lemon/cplex.h
author Alpar Juttner <alpar@cs.elte.hu>
Tue, 28 Apr 2015 18:13:42 +0200
changeset 1343 20f95cd51aba
parent 1250 97d978243703
child 1347 0900cfe4a84d
permissions -rw-r--r--
Merge bugfix #595
alpar@484
     1
/* -*- mode: C++; indent-tabs-mode: nil; -*-
alpar@484
     2
 *
alpar@484
     3
 * This file is a part of LEMON, a generic C++ optimization library.
alpar@484
     4
 *
alpar@1270
     5
 * Copyright (C) 2003-2013
alpar@484
     6
 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
alpar@484
     7
 * (Egervary Research Group on Combinatorial Optimization, EGRES).
alpar@484
     8
 *
alpar@484
     9
 * Permission to use, modify and distribute this software is granted
alpar@484
    10
 * provided that this copyright notice appears in all copies. For
alpar@484
    11
 * precise terms see the accompanying LICENSE file.
alpar@484
    12
 *
alpar@484
    13
 * This software is provided "AS IS" with no warranty of any kind,
alpar@484
    14
 * express or implied, and with no claim as to its suitability for any
alpar@484
    15
 * purpose.
alpar@484
    16
 *
alpar@484
    17
 */
alpar@484
    18
alpar@484
    19
#ifndef LEMON_CPLEX_H
alpar@484
    20
#define LEMON_CPLEX_H
alpar@484
    21
alpar@484
    22
///\file
alpar@484
    23
///\brief Header of the LEMON-CPLEX lp solver interface.
alpar@484
    24
alpar@484
    25
#include <lemon/lp_base.h>
alpar@484
    26
alpar@484
    27
struct cpxenv;
alpar@484
    28
struct cpxlp;
alpar@484
    29
alpar@484
    30
namespace lemon {
alpar@484
    31
alpar@484
    32
  /// \brief Reference counted wrapper around cpxenv pointer
alpar@484
    33
  ///
alpar@484
    34
  /// The cplex uses environment object which is responsible for
alpar@484
    35
  /// checking the proper license usage. This class provides a simple
alpar@484
    36
  /// interface for share the environment object between different
alpar@484
    37
  /// problems.
alpar@484
    38
  class CplexEnv {
alpar@484
    39
    friend class CplexBase;
alpar@484
    40
  private:
alpar@484
    41
    cpxenv* _env;
alpar@484
    42
    mutable int* _cnt;
alpar@484
    43
alpar@484
    44
  public:
alpar@484
    45
alpar@484
    46
    /// \brief This exception is thrown when the license check is not
alpar@484
    47
    /// sufficient
alpar@484
    48
    class LicenseError : public Exception {
alpar@484
    49
      friend class CplexEnv;
alpar@484
    50
    private:
alpar@484
    51
alpar@484
    52
      LicenseError(int status);
alpar@484
    53
      char _message[510];
alpar@484
    54
alpar@484
    55
    public:
alpar@484
    56
alpar@484
    57
      /// The short error message
alpar@484
    58
      virtual const char* what() const throw() {
alpar@484
    59
        return _message;
alpar@484
    60
      }
alpar@484
    61
    };
alpar@484
    62
alpar@484
    63
    /// Constructor
alpar@484
    64
    CplexEnv();
alpar@484
    65
    /// Shallow copy constructor
alpar@484
    66
    CplexEnv(const CplexEnv&);
alpar@484
    67
    /// Shallow assignement
alpar@484
    68
    CplexEnv& operator=(const CplexEnv&);
alpar@484
    69
    /// Destructor
alpar@484
    70
    virtual ~CplexEnv();
alpar@484
    71
alpar@484
    72
  protected:
alpar@484
    73
alpar@484
    74
    cpxenv* cplexEnv() { return _env; }
alpar@484
    75
    const cpxenv* cplexEnv() const { return _env; }
alpar@484
    76
  };
alpar@484
    77
alpar@484
    78
  /// \brief Base interface for the CPLEX LP and MIP solver
alpar@484
    79
  ///
alpar@484
    80
  /// This class implements the common interface of the CPLEX LP and
deba@598
    81
  /// MIP solvers.
