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... |
@@ -1351,560 +1351,560 @@
|
1351 |
1351 |
colLowerBound(T &t, Value value,dummy<1> = 1) {
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1352 |
1352 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
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1353 |
1353 |
colLowerBound(i->second, value);
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1354 |
1354 |
}
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1355 |
1355 |
}
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1356 |
1356 |
template<class T>
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1357 |
1357 |
typename enable_if<typename T::MapIt::Value::LpCol,
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1358 |
1358 |
void>::type
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1359 |
1359 |
colLowerBound(T &t, Value value,dummy<2> = 2) {
|
1360 |
1360 |
for(typename T::MapIt i(t); i!=INVALID; ++i){
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1361 |
1361 |
colLowerBound(*i, value);
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1362 |
1362 |
}
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1363 |
1363 |
}
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1364 |
1364 |
#endif
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1365 |
1365 |
|
1366 |
1366 |
/// Set the upper bound of a column (i.e a variable)
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1367 |
1367 |
|
1368 |
1368 |
/// The upper bound of a variable (column) has to be given by an
|
1369 |
1369 |
/// extended number of type Value, i.e. a finite number of type
|
1370 |
1370 |
/// Value or \ref INF.
|
1371 |
1371 |
void colUpperBound(Col c, Value value) {
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1372 |
1372 |
_setColUpperBound(cols(id(c)),value);
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1373 |
1373 |
};
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1374 |
1374 |
|
1375 |
1375 |
/// Get the upper bound of a column (i.e a variable)
|
1376 |
1376 |
|
1377 |
1377 |
/// This function returns the upper bound for column (variable) \c c
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1378 |
1378 |
/// (this might be \ref INF as well).
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1379 |
1379 |
/// \return The upper bound for column \c c
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1380 |
1380 |
Value colUpperBound(Col c) const {
|
1381 |
1381 |
return _getColUpperBound(cols(id(c)));
|
1382 |
1382 |
}
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1383 |
1383 |
|
1384 |
1384 |
///\brief Set the upper bound of several columns
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1385 |
1385 |
///(i.e variables) at once
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1386 |
1386 |
///
|
1387 |
1387 |
///This magic function takes a container as its argument
|
1388 |
1388 |
///and applies the function on all of its elements.
|
1389 |
1389 |
///The upper bound of a variable (column) has to be given by an
|
1390 |
1390 |
///extended number of type Value, i.e. a finite number of type
|
1391 |
1391 |
///Value or \ref INF.
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1392 |
1392 |
#ifdef DOXYGEN
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1393 |
1393 |
template<class T>
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1394 |
1394 |
void colUpperBound(T &t, Value value) { return 0;}
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1395 |
1395 |
#else
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1396 |
1396 |
template<class T1>
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1397 |
1397 |
typename enable_if<typename T1::value_type::LpCol,void>::type
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1398 |
1398 |
colUpperBound(T1 &t, Value value,dummy<0> = 0) {
|
1399 |
1399 |
for(typename T1::iterator i=t.begin();i!=t.end();++i) {
|
1400 |
1400 |
colUpperBound(*i, value);
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1401 |
1401 |
}
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1402 |
1402 |
}
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1403 |
1403 |
template<class T1>
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1404 |
1404 |
typename enable_if<typename T1::value_type::second_type::LpCol,
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1405 |
1405 |
void>::type
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1406 |
1406 |
colUpperBound(T1 &t, Value value,dummy<1> = 1) {
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1407 |
1407 |
for(typename T1::iterator i=t.begin();i!=t.end();++i) {
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1408 |
1408 |
colUpperBound(i->second, value);
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1409 |
1409 |
}
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1410 |
1410 |
}
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1411 |
1411 |
template<class T1>
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1412 |
1412 |
typename enable_if<typename T1::MapIt::Value::LpCol,
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1413 |
1413 |
void>::type
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1414 |
1414 |
colUpperBound(T1 &t, Value value,dummy<2> = 2) {
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1415 |
1415 |
for(typename T1::MapIt i(t); i!=INVALID; ++i){
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1416 |
1416 |
colUpperBound(*i, value);
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1417 |
1417 |
}
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1418 |
1418 |
}
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1419 |
1419 |
#endif
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1420 |
1420 |
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1421 |
1421 |
/// Set the lower and the upper bounds of a column (i.e a variable)
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1422 |
1422 |
|
1423 |
1423 |
/// The lower and the upper bounds of
|
1424 |
1424 |
/// a variable (column) have to be given by an
|
1425 |
1425 |
/// extended number of type Value, i.e. a finite number of type
|
1426 |
1426 |
/// Value, -\ref INF or \ref INF.
