lemon/lp_soplex.cc
changeset 458 7afc121e0689
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-1:000000000000 0:d19ba9a57516
       
     1 /* -*- mode: C++; indent-tabs-mode: nil; -*-
       
     2  *
       
     3  * This file is a part of LEMON, a generic C++ optimization library.
       
     4  *
       
     5  * Copyright (C) 2003-2008
       
     6  * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
       
     7  * (Egervary Research Group on Combinatorial Optimization, EGRES).
       
     8  *
       
     9  * Permission to use, modify and distribute this software is granted
       
    10  * provided that this copyright notice appears in all copies. For
       
    11  * precise terms see the accompanying LICENSE file.
       
    12  *
       
    13  * This software is provided "AS IS" with no warranty of any kind,
       
    14  * express or implied, and with no claim as to its suitability for any
       
    15  * purpose.
       
    16  *
       
    17  */
       
    18 
       
    19 #include<iostream>
       
    20 #include<lemon/lp_soplex.h>
       
    21 
       
    22 #include <soplex/soplex.h>
       
    23 
       
    24 
       
    25 ///\file
       
    26 ///\brief Implementation of the LEMON-SOPLEX lp solver interface.
       
    27 namespace lemon {
       
    28 
       
    29   LpSoplex::LpSoplex() : LpSolverBase() {
       
    30     rows.setIdHandler(relocateIdHandler);
       
    31     cols.setIdHandler(relocateIdHandler);
       
    32     soplex = new soplex::SoPlex;
       
    33     solved = false;
       
    34   }
       
    35 
       
    36   LpSoplex::~LpSoplex() {
       
    37     delete soplex;
       
    38   }
       
    39 
       
    40   LpSoplex::LpSoplex(const LpSoplex& lp) : LpSolverBase() {
       
    41     rows = lp.rows;
       
    42     rows.setIdHandler(relocateIdHandler);
       
    43 
       
    44     cols = lp.cols;
       
    45     cols.setIdHandler(relocateIdHandler);
       
    46 
       
    47     soplex = new soplex::SoPlex;
       
    48     (*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex);
       
    49 
       
    50     colNames = lp.colNames;
       
    51     invColNames = lp.invColNames;
       
    52 
       
    53     primal_value = lp.primal_value;
       
    54     dual_value = lp.dual_value;
       
    55 
       
    56   }
       
    57 
       
    58   LpSolverBase* LpSoplex::_newLp() {
       
    59     LpSoplex* newlp = new LpSoplex();
       
    60     return newlp;
       
    61   }
       
    62 
       
    63   LpSolverBase* LpSoplex::_copyLp() {
       
    64     LpSoplex* newlp = new LpSoplex(*this);
       
    65     return newlp;
       
    66   }
       
    67 
       
    68   int LpSoplex::_addCol() {
       
    69     soplex::LPCol c;
       
    70     c.setLower(-soplex::infinity);
       
    71     c.setUpper(soplex::infinity);
       
    72     soplex->addCol(c);
       
    73 
       
    74     colNames.push_back(std::string());
       
    75     primal_value.push_back(0.0);
       
    76     solved = false;
       
    77 
       
    78     return soplex->nCols() - 1;
       
    79   }
       
    80 
       
    81   int LpSoplex::_addRow() {
       
    82     soplex::LPRow r;
       
    83     r.setLhs(-soplex::infinity);
       
    84     r.setRhs(soplex::infinity);
       
    85     soplex->addRow(r);
       
    86 
       
    87     dual_value.push_back(0.0);
       
    88     solved = false;
       
    89 
       
    90     return soplex->nRows() - 1;
       
    91   }
       
    92 
       
    93 
       
    94   void LpSoplex::_eraseCol(int i) {
       
    95     soplex->removeCol(i);
       
    96     invColNames.erase(colNames[i]);
       
    97     colNames[i] = colNames.back();
       
    98     invColNames[colNames.back()] = i;
       
    99     colNames.pop_back();
       
   100     primal_value[i] = primal_value.back();
       
   101     primal_value.pop_back();
       
   102     solved = false;
       
   103   }
       
   104 
       
   105   void LpSoplex::_eraseRow(int i) {
       
   106     soplex->removeRow(i);
       
   107     dual_value[i] = dual_value.back();
       
   108     dual_value.pop_back();
       
   109     solved = false;
       
