lemon/cplex.h
author Peter Kovacs <kpeter@inf.elte.hu>
Sat, 20 Feb 2010 18:39:03 +0100
changeset 839 f3bc4e9b5f3a
parent 576 745e182d0139
permissions -rw-r--r--
New heuristics for MCF algorithms (#340)
and some implementation improvements.

- A useful heuristic is added to NetworkSimplex to make the
initial pivots faster.
- A powerful global update heuristic is added to CostScaling
and the implementation is reworked with various improvements.
- Better relabeling in CostScaling to improve numerical stability
and make the code faster.
- A small improvement is made in CapacityScaling for better
delta computation.
- Add notes to the classes about the usage of vector<char> instead
of vector<bool> for efficiency reasons.
     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) 2003-2009
     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 #ifndef LEMON_CPLEX_H
    20 #define LEMON_CPLEX_H
    21 
    22 ///\file
    23 ///\brief Header of the LEMON-CPLEX lp solver interface.
    24 
    25 #include <lemon/lp_base.h>
    26 
    27 struct cpxenv;
    28 struct cpxlp;
    29 
    30 namespace lemon {
    31 
    32   /// \brief Reference counted wrapper around cpxenv pointer
    33   ///
    34   /// The cplex uses environment object which is responsible for
    35   /// checking the proper license usage. This class provides a simple
    36   /// interface for share the environment object between different
    37   /// problems.
    38   class CplexEnv {
    39     friend class CplexBase;
    40   private:
    41     cpxenv* _env;
    42     mutable int* _cnt;
    43 
    44   public:
    45 
    46     /// \brief This exception is thrown when the license check is not
    47     /// sufficient
    48     class LicenseError : public Exception {
    49       friend class CplexEnv;
    50     private:
    51 
    52       LicenseError(int status);
    53       char _message[510];
    54 
    55     public:
    56 
    57       /// The short error message
    58       virtual const char* what() const throw() {
    59         return _message;
    60       }
    61     };
    62 
    63     /// Constructor
    64     CplexEnv();
    65     /// Shallow copy constructor
    66     CplexEnv(const CplexEnv&);
    67     /// Shallow assignement
    68     CplexEnv& operator=(const CplexEnv&);
    69     /// Destructor
    70     virtual ~CplexEnv();
    71 
    72   protected:
    73 
    74     cpxenv* cplexEnv() { return _env; }
    75     const cpxenv* cplexEnv() const { return _env; }
    76   };
    77 
    78   /// \brief Base interface for the CPLEX LP and MIP solver
    79   ///
    80   /// This class implements the common interface of the CPLEX LP and
    81   /// MIP solvers.
    82   /// \ingroup lp_group
    83   class CplexBase : virtual public LpBase {
    84   protected:
    85 
    86     CplexEnv _env;
    87     cpxlp* _prob;
    88 
    89     CplexBase();
    90     CplexBase(const CplexEnv&);
    91     CplexBase(const CplexBase &);
    92     virtual ~CplexBase();
    93 
    94     virtual int _addCol();
    95     virtual int _addRow();
    96     virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u);
    97 
    98     virtual void _eraseCol(int i);
    99     virtual void _eraseRow(int i);
   100 
   101     virtual void _eraseColId(int i);
   102     virtual void _eraseRowId(int i);
   103 
   104     virtual void _getColName(int col, std::string& name) const;
   105     virtual void _setColName(int col, const std::string& name);
   106     virtual int _colByName(const std::string& name) const;
   107 
   108     virtual void _getRowName(int row, std::string& name) const;
   109     virtual void _setRowName(int row, const std::string& name);
   110     virtual int _rowByName(const std::string& name) const;
   111 
   112     virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e);
   113     virtual void _getRowCoeffs(int i, InsertIterator b) const;
   114 
   115     virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e);
   116     virtual void _getColCoeffs(int i, InsertIterator b) const;
   117 
   118     virtual void _setCoeff(int row, int col, Value value);
   119     virtual Value _getCoeff(int row, int col) const;
   120 
   121     virtual void _setColLowerBound(int i, Value value);
   122     virtual Value _getColLowerBound(int i) const;
   123 
   124     virtual void _setColUpperBound(int i, Value value);
   125     virtual Value _getColUpperBound(int i) const;
   126 
   127   private:
   128     void _set_row_bounds(int i, Value lb, Value ub);
   129   protected:
   130 
   131     virtual void _setRowLowerBound(int i, Value value);
   132     virtual Value _getRowLowerBound(int i) const;
   133 
   134     virtual void _setRowUpperBound(int i, Value value);
   135     virtual Value _getRowUpperBound(int i) const;
   136 
   137     virtual void _setObjCoeffs(ExprIterator b, ExprIterator e);
   138     virtual void _getObjCoeffs(InsertIterator b) const;
   139 
   140     virtual void _setObjCoeff(int i, Value obj_coef);
   141     virtual Value _getObjCoeff(int i) const;
   142 
   143     virtual void _setSense(Sense sense);
   144     virtual Sense _getSense() const;
   145 
   146     virtual void _clear();
   147 
   148     virtual void _messageLevel(MessageLevel level);
   149     void _applyMessageLevel();
   150 
   151     bool _message_enabled;
   152 
   153   public:
   154 
   155     /// Returns the used \c CplexEnv instance
   156     const CplexEnv& env() const { return _env; }
   157 
   158     /// \brief Returns the const cpxenv pointer
   159     ///
   160     /// \note The cpxenv might be destructed with the solver.
