0
13
0
| 1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | 2 |
* |
| 3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
| 4 | 4 |
* |
| 5 | 5 |
* Copyright (C) 2003-2009 |
| 6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 12 | 12 |
* |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 16 | 16 |
* |
| 17 | 17 |
*/ |
| 18 | 18 |
|
| 19 | 19 |
///\file |
| 20 | 20 |
///\brief Implementation of the CBC MIP solver interface. |
| 21 | 21 |
|
| 22 | 22 |
#include "cbc.h" |
| 23 | 23 |
|
| 24 | 24 |
#include <coin/CoinModel.hpp> |
| 25 | 25 |
#include <coin/CbcModel.hpp> |
| 26 | 26 |
#include <coin/OsiSolverInterface.hpp> |
| 27 | 27 |
|
| 28 | 28 |
#ifdef COIN_HAS_CLP |
| 29 | 29 |
#include "coin/OsiClpSolverInterface.hpp" |
| 30 | 30 |
#endif |
| 31 | 31 |
#ifdef COIN_HAS_OSL |
| 32 | 32 |
#include "coin/OsiOslSolverInterface.hpp" |
| 33 | 33 |
#endif |
| 34 | 34 |
|
| 35 | 35 |
#include "coin/CbcCutGenerator.hpp" |
| 36 | 36 |
#include "coin/CbcHeuristicLocal.hpp" |
| 37 | 37 |
#include "coin/CbcHeuristicGreedy.hpp" |
| 38 | 38 |
#include "coin/CbcHeuristicFPump.hpp" |
| 39 | 39 |
#include "coin/CbcHeuristicRINS.hpp" |
| 40 | 40 |
|
| 41 | 41 |
#include "coin/CglGomory.hpp" |
| 42 | 42 |
#include "coin/CglProbing.hpp" |
| 43 | 43 |
#include "coin/CglKnapsackCover.hpp" |
| 44 | 44 |
#include "coin/CglOddHole.hpp" |
| 45 | 45 |
#include "coin/CglClique.hpp" |
| 46 | 46 |
#include "coin/CglFlowCover.hpp" |
| 47 | 47 |
#include "coin/CglMixedIntegerRounding.hpp" |
| 48 | 48 |
|
| 49 | 49 |
#include "coin/CbcHeuristic.hpp" |
| 50 | 50 |
|
| 51 | 51 |
namespace lemon {
|
| 52 | 52 |
|
| 53 | 53 |
CbcMip::CbcMip() {
|
| 54 | 54 |
_prob = new CoinModel(); |
| 55 | 55 |
_prob->setProblemName("LEMON");
|
| 56 | 56 |
_osi_solver = 0; |
| 57 | 57 |
_cbc_model = 0; |
| 58 | 58 |
messageLevel(MESSAGE_NOTHING); |
| 59 | 59 |
} |
| 60 | 60 |
|
| 61 | 61 |
CbcMip::CbcMip(const CbcMip& other) {
|
| 62 | 62 |
_prob = new CoinModel(*other._prob); |
| 63 | 63 |
_prob->setProblemName("LEMON");
|
| 64 | 64 |
_osi_solver = 0; |
| 65 | 65 |
_cbc_model = 0; |
| 66 | 66 |
messageLevel(MESSAGE_NOTHING); |
| 67 | 67 |
} |
| 68 | 68 |
|
| 69 | 69 |
CbcMip::~CbcMip() {
|
| 70 | 70 |
delete _prob; |
| 71 | 71 |
if (_osi_solver) delete _osi_solver; |
| 72 | 72 |
if (_cbc_model) delete _cbc_model; |
| 73 | 73 |
} |
| 74 | 74 |
|
| 75 | 75 |
const char* CbcMip::_solverName() const { return "CbcMip"; }
|
| 76 | 76 |
|
| 77 | 77 |
int CbcMip::_addCol() {
|
| 78 | 78 |
_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false); |
| 79 | 79 |
return _prob->numberColumns() - 1; |
| 80 | 80 |
} |
| 81 | 81 |
|
| 82 | 82 |
CbcMip* CbcMip::newSolver() const {
|
| 83 | 83 |
CbcMip* newlp = new CbcMip; |
| 84 | 84 |
return newlp; |
| 85 | 85 |
} |
| 86 | 86 |
|
| 87 | 87 |
CbcMip* CbcMip::cloneSolver() const {
|
| 88 | 88 |
CbcMip* copylp = new CbcMip(*this); |
| 89 | 89 |
return copylp; |
| 90 | 90 |
} |
| 91 | 91 |
|
| 92 | 92 |
int CbcMip::_addRow() {
|
| 93 | 93 |
_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
