3 * This file is a part of LEMON, a generic C++ optimization library
5 * Copyright (C) 2003-2006
6 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
7 * (Egervary Research Group on Combinatorial Optimization, EGRES).
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.
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
19 #ifndef LEMON_LP_BASE_H
20 #define LEMON_LP_BASE_H
27 #include<lemon/utility.h>
28 #include<lemon/error.h>
29 #include<lemon/invalid.h>
32 ///\brief The interface of the LP solver interface.
33 ///\ingroup gen_opt_group
36 ///Internal data structure to convert floating id's to fix one's
38 ///\todo This might be implemented to be also usable in other places.
42 std::vector<int> index;
43 std::vector<int> cross;
46 _FixId() : first_free(-1) {};
47 ///Convert a floating id to a fix one
49 ///\param n is a floating id
50 ///\return the corresponding fix id
51 int fixId(int n) const {return cross[n];}
52 ///Convert a fix id to a floating one
54 ///\param n is a fix id
55 ///\return the corresponding floating id
56 int floatingId(int n) const { return index[n];}
57 ///Add a new floating id.
59 ///\param n is a floating id
60 ///\return the fix id of the new value
61 ///\todo Multiple additions should also be handled.
64 if(n>=int(cross.size())) {
67 cross[n]=index.size();
72 int next=index[first_free];
78 ///\todo Create an own exception type.
79 else throw LogicError(); //floatingId-s must form a continuous range;
83 ///\param n is a fix id
90 for(int i=fl+1;i<int(cross.size());++i) {
96 ///An upper bound on the largest fix id.
98 ///\todo Do we need this?
100 std::size_t maxFixId() { return cross.size()-1; }
104 ///Common base class for LP solvers
106 ///\todo Much more docs
107 ///\ingroup gen_opt_group
112 ///Possible outcomes of an LP solving procedure
113 enum SolveExitStatus {
114 ///This means that the problem has been successfully solved: either
115 ///an optimal solution has been found or infeasibility/unboundedness
118 ///Any other case (including the case when some user specified limit has been exceeded)
123 enum SolutionStatus {
124 ///Feasible solution has'n been found (but may exist).
126 ///\todo NOTFOUND might be a better name.
129 ///The problem has no feasible solution
131 ///Feasible solution found
133 ///Optimal solution exists and found
135 ///The cost function is unbounded
137 ///\todo Give a feasible solution and an infinite ray (and the
138 ///corresponding bases)
142 ///\e The type of the investigated LP problem
144 ///Primal-dual feasible
145 PRIMAL_DUAL_FEASIBLE = 0,
146 ///Primal feasible dual infeasible
147 PRIMAL_FEASIBLE_DUAL_INFEASIBLE = 1,
148 ///Primal infeasible dual feasible
149 PRIMAL_INFEASIBLE_DUAL_FEASIBLE = 2,
150 ///Primal-dual infeasible
151 PRIMAL_DUAL_INFEASIBLE = 3,
152 ///Could not determine so far
156 ///The floating point type used by the solver
157 typedef double Value;
158 ///The infinity constant
159 static const Value INF;
160 ///The not a number constant
161 static const Value NaN;
163 ///Refer to a column of the LP.
165 ///This type is used to refer to a column of the LP.
167 ///Its value remains valid and correct even after the addition or erase of
170 ///\todo Document what can one do with a Col (INVALID, comparing,
171 ///it is similar to Node/Edge)
175 friend class LpSolverBase;
177 typedef Value ExprValue;
178 typedef True LpSolverCol;
180 Col(const Invalid&) : id(-1) {}
181 bool operator< (Col c) const {return id< c.id;}
182 bool operator> (Col c) const {return id> c.id;}
183 bool operator==(Col c) const {return id==c.id;}
184 bool operator!=(Col c) const {return id!=c.id;}
187 ///Refer to a row of the LP.
189 ///This type is used to refer to a row of the LP.
191 ///Its value remains valid and correct even after the addition or erase of
194 ///\todo Document what can one do with a Row (INVALID, comparing,
195 ///it is similar to Node/Edge)
199 friend class LpSolverBase;
201 typedef Value ExprValue;
202 typedef True LpSolverRow;
204 Row(const Invalid&) : id(-1) {}
206 bool operator< (Row c) const {return id< c.id;}
207 bool operator> (Row c) const {return id> c.id;}
208 bool operator==(Row c) const {return id==c.id;}
209 bool operator!=(Row c) const {return id!=c.id;}
212 ///Linear expression of variables and a constant component
214 ///This data structure strores a linear expression of the variables
215 ///(\ref Col "Col"s) and also has a constant component.
