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/* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | 2 |
* |
| 3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
| 4 | 4 |
* |
| 5 | 5 |
* Copyright (C) 2003-2009 |
| 6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 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); |
| 289 | 301 |
generator1.setMaxPass(3); |
| 290 | 302 |
generator1.setMaxProbe(100); |
| 291 | 303 |
generator1.setMaxLook(50); |
| 292 | 304 |
generator1.setRowCuts(3); |
| 293 | 305 |
_cbc_model->addCutGenerator(&generator1, -1, "Probing"); |
| 294 | 306 |
|
| 295 | 307 |
CglGomory generator2; |
| 296 | 308 |
generator2.setLimit(300); |
| 297 | 309 |
_cbc_model->addCutGenerator(&generator2, -1, "Gomory"); |
| 298 | 310 |
|
| 299 | 311 |
CglKnapsackCover generator3; |
| 300 | 312 |
_cbc_model->addCutGenerator(&generator3, -1, "Knapsack"); |
| 301 | 313 |
|
| 302 | 314 |
CglOddHole generator4; |
| 303 | 315 |
generator4.setMinimumViolation(0.005); |
| 304 | 316 |
generator4.setMinimumViolationPer(0.00002); |
| 305 | 317 |
generator4.setMaximumEntries(200); |
| 306 | 318 |
_cbc_model->addCutGenerator(&generator4, -1, "OddHole"); |
| 307 | 319 |
|
| 308 | 320 |
CglClique generator5; |
| 309 | 321 |
generator5.setStarCliqueReport(false); |
| 310 | 322 |
generator5.setRowCliqueReport(false); |
| 311 | 323 |
_cbc_model->addCutGenerator(&generator5, -1, "Clique"); |
| 312 | 324 |
|
| 313 | 325 |
CglMixedIntegerRounding mixedGen; |
| 314 | 326 |
_cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding"); |
| 315 | 327 |
|
| 316 | 328 |
CglFlowCover flowGen; |
| 317 | 329 |
_cbc_model->addCutGenerator(&flowGen, -1, "FlowCover"); |
| 318 | 330 |
|
| 319 | 331 |
#ifdef COIN_HAS_CLP |
| 320 | 332 |
OsiClpSolverInterface* osiclp = |
| 321 | 333 |
dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver()); |
| 322 | 334 |
if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) {
|
| 323 | 335 |
osiclp->setupForRepeatedUse(2, 0); |
| 324 | 336 |
} |
| 325 | 337 |
#endif |
| 326 | 338 |
|
| 327 | 339 |
CbcRounding heuristic1(*_cbc_model); |
| 328 | 340 |
heuristic1.setWhen(3); |
| 329 | 341 |
_cbc_model->addHeuristic(&heuristic1); |
| 330 | 342 |
|
| 331 | 343 |
CbcHeuristicLocal heuristic2(*_cbc_model); |
| 332 | 344 |
heuristic2.setWhen(3); |
| 333 | 345 |
_cbc_model->addHeuristic(&heuristic2); |
| 334 | 346 |
|
| 335 | 347 |
CbcHeuristicGreedyCover heuristic3(*_cbc_model); |
| 336 | 348 |
heuristic3.setAlgorithm(11); |
| 337 | 349 |
heuristic3.setWhen(3); |
| 338 | 350 |
_cbc_model->addHeuristic(&heuristic3); |
| 339 | 351 |
|
| 340 | 352 |
CbcHeuristicFPump heuristic4(*_cbc_model); |
| 341 | 353 |
heuristic4.setWhen(3); |
| 342 | 354 |
_cbc_model->addHeuristic(&heuristic4); |
| 343 | 355 |
|
| 344 | 356 |
CbcHeuristicRINS heuristic5(*_cbc_model); |
| 345 | 357 |
heuristic5.setWhen(3); |
| 346 | 358 |
_cbc_model->addHeuristic(&heuristic5); |
| 347 | 359 |
|
| 348 | 360 |
if (_cbc_model->getNumCols() < 500) {
|
| 349 | 361 |
_cbc_model->setMaximumCutPassesAtRoot(-100); |
| 350 | 362 |
} else if (_cbc_model->getNumCols() < 5000) {
|
| 351 | 363 |
_cbc_model->setMaximumCutPassesAtRoot(100); |
| 352 | 364 |
} else {
|
| 353 | 365 |
_cbc_model->setMaximumCutPassesAtRoot(20); |
| 354 | 366 |
} |
| 355 | 367 |
|
| 356 | 368 |
if (_cbc_model->getNumCols() < 5000) {
|
| 357 | 369 |
_cbc_model->setNumberStrong(10); |
| 358 | 370 |
} |
| 359 | 371 |
|
| 360 | 372 |
_cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100); |
| 361 | 373 |
_cbc_model->branchAndBound(); |
| 362 | 374 |
} |
| 363 | 375 |
|
| 364 | 376 |
if (_cbc_model->isAbandoned()) {
|
| 365 | 377 |
return UNSOLVED; |
| 366 | 378 |
} else {
|
| 367 | 379 |
return SOLVED; |
| 368 | 380 |
} |
| 369 | 381 |
} |
| 370 | 382 |
|
| 371 | 383 |
CbcMip::Value CbcMip::_getSol(int i) const {
|
| 372 | 384 |
return _cbc_model->getColSolution()[i]; |
| 373 | 385 |
} |
| 374 | 386 |
|
| 375 | 387 |
CbcMip::Value CbcMip::_getSolValue() const {
|
| 376 | 388 |
return _cbc_model->getObjValue(); |
| 377 | 389 |
} |
| 378 | 390 |
|
| 379 | 391 |
CbcMip::ProblemType CbcMip::_getType() const {
|
| 380 | 392 |
if (_cbc_model->isProvenOptimal()) {
|
| 381 | 393 |
return OPTIMAL; |
| 382 | 394 |
} else if (_cbc_model->isContinuousUnbounded()) {
|
| 383 | 395 |
return UNBOUNDED; |
| 384 | 396 |
} |
| 385 | 397 |
return FEASIBLE; |
| 386 | 398 |
} |
| 387 | 399 |
|
| 388 | 400 |
void CbcMip::_setSense(Sense sense) {
|
| 389 | 401 |
switch (sense) {
|
| 390 | 402 |
case MIN: |
| 391 | 403 |
_prob->setOptimizationDirection(1.0); |
| 392 | 404 |
break; |
| 393 | 405 |
case MAX: |
| 394 | 406 |
_prob->setOptimizationDirection(- 1.0); |
| 395 | 407 |
break; |
| 396 | 408 |
} |
| 397 | 409 |
} |
| 398 | 410 |
|
| 399 | 411 |
CbcMip::Sense CbcMip::_getSense() const {
|
| 400 | 412 |
if (_prob->optimizationDirection() > 0.0) {
|
| 401 | 413 |
return MIN; |
| 402 | 414 |
} else if (_prob->optimizationDirection() < 0.0) {
|
| 403 | 415 |
return MAX; |
| 404 | 416 |
} else {
|
| 405 | 417 |
LEMON_ASSERT(false, "Wrong sense"); |
| 406 | 418 |
return CbcMip::Sense(); |
| 407 | 419 |
} |
| 408 | 420 |
} |
| 409 | 421 |
|
| 410 | 422 |
void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) {
|
| 411 | 423 |
switch (col_type){
|
| 412 | 424 |
case INTEGER: |
| 413 | 425 |
_prob->setInteger(i); |
| 414 | 426 |
break; |
| 415 | 427 |
case REAL: |
| 416 | 428 |
_prob->setContinuous(i); |
| 417 | 429 |
break; |
| 418 | 430 |
default:; |
| 419 | 431 |
LEMON_ASSERT(false, "Wrong sense"); |
| 420 | 432 |
} |
| 421 | 433 |
} |
| 422 | 434 |
|
| 423 | 435 |
CbcMip::ColTypes CbcMip::_getColType(int i) const {
|
| 424 | 436 |
return _prob->getColumnIsInteger(i) ? INTEGER : REAL; |
| 425 | 437 |
} |
| 426 | 438 |
|
| 427 | 439 |
void CbcMip::_clear() {
|
| 428 | 440 |
delete _prob; |
| 429 | 441 |
if (_osi_solver) {
|
| 430 | 442 |
delete _osi_solver; |
| 431 | 443 |
_osi_solver = 0; |
| 432 | 444 |
} |
| 433 | 445 |
if (_cbc_model) {
|
| 434 | 446 |
delete _cbc_model; |
| 435 | 447 |
_cbc_model = 0; |
| 436 | 448 |
} |
| 437 | 449 |
|
| 438 | 450 |
_prob = new CoinModel(); |
| 439 | 451 |
rows.clear(); |
| 440 | 452 |
cols.clear(); |
| 441 | 453 |
} |
| 442 | 454 |
|
| 443 | 455 |
void CbcMip::_messageLevel(MessageLevel level) {
|
| 444 | 456 |
switch (level) {
|
| 445 | 457 |
case MESSAGE_NOTHING: |
| 446 | 458 |
_message_level = 0; |
| 447 | 459 |
break; |
| 448 | 460 |
case MESSAGE_ERROR: |
| 449 | 461 |
_message_level = 1; |
| 450 | 462 |
break; |
| 451 | 463 |
case MESSAGE_WARNING: |
| 452 | 464 |
_message_level = 1; |
| 453 | 465 |
break; |
| 454 | 466 |
case MESSAGE_NORMAL: |
| 455 | 467 |
_message_level = 2; |
| 456 | 468 |
break; |
| 457 | 469 |
case MESSAGE_VERBOSE: |
| 458 | 470 |
_message_level = 3; |
| 459 | 471 |
break; |
| 460 | 472 |
} |
| 461 | 473 |
} |
| 462 | 474 |
|
| 463 | 475 |
} //END OF NAMESPACE LEMON |
| 1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | 2 |
* |
| 3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
| 4 | 4 |
* |
| 5 | 5 |
* Copyright (C) 2003-2009 |
| 6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 12 | 12 |
* |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 16 | 16 |
* |
| 17 | 17 |
*/ |
| 18 | 18 |
|
| 19 | 19 |
// -*- C++ -*- |
| 20 | 20 |
#ifndef LEMON_CBC_H |
| 21 | 21 |
#define LEMON_CBC_H |
| 22 | 22 |
|
| 23 | 23 |
///\file |
| 24 | 24 |
///\brief Header of the LEMON-CBC mip solver interface. |
| 25 | 25 |
///\ingroup lp_group |
| 26 | 26 |
|
| 27 | 27 |
#include <lemon/lp_base.h> |
| 28 | 28 |
|
| 29 | 29 |
class CoinModel; |
| 30 | 30 |
class OsiSolverInterface; |
| 31 | 31 |
class CbcModel; |
| 32 | 32 |
|
| 33 | 33 |
namespace lemon {
|
| 34 | 34 |
|
| 35 | 35 |
/// \brief Interface for the CBC MIP solver |
| 36 | 36 |
/// |
| 37 | 37 |
/// This class implements an interface for the CBC MIP solver. |
| 38 | 38 |
///\ingroup lp_group |
| 39 | 39 |
class CbcMip : public MipSolver {
|
| 40 | 40 |
protected: |
| 41 | 41 |
|
| 42 | 42 |
CoinModel *_prob; |
| 43 | 43 |
OsiSolverInterface *_osi_solver; |
| 44 | 44 |
CbcModel *_cbc_model; |
| 45 | 45 |
|
| 46 | 46 |
public: |
| 47 | 47 |
|
| 48 | 48 |
/// \e |
| 49 | 49 |
CbcMip(); |
| 50 | 50 |
/// \e |
| 51 | 51 |
CbcMip(const CbcMip&); |
| 52 | 52 |
/// \e |
| 53 | 53 |
~CbcMip(); |
| 54 | 54 |
/// \e |
| 55 | 55 |
virtual CbcMip* newSolver() const; |
| 56 | 56 |
/// \e |
| 57 | 57 |
virtual CbcMip* cloneSolver() const; |
| 58 | 58 |
|
| 59 | 59 |
protected: |
| 60 | 60 |
|
| 61 | 61 |
virtual const char* _solverName() const; |
| 62 | 62 |
|
| 63 | 63 |
virtual int _addCol(); |
| 64 | 64 |
virtual int _addRow(); |
| 65 |
virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u); |
|
| 65 | 66 |
|
| 66 | 67 |
virtual void _eraseCol(int i); |
| 67 | 68 |
virtual void _eraseRow(int i); |
| 68 | 69 |
|
| 69 | 70 |
virtual void _eraseColId(int i); |
| 70 | 71 |
virtual void _eraseRowId(int i); |
| 71 | 72 |
|
| 72 | 73 |
virtual void _getColName(int col, std::string& name) const; |
| 73 | 74 |
virtual void _setColName(int col, const std::string& name); |
| 74 | 75 |
virtual int _colByName(const std::string& name) const; |
| 75 | 76 |
|
| 76 | 77 |
virtual void _getRowName(int row, std::string& name) const; |
| 77 | 78 |
virtual void _setRowName(int row, const std::string& name); |
| 78 | 79 |
virtual int _rowByName(const std::string& name) const; |
| 79 | 80 |
|
| 80 | 81 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
| 81 | 82 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
| 82 | 83 |
|
| 83 | 84 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
| 84 | 85 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
| 85 | 86 |
|
| 86 | 87 |
virtual void _setCoeff(int row, int col, Value value); |
| 87 | 88 |
virtual Value _getCoeff(int row, int col) const; |
| 88 | 89 |
|
| 89 | 90 |
virtual void _setColLowerBound(int i, Value value); |
| 90 | 91 |
virtual Value _getColLowerBound(int i) const; |
| 91 | 92 |
virtual void _setColUpperBound(int i, Value value); |
| 92 | 93 |
virtual Value _getColUpperBound(int i) const; |
| 93 | 94 |
|
| 94 | 95 |
virtual void _setRowLowerBound(int i, Value value); |
| 95 | 96 |
virtual Value _getRowLowerBound(int i) const; |
| 96 | 97 |
virtual void _setRowUpperBound(int i, Value value); |
| 97 | 98 |
virtual Value _getRowUpperBound(int i) const; |
| 98 | 99 |
|
| 99 | 100 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
| 100 | 101 |
virtual void _getObjCoeffs(InsertIterator b) const; |
| 101 | 102 |
|
| 102 | 103 |
virtual void _setObjCoeff(int i, Value obj_coef); |
| 103 | 104 |
virtual Value _getObjCoeff(int i) const; |
| 104 | 105 |
|
| 105 | 106 |
virtual void _setSense(Sense sense); |
| 106 | 107 |
virtual Sense _getSense() const; |
| 107 | 108 |
|
| 108 | 109 |
virtual ColTypes _getColType(int col) const; |
| 109 | 110 |
virtual void _setColType(int col, ColTypes col_type); |
| 110 | 111 |
|
| 111 | 112 |
virtual SolveExitStatus _solve(); |
| 112 | 113 |
virtual ProblemType _getType() const; |
| 113 | 114 |
virtual Value _getSol(int i) const; |
| 114 | 115 |
virtual Value _getSolValue() const; |
| 115 | 116 |
|
| 116 | 117 |
virtual void _clear(); |
| 117 | 118 |
|
| 118 | 119 |
virtual void _messageLevel(MessageLevel level); |
| 119 | 120 |
void _applyMessageLevel(); |
| 120 | 121 |
|
| 121 | 122 |
int _message_level; |
| 122 | 123 |
|
| 123 | 124 |
|
| 124 | 125 |
|
| 125 | 126 |
}; |
| 126 | 127 |
|
| 127 | 128 |
} |
| 128 | 129 |
|
| 129 | 130 |
#endif |
| 1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | 2 |
* |
| 3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
| 4 | 4 |
* |
| 5 | 5 |
* Copyright (C) 2003-2008 |
| 6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 12 | 12 |
* |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 16 | 16 |
* |
| 17 | 17 |
*/ |
| 18 | 18 |
|
| 19 | 19 |
#include <lemon/clp.h> |
| 20 | 20 |
#include <coin/ClpSimplex.hpp> |
| 21 | 21 |
|
| 22 | 22 |
namespace lemon {
|
| 23 | 23 |
|
| 24 | 24 |
ClpLp::ClpLp() {
|
| 25 | 25 |
_prob = new ClpSimplex(); |
| 26 | 26 |
_init_temporals(); |
| 27 | 27 |
messageLevel(MESSAGE_NOTHING); |
| 28 | 28 |
} |
| 29 | 29 |
|
| 30 | 30 |
ClpLp::ClpLp(const ClpLp& other) {
|
| 31 | 31 |
_prob = new ClpSimplex(*other._prob); |
| 32 | 32 |
rows = other.rows; |
| 33 | 33 |
cols = other.cols; |
| 34 | 34 |
_init_temporals(); |
| 35 | 35 |
messageLevel(MESSAGE_NOTHING); |
| 36 | 36 |
} |
| 37 | 37 |
|
| 38 | 38 |
ClpLp::~ClpLp() {
|
| 39 | 39 |
delete _prob; |
| 40 | 40 |
_clear_temporals(); |
| 41 | 41 |
} |
| 42 | 42 |
|
| 43 | 43 |
void ClpLp::_init_temporals() {
|
| 44 | 44 |
_primal_ray = 0; |
| 45 | 45 |
_dual_ray = 0; |
| 46 | 46 |
} |
| 47 | 47 |
|
| 48 | 48 |
void ClpLp::_clear_temporals() {
|
| 49 | 49 |
if (_primal_ray) {
|
| 50 | 50 |
delete[] _primal_ray; |
| 51 | 51 |
_primal_ray = 0; |
| 52 | 52 |
} |
| 53 | 53 |
if (_dual_ray) {
|
| 54 | 54 |
delete[] _dual_ray; |
| 55 | 55 |
_dual_ray = 0; |
| 56 | 56 |
} |
| 57 | 57 |
} |
| 58 | 58 |
|
| 59 | 59 |
ClpLp* ClpLp::newSolver() const {
|
| 60 | 60 |
ClpLp* newlp = new ClpLp; |
| 61 | 61 |
return newlp; |
| 62 | 62 |
} |
| 63 | 63 |
|
| 64 | 64 |
ClpLp* ClpLp::cloneSolver() const {
|
| 65 | 65 |
ClpLp* copylp = new ClpLp(*this); |
| 66 | 66 |
return copylp; |
| 67 | 67 |
} |
| 68 | 68 |
|
| 69 | 69 |
const char* ClpLp::_solverName() const { return "ClpLp"; }
|
| 70 | 70 |
|
| 71 | 71 |
int ClpLp::_addCol() {
|
| 72 | 72 |
_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0); |
| 73 | 73 |
return _prob->numberColumns() - 1; |
| 74 | 74 |
} |
| 75 | 75 |
|
| 76 | 76 |
int ClpLp::_addRow() {
|
| 77 | 77 |
_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
| 78 | 78 |
return _prob->numberRows() - 1; |
| 79 | 79 |
} |
| 80 | 80 |
|
| 81 |
int ClpLp::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
|
|
| 82 |
std::vector<int> indexes; |
|
| 83 |
std::vector<Value> values; |
|
| 84 |
|
|
| 85 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 86 |
indexes.push_back(it->first); |
|
| 87 |
values.push_back(it->second); |
|
| 88 |
} |
|
| 89 |
|
|
| 90 |
_prob->addRow(values.size(), &indexes.front(), &values.front(), l, u); |
|
| 91 |
return _prob->numberRows() - 1; |
|
| 92 |
} |
|
| 93 |
|
|
| 81 | 94 |
|
| 82 | 95 |
void ClpLp::_eraseCol(int c) {
|
| 83 | 96 |
_col_names_ref.erase(_prob->getColumnName(c)); |
| 84 | 97 |
_prob->deleteColumns(1, &c); |
| 85 | 98 |
} |
| 86 | 99 |
|
| 87 | 100 |
void ClpLp::_eraseRow(int r) {
|
| 88 | 101 |
_row_names_ref.erase(_prob->getRowName(r)); |
| 89 | 102 |
_prob->deleteRows(1, &r); |
| 90 | 103 |
} |
| 91 | 104 |
|
| 92 | 105 |
void ClpLp::_eraseColId(int i) {
|
| 93 | 106 |
cols.eraseIndex(i); |
| 94 | 107 |
cols.shiftIndices(i); |
| 95 | 108 |
} |
| 96 | 109 |
|
| 97 | 110 |
void ClpLp::_eraseRowId(int i) {
|
| 98 | 111 |
rows.eraseIndex(i); |
| 99 | 112 |
rows.shiftIndices(i); |
| 100 | 113 |
} |
| 101 | 114 |
|
| 102 | 115 |
void ClpLp::_getColName(int c, std::string& name) const {
|
| 103 | 116 |
name = _prob->getColumnName(c); |
| 104 | 117 |
} |
| 105 | 118 |
|
| 106 | 119 |
void ClpLp::_setColName(int c, const std::string& name) {
|
| 107 | 120 |
_prob->setColumnName(c, const_cast<std::string&>(name)); |
| 108 | 121 |
_col_names_ref[name] = c; |
| 109 | 122 |
} |
| 110 | 123 |
|
| 111 | 124 |
int ClpLp::_colByName(const std::string& name) const {
|
| 112 | 125 |
std::map<std::string, int>::const_iterator it = _col_names_ref.find(name); |
| 113 | 126 |
return it != _col_names_ref.end() ? it->second : -1; |
| 114 | 127 |
} |
| 115 | 128 |
|
| 116 | 129 |
void ClpLp::_getRowName(int r, std::string& name) const {
|
| 117 | 130 |
name = _prob->getRowName(r); |
| 118 | 131 |
} |
| 119 | 132 |
|
| 120 | 133 |
void ClpLp::_setRowName(int r, const std::string& name) {
|
| 121 | 134 |
_prob->setRowName(r, const_cast<std::string&>(name)); |
| 122 | 135 |
_row_names_ref[name] = r; |
| 123 | 136 |
} |
| 124 | 137 |
|
| 125 | 138 |
int ClpLp::_rowByName(const std::string& name) const {
|
| 126 | 139 |
std::map<std::string, int>::const_iterator it = _row_names_ref.find(name); |
| 127 | 140 |
return it != _row_names_ref.end() ? it->second : -1; |
| 128 | 141 |
} |
| 129 | 142 |
|
| 130 | 143 |
|
| 131 | 144 |
void ClpLp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) {
|
| 132 | 145 |
std::map<int, Value> coeffs; |
| 133 | 146 |
|
| 134 | 147 |
int n = _prob->clpMatrix()->getNumCols(); |
| 135 | 148 |
|
| 136 | 149 |
const int* indices = _prob->clpMatrix()->getIndices(); |
| 137 | 150 |
const double* elements = _prob->clpMatrix()->getElements(); |
| 138 | 151 |
|
| 139 | 152 |
for (int i = 0; i < n; ++i) {
|
| 140 | 153 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
| 141 | 154 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
| 142 | 155 |
|
| 143 | 156 |
const int* it = std::lower_bound(indices + begin, indices + end, ix); |
| 144 | 157 |
if (it != indices + end && *it == ix && elements[it - indices] != 0.0) {
|
| 145 | 158 |
coeffs[i] = 0.0; |
| 146 | 159 |
} |
| 147 | 160 |
} |
| 148 | 161 |
|
| 149 | 162 |
for (ExprIterator it = b; it != e; ++it) {
|
| 150 | 163 |
coeffs[it->first] = it->second; |
| 151 | 164 |
} |
| 152 | 165 |
|
| 153 | 166 |
for (std::map<int, Value>::iterator it = coeffs.begin(); |
| 154 | 167 |
it != coeffs.end(); ++it) {
|
| 155 | 168 |
_prob->modifyCoefficient(ix, it->first, it->second); |
| 156 | 169 |
} |
| 157 | 170 |
} |
| 158 | 171 |
|
| 159 | 172 |
void ClpLp::_getRowCoeffs(int ix, InsertIterator b) const {
|
| 160 | 173 |
int n = _prob->clpMatrix()->getNumCols(); |
| 161 | 174 |
|
| 162 | 175 |
const int* indices = _prob->clpMatrix()->getIndices(); |
| 163 | 176 |
const double* elements = _prob->clpMatrix()->getElements(); |
| 164 | 177 |
|
| 165 | 178 |
for (int i = 0; i < n; ++i) {
|
| 166 | 179 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
| 167 | 180 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
| 168 | 181 |
|
| 169 | 182 |
const int* it = std::lower_bound(indices + begin, indices + end, ix); |
| 170 | 183 |
if (it != indices + end && *it == ix) {
|
| 171 | 184 |
*b = std::make_pair(i, elements[it - indices]); |
| 172 | 185 |
} |
| 173 | 186 |
} |
| 174 | 187 |
} |
| 175 | 188 |
|
| 176 | 189 |
void ClpLp::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
|
| 177 | 190 |
std::map<int, Value> coeffs; |
| 178 | 191 |
|
| 179 | 192 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
| 180 | 193 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
| 181 | 194 |
|
| 182 | 195 |
const int* indices = _prob->clpMatrix()->getIndices(); |
| 183 | 196 |
const double* elements = _prob->clpMatrix()->getElements(); |
| 184 | 197 |
|
| 185 | 198 |
for (CoinBigIndex i = begin; i != end; ++i) {
|
| 186 | 199 |
if (elements[i] != 0.0) {
|
| 187 | 200 |
coeffs[indices[i]] = 0.0; |
| 188 | 201 |
} |
| 189 | 202 |
} |
| 190 | 203 |
for (ExprIterator it = b; it != e; ++it) {
|
| 191 | 204 |
coeffs[it->first] = it->second; |
| 192 | 205 |
} |
| 193 | 206 |
for (std::map<int, Value>::iterator it = coeffs.begin(); |
| 194 | 207 |
it != coeffs.end(); ++it) {
|
| 195 | 208 |
_prob->modifyCoefficient(it->first, ix, it->second); |
| 196 | 209 |
} |
| 197 | 210 |
} |
| 198 | 211 |
|
| 199 | 212 |
void ClpLp::_getColCoeffs(int ix, InsertIterator b) const {
|
| 200 | 213 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
| 201 | 214 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
| 202 | 215 |
|
| 203 | 216 |
const int* indices = _prob->clpMatrix()->getIndices(); |
| 204 | 217 |
const double* elements = _prob->clpMatrix()->getElements(); |
| 205 | 218 |
|
| 206 | 219 |
for (CoinBigIndex i = begin; i != end; ++i) {
|
| 207 | 220 |
*b = std::make_pair(indices[i], elements[i]); |
| 208 | 221 |
++b; |
| 209 | 222 |
} |
| 210 | 223 |
} |
| 211 | 224 |
|
| 212 | 225 |
void ClpLp::_setCoeff(int ix, int jx, Value value) {
|
| 213 | 226 |
_prob->modifyCoefficient(ix, jx, value); |
| 214 | 227 |
} |
| 215 | 228 |
|
| 216 | 229 |
ClpLp::Value ClpLp::_getCoeff(int ix, int jx) const {
|
| 217 | 230 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
| 218 | 231 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
| 219 | 232 |
|
| 220 | 233 |
const int* indices = _prob->clpMatrix()->getIndices(); |
| 221 | 234 |
const double* elements = _prob->clpMatrix()->getElements(); |
| 222 | 235 |
|
| 223 | 236 |
const int* it = std::lower_bound(indices + begin, indices + end, jx); |
| 224 | 237 |
if (it != indices + end && *it == jx) {
|
| 225 | 238 |
return elements[it - indices]; |
| 226 | 239 |
} else {
|
| 227 | 240 |
return 0.0; |
| 228 | 241 |
} |
| 229 | 242 |
} |
| 230 | 243 |
|
| 231 | 244 |
void ClpLp::_setColLowerBound(int i, Value lo) {
|
| 232 | 245 |
_prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
| 233 | 246 |
} |
| 234 | 247 |
|
| 235 | 248 |
ClpLp::Value ClpLp::_getColLowerBound(int i) const {
|
| 236 | 249 |
double val = _prob->getColLower()[i]; |
| 237 | 250 |
return val == - COIN_DBL_MAX ? - INF : val; |
| 238 | 251 |
} |
| 239 | 252 |
|
| 240 | 253 |
void ClpLp::_setColUpperBound(int i, Value up) {
|
| 241 | 254 |
_prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
| 242 | 255 |
} |
| 243 | 256 |
|
| 244 | 257 |
ClpLp::Value ClpLp::_getColUpperBound(int i) const {
|
| 245 | 258 |
double val = _prob->getColUpper()[i]; |
| 246 | 259 |
return val == COIN_DBL_MAX ? INF : val; |
| 247 | 260 |
} |
| 248 | 261 |
|
| 249 | 262 |
void ClpLp::_setRowLowerBound(int i, Value lo) {
|
| 250 | 263 |
_prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
| 251 | 264 |
} |
| 252 | 265 |
|
| 253 | 266 |
ClpLp::Value ClpLp::_getRowLowerBound(int i) const {
|
| 254 | 267 |
double val = _prob->getRowLower()[i]; |
| 255 | 268 |
return val == - COIN_DBL_MAX ? - INF : val; |
| 256 | 269 |
} |
| 257 | 270 |
|
| 258 | 271 |
void ClpLp::_setRowUpperBound(int i, Value up) {
|
| 259 | 272 |
_prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
| 260 | 273 |
} |
| 261 | 274 |
|
| 262 | 275 |
ClpLp::Value ClpLp::_getRowUpperBound(int i) const {
|
| 263 | 276 |
double val = _prob->getRowUpper()[i]; |
| 264 | 277 |
return val == COIN_DBL_MAX ? INF : val; |
| 265 | 278 |
} |
| 266 | 279 |
|
| 267 | 280 |
void ClpLp::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
| 268 | 281 |
int num = _prob->clpMatrix()->getNumCols(); |
| 269 | 282 |
for (int i = 0; i < num; ++i) {
|
| 270 | 283 |
_prob->setObjectiveCoefficient(i, 0.0); |
| 271 | 284 |
} |
| 272 | 285 |
for (ExprIterator it = b; it != e; ++it) {
|
| 273 | 286 |
_prob->setObjectiveCoefficient(it->first, it->second); |
| 274 | 287 |
} |
| 275 | 288 |
} |
| 276 | 289 |
|
| 277 | 290 |
void ClpLp::_getObjCoeffs(InsertIterator b) const {
|
| 278 | 291 |
int num = _prob->clpMatrix()->getNumCols(); |
| 279 | 292 |
for (int i = 0; i < num; ++i) {
|
| 280 | 293 |
Value coef = _prob->getObjCoefficients()[i]; |
| 281 | 294 |
if (coef != 0.0) {
|
| 282 | 295 |
*b = std::make_pair(i, coef); |
| 283 | 296 |
++b; |
| 284 | 297 |
} |
| 285 | 298 |
} |
| 286 | 299 |
} |
| 287 | 300 |
|
| 288 | 301 |
void ClpLp::_setObjCoeff(int i, Value obj_coef) {
|
| 289 | 302 |
_prob->setObjectiveCoefficient(i, obj_coef); |
| 290 | 303 |
} |
| 291 | 304 |
|
| 292 | 305 |
ClpLp::Value ClpLp::_getObjCoeff(int i) const {
|
| 293 | 306 |
return _prob->getObjCoefficients()[i]; |
| 294 | 307 |
} |
| 295 | 308 |
|
| 296 | 309 |
ClpLp::SolveExitStatus ClpLp::_solve() {
|
| 297 | 310 |
return _prob->primal() >= 0 ? SOLVED : UNSOLVED; |
| 298 | 311 |
} |
| 299 | 312 |
|
| 300 | 313 |
ClpLp::SolveExitStatus ClpLp::solvePrimal() {
|
| 301 | 314 |
return _prob->primal() >= 0 ? SOLVED : UNSOLVED; |
| 302 | 315 |
} |
| 303 | 316 |
|
| 304 | 317 |
ClpLp::SolveExitStatus ClpLp::solveDual() {
|
| 305 | 318 |
return _prob->dual() >= 0 ? SOLVED : UNSOLVED; |
| 306 | 319 |
} |
| 307 | 320 |
|
| 308 | 321 |
ClpLp::SolveExitStatus ClpLp::solveBarrier() {
|
| 309 | 322 |
return _prob->barrier() >= 0 ? SOLVED : UNSOLVED; |
| 310 | 323 |
} |
| 311 | 324 |
|
| 312 | 325 |
ClpLp::Value ClpLp::_getPrimal(int i) const {
|
| 313 | 326 |
return _prob->primalColumnSolution()[i]; |
| 314 | 327 |
} |
| 315 | 328 |
ClpLp::Value ClpLp::_getPrimalValue() const {
|
| 316 | 329 |
return _prob->objectiveValue(); |
| 317 | 330 |
} |
| 318 | 331 |
|
| 319 | 332 |
ClpLp::Value ClpLp::_getDual(int i) const {
|
| 320 | 333 |
return _prob->dualRowSolution()[i]; |
| 321 | 334 |
} |
| 322 | 335 |
|
| 323 | 336 |
ClpLp::Value ClpLp::_getPrimalRay(int i) const {
|
| 324 | 337 |
if (!_primal_ray) {
|
| 325 | 338 |
_primal_ray = _prob->unboundedRay(); |
| 326 | 339 |
LEMON_ASSERT(_primal_ray != 0, "Primal ray is not provided"); |
| 327 | 340 |
} |
| 328 | 341 |
return _primal_ray[i]; |
| 329 | 342 |
} |
| 330 | 343 |
|
| 331 | 344 |
ClpLp::Value ClpLp::_getDualRay(int i) const {
|
| 332 | 345 |
if (!_dual_ray) {
|
| 333 | 346 |
_dual_ray = _prob->infeasibilityRay(); |
| 334 | 347 |
LEMON_ASSERT(_dual_ray != 0, "Dual ray is not provided"); |
| 335 | 348 |
} |
| 336 | 349 |
return _dual_ray[i]; |
| 337 | 350 |
} |
| 338 | 351 |
|
| 339 | 352 |
ClpLp::VarStatus ClpLp::_getColStatus(int i) const {
|
| 340 | 353 |
switch (_prob->getColumnStatus(i)) {
|
| 341 | 354 |
case ClpSimplex::basic: |
| 342 | 355 |
return BASIC; |
| 343 | 356 |
case ClpSimplex::isFree: |
| 344 | 357 |
return FREE; |
| 345 | 358 |
case ClpSimplex::atUpperBound: |
| 346 | 359 |
return UPPER; |
| 347 | 360 |
case ClpSimplex::atLowerBound: |
| 348 | 361 |
return LOWER; |
| 349 | 362 |
case ClpSimplex::isFixed: |
| 350 | 363 |
return FIXED; |
| 351 | 364 |
case ClpSimplex::superBasic: |
| 352 | 365 |
return FREE; |
| 353 | 366 |
default: |
| 354 | 367 |
LEMON_ASSERT(false, "Wrong column status"); |
| 355 | 368 |
return VarStatus(); |
| 356 | 369 |
} |
| 357 | 370 |
} |
| 358 | 371 |
|
| 359 | 372 |
ClpLp::VarStatus ClpLp::_getRowStatus(int i) const {
|
| 360 | 373 |
switch (_prob->getColumnStatus(i)) {
|
| 361 | 374 |
case ClpSimplex::basic: |
| 362 | 375 |
return BASIC; |
| 363 | 376 |
case ClpSimplex::isFree: |
| 364 | 377 |
return FREE; |
| 365 | 378 |
case ClpSimplex::atUpperBound: |
| 366 | 379 |
return UPPER; |
| 367 | 380 |
case ClpSimplex::atLowerBound: |
| 368 | 381 |
return LOWER; |
| 369 | 382 |
case ClpSimplex::isFixed: |
| 370 | 383 |
return FIXED; |
| 371 | 384 |
case ClpSimplex::superBasic: |
| 372 | 385 |
return FREE; |
| 373 | 386 |
default: |
| 374 | 387 |
LEMON_ASSERT(false, "Wrong row status"); |
| 375 | 388 |
return VarStatus(); |
| 376 | 389 |
} |
| 377 | 390 |
} |
| 378 | 391 |
|
| 379 | 392 |
|
| 380 | 393 |
ClpLp::ProblemType ClpLp::_getPrimalType() const {
|
| 381 | 394 |
if (_prob->isProvenOptimal()) {
|
| 382 | 395 |
return OPTIMAL; |
| 383 | 396 |
} else if (_prob->isProvenPrimalInfeasible()) {
|
| 384 | 397 |
return INFEASIBLE; |
| 385 | 398 |
} else if (_prob->isProvenDualInfeasible()) {
|
| 386 | 399 |
return UNBOUNDED; |
| 387 | 400 |
} else {
|
| 388 | 401 |
return UNDEFINED; |
| 389 | 402 |
} |
| 390 | 403 |
} |
| 391 | 404 |
|
| 392 | 405 |
ClpLp::ProblemType ClpLp::_getDualType() const {
|
| 393 | 406 |
if (_prob->isProvenOptimal()) {
|
| 394 | 407 |
return OPTIMAL; |
| 395 | 408 |
} else if (_prob->isProvenDualInfeasible()) {
|
| 396 | 409 |
return INFEASIBLE; |
| 397 | 410 |
} else if (_prob->isProvenPrimalInfeasible()) {
|
| 398 | 411 |
return INFEASIBLE; |
| 399 | 412 |
} else {
|
| 400 | 413 |
return UNDEFINED; |
| 401 | 414 |
} |
| 402 | 415 |
} |
| 403 | 416 |
|
| 404 | 417 |
void ClpLp::_setSense(ClpLp::Sense sense) {
|
| 405 | 418 |
switch (sense) {
|
| 406 | 419 |
case MIN: |
| 407 | 420 |
_prob->setOptimizationDirection(1); |
| 408 | 421 |
break; |
| 409 | 422 |
case MAX: |
| 410 | 423 |
_prob->setOptimizationDirection(-1); |
| 411 | 424 |
break; |
| 412 | 425 |
} |
| 413 | 426 |
} |
| 414 | 427 |
|
| 415 | 428 |
ClpLp::Sense ClpLp::_getSense() const {
|
| 416 | 429 |
double dir = _prob->optimizationDirection(); |
| 417 | 430 |
if (dir > 0.0) {
|
| 418 | 431 |
return MIN; |
| 419 | 432 |
} else {
|
| 420 | 433 |
return MAX; |
| 421 | 434 |
} |
| 422 | 435 |
} |
| 423 | 436 |
|
| 424 | 437 |
void ClpLp::_clear() {
|
| 425 | 438 |
delete _prob; |
| 426 | 439 |
_prob = new ClpSimplex(); |
| 427 | 440 |
rows.clear(); |
| 428 | 441 |
cols.clear(); |
| 429 | 442 |
_col_names_ref.clear(); |
| 430 | 443 |
_clear_temporals(); |
| 431 | 444 |
} |
| 432 | 445 |
|
| 433 | 446 |
void ClpLp::_messageLevel(MessageLevel level) {
|
| 434 | 447 |
switch (level) {
|
| 435 | 448 |
case MESSAGE_NOTHING: |
| 436 | 449 |
_prob->setLogLevel(0); |
| 437 | 450 |
break; |
| 438 | 451 |
case MESSAGE_ERROR: |
| 439 | 452 |
_prob->setLogLevel(1); |
| 440 | 453 |
break; |
| 441 | 454 |
case MESSAGE_WARNING: |
| 442 | 455 |
_prob->setLogLevel(2); |
| 443 | 456 |
break; |
| 444 | 457 |
case MESSAGE_NORMAL: |
| 445 | 458 |
_prob->setLogLevel(3); |
| 446 | 459 |
break; |
| 447 | 460 |
case MESSAGE_VERBOSE: |
| 448 | 461 |
_prob->setLogLevel(4); |
| 449 | 462 |
break; |
| 450 | 463 |
} |
| 451 | 464 |
} |
| 452 | 465 |
|
| 453 | 466 |
} //END OF NAMESPACE LEMON |
| 1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | 2 |
* |
| 3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
| 4 | 4 |
* |
| 5 | 5 |
* Copyright (C) 2003-2008 |
| 6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 12 | 12 |
* |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 16 | 16 |
* |
| 17 | 17 |
*/ |
| 18 | 18 |
|
| 19 | 19 |
#ifndef LEMON_CLP_H |
| 20 | 20 |
#define LEMON_CLP_H |
| 21 | 21 |
|
| 22 | 22 |
///\file |
| 23 | 23 |
///\brief Header of the LEMON-CLP lp solver interface. |
| 24 | 24 |
|
| 25 | 25 |
#include <vector> |
| 26 | 26 |
#include <string> |
| 27 | 27 |
|
| 28 | 28 |
#include <lemon/lp_base.h> |
| 29 | 29 |
|
| 30 | 30 |
class ClpSimplex; |
| 31 | 31 |
|
| 32 | 32 |
namespace lemon {
|
| 33 | 33 |
|
| 34 | 34 |
/// \ingroup lp_group |
| 35 | 35 |
/// |
| 36 | 36 |
/// \brief Interface for the CLP solver |
