |
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207 public: |
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208 |
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209 //UNCATEGORIZED |
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210 |
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211 /// \e |
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212 typedef IterablePartition<int> Rows; |
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213 /// \e |
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214 typedef IterablePartition<int> Cols; |
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215 /// \e |
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216 typedef _Value Value; |
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217 /// \e |
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218 typedef Rows::Class Row; |
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219 /// \e |
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220 typedef Cols::Class Col; |
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221 public: |
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222 /// \e |
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223 IterablePartition<int> row_iter_map; |
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224 /// \e |
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225 IterablePartition<int> col_iter_map; |
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226 /// \e |
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227 std::vector<Row> int_row_map; |
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228 /// \e |
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229 std::vector<Col> int_col_map; |
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230 /// \e |
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231 const int VALID_CLASS; |
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232 /// \e |
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233 const int INVALID_CLASS; |
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234 /// \e |
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235 static const _Value INF; |
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236 public: |
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237 /// \e |
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238 LPSolverBase() : row_iter_map(2), |
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239 col_iter_map(2), |
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240 VALID_CLASS(0), INVALID_CLASS(1) { } |
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241 /// \e |
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242 virtual ~LPSolverBase() { } |
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243 //@} |
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244 |
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245 /*! @name Medium level interface (public members) |
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246 These functions appear in the low level and also in the high level |
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247 interfaces thus these each of these functions have to be implemented |
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248 only once in the different interfaces. |
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249 This means that these functions have to be reimplemented for all of the |
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250 different lp solvers. These are basic functions, and have the same |
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251 parameter lists in the low and high level interfaces. |
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252 */ |
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253 //@{ |
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254 public: |
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255 |
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256 //UNCATEGORIZED FUNCTIONS |
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257 |
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258 /// \e |
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259 virtual void setMinimize() = 0; |
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260 /// \e |
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261 virtual void setMaximize() = 0; |
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262 |
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263 //SOLVER FUNCTIONS |
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264 |
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265 /// \e |
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266 virtual void solveSimplex() = 0; |
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267 /// \e |
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268 virtual void solvePrimalSimplex() = 0; |
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269 /// \e |
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270 virtual void solveDualSimplex() = 0; |
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271 |
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272 //SOLUTION RETRIEVING |
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273 |
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274 /// \e |
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275 virtual _Value getObjVal() = 0; |
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276 |
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277 //OTHER FUNCTIONS |
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278 |
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279 /// \e |
