5
18
4
437
179
22
19
1213
838
542
316
179
36
780
472
173
53
82
135
106
60
204
97
59
28
75
95
27
17
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#ifndef LEMON_BITS_SOLVER_BITS_H |
|
| 20 |
#define LEMON_BITS_SOLVER_BITS_H |
|
| 21 |
|
|
| 22 |
namespace lemon {
|
|
| 23 |
|
|
| 24 |
namespace _solver_bits {
|
|
| 25 |
|
|
| 26 |
class VarIndex {
|
|
| 27 |
private: |
|
| 28 |
struct ItemT {
|
|
| 29 |
int prev, next; |
|
| 30 |
int index; |
|
| 31 |
}; |
|
| 32 |
std::vector<ItemT> items; |
|
| 33 |
int first_item, last_item, first_free_item; |
|
| 34 |
|
|
| 35 |
std::vector<int> cross; |
|
| 36 |
|
|
| 37 |
public: |
|
| 38 |
|
|
| 39 |
VarIndex() |
|
| 40 |
: first_item(-1), last_item(-1), first_free_item(-1) {
|
|
| 41 |
} |
|
| 42 |
|
|
| 43 |
void clear() {
|
|
| 44 |
first_item = -1; |
|
| 45 |
first_free_item = -1; |
|
| 46 |
items.clear(); |
|
| 47 |
cross.clear(); |
|
| 48 |
} |
|
| 49 |
|
|
| 50 |
int addIndex(int idx) {
|
|
| 51 |
int n; |
|
| 52 |
if (first_free_item == -1) {
|
|
| 53 |
n = items.size(); |
|
| 54 |
items.push_back(ItemT()); |
|
| 55 |
} else {
|
|
| 56 |
n = first_free_item; |
|
| 57 |
first_free_item = items[n].next; |
|
| 58 |
if (first_free_item != -1) {
|
|
| 59 |
items[first_free_item].prev = -1; |
|
| 60 |
} |
|
| 61 |
} |
|
| 62 |
items[n].index = idx; |
|
| 63 |
if (static_cast<int>(cross.size()) <= idx) {
|
|
| 64 |
cross.resize(idx + 1, -1); |
|
| 65 |
} |
|
| 66 |
cross[idx] = n; |
|
| 67 |
|
|
| 68 |
items[n].prev = last_item; |
|
| 69 |
items[n].next = -1; |
|
| 70 |
if (last_item != -1) {
|
|
| 71 |
items[last_item].next = n; |
|
| 72 |
} else {
|
|
| 73 |
first_item = n; |
|
| 74 |
} |
|
| 75 |
last_item = n; |
|
| 76 |
|
|
| 77 |
return n; |
|
| 78 |
} |
|
| 79 |
|
|
| 80 |
int addIndex(int idx, int n) {
|
|
| 81 |
while (n >= static_cast<int>(items.size())) {
|
|
| 82 |
items.push_back(ItemT()); |
|
| 83 |
items.back().prev = -1; |
|
| 84 |
items.back().next = first_free_item; |
|
| 85 |
if (first_free_item != -1) {
|
|
| 86 |
items[first_free_item].prev = items.size() - 1; |
|
| 87 |
} |
|
| 88 |
first_free_item = items.size() - 1; |
|
| 89 |
} |
|
| 90 |
if (items[n].next != -1) {
|
|
| 91 |
items[items[n].next].prev = items[n].prev; |
|
| 92 |
} |
|
| 93 |
if (items[n].prev != -1) {
|
|
| 94 |
items[items[n].prev].next = items[n].next; |
|
| 95 |
} else {
|
|
| 96 |
first_free_item = items[n].next; |
|
| 97 |
} |
|
| 98 |
|
|
| 99 |
items[n].index = idx; |
|
| 100 |
if (static_cast<int>(cross.size()) <= idx) {
|
|
| 101 |
cross.resize(idx + 1, -1); |
|
| 102 |
} |
|
| 103 |
cross[idx] = n; |
|
| 104 |
|
|
| 105 |
items[n].prev = last_item; |
|
| 106 |
items[n].next = -1; |
|
| 107 |
if (last_item != -1) {
|
|
| 108 |
items[last_item].next = n; |
|
| 109 |
} else {
|
|
| 110 |
first_item = n; |
|
| 111 |
} |
|
| 112 |
last_item = n; |
|
| 113 |
|
|
| 114 |
return n; |
|
| 115 |
} |
|
| 116 |
|
|
| 117 |
void eraseIndex(int idx) {
|
|
| 118 |
int n = cross[idx]; |
|
| 119 |
|
|
| 120 |
if (items[n].prev != -1) {
|
|
| 121 |
items[items[n].prev].next = items[n].next; |
|
| 122 |
} else {
|
|
| 123 |
first_item = items[n].next; |
|
| 124 |
} |
|
| 125 |
if (items[n].next != -1) {
|
|
| 126 |
items[items[n].next].prev = items[n].prev; |
|
| 127 |
} else {
|
|
| 128 |
last_item = items[n].prev; |
|
| 129 |
} |
|
| 130 |
|
|
| 131 |
if (first_free_item != -1) {
|
|
| 132 |
items[first_free_item].prev = n; |
|
| 133 |
} |
|
| 134 |
items[n].next = first_free_item; |
|
| 135 |
items[n].prev = -1; |
|
| 136 |
first_free_item = n; |
|
| 137 |
|
|
| 138 |
while (!cross.empty() && cross.back() == -1) {
|
|
| 139 |
cross.pop_back(); |
|
| 140 |
} |
|
| 141 |
} |
|
| 142 |
|
|
| 143 |
int maxIndex() const {
|
|
| 144 |
return cross.size() - 1; |
|
| 145 |
} |
|
| 146 |
|
|
| 147 |
void shiftIndices(int idx) {
|
|
| 148 |
for (int i = idx + 1; i < static_cast<int>(cross.size()); ++i) {
|
|
| 149 |
cross[i - 1] = cross[i]; |
|
| 150 |
if (cross[i] != -1) {
|
|
| 151 |
--items[cross[i]].index; |
|
| 152 |
} |
|
| 153 |
} |
|
| 154 |
cross.back() = -1; |
|
| 155 |
cross.pop_back(); |
|
| 156 |
while (!cross.empty() && cross.back() == -1) {
|
|
| 157 |
cross.pop_back(); |
|
| 158 |
} |
|
| 159 |
} |
|
| 160 |
|
|
| 161 |
void relocateIndex(int idx, int jdx) {
|
|
| 162 |
cross[idx] = cross[jdx]; |
|
| 163 |
items[cross[jdx]].index = idx; |
|
| 164 |
cross[jdx] = -1; |
|
| 165 |
|
|
| 166 |
while (!cross.empty() && cross.back() == -1) {
|
|
| 167 |
cross.pop_back(); |
|
| 168 |
} |
|
| 169 |
} |
|
| 170 |
|
|
| 171 |
int operator[](int idx) const {
|
|
| 172 |
return cross[idx]; |
|
| 173 |
} |
|
| 174 |
|
|
| 175 |
int operator()(int fdx) const {
|
|
| 176 |
return items[fdx].index; |
|
| 177 |
} |
|
| 178 |
|
|
| 179 |
void firstItem(int& fdx) const {
|
|
| 180 |
fdx = first_item; |
|
| 181 |
} |
|
| 182 |
|
|
| 183 |
void nextItem(int& fdx) const {
|
|
| 184 |
fdx = items[fdx].next; |
|
| 185 |
} |
|
| 186 |
|
|
| 187 |
}; |
|
| 188 |
} |
|
| 189 |
} |
|
| 190 |
|
|
| 191 |
#endif |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#include <lemon/lp_clp.h> |
|
| 20 |
#include <coin/ClpSimplex.hpp> |
|
| 21 |
|
|
| 22 |
namespace lemon {
|
|
| 23 |
|
|
| 24 |
LpClp::LpClp() {
|
|
| 25 |
_prob = new ClpSimplex(); |
|
| 26 |
_init_temporals(); |
|
| 27 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 28 |
} |
|
| 29 |
|
|
| 30 |
LpClp::LpClp(const LpClp& other) {
|
|
| 31 |
_prob = new ClpSimplex(*other._prob); |
|
| 32 |
rows = other.rows; |
|
| 33 |
cols = other.cols; |
|
| 34 |
_init_temporals(); |
|
| 35 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 36 |
} |
|
| 37 |
|
|
| 38 |
LpClp::~LpClp() {
|
|
| 39 |
delete _prob; |
|
| 40 |
_clear_temporals(); |
|
| 41 |
} |
|
| 42 |
|
|
| 43 |
void LpClp::_init_temporals() {
|
|
| 44 |
_primal_ray = 0; |
|
| 45 |
_dual_ray = 0; |
|
| 46 |
} |
|
| 47 |
|
|
| 48 |
void LpClp::_clear_temporals() {
|
|
| 49 |
if (_primal_ray) {
|
|
| 50 |
delete[] _primal_ray; |
|
| 51 |
_primal_ray = 0; |
|
| 52 |
} |
|
| 53 |
if (_dual_ray) {
|
|
| 54 |
delete[] _dual_ray; |
|
| 55 |
_dual_ray = 0; |
|
| 56 |
} |
|
| 57 |
} |
|
| 58 |
|
|
| 59 |
LpClp* LpClp::_newSolver() const {
|
|
| 60 |
LpClp* newlp = new LpClp; |
|
| 61 |
return newlp; |
|
| 62 |
} |
|
| 63 |
|
|
| 64 |
LpClp* LpClp::_cloneSolver() const {
|
|
| 65 |
LpClp* copylp = new LpClp(*this); |
|
| 66 |
return copylp; |
|
| 67 |
} |
|
| 68 |
|
|
| 69 |
const char* LpClp::_solverName() const { return "LpClp"; }
|
|
| 70 |
|
|
| 71 |
int LpClp::_addCol() {
|
|
| 72 |
_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0); |
|
| 73 |
return _prob->numberColumns() - 1; |
|
| 74 |
} |
|
| 75 |
|
|
| 76 |
int LpClp::_addRow() {
|
|
| 77 |
_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
|
| 78 |
return _prob->numberRows() - 1; |
|
| 79 |
} |
|
| 80 |
|
|
| 81 |
|
|
| 82 |
void LpClp::_eraseCol(int c) {
|
|
| 83 |
_col_names_ref.erase(_prob->getColumnName(c)); |
|
| 84 |
_prob->deleteColumns(1, &c); |
|
| 85 |
} |
|
| 86 |
|
|
| 87 |
void LpClp::_eraseRow(int r) {
|
|
| 88 |
_row_names_ref.erase(_prob->getRowName(r)); |
|
| 89 |
_prob->deleteRows(1, &r); |
|
| 90 |
} |
|
| 91 |
|
|
| 92 |
void LpClp::_eraseColId(int i) {
|
|
| 93 |
cols.eraseIndex(i); |
|
| 94 |
cols.shiftIndices(i); |
|
| 95 |
} |
|
| 96 |
|
|
| 97 |
void LpClp::_eraseRowId(int i) {
|
|
| 98 |
rows.eraseIndex(i); |
|
| 99 |
rows.shiftIndices(i); |
|
| 100 |
} |
|
| 101 |
|
|
| 102 |
void LpClp::_getColName(int c, std::string& name) const {
|
|
| 103 |
name = _prob->getColumnName(c); |
|
| 104 |
} |
|
| 105 |
|
|
| 106 |
void LpClp::_setColName(int c, const std::string& name) {
|
|
| 107 |
_prob->setColumnName(c, const_cast<std::string&>(name)); |
|
| 108 |
_col_names_ref[name] = c; |
|
| 109 |
} |
|
| 110 |
|
|
| 111 |
int LpClp::_colByName(const std::string& name) const {
|
|
| 112 |
std::map<std::string, int>::const_iterator it = _col_names_ref.find(name); |
|
| 113 |
return it != _col_names_ref.end() ? it->second : -1; |
|
| 114 |
} |
|
| 115 |
|
|
| 116 |
void LpClp::_getRowName(int r, std::string& name) const {
|
|
| 117 |
name = _prob->getRowName(r); |
|
| 118 |
} |
|
| 119 |
|
|
| 120 |
void LpClp::_setRowName(int r, const std::string& name) {
|
|
| 121 |
_prob->setRowName(r, const_cast<std::string&>(name)); |
|
| 122 |
_row_names_ref[name] = r; |
|
| 123 |
} |
|
| 124 |
|
|
| 125 |
int LpClp::_rowByName(const std::string& name) const {
|
|
| 126 |
std::map<std::string, int>::const_iterator it = _row_names_ref.find(name); |
|
| 127 |
return it != _row_names_ref.end() ? it->second : -1; |
|
| 128 |
} |
|
| 129 |
|
|
| 130 |
|
|
| 131 |
void LpClp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) {
|
|
| 132 |
std::map<int, Value> coeffs; |
|
| 133 |
|
|
| 134 |
int n = _prob->clpMatrix()->getNumCols(); |
|
| 135 |
|
|
| 136 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
| 137 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
| 138 |
|
|
| 139 |
for (int i = 0; i < n; ++i) {
|
|
| 140 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
|
| 141 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
|
| 142 |
|
|
| 143 |
const int* it = std::lower_bound(indices + begin, indices + end, ix); |
|
| 144 |
if (it != indices + end && *it == ix && elements[it - indices] != 0.0) {
|
|
| 145 |
coeffs[i] = 0.0; |
|
| 146 |
} |
|
| 147 |
} |
|
| 148 |
|
|
| 149 |
for (ExprIterator it = b; it != e; ++it) {
|
|
| 150 |
coeffs[it->first] = it->second; |
|
| 151 |
} |
|
| 152 |
|
|
| 153 |
for (std::map<int, Value>::iterator it = coeffs.begin(); |
|
| 154 |
it != coeffs.end(); ++it) {
|
|
| 155 |
_prob->modifyCoefficient(ix, it->first, it->second); |
|
| 156 |
} |
|
| 157 |
} |
|
| 158 |
|
|
| 159 |
void LpClp::_getRowCoeffs(int ix, InsertIterator b) const {
|
|
| 160 |
int n = _prob->clpMatrix()->getNumCols(); |
|
| 161 |
|
|
| 162 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
| 163 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
| 164 |
|
|
| 165 |
for (int i = 0; i < n; ++i) {
|
|
| 166 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
|
| 167 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
|
| 168 |
|
|
| 169 |
const int* it = std::lower_bound(indices + begin, indices + end, ix); |
|
| 170 |
if (it != indices + end && *it == ix) {
|
|
| 171 |
*b = std::make_pair(i, elements[it - indices]); |
|
| 172 |
} |
|
| 173 |
} |
|
| 174 |
} |
|
| 175 |
|
|
| 176 |
void LpClp::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
|
|
| 177 |
std::map<int, Value> coeffs; |
|
| 178 |
|
|
| 179 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
|
| 180 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
|
| 181 |
|
|
| 182 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
| 183 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
| 184 |
|
|
| 185 |
for (CoinBigIndex i = begin; i != end; ++i) {
|
|
| 186 |
if (elements[i] != 0.0) {
|
|
| 187 |
coeffs[indices[i]] = 0.0; |
|
| 188 |
} |
|
| 189 |
} |
|
| 190 |
for (ExprIterator it = b; it != e; ++it) {
|
|
| 191 |
coeffs[it->first] = it->second; |
|
| 192 |
} |
|
| 193 |
for (std::map<int, Value>::iterator it = coeffs.begin(); |
|
| 194 |
it != coeffs.end(); ++it) {
|
|
| 195 |
_prob->modifyCoefficient(it->first, ix, it->second); |
|
| 196 |
} |
|
| 197 |
} |
|
| 198 |
|
|
| 199 |
void LpClp::_getColCoeffs(int ix, InsertIterator b) const {
|
|
| 200 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
|
| 201 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
|
| 202 |
|
|
| 203 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
| 204 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
| 205 |
|
|
| 206 |
for (CoinBigIndex i = begin; i != end; ++i) {
|
|
| 207 |
*b = std::make_pair(indices[i], elements[i]); |
|
| 208 |
++b; |
|
| 209 |
} |
|
| 210 |
} |
|
| 211 |
|
|
| 212 |
void LpClp::_setCoeff(int ix, int jx, Value value) {
|
|
| 213 |
_prob->modifyCoefficient(ix, jx, value); |
|
| 214 |
} |
|
| 215 |
|
|
| 216 |
LpClp::Value LpClp::_getCoeff(int ix, int jx) const {
|
|
| 217 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
|
| 218 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
|
| 219 |
|
|
| 220 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
| 221 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
| 222 |
|
|
| 223 |
const int* it = std::lower_bound(indices + begin, indices + end, jx); |
|
| 224 |
if (it != indices + end && *it == jx) {
|
|
| 225 |
return elements[it - indices]; |
|
| 226 |
} else {
|
|
| 227 |
return 0.0; |
|
| 228 |
} |
|
| 229 |
} |
|
| 230 |
|
|
| 231 |
void LpClp::_setColLowerBound(int i, Value lo) {
|
|
| 232 |
_prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
|
| 233 |
} |
|
| 234 |
|
|
| 235 |
LpClp::Value LpClp::_getColLowerBound(int i) const {
|
|
| 236 |
double val = _prob->getColLower()[i]; |
|
| 237 |
return val == - COIN_DBL_MAX ? - INF : val; |
|
| 238 |
} |
|
| 239 |
|
|
| 240 |
void LpClp::_setColUpperBound(int i, Value up) {
|
|
| 241 |
_prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
|
| 242 |
} |
|
| 243 |
|
|
| 244 |
LpClp::Value LpClp::_getColUpperBound(int i) const {
|
|
| 245 |
double val = _prob->getColUpper()[i]; |
|
| 246 |
return val == COIN_DBL_MAX ? INF : val; |
|
| 247 |
} |
|
| 248 |
|
|
| 249 |
void LpClp::_setRowLowerBound(int i, Value lo) {
|
|
| 250 |
_prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
|
| 251 |
} |
|
| 252 |
|
|
| 253 |
LpClp::Value LpClp::_getRowLowerBound(int i) const {
|
|
| 254 |
double val = _prob->getRowLower()[i]; |
|
| 255 |
return val == - COIN_DBL_MAX ? - INF : val; |
|
| 256 |
} |
|
| 257 |
|
|
| 258 |
void LpClp::_setRowUpperBound(int i, Value up) {
|
|
| 259 |
_prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
|
| 260 |
} |
|
| 261 |
|
|
| 262 |
LpClp::Value LpClp::_getRowUpperBound(int i) const {
|
|
| 263 |
double val = _prob->getRowUpper()[i]; |
|
| 264 |
return val == COIN_DBL_MAX ? INF : val; |
|
| 265 |
} |
|
| 266 |
|
|
| 267 |
void LpClp::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
|
| 268 |
int num = _prob->clpMatrix()->getNumCols(); |
|
| 269 |
for (int i = 0; i < num; ++i) {
|
|
| 270 |
_prob->setObjectiveCoefficient(i, 0.0); |
|
| 271 |
} |
|
| 272 |
for (ExprIterator it = b; it != e; ++it) {
|
|
| 273 |
_prob->setObjectiveCoefficient(it->first, it->second); |
|
| 274 |
} |
|
| 275 |
} |
|
| 276 |
|
|
| 277 |
void LpClp::_getObjCoeffs(InsertIterator b) const {
|
|
| 278 |
int num = _prob->clpMatrix()->getNumCols(); |
|
| 279 |
for (int i = 0; i < num; ++i) {
|
|
| 280 |
Value coef = _prob->getObjCoefficients()[i]; |
|
| 281 |
if (coef != 0.0) {
|
|
| 282 |
*b = std::make_pair(i, coef); |
|
| 283 |
++b; |
|
| 284 |
} |
|
| 285 |
} |
|
| 286 |
} |
|
| 287 |
|
|
| 288 |
void LpClp::_setObjCoeff(int i, Value obj_coef) {
|
|
| 289 |
_prob->setObjectiveCoefficient(i, obj_coef); |
|
| 290 |
} |
|
| 291 |
|
|
| 292 |
LpClp::Value LpClp::_getObjCoeff(int i) const {
|
|
| 293 |
return _prob->getObjCoefficients()[i]; |
|
| 294 |
} |
|
| 295 |
|
|
| 296 |
LpClp::SolveExitStatus LpClp::_solve() {
|
|
| 297 |
return _prob->primal() >= 0 ? SOLVED : UNSOLVED; |
|
| 298 |
} |
|
| 299 |
|
|
| 300 |
LpClp::SolveExitStatus LpClp::solvePrimal() {
|
|
| 301 |
return _prob->primal() >= 0 ? SOLVED : UNSOLVED; |
|
| 302 |
} |
|
| 303 |
|
|
| 304 |
LpClp::SolveExitStatus LpClp::solveDual() {
|
|
| 305 |
return _prob->dual() >= 0 ? SOLVED : UNSOLVED; |
|
| 306 |
} |
|
| 307 |
|
|
| 308 |
LpClp::SolveExitStatus LpClp::solveBarrier() {
|
|
| 309 |
return _prob->barrier() >= 0 ? SOLVED : UNSOLVED; |
|
| 310 |
} |
|
| 311 |
|
|
| 312 |
LpClp::Value LpClp::_getPrimal(int i) const {
|
|
| 313 |
return _prob->primalColumnSolution()[i]; |
|
| 314 |
} |
|
| 315 |
LpClp::Value LpClp::_getPrimalValue() const {
|
|
| 316 |
return _prob->objectiveValue(); |
|
| 317 |
} |
|
| 318 |
|
|
| 319 |
LpClp::Value LpClp::_getDual(int i) const {
|
|
| 320 |
return _prob->dualRowSolution()[i]; |
|
| 321 |
} |
|
| 322 |
|
|
| 323 |
LpClp::Value LpClp::_getPrimalRay(int i) const {
|
|
| 324 |
if (!_primal_ray) {
|
|
| 325 |
_primal_ray = _prob->unboundedRay(); |
|
| 326 |
LEMON_ASSERT(_primal_ray != 0, "Primal ray is not provided"); |
|
| 327 |
} |
|
| 328 |
return _primal_ray[i]; |
|
| 329 |
} |
|
| 330 |
|
|
| 331 |
LpClp::Value LpClp::_getDualRay(int i) const {
|
|
| 332 |
if (!_dual_ray) {
|
|
| 333 |
_dual_ray = _prob->infeasibilityRay(); |
|
| 334 |
LEMON_ASSERT(_dual_ray != 0, "Dual ray is not provided"); |
|
| 335 |
} |
|
| 336 |
return _dual_ray[i]; |
|
| 337 |
} |
|
| 338 |
|
|
| 339 |
LpClp::VarStatus LpClp::_getColStatus(int i) const {
|
|
| 340 |
switch (_prob->getColumnStatus(i)) {
|
|
| 341 |
case ClpSimplex::basic: |
|
| 342 |
return BASIC; |
|
| 343 |
case ClpSimplex::isFree: |
|
| 344 |
return FREE; |
|
| 345 |
case ClpSimplex::atUpperBound: |
|
| 346 |
return UPPER; |
|
| 347 |
case ClpSimplex::atLowerBound: |
|
| 348 |
return LOWER; |
|
| 349 |
case ClpSimplex::isFixed: |
|
| 350 |
return FIXED; |
|
| 351 |
case ClpSimplex::superBasic: |
|
| 352 |
return FREE; |
|
| 353 |
default: |
|
| 354 |
LEMON_ASSERT(false, "Wrong column status"); |
|
| 355 |
return VarStatus(); |
|
| 356 |
} |
|
| 357 |
} |
|
| 358 |
|
|
| 359 |
LpClp::VarStatus LpClp::_getRowStatus(int i) const {
|
|
| 360 |
switch (_prob->getColumnStatus(i)) {
|
|
| 361 |
case ClpSimplex::basic: |
|
| 362 |
return BASIC; |
|
| 363 |
case ClpSimplex::isFree: |
|
| 364 |
return FREE; |
|
| 365 |
case ClpSimplex::atUpperBound: |
|
| 366 |
return UPPER; |
|
| 367 |
case ClpSimplex::atLowerBound: |
|
| 368 |
return LOWER; |
|
| 369 |
case ClpSimplex::isFixed: |
|
| 370 |
return FIXED; |
|
| 371 |