   110   }
       
   111 
       
   112   void LpSoplex::_getColName(int c, std::string &name) const {
       
   113     name = colNames[c];
       
   114   }
       
   115 
       
   116   void LpSoplex::_setColName(int c, const std::string &name) {
       
   117     invColNames.erase(colNames[c]);
       
   118     colNames[c] = name;
       
   119     if (!name.empty()) {
       
   120       invColNames.insert(std::make_pair(name, c));
       
   121     }
       
   122   }
       
   123 
       
   124   int LpSoplex::_colByName(const std::string& name) const {
       
   125     std::map<std::string, int>::const_iterator it =
       
   126       invColNames.find(name);
       
   127     if (it != invColNames.end()) {
       
   128       return it->second;
       
   129     } else {
       
   130       return -1;
       
   131     }
       
   132   }
       
   133 
       
   134 
       
   135   void LpSoplex::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) {
       
   136     for (int j = 0; j < soplex->nCols(); ++j) {
       
   137       soplex->changeElement(i, j, 0.0);
       
   138     }
       
   139     for(ConstRowIterator it = b; it != e; ++it) {
       
   140       soplex->changeElement(i, it->first, it->second);
       
   141     }
       
   142     solved = false;
       
   143   }
       
   144 
       
   145   void LpSoplex::_getRowCoeffs(int i, RowIterator b) const {
       
   146     const soplex::SVector& vec = soplex->rowVector(i);
       
   147     for (int k = 0; k < vec.size(); ++k) {
       
   148       *b = std::make_pair(vec.index(k), vec.value(k));
       
   149       ++b;
       
   150     }
       
   151   }
       
   152 
       
   153   void LpSoplex::_setColCoeffs(int j, ConstColIterator b, ConstColIterator e) {
       
   154     for (int i = 0; i < soplex->nRows(); ++i) {
       
   155       soplex->changeElement(i, j, 0.0);
       
   156     }
       
   157     for(ConstColIterator it = b; it != e; ++it) {
       
   158       soplex->changeElement(it->first, j, it->second);
       
   159     }
       
   160     solved = false;
       
   161   }
       
   162 
       
   163   void LpSoplex::_getColCoeffs(int i, ColIterator b) const {
       
   164     const soplex::SVector& vec = soplex->colVector(i);
       
   165     for (int k = 0; k < vec.size(); ++k) {
       
   166       *b = std::make_pair(vec.index(k), vec.value(k));
       
   167       ++b;
       
   168     }
       
   169   }
       
   170 
       
   171   void LpSoplex::_setCoeff(int i, int j, Value value) {
       
   172     soplex->changeElement(i, j, value);
       
   173     solved = false;
       
   174   }
       
   175 
       
   176   LpSoplex::Value LpSoplex::_getCoeff(int i, int j) const {
       
   177     return soplex->rowVector(i)[j];
       
   178   }
       
   179 
       
   180   void LpSoplex::_setColLowerBound(int i, Value value) {
       
   181     soplex->changeLower(i, value != -INF ? value : -soplex::infinity);
       
   182     solved = false;
       
   183   }
       
   184 
       
   185   LpSoplex::Value LpSoplex::_getColLowerBound(int i) const {
       
   186     double value = soplex->lower(i);
       
   187     return value != -soplex::infinity ? value : -INF;
       
   188   }
       
   189 
       
   190   void LpSoplex::_setColUpperBound(int i, Value value) {
       
   191     soplex->changeUpper(i, value != INF ? value : soplex::infinity);
       
   192     solved = false;
       
   193   }
       
   194 
       
   195   LpSoplex::Value LpSoplex::_getColUpperBound(int i) const {
       
   196     double value = soplex->upper(i);
       
   197     return value != soplex::infinity ? value : INF;
       
   198   }
       
   199 
       
   200   void LpSoplex::_setRowBounds(int i, Value lb, Value ub) {
       
   201     soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity,
       
   202                         ub != INF ? ub : soplex::infinity);
       
   203     solved = false;
       
   204   }
       
   205   void LpSoplex::_getRowBounds(int i, Value &lower, Value &upper) const {
       
   206     lower = soplex->lhs(i);
       
   207     if (lower == -soplex::infinity) lower = -INF;
       
   208     upper = soplex->rhs(i);
       
   209     if (upper == -soplex::infinity) upper = INF;
       
   210   }
       
   211 
       
   212   void LpSoplex::_setObjCoeff(int i, Value obj_coef) {
       
   213     soplex->changeObj(i, obj_coef);
       
