0
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| 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 |
} |
| 129 | 129 |
|
| 130 | 130 |
|
| 131 | 131 |
void ClpLp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) {
|
| 132 | 132 |
std::map<int, Value> coeffs; |
| 133 | 133 |
|
| 134 | 134 |
int n = _prob->clpMatrix()->getNumCols(); |
| 135 | 135 |
|
| 136 | 136 |
const int* indices = _prob->clpMatrix()->getIndices(); |
| 137 | 137 |
const double* elements = _prob->clpMatrix()->getElements(); |
| 138 | 138 |
|
| 139 | 139 |
for (int i = 0; i < n; ++i) {
|
| 140 | 140 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
| 141 | 141 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
| 142 | 142 |
|
| 143 | 143 |
const int* it = std::lower_bound(indices + begin, indices + end, ix); |
| 144 | 144 |
if (it != indices + end && *it == ix && elements[it - indices] != 0.0) {
|
| 145 | 145 |
coeffs[i] = 0.0; |
| 146 | 146 |
} |
| 147 | 147 |
} |
| 148 | 148 |
|
| 149 | 149 |
for (ExprIterator it = b; it != e; ++it) {
|
| 150 | 150 |
coeffs[it->first] = it->second; |
| 151 | 151 |
} |
| 152 | 152 |
|
| 153 | 153 |
for (std::map<int, Value>::iterator it = coeffs.begin(); |
| 154 | 154 |
it != coeffs.end(); ++it) {
|
| 155 | 155 |
_prob->modifyCoefficient(ix, it->first, it->second); |
| 156 | 156 |
} |
| 157 | 157 |
} |
| 158 | 158 |
|
| 159 | 159 |
void ClpLp::_getRowCoeffs(int ix, InsertIterator b) const {
|
| 160 | 160 |
int n = _prob->clpMatrix()->getNumCols(); |
| 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(); |
| 136 | 138 |
|
| 137 | 139 |
public: |
| 138 | 140 |
|
| 139 | 141 |
///Solves LP with primal simplex method. |
| 140 | 142 |
SolveExitStatus solvePrimal(); |
| 141 | 143 |
|
| 142 | 144 |
///Solves LP with dual simplex method. |
| 143 | 145 |
SolveExitStatus solveDual(); |
| 144 | 146 |
|
| 145 | 147 |
///Solves LP with barrier method. |
| 146 | 148 |
SolveExitStatus solveBarrier(); |
| 147 | 149 |
|
| 148 | 150 |
///Returns the constraint identifier understood by CLP. |
| 149 | 151 |
int clpRow(Row r) const { return rows(id(r)); }
|
| 150 | 152 |
|
| 151 | 153 |
///Returns the variable identifier understood by CLP. |
| 152 | 154 |
int clpCol(Col c) const { return cols(id(c)); }
|
| 153 | 155 |
|
| 154 | 156 |
///Enum for \c messageLevel() parameter |
| 155 | 157 |
enum MessageLevel {
|
| 156 | 158 |
/// no output (default value) |
| 157 | 159 |
MESSAGE_NO_OUTPUT = 0, |
| 158 | 160 |
/// print final solution |
| 159 | 161 |
MESSAGE_FINAL_SOLUTION = 1, |
| 160 | 162 |
/// print factorization |
| 161 | 163 |
MESSAGE_FACTORIZATION = 2, |
| 162 | 164 |
/// normal output |
| 163 | 165 |
MESSAGE_NORMAL_OUTPUT = 3, |
| 164 | 166 |
/// verbose output |
| 165 | 167 |
MESSAGE_VERBOSE_OUTPUT = 4 |
| 166 | 168 |
}; |
| 167 | 169 |
///Set the verbosity of the messages |
| ... | ... |
@@ -358,194 +358,194 @@ |
| 358 | 358 |
void CplexBase::_setRowLowerBound(int i, Value lb) |
| 359 | 359 |
{
|
| 360 | 360 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
| 361 | 361 |
_set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i)); |
| 362 | 362 |
} |
| 363 | 363 |
|
| 364 | 364 |
void CplexBase::_setRowUpperBound(int i, Value ub) |
| 365 | 365 |
{
|
| 366 | 366 |
|
| 367 | 367 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
| 368 | 368 |
_set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub); |
| 369 | 369 |
} |
| 370 | 370 |
|
| 371 | 371 |
void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e) |
| 372 | 372 |
{
|
| 373 | 373 |
std::vector<int> indices; |
| 374 | 374 |
std::vector<Value> values; |
| 375 | 375 |
for(ExprIterator it=b; it!=e; ++it) {
|
| 376 | 376 |
indices.push_back(it->first); |
| 377 | 377 |
values.push_back(it->second); |
| 378 | 378 |
} |
| 379 | 379 |
CPXchgobj(cplexEnv(), _prob, values.size(), |
| 380 | 380 |
&indices.front(), &values.front()); |
| 381 | 381 |
|
| 382 | 382 |
} |
| 383 | 383 |
|
| 384 | 384 |
void CplexBase::_getObjCoeffs(InsertIterator b) const |
| 385 | 385 |
{
|
| 386 | 386 |
int num = CPXgetnumcols(cplexEnv(), _prob); |
| 387 | 387 |
std::vector<Value> x(num); |
| 388 | 388 |
|
| 389 | 389 |
CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1); |
| 390 | 390 |
for (int i = 0; i < num; ++i) {
|
| 391 | 391 |
if (x[i] != 0.0) {
|
| 392 | 392 |
*b = std::make_pair(i, x[i]); |
| 393 | 393 |
++b; |
| 394 | 394 |
} |
