RhodeCode

  void ClpLp::_init_temporals() {

    _primal_ray = 0;

    _dual_ray = 0;

  }

  void ClpLp::_clear_temporals() {

    if (_primal_ray) {

      delete[] _primal_ray;

      _primal_ray = 0;

    }

    if (_dual_ray) {

      delete[] _dual_ray;

      _dual_ray = 0;

    }

  }

    ClpLp* newlp = new ClpLp;

    return newlp;

  }

    ClpLp* copylp = new ClpLp(*this);

    return copylp;

  }

  const char* ClpLp::_solverName() const { return "ClpLp"; }

  int ClpLp::_addCol() {

    _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0);

    return _prob->numberColumns() - 1;

  }

  int ClpLp::_addRow() {

    _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);

    return _prob->numberRows() - 1;

  }

  protected:

    ClpSimplex* _prob;

    std::map<std::string, int> _col_names_ref;

    std::map<std::string, int> _row_names_ref;

  public:

    /// \e

    ClpLp();

    /// \e

    ClpLp(const ClpLp&);

    /// \e

    ~ClpLp();

  protected:

    mutable double* _primal_ray;

    mutable double* _dual_ray;

    void _init_temporals();

    void _clear_temporals();

  protected:

    virtual const char* _solverName() const;

    virtual int _addCol();

    virtual int _addRow();

    virtual void _eraseCol(int i);

    virtual void _eraseRow(int i);

    virtual void _eraseColId(int i);

    virtual void _eraseRowId(int i);

    virtual void _getColName(int col, std::string& name) const;

    virtual void _setColName(int col, const std::string& name);

    virtual int _colByName(const std::string& name) const;

    virtual void _getRowName(int row, std::string& name) const;

    cols.clear();

  }

  // CplexLp members

  CplexLp::CplexLp()

    : LpBase(), CplexBase(), LpSolver() {}

  CplexLp::CplexLp(const CplexEnv& env)

    : LpBase(), CplexBase(env), LpSolver() {}

  CplexLp::CplexLp(const CplexLp& other)

    : LpBase(), CplexBase(other), LpSolver() {}

  CplexLp::~CplexLp() {}

  const char* CplexLp::_solverName() const { return "CplexLp"; }

  void CplexLp::_clear_temporals() {

    _col_status.clear();

    _row_status.clear();

    _primal_ray.clear();

    _dual_ray.clear();

  }

  // The routine returns zero unless an error occurred during the

  // optimization. Examples of errors include exhausting available

  // memory (CPXERR_NO_MEMORY) or encountering invalid data in the

  // CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a

  // user-specified CPLEX limit, or proving the model infeasible or

  // unbounded, are not considered errors. Note that a zero return

  CplexMip::CplexMip(const CplexEnv& env)

    : LpBase(), CplexBase(env), MipSolver() {

#if CPX_VERSION < 800

    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MIP);

#else

    CPXchgprobtype(cplexEnv(),  _prob, CPXPROB_MILP);

#endif

  }

  CplexMip::CplexMip(const CplexMip& other)

    : LpBase(), CplexBase(other), MipSolver() {}

  CplexMip::~CplexMip() {}

  const char* CplexMip::_solverName() const { return "CplexMip"; }

  void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) {

    // Note If a variable is to be changed to binary, a call to CPXchgbds

    // should also be made to change the bounds to 0 and 1.

    switch (col_type){

    case INTEGER: {

      const char t = 'I';

      CPXchgctype (cplexEnv(), _prob, 1, &i, &t);

    } break;

    case REAL: {

      const char t = 'C';

      CPXchgctype (cplexEnv(), _prob, 1, &i, &t);

  public:

    /// Returns the used \c CplexEnv instance

    const CplexEnv& env() const { return _env; }

    ///

    const cpxenv* cplexEnv() const { return _env.cplexEnv(); }

    cpxlp* cplexLp() { return _prob; }

    const cpxlp* cplexLp() const { return _prob; }

  };

  /// \brief Interface for the CPLEX LP solver

  ///

  /// This class implements an interface for the CPLEX LP solver.