alpar@484
    82
  /// \ingroup lp_group
alpar@484
    83
  class CplexBase : virtual public LpBase {
alpar@484
    84
  protected:
alpar@484
    85
alpar@484
    86
    CplexEnv _env;
alpar@484
    87
    cpxlp* _prob;
alpar@484
    88
alpar@484
    89
    CplexBase();
alpar@484
    90
    CplexBase(const CplexEnv&);
alpar@484
    91
    CplexBase(const CplexBase &);
alpar@484
    92
    virtual ~CplexBase();
alpar@484
    93
alpar@484
    94
    virtual int _addCol();
alpar@484
    95
    virtual int _addRow();
deba@793
    96
    virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u);
alpar@484
    97
alpar@484
    98
    virtual void _eraseCol(int i);
alpar@484
    99
    virtual void _eraseRow(int i);
alpar@484
   100
alpar@484
   101
    virtual void _eraseColId(int i);
alpar@484
   102
    virtual void _eraseRowId(int i);
alpar@484
   103
alpar@484
   104
    virtual void _getColName(int col, std::string& name) const;
alpar@484
   105
    virtual void _setColName(int col, const std::string& name);
alpar@484
   106
    virtual int _colByName(const std::string& name) const;
alpar@484
   107
alpar@484
   108
    virtual void _getRowName(int row, std::string& name) const;
alpar@484
   109
    virtual void _setRowName(int row, const std::string& name);
alpar@484
   110
    virtual int _rowByName(const std::string& name) const;
alpar@484
   111
alpar@484
   112
    virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e);
alpar@484
   113
    virtual void _getRowCoeffs(int i, InsertIterator b) const;
alpar@484
   114
alpar@484
   115
    virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e);
alpar@484
   116
    virtual void _getColCoeffs(int i, InsertIterator b) const;
alpar@484
   117
alpar@484
   118
    virtual void _setCoeff(int row, int col, Value value);
alpar@484
   119
    virtual Value _getCoeff(int row, int col) const;
alpar@484
   120
alpar@484
   121
    virtual void _setColLowerBound(int i, Value value);
alpar@484
   122
    virtual Value _getColLowerBound(int i) const;
alpar@484
   123
alpar@484
   124
    virtual void _setColUpperBound(int i, Value value);
alpar@484
   125
    virtual Value _getColUpperBound(int i) const;
alpar@484
   126
alpar@484
   127
  private:
alpar@484
   128
    void _set_row_bounds(int i, Value lb, Value ub);
alpar@484
   129
  protected:
alpar@484
   130
alpar@484
   131
    virtual void _setRowLowerBound(int i, Value value);
alpar@484
   132
    virtual Value _getRowLowerBound(int i) const;
alpar@484
   133
alpar@484
   134
    virtual void _setRowUpperBound(int i, Value value);
alpar@484
   135
    virtual Value _getRowUpperBound(int i) const;
alpar@484
   136
alpar@484
   137
    virtual void _setObjCoeffs(ExprIterator b, ExprIterator e);
alpar@484
   138
    virtual void _getObjCoeffs(InsertIterator b) const;
alpar@484
   139
alpar@484
   140
    virtual void _setObjCoeff(int i, Value obj_coef);
alpar@484
   141
    virtual Value _getObjCoeff(int i) const;
alpar@484
   142
alpar@484
   143
    virtual void _setSense(Sense sense);
alpar@484
   144
    virtual Sense _getSense() const;
alpar@484
   145
alpar@484
   146
    virtual void _clear();
alpar@484
   147
deba@623
   148
    virtual void _messageLevel(MessageLevel level);
deba@623
   149
    void _applyMessageLevel();
deba@623
   150
deba@623
   151
    bool _message_enabled;
deba@623
   152
alpar@1231
   153
    void _write(std::string file, std::string format) const;
alpar@1231
   154
alpar@484
   155
  public:
alpar@484
   156
alpar@484
   157
    /// Returns the used \c CplexEnv instance
alpar@484
   158
    const CplexEnv& env() const { return _env; }
deba@623
   159
deba@623
   160
    /// \brief Returns the const cpxenv pointer
alpar@484
   161
    ///
deba@623
   162
    /// \note The cpxenv might be destructed with the solver.
alpar@484
   163
    const cpxenv* cplexEnv() const { return _env.cplexEnv(); }
alpar@484
   164
deba@623
   165
    /// \brief Returns the const cpxenv pointer
deba@623
   166
    ///
deba@623
   167
    /// \note The cpxenv might be destructed with the solver.
deba@623
   168
    cpxenv* cplexEnv() { return _env.cplexEnv(); }
deba@623
   169
deba@623
   170
    /// Returns the cplex problem object
alpar@484
   171
    cpxlp* cplexLp() { return _prob; }
deba@623
   172
    /// Returns the cplex problem object
alpar@484
   173
    const cpxlp* cplexLp() const { return _prob; }
alpar@484
   174
alpar@1231
   175
#ifdef DOXYGEN
alpar@1231
   176
    /// Write the problem or the solution to a file in the given format
alpar@1231
   177
alpar@1231
   178
    /// This function writes the problem or the solution
alpar@1231
   179
    /// to a file in the given format.
alpar@1231
   180
    /// Trying to write in an unsupported format will trigger
alpar@1250
   181
    /// \ref lemon::LpBase::UnsupportedFormatError "UnsupportedFormatError".
alpar@1231
   182
    /// \param file The file path
alpar@1231
   183
    /// \param format The output file format.
alpar@1231
   184
    /// Supportted formats are "MPS", "LP" and "SOL".
