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/* -*- mode: C++; indent-tabs-mode: nil; -*- |
2 | 2 |
* |
3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
4 | 4 |
* |
5 | 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. |
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* |
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 |
*/ |
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|
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; |
225 | 237 |
} |
226 | 238 |
|
227 | 239 |
void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
228 | 240 |
int num = _prob->numberColumns(); |
229 | 241 |
for (int i = 0; i < num; ++i) { |
230 | 242 |
_prob->setColumnObjective(i, 0.0); |
231 | 243 |
} |
232 | 244 |
for (ExprIterator it = b; it != e; ++it) { |
233 | 245 |
_prob->setColumnObjective(it->first, it->second); |
234 | 246 |
} |
235 | 247 |
} |
236 | 248 |
|
237 | 249 |
void CbcMip::_getObjCoeffs(InsertIterator b) const { |
238 | 250 |
int num = _prob->numberColumns(); |
239 | 251 |
for (int i = 0; i < num; ++i) { |
240 | 252 |
Value coef = _prob->getColumnObjective(i); |
241 | 253 |
if (coef != 0.0) { |
242 | 254 |
*b = std::make_pair(i, coef); |
243 | 255 |
++b; |
244 | 256 |
} |
245 | 257 |
} |
246 | 258 |
} |
247 | 259 |
|
248 | 260 |
void CbcMip::_setObjCoeff(int i, Value obj_coef) { |
249 | 261 |
_prob->setColumnObjective(i, obj_coef); |
250 | 262 |
} |
251 | 263 |
|
252 | 264 |
CbcMip::Value CbcMip::_getObjCoeff(int i) const { |
253 | 265 |
return _prob->getColumnObjective(i); |
254 | 266 |
} |
255 | 267 |
|
256 | 268 |
CbcMip::SolveExitStatus CbcMip::_solve() { |
257 | 269 |
|
258 | 270 |
if (_osi_solver) { |
259 | 271 |
delete _osi_solver; |
260 | 272 |
} |
261 | 273 |
#ifdef COIN_HAS_CLP |
262 | 274 |
_osi_solver = new OsiClpSolverInterface(); |
263 | 275 |
#elif COIN_HAS_OSL |
264 | 276 |
_osi_solver = new OsiOslSolverInterface(); |
265 | 277 |
#else |
266 | 278 |
#error Cannot instantiate Osi solver |
267 | 279 |
#endif |
268 | 280 |
|
269 | 281 |
_osi_solver->loadFromCoinModel(*_prob); |
270 | 282 |
|
271 | 283 |
if (_cbc_model) { |
272 | 284 |
delete _cbc_model; |
273 | 285 |
} |
274 | 286 |
_cbc_model= new CbcModel(*_osi_solver); |
275 | 287 |
|
276 | 288 |
_osi_solver->messageHandler()->setLogLevel(_message_level); |
277 | 289 |
_cbc_model->setLogLevel(_message_level); |
278 | 290 |
|
279 | 291 |
_cbc_model->initialSolve(); |
280 | 292 |
_cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry); |
281 | 293 |
|
282 | 294 |
if (!_cbc_model->isInitialSolveAbandoned() && |
283 | 295 |
_cbc_model->isInitialSolveProvenOptimal() && |
284 | 296 |
!_cbc_model->isInitialSolveProvenPrimalInfeasible() && |
285 | 297 |
!_cbc_model->isInitialSolveProvenDualInfeasible()) { |
286 | 298 |
|
287 | 299 |
CglProbing generator1; |
288 | 300 |
generator1.setUsingObjective(true); |
289 | 301 |
generator1.setMaxPass(3); |
290 | 302 |
generator1.setMaxProbe(100); |
291 | 303 |
generator1.setMaxLook(50); |
292 | 304 |
generator1.setRowCuts(3); |
293 | 305 |
_cbc_model->addCutGenerator(&generator1, -1, "Probing"); |
294 | 306 |
|
295 | 307 |
CglGomory generator2; |
296 | 308 |
generator2.setLimit(300); |
297 | 309 |
_cbc_model->addCutGenerator(&generator2, -1, "Gomory"); |
298 | 310 |
|
299 | 311 |
CglKnapsackCover generator3; |
300 | 312 |
_cbc_model->addCutGenerator(&generator3, -1, "Knapsack"); |
301 | 313 |
|
302 | 314 |
CglOddHole generator4; |
303 | 315 |
generator4.setMinimumViolation(0.005); |
304 | 316 |
generator4.setMinimumViolationPer(0.00002); |
305 | 317 |
generator4.setMaximumEntries(200); |
306 | 318 |
_cbc_model->addCutGenerator(&generator4, -1, "OddHole"); |
307 | 319 |
|
308 | 320 |
CglClique generator5; |
309 | 321 |
generator5.setStarCliqueReport(false); |
310 | 322 |
generator5.setRowCliqueReport(false); |
311 | 323 |
_cbc_model->addCutGenerator(&generator5, -1, "Clique"); |
312 | 324 |
|
313 | 325 |
CglMixedIntegerRounding mixedGen; |
314 | 326 |
_cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding"); |
315 | 327 |
|
316 | 328 |
CglFlowCover flowGen; |
317 | 329 |
_cbc_model->addCutGenerator(&flowGen, -1, "FlowCover"); |
318 | 330 |
|
319 | 331 |
#ifdef COIN_HAS_CLP |
320 | 332 |
OsiClpSolverInterface* osiclp = |
321 | 333 |
dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver()); |
322 | 334 |
if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) { |
323 | 335 |
osiclp->setupForRepeatedUse(2, 0); |
324 | 336 |
} |
325 | 337 |
#endif |
326 | 338 |
|
327 | 339 |
CbcRounding heuristic1(*_cbc_model); |
328 | 340 |
heuristic1.setWhen(3); |
329 | 341 |
_cbc_model->addHeuristic(&heuristic1); |
330 | 342 |
|
331 | 343 |
CbcHeuristicLocal heuristic2(*_cbc_model); |
332 | 344 |
heuristic2.setWhen(3); |
333 | 345 |
_cbc_model->addHeuristic(&heuristic2); |
334 | 346 |
|
335 | 347 |
CbcHeuristicGreedyCover heuristic3(*_cbc_model); |
336 | 348 |
heuristic3.setAlgorithm(11); |
337 | 349 |
heuristic3.setWhen(3); |
338 | 350 |
_cbc_model->addHeuristic(&heuristic3); |
339 | 351 |
|
340 | 352 |
CbcHeuristicFPump heuristic4(*_cbc_model); |
341 | 353 |
heuristic4.setWhen(3); |
342 | 354 |
_cbc_model->addHeuristic(&heuristic4); |
343 | 355 |
|
344 | 356 |
CbcHeuristicRINS heuristic5(*_cbc_model); |
345 | 357 |
heuristic5.setWhen(3); |
346 | 358 |
_cbc_model->addHeuristic(&heuristic5); |
347 | 359 |
|
348 | 360 |
if (_cbc_model->getNumCols() < 500) { |
349 | 361 |
_cbc_model->setMaximumCutPassesAtRoot(-100); |
350 | 362 |
} else if (_cbc_model->getNumCols() < 5000) { |
351 | 363 |
_cbc_model->setMaximumCutPassesAtRoot(100); |
352 | 364 |
} else { |
353 | 365 |
_cbc_model->setMaximumCutPassesAtRoot(20); |
354 | 366 |
} |
355 | 367 |
|
356 | 368 |
if (_cbc_model->getNumCols() < 5000) { |
357 | 369 |
_cbc_model->setNumberStrong(10); |
358 | 370 |
} |
359 | 371 |
|
360 | 372 |
_cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100); |
361 | 373 |
_cbc_model->branchAndBound(); |
362 | 374 |
} |
363 | 375 |
|
364 | 376 |
if (_cbc_model->isAbandoned()) { |
365 | 377 |
return UNSOLVED; |
366 | 378 |
} else { |
367 | 379 |
return SOLVED; |
368 | 380 |
} |
369 | 381 |
} |
370 | 382 |
|
371 | 383 |
CbcMip::Value CbcMip::_getSol(int i) const { |
372 | 384 |
return _cbc_model->getColSolution()[i]; |
373 | 385 |
} |
374 | 386 |
|
375 | 387 |
CbcMip::Value CbcMip::_getSolValue() const { |
376 | 388 |
return _cbc_model->getObjValue(); |
377 | 389 |
} |
378 | 390 |
|
379 | 391 |
CbcMip::ProblemType CbcMip::_getType() const { |
380 | 392 |
if (_cbc_model->isProvenOptimal()) { |
381 | 393 |
return OPTIMAL; |
382 | 394 |
} else if (_cbc_model->isContinuousUnbounded()) { |
383 | 395 |
return UNBOUNDED; |
384 | 396 |
} |
385 | 397 |
return FEASIBLE; |
386 | 398 |
} |
387 | 399 |
|
388 | 400 |
void CbcMip::_setSense(Sense sense) { |
389 | 401 |
switch (sense) { |
390 | 402 |
case MIN: |
391 | 403 |
_prob->setOptimizationDirection(1.0); |
392 | 404 |
break; |
393 | 405 |
case MAX: |
394 | 406 |
_prob->setOptimizationDirection(- 1.0); |
395 | 407 |
break; |
396 | 408 |
} |
397 | 409 |
} |
398 | 410 |
|
399 | 411 |
CbcMip::Sense CbcMip::_getSense() const { |
400 | 412 |
if (_prob->optimizationDirection() > 0.0) { |
401 | 413 |
return MIN; |
402 | 414 |
} else if (_prob->optimizationDirection() < 0.0) { |
403 | 415 |
return MAX; |
404 | 416 |
} else { |
405 | 417 |
LEMON_ASSERT(false, "Wrong sense"); |
406 | 418 |
return CbcMip::Sense(); |
407 | 419 |
} |
408 | 420 |
} |
409 | 421 |
|
410 | 422 |
void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) { |
411 | 423 |
switch (col_type){ |
412 | 424 |
case INTEGER: |
413 | 425 |
_prob->setInteger(i); |
414 | 426 |
break; |
415 | 427 |
case REAL: |
416 | 428 |
_prob->setContinuous(i); |
417 | 429 |
break; |
418 | 430 |
default:; |
419 | 431 |
LEMON_ASSERT(false, "Wrong sense"); |
420 | 432 |
} |
421 | 433 |
} |
422 | 434 |
|
423 | 435 |
CbcMip::ColTypes CbcMip::_getColType(int i) const { |
424 | 436 |
return _prob->getColumnIsInteger(i) ? INTEGER : REAL; |
425 | 437 |
} |
426 | 438 |
|
427 | 439 |
void CbcMip::_clear() { |
428 | 440 |
delete _prob; |
429 | 441 |
if (_osi_solver) { |
430 | 442 |
delete _osi_solver; |
431 | 443 |
_osi_solver = 0; |
432 | 444 |
} |
433 | 445 |
if (_cbc_model) { |
434 | 446 |
delete _cbc_model; |
435 | 447 |
_cbc_model = 0; |
436 | 448 |
} |
437 | 449 |
|
438 | 450 |
_prob = new CoinModel(); |
439 | 451 |
rows.clear(); |
440 | 452 |
cols.clear(); |
441 | 453 |
} |
442 | 454 |
|
443 | 455 |
void CbcMip::_messageLevel(MessageLevel level) { |
444 | 456 |
switch (level) { |
445 | 457 |
case MESSAGE_NOTHING: |
446 | 458 |
_message_level = 0; |
447 | 459 |
break; |
448 | 460 |
case MESSAGE_ERROR: |
449 | 461 |
_message_level = 1; |
450 | 462 |
break; |
451 | 463 |
case MESSAGE_WARNING: |
452 | 464 |
_message_level = 1; |
453 | 465 |
break; |
454 | 466 |
case MESSAGE_NORMAL: |
455 | 467 |
_message_level = 2; |
456 | 468 |
break; |
457 | 469 |
case MESSAGE_VERBOSE: |
458 | 470 |
_message_level = 3; |
459 | 471 |
break; |
460 | 472 |
} |
461 | 473 |
} |
462 | 474 |
|
463 | 475 |
} //END OF NAMESPACE LEMON |
1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
2 | 2 |
* |
3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
4 | 4 |
* |
5 | 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; |
209 | 222 |
} |
210 | 223 |
} |
211 | 224 |
|
212 | 225 |
void ClpLp::_setCoeff(int ix, int jx, Value value) { |
213 | 226 |
_prob->modifyCoefficient(ix, jx, value); |
214 | 227 |
} |
215 | 228 |
|
216 | 229 |
ClpLp::Value ClpLp::_getCoeff(int ix, int jx) const { |
217 | 230 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
218 | 231 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
219 | 232 |
|
220 | 233 |
const int* indices = _prob->clpMatrix()->getIndices(); |
221 | 234 |
const double* elements = _prob->clpMatrix()->getElements(); |
222 | 235 |
|
223 | 236 |
const int* it = std::lower_bound(indices + begin, indices + end, jx); |
224 | 237 |
if (it != indices + end && *it == jx) { |
225 | 238 |
return elements[it - indices]; |
226 | 239 |
} else { |
227 | 240 |
return 0.0; |
228 | 241 |
} |
229 | 242 |
} |
230 | 243 |
|
231 | 244 |
void ClpLp::_setColLowerBound(int i, Value lo) { |
232 | 245 |
_prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
233 | 246 |
} |
234 | 247 |
|
235 | 248 |
ClpLp::Value ClpLp::_getColLowerBound(int i) const { |
236 | 249 |
double val = _prob->getColLower()[i]; |
237 | 250 |
return val == - COIN_DBL_MAX ? - INF : val; |
238 | 251 |
} |
239 | 252 |
|
240 | 253 |
void ClpLp::_setColUpperBound(int i, Value up) { |
241 | 254 |
_prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
242 | 255 |
} |
243 | 256 |
|
244 | 257 |
ClpLp::Value ClpLp::_getColUpperBound(int i) const { |
245 | 258 |
double val = _prob->getColUpper()[i]; |
246 | 259 |
return val == COIN_DBL_MAX ? INF : val; |
247 | 260 |
} |
248 | 261 |
|
249 | 262 |
void ClpLp::_setRowLowerBound(int i, Value lo) { |
250 | 263 |
_prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
251 | 264 |
} |
252 | 265 |
|
253 | 266 |
ClpLp::Value ClpLp::_getRowLowerBound(int i) const { |
254 | 267 |
double val = _prob->getRowLower()[i]; |
255 | 268 |
return val == - COIN_DBL_MAX ? - INF : val; |
256 | 269 |
} |
257 | 270 |
|
258 | 271 |
void ClpLp::_setRowUpperBound(int i, Value up) { |
259 | 272 |
_prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
260 | 273 |
} |
261 | 274 |
|
262 | 275 |
ClpLp::Value ClpLp::_getRowUpperBound(int i) const { |
263 | 276 |
double val = _prob->getRowUpper()[i]; |
264 | 277 |
return val == COIN_DBL_MAX ? INF : val; |
265 | 278 |
} |
266 | 279 |
|
267 | 280 |
void ClpLp::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
268 | 281 |
int num = _prob->clpMatrix()->getNumCols(); |
269 | 282 |
for (int i = 0; i < num; ++i) { |
270 | 283 |
_prob->setObjectiveCoefficient(i, 0.0); |
271 | 284 |
} |
272 | 285 |
for (ExprIterator it = b; it != e; ++it) { |
273 | 286 |
_prob->setObjectiveCoefficient(it->first, it->second); |
274 | 287 |
} |
275 | 288 |
} |
276 | 289 |
|
277 | 290 |
void ClpLp::_getObjCoeffs(InsertIterator b) const { |
278 | 291 |
int num = _prob->clpMatrix()->getNumCols(); |