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1427 |
1427 |
void colBounds(Col c, Value lower, Value upper) {
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1428 |
1428 |
_setColLowerBound(cols(id(c)),lower);
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1429 |
1429 |
_setColUpperBound(cols(id(c)),upper);
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1430 |
1430 |
}
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1431 |
1431 |
|
1432 |
1432 |
///\brief Set the lower and the upper bound of several columns
|
1433 |
1433 |
///(i.e variables) at once
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1434 |
1434 |
///
|
1435 |
1435 |
///This magic function takes a container as its argument
|
1436 |
1436 |
///and applies the function on all of its elements.
|
1437 |
1437 |
/// The lower and the upper bounds of
|
1438 |
1438 |
/// a variable (column) have to be given by an
|
1439 |
1439 |
/// extended number of type Value, i.e. a finite number of type
|
1440 |
1440 |
/// Value, -\ref INF or \ref INF.
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1441 |
1441 |
#ifdef DOXYGEN
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1442 |
1442 |
template<class T>
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1443 |
1443 |
void colBounds(T &t, Value lower, Value upper) { return 0;}
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1444 |
1444 |
#else
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1445 |
1445 |
template<class T2>
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1446 |
1446 |
typename enable_if<typename T2::value_type::LpCol,void>::type
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1447 |
1447 |
colBounds(T2 &t, Value lower, Value upper,dummy<0> = 0) {
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1448 |
1448 |
for(typename T2::iterator i=t.begin();i!=t.end();++i) {
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1449 |
1449 |
colBounds(*i, lower, upper);
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1450 |
1450 |
}
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1451 |
1451 |
}
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1452 |
1452 |
template<class T2>
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1453 |
1453 |
typename enable_if<typename T2::value_type::second_type::LpCol, void>::type
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1454 |
1454 |
colBounds(T2 &t, Value lower, Value upper,dummy<1> = 1) {
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1455 |
1455 |
for(typename T2::iterator i=t.begin();i!=t.end();++i) {
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1456 |
1456 |
colBounds(i->second, lower, upper);
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1457 |
1457 |
}
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1458 |
1458 |
}
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1459 |
1459 |
template<class T2>
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1460 |
1460 |
typename enable_if<typename T2::MapIt::Value::LpCol, void>::type
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1461 |
1461 |
colBounds(T2 &t, Value lower, Value upper,dummy<2> = 2) {
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1462 |
1462 |
for(typename T2::MapIt i(t); i!=INVALID; ++i){
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1463 |
1463 |
colBounds(*i, lower, upper);
|
1464 |
1464 |
}
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1465 |
1465 |
}
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1466 |
1466 |
#endif
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1467 |
1467 |
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1468 |
1468 |
/// Set the lower bound of a row (i.e a constraint)
|
1469 |
1469 |
|
1470 |
1470 |
/// The lower bound of a constraint (row) has to be given by an
|
1471 |
1471 |
/// extended number of type Value, i.e. a finite number of type
|
1472 |
1472 |
/// Value or -\ref INF.
|
1473 |
1473 |
void rowLowerBound(Row r, Value value) {
|
1474 |
1474 |
_setRowLowerBound(rows(id(r)),value);
|
1475 |
1475 |
}
|
1476 |
1476 |
|
1477 |
1477 |
/// Get the lower bound of a row (i.e a constraint)
|
1478 |
1478 |
|
1479 |
1479 |
/// This function returns the lower bound for row (constraint) \c c
|
1480 |
1480 |
/// (this might be -\ref INF as well).
