0
13
0
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) 2003-2009 |
6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
8 | 8 |
* |
9 | 9 |
* Permission to use, modify and distribute this software is granted |
10 | 10 |
* provided that this copyright notice appears in all copies. For |
11 | 11 |
* precise terms see the accompanying LICENSE file. |
12 | 12 |
* |
13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
14 | 14 |
* express or implied, and with no claim as to its suitability for any |
15 | 15 |
* purpose. |
16 | 16 |
* |
17 | 17 |
*/ |
18 | 18 |
|
19 | 19 |
///\file |
20 | 20 |
///\brief Implementation of the CBC MIP solver interface. |
21 | 21 |
|
22 | 22 |
#include "cbc.h" |
23 | 23 |
|
24 | 24 |
#include <coin/CoinModel.hpp> |
25 | 25 |
#include <coin/CbcModel.hpp> |
26 | 26 |
#include <coin/OsiSolverInterface.hpp> |
27 | 27 |
|
28 | 28 |
#ifdef COIN_HAS_CLP |
29 | 29 |
#include "coin/OsiClpSolverInterface.hpp" |
30 | 30 |
#endif |
31 | 31 |
#ifdef COIN_HAS_OSL |
32 | 32 |
#include "coin/OsiOslSolverInterface.hpp" |
33 | 33 |
#endif |
34 | 34 |
|
35 | 35 |
#include "coin/CbcCutGenerator.hpp" |
36 | 36 |
#include "coin/CbcHeuristicLocal.hpp" |
37 | 37 |
#include "coin/CbcHeuristicGreedy.hpp" |
38 | 38 |
#include "coin/CbcHeuristicFPump.hpp" |
39 | 39 |
#include "coin/CbcHeuristicRINS.hpp" |
40 | 40 |
|
41 | 41 |
#include "coin/CglGomory.hpp" |
42 | 42 |
#include "coin/CglProbing.hpp" |
43 | 43 |
#include "coin/CglKnapsackCover.hpp" |
44 | 44 |
#include "coin/CglOddHole.hpp" |
45 | 45 |
#include "coin/CglClique.hpp" |
46 | 46 |
#include "coin/CglFlowCover.hpp" |
47 | 47 |
#include "coin/CglMixedIntegerRounding.hpp" |
48 | 48 |
|
49 | 49 |
#include "coin/CbcHeuristic.hpp" |
50 | 50 |
|
51 | 51 |
namespace lemon { |
52 | 52 |
|
53 | 53 |
CbcMip::CbcMip() { |
54 | 54 |
_prob = new CoinModel(); |
55 | 55 |
_prob->setProblemName("LEMON"); |
56 | 56 |
_osi_solver = 0; |
57 | 57 |
_cbc_model = 0; |
58 | 58 |
messageLevel(MESSAGE_NOTHING); |
59 | 59 |
} |
60 | 60 |
|
61 | 61 |
CbcMip::CbcMip(const CbcMip& other) { |
62 | 62 |
_prob = new CoinModel(*other._prob); |
63 | 63 |
_prob->setProblemName("LEMON"); |
64 | 64 |
_osi_solver = 0; |
65 | 65 |
_cbc_model = 0; |
66 | 66 |
messageLevel(MESSAGE_NOTHING); |
67 | 67 |
} |
68 | 68 |
|
69 | 69 |
CbcMip::~CbcMip() { |
70 | 70 |
delete _prob; |
71 | 71 |
if (_osi_solver) delete _osi_solver; |
72 | 72 |
if (_cbc_model) delete _cbc_model; |
73 | 73 |
} |
74 | 74 |
|
75 | 75 |
const char* CbcMip::_solverName() const { return "CbcMip"; } |
76 | 76 |
|
77 | 77 |
int CbcMip::_addCol() { |
78 | 78 |
_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false); |
79 | 79 |
return _prob->numberColumns() - 1; |
80 | 80 |
} |
81 | 81 |
|
82 | 82 |
CbcMip* CbcMip::newSolver() const { |
83 | 83 |
CbcMip* newlp = new CbcMip; |
84 | 84 |
return newlp; |
85 | 85 |
} |
86 | 86 |
|
87 | 87 |
CbcMip* CbcMip::cloneSolver() const { |
88 | 88 |
CbcMip* copylp = new CbcMip(*this); |
89 | 89 |
return copylp; |
90 | 90 |
} |
91 | 91 |
|
92 | 92 |
int CbcMip::_addRow() { |
93 | 93 |
_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
94 | 94 |
return _prob->numberRows() - 1; |
95 | 95 |
} |
96 | 96 |
|
97 |
int CbcMip::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) { |
|
98 |
std::vector<int> indexes; |
|
99 |
std::vector<Value> values; |
|
100 |
|
|
101 |
for(ExprIterator it = b; it != e; ++it) { |
|
102 |
indexes.push_back(it->first); |
|
103 |
values.push_back(it->second); |
|
104 |
} |
|
105 |
|
|
106 |
_prob->addRow(values.size(), &indexes.front(), &values.front(), l, u); |
|
107 |
return _prob->numberRows() - 1; |
|
108 |
} |
|
97 | 109 |
|
98 | 110 |
void CbcMip::_eraseCol(int i) { |
99 | 111 |
_prob->deleteColumn(i); |
100 | 112 |
} |
101 | 113 |
|
102 | 114 |
void CbcMip::_eraseRow(int i) { |
103 | 115 |
_prob->deleteRow(i); |
104 | 116 |
} |
105 | 117 |
|
106 | 118 |
void CbcMip::_eraseColId(int i) { |
107 | 119 |
cols.eraseIndex(i); |
108 | 120 |
} |
109 | 121 |
|
110 | 122 |
void CbcMip::_eraseRowId(int i) { |
111 | 123 |
rows.eraseIndex(i); |
112 | 124 |
} |
113 | 125 |
|
114 | 126 |
void CbcMip::_getColName(int c, std::string& name) const { |
115 | 127 |
name = _prob->getColumnName(c); |
116 | 128 |
} |
117 | 129 |
|
118 | 130 |
void CbcMip::_setColName(int c, const std::string& name) { |
119 | 131 |
_prob->setColumnName(c, name.c_str()); |
120 | 132 |
} |
121 | 133 |
|
122 | 134 |
int CbcMip::_colByName(const std::string& name) const { |
123 | 135 |
return _prob->column(name.c_str()); |
124 | 136 |
} |
125 | 137 |
|
126 | 138 |
void CbcMip::_getRowName(int r, std::string& name) const { |
127 | 139 |
name = _prob->getRowName(r); |
128 | 140 |
} |
129 | 141 |
|
130 | 142 |
void CbcMip::_setRowName(int r, const std::string& name) { |
131 | 143 |
_prob->setRowName(r, name.c_str()); |
132 | 144 |
} |
133 | 145 |
|
134 | 146 |
int CbcMip::_rowByName(const std::string& name) const { |
135 | 147 |
return _prob->row(name.c_str()); |
136 | 148 |
} |
137 | 149 |
|
138 | 150 |
void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
139 | 151 |
for (ExprIterator it = b; it != e; ++it) { |
140 | 152 |
_prob->setElement(i, it->first, it->second); |
141 | 153 |
} |
142 | 154 |
} |
143 | 155 |
|
144 | 156 |
void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const { |
145 | 157 |
int length = _prob->numberRows(); |
146 | 158 |
|
147 | 159 |
std::vector<int> indices(length); |
148 | 160 |
std::vector<Value> values(length); |
149 | 161 |
|
150 | 162 |
length = _prob->getRow(ix, &indices[0], &values[0]); |
151 | 163 |
|
152 | 164 |
for (int i = 0; i < length; ++i) { |
153 | 165 |
*b = std::make_pair(indices[i], values[i]); |
154 | 166 |
++b; |
155 | 167 |
} |
156 | 168 |
} |
157 | 169 |
|
158 | 170 |
void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) { |
159 | 171 |
for (ExprIterator it = b; it != e; ++it) { |
160 | 172 |
_prob->setElement(it->first, ix, it->second); |
161 | 173 |
} |
162 | 174 |
} |
163 | 175 |
|
164 | 176 |
void CbcMip::_getColCoeffs(int ix, InsertIterator b) const { |
165 | 177 |
int length = _prob->numberColumns(); |
166 | 178 |
|
167 | 179 |
std::vector<int> indices(length); |
168 | 180 |
std::vector<Value> values(length); |
169 | 181 |
|
170 | 182 |
length = _prob->getColumn(ix, &indices[0], &values[0]); |
171 | 183 |
|
172 | 184 |
for (int i = 0; i < length; ++i) { |
173 | 185 |
*b = std::make_pair(indices[i], values[i]); |
174 | 186 |
++b; |
175 | 187 |
} |
176 | 188 |
} |
177 | 189 |
|
178 | 190 |
void CbcMip::_setCoeff(int ix, int jx, Value value) { |
179 | 191 |
_prob->setElement(ix, jx, value); |
180 | 192 |
} |
181 | 193 |
|
182 | 194 |
CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const { |
183 | 195 |
return _prob->getElement(ix, jx); |
184 | 196 |
} |
185 | 197 |
|
186 | 198 |
|
187 | 199 |
void CbcMip::_setColLowerBound(int i, Value lo) { |
188 | 200 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
189 | 201 |
_prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
190 | 202 |
} |
191 | 203 |
|
192 | 204 |
CbcMip::Value CbcMip::_getColLowerBound(int i) const { |
193 | 205 |
double val = _prob->getColumnLower(i); |
194 | 206 |
return val == - COIN_DBL_MAX ? - INF : val; |
195 | 207 |
} |
196 | 208 |
|
197 | 209 |
void CbcMip::_setColUpperBound(int i, Value up) { |
198 | 210 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
199 | 211 |
_prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
200 | 212 |
} |
201 | 213 |
|
202 | 214 |
CbcMip::Value CbcMip::_getColUpperBound(int i) const { |
203 | 215 |
double val = _prob->getColumnUpper(i); |
204 | 216 |
return val == COIN_DBL_MAX ? INF : val; |
205 | 217 |
} |
206 | 218 |
|
207 | 219 |
void CbcMip::_setRowLowerBound(int i, Value lo) { |
208 | 220 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
209 | 221 |
_prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
210 | 222 |
} |
211 | 223 |
|
212 | 224 |
CbcMip::Value CbcMip::_getRowLowerBound(int i) const { |
213 | 225 |
double val = _prob->getRowLower(i); |
214 | 226 |
return val == - COIN_DBL_MAX ? - INF : val; |
215 | 227 |
} |
216 | 228 |
|
217 | 229 |
void CbcMip::_setRowUpperBound(int i, Value up) { |
218 | 230 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
219 | 231 |
_prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
220 | 232 |
} |
221 | 233 |
|
222 | 234 |
CbcMip::Value CbcMip::_getRowUpperBound(int i) const { |
223 | 235 |
double val = _prob->getRowUpper(i); |
224 | 236 |
return val == COIN_DBL_MAX ? INF : val; |
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) 2003-2009 |
6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
8 | 8 |
* |
9 | 9 |
* Permission to use, modify and distribute this software is granted |
10 | 10 |
* provided that this copyright notice appears in all copies. For |
11 | 11 |
* precise terms see the accompanying LICENSE file. |
12 | 12 |
* |
13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
14 | 14 |
* express or implied, and with no claim as to its suitability for any |
15 | 15 |
* purpose. |
16 | 16 |
* |
17 | 17 |
*/ |
18 | 18 |
|
19 | 19 |
// -*- C++ -*- |
20 | 20 |
#ifndef LEMON_CBC_H |
21 | 21 |
#define LEMON_CBC_H |
22 | 22 |
|
23 | 23 |
///\file |
24 | 24 |
///\brief Header of the LEMON-CBC mip solver interface. |
25 | 25 |
///\ingroup lp_group |
26 | 26 |
|
27 | 27 |
#include <lemon/lp_base.h> |
28 | 28 |
|
29 | 29 |
class CoinModel; |
30 | 30 |
class OsiSolverInterface; |
31 | 31 |
class CbcModel; |
32 | 32 |
|
33 | 33 |
namespace lemon { |
34 | 34 |
|
35 | 35 |
/// \brief Interface for the CBC MIP solver |
36 | 36 |
/// |
37 | 37 |
/// This class implements an interface for the CBC MIP solver. |
38 | 38 |
///\ingroup lp_group |
39 | 39 |
class CbcMip : public MipSolver { |
40 | 40 |
protected: |
41 | 41 |
|
42 | 42 |
CoinModel *_prob; |
43 | 43 |
OsiSolverInterface *_osi_solver; |
44 | 44 |
CbcModel *_cbc_model; |
45 | 45 |
|
46 | 46 |
public: |
47 | 47 |
|
48 | 48 |
/// \e |
49 | 49 |
CbcMip(); |
50 | 50 |
/// \e |
51 | 51 |
CbcMip(const CbcMip&); |
52 | 52 |
/// \e |
53 | 53 |
~CbcMip(); |
54 | 54 |
/// \e |
55 | 55 |
virtual CbcMip* newSolver() const; |
56 | 56 |
/// \e |
57 | 57 |
virtual CbcMip* cloneSolver() const; |
58 | 58 |
|
59 | 59 |
protected: |
60 | 60 |
|
61 | 61 |
virtual const char* _solverName() const; |
62 | 62 |
|
63 | 63 |
virtual int _addCol(); |
64 | 64 |
virtual int _addRow(); |
65 |
virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u); |
|
65 | 66 |
|
66 | 67 |
virtual void _eraseCol(int i); |
67 | 68 |
virtual void _eraseRow(int i); |
68 | 69 |
|
69 | 70 |
virtual void _eraseColId(int i); |
70 | 71 |
virtual void _eraseRowId(int i); |
71 | 72 |
|
72 | 73 |
virtual void _getColName(int col, std::string& name) const; |
73 | 74 |
virtual void _setColName(int col, const std::string& name); |
74 | 75 |
virtual int _colByName(const std::string& name) const; |
75 | 76 |
|
76 | 77 |
virtual void _getRowName(int row, std::string& name) const; |
77 | 78 |
virtual void _setRowName(int row, const std::string& name); |
78 | 79 |
virtual int _rowByName(const std::string& name) const; |
79 | 80 |
|
80 | 81 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
81 | 82 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
82 | 83 |
|
83 | 84 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
84 | 85 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
85 | 86 |
|
86 | 87 |
virtual void _setCoeff(int row, int col, Value value); |
87 | 88 |
virtual Value _getCoeff(int row, int col) const; |
88 | 89 |
|
89 | 90 |
virtual void _setColLowerBound(int i, Value value); |
90 | 91 |
virtual Value _getColLowerBound(int i) const; |
91 | 92 |
virtual void _setColUpperBound(int i, Value value); |
92 | 93 |
virtual Value _getColUpperBound(int i) const; |
93 | 94 |
|
94 | 95 |
virtual void _setRowLowerBound(int i, Value value); |
95 | 96 |
virtual Value _getRowLowerBound(int i) const; |
96 | 97 |
virtual void _setRowUpperBound(int i, Value value); |
97 | 98 |
virtual Value _getRowUpperBound(int i) const; |
98 | 99 |
|
99 | 100 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
100 | 101 |
virtual void _getObjCoeffs(InsertIterator b) const; |
101 | 102 |
|
102 | 103 |
virtual void _setObjCoeff(int i, Value obj_coef); |
103 | 104 |
virtual Value _getObjCoeff(int i) const; |
104 | 105 |
|
105 | 106 |
virtual void _setSense(Sense sense); |
106 | 107 |
virtual Sense _getSense() const; |
107 | 108 |
|
108 | 109 |
virtual ColTypes _getColType(int col) const; |
109 | 110 |
virtual void _setColType(int col, ColTypes col_type); |
110 | 111 |
|
111 | 112 |
virtual SolveExitStatus _solve(); |
112 | 113 |
virtual ProblemType _getType() const; |
113 | 114 |
virtual Value _getSol(int i) const; |
114 | 115 |
virtual Value _getSolValue() const; |
115 | 116 |
|
116 | 117 |
