diff -r d8475431bbbb -r 8e85e6bbefdf src/lemon/lp_base.h --- a/src/lemon/lp_base.h Sat May 21 21:04:57 2005 +0000 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,907 +0,0 @@ -/* -*- C++ -*- - * src/lemon/lp_base.h - Part of LEMON, a generic C++ optimization library - * - * Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport - * (Egervary Research Group on Combinatorial Optimization, EGRES). - * - * Permission to use, modify and distribute this software is granted - * provided that this copyright notice appears in all copies. For - * precise terms see the accompanying LICENSE file. - * - * This software is provided "AS IS" with no warranty of any kind, - * express or implied, and with no claim as to its suitability for any - * purpose. - * - */ - -#ifndef LEMON_LP_BASE_H -#define LEMON_LP_BASE_H - -#include -#include -#include -#include - -#include -#include -#include - -//#include"lin_expr.h" - -///\file -///\brief The interface of the LP solver interface. -///\ingroup gen_opt_group -namespace lemon { - - ///Internal data structure to convert floating id's to fix one's - - ///\todo This might be implemented to be also usable in other places. - class _FixId - { - std::vector index; - std::vector cross; - int first_free; - public: - _FixId() : first_free(-1) {}; - ///Convert a floating id to a fix one - - ///\param n is a floating id - ///\return the corresponding fix id - int fixId(int n) {return cross[n];} - ///Convert a fix id to a floating one - - ///\param n is a fix id - ///\return the corresponding floating id - int floatingId(int n) { return index[n];} - ///Add a new floating id. - - ///\param n is a floating id - ///\return the fix id of the new value - ///\todo Multiple additions should also be handled. - int insert(int n) - { - if(n>=int(cross.size())) { - cross.resize(n+1); - if(first_free==-1) { - cross[n]=index.size(); - index.push_back(n); - } - else { - cross[n]=first_free; - int next=index[first_free]; - index[first_free]=n; - first_free=next; - } - return cross[n]; - } - ///\todo Create an own exception type. - else throw LogicError(); //floatingId-s must form a continuous range; - } - ///Remove a fix id. - - ///\param n is a fix id - /// - void erase(int n) - { - int fl=index[n]; - index[n]=first_free; - first_free=n; - for(int i=fl+1;i, so for expamle - ///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can - ///read and modify the coefficients like - ///these. - ///\code - ///e[v]=5; - ///e[v]+=12; - ///e.erase(v); - ///\endcode - ///or you can also iterate through its elements. - ///\code - ///double s=0; - ///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i) - /// s+=i->second; - ///\endcode - ///(This code computes the sum of all coefficients). - ///- Numbers (double's) - ///and variables (\ref Col "Col"s) directly convert to an - ///\ref Expr and the usual linear operations are defined so - ///\code - ///v+w - ///2*v-3.12*(v-w/2)+2 - ///v*2.1+(3*v+(v*12+w+6)*3)/2 - ///\endcode - ///are valid \ref Expr "Expr"essions. - ///The usual assignment operations are also defined. - ///\code - ///e=v+w; - ///e+=2*v-3.12*(v-w/2)+2; - ///e*=3.4; - ///e/=5; - ///\endcode - ///- The constant member can be set and read by \ref constComp() - ///\code - ///e.constComp()=12; - ///double c=e.constComp(); - ///\endcode - /// - ///\note \ref clear() not only sets all coefficients to 0 but also - ///clears the constant components. - /// - ///\sa Constr - /// - class Expr : public std::map - { - public: - typedef LpSolverBase::Col Key; - typedef LpSolverBase::Value Value; - - protected: - typedef std::map Base; - - Value const_comp; - public: - typedef True IsLinExpression; - ///\e - Expr() : Base(), const_comp(0) { } - ///\e - Expr(const Key &v) : const_comp(0) { - Base::insert(std::make_pair(v, 1)); - } - ///\e - Expr(const Value &v) : const_comp(v) {} - ///\e - void set(const Key &v,const Value &c) { - Base::insert(std::make_pair(v, c)); - } - ///\e - Value &constComp() { return const_comp; } - ///\e - const Value &constComp() const { return const_comp; } - - ///Removes the components with zero coefficient. - void simplify() { - for (Base::iterator i=Base::begin(); i!