0
4
0
| ... | ... |
@@ -477,96 +477,100 @@ |
| 477 | 477 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
| 478 | 478 |
Value val = glp_get_obj_coef(lp, i); |
| 479 | 479 |
if (val != 0.0) {
|
| 480 | 480 |
*b = std::make_pair(i, val); |
| 481 | 481 |
++b; |
| 482 | 482 |
} |
| 483 | 483 |
} |
| 484 | 484 |
} |
| 485 | 485 |
|
| 486 | 486 |
void GlpkBase::_setObjCoeff(int i, Value obj_coef) {
|
| 487 | 487 |
//i = 0 means the constant term (shift) |
| 488 | 488 |
glp_set_obj_coef(lp, i, obj_coef); |
| 489 | 489 |
} |
| 490 | 490 |
|
| 491 | 491 |
GlpkBase::Value GlpkBase::_getObjCoeff(int i) const {
|
| 492 | 492 |
//i = 0 means the constant term (shift) |
| 493 | 493 |
return glp_get_obj_coef(lp, i); |
| 494 | 494 |
} |
| 495 | 495 |
|
| 496 | 496 |
void GlpkBase::_setSense(GlpkBase::Sense sense) {
|
| 497 | 497 |
switch (sense) {
|
| 498 | 498 |
case MIN: |
| 499 | 499 |
glp_set_obj_dir(lp, GLP_MIN); |
| 500 | 500 |
break; |
| 501 | 501 |
case MAX: |
| 502 | 502 |
glp_set_obj_dir(lp, GLP_MAX); |
| 503 | 503 |
break; |
| 504 | 504 |
} |
| 505 | 505 |
} |
| 506 | 506 |
|
| 507 | 507 |
GlpkBase::Sense GlpkBase::_getSense() const {
|
| 508 | 508 |
switch(glp_get_obj_dir(lp)) {
|
| 509 | 509 |
case GLP_MIN: |
| 510 | 510 |
return MIN; |
| 511 | 511 |
case GLP_MAX: |
| 512 | 512 |
return MAX; |
| 513 | 513 |
default: |
| 514 | 514 |
LEMON_ASSERT(false, "Wrong sense"); |
| 515 | 515 |
return GlpkBase::Sense(); |
| 516 | 516 |
} |
| 517 | 517 |
} |
| 518 | 518 |
|
| 519 | 519 |
void GlpkBase::_clear() {
|
| 520 | 520 |
glp_erase_prob(lp); |
| 521 | 521 |
rows.clear(); |
| 522 | 522 |
cols.clear(); |
| 523 | 523 |
} |
| 524 | 524 |
|
| 525 |
void GlpkBase::freeEnv() {
|
|
| 526 |
glp_free_env(); |
|
| 527 |
} |
|
| 528 |
|
|
| 525 | 529 |
// GlpkLp members |
| 526 | 530 |
|
| 527 | 531 |
GlpkLp::GlpkLp() |
| 528 | 532 |
: LpBase(), GlpkBase(), LpSolver() {
|
| 529 | 533 |
messageLevel(MESSAGE_NO_OUTPUT); |
| 530 | 534 |
} |
| 531 | 535 |
|
| 532 | 536 |
GlpkLp::GlpkLp(const GlpkLp& other) |
| 533 | 537 |
: LpBase(other), GlpkBase(other), LpSolver(other) {
|
| 534 | 538 |
messageLevel(MESSAGE_NO_OUTPUT); |
| 535 | 539 |
} |
| 536 | 540 |
|
| 537 | 541 |
GlpkLp* GlpkLp::_newSolver() const { return new GlpkLp; }
|
| 538 | 542 |
GlpkLp* GlpkLp::_cloneSolver() const { return new GlpkLp(*this); }
|
| 539 | 543 |
|
| 540 | 544 |
const char* GlpkLp::_solverName() const { return "GlpkLp"; }
|
| 541 | 545 |
|
| 542 | 546 |
void GlpkLp::_clear_temporals() {
|
| 543 | 547 |
_primal_ray.clear(); |
| 544 | 548 |
_dual_ray.clear(); |
| 545 | 549 |
} |
| 546 | 550 |
|
| 547 | 551 |
GlpkLp::SolveExitStatus GlpkLp::_solve() {
|
| 548 | 552 |
return solvePrimal(); |
| 549 | 553 |
} |
| 550 | 554 |
|
| 551 | 555 |
GlpkLp::SolveExitStatus GlpkLp::solvePrimal() {
|
| 552 | 556 |
_clear_temporals(); |
| 553 | 557 |
|
| 554 | 558 |
glp_smcp smcp; |
| 555 | 559 |
glp_init_smcp(&smcp); |
| 556 | 560 |
|
| 557 | 561 |
switch (_message_level) {
|
| 558 | 562 |
case MESSAGE_NO_OUTPUT: |
| 559 | 563 |
smcp.msg_lev = GLP_MSG_OFF; |
| 560 | 564 |
break; |
| 561 | 565 |
case MESSAGE_ERROR_MESSAGE: |
| 562 | 566 |
smcp.msg_lev = GLP_MSG_ERR; |
| 563 | 567 |
break; |
| 564 | 568 |
case MESSAGE_NORMAL_OUTPUT: |
| 565 | 569 |
smcp.msg_lev = GLP_MSG_ON; |