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280 virtual int rowNum() const = 0; |
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281 /// \e |
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282 virtual int colNum() const = 0; |
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283 /// \e |
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284 virtual int warmUp() = 0; |
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285 /// \e |
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286 virtual void printWarmUpStatus(int i) = 0; |
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287 /// \e |
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288 virtual int getPrimalStatus() = 0; |
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289 /// \e |
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290 virtual void printPrimalStatus(int i) = 0; |
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291 /// \e |
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292 virtual int getDualStatus() = 0; |
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293 /// \e |
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294 virtual void printDualStatus(int i) = 0; |
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295 /// Returns the status of the slack variable assigned to row \c row. |
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296 virtual int getRowStat(const Row& row) = 0; |
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297 /// \e |
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298 virtual void printRowStatus(int i) = 0; |
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299 /// Returns the status of the variable assigned to column \c col. |
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300 virtual int getColStat(const Col& col) = 0; |
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301 /// \e |
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302 virtual void printColStatus(int i) = 0; |
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303 |
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304 //@} |
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305 |
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306 /*! @name Low level interface (protected members) |
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307 Problem manipulating functions in the low level interface |
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308 */ |
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309 //@{ |
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310 protected: |
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311 |
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312 //MATRIX MANIPULATING FUNCTIONS |
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313 |
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314 /// \e |
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315 virtual int _addCol() = 0; |
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316 /// \e |
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317 virtual int _addRow() = 0; |
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318 /// \e |
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319 virtual void _eraseCol(int i) = 0; |
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320 /// \e |
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321 virtual void _eraseRow(int i) = 0; |
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322 /// \e |
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323 virtual void _setRowCoeffs(int i, |
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324 const std::vector<std::pair<int, _Value> >& coeffs) = 0; |
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325 /// \e |
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326 /// This routine modifies \c coeffs only by the \c push_back method. |
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327 virtual void _getRowCoeffs(int i, |
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328 std::vector<std::pair<int, _Value> >& coeffs) = 0; |
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329 /// \e |
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330 virtual void _setColCoeffs(int i, |
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331 const std::vector<std::pair<int, _Value> >& coeffs) = 0; |
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332 /// \e |
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333 /// This routine modifies \c coeffs only by the \c push_back method. |
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334 virtual void _getColCoeffs(int i, |
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335 std::vector<std::pair<int, _Value> >& coeffs) = 0; |
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336 /// \e |
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337 virtual void _setCoeff(int col, int row, _Value value) = 0; |
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338 /// \e |
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339 virtual _Value _getCoeff(int col, int row) = 0; |
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340 // public: |
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341 // /// \e |
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342 // enum Bound { FREE, LOWER, UPPER, DOUBLE, FIXED }; |
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343 protected: |
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344 /// \e |
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345 /// The lower bound of a variable (column) have to be given by an |
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346 /// extended number of type _Value, i.e. a finite number of type |