| 37 | 37 |
/// |
| 38 | 38 |
/// This class implements an interface for the Clp LP solver. The |
| 39 | 39 |
/// Clp library is an object oriented lp solver library developed at |
| 40 | 40 |
/// the IBM. The CLP is part of the COIN-OR package and it can be |
| 41 | 41 |
/// used with Common Public License. |
| 42 | 42 |
class ClpLp : public LpSolver {
|
| 43 | 43 |
protected: |
| 44 | 44 |
|
| 45 | 45 |
ClpSimplex* _prob; |
| 46 | 46 |
|
| 47 | 47 |
std::map<std::string, int> _col_names_ref; |
| 48 | 48 |
std::map<std::string, int> _row_names_ref; |
| 49 | 49 |
|
| 50 | 50 |
public: |
| 51 | 51 |
|
| 52 | 52 |
/// \e |
| 53 | 53 |
ClpLp(); |
| 54 | 54 |
/// \e |
| 55 | 55 |
ClpLp(const ClpLp&); |
| 56 | 56 |
/// \e |
| 57 | 57 |
~ClpLp(); |
| 58 | 58 |
|
| 59 | 59 |
/// \e |
| 60 | 60 |
virtual ClpLp* newSolver() const; |
| 61 | 61 |
/// \e |
| 62 | 62 |
virtual ClpLp* cloneSolver() const; |
| 63 | 63 |
|
| 64 | 64 |
protected: |
| 65 | 65 |
|
| 66 | 66 |
mutable double* _primal_ray; |
| 67 | 67 |
mutable double* _dual_ray; |
| 68 | 68 |
|
| 69 | 69 |
void _init_temporals(); |
| 70 | 70 |
void _clear_temporals(); |
| 71 | 71 |
|
| 72 | 72 |
protected: |
| 73 | 73 |
|
| 74 | 74 |
virtual const char* _solverName() const; |
| 75 | 75 |
|
| 76 | 76 |
virtual int _addCol(); |
| 77 | 77 |
virtual int _addRow(); |
| 78 |
virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u); |
|
| 78 | 79 |
|
| 79 | 80 |
virtual void _eraseCol(int i); |
| 80 | 81 |
virtual void _eraseRow(int i); |
| 81 | 82 |
|
| 82 | 83 |
virtual void _eraseColId(int i); |
| 83 | 84 |
virtual void _eraseRowId(int i); |
| 84 | 85 |
|
| 85 | 86 |
virtual void _getColName(int col, std::string& name) const; |
| 86 | 87 |
virtual void _setColName(int col, const std::string& name); |
| 87 | 88 |
virtual int _colByName(const std::string& name) const; |
| 88 | 89 |
|
| 89 | 90 |
virtual void _getRowName(int row, std::string& name) const; |
| 90 | 91 |
virtual void _setRowName(int row, const std::string& name); |
| 91 | 92 |
virtual int _rowByName(const std::string& name) const; |
| 92 | 93 |
|
| 93 | 94 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
| 94 | 95 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
| 95 | 96 |
|
| 96 | 97 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
| 97 | 98 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
| 98 | 99 |
|
| 99 | 100 |
virtual void _setCoeff(int row, int col, Value value); |
| 100 | 101 |
virtual Value _getCoeff(int row, int col) const; |
| 101 | 102 |
|
| 102 | 103 |
virtual void _setColLowerBound(int i, Value value); |
| 103 | 104 |
virtual Value _getColLowerBound(int i) const; |
| 104 | 105 |
virtual void _setColUpperBound(int i, Value value); |
| 105 | 106 |
virtual Value _getColUpperBound(int i) const; |
| 106 | 107 |
|
| 107 | 108 |
virtual void _setRowLowerBound(int i, Value value); |
| 108 | 109 |
virtual Value _getRowLowerBound(int i) const; |
| 109 | 110 |
virtual void _setRowUpperBound(int i, Value value); |
| 110 | 111 |
virtual Value _getRowUpperBound(int i) const; |
| 111 | 112 |
|
| 112 | 113 |
virtual void _setObjCoeffs(ExprIterator, ExprIterator); |
| 113 | 114 |
virtual void _getObjCoeffs(InsertIterator) const; |
| 114 | 115 |
|
| 115 | 116 |
virtual void _setObjCoeff(int i, Value obj_coef); |
| 116 | 117 |
virtual Value _getObjCoeff(int i) const; |
| 117 | 118 |
|
| 118 | 119 |
virtual void _setSense(Sense sense); |
| 119 | 120 |
virtual Sense _getSense() const; |
| 120 | 121 |
|
| 121 | 122 |
virtual SolveExitStatus _solve(); |
| 122 | 123 |
|
| 123 | 124 |
virtual Value _getPrimal(int i) const; |
| 124 | 125 |
virtual Value _getDual(int i) const; |
| 125 | 126 |
|
| 126 | 127 |
virtual Value _getPrimalValue() const; |
| 127 | 128 |
|
| 128 | 129 |
virtual Value _getPrimalRay(int i) const; |
| 129 | 130 |
virtual Value _getDualRay(int i) const; |
| 130 | 131 |
|
| 131 | 132 |
virtual VarStatus _getColStatus(int i) const; |
| 132 | 133 |
virtual VarStatus _getRowStatus(int i) const; |
| 133 | 134 |
|
| 134 | 135 |
virtual ProblemType _getPrimalType() const; |
| 135 | 136 |
virtual ProblemType _getDualType() const; |
| 136 | 137 |
|
| 137 | 138 |
virtual void _clear(); |
| 138 | 139 |
|
| 139 | 140 |
virtual void _messageLevel(MessageLevel); |
| 140 | 141 |
|
| 141 | 142 |
public: |
| 142 | 143 |
|
| 143 | 144 |
///Solves LP with primal simplex method. |
| 144 | 145 |
SolveExitStatus solvePrimal(); |
| 145 | 146 |
|
| 146 | 147 |
///Solves LP with dual simplex method. |
| 147 | 148 |
SolveExitStatus solveDual(); |
| 148 | 149 |
|
| 149 | 150 |
///Solves LP with barrier method. |
| 150 | 151 |
SolveExitStatus solveBarrier(); |
| 151 | 152 |
|
| 152 | 153 |
///Returns the constraint identifier understood by CLP. |
| 153 | 154 |
int clpRow(Row r) const { return rows(id(r)); }
|
| 154 | 155 |
|
| 155 | 156 |
///Returns the variable identifier understood by CLP. |
| 156 | 157 |
int clpCol(Col c) const { return cols(id(c)); }
|
| 157 | 158 |
|
| 158 | 159 |
}; |
| 159 | 160 |
|
| 160 | 161 |
} //END OF NAMESPACE LEMON |
| 161 | 162 |
|
| 162 | 163 |
#endif //LEMON_CLP_H |
| 163 | 164 |
| 1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | 2 |
* |
| 3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
| 4 | 4 |
* |
| 5 | 5 |
* Copyright (C) 2003-2009 |
| 6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 12 | 12 |
* |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 16 | 16 |
* |
| 17 | 17 |
*/ |
| 18 | 18 |
|
| 19 | 19 |
#include <iostream> |
| 20 | 20 |
#include <vector> |
| 21 | 21 |
#include <cstring> |
| 22 | 22 |
|
| 23 | 23 |
#include <lemon/cplex.h> |
| 24 | 24 |
|
| 25 | 25 |
extern "C" {
|
| 26 | 26 |
#include <ilcplex/cplex.h> |
| 27 | 27 |
} |
| 28 | 28 |
|
| 29 | 29 |
|
| 30 | 30 |
///\file |
| 31 | 31 |
///\brief Implementation of the LEMON-CPLEX lp solver interface. |
| 32 | 32 |
namespace lemon {
|
| 33 | 33 |
|
| 34 | 34 |
CplexEnv::LicenseError::LicenseError(int status) {
|
| 35 | 35 |
if (!CPXgeterrorstring(0, status, _message)) {
|
| 36 | 36 |
std::strcpy(_message, "Cplex unknown error"); |
| 37 | 37 |
} |
| 38 | 38 |
} |
| 39 | 39 |
|
| 40 | 40 |
CplexEnv::CplexEnv() {
|
| 41 | 41 |
int status; |
| 42 | 42 |
_cnt = new int; |
| 43 | 43 |
_env = CPXopenCPLEX(&status); |
| 44 | 44 |
if (_env == 0) {
|
| 45 | 45 |
delete _cnt; |
| 46 | 46 |
_cnt = 0; |
| 47 | 47 |
throw LicenseError(status); |
| 48 | 48 |
} |
| 49 | 49 |
} |
| 50 | 50 |
|
| 51 | 51 |
CplexEnv::CplexEnv(const CplexEnv& other) {
|
| 52 | 52 |
_env = other._env; |
| 53 | 53 |
_cnt = other._cnt; |
| 54 | 54 |
++(*_cnt); |
| 55 | 55 |
} |
| 56 | 56 |
|
| 57 | 57 |
CplexEnv& CplexEnv::operator=(const CplexEnv& other) {
|
| 58 | 58 |
_env = other._env; |
| 59 | 59 |
_cnt = other._cnt; |
| 60 | 60 |
++(*_cnt); |
| 61 | 61 |
return *this; |
| 62 | 62 |
} |
| 63 | 63 |
|
| 64 | 64 |
CplexEnv::~CplexEnv() {
|
| 65 | 65 |
--(*_cnt); |
| 66 | 66 |
if (*_cnt == 0) {
|
| 67 | 67 |
delete _cnt; |
| 68 | 68 |
CPXcloseCPLEX(&_env); |
| 69 | 69 |
} |
| 70 | 70 |
} |
| 71 | 71 |
|
| 72 | 72 |
CplexBase::CplexBase() : LpBase() {
|
| 73 | 73 |
int status; |
| 74 | 74 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
| 75 | 75 |
messageLevel(MESSAGE_NOTHING); |
| 76 | 76 |
} |
| 77 | 77 |
|
| 78 | 78 |
CplexBase::CplexBase(const CplexEnv& env) |
| 79 | 79 |
: LpBase(), _env(env) {
|
| 80 | 80 |
int status; |
| 81 | 81 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
| 82 | 82 |
messageLevel(MESSAGE_NOTHING); |
| 83 | 83 |
} |
| 84 | 84 |
|
| 85 | 85 |
CplexBase::CplexBase(const CplexBase& cplex) |
| 86 | 86 |
: LpBase() {
|
| 87 | 87 |
int status; |
| 88 | 88 |
_prob = CPXcloneprob(cplexEnv(), cplex._prob, &status); |
| 89 | 89 |
rows = cplex.rows; |
| 90 | 90 |
cols = cplex.cols; |
| 91 | 91 |
messageLevel(MESSAGE_NOTHING); |
| 92 | 92 |
} |
| 93 | 93 |
|
| 94 | 94 |
CplexBase::~CplexBase() {
|
| 95 | 95 |
CPXfreeprob(cplexEnv(),&_prob); |
| 96 | 96 |
} |
| 97 | 97 |
|
| 98 | 98 |
int CplexBase::_addCol() {
|
| 99 | 99 |
int i = CPXgetnumcols(cplexEnv(), _prob); |
| 100 | 100 |
double lb = -INF, ub = INF; |
| 101 | 101 |
CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0); |
| 102 | 102 |
return i; |
| 103 | 103 |
} |
| 104 | 104 |
|
| 105 | 105 |
|
| 106 | 106 |
int CplexBase::_addRow() {
|
| 107 | 107 |
int i = CPXgetnumrows(cplexEnv(), _prob); |
| 108 | 108 |
const double ub = INF; |
| 109 | 109 |
const char s = 'L'; |
| 110 | 110 |
CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
| 111 | 111 |
return i; |
| 112 | 112 |
} |
| 113 | 113 |
|
| 114 |
int CplexBase::_addRow(Value lb, ExprIterator b, |
|
| 115 |
ExprIterator e, Value ub) {
|
|
| 116 |
int i = CPXgetnumrows(cplexEnv(), _prob); |
|
| 117 |
if (lb == -INF) {
|
|
| 118 |
const char s = 'L'; |
|
| 119 |
CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
|
| 120 |
} else if (ub == INF) {
|
|
| 121 |
const char s = 'G'; |
|
| 122 |
CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0); |
|
| 123 |
} else if (lb == ub){
|
|
| 124 |
const char s = 'E'; |
|
| 125 |
CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, 0, 0); |
|
| 126 |
} else {
|
|
| 127 |
const char s = 'R'; |
|
| 128 |
double len = ub - lb; |
|
| 129 |
CPXnewrows(cplexEnv(), _prob, 1, &lb, &s, &len, 0); |
|
| 130 |
} |
|
| 131 |
|
|
| 132 |
std::vector<int> indices; |
|
| 133 |
std::vector<int> rowlist; |
|
| 134 |
std::vector<Value> values; |
|
| 135 |
|
|
| 136 |
for(ExprIterator it=b; it!=e; ++it) {
|
|
| 137 |
indices.push_back(it->first); |
|
| 138 |
values.push_back(it->second); |
|
| 139 |
rowlist.push_back(i); |
|
| 140 |
} |
|
| 141 |
|
|
| 142 |
CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
|
| 143 |
&rowlist.front(), &indices.front(), &values.front()); |
|
| 144 |
|
|
| 145 |
return i; |
|
| 146 |
} |
|
| 114 | 147 |
|
| 115 | 148 |
void CplexBase::_eraseCol(int i) {
|
| 116 | 149 |
CPXdelcols(cplexEnv(), _prob, i, i); |
| 117 | 150 |
} |
| 118 | 151 |
|
| 119 | 152 |
void CplexBase::_eraseRow(int i) {
|
| 120 | 153 |
CPXdelrows(cplexEnv(), _prob, i, i); |
| 121 | 154 |
} |
| 122 | 155 |
|
| 123 | 156 |
void CplexBase::_eraseColId(int i) {
|
| 124 | 157 |
cols.eraseIndex(i); |
| 125 | 158 |
cols.shiftIndices(i); |
| 126 | 159 |
} |
| 127 | 160 |
void CplexBase::_eraseRowId(int i) {
|
| 128 | 161 |
rows.eraseIndex(i); |
| 129 | 162 |
rows.shiftIndices(i); |
| 130 | 163 |
} |
| 131 | 164 |
|
| 132 | 165 |
void CplexBase::_getColName(int col, std::string &name) const {
|
| 133 | 166 |
int size; |
| 134 | 167 |
CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col); |
| 135 | 168 |
if (size == 0) {
|
| 136 | 169 |
name.clear(); |
| 137 | 170 |
return; |
| 138 | 171 |
} |
| 139 | 172 |
|
| 140 | 173 |
size *= -1; |
| 141 | 174 |
std::vector<char> buf(size); |
| 142 | 175 |
char *cname; |
| 143 | 176 |
int tmp; |
| 144 | 177 |
CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size, |
| 145 | 178 |
&tmp, col, col); |
| 146 | 179 |
name = cname; |
| 147 | 180 |
} |
| 148 | 181 |
|
| 149 | 182 |
void CplexBase::_setColName(int col, const std::string &name) {
|
| 150 | 183 |
char *cname; |
| 151 | 184 |
cname = const_cast<char*>(name.c_str()); |
| 152 | 185 |
CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname); |
| 153 | 186 |
} |
| 154 | 187 |
|
| 155 | 188 |
int CplexBase::_colByName(const std::string& name) const {
|
| 156 | 189 |
int index; |
| 157 | 190 |
if (CPXgetcolindex(cplexEnv(), _prob, |
| 158 | 191 |
const_cast<char*>(name.c_str()), &index) == 0) {
|
| 159 | 192 |
return index; |
| 160 | 193 |
} |
| 161 | 194 |
return -1; |
| 162 | 195 |
} |
| 163 | 196 |
|
| 164 | 197 |
void CplexBase::_getRowName(int row, std::string &name) const {
|
| 165 | 198 |
int size; |
| 166 | 199 |
CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row); |
| 167 | 200 |
if (size == 0) {
|
| 168 | 201 |
name.clear(); |
| 169 | 202 |
return; |
| 170 | 203 |
} |
| 171 | 204 |
|
| 172 | 205 |
size *= -1; |
| 173 | 206 |
std::vector<char> buf(size); |
| 174 | 207 |
char *cname; |
| 175 | 208 |
int tmp; |
| 176 | 209 |
CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size, |
| 177 | 210 |
&tmp, row, row); |
| 178 | 211 |
name = cname; |
| 179 | 212 |
} |
| 180 | 213 |
|
| 181 | 214 |
void CplexBase::_setRowName(int row, const std::string &name) {
|
| 182 | 215 |
char *cname; |
| 183 | 216 |
cname = const_cast<char*>(name.c_str()); |
| 184 | 217 |
CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname); |
| 185 | 218 |
} |
| 186 | 219 |
|
| 187 | 220 |
int CplexBase::_rowByName(const std::string& name) const {
|
| 188 | 221 |
int index; |
| 189 | 222 |
if (CPXgetrowindex(cplexEnv(), _prob, |
| 190 | 223 |
const_cast<char*>(name.c_str()), &index) == 0) {
|
| 191 | 224 |
return index; |
| 192 | 225 |
} |
| 193 | 226 |
return -1; |
| 194 | 227 |
} |
| 195 | 228 |
|
| 196 | 229 |
void CplexBase::_setRowCoeffs(int i, ExprIterator b, |
| 197 | 230 |
ExprIterator e) |
| 198 | 231 |
{
|
| 199 | 232 |
std::vector<int> indices; |
| 200 | 233 |
std::vector<int> rowlist; |
| 201 | 234 |
std::vector<Value> values; |
| 202 | 235 |
|
| 203 | 236 |
for(ExprIterator it=b; it!=e; ++it) {
|
| 204 | 237 |
indices.push_back(it->first); |
| 205 | 238 |
values.push_back(it->second); |
| 206 | 239 |
rowlist.push_back(i); |
| 207 | 240 |
} |
| 208 | 241 |
|
| 209 | 242 |
CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
| 210 | 243 |
&rowlist.front(), &indices.front(), &values.front()); |
| 211 | 244 |
} |
| 212 | 245 |
|
| 213 | 246 |
void CplexBase::_getRowCoeffs(int i, InsertIterator b) const {
|
| 214 | 247 |
int tmp1, tmp2, tmp3, length; |
| 215 | 248 |
CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
| 216 | 249 |
|
| 217 | 250 |
length = -length; |
| 218 | 251 |
std::vector<int> indices(length); |
| 219 | 252 |
std::vector<double> values(length); |
| 220 | 253 |
|
| 221 | 254 |
CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, |
| 222 | 255 |
&indices.front(), &values.front(), |
| 223 | 256 |
length, &tmp3, i, i); |
| 224 | 257 |
|
| 225 | 258 |
for (int i = 0; i < length; ++i) {
|
| 226 | 259 |
*b = std::make_pair(indices[i], values[i]); |
| 227 | 260 |
++b; |
| 228 | 261 |
} |
| 229 | 262 |
} |
| 230 | 263 |
|
| 231 | 264 |
void CplexBase::_setColCoeffs(int i, ExprIterator b, ExprIterator e) {
|
| 232 | 265 |
std::vector<int> indices; |
| 233 | 266 |
std::vector<int> collist; |
| 234 | 267 |
std::vector<Value> values; |
| 235 | 268 |
|
| 236 | 269 |
for(ExprIterator it=b; it!=e; ++it) {
|
| 237 | 270 |
indices.push_back(it->first); |
| 238 | 271 |
values.push_back(it->second); |
| 239 | 272 |
collist.push_back(i); |
| 240 | 273 |
} |
| 241 | 274 |
|
| 242 | 275 |
CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
| 243 | 276 |
&indices.front(), &collist.front(), &values.front()); |
| 244 | 277 |
} |
| 245 | 278 |
|
| 246 | 279 |
void CplexBase::_getColCoeffs(int i, InsertIterator b) const {
|
| 247 | 280 |
|
| 248 | 281 |
int tmp1, tmp2, tmp3, length; |
| 249 | 282 |
CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
| 250 | 283 |
|
| 251 | 284 |
length = -length; |
| 252 | 285 |
std::vector<int> indices(length); |
| 253 | 286 |
std::vector<double> values(length); |
| 254 | 287 |
|
| 255 | 288 |
CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, |
| 256 | 289 |
&indices.front(), &values.front(), |
| 257 | 290 |
length, &tmp3, i, i); |
| 258 | 291 |
|
| 259 | 292 |
for (int i = 0; i < length; ++i) {
|
| 260 | 293 |
*b = std::make_pair(indices[i], values[i]); |
| 261 | 294 |
++b; |
| 262 | 295 |
} |
| 263 | 296 |
|
| 264 | 297 |
} |
| 265 | 298 |
|
| 266 | 299 |
void CplexBase::_setCoeff(int row, int col, Value value) {
|
| 267 | 300 |
CPXchgcoef(cplexEnv(), _prob, row, col, value); |
| 268 | 301 |
} |
| 269 | 302 |
|
| 270 | 303 |
CplexBase::Value CplexBase::_getCoeff(int row, int col) const {
|
| 271 | 304 |
CplexBase::Value value; |
| 272 | 305 |
CPXgetcoef(cplexEnv(), _prob, row, col, &value); |
| 273 | 306 |
return value; |
| 274 | 307 |
} |
| 275 | 308 |
|
| 276 | 309 |
void CplexBase::_setColLowerBound(int i, Value value) {
|
| 277 | 310 |
const char s = 'L'; |
| 278 | 311 |
CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
| 279 | 312 |
} |
| 280 | 313 |
|
| 281 | 314 |
CplexBase::Value CplexBase::_getColLowerBound(int i) const {
|
| 282 | 315 |
CplexBase::Value res; |
| 283 | 316 |
CPXgetlb(cplexEnv(), _prob, &res, i, i); |
| 284 | 317 |
return res <= -CPX_INFBOUND ? -INF : res; |
| 285 | 318 |
} |
| 286 | 319 |
|
| 287 | 320 |
void CplexBase::_setColUpperBound(int i, Value value) |
| 288 | 321 |
{
|
| 289 | 322 |
const char s = 'U'; |
| 290 | 323 |
CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
| 291 | 324 |
} |
| 292 | 325 |
|
| 293 | 326 |
CplexBase::Value CplexBase::_getColUpperBound(int i) const {
|
| 294 | 327 |
CplexBase::Value res; |
| 295 | 328 |
CPXgetub(cplexEnv(), _prob, &res, i, i); |
| 296 | 329 |
return res >= CPX_INFBOUND ? INF : res; |
| 297 | 330 |
} |
| 298 | 331 |
|
| 299 | 332 |
CplexBase::Value CplexBase::_getRowLowerBound(int i) const {
|
| 300 | 333 |
char s; |
| 301 | 334 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
| 302 | 335 |
CplexBase::Value res; |
| 303 | 336 |
|
| 304 | 337 |
switch (s) {
|
| 305 | 338 |
case 'G': |
| 306 | 339 |
case 'R': |
| 307 | 340 |
case 'E': |
| 308 | 341 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
| 309 | 342 |
return res <= -CPX_INFBOUND ? -INF : res; |
| 310 | 343 |
default: |
| 311 | 344 |
return -INF; |
| 312 | 345 |
} |
| 313 | 346 |
} |
| 314 | 347 |
|
| 315 | 348 |
CplexBase::Value CplexBase::_getRowUpperBound(int i) const {
|
| 316 | 349 |
char s; |
| 317 | 350 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
| 318 | 351 |
CplexBase::Value res; |
| 319 | 352 |
|
| 320 | 353 |
switch (s) {
|
| 321 | 354 |
case 'L': |
| 322 | 355 |
case 'E': |
| 323 | 356 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
| 324 | 357 |
return res >= CPX_INFBOUND ? INF : res; |
| 325 | 358 |
case 'R': |
| 326 | 359 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
| 327 | 360 |
{
|
| 328 | 361 |
double rng; |
| 329 | 362 |
CPXgetrngval(cplexEnv(), _prob, &rng, i, i); |
| 330 | 363 |
res += rng; |
| 331 | 364 |
} |
| 332 | 365 |
return res >= CPX_INFBOUND ? INF : res; |
| 333 | 366 |
default: |
| 334 | 367 |
return INF; |
| 335 | 368 |
} |
| 336 | 369 |
} |
| 337 | 370 |
|
| 338 | 371 |
//This is easier to implement |
| 339 | 372 |
void CplexBase::_set_row_bounds(int i, Value lb, Value ub) {
|
| 340 | 373 |
if (lb == -INF) {
|
| 341 | 374 |
const char s = 'L'; |
| 342 | 375 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
| 343 | 376 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub); |
| 344 | 377 |
} else if (ub == INF) {
|
| 345 | 378 |
const char s = 'G'; |
| 346 | 379 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
| 347 | 380 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
| 348 | 381 |
} else if (lb == ub){
|
| 349 | 382 |
const char s = 'E'; |
| 350 | 383 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
| 351 | 384 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
| 352 | 385 |
} else {
|
| 353 | 386 |
const char s = 'R'; |
| 354 | 387 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
| 355 | 388 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
| 356 | 389 |
double len = ub - lb; |
| 357 | 390 |
CPXchgrngval(cplexEnv(), _prob, 1, &i, &len); |
| 358 | 391 |
} |
| 359 | 392 |
} |
| 360 | 393 |
|
| 361 | 394 |
void CplexBase::_setRowLowerBound(int i, Value lb) |
| 362 | 395 |
{
|
| 363 | 396 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
| 364 | 397 |
_set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i)); |
| 365 | 398 |
} |
| 366 | 399 |
|
| 367 | 400 |
void CplexBase::_setRowUpperBound(int i, Value ub) |
| 368 | 401 |
{
|
| 369 | 402 |
|
| 370 | 403 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
| 371 | 404 |
_set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub); |
| 372 | 405 |
} |
| 373 | 406 |
|
| 374 | 407 |
void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e) |
| 375 | 408 |
{
|
| 376 | 409 |
std::vector<int> indices; |
| 377 | 410 |
std::vector<Value> values; |
| 378 | 411 |
for(ExprIterator it=b; it!=e; ++it) {
|
| 379 | 412 |
indices.push_back(it->first); |
| 380 | 413 |
values.push_back(it->second); |
| 381 | 414 |
} |
| 382 | 415 |
CPXchgobj(cplexEnv(), _prob, values.size(), |
| 383 | 416 |
&indices.front(), &values.front()); |
| 384 | 417 |
|
| 385 | 418 |
} |
| 386 | 419 |
|
| 387 | 420 |
void CplexBase::_getObjCoeffs(InsertIterator b) const |
| 388 | 421 |
{
|
| 389 | 422 |
int num = CPXgetnumcols(cplexEnv(), _prob); |
| 390 | 423 |
std::vector<Value> x(num); |
| 391 | 424 |
|
| 392 | 425 |
CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1); |
| 393 | 426 |
for (int i = 0; i < num; ++i) {
|
| 394 | 427 |
if (x[i] != 0.0) {
|
| 395 | 428 |
*b = std::make_pair(i, x[i]); |
| 396 | 429 |
++b; |
| 397 | 430 |
} |
| 398 | 431 |
} |
| 399 | 432 |
} |
| 400 | 433 |
|
| 401 | 434 |
void CplexBase::_setObjCoeff(int i, Value obj_coef) |
| 402 | 435 |
{
|
| 403 | 436 |
CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef); |
| 404 | 437 |
} |
| 405 | 438 |
|
| 406 | 439 |
CplexBase::Value CplexBase::_getObjCoeff(int i) const |
| 407 | 440 |
{
|
| 408 | 441 |
Value x; |
| 409 | 442 |
CPXgetobj(cplexEnv(), _prob, &x, i, i); |
| 410 | 443 |
return x; |
| 411 | 444 |
} |
| 412 | 445 |
|
| 413 | 446 |
void CplexBase::_setSense(CplexBase::Sense sense) {
|
| 414 | 447 |
switch (sense) {
|
| 415 | 448 |
case MIN: |
| 416 | 449 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MIN); |
| 417 | 450 |
break; |
| 418 | 451 |
case MAX: |
| 419 | 452 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MAX); |
| 420 | 453 |
break; |
| 421 | 454 |
} |
| 422 | 455 |
} |
| 423 | 456 |
|
| 424 | 457 |
CplexBase::Sense CplexBase::_getSense() const {
|
| 425 | 458 |
switch (CPXgetobjsen(cplexEnv(), _prob)) {
|
| 426 | 459 |
case CPX_MIN: |
| 427 | 460 |
return MIN; |
| 428 | 461 |
case CPX_MAX: |
| 429 | 462 |
return MAX; |
| 430 | 463 |
default: |
| 431 | 464 |
LEMON_ASSERT(false, "Invalid sense"); |
| 432 | 465 |
return CplexBase::Sense(); |
| 433 | 466 |
} |
| 434 | 467 |
} |
| 435 | 468 |
|
| 436 | 469 |
void CplexBase::_clear() {
|
| 437 | 470 |
CPXfreeprob(cplexEnv(),&_prob); |
| 438 | 471 |
int status; |
| 439 | 472 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
| 440 | 473 |
rows.clear(); |
| 441 | 474 |
cols.clear(); |
| 442 | 475 |
} |
| 443 | 476 |
|
| 444 | 477 |
void CplexBase::_messageLevel(MessageLevel level) {
|
| 445 | 478 |
switch (level) {
|
| 446 | 479 |
case MESSAGE_NOTHING: |
| 447 | 480 |
_message_enabled = false; |
| 448 | 481 |
break; |
| 449 | 482 |
case MESSAGE_ERROR: |
| 450 | 483 |
case MESSAGE_WARNING: |
| 451 | 484 |
case MESSAGE_NORMAL: |
| 452 | 485 |
case MESSAGE_VERBOSE: |
| 453 | 486 |
_message_enabled = true; |
| 454 | 487 |
break; |
| 455 | 488 |
} |
| 456 | 489 |
} |
| 457 | 490 |
|
| 458 | 491 |
void CplexBase::_applyMessageLevel() {
|
| 459 | 492 |
CPXsetintparam(cplexEnv(), CPX_PARAM_SCRIND, |
| 460 | 493 |
_message_enabled ? CPX_ON : CPX_OFF); |
| 461 | 494 |
} |
| 462 | 495 |
|
| 463 | 496 |
// CplexLp members |
| 464 | 497 |
|
| 465 | 498 |
CplexLp::CplexLp() |
| 466 | 499 |
: LpBase(), LpSolver(), CplexBase() {}
|
| 467 | 500 |
|
| 468 | 501 |
CplexLp::CplexLp(const CplexEnv& env) |
| 469 | 502 |
: LpBase(), LpSolver(), CplexBase(env) {}
|
| 470 | 503 |
|
| 471 | 504 |
CplexLp::CplexLp(const CplexLp& other) |
| 472 | 505 |
: LpBase(), LpSolver(), CplexBase(other) {}
|
| 473 | 506 |
|
| 474 | 507 |
CplexLp::~CplexLp() {}
|
| 475 | 508 |
|
| 476 | 509 |
CplexLp* CplexLp::newSolver() const { return new CplexLp; }
|
| 477 | 510 |
CplexLp* CplexLp::cloneSolver() const {return new CplexLp(*this); }
|
| 478 | 511 |
|
| 479 | 512 |
const char* CplexLp::_solverName() const { return "CplexLp"; }
|
| 480 | 513 |
|
| 481 | 514 |
void CplexLp::_clear_temporals() {
|
| 482 | 515 |
_col_status.clear(); |
| 483 | 516 |
_row_status.clear(); |
| 484 | 517 |
_primal_ray.clear(); |
| 485 | 518 |
_dual_ray.clear(); |
| 486 | 519 |
} |
| 487 | 520 |
|
| 488 | 521 |
// The routine returns zero unless an error occurred during the |
| 489 | 522 |
// optimization. Examples of errors include exhausting available |
| 490 | 523 |
// memory (CPXERR_NO_MEMORY) or encountering invalid data in the |
| 491 | 524 |
// CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a |
| 492 | 525 |
// user-specified CPLEX limit, or proving the model infeasible or |
| 493 | 526 |
// unbounded, are not considered errors. Note that a zero return |
| 494 | 527 |
// value does not necessarily mean that a solution exists. Use query |
| 495 | 528 |
// routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain |
| 496 | 529 |
// further information about the status of the optimization. |
| 497 | 530 |
CplexLp::SolveExitStatus CplexLp::convertStatus(int status) {
|
| 498 | 531 |
#if CPX_VERSION >= 800 |
| 499 | 532 |
if (status == 0) {
|
| 500 | 533 |
switch (CPXgetstat(cplexEnv(), _prob)) {
|
| 501 | 534 |
case CPX_STAT_OPTIMAL: |
| 502 | 535 |
case CPX_STAT_INFEASIBLE: |
| 503 | 536 |
case CPX_STAT_UNBOUNDED: |
| 504 | 537 |
return SOLVED; |
| 505 | 538 |
default: |
| 506 | 539 |
return UNSOLVED; |
| 507 | 540 |
} |
| 508 | 541 |
} else {
|
| 509 | 542 |
return UNSOLVED; |
| 510 | 543 |
} |
| 511 | 544 |
#else |
| 512 | 545 |
if (status == 0) {
|
| 513 | 546 |
//We want to exclude some cases |
| 514 | 547 |
switch (CPXgetstat(cplexEnv(), _prob)) {
|
| 515 | 548 |
case CPX_OBJ_LIM: |
| 516 | 549 |
case CPX_IT_LIM_FEAS: |
| 517 | 550 |
case CPX_IT_LIM_INFEAS: |
| 518 | 551 |
case CPX_TIME_LIM_FEAS: |
| 519 | 552 |
case CPX_TIME_LIM_INFEAS: |
| 520 | 553 |
return UNSOLVED; |
| 521 | 554 |
default: |
| 522 | 555 |
return SOLVED; |
| 523 | 556 |
} |
| 524 | 557 |
} else {
|
| 525 | 558 |
return UNSOLVED; |
| 526 | 559 |
} |
| 527 | 560 |
#endif |
| 528 | 561 |
} |
| 529 | 562 |
|
| 530 | 563 |
CplexLp::SolveExitStatus CplexLp::_solve() {
|
| 531 | 564 |
_clear_temporals(); |
| 532 | 565 |
_applyMessageLevel(); |
| 533 | 566 |
return convertStatus(CPXlpopt(cplexEnv(), _prob)); |
| 534 | 567 |
} |
| 535 | 568 |
|
| 536 | 569 |
CplexLp::SolveExitStatus CplexLp::solvePrimal() {
|
| 537 | 570 |
_clear_temporals(); |
| 538 | 571 |
_applyMessageLevel(); |
| 539 | 572 |
return convertStatus(CPXprimopt(cplexEnv(), _prob)); |
| 540 | 573 |
} |
| 541 | 574 |
|
| 542 | 575 |
CplexLp::SolveExitStatus CplexLp::solveDual() {
|
| 543 | 576 |
_clear_temporals(); |
| 544 | 577 |
_applyMessageLevel(); |
| 545 | 578 |
return convertStatus(CPXdualopt(cplexEnv(), _prob)); |
| 546 | 579 |
} |
| 547 | 580 |
|
| 548 | 581 |
CplexLp::SolveExitStatus CplexLp::solveBarrier() {
|
| 549 | 582 |
_clear_temporals(); |
| 550 | 583 |
_applyMessageLevel(); |
| 551 | 584 |
return convertStatus(CPXbaropt(cplexEnv(), _prob)); |
| 552 | 585 |
} |
| 553 | 586 |
|
| 554 | 587 |
CplexLp::Value CplexLp::_getPrimal(int i) const {
|
| 555 | 588 |
Value x; |
| 556 | 589 |
CPXgetx(cplexEnv(), _prob, &x, i, i); |
| 557 | 590 |
return x; |
| 558 | 591 |
} |
| 559 | 592 |
|
| 560 | 593 |
CplexLp::Value CplexLp::_getDual(int i) const {
|
| 561 | 594 |
Value y; |
| 562 | 595 |
CPXgetpi(cplexEnv(), _prob, &y, i, i); |
| 563 | 596 |
return y; |
| 564 | 597 |
} |
| 565 | 598 |
|
| 566 | 599 |
CplexLp::Value CplexLp::_getPrimalValue() const {
|
| 567 | 600 |
Value objval; |
| 568 | 601 |
CPXgetobjval(cplexEnv(), _prob, &objval); |
| 569 | 602 |
return objval; |
| 570 | 603 |
} |
| 571 | 604 |
|
| 572 | 605 |
CplexLp::VarStatus CplexLp::_getColStatus(int i) const {
|
| 573 | 606 |
if (_col_status.empty()) {
|
| 574 | 607 |
_col_status.resize(CPXgetnumcols(cplexEnv(), _prob)); |
| 575 | 608 |
CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0); |
| 576 | 609 |
} |
| 577 | 610 |
switch (_col_status[i]) {
|
| 578 | 611 |
case CPX_BASIC: |
| 579 | 612 |
return BASIC; |
| 580 | 613 |
case CPX_FREE_SUPER: |
| 581 | 614 |
return FREE; |
| 582 | 615 |
case CPX_AT_LOWER: |
| 583 | 616 |
return LOWER; |
| 584 | 617 |
case CPX_AT_UPPER: |
| 585 | 618 |
return UPPER; |
| 586 | 619 |
default: |
| 587 | 620 |
LEMON_ASSERT(false, "Wrong column status"); |
| 588 | 621 |
return CplexLp::VarStatus(); |
| 589 | 622 |
} |
| 590 | 623 |
} |
| 591 | 624 |
|
| 592 | 625 |
CplexLp::VarStatus CplexLp::_getRowStatus(int i) const {
|
| 593 | 626 |
if (_row_status.empty()) {
|
| 594 | 627 |
_row_status.resize(CPXgetnumrows(cplexEnv(), _prob)); |
| 595 | 628 |
CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front()); |
| 596 | 629 |
} |
| 597 | 630 |
switch (_row_status[i]) {
|
| 598 | 631 |
case CPX_BASIC: |
| 599 | 632 |
return BASIC; |
| 600 | 633 |
case CPX_AT_LOWER: |
| 601 | 634 |
{
|
| 602 | 635 |
char s; |
| 603 | 636 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
| 604 | 637 |
return s != 'L' ? LOWER : UPPER; |
| 605 | 638 |
} |
| 606 | 639 |
case CPX_AT_UPPER: |
| 607 | 640 |
return UPPER; |
| 608 | 641 |
default: |
| 609 | 642 |
LEMON_ASSERT(false, "Wrong row status"); |
| 610 | 643 |
return CplexLp::VarStatus(); |
| 611 | 644 |
} |
| 612 | 645 |
} |
| 613 | 646 |
|
| 614 | 647 |
CplexLp::Value CplexLp::_getPrimalRay(int i) const {
|
| 615 | 648 |
if (_primal_ray.empty()) {
|
| 616 | 649 |
_primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob)); |
| 617 | 650 |
CPXgetray(cplexEnv(), _prob, &_primal_ray.front()); |
| 618 | 651 |
} |
| 619 | 652 |
return _primal_ray[i]; |
| 620 | 653 |
} |
| 621 | 654 |
|
| 622 | 655 |
CplexLp::Value CplexLp::_getDualRay(int i) const {
|
| 623 | 656 |
if (_dual_ray.empty()) {
|
| 624 | 657 |
|
| 625 | 658 |
} |
| 626 | 659 |
return _dual_ray[i]; |
| 627 | 660 |
} |
| 628 | 661 |
|
| 629 | 662 |
// Cplex 7.0 status values |
| 630 | 663 |
// This table lists the statuses, returned by the CPXgetstat() |
| 631 | 664 |