| 395 | 395 |
} |
| 396 | 396 |
} |
| 397 | 397 |
|
| 398 | 398 |
void CplexBase::_setObjCoeff(int i, Value obj_coef) |
| 399 | 399 |
{
|
| 400 | 400 |
CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef); |
| 401 | 401 |
} |
| 402 | 402 |
|
| 403 | 403 |
CplexBase::Value CplexBase::_getObjCoeff(int i) const |
| 404 | 404 |
{
|
| 405 | 405 |
Value x; |
| 406 | 406 |
CPXgetobj(cplexEnv(), _prob, &x, i, i); |
| 407 | 407 |
return x; |
| 408 | 408 |
} |
| 409 | 409 |
|
| 410 | 410 |
void CplexBase::_setSense(CplexBase::Sense sense) {
|
| 411 | 411 |
switch (sense) {
|
| 412 | 412 |
case MIN: |
| 413 | 413 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MIN); |
| 414 | 414 |
break; |
| 415 | 415 |
case MAX: |
| 416 | 416 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MAX); |
| 417 | 417 |
break; |
| 418 | 418 |
} |
| 419 | 419 |
} |
| 420 | 420 |
|
| 421 | 421 |
CplexBase::Sense CplexBase::_getSense() const {
|
| 422 | 422 |
switch (CPXgetobjsen(cplexEnv(), _prob)) {
|
| 423 | 423 |
case CPX_MIN: |
| 424 | 424 |
return MIN; |
| 425 | 425 |
case CPX_MAX: |
| 426 | 426 |
return MAX; |
| 427 | 427 |
default: |
| 428 | 428 |
LEMON_ASSERT(false, "Invalid sense"); |
| 429 | 429 |
return CplexBase::Sense(); |
| 430 | 430 |
} |
| 431 | 431 |
} |
| 432 | 432 |
|
| 433 | 433 |
void CplexBase::_clear() {
|
| 434 | 434 |
CPXfreeprob(cplexEnv(),&_prob); |
| 435 | 435 |
int status; |
| 436 | 436 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
| 437 | 437 |
rows.clear(); |
| 438 | 438 |
cols.clear(); |
| 439 | 439 |
} |
| 440 | 440 |
|
| 441 | 441 |
// CplexLp members |
| 442 | 442 |
|
| 443 | 443 |
CplexLp::CplexLp() |
| 444 | 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(); |
| 520 | 520 |
return convertStatus(CPXdualopt(cplexEnv(), _prob)); |
| 521 | 521 |
} |
| 522 | 522 |
|
| 523 | 523 |
CplexLp::SolveExitStatus CplexLp::solveBarrier() {
|
| 524 | 524 |
_clear_temporals(); |
| 525 | 525 |
return convertStatus(CPXbaropt(cplexEnv(), _prob)); |
| 526 | 526 |
} |
| 527 | 527 |
|
| 528 | 528 |
CplexLp::Value CplexLp::_getPrimal(int i) const {
|
| 529 | 529 |
Value x; |
| 530 | 530 |
CPXgetx(cplexEnv(), _prob, &x, i, i); |
| 531 | 531 |
return x; |
| 532 | 532 |
} |
| 533 | 533 |
|
| 534 | 534 |
CplexLp::Value CplexLp::_getDual(int i) const {
|
| 535 | 535 |
Value y; |
| 536 | 536 |
CPXgetpi(cplexEnv(), _prob, &y, i, i); |
| 537 | 537 |
return y; |
| 538 | 538 |
} |
| 539 | 539 |
|
| 540 | 540 |
CplexLp::Value CplexLp::_getPrimalValue() const {
|
| 541 | 541 |
Value objval; |
| 542 | 542 |
CPXgetobjval(cplexEnv(), _prob, &objval); |
| 543 | 543 |
return objval; |
| 544 | 544 |
} |
| 545 | 545 |
|
| 546 | 546 |
CplexLp::VarStatus CplexLp::_getColStatus(int i) const {
|
| 547 | 547 |
if (_col_status.empty()) {
|
| 548 | 548 |
_col_status.resize(CPXgetnumcols(cplexEnv(), _prob)); |
| 549 | 549 |
CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0); |
| 550 | 550 |
} |
| 551 | 551 |
switch (_col_status[i]) {
|
| ... | ... |
@@ -730,194 +730,194 @@ |
| 730 | 730 |
case CPX_INFEASIBLE://Infeasible |
| 731 | 731 |
// case CPX_IT_LIM_INFEAS: |
| 732 | 732 |
// case CPX_TIME_LIM_INFEAS: |
| 733 | 733 |
// case CPX_NUM_BEST_INFEAS: |
| 734 | 734 |
// case CPX_OPTIMAL_INFEAS: |
| 735 | 735 |
// case CPX_ABORT_INFEAS: |
| 736 | 736 |
// case CPX_ABORT_PRIM_INFEAS: |
| 737 | 737 |
// case CPX_ABORT_PRIM_DUAL_INFEAS: |
| 738 | 738 |
return UNBOUNDED;//In case of dual simplex |
| 739 | 739 |
//return INFEASIBLE; |
| 740 | 740 |
// case CPX_OBJ_LIM: |
| 741 | 741 |
// case CPX_IT_LIM_FEAS: |
| 742 | 742 |
// case CPX_TIME_LIM_FEAS: |
| 743 | 743 |
// case CPX_NUM_BEST_FEAS: |
| 744 | 744 |
// case CPX_ABORT_FEAS: |
| 745 | 745 |
// case CPX_ABORT_PRIM_DUAL_FEAS: |
| 746 | 746 |
// return FEASIBLE; |
| 747 | 747 |
default: |
| 748 | 748 |
return UNDEFINED; //Everything else comes here |
| 749 | 749 |
//FIXME error |
| 750 | 750 |
} |
| 751 | 751 |
#endif |
| 752 | 752 |
} |
| 753 | 753 |
|
| 754 | 754 |
//9.0-as cplex verzio statusai |
| 755 | 755 |
// CPX_STAT_ABORT_DUAL_OBJ_LIM |
| 756 | 756 |
// CPX_STAT_ABORT_IT_LIM |
| 757 | 757 |
// CPX_STAT_ABORT_OBJ_LIM |
| 758 | 758 |
// CPX_STAT_ABORT_PRIM_OBJ_LIM |
| 759 | 759 |
// CPX_STAT_ABORT_TIME_LIM |
| 760 | 760 |
// CPX_STAT_ABORT_USER |
| 761 | 761 |
// CPX_STAT_FEASIBLE_RELAXED |
| 762 | 762 |
// CPX_STAT_INFEASIBLE |
| 763 | 763 |
// CPX_STAT_INForUNBD |