| 94 | 94 |
return _prob->numberRows() - 1; |
| 95 | 95 |
} |
| 96 | 96 |
|
| 97 |
int CbcMip::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
|
|
| 98 |
std::vector<int> indexes; |
|
| 99 |
std::vector<Value> values; |
|
| 100 |
|
|
| 101 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 102 |
indexes.push_back(it->first); |
|
| 103 |
values.push_back(it->second); |
|
| 104 |
} |
|
| 105 |
|
|
| 106 |
_prob->addRow(values.size(), &indexes.front(), &values.front(), l, u); |
|
| 107 |
return _prob->numberRows() - 1; |
|
| 108 |
} |
|
| 97 | 109 |
|
| 98 | 110 |
void CbcMip::_eraseCol(int i) {
|
| 99 | 111 |
_prob->deleteColumn(i); |
| 100 | 112 |
} |
| 101 | 113 |
|
| 102 | 114 |
void CbcMip::_eraseRow(int i) {
|
| 103 | 115 |
_prob->deleteRow(i); |
| 104 | 116 |
} |
| 105 | 117 |
|
| 106 | 118 |
void CbcMip::_eraseColId(int i) {
|
| 107 | 119 |
cols.eraseIndex(i); |
| 108 | 120 |
} |
| 109 | 121 |
|
| 110 | 122 |
void CbcMip::_eraseRowId(int i) {
|
| 111 | 123 |
rows.eraseIndex(i); |
| 112 | 124 |
} |
| 113 | 125 |
|
| 114 | 126 |
void CbcMip::_getColName(int c, std::string& name) const {
|
| 115 | 127 |
name = _prob->getColumnName(c); |
| 116 | 128 |
} |
| 117 | 129 |
|
| 118 | 130 |
void CbcMip::_setColName(int c, const std::string& name) {
|
| 119 | 131 |
_prob->setColumnName(c, name.c_str()); |
| 120 | 132 |
} |
| 121 | 133 |
|
| 122 | 134 |
int CbcMip::_colByName(const std::string& name) const {
|
| 123 | 135 |
return _prob->column(name.c_str()); |
| 124 | 136 |
} |
| 125 | 137 |
|
| 126 | 138 |
void CbcMip::_getRowName(int r, std::string& name) const {
|
| 127 | 139 |
name = _prob->getRowName(r); |
| 128 | 140 |
} |
| 129 | 141 |
|
| 130 | 142 |
void CbcMip::_setRowName(int r, const std::string& name) {
|
| 131 | 143 |
_prob->setRowName(r, name.c_str()); |
| 132 | 144 |
} |
| 133 | 145 |
|
| 134 | 146 |
int CbcMip::_rowByName(const std::string& name) const {
|
| 135 | 147 |
return _prob->row(name.c_str()); |
| 136 | 148 |
} |
| 137 | 149 |
|
| 138 | 150 |
void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
|
| 139 | 151 |
for (ExprIterator it = b; it != e; ++it) {
|
| 140 | 152 |
_prob->setElement(i, it->first, it->second); |
| 141 | 153 |
} |
| 142 | 154 |
} |
| 143 | 155 |
|
| 144 | 156 |
void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const {
|
| 145 | 157 |
int length = _prob->numberRows(); |
| 146 | 158 |
|
| 147 | 159 |
std::vector<int> indices(length); |
| 148 | 160 |
std::vector<Value> values(length); |
| 149 | 161 |
|
| 150 | 162 |
length = _prob->getRow(ix, &indices[0], &values[0]); |
| 151 | 163 |
|
| 152 | 164 |
for (int i = 0; i < length; ++i) {
|
| 153 | 165 |
*b = std::make_pair(indices[i], values[i]); |
| 154 | 166 |
++b; |
| 155 | 167 |
} |
| 156 | 168 |
} |
| 157 | 169 |
|
| 158 | 170 |
void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
|
| 159 | 171 |
for (ExprIterator it = b; it != e; ++it) {
|
| 160 | 172 |
_prob->setElement(it->first, ix, it->second); |
| 161 | 173 |
} |
| 162 | 174 |
} |