virtual void _clear(); |
117 | 118 |
|
118 | 119 |
virtual void _messageLevel(MessageLevel level); |
119 | 120 |
void _applyMessageLevel(); |
120 | 121 |
|
121 | 122 |
int _message_level; |
122 | 123 |
|
123 | 124 |
|
124 | 125 |
|
125 | 126 |
}; |
126 | 127 |
|
127 | 128 |
} |
128 | 129 |
|
129 | 130 |
#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 <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_NOTHING); |
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_NOTHING); |
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 | 59 |
ClpLp* ClpLp::newSolver() const { |
60 | 60 |
ClpLp* newlp = new ClpLp; |
61 | 61 |
return newlp; |
62 | 62 |
} |
63 | 63 |
|
64 | 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 |
int ClpLp::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) { |
|
82 |
std::vector<int> indexes; |
|
83 |
std::vector<Value> values; |
|
84 |
|
|
85 |
for(ExprIterator it = b; it != e; ++it) { |
|
86 |
indexes.push_back(it->first); |
|
87 |
values.push_back(it->second); |
|
88 |
} |
|
89 |
|
|
90 |
_prob->addRow(values.size(), &indexes.front(), &values.front(), l, u); |
|
91 |
return _prob->numberRows() - 1; |
|
92 |
} |
|
93 |
|
|
81 | 94 |
|
82 | 95 |
void ClpLp::_eraseCol(int c) { |
83 | 96 |
_col_names_ref.erase(_prob->getColumnName(c)); |
84 | 97 |
_prob->deleteColumns(1, &c); |
85 | 98 |
} |
86 | 99 |
|
87 | 100 |
void ClpLp::_eraseRow(int r) { |
88 | 101 |
_row_names_ref.erase(_prob->getRowName(r)); |
89 | 102 |
_prob->deleteRows(1, &r); |
90 | 103 |
} |
91 | 104 |
|
92 | 105 |
void ClpLp::_eraseColId(int i) { |
93 | 106 |
cols.eraseIndex(i); |
94 | 107 |
cols.shiftIndices(i); |
95 | 108 |
} |
96 | 109 |
|
97 | 110 |
void ClpLp::_eraseRowId(int i) { |
98 | 111 |
rows.eraseIndex(i); |
99 | 112 |
rows.shiftIndices(i); |
100 | 113 |
} |
101 | 114 |
|
102 | 115 |
void ClpLp::_getColName(int c, std::string& name) const { |
103 | 116 |
name = _prob->getColumnName(c); |
104 | 117 |
} |
105 | 118 |
|
106 | 119 |
void ClpLp::_setColName(int c, const std::string& name) { |
107 | 120 |
_prob->setColumnName(c, const_cast<std::string&>(name)); |
108 | 121 |
_col_names_ref[name] = c; |
109 | 122 |
} |
110 | 123 |
|
111 | 124 |
int ClpLp::_colByName(const std::string& name) const { |
112 | 125 |
std::map<std::string, int>::const_iterator it = _col_names_ref.find(name); |
113 | 126 |
return it != _col_names_ref.end() ? it->second : -1; |
114 | 127 |
} |
115 | 128 |
|
116 | 129 |
void ClpLp::_getRowName(int r, std::string& name) const { |
117 | 130 |
name = _prob->getRowName(r); |
118 | 131 |
} |
119 | 132 |
|
120 | 133 |
void ClpLp::_setRowName(int r, const std::string& name) { |
121 | 134 |
_prob->setRowName(r, const_cast<std::string&>(name)); |
122 | 135 |
_row_names_ref[name] = r; |
123 | 136 |
} |
124 | 137 |
|
125 | 138 |
int ClpLp::_rowByName(const std::string& name) const { |
126 | 139 |
std::map<std::string, int>::const_iterator it = _row_names_ref.find(name); |
127 | 140 |
return it != _row_names_ref.end() ? it->second : -1; |
128 | 141 |
} |
129 | 142 |
|
130 | 143 |
|
131 | 144 |
void ClpLp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) { |
132 | 145 |
std::map<int, Value> coeffs; |
133 | 146 |
|
134 | 147 |
int n = _prob->clpMatrix()->getNumCols(); |
135 | 148 |
|
136 | 149 |
const int* indices = _prob->clpMatrix()->getIndices(); |
137 | 150 |
const double* elements = _prob->clpMatrix()->getElements(); |
138 | 151 |
|
139 | 152 |
for (int i = 0; i < n; ++i) { |
140 | 153 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
141 | 154 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
142 | 155 |
|
143 | 156 |
const int* it = std::lower_bound(indices + begin, indices + end, ix); |
144 | 157 |
if (it != indices + end && *it == ix && elements[it - indices] != 0.0) { |
145 | 158 |
coeffs[i] = 0.0; |
146 | 159 |
} |
147 | 160 |
} |
148 | 161 |
|
149 | 162 |
for (ExprIterator it = b; it != e; ++it) { |
150 | 163 |
coeffs[it->first] = it->second; |
151 | 164 |
} |
152 | 165 |
|
153 | 166 |
for (std::map<int, Value>::iterator it = coeffs.begin(); |
154 | 167 |
it != coeffs.end(); ++it) { |
155 | 168 |
_prob->modifyCoefficient(ix, it->first, it->second); |
156 | 169 |
} |
157 | 170 |
} |
158 | 171 |
|
159 | 172 |
void ClpLp::_getRowCoeffs(int ix, InsertIterator b) const { |
160 | 173 |
int n = _prob->clpMatrix()->getNumCols(); |
161 | 174 |
|
162 | 175 |
const int* indices = _prob->clpMatrix()->getIndices(); |
163 | 176 |
const double* elements = _prob->clpMatrix()->getElements(); |
164 | 177 |
|
165 | 178 |
for (int i = 0; i < n; ++i) { |
166 | 179 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
167 | 180 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
168 | 181 |
|
169 | 182 |
const int* it = std::lower_bound(indices + begin, indices + end, ix); |
170 | 183 |
if (it != indices + end && *it == ix) { |
171 | 184 |
*b = std::make_pair(i, elements[it - indices]); |
172 | 185 |
} |
173 | 186 |
} |
174 | 187 |
} |
175 | 188 |
|
176 | 189 |
void ClpLp::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) { |
177 | 190 |
std::map<int, Value> coeffs; |
178 | 191 |
|
179 | 192 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
180 | 193 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
181 | 194 |
|
182 | 195 |
const int* indices = _prob->clpMatrix()->getIndices(); |
183 | 196 |
const double* elements = _prob->clpMatrix()->getElements(); |
184 | 197 |
|
185 | 198 |
for (CoinBigIndex i = begin; i != end; ++i) { |
186 | 199 |
if (elements[i] != 0.0) { |
187 | 200 |
coeffs[indices[i]] = 0.0; |
188 | 201 |
} |
189 | 202 |
} |
190 | 203 |
for (ExprIterator it = b; it != e; ++it) { |
191 | 204 |
coeffs[it->first] = it->second; |
192 | 205 |
} |
193 | 206 |
for (std::map<int, Value>::iterator it = coeffs.begin(); |
194 | 207 |
it != coeffs.end(); ++it) { |
195 | 208 |
_prob->modifyCoefficient(it->first, ix, it->second); |
196 | 209 |
} |
197 | 210 |
} |
198 | 211 |
|
199 | 212 |
void ClpLp::_getColCoeffs(int ix, InsertIterator b) const { |
200 | 213 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
201 | 214 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
202 | 215 |
|
203 | 216 |
const int* indices = _prob->clpMatrix()->getIndices(); |
204 | 217 |
const double* elements = _prob->clpMatrix()->getElements(); |
205 | 218 |
|
206 | 219 |
for (CoinBigIndex i = begin; i != end; ++i) { |
207 | 220 |
*b = std::make_pair(indices[i], elements[i]); |
208 | 221 |
++b; |
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 | 59 |
/// \e |
60 | 60 |
virtual ClpLp* newSolver() const; |
61 | 61 |
/// \e |
62 | 62 |
virtual ClpLp* cloneSolver() const; |
63 | 63 |
|
64 | 64 |
protected: |
65 | 65 |
|
66 | 66 |
mutable double* _primal_ray; |
67 | 67 |
mutable double* _dual_ray; |
68 | 68 |
|
69 | 69 |
void _init_temporals(); |
70 | 70 |
void _clear_temporals(); |
71 | 71 |
|
72 | 72 |
protected: |
73 | 73 |
|
74 | 74 |
virtual const char* _solverName() const; |
75 | 75 |
|
76 | 76 |
virtual int _addCol(); |
77 | 77 |
virtual int _addRow(); |
78 |
virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u); |
|
78 | 79 |
|
79 | 80 |
virtual void _eraseCol(int i); |
80 | 81 |
virtual void _eraseRow(int i); |
81 | 82 |
|
82 | 83 |
virtual void _eraseColId(int i); |
83 | 84 |
virtual void _eraseRowId(int i); |
84 | 85 |
|
85 | 86 |
virtual void _getColName(int col, std::string& name) const; |
86 | 87 |
virtual void _setColName(int col, const std::string& name); |
87 | 88 |
virtual int _colByName(const std::string& name) const; |
88 | 89 |
|
89 | 90 |
virtual void _getRowName(int row, std::string& name) const; |
90 | 91 |
virtual void _setRowName(int row, const std::string& name); |
91 | 92 |
virtual int _rowByName(const std::string& name) const; |
92 | 93 |
|
93 | 94 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
94 | 95 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
95 | 96 |
|
96 | 97 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
97 | 98 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
98 | 99 |
|
99 | 100 |
virtual void _setCoeff(int row, int col, Value value); |
100 | 101 |
virtual Value _getCoeff(int row, int col) const; |
101 | 102 |
|
102 | 103 |
virtual void _setColLowerBound(int i, Value value); |
103 | 104 |
virtual Value _getColLowerBound(int i) const; |
104 | 105 |
virtual void _setColUpperBound(int i, Value value); |
105 | 106 |
virtual Value _getColUpperBound(int i) const; |
106 | 107 |
|
107 | 108 |
virtual void _setRowLowerBound(int i, Value value); |
108 | 109 |
virtual Value _getRowLowerBound(int i) const; |
109 | 110 |
virtual void _setRowUpperBound(int i, Value value); |
110 | 111 |
virtual Value _getRowUpperBound(int i) const; |
111 | 112 |
|
112 | 113 |
virtual void _setObjCoeffs(ExprIterator, ExprIterator); |
113 | 114 |
virtual void _getObjCoeffs(InsertIterator) const; |
114 | 115 |
|
115 | 116 |
virtual void _setObjCoeff(int i, Value obj_coef); |
116 | 117 |
virtual Value _getObjCoeff(int i) const; |
117 | 118 |
|
118 | 119 |
virtual void _setSense(Sense sense); |
119 | 120 |
virtual Sense _getSense() const; |
120 | 121 |
|
121 | 122 |
virtual SolveExitStatus _solve(); |
122 | 123 |
|
123 | 124 |
virtual Value _getPrimal(int i) const; |
124 | 125 |
virtual Value _getDual(int i) const; |
125 | 126 |
|
126 | 127 |
virtual Value _getPrimalValue() const; |
127 | 128 |
|
128 | 129 |
virtual Value _getPrimalRay(int i) const; |
129 | 130 |
virtual Value _getDualRay(int i) const; |
130 | 131 |
|
131 | 132 |
virtual VarStatus _getColStatus(int i) const; |
132 | 133 |
virtual VarStatus _getRowStatus(int i) const; |
133 | 134 |
|
134 | 135 |
virtual ProblemType _getPrimalType() const; |
135 | 136 |
virtual ProblemType _getDualType() const; |
136 | 137 |
|
137 | 138 |
virtual void _clear(); |
138 | 139 |
|
139 | 140 |
virtual void _messageLevel(MessageLevel); |
140 | 141 |
|
141 | 142 |
public: |
142 | 143 |
|
143 | 144 |
///Solves LP with primal simplex method. |
144 | 145 |
SolveExitStatus solvePrimal(); |
145 | 146 |
|
146 | 147 |
///Solves LP with dual simplex method. |
147 | 148 |
SolveExitStatus solveDual(); |
148 | 149 |
|
149 | 150 |
///Solves LP with barrier method. |
150 | 151 |
SolveExitStatus solveBarrier(); |
151 | 152 |
|
152 | 153 |
///Returns the constraint identifier understood by CLP. |
153 | 154 |
int clpRow(Row r) const { return rows(id(r)); } |
154 | 155 |
|
155 | 156 |
///Returns the variable identifier understood by CLP. |
156 | 157 |
int clpCol(Col c) const { return cols(id(c)); } |
157 | 158 |
|
158 | 159 |
}; |
159 | 160 |
|
160 | 161 |
} //END OF NAMESPACE LEMON |
161 | 162 |
|
162 | 163 |
#endif //LEMON_CLP_H |
163 | 164 |
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) 2003-2009 |
6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
8 | 8 |
* |
9 | 9 |
* Permission to use, modify and distribute this software is granted |
10 | 10 |
* provided that this copyright notice appears in all copies. For |
11 | 11 |
* precise terms see the accompanying LICENSE file. |
12 | 12 |
* |
13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
14 | 14 |
* express or implied, and with no claim as to its suitability for any |
15 | 15 |
* purpose. |
16 | 16 |
* |
17 | 17 |
*/ |
18 | 18 |
|
19 | 19 |
#include <iostream> |
20 | 20 |
#include <vector> |
21 | 21 |
#include <cstring> |
22 | 22 |
|
23 | 23 |
#include <lemon/cplex.h> |
24 | 24 |
|
25 | 25 |
extern "C" { |
26 | 26 |
#include <ilcplex/cplex.h> |
27 | 27 |
} |
28 | 28 |
|
29 | 29 |
|
30 | 30 |
///\file |
31 | 31 |
///\brief Implementation of the LEMON-CPLEX lp solver interface. |
32 | 32 |
namespace lemon { |
33 | 33 |
|
34 | 34 |
CplexEnv::LicenseError::LicenseError(int status) { |
35 | 35 |
if (!CPXgeterrorstring(0, status, _message)) { |
36 | 36 |
std::strcpy(_message, "Cplex unknown error"); |
37 | 37 |
} |
38 | 38 |
} |
39 | 39 |
|
40 | 40 |
CplexEnv::CplexEnv() { |
41 | 41 |
int status; |
42 | 42 |
_cnt = new int; |
43 | 43 |
_env = CPXopenCPLEX(&status); |
44 | 44 |
if (_env == 0) { |
45 | 45 |
delete _cnt; |
46 | 46 |
_cnt = 0; |
47 | 47 |
throw LicenseError(status); |
48 | 48 |
} |
49 | 49 |
} |
50 | 50 |
|
51 | 51 |
CplexEnv::CplexEnv(const CplexEnv& other) { |
52 | 52 |
_env = other._env; |
53 | 53 |
_cnt = other._cnt; |
54 | 54 |
++(*_cnt); |
55 | 55 |
} |
56 | 56 |
|
57 | 57 |
CplexEnv& CplexEnv::operator=(const CplexEnv& other) { |
58 | 58 |
_env = other._env; |
59 | 59 |
_cnt = other._cnt; |
60 | 60 |
++(*_cnt); |
61 | 61 |
return *this; |
62 | 62 |
} |
63 | 63 |
|
64 | 64 |
CplexEnv::~CplexEnv() { |
65 | 65 |
--(*_cnt); |
66 | 66 |
if (*_cnt == 0) { |
67 | 67 |
delete _cnt; |
68 | 68 |
CPXcloseCPLEX(&_env); |
69 | 69 |
} |
70 | 70 |
} |
71 | 71 |
|
72 | 72 |
CplexBase::CplexBase() : LpBase() { |
73 | 73 |
int status; |
74 | 74 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