| 764 | 764 |
// CPX_STAT_NUM_BEST |
| 765 | 765 |
// CPX_STAT_OPTIMAL |
| 766 | 766 |
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
| 767 | 767 |
// CPX_STAT_OPTIMAL_INFEAS |
| 768 | 768 |
// CPX_STAT_OPTIMAL_RELAXED |
| 769 | 769 |
// CPX_STAT_UNBOUNDED |
| 770 | 770 |
|
| 771 | 771 |
CplexLp::ProblemType CplexLp::_getDualType() const {
|
| 772 | 772 |
int stat = CPXgetstat(cplexEnv(), _prob); |
| 773 | 773 |
#if CPX_VERSION >= 800 |
| 774 | 774 |
switch (stat) {
|
| 775 | 775 |
case CPX_STAT_OPTIMAL: |
| 776 | 776 |
return OPTIMAL; |
| 777 | 777 |
case CPX_STAT_UNBOUNDED: |
| 778 | 778 |
return INFEASIBLE; |
| 779 | 779 |
default: |
| 780 | 780 |
return UNDEFINED; |
| 781 | 781 |
} |
| 782 | 782 |
#else |
| 783 | 783 |
statusSwitch(cplexEnv(),stat); |
| 784 | 784 |
switch (stat) {
|
| 785 | 785 |
case 0: |
| 786 | 786 |
return UNDEFINED; //Undefined |
| 787 | 787 |
case CPX_OPTIMAL://Optimal |
| 788 | 788 |
return OPTIMAL; |
| 789 | 789 |
case CPX_UNBOUNDED: |
| 790 | 790 |
return INFEASIBLE; |
| 791 | 791 |
default: |
| 792 | 792 |
return UNDEFINED; //Everything else comes here |
| 793 | 793 |
//FIXME error |
| 794 | 794 |
} |
| 795 | 795 |
#endif |
| 796 | 796 |
} |
| 797 | 797 |
|
| 798 | 798 |
// CplexMip members |
| 799 | 799 |
|
| 800 | 800 |
CplexMip::CplexMip() |
| 801 | 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: |
| 892 | 892 |
return INFEASIBLE; |
| 893 | 893 |
default: |
| 894 | 894 |
return UNDEFINED; |
| 895 | 895 |
} |
| 896 | 896 |
//Unboundedness not treated well: the following is from cplex 9.0 doc |
| 897 | 897 |
// About Unboundedness |
| 898 | 898 |
|
| 899 | 899 |
// The treatment of models that are unbounded involves a few |
| 900 | 900 |
// subtleties. Specifically, a declaration of unboundedness means that |
| 901 | 901 |
// ILOG CPLEX has determined that the model has an unbounded |
| 902 | 902 |
// ray. Given any feasible solution x with objective z, a multiple of |
| 903 | 903 |
// the unbounded ray can be added to x to give a feasible solution |
| 904 | 904 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
| 905 | 905 |
// feasible solution exists, then the optimal objective is |
| 906 | 906 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
| 907 | 907 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
| 908 | 908 |
// to determine whether ILOG CPLEX has also concluded that the model |
| 909 | 909 |
// has a feasible solution. |
| 910 | 910 |
} |
| 911 | 911 |
|
| 912 | 912 |
CplexMip::Value CplexMip::_getSol(int i) const {
|
| 913 | 913 |
Value x; |
| 914 | 914 |
CPXgetmipx(cplexEnv(), _prob, &x, i, i); |
| 915 | 915 |
return x; |
| 916 | 916 |
} |
| 917 | 917 |
|
| 918 | 918 |
CplexMip::Value CplexMip::_getSolValue() const {
|
| 919 | 919 |
Value objval; |
| 920 | 920 |
CPXgetmipobjval(cplexEnv(), _prob, &objval); |
| 921 | 921 |
return objval; |
| 922 | 922 |
} |
| 923 | 923 |
| ... | ... |
@@ -67,190 +67,192 @@ |
| 67 | 67 |
/// Shallow assignement |
| 68 | 68 |
CplexEnv& operator=(const CplexEnv&); |
| 69 | 69 |
/// Destructor |
| 70 | 70 |
virtual ~CplexEnv(); |
| 71 | 71 |
|
| 72 | 72 |
protected: |
| 73 | 73 |
|
| 74 | 74 |
cpxenv* cplexEnv() { return _env; }
|
| 75 | 75 |
const cpxenv* cplexEnv() const { return _env; }
|
| 76 | 76 |
}; |
| 77 | 77 |
|
| 78 | 78 |
/// \brief Base interface for the CPLEX LP and MIP solver |
| 79 | 79 |
/// |
| 80 | 80 |
/// This class implements the common interface of the CPLEX LP and |
| 81 | 81 |
/// MIP solvers. |
| 82 | 82 |
/// \ingroup lp_group |
| 83 | 83 |
class CplexBase : virtual public LpBase {
|
| 84 | 84 |
protected: |
| 85 | 85 |
|
| 86 | 86 |
CplexEnv _env; |
| 87 | 87 |
cpxlp* _prob; |
| 88 | 88 |
|
| 89 | 89 |
CplexBase(); |
| 90 | 90 |
CplexBase(const CplexEnv&); |
| 91 | 91 |
CplexBase(const CplexBase &); |
| 92 | 92 |
virtual ~CplexBase(); |
| 93 | 93 |
|
| 94 | 94 |
virtual int _addCol(); |
| 95 | 95 |
virtual int _addRow(); |
| 96 | 96 |
|
| 97 | 97 |
virtual void _eraseCol(int i); |
| 98 | 98 |
virtual void _eraseRow(int i); |
| 99 | 99 |
|
| 100 | 100 |
virtual void _eraseColId(int i); |
| 101 | 101 |
virtual void _eraseRowId(int i); |
| 102 | 102 |
|
| 103 | 103 |
virtual void _getColName(int col, std::string& name) const; |
| 104 | 104 |
virtual void _setColName(int col, const std::string& name); |
| 105 | 105 |
virtual int _colByName(const std::string& name) const; |
