lemon/lp_soplex.cc
author alpar
Tue, 24 Apr 2007 09:39:01 +0000
changeset 2436 0c941c524b47
parent 2386 81b47fc5c444
child 2553 bfced05fa852
permissions -rw-r--r--
Integer parameters also convert to double
     1 /* -*- C++ -*-
     2  *
     3  * This file is a part of LEMON, a generic C++ optimization library
     4  *
     5  * Copyright (C) 2003-2007
     6  * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
     7  * (Egervary Research Group on Combinatorial Optimization, EGRES).
     8  *
     9  * Permission to use, modify and distribute this software is granted
    10  * provided that this copyright notice appears in all copies. For
    11  * precise terms see the accompanying LICENSE file.
    12  *
    13  * This software is provided "AS IS" with no warranty of any kind,
    14  * express or implied, and with no claim as to its suitability for any
    15  * purpose.
    16  *
    17  */
    18 
    19 #include<iostream>
    20 #include<lemon/lp_soplex.h>
    21 
    22 #include <soplex/soplex.h>
    23 
    24 
    25 ///\file
    26 ///\brief Implementation of the LEMON-SOPLEX lp solver interface.
    27 namespace lemon {
    28   
    29   LpSoplex::LpSoplex() : LpSolverBase() {
    30     rows.setIdHandler(relocateIdHandler);
    31     cols.setIdHandler(relocateIdHandler);
    32     soplex = new soplex::SoPlex;
    33     solved = false;
    34   }
    35   
    36   LpSoplex::~LpSoplex() {
    37     delete soplex;
    38   }
    39   
    40   LpSolverBase &LpSoplex::_newLp() {
    41     LpSoplex* newlp = new LpSoplex();
    42     return *newlp;
    43   }
    44 
    45   LpSolverBase &LpSoplex::_copyLp() {
    46     LpSoplex* newlp = new LpSoplex();
    47     (*static_cast<soplex::SPxLP*>(newlp->soplex)) = *soplex;
    48     return *newlp;
    49   }
    50 
    51   int LpSoplex::_addCol() {
    52     soplex::LPCol c;
    53     c.setLower(-soplex::infinity);
    54     c.setUpper(soplex::infinity);
    55     soplex->addCol(c);
    56 
    57     colNames.push_back(std::string());
    58     primal_value.push_back(0.0);
    59     solved = false;
    60 
    61     return soplex->nCols() - 1;
    62   }
    63 
    64   int LpSoplex::_addRow() {
    65     soplex::LPRow r;
    66     r.setLhs(-soplex::infinity);
    67     r.setRhs(soplex::infinity);
    68     soplex->addRow(r);
    69 
    70     dual_value.push_back(0.0);
    71     solved = false;
    72 
    73     return soplex->nRows() - 1;
    74   }
    75 
    76 
    77   void LpSoplex::_eraseCol(int i) {
    78     soplex->removeCol(i);
    79     invColNames.erase(colNames[i]);
    80     colNames[i] = colNames.back();
    81     invColNames[colNames.back()] = i;
    82     colNames.pop_back();
    83     primal_value[i] = primal_value.back();
    84     primal_value.pop_back();
    85     solved = false;
    86   }
    87   
    88   void LpSoplex::_eraseRow(int i) {
    89     soplex->removeRow(i);
    90     dual_value[i] = dual_value.back();
    91     dual_value.pop_back();
    92     solved = false;
    93   }
    94   
    95   void LpSoplex::_getColName(int c, std::string &name) const {
    96     name = colNames[c]; 
    97   }
    98   
    99   void LpSoplex::_setColName(int c, const std::string &name) {
   100     invColNames.erase(colNames[c]);
   101     colNames[c] = name; 
   102     if (!name.empty()) {
   103       invColNames.insert(std::make_pair(name, c));
   104     }
   105   }
   106 
   107   int LpSoplex::_colByName(const std::string& name) const {
   108     std::map<std::string, int>::const_iterator it =
   109       invColNames.find(name);
   110     if (it != invColNames.end()) {
   111       return it->second;
   112     } else {
   113       return -1;
   114     }
   115   }
   116   
   117 
   118   void LpSoplex::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) {
   119     for (int j = 0; j < soplex->nCols(); ++j) {
   120       soplex->changeElement(i, j, 0.0);
   121     }
   122     for(ConstRowIterator it = b; it != e; ++it) {
   123       soplex->changeElement(i, it->first, it->second);
   124     }
   125     solved = false;
   126   }
   127 
   128   void LpSoplex::_getRowCoeffs(int i, RowIterator b) const {
   129     const soplex::SVector& vec = soplex->rowVector(i);
   130     for (int k = 0; k < vec.size(); ++k) {
   131       *b = std::make_pair(vec.index(k), vec.value(k));
   132       ++b;
   133     }
   134   }
   135   
   136   void LpSoplex::_setColCoeffs(int j, ConstColIterator b, ConstColIterator e) {
   137     for (int i = 0; i < soplex->nRows(); ++i) {
   138       soplex->changeElement(i, j, 0.0);
   139     }
   140     for(ConstColIterator it = b; it != e; ++it) {
   141       soplex->changeElement(it->first, j, it->second);
   142     }
   143     solved = false;
   144   }
   145 
   146   void LpSoplex::_getColCoeffs(int i, ColIterator b) const {
   147     const soplex::SVector& vec = soplex->colVector(i);
   148     for (int k = 0; k < vec.size(); ++k) {
