lemon/lp_base.h
author Alpar Juttner <alpar@cs.elte.hu>
Mon, 01 Mar 2010 07:51:45 +0100
changeset 850 e77b621e6e7e
parent 786 e20173729589
child 877 141f9c0db4a3
permissions -rw-r--r--
Configurable glpk prefix in ./scripts/bootstrap.sh and ...
unneeded solver backends are explicitely switched off with --without-*
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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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 * Copyright (C) 2003-2008
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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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#ifndef LEMON_LP_BASE_H
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#define LEMON_LP_BASE_H
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#include<iostream>
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#include<vector>
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#include<map>
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#include<limits>
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#include<lemon/math.h>
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#include<lemon/error.h>
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#include<lemon/assert.h>
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#include<lemon/core.h>
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#include<lemon/bits/solver_bits.h>
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///\file
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///\brief The interface of the LP solver interface.
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///\ingroup lp_group
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namespace lemon {
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  ///Common base class for LP and MIP solvers
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  ///Usually this class is not used directly, please use one of the concrete
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  ///implementations of the solver interface.
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  ///\ingroup lp_group
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  class LpBase {
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  protected:
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    _solver_bits::VarIndex rows;
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    _solver_bits::VarIndex cols;
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  public:
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    ///Possible outcomes of an LP solving procedure
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    enum SolveExitStatus {
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      /// = 0. It means that the problem has been successfully solved: either
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      ///an optimal solution has been found or infeasibility/unboundedness
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      ///has been proved.
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      SOLVED = 0,
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      /// = 1. Any other case (including the case when some user specified
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      ///limit has been exceeded).
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      UNSOLVED = 1
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    };
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    ///Direction of the optimization
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    enum Sense {
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      /// Minimization
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      MIN,
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      /// Maximization
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      MAX
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    };
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    ///Enum for \c messageLevel() parameter
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    enum MessageLevel {
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      /// No output (default value).
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      MESSAGE_NOTHING,
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      /// Error messages only.
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      MESSAGE_ERROR,
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      /// Warnings.
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      MESSAGE_WARNING,
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      /// Normal output.
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      MESSAGE_NORMAL,
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      /// Verbose output.
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      MESSAGE_VERBOSE
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    };
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    ///The floating point type used by the solver
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    typedef double Value;
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    ///The infinity constant
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    static const Value INF;
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    ///The not a number constant
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    static const Value NaN;
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    friend class Col;
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    friend class ColIt;
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    friend class Row;
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    friend class RowIt;
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    ///Refer to a column of the LP.
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    ///This type is used to refer to a column of the LP.
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    ///
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    ///Its value remains valid and correct even after the addition or erase of
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    ///other columns.
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    ///
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    ///\note This class is similar to other Item types in LEMON, like
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    ///Node and Arc types in digraph.
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    class Col {
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      friend class LpBase;
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    protected:
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      int _id;
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      explicit Col(int id) : _id(id) {}
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    public:
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      typedef Value ExprValue;
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      typedef True LpCol;
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      /// Default constructor
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      /// \warning The default constructor sets the Col to an
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      /// undefined value.
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      Col() {}
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      /// Invalid constructor \& conversion.
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      /// This constructor initializes the Col to be invalid.
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      /// \sa Invalid for more details.      
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      Col(const Invalid&) : _id(-1) {}
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      /// Equality operator
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      /// Two \ref Col "Col"s are equal if and only if they point to
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      /// the same LP column or both are invalid.
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      bool operator==(Col c) const  {return _id == c._id;}
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      /// Inequality operator
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      /// \sa operator==(Col c)
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      ///
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      bool operator!=(Col c) const  {return _id != c._id;}
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      /// Artificial ordering operator.
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      /// To allow the use of this object in std::map or similar
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      /// associative container we require this.
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      ///
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      /// \note This operator only have to define some strict ordering of
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      /// the items; this order has nothing to do with the iteration
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      /// ordering of the items.
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      bool operator<(Col c) const  {return _id < c._id;}
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    };
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    ///Iterator for iterate over the columns of an LP problem
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    /// Its usage is quite simple, for example, you can count the number
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    /// of columns in an LP \c lp:
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    ///\code
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    /// int count=0;
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    /// for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count;
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    ///\endcode
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    class ColIt : public Col {
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      const LpBase *_solver;
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    public:
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      /// Default constructor
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      /// \warning The default constructor sets the iterator
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      /// to an undefined value.
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      ColIt() {}
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      /// Sets the iterator to the first Col
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      /// Sets the iterator to the first Col.
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      ///
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      ColIt(const LpBase &solver) : _solver(&solver)
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      {
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        _solver->cols.firstItem(_id);
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      }
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      /// Invalid constructor \& conversion
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      /// Initialize the iterator to be invalid.
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      /// \sa Invalid for more details.
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      ColIt(const Invalid&) : Col(INVALID) {}
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      /// Next column
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      /// Assign the iterator to the next column.
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      ///
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      ColIt &operator++()
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      {
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        _solver->cols.nextItem(_id);
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        return *this;
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      }
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    };
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    /// \brief Returns the ID of the column.
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    static int id(const Col& col) { return col._id; }
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    /// \brief Returns the column with the given ID.
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    ///
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    /// \pre The argument should be a valid column ID in the LP problem.
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    static Col colFromId(int id) { return Col(id); }
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    ///Refer to a row of the LP.
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    ///This type is used to refer to a row of the LP.
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    ///
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    ///Its value remains valid and correct even after the addition or erase of
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    ///other rows.
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    ///
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    ///\note This class is similar to other Item types in LEMON, like
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    ///Node and Arc types in digraph.
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    class Row {
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      friend class LpBase;
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    protected:
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      int _id;
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      explicit Row(int id) : _id(id) {}
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    public:
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      typedef Value ExprValue;
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      typedef True LpRow;
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      /// Default constructor
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      /// \warning The default constructor sets the Row to an
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      /// undefined value.
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      Row() {}
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      /// Invalid constructor \& conversion.
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      /// This constructor initializes the Row to be invalid.
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      /// \sa Invalid for more details.      
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      Row(const Invalid&) : _id(-1) {}
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      /// Equality operator
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      /// Two \ref Row "Row"s are equal if and only if they point to
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      /// the same LP row or both are invalid.
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      bool operator==(Row r) const  {return _id == r._id;}
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      /// Inequality operator
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      /// \sa operator==(Row r)
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      ///
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      bool operator!=(Row r) const  {return _id != r._id;}
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      /// Artificial ordering operator.
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      /// To allow the use of this object in std::map or similar
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      /// associative container we require this.
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      ///
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      /// \note This operator only have to define some strict ordering of
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      /// the items; this order has nothing to do with the iteration
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      /// ordering of the items.
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      bool operator<(Row r) const  {return _id < r._id;}
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    };
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    ///Iterator for iterate over the rows of an LP problem
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    /// Its usage is quite simple, for example, you can count the number
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    /// of rows in an LP \c lp:
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    ///\code
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    /// int count=0;
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    /// for (LpBase::RowIt c(lp); c!=INVALID; ++c) ++count;
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    ///\endcode
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    class RowIt : public Row {
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      const LpBase *_solver;
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    public:
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      /// Default constructor
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      /// \warning The default constructor sets the iterator
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      /// to an undefined value.
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      RowIt() {}
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      /// Sets the iterator to the first Row
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      /// Sets the iterator to the first Row.
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      ///
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      RowIt(const LpBase &solver) : _solver(&solver)
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      {
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        _solver->rows.firstItem(_id);
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      }
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      /// Invalid constructor \& conversion
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      /// Initialize the iterator to be invalid.
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      /// \sa Invalid for more details.
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      RowIt(const Invalid&) : Row(INVALID) {}
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      /// Next row
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      /// Assign the iterator to the next row.
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      ///
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      RowIt &operator++()
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      {
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        _solver->rows.nextItem(_id);
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        return *this;
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      }
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    };
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    /// \brief Returns the ID of the row.
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    static int id(const Row& row) { return row._id; }
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    /// \brief Returns the row with the given ID.
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    ///
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    /// \pre The argument should be a valid row ID in the LP problem.
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    static Row rowFromId(int id) { return Row(id); }
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  public:
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    ///Linear expression of variables and a constant component
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    ///This data structure stores a linear expression of the variables
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    ///(\ref Col "Col"s) and also has a constant component.
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    ///
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    ///There are several ways to access and modify the contents of this
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    ///container.
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    ///\code
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    ///e[v]=5;
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    ///e[v]+=12;
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    ///e.erase(v);
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    ///\endcode
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    ///or you can also iterate through its elements.
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    ///\code
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    ///double s=0;
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    ///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i)
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    ///  s+=*i * primal(i);
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    ///\endcode
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    ///(This code computes the primal value of the expression).
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    ///- Numbers (<tt>double</tt>'s)
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    ///and variables (\ref Col "Col"s) directly convert to an
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    ///\ref Expr and the usual linear operations are defined, so
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    ///\code
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    ///v+w
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    ///2*v-3.12*(v-w/2)+2
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    ///v*2.1+(3*v+(v*12+w+6)*3)/2
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    ///\endcode
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    ///are valid expressions.
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    ///The usual assignment operations are also defined.
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    ///\code
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    ///e=v+w;
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    ///e+=2*v-3.12*(v-w/2)+2;
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    ///e*=3.4;
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    ///e/=5;
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    ///\endcode
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    ///- The constant member can be set and read by dereference
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    ///  operator (unary *)
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    ///
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    ///\code
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    ///*e=12;
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    ///double c=*e;
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    ///\endcode
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    ///
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    ///\sa Constr
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    class Expr {
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      friend class LpBase;
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    public:
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      /// The key type of the expression
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      typedef LpBase::Col Key;
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      /// The value type of the expression
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      typedef LpBase::Value Value;
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    protected:
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      Value const_comp;
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      std::map<int, Value> comps;
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    public:
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      typedef True SolverExpr;
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      /// Default constructor
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      /// Construct an empty expression, the coefficients and
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      /// the constant component are initialized to zero.
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      Expr() : const_comp(0) {}
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      /// Construct an expression from a column
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      /// Construct an expression, which has a term with \c c variable
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      /// and 1.0 coefficient.
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      Expr(const Col &c) : const_comp(0) {
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        typedef std::map<int, Value>::value_type pair_type;
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        comps.insert(pair_type(id(c), 1));
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      }
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      /// Construct an expression from a constant
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      /// Construct an expression, which's constant component is \c v.
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      ///
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      Expr(const Value &v) : const_comp(v) {}
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      /// Returns the coefficient of the column
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      Value operator[](const Col& c) const {
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        std::map<int, Value>::const_iterator it=comps.find(id(c));
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        if (it != comps.end()) {
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          return it->second;
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        } else {
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          return 0;
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        }
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      }
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      /// Returns the coefficient of the column
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      Value& operator[](const Col& c) {
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        return comps[id(c)];
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      }
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      /// Sets the coefficient of the column
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      void set(const Col &c, const Value &v) {
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        if (v != 0.0) {
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          typedef std::map<int, Value>::value_type pair_type;
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          comps.insert(pair_type(id(c), v));
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        } else {
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          comps.erase(id(c));
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        }
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      }
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      /// Returns the constant component of the expression
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      Value& operator*() { return const_comp; }
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      /// Returns the constant component of the expression
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      const Value& operator*() const { return const_comp; }
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      /// \brief Removes the coefficients which's absolute value does
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      /// not exceed \c epsilon. It also sets to zero the constant
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      /// component, if it does not exceed epsilon in absolute value.
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      void simplify(Value epsilon = 0.0) {
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        std::map<int, Value>::iterator it=comps.begin();
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        while (it != comps.end()) {
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          std::map<int, Value>::iterator jt=it;
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          ++jt;
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          if (std::fabs((*it).second) <= epsilon) comps.erase(it);
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          it=jt;
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        }
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        if (std::fabs(const_comp) <= epsilon) const_comp = 0;
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      }
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      void simplify(Value epsilon = 0.0) const {
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        const_cast<Expr*>(this)->simplify(epsilon);
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      }
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      ///Sets all coefficients and the constant component to 0.
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      void clear() {
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        comps.clear();
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        const_comp=0;
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   415
      }
deba@458
   416
deba@459
   417
      ///Compound assignment
deba@458
   418
      Expr &operator+=(const Expr &e) {
deba@459
   419
        for (std::map<int, Value>::const_iterator it=e.comps.begin();
deba@459
   420
             it!=e.comps.end(); ++it)
deba@459
   421
          comps[it->first]+=it->second;
deba@458
   422
        const_comp+=e.const_comp;
deba@458
   423
        return *this;
deba@458
   424
      }
deba@459
   425
      ///Compound assignment
deba@458
   426
      Expr &operator-=(const Expr &e) {
deba@459
   427
        for (std::map<int, Value>::const_iterator it=e.comps.begin();
deba@459
   428
             it!=e.comps.end(); ++it)
deba@459
   429
          comps[it->first]-=it->second;
deba@458
   430
        const_comp-=e.const_comp;
deba@458
   431
        return *this;
deba@458
   432
      }
deba@459
   433
      ///Multiply with a constant
deba@459
   434
      Expr &operator*=(const Value &v) {
deba@459
   435
        for (std::map<int, Value>::iterator it=comps.begin();
deba@459
   436
             it!=comps.end(); ++it)
deba@459
   437
          it->second*=v;
deba@459
   438
        const_comp*=v;
deba@458
   439
        return *this;
deba@458
   440
      }
deba@459
   441
      ///Division with a constant
deba@458
   442
      Expr &operator/=(const Value &c) {
deba@459
   443
        for (std::map<int, Value>::iterator it=comps.begin();
deba@459
   444
             it!=comps.end(); ++it)
deba@459
   445
          it->second/=c;
deba@458
   446
        const_comp/=c;
deba@458
   447
        return *this;
deba@458
   448
      }
deba@458
   449
deba@459
   450
      ///Iterator over the expression
deba@459
   451
      
