Better doc.
2 * lemon/lp_base.h - Part of LEMON, a generic C++ optimization library
4 * Copyright (C) 2006 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
5 * (Egervary Research Group on Combinatorial Optimization, EGRES).
7 * Permission to use, modify and distribute this software is granted
8 * provided that this copyright notice appears in all copies. For
9 * precise terms see the accompanying LICENSE file.
11 * This software is provided "AS IS" with no warranty of any kind,
12 * express or implied, and with no claim as to its suitability for any
17 #ifndef LEMON_LP_BASE_H
18 #define LEMON_LP_BASE_H
25 #include<lemon/utility.h>
26 #include<lemon/error.h>
27 #include<lemon/invalid.h>
30 ///\brief The interface of the LP solver interface.
31 ///\ingroup gen_opt_group
34 ///Internal data structure to convert floating id's to fix one's
36 ///\todo This might be implemented to be also usable in other places.
40 std::vector<int> index;
41 std::vector<int> cross;
44 _FixId() : first_free(-1) {};
45 ///Convert a floating id to a fix one
47 ///\param n is a floating id
48 ///\return the corresponding fix id
49 int fixId(int n) const {return cross[n];}
50 ///Convert a fix id to a floating one
52 ///\param n is a fix id
53 ///\return the corresponding floating id
54 int floatingId(int n) const { return index[n];}
55 ///Add a new floating id.
57 ///\param n is a floating id
58 ///\return the fix id of the new value
59 ///\todo Multiple additions should also be handled.
62 if(n>=int(cross.size())) {
65 cross[n]=index.size();
70 int next=index[first_free];
76 ///\todo Create an own exception type.
77 else throw LogicError(); //floatingId-s must form a continuous range;
81 ///\param n is a fix id
88 for(int i=fl+1;i<int(cross.size());++i) {
94 ///An upper bound on the largest fix id.
96 ///\todo Do we need this?
98 std::size_t maxFixId() { return cross.size()-1; }
102 ///Common base class for LP solvers
104 ///\todo Much more docs
105 ///\ingroup gen_opt_group
110 ///Possible outcomes of an LP solving procedure
111 enum SolveExitStatus {
112 ///This means that the problem has been successfully solved: either
113 ///an optimal solution has been found or infeasibility/unboundedness
116 ///Any other case (including the case when some user specified limit has been exceeded)
121 enum SolutionStatus {
122 ///Feasible solution has'n been found (but may exist).
124 ///\todo NOTFOUND might be a better name.
127 ///The problem has no feasible solution
129 ///Feasible solution found
131 ///Optimal solution exists and found
133 ///The cost function is unbounded
135 ///\todo Give a feasible solution and an infinite ray (and the
136 ///corresponding bases)
140 ///\e The type of the investigated LP problem
142 ///Primal-dual feasible
143 PRIMAL_DUAL_FEASIBLE = 0,
144 ///Primal feasible dual infeasible
145 PRIMAL_FEASIBLE_DUAL_INFEASIBLE = 1,
146 ///Primal infeasible dual feasible
147 PRIMAL_INFEASIBLE_DUAL_FEASIBLE = 2,
148 ///Primal-dual infeasible
149 PRIMAL_DUAL_INFEASIBLE = 3,
150 ///Could not determine so far
154 ///The floating point type used by the solver
155 typedef double Value;
156 ///The infinity constant
157 static const Value INF;
158 ///The not a number constant
159 static const Value NaN;
161 ///Refer to a column of the LP.
163 ///This type is used to refer to a column of the LP.
165 ///Its value remains valid and correct even after the addition or erase of
168 ///\todo Document what can one do with a Col (INVALID, comparing,
169 ///it is similar to Node/Edge)
173 friend class LpSolverBase;
175 typedef Value ExprValue;
176 typedef True LpSolverCol;
178 Col(const Invalid&) : id(-1) {}
179 bool operator< (Col c) const {return id< c.id;}
180 bool operator> (Col c) const {return id> c.id;}
181 bool operator==(Col c) const {return id==c.id;}
182 bool operator!=(Col c) const {return id!=c.id;}
185 ///Refer to a row of the LP.
187 ///This type is used to refer to a row of the LP.
