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/* -*- mode: C++; indent-tabs-mode: nil; -*- |
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* |
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* This file is a part of LEMON, a generic C++ optimization library. |
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* |
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* Copyright (C) 2003-2009 |
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* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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* (Egervary Research Group on Combinatorial Optimization, EGRES). |
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* |
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* Permission to use, modify and distribute this software is granted |
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* provided that this copyright notice appears in all copies. For |
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* precise terms see the accompanying LICENSE file. |
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* |
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* This software is provided "AS IS" with no warranty of any kind, |
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* express or implied, and with no claim as to its suitability for any |
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* purpose. |
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* |
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*/ |
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///\file |
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///\brief Implementation of the CBC MIP solver interface. |
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#include "cbc.h" |
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#include <coin/CoinModel.hpp> |
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#include <coin/CbcModel.hpp> |
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#include <coin/OsiSolverInterface.hpp> |
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#ifdef COIN_HAS_CLP |
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#include "coin/OsiClpSolverInterface.hpp" |
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#endif |
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#ifdef COIN_HAS_OSL |
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#include "coin/OsiOslSolverInterface.hpp" |
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#endif |
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#include "coin/CbcCutGenerator.hpp" |
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#include "coin/CbcHeuristicLocal.hpp" |
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#include "coin/CbcHeuristicGreedy.hpp" |
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#include "coin/CbcHeuristicFPump.hpp" |
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#include "coin/CbcHeuristicRINS.hpp" |
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#include "coin/CglGomory.hpp" |
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#include "coin/CglProbing.hpp" |
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#include "coin/CglKnapsackCover.hpp" |
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#include "coin/CglOddHole.hpp" |
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#include "coin/CglClique.hpp" |
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#include "coin/CglFlowCover.hpp" |
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#include "coin/CglMixedIntegerRounding.hpp" |
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#include "coin/CbcHeuristic.hpp" |
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namespace lemon {
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CbcMip::CbcMip() {
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_prob = new CoinModel(); |
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_prob->setProblemName("LEMON");
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_osi_solver = 0; |
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_cbc_model = 0; |
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} |
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CbcMip::CbcMip(const CbcMip& other) {
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_prob = new CoinModel(*other._prob); |
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_osi_solver = 0; |
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_cbc_model = 0; |
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} |
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CbcMip::~CbcMip() {
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delete _prob; |
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if (_osi_solver) delete _osi_solver; |
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if (_cbc_model) delete _cbc_model; |
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} |
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const char* CbcMip::_solverName() const { return "CbcMip"; }
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int CbcMip::_addCol() {
