0
13
0
2
2
5
3
10
8
10
21
29
21
24
1
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 | 5 |
* Copyright (C) 2003-2008 |
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 <lemon/clp.h> |
20 | 20 |
#include <coin/ClpSimplex.hpp> |
21 | 21 |
|
22 | 22 |
namespace lemon { |
23 | 23 |
|
24 | 24 |
ClpLp::ClpLp() { |
25 | 25 |
_prob = new ClpSimplex(); |
26 | 26 |
_init_temporals(); |
27 | 27 |
messageLevel(MESSAGE_NO_OUTPUT); |
28 | 28 |
} |
29 | 29 |
|
30 | 30 |
ClpLp::ClpLp(const ClpLp& other) { |
31 | 31 |
_prob = new ClpSimplex(*other._prob); |
32 | 32 |
rows = other.rows; |
33 | 33 |
cols = other.cols; |
34 | 34 |
_init_temporals(); |
35 | 35 |
messageLevel(MESSAGE_NO_OUTPUT); |
36 | 36 |
} |
37 | 37 |
|
38 | 38 |
ClpLp::~ClpLp() { |
39 | 39 |
delete _prob; |
40 | 40 |
_clear_temporals(); |
41 | 41 |
} |
42 | 42 |
|
43 | 43 |
void ClpLp::_init_temporals() { |
44 | 44 |
_primal_ray = 0; |
45 | 45 |
_dual_ray = 0; |
46 | 46 |
} |
47 | 47 |
|
48 | 48 |
void ClpLp::_clear_temporals() { |
49 | 49 |
if (_primal_ray) { |
50 | 50 |
delete[] _primal_ray; |
51 | 51 |
_primal_ray = 0; |
52 | 52 |
} |
53 | 53 |
if (_dual_ray) { |
54 | 54 |
delete[] _dual_ray; |
55 | 55 |
_dual_ray = 0; |
56 | 56 |
} |
57 | 57 |
} |
58 | 58 |
|
59 |
ClpLp* ClpLp:: |
|
59 |
ClpLp* ClpLp::newSolver() const { |
|
60 | 60 |
ClpLp* newlp = new ClpLp; |
61 | 61 |
return newlp; |
62 | 62 |
} |
63 | 63 |
|
64 |
ClpLp* ClpLp:: |
|
64 |
ClpLp* ClpLp::cloneSolver() const { |
|
65 | 65 |
ClpLp* copylp = new ClpLp(*this); |
66 | 66 |
return copylp; |
67 | 67 |
} |
68 | 68 |
|
69 | 69 |
const char* ClpLp::_solverName() const { return "ClpLp"; } |
70 | 70 |
|
71 | 71 |
int ClpLp::_addCol() { |
72 | 72 |
_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0); |
73 | 73 |
return _prob->numberColumns() - 1; |
74 | 74 |
} |
75 | 75 |
|
76 | 76 |
int ClpLp::_addRow() { |
77 | 77 |
_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
78 | 78 |
return _prob->numberRows() - 1; |
79 | 79 |
} |
80 | 80 |
|
81 | 81 |
|
82 | 82 |
void ClpLp::_eraseCol(int c) { |
83 | 83 |
_col_names_ref.erase(_prob->getColumnName(c)); |
84 | 84 |
_prob->deleteColumns(1, &c); |
85 | 85 |
} |
86 | 86 |
|
87 | 87 |
void ClpLp::_eraseRow(int r) { |
88 | 88 |
_row_names_ref.erase(_prob->getRowName(r)); |
89 | 89 |
_prob->deleteRows(1, &r); |
90 | 90 |
} |
91 | 91 |
|
92 | 92 |
void ClpLp::_eraseColId(int i) { |
93 | 93 |
cols.eraseIndex(i); |
94 | 94 |
cols.shiftIndices(i); |
95 | 95 |
} |
96 | 96 |
|
97 | 97 |
void ClpLp::_eraseRowId(int i) { |
98 | 98 |
rows.eraseIndex(i); |
99 | 99 |
rows.shiftIndices(i); |
100 | 100 |
} |
101 | 101 |
|
102 | 102 |
void ClpLp::_getColName(int c, std::string& name) const { |
103 | 103 |
name = _prob->getColumnName(c); |
104 | 104 |
} |
105 | 105 |
|
106 | 106 |
void ClpLp::_setColName(int c, const std::string& name) { |
107 | 107 |
_prob->setColumnName(c, const_cast<std::string&>(name)); |
108 | 108 |
_col_names_ref[name] = c; |
109 | 109 |
} |
110 | 110 |
|
111 | 111 |
int ClpLp::_colByName(const std::string& name) const { |
112 | 112 |
std::map<std::string, int>::const_iterator it = _col_names_ref.find(name); |
113 | 113 |
return it != _col_names_ref.end() ? it->second : -1; |
114 | 114 |
} |
115 | 115 |
|
116 | 116 |
void ClpLp::_getRowName(int r, std::string& name) const { |
117 | 117 |
name = _prob->getRowName(r); |
118 | 118 |
} |
119 | 119 |
|
120 | 120 |
void ClpLp::_setRowName(int r, const std::string& name) { |
121 | 121 |
_prob->setRowName(r, const_cast<std::string&>(name)); |
122 | 122 |
_row_names_ref[name] = r; |
123 | 123 |
} |
124 | 124 |
|
125 | 125 |
int ClpLp::_rowByName(const std::string& name) const { |
126 | 126 |
std::map<std::string, int>::const_iterator it = _row_names_ref.find(name); |
127 | 127 |
return it != _row_names_ref.end() ? it->second : -1; |
128 | 128 |
} |
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 | 5 |
* Copyright (C) 2003-2008 |
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_CLP_H |
20 | 20 |
#define LEMON_CLP_H |
21 | 21 |
|
22 | 22 |
///\file |
23 | 23 |
///\brief Header of the LEMON-CLP lp solver interface. |
24 | 24 |
|
25 | 25 |
#include <vector> |
26 | 26 |
#include <string> |
27 | 27 |
|
28 | 28 |
#include <lemon/lp_base.h> |
29 | 29 |
|
30 | 30 |
class ClpSimplex; |
31 | 31 |
|
32 | 32 |
namespace lemon { |
33 | 33 |
|
34 | 34 |
/// \ingroup lp_group |
35 | 35 |
/// |
36 | 36 |
/// \brief Interface for the CLP solver |
37 | 37 |
/// |
38 | 38 |
/// This class implements an interface for the Clp LP solver. The |
39 | 39 |
/// Clp library is an object oriented lp solver library developed at |
40 | 40 |
/// the IBM. The CLP is part of the COIN-OR package and it can be |
41 | 41 |
/// used with Common Public License. |
42 | 42 |
class ClpLp : public LpSolver { |
43 | 43 |
protected: |
44 | 44 |
|
45 | 45 |
ClpSimplex* _prob; |
46 | 46 |
|
47 | 47 |
std::map<std::string, int> _col_names_ref; |
48 | 48 |
std::map<std::string, int> _row_names_ref; |
49 | 49 |
|
50 | 50 |
public: |
51 | 51 |
|
52 | 52 |
/// \e |
53 | 53 |
ClpLp(); |
54 | 54 |
/// \e |
55 | 55 |
ClpLp(const ClpLp&); |
56 | 56 |
/// \e |
57 | 57 |
~ClpLp(); |
58 | 58 |
|
59 |
/// \e |
|
60 |
virtual ClpLp* newSolver() const; |
|
61 |
/// \e |
|
62 |
virtual ClpLp* cloneSolver() const; |
|
63 |
|
|
59 | 64 |
protected: |
60 | 65 |
|
61 | 66 |
mutable double* _primal_ray; |
62 | 67 |
mutable double* _dual_ray; |
63 | 68 |
|
64 | 69 |
void _init_temporals(); |
65 | 70 |
void _clear_temporals(); |
66 | 71 |
|
67 | 72 |
protected: |
68 | 73 |
|
69 |
virtual ClpLp* _newSolver() const; |
|
70 |
virtual ClpLp* _cloneSolver() const; |
|
71 |
|
|
72 | 74 |
virtual const char* _solverName() const; |
73 | 75 |
|
74 | 76 |
virtual int _addCol(); |
75 | 77 |
virtual int _addRow(); |
76 | 78 |
|
77 | 79 |
virtual void _eraseCol(int i); |
78 | 80 |
virtual void _eraseRow(int i); |
79 | 81 |
|
80 | 82 |
virtual void _eraseColId(int i); |
81 | 83 |
virtual void _eraseRowId(int i); |
82 | 84 |
|
83 | 85 |
virtual void _getColName(int col, std::string& name) const; |
84 | 86 |
virtual void _setColName(int col, const std::string& name); |
85 | 87 |
virtual int _colByName(const std::string& name) const; |
86 | 88 |
|
87 | 89 |
virtual void _getRowName(int row, std::string& name) const; |
88 | 90 |
virtual void _setRowName(int row, const std::string& name); |
89 | 91 |
virtual int _rowByName(const std::string& name) const; |
90 | 92 |
|
91 | 93 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
92 | 94 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
93 | 95 |
|
94 | 96 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
95 | 97 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
96 | 98 |
|
97 | 99 |
virtual void _setCoeff(int row, int col, Value value); |
98 | 100 |
virtual Value _getCoeff(int row, int col) const; |
99 | 101 |
|
100 | 102 |
virtual void _setColLowerBound(int i, Value value); |
101 | 103 |
virtual Value _getColLowerBound(int i) const; |
102 | 104 |
virtual void _setColUpperBound(int i, Value value); |
103 | 105 |
virtual Value _getColUpperBound(int i) const; |
104 | 106 |
|
105 | 107 |
virtual void _setRowLowerBound(int i, Value value); |
106 | 108 |
virtual Value _getRowLowerBound(int i) const; |
107 | 109 |
virtual void _setRowUpperBound(int i, Value value); |
108 | 110 |
virtual Value _getRowUpperBound(int i) const; |
109 | 111 |
|
110 | 112 |
virtual void _setObjCoeffs(ExprIterator, ExprIterator); |
111 | 113 |
virtual void _getObjCoeffs(InsertIterator) const; |
112 | 114 |
|
113 | 115 |
virtual void _setObjCoeff(int i, Value obj_coef); |
114 | 116 |
virtual Value _getObjCoeff(int i) const; |
115 | 117 |
|
116 | 118 |
virtual void _setSense(Sense sense); |
117 | 119 |
virtual Sense _getSense() const; |
118 | 120 |
|
119 | 121 |
virtual SolveExitStatus _solve(); |
120 | 122 |
|
121 | 123 |
virtual Value _getPrimal(int i) const; |
122 | 124 |
virtual Value _getDual(int i) const; |
123 | 125 |
|
124 | 126 |
virtual Value _getPrimalValue() const; |
125 | 127 |
|
126 | 128 |
virtual Value _getPrimalRay(int i) const; |
127 | 129 |
virtual Value _getDualRay(int i) const; |
128 | 130 |
|
129 | 131 |
virtual VarStatus _getColStatus(int i) const; |
130 | 132 |
virtual VarStatus _getRowStatus(int i) const; |
131 | 133 |
|
132 | 134 |
virtual ProblemType _getPrimalType() const; |
133 | 135 |
virtual ProblemType _getDualType() const; |
134 | 136 |
|
135 | 137 |
virtual void _clear(); |
... | ... |
@@ -390,130 +390,130 @@ |
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 | 444 |
: LpBase(), CplexBase(), LpSolver() {} |
445 | 445 |
|
446 | 446 |
CplexLp::CplexLp(const CplexEnv& env) |
447 | 447 |
: LpBase(), CplexBase(env), LpSolver() {} |
448 | 448 |
|
449 | 449 |
CplexLp::CplexLp(const CplexLp& other) |
450 | 450 |
: LpBase(), CplexBase(other), LpSolver() {} |
451 | 451 |
|
452 | 452 |
CplexLp::~CplexLp() {} |
453 | 453 |
|
454 |
CplexLp* CplexLp::_newSolver() const { return new CplexLp; } |
|
455 |
CplexLp* CplexLp::_cloneSolver() const {return new CplexLp(*this); } |
|
454 |
CplexLp* CplexLp::newSolver() const { return new CplexLp; } |
|
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(); |
... | ... |
@@ -762,130 +762,130 @@ |
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 | 801 |
: LpBase(), CplexBase(), MipSolver() { |
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 | 811 |
: LpBase(), CplexBase(env), MipSolver() { |
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 | 822 |
: LpBase(), CplexBase(other), MipSolver() {} |
823 | 823 |
|
824 | 824 |
CplexMip::~CplexMip() {} |
825 | 825 |
|
826 |
CplexMip* CplexMip::_newSolver() const { return new CplexMip; } |
|
827 |
CplexMip* CplexMip::_cloneSolver() const {return new CplexMip(*this); } |
|
826 |
CplexMip* CplexMip::newSolver() const { return new CplexMip; } |
|
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: |
... | ... |
@@ -99,158 +99,160 @@ |
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 |