| 566 | 570 |
break; |
| 567 | 571 |
case MESSAGE_FULL_OUTPUT: |
| 568 | 572 |
smcp.msg_lev = GLP_MSG_ALL; |
| 569 | 573 |
break; |
| 570 | 574 |
} |
| 571 | 575 |
|
| 572 | 576 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
| ... | ... |
@@ -57,96 +57,104 @@ |
| 57 | 57 |
virtual void _eraseCol(int i); |
| 58 | 58 |
virtual void _eraseRow(int i); |
| 59 | 59 |
|
| 60 | 60 |
virtual void _eraseColId(int i); |
| 61 | 61 |
virtual void _eraseRowId(int i); |
| 62 | 62 |
|
| 63 | 63 |
virtual void _getColName(int col, std::string& name) const; |
| 64 | 64 |
virtual void _setColName(int col, const std::string& name); |
| 65 | 65 |
virtual int _colByName(const std::string& name) const; |
| 66 | 66 |
|
| 67 | 67 |
virtual void _getRowName(int row, std::string& name) const; |
| 68 | 68 |
virtual void _setRowName(int row, const std::string& name); |
| 69 | 69 |
virtual int _rowByName(const std::string& name) const; |
| 70 | 70 |
|
| 71 | 71 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
| 72 | 72 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
| 73 | 73 |
|
| 74 | 74 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
| 75 | 75 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
| 76 | 76 |
|
| 77 | 77 |
virtual void _setCoeff(int row, int col, Value value); |
| 78 | 78 |
virtual Value _getCoeff(int row, int col) const; |
| 79 | 79 |
|
| 80 | 80 |
virtual void _setColLowerBound(int i, Value value); |
| 81 | 81 |
virtual Value _getColLowerBound(int i) const; |
| 82 | 82 |
|
| 83 | 83 |
virtual void _setColUpperBound(int i, Value value); |
| 84 | 84 |
virtual Value _getColUpperBound(int i) const; |
| 85 | 85 |
|
| 86 | 86 |
virtual void _setRowLowerBound(int i, Value value); |
| 87 | 87 |
virtual Value _getRowLowerBound(int i) const; |
| 88 | 88 |
|
| 89 | 89 |
virtual void _setRowUpperBound(int i, Value value); |
| 90 | 90 |
virtual Value _getRowUpperBound(int i) const; |
| 91 | 91 |
|
| 92 | 92 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
| 93 | 93 |
virtual void _getObjCoeffs(InsertIterator b) const; |
| 94 | 94 |
|
| 95 | 95 |
virtual void _setObjCoeff(int i, Value obj_coef); |
| 96 | 96 |
virtual Value _getObjCoeff(int i) const; |
| 97 | 97 |
|
| 98 | 98 |
virtual void _setSense(Sense); |
| 99 | 99 |
virtual Sense _getSense() const; |
| 100 | 100 |
|
| 101 | 101 |
virtual void _clear(); |
| 102 | 102 |
|
| 103 | 103 |
public: |
| 104 | 104 |
|
| 105 |
/// \brief Deallocates the globally allocated memory of GLPK. |
|
| 106 |
|
|
| 107 |
/// Deallocates the globally allocated memory of GLPK. \note |
|
| 108 |
/// Usually, it do not have to be called, because the GLPK use |
|
| 109 |
/// only a small amount of global memory, and it is deallocated |
|
| 110 |
/// automatically at the end of program. |
|
| 111 |
static void freeEnv(); |
|
| 112 |
|
|
| 105 | 113 |
///Pointer to the underlying GLPK data structure. |
| 106 | 114 |
LPX *lpx() {return lp;}
|
| 107 | 115 |
///Const pointer to the underlying GLPK data structure. |
| 108 | 116 |
const LPX *lpx() const {return lp;}
|
| 109 | 117 |
|
| 110 | 118 |
///Returns the constraint identifier understood by GLPK. |
| 111 | 119 |
int lpxRow(Row r) const { return rows(id(r)); }
|
| 112 | 120 |
|
| 113 | 121 |
///Returns the variable identifier understood by GLPK. |
