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/* -*- mode: C++; indent-tabs-mode: nil; -*-
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*
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* This file is a part of LEMON, a generic C++ optimization library.
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*
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alpar@935
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* Copyright (C) 2003-2011
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* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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* (Egervary Research Group on Combinatorial Optimization, EGRES).
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*
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* Permission to use, modify and distribute this software is granted
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* provided that this copyright notice appears in all copies. For
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* precise terms see the accompanying LICENSE file.
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*
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* This software is provided "AS IS" with no warranty of any kind,
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* express or implied, and with no claim as to its suitability for any
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* purpose.
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*
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*/
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#include <sstream>
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#include <lemon/lp_skeleton.h>
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#include "test_tools.h"
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#include <lemon/tolerance.h>
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#include <lemon/config.h>
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ladanyi@627
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#ifdef LEMON_HAVE_GLPK
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alpar@461
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#include <lemon/glpk.h>
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#endif
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ladanyi@627
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#ifdef LEMON_HAVE_CPLEX
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alpar@461
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#include <lemon/cplex.h>
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#endif
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ladanyi@627
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#ifdef LEMON_HAVE_SOPLEX
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alpar@461
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#include <lemon/soplex.h>
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#endif
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ladanyi@627
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#ifdef LEMON_HAVE_CLP
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alpar@461
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#include <lemon/clp.h>
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#endif
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using namespace lemon;
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void lpTest(LpSolver& lp)
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{
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typedef LpSolver LP;
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std::vector<LP::Col> x(10);
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// for(int i=0;i<10;i++) x.push_back(lp.addCol());
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lp.addColSet(x);
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lp.colLowerBound(x,1);
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lp.colUpperBound(x,1);
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lp.colBounds(x,1,2);
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std::vector<LP::Col> y(10);
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lp.addColSet(y);
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lp.colLowerBound(y,1);
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lp.colUpperBound(y,1);
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lp.colBounds(y,1,2);
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std::map<int,LP::Col> z;
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z.insert(std::make_pair(12,INVALID));
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z.insert(std::make_pair(2,INVALID));
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z.insert(std::make_pair(7,INVALID));
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z.insert(std::make_pair(5,INVALID));
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lp.addColSet(z);
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lp.colLowerBound(z,1);
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lp.colUpperBound(z,1);
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lp.colBounds(z,1,2);
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{
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LP::Expr e,f,g;
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LP::Col p1,p2,p3,p4,p5;
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LP::Constr c;
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p1=lp.addCol();
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p2=lp.addCol();
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p3=lp.addCol();
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p4=lp.addCol();
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p5=lp.addCol();
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e[p1]=2;
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*e=12;
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e[p1]+=2;
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*e+=12;
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e[p1]-=2;
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*e-=12;
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e=2;
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e=2.2;
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e=p1;
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e=f;
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e+=2;
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e+=2.2;
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e+=p1;
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e+=f;
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e-=2;
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e-=2.2;
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e-=p1;
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e-=f;
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e*=2;
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e*=2.2;
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e/=2;
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e/=2.2;
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e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
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(f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
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(f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
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2.2*f+f*2.2+f/2.2+
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2*f+f*2+f/2+
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2.2*p1+p1*2.2+p1/2.2+
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2*p1+p1*2+p1/2
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);
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c = (e <= f );
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c = (e <= 2.2);
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c = (e <= 2 );
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c = (e <= p1 );