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_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false); |
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return _prob->numberColumns() - 1; |
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} |
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CbcMip* CbcMip::newSolver() const {
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CbcMip* newlp = new CbcMip; |
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return newlp; |
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} |
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CbcMip* CbcMip::cloneSolver() const {
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CbcMip* copylp = new CbcMip(*this); |
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return copylp; |
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} |
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int CbcMip::_addRow() {
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_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
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return _prob->numberRows() - 1; |
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} |
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void CbcMip::_eraseCol(int i) {
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_prob->deleteColumn(i); |
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} |
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void CbcMip::_eraseRow(int i) {
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_prob->deleteRow(i); |
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} |
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void CbcMip::_eraseColId(int i) {
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cols.eraseIndex(i); |
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} |
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void CbcMip::_eraseRowId(int i) {
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rows.eraseIndex(i); |
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} |
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void CbcMip::_getColName(int c, std::string& name) const {
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name = _prob->getColumnName(c); |
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} |
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void CbcMip::_setColName(int c, const std::string& name) {
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_prob->setColumnName(c, name.c_str()); |
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} |
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int CbcMip::_colByName(const std::string& name) const {
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return _prob->column(name.c_str()); |
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} |
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void CbcMip::_getRowName(int r, std::string& name) const {
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name = _prob->getRowName(r); |
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} |
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void CbcMip::_setRowName(int r, const std::string& name) {
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_prob->setRowName(r, name.c_str()); |
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} |
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int CbcMip::_rowByName(const std::string& name) const {
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return _prob->row(name.c_str()); |
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} |
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void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
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for (ExprIterator it = b; it != e; ++it) {
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_prob->setElement(i, it->first, it->second); |
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} |
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} |
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void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const {
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int length = _prob->numberRows(); |
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std::vector<int> indices(length); |
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std::vector<Value> values(length); |
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length = _prob->getRow(ix, &indices[0], &values[0]); |
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for (int i = 0; i < length; ++i) {
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*b = std::make_pair(indices[i], values[i]); |
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++b; |
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} |
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} |
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void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
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for (ExprIterator it = b; it != e; ++it) {
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_prob->setElement(it->first, ix, it->second); |
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} |