279 | 292 |
for (int i = 0; i < num; ++i) { |
280 | 293 |
Value coef = _prob->getObjCoefficients()[i]; |
281 | 294 |
if (coef != 0.0) { |
282 | 295 |
*b = std::make_pair(i, coef); |
283 | 296 |
++b; |
284 | 297 |
} |
285 | 298 |
} |
286 | 299 |
} |
287 | 300 |
|
288 | 301 |
void ClpLp::_setObjCoeff(int i, Value obj_coef) { |
289 | 302 |
_prob->setObjectiveCoefficient(i, obj_coef); |
290 | 303 |
} |
291 | 304 |
|
292 | 305 |
ClpLp::Value ClpLp::_getObjCoeff(int i) const { |
293 | 306 |
return _prob->getObjCoefficients()[i]; |
294 | 307 |
} |
295 | 308 |
|
296 | 309 |
ClpLp::SolveExitStatus ClpLp::_solve() { |
297 | 310 |
return _prob->primal() >= 0 ? SOLVED : UNSOLVED; |
298 | 311 |
} |
299 | 312 |
|
300 | 313 |
ClpLp::SolveExitStatus ClpLp::solvePrimal() { |
301 | 314 |
return _prob->primal() >= 0 ? SOLVED : UNSOLVED; |
302 | 315 |
} |
303 | 316 |
|
304 | 317 |
ClpLp::SolveExitStatus ClpLp::solveDual() { |
305 | 318 |
return _prob->dual() >= 0 ? SOLVED : UNSOLVED; |
306 | 319 |
} |
307 | 320 |
|
308 | 321 |
ClpLp::SolveExitStatus ClpLp::solveBarrier() { |
309 | 322 |
return _prob->barrier() >= 0 ? SOLVED : UNSOLVED; |
310 | 323 |
} |
311 | 324 |
|
312 | 325 |
ClpLp::Value ClpLp::_getPrimal(int i) const { |
313 | 326 |
return _prob->primalColumnSolution()[i]; |
314 | 327 |
} |
315 | 328 |
ClpLp::Value ClpLp::_getPrimalValue() const { |
316 | 329 |
return _prob->objectiveValue(); |
317 | 330 |
} |
318 | 331 |
|
319 | 332 |
ClpLp::Value ClpLp::_getDual(int i) const { |
320 | 333 |
return _prob->dualRowSolution()[i]; |
321 | 334 |
} |
322 | 335 |
|
323 | 336 |
ClpLp::Value ClpLp::_getPrimalRay(int i) const { |
324 | 337 |
if (!_primal_ray) { |
325 | 338 |
_primal_ray = _prob->unboundedRay(); |
326 | 339 |
LEMON_ASSERT(_primal_ray != 0, "Primal ray is not provided"); |
327 | 340 |
} |
328 | 341 |
return _primal_ray[i]; |
329 | 342 |
} |
330 | 343 |
|
331 | 344 |
ClpLp::Value ClpLp::_getDualRay(int i) const { |
332 | 345 |
if (!_dual_ray) { |
333 | 346 |
_dual_ray = _prob->infeasibilityRay(); |
334 | 347 |
LEMON_ASSERT(_dual_ray != 0, "Dual ray is not provided"); |
335 | 348 |
} |
336 | 349 |
return _dual_ray[i]; |
337 | 350 |
} |
338 | 351 |
|
339 | 352 |
ClpLp::VarStatus ClpLp::_getColStatus(int i) const { |
340 | 353 |
switch (_prob->getColumnStatus(i)) { |
341 | 354 |
case ClpSimplex::basic: |
342 | 355 |
return BASIC; |
343 | 356 |
case ClpSimplex::isFree: |
344 | 357 |
return FREE; |
345 | 358 |
case ClpSimplex::atUpperBound: |
346 | 359 |
return UPPER; |
347 | 360 |
case ClpSimplex::atLowerBound: |
348 | 361 |
return LOWER; |
349 | 362 |
case ClpSimplex::isFixed: |
350 | 363 |
return FIXED; |
351 | 364 |
case ClpSimplex::superBasic: |
352 | 365 |
return FREE; |
353 | 366 |
default: |
354 | 367 |
LEMON_ASSERT(false, "Wrong column status"); |
355 | 368 |
return VarStatus(); |
356 | 369 |
} |
357 | 370 |
} |
358 | 371 |
|
359 | 372 |
ClpLp::VarStatus ClpLp::_getRowStatus(int i) const { |
360 | 373 |
switch (_prob->getColumnStatus(i)) { |
361 | 374 |
case ClpSimplex::basic: |
362 | 375 |
return BASIC; |
363 | 376 |
case ClpSimplex::isFree: |
364 | 377 |
return FREE; |
365 | 378 |
case ClpSimplex::atUpperBound: |
366 | 379 |
return UPPER; |
367 | 380 |
case ClpSimplex::atLowerBound: |
368 | 381 |
return LOWER; |
369 | 382 |
case ClpSimplex::isFixed: |
370 | 383 |
return FIXED; |
371 | 384 |
case ClpSimplex::superBasic: |
372 | 385 |
return FREE; |
373 | 386 |
default: |
374 | 387 |
LEMON_ASSERT(false, "Wrong row status"); |
375 | 388 |
return VarStatus(); |
376 | 389 |
} |
377 | 390 |
} |
378 | 391 |
|
379 | 392 |
|
380 | 393 |
ClpLp::ProblemType ClpLp::_getPrimalType() const { |
381 | 394 |
if (_prob->isProvenOptimal()) { |
382 | 395 |
return OPTIMAL; |
383 | 396 |
} else if (_prob->isProvenPrimalInfeasible()) { |
384 | 397 |
return INFEASIBLE; |
385 | 398 |
} else if (_prob->isProvenDualInfeasible()) { |
386 | 399 |
return UNBOUNDED; |
387 | 400 |
} else { |
388 | 401 |
return UNDEFINED; |
389 | 402 |
} |
390 | 403 |
} |
391 | 404 |
|
392 | 405 |
ClpLp::ProblemType ClpLp::_getDualType() const { |
393 | 406 |
if (_prob->isProvenOptimal()) { |
394 | 407 |
return OPTIMAL; |
395 | 408 |
} else if (_prob->isProvenDualInfeasible()) { |
396 | 409 |
return INFEASIBLE; |
397 | 410 |
} else if (_prob->isProvenPrimalInfeasible()) { |
398 | 411 |
return INFEASIBLE; |
399 | 412 |
} else { |
400 | 413 |
return UNDEFINED; |
401 | 414 |
} |
402 | 415 |
} |
403 | 416 |
|
404 | 417 |
void ClpLp::_setSense(ClpLp::Sense sense) { |
405 | 418 |
switch (sense) { |
406 | 419 |
case MIN: |
407 | 420 |
_prob->setOptimizationDirection(1); |
408 | 421 |
break; |
409 | 422 |
case MAX: |
410 | 423 |
_prob->setOptimizationDirection(-1); |
411 | 424 |
break; |
412 | 425 |
} |
413 | 426 |
} |
414 | 427 |
|
415 | 428 |
ClpLp::Sense ClpLp::_getSense() const { |
416 | 429 |
double dir = _prob->optimizationDirection(); |
417 | 430 |
if (dir > 0.0) { |
418 | 431 |
return MIN; |
419 | 432 |
} else { |
420 | 433 |
return MAX; |
421 | 434 |
} |
422 | 435 |
} |
423 | 436 |
|
424 | 437 |
void ClpLp::_clear() { |
425 | 438 |
delete _prob; |
426 | 439 |
_prob = new ClpSimplex(); |
427 | 440 |
rows.clear(); |
428 | 441 |
cols.clear(); |
429 | 442 |
_col_names_ref.clear(); |
430 | 443 |
_clear_temporals(); |
431 | 444 |
} |
432 | 445 |
|
433 | 446 |
void ClpLp::_messageLevel(MessageLevel level) { |
434 | 447 |
switch (level) { |
435 | 448 |
case MESSAGE_NOTHING: |
436 | 449 |
_prob->setLogLevel(0); |
437 | 450 |
break; |
438 | 451 |
case MESSAGE_ERROR: |
439 | 452 |
_prob->setLogLevel(1); |
440 | 453 |
break; |
441 | 454 |
case MESSAGE_WARNING: |
442 | 455 |
_prob->setLogLevel(2); |
443 | 456 |
break; |
444 | 457 |
case MESSAGE_NORMAL: |
445 | 458 |
_prob->setLogLevel(3); |
446 | 459 |
break; |
447 | 460 |
case MESSAGE_VERBOSE: |
448 | 461 |
_prob->setLogLevel(4); |
449 | 462 |
break; |
450 | 463 |
} |
451 | 464 |
} |
452 | 465 |
|
453 | 466 |
} //END OF NAMESPACE LEMON |
1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
2 | 2 |
* |
3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
4 | 4 |
* |
5 | 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 |
|
242 | 275 |
CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
243 | 276 |
&indices.front(), &collist.front(), &values.front()); |
244 | 277 |
} |
245 | 278 |
|
246 | 279 |
void CplexBase::_getColCoeffs(int i, InsertIterator b) const { |
247 | 280 |
|
248 | 281 |
int tmp1, tmp2, tmp3, length; |
249 | 282 |
CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
250 | 283 |
|
251 | 284 |
length = -length; |
252 | 285 |
std::vector<int> indices(length); |
253 | 286 |
std::vector<double> values(length); |
254 | 287 |
|
255 | 288 |
CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, |
256 | 289 |
&indices.front(), &values.front(), |
257 | 290 |
length, &tmp3, i, i); |
258 | 291 |
|
259 | 292 |
for (int i = 0; i < length; ++i) { |
260 | 293 |
*b = std::make_pair(indices[i], values[i]); |
261 | 294 |
++b; |
262 | 295 |
} |
263 | 296 |
|
264 | 297 |
} |
265 | 298 |
|
266 | 299 |
void CplexBase::_setCoeff(int row, int col, Value value) { |
267 | 300 |
CPXchgcoef(cplexEnv(), _prob, row, col, value); |
268 | 301 |
} |
269 | 302 |
|
270 | 303 |
CplexBase::Value CplexBase::_getCoeff(int row, int col) const { |
271 | 304 |
CplexBase::Value value; |
272 | 305 |
CPXgetcoef(cplexEnv(), _prob, row, col, &value); |
273 | 306 |
return value; |
274 | 307 |
} |
275 | 308 |
|
276 | 309 |
void CplexBase::_setColLowerBound(int i, Value value) { |
277 | 310 |
const char s = 'L'; |
278 | 311 |
CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
279 | 312 |
} |
280 | 313 |
|
281 | 314 |
CplexBase::Value CplexBase::_getColLowerBound(int i) const { |
282 | 315 |
CplexBase::Value res; |
283 | 316 |
CPXgetlb(cplexEnv(), _prob, &res, i, i); |
284 | 317 |
return res <= -CPX_INFBOUND ? -INF : res; |
285 | 318 |
} |
286 | 319 |
|
287 | 320 |
void CplexBase::_setColUpperBound(int i, Value value) |
288 | 321 |
{ |
289 | 322 |
const char s = 'U'; |
290 | 323 |
CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
291 | 324 |
} |
292 | 325 |
|
293 | 326 |
CplexBase::Value CplexBase::_getColUpperBound(int i) const { |
294 | 327 |
CplexBase::Value res; |
295 | 328 |
CPXgetub(cplexEnv(), _prob, &res, i, i); |
296 | 329 |
return res >= CPX_INFBOUND ? INF : res; |
297 | 330 |
} |
298 | 331 |
|
299 | 332 |
CplexBase::Value CplexBase::_getRowLowerBound(int i) const { |
300 | 333 |
char s; |
301 | 334 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
302 | 335 |
CplexBase::Value res; |
303 | 336 |
|
304 | 337 |
switch (s) { |
305 | 338 |
case 'G': |
306 | 339 |
case 'R': |
307 | 340 |
case 'E': |
308 | 341 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
309 | 342 |
return res <= -CPX_INFBOUND ? -INF : res; |
310 | 343 |
default: |
311 | 344 |
return -INF; |
312 | 345 |
} |
313 | 346 |
} |
314 | 347 |
|
315 | 348 |
CplexBase::Value CplexBase::_getRowUpperBound(int i) const { |
316 | 349 |
char s; |
317 | 350 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
318 | 351 |
CplexBase::Value res; |
319 | 352 |
|
320 | 353 |
switch (s) { |
321 | 354 |
case 'L': |
322 | 355 |
case 'E': |
323 | 356 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
324 | 357 |
return res >= CPX_INFBOUND ? INF : res; |
325 | 358 |
case 'R': |
326 | 359 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
327 | 360 |
{ |
328 | 361 |
double rng; |
329 | 362 |
CPXgetrngval(cplexEnv(), _prob, &rng, i, i); |
330 | 363 |
res += rng; |
331 | 364 |
} |
332 | 365 |
return res >= CPX_INFBOUND ? INF : res; |
333 | 366 |
default: |
334 | 367 |
return INF; |
335 | 368 |
} |
336 | 369 |
} |
337 | 370 |
|
338 | 371 |
//This is easier to implement |
339 | 372 |
void CplexBase::_set_row_bounds(int i, Value lb, Value ub) { |
340 | 373 |
if (lb == -INF) { |
341 | 374 |
const char s = 'L'; |
342 | 375 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
343 | 376 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub); |
344 | 377 |
} else if (ub == INF) { |
345 | 378 |
const char s = 'G'; |
346 | 379 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
347 | 380 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
348 | 381 |
} else if (lb == ub){ |
349 | 382 |
const char s = 'E'; |
350 | 383 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
351 | 384 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
352 | 385 |
} else { |
353 | 386 |
const char s = 'R'; |
354 | 387 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
355 | 388 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
356 | 389 |
double len = ub - lb; |
357 | 390 |
CPXchgrngval(cplexEnv(), _prob, 1, &i, &len); |
358 | 391 |
} |
359 | 392 |
} |
360 | 393 |
|
361 | 394 |
void CplexBase::_setRowLowerBound(int i, Value lb) |
362 | 395 |
{ |
363 | 396 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
364 | 397 |
_set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i)); |
365 | 398 |
} |
366 | 399 |
|
367 | 400 |
void CplexBase::_setRowUpperBound(int i, Value ub) |
368 | 401 |
{ |
369 | 402 |
|
370 | 403 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
371 | 404 |
_set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub); |
372 | 405 |
} |
373 | 406 |
|
374 | 407 |
void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e) |
375 | 408 |
{ |
376 | 409 |
std::vector<int> indices; |
377 | 410 |
std::vector<Value> values; |
378 | 411 |
for(ExprIterator it=b; it!=e; ++it) { |
379 | 412 |
indices.push_back(it->first); |
380 | 413 |
values.push_back(it->second); |
381 | 414 |
} |
382 | 415 |
CPXchgobj(cplexEnv(), _prob, values.size(), |
383 | 416 |
&indices.front(), &values.front()); |
384 | 417 |
|
385 | 418 |
} |
386 | 419 |
|
387 | 420 |
void CplexBase::_getObjCoeffs(InsertIterator b) const |
388 | 421 |
{ |
389 | 422 |
int num = CPXgetnumcols(cplexEnv(), _prob); |
390 | 423 |
std::vector<Value> x(num); |
391 | 424 |
|
392 | 425 |
CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1); |
393 | 426 |
for (int i = 0; i < num; ++i) { |
394 | 427 |
if (x[i] != 0.0) { |
395 | 428 |
*b = std::make_pair(i, x[i]); |