| 106 | 106 |
|
| 107 | 107 |
virtual void _getRowName(int row, std::string& name) const; |
| 108 | 108 |
virtual void _setRowName(int row, const std::string& name); |
| 109 | 109 |
virtual int _rowByName(const std::string& name) const; |
| 110 | 110 |
|
| 111 | 111 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
| 112 | 112 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
| 113 | 113 |
|
| 114 | 114 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
| 115 | 115 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
| 116 | 116 |
|
| 117 | 117 |
virtual void _setCoeff(int row, int col, Value value); |
| 118 | 118 |
virtual Value _getCoeff(int row, int col) const; |
| 119 | 119 |
|
| 120 | 120 |
virtual void _setColLowerBound(int i, Value value); |
| 121 | 121 |
virtual Value _getColLowerBound(int i) const; |
| 122 | 122 |
|
| 123 | 123 |
virtual void _setColUpperBound(int i, Value value); |
| 124 | 124 |
virtual Value _getColUpperBound(int i) const; |
| 125 | 125 |
|
| 126 | 126 |
private: |
| 127 | 127 |
void _set_row_bounds(int i, Value lb, Value ub); |
| 128 | 128 |
protected: |
| 129 | 129 |
|
| 130 | 130 |
virtual void _setRowLowerBound(int i, Value value); |
| 131 | 131 |
virtual Value _getRowLowerBound(int i) const; |
| 132 | 132 |
|
| 133 | 133 |
virtual void _setRowUpperBound(int i, Value value); |
| 134 | 134 |
virtual Value _getRowUpperBound(int i) const; |
| 135 | 135 |
|
| 136 | 136 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
| 137 | 137 |
virtual void _getObjCoeffs(InsertIterator b) const; |
| 138 | 138 |
|
| 139 | 139 |
virtual void _setObjCoeff(int i, Value obj_coef); |
| 140 | 140 |
virtual Value _getObjCoeff(int i) const; |
| 141 | 141 |
|
| 142 | 142 |
virtual void _setSense(Sense sense); |
| 143 | 143 |
virtual Sense _getSense() const; |
| 144 | 144 |
|
| 145 | 145 |
virtual void _clear(); |
| 146 | 146 |
|
| 147 | 147 |
public: |
| 148 | 148 |
|
| 149 | 149 |
/// Returns the used \c CplexEnv instance |
| 150 | 150 |
const CplexEnv& env() const { return _env; }
|
| 151 | 151 |
/// |
| 152 | 152 |
const cpxenv* cplexEnv() const { return _env.cplexEnv(); }
|
| 153 | 153 |
|
| 154 | 154 |
cpxlp* cplexLp() { return _prob; }
|
| 155 | 155 |
const cpxlp* cplexLp() const { return _prob; }
|
| 156 | 156 |
|
| 157 | 157 |
}; |
| 158 | 158 |
|
| 159 | 159 |
/// \brief Interface for the CPLEX LP solver |
| 160 | 160 |
/// |
| 161 | 161 |
/// This class implements an interface for the CPLEX LP solver. |
| 162 | 162 |
///\ingroup lp_group |
| 163 |
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 |
| ... | ... |
@@ -441,194 +441,194 @@ |
| 441 | 441 |
case GLP_LO: |
| 442 | 442 |
case GLP_DB: |
| 443 | 443 |
case GLP_FX: |
| 444 | 444 |
if (lo == up) |
| 445 | 445 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
| 446 | 446 |
else |
| 447 | 447 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
| 448 | 448 |
break; |
| 449 | 449 |
default: |
| 450 | 450 |
break; |
| 451 | 451 |
} |
| 452 | 452 |
} |
| 453 | 453 |
} |
| 454 | 454 |
|
| 455 | 455 |
GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const {
|
| 456 | 456 |
int b = glp_get_row_type(lp, i); |
| 457 | 457 |
switch (b) {
|
| 458 | 458 |
case GLP_UP: |
| 459 | 459 |
case GLP_DB: |
| 460 | 460 |
case GLP_FX: |
| 461 | 461 |
return glp_get_row_ub(lp, i); |
| 462 | 462 |
default: |
| 463 | 463 |
return INF; |
| 464 | 464 |
} |
| 465 | 465 |
} |
| 466 | 466 |
|
| 467 | 467 |
void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
| 468 | 468 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
| 469 | 469 |
glp_set_obj_coef(lp, i, 0.0); |
| 470 | 470 |
} |
| 471 | 471 |
for (ExprIterator it = b; it != e; ++it) {
|
| 472 | 472 |
glp_set_obj_coef(lp, it->first, it->second); |
| 473 | 473 |
} |
| 474 | 474 |
} |
| 475 | 475 |
|
| 476 | 476 |
void GlpkBase::_getObjCoeffs(InsertIterator b) const {
|
| 477 | 477 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
| 478 | 478 |
Value val = glp_get_obj_coef(lp, i); |
| 479 | 479 |
if (val != 0.0) {
|
| 480 | 480 |
*b = std::make_pair(i, val); |
| 481 | 481 |
++b; |
| 482 | 482 |
} |
| 483 | 483 |
} |
| 484 | 484 |
} |
| 485 | 485 |
|
| 486 | 486 |
void GlpkBase::_setObjCoeff(int i, Value obj_coef) {
|
| 487 | 487 |
//i = 0 means the constant term (shift) |
| 488 | 488 |
glp_set_obj_coef(lp, i, obj_coef); |
| 489 | 489 |
} |
| 490 | 490 |
|
| 491 | 491 |