189 ///Its value remains valid and correct even after the addition or erase of
192 ///\todo Document what can one do with a Row (INVALID, comparing,
193 ///it is similar to Node/Edge)
197 friend class LpSolverBase;
199 typedef Value ExprValue;
200 typedef True LpSolverRow;
202 Row(const Invalid&) : id(-1) {}
204 bool operator< (Row c) const {return id< c.id;}
205 bool operator> (Row c) const {return id> c.id;}
206 bool operator==(Row c) const {return id==c.id;}
207 bool operator!=(Row c) const {return id!=c.id;}
210 ///Linear expression of variables and a constant component
212 ///This data structure strores a linear expression of the variables
213 ///(\ref Col "Col"s) and also has a constant component.
215 ///There are several ways to access and modify the contents of this
217 ///- Its it fully compatible with \c std::map<Col,double>, so for expamle
218 ///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can
219 ///read and modify the coefficients like
226 ///or you can also iterate through its elements.
229 ///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i)
232 ///(This code computes the sum of all coefficients).
233 ///- Numbers (<tt>double</tt>'s)
234 ///and variables (\ref Col "Col"s) directly convert to an
235 ///\ref Expr and the usual linear operations are defined, so
238 ///2*v-3.12*(v-w/2)+2
239 ///v*2.1+(3*v+(v*12+w+6)*3)/2
241 ///are valid \ref Expr "Expr"essions.
242 ///The usual assignment operations are also defined.
245 ///e+=2*v-3.12*(v-w/2)+2;
249 ///- The constant member can be set and read by \ref constComp()
252 ///double c=e.constComp();
255 ///\note \ref clear() not only sets all coefficients to 0 but also
256 ///clears the constant components.
260 class Expr : public std::map<Col,Value>
263 typedef LpSolverBase::Col Key;
264 typedef LpSolverBase::Value Value;
267 typedef std::map<Col,Value> Base;
271 typedef True IsLinExpression;
273 Expr() : Base(), const_comp(0) { }
275 Expr(const Key &v) : const_comp(0) {
276 Base::insert(std::make_pair(v, 1));
279 Expr(const Value &v) : const_comp(v) {}
281 void set(const Key &v,const Value &c) {
282 Base::insert(std::make_pair(v, c));
285 Value &constComp() { return const_comp; }
287 const Value &constComp() const { return const_comp; }
289 ///Removes the components with zero coefficient.
291 for (Base::iterator i=Base::begin(); i!=Base::end();) {
294 if ((*i).second==0) Base::erase(i);
299 ///Removes the coefficients closer to zero than \c tolerance.
300 void simplify(double &tolerance) {
301 for (Base::iterator i=Base::begin(); i!=Base::end();) {
304 if (std::fabs((*i).second)<tolerance) Base::erase(i);
309 ///Sets all coefficients and the constant component to 0.
316 Expr &operator+=(const Expr &e) {
317 for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
318 (*this)[j->first]+=j->second;
319 const_comp+=e.const_comp;
323 Expr &operator-=(const Expr &e) {
324 for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
325 (*this)[j->first]-=j->second;
326 const_comp-=e.const_comp;
330 Expr &operator*=(const Value &c) {
331 for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
337 Expr &operator/=(const Value &c) {
338 for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
347 ///This data stucture represents a linear constraint in the LP.
348 ///Basically it is a linear expression with a lower or an upper bound
349 ///(or both). These parts of the constraint can be obtained by the member
350 ///functions \ref expr(), \ref lowerBound() and \ref upperBound(),
352 ///There are two ways to construct a constraint.
353 ///- You can set the linear expression and the bounds directly
354 /// by the functions above.
355 ///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt>
356 /// are defined between expressions, or even between constraints whenever
357 /// it makes sense. Therefore if \c e and \c f are linear expressions and
358 /// \c s and \c t are numbers, then the followings are valid expressions
359 /// and thus they can be used directly e.g. in \ref addRow() whenever
368 ///\warning The validity of a constraint is checked only at run time, so
369 ///e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will compile, but will throw a
370 ///\ref LogicError exception.
374 typedef LpSolverBase::Expr Expr;
375 typedef Expr::Key Key;
376 typedef Expr::Value Value;
378 // static const Value INF;
379 // static const Value NaN;
386 Constr() : _expr(), _lb(NaN), _ub(NaN) {}
388 Constr(Value lb,const Expr &e,Value ub) :
389 _expr(e), _lb(lb), _ub(ub) {}
391 Constr(const Expr &e,Value ub) :
392 _expr(e), _lb(NaN), _ub(ub) {}
394 Constr(Value lb,const Expr &e) :
395 _expr(e), _lb(lb), _ub(NaN) {}
397 Constr(const Expr &e) :
398 _expr(e), _lb(NaN), _ub(NaN) {}
406 ///Reference to the linear expression
407 Expr &expr() { return _expr; }
408 ///Cont reference to the linear expression
409 const Expr &expr() const { return _expr; }
410 ///Reference to the lower bound.