deba@459
   452
      ///The iterator iterates over the terms of the expression. 
deba@459
   453
      /// 
deba@459
   454
      ///\code
deba@459
   455
      ///double s=0;
deba@459
   456
      ///for(LpBase::Expr::CoeffIt i(e);i!=INVALID;++i)
deba@459
   457
      ///  s+= *i * primal(i);
deba@459
   458
      ///\endcode
deba@459
   459
      class CoeffIt {
deba@459
   460
      private:
deba@459
   461
deba@459
   462
        std::map<int, Value>::iterator _it, _end;
deba@459
   463
deba@459
   464
      public:
deba@459
   465
deba@459
   466
        /// Sets the iterator to the first term
deba@459
   467
        
deba@459
   468
        /// Sets the iterator to the first term of the expression.
deba@459
   469
        ///
deba@459
   470
        CoeffIt(Expr& e)
deba@459
   471
          : _it(e.comps.begin()), _end(e.comps.end()){}
deba@459
   472
deba@459
   473
        /// Convert the iterator to the column of the term
deba@459
   474
        operator Col() const {
deba@459
   475
          return colFromId(_it->first);
deba@459
   476
        }
deba@459
   477
deba@459
   478
        /// Returns the coefficient of the term
deba@459
   479
        Value& operator*() { return _it->second; }
deba@459
   480
deba@459
   481
        /// Returns the coefficient of the term
deba@459
   482
        const Value& operator*() const { return _it->second; }
deba@459
   483
        /// Next term
deba@459
   484
        
deba@459
   485
        /// Assign the iterator to the next term.
deba@459
   486
        ///
deba@459
   487
        CoeffIt& operator++() { ++_it; return *this; }
deba@459
   488
deba@459
   489
        /// Equality operator
deba@459
   490
        bool operator==(Invalid) const { return _it == _end; }
deba@459
   491
        /// Inequality operator
deba@459
   492
        bool operator!=(Invalid) const { return _it != _end; }
deba@459
   493
      };
deba@459
   494
deba@459
   495
      /// Const iterator over the expression
deba@459
   496
      
deba@459
   497
      ///The iterator iterates over the terms of the expression. 
deba@459
   498
      /// 
deba@459
   499
      ///\code
deba@459
   500
      ///double s=0;
deba@459
   501
      ///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i)
deba@459
   502
      ///  s+=*i * primal(i);
deba@459
   503
      ///\endcode
deba@459
   504
      class ConstCoeffIt {
deba@459
   505
      private:
deba@459
   506
deba@459
   507
        std::map<int, Value>::const_iterator _it, _end;
deba@459
   508
deba@459
   509
      public:
deba@459
   510
deba@459
   511
        /// Sets the iterator to the first term
deba@459
   512
        
deba@459
   513
        /// Sets the iterator to the first term of the expression.
deba@459
   514
        ///
deba@459
   515
        ConstCoeffIt(const Expr& e)
deba@459
   516
          : _it(e.comps.begin()), _end(e.comps.end()){}
deba@459
   517
deba@459
   518
        /// Convert the iterator to the column of the term
deba@459
   519
        operator Col() const {
deba@459
   520
          return colFromId(_it->first);
deba@459
   521
        }
deba@459
   522
deba@459
   523
        /// Returns the coefficient of the term
deba@459
   524
        const Value& operator*() const { return _it->second; }
deba@459
   525
deba@459
   526
        /// Next term
deba@459
   527
        
deba@459
   528
        /// Assign the iterator to the next term.
deba@459
   529
        ///
deba@459
   530
        ConstCoeffIt& operator++() { ++_it; return *this; }
deba@459
   531
deba@459
   532
        /// Equality operator
deba@459
   533
        bool operator==(Invalid) const { return _it == _end; }
deba@459
   534
        /// Inequality operator
deba@459
   535
        bool operator!=(Invalid) const { return _it != _end; }
deba@459
   536
      };
deba@459
   537
deba@458
   538
    };
deba@458
   539
deba@458
   540
    ///Linear constraint
deba@458
   541
deba@458
   542
    ///This data stucture represents a linear constraint in the LP.
deba@458
   543
    ///Basically it is a linear expression with a lower or an upper bound
deba@458
   544
    ///(or both). These parts of the constraint can be obtained by the member
deba@458
   545
    ///functions \ref expr(), \ref lowerBound() and \ref upperBound(),
deba@458
   546
    ///respectively.
deba@458
   547
    ///There are two ways to construct a constraint.
deba@458
   548
    ///- You can set the linear expression and the bounds directly
deba@458
   549
    ///  by the functions above.
deba@458
   550
    ///- The operators <tt>\<=</tt>, <tt>==</tt> and  <tt>\>=</tt>
deba@458
   551
    ///  are defined between expressions, or even between constraints whenever
deba@458
   552
    ///  it makes sense. Therefore if \c e and \c f are linear expressions and
deba@458
   553
    ///  \c s and \c t are numbers, then the followings are valid expressions
deba@458
   554
    ///  and thus they can be used directly e.g. in \ref addRow() whenever
deba@458
   555
    ///  it makes sense.
deba@458
   556
    ///\code
deba@458
   557
    ///  e<=s
deba@458
   558
    ///  e<=f
deba@458
   559
    ///  e==f
deba@458
   560
    ///  s<=e<=t
deba@458
   561
    ///  e>=t
deba@458
   562
    ///\endcode
deba@459
   563
    ///\warning The validity of a constraint is checked only at run
deba@459
   564
    ///time, so e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will
deba@459
   565
    ///compile, but will fail an assertion.
deba@458
   566
    class Constr
deba@458
   567
    {
deba@458
   568
    public:
deba@459
   569
      typedef LpBase::Expr Expr;
deba@458
   570
      typedef Expr::Key Key;
deba@458
   571
      typedef Expr::Value Value;
deba@458
   572
deba@458
   573
    protected:
deba@458
   574
      Expr _expr;
deba@458
   575
      Value _lb,_ub;
deba@458
   576
    public:
deba@458
   577
      ///\e
deba@458
   578
      Constr() : _expr(), _lb(NaN), _ub(NaN) {}
deba@458
   579
      ///\e
deba@459
   580
      Constr(Value lb, const Expr &e, Value ub) :
deba@458
   581
        _expr(e), _lb(lb), _ub(ub) {}
deba@458
   582
      Constr(const Expr &e) :
deba@458
   583
        _expr(e), _lb(NaN), _ub(NaN) {}
deba@458
   584
      ///\e
deba@458
   585
      void clear()
deba@458
   586
      {
deba@458
   587
        _expr.clear();
deba@458
   588
        _lb=_ub=NaN;
deba@458
   589
      }
deba@458
   590
deba@458
   591
      ///Reference to the linear expression
deba@458
   592
      Expr &expr() { return _expr; }
deba@458
   593
      ///Cont reference to the linear expression
deba@458
   594
      const Expr &expr() const { return _expr; }
deba@458
   595
      ///Reference to the lower bound.
deba@458
   596
deba@458
   597
      ///\return
deba@458
   598
      ///- \ref INF "INF": the constraint is lower unbounded.
deba@458
   599
      ///- \ref NaN "NaN": lower bound has not been set.
deba@458
   600
      ///- finite number: the lower bound
deba@458
   601
      Value &lowerBound() { return _lb; }
deba@458
   602
      ///The const version of \ref lowerBound()
deba@458
   603
      const Value &lowerBound() const { return _lb; }
deba@458
   604
      ///Reference to the upper bound.
deba@458
   605
deba@458
   606
      ///\return
deba@458
   607
      ///- \ref INF "INF": the constraint is upper unbounded.
deba@458
   608
      ///- \ref NaN "NaN": upper bound has not been set.
deba@458
   609
      ///- finite number: the upper bound
deba@458
   610
      Value &upperBound() { return _ub; }
deba@458
   611
      ///The const version of \ref upperBound()
deba@458
   612
      const Value &upperBound() const { return _ub; }
deba@458
   613
      ///Is the constraint lower bounded?
deba@458
   614
      bool lowerBounded() const {
alpar@511
   615
        return _lb != -INF && !isNaN(_lb);
deba@458
   616
      }
deba@458
   617
      ///Is the constraint upper bounded?
deba@458
   618
      bool upperBounded() const {
alpar@511
   619
        return _ub != INF && !isNaN(_ub);
deba@458
   620
      }
deba@458
   621
deba@458
   622
    };
deba@458
   623
deba@458
   624
    ///Linear expression of rows
deba@458
   625
deba@458
   626
    ///This data structure represents a column of the matrix,
deba@458
   627
    ///thas is it strores a linear expression of the dual variables
deba@458
   628
    ///(\ref Row "Row"s).
deba@458
   629
    ///
deba@458
   630
    ///There are several ways to access and modify the contents of this
deba@458
   631
    ///container.
deba@458
   632
    ///\code
deba@458
   633
    ///e[v]=5;
deba@458
   634
    ///e[v]+=12;
deba@458
   635
    ///e.erase(v);
deba@458
   636
    ///\endcode
deba@458
   637
    ///or you can also iterate through its elements.
deba@458
   638
    ///\code
deba@458
   639
    ///double s=0;
deba@459
   640
    ///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i)
deba@459
   641
    ///  s+=*i;
deba@458
   642
    ///\endcode
deba@458
   643
    ///(This code computes the sum of all coefficients).
deba@458
   644
    ///- Numbers (<tt>double</tt>'s)
deba@458
   645
    ///and variables (\ref Row "Row"s) directly convert to an
deba@458
   646
    ///\ref DualExpr and the usual linear operations are defined, so
deba@458
   647
    ///\code
deba@458
   648
    ///v+w
deba@458
   649
    ///2*v-3.12*(v-w/2)
deba@458
   650
    ///v*2.1+(3*v+(v*12+w)*3)/2
deba@458
   651
    ///\endcode
deba@459
   652
    ///are valid \ref DualExpr dual expressions.
deba@458
   653
    ///The usual assignment operations are also defined.
deba@458
   654
    ///\code
deba@458
   655
    ///e=v+w;
deba@458
   656
    ///e+=2*v-3.12*(v-w/2);
deba@458
   657
    ///e*=3.4;
deba@458
   658
    ///e/=5;
deba@458
   659
    ///\endcode
deba@458
   660
    ///
deba@458
   661
    ///\sa Expr
deba@459
   662
    class DualExpr {
deba@459
   663
      friend class LpBase;
deba@458
   664
    public:
deba@459
   665
      /// The key type of the expression
deba@459
   666
      typedef LpBase::Row Key;
deba@459
   667
      /// The value type of the expression
deba@459
   668
      typedef LpBase::Value Value;
deba@458
   669
deba@458
   670
    protected:
deba@459
   671
      std::map<int, Value> comps;
deba@458
   672
deba@458
   673
    public:
deba@459
   674
      typedef True SolverExpr;
deba@459
   675
      /// Default constructor
deba@459
   676
      