|
1481 |
1481 |
///\return The lower bound for row \c r
|
1482 |
1482 |
Value rowLowerBound(Row r) const {
|
1483 |
1483 |
return _getRowLowerBound(rows(id(r)));
|
1484 |
1484 |
}
|
1485 |
1485 |
|
1486 |
1486 |
/// Set the upper bound of a row (i.e a constraint)
|
1487 |
1487 |
|
1488 |
1488 |
/// The upper bound of a constraint (row) has to be given by an
|
1489 |
1489 |
/// extended number of type Value, i.e. a finite number of type
|
1490 |
1490 |
/// Value or -\ref INF.
|
1491 |
1491 |
void rowUpperBound(Row r, Value value) {
|
1492 |
1492 |
_setRowUpperBound(rows(id(r)),value);
|
1493 |
1493 |
}
|
1494 |
1494 |
|
1495 |
1495 |
/// Get the upper bound of a row (i.e a constraint)
|
1496 |
1496 |
|
1497 |
1497 |
/// This function returns the upper bound for row (constraint) \c c
|
1498 |
1498 |
/// (this might be -\ref INF as well).
|
1499 |
1499 |
///\return The upper bound for row \c r
|
1500 |
1500 |
Value rowUpperBound(Row r) const {
|
1501 |
1501 |
return _getRowUpperBound(rows(id(r)));
|
1502 |
1502 |
}
|
1503 |
1503 |
|
1504 |
1504 |
///Set an element of the objective function
|
1505 |
1505 |
void objCoeff(Col c, Value v) {_setObjCoeff(cols(id(c)),v); };
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1506 |
1506 |
|
1507 |
1507 |
///Get an element of the objective function
|
1508 |
1508 |
Value objCoeff(Col c) const { return _getObjCoeff(cols(id(c))); };
|
1509 |
1509 |
|
1510 |
1510 |
///Set the objective function
|
1511 |
1511 |
|
1512 |
1512 |
///\param e is a linear expression of type \ref Expr.
|
1513 |
1513 |
///
|
1514 |
1514 |
void obj(const Expr& e) {
|
1515 |
1515 |
_setObjCoeffs(ExprIterator(e.comps.begin(), cols),
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1516 |
1516 |
ExprIterator(e.comps.end(), cols));
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1517 |
1517 |
obj_const_comp = *e;
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1518 |
1518 |
}
|
1519 |
1519 |
|
1520 |
1520 |
///Get the objective function
|
1521 |
1521 |
|
1522 |
1522 |
///\return the objective function as a linear expression of type
|
1523 |
1523 |
///Expr.
|
1524 |
1524 |
Expr obj() const {
|
1525 |
1525 |
Expr e;
|
1526 |
1526 |
_getObjCoeffs(InsertIterator(e.comps, cols));
|
1527 |
1527 |
*e = obj_const_comp;
|
1528 |
1528 |
return e;
|
1529 |
1529 |
}
|
1530 |
1530 |
|
1531 |
1531 |
|
1532 |
1532 |
///Set the direction of optimization
|
1533 |
1533 |
void sense(Sense sense) { _setSense(sense); }
|
1534 |
1534 |
|
1535 |
1535 |
///Query the direction of the optimization
|
1536 |
1536 |
Sense sense() const {return _getSense(); }
|
1537 |
1537 |
|
1538 |
1538 |
///Set the sense to maximization
|
1539 |
1539 |
void max() { _setSense(MAX); }
|
1540 |
1540 |
|
1541 |
1541 |
///Set the sense to maximization
|
1542 |
1542 |
void min() { _setSense(MIN); }
|
1543 |
1543 |
|
1544 |
1544 |
///Clears the problem
|
1545 |
1545 |
void clear() { _clear(); }
|
1546 |
1546 |
|
1547 |
1547 |
