RhodeCode

/* -*- mode: C++; indent-tabs-mode: nil; -*-

 *

 * This file is a part of LEMON, a generic C++ optimization library.

 *

 * Copyright (C) 2003-2008

 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport

 * (Egervary Research Group on Combinatorial Optimization, EGRES).

 *

 * Permission to use, modify and distribute this software is granted

 * provided that this copyright notice appears in all copies. For

 * precise terms see the accompanying LICENSE file.

 *

 * This software is provided "AS IS" with no warranty of any kind,

 * express or implied, and with no claim as to its suitability for any

 * purpose.

 *

 */

#include <sstream>

#include <lemon/lp_skeleton.h>

#include "test_tools.h"

#include <lemon/tolerance.h>

#ifdef HAVE_CONFIG_H

#include <lemon/config.h>

#endif

#ifdef HAVE_GLPK

#include <lemon/lp_glpk.h>

#endif

#ifdef HAVE_CPLEX

#include <lemon/lp_cplex.h>

#endif

#ifdef HAVE_SOPLEX

#include <lemon/lp_soplex.h>

#endif

#ifdef HAVE_CLP

#include <lemon/lp_clp.h>

#endif

using namespace lemon;

void lpTest(LpSolver& lp)

{

  typedef LpSolver LP;

  std::vector<LP::Col> x(10);

  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());

  lp.addColSet(x);

  lp.colLowerBound(x,1);

  lp.colUpperBound(x,1);

  lp.colBounds(x,1,2);

  std::vector<LP::Col> y(10);

  lp.addColSet(y);

  lp.colLowerBound(y,1);

  lp.colUpperBound(y,1);

  lp.colBounds(y,1,2);

  std::map<int,LP::Col> z;

  z.insert(std::make_pair(12,INVALID));

  z.insert(std::make_pair(2,INVALID));

  z.insert(std::make_pair(7,INVALID));

  z.insert(std::make_pair(5,INVALID));

  lp.addColSet(z);

  lp.colLowerBound(z,1);

  lp.colUpperBound(z,1);

  lp.colBounds(z,1,2);

  {

    LP::Expr e,f,g;

    LP::Col p1,p2,p3,p4,p5;

    LP::Constr c;

    p1=lp.addCol();

    p2=lp.addCol();

    p3=lp.addCol();

    p4=lp.addCol();

    p5=lp.addCol();

    e[p1]=2;

    *e=12;

    e[p1]+=2;

    *e+=12;

    e[p1]-=2;

    *e-=12;

    e=2;

    e=2.2;

    e=p1;

    e=f;

    e+=2;

    e+=2.2;

    e+=p1;

    e+=f;

    e-=2;

    e-=2.2;

    e-=p1;

    e-=f;

    e*=2;

    e*=2.2;

    e/=2;

    e/=2.2;

    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+

       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+

       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+

       2.2*f+f*2.2+f/2.2+

       2*f+f*2+f/2+

       2.2*p1+p1*2.2+p1/2.2+

       2*p1+p1*2+p1/2

       );

    c = (e  <= f  );

    c = (e  <= 2.2);

    c = (e  <= 2  );

    c = (e  <= p1 );

    c = (2.2<= f  );

    c = (2  <= f  );

    c = (p1 <= f  );

    c = (p1 <= p2 );

    c = (p1 <= 2.2);

    c = (p1 <= 2  );

    c = (2.2<= p2 );

    c = (2  <= p2 );

    c = (e  >= f  );

    c = (e  >= 2.2);

    c = (e  >= 2  );

    c = (e  >= p1 );

    c = (2.2>= f  );

    c = (2  >= f  );

    c = (p1 >= f  );

    c = (p1 >= p2 );

    c = (p1 >= 2.2);

    c = (p1 >= 2  );

    c = (2.2>= p2 );

    c = (2  >= p2 );

    c = (e  == f  );

    c = (e  == 2.2);

    c = (e  == 2  );

    c = (e  == p1 );

    c = (2.2== f  );

    c = (2  == f  );

    c = (p1 == f  );

    //c = (p1 == p2 );

    c = (p1 == 2.2);

    c = (p1 == 2  );

    c = (2.2== p2 );

    c = (2  == p2 );

    e[x[3]]=2;

    e[x[3]]=4;

    e[x[3]]=1;

    *e=12;

    lp.addRow(-LP::INF,e,23);

    lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);

    lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);

    lp.addRow(x[1]+x[3]<=x[5]-3);

    lp.addRow(x[1]<=x[5]);

    std::ostringstream buf;

    e=((p1+p2)+(p1-0.99*p2));

    //e.prettyPrint(std::cout);

    //(e<=2).prettyPrint(std::cout);

    double tolerance=0.001;

    e.simplify(tolerance);

    buf << "Coeff. of p2 should be 0.01";

    check(e[p2]>0, buf.str());

    tolerance=0.02;

    e.simplify(tolerance);

    buf << "Coeff. of p2 should be 0";

    check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());