case ClpSimplex::superBasic: |
|
| 372 |
return FREE; |
|
| 373 |
default: |
|
| 374 |
LEMON_ASSERT(false, "Wrong row status"); |
|
| 375 |
return VarStatus(); |
|
| 376 |
} |
|
| 377 |
} |
|
| 378 |
|
|
| 379 |
|
|
| 380 |
LpClp::ProblemType LpClp::_getPrimalType() const {
|
|
| 381 |
if (_prob->isProvenOptimal()) {
|
|
| 382 |
return OPTIMAL; |
|
| 383 |
} else if (_prob->isProvenPrimalInfeasible()) {
|
|
| 384 |
return INFEASIBLE; |
|
| 385 |
} else if (_prob->isProvenDualInfeasible()) {
|
|
| 386 |
return UNBOUNDED; |
|
| 387 |
} else {
|
|
| 388 |
return UNDEFINED; |
|
| 389 |
} |
|
| 390 |
} |
|
| 391 |
|
|
| 392 |
LpClp::ProblemType LpClp::_getDualType() const {
|
|
| 393 |
if (_prob->isProvenOptimal()) {
|
|
| 394 |
return OPTIMAL; |
|
| 395 |
} else if (_prob->isProvenDualInfeasible()) {
|
|
| 396 |
return INFEASIBLE; |
|
| 397 |
} else if (_prob->isProvenPrimalInfeasible()) {
|
|
| 398 |
return INFEASIBLE; |
|
| 399 |
} else {
|
|
| 400 |
return UNDEFINED; |
|
| 401 |
} |
|
| 402 |
} |
|
| 403 |
|
|
| 404 |
void LpClp::_setSense(LpClp::Sense sense) {
|
|
| 405 |
switch (sense) {
|
|
| 406 |
case MIN: |
|
| 407 |
_prob->setOptimizationDirection(1); |
|
| 408 |
break; |
|
| 409 |
case MAX: |
|
| 410 |
_prob->setOptimizationDirection(-1); |
|
| 411 |
break; |
|
| 412 |
} |
|
| 413 |
} |
|
| 414 |
|
|
| 415 |
LpClp::Sense LpClp::_getSense() const {
|
|
| 416 |
double dir = _prob->optimizationDirection(); |
|
| 417 |
if (dir > 0.0) {
|
|
| 418 |
return MIN; |
|
| 419 |
} else {
|
|
| 420 |
return MAX; |
|
| 421 |
} |
|
| 422 |
} |
|
| 423 |
|
|
| 424 |
void LpClp::_clear() {
|
|
| 425 |
delete _prob; |
|
| 426 |
_prob = new ClpSimplex(); |
|
| 427 |
rows.clear(); |
|
| 428 |
cols.clear(); |
|
| 429 |
_col_names_ref.clear(); |
|
| 430 |
_clear_temporals(); |
|
| 431 |
} |
|
| 432 |
|
|
| 433 |
void LpClp::messageLevel(MessageLevel m) {
|
|
| 434 |
_prob->setLogLevel(static_cast<int>(m)); |
|
| 435 |
} |
|
| 436 |
|
|
| 437 |
} //END OF NAMESPACE LEMON |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#ifndef LEMON_LP_CLP_H |
|
| 20 |
#define LEMON_LP_CLP_H |
|
| 21 |
|
|
| 22 |
///\file |
|
| 23 |
///\brief Header of the LEMON-CLP lp solver interface. |
|
| 24 |
|
|
| 25 |
#include <vector> |
|
| 26 |
#include <string> |
|
| 27 |
|
|
| 28 |
#include <lemon/lp_base.h> |
|
| 29 |
|
|
| 30 |
class ClpSimplex; |
|
| 31 |
|
|
| 32 |
namespace lemon {
|
|
| 33 |
|
|
| 34 |
/// \ingroup lp_group |
|
| 35 |
/// |
|
| 36 |
/// \brief Interface for the CLP solver |
|
| 37 |
/// |
|
| 38 |
/// This class implements an interface for the Clp LP solver. The |
|
| 39 |
/// Clp library is an object oriented lp solver library developed at |
|
| 40 |
/// the IBM. The CLP is part of the COIN-OR package and it can be |
|
| 41 |
/// used with Common Public License. |
|
| 42 |
class LpClp : public LpSolver {
|
|
| 43 |
protected: |
|
| 44 |
|
|
| 45 |
ClpSimplex* _prob; |
|
| 46 |
|
|
| 47 |
std::map<std::string, int> _col_names_ref; |
|
| 48 |
std::map<std::string, int> _row_names_ref; |
|
| 49 |
|
|
| 50 |
public: |
|
| 51 |
|
|
| 52 |
/// \e |
|
| 53 |
LpClp(); |
|
| 54 |
/// \e |
|
| 55 |
LpClp(const LpClp&); |
|
| 56 |
/// \e |
|
| 57 |
~LpClp(); |
|
| 58 |
|
|
| 59 |
protected: |
|
| 60 |
|
|
| 61 |
mutable double* _primal_ray; |
|
| 62 |
mutable double* _dual_ray; |
|
| 63 |
|
|
| 64 |
void _init_temporals(); |
|
| 65 |
void _clear_temporals(); |
|
| 66 |
|
|
| 67 |
protected: |
|
| 68 |
|
|
| 69 |
virtual LpClp* _newSolver() const; |
|
| 70 |
virtual LpClp* _cloneSolver() const; |
|
| 71 |
|
|
| 72 |
virtual const char* _solverName() const; |
|
| 73 |
|
|
| 74 |
virtual int _addCol(); |
|
| 75 |
virtual int _addRow(); |
|
| 76 |
|
|
| 77 |
virtual void _eraseCol(int i); |
|
| 78 |
virtual void _eraseRow(int i); |
|
| 79 |
|
|
| 80 |
virtual void _eraseColId(int i); |
|
| 81 |
virtual void _eraseRowId(int i); |
|
| 82 |
|
|
| 83 |
virtual void _getColName(int col, std::string& name) const; |
|
| 84 |
virtual void _setColName(int col, const std::string& name); |
|
| 85 |
virtual int _colByName(const std::string& name) const; |
|
| 86 |
|
|
| 87 |
virtual void _getRowName(int row, std::string& name) const; |
|
| 88 |
virtual void _setRowName(int row, const std::string& name); |
|
| 89 |
virtual int _rowByName(const std::string& name) const; |
|
| 90 |
|
|
| 91 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 92 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
| 93 |
|
|
| 94 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 95 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
| 96 |
|
|
| 97 |
virtual void _setCoeff(int row, int col, Value value); |
|
| 98 |
virtual Value _getCoeff(int row, int col) const; |
|
| 99 |
|
|
| 100 |
virtual void _setColLowerBound(int i, Value value); |
|
| 101 |
virtual Value _getColLowerBound(int i) const; |
|
| 102 |
virtual void _setColUpperBound(int i, Value value); |
|
| 103 |
virtual Value _getColUpperBound(int i) const; |
|
| 104 |
|
|
| 105 |
virtual void _setRowLowerBound(int i, Value value); |
|
| 106 |
virtual Value _getRowLowerBound(int i) const; |
|
| 107 |
virtual void _setRowUpperBound(int i, Value value); |
|
| 108 |
virtual Value _getRowUpperBound(int i) const; |
|
| 109 |
|
|
| 110 |
virtual void _setObjCoeffs(ExprIterator, ExprIterator); |
|
| 111 |
virtual void _getObjCoeffs(InsertIterator) const; |
|
| 112 |
|
|
| 113 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
| 114 |
virtual Value _getObjCoeff(int i) const; |
|
| 115 |
|
|
| 116 |
virtual void _setSense(Sense sense); |
|
| 117 |
virtual Sense _getSense() const; |
|
| 118 |
|
|
| 119 |
virtual SolveExitStatus _solve(); |
|
| 120 |
|
|
| 121 |
virtual Value _getPrimal(int i) const; |
|
| 122 |
virtual Value _getDual(int i) const; |
|
| 123 |
|
|
| 124 |
virtual Value _getPrimalValue() const; |
|
| 125 |
|
|
| 126 |
virtual Value _getPrimalRay(int i) const; |
|
| 127 |
virtual Value _getDualRay(int i) const; |
|
| 128 |
|
|
| 129 |
virtual VarStatus _getColStatus(int i) const; |
|
| 130 |
virtual VarStatus _getRowStatus(int i) const; |
|
| 131 |
|
|
| 132 |
virtual ProblemType _getPrimalType() const; |
|
| 133 |
virtual ProblemType _getDualType() const; |
|
| 134 |
|
|
| 135 |
virtual void _clear(); |
|
| 136 |
|
|
| 137 |
public: |
|
| 138 |
|
|
| 139 |
///Solves LP with primal simplex method. |
|
| 140 |
SolveExitStatus solvePrimal(); |
|
| 141 |
|
|
| 142 |
///Solves LP with dual simplex method. |
|
| 143 |
SolveExitStatus solveDual(); |
|
| 144 |
|
|
| 145 |
///Solves LP with barrier method. |
|
| 146 |
SolveExitStatus solveBarrier(); |
|
| 147 |
|
|
| 148 |
///Returns the constraint identifier understood by CLP. |
|
| 149 |
int clpRow(Row r) const { return rows(id(r)); }
|
|
| 150 |
|
|
| 151 |
///Returns the variable identifier understood by CLP. |
|
| 152 |
int clpCol(Col c) const { return cols(id(c)); }
|
|
| 153 |
|
|
| 154 |
///Enum for \c messageLevel() parameter |
|
| 155 |
enum MessageLevel {
|
|
| 156 |
/// no output (default value) |
|
| 157 |
MESSAGE_NO_OUTPUT = 0, |
|
| 158 |
/// print final solution |
|
| 159 |
MESSAGE_FINAL_SOLUTION = 1, |
|
| 160 |
/// print factorization |
|
| 161 |
MESSAGE_FACTORIZATION = 2, |
|
| 162 |
/// normal output |
|
| 163 |
MESSAGE_NORMAL_OUTPUT = 3, |
|
| 164 |
/// verbose output |
|
| 165 |
MESSAGE_VERBOSE_OUTPUT = 4 |
|
| 166 |
}; |
|
| 167 |
///Set the verbosity of the messages |
|
| 168 |
|
|
| 169 |
///Set the verbosity of the messages |
|
| 170 |
/// |
|
| 171 |
///\param m is the level of the messages output by the solver routines. |
|
| 172 |
void messageLevel(MessageLevel m); |
|
| 173 |
|
|
| 174 |
}; |
|
| 175 |
|
|
| 176 |
} //END OF NAMESPACE LEMON |
|
| 177 |
|
|
| 178 |
#endif //LEMON_LP_CLP_H |
|
| 179 |
| 1 |
AC_DEFUN([LX_CHECK_CLP], |
|
| 2 |
[ |
|
| 3 |
AC_ARG_WITH([clp], |
|
| 4 |
AS_HELP_STRING([--with-clp@<:@=PREFIX@:>@], [search for CLP under PREFIX or under the default search paths if PREFIX is not given @<:@default@:>@]) |
|
| 5 |
AS_HELP_STRING([--without-clp], [disable checking for CLP]), |
|
| 6 |
[], [with_clp=yes]) |
|
| 7 |
|
|
| 8 |
AC_ARG_WITH([clp-includedir], |
|
| 9 |
AS_HELP_STRING([--with-clp-includedir=DIR], [search for CLP headers in DIR]), |
|
| 10 |
[], [with_clp_includedir=no]) |
|
| 11 |
|
|
| 12 |
AC_ARG_WITH([clp-libdir], |
|
| 13 |
AS_HELP_STRING([--with-clp-libdir=DIR], [search for CLP libraries in DIR]), |
|
| 14 |
[], [with_clp_libdir=no]) |
|
| 15 |
|
|
| 16 |
lx_clp_found=no |
|
| 17 |
if test x"$with_clp" != x"no"; then |
|
| 18 |
AC_MSG_CHECKING([for CLP]) |
|
| 19 |
|
|
| 20 |
if test x"$with_clp_includedir" != x"no"; then |
|
| 21 |
CLP_CXXFLAGS="-I$with_clp_includedir" |
|
| 22 |
elif test x"$with_clp" != x"yes"; then |
|
| 23 |
CLP_CXXFLAGS="-I$with_clp/include" |
|
| 24 |
fi |
|
| 25 |
|
|
| 26 |
if test x"$with_clp_libdir" != x"no"; then |
|
| 27 |
CLP_LDFLAGS="-L$with_clp_libdir" |
|
| 28 |
elif test x"$with_clp" != x"yes"; then |
|
| 29 |
CLP_LDFLAGS="-L$with_clp/lib" |
|
| 30 |
fi |
|
| 31 |
CLP_LIBS="-lClp -lCoinUtils -lm" |
|
| 32 |
|
|
| 33 |
lx_save_cxxflags="$CXXFLAGS" |
|
| 34 |
lx_save_ldflags="$LDFLAGS" |
|
| 35 |
lx_save_libs="$LIBS" |
|
| 36 |
CXXFLAGS="$CLP_CXXFLAGS" |
|
| 37 |
LDFLAGS="$CLP_LDFLAGS" |
|
| 38 |
LIBS="$CLP_LIBS" |
|
| 39 |
|
|
| 40 |
lx_clp_test_prog=' |
|
| 41 |
#include <coin/ClpModel.hpp> |
|
| 42 |
|
|
| 43 |
int main(int argc, char** argv) |
|
| 44 |
{
|
|
| 45 |
ClpModel clp; |
|
| 46 |
return 0; |
|
| 47 |
}' |
|
| 48 |
|
|
| 49 |
AC_LANG_PUSH(C++) |
|
| 50 |
AC_LINK_IFELSE([$lx_clp_test_prog], [lx_clp_found=yes], [lx_clp_found=no]) |
|
| 51 |
AC_LANG_POP(C++) |
|
| 52 |
|
|
| 53 |
CXXFLAGS="$lx_save_cxxflags" |
|
| 54 |
LDFLAGS="$lx_save_ldflags" |
|
| 55 |
LIBS="$lx_save_libs" |
|
| 56 |
|
|
| 57 |
if test x"$lx_clp_found" = x"yes"; then |
|
| 58 |
AC_DEFINE([HAVE_CLP], [1], [Define to 1 if you have CLP.]) |
|
| 59 |
lx_lp_found=yes |
|
| 60 |
AC_DEFINE([HAVE_LP], [1], [Define to 1 if you have any LP solver.]) |
|
| 61 |
AC_MSG_RESULT([yes]) |
|
| 62 |
else |
|
| 63 |
CLP_CXXFLAGS="" |
|
| 64 |
CLP_LDFLAGS="" |
|
| 65 |
CLP_LIBS="" |
|
| 66 |
AC_MSG_RESULT([no]) |
|
| 67 |
fi |
|
| 68 |
fi |
|
| 69 |
CLP_LIBS="$CLP_LDFLAGS $CLP_LIBS" |
|
| 70 |
AC_SUBST(CLP_CXXFLAGS) |
|
| 71 |
AC_SUBST(CLP_LIBS) |
|
| 72 |
AM_CONDITIONAL([HAVE_CLP], [test x"$lx_clp_found" = x"yes"]) |
|
| 73 |
]) |
| ... | ... |
@@ -20,3 +20,4 @@ |
| 20 | 20 |
$(CPLEX_CFLAGS) \ |
| 21 |
$(SOPLEX_CXXFLAGS) |
|
| 21 |
$(SOPLEX_CXXFLAGS) \ |
|
| 22 |
$(CLP_CXXFLAGS) |
|
| 22 | 23 |
|
| ... | ... |
@@ -25,6 +26,7 @@ |
| 25 | 26 |
$(CPLEX_LIBS) \ |
| 26 |
$(SOPLEX_LIBS) |
|
| 27 |
$(SOPLEX_LIBS) \ |
|
| 28 |
$(CLP_LIBS) |
|
| 27 | 29 |
|
| 28 | 30 |
if HAVE_GLPK |
| 29 |
lemon_libemon_la_SOURCES += lemon/lp_glpk.cc |
|
| 31 |
lemon_libemon_la_SOURCES += lemon/lp_glpk.cc |
|
| 30 | 32 |
endif |
| ... | ... |
@@ -32,3 +34,3 @@ |
| 32 | 34 |
if HAVE_CPLEX |
| 33 |
lemon_libemon_la_SOURCES += lemon/lp_cplex.cc |
|
| 35 |
lemon_libemon_la_SOURCES += lemon/lp_cplex.cc |
|
| 34 | 36 |
endif |
| ... | ... |
@@ -39,2 +41,6 @@ |
| 39 | 41 |
|
| 42 |
if HAVE_CLP |
|
| 43 |
lemon_libemon_la_SOURCES += lemon/lp_clp.cc |
|
| 44 |
endif |
|
| 45 |
|
|
| 40 | 46 |
lemon_HEADERS += \ |
| ... | ... |
@@ -67,2 +73,3 @@ |
| 67 | 73 |
lemon/lp_base.h \ |
| 74 |
lemon/lp_clp.h \ |
|
| 68 | 75 |
lemon/lp_cplex.h \ |
| ... | ... |
@@ -71,4 +78,3 @@ |
| 71 | 78 |
lemon/lp_soplex.h \ |
| 72 |
lemon/mip_cplex.h \ |
|
| 73 |
lemon/mip_glpk.h \ |
|
| 79 |
lemon/list_graph.h \ |
|
| 74 | 80 |
lemon/maps.h \ |
| ... | ... |
@@ -96,5 +102,5 @@ |
| 96 | 102 |
lemon/bits/graph_extender.h \ |
| 97 |
lemon/bits/lp_id.h \ |
|
| 98 | 103 |
lemon/bits/map_extender.h \ |
| 99 | 104 |
lemon/bits/path_dump.h \ |
| 105 |
lemon/bits/solver_bits.h \ |
|
| 100 | 106 |
lemon/bits/traits.h \ |
| ... | ... |
@@ -26,8 +26,8 @@ |
| 26 | 26 |
#include <lemon/lp_glpk.h> |
| 27 |
#include <lemon/mip_glpk.h> |
|
| 28 | 27 |
#elif HAVE_CPLEX |
| 29 | 28 |
#include <lemon/lp_cplex.h> |
| 30 |
#include <lemon/mip_cplex.h> |
|
| 31 | 29 |
#elif HAVE_SOPLEX |
| 32 | 30 |
#include <lemon/lp_soplex.h> |
| 31 |
#elif HAVE_CLP |
|
| 32 |
#include <lemon/lp_clp.h> |
|
| 33 | 33 |
#endif |
| ... | ... |
@@ -45,4 +45,5 @@ |
| 45 | 45 |
/// |
| 46 |
///Currently, the possible values are \c GLPK or \c CPLEX |
|
| 47 |
#define DEFAULT_LP SOLVER |
|
| 46 |
///Currently, the possible values are \c LP_GLPK, \c LP_CPLEX, \c |
|
| 47 |
///LP_SOPLEX or \c LP_CLP |
|
| 48 |
#define LEMON_DEFAULT_LP SOLVER |
|
| 48 | 49 |
///The default LP solver |
| ... | ... |
@@ -52,18 +53,18 @@ |
| 52 | 53 |
/// |
| 53 |
///Currently, it is either \c LpGlpk or \c |
|
| 54 |
///Currently, it is either \c LpGlpk, \c LpCplex, \c LpSoplex or \c LpClp |
|
| 54 | 55 |
typedef LpGlpk Lp; |
| 55 |
///The default LP solver identifier string |
|
| 56 | 56 |
|
| 57 |
///The default |
|
| 57 |
///The default MIP solver identifier |
|
| 58 |
|
|
| 59 |
///The default MIP solver identifier. |
|
| 58 | 60 |
///\ingroup lp_group |
| 59 | 61 |
/// |
| 60 |
///Currently, the possible values are "GLPK" or "CPLEX" |
|
| 61 |
const char default_solver_name[]="SOLVER"; |
|
| 62 |
///Currently, the possible values are \c MIP_GLPK or \c MIP_CPLEX |
|
| 63 |
#define LEMON_DEFAULT_MIP SOLVER |
|
| 64 |
///The default MIP solver. |
|
| 62 | 65 |
|
| 63 |
///The default ILP solver. |
|
| 64 |
|
|
| 65 |
///The default |
|
| 66 |
///The default MIP solver. |
|
| 66 | 67 |
///\ingroup lp_group |
| 67 | 68 |
/// |
| 68 |
///Currently, it is either \c |
|
| 69 |
///Currently, it is either \c MipGlpk or \c MipCplex |
|
| 69 | 70 |
typedef MipGlpk Mip; |
| ... | ... |
@@ -71,15 +72,17 @@ |
| 71 | 72 |
#ifdef HAVE_GLPK |
| 72 |
#define |
|
| 73 |
# define LEMON_DEFAULT_LP LP_GLPK |
|
| 73 | 74 |
typedef LpGlpk Lp; |
| 75 |
# define LEMON_DEFAULT_MIP MIP_GLPK |
|
| 74 | 76 |
typedef MipGlpk Mip; |
| 75 |
const char default_solver_name[]="GLPK"; |
|
| 76 | 77 |
#elif HAVE_CPLEX |
| 77 |
#define |
|
| 78 |
# define LEMON_DEFAULT_LP LP_CPLEX |
|
| 78 | 79 |
typedef LpCplex Lp; |
| 80 |
# define LEMON_DEFAULT_MIP MIP_CPLEX |
|
| 79 | 81 |
typedef MipCplex Mip; |
| 80 |
const char default_solver_name[]="CPLEX"; |
|
| 81 | 82 |
#elif HAVE_SOPLEX |
| 82 |
#define DEFAULT_LP |
|
| 83 |
# define DEFAULT_LP LP_SOPLEX |
|
| 83 | 84 |
typedef LpSoplex Lp; |
| 84 |
|
|
| 85 |
#elif HAVE_CLP |
|
| 86 |
# define DEFAULT_LP LP_CLP |
|
| 87 |
typedef LpClp Lp; |
|
| 85 | 88 |
#endif |
| ... | ... |
@@ -24,11 +24,4 @@ |
| 24 | 24 |
|
| 25 |
const LpSolverBase::Value |
|
| 26 |
LpSolverBase::INF = std::numeric_limits<Value>::infinity(); |
|
| 27 |
const LpSolverBase::Value |
|
| 28 |
LpSolverBase::NaN = std::numeric_limits<Value>::quiet_NaN(); |
|
| 29 |
|
|
| 30 |
// const LpSolverBase::Constr::Value |
|
| 31 |
// LpSolverBase::Constr::INF = std::numeric_limits<Value>::infinity(); |
|
| 32 |
// const LpSolverBase::Constr::Value |
|
| 33 |
|
|
| 25 |
const LpBase::Value LpBase::INF = std::numeric_limits<Value>::infinity(); |
|
| 26 |
const LpBase::Value LpBase::NaN = std::numeric_limits<Value>::quiet_NaN(); |
|
| 34 | 27 |
| ... | ... |
@@ -27,4 +27,7 @@ |
| 27 | 27 |
|
| 28 |
#include<lemon/error.h> |
|
| 29 |
#include<lemon/assert.h> |
|
| 30 |
|
|
| 28 | 31 |
#include<lemon/core.h> |
| 29 |
#include<lemon/bits/ |
|
| 32 |
#include<lemon/bits/solver_bits.h> |
|
| 30 | 33 |
|
| ... | ... |
@@ -35,24 +38,8 @@ |
| 35 | 38 |
|
| 36 |
/// |
|
| 39 |
///Common base class for LP and MIP solvers |
|
| 37 | 40 |
|
| 38 |
/// Retruns true if the argument is not infinity, minus infinity or NaN. |
|
| 39 |
/// It does the same as the isfinite() function defined by C99. |
|
| 40 |
template <typename T> |
|
| 41 |
bool isFinite(T value) |
|
| 42 |
{
|
|
| 43 |
typedef std::numeric_limits<T> Lim; |
|
| 44 |
if ((Lim::has_infinity && (value == Lim::infinity() || value == |
|
| 45 |
-Lim::infinity())) || |
|
| 46 |
((Lim::has_quiet_NaN || Lim::has_signaling_NaN) && value != value)) |
|
| 47 |
{
|
|
| 48 |
return false; |
|
| 49 |
} |
|
| 50 |
return true; |
|
| 51 |
} |
|
| 52 |
|
|
| 53 |
///Common base class for LP solvers |
|
| 54 |
|
|
| 55 |
///\todo Much more docs |
|
| 41 |
///Usually this class is not used directly, please use one of the concrete |
|
| 42 |
///implementations of the solver interface. |
|
| 56 | 43 |
///\ingroup lp_group |
| 57 |
class |
|
| 44 |
class LpBase {
|
|
| 58 | 45 |
|
| ... | ... |
@@ -60,4 +47,4 @@ |
| 60 | 47 |
|
| 61 |
_lp_bits::LpId rows; |
|
| 62 |
_lp_bits::LpId cols; |
|
| 48 |
_solver_bits::VarIndex rows; |
|
| 49 |
_solver_bits::VarIndex cols; |
|
| 63 | 50 |
|
| ... | ... |
@@ -76,34 +63,8 @@ |
| 76 | 63 |
|
| 77 |
///\e |
|
| 78 |
enum SolutionStatus {
|
|
| 79 |
///Feasible solution hasn't been found (but may exist). |
|
| 80 |
|
|
| 81 |
///\todo NOTFOUND might be a better name. |
|
| 82 |
/// |
|
| 83 |
UNDEFINED = 0, |
|
| 84 |
///The problem has no feasible solution |
|
| 85 |
INFEASIBLE = 1, |
|
| 86 |
///Feasible solution found |
|
| 87 |
FEASIBLE = 2, |
|
| 88 |
///Optimal solution exists and found |
|
| 89 |
OPTIMAL = 3, |
|
| 90 |
///The cost function is unbounded |
|
| 91 |
|
|
| 92 |
///\todo Give a feasible solution and an infinite ray (and the |
|
| 93 |
///corresponding bases) |
|
| 94 |
INFINITE = 4 |
|
| 95 |
}; |
|
| 96 |
|
|
| 97 |
///\e The type of the investigated LP problem |
|
| 98 |
enum ProblemTypes {
|
|
| 99 |
///Primal-dual feasible |
|
| 100 |
PRIMAL_DUAL_FEASIBLE = 0, |
|
| 101 |
///Primal feasible dual infeasible |
|
| 102 |
PRIMAL_FEASIBLE_DUAL_INFEASIBLE = 1, |
|
| 103 |
///Primal infeasible dual feasible |
|
| 104 |
PRIMAL_INFEASIBLE_DUAL_FEASIBLE = 2, |