deba@459
   677
      /// Construct an empty expression, the coefficients are
deba@459
   678
      /// initialized to zero.
deba@459
   679
      DualExpr() {}
deba@459
   680
      /// Construct an expression from a row
deba@459
   681
deba@459
   682
      /// Construct an expression, which has a term with \c r dual
deba@459
   683
      /// variable and 1.0 coefficient.
deba@459
   684
      DualExpr(const Row &r) {
deba@459
   685
        typedef std::map<int, Value>::value_type pair_type;
deba@459
   686
        comps.insert(pair_type(id(r), 1));
deba@458
   687
      }
deba@459
   688
      /// Returns the coefficient of the row
deba@459
   689
      Value operator[](const Row& r) const {
deba@459
   690
        std::map<int, Value>::const_iterator it = comps.find(id(r));
deba@459
   691
        if (it != comps.end()) {
deba@459
   692
          return it->second;
deba@459
   693
        } else {
deba@459
   694
          return 0;
deba@459
   695
        }
deba@458
   696
      }
deba@459
   697
      /// Returns the coefficient of the row
deba@459
   698
      Value& operator[](const Row& r) {
deba@459
   699
        return comps[id(r)];
deba@459
   700
      }
deba@459
   701
      /// Sets the coefficient of the row
deba@459
   702
      void set(const Row &r, const Value &v) {
deba@459
   703
        if (v != 0.0) {
deba@459
   704
          typedef std::map<int, Value>::value_type pair_type;
deba@459
   705
          comps.insert(pair_type(id(r), v));
deba@459
   706
        } else {
deba@459
   707
          comps.erase(id(r));
deba@459
   708
        }
deba@459
   709
      }
deba@459
   710
      /// \brief Removes the coefficients which's absolute value does
deba@459
   711
      /// not exceed \c epsilon. 
deba@459
   712
      void simplify(Value epsilon = 0.0) {
deba@459
   713
        std::map<int, Value>::iterator it=comps.begin();
deba@459
   714
        while (it != comps.end()) {
deba@459
   715
          std::map<int, Value>::iterator jt=it;
deba@459
   716
          ++jt;
deba@459
   717
          if (std::fabs((*it).second) <= epsilon) comps.erase(it);
deba@459
   718
          it=jt;
deba@458
   719
        }
deba@458
   720
      }
deba@458
   721
deba@459
   722
      void simplify(Value epsilon = 0.0) const {
deba@459
   723
        const_cast<DualExpr*>(this)->simplify(epsilon);
deba@458
   724
      }
deba@458
   725
deba@458
   726
      ///Sets all coefficients to 0.
deba@458
   727
      void clear() {
deba@459
   728
        comps.clear();
deba@459
   729
      }
deba@459
   730
      ///Compound assignment
deba@459
   731
      DualExpr &operator+=(const DualExpr &e) {
deba@459
   732
        for (std::map<int, Value>::const_iterator it=e.comps.begin();
deba@459
   733
             it!=e.comps.end(); ++it)
deba@459
   734
          comps[it->first]+=it->second;
deba@459
   735
        return *this;
deba@459
   736
      }
deba@459
   737
      ///Compound assignment
deba@459
   738
      DualExpr &operator-=(const DualExpr &e) {
deba@459
   739
        for (std::map<int, Value>::const_iterator it=e.comps.begin();
deba@459
   740
             it!=e.comps.end(); ++it)
deba@459
   741
          comps[it->first]-=it->second;
deba@459
   742
        return *this;
deba@459
   743
      }
deba@459
   744
      ///Multiply with a constant
deba@459
   745
      DualExpr &operator*=(const Value &v) {
deba@459
   746
        for (std::map<int, Value>::iterator it=comps.begin();
deba@459
   747
             it!=comps.end(); ++it)
deba@459
   748
          it->second*=v;
deba@459
   749
        return *this;
deba@459
   750
      }
deba@459
   751
      ///Division with a constant
deba@459
   752
      DualExpr &operator/=(const Value &v) {
deba@459
   753
        for (std::map<int, Value>::iterator it=comps.begin();
deba@459
   754
             it!=comps.end(); ++it)
deba@459
   755
          it->second/=v;
deba@459
   756
        return *this;
deba@458
   757
      }
deba@458
   758
deba@459
   759
      ///Iterator over the expression
deba@459
   760
      
deba@459
   761
      ///The iterator iterates over the terms of the expression. 
deba@459
   762
      /// 
deba@459
   763
      ///\code
deba@459
   764
      ///double s=0;
deba@459
   765
      ///for(LpBase::DualExpr::CoeffIt i(e);i!=INVALID;++i)
deba@459
   766
      ///  s+= *i * dual(i);
deba@459
   767
      ///\endcode
deba@459
   768
      class CoeffIt {
deba@459
   769
      private:
deba@459
   770
deba@459
   771
        std::map<int, Value>::iterator _it, _end;
deba@459
   772
deba@459
   773
      public:
deba@459
   774
deba@459
   775
        /// Sets the iterator to the first term
deba@459
   776
        
deba@459
   777
        /// Sets the iterator to the first term of the expression.
deba@459
   778
        ///
deba@459
   779
        CoeffIt(DualExpr& e)
deba@459
   780
          : _it(e.comps.begin()), _end(e.comps.end()){}
deba@459
   781
deba@459
   782
        /// Convert the iterator to the row of the term
deba@459
   783
        operator Row() const {
deba@459
   784
          return rowFromId(_it->first);
deba@459
   785
        }
deba@459
   786
deba@459
   787
        /// Returns the coefficient of the term
deba@459
   788
        Value& operator*() { return _it->second; }
deba@459
   789
deba@459
   790
        /// Returns the coefficient of the term
deba@459
   791
        const Value& operator*() const { return _it->second; }
deba@459
   792
deba@459
   793
        /// Next term
deba@459
   794
        
deba@459
   795
        /// Assign the iterator to the next term.
deba@459
   796
        ///
deba@459
   797
        CoeffIt& operator++() { ++_it; return *this; }
deba@459
   798
deba@459
   799
        /// Equality operator
deba@459
   800
        bool operator==(Invalid) const { return _it == _end; }
deba@459
   801
        /// Inequality operator
deba@459
   802
        bool operator!=(Invalid) const { return _it != _end; }
deba@459
   803
      };
deba@459
   804
deba@459
   805
      ///Iterator over the expression
deba@459
   806
      
deba@459
   807
      ///The iterator iterates over the terms of the expression. 
deba@459
   808
      /// 
deba@459
   809
      ///\code
deba@459
   810
      ///double s=0;
deba@459
   811
      ///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i)
deba@459
   812
      ///  s+= *i * dual(i);
deba@459
   813
      ///\endcode
deba@459
   814
      class ConstCoeffIt {
deba@459
   815
      private:
deba@459
   816
deba@459
   817
        std::map<int, Value>::const_iterator _it, _end;
deba@459
   818
deba@459
   819
      public:
deba@459
   820
deba@459
   821
        /// Sets the iterator to the first term
deba@459
   822
        
deba@459
   823
        /// Sets the iterator to the first term of the expression.
deba@459
   824
        ///
deba@459
   825
        ConstCoeffIt(const DualExpr& e)
deba@459
   826
          : _it(e.comps.begin()), _end(e.comps.end()){}
deba@459
   827
deba@459
   828
        /// Convert the iterator to the row of the term
deba@459
   829
        operator Row() const {
deba@459
   830
          return rowFromId(_it->first);
deba@459
   831
        }
deba@459
   832
deba@459
   833
        /// Returns the coefficient of the term
deba@459
   834
        const Value& operator*() const { return _it->second; }
deba@459
   835
deba@459
   836
        /// Next term
deba@459
   837
        