GlpkBase::Value GlpkBase::_getObjCoeff(int i) const {
|
| 492 | 492 |
//i = 0 means the constant term (shift) |
| 493 | 493 |
return glp_get_obj_coef(lp, i); |
| 494 | 494 |
} |
| 495 | 495 |
|
| 496 | 496 |
void GlpkBase::_setSense(GlpkBase::Sense sense) {
|
| 497 | 497 |
switch (sense) {
|
| 498 | 498 |
case MIN: |
| 499 | 499 |
glp_set_obj_dir(lp, GLP_MIN); |
| 500 | 500 |
break; |
| 501 | 501 |
case MAX: |
| 502 | 502 |
glp_set_obj_dir(lp, GLP_MAX); |
| 503 | 503 |
break; |
| 504 | 504 |
} |
| 505 | 505 |
} |
| 506 | 506 |
|
| 507 | 507 |
GlpkBase::Sense GlpkBase::_getSense() const {
|
| 508 | 508 |
switch(glp_get_obj_dir(lp)) {
|
| 509 | 509 |
case GLP_MIN: |
| 510 | 510 |
return MIN; |
| 511 | 511 |
case GLP_MAX: |
| 512 | 512 |
return MAX; |
| 513 | 513 |
default: |
| 514 | 514 |
LEMON_ASSERT(false, "Wrong sense"); |
| 515 | 515 |
return GlpkBase::Sense(); |
| 516 | 516 |
} |
| 517 | 517 |
} |
| 518 | 518 |
|
| 519 | 519 |
void GlpkBase::_clear() {
|
| 520 | 520 |
glp_erase_prob(lp); |
| 521 | 521 |
rows.clear(); |
| 522 | 522 |
cols.clear(); |
| 523 | 523 |
} |
| 524 | 524 |
|
| 525 | 525 |
// 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 {
|
| 603 | 603 |
return glp_get_col_prim(lp, i); |
| 604 | 604 |
} |
| 605 | 605 |
|
| 606 | 606 |
GlpkLp::Value GlpkLp::_getDual(int i) const {
|
| 607 | 607 |
return glp_get_row_dual(lp, i); |
| 608 | 608 |
} |
| 609 | 609 |
|
| 610 | 610 |
GlpkLp::Value GlpkLp::_getPrimalValue() const {
|
| 611 | 611 |
return glp_get_obj_val(lp); |
| 612 | 612 |
} |
| 613 | 613 |
|
| 614 | 614 |
GlpkLp::VarStatus GlpkLp::_getColStatus(int i) const {
|
| 615 | 615 |
switch (glp_get_col_stat(lp, i)) {
|
| 616 | 616 |
case GLP_BS: |
| 617 | 617 |
return BASIC; |
| 618 | 618 |
case GLP_UP: |
| 619 | 619 |
return UPPER; |
| 620 | 620 |
case GLP_LO: |
| 621 | 621 |
return LOWER; |
| 622 | 622 |
case GLP_NF: |
| 623 | 623 |
return FREE; |
| 624 | 624 |
case GLP_NS: |
| 625 | 625 |
return FIXED; |
| 626 | 626 |
default: |
| 627 | 627 |
LEMON_ASSERT(false, "Wrong column status"); |
| 628 | 628 |
return GlpkLp::VarStatus(); |
| 629 | 629 |
} |
| 630 | 630 |
} |
| 631 | 631 |
|
| 632 | 632 |
GlpkLp::VarStatus GlpkLp::_getRowStatus(int i) const {
|
| 633 | 633 |
switch (glp_get_row_stat(lp, i)) {
|
| 634 | 634 |
case GLP_BS: |
| ... | ... |
@@ -847,106 +847,106 @@ |
| 847 | 847 |
GlpkMip::ColTypes GlpkMip::_getColType(int i) const {
|
| 848 | 848 |
switch (glp_get_col_kind(lp, i)) {
|
| 849 | 849 |
case GLP_IV: |
| 850 | 850 |
case GLP_BV: |
| 851 | 851 |
return INTEGER; |
| 852 | 852 |
default: |
| 853 | 853 |
return REAL; |
| 854 | 854 |
} |
| 855 | 855 |
|
| 856 | 856 |
} |
| 857 | 857 |
|
| 858 | 858 |
GlpkMip::SolveExitStatus GlpkMip::_solve() {
|
| 859 | 859 |
glp_smcp smcp; |
| 860 | 860 |
glp_init_smcp(&smcp); |
| 861 | 861 |
|
| 862 | 862 |
switch (_message_level) {
|
| 863 | 863 |
case MESSAGE_NO_OUTPUT: |
| 864 | 864 |
smcp.msg_lev = GLP_MSG_OFF; |
| 865 | 865 |
break; |
| 866 | 866 |
case MESSAGE_ERROR_MESSAGE: |
| 867 | 867 |
smcp.msg_lev = GLP_MSG_ERR; |
| 868 | 868 |
break; |
| 869 | 869 |
case MESSAGE_NORMAL_OUTPUT: |
| 870 | 870 |
smcp.msg_lev = GLP_MSG_ON; |
| 871 | 871 |
break; |
| 872 | 872 |
case MESSAGE_FULL_OUTPUT: |
| 873 | 873 |
smcp.msg_lev = GLP_MSG_ALL; |
| 874 | 874 |
break; |
| 875 | 875 |
} |
| 876 | 876 |
smcp.meth = GLP_DUAL; |
| 877 | 877 |
|
| 878 | 878 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
| 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 |
| ... | ... |
@@ -26,234 +26,236 @@ |
| 26 | 26 |
#include <lemon/lp_base.h> |
| 27 | 27 |
|
| 28 | 28 |
// forward declaration |
| 29 | 29 |
#ifndef _GLP_PROB |
| 30 | 30 |
#define _GLP_PROB |
| 31 | 31 |
typedef struct { double _prob; } glp_prob;
|
| 32 | 32 |
/* LP/MIP problem object */ |
| 33 | 33 |
#endif |
| 34 | 34 |
|
| 35 | 35 |
namespace lemon {
|
| 36 | 36 |
|
| 37 | 37 |
|
| 38 | 38 |
/// \brief Base interface for the GLPK LP and MIP solver |
| 39 | 39 |
/// |
| 40 | 40 |
/// This class implements the common interface of the GLPK LP and MIP solver. |
| 41 | 41 |
/// \ingroup lp_group |
| 42 | 42 |
class GlpkBase : virtual public LpBase {
|
| 43 | 43 |
protected: |
| 44 | 44 |
|
| 45 | 45 |
typedef glp_prob LPX; |
| 46 | 46 |
glp_prob* lp; |
| 47 | 47 |
|
| 48 | 48 |
GlpkBase(); |
| 49 | 49 |
GlpkBase(const GlpkBase&); |
| 50 | 50 |
virtual ~GlpkBase(); |
| 51 | 51 |
|