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347 /// _Value or -INF. |
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348 virtual void _setColLowerBound(int i, _Value value) = 0; |
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349 /// \e |
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350 /// The lower bound of a variable (column) is an |
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351 /// extended number of type _Value, i.e. a finite number of type |
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352 /// _Value or -INF. |
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353 virtual _Value _getColLowerBound(int i) = 0; |
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354 /// \e |
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355 /// The upper bound of a variable (column) have to be given by an |
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356 /// extended number of type _Value, i.e. a finite number of type |
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357 /// _Value or INF. |
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358 virtual void _setColUpperBound(int i, _Value value) = 0; |
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359 /// \e |
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360 /// The upper bound of a variable (column) is an |
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361 /// extended number of type _Value, i.e. a finite number of type |
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362 /// _Value or INF. |
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363 virtual _Value _getColUpperBound(int i) = 0; |
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364 /// \e |
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365 /// The lower bound of a linear expression (row) have to be given by an |
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366 /// extended number of type _Value, i.e. a finite number of type |
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367 /// _Value or -INF. |
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368 virtual void _setRowLowerBound(int i, _Value value) = 0; |
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369 /// \e |
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370 /// The lower bound of a linear expression (row) is an |
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371 /// extended number of type _Value, i.e. a finite number of type |
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372 /// _Value or -INF. |
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373 virtual _Value _getRowLowerBound(int i) = 0; |
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374 /// \e |
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375 /// The upper bound of a linear expression (row) have to be given by an |
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376 /// extended number of type _Value, i.e. a finite number of type |
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377 /// _Value or INF. |
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378 virtual void _setRowUpperBound(int i, _Value value) = 0; |
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379 /// \e |
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380 /// The upper bound of a linear expression (row) is an |
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381 /// extended number of type _Value, i.e. a finite number of type |
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382 /// _Value or INF. |
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383 virtual _Value _getRowUpperBound(int i) = 0; |
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384 /// \e |
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385 virtual void _setObjCoeff(int i, _Value obj_coef) = 0; |
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386 /// \e |
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387 virtual _Value _getObjCoeff(int i) = 0; |
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388 |
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389 //SOLUTION RETRIEVING |
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390 |
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391 /// \e |
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392 virtual _Value _getPrimal(int i) = 0; |
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393 //@} |
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394 |
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395 /*! @name High level interface (public members) |
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396 Problem manipulating functions in the high level interface |
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397 */ |
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398 //@{ |
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399 public: |
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400 |
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401 //MATRIX MANIPULATING FUNCTIONS |
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402 |
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403 /// \e |
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404 Col addCol() { |
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405 int i=_addCol(); |
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406 Col col; |
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407 col_iter_map.first(col, INVALID_CLASS); |
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408 if (col_iter_map.valid(col)) { //van hasznalhato hely |
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409 col_iter_map.set(col, INVALID_CLASS, VALID_CLASS); |