class CplexLp : public |
|
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 |
/// \e |
|
175 |
virtual CplexLp* cloneSolver() const; |
|
176 |
/// \e |
|
177 |
virtual CplexLp* newSolver() const; |
|
178 |
|
|
174 | 179 |
private: |
175 | 180 |
|
176 | 181 |
// these values cannot retrieved element by element |
177 | 182 |
mutable std::vector<int> _col_status; |
178 | 183 |
mutable std::vector<int> _row_status; |
179 | 184 |
|
180 | 185 |
mutable std::vector<Value> _primal_ray; |
181 | 186 |
mutable std::vector<Value> _dual_ray; |
182 | 187 |
|
183 | 188 |
void _clear_temporals(); |
184 | 189 |
|
185 | 190 |
SolveExitStatus convertStatus(int status); |
186 | 191 |
|
187 | 192 |
protected: |
188 | 193 |
|
189 |
virtual CplexLp* _cloneSolver() const; |
|
190 |
virtual CplexLp* _newSolver() const; |
|
191 |
|
|
192 | 194 |
virtual const char* _solverName() const; |
193 | 195 |
|
194 | 196 |
virtual SolveExitStatus _solve(); |
195 | 197 |
virtual Value _getPrimal(int i) const; |
196 | 198 |
virtual Value _getDual(int i) const; |
197 | 199 |
virtual Value _getPrimalValue() const; |
198 | 200 |
|
199 | 201 |
virtual VarStatus _getColStatus(int i) const; |
200 | 202 |
virtual VarStatus _getRowStatus(int i) const; |
201 | 203 |
|
202 | 204 |
virtual Value _getPrimalRay(int i) const; |
203 | 205 |
virtual Value _getDualRay(int i) const; |
204 | 206 |
|
205 | 207 |
virtual ProblemType _getPrimalType() const; |
206 | 208 |
virtual ProblemType _getDualType() const; |
207 | 209 |
|
208 | 210 |
public: |
209 | 211 |
|
210 | 212 |
/// Solve with primal simplex method |
211 | 213 |
SolveExitStatus solvePrimal(); |
212 | 214 |
|
213 | 215 |
/// Solve with dual simplex method |
214 | 216 |
SolveExitStatus solveDual(); |
215 | 217 |
|
216 | 218 |
/// Solve with barrier method |
217 | 219 |
SolveExitStatus solveBarrier(); |
218 | 220 |
|
219 | 221 |
}; |
220 | 222 |
|
221 | 223 |
/// \brief Interface for the CPLEX MIP solver |
222 | 224 |
/// |
223 | 225 |
/// This class implements an interface for the CPLEX MIP solver. |
224 | 226 |
///\ingroup lp_group |
225 |
class CplexMip : public |
|
227 |
class CplexMip : public MipSolver, public CplexBase { |
|
226 | 228 |
public: |
227 | 229 |
/// \e |
228 | 230 |
CplexMip(); |
229 | 231 |
/// \e |
230 | 232 |
CplexMip(const CplexEnv&); |
231 | 233 |
/// \e |
232 | 234 |
CplexMip(const CplexMip&); |
233 | 235 |
/// \e |
234 | 236 |
virtual ~CplexMip(); |
235 | 237 |
|
236 | 238 |
protected: |
237 | 239 |
|
238 | 240 |
virtual CplexMip* _cloneSolver() const; |
239 | 241 |
virtual CplexMip* _newSolver() const; |
240 | 242 |
|
241 | 243 |
virtual const char* _solverName() const; |
242 | 244 |
|
243 | 245 |
virtual ColTypes _getColType(int col) const; |
244 | 246 |
virtual void _setColType(int col, ColTypes col_type); |
245 | 247 |
|
246 | 248 |
virtual SolveExitStatus _solve(); |
247 | 249 |
virtual ProblemType _getType() const; |
248 | 250 |
virtual Value _getSol(int i) const; |
249 | 251 |
virtual Value _getSolValue() const; |
250 | 252 |
|
251 | 253 |
}; |
252 | 254 |
|
253 | 255 |
} //END OF NAMESPACE LEMON |
254 | 256 |
|
255 | 257 |
#endif //LEMON_CPLEX_H |
256 | 258 |
... | ... |
@@ -473,130 +473,130 @@ |
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 |
// GlpkLp members |
526 | 526 |
|
527 | 527 |
GlpkLp::GlpkLp() |
528 | 528 |
: LpBase(), GlpkBase(), LpSolver() { |
529 | 529 |
messageLevel(MESSAGE_NO_OUTPUT); |
530 | 530 |
} |
531 | 531 |
|
532 | 532 |
GlpkLp::GlpkLp(const GlpkLp& other) |
533 | 533 |
: LpBase(other), GlpkBase(other), LpSolver(other) { |
534 | 534 |
messageLevel(MESSAGE_NO_OUTPUT); |
535 | 535 |
} |
536 | 536 |
|
537 |
GlpkLp* GlpkLp::_newSolver() const { return new GlpkLp; } |
|
538 |
GlpkLp* GlpkLp::_cloneSolver() const { return new GlpkLp(*this); } |
|
537 |
GlpkLp* GlpkLp::newSolver() const { return new GlpkLp; } |
|
538 |
GlpkLp* GlpkLp::cloneSolver() const { return new GlpkLp(*this); } |
|
539 | 539 |
|
540 | 540 |
const char* GlpkLp::_solverName() const { return "GlpkLp"; } |
541 | 541 |
|
542 | 542 |
void GlpkLp::_clear_temporals() { |
543 | 543 |
_primal_ray.clear(); |
544 | 544 |
_dual_ray.clear(); |
545 | 545 |
} |
546 | 546 |
|
547 | 547 |
GlpkLp::SolveExitStatus GlpkLp::_solve() { |
548 | 548 |
return solvePrimal(); |
549 | 549 |
} |
550 | 550 |
|
551 | 551 |
GlpkLp::SolveExitStatus GlpkLp::solvePrimal() { |
552 | 552 |
_clear_temporals(); |
553 | 553 |
|
554 | 554 |
glp_smcp smcp; |
555 | 555 |
glp_init_smcp(&smcp); |
556 | 556 |
|
557 | 557 |
switch (_message_level) { |
558 | 558 |
case MESSAGE_NO_OUTPUT: |
559 | 559 |
smcp.msg_lev = GLP_MSG_OFF; |
560 | 560 |
break; |
561 | 561 |
case MESSAGE_ERROR_MESSAGE: |
562 | 562 |
smcp.msg_lev = GLP_MSG_ERR; |
563 | 563 |
break; |
564 | 564 |
case MESSAGE_NORMAL_OUTPUT: |
565 | 565 |
smcp.msg_lev = GLP_MSG_ON; |
566 | 566 |
break; |
567 | 567 |
case MESSAGE_FULL_OUTPUT: |
568 | 568 |
smcp.msg_lev = GLP_MSG_ALL; |
569 | 569 |
break; |
570 | 570 |
} |
571 | 571 |
|
572 | 572 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
573 | 573 |
return SOLVED; |
574 | 574 |
} |
575 | 575 |
|
576 | 576 |
GlpkLp::SolveExitStatus GlpkLp::solveDual() { |
577 | 577 |
_clear_temporals(); |
578 | 578 |
|
579 | 579 |
glp_smcp smcp; |
580 | 580 |
glp_init_smcp(&smcp); |
581 | 581 |
|
582 | 582 |
switch (_message_level) { |
583 | 583 |
case MESSAGE_NO_OUTPUT: |
584 | 584 |
smcp.msg_lev = GLP_MSG_OFF; |
585 | 585 |
break; |
586 | 586 |
case MESSAGE_ERROR_MESSAGE: |
587 | 587 |
smcp.msg_lev = GLP_MSG_ERR; |
588 | 588 |
break; |
589 | 589 |
case MESSAGE_NORMAL_OUTPUT: |
590 | 590 |
smcp.msg_lev = GLP_MSG_ON; |
591 | 591 |
break; |
592 | 592 |
case MESSAGE_FULL_OUTPUT: |
593 | 593 |
smcp.msg_lev = GLP_MSG_ALL; |
594 | 594 |
break; |
595 | 595 |
} |
596 | 596 |
smcp.meth = GLP_DUAL; |
597 | 597 |
|
598 | 598 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
599 | 599 |
return SOLVED; |
600 | 600 |
} |
601 | 601 |
|
602 | 602 |
GlpkLp::Value GlpkLp::_getPrimal(int i) const { |
... | ... |
@@ -879,74 +879,74 @@ |
879 | 879 |
if (glp_get_status(lp) != GLP_OPT) return SOLVED; |
880 | 880 |
|
881 | 881 |
glp_iocp iocp; |
882 | 882 |
glp_init_iocp(&iocp); |
883 | 883 |
|
884 | 884 |
switch (_message_level) { |
885 | 885 |
case MESSAGE_NO_OUTPUT: |
886 | 886 |
iocp.msg_lev = GLP_MSG_OFF; |
887 | 887 |
break; |
888 | 888 |
case MESSAGE_ERROR_MESSAGE: |
889 | 889 |
iocp.msg_lev = GLP_MSG_ERR; |
890 | 890 |
break; |
891 | 891 |
case MESSAGE_NORMAL_OUTPUT: |
892 | 892 |
iocp.msg_lev = GLP_MSG_ON; |
893 | 893 |
break; |
894 | 894 |
case MESSAGE_FULL_OUTPUT: |
895 | 895 |
iocp.msg_lev = GLP_MSG_ALL; |
896 | 896 |
break; |
897 | 897 |
} |
898 | 898 |
|
899 | 899 |
if (glp_intopt(lp, &iocp) != 0) return UNSOLVED; |
900 | 900 |
return SOLVED; |
901 | 901 |
} |
902 | 902 |
|
903 | 903 |
|
904 | 904 |
GlpkMip::ProblemType GlpkMip::_getType() const { |
905 | 905 |
switch (glp_get_status(lp)) { |
906 | 906 |
case GLP_OPT: |
907 | 907 |
switch (glp_mip_status(lp)) { |
908 | 908 |
case GLP_UNDEF: |
909 | 909 |
return UNDEFINED; |
910 | 910 |
case GLP_NOFEAS: |
911 | 911 |
return INFEASIBLE; |
912 | 912 |
case GLP_FEAS: |
913 | 913 |
return FEASIBLE; |
914 | 914 |
case GLP_OPT: |
915 | 915 |
return OPTIMAL; |
916 | 916 |
default: |
917 | 917 |
LEMON_ASSERT(false, "Wrong problem type."); |
918 | 918 |
return GlpkMip::ProblemType(); |
919 | 919 |
} |
920 | 920 |
case GLP_NOFEAS: |
921 | 921 |
return INFEASIBLE; |
922 | 922 |
case GLP_INFEAS: |
923 | 923 |
case GLP_FEAS: |
924 | 924 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) { |
925 | 925 |
return UNBOUNDED; |
926 | 926 |
} else { |
927 | 927 |
return UNDEFINED; |
928 | 928 |
} |
929 | 929 |
default: |
930 | 930 |
LEMON_ASSERT(false, "Wrong problem type."); |
931 | 931 |
return GlpkMip::ProblemType(); |
932 | 932 |
} |
933 | 933 |
} |
934 | 934 |
|
935 | 935 |
GlpkMip::Value GlpkMip::_getSol(int i) const { |
936 | 936 |
return glp_mip_col_val(lp, i); |
937 | 937 |
} |
938 | 938 |
|
939 | 939 |
GlpkMip::Value GlpkMip::_getSolValue() const { |
940 | 940 |
return glp_mip_obj_val(lp); |
941 | 941 |
} |
942 | 942 |
|
943 |
GlpkMip* GlpkMip::_newSolver() const { return new GlpkMip; } |
|
944 |
GlpkMip* GlpkMip::_cloneSolver() const {return new GlpkMip(*this); } |
|
943 |
GlpkMip* GlpkMip::newSolver() const { return new GlpkMip; } |
|
944 |
GlpkMip* GlpkMip::cloneSolver() const {return new GlpkMip(*this); } |
|
945 | 945 |
|
946 | 946 |
const char* GlpkMip::_solverName() const { return "GlpkMip"; } |
947 | 947 |
|
948 | 948 |
void GlpkMip::messageLevel(MessageLevel m) { |
949 | 949 |
_message_level = m; |
950 | 950 |
} |
951 | 951 |
|
952 | 952 |
} //END OF NAMESPACE LEMON |
... | ... |
@@ -58,202 +58,204 @@ |
58 | 58 |
virtual void _eraseRow(int i); |
59 | 59 |
|
60 | 60 |
virtual void _eraseColId(int i); |
61 | 61 |
virtual void _eraseRowId(int i); |
62 | 62 |
|
63 | 63 |
virtual void _getColName(int col, std::string& name) const; |
64 | 64 |
virtual void _setColName(int col, const std::string& name); |
65 | 65 |
virtual int _colByName(const std::string& name) const; |
66 | 66 |
|
67 | 67 |
virtual void _getRowName(int row, std::string& name) const; |
68 | 68 |
virtual void _setRowName(int row, const std::string& name); |
69 | 69 |
virtual int _rowByName(const std::string& name) const; |
70 | 70 |
|
71 | 71 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
72 | 72 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
73 | 73 |
|
74 | 74 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
75 | 75 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
76 | 76 |
|
77 | 77 |
virtual void _setCoeff(int row, int col, Value value); |
78 | 78 |
virtual Value _getCoeff(int row, int col) const; |
79 | 79 |
|
80 | 80 |
virtual void _setColLowerBound(int i, Value value); |
81 | 81 |
virtual Value _getColLowerBound(int i) const; |
82 | 82 |
|
83 | 83 |
virtual void _setColUpperBound(int i, Value value); |
84 | 84 |
virtual Value _getColUpperBound(int i) const; |
85 | 85 |
|
