lemon/lp_glpk.h
author Balazs Dezso <deba@inf.elte.hu>
Tue, 02 Dec 2008 22:48:28 +0100
changeset 482 ed54c0d13df0
parent 481 7afc121e0689
permissions -rw-r--r--
Thorough redesign of the LP/MIP interface (#44)

- Redesigned class structure
- Redesigned iterators
- Some functions in the basic interface redesigned
- More complete setting functions
- Ray retrieving functions
- Lot of improvements
- Cplex common env
- CLP macro definition to config.h.in
- Update lp.h to also use soplex and clp
- Remove default_solver_name
- New solverName() function in solvers
- Handle exceptions for MipCplex test
- Rename tolerance parameter to epsilon
- Rename MapIt to CoeffIt
- Lot of documentation improvements
- Various bugfixes
     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 #ifndef LEMON_LP_GLPK_H
    20 #define LEMON_LP_GLPK_H
    21 
    22 ///\file
    23 ///\brief Header of the LEMON-GLPK lp solver interface.
    24 ///\ingroup lp_group
    25 
    26 #include <lemon/lp_base.h>
    27 
    28 // forward declaration
    29 #ifndef _GLP_PROB
    30 #define _GLP_PROB
    31 typedef struct { double _prob; } glp_prob;
    32 /* LP/MIP problem object */
    33 #endif
    34 
    35 namespace lemon {
    36 
    37 
    38   /// \brief Base interface for the GLPK LP and MIP solver
    39   ///
    40   /// This class implements the common interface of the GLPK LP and MIP solver.
    41   /// \ingroup lp_group
    42   class GlpkBase : virtual public LpBase {
    43   protected:
    44 
    45     typedef glp_prob LPX;
    46     glp_prob* lp;
    47 
    48     GlpkBase();
    49     GlpkBase(const GlpkBase&);
    50     virtual ~GlpkBase();
    51 
    52   protected:
    53 
    54     virtual int _addCol();
    55     virtual int _addRow();
    56 
    57     virtual void _eraseCol(int i);
    58     virtual void _eraseRow(int i);
    59 
    60     virtual void _eraseColId(int i);
    61     virtual void _eraseRowId(int i);
    62 
    63     virtual void _getColName(int col, std::string& name) const;
    64     virtual void _setColName(int col, const std::string& name);
    65     virtual int _colByName(const std::string& name) const;
    66 
    67     virtual void _getRowName(int row, std::string& name) const;
    68     virtual void _setRowName(int row, const std::string& name);
    69     virtual int _rowByName(const std::string& name) const;
    70 
    71     virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e);
    72     virtual void _getRowCoeffs(int i, InsertIterator b) const;
    73 
    74     virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e);
    75     virtual void _getColCoeffs(int i, InsertIterator b) const;
    76 
    77     virtual void _setCoeff(int row, int col, Value value);
    78     virtual Value _getCoeff(int row, int col) const;
    79 
    80     virtual void _setColLowerBound(int i, Value value);
    81     virtual Value _getColLowerBound(int i) const;
    82 
    83     virtual void _setColUpperBound(int i, Value value);
    84     virtual Value _getColUpperBound(int i) const;
    85 
    86     virtual void _setRowLowerBound(int i, Value value);
    87     virtual Value _getRowLowerBound(int i) const;
    88 
    89     virtual void _setRowUpperBound(int i, Value value);
    90     virtual Value _getRowUpperBound(int i) const;
    91 
    92     virtual void _setObjCoeffs(ExprIterator b, ExprIterator e);
    93     virtual void _getObjCoeffs(InsertIterator b) const;
    94 
    95     virtual void _setObjCoeff(int i, Value obj_coef);
    96     virtual Value _getObjCoeff(int i) const;
    97 
    98     virtual void _setSense(Sense);
    99     virtual Sense _getSense() const;
   100 
   101     virtual void _clear();
   102 
   103   public:
   104 
   105     ///Pointer to the underlying GLPK data structure.
   106     LPX *lpx() {return lp;}
   107     ///Const pointer to the underlying GLPK data structure.
   108     const LPX *lpx() const {return lp;}
   109 
   110     ///Returns the constraint identifier understood by GLPK.
   111     int lpxRow(Row r) const { return rows(id(r)); }
   112 
   113     ///Returns the variable identifier understood by GLPK.
   114     int lpxCol(Col c) const { return cols(id(c)); }
   115 
   116   };
   117 
   118   /// \brief Interface for the GLPK LP solver
   119   ///
   120   /// This class implements an interface for the GLPK LP solver.