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410 col_iter_map[col]=i; |
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411 } else { //a cucc vegere kell inzertalni mert nincs szabad hely |
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412 col=col_iter_map.push_back(i, VALID_CLASS); |
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413 } |
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414 int_col_map.push_back(col); |
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415 return col; |
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416 } |
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417 /// \e |
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418 Row addRow() { |
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419 int i=_addRow(); |
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420 Row row; |
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421 row_iter_map.first(row, INVALID_CLASS); |
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422 if (row_iter_map.valid(row)) { //van hasznalhato hely |
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423 row_iter_map.set(row, INVALID_CLASS, VALID_CLASS); |
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424 row_iter_map[row]=i; |
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425 } else { //a cucc vegere kell inzertalni mert nincs szabad hely |
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426 row=row_iter_map.push_back(i, VALID_CLASS); |
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427 } |
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428 int_row_map.push_back(row); |
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429 return row; |
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430 } |
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431 /// \e |
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432 void eraseCol(const Col& col) { |
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433 col_iter_map.set(col, VALID_CLASS, INVALID_CLASS); |
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434 int cols[2]; |
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435 cols[1]=col_iter_map[col]; |
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436 _eraseCol(cols[1]); |
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437 col_iter_map[col]=0; //glpk specifikus, de kell ez?? |
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438 Col it; |
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439 for (col_iter_map.first(it, VALID_CLASS); |
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440 col_iter_map.valid(it); col_iter_map.next(it)) { |
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441 if (col_iter_map[it]>cols[1]) --col_iter_map[it]; |
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442 } |
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443 int_col_map.erase(int_col_map.begin()+cols[1]); |
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444 } |
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445 /// \e |
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446 void eraseRow(const Row& row) { |
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447 row_iter_map.set(row, VALID_CLASS, INVALID_CLASS); |
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448 int rows[2]; |
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449 rows[1]=row_iter_map[row]; |
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450 _eraseRow(rows[1]); |
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451 row_iter_map[row]=0; //glpk specifikus, de kell ez?? |
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452 Row it; |
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453 for (row_iter_map.first(it, VALID_CLASS); |
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454 row_iter_map.valid(it); row_iter_map.next(it)) { |
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455 if (row_iter_map[it]>rows[1]) --row_iter_map[it]; |
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456 } |
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457 int_row_map.erase(int_row_map.begin()+rows[1]); |
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458 } |
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459 /// \e |
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460 void setCoeff(Col col, Row row, _Value value) { |
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461 _setCoeff(col_iter_map[col], row_iter_map[row], value); |
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462 } |
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463 /// \e |
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464 _Value getCoeff(Col col, Row row) { |
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465 return _getCoeff(col_iter_map[col], row_iter_map[row], value); |
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466 } |
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467 /// \e |
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468 void setColLowerBound(Col col, _Value lo) { |
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469 _setColLowerBound(col_iter_map[col], lo); |
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470 } |
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471 /// \e |
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472 _Value getColLowerBound(Col col) { |
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473 return _getColLowerBound(col_iter_map[col]); |
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474 } |
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475 /// \e |
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476 void setColUpperBound(Col col, _Value up) { |
