1.1 --- /dev/null Thu Jan 01 00:00:00 1970 +0000
1.2 +++ b/lemon/clp.cc Mon Jan 12 12:26:01 2009 +0000
1.3 @@ -0,0 +1,437 @@
1.4 +/* -*- mode: C++; indent-tabs-mode: nil; -*-
1.5 + *
1.6 + * This file is a part of LEMON, a generic C++ optimization library.
1.7 + *
1.8 + * Copyright (C) 2003-2008
1.9 + * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
1.10 + * (Egervary Research Group on Combinatorial Optimization, EGRES).
1.11 + *
1.12 + * Permission to use, modify and distribute this software is granted
1.13 + * provided that this copyright notice appears in all copies. For
1.14 + * precise terms see the accompanying LICENSE file.
1.15 + *
1.16 + * This software is provided "AS IS" with no warranty of any kind,
1.17 + * express or implied, and with no claim as to its suitability for any
1.18 + * purpose.
1.19 + *
1.20 + */
1.21 +
1.22 +#include <lemon/clp.h>
1.23 +#include <coin/ClpSimplex.hpp>
1.24 +
1.25 +namespace lemon {
1.26 +
1.27 + LpClp::LpClp() {
1.28 + _prob = new ClpSimplex();
1.29 + _init_temporals();
1.30 + messageLevel(MESSAGE_NO_OUTPUT);
1.31 + }
1.32 +
1.33 + LpClp::LpClp(const LpClp& other) {
1.34 + _prob = new ClpSimplex(*other._prob);
1.35 + rows = other.rows;
1.36 + cols = other.cols;
1.37 + _init_temporals();
1.38 + messageLevel(MESSAGE_NO_OUTPUT);
1.39 + }
1.40 +
1.41 + LpClp::~LpClp() {
1.42 + delete _prob;
1.43 + _clear_temporals();
1.44 + }
1.45 +
1.46 + void LpClp::_init_temporals() {
1.47 + _primal_ray = 0;
1.48 + _dual_ray = 0;
1.49 + }
1.50 +
1.51 + void LpClp::_clear_temporals() {
1.52 + if (_primal_ray) {
1.53 + delete[] _primal_ray;
1.54 + _primal_ray = 0;
1.55 + }
1.56 + if (_dual_ray) {
1.57 + delete[] _dual_ray;
1.58 + _dual_ray = 0;
1.59 + }
1.60 + }
1.61 +
1.62 + LpClp* LpClp::_newSolver() const {
1.63 + LpClp* newlp = new LpClp;
1.64 + return newlp;
1.65 + }
1.66 +
1.67 + LpClp* LpClp::_cloneSolver() const {
1.68 + LpClp* copylp = new LpClp(*this);
1.69 + return copylp;
1.70 + }
1.71 +
1.72 + const char* LpClp::_solverName() const { return "LpClp"; }
1.73 +
1.74 + int LpClp::_addCol() {
1.75 + _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0);
1.76 + return _prob->numberColumns() - 1;
1.77 + }
1.78 +
1.79 + int LpClp::_addRow() {
1.80 + _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
1.81 + return _prob->numberRows() - 1;
1.82 + }
1.83 +
1.84 +
1.85 + void LpClp::_eraseCol(int c) {
1.86 + _col_names_ref.erase(_prob->getColumnName(c));
1.87 + _prob->deleteColumns(1, &c);
1.88 + }
1.89 +
1.90 + void LpClp::_eraseRow(int r) {
1.91 + _row_names_ref.erase(_prob->getRowName(r));
1.92 + _prob->deleteRows(1, &r);
1.93 + }
1.94 +
1.95 + void LpClp::_eraseColId(int i) {
1.96 + cols.eraseIndex(i);
1.97 + cols.shiftIndices(i);
1.98 + }
1.99 +
1.100 + void LpClp::_eraseRowId(int i) {
1.101 + rows.eraseIndex(i);
1.102 + rows.shiftIndices(i);
1.103 + }
1.104 +
1.105 + void LpClp::_getColName(int c, std::string& name) const {
1.106 + name = _prob->getColumnName(c);
1.107 + }
1.108 +
1.109 + void LpClp::_setColName(int c, const std::string& name) {
1.110 + _prob->setColumnName(c, const_cast<std::string&>(name));
1.111 + _col_names_ref[name] = c;
1.112 + }
1.113 +
1.114 + int LpClp::_colByName(const std::string& name) const {
1.115 + std::map<std::string, int>::const_iterator it = _col_names_ref.find(name);
1.116 + return it != _col_names_ref.end() ? it->second : -1;
1.117 + }
1.118 +
1.119 + void LpClp::_getRowName(int r, std::string& name) const {
