1 /* -*- mode: C++; indent-tabs-mode: nil; -*-
 
     3  * This file is a part of LEMON, a generic C++ optimization library.
 
     5  * Copyright (C) 2003-2009
 
     6  * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
 
     7  * (Egervary Research Group on Combinatorial Optimization, EGRES).
 
     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.
 
    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
 
    20 #include <lemon/lp_skeleton.h>
 
    21 #include "test_tools.h"
 
    22 #include <lemon/tolerance.h>
 
    24 #include <lemon/config.h>
 
    26 #ifdef LEMON_HAVE_GLPK
 
    27 #include <lemon/glpk.h>
 
    30 #ifdef LEMON_HAVE_CPLEX
 
    31 #include <lemon/cplex.h>
 
    34 #ifdef LEMON_HAVE_SOPLEX
 
    35 #include <lemon/soplex.h>
 
    39 #include <lemon/clp.h>
 
    42 using namespace lemon;
 
    44 void lpTest(LpSolver& lp)
 
    49   std::vector<LP::Col> x(10);
 
    50   //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
 
    52   lp.colLowerBound(x,1);
 
    53   lp.colUpperBound(x,1);
 
    56   std::vector<LP::Col> y(10);
 
    59   lp.colLowerBound(y,1);
 
    60   lp.colUpperBound(y,1);
 
    63   std::map<int,LP::Col> z;
 
    65   z.insert(std::make_pair(12,INVALID));
 
    66   z.insert(std::make_pair(2,INVALID));
 
    67   z.insert(std::make_pair(7,INVALID));
 
    68   z.insert(std::make_pair(5,INVALID));
 
    72   lp.colLowerBound(z,1);
 
    73   lp.colUpperBound(z,1);
 
    78     LP::Col p1,p2,p3,p4,p5;
 
   114     e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
 
   115        (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
 
   116        (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
 
   119        2.2*p1+p1*2.2+p1/2.2+
 
   164     c = ((2 <= p1) <= 3);
 
   167     c = ((2 >= p1) >= 3);
 
   174     lp.addRow(-LP::INF,e,23);
 
   175     lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
 
   176     lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
 
   178     lp.addRow(x[1]+x[3]<=x[5]-3);
 
   179     lp.addRow((-7<=x[1]+x[3]-12)<=3);
 
   180     lp.addRow(x[1]<=x[5]);
 
   182     std::ostringstream buf;
 
   185     e=((p1+p2)+(p1-0.99*p2));
 
   186     //e.prettyPrint(std::cout);
 
   187     //(e<=2).prettyPrint(std::cout);
 
   188     double tolerance=0.001;
 
   189     e.simplify(tolerance);
 
   190     buf << "Coeff. of p2 should be 0.01";
 
   191     check(e[p2]>0, buf.str());
 
   194     e.simplify(tolerance);
 
   195     buf << "Coeff. of p2 should be 0";
 
   196     check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
 
   199     LP* lpnew = lp.newSolver();
 
   200     LP* lpclone = lp.cloneSolver();
 
   208     LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,
 
   209       p4 = INVALID, p5 = INVALID;
 
   234        2.2*p1+p1*2.2+p1/2.2+
 
   241 void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
 
   246   std::ostringstream buf;
 
   247   buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
 
   249   check(lp.primalType()==stat, buf.str());
 
   251   if (stat ==  LpSolver::OPTIMAL) {
 
   252     std::ostringstream sbuf;
 
   253     sbuf << "Wrong optimal value (" << lp.primal() <<") with "
 
   254          << lp.solverName() <<"\n     the right optimum is " << exp_opt;
 
   255     check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
 
   259 void aTest(LpSolver & lp)
 
   263  //The following example is very simple
 
   265   typedef LpSolver::Row Row;
 
   266   typedef LpSolver::Col Col;
 
   269   Col x1 = lp.addCol();
 
   270   Col x2 = lp.addCol();
 
   274   Row upright=lp.addRow(x1+2*x2 <=1);
 
   275   lp.addRow(x1+x2 >=-1);
 
