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5
0
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/* -*- mode: C++; indent-tabs-mode: nil; -*- |
2 | 2 |
* |
3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
4 | 4 |
* |
5 |
* Copyright (C) 2003- |
|
5 |
* Copyright (C) 2003-2009 |
|
6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
8 | 8 |
* |
9 | 9 |
* Permission to use, modify and distribute this software is granted |
10 | 10 |
* provided that this copyright notice appears in all copies. For |
11 | 11 |
* precise terms see the accompanying LICENSE file. |
12 | 12 |
* |
13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
14 | 14 |
* express or implied, and with no claim as to its suitability for any |
15 | 15 |
* purpose. |
16 | 16 |
* |
17 | 17 |
*/ |
18 | 18 |
|
19 | 19 |
#include <iostream> |
20 | 20 |
#include <vector> |
21 | 21 |
#include <cstring> |
22 | 22 |
|
23 | 23 |
#include <lemon/cplex.h> |
24 | 24 |
|
25 | 25 |
extern "C" { |
26 | 26 |
#include <ilcplex/cplex.h> |
27 | 27 |
} |
28 | 28 |
|
29 | 29 |
|
30 | 30 |
///\file |
31 | 31 |
///\brief Implementation of the LEMON-CPLEX lp solver interface. |
32 | 32 |
namespace lemon { |
33 | 33 |
|
34 | 34 |
CplexEnv::LicenseError::LicenseError(int status) { |
35 | 35 |
if (!CPXgeterrorstring(0, status, _message)) { |
36 | 36 |
std::strcpy(_message, "Cplex unknown error"); |
37 | 37 |
} |
38 | 38 |
} |
39 | 39 |
|
40 | 40 |
CplexEnv::CplexEnv() { |
41 | 41 |
int status; |
42 | 42 |
_cnt = new int; |
43 | 43 |
_env = CPXopenCPLEX(&status); |
44 | 44 |
if (_env == 0) { |
45 | 45 |
delete _cnt; |
46 | 46 |
_cnt = 0; |
47 | 47 |
throw LicenseError(status); |
48 | 48 |
} |
49 | 49 |
} |
50 | 50 |
|
51 | 51 |
CplexEnv::CplexEnv(const CplexEnv& other) { |
52 | 52 |
_env = other._env; |
53 | 53 |
_cnt = other._cnt; |
54 | 54 |
++(*_cnt); |
55 | 55 |
} |
56 | 56 |
|
57 | 57 |
CplexEnv& CplexEnv::operator=(const CplexEnv& other) { |
58 | 58 |
_env = other._env; |
59 | 59 |
_cnt = other._cnt; |
60 | 60 |
++(*_cnt); |
61 | 61 |
return *this; |
62 | 62 |
} |
63 | 63 |
|
64 | 64 |
CplexEnv::~CplexEnv() { |
65 | 65 |
--(*_cnt); |
66 | 66 |
if (*_cnt == 0) { |
67 | 67 |
delete _cnt; |
68 | 68 |
CPXcloseCPLEX(&_env); |
69 | 69 |
} |
70 | 70 |
} |
71 | 71 |
|
72 | 72 |
CplexBase::CplexBase() : LpBase() { |
73 | 73 |
int status; |
74 | 74 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
75 | 75 |
} |
76 | 76 |
|
77 | 77 |
CplexBase::CplexBase(const CplexEnv& env) |
78 | 78 |
: LpBase(), _env(env) { |
79 | 79 |
int status; |
80 | 80 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
81 | 81 |
} |
82 | 82 |
|
83 | 83 |
CplexBase::CplexBase(const CplexBase& cplex) |
84 | 84 |
: LpBase() { |
85 | 85 |
int status; |
86 | 86 |
_prob = CPXcloneprob(cplexEnv(), cplex._prob, &status); |
87 | 87 |
rows = cplex.rows; |
88 | 88 |
cols = cplex.cols; |
89 | 89 |
} |
90 | 90 |
|
91 | 91 |
CplexBase::~CplexBase() { |
92 | 92 |
CPXfreeprob(cplexEnv(),&_prob); |
93 | 93 |
} |
94 | 94 |
|
95 | 95 |
int CplexBase::_addCol() { |
96 | 96 |
int i = CPXgetnumcols(cplexEnv(), _prob); |
97 | 97 |
double lb = -INF, ub = INF; |
98 | 98 |
CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0); |
99 | 99 |
return i; |
100 | 100 |
} |
101 | 101 |
|
102 | 102 |
|
103 | 103 |
int CplexBase::_addRow() { |
104 | 104 |
int i = CPXgetnumrows(cplexEnv(), _prob); |
105 | 105 |
const double ub = INF; |
106 | 106 |
const char s = 'L'; |
107 | 107 |
CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
108 | 108 |
return i; |
109 | 109 |
} |
110 | 110 |
|
111 | 111 |
|
112 | 112 |
void CplexBase::_eraseCol(int i) { |
113 | 113 |
CPXdelcols(cplexEnv(), _prob, i, i); |
114 | 114 |
} |
115 | 115 |
|
116 | 116 |
void CplexBase::_eraseRow(int i) { |
117 | 117 |
CPXdelrows(cplexEnv(), _prob, i, i); |
118 | 118 |
} |
119 | 119 |
|
120 | 120 |
void CplexBase::_eraseColId(int i) { |
121 | 121 |
cols.eraseIndex(i); |
122 | 122 |
cols.shiftIndices(i); |
123 | 123 |
} |
124 | 124 |
void CplexBase::_eraseRowId(int i) { |
125 | 125 |
rows.eraseIndex(i); |
126 | 126 |
rows.shiftIndices(i); |
127 | 127 |
} |
128 | 128 |
|
129 | 129 |
void CplexBase::_getColName(int col, std::string &name) const { |
130 | 130 |
int size; |
131 | 131 |
CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col); |
132 | 132 |
if (size == 0) { |
133 | 133 |
name.clear(); |
134 | 134 |
return; |
135 | 135 |
} |
136 | 136 |
|
137 | 137 |
size *= -1; |
138 | 138 |
std::vector<char> buf(size); |
139 | 139 |
char *cname; |
140 | 140 |
int tmp; |
141 | 141 |
CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size, |
142 | 142 |
&tmp, col, col); |
143 | 143 |
name = cname; |
144 | 144 |
} |
145 | 145 |
|
146 | 146 |
void CplexBase::_setColName(int col, const std::string &name) { |
147 | 147 |
char *cname; |
148 | 148 |
cname = const_cast<char*>(name.c_str()); |
149 | 149 |
CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname); |
150 | 150 |
} |
151 | 151 |
|
152 | 152 |
int CplexBase::_colByName(const std::string& name) const { |
153 | 153 |
int index; |
154 | 154 |
if (CPXgetcolindex(cplexEnv(), _prob, |
155 | 155 |
const_cast<char*>(name.c_str()), &index) == 0) { |
156 | 156 |
return index; |
157 | 157 |
} |
158 | 158 |
return -1; |
159 | 159 |
} |
160 | 160 |
|
161 | 161 |
void CplexBase::_getRowName(int row, std::string &name) const { |
162 | 162 |
int size; |
163 | 163 |
CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row); |
164 | 164 |
if (size == 0) { |
165 | 165 |
name.clear(); |
166 | 166 |
return; |
167 | 167 |
} |
168 | 168 |
|
169 | 169 |
size *= -1; |
170 | 170 |
std::vector<char> buf(size); |
171 | 171 |
char *cname; |
172 | 172 |
int tmp; |
173 | 173 |
CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size, |
174 | 174 |
&tmp, row, row); |
175 | 175 |
name = cname; |
176 | 176 |
} |
177 | 177 |
|
178 | 178 |
void CplexBase::_setRowName(int row, const std::string &name) { |
179 | 179 |
char *cname; |
180 | 180 |
cname = const_cast<char*>(name.c_str()); |
181 | 181 |
CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname); |
182 | 182 |
} |
183 | 183 |
|
184 | 184 |
int CplexBase::_rowByName(const std::string& name) const { |
185 | 185 |
int index; |
186 | 186 |
if (CPXgetrowindex(cplexEnv(), _prob, |
187 | 187 |
const_cast<char*>(name.c_str()), &index) == 0) { |
188 | 188 |
return index; |
189 | 189 |
} |
190 | 190 |
return -1; |
191 | 191 |
} |
192 | 192 |
|
193 | 193 |
void CplexBase::_setRowCoeffs(int i, ExprIterator b, |
194 | 194 |
ExprIterator e) |
195 | 195 |
{ |
196 | 196 |
std::vector<int> indices; |
197 | 197 |
std::vector<int> rowlist; |
... | ... |
@@ -252,674 +252,674 @@ |
252 | 252 |
CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, |
253 | 253 |
&indices.front(), &values.front(), |
254 | 254 |
length, &tmp3, i, i); |
255 | 255 |
|
256 | 256 |
for (int i = 0; i < length; ++i) { |
257 | 257 |
*b = std::make_pair(indices[i], values[i]); |
258 | 258 |
++b; |
259 | 259 |
} |
260 | 260 |
|
261 | 261 |
} |
262 | 262 |
|
263 | 263 |
void CplexBase::_setCoeff(int row, int col, Value value) { |
264 | 264 |
CPXchgcoef(cplexEnv(), _prob, row, col, value); |
265 | 265 |
} |
266 | 266 |
|
267 | 267 |
CplexBase::Value CplexBase::_getCoeff(int row, int col) const { |
268 | 268 |
CplexBase::Value value; |
269 | 269 |
CPXgetcoef(cplexEnv(), _prob, row, col, &value); |
270 | 270 |
return value; |
271 | 271 |
} |
272 | 272 |
|
273 | 273 |
void CplexBase::_setColLowerBound(int i, Value value) { |
274 | 274 |
const char s = 'L'; |
275 | 275 |
CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
276 | 276 |
} |
277 | 277 |
|
278 | 278 |
CplexBase::Value CplexBase::_getColLowerBound(int i) const { |
279 | 279 |
CplexBase::Value res; |
280 | 280 |
CPXgetlb(cplexEnv(), _prob, &res, i, i); |
281 | 281 |
return res <= -CPX_INFBOUND ? -INF : res; |
282 | 282 |
} |
283 | 283 |
|
284 | 284 |
void CplexBase::_setColUpperBound(int i, Value value) |
285 | 285 |
{ |
286 | 286 |
const char s = 'U'; |
287 | 287 |
CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
288 | 288 |
} |
289 | 289 |
|
290 | 290 |
CplexBase::Value CplexBase::_getColUpperBound(int i) const { |
291 | 291 |
CplexBase::Value res; |
292 | 292 |
CPXgetub(cplexEnv(), _prob, &res, i, i); |
293 | 293 |
return res >= CPX_INFBOUND ? INF : res; |
294 | 294 |
} |
295 | 295 |
|
296 | 296 |
CplexBase::Value CplexBase::_getRowLowerBound(int i) const { |
297 | 297 |
char s; |
298 | 298 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
299 | 299 |
CplexBase::Value res; |
300 | 300 |
|
301 | 301 |
switch (s) { |
302 | 302 |
case 'G': |
303 | 303 |
case 'R': |
304 | 304 |
case 'E': |
305 | 305 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
306 | 306 |
return res <= -CPX_INFBOUND ? -INF : res; |
307 | 307 |
default: |
308 | 308 |
return -INF; |
309 | 309 |
} |
310 | 310 |
} |
311 | 311 |
|
312 | 312 |
CplexBase::Value CplexBase::_getRowUpperBound(int i) const { |
313 | 313 |
char s; |
314 | 314 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
315 | 315 |
CplexBase::Value res; |
316 | 316 |
|
317 | 317 |
switch (s) { |
318 | 318 |
case 'L': |
319 | 319 |
case 'E': |
320 | 320 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
321 | 321 |
return res >= CPX_INFBOUND ? INF : res; |
322 | 322 |
case 'R': |
323 | 323 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
324 | 324 |
{ |
325 | 325 |
double rng; |
326 | 326 |
CPXgetrngval(cplexEnv(), _prob, &rng, i, i); |
327 | 327 |
res += rng; |
328 | 328 |
} |
329 | 329 |
return res >= CPX_INFBOUND ? INF : res; |
330 | 330 |
default: |
331 | 331 |
return INF; |
332 | 332 |
} |
333 | 333 |
} |
334 | 334 |
|
335 | 335 |
//This is easier to implement |
336 | 336 |
void CplexBase::_set_row_bounds(int i, Value lb, Value ub) { |
337 | 337 |
if (lb == -INF) { |
338 | 338 |
const char s = 'L'; |
339 | 339 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
340 | 340 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub); |
341 | 341 |
} else if (ub == INF) { |
342 | 342 |
const char s = 'G'; |
343 | 343 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
344 | 344 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
345 | 345 |
} else if (lb == ub){ |
346 | 346 |
const char s = 'E'; |
347 | 347 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
348 | 348 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
349 | 349 |
} else { |
350 | 350 |
const char s = 'R'; |
351 | 351 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
352 | 352 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
353 | 353 |
double len = ub - lb; |
354 | 354 |
CPXchgrngval(cplexEnv(), _prob, 1, &i, &len); |
355 | 355 |
} |
356 | 356 |
} |
357 | 357 |
|
358 | 358 |