396 | 429 |
++b; |
397 | 430 |
} |
398 | 431 |
} |
399 | 432 |
} |
400 | 433 |
|
401 | 434 |
void CplexBase::_setObjCoeff(int i, Value obj_coef) |
402 | 435 |
{ |
403 | 436 |
CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef); |
404 | 437 |
} |
405 | 438 |
|
406 | 439 |
CplexBase::Value CplexBase::_getObjCoeff(int i) const |
407 | 440 |
{ |
408 | 441 |
Value x; |
409 | 442 |
CPXgetobj(cplexEnv(), _prob, &x, i, i); |
410 | 443 |
return x; |
411 | 444 |
} |
412 | 445 |
|
413 | 446 |
void CplexBase::_setSense(CplexBase::Sense sense) { |
414 | 447 |
switch (sense) { |
415 | 448 |
case MIN: |
416 | 449 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MIN); |
417 | 450 |
break; |
418 | 451 |
case MAX: |
419 | 452 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MAX); |
420 | 453 |
break; |
421 | 454 |
} |
422 | 455 |
} |
423 | 456 |
|
424 | 457 |
CplexBase::Sense CplexBase::_getSense() const { |
425 | 458 |
switch (CPXgetobjsen(cplexEnv(), _prob)) { |
426 | 459 |
case CPX_MIN: |
427 | 460 |
return MIN; |
428 | 461 |
case CPX_MAX: |
429 | 462 |
return MAX; |
430 | 463 |
default: |
431 | 464 |
LEMON_ASSERT(false, "Invalid sense"); |
432 | 465 |
return CplexBase::Sense(); |
433 | 466 |
} |
434 | 467 |
} |
435 | 468 |
|
436 | 469 |
void CplexBase::_clear() { |
437 | 470 |
CPXfreeprob(cplexEnv(),&_prob); |
438 | 471 |
int status; |
439 | 472 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
440 | 473 |
rows.clear(); |
441 | 474 |
cols.clear(); |
442 | 475 |
} |
443 | 476 |
|
444 | 477 |
void CplexBase::_messageLevel(MessageLevel level) { |
445 | 478 |
switch (level) { |
446 | 479 |
case MESSAGE_NOTHING: |
447 | 480 |
_message_enabled = false; |
448 | 481 |
break; |
449 | 482 |
case MESSAGE_ERROR: |
450 | 483 |
case MESSAGE_WARNING: |
451 | 484 |
case MESSAGE_NORMAL: |
452 | 485 |
case MESSAGE_VERBOSE: |
453 | 486 |
_message_enabled = true; |
454 | 487 |
break; |
455 | 488 |
} |
456 | 489 |
} |
457 | 490 |
|
458 | 491 |
void CplexBase::_applyMessageLevel() { |
459 | 492 |
CPXsetintparam(cplexEnv(), CPX_PARAM_SCRIND, |
460 | 493 |
_message_enabled ? CPX_ON : CPX_OFF); |
461 | 494 |
} |
462 | 495 |
|
463 | 496 |
// CplexLp members |
464 | 497 |
|
465 | 498 |
CplexLp::CplexLp() |
466 | 499 |
: LpBase(), LpSolver(), CplexBase() {} |
467 | 500 |
|
468 | 501 |
CplexLp::CplexLp(const CplexEnv& env) |
469 | 502 |
: LpBase(), LpSolver(), CplexBase(env) {} |
470 | 503 |
|
471 | 504 |
CplexLp::CplexLp(const CplexLp& other) |
472 | 505 |
: LpBase(), LpSolver(), CplexBase(other) {} |
473 | 506 |
|
474 | 507 |
CplexLp::~CplexLp() {} |
475 | 508 |
|
476 | 509 |
CplexLp* CplexLp::newSolver() const { return new CplexLp; } |
477 | 510 |
CplexLp* CplexLp::cloneSolver() const {return new CplexLp(*this); } |
478 | 511 |
|
479 | 512 |
const char* CplexLp::_solverName() const { return "CplexLp"; } |
480 | 513 |
|
481 | 514 |
void CplexLp::_clear_temporals() { |
482 | 515 |
_col_status.clear(); |
483 | 516 |
_row_status.clear(); |
484 | 517 |
_primal_ray.clear(); |
485 | 518 |
_dual_ray.clear(); |
486 | 519 |
} |
487 | 520 |
|
488 | 521 |
// The routine returns zero unless an error occurred during the |
489 | 522 |
// optimization. Examples of errors include exhausting available |
490 | 523 |
// memory (CPXERR_NO_MEMORY) or encountering invalid data in the |
491 | 524 |
// CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a |
492 | 525 |
// user-specified CPLEX limit, or proving the model infeasible or |
493 | 526 |
// unbounded, are not considered errors. Note that a zero return |
494 | 527 |
// value does not necessarily mean that a solution exists. Use query |
495 | 528 |
// routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain |
496 | 529 |
// further information about the status of the optimization. |
497 | 530 |
CplexLp::SolveExitStatus CplexLp::convertStatus(int status) { |
498 | 531 |
#if CPX_VERSION >= 800 |
499 | 532 |
if (status == 0) { |
500 | 533 |
switch (CPXgetstat(cplexEnv(), _prob)) { |
501 | 534 |
case CPX_STAT_OPTIMAL: |
502 | 535 |
case CPX_STAT_INFEASIBLE: |
503 | 536 |
case CPX_STAT_UNBOUNDED: |
504 | 537 |
return SOLVED; |
505 | 538 |
default: |
506 | 539 |
return UNSOLVED; |
507 | 540 |
} |
508 | 541 |
} else { |
509 | 542 |
return UNSOLVED; |
510 | 543 |
} |
511 | 544 |
#else |
512 | 545 |
if (status == 0) { |
513 | 546 |
//We want to exclude some cases |
514 | 547 |
switch (CPXgetstat(cplexEnv(), _prob)) { |
515 | 548 |
case CPX_OBJ_LIM: |
516 | 549 |
case CPX_IT_LIM_FEAS: |
517 | 550 |
case CPX_IT_LIM_INFEAS: |
518 | 551 |
case CPX_TIME_LIM_FEAS: |
519 | 552 |
case CPX_TIME_LIM_INFEAS: |
520 | 553 |
return UNSOLVED; |
521 | 554 |
default: |
522 | 555 |
return SOLVED; |
523 | 556 |
} |
524 | 557 |
} else { |
525 | 558 |
return UNSOLVED; |
526 | 559 |
} |
527 | 560 |
#endif |
528 | 561 |
} |
529 | 562 |
|
530 | 563 |
CplexLp::SolveExitStatus CplexLp::_solve() { |
531 | 564 |
_clear_temporals(); |
532 | 565 |
_applyMessageLevel(); |
533 | 566 |
return convertStatus(CPXlpopt(cplexEnv(), _prob)); |
534 | 567 |
} |
535 | 568 |
|
536 | 569 |
CplexLp::SolveExitStatus CplexLp::solvePrimal() { |
537 | 570 |
_clear_temporals(); |
538 | 571 |
_applyMessageLevel(); |
539 | 572 |
return convertStatus(CPXprimopt(cplexEnv(), _prob)); |
540 | 573 |
} |
541 | 574 |
|
542 | 575 |
CplexLp::SolveExitStatus CplexLp::solveDual() { |
543 | 576 |
_clear_temporals(); |
544 | 577 |
_applyMessageLevel(); |
545 | 578 |
return convertStatus(CPXdualopt(cplexEnv(), _prob)); |
546 | 579 |
} |
547 | 580 |
|
548 | 581 |
CplexLp::SolveExitStatus CplexLp::solveBarrier() { |
549 | 582 |
_clear_temporals(); |
550 | 583 |
_applyMessageLevel(); |
551 | 584 |
return convertStatus(CPXbaropt(cplexEnv(), _prob)); |
552 | 585 |
} |
553 | 586 |
|
554 | 587 |
CplexLp::Value CplexLp::_getPrimal(int i) const { |
555 | 588 |
Value x; |
556 | 589 |
CPXgetx(cplexEnv(), _prob, &x, i, i); |
557 | 590 |
return x; |
558 | 591 |
} |
559 | 592 |
|
560 | 593 |
CplexLp::Value CplexLp::_getDual(int i) const { |
561 | 594 |
Value y; |
562 | 595 |
CPXgetpi(cplexEnv(), _prob, &y, i, i); |
563 | 596 |
return y; |
564 | 597 |
} |
565 | 598 |
|
566 | 599 |
CplexLp::Value CplexLp::_getPrimalValue() const { |
567 | 600 |
Value objval; |
568 | 601 |
CPXgetobjval(cplexEnv(), _prob, &objval); |
569 | 602 |
return objval; |
570 | 603 |
} |
571 | 604 |
|
572 | 605 |
CplexLp::VarStatus CplexLp::_getColStatus(int i) const { |
573 | 606 |
if (_col_status.empty()) { |
574 | 607 |
_col_status.resize(CPXgetnumcols(cplexEnv(), _prob)); |
575 | 608 |
CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0); |
576 | 609 |
} |
577 | 610 |
switch (_col_status[i]) { |
578 | 611 |
case CPX_BASIC: |
579 | 612 |
return BASIC; |
580 | 613 |
case CPX_FREE_SUPER: |
581 | 614 |
return FREE; |
582 | 615 |
case CPX_AT_LOWER: |
583 | 616 |
return LOWER; |
584 | 617 |
case CPX_AT_UPPER: |
585 | 618 |
return UPPER; |
586 | 619 |
default: |
587 | 620 |
LEMON_ASSERT(false, "Wrong column status"); |
588 | 621 |
return CplexLp::VarStatus(); |
589 | 622 |
} |
590 | 623 |
} |
591 | 624 |
|
592 | 625 |
CplexLp::VarStatus CplexLp::_getRowStatus(int i) const { |
593 | 626 |
if (_row_status.empty()) { |
594 | 627 |
_row_status.resize(CPXgetnumrows(cplexEnv(), _prob)); |
595 | 628 |
CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front()); |
596 | 629 |
} |
597 | 630 |
switch (_row_status[i]) { |
598 | 631 |
case CPX_BASIC: |
599 | 632 |
return BASIC; |
600 | 633 |
case CPX_AT_LOWER: |
601 | 634 |
{ |
602 | 635 |
char s; |
603 | 636 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
604 | 637 |
return s != 'L' ? LOWER : UPPER; |
605 | 638 |
} |
606 | 639 |
case CPX_AT_UPPER: |
607 | 640 |
return UPPER; |
608 | 641 |
default: |
609 | 642 |
LEMON_ASSERT(false, "Wrong row status"); |
610 | 643 |
return CplexLp::VarStatus(); |
611 | 644 |
} |
612 | 645 |
} |
613 | 646 |
|
614 | 647 |
CplexLp::Value CplexLp::_getPrimalRay(int i) const { |
615 | 648 |
if (_primal_ray.empty()) { |
616 | 649 |
_primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob)); |
617 | 650 |
CPXgetray(cplexEnv(), _prob, &_primal_ray.front()); |
618 | 651 |
} |
619 | 652 |
return _primal_ray[i]; |
620 | 653 |
} |
621 | 654 |
|
622 | 655 |
CplexLp::Value CplexLp::_getDualRay(int i) const { |
623 | 656 |
if (_dual_ray.empty()) { |
624 | 657 |
|
625 | 658 |
} |
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; |
224 | 225 |
|
225 | 226 |
public: |
226 | 227 |
|
227 | 228 |
/// Solve with primal simplex method |
228 | 229 |
SolveExitStatus solvePrimal(); |
229 | 230 |
|
230 | 231 |
/// Solve with dual simplex method |
231 | 232 |
SolveExitStatus solveDual(); |
232 | 233 |
|
233 | 234 |
/// Solve with barrier method |
234 | 235 |
SolveExitStatus solveBarrier(); |
235 | 236 |
|
236 | 237 |
}; |
237 | 238 |
|
238 | 239 |
/// \brief Interface for the CPLEX MIP solver |
239 | 240 |
/// |
240 | 241 |
/// This class implements an interface for the CPLEX MIP solver. |
241 | 242 |
///\ingroup lp_group |
242 | 243 |
class CplexMip : public MipSolver, public CplexBase { |
243 | 244 |
public: |
244 | 245 |
/// \e |
245 | 246 |
CplexMip(); |
246 | 247 |
/// \e |
247 | 248 |
CplexMip(const CplexEnv&); |
248 | 249 |
/// \e |
249 | 250 |
CplexMip(const CplexMip&); |
250 | 251 |
/// \e |
251 | 252 |
virtual ~CplexMip(); |
252 | 253 |
|
253 | 254 |
/// \e |
254 | 255 |
virtual CplexMip* cloneSolver() const; |
255 | 256 |
/// \e |
256 | 257 |
virtual CplexMip* newSolver() const; |
257 | 258 |
|
258 | 259 |
protected: |
259 | 260 |
|
260 | 261 |
|
261 | 262 |
virtual const char* _solverName() const; |
262 | 263 |
|
263 | 264 |
virtual ColTypes _getColType(int col) const; |
264 | 265 |
virtual void _setColType(int col, ColTypes col_type); |
265 | 266 |
|
266 | 267 |
virtual SolveExitStatus _solve(); |
267 | 268 |
virtual ProblemType _getType() const; |
268 | 269 |
virtual Value _getSol(int i) const; |
269 | 270 |
virtual Value _getSolValue() const; |
270 | 271 |
|
271 | 272 |
}; |
272 | 273 |
|
273 | 274 |
} //END OF NAMESPACE LEMON |
274 | 275 |
|
275 | 276 |
#endif //LEMON_CPLEX_H |
276 | 277 |
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 |
190 | 226 |
//array indexes are sorted |
191 | 227 |
bool found = false; |
192 | 228 |
for (int i = 1; i <= length; ++i) { |
193 | 229 |
if (indexes[i] == jx) { |
194 | 230 |
found = true; |
195 | 231 |
values[i] = value; |
196 | 232 |
break; |
197 | 233 |
} |
198 | 234 |
} |
199 | 235 |
if (!found) { |
200 | 236 |
++length; |
201 | 237 |
indexes[length] = jx; |
202 | 238 |
values[length] = value; |
203 | 239 |
} |
204 | 240 |
|
205 | 241 |
glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front()); |
206 | 242 |
|
207 | 243 |
} else { |
208 | 244 |
|
209 | 245 |
int length = glp_get_mat_col(lp, jx, 0, 0); |
210 | 246 |
|
211 | 247 |
std::vector<int> indexes(length + 2); |
212 | 248 |
std::vector<Value> values(length + 2); |
213 | 249 |
|
214 | 250 |
glp_get_mat_col(lp, jx, &indexes.front(), &values.front()); |
215 | 251 |
|
216 | 252 |
//The following code does not suppose that the elements of the |
217 | 253 |
//array indexes are sorted |
218 | 254 |
bool found = false; |
219 | 255 |
for (int i = 1; i <= length; ++i) { |
220 | 256 |
if (indexes[i] == ix) { |
221 | 257 |
found = true; |
222 | 258 |
values[i] = value; |
223 | 259 |
break; |
224 | 260 |
} |
225 | 261 |
} |
226 | 262 |
if (!found) { |
227 | 263 |
++length; |
228 | 264 |
indexes[length] = ix; |
229 | 265 |
values[length] = value; |
230 | 266 |
} |
231 | 267 |
|
232 | 268 |
glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front()); |
233 | 269 |
} |
234 | 270 |
|
235 | 271 |
} |
236 | 272 |
|
237 | 273 |
GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const { |
238 | 274 |
|
239 | 275 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
240 | 276 |
|
241 | 277 |
std::vector<int> indexes(length + 1); |
242 | 278 |
std::vector<Value> values(length + 1); |
243 | 279 |
|
244 | 280 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
245 | 281 |
|
246 | 282 |
for (int i = 1; i <= length; ++i) { |
247 | 283 |
if (indexes[i] == jx) { |
248 | 284 |
return values[i]; |
