test/mip_test.cc
author Balazs Dezso <deba@inf.elte.hu>
Tue, 02 Dec 2008 21:40:33 +0100
changeset 481 7afc121e0689
child 482 ed54c0d13df0
permissions -rw-r--r--
Port LP and MIP solvers from SVN -r3509 (#44)
     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 }