void CplexBase::_setRowLowerBound(int i, Value lb) |
359 | 359 |
{ |
360 | 360 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
361 | 361 |
_set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i)); |
362 | 362 |
} |
363 | 363 |
|
364 | 364 |
void CplexBase::_setRowUpperBound(int i, Value ub) |
365 | 365 |
{ |
366 | 366 |
|
367 | 367 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
368 | 368 |
_set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub); |
369 | 369 |
} |
370 | 370 |
|
371 | 371 |
void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e) |
372 | 372 |
{ |
373 | 373 |
std::vector<int> indices; |
374 | 374 |
std::vector<Value> values; |
375 | 375 |
for(ExprIterator it=b; it!=e; ++it) { |
376 | 376 |
indices.push_back(it->first); |
377 | 377 |
values.push_back(it->second); |
378 | 378 |
} |
379 | 379 |
CPXchgobj(cplexEnv(), _prob, values.size(), |
380 | 380 |
&indices.front(), &values.front()); |
381 | 381 |
|
382 | 382 |
} |
383 | 383 |
|
384 | 384 |
void CplexBase::_getObjCoeffs(InsertIterator b) const |
385 | 385 |
{ |
386 | 386 |
int num = CPXgetnumcols(cplexEnv(), _prob); |
387 | 387 |
std::vector<Value> x(num); |
388 | 388 |
|
389 | 389 |
CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1); |
390 | 390 |
for (int i = 0; i < num; ++i) { |
391 | 391 |
if (x[i] != 0.0) { |
392 | 392 |
*b = std::make_pair(i, x[i]); |
393 | 393 |
++b; |
394 | 394 |
} |
395 | 395 |
} |
396 | 396 |
} |
397 | 397 |
|
398 | 398 |
void CplexBase::_setObjCoeff(int i, Value obj_coef) |
399 | 399 |
{ |
400 | 400 |
CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef); |
401 | 401 |
} |
402 | 402 |
|
403 | 403 |
CplexBase::Value CplexBase::_getObjCoeff(int i) const |
404 | 404 |
{ |
405 | 405 |
Value x; |
406 | 406 |
CPXgetobj(cplexEnv(), _prob, &x, i, i); |
407 | 407 |
return x; |
408 | 408 |
} |
409 | 409 |
|
410 | 410 |
void CplexBase::_setSense(CplexBase::Sense sense) { |
411 | 411 |
switch (sense) { |
412 | 412 |
case MIN: |
413 | 413 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MIN); |
414 | 414 |
break; |
415 | 415 |
case MAX: |
416 | 416 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MAX); |
417 | 417 |
break; |
418 | 418 |
} |
419 | 419 |
} |
420 | 420 |
|
421 | 421 |
CplexBase::Sense CplexBase::_getSense() const { |
422 | 422 |
switch (CPXgetobjsen(cplexEnv(), _prob)) { |
423 | 423 |
case CPX_MIN: |
424 | 424 |
return MIN; |
425 | 425 |
case CPX_MAX: |
426 | 426 |
return MAX; |
427 | 427 |
default: |
428 | 428 |
LEMON_ASSERT(false, "Invalid sense"); |
429 | 429 |
return CplexBase::Sense(); |
430 | 430 |
} |
431 | 431 |
} |
432 | 432 |
|
433 | 433 |
void CplexBase::_clear() { |
434 | 434 |
CPXfreeprob(cplexEnv(),&_prob); |
435 | 435 |
int status; |
436 | 436 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
437 | 437 |
rows.clear(); |
438 | 438 |
cols.clear(); |
439 | 439 |
} |
440 | 440 |
|
441 | 441 |
// CplexLp members |
442 | 442 |
|
443 | 443 |
CplexLp::CplexLp() |
444 |
: LpBase(), |
|
444 |
: LpBase(), LpSolver(), CplexBase() {} |
|
445 | 445 |
|
446 | 446 |
CplexLp::CplexLp(const CplexEnv& env) |
447 |
: LpBase(), |
|
447 |
: LpBase(), LpSolver(), CplexBase(env) {} |
|
448 | 448 |
|
449 | 449 |
CplexLp::CplexLp(const CplexLp& other) |
450 |
: LpBase(), |
|
450 |
: LpBase(), LpSolver(), CplexBase(other) {} |
|
451 | 451 |
|
452 | 452 |
CplexLp::~CplexLp() {} |
453 | 453 |
|
454 | 454 |
CplexLp* CplexLp::newSolver() const { return new CplexLp; } |
455 | 455 |
CplexLp* CplexLp::cloneSolver() const {return new CplexLp(*this); } |
456 | 456 |
|
457 | 457 |
const char* CplexLp::_solverName() const { return "CplexLp"; } |
458 | 458 |
|
459 | 459 |
void CplexLp::_clear_temporals() { |
460 | 460 |
_col_status.clear(); |
461 | 461 |
_row_status.clear(); |
462 | 462 |
_primal_ray.clear(); |
463 | 463 |
_dual_ray.clear(); |
464 | 464 |
} |
465 | 465 |
|
466 | 466 |
// The routine returns zero unless an error occurred during the |
467 | 467 |
// optimization. Examples of errors include exhausting available |
468 | 468 |
// memory (CPXERR_NO_MEMORY) or encountering invalid data in the |
469 | 469 |
// CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a |
470 | 470 |
// user-specified CPLEX limit, or proving the model infeasible or |
471 | 471 |
// unbounded, are not considered errors. Note that a zero return |
472 | 472 |
// value does not necessarily mean that a solution exists. Use query |
473 | 473 |
// routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain |
474 | 474 |
// further information about the status of the optimization. |
475 | 475 |
CplexLp::SolveExitStatus CplexLp::convertStatus(int status) { |
476 | 476 |
#if CPX_VERSION >= 800 |
477 | 477 |
if (status == 0) { |
478 | 478 |
switch (CPXgetstat(cplexEnv(), _prob)) { |
479 | 479 |
case CPX_STAT_OPTIMAL: |
480 | 480 |
case CPX_STAT_INFEASIBLE: |
481 | 481 |
case CPX_STAT_UNBOUNDED: |
482 | 482 |
return SOLVED; |
483 | 483 |
default: |
484 | 484 |
return UNSOLVED; |
485 | 485 |
} |
486 | 486 |
} else { |
487 | 487 |
return UNSOLVED; |
488 | 488 |
} |
489 | 489 |
#else |
490 | 490 |
if (status == 0) { |
491 | 491 |
//We want to exclude some cases |
492 | 492 |
switch (CPXgetstat(cplexEnv(), _prob)) { |
493 | 493 |
case CPX_OBJ_LIM: |
494 | 494 |
case CPX_IT_LIM_FEAS: |
495 | 495 |
case CPX_IT_LIM_INFEAS: |
496 | 496 |
case CPX_TIME_LIM_FEAS: |
497 | 497 |
case CPX_TIME_LIM_INFEAS: |
498 | 498 |
return UNSOLVED; |
499 | 499 |
default: |
500 | 500 |
return SOLVED; |
501 | 501 |
} |
502 | 502 |
} else { |
503 | 503 |
return UNSOLVED; |
504 | 504 |
} |
505 | 505 |
#endif |
506 | 506 |
} |
507 | 507 |
|
508 | 508 |
CplexLp::SolveExitStatus CplexLp::_solve() { |
509 | 509 |
_clear_temporals(); |
510 | 510 |
return convertStatus(CPXlpopt(cplexEnv(), _prob)); |
511 | 511 |
} |
512 | 512 |
|
513 | 513 |
CplexLp::SolveExitStatus CplexLp::solvePrimal() { |
514 | 514 |
_clear_temporals(); |
515 | 515 |
return convertStatus(CPXprimopt(cplexEnv(), _prob)); |
516 | 516 |
} |
517 | 517 |
|
518 | 518 |
CplexLp::SolveExitStatus CplexLp::solveDual() { |
519 | 519 |
_clear_temporals(); |
520 | 520 |
return convertStatus(CPXdualopt(cplexEnv(), _prob)); |
521 | 521 |
} |
522 | 522 |
|
523 | 523 |
CplexLp::SolveExitStatus CplexLp::solveBarrier() { |
524 | 524 |
_clear_temporals(); |
525 | 525 |
return convertStatus(CPXbaropt(cplexEnv(), _prob)); |
526 | 526 |
} |
527 | 527 |
|
528 | 528 |
CplexLp::Value CplexLp::_getPrimal(int i) const { |
529 | 529 |
Value x; |
530 | 530 |
CPXgetx(cplexEnv(), _prob, &x, i, i); |
531 | 531 |
return x; |
532 | 532 |
} |
533 | 533 |
|
534 | 534 |
CplexLp::Value CplexLp::_getDual(int i) const { |
535 | 535 |
Value y; |
536 | 536 |
CPXgetpi(cplexEnv(), _prob, &y, i, i); |
537 | 537 |
return y; |
538 | 538 |
} |
539 | 539 |
|
540 | 540 |
CplexLp::Value CplexLp::_getPrimalValue() const { |
541 | 541 |
Value objval; |
542 | 542 |
CPXgetobjval(cplexEnv(), _prob, &objval); |
543 | 543 |
return objval; |
544 | 544 |
} |
545 | 545 |
|
546 | 546 |
CplexLp::VarStatus CplexLp::_getColStatus(int i) const { |
547 | 547 |
if (_col_status.empty()) { |
548 | 548 |
_col_status.resize(CPXgetnumcols(cplexEnv(), _prob)); |
549 | 549 |
CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0); |
550 | 550 |
} |
551 | 551 |
switch (_col_status[i]) { |
552 | 552 |
case CPX_BASIC: |
553 | 553 |
return BASIC; |
554 | 554 |
case CPX_FREE_SUPER: |
555 | 555 |
return FREE; |
556 | 556 |
case CPX_AT_LOWER: |
557 | 557 |
return LOWER; |
558 | 558 |
case CPX_AT_UPPER: |
559 | 559 |
return UPPER; |
560 | 560 |
default: |
561 | 561 |
LEMON_ASSERT(false, "Wrong column status"); |
562 | 562 |
return CplexLp::VarStatus(); |
563 | 563 |
} |
564 | 564 |
} |
565 | 565 |
|
566 | 566 |
CplexLp::VarStatus CplexLp::_getRowStatus(int i) const { |
567 | 567 |
if (_row_status.empty()) { |
568 | 568 |
_row_status.resize(CPXgetnumrows(cplexEnv(), _prob)); |
569 | 569 |
CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front()); |
570 | 570 |
} |
571 | 571 |
switch (_row_status[i]) { |
572 | 572 |
case CPX_BASIC: |
573 | 573 |
return BASIC; |
574 | 574 |
case CPX_AT_LOWER: |
575 | 575 |
{ |
576 | 576 |
char s; |
577 | 577 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
578 | 578 |
return s != 'L' ? LOWER : UPPER; |
579 | 579 |
} |
580 | 580 |
case CPX_AT_UPPER: |
581 | 581 |
return UPPER; |
582 | 582 |
default: |
583 | 583 |
LEMON_ASSERT(false, "Wrong row status"); |
584 | 584 |
return CplexLp::VarStatus(); |
585 | 585 |
} |
586 | 586 |
} |
587 | 587 |
|
588 | 588 |
CplexLp::Value CplexLp::_getPrimalRay(int i) const { |
589 | 589 |
if (_primal_ray.empty()) { |
590 | 590 |
_primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob)); |
591 | 591 |
CPXgetray(cplexEnv(), _prob, &_primal_ray.front()); |
592 | 592 |
} |
593 | 593 |
return _primal_ray[i]; |
594 | 594 |
} |
595 | 595 |
|
596 | 596 |
CplexLp::Value CplexLp::_getDualRay(int i) const { |
597 | 597 |
if (_dual_ray.empty()) { |
598 | 598 |
|
599 | 599 |
} |
600 | 600 |
return _dual_ray[i]; |
601 | 601 |
} |
602 | 602 |
|
603 | 603 |
//7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!) |
604 | 604 |
// This table lists the statuses, returned by the CPXgetstat() |
605 | 605 |
// routine, for solutions to LP problems or mixed integer problems. If |
606 | 606 |
// no solution exists, the return value is zero. |
607 | 607 |
|
608 | 608 |
// For Simplex, Barrier |
609 | 609 |
// 1 CPX_OPTIMAL |
610 | 610 |
// Optimal solution found |
611 | 611 |
// 2 CPX_INFEASIBLE |
612 | 612 |
// Problem infeasible |
613 | 613 |
// 3 CPX_UNBOUNDED |
614 | 614 |
// Problem unbounded |
615 | 615 |
// 4 CPX_OBJ_LIM |
616 | 616 |
// Objective limit exceeded in Phase II |
617 | 617 |
// 5 CPX_IT_LIM_FEAS |
618 | 618 |
// Iteration limit exceeded in Phase II |
619 | 619 |
// 6 CPX_IT_LIM_INFEAS |
620 | 620 |
// Iteration limit exceeded in Phase I |
621 | 621 |
// 7 CPX_TIME_LIM_FEAS |
622 | 622 |
// Time limit exceeded in Phase II |
623 | 623 |
// 8 CPX_TIME_LIM_INFEAS |
624 | 624 |
// Time limit exceeded in Phase I |
625 | 625 |
// 9 CPX_NUM_BEST_FEAS |
626 | 626 |
// Problem non-optimal, singularities in Phase II |
627 | 627 |
// 10 CPX_NUM_BEST_INFEAS |
628 | 628 |
// Problem non-optimal, singularities in Phase I |
629 | 629 |
// 11 CPX_OPTIMAL_INFEAS |
630 | 630 |
// Optimal solution found, unscaled infeasibilities |
631 | 631 |
// 12 CPX_ABORT_FEAS |
632 | 632 |
// Aborted in Phase II |
633 | 633 |
// 13 CPX_ABORT_INFEAS |
634 | 634 |
// Aborted in Phase I |
635 | 635 |
// 14 CPX_ABORT_DUAL_INFEAS |
636 | 636 |
// Aborted in barrier, dual infeasible |
637 | 637 |
// 15 CPX_ABORT_PRIM_INFEAS |
638 | 638 |
// Aborted in barrier, primal infeasible |
639 | 639 |
// 16 CPX_ABORT_PRIM_DUAL_INFEAS |