413 ///- \ref INF "INF": the constraint is lower unbounded.
414 ///- \ref NaN "NaN": lower bound has not been set.
415 ///- finite number: the lower bound
416 Value &lowerBound() { return _lb; }
417 ///The const version of \ref lowerBound()
418 const Value &lowerBound() const { return _lb; }
419 ///Reference to the upper bound.
422 ///- \ref INF "INF": the constraint is upper unbounded.
423 ///- \ref NaN "NaN": upper bound has not been set.
424 ///- finite number: the upper bound
425 Value &upperBound() { return _ub; }
426 ///The const version of \ref upperBound()
427 const Value &upperBound() const { return _ub; }
428 ///Is the constraint lower bounded?
429 bool lowerBounded() const {
433 ///Is the constraint upper bounded?
434 bool upperBounded() const {
440 ///Linear expression of rows
442 ///This data structure represents a column of the matrix,
443 ///thas is it strores a linear expression of the dual variables
444 ///(\ref Row "Row"s).
446 ///There are several ways to access and modify the contents of this
448 ///- Its it fully compatible with \c std::map<Row,double>, so for expamle
449 ///if \c e is an DualExpr and \c v
450 ///and \c w are of type \ref Row, then you can
451 ///read and modify the coefficients like
458 ///or you can also iterate through its elements.
461 ///for(LpSolverBase::DualExpr::iterator i=e.begin();i!=e.end();++i)
464 ///(This code computes the sum of all coefficients).
465 ///- Numbers (<tt>double</tt>'s)
466 ///and variables (\ref Row "Row"s) directly convert to an
467 ///\ref DualExpr and the usual linear operations are defined, so
471 ///v*2.1+(3*v+(v*12+w)*3)/2
473 ///are valid \ref DualExpr "DualExpr"essions.
474 ///The usual assignment operations are also defined.
477 ///e+=2*v-3.12*(v-w/2);
484 class DualExpr : public std::map<Row,Value>
487 typedef LpSolverBase::Row Key;
488 typedef LpSolverBase::Value Value;
491 typedef std::map<Row,Value> Base;
494 typedef True IsLinExpression;
496 DualExpr() : Base() { }
498 DualExpr(const Key &v) {
499 Base::insert(std::make_pair(v, 1));
502 void set(const Key &v,const Value &c) {
503 Base::insert(std::make_pair(v, c));
506 ///Removes the components with zero coefficient.
508 for (Base::iterator i=Base::begin(); i!=Base::end();) {
511 if ((*i).second==0) Base::erase(i);
516 ///Removes the coefficients closer to zero than \c tolerance.
517 void simplify(double &tolerance) {
518 for (Base::iterator i=Base::begin(); i!=Base::end();) {
521 if (std::fabs((*i).second)<tolerance) Base::erase(i);
527 ///Sets all coefficients to 0.
533 DualExpr &operator+=(const DualExpr &e) {
534 for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
535 (*this)[j->first]+=j->second;
539 DualExpr &operator-=(const DualExpr &e) {
540 for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
541 (*this)[j->first]-=j->second;
545 DualExpr &operator*=(const Value &c) {
546 for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
551 DualExpr &operator/=(const Value &c) {
552 for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
563 //Abstract virtual functions
564 virtual LpSolverBase &_newLp() = 0;
565 virtual LpSolverBase &_copyLp(){
566 ///\todo This should be implemented here, too, when we have problem retrieving routines. It can be overriden.