86 | 86 |
virtual void _setRowLowerBound(int i, Value value); |
87 | 87 |
virtual Value _getRowLowerBound(int i) const; |
88 | 88 |
|
89 | 89 |
virtual void _setRowUpperBound(int i, Value value); |
90 | 90 |
virtual Value _getRowUpperBound(int i) const; |
91 | 91 |
|
92 | 92 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
93 | 93 |
virtual void _getObjCoeffs(InsertIterator b) const; |
94 | 94 |
|
95 | 95 |
virtual void _setObjCoeff(int i, Value obj_coef); |
96 | 96 |
virtual Value _getObjCoeff(int i) const; |
97 | 97 |
|
98 | 98 |
virtual void _setSense(Sense); |
99 | 99 |
virtual Sense _getSense() const; |
100 | 100 |
|
101 | 101 |
virtual void _clear(); |
102 | 102 |
|
103 | 103 |
public: |
104 | 104 |
|
105 | 105 |
///Pointer to the underlying GLPK data structure. |
106 | 106 |
LPX *lpx() {return lp;} |
107 | 107 |
///Const pointer to the underlying GLPK data structure. |
108 | 108 |
const LPX *lpx() const {return lp;} |
109 | 109 |
|
110 | 110 |
///Returns the constraint identifier understood by GLPK. |
111 | 111 |
int lpxRow(Row r) const { return rows(id(r)); } |
112 | 112 |
|
113 | 113 |
///Returns the variable identifier understood by GLPK. |
114 | 114 |
int lpxCol(Col c) const { return cols(id(c)); } |
115 | 115 |
|
116 | 116 |
}; |
117 | 117 |
|
118 | 118 |
/// \brief Interface for the GLPK LP solver |
119 | 119 |
/// |
120 | 120 |
/// This class implements an interface for the GLPK LP solver. |
121 | 121 |
///\ingroup lp_group |
122 |
class GlpkLp : public |
|
122 |
class GlpkLp : public LpSolver, public GlpkBase { |
|
123 | 123 |
public: |
124 | 124 |
|
125 | 125 |
///\e |
126 | 126 |
GlpkLp(); |
127 | 127 |
///\e |
128 | 128 |
GlpkLp(const GlpkLp&); |
129 | 129 |
|
130 |
///\e |
|
131 |
virtual GlpkLp* cloneSolver() const; |
|
132 |
///\e |
|
133 |
virtual GlpkLp* newSolver() const; |
|
134 |
|
|
130 | 135 |
private: |
131 | 136 |
|
132 | 137 |
mutable std::vector<double> _primal_ray; |
133 | 138 |
mutable std::vector<double> _dual_ray; |
134 | 139 |
|
135 | 140 |
void _clear_temporals(); |
136 | 141 |
|
137 | 142 |
protected: |
138 | 143 |
|
139 |
virtual GlpkLp* _cloneSolver() const; |
|
140 |
virtual GlpkLp* _newSolver() const; |
|
141 |
|
|
142 | 144 |
virtual const char* _solverName() const; |
143 | 145 |
|
144 | 146 |
virtual SolveExitStatus _solve(); |
145 | 147 |
virtual Value _getPrimal(int i) const; |
146 | 148 |
virtual Value _getDual(int i) const; |
147 | 149 |
|
148 | 150 |
virtual Value _getPrimalValue() const; |
149 | 151 |
|
150 | 152 |
virtual VarStatus _getColStatus(int i) const; |
151 | 153 |
virtual VarStatus _getRowStatus(int i) const; |
152 | 154 |
|
153 | 155 |
virtual Value _getPrimalRay(int i) const; |
154 | 156 |
virtual Value _getDualRay(int i) const; |
155 | 157 |
|
156 | 158 |
///\todo It should be clarified |
157 | 159 |
/// |
158 | 160 |
virtual ProblemType _getPrimalType() const; |
159 | 161 |
virtual ProblemType _getDualType() const; |
160 | 162 |
|
161 | 163 |
public: |
162 | 164 |
|
163 | 165 |
///Solve with primal simplex |
164 | 166 |
SolveExitStatus solvePrimal(); |
165 | 167 |
|
166 | 168 |
///Solve with dual simplex |
167 | 169 |
SolveExitStatus solveDual(); |
168 | 170 |
|
169 | 171 |
///Turns on or off the presolver |
170 | 172 |
|
171 | 173 |
///Turns on (\c b is \c true) or off (\c b is \c false) the presolver |
172 | 174 |
/// |
173 | 175 |
///The presolver is off by default. |
174 | 176 |
void presolver(bool b); |
175 | 177 |
|
176 | 178 |
///Enum for \c messageLevel() parameter |
177 | 179 |
enum MessageLevel { |
178 | 180 |
/// no output (default value) |
179 | 181 |
MESSAGE_NO_OUTPUT = 0, |
180 | 182 |
/// error messages only |
181 | 183 |
MESSAGE_ERROR_MESSAGE = 1, |
182 | 184 |
/// normal output |
183 | 185 |
MESSAGE_NORMAL_OUTPUT = 2, |
184 | 186 |
/// full output (includes informational messages) |
185 | 187 |
MESSAGE_FULL_OUTPUT = 3 |
186 | 188 |
}; |
187 | 189 |
|
188 | 190 |
private: |
189 | 191 |
|
190 | 192 |
MessageLevel _message_level; |
191 | 193 |
|
192 | 194 |
public: |
193 | 195 |
|
194 | 196 |
///Set the verbosity of the messages |
195 | 197 |
|
196 | 198 |
///Set the verbosity of the messages |
197 | 199 |
/// |
198 | 200 |
///\param m is the level of the messages output by the solver routines. |
199 | 201 |
void messageLevel(MessageLevel m); |
200 | 202 |
}; |
201 | 203 |
|
202 | 204 |
/// \brief Interface for the GLPK MIP solver |
203 | 205 |
/// |
204 | 206 |
/// This class implements an interface for the GLPK MIP solver. |
205 | 207 |
///\ingroup lp_group |
206 |
class GlpkMip : public |
|
208 |
class GlpkMip : public MipSolver, public GlpkBase { |
|
207 | 209 |
public: |
208 | 210 |
|
209 | 211 |
///\e |
210 | 212 |
GlpkMip(); |
211 | 213 |
///\e |
212 | 214 |
GlpkMip(const GlpkMip&); |
213 | 215 |
|
216 |
virtual GlpkMip* cloneSolver() const; |
|
217 |
virtual GlpkMip* newSolver() const; |
|
218 |
|
|
214 | 219 |
protected: |
215 | 220 |
|
216 |
virtual GlpkMip* _cloneSolver() const; |
|
217 |
virtual GlpkMip* _newSolver() const; |
|
218 |
|
|
219 | 221 |
virtual const char* _solverName() const; |
220 | 222 |
|
221 | 223 |
virtual ColTypes _getColType(int col) const; |
222 | 224 |
virtual void _setColType(int col, ColTypes col_type); |
223 | 225 |
|
224 | 226 |
virtual SolveExitStatus _solve(); |
225 | 227 |
virtual ProblemType _getType() const; |
226 | 228 |
virtual Value _getSol(int i) const; |
227 | 229 |
virtual Value _getSolValue() const; |
228 | 230 |
|
229 | 231 |
///Enum for \c messageLevel() parameter |
230 | 232 |
enum MessageLevel { |
231 | 233 |
/// no output (default value) |
232 | 234 |
MESSAGE_NO_OUTPUT = 0, |
233 | 235 |
/// error messages only |
234 | 236 |
MESSAGE_ERROR_MESSAGE = 1, |
235 | 237 |
/// normal output |
236 | 238 |
MESSAGE_NORMAL_OUTPUT = 2, |
237 | 239 |
/// full output (includes informational messages) |
238 | 240 |
MESSAGE_FULL_OUTPUT = 3 |
239 | 241 |
}; |
240 | 242 |
|
241 | 243 |
private: |
242 | 244 |
|
243 | 245 |
MessageLevel _message_level; |
244 | 246 |
|
245 | 247 |
public: |
246 | 248 |
|
247 | 249 |
///Set the verbosity of the messages |
248 | 250 |
|
249 | 251 |
///Set the verbosity of the messages |
250 | 252 |
/// |
251 | 253 |
///\param m is the level of the messages output by the solver routines. |
252 | 254 |
void messageLevel(MessageLevel m); |
253 | 255 |
}; |
254 | 256 |
|
255 | 257 |
|
256 | 258 |
} //END OF NAMESPACE LEMON |
257 | 259 |
|
258 | 260 |
#endif //LEMON_GLPK_H |
259 | 261 |
... | ... |
@@ -857,202 +857,195 @@ |
857 | 857 |
_host.insert(pair_type(_index[value.first], value.second)); |
858 | 858 |
return *this; |
859 | 859 |
} |
860 | 860 |
|
861 | 861 |
InsertIterator& operator*() { return *this; } |
862 | 862 |
InsertIterator& operator++() { return *this; } |
863 | 863 |
InsertIterator operator++(int) { return *this; } |
864 | 864 |
|
865 | 865 |
}; |
866 | 866 |
|
867 | 867 |
class ExprIterator { |
868 | 868 |
private: |
869 | 869 |
std::map<int, Value>::const_iterator _host_it; |
870 | 870 |
const _solver_bits::VarIndex& _index; |
871 | 871 |
public: |
872 | 872 |
|
873 | 873 |
typedef std::bidirectional_iterator_tag iterator_category; |
874 | 874 |
typedef std::ptrdiff_t difference_type; |
875 | 875 |
typedef const std::pair<int, Value> value_type; |
876 | 876 |
typedef value_type reference; |
877 | 877 |
|
878 | 878 |
class pointer { |
879 | 879 |
public: |
880 | 880 |
pointer(value_type& _value) : value(_value) {} |
881 | 881 |
value_type* operator->() { return &value; } |
882 | 882 |
private: |
883 | 883 |
value_type value; |
884 | 884 |
}; |
885 | 885 |
|
886 | 886 |
ExprIterator(const std::map<int, Value>::const_iterator& host_it, |
887 | 887 |
const _solver_bits::VarIndex& index) |
888 | 888 |
: _host_it(host_it), _index(index) {} |
889 | 889 |
|
890 | 890 |
reference operator*() { |
891 | 891 |
return std::make_pair(_index(_host_it->first), _host_it->second); |
892 | 892 |
} |
893 | 893 |
|
894 | 894 |
pointer operator->() { |
895 | 895 |
return pointer(operator*()); |
896 | 896 |
} |
897 | 897 |
|
898 | 898 |
ExprIterator& operator++() { ++_host_it; return *this; } |
899 | 899 |
ExprIterator operator++(int) { |
900 | 900 |
ExprIterator tmp(*this); ++_host_it; return tmp; |
901 | 901 |
} |
902 | 902 |
|
903 | 903 |
ExprIterator& operator--() { --_host_it; return *this; } |
904 | 904 |
ExprIterator operator--(int) { |
905 | 905 |
ExprIterator tmp(*this); --_host_it; return tmp; |
906 | 906 |
} |
907 | 907 |
|
908 | 908 |
bool operator==(const ExprIterator& it) const { |
909 | 909 |
return _host_it == it._host_it; |
910 | 910 |
} |
911 | 911 |
|
912 | 912 |
bool operator!=(const ExprIterator& it) const { |
913 | 913 |
return _host_it != it._host_it; |
914 | 914 |
} |
915 | 915 |
|
916 | 916 |
}; |
917 | 917 |
|
918 | 918 |
protected: |
919 | 919 |
|
920 | 920 |
//Abstract virtual functions |
921 |
virtual LpBase* _newSolver() const = 0; |
|
922 |
virtual LpBase* _cloneSolver() const = 0; |
|
923 | 921 |
|
924 | 922 |
virtual int _addColId(int col) { return cols.addIndex(col); } |
925 | 923 |
virtual int _addRowId(int row) { return rows.addIndex(row); } |
926 | 924 |
|
927 | 925 |
virtual void _eraseColId(int col) { cols.eraseIndex(col); } |
928 | 926 |
virtual void _eraseRowId(int row) { rows.eraseIndex(row); } |
929 | 927 |
|
930 | 928 |
virtual int _addCol() = 0; |
931 | 929 |
virtual int _addRow() = 0; |
932 | 930 |
|
933 | 931 |
virtual void _eraseCol(int col) = 0; |
934 | 932 |
virtual void _eraseRow(int row) = 0; |
935 | 933 |
|
936 | 934 |
virtual void _getColName(int col, std::string& name) const = 0; |
937 | 935 |
virtual void _setColName(int col, const std::string& name) = 0; |
938 | 936 |
virtual int _colByName(const std::string& name) const = 0; |
939 | 937 |
|
940 | 938 |
virtual void _getRowName(int row, std::string& name) const = 0; |
941 | 939 |
virtual void _setRowName(int row, const std::string& name) = 0; |
942 | 940 |
virtual int _rowByName(const std::string& name) const = 0; |
943 | 941 |
|
