test/lp_test.cc
author kpeter
Fri, 29 Feb 2008 15:55:13 +0000
changeset 2586 37fb2c384c78
parent 2553 bfced05fa852
child 2605 852361980706
permissions -rw-r--r--
Reimplemented Suurballe class.

- The new version is the specialized version of CapacityScaling.
- It is about 10-20 times faster than the former Suurballe algorithm
and about 20-50 percent faster than CapacityScaling.
- Doc improvements.
- The test file is also replaced.
     1 /* -*- C++ -*-
     2  *
     3  * This file is a part of LEMON, a generic C++ optimization library
     4  *
     5  * Copyright (C) 2003-2008
     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 <sstream>
    20 #include <lemon/lp_skeleton.h>
    21 #include "test_tools.h"
    22 #include <lemon/tolerance.h>
    23 
    24 #ifdef HAVE_CONFIG_H
    25 #include <lemon/config.h>
    26 #endif
    27 
    28 #ifdef HAVE_GLPK
    29 #include <lemon/lp_glpk.h>
    30 #endif
    31 
    32 #ifdef HAVE_CPLEX
    33 #include <lemon/lp_cplex.h>
    34 #endif
    35 
    36 #ifdef HAVE_SOPLEX
    37 #include <lemon/lp_soplex.h>
    38 #endif
    39 
    40 using namespace lemon;
    41 
    42 void lpTest(LpSolverBase & lp)
    43 {
    44 
    45 
    46 
    47   typedef LpSolverBase LP;
    48 
    49   std::vector<LP::Col> x(10);
    50   //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
    51   lp.addColSet(x);
    52   lp.colLowerBound(x,1);
    53   lp.colUpperBound(x,1);
    54   lp.colBounds(x,1,2);
    55 #ifndef GYORSITAS
    56 
    57   std::vector<LP::Col> y(10);
    58   lp.addColSet(y);
    59 
    60   lp.colLowerBound(y,1);
    61   lp.colUpperBound(y,1);
    62   lp.colBounds(y,1,2);
    63 
    64   std::map<int,LP::Col> z;
    65   
    66   z.insert(std::make_pair(12,INVALID));
    67   z.insert(std::make_pair(2,INVALID));
    68   z.insert(std::make_pair(7,INVALID));
    69   z.insert(std::make_pair(5,INVALID));
    70 
    71   lp.addColSet(z);
    72 
    73   lp.colLowerBound(z,1);
    74   lp.colUpperBound(z,1);
    75   lp.colBounds(z,1,2);
    76 
    77   {
    78     LP::Expr e,f,g;
    79     LP::Col p1,p2,p3,p4,p5;
    80     LP::Constr c;
    81     
    82     p1=lp.addCol();
    83     p2=lp.addCol();
    84     p3=lp.addCol();
    85     p4=lp.addCol();
    86     p5=lp.addCol();
    87     
    88     e[p1]=2;
    89     e.constComp()=12;
    90     e[p1]+=2;
    91     e.constComp()+=12;
    92     e[p1]-=2;
    93     e.constComp()-=12;
    94     
    95     e=2;
    96     e=2.2;
    97     e=p1;
    98     e=f;
    99     
   100     e+=2;
   101     e+=2.2;
   102     e+=p1;
   103     e+=f;
   104     
   105     e-=2;
   106     e-=2.2;
   107     e-=p1;
   108     e-=f;
   109     
   110     e*=2;
   111     e*=2.2;
   112     e/=2;
   113     e/=2.2;
   114     
   115     e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
   116        (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
   117        (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
   118        2.2*f+f*2.2+f/2.2+
   119        2*f+f*2+f/2+
   120        2.2*p1+p1*2.2+p1/2.2+
   121        2*p1+p1*2+p1/2
   122        );
   123 
   124 
   125     c = (e  <= f  );
   126     c = (e  <= 2.2);
   127     c = (e  <= 2  );
   128     c = (e  <= p1 );
   129     c = (2.2<= f  );
   130     c = (2  <= f  );
   131     c = (p1 <= f  );
   132     c = (p1 <= p2 );
   133     c = (p1 <= 2.2);
   134     c = (p1 <= 2  );
   135     c = (2.2<= p2 );
   136     c = (2  <= p2 );
   137     
   138     c = (e  >= f  );
   139     c = (e  >= 2.2);
   140     c = (e  >= 2  );
   141     c = (e  >= p1 );