|
| 105 |
///Primal-dual infeasible |
|
| 106 |
PRIMAL_DUAL_INFEASIBLE = 3, |
|
| 107 |
///Could not determine so far |
|
| 108 |
UNKNOWN = 4 |
|
| 64 |
///Direction of the optimization |
|
| 65 |
enum Sense {
|
|
| 66 |
/// Minimization |
|
| 67 |
MIN, |
|
| 68 |
/// Maximization |
|
| 69 |
MAX |
|
| 109 | 70 |
}; |
| ... | ... |
@@ -117,4 +78,2 @@ |
| 117 | 78 |
|
| 118 |
static inline bool isNaN(const Value& v) { return v!=v; }
|
|
| 119 |
|
|
| 120 | 79 |
friend class Col; |
| ... | ... |
@@ -122,2 +81,3 @@ |
| 122 | 81 |
friend class Row; |
| 82 |
friend class RowIt; |
|
| 123 | 83 |
|
| ... | ... |
@@ -130,33 +90,79 @@ |
| 130 | 90 |
/// |
| 131 |
///\todo Document what can one do with a Col (INVALID, comparing, |
|
| 132 |
///it is similar to Node/Edge) |
|
| 91 |
///\note This class is similar to other Item types in LEMON, like |
|
| 92 |
///Node and Arc types in digraph. |
|
| 133 | 93 |
class Col {
|
| 94 |
friend class LpBase; |
|
| 134 | 95 |
protected: |
| 135 |
int id; |
|
| 136 |
friend class LpSolverBase; |
|
| 137 |
friend class MipSolverBase; |
|
| 138 |
explicit Col(int _id) : id(_id) {}
|
|
| 96 |
int _id; |
|
| 97 |
explicit Col(int id) : _id(id) {}
|
|
| 139 | 98 |
public: |
| 140 | 99 |
typedef Value ExprValue; |
| 141 |
typedef True |
|
| 100 |
typedef True LpCol; |
|
| 101 |
/// Default constructor |
|
| 102 |
|
|
| 103 |
/// \warning The default constructor sets the Col to an |
|
| 104 |
/// undefined value. |
|
| 142 | 105 |
Col() {}
|
| 143 |
Col(const Invalid&) : id(-1) {}
|
|
| 144 |
bool operator< (Col c) const {return id< c.id;}
|
|
| 145 |
bool operator> (Col c) const {return id> c.id;}
|
|
| 146 |
bool operator==(Col c) const {return id==c.id;}
|
|
| 147 |
|
|
| 106 |
/// Invalid constructor \& conversion. |
|
| 107 |
|
|
| 108 |
/// This constructor initializes the Col to be invalid. |
|
| 109 |
/// \sa Invalid for more details. |
|
| 110 |
Col(const Invalid&) : _id(-1) {}
|
|
| 111 |
/// Equality operator |
|
| 112 |
|
|
| 113 |
/// Two \ref Col "Col"s are equal if and only if they point to |
|
| 114 |
/// the same LP column or both are invalid. |
|
| 115 |
bool operator==(Col c) const {return _id == c._id;}
|
|
| 116 |
/// Inequality operator |
|
| 117 |
|
|
| 118 |
/// \sa operator==(Col c) |
|
| 119 |
/// |
|
| 120 |
bool operator!=(Col c) const {return _id != c._id;}
|
|
| 121 |
/// Artificial ordering operator. |
|
| 122 |
|
|
| 123 |
/// To allow the use of this object in std::map or similar |
|
| 124 |
/// associative container we require this. |
|
| 125 |
/// |
|
| 126 |
/// \note This operator only have to define some strict ordering of |
|
| 127 |
/// the items; this order has nothing to do with the iteration |
|
| 128 |
/// ordering of the items. |
|
| 129 |
bool operator<(Col c) const {return _id < c._id;}
|
|
| 148 | 130 |
}; |
| 149 | 131 |
|
| 132 |
///Iterator for iterate over the columns of an LP problem |
|
| 133 |
|
|
| 134 |
/// Its usage is quite simple, for example you can count the number |
|
| 135 |
/// of columns in an LP \c lp: |
|
| 136 |
///\code |
|
| 137 |
/// int count=0; |
|
| 138 |
/// for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count; |
|
| 139 |
///\endcode |
|
| 150 | 140 |
class ColIt : public Col {
|
| 151 |
const |
|
| 141 |
const LpBase *_solver; |
|
| 152 | 142 |
public: |
| 143 |
/// Default constructor |
|
| 144 |
|
|
| 145 |
/// \warning The default constructor sets the iterator |
|
| 146 |
/// to an undefined value. |
|
| 153 | 147 |
ColIt() {}
|
| 154 |
|
|
| 148 |
/// Sets the iterator to the first Col |
|
| 149 |
|
|
| 150 |
/// Sets the iterator to the first Col. |
|
| 151 |
/// |
|
| 152 |
ColIt(const LpBase &solver) : _solver(&solver) |
|
| 155 | 153 |
{
|
| 156 |
|
|
| 154 |
_solver->cols.firstItem(_id); |
|
| 157 | 155 |
} |
| 156 |
/// Invalid constructor \& conversion |
|
| 157 |
|
|
| 158 |
/// Initialize the iterator to be invalid. |
|
| 159 |
/// \sa Invalid for more details. |
|
| 158 | 160 |
ColIt(const Invalid&) : Col(INVALID) {}
|
| 161 |
/// Next column |
|
| 162 |
|
|
| 163 |
/// Assign the iterator to the next column. |
|
| 164 |
/// |
|
| 159 | 165 |
ColIt &operator++() |
| 160 | 166 |
{
|
| 161 |
|
|
| 167 |
_solver->cols.nextItem(_id); |
|
| 162 | 168 |
return *this; |
| ... | ... |
@@ -165,4 +171,8 @@ |
| 165 | 171 |
|
| 166 |
static int id(const Col& col) { return col.id; }
|
|
| 167 |
|
|
| 172 |
/// \brief Returns the ID of the column. |
|
| 173 |
static int id(const Col& col) { return col._id; }
|
|
| 174 |
/// \brief Returns the column with the given ID. |
|
| 175 |
/// |
|
| 176 |
/// \pre The argument should be a valid column ID in the LP problem. |
|
| 177 |
static Col colFromId(int id) { return Col(id); }
|
|
| 168 | 178 |
|
| ... | ... |
@@ -175,33 +185,79 @@ |
| 175 | 185 |
/// |
| 176 |
///\todo Document what can one do with a Row (INVALID, comparing, |
|
| 177 |
///it is similar to Node/Edge) |
|
| 186 |
///\note This class is similar to other Item types in LEMON, like |
|
| 187 |
///Node and Arc types in digraph. |
|
| 178 | 188 |
class Row {
|
| 189 |
friend class LpBase; |
|
| 179 | 190 |
protected: |
| 180 |
int id; |
|
| 181 |
friend class LpSolverBase; |
|
| 182 |
|
|
| 191 |
int _id; |
|
| 192 |
explicit Row(int id) : _id(id) {}
|
|
| 183 | 193 |
public: |
| 184 | 194 |
typedef Value ExprValue; |
| 185 |
typedef True |
|
| 195 |
typedef True LpRow; |
|
| 196 |
/// Default constructor |
|
| 197 |
|
|
| 198 |
/// \warning The default constructor sets the Row to an |
|
| 199 |
/// undefined value. |
|
| 186 | 200 |
Row() {}
|
| 187 |
|
|
| 201 |
/// Invalid constructor \& conversion. |
|
| 188 | 202 |
|
| 189 |
bool operator< (Row c) const {return id< c.id;}
|
|
| 190 |
bool operator> (Row c) const {return id> c.id;}
|
|
| 191 |
bool operator==(Row c) const {return id==c.id;}
|
|
| 192 |
bool operator!=(Row c) const {return id!=c.id;}
|
|
| 203 |
/// This constructor initializes the Row to be invalid. |
|
| 204 |
/// \sa Invalid for more details. |
|
| 205 |
Row(const Invalid&) : _id(-1) {}
|
|
| 206 |
/// Equality operator |
|
| 207 |
|
|
| 208 |
/// Two \ref Row "Row"s are equal if and only if they point to |
|
| 209 |
/// the same LP row or both are invalid. |
|
| 210 |
bool operator==(Row r) const {return _id == r._id;}
|
|
| 211 |
/// Inequality operator |
|
| 212 |
|
|
| 213 |
/// \sa operator==(Row r) |
|
| 214 |
/// |
|
| 215 |
bool operator!=(Row r) const {return _id != r._id;}
|
|
| 216 |
/// Artificial ordering operator. |
|
| 217 |
|
|
| 218 |
/// To allow the use of this object in std::map or similar |
|
| 219 |
/// associative container we require this. |
|
| 220 |
/// |
|
| 221 |
/// \note This operator only have to define some strict ordering of |
|
| 222 |
/// the items; this order has nothing to do with the iteration |
|
| 223 |
/// ordering of the items. |
|
| 224 |
bool operator<(Row r) const {return _id < r._id;}
|
|
| 193 | 225 |
}; |
| 194 | 226 |
|
| 227 |
///Iterator for iterate over the rows of an LP problem |
|
| 228 |
|
|
| 229 |
/// Its usage is quite simple, for example you can count the number |
|
| 230 |
/// of rows in an LP \c lp: |
|
| 231 |
///\code |
|
| 232 |
/// int count=0; |
|
| 233 |
/// for (LpBase::RowIt c(lp); c!=INVALID; ++c) ++count; |
|
| 234 |
///\endcode |
|
| 195 | 235 |
class RowIt : public Row {
|
| 196 |
const |
|
| 236 |
const LpBase *_solver; |
|
| 197 | 237 |
public: |
| 238 |
/// Default constructor |
|
| 239 |
|
|
| 240 |
/// \warning The default constructor sets the iterator |
|
| 241 |
/// to an undefined value. |
|
| 198 | 242 |
RowIt() {}
|
| 199 |
|
|
| 243 |
/// Sets the iterator to the first Row |
|
| 244 |
|
|
| 245 |
/// Sets the iterator to the first Row. |
|
| 246 |
/// |
|
| 247 |
RowIt(const LpBase &solver) : _solver(&solver) |
|
| 200 | 248 |
{
|
| 201 |
|
|
| 249 |
_solver->rows.firstItem(_id); |
|
| 202 | 250 |
} |
| 251 |
/// Invalid constructor \& conversion |
|
| 252 |
|
|
| 253 |
/// Initialize the iterator to be invalid. |
|
| 254 |
/// \sa Invalid for more details. |
|
| 203 | 255 |
RowIt(const Invalid&) : Row(INVALID) {}
|
| 256 |
/// Next row |
|
| 257 |
|
|
| 258 |
/// Assign the iterator to the next row. |
|
| 259 |
/// |
|
| 204 | 260 |
RowIt &operator++() |
| 205 | 261 |
{
|
| 206 |
|
|
| 262 |
_solver->rows.nextItem(_id); |
|
| 207 | 263 |
return *this; |
| ... | ... |
@@ -210,22 +266,8 @@ |
| 210 | 266 |
|
| 211 |
static int id(const Row& row) { return row.id; }
|
|
| 212 |
|
|
| 213 |
protected: |
|
| 214 |
|
|
| 215 |
int _lpId(const Col& c) const {
|
|
| 216 |
return cols.floatingId(id(c)); |
|
| 217 |
} |
|
| 218 |
|
|
| 219 |
int _lpId(const Row& r) const {
|
|
| 220 |
return rows.floatingId(id(r)); |
|
| 221 |
} |
|
| 222 |
|
|
| 223 |
Col _item(int i, Col) const {
|
|
| 224 |
return Col(cols.fixId(i)); |
|
| 225 |
} |
|
| 226 |
|
|
| 227 |
Row _item(int i, Row) const {
|
|
| 228 |
return Row(rows.fixId(i)); |
|
| 229 |
} |
|
| 230 |
|
|
| 267 |
/// \brief Returns the ID of the row. |
|
| 268 |
static int id(const Row& row) { return row._id; }
|
|
| 269 |
/// \brief Returns the row with the given ID. |
|
| 270 |
/// |
|
| 271 |
/// \pre The argument should be a valid row ID in the LP problem. |
|
| 272 |
static Row rowFromId(int id) { return Row(id); }
|
|
| 231 | 273 |
|
| ... | ... |
@@ -240,6 +282,2 @@ |
| 240 | 282 |
///container. |
| 241 |
///- Its it fully compatible with \c std::map<Col,double>, so for expamle |
|
| 242 |
///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can |
|
| 243 |
///read and modify the coefficients like |
|
| 244 |
///these. |
|
| 245 | 283 |
///\code |
| ... | ... |
@@ -252,6 +290,6 @@ |
| 252 | 290 |
///double s=0; |
| 253 |
///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i) |
|
| 254 |
/// s+=i->second; |
|
| 291 |
///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i) |
|
| 292 |
/// s+=*i * primal(i); |
|
| 255 | 293 |
///\endcode |
| 256 |
///(This code computes the |
|
| 294 |
///(This code computes the primal value of the expression). |
|
| 257 | 295 |
///- Numbers (<tt>double</tt>'s) |
| ... | ... |
@@ -264,3 +302,3 @@ |
| 264 | 302 |
///\endcode |
| 265 |
///are valid |
|
| 303 |
///are valid expressions. |
|
| 266 | 304 |
///The usual assignment operations are also defined. |
| ... | ... |
@@ -272,64 +310,85 @@ |
| 272 | 310 |
///\endcode |
| 273 |
///- The constant member can be set and read by |
|
| 311 |
///- The constant member can be set and read by dereference |
|
| 312 |
/// operator (unary *) |
|
| 313 |
/// |
|
| 274 | 314 |
///\code |
| 275 |
///e.constComp()=12; |
|
| 276 |
///double c=e.constComp(); |
|
| 315 |
///*e=12; |
|
| 316 |
///double c=*e; |
|
| 277 | 317 |
///\endcode |
| 278 | 318 |
/// |
| 279 |
///\note \ref clear() not only sets all coefficients to 0 but also |
|
| 280 |
///clears the constant components. |
|
| 281 |
/// |
|
| 282 | 319 |
///\sa Constr |
| 283 |
/// |
|
| 284 |
class Expr : public std::map<Col,Value> |
|
| 285 |
{
|
|
| 320 |
class Expr {
|
|
| 321 |
friend class LpBase; |
|
| 286 | 322 |
public: |
| 287 |
typedef LpSolverBase::Col Key; |
|
| 288 |
typedef LpSolverBase::Value Value; |
|
| 323 |
/// The key type of the expression |
|
| 324 |
typedef LpBase::Col Key; |
|
| 325 |
/// The value type of the expression |
|
| 326 |
typedef LpBase::Value Value; |
|
| 289 | 327 |
|
| 290 | 328 |
protected: |
| 291 |
|
|
| 329 |
Value const_comp; |
|
| 330 |
std::map<int, Value> comps; |
|
| 292 | 331 |
|
| 293 |
Value const_comp; |
|
| 294 | 332 |
public: |
| 295 |
typedef True IsLinExpression; |
|
| 296 |
///\e |
|
| 297 |
Expr() : Base(), const_comp(0) { }
|
|
| 298 |
///\e |
|
| 299 |
Expr(const Key &v) : const_comp(0) {
|
|
| 300 |
Base::insert(std::make_pair(v, 1)); |
|
| 333 |
typedef True SolverExpr; |
|
| 334 |
/// Default constructor |
|
| 335 |
|
|
| 336 |
/// Construct an empty expression, the coefficients and |
|
| 337 |
/// the constant component are initialized to zero. |
|
| 338 |
Expr() : const_comp(0) {}
|
|
| 339 |
/// Construct an expression from a column |
|
| 340 |
|
|
| 341 |
/// Construct an expression, which has a term with \c c variable |
|
| 342 |
/// and 1.0 coefficient. |
|
| 343 |
Expr(const Col &c) : const_comp(0) {
|
|
| 344 |
typedef std::map<int, Value>::value_type pair_type; |
|
| 345 |
comps.insert(pair_type(id(c), 1)); |
|
| 301 | 346 |
} |
| 302 |
/// |
|
| 347 |
/// Construct an expression from a constant |
|
| 348 |
|
|
| 349 |
/// Construct an expression, which's constant component is \c v. |
|
| 350 |
/// |
|
| 303 | 351 |
Expr(const Value &v) : const_comp(v) {}
|
| 304 |
///\e |
|
| 305 |
void set(const Key &v,const Value &c) {
|
|
| 306 |
|
|
| 352 |
/// Returns the coefficient of the column |
|
| 353 |
Value operator[](const Col& c) const {
|
|
| 354 |
std::map<int, Value>::const_iterator it=comps.find(id(c)); |
|
| 355 |
if (it != comps.end()) {
|
|
| 356 |
return it->second; |
|
| 357 |
} else {
|
|
| 358 |
return 0; |
|
| 307 | 359 |
} |
| 308 |
///\e |
|
| 309 |
Value &constComp() { return const_comp; }
|
|
| 310 |
///\e |
|
| 311 |
const Value &constComp() const { return const_comp; }
|
|
| 312 |
|
|
| 313 |
///Removes the components with zero coefficient. |
|
| 314 |
void simplify() {
|
|
| 315 |
for (Base::iterator i=Base::begin(); i!=Base::end();) {
|
|
| 316 |
Base::iterator j=i; |
|
| 317 |
++j; |
|
| 318 |
if ((*i).second==0) Base::erase(i); |
|
| 319 |
i=j; |
|
| 320 | 360 |
} |
| 361 |
/// Returns the coefficient of the column |
|
| 362 |
Value& operator[](const Col& c) {
|
|
| 363 |
return comps[id(c)]; |
|
| 364 |
} |
|
| 365 |
/// Sets the coefficient of the column |
|
| 366 |
void set(const Col &c, const Value &v) {
|
|
| 367 |
if (v != 0.0) {
|
|
| 368 |
typedef std::map<int, Value>::value_type pair_type; |
|
| 369 |
comps.insert(pair_type(id(c), v)); |
|
| 370 |
} else {
|
|
| 371 |
comps.erase(id(c)); |
|
| 372 |
} |
|
| 373 |
} |
|
| 374 |
/// Returns the constant component of the expression |
|
| 375 |
Value& operator*() { return const_comp; }
|
|
| 376 |
/// Returns the constant component of the expression |
|
| 377 |
const Value& operator*() const { return const_comp; }
|
|
| 378 |
/// \brief Removes the coefficients which's absolute value does |
|
| 379 |
/// not exceed \c epsilon. It also sets to zero the constant |
|
| 380 |
/// component, if it does not exceed epsilon in absolute value. |
|
| 381 |
void simplify(Value epsilon = 0.0) {
|
|
| 382 |
std::map<int, Value>::iterator it=comps.begin(); |
|
| 383 |
while (it != comps.end()) {
|
|
| 384 |
std::map<int, Value>::iterator jt=it; |
|
| 385 |
++jt; |
|
| 386 |
if (std::fabs((*it).second) <= epsilon) comps.erase(it); |
|
| 387 |
it=jt; |
|
| 388 |
} |
|
| 389 |
if (std::fabs(const_comp) <= epsilon) const_comp = 0; |
|
| 321 | 390 |
} |
| 322 | 391 |
|
| 323 |
void simplify() const {
|
|
| 324 |
const_cast<Expr*>(this)->simplify(); |
|
| 325 |
} |
|
| 326 |
|
|
| 327 |
///Removes the coefficients closer to zero than \c tolerance. |
|
| 328 |
void simplify(double &tolerance) {
|
|
| 329 |
for (Base::iterator i=Base::begin(); i!=Base::end();) {
|
|
| 330 |
Base::iterator j=i; |
|
| 331 |
++j; |
|
| 332 |
if (std::fabs((*i).second)<tolerance) Base::erase(i); |
|
| 333 |
i=j; |
|
| 334 |
} |
|
| 392 |
void simplify(Value epsilon = 0.0) const {
|
|
| 393 |
const_cast<Expr*>(this)->simplify(epsilon); |
|
| 335 | 394 |
} |
| ... | ... |
@@ -338,3 +397,3 @@ |
| 338 | 397 |
void clear() {
|
| 339 |
|
|
| 398 |
comps.clear(); |
|
| 340 | 399 |
const_comp=0; |
| ... | ... |
@@ -342,6 +401,7 @@ |
| 342 | 401 |
|
| 343 |
/// |
|
| 402 |
///Compound assignment |
|
| 344 | 403 |
Expr &operator+=(const Expr &e) {
|
| 345 |
for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
|
| 346 |
(*this)[j->first]+=j->second; |
|
| 404 |
for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
|
| 405 |
it!=e.comps.end(); ++it) |
|
| 406 |
comps[it->first]+=it->second; |
|
| 347 | 407 |
const_comp+=e.const_comp; |
| ... | ... |
@@ -349,6 +409,7 @@ |
| 349 | 409 |
} |
| 350 |
/// |
|
| 410 |
///Compound assignment |
|
| 351 | 411 |
Expr &operator-=(const Expr &e) {
|
| 352 |
for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
|
| 353 |
(*this)[j->first]-=j->second; |
|
| 412 |
for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
|
| 413 |
it!=e.comps.end(); ++it) |
|
| 414 |
comps[it->first]-=it->second; |
|
| 354 | 415 |
const_comp-=e.const_comp; |
| ... | ... |
@@ -356,13 +417,15 @@ |
| 356 | 417 |
} |
| 357 |
///\e |
|
| 358 |
Expr &operator*=(const Value &c) {
|
|
| 359 |
for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
|
| 360 |
j->second*=c; |
|
| 361 |
|
|
| 418 |
///Multiply with a constant |
|
| 419 |
Expr &operator*=(const Value &v) {
|
|
| 420 |
for (std::map<int, Value>::iterator it=comps.begin(); |
|
| 421 |
it!=comps.end(); ++it) |
|
| 422 |
it->second*=v; |
|
| 423 |
const_comp*=v; |
|
| 362 | 424 |
return *this; |
| 363 | 425 |
} |
| 364 |
/// |
|
| 426 |
///Division with a constant |
|
| 365 | 427 |
Expr &operator/=(const Value &c) {
|
| 366 |
for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
|
| 367 |
j->second/=c; |
|
| 428 |
for (std::map<int, Value>::iterator it=comps.begin(); |
|
| 429 |
it!=comps.end(); ++it) |
|
| 430 |
it->second/=c; |
|
| 368 | 431 |
const_comp/=c; |
| ... | ... |
@@ -371,2 +434,90 @@ |
| 371 | 434 |
|
| 435 |
///Iterator over the expression |
|
| 436 |
|
|
| 437 |
///The iterator iterates over the terms of the expression. |
|
| 438 |
/// |
|
| 439 |
///\code |
|
| 440 |
///double s=0; |
|
| 441 |
///for(LpBase::Expr::CoeffIt i(e);i!=INVALID;++i) |
|
| 442 |
/// s+= *i * primal(i); |