   121   ///\ingroup lp_group
   122   class LpGlpk : public GlpkBase, public LpSolver {
   123   public:
   124 
   125     ///\e
   126     LpGlpk();
   127     ///\e
   128     LpGlpk(const LpGlpk&);
   129 
   130   private:
   131 
   132     mutable std::vector<double> _primal_ray;
   133     mutable std::vector<double> _dual_ray;
   134 
   135     void _clear_temporals();
   136 
   137   protected:
   138 
   139     virtual LpGlpk* _cloneSolver() const;
   140     virtual LpGlpk* _newSolver() const;
   141 
   142     virtual const char* _solverName() const;
   143 
   144     virtual SolveExitStatus _solve();
   145     virtual Value _getPrimal(int i) const;
   146     virtual Value _getDual(int i) const;
   147 
   148     virtual Value _getPrimalValue() const;
   149 
   150     virtual VarStatus _getColStatus(int i) const;
   151     virtual VarStatus _getRowStatus(int i) const;
   152 
   153     virtual Value _getPrimalRay(int i) const;
   154     virtual Value _getDualRay(int i) const;
   155 
   156     ///\todo It should be clarified
   157     ///
   158     virtual ProblemType _getPrimalType() const;
   159     virtual ProblemType _getDualType() const;
   160 
   161   public:
   162 
   163     ///Solve with primal simplex
   164     SolveExitStatus solvePrimal();
   165 
   166     ///Solve with dual simplex
   167     SolveExitStatus solveDual();
   168 
   169     ///Turns on or off the presolver
   170 
   171     ///Turns on (\c b is \c true) or off (\c b is \c false) the presolver
   172     ///
   173     ///The presolver is off by default.
   174     void presolver(bool b);
   175 
   176     ///Enum for \c messageLevel() parameter
   177     enum MessageLevel {
   178       /// no output (default value)
   179       MESSAGE_NO_OUTPUT = 0,
   180       /// error messages only
   181       MESSAGE_ERROR_MESSAGE = 1,
   182       /// normal output
   183       MESSAGE_NORMAL_OUTPUT = 2,
   184       /// full output (includes informational messages)
   185       MESSAGE_FULL_OUTPUT = 3
   186     };
   187 
   188   private:
   189 
   190     MessageLevel _message_level;
   191 
   192   public:
   193 
   194     ///Set the verbosity of the messages
   195 
   196     ///Set the verbosity of the messages
   197     ///
   198     ///\param m is the level of the messages output by the solver routines.
   199     void messageLevel(MessageLevel m);
   200   };
   201 
   202   /// \brief Interface for the GLPK MIP solver
   203   ///
   204   /// This class implements an interface for the GLPK MIP solver.
   205   ///\ingroup lp_group
   206   class MipGlpk : public GlpkBase, public MipSolver {
   207   public:
   208 
   209     ///\e
   210     MipGlpk();
   211     ///\e
   212     MipGlpk(const MipGlpk&);
   213 
   214   protected:
   215 
   216     virtual MipGlpk* _cloneSolver() const;
   217     virtual MipGlpk* _newSolver() const;
   218 
   219     virtual const char* _solverName() const;
   220 
   221     virtual ColTypes _getColType(int col) const;
   222     virtual void _setColType(int col, ColTypes col_type);
   223 
   224     virtual SolveExitStatus _solve();
   225     virtual ProblemType _getType() const;
   226     virtual Value _getSol(int i) const;
   227     virtual Value _getSolValue() const;
   228 
   229     ///Enum for \c messageLevel() parameter
   230     enum MessageLevel {
   231       /// no output (default value)
   232       MESSAGE_NO_OUTPUT = 0,
   233       /// error messages only
   234       MESSAGE_ERROR_MESSAGE = 1,
   235       /// normal output
   236       MESSAGE_NORMAL_OUTPUT = 2,
   237       /// full output (includes informational messages)
   238       MESSAGE_FULL_OUTPUT = 3
   239     };
   240 
   241   private:
   242 
   243     MessageLevel _message_level;
   244 
   245   public:
   246 
   247     ///Set the verbosity of the messages
   248 
   249     ///Set the verbosity of the messages
   250     ///
   251     ///\param m is the level of the messages output by the solver routines.
   252     void messageLevel(MessageLevel m);
   253   };
   254 
   255 
   256 } //END OF NAMESPACE LEMON
   257 
   258 #endif //LEMON_LP_GLPK_H
   259