569 LpSolverBase & newlp(_newLp());
571 //return *(LpSolverBase*)0;
574 virtual int _addCol() = 0;
575 virtual int _addRow() = 0;
576 virtual void _eraseCol(int col) = 0;
577 virtual void _eraseRow(int row) = 0;
578 virtual void _getColName(int col, std::string & name) = 0;
579 virtual void _setColName(int col, const std::string & name) = 0;
580 virtual void _setRowCoeffs(int i,
583 Value const * values ) = 0;
584 virtual void _setColCoeffs(int i,
587 Value const * values ) = 0;
588 virtual void _setCoeff(int row, int col, Value value) = 0;
589 virtual void _setColLowerBound(int i, Value value) = 0;
590 virtual void _setColUpperBound(int i, Value value) = 0;
591 // virtual void _setRowLowerBound(int i, Value value) = 0;
592 // virtual void _setRowUpperBound(int i, Value value) = 0;
593 virtual void _setRowBounds(int i, Value lower, Value upper) = 0;
594 virtual void _setObjCoeff(int i, Value obj_coef) = 0;
595 virtual void _clearObj()=0;
596 // virtual void _setObj(int length,
597 // int const * indices,
598 // Value const * values ) = 0;
599 virtual SolveExitStatus _solve() = 0;
600 virtual Value _getPrimal(int i) = 0;
601 virtual Value _getDual(int i) = 0;
602 virtual Value _getPrimalValue() = 0;
603 virtual bool _isBasicCol(int i) = 0;
604 virtual SolutionStatus _getPrimalStatus() = 0;
605 virtual SolutionStatus _getDualStatus() = 0;
606 ///\todo This could be implemented here, too, using _getPrimalStatus() and
608 virtual ProblemTypes _getProblemType() = 0;
610 virtual void _setMax() = 0;
611 virtual void _setMin() = 0;
613 //Own protected stuff
615 //Constant component of the objective function
616 Value obj_const_comp;
624 LpSolverBase() : obj_const_comp(0) {}
627 virtual ~LpSolverBase() {}
629 ///Creates a new LP problem
630 LpSolverBase &newLp() {return _newLp();}
631 ///Makes a copy of the LP problem
632 LpSolverBase ©Lp() {return _copyLp();}
634 ///\name Build up and modify the LP
638 ///Add a new empty column (i.e a new variable) to the LP
639 Col addCol() { Col c; c.id=cols.insert(_addCol()); return c;}
641 ///\brief Adds several new columns
642 ///(i.e a variables) at once
644 ///This magic function takes a container as its argument
645 ///and fills its elements
646 ///with new columns (i.e. variables)
648 ///- a standard STL compatible iterable container with
649 ///\ref Col as its \c values_type
652 ///std::vector<LpSolverBase::Col>
653 ///std::list<LpSolverBase::Col>
655 ///- a standard STL compatible iterable container with
656 ///\ref Col as its \c mapped_type
659 ///std::map<AnyType,LpSolverBase::Col>
661 ///- an iterable lemon \ref concept::WriteMap "write map" like
663 ///ListGraph::NodeMap<LpSolverBase::Col>
664 ///ListGraph::EdgeMap<LpSolverBase::Col>
666 ///\return The number of the created column.
669 int addColSet(T &t) { return 0;}
672 typename enable_if<typename T::value_type::LpSolverCol,int>::type
673 addColSet(T &t,dummy<0> = 0) {
675 for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;}
679 typename enable_if<typename T::value_type::second_type::LpSolverCol,
681 addColSet(T &t,dummy<1> = 1) {
683 for(typename T::iterator i=t.begin();i!=t.end();++i) {
690 typename enable_if<typename T::MapIt::Value::LpSolverCol,
692 addColSet(T &t,dummy<2> = 2) {
694 for(typename T::MapIt i(t); i!=INVALID; ++i)
703 ///Set a column (i.e a dual constraint) of the LP
705 ///\param c is the column to be modified
706 ///\param e is a dual linear expression (see \ref DualExpr)
708 void col(Col c,const DualExpr &e) {
709 std::vector<int> indices;
710 std::vector<Value> values;
711 indices.push_back(0);
713 for(DualExpr::const_iterator i=e.begin(); i!=e.end(); ++i)
715 indices.push_back(rows.floatingId((*i).first.id));
716 values.push_back((*i).second);
718 _setColCoeffs(cols.floatingId(c.id),indices.size()-1,
719 &indices[0],&values[0]);
722 ///Add a new column to the LP
724 ///\param e is a dual linear expression (see \ref DualExpr)
725 ///\param obj is the corresponding component of the objective
726 ///function. It is 0 by default.
727 ///\return The created column.
728 Col addCol(const DualExpr &e, Value obj=0) {
735 ///Add a new empty row (i.e a new constraint) to the LP
737 ///This function adds a new empty row (i.e a new constraint) to the LP.