deba@459
   838
        /// Assign the iterator to the next term.
deba@459
   839
        ///
deba@459
   840
        ConstCoeffIt& operator++() { ++_it; return *this; }
deba@459
   841
deba@459
   842
        /// Equality operator
deba@459
   843
        bool operator==(Invalid) const { return _it == _end; }
deba@459
   844
        /// Inequality operator
deba@459
   845
        bool operator!=(Invalid) const { return _it != _end; }
deba@459
   846
      };
deba@458
   847
    };
deba@458
   848
deba@458
   849
deba@459
   850
  protected:
deba@458
   851
deba@459
   852
    class InsertIterator {
deba@459
   853
    private:
deba@459
   854
deba@459
   855
      std::map<int, Value>& _host;
deba@459
   856
      const _solver_bits::VarIndex& _index;
deba@459
   857
deba@458
   858
    public:
deba@458
   859
deba@458
   860
      typedef std::output_iterator_tag iterator_category;
deba@458
   861
      typedef void difference_type;
deba@458
   862
      typedef void value_type;
deba@458
   863
      typedef void reference;
deba@458
   864
      typedef void pointer;
deba@458
   865
deba@459
   866
      InsertIterator(std::map<int, Value>& host,
deba@459
   867
                   const _solver_bits::VarIndex& index)
deba@459
   868
        : _host(host), _index(index) {}
deba@458
   869
deba@459
   870
      InsertIterator& operator=(const std::pair<int, Value>& value) {
deba@459
   871
        typedef std::map<int, Value>::value_type pair_type;
deba@459
   872
        _host.insert(pair_type(_index[value.first], value.second));
deba@458
   873
        return *this;
deba@458
   874
      }
deba@458
   875
deba@459
   876
      InsertIterator& operator*() { return *this; }
deba@459
   877
      InsertIterator& operator++() { return *this; }
deba@459
   878
      InsertIterator operator++(int) { return *this; }
deba@458
   879
deba@458
   880
    };
deba@458
   881
deba@459
   882
    class ExprIterator {
deba@459
   883
    private:
deba@459
   884
      std::map<int, Value>::const_iterator _host_it;
deba@459
   885
      const _solver_bits::VarIndex& _index;
deba@458
   886
    public:
deba@458
   887
deba@459
   888
      typedef std::bidirectional_iterator_tag iterator_category;
deba@459
   889
      typedef std::ptrdiff_t difference_type;
deba@458
   890
      typedef const std::pair<int, Value> value_type;
deba@458
   891
      typedef value_type reference;
deba@459
   892
deba@458
   893
      class pointer {
deba@458
   894
      public:
deba@458
   895
        pointer(value_type& _value) : value(_value) {}
deba@458
   896
        value_type* operator->() { return &value; }
deba@458
   897
      private:
deba@458
   898
        value_type value;
deba@458
   899
      };
deba@458
   900
deba@459
   901
      ExprIterator(const std::map<int, Value>::const_iterator& host_it,
deba@459
   902
                   const _solver_bits::VarIndex& index)
deba@459
   903
        : _host_it(host_it), _index(index) {}
deba@458
   904
deba@458
   905
      reference operator*() {
deba@459
   906
        return std::make_pair(_index(_host_it->first), _host_it->second);
deba@458
   907
      }
deba@458
   908
deba@458
   909
      pointer operator->() {
deba@458
   910
        return pointer(operator*());
deba@458
   911
      }
deba@458
   912
deba@459
   913
      ExprIterator& operator++() { ++_host_it; return *this; }
deba@459
   914
      ExprIterator operator++(int) {
deba@459
   915
        ExprIterator tmp(*this); ++_host_it; return tmp;
deba@458
   916
      }
deba@458
   917
deba@459
   918
      ExprIterator& operator--() { --_host_it; return *this; }
deba@459
   919
      ExprIterator operator--(int) {
deba@459
   920
        ExprIterator tmp(*this); --_host_it; return tmp;
deba@458
   921
      }
deba@458
   922
deba@459
   923
      bool operator==(const ExprIterator& it) const {
deba@459
   924
        return _host_it == it._host_it;
deba@458
   925
      }
deba@458
   926
deba@459
   927
      bool operator!=(const ExprIterator& it) const {
deba@459
   928
        return _host_it != it._host_it;
deba@458
   929
      }
deba@458
   930
deba@458
   931
    };
deba@458
   932
deba@458
   933
  protected:
deba@458
   934
deba@459
   935
    //Abstract virtual functions
deba@458
   936
deba@459
   937
    virtual int _addColId(int col) { return cols.addIndex(col); }
deba@459
   938
    virtual int _addRowId(int row) { return rows.addIndex(row); }
deba@458
   939
deba@459
   940
    virtual void _eraseColId(int col) { cols.eraseIndex(col); }
deba@459
   941
    virtual void _eraseRowId(int row) { rows.eraseIndex(row); }
deba@458
   942
deba@458
   943
    virtual int _addCol() = 0;
deba@458
   944
    virtual int _addRow() = 0;
deba@458
   945
deba@746
   946
    virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
deba@746
   947
      int row = _addRow();
deba@746
   948
      _setRowCoeffs(row, b, e);
deba@746
   949
      _setRowLowerBound(row, l);
deba@746
   950
      _setRowUpperBound(row, u);
deba@746
   951
      return row;
deba@746
   952
    }
deba@746
   953
deba@458
   954
    virtual void _eraseCol(int col) = 0;
deba@458
   955
    virtual void _eraseRow(int row) = 0;
deba@458
   956
deba@459
   957
    virtual void _getColName(int col, std::string& name) const = 0;
deba@459
   958
    virtual void _setColName(int col, const std::string& name) = 0;
deba@458
   959
    virtual int _colByName(const std::string& name) const = 0;
deba@458
   960
deba@459
   961
    virtual void _getRowName(int row, std::string& name) const = 0;
deba@459
   962
    virtual void _setRowName(int row, const std::string& name) = 0;
deba@459
   963
    virtual int _rowByName(const std::string& name) const = 0;
deba@459
   964
deba@459
   965
    virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e) = 0;
deba@459
   966
    virtual void _getRowCoeffs(int i, InsertIterator b) const = 0;
deba@459
   967
deba@459
   968
    virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e) = 0;
deba@459
   969
    virtual void _getColCoeffs(int i, InsertIterator b) const = 0;
deba@459
   970
deba@458
   971
    virtual void _setCoeff(int row, int col, Value value) = 0;
deba@458
   972
    virtual Value _getCoeff(int row, int col) const = 0;
deba@459
   973
deba@458
   974
    virtual void _setColLowerBound(int i, Value value) = 0;
deba@458
   975
    virtual Value _getColLowerBound(int i) const = 0;
deba@459
   976
deba@458
   977
    virtual void _setColUpperBound(int i, Value value) = 0;
deba@458
   978
    virtual Value _getColUpperBound(int i) const = 0;
deba@459
   979
deba@459
   980
    virtual void _setRowLowerBound(int i, Value value) = 0;
deba@459
   981
    virtual Value _getRowLowerBound(int i) const = 0;
deba@459
   982
deba@459
   983
    virtual void _setRowUpperBound(int i, Value value) = 0;
deba@459
   984
    virtual Value _getRowUpperBound(int i) const = 0;
deba@459
   985
deba@459
   986
    virtual void _setObjCoeffs(ExprIterator b, ExprIterator e) = 0;
deba@459
   987
    virtual void _getObjCoeffs(InsertIterator b) const = 0;
deba@458
   988
deba@458
   989
    virtual void _setObjCoeff(int i, Value obj_coef) = 0;
deba@458
   990
    virtual Value _getObjCoeff(int i) const = 0;
deba@458
   991
deba@459
   992
    virtual void _setSense(Sense) = 0;
deba@459
   993
    virtual Sense _getSense() const = 0;
deba@458
   994
deba@459
   995
    virtual void _clear() = 0;
deba@458
   996
deba@459
   997
    virtual const char* _solverName() const = 0;
deba@458
   998
deba@576
   999
    virtual void _messageLevel(MessageLevel level) = 0;
deba@576
  1000
deba@458
  1001
    //Own protected stuff
deba@458
  1002
deba@458
  1003
    //Constant component of the objective function
deba@458
  1004
    Value obj_const_comp;
deba@458
  1005
deba@459
  1006
    LpBase() : rows(), cols(), obj_const_comp(0) {}
deba@459
  1007
deba@458
  1008
  public:
deba@458
  1009
deba@459
  1010
    /// Virtual destructor
deba@459
  1011
    virtual ~LpBase() {}
deba@458
  1012
deba@459
  1013
    ///Gives back the name of the solver.
deba@459
  1014
    const char* solverName() const {return _solverName();}
deba@458
  1015
kpeter@584
  1016
    ///\name Build Up and Modify the LP
deba@458
  1017
deba@458
  1018
    ///@{
deba@458
  1019
deba@458
  1020
    ///Add a new empty column (i.e a new variable) to the LP
deba@459
  1021
    Col addCol() { Col c; c._id = _addColId(_addCol()); return c;}
deba@458
  1022
deba@459
  1023
    ///\brief Adds several new columns (i.e variables) at once
deba@458
  1024
    ///
deba@459
  1025
    ///This magic function takes a container as its argument and fills
deba@459
  1026
    ///its elements with new columns (i.e. variables)
deba@458
  1027
    ///\param t can be
deba@458
  1028
    ///- a standard STL compatible iterable container with
deba@459
  1029
    ///\ref Col as its \c values_type like
deba@458
  1030
    ///\code
deba@459
  1031
    ///std::vector<LpBase::Col>
deba@459
  1032
    ///std::list<LpBase::Col>
deba@458
  1033
    ///\endcode
deba@458
  1034
    ///- a standard STL compatible iterable container with
deba@459
  1035
    ///\ref Col as its \c mapped_type like
deba@458
  1036
    ///\code
deba@459
  1037
    ///std::map<AnyType,LpBase::Col>
deba@458
  1038
    ///\endcode
deba@458
  1039
    ///- an iterable lemon \ref concepts::WriteMap "write map" like
deba@458
  1040
    ///\code
deba@459
  1041
    ///ListGraph::NodeMap<LpBase::Col>
deba@459
  1042
    ///ListGraph::ArcMap<LpBase::Col>
deba@458
  1043
    ///\endcode
deba@458
  1044
    ///\return The number of the created column.
deba@458
  1045
#ifdef DOXYGEN
deba@458
  1046
    template<class T>
deba@458
  1047
    int addColSet(T &t) { return 0;}
deba@458
  1048
#else
deba@458
  1049
    template<class T>
deba@459
  1050
    typename enable_if<typename T::value_type::LpCol,int>::type
deba@458
  1051
    addColSet(T &t,dummy<0> = 0) {
deba@458
  1052
      int s=0;
deba@458
  1053
      for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;}
deba@458
  1054
      return s;
deba@458
  1055
    }
deba@458
  1056
    template<class T>
deba@459
  1057
    typename enable_if<typename T::value_type::second_type::LpCol,
deba@458
  1058
                       int>::type
deba@458
  1059
    addColSet(T &t,dummy<1> = 1) {
deba@458
  1060
      int s=0;
deba@458
  1061
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
deba@458
  1062
        i->second=addCol();
deba@458
  1063
        s++;
deba@458
  1064
      }
deba@458
  1065
      return s;
deba@458
  1066
    }
deba@458
  1067
    template<class T>
deba@459
  1068
    typename enable_if<typename T::MapIt::Value::LpCol,
deba@458
  1069
                       int>::type
deba@458
  1070
    addColSet(T &t,dummy<2> = 2) {
deba@458
  1071
      int s=0;
deba@458
  1072
      for(typename T::MapIt i(t); i!=INVALID; ++i)
deba@458
  1073
        {
deba@458
  1074
          i.set(addCol());
deba@458
  1075
          s++;
deba@458
  1076
        }
deba@458
  1077
      return s;
deba@458
  1078
    }
deba@458
  1079
#endif
deba@458
  1080
deba@458
  1081
    ///Set a column (i.e a dual constraint) of the LP
deba@458
  1082
deba@458
  1083
    ///\param c is the column to be modified
deba@458
  1084
    ///\param e is a dual linear expression (see \ref DualExpr)
deba@458
  1085
    ///a better one.
deba@459
  1086
    void col(Col c, const DualExpr &e) {
deba@458
  1087
      e.simplify();
deba@471
  1088
      _setColCoeffs(cols(id(c)), ExprIterator(e.comps.begin(), rows),
deba@471
  1089
                    ExprIterator(e.comps.end(), rows));
deba@458
  1090
    }
deba@458
  1091
deba@458
  1092
    ///Get a column (i.e a dual constraint) of the LP
deba@458
  1093
deba@459
  1094
    ///\param c is the column to get
deba@458
  1095
    ///\return the dual expression associated to the column
deba@458
  1096
    DualExpr col(Col c) const {
deba@458
  1097
      DualExpr e;
deba@459
  1098
      _getColCoeffs(cols(id(c)), InsertIterator(e.comps, rows));
deba@458
  1099
      return e;
deba@458
  1100
    }
deba@458
  1101
deba@458
  1102
    ///Add a new column to the LP
deba@458
  1103
deba@458
  1104
    ///\param e is a dual linear expression (see \ref DualExpr)
deba@459
  1105
    ///\param o is the corresponding component of the objective
deba@458
  1106
    ///function. It is 0 by default.
deba@458
  1107
    ///\return The created column.
deba@458
  1108
    Col addCol(const DualExpr &e, Value o = 0) {
deba@458
  1109
      Col c=addCol();
deba@458
  1110
      col(c,e);
deba@458
  1111
      objCoeff(c,o);
deba@458
  1112
      return c;
deba@458
  1113
    }
deba@458
  1114
deba@458
  1115
    ///Add a new empty row (i.e a new constraint) to the LP
deba@458
  1116
deba@458
  1117
    ///This function adds a new empty row (i.e a new constraint) to the LP.
deba@458
  1118
    ///\return The created row
deba@459
  1119
    Row addRow() { Row r; r._id = _addRowId(_addRow()); return r;}
deba@458
  1120
deba@459
  1121
    ///\brief Add several new rows (i.e constraints) at once
deba@458
  1122
    ///
deba@459
  1123
    ///This magic function takes a container as its argument and fills
deba@459
  1124
    ///its elements with new row (i.e. variables)
deba@458
  1125
    ///\param t can be
deba@458
  1126
    ///- a standard STL compatible iterable container with
deba@459
  1127
    ///\ref Row as its \c values_type like
deba@458
  1128
    ///\code
deba@459
  1129
    ///std::vector<LpBase::Row>
deba@459
  1130
    ///std::list<LpBase::Row>
deba@458
  1131
    ///\endcode
deba@458
  1132
    ///- a standard STL compatible iterable container with
deba@459
  1133
    ///\ref Row as its \c mapped_type like
deba@458
  1134
    ///\code
deba@459
  1135
    ///std::map<AnyType,LpBase::Row>
deba@458
  1136
    ///\endcode
deba@458
  1137
    ///- an iterable lemon \ref concepts::WriteMap "write map" like
deba@458
  1138
    ///\code
deba@459
  1139
    ///ListGraph::NodeMap<LpBase::Row>
deba@459
  1140
    ///ListGraph::ArcMap<LpBase::Row>
deba@458
  1141
    ///\endcode
deba@458
  1142
    ///\return The number of rows created.
deba@458
  1143
#ifdef DOXYGEN
deba@458
  1144
    template<class T>
deba@458
  1145
    int addRowSet(T &t) { return 0;}
deba@458
  1146
#else
deba@458
  1147
    template<class T>
deba@459
  1148
    typename enable_if<typename T::value_type::LpRow,int>::type
deba@459
  1149
    addRowSet(T &t, dummy<0> = 0) {
deba@458
  1150
      int s=0;
deba@458
  1151
      for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;}
deba@458
  1152
      return s;
deba@458
  1153
    }
deba@458
  1154
    template<class T>
deba@459
  1155
    typename enable_if<typename T::value_type::second_type::LpRow, int>::type
deba@459
  1156
    addRowSet(T &t, dummy<1> = 1) {
deba@458
  1157
      int s=0;
deba@458
  1158
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
deba@458
  1159
        i->second=addRow();
deba@458
  1160
        s++;
deba@458
  1161
      }
deba@458
  1162
      return s;
deba@458
  1163
    }
deba@458
  1164
    template<class T>
deba@459
  1165
    typename enable_if<typename T::MapIt::Value::LpRow, int>::type
deba@459
  1166
    addRowSet(T &t, dummy<2> = 2) {
deba@458
  1167
      int s=0;
deba@458
  1168
      for(typename T::MapIt i(t); i!=INVALID; ++i)
deba@458
  1169
        {
deba@458
  1170
          i.set(addRow());
deba@458
  1171
          s++;
deba@458
  1172
        }
deba@458
  1173
      return s;
deba@458
  1174
    }
deba@458
  1175
#endif
deba@458
  1176
deba@458
  1177
    ///Set a row (i.e a constraint) of the LP
deba@458
  1178
deba@458
  1179
    ///\param r is the row to be modified
deba@458
  1180
    ///\param l is lower bound (-\ref INF means no bound)
deba@458
  1181
    ///\param e is a linear expression (see \ref Expr)
deba@458
  1182
    ///\param u is the upper bound (\ref INF means no bound)
deba@458
  1183
    void row(Row r, Value l, const Expr &e, Value u) {
deba@458
  1184
      e.simplify();
deba@459
  1185
      _setRowCoeffs(rows(id(r)), ExprIterator(e.comps.begin(), cols),
deba@459
  1186
                    ExprIterator(e.comps.end(), cols));
deba@459
  1187
      _setRowLowerBound(rows(id(r)),l - *e);
deba@459
  1188
      _setRowUpperBound(rows(id(r)),u - *e);
deba@458
  1189
    }
deba@458
  1190
deba@458
  1191
    ///Set a row (i.e a constraint) of the LP
deba@458
  1192
deba@458
  1193
    ///\param r is the row to be modified
deba@458
  1194
    ///\param c is a linear expression (see \ref Constr)
deba@458
  1195
    void row(Row r, const Constr &c) {
deba@458
  1196
      row(r, c.lowerBounded()?c.lowerBound():-INF,
deba@458
  1197
          c.expr(), c.upperBounded()?c.upperBound():INF);
deba@458
  1198
    }
deba@458
  1199
deba@458
  1200
deba@458
  1201
    ///Get a row (i.e a constraint) of the LP
deba@458
  1202
deba@458
  1203
    ///\param r is the row to get
deba@458
  1204
    ///\return the expression associated to the row
deba@458
  1205
    Expr row(Row r) const {
deba@458
  1206
      Expr e;
deba@459
  1207
      _getRowCoeffs(rows(id(r)), InsertIterator(e.comps, cols));
deba@458
  1208
      return e;
deba@458
  1209
    }
deba@458
  1210
deba@458
  1211
    ///Add a new row (i.e a new constraint) to the LP
deba@458
  1212
deba@458
  1213
    ///\param l is the lower bound (-\ref INF means no bound)
deba@458
  1214
    ///\param e is a linear expression (see \ref Expr)
deba@458
  1215
    ///\param u is the upper bound (\ref INF means no bound)
deba@458
  1216
    ///\return The created row.
deba@458
  1217
    Row addRow(Value l,const Expr &e, Value u) {
deba@746
  1218
      Row r;
deba@746
  1219
      e.simplify();
deba@746
  1220
      r._id = _addRowId(_addRow(l - *e, ExprIterator(e.comps.begin(), cols),
deba@746
  1221
                                ExprIterator(e.comps.end(), cols), u - *e));
deba@458
  1222
      return r;
deba@458
  1223
    }
deba@458
  1224
deba@458
  1225
    ///Add a new row (i.e a new constraint) to the LP
deba@458
  1226
deba@458
  1227
    ///\param c is a linear expression (see \ref Constr)
deba@458
  1228
    ///\return The created row.
deba@458
  1229
    Row addRow(const Constr &c) {
deba@746
  1230
      Row r;
deba@746
  1231
      c.expr().simplify();
deba@834
  1232
      r._id = _addRowId(_addRow(c.lowerBounded()?c.lowerBound()-*c.expr():-INF, 
deba@746
  1233
                                ExprIterator(c.expr().comps.begin(), cols),
deba@746
  1234
                                ExprIterator(c.expr().comps.end(), cols),
deba@834
  1235
                                c.upperBounded()?c.upperBound()-*c.expr():INF));
deba@458
  1236
      return r;
deba@458
  1237
    }
deba@459
  1238
    ///Erase a column (i.e a variable) from the LP
deba@458
  1239
deba@459
  1240
    ///\param c is the column to be deleted
deba@459
  1241
    void erase(Col c) {
deba@459
  1242
      _eraseCol(cols(id(c)));
deba@459
  1243
      _eraseColId(cols(id(c)));
deba@458
  1244
    }
deba@459
  1245
    ///Erase a row (i.e a constraint) from the LP
deba@458
  1246
deba@458
  1247
    ///\param r is the row to be deleted
deba@459
  1248
    void erase(Row r) {
deba@459
  1249
      _eraseRow(rows(id(r)));
deba@459
  1250
      _eraseRowId(rows(id(r)));
deba@458
  1251
    }
deba@458
  1252
deba@458
  1253
    /// Get the name of a column
deba@458
  1254
deba@459
  1255
    ///\param c is the coresponding column
deba@458
  1256
    ///\return The name of the colunm
deba@458
  1257
    std::string colName(Col c) const {
deba@458
  1258
      std::string name;
deba@459
  1259
      _getColName(cols(id(c)), name);
deba@458
  1260
      return name;
deba@458
  1261
    }
deba@458
  1262
deba@458
  1263
    /// Set the name of a column
deba@458
  1264
deba@459
  1265
    ///\param c is the coresponding column
deba@458
  1266
    ///\param name The name to be given
deba@458
  1267
    void colName(Col c, const std::string& name) {
deba@459
  1268
      _setColName(cols(id(c)), name);
deba@458
  1269
    }
deba@458
  1270
deba@458
  1271
    /// Get the column by its name
deba@458
  1272
deba@458
  1273
    ///\param name The name of the column
deba@458
  1274
    ///\return the proper column or \c INVALID
deba@458
  1275
    Col colByName(const std::string& name) const {
deba@458
  1276
      int k = _colByName(name);
deba@459
  1277
      return k != -1 ? Col(cols[k]) : Col(INVALID);
deba@459
  1278
    }
deba@459
  1279
deba@459
  1280
    /// Get the name of a row
deba@459
  1281
deba@459
  1282
    ///\param r is the coresponding row
deba@459
  1283
    ///\return The name of the row
deba@459
  1284
    std::string rowName(Row r) const {
deba@459
  1285
      std::string name;
deba@459
  1286
      _getRowName(rows(id(r)), name);
deba@459
  1287
      return name;
deba@459
  1288
    }
deba@459
  1289
deba@459
  1290
    /// Set the name of a row
deba@459
  1291
deba@459
  1292
    ///\param r is the coresponding row
deba@459
  1293
    ///\param name The name to be given
deba@459
  1294
    void rowName(Row r, const std::string& name) {
deba@459
  1295
      _setRowName(rows(id(r)), name);
deba@459
  1296
    }
deba@459
  1297
deba@459
  1298
    /// Get the row by its name
deba@459
  1299
deba@459
  1300
    ///\param name The name of the row
deba@459
  1301
    ///\return the proper row or \c INVALID
deba@459
  1302
    Row rowByName(const std::string& name) const {
deba@459
  1303
      int k = _rowByName(name);
deba@459
  1304
      return k != -1 ? Row(rows[k]) : Row(INVALID);
deba@458
  1305
    }
deba@458
  1306
deba@458
  1307
    /// Set an element of the coefficient matrix of the LP
deba@458
  1308
deba@458
  1309
    ///\param r is the row of the element to be modified
deba@459
  1310
    ///\param c is the column of the element to be modified
deba@458
  1311
    ///\param val is the new value of the coefficient
deba@458
  1312
    void coeff(Row r, Col c, Value val) {
deba@459
  1313
      _setCoeff(rows(id(r)),cols(id(c)), val);
deba@458
  1314
    }
deba@458
  1315
deba@458
  1316
    /// Get an element of the coefficient matrix of the LP
deba@458
  1317
deba@459
  1318
    ///\param r is the row of the element
deba@459
  1319
    ///\param c is the column of the element
deba@458
  1320
    ///\return the corresponding coefficient
deba@458
  1321
    Value coeff(Row r, Col c) const {
deba@459
  1322
      return _getCoeff(rows(id(r)),cols(id(c)));
deba@458
  1323
    }
deba@458
  1324
deba@458
  1325
    /// Set the lower bound of a column (i.e a variable)
deba@458
  1326
deba@458
  1327
    /// The lower bound of a variable (column) has to be given by an
deba@458
  1328
    /// extended number of type Value, i.e. a finite number of type
deba@458
  1329
    /// Value or -\ref INF.
deba@458
  1330
    void colLowerBound(Col c, Value value) {
deba@459
  1331
      _setColLowerBound(cols(id(c)),value);
deba@458
  1332
    }
deba@458
  1333
deba@458
  1334
    /// Get the lower bound of a column (i.e a variable)
deba@458
  1335
deba@459
  1336
    /// This function returns the lower bound for column (variable) \c c
deba@458
  1337
    /// (this might be -\ref INF as well).
deba@459
  1338
    ///\return The lower bound for column \c c
deba@458
  1339
    Value colLowerBound(Col c) const {
deba@459
  1340
      return _getColLowerBound(cols(id(c)));
deba@458
  1341
    }
deba@458
  1342
deba@458
  1343
    ///\brief Set the lower bound of  several columns
deba@459
  1344
    ///(i.e variables) at once
deba@458
  1345
    ///
deba@458
  1346
    ///This magic function takes a container as its argument
deba@458
  1347
    ///and applies the function on all of its elements.
deba@459
  1348
    ///The lower bound of a variable (column) has to be given by an
deba@459
  1349
    ///extended number of type Value, i.e. a finite number of type
deba@459
  1350
    ///Value or -\ref INF.
deba@458
  1351
#ifdef DOXYGEN
deba@458
  1352
    template<class T>
deba@458
  1353
    void colLowerBound(T &t, Value value) { return 0;}
deba@458
  1354
#else
deba@458
  1355
    template<class T>
deba@459
  1356
    typename enable_if<typename T::value_type::LpCol,void>::type
deba@458
  1357
    colLowerBound(T &t, Value value,dummy<0> = 0) {