  }

  {

    LP::DualExpr e,f,g;

    LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,

      p4 = INVALID, p5 = INVALID;

    e[p1]=2;

    e[p1]+=2;

    e[p1]-=2;

    e=p1;

    e=f;

    e+=p1;

    e+=f;

    e-=p1;

    e-=f;

    e*=2;

    e*=2.2;

    e/=2;

    e/=2.2;

    e=((p1+p2)+(p1-p2)+

       (p1+f)+(f+p1)+(f+g)+

       (p1-f)+(f-p1)+(f-g)+

       2.2*f+f*2.2+f/2.2+

       2*f+f*2+f/2+

       2.2*p1+p1*2.2+p1/2.2+

       2*p1+p1*2+p1/2

       );

  }

}

void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,

                   double exp_opt) {

  using std::string;

  lp.solve();

  std::ostringstream buf;

  buf << "PrimalType should be: " << int(stat) << int(lp.primalType());

  check(lp.primalType()==stat, buf.str());

  if (stat ==  LpSolver::OPTIMAL) {

    std::ostringstream sbuf;

    sbuf << "Wrong optimal value: the right optimum is " << exp_opt;

    check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());

  }

}

void aTest(LpSolver & lp)

{

  typedef LpSolver LP;

 //The following example is very simple

  typedef LpSolver::Row Row;

  typedef LpSolver::Col Col;

  Col x1 = lp.addCol();

  Col x2 = lp.addCol();

  //Constraints

  Row upright=lp.addRow(x1+2*x2 <=1);

  lp.addRow(x1+x2 >=-1);

  lp.addRow(x1-x2 <=1);

  lp.addRow(x1-x2 >=-1);

  //Nonnegativity of the variables

  lp.colLowerBound(x1, 0);

  lp.colLowerBound(x2, 0);

  //Objective function

  lp.obj(x1+x2);

  lp.sense(lp.MAX);

  //Testing the problem retrieving routines

  check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");

  check(lp.sense() == lp.MAX,"This is a maximization!");

  check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");

  check(lp.colLowerBound(x1)==0,

        "The lower bound for variable x1 should be 0.");

  check(lp.colUpperBound(x1)==LpSolver::INF,

        "The upper bound for variable x1 should be infty.");

  check(lp.rowLowerBound(upright) == -LpSolver::INF,

        "The lower bound for the first row should be -infty.");

  check(lp.rowUpperBound(upright)==1,

        "The upper bound for the first row should be 1.");

  LpSolver::Expr e = lp.row(upright);

  check(e[x1] == 1, "The first coefficient should 1.");

  check(e[x2] == 2, "The second coefficient should 1.");

  lp.row(upright, x1+x2 <=1);

  e = lp.row(upright);

  check(e[x1] == 1, "The first coefficient should 1.");

  check(e[x2] == 1, "The second coefficient should 1.");

  LpSolver::DualExpr de = lp.col(x1);

  check(  de[upright] == 1, "The first coefficient should 1.");

  LpSolver* clp = lp.cloneSolver();

  //Testing the problem retrieving routines

  check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");

  check(clp->sense() == clp->MAX,"This is a maximization!");

  check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");

  //  std::cout<<lp.colLowerBound(x1)<<std::endl;

  check(clp->colLowerBound(x1)==0,

        "The lower bound for variable x1 should be 0.");

  check(clp->colUpperBound(x1)==LpSolver::INF,

        "The upper bound for variable x1 should be infty.");

  check(lp.rowLowerBound(upright)==-LpSolver::INF,

        "The lower bound for the first row should be -infty.");

  check(lp.rowUpperBound(upright)==1,

        "The upper bound for the first row should be 1.");

  e = clp->row(upright);

  check(e[x1] == 1, "The first coefficient should 1.");

  check(e[x2] == 1, "The second coefficient should 1.");

  de = clp->col(x1);

  check(de[upright] == 1, "The first coefficient should 1.");

  delete clp;

  //Maximization of x1+x2

  //over the triangle with vertices (0,0) (0,1) (1,0)

  double expected_opt=1;

  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);

  //Minimization

  lp.sense(lp.MIN);

  expected_opt=0;

  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);

  //Vertex (-1,0) instead of (0,0)

  lp.colLowerBound(x1, -LpSolver::INF);

  expected_opt=-1;

  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);

  //Erase one constraint and return to maximization

  lp.erase(upright);

  lp.sense(lp.MAX);

  expected_opt=LpSolver::INF;

  solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);

  //Infeasibilty

  lp.addRow(x1+x2 <=-2);

  solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);

}

int main()

{

  LpSkeleton lp_skel;

  lpTest(lp_skel);

#ifdef HAVE_GLPK

  {

    LpGlpk lp_glpk1,lp_glpk2;

    lpTest(lp_glpk1);

    aTest(lp_glpk2);

  }

#endif

#ifdef HAVE_CPLEX

  try {

    LpCplex lp_cplex1,lp_cplex2;