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477 _setColUpperBound(col_iter_map[col], up); |
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478 } |
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479 /// \e |
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480 _Value getColUpperBound(Col col) { |
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481 return _getColUpperBound(col_iter_map[col]); |
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482 } |
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483 /// \e |
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484 void setRowLowerBound(Row row, _Value lo) { |
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485 _setRowLowerBound(row_iter_map[row], lo); |
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486 } |
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487 /// \e |
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488 _Value getRowLowerBound(Row row) { |
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489 return _getRowLowerBound(row_iter_map[row]); |
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490 } |
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491 /// \e |
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492 void setRowUpperBound(Row row, _Value up) { |
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493 _setRowUpperBound(row_iter_map[row], up); |
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494 } |
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495 /// \e |
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496 _Value getRowUpperBound(Row row) { |
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497 return _getRowUpperBound(row_iter_map[row]); |
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498 } |
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499 /// \e |
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500 void setObjCoeff(const Col& col, _Value obj_coef) { |
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501 _setObjCoeff(col_iter_map[col], obj_coef); |
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502 } |
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503 /// \e |
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504 _Value getObjCoeff(const Col& col) { |
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505 return _getObjCoeff(col_iter_map[col]); |
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506 } |
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507 |
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508 //SOLUTION RETRIEVING FUNCTIONS |
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509 |
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510 /// \e |
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511 _Value getPrimal(const Col& col) { |
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512 return _getPrimal(col_iter_map[col]); |
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513 } |
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514 |
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515 //@} |
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516 |
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517 /*! @name User friend interface |
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518 Problem manipulating functions in the user friend interface |
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519 */ |
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520 //@{ |
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521 |
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522 //EXPRESSION TYPES |
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523 |
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524 /// \e |
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525 typedef Expr<Col, _Value> Expression; |
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526 /// \e |
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527 typedef Expr<Row, _Value> DualExpression; |
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528 /// \e |
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529 typedef Constr<Col, _Value> Constraint; |
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530 |
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531 //MATRIX MANIPULATING FUNCTIONS |
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532 |
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533 /// \e |
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534 void setRowCoeffs(Row row, const Expression& expr) { |
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535 std::vector<std::pair<int, _Value> > row_coeffs; |
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536 for(typename Expression::Data::const_iterator i=expr.data.begin(); |
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537 i!=expr.data.end(); ++i) { |
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538 row_coeffs.push_back(std::make_pair |
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539 (col_iter_map[(*i).first], (*i).second)); |
|
540 } |
|
541 _setRowCoeffs(row_iter_map[row], row_coeffs); |
|
542 } |
|
543 /// \e |
|
544 void setRow(Row row, const Constraint& constr) { |
|
545 setRowCoeffs(row, constr.expr); |
|
546 setRowLowerBound(row, constr.lo); |
|
547 setRowUpperBound(row, constr.up); |
|
548 } |
|
549 /// \e |
|
550 Row addRow(const Constraint& constr) { |
|
551 Row row=addRow(); |
|
552 setRowCoeffs(row, constr.expr); |
|
553 setRowLowerBound(row, constr.lo); |
|
554 setRowUpperBound(row, constr.up); |
|
555 return row; |
|
556 } |
|
557 /// \e |
|
558 /// This routine modifies \c expr by only adding to it. |
