Preliminary soplex support
authordeba
Wed, 29 Nov 2006 17:30:21 +0000
changeset 2313d9daf826e28a
parent 2312 07e46cbb7d85
child 2314 dbbd5c514163
Preliminary soplex support
lemon/Makefile.am
lemon/lp_soplex.cc
lemon/lp_soplex.h
m4/lx_check_soplex.m4
     1.1 --- a/lemon/Makefile.am	Wed Nov 29 15:01:13 2006 +0000
     1.2 +++ b/lemon/Makefile.am	Wed Nov 29 17:30:21 2006 +0000
     1.3 @@ -15,8 +15,8 @@
     1.4  	lemon/bits/mingw32_time.cc \
     1.5  	lemon/random.cc
     1.6  
     1.7 -lemon_libemon_la_CXXFLAGS = $(GLPK_CFLAGS) $(CPLEX_CFLAGS)
     1.8 -lemon_libemon_la_LDFLAGS = $(GLPK_LIBS) $(CPLEX_LIBS)
     1.9 +lemon_libemon_la_CXXFLAGS = $(GLPK_CFLAGS) $(CPLEX_CFLAGS) $(SOPLEX_CFLAGS)
    1.10 +lemon_libemon_la_LDFLAGS = $(GLPK_LIBS) $(CPLEX_LIBS) $(SOPLEX_CFLAGS)
    1.11  
    1.12  if HAVE_GLPK
    1.13  lemon_libemon_la_SOURCES += lemon/lp_glpk.cc
    1.14 @@ -28,6 +28,10 @@
    1.15  lemon_libemon_la_SOURCES += lemon/mip_cplex.cc
    1.16  endif
    1.17  
    1.18 +if HAVE_SOPLEX
    1.19 +lemon_libemon_la_SOURCES += lemon/lp_soplex.cc
    1.20 +endif
    1.21 +
    1.22  lemon_HEADERS += \
    1.23  	lemon/bellman_ford.h \
    1.24  	lemon/bfs.h \
    1.25 @@ -71,6 +75,7 @@
    1.26  	lemon/lp_cplex.h \
    1.27  	lemon/lp_glpk.h \
    1.28  	lemon/lp_skeleton.h \
    1.29 +	lemon/lp_soplex.h \
    1.30  	lemon/map_iterator.h \
    1.31  	lemon/maps.h \
    1.32  	lemon/matrix_maps.h \
     2.1 --- /dev/null	Thu Jan 01 00:00:00 1970 +0000
     2.2 +++ b/lemon/lp_soplex.cc	Wed Nov 29 17:30:21 2006 +0000
     2.3 @@ -0,0 +1,208 @@
     2.4 +/* -*- C++ -*-
     2.5 + *
     2.6 + * This file is a part of LEMON, a generic C++ optimization library
     2.7 + *
     2.8 + * Copyright (C) 2003-2006
     2.9 + * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
    2.10 + * (Egervary Research Group on Combinatorial Optimization, EGRES).
    2.11 + *
    2.12 + * Permission to use, modify and distribute this software is granted
    2.13 + * provided that this copyright notice appears in all copies. For
    2.14 + * precise terms see the accompanying LICENSE file.
    2.15 + *
    2.16 + * This software is provided "AS IS" with no warranty of any kind,
    2.17 + * express or implied, and with no claim as to its suitability for any
    2.18 + * purpose.
    2.19 + *
    2.20 + */
    2.21 +
    2.22 +#include<iostream>
    2.23 +#include<lemon/lp_soplex.h>
    2.24 +
    2.25 +#include <soplex/soplex.h>
    2.26 +
    2.27 +
    2.28 +///\file
    2.29 +///\brief Implementation of the LEMON-SOPLEX lp solver interface.