/// Sets the message level of the solver
|
1548 |
1548 |
void messageLevel(MessageLevel level) { _messageLevel(level); }
|
1549 |
1549 |
|
1550 |
1550 |
///@}
|
1551 |
1551 |
|
1552 |
1552 |
};
|
1553 |
1553 |
|
1554 |
1554 |
/// Addition
|
1555 |
1555 |
|
1556 |
1556 |
///\relates LpBase::Expr
|
1557 |
1557 |
///
|
1558 |
1558 |
inline LpBase::Expr operator+(const LpBase::Expr &a, const LpBase::Expr &b) {
|
1559 |
1559 |
LpBase::Expr tmp(a);
|
1560 |
1560 |
tmp+=b;
|
1561 |
1561 |
return tmp;
|
1562 |
1562 |
}
|
1563 |
1563 |
///Substraction
|
1564 |
1564 |
|
1565 |
1565 |
///\relates LpBase::Expr
|
1566 |
1566 |
///
|
1567 |
1567 |
inline LpBase::Expr operator-(const LpBase::Expr &a, const LpBase::Expr &b) {
|
1568 |
1568 |
LpBase::Expr tmp(a);
|
1569 |
1569 |
tmp-=b;
|
1570 |
1570 |
return tmp;
|
1571 |
1571 |
}
|
1572 |
1572 |
///Multiply with constant
|
1573 |
1573 |
|
1574 |
1574 |
///\relates LpBase::Expr
|
1575 |
1575 |
///
|
1576 |
1576 |
inline LpBase::Expr operator*(const LpBase::Expr &a, const LpBase::Value &b) {
|
1577 |
1577 |
LpBase::Expr tmp(a);
|
1578 |
1578 |
tmp*=b;
|
1579 |
1579 |
return tmp;
|
1580 |
1580 |
}
|
1581 |
1581 |
|
1582 |
1582 |
///Multiply with constant
|
1583 |
1583 |
|
1584 |
1584 |
///\relates LpBase::Expr
|
1585 |
1585 |
///
|
1586 |
1586 |
inline LpBase::Expr operator*(const LpBase::Value &a, const LpBase::Expr &b) {
|
1587 |
1587 |
LpBase::Expr tmp(b);
|
1588 |
1588 |
tmp*=a;
|
1589 |
1589 |
return tmp;
|
1590 |
1590 |
}
|
1591 |
1591 |
///Divide with constant
|
1592 |
1592 |
|
1593 |
1593 |
///\relates LpBase::Expr
|
1594 |
1594 |
///
|
1595 |
1595 |
inline LpBase::Expr operator/(const LpBase::Expr &a, const LpBase::Value &b) {
|
1596 |
1596 |
LpBase::Expr tmp(a);
|
1597 |
1597 |
tmp/=b;
|
1598 |
1598 |
return tmp;
|
1599 |
1599 |
}
|
1600 |
1600 |
|
1601 |
1601 |
///Create constraint
|
1602 |
1602 |
|
1603 |
1603 |
///\relates LpBase::Constr
|
1604 |
1604 |
///
|
1605 |
1605 |
inline LpBase::Constr operator<=(const LpBase::Expr &e,
|
1606 |
1606 |
const LpBase::Expr &f) {
|
1607 |
|
return LpBase::Constr(0, f - e, LpBase::INF);
|
|
1607 |
return LpBase::Constr(0, f - e, LpBase::NaN);
|
1608 |
1608 |
}
|
1609 |
1609 |
|
1610 |
1610 |
///Create constraint
|
1611 |
1611 |
|
1612 |
1612 |
///\relates LpBase::Constr
|
1613 |
1613 |
///
|
1614 |
1614 |
inline LpBase::Constr operator<=(const LpBase::Value &e,
|
1615 |
1615 |
const LpBase::Expr &f) {
|
1616 |
1616 |
return LpBase::Constr(e, f, LpBase::NaN);
|
1617 |
1617 |
}
|
1618 |
1618 |
|
1619 |
1619 |
///Create constraint
|
1620 |
1620 |
|
1621 |
1621 |
///\relates LpBase::Constr
|
1622 |
1622 |
///
|
1623 |
1623 |
inline LpBase::Constr operator<=(const LpBase::Expr &e,
|
1624 |
1624 |
const LpBase::Value &f) {
|
1625 |
|
return LpBase::Constr(- LpBase::INF, e, f);
|
|
1625 |
return LpBase::Constr(LpBase::NaN, e, f);
|
1626 |
1626 |
}
|
1627 |
1627 |
|
1628 |
1628 |
///Create constraint
|
1629 |
1629 |