| 163 | 175 |
|
| 164 | 176 |
void CbcMip::_getColCoeffs(int ix, InsertIterator b) const {
|
| 165 | 177 |
int length = _prob->numberColumns(); |
| 166 | 178 |
|
| 167 | 179 |
std::vector<int> indices(length); |
| 168 | 180 |
std::vector<Value> values(length); |
| 169 | 181 |
|
| 170 | 182 |
length = _prob->getColumn(ix, &indices[0], &values[0]); |
| 171 | 183 |
|
| 172 | 184 |
for (int i = 0; i < length; ++i) {
|
| 173 | 185 |
*b = std::make_pair(indices[i], values[i]); |
| 174 | 186 |
++b; |
| 175 | 187 |
} |
| 176 | 188 |
} |
| 177 | 189 |
|
| 178 | 190 |
void CbcMip::_setCoeff(int ix, int jx, Value value) {
|
| 179 | 191 |
_prob->setElement(ix, jx, value); |
| 180 | 192 |
} |
| 181 | 193 |
|
| 182 | 194 |
CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const {
|
| 183 | 195 |
return _prob->getElement(ix, jx); |
| 184 | 196 |
} |
| 185 | 197 |
|
| 186 | 198 |
|
| 187 | 199 |
void CbcMip::_setColLowerBound(int i, Value lo) {
|
| 188 | 200 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
| 189 | 201 |
_prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
| 190 | 202 |
} |
| 191 | 203 |
|
| 192 | 204 |
CbcMip::Value CbcMip::_getColLowerBound(int i) const {
|
| 193 | 205 |
double val = _prob->getColumnLower(i); |
| 194 | 206 |
return val == - COIN_DBL_MAX ? - INF : val; |
| 195 | 207 |
} |
| 196 | 208 |
|
| 197 | 209 |
void CbcMip::_setColUpperBound(int i, Value up) {
|
| 198 | 210 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
| 199 | 211 |
_prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
| 200 | 212 |
} |
| 201 | 213 |
|
| 202 | 214 |
CbcMip::Value CbcMip::_getColUpperBound(int i) const {
|
| 203 | 215 |
double val = _prob->getColumnUpper(i); |
| 204 | 216 |
return val == COIN_DBL_MAX ? INF : val; |
| 205 | 217 |
} |
| 206 | 218 |
|
| 207 | 219 |
void CbcMip::_setRowLowerBound(int i, Value lo) {
|
| 208 | 220 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
| 209 | 221 |
_prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
| 210 | 222 |
} |
| 211 | 223 |
|
| 212 | 224 |
CbcMip::Value CbcMip::_getRowLowerBound(int i) const {
|
| 213 | 225 |
double val = _prob->getRowLower(i); |
| 214 | 226 |
return val == - COIN_DBL_MAX ? - INF : val; |
| 215 | 227 |
} |
| 216 | 228 |
|
| 217 | 229 |
void CbcMip::_setRowUpperBound(int i, Value up) {
|
| 218 | 230 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
| 219 | 231 |
_prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
| 220 | 232 |
} |
| 221 | 233 |
|
| 222 | 234 |
CbcMip::Value CbcMip::_getRowUpperBound(int i) const {
|
| 223 | 235 |
double val = _prob->getRowUpper(i); |
| 224 | 236 |
return val == COIN_DBL_MAX ? INF : val; |
| 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); |
| 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) {
|
| 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': |
| 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 |
} |
| 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 |
| ... | ... |
@@ -754,660 +754,674 @@ |
| 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 |