  ///\ingroup lp_group

  public:

    /// \e

    CplexLp();

    /// \e

    CplexLp(const CplexEnv&);

    /// \e

    CplexLp(const CplexLp&);

    /// \e

    virtual ~CplexLp();

  private:

    // these values cannot retrieved element by element

    mutable std::vector<int> _col_status;

    mutable std::vector<int> _row_status;

    mutable std::vector<Value> _primal_ray;

    mutable std::vector<Value> _dual_ray;

    void _clear_temporals();

    SolveExitStatus convertStatus(int status);

  protected:

    virtual const char* _solverName() const;

    virtual SolveExitStatus _solve();

    virtual Value _getPrimal(int i) const;

    virtual Value _getDual(int i) const;

    virtual Value _getPrimalValue() const;

    virtual VarStatus _getColStatus(int i) const;

    virtual VarStatus _getRowStatus(int i) const;

    virtual Value _getPrimalRay(int i) const;

    virtual Value _getDualRay(int i) const;

    virtual ProblemType _getPrimalType() const;

    virtual ProblemType _getDualType() const;

    /// Solve with primal simplex method

    SolveExitStatus solvePrimal();

    /// Solve with dual simplex method

    SolveExitStatus solveDual();

    /// Solve with barrier method

    SolveExitStatus solveBarrier();

  };

  /// \brief Interface for the CPLEX MIP solver

  ///

  /// This class implements an interface for the CPLEX MIP solver.

  ///\ingroup lp_group

  public:

    /// \e

    CplexMip();

    /// \e

    CplexMip(const CplexEnv&);

    /// \e

    CplexMip(const CplexMip&);

    /// \e

    virtual ~CplexMip();

  protected:

    virtual CplexMip* _cloneSolver() const;

    virtual CplexMip* _newSolver() const;

    virtual const char* _solverName() const;

    rows.clear();

    cols.clear();

  }

  // GlpkLp members

  GlpkLp::GlpkLp()

    : LpBase(), GlpkBase(), LpSolver() {

    messageLevel(MESSAGE_NO_OUTPUT);

  }

  GlpkLp::GlpkLp(const GlpkLp& other)

    : LpBase(other), GlpkBase(other), LpSolver(other) {

    messageLevel(MESSAGE_NO_OUTPUT);

  }

  const char* GlpkLp::_solverName() const { return "GlpkLp"; }

  void GlpkLp::_clear_temporals() {

    _primal_ray.clear();

    _dual_ray.clear();

  }

  GlpkLp::SolveExitStatus GlpkLp::_solve() {

    return solvePrimal();

  }

  GlpkLp::SolveExitStatus GlpkLp::solvePrimal() {

    _clear_temporals();

    glp_smcp smcp;

        return UNDEFINED;

      }

    default:

      LEMON_ASSERT(false, "Wrong problem type.");

      return GlpkMip::ProblemType();

    }

  }

  GlpkMip::Value GlpkMip::_getSol(int i) const {

    return glp_mip_col_val(lp, i);

  }

  GlpkMip::Value GlpkMip::_getSolValue() const {

    return glp_mip_obj_val(lp);

  }

  const char* GlpkMip::_solverName() const { return "GlpkMip"; }

  void GlpkMip::messageLevel(MessageLevel m) {

    _message_level = m;

  }

} //END OF NAMESPACE LEMON

    LPX *lpx() {return lp;}

    ///Const pointer to the underlying GLPK data structure.

    const LPX *lpx() const {return lp;}

    ///Returns the constraint identifier understood by GLPK.

    int lpxRow(Row r) const { return rows(id(r)); }

    ///Returns the variable identifier understood by GLPK.

    int lpxCol(Col c) const { return cols(id(c)); }

  };

  /// \brief Interface for the GLPK LP solver

  ///

  /// This class implements an interface for the GLPK LP solver.

  ///\ingroup lp_group

  public:

    ///\e

    GlpkLp();

    ///\e

    GlpkLp(const GlpkLp&);

  private:

    mutable std::vector<double> _primal_ray;

    mutable std::vector<double> _dual_ray;

    void _clear_temporals();

  protected:

    virtual const char* _solverName() const;

    virtual SolveExitStatus _solve();

    virtual Value _getPrimal(int i) const;

    virtual Value _getDual(int i) const;

    virtual Value _getPrimalValue() const;

    virtual VarStatus _getColStatus(int i) const;

    virtual VarStatus _getRowStatus(int i) const;

    virtual Value _getPrimalRay(int i) const;

    virtual Value _getDualRay(int i) const;

    ///\todo It should be clarified

    ///

    MessageLevel _message_level;

  public:

    ///Set the verbosity of the messages

    ///Set the verbosity of the messages

    ///

    ///\param m is the level of the messages output by the solver routines.

    void messageLevel(MessageLevel m);

  };

  /// \brief Interface for the GLPK MIP solver

  ///

  /// This class implements an interface for the GLPK MIP solver.