217 ///There are several ways to access and modify the contents of this
219 ///- Its it fully compatible with \c std::map<Col,double>, so for expamle
220 ///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can
221 ///read and modify the coefficients like
228 ///or you can also iterate through its elements.
231 ///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i)
234 ///(This code computes the sum of all coefficients).
235 ///- Numbers (<tt>double</tt>'s)
236 ///and variables (\ref Col "Col"s) directly convert to an
237 ///\ref Expr and the usual linear operations are defined, so
240 ///2*v-3.12*(v-w/2)+2
241 ///v*2.1+(3*v+(v*12+w+6)*3)/2
243 ///are valid \ref Expr "Expr"essions.
244 ///The usual assignment operations are also defined.
247 ///e+=2*v-3.12*(v-w/2)+2;
251 ///- The constant member can be set and read by \ref constComp()
254 ///double c=e.constComp();
257 ///\note \ref clear() not only sets all coefficients to 0 but also
258 ///clears the constant components.
262 class Expr : public std::map<Col,Value>
265 typedef LpSolverBase::Col Key;
266 typedef LpSolverBase::Value Value;
269 typedef std::map<Col,Value> Base;
273 typedef True IsLinExpression;
275 Expr() : Base(), const_comp(0) { }
277 Expr(const Key &v) : const_comp(0) {
278 Base::insert(std::make_pair(v, 1));
281 Expr(const Value &v) : const_comp(v) {}
283 void set(const Key &v,const Value &c) {
284 Base::insert(std::make_pair(v, c));
287 Value &constComp() { return const_comp; }
289 const Value &constComp() const { return const_comp; }
291 ///Removes the components with zero coefficient.
293 for (Base::iterator i=Base::begin(); i!=Base::end();) {
296 if ((*i).second==0) Base::erase(i);
301 ///Removes the coefficients closer to zero than \c tolerance.
302 void simplify(double &tolerance) {
303 for (Base::iterator i=Base::begin(); i!=Base::end();) {
306 if (std::fabs((*i).second)<tolerance) Base::erase(i);
311 ///Sets all coefficients and the constant component to 0.
318 Expr &operator+=(const Expr &e) {
319 for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
320 (*this)[j->first]+=j->second;
321 const_comp+=e.const_comp;
325 Expr &operator-=(const Expr &e) {
326 for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
327 (*this)[j->first]-=j->second;
328 const_comp-=e.const_comp;
332 Expr &operator*=(const Value &c) {
333 for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
339 Expr &operator/=(const Value &c) {
340 for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
349 ///This data stucture represents a linear constraint in the LP.
350 ///Basically it is a linear expression with a lower or an upper bound
351 ///(or both). These parts of the constraint can be obtained by the member
352 ///functions \ref expr(), \ref lowerBound() and \ref upperBound(),
354 ///There are two ways to construct a constraint.
355 ///- You can set the linear expression and the bounds directly
356 /// by the functions above.
357 ///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt>
358 /// are defined between expressions, or even between constraints whenever
359 /// it makes sense. Therefore if \c e and \c f are linear expressions and
360 /// \c s and \c t are numbers, then the followings are valid expressions
361 /// and thus they can be used directly e.g. in \ref addRow() whenever
370 ///\warning The validity of a constraint is checked only at run time, so
371 ///e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will compile, but will throw a
372 ///\ref LogicError exception.
376 typedef LpSolverBase::Expr Expr;
377 typedef Expr::Key Key;
378 typedef Expr::Value Value;
380 // static const Value INF;
381 // static const Value NaN;
388 Constr() : _expr(), _lb(NaN), _ub(NaN) {}
390 Constr(Value lb,const Expr &e,Value ub) :
391 _expr(e), _lb(lb), _ub(ub) {}
393 Constr(const Expr &e,Value ub) :
394 _expr(e), _lb(NaN), _ub(ub) {}
396 Constr(Value lb,const Expr &e) :
397 _expr(e), _lb(lb), _ub(NaN) {}
399 Constr(const Expr &e) :
400 _expr(e), _lb(NaN), _ub(NaN) {}
408 ///Reference to the linear expression
409 Expr &expr() { return _expr; }
410 ///Cont reference to the linear expression
411 const Expr &expr() const { return _expr; }
412 ///Reference to the lower bound.