    2.30 +namespace lemon {
    2.31 +  
    2.32 +  LpSoplex::LpSoplex() : LpSolverBase() {
    2.33 +    soplex = new soplex::SoPlex;
    2.34 +  }
    2.35 +  
    2.36 +  LpSoplex::~LpSoplex() {
    2.37 +    delete soplex;
    2.38 +  }
    2.39 +  
    2.40 +  LpSolverBase &LpSoplex::_newLp() {
    2.41 +    LpSoplex* newlp = new LpSoplex();
    2.42 +    return *newlp;
    2.43 +  }
    2.44 +
    2.45 +  LpSolverBase &LpSoplex::_copyLp() {
    2.46 +    LpSoplex* newlp = new LpSoplex();
    2.47 +    ((soplex::SPxLP&)*(newlp->soplex)) = *soplex;
    2.48 +    return *newlp;
    2.49 +  }
    2.50 +
    2.51 +  int LpSoplex::_addCol() {
    2.52 +    soplex::LPCol col;
    2.53 +    soplex->addCol(col);
    2.54 +
    2.55 +    colNames.push_back(std::string());
    2.56 +    primal.push_back(0.0);
    2.57 +
    2.58 +    return soplex->nCols() - 1;
    2.59 +  }
    2.60 +
    2.61 +  int LpSoplex::_addRow() {
    2.62 +    soplex::LPRow row;
    2.63 +    soplex->addRow(row);
    2.64 +
    2.65 +    dual.push_back(0.0);
    2.66 +
    2.67 +    return soplex->nRows() - 1;
    2.68 +  }
    2.69 +
    2.70 +
    2.71 +  void LpSoplex::_eraseCol(int i) {
    2.72 +    soplex->removeCol(i);
    2.73 +    primal[i] = primal.back();
    2.74 +    primal.pop_back();
    2.75 +  }
    2.76 +  
    2.77 +  void LpSoplex::_eraseRow(int i) {
    2.78 +    soplex->removeRow(i);
    2.79 +    dual[i] = dual.back();
    2.80 +    dual.pop_back();
    2.81 +  }
    2.82 +  
    2.83 +  void LpSoplex::_getColName(int col, std::string &name) {
    2.84 +    name = colNames[col]; 
    2.85 +  }
    2.86 +  
    2.87 +  void LpSoplex::_setColName(int col, const std::string &name) {
    2.88 +    colNames[col] = name; 
    2.89 +  }
    2.90 +  
    2.91 +
    2.92 +  void LpSoplex::_setRowCoeffs(int i, LpRowIterator b, LpRowIterator e) {
    2.93 +    for (int j = 0; j < soplex->nCols(); ++j) {
    2.94 +      soplex->changeElement(i, j, 0.0);
    2.95 +    }
    2.96 +    for(LpRowIterator it = b; it != e; ++it) {
    2.97 +      soplex->changeElement(i, it->first, it->second);
    2.98 +    }
    2.99 +  }
   2.100 +  
   2.101 +  void LpSoplex::_setColCoeffs(int j, LpColIterator b, LpColIterator e) {
   2.102 +    for (int i = 0; i < soplex->nRows(); ++i) {
   2.103 +      soplex->changeElement(i, j, 0.0);
   2.104 +    }
   2.105 +    for(LpColIterator it = b; it != e; ++it) {
   2.106 +      soplex->changeElement(it->first, j, it->second);
   2.107 +    }
   2.108 +  }
   2.109 +  
   2.110 +  void LpSoplex::_setCoeff(int row, int col, Value value) {
   2.111 +    soplex->changeElement(row, col, value);
   2.112 +  }
   2.113 +
   2.114 +  void LpSoplex::_setColLowerBound(int i, Value value) {
   2.115 +    soplex->changeLower(i, value); 
   2.116 +  }
   2.117 +  
   2.118 +  void LpSoplex::_setColUpperBound(int i, Value value) {
   2.119 +    soplex->changeUpper(i, value); 
   2.120 +  }
   2.121 +
   2.122 +  void LpSoplex::_setRowBounds(int i, Value lb, Value ub) {
   2.123 +    soplex->changeRange(i, lb, ub);
   2.124 +  }
   2.125 +
   2.126 +  void LpSoplex::_setObjCoeff(int i, Value obj_coef) {
   2.127 +    soplex->changeObj(i, obj_coef);
   2.128 +  }
   2.129 +
   2.130 +  void LpSoplex::_clearObj() {