=Base::end();) { - Base::iterator j=i; - ++j; - if ((*i).second==0) Base::erase(i); - j=i; - } - } - - ///Sets all coefficients and the constant component to 0. - void clear() { - Base::clear(); - const_comp=0; - } - - ///\e - Expr &operator+=(const Expr &e) { - for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) - (*this)[j->first]+=j->second; - ///\todo it might be speeded up using "hints" - const_comp+=e.const_comp; - return *this; - } - ///\e - Expr &operator-=(const Expr &e) { - for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) - (*this)[j->first]-=j->second; - const_comp-=e.const_comp; - return *this; - } - ///\e - Expr &operator*=(const Value &c) { - for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) - j->second*=c; - const_comp*=c; - return *this; - } - ///\e - Expr &operator/=(const Value &c) { - for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) - j->second/=c; - const_comp/=c; - return *this; - } - }; - - ///Linear constraint - - ///This data stucture represents a linear constraint in the LP. - ///Basically it is a linear expression with a lower or an upper bound - ///(or both). These parts of the constraint can be obtained by the member - ///functions \ref expr(), \ref lowerBound() and \ref upperBound(), - ///respectively. - ///There are two ways to construct a constraint. - ///- You can set the linear expression and the bounds directly - /// by the functions above. - ///- The operators \<=, == and \>= - /// are defined between expressions, or even between constraints whenever - /// it makes sense. Therefore if \c e and \c f are linear expressions and - /// \c s and \c t are numbers, then the followings are valid expressions - /// and thus they can be used directly e.g. in \ref addRow() whenever - /// it makes sense. - /// \code - /// e<=s - /// e<=f - /// s<=e<=t - /// e>=t - /// \endcode - ///\warning The validity of a constraint is checked only at run time, so - ///e.g. \ref addRow(x[1]\<=x[2]<=5) will compile, but will throw a - ///\ref LogicError exception. - class Constr - { - public: - typedef LpSolverBase::Expr Expr; - typedef Expr::Key Key; - typedef Expr::Value Value; - -// static const Value INF; -// static const Value NaN; - - protected: - Expr _expr; - Value _lb,_ub; - public: - ///\e - Constr() : _expr(), _lb(NaN), _ub(NaN) {} - ///\e - Constr(Value lb,const Expr &e,Value ub) : - _expr(e), _lb(lb), _ub(ub) {} - ///\e - Constr(const Expr &e,Value ub) : - _expr(e), _lb(NaN), _ub(ub) {} - ///\e - Constr(Value lb,const Expr &e) : - _expr(e), _lb(lb), _ub(NaN) {} - ///\e - Constr(const Expr &e) : - _expr(e), _lb(NaN), _ub(NaN) {} - ///\e - void clear() - { - _expr.clear(); - _lb=_ub=NaN; - } - - ///Reference to the linear expression - Expr &expr() { return _expr; } - ///Cont reference to the linear expression - const Expr &expr() const { return _expr; } - ///Reference to the lower bound. - - ///\return - ///- -\ref INF: the constraint is lower unbounded. - ///- -\ref NaN: lower bound has not been set. - ///- finite number: the lower bound - Value &lowerBound() { return _lb; } - ///The const version of \ref lowerBound() - const Value &lowerBound() const { return _lb; } - ///Reference to the upper bound. - - ///\return - ///- -\ref INF: the constraint is upper unbounded. - ///- -\ref NaN: upper bound has not been set. - ///- finite number: the upper bound - Value &upperBound() { return _ub; } - ///The const version of \ref upperBound() - const Value &upperBound() const { return _ub; } - ///Is the constraint lower bounded? - bool lowerBounded() const { - using namespace std; - return finite(_lb); - } - ///Is the constraint upper bounded? - bool upperBounded() const { - using namespace std; - return finite(_ub); - } - }; - - - protected: - _FixId rows; - _FixId cols; - - //Abstract virtual functions - virtual LpSolverBase &_newLp() = 0; - virtual LpSolverBase &_copyLp() = 0; - - virtual int _addCol() = 0; - virtual int _addRow() = 0; - virtual void _setRowCoeffs(int i, - int length, - int const * indices, - Value const * values ) = 0; - virtual void _setColCoeffs(int i, - int