test/lp_test.cc
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     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 }