415 ///- \ref INF "INF": the constraint is lower unbounded.
416 ///- \ref NaN "NaN": lower bound has not been set.
417 ///- finite number: the lower bound
418 Value &lowerBound() { return _lb; }
419 ///The const version of \ref lowerBound()
420 const Value &lowerBound() const { return _lb; }
421 ///Reference to the upper bound.
424 ///- \ref INF "INF": the constraint is upper unbounded.
425 ///- \ref NaN "NaN": upper bound has not been set.
426 ///- finite number: the upper bound
427 Value &upperBound() { return _ub; }
428 ///The const version of \ref upperBound()
429 const Value &upperBound() const { return _ub; }
430 ///Is the constraint lower bounded?
431 bool lowerBounded() const {
435 ///Is the constraint upper bounded?
436 bool upperBounded() const {
442 ///Linear expression of rows
444 ///This data structure represents a column of the matrix,
445 ///thas is it strores a linear expression of the dual variables
446 ///(\ref Row "Row"s).
448 ///There are several ways to access and modify the contents of this
450 ///- Its it fully compatible with \c std::map<Row,double>, so for expamle
451 ///if \c e is an DualExpr and \c v
452 ///and \c w are of type \ref Row, then you can
453 ///read and modify the coefficients like
460 ///or you can also iterate through its elements.
463 ///for(LpSolverBase::DualExpr::iterator i=e.begin();i!=e.end();++i)
466 ///(This code computes the sum of all coefficients).
467 ///- Numbers (<tt>double</tt>'s)
468 ///and variables (\ref Row "Row"s) directly convert to an
469 ///\ref DualExpr and the usual linear operations are defined, so
473 ///v*2.1+(3*v+(v*12+w)*3)/2
475 ///are valid \ref DualExpr "DualExpr"essions.
476 ///The usual assignment operations are also defined.
479 ///e+=2*v-3.12*(v-w/2);
486 class DualExpr : public std::map<Row,Value>
489 typedef LpSolverBase::Row Key;
490 typedef LpSolverBase::Value Value;
493 typedef std::map<Row,Value> Base;
496 typedef True IsLinExpression;
498 DualExpr() : Base() { }
500 DualExpr(const Key &v) {
501 Base::insert(std::make_pair(v, 1));
504 void set(const Key &v,const Value &c) {
505 Base::insert(std::make_pair(v, c));
508 ///Removes the components with zero coefficient.
510 for (Base::iterator i=Base::begin(); i!=Base::end();) {
513 if ((*i).second==0) Base::erase(i);
518 ///Removes the coefficients closer to zero than \c tolerance.
519 void simplify(double &tolerance) {
520 for (Base::iterator i=Base::begin(); i!=Base::end();) {
523 if (std::fabs((*i).second)<tolerance) Base::erase(i);
529 ///Sets all coefficients to 0.
535 DualExpr &operator+=(const DualExpr &e) {
536 for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
537 (*this)[j->first]+=j->second;
541 DualExpr &operator-=(const DualExpr &e) {
542 for (Base::const_iterator j=e.begin(); j!=e.end(); ++j)
543 (*this)[j->first]-=j->second;
547 DualExpr &operator*=(const Value &c) {
548 for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
553 DualExpr &operator/=(const Value &c) {
554 for (Base::iterator j=Base::begin(); j!=Base::end(); ++j)
565 //Abstract virtual functions
566 virtual LpSolverBase &_newLp() = 0;
567 virtual LpSolverBase &_copyLp(){
568 ///\todo This should be implemented here, too, when we have problem retrieving routines. It can be overriden.