   276   lp.addRow(x1-x2 <=1);
 
   277   lp.addRow(x1-x2 >=-1);
 
   278   //Nonnegativity of the variables
 
   279   lp.colLowerBound(x1, 0);
 
   280   lp.colLowerBound(x2, 0);
 
   286   //Testing the problem retrieving routines
 
   287   check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
 
   288   check(lp.sense() == lp.MAX,"This is a maximization!");
 
   289   check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
 
   290   check(lp.colLowerBound(x1)==0,
 
   291         "The lower bound for variable x1 should be 0.");
 
   292   check(lp.colUpperBound(x1)==LpSolver::INF,
 
   293         "The upper bound for variable x1 should be infty.");
 
   294   check(lp.rowLowerBound(upright) == -LpSolver::INF,
 
   295         "The lower bound for the first row should be -infty.");
 
   296   check(lp.rowUpperBound(upright)==1,
 
   297         "The upper bound for the first row should be 1.");
 
   298   LpSolver::Expr e = lp.row(upright);
 
   299   check(e[x1] == 1, "The first coefficient should 1.");
 
   300   check(e[x2] == 2, "The second coefficient should 1.");
 
   302   lp.row(upright, x1+x2 <=1);
 
   304   check(e[x1] == 1, "The first coefficient should 1.");
 
   305   check(e[x2] == 1, "The second coefficient should 1.");
 
   307   LpSolver::DualExpr de = lp.col(x1);
 
   308   check(  de[upright] == 1, "The first coefficient should 1.");
 
   310   LpSolver* clp = lp.cloneSolver();
 
   312   //Testing the problem retrieving routines
 
   313   check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
 
   314   check(clp->sense() == clp->MAX,"This is a maximization!");
 
   315   check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
 
   316   //  std::cout<<lp.colLowerBound(x1)<<std::endl;
 
   317   check(clp->colLowerBound(x1)==0,
 
   318         "The lower bound for variable x1 should be 0.");
 
   319   check(clp->colUpperBound(x1)==LpSolver::INF,
 
   320         "The upper bound for variable x1 should be infty.");
 
   322   check(lp.rowLowerBound(upright)==-LpSolver::INF,
 
   323         "The lower bound for the first row should be -infty.");
 
   324   check(lp.rowUpperBound(upright)==1,
 
   325         "The upper bound for the first row should be 1.");
 
   326   e = clp->row(upright);
 
   327   check(e[x1] == 1, "The first coefficient should 1.");
 
   328   check(e[x2] == 1, "The second coefficient should 1.");
 
   331   check(de[upright] == 1, "The first coefficient should 1.");
 
   335   //Maximization of x1+x2
 
   336   //over the triangle with vertices (0,0) (0,1) (1,0)
 
   337   double expected_opt=1;
 
   338   solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
 
   343   solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
 
   345   //Vertex (-1,0) instead of (0,0)
 
   346   lp.colLowerBound(x1, -LpSolver::INF);
 
   348   solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
 
   350   //Erase one constraint and return to maximization
 
   353   expected_opt=LpSolver::INF;
 
   354   solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
 
   357   lp.addRow(x1+x2 <=-2);
 
   358   solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
 
   368   LP* lpnew = lp->newSolver();
 
   369   LP* lpclone = lp->cloneSolver();
 
   380 #ifdef LEMON_HAVE_GLPK
 
   382     GlpkLp lp_glpk1,lp_glpk2;
 
   389 #ifdef LEMON_HAVE_CPLEX
 
   391     CplexLp lp_cplex1,lp_cplex2;
 
   394     cloneTest<CplexLp>();
 
   395   } catch (CplexEnv::LicenseError& error) {
 
   396     check(false, error.what());
 
   400 #ifdef LEMON_HAVE_SOPLEX
 
   402     SoplexLp lp_soplex1,lp_soplex2;
 
   405     cloneTest<SoplexLp>();
 
   409 #ifdef LEMON_HAVE_CLP
 
   411     ClpLp lp_clp1,lp_clp2;