  ///\ingroup lp_group

  public:

    ///\e

    GlpkMip();

    ///\e

    GlpkMip(const GlpkMip&);

  protected:

    virtual const char* _solverName() const;

    virtual ColTypes _getColType(int col) const;

    virtual void _setColType(int col, ColTypes col_type);

    virtual SolveExitStatus _solve();

    virtual ProblemType _getType() const;

    virtual Value _getSol(int i) const;

    virtual Value _getSolValue() const;

    ///Enum for \c messageLevel() parameter

    enum MessageLevel {

      /// no output (default value)

      MESSAGE_NO_OUTPUT = 0,

      /// error messages only

      MESSAGE_ERROR_MESSAGE = 1,

        ExprIterator tmp(*this); --_host_it; return tmp;

      }

      bool operator==(const ExprIterator& it) const {

        return _host_it == it._host_it;

      }

      bool operator!=(const ExprIterator& it) const {

        return _host_it != it._host_it;

      }

    };

  protected:

    //Abstract virtual functions

    virtual int _addColId(int col) { return cols.addIndex(col); }

    virtual int _addRowId(int row) { return rows.addIndex(row); }

    virtual void _eraseColId(int col) { cols.eraseIndex(col); }

    virtual void _eraseRowId(int row) { rows.eraseIndex(row); }

    virtual int _addCol() = 0;

    virtual int _addRow() = 0;

    virtual void _eraseCol(int col) = 0;

    virtual void _eraseRow(int row) = 0;

    virtual void _getColName(int col, std::string& name) const = 0;

    virtual void _setColName(int col, const std::string& name) = 0;

    virtual int _colByName(const std::string& name) const = 0;

    virtual void _clear() = 0;

    virtual const char* _solverName() const = 0;

    //Own protected stuff

    //Constant component of the objective function

    Value obj_const_comp;

    LpBase() : rows(), cols(), obj_const_comp(0) {}

  public:

    /// Virtual destructor

    virtual ~LpBase() {}

    ///Gives back the name of the solver.

    const char* solverName() const {return _solverName();}

    ///\name Build up and modify the LP

    ///@{

    ///Add a new empty column (i.e a new variable) to the LP

    Col addCol() { Col c; c._id = _addColId(_addCol()); return c;}

    ///\brief Adds several new columns (i.e variables) at once

    ///

    ///This magic function takes a container as its argument and fills

    ///its elements with new columns (i.e. variables)

    ///\param t can be

    ///- a standard STL compatible iterable container with

    virtual Value _getPrimal(int i) const = 0;

    virtual Value _getDual(int i) const = 0;

    virtual Value _getPrimalRay(int i) const = 0;

    virtual Value _getDualRay(int i) const = 0;

    virtual Value _getPrimalValue() const = 0;

    virtual VarStatus _getColStatus(int i) const = 0;

    virtual VarStatus _getRowStatus(int i) const = 0;

    virtual ProblemType _getPrimalType() const = 0;

    virtual ProblemType _getDualType() const = 0;

  public:

    ///\name Solve the LP

    ///@{

    ///\e Solve the LP problem at hand

    ///

    ///\return The result of the optimization procedure. Possible

    ///values and their meanings can be found in the documentation of

    ///\ref SolveExitStatus.

    SolveExitStatus solve() { return _solve(); }

    ///@}

    ///\name Obtain the solution

    ///@{

    /// Return the basis status of the row

    /// \see VarStatus

    VarStatus rowStatus(Row r) const { return _getRowStatus(rows(id(r))); }

    ///The value of the objective function

    ///\return

    ///- \ref INF or -\ref INF means either infeasibility or unboundedness

    /// of the primal problem, depending on whether we minimize or maximize.

    ///- \ref NaN if no primal solution is found.

    ///- The (finite) objective value if an optimal solution is found.

