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>
 
    25 #include <lemon/config.h>
 
    29 #include <lemon/glpk.h>
 
    33 #include <lemon/cplex.h>
 
    37 #include <lemon/soplex.h>
 
    41 #include <lemon/clp.h>
 
    44 using namespace lemon;
 
    46 void lpTest(LpSolver& lp)
 
    51   std::vector<LP::Col> x(10);
 
    52   //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
 
    54   lp.colLowerBound(x,1);
 
    55   lp.colUpperBound(x,1);
 
    58   std::vector<LP::Col> y(10);
 
    61   lp.colLowerBound(y,1);
 
    62   lp.colUpperBound(y,1);
 
    65   std::map<int,LP::Col> z;
 
    67   z.insert(std::make_pair(12,INVALID));
 
    68   z.insert(std::make_pair(2,INVALID));
 
    69   z.insert(std::make_pair(7,INVALID));
 
    70   z.insert(std::make_pair(5,INVALID));
 
    74   lp.colLowerBound(z,1);
 
    75   lp.colUpperBound(z,1);
 
    80     LP::Col p1,p2,p3,p4,p5;
 
   116     e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
 
   117        (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
 
   118        (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
 
   121        2.2*p1+p1*2.2+p1/2.2+
 
   166     c = ((2 <= p1) <= 3);
 
   169     c = ((2 >= p1) >= 3);
 
   176     lp.addRow(-LP::INF,e,23);
 
   177     lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
 
   178     lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
 
   180     lp.addRow(x[1]+x[3]<=x[5]-3);
 
   181     lp.addRow((-7<=x[1]+x[3]-12)<=3);
 
   182     lp.addRow(x[1]<=x[5]);
 
   184     std::ostringstream buf;
 
   187     e=((p1+p2)+(p1-0.99*p2));
 
   188     //e.prettyPrint(std::cout);
 
   189     //(e<=2).prettyPrint(std::cout);
 
   190     double tolerance=0.001;
 
   191     e.simplify(tolerance);
 
   192     buf << "Coeff. of p2 should be 0.01";
 
   193     check(e[p2]>0, buf.str());
 
   196     e.simplify(tolerance);
 
   197     buf << "Coeff. of p2 should be 0";
 
   198     check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
 
   201     LP* lpnew = lp.newSolver();
 
   202     LP* lpclone = lp.cloneSolver();
 
   210     LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,
 
   211       p4 = INVALID, p5 = INVALID;
 
   236        2.2*p1+p1*2.2+p1/2.2+
 
   243 void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
 
   248   std::ostringstream buf;
 
   249   buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
 
   251   check(lp.primalType()==stat, buf.str());
 
   253   if (stat ==  LpSolver::OPTIMAL) {
 
   254     std::ostringstream sbuf;
 
   255     sbuf << "Wrong optimal value (" << lp.primal() <<") with "
 
   256          << lp.solverName() <<"\n     the right optimum is " << exp_opt;
 
   257     check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
 
   261 void aTest(LpSolver & lp)
 
   265  //The following example is very simple
 
   267   typedef LpSolver::Row Row;
 
   268   typedef LpSolver::Col Col;
 
   271   Col x1 = lp.addCol();
 
   272   Col x2 = lp.addCol();
 
   276   Row upright=lp.addRow(x1+2*x2 <=1);
 
   277   lp.addRow(x1+x2 >=-1);
 
   278   lp.addRow(x1-x2 <=1);
 
   279   lp.addRow(x1-x2 >=-1);
 
   280   //Nonnegativity of the variables
 
   281   lp.colLowerBound(x1, 0);
 
   282   lp.colLowerBound(x2, 0);
 
   288   //Testing the problem retrieving routines
 
   289   check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
 
   290   check(lp.sense() == lp.MAX,"This is a maximization!");
 
   291   check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
 
   292   check(lp.colLowerBound(x1)==0,
 
   293         "The lower bound for variable x1 should be 0.");
 
   294   check(lp.colUpperBound(x1)==LpSolver::INF,
 
   295         "The upper bound for variable x1 should be infty.");
 
   296   check(lp.rowLowerBound(upright) == -LpSolver::INF,
 
   297         "The lower bound for the first row should be -infty.");
 
   298   check(lp.rowUpperBound(upright)==1,
 
   299         "The upper bound for the first row should be 1.");
 
   300   LpSolver::Expr e = lp.row(upright);
 
   301   check(e[x1] == 1, "The first coefficient should 1.");
 
   302   check(e[x2] == 2, "The second coefficient should 1.");
 
   304   lp.row(upright, x1+x2 <=1);
 
   306   check(e[x1] == 1, "The first coefficient should 1.");
 
   307   check(e[x2] == 1, "The second coefficient should 1.");
 
   309   LpSolver::DualExpr de = lp.col(x1);
 
   310   check(  de[upright] == 1, "The first coefficient should 1.");
 
   312   LpSolver* clp = lp.cloneSolver();
 
   314   //Testing the problem retrieving routines
 
   315   check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
 
   316   check(clp->sense() == clp->MAX,"This is a maximization!");
 
   317   check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
 
   318   //  std::cout<<lp.colLowerBound(x1)<<std::endl;
 
   319   check(clp->colLowerBound(x1)==0,
 
   320         "The lower bound for variable x1 should be 0.");
 
   321   check(clp->colUpperBound(x1)==LpSolver::INF,
 
   322         "The upper bound for variable x1 should be infty.");
 
   324   check(lp.rowLowerBound(upright)==-LpSolver::INF,
 
   325         "The lower bound for the first row should be -infty.");
 
   326   check(lp.rowUpperBound(upright)==1,
 
   327         "The upper bound for the first row should be 1.");
 
   328   e = clp->row(upright);
 
   329   check(e[x1] == 1, "The first coefficient should 1.");
 
   330   check(e[x2] == 1, "The second coefficient should 1.");
 
   333   check(de[upright] == 1, "The first coefficient should 1.");
 
   337   //Maximization of x1+x2
 
   338   //over the triangle with vertices (0,0) (0,1) (1,0)
 
   339   double expected_opt=1;
 
   340   solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
 
   345   solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
 
   347   //Vertex (-1,0) instead of (0,0)
 
   348   lp.colLowerBound(x1, -LpSolver::INF);
 
   350   solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
 
   352   //Erase one constraint and return to maximization
 
   355   expected_opt=LpSolver::INF;
 
   356   solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
 
   359   lp.addRow(x1+x2 <=-2);
 
   360   solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
 
   370   LP* lpnew = lp->newSolver();
 
   371   LP* lpclone = lp->cloneSolver();
 
   384     GlpkLp lp_glpk1,lp_glpk2;
 
   393     CplexLp lp_cplex1,lp_cplex2;
 
   396     cloneTest<CplexLp>();
 
   397   } catch (CplexEnv::LicenseError& error) {
 
   398 #ifdef LEMON_FORCE_CPLEX_CHECK
 
   399     check(false, error.what());
 
   401     std::cerr << error.what() << std::endl;
 
   402     std::cerr << "Cplex license check failed, lp check skipped" << std::endl;
 
   409     SoplexLp lp_soplex1,lp_soplex2;
 
   412     cloneTest<SoplexLp>();
 
   418     ClpLp lp_clp1,lp_clp2;