1.120 + name = _prob->getRowName(r);
1.121 + }
1.122 +
1.123 + void LpClp::_setRowName(int r, const std::string& name) {
1.124 + _prob->setRowName(r, const_cast<std::string&>(name));
1.125 + _row_names_ref[name] = r;
1.126 + }
1.127 +
1.128 + int LpClp::_rowByName(const std::string& name) const {
1.129 + std::map<std::string, int>::const_iterator it = _row_names_ref.find(name);
1.130 + return it != _row_names_ref.end() ? it->second : -1;
1.131 + }
1.132 +
1.133 +
1.134 + void LpClp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) {
1.135 + std::map<int, Value> coeffs;
1.136 +
1.137 + int n = _prob->clpMatrix()->getNumCols();
1.138 +
1.139 + const int* indices = _prob->clpMatrix()->getIndices();
1.140 + const double* elements = _prob->clpMatrix()->getElements();
1.141 +
1.142 + for (int i = 0; i < n; ++i) {
1.143 + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i];
1.144 + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i];
1.145 +
1.146 + const int* it = std::lower_bound(indices + begin, indices + end, ix);
1.147 + if (it != indices + end && *it == ix && elements[it - indices] != 0.0) {
1.148 + coeffs[i] = 0.0;
1.149 + }
1.150 + }
1.151 +
1.152 + for (ExprIterator it = b; it != e; ++it) {
1.153 + coeffs[it->first] = it->second;
1.154 + }
1.155 +
1.156 + for (std::map<int, Value>::iterator it = coeffs.begin();
1.157 + it != coeffs.end(); ++it) {
1.158 + _prob->modifyCoefficient(ix, it->first, it->second);
1.159 + }
1.160 + }
1.161 +
1.162 + void LpClp::_getRowCoeffs(int ix, InsertIterator b) const {
1.163 + int n = _prob->clpMatrix()->getNumCols();
1.164 +
1.165 + const int* indices = _prob->clpMatrix()->getIndices();
1.166 + const double* elements = _prob->clpMatrix()->getElements();
1.167 +
1.168 + for (int i = 0; i < n; ++i) {
1.169 + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i];
1.170 + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i];
1.171 +
1.172 + const int* it = std::lower_bound(indices + begin, indices + end, ix);
1.173 + if (it != indices + end && *it == ix) {
1.174 + *b = std::make_pair(i, elements[it - indices]);
1.175 + }
1.176 + }
1.177 + }
1.178 +
1.179 + void LpClp::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
1.180 + std::map<int, Value> coeffs;
1.181 +
1.182 + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
1.183 + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
1.184 +
1.185 + const int* indices = _prob->clpMatrix()->getIndices();
1.186 + const double* elements = _prob->clpMatrix()->getElements();
1.187 +
1.188 + for (CoinBigIndex i = begin; i != end; ++i) {
1.189 + if (elements[i] != 0.0) {
1.190 + coeffs[indices[i]] = 0.0;
1.191 + }
1.192 + }
1.193 + for (ExprIterator it = b; it != e; ++it) {
1.194 + coeffs[it->first] = it->second;
1.195 + }
1.196 + for (std::map<int, Value>::iterator it = coeffs.begin();
1.197 + it != coeffs.end(); ++it) {
1.198 + _prob->modifyCoefficient(it->first, ix, it->second);
1.199 + }
1.200 + }
1.201 +
1.202 + void LpClp::_getColCoeffs(int ix, InsertIterator b) const {
1.203 + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
1.204 + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
1.205 +
1.206 + const int* indices = _prob->clpMatrix()->getIndices();
1.207 + const double* elements = _prob->clpMatrix()->getElements();
1.208 +
1.209 + for (CoinBigIndex i = begin; i != end; ++i) {
1.210 + *b = std::make_pair(indices[i], elements[i]);
1.211 + ++b;
1.212 + }
1.213 + }
1.214 +