    Value primal() const { return _getPrimalValue()+obj_const_comp;}

    ///@}

  protected:

  };

  /// \ingroup lp_group

  ///

  /// \brief Common base class for MIP solvers

  ///

  /// This class is an abstract base class for MIP solvers. This class

  /// provides a full interface for set and modify an MIP problem,

  /// solve it and retrieve the solution. You can use one of the

  /// descendants as a concrete implementation, or the \c Lp

  /// default MIP solver. However, if you would like to handle MIP

  /// solvers as reference or pointer in a generic way, you can use

  /// this class directly.

  class MipSolver : virtual public LpBase {

  public:

    /// The problem types for MIP problems

    enum ProblemType {

      ///Feasible solution hasn't been found (but may exist).

      UNDEFINED = 0,

      ///The problem has no feasible solution

      INFEASIBLE = 1,

      ///Feasible solution found

      FEASIBLE = 2,

      ///Optimal solution exists and found

      OPTIMAL = 3,

      ///The cost function is unbounded

      ///

      ///The Mip or at least the relaxed problem is unbounded

      UNBOUNDED = 4

    };

    ///\name Solve the MIP

    ///@{

    /// Solve the MIP problem at hand

    ///

    ///\return The result of the optimization procedure. Possible

    ///values and their meanings can be found in the documentation of

    ///\ref SolveExitStatus.

    SolveExitStatus solve() { return _solve(); }

    ///@}

    ///\name Setting column type

    ///@{

    ///- \ref INF or -\ref INF means either infeasibility or unboundedness

    /// of the problem, depending on whether we minimize or maximize.

    ///- \ref NaN if no primal solution is found.

    ///- The (finite) objective value if an optimal solution is found.

    Value solValue() const { return _getSolValue()+obj_const_comp;}

    ///@}

  protected:

    virtual SolveExitStatus _solve() = 0;

    virtual ColTypes _getColType(int col) const = 0;

    virtual void _setColType(int col, ColTypes col_type) = 0;

    virtual ProblemType _getType() const = 0;

    virtual Value _getSol(int i) const = 0;

    virtual Value _getSolValue() const = 0;

  };

} //namespace lemon

#endif //LEMON_LP_BASE_H

  LpSkeleton::Value LpSkeleton::_getPrimalRay(int) const { return 0; }

  LpSkeleton::Value LpSkeleton::_getDualRay(int) const { return 0; }

  LpSkeleton::ProblemType LpSkeleton::_getPrimalType() const

  { return UNDEFINED; }

  LpSkeleton::ProblemType LpSkeleton::_getDualType() const

  { return UNDEFINED; }

  LpSkeleton::VarStatus LpSkeleton::_getColStatus(int) const

  { return BASIC; }

  LpSkeleton::VarStatus LpSkeleton::_getRowStatus(int) const

  { return BASIC; }

  { return static_cast<LpSkeleton*>(0); }

  { return static_cast<LpSkeleton*>(0); }

  const char* LpSkeleton::_solverName() const { return "LpSkeleton"; }

  MipSkeleton::SolveExitStatus MipSkeleton::_solve()

  { return SOLVED; }

  MipSkeleton::Value MipSkeleton::_getSol(int) const { return 0; }

  MipSkeleton::Value MipSkeleton::_getSolValue() const { return 0; }

  MipSkeleton::ProblemType MipSkeleton::_getType() const

  { return UNDEFINED; }

  { return static_cast<MipSkeleton*>(0); }

  { return static_cast<MipSkeleton*>(0); }

  const char* MipSkeleton::_solverName() const { return "MipSkeleton"; }

} //namespace lemon

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

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

 * precise terms see the accompanying LICENSE file.

 *

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

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

 * purpose.

 *

 */

#ifndef LEMON_LP_SKELETON_H

#define LEMON_LP_SKELETON_H

#include <lemon/lp_base.h>

///\file

namespace lemon {

  class SkeletonSolverBase : public virtual LpBase {

    int col_num,row_num;

  protected:

    SkeletonSolverBase()

      : col_num(-1), row_num(-1) {}

    /// \e

    virtual int _addCol();

    /// \e

    virtual int _addRow();

    /// \e

    virtual void _eraseCol(int i);

    /// \e

    virtual void _eraseRow(int i);

    /// \e

    virtual void _setObjCoeff(int i, Value obj_coef);

    /// \e

    virtual Value _getObjCoeff(int i) const;