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} |
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void CbcMip::_getColCoeffs(int ix, InsertIterator b) const {
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int length = _prob->numberColumns(); |
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std::vector<int> indices(length); |
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std::vector<Value> values(length); |
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length = _prob->getColumn(ix, &indices[0], &values[0]); |
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for (int i = 0; i < length; ++i) {
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*b = std::make_pair(indices[i], values[i]); |
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++b; |
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} |
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} |
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void CbcMip::_setCoeff(int ix, int jx, Value value) {
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_prob->setElement(ix, jx, value); |
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} |
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CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {
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return _prob->getElement(ix, jx); |
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} |
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void CbcMip::_setColLowerBound(int i, Value lo) {
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LEMON_ASSERT(lo != INF, "Invalid bound"); |
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_prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
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} |
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CbcMip::Value CbcMip::_getColLowerBound(int i) const {
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double val = _prob->getColumnLower(i); |
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return val == - COIN_DBL_MAX ? - INF : val; |
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} |
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void CbcMip::_setColUpperBound(int i, Value up) {
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LEMON_ASSERT(up != -INF, "Invalid bound"); |
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_prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
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} |
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CbcMip::Value CbcMip::_getColUpperBound(int i) const {
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double val = _prob->getColumnUpper(i); |
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return val == COIN_DBL_MAX ? INF : val; |
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} |
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void CbcMip::_setRowLowerBound(int i, Value lo) {
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LEMON_ASSERT(lo != INF, "Invalid bound"); |
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_prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
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} |
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CbcMip::Value CbcMip::_getRowLowerBound(int i) const {
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double val = _prob->getRowLower(i); |
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return val == - COIN_DBL_MAX ? - INF : val; |
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} |
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void CbcMip::_setRowUpperBound(int i, Value up) {
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LEMON_ASSERT(up != -INF, "Invalid bound"); |
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_prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
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} |
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CbcMip::Value CbcMip::_getRowUpperBound(int i) const {
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double val = _prob->getRowUpper(i); |
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return val == COIN_DBL_MAX ? INF : val; |
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} |
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void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) {
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int num = _prob->numberColumns(); |
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for (int i = 0; i < num; ++i) {
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_prob->setColumnObjective(i, 0.0); |
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} |
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for (ExprIterator it = b; it != e; ++it) {
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_prob->setColumnObjective(it->first, it->second); |
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} |
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} |
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void CbcMip::_getObjCoeffs(InsertIterator b) const {