571 LpSolverBase & newlp(_newLp());
573 //return *(LpSolverBase*)0;
576 virtual int _addCol() = 0;
577 virtual int _addRow() = 0;
578 virtual void _eraseCol(int col) = 0;
579 virtual void _eraseRow(int row) = 0;
580 virtual void _getColName(int col, std::string & name) = 0;
581 virtual void _setColName(int col, const std::string & name) = 0;
582 virtual void _setRowCoeffs(int i,
585 Value const * values ) = 0;
586 virtual void _setColCoeffs(int i,
589 Value const * values ) = 0;
590 virtual void _setCoeff(int row, int col, Value value) = 0;
591 virtual void _setColLowerBound(int i, Value value) = 0;
592 virtual void _setColUpperBound(int i, Value value) = 0;
593 // virtual void _setRowLowerBound(int i, Value value) = 0;
594 // virtual void _setRowUpperBound(int i, Value value) = 0;
595 virtual void _setRowBounds(int i, Value lower, Value upper) = 0;
596 virtual void _setObjCoeff(int i, Value obj_coef) = 0;
597 virtual void _clearObj()=0;
598 // virtual void _setObj(int length,
599 // int const * indices,
600 // Value const * values ) = 0;
601 virtual SolveExitStatus _solve() = 0;
602 virtual Value _getPrimal(int i) = 0;
603 virtual Value _getDual(int i) = 0;
604 virtual Value _getPrimalValue() = 0;
605 virtual bool _isBasicCol(int i) = 0;
606 virtual SolutionStatus _getPrimalStatus() = 0;
607 virtual SolutionStatus _getDualStatus() = 0;
608 ///\todo This could be implemented here, too, using _getPrimalStatus() and
610 virtual ProblemTypes _getProblemType() = 0;
612 virtual void _setMax() = 0;
613 virtual void _setMin() = 0;
615 //Own protected stuff
617 //Constant component of the objective function
618 Value obj_const_comp;
626 LpSolverBase() : obj_const_comp(0) {}
629 virtual ~LpSolverBase() {}
631 ///Creates a new LP problem
632 LpSolverBase &newLp() {return _newLp();}
633 ///Makes a copy of the LP problem
634 LpSolverBase ©Lp() {return _copyLp();}
636 ///\name Build up and modify the LP
640 ///Add a new empty column (i.e a new variable) to the LP
641 Col addCol() { Col c; c.id=cols.insert(_addCol()); return c;}
643 ///\brief Adds several new columns
644 ///(i.e a variables) at once
646 ///This magic function takes a container as its argument
647 ///and fills its elements
648 ///with new columns (i.e. variables)
650 ///- a standard STL compatible iterable container with
651 ///\ref Col as its \c values_type
654 ///std::vector<LpSolverBase::Col>
655 ///std::list<LpSolverBase::Col>
657 ///- a standard STL compatible iterable container with
658 ///\ref Col as its \c mapped_type
661 ///std::map<AnyType,LpSolverBase::Col>
663 ///- an iterable lemon \ref concept::WriteMap "write map" like
665 ///ListGraph::NodeMap<LpSolverBase::Col>
666 ///ListGraph::EdgeMap<LpSolverBase::Col>
668 ///\return The number of the created column.
671 int addColSet(T &t) { return 0;}
674 typename enable_if<typename T::value_type::LpSolverCol,int>::type
675 addColSet(T &t,dummy<0> = 0) {
677 for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;}
681 typename enable_if<typename T::value_type::second_type::LpSolverCol,
683 addColSet(T &t,dummy<1> = 1) {
685 for(typename T::iterator i=t.begin();i!=t.end();++i) {
692 typename enable_if<typename T::MapIt::Value::LpSolverCol,
694 addColSet(T &t,dummy<2> = 2) {
696 for(typename T::MapIt i(t); i!=INVALID; ++i)
705 ///Set a column (i.e a dual constraint) of the LP
707 ///\param c is the column to be modified
708 ///\param e is a dual linear expression (see \ref DualExpr)
710 void col(Col c,const DualExpr &e) {
711 std::vector<int> indices;
712 std::vector<Value> values;
713 indices.push_back(0);
715 for(DualExpr::const_iterator i=e.begin(); i!=e.end(); ++i)
717 indices.push_back(rows.floatingId((*i).first.id));
718 values.push_back((*i).second);
720 _setColCoeffs(cols.floatingId(c.id),indices.size()-1,
721 &indices[0],&values[0]);
724 ///Add a new column to the LP
726 ///\param e is a dual linear expression (see \ref DualExpr)
727 ///\param obj is the corresponding component of the objective
728 ///function. It is 0 by default.
729 ///\return The created column.
730 Col addCol(const DualExpr &e, Value obj=0) {
737 ///Add a new empty row (i.e a new constraint) to the LP
739 ///This function adds a new empty row (i.e a new constraint) to the LP.
