alpar@1956: /* -*- C++ -*-
alpar@1956:  *
alpar@1956:  * This file is a part of LEMON, a generic C++ optimization library
alpar@1956:  *
alpar@1956:  * Copyright (C) 2003-2006
alpar@1956:  * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
alpar@1956:  * (Egervary Research Group on Combinatorial Optimization, EGRES).
alpar@1956:  *
alpar@1956:  * Permission to use, modify and distribute this software is granted
alpar@1956:  * provided that this copyright notice appears in all copies. For
alpar@1956:  * precise terms see the accompanying LICENSE file.
alpar@1956:  *
alpar@1956:  * This software is provided "AS IS" with no warranty of any kind,
alpar@1956:  * express or implied, and with no claim as to its suitability for any
alpar@1956:  * purpose.
alpar@1956:  *
alpar@1956:  */
alpar@1956: 
athos@1543: #include <sstream>
athos@1543: #include <lemon/lp_skeleton.h>
athos@1473: #include "test_tools.h"
athos@2264: #include <lemon/tolerance.h>
athos@1542: 
ladanyi@1387: #ifdef HAVE_CONFIG_H
ladanyi@1387: #include <config.h>
ladanyi@1387: #endif
ladanyi@1387: 
ladanyi@1387: #ifdef HAVE_GLPK
ladanyi@1387: #include <lemon/lp_glpk.h>
ladanyi@1437: #endif
ladanyi@1437: 
ladanyi@1437: #ifdef HAVE_CPLEX
ladanyi@1387: #include <lemon/lp_cplex.h>
ladanyi@1387: #endif
alpar@1254: 
deba@2314: // #ifdef HAVE_SOPLEX
deba@2314: // #include <lemon/lp_soplex.h>
deba@2314: // #endif
deba@2314: 
alpar@1254: using namespace lemon;
alpar@1254: 
alpar@1263: void lpTest(LpSolverBase & lp)
alpar@1254: {
athos@1508: 
athos@1508: 
athos@1508: 
alpar@1263:   typedef LpSolverBase LP;
alpar@1256: 
alpar@1309:   std::vector<LP::Col> x(10);
alpar@1309:   //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
alpar@1309:   lp.addColSet(x);
alpar@1895:   lp.colLowerBound(x,1);
alpar@1895:   lp.colUpperBound(x,1);
alpar@1895:   lp.colBounds(x,1,2);
athos@1508: #ifndef GYORSITAS
athos@1508: 
alpar@1256:   std::vector<LP::Col> y(10);
alpar@1256:   lp.addColSet(y);
alpar@1256: 
alpar@1895:   lp.colLowerBound(y,1);
alpar@1895:   lp.colUpperBound(y,1);
alpar@1895:   lp.colBounds(y,1,2);
alpar@1895: 
alpar@1256:   std::map<int,LP::Col> z;
alpar@1256:   
alpar@1256:   z.insert(std::make_pair(12,INVALID));
alpar@1256:   z.insert(std::make_pair(2,INVALID));
alpar@1256:   z.insert(std::make_pair(7,INVALID));
alpar@1256:   z.insert(std::make_pair(5,INVALID));
alpar@1895: 
alpar@1256:   lp.addColSet(z);
alpar@1256: 
alpar@1895:   lp.colLowerBound(z,1);
alpar@1895:   lp.colUpperBound(z,1);
alpar@1895:   lp.colBounds(z,1,2);
alpar@1895: 
alpar@1445:   {
alpar@1445:     LP::Expr e,f,g;
alpar@1445:     LP::Col p1,p2,p3,p4,p5;
alpar@1445:     LP::Constr c;
alpar@1445:     
alpar@1484:     p1=lp.addCol();
alpar@1484:     p2=lp.addCol();
alpar@1484:     p3=lp.addCol();
alpar@1484:     p4=lp.addCol();
alpar@1484:     p5=lp.addCol();
alpar@1484:     
alpar@1445:     e[p1]=2;
alpar@1445:     e.constComp()=12;
alpar@1445:     e[p1]+=2;
alpar@1445:     e.constComp()+=12;
alpar@1445:     e[p1]-=2;
alpar@1445:     e.constComp()-=12;
alpar@1445:     
alpar@1445:     e=2;
alpar@1445:     e=2.2;