   142     c = (2.2>= f  );
   143     c = (2  >= f  );
   144     c = (p1 >= f  );
   145     c = (p1 >= p2 );
   146     c = (p1 >= 2.2);
   147     c = (p1 >= 2  );
   148     c = (2.2>= p2 );
   149     c = (2  >= p2 );
   150     
   151     c = (e  == f  );
   152     c = (e  == 2.2);
   153     c = (e  == 2  );
   154     c = (e  == p1 );
   155     c = (2.2== f  );
   156     c = (2  == f  );
   157     c = (p1 == f  );
   158     //c = (p1 == p2 );
   159     c = (p1 == 2.2);
   160     c = (p1 == 2  );
   161     c = (2.2== p2 );
   162     c = (2  == p2 );
   163     
   164     c = (2 <= e <= 3);
   165     c = (2 <= p1<= 3);
   166     
   167     c = (2 >= e >= 3);
   168     c = (2 >= p1>= 3);
   169     
   170     e[x[3]]=2;
   171     e[x[3]]=4;
   172     e[x[3]]=1;
   173     e.constComp()=12;
   174     
   175     lp.addRow(LP::INF,e,23);
   176     lp.addRow(LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
   177     lp.addRow(LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
   178     
   179     lp.addRow(x[1]+x[3]<=x[5]-3);
   180     lp.addRow(-7<=x[1]+x[3]-12<=3);
   181     lp.addRow(x[1]<=x[5]);
   182 
   183     std::ostringstream buf;
   184 
   185 
   186     //Checking the simplify function
   187 
   188 //     //How to check the simplify function? A map gives no information
   189 //     //on the question whether a given key is or is not stored in it, or
   190 //     //it does?
   191 //   Yes, it does, using the find() function.
   192     e=((p1+p2)+(p1-p2));
   193     e.simplify();
   194     buf << "Coeff. of p2 should be 0";
   195     //    std::cout<<e[p1]<<e[p2]<<e[p3]<<std::endl;
   196     check(e.find(p2)==e.end(), buf.str());
   197     
   198      
   199 
   200 
   201     e=((p1+p2)+(p1-0.99*p2));
   202     //e.prettyPrint(std::cout);
   203     //(e<=2).prettyPrint(std::cout);
   204     double tolerance=0.001;
   205     e.simplify(tolerance);
   206     buf << "Coeff. of p2 should be 0.01";
   207     check(e[p2]>0, buf.str());
   208     
   209     tolerance=0.02;
   210     e.simplify(tolerance);
   211     buf << "Coeff. of p2 should be 0";
   212     check(e.find(p2)==e.end(), buf.str());
   213     
   214 
   215   }
   216   
   217   {
   218     LP::DualExpr e,f,g;
   219     LP::Row p1,p2,p3,p4,p5;
   220     
   221     e[p1]=2;
   222     e[p1]+=2;
   223     e[p1]-=2;
   224     
   225     e=p1;
   226     e=f;
   227     
   228     e+=p1;
   229     e+=f;
   230     
   231     e-=p1;
   232     e-=f;
   233     
   234     e*=2;
   235     e*=2.2;
   236     e/=2;
   237     e/=2.2;
   238     
   239     e=((p1+p2)+(p1-p2)+
   240        (p1+f)+(f+p1)+(f+g)+
   241        (p1-f)+(f-p1)+(f-g)+
   242        2.2*f+f*2.2+f/2.2+
   243        2*f+f*2+f/2+
   244        2.2*p1+p1*2.2+p1/2.2+
   245        2*p1+p1*2+p1/2
   246        );
   247   }
   248   
   249 #endif
   250 }
   251 
   252 void solveAndCheck(LpSolverBase& lp, LpSolverBase::SolutionStatus stat, 
   253 		   double exp_opt) {
   254   using std::string;
   255   lp.solve();
   256   //int decimal,sign;
   257   std::ostringstream buf;
   258   buf << "Primalstatus should be: " << int(stat);
   259 
   260   //  itoa(stat,buf1, 10);
   261   check(lp.primalStatus()==stat, buf.str());
   262 
   263   if (stat ==  LpSolverBase::OPTIMAL) {
   264     std::ostringstream sbuf;
   265     sbuf << "Wrong optimal value: the right optimum is " << exp_opt; 
   266     check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str());
   267     //+ecvt(exp_opt,2)
   268   }
   269 }
   270  