740 ///\return The created row
741 Row addRow() { Row r; r.id=rows.insert(_addRow()); return r;}
743 ///\brief Add several new rows
744 ///(i.e a constraints) at once
746 ///This magic function takes a container as its argument
747 ///and fills its elements
748 ///with new row (i.e. variables)
750 ///- a standard STL compatible iterable container with
751 ///\ref Row as its \c values_type
754 ///std::vector<LpSolverBase::Row>
755 ///std::list<LpSolverBase::Row>
757 ///- a standard STL compatible iterable container with
758 ///\ref Row as its \c mapped_type
761 ///std::map<AnyType,LpSolverBase::Row>
763 ///- an iterable lemon \ref concept::WriteMap "write map" like
765 ///ListGraph::NodeMap<LpSolverBase::Row>
766 ///ListGraph::EdgeMap<LpSolverBase::Row>
768 ///\return The number of rows created.
771 int addRowSet(T &t) { return 0;}
774 typename enable_if<typename T::value_type::LpSolverRow,int>::type
775 addRowSet(T &t,dummy<0> = 0) {
777 for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;}
781 typename enable_if<typename T::value_type::second_type::LpSolverRow,
783 addRowSet(T &t,dummy<1> = 1) {
785 for(typename T::iterator i=t.begin();i!=t.end();++i) {
792 typename enable_if<typename T::MapIt::Value::LpSolverRow,
794 addRowSet(T &t,dummy<2> = 2) {
796 for(typename T::MapIt i(t); i!=INVALID; ++i)
805 ///Set a row (i.e a constraint) of the LP
807 ///\param r is the row to be modified
808 ///\param l is lower bound (-\ref INF means no bound)
809 ///\param e is a linear expression (see \ref Expr)
810 ///\param u is the upper bound (\ref INF means no bound)
811 ///\bug This is a temportary function. The interface will change to
813 ///\todo Option to control whether a constraint with a single variable is
815 void row(Row r, Value l,const Expr &e, Value u) {
816 std::vector<int> indices;
817 std::vector<Value> values;
818 indices.push_back(0);
820 for(Expr::const_iterator i=e.begin(); i!=e.end(); ++i)
821 if((*i).second!=0) { ///\bug EPSILON would be necessary here!!!
822 indices.push_back(cols.floatingId((*i).first.id));
823 values.push_back((*i).second);
825 _setRowCoeffs(rows.floatingId(r.id),indices.size()-1,
826 &indices[0],&values[0]);
827 // _setRowLowerBound(rows.floatingId(r.id),l-e.constComp());
828 // _setRowUpperBound(rows.floatingId(r.id),u-e.constComp());
829 _setRowBounds(rows.floatingId(r.id),l-e.constComp(),u-e.constComp());
832 ///Set a row (i.e a constraint) of the LP
834 ///\param r is the row to be modified
835 ///\param c is a linear expression (see \ref Constr)
836 void row(Row r, const Constr &c) {
838 c.lowerBounded()?c.lowerBound():-INF,
840 c.upperBounded()?c.upperBound():INF);
843 ///Add a new row (i.e a new constraint) to the LP
845 ///\param l is the lower bound (-\ref INF means no bound)
846 ///\param e is a linear expression (see \ref Expr)
847 ///\param u is the upper bound (\ref INF means no bound)
848 ///\return The created row.
849 ///\bug This is a temportary function. The interface will change to
851 Row addRow(Value l,const Expr &e, Value u) {
857 ///Add a new row (i.e a new constraint) to the LP
859 ///\param c is a linear expression (see \ref Constr)
860 ///\return The created row.
861 Row addRow(const Constr &c) {
866 ///Erase a coloumn (i.e a variable) from the LP
868 ///\param c is the coloumn to be deleted
869 ///\todo Please check this
870 void eraseCol(Col c) {
871 _eraseCol(cols.floatingId(c.id));
874 ///Erase a row (i.e a constraint) from the LP
876 ///\param r is the row to be deleted
877 ///\todo Please check this
878 void eraseRow(Row r) {
879 _eraseRow(rows.floatingId(r.id));
883 /// Get the name of a column
885 ///\param c is the coresponding coloumn
886 ///\return The name of the colunm
887 std::string ColName(Col c){
889 _getColName(cols.floatingId(c.id), name);
893 /// Set the name of a column
895 ///\param c is the coresponding coloumn
896 ///\param name The name to be given
897 void ColName(Col c, const std::string & name){
898 _setColName(cols.floatingId(c.id), name);
901 /// Set an element of the coefficient matrix of the LP
903 ///\param r is the row of the element to be modified
904 ///\param c is the coloumn of the element to be modified
905 ///\param val is the new value of the coefficient
907 void Coeff(Row r, Col c, Value val){
908 _setCoeff(rows.floatingId(r.id),cols.floatingId(c.id), val);
911 /// Set the lower bound of a column (i.e a variable)
913 /// The lower bound of a variable (column) has to be given by an
914 /// extended number of type Value, i.e. a finite number of type
915 /// Value or -\ref INF.