|
1630 |
1630 |
///\relates LpBase::Constr
|
1631 |
1631 |
///
|
1632 |
1632 |
inline LpBase::Constr operator>=(const LpBase::Expr &e,
|
1633 |
1633 |
const LpBase::Expr &f) {
|
1634 |
|
return LpBase::Constr(0, e - f, LpBase::INF);
|
|
1634 |
return LpBase::Constr(0, e - f, LpBase::NaN);
|
1635 |
1635 |
}
|
1636 |
1636 |
|
1637 |
1637 |
|
1638 |
1638 |
///Create constraint
|
1639 |
1639 |
|
1640 |
1640 |
///\relates LpBase::Constr
|
1641 |
1641 |
///
|
1642 |
1642 |
inline LpBase::Constr operator>=(const LpBase::Value &e,
|
1643 |
1643 |
const LpBase::Expr &f) {
|
1644 |
1644 |
return LpBase::Constr(LpBase::NaN, f, e);
|
1645 |
1645 |
}
|
1646 |
1646 |
|
1647 |
1647 |
|
1648 |
1648 |
///Create constraint
|
1649 |
1649 |
|
1650 |
1650 |
///\relates LpBase::Constr
|
1651 |
1651 |
///
|
1652 |
1652 |
inline LpBase::Constr operator>=(const LpBase::Expr &e,
|
1653 |
1653 |
const LpBase::Value &f) {
|
1654 |
|
return LpBase::Constr(f, e, LpBase::INF);
|
|
1654 |
return LpBase::Constr(f, e, LpBase::NaN);
|
1655 |
1655 |
}
|
1656 |
1656 |
|
1657 |
1657 |
///Create constraint
|
1658 |
1658 |
|
1659 |
1659 |
///\relates LpBase::Constr
|
1660 |
1660 |
///
|
1661 |
1661 |
inline LpBase::Constr operator==(const LpBase::Expr &e,
|
1662 |
1662 |
const LpBase::Value &f) {
|
1663 |
1663 |
return LpBase::Constr(f, e, f);
|
1664 |
1664 |
}
|
1665 |
1665 |
|
1666 |
1666 |
///Create constraint
|
1667 |
1667 |
|
1668 |
1668 |
///\relates LpBase::Constr
|
1669 |
1669 |
///
|
1670 |
1670 |
inline LpBase::Constr operator==(const LpBase::Expr &e,
|
1671 |
1671 |
const LpBase::Expr &f) {
|
1672 |
1672 |
return LpBase::Constr(0, f - e, 0);
|
1673 |
1673 |
}
|
1674 |
1674 |
|
1675 |
1675 |
///Create constraint
|
1676 |
1676 |
|
1677 |
1677 |
///\relates LpBase::Constr
|
1678 |
1678 |
///
|
1679 |
1679 |
inline LpBase::Constr operator<=(const LpBase::Value &n,
|
1680 |
1680 |
const LpBase::Constr &c) {
|
1681 |
1681 |
LpBase::Constr tmp(c);
|
1682 |
1682 |
LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint");
|
1683 |
1683 |
tmp.lowerBound()=n;
|
1684 |
1684 |
return tmp;
|
1685 |
1685 |
}
|
1686 |
1686 |
///Create constraint
|
1687 |
1687 |
|
1688 |
1688 |
///\relates LpBase::Constr
|
1689 |
1689 |
///
|
1690 |
1690 |
inline LpBase::Constr operator<=(const LpBase::Constr &c,
|
1691 |
1691 |
const LpBase::Value &n)
|
1692 |
1692 |
{
|
1693 |
1693 |
LpBase::Constr tmp(c);
|
1694 |
1694 |
LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint");
|
1695 |
1695 |
tmp.upperBound()=n;
|
1696 |
1696 |
return tmp;
|
1697 |
1697 |
}
|
1698 |
1698 |
|
1699 |
1699 |
///Create constraint
|
1700 |
1700 |
|
1701 |
1701 |
///\relates LpBase::Constr
|
1702 |
1702 |
///
|
1703 |
1703 |
inline LpBase::Constr operator>=(const LpBase::Value &n,
|
1704 |
1704 |
const LpBase::Constr &c) {
|
1705 |
1705 |
LpBase::Constr tmp(c);
|
1706 |
1706 |
LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint");
|
1707 |
1707 |
tmp.upperBound()=n;