deba@458
  1358
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
deba@458
  1359
        colLowerBound(*i, value);
deba@458
  1360
      }
deba@458
  1361
    }
deba@458
  1362
    template<class T>
deba@459
  1363
    typename enable_if<typename T::value_type::second_type::LpCol,
deba@458
  1364
                       void>::type
deba@458
  1365
    colLowerBound(T &t, Value value,dummy<1> = 1) {
deba@458
  1366
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
deba@458
  1367
        colLowerBound(i->second, value);
deba@458
  1368
      }
deba@458
  1369
    }
deba@458
  1370
    template<class T>
deba@459
  1371
    typename enable_if<typename T::MapIt::Value::LpCol,
deba@458
  1372
                       void>::type
deba@458
  1373
    colLowerBound(T &t, Value value,dummy<2> = 2) {
deba@458
  1374
      for(typename T::MapIt i(t); i!=INVALID; ++i){
deba@458
  1375
        colLowerBound(*i, value);
deba@458
  1376
      }
deba@458
  1377
    }
deba@458
  1378
#endif
deba@458
  1379
deba@458
  1380
    /// Set the upper bound of a column (i.e a variable)
deba@458
  1381
deba@458
  1382
    /// The upper bound of a variable (column) has to be given by an
deba@458
  1383
    /// extended number of type Value, i.e. a finite number of type
deba@458
  1384
    /// Value or \ref INF.
deba@458
  1385
    void colUpperBound(Col c, Value value) {
deba@459
  1386
      _setColUpperBound(cols(id(c)),value);
deba@458
  1387
    };
deba@458
  1388
deba@458
  1389
    /// Get the upper bound of a column (i.e a variable)
deba@458
  1390
deba@459
  1391
    /// This function returns the upper bound for column (variable) \c c
deba@458
  1392
    /// (this might be \ref INF as well).
deba@459
  1393
    /// \return The upper bound for column \c c
deba@458
  1394
    Value colUpperBound(Col c) const {
deba@459
  1395
      return _getColUpperBound(cols(id(c)));
deba@458
  1396
    }
deba@458
  1397
deba@458
  1398
    ///\brief Set the upper bound of  several columns
deba@459
  1399
    ///(i.e variables) at once
deba@458
  1400
    ///
deba@458
  1401
    ///This magic function takes a container as its argument
deba@458
  1402
    ///and applies the function on all of its elements.
deba@459
  1403
    ///The upper bound of a variable (column) has to be given by an
deba@459
  1404
    ///extended number of type Value, i.e. a finite number of type
deba@459
  1405
    ///Value or \ref INF.
deba@458
  1406
#ifdef DOXYGEN
deba@458
  1407
    template<class T>
deba@458
  1408
    void colUpperBound(T &t, Value value) { return 0;}
deba@458
  1409
#else
tapolcai@514
  1410
    template<class T1>
tapolcai@514
  1411
    typename enable_if<typename T1::value_type::LpCol,void>::type
tapolcai@514
  1412
    colUpperBound(T1 &t, Value value,dummy<0> = 0) {
tapolcai@514
  1413
      for(typename T1::iterator i=t.begin();i!=t.end();++i) {
deba@458
  1414
        colUpperBound(*i, value);
deba@458
  1415
      }
deba@458
  1416
    }
tapolcai@514
  1417
    template<class T1>
tapolcai@514
  1418
    typename enable_if<typename T1::value_type::second_type::LpCol,
deba@458
  1419
                       void>::type
tapolcai@514
  1420
    colUpperBound(T1 &t, Value value,dummy<1> = 1) {
tapolcai@514
  1421
      for(typename T1::iterator i=t.begin();i!=t.end();++i) {
deba@458
  1422
        colUpperBound(i->second, value);
deba@458
  1423
      }
deba@458
  1424
    }
tapolcai@514
  1425
    template<class T1>
tapolcai@514
  1426
    typename enable_if<typename T1::MapIt::Value::LpCol,
deba@458
  1427
                       void>::type
tapolcai@514
  1428
    colUpperBound(T1 &t, Value value,dummy<2> = 2) {
tapolcai@514
  1429
      for(typename T1::MapIt i(t); i!=INVALID; ++i){
deba@458
  1430
        colUpperBound(*i, value);
deba@458
  1431
      }
deba@458
  1432
    }
deba@458
  1433
#endif
deba@458
  1434
deba@458
  1435
    /// Set the lower and the upper bounds of a column (i.e a variable)
deba@458
  1436
deba@458
  1437
    /// The lower and the upper bounds of
deba@458
  1438
    /// a variable (column) have to be given by an
deba@458
  1439
    /// extended number of type Value, i.e. a finite number of type
deba@458
  1440
    /// Value, -\ref INF or \ref INF.
deba@458
  1441
    void colBounds(Col c, Value lower, Value upper) {
deba@459
  1442
      _setColLowerBound(cols(id(c)),lower);
deba@459
  1443
      _setColUpperBound(cols(id(c)),upper);
deba@458
  1444
    }
deba@458
  1445
deba@458
  1446
    ///\brief Set the lower and the upper bound of several columns
deba@459
  1447
    ///(i.e variables) at once
deba@458
  1448
    ///
deba@458
  1449
    ///This magic function takes a container as its argument
deba@458
  1450
    ///and applies the function on all of its elements.
deba@458
  1451
    /// The lower and the upper bounds of
deba@458
  1452
    /// a variable (column) have to be given by an
deba@458
  1453
    /// extended number of type Value, i.e. a finite number of type
deba@458
  1454
    /// Value, -\ref INF or \ref INF.
deba@458
  1455
#ifdef DOXYGEN
deba@458
  1456
    template<class T>
deba@458
  1457
    void colBounds(T &t, Value lower, Value upper) { return 0;}
deba@458
  1458
#else
tapolcai@514
  1459
    template<class T2>
tapolcai@514
  1460
    typename enable_if<typename T2::value_type::LpCol,void>::type
tapolcai@514
  1461
    colBounds(T2 &t, Value lower, Value upper,dummy<0> = 0) {
tapolcai@514
  1462
      for(typename T2::iterator i=t.begin();i!=t.end();++i) {
deba@458
  1463
        colBounds(*i, lower, upper);
deba@458
  1464
      }
deba@458
  1465
    }
tapolcai@514
  1466
    template<class T2>
tapolcai@514
  1467
    typename enable_if<typename T2::value_type::second_type::LpCol, void>::type
tapolcai@514
  1468
    colBounds(T2 &t, Value lower, Value upper,dummy<1> = 1) {
tapolcai@514
  1469
      for(typename T2::iterator i=t.begin();i!=t.end();++i) {
deba@458
  1470
        colBounds(i->second, lower, upper);
deba@458
  1471
      }
deba@458
  1472
    }
tapolcai@514
  1473
    template<class T2>
tapolcai@514
  1474
    typename enable_if<typename T2::MapIt::Value::LpCol, void>::type
tapolcai@514
  1475
    colBounds(T2 &t, Value lower, Value upper,dummy<2> = 2) {
tapolcai@514
  1476
      for(typename T2::MapIt i(t); i!=INVALID; ++i){
deba@458
  1477
        colBounds(*i, lower, upper);
deba@458
  1478
      }
deba@458
  1479
    }
deba@458
  1480
#endif
deba@458
  1481
deba@459
  1482
    /// Set the lower bound of a row (i.e a constraint)
deba@458
  1483
deba@459
  1484
    /// The lower bound of a constraint (row) has to be given by an
deba@459
  1485
    /// extended number of type Value, i.e. a finite number of type
deba@459
  1486
    /// Value or -\ref INF.
deba@459
  1487
    void rowLowerBound(Row r, Value value) {
deba@459
  1488
      _setRowLowerBound(rows(id(r)),value);
deba@458
  1489
    }
deba@458
  1490
deba@459
  1491
    /// Get the lower bound of a row (i.e a constraint)
deba@458
  1492
deba@459
  1493
    /// This function returns the lower bound for row (constraint) \c c
deba@459
  1494
    /// (this might be -\ref INF as well).
deba@459
  1495
    ///\return The lower bound for row \c r
deba@459
  1496
    Value rowLowerBound(Row r) const {
deba@459
  1497
      return _getRowLowerBound(rows(id(r)));
deba@459
  1498
    }
deba@459
  1499
deba@459
  1500
    /// Set the upper bound of a row (i.e a constraint)
deba@459
  1501
deba@459
  1502
    /// The upper bound of a constraint (row) has to be given by an
deba@459
  1503
    /// extended number of type Value, i.e. a finite number of type
deba@459
  1504
    /// Value or -\ref INF.
deba@459
  1505
    void rowUpperBound(Row r, Value value) {
deba@459
  1506
      _setRowUpperBound(rows(id(r)),value);
deba@459
  1507
    }
deba@459
  1508
deba@459
  1509
    /// Get the upper bound of a row (i.e a constraint)
deba@459
  1510
deba@459
  1511
    /// This function returns the upper bound for row (constraint) \c c
deba@459
  1512
    /// (this might be -\ref INF as well).
deba@459
  1513
    ///\return The upper bound for row \c r
deba@459
  1514
    Value rowUpperBound(Row r) const {
deba@459
  1515
      return _getRowUpperBound(rows(id(r)));
deba@458
  1516
    }
deba@458
  1517
deba@458
  1518
    ///Set an element of the objective function
deba@459
  1519
    void objCoeff(Col c, Value v) {_setObjCoeff(cols(id(c)),v); };
deba@458
  1520
deba@458
  1521
    ///Get an element of the objective function
deba@459
  1522
    Value objCoeff(Col c) const { return _getObjCoeff(cols(id(c))); };
deba@458
  1523
deba@458
  1524
    ///Set the objective function
deba@458
  1525
deba@458
  1526
    ///\param e is a linear expression of type \ref Expr.
deba@459
  1527
    ///
deba@459
  1528
    void obj(const Expr& e) {
deba@459
  1529
      _setObjCoeffs(ExprIterator(e.comps.begin(), cols),
deba@459
  1530
                    ExprIterator(e.comps.end(), cols));
deba@459
  1531
      obj_const_comp = *e;
deba@458
  1532
    }
deba@458
  1533
deba@458
  1534
    ///Get the objective function
deba@458
  1535
deba@459
  1536
    ///\return the objective function as a linear expression of type
deba@459
  1537
    ///Expr.
deba@458
  1538
    Expr obj() const {
deba@458
  1539
      Expr e;
deba@459
  1540
      _getObjCoeffs(InsertIterator(e.comps, cols));
deba@459
  1541
      *e = obj_const_comp;
deba@458
  1542
      return e;
deba@458
  1543
    }
deba@458
  1544
deba@458
  1545
deba@459
  1546
    ///Set the direction of optimization
deba@459
  1547
    void sense(Sense sense) { _setSense(sense); }
deba@458
  1548
deba@459
  1549
    ///Query the direction of the optimization
deba@459
  1550
    Sense sense() const {return _getSense(); }
deba@458
  1551
deba@459
  1552
    ///Set the sense to maximization
deba@459
  1553
    void max() { _setSense(MAX); }
deba@459
  1554
deba@459
  1555
    ///Set the sense to maximization
deba@459
  1556
    void min() { _setSense(MIN); }
deba@459
  1557
deba@459
  1558
    ///Clears the problem
deba@459
  1559
    void clear() { _clear(); }
deba@458
  1560
deba@576
  1561
    /// Sets the message level of the solver
deba@576
  1562
    void messageLevel(MessageLevel level) { _messageLevel(level); }
deba@576
  1563
deba@458
  1564
    ///@}
deba@458
  1565
deba@459
  1566
  };
deba@459
  1567
deba@459
  1568
  /// Addition
deba@459
  1569
deba@459
  1570
  ///\relates LpBase::Expr
deba@459
  1571
  ///
deba@459
  1572
  inline LpBase::Expr operator+(const LpBase::Expr &a, const LpBase::Expr &b) {
deba@459
  1573
    LpBase::Expr tmp(a);
deba@459
  1574
    tmp+=b;
deba@459
  1575
    return tmp;
deba@459
  1576
  }
deba@459
  1577
  ///Substraction
deba@459
  1578
deba@459
  1579
  ///\relates LpBase::Expr
deba@459
  1580
  ///
deba@459
  1581
  inline LpBase::Expr operator-(const LpBase::Expr &a, const LpBase::Expr &b) {
deba@459
  1582
    LpBase::Expr tmp(a);
deba@459
  1583
    tmp-=b;
deba@459
  1584
    return tmp;
deba@459
  1585
  }
deba@459
  1586
  ///Multiply with constant
deba@459
  1587
deba@459
  1588
  ///\relates LpBase::Expr
deba@459
  1589
  ///
deba@459
  1590
  inline LpBase::Expr operator*(const LpBase::Expr &a, const LpBase::Value &b) {
deba@459
  1591
    LpBase::Expr tmp(a);
deba@459
  1592
    tmp*=b;
deba@459
  1593
    return tmp;
deba@459
  1594
  }
deba@459
  1595
deba@459
  1596
  ///Multiply with constant
deba@459
  1597
deba@459
  1598
  ///\relates LpBase::Expr
deba@459
  1599
  ///
deba@459
  1600
  inline LpBase::Expr operator*(const LpBase::Value &a, const LpBase::Expr &b) {
deba@459
  1601
    LpBase::Expr tmp(b);
deba@459
  1602
    tmp*=a;
deba@459
  1603
    return tmp;
deba@459
  1604
  }
deba@459
  1605
  ///Divide with constant
deba@459
  1606
deba@459
  1607
  ///\relates LpBase::Expr
deba@459
  1608
  ///
deba@459
  1609
  inline LpBase::Expr operator/(const LpBase::Expr &a, const LpBase::Value &b) {
deba@459
  1610
    LpBase::Expr tmp(a);
deba@459
  1611
    tmp/=b;
deba@459
  1612
    return tmp;
deba@459
  1613
  }
deba@459
  1614
deba@459
  1615
  ///Create constraint
deba@459
  1616
deba@459
  1617
  ///\relates LpBase::Constr
deba@459
  1618
  ///
deba@459
  1619
  inline LpBase::Constr operator<=(const LpBase::Expr &e,
deba@459
  1620
                                   const LpBase::Expr &f) {
deba@459
  1621
    return LpBase::Constr(0, f - e, LpBase::INF);
deba@459
  1622
  }
deba@459
  1623
deba@459
  1624
  ///Create constraint
deba@459
  1625
deba@459
  1626
  ///\relates LpBase::Constr
deba@459
  1627
  ///
deba@459
  1628
  inline LpBase::Constr operator<=(const LpBase::Value &e,
deba@459
  1629
                                   const LpBase::Expr &f) {
deba@459
  1630
    return LpBase::Constr(e, f, LpBase::NaN);
deba@459
  1631
  }
deba@459
  1632
deba@459
  1633
  ///Create constraint
deba@459
  1634
deba@459
  1635
  ///\relates LpBase::Constr
deba@459
  1636
  ///
deba@459
  1637
  inline LpBase::Constr operator<=(const LpBase::Expr &e,
deba@459
  1638
                                   const LpBase::Value &f) {
deba@459
  1639
    return LpBase::Constr(- LpBase::INF, e, f);
deba@459
  1640
  }
deba@459
  1641
deba@459
  1642
  ///Create constraint
deba@459
  1643
deba@459
  1644
  ///\relates LpBase::Constr
deba@459
  1645
  ///
deba@459
  1646
  inline LpBase::Constr operator>=(const LpBase::Expr &e,
deba@459
  1647
                                   const LpBase::Expr &f) {
deba@459
  1648
    return LpBase::Constr(0, e - f, LpBase::INF);
deba@459
  1649
  }
deba@459
  1650
deba@459
  1651
deba@459
  1652
  ///Create constraint
deba@459
  1653
deba@459
  1654
  ///\relates LpBase::Constr
deba@459
  1655
  ///
deba@459
  1656
  inline LpBase::Constr operator>=(const LpBase::Value &e,
deba@459
  1657
                                   const LpBase::Expr &f) {
deba@459
  1658
    return LpBase::Constr(LpBase::NaN, f, e);
deba@459
  1659
  }
deba@459
  1660
deba@459
  1661
deba@459
  1662
  ///Create constraint
deba@459
  1663
deba@459
  1664
  ///\relates LpBase::Constr
deba@459
  1665
  ///
deba@459
  1666
  inline LpBase::Constr operator>=(const LpBase::Expr &e,
deba@459
  1667
                                   const LpBase::Value &f) {
deba@459
  1668
    return LpBase::Constr(f, e, LpBase::INF);
deba@459
  1669
  }
deba@459
  1670
deba@459
  1671
  ///Create constraint
deba@459
  1672
deba@459
  1673
  ///\relates LpBase::Constr
deba@459
  1674
  ///
deba@459
  1675
  inline LpBase::Constr operator==(const LpBase::Expr &e,
deba@459
  1676
                                   const LpBase::Value &f) {
deba@459
  1677
    return LpBase::Constr(f, e, f);
deba@459
  1678
  }
deba@459
  1679
deba@459
  1680
  ///Create constraint
deba@459
  1681
deba@459
  1682
  ///\relates LpBase::Constr
deba@459
  1683
  ///
deba@459
  1684
  inline LpBase::Constr operator==(const LpBase::Expr &e,
deba@459
  1685
                                   const LpBase::Expr &f) {
deba@459
  1686
    return LpBase::Constr(0, f - e, 0);
deba@459
  1687
  }
deba@459
  1688
deba@459
  1689
  ///Create constraint
deba@459
  1690
deba@459
  1691
  ///\relates LpBase::Constr
deba@459
  1692
  ///
deba@459
  1693
  inline LpBase::Constr operator<=(const LpBase::Value &n,
deba@459
  1694
                                   const LpBase::Constr &c) {
deba@459
  1695
    LpBase::Constr tmp(c);
alpar@511
  1696
    LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint");
deba@459
  1697
    tmp.lowerBound()=n;
deba@459
  1698
    return tmp;
deba@459
  1699
  }
deba@459
  1700
  ///Create constraint
deba@459
  1701
deba@459
  1702
  ///\relates LpBase::Constr
deba@459
  1703
  ///
deba@459
  1704
  inline LpBase::Constr operator<=(const LpBase::Constr &c,
deba@459
  1705
                                   const LpBase::Value &n)
deba@459
  1706
  {
deba@459
  1707
    LpBase::Constr tmp(c);
alpar@511
  1708
    LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint");
deba@459
  1709
    tmp.upperBound()=n;
deba@459
  1710
    return tmp;
deba@459
  1711
  }
deba@459
  1712
deba@459
  1713
  ///Create constraint
deba@459
  1714
deba@459
  1715
  ///\relates LpBase::Constr
deba@459
  1716
  ///
deba@459
  1717
  inline LpBase::Constr operator>=(const LpBase::Value &n,
deba@459
  1718
                                   const LpBase::Constr &c) {
deba@459
  1719
    LpBase::Constr tmp(c);
alpar@511
  1720
    LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint");
deba@459
  1721
    tmp.upperBound()=n;
deba@459
  1722
    return tmp;
deba@459
  1723
  }
deba@459
  1724
  ///Create constraint
deba@459
  1725
deba@459
  1726
  ///\relates LpBase::Constr
deba@459
  1727
  ///
deba@459
  1728
  inline LpBase::Constr operator>=(const LpBase::Constr &c,
deba@459
  1729
                                   const LpBase::Value &n)
deba@459
  1730
  {
deba@459
  1731
    LpBase::Constr tmp(c);
alpar@511
  1732
    LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint");
deba@459
  1733
    tmp.lowerBound()=n;
deba@459
  1734
    return tmp;
deba@459
  1735
  }
deba@459
  1736
deba@459
  1737
  ///Addition
deba@459
  1738
deba@459
  1739
  ///\relates LpBase::DualExpr
deba@459
  1740
  ///
deba@459
  1741
  inline LpBase::DualExpr operator+(const LpBase::DualExpr &a,
deba@459
  1742
                                    const LpBase::DualExpr &b) {
deba@459
  1743
    LpBase::DualExpr tmp(a);
deba@459
  1744
    tmp+=b;
deba@459
  1745
    return tmp;
deba@459
  1746
  }
deba@459
  1747
  ///Substraction
deba@459
  1748
deba@459
  1749
  ///\relates LpBase::DualExpr
deba@459
  1750
  ///
deba@459
  1751
  inline LpBase::DualExpr operator-(const LpBase::DualExpr &a,
deba@459
  1752
                                    const LpBase::DualExpr &b) {
deba@459
  1753
    LpBase::DualExpr tmp(a);
deba@459
  1754
    tmp-=b;
deba@459
  1755
    return tmp;
deba@459
  1756
  }
deba@459
  1757
  ///Multiply with constant
deba@459
  1758
deba@459
  1759
  ///\relates LpBase::DualExpr
deba@459
  1760
  ///
deba@459
  1761
  inline LpBase::DualExpr operator*(const LpBase::DualExpr &a,
deba@459
  1762
                                    const LpBase::Value &b) {
deba@459
  1763
    LpBase::DualExpr tmp(a);
deba@459
  1764
    tmp*=b;
deba@459
  1765
    return tmp;
deba@459
  1766
  }
deba@459
  1767
deba@459
  1768
  ///Multiply with constant
deba@459
  1769
deba@459
  1770
  ///\relates LpBase::DualExpr
deba@459
  1771
  ///
deba@459
  1772
  inline LpBase::DualExpr operator*(const LpBase::Value &a,
deba@459
  1773
                                    const LpBase::DualExpr &b) {
deba@459
  1774
    LpBase::DualExpr tmp(b);
deba@459
  1775
    tmp*=a;
deba@459
  1776
    return tmp;
deba@459
  1777
  }
deba@459
  1778
  ///Divide with constant
deba@459
  1779
deba@459
  1780
  ///\relates LpBase::DualExpr
deba@459
  1781
  ///
deba@459
  1782
  inline LpBase::DualExpr operator/(const LpBase::DualExpr &a,
deba@459
  1783
                                    const LpBase::Value &b) {
deba@459
  1784
    LpBase::DualExpr tmp(a);
deba@459
  1785
    tmp/=b;
deba@459
  1786
    return tmp;
deba@459
  1787
  }
deba@459
  1788
deba@459
  1789
  /// \ingroup lp_group
deba@459
  1790
  ///
deba@459
  1791
  /// \brief Common base class for LP solvers
deba@459
  1792
  ///
deba@459
  1793
  /// This class is an abstract base class for LP solvers. This class
deba@459
  1794
  /// provides a full interface for set and modify an LP problem,
deba@459
  1795
  /// solve it and retrieve the solution. You can use one of the
deba@459
  1796
  /// descendants as a concrete implementation, or the \c Lp
deba@459
  1797
  /// default LP solver. However, if you would like to handle LP
deba@459
  1798
  /// solvers as reference or pointer in a generic way, you can use
deba@459
  1799
  /// this class directly.
deba@459
  1800
  class LpSolver : virtual public LpBase {
deba@459
  1801
  public:
deba@459
  1802
deba@459
  1803
    /// The problem types for primal and dual problems
deba@459
  1804
    enum ProblemType {
kpeter@584
  1805
      /// = 0. Feasible solution hasn't been found (but may exist).
deba@459
  1806
      UNDEFINED = 0,
kpeter@584
  1807
      /// = 1. The problem has no feasible solution.
deba@459
  1808
      INFEASIBLE = 1,
kpeter@584
  1809
      /// = 2. Feasible solution found.
deba@459
  1810
      FEASIBLE = 2,
kpeter@584
  1811
      /// = 3. Optimal solution exists and found.
deba@459
  1812
      OPTIMAL = 3,
kpeter@584
  1813
      /// = 4. The cost function is unbounded.
deba@459
  1814
      UNBOUNDED = 4
deba@459
  1815
    };
deba@459
  1816
deba@459
  1817
    ///The basis status of variables
deba@459
  1818
    enum VarStatus {
deba@459
  1819
      /// The variable is in the basis
deba@459
  1820
      BASIC, 
deba@459
  1821
      /// The variable is free, but not basic
deba@459
  1822
      FREE,
deba@459
  1823
      /// The variable has active lower bound 
deba@459
  1824
      LOWER,
deba@459
  1825
      /// The variable has active upper bound
deba@459
  1826
      UPPER,
deba@459
  1827
      /// The variable is non-basic and fixed
deba@459
  1828
      FIXED
deba@459
  1829
    };
deba@459
  1830
deba@459
  1831
  protected:
deba@459
  1832
deba@459
  1833
    virtual SolveExitStatus _solve() = 0;
deba@459
  1834
deba@459
  1835
    virtual Value _getPrimal(int i) const = 0;
deba@459
  1836
    virtual Value _getDual(int i) const = 0;
deba@459
  1837
deba@459
  1838
    virtual Value _getPrimalRay(int i) const = 0;
deba@459
  1839
    virtual Value _getDualRay(int i) const = 0;
deba@459
  1840
deba@459
  1841
    virtual Value _getPrimalValue() const = 0;
deba@459
  1842
deba@459
  1843
    virtual VarStatus _getColStatus(int i) const = 0;
deba@459
  1844
    virtual VarStatus _getRowStatus(int i) const = 0;
deba@459
  1845
deba@459
  1846
    virtual ProblemType _getPrimalType() const = 0;
deba@459
  1847
    virtual ProblemType _getDualType() const = 0;
deba@459
  1848
deba@459
  1849
  public:
deba@458
  1850
alpar@540
  1851
    ///Allocate a new LP problem instance
alpar@540
  1852
    virtual LpSolver* newSolver() const = 0;
alpar@540
  1853
    ///Make a copy of the LP problem
alpar@540
  1854
    virtual LpSolver* cloneSolver() const = 0;
alpar@540
  1855
deba@458
  1856
    ///\name Solve the LP
deba@458
  1857
deba@458
  1858
    ///@{
deba@458
  1859
deba@458
  1860
    ///\e Solve the LP problem at hand
deba@458
  1861
    ///
deba@458
  1862
    ///\return The result of the optimization procedure. Possible
deba@458
  1863
    ///values and their meanings can be found in the documentation of
deba@458
  1864
    ///\ref SolveExitStatus.
deba@458
  1865
    SolveExitStatus solve() { return _solve(); }
deba@458
  1866
deba@458
  1867
    ///@}
deba@458
  1868
kpeter@584
  1869
    ///\name Obtain the Solution
deba@458
  1870
deba@458
  1871
    ///@{
deba@458
  1872
deba@459
  1873
    /// The type of the primal problem
deba@459
  1874
    ProblemType primalType() const {
deba@459
  1875
      return _getPrimalType();
deba@458
  1876
    }
deba@458
  1877
deba@459
  1878
    /// The type of the dual problem
deba@459
  1879
    ProblemType dualType() const {
deba@459
  1880
      return _getDualType();
deba@458
  1881
    }
deba@458
  1882
deba@459
  1883
    /// Return the primal value of the column
deba@459
  1884
deba@459
  1885
    /// Return the primal value of the column.
deba@459
  1886
    /// \pre The problem is solved.
deba@459
  1887
    Value primal(Col c) const { return _getPrimal(cols(id(c))); }
deba@459
  1888
deba@459
  1889
    /// Return the primal value of the expression
deba@459
  1890
deba@459
  1891
    /// Return the primal value of the expression, i.e. the dot
deba@459
  1892
    /// product of the primal solution and the expression.
deba@459
  1893
    /// \pre The problem is solved.
deba@459
  1894
    Value primal(const Expr& e) const {
deba@459
  1895
      double res = *e;
deba@459
  1896
      for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
deba@459
  1897
        res += *c * primal(c);
deba@459
  1898
      }
deba@459
  1899
      return res;
deba@458
  1900
    }
deba@459
  1901
    /// Returns a component of the primal ray
deba@459
  1902
    