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int num = _prob->numberColumns(); |
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for (int i = 0; i < num; ++i) {
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Value coef = _prob->getColumnObjective(i); |
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if (coef != 0.0) {
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*b = std::make_pair(i, coef); |
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++b; |
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} |
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} |
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} |
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void CbcMip::_setObjCoeff(int i, Value obj_coef) {
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_prob->setColumnObjective(i, obj_coef); |
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} |
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CbcMip::Value CbcMip::_getObjCoeff(int i) const {
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return _prob->getColumnObjective(i); |
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} |
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CbcMip::SolveExitStatus CbcMip::_solve() {
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if (_osi_solver) {
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delete _osi_solver; |
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} |
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#ifdef COIN_HAS_CLP |
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_osi_solver = new OsiClpSolverInterface(); |
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#elif COIN_HAS_OSL |
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_osi_solver = new OsiOslSolverInterface(); |
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#else |
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#error Cannot instantiate Osi solver |
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#endif |
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_osi_solver->loadFromCoinModel(*_prob); |
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if (_cbc_model) {
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delete _cbc_model; |
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} |
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_cbc_model= new CbcModel(*_osi_solver); |
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switch (_message_level) {
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case MESSAGE_NO_OUTPUT: |
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_osi_solver->messageHandler()->setLogLevel(0); |
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_cbc_model->setLogLevel(0); |
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break; |
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case MESSAGE_ERROR_MESSAGE: |
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_osi_solver->messageHandler()->setLogLevel(1); |
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_cbc_model->setLogLevel(1); |
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break; |
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case MESSAGE_NORMAL_OUTPUT: |
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_osi_solver->messageHandler()->setLogLevel(2); |
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_cbc_model->setLogLevel(2); |
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break; |
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case MESSAGE_FULL_OUTPUT: |
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_osi_solver->messageHandler()->setLogLevel(3); |
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_cbc_model->setLogLevel(3); |
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break; |
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} |
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_cbc_model->initialSolve(); |
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_cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry); |
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if (!_cbc_model->isInitialSolveAbandoned() && |
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_cbc_model->isInitialSolveProvenOptimal() && |
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!_cbc_model->isInitialSolveProvenPrimalInfeasible() && |
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!_cbc_model->isInitialSolveProvenDualInfeasible()) {
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CglProbing generator1; |
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generator1.setUsingObjective(true); |
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generator1.setMaxPass(3); |
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generator1.setMaxProbe(100); |
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generator1.setMaxLook(50); |
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generator1.setRowCuts(3); |
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_cbc_model->addCutGenerator(&generator1, -1, "Probing"); |
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CglGomory generator2; |
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generator2.setLimit(300); |