944 | 942 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
945 | 943 |
virtual void _getRowCoeffs(int i, InsertIterator b) const = 0; |
946 | 944 |
|
947 | 945 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
948 | 946 |
virtual void _getColCoeffs(int i, InsertIterator b) const = 0; |
949 | 947 |
|
950 | 948 |
virtual void _setCoeff(int row, int col, Value value) = 0; |
951 | 949 |
virtual Value _getCoeff(int row, int col) const = 0; |
952 | 950 |
|
953 | 951 |
virtual void _setColLowerBound(int i, Value value) = 0; |
954 | 952 |
virtual Value _getColLowerBound(int i) const = 0; |
955 | 953 |
|
956 | 954 |
virtual void _setColUpperBound(int i, Value value) = 0; |
957 | 955 |
virtual Value _getColUpperBound(int i) const = 0; |
958 | 956 |
|
959 | 957 |
virtual void _setRowLowerBound(int i, Value value) = 0; |
960 | 958 |
virtual Value _getRowLowerBound(int i) const = 0; |
961 | 959 |
|
962 | 960 |
virtual void _setRowUpperBound(int i, Value value) = 0; |
963 | 961 |
virtual Value _getRowUpperBound(int i) const = 0; |
964 | 962 |
|
965 | 963 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e) = 0; |
966 | 964 |
virtual void _getObjCoeffs(InsertIterator b) const = 0; |
967 | 965 |
|
968 | 966 |
virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
969 | 967 |
virtual Value _getObjCoeff(int i) const = 0; |
970 | 968 |
|
971 | 969 |
virtual void _setSense(Sense) = 0; |
972 | 970 |
virtual Sense _getSense() const = 0; |
973 | 971 |
|
974 | 972 |
virtual void _clear() = 0; |
975 | 973 |
|
976 | 974 |
virtual const char* _solverName() const = 0; |
977 | 975 |
|
978 | 976 |
//Own protected stuff |
979 | 977 |
|
980 | 978 |
//Constant component of the objective function |
981 | 979 |
Value obj_const_comp; |
982 | 980 |
|
983 | 981 |
LpBase() : rows(), cols(), obj_const_comp(0) {} |
984 | 982 |
|
985 | 983 |
public: |
986 | 984 |
|
987 | 985 |
/// Virtual destructor |
988 | 986 |
virtual ~LpBase() {} |
989 | 987 |
|
990 |
///Creates a new LP problem |
|
991 |
LpBase* newSolver() {return _newSolver();} |
|
992 |
///Makes a copy of the LP problem |
|
993 |
LpBase* cloneSolver() {return _cloneSolver();} |
|
994 |
|
|
995 | 988 |
///Gives back the name of the solver. |
996 | 989 |
const char* solverName() const {return _solverName();} |
997 | 990 |
|
998 | 991 |
///\name Build up and modify the LP |
999 | 992 |
|
1000 | 993 |
///@{ |
1001 | 994 |
|
1002 | 995 |
///Add a new empty column (i.e a new variable) to the LP |
1003 | 996 |
Col addCol() { Col c; c._id = _addColId(_addCol()); return c;} |
1004 | 997 |
|
1005 | 998 |
///\brief Adds several new columns (i.e variables) at once |
1006 | 999 |
/// |
1007 | 1000 |
///This magic function takes a container as its argument and fills |
1008 | 1001 |
///its elements with new columns (i.e. variables) |
1009 | 1002 |
///\param t can be |
1010 | 1003 |
///- a standard STL compatible iterable container with |
1011 | 1004 |
///\ref Col as its \c values_type like |
1012 | 1005 |
///\code |
1013 | 1006 |
///std::vector<LpBase::Col> |
1014 | 1007 |
///std::list<LpBase::Col> |
1015 | 1008 |
///\endcode |
1016 | 1009 |
///- a standard STL compatible iterable container with |
1017 | 1010 |
///\ref Col as its \c mapped_type like |
1018 | 1011 |
///\code |
1019 | 1012 |
///std::map<AnyType,LpBase::Col> |
1020 | 1013 |
///\endcode |
1021 | 1014 |
///- an iterable lemon \ref concepts::WriteMap "write map" like |
1022 | 1015 |
///\code |
1023 | 1016 |
///ListGraph::NodeMap<LpBase::Col> |
1024 | 1017 |
///ListGraph::ArcMap<LpBase::Col> |
1025 | 1018 |
///\endcode |
1026 | 1019 |
///\return The number of the created column. |
1027 | 1020 |
#ifdef DOXYGEN |
1028 | 1021 |
template<class T> |
1029 | 1022 |
int addColSet(T &t) { return 0;} |
1030 | 1023 |
#else |
1031 | 1024 |
template<class T> |
1032 | 1025 |
typename enable_if<typename T::value_type::LpCol,int>::type |
1033 | 1026 |
addColSet(T &t,dummy<0> = 0) { |
1034 | 1027 |
int s=0; |
1035 | 1028 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} |
1036 | 1029 |
return s; |
1037 | 1030 |
} |
1038 | 1031 |
template<class T> |
1039 | 1032 |
typename enable_if<typename T::value_type::second_type::LpCol, |
1040 | 1033 |
int>::type |
1041 | 1034 |
addColSet(T &t,dummy<1> = 1) { |
1042 | 1035 |
int s=0; |
1043 | 1036 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
1044 | 1037 |
i->second=addCol(); |
1045 | 1038 |
s++; |
1046 | 1039 |
} |
1047 | 1040 |
return s; |
1048 | 1041 |
} |
1049 | 1042 |
template<class T> |
1050 | 1043 |
typename enable_if<typename T::MapIt::Value::LpCol, |
1051 | 1044 |
int>::type |
1052 | 1045 |
addColSet(T &t,dummy<2> = 2) { |
1053 | 1046 |
int s=0; |
1054 | 1047 |
for(typename T::MapIt i(t); i!=INVALID; ++i) |
1055 | 1048 |
{ |
1056 | 1049 |
i.set(addCol()); |
1057 | 1050 |
s++; |
1058 | 1051 |
} |
... | ... |
@@ -1760,321 +1753,317 @@ |
1760 | 1753 |
} |
1761 | 1754 |
|
1762 | 1755 |
/// \ingroup lp_group |
1763 | 1756 |
/// |
1764 | 1757 |
/// \brief Common base class for LP solvers |
1765 | 1758 |
/// |
1766 | 1759 |
/// This class is an abstract base class for LP solvers. This class |
1767 | 1760 |
/// provides a full interface for set and modify an LP problem, |
1768 | 1761 |
/// solve it and retrieve the solution. You can use one of the |
1769 | 1762 |
/// descendants as a concrete implementation, or the \c Lp |
1770 | 1763 |
/// default LP solver. However, if you would like to handle LP |
1771 | 1764 |
/// solvers as reference or pointer in a generic way, you can use |
1772 | 1765 |
/// this class directly. |
1773 | 1766 |
class LpSolver : virtual public LpBase { |
1774 | 1767 |
public: |
1775 | 1768 |
|
1776 | 1769 |
/// The problem types for primal and dual problems |
1777 | 1770 |
enum ProblemType { |
1778 | 1771 |
///Feasible solution hasn't been found (but may exist). |
1779 | 1772 |
UNDEFINED = 0, |
1780 | 1773 |
///The problem has no feasible solution |
1781 | 1774 |
INFEASIBLE = 1, |
1782 | 1775 |
///Feasible solution found |
1783 | 1776 |
FEASIBLE = 2, |
1784 | 1777 |
///Optimal solution exists and found |
1785 | 1778 |
OPTIMAL = 3, |
1786 | 1779 |
///The cost function is unbounded |
1787 | 1780 |
UNBOUNDED = 4 |
1788 | 1781 |
}; |
1789 | 1782 |
|
1790 | 1783 |
///The basis status of variables |
1791 | 1784 |
enum VarStatus { |
1792 | 1785 |
/// The variable is in the basis |
1793 | 1786 |
BASIC, |
1794 | 1787 |
/// The variable is free, but not basic |
1795 | 1788 |
FREE, |
1796 | 1789 |
/// The variable has active lower bound |
1797 | 1790 |
LOWER, |
1798 | 1791 |
/// The variable has active upper bound |
1799 | 1792 |
UPPER, |
1800 | 1793 |
/// The variable is non-basic and fixed |
1801 | 1794 |
FIXED |
1802 | 1795 |
}; |
1803 | 1796 |
|
1804 | 1797 |
protected: |
1805 | 1798 |
|
1806 | 1799 |
virtual SolveExitStatus _solve() = 0; |
1807 | 1800 |
|
1808 | 1801 |
virtual Value _getPrimal(int i) const = 0; |
1809 | 1802 |
virtual Value _getDual(int i) const = 0; |
1810 | 1803 |
|
1811 | 1804 |
virtual Value _getPrimalRay(int i) const = 0; |
1812 | 1805 |
virtual Value _getDualRay(int i) const = 0; |
1813 | 1806 |
|
1814 | 1807 |
virtual Value _getPrimalValue() const = 0; |
1815 | 1808 |
|
1816 | 1809 |
virtual VarStatus _getColStatus(int i) const = 0; |
1817 | 1810 |
virtual VarStatus _getRowStatus(int i) const = 0; |
1818 | 1811 |
|
1819 | 1812 |
virtual ProblemType _getPrimalType() const = 0; |
1820 | 1813 |
virtual ProblemType _getDualType() const = 0; |
1821 | 1814 |
|
1822 | 1815 |
public: |
1823 | 1816 |
|
1817 |
///Allocate a new LP problem instance |
|
1818 |
virtual LpSolver* newSolver() const = 0; |
|
1819 |
///Make a copy of the LP problem |
|
1820 |
virtual LpSolver* cloneSolver() const = 0; |
|
1821 |
|
|
1824 | 1822 |
///\name Solve the LP |
1825 | 1823 |
|
1826 | 1824 |
///@{ |
1827 | 1825 |
|
1828 | 1826 |
///\e Solve the LP problem at hand |
1829 | 1827 |
/// |
1830 | 1828 |
///\return The result of the optimization procedure. Possible |
1831 | 1829 |
///values and their meanings can be found in the documentation of |
1832 | 1830 |
///\ref SolveExitStatus. |
1833 | 1831 |
SolveExitStatus solve() { return _solve(); } |
1834 | 1832 |
|
1835 | 1833 |
///@} |
1836 | 1834 |
|
1837 | 1835 |
///\name Obtain the solution |
1838 | 1836 |
|
1839 | 1837 |
///@{ |
1840 | 1838 |
|
1841 | 1839 |
/// The type of the primal problem |
1842 | 1840 |
ProblemType primalType() const { |
1843 | 1841 |
return _getPrimalType(); |
1844 | 1842 |
} |
1845 | 1843 |
|
1846 | 1844 |
/// The type of the dual problem |
1847 | 1845 |
ProblemType dualType() const { |
1848 | 1846 |
return _getDualType(); |
1849 | 1847 |
} |
1850 | 1848 |
|
1851 | 1849 |
/// Return the primal value of the column |
1852 | 1850 |
|
1853 | 1851 |
/// Return the primal value of the column. |
1854 | 1852 |
/// \pre The problem is solved. |
1855 | 1853 |
Value primal(Col c) const { return _getPrimal(cols(id(c))); } |
1856 | 1854 |
|
1857 | 1855 |
/// Return the primal value of the expression |
1858 | 1856 |
|
1859 | 1857 |
/// Return the primal value of the expression, i.e. the dot |
1860 | 1858 |
/// product of the primal solution and the expression. |
1861 | 1859 |
/// \pre The problem is solved. |
1862 | 1860 |
Value primal(const Expr& e) const { |
1863 | 1861 |
double res = *e; |
1864 | 1862 |
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) { |
1865 | 1863 |
res += *c * primal(c); |
1866 | 1864 |
} |
1867 | 1865 |
return res; |
1868 | 1866 |
} |
1869 | 1867 |
/// Returns a component of the primal ray |
1870 | 1868 |
|
1871 | 1869 |
/// The primal ray is solution of the modified primal problem, |
1872 | 1870 |
/// where we change each finite bound to 0, and we looking for a |
1873 | 1871 |
/// negative objective value in case of minimization, and positive |
1874 | 1872 |
/// objective value for maximization. If there is such solution, |
1875 | 1873 |
/// that proofs the unsolvability of the dual problem, and if a |
1876 | 1874 |
/// feasible primal solution exists, then the unboundness of |
1877 | 1875 |