640 | 640 |
// Aborted in barrier, primal and dual infeasible |
641 | 641 |
// 17 CPX_ABORT_PRIM_DUAL_FEAS |
642 | 642 |
// Aborted in barrier, primal and dual feasible |
643 | 643 |
// 18 CPX_ABORT_CROSSOVER |
644 | 644 |
// Aborted in crossover |
645 | 645 |
// 19 CPX_INForUNBD |
646 | 646 |
// Infeasible or unbounded |
647 | 647 |
// 20 CPX_PIVOT |
648 | 648 |
// User pivot used |
649 | 649 |
// |
650 | 650 |
// Ezeket hova tegyem: |
651 | 651 |
// ??case CPX_ABORT_DUAL_INFEAS |
652 | 652 |
// ??case CPX_ABORT_CROSSOVER |
653 | 653 |
// ??case CPX_INForUNBD |
654 | 654 |
// ??case CPX_PIVOT |
655 | 655 |
|
656 | 656 |
//Some more interesting stuff: |
657 | 657 |
|
658 | 658 |
// CPX_PARAM_PROBMETHOD 1062 int LPMETHOD |
659 | 659 |
// 0 Automatic |
660 | 660 |
// 1 Primal Simplex |
661 | 661 |
// 2 Dual Simplex |
662 | 662 |
// 3 Network Simplex |
663 | 663 |
// 4 Standard Barrier |
664 | 664 |
// Default: 0 |
665 | 665 |
// Description: Method for linear optimization. |
666 | 666 |
// Determines which algorithm is used when CPXlpopt() (or "optimize" |
667 | 667 |
// in the Interactive Optimizer) is called. Currently the behavior of |
668 | 668 |
// the "Automatic" setting is that CPLEX simply invokes the dual |
669 | 669 |
// simplex method, but this capability may be expanded in the future |
670 | 670 |
// so that CPLEX chooses the method based on problem characteristics |
671 | 671 |
#if CPX_VERSION < 900 |
672 | 672 |
void statusSwitch(CPXENVptr cplexEnv(),int& stat){ |
673 | 673 |
int lpmethod; |
674 | 674 |
CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod); |
675 | 675 |
if (lpmethod==2){ |
676 | 676 |
if (stat==CPX_UNBOUNDED){ |
677 | 677 |
stat=CPX_INFEASIBLE; |
678 | 678 |
} |
679 | 679 |
else{ |
680 | 680 |
if (stat==CPX_INFEASIBLE) |
681 | 681 |
stat=CPX_UNBOUNDED; |
682 | 682 |
} |
683 | 683 |
} |
684 | 684 |
} |
685 | 685 |
#else |
686 | 686 |
void statusSwitch(CPXENVptr,int&){} |
687 | 687 |
#endif |
688 | 688 |
|
689 | 689 |
CplexLp::ProblemType CplexLp::_getPrimalType() const { |
690 | 690 |
// Unboundedness not treated well: the following is from cplex 9.0 doc |
691 | 691 |
// About Unboundedness |
692 | 692 |
|
693 | 693 |
// The treatment of models that are unbounded involves a few |
694 | 694 |
// subtleties. Specifically, a declaration of unboundedness means that |
695 | 695 |
// ILOG CPLEX has determined that the model has an unbounded |
696 | 696 |
// ray. Given any feasible solution x with objective z, a multiple of |
697 | 697 |
// the unbounded ray can be added to x to give a feasible solution |
698 | 698 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
699 | 699 |
// feasible solution exists, then the optimal objective is |
700 | 700 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
701 | 701 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
702 | 702 |
// to determine whether ILOG CPLEX has also concluded that the model |
703 | 703 |
// has a feasible solution. |
704 | 704 |
|
705 | 705 |
int stat = CPXgetstat(cplexEnv(), _prob); |
706 | 706 |
#if CPX_VERSION >= 800 |
707 | 707 |
switch (stat) |
708 | 708 |
{ |
709 | 709 |
case CPX_STAT_OPTIMAL: |
710 | 710 |
return OPTIMAL; |
711 | 711 |
case CPX_STAT_UNBOUNDED: |
712 | 712 |
return UNBOUNDED; |
713 | 713 |
case CPX_STAT_INFEASIBLE: |
714 | 714 |
return INFEASIBLE; |
715 | 715 |
default: |
716 | 716 |
return UNDEFINED; |
717 | 717 |
} |
718 | 718 |
#else |
719 | 719 |
statusSwitch(cplexEnv(),stat); |
720 | 720 |
//CPXgetstat(cplexEnv(), _prob); |
721 | 721 |
//printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL); |
722 | 722 |
switch (stat) { |
723 | 723 |
case 0: |
724 | 724 |
return UNDEFINED; //Undefined |
725 | 725 |
case CPX_OPTIMAL://Optimal |
726 | 726 |
return OPTIMAL; |
727 | 727 |
case CPX_UNBOUNDED://Unbounded |
728 | 728 |
return INFEASIBLE;//In case of dual simplex |
729 | 729 |
//return UNBOUNDED; |
730 | 730 |
case CPX_INFEASIBLE://Infeasible |
731 | 731 |
// case CPX_IT_LIM_INFEAS: |
732 | 732 |
// case CPX_TIME_LIM_INFEAS: |
733 | 733 |
// case CPX_NUM_BEST_INFEAS: |
734 | 734 |
// case CPX_OPTIMAL_INFEAS: |
735 | 735 |
// case CPX_ABORT_INFEAS: |
736 | 736 |
// case CPX_ABORT_PRIM_INFEAS: |
737 | 737 |
// case CPX_ABORT_PRIM_DUAL_INFEAS: |
738 | 738 |
return UNBOUNDED;//In case of dual simplex |
739 | 739 |
//return INFEASIBLE; |
740 | 740 |
// case CPX_OBJ_LIM: |
741 | 741 |
// case CPX_IT_LIM_FEAS: |
742 | 742 |
// case CPX_TIME_LIM_FEAS: |
743 | 743 |
// case CPX_NUM_BEST_FEAS: |
744 | 744 |
// case CPX_ABORT_FEAS: |
745 | 745 |
// case CPX_ABORT_PRIM_DUAL_FEAS: |
746 | 746 |
// return FEASIBLE; |
747 | 747 |
default: |
748 | 748 |
return UNDEFINED; //Everything else comes here |
749 | 749 |
//FIXME error |
750 | 750 |
} |
751 | 751 |
#endif |
752 | 752 |
} |
753 | 753 |
|
754 | 754 |
//9.0-as cplex verzio statusai |
755 | 755 |
// CPX_STAT_ABORT_DUAL_OBJ_LIM |
756 | 756 |
// CPX_STAT_ABORT_IT_LIM |
757 | 757 |
// CPX_STAT_ABORT_OBJ_LIM |
758 | 758 |
// CPX_STAT_ABORT_PRIM_OBJ_LIM |
759 | 759 |
// CPX_STAT_ABORT_TIME_LIM |
760 | 760 |
// CPX_STAT_ABORT_USER |
761 | 761 |
// CPX_STAT_FEASIBLE_RELAXED |
762 | 762 |
// CPX_STAT_INFEASIBLE |
763 | 763 |
// CPX_STAT_INForUNBD |
764 | 764 |
// CPX_STAT_NUM_BEST |
765 | 765 |
// CPX_STAT_OPTIMAL |
766 | 766 |
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
767 | 767 |
// CPX_STAT_OPTIMAL_INFEAS |
768 | 768 |
// CPX_STAT_OPTIMAL_RELAXED |
769 | 769 |
// CPX_STAT_UNBOUNDED |
770 | 770 |
|
771 | 771 |
CplexLp::ProblemType CplexLp::_getDualType() const { |
772 | 772 |
int stat = CPXgetstat(cplexEnv(), _prob); |
773 | 773 |
#if CPX_VERSION >= 800 |
774 | 774 |
switch (stat) { |
775 | 775 |
case CPX_STAT_OPTIMAL: |
776 | 776 |
return OPTIMAL; |
777 | 777 |
case CPX_STAT_UNBOUNDED: |
778 | 778 |
return INFEASIBLE; |
779 | 779 |
default: |
780 | 780 |
return UNDEFINED; |
781 | 781 |
} |
782 | 782 |
#else |
783 | 783 |
statusSwitch(cplexEnv(),stat); |
784 | 784 |
switch (stat) { |
785 | 785 |
case 0: |
786 | 786 |
return UNDEFINED; //Undefined |
787 | 787 |
case CPX_OPTIMAL://Optimal |
788 | 788 |
return OPTIMAL; |
789 | 789 |
case CPX_UNBOUNDED: |
790 | 790 |
return INFEASIBLE; |
791 | 791 |
default: |
792 | 792 |
return UNDEFINED; //Everything else comes here |
793 | 793 |
//FIXME error |
794 | 794 |
} |
795 | 795 |
#endif |
796 | 796 |
} |
797 | 797 |
|
798 | 798 |
// CplexMip members |
799 | 799 |
|
800 | 800 |
CplexMip::CplexMip() |
801 |
: LpBase(), |
|
801 |
: LpBase(), MipSolver(), CplexBase() { |
|
802 | 802 |
|
803 | 803 |
#if CPX_VERSION < 800 |
804 | 804 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
805 | 805 |
#else |
806 | 806 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
807 | 807 |
#endif |
808 | 808 |
} |
809 | 809 |
|
810 | 810 |
CplexMip::CplexMip(const CplexEnv& env) |
811 |
: LpBase(), |
|
811 |
: LpBase(), MipSolver(), CplexBase(env) { |
|
812 | 812 |
|
813 | 813 |
#if CPX_VERSION < 800 |
814 | 814 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
815 | 815 |
#else |
816 | 816 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
817 | 817 |
#endif |
818 | 818 |
|
819 | 819 |
} |
820 | 820 |
|
821 | 821 |
CplexMip::CplexMip(const CplexMip& other) |
822 |
: LpBase(), |
|
822 |
: LpBase(), MipSolver(), CplexBase(other) {} |
|
823 | 823 |
|
824 | 824 |
CplexMip::~CplexMip() {} |
825 | 825 |
|
826 | 826 |
CplexMip* CplexMip::newSolver() const { return new CplexMip; } |
827 | 827 |
CplexMip* CplexMip::cloneSolver() const {return new CplexMip(*this); } |
828 | 828 |
|
829 | 829 |
const char* CplexMip::_solverName() const { return "CplexMip"; } |
830 | 830 |
|
831 | 831 |
void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) { |
832 | 832 |
|
833 | 833 |
// Note If a variable is to be changed to binary, a call to CPXchgbds |
834 | 834 |
// should also be made to change the bounds to 0 and 1. |
835 | 835 |
|
836 | 836 |
switch (col_type){ |
837 | 837 |
case INTEGER: { |
838 | 838 |
const char t = 'I'; |
839 | 839 |
CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
840 | 840 |
} break; |
841 | 841 |
case REAL: { |
842 | 842 |
const char t = 'C'; |
843 | 843 |
CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
844 | 844 |
} break; |
845 | 845 |
default: |
846 | 846 |
break; |
847 | 847 |
} |
848 | 848 |
} |
849 | 849 |
|
850 | 850 |
CplexMip::ColTypes CplexMip::_getColType(int i) const { |
851 | 851 |
char t; |
852 | 852 |
CPXgetctype (cplexEnv(), _prob, &t, i, i); |
853 | 853 |
switch (t) { |
854 | 854 |
case 'I': |
855 | 855 |
return INTEGER; |
856 | 856 |
case 'C': |
857 | 857 |
return REAL; |
858 | 858 |
default: |
859 | 859 |
LEMON_ASSERT(false, "Invalid column type"); |
860 | 860 |
return ColTypes(); |
861 | 861 |
} |
862 | 862 |
|
863 | 863 |
} |
864 | 864 |
|
865 | 865 |
CplexMip::SolveExitStatus CplexMip::_solve() { |
866 | 866 |
int status; |
867 | 867 |
status = CPXmipopt (cplexEnv(), _prob); |
868 | 868 |
if (status==0) |
869 | 869 |
return SOLVED; |
870 | 870 |
else |
871 | 871 |
return UNSOLVED; |
872 | 872 |
|
873 | 873 |
} |
874 | 874 |
|
875 | 875 |
|
876 | 876 |
CplexMip::ProblemType CplexMip::_getType() const { |
877 | 877 |
|
878 | 878 |
int stat = CPXgetstat(cplexEnv(), _prob); |
879 | 879 |
|
880 | 880 |
//Fortunately, MIP statuses did not change for cplex 8.0 |
881 | 881 |
switch (stat) { |
882 | 882 |
case CPXMIP_OPTIMAL: |
883 | 883 |
// Optimal integer solution has been found. |
884 | 884 |
case CPXMIP_OPTIMAL_TOL: |
885 | 885 |
// Optimal soluton with the tolerance defined by epgap or epagap has |
886 | 886 |
// been found. |
887 | 887 |
return OPTIMAL; |
888 | 888 |
//This also exists in later issues |
889 | 889 |
// case CPXMIP_UNBOUNDED: |
890 | 890 |
//return UNBOUNDED; |
891 | 891 |
case CPXMIP_INFEASIBLE: |
892 | 892 |
return INFEASIBLE; |
893 | 893 |
default: |
894 | 894 |
return UNDEFINED; |
895 | 895 |
} |
896 | 896 |
//Unboundedness not treated well: the following is from cplex 9.0 doc |
897 | 897 |
// About Unboundedness |
898 | 898 |
|
899 | 899 |
// The treatment of models that are unbounded involves a few |
900 | 900 |
// subtleties. Specifically, a declaration of unboundedness means that |
901 | 901 |
// ILOG CPLEX has determined that the model has an unbounded |
902 | 902 |
// ray. Given any feasible solution x with objective z, a multiple of |
903 | 903 |
// the unbounded ray can be added to x to give a feasible solution |
904 | 904 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
905 | 905 |
// feasible solution exists, then the optimal objective is |
906 | 906 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
907 | 907 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
908 | 908 |