249 | 285 |
} |
250 | 286 |
} |
251 | 287 |
|
252 | 288 |
return 0; |
253 | 289 |
} |
254 | 290 |
|
255 | 291 |
void GlpkBase::_setColLowerBound(int i, Value lo) { |
256 | 292 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
257 | 293 |
|
258 | 294 |
int b = glp_get_col_type(lp, i); |
259 | 295 |
double up = glp_get_col_ub(lp, i); |
260 | 296 |
if (lo == -INF) { |
261 | 297 |
switch (b) { |
262 | 298 |
case GLP_FR: |
263 | 299 |
case GLP_LO: |
264 | 300 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
265 | 301 |
break; |
266 | 302 |
case GLP_UP: |
267 | 303 |
break; |
268 | 304 |
case GLP_DB: |
269 | 305 |
case GLP_FX: |
270 | 306 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
271 | 307 |
break; |
272 | 308 |
default: |
273 | 309 |
break; |
274 | 310 |
} |
275 | 311 |
} else { |
276 | 312 |
switch (b) { |
277 | 313 |
case GLP_FR: |
278 | 314 |
case GLP_LO: |
279 | 315 |
glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
280 | 316 |
break; |
281 | 317 |
case GLP_UP: |
282 | 318 |
case GLP_DB: |
283 | 319 |
case GLP_FX: |
284 | 320 |
if (lo == up) |
285 | 321 |
glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
286 | 322 |
else |
287 | 323 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
288 | 324 |
break; |
289 | 325 |
default: |
290 | 326 |
break; |
291 | 327 |
} |
292 | 328 |
} |
293 | 329 |
} |
294 | 330 |
|
295 | 331 |
GlpkBase::Value GlpkBase::_getColLowerBound(int i) const { |
296 | 332 |
int b = glp_get_col_type(lp, i); |
297 | 333 |
switch (b) { |
298 | 334 |
case GLP_LO: |
299 | 335 |
case GLP_DB: |
300 | 336 |
case GLP_FX: |
301 | 337 |
return glp_get_col_lb(lp, i); |
302 | 338 |
default: |
303 | 339 |
return -INF; |
304 | 340 |
} |
305 | 341 |
} |
306 | 342 |
|
307 | 343 |
void GlpkBase::_setColUpperBound(int i, Value up) { |
308 | 344 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
309 | 345 |
|
310 | 346 |
int b = glp_get_col_type(lp, i); |
311 | 347 |
double lo = glp_get_col_lb(lp, i); |
312 | 348 |
if (up == INF) { |
313 | 349 |
switch (b) { |
314 | 350 |
case GLP_FR: |
315 | 351 |
case GLP_LO: |
316 | 352 |
break; |
317 | 353 |
case GLP_UP: |
318 | 354 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
319 | 355 |
break; |
320 | 356 |
case GLP_DB: |
321 | 357 |
case GLP_FX: |
322 | 358 |
glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
323 | 359 |
break; |
324 | 360 |
default: |
325 | 361 |
break; |
326 | 362 |
} |
327 | 363 |
} else { |
328 | 364 |
switch (b) { |
329 | 365 |
case GLP_FR: |
330 | 366 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
331 | 367 |
break; |
332 | 368 |
case GLP_UP: |
333 | 369 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
334 | 370 |
break; |
335 | 371 |
case GLP_LO: |
336 | 372 |
case GLP_DB: |
337 | 373 |
case GLP_FX: |
338 | 374 |
if (lo == up) |
339 | 375 |
glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
340 | 376 |
else |
341 | 377 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
342 | 378 |
break; |
343 | 379 |
default: |
344 | 380 |
break; |
345 | 381 |
} |
346 | 382 |
} |
347 | 383 |
|
348 | 384 |
} |
349 | 385 |
|
350 | 386 |
GlpkBase::Value GlpkBase::_getColUpperBound(int i) const { |
351 | 387 |
int b = glp_get_col_type(lp, i); |
352 | 388 |
switch (b) { |
353 | 389 |
case GLP_UP: |
354 | 390 |
case GLP_DB: |
355 | 391 |
case GLP_FX: |
356 | 392 |
return glp_get_col_ub(lp, i); |
357 | 393 |
default: |
358 | 394 |
return INF; |
359 | 395 |
} |
360 | 396 |
} |
361 | 397 |
|
362 | 398 |
void GlpkBase::_setRowLowerBound(int i, Value lo) { |
363 | 399 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
364 | 400 |
|
365 | 401 |
int b = glp_get_row_type(lp, i); |
366 | 402 |
double up = glp_get_row_ub(lp, i); |
367 | 403 |
if (lo == -INF) { |
368 | 404 |
switch (b) { |
369 | 405 |
case GLP_FR: |
370 | 406 |
case GLP_LO: |
371 | 407 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
372 | 408 |
break; |
373 | 409 |
case GLP_UP: |
374 | 410 |
break; |
375 | 411 |
case GLP_DB: |
376 | 412 |
case GLP_FX: |
377 | 413 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
378 | 414 |
break; |
379 | 415 |
default: |
380 | 416 |
break; |
381 | 417 |
} |
382 | 418 |
} else { |
383 | 419 |
switch (b) { |
384 | 420 |
case GLP_FR: |
385 | 421 |
case GLP_LO: |
386 | 422 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
387 | 423 |
break; |
388 | 424 |
case GLP_UP: |
389 | 425 |
case GLP_DB: |
390 | 426 |
case GLP_FX: |
391 | 427 |
if (lo == up) |
392 | 428 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
393 | 429 |
else |
394 | 430 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
395 | 431 |
break; |
396 | 432 |
default: |
397 | 433 |
break; |
398 | 434 |
} |
399 | 435 |
} |
400 | 436 |
|
401 | 437 |
} |
402 | 438 |
|
403 | 439 |
GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const { |
404 | 440 |
int b = glp_get_row_type(lp, i); |
405 | 441 |
switch (b) { |
406 | 442 |
case GLP_LO: |
407 | 443 |
case GLP_DB: |
408 | 444 |
case GLP_FX: |
409 | 445 |
return glp_get_row_lb(lp, i); |
410 | 446 |
default: |
411 | 447 |
return -INF; |
412 | 448 |
} |
413 | 449 |
} |
414 | 450 |
|
415 | 451 |
void GlpkBase::_setRowUpperBound(int i, Value up) { |
416 | 452 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
417 | 453 |
|
418 | 454 |
int b = glp_get_row_type(lp, i); |
419 | 455 |
double lo = glp_get_row_lb(lp, i); |
420 | 456 |
if (up == INF) { |
421 | 457 |
switch (b) { |
422 | 458 |
case GLP_FR: |
423 | 459 |
case GLP_LO: |
424 | 460 |
break; |
425 | 461 |
case GLP_UP: |
426 | 462 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
427 | 463 |
break; |
428 | 464 |
case GLP_DB: |
429 | 465 |
case GLP_FX: |
430 | 466 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
431 | 467 |
break; |
432 | 468 |
default: |
433 | 469 |
break; |
434 | 470 |
} |
435 | 471 |
} else { |
436 | 472 |
switch (b) { |
437 | 473 |
case GLP_FR: |
438 | 474 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
439 | 475 |
break; |
440 | 476 |
case GLP_UP: |
441 | 477 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
442 | 478 |
break; |
443 | 479 |
case GLP_LO: |
444 | 480 |
case GLP_DB: |
445 | 481 |
case GLP_FX: |
446 | 482 |
if (lo == up) |
447 | 483 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
448 | 484 |
else |
449 | 485 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
450 | 486 |
break; |
451 | 487 |
default: |
452 | 488 |
break; |
453 | 489 |
} |
454 | 490 |
} |
455 | 491 |
} |
456 | 492 |
|
457 | 493 |
GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const { |
458 | 494 |
int b = glp_get_row_type(lp, i); |
459 | 495 |
switch (b) { |
460 | 496 |
case GLP_UP: |
461 | 497 |
case GLP_DB: |
462 | 498 |
case GLP_FX: |
463 | 499 |
return glp_get_row_ub(lp, i); |
464 | 500 |
default: |
465 | 501 |
return INF; |
466 | 502 |
} |
467 | 503 |
} |
468 | 504 |
|
469 | 505 |
void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
470 | 506 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) { |
471 | 507 |
glp_set_obj_coef(lp, i, 0.0); |
472 | 508 |
} |
473 | 509 |
for (ExprIterator it = b; it != e; ++it) { |
474 | 510 |
glp_set_obj_coef(lp, it->first, it->second); |
475 | 511 |
} |
476 | 512 |
} |
477 | 513 |
|
478 | 514 |
void GlpkBase::_getObjCoeffs(InsertIterator b) const { |
479 | 515 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) { |
480 | 516 |
Value val = glp_get_obj_coef(lp, i); |
481 | 517 |
if (val != 0.0) { |
482 | 518 |
*b = std::make_pair(i, val); |
483 | 519 |
++b; |
484 | 520 |
} |
485 | 521 |
} |
486 | 522 |
} |
487 | 523 |
|
488 | 524 |
void GlpkBase::_setObjCoeff(int i, Value obj_coef) { |
489 | 525 |
//i = 0 means the constant term (shift) |
490 | 526 |
glp_set_obj_coef(lp, i, obj_coef); |
491 | 527 |
} |
492 | 528 |
|
493 | 529 |
GlpkBase::Value GlpkBase::_getObjCoeff(int i) const { |
494 | 530 |
//i = 0 means the constant term (shift) |
495 | 531 |
return glp_get_obj_coef(lp, i); |
496 | 532 |
} |
497 | 533 |
|
498 | 534 |
void GlpkBase::_setSense(GlpkBase::Sense sense) { |
499 | 535 |
switch (sense) { |
500 | 536 |
case MIN: |
501 | 537 |
glp_set_obj_dir(lp, GLP_MIN); |
502 | 538 |
break; |
503 | 539 |
case MAX: |
504 | 540 |
glp_set_obj_dir(lp, GLP_MAX); |
505 | 541 |
break; |
506 | 542 |
} |
507 | 543 |
} |
508 | 544 |
|
509 | 545 |
GlpkBase::Sense GlpkBase::_getSense() const { |
510 | 546 |
switch(glp_get_obj_dir(lp)) { |
511 | 547 |
case GLP_MIN: |
512 | 548 |
return MIN; |
513 | 549 |
case GLP_MAX: |
514 | 550 |
return MAX; |
515 | 551 |
default: |
516 | 552 |
LEMON_ASSERT(false, "Wrong sense"); |
517 | 553 |
return GlpkBase::Sense(); |
518 | 554 |
} |
519 | 555 |
} |
520 | 556 |
|
521 | 557 |
void GlpkBase::_clear() { |
522 | 558 |
glp_erase_prob(lp); |
523 | 559 |
rows.clear(); |
524 | 560 |
cols.clear(); |
525 | 561 |
} |
526 | 562 |
|
527 | 563 |
void GlpkBase::freeEnv() { |
528 | 564 |
glp_free_env(); |
529 | 565 |
} |
530 | 566 |
|
531 | 567 |
void GlpkBase::_messageLevel(MessageLevel level) { |
532 | 568 |
switch (level) { |
533 | 569 |
case MESSAGE_NOTHING: |
534 | 570 |
_message_level = GLP_MSG_OFF; |
535 | 571 |
break; |
536 | 572 |
case MESSAGE_ERROR: |
537 | 573 |
_message_level = GLP_MSG_ERR; |
538 | 574 |
break; |
539 | 575 |
case MESSAGE_WARNING: |
540 | 576 |
_message_level = GLP_MSG_ERR; |
541 | 577 |
break; |
542 | 578 |
case MESSAGE_NORMAL: |
543 | 579 |
_message_level = GLP_MSG_ON; |
544 | 580 |
break; |
545 | 581 |
case MESSAGE_VERBOSE: |
546 | 582 |
_message_level = GLP_MSG_ALL; |
547 | 583 |
break; |
548 | 584 |
} |
549 | 585 |
} |
550 | 586 |
|
551 | 587 |
GlpkBase::FreeEnvHelper GlpkBase::freeEnvHelper; |
552 | 588 |
|
553 | 589 |
// GlpkLp members |
554 | 590 |
|
555 | 591 |
GlpkLp::GlpkLp() |
556 | 592 |
: LpBase(), LpSolver(), GlpkBase() { |
557 | 593 |
presolver(false); |
558 | 594 |
} |
559 | 595 |
|
560 | 596 |
GlpkLp::GlpkLp(const GlpkLp& other) |
561 | 597 |
: LpBase(other), LpSolver(other), GlpkBase(other) { |
562 | 598 |
presolver(false); |
563 | 599 |
} |
564 | 600 |
|
565 | 601 |
GlpkLp* GlpkLp::newSolver() const { return new GlpkLp; } |
566 | 602 |
GlpkLp* GlpkLp::cloneSolver() const { return new GlpkLp(*this); } |
567 | 603 |
|
568 | 604 |
const char* GlpkLp::_solverName() const { return "GlpkLp"; } |
569 | 605 |
|
570 | 606 |
void GlpkLp::_clear_temporals() { |
571 | 607 |
_primal_ray.clear(); |
572 | 608 |
_dual_ray.clear(); |
573 | 609 |
} |
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 |
|
185 | 186 |
///Solve with dual simplex |
186 | 187 |
SolveExitStatus solveDual(); |
187 | 188 |
|
188 | 189 |
private: |
189 | 190 |
|
190 | 191 |
bool _presolve; |
191 | 192 |
|
192 | 193 |
public: |
193 | 194 |
|
194 | 195 |
///Turns on or off the presolver |
195 | 196 |
|
196 | 197 |
///Turns on (\c b is \c true) or off (\c b is \c false) the presolver |
197 | 198 |
/// |
198 | 199 |
///The presolver is off by default. |
199 | 200 |
void presolver(bool presolve); |
200 | 201 |
|
201 | 202 |
}; |
202 | 203 |
|
203 | 204 |
/// \brief Interface for the GLPK MIP solver |
204 | 205 |
/// |
205 | 206 |
/// This class implements an interface for the GLPK MIP solver. |
206 | 207 |
///\ingroup lp_group |
207 | 208 |
class GlpkMip : public MipSolver, public GlpkBase { |
208 | 209 |
public: |
209 | 210 |
|
210 | 211 |
///\e |
211 | 212 |
GlpkMip(); |
212 | 213 |
///\e |
213 | 214 |
GlpkMip(const GlpkMip&); |
214 | 215 |
|
215 | 216 |
virtual GlpkMip* cloneSolver() const; |
216 | 217 |
virtual GlpkMip* newSolver() const; |
217 | 218 |
|
218 | 219 |
protected: |
219 | 220 |
|
220 | 221 |
virtual const char* _solverName() const; |
221 | 222 |
|
222 | 223 |
virtual ColTypes _getColType(int col) const; |
223 | 224 |
virtual void _setColType(int col, ColTypes col_type); |
224 | 225 |
|
225 | 226 |
virtual SolveExitStatus _solve(); |
226 | 227 |
virtual ProblemType _getType() const; |
227 | 228 |
virtual Value _getSol(int i) const; |
228 | 229 |
virtual Value _getSolValue() const; |
229 | 230 |
|
230 | 231 |
}; |
231 | 232 |
|
232 | 233 |
|
233 | 234 |
} //END OF NAMESPACE LEMON |
234 | 235 |
|
235 | 236 |
#endif //LEMON_GLPK_H |
236 | 237 |
... | ... |
@@ -434,1300 +434,1314 @@ |