// routine, for solutions to LP problems or mixed integer problems. If |
| 632 | 665 |
// no solution exists, the return value is zero. |
| 633 | 666 |
|
| 634 | 667 |
// For Simplex, Barrier |
| 635 | 668 |
// 1 CPX_OPTIMAL |
| 636 | 669 |
// Optimal solution found |
| 637 | 670 |
// 2 CPX_INFEASIBLE |
| 638 | 671 |
// Problem infeasible |
| 639 | 672 |
// 3 CPX_UNBOUNDED |
| 640 | 673 |
// Problem unbounded |
| 641 | 674 |
// 4 CPX_OBJ_LIM |
| 642 | 675 |
// Objective limit exceeded in Phase II |
| 643 | 676 |
// 5 CPX_IT_LIM_FEAS |
| 644 | 677 |
// Iteration limit exceeded in Phase II |
| 645 | 678 |
// 6 CPX_IT_LIM_INFEAS |
| 646 | 679 |
// Iteration limit exceeded in Phase I |
| 647 | 680 |
// 7 CPX_TIME_LIM_FEAS |
| 648 | 681 |
// Time limit exceeded in Phase II |
| 649 | 682 |
// 8 CPX_TIME_LIM_INFEAS |
| 650 | 683 |
// Time limit exceeded in Phase I |
| 651 | 684 |
// 9 CPX_NUM_BEST_FEAS |
| 652 | 685 |
// Problem non-optimal, singularities in Phase II |
| 653 | 686 |
// 10 CPX_NUM_BEST_INFEAS |
| 654 | 687 |
// Problem non-optimal, singularities in Phase I |
| 655 | 688 |
// 11 CPX_OPTIMAL_INFEAS |
| 656 | 689 |
// Optimal solution found, unscaled infeasibilities |
| 657 | 690 |
// 12 CPX_ABORT_FEAS |
| 658 | 691 |
// Aborted in Phase II |
| 659 | 692 |
// 13 CPX_ABORT_INFEAS |
| 660 | 693 |
// Aborted in Phase I |
| 661 | 694 |
// 14 CPX_ABORT_DUAL_INFEAS |
| 662 | 695 |
// Aborted in barrier, dual infeasible |
| 663 | 696 |
// 15 CPX_ABORT_PRIM_INFEAS |
| 664 | 697 |
// Aborted in barrier, primal infeasible |
| 665 | 698 |
// 16 CPX_ABORT_PRIM_DUAL_INFEAS |
| 666 | 699 |
// Aborted in barrier, primal and dual infeasible |
| 667 | 700 |
// 17 CPX_ABORT_PRIM_DUAL_FEAS |
| 668 | 701 |
// Aborted in barrier, primal and dual feasible |
| 669 | 702 |
// 18 CPX_ABORT_CROSSOVER |
| 670 | 703 |
// Aborted in crossover |
| 671 | 704 |
// 19 CPX_INForUNBD |
| 672 | 705 |
// Infeasible or unbounded |
| 673 | 706 |
// 20 CPX_PIVOT |
| 674 | 707 |
// User pivot used |
| 675 | 708 |
// |
| 676 | 709 |
// Pending return values |
| 677 | 710 |
// ??case CPX_ABORT_DUAL_INFEAS |
| 678 | 711 |
// ??case CPX_ABORT_CROSSOVER |
| 679 | 712 |
// ??case CPX_INForUNBD |
| 680 | 713 |
// ??case CPX_PIVOT |
| 681 | 714 |
|
| 682 | 715 |
//Some more interesting stuff: |
| 683 | 716 |
|
| 684 | 717 |
// CPX_PARAM_PROBMETHOD 1062 int LPMETHOD |
| 685 | 718 |
// 0 Automatic |
| 686 | 719 |
// 1 Primal Simplex |
| 687 | 720 |
// 2 Dual Simplex |
| 688 | 721 |
// 3 Network Simplex |
| 689 | 722 |
// 4 Standard Barrier |
| 690 | 723 |
// Default: 0 |
| 691 | 724 |
// Description: Method for linear optimization. |
| 692 | 725 |
// Determines which algorithm is used when CPXlpopt() (or "optimize" |
| 693 | 726 |
// in the Interactive Optimizer) is called. Currently the behavior of |
| 694 | 727 |
// the "Automatic" setting is that CPLEX simply invokes the dual |
| 695 | 728 |
// simplex method, but this capability may be expanded in the future |
| 696 | 729 |
// so that CPLEX chooses the method based on problem characteristics |
| 697 | 730 |
#if CPX_VERSION < 900 |
| 698 | 731 |
void statusSwitch(CPXENVptr cplexEnv(),int& stat){
|
| 699 | 732 |
int lpmethod; |
| 700 | 733 |
CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod); |
| 701 | 734 |
if (lpmethod==2){
|
| 702 | 735 |
if (stat==CPX_UNBOUNDED){
|
| 703 | 736 |
stat=CPX_INFEASIBLE; |
| 704 | 737 |
} |
| 705 | 738 |
else{
|
| 706 | 739 |
if (stat==CPX_INFEASIBLE) |
| 707 | 740 |
stat=CPX_UNBOUNDED; |
| 708 | 741 |
} |
| 709 | 742 |
} |
| 710 | 743 |
} |
| 711 | 744 |
#else |
| 712 | 745 |
void statusSwitch(CPXENVptr,int&){}
|
| 713 | 746 |
#endif |
| 714 | 747 |
|
| 715 | 748 |
CplexLp::ProblemType CplexLp::_getPrimalType() const {
|
| 716 | 749 |
// Unboundedness not treated well: the following is from cplex 9.0 doc |
| 717 | 750 |
// About Unboundedness |
| 718 | 751 |
|
| 719 | 752 |
// The treatment of models that are unbounded involves a few |
| 720 | 753 |
// subtleties. Specifically, a declaration of unboundedness means that |
| 721 | 754 |
// ILOG CPLEX has determined that the model has an unbounded |
| 722 | 755 |
// ray. Given any feasible solution x with objective z, a multiple of |
| 723 | 756 |
// the unbounded ray can be added to x to give a feasible solution |
| 724 | 757 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
| 725 | 758 |
// feasible solution exists, then the optimal objective is |
| 726 | 759 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
| 727 | 760 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
| 728 | 761 |
// to determine whether ILOG CPLEX has also concluded that the model |
| 729 | 762 |
// has a feasible solution. |
| 730 | 763 |
|
| 731 | 764 |
int stat = CPXgetstat(cplexEnv(), _prob); |
| 732 | 765 |
#if CPX_VERSION >= 800 |
| 733 | 766 |
switch (stat) |
| 734 | 767 |
{
|
| 735 | 768 |
case CPX_STAT_OPTIMAL: |
| 736 | 769 |
return OPTIMAL; |
| 737 | 770 |
case CPX_STAT_UNBOUNDED: |
| 738 | 771 |
return UNBOUNDED; |
| 739 | 772 |
case CPX_STAT_INFEASIBLE: |
| 740 | 773 |
return INFEASIBLE; |
| 741 | 774 |
default: |
| 742 | 775 |
return UNDEFINED; |
| 743 | 776 |
} |
| 744 | 777 |
#else |
| 745 | 778 |
statusSwitch(cplexEnv(),stat); |
| 746 | 779 |
//CPXgetstat(cplexEnv(), _prob); |
| 747 | 780 |
switch (stat) {
|
| 748 | 781 |
case 0: |
| 749 | 782 |
return UNDEFINED; //Undefined |
| 750 | 783 |
case CPX_OPTIMAL://Optimal |
| 751 | 784 |
return OPTIMAL; |
| 752 | 785 |
case CPX_UNBOUNDED://Unbounded |
| 753 | 786 |
return INFEASIBLE;//In case of dual simplex |
| 754 | 787 |
//return UNBOUNDED; |
| 755 | 788 |
case CPX_INFEASIBLE://Infeasible |
| 756 | 789 |
// case CPX_IT_LIM_INFEAS: |
| 757 | 790 |
// case CPX_TIME_LIM_INFEAS: |
| 758 | 791 |
// case CPX_NUM_BEST_INFEAS: |
| 759 | 792 |
// case CPX_OPTIMAL_INFEAS: |
| 760 | 793 |
// case CPX_ABORT_INFEAS: |
| 761 | 794 |
// case CPX_ABORT_PRIM_INFEAS: |
| 762 | 795 |
// case CPX_ABORT_PRIM_DUAL_INFEAS: |
| 763 | 796 |
return UNBOUNDED;//In case of dual simplex |
| 764 | 797 |
//return INFEASIBLE; |
| 765 | 798 |
// case CPX_OBJ_LIM: |
| 766 | 799 |
// case CPX_IT_LIM_FEAS: |
| 767 | 800 |
// case CPX_TIME_LIM_FEAS: |
| 768 | 801 |
// case CPX_NUM_BEST_FEAS: |
| 769 | 802 |
// case CPX_ABORT_FEAS: |
| 770 | 803 |
// case CPX_ABORT_PRIM_DUAL_FEAS: |
| 771 | 804 |
// return FEASIBLE; |
| 772 | 805 |
default: |
| 773 | 806 |
return UNDEFINED; //Everything else comes here |
| 774 | 807 |
//FIXME error |
| 775 | 808 |
} |
| 776 | 809 |
#endif |
| 777 | 810 |
} |
| 778 | 811 |
|
| 779 | 812 |
// Cplex 9.0 status values |
| 780 | 813 |
// CPX_STAT_ABORT_DUAL_OBJ_LIM |
| 781 | 814 |
// CPX_STAT_ABORT_IT_LIM |
| 782 | 815 |
// CPX_STAT_ABORT_OBJ_LIM |
| 783 | 816 |
// CPX_STAT_ABORT_PRIM_OBJ_LIM |
| 784 | 817 |
// CPX_STAT_ABORT_TIME_LIM |
| 785 | 818 |
// CPX_STAT_ABORT_USER |
| 786 | 819 |
// CPX_STAT_FEASIBLE_RELAXED |
| 787 | 820 |
// CPX_STAT_INFEASIBLE |
| 788 | 821 |
// CPX_STAT_INForUNBD |
| 789 | 822 |
// CPX_STAT_NUM_BEST |
| 790 | 823 |
// CPX_STAT_OPTIMAL |
| 791 | 824 |
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
| 792 | 825 |
// CPX_STAT_OPTIMAL_INFEAS |
| 793 | 826 |
// CPX_STAT_OPTIMAL_RELAXED |
| 794 | 827 |
// CPX_STAT_UNBOUNDED |
| 795 | 828 |
|
| 796 | 829 |
CplexLp::ProblemType CplexLp::_getDualType() const {
|
| 797 | 830 |
int stat = CPXgetstat(cplexEnv(), _prob); |
| 798 | 831 |
#if CPX_VERSION >= 800 |
| 799 | 832 |
switch (stat) {
|
| 800 | 833 |
case CPX_STAT_OPTIMAL: |
| 801 | 834 |
return OPTIMAL; |
| 802 | 835 |
case CPX_STAT_UNBOUNDED: |
| 803 | 836 |
return INFEASIBLE; |
| 804 | 837 |
default: |
| 805 | 838 |
return UNDEFINED; |
| 806 | 839 |
} |
| 807 | 840 |
#else |
| 808 | 841 |
statusSwitch(cplexEnv(),stat); |
| 809 | 842 |
switch (stat) {
|
| 810 | 843 |
case 0: |
| 811 | 844 |
return UNDEFINED; //Undefined |
| 812 | 845 |
case CPX_OPTIMAL://Optimal |
| 813 | 846 |
return OPTIMAL; |
| 814 | 847 |
case CPX_UNBOUNDED: |
| 815 | 848 |
return INFEASIBLE; |
| 816 | 849 |
default: |
| 817 | 850 |
return UNDEFINED; //Everything else comes here |
| 818 | 851 |
//FIXME error |
| 819 | 852 |
} |
| 820 | 853 |
#endif |
| 821 | 854 |
} |
| 822 | 855 |
|
| 823 | 856 |
// CplexMip members |
| 824 | 857 |
|
| 825 | 858 |
CplexMip::CplexMip() |
| 826 | 859 |
: LpBase(), MipSolver(), CplexBase() {
|
| 827 | 860 |
|
| 828 | 861 |
#if CPX_VERSION < 800 |
| 829 | 862 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
| 830 | 863 |
#else |
| 831 | 864 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
| 832 | 865 |
#endif |
| 833 | 866 |
} |
| 834 | 867 |
|
| 835 | 868 |
CplexMip::CplexMip(const CplexEnv& env) |
| 836 | 869 |
: LpBase(), MipSolver(), CplexBase(env) {
|
| 837 | 870 |
|
| 838 | 871 |
#if CPX_VERSION < 800 |
| 839 | 872 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
| 840 | 873 |
#else |
| 841 | 874 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
| 842 | 875 |
#endif |
| 843 | 876 |
|
| 844 | 877 |
} |
| 845 | 878 |
|
| 846 | 879 |
CplexMip::CplexMip(const CplexMip& other) |
| 847 | 880 |
: LpBase(), MipSolver(), CplexBase(other) {}
|
| 848 | 881 |
|
| 849 | 882 |
CplexMip::~CplexMip() {}
|
| 850 | 883 |
|
| 851 | 884 |
CplexMip* CplexMip::newSolver() const { return new CplexMip; }
|
| 852 | 885 |
CplexMip* CplexMip::cloneSolver() const {return new CplexMip(*this); }
|
| 853 | 886 |
|
| 854 | 887 |
const char* CplexMip::_solverName() const { return "CplexMip"; }
|
| 855 | 888 |
|
| 856 | 889 |
void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) {
|
| 857 | 890 |
|
| 858 | 891 |
// Note If a variable is to be changed to binary, a call to CPXchgbds |
| 859 | 892 |
// should also be made to change the bounds to 0 and 1. |
| 860 | 893 |
|
| 861 | 894 |
switch (col_type){
|
| 862 | 895 |
case INTEGER: {
|
| 863 | 896 |
const char t = 'I'; |
| 864 | 897 |
CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
| 865 | 898 |
} break; |
| 866 | 899 |
case REAL: {
|
| 867 | 900 |
const char t = 'C'; |
| 868 | 901 |
CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
| 869 | 902 |
} break; |
| 870 | 903 |
default: |
| 871 | 904 |
break; |
| 872 | 905 |
} |
| 873 | 906 |
} |
| 874 | 907 |
|
| 875 | 908 |
CplexMip::ColTypes CplexMip::_getColType(int i) const {
|
| 876 | 909 |
char t; |
| 877 | 910 |
CPXgetctype (cplexEnv(), _prob, &t, i, i); |
| 878 | 911 |
switch (t) {
|
| 879 | 912 |
case 'I': |
| 880 | 913 |
return INTEGER; |
| 881 | 914 |
case 'C': |
| 882 | 915 |
return REAL; |
| 883 | 916 |
default: |
| 884 | 917 |
LEMON_ASSERT(false, "Invalid column type"); |
| 885 | 918 |
return ColTypes(); |
| 886 | 919 |
} |
| 887 | 920 |
|
| 888 | 921 |
} |
| 889 | 922 |
|
| 890 | 923 |
CplexMip::SolveExitStatus CplexMip::_solve() {
|
| 891 | 924 |
int status; |
| 892 | 925 |
_applyMessageLevel(); |
| 893 | 926 |
status = CPXmipopt (cplexEnv(), _prob); |
| 894 | 927 |
if (status==0) |
| 895 | 928 |
return SOLVED; |
| 896 | 929 |
else |
| 897 | 930 |
return UNSOLVED; |
| 898 | 931 |
|
| 899 | 932 |
} |
| 900 | 933 |
|
| 901 | 934 |
|
| 902 | 935 |
CplexMip::ProblemType CplexMip::_getType() const {
|
| 903 | 936 |
|
| 904 | 937 |
int stat = CPXgetstat(cplexEnv(), _prob); |
| 905 | 938 |
|
| 906 | 939 |
//Fortunately, MIP statuses did not change for cplex 8.0 |
| 907 | 940 |
switch (stat) {
|
| 908 | 941 |
case CPXMIP_OPTIMAL: |
| 909 | 942 |
// Optimal integer solution has been found. |
| 910 | 943 |
case CPXMIP_OPTIMAL_TOL: |
| 911 | 944 |
// Optimal soluton with the tolerance defined by epgap or epagap has |
| 912 | 945 |
// been found. |
| 913 | 946 |
return OPTIMAL; |
| 914 | 947 |
//This also exists in later issues |
| 915 | 948 |
// case CPXMIP_UNBOUNDED: |
| 916 | 949 |
//return UNBOUNDED; |
| 917 | 950 |
case CPXMIP_INFEASIBLE: |
| 918 | 951 |
return INFEASIBLE; |
| 919 | 952 |
default: |
| 920 | 953 |
return UNDEFINED; |
| 921 | 954 |
} |
| 922 | 955 |
//Unboundedness not treated well: the following is from cplex 9.0 doc |
| 923 | 956 |
// About Unboundedness |
| 924 | 957 |
|
| 925 | 958 |
// The treatment of models that are unbounded involves a few |
| 926 | 959 |
// subtleties. Specifically, a declaration of unboundedness means that |
| 927 | 960 |
// ILOG CPLEX has determined that the model has an unbounded |
| 928 | 961 |
// ray. Given any feasible solution x with objective z, a multiple of |
| 929 | 962 |
// the unbounded ray can be added to x to give a feasible solution |
| 930 | 963 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
| 931 | 964 |
// feasible solution exists, then the optimal objective is |
| 932 | 965 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
| 933 | 966 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
| 934 | 967 |
// to determine whether ILOG CPLEX has also concluded that the model |
| 935 | 968 |
// has a feasible solution. |
| 936 | 969 |
} |
| 937 | 970 |
|
| 938 | 971 |
CplexMip::Value CplexMip::_getSol(int i) const {
|
| 939 | 972 |
Value x; |
| 940 | 973 |
CPXgetmipx(cplexEnv(), _prob, &x, i, i); |
| 941 | 974 |
return x; |
| 942 | 975 |
} |
| 943 | 976 |
|
| 944 | 977 |
CplexMip::Value CplexMip::_getSolValue() const {
|
| 945 | 978 |
Value objval; |
| 946 | 979 |
CPXgetmipobjval(cplexEnv(), _prob, &objval); |
| 947 | 980 |
return objval; |
| 948 | 981 |
} |
| 949 | 982 |
|
| 950 | 983 |
} //namespace lemon |
| 951 | 984 |
| 1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | 2 |
* |
| 3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
| 4 | 4 |
* |
| 5 | 5 |
* Copyright (C) 2003-2009 |
| 6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 12 | 12 |
* |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 16 | 16 |
* |
| 17 | 17 |
*/ |
| 18 | 18 |
|
| 19 | 19 |
#ifndef LEMON_CPLEX_H |
| 20 | 20 |
#define LEMON_CPLEX_H |
| 21 | 21 |
|
| 22 | 22 |
///\file |
| 23 | 23 |
///\brief Header of the LEMON-CPLEX lp solver interface. |
| 24 | 24 |
|
| 25 | 25 |
#include <lemon/lp_base.h> |
| 26 | 26 |
|
| 27 | 27 |
struct cpxenv; |
| 28 | 28 |
struct cpxlp; |
| 29 | 29 |
|
| 30 | 30 |
namespace lemon {
|
| 31 | 31 |
|
| 32 | 32 |
/// \brief Reference counted wrapper around cpxenv pointer |
| 33 | 33 |
/// |
| 34 | 34 |
/// The cplex uses environment object which is responsible for |
| 35 | 35 |
/// checking the proper license usage. This class provides a simple |
| 36 | 36 |
/// interface for share the environment object between different |
| 37 | 37 |
/// problems. |
| 38 | 38 |
class CplexEnv {
|
| 39 | 39 |
friend class CplexBase; |
| 40 | 40 |
private: |
| 41 | 41 |
cpxenv* _env; |
| 42 | 42 |
mutable int* _cnt; |
| 43 | 43 |
|
| 44 | 44 |
public: |
| 45 | 45 |
|
| 46 | 46 |
/// \brief This exception is thrown when the license check is not |
| 47 | 47 |
/// sufficient |
| 48 | 48 |
class LicenseError : public Exception {
|
| 49 | 49 |
friend class CplexEnv; |
| 50 | 50 |
private: |
| 51 | 51 |
|
| 52 | 52 |
LicenseError(int status); |
| 53 | 53 |
char _message[510]; |
| 54 | 54 |
|
| 55 | 55 |
public: |
| 56 | 56 |
|
| 57 | 57 |
/// The short error message |
| 58 | 58 |
virtual const char* what() const throw() {
|
| 59 | 59 |
return _message; |
| 60 | 60 |
} |
| 61 | 61 |
}; |
| 62 | 62 |
|
| 63 | 63 |
/// Constructor |
| 64 | 64 |
CplexEnv(); |
| 65 | 65 |
/// Shallow copy constructor |
| 66 | 66 |
CplexEnv(const CplexEnv&); |
| 67 | 67 |
/// Shallow assignement |
| 68 | 68 |
CplexEnv& operator=(const CplexEnv&); |
| 69 | 69 |
/// Destructor |
| 70 | 70 |
virtual ~CplexEnv(); |
| 71 | 71 |
|
| 72 | 72 |
protected: |
| 73 | 73 |
|
| 74 | 74 |
cpxenv* cplexEnv() { return _env; }
|
| 75 | 75 |
const cpxenv* cplexEnv() const { return _env; }
|
| 76 | 76 |
}; |
| 77 | 77 |
|
| 78 | 78 |
/// \brief Base interface for the CPLEX LP and MIP solver |
| 79 | 79 |
/// |
| 80 | 80 |
/// This class implements the common interface of the CPLEX LP and |
| 81 | 81 |
/// MIP solvers. |
| 82 | 82 |
/// \ingroup lp_group |
| 83 | 83 |
class CplexBase : virtual public LpBase {
|
| 84 | 84 |
protected: |
| 85 | 85 |
|
| 86 | 86 |
CplexEnv _env; |
| 87 | 87 |
cpxlp* _prob; |
| 88 | 88 |
|
| 89 | 89 |
CplexBase(); |
| 90 | 90 |
CplexBase(const CplexEnv&); |
| 91 | 91 |
CplexBase(const CplexBase &); |
| 92 | 92 |
virtual ~CplexBase(); |
| 93 | 93 |
|
| 94 | 94 |
virtual int _addCol(); |
| 95 | 95 |
virtual int _addRow(); |
| 96 |
virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u); |
|
| 96 | 97 |
|
| 97 | 98 |
virtual void _eraseCol(int i); |
| 98 | 99 |
virtual void _eraseRow(int i); |
| 99 | 100 |
|
| 100 | 101 |
virtual void _eraseColId(int i); |
| 101 | 102 |
virtual void _eraseRowId(int i); |
| 102 | 103 |
|
| 103 | 104 |
virtual void _getColName(int col, std::string& name) const; |
| 104 | 105 |
virtual void _setColName(int col, const std::string& name); |
| 105 | 106 |
virtual int _colByName(const std::string& name) const; |
| 106 | 107 |
|
| 107 | 108 |
virtual void _getRowName(int row, std::string& name) const; |
| 108 | 109 |
virtual void _setRowName(int row, const std::string& name); |
| 109 | 110 |
virtual int _rowByName(const std::string& name) const; |
| 110 | 111 |
|
| 111 | 112 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
| 112 | 113 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
| 113 | 114 |
|
| 114 | 115 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
| 115 | 116 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
| 116 | 117 |
|
| 117 | 118 |
virtual void _setCoeff(int row, int col, Value value); |
| 118 | 119 |
virtual Value _getCoeff(int row, int col) const; |
| 119 | 120 |
|
| 120 | 121 |
virtual void _setColLowerBound(int i, Value value); |
| 121 | 122 |
virtual Value _getColLowerBound(int i) const; |
| 122 | 123 |
|
| 123 | 124 |
virtual void _setColUpperBound(int i, Value value); |
| 124 | 125 |
virtual Value _getColUpperBound(int i) const; |
| 125 | 126 |
|
| 126 | 127 |
private: |
| 127 | 128 |
void _set_row_bounds(int i, Value lb, Value ub); |
| 128 | 129 |
protected: |
| 129 | 130 |
|
| 130 | 131 |
virtual void _setRowLowerBound(int i, Value value); |
| 131 | 132 |
virtual Value _getRowLowerBound(int i) const; |
| 132 | 133 |
|
| 133 | 134 |
virtual void _setRowUpperBound(int i, Value value); |
| 134 | 135 |
virtual Value _getRowUpperBound(int i) const; |
| 135 | 136 |
|
| 136 | 137 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
| 137 | 138 |
virtual void _getObjCoeffs(InsertIterator b) const; |
| 138 | 139 |
|
| 139 | 140 |
virtual void _setObjCoeff(int i, Value obj_coef); |
| 140 | 141 |
virtual Value _getObjCoeff(int i) const; |
| 141 | 142 |
|
| 142 | 143 |
virtual void _setSense(Sense sense); |
| 143 | 144 |
virtual Sense _getSense() const; |
| 144 | 145 |
|
| 145 | 146 |
virtual void _clear(); |
| 146 | 147 |
|
| 147 | 148 |
virtual void _messageLevel(MessageLevel level); |
| 148 | 149 |
void _applyMessageLevel(); |
| 149 | 150 |
|
| 150 | 151 |
bool _message_enabled; |
| 151 | 152 |
|
| 152 | 153 |
public: |
| 153 | 154 |
|
| 154 | 155 |
/// Returns the used \c CplexEnv instance |
| 155 | 156 |
const CplexEnv& env() const { return _env; }
|
| 156 | 157 |
|
| 157 | 158 |
/// \brief Returns the const cpxenv pointer |
| 158 | 159 |
/// |
| 159 | 160 |
/// \note The cpxenv might be destructed with the solver. |
| 160 | 161 |
const cpxenv* cplexEnv() const { return _env.cplexEnv(); }
|
| 161 | 162 |
|
| 162 | 163 |
/// \brief Returns the const cpxenv pointer |
| 163 | 164 |
/// |
| 164 | 165 |
/// \note The cpxenv might be destructed with the solver. |
| 165 | 166 |
cpxenv* cplexEnv() { return _env.cplexEnv(); }
|
| 166 | 167 |
|
| 167 | 168 |
/// Returns the cplex problem object |
| 168 | 169 |
cpxlp* cplexLp() { return _prob; }
|
| 169 | 170 |
/// Returns the cplex problem object |
| 170 | 171 |
const cpxlp* cplexLp() const { return _prob; }
|
| 171 | 172 |
|
| 172 | 173 |
}; |
| 173 | 174 |
|
| 174 | 175 |
/// \brief Interface for the CPLEX LP solver |
| 175 | 176 |
/// |
| 176 | 177 |
/// This class implements an interface for the CPLEX LP solver. |
| 177 | 178 |
///\ingroup lp_group |
| 178 | 179 |
class CplexLp : public LpSolver, public CplexBase {
|
| 179 | 180 |
public: |
| 180 | 181 |
/// \e |
| 181 | 182 |
CplexLp(); |
| 182 | 183 |
/// \e |
| 183 | 184 |
CplexLp(const CplexEnv&); |
| 184 | 185 |
/// \e |
| 185 | 186 |
CplexLp(const CplexLp&); |
| 186 | 187 |
/// \e |
| 187 | 188 |
virtual ~CplexLp(); |
| 188 | 189 |
|
| 189 | 190 |
/// \e |
| 190 | 191 |
virtual CplexLp* cloneSolver() const; |
| 191 | 192 |
/// \e |
| 192 | 193 |
virtual CplexLp* newSolver() const; |
| 193 | 194 |
|
| 194 | 195 |
private: |
| 195 | 196 |
|
| 196 | 197 |
// these values cannot retrieved element by element |
| 197 | 198 |
mutable std::vector<int> _col_status; |
| 198 | 199 |
mutable std::vector<int> _row_status; |
| 199 | 200 |
|
| 200 | 201 |
mutable std::vector<Value> _primal_ray; |
| 201 | 202 |
mutable std::vector<Value> _dual_ray; |
| 202 | 203 |
|
| 203 | 204 |
void _clear_temporals(); |
| 204 | 205 |
|
| 205 | 206 |
SolveExitStatus convertStatus(int status); |
| 206 | 207 |
|
| 207 | 208 |
protected: |
| 208 | 209 |
|
| 209 | 210 |
virtual const char* _solverName() const; |
| 210 | 211 |
|
| 211 | 212 |
virtual SolveExitStatus _solve(); |
| 212 | 213 |
virtual Value _getPrimal(int i) const; |
| 213 | 214 |
virtual Value _getDual(int i) const; |
| 214 | 215 |
virtual Value _getPrimalValue() const; |
| 215 | 216 |
|
| 216 | 217 |
virtual VarStatus _getColStatus(int i) const; |
| 217 | 218 |
virtual VarStatus _getRowStatus(int i) const; |
| 218 | 219 |
|
| 219 | 220 |
virtual Value _getPrimalRay(int i) const; |
| 220 | 221 |
virtual Value _getDualRay(int i) const; |
| 221 | 222 |
|
| 222 | 223 |
virtual ProblemType _getPrimalType() const; |
| 223 | 224 |
virtual ProblemType _getDualType() const; |
| 224 | 225 |
|
| 225 | 226 |
public: |
| 226 | 227 |
|
| 227 | 228 |
/// Solve with primal simplex method |
| 228 | 229 |
SolveExitStatus solvePrimal(); |
| 229 | 230 |
|
| 230 | 231 |
/// Solve with dual simplex method |
| 231 | 232 |
SolveExitStatus solveDual(); |
| 232 | 233 |
|
| 233 | 234 |
/// Solve with barrier method |
| 234 | 235 |
SolveExitStatus solveBarrier(); |
| 235 | 236 |
|
| 236 | 237 |
}; |
| 237 | 238 |
|
| 238 | 239 |
/// \brief Interface for the CPLEX MIP solver |
| 239 | 240 |
/// |
| 240 | 241 |
/// This class implements an interface for the CPLEX MIP solver. |
| 241 | 242 |
///\ingroup lp_group |
| 242 | 243 |
class CplexMip : public MipSolver, public CplexBase {
|
| 243 | 244 |
public: |
| 244 | 245 |
/// \e |
| 245 | 246 |
CplexMip(); |
| 246 | 247 |
/// \e |
| 247 | 248 |
CplexMip(const CplexEnv&); |
| 248 | 249 |
/// \e |
| 249 | 250 |
CplexMip(const CplexMip&); |
| 250 | 251 |
/// \e |
| 251 | 252 |
virtual ~CplexMip(); |
| 252 | 253 |
|
| 253 | 254 |
/// \e |
| 254 | 255 |
virtual CplexMip* cloneSolver() const; |
| 255 | 256 |
/// \e |
| 256 | 257 |
virtual CplexMip* newSolver() const; |
| 257 | 258 |
|
| 258 | 259 |
protected: |
| 259 | 260 |
|
| 260 | 261 |
|
| 261 | 262 |
virtual const char* _solverName() const; |
| 262 | 263 |
|
| 263 | 264 |
virtual ColTypes _getColType(int col) const; |
| 264 | 265 |
virtual void _setColType(int col, ColTypes col_type); |
| 265 | 266 |
|
| 266 | 267 |
virtual SolveExitStatus _solve(); |
| 267 | 268 |
virtual ProblemType _getType() const; |
| 268 | 269 |
virtual Value _getSol(int i) const; |
| 269 | 270 |
virtual Value _getSolValue() const; |
| 270 | 271 |
|
| 271 | 272 |
}; |
| 272 | 273 |
|
| 273 | 274 |
} //END OF NAMESPACE LEMON |
| 274 | 275 |
|
| 275 | 276 |
#endif //LEMON_CPLEX_H |
| 276 | 277 |
| 1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | 2 |
* |
| 3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
| 4 | 4 |
* |
| 5 | 5 |
* Copyright (C) 2003-2009 |
| 6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 12 | 12 |
* |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 16 | 16 |
* |
| 17 | 17 |
*/ |
| 18 | 18 |
|
| 19 | 19 |
///\file |
| 20 | 20 |
///\brief Implementation of the LEMON GLPK LP and MIP solver interface. |
| 21 | 21 |
|
| 22 | 22 |
#include <lemon/glpk.h> |
| 23 | 23 |
#include <glpk.h> |
| 24 | 24 |
|
| 25 | 25 |
#include <lemon/assert.h> |
| 26 | 26 |
|
| 27 | 27 |
namespace lemon {
|
| 28 | 28 |
|
| 29 | 29 |
// GlpkBase members |
| 30 | 30 |
|
| 31 | 31 |
GlpkBase::GlpkBase() : LpBase() {
|
| 32 | 32 |
lp = glp_create_prob(); |
| 33 | 33 |
glp_create_index(lp); |
| 34 | 34 |
messageLevel(MESSAGE_NOTHING); |
| 35 | 35 |
} |
| 36 | 36 |
|
| 37 | 37 |
GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() {
|
| 38 | 38 |
lp = glp_create_prob(); |
| 39 | 39 |
glp_copy_prob(lp, other.lp, GLP_ON); |
| 40 | 40 |
glp_create_index(lp); |
| 41 | 41 |
rows = other.rows; |
| 42 | 42 |
cols = other.cols; |
| 43 | 43 |
messageLevel(MESSAGE_NOTHING); |
| 44 | 44 |
} |
| 45 | 45 |
|
| 46 | 46 |
GlpkBase::~GlpkBase() {
|
| 47 | 47 |
glp_delete_prob(lp); |
| 48 | 48 |
} |
| 49 | 49 |
|
| 50 | 50 |
int GlpkBase::_addCol() {
|
| 51 | 51 |
int i = glp_add_cols(lp, 1); |
| 52 | 52 |
glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0); |
| 53 | 53 |
return i; |
| 54 | 54 |
} |
| 55 | 55 |
|
| 56 | 56 |
int GlpkBase::_addRow() {
|
| 57 | 57 |
int i = glp_add_rows(lp, 1); |
| 58 | 58 |
glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0); |
| 59 | 59 |
return i; |
| 60 | 60 |
} |
| 61 | 61 |
|
| 62 |
int GlpkBase::_addRow(Value lo, ExprIterator b, |
|
| 63 |
ExprIterator e, Value up) {
|
|
| 64 |
int i = glp_add_rows(lp, 1); |
|
| 65 |
|
|
| 66 |
if (lo == -INF) {
|
|
| 67 |
if (up == INF) {
|
|
| 68 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
|
| 69 |
} else {
|
|
| 70 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
|
| 71 |
} |
|
| 72 |
} else {
|
|
| 73 |
if (up == INF) {
|
|
| 74 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
|
| 75 |
} else if (lo != up) {
|
|
| 76 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
|
| 77 |
} else {
|
|
| 78 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
|
| 79 |
} |
|
| 80 |
} |
|
| 81 |
|
|
| 82 |
std::vector<int> indexes; |
|
| 83 |
std::vector<Value> values; |
|
| 84 |
|
|
| 85 |
indexes.push_back(0); |
|
| 86 |
values.push_back(0); |
|
| 87 |
|
|
| 88 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 89 |
indexes.push_back(it->first); |
|
| 90 |
values.push_back(it->second); |
|
| 91 |
} |
|
| 92 |
|
|
| 93 |
glp_set_mat_row(lp, i, values.size() - 1, |
|
| 94 |
&indexes.front(), &values.front()); |
|
| 95 |
return i; |
|
| 96 |
} |
|
| 97 |
|
|
| 62 | 98 |
void GlpkBase::_eraseCol(int i) {
|
| 63 | 99 |
int ca[2]; |
| 64 | 100 |
ca[1] = i; |
| 65 | 101 |
glp_del_cols(lp, 1, ca); |
| 66 | 102 |
} |
| 67 | 103 |
|
| 68 | 104 |
void GlpkBase::_eraseRow(int i) {
|
| 69 | 105 |
int ra[2]; |
| 70 | 106 |
ra[1] = i; |
| 71 | 107 |
glp_del_rows(lp, 1, ra); |
| 72 | 108 |
} |
| 73 | 109 |
|
| 74 | 110 |
void GlpkBase::_eraseColId(int i) {
|
| 75 | 111 |
cols.eraseIndex(i); |
| 76 | 112 |
cols.shiftIndices(i); |
| 77 | 113 |
} |
| 78 | 114 |
|
| 79 | 115 |
void GlpkBase::_eraseRowId(int i) {
|
| 80 | 116 |
rows.eraseIndex(i); |
| 81 | 117 |
rows.shiftIndices(i); |
| 82 | 118 |
} |
| 83 | 119 |
|
| 84 | 120 |
void GlpkBase::_getColName(int c, std::string& name) const {
|
| 85 | 121 |
const char *str = glp_get_col_name(lp, c); |
| 86 | 122 |
if (str) name = str; |
| 87 | 123 |
else name.clear(); |
| 88 | 124 |
} |
| 89 | 125 |
|
| 90 | 126 |
void GlpkBase::_setColName(int c, const std::string & name) {
|
| 91 | 127 |
glp_set_col_name(lp, c, const_cast<char*>(name.c_str())); |
| 92 | 128 |
|
| 93 | 129 |
} |
| 94 | 130 |
|
| 95 | 131 |
int GlpkBase::_colByName(const std::string& name) const {
|
| 96 | 132 |
int k = glp_find_col(lp, const_cast<char*>(name.c_str())); |
| 97 | 133 |
return k > 0 ? k : -1; |
| 98 | 134 |
} |
| 99 | 135 |
|
| 100 | 136 |
void GlpkBase::_getRowName(int r, std::string& name) const {
|
| 101 | 137 |
const char *str = glp_get_row_name(lp, r); |
| 102 | 138 |
if (str) name = str; |
| 103 | 139 |
else name.clear(); |
| 104 | 140 |
} |
| 105 | 141 |
|
| 106 | 142 |
void GlpkBase::_setRowName(int r, const std::string & name) {
|
| 107 | 143 |
glp_set_row_name(lp, r, const_cast<char*>(name.c_str())); |
| 108 | 144 |
|
| 109 | 145 |
} |
| 110 | 146 |
|
| 111 | 147 |
int GlpkBase::_rowByName(const std::string& name) const {
|
| 112 | 148 |
int k = glp_find_row(lp, const_cast<char*>(name.c_str())); |
| 113 | 149 |
return k > 0 ? k : -1; |
| 114 | 150 |
} |
| 115 | 151 |
|
| 116 | 152 |
void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
|
| 117 | 153 |
std::vector<int> indexes; |
| 118 | 154 |
std::vector<Value> values; |
| 119 | 155 |
|
| 120 | 156 |
indexes.push_back(0); |
| 121 | 157 |
values.push_back(0); |
| 122 | 158 |
|
| 123 | 159 |
for(ExprIterator it = b; it != e; ++it) {
|
| 124 | 160 |
indexes.push_back(it->first); |
| 125 | 161 |
values.push_back(it->second); |
| 126 | 162 |
} |
| 127 | 163 |
|
| 128 | 164 |
glp_set_mat_row(lp, i, values.size() - 1, |
| 129 | 165 |
&indexes.front(), &values.front()); |
| 130 | 166 |
} |
| 131 | 167 |
|
| 132 | 168 |
void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const {
|
| 133 | 169 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
| 134 | 170 |
|
| 135 | 171 |
std::vector<int> indexes(length + 1); |
| 136 | 172 |
std::vector<Value> values(length + 1); |
| 137 | 173 |
|
| 138 | 174 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
| 139 | 175 |
|
| 140 | 176 |
for (int i = 1; i <= length; ++i) {
|
| 141 | 177 |
*b = std::make_pair(indexes[i], values[i]); |
| 142 | 178 |
++b; |
| 143 | 179 |
} |
| 144 | 180 |
} |
| 145 | 181 |
|
| 146 | 182 |
void GlpkBase::_setColCoeffs(int ix, ExprIterator b, |
| 147 | 183 |
ExprIterator e) {
|
| 148 | 184 |
|
| 149 | 185 |
std::vector<int> indexes; |
| 150 | 186 |
std::vector<Value> values; |
| 151 | 187 |
|
| 152 | 188 |
indexes.push_back(0); |
| 153 | 189 |
values.push_back(0); |
| 154 | 190 |
|
| 155 | 191 |