|
559 void getRowCoeffs(Row row, Expression& expr) { |
|
560 std::vector<std::pair<int, _Value> > row_coeffs; |
|
561 _getRowCoeffs(row_iter_map[row], row_coeffs); |
|
562 for(typename std::vector<std::pair<int, _Value> >::const_iterator |
|
563 i=row_coeffs.begin(); i!=row_coeffs.end(); ++i) { |
|
564 expr+= (*i).second*int_col_map[(*i).first]; |
|
565 } |
|
566 } |
|
567 /// \e |
|
568 void setColCoeffs(Col col, const DualExpression& expr) { |
|
569 std::vector<std::pair<int, _Value> > col_coeffs; |
|
570 for(typename DualExpression::Data::const_iterator i=expr.data.begin(); |
|
571 i!=expr.data.end(); ++i) { |
|
572 col_coeffs.push_back(std::make_pair |
|
573 (row_iter_map[(*i).first], (*i).second)); |
|
574 } |
|
575 _setColCoeffs(col_iter_map[col], col_coeffs); |
|
576 } |
|
577 /// \e |
|
578 /// This routine modifies \c expr by only adding to it. |
|
579 void getColCoeffs(Col col, DualExpression& expr) { |
|
580 std::vector<std::pair<int, _Value> > col_coeffs; |
|
581 _getColCoeffs(col_iter_map[col], col_coeffs); |
|
582 for(typename std::vector<std::pair<int, _Value> >::const_iterator |
|
583 i=col_coeffs.begin(); i!=col_coeffs.end(); ++i) { |
|
584 expr+= (*i).second*int_row_map[(*i).first]; |
|
585 } |
|
586 } |
|
587 /// \e |
|
588 void setObjCoeffs(const Expression& expr) { |
|
589 // writing zero everywhere |
|
590 for(Cols::ClassIt it(col_iter_map, VALID_CLASS); it!=INVALID; ++it) |
|
591 setObjCoeff(it, 0.0); |
|
592 // writing the data needed |
|
593 for(typename Expression::Data::const_iterator i=expr.data.begin(); |
|
594 i!=expr.data.end(); ++i) { |
|
595 setObjCoeff((*i).first, (*i).second); |
|
596 } |
|
597 } |
|
598 /// \e |
|
599 /// This routine modifies \c expr by only adding to it. |
|
600 void getObjCoeffs(Expression& expr) { |
|
601 for(Cols::ClassIt it(col_iter_map, VALID_CLASS); it!=INVALID; ++it) |
|
602 expr+=getObjCoeff(it)*it; |
|
603 } |
|
604 //@} |
|
605 |
|
606 |
|
607 /*! @name MIP functions and types (public members) |
|
608 */ |
|
609 //@{ |
|
610 public: |
|
611 /// \e |
|
612 virtual void solveBandB() = 0; |
|
613 /// \e |
|
614 virtual void setLP() = 0; |
|
615 /// \e |
|
616 virtual void setMIP() = 0; |
|
617 protected: |
|
618 /// \e |
|
619 virtual void _setColCont(int i) = 0; |
|
620 /// \e |
|
621 virtual void _setColInt(int i) = 0; |
|
622 /// \e |
|
623 virtual _Value _getMIPPrimal(int i) = 0; |
|
624 public: |
|
625 /// \e |
|
626 void setColCont(Col col) { |
|
627 _setColCont(col_iter_map[col]); |
|
628 } |
|
629 /// \e |
|
630 void setColInt(Col col) { |
|
631 _setColInt(col_iter_map[col]); |
|
632 } |
|
633 /// \e |
|
634 _Value getMIPPrimal(Col col) { |
|
635 return _getMIPPrimal(col_iter_map[col]); |
|
636 } |
|
637 //@} |
|
638 }; |
|
639 |
|
640 template <typename _Value> |
|
641 const _Value LPSolverBase<_Value>::INF=std::numeric_limits<_Value>::infinity(); |
|
642 |
|
643 |
|
644 /// \brief Wrapper for GLPK solver |
|
645 /// |
|
646 /// This class implements a lemon wrapper for GLPK. |
|
647 class LPGLPK : public LPSolverBase<double> { |
|
648 public: |
|
649 typedef LPSolverBase<double> Parent; |
|
650 |
|
651 public: |
|
652 /// \e |
|
653 LPX* lp; |
|
654 |
|
655 public: |
|
656 /// \e |
|
657 LPGLPK() : Parent(), |
|
658 lp(lpx_create_prob()) { |
|
659 int_row_map.push_back(Row()); |
|
660 int_col_map.push_back(Col()); |
|
661 lpx_set_int_parm(lp, LPX_K_DUAL, 1); |
|
662 } |
|
663 /// \e |
|
664 ~LPGLPK() { |
|
665 lpx_delete_prob(lp); |
|
666 } |
|
667 |
|
668 //MATRIX INDEPEDENT MANIPULATING FUNCTIONS |
|
669 |
|
670 /// \e |
|
671 void setMinimize() { |
|
672 lpx_set_obj_dir(lp, LPX_MIN); |
|
673 } |
|
674 /// \e |
|
675 void setMaximize() { |
|
676 lpx_set_obj_dir(lp, LPX_MAX); |
|
677 } |
|
678 |
|
679 //LOW LEVEL INTERFACE, MATRIX MANIPULATING FUNCTIONS |
|
680 |
|
681 protected: |
|
682 /// \e |
|
683 int _addCol() { |
|
684 int i=lpx_add_cols(lp, 1); |
|
685 _setColLowerBound(i, -INF); |
|
686 _setColUpperBound(i, INF); |
|
687 return i; |
|
688 } |
|
689 /// \e |
|
690 int _addRow() { |
|
691 int i=lpx_add_rows(lp, 1); |
|
692 return i; |
|
693 } |
|
694 /// \e |
|
695 virtual void _setRowCoeffs(int i, |
|
696 const std::vector<std::pair<int, double> >& coeffs) { |
|
697 int mem_length=1+colNum(); |
|
698 int* indices = new int[mem_length]; |
|
699 double* doubles = new double[mem_length]; |
|
700 int length=0; |
|
701 for (std::vector<std::pair<int, double> >:: |
|
702 const_iterator it=coeffs.begin(); it!=coeffs.end(); ++it) { |
|
703 ++length; |
|
704 indices[length]=it->first; |
|
705 doubles[length]=it->second; |
|
706 } |
|
707 lpx_set_mat_row(lp, i, length, indices, doubles); |
|
708 delete [] indices; |
|
709 delete [] doubles; |
|
710 } |
|
711 /// \e |
|
712 virtual void _getRowCoeffs(int i, |
|
713 std::vector<std::pair<int, double> >& coeffs) { |
|
714 int mem_length=1+colNum(); |
|
715 int* indices = new int[mem_length]; |
|
716 double* doubles = new double[mem_length]; |
|
717 int length=lpx_get_mat_row(lp, i, indices, doubles); |
|
718 for (int i=1; i<=length; ++i) { |
|
719 coeffs.push_back(std::make_pair(indices[i], doubles[i])); |
|
720 } |
|
721 delete [] indices; |
|
722 delete [] doubles; |
|
723 } |
|
724 /// \e |
|
725 virtual void _setColCoeffs(int i, |
|
726 const std::vector<std::pair<int, double> >& coeffs) { |
|
727 int mem_length=1+rowNum(); |
|
728 int* indices = new int[mem_length]; |
|
729 double* doubles = new double[mem_length]; |
|
730 int length=0; |
|
731 for (std::vector<std::pair<int, double> >:: |
|
732 const_iterator it=coeffs.begin(); it!=coeffs.end(); ++it) { |
|
733 ++length; |
|
734 indices[length]=it->first; |
|
735 doubles[length]=it->second; |
|
736 } |
|
737 lpx_set_mat_col(lp, i, length, indices, doubles); |