434 | 434 |
Expr &operator*=(const Value &v) { |
435 | 435 |
for (std::map<int, Value>::iterator it=comps.begin(); |
436 | 436 |
it!=comps.end(); ++it) |
437 | 437 |
it->second*=v; |
438 | 438 |
const_comp*=v; |
439 | 439 |
return *this; |
440 | 440 |
} |
441 | 441 |
///Division with a constant |
442 | 442 |
Expr &operator/=(const Value &c) { |
443 | 443 |
for (std::map<int, Value>::iterator it=comps.begin(); |
444 | 444 |
it!=comps.end(); ++it) |
445 | 445 |
it->second/=c; |
446 | 446 |
const_comp/=c; |
447 | 447 |
return *this; |
448 | 448 |
} |
449 | 449 |
|
450 | 450 |
///Iterator over the expression |
451 | 451 |
|
452 | 452 |
///The iterator iterates over the terms of the expression. |
453 | 453 |
/// |
454 | 454 |
///\code |
455 | 455 |
///double s=0; |
456 | 456 |
///for(LpBase::Expr::CoeffIt i(e);i!=INVALID;++i) |
457 | 457 |
/// s+= *i * primal(i); |
458 | 458 |
///\endcode |
459 | 459 |
class CoeffIt { |
460 | 460 |
private: |
461 | 461 |
|
462 | 462 |
std::map<int, Value>::iterator _it, _end; |
463 | 463 |
|
464 | 464 |
public: |
465 | 465 |
|
466 | 466 |
/// Sets the iterator to the first term |
467 | 467 |
|
468 | 468 |
/// Sets the iterator to the first term of the expression. |
469 | 469 |
/// |
470 | 470 |
CoeffIt(Expr& e) |
471 | 471 |
: _it(e.comps.begin()), _end(e.comps.end()){} |
472 | 472 |
|
473 | 473 |
/// Convert the iterator to the column of the term |
474 | 474 |
operator Col() const { |
475 | 475 |
return colFromId(_it->first); |
476 | 476 |
} |
477 | 477 |
|
478 | 478 |
/// Returns the coefficient of the term |
479 | 479 |
Value& operator*() { return _it->second; } |
480 | 480 |
|
481 | 481 |
/// Returns the coefficient of the term |
482 | 482 |
const Value& operator*() const { return _it->second; } |
483 | 483 |
/// Next term |
484 | 484 |
|
485 | 485 |
/// Assign the iterator to the next term. |
486 | 486 |
/// |
487 | 487 |
CoeffIt& operator++() { ++_it; return *this; } |
488 | 488 |
|
489 | 489 |
/// Equality operator |
490 | 490 |
bool operator==(Invalid) const { return _it == _end; } |
491 | 491 |
/// Inequality operator |
492 | 492 |
bool operator!=(Invalid) const { return _it != _end; } |
493 | 493 |
}; |
494 | 494 |
|
495 | 495 |
/// Const iterator over the expression |
496 | 496 |
|
497 | 497 |
///The iterator iterates over the terms of the expression. |
498 | 498 |
/// |
499 | 499 |
///\code |
500 | 500 |
///double s=0; |
501 | 501 |
///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i) |
502 | 502 |
/// s+=*i * primal(i); |
503 | 503 |
///\endcode |
504 | 504 |
class ConstCoeffIt { |
505 | 505 |
private: |
506 | 506 |
|
507 | 507 |
std::map<int, Value>::const_iterator _it, _end; |
508 | 508 |
|
509 | 509 |
public: |
510 | 510 |
|
511 | 511 |
/// Sets the iterator to the first term |
512 | 512 |
|
513 | 513 |
/// Sets the iterator to the first term of the expression. |
514 | 514 |
/// |
515 | 515 |
ConstCoeffIt(const Expr& e) |
516 | 516 |
: _it(e.comps.begin()), _end(e.comps.end()){} |
517 | 517 |
|
518 | 518 |
/// Convert the iterator to the column of the term |
519 | 519 |
operator Col() const { |
520 | 520 |
return colFromId(_it->first); |
521 | 521 |
} |
522 | 522 |
|
523 | 523 |
/// Returns the coefficient of the term |
524 | 524 |
const Value& operator*() const { return _it->second; } |
525 | 525 |
|
526 | 526 |
/// Next term |
527 | 527 |
|
528 | 528 |
/// Assign the iterator to the next term. |
529 | 529 |
/// |
530 | 530 |
ConstCoeffIt& operator++() { ++_it; return *this; } |
531 | 531 |
|
532 | 532 |
/// Equality operator |
533 | 533 |
bool operator==(Invalid) const { return _it == _end; } |
534 | 534 |
/// Inequality operator |
535 | 535 |
bool operator!=(Invalid) const { return _it != _end; } |
536 | 536 |
}; |
537 | 537 |
|
538 | 538 |
}; |
539 | 539 |
|
540 | 540 |
///Linear constraint |
541 | 541 |
|
542 | 542 |
///This data stucture represents a linear constraint in the LP. |
543 | 543 |
///Basically it is a linear expression with a lower or an upper bound |
544 | 544 |
///(or both). These parts of the constraint can be obtained by the member |
545 | 545 |
///functions \ref expr(), \ref lowerBound() and \ref upperBound(), |
546 | 546 |
///respectively. |
547 | 547 |
///There are two ways to construct a constraint. |
548 | 548 |
///- You can set the linear expression and the bounds directly |
549 | 549 |
/// by the functions above. |
550 | 550 |
///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt> |
551 | 551 |
/// are defined between expressions, or even between constraints whenever |
552 | 552 |
/// it makes sense. Therefore if \c e and \c f are linear expressions and |
553 | 553 |
/// \c s and \c t are numbers, then the followings are valid expressions |
554 | 554 |
/// and thus they can be used directly e.g. in \ref addRow() whenever |
555 | 555 |
/// it makes sense. |
556 | 556 |
///\code |
557 | 557 |
/// e<=s |
558 | 558 |
/// e<=f |
559 | 559 |
/// e==f |
560 | 560 |
/// s<=e<=t |
561 | 561 |
/// e>=t |
562 | 562 |
///\endcode |
563 | 563 |
///\warning The validity of a constraint is checked only at run |
564 | 564 |
///time, so e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will |
565 | 565 |
///compile, but will fail an assertion. |
566 | 566 |
class Constr |
567 | 567 |
{ |
568 | 568 |
public: |
569 | 569 |
typedef LpBase::Expr Expr; |
570 | 570 |
typedef Expr::Key Key; |
571 | 571 |
typedef Expr::Value Value; |
572 | 572 |
|
573 | 573 |
protected: |
574 | 574 |
Expr _expr; |
575 | 575 |
Value _lb,_ub; |
576 | 576 |
public: |
577 | 577 |
///\e |
578 | 578 |
Constr() : _expr(), _lb(NaN), _ub(NaN) {} |
579 | 579 |
///\e |
580 | 580 |
Constr(Value lb, const Expr &e, Value ub) : |
581 | 581 |
_expr(e), _lb(lb), _ub(ub) {} |
582 | 582 |
Constr(const Expr &e) : |
583 | 583 |
_expr(e), _lb(NaN), _ub(NaN) {} |
584 | 584 |
///\e |
585 | 585 |
void clear() |
586 | 586 |
{ |
587 | 587 |
_expr.clear(); |
588 | 588 |
_lb=_ub=NaN; |
589 | 589 |
} |
590 | 590 |
|
591 | 591 |
///Reference to the linear expression |
592 | 592 |
Expr &expr() { return _expr; } |
593 | 593 |
///Cont reference to the linear expression |
594 | 594 |
const Expr &expr() const { return _expr; } |
595 | 595 |
///Reference to the lower bound. |
596 | 596 |
|
597 | 597 |
///\return |
598 | 598 |
///- \ref INF "INF": the constraint is lower unbounded. |
599 | 599 |
///- \ref NaN "NaN": lower bound has not been set. |
600 | 600 |
///- finite number: the lower bound |
601 | 601 |
Value &lowerBound() { return _lb; } |
602 | 602 |
///The const version of \ref lowerBound() |
603 | 603 |
const Value &lowerBound() const { return _lb; } |
604 | 604 |
///Reference to the upper bound. |
605 | 605 |
|
606 | 606 |
///\return |
607 | 607 |
///- \ref INF "INF": the constraint is upper unbounded. |
608 | 608 |
///- \ref NaN "NaN": upper bound has not been set. |
609 | 609 |
///- finite number: the upper bound |
610 | 610 |
Value &upperBound() { return _ub; } |
611 | 611 |
///The const version of \ref upperBound() |
612 | 612 |
const Value &upperBound() const { return _ub; } |
613 | 613 |
///Is the constraint lower bounded? |
614 | 614 |
bool lowerBounded() const { |
615 | 615 |
return _lb != -INF && !isNaN(_lb); |
616 | 616 |
} |
617 | 617 |
///Is the constraint upper bounded? |
618 | 618 |
bool upperBounded() const { |
619 | 619 |
return _ub != INF && !isNaN(_ub); |
620 | 620 |
} |
621 | 621 |
|
622 | 622 |
}; |
623 | 623 |
|
624 | 624 |
///Linear expression of rows |
625 | 625 |
|
626 | 626 |
///This data structure represents a column of the matrix, |
627 | 627 |
///thas is it strores a linear expression of the dual variables |
628 | 628 |
///(\ref Row "Row"s). |
629 | 629 |
/// |
630 | 630 |
///There are several ways to access and modify the contents of this |
631 | 631 |
///container. |
632 | 632 |
///\code |
633 | 633 |
///e[v]=5; |
634 | 634 |
///e[v]+=12; |
635 | 635 |
///e.erase(v); |
636 | 636 |
///\endcode |
637 | 637 |
///or you can also iterate through its elements. |
638 | 638 |
///\code |
639 | 639 |
///double s=0; |
640 | 640 |
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i) |
641 | 641 |
/// s+=*i; |
642 | 642 |
///\endcode |
643 | 643 |
///(This code computes the sum of all coefficients). |
644 | 644 |
///- Numbers (<tt>double</tt>'s) |
645 | 645 |
///and variables (\ref Row "Row"s) directly convert to an |
646 | 646 |
///\ref DualExpr and the usual linear operations are defined, so |
647 | 647 |
///\code |
648 | 648 |
///v+w |
649 | 649 |
///2*v-3.12*(v-w/2) |
650 | 650 |
///v*2.1+(3*v+(v*12+w)*3)/2 |
651 | 651 |
///\endcode |
652 | 652 |
///are valid \ref DualExpr dual expressions. |
653 | 653 |
///The usual assignment operations are also defined. |
654 | 654 |
///\code |
655 | 655 |
///e=v+w; |
656 | 656 |
///e+=2*v-3.12*(v-w/2); |
657 | 657 |
///e*=3.4; |
658 | 658 |
///e/=5; |
659 | 659 |
///\endcode |
660 | 660 |
/// |
661 | 661 |
///\sa Expr |
662 | 662 |
class DualExpr { |
663 | 663 |
friend class LpBase; |
664 | 664 |
public: |
665 | 665 |
/// The key type of the expression |
666 | 666 |
typedef LpBase::Row Key; |
667 | 667 |
/// The value type of the expression |
668 | 668 |
typedef LpBase::Value Value; |
669 | 669 |
|
670 | 670 |
protected: |
671 | 671 |
std::map<int, Value> comps; |
672 | 672 |
|
673 | 673 |
public: |
674 | 674 |
typedef True SolverExpr; |
675 | 675 |
/// Default constructor |
676 | 676 |
|
677 | 677 |
/// Construct an empty expression, the coefficients are |
678 | 678 |
/// initialized to zero. |
679 | 679 |
DualExpr() {} |
680 | 680 |
/// Construct an expression from a row |
681 | 681 |
|
682 | 682 |
/// Construct an expression, which has a term with \c r dual |
683 | 683 |
/// variable and 1.0 coefficient. |
684 | 684 |
DualExpr(const Row &r) { |
685 | 685 |
typedef std::map<int, Value>::value_type pair_type; |
686 | 686 |
comps.insert(pair_type(id(r), 1)); |
687 | 687 |
} |
688 | 688 |
/// Returns the coefficient of the row |
689 | 689 |
Value operator[](const Row& r) const { |
690 | 690 |
std::map<int, Value>::const_iterator it = comps.find(id(r)); |
691 | 691 |
if (it != comps.end()) { |
692 | 692 |
return it->second; |
693 | 693 |
} else { |
694 | 694 |
return 0; |
695 | 695 |
} |
696 | 696 |
} |
697 | 697 |
/// Returns the coefficient of the row |
698 | 698 |
Value& operator[](const Row& r) { |
699 | 699 |
return comps[id(r)]; |
700 | 700 |
} |
701 | 701 |
/// Sets the coefficient of the row |
702 | 702 |
void set(const Row &r, const Value &v) { |
703 | 703 |
if (v != 0.0) { |
704 | 704 |
typedef std::map<int, Value>::value_type pair_type; |
705 | 705 |
comps.insert(pair_type(id(r), v)); |
706 | 706 |
} else { |
707 | 707 |
comps.erase(id(r)); |
708 | 708 |
} |
709 | 709 |
} |
710 | 710 |
/// \brief Removes the coefficients which's absolute value does |
711 | 711 |
/// not exceed \c epsilon. |
712 | 712 |
void simplify(Value epsilon = 0.0) { |
713 | 713 |
std::map<int, Value>::iterator it=comps.begin(); |
714 | 714 |
while (it != comps.end()) { |
715 | 715 |
std::map<int, Value>::iterator jt=it; |
716 | 716 |
++jt; |
717 | 717 |
if (std::fabs((*it).second) <= epsilon) comps.erase(it); |
718 | 718 |
it=jt; |
719 | 719 |
} |
720 | 720 |
} |
721 | 721 |
|
722 | 722 |
void simplify(Value epsilon = 0.0) const { |
723 | 723 |
const_cast<DualExpr*>(this)->simplify(epsilon); |
724 | 724 |
} |
725 | 725 |
|
726 | 726 |
///Sets all coefficients to 0. |
727 | 727 |
void clear() { |
728 | 728 |
comps.clear(); |
729 | 729 |
} |
730 | 730 |
///Compound assignment |
731 | 731 |
DualExpr &operator+=(const DualExpr &e) { |
732 | 732 |
for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
733 | 733 |
it!=e.comps.end(); ++it) |
734 | 734 |
comps[it->first]+=it->second; |
735 | 735 |
return *this; |
736 | 736 |
} |
737 | 737 |
///Compound assignment |
738 | 738 |
DualExpr &operator-=(const DualExpr &e) { |
739 | 739 |
for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
740 | 740 |
it!=e.comps.end(); ++it) |
741 | 741 |
comps[it->first]-=it->second; |
742 | 742 |
return *this; |
743 | 743 |
} |
744 | 744 |
///Multiply with a constant |
745 | 745 |
DualExpr &operator*=(const Value &v) { |