916 void colLowerBound(Col c, Value value) {
917 _setColLowerBound(cols.floatingId(c.id),value);
920 ///\brief Set the lower bound of several columns
921 ///(i.e a variables) at once
923 ///This magic function takes a container as its argument
924 ///and applies the function on all of its elements.
925 /// The lower bound of a variable (column) has to be given by an
926 /// extended number of type Value, i.e. a finite number of type
927 /// Value or -\ref INF.
930 void colLowerBound(T &t, Value value) { return 0;}
933 typename enable_if<typename T::value_type::LpSolverCol,void>::type
934 colLowerBound(T &t, Value value,dummy<0> = 0) {
935 for(typename T::iterator i=t.begin();i!=t.end();++i) {
936 colLowerBound(*i, value);
940 typename enable_if<typename T::value_type::second_type::LpSolverCol,
942 colLowerBound(T &t, Value value,dummy<1> = 1) {
943 for(typename T::iterator i=t.begin();i!=t.end();++i) {
944 colLowerBound(i->second, value);
948 typename enable_if<typename T::MapIt::Value::LpSolverCol,
950 colLowerBound(T &t, Value value,dummy<2> = 2) {
951 for(typename T::MapIt i(t); i!=INVALID; ++i){
952 colLowerBound(*i, value);
957 /// Set the upper bound of a column (i.e a variable)
959 /// The upper bound of a variable (column) has to be given by an
960 /// extended number of type Value, i.e. a finite number of type
961 /// Value or \ref INF.
962 void colUpperBound(Col c, Value value) {
963 _setColUpperBound(cols.floatingId(c.id),value);
966 ///\brief Set the lower bound of several columns
967 ///(i.e a variables) at once
969 ///This magic function takes a container as its argument
970 ///and applies the function on all of its elements.
971 /// The upper bound of a variable (column) has to be given by an
972 /// extended number of type Value, i.e. a finite number of type
973 /// Value or \ref INF.
976 void colUpperBound(T &t, Value value) { return 0;}
979 typename enable_if<typename T::value_type::LpSolverCol,void>::type
980 colUpperBound(T &t, Value value,dummy<0> = 0) {
981 for(typename T::iterator i=t.begin();i!=t.end();++i) {
982 colUpperBound(*i, value);
986 typename enable_if<typename T::value_type::second_type::LpSolverCol,
988 colUpperBound(T &t, Value value,dummy<1> = 1) {
989 for(typename T::iterator i=t.begin();i!=t.end();++i) {
990 colUpperBound(i->second, value);
994 typename enable_if<typename T::MapIt::Value::LpSolverCol,
996 colUpperBound(T &t, Value value,dummy<2> = 2) {
997 for(typename T::MapIt i(t); i!=INVALID; ++i){
998 colUpperBound(*i, value);
1003 /// Set the lower and the upper bounds of a column (i.e a variable)
1005 /// The lower and the upper bounds of
1006 /// a variable (column) have to be given by an
1007 /// extended number of type Value, i.e. a finite number of type
1008 /// Value, -\ref INF or \ref INF.
1009 void colBounds(Col c, Value lower, Value upper) {
1010 _setColLowerBound(cols.floatingId(c.id),lower);
1011 _setColUpperBound(cols.floatingId(c.id),upper);
1014 ///\brief Set the lower and the upper bound of several columns
1015 ///(i.e a variables) at once
1017 ///This magic function takes a container as its argument
1018 ///and applies the function on all of its elements.
1019 /// The lower and the upper bounds of
1020 /// a variable (column) have to be given by an
1021 /// extended number of type Value, i.e. a finite number of type
1022 /// Value, -\ref INF or \ref INF.
