test/lp_test.cc
author Balazs Dezso <deba@inf.elte.hu>
Tue, 02 Dec 2008 21:40:33 +0100
changeset 458 7afc121e0689
child 459 ed54c0d13df0
permissions -rw-r--r--
Port LP and MIP solvers from SVN -r3509 (#44)
     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 <sstream>
    20 #include <lemon/lp_skeleton.h>
    21 #include "test_tools.h"
    22 #include <lemon/tolerance.h>
    23 
    24 #ifdef HAVE_CONFIG_H
    25 #include <lemon/config.h>
    26 #endif
    27 
    28 #ifdef HAVE_GLPK
    29 #include <lemon/lp_glpk.h>
    30 #endif
    31 
    32 #ifdef HAVE_CPLEX
    33 #include <lemon/lp_cplex.h>
    34 #endif
    35 
    36 #ifdef HAVE_SOPLEX
    37 #include <lemon/lp_soplex.h>
    38 #endif
    39 
    40 using namespace lemon;
    41 
    42 void lpTest(LpSolverBase & lp)
    43 {
    44 
    45 
    46 
    47   typedef LpSolverBase LP;
    48 
    49   std::vector<LP::Col> x(10);
    50   //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
    51   lp.addColSet(x);
    52   lp.colLowerBound(x,1);
    53   lp.colUpperBound(x,1);
    54   lp.colBounds(x,1,2);
    55 #ifndef GYORSITAS
    56 
    57   std::vector<LP::Col> y(10);
    58   lp.addColSet(y);
    59 
    60   lp.colLowerBound(y,1);
    61   lp.colUpperBound(y,1);
    62   lp.colBounds(y,1,2);
    63 
    64   std::map<int,LP::Col> z;
    65 
    66   z.insert(std::make_pair(12,INVALID));
    67   z.insert(std::make_pair(2,INVALID));
    68   z.insert(std::make_pair(7,INVALID));
    69   z.insert(std::make_pair(5,INVALID));
    70 
    71   lp.addColSet(z);
    72 
    73   lp.colLowerBound(z,1);
    74   lp.colUpperBound(z,1);
    75   lp.colBounds(z,1,2);
    76 
    77   {
    78     LP::Expr e,f,g;
    79     LP::Col p1,p2,p3,p4,p5;
    80     LP::Constr c;
    81 
    82     p1=lp.addCol();
    83     p2=lp.addCol();
    84     p3=lp.addCol();
    85     p4=lp.addCol();
    86     p5=lp.addCol();
    87 
    88     e[p1]=2;
    89     e.constComp()=12;
    90     e[p1]+=2;
    91     e.constComp()+=12;
    92     e[p1]-=2;
    93     e.constComp()-=12;
    94 
    95     e=2;
    96     e=2.2;
    97     e=p1;
    98     e=f;
    99 
   100     e+=2;
   101     e+=2.2;
   102     e+=p1;
   103     e+=f;
   104 
   105     e-=2;
   106     e-=2.2;
   107     e-=p1;
   108     e-=f;
   109 
   110     e*=2;
   111     e*=2.2;
   112     e/=2;
   113     e/=2.2;
   114 
   115     e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
   116        (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
   117        (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
   118        2.2*f+f*2.2+f/2.2+
   119        2*f+f*2+f/2+
   120        2.2*p1+p1*2.2+p1/2.2+
   121        2*p1+p1*2+p1/2
   122        );
   123 
   124 
   125     c = (e  <= f  );
   126     c = (e  <= 2.2);
   127     c = (e  <= 2  );
   128     c = (e  <= p1 );
   129     c = (2.2<= f  );
   130     c = (2  <= f  );
   131     c = (p1 <= f  );
   132     c = (p1 <= p2 );
   133     c = (p1 <= 2.2);
   134     c = (p1 <= 2  );
   135     c = (2.2<= p2 );
   136     c = (2  <= p2 );
   137 
   138     c = (e  >= f  );
   139     c = (e  >= 2.2);
   140     c = (e  >= 2  );
   141     c = (e  >= p1 );
   142     c = (2.2>= f  );
   143     c = (2  >= f  );
   144     c = (p1 >= f  );
   145     c = (p1 >= p2 );
   146     c = (p1 >= 2.2);
   147     c = (p1 >= 2  );
   148     c = (2.2>= p2 );
   149     c = (2  >= p2 );
   150 
   151     c = (e  == f  );
   152     c = (e  == 2.2);
   153     c = (e  == 2  );
   154     c = (e  == p1 );
   155     c = (2.2== f  );
   156     c = (2  == f  );
   157     c = (p1 == f  );
   158     //c = (p1 == p2 );
   159     c = (p1 == 2.2);
   160     c = (p1 == 2  );
   161     c = (2.2== p2 );
   162     c = (2  == p2 );
   163 
   164     c = (2 <= e <= 3);
   165     c = (2 <= p1<= 3);
   166 
   167     c = (2 >= e >= 3);
   168     c = (2 >= p1>= 3);
   169 
   170     e[x[3]]=2;
   171     e[x[3]]=4;
   172     e[x[3]]=1;
   173     e.constComp()=12;
   174 
   175     lp.addRow(LP::INF,e,23);
   176     lp.addRow(LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
   177     lp.addRow(LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
   178 
   179     lp.addRow(x[1]+x[3]<=x[5]-3);
   180     lp.addRow(-7<=x[1]+x[3]-12<=3);
   181     lp.addRow(x[1]<=x[5]);
   182 
   183     std::ostringstream buf;
   184 
   185 
   186     //Checking the simplify function
   187 
   188 //     //How to check the simplify function? A map gives no information
   189 //     //on the question whether a given key is or is not stored in it, or
   190 //     //it does?