   149       *b = std::make_pair(vec.index(k), vec.value(k));
   150       ++b;
   151     }
   152   }
   153   
   154   void LpSoplex::_setCoeff(int i, int j, Value value) {
   155     soplex->changeElement(i, j, value);
   156     solved = false;
   157   }
   158 
   159   LpSoplex::Value LpSoplex::_getCoeff(int i, int j) const {
   160     return soplex->rowVector(i)[j];
   161   }
   162 
   163   void LpSoplex::_setColLowerBound(int i, Value value) {
   164     soplex->changeLower(i, value != -INF ? value : -soplex::infinity); 
   165     solved = false;
   166   }
   167   
   168   LpSoplex::Value LpSoplex::_getColLowerBound(int i) const {
   169     double value = soplex->lower(i);
   170     return value != -soplex::infinity ? value : -INF;
   171   }
   172 
   173   void LpSoplex::_setColUpperBound(int i, Value value) {
   174     soplex->changeUpper(i, value != INF ? value : soplex::infinity); 
   175     solved = false;
   176   }
   177 
   178   LpSoplex::Value LpSoplex::_getColUpperBound(int i) const {
   179     double value = soplex->upper(i);
   180     return value != soplex::infinity ? value : INF;
   181   }
   182 
   183   void LpSoplex::_setRowBounds(int i, Value lb, Value ub) {
   184     soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity,
   185                         ub != INF ? ub : soplex::infinity);
   186     solved = false;
   187   }
   188   void LpSoplex::_getRowBounds(int i, Value &lower, Value &upper) const {
   189     lower = soplex->lhs(i);
   190     if (lower == -soplex::infinity) lower = -INF;
   191     upper = soplex->rhs(i);
   192     if (upper == -soplex::infinity) upper = INF;
   193   }
   194 
   195   void LpSoplex::_setObjCoeff(int i, Value obj_coef) {
   196     soplex->changeObj(i, obj_coef);
   197     solved = false;
   198   }
   199 
   200   LpSoplex::Value LpSoplex::_getObjCoeff(int i) const {
   201     return soplex->obj(i);
   202   }
   203 
   204   void LpSoplex::_clearObj() {
   205     for (int i = 0; i < soplex->nCols(); ++i) {
   206       soplex->changeObj(i, 0.0);
   207     }
   208     solved = false;
   209   }
   210 
   211   LpSoplex::SolveExitStatus LpSoplex::_solve() {
   212     soplex::SPxSolver::Status status = soplex->solve();
   213 
   214     soplex::Vector pv(primal_value.size(), &primal_value[0]);
   215     soplex->getPrimal(pv);
   216 
   217     soplex::Vector dv(dual_value.size(), &dual_value[0]);
   218     soplex->getDual(dv);
   219 
   220     switch (status) {
   221     case soplex::SPxSolver::OPTIMAL:
   222     case soplex::SPxSolver::INFEASIBLE:
   223     case soplex::SPxSolver::UNBOUNDED:
   224       solved = true;
   225       return SOLVED;
   226     default:
   227       return UNSOLVED;
   228     }
   229   }
   230 
   231   LpSoplex::Value LpSoplex::_getPrimal(int i) const {
   232     return primal_value[i];
   233   }
   234 
   235   LpSoplex::Value LpSoplex::_getDual(int i) const {
   236     return dual_value[i];
   237   }
   238   
   239   LpSoplex::Value LpSoplex::_getPrimalValue() const {
   240     return soplex->objValue();
   241   }
   242 
   243   bool LpSoplex::_isBasicCol(int i) const {
   244     return soplex->getBasisColStatus(i) == soplex::SPxSolver::BASIC;
   245   }  
   246 
   247   LpSoplex::SolutionStatus LpSoplex::_getPrimalStatus() const {
   248     if (!solved) return UNDEFINED;
   249     switch (soplex->status()) {
   250     case soplex::SPxSolver::OPTIMAL:
   251       return OPTIMAL;
   252     case soplex::SPxSolver::UNBOUNDED:
   253       return INFINITE;
   254     case soplex::SPxSolver::INFEASIBLE:
   255       return INFEASIBLE;
   256     default:
   257       return UNDEFINED;
   258     }
   259   }
   260 
   261   LpSoplex::SolutionStatus LpSoplex::_getDualStatus() const {
   262     if (!solved) return UNDEFINED;
   263     switch (soplex->status()) {
   264     case soplex::SPxSolver::OPTIMAL:
   265       return OPTIMAL;
   266     case soplex::SPxSolver::UNBOUNDED:
   267       return INFEASIBLE;
   268     default:
   269       return UNDEFINED;
   270     }
   271   }
   272 
   273   LpSoplex::ProblemTypes LpSoplex::_getProblemType() const {
   274     if (!solved) return UNKNOWN;
   275     switch (soplex->status()) {
   276     case soplex::SPxSolver::OPTIMAL:
   277       return PRIMAL_DUAL_FEASIBLE;
   278     case soplex::SPxSolver::UNBOUNDED:
   279       return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
   280     default:
   281       return UNKNOWN;
   282     }
   283   }
   284 
   285   void LpSoplex::_setMax() {
   286     soplex->changeSense(soplex::SPxSolver::MAXIMIZE);
   287     solved = false;
   288   }
   289   void LpSoplex::_setMin() {
   290     soplex->changeSense(soplex::SPxSolver::MINIMIZE);
   291     solved = false;
   292   }
   293   bool LpSoplex::_isMax() const {
   294     return soplex->spxSense() == soplex::SPxSolver::MAXIMIZE;
   295   }
   296 
   297   
   298 } //namespace lemon
   299