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_cbc_model->addCutGenerator(&generator2, -1, "Gomory"); |
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CglKnapsackCover generator3; |
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_cbc_model->addCutGenerator(&generator3, -1, "Knapsack"); |
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CglOddHole generator4; |
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generator4.setMinimumViolation(0.005); |
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generator4.setMinimumViolationPer(0.00002); |
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generator4.setMaximumEntries(200); |
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_cbc_model->addCutGenerator(&generator4, -1, "OddHole"); |
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CglClique generator5; |
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generator5.setStarCliqueReport(false); |
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generator5.setRowCliqueReport(false); |
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_cbc_model->addCutGenerator(&generator5, -1, "Clique"); |
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CglMixedIntegerRounding mixedGen; |
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_cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding"); |
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CglFlowCover flowGen; |
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_cbc_model->addCutGenerator(&flowGen, -1, "FlowCover"); |
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#ifdef COIN_HAS_CLP |
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| 333 |
OsiClpSolverInterface* osiclp = |
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| 334 |
dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver()); |
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| 335 |
if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {
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osiclp->setupForRepeatedUse(2, 0); |
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| 337 |
} |
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#endif |
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| 339 |
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| 340 |
CbcRounding heuristic1(*_cbc_model); |
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heuristic1.setWhen(3); |
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| 342 |
_cbc_model->addHeuristic(&heuristic1); |
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| 343 |
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| 344 |
CbcHeuristicLocal heuristic2(*_cbc_model); |
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heuristic2.setWhen(3); |
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| 346 |
_cbc_model->addHeuristic(&heuristic2); |
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| 347 |
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| 348 |
CbcHeuristicGreedyCover heuristic3(*_cbc_model); |
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| 349 |
heuristic3.setAlgorithm(11); |
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| 350 |
heuristic3.setWhen(3); |
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| 351 |
_cbc_model->addHeuristic(&heuristic3); |
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| 352 |
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| 353 |
CbcHeuristicFPump heuristic4(*_cbc_model); |
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| 354 |
heuristic4.setWhen(3); |
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| 355 |
_cbc_model->addHeuristic(&heuristic4); |
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| 356 |
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| 357 |
CbcHeuristicRINS heuristic5(*_cbc_model); |
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| 358 |
heuristic5.setWhen(3); |
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| 359 |
_cbc_model->addHeuristic(&heuristic5); |
|
| 360 |
|
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| 361 |
if (_cbc_model->getNumCols() < 500) {
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| 362 |
_cbc_model->setMaximumCutPassesAtRoot(-100); |
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| 363 |
} else if (_cbc_model->getNumCols() < 5000) {
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| 364 |
_cbc_model->setMaximumCutPassesAtRoot(100); |
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| 365 |
} else {
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| 366 |
_cbc_model->setMaximumCutPassesAtRoot(20); |
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| 367 |
} |
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| 368 |
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| 369 |
if (_cbc_model->getNumCols() < 5000) {
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| 370 |
_cbc_model->setNumberStrong(10); |
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| 371 |
} |
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| 372 |
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| 373 |
_cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100); |
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| 374 |
_cbc_model->branchAndBound(); |
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| 375 |
} |
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| 376 |
|
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| 377 |
if (_cbc_model->isAbandoned()) {
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| 378 |
return UNSOLVED; |
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| 379 |
} else {
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| 380 |
return SOLVED; |
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| 381 |
} |
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| 382 |
} |
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| 383 |
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| 384 |
CbcMip::Value CbcMip::_getSol(int i) const {
|
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| 385 |
return _cbc_model->getColSolution()[i]; |
|
| 386 |
} |
|
| 387 |
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| 388 |
CbcMip::Value CbcMip::_getSolValue() const {
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| 389 |
return _cbc_model->getObjValue(); |
|
| 390 |
} |
|
| 391 |
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| 392 |
CbcMip::ProblemType CbcMip::_getType() const {
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| 393 |
if (_cbc_model->isProvenOptimal()) {
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| 394 |
return OPTIMAL; |
|
| 395 |
} else if (_cbc_model->isContinuousUnbounded()) {
|
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| 396 |
return UNBOUNDED; |
|
| 397 |
} |
|
| 398 |
return FEASIBLE; |
|
| 399 |
} |
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| 400 |
|
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| 401 |
void CbcMip::_setSense(Sense sense) {
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| 402 |
switch (sense) {
|
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| 403 |
case MIN: |
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| 404 |
_prob->setOptimizationDirection(1.0); |
|
| 405 |
break; |
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| 406 |
case MAX: |
|
| 407 |
_prob->setOptimizationDirection(- 1.0); |
|
| 408 |
break; |
|
| 409 |
} |
|
| 410 |
} |
|
| 411 |
|
|
| 412 |
CbcMip::Sense CbcMip::_getSense() const {
|
|
| 413 |
if (_prob->optimizationDirection() > 0.0) {
|
|
| 414 |
return MIN; |
|
| 415 |
} else if (_prob->optimizationDirection() < 0.0) {
|
|
| 416 |
return MAX; |
|
| 417 |
} else {
|
|
| 418 |
LEMON_ASSERT(false, "Wrong sense"); |
|
| 419 |
return CbcMip::Sense(); |
|
| 420 |
} |
|
| 421 |
} |
|
| 422 |
|
|
| 423 |
void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {
|
|
| 424 |
switch (col_type){
|
|
| 425 |
case INTEGER: |
|
| 426 |
_prob->setInteger(i); |
|
| 427 |
break; |
|
| 428 |
case REAL: |
|
| 429 |
_prob->setContinuous(i); |
|
| 430 |
break; |
|
| 431 |
default:; |
|
| 432 |
LEMON_ASSERT(false, "Wrong sense"); |
|
| 433 |
} |
|
| 434 |
} |
|
| 435 |
|
|
| 436 |
CbcMip::ColTypes CbcMip::_getColType(int i) const {
|
|
| 437 |
return _prob->getColumnIsInteger(i) ? INTEGER : REAL; |
|
| 438 |
} |
|
| 439 |
|
|
| 440 |
void CbcMip::_clear() {
|
|
| 441 |
delete _prob; |
|
| 442 |
if (_osi_solver) {
|
|
| 443 |
delete _osi_solver; |
|
| 444 |
_osi_solver = 0; |
|
| 445 |
} |
|
| 446 |
if (_cbc_model) {
|
|
| 447 |
delete _cbc_model; |
|
| 448 |
_cbc_model = 0; |
|
| 449 |
} |
|
| 450 |
|
|
| 451 |
_prob = new CoinModel(); |
|
| 452 |
rows.clear(); |
|
| 453 |
cols.clear(); |
|
| 454 |
} |
|
| 455 |
|
|
| 456 |
void CbcMip::messageLevel(MessageLevel m) {
|
|
| 457 |
_message_level = m; |
|
| 458 |
} |
|
| 459 |
|
|
| 460 |
} //END OF NAMESPACE LEMON |
| 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) 2003-2009 |
|
| 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 |
// -*- C++ -*- |
|
| 20 |
#ifndef LEMON_CBC_H |
|
| 21 |
#define LEMON_CBC_H |
|
| 22 |
|
|
| 23 |
///\file |
|
| 24 |
///\brief Header of the LEMON-CBC mip solver interface. |
|
| 25 |
///\ingroup lp_group |
|
| 26 |
|
|
| 27 |
#include <lemon/lp_base.h> |
|
| 28 |
|
|
| 29 |
class CoinModel; |
|
| 30 |
class OsiSolverInterface; |
|
| 31 |
class CbcModel; |
|
| 32 |
|
|
| 33 |
namespace lemon {
|
|
| 34 |
|
|
| 35 |
/// \brief Interface for the CBC MIP solver |
|
| 36 |
/// |
|
| 37 |
/// This class implements an interface for the CBC MIP solver. |
|
| 38 |
///\ingroup lp_group |
|
| 39 |
class CbcMip : public MipSolver {
|
|
| 40 |
protected: |
|
| 41 |
|
|
| 42 |
CoinModel *_prob; |
|
| 43 |
OsiSolverInterface *_osi_solver; |
|
| 44 |
CbcModel *_cbc_model; |
|
| 45 |
|
|
| 46 |
public: |
|
| 47 |
|
|
| 48 |
/// \e |
|
| 49 |
CbcMip(); |
|
| 50 |
/// \e |
|
| 51 |
CbcMip(const CbcMip&); |
|
| 52 |
/// \e |
|
| 53 |
~CbcMip(); |
|
| 54 |
/// \e |
|
| 55 |
virtual CbcMip* newSolver() const; |
|
| 56 |
/// \e |
|
| 57 |
virtual CbcMip* cloneSolver() const; |
|
| 58 |
|
|
| 59 |
protected: |
|
| 60 |
|
|
| 61 |
virtual const char* _solverName() const; |
|
| 62 |
|
|
| 63 |
virtual int _addCol(); |
|
| 64 |
virtual int _addRow(); |
|
| 65 |
|
|
| 66 |