|
| 443 |
///\endcode |
|
| 444 |
class CoeffIt {
|
|
| 445 |
private: |
|
| 446 |
|
|
| 447 |
std::map<int, Value>::iterator _it, _end; |
|
| 448 |
|
|
| 449 |
public: |
|
| 450 |
|
|
| 451 |
/// Sets the iterator to the first term |
|
| 452 |
|
|
| 453 |
/// Sets the iterator to the first term of the expression. |
|
| 454 |
/// |
|
| 455 |
CoeffIt(Expr& e) |
|
| 456 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
|
| 457 |
|
|
| 458 |
/// Convert the iterator to the column of the term |
|
| 459 |
operator Col() const {
|
|
| 460 |
return colFromId(_it->first); |
|
| 461 |
} |
|
| 462 |
|
|
| 463 |
/// Returns the coefficient of the term |
|
| 464 |
Value& operator*() { return _it->second; }
|
|
| 465 |
|
|
| 466 |
/// Returns the coefficient of the term |
|
| 467 |
const Value& operator*() const { return _it->second; }
|
|
| 468 |
/// Next term |
|
| 469 |
|
|
| 470 |
/// Assign the iterator to the next term. |
|
| 471 |
/// |
|
| 472 |
CoeffIt& operator++() { ++_it; return *this; }
|
|
| 473 |
|
|
| 474 |
/// Equality operator |
|
| 475 |
bool operator==(Invalid) const { return _it == _end; }
|
|
| 476 |
/// Inequality operator |
|
| 477 |
bool operator!=(Invalid) const { return _it != _end; }
|
|
| 478 |
}; |
|
| 479 |
|
|
| 480 |
/// Const iterator over the expression |
|
| 481 |
|
|
| 482 |
///The iterator iterates over the terms of the expression. |
|
| 483 |
/// |
|
| 484 |
///\code |
|
| 485 |
///double s=0; |
|
| 486 |
///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i) |
|
| 487 |
/// s+=*i * primal(i); |
|
| 488 |
///\endcode |
|
| 489 |
class ConstCoeffIt {
|
|
| 490 |
private: |
|
| 491 |
|
|
| 492 |
std::map<int, Value>::const_iterator _it, _end; |
|
| 493 |
|
|
| 494 |
public: |
|
| 495 |
|
|
| 496 |
/// Sets the iterator to the first term |
|
| 497 |
|
|
| 498 |
/// Sets the iterator to the first term of the expression. |
|
| 499 |
/// |
|
| 500 |
ConstCoeffIt(const Expr& e) |
|
| 501 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
|
| 502 |
|
|
| 503 |
/// Convert the iterator to the column of the term |
|
| 504 |
operator Col() const {
|
|
| 505 |
return colFromId(_it->first); |
|
| 506 |
} |
|
| 507 |
|
|
| 508 |
/// Returns the coefficient of the term |
|
| 509 |
const Value& operator*() const { return _it->second; }
|
|
| 510 |
|
|
| 511 |
/// Next term |
|
| 512 |
|
|
| 513 |
/// Assign the iterator to the next term. |
|
| 514 |
/// |
|
| 515 |
ConstCoeffIt& operator++() { ++_it; return *this; }
|
|
| 516 |
|
|
| 517 |
/// Equality operator |
|
| 518 |
bool operator==(Invalid) const { return _it == _end; }
|
|
| 519 |
/// Inequality operator |
|
| 520 |
bool operator!=(Invalid) const { return _it != _end; }
|
|
| 521 |
}; |
|
| 522 |
|
|
| 372 | 523 |
}; |
| ... | ... |
@@ -396,5 +547,5 @@ |
| 396 | 547 |
///\endcode |
| 397 |
///\warning The validity of a constraint is checked only at run time, so |
|
| 398 |
///e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will compile, but will throw |
|
| 399 |
/// |
|
| 548 |
///\warning The validity of a constraint is checked only at run |
|
| 549 |
///time, so e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will |
|
| 550 |
///compile, but will fail an assertion. |
|
| 400 | 551 |
class Constr |
| ... | ... |
@@ -402,3 +553,3 @@ |
| 402 | 553 |
public: |
| 403 |
typedef |
|
| 554 |
typedef LpBase::Expr Expr; |
|
| 404 | 555 |
typedef Expr::Key Key; |
| ... | ... |
@@ -415,9 +566,2 @@ |
| 415 | 566 |
_expr(e), _lb(lb), _ub(ub) {}
|
| 416 |
///\e |
|
| 417 |
Constr(const Expr &e,Value ub) : |
|
| 418 |
_expr(e), _lb(NaN), _ub(ub) {}
|
|
| 419 |
///\e |
|
| 420 |
Constr(Value lb,const Expr &e) : |
|
| 421 |
_expr(e), _lb(lb), _ub(NaN) {}
|
|
| 422 |
///\e |
|
| 423 | 567 |
Constr(const Expr &e) : |
| ... | ... |
@@ -455,3 +599,3 @@ |
| 455 | 599 |
bool lowerBounded() const {
|
| 456 |
return |
|
| 600 |
return _lb != -INF && !std::isnan(_lb); |
|
| 457 | 601 |
} |
| ... | ... |
@@ -459,3 +603,3 @@ |
| 459 | 603 |
bool upperBounded() const {
|
| 460 |
return |
|
| 604 |
return _ub != INF && !std::isnan(_ub); |
|
| 461 | 605 |
} |
| ... | ... |
@@ -472,7 +616,2 @@ |
| 472 | 616 |
///container. |
| 473 |
///- Its it fully compatible with \c std::map<Row,double>, so for expamle |
|
| 474 |
///if \c e is an DualExpr and \c v |
|
| 475 |
///and \c w are of type \ref Row, then you can |
|
| 476 |
///read and modify the coefficients like |
|
| 477 |
///these. |
|
| 478 | 617 |
///\code |
| ... | ... |
@@ -485,4 +624,4 @@ |
| 485 | 624 |
///double s=0; |
| 486 |
///for(LpSolverBase::DualExpr::iterator i=e.begin();i!=e.end();++i) |
|
| 487 |
/// s+=i->second; |
|
| 625 |
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i) |
|
| 626 |
/// s+=*i; |
|
| 488 | 627 |
///\endcode |
| ... | ... |
@@ -497,3 +636,3 @@ |
| 497 | 636 |
///\endcode |
| 498 |
///are valid \ref DualExpr |
|
| 637 |
///are valid \ref DualExpr dual expressions. |
|
| 499 | 638 |
///The usual assignment operations are also defined. |
| ... | ... |
@@ -507,47 +646,64 @@ |
| 507 | 646 |
///\sa Expr |
| 508 |
/// |
|
| 509 |
class DualExpr : public std::map<Row,Value> |
|
| 510 |
{
|
|
| 647 |
class DualExpr {
|
|
| 648 |
friend class LpBase; |
|
| 511 | 649 |
public: |
| 512 |
typedef LpSolverBase::Row Key; |
|
| 513 |
typedef LpSolverBase::Value Value; |
|
| 650 |
/// The key type of the expression |
|
| 651 |
typedef LpBase::Row Key; |
|
| 652 |
/// The value type of the expression |
|
| 653 |
typedef LpBase::Value Value; |
|
| 514 | 654 |
|
| 515 | 655 |
protected: |
| 516 |
|
|
| 656 |
std::map<int, Value> comps; |
|
| 517 | 657 |
|
| 518 | 658 |
public: |
| 519 |
typedef True IsLinExpression; |
|
| 520 |
///\e |
|
| 521 |
DualExpr() : Base() { }
|
|
| 522 |
///\e |
|
| 523 |
DualExpr(const Key &v) {
|
|
| 524 |
Base::insert(std::make_pair(v, 1)); |
|
| 659 |
typedef True SolverExpr; |
|
| 660 |
/// Default constructor |
|
| 661 |
|
|
| 662 |
/// Construct an empty expression, the coefficients are |
|
| 663 |
/// initialized to zero. |
|
| 664 |
DualExpr() {}
|
|
| 665 |
/// Construct an expression from a row |
|
| 666 |
|
|
| 667 |
/// Construct an expression, which has a term with \c r dual |
|
| 668 |
/// variable and 1.0 coefficient. |
|
| 669 |
DualExpr(const Row &r) {
|
|
| 670 |
typedef std::map<int, Value>::value_type pair_type; |
|
| 671 |
comps.insert(pair_type(id(r), 1)); |
|
| 525 | 672 |
} |
| 526 |
///\e |
|
| 527 |
void set(const Key &v,const Value &c) {
|
|
| 528 |
|
|
| 673 |
/// Returns the coefficient of the row |
|
| 674 |
Value operator[](const Row& r) const {
|
|
| 675 |
std::map<int, Value>::const_iterator it = comps.find(id(r)); |
|
| 676 |
if (it != comps.end()) {
|
|
| 677 |
return it->second; |
|
| 678 |
} else {
|
|
| 679 |
return 0; |
|
| 680 |
} |
|
| 681 |
} |
|
| 682 |
/// Returns the coefficient of the row |
|
| 683 |
Value& operator[](const Row& r) {
|
|
| 684 |
return comps[id(r)]; |
|
| 685 |
} |
|
| 686 |
/// Sets the coefficient of the row |
|
| 687 |
void set(const Row &r, const Value &v) {
|
|
| 688 |
if (v != 0.0) {
|
|
| 689 |
typedef std::map<int, Value>::value_type pair_type; |
|
| 690 |
comps.insert(pair_type(id(r), v)); |
|
| 691 |
} else {
|
|
| 692 |
comps.erase(id(r)); |
|
| 693 |
} |
|
| 694 |
} |
|
| 695 |
/// \brief Removes the coefficients which's absolute value does |
|
| 696 |
/// not exceed \c epsilon. |
|
| 697 |
void simplify(Value epsilon = 0.0) {
|
|
| 698 |
std::map<int, Value>::iterator it=comps.begin(); |
|
| 699 |
while (it != comps.end()) {
|
|
| 700 |
std::map<int, Value>::iterator jt=it; |
|
| 701 |
++jt; |
|
| 702 |
if (std::fabs((*it).second) <= epsilon) comps.erase(it); |
|
| 703 |
it=jt; |
|
| 704 |
} |
|
| 529 | 705 |
} |
| 530 | 706 |
|
| 531 |
///Removes the components with zero coefficient. |
|
| 532 |
void simplify() {
|
|
| 533 |
for (Base::iterator i=Base::begin(); i!=Base::end();) {
|
|
| 534 |
Base::iterator j=i; |
|
| 535 |
++j; |
|
| 536 |
if ((*i).second==0) Base::erase(i); |
|
| 537 |
i=j; |
|
| 538 |
} |
|
| 539 |
} |
|
| 540 |
|
|
| 541 |
void simplify() const {
|
|
| 542 |
const_cast<DualExpr*>(this)->simplify(); |
|
| 543 |
} |
|
| 544 |
|
|
| 545 |
///Removes the coefficients closer to zero than \c tolerance. |
|
| 546 |
void simplify(double &tolerance) {
|
|
| 547 |
for (Base::iterator i=Base::begin(); i!=Base::end();) {
|
|
| 548 |
Base::iterator j=i; |
|
| 549 |
++j; |
|
| 550 |
if (std::fabs((*i).second)<tolerance) Base::erase(i); |
|
| 551 |
i=j; |
|
| 552 |
} |
|
| 707 |
void simplify(Value epsilon = 0.0) const {
|
|
| 708 |
const_cast<DualExpr*>(this)->simplify(epsilon); |
|
| 553 | 709 |
} |
| ... | ... |
@@ -556,39 +712,133 @@ |
| 556 | 712 |
void clear() {
|
| 557 |
|
|
| 713 |
comps.clear(); |
|
| 714 |
} |
|
| 715 |
///Compound assignment |
|
| 716 |
DualExpr &operator+=(const DualExpr &e) {
|
|
| 717 |
for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
|
| 718 |
it!=e.comps.end(); ++it) |
|
| 719 |
comps[it->first]+=it->second; |
|
| 720 |
return *this; |
|
| 721 |
} |
|
| 722 |
///Compound assignment |
|
| 723 |
DualExpr &operator-=(const DualExpr &e) {
|
|
| 724 |
for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
|
| 725 |
it!=e.comps.end(); ++it) |
|
| 726 |
comps[it->first]-=it->second; |
|
| 727 |
return *this; |
|
| 728 |
} |
|
| 729 |
///Multiply with a constant |
|
| 730 |
DualExpr &operator*=(const Value &v) {
|
|
| 731 |
for (std::map<int, Value>::iterator it=comps.begin(); |
|
| 732 |
it!=comps.end(); ++it) |
|
| 733 |
it->second*=v; |
|
| 734 |
return *this; |
|
| 735 |
} |
|
| 736 |
///Division with a constant |
|
| 737 |
DualExpr &operator/=(const Value &v) {
|
|
| 738 |
for (std::map<int, Value>::iterator it=comps.begin(); |
|
| 739 |
it!=comps.end(); ++it) |
|
| 740 |
it->second/=v; |
|
| 741 |
return *this; |
|
| 558 | 742 |
} |
| 559 | 743 |
|
| 560 |
///\e |
|
| 561 |
DualExpr &operator+=(const DualExpr &e) {
|
|
| 562 |
for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
|
| 563 |
(*this)[j->first]+=j->second; |
|
| 564 |
|
|
| 744 |
///Iterator over the expression |
|
| 745 |
|
|
| 746 |
///The iterator iterates over the terms of the expression. |
|
| 747 |
/// |
|
| 748 |
///\code |
|
| 749 |
///double s=0; |
|
| 750 |
///for(LpBase::DualExpr::CoeffIt i(e);i!=INVALID;++i) |
|
| 751 |
/// s+= *i * dual(i); |
|
| 752 |
///\endcode |
|
| 753 |
class CoeffIt {
|
|
| 754 |
private: |
|
| 755 |
|
|
| 756 |
std::map<int, Value>::iterator _it, _end; |
|
| 757 |
|
|
| 758 |
public: |
|
| 759 |
|
|
| 760 |
/// Sets the iterator to the first term |
|
| 761 |
|
|
| 762 |
/// Sets the iterator to the first term of the expression. |
|
| 763 |
/// |
|
| 764 |
CoeffIt(DualExpr& e) |
|
| 765 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
|
| 766 |
|
|
| 767 |
/// Convert the iterator to the row of the term |
|
| 768 |
operator Row() const {
|
|
| 769 |
return rowFromId(_it->first); |
|
| 565 | 770 |
} |
| 566 |
///\e |
|
| 567 |
DualExpr &operator-=(const DualExpr &e) {
|
|
| 568 |
for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
|
| 569 |
(*this)[j->first]-=j->second; |
|
| 570 |
return *this; |
|
| 571 |
} |
|
| 572 |
///\e |
|
| 573 |
DualExpr &operator*=(const Value &c) {
|
|
| 574 |
for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
|
| 575 |
j->second*=c; |
|
| 576 |
return *this; |
|
| 577 |
} |
|
| 578 |
///\e |
|
| 579 |
DualExpr &operator/=(const Value &c) {
|
|
| 580 |
for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
|
| 581 |
j->second/=c; |
|
| 582 |
return *this; |
|
| 583 |
} |
|
| 771 |
|
|
| 772 |
/// Returns the coefficient of the term |
|
| 773 |
Value& operator*() { return _it->second; }
|
|
| 774 |
|
|
| 775 |
/// Returns the coefficient of the term |
|
| 776 |
const Value& operator*() const { return _it->second; }
|
|
| 777 |
|
|
| 778 |
/// Next term |
|
| 779 |
|
|
| 780 |
/// Assign the iterator to the next term. |
|
| 781 |
/// |
|
| 782 |
CoeffIt& operator++() { ++_it; return *this; }
|
|
| 783 |
|
|
| 784 |
/// Equality operator |
|
| 785 |
bool operator==(Invalid) const { return _it == _end; }
|
|
| 786 |
/// Inequality operator |
|
| 787 |
bool operator!=(Invalid) const { return _it != _end; }
|
|
| 584 | 788 |
}; |
| 585 | 789 |
|
| 790 |
///Iterator over the expression |
|
| 586 | 791 |
|
| 792 |
///The iterator iterates over the terms of the expression. |
|
| 793 |
/// |
|
| 794 |
///\code |
|
| 795 |
///double s=0; |
|
| 796 |
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i) |
|
| 797 |
/// s+= *i * dual(i); |
|
| 798 |
///\endcode |
|
| 799 |
class ConstCoeffIt {
|
|
| 587 | 800 |
private: |
| 588 | 801 |
|
| 589 |
template <typename _Expr> |
|
| 590 |
class MappedOutputIterator {
|
|
| 802 |
std::map<int, Value>::const_iterator _it, _end; |
|
| 803 |
|
|
| 591 | 804 |
public: |
| 592 | 805 |
|
| 593 |
|
|
| 806 |
/// Sets the iterator to the first term |
|
| 807 |
|
|
| 808 |
/// Sets the iterator to the first term of the expression. |
|
| 809 |
/// |
|
| 810 |
ConstCoeffIt(const DualExpr& e) |
|
| 811 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
|
| 812 |
|
|
| 813 |
/// Convert the iterator to the row of the term |
|
| 814 |
operator Row() const {
|
|
| 815 |
return rowFromId(_it->first); |
|
| 816 |
} |
|
| 817 |
|
|
| 818 |
/// Returns the coefficient of the term |
|
| 819 |
const Value& operator*() const { return _it->second; }
|
|
| 820 |
|
|
| 821 |
/// Next term |
|
| 822 |
|
|
| 823 |
/// Assign the iterator to the next term. |
|
| 824 |
/// |
|
| 825 |
ConstCoeffIt& operator++() { ++_it; return *this; }
|
|
| 826 |
|
|
| 827 |
/// Equality operator |
|
| 828 |
bool operator==(Invalid) const { return _it == _end; }
|
|
| 829 |
/// Inequality operator |
|
| 830 |
bool operator!=(Invalid) const { return _it != _end; }
|
|
| 831 |
}; |
|
| 832 |
}; |
|
| 833 |
|
|
| 834 |
|
|
| 835 |
protected: |
|
| 836 |
|
|
| 837 |
class InsertIterator {
|
|
| 838 |
private: |
|
| 839 |
|
|
| 840 |
std::map<int, Value>& _host; |
|
| 841 |
const _solver_bits::VarIndex& _index; |
|
| 842 |
|
|
| 843 |
public: |
|
| 594 | 844 |
|
| ... | ... |
@@ -600,6 +850,9 @@ |
| 600 | 850 |
|
| 601 |
MappedOutputIterator(const Base& _base, const LpSolverBase& _lp) |
|
| 602 |
: base(_base), lp(_lp) {}
|
|
| 851 |
InsertIterator(std::map<int, Value>& host, |
|
| 852 |
const _solver_bits::VarIndex& index) |
|
| 853 |
: _host(host), _index(index) {}
|
|
| 603 | 854 |
|
| 604 |
|
|
| 855 |
InsertIterator& operator=(const std::pair<int, Value>& value) {
|
|
| 856 |
typedef std::map<int, Value>::value_type pair_type; |
|
| 857 |
_host.insert(pair_type(_index[value.first], value.second)); |
|
| 605 | 858 |
return *this; |
| ... | ... |
@@ -607,42 +860,19 @@ |
| 607 | 860 |
|
| 608 |
MappedOutputIterator& operator=(const std::pair<int, Value>& value) {
|
|
| 609 |
*base = std::make_pair(lp._item(value.first, typename _Expr::Key()), |
|
| 610 |
value.second); |
|
| 611 |
return *this; |
|
| 612 |
} |
|
| 861 |
InsertIterator& operator*() { return *this; }
|
|
| 862 |
InsertIterator& operator++() { return *this; }
|
|
| 863 |
InsertIterator operator++(int) { return *this; }
|
|
| 613 | 864 |
|
| 614 |
MappedOutputIterator& operator++() {
|
|
| 615 |
++base; |
|
| 616 |
return *this; |
|
| 617 |
} |
|
| 618 |
|
|
| 619 |
MappedOutputIterator operator++(int) {
|
|
| 620 |
MappedOutputIterator tmp(*this); |
|
| 621 |
++base; |
|
| 622 |
return tmp; |
|
| 623 |
} |
|
| 624 |
|
|
| 625 |
bool operator==(const MappedOutputIterator& it) const {
|
|
| 626 |
return base == it.base; |
|
| 627 |
} |
|
| 628 |
|
|
| 629 |
bool operator!=(const MappedOutputIterator& it) const {
|
|
| 630 |
return base != it.base; |
|
| 631 |
} |
|
| 632 |
|
|
| 633 |
private: |
|
| 634 |
Base base; |
|
| 635 |
const LpSolverBase& lp; |
|
| 636 | 865 |
}; |
| 637 | 866 |
|
| 638 |
template <typename Expr> |
|
| 639 |
class MappedInputIterator {
|
|
| 867 |
class ExprIterator {
|
|
| 868 |
private: |
|
| 869 |
std::map<int, Value>::const_iterator _host_it; |
|
| 870 |
const _solver_bits::VarIndex& _index; |
|
| 640 | 871 |
public: |
| 641 | 872 |
|
| 642 |
typedef typename Expr::const_iterator Base; |
|
| 643 |
|
|
| 644 |
typedef typename Base::iterator_category iterator_category; |
|
| 645 |
typedef typename Base::difference_type difference_type; |
|
| 873 |
typedef std::bidirectional_iterator_tag iterator_category; |
|
| 874 |
typedef std::ptrdiff_t difference_type; |
|
| 646 | 875 |
typedef const std::pair<int, Value> value_type; |
| 647 | 876 |
typedef value_type reference; |
| 877 |
|
|
| 648 | 878 |
class pointer {
|
| ... | ... |
@@ -655,7 +885,8 @@ |
| 655 | 885 |
|
| 656 |
MappedInputIterator(const Base& _base, const LpSolverBase& _lp) |
|
| 657 |
: base(_base), lp(_lp) {}
|
|
| 886 |
ExprIterator(const std::map<int, Value>::const_iterator& host_it, |
|
| 887 |
const _solver_bits::VarIndex& index) |
|
| 888 |
: _host_it(host_it), _index(index) {}
|
|
| 658 | 889 |
|
| 659 | 890 |
reference operator*() {
|
| 660 |
return std::make_pair( |
|
| 891 |
return std::make_pair(_index(_host_it->first), _host_it->second); |
|
| 661 | 892 |
} |
| ... | ... |
@@ -666,24 +897,20 @@ |
| 666 | 897 |
|
| 667 |
MappedInputIterator& operator++() {
|
|
| 668 |
++base; |
|
| 669 |
return *this; |
|
| 898 |
ExprIterator& operator++() { ++_host_it; return *this; }
|
|
| 899 |
ExprIterator operator++(int) {
|
|
| 900 |
ExprIterator tmp(*this); ++_host_it; return tmp; |
|
| 670 | 901 |
} |
| 671 | 902 |
|
| 672 |
MappedInputIterator operator++(int) {
|
|
| 673 |
MappedInputIterator tmp(*this); |
|
| 674 |
++base; |
|
| 675 |
return tmp; |
|
| 903 |
ExprIterator& operator--() { --_host_it; return *this; }