75 | 75 |
messageLevel(MESSAGE_NOTHING); |
76 | 76 |
} |
77 | 77 |
|
78 | 78 |
CplexBase::CplexBase(const CplexEnv& env) |
79 | 79 |
: LpBase(), _env(env) { |
80 | 80 |
int status; |
81 | 81 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
82 | 82 |
messageLevel(MESSAGE_NOTHING); |
83 | 83 |
} |
84 | 84 |
|
85 | 85 |
CplexBase::CplexBase(const CplexBase& cplex) |
86 | 86 |
: LpBase() { |
87 | 87 |
int status; |
88 | 88 |
_prob = CPXcloneprob(cplexEnv(), cplex._prob, &status); |
89 | 89 |
rows = cplex.rows; |
90 | 90 |
cols = cplex.cols; |
91 | 91 |
messageLevel(MESSAGE_NOTHING); |
92 | 92 |
} |
93 | 93 |
|
94 | 94 |
CplexBase::~CplexBase() { |
95 | 95 |
CPXfreeprob(cplexEnv(),&_prob); |
96 | 96 |
} |
97 | 97 |
|
98 | 98 |
int CplexBase::_addCol() { |
99 | 99 |
int i = CPXgetnumcols(cplexEnv(), _prob); |
100 | 100 |
double lb = -INF, ub = INF; |
101 | 101 |
CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0); |
102 | 102 |
return i; |
103 | 103 |
} |
104 | 104 |
|
105 | 105 |
|
106 | 106 |
int CplexBase::_addRow() { |
107 | 107 |
int i = CPXgetnumrows(cplexEnv(), _prob); |
108 | 108 |
const double ub = INF; |
109 | 109 |
const char s = 'L'; |
110 | 110 |
CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
111 | 111 |
return i; |
112 | 112 |
} |
113 | 113 |
|
114 |
int CplexBase::_addRow(Value lb, ExprIterator b, |
|
115 |
ExprIterator e, Value ub) { |
|
116 |
int i = CPXgetnumrows(cplexEnv(), _prob); |
|
117 |
if (lb == -INF) { |
|
118 |
const char s = 'L'; |
|
119 |
CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
|
120 |
} else if (ub == INF) { |
|
121 |
const char s = 'G'; |
|
122 |
CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0); |
|
123 |
} else if (lb == ub){ |
|
124 |
const char s = 'E'; |
|
125 |
CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0); |
|
126 |
} else { |
|
127 |
const char s = 'R'; |
|
128 |
double len = ub - lb; |
|
129 |
CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, &len, 0); |
|
130 |
} |
|
131 |
|
|
132 |
std::vector<int> indices; |
|
133 |
std::vector<int> rowlist; |
|
134 |
std::vector<Value> values; |
|
135 |
|
|
136 |
for(ExprIterator it=b; it!=e; ++it) { |
|
137 |
indices.push_back(it->first); |
|
138 |
values.push_back(it->second); |
|
139 |
rowlist.push_back(i); |
|
140 |
} |
|
141 |
|
|
142 |
CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
|
143 |
&rowlist.front(), &indices.front(), &values.front()); |
|
144 |
|
|
145 |
return i; |
|
146 |
} |
|
114 | 147 |
|
115 | 148 |
void CplexBase::_eraseCol(int i) { |
116 | 149 |
CPXdelcols(cplexEnv(), _prob, i, i); |
117 | 150 |
} |
118 | 151 |
|
119 | 152 |
void CplexBase::_eraseRow(int i) { |
120 | 153 |
CPXdelrows(cplexEnv(), _prob, i, i); |
121 | 154 |
} |
122 | 155 |
|
123 | 156 |
void CplexBase::_eraseColId(int i) { |
124 | 157 |
cols.eraseIndex(i); |
125 | 158 |
cols.shiftIndices(i); |
126 | 159 |
} |
127 | 160 |
void CplexBase::_eraseRowId(int i) { |
128 | 161 |
rows.eraseIndex(i); |
129 | 162 |
rows.shiftIndices(i); |
130 | 163 |
} |
131 | 164 |
|
132 | 165 |
void CplexBase::_getColName(int col, std::string &name) const { |
133 | 166 |
int size; |
134 | 167 |
CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col); |
135 | 168 |
if (size == 0) { |
136 | 169 |
name.clear(); |
137 | 170 |
return; |
138 | 171 |
} |
139 | 172 |
|
140 | 173 |
size *= -1; |
141 | 174 |
std::vector<char> buf(size); |
142 | 175 |
char *cname; |
143 | 176 |
int tmp; |
144 | 177 |
CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size, |
145 | 178 |
&tmp, col, col); |
146 | 179 |
name = cname; |
147 | 180 |
} |
148 | 181 |
|
149 | 182 |
void CplexBase::_setColName(int col, const std::string &name) { |
150 | 183 |
char *cname; |
151 | 184 |
cname = const_cast<char*>(name.c_str()); |
152 | 185 |
CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname); |
153 | 186 |
} |
154 | 187 |
|
155 | 188 |
int CplexBase::_colByName(const std::string& name) const { |
156 | 189 |
int index; |
157 | 190 |
if (CPXgetcolindex(cplexEnv(), _prob, |
158 | 191 |
const_cast<char*>(name.c_str()), &index) == 0) { |
159 | 192 |
return index; |
160 | 193 |
} |
161 | 194 |
return -1; |
162 | 195 |
} |
163 | 196 |
|
164 | 197 |
void CplexBase::_getRowName(int row, std::string &name) const { |
165 | 198 |
int size; |
166 | 199 |
CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row); |
167 | 200 |
if (size == 0) { |
168 | 201 |
name.clear(); |
169 | 202 |
return; |
170 | 203 |
} |
171 | 204 |
|
172 | 205 |
size *= -1; |
173 | 206 |
std::vector<char> buf(size); |
174 | 207 |
char *cname; |
175 | 208 |
int tmp; |
176 | 209 |
CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size, |
177 | 210 |
&tmp, row, row); |
178 | 211 |
name = cname; |
179 | 212 |
} |
180 | 213 |
|
181 | 214 |
void CplexBase::_setRowName(int row, const std::string &name) { |
182 | 215 |
char *cname; |
183 | 216 |
cname = const_cast<char*>(name.c_str()); |
184 | 217 |
CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname); |
185 | 218 |
} |
186 | 219 |
|
187 | 220 |
int CplexBase::_rowByName(const std::string& name) const { |
188 | 221 |
int index; |
189 | 222 |
if (CPXgetrowindex(cplexEnv(), _prob, |
190 | 223 |
const_cast<char*>(name.c_str()), &index) == 0) { |
191 | 224 |
return index; |
192 | 225 |
} |
193 | 226 |
return -1; |
194 | 227 |
} |
195 | 228 |
|
196 | 229 |
void CplexBase::_setRowCoeffs(int i, ExprIterator b, |
197 | 230 |
ExprIterator e) |
198 | 231 |
{ |
199 | 232 |
std::vector<int> indices; |
200 | 233 |
std::vector<int> rowlist; |
201 | 234 |
std::vector<Value> values; |
202 | 235 |
|
203 | 236 |
for(ExprIterator it=b; it!=e; ++it) { |
204 | 237 |
indices.push_back(it->first); |
205 | 238 |
values.push_back(it->second); |
206 | 239 |
rowlist.push_back(i); |
207 | 240 |
} |
208 | 241 |
|
209 | 242 |
CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
210 | 243 |
&rowlist.front(), &indices.front(), &values.front()); |
211 | 244 |
} |
212 | 245 |
|
213 | 246 |
void CplexBase::_getRowCoeffs(int i, InsertIterator b) const { |
214 | 247 |
int tmp1, tmp2, tmp3, length; |
215 | 248 |
CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
216 | 249 |
|
217 | 250 |
length = -length; |
218 | 251 |
std::vector<int> indices(length); |
219 | 252 |
std::vector<double> values(length); |
220 | 253 |
|
221 | 254 |
CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, |
222 | 255 |
&indices.front(), &values.front(), |
223 | 256 |
length, &tmp3, i, i); |
224 | 257 |
|
225 | 258 |
for (int i = 0; i < length; ++i) { |
226 | 259 |
*b = std::make_pair(indices[i], values[i]); |
227 | 260 |
++b; |
228 | 261 |
} |
229 | 262 |
} |
230 | 263 |
|
231 | 264 |
void CplexBase::_setColCoeffs(int i, ExprIterator b, ExprIterator e) { |
232 | 265 |
std::vector<int> indices; |
233 | 266 |
std::vector<int> collist; |
234 | 267 |
std::vector<Value> values; |
235 | 268 |
|
236 | 269 |
for(ExprIterator it=b; it!=e; ++it) { |
237 | 270 |
indices.push_back(it->first); |
238 | 271 |
values.push_back(it->second); |
239 | 272 |
collist.push_back(i); |
240 | 273 |
} |
241 | 274 |
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) 2003-2009 |
6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
8 | 8 |
* |
9 | 9 |
* Permission to use, modify and distribute this software is granted |
10 | 10 |
* provided that this copyright notice appears in all copies. For |
11 | 11 |
* precise terms see the accompanying LICENSE file. |
12 | 12 |
* |
13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
14 | 14 |
* express or implied, and with no claim as to its suitability for any |
15 | 15 |
* purpose. |
16 | 16 |
* |
17 | 17 |
*/ |
18 | 18 |
|
19 | 19 |
#ifndef LEMON_CPLEX_H |
20 | 20 |
#define LEMON_CPLEX_H |
21 | 21 |
|
22 | 22 |
///\file |
23 | 23 |
///\brief Header of the LEMON-CPLEX lp solver interface. |
24 | 24 |
|
25 | 25 |
#include <lemon/lp_base.h> |
26 | 26 |
|
27 | 27 |
struct cpxenv; |
28 | 28 |
struct cpxlp; |
29 | 29 |
|
30 | 30 |
namespace lemon { |
31 | 31 |
|
32 | 32 |
/// \brief Reference counted wrapper around cpxenv pointer |
33 | 33 |
/// |
34 | 34 |
/// The cplex uses environment object which is responsible for |
35 | 35 |
/// checking the proper license usage. This class provides a simple |
36 | 36 |
/// interface for share the environment object between different |
37 | 37 |
/// problems. |
38 | 38 |
class CplexEnv { |
39 | 39 |
friend class CplexBase; |
40 | 40 |
private: |
41 | 41 |
cpxenv* _env; |
42 | 42 |
mutable int* _cnt; |
43 | 43 |
|
44 | 44 |
public: |
45 | 45 |
|
46 | 46 |
/// \brief This exception is thrown when the license check is not |
47 | 47 |
/// sufficient |
48 | 48 |
class LicenseError : public Exception { |
49 | 49 |
friend class CplexEnv; |
50 | 50 |
private: |
51 | 51 |
|
52 | 52 |
LicenseError(int status); |
53 | 53 |
char _message[510]; |
54 | 54 |
|
55 | 55 |
public: |
56 | 56 |
|
57 | 57 |
/// The short error message |
58 | 58 |
virtual const char* what() const throw() { |
59 | 59 |
return _message; |
60 | 60 |
} |
61 | 61 |
}; |
62 | 62 |
|
63 | 63 |
/// Constructor |
64 | 64 |
CplexEnv(); |
65 | 65 |
/// Shallow copy constructor |
66 | 66 |
CplexEnv(const CplexEnv&); |
67 | 67 |
/// Shallow assignement |
68 | 68 |
CplexEnv& operator=(const CplexEnv&); |
69 | 69 |
/// Destructor |
70 | 70 |
virtual ~CplexEnv(); |
71 | 71 |
|
72 | 72 |
protected: |
73 | 73 |
|
74 | 74 |
cpxenv* cplexEnv() { return _env; } |
75 | 75 |
const cpxenv* cplexEnv() const { return _env; } |
76 | 76 |
}; |
77 | 77 |
|
78 | 78 |
/// \brief Base interface for the CPLEX LP and MIP solver |
79 | 79 |
/// |
80 | 80 |
/// This class implements the common interface of the CPLEX LP and |
81 | 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 |
virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u); |
|
96 | 97 |
|
97 | 98 |
virtual void _eraseCol(int i); |
98 | 99 |
virtual void _eraseRow(int i); |
99 | 100 |
|
100 | 101 |
virtual void _eraseColId(int i); |
101 | 102 |
virtual void _eraseRowId(int i); |
102 | 103 |
|
103 | 104 |
virtual void _getColName(int col, std::string& name) const; |
104 | 105 |
virtual void _setColName(int col, const std::string& name); |
105 | 106 |
virtual int _colByName(const std::string& name) const; |
106 | 107 |
|
107 | 108 |
virtual void _getRowName(int row, std::string& name) const; |
108 | 109 |
virtual void _setRowName(int row, const std::string& name); |
109 | 110 |
virtual int _rowByName(const std::string& name) const; |
110 | 111 |
|
111 | 112 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
112 | 113 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
113 | 114 |
|
114 | 115 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
115 | 116 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
116 | 117 |
|
117 | 118 |
virtual void _setCoeff(int row, int col, Value value); |
118 | 119 |
virtual Value _getCoeff(int row, int col) const; |
119 | 120 |
|
120 | 121 |
virtual void _setColLowerBound(int i, Value value); |
121 | 122 |
virtual Value _getColLowerBound(int i) const; |
122 | 123 |
|
123 | 124 |
virtual void _setColUpperBound(int i, Value value); |
124 | 125 |
virtual Value _getColUpperBound(int i) const; |
125 | 126 |
|
126 | 127 |
private: |
127 | 128 |
void _set_row_bounds(int i, Value lb, Value ub); |
128 | 129 |
protected: |
129 | 130 |
|
130 | 131 |
virtual void _setRowLowerBound(int i, Value value); |
131 | 132 |
virtual Value _getRowLowerBound(int i) const; |
132 | 133 |
|
133 | 134 |
virtual void _setRowUpperBound(int i, Value value); |
134 | 135 |
virtual Value _getRowUpperBound(int i) const; |
135 | 136 |
|
136 | 137 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
137 | 138 |
virtual void _getObjCoeffs(InsertIterator b) const; |
138 | 139 |
|
139 | 140 |
virtual void _setObjCoeff(int i, Value obj_coef); |
140 | 141 |
virtual Value _getObjCoeff(int i) const; |
141 | 142 |
|
142 | 143 |
virtual void _setSense(Sense sense); |
143 | 144 |
virtual Sense _getSense() const; |
144 | 145 |
|
145 | 146 |
virtual void _clear(); |
146 | 147 |
|
147 | 148 |
virtual void _messageLevel(MessageLevel level); |
148 | 149 |
void _applyMessageLevel(); |
149 | 150 |
|
150 | 151 |
bool _message_enabled; |
151 | 152 |
|
152 | 153 |
public: |
153 | 154 |
|
154 | 155 |
/// Returns the used \c CplexEnv instance |
155 | 156 |
const CplexEnv& env() const { return _env; } |
156 | 157 |
|
157 | 158 |
/// \brief Returns the const cpxenv pointer |
158 | 159 |
/// |
159 | 160 |
/// \note The cpxenv might be destructed with the solver. |
160 | 161 |
const cpxenv* cplexEnv() const { return _env.cplexEnv(); } |
161 | 162 |
|
162 | 163 |
/// \brief Returns the const cpxenv pointer |
163 | 164 |
/// |
164 | 165 |
/// \note The cpxenv might be destructed with the solver. |
165 | 166 |
cpxenv* cplexEnv() { return _env.cplexEnv(); } |
166 | 167 |
|