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c = (2.2<= f );
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c = (2 <= f );
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c = (p1 <= f );
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c = (p1 <= p2 );
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c = (p1 <= 2.2);
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c = (p1 <= 2 );
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c = (2.2<= p2 );
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c = (2 <= p2 );
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c = (e >= f );
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c = (e >= 2.2);
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c = (e >= 2 );
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c = (e >= p1 );
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c = (2.2>= f );
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c = (2 >= f );
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deba@458
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c = (p1 >= f );
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deba@458
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c = (p1 >= p2 );
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c = (p1 >= 2.2);
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c = (p1 >= 2 );
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c = (2.2>= p2 );
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c = (2 >= p2 );
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c = (e == f );
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c = (e == 2.2);
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c = (e == 2 );
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c = (e == p1 );
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c = (2.2== f );
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c = (2 == f );
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c = (p1 == f );
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deba@458
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//c = (p1 == p2 );
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c = (p1 == 2.2);
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c = (p1 == 2 );
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c = (2.2== p2 );
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c = (2 == p2 );
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alpar@460
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c = ((2 <= e) <= 3);
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alpar@460
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c = ((2 <= p1) <= 3);
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c = ((2 >= e) >= 3);
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c = ((2 >= p1) >= 3);
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retvari@932
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{ //Tests for #430
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retvari@932
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LP::Col v=lp.addCol();
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retvari@932
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LP::Constr c = v >= -3;
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retvari@932
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c = c <= 4;
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retvari@932
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LP::Constr c2;
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retvari@932
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c2 = -3 <= v <= 4;
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retvari@932
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}
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retvari@932
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e[x[3]]=2;
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e[x[3]]=4;
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e[x[3]]=1;
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*e=12;
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deba@459
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lp.addRow(-LP::INF,e,23);
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deba@459
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lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
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lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
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deba@458
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deba@458
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lp.addRow(x[1]+x[3]<=x[5]-3);
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alpar@460
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lp.addRow((-7<=x[1]+x[3]-12)<=3);
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lp.addRow(x[1]<=x[5]);
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deba@458
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deba@458
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std::ostringstream buf;
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deba@458
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deba@458
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deba@458
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e=((p1+p2)+(p1-0.99*p2));
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deba@458
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//e.prettyPrint(std::cout);
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//(e<=2).prettyPrint(std::cout);
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double tolerance=0.001;
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deba@458
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e.simplify(tolerance);
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deba@458
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buf << "Coeff. of p2 should be 0.01";
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deba@458
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check(e[p2]>0, buf.str());
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deba@458
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deba@458
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tolerance=0.02;
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deba@458
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e.simplify(tolerance);
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deba@458
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buf << "Coeff. of p2 should be 0";
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deba@459
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check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
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deba@458
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alpar@540
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//Test for clone/new
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alpar@540
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LP* lpnew = lp.newSolver();
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alpar@540
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LP* lpclone = lp.cloneSolver();
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alpar@540
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delete lpnew;
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alpar@540
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delete lpclone;
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deba@458
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deba@458
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}
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deba@458
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deba@458
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{
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deba@458
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LP::DualExpr e,f,g;
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deba@458