   2.131 +    for (int i = 0; i < soplex->nCols(); ++i) {
   2.132 +      soplex->changeObj(i, 0.0);
   2.133 +    }
   2.134 +  }
   2.135 +
   2.136 +  LpSoplex::SolveExitStatus LpSoplex::_solve() {
   2.137 +    soplex::SPxSolver::Status status = soplex->solve();
   2.138 +
   2.139 +    soplex::Vector pv(primal.size(), &primal[0]);
   2.140 +    soplex->getPrimal(pv);
   2.141 +
   2.142 +    soplex::Vector dv(dual.size(), &dual[0]);
   2.143 +    soplex->getDual(dv);
   2.144 +
   2.145 +    switch (status) {
   2.146 +    case soplex::SPxSolver::OPTIMAL:
   2.147 +    case soplex::SPxSolver::INFEASIBLE:
   2.148 +    case soplex::SPxSolver::UNBOUNDED:
   2.149 +      return SOLVED;
   2.150 +    default:
   2.151 +      return UNSOLVED;
   2.152 +    }
   2.153 +  }
   2.154 +
   2.155 +  LpSoplex::Value LpSoplex::_getPrimal(int i) {
   2.156 +    return primal[i];
   2.157 +  }
   2.158 +
   2.159 +  LpSoplex::Value LpSoplex::_getDual(int i) {
   2.160 +    return dual[i];
   2.161 +  }
   2.162 +  
   2.163 +  LpSoplex::Value LpSoplex::_getPrimalValue() {
   2.164 +    return soplex->objValue();
   2.165 +  }
   2.166 +
   2.167 +  bool LpSoplex::_isBasicCol(int i) {
   2.168 +    return soplex->getBasisColStatus(i) == soplex::SPxSolver::BASIC;
   2.169 +  }  
   2.170 +
   2.171 +  LpSoplex::SolutionStatus LpSoplex::_getPrimalStatus() {
   2.172 +    switch (soplex->status()) {
   2.173 +    case soplex::SPxSolver::OPTIMAL:
   2.174 +      return OPTIMAL;
   2.175 +    case soplex::SPxSolver::UNBOUNDED:
   2.176 +      return INFINITE;
   2.177 +    case soplex::SPxSolver::INFEASIBLE:
   2.178 +      return INFEASIBLE;
   2.179 +    default:
   2.180 +      return UNDEFINED;
   2.181 +    }
   2.182 +  }
   2.183 +
   2.184 +  LpSoplex::SolutionStatus LpSoplex::_getDualStatus() {
   2.185 +    switch (0) {
   2.186 +    case 0:
   2.187 +      return UNDEFINED;
   2.188 +      return OPTIMAL;
   2.189 +      return INFEASIBLE;
   2.190 +      return UNDEFINED;
   2.191 +    }
   2.192 +  }
   2.193 +
   2.194 +  LpSoplex::ProblemTypes LpSoplex::_getProblemType() {
   2.195 +    switch (0) {
   2.196 +    case 0:
   2.197 +      return PRIMAL_DUAL_FEASIBLE;
   2.198 +      return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
   2.199 +      return UNKNOWN;
   2.200 +    }
   2.201 +  }
   2.202 +
   2.203 +  void LpSoplex::_setMax() {
   2.204 +    soplex->changeSense(soplex::SPxSolver::MAXIMIZE);
   2.205 +  }
   2.206 +  void LpSoplex::_setMin() {
   2.207 +    soplex->changeSense(soplex::SPxSolver::MINIMIZE);
   2.208 +  }
   2.209 +  
   2.210 +} //namespace lemon
   2.211 +
     3.1 --- /dev/null	Thu Jan 01 00:00:00 1970 +0000
     3.2 +++ b/lemon/lp_soplex.h	Wed Nov 29 17:30:21 2006 +0000
     3.3 @@ -0,0 +1,99 @@
     3.4 +/* -*- C++ -*-
     3.5 + *
     3.6 + * This file is a part of LEMON, a generic C++ optimization library
     3.7 + *
     3.8 + * Copyright (C) 2003-2006
     3.9 + * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
    3.10 + * (Egervary Research Group on Combinatorial Optimization, EGRES).
    3.11 + *
    3.12 + * Permission to use, modify and distribute this software is granted
    3.13 + * provided that this copyright notice appears in all copies. For
    3.14 + * precise terms see the accompanying LICENSE file.