| 52 | 52 |
protected: |
| 53 | 53 |
|
| 54 | 54 |
virtual int _addCol(); |
| 55 | 55 |
virtual int _addRow(); |
| 56 | 56 |
|
| 57 | 57 |
virtual void _eraseCol(int i); |
| 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 |
| ... | ... |
@@ -825,266 +825,259 @@ |
| 825 | 825 |
ConstCoeffIt& operator++() { ++_it; return *this; }
|
| 826 | 826 |
|
| 827 | 827 |
/// Equality operator |
| 828 | 828 |
bool operator==(Invalid) const { return _it == _end; }
|
| 829 | 829 |
/// Inequality operator |
| 830 | 830 |
bool operator!=(Invalid) const { return _it != _end; }
|
| 831 | 831 |
}; |
| 832 | 832 |
}; |
| 833 | 833 |
|
| 834 | 834 |
|
| 835 | 835 |
protected: |
| 836 | 836 |
|
| 837 | 837 |
class InsertIterator {
|
| 838 | 838 |
private: |
| 839 | 839 |
|
| 840 | 840 |
std::map<int, Value>& _host; |
| 841 | 841 |
const _solver_bits::VarIndex& _index; |
| 842 | 842 |
|
| 843 | 843 |
public: |
| 844 | 844 |
|
| 845 | 845 |
typedef std::output_iterator_tag iterator_category; |
| 846 | 846 |
typedef void difference_type; |
| 847 | 847 |
typedef void value_type; |
| 848 | 848 |
typedef void reference; |
| 849 | 849 |
typedef void pointer; |
| 850 | 850 |
|
| 851 | 851 |
InsertIterator(std::map<int, Value>& host, |
| 852 | 852 |
const _solver_bits::VarIndex& index) |
| 853 | 853 |
: _host(host), _index(index) {}
|
| 854 | 854 |
|
| 855 | 855 |
InsertIterator& operator=(const std::pair<int, Value>& value) {
|
| 856 | 856 |
typedef std::map<int, Value>::value_type pair_type; |
| 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 |
} |
| 1059 | 1052 |
return s; |
| 1060 | 1053 |
} |
| 1061 | 1054 |
#endif |
| 1062 | 1055 |
|
| 1063 | 1056 |
///Set a column (i.e a dual constraint) of the LP |
| 1064 | 1057 |
|
| 1065 | 1058 |
///\param c is the column to be modified |
| 1066 | 1059 |
///\param e is a dual linear expression (see \ref DualExpr) |
| 1067 | 1060 |
///a better one. |
| 1068 | 1061 |
void col(Col c, const DualExpr &e) {
|
| 1069 | 1062 |
e.simplify(); |
| 1070 | 1063 |
_setColCoeffs(cols(id(c)), ExprIterator(e.comps.begin(), rows), |
| 1071 | 1064 |
ExprIterator(e.comps.end(), rows)); |
| 1072 | 1065 |
} |
| 1073 | 1066 |
|
| 1074 | 1067 |
///Get a column (i.e a dual constraint) of the LP |
| 1075 | 1068 |
|
| 1076 | 1069 |
///\param c is the column to get |
| 1077 | 1070 |
///\return the dual expression associated to the column |
| 1078 | 1071 |
DualExpr col(Col c) const {
|
| 1079 | 1072 |
DualExpr e; |
| 1080 | 1073 |
_getColCoeffs(cols(id(c)), InsertIterator(e.comps, rows)); |
| 1081 | 1074 |
return e; |
| 1082 | 1075 |
} |
| 1083 | 1076 |
|
| 1084 | 1077 |
///Add a new column to the LP |
| 1085 | 1078 |
|
| 1086 | 1079 |
///\param e is a dual linear expression (see \ref DualExpr) |
| 1087 | 1080 |
///\param o is the corresponding component of the objective |
| 1088 | 1081 |
///function. It is 0 by default. |
| 1089 | 1082 |
///\return The created column. |
| 1090 | 1083 |
Col addCol(const DualExpr &e, Value o = 0) {
|
| ... | ... |
@@ -1728,353 +1721,349 @@ |
| 1728 | 1721 |
return tmp; |
| 1729 | 1722 |
} |
| 1730 | 1723 |
///Multiply with constant |
| 1731 | 1724 |
|
| 1732 | 1725 |
///\relates LpBase::DualExpr |
| 1733 | 1726 |
/// |
| 1734 | 1727 |
inline LpBase::DualExpr operator*(const LpBase::DualExpr &a, |
| 1735 | 1728 |
const LpBase::Value &b) {
|
| 1736 | 1729 |
LpBase::DualExpr tmp(a); |
| 1737 | 1730 |
tmp*=b; |
| 1738 | 1731 |
return tmp; |
| 1739 | 1732 |
} |
| 1740 | 1733 |
|
| 1741 | 1734 |
///Multiply with constant |
| 1742 | 1735 |
|
| 1743 | 1736 |
///\relates LpBase::DualExpr |
| 1744 | 1737 |
/// |
| 1745 | 1738 |
inline LpBase::DualExpr operator*(const LpBase::Value &a, |
| 1746 | 1739 |
const LpBase::DualExpr &b) {
|
| 1747 | 1740 |
LpBase::DualExpr tmp(b); |
| 1748 | 1741 |
tmp*=a; |
| 1749 | 1742 |
return tmp; |
| 1750 | 1743 |
} |
| 1751 | 1744 |
///Divide with constant |
| 1752 | 1745 |
|
| 1753 | 1746 |
///\relates LpBase::DualExpr |
| 1754 | 1747 |
/// |
| 1755 | 1748 |
inline LpBase::DualExpr operator/(const LpBase::DualExpr &a, |
| 1756 | 1749 |
const LpBase::Value &b) {
|
| 1757 | 1750 |
LpBase::DualExpr tmp(a); |
| 1758 | 1751 |
tmp/=b; |
| 1759 | 1752 |
return tmp; |
| 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 |
| ... | ... |
@@ -12,123 +12,123 @@ |
| 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/lp_skeleton.h> |
| 20 | 20 |
|
| 21 | 21 |
