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/* -*- mode: C++; indent-tabs-mode: nil; -*-
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*
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* This file is a part of LEMON, a generic C++ optimization library.
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*
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* Copyright (C) 2003-2010
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* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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* (Egervary Research Group on Combinatorial Optimization, EGRES).
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*
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* Permission to use, modify and distribute this software is granted
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* provided that this copyright notice appears in all copies. For
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* precise terms see the accompanying LICENSE file.
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*
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* This software is provided "AS IS" with no warranty of any kind,
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* express or implied, and with no claim as to its suitability for any
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* purpose.
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*
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*/
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#include <iostream>
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#include <lemon/soplex.h>
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#include <soplex.h>
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#include <spxout.h>
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///\file
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///\brief Implementation of the LEMON-SOPLEX lp solver interface.
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namespace lemon {
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SoplexLp::SoplexLp() {
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soplex = new soplex::SoPlex;
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messageLevel(MESSAGE_NOTHING);
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}
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SoplexLp::~SoplexLp() {
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delete soplex;
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}
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SoplexLp::SoplexLp(const SoplexLp& lp) {
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rows = lp.rows;
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cols = lp.cols;
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soplex = new soplex::SoPlex;
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(*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex);
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_col_names = lp._col_names;
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_col_names_ref = lp._col_names_ref;
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_row_names = lp._row_names;
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_row_names_ref = lp._row_names_ref;
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messageLevel(MESSAGE_NOTHING);
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}
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void SoplexLp::_clear_temporals() {
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_primal_values.clear();
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_dual_values.clear();
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}
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SoplexLp* SoplexLp::newSolver() const {
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SoplexLp* newlp = new SoplexLp();
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return newlp;
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}
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SoplexLp* SoplexLp::cloneSolver() const {
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SoplexLp* newlp = new SoplexLp(*this);
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return newlp;
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}
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const char* SoplexLp::_solverName() const { return "SoplexLp"; }
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int SoplexLp::_addCol() {
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soplex::LPCol c;
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c.setLower(-soplex::infinity);
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c.setUpper(soplex::infinity);
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soplex->addCol(c);
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_col_names.push_back(std::string());
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return soplex->nCols() - 1;
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}
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int SoplexLp::_addRow() {
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soplex::LPRow r;
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r.setLhs(-soplex::infinity);
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r.setRhs(soplex::infinity);
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soplex->addRow(r);
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_row_names.push_back(std::string());
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return soplex->nRows() - 1;
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}
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int SoplexLp::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
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soplex::DSVector v;
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for (ExprIterator it = b; it != e; ++it) {
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v.add(it->first, it->second);
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}
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soplex::LPRow r(l, v, u);
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soplex->addRow(r);