length, - int const * indices, - Value const * values ) = 0; - virtual void _setCoeff(int row, int col, Value value) = 0; - virtual void _setColLowerBound(int i, Value value) = 0; - virtual void _setColUpperBound(int i, Value value) = 0; -// virtual void _setRowLowerBound(int i, Value value) = 0; -// virtual void _setRowUpperBound(int i, Value value) = 0; - virtual void _setRowBounds(int i, Value lower, Value upper) = 0; - virtual void _setObjCoeff(int i, Value obj_coef) = 0; - virtual void _clearObj()=0; -// virtual void _setObj(int length, -// int const * indices, -// Value const * values ) = 0; - virtual SolveExitStatus _solve() = 0; - virtual Value _getPrimal(int i) = 0; - virtual Value _getPrimalValue() = 0; - virtual SolutionStatus _getPrimalStatus() = 0; - virtual void _setMax() = 0; - virtual void _setMin() = 0; - - //Own protected stuff - - //Constant component of the objective function - Value obj_const_comp; - - - - - public: - - ///\e - LpSolverBase() : obj_const_comp(0) {} - - ///\e - virtual ~LpSolverBase() {} - - ///Creates a new LP problem - LpSolverBase &newLp() {return _newLp();} - ///Makes a copy of the LP problem - LpSolverBase ©Lp() {return _copyLp();} - - ///\name Build up and modify of the LP - - ///@{ - - ///Add a new empty column (i.e a new variable) to the LP - Col addCol() { Col c; c.id=cols.insert(_addCol()); return c;} - - ///\brief Adds several new columns - ///(i.e a variables) at once - /// - ///This magic function takes a container as its argument - ///and fills its elements - ///with new columns (i.e. variables) - ///\param t can be - ///- a standard STL compatible iterable container with - ///\ref Col as its \c values_type - ///like - ///\code - ///std::vector - ///std::list - ///\endcode - ///- a standard STL compatible iterable container with - ///\ref Col as its \c mapped_type - ///like - ///\code - ///std::map - ///\endcode - ///- an iterable lemon \ref concept::WriteMap "write map" like - ///\code - ///ListGraph::NodeMap - ///ListGraph::EdgeMap - ///\endcode - ///\return The number of the created column. -#ifdef DOXYGEN - template - int addColSet(T &t) { return 0;} -#else - template - typename enable_if::type - addColSet(T &t,dummy<0> = 0) { - int s=0; - for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} - return s; - } - template - typename enable_if::type - addColSet(T &t,dummy<1> = 1) { - int s=0; - for(typename T::iterator i=t.begin();i!=t.end();++i) { - i->second=addCol(); - s++; - } - return s; - } - template - typename enable_if::type - addColSet(T &t,dummy<2> = 2) { - ///\bug return addColSet(t.valueSet()); should also work. - int s=0; - for(typename T::ValueSet::iterator i=t.valueSet().begin(); - i!=t.valueSet().end(); - ++i) - { - *i=addCol(); - s++; - } - return s; - } -#endif - - ///Add a new empty row (i.e a new constaint) to the LP - - ///This function adds a new empty row (i.e a new constaint) to the LP. - ///\return The created row - Row addRow() { Row r; r.id=rows.insert(_addRow()); return r;} - - ///Set a row (i.e a constaint) of the LP - - ///\param r is the row to be modified - ///\param l is lower bound (-\ref INF means no bound) - ///\param e is a linear expression (see \ref Expr) - ///\param u is the upper bound (\ref INF means no bound) - ///\bug This is a temportary function. The interface will change to - ///a better one. - ///\todo Option to control whether a constraint with a single variable is - ///added or not. - void setRow(Row r, Value l,const Expr &e, Value u) { - std::vector indices; - std::vector values; - indices.push_back(0); - values.push_back(0); - for(Expr::const_iterator i=e.begin(); i!=e.end(); ++i) - if((*i).second!