| 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: |
| 1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | 2 |
* |
| 3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
| 4 | 4 |
* |
| 5 | 5 |
* Copyright (C) 2003-2008 |
| 6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 12 | 12 |
* |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 16 | 16 |
* |
| 17 | 17 |
*/ |
| 18 | 18 |
|
| 19 | 19 |
#ifndef LEMON_SOPLEX_H |
| 20 | 20 |
#define LEMON_SOPLEX_H |
| 21 | 21 |
|
| 22 | 22 |
///\file |
| 23 | 23 |
///\brief Header of the LEMON-SOPLEX lp solver interface. |
| 24 | 24 |
|
| 25 | 25 |
#include <vector> |
| 26 | 26 |
#include <string> |
| 27 | 27 |
|
| 28 | 28 |
#include <lemon/lp_base.h> |
| 29 | 29 |
|
| 30 | 30 |
// Forward declaration |
| 31 | 31 |
namespace soplex {
|
| 32 | 32 |
class SoPlex; |
| 33 | 33 |
} |
| 34 | 34 |
|
| 35 | 35 |
namespace lemon {
|
| 36 | 36 |
|
| 37 | 37 |
/// \ingroup lp_group |
| 38 | 38 |
/// |
| 39 | 39 |
/// \brief Interface for the SOPLEX solver |
| 40 | 40 |
/// |
| 41 | 41 |
/// This class implements an interface for the SoPlex LP solver. |
| 42 | 42 |
/// The SoPlex library is an object oriented lp solver library |
| 43 | 43 |
/// developed at the Konrad-Zuse-Zentrum f�r Informationstechnik |
| 44 | 44 |
/// Berlin (ZIB). You can find detailed information about it at the |
| 45 | 45 |
/// <tt>http://soplex.zib.de</tt> address. |
| 46 | 46 |
class SoplexLp : public LpSolver {
|
| 47 | 47 |
private: |
| 48 | 48 |
|
| 49 | 49 |
soplex::SoPlex* soplex; |
| 50 | 50 |
|
| 51 | 51 |
std::vector<std::string> _col_names; |
| 52 | 52 |
std::map<std::string, int> _col_names_ref; |
| 53 | 53 |
|
| 54 | 54 |
std::vector<std::string> _row_names; |
| 55 | 55 |
std::map<std::string, int> _row_names_ref; |
| 56 | 56 |
|
| 57 | 57 |
private: |
| 58 | 58 |
|
| 59 | 59 |
// these values cannot be retrieved element by element |
| 60 | 60 |
mutable std::vector<Value> _primal_values; |
| 61 | 61 |
mutable std::vector<Value> _dual_values; |
| 62 | 62 |
|
| 63 | 63 |
mutable std::vector<Value> _primal_ray; |
| 64 | 64 |
mutable std::vector<Value> _dual_ray; |
| 65 | 65 |
|
| 66 | 66 |
void _clear_temporals(); |
| 67 | 67 |
|
| 68 | 68 |
public: |
| 69 | 69 |
|
| 70 | 70 |
/// \e |
| 71 | 71 |
SoplexLp(); |
| 72 | 72 |
/// \e |
| 73 | 73 |
SoplexLp(const SoplexLp&); |
| 74 | 74 |
/// \e |
| 75 | 75 |
~SoplexLp(); |
| 76 | 76 |
/// \e |
| 77 | 77 |
virtual SoplexLp* newSolver() const; |
| 78 | 78 |
/// \e |
| 79 | 79 |
virtual SoplexLp* cloneSolver() const; |
| 80 | 80 |
|
| 81 | 81 |
protected: |
| 82 | 82 |
|
| 83 | 83 |
virtual const char* _solverName() const; |
| 84 | 84 |
|
| 85 | 85 |
virtual int _addCol(); |
| 86 | 86 |
virtual int _addRow(); |
| 87 |
virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u); |
|
| 87 | 88 |
|
| 88 | 89 |
virtual void _eraseCol(int i); |
| 89 | 90 |
virtual void _eraseRow(int i); |
| 90 | 91 |
|
| 91 | 92 |
virtual void _eraseColId(int i); |
| 92 | 93 |
virtual void _eraseRowId(int i); |