|
|
| 904 |
ExprIterator operator--(int) {
|
|
| 905 |
ExprIterator tmp(*this); --_host_it; return tmp; |
|
| 676 | 906 |
} |
| 677 | 907 |
|
| 678 |
bool operator==(const MappedInputIterator& it) const {
|
|
| 679 |
return base == it.base; |
|
| 908 |
bool operator==(const ExprIterator& it) const {
|
|
| 909 |
return _host_it == it._host_it; |
|
| 680 | 910 |
} |
| 681 | 911 |
|
| 682 |
bool operator!=(const MappedInputIterator& it) const {
|
|
| 683 |
return base != it.base; |
|
| 912 |
bool operator!=(const ExprIterator& it) const {
|
|
| 913 |
return _host_it != it._host_it; |
|
| 684 | 914 |
} |
| 685 | 915 |
|
| 686 |
private: |
|
| 687 |
Base base; |
|
| 688 |
const LpSolverBase& lp; |
|
| 689 | 916 |
}; |
| ... | ... |
@@ -692,41 +919,11 @@ |
| 692 | 919 |
|
| 693 |
/// STL compatible iterator for lp col |
|
| 694 |
typedef MappedInputIterator<Expr> ConstRowIterator; |
|
| 695 |
/// STL compatible iterator for lp row |
|
| 696 |
typedef MappedInputIterator<DualExpr> ConstColIterator; |
|
| 920 |
//Abstract virtual functions |
|
| 921 |
virtual LpBase* _newSolver() const = 0; |
|
| 922 |
virtual LpBase* _cloneSolver() const = 0; |
|
| 697 | 923 |
|
| 698 |
/// STL compatible iterator for lp col |
|
| 699 |
typedef MappedOutputIterator<Expr> RowIterator; |
|
| 700 |
/// STL compatible iterator for lp row |
|
| 701 |
typedef MappedOutputIterator<DualExpr> ColIterator; |
|
| 924 |
virtual int _addColId(int col) { return cols.addIndex(col); }
|
|
| 925 |
virtual int _addRowId(int row) { return rows.addIndex(row); }
|
|
| 702 | 926 |
|
| 703 |
//Abstract virtual functions |
|
| 704 |
virtual LpSolverBase* _newLp() = 0; |
|
| 705 |
virtual LpSolverBase* _copyLp(){
|
|
| 706 |
LpSolverBase* newlp = _newLp(); |
|
| 707 |
|
|
| 708 |
std::map<Col, Col> ref; |
|
| 709 |
for (LpSolverBase::ColIt it(*this); it != INVALID; ++it) {
|
|
| 710 |
Col ccol = newlp->addCol(); |
|
| 711 |
ref[it] = ccol; |
|
| 712 |
newlp->colName(ccol, colName(it)); |
|
| 713 |
newlp->colLowerBound(ccol, colLowerBound(it)); |
|
| 714 |
newlp->colUpperBound(ccol, colUpperBound(it)); |
|
| 715 |
} |
|
| 716 |
|
|
| 717 |
for (LpSolverBase::RowIt it(*this); it != INVALID; ++it) {
|
|
| 718 |
Expr e = row(it), ce; |
|
| 719 |
for (Expr::iterator jt = e.begin(); jt != e.end(); ++jt) {
|
|
| 720 |
ce[ref[jt->first]] = jt->second; |
|
| 721 |
} |
|
| 722 |
ce += e.constComp(); |
|
| 723 |
Row r = newlp->addRow(ce); |
|
| 724 |
|
|
| 725 |
double lower, upper; |
|
| 726 |
getRowBounds(it, lower, upper); |
|
| 727 |
newlp->rowBounds(r, lower, upper); |
|
| 728 |
} |
|
| 729 |
|
|
| 730 |
return newlp; |
|
| 731 |
} |
|
| 927 |
virtual void _eraseColId(int col) { cols.eraseIndex(col); }
|
|
| 928 |
virtual void _eraseRowId(int row) { rows.eraseIndex(row); }
|
|
| 732 | 929 |
|
| ... | ... |
@@ -742,16 +939,29 @@ |
| 742 | 939 |
|
| 743 |
virtual void _setRowCoeffs(int i, ConstRowIterator b, |
|
| 744 |
ConstRowIterator e) = 0; |
|
| 745 |
virtual void _getRowCoeffs(int i, RowIterator b) const = 0; |
|
| 746 |
virtual void _setColCoeffs(int i, ConstColIterator b, |
|
| 747 |
ConstColIterator e) = 0; |
|
| 748 |
virtual void _getColCoeffs(int i, ColIterator b) const = 0; |
|
| 940 |
virtual void _getRowName(int row, std::string& name) const = 0; |
|
| 941 |
virtual void _setRowName(int row, const std::string& name) = 0; |
|
| 942 |
virtual int _rowByName(const std::string& name) const = 0; |
|
| 943 |
|
|
| 944 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
|
| 945 |
virtual void _getRowCoeffs(int i, InsertIterator b) const = 0; |
|
| 946 |
|
|
| 947 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
|
| 948 |
virtual void _getColCoeffs(int i, InsertIterator b) const = 0; |
|
| 949 |
|
|
| 749 | 950 |
virtual void _setCoeff(int row, int col, Value value) = 0; |
| 750 | 951 |
virtual Value _getCoeff(int row, int col) const = 0; |
| 952 |
|
|
| 751 | 953 |
virtual void _setColLowerBound(int i, Value value) = 0; |
| 752 | 954 |
virtual Value _getColLowerBound(int i) const = 0; |
| 955 |
|
|
| 753 | 956 |
virtual void _setColUpperBound(int i, Value value) = 0; |
| 754 | 957 |
virtual Value _getColUpperBound(int i) const = 0; |
| 755 |
virtual void _setRowBounds(int i, Value lower, Value upper) = 0; |
|
| 756 |
virtual void _getRowBounds(int i, Value &lower, Value &upper) const = 0; |
|
| 958 |
|
|
| 959 |
virtual void _setRowLowerBound(int i, Value value) = 0; |
|
| 960 |
virtual Value _getRowLowerBound(int i) const = 0; |
|
| 961 |
|
|
| 962 |
virtual void _setRowUpperBound(int i, Value value) = 0; |
|
| 963 |
virtual Value _getRowUpperBound(int i) const = 0; |
|
| 964 |
|
|
| 965 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e) = 0; |
|
| 966 |
virtual void _getObjCoeffs(InsertIterator b) const = 0; |
|
| 757 | 967 |
|
| ... | ... |
@@ -759,18 +969,9 @@ |
| 759 | 969 |
virtual Value _getObjCoeff(int i) const = 0; |
| 760 |
virtual void _clearObj()=0; |
|
| 761 | 970 |
|
| 762 |
virtual SolveExitStatus _solve() = 0; |
|
| 763 |
virtual Value _getPrimal(int i) const = 0; |
|
| 764 |
virtual Value _getDual(int i) const = 0; |
|
| 765 |
virtual Value _getPrimalValue() const = 0; |
|
| 766 |
virtual bool _isBasicCol(int i) const = 0; |
|
| 767 |
virtual SolutionStatus _getPrimalStatus() const = 0; |
|
| 768 |
virtual SolutionStatus _getDualStatus() const = 0; |
|
| 769 |
virtual ProblemTypes _getProblemType() const = 0; |
|
| 971 |
virtual void _setSense(Sense) = 0; |
|
| 972 |
virtual Sense _getSense() const = 0; |
|
| 770 | 973 |
|
| 771 |
virtual void _setMax() = 0; |
|
| 772 |
virtual void _setMin() = 0; |
|
| 974 |
virtual void _clear() = 0; |
|
| 773 | 975 |
|
| 774 |
|
|
| 775 |
virtual bool _isMax() const = 0; |
|
| 976 |
virtual const char* _solverName() const = 0; |
|
| 776 | 977 |
|
| ... | ... |
@@ -781,14 +982,16 @@ |
| 781 | 982 |
|
| 983 |
LpBase() : rows(), cols(), obj_const_comp(0) {}
|
|
| 984 |
|
|
| 782 | 985 |
public: |
| 783 | 986 |
|
| 784 |
///\e |
|
| 785 |
LpSolverBase() : obj_const_comp(0) {}
|
|
| 786 |
|
|
| 787 |
///\e |
|
| 788 |
|
|
| 987 |
/// Virtual destructor |
|
| 988 |
virtual ~LpBase() {}
|
|
| 789 | 989 |
|
| 790 | 990 |
///Creates a new LP problem |
| 791 |
|
|
| 991 |
LpBase* newSolver() {return _newSolver();}
|
|
| 792 | 992 |
///Makes a copy of the LP problem |
| 793 |
|
|
| 993 |
LpBase* cloneSolver() {return _cloneSolver();}
|
|
| 994 |
|
|
| 995 |
///Gives back the name of the solver. |
|
| 996 |
const char* solverName() const {return _solverName();}
|
|
| 794 | 997 |
|
| ... | ... |
@@ -799,23 +1002,19 @@ |
| 799 | 1002 |
///Add a new empty column (i.e a new variable) to the LP |
| 800 |
Col addCol() { Col c;
|
|
| 1003 |
Col addCol() { Col c; c._id = _addColId(_addCol()); return c;}
|
|
| 801 | 1004 |
|
| 802 |
///\brief Adds several new columns |
|
| 803 |
///(i.e a variables) at once |
|
| 1005 |
///\brief Adds several new columns (i.e variables) at once |
|
| 804 | 1006 |
/// |
| 805 |
///This magic function takes a container as its argument |
|
| 806 |
///and fills its elements |
|
| 807 |
/// |
|
| 1007 |
///This magic function takes a container as its argument and fills |
|
| 1008 |
///its elements with new columns (i.e. variables) |
|
| 808 | 1009 |
///\param t can be |
| 809 | 1010 |
///- a standard STL compatible iterable container with |
| 810 |
///\ref Col as its \c values_type |
|
| 811 |
///like |
|
| 1011 |
///\ref Col as its \c values_type like |
|
| 812 | 1012 |
///\code |
| 813 |
///std::vector<LpSolverBase::Col> |
|
| 814 |
///std::list<LpSolverBase::Col> |
|
| 1013 |
///std::vector<LpBase::Col> |
|
| 1014 |
///std::list<LpBase::Col> |
|
| 815 | 1015 |
///\endcode |
| 816 | 1016 |
///- a standard STL compatible iterable container with |
| 817 |
///\ref Col as its \c mapped_type |
|
| 818 |
///like |
|
| 1017 |
///\ref Col as its \c mapped_type like |
|
| 819 | 1018 |
///\code |
| 820 |
///std::map<AnyType, |
|
| 1019 |
///std::map<AnyType,LpBase::Col> |
|
| 821 | 1020 |
///\endcode |
| ... | ... |
@@ -823,4 +1022,4 @@ |
| 823 | 1022 |
///\code |
| 824 |
///ListGraph::NodeMap<LpSolverBase::Col> |
|
| 825 |
///ListGraph::EdgeMap<LpSolverBase::Col> |
|
| 1023 |
///ListGraph::NodeMap<LpBase::Col> |
|
| 1024 |
///ListGraph::ArcMap<LpBase::Col> |
|
| 826 | 1025 |
///\endcode |
| ... | ... |
@@ -832,3 +1031,3 @@ |
| 832 | 1031 |
template<class T> |
| 833 |
typename enable_if<typename T::value_type:: |
|
| 1032 |
typename enable_if<typename T::value_type::LpCol,int>::type |
|
| 834 | 1033 |
addColSet(T &t,dummy<0> = 0) {
|
| ... | ... |
@@ -839,3 +1038,3 @@ |
| 839 | 1038 |
template<class T> |
| 840 |
typename enable_if<typename T::value_type::second_type:: |
|
| 1039 |
typename enable_if<typename T::value_type::second_type::LpCol, |
|
| 841 | 1040 |
int>::type |
| ... | ... |
@@ -850,3 +1049,3 @@ |
| 850 | 1049 |
template<class T> |
| 851 |
typename enable_if<typename T::MapIt::Value:: |
|
| 1050 |
typename enable_if<typename T::MapIt::Value::LpCol, |
|
| 852 | 1051 |
int>::type |
| ... | ... |
@@ -870,4 +1069,4 @@ |
| 870 | 1069 |
e.simplify(); |
| 871 |
_setColCoeffs(_lpId(c), ConstColIterator(e.begin(), *this), |
|
| 872 |
ConstColIterator(e.end(), *this)); |
|
| 1070 |
_setColCoeffs(cols(id(c)), ExprIterator(e.comps.begin(), cols), |
|
| 1071 |
ExprIterator(e.comps.end(), cols)); |
|
| 873 | 1072 |
} |
| ... | ... |
@@ -876,3 +1075,3 @@ |
| 876 | 1075 |
|
| 877 |
///\param |
|
| 1076 |
///\param c is the column to get |
|
| 878 | 1077 |
///\return the dual expression associated to the column |
| ... | ... |
@@ -880,3 +1079,3 @@ |
| 880 | 1079 |
DualExpr e; |
| 881 |
_getColCoeffs( |
|
| 1080 |
_getColCoeffs(cols(id(c)), InsertIterator(e.comps, rows)); |
|
| 882 | 1081 |
return e; |
| ... | ... |
@@ -887,3 +1086,3 @@ |
| 887 | 1086 |
///\param e is a dual linear expression (see \ref DualExpr) |
| 888 |
///\param |
|
| 1087 |
///\param o is the corresponding component of the objective |
|
| 889 | 1088 |
///function. It is 0 by default. |
| ... | ... |
@@ -901,23 +1100,19 @@ |
| 901 | 1100 |
///\return The created row |
| 902 |
Row addRow() { Row r;
|
|
| 1101 |
Row addRow() { Row r; r._id = _addRowId(_addRow()); return r;}
|
|
| 903 | 1102 |
|
| 904 |
///\brief Add several new rows |
|
| 905 |
///(i.e a constraints) at once |
|
| 1103 |
///\brief Add several new rows (i.e constraints) at once |
|
| 906 | 1104 |
/// |
| 907 |
///This magic function takes a container as its argument |
|
| 908 |
///and fills its elements |
|
| 909 |
/// |
|
| 1105 |
///This magic function takes a container as its argument and fills |
|
| 1106 |
///its elements with new row (i.e. variables) |
|
| 910 | 1107 |
///\param t can be |
| 911 | 1108 |
///- a standard STL compatible iterable container with |
| 912 |
///\ref Row as its \c values_type |
|
| 913 |
///like |
|
| 1109 |
///\ref Row as its \c values_type like |
|
| 914 | 1110 |
///\code |
| 915 |
///std::vector<LpSolverBase::Row> |
|
| 916 |
///std::list<LpSolverBase::Row> |
|
| 1111 |
///std::vector<LpBase::Row> |
|
| 1112 |
///std::list<LpBase::Row> |
|
| 917 | 1113 |
///\endcode |
| 918 | 1114 |
///- a standard STL compatible iterable container with |
| 919 |
///\ref Row as its \c mapped_type |
|
| 920 |
///like |
|
| 1115 |
///\ref Row as its \c mapped_type like |
|
| 921 | 1116 |
///\code |
| 922 |
///std::map<AnyType, |
|
| 1117 |
///std::map<AnyType,LpBase::Row> |
|
| 923 | 1118 |
///\endcode |
| ... | ... |
@@ -925,4 +1120,4 @@ |
| 925 | 1120 |
///\code |
| 926 |
///ListGraph::NodeMap<LpSolverBase::Row> |
|
| 927 |
///ListGraph::EdgeMap<LpSolverBase::Row> |
|
| 1121 |
///ListGraph::NodeMap<LpBase::Row> |
|
| 1122 |
///ListGraph::ArcMap<LpBase::Row> |
|
| 928 | 1123 |
///\endcode |
| ... | ... |
@@ -934,3 +1129,3 @@ |
| 934 | 1129 |
template<class T> |
| 935 |
typename enable_if<typename T::value_type:: |
|
| 1130 |
typename enable_if<typename T::value_type::LpRow,int>::type |
|
| 936 | 1131 |
addRowSet(T &t,dummy<0> = 0) {
|
| ... | ... |
@@ -941,4 +1136,3 @@ |
| 941 | 1136 |
template<class T> |
| 942 |
typename enable_if<typename T::value_type::second_type::LpSolverRow, |
|
| 943 |
int>::type |
|
| 1137 |
typename enable_if<typename T::value_type::second_type::LpRow, int>::type |
|
| 944 | 1138 |
addRowSet(T &t,dummy<1> = 1) {
|
| ... | ... |
@@ -952,4 +1146,3 @@ |
| 952 | 1146 |
template<class T> |
| 953 |
typename enable_if<typename T::MapIt::Value::LpSolverRow, |
|
| 954 |
int>::type |
|
| 1147 |
typename enable_if<typename T::MapIt::Value::LpRow, int>::type |
|
| 955 | 1148 |
addRowSet(T &t,dummy<2> = 2) {
|
| ... | ... |
@@ -971,11 +1164,8 @@ |
| 971 | 1164 |
///\param u is the upper bound (\ref INF means no bound) |
| 972 |
///\bug This is a temporary function. The interface will change to |
|
| 973 |
///a better one. |
|
| 974 |
///\todo Option to control whether a constraint with a single variable is |
|
| 975 |
///added or not. |
|
| 976 | 1165 |
void row(Row r, Value l, const Expr &e, Value u) {
|
| 977 | 1166 |
e.simplify(); |
| 978 |
_setRowCoeffs(_lpId(r), ConstRowIterator(e.begin(), *this), |
|
| 979 |
ConstRowIterator(e.end(), *this)); |
|
| 980 |
|
|
| 1167 |
_setRowCoeffs(rows(id(r)), ExprIterator(e.comps.begin(), cols), |
|
| 1168 |
ExprIterator(e.comps.end(), cols)); |
|
| 1169 |
_setRowLowerBound(rows(id(r)),l - *e); |
|
| 1170 |
_setRowUpperBound(rows(id(r)),u - *e); |
|
| 981 | 1171 |
} |
| ... | ... |
@@ -998,3 +1188,3 @@ |
| 998 | 1188 |
Expr e; |
| 999 |
_getRowCoeffs( |
|
| 1189 |
_getRowCoeffs(rows(id(r)), InsertIterator(e.comps, cols)); |
|
| 1000 | 1190 |
return e; |
| ... | ... |
@@ -1008,4 +1198,2 @@ |
| 1008 | 1198 |
///\return The created row. |
| 1009 |
///\bug This is a temporary function. The interface will change to |
|
| 1010 |
///a better one. |
|
| 1011 | 1199 |
Row addRow(Value l,const Expr &e, Value u) {
|
| ... | ... |
@@ -1025,9 +1213,8 @@ |
| 1025 | 1213 |
} |
| 1026 |
///Erase a |
|
| 1214 |
///Erase a column (i.e a variable) from the LP |
|
| 1027 | 1215 |
|
| 1028 |
///\param c is the coloumn to be deleted |
|
| 1029 |
///\todo Please check this |
|
| 1030 |
void eraseCol(Col c) {
|
|
| 1031 |
_eraseCol(_lpId(c)); |
|
| 1032 |
|
|
| 1216 |
///\param c is the column to be deleted |
|
| 1217 |
void erase(Col c) {
|
|
| 1218 |
_eraseCol(cols(id(c))); |
|
| 1219 |
_eraseColId(cols(id(c))); |
|
| 1033 | 1220 |
} |
| ... | ... |
@@ -1036,6 +1223,5 @@ |
| 1036 | 1223 |
///\param r is the row to be deleted |
| 1037 |
///\todo Please check this |
|
| 1038 |
void eraseRow(Row r) {
|
|
| 1039 |
_eraseRow(_lpId(r)); |
|
| 1040 |
rows.eraseId(r.id); |
|
| 1224 |
void erase(Row r) {
|
|
| 1225 |
_eraseRow(rows(id(r))); |
|
| 1226 |
_eraseRowId(rows(id(r))); |
|
| 1041 | 1227 |
} |
| ... | ... |
@@ -1044,3 +1230,3 @@ |
| 1044 | 1230 |
|
| 1045 |
///\param c is the coresponding |
|
| 1231 |
///\param c is the coresponding column |
|
| 1046 | 1232 |
///\return The name of the colunm |
| ... | ... |
@@ -1048,3 +1234,3 @@ |
| 1048 | 1234 |
std::string name; |
| 1049 |
_getColName( |
|
| 1235 |
_getColName(cols(id(c)), name); |
|
| 1050 | 1236 |
return name; |
| ... | ... |
@@ -1054,6 +1240,6 @@ |
| 1054 | 1240 |
|
| 1055 |
///\param c is the coresponding |
|
| 1241 |
///\param c is the coresponding column |
|
| 1056 | 1242 |
///\param name The name to be given |
| 1057 | 1243 |
void colName(Col c, const std::string& name) {
|
| 1058 |
_setColName( |
|
| 1244 |
_setColName(cols(id(c)), name); |
|
| 1059 | 1245 |
} |
| ... | ... |
@@ -1066,3 +1252,30 @@ |
| 1066 | 1252 |
int k = _colByName(name); |
| 1067 |
return k != -1 ? Col(cols |
|
| 1253 |
return k != -1 ? Col(cols[k]) : Col(INVALID); |
|
| 1254 |
} |
|
| 1255 |
|
|
| 1256 |
/// Get the name of a row |
|
| 1257 |
|
|
| 1258 |
///\param r is the coresponding row |
|
| 1259 |
///\return The name of the row |
|
| 1260 |
std::string rowName(Row r) const {
|
|
| 1261 |
std::string name; |
|
| 1262 |
_getRowName(rows(id(r)), name); |
|
| 1263 |
return name; |
|
| 1264 |
} |
|
| 1265 |
|
|
| 1266 |
/// Set the name of a row |
|
| 1267 |
|
|
| 1268 |
///\param r is the coresponding row |
|
| 1269 |
///\param name The name to be given |
|
| 1270 |
void rowName(Row r, const std::string& name) {
|
|
| 1271 |
_setRowName(rows(id(r)), name); |
|
| 1272 |
} |
|
| 1273 |
|
|
| 1274 |
/// Get the row by its name |
|
| 1275 |
|
|
| 1276 |
///\param name The name of the row |
|
| 1277 |
///\return the proper row or \c INVALID |
|
| 1278 |
Row rowByName(const std::string& name) const {
|
|
| 1279 |
int k = _rowByName(name); |
|
| 1280 |
return k != -1 ? Row(rows[k]) : Row(INVALID); |
|
| 1068 | 1281 |
} |
| ... | ... |
@@ -1072,7 +1285,6 @@ |
| 1072 | 1285 |
///\param r is the row of the element to be modified |
| 1073 |
///\param c is the |
|
| 1286 |
///\param c is the column of the element to be modified |
|
| 1074 | 1287 |
///\param val is the new value of the coefficient |
| 1075 |
|
|
| 1076 | 1288 |
void coeff(Row r, Col c, Value val) {
|
| 1077 |
_setCoeff( |
|
| 1289 |
_setCoeff(rows(id(r)),cols(id(c)), val); |
|
| 1078 | 1290 |
} |
| ... | ... |
@@ -1081,8 +1293,7 @@ |
| 1081 | 1293 |
|
| 1082 |
///\param r is the row of the element in question |
|
| 1083 |
///\param c is the coloumn of the element in question |
|
| 1294 |
///\param r is the row of the element |
|
| 1295 |
///\param c is the column of the element |
|
| 1084 | 1296 |
///\return the corresponding coefficient |
| 1085 |
|
|
| 1086 | 1297 |
Value coeff(Row r, Col c) const {
|
| 1087 |
return _getCoeff( |
|
| 1298 |
return _getCoeff(rows(id(r)),cols(id(c))); |
|
| 1088 | 1299 |
} |
| ... | ... |
@@ -1095,3 +1306,3 @@ |
| 1095 | 1306 |
void colLowerBound(Col c, Value value) {