for(ExprIterator it = b; it != e; ++it) {
|
| 156 | 192 |
indexes.push_back(it->first); |
| 157 | 193 |
values.push_back(it->second); |
| 158 | 194 |
} |
| 159 | 195 |
|
| 160 | 196 |
glp_set_mat_col(lp, ix, values.size() - 1, |
| 161 | 197 |
&indexes.front(), &values.front()); |
| 162 | 198 |
} |
| 163 | 199 |
|
| 164 | 200 |
void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const {
|
| 165 | 201 |
int length = glp_get_mat_col(lp, ix, 0, 0); |
| 166 | 202 |
|
| 167 | 203 |
std::vector<int> indexes(length + 1); |
| 168 | 204 |
std::vector<Value> values(length + 1); |
| 169 | 205 |
|
| 170 | 206 |
glp_get_mat_col(lp, ix, &indexes.front(), &values.front()); |
| 171 | 207 |
|
| 172 | 208 |
for (int i = 1; i <= length; ++i) {
|
| 173 | 209 |
*b = std::make_pair(indexes[i], values[i]); |
| 174 | 210 |
++b; |
| 175 | 211 |
} |
| 176 | 212 |
} |
| 177 | 213 |
|
| 178 | 214 |
void GlpkBase::_setCoeff(int ix, int jx, Value value) {
|
| 179 | 215 |
|
| 180 | 216 |
if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) {
|
| 181 | 217 |
|
| 182 | 218 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
| 183 | 219 |
|
| 184 | 220 |
std::vector<int> indexes(length + 2); |
| 185 | 221 |
std::vector<Value> values(length + 2); |
| 186 | 222 |
|
| 187 | 223 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
| 188 | 224 |
|
| 189 | 225 |
//The following code does not suppose that the elements of the |
| 190 | 226 |
//array indexes are sorted |
| 191 | 227 |
bool found = false; |
| 192 | 228 |
for (int i = 1; i <= length; ++i) {
|
| 193 | 229 |
if (indexes[i] == jx) {
|
| 194 | 230 |
found = true; |
| 195 | 231 |
values[i] = value; |
| 196 | 232 |
break; |
| 197 | 233 |
} |
| 198 | 234 |
} |
| 199 | 235 |
if (!found) {
|
| 200 | 236 |
++length; |
| 201 | 237 |
indexes[length] = jx; |
| 202 | 238 |
values[length] = value; |
| 203 | 239 |
} |
| 204 | 240 |
|
| 205 | 241 |
glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front()); |
| 206 | 242 |
|
| 207 | 243 |
} else {
|
| 208 | 244 |
|
| 209 | 245 |
int length = glp_get_mat_col(lp, jx, 0, 0); |
| 210 | 246 |
|
| 211 | 247 |
std::vector<int> indexes(length + 2); |
| 212 | 248 |
std::vector<Value> values(length + 2); |
| 213 | 249 |
|
| 214 | 250 |
glp_get_mat_col(lp, jx, &indexes.front(), &values.front()); |
| 215 | 251 |
|
| 216 | 252 |
//The following code does not suppose that the elements of the |
| 217 | 253 |
//array indexes are sorted |
| 218 | 254 |
bool found = false; |
| 219 | 255 |
for (int i = 1; i <= length; ++i) {
|
| 220 | 256 |
if (indexes[i] == ix) {
|
| 221 | 257 |
found = true; |
| 222 | 258 |
values[i] = value; |
| 223 | 259 |
break; |
| 224 | 260 |
} |
| 225 | 261 |
} |
| 226 | 262 |
if (!found) {
|
| 227 | 263 |
++length; |
| 228 | 264 |
indexes[length] = ix; |
| 229 | 265 |
values[length] = value; |
| 230 | 266 |
} |
| 231 | 267 |
|
| 232 | 268 |
glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front()); |
| 233 | 269 |
} |
| 234 | 270 |
|
| 235 | 271 |
} |
| 236 | 272 |
|
| 237 | 273 |
GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const {
|
| 238 | 274 |
|
| 239 | 275 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
| 240 | 276 |
|
| 241 | 277 |
std::vector<int> indexes(length + 1); |
| 242 | 278 |
std::vector<Value> values(length + 1); |
| 243 | 279 |
|
| 244 | 280 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
| 245 | 281 |
|
| 246 | 282 |
for (int i = 1; i <= length; ++i) {
|
| 247 | 283 |
if (indexes[i] == jx) {
|
| 248 | 284 |
return values[i]; |
| 249 | 285 |
} |
| 250 | 286 |
} |
| 251 | 287 |
|
| 252 | 288 |
return 0; |
| 253 | 289 |
} |
| 254 | 290 |
|
| 255 | 291 |
void GlpkBase::_setColLowerBound(int i, Value lo) {
|
| 256 | 292 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
| 257 | 293 |
|
| 258 | 294 |
int b = glp_get_col_type(lp, i); |
| 259 | 295 |
double up = glp_get_col_ub(lp, i); |
| 260 | 296 |
if (lo == -INF) {
|
| 261 | 297 |
switch (b) {
|
| 262 | 298 |
case GLP_FR: |
| 263 | 299 |
case GLP_LO: |
| 264 | 300 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
| 265 | 301 |
break; |
| 266 | 302 |
case GLP_UP: |
| 267 | 303 |
break; |
| 268 | 304 |
case GLP_DB: |
| 269 | 305 |
case GLP_FX: |
| 270 | 306 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
| 271 | 307 |
break; |
| 272 | 308 |
default: |
| 273 | 309 |
break; |
| 274 | 310 |
} |
| 275 | 311 |
} else {
|
| 276 | 312 |
switch (b) {
|
| 277 | 313 |
case GLP_FR: |
| 278 | 314 |
case GLP_LO: |
| 279 | 315 |
glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
| 280 | 316 |
break; |
| 281 | 317 |
case GLP_UP: |
| 282 | 318 |
case GLP_DB: |
| 283 | 319 |
case GLP_FX: |
| 284 | 320 |
if (lo == up) |
| 285 | 321 |
glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
| 286 | 322 |
else |
| 287 | 323 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
| 288 | 324 |
break; |
| 289 | 325 |
default: |
| 290 | 326 |
break; |
| 291 | 327 |
} |
| 292 | 328 |
} |
| 293 | 329 |
} |
| 294 | 330 |
|
| 295 | 331 |
GlpkBase::Value GlpkBase::_getColLowerBound(int i) const {
|
| 296 | 332 |
int b = glp_get_col_type(lp, i); |
| 297 | 333 |
switch (b) {
|
| 298 | 334 |
case GLP_LO: |
| 299 | 335 |
case GLP_DB: |
| 300 | 336 |
case GLP_FX: |
| 301 | 337 |
return glp_get_col_lb(lp, i); |
| 302 | 338 |
default: |
| 303 | 339 |
return -INF; |
| 304 | 340 |
} |
| 305 | 341 |
} |
| 306 | 342 |
|
| 307 | 343 |
void GlpkBase::_setColUpperBound(int i, Value up) {
|
| 308 | 344 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
| 309 | 345 |
|
| 310 | 346 |
int b = glp_get_col_type(lp, i); |
| 311 | 347 |
double lo = glp_get_col_lb(lp, i); |
| 312 | 348 |
if (up == INF) {
|
| 313 | 349 |
switch (b) {
|
| 314 | 350 |
case GLP_FR: |
| 315 | 351 |
case GLP_LO: |
| 316 | 352 |
break; |
| 317 | 353 |
case GLP_UP: |
| 318 | 354 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
| 319 | 355 |
break; |
| 320 | 356 |
case GLP_DB: |
| 321 | 357 |
case GLP_FX: |
| 322 | 358 |
glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
| 323 | 359 |
break; |
| 324 | 360 |
default: |
| 325 | 361 |
break; |
| 326 | 362 |
} |
| 327 | 363 |
} else {
|
| 328 | 364 |
switch (b) {
|
| 329 | 365 |
case GLP_FR: |
| 330 | 366 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
| 331 | 367 |
break; |
| 332 | 368 |
case GLP_UP: |
| 333 | 369 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
| 334 | 370 |
break; |
| 335 | 371 |
case GLP_LO: |
| 336 | 372 |
case GLP_DB: |
| 337 | 373 |
case GLP_FX: |
| 338 | 374 |
if (lo == up) |
| 339 | 375 |
glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
| 340 | 376 |
else |
| 341 | 377 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
| 342 | 378 |
break; |
| 343 | 379 |
default: |
| 344 | 380 |
break; |
| 345 | 381 |
} |
| 346 | 382 |
} |
| 347 | 383 |
|
| 348 | 384 |
} |
| 349 | 385 |
|
| 350 | 386 |
GlpkBase::Value GlpkBase::_getColUpperBound(int i) const {
|
| 351 | 387 |
int b = glp_get_col_type(lp, i); |
| 352 | 388 |
switch (b) {
|
| 353 | 389 |
case GLP_UP: |
| 354 | 390 |
case GLP_DB: |
| 355 | 391 |
case GLP_FX: |
| 356 | 392 |
return glp_get_col_ub(lp, i); |
| 357 | 393 |
default: |
| 358 | 394 |
return INF; |
| 359 | 395 |
} |
| 360 | 396 |
} |
| 361 | 397 |
|
| 362 | 398 |
void GlpkBase::_setRowLowerBound(int i, Value lo) {
|
| 363 | 399 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
| 364 | 400 |
|
| 365 | 401 |
int b = glp_get_row_type(lp, i); |
| 366 | 402 |
double up = glp_get_row_ub(lp, i); |
| 367 | 403 |
if (lo == -INF) {
|
| 368 | 404 |
switch (b) {
|
| 369 | 405 |
case GLP_FR: |
| 370 | 406 |
case GLP_LO: |
| 371 | 407 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
| 372 | 408 |
break; |
| 373 | 409 |
case GLP_UP: |
| 374 | 410 |
break; |
| 375 | 411 |
case GLP_DB: |
| 376 | 412 |
case GLP_FX: |
| 377 | 413 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
| 378 | 414 |
break; |
| 379 | 415 |
default: |
| 380 | 416 |
break; |
| 381 | 417 |
} |
| 382 | 418 |
} else {
|
| 383 | 419 |
switch (b) {
|
| 384 | 420 |
case GLP_FR: |
| 385 | 421 |
case GLP_LO: |
| 386 | 422 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
| 387 | 423 |
break; |
| 388 | 424 |
case GLP_UP: |
| 389 | 425 |
case GLP_DB: |
| 390 | 426 |
case GLP_FX: |
| 391 | 427 |
if (lo == up) |
| 392 | 428 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
| 393 | 429 |
else |
| 394 | 430 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
| 395 | 431 |
break; |
| 396 | 432 |
default: |
| 397 | 433 |
break; |
| 398 | 434 |
} |
| 399 | 435 |
} |
| 400 | 436 |
|
| 401 | 437 |
} |
| 402 | 438 |
|
| 403 | 439 |
GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const {
|
| 404 | 440 |
int b = glp_get_row_type(lp, i); |
| 405 | 441 |
switch (b) {
|
| 406 | 442 |
case GLP_LO: |
| 407 | 443 |
case GLP_DB: |
| 408 | 444 |
case GLP_FX: |
| 409 | 445 |
return glp_get_row_lb(lp, i); |
| 410 | 446 |
default: |
| 411 | 447 |
return -INF; |
| 412 | 448 |
} |
| 413 | 449 |
} |
| 414 | 450 |
|
| 415 | 451 |
void GlpkBase::_setRowUpperBound(int i, Value up) {
|
| 416 | 452 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
| 417 | 453 |
|
| 418 | 454 |
int b = glp_get_row_type(lp, i); |
| 419 | 455 |
double lo = glp_get_row_lb(lp, i); |
| 420 | 456 |
if (up == INF) {
|
| 421 | 457 |
switch (b) {
|
| 422 | 458 |
case GLP_FR: |
| 423 | 459 |
case GLP_LO: |
| 424 | 460 |
break; |
| 425 | 461 |
case GLP_UP: |
| 426 | 462 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
| 427 | 463 |
break; |
| 428 | 464 |
case GLP_DB: |
| 429 | 465 |
case GLP_FX: |
| 430 | 466 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
| 431 | 467 |
break; |
| 432 | 468 |
default: |
| 433 | 469 |
break; |
| 434 | 470 |
} |
| 435 | 471 |
} else {
|
| 436 | 472 |
switch (b) {
|
| 437 | 473 |
case GLP_FR: |
| 438 | 474 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
| 439 | 475 |
break; |
| 440 | 476 |
case GLP_UP: |
| 441 | 477 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
| 442 | 478 |
break; |
| 443 | 479 |
case GLP_LO: |
| 444 | 480 |
case GLP_DB: |
| 445 | 481 |
case GLP_FX: |
| 446 | 482 |
if (lo == up) |
| 447 | 483 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
| 448 | 484 |
else |
| 449 | 485 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
| 450 | 486 |
break; |
| 451 | 487 |
default: |
| 452 | 488 |
break; |
| 453 | 489 |
} |
| 454 | 490 |
} |
| 455 | 491 |
} |
| 456 | 492 |
|
| 457 | 493 |
GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const {
|
| 458 | 494 |
int b = glp_get_row_type(lp, i); |
| 459 | 495 |
switch (b) {
|
| 460 | 496 |
case GLP_UP: |
| 461 | 497 |
case GLP_DB: |
| 462 | 498 |
case GLP_FX: |
| 463 | 499 |
return glp_get_row_ub(lp, i); |
| 464 | 500 |
default: |
| 465 | 501 |
return INF; |
| 466 | 502 |
} |
| 467 | 503 |
} |
| 468 | 504 |
|
| 469 | 505 |
void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
| 470 | 506 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
| 471 | 507 |
glp_set_obj_coef(lp, i, 0.0); |
| 472 | 508 |
} |
| 473 | 509 |
for (ExprIterator it = b; it != e; ++it) {
|
| 474 | 510 |
glp_set_obj_coef(lp, it->first, it->second); |
| 475 | 511 |
} |
| 476 | 512 |
} |
| 477 | 513 |
|
| 478 | 514 |
void GlpkBase::_getObjCoeffs(InsertIterator b) const {
|
| 479 | 515 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
| 480 | 516 |
Value val = glp_get_obj_coef(lp, i); |
| 481 | 517 |
if (val != 0.0) {
|
| 482 | 518 |
*b = std::make_pair(i, val); |
| 483 | 519 |
++b; |
| 484 | 520 |
} |
| 485 | 521 |
} |
| 486 | 522 |
} |
| 487 | 523 |
|
| 488 | 524 |
void GlpkBase::_setObjCoeff(int i, Value obj_coef) {
|
| 489 | 525 |
//i = 0 means the constant term (shift) |
| 490 | 526 |
glp_set_obj_coef(lp, i, obj_coef); |
| 491 | 527 |
} |
| 492 | 528 |
|
| 493 | 529 |
GlpkBase::Value GlpkBase::_getObjCoeff(int i) const {
|
| 494 | 530 |
//i = 0 means the constant term (shift) |
| 495 | 531 |
return glp_get_obj_coef(lp, i); |
| 496 | 532 |
} |
| 497 | 533 |
|
| 498 | 534 |
void GlpkBase::_setSense(GlpkBase::Sense sense) {
|
| 499 | 535 |
switch (sense) {
|
| 500 | 536 |
case MIN: |
| 501 | 537 |
glp_set_obj_dir(lp, GLP_MIN); |
| 502 | 538 |
break; |
| 503 | 539 |
case MAX: |
| 504 | 540 |
glp_set_obj_dir(lp, GLP_MAX); |
| 505 | 541 |
break; |
| 506 | 542 |
} |
| 507 | 543 |
} |
| 508 | 544 |
|
| 509 | 545 |
GlpkBase::Sense GlpkBase::_getSense() const {
|
| 510 | 546 |
switch(glp_get_obj_dir(lp)) {
|
| 511 | 547 |
case GLP_MIN: |
| 512 | 548 |
return MIN; |
| 513 | 549 |
case GLP_MAX: |
| 514 | 550 |
return MAX; |
| 515 | 551 |
default: |
| 516 | 552 |
LEMON_ASSERT(false, "Wrong sense"); |
| 517 | 553 |
return GlpkBase::Sense(); |
| 518 | 554 |
} |
| 519 | 555 |
} |
| 520 | 556 |
|
| 521 | 557 |
void GlpkBase::_clear() {
|
| 522 | 558 |
glp_erase_prob(lp); |
| 523 | 559 |
rows.clear(); |
| 524 | 560 |
cols.clear(); |
| 525 | 561 |
} |
| 526 | 562 |
|
| 527 | 563 |
void GlpkBase::freeEnv() {
|
| 528 | 564 |
glp_free_env(); |
| 529 | 565 |
} |
| 530 | 566 |
|
| 531 | 567 |
void GlpkBase::_messageLevel(MessageLevel level) {
|
| 532 | 568 |
switch (level) {
|
| 533 | 569 |
case MESSAGE_NOTHING: |
| 534 | 570 |
_message_level = GLP_MSG_OFF; |
| 535 | 571 |
break; |
| 536 | 572 |
case MESSAGE_ERROR: |
| 537 | 573 |
_message_level = GLP_MSG_ERR; |
| 538 | 574 |
break; |
| 539 | 575 |
case MESSAGE_WARNING: |
| 540 | 576 |
_message_level = GLP_MSG_ERR; |
| 541 | 577 |
break; |
| 542 | 578 |
case MESSAGE_NORMAL: |
| 543 | 579 |
_message_level = GLP_MSG_ON; |
| 544 | 580 |
break; |
| 545 | 581 |
case MESSAGE_VERBOSE: |
| 546 | 582 |
_message_level = GLP_MSG_ALL; |
| 547 | 583 |
break; |
| 548 | 584 |
} |
| 549 | 585 |
} |
| 550 | 586 |
|
| 551 | 587 |
GlpkBase::FreeEnvHelper GlpkBase::freeEnvHelper; |
| 552 | 588 |
|
| 553 | 589 |
// GlpkLp members |
| 554 | 590 |
|
| 555 | 591 |
GlpkLp::GlpkLp() |
| 556 | 592 |
: LpBase(), LpSolver(), GlpkBase() {
|
| 557 | 593 |
presolver(false); |
| 558 | 594 |
} |
| 559 | 595 |
|
| 560 | 596 |
GlpkLp::GlpkLp(const GlpkLp& other) |
| 561 | 597 |
: LpBase(other), LpSolver(other), GlpkBase(other) {
|
| 562 | 598 |
presolver(false); |
| 563 | 599 |
} |
| 564 | 600 |
|
| 565 | 601 |
GlpkLp* GlpkLp::newSolver() const { return new GlpkLp; }
|
| 566 | 602 |
GlpkLp* GlpkLp::cloneSolver() const { return new GlpkLp(*this); }
|
| 567 | 603 |
|
| 568 | 604 |
const char* GlpkLp::_solverName() const { return "GlpkLp"; }
|
| 569 | 605 |
|
| 570 | 606 |
void GlpkLp::_clear_temporals() {
|
| 571 | 607 |
_primal_ray.clear(); |
| 572 | 608 |
_dual_ray.clear(); |
| 573 | 609 |
} |
| 574 | 610 |
|
| 575 | 611 |
GlpkLp::SolveExitStatus GlpkLp::_solve() {
|
| 576 | 612 |
return solvePrimal(); |
| 577 | 613 |
} |
| 578 | 614 |
|
| 579 | 615 |
GlpkLp::SolveExitStatus GlpkLp::solvePrimal() {
|
| 580 | 616 |
_clear_temporals(); |
| 581 | 617 |
|
| 582 | 618 |
glp_smcp smcp; |
| 583 | 619 |
glp_init_smcp(&smcp); |
| 584 | 620 |
|
| 585 | 621 |
smcp.msg_lev = _message_level; |
| 586 | 622 |
smcp.presolve = _presolve; |
| 587 | 623 |
|
| 588 | 624 |
// If the basis is not valid we get an error return value. |
| 589 | 625 |
// In this case we can try to create a new basis. |
| 590 | 626 |
switch (glp_simplex(lp, &smcp)) {
|
| 591 | 627 |
case 0: |
| 592 | 628 |
break; |
| 593 | 629 |
case GLP_EBADB: |
| 594 | 630 |
case GLP_ESING: |
| 595 | 631 |
case GLP_ECOND: |
| 596 | 632 |
glp_term_out(false); |
| 597 | 633 |
glp_adv_basis(lp, 0); |
| 598 | 634 |
glp_term_out(true); |
| 599 | 635 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
| 600 | 636 |
break; |
| 601 | 637 |
default: |
| 602 | 638 |
return UNSOLVED; |
| 603 | 639 |
} |
| 604 | 640 |
|
| 605 | 641 |
return SOLVED; |
| 606 | 642 |
} |
| 607 | 643 |
|
| 608 | 644 |
GlpkLp::SolveExitStatus GlpkLp::solveDual() {
|
| 609 | 645 |
_clear_temporals(); |
| 610 | 646 |
|
| 611 | 647 |
glp_smcp smcp; |
| 612 | 648 |
glp_init_smcp(&smcp); |
| 613 | 649 |
|
| 614 | 650 |
smcp.msg_lev = _message_level; |
| 615 | 651 |
smcp.meth = GLP_DUAL; |
| 616 | 652 |
smcp.presolve = _presolve; |
| 617 | 653 |
|
| 618 | 654 |
// If the basis is not valid we get an error return value. |
| 619 | 655 |
// In this case we can try to create a new basis. |
| 620 | 656 |
switch (glp_simplex(lp, &smcp)) {
|
| 621 | 657 |
case 0: |
| 622 | 658 |
break; |
| 623 | 659 |
case GLP_EBADB: |
| 624 | 660 |
case GLP_ESING: |
| 625 | 661 |
case GLP_ECOND: |
| 626 | 662 |
glp_term_out(false); |
| 627 | 663 |
glp_adv_basis(lp, 0); |
| 628 | 664 |
glp_term_out(true); |
| 629 | 665 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
| 630 | 666 |
break; |
| 631 | 667 |
default: |
| 632 | 668 |
return UNSOLVED; |
| 633 | 669 |
} |
| 634 | 670 |
return SOLVED; |
| 635 | 671 |
} |
| 636 | 672 |
|
| 637 | 673 |
GlpkLp::Value GlpkLp::_getPrimal(int i) const {
|
| 638 | 674 |
return glp_get_col_prim(lp, i); |
| 639 | 675 |
} |
| 640 | 676 |
|
| 641 | 677 |
GlpkLp::Value GlpkLp::_getDual(int i) const {
|
| 642 | 678 |
return glp_get_row_dual(lp, i); |
| 643 | 679 |
} |
| 644 | 680 |
|
| 645 | 681 |
GlpkLp::Value GlpkLp::_getPrimalValue() const {
|
| 646 | 682 |
return glp_get_obj_val(lp); |
| 647 | 683 |
} |
| 648 | 684 |
|
| 649 | 685 |
GlpkLp::VarStatus GlpkLp::_getColStatus(int i) const {
|
| 650 | 686 |
switch (glp_get_col_stat(lp, i)) {
|
| 651 | 687 |
case GLP_BS: |
| 652 | 688 |
return BASIC; |
| 653 | 689 |
case GLP_UP: |
| 654 | 690 |
return UPPER; |
| 655 | 691 |
case GLP_LO: |
| 656 | 692 |
return LOWER; |
| 657 | 693 |
case GLP_NF: |
| 658 | 694 |
return FREE; |
| 659 | 695 |
case GLP_NS: |
| 660 | 696 |
return FIXED; |
| 661 | 697 |
default: |
| 662 | 698 |
LEMON_ASSERT(false, "Wrong column status"); |
| 663 | 699 |
return GlpkLp::VarStatus(); |
| 664 | 700 |
} |
| 665 | 701 |
} |
| 666 | 702 |
|
| 667 | 703 |
GlpkLp::VarStatus GlpkLp::_getRowStatus(int i) const {
|
| 668 | 704 |
switch (glp_get_row_stat(lp, i)) {
|
| 669 | 705 |
case GLP_BS: |
| 670 | 706 |
return BASIC; |
| 671 | 707 |
case GLP_UP: |
| 672 | 708 |
return UPPER; |
| 673 | 709 |
case GLP_LO: |
| 674 | 710 |
return LOWER; |
| 675 | 711 |
case GLP_NF: |
| 676 | 712 |
return FREE; |
| 677 | 713 |
case GLP_NS: |
| 678 | 714 |
return FIXED; |
| 679 | 715 |
default: |
| 680 | 716 |
LEMON_ASSERT(false, "Wrong row status"); |
| 681 | 717 |
return GlpkLp::VarStatus(); |
| 682 | 718 |
} |
| 683 | 719 |
} |
| 684 | 720 |
|
| 685 | 721 |
GlpkLp::Value GlpkLp::_getPrimalRay(int i) const {
|
| 686 | 722 |
if (_primal_ray.empty()) {
|
| 687 | 723 |
int row_num = glp_get_num_rows(lp); |
| 688 | 724 |
int col_num = glp_get_num_cols(lp); |
| 689 | 725 |
|
| 690 | 726 |
_primal_ray.resize(col_num + 1, 0.0); |
| 691 | 727 |
|
| 692 | 728 |
int index = glp_get_unbnd_ray(lp); |
| 693 | 729 |
if (index != 0) {
|
| 694 | 730 |
// The primal ray is found in primal simplex second phase |
| 695 | 731 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
| 696 | 732 |
glp_get_col_stat(lp, index - row_num)) != GLP_BS, |
| 697 | 733 |
"Wrong primal ray"); |
| 698 | 734 |
|
| 699 | 735 |
bool negate = glp_get_obj_dir(lp) == GLP_MAX; |
| 700 | 736 |
|
| 701 | 737 |
if (index > row_num) {
|
| 702 | 738 |
_primal_ray[index - row_num] = 1.0; |
| 703 | 739 |
if (glp_get_col_dual(lp, index - row_num) > 0) {
|
| 704 | 740 |
negate = !negate; |
| 705 | 741 |
} |
| 706 | 742 |
} else {
|
| 707 | 743 |
if (glp_get_row_dual(lp, index) > 0) {
|
| 708 | 744 |
negate = !negate; |
| 709 | 745 |
} |
| 710 | 746 |
} |
| 711 | 747 |
|
| 712 | 748 |
std::vector<int> ray_indexes(row_num + 1); |
| 713 | 749 |
std::vector<Value> ray_values(row_num + 1); |
| 714 | 750 |
int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(), |
| 715 | 751 |
&ray_values.front()); |
| 716 | 752 |
|
| 717 | 753 |
for (int i = 1; i <= ray_length; ++i) {
|
| 718 | 754 |
if (ray_indexes[i] > row_num) {
|
| 719 | 755 |
_primal_ray[ray_indexes[i] - row_num] = ray_values[i]; |
| 720 | 756 |
} |
| 721 | 757 |
} |
| 722 | 758 |
|
| 723 | 759 |
if (negate) {
|
| 724 | 760 |
for (int i = 1; i <= col_num; ++i) {
|
| 725 | 761 |
_primal_ray[i] = - _primal_ray[i]; |
| 726 | 762 |
} |
| 727 | 763 |
} |
| 728 | 764 |
} else {
|
| 729 | 765 |
for (int i = 1; i <= col_num; ++i) {
|
| 730 | 766 |
_primal_ray[i] = glp_get_col_prim(lp, i); |
| 731 | 767 |
} |
| 732 | 768 |
} |
| 733 | 769 |
} |
| 734 | 770 |
return _primal_ray[i]; |
| 735 | 771 |
} |
| 736 | 772 |
|
| 737 | 773 |
GlpkLp::Value GlpkLp::_getDualRay(int i) const {
|
| 738 | 774 |
if (_dual_ray.empty()) {
|
| 739 | 775 |
int row_num = glp_get_num_rows(lp); |
| 740 | 776 |
|
| 741 | 777 |
_dual_ray.resize(row_num + 1, 0.0); |
| 742 | 778 |
|
| 743 | 779 |
int index = glp_get_unbnd_ray(lp); |
| 744 | 780 |
if (index != 0) {
|
| 745 | 781 |
// The dual ray is found in dual simplex second phase |
| 746 | 782 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
| 747 | 783 |
glp_get_col_stat(lp, index - row_num)) == GLP_BS, |
| 748 | 784 |
|
| 749 | 785 |
"Wrong dual ray"); |
| 750 | 786 |
|
| 751 | 787 |
int idx; |
| 752 | 788 |
bool negate = false; |
| 753 | 789 |
|
| 754 | 790 |
if (index > row_num) {
|
| 755 | 791 |
idx = glp_get_col_bind(lp, index - row_num); |
| 756 | 792 |
if (glp_get_col_prim(lp, index - row_num) > |
| 757 | 793 |
glp_get_col_ub(lp, index - row_num)) {
|
| 758 | 794 |
negate = true; |
| 759 | 795 |
} |
| 760 | 796 |
} else {
|
| 761 | 797 |
idx = glp_get_row_bind(lp, index); |
| 762 | 798 |
if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) {
|
| 763 | 799 |
negate = true; |
| 764 | 800 |
} |
| 765 | 801 |
} |
| 766 | 802 |
|
| 767 | 803 |
_dual_ray[idx] = negate ? - 1.0 : 1.0; |
| 768 | 804 |
|
| 769 | 805 |
glp_btran(lp, &_dual_ray.front()); |
| 770 | 806 |
} else {
|
| 771 | 807 |
double eps = 1e-7; |
| 772 | 808 |
// The dual ray is found in primal simplex first phase |
| 773 | 809 |
// We assume that the glpk minimizes the slack to get feasible solution |
| 774 | 810 |
for (int i = 1; i <= row_num; ++i) {
|
| 775 | 811 |
int index = glp_get_bhead(lp, i); |
| 776 | 812 |
if (index <= row_num) {
|
| 777 | 813 |
double res = glp_get_row_prim(lp, index); |
| 778 | 814 |
if (res > glp_get_row_ub(lp, index) + eps) {
|
| 779 | 815 |
_dual_ray[i] = -1; |
| 780 | 816 |
} else if (res < glp_get_row_lb(lp, index) - eps) {
|
| 781 | 817 |
_dual_ray[i] = 1; |
| 782 | 818 |
} else {
|
| 783 | 819 |
_dual_ray[i] = 0; |
| 784 | 820 |
} |
| 785 | 821 |
_dual_ray[i] *= glp_get_rii(lp, index); |
| 786 | 822 |
} else {
|
| 787 | 823 |
double res = glp_get_col_prim(lp, index - row_num); |
| 788 | 824 |
if (res > glp_get_col_ub(lp, index - row_num) + eps) {
|
| 789 | 825 |
_dual_ray[i] = -1; |
| 790 | 826 |
} else if (res < glp_get_col_lb(lp, index - row_num) - eps) {
|
| 791 | 827 |
_dual_ray[i] = 1; |
| 792 | 828 |
} else {
|
| 793 | 829 |
_dual_ray[i] = 0; |
| 794 | 830 |
} |
| 795 | 831 |
_dual_ray[i] /= glp_get_sjj(lp, index - row_num); |
| 796 | 832 |
} |
| 797 | 833 |
} |
| 798 | 834 |
|
| 799 | 835 |
glp_btran(lp, &_dual_ray.front()); |
| 800 | 836 |
|
| 801 | 837 |
for (int i = 1; i <= row_num; ++i) {
|
| 802 | 838 |
_dual_ray[i] /= glp_get_rii(lp, i); |
| 803 | 839 |
} |
| 804 | 840 |
} |
| 805 | 841 |
} |
| 806 | 842 |
return _dual_ray[i]; |
| 807 | 843 |
} |
| 808 | 844 |
|
| 809 | 845 |
GlpkLp::ProblemType GlpkLp::_getPrimalType() const {
|
| 810 | 846 |
if (glp_get_status(lp) == GLP_OPT) |
| 811 | 847 |
return OPTIMAL; |
| 812 | 848 |
switch (glp_get_prim_stat(lp)) {
|
| 813 | 849 |
case GLP_UNDEF: |
| 814 | 850 |
return UNDEFINED; |
| 815 | 851 |
case GLP_FEAS: |
| 816 | 852 |
case GLP_INFEAS: |
| 817 | 853 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
|
| 818 | 854 |
return UNBOUNDED; |
| 819 | 855 |
} else {
|
| 820 | 856 |
return UNDEFINED; |
| 821 | 857 |
} |
| 822 | 858 |
case GLP_NOFEAS: |
| 823 | 859 |
return INFEASIBLE; |
| 824 | 860 |
default: |
| 825 | 861 |
LEMON_ASSERT(false, "Wrong primal type"); |
| 826 | 862 |
return GlpkLp::ProblemType(); |
| 827 | 863 |
} |
| 828 | 864 |
} |
| 829 | 865 |
|
| 830 | 866 |
GlpkLp::ProblemType GlpkLp::_getDualType() const {
|
| 831 | 867 |
if (glp_get_status(lp) == GLP_OPT) |
| 832 | 868 |
return OPTIMAL; |
| 833 | 869 |
switch (glp_get_dual_stat(lp)) {
|
| 834 | 870 |
case GLP_UNDEF: |
| 835 | 871 |
return UNDEFINED; |
| 836 | 872 |
case GLP_FEAS: |
| 837 | 873 |
case GLP_INFEAS: |
| 838 | 874 |
if (glp_get_prim_stat(lp) == GLP_NOFEAS) {
|
| 839 | 875 |
return UNBOUNDED; |
| 840 | 876 |
} else {
|
| 841 | 877 |
return UNDEFINED; |
| 842 | 878 |
} |
| 843 | 879 |
case GLP_NOFEAS: |
| 844 | 880 |
return INFEASIBLE; |
| 845 | 881 |
default: |
| 846 | 882 |
LEMON_ASSERT(false, "Wrong primal type"); |
| 847 | 883 |
return GlpkLp::ProblemType(); |
| 848 | 884 |
} |
| 849 | 885 |
} |
| 850 | 886 |
|
| 851 | 887 |
void GlpkLp::presolver(bool presolve) {
|
| 852 | 888 |
_presolve = presolve; |
| 853 | 889 |
} |
| 854 | 890 |
|
| 855 | 891 |
// GlpkMip members |
| 856 | 892 |
|
| 857 | 893 |
GlpkMip::GlpkMip() |
| 858 | 894 |
: LpBase(), MipSolver(), GlpkBase() {
|
| 859 | 895 |
} |
| 860 | 896 |
|
| 861 | 897 |
GlpkMip::GlpkMip(const GlpkMip& other) |
| 862 | 898 |
: LpBase(), MipSolver(), GlpkBase(other) {
|
| 863 | 899 |
} |
| 864 | 900 |
|
| 865 | 901 |
void GlpkMip::_setColType(int i, GlpkMip::ColTypes col_type) {
|
| 866 | 902 |
switch (col_type) {
|
| 867 | 903 |
case INTEGER: |
| 868 | 904 |
glp_set_col_kind(lp, i, GLP_IV); |
| 869 | 905 |
break; |
| 870 | 906 |
case REAL: |
| 871 | 907 |
glp_set_col_kind(lp, i, GLP_CV); |
| 872 | 908 |
break; |
| 873 | 909 |
} |
| 874 | 910 |
} |
| 875 | 911 |
|
| 876 | 912 |
GlpkMip::ColTypes GlpkMip::_getColType(int i) const {
|
| 877 | 913 |
switch (glp_get_col_kind(lp, i)) {
|
| 878 | 914 |
case GLP_IV: |
| 879 | 915 |
case GLP_BV: |
| 880 | 916 |
return INTEGER; |
| 881 | 917 |
default: |
| 882 | 918 |
return REAL; |
| 883 | 919 |
} |
| 884 | 920 |
|
| 885 | 921 |
} |
| 886 | 922 |
|
| 887 | 923 |
GlpkMip::SolveExitStatus GlpkMip::_solve() {
|
| 888 | 924 |
glp_smcp smcp; |
| 889 | 925 |
glp_init_smcp(&smcp); |
| 890 | 926 |
|
| 891 | 927 |
smcp.msg_lev = _message_level; |
| 892 | 928 |
smcp.meth = GLP_DUAL; |
| 893 | 929 |
|
| 894 | 930 |
// If the basis is not valid we get an error return value. |
| 895 | 931 |
// In this case we can try to create a new basis. |
| 896 | 932 |
switch (glp_simplex(lp, &smcp)) {
|
| 897 | 933 |
case 0: |
| 898 | 934 |
break; |
| 899 | 935 |
case GLP_EBADB: |
| 900 | 936 |
case GLP_ESING: |
| 901 | 937 |
case GLP_ECOND: |
| 902 | 938 |
glp_term_out(false); |
| 903 | 939 |
glp_adv_basis(lp, 0); |
| 904 | 940 |
glp_term_out(true); |
| 905 | 941 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
| 906 | 942 |
break; |
| 907 | 943 |
default: |
| 908 | 944 |
return UNSOLVED; |
| 909 | 945 |
} |
| 910 | 946 |
|
| 911 | 947 |
if (glp_get_status(lp) != GLP_OPT) return SOLVED; |
| 912 | 948 |
|
| 913 | 949 |
glp_iocp iocp; |
| 914 | 950 |
glp_init_iocp(&iocp); |
| 915 | 951 |
|
| 916 | 952 |
iocp.msg_lev = _message_level; |
| 917 | 953 |
|
| 918 | 954 |
if (glp_intopt(lp, &iocp) != 0) return UNSOLVED; |
| 919 | 955 |
return SOLVED; |
| 920 | 956 |
} |
| 921 | 957 |
|
| 922 | 958 |
|
| 923 | 959 |
GlpkMip::ProblemType GlpkMip::_getType() const {
|
| 924 | 960 |
switch (glp_get_status(lp)) {
|
| 925 | 961 |
case GLP_OPT: |
| 926 | 962 |
switch (glp_mip_status(lp)) {
|
| 927 | 963 |
case GLP_UNDEF: |
| 928 | 964 |
return UNDEFINED; |
| 929 | 965 |
case GLP_NOFEAS: |
| 930 | 966 |
return INFEASIBLE; |
| 931 | 967 |
case GLP_FEAS: |
| 932 | 968 |
return FEASIBLE; |
| 933 | 969 |
case GLP_OPT: |
| 934 | 970 |
return OPTIMAL; |
| 935 | 971 |
default: |
| 936 | 972 |
LEMON_ASSERT(false, "Wrong problem type."); |
| 937 | 973 |
return GlpkMip::ProblemType(); |
| 938 | 974 |
} |
| 939 | 975 |
case GLP_NOFEAS: |
| 940 | 976 |
return INFEASIBLE; |
| 941 | 977 |
case GLP_INFEAS: |
| 942 | 978 |
case GLP_FEAS: |
| 943 | 979 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
|
| 944 | 980 |
return UNBOUNDED; |
| 945 | 981 |
} else {
|
| 946 | 982 |
return UNDEFINED; |
| 947 | 983 |
} |
| 948 | 984 |
default: |
| 949 | 985 |
LEMON_ASSERT(false, "Wrong problem type."); |
| 950 | 986 |
return GlpkMip::ProblemType(); |
| 951 | 987 |
} |
| 952 | 988 |
} |
| 953 | 989 |
|
| 954 | 990 |
GlpkMip::Value GlpkMip::_getSol(int i) const {
|
| 955 | 991 |
return glp_mip_col_val(lp, i); |
| 956 | 992 |
} |
| 957 | 993 |
|
| 958 | 994 |
GlpkMip::Value GlpkMip::_getSolValue() const {
|
| 959 | 995 |
return glp_mip_obj_val(lp); |
| 960 | 996 |
} |
| 961 | 997 |
|
| 962 | 998 |
GlpkMip* GlpkMip::newSolver() const { return new GlpkMip; }
|
| 963 | 999 |
GlpkMip* GlpkMip::cloneSolver() const {return new GlpkMip(*this); }
|
| 964 | 1000 |
|
| 965 | 1001 |
const char* GlpkMip::_solverName() const { return "GlpkMip"; }
|
| 966 | 1002 |
|
| 967 | 1003 |
} //END OF NAMESPACE LEMON |
| 1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | 2 |
* |
| 3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
| 4 | 4 |
* |
| 5 | 5 |
* Copyright (C) 2003-2008 |
| 6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 12 | 12 |
* |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 16 | 16 |
* |
| 17 | 17 |
*/ |
| 18 | 18 |
|
| 19 | 19 |
#ifndef LEMON_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 |
| 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_BASE_H |
| 20 | 20 |
#define LEMON_LP_BASE_H |
| 21 | 21 |
|
| 22 | 22 |
#include<iostream> |
| 23 | 23 |
#include<vector> |
| 24 | 24 |
#include<map> |
| 25 | 25 |
#include<limits> |
| 26 | 26 |
#include<lemon/math.h> |
| 27 | 27 |
|
| 28 | 28 |
#include<lemon/error.h> |
| 29 | 29 |
#include<lemon/assert.h> |
| 30 | 30 |
|
| 31 | 31 |
#include<lemon/core.h> |
| 32 | 32 |
#include<lemon/bits/solver_bits.h> |
| 33 | 33 |
|
| 34 | 34 |
///\file |
| 35 | 35 |
///\brief The interface of the LP solver interface. |
| 36 | 36 |
///\ingroup lp_group |
| 37 | 37 |
namespace lemon {
|
| 38 | 38 |
|
| 39 | 39 |
///Common base class for LP and MIP solvers |