|
738 delete [] indices; |
|
739 delete [] doubles; |
|
740 } |
|
741 /// \e |
|
742 virtual void _getColCoeffs(int i, |
|
743 std::vector<std::pair<int, double> >& coeffs) { |
|
744 int mem_length=1+rowNum(); |
|
745 int* indices = new int[mem_length]; |
|
746 double* doubles = new double[mem_length]; |
|
747 int length=lpx_get_mat_col(lp, i, indices, doubles); |
|
748 for (int i=1; i<=length; ++i) { |
|
749 coeffs.push_back(std::make_pair(indices[i], doubles[i])); |
|
750 } |
|
751 delete [] indices; |
|
752 delete [] doubles; |
|
753 } |
|
754 /// \e |
|
755 virtual void _eraseCol(int i) { |
|
756 int cols[2]; |
|
757 cols[1]=i; |
|
758 lpx_del_cols(lp, 1, cols); |
|
759 } |
|
760 virtual void _eraseRow(int i) { |
|
761 int rows[2]; |
|
762 rows[1]=i; |
|
763 lpx_del_rows(lp, 1, rows); |
|
764 } |
|
765 void _setCoeff(int col, int row, double value) { |
|
766 /// FIXME not yet implemented |
|
767 } |
|
768 double _getCoeff(int col, int row) { |
|
769 /// FIXME not yet implemented |
|
770 return 0.0; |
|
771 } |
|
772 virtual void _setColLowerBound(int i, double lo) { |
|
773 if (lo==INF) { |
|
774 //FIXME error |
|
775 } |
|
776 int b=lpx_get_col_type(lp, i); |
|
777 double up=lpx_get_col_ub(lp, i); |
|
778 if (lo==-INF) { |
|
779 switch (b) { |
|
780 case LPX_FR: |
|
781 case LPX_LO: |
|
782 lpx_set_col_bnds(lp, i, LPX_FR, lo, up); |
|
783 break; |
|
784 case LPX_UP: |
|
785 break; |
|
786 case LPX_DB: |
|
787 case LPX_FX: |
|
788 lpx_set_col_bnds(lp, i, LPX_UP, lo, up); |
|
789 break; |
|
790 default: ; |
|
791 //FIXME error |
|
792 } |
|
793 } else { |
|
794 switch (b) { |
|
795 case LPX_FR: |
|
796 case LPX_LO: |
|
797 lpx_set_col_bnds(lp, i, LPX_LO, lo, up); |
|
798 break; |
|
799 case LPX_UP: |
|
800 case LPX_DB: |
|
801 case LPX_FX: |
|
802 if (lo==up) |
|
803 lpx_set_col_bnds(lp, i, LPX_FX, lo, up); |
|
804 else |
|
805 lpx_set_col_bnds(lp, i, LPX_DB, lo, up); |
|
806 break; |
|
807 default: ; |
|
808 //FIXME error |
|
809 } |
|
810 } |
|
811 } |
|
812 virtual double _getColLowerBound(int i) { |
|
813 int b=lpx_get_col_type(lp, i); |
|
814 switch (b) { |
|
815 case LPX_FR: |
|
816 return -INF; |
|
817 case LPX_LO: |
|
818 return lpx_get_col_lb(lp, i); |
|
819 case LPX_UP: |
|
820 return -INF; |
|
821 case LPX_DB: |
|
822 case LPX_FX: |
|
823 return lpx_get_col_lb(lp, i); |
|
824 default: ; |
|
825 //FIXME error |
|
826 return 0.0; |
|
827 } |
|
828 } |
|
829 virtual void _setColUpperBound(int i, double up) { |
|
830 if (up==-INF) { |
|
831 //FIXME error |
|
832 } |
|
833 int b=lpx_get_col_type(lp, i); |
|
834 double lo=lpx_get_col_lb(lp, i); |
|
835 if (up==INF) { |
|
836 switch (b) { |
|
837 case LPX_FR: |
|
838 case LPX_LO: |
|
839 break; |
|
840 case LPX_UP: |
|
841 lpx_set_col_bnds(lp, i, LPX_FR, lo, up); |
|
842 break; |
|
843 case LPX_DB: |
|
844 case LPX_FX: |
|
845 lpx_set_col_bnds(lp, i, LPX_LO, lo, up); |
|
846 break; |
|
847 default: ; |
|
848 //FIXME error |
|
849 } |
|
850 } else { |
|
851 switch (b) { |
|
852 case LPX_FR: |
|
853 lpx_set_col_bnds(lp, i, LPX_UP, lo, up); |
|
854 break; |
|
855 case LPX_LO: |
|
856 if (lo==up) |
|
857 lpx_set_col_bnds(lp, i, LPX_FX, lo, up); |
|
858 else |
|
859 lpx_set_col_bnds(lp, i, LPX_DB, lo, up); |
|
860 break; |
|
861 case LPX_UP: |
|
862 lpx_set_col_bnds(lp, i, LPX_UP, lo, up); |
|
863 break; |
|
864 case LPX_DB: |
|
865 case LPX_FX: |
|
866 if (lo==up) |
|
867 lpx_set_col_bnds(lp, i, LPX_FX, lo, up); |
|
868 else |
|
869 lpx_set_col_bnds(lp, i, LPX_DB, lo, up); |
|
870 break; |
|
871 default: ; |
|
872 //FIXME error |
|
873 } |
|
874 } |
|
875 } |
|
876 virtual double _getColUpperBound(int i) { |
|
877 int b=lpx_get_col_type(lp, i); |
|
878 switch (b) { |
|
879 case LPX_FR: |
|
880 case LPX_LO: |
|
881 return INF; |
|
882 case LPX_UP: |
|
883 case LPX_DB: |
|
884 case LPX_FX: |
|
885 return lpx_get_col_ub(lp, i); |
|
886 default: ; |
|
887 //FIXME error |
|
888 return 0.0; |
|
889 } |
|
890 } |
|
891 virtual void _setRowLowerBound(int i, double lo) { |
|
892 if (lo==INF) { |
|
893 //FIXME error |
|
894 } |
|
895 int b=lpx_get_row_type(lp, i); |
|
896 double up=lpx_get_row_ub(lp, i); |
|
897 if (lo==-INF) { |
|
898 switch (b) { |
|
899 case LPX_FR: |
|
900 case LPX_LO: |
|
901 lpx_set_row_bnds(lp, i, LPX_FR, lo, up); |
|
902 break; |
|
903 case LPX_UP: |
|
904 break; |
|
905 case LPX_DB: |
|
906 case LPX_FX: |
|
907 lpx_set_row_bnds(lp, i, LPX_UP, lo, up); |
|
908 break; |
|
909 default: ; |
|
910 //FIXME error |
|
911 } |
|
912 } else { |
|
913 switch (b) { |
|
914 case LPX_FR: |
|
915 case LPX_LO: |
|
916 lpx_set_row_bnds(lp, i, LPX_LO, lo, up); |
|
917 break; |
|
918 case LPX_UP: |
|
919 case LPX_DB: |
|
920 case LPX_FX: |
|
921 if (lo==up) |
|
922 lpx_set_row_bnds(lp, i, LPX_FX, lo, up); |
|
923 else |
|
924 lpx_set_row_bnds(lp, i, LPX_DB, lo, up); |
|
925 break; |
|
926 default: ; |
|
927 //FIXME error |
|
928 } |
|
929 } |
|
930 } |
|
931 virtual double _getRowLowerBound(int i) { |
|
932 int b=lpx_get_row_type(lp, i); |
|
933 switch (b) { |
|
934 case LPX_FR: |
|
935 return -INF; |
|
936 case LPX_LO: |
|
937 return lpx_get_row_lb(lp, i); |
|
938 case LPX_UP: |
|
939 return -INF; |
|
940 case LPX_DB: |
|
941 case LPX_FX: |
|
942 return lpx_get_row_lb(lp, i); |
|
943 default: ; |
|
944 //FIXME error |
|
945 return 0.0; |
|
946 } |
|
947 } |
|
948 virtual void _setRowUpperBound(int i, double up) { |
|
949 if (up==-INF) { |
|
950 //FIXME error |
|
951 } |
|
952 int b=lpx_get_row_type(lp, i); |
|
953 double lo=lpx_get_row_lb(lp, i); |
|
954 if (up==INF) { |
|
955 switch (b) { |
|
956 case LPX_FR: |
|
957 case LPX_LO: |
|
958 break; |
|
959 case LPX_UP: |
|
960 lpx_set_row_bnds(lp, i, LPX_FR, lo, up); |
|
961 break; |
|
962 case LPX_DB: |
|