/// primal problem. |
1878 | 1876 |
/// |
1879 | 1877 |
/// \pre The problem is solved and the dual problem is infeasible. |
1880 | 1878 |
/// \note Some solvers does not provide primal ray calculation |
1881 | 1879 |
/// functions. |
1882 | 1880 |
Value primalRay(Col c) const { return _getPrimalRay(cols(id(c))); } |
1883 | 1881 |
|
1884 | 1882 |
/// Return the dual value of the row |
1885 | 1883 |
|
1886 | 1884 |
/// Return the dual value of the row. |
1887 | 1885 |
/// \pre The problem is solved. |
1888 | 1886 |
Value dual(Row r) const { return _getDual(rows(id(r))); } |
1889 | 1887 |
|
1890 | 1888 |
/// Return the dual value of the dual expression |
1891 | 1889 |
|
1892 | 1890 |
/// Return the dual value of the dual expression, i.e. the dot |
1893 | 1891 |
/// product of the dual solution and the dual expression. |
1894 | 1892 |
/// \pre The problem is solved. |
1895 | 1893 |
Value dual(const DualExpr& e) const { |
1896 | 1894 |
double res = 0.0; |
1897 | 1895 |
for (DualExpr::ConstCoeffIt r(e); r != INVALID; ++r) { |
1898 | 1896 |
res += *r * dual(r); |
1899 | 1897 |
} |
1900 | 1898 |
return res; |
1901 | 1899 |
} |
1902 | 1900 |
|
1903 | 1901 |
/// Returns a component of the dual ray |
1904 | 1902 |
|
1905 | 1903 |
/// The dual ray is solution of the modified primal problem, where |
1906 | 1904 |
/// we change each finite bound to 0 (i.e. the objective function |
1907 | 1905 |
/// coefficients in the primal problem), and we looking for a |
1908 | 1906 |
/// ositive objective value. If there is such solution, that |
1909 | 1907 |
/// proofs the unsolvability of the primal problem, and if a |
1910 | 1908 |
/// feasible dual solution exists, then the unboundness of |
1911 | 1909 |
/// dual problem. |
1912 | 1910 |
/// |
1913 | 1911 |
/// \pre The problem is solved and the primal problem is infeasible. |
1914 | 1912 |
/// \note Some solvers does not provide dual ray calculation |
1915 | 1913 |
/// functions. |
1916 | 1914 |
Value dualRay(Row r) const { return _getDualRay(rows(id(r))); } |
1917 | 1915 |
|
1918 | 1916 |
/// Return the basis status of the column |
1919 | 1917 |
|
1920 | 1918 |
/// \see VarStatus |
1921 | 1919 |
VarStatus colStatus(Col c) const { return _getColStatus(cols(id(c))); } |
1922 | 1920 |
|
1923 | 1921 |
/// Return the basis status of the row |
1924 | 1922 |
|
1925 | 1923 |
/// \see VarStatus |
1926 | 1924 |
VarStatus rowStatus(Row r) const { return _getRowStatus(rows(id(r))); } |
1927 | 1925 |
|
1928 | 1926 |
///The value of the objective function |
1929 | 1927 |
|
1930 | 1928 |
///\return |
1931 | 1929 |
///- \ref INF or -\ref INF means either infeasibility or unboundedness |
1932 | 1930 |
/// of the primal problem, depending on whether we minimize or maximize. |
1933 | 1931 |
///- \ref NaN if no primal solution is found. |
1934 | 1932 |
///- The (finite) objective value if an optimal solution is found. |
1935 | 1933 |
Value primal() const { return _getPrimalValue()+obj_const_comp;} |
1936 | 1934 |
///@} |
1937 | 1935 |
|
1938 |
LpSolver* newSolver() {return _newSolver();} |
|
1939 |
LpSolver* cloneSolver() {return _cloneSolver();} |
|
1940 |
|
|
1941 | 1936 |
protected: |
1942 | 1937 |
|
1943 |
virtual LpSolver* _newSolver() const = 0; |
|
1944 |
virtual LpSolver* _cloneSolver() const = 0; |
|
1945 | 1938 |
}; |
1946 | 1939 |
|
1947 | 1940 |
|
1948 | 1941 |
/// \ingroup lp_group |
1949 | 1942 |
/// |
1950 | 1943 |
/// \brief Common base class for MIP solvers |
1951 | 1944 |
/// |
1952 | 1945 |
/// This class is an abstract base class for MIP solvers. This class |
1953 | 1946 |
/// provides a full interface for set and modify an MIP problem, |
1954 | 1947 |
/// solve it and retrieve the solution. You can use one of the |
1955 | 1948 |
/// descendants as a concrete implementation, or the \c Lp |
1956 | 1949 |
/// default MIP solver. However, if you would like to handle MIP |
1957 | 1950 |
/// solvers as reference or pointer in a generic way, you can use |
1958 | 1951 |
/// this class directly. |
1959 | 1952 |
class MipSolver : virtual public LpBase { |
1960 | 1953 |
public: |
1961 | 1954 |
|
1962 | 1955 |
/// The problem types for MIP problems |
1963 | 1956 |
enum ProblemType { |
1964 | 1957 |
///Feasible solution hasn't been found (but may exist). |
1965 | 1958 |
UNDEFINED = 0, |
1966 | 1959 |
///The problem has no feasible solution |
1967 | 1960 |
INFEASIBLE = 1, |
1968 | 1961 |
///Feasible solution found |
1969 | 1962 |
FEASIBLE = 2, |
1970 | 1963 |
///Optimal solution exists and found |
1971 | 1964 |
OPTIMAL = 3, |
1972 | 1965 |
///The cost function is unbounded |
1973 | 1966 |
/// |
1974 | 1967 |
///The Mip or at least the relaxed problem is unbounded |
1975 | 1968 |
UNBOUNDED = 4 |
1976 | 1969 |
}; |
1977 | 1970 |
|
1971 |
///Allocate a new MIP problem instance |
|
1972 |
virtual MipSolver* newSolver() const = 0; |
|
1973 |
///Make a copy of the MIP problem |
|
1974 |
virtual MipSolver* cloneSolver() const = 0; |
|
1975 |
|
|
1978 | 1976 |
///\name Solve the MIP |
1979 | 1977 |
|
1980 | 1978 |
///@{ |
1981 | 1979 |
|
1982 | 1980 |
/// Solve the MIP problem at hand |
1983 | 1981 |
/// |
1984 | 1982 |
///\return The result of the optimization procedure. Possible |
1985 | 1983 |
///values and their meanings can be found in the documentation of |
1986 | 1984 |
///\ref SolveExitStatus. |
1987 | 1985 |
SolveExitStatus solve() { return _solve(); } |
1988 | 1986 |
|
1989 | 1987 |
///@} |
1990 | 1988 |
|
1991 | 1989 |
///\name Setting column type |
1992 | 1990 |
///@{ |
1993 | 1991 |
|
1994 | 1992 |
///Possible variable (column) types (e.g. real, integer, binary etc.) |
1995 | 1993 |
enum ColTypes { |
1996 | 1994 |
///Continuous variable (default) |
1997 | 1995 |
REAL = 0, |
1998 | 1996 |
///Integer variable |
1999 | 1997 |
INTEGER = 1 |
2000 | 1998 |
}; |
2001 | 1999 |
|
2002 | 2000 |
///Sets the type of the given column to the given type |
2003 | 2001 |
|
2004 | 2002 |
///Sets the type of the given column to the given type. |
2005 | 2003 |
/// |
2006 | 2004 |
void colType(Col c, ColTypes col_type) { |
2007 | 2005 |
_setColType(cols(id(c)),col_type); |
2008 | 2006 |
} |
2009 | 2007 |
|
2010 | 2008 |
///Gives back the type of the column. |
2011 | 2009 |
|
2012 | 2010 |
///Gives back the type of the column. |
2013 | 2011 |
/// |
2014 | 2012 |
ColTypes colType(Col c) const { |
2015 | 2013 |
return _getColType(cols(id(c))); |
2016 | 2014 |
} |
2017 | 2015 |
///@} |
2018 | 2016 |
|
2019 | 2017 |
///\name Obtain the solution |
2020 | 2018 |
|
2021 | 2019 |
///@{ |
2022 | 2020 |
|
2023 | 2021 |
/// The type of the MIP problem |
2024 | 2022 |
ProblemType type() const { |
2025 | 2023 |
return _getType(); |
2026 | 2024 |
} |
2027 | 2025 |
|
2028 | 2026 |
/// Return the value of the row in the solution |
2029 | 2027 |
|
2030 | 2028 |
/// Return the value of the row in the solution. |
2031 | 2029 |
/// \pre The problem is solved. |
2032 | 2030 |
Value sol(Col c) const { return _getSol(cols(id(c))); } |
2033 | 2031 |
|
2034 | 2032 |
/// Return the value of the expression in the solution |
2035 | 2033 |
|
2036 | 2034 |
/// Return the value of the expression in the solution, i.e. the |
2037 | 2035 |
/// dot product of the solution and the expression. |
2038 | 2036 |
/// \pre The problem is solved. |
2039 | 2037 |
Value sol(const Expr& e) const { |
2040 | 2038 |
double res = *e; |
2041 | 2039 |
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) { |
2042 | 2040 |
res += *c * sol(c); |
2043 | 2041 |
} |
2044 | 2042 |
return res; |
2045 | 2043 |
} |
2046 | 2044 |
///The value of the objective function |
2047 | 2045 |
|
2048 | 2046 |
///\return |
2049 | 2047 |
///- \ref INF or -\ref INF means either infeasibility or unboundedness |
2050 | 2048 |
/// of the problem, depending on whether we minimize or maximize. |
2051 | 2049 |
///- \ref NaN if no primal solution is found. |
2052 | 2050 |
///- The (finite) objective value if an optimal solution is found. |
2053 | 2051 |
Value solValue() const { return _getSolValue()+obj_const_comp;} |
2054 | 2052 |
///@} |
2055 | 2053 |
|
2056 | 2054 |
protected: |
2057 | 2055 |
|
2058 | 2056 |
virtual SolveExitStatus _solve() = 0; |
2059 | 2057 |
virtual ColTypes _getColType(int col) const = 0; |
2060 | 2058 |
virtual void _setColType(int col, ColTypes col_type) = 0; |
2061 | 2059 |
virtual ProblemType _getType() const = 0; |
2062 | 2060 |
virtual Value _getSol(int i) const = 0; |
2063 | 2061 |
virtual Value _getSolValue() const = 0; |
2064 | 2062 |
|
2065 |
public: |
|
2066 |
|
|
2067 |
MipSolver* newSolver() {return _newSolver();} |
|
2068 |
MipSolver* cloneSolver() {return _cloneSolver();} |
|
2069 |
|
|
2070 |
protected: |
|
2071 |
|
|
2072 |
virtual MipSolver* _newSolver() const = 0; |
|
2073 |
virtual MipSolver* _cloneSolver() const = 0; |
|
2074 | 2063 |
}; |
2075 | 2064 |
|
2076 | 2065 |
|
2077 | 2066 |
|
2078 | 2067 |
} //namespace lemon |
2079 | 2068 |
|
2080 | 2069 |
#endif //LEMON_LP_BASE_H |
... | ... |
@@ -44,91 +44,91 @@ |
44 | 44 |
int SkeletonSolverBase::_rowByName(const std::string&) const { return -1; } |
45 | 45 |
|
46 | 46 |
void SkeletonSolverBase::_setRowCoeffs(int, ExprIterator, ExprIterator) {} |
47 | 47 |
void SkeletonSolverBase::_getRowCoeffs(int, InsertIterator) const {} |
48 | 48 |
|
49 | 49 |
void SkeletonSolverBase::_setColCoeffs(int, ExprIterator, ExprIterator) {} |
50 | 50 |
void SkeletonSolverBase::_getColCoeffs(int, InsertIterator) const {} |
51 | 51 |
|
52 | 52 |
void SkeletonSolverBase::_setCoeff(int, int, Value) {} |
53 | 53 |
SkeletonSolverBase::Value SkeletonSolverBase::_getCoeff(int, int) const |
54 | 54 |
{ return 0; } |
55 | 55 |
|
56 | 56 |
void SkeletonSolverBase::_setColLowerBound(int, Value) {} |
57 | 57 |
SkeletonSolverBase::Value SkeletonSolverBase::_getColLowerBound(int) const |
58 | 58 |
{ return 0; } |
59 | 59 |
|
60 | 60 |
void SkeletonSolverBase::_setColUpperBound(int, Value) {} |
61 | 61 |
SkeletonSolverBase::Value SkeletonSolverBase::_getColUpperBound(int) const |
62 | 62 |
{ return 0; } |