deba@459
  1903
    /// The primal ray is solution of the modified primal problem,
deba@459
  1904
    /// where we change each finite bound to 0, and we looking for a
deba@459
  1905
    /// negative objective value in case of minimization, and positive
deba@459
  1906
    /// objective value for maximization. If there is such solution,
deba@459
  1907
    /// that proofs the unsolvability of the dual problem, and if a
deba@459
  1908
    /// feasible primal solution exists, then the unboundness of
deba@459
  1909
    /// primal problem.
deba@459
  1910
    ///
deba@459
  1911
    /// \pre The problem is solved and the dual problem is infeasible.
deba@459
  1912
    /// \note Some solvers does not provide primal ray calculation
deba@459
  1913
    /// functions.
deba@459
  1914
    Value primalRay(Col c) const { return _getPrimalRay(cols(id(c))); }
deba@458
  1915
deba@459
  1916
    /// Return the dual value of the row
deba@459
  1917
deba@459
  1918
    /// Return the dual value of the row.
deba@459
  1919
    /// \pre The problem is solved.
deba@459
  1920
    Value dual(Row r) const { return _getDual(rows(id(r))); }
deba@459
  1921
deba@459
  1922
    /// Return the dual value of the dual expression
deba@459
  1923
deba@459
  1924
    /// Return the dual value of the dual expression, i.e. the dot
deba@459
  1925
    /// product of the dual solution and the dual expression.
deba@459
  1926
    /// \pre The problem is solved.
deba@459
  1927
    Value dual(const DualExpr& e) const {
deba@459
  1928
      double res = 0.0;
deba@459
  1929
      for (DualExpr::ConstCoeffIt r(e); r != INVALID; ++r) {
deba@459
  1930
        res += *r * dual(r);
deba@458
  1931
      }
deba@458
  1932
      return res;
deba@458
  1933
    }
deba@458
  1934
deba@459
  1935
    /// Returns a component of the dual ray
deba@459
  1936
    