| 114 | 122 |
int lpxCol(Col c) const { return cols(id(c)); }
|
| 115 | 123 |
|
| 116 | 124 |
}; |
| 117 | 125 |
|
| 118 | 126 |
/// \brief Interface for the GLPK LP solver |
| 119 | 127 |
/// |
| 120 | 128 |
/// This class implements an interface for the GLPK LP solver. |
| 121 | 129 |
///\ingroup lp_group |
| 122 | 130 |
class GlpkLp : public GlpkBase, public LpSolver {
|
| 123 | 131 |
public: |
| 124 | 132 |
|
| 125 | 133 |
///\e |
| 126 | 134 |
GlpkLp(); |
| 127 | 135 |
///\e |
| 128 | 136 |
GlpkLp(const GlpkLp&); |
| 129 | 137 |
|
| 130 | 138 |
private: |
| 131 | 139 |
|
| 132 | 140 |
mutable std::vector<double> _primal_ray; |
| 133 | 141 |
mutable std::vector<double> _dual_ray; |
| 134 | 142 |
|
| 135 | 143 |
void _clear_temporals(); |
| 136 | 144 |
|
| 137 | 145 |
protected: |
| 138 | 146 |
|
| 139 | 147 |
virtual GlpkLp* _cloneSolver() const; |
| 140 | 148 |
virtual GlpkLp* _newSolver() const; |
| 141 | 149 |
|
| 142 | 150 |
virtual const char* _solverName() const; |
| 143 | 151 |
|
| 144 | 152 |
virtual SolveExitStatus _solve(); |
| 145 | 153 |
virtual Value _getPrimal(int i) const; |
| 146 | 154 |
virtual Value _getDual(int i) const; |
| 147 | 155 |
|
| 148 | 156 |
virtual Value _getPrimalValue() const; |
| 149 | 157 |
|
| 150 | 158 |
virtual VarStatus _getColStatus(int i) const; |
| 151 | 159 |
virtual VarStatus _getRowStatus(int i) const; |
| 152 | 160 |
| ... | ... |
@@ -321,83 +321,84 @@ |
| 321 | 321 |
"The upper bound for the first row should be 1."); |
| 322 | 322 |
e = clp->row(upright); |
| 323 | 323 |
check(e[x1] == 1, "The first coefficient should 1."); |
| 324 | 324 |
check(e[x2] == 1, "The second coefficient should 1."); |
| 325 | 325 |
|
| 326 | 326 |
de = clp->col(x1); |
| 327 | 327 |
check(de[upright] == 1, "The first coefficient should 1."); |
| 328 | 328 |
|
| 329 | 329 |
delete clp; |
| 330 | 330 |
|
| 331 | 331 |
//Maximization of x1+x2 |
| 332 | 332 |
//over the triangle with vertices (0,0) (0,1) (1,0) |
| 333 | 333 |
double expected_opt=1; |
| 334 | 334 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
| 335 | 335 |
|
| 336 | 336 |
//Minimization |
| 337 | 337 |
lp.sense(lp.MIN); |
| 338 | 338 |
expected_opt=0; |
| 339 | 339 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
| 340 | 340 |
|
| 341 | 341 |
//Vertex (-1,0) instead of (0,0) |
| 342 | 342 |
lp.colLowerBound(x1, -LpSolver::INF); |
| 343 | 343 |
expected_opt=-1; |
| 344 | 344 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
| 345 | 345 |
|
| 346 | 346 |
//Erase one constraint and return to maximization |
| 347 | 347 |
lp.erase(upright); |
| 348 | 348 |
lp.sense(lp.MAX); |
| 349 | 349 |
expected_opt=LpSolver::INF; |
| 350 | 350 |
solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt); |
| 351 | 351 |
|
| 352 | 352 |
//Infeasibilty |
| 353 | 353 |
lp.addRow(x1+x2 <=-2); |
| 354 | 354 |
solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt); |
| 355 | 355 |
|
| 356 | 356 |
} |
| 357 | 357 |
|
| 358 | 358 |
int main() |
| 359 | 359 |
{
|
| 360 | 360 |
LpSkeleton lp_skel; |
| 361 | 361 |
lpTest(lp_skel); |
| 362 | 362 |
|
| 363 | 363 |
#ifdef HAVE_GLPK |
| 364 | 364 |
{
|
| 365 | 365 |
GlpkLp lp_glpk1,lp_glpk2; |
| 366 | 366 |
lpTest(lp_glpk1); |
| 367 | 367 |
aTest(lp_glpk2); |