167 | 168 |
/// Returns the cplex problem object |
168 | 169 |
cpxlp* cplexLp() { return _prob; } |
169 | 170 |
/// Returns the cplex problem object |
170 | 171 |
const cpxlp* cplexLp() const { return _prob; } |
171 | 172 |
|
172 | 173 |
}; |
173 | 174 |
|
174 | 175 |
/// \brief Interface for the CPLEX LP solver |
175 | 176 |
/// |
176 | 177 |
/// This class implements an interface for the CPLEX LP solver. |
177 | 178 |
///\ingroup lp_group |
178 | 179 |
class CplexLp : public LpSolver, public CplexBase { |
179 | 180 |
public: |
180 | 181 |
/// \e |
181 | 182 |
CplexLp(); |
182 | 183 |
/// \e |
183 | 184 |
CplexLp(const CplexEnv&); |
184 | 185 |
/// \e |
185 | 186 |
CplexLp(const CplexLp&); |
186 | 187 |
/// \e |
187 | 188 |
virtual ~CplexLp(); |
188 | 189 |
|
189 | 190 |
/// \e |
190 | 191 |
virtual CplexLp* cloneSolver() const; |
191 | 192 |
/// \e |
192 | 193 |
virtual CplexLp* newSolver() const; |
193 | 194 |
|
194 | 195 |
private: |
195 | 196 |
|
196 | 197 |
// these values cannot retrieved element by element |
197 | 198 |
mutable std::vector<int> _col_status; |
198 | 199 |
mutable std::vector<int> _row_status; |
199 | 200 |
|
200 | 201 |
mutable std::vector<Value> _primal_ray; |
201 | 202 |
mutable std::vector<Value> _dual_ray; |
202 | 203 |
|
203 | 204 |
void _clear_temporals(); |
204 | 205 |
|
205 | 206 |
SolveExitStatus convertStatus(int status); |
206 | 207 |
|
207 | 208 |
protected: |
208 | 209 |
|
209 | 210 |
virtual const char* _solverName() const; |
210 | 211 |
|
211 | 212 |
virtual SolveExitStatus _solve(); |
212 | 213 |
virtual Value _getPrimal(int i) const; |
213 | 214 |
virtual Value _getDual(int i) const; |
214 | 215 |
virtual Value _getPrimalValue() const; |
215 | 216 |
|
216 | 217 |
virtual VarStatus _getColStatus(int i) const; |
217 | 218 |
virtual VarStatus _getRowStatus(int i) const; |
218 | 219 |
|
219 | 220 |
virtual Value _getPrimalRay(int i) const; |
220 | 221 |
virtual Value _getDualRay(int i) const; |
221 | 222 |
|
222 | 223 |
virtual ProblemType _getPrimalType() const; |
223 | 224 |
virtual ProblemType _getDualType() const; |
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) 2003-2009 |
6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
8 | 8 |
* |
9 | 9 |
* Permission to use, modify and distribute this software is granted |
10 | 10 |
* provided that this copyright notice appears in all copies. For |
11 | 11 |
* precise terms see the accompanying LICENSE file. |
12 | 12 |
* |
13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
14 | 14 |
* express or implied, and with no claim as to its suitability for any |
15 | 15 |
* purpose. |
16 | 16 |
* |
17 | 17 |
*/ |
18 | 18 |
|
19 | 19 |
///\file |
20 | 20 |
///\brief Implementation of the LEMON GLPK LP and MIP solver interface. |
21 | 21 |
|
22 | 22 |
#include <lemon/glpk.h> |
23 | 23 |
#include <glpk.h> |
24 | 24 |
|
25 | 25 |
#include <lemon/assert.h> |
26 | 26 |
|
27 | 27 |
namespace lemon { |
28 | 28 |
|
29 | 29 |
// GlpkBase members |
30 | 30 |
|
31 | 31 |
GlpkBase::GlpkBase() : LpBase() { |
32 | 32 |
lp = glp_create_prob(); |
33 | 33 |
glp_create_index(lp); |
34 | 34 |
messageLevel(MESSAGE_NOTHING); |
35 | 35 |
} |
36 | 36 |
|
37 | 37 |
GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() { |
38 | 38 |
lp = glp_create_prob(); |
39 | 39 |
glp_copy_prob(lp, other.lp, GLP_ON); |
40 | 40 |
glp_create_index(lp); |
41 | 41 |
rows = other.rows; |
42 | 42 |
cols = other.cols; |
43 | 43 |
messageLevel(MESSAGE_NOTHING); |
44 | 44 |
} |
45 | 45 |
|
46 | 46 |
GlpkBase::~GlpkBase() { |
47 | 47 |
glp_delete_prob(lp); |
48 | 48 |
} |
49 | 49 |
|
50 | 50 |
int GlpkBase::_addCol() { |
51 | 51 |
int i = glp_add_cols(lp, 1); |
52 | 52 |
glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0); |
53 | 53 |
return i; |
54 | 54 |
} |
55 | 55 |
|
56 | 56 |
int GlpkBase::_addRow() { |
57 | 57 |
int i = glp_add_rows(lp, 1); |
58 | 58 |
glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0); |
59 | 59 |
return i; |
60 | 60 |
} |
61 | 61 |
|
62 |
int GlpkBase::_addRow(Value lo, ExprIterator b, |
|
63 |
ExprIterator e, Value up) { |
|
64 |
int i = glp_add_rows(lp, 1); |
|
65 |
|
|
66 |
if (lo == -INF) { |
|
67 |
if (up == INF) { |
|
68 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
|
69 |
} else { |
|
70 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
|
71 |
} |
|
72 |
} else { |
|
73 |
if (up == INF) { |
|
74 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
|
75 |
} else if (lo != up) { |
|
76 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
|
77 |
} else { |
|
78 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
|
79 |
} |
|
80 |
} |
|
81 |
|
|
82 |
std::vector<int> indexes; |
|
83 |
std::vector<Value> values; |
|
84 |
|
|
85 |
indexes.push_back(0); |
|
86 |
values.push_back(0); |
|
87 |
|
|
88 |
for(ExprIterator it = b; it != e; ++it) { |
|
89 |
indexes.push_back(it->first); |
|
90 |
values.push_back(it->second); |
|
91 |
} |
|
92 |
|
|
93 |
glp_set_mat_row(lp, i, values.size() - 1, |
|
94 |
&indexes.front(), &values.front()); |
|
95 |
return i; |
|
96 |
} |
|
97 |
|
|
62 | 98 |
void GlpkBase::_eraseCol(int i) { |
63 | 99 |
int ca[2]; |
64 | 100 |
ca[1] = i; |
65 | 101 |
glp_del_cols(lp, 1, ca); |
66 | 102 |
} |
67 | 103 |
|
68 | 104 |
void GlpkBase::_eraseRow(int i) { |
69 | 105 |
int ra[2]; |
70 | 106 |
ra[1] = i; |
71 | 107 |
glp_del_rows(lp, 1, ra); |
72 | 108 |
} |
73 | 109 |
|
74 | 110 |
void GlpkBase::_eraseColId(int i) { |
75 | 111 |
cols.eraseIndex(i); |
76 | 112 |
cols.shiftIndices(i); |
77 | 113 |
} |
78 | 114 |
|
79 | 115 |
void GlpkBase::_eraseRowId(int i) { |
80 | 116 |
rows.eraseIndex(i); |
81 | 117 |
rows.shiftIndices(i); |
82 | 118 |
} |
83 | 119 |
|
84 | 120 |
void GlpkBase::_getColName(int c, std::string& name) const { |
85 | 121 |
const char *str = glp_get_col_name(lp, c); |
86 | 122 |
if (str) name = str; |
87 | 123 |
else name.clear(); |
88 | 124 |
} |
89 | 125 |
|
90 | 126 |
void GlpkBase::_setColName(int c, const std::string & name) { |
91 | 127 |
glp_set_col_name(lp, c, const_cast<char*>(name.c_str())); |
92 | 128 |
|
93 | 129 |
} |
94 | 130 |
|
95 | 131 |
int GlpkBase::_colByName(const std::string& name) const { |
96 | 132 |
int k = glp_find_col(lp, const_cast<char*>(name.c_str())); |
97 | 133 |
return k > 0 ? k : -1; |
98 | 134 |
} |
99 | 135 |
|
100 | 136 |
void GlpkBase::_getRowName(int r, std::string& name) const { |
101 | 137 |
const char *str = glp_get_row_name(lp, r); |
102 | 138 |
if (str) name = str; |
103 | 139 |
else name.clear(); |
104 | 140 |
} |
105 | 141 |
|
106 | 142 |
void GlpkBase::_setRowName(int r, const std::string & name) { |
107 | 143 |
glp_set_row_name(lp, r, const_cast<char*>(name.c_str())); |
108 | 144 |
|
109 | 145 |
} |
110 | 146 |
|
111 | 147 |
int GlpkBase::_rowByName(const std::string& name) const { |
112 | 148 |
int k = glp_find_row(lp, const_cast<char*>(name.c_str())); |
113 | 149 |
return k > 0 ? k : -1; |
114 | 150 |
} |
115 | 151 |
|
116 | 152 |
void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
117 | 153 |
std::vector<int> indexes; |
118 | 154 |
std::vector<Value> values; |
119 | 155 |
|
120 | 156 |
indexes.push_back(0); |
121 | 157 |
values.push_back(0); |
122 | 158 |
|
123 | 159 |
for(ExprIterator it = b; it != e; ++it) { |
124 | 160 |
indexes.push_back(it->first); |
125 | 161 |
values.push_back(it->second); |
126 | 162 |
} |
127 | 163 |
|
128 | 164 |
glp_set_mat_row(lp, i, values.size() - 1, |
129 | 165 |
&indexes.front(), &values.front()); |
130 | 166 |
} |
131 | 167 |
|
132 | 168 |
void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const { |
133 | 169 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
134 | 170 |
|
135 | 171 |
std::vector<int> indexes(length + 1); |
136 | 172 |
std::vector<Value> values(length + 1); |
137 | 173 |
|
138 | 174 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
139 | 175 |
|
140 | 176 |
for (int i = 1; i <= length; ++i) { |
141 | 177 |
*b = std::make_pair(indexes[i], values[i]); |
142 | 178 |
++b; |
143 | 179 |
} |
144 | 180 |
} |
145 | 181 |
|
146 | 182 |
void GlpkBase::_setColCoeffs(int ix, ExprIterator b, |
147 | 183 |
ExprIterator e) { |
148 | 184 |
|
149 | 185 |
std::vector<int> indexes; |
150 | 186 |
std::vector<Value> values; |
151 | 187 |
|
152 | 188 |
indexes.push_back(0); |
153 | 189 |
values.push_back(0); |
154 | 190 |
|
155 | 191 |
for(ExprIterator it = b; it != e; ++it) { |
156 | 192 |
indexes.push_back(it->first); |
157 | 193 |
values.push_back(it->second); |
158 | 194 |
} |
159 | 195 |
|
160 | 196 |
glp_set_mat_col(lp, ix, values.size() - 1, |
161 | 197 |
&indexes.front(), &values.front()); |
162 | 198 |
} |
163 | 199 |
|
164 | 200 |
void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const { |
165 | 201 |
int length = glp_get_mat_col(lp, ix, 0, 0); |
166 | 202 |
|
167 | 203 |
std::vector<int> indexes(length + 1); |
168 | 204 |
std::vector<Value> values(length + 1); |
169 | 205 |
|
170 | 206 |
glp_get_mat_col(lp, ix, &indexes.front(), &values.front()); |
171 | 207 |
|
172 | 208 |
for (int i = 1; i <= length; ++i) { |
173 | 209 |
*b = std::make_pair(indexes[i], values[i]); |
174 | 210 |
++b; |
175 | 211 |
} |
176 | 212 |
} |
177 | 213 |
|
178 | 214 |
void GlpkBase::_setCoeff(int ix, int jx, Value value) { |
179 | 215 |
|
180 | 216 |
if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) { |
181 | 217 |
|
182 | 218 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
183 | 219 |
|
184 | 220 |
std::vector<int> indexes(length + 2); |
185 | 221 |
std::vector<Value> values(length + 2); |
186 | 222 |
|
187 | 223 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
188 | 224 |
|
189 | 225 |
//The following code does not suppose that the elements of the |
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_GLPK_H |
20 | 20 |
#define LEMON_GLPK_H |
21 | 21 |
|
22 | 22 |
///\file |
23 | 23 |
///\brief Header of the LEMON-GLPK lp solver interface. |
24 | 24 |
///\ingroup lp_group |
25 | 25 |
|
26 | 26 |
#include <lemon/lp_base.h> |
27 | 27 |
|
28 | 28 |
// forward declaration |
29 | 29 |
#if !defined _GLP_PROB && !defined GLP_PROB |
30 | 30 |
#define _GLP_PROB |
31 | 31 |
#define GLP_PROB |
32 | 32 |
typedef struct { double _opaque_prob; } glp_prob; |
33 | 33 |
/* LP/MIP problem object */ |
34 | 34 |
#endif |
35 | 35 |
|
36 | 36 |
namespace lemon { |
37 | 37 |
|
38 | 38 |
|
39 | 39 |
/// \brief Base interface for the GLPK LP and MIP solver |
40 | 40 |
/// |
41 | 41 |
/// This class implements the common interface of the GLPK LP and MIP solver. |
42 | 42 |
/// \ingroup lp_group |
43 | 43 |
class GlpkBase : virtual public LpBase { |
44 | 44 |
protected: |
45 | 45 |
|
46 | 46 |
typedef glp_prob LPX; |
47 | 47 |
glp_prob* lp; |
48 | 48 |
|
49 | 49 |
GlpkBase(); |
50 | 50 |
GlpkBase(const GlpkBase&); |
51 | 51 |
virtual ~GlpkBase(); |
52 | 52 |
|
53 | 53 |
protected: |
54 | 54 |
|
55 | 55 |
virtual int _addCol(); |
56 | 56 |
virtual int _addRow(); |
57 |
virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u); |
|
57 | 58 |
|
58 | 59 |
virtual void _eraseCol(int i); |
59 | 60 |
virtual void _eraseRow(int i); |
60 | 61 |
|
61 | 62 |
virtual void _eraseColId(int i); |
62 | 63 |
virtual void _eraseRowId(int i); |
63 | 64 |
|
64 | 65 |
virtual void _getColName(int col, std::string& name) const; |
65 | 66 |
virtual void _setColName(int col, const std::string& name); |
66 | 67 |
virtual int _colByName(const std::string& name) const; |
67 | 68 |
|
68 | 69 |
virtual void _getRowName(int row, std::string& name) const; |
69 | 70 |
virtual void _setRowName(int row, const std::string& name); |
70 | 71 |
virtual int _rowByName(const std::string& name) const; |
71 | 72 |
|
72 | 73 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
73 | 74 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
74 | 75 |
|
75 | 76 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
76 | 77 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
77 | 78 |
|
78 | 79 |
virtual void _setCoeff(int row, int col, Value value); |
79 | 80 |
virtual Value _getCoeff(int row, int col) const; |
80 | 81 |
|
81 | 82 |
virtual void _setColLowerBound(int i, Value value); |
82 | 83 |
virtual Value _getColLowerBound(int i) const; |
83 | 84 |
|
84 | 85 |
virtual void _setColUpperBound(int i, Value value); |
85 | 86 |
virtual Value _getColUpperBound(int i) const; |
86 | 87 |
|
87 | 88 |
virtual void _setRowLowerBound(int i, Value value); |
88 | 89 |
virtual Value _getRowLowerBound(int i) const; |
89 | 90 |
|
90 | 91 |
virtual void _setRowUpperBound(int i, Value value); |
91 | 92 |
virtual Value _getRowUpperBound(int i) const; |
92 | 93 |
|
93 | 94 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
94 | 95 |
virtual void _getObjCoeffs(InsertIterator b) const; |
95 | 96 |
|
96 | 97 |
virtual void _setObjCoeff(int i, Value obj_coef); |
97 | 98 |