    3.15 + *
    3.16 + * This software is provided "AS IS" with no warranty of any kind,
    3.17 + * express or implied, and with no claim as to its suitability for any
    3.18 + * purpose.
    3.19 + *
    3.20 + */
    3.21 +
    3.22 +#ifndef LEMON_LP_SOPLEX_H
    3.23 +#define LEMON_LP_SOPLEX_H
    3.24 +
    3.25 +///\file
    3.26 +///\brief Header of the LEMON-SOPLEX lp solver interface.
    3.27 +
    3.28 +#include <vector>
    3.29 +#include <string>
    3.30 +
    3.31 +#include <lemon/lp_base.h>
    3.32 +
    3.33 +// Forward declaration
    3.34 +namespace soplex {
    3.35 +  class SoPlex;
    3.36 +}
    3.37 +
    3.38 +namespace lemon {
    3.39 +
    3.40 +  /// \brief Interface for the SOPLEX solver
    3.41 +  /// 
    3.42 +  /// This class implements an interface for the SOPLEX LP solver.
    3.43 +  class LpSoplex :virtual public LpSolverBase {
    3.44 +  protected:
    3.45 +
    3.46 +    soplex::SoPlex* soplex;
    3.47 +
    3.48 +    std::vector<std::string> colNames;
    3.49 +
    3.50 +    std::vector<Value> primal;
    3.51 +    std::vector<Value> dual;
    3.52 +
    3.53 +
    3.54 +  public:
    3.55 +
    3.56 +    typedef LpSolverBase Parent;
    3.57 +    
    3.58 +
    3.59 +    /// \e
    3.60 +    LpSoplex();
    3.61 +    /// \e
    3.62 +    ~LpSoplex();
    3.63 +
    3.64 +  protected:
    3.65 +
    3.66 +    virtual LpSolverBase &_newLp();
    3.67 +    virtual LpSolverBase &_copyLp();
    3.68 +
    3.69 +    virtual int _addCol();
    3.70 +    virtual int _addRow();
    3.71 +    virtual void _eraseCol(int i);
    3.72 +    virtual void _eraseRow(int i);
    3.73 +    virtual void _getColName(int col,       std::string & name);
    3.74 +    virtual void _setColName(int col, const std::string & name);
    3.75 +    virtual void _setRowCoeffs(int i, LpRowIterator b, LpRowIterator e);
    3.76 +    virtual void _setColCoeffs(int i, LpColIterator b, LpColIterator e);
    3.77 +    virtual void _setCoeff(int row, int col, Value value);
    3.78 +    virtual void _setColLowerBound(int i, Value value);
    3.79 +    virtual void _setColUpperBound(int i, Value value);
    3.80 +    virtual void _setRowBounds(int i, Value lower, Value upper);
    3.81 +    virtual void _setObjCoeff(int i, Value obj_coef);
    3.82 +    virtual void _clearObj();
    3.83 +    
    3.84 +    virtual SolveExitStatus _solve();
    3.85 +    virtual Value _getPrimal(int i);
    3.86 +    virtual Value _getDual(int i);
    3.87 +    virtual Value _getPrimalValue();
    3.88 +    virtual bool _isBasicCol(int i);
    3.89 +    
    3.90 +    virtual SolutionStatus _getPrimalStatus();
    3.91 +    virtual SolutionStatus _getDualStatus();
    3.92 +    virtual ProblemTypes _getProblemType();
    3.93 +
    3.94 +    
    3.95 +    virtual void _setMax();
    3.96 +    virtual void _setMin();
    3.97 +
    3.98 +  };
    3.99 +} //END OF NAMESPACE LEMON
   3.100 +
   3.101 +#endif //LEMON_LP_SOPLEX_H
   3.102 +