///\file |
| 22 | 22 |
///\brief A skeleton file to implement LP solver interfaces |
| 23 | 23 |
namespace lemon {
|
| 24 | 24 |
|
| 25 | 25 |
int SkeletonSolverBase::_addCol() |
| 26 | 26 |
{
|
| 27 | 27 |
return ++col_num; |
| 28 | 28 |
} |
| 29 | 29 |
|
| 30 | 30 |
int SkeletonSolverBase::_addRow() |
| 31 | 31 |
{
|
| 32 | 32 |
return ++row_num; |
| 33 | 33 |
} |
| 34 | 34 |
|
| 35 | 35 |
void SkeletonSolverBase::_eraseCol(int) {}
|
| 36 | 36 |
void SkeletonSolverBase::_eraseRow(int) {}
|
| 37 | 37 |
|
| 38 | 38 |
void SkeletonSolverBase::_getColName(int, std::string &) const {}
|
| 39 | 39 |
void SkeletonSolverBase::_setColName(int, const std::string &) {}
|
| 40 | 40 |
int SkeletonSolverBase::_colByName(const std::string&) const { return -1; }
|
| 41 | 41 |
|
| 42 | 42 |
void SkeletonSolverBase::_getRowName(int, std::string &) const {}
|
| 43 | 43 |
void SkeletonSolverBase::_setRowName(int, const std::string &) {}
|
| 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 |
} |
| 127 | 127 |
} |
| 128 | 128 |
|
| 129 | 129 |
int SoplexLp::_colByName(const std::string& name) const {
|
| 130 | 130 |
std::map<std::string, int>::const_iterator it = |
| 131 | 131 |
_col_names_ref.find(name); |
| 132 | 132 |
if (it != _col_names_ref.end()) {
|
| 133 | 133 |
return it->second; |
| 134 | 134 |
} else {
|
| 135 | 135 |
return -1; |
| 136 | 136 |
} |
| 137 | 137 |
} |
| 138 | 138 |
|
| 139 | 139 |
void SoplexLp::_getRowName(int r, std::string &name) const {
|
| 140 | 140 |
name = _row_names[r]; |
| 141 | 141 |
} |
| 142 | 142 |
|
| 143 | 143 |
void SoplexLp::_setRowName(int r, const std::string &name) {
|
| 144 | 144 |
_row_names_ref.erase(_row_names[r]); |
| 145 | 145 |
_row_names[r] = name; |
| 146 | 146 |
if (!name.empty()) {
|
| 147 | 147 |
_row_names_ref.insert(std::make_pair(name, r)); |
| 148 | 148 |
} |
| 149 | 149 |
} |
| 150 | 150 |
|
| 151 | 151 |
int SoplexLp::_rowByName(const std::string& name) const {
|
| 152 | 152 |
std::map<std::string, int>::const_iterator it = |
| 153 | 153 |
_row_names_ref.find(name); |
| 154 | 154 |
if (it != _row_names_ref.end()) {
|
| 155 | 155 |
return it->second; |
| 156 | 156 |
} else {
|
| 157 | 157 |
return -1; |
| 158 | 158 |
} |
| 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_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 |
|
| 146 | 147 |
}; |
| 147 | 148 |
|
| 148 | 149 |
} //END OF NAMESPACE LEMON |
| 149 | 150 |
|
| 150 | 151 |
#endif //LEMON_SOPLEX_H |
| 151 | 152 |
| ... | ... |
@@ -104,300 +104,323 @@ |
| 104 | 104 |
e+=f; |
| 105 | 105 |
|
| 106 | 106 |
e-=2; |
| 107 | 107 |
e-=2.2; |
| 108 | 108 |
e-=p1; |
| 109 | 109 |
e-=f; |
| 110 | 110 |
|
| 111 | 111 |
e*=2; |
| 112 | 112 |
e*=2.2; |
| 113 | 113 |
e/=2; |
| 114 | 114 |
e/=2.2; |
| 115 | 115 |
|
| 116 | 116 |
e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+ |
| 117 | 117 |
(f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+ |
| 118 | 118 |
(f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+ |
| 119 | 119 |
2.2*f+f*2.2+f/2.2+ |
| 120 | 120 |
2*f+f*2+f/2+ |
| 121 | 121 |
2.2*p1+p1*2.2+p1/2.2+ |
| 122 | 122 |
2*p1+p1*2+p1/2 |
| 123 | 123 |
); |
| 124 | 124 |
|
| 125 | 125 |
|
| 126 | 126 |
c = (e <= f ); |
| 127 | 127 |
c = (e <= 2.2); |
| 128 | 128 |
c = (e <= 2 ); |
| 129 | 129 |
c = (e <= p1 ); |
| 130 | 130 |
c = (2.2<= f ); |
| 131 | 131 |
c = (2 <= f ); |
| 132 | 132 |
c = (p1 <= f ); |
| 133 | 133 |
c = (p1 <= p2 ); |
| 134 | 134 |
c = (p1 <= 2.2); |
| 135 | 135 |
c = (p1 <= 2 ); |
| 136 | 136 |
c = (2.2<= p2 ); |
| 137 | 137 |
c = (2 <= p2 ); |
| 138 | 138 |
|
| 139 | 139 |
c = (e >= f ); |
| 140 | 140 |
c = (e >= 2.2); |
| 141 | 141 |
c = (e >= 2 ); |
| 142 | 142 |
c = (e >= p1 ); |
| 143 | 143 |
c = (2.2>= f ); |
| 144 | 144 |
c = (2 >= f ); |
| 145 | 145 |
c = (p1 >= f ); |
| 146 | 146 |
c = (p1 >= p2 ); |
| 147 | 147 |
c = (p1 >= 2.2); |
| 148 | 148 |
c = (p1 >= 2 ); |
| 149 | 149 |
c = (2.2>= p2 ); |
| 150 | 150 |
c = (2 >= p2 ); |
| 151 | 151 |
|
| 152 | 152 |
c = (e == f ); |
| 153 | 153 |
c = (e == 2.2); |
| 154 | 154 |
c = (e == 2 ); |
| 155 | 155 |
c = (e == p1 ); |
| 156 | 156 |
c = (2.2== f ); |
| 157 | 157 |
c = (2 == f ); |
| 158 | 158 |
c = (p1 == f ); |
| 159 | 159 |
//c = (p1 == p2 ); |
| 160 | 160 |
c = (p1 == 2.2); |
| 161 | 161 |
c = (p1 == 2 ); |
| 162 | 162 |
c = (2.2== p2 ); |
| 163 | 163 |
c = (2 == p2 ); |
| 164 | 164 |
|
| 165 | 165 |