virtual Value _getObjCoeff(int i) const; |
98 | 99 |
|
99 | 100 |
virtual void _setSense(Sense); |
100 | 101 |
virtual Sense _getSense() const; |
101 | 102 |
|
102 | 103 |
virtual void _clear(); |
103 | 104 |
|
104 | 105 |
virtual void _messageLevel(MessageLevel level); |
105 | 106 |
|
106 | 107 |
private: |
107 | 108 |
|
108 | 109 |
static void freeEnv(); |
109 | 110 |
|
110 | 111 |
struct FreeEnvHelper { |
111 | 112 |
~FreeEnvHelper() { |
112 | 113 |
freeEnv(); |
113 | 114 |
} |
114 | 115 |
}; |
115 | 116 |
|
116 | 117 |
static FreeEnvHelper freeEnvHelper; |
117 | 118 |
|
118 | 119 |
protected: |
119 | 120 |
|
120 | 121 |
int _message_level; |
121 | 122 |
|
122 | 123 |
public: |
123 | 124 |
|
124 | 125 |
///Pointer to the underlying GLPK data structure. |
125 | 126 |
LPX *lpx() {return lp;} |
126 | 127 |
///Const pointer to the underlying GLPK data structure. |
127 | 128 |
const LPX *lpx() const {return lp;} |
128 | 129 |
|
129 | 130 |
///Returns the constraint identifier understood by GLPK. |
130 | 131 |
int lpxRow(Row r) const { return rows(id(r)); } |
131 | 132 |
|
132 | 133 |
///Returns the variable identifier understood by GLPK. |
133 | 134 |
int lpxCol(Col c) const { return cols(id(c)); } |
134 | 135 |
|
135 | 136 |
}; |
136 | 137 |
|
137 | 138 |
/// \brief Interface for the GLPK LP solver |
138 | 139 |
/// |
139 | 140 |
/// This class implements an interface for the GLPK LP solver. |
140 | 141 |
///\ingroup lp_group |
141 | 142 |
class GlpkLp : public LpSolver, public GlpkBase { |
142 | 143 |
public: |
143 | 144 |
|
144 | 145 |
///\e |
145 | 146 |
GlpkLp(); |
146 | 147 |
///\e |
147 | 148 |
GlpkLp(const GlpkLp&); |
148 | 149 |
|
149 | 150 |
///\e |
150 | 151 |
virtual GlpkLp* cloneSolver() const; |
151 | 152 |
///\e |
152 | 153 |
virtual GlpkLp* newSolver() const; |
153 | 154 |
|
154 | 155 |
private: |
155 | 156 |
|
156 | 157 |
mutable std::vector<double> _primal_ray; |
157 | 158 |
mutable std::vector<double> _dual_ray; |
158 | 159 |
|
159 | 160 |
void _clear_temporals(); |
160 | 161 |
|
161 | 162 |
protected: |
162 | 163 |
|
163 | 164 |
virtual const char* _solverName() const; |
164 | 165 |
|
165 | 166 |
virtual SolveExitStatus _solve(); |
166 | 167 |
virtual Value _getPrimal(int i) const; |
167 | 168 |
virtual Value _getDual(int i) const; |
168 | 169 |
|
169 | 170 |
virtual Value _getPrimalValue() const; |
170 | 171 |
|
171 | 172 |
virtual VarStatus _getColStatus(int i) const; |
172 | 173 |
virtual VarStatus _getRowStatus(int i) const; |
173 | 174 |
|
174 | 175 |
virtual Value _getPrimalRay(int i) const; |
175 | 176 |
virtual Value _getDualRay(int i) const; |
176 | 177 |
|
177 | 178 |
virtual ProblemType _getPrimalType() const; |
178 | 179 |
virtual ProblemType _getDualType() const; |
179 | 180 |
|
180 | 181 |
public: |
181 | 182 |
|
182 | 183 |
///Solve with primal simplex |
183 | 184 |
SolveExitStatus solvePrimal(); |
184 | 185 |
... | ... |
@@ -818,256 +818,264 @@ |
818 | 818 |
|
819 | 819 |
public: |
820 | 820 |
|
821 | 821 |
/// Sets the iterator to the first term |
822 | 822 |
|
823 | 823 |
/// Sets the iterator to the first term of the expression. |
824 | 824 |
/// |
825 | 825 |
ConstCoeffIt(const DualExpr& e) |
826 | 826 |
: _it(e.comps.begin()), _end(e.comps.end()){} |
827 | 827 |
|
828 | 828 |
/// Convert the iterator to the row of the term |
829 | 829 |
operator Row() const { |
830 | 830 |
return rowFromId(_it->first); |
831 | 831 |
} |
832 | 832 |
|
833 | 833 |
/// Returns the coefficient of the term |
834 | 834 |
const Value& operator*() const { return _it->second; } |
835 | 835 |
|
836 | 836 |
/// Next term |
837 | 837 |
|
838 | 838 |
/// Assign the iterator to the next term. |
839 | 839 |
/// |
840 | 840 |
ConstCoeffIt& operator++() { ++_it; return *this; } |
841 | 841 |
|
842 | 842 |
/// Equality operator |
843 | 843 |
bool operator==(Invalid) const { return _it == _end; } |
844 | 844 |
/// Inequality operator |
845 | 845 |
bool operator!=(Invalid) const { return _it != _end; } |
846 | 846 |
}; |
847 | 847 |
}; |
848 | 848 |
|
849 | 849 |
|
850 | 850 |
protected: |
851 | 851 |
|
852 | 852 |
class InsertIterator { |
853 | 853 |
private: |
854 | 854 |
|
855 | 855 |
std::map<int, Value>& _host; |
856 | 856 |
const _solver_bits::VarIndex& _index; |
857 | 857 |
|
858 | 858 |
public: |
859 | 859 |
|
860 | 860 |
typedef std::output_iterator_tag iterator_category; |
861 | 861 |
typedef void difference_type; |
862 | 862 |
typedef void value_type; |
863 | 863 |
typedef void reference; |
864 | 864 |
typedef void pointer; |
865 | 865 |
|
866 | 866 |
InsertIterator(std::map<int, Value>& host, |
867 | 867 |
const _solver_bits::VarIndex& index) |
868 | 868 |
: _host(host), _index(index) {} |
869 | 869 |
|
870 | 870 |
InsertIterator& operator=(const std::pair<int, Value>& value) { |
871 | 871 |
typedef std::map<int, Value>::value_type pair_type; |
872 | 872 |
_host.insert(pair_type(_index[value.first], value.second)); |
873 | 873 |
return *this; |
874 | 874 |
} |
875 | 875 |
|
876 | 876 |
InsertIterator& operator*() { return *this; } |
877 | 877 |
InsertIterator& operator++() { return *this; } |
878 | 878 |
InsertIterator operator++(int) { return *this; } |
879 | 879 |
|
880 | 880 |
}; |
881 | 881 |
|
882 | 882 |
class ExprIterator { |
883 | 883 |
private: |
884 | 884 |
std::map<int, Value>::const_iterator _host_it; |
885 | 885 |
const _solver_bits::VarIndex& _index; |
886 | 886 |
public: |
887 | 887 |
|
888 | 888 |
typedef std::bidirectional_iterator_tag iterator_category; |
889 | 889 |
typedef std::ptrdiff_t difference_type; |
890 | 890 |
typedef const std::pair<int, Value> value_type; |
891 | 891 |
typedef value_type reference; |
892 | 892 |
|
893 | 893 |
class pointer { |
894 | 894 |
public: |
895 | 895 |
pointer(value_type& _value) : value(_value) {} |
896 | 896 |
value_type* operator->() { return &value; } |
897 | 897 |
private: |
898 | 898 |
value_type value; |
899 | 899 |
}; |
900 | 900 |
|
901 | 901 |
ExprIterator(const std::map<int, Value>::const_iterator& host_it, |
902 | 902 |
const _solver_bits::VarIndex& index) |
903 | 903 |
: _host_it(host_it), _index(index) {} |
904 | 904 |
|
905 | 905 |
reference operator*() { |
906 | 906 |
return std::make_pair(_index(_host_it->first), _host_it->second); |
907 | 907 |
} |
908 | 908 |
|
909 | 909 |
pointer operator->() { |
910 | 910 |
return pointer(operator*()); |
911 | 911 |
} |
912 | 912 |
|
913 | 913 |
ExprIterator& operator++() { ++_host_it; return *this; } |
914 | 914 |
ExprIterator operator++(int) { |
915 | 915 |
ExprIterator tmp(*this); ++_host_it; return tmp; |
916 | 916 |
} |
917 | 917 |
|
918 | 918 |
ExprIterator& operator--() { --_host_it; return *this; } |
919 | 919 |
ExprIterator operator--(int) { |
920 | 920 |
ExprIterator tmp(*this); --_host_it; return tmp; |
921 | 921 |
} |
922 | 922 |
|
923 | 923 |
bool operator==(const ExprIterator& it) const { |
924 | 924 |
return _host_it == it._host_it; |
925 | 925 |
} |
926 | 926 |
|
927 | 927 |
bool operator!=(const ExprIterator& it) const { |
928 | 928 |
return _host_it != it._host_it; |
929 | 929 |
} |
930 | 930 |
|
931 | 931 |
}; |
932 | 932 |
|
933 | 933 |
protected: |
934 | 934 |
|
935 | 935 |
//Abstract virtual functions |
936 | 936 |
|
937 | 937 |
virtual int _addColId(int col) { return cols.addIndex(col); } |
938 | 938 |
virtual int _addRowId(int row) { return rows.addIndex(row); } |
939 | 939 |
|
940 | 940 |
virtual void _eraseColId(int col) { cols.eraseIndex(col); } |
941 | 941 |
virtual void _eraseRowId(int row) { rows.eraseIndex(row); } |
942 | 942 |
|
943 | 943 |
virtual int _addCol() = 0; |
944 | 944 |
virtual int _addRow() = 0; |
945 | 945 |
|
946 |
virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u) { |
|
947 |
int row = _addRow(); |
|
948 |
_setRowCoeffs(row, b, e); |
|
949 |
_setRowLowerBound(row, l); |
|
950 |
_setRowUpperBound(row, u); |
|
951 |
return row; |
|
952 |
} |
|
953 |
|
|
946 | 954 |
virtual void _eraseCol(int col) = 0; |
947 | 955 |
virtual void _eraseRow(int row) = 0; |
948 | 956 |
|
949 | 957 |
virtual void _getColName(int col, std::string& name) const = 0; |
950 | 958 |
virtual void _setColName(int col, const std::string& name) = 0; |
951 | 959 |
virtual int _colByName(const std::string& name) const = 0; |
952 | 960 |
|
953 | 961 |
virtual void _getRowName(int row, std::string& name) const = 0; |
954 | 962 |
virtual void _setRowName(int row, const std::string& name) = 0; |
955 | 963 |
virtual int _rowByName(const std::string& name) const = 0; |
956 | 964 |
|
957 | 965 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
958 | 966 |
virtual void _getRowCoeffs(int i, InsertIterator b) const = 0; |
959 | 967 |
|
960 | 968 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
961 | 969 |
virtual void _getColCoeffs(int i, InsertIterator b) const = 0; |
962 | 970 |
|
963 | 971 |
virtual void _setCoeff(int row, int col, Value value) = 0; |
964 | 972 |
virtual Value _getCoeff(int row, int col) const = 0; |
965 | 973 |
|
966 | 974 |
virtual void _setColLowerBound(int i, Value value) = 0; |
967 | 975 |
virtual Value _getColLowerBound(int i) const = 0; |
968 | 976 |
|
969 | 977 |
virtual void _setColUpperBound(int i, Value value) = 0; |
970 | 978 |
virtual Value _getColUpperBound(int i) const = 0; |
971 | 979 |
|
972 | 980 |
virtual void _setRowLowerBound(int i, Value value) = 0; |
973 | 981 |
virtual Value _getRowLowerBound(int i) const = 0; |
974 | 982 |
|
975 | 983 |
virtual void _setRowUpperBound(int i, Value value) = 0; |
976 | 984 |
virtual Value _getRowUpperBound(int i) const = 0; |
977 | 985 |
|
978 | 986 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e) = 0; |
979 | 987 |
virtual void _getObjCoeffs(InsertIterator b) const = 0; |
980 | 988 |
|
981 | 989 |
virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
982 | 990 |
virtual Value _getObjCoeff(int i) const = 0; |
983 | 991 |
|
984 | 992 |
virtual void _setSense(Sense) = 0; |
985 | 993 |
virtual Sense _getSense() const = 0; |
986 | 994 |
|
987 | 995 |
virtual void _clear() = 0; |
988 | 996 |
|
989 | 997 |
virtual const char* _solverName() const = 0; |
990 | 998 |
|
991 | 999 |
virtual void _messageLevel(MessageLevel level) = 0; |
992 | 1000 |
|
993 | 1001 |
//Own protected stuff |
994 | 1002 |
|
995 | 1003 |
//Constant component of the objective function |
996 | 1004 |
Value obj_const_comp; |
997 | 1005 |
|
998 | 1006 |
LpBase() : rows(), cols(), obj_const_comp(0) {} |
999 | 1007 |
|
1000 | 1008 |
public: |
1001 | 1009 |
|
1002 | 1010 |
/// Virtual destructor |
1003 | 1011 |
virtual ~LpBase() {} |
1004 | 1012 |
|
1005 | 1013 |
///Gives back the name of the solver. |
1006 | 1014 |
const char* solverName() const {return _solverName();} |
1007 | 1015 |
|
1008 | 1016 |
///\name Build Up and Modify the LP |
1009 | 1017 |
|
1010 | 1018 |
///@{ |
1011 | 1019 |
|
1012 | 1020 |
///Add a new empty column (i.e a new variable) to the LP |
1013 | 1021 |
Col addCol() { Col c; c._id = _addColId(_addCol()); return c;} |
1014 | 1022 |
|
1015 | 1023 |
///\brief Adds several new columns (i.e variables) at once |
1016 | 1024 |
/// |
1017 | 1025 |
///This magic function takes a container as its argument and fills |
1018 | 1026 |
///its elements with new columns (i.e. variables) |
1019 | 1027 |
///\param t can be |
1020 | 1028 |
///- a standard STL compatible iterable container with |
1021 | 1029 |
///\ref Col as its \c values_type like |
1022 | 1030 |
///\code |
1023 | 1031 |
///std::vector<LpBase::Col> |
1024 | 1032 |
///std::list<LpBase::Col> |
1025 | 1033 |
///\endcode |
1026 | 1034 |
///- a standard STL compatible iterable container with |
1027 | 1035 |
///\ref Col as its \c mapped_type like |
1028 | 1036 |
///\code |
1029 | 1037 |
///std::map<AnyType,LpBase::Col> |
1030 | 1038 |
///\endcode |
1031 | 1039 |
///- an iterable lemon \ref concepts::WriteMap "write map" like |
1032 | 1040 |
///\code |
1033 | 1041 |
///ListGraph::NodeMap<LpBase::Col> |
1034 | 1042 |
///ListGraph::ArcMap<LpBase::Col> |
1035 | 1043 |
///\endcode |
1036 | 1044 |
///\return The number of the created column. |
1037 | 1045 |
#ifdef DOXYGEN |
1038 | 1046 |
template<class T> |
1039 | 1047 |
int addColSet(T &t) { return 0;} |
1040 | 1048 |
#else |
1041 | 1049 |
template<class T> |
1042 | 1050 |
typename enable_if<typename T::value_type::LpCol,int>::type |
1043 | 1051 |
addColSet(T &t,dummy<0> = 0) { |
1044 | 1052 |
int s=0; |
1045 | 1053 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} |
1046 | 1054 |
return s; |
1047 | 1055 |
} |
1048 | 1056 |
template<class T> |
1049 | 1057 |
typename enable_if<typename T::value_type::second_type::LpCol, |
1050 | 1058 |
int>::type |
1051 | 1059 |
addColSet(T &t,dummy<1> = 1) { |
1052 | 1060 |
int s=0; |
1053 | 1061 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
1054 | 1062 |
i->second=addCol(); |
1055 | 1063 |
s++; |
1056 | 1064 |
} |