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_row_names.push_back(std::string());
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return soplex->nRows() - 1;
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}
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void SoplexLp::_eraseCol(int i) {
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soplex->removeCol(i);
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_col_names_ref.erase(_col_names[i]);
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_col_names[i] = _col_names.back();
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_col_names_ref[_col_names.back()] = i;
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_col_names.pop_back();
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}
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void SoplexLp::_eraseRow(int i) {
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soplex->removeRow(i);
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_row_names_ref.erase(_row_names[i]);
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_row_names[i] = _row_names.back();
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_row_names_ref[_row_names.back()] = i;
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_row_names.pop_back();
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}
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void SoplexLp::_eraseColId(int i) {
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cols.eraseIndex(i);
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cols.relocateIndex(i, cols.maxIndex());
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}
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void SoplexLp::_eraseRowId(int i) {
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rows.eraseIndex(i);
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rows.relocateIndex(i, rows.maxIndex());
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}
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void SoplexLp::_getColName(int c, std::string &name) const {
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name = _col_names[c];
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}
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void SoplexLp::_setColName(int c, const std::string &name) {
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_col_names_ref.erase(_col_names[c]);
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_col_names[c] = name;
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if (!name.empty()) {
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_col_names_ref.insert(std::make_pair(name, c));
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}
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}
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int SoplexLp::_colByName(const std::string& name) const {
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std::map<std::string, int>::const_iterator it =
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_col_names_ref.find(name);
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if (it != _col_names_ref.end()) {
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return it->second;
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} else {
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return -1;
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}
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}
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void SoplexLp::_getRowName(int r, std::string &name) const {
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name = _row_names[r];
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}
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void SoplexLp::_setRowName(int r, const std::string &name) {
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_row_names_ref.erase(_row_names[r]);
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_row_names[r] = name;
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if (!name.empty()) {
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_row_names_ref.insert(std::make_pair(name, r));
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}
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}
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int SoplexLp::_rowByName(const std::string& name) const {
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std::map<std::string, int>::const_iterator it =
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_row_names_ref.find(name);
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if (it != _row_names_ref.end()) {
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return it->second;
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} else {
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return -1;
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}
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}
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void SoplexLp::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
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for (int j = 0; j < soplex->nCols(); ++j) {
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soplex->changeElement(i, j, 0.0);
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}
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for(ExprIterator it = b; it != e; ++it) {
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soplex->changeElement(i, it->first, it->second);
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}
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}
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void SoplexLp::_getRowCoeffs(int i, InsertIterator b) const {
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const soplex::SVector& vec = soplex->rowVector(i);
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for (int k = 0; k < vec.size(); ++k) {
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*b = std::make_pair(vec.index(k), vec.value(k));
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++b;
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}
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}
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void SoplexLp::_setColCoeffs(int j, ExprIterator b, ExprIterator e) {