746 | 746 |
for (std::map<int, Value>::iterator it=comps.begin(); |
747 | 747 |
it!=comps.end(); ++it) |
748 | 748 |
it->second*=v; |
749 | 749 |
return *this; |
750 | 750 |
} |
751 | 751 |
///Division with a constant |
752 | 752 |
DualExpr &operator/=(const Value &v) { |
753 | 753 |
for (std::map<int, Value>::iterator it=comps.begin(); |
754 | 754 |
it!=comps.end(); ++it) |
755 | 755 |
it->second/=v; |
756 | 756 |
return *this; |
757 | 757 |
} |
758 | 758 |
|
759 | 759 |
///Iterator over the expression |
760 | 760 |
|
761 | 761 |
///The iterator iterates over the terms of the expression. |
762 | 762 |
/// |
763 | 763 |
///\code |
764 | 764 |
///double s=0; |
765 | 765 |
///for(LpBase::DualExpr::CoeffIt i(e);i!=INVALID;++i) |
766 | 766 |
/// s+= *i * dual(i); |
767 | 767 |
///\endcode |
768 | 768 |
class CoeffIt { |
769 | 769 |
private: |
770 | 770 |
|
771 | 771 |
std::map<int, Value>::iterator _it, _end; |
772 | 772 |
|
773 | 773 |
public: |
774 | 774 |
|
775 | 775 |
/// Sets the iterator to the first term |
776 | 776 |
|
777 | 777 |
/// Sets the iterator to the first term of the expression. |
778 | 778 |
/// |
779 | 779 |
CoeffIt(DualExpr& e) |
780 | 780 |
: _it(e.comps.begin()), _end(e.comps.end()){} |
781 | 781 |
|
782 | 782 |
/// Convert the iterator to the row of the term |
783 | 783 |
operator Row() const { |
784 | 784 |
return rowFromId(_it->first); |
785 | 785 |
} |
786 | 786 |
|
787 | 787 |
/// Returns the coefficient of the term |
788 | 788 |
Value& operator*() { return _it->second; } |
789 | 789 |
|
790 | 790 |
/// Returns the coefficient of the term |
791 | 791 |
const Value& operator*() const { return _it->second; } |
792 | 792 |
|
793 | 793 |
/// Next term |
794 | 794 |
|
795 | 795 |
/// Assign the iterator to the next term. |
796 | 796 |
/// |
797 | 797 |
CoeffIt& operator++() { ++_it; return *this; } |
798 | 798 |
|
799 | 799 |
/// Equality operator |
800 | 800 |
bool operator==(Invalid) const { return _it == _end; } |
801 | 801 |
/// Inequality operator |
802 | 802 |
bool operator!=(Invalid) const { return _it != _end; } |
803 | 803 |
}; |
804 | 804 |
|
805 | 805 |
///Iterator over the expression |
806 | 806 |
|
807 | 807 |
///The iterator iterates over the terms of the expression. |
808 | 808 |
/// |
809 | 809 |
///\code |
810 | 810 |
///double s=0; |
811 | 811 |
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i) |
812 | 812 |
/// s+= *i * dual(i); |
813 | 813 |
///\endcode |
814 | 814 |
class ConstCoeffIt { |
815 | 815 |
private: |
816 | 816 |
|
817 | 817 |
std::map<int, Value>::const_iterator _it, _end; |
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 |
1074 | 1082 |
|
1075 | 1083 |
///\param c is the column to be modified |
1076 | 1084 |
///\param e is a dual linear expression (see \ref DualExpr) |
1077 | 1085 |
///a better one. |
1078 | 1086 |
void col(Col c, const DualExpr &e) { |
1079 | 1087 |
e.simplify(); |
1080 | 1088 |
_setColCoeffs(cols(id(c)), ExprIterator(e.comps.begin(), rows), |
1081 | 1089 |
ExprIterator(e.comps.end(), rows)); |
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, |
1350 | 1364 |
void>::type |
1351 | 1365 |
colLowerBound(T &t, Value value,dummy<1> = 1) { |
1352 | 1366 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
1353 | 1367 |
colLowerBound(i->second, value); |
1354 | 1368 |
} |
1355 | 1369 |
} |
1356 | 1370 |
template<class T> |
1357 | 1371 |
typename enable_if<typename T::MapIt::Value::LpCol, |
1358 | 1372 |
void>::type |
1359 | 1373 |
colLowerBound(T &t, Value value,dummy<2> = 2) { |
1360 | 1374 |
for(typename T::MapIt i(t); i!=INVALID; ++i){ |
1361 | 1375 |
colLowerBound(*i, value); |
1362 | 1376 |
} |
1363 | 1377 |
} |
1364 | 1378 |
#endif |
1365 | 1379 |
|
1366 | 1380 |
/// Set the upper bound of a column (i.e a variable) |
1367 | 1381 |
|
1368 | 1382 |
/// The upper bound of a variable (column) has to be given by an |
1369 | 1383 |
/// extended number of type Value, i.e. a finite number of type |
1370 | 1384 |
/// Value or \ref INF. |
1371 | 1385 |
void colUpperBound(Col c, Value value) { |
1372 | 1386 |
_setColUpperBound(cols(id(c)),value); |
1373 | 1387 |
}; |
1374 | 1388 |
|
1375 | 1389 |
/// Get the upper bound of a column (i.e a variable) |
1376 | 1390 |
|
1377 | 1391 |
/// This function returns the upper bound for column (variable) \c c |
1378 | 1392 |
/// (this might be \ref INF as well). |
1379 | 1393 |
/// \return The upper bound for column \c c |
1380 | 1394 |
Value colUpperBound(Col c) const { |
1381 | 1395 |
return _getColUpperBound(cols(id(c))); |
1382 | 1396 |
} |
1383 | 1397 |
|
1384 | 1398 |
///\brief Set the upper bound of several columns |
1385 | 1399 |
///(i.e variables) at once |
1386 | 1400 |
/// |
1387 | 1401 |
///This magic function takes a container as its argument |
1388 | 1402 |
///and applies the function on all of its elements. |
1389 | 1403 |
///The upper bound of a variable (column) has to be given by an |
1390 | 1404 |
///extended number of type Value, i.e. a finite number of type |
1391 | 1405 |
///Value or \ref INF. |
1392 | 1406 |
#ifdef DOXYGEN |
1393 | 1407 |
template<class T> |
1394 | 1408 |
void colUpperBound(T &t, Value value) { return 0;} |
1395 | 1409 |
#else |
1396 | 1410 |
template<class T1> |
1397 | 1411 |
typename enable_if<typename T1::value_type::LpCol,void>::type |
1398 | 1412 |
colUpperBound(T1 &t, Value value,dummy<0> = 0) { |
1399 | 1413 |
for(typename T1::iterator i=t.begin();i!=t.end();++i) { |
1400 | 1414 |
colUpperBound(*i, value); |
1401 | 1415 |
} |
1402 | 1416 |
} |
1403 | 1417 |
template<class T1> |
1404 | 1418 |
typename enable_if<typename T1::value_type::second_type::LpCol, |
1405 | 1419 |
void>::type |
1406 | 1420 |
colUpperBound(T1 &t, Value value,dummy<1> = 1) { |
1407 | 1421 |
for(typename T1::iterator i=t.begin();i!=t.end();++i) { |
1408 | 1422 |
colUpperBound(i->second, value); |
1409 | 1423 |
} |
1410 | 1424 |
} |
1411 | 1425 |
template<class T1> |
1412 | 1426 |
typename enable_if<typename T1::MapIt::Value::LpCol, |
1413 | 1427 |
void>::type |
1414 | 1428 |
colUpperBound(T1 &t, Value value,dummy<2> = 2) { |
1415 | 1429 |
for(typename T1::MapIt i(t); i!=INVALID; ++i){ |
1416 | 1430 |
colUpperBound(*i, value); |
1417 | 1431 |
} |
1418 | 1432 |
} |
1419 | 1433 |
#endif |
1420 | 1434 |
|
1421 | 1435 |
/// Set the lower and the upper bounds of a column (i.e a variable) |
1422 | 1436 |
|
1423 | 1437 |
/// The lower and the upper bounds of |
1424 | 1438 |
/// a variable (column) have to be given by an |
1425 | 1439 |
/// extended number of type Value, i.e. a finite number of type |
1426 | 1440 |
/// Value, -\ref INF or \ref INF. |
1427 | 1441 |
void colBounds(Col c, Value lower, Value upper) { |
1428 | 1442 |
_setColLowerBound(cols(id(c)),lower); |
1429 | 1443 |
_setColUpperBound(cols(id(c)),upper); |
1430 | 1444 |
} |
1431 | 1445 |
|
1432 | 1446 |
///\brief Set the lower and the upper bound of several columns |
1433 | 1447 |
///(i.e variables) at once |
1434 | 1448 |
/// |
1435 | 1449 |
///This magic function takes a container as its argument |
1436 | 1450 |
///and applies the function on all of its elements. |
1437 | 1451 |
/// The lower and the upper bounds of |
1438 | 1452 |
/// a variable (column) have to be given by an |
1439 | 1453 |
/// extended number of type Value, i.e. a finite number of type |
1440 | 1454 |
/// Value, -\ref INF or \ref INF. |
1441 | 1455 |
#ifdef DOXYGEN |
1442 | 1456 |
template<class T> |
1443 | 1457 |
void colBounds(T &t, Value lower, Value upper) { return 0;} |
1444 | 1458 |
#else |
1445 | 1459 |
template<class T2> |
1446 | 1460 |
typename enable_if<typename T2::value_type::LpCol,void>::type |
1447 | 1461 |
colBounds(T2 &t, Value lower, Value upper,dummy<0> = 0) { |
1448 | 1462 |
for(typename T2::iterator i=t.begin();i!=t.end();++i) { |
1449 | 1463 |
colBounds(*i, lower, upper); |
1450 | 1464 |
} |
1451 | 1465 |
} |
1452 | 1466 |
template<class T2> |
1453 | 1467 |
typename enable_if<typename T2::value_type::second_type::LpCol, void>::type |
1454 | 1468 |
colBounds(T2 &t, Value lower, Value upper,dummy<1> = 1) { |
1455 | 1469 |
for(typename T2::iterator i=t.begin();i!=t.end();++i) { |
1456 | 1470 |
colBounds(i->second, lower, upper); |
1457 | 1471 |
} |
1458 | 1472 |
} |
1459 | 1473 |
template<class T2> |
1460 | 1474 |
typename enable_if<typename T2::MapIt::Value::LpCol, void>::type |
1461 | 1475 |
colBounds(T2 &t, Value lower, Value upper,dummy<2> = 2) { |
1462 | 1476 |
for(typename T2::MapIt i(t); i!=INVALID; ++i){ |
1463 | 1477 |
colBounds(*i, lower, upper); |
1464 | 1478 |
} |
1465 | 1479 |
} |
1466 | 1480 |
#endif |
1467 | 1481 |
|
1468 | 1482 |
/// Set the lower bound of a row (i.e a constraint) |
1469 | 1483 |
|
1470 | 1484 |
/// The lower bound of a constraint (row) has to be given by an |
1471 | 1485 |
/// extended number of type Value, i.e. a finite number of type |
1472 | 1486 |
/// Value or -\ref INF. |
1473 | 1487 |
void rowLowerBound(Row r, Value value) { |
1474 | 1488 |
_setRowLowerBound(rows(id(r)),value); |
1475 | 1489 |
} |
1476 | 1490 |
|
1477 | 1491 |
/// Get the lower bound of a row (i.e a constraint) |
1478 | 1492 |
|
1479 | 1493 |
/// This function returns the lower bound for row (constraint) \c c |
1480 | 1494 |
/// (this might be -\ref INF as well). |
1481 | 1495 |
///\return The lower bound for row \c r |
1482 | 1496 |
Value rowLowerBound(Row r) const { |
1483 | 1497 |
return _getRowLowerBound(rows(id(r))); |
1484 | 1498 |
} |
1485 | 1499 |
|
1486 | 1500 |
/// Set the upper bound of a row (i.e a constraint) |
1487 | 1501 |
|
1488 | 1502 |
/// The upper bound of a constraint (row) has to be given by an |
1489 | 1503 |
/// extended number of type Value, i.e. a finite number of type |
1490 | 1504 |
/// Value or -\ref INF. |
1491 | 1505 |
void rowUpperBound(Row r, Value value) { |
1492 | 1506 |
_setRowUpperBound(rows(id(r)),value); |
1493 | 1507 |
} |
1494 | 1508 |
|
1495 | 1509 |
/// Get the upper bound of a row (i.e a constraint) |
1496 | 1510 |
|
1497 | 1511 |
/// This function returns the upper bound for row (constraint) \c c |
1498 | 1512 |
/// (this might be -\ref INF as well). |
1499 | 1513 |
///\return The upper bound for row \c r |
1500 | 1514 |
Value rowUpperBound(Row r) const { |
1501 | 1515 |
return _getRowUpperBound(rows(id(r))); |
1502 | 1516 |
} |
1503 | 1517 |
|
1504 | 1518 |
///Set an element of the objective function |
1505 | 1519 |
void objCoeff(Col c, Value v) {_setObjCoeff(cols(id(c)),v); }; |
1506 | 1520 |
|
1507 | 1521 |
///Get an element of the objective function |
1508 | 1522 |
Value objCoeff(Col c) const { return _getObjCoeff(cols(id(c))); }; |
1509 | 1523 |
|
1510 | 1524 |
///Set the objective function |
1511 | 1525 |
|
1512 | 1526 |
///\param e is a linear expression of type \ref Expr. |
1513 | 1527 |
/// |
1514 | 1528 |
void obj(const Expr& e) { |
1515 | 1529 |
_setObjCoeffs(ExprIterator(e.comps.begin(), cols), |
1516 | 1530 |
ExprIterator(e.comps.end(), cols)); |
1517 | 1531 |
obj_const_comp = *e; |
1518 | 1532 |
} |
1519 | 1533 |
|
1520 | 1534 |
///Get the objective function |
1521 | 1535 |
|
1522 | 1536 |
///\return the objective function as a linear expression of type |
1523 | 1537 |
///Expr. |
1524 | 1538 |
Expr obj() const { |
1525 | 1539 |
Expr e; |
1526 | 1540 |
_getObjCoeffs(InsertIterator(e.comps, cols)); |
1527 | 1541 |
*e = obj_const_comp; |
1528 | 1542 |
return e; |
1529 | 1543 |
} |
1530 | 1544 |
|
1531 | 1545 |
|
1532 | 1546 |
///Set the direction of optimization |
1533 | 1547 |
void sense(Sense sense) { _setSense(sense); } |
1534 | 1548 |
|
1535 | 1549 |
///Query the direction of the optimization |
1536 | 1550 |
Sense sense() const {return _getSense(); } |
1537 | 1551 |
|
1538 | 1552 |
///Set the sense to maximization |
1539 | 1553 |
void max() { _setSense(MAX); } |
1540 | 1554 |
|
1541 | 1555 |
///Set the sense to maximization |
1542 | 1556 |
void min() { _setSense(MIN); } |
1543 | 1557 |
|
1544 | 1558 |
///Clears the problem |
1545 | 1559 |
void clear() { _clear(); } |
1546 | 1560 |
|
1547 | 1561 |
/// Sets the message level of the solver |
1548 | 1562 |
void messageLevel(MessageLevel level) { _messageLevel(level); } |