1057 | 1065 |
return s; |
1058 | 1066 |
} |
1059 | 1067 |
template<class T> |
1060 | 1068 |
typename enable_if<typename T::MapIt::Value::LpCol, |
1061 | 1069 |
int>::type |
1062 | 1070 |
addColSet(T &t,dummy<2> = 2) { |
1063 | 1071 |
int s=0; |
1064 | 1072 |
for(typename T::MapIt i(t); i!=INVALID; ++i) |
1065 | 1073 |
{ |
1066 | 1074 |
i.set(addCol()); |
1067 | 1075 |
s++; |
1068 | 1076 |
} |
1069 | 1077 |
return s; |
1070 | 1078 |
} |
1071 | 1079 |
#endif |
1072 | 1080 |
|
1073 | 1081 |
///Set a column (i.e a dual constraint) of the LP |
... | ... |
@@ -1082,268 +1090,274 @@ |
1082 | 1090 |
} |
1083 | 1091 |
|
1084 | 1092 |
///Get a column (i.e a dual constraint) of the LP |
1085 | 1093 |
|
1086 | 1094 |
///\param c is the column to get |
1087 | 1095 |
///\return the dual expression associated to the column |
1088 | 1096 |
DualExpr col(Col c) const { |
1089 | 1097 |
DualExpr e; |
1090 | 1098 |
_getColCoeffs(cols(id(c)), InsertIterator(e.comps, rows)); |
1091 | 1099 |
return e; |
1092 | 1100 |
} |
1093 | 1101 |
|
1094 | 1102 |
///Add a new column to the LP |
1095 | 1103 |
|
1096 | 1104 |
///\param e is a dual linear expression (see \ref DualExpr) |
1097 | 1105 |
///\param o is the corresponding component of the objective |
1098 | 1106 |
///function. It is 0 by default. |
1099 | 1107 |
///\return The created column. |
1100 | 1108 |
Col addCol(const DualExpr &e, Value o = 0) { |
1101 | 1109 |
Col c=addCol(); |
1102 | 1110 |
col(c,e); |
1103 | 1111 |
objCoeff(c,o); |
1104 | 1112 |
return c; |
1105 | 1113 |
} |
1106 | 1114 |
|
1107 | 1115 |
///Add a new empty row (i.e a new constraint) to the LP |
1108 | 1116 |
|
1109 | 1117 |
///This function adds a new empty row (i.e a new constraint) to the LP. |
1110 | 1118 |
///\return The created row |
1111 | 1119 |
Row addRow() { Row r; r._id = _addRowId(_addRow()); return r;} |
1112 | 1120 |
|
1113 | 1121 |
///\brief Add several new rows (i.e constraints) at once |
1114 | 1122 |
/// |
1115 | 1123 |
///This magic function takes a container as its argument and fills |
1116 | 1124 |
///its elements with new row (i.e. variables) |
1117 | 1125 |
///\param t can be |
1118 | 1126 |
///- a standard STL compatible iterable container with |
1119 | 1127 |
///\ref Row as its \c values_type like |
1120 | 1128 |
///\code |
1121 | 1129 |
///std::vector<LpBase::Row> |
1122 | 1130 |
///std::list<LpBase::Row> |
1123 | 1131 |
///\endcode |
1124 | 1132 |
///- a standard STL compatible iterable container with |
1125 | 1133 |
///\ref Row as its \c mapped_type like |
1126 | 1134 |
///\code |
1127 | 1135 |
///std::map<AnyType,LpBase::Row> |
1128 | 1136 |
///\endcode |
1129 | 1137 |
///- an iterable lemon \ref concepts::WriteMap "write map" like |
1130 | 1138 |
///\code |
1131 | 1139 |
///ListGraph::NodeMap<LpBase::Row> |
1132 | 1140 |
///ListGraph::ArcMap<LpBase::Row> |
1133 | 1141 |
///\endcode |
1134 | 1142 |
///\return The number of rows created. |
1135 | 1143 |
#ifdef DOXYGEN |
1136 | 1144 |
template<class T> |
1137 | 1145 |
int addRowSet(T &t) { return 0;} |
1138 | 1146 |
#else |
1139 | 1147 |
template<class T> |
1140 | 1148 |
typename enable_if<typename T::value_type::LpRow,int>::type |
1141 | 1149 |
addRowSet(T &t, dummy<0> = 0) { |
1142 | 1150 |
int s=0; |
1143 | 1151 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;} |
1144 | 1152 |
return s; |
1145 | 1153 |
} |
1146 | 1154 |
template<class T> |
1147 | 1155 |
typename enable_if<typename T::value_type::second_type::LpRow, int>::type |
1148 | 1156 |
addRowSet(T &t, dummy<1> = 1) { |
1149 | 1157 |
int s=0; |
1150 | 1158 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
1151 | 1159 |
i->second=addRow(); |
1152 | 1160 |
s++; |
1153 | 1161 |
} |
1154 | 1162 |
return s; |
1155 | 1163 |
} |
1156 | 1164 |
template<class T> |
1157 | 1165 |
typename enable_if<typename T::MapIt::Value::LpRow, int>::type |
1158 | 1166 |
addRowSet(T &t, dummy<2> = 2) { |
1159 | 1167 |
int s=0; |
1160 | 1168 |
for(typename T::MapIt i(t); i!=INVALID; ++i) |
1161 | 1169 |
{ |
1162 | 1170 |
i.set(addRow()); |
1163 | 1171 |
s++; |
1164 | 1172 |
} |
1165 | 1173 |
return s; |
1166 | 1174 |
} |
1167 | 1175 |
#endif |
1168 | 1176 |
|
1169 | 1177 |
///Set a row (i.e a constraint) of the LP |
1170 | 1178 |
|
1171 | 1179 |
///\param r is the row to be modified |
1172 | 1180 |
///\param l is lower bound (-\ref INF means no bound) |
1173 | 1181 |
///\param e is a linear expression (see \ref Expr) |
1174 | 1182 |
///\param u is the upper bound (\ref INF means no bound) |
1175 | 1183 |
void row(Row r, Value l, const Expr &e, Value u) { |
1176 | 1184 |
e.simplify(); |
1177 | 1185 |
_setRowCoeffs(rows(id(r)), ExprIterator(e.comps.begin(), cols), |
1178 | 1186 |
ExprIterator(e.comps.end(), cols)); |
1179 | 1187 |
_setRowLowerBound(rows(id(r)),l - *e); |
1180 | 1188 |
_setRowUpperBound(rows(id(r)),u - *e); |
1181 | 1189 |
} |
1182 | 1190 |
|
1183 | 1191 |
///Set a row (i.e a constraint) of the LP |
1184 | 1192 |
|
1185 | 1193 |
///\param r is the row to be modified |
1186 | 1194 |
///\param c is a linear expression (see \ref Constr) |
1187 | 1195 |
void row(Row r, const Constr &c) { |
1188 | 1196 |
row(r, c.lowerBounded()?c.lowerBound():-INF, |
1189 | 1197 |
c.expr(), c.upperBounded()?c.upperBound():INF); |
1190 | 1198 |
} |
1191 | 1199 |
|
1192 | 1200 |
|
1193 | 1201 |
///Get a row (i.e a constraint) of the LP |
1194 | 1202 |
|
1195 | 1203 |
///\param r is the row to get |
1196 | 1204 |
///\return the expression associated to the row |
1197 | 1205 |
Expr row(Row r) const { |
1198 | 1206 |
Expr e; |
1199 | 1207 |
_getRowCoeffs(rows(id(r)), InsertIterator(e.comps, cols)); |
1200 | 1208 |
return e; |
1201 | 1209 |
} |
1202 | 1210 |
|
1203 | 1211 |
///Add a new row (i.e a new constraint) to the LP |
1204 | 1212 |
|
1205 | 1213 |
///\param l is the lower bound (-\ref INF means no bound) |
1206 | 1214 |
///\param e is a linear expression (see \ref Expr) |
1207 | 1215 |
///\param u is the upper bound (\ref INF means no bound) |
1208 | 1216 |
///\return The created row. |
1209 | 1217 |
Row addRow(Value l,const Expr &e, Value u) { |
1210 |
Row r=addRow(); |
|
1211 |
row(r,l,e,u); |
|
1218 |
Row r; |
|
1219 |
e.simplify(); |
|
1220 |
r._id = _addRowId(_addRow(l - *e, ExprIterator(e.comps.begin(), cols), |
|
1221 |
ExprIterator(e.comps.end(), cols), u - *e)); |
|
1212 | 1222 |
return r; |
1213 | 1223 |
} |
1214 | 1224 |
|
1215 | 1225 |
///Add a new row (i.e a new constraint) to the LP |
1216 | 1226 |
|
1217 | 1227 |
///\param c is a linear expression (see \ref Constr) |
1218 | 1228 |
///\return The created row. |
1219 | 1229 |
Row addRow(const Constr &c) { |
1220 |
Row r=addRow(); |
|
1221 |
row(r,c); |
|
1230 |
Row r; |
|
1231 |
c.expr().simplify(); |
|
1232 |
r._id = _addRowId(_addRow(c.lowerBounded()?c.lowerBound():-INF, |
|
1233 |
ExprIterator(c.expr().comps.begin(), cols), |
|
1234 |
ExprIterator(c.expr().comps.end(), cols), |
|
1235 |
c.upperBounded()?c.upperBound():INF)); |
|
1222 | 1236 |
return r; |
1223 | 1237 |
} |
1224 | 1238 |
///Erase a column (i.e a variable) from the LP |
1225 | 1239 |
|
1226 | 1240 |
///\param c is the column to be deleted |
1227 | 1241 |
void erase(Col c) { |
1228 | 1242 |
_eraseCol(cols(id(c))); |
1229 | 1243 |
_eraseColId(cols(id(c))); |
1230 | 1244 |
} |
1231 | 1245 |
///Erase a row (i.e a constraint) from the LP |
1232 | 1246 |
|
1233 | 1247 |
///\param r is the row to be deleted |
1234 | 1248 |
void erase(Row r) { |
1235 | 1249 |
_eraseRow(rows(id(r))); |
1236 | 1250 |
_eraseRowId(rows(id(r))); |
1237 | 1251 |
} |
1238 | 1252 |
|
1239 | 1253 |
/// Get the name of a column |
1240 | 1254 |
|
1241 | 1255 |
///\param c is the coresponding column |
1242 | 1256 |
///\return The name of the colunm |
1243 | 1257 |
std::string colName(Col c) const { |
1244 | 1258 |
std::string name; |
1245 | 1259 |
_getColName(cols(id(c)), name); |
1246 | 1260 |
return name; |
1247 | 1261 |
} |
1248 | 1262 |
|
1249 | 1263 |
/// Set the name of a column |
1250 | 1264 |
|
1251 | 1265 |
///\param c is the coresponding column |
1252 | 1266 |
///\param name The name to be given |
1253 | 1267 |
void colName(Col c, const std::string& name) { |
1254 | 1268 |
_setColName(cols(id(c)), name); |
1255 | 1269 |
} |
1256 | 1270 |
|
1257 | 1271 |
/// Get the column by its name |
1258 | 1272 |
|
1259 | 1273 |
///\param name The name of the column |
1260 | 1274 |
///\return the proper column or \c INVALID |
1261 | 1275 |
Col colByName(const std::string& name) const { |
1262 | 1276 |
int k = _colByName(name); |
1263 | 1277 |
return k != -1 ? Col(cols[k]) : Col(INVALID); |
1264 | 1278 |
} |
1265 | 1279 |
|
1266 | 1280 |
/// Get the name of a row |
1267 | 1281 |
|
1268 | 1282 |
///\param r is the coresponding row |
1269 | 1283 |
///\return The name of the row |
1270 | 1284 |
std::string rowName(Row r) const { |
1271 | 1285 |
std::string name; |
1272 | 1286 |
_getRowName(rows(id(r)), name); |
1273 | 1287 |
return name; |
1274 | 1288 |
} |
1275 | 1289 |
|
1276 | 1290 |
/// Set the name of a row |
1277 | 1291 |
|
1278 | 1292 |
///\param r is the coresponding row |
1279 | 1293 |
///\param name The name to be given |
1280 | 1294 |
void rowName(Row r, const std::string& name) { |
1281 | 1295 |
_setRowName(rows(id(r)), name); |
1282 | 1296 |
} |
1283 | 1297 |
|
1284 | 1298 |
/// Get the row by its name |
1285 | 1299 |
|
1286 | 1300 |
///\param name The name of the row |
1287 | 1301 |
///\return the proper row or \c INVALID |
1288 | 1302 |
Row rowByName(const std::string& name) const { |
1289 | 1303 |
int k = _rowByName(name); |
1290 | 1304 |
return k != -1 ? Row(rows[k]) : Row(INVALID); |
1291 | 1305 |
} |
1292 | 1306 |
|
1293 | 1307 |
/// Set an element of the coefficient matrix of the LP |
1294 | 1308 |
|
1295 | 1309 |
///\param r is the row of the element to be modified |
1296 | 1310 |
///\param c is the column of the element to be modified |
1297 | 1311 |
///\param val is the new value of the coefficient |
1298 | 1312 |
void coeff(Row r, Col c, Value val) { |
1299 | 1313 |
_setCoeff(rows(id(r)),cols(id(c)), val); |
1300 | 1314 |
} |
1301 | 1315 |
|
1302 | 1316 |
/// Get an element of the coefficient matrix of the LP |
1303 | 1317 |
|
1304 | 1318 |
///\param r is the row of the element |
1305 | 1319 |
///\param c is the column of the element |
1306 | 1320 |
///\return the corresponding coefficient |
1307 | 1321 |
Value coeff(Row r, Col c) const { |
1308 | 1322 |
return _getCoeff(rows(id(r)),cols(id(c))); |
1309 | 1323 |
} |
1310 | 1324 |
|
1311 | 1325 |
/// Set the lower bound of a column (i.e a variable) |
1312 | 1326 |
|
1313 | 1327 |
/// The lower bound of a variable (column) has to be given by an |
1314 | 1328 |
/// extended number of type Value, i.e. a finite number of type |
1315 | 1329 |
/// Value or -\ref INF. |
1316 | 1330 |
void colLowerBound(Col c, Value value) { |
1317 | 1331 |
_setColLowerBound(cols(id(c)),value); |
1318 | 1332 |
} |
1319 | 1333 |
|
1320 | 1334 |
/// Get the lower bound of a column (i.e a variable) |
1321 | 1335 |
|
1322 | 1336 |
/// This function returns the lower bound for column (variable) \c c |
1323 | 1337 |
/// (this might be -\ref INF as well). |
1324 | 1338 |
///\return The lower bound for column \c c |
1325 | 1339 |
Value colLowerBound(Col c) const { |
1326 | 1340 |
return _getColLowerBound(cols(id(c))); |
1327 | 1341 |
} |
1328 | 1342 |
|
1329 | 1343 |
///\brief Set the lower bound of several columns |
1330 | 1344 |
///(i.e variables) at once |
1331 | 1345 |
/// |
1332 | 1346 |
///This magic function takes a container as its argument |
1333 | 1347 |
///and applies the function on all of its elements. |
1334 | 1348 |
///The lower bound of a variable (column) has to be given by an |
1335 | 1349 |
///extended number of type Value, i.e. a finite number of type |
1336 | 1350 |
///Value or -\ref INF. |
1337 | 1351 |
#ifdef DOXYGEN |
1338 | 1352 |
template<class T> |
1339 | 1353 |
void colLowerBound(T &t, Value value) { return 0;} |
1340 | 1354 |
#else |
1341 | 1355 |
template<class T> |
1342 | 1356 |
typename enable_if<typename T::value_type::LpCol,void>::type |
1343 | 1357 |
colLowerBound(T &t, Value value,dummy<0> = 0) { |
1344 | 1358 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
1345 | 1359 |
colLowerBound(*i, value); |
1346 | 1360 |
} |
1347 | 1361 |
} |
1348 | 1362 |
template<class T> |
1349 | 1363 |
typename enable_if<typename T::value_type::second_type::LpCol, |
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/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 |
int SkeletonSolverBase::_addRow(Value, ExprIterator, ExprIterator, Value) |
|
36 |
{ |
|
37 |
return ++row_num; |
|
38 |
} |
|
39 |
|
|
35 | 40 |
void SkeletonSolverBase::_eraseCol(int) {} |
36 | 41 |
void SkeletonSolverBase::_eraseRow(int) {} |
37 | 42 |
|
38 | 43 |
void SkeletonSolverBase::_getColName(int, std::string &) const {} |