| 40 | 40 |
|
| 41 | 41 |
///Usually this class is not used directly, please use one of the concrete |
| 42 | 42 |
///implementations of the solver interface. |
| 43 | 43 |
///\ingroup lp_group |
| 44 | 44 |
class LpBase {
|
| 45 | 45 |
|
| 46 | 46 |
protected: |
| 47 | 47 |
|
| 48 | 48 |
_solver_bits::VarIndex rows; |
| 49 | 49 |
_solver_bits::VarIndex cols; |
| 50 | 50 |
|
| 51 | 51 |
public: |
| 52 | 52 |
|
| 53 | 53 |
///Possible outcomes of an LP solving procedure |
| 54 | 54 |
enum SolveExitStatus {
|
| 55 | 55 |
/// = 0. It means that the problem has been successfully solved: either |
| 56 | 56 |
///an optimal solution has been found or infeasibility/unboundedness |
| 57 | 57 |
///has been proved. |
| 58 | 58 |
SOLVED = 0, |
| 59 | 59 |
/// = 1. Any other case (including the case when some user specified |
| 60 | 60 |
///limit has been exceeded). |
| 61 | 61 |
UNSOLVED = 1 |
| 62 | 62 |
}; |
| 63 | 63 |
|
| 64 | 64 |
///Direction of the optimization |
| 65 | 65 |
enum Sense {
|
| 66 | 66 |
/// Minimization |
| 67 | 67 |
MIN, |
| 68 | 68 |
/// Maximization |
| 69 | 69 |
MAX |
| 70 | 70 |
}; |
| 71 | 71 |
|
| 72 | 72 |
///Enum for \c messageLevel() parameter |
| 73 | 73 |
enum MessageLevel {
|
| 74 | 74 |
/// No output (default value). |
| 75 | 75 |
MESSAGE_NOTHING, |
| 76 | 76 |
/// Error messages only. |
| 77 | 77 |
MESSAGE_ERROR, |
| 78 | 78 |
/// Warnings. |
| 79 | 79 |
MESSAGE_WARNING, |
| 80 | 80 |
/// Normal output. |
| 81 | 81 |
MESSAGE_NORMAL, |
| 82 | 82 |
/// Verbose output. |
| 83 | 83 |
MESSAGE_VERBOSE |
| 84 | 84 |
}; |
| 85 | 85 |
|
| 86 | 86 |
|
| 87 | 87 |
///The floating point type used by the solver |
| 88 | 88 |
typedef double Value; |
| 89 | 89 |
///The infinity constant |
| 90 | 90 |
static const Value INF; |
| 91 | 91 |
///The not a number constant |
| 92 | 92 |
static const Value NaN; |
| 93 | 93 |
|
| 94 | 94 |
friend class Col; |
| 95 | 95 |
friend class ColIt; |
| 96 | 96 |
friend class Row; |
| 97 | 97 |
friend class RowIt; |
| 98 | 98 |
|
| 99 | 99 |
///Refer to a column of the LP. |
| 100 | 100 |
|
| 101 | 101 |
///This type is used to refer to a column of the LP. |
| 102 | 102 |
/// |
| 103 | 103 |
///Its value remains valid and correct even after the addition or erase of |
| 104 | 104 |
///other columns. |
| 105 | 105 |
/// |
| 106 | 106 |
///\note This class is similar to other Item types in LEMON, like |
| 107 | 107 |
///Node and Arc types in digraph. |
| 108 | 108 |
class Col {
|
| 109 | 109 |
friend class LpBase; |
| 110 | 110 |
protected: |
| 111 | 111 |
int _id; |
| 112 | 112 |
explicit Col(int id) : _id(id) {}
|
| 113 | 113 |
public: |
| 114 | 114 |
typedef Value ExprValue; |
| 115 | 115 |
typedef True LpCol; |
| 116 | 116 |
/// Default constructor |
| 117 | 117 |
|
| 118 | 118 |
/// \warning The default constructor sets the Col to an |
| 119 | 119 |
/// undefined value. |
| 120 | 120 |
Col() {}
|
| 121 | 121 |
/// Invalid constructor \& conversion. |
| 122 | 122 |
|
| 123 | 123 |
/// This constructor initializes the Col to be invalid. |
| 124 | 124 |
/// \sa Invalid for more details. |
| 125 | 125 |
Col(const Invalid&) : _id(-1) {}
|
| 126 | 126 |
/// Equality operator |
| 127 | 127 |
|
| 128 | 128 |
/// Two \ref Col "Col"s are equal if and only if they point to |
| 129 | 129 |
/// the same LP column or both are invalid. |
| 130 | 130 |
bool operator==(Col c) const {return _id == c._id;}
|
| 131 | 131 |
/// Inequality operator |
| 132 | 132 |
|
| 133 | 133 |
/// \sa operator==(Col c) |
| 134 | 134 |
/// |
| 135 | 135 |
bool operator!=(Col c) const {return _id != c._id;}
|
| 136 | 136 |
/// Artificial ordering operator. |
| 137 | 137 |
|
| 138 | 138 |
/// To allow the use of this object in std::map or similar |
| 139 | 139 |
/// associative container we require this. |
| 140 | 140 |
/// |
| 141 | 141 |
/// \note This operator only have to define some strict ordering of |
| 142 | 142 |
/// the items; this order has nothing to do with the iteration |
| 143 | 143 |
/// ordering of the items. |
| 144 | 144 |
bool operator<(Col c) const {return _id < c._id;}
|
| 145 | 145 |
}; |
| 146 | 146 |
|
| 147 | 147 |
///Iterator for iterate over the columns of an LP problem |
| 148 | 148 |
|
| 149 | 149 |
/// Its usage is quite simple, for example you can count the number |
| 150 | 150 |
/// of columns in an LP \c lp: |
| 151 | 151 |
///\code |
| 152 | 152 |
/// int count=0; |
| 153 | 153 |
/// for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count; |
| 154 | 154 |
///\endcode |
| 155 | 155 |
class ColIt : public Col {
|
| 156 | 156 |
const LpBase *_solver; |
| 157 | 157 |
public: |
| 158 | 158 |
/// Default constructor |
| 159 | 159 |
|
| 160 | 160 |
/// \warning The default constructor sets the iterator |
| 161 | 161 |
/// to an undefined value. |
| 162 | 162 |
ColIt() {}
|
| 163 | 163 |
/// Sets the iterator to the first Col |
| 164 | 164 |
|
| 165 | 165 |
/// Sets the iterator to the first Col. |
| 166 | 166 |
/// |
| 167 | 167 |
ColIt(const LpBase &solver) : _solver(&solver) |
| 168 | 168 |
{
|
| 169 | 169 |
_solver->cols.firstItem(_id); |
| 170 | 170 |
} |
| 171 | 171 |
/// Invalid constructor \& conversion |
| 172 | 172 |
|
| 173 | 173 |
/// Initialize the iterator to be invalid. |
| 174 | 174 |
/// \sa Invalid for more details. |
| 175 | 175 |
ColIt(const Invalid&) : Col(INVALID) {}
|
| 176 | 176 |
/// Next column |
| 177 | 177 |
|
| 178 | 178 |
/// Assign the iterator to the next column. |
| 179 | 179 |
/// |
| 180 | 180 |
ColIt &operator++() |
| 181 | 181 |
{
|
| 182 | 182 |
_solver->cols.nextItem(_id); |
| 183 | 183 |
return *this; |
| 184 | 184 |
} |
| 185 | 185 |
}; |
| 186 | 186 |
|
| 187 | 187 |
/// \brief Returns the ID of the column. |
| 188 | 188 |
static int id(const Col& col) { return col._id; }
|
| 189 | 189 |
/// \brief Returns the column with the given ID. |
| 190 | 190 |
/// |
| 191 | 191 |
/// \pre The argument should be a valid column ID in the LP problem. |
| 192 | 192 |
static Col colFromId(int id) { return Col(id); }
|
| 193 | 193 |
|
| 194 | 194 |
///Refer to a row of the LP. |
| 195 | 195 |
|
| 196 | 196 |
///This type is used to refer to a row of the LP. |
| 197 | 197 |
/// |
| 198 | 198 |
///Its value remains valid and correct even after the addition or erase of |
| 199 | 199 |
///other rows. |
| 200 | 200 |
/// |
| 201 | 201 |
///\note This class is similar to other Item types in LEMON, like |
| 202 | 202 |
///Node and Arc types in digraph. |
| 203 | 203 |
class Row {
|
| 204 | 204 |
friend class LpBase; |
| 205 | 205 |
protected: |
| 206 | 206 |
int _id; |
| 207 | 207 |
explicit Row(int id) : _id(id) {}
|
| 208 | 208 |
public: |
| 209 | 209 |
typedef Value ExprValue; |
| 210 | 210 |
typedef True LpRow; |
| 211 | 211 |
/// Default constructor |
| 212 | 212 |
|
| 213 | 213 |
/// \warning The default constructor sets the Row to an |
| 214 | 214 |
/// undefined value. |
| 215 | 215 |
Row() {}
|
| 216 | 216 |
/// Invalid constructor \& conversion. |
| 217 | 217 |
|
| 218 | 218 |
/// This constructor initializes the Row to be invalid. |
| 219 | 219 |
/// \sa Invalid for more details. |
| 220 | 220 |
Row(const Invalid&) : _id(-1) {}
|
| 221 | 221 |
/// Equality operator |
| 222 | 222 |
|
| 223 | 223 |
/// Two \ref Row "Row"s are equal if and only if they point to |
| 224 | 224 |
/// the same LP row or both are invalid. |
| 225 | 225 |
bool operator==(Row r) const {return _id == r._id;}
|
| 226 | 226 |
/// Inequality operator |
| 227 | 227 |
|
| 228 | 228 |
/// \sa operator==(Row r) |
| 229 | 229 |
/// |
| 230 | 230 |
bool operator!=(Row r) const {return _id != r._id;}
|
| 231 | 231 |
/// Artificial ordering operator. |
| 232 | 232 |
|
| 233 | 233 |
/// To allow the use of this object in std::map or similar |
| 234 | 234 |
/// associative container we require this. |
| 235 | 235 |
/// |
| 236 | 236 |
/// \note This operator only have to define some strict ordering of |
| 237 | 237 |
/// the items; this order has nothing to do with the iteration |
| 238 | 238 |
/// ordering of the items. |
| 239 | 239 |
bool operator<(Row r) const {return _id < r._id;}
|
| 240 | 240 |
}; |
| 241 | 241 |
|
| 242 | 242 |
///Iterator for iterate over the rows of an LP problem |
| 243 | 243 |
|
| 244 | 244 |
/// Its usage is quite simple, for example you can count the number |
| 245 | 245 |
/// of rows in an LP \c lp: |
| 246 | 246 |
///\code |
| 247 | 247 |
/// int count=0; |
| 248 | 248 |
/// for (LpBase::RowIt c(lp); c!=INVALID; ++c) ++count; |
| 249 | 249 |
///\endcode |
| 250 | 250 |
class RowIt : public Row {
|
| 251 | 251 |
const LpBase *_solver; |
| 252 | 252 |
public: |
| 253 | 253 |
/// Default constructor |
| 254 | 254 |
|
| 255 | 255 |
/// \warning The default constructor sets the iterator |
| 256 | 256 |
/// to an undefined value. |
| 257 | 257 |
RowIt() {}
|
| 258 | 258 |
/// Sets the iterator to the first Row |
| 259 | 259 |
|
| 260 | 260 |
/// Sets the iterator to the first Row. |
| 261 | 261 |
/// |
| 262 | 262 |
RowIt(const LpBase &solver) : _solver(&solver) |
| 263 | 263 |
{
|
| 264 | 264 |
_solver->rows.firstItem(_id); |
| 265 | 265 |
} |
| 266 | 266 |
/// Invalid constructor \& conversion |
| 267 | 267 |
|
| 268 | 268 |
/// Initialize the iterator to be invalid. |
| 269 | 269 |
/// \sa Invalid for more details. |
| 270 | 270 |
RowIt(const Invalid&) : Row(INVALID) {}
|
| 271 | 271 |
/// Next row |
| 272 | 272 |
|
| 273 | 273 |
/// Assign the iterator to the next row. |
| 274 | 274 |
/// |
| 275 | 275 |
RowIt &operator++() |
| 276 | 276 |
{
|
| 277 | 277 |
_solver->rows.nextItem(_id); |
| 278 | 278 |
return *this; |
| 279 | 279 |
} |
| 280 | 280 |
}; |
| 281 | 281 |
|
| 282 | 282 |
/// \brief Returns the ID of the row. |
| 283 | 283 |
static int id(const Row& row) { return row._id; }
|
| 284 | 284 |
/// \brief Returns the row with the given ID. |
| 285 | 285 |
/// |
| 286 | 286 |
/// \pre The argument should be a valid row ID in the LP problem. |
| 287 | 287 |
static Row rowFromId(int id) { return Row(id); }
|
| 288 | 288 |
|
| 289 | 289 |
public: |
| 290 | 290 |
|
| 291 | 291 |
///Linear expression of variables and a constant component |
| 292 | 292 |
|
| 293 | 293 |
///This data structure stores a linear expression of the variables |
| 294 | 294 |
///(\ref Col "Col"s) and also has a constant component. |
| 295 | 295 |
/// |
| 296 | 296 |
///There are several ways to access and modify the contents of this |
| 297 | 297 |
///container. |
| 298 | 298 |
///\code |
| 299 | 299 |
///e[v]=5; |
| 300 | 300 |
///e[v]+=12; |
| 301 | 301 |
///e.erase(v); |
| 302 | 302 |
///\endcode |
| 303 | 303 |
///or you can also iterate through its elements. |
| 304 | 304 |
///\code |
| 305 | 305 |
///double s=0; |
| 306 | 306 |
///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i) |
| 307 | 307 |
/// s+=*i * primal(i); |
| 308 | 308 |
///\endcode |
| 309 | 309 |
///(This code computes the primal value of the expression). |
| 310 | 310 |
///- Numbers (<tt>double</tt>'s) |
| 311 | 311 |
///and variables (\ref Col "Col"s) directly convert to an |
| 312 | 312 |
///\ref Expr and the usual linear operations are defined, so |
| 313 | 313 |
///\code |
| 314 | 314 |
///v+w |
| 315 | 315 |
///2*v-3.12*(v-w/2)+2 |
| 316 | 316 |
///v*2.1+(3*v+(v*12+w+6)*3)/2 |
| 317 | 317 |
///\endcode |
| 318 | 318 |
///are valid expressions. |
| 319 | 319 |
///The usual assignment operations are also defined. |
| 320 | 320 |
///\code |
| 321 | 321 |
///e=v+w; |
| 322 | 322 |
///e+=2*v-3.12*(v-w/2)+2; |
| 323 | 323 |
///e*=3.4; |
| 324 | 324 |
///e/=5; |
| 325 | 325 |
///\endcode |
| 326 | 326 |
///- The constant member can be set and read by dereference |
| 327 | 327 |
/// operator (unary *) |
| 328 | 328 |
/// |
| 329 | 329 |
///\code |
| 330 | 330 |
///*e=12; |
| 331 | 331 |
///double c=*e; |
| 332 | 332 |
///\endcode |
| 333 | 333 |
/// |
| 334 | 334 |
///\sa Constr |
| 335 | 335 |
class Expr {
|
| 336 | 336 |
friend class LpBase; |
| 337 | 337 |
public: |
| 338 | 338 |
/// The key type of the expression |
| 339 | 339 |
typedef LpBase::Col Key; |
| 340 | 340 |
/// The value type of the expression |
| 341 | 341 |
typedef LpBase::Value Value; |
| 342 | 342 |
|
| 343 | 343 |
protected: |
| 344 | 344 |
Value const_comp; |
| 345 | 345 |
std::map<int, Value> comps; |
| 346 | 346 |
|
| 347 | 347 |
public: |
| 348 | 348 |
typedef True SolverExpr; |
| 349 | 349 |
/// Default constructor |
| 350 | 350 |
|
| 351 | 351 |
/// Construct an empty expression, the coefficients and |
| 352 | 352 |
/// the constant component are initialized to zero. |
| 353 | 353 |
Expr() : const_comp(0) {}
|
| 354 | 354 |
/// Construct an expression from a column |
| 355 | 355 |
|
| 356 | 356 |
/// Construct an expression, which has a term with \c c variable |
| 357 | 357 |
/// and 1.0 coefficient. |
| 358 | 358 |
Expr(const Col &c) : const_comp(0) {
|
| 359 | 359 |
typedef std::map<int, Value>::value_type pair_type; |
| 360 | 360 |
comps.insert(pair_type(id(c), 1)); |
| 361 | 361 |
} |
| 362 | 362 |
/// Construct an expression from a constant |
| 363 | 363 |
|
| 364 | 364 |
/// Construct an expression, which's constant component is \c v. |
| 365 | 365 |
/// |
| 366 | 366 |
Expr(const Value &v) : const_comp(v) {}
|
| 367 | 367 |
/// Returns the coefficient of the column |
| 368 | 368 |
Value operator[](const Col& c) const {
|
| 369 | 369 |
std::map<int, Value>::const_iterator it=comps.find(id(c)); |
| 370 | 370 |
if (it != comps.end()) {
|
| 371 | 371 |
return it->second; |
| 372 | 372 |
} else {
|
| 373 | 373 |
return 0; |
| 374 | 374 |
} |
| 375 | 375 |
} |
| 376 | 376 |
/// Returns the coefficient of the column |
| 377 | 377 |
Value& operator[](const Col& c) {
|
| 378 | 378 |
return comps[id(c)]; |
| 379 | 379 |
} |
| 380 | 380 |
/// Sets the coefficient of the column |
| 381 | 381 |
void set(const Col &c, const Value &v) {
|
| 382 | 382 |
if (v != 0.0) {
|
| 383 | 383 |
typedef std::map<int, Value>::value_type pair_type; |
| 384 | 384 |
comps.insert(pair_type(id(c), v)); |
| 385 | 385 |
} else {
|
| 386 | 386 |
comps.erase(id(c)); |
| 387 | 387 |
} |
| 388 | 388 |
} |
| 389 | 389 |
/// Returns the constant component of the expression |
| 390 | 390 |
Value& operator*() { return const_comp; }
|
| 391 | 391 |
/// Returns the constant component of the expression |
| 392 | 392 |
const Value& operator*() const { return const_comp; }
|
| 393 | 393 |
/// \brief Removes the coefficients which's absolute value does |
| 394 | 394 |
/// not exceed \c epsilon. It also sets to zero the constant |
| 395 | 395 |
/// component, if it does not exceed epsilon in absolute value. |
| 396 | 396 |
void simplify(Value epsilon = 0.0) {
|
| 397 | 397 |
std::map<int, Value>::iterator it=comps.begin(); |
| 398 | 398 |
while (it != comps.end()) {
|
| 399 | 399 |
std::map<int, Value>::iterator jt=it; |
| 400 | 400 |
++jt; |
| 401 | 401 |
if (std::fabs((*it).second) <= epsilon) comps.erase(it); |
| 402 | 402 |
it=jt; |
| 403 | 403 |
} |
| 404 | 404 |
if (std::fabs(const_comp) <= epsilon) const_comp = 0; |
| 405 | 405 |
} |
| 406 | 406 |
|
| 407 | 407 |
void simplify(Value epsilon = 0.0) const {
|
| 408 | 408 |
const_cast<Expr*>(this)->simplify(epsilon); |
| 409 | 409 |
} |
| 410 | 410 |
|
| 411 | 411 |
///Sets all coefficients and the constant component to 0. |
| 412 | 412 |
void clear() {
|
| 413 | 413 |
comps.clear(); |
| 414 | 414 |
const_comp=0; |
| 415 | 415 |
} |
| 416 | 416 |
|
| 417 | 417 |
///Compound assignment |
| 418 | 418 |
Expr &operator+=(const Expr &e) {
|
| 419 | 419 |
for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
| 420 | 420 |
it!=e.comps.end(); ++it) |
| 421 | 421 |
comps[it->first]+=it->second; |
| 422 | 422 |
const_comp+=e.const_comp; |
| 423 | 423 |
return *this; |
| 424 | 424 |
} |
| 425 | 425 |
///Compound assignment |
| 426 | 426 |
Expr &operator-=(const Expr &e) {
|
| 427 | 427 |
for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
| 428 | 428 |
it!=e.comps.end(); ++it) |
| 429 | 429 |
comps[it->first]-=it->second; |
| 430 | 430 |
const_comp-=e.const_comp; |
| 431 | 431 |
return *this; |
| 432 | 432 |
} |
| 433 | 433 |
///Multiply with a constant |
| 434 | 434 |
Expr &operator*=(const Value &v) {
|
| 435 | 435 |
for (std::map<int, Value>::iterator it=comps.begin(); |
| 436 | 436 |
it!=comps.end(); ++it) |
| 437 | 437 |
it->second*=v; |
| 438 | 438 |
const_comp*=v; |
| 439 | 439 |
return *this; |
| 440 | 440 |
} |
| 441 | 441 |
///Division with a constant |
| 442 | 442 |
Expr &operator/=(const Value &c) {
|
| 443 | 443 |
for (std::map<int, Value>::iterator it=comps.begin(); |
| 444 | 444 |
it!=comps.end(); ++it) |
| 445 | 445 |
it->second/=c; |
| 446 | 446 |
const_comp/=c; |
| 447 | 447 |
return *this; |
| 448 | 448 |
} |
| 449 | 449 |
|
| 450 | 450 |
///Iterator over the expression |
| 451 | 451 |
|
| 452 | 452 |
///The iterator iterates over the terms of the expression. |
| 453 | 453 |
/// |
| 454 | 454 |
///\code |
| 455 | 455 |
///double s=0; |
| 456 | 456 |
///for(LpBase::Expr::CoeffIt i(e);i!=INVALID;++i) |
| 457 | 457 |
/// s+= *i * primal(i); |
| 458 | 458 |
///\endcode |
| 459 | 459 |
class CoeffIt {
|
| 460 | 460 |
private: |
| 461 | 461 |
|
| 462 | 462 |
std::map<int, Value>::iterator _it, _end; |
| 463 | 463 |
|
| 464 | 464 |
public: |
| 465 | 465 |
|
| 466 | 466 |
/// Sets the iterator to the first term |
| 467 | 467 |
|
| 468 | 468 |
/// Sets the iterator to the first term of the expression. |
| 469 | 469 |
/// |
| 470 | 470 |
CoeffIt(Expr& e) |
| 471 | 471 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
| 472 | 472 |
|
| 473 | 473 |
/// Convert the iterator to the column of the term |
| 474 | 474 |
operator Col() const {
|
| 475 | 475 |
return colFromId(_it->first); |
| 476 | 476 |
} |
| 477 | 477 |
|
| 478 | 478 |
/// Returns the coefficient of the term |
| 479 | 479 |
Value& operator*() { return _it->second; }
|
| 480 | 480 |
|
| 481 | 481 |
/// Returns the coefficient of the term |
| 482 | 482 |
const Value& operator*() const { return _it->second; }
|
| 483 | 483 |
/// Next term |
| 484 | 484 |
|
| 485 | 485 |
/// Assign the iterator to the next term. |
| 486 | 486 |
/// |
| 487 | 487 |
CoeffIt& operator++() { ++_it; return *this; }
|
| 488 | 488 |
|
| 489 | 489 |
/// Equality operator |
| 490 | 490 |
bool operator==(Invalid) const { return _it == _end; }
|
| 491 | 491 |
/// Inequality operator |
| 492 | 492 |
bool operator!=(Invalid) const { return _it != _end; }
|
| 493 | 493 |
}; |
| 494 | 494 |
|
| 495 | 495 |
/// Const iterator over the expression |
| 496 | 496 |
|
| 497 | 497 |
///The iterator iterates over the terms of the expression. |
| 498 | 498 |
/// |
| 499 | 499 |
///\code |
| 500 | 500 |
///double s=0; |
| 501 | 501 |
///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i) |
| 502 | 502 |
/// s+=*i * primal(i); |
| 503 | 503 |
///\endcode |
| 504 | 504 |
class ConstCoeffIt {
|
| 505 | 505 |
private: |
| 506 | 506 |
|
| 507 | 507 |
std::map<int, Value>::const_iterator _it, _end; |
| 508 | 508 |
|
| 509 | 509 |
public: |
| 510 | 510 |
|
| 511 | 511 |
/// Sets the iterator to the first term |
| 512 | 512 |
|
| 513 | 513 |
/// Sets the iterator to the first term of the expression. |
| 514 | 514 |
/// |
| 515 | 515 |
ConstCoeffIt(const Expr& e) |
| 516 | 516 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
| 517 | 517 |
|
| 518 | 518 |
/// Convert the iterator to the column of the term |
| 519 | 519 |
operator Col() const {
|
| 520 | 520 |
return colFromId(_it->first); |
| 521 | 521 |
} |
| 522 | 522 |
|
| 523 | 523 |
/// Returns the coefficient of the term |
| 524 | 524 |
const Value& operator*() const { return _it->second; }
|
| 525 | 525 |
|
| 526 | 526 |
/// Next term |
| 527 | 527 |
|
| 528 | 528 |
/// Assign the iterator to the next term. |
| 529 | 529 |
/// |
| 530 | 530 |
ConstCoeffIt& operator++() { ++_it; return *this; }
|
| 531 | 531 |
|
| 532 | 532 |
/// Equality operator |
| 533 | 533 |
bool operator==(Invalid) const { return _it == _end; }
|
| 534 | 534 |
/// Inequality operator |
| 535 | 535 |
bool operator!=(Invalid) const { return _it != _end; }
|
| 536 | 536 |
}; |
| 537 | 537 |
|
| 538 | 538 |
}; |
| 539 | 539 |
|
| 540 | 540 |
///Linear constraint |
| 541 | 541 |
|
| 542 | 542 |
///This data stucture represents a linear constraint in the LP. |
| 543 | 543 |
///Basically it is a linear expression with a lower or an upper bound |
| 544 | 544 |
///(or both). These parts of the constraint can be obtained by the member |
| 545 | 545 |
///functions \ref expr(), \ref lowerBound() and \ref upperBound(), |
| 546 | 546 |
///respectively. |
| 547 | 547 |
///There are two ways to construct a constraint. |
| 548 | 548 |
///- You can set the linear expression and the bounds directly |
| 549 | 549 |
/// by the functions above. |
| 550 | 550 |
///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt> |
| 551 | 551 |
/// are defined between expressions, or even between constraints whenever |
| 552 | 552 |
/// it makes sense. Therefore if \c e and \c f are linear expressions and |
| 553 | 553 |
/// \c s and \c t are numbers, then the followings are valid expressions |
| 554 | 554 |
/// and thus they can be used directly e.g. in \ref addRow() whenever |
| 555 | 555 |
/// it makes sense. |
| 556 | 556 |
///\code |
| 557 | 557 |
/// e<=s |
| 558 | 558 |
/// e<=f |
| 559 | 559 |
/// e==f |
| 560 | 560 |
/// s<=e<=t |
| 561 | 561 |
/// e>=t |
| 562 | 562 |
///\endcode |
| 563 | 563 |
///\warning The validity of a constraint is checked only at run |
| 564 | 564 |
///time, so e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will |
| 565 | 565 |
///compile, but will fail an assertion. |
| 566 | 566 |
class Constr |
| 567 | 567 |
{
|
| 568 | 568 |
public: |
| 569 | 569 |
typedef LpBase::Expr Expr; |
| 570 | 570 |
typedef Expr::Key Key; |
| 571 | 571 |
typedef Expr::Value Value; |
| 572 | 572 |
|
| 573 | 573 |
protected: |
| 574 | 574 |
Expr _expr; |
| 575 | 575 |
Value _lb,_ub; |
| 576 | 576 |
public: |
| 577 | 577 |
///\e |
| 578 | 578 |
Constr() : _expr(), _lb(NaN), _ub(NaN) {}
|
| 579 | 579 |
///\e |
| 580 | 580 |
Constr(Value lb, const Expr &e, Value ub) : |
| 581 | 581 |
_expr(e), _lb(lb), _ub(ub) {}
|
| 582 | 582 |
Constr(const Expr &e) : |
| 583 | 583 |
_expr(e), _lb(NaN), _ub(NaN) {}
|
| 584 | 584 |
///\e |
| 585 | 585 |
void clear() |
| 586 | 586 |
{
|
| 587 | 587 |
_expr.clear(); |
| 588 | 588 |
_lb=_ub=NaN; |
| 589 | 589 |
} |
| 590 | 590 |
|
| 591 | 591 |
///Reference to the linear expression |
| 592 | 592 |
Expr &expr() { return _expr; }
|
| 593 | 593 |
///Cont reference to the linear expression |
| 594 | 594 |
const Expr &expr() const { return _expr; }
|
| 595 | 595 |
///Reference to the lower bound. |
| 596 | 596 |
|
| 597 | 597 |
///\return |
| 598 | 598 |
///- \ref INF "INF": the constraint is lower unbounded. |
| 599 | 599 |
///- \ref NaN "NaN": lower bound has not been set. |
| 600 | 600 |
///- finite number: the lower bound |
| 601 | 601 |
Value &lowerBound() { return _lb; }
|
| 602 | 602 |
///The const version of \ref lowerBound() |
| 603 | 603 |
const Value &lowerBound() const { return _lb; }
|
| 604 | 604 |
///Reference to the upper bound. |
| 605 | 605 |
|
| 606 | 606 |
///\return |
| 607 | 607 |
///- \ref INF "INF": the constraint is upper unbounded. |
| 608 | 608 |
///- \ref NaN "NaN": upper bound has not been set. |
| 609 | 609 |
///- finite number: the upper bound |
| 610 | 610 |
Value &upperBound() { return _ub; }
|
| 611 | 611 |
///The const version of \ref upperBound() |
| 612 | 612 |
const Value &upperBound() const { return _ub; }
|
| 613 | 613 |
///Is the constraint lower bounded? |
| 614 | 614 |
bool lowerBounded() const {
|
| 615 | 615 |
return _lb != -INF && !isNaN(_lb); |
| 616 | 616 |
} |
| 617 | 617 |
///Is the constraint upper bounded? |
| 618 | 618 |
bool upperBounded() const {
|
| 619 | 619 |
return _ub != INF && !isNaN(_ub); |
| 620 | 620 |
} |
| 621 | 621 |
|
| 622 | 622 |
}; |
| 623 | 623 |
|
| 624 | 624 |
///Linear expression of rows |
| 625 | 625 |
|
| 626 | 626 |
///This data structure represents a column of the matrix, |
| 627 | 627 |
///thas is it strores a linear expression of the dual variables |
| 628 | 628 |
///(\ref Row "Row"s). |
| 629 | 629 |
/// |
| 630 | 630 |
///There are several ways to access and modify the contents of this |
| 631 | 631 |
///container. |
| 632 | 632 |
///\code |
| 633 | 633 |
///e[v]=5; |
| 634 | 634 |
///e[v]+=12; |
| 635 | 635 |
///e.erase(v); |
| 636 | 636 |
///\endcode |
| 637 | 637 |
///or you can also iterate through its elements. |
| 638 | 638 |
///\code |
| 639 | 639 |
///double s=0; |
| 640 | 640 |
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i) |
| 641 | 641 |
/// s+=*i; |
| 642 | 642 |
///\endcode |
| 643 | 643 |
///(This code computes the sum of all coefficients). |
| 644 | 644 |
///- Numbers (<tt>double</tt>'s) |
| 645 | 645 |
///and variables (\ref Row "Row"s) directly convert to an |
| 646 | 646 |
///\ref DualExpr and the usual linear operations are defined, so |
| 647 | 647 |
///\code |
| 648 | 648 |
///v+w |
| 649 | 649 |
///2*v-3.12*(v-w/2) |
| 650 | 650 |
///v*2.1+(3*v+(v*12+w)*3)/2 |
| 651 | 651 |
///\endcode |
| 652 | 652 |
///are valid \ref DualExpr dual expressions. |
| 653 | 653 |
///The usual assignment operations are also defined. |
| 654 | 654 |
///\code |
| 655 | 655 |
///e=v+w; |
| 656 | 656 |
///e+=2*v-3.12*(v-w/2); |
| 657 | 657 |
///e*=3.4; |
| 658 | 658 |
///e/=5; |
| 659 | 659 |
///\endcode |
| 660 | 660 |
/// |
| 661 | 661 |
///\sa Expr |
| 662 | 662 |
class DualExpr {
|
| 663 | 663 |
friend class LpBase; |
| 664 | 664 |
public: |
| 665 | 665 |
/// The key type of the expression |
| 666 | 666 |
typedef LpBase::Row Key; |
| 667 | 667 |
/// The value type of the expression |
| 668 | 668 |
typedef LpBase::Value Value; |
| 669 | 669 |
|
| 670 | 670 |
protected: |
| 671 | 671 |
std::map<int, Value> comps; |
| 672 | 672 |
|
| 673 | 673 |
public: |
| 674 | 674 |
typedef True SolverExpr; |
| 675 | 675 |
/// Default constructor |
| 676 | 676 |
|
| 677 | 677 |
/// Construct an empty expression, the coefficients are |
| 678 | 678 |
/// initialized to zero. |
| 679 | 679 |
DualExpr() {}
|
| 680 | 680 |
/// Construct an expression from a row |
| 681 | 681 |
|
| 682 | 682 |
/// Construct an expression, which has a term with \c r dual |
| 683 | 683 |
/// variable and 1.0 coefficient. |
| 684 | 684 |
DualExpr(const Row &r) {
|
| 685 | 685 |
typedef std::map<int, Value>::value_type pair_type; |
| 686 | 686 |
comps.insert(pair_type(id(r), 1)); |
| 687 | 687 |
} |
| 688 | 688 |
/// Returns the coefficient of the row |
| 689 | 689 |
Value operator[](const Row& r) const {
|
| 690 | 690 |
std::map<int, Value>::const_iterator it = comps.find(id(r)); |
| 691 | 691 |
if (it != comps.end()) {
|
| 692 | 692 |
return it->second; |
| 693 | 693 |
} else {
|
| 694 | 694 |
return 0; |
| 695 | 695 |
} |
| 696 | 696 |
} |
| 697 | 697 |
/// Returns the coefficient of the row |
| 698 | 698 |
Value& operator[](const Row& r) {
|
| 699 | 699 |
return comps[id(r)]; |
| 700 | 700 |
} |
| 701 | 701 |
/// Sets the coefficient of the row |
| 702 | 702 |
void set(const Row &r, const Value &v) {
|
| 703 | 703 |
if (v != 0.0) {
|
| 704 | 704 |
typedef std::map<int, Value>::value_type pair_type; |
| 705 | 705 |
comps.insert(pair_type(id(r), v)); |
| 706 | 706 |
} else {
|
| 707 | 707 |
comps.erase(id(r)); |
| 708 | 708 |
} |
| 709 | 709 |
} |
| 710 | 710 |
/// \brief Removes the coefficients which's absolute value does |
| 711 | 711 |
/// not exceed \c epsilon. |
| 712 | 712 |
void simplify(Value epsilon = 0.0) {
|
| 713 | 713 |
std::map<int, Value>::iterator it=comps.begin(); |
| 714 | 714 |
while (it != comps.end()) {
|
| 715 | 715 |
std::map<int, Value>::iterator jt=it; |
| 716 | 716 |
++jt; |
| 717 | 717 |
if (std::fabs((*it).second) <= epsilon) comps.erase(it); |
| 718 | 718 |
it=jt; |
| 719 | 719 |
} |
| 720 | 720 |
} |
| 721 | 721 |
|
| 722 | 722 |
void simplify(Value epsilon = 0.0) const {
|
| 723 | 723 |
const_cast<DualExpr*>(this)->simplify(epsilon); |
| 724 | 724 |
} |
| 725 | 725 |
|
| 726 | 726 |
///Sets all coefficients to 0. |
| 727 | 727 |
void clear() {
|
| 728 | 728 |
comps.clear(); |
| 729 | 729 |
} |
| 730 | 730 |
///Compound assignment |
| 731 | 731 |
DualExpr &operator+=(const DualExpr &e) {
|
| 732 | 732 |
for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
| 733 | 733 |
it!=e.comps.end(); ++it) |
| 734 | 734 |
comps[it->first]+=it->second; |
| 735 | 735 |
return *this; |
| 736 | 736 |
} |
| 737 | 737 |
///Compound assignment |
| 738 | 738 |
DualExpr &operator-=(const DualExpr &e) {
|
| 739 | 739 |
for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
| 740 | 740 |
it!=e.comps.end(); ++it) |
| 741 | 741 |
comps[it->first]-=it->second; |
| 742 | 742 |
return *this; |
| 743 | 743 |
} |
| 744 | 744 |
///Multiply with a constant |
| 745 | 745 |
DualExpr &operator*=(const Value &v) {
|
| 746 | 746 |
for (std::map<int, Value>::iterator it=comps.begin(); |
| 747 | 747 |
it!=comps.end(); ++it) |
| 748 | 748 |
it->second*=v; |
| 749 | 749 |
return *this; |
| 750 | 750 |
} |
| 751 | 751 |
///Division with a constant |
| 752 | 752 |
DualExpr &operator/=(const Value &v) {
|
| 753 | 753 |
for (std::map<int, Value>::iterator it=comps.begin(); |
| 754 | 754 |
it!=comps.end(); ++it) |
| 755 | 755 |
it->second/=v; |
| 756 | 756 |
return *this; |
| 757 | 757 |
} |
| 758 | 758 |
|
| 759 | 759 |
///Iterator over the expression |
| 760 | 760 |
|
| 761 | 761 |
///The iterator iterates over the terms of the expression. |
| 762 | 762 |
/// |
| 763 | 763 |
///\code |
| 764 | 764 |
///double s=0; |
| 765 | 765 |
///for(LpBase::DualExpr::CoeffIt i(e);i!=INVALID;++i) |
| 766 | 766 |
/// s+= *i * dual(i); |
| 767 | 767 |
///\endcode |
| 768 | 768 |
class CoeffIt {
|
| 769 | 769 |
private: |
| 770 | 770 |
|
| 771 | 771 |
std::map<int, Value>::iterator _it, _end; |
| 772 | 772 |
|
| 773 | 773 |
public: |
| 774 | 774 |
|
| 775 | 775 |
/// Sets the iterator to the first term |