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for (int i = 0; i < soplex->nRows(); ++i) {
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soplex->changeElement(i, j, 0.0);
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}
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for(ExprIterator it = b; it != e; ++it) {
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soplex->changeElement(it->first, j, it->second);
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}
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}
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void SoplexLp::_getColCoeffs(int i, InsertIterator b) const {
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const soplex::SVector& vec = soplex->colVector(i);
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for (int k = 0; k < vec.size(); ++k) {
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*b = std::make_pair(vec.index(k), vec.value(k));
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++b;
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}
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}
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void SoplexLp::_setCoeff(int i, int j, Value value) {
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soplex->changeElement(i, j, value);
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}
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SoplexLp::Value SoplexLp::_getCoeff(int i, int j) const {
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return soplex->rowVector(i)[j];
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}
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void SoplexLp::_setColLowerBound(int i, Value value) {
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LEMON_ASSERT(value != INF, "Invalid bound");
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soplex->changeLower(i, value != -INF ? value : -soplex::infinity);
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}
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alpar@461
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alpar@462
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SoplexLp::Value SoplexLp::_getColLowerBound(int i) const {
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alpar@461
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double value = soplex->lower(i);
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alpar@461
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return value != -soplex::infinity ? value : -INF;
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alpar@461
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}
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alpar@461
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alpar@462
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void SoplexLp::_setColUpperBound(int i, Value value) {
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alpar@461
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LEMON_ASSERT(value != -INF, "Invalid bound");
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soplex->changeUpper(i, value != INF ? value : soplex::infinity);
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}
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alpar@461
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alpar@462
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SoplexLp::Value SoplexLp::_getColUpperBound(int i) const {
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alpar@461
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double value = soplex->upper(i);
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alpar@461
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return value != soplex::infinity ? value : INF;
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alpar@461
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}
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alpar@461
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void SoplexLp::_setRowLowerBound(int i, Value lb) {
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alpar@461
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LEMON_ASSERT(lb != INF, "Invalid bound");
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soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i));
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alpar@461
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}
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SoplexLp::Value SoplexLp::_getRowLowerBound(int i) const {
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alpar@461
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double res = soplex->lhs(i);
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alpar@461
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247 |
return res == -soplex::infinity ? -INF : res;
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alpar@461
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}
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alpar@461
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alpar@462
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void SoplexLp::_setRowUpperBound(int i, Value ub) {
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alpar@461
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LEMON_ASSERT(ub != -INF, "Invalid bound");
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alpar@461
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soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity);
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}
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alpar@461
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alpar@462
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SoplexLp::Value SoplexLp::_getRowUpperBound(int i) const {
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alpar@461
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double res = soplex->rhs(i);
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alpar@461
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return res == soplex::infinity ? INF : res;
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alpar@461