    ///\e

    virtual void _setSense(Sense);

    ///\e

    virtual Sense _getSense() const;

    ///\e

    virtual void _clear();

  };

  ///

  ///\ingroup lp_group

  public:

  protected:

    ///\e

    virtual SolveExitStatus _solve();

    ///\e

    virtual Value _getPrimal(int i) const;

    ///\e

    virtual Value _getDual(int i) const;

    ///\e

    virtual Value _getPrimalValue() const;

    ///\e

    virtual Value _getPrimalRay(int i) const;

    ///\e

    virtual Value _getDualRay(int i) const;

    ///\e

    virtual ProblemType _getPrimalType() const;

    ///\e

    virtual ProblemType _getDualType() const;

    ///\e

    virtual VarStatus _getColStatus(int i) const;

    ///\e

    virtual VarStatus _getRowStatus(int i) const;

    ///\e

    virtual const char* _solverName() const;

  };

  ///

  ///\ingroup lp_group

  public:

  protected:

    ///\e

    ///\bug Wrong interface

    ///

    virtual SolveExitStatus _solve();

    ///\e

    ///\bug Wrong interface

    ///

    virtual Value _getSol(int i) const;

    ///\e

    ///\bug Wrong interface

    ///

    virtual Value _getSolValue() const;

    ///\e

    ///\bug Wrong interface

    ///

    virtual ProblemType _getType() const;

    ///\e

    virtual const char* _solverName() const;

  };

} //namespace lemon

#endif

    soplex = new soplex::SoPlex;

    (*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex);

    _col_names = lp._col_names;

    _col_names_ref = lp._col_names_ref;

    _row_names = lp._row_names;

    _row_names_ref = lp._row_names_ref;

  }

  void SoplexLp::_clear_temporals() {

    _primal_values.clear();

    _dual_values.clear();

  }

    SoplexLp* newlp = new SoplexLp();

    return newlp;

  }

    SoplexLp* newlp = new SoplexLp(*this);

    return newlp;

  }

  const char* SoplexLp::_solverName() const { return "SoplexLp"; }

  int SoplexLp::_addCol() {

    soplex::LPCol c;

    c.setLower(-soplex::infinity);

    c.setUpper(soplex::infinity);

    soplex->addCol(c);

    _col_names.push_back(std::string());

    return soplex->nCols() - 1;

  }

    mutable std::vector<Value> _primal_values;

    mutable std::vector<Value> _dual_values;

    mutable std::vector<Value> _primal_ray;

    mutable std::vector<Value> _dual_ray;

    void _clear_temporals();

  public:

    /// \e

    SoplexLp();

    /// \e

    SoplexLp(const SoplexLp&);

    /// \e

    ~SoplexLp();

  protected:

    virtual const char* _solverName() const;

    virtual int _addCol();

    virtual int _addRow();

    virtual void _eraseCol(int i);

    virtual void _eraseRow(int i);

    virtual void _eraseColId(int i);

    virtual void _eraseRowId(int i);

    virtual void _getColName(int col, std::string& name) const;

    virtual void _setColName(int col, const std::string& name);

    virtual int _colByName(const std::string& name) const;

    virtual void _getRowName(int row, std::string& name) const;

    std::ostringstream buf;

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

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

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

    double tolerance=0.001;

    e.simplify(tolerance);

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

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

    tolerance=0.02;

    e.simplify(tolerance);

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

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

  }

  {

    LP::DualExpr e,f,g;

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

      p4 = INVALID, p5 = INVALID;

    e[p1]=2;

    e[p1]+=2;

    e[p1]-=2;

    e=p1;

    e=f;

    e+=p1;

  }

}

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

                   double exp_opt) {

  using std::string;

  lp.solve();

  std::ostringstream buf;

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

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

  if (stat ==  LpSolver::OPTIMAL) {

    std::ostringstream sbuf;

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

  }

}

void aTest(LpSolver & lp)

{

  typedef LpSolver LP;

 //The following example is very simple

  typedef LpSolver::Row Row;

  typedef LpSolver::Col Col;

  Col x1 = lp.addCol();

  Col x2 = lp.addCol();

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

  expected_opt=-1;

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

  //Erase one constraint and return to maximization

  lp.erase(upright);

  lp.sense(lp.MAX);

  expected_opt=LpSolver::INF;

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