// to determine whether ILOG CPLEX has also concluded that the model |
909 | 909 |
// has a feasible solution. |
910 | 910 |
} |
911 | 911 |
|
912 | 912 |
CplexMip::Value CplexMip::_getSol(int i) const { |
913 | 913 |
Value x; |
914 | 914 |
CPXgetmipx(cplexEnv(), _prob, &x, i, i); |
915 | 915 |
return x; |
916 | 916 |
} |
917 | 917 |
|
918 | 918 |
CplexMip::Value CplexMip::_getSolValue() const { |
919 | 919 |
Value objval; |
920 | 920 |
CPXgetmipobjval(cplexEnv(), _prob, &objval); |
921 | 921 |
return objval; |
922 | 922 |
} |
923 | 923 |
|
924 | 924 |
} //namespace lemon |
925 | 925 |
1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
2 | 2 |
* |
3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
4 | 4 |
* |
5 |
* Copyright (C) 2003- |
|
5 |
* Copyright (C) 2003-2009 |
|
6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
8 | 8 |
* |
9 | 9 |
* Permission to use, modify and distribute this software is granted |
10 | 10 |
* provided that this copyright notice appears in all copies. For |
11 | 11 |
* precise terms see the accompanying LICENSE file. |
12 | 12 |
* |
13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
14 | 14 |
* express or implied, and with no claim as to its suitability for any |
15 | 15 |
* purpose. |
16 | 16 |
* |
17 | 17 |
*/ |
18 | 18 |
|
19 | 19 |
#ifndef LEMON_CPLEX_H |
20 | 20 |
#define LEMON_CPLEX_H |
21 | 21 |
|
22 | 22 |
///\file |
23 | 23 |
///\brief Header of the LEMON-CPLEX lp solver interface. |
24 | 24 |
|
25 | 25 |
#include <lemon/lp_base.h> |
26 | 26 |
|
27 | 27 |
struct cpxenv; |
28 | 28 |
struct cpxlp; |
29 | 29 |
|
30 | 30 |
namespace lemon { |
31 | 31 |
|
32 | 32 |
/// \brief Reference counted wrapper around cpxenv pointer |
33 | 33 |
/// |
34 | 34 |
/// The cplex uses environment object which is responsible for |
35 | 35 |
/// checking the proper license usage. This class provides a simple |
36 | 36 |
/// interface for share the environment object between different |
37 | 37 |
/// problems. |
38 | 38 |
class CplexEnv { |
39 | 39 |
friend class CplexBase; |
40 | 40 |
private: |
41 | 41 |
cpxenv* _env; |
42 | 42 |
mutable int* _cnt; |
43 | 43 |
|
44 | 44 |
public: |
45 | 45 |
|
46 | 46 |
/// \brief This exception is thrown when the license check is not |
47 | 47 |
/// sufficient |
48 | 48 |
class LicenseError : public Exception { |
49 | 49 |
friend class CplexEnv; |
50 | 50 |
private: |
51 | 51 |
|
52 | 52 |
LicenseError(int status); |
53 | 53 |
char _message[510]; |
54 | 54 |
|
55 | 55 |
public: |
56 | 56 |
|
57 | 57 |
/// The short error message |
58 | 58 |
virtual const char* what() const throw() { |
59 | 59 |
return _message; |
60 | 60 |
} |
61 | 61 |
}; |
62 | 62 |
|
63 | 63 |
/// Constructor |
64 | 64 |
CplexEnv(); |
65 | 65 |
/// Shallow copy constructor |
66 | 66 |
CplexEnv(const CplexEnv&); |
67 | 67 |
/// Shallow assignement |
68 | 68 |
CplexEnv& operator=(const CplexEnv&); |
69 | 69 |
/// Destructor |
70 | 70 |
virtual ~CplexEnv(); |
71 | 71 |
|
72 | 72 |
protected: |
73 | 73 |
|
74 | 74 |
cpxenv* cplexEnv() { return _env; } |
75 | 75 |
const cpxenv* cplexEnv() const { return _env; } |
76 | 76 |
}; |
77 | 77 |
|
78 | 78 |
/// \brief Base interface for the CPLEX LP and MIP solver |
79 | 79 |
/// |
80 | 80 |
/// This class implements the common interface of the CPLEX LP and |
81 |
/// MIP solvers. |
|
81 |
/// MIP solvers. |
|
82 | 82 |
/// \ingroup lp_group |
83 | 83 |
class CplexBase : virtual public LpBase { |
84 | 84 |
protected: |
85 | 85 |
|
86 | 86 |
CplexEnv _env; |
87 | 87 |
cpxlp* _prob; |
88 | 88 |
|
89 | 89 |
CplexBase(); |
90 | 90 |
CplexBase(const CplexEnv&); |
91 | 91 |
CplexBase(const CplexBase &); |
92 | 92 |
virtual ~CplexBase(); |
93 | 93 |
|
94 | 94 |
virtual int _addCol(); |
95 | 95 |
virtual int _addRow(); |
96 | 96 |
|
97 | 97 |
virtual void _eraseCol(int i); |
98 | 98 |
virtual void _eraseRow(int i); |
99 | 99 |
|
100 | 100 |
virtual void _eraseColId(int i); |
101 | 101 |
virtual void _eraseRowId(int i); |
102 | 102 |
|
103 | 103 |
virtual void _getColName(int col, std::string& name) const; |
104 | 104 |
virtual void _setColName(int col, const std::string& name); |
105 | 105 |
virtual int _colByName(const std::string& name) const; |
106 | 106 |
|
107 | 107 |
virtual void _getRowName(int row, std::string& name) const; |
108 | 108 |
virtual void _setRowName(int row, const std::string& name); |
109 | 109 |
virtual int _rowByName(const std::string& name) const; |
110 | 110 |
|
111 | 111 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
112 | 112 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
113 | 113 |
|
114 | 114 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
115 | 115 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
116 | 116 |
|
117 | 117 |
virtual void _setCoeff(int row, int col, Value value); |
118 | 118 |
virtual Value _getCoeff(int row, int col) const; |
119 | 119 |
|
120 | 120 |
virtual void _setColLowerBound(int i, Value value); |
121 | 121 |
virtual Value _getColLowerBound(int i) const; |
122 | 122 |
|
123 | 123 |
virtual void _setColUpperBound(int i, Value value); |
124 | 124 |
virtual Value _getColUpperBound(int i) const; |
125 | 125 |
|
126 | 126 |
private: |
127 | 127 |
void _set_row_bounds(int i, Value lb, Value ub); |
128 | 128 |
protected: |
129 | 129 |
|
130 | 130 |
virtual void _setRowLowerBound(int i, Value value); |
131 | 131 |
virtual Value _getRowLowerBound(int i) const; |
132 | 132 |
|
133 | 133 |
virtual void _setRowUpperBound(int i, Value value); |
134 | 134 |
virtual Value _getRowUpperBound(int i) const; |
135 | 135 |
|
136 | 136 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
137 | 137 |
virtual void _getObjCoeffs(InsertIterator b) const; |
138 | 138 |
|
139 | 139 |
virtual void _setObjCoeff(int i, Value obj_coef); |
140 | 140 |
virtual Value _getObjCoeff(int i) const; |
141 | 141 |
|
142 | 142 |
virtual void _setSense(Sense sense); |
143 | 143 |
virtual Sense _getSense() const; |
144 | 144 |
|
145 | 145 |
virtual void _clear(); |
146 | 146 |
|
147 | 147 |
public: |
148 | 148 |
|
149 | 149 |
/// Returns the used \c CplexEnv instance |
150 | 150 |
const CplexEnv& env() const { return _env; } |
151 | 151 |
/// |
152 | 152 |
const cpxenv* cplexEnv() const { return _env.cplexEnv(); } |
153 | 153 |
|
154 | 154 |
cpxlp* cplexLp() { return _prob; } |
155 | 155 |
const cpxlp* cplexLp() const { return _prob; } |
156 | 156 |
|
157 | 157 |
}; |
158 | 158 |
|
159 | 159 |
/// \brief Interface for the CPLEX LP solver |
160 | 160 |
/// |
161 | 161 |
/// This class implements an interface for the CPLEX LP solver. |
162 | 162 |
///\ingroup lp_group |
163 | 163 |
class CplexLp : public LpSolver, public CplexBase { |
164 | 164 |
public: |
165 | 165 |
/// \e |
166 | 166 |
CplexLp(); |
167 | 167 |
/// \e |
168 | 168 |
CplexLp(const CplexEnv&); |
169 | 169 |
/// \e |
170 | 170 |
CplexLp(const CplexLp&); |
171 | 171 |
/// \e |
172 | 172 |
virtual ~CplexLp(); |
173 | 173 |
|
174 | 174 |
/// \e |
175 | 175 |
virtual CplexLp* cloneSolver() const; |
176 | 176 |
/// \e |
177 | 177 |
virtual CplexLp* newSolver() const; |
178 | 178 |
|
179 | 179 |
private: |
180 | 180 |
|
181 | 181 |
// these values cannot retrieved element by element |
182 | 182 |
mutable std::vector<int> _col_status; |
183 | 183 |
mutable std::vector<int> _row_status; |
184 | 184 |
|
185 | 185 |
mutable std::vector<Value> _primal_ray; |
186 | 186 |
mutable std::vector<Value> _dual_ray; |
187 | 187 |
|
188 | 188 |
void _clear_temporals(); |
189 | 189 |
|
190 | 190 |
SolveExitStatus convertStatus(int status); |
191 | 191 |
|
192 | 192 |
protected: |
193 | 193 |
|
194 | 194 |
virtual const char* _solverName() const; |
195 | 195 |
|
196 | 196 |
virtual SolveExitStatus _solve(); |
197 | 197 |
virtual Value _getPrimal(int i) const; |
198 | 198 |
virtual Value _getDual(int i) const; |
199 | 199 |
virtual Value _getPrimalValue() const; |
200 | 200 |
|
201 | 201 |
virtual VarStatus _getColStatus(int i) const; |
202 | 202 |
virtual VarStatus _getRowStatus(int i) const; |
203 | 203 |
|
204 | 204 |
virtual Value _getPrimalRay(int i) const; |
205 | 205 |
virtual Value _getDualRay(int i) const; |
206 | 206 |
|
207 | 207 |
virtual ProblemType _getPrimalType() const; |
208 | 208 |
virtual ProblemType _getDualType() const; |
209 | 209 |
|
210 | 210 |
public: |
211 | 211 |
|
212 | 212 |
/// Solve with primal simplex method |
213 | 213 |
SolveExitStatus solvePrimal(); |
214 | 214 |
|
215 | 215 |
/// Solve with dual simplex method |
216 | 216 |
SolveExitStatus solveDual(); |
217 | 217 |
|
218 | 218 |
/// Solve with barrier method |
219 | 219 |
SolveExitStatus solveBarrier(); |
220 | 220 |
|
221 | 221 |
}; |
222 | 222 |
|
223 | 223 |
/// \brief Interface for the CPLEX MIP solver |
224 | 224 |
/// |
225 | 225 |
/// This class implements an interface for the CPLEX MIP solver. |
226 | 226 |
///\ingroup lp_group |
227 | 227 |
class CplexMip : public MipSolver, public CplexBase { |
228 | 228 |
public: |
229 | 229 |
/// \e |
230 | 230 |
CplexMip(); |
231 | 231 |
/// \e |
232 | 232 |
CplexMip(const CplexEnv&); |
233 | 233 |
/// \e |
234 | 234 |
CplexMip(const CplexMip&); |
235 | 235 |
/// \e |
236 | 236 |
virtual ~CplexMip(); |
237 | 237 |
|
238 |
/// \e |
|
239 |
virtual CplexMip* cloneSolver() const; |
|
240 |
/// \e |
|
241 |
virtual CplexMip* newSolver() const; |
|
242 |
|
|
238 | 243 |
protected: |
239 | 244 |
|
240 |
virtual CplexMip* _cloneSolver() const; |
|
241 |
virtual CplexMip* _newSolver() const; |
|
242 | 245 |
|
243 | 246 |
virtual const char* _solverName() const; |
244 | 247 |
|
245 | 248 |
virtual ColTypes _getColType(int col) const; |
246 | 249 |
virtual void _setColType(int col, ColTypes col_type); |
247 | 250 |
|
248 | 251 |
virtual SolveExitStatus _solve(); |
249 | 252 |
virtual ProblemType _getType() const; |
250 | 253 |
virtual Value _getSol(int i) const; |
251 | 254 |
virtual Value _getSolValue() const; |
252 | 255 |
|
253 | 256 |
}; |
254 | 257 |
|
255 | 258 |
} //END OF NAMESPACE LEMON |
256 | 259 |
|
257 | 260 |
#endif //LEMON_CPLEX_H |
258 | 261 |
1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
2 | 2 |
* |
3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
4 | 4 |
* |
5 |
* Copyright (C) 2003- |
|
5 |
* Copyright (C) 2003-2009 |
|
6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
8 | 8 |
* |
9 | 9 |
* Permission to use, modify and distribute this software is granted |
10 | 10 |
* provided that this copyright notice appears in all copies. For |
11 | 11 |
* precise terms see the accompanying LICENSE file. |
12 | 12 |
* |
13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
14 | 14 |
* express or implied, and with no claim as to its suitability for any |
15 | 15 |
* purpose. |
16 | 16 |
* |
17 | 17 |
*/ |