738 ///\return The created row
739 Row addRow() { Row r; r.id=rows.insert(_addRow()); return r;}
741 ///\brief Add several new rows
742 ///(i.e a constraints) at once
744 ///This magic function takes a container as its argument
745 ///and fills its elements
746 ///with new row (i.e. variables)
748 ///- a standard STL compatible iterable container with
749 ///\ref Row as its \c values_type
752 ///std::vector<LpSolverBase::Row>
753 ///std::list<LpSolverBase::Row>
755 ///- a standard STL compatible iterable container with
756 ///\ref Row as its \c mapped_type
759 ///std::map<AnyType,LpSolverBase::Row>
761 ///- an iterable lemon \ref concept::WriteMap "write map" like
763 ///ListGraph::NodeMap<LpSolverBase::Row>
764 ///ListGraph::EdgeMap<LpSolverBase::Row>
766 ///\return The number of rows created.
769 int addRowSet(T &t) { return 0;}
772 typename enable_if<typename T::value_type::LpSolverRow,int>::type
773 addRowSet(T &t,dummy<0> = 0) {
775 for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;}
779 typename enable_if<typename T::value_type::second_type::LpSolverRow,
781 addRowSet(T &t,dummy<1> = 1) {
783 for(typename T::iterator i=t.begin();i!=t.end();++i) {
790 typename enable_if<typename T::MapIt::Value::LpSolverRow,
792 addRowSet(T &t,dummy<2> = 2) {
794 for(typename T::MapIt i(t); i!=INVALID; ++i)
803 ///Set a row (i.e a constraint) of the LP
805 ///\param r is the row to be modified
806 ///\param l is lower bound (-\ref INF means no bound)
807 ///\param e is a linear expression (see \ref Expr)
808 ///\param u is the upper bound (\ref INF means no bound)
809 ///\bug This is a temportary function. The interface will change to
811 ///\todo Option to control whether a constraint with a single variable is
813 void row(Row r, Value l,const Expr &e, Value u) {
814 std::vector<int> indices;
815 std::vector<Value> values;
816 indices.push_back(0);
818 for(Expr::const_iterator i=e.begin(); i!=e.end(); ++i)
819 if((*i).second!=0) { ///\bug EPSILON would be necessary here!!!
820 indices.push_back(cols.floatingId((*i).first.id));
821 values.push_back((*i).second);
823 _setRowCoeffs(rows.floatingId(r.id),indices.size()-1,
824 &indices[0],&values[0]);
825 // _setRowLowerBound(rows.floatingId(r.id),l-e.constComp());
826 // _setRowUpperBound(rows.floatingId(r.id),u-e.constComp());
827 _setRowBounds(rows.floatingId(r.id),l-e.constComp(),u-e.constComp());
830 ///Set a row (i.e a constraint) of the LP
832 ///\param r is the row to be modified
833 ///\param c is a linear expression (see \ref Constr)
834 void row(Row r, const Constr &c) {
836 c.lowerBounded()?c.lowerBound():-INF,
838 c.upperBounded()?c.upperBound():INF);
841 ///Add a new row (i.e a new constraint) to the LP
843 ///\param l is the lower bound (-\ref INF means no bound)
844 ///\param e is a linear expression (see \ref Expr)
845 ///\param u is the upper bound (\ref INF means no bound)
846 ///\return The created row.
847 ///\bug This is a temportary function. The interface will change to
849 Row addRow(Value l,const Expr &e, Value u) {
855 ///Add a new row (i.e a new constraint) to the LP
857 ///\param c is a linear expression (see \ref Constr)
858 ///\return The created row.
859 Row addRow(const Constr &c) {
864 ///Erase a coloumn (i.e a variable) from the LP
866 ///\param c is the coloumn to be deleted
867 ///\todo Please check this
868 void eraseCol(Col c) {
869 _eraseCol(cols.floatingId(c.id));
872 ///Erase a row (i.e a constraint) from the LP
874 ///\param r is the row to be deleted
875 ///\todo Please check this
876 void eraseRow(Row r) {
877 _eraseRow(rows.floatingId(r.id));
881 /// Get the name of a column
883 ///\param c is the coresponding coloumn
884 ///\return The name of the colunm
885 std::string ColName(Col c){
887 _getColName(cols.floatingId(c.id), name);
891 /// Set the name of a column
893 ///\param c is the coresponding coloumn
894 ///\param name The name to be given
895 void ColName(Col c, const std::string & name){
896 _setColName(cols.floatingId(c.id), name);
899 /// Set an element of the coefficient matrix of the LP
901 ///\param r is the row of the element to be modified
902 ///\param c is the coloumn of the element to be modified
903 ///\param val is the new value of the coefficient
905 void Coeff(Row r, Col c, Value val){
906 _setCoeff(rows.floatingId(r.id),cols.floatingId(c.id), val);
909 /// Set the lower bound of a column (i.e a variable)
911 /// The lower bound of a variable (column) has to be given by an
912 /// extended number of type Value, i.e. a finite number of type
913 /// Value or -\ref INF.