63 | 63 |
|
64 | 64 |
void SkeletonSolverBase::_setRowLowerBound(int, Value) {} |
65 | 65 |
SkeletonSolverBase::Value SkeletonSolverBase::_getRowLowerBound(int) const |
66 | 66 |
{ return 0; } |
67 | 67 |
|
68 | 68 |
void SkeletonSolverBase::_setRowUpperBound(int, Value) {} |
69 | 69 |
SkeletonSolverBase::Value SkeletonSolverBase::_getRowUpperBound(int) const |
70 | 70 |
{ return 0; } |
71 | 71 |
|
72 | 72 |
void SkeletonSolverBase::_setObjCoeffs(ExprIterator, ExprIterator) {} |
73 | 73 |
void SkeletonSolverBase::_getObjCoeffs(InsertIterator) const {}; |
74 | 74 |
|
75 | 75 |
void SkeletonSolverBase::_setObjCoeff(int, Value) {} |
76 | 76 |
SkeletonSolverBase::Value SkeletonSolverBase::_getObjCoeff(int) const |
77 | 77 |
{ return 0; } |
78 | 78 |
|
79 | 79 |
void SkeletonSolverBase::_setSense(Sense) {} |
80 | 80 |
SkeletonSolverBase::Sense SkeletonSolverBase::_getSense() const |
81 | 81 |
{ return MIN; } |
82 | 82 |
|
83 | 83 |
void SkeletonSolverBase::_clear() { |
84 | 84 |
row_num = col_num = 0; |
85 | 85 |
} |
86 | 86 |
|
87 | 87 |
LpSkeleton::SolveExitStatus LpSkeleton::_solve() { return SOLVED; } |
88 | 88 |
|
89 | 89 |
LpSkeleton::Value LpSkeleton::_getPrimal(int) const { return 0; } |
90 | 90 |
LpSkeleton::Value LpSkeleton::_getDual(int) const { return 0; } |
91 | 91 |
LpSkeleton::Value LpSkeleton::_getPrimalValue() const { return 0; } |
92 | 92 |
|
93 | 93 |
LpSkeleton::Value LpSkeleton::_getPrimalRay(int) const { return 0; } |
94 | 94 |
LpSkeleton::Value LpSkeleton::_getDualRay(int) const { return 0; } |
95 | 95 |
|
96 | 96 |
LpSkeleton::ProblemType LpSkeleton::_getPrimalType() const |
97 | 97 |
{ return UNDEFINED; } |
98 | 98 |
|
99 | 99 |
LpSkeleton::ProblemType LpSkeleton::_getDualType() const |
100 | 100 |
{ return UNDEFINED; } |
101 | 101 |
|
102 | 102 |
LpSkeleton::VarStatus LpSkeleton::_getColStatus(int) const |
103 | 103 |
{ return BASIC; } |
104 | 104 |
|
105 | 105 |
LpSkeleton::VarStatus LpSkeleton::_getRowStatus(int) const |
106 | 106 |
{ return BASIC; } |
107 | 107 |
|
108 |
LpSkeleton* LpSkeleton:: |
|
108 |
LpSkeleton* LpSkeleton::newSolver() const |
|
109 | 109 |
{ return static_cast<LpSkeleton*>(0); } |
110 | 110 |
|
111 |
LpSkeleton* LpSkeleton:: |
|
111 |
LpSkeleton* LpSkeleton::cloneSolver() const |
|
112 | 112 |
{ return static_cast<LpSkeleton*>(0); } |
113 | 113 |
|
114 | 114 |
const char* LpSkeleton::_solverName() const { return "LpSkeleton"; } |
115 | 115 |
|
116 | 116 |
MipSkeleton::SolveExitStatus MipSkeleton::_solve() |
117 | 117 |
{ return SOLVED; } |
118 | 118 |
|
119 | 119 |
MipSkeleton::Value MipSkeleton::_getSol(int) const { return 0; } |
120 | 120 |
MipSkeleton::Value MipSkeleton::_getSolValue() const { return 0; } |
121 | 121 |
|
122 | 122 |
MipSkeleton::ProblemType MipSkeleton::_getType() const |
123 | 123 |
{ return UNDEFINED; } |
124 | 124 |
|
125 |
MipSkeleton* MipSkeleton:: |
|
125 |
MipSkeleton* MipSkeleton::newSolver() const |
|
126 | 126 |
{ return static_cast<MipSkeleton*>(0); } |
127 | 127 |
|
128 |
MipSkeleton* MipSkeleton:: |
|
128 |
MipSkeleton* MipSkeleton::cloneSolver() const |
|
129 | 129 |
{ return static_cast<MipSkeleton*>(0); } |
130 | 130 |
|
131 | 131 |
const char* MipSkeleton::_solverName() const { return "MipSkeleton"; } |
132 | 132 |
|
133 | 133 |
} //namespace lemon |
134 | 134 |
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 | 5 |
* Copyright (C) 2003-2008 |
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_LP_SKELETON_H |
20 | 20 |
#define LEMON_LP_SKELETON_H |
21 | 21 |
|
22 | 22 |
#include <lemon/lp_base.h> |
23 | 23 |
|
24 | 24 |
///\file |
25 |
///\brief |
|
25 |
///\brief Skeleton file to implement LP/MIP solver interfaces |
|
26 |
/// |
|
27 |
///The classes in this file do nothing, but they can serve as skeletons when |
|
28 |
///implementing an interface to new solvers. |
|
26 | 29 |
namespace lemon { |
27 | 30 |
|
28 |
///A skeleton class to implement LP solver |
|
31 |
///A skeleton class to implement LP/MIP solver base interface |
|
32 |
|
|
33 |
///This class does nothing, but it can serve as a skeleton when |
|
34 |
///implementing an interface to new solvers. |
|
29 | 35 |
class SkeletonSolverBase : public virtual LpBase { |
30 | 36 |
int col_num,row_num; |
31 | 37 |
|
32 | 38 |
protected: |
33 | 39 |
|
34 | 40 |
SkeletonSolverBase() |
35 | 41 |
: col_num(-1), row_num(-1) {} |
36 | 42 |
|
37 | 43 |
/// \e |
38 | 44 |
virtual int _addCol(); |
39 | 45 |
/// \e |
40 | 46 |
virtual int _addRow(); |
41 | 47 |
/// \e |
42 | 48 |
virtual void _eraseCol(int i); |
43 | 49 |
/// \e |
44 | 50 |
virtual void _eraseRow(int i); |
45 | 51 |
|
46 | 52 |
/// \e |
47 | 53 |
virtual void _getColName(int col, std::string& name) const; |
48 | 54 |
/// \e |
49 | 55 |
virtual void _setColName(int col, const std::string& name); |
50 | 56 |
/// \e |
51 | 57 |
virtual int _colByName(const std::string& name) const; |
52 | 58 |
|
53 | 59 |
/// \e |
54 | 60 |
virtual void _getRowName(int row, std::string& name) const; |
55 | 61 |
/// \e |
56 | 62 |
virtual void _setRowName(int row, const std::string& name); |
57 | 63 |
/// \e |
58 | 64 |
virtual int _rowByName(const std::string& name) const; |
59 | 65 |
|
60 | 66 |
/// \e |
61 | 67 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
62 | 68 |
/// \e |
63 | 69 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
64 | 70 |
/// \e |
65 | 71 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
66 | 72 |
/// \e |
67 | 73 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
68 | 74 |
|
69 | 75 |
/// Set one element of the coefficient matrix |
70 | 76 |
virtual void _setCoeff(int row, int col, Value value); |
71 | 77 |
|
72 | 78 |
/// Get one element of the coefficient matrix |
73 | 79 |
virtual Value _getCoeff(int row, int col) const; |
74 | 80 |
|
75 | 81 |
/// The lower bound of a variable (column) have to be given by an |
76 | 82 |
/// extended number of type Value, i.e. a finite number of type |
77 | 83 |
/// Value or -\ref INF. |
78 | 84 |
virtual void _setColLowerBound(int i, Value value); |
79 | 85 |
/// \e |
80 | 86 |
|
81 | 87 |
/// The lower bound of a variable (column) is an |
82 | 88 |
/// extended number of type Value, i.e. a finite number of type |
83 | 89 |
/// Value or -\ref INF. |
84 | 90 |
virtual Value _getColLowerBound(int i) const; |
85 | 91 |
|
86 | 92 |
/// The upper bound of a variable (column) have to be given by an |
87 | 93 |
/// extended number of type Value, i.e. a finite number of type |
88 | 94 |
/// Value or \ref INF. |
89 | 95 |
virtual void _setColUpperBound(int i, Value value); |
90 | 96 |
/// \e |
91 | 97 |
|
92 | 98 |
/// The upper bound of a variable (column) is an |
93 | 99 |
/// extended number of type Value, i.e. a finite number of type |
94 | 100 |
/// Value or \ref INF. |
95 | 101 |
virtual Value _getColUpperBound(int i) const; |
96 | 102 |
|
97 | 103 |
/// The lower bound of a constraint (row) have to be given by an |
98 | 104 |
/// extended number of type Value, i.e. a finite number of type |
99 | 105 |
/// Value or -\ref INF. |
100 | 106 |
virtual void _setRowLowerBound(int i, Value value); |
101 | 107 |
/// \e |
102 | 108 |
|
103 | 109 |
/// The lower bound of a constraint (row) is an |
104 | 110 |
/// extended number of type Value, i.e. a finite number of type |
105 | 111 |
/// Value or -\ref INF. |
106 | 112 |
virtual Value _getRowLowerBound(int i) const; |
107 | 113 |
|
108 | 114 |
/// The upper bound of a constraint (row) have to be given by an |
109 | 115 |
/// extended number of type Value, i.e. a finite number of type |
110 | 116 |
/// Value or \ref INF. |
111 | 117 |
virtual void _setRowUpperBound(int i, Value value); |
112 | 118 |
/// \e |
113 | 119 |
|
114 | 120 |
/// The upper bound of a constraint (row) is an |
115 | 121 |
/// extended number of type Value, i.e. a finite number of type |
116 | 122 |
/// Value or \ref INF. |
117 | 123 |
virtual Value _getRowUpperBound(int i) const; |
118 | 124 |
|
119 | 125 |
/// \e |
120 | 126 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
121 | 127 |
/// \e |
122 | 128 |
virtual void _getObjCoeffs(InsertIterator b) const; |
123 | 129 |
|
124 | 130 |
/// \e |
125 | 131 |
virtual void _setObjCoeff(int i, Value obj_coef); |
126 | 132 |
/// \e |
127 | 133 |
virtual Value _getObjCoeff(int i) const; |
128 | 134 |
|
129 | 135 |
///\e |
130 | 136 |
virtual void _setSense(Sense); |
131 | 137 |
///\e |
132 | 138 |
virtual Sense _getSense() const; |
133 | 139 |
|
134 | 140 |
///\e |
135 | 141 |
virtual void _clear(); |
136 | 142 |
|
137 | 143 |
}; |
138 | 144 |
|
139 |
/// \brief |
|
145 |
/// \brief Skeleton class for an LP solver interface |
|
140 | 146 |
/// |
141 |
/// |
|
147 |
///This class does nothing, but it can serve as a skeleton when |
|
148 |
///implementing an interface to new solvers. |
|
149 |
|
|
142 | 150 |
///\ingroup lp_group |
143 |
class LpSkeleton : public |
|
151 |
class LpSkeleton : public LpSolver, public SkeletonSolverBase { |
|
144 | 152 |
public: |
145 |
LpSkeleton() : SkeletonSolverBase(), LpSolver() {} |
|
146 |
|
|
153 |
///\e |
|
154 |
LpSkeleton() : LpSolver(), SkeletonSolverBase() {} |
|
155 |
///\e |
|
156 |
virtual LpSkeleton* newSolver() const; |
|
157 |
///\e |
|
158 |
virtual LpSkeleton* cloneSolver() const; |
|
147 | 159 |
protected: |
148 | 160 |
|
149 | 161 |
///\e |
150 | 162 |
virtual SolveExitStatus _solve(); |
151 | 163 |
|
152 | 164 |
///\e |
153 | 165 |
virtual Value _getPrimal(int i) const; |
154 | 166 |
///\e |
155 | 167 |
virtual Value _getDual(int i) const; |
156 | 168 |
|
157 | 169 |
///\e |
158 | 170 |
virtual Value _getPrimalValue() const; |
159 | 171 |
|
160 | 172 |
///\e |
161 | 173 |
virtual Value _getPrimalRay(int i) const; |
162 | 174 |
///\e |
163 | 175 |
virtual Value _getDualRay(int i) const; |
164 | 176 |
|
165 | 177 |
///\e |
166 | 178 |
virtual ProblemType _getPrimalType() const; |
167 | 179 |
///\e |
168 | 180 |
virtual ProblemType _getDualType() const; |
169 | 181 |
|
170 | 182 |
///\e |
171 | 183 |