   191 //   Yes, it does, using the find() function.
   192     e=((p1+p2)+(p1-p2));
   193     e.simplify();
   194     buf << "Coeff. of p2 should be 0";
   195     //    std::cout<<e[p1]<<e[p2]<<e[p3]<<std::endl;
   196     check(e.find(p2)==e.end(), buf.str());
   197 
   198 
   199 
   200 
   201     e=((p1+p2)+(p1-0.99*p2));
   202     //e.prettyPrint(std::cout);
   203     //(e<=2).prettyPrint(std::cout);
   204     double tolerance=0.001;
   205     e.simplify(tolerance);
   206     buf << "Coeff. of p2 should be 0.01";
   207     check(e[p2]>0, buf.str());
   208 
   209     tolerance=0.02;
   210     e.simplify(tolerance);
   211     buf << "Coeff. of p2 should be 0";
   212     check(e.find(p2)==e.end(), buf.str());
   213 
   214 
   215   }
   216 
   217   {
   218     LP::DualExpr e,f,g;
   219     LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,
   220       p4 = INVALID, p5 = INVALID;
   221 
   222     e[p1]=2;
   223     e[p1]+=2;
   224     e[p1]-=2;
   225 
   226     e=p1;
   227     e=f;
   228 
   229     e+=p1;
   230     e+=f;
   231 
   232     e-=p1;
   233     e-=f;
   234 
   235     e*=2;
   236     e*=2.2;
   237     e/=2;
   238     e/=2.2;
   239 
   240     e=((p1+p2)+(p1-p2)+
   241        (p1+f)+(f+p1)+(f+g)+
   242        (p1-f)+(f-p1)+(f-g)+
   243        2.2*f+f*2.2+f/2.2+
   244        2*f+f*2+f/2+
   245        2.2*p1+p1*2.2+p1/2.2+
   246        2*p1+p1*2+p1/2
   247        );
   248   }
   249 
   250 #endif
   251 }
   252 
   253 void solveAndCheck(LpSolverBase& lp, LpSolverBase::SolutionStatus stat,
   254                    double exp_opt) {
   255   using std::string;
   256   lp.solve();
   257   //int decimal,sign;
   258   std::ostringstream buf;
   259   buf << "Primalstatus should be: " << int(stat);
   260 
   261   //  itoa(stat,buf1, 10);
   262   check(lp.primalStatus()==stat, buf.str());
   263 
   264   if (stat ==  LpSolverBase::OPTIMAL) {
   265     std::ostringstream sbuf;
   266     sbuf << "Wrong optimal value: the right optimum is " << exp_opt;
   267     check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str());
   268     //+ecvt(exp_opt,2)
   269   }
   270 }
   271 
   272 void aTest(LpSolverBase & lp)
   273 {
   274   typedef LpSolverBase LP;
   275 
   276  //The following example is very simple
   277 
   278   typedef LpSolverBase::Row Row;
   279   typedef LpSolverBase::Col Col;
   280 
   281 
   282   Col x1 = lp.addCol();
   283   Col x2 = lp.addCol();
   284 
   285 
   286   //Constraints
   287   Row upright=lp.addRow(x1+x2 <=1);
   288   lp.addRow(x1+x2 >=-1);
   289   lp.addRow(x1-x2 <=1);
   290   lp.addRow(x1-x2 >=-1);
   291   //Nonnegativity of the variables
   292   lp.colLowerBound(x1, 0);
   293   lp.colLowerBound(x2, 0);
   294   //Objective function
   295   lp.obj(x1+x2);
   296 
   297   lp.max();
   298 
   299   //Testing the problem retrieving routines
   300   check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
   301   check(lp.isMax(),"This is a maximization!");
   302   check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
   303   //  std::cout<<lp.colLowerBound(x1)<<std::endl;
   304   check(  lp.colLowerBound(x1)==0,
   305           "The lower bound for variable x1 should be 0.");
   306   check(  lp.colUpperBound(x1)==LpSolverBase::INF,
   307           "The upper bound for variable x1 should be infty.");
   308   LpSolverBase::Value lb,ub;
   309   lp.getRowBounds(upright,lb,ub);
   310   check(  lb==-LpSolverBase::INF,
   311           "The lower bound for the first row should be -infty.");
   312   check(  ub==1,"The upper bound for the first row should be 1.");
   313   LpSolverBase::Expr e = lp.row(upright);
   314   check(  e.size() == 2, "The row retrieval gives back wrong expression.");