|
| 1096 |
_setColLowerBound( |
|
| 1307 |
_setColLowerBound(cols(id(c)),value); |
|
| 1097 | 1308 |
} |
| ... | ... |
@@ -1100,7 +1311,7 @@ |
| 1100 | 1311 |
|
| 1101 |
/// This function returns the lower bound for column (variable) \ |
|
| 1312 |
/// This function returns the lower bound for column (variable) \c c |
|
| 1102 | 1313 |
/// (this might be -\ref INF as well). |
| 1103 |
///\return The lower bound for |
|
| 1314 |
///\return The lower bound for column \c c |
|
| 1104 | 1315 |
Value colLowerBound(Col c) const {
|
| 1105 |
return _getColLowerBound( |
|
| 1316 |
return _getColLowerBound(cols(id(c))); |
|
| 1106 | 1317 |
} |
| ... | ... |
@@ -1108,3 +1319,3 @@ |
| 1108 | 1319 |
///\brief Set the lower bound of several columns |
| 1109 |
///(i.e |
|
| 1320 |
///(i.e variables) at once |
|
| 1110 | 1321 |
/// |
| ... | ... |
@@ -1120,3 +1331,3 @@ |
| 1120 | 1331 |
template<class T> |
| 1121 |
typename enable_if<typename T::value_type:: |
|
| 1332 |
typename enable_if<typename T::value_type::LpCol,void>::type |
|
| 1122 | 1333 |
colLowerBound(T &t, Value value,dummy<0> = 0) {
|
| ... | ... |
@@ -1127,3 +1338,3 @@ |
| 1127 | 1338 |
template<class T> |
| 1128 |
typename enable_if<typename T::value_type::second_type:: |
|
| 1339 |
typename enable_if<typename T::value_type::second_type::LpCol, |
|
| 1129 | 1340 |
void>::type |
| ... | ... |
@@ -1135,3 +1346,3 @@ |
| 1135 | 1346 |
template<class T> |
| 1136 |
typename enable_if<typename T::MapIt::Value:: |
|
| 1347 |
typename enable_if<typename T::MapIt::Value::LpCol, |
|
| 1137 | 1348 |
void>::type |
| ... | ... |
@@ -1150,3 +1361,3 @@ |
| 1150 | 1361 |
void colUpperBound(Col c, Value value) {
|
| 1151 |
_setColUpperBound( |
|
| 1362 |
_setColUpperBound(cols(id(c)),value); |
|
| 1152 | 1363 |
}; |
| ... | ... |
@@ -1155,7 +1366,7 @@ |
| 1155 | 1366 |
|
| 1156 |
/// This function returns the upper bound for column (variable) \ |
|
| 1367 |
/// This function returns the upper bound for column (variable) \c c |
|
| 1157 | 1368 |
/// (this might be \ref INF as well). |
| 1158 |
///\return The upper bound for |
|
| 1369 |
/// \return The upper bound for column \c c |
|
| 1159 | 1370 |
Value colUpperBound(Col c) const {
|
| 1160 |
return _getColUpperBound( |
|
| 1371 |
return _getColUpperBound(cols(id(c))); |
|
| 1161 | 1372 |
} |
| ... | ... |
@@ -1163,3 +1374,3 @@ |
| 1163 | 1374 |
///\brief Set the upper bound of several columns |
| 1164 |
///(i.e |
|
| 1375 |
///(i.e variables) at once |
|
| 1165 | 1376 |
/// |
| ... | ... |
@@ -1175,3 +1386,3 @@ |
| 1175 | 1386 |
template<class T> |
| 1176 |
typename enable_if<typename T::value_type:: |
|
| 1387 |
typename enable_if<typename T::value_type::LpCol,void>::type |
|
| 1177 | 1388 |
colUpperBound(T &t, Value value,dummy<0> = 0) {
|
| ... | ... |
@@ -1182,3 +1393,3 @@ |
| 1182 | 1393 |
template<class T> |
| 1183 |
typename enable_if<typename T::value_type::second_type:: |
|
| 1394 |
typename enable_if<typename T::value_type::second_type::LpCol, |
|
| 1184 | 1395 |
void>::type |
| ... | ... |
@@ -1190,3 +1401,3 @@ |
| 1190 | 1401 |
template<class T> |
| 1191 |
typename enable_if<typename T::MapIt::Value:: |
|
| 1402 |
typename enable_if<typename T::MapIt::Value::LpCol, |
|
| 1192 | 1403 |
void>::type |
| ... | ... |
@@ -1206,4 +1417,4 @@ |
| 1206 | 1417 |
void colBounds(Col c, Value lower, Value upper) {
|
| 1207 |
_setColLowerBound(_lpId(c),lower); |
|
| 1208 |
_setColUpperBound(_lpId(c),upper); |
|
| 1418 |
_setColLowerBound(cols(id(c)),lower); |
|
| 1419 |
_setColUpperBound(cols(id(c)),upper); |
|
| 1209 | 1420 |
} |
| ... | ... |
@@ -1211,3 +1422,3 @@ |
| 1211 | 1422 |
///\brief Set the lower and the upper bound of several columns |
| 1212 |
///(i.e |
|
| 1423 |
///(i.e variables) at once |
|
| 1213 | 1424 |
/// |
| ... | ... |
@@ -1224,3 +1435,3 @@ |
| 1224 | 1435 |
template<class T> |
| 1225 |
typename enable_if<typename T::value_type:: |
|
| 1436 |
typename enable_if<typename T::value_type::LpCol,void>::type |
|
| 1226 | 1437 |
colBounds(T &t, Value lower, Value upper,dummy<0> = 0) {
|
| ... | ... |
@@ -1231,4 +1442,3 @@ |
| 1231 | 1442 |
template<class T> |
| 1232 |
typename enable_if<typename T::value_type::second_type::LpSolverCol, |
|
| 1233 |
void>::type |
|
| 1443 |
typename enable_if<typename T::value_type::second_type::LpCol, void>::type |
|
| 1234 | 1444 |
colBounds(T &t, Value lower, Value upper,dummy<1> = 1) {
|
| ... | ... |
@@ -1239,4 +1449,3 @@ |
| 1239 | 1449 |
template<class T> |
| 1240 |
typename enable_if<typename T::MapIt::Value::LpSolverCol, |
|
| 1241 |
void>::type |
|
| 1450 |
typename enable_if<typename T::MapIt::Value::LpCol, void>::type |
|
| 1242 | 1451 |
colBounds(T &t, Value lower, Value upper,dummy<2> = 2) {
|
| ... | ... |
@@ -1248,26 +1457,36 @@ |
| 1248 | 1457 |
|
| 1458 |
/// Set the lower bound of a row (i.e a constraint) |
|
| 1249 | 1459 |
|
| 1250 |
/// Set the lower and the upper bounds of a row (i.e a constraint) |
|
| 1251 |
|
|
| 1252 |
/// The lower and the upper bound of a constraint (row) have to be |
|
| 1253 |
/// given by an extended number of type Value, i.e. a finite |
|
| 1254 |
/// number of type Value, -\ref INF or \ref INF. There is no |
|
| 1255 |
/// separate function for the lower and the upper bound because |
|
| 1256 |
/// that would have been hard to implement for CPLEX. |
|
| 1257 |
void rowBounds(Row c, Value lower, Value upper) {
|
|
| 1258 |
|
|
| 1460 |
/// The lower bound of a constraint (row) has to be given by an |
|
| 1461 |
/// extended number of type Value, i.e. a finite number of type |
|
| 1462 |
/// Value or -\ref INF. |
|
| 1463 |
void rowLowerBound(Row r, Value value) {
|
|
| 1464 |
_setRowLowerBound(rows(id(r)),value); |
|
| 1259 | 1465 |
} |
| 1260 | 1466 |
|
| 1261 |
/// Get the lower |
|
| 1467 |
/// Get the lower bound of a row (i.e a constraint) |
|
| 1262 | 1468 |
|
| 1263 |
/// The lower and the upper bound of |
|
| 1264 |
/// a constraint (row) are |
|
| 1265 |
/// extended numbers of type Value, i.e. finite numbers of type |
|
| 1266 |
/// Value, -\ref INF or \ref INF. |
|
| 1267 |
/// \todo There is no separate function for the |
|
| 1268 |
/// lower and the upper bound because we had problems with the |
|
| 1269 |
/// implementation of the setting functions for CPLEX: |
|
| 1270 |
/// check out whether this can be done for these functions. |
|
| 1271 |
void getRowBounds(Row c, Value &lower, Value &upper) const {
|
|
| 1272 |
_getRowBounds(_lpId(c),lower, upper); |
|
| 1469 |
/// This function returns the lower bound for row (constraint) \c c |
|
| 1470 |
/// (this might be -\ref INF as well). |
|
| 1471 |
///\return The lower bound for row \c r |
|
| 1472 |
Value rowLowerBound(Row r) const {
|
|
| 1473 |
return _getRowLowerBound(rows(id(r))); |
|
| 1474 |
} |
|
| 1475 |
|
|
| 1476 |
/// Set the upper bound of a row (i.e a constraint) |
|
| 1477 |
|
|
| 1478 |
/// The upper bound of a constraint (row) has to be given by an |
|
| 1479 |
/// extended number of type Value, i.e. a finite number of type |
|
| 1480 |
/// Value or -\ref INF. |
|
| 1481 |
void rowUpperBound(Row r, Value value) {
|
|
| 1482 |
_setRowUpperBound(rows(id(r)),value); |
|
| 1483 |
} |
|
| 1484 |
|
|
| 1485 |
/// Get the upper bound of a row (i.e a constraint) |
|
| 1486 |
|
|
| 1487 |
/// This function returns the upper bound for row (constraint) \c c |
|
| 1488 |
/// (this might be -\ref INF as well). |
|
| 1489 |
///\return The upper bound for row \c r |
|
| 1490 |
Value rowUpperBound(Row r) const {
|
|
| 1491 |
return _getRowUpperBound(rows(id(r))); |
|
| 1273 | 1492 |
} |
| ... | ... |
@@ -1275,6 +1494,6 @@ |
| 1275 | 1494 |
///Set an element of the objective function |
| 1276 |
void objCoeff(Col c, Value v) {_setObjCoeff(
|
|
| 1495 |
void objCoeff(Col c, Value v) {_setObjCoeff(cols(id(c)),v); };
|
|
| 1277 | 1496 |
|
| 1278 | 1497 |
///Get an element of the objective function |
| 1279 |
Value objCoeff(Col c) const { return _getObjCoeff(
|
|
| 1498 |
Value objCoeff(Col c) const { return _getObjCoeff(cols(id(c))); };
|
|
| 1280 | 1499 |
|
| ... | ... |
@@ -1283,7 +1502,7 @@ |
| 1283 | 1502 |
///\param e is a linear expression of type \ref Expr. |
| 1284 |
void obj(Expr e) {
|
|
| 1285 |
_clearObj(); |
|
| 1286 |
for (Expr::iterator i=e.begin(); i!=e.end(); ++i) |
|
| 1287 |
objCoeff((*i).first,(*i).second); |
|
| 1288 |
|
|
| 1503 |
/// |
|
| 1504 |
void obj(const Expr& e) {
|
|
| 1505 |
_setObjCoeffs(ExprIterator(e.comps.begin(), cols), |
|
| 1506 |
ExprIterator(e.comps.end(), cols)); |
|
| 1507 |
obj_const_comp = *e; |
|
| 1289 | 1508 |
} |
| ... | ... |
@@ -1292,11 +1511,8 @@ |
| 1292 | 1511 |
|
| 1293 |
///\return the objective function as a linear expression of type |
|
| 1512 |
///\return the objective function as a linear expression of type |
|
| 1513 |
///Expr. |
|
| 1294 | 1514 |
Expr obj() const {
|
| 1295 | 1515 |
Expr e; |
| 1296 |
for (ColIt it(*this); it != INVALID; ++it) {
|
|
| 1297 |
double c = objCoeff(it); |
|
| 1298 |
if (c != 0.0) {
|
|
| 1299 |
e.insert(std::make_pair(it, c)); |
|
| 1300 |
} |
|
| 1301 |
} |
|
| 1516 |
_getObjCoeffs(InsertIterator(e.comps, cols)); |
|
| 1517 |
*e = obj_const_comp; |
|
| 1302 | 1518 |
return e; |
| ... | ... |
@@ -1305,12 +1521,16 @@ |
| 1305 | 1521 |
|
| 1306 |
///Maximize |
|
| 1307 |
void max() { _setMax(); }
|
|
| 1308 |
///Minimize |
|
| 1309 |
void min() { _setMin(); }
|
|
| 1522 |
///Set the direction of optimization |
|
| 1523 |
void sense(Sense sense) { _setSense(sense); }
|
|
| 1310 | 1524 |
|
| 1311 |
///Query function: is this a maximization problem? |
|
| 1312 |
bool isMax() const {return _isMax(); }
|
|
| 1525 |
///Query the direction of the optimization |
|
| 1526 |
Sense sense() const {return _getSense(); }
|
|
| 1313 | 1527 |
|
| 1314 |
///Query function: is this a minimization problem? |
|
| 1315 |
bool isMin() const {return !isMax(); }
|
|
| 1528 |
///Set the sense to maximization |
|
| 1529 |
void max() { _setSense(MAX); }
|
|
| 1530 |
|
|
| 1531 |
///Set the sense to maximization |
|
| 1532 |
void min() { _setSense(MIN); }
|
|
| 1533 |
|
|
| 1534 |
///Clears the problem |
|
| 1535 |
void clear() { _clear(); }
|
|
| 1316 | 1536 |
|
| ... | ... |
@@ -1318,2 +1538,286 @@ |
| 1318 | 1538 |
|
| 1539 |
}; |
|
| 1540 |
|
|
| 1541 |
/// Addition |
|
| 1542 |
|
|
| 1543 |
///\relates LpBase::Expr |
|
| 1544 |
/// |
|
| 1545 |
inline LpBase::Expr operator+(const LpBase::Expr &a, const LpBase::Expr &b) {
|
|
| 1546 |
LpBase::Expr tmp(a); |
|
| 1547 |
tmp+=b; |
|
| 1548 |
return tmp; |
|
| 1549 |
} |
|
| 1550 |
///Substraction |
|
| 1551 |
|
|
| 1552 |
///\relates LpBase::Expr |
|
| 1553 |
/// |
|
| 1554 |
inline LpBase::Expr operator-(const LpBase::Expr &a, const LpBase::Expr &b) {
|
|
| 1555 |
LpBase::Expr tmp(a); |
|
| 1556 |
tmp-=b; |
|
| 1557 |
return tmp; |
|
| 1558 |
} |
|
| 1559 |
///Multiply with constant |
|
| 1560 |
|
|
| 1561 |
///\relates LpBase::Expr |
|
| 1562 |
/// |
|
| 1563 |
inline LpBase::Expr operator*(const LpBase::Expr &a, const LpBase::Value &b) {
|
|
| 1564 |
LpBase::Expr tmp(a); |
|
| 1565 |
tmp*=b; |
|
| 1566 |
return tmp; |
|
| 1567 |
} |
|
| 1568 |
|
|
| 1569 |
///Multiply with constant |
|
| 1570 |
|
|
| 1571 |
///\relates LpBase::Expr |
|
| 1572 |
/// |
|
| 1573 |
inline LpBase::Expr operator*(const LpBase::Value &a, const LpBase::Expr &b) {
|
|
| 1574 |
LpBase::Expr tmp(b); |
|
| 1575 |
tmp*=a; |
|
| 1576 |
return tmp; |
|
| 1577 |
} |
|
| 1578 |
///Divide with constant |
|
| 1579 |
|
|
| 1580 |
///\relates LpBase::Expr |
|
| 1581 |
/// |
|
| 1582 |
inline LpBase::Expr operator/(const LpBase::Expr &a, const LpBase::Value &b) {
|
|
| 1583 |
LpBase::Expr tmp(a); |
|
| 1584 |
tmp/=b; |
|
| 1585 |
return tmp; |
|
| 1586 |
} |
|
| 1587 |
|
|
| 1588 |
///Create constraint |
|
| 1589 |
|
|
| 1590 |
///\relates LpBase::Constr |
|
| 1591 |
/// |
|
| 1592 |
inline LpBase::Constr operator<=(const LpBase::Expr &e, |
|
| 1593 |
const LpBase::Expr &f) {
|
|
| 1594 |
return LpBase::Constr(0, f - e, LpBase::INF); |
|
| 1595 |
} |
|
| 1596 |
|
|
| 1597 |
///Create constraint |
|
| 1598 |
|
|
| 1599 |
///\relates LpBase::Constr |
|
| 1600 |
/// |
|
| 1601 |
inline LpBase::Constr operator<=(const LpBase::Value &e, |
|
| 1602 |
const LpBase::Expr &f) {
|
|
| 1603 |
return LpBase::Constr(e, f, LpBase::NaN); |
|
| 1604 |
} |
|
| 1605 |
|
|
| 1606 |
///Create constraint |
|
| 1607 |
|
|
| 1608 |
///\relates LpBase::Constr |
|
| 1609 |
/// |
|
| 1610 |
inline LpBase::Constr operator<=(const LpBase::Expr &e, |
|
| 1611 |
const LpBase::Value &f) {
|
|
| 1612 |
return LpBase::Constr(- LpBase::INF, e, f); |
|
| 1613 |
} |
|
| 1614 |
|
|
| 1615 |
///Create constraint |
|
| 1616 |
|
|
| 1617 |
///\relates LpBase::Constr |
|
| 1618 |
/// |
|
| 1619 |
inline LpBase::Constr operator>=(const LpBase::Expr &e, |
|
| 1620 |
const LpBase::Expr &f) {
|
|
| 1621 |
return LpBase::Constr(0, e - f, LpBase::INF); |
|
| 1622 |
} |
|
| 1623 |
|
|
| 1624 |
|
|
| 1625 |
///Create constraint |
|
| 1626 |
|
|
| 1627 |
///\relates LpBase::Constr |
|
| 1628 |
/// |
|
| 1629 |
inline LpBase::Constr operator>=(const LpBase::Value &e, |
|
| 1630 |
const LpBase::Expr &f) {
|
|
| 1631 |
return LpBase::Constr(LpBase::NaN, f, e); |
|
| 1632 |
} |
|
| 1633 |
|
|
| 1634 |
|
|
| 1635 |
///Create constraint |
|
| 1636 |
|
|
| 1637 |
///\relates LpBase::Constr |
|
| 1638 |
/// |
|
| 1639 |
inline LpBase::Constr operator>=(const LpBase::Expr &e, |
|
| 1640 |
const LpBase::Value &f) {
|
|
| 1641 |
return LpBase::Constr(f, e, LpBase::INF); |
|
| 1642 |
} |
|
| 1643 |
|
|
| 1644 |
///Create constraint |
|
| 1645 |
|
|
| 1646 |
///\relates LpBase::Constr |
|
| 1647 |
/// |
|
| 1648 |
inline LpBase::Constr operator==(const LpBase::Expr &e, |
|
| 1649 |
const LpBase::Value &f) {
|
|
| 1650 |
return LpBase::Constr(f, e, f); |
|
| 1651 |
} |
|
| 1652 |
|
|
| 1653 |
///Create constraint |
|
| 1654 |
|
|
| 1655 |
///\relates LpBase::Constr |
|
| 1656 |
/// |
|
| 1657 |
inline LpBase::Constr operator==(const LpBase::Expr &e, |
|
| 1658 |
const LpBase::Expr &f) {
|
|
| 1659 |
return LpBase::Constr(0, f - e, 0); |
|
| 1660 |
} |
|
| 1661 |
|
|
| 1662 |
///Create constraint |
|
| 1663 |
|
|
| 1664 |
///\relates LpBase::Constr |
|
| 1665 |
/// |
|
| 1666 |
inline LpBase::Constr operator<=(const LpBase::Value &n, |
|
| 1667 |
const LpBase::Constr &c) {
|
|
| 1668 |
LpBase::Constr tmp(c); |
|
| 1669 |
LEMON_ASSERT(std::isnan(tmp.lowerBound()), "Wrong LP constraint"); |
|
| 1670 |
tmp.lowerBound()=n; |
|
| 1671 |
return tmp; |
|
| 1672 |
} |
|
| 1673 |
///Create constraint |
|
| 1674 |
|
|
| 1675 |
///\relates LpBase::Constr |
|
| 1676 |
/// |
|
| 1677 |
inline LpBase::Constr operator<=(const LpBase::Constr &c, |
|
| 1678 |
const LpBase::Value &n) |
|
| 1679 |
{
|
|
| 1680 |
LpBase::Constr tmp(c); |
|
| 1681 |
LEMON_ASSERT(std::isnan(tmp.upperBound()), "Wrong LP constraint"); |
|
| 1682 |
tmp.upperBound()=n; |
|
| 1683 |
return tmp; |
|
| 1684 |
} |
|
| 1685 |
|
|
| 1686 |
///Create constraint |
|
| 1687 |
|
|
| 1688 |
///\relates LpBase::Constr |
|
| 1689 |
/// |
|
| 1690 |
inline LpBase::Constr operator>=(const LpBase::Value &n, |
|
| 1691 |
const LpBase::Constr &c) {
|
|
| 1692 |
LpBase::Constr tmp(c); |
|
| 1693 |
LEMON_ASSERT(std::isnan(tmp.upperBound()), "Wrong LP constraint"); |
|
| 1694 |
tmp.upperBound()=n; |
|
| 1695 |
return tmp; |
|
| 1696 |
} |
|
| 1697 |
///Create constraint |
|
| 1698 |
|
|
| 1699 |
///\relates LpBase::Constr |
|
| 1700 |
/// |
|
| 1701 |
inline LpBase::Constr operator>=(const LpBase::Constr &c, |
|
| 1702 |
const LpBase::Value &n) |
|
| 1703 |
{
|
|
| 1704 |
LpBase::Constr tmp(c); |
|
| 1705 |
LEMON_ASSERT(std::isnan(tmp.lowerBound()), "Wrong LP constraint"); |
|
| 1706 |
tmp.lowerBound()=n; |
|
| 1707 |
return tmp; |
|
| 1708 |
} |
|
| 1709 |
|
|
| 1710 |
///Addition |
|
| 1711 |
|
|
| 1712 |
///\relates LpBase::DualExpr |
|
| 1713 |
/// |
|
| 1714 |
inline LpBase::DualExpr operator+(const LpBase::DualExpr &a, |
|
| 1715 |
const LpBase::DualExpr &b) {
|
|
| 1716 |
LpBase::DualExpr tmp(a); |
|
| 1717 |
tmp+=b; |
|
| 1718 |
return tmp; |
|
| 1719 |
} |
|
| 1720 |
///Substraction |
|
| 1721 |
|
|
| 1722 |
///\relates LpBase::DualExpr |
|
| 1723 |
/// |
|
| 1724 |
inline LpBase::DualExpr operator-(const LpBase::DualExpr &a, |
|
| 1725 |
const LpBase::DualExpr &b) {
|
|
| 1726 |
LpBase::DualExpr tmp(a); |
|
| 1727 |
tmp-=b; |
|
| 1728 |
return tmp; |
|
| 1729 |
} |
|
| 1730 |
///Multiply with constant |
|
| 1731 |
|
|
| 1732 |
///\relates LpBase::DualExpr |
|
| 1733 |
/// |
|
| 1734 |
inline LpBase::DualExpr operator*(const LpBase::DualExpr &a, |
|
| 1735 |
const LpBase::Value &b) {
|
|
| 1736 |
LpBase::DualExpr tmp(a); |
|
| 1737 |
tmp*=b; |
|
| 1738 |
return tmp; |
|
| 1739 |
} |
|
| 1740 |
|
|
| 1741 |
///Multiply with constant |
|
| 1742 |
|
|
| 1743 |
///\relates LpBase::DualExpr |
|
| 1744 |
/// |
|
| 1745 |
inline LpBase::DualExpr operator*(const LpBase::Value &a, |
|
| 1746 |
const LpBase::DualExpr &b) {
|
|
| 1747 |
LpBase::DualExpr tmp(b); |
|
| 1748 |
tmp*=a; |
|
| 1749 |
return tmp; |
|
| 1750 |
} |
|
| 1751 |
///Divide with constant |
|
| 1752 |
|
|
| 1753 |
///\relates LpBase::DualExpr |
|
| 1754 |
/// |
|
| 1755 |
inline LpBase::DualExpr operator/(const LpBase::DualExpr &a, |
|
| 1756 |
const LpBase::Value &b) {
|
|
| 1757 |
LpBase::DualExpr tmp(a); |
|
| 1758 |
tmp/=b; |
|
| 1759 |
return tmp; |
|
| 1760 |
} |
|
| 1761 |
|
|
| 1762 |
/// \ingroup lp_group |
|
| 1763 |
/// |
|
| 1764 |
/// \brief Common base class for LP solvers |
|
| 1765 |
/// |
|
| 1766 |
/// This class is an abstract base class for LP solvers. This class |
|
| 1767 |