| 93 | 94 |
|
| 94 | 95 |
virtual void _getColName(int col, std::string& name) const; |
| 95 | 96 |
virtual void _setColName(int col, const std::string& name); |
| 96 | 97 |
virtual int _colByName(const std::string& name) const; |
| 97 | 98 |
|
| 98 | 99 |
virtual void _getRowName(int row, std::string& name) const; |
| 99 | 100 |
virtual void _setRowName(int row, const std::string& name); |
| 100 | 101 |
virtual int _rowByName(const std::string& name) const; |
| 101 | 102 |
|
| 102 | 103 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
| 103 | 104 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
| 104 | 105 |
|
| 105 | 106 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
| 106 | 107 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
| 107 | 108 |
|
| 108 | 109 |
virtual void _setCoeff(int row, int col, Value value); |
| 109 | 110 |
virtual Value _getCoeff(int row, int col) const; |
| 110 | 111 |
|
| 111 | 112 |
virtual void _setColLowerBound(int i, Value value); |
| 112 | 113 |
virtual Value _getColLowerBound(int i) const; |
| 113 | 114 |
virtual void _setColUpperBound(int i, Value value); |
| 114 | 115 |
virtual Value _getColUpperBound(int i) const; |
| 115 | 116 |
|
| 116 | 117 |
virtual void _setRowLowerBound(int i, Value value); |
| 117 | 118 |
virtual Value _getRowLowerBound(int i) const; |
| 118 | 119 |
virtual void _setRowUpperBound(int i, Value value); |
| 119 | 120 |
virtual Value _getRowUpperBound(int i) const; |
| 120 | 121 |
|
| 121 | 122 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
| 122 | 123 |
virtual void _getObjCoeffs(InsertIterator b) const; |
| 123 | 124 |
|
| 124 | 125 |
virtual void _setObjCoeff(int i, Value obj_coef); |
| 125 | 126 |
virtual Value _getObjCoeff(int i) const; |
| 126 | 127 |
|
| 127 | 128 |
virtual void _setSense(Sense sense); |
| 128 | 129 |
virtual Sense _getSense() const; |
| 129 | 130 |
|
| 130 | 131 |
virtual SolveExitStatus _solve(); |
| 131 | 132 |
virtual Value _getPrimal(int i) const; |
| 132 | 133 |
virtual Value _getDual(int i) const; |
| 133 | 134 |
|
| 134 | 135 |
virtual Value _getPrimalValue() const; |
| 135 | 136 |
|
| 136 | 137 |
virtual Value _getPrimalRay(int i) const; |
| 137 | 138 |
virtual Value _getDualRay(int i) const; |
| 138 | 139 |
|
| 139 | 140 |
virtual VarStatus _getColStatus(int i) const; |
| 140 | 141 |
virtual VarStatus _getRowStatus(int i) const; |
| 141 | 142 |
|
| 142 | 143 |
virtual ProblemType _getPrimalType() const; |
| 143 | 144 |
virtual ProblemType _getDualType() const; |
| 144 | 145 |
|
| 145 | 146 |
virtual void _clear(); |
| 146 | 147 |
|
| 147 | 148 |
void _messageLevel(MessageLevel m); |
| 148 | 149 |
void _applyMessageLevel(); |
| 149 | 150 |
|
| 150 | 151 |
int _message_level; |
| 151 | 152 |
|
| 152 | 153 |
}; |
| 153 | 154 |
|
| 154 | 155 |
} //END OF NAMESPACE LEMON |
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|
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#endif //LEMON_SOPLEX_H |
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