virtual VarStatus _getColStatus(int i) const; |
172 | 184 |
///\e |
173 | 185 |
virtual VarStatus _getRowStatus(int i) const; |
174 | 186 |
|
175 | 187 |
///\e |
176 |
virtual LpSkeleton* _newSolver() const; |
|
177 |
///\e |
|
178 |
virtual LpSkeleton* _cloneSolver() const; |
|
179 |
///\e |
|
180 | 188 |
virtual const char* _solverName() const; |
181 | 189 |
|
182 | 190 |
}; |
183 | 191 |
|
184 |
/// \brief |
|
192 |
/// \brief Skeleton class for a MIP solver interface |
|
185 | 193 |
/// |
186 |
/// |
|
194 |
///This class does nothing, but it can serve as a skeleton when |
|
195 |
///implementing an interface to new solvers. |
|
187 | 196 |
///\ingroup lp_group |
188 |
class MipSkeleton : public |
|
197 |
class MipSkeleton : public MipSolver, public SkeletonSolverBase { |
|
189 | 198 |
public: |
190 |
|
|
199 |
///\e |
|
200 |
MipSkeleton() : MipSolver(), SkeletonSolverBase() {} |
|
201 |
///\e |
|
202 |
virtual MipSkeleton* newSolver() const; |
|
203 |
///\e |
|
204 |
virtual MipSkeleton* cloneSolver() const; |
|
191 | 205 |
|
192 | 206 |
protected: |
193 | 207 |
///\e |
194 | 208 |
|
195 | 209 |
///\bug Wrong interface |
196 | 210 |
/// |
197 | 211 |
virtual SolveExitStatus _solve(); |
198 | 212 |
|
199 | 213 |
///\e |
200 | 214 |
|
201 | 215 |
///\bug Wrong interface |
202 | 216 |
/// |
203 | 217 |
virtual Value _getSol(int i) const; |
204 | 218 |
|
205 | 219 |
///\e |
206 | 220 |
|
207 | 221 |
///\bug Wrong interface |
208 | 222 |
/// |
209 | 223 |
virtual Value _getSolValue() const; |
210 | 224 |
|
211 | 225 |
///\e |
212 | 226 |
|
213 | 227 |
///\bug Wrong interface |
214 | 228 |
/// |
215 | 229 |
virtual ProblemType _getType() const; |
216 | 230 |
|
217 | 231 |
///\e |
218 |
virtual MipSkeleton* _newSolver() const; |
|
219 |
|
|
220 |
///\e |
|
221 |
virtual MipSkeleton* _cloneSolver() const; |
|
222 |
///\e |
|
223 | 232 |
virtual const char* _solverName() const; |
224 |
|
|
225 | 233 |
}; |
226 | 234 |
|
227 | 235 |
} //namespace lemon |
228 | 236 |
|
229 | 237 |
#endif |
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 | 5 |
* Copyright (C) 2003-2008 |
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 <lemon/soplex.h> |
21 | 21 |
|
22 | 22 |
#include <soplex.h> |
23 | 23 |
|
24 | 24 |
|
25 | 25 |
///\file |
26 | 26 |
///\brief Implementation of the LEMON-SOPLEX lp solver interface. |
27 | 27 |
namespace lemon { |
28 | 28 |
|
29 | 29 |
SoplexLp::SoplexLp() { |
30 | 30 |
soplex = new soplex::SoPlex; |
31 | 31 |
} |
32 | 32 |
|
33 | 33 |
SoplexLp::~SoplexLp() { |
34 | 34 |
delete soplex; |
35 | 35 |
} |
36 | 36 |
|
37 | 37 |
SoplexLp::SoplexLp(const SoplexLp& lp) { |
38 | 38 |
rows = lp.rows; |
39 | 39 |
cols = lp.cols; |
40 | 40 |
|
41 | 41 |
soplex = new soplex::SoPlex; |
42 | 42 |
(*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex); |
43 | 43 |
|
44 | 44 |
_col_names = lp._col_names; |
45 | 45 |
_col_names_ref = lp._col_names_ref; |
46 | 46 |
|
47 | 47 |
_row_names = lp._row_names; |
48 | 48 |
_row_names_ref = lp._row_names_ref; |
49 | 49 |
|
50 | 50 |
} |
51 | 51 |
|
52 | 52 |
void SoplexLp::_clear_temporals() { |
53 | 53 |
_primal_values.clear(); |
54 | 54 |
_dual_values.clear(); |
55 | 55 |
} |
56 | 56 |
|
57 |
SoplexLp* SoplexLp:: |
|
57 |
SoplexLp* SoplexLp::newSolver() const { |
|
58 | 58 |
SoplexLp* newlp = new SoplexLp(); |
59 | 59 |
return newlp; |
60 | 60 |
} |
61 | 61 |
|
62 |
SoplexLp* SoplexLp:: |
|
62 |
SoplexLp* SoplexLp::cloneSolver() const { |
|
63 | 63 |
SoplexLp* newlp = new SoplexLp(*this); |
64 | 64 |
return newlp; |
65 | 65 |
} |
66 | 66 |
|
67 | 67 |
const char* SoplexLp::_solverName() const { return "SoplexLp"; } |
68 | 68 |
|
69 | 69 |
int SoplexLp::_addCol() { |
70 | 70 |
soplex::LPCol c; |
71 | 71 |
c.setLower(-soplex::infinity); |
72 | 72 |
c.setUpper(soplex::infinity); |
73 | 73 |
soplex->addCol(c); |
74 | 74 |
|
75 | 75 |
_col_names.push_back(std::string()); |
76 | 76 |
|
77 | 77 |
return soplex->nCols() - 1; |
78 | 78 |
} |
79 | 79 |
|
80 | 80 |
int SoplexLp::_addRow() { |
81 | 81 |
soplex::LPRow r; |
82 | 82 |
r.setLhs(-soplex::infinity); |
83 | 83 |
r.setRhs(soplex::infinity); |
84 | 84 |
soplex->addRow(r); |
85 | 85 |
|
86 | 86 |
_row_names.push_back(std::string()); |
87 | 87 |
|
88 | 88 |
return soplex->nRows() - 1; |
89 | 89 |
} |
90 | 90 |
|
91 | 91 |
|
92 | 92 |
void SoplexLp::_eraseCol(int i) { |
93 | 93 |
soplex->removeCol(i); |
94 | 94 |
_col_names_ref.erase(_col_names[i]); |
95 | 95 |
_col_names[i] = _col_names.back(); |
96 | 96 |
_col_names_ref[_col_names.back()] = i; |
97 | 97 |
_col_names.pop_back(); |
98 | 98 |
} |
99 | 99 |
|
100 | 100 |
void SoplexLp::_eraseRow(int i) { |
101 | 101 |
soplex->removeRow(i); |
102 | 102 |
_row_names_ref.erase(_row_names[i]); |
103 | 103 |
_row_names[i] = _row_names.back(); |
104 | 104 |
_row_names_ref[_row_names.back()] = i; |
105 | 105 |
_row_names.pop_back(); |
106 | 106 |
} |
107 | 107 |
|
108 | 108 |
void SoplexLp::_eraseColId(int i) { |
109 | 109 |
cols.eraseIndex(i); |
110 | 110 |
cols.relocateIndex(i, cols.maxIndex()); |
111 | 111 |
} |
112 | 112 |
void SoplexLp::_eraseRowId(int i) { |
113 | 113 |
rows.eraseIndex(i); |
114 | 114 |
rows.relocateIndex(i, rows.maxIndex()); |
115 | 115 |
} |
116 | 116 |
|
117 | 117 |
void SoplexLp::_getColName(int c, std::string &name) const { |
118 | 118 |
name = _col_names[c]; |
119 | 119 |
} |
120 | 120 |
|
121 | 121 |
void SoplexLp::_setColName(int c, const std::string &name) { |
122 | 122 |
_col_names_ref.erase(_col_names[c]); |
123 | 123 |
_col_names[c] = name; |
124 | 124 |
if (!name.empty()) { |
125 | 125 |
_col_names_ref.insert(std::make_pair(name, c)); |
126 | 126 |
} |
... | ... |
@@ -12,134 +12,135 @@ |
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_SOPLEX_H |
20 | 20 |
#define LEMON_SOPLEX_H |
21 | 21 |
|
22 | 22 |
///\file |
23 | 23 |
///\brief Header of the LEMON-SOPLEX lp solver interface. |
24 | 24 |
|
25 | 25 |
#include <vector> |
26 | 26 |
#include <string> |
27 | 27 |
|
28 | 28 |
#include <lemon/lp_base.h> |
29 | 29 |
|
30 | 30 |
// Forward declaration |
31 | 31 |
namespace soplex { |
32 | 32 |
class SoPlex; |
33 | 33 |
} |
34 | 34 |
|
35 | 35 |
namespace lemon { |
36 | 36 |
|
37 | 37 |
/// \ingroup lp_group |
38 | 38 |
/// |
39 | 39 |
/// \brief Interface for the SOPLEX solver |
40 | 40 |
/// |
41 | 41 |
/// This class implements an interface for the SoPlex LP solver. |
42 | 42 |
/// The SoPlex library is an object oriented lp solver library |
43 | 43 |
/// developed at the Konrad-Zuse-Zentrum f�r Informationstechnik |
44 | 44 |
/// Berlin (ZIB). You can find detailed information about it at the |
45 | 45 |
/// <tt>http://soplex.zib.de</tt> address. |
46 | 46 |
class SoplexLp : public LpSolver { |
47 | 47 |
private: |
48 | 48 |
|
49 | 49 |
soplex::SoPlex* soplex; |
50 | 50 |
|
51 | 51 |
std::vector<std::string> _col_names; |
52 | 52 |
std::map<std::string, int> _col_names_ref; |
53 | 53 |
|
54 | 54 |
std::vector<std::string> _row_names; |
55 | 55 |
std::map<std::string, int> _row_names_ref; |
56 | 56 |
|
57 | 57 |
private: |
58 | 58 |
|
59 | 59 |
// these values cannot be retrieved element by element |
60 | 60 |
mutable std::vector<Value> _primal_values; |
61 | 61 |
mutable std::vector<Value> _dual_values; |
62 | 62 |
|
63 | 63 |
mutable std::vector<Value> _primal_ray; |
64 | 64 |
mutable std::vector<Value> _dual_ray; |
65 | 65 |
|
66 | 66 |
void _clear_temporals(); |
67 | 67 |
|
68 | 68 |
public: |
69 | 69 |
|
70 | 70 |
/// \e |
71 | 71 |
SoplexLp(); |
72 | 72 |
/// \e |
73 | 73 |
SoplexLp(const SoplexLp&); |
74 | 74 |
/// \e |
75 | 75 |
~SoplexLp(); |
76 |
/// \e |
|
77 |
virtual SoplexLp* newSolver() const; |
|
78 |
/// \e |
|
79 |
virtual SoplexLp* cloneSolver() const; |
|
76 | 80 |
|
77 | 81 |
protected: |
78 | 82 |
|
79 |
virtual SoplexLp* _newSolver() const; |
|
80 |
virtual SoplexLp* _cloneSolver() const; |
|
81 |
|
|
82 | 83 |
virtual const char* _solverName() const; |
83 | 84 |
|
84 | 85 |
virtual int _addCol(); |
85 | 86 |
virtual int _addRow(); |
86 | 87 |
|
87 | 88 |
virtual void _eraseCol(int i); |
88 | 89 |
virtual void _eraseRow(int i); |
89 | 90 |
|
90 | 91 |
virtual void _eraseColId(int i); |
91 | 92 |
virtual void _eraseRowId(int i); |
92 | 93 |
|
93 | 94 |
virtual void _getColName(int col, std::string& name) const; |
94 | 95 |
virtual void _setColName(int col, const std::string& name); |
95 | 96 |
virtual int _colByName(const std::string& name) const; |
96 | 97 |
|
97 | 98 |
virtual void _getRowName(int row, std::string& name) const; |
98 | 99 |
virtual void _setRowName(int row, const std::string& name); |
99 | 100 |
virtual int _rowByName(const std::string& name) const; |
100 | 101 |
|
101 | 102 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
102 | 103 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
103 | 104 |
|
104 | 105 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
105 | 106 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
106 | 107 |
|
107 | 108 |
virtual void _setCoeff(int row, int col, Value value); |
108 | 109 |
virtual Value _getCoeff(int row, int col) const; |
109 | 110 |
|
110 | 111 |
virtual void _setColLowerBound(int i, Value value); |
111 | 112 |
virtual Value _getColLowerBound(int i) const; |
112 | 113 |
virtual void _setColUpperBound(int i, Value value); |
113 | 114 |
virtual Value _getColUpperBound(int i) const; |
114 | 115 |
|
115 | 116 |
virtual void _setRowLowerBound(int i, Value value); |
116 | 117 |
virtual Value _getRowLowerBound(int i) const; |
117 | 118 |
virtual void _setRowUpperBound(int i, Value value); |
118 | 119 |
virtual Value _getRowUpperBound(int i) const; |
119 | 120 |
|
120 | 121 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
121 | 122 |
virtual void _getObjCoeffs(InsertIterator b) const; |
122 | 123 |
|
123 | 124 |
virtual void _setObjCoeff(int i, Value obj_coef); |
124 | 125 |
virtual Value _getObjCoeff(int i) const; |
125 | 126 |
|
126 | 127 |
virtual void _setSense(Sense sense); |
127 | 128 |
virtual Sense _getSense() const; |
128 | 129 |
|