|
1708 |
1708 |
return tmp;
|
1709 |
1709 |
}
|
1710 |
1710 |
///Create constraint
|
1711 |
1711 |
|
1712 |
1712 |
///\relates LpBase::Constr
|
1713 |
1713 |
///
|
1714 |
1714 |
inline LpBase::Constr operator>=(const LpBase::Constr &c,
|
1715 |
1715 |
const LpBase::Value &n)
|
1716 |
1716 |
{
|
1717 |
1717 |
LpBase::Constr tmp(c);
|
1718 |
1718 |
LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint");
|
1719 |
1719 |
tmp.lowerBound()=n;
|
1720 |
1720 |
return tmp;
|
1721 |
1721 |
}
|
1722 |
1722 |
|
1723 |
1723 |
///Addition
|
1724 |
1724 |
|
1725 |
1725 |
///\relates LpBase::DualExpr
|
1726 |
1726 |
///
|
1727 |
1727 |
inline LpBase::DualExpr operator+(const LpBase::DualExpr &a,
|
1728 |
1728 |
const LpBase::DualExpr &b) {
|
1729 |
1729 |
LpBase::DualExpr tmp(a);
|
1730 |
1730 |
tmp+=b;
|
1731 |
1731 |
return tmp;
|
1732 |
1732 |
}
|
1733 |
1733 |
///Substraction
|
1734 |
1734 |
|
1735 |
1735 |
///\relates LpBase::DualExpr
|
1736 |
1736 |
///
|
1737 |
1737 |
inline LpBase::DualExpr operator-(const LpBase::DualExpr &a,
|
1738 |
1738 |
const LpBase::DualExpr &b) {
|
1739 |
1739 |
LpBase::DualExpr tmp(a);
|
1740 |
1740 |
tmp-=b;
|
1741 |
1741 |
return tmp;
|
1742 |
1742 |
}
|
1743 |
1743 |
///Multiply with constant
|
1744 |
1744 |
|
1745 |
1745 |
///\relates LpBase::DualExpr
|
1746 |
1746 |
///
|
1747 |
1747 |
inline LpBase::DualExpr operator*(const LpBase::DualExpr &a,
|
1748 |
1748 |
const LpBase::Value &b) {
|
1749 |
1749 |
LpBase::DualExpr tmp(a);
|
1750 |
1750 |
tmp*=b;
|
1751 |
1751 |
return tmp;
|
1752 |
1752 |
}
|
1753 |
1753 |
|
1754 |
1754 |
///Multiply with constant
|
1755 |
1755 |
|
1756 |
1756 |
///\relates LpBase::DualExpr
|
1757 |
1757 |
///
|
1758 |
1758 |
inline LpBase::DualExpr operator*(const LpBase::Value &a,
|
1759 |
1759 |
const LpBase::DualExpr &b) {
|
1760 |
1760 |
LpBase::DualExpr tmp(b);
|
1761 |
1761 |
tmp*=a;
|
1762 |
1762 |
return tmp;
|
1763 |
1763 |
}
|
1764 |
1764 |
///Divide with constant
|
1765 |
1765 |
|
1766 |
1766 |
///\relates LpBase::DualExpr
|
1767 |
1767 |
///
|
1768 |
1768 |
inline LpBase::DualExpr operator/(const LpBase::DualExpr &a,
|
1769 |
1769 |
const LpBase::Value &b) {
|
1770 |
1770 |
LpBase::DualExpr tmp(a);
|
1771 |
1771 |
tmp/=b;
|
1772 |
1772 |
return tmp;
|
1773 |
1773 |
}
|
1774 |
1774 |
|
1775 |
1775 |
/// \ingroup lp_group
|
1776 |
1776 |
///
|
1777 |
1777 |
/// \brief Common base class for LP solvers
|
1778 |
1778 |
///
|
1779 |
1779 |
/// This class is an abstract base class for LP solvers. This class
|
1780 |
1780 |
/// provides a full interface for set and modify an LP problem,
|
1781 |
1781 |
/// solve it and retrieve the solution. You can use one of the
|
1782 |
1782 |
/// descendants as a concrete implementation, or the \c Lp
|
1783 |
1783 |
/// default LP solver. However, if you would like to handle LP
|
1784 |
1784 |
/// solvers as reference or pointer in a generic way, you can use
|
1785 |
1785 |
/// this class directly.