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}
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alpar@461
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alpar@462
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void SoplexLp::_setObjCoeffs(ExprIterator b, ExprIterator e) {
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alpar@461
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for (int j = 0; j < soplex->nCols(); ++j) {
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alpar@461
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soplex->changeObj(j, 0.0);
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alpar@461
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}
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alpar@461
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for (ExprIterator it = b; it != e; ++it) {
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alpar@461
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soplex->changeObj(it->first, it->second);
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alpar@461
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}
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alpar@461
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}
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alpar@461
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alpar@462
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void SoplexLp::_getObjCoeffs(InsertIterator b) const {
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alpar@461
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for (int j = 0; j < soplex->nCols(); ++j) {
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alpar@461
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Value coef = soplex->obj(j);
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alpar@461
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if (coef != 0.0) {
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alpar@461
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*b = std::make_pair(j, coef);
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alpar@461
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++b;
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alpar@461
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}
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alpar@461
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}
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alpar@461
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}
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alpar@461
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alpar@462
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void SoplexLp::_setObjCoeff(int i, Value obj_coef) {
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alpar@461
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soplex->changeObj(i, obj_coef);
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alpar@461
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}
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alpar@461
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alpar@462
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SoplexLp::Value SoplexLp::_getObjCoeff(int i) const {
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alpar@461
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return soplex->obj(i);
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alpar@461
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}
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alpar@461
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alpar@462
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SoplexLp::SolveExitStatus SoplexLp::_solve() {
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alpar@461
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alpar@461
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_clear_temporals();
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alpar@877
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deba@576
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_applyMessageLevel();
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alpar@461
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alpar@461
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soplex::SPxSolver::Status status = soplex->solve();
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alpar@461
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294 |
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alpar@461
|
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switch (status) {
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alpar@461
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case soplex::SPxSolver::OPTIMAL:
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alpar@461
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297 |
case soplex::SPxSolver::INFEASIBLE:
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alpar@461
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298 |
case soplex::SPxSolver::UNBOUNDED:
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alpar@461
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return SOLVED;
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alpar@461
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300 |
default:
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alpar@461
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301 |
return UNSOLVED;
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alpar@461
|
302 |
}
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alpar@461
|
303 |
}
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alpar@461
|
304 |
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alpar@462
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305 |
SoplexLp::Value SoplexLp::_getPrimal(int i) const {
|
alpar@461
|
306 |
if (_primal_values.empty()) {
|
alpar@461
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307 |
_primal_values.resize(soplex->nCols());
|
alpar@461
|
308 |
soplex::Vector pv(_primal_values.size(), &_primal_values.front());
|
alpar@461
|
309 |
soplex->getPrimal(pv);
|
alpar@461
|
310 |
}
|
alpar@461
|
311 |
return _primal_values[i];