   214     solved = false;
       
   215   }
       
   216 
       
   217   LpSoplex::Value LpSoplex::_getObjCoeff(int i) const {
       
   218     return soplex->obj(i);
       
   219   }
       
   220 
       
   221   void LpSoplex::_clearObj() {
       
   222     for (int i = 0; i < soplex->nCols(); ++i) {
       
   223       soplex->changeObj(i, 0.0);
       
   224     }
       
   225     solved = false;
       
   226   }
       
   227 
       
   228   LpSoplex::SolveExitStatus LpSoplex::_solve() {
       
   229     soplex::SPxSolver::Status status = soplex->solve();
       
   230 
       
   231     soplex::Vector pv(primal_value.size(), &primal_value[0]);
       
   232     soplex->getPrimal(pv);
       
   233 
       
   234     soplex::Vector dv(dual_value.size(), &dual_value[0]);
       
   235     soplex->getDual(dv);
       
   236 
       
   237     switch (status) {
       
   238     case soplex::SPxSolver::OPTIMAL:
       
   239     case soplex::SPxSolver::INFEASIBLE:
       
   240     case soplex::SPxSolver::UNBOUNDED:
       
   241       solved = true;
       
   242       return SOLVED;
       
   243     default:
       
   244       return UNSOLVED;
       
   245     }
       
   246   }
       
   247 
       
   248   LpSoplex::Value LpSoplex::_getPrimal(int i) const {
       
   249     return primal_value[i];
       
   250   }
       
   251 
       
   252   LpSoplex::Value LpSoplex::_getDual(int i) const {
       
   253     return dual_value[i];
       
   254   }
       
   255 
       
   256   LpSoplex::Value LpSoplex::_getPrimalValue() const {
       
   257     return soplex->objValue();
       
   258   }
       
   259 
       
   260   bool LpSoplex::_isBasicCol(int i) const {
       
   261     return soplex->getBasisColStatus(i) == soplex::SPxSolver::BASIC;
       
   262   }
       
   263 
       
   264   LpSoplex::SolutionStatus LpSoplex::_getPrimalStatus() const {
       
   265     if (!solved) return UNDEFINED;
       
   266     switch (soplex->status()) {
       
   267     case soplex::SPxSolver::OPTIMAL:
       
   268       return OPTIMAL;
       
   269     case soplex::SPxSolver::UNBOUNDED:
       
   270       return INFINITE;
       
   271     case soplex::SPxSolver::INFEASIBLE:
       
   272       return INFEASIBLE;
       
   273     default:
       
   274       return UNDEFINED;
       
   275     }
       
   276   }
       
   277 
       
   278   LpSoplex::SolutionStatus LpSoplex::_getDualStatus() const {
       
   279     if (!solved) return UNDEFINED;
       
   280     switch (soplex->status()) {
       
   281     case soplex::SPxSolver::OPTIMAL:
       
   282       return OPTIMAL;
       
   283     case soplex::SPxSolver::UNBOUNDED:
       
   284       return INFEASIBLE;
       
   285     default:
       
   286       return UNDEFINED;
       
   287     }
       
   288   }
       
   289 
       
   290   LpSoplex::ProblemTypes LpSoplex::_getProblemType() const {
       
   291     if (!solved) return UNKNOWN;
       
   292     switch (soplex->status()) {
       
   293     case soplex::SPxSolver::OPTIMAL:
       
   294       return PRIMAL_DUAL_FEASIBLE;
       
   295     case soplex::SPxSolver::UNBOUNDED:
       
   296       return PRIMAL_FEASIBLE_DUAL_INFEASIBLE;
       
   297     default:
       
   298       return UNKNOWN;
       
   299     }
       
   300   }
       
   301 
       
   302   void LpSoplex::_setMax() {
       
   303     soplex->changeSense(soplex::SPxSolver::MAXIMIZE);
       
   304     solved = false;
       
   305   }
       
   306   void LpSoplex::_setMin() {
       
   307     soplex->changeSense(soplex::SPxSolver::MINIMIZE);
       
   308     solved = false;
       
   309   }
       
   310   bool LpSoplex::_isMax() const {
       
   311     return soplex->spxSense() == soplex::SPxSolver::MAXIMIZE;
       
   312   }
       
   313 
       
   314 
       
   315 } //namespace lemon
       
   316