| 776 | 776 |
|
| 777 | 777 |
/// Sets the iterator to the first term of the expression. |
| 778 | 778 |
/// |
| 779 | 779 |
CoeffIt(DualExpr& e) |
| 780 | 780 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
| 781 | 781 |
|
| 782 | 782 |
/// Convert the iterator to the row of the term |
| 783 | 783 |
operator Row() const {
|
| 784 | 784 |
return rowFromId(_it->first); |
| 785 | 785 |
} |
| 786 | 786 |
|
| 787 | 787 |
/// Returns the coefficient of the term |
| 788 | 788 |
Value& operator*() { return _it->second; }
|
| 789 | 789 |
|
| 790 | 790 |
/// Returns the coefficient of the term |
| 791 | 791 |
const Value& operator*() const { return _it->second; }
|
| 792 | 792 |
|
| 793 | 793 |
/// Next term |
| 794 | 794 |
|
| 795 | 795 |
/// Assign the iterator to the next term. |
| 796 | 796 |
/// |
| 797 | 797 |
CoeffIt& operator++() { ++_it; return *this; }
|
| 798 | 798 |
|
| 799 | 799 |
/// Equality operator |
| 800 | 800 |
bool operator==(Invalid) const { return _it == _end; }
|
| 801 | 801 |
/// Inequality operator |
| 802 | 802 |
bool operator!=(Invalid) const { return _it != _end; }
|
| 803 | 803 |
}; |
| 804 | 804 |
|
| 805 | 805 |
///Iterator over the expression |
| 806 | 806 |
|
| 807 | 807 |
///The iterator iterates over the terms of the expression. |
| 808 | 808 |
/// |
| 809 | 809 |
///\code |
| 810 | 810 |
///double s=0; |
| 811 | 811 |
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i) |
| 812 | 812 |
/// s+= *i * dual(i); |
| 813 | 813 |
///\endcode |
| 814 | 814 |
class ConstCoeffIt {
|
| 815 | 815 |
private: |
| 816 | 816 |
|
| 817 | 817 |
std::map<int, Value>::const_iterator _it, _end; |
| 818 | 818 |
|
| 819 | 819 |
public: |
| 820 | 820 |
|
| 821 | 821 |
/// Sets the iterator to the first term |
| 822 | 822 |
|
| 823 | 823 |
/// Sets the iterator to the first term of the expression. |
| 824 | 824 |
/// |
| 825 | 825 |
ConstCoeffIt(const DualExpr& e) |
| 826 | 826 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
| 827 | 827 |
|
| 828 | 828 |
/// Convert the iterator to the row of the term |
| 829 | 829 |
operator Row() const {
|
| 830 | 830 |
return rowFromId(_it->first); |
| 831 | 831 |
} |
| 832 | 832 |
|
| 833 | 833 |
/// Returns the coefficient of the term |
| 834 | 834 |
const Value& operator*() const { return _it->second; }
|
| 835 | 835 |
|
| 836 | 836 |
/// Next term |
| 837 | 837 |
|
| 838 | 838 |
/// Assign the iterator to the next term. |
| 839 | 839 |
/// |
| 840 | 840 |
ConstCoeffIt& operator++() { ++_it; return *this; }
|
| 841 | 841 |
|
| 842 | 842 |
/// Equality operator |
| 843 | 843 |
bool operator==(Invalid) const { return _it == _end; }
|
| 844 | 844 |
/// Inequality operator |
| 845 | 845 |
bool operator!=(Invalid) const { return _it != _end; }
|
| 846 | 846 |
}; |
| 847 | 847 |
}; |
| 848 | 848 |
|
| 849 | 849 |
|
| 850 | 850 |
protected: |
| 851 | 851 |
|
| 852 | 852 |
class InsertIterator {
|
| 853 | 853 |
private: |
| 854 | 854 |
|
| 855 | 855 |
std::map<int, Value>& _host; |
| 856 | 856 |
const _solver_bits::VarIndex& _index; |
| 857 | 857 |
|
| 858 | 858 |
public: |
| 859 | 859 |
|
| 860 | 860 |
typedef std::output_iterator_tag iterator_category; |
| 861 | 861 |
typedef void difference_type; |
| 862 | 862 |
typedef void value_type; |
| 863 | 863 |
typedef void reference; |
| 864 | 864 |
typedef void pointer; |
| 865 | 865 |
|
| 866 | 866 |
InsertIterator(std::map<int, Value>& host, |
| 867 | 867 |
const _solver_bits::VarIndex& index) |
| 868 | 868 |
: _host(host), _index(index) {}
|
| 869 | 869 |
|
| 870 | 870 |
InsertIterator& operator=(const std::pair<int, Value>& value) {
|
| 871 | 871 |
typedef std::map<int, Value>::value_type pair_type; |
| 872 | 872 |
_host.insert(pair_type(_index[value.first], value.second)); |
| 873 | 873 |
return *this; |
| 874 | 874 |
} |
| 875 | 875 |
|
| 876 | 876 |
InsertIterator& operator*() { return *this; }
|
| 877 | 877 |
InsertIterator& operator++() { return *this; }
|
| 878 | 878 |
InsertIterator operator++(int) { return *this; }
|
| 879 | 879 |
|
| 880 | 880 |
}; |
| 881 | 881 |
|
| 882 | 882 |
class ExprIterator {
|
| 883 | 883 |
private: |
| 884 | 884 |
std::map<int, Value>::const_iterator _host_it; |
| 885 | 885 |
const _solver_bits::VarIndex& _index; |
| 886 | 886 |
public: |
| 887 | 887 |
|
| 888 | 888 |
typedef std::bidirectional_iterator_tag iterator_category; |
| 889 | 889 |
typedef std::ptrdiff_t difference_type; |
| 890 | 890 |
typedef const std::pair<int, Value> value_type; |
| 891 | 891 |
typedef value_type reference; |
| 892 | 892 |
|
| 893 | 893 |
class pointer {
|
| 894 | 894 |
public: |
| 895 | 895 |
pointer(value_type& _value) : value(_value) {}
|
| 896 | 896 |
value_type* operator->() { return &value; }
|
| 897 | 897 |
private: |
| 898 | 898 |
value_type value; |
| 899 | 899 |
}; |
| 900 | 900 |
|
| 901 | 901 |
ExprIterator(const std::map<int, Value>::const_iterator& host_it, |
| 902 | 902 |
const _solver_bits::VarIndex& index) |
| 903 | 903 |
: _host_it(host_it), _index(index) {}
|
| 904 | 904 |
|
| 905 | 905 |
reference operator*() {
|
| 906 | 906 |
return std::make_pair(_index(_host_it->first), _host_it->second); |
| 907 | 907 |
} |
| 908 | 908 |
|
| 909 | 909 |
pointer operator->() {
|
| 910 | 910 |
return pointer(operator*()); |
| 911 | 911 |
} |
| 912 | 912 |
|
| 913 | 913 |
ExprIterator& operator++() { ++_host_it; return *this; }
|
| 914 | 914 |
ExprIterator operator++(int) {
|
| 915 | 915 |
ExprIterator tmp(*this); ++_host_it; return tmp; |
| 916 | 916 |
} |
| 917 | 917 |
|
| 918 | 918 |
ExprIterator& operator--() { --_host_it; return *this; }
|
| 919 | 919 |
ExprIterator operator--(int) {
|
| 920 | 920 |
ExprIterator tmp(*this); --_host_it; return tmp; |
| 921 | 921 |
} |
| 922 | 922 |
|
| 923 | 923 |
bool operator==(const ExprIterator& it) const {
|
| 924 | 924 |
return _host_it == it._host_it; |
| 925 | 925 |
} |
| 926 | 926 |
|
| 927 | 927 |
bool operator!=(const ExprIterator& it) const {
|
| 928 | 928 |
return _host_it != it._host_it; |
| 929 | 929 |
} |
| 930 | 930 |
|
| 931 | 931 |
}; |
| 932 | 932 |
|
| 933 | 933 |
protected: |
| 934 | 934 |
|
| 935 | 935 |
//Abstract virtual functions |
| 936 | 936 |
|
| 937 | 937 |
virtual int _addColId(int col) { return cols.addIndex(col); }
|
| 938 | 938 |
virtual int _addRowId(int row) { return rows.addIndex(row); }
|
| 939 | 939 |
|
| 940 | 940 |
virtual void _eraseColId(int col) { cols.eraseIndex(col); }
|
| 941 | 941 |
virtual void _eraseRowId(int row) { rows.eraseIndex(row); }
|
| 942 | 942 |
|
| 943 | 943 |
virtual int _addCol() = 0; |
| 944 | 944 |
virtual int _addRow() = 0; |
| 945 | 945 |
|
| 946 |
virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
|
|
| 947 |
int row = _addRow(); |
|
| 948 |
_setRowCoeffs(row, b, e); |
|
| 949 |
_setRowLowerBound(row, l); |
|
| 950 |
_setRowUpperBound(row, u); |
|
| 951 |
return row; |
|
| 952 |
} |
|
| 953 |
|
|
| 946 | 954 |
virtual void _eraseCol(int col) = 0; |
| 947 | 955 |
virtual void _eraseRow(int row) = 0; |
| 948 | 956 |
|
| 949 | 957 |
virtual void _getColName(int col, std::string& name) const = 0; |
| 950 | 958 |
virtual void _setColName(int col, const std::string& name) = 0; |
| 951 | 959 |
virtual int _colByName(const std::string& name) const = 0; |
| 952 | 960 |
|
| 953 | 961 |
virtual void _getRowName(int row, std::string& name) const = 0; |
| 954 | 962 |
virtual void _setRowName(int row, const std::string& name) = 0; |
| 955 | 963 |
virtual int _rowByName(const std::string& name) const = 0; |
| 956 | 964 |
|
| 957 | 965 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
| 958 | 966 |
virtual void _getRowCoeffs(int i, InsertIterator b) const = 0; |
| 959 | 967 |
|
| 960 | 968 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
| 961 | 969 |
virtual void _getColCoeffs(int i, InsertIterator b) const = 0; |
| 962 | 970 |
|
| 963 | 971 |
virtual void _setCoeff(int row, int col, Value value) = 0; |
| 964 | 972 |
virtual Value _getCoeff(int row, int col) const = 0; |
| 965 | 973 |
|
| 966 | 974 |
virtual void _setColLowerBound(int i, Value value) = 0; |
| 967 | 975 |
virtual Value _getColLowerBound(int i) const = 0; |
| 968 | 976 |
|
| 969 | 977 |
virtual void _setColUpperBound(int i, Value value) = 0; |
| 970 | 978 |
virtual Value _getColUpperBound(int i) const = 0; |
| 971 | 979 |
|
| 972 | 980 |
virtual void _setRowLowerBound(int i, Value value) = 0; |
| 973 | 981 |
virtual Value _getRowLowerBound(int i) const = 0; |
| 974 | 982 |
|
| 975 | 983 |
virtual void _setRowUpperBound(int i, Value value) = 0; |
| 976 | 984 |
virtual Value _getRowUpperBound(int i) const = 0; |
| 977 | 985 |
|
| 978 | 986 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e) = 0; |
| 979 | 987 |
virtual void _getObjCoeffs(InsertIterator b) const = 0; |
| 980 | 988 |
|
| 981 | 989 |
virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
| 982 | 990 |
virtual Value _getObjCoeff(int i) const = 0; |
| 983 | 991 |
|
| 984 | 992 |
virtual void _setSense(Sense) = 0; |
| 985 | 993 |
virtual Sense _getSense() const = 0; |
| 986 | 994 |
|
| 987 | 995 |
virtual void _clear() = 0; |
| 988 | 996 |
|
| 989 | 997 |
virtual const char* _solverName() const = 0; |
| 990 | 998 |
|
| 991 | 999 |
virtual void _messageLevel(MessageLevel level) = 0; |
| 992 | 1000 |
|
| 993 | 1001 |
//Own protected stuff |
| 994 | 1002 |
|
| 995 | 1003 |
//Constant component of the objective function |
| 996 | 1004 |
Value obj_const_comp; |
| 997 | 1005 |
|
| 998 | 1006 |
LpBase() : rows(), cols(), obj_const_comp(0) {}
|
| 999 | 1007 |
|
| 1000 | 1008 |
public: |
| 1001 | 1009 |
|
| 1002 | 1010 |
/// Virtual destructor |
| 1003 | 1011 |
virtual ~LpBase() {}
|
| 1004 | 1012 |
|
| 1005 | 1013 |
///Gives back the name of the solver. |
| 1006 | 1014 |
const char* solverName() const {return _solverName();}
|
| 1007 | 1015 |
|
| 1008 | 1016 |
///\name Build Up and Modify the LP |
| 1009 | 1017 |
|
| 1010 | 1018 |
///@{
|
| 1011 | 1019 |
|
| 1012 | 1020 |
///Add a new empty column (i.e a new variable) to the LP |
| 1013 | 1021 |
Col addCol() { Col c; c._id = _addColId(_addCol()); return c;}
|
| 1014 | 1022 |
|
| 1015 | 1023 |
///\brief Adds several new columns (i.e variables) at once |
| 1016 | 1024 |
/// |
| 1017 | 1025 |
///This magic function takes a container as its argument and fills |
| 1018 | 1026 |
///its elements with new columns (i.e. variables) |
| 1019 | 1027 |
///\param t can be |
| 1020 | 1028 |
///- a standard STL compatible iterable container with |
| 1021 | 1029 |
///\ref Col as its \c values_type like |
| 1022 | 1030 |
///\code |
| 1023 | 1031 |
///std::vector<LpBase::Col> |
| 1024 | 1032 |
///std::list<LpBase::Col> |
| 1025 | 1033 |
///\endcode |
| 1026 | 1034 |
///- a standard STL compatible iterable container with |
| 1027 | 1035 |
///\ref Col as its \c mapped_type like |
| 1028 | 1036 |
///\code |
| 1029 | 1037 |
///std::map<AnyType,LpBase::Col> |
| 1030 | 1038 |
///\endcode |
| 1031 | 1039 |
///- an iterable lemon \ref concepts::WriteMap "write map" like |
| 1032 | 1040 |
///\code |
| 1033 | 1041 |
///ListGraph::NodeMap<LpBase::Col> |
| 1034 | 1042 |
///ListGraph::ArcMap<LpBase::Col> |
| 1035 | 1043 |
///\endcode |
| 1036 | 1044 |
///\return The number of the created column. |
| 1037 | 1045 |
#ifdef DOXYGEN |
| 1038 | 1046 |
template<class T> |
| 1039 | 1047 |
int addColSet(T &t) { return 0;}
|
| 1040 | 1048 |
#else |
| 1041 | 1049 |
template<class T> |
| 1042 | 1050 |
typename enable_if<typename T::value_type::LpCol,int>::type |
| 1043 | 1051 |
addColSet(T &t,dummy<0> = 0) {
|
| 1044 | 1052 |
int s=0; |
| 1045 | 1053 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;}
|
| 1046 | 1054 |
return s; |
| 1047 | 1055 |
} |
| 1048 | 1056 |
template<class T> |
| 1049 | 1057 |
typename enable_if<typename T::value_type::second_type::LpCol, |
| 1050 | 1058 |
int>::type |
| 1051 | 1059 |
addColSet(T &t,dummy<1> = 1) {
|
| 1052 | 1060 |
int s=0; |
| 1053 | 1061 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
| 1054 | 1062 |
i->second=addCol(); |
| 1055 | 1063 |
s++; |
| 1056 | 1064 |
} |
| 1057 | 1065 |
return s; |
| 1058 | 1066 |
} |
| 1059 | 1067 |
template<class T> |
| 1060 | 1068 |
typename enable_if<typename T::MapIt::Value::LpCol, |
| 1061 | 1069 |
int>::type |
| 1062 | 1070 |
addColSet(T &t,dummy<2> = 2) {
|
| 1063 | 1071 |
int s=0; |
| 1064 | 1072 |
for(typename T::MapIt i(t); i!=INVALID; ++i) |
| 1065 | 1073 |
{
|
| 1066 | 1074 |
i.set(addCol()); |
| 1067 | 1075 |
s++; |
| 1068 | 1076 |
} |
| 1069 | 1077 |
return s; |
| 1070 | 1078 |
} |
| 1071 | 1079 |
#endif |
| 1072 | 1080 |
|
| 1073 | 1081 |
///Set a column (i.e a dual constraint) of the LP |
| 1074 | 1082 |
|
| 1075 | 1083 |
///\param c is the column to be modified |
| 1076 | 1084 |
///\param e is a dual linear expression (see \ref DualExpr) |
| 1077 | 1085 |
///a better one. |
| 1078 | 1086 |
void col(Col c, const DualExpr &e) {
|
| 1079 | 1087 |
e.simplify(); |
| 1080 | 1088 |
_setColCoeffs(cols(id(c)), ExprIterator(e.comps.begin(), rows), |
| 1081 | 1089 |
ExprIterator(e.comps.end(), rows)); |
| 1082 | 1090 |
} |
| 1083 | 1091 |
|
| 1084 | 1092 |
///Get a column (i.e a dual constraint) of the LP |
| 1085 | 1093 |
|
| 1086 | 1094 |
///\param c is the column to get |
| 1087 | 1095 |
///\return the dual expression associated to the column |
| 1088 | 1096 |
DualExpr col(Col c) const {
|
| 1089 | 1097 |
DualExpr e; |
| 1090 | 1098 |
_getColCoeffs(cols(id(c)), InsertIterator(e.comps, rows)); |
| 1091 | 1099 |
return e; |
| 1092 | 1100 |
} |
| 1093 | 1101 |
|
| 1094 | 1102 |
///Add a new column to the LP |
| 1095 | 1103 |
|
| 1096 | 1104 |
///\param e is a dual linear expression (see \ref DualExpr) |
| 1097 | 1105 |
///\param o is the corresponding component of the objective |
| 1098 | 1106 |
///function. It is 0 by default. |
| 1099 | 1107 |
///\return The created column. |
| 1100 | 1108 |
Col addCol(const DualExpr &e, Value o = 0) {
|
| 1101 | 1109 |
Col c=addCol(); |
| 1102 | 1110 |
col(c,e); |
| 1103 | 1111 |
objCoeff(c,o); |
| 1104 | 1112 |
return c; |
| 1105 | 1113 |
} |
| 1106 | 1114 |
|
| 1107 | 1115 |
///Add a new empty row (i.e a new constraint) to the LP |
| 1108 | 1116 |
|
| 1109 | 1117 |
///This function adds a new empty row (i.e a new constraint) to the LP. |
| 1110 | 1118 |
///\return The created row |
| 1111 | 1119 |
Row addRow() { Row r; r._id = _addRowId(_addRow()); return r;}
|
| 1112 | 1120 |
|
| 1113 | 1121 |
///\brief Add several new rows (i.e constraints) at once |
| 1114 | 1122 |
/// |
| 1115 | 1123 |
///This magic function takes a container as its argument and fills |
| 1116 | 1124 |
///its elements with new row (i.e. variables) |
| 1117 | 1125 |
///\param t can be |
| 1118 | 1126 |
///- a standard STL compatible iterable container with |
| 1119 | 1127 |
///\ref Row as its \c values_type like |
| 1120 | 1128 |
///\code |
| 1121 | 1129 |
///std::vector<LpBase::Row> |
| 1122 | 1130 |
///std::list<LpBase::Row> |
| 1123 | 1131 |
///\endcode |
| 1124 | 1132 |
///- a standard STL compatible iterable container with |
| 1125 | 1133 |
///\ref Row as its \c mapped_type like |
| 1126 | 1134 |
///\code |
| 1127 | 1135 |
///std::map<AnyType,LpBase::Row> |
| 1128 | 1136 |
///\endcode |
| 1129 | 1137 |
///- an iterable lemon \ref concepts::WriteMap "write map" like |
| 1130 | 1138 |
///\code |
| 1131 | 1139 |
///ListGraph::NodeMap<LpBase::Row> |
| 1132 | 1140 |
///ListGraph::ArcMap<LpBase::Row> |
| 1133 | 1141 |
///\endcode |
| 1134 | 1142 |
///\return The number of rows created. |
| 1135 | 1143 |
#ifdef DOXYGEN |
| 1136 | 1144 |
template<class T> |
| 1137 | 1145 |
int addRowSet(T &t) { return 0;}
|
| 1138 | 1146 |
#else |
| 1139 | 1147 |
template<class T> |
| 1140 | 1148 |
typename enable_if<typename T::value_type::LpRow,int>::type |
| 1141 | 1149 |
addRowSet(T &t, dummy<0> = 0) {
|
| 1142 | 1150 |
int s=0; |
| 1143 | 1151 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;}
|
| 1144 | 1152 |
return s; |
| 1145 | 1153 |
} |
| 1146 | 1154 |
template<class T> |
| 1147 | 1155 |
typename enable_if<typename T::value_type::second_type::LpRow, int>::type |
| 1148 | 1156 |
addRowSet(T &t, dummy<1> = 1) {
|
| 1149 | 1157 |
int s=0; |
| 1150 | 1158 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
| 1151 | 1159 |
i->second=addRow(); |
| 1152 | 1160 |
s++; |
| 1153 | 1161 |
} |
| 1154 | 1162 |
return s; |
| 1155 | 1163 |
} |
| 1156 | 1164 |
template<class T> |
| 1157 | 1165 |
typename enable_if<typename T::MapIt::Value::LpRow, int>::type |
| 1158 | 1166 |
addRowSet(T &t, dummy<2> = 2) {
|
| 1159 | 1167 |
int s=0; |
| 1160 | 1168 |
for(typename T::MapIt i(t); i!=INVALID; ++i) |
| 1161 | 1169 |
{
|
| 1162 | 1170 |
i.set(addRow()); |
| 1163 | 1171 |
s++; |
| 1164 | 1172 |
} |
| 1165 | 1173 |
return s; |
| 1166 | 1174 |
} |
| 1167 | 1175 |
#endif |
| 1168 | 1176 |
|
| 1169 | 1177 |
///Set a row (i.e a constraint) of the LP |
| 1170 | 1178 |
|
| 1171 | 1179 |
///\param r is the row to be modified |
| 1172 | 1180 |
///\param l is lower bound (-\ref INF means no bound) |
| 1173 | 1181 |
///\param e is a linear expression (see \ref Expr) |
| 1174 | 1182 |
///\param u is the upper bound (\ref INF means no bound) |
| 1175 | 1183 |
void row(Row r, Value l, const Expr &e, Value u) {
|
| 1176 | 1184 |
e.simplify(); |
| 1177 | 1185 |
_setRowCoeffs(rows(id(r)), ExprIterator(e.comps.begin(), cols), |
| 1178 | 1186 |
ExprIterator(e.comps.end(), cols)); |
| 1179 | 1187 |
_setRowLowerBound(rows(id(r)),l - *e); |
| 1180 | 1188 |
_setRowUpperBound(rows(id(r)),u - *e); |
| 1181 | 1189 |
} |
| 1182 | 1190 |
|
| 1183 | 1191 |
///Set a row (i.e a constraint) of the LP |
| 1184 | 1192 |
|
| 1185 | 1193 |
///\param r is the row to be modified |
| 1186 | 1194 |
///\param c is a linear expression (see \ref Constr) |
| 1187 | 1195 |
void row(Row r, const Constr &c) {
|
| 1188 | 1196 |
row(r, c.lowerBounded()?c.lowerBound():-INF, |
| 1189 | 1197 |
c.expr(), c.upperBounded()?c.upperBound():INF); |
| 1190 | 1198 |
} |
| 1191 | 1199 |
|
| 1192 | 1200 |
|
| 1193 | 1201 |
///Get a row (i.e a constraint) of the LP |
| 1194 | 1202 |
|
| 1195 | 1203 |
///\param r is the row to get |
| 1196 | 1204 |
///\return the expression associated to the row |
| 1197 | 1205 |
Expr row(Row r) const {
|
| 1198 | 1206 |
Expr e; |
| 1199 | 1207 |
_getRowCoeffs(rows(id(r)), InsertIterator(e.comps, cols)); |
| 1200 | 1208 |
return e; |
| 1201 | 1209 |
} |
| 1202 | 1210 |
|
| 1203 | 1211 |
///Add a new row (i.e a new constraint) to the LP |
| 1204 | 1212 |
|
| 1205 | 1213 |
///\param l is the lower bound (-\ref INF means no bound) |
| 1206 | 1214 |
///\param e is a linear expression (see \ref Expr) |
| 1207 | 1215 |
///\param u is the upper bound (\ref INF means no bound) |
| 1208 | 1216 |
///\return The created row. |
| 1209 | 1217 |
Row addRow(Value l,const Expr &e, Value u) {
|
| 1210 |
Row r=addRow(); |
|
| 1211 |
row(r,l,e,u); |
|
| 1218 |
Row r; |
|
| 1219 |
e.simplify(); |
|
| 1220 |
r._id = _addRowId(_addRow(l - *e, ExprIterator(e.comps.begin(), cols), |
|
| 1221 |
ExprIterator(e.comps.end(), cols), u - *e)); |
|
| 1212 | 1222 |
return r; |
| 1213 | 1223 |
} |
| 1214 | 1224 |
|
| 1215 | 1225 |
///Add a new row (i.e a new constraint) to the LP |
| 1216 | 1226 |
|
| 1217 | 1227 |
///\param c is a linear expression (see \ref Constr) |
| 1218 | 1228 |
///\return The created row. |
| 1219 | 1229 |
Row addRow(const Constr &c) {
|
| 1220 |
Row r=addRow(); |
|
| 1221 |
row(r,c); |
|
| 1230 |
Row r; |
|
| 1231 |
c.expr().simplify(); |
|
| 1232 |
r._id = _addRowId(_addRow(c.lowerBounded()?c.lowerBound():-INF, |
|
| 1233 |
ExprIterator(c.expr().comps.begin(), cols), |
|
| 1234 |
ExprIterator(c.expr().comps.end(), cols), |
|
| 1235 |
c.upperBounded()?c.upperBound():INF)); |
|
| 1222 | 1236 |
return r; |
| 1223 | 1237 |
} |
| 1224 | 1238 |
///Erase a column (i.e a variable) from the LP |
| 1225 | 1239 |
|
| 1226 | 1240 |
///\param c is the column to be deleted |
| 1227 | 1241 |
void erase(Col c) {
|
| 1228 | 1242 |
_eraseCol(cols(id(c))); |
| 1229 | 1243 |
_eraseColId(cols(id(c))); |
| 1230 | 1244 |
} |
| 1231 | 1245 |
///Erase a row (i.e a constraint) from the LP |
| 1232 | 1246 |
|
| 1233 | 1247 |
///\param r is the row to be deleted |
| 1234 | 1248 |
void erase(Row r) {
|
| 1235 | 1249 |
_eraseRow(rows(id(r))); |
| 1236 | 1250 |
_eraseRowId(rows(id(r))); |
| 1237 | 1251 |
} |
| 1238 | 1252 |
|
| 1239 | 1253 |
/// Get the name of a column |
| 1240 | 1254 |
|
| 1241 | 1255 |
///\param c is the coresponding column |
| 1242 | 1256 |
///\return The name of the colunm |
| 1243 | 1257 |
std::string colName(Col c) const {
|
| 1244 | 1258 |
std::string name; |
| 1245 | 1259 |
_getColName(cols(id(c)), name); |
| 1246 | 1260 |
return name; |
| 1247 | 1261 |
} |
| 1248 | 1262 |
|
| 1249 | 1263 |
/// Set the name of a column |
| 1250 | 1264 |
|
| 1251 | 1265 |
///\param c is the coresponding column |
| 1252 | 1266 |
///\param name The name to be given |
| 1253 | 1267 |
void colName(Col c, const std::string& name) {
|
| 1254 | 1268 |
_setColName(cols(id(c)), name); |
| 1255 | 1269 |
} |
| 1256 | 1270 |
|
| 1257 | 1271 |
/// Get the column by its name |
| 1258 | 1272 |
|
| 1259 | 1273 |
///\param name The name of the column |
| 1260 | 1274 |
///\return the proper column or \c INVALID |
| 1261 | 1275 |
Col colByName(const std::string& name) const {
|
| 1262 | 1276 |
int k = _colByName(name); |
| 1263 | 1277 |
return k != -1 ? Col(cols[k]) : Col(INVALID); |
| 1264 | 1278 |
} |
| 1265 | 1279 |
|
| 1266 | 1280 |
/// Get the name of a row |
| 1267 | 1281 |
|
| 1268 | 1282 |
///\param r is the coresponding row |
| 1269 | 1283 |
///\return The name of the row |
| 1270 | 1284 |
std::string rowName(Row r) const {
|
| 1271 | 1285 |
std::string name; |
| 1272 | 1286 |
_getRowName(rows(id(r)), name); |
| 1273 | 1287 |
return name; |
| 1274 | 1288 |
} |
| 1275 | 1289 |
|
| 1276 | 1290 |
/// Set the name of a row |
| 1277 | 1291 |
|
| 1278 | 1292 |
///\param r is the coresponding row |
| 1279 | 1293 |
///\param name The name to be given |
| 1280 | 1294 |
void rowName(Row r, const std::string& name) {
|
| 1281 | 1295 |
_setRowName(rows(id(r)), name); |
| 1282 | 1296 |
} |
| 1283 | 1297 |
|
| 1284 | 1298 |
/// Get the row by its name |
| 1285 | 1299 |
|
| 1286 | 1300 |
///\param name The name of the row |
| 1287 | 1301 |
///\return the proper row or \c INVALID |
| 1288 | 1302 |
Row rowByName(const std::string& name) const {
|
| 1289 | 1303 |
int k = _rowByName(name); |
| 1290 | 1304 |
return k != -1 ? Row(rows[k]) : Row(INVALID); |
| 1291 | 1305 |
} |
| 1292 | 1306 |
|
| 1293 | 1307 |
/// Set an element of the coefficient matrix of the LP |
| 1294 | 1308 |
|
| 1295 | 1309 |
///\param r is the row of the element to be modified |
| 1296 | 1310 |
///\param c is the column of the element to be modified |
| 1297 | 1311 |
///\param val is the new value of the coefficient |
| 1298 | 1312 |
void coeff(Row r, Col c, Value val) {
|
| 1299 | 1313 |
_setCoeff(rows(id(r)),cols(id(c)), val); |
| 1300 | 1314 |
} |
| 1301 | 1315 |
|
| 1302 | 1316 |
/// Get an element of the coefficient matrix of the LP |
| 1303 | 1317 |
|
| 1304 | 1318 |
///\param r is the row of the element |
| 1305 | 1319 |
///\param c is the column of the element |
| 1306 | 1320 |
///\return the corresponding coefficient |
| 1307 | 1321 |
Value coeff(Row r, Col c) const {
|
| 1308 | 1322 |
return _getCoeff(rows(id(r)),cols(id(c))); |
| 1309 | 1323 |
} |
| 1310 | 1324 |
|
| 1311 | 1325 |
/// Set the lower bound of a column (i.e a variable) |
| 1312 | 1326 |
|
| 1313 | 1327 |
/// The lower bound of a variable (column) has to be given by an |
| 1314 | 1328 |
/// extended number of type Value, i.e. a finite number of type |
| 1315 | 1329 |
/// Value or -\ref INF. |
| 1316 | 1330 |
void colLowerBound(Col c, Value value) {
|
| 1317 | 1331 |
_setColLowerBound(cols(id(c)),value); |
| 1318 | 1332 |
} |
| 1319 | 1333 |
|
| 1320 | 1334 |
/// Get the lower bound of a column (i.e a variable) |
| 1321 | 1335 |
|
| 1322 | 1336 |
/// This function returns the lower bound for column (variable) \c c |
| 1323 | 1337 |
/// (this might be -\ref INF as well). |
| 1324 | 1338 |
///\return The lower bound for column \c c |
| 1325 | 1339 |
Value colLowerBound(Col c) const {
|
| 1326 | 1340 |
return _getColLowerBound(cols(id(c))); |
| 1327 | 1341 |
} |
| 1328 | 1342 |
|
| 1329 | 1343 |
///\brief Set the lower bound of several columns |
| 1330 | 1344 |
///(i.e variables) at once |
| 1331 | 1345 |
/// |
| 1332 | 1346 |
///This magic function takes a container as its argument |
| 1333 | 1347 |
///and applies the function on all of its elements. |
| 1334 | 1348 |
///The lower bound of a variable (column) has to be given by an |
| 1335 | 1349 |
///extended number of type Value, i.e. a finite number of type |
| 1336 | 1350 |
///Value or -\ref INF. |
| 1337 | 1351 |
#ifdef DOXYGEN |
| 1338 | 1352 |
template<class T> |
| 1339 | 1353 |
void colLowerBound(T &t, Value value) { return 0;}
|
| 1340 | 1354 |
#else |
| 1341 | 1355 |
template<class T> |
| 1342 | 1356 |
typename enable_if<typename T::value_type::LpCol,void>::type |
| 1343 | 1357 |
colLowerBound(T &t, Value value,dummy<0> = 0) {
|
| 1344 | 1358 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
| 1345 | 1359 |
colLowerBound(*i, value); |
| 1346 | 1360 |
} |
| 1347 | 1361 |
} |
| 1348 | 1362 |
template<class T> |
| 1349 | 1363 |
typename enable_if<typename T::value_type::second_type::LpCol, |
| 1350 | 1364 |
void>::type |
| 1351 | 1365 |
colLowerBound(T &t, Value value,dummy<1> = 1) {
|
| 1352 | 1366 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
| 1353 | 1367 |
colLowerBound(i->second, value); |
| 1354 | 1368 |
} |
| 1355 | 1369 |
} |
| 1356 | 1370 |
template<class T> |
| 1357 | 1371 |
typename enable_if<typename T::MapIt::Value::LpCol, |
| 1358 | 1372 |
void>::type |
| 1359 | 1373 |
colLowerBound(T &t, Value value,dummy<2> = 2) {
|
| 1360 | 1374 |
for(typename T::MapIt i(t); i!=INVALID; ++i){
|
| 1361 | 1375 |
colLowerBound(*i, value); |
| 1362 | 1376 |
} |
| 1363 | 1377 |
} |
| 1364 | 1378 |
#endif |
| 1365 | 1379 |
|
| 1366 | 1380 |
/// Set the upper bound of a column (i.e a variable) |
| 1367 | 1381 |
|
| 1368 | 1382 |
/// The upper bound of a variable (column) has to be given by an |
| 1369 | 1383 |
/// extended number of type Value, i.e. a finite number of type |
| 1370 | 1384 |
/// Value or \ref INF. |
| 1371 | 1385 |
void colUpperBound(Col c, Value value) {
|
| 1372 | 1386 |
_setColUpperBound(cols(id(c)),value); |
| 1373 | 1387 |
}; |
| 1374 | 1388 |
|
| 1375 | 1389 |
/// Get the upper bound of a column (i.e a variable) |
| 1376 | 1390 |
|
| 1377 | 1391 |
/// This function returns the upper bound for column (variable) \c c |
| 1378 | 1392 |
/// (this might be \ref INF as well). |
| 1379 | 1393 |
/// \return The upper bound for column \c c |
| 1380 | 1394 |
Value colUpperBound(Col c) const {
|
| 1381 | 1395 |
return _getColUpperBound(cols(id(c))); |
| 1382 | 1396 |
} |
| 1383 | 1397 |
|
| 1384 | 1398 |
///\brief Set the upper bound of several columns |
| 1385 | 1399 |
///(i.e variables) at once |
| 1386 | 1400 |
/// |
| 1387 | 1401 |
///This magic function takes a container as its argument |
| 1388 | 1402 |
///and applies the function on all of its elements. |
| 1389 | 1403 |
///The upper bound of a variable (column) has to be given by an |
| 1390 | 1404 |
///extended number of type Value, i.e. a finite number of type |
| 1391 | 1405 |
///Value or \ref INF. |
| 1392 | 1406 |
#ifdef DOXYGEN |
| 1393 | 1407 |
template<class T> |
| 1394 | 1408 |
void colUpperBound(T &t, Value value) { return 0;}
|
| 1395 | 1409 |
#else |
| 1396 | 1410 |
template<class T1> |
| 1397 | 1411 |
typename enable_if<typename T1::value_type::LpCol,void>::type |
| 1398 | 1412 |
colUpperBound(T1 &t, Value value,dummy<0> = 0) {
|
| 1399 | 1413 |
for(typename T1::iterator i=t.begin();i!=t.end();++i) {
|
| 1400 | 1414 |
colUpperBound(*i, value); |
| 1401 | 1415 |
} |
| 1402 | 1416 |
} |
| 1403 | 1417 |
template<class T1> |
| 1404 | 1418 |
typename enable_if<typename T1::value_type::second_type::LpCol, |
| 1405 | 1419 |
void>::type |
| 1406 | 1420 |
colUpperBound(T1 &t, Value value,dummy<1> = 1) {
|
| 1407 | 1421 |
for(typename T1::iterator i=t.begin();i!=t.end();++i) {
|
| 1408 | 1422 |
colUpperBound(i->second, value); |
| 1409 | 1423 |
} |
| 1410 | 1424 |
} |
| 1411 | 1425 |
template<class T1> |
| 1412 | 1426 |
typename enable_if<typename T1::MapIt::Value::LpCol, |
| 1413 | 1427 |
void>::type |
| 1414 | 1428 |
colUpperBound(T1 &t, Value value,dummy<2> = 2) {
|
| 1415 | 1429 |
for(typename T1::MapIt i(t); i!=INVALID; ++i){
|
| 1416 | 1430 |
colUpperBound(*i, value); |
| 1417 | 1431 |
} |
| 1418 | 1432 |
} |
| 1419 | 1433 |
#endif |
| 1420 | 1434 |
|
| 1421 | 1435 |
/// Set the lower and the upper bounds of a column (i.e a variable) |
| 1422 | 1436 |
|
| 1423 | 1437 |
/// The lower and the upper bounds of |
| 1424 | 1438 |
/// a variable (column) have to be given by an |
| 1425 | 1439 |
/// extended number of type Value, i.e. a finite number of type |
| 1426 | 1440 |
/// Value, -\ref INF or \ref INF. |
| 1427 | 1441 |
void colBounds(Col c, Value lower, Value upper) {
|
| 1428 | 1442 |
_setColLowerBound(cols(id(c)),lower); |
| 1429 | 1443 |
_setColUpperBound(cols(id(c)),upper); |
| 1430 | 1444 |
} |
| 1431 | 1445 |
|
| 1432 | 1446 |
///\brief Set the lower and the upper bound of several columns |
| 1433 | 1447 |
///(i.e variables) at once |
| 1434 | 1448 |
/// |
| 1435 | 1449 |
///This magic function takes a container as its argument |
| 1436 | 1450 |
///and applies the function on all of its elements. |
| 1437 | 1451 |
/// The lower and the upper bounds of |
| 1438 | 1452 |
/// a variable (column) have to be given by an |
| 1439 | 1453 |
/// extended number of type Value, i.e. a finite number of type |
| 1440 | 1454 |
/// Value, -\ref INF or \ref INF. |
| 1441 | 1455 |
#ifdef DOXYGEN |
| 1442 | 1456 |
template<class T> |
| 1443 | 1457 |