1025 void colBounds(T &t, Value lower, Value upper) { return 0;}
1028 typename enable_if<typename T::value_type::LpSolverCol,void>::type
1029 colBounds(T &t, Value lower, Value upper,dummy<0> = 0) {
1030 for(typename T::iterator i=t.begin();i!=t.end();++i) {
1031 colBounds(*i, lower, upper);
1035 typename enable_if<typename T::value_type::second_type::LpSolverCol,
1037 colBounds(T &t, Value lower, Value upper,dummy<1> = 1) {
1038 for(typename T::iterator i=t.begin();i!=t.end();++i) {
1039 colBounds(i->second, lower, upper);
1043 typename enable_if<typename T::MapIt::Value::LpSolverCol,
1045 colBounds(T &t, Value lower, Value upper,dummy<2> = 2) {
1046 for(typename T::MapIt i(t); i!=INVALID; ++i){
1047 colBounds(*i, lower, upper);
1052 // /// Set the lower bound of a row (i.e a constraint)
1054 // /// The lower bound of a linear expression (row) has to be given by an
1055 // /// extended number of type Value, i.e. a finite number of type
1056 // /// Value or -\ref INF.
1057 // void rowLowerBound(Row r, Value value) {
1058 // _setRowLowerBound(rows.floatingId(r.id),value);
1060 // /// Set the upper bound of a row (i.e a constraint)
1062 // /// The upper bound of a linear expression (row) has to be given by an
1063 // /// extended number of type Value, i.e. a finite number of type
1064 // /// Value or \ref INF.
1065 // void rowUpperBound(Row r, Value value) {
1066 // _setRowUpperBound(rows.floatingId(r.id),value);
1069 /// Set the lower and the upper bounds of a row (i.e a constraint)
1071 /// The lower and the upper bounds of
1072 /// a constraint (row) have to be given by an
1073 /// extended number of type Value, i.e. a finite number of type
1074 /// Value, -\ref INF or \ref INF.
1075 void rowBounds(Row c, Value lower, Value upper) {
1076 _setRowBounds(rows.floatingId(c.id),lower, upper);
1077 // _setRowUpperBound(rows.floatingId(c.id),upper);
1080 ///Set an element of the objective function
1081 void objCoeff(Col c, Value v) {_setObjCoeff(cols.floatingId(c.id),v); };
1082 ///Set the objective function
1084 ///\param e is a linear expression of type \ref Expr.
1085 ///\bug Is should be called obj()
1086 void setObj(Expr e) {
1088 for (Expr::iterator i=e.begin(); i!=e.end(); ++i)
1089 objCoeff((*i).first,(*i).second);
1090 obj_const_comp=e.constComp();
1094 void max() { _setMax(); }
1096 void min() { _setMin(); }
1102 ///\name Solve the LP
1106 ///\e Solve the LP problem at hand
1108 ///\return The result of the optimization procedure. Possible values and their meanings can be found in the documentation of \ref SolveExitStatus.
1110 ///\todo Which method is used to solve the problem
1111 SolveExitStatus solve() { return _solve(); }
1115 ///\name Obtain the solution
1119 /// The status of the primal problem (the original LP problem)
1120 SolutionStatus primalStatus() {
1121 return _getPrimalStatus();
1124 /// The status of the dual (of the original LP) problem
1125 SolutionStatus dualStatus() {
1126 return _getDualStatus();
1129 ///The type of the original LP problem
1130 ProblemTypes problemType() {
1131 return _getProblemType();
1135 Value primal(Col c) { return _getPrimal(cols.floatingId(c.id)); }
1138 Value dual(Row r) { return _getDual(rows.floatingId(r.id)); }
1141 bool isBasicCol(Col c) { return _isBasicCol(cols.floatingId(c.id)); }
1146 ///- \ref INF or -\ref INF means either infeasibility or unboundedness
1147 /// of the primal problem, depending on whether we minimize or maximize.
1148 ///- \ref NaN if no primal solution is found.
1149 ///- The (finite) objective value if an optimal solution is found.