|
1786 |
1786 |
class LpSolver : virtual public LpBase {
|
1787 |
1787 |
public:
|
1788 |
1788 |
|
1789 |
1789 |
/// The problem types for primal and dual problems
|
1790 |
1790 |
enum ProblemType {
|
1791 |
1791 |
/// = 0. Feasible solution hasn't been found (but may exist).
|
1792 |
1792 |
UNDEFINED = 0,
|
1793 |
1793 |
/// = 1. The problem has no feasible solution.
|
1794 |
1794 |
INFEASIBLE = 1,
|
1795 |
1795 |
/// = 2. Feasible solution found.
|
1796 |
1796 |
FEASIBLE = 2,
|
1797 |
1797 |
/// = 3. Optimal solution exists and found.
|
1798 |
1798 |
OPTIMAL = 3,
|
1799 |
1799 |
/// = 4. The cost function is unbounded.
|
1800 |
1800 |
UNBOUNDED = 4
|
1801 |
1801 |
};
|
1802 |
1802 |
|
1803 |
1803 |
///The basis status of variables
|
1804 |
1804 |
enum VarStatus {
|
1805 |
1805 |
/// The variable is in the basis
|
1806 |
1806 |
BASIC,
|
1807 |
1807 |
/// The variable is free, but not basic
|
1808 |
1808 |
FREE,
|
1809 |
1809 |
/// The variable has active lower bound
|
1810 |
1810 |
LOWER,
|
1811 |
1811 |
/// The variable has active upper bound
|
1812 |
1812 |
UPPER,
|
1813 |
1813 |
/// The variable is non-basic and fixed
|
1814 |
1814 |
FIXED
|
1815 |
1815 |
};
|
1816 |
1816 |
|
1817 |
1817 |
protected:
|
1818 |
1818 |
|
1819 |
1819 |
virtual SolveExitStatus _solve() = 0;
|
1820 |
1820 |
|
1821 |
1821 |
virtual Value _getPrimal(int i) const = 0;
|
1822 |
1822 |
virtual Value _getDual(int i) const = 0;
|
1823 |
1823 |
|
1824 |
1824 |
virtual Value _getPrimalRay(int i) const = 0;
|
1825 |
1825 |
virtual Value _getDualRay(int i) const = 0;
|
1826 |
1826 |
|
1827 |
1827 |
virtual Value _getPrimalValue() const = 0;
|
1828 |
1828 |
|
1829 |
1829 |
virtual VarStatus _getColStatus(int i) const = 0;
|
1830 |
1830 |
virtual VarStatus _getRowStatus(int i) const = 0;
|
1831 |
1831 |
|
1832 |
1832 |
virtual ProblemType _getPrimalType() const = 0;
|
1833 |
1833 |
virtual ProblemType _getDualType() const = 0;
|
1834 |
1834 |
|
1835 |
1835 |
public:
|
1836 |
1836 |
|
1837 |
1837 |
///Allocate a new LP problem instance
|
1838 |
1838 |
virtual LpSolver* newSolver() const = 0;
|
1839 |
1839 |
///Make a copy of the LP problem
|
1840 |
1840 |
virtual LpSolver* cloneSolver() const = 0;
|
1841 |
1841 |
|
1842 |
1842 |
///\name Solve the LP
|
1843 |
1843 |
|
1844 |
1844 |
///@{
|
1845 |
1845 |
|
1846 |
1846 |
///\e Solve the LP problem at hand
|
1847 |
1847 |
///
|
1848 |
1848 |
///\return The result of the optimization procedure. Possible
|
1849 |
1849 |
///values and their meanings can be found in the documentation of
|
1850 |
1850 |
///\ref SolveExitStatus.