18 | 18 |
|
19 | 19 |
///\file |
20 | 20 |
///\brief Implementation of the LEMON GLPK LP and MIP solver interface. |
21 | 21 |
|
22 | 22 |
#include <lemon/glpk.h> |
23 | 23 |
#include <glpk.h> |
24 | 24 |
|
25 | 25 |
#include <lemon/assert.h> |
26 | 26 |
|
27 | 27 |
namespace lemon { |
28 | 28 |
|
29 | 29 |
// GlpkBase members |
30 | 30 |
|
31 | 31 |
GlpkBase::GlpkBase() : LpBase() { |
32 | 32 |
lp = glp_create_prob(); |
33 | 33 |
glp_create_index(lp); |
34 | 34 |
} |
35 | 35 |
|
36 | 36 |
GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() { |
37 | 37 |
lp = glp_create_prob(); |
38 | 38 |
glp_copy_prob(lp, other.lp, GLP_ON); |
39 | 39 |
glp_create_index(lp); |
40 | 40 |
rows = other.rows; |
41 | 41 |
cols = other.cols; |
42 | 42 |
} |
43 | 43 |
|
44 | 44 |
GlpkBase::~GlpkBase() { |
45 | 45 |
glp_delete_prob(lp); |
46 | 46 |
} |
47 | 47 |
|
48 | 48 |
int GlpkBase::_addCol() { |
49 | 49 |
int i = glp_add_cols(lp, 1); |
50 | 50 |
glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0); |
51 | 51 |
return i; |
52 | 52 |
} |
53 | 53 |
|
54 | 54 |
int GlpkBase::_addRow() { |
55 | 55 |
int i = glp_add_rows(lp, 1); |
56 | 56 |
glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0); |
57 | 57 |
return i; |
58 | 58 |
} |
59 | 59 |
|
60 | 60 |
void GlpkBase::_eraseCol(int i) { |
61 | 61 |
int ca[2]; |
62 | 62 |
ca[1] = i; |
63 | 63 |
glp_del_cols(lp, 1, ca); |
64 | 64 |
} |
65 | 65 |
|
66 | 66 |
void GlpkBase::_eraseRow(int i) { |
67 | 67 |
int ra[2]; |
68 | 68 |
ra[1] = i; |
69 | 69 |
glp_del_rows(lp, 1, ra); |
70 | 70 |
} |
71 | 71 |
|
72 | 72 |
void GlpkBase::_eraseColId(int i) { |
73 | 73 |
cols.eraseIndex(i); |
74 | 74 |
cols.shiftIndices(i); |
75 | 75 |
} |
76 | 76 |
|
77 | 77 |
void GlpkBase::_eraseRowId(int i) { |
78 | 78 |
rows.eraseIndex(i); |
79 | 79 |
rows.shiftIndices(i); |
80 | 80 |
} |
81 | 81 |
|
82 | 82 |
void GlpkBase::_getColName(int c, std::string& name) const { |
83 | 83 |
const char *str = glp_get_col_name(lp, c); |
84 | 84 |
if (str) name = str; |
85 | 85 |
else name.clear(); |
86 | 86 |
} |
87 | 87 |
|
88 | 88 |
void GlpkBase::_setColName(int c, const std::string & name) { |
89 | 89 |
glp_set_col_name(lp, c, const_cast<char*>(name.c_str())); |
90 | 90 |
|
91 | 91 |
} |
92 | 92 |
|
93 | 93 |
int GlpkBase::_colByName(const std::string& name) const { |
94 | 94 |
int k = glp_find_col(lp, const_cast<char*>(name.c_str())); |
95 | 95 |
return k > 0 ? k : -1; |
96 | 96 |
} |
97 | 97 |
|
98 | 98 |
void GlpkBase::_getRowName(int r, std::string& name) const { |
99 | 99 |
const char *str = glp_get_row_name(lp, r); |
100 | 100 |
if (str) name = str; |
101 | 101 |
else name.clear(); |
102 | 102 |
} |
103 | 103 |
|
104 | 104 |
void GlpkBase::_setRowName(int r, const std::string & name) { |
105 | 105 |
glp_set_row_name(lp, r, const_cast<char*>(name.c_str())); |
106 | 106 |
|
107 | 107 |
} |
108 | 108 |
|
109 | 109 |
int GlpkBase::_rowByName(const std::string& name) const { |
110 | 110 |
int k = glp_find_row(lp, const_cast<char*>(name.c_str())); |
111 | 111 |
return k > 0 ? k : -1; |
112 | 112 |
} |
113 | 113 |
|
114 | 114 |
void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
115 | 115 |
std::vector<int> indexes; |
116 | 116 |
std::vector<Value> values; |
117 | 117 |
|
118 | 118 |
indexes.push_back(0); |
119 | 119 |
values.push_back(0); |
120 | 120 |
|
121 | 121 |
for(ExprIterator it = b; it != e; ++it) { |
122 | 122 |
indexes.push_back(it->first); |
123 | 123 |
values.push_back(it->second); |
124 | 124 |
} |
125 | 125 |
|
126 | 126 |
glp_set_mat_row(lp, i, values.size() - 1, |
127 | 127 |
&indexes.front(), &values.front()); |
128 | 128 |
} |
129 | 129 |
|
130 | 130 |
void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const { |
131 | 131 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
132 | 132 |
|
133 | 133 |
std::vector<int> indexes(length + 1); |
134 | 134 |
std::vector<Value> values(length + 1); |
135 | 135 |
|
136 | 136 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
137 | 137 |
|
138 | 138 |
for (int i = 1; i <= length; ++i) { |
139 | 139 |
*b = std::make_pair(indexes[i], values[i]); |
140 | 140 |
++b; |
141 | 141 |
} |
142 | 142 |
} |
143 | 143 |
|
144 | 144 |
void GlpkBase::_setColCoeffs(int ix, ExprIterator b, |
145 | 145 |
ExprIterator e) { |
146 | 146 |
|
147 | 147 |
std::vector<int> indexes; |
148 | 148 |
std::vector<Value> values; |
149 | 149 |
|
150 | 150 |
indexes.push_back(0); |
151 | 151 |
values.push_back(0); |
152 | 152 |
|
153 | 153 |
for(ExprIterator it = b; it != e; ++it) { |
154 | 154 |
indexes.push_back(it->first); |
155 | 155 |
values.push_back(it->second); |
156 | 156 |
} |
157 | 157 |
|
158 | 158 |
glp_set_mat_col(lp, ix, values.size() - 1, |
159 | 159 |
&indexes.front(), &values.front()); |
160 | 160 |
} |
161 | 161 |
|
162 | 162 |
void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const { |
163 | 163 |
int length = glp_get_mat_col(lp, ix, 0, 0); |
164 | 164 |
|
165 | 165 |
std::vector<int> indexes(length + 1); |
166 | 166 |
std::vector<Value> values(length + 1); |
167 | 167 |
|
168 | 168 |
glp_get_mat_col(lp, ix, &indexes.front(), &values.front()); |
169 | 169 |
|
170 | 170 |
for (int i = 1; i <= length; ++i) { |
171 | 171 |
*b = std::make_pair(indexes[i], values[i]); |
172 | 172 |
++b; |
173 | 173 |
} |
174 | 174 |
} |
175 | 175 |
|
176 | 176 |
void GlpkBase::_setCoeff(int ix, int jx, Value value) { |
177 | 177 |
|
178 | 178 |
if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) { |
179 | 179 |
|
180 | 180 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
181 | 181 |
|
182 | 182 |
std::vector<int> indexes(length + 2); |
183 | 183 |
std::vector<Value> values(length + 2); |
184 | 184 |
|
185 | 185 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
186 | 186 |
|
187 | 187 |
//The following code does not suppose that the elements of the |
188 | 188 |
//array indexes are sorted |
189 | 189 |
bool found = false; |
190 | 190 |
for (int i = 1; i <= length; ++i) { |
191 | 191 |
if (indexes[i] == jx) { |
192 | 192 |
found = true; |
193 | 193 |
values[i] = value; |
194 | 194 |
break; |
195 | 195 |
} |
196 | 196 |
} |
197 | 197 |
if (!found) { |
... | ... |
@@ -342,617 +342,617 @@ |
342 | 342 |
break; |
343 | 343 |
} |
344 | 344 |
} |
345 | 345 |
|
346 | 346 |
} |
347 | 347 |
|
348 | 348 |
GlpkBase::Value GlpkBase::_getColUpperBound(int i) const { |
349 | 349 |
int b = glp_get_col_type(lp, i); |
350 | 350 |
switch (b) { |
351 | 351 |
case GLP_UP: |
352 | 352 |
case GLP_DB: |
353 | 353 |
case GLP_FX: |
354 | 354 |
return glp_get_col_ub(lp, i); |
355 | 355 |
default: |
356 | 356 |
return INF; |
357 | 357 |
} |
358 | 358 |
} |
359 | 359 |
|
360 | 360 |
void GlpkBase::_setRowLowerBound(int i, Value lo) { |
361 | 361 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
362 | 362 |
|
363 | 363 |
int b = glp_get_row_type(lp, i); |
364 | 364 |
double up = glp_get_row_ub(lp, i); |
365 | 365 |
if (lo == -INF) { |
366 | 366 |
switch (b) { |
367 | 367 |
case GLP_FR: |
368 | 368 |
case GLP_LO: |
369 | 369 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
370 | 370 |
break; |
371 | 371 |
case GLP_UP: |
372 | 372 |
break; |
373 | 373 |
case GLP_DB: |
374 | 374 |
case GLP_FX: |
375 | 375 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
376 | 376 |
break; |
377 | 377 |
default: |
378 | 378 |
break; |
379 | 379 |
} |
380 | 380 |
} else { |
381 | 381 |
switch (b) { |
382 | 382 |
case GLP_FR: |
383 | 383 |
case GLP_LO: |
384 | 384 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
385 | 385 |
break; |
386 | 386 |
case GLP_UP: |
387 | 387 |
case GLP_DB: |
388 | 388 |
case GLP_FX: |
389 | 389 |
if (lo == up) |
390 | 390 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
391 | 391 |
else |
392 | 392 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
393 | 393 |
break; |
394 | 394 |
default: |
395 | 395 |
break; |
396 | 396 |
} |
397 | 397 |
} |
398 | 398 |
|
399 | 399 |
} |
400 | 400 |
|
401 | 401 |
GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const { |
402 | 402 |
int b = glp_get_row_type(lp, i); |
403 | 403 |
switch (b) { |
404 | 404 |
case GLP_LO: |
405 | 405 |
case GLP_DB: |
406 | 406 |
case GLP_FX: |
407 | 407 |
return glp_get_row_lb(lp, i); |
408 | 408 |
default: |
409 | 409 |
return -INF; |
410 | 410 |
} |
411 | 411 |
} |
412 | 412 |
|
413 | 413 |
void GlpkBase::_setRowUpperBound(int i, Value up) { |
414 | 414 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
415 | 415 |
|
416 | 416 |
int b = glp_get_row_type(lp, i); |
417 | 417 |
double lo = glp_get_row_lb(lp, i); |
418 | 418 |
if (up == INF) { |
419 | 419 |
switch (b) { |
420 | 420 |
case GLP_FR: |
421 | 421 |
case GLP_LO: |
422 | 422 |
break; |
423 | 423 |
case GLP_UP: |
424 | 424 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
425 | 425 |
break; |
426 | 426 |
case GLP_DB: |
427 | 427 |
case GLP_FX: |
428 | 428 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
429 | 429 |
break; |
430 | 430 |
default: |
431 | 431 |
break; |
432 | 432 |
} |
433 | 433 |
} else { |
434 | 434 |
switch (b) { |
435 | 435 |
case GLP_FR: |
436 | 436 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
437 | 437 |
break; |
438 | 438 |
case GLP_UP: |
439 | 439 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
440 | 440 |
break; |
441 | 441 |
case GLP_LO: |
442 | 442 |
case GLP_DB: |
443 | 443 |
case GLP_FX: |
444 | 444 |
if (lo == up) |
445 | 445 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
446 | 446 |
else |
447 | 447 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
448 | 448 |
break; |
449 | 449 |
default: |
450 | 450 |
break; |
451 | 451 |
} |
452 | 452 |
} |
453 | 453 |
} |
454 | 454 |
|
455 | 455 |
GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const { |
456 | 456 |
int b = glp_get_row_type(lp, i); |
457 | 457 |
switch (b) { |
458 | 458 |
case GLP_UP: |
459 | 459 |
case GLP_DB: |
460 | 460 |
case GLP_FX: |
461 | 461 |
return glp_get_row_ub(lp, i); |
462 | 462 |
default: |
463 | 463 |
return INF; |
464 | 464 |
} |
465 | 465 |
} |
466 | 466 |
|
467 | 467 |
void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
468 | 468 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) { |
469 | 469 |
glp_set_obj_coef(lp, i, 0.0); |
470 | 470 |
} |
471 | 471 |
for (ExprIterator it = b; it != e; ++it) { |
472 | 472 |
glp_set_obj_coef(lp, it->first, it->second); |
473 | 473 |
} |
474 | 474 |
} |
475 | 475 |
|
476 | 476 |
void GlpkBase::_getObjCoeffs(InsertIterator b) const { |
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 | 525 |
void GlpkBase::freeEnv() { |
526 | 526 |
glp_free_env(); |
527 | 527 |
} |
528 | 528 |
|
529 | 529 |
GlpkBase::FreeEnvHelper GlpkBase::freeEnvHelper; |
530 | 530 |
|
531 | 531 |
// GlpkLp members |
532 | 532 |
|
533 | 533 |