129 | 130 |
virtual SolveExitStatus _solve(); |
130 | 131 |
virtual Value _getPrimal(int i) const; |
131 | 132 |
virtual Value _getDual(int i) const; |
132 | 133 |
|
133 | 134 |
virtual Value _getPrimalValue() const; |
134 | 135 |
|
135 | 136 |
virtual Value _getPrimalRay(int i) const; |
136 | 137 |
virtual Value _getDualRay(int i) const; |
137 | 138 |
|
138 | 139 |
virtual VarStatus _getColStatus(int i) const; |
139 | 140 |
virtual VarStatus _getRowStatus(int i) const; |
140 | 141 |
|
141 | 142 |
virtual ProblemType _getPrimalType() const; |
142 | 143 |
virtual ProblemType _getDualType() const; |
143 | 144 |
|
144 | 145 |
virtual void _clear(); |
145 | 146 |
... | ... |
@@ -136,268 +136,291 @@ |
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 |
//Test for clone/new |
|
201 |
LP* lpnew = lp.newSolver(); |
|
202 |
LP* lpclone = lp.cloneSolver(); |
|
203 |
delete lpnew; |
|
204 |
delete lpclone; |
|
200 | 205 |
|
201 | 206 |
} |
202 | 207 |
|
203 | 208 |
{ |
204 | 209 |
LP::DualExpr e,f,g; |
205 | 210 |
LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID, |
206 | 211 |
p4 = INVALID, p5 = INVALID; |
207 | 212 |
|
208 | 213 |
e[p1]=2; |
209 | 214 |
e[p1]+=2; |
210 | 215 |
e[p1]-=2; |
211 | 216 |
|
212 | 217 |
e=p1; |
213 | 218 |
e=f; |
214 | 219 |
|
215 | 220 |
e+=p1; |
216 | 221 |
e+=f; |
217 | 222 |
|
218 | 223 |
e-=p1; |
219 | 224 |
e-=f; |
220 | 225 |
|
221 | 226 |
e*=2; |
222 | 227 |
e*=2.2; |
223 | 228 |
e/=2; |
224 | 229 |
e/=2.2; |
225 | 230 |
|
226 | 231 |
e=((p1+p2)+(p1-p2)+ |
227 | 232 |
(p1+f)+(f+p1)+(f+g)+ |
228 | 233 |
(p1-f)+(f-p1)+(f-g)+ |
229 | 234 |
2.2*f+f*2.2+f/2.2+ |
230 | 235 |
2*f+f*2+f/2+ |
231 | 236 |
2.2*p1+p1*2.2+p1/2.2+ |
232 | 237 |
2*p1+p1*2+p1/2 |
233 | 238 |
); |
234 | 239 |
} |
235 | 240 |
|
236 | 241 |
} |
237 | 242 |
|
238 | 243 |
void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat, |
239 | 244 |
double exp_opt) { |
240 | 245 |
using std::string; |
241 | 246 |
lp.solve(); |
242 | 247 |
|
243 | 248 |
std::ostringstream buf; |
244 | 249 |
buf << "PrimalType should be: " << int(stat) << int(lp.primalType()); |
245 | 250 |
|
246 | 251 |
check(lp.primalType()==stat, buf.str()); |
247 | 252 |
|
248 | 253 |
if (stat == LpSolver::OPTIMAL) { |
249 | 254 |
std::ostringstream sbuf; |
250 |
sbuf << "Wrong optimal value |
|
255 |
sbuf << "Wrong optimal value (" << lp.primal() <<") with " |
|
256 |
<< lp.solverName() <<"\n the right optimum is " << exp_opt; |
|
251 | 257 |
check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str()); |
252 | 258 |
} |
253 | 259 |
} |
254 | 260 |
|
255 | 261 |
void aTest(LpSolver & lp) |
256 | 262 |
{ |
257 | 263 |
typedef LpSolver LP; |
258 | 264 |
|
259 | 265 |
//The following example is very simple |
260 | 266 |
|
261 | 267 |
typedef LpSolver::Row Row; |
262 | 268 |
typedef LpSolver::Col Col; |
263 | 269 |
|
264 | 270 |
|
265 | 271 |
Col x1 = lp.addCol(); |
266 | 272 |
Col x2 = lp.addCol(); |
267 | 273 |
|
268 | 274 |
|
269 | 275 |
//Constraints |
270 | 276 |
Row upright=lp.addRow(x1+2*x2 <=1); |
271 | 277 |
lp.addRow(x1+x2 >=-1); |
272 | 278 |
lp.addRow(x1-x2 <=1); |
273 | 279 |
lp.addRow(x1-x2 >=-1); |
274 | 280 |
//Nonnegativity of the variables |
275 | 281 |
lp.colLowerBound(x1, 0); |
276 | 282 |
lp.colLowerBound(x2, 0); |
277 | 283 |
//Objective function |
278 | 284 |
lp.obj(x1+x2); |
279 | 285 |
|
280 | 286 |
lp.sense(lp.MAX); |
281 | 287 |
|
282 | 288 |
//Testing the problem retrieving routines |
283 | 289 |
check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
284 | 290 |
check(lp.sense() == lp.MAX,"This is a maximization!"); |
285 | 291 |
check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!"); |
286 | 292 |
check(lp.colLowerBound(x1)==0, |
287 | 293 |
"The lower bound for variable x1 should be 0."); |
288 | 294 |
check(lp.colUpperBound(x1)==LpSolver::INF, |
289 | 295 |
"The upper bound for variable x1 should be infty."); |
290 | 296 |
check(lp.rowLowerBound(upright) == -LpSolver::INF, |
291 | 297 |
"The lower bound for the first row should be -infty."); |
292 | 298 |
check(lp.rowUpperBound(upright)==1, |
293 | 299 |
"The upper bound for the first row should be 1."); |
294 | 300 |
LpSolver::Expr e = lp.row(upright); |
295 | 301 |
check(e[x1] == 1, "The first coefficient should 1."); |
296 | 302 |
check(e[x2] == 2, "The second coefficient should 1."); |
297 | 303 |
|
298 | 304 |
lp.row(upright, x1+x2 <=1); |
299 | 305 |
e = lp.row(upright); |
300 | 306 |
check(e[x1] == 1, "The first coefficient should 1."); |
301 | 307 |
check(e[x2] == 1, "The second coefficient should 1."); |
302 | 308 |
|
303 | 309 |
LpSolver::DualExpr de = lp.col(x1); |
304 | 310 |
check( de[upright] == 1, "The first coefficient should 1."); |
305 | 311 |
|
306 | 312 |
LpSolver* clp = lp.cloneSolver(); |
307 | 313 |
|
308 | 314 |
//Testing the problem retrieving routines |
309 | 315 |
check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
310 | 316 |
check(clp->sense() == clp->MAX,"This is a maximization!"); |
311 | 317 |
check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!"); |
312 | 318 |
// std::cout<<lp.colLowerBound(x1)<<std::endl; |
313 | 319 |
check(clp->colLowerBound(x1)==0, |
314 | 320 |
"The lower bound for variable x1 should be 0."); |
315 | 321 |
check(clp->colUpperBound(x1)==LpSolver::INF, |
316 | 322 |
"The upper bound for variable x1 should be infty."); |
317 | 323 |
|
318 | 324 |
check(lp.rowLowerBound(upright)==-LpSolver::INF, |
319 | 325 |
"The lower bound for the first row should be -infty."); |
320 | 326 |
check(lp.rowUpperBound(upright)==1, |
321 | 327 |
"The upper bound for the first row should be 1."); |
322 | 328 |
e = clp->row(upright); |
323 | 329 |
check(e[x1] == 1, "The first coefficient should 1."); |
324 | 330 |
check(e[x2] == 1, "The second coefficient should 1."); |
325 | 331 |
|
326 | 332 |
de = clp->col(x1); |
327 | 333 |
check(de[upright] == 1, "The first coefficient should 1."); |
328 | 334 |
|
329 | 335 |
delete clp; |
330 | 336 |
|
331 | 337 |
//Maximization of x1+x2 |
332 | 338 |
//over the triangle with vertices (0,0) (0,1) (1,0) |
333 | 339 |
double expected_opt=1; |
334 | 340 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
335 | 341 |
|
336 | 342 |
//Minimization |
337 | 343 |
lp.sense(lp.MIN); |
338 | 344 |
expected_opt=0; |
339 | 345 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
340 | 346 |
|
341 | 347 |
//Vertex (-1,0) instead of (0,0) |
342 | 348 |
lp.colLowerBound(x1, -LpSolver::INF); |
343 | 349 |
expected_opt=-1; |
344 | 350 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
345 | 351 |
|
346 | 352 |
//Erase one constraint and return to maximization |
347 | 353 |
lp.erase(upright); |
348 | 354 |
lp.sense(lp.MAX); |
349 | 355 |
expected_opt=LpSolver::INF; |
350 | 356 |
solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt); |
351 | 357 |
|
352 | 358 |
//Infeasibilty |
353 | 359 |
lp.addRow(x1+x2 <=-2); |
354 | 360 |
solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt); |
355 | 361 |
|
356 | 362 |
} |
357 | 363 |
|
364 |
template<class LP> |
|
365 |
void cloneTest() |
|
366 |
{ |
|
367 |
//Test for clone/new |
|
368 |
|
|
369 |
LP* lp = new LP(); |
|
370 |
LP* lpnew = lp->newSolver(); |
|
371 |
LP* lpclone = lp->cloneSolver(); |
|
372 |
delete lp; |
|
373 |
delete lpnew; |
|
374 |
delete lpclone; |
|
375 |
} |
|
376 |
|
|
358 | 377 |
int main() |
359 | 378 |
{ |
360 | 379 |
LpSkeleton lp_skel; |
361 | 380 |
lpTest(lp_skel); |
362 | 381 |
|
363 | 382 |
#ifdef HAVE_GLPK |
364 | 383 |
{ |
365 | 384 |
GlpkLp lp_glpk1,lp_glpk2; |
366 | 385 |
lpTest(lp_glpk1); |
367 | 386 |
aTest(lp_glpk2); |
387 |
cloneTest<GlpkLp>(); |
|
368 | 388 |
} |
369 | 389 |
#endif |
370 | 390 |
|
371 | 391 |
#ifdef HAVE_CPLEX |
372 | 392 |
try { |
373 | 393 |
CplexLp lp_cplex1,lp_cplex2; |
374 | 394 |
lpTest(lp_cplex1); |
375 | 395 |
aTest(lp_cplex2); |
376 | 396 |
} catch (CplexEnv::LicenseError& error) { |
377 | 397 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
378 | 398 |
check(false, error.what()); |
379 | 399 |
#else |
380 | 400 |
std::cerr << error.what() << std::endl; |
381 | 401 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
382 | 402 |
#endif |
383 | 403 |
} |
404 |
cloneTest<CplexLp>(); |
|
384 | 405 |
#endif |
385 | 406 |
|
386 | 407 |
#ifdef HAVE_SOPLEX |
387 | 408 |
{ |
388 | 409 |
SoplexLp lp_soplex1,lp_soplex2; |
389 | 410 |
lpTest(lp_soplex1); |
390 | 411 |
aTest(lp_soplex2); |
412 |
cloneTest<SoplexLp>(); |
|
391 | 413 |
} |
392 | 414 |
#endif |
393 | 415 |
|
394 | 416 |
#ifdef HAVE_CLP |
395 | 417 |
{ |
396 | 418 |
ClpLp lp_clp1,lp_clp2; |
397 | 419 |
lpTest(lp_clp1); |
398 | 420 |
aTest(lp_clp2); |
421 |
cloneTest<ClpLp>(); |
|
399 | 422 |
} |
400 | 423 |
#endif |
401 | 424 |
|
402 | 425 |
return 0; |
403 | 426 |
} |
... | ... |
@@ -45,92 +45,105 @@ |
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 |
template<class MIP> |
|
110 |
void cloneTest() |
|
111 |
{ |
|
112 |
|
|
113 |
MIP* mip = new MIP(); |
|
114 |
MIP* mipnew = mip->newSolver(); |
|
115 |
MIP* mipclone = mip->cloneSolver(); |
|
116 |
delete mip; |
|
117 |
delete mipnew; |
|
118 |
delete mipclone; |
|
119 |
} |
|
109 | 120 |
|
110 | 121 |
int main() |
111 | 122 |
{ |
112 | 123 |
|
113 | 124 |
#ifdef HAVE_GLPK |
114 | 125 |
{ |
115 | 126 |
GlpkMip mip1; |
116 | 127 |
aTest(mip1); |
128 |
cloneTest<GlpkMip>(); |
|
117 | 129 |
} |
118 | 130 |
#endif |
119 | 131 |
|
120 | 132 |
#ifdef HAVE_CPLEX |
121 | 133 |
try { |
122 | 134 |
CplexMip mip2; |
123 | 135 |
aTest(mip2); |
124 | 136 |
} catch (CplexEnv::LicenseError& error) { |
125 | 137 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
126 | 138 |
check(false, error.what()); |
127 | 139 |
#else |
128 | 140 |
std::cerr << error.what() << std::endl; |
129 | 141 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
130 | 142 |
#endif |
131 | 143 |
} |
144 |
cloneTest<CplexMip>(); |
|
132 | 145 |
#endif |
133 | 146 |
|
134 | 147 |
return 0; |
135 | 148 |
|
136 | 149 |
} |
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