914 void colLowerBound(Col c, Value value) {
915 _setColLowerBound(cols.floatingId(c.id),value);
918 ///\brief Set the lower bound of several columns
919 ///(i.e a variables) at once
921 ///This magic function takes a container as its argument
922 ///and applies the function on all of its elements.
923 /// The lower bound of a variable (column) has to be given by an
924 /// extended number of type Value, i.e. a finite number of type
925 /// Value or -\ref INF.
928 void colLowerBound(T &t, Value value) { return 0;}
931 typename enable_if<typename T::value_type::LpSolverCol,void>::type
932 colLowerBound(T &t, Value value,dummy<0> = 0) {
933 for(typename T::iterator i=t.begin();i!=t.end();++i) {
934 colLowerBound(*i, value);
938 typename enable_if<typename T::value_type::second_type::LpSolverCol,
940 colLowerBound(T &t, Value value,dummy<1> = 1) {
941 for(typename T::iterator i=t.begin();i!=t.end();++i) {
942 colLowerBound(i->second, value);
946 typename enable_if<typename T::MapIt::Value::LpSolverCol,
948 colLowerBound(T &t, Value value,dummy<2> = 2) {
949 for(typename T::MapIt i(t); i!=INVALID; ++i){
950 colLowerBound(*i, value);
955 /// Set the upper bound of a column (i.e a variable)
957 /// The upper bound of a variable (column) has to be given by an
958 /// extended number of type Value, i.e. a finite number of type
959 /// Value or \ref INF.
960 void colUpperBound(Col c, Value value) {
961 _setColUpperBound(cols.floatingId(c.id),value);
964 ///\brief Set the lower bound of several columns
965 ///(i.e a variables) at once
967 ///This magic function takes a container as its argument
968 ///and applies the function on all of its elements.
969 /// The upper bound of a variable (column) has to be given by an
970 /// extended number of type Value, i.e. a finite number of type
971 /// Value or \ref INF.
974 void colUpperBound(T &t, Value value) { return 0;}
977 typename enable_if<typename T::value_type::LpSolverCol,void>::type
978 colUpperBound(T &t, Value value,dummy<0> = 0) {
979 for(typename T::iterator i=t.begin();i!=t.end();++i) {
980 colUpperBound(*i, value);
984 typename enable_if<typename T::value_type::second_type::LpSolverCol,
986 colUpperBound(T &t, Value value,dummy<1> = 1) {
987 for(typename T::iterator i=t.begin();i!=t.end();++i) {
988 colUpperBound(i->second, value);
992 typename enable_if<typename T::MapIt::Value::LpSolverCol,
994 colUpperBound(T &t, Value value,dummy<2> = 2) {
995 for(typename T::MapIt i(t); i!=INVALID; ++i){
996 colUpperBound(*i, value);
1001 /// Set the lower and the upper bounds of a column (i.e a variable)
1003 /// The lower and the upper bounds of
1004 /// a variable (column) have to be given by an
1005 /// extended number of type Value, i.e. a finite number of type
1006 /// Value, -\ref INF or \ref INF.
1007 void colBounds(Col c, Value lower, Value upper) {
1008 _setColLowerBound(cols.floatingId(c.id),lower);
1009 _setColUpperBound(cols.floatingId(c.id),upper);
1012 ///\brief Set the lower and the upper bound of several columns
1013 ///(i.e a variables) at once
1015 ///This magic function takes a container as its argument
1016 ///and applies the function on all of its elements.
1017 /// The lower and the upper bounds of
1018 /// a variable (column) have to be given by an
1019 /// extended number of type Value, i.e. a finite number of type
1020 /// Value, -\ref INF or \ref INF.