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LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,
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deba@458
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p4 = INVALID, p5 = INVALID;
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deba@458
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deba@458
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e[p1]=2;
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deba@458
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e[p1]+=2;
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deba@458
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e[p1]-=2;
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deba@458
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deba@458
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e=p1;
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deba@458
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e=f;
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deba@458
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deba@458
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e+=p1;
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deba@458
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e+=f;
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deba@458
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deba@458
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e-=p1;
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deba@458
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e-=f;
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deba@458
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deba@458
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e*=2;
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deba@458
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e*=2.2;
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deba@458
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e/=2;
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deba@458
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e/=2.2;
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deba@458
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deba@458
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e=((p1+p2)+(p1-p2)+
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deba@458
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(p1+f)+(f+p1)+(f+g)+
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deba@458
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(p1-f)+(f-p1)+(f-g)+
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deba@458
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2.2*f+f*2.2+f/2.2+
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deba@458
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241 |
2*f+f*2+f/2+
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deba@458
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242 |
2.2*p1+p1*2.2+p1/2.2+
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deba@458
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2*p1+p1*2+p1/2
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deba@458
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);
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deba@458
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245 |
}
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deba@458
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246 |
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deba@458
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247 |
}
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deba@458
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248 |
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deba@459
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249 |
void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
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deba@458
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double exp_opt) {
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deba@458
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251 |
using std::string;
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deba@458
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252 |
lp.solve();
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deba@459
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deba@458
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254 |
std::ostringstream buf;
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deba@459
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buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
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deba@458
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256 |
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deba@459
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257 |
check(lp.primalType()==stat, buf.str());
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deba@458
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258 |
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deba@459
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259 |
if (stat == LpSolver::OPTIMAL) {
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deba@458
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260 |
std::ostringstream sbuf;
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alpar@540
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261 |
sbuf << "Wrong optimal value (" << lp.primal() <<") with "
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alpar@540
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262 |
<< lp.solverName() <<"\n the right optimum is " << exp_opt;
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deba@459
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263 |
check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
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deba@458
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264 |
}
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deba@458
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265 |
}
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deba@458
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266 |
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deba@459
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267 |
void aTest(LpSolver & lp)
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deba@458
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{
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deba@459
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269 |
typedef LpSolver LP;
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deba@458
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270 |
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deba@458
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271 |
//The following example is very simple
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deba@458
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272 |
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deba@459
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273 |
typedef LpSolver::Row Row;
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deba@459
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274 |
typedef LpSolver::Col Col;
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deba@458
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275 |
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deba@458
|
276 |
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deba@458
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277 |
Col x1 = lp.addCol();
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deba@458
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278 |
Col x2 = lp.addCol();
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deba@458
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279 |
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deba@458
|
280 |
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deba@458