deba@459
  1937
    /// The dual ray is solution of the modified primal problem, where
deba@459
  1938
    /// we change each finite bound to 0 (i.e. the objective function
deba@459
  1939
    /// coefficients in the primal problem), and we looking for a
deba@459
  1940
    /// ositive objective value. If there is such solution, that
deba@459
  1941
    /// proofs the unsolvability of the primal problem, and if a
deba@459
  1942
    /// feasible dual solution exists, then the unboundness of
deba@459
  1943
    /// dual problem.
deba@459
  1944
    ///
deba@459
  1945
    /// \pre The problem is solved and the primal problem is infeasible.
deba@459
  1946
    /// \note Some solvers does not provide dual ray calculation
deba@459
  1947
    /// functions.
deba@459
  1948
    Value dualRay(Row r) const { return _getDualRay(rows(id(r))); }
deba@458
  1949
deba@459
  1950
    /// Return the basis status of the column
deba@458
  1951
deba@459
  1952
    /// \see VarStatus
deba@459
  1953
    VarStatus colStatus(Col c) const { return _getColStatus(cols(id(c))); }
deba@459
  1954
deba@459
  1955
    /// Return the basis status of the row
deba@459
  1956
deba@459
  1957
    /// \see VarStatus
deba@459
  1958
    VarStatus rowStatus(Row r) const { return _getRowStatus(rows(id(r))); }
deba@459
  1959
deba@459
  1960
    ///The value of the objective function
deba@458
  1961
deba@458
  1962
    ///\return
deba@458
  1963
    ///- \ref INF or -\ref INF means either infeasibility or unboundedness
deba@458
  1964
    /// of the primal problem, depending on whether we minimize or maximize.
deba@458
  1965
    ///- \ref NaN if no primal solution is found.
deba@458
  1966
    ///- The (finite) objective value if an optimal solution is found.
deba@459
  1967
    Value primal() const { return _getPrimalValue()+obj_const_comp;}
deba@458
  1968
    ///@}
deba@458
  1969
deba@459
  1970
  protected:
deba@459
  1971
deba@458
  1972
  };
deba@458
  1973
deba@458
  1974
deba@458
  1975
  /// \ingroup lp_group
deba@458
  1976
  ///
deba@458
  1977
  /// \brief Common base class for MIP solvers
deba@459
  1978
  ///
deba@459
  1979
  /// This class is an abstract base class for MIP solvers. This class
deba@459
  1980
  /// provides a full interface for set and modify an MIP problem,
deba@459
  1981
  /// solve it and retrieve the solution. You can use one of the
deba@459
  1982
  /// descendants as a concrete implementation, or the \c Lp
deba@459
  1983
  /// default MIP solver. However, if you would like to handle MIP
deba@459
  1984
  /// solvers as reference or pointer in a generic way, you can use
deba@459
  1985
  /// this class directly.
deba@459
  1986
  class MipSolver : virtual public LpBase {
deba@458
  1987
  public:
deba@458
  1988
deba@459
  1989
    /// The problem types for MIP problems
deba@459
  1990
    enum ProblemType {
kpeter@584
  1991
      /// = 0. Feasible solution hasn't been found (but may exist).
deba@459
  1992
      UNDEFINED = 0,
kpeter@584
  1993
      /// = 1. The problem has no feasible solution.
deba@459
  1994
      INFEASIBLE = 1,
kpeter@584
  1995
      /// = 2. Feasible solution found.
deba@459
  1996
      FEASIBLE = 2,
kpeter@584
  1997
      /// = 3. Optimal solution exists and found.
deba@459
  1998
      OPTIMAL = 3,
kpeter@584
  1999
      /// = 4. The cost function is unbounded.
kpeter@584
  2000
      ///The Mip or at least the relaxed problem is unbounded.
deba@459
  2001
      UNBOUNDED = 4
deba@459
  2002
    };
deba@459
  2003
alpar@540
  2004
    ///Allocate a new MIP problem instance
alpar@540
  2005
    virtual MipSolver* newSolver() const = 0;
alpar@540
  2006
    ///Make a copy of the MIP problem
alpar@540
  2007
    virtual MipSolver* cloneSolver() const = 0;
alpar@540
  2008
deba@459
  2009
    ///\name Solve the MIP
deba@459
  2010
deba@459
  2011
    ///@{
deba@459
  2012
deba@459
  2013
    /// Solve the MIP problem at hand
deba@459
  2014
    ///
deba@459
  2015
    ///\return The result of the optimization procedure. Possible
deba@459
  2016
    ///values and their meanings can be found in the documentation of
deba@459
  2017
    ///\ref SolveExitStatus.
deba@459
  2018
    SolveExitStatus solve() { return _solve(); }
deba@459
  2019
deba@459
  2020
    ///@}
deba@459
  2021
kpeter@584
  2022
    ///\name Set Column Type
deba@459
  2023
    ///@{
deba@459
  2024
deba@459
  2025
    ///Possible variable (column) types (e.g. real, integer, binary etc.)
deba@458
  2026
    enum ColTypes {
kpeter@584
  2027
      /// = 0. Continuous variable (default).
deba@458
  2028
      REAL = 0,
kpeter@584
  2029
      /// = 1. Integer variable.
deba@459
  2030
      INTEGER = 1
deba@458
  2031
    };
deba@458
  2032
deba@459
  2033
    ///Sets the type of the given column to the given type
deba@459
  2034
deba@459
  2035
    ///Sets the type of the given column to the given type.
deba@458
  2036
    ///
deba@458
  2037
    void colType(Col c, ColTypes col_type) {
deba@459
  2038
      _setColType(cols(id(c)),col_type);
deba@458
  2039
    }
deba@458
  2040
deba@458
  2041
    ///Gives back the type of the column.
deba@459
  2042
deba@459
  2043
    ///Gives back the type of the column.
deba@458
  2044
    ///
deba@458
  2045
    ColTypes colType(Col c) const {
deba@459
  2046
      return _getColType(cols(id(c)));
deba@459
  2047
    }
deba@459
  2048
    ///@}
deba@459
  2049
kpeter@584
  2050
    ///\name Obtain the Solution
deba@459
  2051
deba@459
  2052
    ///@{
deba@459
  2053
deba@459
  2054
    /// The type of the MIP problem
deba@459
  2055
    ProblemType type() const {
deba@459
  2056
      return _getType();
deba@458
  2057
    }
deba@458
  2058
deba@459
  2059
    /// Return the value of the row in the solution
deba@459
  2060
deba@459
  2061
    ///  Return the value of the row in the solution.
deba@459
  2062
    /// \pre The problem is solved.
deba@459
  2063
    Value sol(Col c) const { return _getSol(cols(id(c))); }
deba@459
  2064
deba@459
  2065
    /// Return the value of the expression in the solution
deba@459
  2066
deba@459
  2067
    /// Return the value of the expression in the solution, i.e. the
deba@459
  2068
    /// dot product of the solution and the expression.
deba@459
  2069
    /// \pre The problem is solved.
deba@459
  2070
    Value sol(const Expr& e) const {
deba@459
  2071
      double res = *e;
deba@459
  2072
      for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
deba@459
  2073
        res += *c * sol(c);
deba@459
  2074
      }
deba@459
  2075
      return res;
deba@458
  2076
    }
deba@459
  2077
    ///The value of the objective function
deba@459
  2078
    