   315   check(  e[x1] == 1, "The first coefficient should 1.");
   316   check(  e[x2] == 1, "The second coefficient should 1.");
   317 
   318   LpSolverBase::DualExpr de = lp.col(x1);
   319   check(  de.size() == 4, "The col retrieval gives back wrong expression.");
   320   check(  de[upright] == 1, "The first coefficient should 1.");
   321 
   322   LpSolverBase* clp = lp.copyLp();
   323 
   324   //Testing the problem retrieving routines
   325   check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
   326   check(clp->isMax(),"This is a maximization!");
   327   check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
   328   //  std::cout<<lp.colLowerBound(x1)<<std::endl;
   329   check(  clp->colLowerBound(x1)==0,
   330           "The lower bound for variable x1 should be 0.");
   331   check(  clp->colUpperBound(x1)==LpSolverBase::INF,
   332           "The upper bound for variable x1 should be infty.");
   333 
   334   clp->getRowBounds(upright,lb,ub);
   335   check(  lb==-LpSolverBase::INF,
   336           "The lower bound for the first row should be -infty.");
   337   check(  ub==1,"The upper bound for the first row should be 1.");
   338   e = clp->row(upright);
   339   check(  e.size() == 2, "The row retrieval gives back wrong expression.");
   340   check(  e[x1] == 1, "The first coefficient should 1.");
   341   check(  e[x2] == 1, "The second coefficient should 1.");
   342 
   343   de = clp->col(x1);
   344   check(  de.size() == 4, "The col retrieval gives back wrong expression.");
   345   check(  de[upright] == 1, "The first coefficient should 1.");
   346 
   347   delete clp;
   348 
   349   //Maximization of x1+x2
   350   //over the triangle with vertices (0,0) (0,1) (1,0)
   351   double expected_opt=1;
   352   solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
   353 
   354   //Minimization
   355   lp.min();
   356   expected_opt=0;
   357   solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
   358 
   359   //Vertex (-1,0) instead of (0,0)
   360   lp.colLowerBound(x1, -LpSolverBase::INF);
   361   expected_opt=-1;
   362   solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt);
   363 
   364   //Erase one constraint and return to maximization
   365   lp.eraseRow(upright);
   366   lp.max();
   367   expected_opt=LpSolverBase::INF;
   368   solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt);
   369 
   370   //Infeasibilty
   371   lp.addRow(x1+x2 <=-2);
   372   solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt);
   373 
   374   //Change problem and forget to solve
   375   lp.min();
   376   check(lp.primalStatus()==LpSolverBase::UNDEFINED,
   377         "Primalstatus should be UNDEFINED");
   378 
   379 
   380 //   lp.solve();
   381 //   if (lp.primalStatus()==LpSolverBase::OPTIMAL){
   382 //     std::cout<< "Z = "<<lp.primalValue()
   383 //              << " (error = " << lp.primalValue()-expected_opt
   384 //              << "); x1 = "<<lp.primal(x1)
   385 //              << "; x2 = "<<lp.primal(x2)
   386 //              <<std::endl;
   387 
   388 //   }
   389 //   else{
   390 //     std::cout<<lp.primalStatus()<<std::endl;
   391 //     std::cout<<"Optimal solution not found!"<<std::endl;
   392 //   }
   393 
   394 
   395 
   396 }
   397 
   398 
   399 int main()
   400 {
   401   LpSkeleton lp_skel;
   402   lpTest(lp_skel);
   403 
   404 #ifdef HAVE_GLPK
   405   LpGlpk lp_glpk1,lp_glpk2;
   406   lpTest(lp_glpk1);
   407   aTest(lp_glpk2);
   408 #endif
   409 
   410 #ifdef HAVE_CPLEX
   411   LpCplex lp_cplex1,lp_cplex2;
   412   lpTest(lp_cplex1);
   413   aTest(lp_cplex2);
   414 #endif
   415 
   416 #ifdef HAVE_SOPLEX
   417   LpSoplex lp_soplex1,lp_soplex2;
   418   lpTest(lp_soplex1);
   419   aTest(lp_soplex2);
   420 #endif
   421 
   422   return 0;
   423 }