alpar@1445:     e=p1;
alpar@1445:     e=f;
alpar@1445:     
alpar@1445:     e+=2;
alpar@1445:     e+=2.2;
alpar@1445:     e+=p1;
alpar@1445:     e+=f;
alpar@1445:     
alpar@1445:     e-=2;
alpar@1445:     e-=2.2;
alpar@1445:     e-=p1;
alpar@1445:     e-=f;
alpar@1445:     
alpar@1445:     e*=2;
alpar@1445:     e*=2.2;
alpar@1445:     e/=2;
alpar@1445:     e/=2.2;
alpar@1445:     
alpar@1445:     e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
alpar@1445:        (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
alpar@1445:        (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
alpar@1445:        2.2*f+f*2.2+f/2.2+
alpar@1445:        2*f+f*2+f/2+
alpar@1445:        2.2*p1+p1*2.2+p1/2.2+
alpar@1445:        2*p1+p1*2+p1/2
alpar@1445:        );
alpar@1256: 
alpar@1445: 
alpar@1445:     c = (e  <= f  );
alpar@1445:     c = (e  <= 2.2);
alpar@1445:     c = (e  <= 2  );
alpar@1445:     c = (e  <= p1 );
alpar@1445:     c = (2.2<= f  );
alpar@1445:     c = (2  <= f  );
alpar@1445:     c = (p1 <= f  );
alpar@1445:     c = (p1 <= p2 );
alpar@1445:     c = (p1 <= 2.2);
alpar@1445:     c = (p1 <= 2  );
alpar@1445:     c = (2.2<= p2 );
alpar@1445:     c = (2  <= p2 );
alpar@1445:     
alpar@1445:     c = (e  >= f  );
alpar@1445:     c = (e  >= 2.2);
alpar@1445:     c = (e  >= 2  );
alpar@1445:     c = (e  >= p1 );
alpar@1445:     c = (2.2>= f  );
alpar@1445:     c = (2  >= f  );
alpar@1445:     c = (p1 >= f  );
alpar@1445:     c = (p1 >= p2 );
alpar@1445:     c = (p1 >= 2.2);
alpar@1445:     c = (p1 >= 2  );
alpar@1445:     c = (2.2>= p2 );
alpar@1445:     c = (2  >= p2 );
alpar@1445:     
alpar@1445:     c = (e  == f  );
alpar@1445:     c = (e  == 2.2);
alpar@1445:     c = (e  == 2  );
alpar@1445:     c = (e  == p1 );
alpar@1445:     c = (2.2== f  );
alpar@1445:     c = (2  == f  );
alpar@1445:     c = (p1 == f  );
alpar@1445:     //c = (p1 == p2 );
alpar@1445:     c = (p1 == 2.2);
alpar@1445:     c = (p1 == 2  );
alpar@1445:     c = (2.2== p2 );
alpar@1445:     c = (2  == p2 );
alpar@1445:     
alpar@1445:     c = (2 <= e <= 3);
alpar@1445:     c = (2 <= p1<= 3);
alpar@1445:     
alpar@1445:     c = (2 >= e >= 3);
alpar@1445:     c = (2 >= p1>= 3);
alpar@1445:     
alpar@1445:     e[x[3]]=2;
alpar@1445:     e[x[3]]=4;
alpar@1445:     e[x[3]]=1;
alpar@1445:     e.constComp()=12;
alpar@1445:     
alpar@1445:     lp.addRow(LP::INF,e,23);
alpar@1445:     lp.addRow(LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
alpar@1445:     lp.addRow(LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
alpar@1445:     
alpar@1445:     lp.addRow(x[1]+x[3]<=x[5]-3);
alpar@1445:     lp.addRow(-7<=x[1]+x[3]-12<=3);
alpar@1445:     lp.addRow(x[1]<=x[5]);
athos@2264: 
athos@2264:     std::ostringstream buf;
athos@2264: 
athos@2264: 
athos@2264:     //Checking the simplify function
athos@2264: 
athos@2264: //     //How to check the simplify function? A map gives no information
athos@2264: //     //on the question whether a given key is or is not stored in it, or
athos@2264: //     //it does?
athos@2264: //   Yes, it does, using the find() function.