GlpkLp::GlpkLp() |
534 |
: LpBase(), |
|
534 |
: LpBase(), LpSolver(), GlpkBase() { |
|
535 | 535 |
messageLevel(MESSAGE_NO_OUTPUT); |
536 | 536 |
} |
537 | 537 |
|
538 | 538 |
GlpkLp::GlpkLp(const GlpkLp& other) |
539 |
: LpBase(other), |
|
539 |
: LpBase(other), LpSolver(other), GlpkBase(other) { |
|
540 | 540 |
messageLevel(MESSAGE_NO_OUTPUT); |
541 | 541 |
} |
542 | 542 |
|
543 | 543 |
GlpkLp* GlpkLp::newSolver() const { return new GlpkLp; } |
544 | 544 |
GlpkLp* GlpkLp::cloneSolver() const { return new GlpkLp(*this); } |
545 | 545 |
|
546 | 546 |
const char* GlpkLp::_solverName() const { return "GlpkLp"; } |
547 | 547 |
|
548 | 548 |
void GlpkLp::_clear_temporals() { |
549 | 549 |
_primal_ray.clear(); |
550 | 550 |
_dual_ray.clear(); |
551 | 551 |
} |
552 | 552 |
|
553 | 553 |
GlpkLp::SolveExitStatus GlpkLp::_solve() { |
554 | 554 |
return solvePrimal(); |
555 | 555 |
} |
556 | 556 |
|
557 | 557 |
GlpkLp::SolveExitStatus GlpkLp::solvePrimal() { |
558 | 558 |
_clear_temporals(); |
559 | 559 |
|
560 | 560 |
glp_smcp smcp; |
561 | 561 |
glp_init_smcp(&smcp); |
562 | 562 |
|
563 | 563 |
switch (_message_level) { |
564 | 564 |
case MESSAGE_NO_OUTPUT: |
565 | 565 |
smcp.msg_lev = GLP_MSG_OFF; |
566 | 566 |
break; |
567 | 567 |
case MESSAGE_ERROR_MESSAGE: |
568 | 568 |
smcp.msg_lev = GLP_MSG_ERR; |
569 | 569 |
break; |
570 | 570 |
case MESSAGE_NORMAL_OUTPUT: |
571 | 571 |
smcp.msg_lev = GLP_MSG_ON; |
572 | 572 |
break; |
573 | 573 |
case MESSAGE_FULL_OUTPUT: |
574 | 574 |
smcp.msg_lev = GLP_MSG_ALL; |
575 | 575 |
break; |
576 | 576 |
} |
577 | 577 |
|
578 | 578 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
579 | 579 |
return SOLVED; |
580 | 580 |
} |
581 | 581 |
|
582 | 582 |
GlpkLp::SolveExitStatus GlpkLp::solveDual() { |
583 | 583 |
_clear_temporals(); |
584 | 584 |
|
585 | 585 |
glp_smcp smcp; |
586 | 586 |
glp_init_smcp(&smcp); |
587 | 587 |
|
588 | 588 |
switch (_message_level) { |
589 | 589 |
case MESSAGE_NO_OUTPUT: |
590 | 590 |
smcp.msg_lev = GLP_MSG_OFF; |
591 | 591 |
break; |
592 | 592 |
case MESSAGE_ERROR_MESSAGE: |
593 | 593 |
smcp.msg_lev = GLP_MSG_ERR; |
594 | 594 |
break; |
595 | 595 |
case MESSAGE_NORMAL_OUTPUT: |
596 | 596 |
smcp.msg_lev = GLP_MSG_ON; |
597 | 597 |
break; |
598 | 598 |
case MESSAGE_FULL_OUTPUT: |
599 | 599 |
smcp.msg_lev = GLP_MSG_ALL; |
600 | 600 |
break; |
601 | 601 |
} |
602 | 602 |
smcp.meth = GLP_DUAL; |
603 | 603 |
|
604 | 604 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
605 | 605 |
return SOLVED; |
606 | 606 |
} |
607 | 607 |
|
608 | 608 |
GlpkLp::Value GlpkLp::_getPrimal(int i) const { |
609 | 609 |
return glp_get_col_prim(lp, i); |
610 | 610 |
} |
611 | 611 |
|
612 | 612 |
GlpkLp::Value GlpkLp::_getDual(int i) const { |
613 | 613 |
return glp_get_row_dual(lp, i); |
614 | 614 |
} |
615 | 615 |
|
616 | 616 |
GlpkLp::Value GlpkLp::_getPrimalValue() const { |
617 | 617 |
return glp_get_obj_val(lp); |
618 | 618 |
} |
619 | 619 |
|
620 | 620 |
GlpkLp::VarStatus GlpkLp::_getColStatus(int i) const { |
621 | 621 |
switch (glp_get_col_stat(lp, i)) { |
622 | 622 |
case GLP_BS: |
623 | 623 |
return BASIC; |
624 | 624 |
case GLP_UP: |
625 | 625 |
return UPPER; |
626 | 626 |
case GLP_LO: |
627 | 627 |
return LOWER; |
628 | 628 |
case GLP_NF: |
629 | 629 |
return FREE; |
630 | 630 |
case GLP_NS: |
631 | 631 |
return FIXED; |
632 | 632 |
default: |
633 | 633 |
LEMON_ASSERT(false, "Wrong column status"); |
634 | 634 |
return GlpkLp::VarStatus(); |
635 | 635 |
} |
636 | 636 |
} |
637 | 637 |
|
638 | 638 |
GlpkLp::VarStatus GlpkLp::_getRowStatus(int i) const { |
639 | 639 |
switch (glp_get_row_stat(lp, i)) { |
640 | 640 |
case GLP_BS: |
641 | 641 |
return BASIC; |
642 | 642 |
case GLP_UP: |
643 | 643 |
return UPPER; |
644 | 644 |
case GLP_LO: |
645 | 645 |
return LOWER; |
646 | 646 |
case GLP_NF: |
647 | 647 |
return FREE; |
648 | 648 |
case GLP_NS: |
649 | 649 |
return FIXED; |
650 | 650 |
default: |
651 | 651 |
LEMON_ASSERT(false, "Wrong row status"); |
652 | 652 |
return GlpkLp::VarStatus(); |
653 | 653 |
} |
654 | 654 |
} |
655 | 655 |
|
656 | 656 |
GlpkLp::Value GlpkLp::_getPrimalRay(int i) const { |
657 | 657 |
if (_primal_ray.empty()) { |
658 | 658 |
int row_num = glp_get_num_rows(lp); |
659 | 659 |
int col_num = glp_get_num_cols(lp); |
660 | 660 |
|
661 | 661 |
_primal_ray.resize(col_num + 1, 0.0); |
662 | 662 |
|
663 | 663 |
int index = glp_get_unbnd_ray(lp); |
664 | 664 |
if (index != 0) { |
665 | 665 |
// The primal ray is found in primal simplex second phase |
666 | 666 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
667 | 667 |
glp_get_col_stat(lp, index - row_num)) != GLP_BS, |
668 | 668 |
"Wrong primal ray"); |
669 | 669 |
|
670 | 670 |
bool negate = glp_get_obj_dir(lp) == GLP_MAX; |
671 | 671 |
|
672 | 672 |
if (index > row_num) { |
673 | 673 |
_primal_ray[index - row_num] = 1.0; |
674 | 674 |
if (glp_get_col_dual(lp, index - row_num) > 0) { |
675 | 675 |
negate = !negate; |
676 | 676 |
} |
677 | 677 |
} else { |
678 | 678 |
if (glp_get_row_dual(lp, index) > 0) { |
679 | 679 |
negate = !negate; |
680 | 680 |
} |
681 | 681 |
} |
682 | 682 |
|
683 | 683 |
std::vector<int> ray_indexes(row_num + 1); |
684 | 684 |
std::vector<Value> ray_values(row_num + 1); |
685 | 685 |
int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(), |
686 | 686 |
&ray_values.front()); |
687 | 687 |
|
688 | 688 |
for (int i = 1; i <= ray_length; ++i) { |
689 | 689 |
if (ray_indexes[i] > row_num) { |
690 | 690 |
_primal_ray[ray_indexes[i] - row_num] = ray_values[i]; |
691 | 691 |
} |
692 | 692 |
} |
693 | 693 |
|
694 | 694 |
if (negate) { |
695 | 695 |
for (int i = 1; i <= col_num; ++i) { |
696 | 696 |
_primal_ray[i] = - _primal_ray[i]; |
697 | 697 |
} |
698 | 698 |
} |
699 | 699 |
} else { |
700 | 700 |
for (int i = 1; i <= col_num; ++i) { |
701 | 701 |
_primal_ray[i] = glp_get_col_prim(lp, i); |
702 | 702 |
} |
703 | 703 |
} |
704 | 704 |
} |
705 | 705 |
return _primal_ray[i]; |
706 | 706 |
} |
707 | 707 |
|
708 | 708 |
GlpkLp::Value GlpkLp::_getDualRay(int i) const { |
709 | 709 |
if (_dual_ray.empty()) { |
710 | 710 |
int row_num = glp_get_num_rows(lp); |
711 | 711 |
|
712 | 712 |
_dual_ray.resize(row_num + 1, 0.0); |
713 | 713 |
|
714 | 714 |
int index = glp_get_unbnd_ray(lp); |
715 | 715 |
if (index != 0) { |
716 | 716 |
// The dual ray is found in dual simplex second phase |
717 | 717 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
718 | 718 |
glp_get_col_stat(lp, index - row_num)) == GLP_BS, |
719 | 719 |
|
720 | 720 |
"Wrong dual ray"); |
721 | 721 |
|
722 | 722 |
int idx; |
723 | 723 |
bool negate = false; |
724 | 724 |
|
725 | 725 |
if (index > row_num) { |
726 | 726 |
idx = glp_get_col_bind(lp, index - row_num); |
727 | 727 |
if (glp_get_col_prim(lp, index - row_num) > |
728 | 728 |
glp_get_col_ub(lp, index - row_num)) { |
729 | 729 |
negate = true; |
730 | 730 |
} |
731 | 731 |
} else { |
732 | 732 |
idx = glp_get_row_bind(lp, index); |
733 | 733 |
if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) { |
734 | 734 |
negate = true; |
735 | 735 |
} |
736 | 736 |
} |
737 | 737 |
|
738 | 738 |
_dual_ray[idx] = negate ? - 1.0 : 1.0; |
739 | 739 |
|
740 | 740 |
glp_btran(lp, &_dual_ray.front()); |
741 | 741 |
} else { |
742 | 742 |
double eps = 1e-7; |
743 | 743 |
// The dual ray is found in primal simplex first phase |
744 | 744 |
// We assume that the glpk minimizes the slack to get feasible solution |
745 | 745 |
for (int i = 1; i <= row_num; ++i) { |
746 | 746 |
int index = glp_get_bhead(lp, i); |
747 | 747 |
if (index <= row_num) { |
748 | 748 |
double res = glp_get_row_prim(lp, index); |
749 | 749 |
if (res > glp_get_row_ub(lp, index) + eps) { |
750 | 750 |
_dual_ray[i] = -1; |
751 | 751 |
} else if (res < glp_get_row_lb(lp, index) - eps) { |
752 | 752 |
_dual_ray[i] = 1; |
753 | 753 |
} else { |
754 | 754 |
_dual_ray[i] = 0; |
755 | 755 |
} |
756 | 756 |
_dual_ray[i] *= glp_get_rii(lp, index); |
757 | 757 |
} else { |
758 | 758 |
double res = glp_get_col_prim(lp, index - row_num); |
759 | 759 |
if (res > glp_get_col_ub(lp, index - row_num) + eps) { |
760 | 760 |
_dual_ray[i] = -1; |
761 | 761 |
} else if (res < glp_get_col_lb(lp, index - row_num) - eps) { |
762 | 762 |
_dual_ray[i] = 1; |
763 | 763 |
} else { |
764 | 764 |
_dual_ray[i] = 0; |
765 | 765 |
} |
766 | 766 |
_dual_ray[i] /= glp_get_sjj(lp, index - row_num); |
767 | 767 |
} |
768 | 768 |
} |
769 | 769 |
|
770 | 770 |
glp_btran(lp, &_dual_ray.front()); |
771 | 771 |
|
772 | 772 |
for (int i = 1; i <= row_num; ++i) { |
773 | 773 |
_dual_ray[i] /= glp_get_rii(lp, i); |
774 | 774 |
} |
775 | 775 |
} |
776 | 776 |
} |
777 | 777 |
return _dual_ray[i]; |
778 | 778 |
} |
779 | 779 |
|
780 | 780 |
GlpkLp::ProblemType GlpkLp::_getPrimalType() const { |
781 | 781 |
if (glp_get_status(lp) == GLP_OPT) |
782 | 782 |
return OPTIMAL; |
783 | 783 |
switch (glp_get_prim_stat(lp)) { |
784 | 784 |
case GLP_UNDEF: |
785 | 785 |
return UNDEFINED; |
786 | 786 |
case GLP_FEAS: |
787 | 787 |
case GLP_INFEAS: |
788 | 788 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) { |
789 | 789 |
return UNBOUNDED; |
790 | 790 |
} else { |
791 | 791 |
return UNDEFINED; |
792 | 792 |
} |
793 | 793 |
case GLP_NOFEAS: |
794 | 794 |
return INFEASIBLE; |
795 | 795 |
default: |
796 | 796 |
LEMON_ASSERT(false, "Wrong primal type"); |
797 | 797 |
return GlpkLp::ProblemType(); |
798 | 798 |
} |
799 | 799 |
} |
800 | 800 |
|
801 | 801 |
GlpkLp::ProblemType GlpkLp::_getDualType() const { |
802 | 802 |
if (glp_get_status(lp) == GLP_OPT) |
803 | 803 |
return OPTIMAL; |
804 | 804 |
switch (glp_get_dual_stat(lp)) { |
805 | 805 |
case GLP_UNDEF: |
806 | 806 |
return UNDEFINED; |
807 | 807 |
case GLP_FEAS: |
808 | 808 |
case GLP_INFEAS: |
809 | 809 |
if (glp_get_prim_stat(lp) == GLP_NOFEAS) { |
810 | 810 |
return UNBOUNDED; |
811 | 811 |
} else { |
812 | 812 |
return UNDEFINED; |
813 | 813 |
} |
814 | 814 |
case GLP_NOFEAS: |
815 | 815 |
return INFEASIBLE; |
816 | 816 |
default: |
817 | 817 |
LEMON_ASSERT(false, "Wrong primal type"); |
818 | 818 |
return GlpkLp::ProblemType(); |
819 | 819 |
} |
820 | 820 |
} |
821 | 821 |
|
822 | 822 |
void GlpkLp::presolver(bool b) { |
823 | 823 |
lpx_set_int_parm(lp, LPX_K_PRESOL, b ? 1 : 0); |
824 | 824 |
} |
825 | 825 |
|
826 | 826 |
void GlpkLp::messageLevel(MessageLevel m) { |
827 | 827 |
_message_level = m; |
828 | 828 |
} |
829 | 829 |
|
830 | 830 |
// GlpkMip members |
831 | 831 |
|
832 | 832 |
GlpkMip::GlpkMip() |
833 |
: LpBase(), |
|
833 |
: LpBase(), MipSolver(), GlpkBase() { |
|
834 | 834 |
messageLevel(MESSAGE_NO_OUTPUT); |
835 | 835 |
} |
836 | 836 |
|
837 | 837 |
GlpkMip::GlpkMip(const GlpkMip& other) |
838 |
: LpBase(), |
|
838 |
: LpBase(), MipSolver(), GlpkBase(other) { |