|
1851 |
1851 |
SolveExitStatus solve() { return _solve(); }
|
1852 |
1852 |
|
1853 |
1853 |
///@}
|
1854 |
1854 |
|
1855 |
1855 |
///\name Obtain the Solution
|
1856 |
1856 |
|
1857 |
1857 |
///@{
|
1858 |
1858 |
|
1859 |
1859 |
/// The type of the primal problem
|
1860 |
1860 |
ProblemType primalType() const {
|
1861 |
1861 |
return _getPrimalType();
|
1862 |
1862 |
}
|
1863 |
1863 |
|
1864 |
1864 |
/// The type of the dual problem
|
1865 |
1865 |
ProblemType dualType() const {
|
1866 |
1866 |
return _getDualType();
|
1867 |
1867 |
}
|
1868 |
1868 |
|
1869 |
1869 |
/// Return the primal value of the column
|
1870 |
1870 |
|
1871 |
1871 |
/// Return the primal value of the column.
|
1872 |
1872 |
/// \pre The problem is solved.
|
1873 |
1873 |
Value primal(Col c) const { return _getPrimal(cols(id(c))); }
|
1874 |
1874 |
|
1875 |
1875 |
/// Return the primal value of the expression
|
1876 |
1876 |
|
1877 |
1877 |
/// Return the primal value of the expression, i.e. the dot
|
1878 |
1878 |
/// product of the primal solution and the expression.
|
1879 |
1879 |
/// \pre The problem is solved.
|
1880 |
1880 |
Value primal(const Expr& e) const {
|
1881 |
1881 |
double res = *e;
|
1882 |
1882 |
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
|
1883 |
1883 |
res += *c * primal(c);
|
1884 |
1884 |
}
|
1885 |
1885 |
return res;
|
1886 |
1886 |
}
|
1887 |
1887 |
/// Returns a component of the primal ray
|
1888 |
1888 |
|
1889 |
1889 |
/// The primal ray is solution of the modified primal problem,
|
1890 |
1890 |
/// where we change each finite bound to 0, and we looking for a
|
1891 |
1891 |
/// negative objective value in case of minimization, and positive
|
1892 |
1892 |
/// objective value for maximization. If there is such solution,
|
1893 |
1893 |
/// that proofs the unsolvability of the dual problem, and if a
|
1894 |
1894 |
/// feasible primal solution exists, then the unboundness of
|
1895 |
1895 |
/// primal problem.
|
1896 |
1896 |
///
|
1897 |
1897 |
/// \pre The problem is solved and the dual problem is infeasible.
|
1898 |
1898 |
/// \note Some solvers does not provide primal ray calculation
|
1899 |
1899 |
/// functions.
|
1900 |
1900 |
Value primalRay(Col c) const { return _getPrimalRay(cols(id(c))); }
|
1901 |
1901 |
|
1902 |
1902 |
/// Return the dual value of the row
|
1903 |
1903 |
|
1904 |
1904 |
/// Return the dual value of the row.
|
1905 |
1905 |
/// \pre The problem is solved.
|
1906 |
1906 |
Value dual(Row r) const { return _getDual(rows(id(r))); }
|
1907 |
1907 |
|
1908 |
1908 |
/// Return the dual value of the dual expression
|
1909 |
1909 |
|
1910 |
1910 |
/// Return the dual value of the dual expression, i.e. the dot
|