1549 | 1563 |
|
1550 | 1564 |
///@} |
1551 | 1565 |
|
1552 | 1566 |
}; |
1553 | 1567 |
|
1554 | 1568 |
/// Addition |
1555 | 1569 |
|
1556 | 1570 |
///\relates LpBase::Expr |
1557 | 1571 |
/// |
1558 | 1572 |
inline LpBase::Expr operator+(const LpBase::Expr &a, const LpBase::Expr &b) { |
1559 | 1573 |
LpBase::Expr tmp(a); |
1560 | 1574 |
tmp+=b; |
1561 | 1575 |
return tmp; |
1562 | 1576 |
} |
1563 | 1577 |
///Substraction |
1564 | 1578 |
|
1565 | 1579 |
///\relates LpBase::Expr |
1566 | 1580 |
/// |
1567 | 1581 |
inline LpBase::Expr operator-(const LpBase::Expr &a, const LpBase::Expr &b) { |
1568 | 1582 |
LpBase::Expr tmp(a); |
1569 | 1583 |
tmp-=b; |
1570 | 1584 |
return tmp; |
1571 | 1585 |
} |
1572 | 1586 |
///Multiply with constant |
1573 | 1587 |
|
1574 | 1588 |
///\relates LpBase::Expr |
1575 | 1589 |
/// |
1576 | 1590 |
inline LpBase::Expr operator*(const LpBase::Expr &a, const LpBase::Value &b) { |
1577 | 1591 |
LpBase::Expr tmp(a); |
1578 | 1592 |
tmp*=b; |
1579 | 1593 |
return tmp; |
1580 | 1594 |
} |
1581 | 1595 |
|
1582 | 1596 |
///Multiply with constant |
1583 | 1597 |
|
1584 | 1598 |
///\relates LpBase::Expr |
1585 | 1599 |
/// |
1586 | 1600 |
inline LpBase::Expr operator*(const LpBase::Value &a, const LpBase::Expr &b) { |
1587 | 1601 |
LpBase::Expr tmp(b); |
1588 | 1602 |
tmp*=a; |
1589 | 1603 |
return tmp; |
1590 | 1604 |
} |
1591 | 1605 |
///Divide with constant |
1592 | 1606 |
|
1593 | 1607 |
///\relates LpBase::Expr |
1594 | 1608 |
/// |
1595 | 1609 |
inline LpBase::Expr operator/(const LpBase::Expr &a, const LpBase::Value &b) { |
1596 | 1610 |
LpBase::Expr tmp(a); |
1597 | 1611 |
tmp/=b; |
1598 | 1612 |
return tmp; |
1599 | 1613 |
} |
1600 | 1614 |
|
1601 | 1615 |
///Create constraint |
1602 | 1616 |
|
1603 | 1617 |
///\relates LpBase::Constr |
1604 | 1618 |
/// |
1605 | 1619 |
inline LpBase::Constr operator<=(const LpBase::Expr &e, |
1606 | 1620 |
const LpBase::Expr &f) { |
1607 | 1621 |
return LpBase::Constr(0, f - e, LpBase::INF); |
1608 | 1622 |
} |
1609 | 1623 |
|
1610 | 1624 |
///Create constraint |
1611 | 1625 |
|
1612 | 1626 |
///\relates LpBase::Constr |
1613 | 1627 |
/// |
1614 | 1628 |
inline LpBase::Constr operator<=(const LpBase::Value &e, |
1615 | 1629 |
const LpBase::Expr &f) { |
1616 | 1630 |
return LpBase::Constr(e, f, LpBase::NaN); |
1617 | 1631 |
} |
1618 | 1632 |
|
1619 | 1633 |
///Create constraint |
1620 | 1634 |
|
1621 | 1635 |
///\relates LpBase::Constr |
1622 | 1636 |
/// |
1623 | 1637 |
inline LpBase::Constr operator<=(const LpBase::Expr &e, |
1624 | 1638 |
const LpBase::Value &f) { |
1625 | 1639 |
return LpBase::Constr(- LpBase::INF, e, f); |
1626 | 1640 |
} |
1627 | 1641 |
|
1628 | 1642 |
///Create constraint |
1629 | 1643 |
|
1630 | 1644 |
///\relates LpBase::Constr |
1631 | 1645 |
/// |
1632 | 1646 |
inline LpBase::Constr operator>=(const LpBase::Expr &e, |
1633 | 1647 |
const LpBase::Expr &f) { |
1634 | 1648 |
return LpBase::Constr(0, e - f, LpBase::INF); |
1635 | 1649 |
} |
1636 | 1650 |
|
1637 | 1651 |
|
1638 | 1652 |
///Create constraint |
1639 | 1653 |
|
1640 | 1654 |
///\relates LpBase::Constr |
1641 | 1655 |
/// |
1642 | 1656 |
inline LpBase::Constr operator>=(const LpBase::Value &e, |
1643 | 1657 |
const LpBase::Expr &f) { |
1644 | 1658 |
return LpBase::Constr(LpBase::NaN, f, e); |
1645 | 1659 |
} |
1646 | 1660 |
|
1647 | 1661 |
|
1648 | 1662 |
///Create constraint |
1649 | 1663 |
|
1650 | 1664 |
///\relates LpBase::Constr |
1651 | 1665 |
/// |
1652 | 1666 |
inline LpBase::Constr operator>=(const LpBase::Expr &e, |
1653 | 1667 |
const LpBase::Value &f) { |
1654 | 1668 |
return LpBase::Constr(f, e, LpBase::INF); |
1655 | 1669 |
} |
1656 | 1670 |
|
1657 | 1671 |
///Create constraint |
1658 | 1672 |
|
1659 | 1673 |
///\relates LpBase::Constr |
1660 | 1674 |
/// |
1661 | 1675 |
inline LpBase::Constr operator==(const LpBase::Expr &e, |
1662 | 1676 |
const LpBase::Value &f) { |
1663 | 1677 |
return LpBase::Constr(f, e, f); |
1664 | 1678 |
} |
1665 | 1679 |
|
1666 | 1680 |
///Create constraint |
1667 | 1681 |
|
1668 | 1682 |
///\relates LpBase::Constr |
1669 | 1683 |
/// |
1670 | 1684 |
inline LpBase::Constr operator==(const LpBase::Expr &e, |
1671 | 1685 |
const LpBase::Expr &f) { |
1672 | 1686 |
return LpBase::Constr(0, f - e, 0); |
1673 | 1687 |
} |
1674 | 1688 |
|
1675 | 1689 |
///Create constraint |
1676 | 1690 |
|
1677 | 1691 |
///\relates LpBase::Constr |
1678 | 1692 |
/// |
1679 | 1693 |
inline LpBase::Constr operator<=(const LpBase::Value &n, |
1680 | 1694 |
const LpBase::Constr &c) { |
1681 | 1695 |
LpBase::Constr tmp(c); |
1682 | 1696 |
LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint"); |
1683 | 1697 |
tmp.lowerBound()=n; |
1684 | 1698 |
return tmp; |
1685 | 1699 |
} |
1686 | 1700 |
///Create constraint |
1687 | 1701 |
|
1688 | 1702 |
///\relates LpBase::Constr |
1689 | 1703 |
/// |
1690 | 1704 |
inline LpBase::Constr operator<=(const LpBase::Constr &c, |
1691 | 1705 |
const LpBase::Value &n) |
1692 | 1706 |
{ |
1693 | 1707 |
LpBase::Constr tmp(c); |
1694 | 1708 |
LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint"); |
1695 | 1709 |
tmp.upperBound()=n; |
1696 | 1710 |
return tmp; |
1697 | 1711 |
} |
1698 | 1712 |
|
1699 | 1713 |
///Create constraint |
1700 | 1714 |
|
1701 | 1715 |
///\relates LpBase::Constr |
1702 | 1716 |
/// |
1703 | 1717 |
inline LpBase::Constr operator>=(const LpBase::Value &n, |
1704 | 1718 |
const LpBase::Constr &c) { |
1705 | 1719 |
LpBase::Constr tmp(c); |
1706 | 1720 |
LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint"); |
1707 | 1721 |
tmp.upperBound()=n; |
1708 | 1722 |
return tmp; |
1709 | 1723 |
} |
1710 | 1724 |
///Create constraint |
1711 | 1725 |
|
1712 | 1726 |
///\relates LpBase::Constr |
1713 | 1727 |
/// |
1714 | 1728 |
inline LpBase::Constr operator>=(const LpBase::Constr &c, |
1715 | 1729 |
const LpBase::Value &n) |
1716 | 1730 |
{ |
1717 | 1731 |
LpBase::Constr tmp(c); |
1718 | 1732 |
LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint"); |
1719 | 1733 |
tmp.lowerBound()=n; |
1720 | 1734 |
return tmp; |
1721 | 1735 |
} |
1722 | 1736 |
|
1723 | 1737 |
///Addition |
1724 | 1738 |
|
1725 | 1739 |
///\relates LpBase::DualExpr |
1726 | 1740 |
/// |
1727 | 1741 |
inline LpBase::DualExpr operator+(const LpBase::DualExpr &a, |
1728 | 1742 |
const LpBase::DualExpr &b) { |
1729 | 1743 |
LpBase::DualExpr tmp(a); |
1730 | 1744 |
tmp+=b; |
1731 | 1745 |
return tmp; |
1732 | 1746 |
} |
1733 | 1747 |
///Substraction |
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; |
176 | 178 |
///\e |
177 | 179 |
virtual Value _getDualRay(int i) const; |
178 | 180 |
|
179 | 181 |
///\e |
180 | 182 |
virtual ProblemType _getPrimalType() const; |
181 | 183 |
///\e |
182 | 184 |
virtual ProblemType _getDualType() const; |
183 | 185 |
|
184 | 186 |
///\e |
185 | 187 |
virtual VarStatus _getColStatus(int i) const; |
186 | 188 |
///\e |
187 | 189 |
virtual VarStatus _getRowStatus(int i) const; |
188 | 190 |
|
189 | 191 |
///\e |
190 | 192 |
virtual const char* _solverName() const; |
191 | 193 |
|
192 | 194 |
}; |
193 | 195 |
|
194 | 196 |
/// \brief Skeleton class for a MIP solver interface |
195 | 197 |
/// |
196 | 198 |
///This class does nothing, but it can serve as a skeleton when |
197 | 199 |
///implementing an interface to new solvers. |
198 | 200 |
///\ingroup lp_group |
199 | 201 |
class MipSkeleton : public MipSolver, public SkeletonSolverBase { |
200 | 202 |
public: |
201 | 203 |
///\e |
202 | 204 |
MipSkeleton() : MipSolver(), SkeletonSolverBase() {} |
203 | 205 |
///\e |
204 | 206 |
virtual MipSkeleton* newSolver() const; |
205 | 207 |
///\e |
206 | 208 |
virtual MipSkeleton* cloneSolver() const; |
207 | 209 |
|
208 | 210 |
protected: |
209 | 211 |
///\e |
210 | 212 |
virtual SolveExitStatus _solve(); |
211 | 213 |
|
212 | 214 |
///\e |
213 | 215 |
virtual Value _getSol(int i) const; |
214 | 216 |
|
215 | 217 |
///\e |
216 | 218 |
virtual Value _getSolValue() const; |
217 | 219 |
|
218 | 220 |
///\e |
219 | 221 |
virtual ProblemType _getType() const; |
220 | 222 |
|
221 | 223 |
///\e |
222 | 224 |
virtual const char* _solverName() const; |
223 | 225 |
}; |
224 | 226 |
|
225 | 227 |
} //namespace lemon |
226 | 228 |
|
227 | 229 |
#endif |
1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
2 | 2 |
* |
3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
4 | 4 |
* |
5 | 5 |
* Copyright (C) 2003-2008 |
6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
8 | 8 |
* |
9 | 9 |
* Permission to use, modify and distribute this software is granted |
10 | 10 |
* provided that this copyright notice appears in all copies. For |
11 | 11 |
* precise terms see the accompanying LICENSE file. |
12 | 12 |
* |
13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
14 | 14 |
* express or implied, and with no claim as to its suitability for any |
15 | 15 |
* purpose. |
16 | 16 |
* |
17 | 17 |
*/ |
18 | 18 |
|
19 | 19 |
#include <iostream> |
20 | 20 |
#include <lemon/soplex.h> |
21 | 21 |
|
22 | 22 |
#include <soplex.h> |
23 | 23 |
#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 |
|
222 | 235 |
SoplexLp::Value SoplexLp::_getColUpperBound(int i) const { |
223 | 236 |
double value = soplex->upper(i); |
224 | 237 |
return value != soplex::infinity ? value : INF; |
225 | 238 |
} |
226 | 239 |
|
227 | 240 |
void SoplexLp::_setRowLowerBound(int i, Value lb) { |
228 | 241 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
229 | 242 |
soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i)); |
230 | 243 |
} |
231 | 244 |
|
232 | 245 |
SoplexLp::Value SoplexLp::_getRowLowerBound(int i) const { |
233 | 246 |
double res = soplex->lhs(i); |
234 | 247 |
return res == -soplex::infinity ? -INF : res; |
235 | 248 |
} |
236 | 249 |
|
237 | 250 |
void SoplexLp::_setRowUpperBound(int i, Value ub) { |
238 | 251 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
239 | 252 |
soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity); |
240 | 253 |
} |
241 | 254 |
|
242 | 255 |
SoplexLp::Value SoplexLp::_getRowUpperBound(int i) const { |
243 | 256 |
double res = soplex->rhs(i); |
244 | 257 |
return res == soplex::infinity ? INF : res; |
245 | 258 |
} |
246 | 259 |
|
247 | 260 |
void SoplexLp::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
248 | 261 |
for (int j = 0; j < soplex->nCols(); ++j) { |
249 | 262 |
soplex->changeObj(j, 0.0); |
250 | 263 |
} |
251 | 264 |
for (ExprIterator it = b; it != e; ++it) { |
252 | 265 |
soplex->changeObj(it->first, it->second); |
253 | 266 |
} |
254 | 267 |
} |
255 | 268 |
|
256 | 269 |
void SoplexLp::_getObjCoeffs(InsertIterator b) const { |
257 | 270 |
for (int j = 0; j < soplex->nCols(); ++j) { |
258 | 271 |
Value coef = soplex->obj(j); |
259 | 272 |
if (coef != 0.0) { |
260 | 273 |
*b = std::make_pair(j, coef); |
261 | 274 |
++b; |
262 | 275 |
} |
263 | 276 |
} |
264 | 277 |
} |
265 | 278 |
|
266 | 279 |
void SoplexLp::_setObjCoeff(int i, Value obj_coef) { |
267 | 280 |
soplex->changeObj(i, obj_coef); |
268 | 281 |
} |
269 | 282 |
|
270 | 283 |
SoplexLp::Value SoplexLp::_getObjCoeff(int i) const { |
271 | 284 |
return soplex->obj(i); |
272 | 285 |
} |
273 | 286 |
|
274 | 287 |
SoplexLp::SolveExitStatus SoplexLp::_solve() { |
275 | 288 |
|
276 | 289 |
_clear_temporals(); |
277 | 290 |
|
278 | 291 |
_applyMessageLevel(); |
279 | 292 |
|
280 | 293 |
soplex::SPxSolver::Status status = soplex->solve(); |
281 | 294 |
|
282 | 295 |
switch (status) { |
283 | 296 |
case soplex::SPxSolver::OPTIMAL: |
284 | 297 |
case soplex::SPxSolver::INFEASIBLE: |
285 | 298 |
case soplex::SPxSolver::UNBOUNDED: |
286 | 299 |
return SOLVED; |
287 | 300 |
default: |
288 | 301 |
return UNSOLVED; |
289 | 302 |
} |
290 | 303 |
} |
291 | 304 |
|
292 | 305 |
SoplexLp::Value SoplexLp::_getPrimal(int i) const { |
293 | 306 |
if (_primal_values.empty()) { |
294 | 307 |
_primal_values.resize(soplex->nCols()); |
295 | 308 |
soplex::Vector pv(_primal_values.size(), &_primal_values.front()); |
296 | 309 |
soplex->getPrimal(pv); |
297 | 310 |
} |
298 | 311 |
return _primal_values[i]; |
299 | 312 |
} |
300 | 313 |
|
301 | 314 |