|
839 | 839 |
messageLevel(MESSAGE_NO_OUTPUT); |
840 | 840 |
} |
841 | 841 |
|
842 | 842 |
void GlpkMip::_setColType(int i, GlpkMip::ColTypes col_type) { |
843 | 843 |
switch (col_type) { |
844 | 844 |
case INTEGER: |
845 | 845 |
glp_set_col_kind(lp, i, GLP_IV); |
846 | 846 |
break; |
847 | 847 |
case REAL: |
848 | 848 |
glp_set_col_kind(lp, i, GLP_CV); |
849 | 849 |
break; |
850 | 850 |
} |
851 | 851 |
} |
852 | 852 |
|
853 | 853 |
GlpkMip::ColTypes GlpkMip::_getColType(int i) const { |
854 | 854 |
switch (glp_get_col_kind(lp, i)) { |
855 | 855 |
case GLP_IV: |
856 | 856 |
case GLP_BV: |
857 | 857 |
return INTEGER; |
858 | 858 |
default: |
859 | 859 |
return REAL; |
860 | 860 |
} |
861 | 861 |
|
862 | 862 |
} |
863 | 863 |
|
864 | 864 |
GlpkMip::SolveExitStatus GlpkMip::_solve() { |
865 | 865 |
glp_smcp smcp; |
866 | 866 |
glp_init_smcp(&smcp); |
867 | 867 |
|
868 | 868 |
switch (_message_level) { |
869 | 869 |
case MESSAGE_NO_OUTPUT: |
870 | 870 |
smcp.msg_lev = GLP_MSG_OFF; |
871 | 871 |
break; |
872 | 872 |
case MESSAGE_ERROR_MESSAGE: |
873 | 873 |
smcp.msg_lev = GLP_MSG_ERR; |
874 | 874 |
break; |
875 | 875 |
case MESSAGE_NORMAL_OUTPUT: |
876 | 876 |
smcp.msg_lev = GLP_MSG_ON; |
877 | 877 |
break; |
878 | 878 |
case MESSAGE_FULL_OUTPUT: |
879 | 879 |
smcp.msg_lev = GLP_MSG_ALL; |
880 | 880 |
break; |
881 | 881 |
} |
882 | 882 |
smcp.meth = GLP_DUAL; |
883 | 883 |
|
884 | 884 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
885 | 885 |
if (glp_get_status(lp) != GLP_OPT) return SOLVED; |
886 | 886 |
|
887 | 887 |
glp_iocp iocp; |
888 | 888 |
glp_init_iocp(&iocp); |
889 | 889 |
|
890 | 890 |
switch (_message_level) { |
891 | 891 |
case MESSAGE_NO_OUTPUT: |
892 | 892 |
iocp.msg_lev = GLP_MSG_OFF; |
893 | 893 |
break; |
894 | 894 |
case MESSAGE_ERROR_MESSAGE: |
895 | 895 |
iocp.msg_lev = GLP_MSG_ERR; |
896 | 896 |
break; |
897 | 897 |
case MESSAGE_NORMAL_OUTPUT: |
898 | 898 |
iocp.msg_lev = GLP_MSG_ON; |
899 | 899 |
break; |
900 | 900 |
case MESSAGE_FULL_OUTPUT: |
901 | 901 |
iocp.msg_lev = GLP_MSG_ALL; |
902 | 902 |
break; |
903 | 903 |
} |
904 | 904 |
|
905 | 905 |
if (glp_intopt(lp, &iocp) != 0) return UNSOLVED; |
906 | 906 |
return SOLVED; |
907 | 907 |
} |
908 | 908 |
|
909 | 909 |
|
910 | 910 |
GlpkMip::ProblemType GlpkMip::_getType() const { |
911 | 911 |
switch (glp_get_status(lp)) { |
912 | 912 |
case GLP_OPT: |
913 | 913 |
switch (glp_mip_status(lp)) { |
914 | 914 |
case GLP_UNDEF: |
915 | 915 |
return UNDEFINED; |
916 | 916 |
case GLP_NOFEAS: |
917 | 917 |
return INFEASIBLE; |
918 | 918 |
case GLP_FEAS: |
919 | 919 |
return FEASIBLE; |
920 | 920 |
case GLP_OPT: |
921 | 921 |
return OPTIMAL; |
922 | 922 |
default: |
923 | 923 |
LEMON_ASSERT(false, "Wrong problem type."); |
924 | 924 |
return GlpkMip::ProblemType(); |
925 | 925 |
} |
926 | 926 |
case GLP_NOFEAS: |
927 | 927 |
return INFEASIBLE; |
928 | 928 |
case GLP_INFEAS: |
929 | 929 |
case GLP_FEAS: |
930 | 930 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) { |
931 | 931 |
return UNBOUNDED; |
932 | 932 |
} else { |
933 | 933 |
return UNDEFINED; |
934 | 934 |
} |
935 | 935 |
default: |
936 | 936 |
LEMON_ASSERT(false, "Wrong problem type."); |
937 | 937 |
return GlpkMip::ProblemType(); |
938 | 938 |
} |
939 | 939 |
} |
940 | 940 |
|
941 | 941 |
GlpkMip::Value GlpkMip::_getSol(int i) const { |
942 | 942 |
return glp_mip_col_val(lp, i); |
943 | 943 |
} |
944 | 944 |
|
945 | 945 |
GlpkMip::Value GlpkMip::_getSolValue() const { |
946 | 946 |
return glp_mip_obj_val(lp); |
947 | 947 |
} |
948 | 948 |
|
949 | 949 |
GlpkMip* GlpkMip::newSolver() const { return new GlpkMip; } |
950 | 950 |
GlpkMip* GlpkMip::cloneSolver() const {return new GlpkMip(*this); } |
951 | 951 |
|
952 | 952 |
const char* GlpkMip::_solverName() const { return "GlpkMip"; } |
953 | 953 |
|
954 | 954 |
void GlpkMip::messageLevel(MessageLevel m) { |
955 | 955 |
_message_level = m; |
956 | 956 |
} |
957 | 957 |
|
958 | 958 |
} //END OF NAMESPACE LEMON |
1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
2 | 2 |
* |
3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
4 | 4 |
* |
5 |
* Copyright (C) 2003- |
|
5 |
* Copyright (C) 2003-2009 |
|
6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
8 | 8 |
* |
9 | 9 |
* Permission to use, modify and distribute this software is granted |
10 | 10 |
* provided that this copyright notice appears in all copies. For |
11 | 11 |
* precise terms see the accompanying LICENSE file. |
12 | 12 |
* |
13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
14 | 14 |
* express or implied, and with no claim as to its suitability for any |
15 | 15 |
* purpose. |
16 | 16 |
* |
17 | 17 |
*/ |
18 | 18 |
|
19 | 19 |
#include <sstream> |
20 | 20 |
#include <lemon/lp_skeleton.h> |
21 | 21 |
#include "test_tools.h" |
22 | 22 |
#include <lemon/tolerance.h> |
23 | 23 |
|
24 | 24 |
#ifdef HAVE_CONFIG_H |
25 | 25 |
#include <lemon/config.h> |
26 | 26 |
#endif |
27 | 27 |
|
28 | 28 |
#ifdef HAVE_GLPK |
29 | 29 |
#include <lemon/glpk.h> |
30 | 30 |
#endif |
31 | 31 |
|
32 | 32 |
#ifdef HAVE_CPLEX |
33 | 33 |
#include <lemon/cplex.h> |
34 | 34 |
#endif |
35 | 35 |
|
36 | 36 |
#ifdef HAVE_SOPLEX |
37 | 37 |
#include <lemon/soplex.h> |
38 | 38 |
#endif |
39 | 39 |
|
40 | 40 |
#ifdef HAVE_CLP |
41 | 41 |
#include <lemon/clp.h> |
42 | 42 |
#endif |
43 | 43 |
|
44 | 44 |
using namespace lemon; |
45 | 45 |
|
46 | 46 |
void lpTest(LpSolver& lp) |
47 | 47 |
{ |
48 | 48 |
|
49 | 49 |
typedef LpSolver LP; |
50 | 50 |
|
51 | 51 |
std::vector<LP::Col> x(10); |
52 | 52 |
// for(int i=0;i<10;i++) x.push_back(lp.addCol()); |
53 | 53 |
lp.addColSet(x); |
54 | 54 |
lp.colLowerBound(x,1); |
55 | 55 |
lp.colUpperBound(x,1); |
56 | 56 |
lp.colBounds(x,1,2); |
57 | 57 |
|
58 | 58 |
std::vector<LP::Col> y(10); |
59 | 59 |
lp.addColSet(y); |
60 | 60 |
|
61 | 61 |
lp.colLowerBound(y,1); |
62 | 62 |
lp.colUpperBound(y,1); |
63 | 63 |
lp.colBounds(y,1,2); |
64 | 64 |
|
65 | 65 |
std::map<int,LP::Col> z; |
66 | 66 |
|
67 | 67 |
z.insert(std::make_pair(12,INVALID)); |
68 | 68 |
z.insert(std::make_pair(2,INVALID)); |
69 | 69 |
z.insert(std::make_pair(7,INVALID)); |
70 | 70 |
z.insert(std::make_pair(5,INVALID)); |
71 | 71 |
|
72 | 72 |
lp.addColSet(z); |
73 | 73 |
|
74 | 74 |
lp.colLowerBound(z,1); |
75 | 75 |
lp.colUpperBound(z,1); |
76 | 76 |
lp.colBounds(z,1,2); |
77 | 77 |
|
78 | 78 |
{ |
79 | 79 |
LP::Expr e,f,g; |
80 | 80 |
LP::Col p1,p2,p3,p4,p5; |
81 | 81 |
LP::Constr c; |
82 | 82 |
|
83 | 83 |
p1=lp.addCol(); |
84 | 84 |
p2=lp.addCol(); |
85 | 85 |
p3=lp.addCol(); |
86 | 86 |
p4=lp.addCol(); |
87 | 87 |
p5=lp.addCol(); |
88 | 88 |
|
89 | 89 |
e[p1]=2; |
90 | 90 |
*e=12; |
91 | 91 |
e[p1]+=2; |
92 | 92 |
*e+=12; |
93 | 93 |
e[p1]-=2; |
94 | 94 |
*e-=12; |
95 | 95 |
|
96 | 96 |
e=2; |
97 | 97 |
e=2.2; |
98 | 98 |
e=p1; |
99 | 99 |
e=f; |
100 | 100 |
|
101 | 101 |
e+=2; |
102 | 102 |
e+=2.2; |
103 | 103 |
e+=p1; |
104 | 104 |
e+=f; |
105 | 105 |
|
106 | 106 |
e-=2; |
107 | 107 |
e-=2.2; |
108 | 108 |
e-=p1; |
109 | 109 |
e-=f; |
110 | 110 |
|
111 | 111 |
e*=2; |
112 | 112 |
e*=2.2; |
113 | 113 |
e/=2; |
114 | 114 |
e/=2.2; |
115 | 115 |
|
116 | 116 |
e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+ |
117 | 117 |
(f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+ |
118 | 118 |
(f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+ |
119 | 119 |
2.2*f+f*2.2+f/2.2+ |
120 | 120 |
2*f+f*2+f/2+ |
121 | 121 |
2.2*p1+p1*2.2+p1/2.2+ |
122 | 122 |
2*p1+p1*2+p1/2 |
123 | 123 |
); |
124 | 124 |
|
125 | 125 |
|
126 | 126 |
c = (e <= f ); |
127 | 127 |
c = (e <= 2.2); |
128 | 128 |
c = (e <= 2 ); |
129 | 129 |
c = (e <= p1 ); |
130 | 130 |
c = (2.2<= f ); |
131 | 131 |
c = (2 <= f ); |
132 | 132 |
c = (p1 <= f ); |
133 | 133 |
c = (p1 <= p2 ); |
134 | 134 |
c = (p1 <= 2.2); |
135 | 135 |
c = (p1 <= 2 ); |
136 | 136 |
c = (2.2<= p2 ); |
137 | 137 |
c = (2 <= p2 ); |
138 | 138 |
|
139 | 139 |
c = (e >= f ); |
140 | 140 |
c = (e >= 2.2); |
141 | 141 |
c = (e >= 2 ); |
142 | 142 |
c = (e >= p1 ); |
143 | 143 |
c = (2.2>= f ); |
144 | 144 |
c = (2 >= f ); |
145 | 145 |
c = (p1 >= f ); |
146 | 146 |
c = (p1 >= p2 ); |
147 | 147 |
c = (p1 >= 2.2); |
148 | 148 |
c = (p1 >= 2 ); |
149 | 149 |
c = (2.2>= p2 ); |
150 | 150 |
c = (2 >= p2 ); |
151 | 151 |
|
152 | 152 |
c = (e == f ); |
153 | 153 |
c = (e == 2.2); |
154 | 154 |
c = (e == 2 ); |
155 | 155 |
c = (e == p1 ); |
156 | 156 |
c = (2.2== f ); |
157 | 157 |
c = (2 == f ); |
158 | 158 |
c = (p1 == f ); |
159 | 159 |
//c = (p1 == p2 ); |
160 | 160 |
c = (p1 == 2.2); |
161 | 161 |
c = (p1 == 2 ); |
162 | 162 |
c = (2.2== p2 ); |
163 | 163 |
c = (2 == p2 ); |
164 | 164 |
|
165 | 165 |
c = ((2 <= e) <= 3); |
166 | 166 |
c = ((2 <= p1) <= 3); |
167 | 167 |
|
168 | 168 |
c = ((2 >= e) >= 3); |
169 | 169 |
c = ((2 >= p1) >= 3); |
170 | 170 |
|
171 | 171 |
e[x[3]]=2; |
172 | 172 |
e[x[3]]=4; |
173 | 173 |
e[x[3]]=1; |
174 | 174 |
*e=12; |
175 | 175 |
|
176 | 176 |
lp.addRow(-LP::INF,e,23); |
177 | 177 |
lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23); |
178 | 178 |
lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23); |
179 | 179 |
|
180 | 180 |
lp.addRow(x[1]+x[3]<=x[5]-3); |
181 | 181 |
lp.addRow((-7<=x[1]+x[3]-12)<=3); |
182 | 182 |
lp.addRow(x[1]<=x[5]); |
183 | 183 |
|
184 | 184 |
std::ostringstream buf; |
185 | 185 |
|
186 | 186 |
|
187 | 187 |
e=((p1+p2)+(p1-0.99*p2)); |
188 | 188 |
//e.prettyPrint(std::cout); |
189 | 189 |
//(e<=2).prettyPrint(std::cout); |
190 | 190 |
double tolerance=0.001; |
191 | 191 |
e.simplify(tolerance); |
192 | 192 |
buf << "Coeff. of p2 should be 0.01"; |
193 | 193 |
check(e[p2]>0, buf.str()); |
194 | 194 |
|
195 | 195 |
tolerance=0.02; |
196 | 196 |
e.simplify(tolerance); |
197 | 197 |
buf << "Coeff. of p2 should be 0"; |
198 | 198 |
check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str()); |
199 | 199 |
|
200 | 200 |
//Test for clone/new |
201 | 201 |
LP* lpnew = lp.newSolver(); |
202 | 202 |
LP* lpclone = lp.cloneSolver(); |
203 | 203 |
delete lpnew; |
204 | 204 |
delete lpclone; |
205 | 205 |
|
206 | 206 |
} |
207 | 207 |
|
208 | 208 |
{ |
209 | 209 |
LP::DualExpr e,f,g; |
210 | 210 |
LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID, |
211 | 211 |
p4 = INVALID, p5 = INVALID; |
212 | 212 |
|
213 | 213 |
e[p1]=2; |
214 | 214 |
e[p1]+=2; |
215 | 215 |
e[p1]-=2; |
216 | 216 |
|
217 | 217 |
e=p1; |
218 | 218 |
e=f; |
219 | 219 |
|
220 | 220 |
e+=p1; |
221 | 221 |
e+=f; |
222 | 222 |
|
223 | 223 |
e-=p1; |
224 | 224 |
e-=f; |
225 | 225 |
|
226 | 226 |
e*=2; |
227 | 227 |
e*=2.2; |
228 | 228 |
e/=2; |
229 | 229 |
e/=2.2; |
230 | 230 |
|
231 | 231 |
e=((p1+p2)+(p1-p2)+ |
232 | 232 |
(p1+f)+(f+p1)+(f+g)+ |
233 | 233 |
(p1-f)+(f-p1)+(f-g)+ |