=0) { ///\bug EPSILON would be necessary here!!! - indices.push_back(cols.floatingId((*i).first.id)); - values.push_back((*i).second); - } - _setRowCoeffs(rows.floatingId(r.id),indices.size()-1, - &indices[0],&values[0]); -// _setRowLowerBound(rows.floatingId(r.id),l-e.constComp()); -// _setRowUpperBound(rows.floatingId(r.id),u-e.constComp()); - _setRowBounds(rows.floatingId(r.id),l-e.constComp(),u-e.constComp()); - } - - ///Set a row (i.e a constaint) of the LP - - ///\param r is the row to be modified - ///\param c is a linear expression (see \ref Constr) - void setRow(Row r, const Constr &c) { - setRow(r, - c.lowerBounded()?c.lowerBound():-INF, - c.expr(), - c.upperBounded()?c.upperBound():INF); - } - - ///Add a new row (i.e a new constaint) to the LP - - ///\param l is the lower bound (-\ref INF means no bound) - ///\param e is a linear expression (see \ref Expr) - ///\param u is the upper bound (\ref INF means no bound) - ///\return The created row. - ///\bug This is a temportary function. The interface will change to - ///a better one. - Row addRow(Value l,const Expr &e, Value u) { - Row r=addRow(); - setRow(r,l,e,u); - return r; - } - - ///Add a new row (i.e a new constaint) to the LP - - ///\param c is a linear expression (see \ref Constr) - ///\return The created row. - Row addRow(const Constr &c) { - Row r=addRow(); - setRow(r,c); - return r; - } - - /// Set the lower bound of a column (i.e a variable) - - /// The upper bound of a variable (column) has to be given by an - /// extended number of type Value, i.e. a finite number of type - /// Value or -\ref INF. - void colLowerBound(Col c, Value value) { - _setColLowerBound(cols.floatingId(c.id),value); - } - /// Set the upper bound of a column (i.e a variable) - - /// The upper bound of a variable (column) has to be given by an - /// extended number of type Value, i.e. a finite number of type - /// Value or \ref INF. - void colUpperBound(Col c, Value value) { - _setColUpperBound(cols.floatingId(c.id),value); - }; - /// Set the lower and the upper bounds of a column (i.e a variable) - - /// The lower and the upper bounds of - /// a variable (column) have to be given by an - /// extended number of type Value, i.e. a finite number of type - /// Value, -\ref INF or \ref INF. - void colBounds(Col c, Value lower, Value upper) { - _setColLowerBound(cols.floatingId(c.id),lower); - _setColUpperBound(cols.floatingId(c.id),upper); - } - -// /// Set the lower bound of a row (i.e a constraint) - -// /// The lower bound of a linear expression (row) has to be given by an -// /// extended number of type Value, i.e. a finite number of type -// /// Value or -\ref INF. -// void rowLowerBound(Row r, Value value) { -// _setRowLowerBound(rows.floatingId(r.id),value); -// }; -// /// Set the upper bound of a row (i.e a constraint) - -// /// The upper bound of a linear expression (row) has to be given by an -// /// extended number of type Value, i.e. a finite number of type -// /// Value or \ref INF. -// void rowUpperBound(Row r, Value value) { -// _setRowUpperBound(rows.floatingId(r.id),value); -// }; - - /// Set the lower and the upper bounds of a row (i.e a constraint) - - /// The lower and the upper bounds of - /// a constraint (row) have to be given by an - /// extended number of type Value, i.e. a finite number of type - /// Value, -\ref INF or \ref INF. - void rowBounds(Row c, Value lower, Value upper) { - _setRowBounds(rows.floatingId(c.id),lower, upper); - // _setRowUpperBound(rows.floatingId(c.id),upper); - } - - ///Set an element of the objective function - void objCoeff(Col c, Value v) {_setObjCoeff(cols.floatingId(c.id),v); }; - ///Set the objective function - - ///\param e is a linear expression of type \ref Expr. - ///\bug The previous objective function is not cleared! - void setObj(Expr e) { - _clearObj(); - for (Expr::iterator i=e.begin(); i!=e.end(); ++i) - objCoeff((*i).first,(*i).second); - obj_const_comp=e.constComp(); - } - - ///Maximize - void max() { _setMax(); } - ///Minimize - void min() { _setMin(); } - - - ///@} - - - ///\name Solve the LP - - ///@{ - - ///\e - SolveExitStatus solve() { return _solve(); } - - ///@} - - ///\name Obtain the solution - - ///@{ - - ///\e - SolutionStatus primalStatus() { - return _getPrimalStatus(); - } - - ///\e - Value primal(Col c) { return _getPrimal(cols.floatingId(c.id)); } - - ///\e - - ///\return - ///- \ref INF or -\ref INF means either infeasibility or unboundedness - /// of the primal problem, depending on whether we minimize or maximize. - ///- \ref NaN if no primal solution is found. - ///- The (finite) objective value if an optimal solution is found. - Value primalValue() { return _getPrimalValue()+obj_const_comp;} - ///@} - - }; - - ///\e - - ///\relates LpSolverBase::Expr - /// - inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a, - const LpSolverBase::Expr &b) - { - LpSolverBase::Expr tmp(a); - tmp+=b; ///\todo Doesn't STL have some special 'merge' algorithm? - return tmp; - } - ///\e - - ///\relates LpSolverBase::Expr - /// - inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a, - const LpSolverBase::Expr &b) - { - LpSolverBase::Expr tmp(a); - tmp-=b; ///\todo Doesn't STL have some special 'merge' algorithm? - return tmp; - } - ///\e - - ///\relates LpSolverBase::Expr - /// - inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a, - const LpSolverBase::Value &b) - { - LpSolverBase::Expr tmp(a); - tmp*=b; ///\todo Doesn't STL have some special 'merge' algorithm? - return tmp; - } - - ///\e - - ///\relates LpSolverBase::Expr - /// - inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a, - const LpSolverBase::Expr &b) - { - LpSolverBase::Expr tmp(b); - tmp*=a; ///\todo Doesn't STL have some special 'merge' algorithm? - return tmp; - } - ///\e - - ///\relates LpSolverBase::Expr - /// - inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a, - const LpSolverBase::Value &b) - { - LpSolverBase::Expr tmp(a); - tmp/=b; ///\todo Doesn't STL have some special 'merge' algorithm? - return tmp; - } - - ///\e - - ///\relates LpSolverBase::Constr - /// - inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, - const LpSolverBase::Expr &f) - { - return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0); - } - - ///\e - - ///\relates LpSolverBase::Constr - /// - inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e, - const LpSolverBase::Expr &f) - { - return LpSolverBase::Constr(e,f); - } - - ///\e - - ///\relates LpSolverBase::Constr - /// - inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, - const LpSolverBase::Value &f) - { - return LpSolverBase::Constr(e,f); - } - - ///\e - - ///\relates LpSolverBase::Constr - /// - inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, - const LpSolverBase::Expr &f) - { - return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0); - } - - - ///\e - - ///\relates LpSolverBase::Constr - /// - inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e, - const LpSolverBase::Expr &f) - { - return LpSolverBase::Constr(f,e); - } - - - ///\e - - ///\relates LpSolverBase::Constr - /// - inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, - const LpSolverBase::Value &f) - { - return LpSolverBase::Constr(f,e); - } - - ///\e - - ///\relates LpSolverBase::Constr - /// - inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, - const LpSolverBase::Expr &f) - { - return LpSolverBase::Constr(0,e-f,0); - } - - ///\e - - ///\relates LpSolverBase::Constr - /// - inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n, - const LpSolverBase::Constr&c) - { - LpSolverBase::Constr tmp(c); - ///\todo Create an own exception type. - if(!isnan(tmp.lowerBound())) throw LogicError(); - else tmp.lowerBound()=n; - return tmp; - } - ///\e - - ///\relates LpSolverBase::Constr - /// - inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c, - const LpSolverBase::Value &n) - { - LpSolverBase::Constr tmp(c); - ///\todo Create an own exception type. - if(!isnan(tmp.upperBound())) throw LogicError(); - else tmp.upperBound()=n; - return tmp; - } - - ///\e - - ///\relates LpSolverBase::Constr - /// - inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n, - const LpSolverBase::Constr&c) - { - LpSolverBase::Constr tmp(c); - ///\todo Create an own exception type. - if(!isnan(tmp.upperBound())) throw LogicError(); - else tmp.upperBound()=n; - return tmp; - } - ///\e - - ///\relates LpSolverBase::Constr - /// - inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c, - const LpSolverBase::Value &n) - { - LpSolverBase::Constr tmp(c); - ///\todo Create an own exception type. - if(!isnan(tmp.lowerBound())) throw LogicError(); - else tmp.lowerBound()=n; - return tmp; - } - - -} //namespace lemon - -#endif //LEMON_LP_BASE_H