void colBounds(T &t, Value lower, Value upper) { return 0;}
|
| 1444 | 1458 |
#else |
| 1445 | 1459 |
template<class T2> |
| 1446 | 1460 |
typename enable_if<typename T2::value_type::LpCol,void>::type |
| 1447 | 1461 |
colBounds(T2 &t, Value lower, Value upper,dummy<0> = 0) {
|
| 1448 | 1462 |
for(typename T2::iterator i=t.begin();i!=t.end();++i) {
|
| 1449 | 1463 |
colBounds(*i, lower, upper); |
| 1450 | 1464 |
} |
| 1451 | 1465 |
} |
| 1452 | 1466 |
template<class T2> |
| 1453 | 1467 |
typename enable_if<typename T2::value_type::second_type::LpCol, void>::type |
| 1454 | 1468 |
colBounds(T2 &t, Value lower, Value upper,dummy<1> = 1) {
|
| 1455 | 1469 |
for(typename T2::iterator i=t.begin();i!=t.end();++i) {
|
| 1456 | 1470 |
colBounds(i->second, lower, upper); |
| 1457 | 1471 |
} |
| 1458 | 1472 |
} |
| 1459 | 1473 |
template<class T2> |
| 1460 | 1474 |
typename enable_if<typename T2::MapIt::Value::LpCol, void>::type |
| 1461 | 1475 |
colBounds(T2 &t, Value lower, Value upper,dummy<2> = 2) {
|
| 1462 | 1476 |
for(typename T2::MapIt i(t); i!=INVALID; ++i){
|
| 1463 | 1477 |
colBounds(*i, lower, upper); |
| 1464 | 1478 |
} |
| 1465 | 1479 |
} |
| 1466 | 1480 |
#endif |
| 1467 | 1481 |
|
| 1468 | 1482 |
/// Set the lower bound of a row (i.e a constraint) |
| 1469 | 1483 |
|
| 1470 | 1484 |
/// The lower bound of a constraint (row) has to be given by an |
| 1471 | 1485 |
/// extended number of type Value, i.e. a finite number of type |
| 1472 | 1486 |
/// Value or -\ref INF. |
| 1473 | 1487 |
void rowLowerBound(Row r, Value value) {
|
| 1474 | 1488 |
_setRowLowerBound(rows(id(r)),value); |
| 1475 | 1489 |
} |
| 1476 | 1490 |
|
| 1477 | 1491 |
/// Get the lower bound of a row (i.e a constraint) |
| 1478 | 1492 |
|
| 1479 | 1493 |
/// This function returns the lower bound for row (constraint) \c c |
| 1480 | 1494 |
/// (this might be -\ref INF as well). |
| 1481 | 1495 |
///\return The lower bound for row \c r |
| 1482 | 1496 |
Value rowLowerBound(Row r) const {
|
| 1483 | 1497 |
return _getRowLowerBound(rows(id(r))); |
| 1484 | 1498 |
} |
| 1485 | 1499 |
|
| 1486 | 1500 |
/// Set the upper bound of a row (i.e a constraint) |
| 1487 | 1501 |
|
| 1488 | 1502 |
/// The upper bound of a constraint (row) has to be given by an |
| 1489 | 1503 |
/// extended number of type Value, i.e. a finite number of type |
| 1490 | 1504 |
/// Value or -\ref INF. |
| 1491 | 1505 |
void rowUpperBound(Row r, Value value) {
|
| 1492 | 1506 |
_setRowUpperBound(rows(id(r)),value); |
| 1493 | 1507 |
} |
| 1494 | 1508 |
|
| 1495 | 1509 |
/// Get the upper bound of a row (i.e a constraint) |
| 1496 | 1510 |
|
| 1497 | 1511 |
/// This function returns the upper bound for row (constraint) \c c |
| 1498 | 1512 |
/// (this might be -\ref INF as well). |
| 1499 | 1513 |
///\return The upper bound for row \c r |
| 1500 | 1514 |
Value rowUpperBound(Row r) const {
|
| 1501 | 1515 |
return _getRowUpperBound(rows(id(r))); |
| 1502 | 1516 |
} |
| 1503 | 1517 |
|
| 1504 | 1518 |
///Set an element of the objective function |
| 1505 | 1519 |
void objCoeff(Col c, Value v) {_setObjCoeff(cols(id(c)),v); };
|
| 1506 | 1520 |
|
| 1507 | 1521 |
///Get an element of the objective function |
| 1508 | 1522 |
Value objCoeff(Col c) const { return _getObjCoeff(cols(id(c))); };
|
| 1509 | 1523 |
|
| 1510 | 1524 |
///Set the objective function |
| 1511 | 1525 |
|
| 1512 | 1526 |
///\param e is a linear expression of type \ref Expr. |
| 1513 | 1527 |
/// |
| 1514 | 1528 |
void obj(const Expr& e) {
|
| 1515 | 1529 |
_setObjCoeffs(ExprIterator(e.comps.begin(), cols), |
| 1516 | 1530 |
ExprIterator(e.comps.end(), cols)); |
| 1517 | 1531 |
obj_const_comp = *e; |
| 1518 | 1532 |
} |
| 1519 | 1533 |
|
| 1520 | 1534 |
///Get the objective function |
| 1521 | 1535 |
|
| 1522 | 1536 |
///\return the objective function as a linear expression of type |
| 1523 | 1537 |
///Expr. |
| 1524 | 1538 |
Expr obj() const {
|
| 1525 | 1539 |
Expr e; |
| 1526 | 1540 |
_getObjCoeffs(InsertIterator(e.comps, cols)); |
| 1527 | 1541 |
*e = obj_const_comp; |
| 1528 | 1542 |
return e; |
| 1529 | 1543 |
} |
| 1530 | 1544 |
|
| 1531 | 1545 |
|
| 1532 | 1546 |
///Set the direction of optimization |
| 1533 | 1547 |
void sense(Sense sense) { _setSense(sense); }
|
| 1534 | 1548 |
|
| 1535 | 1549 |
///Query the direction of the optimization |
| 1536 | 1550 |
Sense sense() const {return _getSense(); }
|
| 1537 | 1551 |
|
| 1538 | 1552 |
///Set the sense to maximization |
| 1539 | 1553 |
void max() { _setSense(MAX); }
|
| 1540 | 1554 |
|
| 1541 | 1555 |
///Set the sense to maximization |
| 1542 | 1556 |
void min() { _setSense(MIN); }
|
| 1543 | 1557 |
|
| 1544 | 1558 |
///Clears the problem |
| 1545 | 1559 |
void clear() { _clear(); }
|
| 1546 | 1560 |
|
| 1547 | 1561 |
/// Sets the message level of the solver |
| 1548 | 1562 |
void messageLevel(MessageLevel level) { _messageLevel(level); }
|
| 1549 | 1563 |
|
| 1550 | 1564 |
///@} |
| 1551 | 1565 |
|
| 1552 | 1566 |
}; |
| 1553 | 1567 |
|
| 1554 | 1568 |
/// Addition |
| 1555 | 1569 |
|
| 1556 | 1570 |
///\relates LpBase::Expr |
| 1557 | 1571 |
/// |
| 1558 | 1572 |
inline LpBase::Expr operator+(const LpBase::Expr &a, const LpBase::Expr &b) {
|
| 1559 | 1573 |
LpBase::Expr tmp(a); |
| 1560 | 1574 |
tmp+=b; |
| 1561 | 1575 |
return tmp; |
| 1562 | 1576 |
} |
| 1563 | 1577 |
///Substraction |
| 1564 | 1578 |
|
| 1565 | 1579 |
///\relates LpBase::Expr |
| 1566 | 1580 |
/// |
| 1567 | 1581 |
inline LpBase::Expr operator-(const LpBase::Expr &a, const LpBase::Expr &b) {
|
| 1568 | 1582 |
LpBase::Expr tmp(a); |
| 1569 | 1583 |
tmp-=b; |
| 1570 | 1584 |
return tmp; |
| 1571 | 1585 |
} |
| 1572 | 1586 |
///Multiply with constant |
| 1573 | 1587 |
|
| 1574 | 1588 |
///\relates LpBase::Expr |
| 1575 | 1589 |
/// |
| 1576 | 1590 |
inline LpBase::Expr operator*(const LpBase::Expr &a, const LpBase::Value &b) {
|
| 1577 | 1591 |
LpBase::Expr tmp(a); |
| 1578 | 1592 |
tmp*=b; |
| 1579 | 1593 |
return tmp; |
| 1580 | 1594 |
} |
| 1581 | 1595 |
|
| 1582 | 1596 |
///Multiply with constant |
| 1583 | 1597 |
|
| 1584 | 1598 |
///\relates LpBase::Expr |
| 1585 | 1599 |
/// |
| 1586 | 1600 |
inline LpBase::Expr operator*(const LpBase::Value &a, const LpBase::Expr &b) {
|
| 1587 | 1601 |
LpBase::Expr tmp(b); |
| 1588 | 1602 |
tmp*=a; |
| 1589 | 1603 |
return tmp; |
| 1590 | 1604 |
} |
| 1591 | 1605 |
///Divide with constant |
| 1592 | 1606 |
|
| 1593 | 1607 |
///\relates LpBase::Expr |
| 1594 | 1608 |
/// |
| 1595 | 1609 |
inline LpBase::Expr operator/(const LpBase::Expr &a, const LpBase::Value &b) {
|
| 1596 | 1610 |
LpBase::Expr tmp(a); |
| 1597 | 1611 |
tmp/=b; |
| 1598 | 1612 |
return tmp; |
| 1599 | 1613 |
} |
| 1600 | 1614 |
|
| 1601 | 1615 |
///Create constraint |
| 1602 | 1616 |
|
| 1603 | 1617 |
///\relates LpBase::Constr |
| 1604 | 1618 |
/// |
| 1605 | 1619 |
inline LpBase::Constr operator<=(const LpBase::Expr &e, |
| 1606 | 1620 |
const LpBase::Expr &f) {
|
| 1607 | 1621 |
return LpBase::Constr(0, f - e, LpBase::INF); |
| 1608 | 1622 |
} |
| 1609 | 1623 |
|
| 1610 | 1624 |
///Create constraint |
| 1611 | 1625 |
|
| 1612 | 1626 |
///\relates LpBase::Constr |
| 1613 | 1627 |
/// |
| 1614 | 1628 |
inline LpBase::Constr operator<=(const LpBase::Value &e, |
| 1615 | 1629 |
const LpBase::Expr &f) {
|
| 1616 | 1630 |
return LpBase::Constr(e, f, LpBase::NaN); |
| 1617 | 1631 |
} |
| 1618 | 1632 |
|
| 1619 | 1633 |
///Create constraint |
| 1620 | 1634 |
|
| 1621 | 1635 |
///\relates LpBase::Constr |
| 1622 | 1636 |
/// |
| 1623 | 1637 |
inline LpBase::Constr operator<=(const LpBase::Expr &e, |
| 1624 | 1638 |
const LpBase::Value &f) {
|
| 1625 | 1639 |
return LpBase::Constr(- LpBase::INF, e, f); |
| 1626 | 1640 |
} |
| 1627 | 1641 |
|
| 1628 | 1642 |
///Create constraint |
| 1629 | 1643 |
|
| 1630 | 1644 |
///\relates LpBase::Constr |
| 1631 | 1645 |
/// |
| 1632 | 1646 |
inline LpBase::Constr operator>=(const LpBase::Expr &e, |
| 1633 | 1647 |
const LpBase::Expr &f) {
|
| 1634 | 1648 |
return LpBase::Constr(0, e - f, LpBase::INF); |
| 1635 | 1649 |
} |
| 1636 | 1650 |
|
| 1637 | 1651 |
|
| 1638 | 1652 |
///Create constraint |
| 1639 | 1653 |
|
| 1640 | 1654 |
///\relates LpBase::Constr |
| 1641 | 1655 |
/// |
| 1642 | 1656 |
inline LpBase::Constr operator>=(const LpBase::Value &e, |
| 1643 | 1657 |
const LpBase::Expr &f) {
|
| 1644 | 1658 |
return LpBase::Constr(LpBase::NaN, f, e); |
| 1645 | 1659 |
} |
| 1646 | 1660 |
|
| 1647 | 1661 |
|
| 1648 | 1662 |
///Create constraint |
| 1649 | 1663 |
|
| 1650 | 1664 |
///\relates LpBase::Constr |
| 1651 | 1665 |
/// |
| 1652 | 1666 |
inline LpBase::Constr operator>=(const LpBase::Expr &e, |
| 1653 | 1667 |
const LpBase::Value &f) {
|
| 1654 | 1668 |
return LpBase::Constr(f, e, LpBase::INF); |
| 1655 | 1669 |
} |
| 1656 | 1670 |
|
| 1657 | 1671 |
///Create constraint |
| 1658 | 1672 |
|
| 1659 | 1673 |
///\relates LpBase::Constr |
| 1660 | 1674 |
/// |
| 1661 | 1675 |
inline LpBase::Constr operator==(const LpBase::Expr &e, |
| 1662 | 1676 |
const LpBase::Value &f) {
|
| 1663 | 1677 |
return LpBase::Constr(f, e, f); |
| 1664 | 1678 |
} |
| 1665 | 1679 |
|
| 1666 | 1680 |
///Create constraint |
| 1667 | 1681 |
|
| 1668 | 1682 |
///\relates LpBase::Constr |
| 1669 | 1683 |
/// |
| 1670 | 1684 |
inline LpBase::Constr operator==(const LpBase::Expr &e, |
| 1671 | 1685 |
const LpBase::Expr &f) {
|
| 1672 | 1686 |
return LpBase::Constr(0, f - e, 0); |
| 1673 | 1687 |
} |
| 1674 | 1688 |
|
| 1675 | 1689 |
///Create constraint |
| 1676 | 1690 |
|
| 1677 | 1691 |
///\relates LpBase::Constr |
| 1678 | 1692 |
/// |
| 1679 | 1693 |
inline LpBase::Constr operator<=(const LpBase::Value &n, |
| 1680 | 1694 |
const LpBase::Constr &c) {
|
| 1681 | 1695 |
LpBase::Constr tmp(c); |
| 1682 | 1696 |
LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint"); |
| 1683 | 1697 |
tmp.lowerBound()=n; |
| 1684 | 1698 |
return tmp; |
| 1685 | 1699 |
} |
| 1686 | 1700 |
///Create constraint |
| 1687 | 1701 |
|
| 1688 | 1702 |
///\relates LpBase::Constr |
| 1689 | 1703 |
/// |
| 1690 | 1704 |
inline LpBase::Constr operator<=(const LpBase::Constr &c, |
| 1691 | 1705 |
const LpBase::Value &n) |
| 1692 | 1706 |
{
|
| 1693 | 1707 |
LpBase::Constr tmp(c); |
| 1694 | 1708 |
LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint"); |
| 1695 | 1709 |
tmp.upperBound()=n; |
| 1696 | 1710 |
return tmp; |
| 1697 | 1711 |
} |
| 1698 | 1712 |
|
| 1699 | 1713 |
///Create constraint |
| 1700 | 1714 |
|
| 1701 | 1715 |
///\relates LpBase::Constr |
| 1702 | 1716 |
/// |
| 1703 | 1717 |
inline LpBase::Constr operator>=(const LpBase::Value &n, |
| 1704 | 1718 |
const LpBase::Constr &c) {
|
| 1705 | 1719 |
LpBase::Constr tmp(c); |
| 1706 | 1720 |
LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint"); |
| 1707 | 1721 |
tmp.upperBound()=n; |
| 1708 | 1722 |
return tmp; |
| 1709 | 1723 |
} |
| 1710 | 1724 |
///Create constraint |
| 1711 | 1725 |
|
| 1712 | 1726 |
///\relates LpBase::Constr |
| 1713 | 1727 |
/// |
| 1714 | 1728 |
inline LpBase::Constr operator>=(const LpBase::Constr &c, |
| 1715 | 1729 |
const LpBase::Value &n) |
| 1716 | 1730 |
{
|
| 1717 | 1731 |
LpBase::Constr tmp(c); |
| 1718 | 1732 |
LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint"); |
| 1719 | 1733 |
tmp.lowerBound()=n; |
| 1720 | 1734 |
return tmp; |
| 1721 | 1735 |
} |
| 1722 | 1736 |
|
| 1723 | 1737 |
///Addition |
| 1724 | 1738 |
|
| 1725 | 1739 |
///\relates LpBase::DualExpr |
| 1726 | 1740 |
/// |
| 1727 | 1741 |
inline LpBase::DualExpr operator+(const LpBase::DualExpr &a, |
| 1728 | 1742 |
const LpBase::DualExpr &b) {
|
| 1729 | 1743 |
LpBase::DualExpr tmp(a); |
| 1730 | 1744 |
tmp+=b; |
| 1731 | 1745 |
return tmp; |
| 1732 | 1746 |
} |
| 1733 | 1747 |
///Substraction |
| 1734 | 1748 |
|
| 1735 | 1749 |
///\relates LpBase::DualExpr |
| 1736 | 1750 |
/// |
| 1737 | 1751 |
inline LpBase::DualExpr operator-(const LpBase::DualExpr &a, |
| 1738 | 1752 |
const LpBase::DualExpr &b) {
|
| 1739 | 1753 |
LpBase::DualExpr tmp(a); |
| 1740 | 1754 |
tmp-=b; |
| 1741 | 1755 |
return tmp; |
| 1742 | 1756 |
} |
| 1743 | 1757 |
///Multiply with constant |
| 1744 | 1758 |
|
| 1745 | 1759 |
///\relates LpBase::DualExpr |
| 1746 | 1760 |
/// |
| 1747 | 1761 |
inline LpBase::DualExpr operator*(const LpBase::DualExpr &a, |
| 1748 | 1762 |
const LpBase::Value &b) {
|
| 1749 | 1763 |
LpBase::DualExpr tmp(a); |
| 1750 | 1764 |
tmp*=b; |
| 1751 | 1765 |
return tmp; |
| 1752 | 1766 |
} |
| 1753 | 1767 |
|
| 1754 | 1768 |
///Multiply with constant |
| 1755 | 1769 |
|
| 1756 | 1770 |
///\relates LpBase::DualExpr |
| 1757 | 1771 |
/// |
| 1758 | 1772 |
inline LpBase::DualExpr operator*(const LpBase::Value &a, |
| 1759 | 1773 |
const LpBase::DualExpr &b) {
|
| 1760 | 1774 |
LpBase::DualExpr tmp(b); |
| 1761 | 1775 |
tmp*=a; |
| 1762 | 1776 |
return tmp; |
| 1763 | 1777 |
} |
| 1764 | 1778 |
///Divide with constant |
| 1765 | 1779 |
|
| 1766 | 1780 |
///\relates LpBase::DualExpr |
| 1767 | 1781 |
/// |
| 1768 | 1782 |
inline LpBase::DualExpr operator/(const LpBase::DualExpr &a, |
| 1769 | 1783 |
const LpBase::Value &b) {
|
| 1770 | 1784 |
LpBase::DualExpr tmp(a); |
| 1771 | 1785 |
tmp/=b; |
| 1772 | 1786 |
return tmp; |
| 1773 | 1787 |
} |
| 1774 | 1788 |
|
| 1775 | 1789 |
/// \ingroup lp_group |
| 1776 | 1790 |
/// |
| 1777 | 1791 |
/// \brief Common base class for LP solvers |
| 1778 | 1792 |
/// |
| 1779 | 1793 |
/// This class is an abstract base class for LP solvers. This class |
| 1780 | 1794 |
/// provides a full interface for set and modify an LP problem, |
| 1781 | 1795 |
/// solve it and retrieve the solution. You can use one of the |
| 1782 | 1796 |
/// descendants as a concrete implementation, or the \c Lp |
| 1783 | 1797 |
/// default LP solver. However, if you would like to handle LP |
| 1784 | 1798 |
/// solvers as reference or pointer in a generic way, you can use |
| 1785 | 1799 |
/// this class directly. |
| 1786 | 1800 |
class LpSolver : virtual public LpBase {
|
| 1787 | 1801 |
public: |
| 1788 | 1802 |
|
| 1789 | 1803 |
/// The problem types for primal and dual problems |
| 1790 | 1804 |
enum ProblemType {
|
| 1791 | 1805 |
/// = 0. Feasible solution hasn't been found (but may exist). |
| 1792 | 1806 |
UNDEFINED = 0, |
| 1793 | 1807 |
/// = 1. The problem has no feasible solution. |
| 1794 | 1808 |
INFEASIBLE = 1, |
| 1795 | 1809 |
/// = 2. Feasible solution found. |
| 1796 | 1810 |
FEASIBLE = 2, |
| 1797 | 1811 |
/// = 3. Optimal solution exists and found. |
| 1798 | 1812 |
OPTIMAL = 3, |
| 1799 | 1813 |
/// = 4. The cost function is unbounded. |
| 1800 | 1814 |
UNBOUNDED = 4 |
| 1801 | 1815 |
}; |
| 1802 | 1816 |
|
| 1803 | 1817 |
///The basis status of variables |
| 1804 | 1818 |
enum VarStatus {
|
| 1805 | 1819 |
/// The variable is in the basis |
| 1806 | 1820 |
BASIC, |
| 1807 | 1821 |
/// The variable is free, but not basic |
| 1808 | 1822 |
FREE, |
| 1809 | 1823 |
/// The variable has active lower bound |
| 1810 | 1824 |
LOWER, |
| 1811 | 1825 |
/// The variable has active upper bound |
| 1812 | 1826 |
UPPER, |
| 1813 | 1827 |
/// The variable is non-basic and fixed |
| 1814 | 1828 |
FIXED |
| 1815 | 1829 |
}; |
| 1816 | 1830 |
|
| 1817 | 1831 |
protected: |
| 1818 | 1832 |
|
| 1819 | 1833 |
virtual SolveExitStatus _solve() = 0; |
| 1820 | 1834 |
|
| 1821 | 1835 |
virtual Value _getPrimal(int i) const = 0; |
| 1822 | 1836 |
virtual Value _getDual(int i) const = 0; |
| 1823 | 1837 |
|
| 1824 | 1838 |
virtual Value _getPrimalRay(int i) const = 0; |
| 1825 | 1839 |
virtual Value _getDualRay(int i) const = 0; |
| 1826 | 1840 |
|
| 1827 | 1841 |
virtual Value _getPrimalValue() const = 0; |
| 1828 | 1842 |
|
| 1829 | 1843 |
virtual VarStatus _getColStatus(int i) const = 0; |
| 1830 | 1844 |
virtual VarStatus _getRowStatus(int i) const = 0; |
| 1831 | 1845 |
|
| 1832 | 1846 |
virtual ProblemType _getPrimalType() const = 0; |
| 1833 | 1847 |
virtual ProblemType _getDualType() const = 0; |
| 1834 | 1848 |
|
| 1835 | 1849 |
public: |
| 1836 | 1850 |
|
| 1837 | 1851 |
///Allocate a new LP problem instance |
| 1838 | 1852 |
virtual LpSolver* newSolver() const = 0; |
| 1839 | 1853 |
///Make a copy of the LP problem |
| 1840 | 1854 |
virtual LpSolver* cloneSolver() const = 0; |
| 1841 | 1855 |
|
| 1842 | 1856 |
///\name Solve the LP |
| 1843 | 1857 |
|
| 1844 | 1858 |
///@{
|
| 1845 | 1859 |
|
| 1846 | 1860 |
///\e Solve the LP problem at hand |
| 1847 | 1861 |
/// |
| 1848 | 1862 |
///\return The result of the optimization procedure. Possible |
| 1849 | 1863 |
///values and their meanings can be found in the documentation of |
| 1850 | 1864 |
///\ref SolveExitStatus. |
| 1851 | 1865 |
SolveExitStatus solve() { return _solve(); }
|
| 1852 | 1866 |
|
| 1853 | 1867 |
///@} |
| 1854 | 1868 |
|
| 1855 | 1869 |
///\name Obtain the Solution |
| 1856 | 1870 |
|
| 1857 | 1871 |
///@{
|
| 1858 | 1872 |
|
| 1859 | 1873 |
/// The type of the primal problem |
| 1860 | 1874 |
ProblemType primalType() const {
|
| 1861 | 1875 |
return _getPrimalType(); |
| 1862 | 1876 |
} |
| 1863 | 1877 |
|
| 1864 | 1878 |
/// The type of the dual problem |
| 1865 | 1879 |
ProblemType dualType() const {
|
| 1866 | 1880 |
return _getDualType(); |
| 1867 | 1881 |
} |
| 1868 | 1882 |
|
| 1869 | 1883 |
/// Return the primal value of the column |
| 1870 | 1884 |
|
| 1871 | 1885 |
/// Return the primal value of the column. |
| 1872 | 1886 |
/// \pre The problem is solved. |
| 1873 | 1887 |
Value primal(Col c) const { return _getPrimal(cols(id(c))); }
|
| 1874 | 1888 |
|
| 1875 | 1889 |
/// Return the primal value of the expression |
| 1876 | 1890 |
|
| 1877 | 1891 |
/// Return the primal value of the expression, i.e. the dot |
| 1878 | 1892 |
/// product of the primal solution and the expression. |
| 1879 | 1893 |
/// \pre The problem is solved. |
| 1880 | 1894 |
Value primal(const Expr& e) const {
|
| 1881 | 1895 |
double res = *e; |
| 1882 | 1896 |
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
|
| 1883 | 1897 |
res += *c * primal(c); |
| 1884 | 1898 |
} |
| 1885 | 1899 |
return res; |
| 1886 | 1900 |
} |
| 1887 | 1901 |
/// Returns a component of the primal ray |
| 1888 | 1902 |
|
| 1889 | 1903 |
/// The primal ray is solution of the modified primal problem, |
| 1890 | 1904 |
/// where we change each finite bound to 0, and we looking for a |
| 1891 | 1905 |
/// negative objective value in case of minimization, and positive |
| 1892 | 1906 |
/// objective value for maximization. If there is such solution, |
| 1893 | 1907 |
/// that proofs the unsolvability of the dual problem, and if a |
| 1894 | 1908 |
/// feasible primal solution exists, then the unboundness of |
| 1895 | 1909 |
/// primal problem. |
| 1896 | 1910 |
/// |
| 1897 | 1911 |
/// \pre The problem is solved and the dual problem is infeasible. |
| 1898 | 1912 |
/// \note Some solvers does not provide primal ray calculation |
| 1899 | 1913 |
/// functions. |
| 1900 | 1914 |
Value primalRay(Col c) const { return _getPrimalRay(cols(id(c))); }
|
| 1901 | 1915 |
|
| 1902 | 1916 |
/// Return the dual value of the row |
| 1903 | 1917 |
|
| 1904 | 1918 |
/// Return the dual value of the row. |
| 1905 | 1919 |
/// \pre The problem is solved. |
| 1906 | 1920 |
Value dual(Row r) const { return _getDual(rows(id(r))); }
|
| 1907 | 1921 |
|
| 1908 | 1922 |
/// Return the dual value of the dual expression |
| 1909 | 1923 |
|
| 1910 | 1924 |
/// Return the dual value of the dual expression, i.e. the dot |
| 1911 | 1925 |
/// product of the dual solution and the dual expression. |
| 1912 | 1926 |
/// \pre The problem is solved. |
| 1913 | 1927 |
Value dual(const DualExpr& e) const {
|
| 1914 | 1928 |
double res = 0.0; |
| 1915 | 1929 |
for (DualExpr::ConstCoeffIt r(e); r != INVALID; ++r) {
|
| 1916 | 1930 |
res += *r * dual(r); |
| 1917 | 1931 |
} |
| 1918 | 1932 |
return res; |
| 1919 | 1933 |
} |
| 1920 | 1934 |
|
| 1921 | 1935 |
/// Returns a component of the dual ray |
| 1922 | 1936 |
|
| 1923 | 1937 |
/// The dual ray is solution of the modified primal problem, where |
| 1924 | 1938 |
/// we change each finite bound to 0 (i.e. the objective function |
| 1925 | 1939 |
/// coefficients in the primal problem), and we looking for a |
| 1926 | 1940 |
/// ositive objective value. If there is such solution, that |
| 1927 | 1941 |
/// proofs the unsolvability of the primal problem, and if a |
| 1928 | 1942 |
/// feasible dual solution exists, then the unboundness of |
| 1929 | 1943 |
/// dual problem. |
| 1930 | 1944 |
/// |
| 1931 | 1945 |
/// \pre The problem is solved and the primal problem is infeasible. |
| 1932 | 1946 |
/// \note Some solvers does not provide dual ray calculation |
| 1933 | 1947 |
/// functions. |
| 1934 | 1948 |
Value dualRay(Row r) const { return _getDualRay(rows(id(r))); }
|
| 1935 | 1949 |
|
| 1936 | 1950 |
/// Return the basis status of the column |
| 1937 | 1951 |
|
| 1938 | 1952 |
/// \see VarStatus |
| 1939 | 1953 |
VarStatus colStatus(Col c) const { return _getColStatus(cols(id(c))); }
|
| 1940 | 1954 |
|
| 1941 | 1955 |
/// Return the basis status of the row |
| 1942 | 1956 |
|
| 1943 | 1957 |
/// \see VarStatus |
| 1944 | 1958 |
VarStatus rowStatus(Row r) const { return _getRowStatus(rows(id(r))); }
|
| 1945 | 1959 |
|
| 1946 | 1960 |
///The value of the objective function |
| 1947 | 1961 |
|
| 1948 | 1962 |
///\return |
| 1949 | 1963 |
///- \ref INF or -\ref INF means either infeasibility or unboundedness |
| 1950 | 1964 |
/// of the primal problem, depending on whether we minimize or maximize. |
| 1951 | 1965 |
///- \ref NaN if no primal solution is found. |
| 1952 | 1966 |
///- The (finite) objective value if an optimal solution is found. |
| 1953 | 1967 |
Value primal() const { return _getPrimalValue()+obj_const_comp;}
|
| 1954 | 1968 |
///@} |
| 1955 | 1969 |
|
| 1956 | 1970 |
protected: |
| 1957 | 1971 |
|
| 1958 | 1972 |
}; |
| 1959 | 1973 |
|
| 1960 | 1974 |
|
| 1961 | 1975 |
/// \ingroup lp_group |
| 1962 | 1976 |
/// |
| 1963 | 1977 |
/// \brief Common base class for MIP solvers |
| 1964 | 1978 |
/// |
| 1965 | 1979 |
/// This class is an abstract base class for MIP solvers. This class |
| 1966 | 1980 |
/// provides a full interface for set and modify an MIP problem, |
| 1967 | 1981 |
/// solve it and retrieve the solution. You can use one of the |
| 1968 | 1982 |
/// descendants as a concrete implementation, or the \c Lp |
| 1969 | 1983 |
/// default MIP solver. However, if you would like to handle MIP |
| 1970 | 1984 |
/// solvers as reference or pointer in a generic way, you can use |
| 1971 | 1985 |
/// this class directly. |
| 1972 | 1986 |
class MipSolver : virtual public LpBase {
|
| 1973 | 1987 |
public: |
| 1974 | 1988 |
|
| 1975 | 1989 |
/// The problem types for MIP problems |
| 1976 | 1990 |
enum ProblemType {
|
| 1977 | 1991 |
/// = 0. Feasible solution hasn't been found (but may exist). |
| 1978 | 1992 |
UNDEFINED = 0, |
| 1979 | 1993 |
/// = 1. The problem has no feasible solution. |
| 1980 | 1994 |
INFEASIBLE = 1, |
| 1981 | 1995 |
/// = 2. Feasible solution found. |
| 1982 | 1996 |
FEASIBLE = 2, |
| 1983 | 1997 |
/// = 3. Optimal solution exists and found. |
| 1984 | 1998 |
OPTIMAL = 3, |
| 1985 | 1999 |
/// = 4. The cost function is unbounded. |
| 1986 | 2000 |
///The Mip or at least the relaxed problem is unbounded. |
| 1987 | 2001 |
UNBOUNDED = 4 |
| 1988 | 2002 |
}; |
| 1989 | 2003 |
|
| 1990 | 2004 |
///Allocate a new MIP problem instance |
| 1991 | 2005 |
virtual MipSolver* newSolver() const = 0; |
| 1992 | 2006 |
///Make a copy of the MIP problem |
| 1993 | 2007 |
virtual MipSolver* cloneSolver() const = 0; |
| 1994 | 2008 |
|
| 1995 | 2009 |
///\name Solve the MIP |
| 1996 | 2010 |
|
| 1997 | 2011 |
///@{
|
| 1998 | 2012 |
|
| 1999 | 2013 |
/// Solve the MIP problem at hand |
| 2000 | 2014 |
/// |
| 2001 | 2015 |
///\return The result of the optimization procedure. Possible |
| 2002 | 2016 |
///values and their meanings can be found in the documentation of |
| 2003 | 2017 |
///\ref SolveExitStatus. |
| 2004 | 2018 |
SolveExitStatus solve() { return _solve(); }
|
| 2005 | 2019 |
|
| 2006 | 2020 |
///@} |
| 2007 | 2021 |
|
| 2008 | 2022 |
///\name Set Column Type |
| 2009 | 2023 |
///@{
|
| 2010 | 2024 |
|
| 2011 | 2025 |
///Possible variable (column) types (e.g. real, integer, binary etc.) |
| 2012 | 2026 |
enum ColTypes {
|
| 2013 | 2027 |
/// = 0. Continuous variable (default). |
| 2014 | 2028 |
REAL = 0, |
| 2015 | 2029 |
/// = 1. Integer variable. |
| 2016 | 2030 |
INTEGER = 1 |
| 2017 | 2031 |
}; |
| 2018 | 2032 |
|
| 2019 | 2033 |
///Sets the type of the given column to the given type |
| 2020 | 2034 |
|
| 2021 | 2035 |
///Sets the type of the given column to the given type. |
| 2022 | 2036 |
/// |
| 2023 | 2037 |
void colType(Col c, ColTypes col_type) {
|
| 2024 | 2038 |
_setColType(cols(id(c)),col_type); |
| 2025 | 2039 |
} |
| 2026 | 2040 |
|
| 2027 | 2041 |
///Gives back the type of the column. |
| 2028 | 2042 |
|
| 2029 | 2043 |
///Gives back the type of the column. |
| 2030 | 2044 |
/// |
| 2031 | 2045 |
ColTypes colType(Col c) const {
|
| 2032 | 2046 |
return _getColType(cols(id(c))); |
| 2033 | 2047 |
} |
| 2034 | 2048 |
///@} |
| 2035 | 2049 |
|
| 2036 | 2050 |
///\name Obtain the Solution |
| 2037 | 2051 |
|
| 2038 | 2052 |
///@{
|
| 2039 | 2053 |
|
| 2040 | 2054 |
/// The type of the MIP problem |
| 2041 | 2055 |
ProblemType type() const {
|
| 2042 | 2056 |
return _getType(); |
| 2043 | 2057 |
} |
| 2044 | 2058 |
|
| 2045 | 2059 |
/// Return the value of the row in the solution |
| 2046 | 2060 |
|
| 2047 | 2061 |
/// Return the value of the row in the solution. |
| 2048 | 2062 |
/// \pre The problem is solved. |
| 2049 | 2063 |
Value sol(Col c) const { return _getSol(cols(id(c))); }
|
| 2050 | 2064 |
|
| 2051 | 2065 |
/// Return the value of the expression in the solution |
| 2052 | 2066 |
|
| 2053 | 2067 |
/// Return the value of the expression in the solution, i.e. the |
| 2054 | 2068 |
/// dot product of the solution and the expression. |
| 2055 | 2069 |
/// \pre The problem is solved. |
| 2056 | 2070 |
Value sol(const Expr& e) const {
|
| 2057 | 2071 |
double res = *e; |
| 2058 | 2072 |
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
|
| 2059 | 2073 |
res += *c * sol(c); |
| 2060 | 2074 |
} |
| 2061 | 2075 |
return res; |
| 2062 | 2076 |
} |
| 2063 | 2077 |
///The value of the objective function |
| 2064 | 2078 |
|
| 2065 | 2079 |
///\return |
| 2066 | 2080 |
///- \ref INF or -\ref INF means either infeasibility or unboundedness |
| 2067 | 2081 |
/// of the problem, depending on whether we minimize or maximize. |
| 2068 | 2082 |
///- \ref NaN if no primal solution is found. |
| 2069 | 2083 |
///- The (finite) objective value if an optimal solution is found. |
| 2070 | 2084 |
Value solValue() const { return _getSolValue()+obj_const_comp;}
|
| 2071 | 2085 |
///@} |
| 2072 | 2086 |
|
| 2073 | 2087 |
protected: |
| 2074 | 2088 |
|
| 2075 | 2089 |
virtual SolveExitStatus _solve() = 0; |
| 2076 | 2090 |
virtual ColTypes _getColType(int col) const = 0; |
| 2077 | 2091 |
virtual void _setColType(int col, ColTypes col_type) = 0; |
| 2078 | 2092 |
virtual ProblemType _getType() const = 0; |
| 2079 | 2093 |
virtual Value _getSol(int i) const = 0; |
| 2080 | 2094 |
virtual Value _getSolValue() const = 0; |
| 2081 | 2095 |
|
| 2082 | 2096 |
}; |
| 2083 | 2097 |
|
| 2084 | 2098 |
|
| 2085 | 2099 |
|
| 2086 | 2100 |
} //namespace lemon |
| 2087 | 2101 |
|
| 2088 | 2102 |
#endif //LEMON_LP_BASE_H |
| 1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | 2 |
* |
| 3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
| 4 | 4 |
* |
| 5 | 5 |
* Copyright (C) 2003-2008 |
| 6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 12 | 12 |
* |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 16 | 16 |
* |
| 17 | 17 |
*/ |
| 18 | 18 |
|
| 19 | 19 |
#include <lemon/lp_skeleton.h> |
| 20 | 20 |
|
| 21 | 21 |
///\file |
| 22 | 22 |
///\brief A skeleton file to implement LP solver interfaces |
| 23 | 23 |
namespace lemon {
|
| 24 | 24 |
|
| 25 | 25 |
int SkeletonSolverBase::_addCol() |
| 26 | 26 |
{
|
| 27 | 27 |
return ++col_num; |
| 28 | 28 |
} |
| 29 | 29 |
|
| 30 | 30 |
int SkeletonSolverBase::_addRow() |
| 31 | 31 |
{
|
| 32 | 32 |
return ++row_num; |
| 33 | 33 |
} |
| 34 | 34 |
|
| 35 |
int SkeletonSolverBase::_addRow(Value, ExprIterator, ExprIterator, Value) |
|
| 36 |
{
|
|
| 37 |
return ++row_num; |
|
| 38 |
} |
|
| 39 |
|
|
| 35 | 40 |
void SkeletonSolverBase::_eraseCol(int) {}
|
| 36 | 41 |
void SkeletonSolverBase::_eraseRow(int) {}
|
| 37 | 42 |
|
| 38 | 43 |
void SkeletonSolverBase::_getColName(int, std::string &) const {}
|
| 39 | 44 |
void SkeletonSolverBase::_setColName(int, const std::string &) {}
|
| 40 | 45 |
int SkeletonSolverBase::_colByName(const std::string&) const { return -1; }
|
| 41 | 46 |
|
| 42 | 47 |
void SkeletonSolverBase::_getRowName(int, std::string &) const {}
|
| 43 | 48 |
void SkeletonSolverBase::_setRowName(int, const std::string &) {}
|
| 44 | 49 |
int SkeletonSolverBase::_rowByName(const std::string&) const { return -1; }
|
| 45 | 50 |
|
| 46 | 51 |
void SkeletonSolverBase::_setRowCoeffs(int, ExprIterator, ExprIterator) {}
|
| 47 | 52 |
void SkeletonSolverBase::_getRowCoeffs(int, InsertIterator) const {}
|
| 48 | 53 |
|
| 49 | 54 |
void SkeletonSolverBase::_setColCoeffs(int, ExprIterator, ExprIterator) {}
|
| 50 | 55 |
void SkeletonSolverBase::_getColCoeffs(int, InsertIterator) const {}
|
| 51 | 56 |
|
| 52 | 57 |
void SkeletonSolverBase::_setCoeff(int, int, Value) {}
|
| 53 | 58 |
SkeletonSolverBase::Value SkeletonSolverBase::_getCoeff(int, int) const |
| 54 | 59 |
{ return 0; }
|
| 55 | 60 |
|
| 56 | 61 |
void SkeletonSolverBase::_setColLowerBound(int, Value) {}
|
| 57 | 62 |
SkeletonSolverBase::Value SkeletonSolverBase::_getColLowerBound(int) const |
| 58 | 63 |
{ return 0; }
|
| 59 | 64 |
|
| 60 | 65 |
void SkeletonSolverBase::_setColUpperBound(int, Value) {}