234 | 234 |
2.2*f+f*2.2+f/2.2+ |
235 | 235 |
2*f+f*2+f/2+ |
236 | 236 |
2.2*p1+p1*2.2+p1/2.2+ |
237 | 237 |
2*p1+p1*2+p1/2 |
238 | 238 |
); |
239 | 239 |
} |
240 | 240 |
|
241 | 241 |
} |
242 | 242 |
|
243 | 243 |
void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat, |
244 | 244 |
double exp_opt) { |
245 | 245 |
using std::string; |
246 | 246 |
lp.solve(); |
247 | 247 |
|
248 | 248 |
std::ostringstream buf; |
249 | 249 |
buf << "PrimalType should be: " << int(stat) << int(lp.primalType()); |
250 | 250 |
|
251 | 251 |
check(lp.primalType()==stat, buf.str()); |
252 | 252 |
|
253 | 253 |
if (stat == LpSolver::OPTIMAL) { |
254 | 254 |
std::ostringstream sbuf; |
255 | 255 |
sbuf << "Wrong optimal value (" << lp.primal() <<") with " |
256 | 256 |
<< lp.solverName() <<"\n the right optimum is " << exp_opt; |
257 | 257 |
check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str()); |
258 | 258 |
} |
259 | 259 |
} |
260 | 260 |
|
261 | 261 |
void aTest(LpSolver & lp) |
262 | 262 |
{ |
263 | 263 |
typedef LpSolver LP; |
264 | 264 |
|
265 | 265 |
//The following example is very simple |
266 | 266 |
|
267 | 267 |
typedef LpSolver::Row Row; |
268 | 268 |
typedef LpSolver::Col Col; |
269 | 269 |
|
270 | 270 |
|
271 | 271 |
Col x1 = lp.addCol(); |
272 | 272 |
Col x2 = lp.addCol(); |
273 | 273 |
|
274 | 274 |
|
275 | 275 |
//Constraints |
276 | 276 |
Row upright=lp.addRow(x1+2*x2 <=1); |
277 | 277 |
lp.addRow(x1+x2 >=-1); |
278 | 278 |
lp.addRow(x1-x2 <=1); |
279 | 279 |
lp.addRow(x1-x2 >=-1); |
280 | 280 |
//Nonnegativity of the variables |
281 | 281 |
lp.colLowerBound(x1, 0); |
282 | 282 |
lp.colLowerBound(x2, 0); |
283 | 283 |
//Objective function |
284 | 284 |
lp.obj(x1+x2); |
285 | 285 |
|
286 | 286 |
lp.sense(lp.MAX); |
287 | 287 |
|
288 | 288 |
//Testing the problem retrieving routines |
289 | 289 |
check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
290 | 290 |
check(lp.sense() == lp.MAX,"This is a maximization!"); |
291 | 291 |
check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!"); |
292 | 292 |
check(lp.colLowerBound(x1)==0, |
293 | 293 |
"The lower bound for variable x1 should be 0."); |
294 | 294 |
check(lp.colUpperBound(x1)==LpSolver::INF, |
295 | 295 |
"The upper bound for variable x1 should be infty."); |
296 | 296 |
check(lp.rowLowerBound(upright) == -LpSolver::INF, |
297 | 297 |
"The lower bound for the first row should be -infty."); |
298 | 298 |
check(lp.rowUpperBound(upright)==1, |
299 | 299 |
"The upper bound for the first row should be 1."); |
300 | 300 |
LpSolver::Expr e = lp.row(upright); |
301 | 301 |
check(e[x1] == 1, "The first coefficient should 1."); |
302 | 302 |
check(e[x2] == 2, "The second coefficient should 1."); |
303 | 303 |
|
304 | 304 |
lp.row(upright, x1+x2 <=1); |
305 | 305 |
e = lp.row(upright); |
306 | 306 |
check(e[x1] == 1, "The first coefficient should 1."); |
307 | 307 |
check(e[x2] == 1, "The second coefficient should 1."); |
308 | 308 |
|
309 | 309 |
LpSolver::DualExpr de = lp.col(x1); |
310 | 310 |
check( de[upright] == 1, "The first coefficient should 1."); |
311 | 311 |
|
312 | 312 |
LpSolver* clp = lp.cloneSolver(); |
313 | 313 |
|
314 | 314 |
//Testing the problem retrieving routines |
315 | 315 |
check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
316 | 316 |
check(clp->sense() == clp->MAX,"This is a maximization!"); |
317 | 317 |
check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!"); |
318 | 318 |
// std::cout<<lp.colLowerBound(x1)<<std::endl; |
319 | 319 |
check(clp->colLowerBound(x1)==0, |
320 | 320 |
"The lower bound for variable x1 should be 0."); |
321 | 321 |
check(clp->colUpperBound(x1)==LpSolver::INF, |
322 | 322 |
"The upper bound for variable x1 should be infty."); |
323 | 323 |
|
324 | 324 |
check(lp.rowLowerBound(upright)==-LpSolver::INF, |
325 | 325 |
"The lower bound for the first row should be -infty."); |
326 | 326 |
check(lp.rowUpperBound(upright)==1, |
327 | 327 |
"The upper bound for the first row should be 1."); |
328 | 328 |
e = clp->row(upright); |
329 | 329 |
check(e[x1] == 1, "The first coefficient should 1."); |
330 | 330 |
check(e[x2] == 1, "The second coefficient should 1."); |
331 | 331 |
|
332 | 332 |
de = clp->col(x1); |
333 | 333 |
check(de[upright] == 1, "The first coefficient should 1."); |
334 | 334 |
|
335 | 335 |
delete clp; |
336 | 336 |
|
337 | 337 |
//Maximization of x1+x2 |
338 | 338 |
//over the triangle with vertices (0,0) (0,1) (1,0) |
339 | 339 |
double expected_opt=1; |
340 | 340 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
341 | 341 |
|
342 | 342 |
//Minimization |
343 | 343 |
lp.sense(lp.MIN); |
344 | 344 |
expected_opt=0; |
345 | 345 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
346 | 346 |
|
347 | 347 |
//Vertex (-1,0) instead of (0,0) |
348 | 348 |
lp.colLowerBound(x1, -LpSolver::INF); |
349 | 349 |
expected_opt=-1; |
350 | 350 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
351 | 351 |
|
352 | 352 |
//Erase one constraint and return to maximization |
353 | 353 |
lp.erase(upright); |
354 | 354 |
lp.sense(lp.MAX); |
355 | 355 |
expected_opt=LpSolver::INF; |
356 | 356 |
solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt); |
357 | 357 |
|
358 | 358 |
//Infeasibilty |
359 | 359 |
lp.addRow(x1+x2 <=-2); |
360 | 360 |
solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt); |
361 | 361 |
|
362 | 362 |
} |
363 | 363 |
|
364 | 364 |
template<class LP> |
365 | 365 |
void cloneTest() |
366 | 366 |
{ |
367 | 367 |
//Test for clone/new |
368 |
|
|
368 |
|
|
369 | 369 |
LP* lp = new LP(); |
370 | 370 |
LP* lpnew = lp->newSolver(); |
371 | 371 |
LP* lpclone = lp->cloneSolver(); |
372 | 372 |
delete lp; |
373 | 373 |
delete lpnew; |
374 | 374 |
delete lpclone; |
375 | 375 |
} |
376 | 376 |
|
377 | 377 |
int main() |
378 | 378 |
{ |
379 | 379 |
LpSkeleton lp_skel; |
380 | 380 |
lpTest(lp_skel); |
381 | 381 |
|
382 | 382 |
#ifdef HAVE_GLPK |
383 | 383 |
{ |
384 | 384 |
GlpkLp lp_glpk1,lp_glpk2; |
385 | 385 |
lpTest(lp_glpk1); |
386 | 386 |
aTest(lp_glpk2); |
387 | 387 |
cloneTest<GlpkLp>(); |
388 | 388 |
} |
389 | 389 |
#endif |
390 | 390 |
|
391 | 391 |
#ifdef HAVE_CPLEX |
392 | 392 |
try { |
393 | 393 |
CplexLp lp_cplex1,lp_cplex2; |
394 | 394 |
lpTest(lp_cplex1); |
395 | 395 |
aTest(lp_cplex2); |
396 |
cloneTest<CplexLp>(); |
|
396 | 397 |
} catch (CplexEnv::LicenseError& error) { |
397 | 398 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
398 | 399 |
check(false, error.what()); |
399 | 400 |
#else |
400 | 401 |
std::cerr << error.what() << std::endl; |
401 | 402 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
402 | 403 |
#endif |
403 | 404 |
} |
404 |
cloneTest<CplexLp>(); |
|
405 | 405 |
#endif |
406 | 406 |
|
407 | 407 |
#ifdef HAVE_SOPLEX |
408 | 408 |
{ |
409 | 409 |
SoplexLp lp_soplex1,lp_soplex2; |
410 | 410 |
lpTest(lp_soplex1); |
411 | 411 |
aTest(lp_soplex2); |
412 | 412 |
cloneTest<SoplexLp>(); |
413 | 413 |
} |
414 | 414 |
#endif |
415 | 415 |
|
416 | 416 |
#ifdef HAVE_CLP |
417 | 417 |
{ |
418 | 418 |
ClpLp lp_clp1,lp_clp2; |
419 | 419 |
lpTest(lp_clp1); |
420 | 420 |
aTest(lp_clp2); |
421 | 421 |
cloneTest<ClpLp>(); |
422 | 422 |
} |
423 | 423 |
#endif |
424 | 424 |
|
425 | 425 |
return 0; |
426 | 426 |
} |
1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
2 | 2 |
* |
3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
4 | 4 |
* |
5 |
* Copyright (C) 2003- |
|
5 |
* Copyright (C) 2003-2009 |
|
6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
8 | 8 |
* |
9 | 9 |
* Permission to use, modify and distribute this software is granted |
10 | 10 |
* provided that this copyright notice appears in all copies. For |
11 | 11 |
* precise terms see the accompanying LICENSE file. |
12 | 12 |
* |
13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
14 | 14 |
* express or implied, and with no claim as to its suitability for any |
15 | 15 |
* purpose. |
16 | 16 |
* |
17 | 17 |
*/ |
18 | 18 |
|
19 | 19 |
#include "test_tools.h" |
20 | 20 |
|
21 | 21 |
|
22 | 22 |
#ifdef HAVE_CONFIG_H |
23 | 23 |
#include <lemon/config.h> |
24 | 24 |
#endif |
25 | 25 |
|
26 | 26 |
#ifdef HAVE_CPLEX |
27 | 27 |
#include <lemon/cplex.h> |
28 | 28 |
#endif |
29 | 29 |
|
30 | 30 |
#ifdef HAVE_GLPK |
31 | 31 |
#include <lemon/glpk.h> |
32 | 32 |
#endif |
33 | 33 |
|
34 | 34 |
|
35 | 35 |
using namespace lemon; |
36 | 36 |
|
37 | 37 |
void solveAndCheck(MipSolver& mip, MipSolver::ProblemType stat, |
38 | 38 |
double exp_opt) { |
39 | 39 |
using std::string; |
40 | 40 |
|
41 | 41 |
mip.solve(); |
42 | 42 |
//int decimal,sign; |
43 | 43 |
std::ostringstream buf; |
44 | 44 |
buf << "Type should be: " << int(stat)<<" and it is "<<int(mip.type()); |
45 | 45 |
|
46 | 46 |
|
47 | 47 |
// itoa(stat,buf1, 10); |
48 | 48 |
check(mip.type()==stat, buf.str()); |
49 | 49 |
|
50 | 50 |
if (stat == MipSolver::OPTIMAL) { |
51 | 51 |
std::ostringstream sbuf; |
52 | 52 |
buf << "Wrong optimal value: the right optimum is " << exp_opt; |
53 | 53 |
check(std::abs(mip.solValue()-exp_opt) < 1e-3, sbuf.str()); |
54 | 54 |
//+ecvt(exp_opt,2) |
55 | 55 |
} |
56 | 56 |
} |
57 | 57 |
|
58 | 58 |
void aTest(MipSolver& mip) |
59 | 59 |
{ |
60 | 60 |
//The following example is very simple |
61 | 61 |
|
62 | 62 |
|
63 | 63 |
typedef MipSolver::Row Row; |
64 | 64 |
typedef MipSolver::Col Col; |
65 | 65 |
|
66 | 66 |
|
67 | 67 |
|
68 | 68 |
Col x1 = mip.addCol(); |
69 | 69 |
Col x2 = mip.addCol(); |
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 |
template<class MIP> |
110 | 110 |
void cloneTest() |
111 | 111 |
{ |
112 |
|
|
112 |
|
|
113 | 113 |
MIP* mip = new MIP(); |
114 | 114 |
MIP* mipnew = mip->newSolver(); |
115 | 115 |
MIP* mipclone = mip->cloneSolver(); |
116 | 116 |
delete mip; |
117 | 117 |
delete mipnew; |
118 | 118 |
delete mipclone; |
119 | 119 |
} |
120 | 120 |
|
121 | 121 |
int main() |
122 | 122 |
{ |
123 | 123 |
|
124 | 124 |
#ifdef HAVE_GLPK |
125 | 125 |
{ |
126 | 126 |
GlpkMip mip1; |
127 | 127 |
aTest(mip1); |
128 | 128 |
cloneTest<GlpkMip>(); |
129 | 129 |
} |
130 | 130 |
#endif |
131 | 131 |
|
132 | 132 |
#ifdef HAVE_CPLEX |
133 | 133 |
try { |
134 | 134 |
CplexMip mip2; |
135 | 135 |
aTest(mip2); |
136 |
cloneTest<CplexMip>(); |
|
136 | 137 |
} catch (CplexEnv::LicenseError& error) { |
137 | 138 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
138 | 139 |
check(false, error.what()); |
139 | 140 |
#else |
140 | 141 |
std::cerr << error.what() << std::endl; |
141 | 142 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
142 | 143 |
#endif |
143 | 144 |
} |
144 |
cloneTest<CplexMip>(); |
|
145 | 145 |
#endif |
146 | 146 |
|
147 | 147 |
return 0; |
148 | 148 |
|
149 | 149 |
} |
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