963 case LPX_FX: |
|
964 lpx_set_row_bnds(lp, i, LPX_LO, lo, up); |
|
965 break; |
|
966 default: ; |
|
967 //FIXME error |
|
968 } |
|
969 } else { |
|
970 switch (b) { |
|
971 case LPX_FR: |
|
972 lpx_set_row_bnds(lp, i, LPX_UP, lo, up); |
|
973 break; |
|
974 case LPX_LO: |
|
975 if (lo==up) |
|
976 lpx_set_row_bnds(lp, i, LPX_FX, lo, up); |
|
977 else |
|
978 lpx_set_row_bnds(lp, i, LPX_DB, lo, up); |
|
979 break; |
|
980 case LPX_UP: |
|
981 lpx_set_row_bnds(lp, i, LPX_UP, lo, up); |
|
982 break; |
|
983 case LPX_DB: |
|
984 case LPX_FX: |
|
985 if (lo==up) |
|
986 lpx_set_row_bnds(lp, i, LPX_FX, lo, up); |
|
987 else |
|
988 lpx_set_row_bnds(lp, i, LPX_DB, lo, up); |
|
989 break; |
|
990 default: ; |
|
991 //FIXME error |
|
992 } |
|
993 } |
|
994 } |
|
995 virtual double _getRowUpperBound(int i) { |
|
996 int b=lpx_get_row_type(lp, i); |
|
997 switch (b) { |
|
998 case LPX_FR: |
|
999 case LPX_LO: |
|
1000 return INF; |
|
1001 case LPX_UP: |
|
1002 case LPX_DB: |
|
1003 case LPX_FX: |
|
1004 return lpx_get_row_ub(lp, i); |
|
1005 default: ; |
|
1006 //FIXME error |
|
1007 return 0.0; |
|
1008 } |
|
1009 } |
|
1010 /// \e |
|
1011 virtual double _getObjCoeff(int i) { |
|
1012 return lpx_get_obj_coef(lp, i); |
|
1013 } |
|
1014 /// \e |
|
1015 virtual void _setObjCoeff(int i, double obj_coef) { |
|
1016 lpx_set_obj_coef(lp, i, obj_coef); |
|
1017 } |
|
1018 public: |
|
1019 /// \e |
|
1020 void solveSimplex() { lpx_simplex(lp); } |
|
1021 /// \e |
|
1022 void solvePrimalSimplex() { lpx_simplex(lp); } |
|
1023 /// \e |
|
1024 void solveDualSimplex() { lpx_simplex(lp); } |
|
1025 protected: |
|
1026 virtual double _getPrimal(int i) { |
|
1027 return lpx_get_col_prim(lp, i); |
|
1028 } |
|
1029 public: |
|
1030 /// \e |
|
1031 double getObjVal() { return lpx_get_obj_val(lp); } |
|
1032 /// \e |
|
1033 int rowNum() const { return lpx_get_num_rows(lp); } |
|
1034 /// \e |
|
1035 int colNum() const { return lpx_get_num_cols(lp); } |
|
1036 /// \e |
|
1037 int warmUp() { return lpx_warm_up(lp); } |
|
1038 /// \e |
|
1039 void printWarmUpStatus(int i) { |
|
1040 switch (i) { |
|
1041 case LPX_E_OK: cout << "LPX_E_OK" << endl; break; |
|
1042 case LPX_E_EMPTY: cout << "LPX_E_EMPTY" << endl; break; |
|
1043 case LPX_E_BADB: cout << "LPX_E_BADB" << endl; break; |
|
1044 case LPX_E_SING: cout << "LPX_E_SING" << endl; break; |
|
1045 } |
|
1046 } |
|
1047 /// \e |
|
1048 int getPrimalStatus() { return lpx_get_prim_stat(lp); } |
|
1049 /// \e |
|
1050 void printPrimalStatus(int i) { |
|
1051 switch (i) { |
|
1052 case LPX_P_UNDEF: cout << "LPX_P_UNDEF" << endl; break; |
|
1053 case LPX_P_FEAS: cout << "LPX_P_FEAS" << endl; break; |
|
1054 case LPX_P_INFEAS: cout << "LPX_P_INFEAS" << endl; break; |
|
1055 case LPX_P_NOFEAS: cout << "LPX_P_NOFEAS" << endl; break; |
|
1056 } |
|
1057 } |
|
1058 /// \e |
|
1059 int getDualStatus() { return lpx_get_dual_stat(lp); } |
|
1060 /// \e |
|
1061 void printDualStatus(int i) { |
|
1062 switch (i) { |
|
1063 case LPX_D_UNDEF: cout << "LPX_D_UNDEF" << endl; break; |
|
1064 case LPX_D_FEAS: cout << "LPX_D_FEAS" << endl; break; |
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1065 case LPX_D_INFEAS: cout << "LPX_D_INFEAS" << endl; break; |
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1066 case LPX_D_NOFEAS: cout << "LPX_D_NOFEAS" << endl; break; |
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1067 } |
|
1068 } |
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1069 /// Returns the status of the slack variable assigned to row \c row. |
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1070 int getRowStat(const Row& row) { |
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1071 return lpx_get_row_stat(lp, row_iter_map[row]); |
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1072 } |
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1073 /// \e |
|
1074 void printRowStatus(int i) { |
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1075 switch (i) { |
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1076 case LPX_BS: cout << "LPX_BS" << endl; break; |
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1077 case LPX_NL: cout << "LPX_NL" << endl; break; |
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1078 case LPX_NU: cout << "LPX_NU" << endl; break; |
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1079 case LPX_NF: cout << "LPX_NF" << endl; break; |
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1080 case LPX_NS: cout << "LPX_NS" << endl; break; |
|
1081 } |
|
1082 } |
|
1083 /// Returns the status of the variable assigned to column \c col. |
|
1084 int getColStat(const Col& col) { |
|
1085 return lpx_get_col_stat(lp, col_iter_map[col]); |
|
1086 } |
|
1087 /// \e |
|
1088 void printColStatus(int i) { |
|
1089 switch (i) { |
|
1090 case LPX_BS: cout << "LPX_BS" << endl; break; |
|
1091 case LPX_NL: cout << "LPX_NL" << endl; break; |
|
1092 case LPX_NU: cout << "LPX_NU" << endl; break; |
|
1093 case LPX_NF: cout << "LPX_NF" << endl; break; |
|
1094 case LPX_NS: cout << "LPX_NS" << endl; break; |
|
1095 } |
|
1096 } |
|
1097 |
|
1098 // MIP |
|
1099 /// \e |
|
1100 void solveBandB() { lpx_integer(lp); } |
|
1101 /// \e |
|
1102 void setLP() { lpx_set_class(lp, LPX_LP); } |
|
1103 /// \e |
|
1104 void setMIP() { lpx_set_class(lp, LPX_MIP); } |
|
1105 protected: |
|
1106 /// \e |
|
1107 void _setColCont(int i) { lpx_set_col_kind(lp, i, LPX_CV); } |
|
1108 /// \e |
|
1109 void _setColInt(int i) { lpx_set_col_kind(lp, i, LPX_IV); } |
|
1110 /// \e |
|
1111 double _getMIPPrimal(int i) { return lpx_mip_col_val(lp, i); } |
|
1112 }; |
|
1113 |
|
1114 /// @} |
|
1115 |
|
1116 } //namespace lemon |
|
1117 |
|
1118 #endif //LEMON_LP_SOLVER_BASE_H |
|