39 | 44 |
void SkeletonSolverBase::_setColName(int, const std::string &) {} |
40 | 45 |
int SkeletonSolverBase::_colByName(const std::string&) const { return -1; } |
41 | 46 |
|
42 | 47 |
void SkeletonSolverBase::_getRowName(int, std::string &) const {} |
43 | 48 |
void SkeletonSolverBase::_setRowName(int, const std::string &) {} |
44 | 49 |
int SkeletonSolverBase::_rowByName(const std::string&) const { return -1; } |
45 | 50 |
|
46 | 51 |
void SkeletonSolverBase::_setRowCoeffs(int, ExprIterator, ExprIterator) {} |
47 | 52 |
void SkeletonSolverBase::_getRowCoeffs(int, InsertIterator) const {} |
48 | 53 |
|
49 | 54 |
void SkeletonSolverBase::_setColCoeffs(int, ExprIterator, ExprIterator) {} |
50 | 55 |
void SkeletonSolverBase::_getColCoeffs(int, InsertIterator) const {} |
51 | 56 |
|
52 | 57 |
void SkeletonSolverBase::_setCoeff(int, int, Value) {} |
53 | 58 |
SkeletonSolverBase::Value SkeletonSolverBase::_getCoeff(int, int) const |
54 | 59 |
{ return 0; } |
55 | 60 |
|
56 | 61 |
void SkeletonSolverBase::_setColLowerBound(int, Value) {} |
57 | 62 |
SkeletonSolverBase::Value SkeletonSolverBase::_getColLowerBound(int) const |
58 | 63 |
{ return 0; } |
59 | 64 |
|
60 | 65 |
void SkeletonSolverBase::_setColUpperBound(int, Value) {} |
61 | 66 |
SkeletonSolverBase::Value SkeletonSolverBase::_getColUpperBound(int) const |
62 | 67 |
{ return 0; } |
63 | 68 |
|
64 | 69 |
void SkeletonSolverBase::_setRowLowerBound(int, Value) {} |
65 | 70 |
SkeletonSolverBase::Value SkeletonSolverBase::_getRowLowerBound(int) const |
66 | 71 |
{ return 0; } |
67 | 72 |
|
68 | 73 |
void SkeletonSolverBase::_setRowUpperBound(int, Value) {} |
69 | 74 |
SkeletonSolverBase::Value SkeletonSolverBase::_getRowUpperBound(int) const |
70 | 75 |
{ return 0; } |
71 | 76 |
|
72 | 77 |
void SkeletonSolverBase::_setObjCoeffs(ExprIterator, ExprIterator) {} |
73 | 78 |
void SkeletonSolverBase::_getObjCoeffs(InsertIterator) const {}; |
74 | 79 |
|
75 | 80 |
void SkeletonSolverBase::_setObjCoeff(int, Value) {} |
76 | 81 |
SkeletonSolverBase::Value SkeletonSolverBase::_getObjCoeff(int) const |
77 | 82 |
{ return 0; } |
78 | 83 |
|
79 | 84 |
void SkeletonSolverBase::_setSense(Sense) {} |
80 | 85 |
SkeletonSolverBase::Sense SkeletonSolverBase::_getSense() const |
81 | 86 |
{ return MIN; } |
82 | 87 |
|
83 | 88 |
void SkeletonSolverBase::_clear() { |
84 | 89 |
row_num = col_num = 0; |
85 | 90 |
} |
86 | 91 |
|
87 | 92 |
void SkeletonSolverBase::_messageLevel(MessageLevel) {} |
88 | 93 |
|
89 | 94 |
LpSkeleton::SolveExitStatus LpSkeleton::_solve() { return SOLVED; } |
90 | 95 |
|
91 | 96 |
LpSkeleton::Value LpSkeleton::_getPrimal(int) const { return 0; } |
92 | 97 |
LpSkeleton::Value LpSkeleton::_getDual(int) const { return 0; } |
93 | 98 |
LpSkeleton::Value LpSkeleton::_getPrimalValue() const { return 0; } |
94 | 99 |
|
95 | 100 |
LpSkeleton::Value LpSkeleton::_getPrimalRay(int) const { return 0; } |
96 | 101 |
LpSkeleton::Value LpSkeleton::_getDualRay(int) const { return 0; } |
97 | 102 |
|
98 | 103 |
LpSkeleton::ProblemType LpSkeleton::_getPrimalType() const |
99 | 104 |
{ return UNDEFINED; } |
100 | 105 |
|
101 | 106 |
LpSkeleton::ProblemType LpSkeleton::_getDualType() const |
102 | 107 |
{ return UNDEFINED; } |
103 | 108 |
|
104 | 109 |
LpSkeleton::VarStatus LpSkeleton::_getColStatus(int) const |
105 | 110 |
{ return BASIC; } |
106 | 111 |
|
107 | 112 |
LpSkeleton::VarStatus LpSkeleton::_getRowStatus(int) const |
108 | 113 |
{ return BASIC; } |
109 | 114 |
|
110 | 115 |
LpSkeleton* LpSkeleton::newSolver() const |
111 | 116 |
{ return static_cast<LpSkeleton*>(0); } |
112 | 117 |
|
113 | 118 |
LpSkeleton* LpSkeleton::cloneSolver() const |
114 | 119 |
{ return static_cast<LpSkeleton*>(0); } |
115 | 120 |
|
116 | 121 |
const char* LpSkeleton::_solverName() const { return "LpSkeleton"; } |
117 | 122 |
|
118 | 123 |
MipSkeleton::SolveExitStatus MipSkeleton::_solve() |
119 | 124 |
{ return SOLVED; } |
120 | 125 |
|
121 | 126 |
MipSkeleton::Value MipSkeleton::_getSol(int) const { return 0; } |
122 | 127 |
MipSkeleton::Value MipSkeleton::_getSolValue() const { return 0; } |
123 | 128 |
|
124 | 129 |
MipSkeleton::ProblemType MipSkeleton::_getType() const |
125 | 130 |
{ return UNDEFINED; } |
126 | 131 |
|
127 | 132 |
MipSkeleton* MipSkeleton::newSolver() const |
128 | 133 |
{ return static_cast<MipSkeleton*>(0); } |
129 | 134 |
|
130 | 135 |
MipSkeleton* MipSkeleton::cloneSolver() const |
131 | 136 |
{ return static_cast<MipSkeleton*>(0); } |
132 | 137 |
|
133 | 138 |
const char* MipSkeleton::_solverName() const { return "MipSkeleton"; } |
134 | 139 |
|
135 | 140 |
} //namespace lemon |
136 | 141 |
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 | 25 |
///\brief Skeleton file to implement LP/MIP solver interfaces |
26 | 26 |
/// |
27 | 27 |
///The classes in this file do nothing, but they can serve as skeletons when |
28 | 28 |
///implementing an interface to new solvers. |
29 | 29 |
namespace lemon { |
30 | 30 |
|
31 | 31 |
///A skeleton class to implement LP/MIP solver base interface |
32 | 32 |
|
33 | 33 |
///This class does nothing, but it can serve as a skeleton when |
34 | 34 |
///implementing an interface to new solvers. |
35 | 35 |
class SkeletonSolverBase : public virtual LpBase { |
36 | 36 |
int col_num,row_num; |
37 | 37 |
|
38 | 38 |
protected: |
39 | 39 |
|
40 | 40 |
SkeletonSolverBase() |
41 | 41 |
: col_num(-1), row_num(-1) {} |
42 | 42 |
|
43 | 43 |
/// \e |
44 | 44 |
virtual int _addCol(); |
45 | 45 |
/// \e |
46 | 46 |
virtual int _addRow(); |
47 | 47 |
/// \e |
48 |
virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u); |
|
49 |
/// \e |
|
48 | 50 |
virtual void _eraseCol(int i); |
49 | 51 |
/// \e |
50 | 52 |
virtual void _eraseRow(int i); |
51 | 53 |
|
52 | 54 |
/// \e |
53 | 55 |
virtual void _getColName(int col, std::string& name) const; |
54 | 56 |
/// \e |
55 | 57 |
virtual void _setColName(int col, const std::string& name); |
56 | 58 |
/// \e |
57 | 59 |
virtual int _colByName(const std::string& name) const; |
58 | 60 |
|
59 | 61 |
/// \e |
60 | 62 |
virtual void _getRowName(int row, std::string& name) const; |
61 | 63 |
/// \e |
62 | 64 |
virtual void _setRowName(int row, const std::string& name); |
63 | 65 |
/// \e |
64 | 66 |
virtual int _rowByName(const std::string& name) const; |
65 | 67 |
|
66 | 68 |
/// \e |
67 | 69 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
68 | 70 |
/// \e |
69 | 71 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
70 | 72 |
/// \e |
71 | 73 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
72 | 74 |
/// \e |
73 | 75 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
74 | 76 |
|
75 | 77 |
/// Set one element of the coefficient matrix |
76 | 78 |
virtual void _setCoeff(int row, int col, Value value); |
77 | 79 |
|
78 | 80 |
/// Get one element of the coefficient matrix |
79 | 81 |
virtual Value _getCoeff(int row, int col) const; |
80 | 82 |
|
81 | 83 |
/// The lower bound of a variable (column) have to be given by an |
82 | 84 |
/// extended number of type Value, i.e. a finite number of type |
83 | 85 |
/// Value or -\ref INF. |
84 | 86 |
virtual void _setColLowerBound(int i, Value value); |
85 | 87 |
/// \e |
86 | 88 |
|
87 | 89 |
/// The lower bound of a variable (column) is an |
88 | 90 |
/// extended number of type Value, i.e. a finite number of type |
89 | 91 |
/// Value or -\ref INF. |
90 | 92 |
virtual Value _getColLowerBound(int i) const; |
91 | 93 |
|
92 | 94 |
/// The upper bound of a variable (column) have to be given by an |
93 | 95 |
/// extended number of type Value, i.e. a finite number of type |
94 | 96 |
/// Value or \ref INF. |
95 | 97 |
virtual void _setColUpperBound(int i, Value value); |
96 | 98 |
/// \e |
97 | 99 |
|
98 | 100 |
/// The upper bound of a variable (column) is an |
99 | 101 |
/// extended number of type Value, i.e. a finite number of type |
100 | 102 |
/// Value or \ref INF. |
101 | 103 |
virtual Value _getColUpperBound(int i) const; |
102 | 104 |
|
103 | 105 |
/// The lower bound of a constraint (row) have to be given by an |
104 | 106 |
/// extended number of type Value, i.e. a finite number of type |
105 | 107 |
/// Value or -\ref INF. |
106 | 108 |
virtual void _setRowLowerBound(int i, Value value); |
107 | 109 |
/// \e |
108 | 110 |
|
109 | 111 |
/// The lower bound of a constraint (row) is an |
110 | 112 |
/// extended number of type Value, i.e. a finite number of type |
111 | 113 |
/// Value or -\ref INF. |
112 | 114 |
virtual Value _getRowLowerBound(int i) const; |
113 | 115 |
|
114 | 116 |
/// The upper bound of a constraint (row) have to be given by an |
115 | 117 |
/// extended number of type Value, i.e. a finite number of type |
116 | 118 |
/// Value or \ref INF. |
117 | 119 |
virtual void _setRowUpperBound(int i, Value value); |
118 | 120 |
/// \e |
119 | 121 |
|
120 | 122 |
/// The upper bound of a constraint (row) is an |
121 | 123 |
/// extended number of type Value, i.e. a finite number of type |
122 | 124 |
/// Value or \ref INF. |
123 | 125 |
virtual Value _getRowUpperBound(int i) const; |
124 | 126 |
|
125 | 127 |
/// \e |
126 | 128 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
127 | 129 |
/// \e |
128 | 130 |
virtual void _getObjCoeffs(InsertIterator b) const; |
129 | 131 |
|
130 | 132 |
/// \e |
131 | 133 |
virtual void _setObjCoeff(int i, Value obj_coef); |
132 | 134 |
/// \e |
133 | 135 |
virtual Value _getObjCoeff(int i) const; |
134 | 136 |
|
135 | 137 |
///\e |
136 | 138 |
virtual void _setSense(Sense); |
137 | 139 |
///\e |
138 | 140 |
virtual Sense _getSense() const; |
139 | 141 |
|
140 | 142 |
///\e |
141 | 143 |
virtual void _clear(); |
142 | 144 |
|
143 | 145 |
///\e |
144 | 146 |
virtual void _messageLevel(MessageLevel); |
145 | 147 |
}; |
146 | 148 |
|
147 | 149 |
/// \brief Skeleton class for an LP solver interface |
148 | 150 |
/// |
149 | 151 |
///This class does nothing, but it can serve as a skeleton when |
150 | 152 |
///implementing an interface to new solvers. |
151 | 153 |
|
152 | 154 |
///\ingroup lp_group |
153 | 155 |
class LpSkeleton : public LpSolver, public SkeletonSolverBase { |
154 | 156 |
public: |
155 | 157 |
///\e |
156 | 158 |
LpSkeleton() : LpSolver(), SkeletonSolverBase() {} |
157 | 159 |
///\e |
158 | 160 |
virtual LpSkeleton* newSolver() const; |
159 | 161 |
///\e |
160 | 162 |
virtual LpSkeleton* cloneSolver() const; |
161 | 163 |
protected: |
162 | 164 |
|
163 | 165 |
///\e |
164 | 166 |
virtual SolveExitStatus _solve(); |
165 | 167 |
|
166 | 168 |
///\e |
167 | 169 |
virtual Value _getPrimal(int i) const; |
168 | 170 |
///\e |
169 | 171 |
virtual Value _getDual(int i) const; |
170 | 172 |
|
171 | 173 |
///\e |
172 | 174 |
virtual Value _getPrimalValue() const; |
173 | 175 |
|
174 | 176 |
///\e |
175 | 177 |
virtual Value _getPrimalRay(int i) const; |
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 |
#include <spxout.h> |
24 | 24 |
|
25 | 25 |
|
26 | 26 |
///\file |
27 | 27 |
///\brief Implementation of the LEMON-SOPLEX lp solver interface. |
28 | 28 |
namespace lemon { |
29 | 29 |
|
30 | 30 |
SoplexLp::SoplexLp() { |
31 | 31 |
soplex = new soplex::SoPlex; |
32 | 32 |
messageLevel(MESSAGE_NOTHING); |
33 | 33 |
} |
34 | 34 |
|
35 | 35 |
SoplexLp::~SoplexLp() { |
36 | 36 |
delete soplex; |
37 | 37 |
} |
38 | 38 |
|
39 | 39 |
SoplexLp::SoplexLp(const SoplexLp& lp) { |
40 | 40 |
rows = lp.rows; |
41 | 41 |
cols = lp.cols; |
42 | 42 |
|
43 | 43 |
soplex = new soplex::SoPlex; |
44 | 44 |
(*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex); |
45 | 45 |
|
46 | 46 |
_col_names = lp._col_names; |
47 | 47 |
_col_names_ref = lp._col_names_ref; |
48 | 48 |
|
49 | 49 |
_row_names = lp._row_names; |
50 | 50 |
_row_names_ref = lp._row_names_ref; |
51 | 51 |
|
52 | 52 |
messageLevel(MESSAGE_NOTHING); |
53 | 53 |
} |
54 | 54 |
|
55 | 55 |
void SoplexLp::_clear_temporals() { |
56 | 56 |
_primal_values.clear(); |
57 | 57 |
_dual_values.clear(); |
58 | 58 |
} |
59 | 59 |
|
60 | 60 |
SoplexLp* SoplexLp::newSolver() const { |
61 | 61 |
SoplexLp* newlp = new SoplexLp(); |
62 | 62 |
return newlp; |
63 | 63 |
} |
64 | 64 |
|
65 | 65 |
SoplexLp* SoplexLp::cloneSolver() const { |
66 | 66 |
SoplexLp* newlp = new SoplexLp(*this); |
67 | 67 |
return newlp; |
68 | 68 |
} |
69 | 69 |
|
70 | 70 |
const char* SoplexLp::_solverName() const { return "SoplexLp"; } |
71 | 71 |
|
72 | 72 |
int SoplexLp::_addCol() { |
73 | 73 |
soplex::LPCol c; |
74 | 74 |
c.setLower(-soplex::infinity); |
75 | 75 |
c.setUpper(soplex::infinity); |
76 | 76 |
soplex->addCol(c); |
77 | 77 |
|
78 | 78 |
_col_names.push_back(std::string()); |
79 | 79 |
|
80 | 80 |
return soplex->nCols() - 1; |
81 | 81 |
} |
82 | 82 |
|
83 | 83 |
int SoplexLp::_addRow() { |
84 | 84 |
soplex::LPRow r; |
85 | 85 |
r.setLhs(-soplex::infinity); |
86 | 86 |