virtual void _eraseCol(int i); |
|
| 67 |
virtual void _eraseRow(int i); |
|
| 68 |
|
|
| 69 |
virtual void _eraseColId(int i); |
|
| 70 |
virtual void _eraseRowId(int i); |
|
| 71 |
|
|
| 72 |
virtual void _getColName(int col, std::string& name) const; |
|
| 73 |
virtual void _setColName(int col, const std::string& name); |
|
| 74 |
virtual int _colByName(const std::string& name) const; |
|
| 75 |
|
|
| 76 |
virtual void _getRowName(int row, std::string& name) const; |
|
| 77 |
virtual void _setRowName(int row, const std::string& name); |
|
| 78 |
virtual int _rowByName(const std::string& name) const; |
|
| 79 |
|
|
| 80 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 81 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
| 82 |
|
|
| 83 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 84 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
| 85 |
|
|
| 86 |
virtual void _setCoeff(int row, int col, Value value); |
|
| 87 |
virtual Value _getCoeff(int row, int col) const; |
|
| 88 |
|
|
| 89 |
virtual void _setColLowerBound(int i, Value value); |
|
| 90 |
virtual Value _getColLowerBound(int i) const; |
|
| 91 |
virtual void _setColUpperBound(int i, Value value); |
|
| 92 |
virtual Value _getColUpperBound(int i) const; |
|
| 93 |
|
|
| 94 |
virtual void _setRowLowerBound(int i, Value value); |
|
| 95 |
virtual Value _getRowLowerBound(int i) const; |
|
| 96 |
virtual void _setRowUpperBound(int i, Value value); |
|
| 97 |
virtual Value _getRowUpperBound(int i) const; |
|
| 98 |
|
|
| 99 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
| 100 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
| 101 |
|
|
| 102 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
| 103 |
virtual Value _getObjCoeff(int i) const; |
|
| 104 |
|
|
| 105 |
virtual void _setSense(Sense sense); |
|
| 106 |
virtual Sense _getSense() const; |
|
| 107 |
|
|
| 108 |
virtual ColTypes _getColType(int col) const; |
|
| 109 |
virtual void _setColType(int col, ColTypes col_type); |
|
| 110 |
|
|
| 111 |
virtual SolveExitStatus _solve(); |
|
| 112 |
virtual ProblemType _getType() const; |
|
| 113 |
virtual Value _getSol(int i) const; |
|
| 114 |
virtual Value _getSolValue() const; |
|
| 115 |
|
|
| 116 |
virtual void _clear(); |
|
| 117 |
|
|
| 118 |
public: |
|
| 119 |
|
|
| 120 |
///Enum for \c messageLevel() parameter |
|
| 121 |
enum MessageLevel {
|
|
| 122 |
/// no output (default value) |
|
| 123 |
MESSAGE_NO_OUTPUT = 0, |
|
| 124 |
/// error messages only |
|
| 125 |
MESSAGE_ERROR_MESSAGE = 1, |
|
| 126 |
/// normal output |
|
| 127 |
MESSAGE_NORMAL_OUTPUT = 2, |
|
| 128 |
/// full output (includes informational messages) |
|
| 129 |
MESSAGE_FULL_OUTPUT = 3 |
|
| 130 |
}; |
|
| 131 |
|
|
| 132 |
private: |
|
| 133 |
|
|
| 134 |
MessageLevel _message_level; |
|
| 135 |
|
|
| 136 |
public: |
|
| 137 |
|
|
| 138 |
///Set the verbosity of the messages |
|
| 139 |
|
|
| 140 |
///Set the verbosity of the messages |
|
| 141 |
/// |
|
| 142 |
///\param m is the level of the messages output by the solver routines. |
|
| 143 |
void messageLevel(MessageLevel m); |
|
| 144 |
|
|
| 145 |
|
|
| 146 |
}; |
|
| 147 |
|
|
| 148 |
} |
|
| 149 |
|
|
| 150 |
#endif |
| 1 |
AC_DEFUN([LX_CHECK_CBC], |
|
| 2 |
[ |
|
| 3 |
AC_ARG_WITH([cbc], |
|
| 4 |
AS_HELP_STRING([--with-cbc@<:@=PREFIX@:>@], [search for CBC under PREFIX or under the default search paths if PREFIX is not given @<:@default@:>@]) |
|
| 5 |
AS_HELP_STRING([--without-cbc], [disable checking for CBC]), |
|
| 6 |
[], [with_cbc=yes]) |
|
| 7 |
|
|
| 8 |
AC_ARG_WITH([cbc-includedir], |
|
| 9 |
AS_HELP_STRING([--with-cbc-includedir=DIR], [search for CBC headers in DIR]), |
|
| 10 |
[], [with_cbc_includedir=no]) |
|
| 11 |
|
|
| 12 |
AC_ARG_WITH([cbc-libdir], |
|
| 13 |
AS_HELP_STRING([--with-cbc-libdir=DIR], [search for CBC libraries in DIR]), |
|
| 14 |
[], [with_cbc_libdir=no]) |
|
| 15 |
|
|
| 16 |
lx_cbc_found=no |
|
| 17 |
if test x"$with_cbc" != x"no"; then |
|
| 18 |
AC_MSG_CHECKING([for CBC]) |
|
| 19 |
|
|
| 20 |
if test x"$with_cbc_includedir" != x"no"; then |
|
| 21 |
CBC_CXXFLAGS="-I$with_cbc_includedir" |
|
| 22 |
elif test x"$with_cbc" != x"yes"; then |
|
| 23 |
CBC_CXXFLAGS="-I$with_cbc/include" |
|
| 24 |
fi |
|
| 25 |
|
|
| 26 |
if test x"$with_cbc_libdir" != x"no"; then |
|
| 27 |
CBC_LDFLAGS="-L$with_cbc_libdir" |
|
| 28 |
elif test x"$with_cbc" != x"yes"; then |
|
| 29 |
CBC_LDFLAGS="-L$with_cbc/lib" |
|
| 30 |
fi |
|
| 31 |
CBC_LIBS="-lOsi -lCbc -lOsiCbc -lCbcSolver -lClp -lOsiClp -lCoinUtils -lVol -lOsiVol -lCgl -lm -llapack -lblas" |
|
| 32 |
|
|
| 33 |
lx_save_cxxflags="$CXXFLAGS" |
|
| 34 |
lx_save_ldflags="$LDFLAGS" |
|
| 35 |
lx_save_libs="$LIBS" |
|
| 36 |
CXXFLAGS="$CBC_CXXFLAGS" |
|
| 37 |
LDFLAGS="$CBC_LDFLAGS" |
|
| 38 |
LIBS="$CBC_LIBS" |
|
| 39 |
|
|
| 40 |
lx_cbc_test_prog=' |
|
| 41 |
#include <coin/CbcModel.hpp> |
|
| 42 |
|
|
| 43 |
int main(int argc, char** argv) |
|
| 44 |
{
|
|
| 45 |
CbcModel cbc; |
|
| 46 |
return 0; |
|
| 47 |
}' |
|
| 48 |
|
|
| 49 |
AC_LANG_PUSH(C++) |
|
| 50 |
AC_LINK_IFELSE([$lx_cbc_test_prog], [lx_cbc_found=yes], [lx_cbc_found=no]) |
|
| 51 |
AC_LANG_POP(C++) |
|
| 52 |
|
|
| 53 |
CXXFLAGS="$lx_save_cxxflags" |