c = ((2 <= e) <= 3); |
| 166 | 166 |
c = ((2 <= p1) <= 3); |
| 167 | 167 |
|
| 168 | 168 |
c = ((2 >= e) >= 3); |
| 169 | 169 |
c = ((2 >= p1) >= 3); |
| 170 | 170 |
|
| 171 | 171 |
e[x[3]]=2; |
| 172 | 172 |
e[x[3]]=4; |
| 173 | 173 |
e[x[3]]=1; |
| 174 | 174 |
*e=12; |
| 175 | 175 |
|
| 176 | 176 |
lp.addRow(-LP::INF,e,23); |
| 177 | 177 |
lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23); |
| 178 | 178 |
lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23); |
| 179 | 179 |
|
| 180 | 180 |
lp.addRow(x[1]+x[3]<=x[5]-3); |
| 181 | 181 |
lp.addRow((-7<=x[1]+x[3]-12)<=3); |
| 182 | 182 |
lp.addRow(x[1]<=x[5]); |
| 183 | 183 |
|
| 184 | 184 |
std::ostringstream buf; |
| 185 | 185 |
|
| 186 | 186 |
|
| 187 | 187 |
e=((p1+p2)+(p1-0.99*p2)); |
| 188 | 188 |
//e.prettyPrint(std::cout); |
| 189 | 189 |
//(e<=2).prettyPrint(std::cout); |
| 190 | 190 |
double tolerance=0.001; |
| 191 | 191 |
e.simplify(tolerance); |
| 192 | 192 |
buf << "Coeff. of p2 should be 0.01"; |
| 193 | 193 |
check(e[p2]>0, buf.str()); |
| 194 | 194 |
|
| 195 | 195 |
tolerance=0.02; |
| 196 | 196 |
e.simplify(tolerance); |
| 197 | 197 |
buf << "Coeff. of p2 should be 0"; |
| 198 | 198 |
check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str()); |
| 199 | 199 |
|
| 200 |
//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 |
} |
| ... | ... |
@@ -13,124 +13,137 @@ |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 16 | 16 |
* |
| 17 | 17 |
*/ |
| 18 | 18 |
|
| 19 | 19 |
#include "test_tools.h" |
| 20 | 20 |
|
| 21 | 21 |
|
| 22 | 22 |
#ifdef HAVE_CONFIG_H |
| 23 | 23 |
#include <lemon/config.h> |
| 24 | 24 |
#endif |
| 25 | 25 |
|
| 26 | 26 |
#ifdef HAVE_CPLEX |
| 27 | 27 |
#include <lemon/cplex.h> |
| 28 | 28 |
#endif |
| 29 | 29 |
|
| 30 | 30 |
#ifdef HAVE_GLPK |
| 31 | 31 |
#include <lemon/glpk.h> |
| 32 | 32 |
#endif |
| 33 | 33 |
|
| 34 | 34 |
|
| 35 | 35 |
using namespace lemon; |
| 36 | 36 |
|
| 37 | 37 |
void solveAndCheck(MipSolver& mip, MipSolver::ProblemType stat, |
| 38 | 38 |
double exp_opt) {
|
| 39 | 39 |
using std::string; |
| 40 | 40 |
|
| 41 | 41 |
mip.solve(); |
| 42 | 42 |
//int decimal,sign; |
| 43 | 43 |
std::ostringstream buf; |
| 44 | 44 |
buf << "Type should be: " << int(stat)<<" and it is "<<int(mip.type()); |
| 45 | 45 |
|
| 46 | 46 |
|
| 47 | 47 |
// itoa(stat,buf1, 10); |
| 48 | 48 |
check(mip.type()==stat, buf.str()); |
| 49 | 49 |
|
| 50 | 50 |
if (stat == MipSolver::OPTIMAL) {
|
| 51 | 51 |
std::ostringstream sbuf; |
| 52 | 52 |
buf << "Wrong optimal value: the right optimum is " << exp_opt; |
| 53 | 53 |
check(std::abs(mip.solValue()-exp_opt) < 1e-3, sbuf.str()); |
| 54 | 54 |
//+ecvt(exp_opt,2) |
| 55 | 55 |
} |
| 56 | 56 |
} |
| 57 | 57 |
|
| 58 | 58 |
void aTest(MipSolver& mip) |
| 59 | 59 |
{
|
| 60 | 60 |
//The following example is very simple |
| 61 | 61 |
|
| 62 | 62 |
|
| 63 | 63 |
typedef MipSolver::Row Row; |
| 64 | 64 |
typedef MipSolver::Col Col; |
| 65 | 65 |
|
| 66 | 66 |
|
| 67 | 67 |
|
| 68 | 68 |
Col x1 = mip.addCol(); |
| 69 | 69 |
Col x2 = mip.addCol(); |
| 70 | 70 |
|
| 71 | 71 |
|
| 72 | 72 |
//Objective function |
| 73 | 73 |
mip.obj(x1); |
| 74 | 74 |
|
| 75 | 75 |
mip.max(); |
| 76 | 76 |
|
| 77 | 77 |
|
| 78 | 78 |
//Unconstrained optimization |
| 79 | 79 |
mip.solve(); |
| 80 | 80 |
//Check it out! |
| 81 | 81 |
|
| 82 | 82 |
//Constraints |
| 83 | 83 |
mip.addRow(2*x1+x2 <=2); |
| 84 | 84 |
mip.addRow(x1-2*x2 <=0); |
| 85 | 85 |
|
| 86 | 86 |
//Nonnegativity of the variable x1 |
| 87 | 87 |
mip.colLowerBound(x1, 0); |
| 88 | 88 |
|
| 89 | 89 |
//Maximization of x1 |
| 90 | 90 |
//over the triangle with vertices (0,0),(4/5,2/5),(0,2) |
| 91 | 91 |
double expected_opt=4.0/5.0; |
| 92 | 92 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
| 93 | 93 |
|
| 94 | 94 |
//Restrict x2 to integer |
| 95 | 95 |
mip.colType(x2,MipSolver::INTEGER); |
| 96 | 96 |
expected_opt=1.0/2.0; |
| 97 | 97 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
| 98 | 98 |
|
| 99 | 99 |
|
| 100 | 100 |
//Restrict both to integer |
| 101 | 101 |
mip.colType(x1,MipSolver::INTEGER); |
| 102 | 102 |
expected_opt=0; |
| 103 | 103 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
| 104 | 104 |
|
| 105 | 105 |
|
| 106 | 106 |
|
| 107 | 107 |
} |
| 108 | 108 |
|
| 109 |
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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