r.setRhs(soplex::infinity); |
87 | 87 |
soplex->addRow(r); |
88 | 88 |
|
89 | 89 |
_row_names.push_back(std::string()); |
90 | 90 |
|
91 | 91 |
return soplex->nRows() - 1; |
92 | 92 |
} |
93 | 93 |
|
94 |
int SoplexLp::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) { |
|
95 |
soplex::DSVector v; |
|
96 |
for (ExprIterator it = b; it != e; ++it) { |
|
97 |
v.add(it->first, it->second); |
|
98 |
} |
|
99 |
soplex::LPRow r(l, v, u); |
|
100 |
soplex->addRow(r); |
|
101 |
|
|
102 |
_row_names.push_back(std::string()); |
|
103 |
|
|
104 |
return soplex->nRows() - 1; |
|
105 |
} |
|
106 |
|
|
94 | 107 |
|
95 | 108 |
void SoplexLp::_eraseCol(int i) { |
96 | 109 |
soplex->removeCol(i); |
97 | 110 |
_col_names_ref.erase(_col_names[i]); |
98 | 111 |
_col_names[i] = _col_names.back(); |
99 | 112 |
_col_names_ref[_col_names.back()] = i; |
100 | 113 |
_col_names.pop_back(); |
101 | 114 |
} |
102 | 115 |
|
103 | 116 |
void SoplexLp::_eraseRow(int i) { |
104 | 117 |
soplex->removeRow(i); |
105 | 118 |
_row_names_ref.erase(_row_names[i]); |
106 | 119 |
_row_names[i] = _row_names.back(); |
107 | 120 |
_row_names_ref[_row_names.back()] = i; |
108 | 121 |
_row_names.pop_back(); |
109 | 122 |
} |
110 | 123 |
|
111 | 124 |
void SoplexLp::_eraseColId(int i) { |
112 | 125 |
cols.eraseIndex(i); |
113 | 126 |
cols.relocateIndex(i, cols.maxIndex()); |
114 | 127 |
} |
115 | 128 |
void SoplexLp::_eraseRowId(int i) { |
116 | 129 |
rows.eraseIndex(i); |
117 | 130 |
rows.relocateIndex(i, rows.maxIndex()); |
118 | 131 |
} |
119 | 132 |
|
120 | 133 |
void SoplexLp::_getColName(int c, std::string &name) const { |
121 | 134 |
name = _col_names[c]; |
122 | 135 |
} |
123 | 136 |
|
124 | 137 |
void SoplexLp::_setColName(int c, const std::string &name) { |
125 | 138 |
_col_names_ref.erase(_col_names[c]); |
126 | 139 |
_col_names[c] = name; |
127 | 140 |
if (!name.empty()) { |
128 | 141 |
_col_names_ref.insert(std::make_pair(name, c)); |
129 | 142 |
} |
130 | 143 |
} |
131 | 144 |
|
132 | 145 |
int SoplexLp::_colByName(const std::string& name) const { |
133 | 146 |
std::map<std::string, int>::const_iterator it = |
134 | 147 |
_col_names_ref.find(name); |
135 | 148 |
if (it != _col_names_ref.end()) { |
136 | 149 |
return it->second; |
137 | 150 |
} else { |
138 | 151 |
return -1; |
139 | 152 |
} |
140 | 153 |
} |
141 | 154 |
|
142 | 155 |
void SoplexLp::_getRowName(int r, std::string &name) const { |
143 | 156 |
name = _row_names[r]; |
144 | 157 |
} |
145 | 158 |
|
146 | 159 |
void SoplexLp::_setRowName(int r, const std::string &name) { |
147 | 160 |
_row_names_ref.erase(_row_names[r]); |
148 | 161 |
_row_names[r] = name; |
149 | 162 |
if (!name.empty()) { |
150 | 163 |
_row_names_ref.insert(std::make_pair(name, r)); |
151 | 164 |
} |
152 | 165 |
} |
153 | 166 |
|
154 | 167 |
int SoplexLp::_rowByName(const std::string& name) const { |
155 | 168 |
std::map<std::string, int>::const_iterator it = |
156 | 169 |
_row_names_ref.find(name); |
157 | 170 |
if (it != _row_names_ref.end()) { |
158 | 171 |
return it->second; |
159 | 172 |
} else { |
160 | 173 |
return -1; |
161 | 174 |
} |
162 | 175 |
} |
163 | 176 |
|
164 | 177 |
|
165 | 178 |
void SoplexLp::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
166 | 179 |
for (int j = 0; j < soplex->nCols(); ++j) { |
167 | 180 |
soplex->changeElement(i, j, 0.0); |
168 | 181 |
} |
169 | 182 |
for(ExprIterator it = b; it != e; ++it) { |
170 | 183 |
soplex->changeElement(i, it->first, it->second); |
171 | 184 |
} |
172 | 185 |
} |
173 | 186 |
|
174 | 187 |
void SoplexLp::_getRowCoeffs(int i, InsertIterator b) const { |
175 | 188 |
const soplex::SVector& vec = soplex->rowVector(i); |
176 | 189 |
for (int k = 0; k < vec.size(); ++k) { |
177 | 190 |
*b = std::make_pair(vec.index(k), vec.value(k)); |
178 | 191 |
++b; |
179 | 192 |
} |
180 | 193 |
} |
181 | 194 |
|
182 | 195 |
void SoplexLp::_setColCoeffs(int j, ExprIterator b, ExprIterator e) { |
183 | 196 |
for (int i = 0; i < soplex->nRows(); ++i) { |
184 | 197 |
soplex->changeElement(i, j, 0.0); |
185 | 198 |
} |
186 | 199 |
for(ExprIterator it = b; it != e; ++it) { |
187 | 200 |
soplex->changeElement(it->first, j, it->second); |
188 | 201 |
} |
189 | 202 |
} |
190 | 203 |
|
191 | 204 |
void SoplexLp::_getColCoeffs(int i, InsertIterator b) const { |
192 | 205 |
const soplex::SVector& vec = soplex->colVector(i); |
193 | 206 |
for (int k = 0; k < vec.size(); ++k) { |
194 | 207 |
*b = std::make_pair(vec.index(k), vec.value(k)); |
195 | 208 |
++b; |
196 | 209 |
} |
197 | 210 |
} |
198 | 211 |
|
199 | 212 |
void SoplexLp::_setCoeff(int i, int j, Value value) { |
200 | 213 |
soplex->changeElement(i, j, value); |
201 | 214 |
} |
202 | 215 |
|
203 | 216 |
SoplexLp::Value SoplexLp::_getCoeff(int i, int j) const { |
204 | 217 |
return soplex->rowVector(i)[j]; |
205 | 218 |
} |
206 | 219 |
|
207 | 220 |
void SoplexLp::_setColLowerBound(int i, Value value) { |
208 | 221 |
LEMON_ASSERT(value != INF, "Invalid bound"); |
209 | 222 |
soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
210 | 223 |
} |
211 | 224 |
|
212 | 225 |
SoplexLp::Value SoplexLp::_getColLowerBound(int i) const { |
213 | 226 |
double value = soplex->lower(i); |
214 | 227 |
return value != -soplex::infinity ? value : -INF; |
215 | 228 |
} |
216 | 229 |
|
217 | 230 |
void SoplexLp::_setColUpperBound(int i, Value value) { |
218 | 231 |
LEMON_ASSERT(value != -INF, "Invalid bound"); |
219 | 232 |
soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
220 | 233 |
} |
221 | 234 |
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. |
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class SoplexLp : public LpSolver { |
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private: |
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soplex::SoPlex* soplex; |
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std::vector<std::string> _col_names; |
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std::map<std::string, int> _col_names_ref; |
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std::vector<std::string> _row_names; |
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std::map<std::string, int> _row_names_ref; |
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private: |
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|
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// these values cannot be retrieved element by element |
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mutable std::vector<Value> _primal_values; |
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mutable std::vector<Value> _dual_values; |
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mutable std::vector<Value> _primal_ray; |
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mutable std::vector<Value> _dual_ray; |
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void _clear_temporals(); |
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public: |
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|
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/// \e |
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SoplexLp(); |
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/// \e |
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SoplexLp(const SoplexLp&); |
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/// \e |
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~SoplexLp(); |
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/// \e |
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virtual SoplexLp* newSolver() const; |
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/// \e |
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virtual SoplexLp* cloneSolver() const; |
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protected: |
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virtual const char* _solverName() const; |
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virtual int _addCol(); |
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virtual int _addRow(); |
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virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u); |
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virtual void _eraseCol(int i); |
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virtual void _eraseRow(int i); |
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virtual void _eraseColId(int i); |
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virtual void _eraseRowId(int i); |
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virtual void _getColName(int col, std::string& name) const; |
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virtual void _setColName(int col, const std::string& name); |
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virtual int _colByName(const std::string& name) const; |
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virtual void _getRowName(int row, std::string& name) const; |
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virtual void _setRowName(int row, const std::string& name); |
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virtual int _rowByName(const std::string& name) const; |
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virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
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virtual void _getRowCoeffs(int i, InsertIterator b) const; |
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virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
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virtual void _getColCoeffs(int i, InsertIterator b) const; |
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virtual void _setCoeff(int row, int col, Value value); |
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virtual Value _getCoeff(int row, int col) const; |
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virtual void _setColLowerBound(int i, Value value); |
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virtual Value _getColLowerBound(int i) const; |
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virtual void _setColUpperBound(int i, Value value); |
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virtual Value _getColUpperBound(int i) const; |
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virtual void _setRowLowerBound(int i, Value value); |
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virtual Value _getRowLowerBound(int i) const; |
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virtual void _setRowUpperBound(int i, Value value); |
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virtual Value _getRowUpperBound(int i) const; |
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virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
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virtual void _getObjCoeffs(InsertIterator b) const; |
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virtual void _setObjCoeff(int i, Value obj_coef); |
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virtual Value _getObjCoeff(int i) const; |
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virtual void _setSense(Sense sense); |
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virtual Sense _getSense() const; |
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virtual SolveExitStatus _solve(); |
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virtual Value _getPrimal(int i) const; |
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virtual Value _getDual(int i) const; |
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virtual Value _getPrimalValue() const; |
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virtual Value _getPrimalRay(int i) const; |
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virtual Value _getDualRay(int i) const; |
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virtual VarStatus _getColStatus(int i) const; |
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virtual VarStatus _getRowStatus(int i) const; |
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virtual ProblemType _getPrimalType() const; |
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virtual ProblemType _getDualType() const; |
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virtual void _clear(); |
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void _messageLevel(MessageLevel m); |
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void _applyMessageLevel(); |
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int _message_level; |
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}; |
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} //END OF NAMESPACE LEMON |
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#endif //LEMON_SOPLEX_H |
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