|
| 54 |
LDFLAGS="$lx_save_ldflags" |
|
| 55 |
LIBS="$lx_save_libs" |
|
| 56 |
|
|
| 57 |
if test x"$lx_cbc_found" = x"yes"; then |
|
| 58 |
AC_DEFINE([HAVE_CBC], [1], [Define to 1 if you have CBC.]) |
|
| 59 |
lx_lp_found=yes |
|
| 60 |
AC_DEFINE([HAVE_LP], [1], [Define to 1 if you have any LP solver.]) |
|
| 61 |
AC_MSG_RESULT([yes]) |
|
| 62 |
else |
|
| 63 |
CBC_CXXFLAGS="" |
|
| 64 |
CBC_LDFLAGS="" |
|
| 65 |
CBC_LIBS="" |
|
| 66 |
AC_MSG_RESULT([no]) |
|
| 67 |
fi |
|
| 68 |
fi |
|
| 69 |
CBC_LIBS="$CBC_LDFLAGS $CBC_LIBS" |
|
| 70 |
AC_SUBST(CBC_CXXFLAGS) |
|
| 71 |
AC_SUBST(CBC_LIBS) |
|
| 72 |
AM_CONDITIONAL([HAVE_CBC], [test x"$lx_cbc_found" = x"yes"]) |
|
| 73 |
]) |
| ... | ... |
@@ -60,6 +60,7 @@ |
| 60 | 60 |
LX_CHECK_CPLEX |
| 61 | 61 |
LX_CHECK_SOPLEX |
| 62 | 62 |
LX_CHECK_CLP |
| 63 |
LX_CHECK_CBC |
|
| 63 | 64 |
|
| 64 | 65 |
AM_CONDITIONAL([HAVE_LP], [test x"$lx_lp_found" = x"yes"]) |
| 65 | 66 |
AM_CONDITIONAL([HAVE_MIP], [test x"$lx_mip_found" = x"yes"]) |
| ... | ... |
@@ -119,6 +120,7 @@ |
| 119 | 120 |
echo CPLEX support................. : $lx_cplex_found |
| 120 | 121 |
echo SOPLEX support................ : $lx_soplex_found |
| 121 | 122 |
echo CLP support................... : $lx_clp_found |
| 123 |
echo CBC support................... : $lx_cbc_found |
|
| 122 | 124 |
echo |
| 123 | 125 |
echo Build additional tools........ : $enable_tools |
| 124 | 126 |
echo |
| ... | ... |
@@ -12,7 +12,7 @@ |
| 12 | 12 |
lemon/color.cc \ |
| 13 | 13 |
lemon/lp_base.cc \ |
| 14 | 14 |
lemon/lp_skeleton.cc \ |
| 15 |
|
|
| 15 |
lemon/random.cc \ |
|
| 16 | 16 |
lemon/bits/windows.cc |
| 17 | 17 |
|
| 18 | 18 |
|
| ... | ... |
@@ -21,13 +21,15 @@ |
| 21 | 21 |
$(GLPK_CFLAGS) \ |
| 22 | 22 |
$(CPLEX_CFLAGS) \ |
| 23 | 23 |
$(SOPLEX_CXXFLAGS) \ |
| 24 |
$(CLP_CXXFLAGS) |
|
| 24 |
$(CLP_CXXFLAGS) \ |
|
| 25 |
$(CBC_CXXFLAGS) |
|
| 25 | 26 |
|
| 26 | 27 |
lemon_libemon_la_LDFLAGS = \ |
| 27 | 28 |
$(GLPK_LIBS) \ |
| 28 | 29 |
$(CPLEX_LIBS) \ |
| 29 | 30 |
$(SOPLEX_LIBS) \ |
| 30 |
$(CLP_LIBS) |
|
| 31 |
$(CLP_LIBS) \ |
|
| 32 |
$(CBC_LIBS) |
|
| 31 | 33 |
|
| 32 | 34 |
if HAVE_GLPK |
| 33 | 35 |
lemon_libemon_la_SOURCES += lemon/glpk.cc |
| ... | ... |
@@ -45,6 +47,10 @@ |
| 45 | 47 |
lemon_libemon_la_SOURCES += lemon/clp.cc |
| 46 | 48 |
endif |
| 47 | 49 |
|
| 50 |
if HAVE_CBC |
|
| 51 |
lemon_libemon_la_SOURCES += lemon/cbc.cc |
|
| 52 |
endif |
|
| 53 |
|
|
| 48 | 54 |
lemon_HEADERS += \ |
| 49 | 55 |
lemon/adaptors.h \ |
| 50 | 56 |
lemon/arg_parser.h \ |
| ... | ... |
@@ -18,7 +18,6 @@ |
| 18 | 18 |
|
| 19 | 19 |
#include "test_tools.h" |
| 20 | 20 |
|
| 21 |
|
|
| 22 | 21 |
#ifdef HAVE_CONFIG_H |
| 23 | 22 |
#include <lemon/config.h> |
| 24 | 23 |
#endif |
| ... | ... |
@@ -31,6 +30,10 @@ |
| 31 | 30 |
#include <lemon/glpk.h> |
| 32 | 31 |
#endif |
| 33 | 32 |
|
| 33 |
#ifdef HAVE_CBC |
|
| 34 |
#include <lemon/cbc.h> |
|
| 35 |
#endif |
|
| 36 |
|
|
| 34 | 37 |
|
| 35 | 38 |
using namespace lemon; |
| 36 | 39 |
|
| ... | ... |
@@ -57,14 +60,13 @@ |
| 57 | 60 |
|
| 58 | 61 |
void aTest(MipSolver& mip) |
| 59 | 62 |
{
|
| 60 |
//The following example is very simple |
|
| 63 |
//The following example is very simple |
|
| 61 | 64 |
|
| 62 | 65 |
|
| 63 | 66 |
typedef MipSolver::Row Row; |
| 64 | 67 |
typedef MipSolver::Col Col; |
| 65 | 68 |
|
| 66 | 69 |
|
| 67 |
|
|
| 68 | 70 |
Col x1 = mip.addCol(); |
| 69 | 71 |
Col x2 = mip.addCol(); |
| 70 | 72 |
|
| ... | ... |
@@ -74,23 +76,24 @@ |
| 74 | 76 |
|
| 75 | 77 |
mip.max(); |
| 76 | 78 |
|
| 77 |
|
|
| 78 | 79 |
//Unconstrained optimization |
| 79 | 80 |
mip.solve(); |
| 80 | 81 |
//Check it out! |
| 81 | 82 |
|
| 82 | 83 |
//Constraints |
| 83 |
mip.addRow(2*x1+x2 <=2); |
|
| 84 |
mip.addRow(x1-2*x2 <=0); |
|
| 84 |
mip.addRow(2 * x1 + x2 <= 2); |
|
| 85 |
Row y2 = mip.addRow(x1 - 2 * x2 <= 0); |
|
| 85 | 86 |
|
| 86 | 87 |
//Nonnegativity of the variable x1 |
| 87 | 88 |
mip.colLowerBound(x1, 0); |
| 88 | 89 |
|
| 90 |
|
|
| 89 | 91 |
//Maximization of x1 |
| 90 | 92 |
//over the triangle with vertices (0,0),(4/5,2/5),(0,2) |
| 91 | 93 |
double expected_opt=4.0/5.0; |
| 92 | 94 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
| 93 | 95 |
|
| 96 |
|
|
| 94 | 97 |
//Restrict x2 to integer |
| 95 | 98 |
mip.colType(x2,MipSolver::INTEGER); |
| 96 | 99 |
expected_opt=1.0/2.0; |
| ... | ... |
@@ -102,10 +105,15 @@ |
| 102 | 105 |
expected_opt=0; |
| 103 | 106 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
| 104 | 107 |
|
| 105 |
|
|
| 108 |
//Erase a variable |
|
| 109 |
mip.erase(x2); |
|
| 110 |
mip.rowUpperBound(y2, 8); |
|
| 111 |
expected_opt=1; |
|
| 112 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
|
| 106 | 113 |
|
| 107 | 114 |
} |
| 108 | 115 |
|
| 116 |
|
|
| 109 | 117 |
template<class MIP> |
| 110 | 118 |
void cloneTest() |
| 111 | 119 |
{
|
| ... | ... |
@@ -144,6 +152,14 @@ |
| 144 | 152 |
} |
| 145 | 153 |
#endif |
| 146 | 154 |
|
| 155 |
#ifdef HAVE_CBC |
|
| 156 |
{
|
|
| 157 |
CbcMip mip1; |
|
| 158 |
aTest(mip1); |
|
| 159 |
cloneTest<CbcMip>(); |
|
| 160 |
} |
|
| 161 |
#endif |
|
| 162 |
|
|
| 147 | 163 |
return 0; |
| 148 | 164 |
|
| 149 | 165 |
} |
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