alpar@1231
   185
    void write(std::string file, std::string format = "MPS") const {}
alpar@1231
   186
#endif
alpar@1231
   187
alpar@484
   188
  };
alpar@484
   189
alpar@484
   190
  /// \brief Interface for the CPLEX LP solver
alpar@484
   191
  ///
alpar@484
   192
  /// This class implements an interface for the CPLEX LP solver.
alpar@484
   193
  ///\ingroup lp_group
alpar@587
   194
  class CplexLp : public LpSolver, public CplexBase {
alpar@484
   195
  public:
alpar@484
   196
    /// \e
alpar@485
   197
    CplexLp();
alpar@484
   198
    /// \e
alpar@485
   199
    CplexLp(const CplexEnv&);
alpar@484
   200
    /// \e
alpar@485
   201
    CplexLp(const CplexLp&);
alpar@484
   202
    /// \e
alpar@485
   203
    virtual ~CplexLp();
alpar@484
   204
alpar@587
   205
    /// \e
alpar@587
   206
    virtual CplexLp* cloneSolver() const;
alpar@587
   207
    /// \e
alpar@587
   208
    virtual CplexLp* newSolver() const;
alpar@587
   209
alpar@484
   210
  private:
alpar@484
   211
alpar@484
   212
    // these values cannot retrieved element by element
alpar@484
   213
    mutable std::vector<int> _col_status;
alpar@484
   214
    mutable std::vector<int> _row_status;
alpar@484
   215
alpar@484
   216
    mutable std::vector<Value> _primal_ray;
alpar@484
   217
    mutable std::vector<Value> _dual_ray;
alpar@484
   218
alpar@484
   219
    void _clear_temporals();
alpar@484
   220
alpar@484
   221
    SolveExitStatus convertStatus(int status);
alpar@484
   222
alpar@484
   223
  protected:
alpar@484
   224
alpar@484
   225
    virtual const char* _solverName() const;
alpar@484
   226
alpar@484
   227
    virtual SolveExitStatus _solve();
alpar@484
   228
    virtual Value _getPrimal(int i) const;
alpar@484
   229
    virtual Value _getDual(int i) const;
alpar@484
   230
    virtual Value _getPrimalValue() const;
alpar@484
   231
alpar@484
   232
    virtual VarStatus _getColStatus(int i) const;
alpar@484
   233
    virtual VarStatus _getRowStatus(int i) const;
alpar@484
   234
alpar@484
   235
    virtual Value _getPrimalRay(int i) const;
alpar@484
   236
    virtual Value _getDualRay(int i) const;
alpar@484
   237
alpar@484
   238
    virtual ProblemType _getPrimalType() const;
alpar@484
   239
    virtual ProblemType _getDualType() const;
alpar@484
   240
alpar@484
   241
  public:
alpar@484
   242
alpar@484
   243
    /// Solve with primal simplex method
alpar@484
   244
    SolveExitStatus solvePrimal();
alpar@484
   245
alpar@484
   246
    /// Solve with dual simplex method
alpar@484
   247
    SolveExitStatus solveDual();
alpar@484
   248
alpar@484
   249
    /// Solve with barrier method
alpar@484
   250
    SolveExitStatus solveBarrier();
alpar@484
   251
alpar@484
   252
  };
alpar@484
   253
alpar@484
   254
  /// \brief Interface for the CPLEX MIP solver
alpar@484
   255
  ///
alpar@484
   256
  /// This class implements an interface for the CPLEX MIP solver.
alpar@484
   257
  ///\ingroup lp_group
alpar@587
   258
  class CplexMip : public MipSolver, public CplexBase {
alpar@484
   259
  public:
alpar@484
   260
    /// \e
alpar@485
   261
    CplexMip();
alpar@484
   262
    /// \e
alpar@485
   263
    CplexMip(const CplexEnv&);
alpar@484
   264
    /// \e
alpar@485
   265
    CplexMip(const CplexMip&);
alpar@484
   266
    /// \e
alpar@485
   267
    virtual ~CplexMip();
alpar@484
   268
deba@598
   269
    /// \e
deba@598
   270
    virtual CplexMip* cloneSolver() const;
deba@598
   271
    /// \e
deba@598
   272
    virtual CplexMip* newSolver() const;
deba@598
   273
alpar@484
   274
  protected:
alpar@484
   275
alpar@484
   276
alpar@484
   277
    virtual const char* _solverName() const;
alpar@484
   278
alpar@484
   279
    virtual ColTypes _getColType(int col) const;
alpar@484
   280
    virtual void _setColType(int col, ColTypes col_type);
alpar@484
   281
alpar@484
   282
    virtual SolveExitStatus _solve();
alpar@484
   283
    virtual ProblemType _getType() const;
alpar@484
   284
    virtual Value _getSol(int i) const;
alpar@484
   285
    virtual Value _getSolValue() const;
alpar@484
   286
alpar@484
   287
  };
alpar@484
   288
alpar@484
   289
} //END OF NAMESPACE LEMON
alpar@484
   290
alpar@484
   291
#endif //LEMON_CPLEX_H
alpar@484
   292