/// provides a full interface for set and modify an LP problem, |
|
| 1768 |
/// solve it and retrieve the solution. You can use one of the |
|
| 1769 |
/// descendants as a concrete implementation, or the \c Lp |
|
| 1770 |
/// default LP solver. However, if you would like to handle LP |
|
| 1771 |
/// solvers as reference or pointer in a generic way, you can use |
|
| 1772 |
/// this class directly. |
|
| 1773 |
class LpSolver : virtual public LpBase {
|
|
| 1774 |
public: |
|
| 1775 |
|
|
| 1776 |
/// The problem types for primal and dual problems |
|
| 1777 |
enum ProblemType {
|
|
| 1778 |
///Feasible solution hasn't been found (but may exist). |
|
| 1779 |
UNDEFINED = 0, |
|
| 1780 |
///The problem has no feasible solution |
|
| 1781 |
INFEASIBLE = 1, |
|
| 1782 |
///Feasible solution found |
|
| 1783 |
FEASIBLE = 2, |
|
| 1784 |
///Optimal solution exists and found |
|
| 1785 |
OPTIMAL = 3, |
|
| 1786 |
///The cost function is unbounded |
|
| 1787 |
UNBOUNDED = 4 |
|
| 1788 |
}; |
|
| 1789 |
|
|
| 1790 |
///The basis status of variables |
|
| 1791 |
enum VarStatus {
|
|
| 1792 |
/// The variable is in the basis |
|
| 1793 |
BASIC, |
|
| 1794 |
/// The variable is free, but not basic |
|
| 1795 |
FREE, |
|
| 1796 |
/// The variable has active lower bound |
|
| 1797 |
LOWER, |
|
| 1798 |
/// The variable has active upper bound |
|
| 1799 |
UPPER, |
|
| 1800 |
/// The variable is non-basic and fixed |
|
| 1801 |
FIXED |
|
| 1802 |
}; |
|
| 1803 |
|
|
| 1804 |
protected: |
|
| 1805 |
|
|
| 1806 |
virtual SolveExitStatus _solve() = 0; |
|
| 1807 |
|
|
| 1808 |
virtual Value _getPrimal(int i) const = 0; |
|
| 1809 |
virtual Value _getDual(int i) const = 0; |
|
| 1810 |
|
|
| 1811 |
virtual Value _getPrimalRay(int i) const = 0; |
|
| 1812 |
virtual Value _getDualRay(int i) const = 0; |
|
| 1813 |
|
|
| 1814 |
virtual Value _getPrimalValue() const = 0; |
|
| 1815 |
|
|
| 1816 |
virtual VarStatus _getColStatus(int i) const = 0; |
|
| 1817 |
virtual VarStatus _getRowStatus(int i) const = 0; |
|
| 1818 |
|
|
| 1819 |
virtual ProblemType _getPrimalType() const = 0; |
|
| 1820 |
virtual ProblemType _getDualType() const = 0; |
|
| 1821 |
|
|
| 1822 |
public: |
|
| 1319 | 1823 |
|
| ... | ... |
@@ -1328,4 +1832,2 @@ |
| 1328 | 1832 |
///\ref SolveExitStatus. |
| 1329 |
/// |
|
| 1330 |
///\todo Which method is used to solve the problem |
|
| 1331 | 1833 |
SolveExitStatus solve() { return _solve(); }
|
| ... | ... |
@@ -1338,25 +1840,60 @@ |
| 1338 | 1840 |
|
| 1339 |
/// The status of the primal problem (the original LP problem) |
|
| 1340 |
SolutionStatus primalStatus() const {
|
|
| 1341 |
|
|
| 1841 |
/// The type of the primal problem |
|
| 1842 |
ProblemType primalType() const {
|
|
| 1843 |
return _getPrimalType(); |
|
| 1342 | 1844 |
} |
| 1343 | 1845 |
|
| 1344 |
/// The status of the dual (of the original LP) problem |
|
| 1345 |
SolutionStatus dualStatus() const {
|
|
| 1346 |
|
|
| 1846 |
/// The type of the dual problem |
|
| 1847 |
ProblemType dualType() const {
|
|
| 1848 |
return _getDualType(); |
|
| 1347 | 1849 |
} |
| 1348 | 1850 |
|
| 1349 |
///The type of the original LP problem |
|
| 1350 |
ProblemTypes problemType() const {
|
|
| 1351 |
|
|
| 1851 |
/// Return the primal value of the column |
|
| 1852 |
|
|
| 1853 |
/// Return the primal value of the column. |
|
| 1854 |
/// \pre The problem is solved. |
|
| 1855 |
Value primal(Col c) const { return _getPrimal(cols(id(c))); }
|
|
| 1856 |
|
|
| 1857 |
/// Return the primal value of the expression |
|
| 1858 |
|
|
| 1859 |
/// Return the primal value of the expression, i.e. the dot |
|
| 1860 |
/// product of the primal solution and the expression. |
|
| 1861 |
/// \pre The problem is solved. |
|
| 1862 |
Value primal(const Expr& e) const {
|
|
| 1863 |
double res = *e; |
|
| 1864 |
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
|
|
| 1865 |
res += *c * primal(c); |
|
| 1352 | 1866 |
} |
| 1867 |
return res; |
|
| 1868 |
} |
|
| 1869 |
/// Returns a component of the primal ray |
|
| 1353 | 1870 |
|
| 1354 |
///\e |
|
| 1355 |
Value primal(Col c) const { return _getPrimal(_lpId(c)); }
|
|
| 1356 |
///\e |
|
| 1357 |
Value primal(const Expr& e) const {
|
|
| 1358 |
double res = e.constComp(); |
|
| 1359 |
for (std::map<Col, double>::const_iterator it = e.begin(); |
|
| 1360 |
it != e.end(); ++it) {
|
|
| 1361 |
res += _getPrimal(_lpId(it->first)) * it->second; |
|
| 1871 |
/// The primal ray is solution of the modified primal problem, |
|
| 1872 |
/// where we change each finite bound to 0, and we looking for a |
|
| 1873 |
/// negative objective value in case of minimization, and positive |
|
| 1874 |
/// objective value for maximization. If there is such solution, |
|
| 1875 |
/// that proofs the unsolvability of the dual problem, and if a |
|
| 1876 |
/// feasible primal solution exists, then the unboundness of |
|
| 1877 |
/// primal problem. |
|
| 1878 |
/// |
|
| 1879 |
/// \pre The problem is solved and the dual problem is infeasible. |
|
| 1880 |
/// \note Some solvers does not provide primal ray calculation |
|
| 1881 |
/// functions. |
|
| 1882 |
Value primalRay(Col c) const { return _getPrimalRay(cols(id(c))); }
|
|
| 1883 |
|
|
| 1884 |
/// Return the dual value of the row |
|
| 1885 |
|
|
| 1886 |
/// Return the dual value of the row. |
|
| 1887 |
/// \pre The problem is solved. |
|
| 1888 |
Value dual(Row r) const { return _getDual(rows(id(r))); }
|
|
| 1889 |
|
|
| 1890 |
/// Return the dual value of the dual expression |
|
| 1891 |
|
|
| 1892 |
/// Return the dual value of the dual expression, i.e. the dot |
|
| 1893 |
/// product of the dual solution and the dual expression. |
|
| 1894 |
/// \pre The problem is solved. |
|
| 1895 |
Value dual(const DualExpr& e) const {
|
|
| 1896 |
double res = 0.0; |
|
| 1897 |
for (DualExpr::ConstCoeffIt r(e); r != INVALID; ++r) {
|
|
| 1898 |
res += *r * dual(r); |
|
| 1362 | 1899 |
} |
| ... | ... |
@@ -1365,18 +1902,28 @@ |
| 1365 | 1902 |
|
| 1366 |
///\e |
|
| 1367 |
Value dual(Row r) const { return _getDual(_lpId(r)); }
|
|
| 1368 |
///\e |
|
| 1369 |
Value dual(const DualExpr& e) const {
|
|
| 1370 |
double res = 0.0; |
|
| 1371 |
for (std::map<Row, double>::const_iterator it = e.begin(); |
|
| 1372 |
it != e.end(); ++it) {
|
|
| 1373 |
res += _getPrimal(_lpId(it->first)) * it->second; |
|
| 1374 |
} |
|
| 1375 |
return res; |
|
| 1376 |
|
|
| 1903 |
/// Returns a component of the dual ray |
|
| 1377 | 1904 |
|
| 1378 |
///\e |
|
| 1379 |
bool isBasicCol(Col c) const { return _isBasicCol(_lpId(c)); }
|
|
| 1905 |
/// The dual ray is solution of the modified primal problem, where |
|
| 1906 |
/// we change each finite bound to 0 (i.e. the objective function |
|
| 1907 |
/// coefficients in the primal problem), and we looking for a |
|
| 1908 |
/// ositive objective value. If there is such solution, that |
|
| 1909 |
/// proofs the unsolvability of the primal problem, and if a |
|
| 1910 |
/// feasible dual solution exists, then the unboundness of |
|
| 1911 |
/// dual problem. |
|
| 1912 |
/// |
|
| 1913 |
/// \pre The problem is solved and the primal problem is infeasible. |
|
| 1914 |
/// \note Some solvers does not provide dual ray calculation |
|
| 1915 |
/// functions. |
|
| 1916 |
Value dualRay(Row r) const { return _getDualRay(rows(id(r))); }
|
|
| 1380 | 1917 |
|
| 1381 |
/// |
|
| 1918 |
/// Return the basis status of the column |
|
| 1919 |
|
|
| 1920 |
/// \see VarStatus |
|
| 1921 |
VarStatus colStatus(Col c) const { return _getColStatus(cols(id(c))); }
|
|
| 1922 |
|
|
| 1923 |
/// Return the basis status of the row |
|
| 1924 |
|
|
| 1925 |
/// \see VarStatus |
|
| 1926 |
VarStatus rowStatus(Row r) const { return _getRowStatus(rows(id(r))); }
|
|
| 1927 |
|
|
| 1928 |
///The value of the objective function |
|
| 1382 | 1929 |
|
| ... | ... |
@@ -1387,5 +1934,12 @@ |
| 1387 | 1934 |
///- The (finite) objective value if an optimal solution is found. |
| 1388 |
Value |
|
| 1935 |
Value primal() const { return _getPrimalValue()+obj_const_comp;}
|
|
| 1389 | 1936 |
///@} |
| 1390 | 1937 |
|
| 1938 |
LpSolver* newSolver() {return _newSolver();}
|
|
| 1939 |
LpSolver* cloneSolver() {return _cloneSolver();}
|
|
| 1940 |
|
|
| 1941 |
protected: |
|
| 1942 |
|
|
| 1943 |
virtual LpSolver* _newSolver() const = 0; |
|
| 1944 |
virtual LpSolver* _cloneSolver() const = 0; |
|
| 1391 | 1945 |
}; |
| ... | ... |
@@ -1396,23 +1950,59 @@ |
| 1396 | 1950 |
/// \brief Common base class for MIP solvers |
| 1397 |
/// \todo Much more docs |
|
| 1398 |
class MipSolverBase : virtual public LpSolverBase{
|
|
| 1951 |
/// |
|
| 1952 |
/// This class is an abstract base class for MIP solvers. This class |
|
| 1953 |
/// provides a full interface for set and modify an MIP problem, |
|
| 1954 |
/// solve it and retrieve the solution. You can use one of the |
|
| 1955 |
/// descendants as a concrete implementation, or the \c Lp |
|
| 1956 |
/// default MIP solver. However, if you would like to handle MIP |
|
| 1957 |
/// solvers as reference or pointer in a generic way, you can use |
|
| 1958 |
/// this class directly. |
|
| 1959 |
class MipSolver : virtual public LpBase {
|
|
| 1399 | 1960 |
public: |
| 1400 | 1961 |
|
| 1401 |
/// |
|
| 1962 |
/// The problem types for MIP problems |
|
| 1963 |
enum ProblemType {
|
|
| 1964 |
///Feasible solution hasn't been found (but may exist). |
|
| 1965 |
UNDEFINED = 0, |
|
| 1966 |
///The problem has no feasible solution |
|
| 1967 |
INFEASIBLE = 1, |
|
| 1968 |
///Feasible solution found |
|
| 1969 |
FEASIBLE = 2, |
|
| 1970 |
///Optimal solution exists and found |
|
| 1971 |
OPTIMAL = 3, |
|
| 1972 |
///The cost function is unbounded |
|
| 1973 |
/// |
|
| 1974 |
///The Mip or at least the relaxed problem is unbounded |
|
| 1975 |
UNBOUNDED = 4 |
|
| 1976 |
}; |
|
| 1977 |
|
|
| 1978 |
///\name Solve the MIP |
|
| 1979 |
|
|
| 1980 |
///@{
|
|
| 1981 |
|
|
| 1982 |
/// Solve the MIP problem at hand |
|
| 1983 |
/// |
|
| 1984 |
///\return The result of the optimization procedure. Possible |
|
| 1985 |
///values and their meanings can be found in the documentation of |
|
| 1986 |
///\ref SolveExitStatus. |
|
| 1987 |
SolveExitStatus solve() { return _solve(); }
|
|
| 1988 |
|
|
| 1989 |
///@} |
|
| 1990 |
|
|
| 1991 |
///\name Setting column type |
|
| 1992 |
///@{
|
|
| 1993 |
|
|
| 1994 |
///Possible variable (column) types (e.g. real, integer, binary etc.) |
|
| 1402 | 1995 |
enum ColTypes {
|
| 1403 |
///Continuous variable |
|
| 1996 |
///Continuous variable (default) |
|
| 1404 | 1997 |
REAL = 0, |
| 1405 | 1998 |
///Integer variable |
| 1406 |
|
|
| 1407 |
///Unfortunately, cplex 7.5 somewhere writes something like |
|
| 1408 |
///#define INTEGER 'I' |
|
| 1409 |
INT = 1 |
|
| 1410 |
|
|
| 1999 |
INTEGER = 1 |
|
| 1411 | 2000 |
}; |
| 1412 | 2001 |
|
| 1413 |
///Sets the type of the given |
|
| 2002 |
///Sets the type of the given column to the given type |
|
| 2003 |
|
|
| 2004 |
///Sets the type of the given column to the given type. |
|
| 1414 | 2005 |
/// |
| 1415 |
///Sets the type of the given coloumn to the given type. |
|
| 1416 | 2006 |
void colType(Col c, ColTypes col_type) {
|
| 1417 |
|
|
| 2007 |
_setColType(cols(id(c)),col_type); |
|
| 1418 | 2008 |
} |
| ... | ... |
@@ -1420,30 +2010,46 @@ |
| 1420 | 2010 |
///Gives back the type of the column. |
| 2011 |
|
|
| 2012 |
///Gives back the type of the column. |
|
| 1421 | 2013 |
/// |
| 1422 |
///Gives back the type of the column. |
|
| 1423 | 2014 |
ColTypes colType(Col c) const {
|
| 1424 |
return |
|
| 2015 |
return _getColType(cols(id(c))); |
|
| 2016 |
} |
|
| 2017 |
///@} |
|
| 2018 |
|
|
| 2019 |
///\name Obtain the solution |
|
| 2020 |
|
|
| 2021 |
///@{
|
|
| 2022 |
|
|
| 2023 |
/// The type of the MIP problem |
|
| 2024 |
ProblemType type() const {
|
|
| 2025 |
return _getType(); |
|
| 1425 | 2026 |
} |
| 1426 | 2027 |
|
| 1427 |
///Sets the type of the given Col to integer or remove that property. |
|
| 1428 |
/// |
|
| 1429 |
///Sets the type of the given Col to integer or remove that property. |
|
| 1430 |
void integer(Col c, bool enable) {
|
|
| 1431 |
if (enable) |
|
| 1432 |
colType(c,INT); |
|
| 1433 |
else |
|
| 1434 |
colType(c,REAL); |
|
| 2028 |
/// Return the value of the row in the solution |
|
| 2029 |
|
|
| 2030 |
/// Return the value of the row in the solution. |
|
| 2031 |
/// \pre The problem is solved. |
|
| 2032 |
Value sol(Col c) const { return _getSol(cols(id(c))); }
|
|
| 2033 |
|
|
| 2034 |
/// Return the value of the expression in the solution |
|
| 2035 |
|
|
| 2036 |
/// Return the value of the expression in the solution, i.e. the |
|
| 2037 |
/// dot product of the solution and the expression. |
|
| 2038 |
/// \pre The problem is solved. |
|
| 2039 |
Value sol(const Expr& e) const {
|
|
| 2040 |
double res = *e; |
|
| 2041 |
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
|
|
| 2042 |
res += *c * sol(c); |
|
| 1435 | 2043 |
} |
| 2044 |
return res; |
|
| 2045 |
} |
|
| 2046 |
///The value of the objective function |
|
| 1436 | 2047 |
|
| 1437 |
///Gives back whether the type of the column is integer or not. |
|
| 1438 |
/// |
|
| 1439 |
///Gives back the type of the column. |
|
| 1440 |
///\return true if the column has integer type and false if not. |
|
| 1441 |
bool integer(Col c) const {
|
|
| 1442 |
return (colType(c)==INT); |
|
| 1443 |
} |
|
| 1444 |
|
|
| 1445 |
/// The status of the MIP problem |
|
| 1446 |
SolutionStatus mipStatus() const {
|
|
| 1447 |
return _getMipStatus(); |
|
| 1448 |
} |
|
| 2048 |
///\return |
|
| 2049 |
///- \ref INF or -\ref INF means either infeasibility or unboundedness |
|
| 2050 |
/// of the problem, depending on whether we minimize or maximize. |
|
| 2051 |
///- \ref NaN if no primal solution is found. |
|
| 2052 |
///- The (finite) objective value if an optimal solution is found. |
|
| 2053 |
Value solValue() const { return _getSolValue()+obj_const_comp;}
|
|
| 2054 |
///@} |
|
| 1449 | 2055 |
|
| ... | ... |
@@ -1451,251 +2057,20 @@ |
| 1451 | 2057 |
|
| 1452 |
virtual ColTypes _colType(int col) const = 0; |
|
| 1453 |
virtual void _colType(int col, ColTypes col_type) = 0; |
|
| 1454 |
virtual |
|
| 2058 |
virtual SolveExitStatus _solve() = 0; |
|
| 2059 |
virtual ColTypes _getColType(int col) const = 0; |
|
| 2060 |
virtual void _setColType(int col, ColTypes col_type) = 0; |
|
| 2061 |
virtual ProblemType _getType() const = 0; |
|
| 2062 |
virtual Value _getSol(int i) const = 0; |
|
| 2063 |
virtual Value _getSolValue() const = 0; |
|
| 1455 | 2064 |
|
| 2065 |
public: |
|
| 2066 |
|
|
| 2067 |
MipSolver* newSolver() {return _newSolver();}
|
|
| 2068 |
MipSolver* cloneSolver() {return _cloneSolver();}
|
|
| 2069 |
|
|
| 2070 |
protected: |
|
| 2071 |
|
|
| 2072 |
virtual MipSolver* _newSolver() const = 0; |
|
| 2073 |
virtual MipSolver* _cloneSolver() const = 0; |
|
| 1456 | 2074 |
}; |
| 1457 | 2075 |
|
| 1458 |
///\relates LpSolverBase::Expr |
|
| 1459 |
/// |
|
| 1460 |
inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a, |
|
| 1461 |
const LpSolverBase::Expr &b) |
|
| 1462 |
{
|
|
| 1463 |
LpSolverBase::Expr tmp(a); |
|
| 1464 |
tmp+=b; |
|
| 1465 |
return tmp; |
|
| 1466 |
} |
|
| 1467 |
///\e |
|
| 1468 |
|
|
| 1469 |
///\relates LpSolverBase::Expr |
|
| 1470 |
/// |
|
| 1471 |
inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a, |
|
| 1472 |
const LpSolverBase::Expr &b) |
|
| 1473 |
{
|
|
| 1474 |
LpSolverBase::Expr tmp(a); |
|
| 1475 |
tmp-=b; |
|
| 1476 |
return tmp; |
|
| 1477 |
} |
|
| 1478 |
///\e |
|
| 1479 |
|
|
| 1480 |
///\relates LpSolverBase::Expr |
|
| 1481 |
/// |
|
| 1482 |
inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a, |
|
| 1483 |
const LpSolverBase::Value &b) |
|
| 1484 |
{
|
|
| 1485 |
LpSolverBase::Expr tmp(a); |
|
| 1486 |
tmp*=b; |
|
| 1487 |
return tmp; |
|
| 1488 |
} |
|
| 1489 |
|
|
| 1490 |
///\e |
|
| 1491 |
|
|
| 1492 |
///\relates LpSolverBase::Expr |
|
| 1493 |
/// |
|
| 1494 |
inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a, |
|
| 1495 |
const LpSolverBase::Expr &b) |
|
| 1496 |
{
|
|
| 1497 |
LpSolverBase::Expr tmp(b); |
|
| 1498 |
tmp*=a; |
|
| 1499 |
return tmp; |
|
| 1500 |
} |
|
| 1501 |
///\e |
|
| 1502 |
|
|
| 1503 |
///\relates LpSolverBase::Expr |
|
| 1504 |
/// |
|
| 1505 |
inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a, |
|
| 1506 |
const LpSolverBase::Value &b) |
|
| 1507 |
{
|
|
| 1508 |
LpSolverBase::Expr tmp(a); |
|
| 1509 |
tmp/=b; |
|
| 1510 |
return tmp; |
|
| 1511 |
} |
|
| 1512 |
|
|
| 1513 |
///\e |
|
| 1514 |
|
|
| 1515 |
///\relates LpSolverBase::Constr |
|
| 1516 |
/// |
|
| 1517 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
|
| 1518 |
const LpSolverBase::Expr &f) |
|
| 1519 |
{
|
|
| 1520 |
return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0); |
|
| 1521 |
} |
|
| 1522 |
|
|
| 1523 |
///\e |
|
| 1524 |
|
|
| 1525 |
///\relates LpSolverBase::Constr |
|
| 1526 |
/// |
|
| 1527 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e, |
|
| 1528 |
const LpSolverBase::Expr &f) |
|
| 1529 |
{
|
|
| 1530 |
return LpSolverBase::Constr(e,f); |
|
| 1531 |
} |
|
| 1532 |
|
|
| 1533 |
///\e |
|
| 1534 |
|
|
| 1535 |
///\relates LpSolverBase::Constr |
|
| 1536 |
/// |
|
| 1537 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
|
| 1538 |
const LpSolverBase::Value &f) |
|
| 1539 |
{
|
|
| 1540 |
return LpSolverBase::Constr(-LpSolverBase::INF,e,f); |
|
| 1541 |
} |
|
| 1542 |
|
|
| 1543 |
///\e |
|
| 1544 |
|
|
| 1545 |
///\relates LpSolverBase::Constr |
|
| 1546 |
/// |
|
| 1547 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
|
| 1548 |
const LpSolverBase::Expr &f) |