1.215 + void LpClp::_setCoeff(int ix, int jx, Value value) {
1.216 + _prob->modifyCoefficient(ix, jx, value);
1.217 + }
1.218 +
1.219 + LpClp::Value LpClp::_getCoeff(int ix, int jx) const {
1.220 + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
1.221 + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
1.222 +
1.223 + const int* indices = _prob->clpMatrix()->getIndices();
1.224 + const double* elements = _prob->clpMatrix()->getElements();
1.225 +
1.226 + const int* it = std::lower_bound(indices + begin, indices + end, jx);
1.227 + if (it != indices + end && *it == jx) {
1.228 + return elements[it - indices];
1.229 + } else {
1.230 + return 0.0;
1.231 + }
1.232 + }
1.233 +
1.234 + void LpClp::_setColLowerBound(int i, Value lo) {
1.235 + _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
1.236 + }
1.237 +
1.238 + LpClp::Value LpClp::_getColLowerBound(int i) const {
1.239 + double val = _prob->getColLower()[i];
1.240 + return val == - COIN_DBL_MAX ? - INF : val;
1.241 + }
1.242 +
1.243 + void LpClp::_setColUpperBound(int i, Value up) {
1.244 + _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
1.245 + }
1.246 +
1.247 + LpClp::Value LpClp::_getColUpperBound(int i) const {
1.248 + double val = _prob->getColUpper()[i];
1.249 + return val == COIN_DBL_MAX ? INF : val;
1.250 + }
1.251 +
1.252 + void LpClp::_setRowLowerBound(int i, Value lo) {
1.253 + _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
1.254 + }
1.255 +
1.256 + LpClp::Value LpClp::_getRowLowerBound(int i) const {
1.257 + double val = _prob->getRowLower()[i];
1.258 + return val == - COIN_DBL_MAX ? - INF : val;
1.259 + }
1.260 +
1.261 + void LpClp::_setRowUpperBound(int i, Value up) {
1.262 + _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
1.263 + }
1.264 +
1.265 + LpClp::Value LpClp::_getRowUpperBound(int i) const {
1.266 + double val = _prob->getRowUpper()[i];
1.267 + return val == COIN_DBL_MAX ? INF : val;
1.268 + }
1.269 +
1.270 + void LpClp::_setObjCoeffs(ExprIterator b, ExprIterator e) {
1.271 + int num = _prob->clpMatrix()->getNumCols();
1.272 + for (int i = 0; i < num; ++i) {
1.273 + _prob->setObjectiveCoefficient(i, 0.0);
1.274 + }
1.275 + for (ExprIterator it = b; it != e; ++it) {
1.276 + _prob->setObjectiveCoefficient(it->first, it->second);
1.277 + }
1.278 + }
1.279 +
1.280 + void LpClp::_getObjCoeffs(InsertIterator b) const {
1.281 + int num = _prob->clpMatrix()->getNumCols();
1.282 + for (int i = 0; i < num; ++i) {
1.283 + Value coef = _prob->getObjCoefficients()[i];
1.284 + if (coef != 0.0) {
1.285 + *b = std::make_pair(i, coef);
1.286 + ++b;
1.287 + }
1.288 + }
1.289 + }
1.290 +
1.291 + void LpClp::_setObjCoeff(int i, Value obj_coef) {
1.292 + _prob->setObjectiveCoefficient(i, obj_coef);
1.293 + }
1.294 +
1.295 + LpClp::Value LpClp::_getObjCoeff(int i) const {
1.296 + return _prob->getObjCoefficients()[i];
1.297 + }
1.298 +
1.299 + LpClp::SolveExitStatus LpClp::_solve() {
1.300 + return _prob->primal() >= 0 ? SOLVED : UNSOLVED;
1.301 + }
1.302 +
1.303 + LpClp::SolveExitStatus LpClp::solvePrimal() {
1.304 + return _prob->primal() >= 0 ? SOLVED : UNSOLVED;
1.305 + }
1.306 +
1.307 + LpClp::SolveExitStatus LpClp::solveDual() {
1.308 + return _prob->dual() >= 0 ? SOLVED : UNSOLVED;
1.309 + }
1.310 +
1.311 + LpClp::SolveExitStatus LpClp::solveBarrier() {
1.312 + return _prob->barrier() >= 0 ? SOLVED : UNSOLVED;
1.313 + }
1.314 +
1.315 + LpClp::Value LpClp::_getPrimal(int i) const {
1.316 + return _prob->primalColumnSolution()[i];
