test/mip_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 "test_tools.h"
       
    20 
       
    21 
       
    22 #ifdef HAVE_CONFIG_H
       
    23 #include <lemon/config.h>
       
    24 #endif
       
    25 
       
    26 #ifdef HAVE_CPLEX
       
    27 #include <lemon/mip_cplex.h>
       
    28 #endif
       
    29 
       
    30 #ifdef HAVE_GLPK
       
    31 #include <lemon/mip_glpk.h>
       
    32 #endif
       
    33 
       
    34 
       
    35 using namespace lemon;
       
    36 
       
    37 void solveAndCheck(MipSolverBase& lp, MipSolverBase::SolutionStatus stat,
       
    38                    double exp_opt) {
       
    39   using std::string;
       
    40 
       
    41   lp.solve();
       
    42   //int decimal,sign;
       
    43   std::ostringstream buf;
       
    44   buf << "Primalstatus should be: " << int(stat)
       
    45       <<" and it is "<<int(lp.mipStatus());
       
    46 
       
    47 
       
    48   //  itoa(stat,buf1, 10);
       
    49   check(lp.mipStatus()==stat, buf.str());
       
    50 
       
    51   if (stat ==  MipSolverBase::OPTIMAL) {
       
    52     std::ostringstream sbuf;
       
    53     buf << "Wrong optimal value: the right optimum is " << exp_opt;
       
    54     check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str());
       
    55     //+ecvt(exp_opt,2)
       
    56   }
       
    57 }
       
    58 
       
    59 void aTest(MipSolverBase& mip)
       
    60 {
       
    61  //The following example is very simple
       
    62 
       
    63 
       
    64   typedef MipSolverBase::Row Row;
       
    65   typedef MipSolverBase::Col Col;
       
    66 
       
    67 
       
    68 
       
    69   Col x1 = mip.addCol();
       
    70   Col x2 = mip.addCol();
       
    71 
       
    72 
       
    73   //Objective function
       
    74   mip.obj(x1);
       
    75 
       
    76   mip.max();
       
    77 
       
    78 
       
    79   //Unconstrained optimization
       
    80   mip.solve();
       
    81   //Check it out!
       
    82 
       
    83   //Constraints
       
    84   mip.addRow(2*x1+x2 <=2);
       
    85   mip.addRow(x1-2*x2 <=0);
       
    86 
       
    87   //Nonnegativity of the variable x1
       
    88   mip.colLowerBound(x1, 0);
       
    89 
       
    90   //Maximization of x1
       
    91   //over the triangle with vertices (0,0),(4/5,2/5),(0,2)
       
    92   double expected_opt=4.0/5.0;
       
    93   solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt);
       
    94 
       
    95   //Restrict x2 to integer
       
    96   mip.colType(x2,MipSolverBase::INT);
       
    97   expected_opt=1.0/2.0;
       
    98   solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt);
       
    99 
       
   100 
       
   101   //Restrict both to integer
       
   102   mip.colType(x1,MipSolverBase::INT);
       
   103   expected_opt=0;
       
   104   solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt);
       
   105 
       
   106 
       
   107 
       
   108 }
       
   109 
       
   110 
       
   111 int main()
       
   112 {
       
   113 
       
   114 #ifdef HAVE_GLPK
       
   115   MipGlpk mip1;
       
   116   aTest(mip1);
       
   117 #endif
       
   118 
       
   119 #ifdef HAVE_CPLEX
       
   120   MipCplex mip2;
       
   121   aTest(mip2);
       
   122 #endif
       
   123 
       
   124   return 0;
       
   125 
       
   126 }