1023 void colBounds(T &t, Value lower, Value upper) { return 0;}
1026 typename enable_if<typename T::value_type::LpSolverCol,void>::type
1027 colBounds(T &t, Value lower, Value upper,dummy<0> = 0) {
1028 for(typename T::iterator i=t.begin();i!=t.end();++i) {
1029 colBounds(*i, lower, upper);
1033 typename enable_if<typename T::value_type::second_type::LpSolverCol,
1035 colBounds(T &t, Value lower, Value upper,dummy<1> = 1) {
1036 for(typename T::iterator i=t.begin();i!=t.end();++i) {
1037 colBounds(i->second, lower, upper);
1041 typename enable_if<typename T::MapIt::Value::LpSolverCol,
1043 colBounds(T &t, Value lower, Value upper,dummy<2> = 2) {
1044 for(typename T::MapIt i(t); i!=INVALID; ++i){
1045 colBounds(*i, lower, upper);
1050 // /// Set the lower bound of a row (i.e a constraint)
1052 // /// The lower bound of a linear expression (row) has to be given by an
1053 // /// extended number of type Value, i.e. a finite number of type
1054 // /// Value or -\ref INF.
1055 // void rowLowerBound(Row r, Value value) {
1056 // _setRowLowerBound(rows.floatingId(r.id),value);
1058 // /// Set the upper bound of a row (i.e a constraint)
1060 // /// The upper bound of a linear expression (row) has to be given by an
1061 // /// extended number of type Value, i.e. a finite number of type
1062 // /// Value or \ref INF.
1063 // void rowUpperBound(Row r, Value value) {
1064 // _setRowUpperBound(rows.floatingId(r.id),value);
1067 /// Set the lower and the upper bounds of a row (i.e a constraint)
1069 /// The lower and the upper bounds of
1070 /// a constraint (row) have to be given by an
1071 /// extended number of type Value, i.e. a finite number of type
1072 /// Value, -\ref INF or \ref INF.
1073 void rowBounds(Row c, Value lower, Value upper) {
1074 _setRowBounds(rows.floatingId(c.id),lower, upper);
1075 // _setRowUpperBound(rows.floatingId(c.id),upper);
1078 ///Set an element of the objective function
1079 void objCoeff(Col c, Value v) {_setObjCoeff(cols.floatingId(c.id),v); };
1080 ///Set the objective function
1082 ///\param e is a linear expression of type \ref Expr.
1083 ///\bug Is should be called obj()
1084 void setObj(Expr e) {
1086 for (Expr::iterator i=e.begin(); i!=e.end(); ++i)
1087 objCoeff((*i).first,(*i).second);
1088 obj_const_comp=e.constComp();
1092 void max() { _setMax(); }
1094 void min() { _setMin(); }
1100 ///\name Solve the LP
1104 ///\e Solve the LP problem at hand
1106 ///\return The result of the optimization procedure. Possible values and their meanings can be found in the documentation of \ref SolveExitStatus.
1108 ///\todo Which method is used to solve the problem
1109 SolveExitStatus solve() { return _solve(); }
1113 ///\name Obtain the solution
1117 /// The status of the primal problem (the original LP problem)
1118 SolutionStatus primalStatus() {
1119 return _getPrimalStatus();
1122 /// The status of the dual (of the original LP) problem
1123 SolutionStatus dualStatus() {
1124 return _getDualStatus();
1127 ///The type of the original LP problem
1128 ProblemTypes problemType() {
1129 return _getProblemType();
1133 Value primal(Col c) { return _getPrimal(cols.floatingId(c.id)); }
1136 Value dual(Row r) { return _getDual(rows.floatingId(r.id)); }
1139 bool isBasicCol(Col c) { return _isBasicCol(cols.floatingId(c.id)); }
1144 ///- \ref INF or -\ref INF means either infeasibility or unboundedness
1145 /// of the primal problem, depending on whether we minimize or maximize.
1146 ///- \ref NaN if no primal solution is found.
1147 ///- The (finite) objective value if an optimal solution is found.