|
| 61 | 66 |
SkeletonSolverBase::Value SkeletonSolverBase::_getColUpperBound(int) const |
| 62 | 67 |
{ return 0; }
|
| 63 | 68 |
|
| 64 | 69 |
void SkeletonSolverBase::_setRowLowerBound(int, Value) {}
|
| 65 | 70 |
SkeletonSolverBase::Value SkeletonSolverBase::_getRowLowerBound(int) const |
| 66 | 71 |
{ return 0; }
|
| 67 | 72 |
|
| 68 | 73 |
void SkeletonSolverBase::_setRowUpperBound(int, Value) {}
|
| 69 | 74 |
SkeletonSolverBase::Value SkeletonSolverBase::_getRowUpperBound(int) const |
| 70 | 75 |
{ return 0; }
|
| 71 | 76 |
|
| 72 | 77 |
void SkeletonSolverBase::_setObjCoeffs(ExprIterator, ExprIterator) {}
|
| 73 | 78 |
void SkeletonSolverBase::_getObjCoeffs(InsertIterator) const {};
|
| 74 | 79 |
|
| 75 | 80 |
void SkeletonSolverBase::_setObjCoeff(int, Value) {}
|
| 76 | 81 |
SkeletonSolverBase::Value SkeletonSolverBase::_getObjCoeff(int) const |
| 77 | 82 |
{ return 0; }
|
| 78 | 83 |
|
| 79 | 84 |
void SkeletonSolverBase::_setSense(Sense) {}
|
| 80 | 85 |
SkeletonSolverBase::Sense SkeletonSolverBase::_getSense() const |
| 81 | 86 |
{ return MIN; }
|
| 82 | 87 |
|
| 83 | 88 |
void SkeletonSolverBase::_clear() {
|
| 84 | 89 |
row_num = col_num = 0; |
| 85 | 90 |
} |
| 86 | 91 |
|
| 87 | 92 |
void SkeletonSolverBase::_messageLevel(MessageLevel) {}
|
| 88 | 93 |
|
| 89 | 94 |
LpSkeleton::SolveExitStatus LpSkeleton::_solve() { return SOLVED; }
|
| 90 | 95 |
|
| 91 | 96 |
LpSkeleton::Value LpSkeleton::_getPrimal(int) const { return 0; }
|
| 92 | 97 |
LpSkeleton::Value LpSkeleton::_getDual(int) const { return 0; }
|
| 93 | 98 |
LpSkeleton::Value LpSkeleton::_getPrimalValue() const { return 0; }
|
| 94 | 99 |
|
| 95 | 100 |
LpSkeleton::Value LpSkeleton::_getPrimalRay(int) const { return 0; }
|
| 96 | 101 |
LpSkeleton::Value LpSkeleton::_getDualRay(int) const { return 0; }
|
| 97 | 102 |
|
| 98 | 103 |
LpSkeleton::ProblemType LpSkeleton::_getPrimalType() const |
| 99 | 104 |
{ return UNDEFINED; }
|
| 100 | 105 |
|
| 101 | 106 |
LpSkeleton::ProblemType LpSkeleton::_getDualType() const |
| 102 | 107 |
{ return UNDEFINED; }
|
| 103 | 108 |
|
| 104 | 109 |
LpSkeleton::VarStatus LpSkeleton::_getColStatus(int) const |
| 105 | 110 |
{ return BASIC; }
|
| 106 | 111 |
|
| 107 | 112 |
LpSkeleton::VarStatus LpSkeleton::_getRowStatus(int) const |
| 108 | 113 |
{ return BASIC; }
|
| 109 | 114 |
|
| 110 | 115 |
LpSkeleton* LpSkeleton::newSolver() const |
| 111 | 116 |
{ return static_cast<LpSkeleton*>(0); }
|
| 112 | 117 |
|
| 113 | 118 |
LpSkeleton* LpSkeleton::cloneSolver() const |
| 114 | 119 |
{ return static_cast<LpSkeleton*>(0); }
|
| 115 | 120 |
|
| 116 | 121 |
const char* LpSkeleton::_solverName() const { return "LpSkeleton"; }
|
| 117 | 122 |
|
| 118 | 123 |
MipSkeleton::SolveExitStatus MipSkeleton::_solve() |
| 119 | 124 |
{ return SOLVED; }
|
| 120 | 125 |
|
| 121 | 126 |
MipSkeleton::Value MipSkeleton::_getSol(int) const { return 0; }
|
| 122 | 127 |
MipSkeleton::Value MipSkeleton::_getSolValue() const { return 0; }
|
| 123 | 128 |
|
| 124 | 129 |
MipSkeleton::ProblemType MipSkeleton::_getType() const |
| 125 | 130 |
{ return UNDEFINED; }
|
| 126 | 131 |
|
| 127 | 132 |
MipSkeleton* MipSkeleton::newSolver() const |
| 128 | 133 |
{ return static_cast<MipSkeleton*>(0); }
|
| 129 | 134 |
|
| 130 | 135 |
MipSkeleton* MipSkeleton::cloneSolver() const |
| 131 | 136 |
{ return static_cast<MipSkeleton*>(0); }
|
| 132 | 137 |
|
| 133 | 138 |
const char* MipSkeleton::_solverName() const { return "MipSkeleton"; }
|
| 134 | 139 |
|
| 135 | 140 |
} //namespace lemon |
| 136 | 141 |
| 1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | 2 |
* |
| 3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
| 4 | 4 |
* |
| 5 | 5 |
* Copyright (C) 2003-2008 |
| 6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 12 | 12 |
* |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 16 | 16 |
* |
| 17 | 17 |
*/ |
| 18 | 18 |
|
| 19 | 19 |
#ifndef LEMON_LP_SKELETON_H |
| 20 | 20 |
#define LEMON_LP_SKELETON_H |
| 21 | 21 |
|
| 22 | 22 |
#include <lemon/lp_base.h> |
| 23 | 23 |
|
| 24 | 24 |
///\file |
| 25 | 25 |
///\brief Skeleton file to implement LP/MIP solver interfaces |
| 26 | 26 |
/// |
| 27 | 27 |
///The classes in this file do nothing, but they can serve as skeletons when |
| 28 | 28 |
///implementing an interface to new solvers. |
| 29 | 29 |
namespace lemon {
|
| 30 | 30 |
|
| 31 | 31 |
///A skeleton class to implement LP/MIP solver base interface |
| 32 | 32 |
|
| 33 | 33 |
///This class does nothing, but it can serve as a skeleton when |
| 34 | 34 |
///implementing an interface to new solvers. |
| 35 | 35 |
class SkeletonSolverBase : public virtual LpBase {
|
| 36 | 36 |
int col_num,row_num; |
| 37 | 37 |
|
| 38 | 38 |
protected: |
| 39 | 39 |
|
| 40 | 40 |
SkeletonSolverBase() |
| 41 | 41 |
: col_num(-1), row_num(-1) {}
|
| 42 | 42 |
|
| 43 | 43 |
/// \e |
| 44 | 44 |
virtual int _addCol(); |
| 45 | 45 |
/// \e |
| 46 | 46 |
virtual int _addRow(); |
| 47 | 47 |
/// \e |
| 48 |
virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u); |
|
| 49 |
/// \e |
|
| 48 | 50 |
virtual void _eraseCol(int i); |
| 49 | 51 |
/// \e |
| 50 | 52 |
virtual void _eraseRow(int i); |
| 51 | 53 |
|
| 52 | 54 |
/// \e |
| 53 | 55 |
virtual void _getColName(int col, std::string& name) const; |
| 54 | 56 |
/// \e |
| 55 | 57 |
virtual void _setColName(int col, const std::string& name); |
| 56 | 58 |
/// \e |
| 57 | 59 |
virtual int _colByName(const std::string& name) const; |
| 58 | 60 |
|
| 59 | 61 |
/// \e |
| 60 | 62 |
virtual void _getRowName(int row, std::string& name) const; |
| 61 | 63 |
/// \e |
| 62 | 64 |
virtual void _setRowName(int row, const std::string& name); |
| 63 | 65 |
/// \e |
| 64 | 66 |
virtual int _rowByName(const std::string& name) const; |
| 65 | 67 |
|
| 66 | 68 |
/// \e |
| 67 | 69 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
| 68 | 70 |
/// \e |
| 69 | 71 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
| 70 | 72 |
/// \e |
| 71 | 73 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
| 72 | 74 |
/// \e |
| 73 | 75 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
| 74 | 76 |
|
| 75 | 77 |
/// Set one element of the coefficient matrix |
| 76 | 78 |
virtual void _setCoeff(int row, int col, Value value); |
| 77 | 79 |
|
| 78 | 80 |
/// Get one element of the coefficient matrix |
| 79 | 81 |
virtual Value _getCoeff(int row, int col) const; |
| 80 | 82 |
|
| 81 | 83 |
/// The lower bound of a variable (column) have to be given by an |
| 82 | 84 |
/// extended number of type Value, i.e. a finite number of type |
| 83 | 85 |
/// Value or -\ref INF. |
| 84 | 86 |
virtual void _setColLowerBound(int i, Value value); |
| 85 | 87 |
/// \e |
| 86 | 88 |
|
| 87 | 89 |
/// The lower bound of a variable (column) is an |
| 88 | 90 |
/// extended number of type Value, i.e. a finite number of type |
| 89 | 91 |
/// Value or -\ref INF. |
| 90 | 92 |
virtual Value _getColLowerBound(int i) const; |
| 91 | 93 |
|
| 92 | 94 |
/// The upper bound of a variable (column) have to be given by an |
| 93 | 95 |
/// extended number of type Value, i.e. a finite number of type |
| 94 | 96 |
/// Value or \ref INF. |
| 95 | 97 |
virtual void _setColUpperBound(int i, Value value); |
| 96 | 98 |
/// \e |
| 97 | 99 |
|
| 98 | 100 |
/// The upper bound of a variable (column) is an |
| 99 | 101 |
/// extended number of type Value, i.e. a finite number of type |
| 100 | 102 |
/// Value or \ref INF. |
| 101 | 103 |
virtual Value _getColUpperBound(int i) const; |
| 102 | 104 |
|
| 103 | 105 |
/// The lower bound of a constraint (row) have to be given by an |
| 104 | 106 |
/// extended number of type Value, i.e. a finite number of type |
| 105 | 107 |
/// Value or -\ref INF. |
| 106 | 108 |
virtual void _setRowLowerBound(int i, Value value); |
| 107 | 109 |
/// \e |
| 108 | 110 |
|
| 109 | 111 |
/// The lower bound of a constraint (row) is an |
| 110 | 112 |
/// extended number of type Value, i.e. a finite number of type |
| 111 | 113 |
/// Value or -\ref INF. |
| 112 | 114 |
virtual Value _getRowLowerBound(int i) const; |
| 113 | 115 |
|
| 114 | 116 |
/// The upper bound of a constraint (row) have to be given by an |
| 115 | 117 |
/// extended number of type Value, i.e. a finite number of type |
| 116 | 118 |
/// Value or \ref INF. |
| 117 | 119 |
virtual void _setRowUpperBound(int i, Value value); |
| 118 | 120 |
/// \e |
| 119 | 121 |
|
| 120 | 122 |
/// The upper bound of a constraint (row) is an |
| 121 | 123 |
/// extended number of type Value, i.e. a finite number of type |
| 122 | 124 |
/// Value or \ref INF. |
| 123 | 125 |
virtual Value _getRowUpperBound(int i) const; |
| 124 | 126 |
|
| 125 | 127 |
/// \e |
| 126 | 128 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
| 127 | 129 |
/// \e |
| 128 | 130 |
virtual void _getObjCoeffs(InsertIterator b) const; |
| 129 | 131 |
|
| 130 | 132 |
/// \e |
| 131 | 133 |
virtual void _setObjCoeff(int i, Value obj_coef); |
| 132 | 134 |
/// \e |
| 133 | 135 |
virtual Value _getObjCoeff(int i) const; |
| 134 | 136 |
|
| 135 | 137 |
///\e |
| 136 | 138 |
virtual void _setSense(Sense); |
| 137 | 139 |
///\e |
| 138 | 140 |
virtual Sense _getSense() const; |
| 139 | 141 |
|
| 140 | 142 |
///\e |
| 141 | 143 |
virtual void _clear(); |
| 142 | 144 |
|
| 143 | 145 |
///\e |
| 144 | 146 |
virtual void _messageLevel(MessageLevel); |
| 145 | 147 |
}; |
| 146 | 148 |
|
| 147 | 149 |
/// \brief Skeleton class for an LP solver interface |
| 148 | 150 |
/// |
| 149 | 151 |
///This class does nothing, but it can serve as a skeleton when |
| 150 | 152 |
///implementing an interface to new solvers. |
| 151 | 153 |
|
| 152 | 154 |
///\ingroup lp_group |
| 153 | 155 |
class LpSkeleton : public LpSolver, public SkeletonSolverBase {
|
| 154 | 156 |
public: |
| 155 | 157 |
///\e |
| 156 | 158 |
LpSkeleton() : LpSolver(), SkeletonSolverBase() {}
|
| 157 | 159 |
///\e |
| 158 | 160 |
virtual LpSkeleton* newSolver() const; |
| 159 | 161 |
///\e |
| 160 | 162 |
virtual LpSkeleton* cloneSolver() const; |
| 161 | 163 |
protected: |
| 162 | 164 |
|
| 163 | 165 |
///\e |
| 164 | 166 |
virtual SolveExitStatus _solve(); |
| 165 | 167 |
|
| 166 | 168 |
///\e |
| 167 | 169 |
virtual Value _getPrimal(int i) const; |
| 168 | 170 |
///\e |
| 169 | 171 |
virtual Value _getDual(int i) const; |
| 170 | 172 |
|
| 171 | 173 |
///\e |
| 172 | 174 |
virtual Value _getPrimalValue() const; |
| 173 | 175 |
|
| 174 | 176 |
///\e |
| 175 | 177 |
virtual Value _getPrimalRay(int i) const; |
| 176 | 178 |
///\e |
| 177 | 179 |
virtual Value _getDualRay(int i) const; |
| 178 | 180 |
|
| 179 | 181 |
///\e |
| 180 | 182 |
virtual ProblemType _getPrimalType() const; |
| 181 | 183 |
///\e |
| 182 | 184 |
virtual ProblemType _getDualType() const; |
| 183 | 185 |
|
| 184 | 186 |
///\e |
| 185 | 187 |
virtual VarStatus _getColStatus(int i) const; |
| 186 | 188 |
///\e |
| 187 | 189 |
virtual VarStatus _getRowStatus(int i) const; |
| 188 | 190 |
|
| 189 | 191 |
///\e |
| 190 | 192 |
virtual const char* _solverName() const; |
| 191 | 193 |
|
| 192 | 194 |
}; |
| 193 | 195 |
|
| 194 | 196 |
/// \brief Skeleton class for a MIP solver interface |
| 195 | 197 |
/// |
| 196 | 198 |
///This class does nothing, but it can serve as a skeleton when |
| 197 | 199 |
///implementing an interface to new solvers. |
| 198 | 200 |
///\ingroup lp_group |
| 199 | 201 |
class MipSkeleton : public MipSolver, public SkeletonSolverBase {
|
| 200 | 202 |
public: |
| 201 | 203 |
///\e |
| 202 | 204 |
MipSkeleton() : MipSolver(), SkeletonSolverBase() {}
|
| 203 | 205 |
///\e |
| 204 | 206 |
virtual MipSkeleton* newSolver() const; |
| 205 | 207 |
///\e |
| 206 | 208 |
virtual MipSkeleton* cloneSolver() const; |
| 207 | 209 |
|
| 208 | 210 |
protected: |
| 209 | 211 |
///\e |
| 210 | 212 |
virtual SolveExitStatus _solve(); |
| 211 | 213 |
|
| 212 | 214 |
///\e |
| 213 | 215 |
virtual Value _getSol(int i) const; |
| 214 | 216 |
|
| 215 | 217 |
///\e |
| 216 | 218 |
virtual Value _getSolValue() const; |
| 217 | 219 |
|
| 218 | 220 |
///\e |
| 219 | 221 |
virtual ProblemType _getType() const; |
| 220 | 222 |
|
| 221 | 223 |
///\e |
| 222 | 224 |
virtual const char* _solverName() const; |
| 223 | 225 |
}; |
| 224 | 226 |
|
| 225 | 227 |
} //namespace lemon |
| 226 | 228 |
|
| 227 | 229 |
#endif |
| 1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | 2 |
* |
| 3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
| 4 | 4 |
* |
| 5 | 5 |
* Copyright (C) 2003-2008 |
| 6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 12 | 12 |
* |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 16 | 16 |
* |
| 17 | 17 |
*/ |
| 18 | 18 |
|
| 19 | 19 |
#include <iostream> |
| 20 | 20 |
#include <lemon/soplex.h> |
| 21 | 21 |
|
| 22 | 22 |
#include <soplex.h> |
| 23 | 23 |
#include <spxout.h> |
| 24 | 24 |
|
| 25 | 25 |
|
| 26 | 26 |
///\file |
| 27 | 27 |
///\brief Implementation of the LEMON-SOPLEX lp solver interface. |
| 28 | 28 |
namespace lemon {
|
| 29 | 29 |
|
| 30 | 30 |
SoplexLp::SoplexLp() {
|
| 31 | 31 |
soplex = new soplex::SoPlex; |
| 32 | 32 |
messageLevel(MESSAGE_NOTHING); |
| 33 | 33 |
} |
| 34 | 34 |
|
| 35 | 35 |
SoplexLp::~SoplexLp() {
|
| 36 | 36 |
delete soplex; |
| 37 | 37 |
} |
| 38 | 38 |
|
| 39 | 39 |
SoplexLp::SoplexLp(const SoplexLp& lp) {
|
| 40 | 40 |
rows = lp.rows; |
| 41 | 41 |
cols = lp.cols; |
| 42 | 42 |
|
| 43 | 43 |
soplex = new soplex::SoPlex; |
| 44 | 44 |
(*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex); |
| 45 | 45 |
|
| 46 | 46 |
_col_names = lp._col_names; |
| 47 | 47 |
_col_names_ref = lp._col_names_ref; |
| 48 | 48 |
|
| 49 | 49 |
_row_names = lp._row_names; |
| 50 | 50 |
_row_names_ref = lp._row_names_ref; |
| 51 | 51 |
|
| 52 | 52 |
messageLevel(MESSAGE_NOTHING); |
| 53 | 53 |
} |
| 54 | 54 |
|
| 55 | 55 |
void SoplexLp::_clear_temporals() {
|
| 56 | 56 |
_primal_values.clear(); |
| 57 | 57 |
_dual_values.clear(); |
| 58 | 58 |
} |
| 59 | 59 |
|
| 60 | 60 |
SoplexLp* SoplexLp::newSolver() const {
|
| 61 | 61 |
SoplexLp* newlp = new SoplexLp(); |
| 62 | 62 |
return newlp; |
| 63 | 63 |
} |
| 64 | 64 |
|
| 65 | 65 |
SoplexLp* SoplexLp::cloneSolver() const {
|
| 66 | 66 |
SoplexLp* newlp = new SoplexLp(*this); |
| 67 | 67 |
return newlp; |
| 68 | 68 |
} |
| 69 | 69 |
|
| 70 | 70 |
const char* SoplexLp::_solverName() const { return "SoplexLp"; }
|
| 71 | 71 |
|
| 72 | 72 |
int SoplexLp::_addCol() {
|
| 73 | 73 |
soplex::LPCol c; |
| 74 | 74 |
c.setLower(-soplex::infinity); |
| 75 | 75 |
c.setUpper(soplex::infinity); |
| 76 | 76 |
soplex->addCol(c); |
| 77 | 77 |
|
| 78 | 78 |
_col_names.push_back(std::string()); |
| 79 | 79 |
|
| 80 | 80 |
return soplex->nCols() - 1; |
| 81 | 81 |
} |
| 82 | 82 |
|
| 83 | 83 |
int SoplexLp::_addRow() {
|
| 84 | 84 |
soplex::LPRow r; |
| 85 | 85 |
r.setLhs(-soplex::infinity); |
| 86 | 86 |
r.setRhs(soplex::infinity); |
| 87 | 87 |
soplex->addRow(r); |
| 88 | 88 |
|
| 89 | 89 |
_row_names.push_back(std::string()); |
| 90 | 90 |
|
| 91 | 91 |
return soplex->nRows() - 1; |
| 92 | 92 |
} |
| 93 | 93 |
|
| 94 |
int SoplexLp::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
|
|
| 95 |
soplex::DSVector v; |
|
| 96 |
for (ExprIterator it = b; it != e; ++it) {
|
|
| 97 |
v.add(it->first, it->second); |
|
| 98 |
} |
|
| 99 |
soplex::LPRow r(l, v, u); |
|
| 100 |
soplex->addRow(r); |
|
| 101 |
|
|
| 102 |
_row_names.push_back(std::string()); |
|
| 103 |
|
|
| 104 |
return soplex->nRows() - 1; |
|
| 105 |
} |
|
| 106 |
|
|
| 94 | 107 |
|
| 95 | 108 |
void SoplexLp::_eraseCol(int i) {
|
| 96 | 109 |
soplex->removeCol(i); |
| 97 | 110 |
_col_names_ref.erase(_col_names[i]); |
| 98 | 111 |
_col_names[i] = _col_names.back(); |
| 99 | 112 |
_col_names_ref[_col_names.back()] = i; |
| 100 | 113 |
_col_names.pop_back(); |
| 101 | 114 |
} |
| 102 | 115 |
|
| 103 | 116 |
void SoplexLp::_eraseRow(int i) {
|
| 104 | 117 |
soplex->removeRow(i); |
| 105 | 118 |
_row_names_ref.erase(_row_names[i]); |
| 106 | 119 |
_row_names[i] = _row_names.back(); |
| 107 | 120 |
_row_names_ref[_row_names.back()] = i; |
| 108 | 121 |
_row_names.pop_back(); |
| 109 | 122 |
} |
| 110 | 123 |
|
| 111 | 124 |
void SoplexLp::_eraseColId(int i) {
|
| 112 | 125 |
cols.eraseIndex(i); |
| 113 | 126 |
cols.relocateIndex(i, cols.maxIndex()); |
| 114 | 127 |
} |
| 115 | 128 |
void SoplexLp::_eraseRowId(int i) {
|
| 116 | 129 |
rows.eraseIndex(i); |
| 117 | 130 |
rows.relocateIndex(i, rows.maxIndex()); |
| 118 | 131 |
} |
| 119 | 132 |
|
| 120 | 133 |
void SoplexLp::_getColName(int c, std::string &name) const {
|
| 121 | 134 |
name = _col_names[c]; |
| 122 | 135 |
} |
| 123 | 136 |
|
| 124 | 137 |
void SoplexLp::_setColName(int c, const std::string &name) {
|
| 125 | 138 |
_col_names_ref.erase(_col_names[c]); |
| 126 | 139 |
_col_names[c] = name; |
| 127 | 140 |
if (!name.empty()) {
|
| 128 | 141 |
_col_names_ref.insert(std::make_pair(name, c)); |
| 129 | 142 |
} |
| 130 | 143 |
} |
| 131 | 144 |
|
| 132 | 145 |
int SoplexLp::_colByName(const std::string& name) const {
|
| 133 | 146 |
std::map<std::string, int>::const_iterator it = |
| 134 | 147 |
_col_names_ref.find(name); |
| 135 | 148 |
if (it != _col_names_ref.end()) {
|
| 136 | 149 |
return it->second; |
| 137 | 150 |
} else {
|
| 138 | 151 |
return -1; |
| 139 | 152 |
} |
| 140 | 153 |
} |
| 141 | 154 |
|
| 142 | 155 |
void SoplexLp::_getRowName(int r, std::string &name) const {
|
| 143 | 156 |
name = _row_names[r]; |
| 144 | 157 |
} |
| 145 | 158 |
|
| 146 | 159 |
void SoplexLp::_setRowName(int r, const std::string &name) {
|
| 147 | 160 |
_row_names_ref.erase(_row_names[r]); |
| 148 | 161 |
_row_names[r] = name; |
| 149 | 162 |
if (!name.empty()) {
|
| 150 | 163 |
_row_names_ref.insert(std::make_pair(name, r)); |
| 151 | 164 |
} |
| 152 | 165 |
} |
| 153 | 166 |
|
| 154 | 167 |
int SoplexLp::_rowByName(const std::string& name) const {
|
| 155 | 168 |
std::map<std::string, int>::const_iterator it = |
| 156 | 169 |
_row_names_ref.find(name); |
| 157 | 170 |
if (it != _row_names_ref.end()) {
|
| 158 | 171 |
return it->second; |
| 159 | 172 |
} else {
|
| 160 | 173 |
return -1; |
| 161 | 174 |
} |
| 162 | 175 |
} |
| 163 | 176 |
|
| 164 | 177 |
|
| 165 | 178 |
void SoplexLp::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
|
| 166 | 179 |
for (int j = 0; j < soplex->nCols(); ++j) {
|
| 167 | 180 |
soplex->changeElement(i, j, 0.0); |
| 168 | 181 |
} |
| 169 | 182 |
for(ExprIterator it = b; it != e; ++it) {
|
| 170 | 183 |
soplex->changeElement(i, it->first, it->second); |
| 171 | 184 |
} |
| 172 | 185 |
} |
| 173 | 186 |
|
| 174 | 187 |
void SoplexLp::_getRowCoeffs(int i, InsertIterator b) const {
|
| 175 | 188 |
const soplex::SVector& vec = soplex->rowVector(i); |
| 176 | 189 |
for (int k = 0; k < vec.size(); ++k) {
|
| 177 | 190 |
*b = std::make_pair(vec.index(k), vec.value(k)); |
| 178 | 191 |
++b; |
| 179 | 192 |
} |
| 180 | 193 |
} |
| 181 | 194 |
|
| 182 | 195 |
void SoplexLp::_setColCoeffs(int j, ExprIterator b, ExprIterator e) {
|
| 183 | 196 |
for (int i = 0; i < soplex->nRows(); ++i) {
|
| 184 | 197 |
soplex->changeElement(i, j, 0.0); |
| 185 | 198 |
} |
| 186 | 199 |
for(ExprIterator it = b; it != e; ++it) {
|
| 187 | 200 |
soplex->changeElement(it->first, j, it->second); |
| 188 | 201 |
} |
| 189 | 202 |
} |
| 190 | 203 |
|
| 191 | 204 |
void SoplexLp::_getColCoeffs(int i, InsertIterator b) const {
|
| 192 | 205 |
const soplex::SVector& vec = soplex->colVector(i); |
| 193 | 206 |
for (int k = 0; k < vec.size(); ++k) {
|
| 194 | 207 |
*b = std::make_pair(vec.index(k), vec.value(k)); |
| 195 | 208 |
++b; |
| 196 | 209 |
} |
| 197 | 210 |
} |
| 198 | 211 |
|
| 199 | 212 |
void SoplexLp::_setCoeff(int i, int j, Value value) {
|
| 200 | 213 |
soplex->changeElement(i, j, value); |
| 201 | 214 |
} |
| 202 | 215 |
|
| 203 | 216 |
SoplexLp::Value SoplexLp::_getCoeff(int i, int j) const {
|
| 204 | 217 |
return soplex->rowVector(i)[j]; |
| 205 | 218 |
} |
| 206 | 219 |
|
| 207 | 220 |
void SoplexLp::_setColLowerBound(int i, Value value) {
|
| 208 | 221 |
LEMON_ASSERT(value != INF, "Invalid bound"); |
| 209 | 222 |
soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
| 210 | 223 |
} |
| 211 | 224 |
|
| 212 | 225 |
SoplexLp::Value SoplexLp::_getColLowerBound(int i) const {
|
| 213 | 226 |
double value = soplex->lower(i); |
| 214 | 227 |
return value != -soplex::infinity ? value : -INF; |
| 215 | 228 |
} |
| 216 | 229 |
|
| 217 | 230 |
void SoplexLp::_setColUpperBound(int i, Value value) {
|
| 218 | 231 |
LEMON_ASSERT(value != -INF, "Invalid bound"); |
| 219 | 232 |
soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
| 220 | 233 |
} |
| 221 | 234 |
|
| 222 | 235 |
SoplexLp::Value SoplexLp::_getColUpperBound(int i) const {
|
| 223 | 236 |
double value = soplex->upper(i); |
| 224 | 237 |
return value != soplex::infinity ? value : INF; |
| 225 | 238 |
} |
| 226 | 239 |
|
| 227 | 240 |
void SoplexLp::_setRowLowerBound(int i, Value lb) {
|
| 228 | 241 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
| 229 | 242 |
soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i)); |
| 230 | 243 |
} |
| 231 | 244 |
|
| 232 | 245 |
SoplexLp::Value SoplexLp::_getRowLowerBound(int i) const {
|
| 233 | 246 |
double res = soplex->lhs(i); |
| 234 | 247 |
return res == -soplex::infinity ? -INF : res; |
| 235 | 248 |
} |
| 236 | 249 |
|
| 237 | 250 |
void SoplexLp::_setRowUpperBound(int i, Value ub) {
|
| 238 | 251 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
| 239 | 252 |
soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity); |
| 240 | 253 |
} |
| 241 | 254 |
|
| 242 | 255 |
SoplexLp::Value SoplexLp::_getRowUpperBound(int i) const {
|
| 243 | 256 |
double res = soplex->rhs(i); |
| 244 | 257 |
return res == soplex::infinity ? INF : res; |
| 245 | 258 |
} |
| 246 | 259 |
|
| 247 | 260 |
void SoplexLp::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
| 248 | 261 |
for (int j = 0; j < soplex->nCols(); ++j) {
|
| 249 | 262 |
soplex->changeObj(j, 0.0); |
| 250 | 263 |
} |
| 251 | 264 |
for (ExprIterator it = b; it != e; ++it) {
|
| 252 | 265 |
soplex->changeObj(it->first, it->second); |
| 253 | 266 |
} |
| 254 | 267 |
} |
| 255 | 268 |
|
| 256 | 269 |
void SoplexLp::_getObjCoeffs(InsertIterator b) const {
|
| 257 | 270 |
for (int j = 0; j < soplex->nCols(); ++j) {
|
| 258 | 271 |
Value coef = soplex->obj(j); |
| 259 | 272 |
if (coef != 0.0) {
|
| 260 | 273 |
*b = std::make_pair(j, coef); |
| 261 | 274 |
++b; |
| 262 | 275 |
} |
| 263 | 276 |
} |
| 264 | 277 |
} |
| 265 | 278 |
|
| 266 | 279 |
void SoplexLp::_setObjCoeff(int i, Value obj_coef) {
|
| 267 | 280 |
soplex->changeObj(i, obj_coef); |
| 268 | 281 |
} |
| 269 | 282 |
|
| 270 | 283 |
SoplexLp::Value SoplexLp::_getObjCoeff(int i) const {
|
| 271 | 284 |
return soplex->obj(i); |
| 272 | 285 |
} |
| 273 | 286 |
|
| 274 | 287 |
SoplexLp::SolveExitStatus SoplexLp::_solve() {
|
| 275 | 288 |
|
| 276 | 289 |
_clear_temporals(); |
| 277 | 290 |
|
| 278 | 291 |
_applyMessageLevel(); |
| 279 | 292 |
|
| 280 | 293 |
soplex::SPxSolver::Status status = soplex->solve(); |
| 281 | 294 |
|
| 282 | 295 |
switch (status) {
|
| 283 | 296 |
case soplex::SPxSolver::OPTIMAL: |
| 284 | 297 |
case soplex::SPxSolver::INFEASIBLE: |
| 285 | 298 |
case soplex::SPxSolver::UNBOUNDED: |
| 286 | 299 |
return SOLVED; |
| 287 | 300 |
default: |
| 288 | 301 |
return UNSOLVED; |
| 289 | 302 |
} |
| 290 | 303 |
} |
| 291 | 304 |
|
| 292 | 305 |
SoplexLp::Value SoplexLp::_getPrimal(int i) const {
|
| 293 | 306 |
if (_primal_values.empty()) {
|
| 294 | 307 |
_primal_values.resize(soplex->nCols()); |
| 295 | 308 |
soplex::Vector pv(_primal_values.size(), &_primal_values.front()); |
| 296 | 309 |
soplex->getPrimal(pv); |
| 297 | 310 |
} |
| 298 | 311 |
return _primal_values[i]; |
| 299 | 312 |
} |
| 300 | 313 |
|
| 301 | 314 |
SoplexLp::Value SoplexLp::_getDual(int i) const {
|
| 302 | 315 |
if (_dual_values.empty()) {
|
| 303 | 316 |
_dual_values.resize(soplex->nRows()); |
| 304 | 317 |
soplex::Vector dv(_dual_values.size(), &_dual_values.front()); |
| 305 | 318 |
soplex->getDual(dv); |
| 306 | 319 |
} |
| 307 | 320 |
return _dual_values[i]; |
| 308 | 321 |
} |
| 309 | 322 |
|
| 310 | 323 |
SoplexLp::Value SoplexLp::_getPrimalValue() const {
|
| 311 | 324 |
return soplex->objValue(); |
| 312 | 325 |
} |
| 313 | 326 |
|
| 314 | 327 |
SoplexLp::VarStatus SoplexLp::_getColStatus(int i) const {
|
| 315 | 328 |
switch (soplex->getBasisColStatus(i)) {
|
| 316 | 329 |
case soplex::SPxSolver::BASIC: |
| 317 | 330 |
return BASIC; |
| 318 | 331 |
case soplex::SPxSolver::ON_UPPER: |
| 319 | 332 |
return UPPER; |
| 320 | 333 |
case soplex::SPxSolver::ON_LOWER: |
| 321 | 334 |
return LOWER; |
| 322 | 335 |
case soplex::SPxSolver::FIXED: |
| 323 | 336 |
return FIXED; |
| 324 | 337 |
case soplex::SPxSolver::ZERO: |
| 325 | 338 |
return FREE; |
| 326 | 339 |
default: |
| 327 | 340 |
LEMON_ASSERT(false, "Wrong column status"); |
| 328 | 341 |
return VarStatus(); |
| 329 | 342 |
} |
| 330 | 343 |
} |
| 331 | 344 |
|
| 332 | 345 |
SoplexLp::VarStatus SoplexLp::_getRowStatus(int i) const {
|
| 333 | 346 |
switch (soplex->getBasisRowStatus(i)) {
|
| 334 | 347 |
case soplex::SPxSolver::BASIC: |
| 335 | 348 |
return BASIC; |
| 336 | 349 |
case soplex::SPxSolver::ON_UPPER: |
| 337 | 350 |
return UPPER; |
| 338 | 351 |
case soplex::SPxSolver::ON_LOWER: |
| 339 | 352 |
return LOWER; |
| 340 | 353 |
case soplex::SPxSolver::FIXED: |
| 341 | 354 |
return FIXED; |
| 342 | 355 |
case soplex::SPxSolver::ZERO: |
| 343 | 356 |
return FREE; |
| 344 | 357 |
default: |
| 345 | 358 |
LEMON_ASSERT(false, "Wrong row status"); |
| 346 | 359 |
return VarStatus(); |
| 347 | 360 |
} |
| 348 | 361 |
} |
| 349 | 362 |
|
| 350 | 363 |
SoplexLp::Value SoplexLp::_getPrimalRay(int i) const {
|
| 351 | 364 |
if (_primal_ray.empty()) {
|
| 352 | 365 |
_primal_ray.resize(soplex->nCols()); |
| 353 | 366 |
soplex::Vector pv(_primal_ray.size(), &_primal_ray.front()); |
| 354 | 367 |
soplex->getDualfarkas(pv); |
| 355 | 368 |
} |
| 356 | 369 |
return _primal_ray[i]; |
| 357 | 370 |
} |
| 358 | 371 |
|
| 359 | 372 |
SoplexLp::Value SoplexLp::_getDualRay(int i) const {
|
| 360 | 373 |
if (_dual_ray.empty()) {
|
| 361 | 374 |
_dual_ray.resize(soplex->nRows()); |
| 362 | 375 |
soplex::Vector dv(_dual_ray.size(), &_dual_ray.front()); |
| 363 | 376 |
soplex->getDualfarkas(dv); |
| 364 | 377 |
} |
| 365 | 378 |
return _dual_ray[i]; |
| 366 | 379 |
} |
| 367 | 380 |
|
| 368 | 381 |
SoplexLp::ProblemType SoplexLp::_getPrimalType() const {
|
| 369 | 382 |
switch (soplex->status()) {
|
| 370 | 383 |
case soplex::SPxSolver::OPTIMAL: |
| 371 | 384 |
return OPTIMAL; |
| 372 | 385 |
case soplex::SPxSolver::UNBOUNDED: |
| 373 | 386 |
return UNBOUNDED; |
| 374 | 387 |
case soplex::SPxSolver::INFEASIBLE: |
| 375 | 388 |
return INFEASIBLE; |
| 376 | 389 |
default: |
| 377 | 390 |
return UNDEFINED; |
| 378 | 391 |
} |
| 379 | 392 |
} |
| 380 | 393 |
|
| 381 | 394 |
SoplexLp::ProblemType SoplexLp::_getDualType() const {
|
| 382 | 395 |
switch (soplex->status()) {
|
| 383 | 396 |
case soplex::SPxSolver::OPTIMAL: |
| 384 | 397 |
return OPTIMAL; |
| 385 | 398 |
case soplex::SPxSolver::UNBOUNDED: |
| 386 | 399 |
return UNBOUNDED; |
| 387 | 400 |
case soplex::SPxSolver::INFEASIBLE: |
| 388 | 401 |
return INFEASIBLE; |
| 389 | 402 |
default: |
| 390 | 403 |
return UNDEFINED; |
| 391 | 404 |
} |
| 392 | 405 |
} |
| 393 | 406 |
|
| 394 | 407 |
void SoplexLp::_setSense(Sense sense) {
|
| 395 | 408 |
switch (sense) {
|
| 396 | 409 |
case MIN: |
| 397 | 410 |
soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
| 398 | 411 |
break; |
| 399 | 412 |
case MAX: |
| 400 | 413 |
soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
| 401 | 414 |
} |
| 402 | 415 |
} |
| 403 | 416 |
|
| 404 | 417 |
SoplexLp::Sense SoplexLp::_getSense() const {
|
| 405 | 418 |
switch (soplex->spxSense()) {
|
| 406 | 419 |
case soplex::SPxSolver::MAXIMIZE: |
| 407 | 420 |
return MAX; |
| 408 | 421 |
case soplex::SPxSolver::MINIMIZE: |
| 409 | 422 |
return MIN; |
| 410 | 423 |
default: |
| 411 | 424 |
LEMON_ASSERT(false, "Wrong sense."); |
| 412 | 425 |
return SoplexLp::Sense(); |
| 413 | 426 |
} |
| 414 | 427 |
} |
| 415 | 428 |
|
| 416 | 429 |
void SoplexLp::_clear() {
|
| 417 | 430 |
soplex->clear(); |
| 418 | 431 |
_col_names.clear(); |
| 419 | 432 |
_col_names_ref.clear(); |
| 420 | 433 |
_row_names.clear(); |
| 421 | 434 |
_row_names_ref.clear(); |
| 422 | 435 |
cols.clear(); |
| 423 | 436 |
rows.clear(); |
| 424 | 437 |
_clear_temporals(); |
| 425 | 438 |
} |
| 426 | 439 |
|
| 427 | 440 |
void SoplexLp::_messageLevel(MessageLevel level) {
|
| 428 | 441 |
switch (level) {
|
| 429 | 442 |
case MESSAGE_NOTHING: |
| 430 | 443 |
_message_level = -1; |
| 431 | 444 |
break; |
| 432 | 445 |
case MESSAGE_ERROR: |
| 433 | 446 |
_message_level = soplex::SPxOut::ERROR; |
| 434 | 447 |
break; |
| 435 | 448 |
case MESSAGE_WARNING: |
| 436 | 449 |
_message_level = soplex::SPxOut::WARNING; |
| 437 | 450 |
break; |
| 438 | 451 |
case MESSAGE_NORMAL: |
| 439 | 452 |
_message_level = soplex::SPxOut::INFO2; |
| 440 | 453 |
break; |
| 441 | 454 |
case MESSAGE_VERBOSE: |
| 442 | 455 |
_message_level = soplex::SPxOut::DEBUG; |
| 443 | 456 |
break; |
| 444 | 457 |
} |
| 445 | 458 |
} |
| 446 | 459 |
|
| 447 | 460 |
void SoplexLp::_applyMessageLevel() {
|
| 448 | 461 |
soplex::Param::setVerbose(_message_level); |
| 449 | 462 |
} |
| 450 | 463 |
|
| 451 | 464 |
} //namespace lemon |
| 452 | 465 |
| 1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
| 2 | 2 |
* |
| 3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
| 4 | 4 |
* |
| 5 | 5 |
* Copyright (C) 2003-2008 |
| 6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 12 | 12 |
* |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 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 |
| 155 | 156 |
|
| 156 | 157 |
#endif //LEMON_SOPLEX_H |
| 157 | 158 |
|
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