athos@2264:     e=((p1+p2)+(p1-p2));
athos@2264:     e.simplify();
athos@2264:     buf << "Coeff. of p2 should be 0";
athos@2264:     //    std::cout<<e[p1]<<e[p2]<<e[p3]<<std::endl;
athos@2264:     check(e.find(p2)==e.end(), buf.str());
athos@2345:     
athos@2264:      
athos@2264: 
athos@2264: 
athos@2264:     e=((p1+p2)+(p1-0.99*p2));
athos@2345:     //e.prettyPrint(std::cout);
athos@2345:     //(e<=2).prettyPrint(std::cout);
athos@2264:     double tolerance=0.001;
athos@2264:     e.simplify(tolerance);
athos@2264:     buf << "Coeff. of p2 should be 0.01";
athos@2264:     check(e[p2]>0, buf.str());
athos@2264:     
athos@2264:     tolerance=0.02;
athos@2264:     e.simplify(tolerance);
athos@2264:     buf << "Coeff. of p2 should be 0";
athos@2264:     check(e.find(p2)==e.end(), buf.str());
athos@2264:     
athos@2264: 
alpar@1445:   }
alpar@1272:   
alpar@1445:   {
alpar@1445:     LP::DualExpr e,f,g;
alpar@1445:     LP::Row p1,p2,p3,p4,p5;
alpar@1445:     
alpar@1445:     e[p1]=2;
alpar@1445:     e[p1]+=2;
alpar@1445:     e[p1]-=2;
alpar@1445:     
alpar@1445:     e=p1;
alpar@1445:     e=f;
alpar@1445:     
alpar@1445:     e+=p1;
alpar@1445:     e+=f;
alpar@1445:     
alpar@1445:     e-=p1;
alpar@1445:     e-=f;
alpar@1445:     
alpar@1445:     e*=2;
alpar@1445:     e*=2.2;
alpar@1445:     e/=2;
alpar@1445:     e/=2.2;
alpar@1445:     
alpar@1493:     e=((p1+p2)+(p1-p2)+
alpar@1445:        (p1+f)+(f+p1)+(f+g)+
alpar@1445:        (p1-f)+(f-p1)+(f-g)+
alpar@1445:        2.2*f+f*2.2+f/2.2+
alpar@1445:        2*f+f*2+f/2+
alpar@1445:        2.2*p1+p1*2.2+p1/2.2+
alpar@1445:        2*p1+p1*2+p1/2
alpar@1445:        );
alpar@1445:   }
alpar@1272:   
athos@1508: #endif
alpar@1264: }
alpar@1264: 
athos@1542: void solveAndCheck(LpSolverBase& lp, LpSolverBase::SolutionStatus stat, 
athos@1543: 		   double exp_opt) {
athos@1543:   using std::string;
athos@1542:   lp.solve();
athos@1542:   //int decimal,sign;
athos@1543:   std::ostringstream buf;
athos@1543:   buf << "Primalstatus should be: " << int(stat);
athos@1543: 
athos@1542:   //  itoa(stat,buf1, 10);
athos@1543:   check(lp.primalStatus()==stat, buf.str());
athos@1543: 
athos@1543:   if (stat ==  LpSolverBase::OPTIMAL) {
athos@1543:     std::ostringstream buf;
athos@1543:     buf << "Wrong optimal value: the right optimum is " << exp_opt; 
athos@1543:     check(std::abs(lp.primalValue()-exp_opt) < 1e-3, buf.str());
athos@1542:     //+ecvt(exp_opt,2)
athos@1542:   }
athos@1542: }
athos@1542:  
athos@1473: void aTest(LpSolverBase & lp)
athos@1473: {
athos@1473:   typedef LpSolverBase LP;
athos@1473: 
athos@1542:  //The following example is very simple
athos@1473: 
athos@1473:   typedef LpSolverBase::Row Row;
athos@1473:   typedef LpSolverBase::Col Col;
athos@1473: 
athos@1473: 
athos@1473:   Col x1 = lp.addCol();
athos@1473:   Col x2 = lp.addCol();
athos@1473: 
athos@1473: 
athos@1473:   //Constraints
athos@1542:   Row upright=lp.addRow(x1+x2 <=1);  
athos@1542:   lp.addRow(x1+x2 >=-1);  
athos@1542:   lp.addRow(x1-x2 <=1);  
athos@1542:   lp.addRow(x1-x2 >=-1);  
athos@1473:   //Nonnegativity of the variables
athos@1473:   lp.colLowerBound(x1, 0);
athos@1473:   lp.colLowerBound(x2, 0);
athos@1473:   //Objective function
athos@1542:   lp.setObj(x1+x2);
athos@1473: 
athos@1473:   lp.max();
athos@1473: 
athos@2324: 