1150 Value primalValue() { return _getPrimalValue()+obj_const_comp;}
1157 ///\relates LpSolverBase::Expr
1159 inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a,
1160 const LpSolverBase::Expr &b)
1162 LpSolverBase::Expr tmp(a);
1168 ///\relates LpSolverBase::Expr
1170 inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a,
1171 const LpSolverBase::Expr &b)
1173 LpSolverBase::Expr tmp(a);
1179 ///\relates LpSolverBase::Expr
1181 inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a,
1182 const LpSolverBase::Value &b)
1184 LpSolverBase::Expr tmp(a);
1191 ///\relates LpSolverBase::Expr
1193 inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a,
1194 const LpSolverBase::Expr &b)
1196 LpSolverBase::Expr tmp(b);
1202 ///\relates LpSolverBase::Expr
1204 inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a,
1205 const LpSolverBase::Value &b)
1207 LpSolverBase::Expr tmp(a);
1214 ///\relates LpSolverBase::Constr
1216 inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e,
1217 const LpSolverBase::Expr &f)
1219 return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0);
1224 ///\relates LpSolverBase::Constr
1226 inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e,
1227 const LpSolverBase::Expr &f)
1229 return LpSolverBase::Constr(e,f);
1234 ///\relates LpSolverBase::Constr
1236 inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e,
1237 const LpSolverBase::Value &f)
1239 return LpSolverBase::Constr(e,f);
1244 ///\relates LpSolverBase::Constr
1246 inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e,
1247 const LpSolverBase::Expr &f)
1249 return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0);
1255 ///\relates LpSolverBase::Constr
1257 inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e,
1258 const LpSolverBase::Expr &f)
1260 return LpSolverBase::Constr(f,e);
1266 ///\relates LpSolverBase::Constr
1268 inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e,
1269 const LpSolverBase::Value &f)
1271 return LpSolverBase::Constr(f,e);
1276 ///\relates LpSolverBase::Constr
1278 inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e,
1279 const LpSolverBase::Expr &f)
1281 return LpSolverBase::Constr(0,e-f,0);
1286 ///\relates LpSolverBase::Constr
1288 inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n,
1289 const LpSolverBase::Constr&c)
1291 LpSolverBase::Constr tmp(c);
1292 ///\todo Create an own exception type.
1293 if(!isnan(tmp.lowerBound())) throw LogicError();
1294 else tmp.lowerBound()=n;
1299 ///\relates LpSolverBase::Constr
1301 inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c,
1302 const LpSolverBase::Value &n)
1304 LpSolverBase::Constr tmp(c);
1305 ///\todo Create an own exception type.
1306 if(!isnan(tmp.upperBound())) throw LogicError();
1307 else tmp.upperBound()=n;
1313 ///\relates LpSolverBase::Constr
1315 inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n,
1316 const LpSolverBase::Constr&c)
1318 LpSolverBase::Constr tmp(c);
1319 ///\todo Create an own exception type.
1320 if(!isnan(tmp.upperBound())) throw LogicError();
1321 else tmp.upperBound()=n;
1326 ///\relates LpSolverBase::Constr
1328 inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c,
1329 const LpSolverBase::Value &n)
1331 LpSolverBase::Constr tmp(c);
1332 ///\todo Create an own exception type.
1333 if(!isnan(tmp.lowerBound())) throw LogicError();
1334 else tmp.lowerBound()=n;
1340 ///\relates LpSolverBase::DualExpr
1342 inline LpSolverBase::DualExpr operator+(const LpSolverBase::DualExpr &a,
1343 const LpSolverBase::DualExpr &b)
1345 LpSolverBase::DualExpr tmp(a);
1351 ///\relates LpSolverBase::DualExpr
1353 inline LpSolverBase::DualExpr operator-(const LpSolverBase::DualExpr &a,
1354 const LpSolverBase::DualExpr &b)
1356 LpSolverBase::DualExpr tmp(a);
1362 ///\relates LpSolverBase::DualExpr
1364 inline LpSolverBase::DualExpr operator*(const LpSolverBase::DualExpr &a,
1365 const LpSolverBase::Value &b)
1367 LpSolverBase::DualExpr tmp(a);
1374 ///\relates LpSolverBase::DualExpr
1376 inline LpSolverBase::DualExpr operator*(const LpSolverBase::Value &a,
1377 const LpSolverBase::DualExpr &b)
1379 LpSolverBase::DualExpr tmp(b);
1385 ///\relates LpSolverBase::DualExpr
1387 inline LpSolverBase::DualExpr operator/(const LpSolverBase::DualExpr &a,
1388 const LpSolverBase::Value &b)
1390 LpSolverBase::DualExpr tmp(a);
1398 #endif //LEMON_LP_BASE_H