     4.1 --- /dev/null	Thu Jan 01 00:00:00 1970 +0000
     4.2 +++ b/m4/lx_check_soplex.m4	Wed Nov 29 17:30:21 2006 +0000
     4.3 @@ -0,0 +1,71 @@
     4.4 +AC_DEFUN([LX_CHECK_SOPLEX],
     4.5 +[
     4.6 +  AC_ARG_WITH([soplex],
     4.7 +AS_HELP_STRING([--with-soplex@<:@=PREFIX@:>@], [search for SOPLEX under PREFIX or under the default search paths if PREFIX is not given @<:@default@:>@])
     4.8 +AS_HELP_STRING([--without-soplex], [disable checking for SOPLEX]),
     4.9 +              [], [with_soplex=yes])
    4.10 +
    4.11 +  AC_ARG_WITH([soplex-includedir],
    4.12 +AS_HELP_STRING([--with-soplex-includedir=DIR], [search for SOPLEX headers in DIR]),
    4.13 +              [], [with_soplex_includedir=no])
    4.14 +
    4.15 +  AC_ARG_WITH([soplex-libdir],
    4.16 +AS_HELP_STRING([--with-soplex-libdir=DIR], [search for SOPLEX libraries in DIR]),
    4.17 +              [], [with_soplex_libdir=no])
    4.18 +
    4.19 +  lx_soplex_found=no
    4.20 +  if test x"$with_soplex" != x"no"; then
    4.21 +    AC_MSG_CHECKING([for SOPLEX])
    4.22 +
    4.23 +    if test x"$with_soplex_includedir" != x"no"; then
    4.24 +      SOPLEX_CFLAGS="-I$with_soplex_includedir"
    4.25 +    elif test x"$with_soplex" != x"yes"; then
    4.26 +      SOPLEX_CFLAGS="-I$with_soplex/include"
    4.27 +    fi
    4.28 +
    4.29 +    if test x"$with_soplex_libdir" != x"no"; then
    4.30 +      SOPLEX_LDFLAGS="-L$with_soplex_libdir"
    4.31 +    elif test x"$with_soplex" != x"yes"; then
    4.32 +      SOPLEX_LDFLAGS="-L$with_soplex/lib"
    4.33 +    fi
    4.34 +    SOPLEX_LIBS="-lsoplex -lz"
    4.35 +
    4.36 +    lx_save_cxxflags="$CXXFLAGS"
    4.37 +    lx_save_ldflags="$LDFLAGS"
    4.38 +    lx_save_libs="$LIBS"
    4.39 +    CXXFLAGS="$SOPLEX_CFLAGS"
    4.40 +    LDFLAGS="$SOPLEX_LDFLAGS"
    4.41 +    LIBS="$SOPLEX_LIBS"
    4.42 +
    4.43 +    lx_soplex_test_prog='
    4.44 +      #include <soplex/soplex.h>
    4.45 +
    4.46 +      int main(int argc, char* argv[])
    4.47 +      {
    4.48 +        soplex::SoPlex soplex;
    4.49 +        return 0;
    4.50 +      }'
    4.51 +
    4.52 +    AC_LANG_PUSH(C++)
    4.53 +    AC_LINK_IFELSE([$lx_soplex_test_prog], [lx_soplex_found=yes], [lx_soplex_found=no])
    4.54 +    AC_LANG_POP(C++)
    4.55 +
    4.56 +    CXXFLAGS="$lx_save_cxxflags"
    4.57 +    LDFLAGS="$lx_save_ldflags"
    4.58 +    LIBS="$lx_save_libs"
    4.59 +
    4.60 +    if test x"$lx_soplex_found" = x"yes"; then
    4.61 +      AC_DEFINE([HAVE_SOPLEX], [1], [Define to 1 if you have SOPLEX.])
    4.62 +      AC_MSG_RESULT([yes])
    4.63 +    else
    4.64 +      SOPLEX_CFLAGS=""
    4.65 +      SOPLEX_LDFLAGS=""
    4.66 +      SOPLEX_LIBS=""
    4.67 +      AC_MSG_RESULT([no])
    4.68 +    fi
    4.69 +  fi
    4.70 +  SOPLEX_LIBS="$SOPLEX_LDFLAGS $SOPLEX_LIBS"
    4.71 +  AC_SUBST(SOPLEX_CFLAGS)
    4.72 +  AC_SUBST(SOPLEX_LIBS)
    4.73 +  AM_CONDITIONAL([HAVE_SOPLEX], [test x"$lx_soplex_found" = x"yes"])
    4.74 +])