1.317 + }
1.318 + LpClp::Value LpClp::_getPrimalValue() const {
1.319 + return _prob->objectiveValue();
1.320 + }
1.321 +
1.322 + LpClp::Value LpClp::_getDual(int i) const {
1.323 + return _prob->dualRowSolution()[i];
1.324 + }
1.325 +
1.326 + LpClp::Value LpClp::_getPrimalRay(int i) const {
1.327 + if (!_primal_ray) {
1.328 + _primal_ray = _prob->unboundedRay();
1.329 + LEMON_ASSERT(_primal_ray != 0, "Primal ray is not provided");
1.330 + }
1.331 + return _primal_ray[i];
1.332 + }
1.333 +
1.334 + LpClp::Value LpClp::_getDualRay(int i) const {
1.335 + if (!_dual_ray) {
1.336 + _dual_ray = _prob->infeasibilityRay();
1.337 + LEMON_ASSERT(_dual_ray != 0, "Dual ray is not provided");
1.338 + }
1.339 + return _dual_ray[i];
1.340 + }
1.341 +
1.342 + LpClp::VarStatus LpClp::_getColStatus(int i) const {
1.343 + switch (_prob->getColumnStatus(i)) {
1.344 + case ClpSimplex::basic:
1.345 + return BASIC;
1.346 + case ClpSimplex::isFree:
1.347 + return FREE;
1.348 + case ClpSimplex::atUpperBound:
1.349 + return UPPER;
1.350 + case ClpSimplex::atLowerBound:
1.351 + return LOWER;
1.352 + case ClpSimplex::isFixed:
1.353 + return FIXED;
1.354 + case ClpSimplex::superBasic:
1.355 + return FREE;
1.356 + default:
1.357 + LEMON_ASSERT(false, "Wrong column status");
1.358 + return VarStatus();
1.359 + }
1.360 + }
1.361 +
1.362 + LpClp::VarStatus LpClp::_getRowStatus(int i) const {
1.363 + switch (_prob->getColumnStatus(i)) {
1.364 + case ClpSimplex::basic:
1.365 + return BASIC;
1.366 + case ClpSimplex::isFree:
1.367 + return FREE;
1.368 + case ClpSimplex::atUpperBound:
1.369 + return UPPER;
1.370 + case ClpSimplex::atLowerBound:
1.371 + return LOWER;
1.372 + case ClpSimplex::isFixed:
1.373 + return FIXED;
1.374 + case ClpSimplex::superBasic:
1.375 + return FREE;
1.376 + default:
1.377 + LEMON_ASSERT(false, "Wrong row status");
1.378 + return VarStatus();
1.379 + }
1.380 + }
1.381 +
1.382 +
1.383 + LpClp::ProblemType LpClp::_getPrimalType() const {
1.384 + if (_prob->isProvenOptimal()) {
1.385 + return OPTIMAL;
1.386 + } else if (_prob->isProvenPrimalInfeasible()) {
1.387 + return INFEASIBLE;
1.388 + } else if (_prob->isProvenDualInfeasible()) {
1.389 + return UNBOUNDED;
1.390 + } else {
1.391 + return UNDEFINED;
1.392 + }
1.393 + }
1.394 +
1.395 + LpClp::ProblemType LpClp::_getDualType() const {
1.396 + if (_prob->isProvenOptimal()) {
1.397 + return OPTIMAL;
1.398 + } else if (_prob->isProvenDualInfeasible()) {
1.399 + return INFEASIBLE;
1.400 + } else if (_prob->isProvenPrimalInfeasible()) {
1.401 + return INFEASIBLE;
1.402 + } else {
1.403 + return UNDEFINED;
1.404 + }
1.405 + }
1.406 +
1.407 + void LpClp::_setSense(LpClp::Sense sense) {
1.408 + switch (sense) {
1.409 + case MIN:
1.410 + _prob->setOptimizationDirection(1);
1.411 + break;
1.412 + case MAX:
1.413 + _prob->setOptimizationDirection(-1);
1.414 + break;
1.415 + }
1.416 + }
1.417 +
1.418 + LpClp::Sense LpClp::_getSense() const {
1.419 + double dir = _prob->optimizationDirection();
1.420 + if (dir > 0.0) {
1.421 + return MIN;
1.422 + } else {
1.423 + return MAX;
1.424 + }
1.425 + }
1.426 +
1.427 + void LpClp::_clear() {
1.428 + delete _prob;
1.429 + _prob = new ClpSimplex();
1.430 + rows.clear();
1.431 + cols.clear();
1.432 + _col_names_ref.clear();
1.433 + _clear_temporals();
1.434 + }
1.435 +
1.436 + void LpClp::messageLevel(MessageLevel m) {
1.437 + _prob->setLogLevel(static_cast<int>(m));
1.438 + }
1.439 +
1.440 +} //END OF NAMESPACE LEMON