athos@2324:   //Testing the problem retrieving routines
athos@2324:   check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
athos@2324:   check(lp.is_max(),"This is a maximization!");
athos@2328:   check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
athos@2328:   //  std::cout<<lp.colLowerBound(x1)<<std::endl;
athos@2328:   check(  lp.colLowerBound(x1)==0,"The lower bound for variable x1 should be 0.");
athos@2328:   check(  lp.colUpperBound(x1)==LpSolverBase::INF,"The upper bound for variable x1 should be infty.");
athos@2328:   LpSolverBase::Value lb,ub;
athos@2328:   lp.getRowBounds(upright,lb,ub);
athos@2328:   check(  lb==-LpSolverBase::INF,"The lower bound for the first row should be -infty.");
athos@2328:   check(  ub==1,"The upper bound for the first row should be 1.");
athos@2324: 
athos@2324: 
athos@1542:   //Maximization of x1+x2
athos@1542:   //over the triangle with vertices (0,0) (0,1) (1,0)
athos@1542:   double expected_opt=1;
athos@1542:   solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
alpar@1484:   
athos@1542:   //Minimization
athos@1542:   lp.min();
athos@1542:   expected_opt=0;
athos@1542:   solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
athos@1542:   
athos@1542:   //Vertex (-1,0) instead of (0,0)
athos@1542:   lp.colLowerBound(x1, -LpSolverBase::INF);
athos@1542:   expected_opt=-1;
athos@1542:   solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
athos@1542: 
athos@1542:   //Erase one constraint and return to maximization
athos@1542:   lp.eraseRow(upright);
athos@1542:   lp.max();
athos@1542:   expected_opt=LpSolverBase::INF;
athos@1542:   solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt);
athos@1542: 
athos@1542:   //Infeasibilty
athos@1542:   lp.addRow(x1+x2 <=-2);  
athos@1542:   solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt);
athos@1542: 
athos@1542:   //Change problem and forget to solve
athos@1542:   lp.min();
athos@1542:   check(lp.primalStatus()==LpSolverBase::UNDEFINED,"Primalstatus should be UNDEFINED");
athos@1542: 
athos@1542: //   lp.solve();
athos@1542: //   if (lp.primalStatus()==LpSolverBase::OPTIMAL){
athos@1542: //     std::cout<< "Z = "<<lp.primalValue()
athos@1542: // 	     << " (error = " << lp.primalValue()-expected_opt
athos@1542: // 	     << "); x1 = "<<lp.primal(x1)
athos@1542: // 	     << "; x2 = "<<lp.primal(x2)
athos@1542: // 	     <<std::endl;
alpar@1484:     
athos@1542: //   }
athos@1542: //   else{
athos@1542: //     std::cout<<lp.primalStatus()<<std::endl;
athos@1542: //     std::cout<<"Optimal solution not found!"<<std::endl;
athos@1542: //   }
athos@1473: 
athos@1542:  
athos@1473: 
athos@1473: }
athos@1473: 
athos@1473: 
alpar@1263: int main() 
alpar@1263: {
alpar@1390:   LpSkeleton lp_skel;
alpar@1390:   lpTest(lp_skel);
alpar@1390: 
ladanyi@1437: #ifdef HAVE_GLPK
alpar@1484:   LpGlpk lp_glpk1,lp_glpk2;
alpar@1484:   lpTest(lp_glpk1);
alpar@1484:   aTest(lp_glpk2);
ladanyi@1437: #endif
alpar@1263: 
ladanyi@1437: #ifdef HAVE_CPLEX
klao@1797:   LpCplex lp_cplex1,lp_cplex2;
klao@1797:   lpTest(lp_cplex1);
klao@1797:   aTest(lp_cplex2);
ladanyi@1437: #endif
alpar@1264: 
deba@2314: // #ifdef HAVE_SOPLEX
deba@2314: //   LpSoplex lp_soplex1,lp_soplex2;
deba@2314: //   lpTest(lp_soplex1);
deba@2314: //   aTest(lp_soplex2);
deba@2314: // #endif
deba@2314: 
alpar@1309:   return 0;
alpar@1263: }