SoplexLp::Value SoplexLp::_getDual(int i) const { |
302 | 315 |
if (_dual_values.empty()) { |
303 | 316 |
_dual_values.resize(soplex->nRows()); |
304 | 317 |
soplex::Vector dv(_dual_values.size(), &_dual_values.front()); |
305 | 318 |
soplex->getDual(dv); |
306 | 319 |
} |
307 | 320 |
return _dual_values[i]; |
308 | 321 |
} |
309 | 322 |
|
310 | 323 |
SoplexLp::Value SoplexLp::_getPrimalValue() const { |
311 | 324 |
return soplex->objValue(); |
312 | 325 |
} |
313 | 326 |
|
314 | 327 |
SoplexLp::VarStatus SoplexLp::_getColStatus(int i) const { |
315 | 328 |
switch (soplex->getBasisColStatus(i)) { |
316 | 329 |
case soplex::SPxSolver::BASIC: |
317 | 330 |
return BASIC; |
318 | 331 |
case soplex::SPxSolver::ON_UPPER: |
319 | 332 |
return UPPER; |
320 | 333 |
case soplex::SPxSolver::ON_LOWER: |
321 | 334 |
return LOWER; |
322 | 335 |
case soplex::SPxSolver::FIXED: |
323 | 336 |
return FIXED; |
324 | 337 |
case soplex::SPxSolver::ZERO: |
325 | 338 |
return FREE; |
326 | 339 |
default: |
327 | 340 |
LEMON_ASSERT(false, "Wrong column status"); |
328 | 341 |
return VarStatus(); |
329 | 342 |
} |
330 | 343 |
} |
331 | 344 |
|
332 | 345 |
SoplexLp::VarStatus SoplexLp::_getRowStatus(int i) const { |
333 | 346 |
switch (soplex->getBasisRowStatus(i)) { |
334 | 347 |
case soplex::SPxSolver::BASIC: |
335 | 348 |
return BASIC; |
336 | 349 |
case soplex::SPxSolver::ON_UPPER: |
337 | 350 |
return UPPER; |
338 | 351 |
case soplex::SPxSolver::ON_LOWER: |
339 | 352 |
return LOWER; |
340 | 353 |
case soplex::SPxSolver::FIXED: |
341 | 354 |
return FIXED; |
342 | 355 |
case soplex::SPxSolver::ZERO: |
343 | 356 |
return FREE; |
344 | 357 |
default: |
345 | 358 |
LEMON_ASSERT(false, "Wrong row status"); |
346 | 359 |
return VarStatus(); |
347 | 360 |
} |
348 | 361 |
} |
349 | 362 |
|
350 | 363 |
SoplexLp::Value SoplexLp::_getPrimalRay(int i) const { |
351 | 364 |
if (_primal_ray.empty()) { |
352 | 365 |
_primal_ray.resize(soplex->nCols()); |
353 | 366 |
soplex::Vector pv(_primal_ray.size(), &_primal_ray.front()); |
354 | 367 |
soplex->getDualfarkas(pv); |
355 | 368 |
} |
356 | 369 |
return _primal_ray[i]; |
357 | 370 |
} |
358 | 371 |
|
359 | 372 |
SoplexLp::Value SoplexLp::_getDualRay(int i) const { |
360 | 373 |
if (_dual_ray.empty()) { |
361 | 374 |
_dual_ray.resize(soplex->nRows()); |
362 | 375 |
soplex::Vector dv(_dual_ray.size(), &_dual_ray.front()); |
363 | 376 |
soplex->getDualfarkas(dv); |
364 | 377 |
} |
365 | 378 |
return _dual_ray[i]; |
366 | 379 |
} |
367 | 380 |
|
368 | 381 |
SoplexLp::ProblemType SoplexLp::_getPrimalType() const { |
369 | 382 |
switch (soplex->status()) { |
370 | 383 |
case soplex::SPxSolver::OPTIMAL: |
371 | 384 |
return OPTIMAL; |
372 | 385 |
case soplex::SPxSolver::UNBOUNDED: |
373 | 386 |
return UNBOUNDED; |
374 | 387 |
case soplex::SPxSolver::INFEASIBLE: |
375 | 388 |
return INFEASIBLE; |
376 | 389 |
default: |
377 | 390 |
return UNDEFINED; |
378 | 391 |
} |
379 | 392 |
} |
380 | 393 |
|
381 | 394 |
SoplexLp::ProblemType SoplexLp::_getDualType() const { |
382 | 395 |
switch (soplex->status()) { |
383 | 396 |
case soplex::SPxSolver::OPTIMAL: |
384 | 397 |
return OPTIMAL; |
385 | 398 |
case soplex::SPxSolver::UNBOUNDED: |
386 | 399 |
return UNBOUNDED; |
387 | 400 |
case soplex::SPxSolver::INFEASIBLE: |
388 | 401 |
return INFEASIBLE; |
389 | 402 |
default: |
390 | 403 |
return UNDEFINED; |
391 | 404 |
} |
392 | 405 |
} |
393 | 406 |
|
394 | 407 |
void SoplexLp::_setSense(Sense sense) { |
395 | 408 |
switch (sense) { |
396 | 409 |
case MIN: |
397 | 410 |
soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
398 | 411 |
break; |
399 | 412 |
case MAX: |
400 | 413 |
soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
401 | 414 |
} |
402 | 415 |
} |
403 | 416 |
|
404 | 417 |
SoplexLp::Sense SoplexLp::_getSense() const { |
405 | 418 |
switch (soplex->spxSense()) { |
406 | 419 |
case soplex::SPxSolver::MAXIMIZE: |
407 | 420 |
return MAX; |
408 | 421 |
case soplex::SPxSolver::MINIMIZE: |
409 | 422 |
return MIN; |
410 | 423 |
default: |
411 | 424 |
LEMON_ASSERT(false, "Wrong sense."); |
412 | 425 |
return SoplexLp::Sense(); |
413 | 426 |
} |
414 | 427 |
} |
415 | 428 |
|
416 | 429 |
void SoplexLp::_clear() { |
417 | 430 |
soplex->clear(); |
418 | 431 |
_col_names.clear(); |
419 | 432 |
_col_names_ref.clear(); |
420 | 433 |
_row_names.clear(); |
421 | 434 |
_row_names_ref.clear(); |
422 | 435 |
cols.clear(); |
423 | 436 |
rows.clear(); |
424 | 437 |
_clear_temporals(); |
425 | 438 |
} |
426 | 439 |
|
427 | 440 |
void SoplexLp::_messageLevel(MessageLevel level) { |
428 | 441 |
switch (level) { |
429 | 442 |
case MESSAGE_NOTHING: |
430 | 443 |
_message_level = -1; |
431 | 444 |
break; |
432 | 445 |
case MESSAGE_ERROR: |
433 | 446 |
_message_level = soplex::SPxOut::ERROR; |
434 | 447 |
break; |
435 | 448 |
case MESSAGE_WARNING: |
436 | 449 |
_message_level = soplex::SPxOut::WARNING; |
437 | 450 |
break; |
438 | 451 |
case MESSAGE_NORMAL: |
439 | 452 |
_message_level = soplex::SPxOut::INFO2; |
440 | 453 |
break; |
441 | 454 |
case MESSAGE_VERBOSE: |
442 | 455 |
_message_level = soplex::SPxOut::DEBUG; |
443 | 456 |
break; |
444 | 457 |
} |
445 | 458 |
} |
446 | 459 |
|
447 | 460 |
void SoplexLp::_applyMessageLevel() { |
448 | 461 |
soplex::Param::setVerbose(_message_level); |
449 | 462 |
} |
450 | 463 |
|
451 | 464 |
} //namespace lemon |
452 | 465 |
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. |
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* |
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*/ |
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|
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#ifndef LEMON_SOPLEX_H |
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#define LEMON_SOPLEX_H |
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|
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///\file |
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///\brief Header of the LEMON-SOPLEX lp solver interface. |
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|
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#include <vector> |
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#include <string> |
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|
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#include <lemon/lp_base.h> |
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|
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// Forward declaration |
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namespace soplex { |
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class SoPlex; |
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} |
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|
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namespace lemon { |
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|
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/// \ingroup lp_group |
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/// |
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/// \brief Interface for the SOPLEX solver |
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/// |
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/// This class implements an interface for the SoPlex LP solver. |
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/// The SoPlex library is an object oriented lp solver library |
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/// developed at the Konrad-Zuse-Zentrum f�r Informationstechnik |
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/// Berlin (ZIB). You can find detailed information about it at the |
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/// <tt>http://soplex.zib.de</tt> address. |
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class SoplexLp : public LpSolver { |
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private: |
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|
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soplex::SoPlex* soplex; |
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|
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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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|
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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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|
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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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|
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mutable std::vector<Value> _primal_ray; |
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mutable std::vector<Value> _dual_ray; |
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|
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void _clear_temporals(); |
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|
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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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|
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protected: |
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|
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virtual const char* _solverName() const; |
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|
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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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|
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virtual void _eraseCol(int i); |
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virtual void _eraseRow(int i); |
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|
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virtual void _eraseColId(int i); |
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virtual void _eraseRowId(int i); |
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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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virtual void _setSense(Sense sense); |
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virtual Sense _getSense() const; |
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|
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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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|
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virtual Value _getPrimalValue() const; |
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|
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virtual Value _getPrimalRay(int i) const; |
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virtual Value _getDualRay(int i) const; |
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|
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virtual VarStatus _getColStatus(int i) const; |
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virtual VarStatus _getRowStatus(int i) const; |
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|
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virtual ProblemType _getPrimalType() const; |
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virtual ProblemType _getDualType() const; |
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|
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virtual void _clear(); |
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|
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void _messageLevel(MessageLevel m); |
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void _applyMessageLevel(); |
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|
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int _message_level; |
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|
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}; |
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|
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} //END OF NAMESPACE LEMON |
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#endif //LEMON_SOPLEX_H |
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