1148 Value primalValue() { return _getPrimalValue()+obj_const_comp;}
1155 ///\relates LpSolverBase::Expr
1157 inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a,
1158 const LpSolverBase::Expr &b)
1160 LpSolverBase::Expr tmp(a);
1166 ///\relates LpSolverBase::Expr
1168 inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a,
1169 const LpSolverBase::Expr &b)
1171 LpSolverBase::Expr tmp(a);
1177 ///\relates LpSolverBase::Expr
1179 inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a,
1180 const LpSolverBase::Value &b)
1182 LpSolverBase::Expr tmp(a);
1189 ///\relates LpSolverBase::Expr
1191 inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a,
1192 const LpSolverBase::Expr &b)
1194 LpSolverBase::Expr tmp(b);
1200 ///\relates LpSolverBase::Expr
1202 inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a,
1203 const LpSolverBase::Value &b)
1205 LpSolverBase::Expr tmp(a);
1212 ///\relates LpSolverBase::Constr
1214 inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e,
1215 const LpSolverBase::Expr &f)
1217 return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0);
1222 ///\relates LpSolverBase::Constr
1224 inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e,
1225 const LpSolverBase::Expr &f)
1227 return LpSolverBase::Constr(e,f);
1232 ///\relates LpSolverBase::Constr
1234 inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e,
1235 const LpSolverBase::Value &f)
1237 return LpSolverBase::Constr(e,f);
1242 ///\relates LpSolverBase::Constr
1244 inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e,
1245 const LpSolverBase::Expr &f)
1247 return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0);
1253 ///\relates LpSolverBase::Constr
1255 inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e,
1256 const LpSolverBase::Expr &f)
1258 return LpSolverBase::Constr(f,e);
1264 ///\relates LpSolverBase::Constr
1266 inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e,
1267 const LpSolverBase::Value &f)
1269 return LpSolverBase::Constr(f,e);
1274 ///\relates LpSolverBase::Constr
1276 inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e,
1277 const LpSolverBase::Expr &f)
1279 return LpSolverBase::Constr(0,e-f,0);
1284 ///\relates LpSolverBase::Constr
1286 inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n,
1287 const LpSolverBase::Constr&c)
1289 LpSolverBase::Constr tmp(c);
1290 ///\todo Create an own exception type.
1291 if(!isnan(tmp.lowerBound())) throw LogicError();
1292 else tmp.lowerBound()=n;
1297 ///\relates LpSolverBase::Constr
1299 inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c,
1300 const LpSolverBase::Value &n)
1302 LpSolverBase::Constr tmp(c);
1303 ///\todo Create an own exception type.
1304 if(!isnan(tmp.upperBound())) throw LogicError();
1305 else tmp.upperBound()=n;
1311 ///\relates LpSolverBase::Constr
1313 inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n,
1314 const LpSolverBase::Constr&c)
1316 LpSolverBase::Constr tmp(c);
1317 ///\todo Create an own exception type.
1318 if(!isnan(tmp.upperBound())) throw LogicError();
1319 else tmp.upperBound()=n;
1324 ///\relates LpSolverBase::Constr
1326 inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c,
1327 const LpSolverBase::Value &n)
1329 LpSolverBase::Constr tmp(c);
1330 ///\todo Create an own exception type.
1331 if(!isnan(tmp.lowerBound())) throw LogicError();
1332 else tmp.lowerBound()=n;
1338 ///\relates LpSolverBase::DualExpr
1340 inline LpSolverBase::DualExpr operator+(const LpSolverBase::DualExpr &a,
1341 const LpSolverBase::DualExpr &b)
1343 LpSolverBase::DualExpr tmp(a);
1349 ///\relates LpSolverBase::DualExpr
1351 inline LpSolverBase::DualExpr operator-(const LpSolverBase::DualExpr &a,
1352 const LpSolverBase::DualExpr &b)
1354 LpSolverBase::DualExpr tmp(a);
1360 ///\relates LpSolverBase::DualExpr
1362 inline LpSolverBase::DualExpr operator*(const LpSolverBase::DualExpr &a,
1363 const LpSolverBase::Value &b)
1365 LpSolverBase::DualExpr tmp(a);
1372 ///\relates LpSolverBase::DualExpr
1374 inline LpSolverBase::DualExpr operator*(const LpSolverBase::Value &a,
1375 const LpSolverBase::DualExpr &b)
1377 LpSolverBase::DualExpr tmp(b);
1383 ///\relates LpSolverBase::DualExpr
1385 inline LpSolverBase::DualExpr operator/(const LpSolverBase::DualExpr &a,
1386 const LpSolverBase::Value &b)
1388 LpSolverBase::DualExpr tmp(a);
1396 #endif //LEMON_LP_BASE_H