   161     const cpxenv* cplexEnv() const { return _env.cplexEnv(); }
   162 
   163     /// \brief Returns the const cpxenv pointer
   164     ///
   165     /// \note The cpxenv might be destructed with the solver.
   166     cpxenv* cplexEnv() { return _env.cplexEnv(); }
   167 
   168     /// Returns the cplex problem object
   169     cpxlp* cplexLp() { return _prob; }
   170     /// Returns the cplex problem object
   171     const cpxlp* cplexLp() const { return _prob; }
   172 
   173   };
   174 
   175   /// \brief Interface for the CPLEX LP solver
   176   ///
   177   /// This class implements an interface for the CPLEX LP solver.
   178   ///\ingroup lp_group
   179   class CplexLp : public LpSolver, public CplexBase {
   180   public:
   181     /// \e
   182     CplexLp();
   183     /// \e
   184     CplexLp(const CplexEnv&);
   185     /// \e
   186     CplexLp(const CplexLp&);
   187     /// \e
   188     virtual ~CplexLp();
   189 
   190     /// \e
   191     virtual CplexLp* cloneSolver() const;
   192     /// \e
   193     virtual CplexLp* newSolver() const;
   194 
   195   private:
   196 
   197     // these values cannot retrieved element by element
   198     mutable std::vector<int> _col_status;
   199     mutable std::vector<int> _row_status;
   200 
   201     mutable std::vector<Value> _primal_ray;
   202     mutable std::vector<Value> _dual_ray;
   203 
   204     void _clear_temporals();
   205 
   206     SolveExitStatus convertStatus(int status);
   207 
   208   protected:
   209 
   210     virtual const char* _solverName() const;
   211 
   212     virtual SolveExitStatus _solve();
   213     virtual Value _getPrimal(int i) const;
   214     virtual Value _getDual(int i) const;
   215     virtual Value _getPrimalValue() const;
   216 
   217     virtual VarStatus _getColStatus(int i) const;
   218     virtual VarStatus _getRowStatus(int i) const;
   219 
   220     virtual Value _getPrimalRay(int i) const;
   221     virtual Value _getDualRay(int i) const;
   222 
   223     virtual ProblemType _getPrimalType() const;
   224     virtual ProblemType _getDualType() const;
   225 
   226   public:
   227 
   228     /// Solve with primal simplex method
   229     SolveExitStatus solvePrimal();
   230 
   231     /// Solve with dual simplex method
   232     SolveExitStatus solveDual();
   233 
   234     /// Solve with barrier method
   235     SolveExitStatus solveBarrier();
   236 
   237   };
   238 
   239   /// \brief Interface for the CPLEX MIP solver
   240   ///
   241   /// This class implements an interface for the CPLEX MIP solver.
   242   ///\ingroup lp_group
   243   class CplexMip : public MipSolver, public CplexBase {
   244   public:
   245     /// \e
   246     CplexMip();
   247     /// \e
   248     CplexMip(const CplexEnv&);
   249     /// \e
   250     CplexMip(const CplexMip&);
   251     /// \e
   252     virtual ~CplexMip();
   253 
   254     /// \e
   255     virtual CplexMip* cloneSolver() const;
   256     /// \e
   257     virtual CplexMip* newSolver() const;
   258 
   259   protected:
   260 
   261 
   262     virtual const char* _solverName() const;
   263 
   264     virtual ColTypes _getColType(int col) const;
   265     virtual void _setColType(int col, ColTypes col_type);
   266 
   267     virtual SolveExitStatus _solve();
   268     virtual ProblemType _getType() const;
   269     virtual Value _getSol(int i) const;
   270     virtual Value _getSolValue() const;
   271 
   272   };
   273 
   274 } //END OF NAMESPACE LEMON
   275 
   276 #endif //LEMON_CPLEX_H
   277