|
alpar@461
|
312 |
}
|
alpar@461
|
313 |
|
alpar@462
|
314 |
SoplexLp::Value SoplexLp::_getDual(int i) const {
|
alpar@461
|
315 |
if (_dual_values.empty()) {
|
alpar@461
|
316 |
_dual_values.resize(soplex->nRows());
|
alpar@461
|
317 |
soplex::Vector dv(_dual_values.size(), &_dual_values.front());
|
alpar@461
|
318 |
soplex->getDual(dv);
|
alpar@461
|
319 |
}
|
alpar@461
|
320 |
return _dual_values[i];
|
alpar@461
|
321 |
}
|
alpar@461
|
322 |
|
alpar@462
|
323 |
SoplexLp::Value SoplexLp::_getPrimalValue() const {
|
alpar@461
|
324 |
return soplex->objValue();
|
alpar@461
|
325 |
}
|
alpar@461
|
326 |
|
alpar@462
|
327 |
SoplexLp::VarStatus SoplexLp::_getColStatus(int i) const {
|
alpar@461
|
328 |
switch (soplex->getBasisColStatus(i)) {
|
alpar@461
|
329 |
case soplex::SPxSolver::BASIC:
|
alpar@461
|
330 |
return BASIC;
|
alpar@461
|
331 |
case soplex::SPxSolver::ON_UPPER:
|
alpar@461
|
332 |
return UPPER;
|
alpar@461
|
333 |
case soplex::SPxSolver::ON_LOWER:
|
alpar@461
|
334 |
return LOWER;
|
alpar@461
|
335 |
case soplex::SPxSolver::FIXED:
|
alpar@461
|
336 |
return FIXED;
|
alpar@461
|
337 |
case soplex::SPxSolver::ZERO:
|
alpar@461
|
338 |
return FREE;
|
alpar@461
|
339 |
default:
|
alpar@461
|
340 |
LEMON_ASSERT(false, "Wrong column status");
|
alpar@461
|
341 |
return VarStatus();
|
alpar@461
|
342 |
}
|
alpar@461
|
343 |
}
|
alpar@461
|
344 |
|
alpar@462
|
345 |
SoplexLp::VarStatus SoplexLp::_getRowStatus(int i) const {
|
alpar@461
|
346 |
switch (soplex->getBasisRowStatus(i)) {
|
alpar@461
|
347 |
case soplex::SPxSolver::BASIC:
|
alpar@461
|
348 |
return BASIC;
|
alpar@461
|
349 |
case soplex::SPxSolver::ON_UPPER:
|
alpar@461
|
350 |
return UPPER;
|
alpar@461
|
351 |
case soplex::SPxSolver::ON_LOWER:
|
alpar@461
|
352 |
return LOWER;
|
alpar@461
|
353 |
case soplex::SPxSolver::FIXED:
|
alpar@461
|
354 |
return FIXED;
|
alpar@461
|
355 |
case soplex::SPxSolver::ZERO:
|
alpar@461
|
356 |
return FREE;
|
alpar@461
|
357 |
default:
|
alpar@461
|
358 |
LEMON_ASSERT(false, "Wrong row status");
|
alpar@461
|
359 |
return VarStatus();
|
alpar@461
|
360 |
}
|
alpar@461
|
361 |
}
|
alpar@461
|
362 |
|
alpar@462
|
363 |
SoplexLp::Value SoplexLp::_getPrimalRay(int i) const {
|
alpar@461
|
364 |
if (_primal_ray.empty()) {
|
alpar@461
|
365 |
_primal_ray.resize(soplex->nCols());
|
alpar@461
|
366 |
soplex::Vector pv(_primal_ray.size(), &_primal_ray.front());
|
alpar@461
|
367 |
soplex->getDualfarkas(pv);
|
alpar@461
|
368 |
}
|
alpar@461
|
369 |
return _primal_ray[i];
|
alpar@461
|
370 |
}
|
alpar@461
|
371 |
|
alpar@462
|
372 |
SoplexLp::Value SoplexLp::_getDualRay(int i) const {
|
alpar@461
|
373 |
if (_dual_ray.empty()) {
|
alpar@461
|
374 |
_dual_ray.resize(soplex->nRows());
|
alpar@461
|
375 |
soplex::Vector dv(_dual_ray.size(), &_dual_ray.front());
|
alpar@461
|
376 |
soplex->getDualfarkas(dv);
|
alpar@461
|
377 |
}
|
alpar@461
|
378 |
return _dual_ray[i];
|
alpar@461
|
379 |
}
|
alpar@461
|
380 |
|
alpar@462
|
381 |
SoplexLp::ProblemType SoplexLp::_getPrimalType() const {
|
alpar@461
|
382 |
switch (soplex->status()) {
|
alpar@461
|
383 |
case soplex::SPxSolver::OPTIMAL:
|
alpar@461
|
384 |
return OPTIMAL;
|
alpar@461
|
385 |
case soplex::SPxSolver::UNBOUNDED:
|
alpar@461
|
386 |
return UNBOUNDED;
|
alpar@461
|
387 |
case soplex::SPxSolver::INFEASIBLE:
|
alpar@461
|
388 |
return INFEASIBLE;
|
alpar@461
|
389 |
default:
|
alpar@461
|
390 |
return UNDEFINED;
|
alpar@461
|
391 |
}
|
alpar@461
|
392 |
}
|
alpar@461
|
393 |
|
alpar@462
|
394 |
SoplexLp::ProblemType SoplexLp::_getDualType() const {
|
alpar@461
|
395 |
switch (soplex->status()) {
|
alpar@461
|
396 |
case soplex::SPxSolver::OPTIMAL:
|
alpar@461
|
397 |
return OPTIMAL;
|
alpar@461
|
398 |
case soplex::SPxSolver::UNBOUNDED:
|
alpar@461
|
399 |
return UNBOUNDED;
|
alpar@461
|
400 |
case soplex::SPxSolver::INFEASIBLE:
|
alpar@461
|
401 |
return INFEASIBLE;
|
alpar@461
|
402 |
default:
|
alpar@461
|
403 |
return UNDEFINED;
|
alpar@461
|
404 |
}
|
alpar@461
|
405 |
}
|
alpar@461
|
406 |
|
alpar@462
|
407 |
void SoplexLp::_setSense(Sense sense) {
|
alpar@461
|
408 |
switch (sense) {
|
alpar@461
|
409 |
case MIN:
|
alpar@461
|
410 |
soplex->changeSense(soplex::SPxSolver::MINIMIZE);
|
alpar@461
|
411 |
break;
|
alpar@461
|
412 |
case MAX:
|
alpar@461
|
413 |
soplex->changeSense(soplex::SPxSolver::MAXIMIZE);
|
alpar@461
|
414 |
}
|
alpar@461
|
415 |
}
|
alpar@461
|
416 |
|
alpar@462
|
417 |
SoplexLp::Sense SoplexLp::_getSense() const {
|
alpar@461
|
418 |
switch (soplex->spxSense()) {
|
alpar@461
|
419 |
case soplex::SPxSolver::MAXIMIZE:
|
alpar@461
|
420 |
return MAX;
|
alpar@461
|
421 |
case soplex::SPxSolver::MINIMIZE:
|
alpar@461
|
422 |
return MIN;
|
alpar@461
|
423 |
default:
|
alpar@461
|
424 |
LEMON_ASSERT(false, "Wrong sense.");
|
alpar@462
|
425 |
return SoplexLp::Sense();
|
alpar@461
|
426 |
}
|
alpar@461
|
427 |
}
|
alpar@461
|
428 |
|
alpar@462
|
429 |
void SoplexLp::_clear() {
|
alpar@461
|
430 |
soplex->clear();
|
alpar@461
|
431 |
_col_names.clear();
|
alpar@461
|
432 |
_col_names_ref.clear();
|
alpar@461
|
433 |
_row_names.clear();
|
alpar@461
|
434 |
_row_names_ref.clear();
|
alpar@461
|
435 |
cols.clear();
|
alpar@461
|
436 |
rows.clear();
|
alpar@461
|
437 |
_clear_temporals();
|
alpar@461
|
438 |
}
|
alpar@461
|
439 |
|
deba@576
|
440 |
void SoplexLp::_messageLevel(MessageLevel level) {
|
deba@576
|
441 |
switch (level) {
|
deba@576
|
442 |
case MESSAGE_NOTHING:
|
deba@576
|
443 |
_message_level = -1;
|
deba@576
|
444 |
break;
|
deba@576
|
445 |
case MESSAGE_ERROR:
|
deba@576
|
446 |
_message_level = soplex::SPxOut::ERROR;
|
deba@576
|
447 |
break;
|
deba@576
|
448 |
case MESSAGE_WARNING:
|
deba@576
|
449 |
_message_level = soplex::SPxOut::WARNING;
|
deba@576
|
450 |
break;
|
deba@576
|
451 |
case MESSAGE_NORMAL:
|
deba@576
|
452 |
_message_level = soplex::SPxOut::INFO2;
|
deba@576
|
453 |
break;
|
deba@576
|
454 |
case MESSAGE_VERBOSE:
|
deba@576
|
455 |
_message_level = soplex::SPxOut::DEBUG;
|
deba@576
|
456 |
break;
|
deba@576
|
457 |
}
|
deba@576
|
458 |
}
|
deba@576
|
459 |
|
deba@576
|
460 |
void SoplexLp::_applyMessageLevel() {
|
deba@576
|
461 |
soplex::Param::setVerbose(_message_level);
|
deba@576
|
462 |
}
|
deba@576
|
463 |
|
alpar@461
|
464 |
} //namespace lemon
|
alpar@461
|
465 |
|