   271 void aTest(LpSolverBase & lp)
   272 {
   273   typedef LpSolverBase LP;
   274 
   275  //The following example is very simple
   276 
   277   typedef LpSolverBase::Row Row;
   278   typedef LpSolverBase::Col Col;
   279 
   280 
   281   Col x1 = lp.addCol();
   282   Col x2 = lp.addCol();
   283 
   284 
   285   //Constraints
   286   Row upright=lp.addRow(x1+x2 <=1);  
   287   lp.addRow(x1+x2 >=-1);  
   288   lp.addRow(x1-x2 <=1);  
   289   lp.addRow(x1-x2 >=-1);  
   290   //Nonnegativity of the variables
   291   lp.colLowerBound(x1, 0);
   292   lp.colLowerBound(x2, 0);
   293   //Objective function
   294   lp.obj(x1+x2);
   295 
   296   lp.max();
   297 
   298 
   299   //Testing the problem retrieving routines
   300   check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
   301   check(lp.isMax(),"This is a maximization!");
   302   check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
   303   //  std::cout<<lp.colLowerBound(x1)<<std::endl;
   304   check(  lp.colLowerBound(x1)==0,"The lower bound for variable x1 should be 0.");
   305   check(  lp.colUpperBound(x1)==LpSolverBase::INF,"The upper bound for variable x1 should be infty.");
   306   LpSolverBase::Value lb,ub;
   307   lp.getRowBounds(upright,lb,ub);
   308   check(  lb==-LpSolverBase::INF,"The lower bound for the first row should be -infty.");
   309   check(  ub==1,"The upper bound for the first row should be 1.");
   310 
   311 
   312   //Maximization of x1+x2
   313   //over the triangle with vertices (0,0) (0,1) (1,0)
   314   double expected_opt=1;
   315   solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
   316   
   317   //Minimization
   318   lp.min();
   319   expected_opt=0;
   320   solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
   321   
   322   //Vertex (-1,0) instead of (0,0)
   323   lp.colLowerBound(x1, -LpSolverBase::INF);
   324   expected_opt=-1;
   325   solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
   326 
   327   //Erase one constraint and return to maximization
   328   lp.eraseRow(upright);
   329   lp.max();
   330   expected_opt=LpSolverBase::INF;
   331   solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt);
   332 
   333   //Infeasibilty
   334   lp.addRow(x1+x2 <=-2);  
   335   solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt);
   336 
   337   //Change problem and forget to solve
   338   lp.min();
   339   check(lp.primalStatus()==LpSolverBase::UNDEFINED,"Primalstatus should be UNDEFINED");
   340 
   341 //   lp.solve();
   342 //   if (lp.primalStatus()==LpSolverBase::OPTIMAL){
   343 //     std::cout<< "Z = "<<lp.primalValue()
   344 // 	     << " (error = " << lp.primalValue()-expected_opt
   345 // 	     << "); x1 = "<<lp.primal(x1)
   346 // 	     << "; x2 = "<<lp.primal(x2)
   347 // 	     <<std::endl;
   348     
   349 //   }
   350 //   else{
   351 //     std::cout<<lp.primalStatus()<<std::endl;
   352 //     std::cout<<"Optimal solution not found!"<<std::endl;
   353 //   }
   354 
   355  
   356 
   357 }
   358 
   359 
   360 int main() 
   361 {
   362   LpSkeleton lp_skel;
   363   lpTest(lp_skel);
   364 
   365 #ifdef HAVE_GLPK
   366   LpGlpk lp_glpk1,lp_glpk2;
   367   lpTest(lp_glpk1);
   368   aTest(lp_glpk2);
   369 #endif
   370 
   371 #ifdef HAVE_CPLEX
   372   LpCplex lp_cplex1,lp_cplex2;
   373   lpTest(lp_cplex1);
   374   aTest(lp_cplex2);
   375 #endif
   376 
   377 #ifdef HAVE_SOPLEX
   378   LpSoplex lp_soplex1,lp_soplex2;
   379   lpTest(lp_soplex1);
   380   aTest(lp_soplex2);
   381 #endif
   382 
   383   return 0;
   384 }