| 368 | 368 |
} |
| 369 |
GlpkLp::freeEnv(); |
|
| 369 | 370 |
#endif |
| 370 | 371 |
|
| 371 | 372 |
#ifdef HAVE_CPLEX |
| 372 | 373 |
try {
|
| 373 | 374 |
CplexLp lp_cplex1,lp_cplex2; |
| 374 | 375 |
lpTest(lp_cplex1); |
| 375 | 376 |
aTest(lp_cplex2); |
| 376 | 377 |
} catch (CplexEnv::LicenseError& error) {
|
| 377 | 378 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
| 378 | 379 |
check(false, error.what()); |
| 379 | 380 |
#else |
| 380 | 381 |
std::cerr << error.what() << std::endl; |
| 381 | 382 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
| 382 | 383 |
#endif |
| 383 | 384 |
} |
| 384 | 385 |
#endif |
| 385 | 386 |
|
| 386 | 387 |
#ifdef HAVE_SOPLEX |
| 387 | 388 |
{
|
| 388 | 389 |
SoplexLp lp_soplex1,lp_soplex2; |
| 389 | 390 |
lpTest(lp_soplex1); |
| 390 | 391 |
aTest(lp_soplex2); |
| 391 | 392 |
} |
| 392 | 393 |
#endif |
| 393 | 394 |
|
| 394 | 395 |
#ifdef HAVE_CLP |
| 395 | 396 |
{
|
| 396 | 397 |
ClpLp lp_clp1,lp_clp2; |
| 397 | 398 |
lpTest(lp_clp1); |
| 398 | 399 |
aTest(lp_clp2); |
| 399 | 400 |
} |
| 400 | 401 |
#endif |
| 401 | 402 |
|
| 402 | 403 |
return 0; |
| 403 | 404 |
} |
| ... | ... |
@@ -70,67 +70,68 @@ |
| 70 | 70 |
|
| 71 | 71 |
|
| 72 | 72 |
//Objective function |
| 73 | 73 |
mip.obj(x1); |
| 74 | 74 |
|
| 75 | 75 |
mip.max(); |
| 76 | 76 |
|
| 77 | 77 |
|
| 78 | 78 |
//Unconstrained optimization |
| 79 | 79 |
mip.solve(); |
| 80 | 80 |
//Check it out! |
| 81 | 81 |
|
| 82 | 82 |
//Constraints |
| 83 | 83 |
mip.addRow(2*x1+x2 <=2); |
| 84 | 84 |
mip.addRow(x1-2*x2 <=0); |
| 85 | 85 |
|
| 86 | 86 |
//Nonnegativity of the variable x1 |
| 87 | 87 |
mip.colLowerBound(x1, 0); |
| 88 | 88 |
|
| 89 | 89 |
//Maximization of x1 |
| 90 | 90 |
//over the triangle with vertices (0,0),(4/5,2/5),(0,2) |
| 91 | 91 |
double expected_opt=4.0/5.0; |
| 92 | 92 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
| 93 | 93 |
|
| 94 | 94 |
//Restrict x2 to integer |
| 95 | 95 |
mip.colType(x2,MipSolver::INTEGER); |
| 96 | 96 |
expected_opt=1.0/2.0; |
| 97 | 97 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
| 98 | 98 |
|
| 99 | 99 |
|
| 100 | 100 |
//Restrict both to integer |
| 101 | 101 |
mip.colType(x1,MipSolver::INTEGER); |
| 102 | 102 |
expected_opt=0; |
| 103 | 103 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
| 104 | 104 |
|
| 105 | 105 |
|
| 106 | 106 |
|
| 107 | 107 |
} |
| 108 | 108 |
|
| 109 | 109 |
|
| 110 | 110 |
int main() |
| 111 | 111 |
{
|
| 112 | 112 |
|
| 113 | 113 |
#ifdef HAVE_GLPK |
| 114 | 114 |
{
|
| 115 | 115 |
GlpkMip mip1; |
| 116 | 116 |
aTest(mip1); |
| 117 | 117 |
} |
| 118 |
GlpkLp::freeEnv(); |
|
| 118 | 119 |
#endif |
| 119 | 120 |
|
| 120 | 121 |
#ifdef HAVE_CPLEX |
| 121 | 122 |
try {
|
| 122 | 123 |
CplexMip mip2; |
| 123 | 124 |
aTest(mip2); |
| 124 | 125 |
} catch (CplexEnv::LicenseError& error) {
|
| 125 | 126 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
| 126 | 127 |
check(false, error.what()); |
| 127 | 128 |
#else |
| 128 | 129 |
std::cerr << error.what() << std::endl; |
| 129 | 130 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
| 130 | 131 |
#endif |
| 131 | 132 |
} |
| 132 | 133 |
#endif |
| 133 | 134 |
|
| 134 | 135 |
return 0; |
| 135 | 136 |
|
| 136 | 137 |
} |
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