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281 |
//Constraints
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deba@459
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282 |
Row upright=lp.addRow(x1+2*x2 <=1);
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deba@458
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283 |
lp.addRow(x1+x2 >=-1);
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deba@458
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284 |
lp.addRow(x1-x2 <=1);
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deba@458
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285 |
lp.addRow(x1-x2 >=-1);
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deba@458
|
286 |
//Nonnegativity of the variables
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deba@458
|
287 |
lp.colLowerBound(x1, 0);
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deba@458
|
288 |
lp.colLowerBound(x2, 0);
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deba@458
|
289 |
//Objective function
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deba@458
|
290 |
lp.obj(x1+x2);
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deba@458
|
291 |
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deba@459
|
292 |
lp.sense(lp.MAX);
|
deba@458
|
293 |
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deba@458
|
294 |
//Testing the problem retrieving routines
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deba@458
|
295 |
check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
|
deba@459
|
296 |
check(lp.sense() == lp.MAX,"This is a maximization!");
|
deba@458
|
297 |
check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
|
deba@459
|
298 |
check(lp.colLowerBound(x1)==0,
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deba@459
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299 |
"The lower bound for variable x1 should be 0.");
|
deba@459
|
300 |
check(lp.colUpperBound(x1)==LpSolver::INF,
|
deba@459
|
301 |
"The upper bound for variable x1 should be infty.");
|
deba@459
|
302 |
check(lp.rowLowerBound(upright) == -LpSolver::INF,
|
deba@459
|
303 |
"The lower bound for the first row should be -infty.");
|
deba@459
|
304 |
check(lp.rowUpperBound(upright)==1,
|
deba@459
|
305 |
"The upper bound for the first row should be 1.");
|
deba@459
|
306 |
LpSolver::Expr e = lp.row(upright);
|
deba@459
|
307 |
check(e[x1] == 1, "The first coefficient should 1.");
|
deba@459
|
308 |
check(e[x2] == 2, "The second coefficient should 1.");
|
deba@458
|
309 |
|
deba@459
|
310 |
lp.row(upright, x1+x2 <=1);
|
deba@459
|
311 |
e = lp.row(upright);
|
deba@459
|
312 |
check(e[x1] == 1, "The first coefficient should 1.");
|
deba@459
|
313 |
check(e[x2] == 1, "The second coefficient should 1.");
|
deba@459
|
314 |
|
deba@459
|
315 |
LpSolver::DualExpr de = lp.col(x1);
|
deba@458
|
316 |
check( de[upright] == 1, "The first coefficient should 1.");
|
deba@458
|
317 |
|
deba@459
|
318 |
LpSolver* clp = lp.cloneSolver();
|
deba@458
|
319 |
|
deba@458
|
320 |
//Testing the problem retrieving routines
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deba@458
|
321 |
check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
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deba@459
|
322 |
check(clp->sense() == clp->MAX,"This is a maximization!");
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deba@458
|
323 |
check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
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deba@458
|
324 |
// std::cout<<lp.colLowerBound(x1)<<std::endl;
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deba@459
|
325 |
check(clp->colLowerBound(x1)==0,
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deba@459
|
326 |
"The lower bound for variable x1 should be 0.");
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deba@459
|
327 |
check(clp->colUpperBound(x1)==LpSolver::INF,
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deba@459
|
328 |
"The upper bound for variable x1 should be infty.");
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deba@458
|
329 |
|
deba@459
|
330 |
check(lp.rowLowerBound(upright)==-LpSolver::INF,
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deba@459
|
331 |
"The lower bound for the first row should be -infty.");
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deba@459
|
332 |
check(lp.rowUpperBound(upright)==1,
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deba@459
|
333 |
"The upper bound for the first row should be 1.");
|
deba@458
|
334 |
e = clp->row(upright);
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deba@459
|
335 |
check(e[x1] == 1, "The first coefficient should 1.");
|
deba@459
|
336 |
check(e[x2] == 1, "The second coefficient should 1.");
|
deba@458
|
337 |
|
deba@458
|
338 |
de = clp->col(x1);
|
deba@459
|
339 |
check(de[upright] == 1, "The first coefficient should 1.");
|
deba@458
|
340 |
|
deba@458
|
341 |
delete clp;
|
deba@458
|
342 |
|
deba@458
|
343 |
//Maximization of x1+x2
|
deba@458
|
344 |
//over the triangle with vertices (0,0) (0,1) (1,0)
|
deba@458
|
345 |
double expected_opt=1;
|
deba@459
|
346 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
|
deba@458
|
347 |
|
deba@458
|
348 |
//Minimization
|
deba@459
|
349 |
lp.sense(lp.MIN);
|
deba@458
|
350 |
expected_opt=0;
|
deba@459
|
351 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
|
deba@458
|
352 |
|
deba@458
|
353 |
//Vertex (-1,0) instead of (0,0)
|
deba@459
|
354 |
lp.colLowerBound(x1, -LpSolver::INF);
|
deba@458
|
355 |
expected_opt=-1;
|
deba@459
|
356 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
|
deba@458
|
357 |
|
deba@458
|
358 |
//Erase one constraint and return to maximization
|
deba@459
|
359 |
lp.erase(upright);
|
deba@459
|
360 |
lp.sense(lp.MAX);
|
deba@459
|
361 |
expected_opt=LpSolver::INF;
|
deba@459
|
362 |
solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
|
deba@458
|
363 |
|
deba@458
|
364 |
//Infeasibilty
|
deba@458
|
365 |
lp.addRow(x1+x2 <=-2);
|
deba@459
|
366 |
solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
|
deba@458
|
367 |
|
deba@458
|
368 |
}
|
deba@458
|
369 |
|
alpar@540
|
370 |
template<class LP>
|
alpar@540
|
371 |
void cloneTest()
|
alpar@540
|
372 |
{
|
alpar@540
|
373 |
//Test for clone/new
|
deba@551
|
374 |
|
alpar@540
|
375 |
LP* lp = new LP();
|
alpar@540
|
376 |
LP* lpnew = lp->newSolver();
|
alpar@540
|
377 |
LP* lpclone = lp->cloneSolver();
|
alpar@540
|
378 |
delete lp;
|
alpar@540
|
379 |
delete lpnew;
|
alpar@540
|
380 |
delete lpclone;
|
alpar@540
|
381 |
}
|
alpar@540
|
382 |
|
deba@458
|
383 |
int main()
|
deba@458
|
384 |
{
|
deba@458
|
385 |
LpSkeleton lp_skel;
|
deba@458
|
386 |
lpTest(lp_skel);
|
deba@458
|
387 |
|
ladanyi@627
|
388 |
#ifdef LEMON_HAVE_GLPK
|
deba@459
|
389 |
{
|
alpar@462
|
390 |
GlpkLp lp_glpk1,lp_glpk2;
|
deba@459
|
391 |
lpTest(lp_glpk1);
|
deba@459
|
392 |
aTest(lp_glpk2);
|
alpar@540
|
393 |
cloneTest<GlpkLp>();
|
deba@459
|
394 |
}
|
deba@458
|
395 |
#endif
|
deba@458
|
396 |
|
ladanyi@627
|
397 |
#ifdef LEMON_HAVE_CPLEX
|
deba@459
|
398 |
try {
|
alpar@462
|
399 |
CplexLp lp_cplex1,lp_cplex2;
|
deba@459
|
400 |
lpTest(lp_cplex1);
|
deba@459
|
401 |
aTest(lp_cplex2);
|
deba@551
|
402 |
cloneTest<CplexLp>();
|
deba@459
|
403 |
} catch (CplexEnv::LicenseError& error) {
|
deba@459
|
404 |
check(false, error.what());
|
deba@459
|
405 |
}
|
deba@458
|
406 |
#endif
|
deba@458
|
407 |
|
ladanyi@627
|
408 |
#ifdef LEMON_HAVE_SOPLEX
|
deba@459
|
409 |
{
|
alpar@462
|
410 |
SoplexLp lp_soplex1,lp_soplex2;
|
deba@459
|
411 |
lpTest(lp_soplex1);
|
deba@459
|
412 |
aTest(lp_soplex2);
|
alpar@540
|
413 |
cloneTest<SoplexLp>();
|
deba@459
|
414 |
}
|
deba@459
|
415 |
#endif
|
deba@459
|
416 |
|
ladanyi@627
|
417 |
#ifdef LEMON_HAVE_CLP
|
deba@459
|
418 |
{
|
alpar@462
|
419 |
ClpLp lp_clp1,lp_clp2;
|
deba@459
|
420 |
lpTest(lp_clp1);
|
deba@459
|
421 |
aTest(lp_clp2);
|
alpar@540
|
422 |
cloneTest<ClpLp>();
|
deba@459
|
423 |
}
|
deba@458
|
424 |
#endif
|
deba@458
|
425 |
|
deba@458
|
426 |
return 0;
|
deba@458
|
427 |
}
|