deba@459
  2079
    ///\return
deba@459
  2080
    ///- \ref INF or -\ref INF means either infeasibility or unboundedness
deba@459
  2081
    /// of the problem, depending on whether we minimize or maximize.
deba@459
  2082
    ///- \ref NaN if no primal solution is found.
deba@459
  2083
    ///- The (finite) objective value if an optimal solution is found.
deba@459
  2084
    Value solValue() const { return _getSolValue()+obj_const_comp;}
deba@459
  2085
    ///@}
deba@458
  2086
deba@458
  2087
  protected:
deba@458
  2088
deba@459
  2089
    virtual SolveExitStatus _solve() = 0;
deba@459
  2090
    virtual ColTypes _getColType(int col) const = 0;
deba@459
  2091
    virtual void _setColType(int col, ColTypes col_type) = 0;
deba@459
  2092
    virtual ProblemType _getType() const = 0;
deba@459
  2093
    virtual Value _getSol(int i) const = 0;
deba@459
  2094
    virtual Value _getSolValue() const = 0;
deba@458
  2095
deba@458
  2096
  };
deba@458
  2097
deba@458
  2098
deba@458
  2099
deba@458
  2100
} //namespace lemon
deba@458
  2101
deba@458
  2102
#endif //LEMON_LP_BASE_H