|
| 1549 |
{
|
|
| 1550 |
return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0); |
|
| 1551 |
} |
|
| 1552 |
|
|
| 1553 |
|
|
| 1554 |
///\e |
|
| 1555 |
|
|
| 1556 |
///\relates LpSolverBase::Constr |
|
| 1557 |
/// |
|
| 1558 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e, |
|
| 1559 |
const LpSolverBase::Expr &f) |
|
| 1560 |
{
|
|
| 1561 |
return LpSolverBase::Constr(f,e); |
|
| 1562 |
} |
|
| 1563 |
|
|
| 1564 |
|
|
| 1565 |
///\e |
|
| 1566 |
|
|
| 1567 |
///\relates LpSolverBase::Constr |
|
| 1568 |
/// |
|
| 1569 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
|
| 1570 |
const LpSolverBase::Value &f) |
|
| 1571 |
{
|
|
| 1572 |
return LpSolverBase::Constr(f,e,LpSolverBase::INF); |
|
| 1573 |
} |
|
| 1574 |
|
|
| 1575 |
///\e |
|
| 1576 |
|
|
| 1577 |
///\relates LpSolverBase::Constr |
|
| 1578 |
/// |
|
| 1579 |
inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, |
|
| 1580 |
const LpSolverBase::Value &f) |
|
| 1581 |
{
|
|
| 1582 |
return LpSolverBase::Constr(f,e,f); |
|
| 1583 |
} |
|
| 1584 |
|
|
| 1585 |
///\e |
|
| 1586 |
|
|
| 1587 |
///\relates LpSolverBase::Constr |
|
| 1588 |
/// |
|
| 1589 |
inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, |
|
| 1590 |
const LpSolverBase::Expr &f) |
|
| 1591 |
{
|
|
| 1592 |
return LpSolverBase::Constr(0,e-f,0); |
|
| 1593 |
} |
|
| 1594 |
|
|
| 1595 |
///\e |
|
| 1596 |
|
|
| 1597 |
///\relates LpSolverBase::Constr |
|
| 1598 |
/// |
|
| 1599 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n, |
|
| 1600 |
const LpSolverBase::Constr&c) |
|
| 1601 |
{
|
|
| 1602 |
LpSolverBase::Constr tmp(c); |
|
| 1603 |
LEMON_ASSERT(LpSolverBase::isNaN(tmp.lowerBound()), "Wrong LP constraint"); |
|
| 1604 |
tmp.lowerBound()=n; |
|
| 1605 |
return tmp; |
|
| 1606 |
} |
|
| 1607 |
///\e |
|
| 1608 |
|
|
| 1609 |
///\relates LpSolverBase::Constr |
|
| 1610 |
/// |
|
| 1611 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c, |
|
| 1612 |
const LpSolverBase::Value &n) |
|
| 1613 |
{
|
|
| 1614 |
LpSolverBase::Constr tmp(c); |
|
| 1615 |
LEMON_ASSERT(LpSolverBase::isNaN(tmp.upperBound()), "Wrong LP constraint"); |
|
| 1616 |
tmp.upperBound()=n; |
|
| 1617 |
return tmp; |
|
| 1618 |
} |
|
| 1619 |
|
|
| 1620 |
///\e |
|
| 1621 |
|
|
| 1622 |
///\relates LpSolverBase::Constr |
|
| 1623 |
/// |
|
| 1624 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n, |
|
| 1625 |
const LpSolverBase::Constr&c) |
|
| 1626 |
{
|
|
| 1627 |
LpSolverBase::Constr tmp(c); |
|
| 1628 |
LEMON_ASSERT(LpSolverBase::isNaN(tmp.upperBound()), "Wrong LP constraint"); |
|
| 1629 |
tmp.upperBound()=n; |
|
| 1630 |
return tmp; |
|
| 1631 |
} |
|
| 1632 |
///\e |
|
| 1633 |
|
|
| 1634 |
///\relates LpSolverBase::Constr |
|
| 1635 |
/// |
|
| 1636 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c, |
|
| 1637 |
const LpSolverBase::Value &n) |
|
| 1638 |
{
|
|
| 1639 |
LpSolverBase::Constr tmp(c); |
|
| 1640 |
LEMON_ASSERT(LpSolverBase::isNaN(tmp.lowerBound()), "Wrong LP constraint"); |
|
| 1641 |
tmp.lowerBound()=n; |
|
| 1642 |
return tmp; |
|
| 1643 |
} |
|
| 1644 |
|
|
| 1645 |
///\e |
|
| 1646 |
|
|
| 1647 |
///\relates LpSolverBase::DualExpr |
|
| 1648 |
/// |
|
| 1649 |
inline LpSolverBase::DualExpr operator+(const LpSolverBase::DualExpr &a, |
|
| 1650 |
const LpSolverBase::DualExpr &b) |
|
| 1651 |
{
|
|
| 1652 |
LpSolverBase::DualExpr tmp(a); |
|
| 1653 |
tmp+=b; |
|
| 1654 |
return tmp; |
|
| 1655 |
} |
|
| 1656 |
///\e |
|
| 1657 |
|
|
| 1658 |
///\relates LpSolverBase::DualExpr |
|
| 1659 |
/// |
|
| 1660 |
inline LpSolverBase::DualExpr operator-(const LpSolverBase::DualExpr &a, |
|
| 1661 |
const LpSolverBase::DualExpr &b) |
|
| 1662 |
{
|
|
| 1663 |
LpSolverBase::DualExpr tmp(a); |
|
| 1664 |
tmp-=b; |
|
| 1665 |
return tmp; |
|
| 1666 |
} |
|
| 1667 |
///\e |
|
| 1668 |
|
|
| 1669 |
///\relates LpSolverBase::DualExpr |
|
| 1670 |
/// |
|
| 1671 |
inline LpSolverBase::DualExpr operator*(const LpSolverBase::DualExpr &a, |
|
| 1672 |
const LpSolverBase::Value &b) |
|
| 1673 |
{
|
|
| 1674 |
LpSolverBase::DualExpr tmp(a); |
|
| 1675 |
tmp*=b; |
|
| 1676 |
return tmp; |
|
| 1677 |
} |
|
| 1678 |
|
|
| 1679 |
///\e |
|
| 1680 |
|
|
| 1681 |
///\relates LpSolverBase::DualExpr |
|
| 1682 |
/// |
|
| 1683 |
inline LpSolverBase::DualExpr operator*(const LpSolverBase::Value &a, |
|
| 1684 |
const LpSolverBase::DualExpr &b) |
|
| 1685 |
{
|
|
| 1686 |
LpSolverBase::DualExpr tmp(b); |
|
| 1687 |
tmp*=a; |
|
| 1688 |
return tmp; |
|
| 1689 |
} |
|
| 1690 |
///\e |
|
| 1691 |
|
|
| 1692 |
///\relates LpSolverBase::DualExpr |
|
| 1693 |
/// |
|
| 1694 |
inline LpSolverBase::DualExpr operator/(const LpSolverBase::DualExpr &a, |
|
| 1695 |
const LpSolverBase::Value &b) |
|
| 1696 |
{
|
|
| 1697 |
LpSolverBase::DualExpr tmp(a); |
|
| 1698 |
tmp/=b; |
|
| 1699 |
return tmp; |
|
| 1700 |
} |
|
| 1701 | 2076 |
| ... | ... |
@@ -20,2 +20,4 @@ |
| 20 | 20 |
#include <vector> |
| 21 |
#include <cstring> |
|
| 22 |
|
|
| 21 | 23 |
#include <lemon/lp_cplex.h> |
| ... | ... |
@@ -31,11 +33,55 @@ |
| 31 | 33 |
|
| 32 |
LpCplex::LpCplex() {
|
|
| 33 |
// env = CPXopenCPLEXdevelop(&status); |
|
| 34 |
env = CPXopenCPLEX(&status); |
|
| 35 |
lp = CPXcreateprob(env, &status, "LP problem"); |
|
| 34 |
CplexEnv::LicenseError::LicenseError(int status) {
|
|
| 35 |
if (!CPXgeterrorstring(0, status, _message)) {
|
|
| 36 |
std::strcpy(_message, "Cplex unknown error"); |
|
| 37 |
} |
|
| 36 | 38 |
} |
| 37 | 39 |
|
| 38 |
LpCplex::LpCplex(const LpCplex& cplex) : LpSolverBase() {
|
|
| 39 |
env = CPXopenCPLEX(&status); |
|
| 40 |
|
|
| 40 |
CplexEnv::CplexEnv() {
|
|
| 41 |
int status; |
|
| 42 |
_cnt = new int; |
|
| 43 |
_env = CPXopenCPLEX(&status); |
|
| 44 |
if (_env == 0) {
|
|
| 45 |
delete _cnt; |
|
| 46 |
_cnt = 0; |
|
| 47 |
throw LicenseError(status); |
|
| 48 |
} |
|
| 49 |
} |
|
| 50 |
|
|
| 51 |
CplexEnv::CplexEnv(const CplexEnv& other) {
|
|
| 52 |
_env = other._env; |
|
| 53 |
_cnt = other._cnt; |
|
| 54 |
++(*_cnt); |
|
| 55 |
} |
|
| 56 |
|
|
| 57 |
CplexEnv& CplexEnv::operator=(const CplexEnv& other) {
|
|
| 58 |
_env = other._env; |
|
| 59 |
_cnt = other._cnt; |
|
| 60 |
++(*_cnt); |
|
| 61 |
return *this; |
|
| 62 |
} |
|
| 63 |
|
|
| 64 |
CplexEnv::~CplexEnv() {
|
|
| 65 |
--(*_cnt); |
|
| 66 |
if (*_cnt == 0) {
|
|
| 67 |
delete _cnt; |
|
| 68 |
CPXcloseCPLEX(&_env); |
|
| 69 |
} |
|
| 70 |
} |
|
| 71 |
|
|
| 72 |
CplexBase::CplexBase() : LpBase() {
|
|
| 73 |
int status; |
|
| 74 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
|
| 75 |
} |
|
| 76 |
|
|
| 77 |
CplexBase::CplexBase(const CplexEnv& env) |
|
| 78 |
: LpBase(), _env(env) {
|
|
| 79 |
int status; |
|
| 80 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
|
| 81 |
} |
|
| 82 |
|
|
| 83 |
CplexBase::CplexBase(const CplexBase& cplex) |
|
| 84 |
: LpBase() {
|
|
| 85 |
int status; |
|
| 86 |
_prob = CPXcloneprob(cplexEnv(), cplex._prob, &status); |
|
| 41 | 87 |
rows = cplex.rows; |
| ... | ... |
@@ -44,24 +90,10 @@ |
| 44 | 90 |
|
| 45 |
LpCplex::~LpCplex() {
|
|
| 46 |
CPXfreeprob(env,&lp); |
|
| 47 |
|
|
| 91 |
CplexBase::~CplexBase() {
|
|
| 92 |
CPXfreeprob(cplexEnv(),&_prob); |
|
| 48 | 93 |
} |
| 49 | 94 |
|
| 50 |
LpSolverBase* LpCplex::_newLp() |
|
| 51 |
{
|
|
| 52 |
//The first approach opens a new environment |
|
| 53 |
return new LpCplex(); |
|
| 54 |
} |
|
| 55 |
|
|
| 56 |
LpSolverBase* LpCplex::_copyLp() {
|
|
| 57 |
return new LpCplex(*this); |
|
| 58 |
} |
|
| 59 |
|
|
| 60 |
int LpCplex::_addCol() |
|
| 61 |
{
|
|
| 62 |
int i = CPXgetnumcols(env, lp); |
|
| 63 |
Value lb[1],ub[1]; |
|
| 64 |
lb[0]=-INF; |
|
| 65 |
ub[0]=INF; |
|
| 66 |
|
|
| 95 |
int CplexBase::_addCol() {
|
|
| 96 |
int i = CPXgetnumcols(cplexEnv(), _prob); |
|
| 97 |
double lb = -INF, ub = INF; |
|
| 98 |
CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0); |
|
| 67 | 99 |
return i; |
| ... | ... |
@@ -70,11 +102,7 @@ |
| 70 | 102 |
|
| 71 |
int LpCplex::_addRow() |
|
| 72 |
{
|
|
| 73 |
//We want a row that is not constrained |
|
| 74 |
char sense[1]; |
|
| 75 |
sense[0]='L';//<= constraint |
|
| 76 |
Value rhs[1]; |
|
| 77 |
rhs[0]=INF; |
|
| 78 |
int i = CPXgetnumrows(env, lp); |
|
| 79 |
|
|
| 103 |
int CplexBase::_addRow() {
|
|
| 104 |
int i = CPXgetnumrows(cplexEnv(), _prob); |
|
| 105 |
const double ub = INF; |
|
| 106 |
const char s = 'L'; |
|
| 107 |
CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
|
| 80 | 108 |
return i; |
| ... | ... |
@@ -83,16 +111,23 @@ |
| 83 | 111 |
|
| 84 |
void LpCplex::_eraseCol(int i) {
|
|
| 85 |
CPXdelcols(env, lp, i, i); |
|
| 112 |
void CplexBase::_eraseCol(int i) {
|
|
| 113 |
CPXdelcols(cplexEnv(), _prob, i, i); |
|
| 86 | 114 |
} |
| 87 | 115 |
|
| 88 |
void LpCplex::_eraseRow(int i) {
|
|
| 89 |
CPXdelrows(env, lp, i, i); |
|
| 116 |
void CplexBase::_eraseRow(int i) {
|
|
| 117 |
CPXdelrows(cplexEnv(), _prob, i, i); |
|
| 90 | 118 |
} |
| 91 | 119 |
|
| 92 |
void LpCplex::_getColName(int col, std::string &name) const |
|
| 93 |
{
|
|
| 94 |
///\bug Untested |
|
| 95 |
int storespace; |
|
| 96 |
CPXgetcolname(env, lp, 0, 0, 0, &storespace, col, col); |
|
| 97 |
if (storespace == 0) {
|
|
| 120 |
void CplexBase::_eraseColId(int i) {
|
|
| 121 |
cols.eraseIndex(i); |
|
| 122 |
cols.shiftIndices(i); |
|
| 123 |
} |
|
| 124 |
void CplexBase::_eraseRowId(int i) {
|
|
| 125 |
rows.eraseIndex(i); |
|
| 126 |
rows.shiftIndices(i); |
|
| 127 |
} |
|
| 128 |
|
|
| 129 |
void CplexBase::_getColName(int col, std::string &name) const {
|
|
| 130 |
int size; |
|
| 131 |
CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col); |
|
| 132 |
if (size == 0) {
|
|
| 98 | 133 |
name.clear(); |
| ... | ... |
@@ -101,25 +136,20 @@ |
| 101 | 136 |
|
| 102 |
storespace *= -1; |
|
| 103 |
std::vector<char> buf(storespace); |
|
| 104 |
char *names[1]; |
|
| 105 |
int dontcare; |
|
| 106 |
///\bug return code unchecked for error |
|
| 107 |
CPXgetcolname(env, lp, names, &*buf.begin(), storespace, |
|
| 108 |
&dontcare, col, col); |
|
| 109 |
name = names[0]; |
|
| 137 |
size *= -1; |
|
| 138 |
std::vector<char> buf(size); |
|
| 139 |
char *cname; |
|
| 140 |
int tmp; |
|
| 141 |
CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size, |
|
| 142 |
&tmp, col, col); |
|
| 143 |
name = cname; |
|
| 110 | 144 |
} |
| 111 | 145 |
|
| 112 |
void LpCplex::_setColName(int col, const std::string &name) |
|
| 113 |
{
|
|
| 114 |
///\bug Untested |
|
| 115 |
char *names[1]; |
|
| 116 |
names[0] = const_cast<char*>(name.c_str()); |
|
| 117 |
///\bug return code unchecked for error |
|
| 118 |
|
|
| 146 |
void CplexBase::_setColName(int col, const std::string &name) {
|
|
| 147 |
char *cname; |
|
| 148 |
cname = const_cast<char*>(name.c_str()); |
|
| 149 |
CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname); |
|
| 119 | 150 |
} |
| 120 | 151 |
|
| 121 |
int LpCplex::_colByName(const std::string& name) const |
|
| 122 |
{
|
|
| 152 |
int CplexBase::_colByName(const std::string& name) const {
|
|
| 123 | 153 |
int index; |
| 124 |
if (CPXgetcolindex( |
|
| 154 |
if (CPXgetcolindex(cplexEnv(), _prob, |
|
| 125 | 155 |
const_cast<char*>(name.c_str()), &index) == 0) {
|
| ... | ... |
@@ -130,4 +160,36 @@ |
| 130 | 160 |
|
| 131 |
///\warning Data at index 0 is ignored in the arrays. |
|
| 132 |
void LpCplex::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) |
|
| 161 |
void CplexBase::_getRowName(int row, std::string &name) const {
|
|
| 162 |
int size; |
|
| 163 |
CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row); |
|
| 164 |
if (size == 0) {
|
|
| 165 |
name.clear(); |
|
| 166 |
return; |
|
| 167 |
} |
|
| 168 |
|
|
| 169 |
size *= -1; |
|
| 170 |
std::vector<char> buf(size); |
|
| 171 |
char *cname; |
|
| 172 |
int tmp; |
|
| 173 |
CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size, |
|
| 174 |
&tmp, row, row); |
|
| 175 |
name = cname; |
|
| 176 |
} |
|
| 177 |
|
|
| 178 |
void CplexBase::_setRowName(int row, const std::string &name) {
|
|
| 179 |
char *cname; |
|
| 180 |
cname = const_cast<char*>(name.c_str()); |
|
| 181 |
CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname); |
|
| 182 |
} |
|
| 183 |
|
|
| 184 |
int CplexBase::_rowByName(const std::string& name) const {
|
|
| 185 |
int index; |
|
| 186 |
if (CPXgetrowindex(cplexEnv(), _prob, |
|
| 187 |
const_cast<char*>(name.c_str()), &index) == 0) {
|
|
| 188 |
return index; |
|
| 189 |
} |
|
| 190 |
return -1; |
|
| 191 |
} |
|
| 192 |
|
|
| 193 |
void CplexBase::_setRowCoeffs(int i, ExprIterator b, |
|
| 194 |
ExprIterator e) |
|
| 133 | 195 |
{
|
| ... | ... |
@@ -137,3 +199,3 @@ |
| 137 | 199 |
|
| 138 |
for( |
|
| 200 |
for(ExprIterator it=b; it!=e; ++it) {
|
|
| 139 | 201 |
indices.push_back(it->first); |
| ... | ... |
@@ -143,9 +205,9 @@ |
| 143 | 205 |
|
| 144 |
status = CPXchgcoeflist(env, lp, values.size(), |
|
| 145 |
&rowlist[0], &indices[0], &values[0]); |
|
| 206 |
CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
|
| 207 |
&rowlist.front(), &indices.front(), &values.front()); |
|
| 146 | 208 |
} |
| 147 | 209 |
|
| 148 |
void |
|
| 210 |
void CplexBase::_getRowCoeffs(int i, InsertIterator b) const {
|
|
| 149 | 211 |
int tmp1, tmp2, tmp3, length; |
| 150 |
CPXgetrows( |
|
| 212 |
CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
|
| 151 | 213 |
|
| ... | ... |
@@ -155,3 +217,4 @@ |
| 155 | 217 |
|
| 156 |
CPXgetrows( |
|
| 218 |
CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, |
|
| 219 |
&indices.front(), &values.front(), |
|
| 157 | 220 |
length, &tmp3, i, i); |
| ... | ... |
@@ -162,8 +225,5 @@ |
| 162 | 225 |
} |
| 163 |
|
|
| 164 |
/// \todo implement |
|
| 165 | 226 |
} |
| 166 | 227 |
|
| 167 |
void LpCplex::_setColCoeffs(int i, ConstColIterator b, ConstColIterator e) |
|
| 168 |
{
|
|
| 228 |
void CplexBase::_setColCoeffs(int i, ExprIterator b, ExprIterator e) {
|
|
| 169 | 229 |
std::vector<int> indices; |
| ... | ... |
@@ -172,3 +232,3 @@ |
| 172 | 232 |
|
| 173 |
for( |
|
| 233 |
for(ExprIterator it=b; it!=e; ++it) {
|
|
| 174 | 234 |
indices.push_back(it->first); |
| ... | ... |
@@ -178,10 +238,10 @@ |
| 178 | 238 |
|
| 179 |
status = CPXchgcoeflist(env, lp, values.size(), |
|
| 180 |
&indices[0], &collist[0], &values[0]); |
|
| 239 |
CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
|
| 240 |
&indices.front(), &collist.front(), &values.front()); |
|
| 181 | 241 |
} |
| 182 | 242 |
|
| 183 |
void |
|
| 243 |
void CplexBase::_getColCoeffs(int i, InsertIterator b) const {
|
|
| 184 | 244 |
|
| 185 | 245 |
int tmp1, tmp2, tmp3, length; |
| 186 |
CPXgetcols( |
|
| 246 |
CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
|
| 187 | 247 |
|
| ... | ... |
@@ -191,3 +251,4 @@ |
| 191 | 251 |
|
| 192 |
CPXgetcols( |
|
| 252 |
CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, |
|
| 253 |
&indices.front(), &values.front(), |
|
| 193 | 254 |
length, &tmp3, i, i); |
| ... | ... |
@@ -201,11 +262,9 @@ |
| 201 | 262 |
|
| 202 |
void LpCplex::_setCoeff(int row, int col, Value value) |
|
| 203 |
{
|
|
| 204 |
|
|
| 263 |
void CplexBase::_setCoeff(int row, int col, Value value) {
|
|
| 264 |
CPXchgcoef(cplexEnv(), _prob, row, col, value); |
|
| 205 | 265 |
} |
| 206 | 266 |
|
| 207 |
LpCplex::Value LpCplex::_getCoeff(int row, int col) const |
|
| 208 |
{
|
|
| 209 |
LpCplex::Value value; |
|
| 210 |
CPXgetcoef(env, lp, row, col, &value); |
|
| 267 |
CplexBase::Value CplexBase::_getCoeff(int row, int col) const {
|
|
| 268 |
CplexBase::Value value; |
|
| 269 |
CPXgetcoef(cplexEnv(), _prob, row, col, &value); |
|
| 211 | 270 |
return value; |
| ... | ... |
@@ -213,11 +272,110 @@ |
| 213 | 272 |
|
| 214 |
void |
|
| 273 |
void CplexBase::_setColLowerBound(int i, Value value) {
|
|
| 274 |
const char s = 'L'; |
|
| 275 |
CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
|
| 276 |
} |
|
| 277 |
|
|
| 278 |
CplexBase::Value CplexBase::_getColLowerBound(int i) const {
|
|
| 279 |
CplexBase::Value res; |
|
| 280 |
CPXgetlb(cplexEnv(), _prob, &res, i, i); |
|
| 281 |
return res <= -CPX_INFBOUND ? -INF : res; |
|
| 282 |
} |
|
| 283 |
|
|
| 284 |
void CplexBase::_setColUpperBound(int i, Value value) |
|
| 215 | 285 |
{
|
| 216 |
int indices[1]; |
|
| 217 |
indices[0]=i; |
|
| 218 |
char lu[1]; |
|
| 219 |
lu[0]='L'; |
|
| 220 |
Value bd[1]; |
|
| 221 |
bd[0]=value; |
|
| 222 |
|
|
| 286 |
const char s = 'U'; |
|
| 287 |
CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
|
| 288 |
} |
|
| 289 |
|
|
| 290 |
CplexBase::Value CplexBase::_getColUpperBound(int i) const {
|
|
| 291 |
CplexBase::Value res; |
|
| 292 |
CPXgetub(cplexEnv(), _prob, &res, i, i); |
|
| 293 |
return res >= CPX_INFBOUND ? INF : res; |
|
| 294 |
} |
|
| 295 |
|
|
| 296 |
CplexBase::Value CplexBase::_getRowLowerBound(int i) const {
|
|
| 297 |
char s; |
|
| 298 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
|
| 299 |
CplexBase::Value res; |
|
| 300 |
|
|
| 301 |
switch (s) {
|
|
| 302 |
case 'G': |
|
| 303 |
case 'R': |
|
| 304 |
case 'E': |
|
| 305 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
|
| 306 |
return res <= -CPX_INFBOUND ? -INF : res; |
|
| 307 |
default: |
|
| 308 |
return -INF; |
|
| 309 |
} |
|
| 310 |
} |
|
| 311 |
|
|
| 312 |
CplexBase::Value CplexBase::_getRowUpperBound(int i) const {
|
|
| 313 |
char s; |
|
| 314 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
|
| 315 |
CplexBase::Value res; |
|
| 316 |
|
|
| 317 |
switch (s) {
|
|
| 318 |
case 'L': |
|
| 319 |
case 'E': |
|
| 320 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
|
| 321 |
return res >= CPX_INFBOUND ? INF : res; |
|
| 322 |
case 'R': |
|
| 323 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
|
| 324 |
{
|
|
| 325 |
double rng; |
|
| 326 |
CPXgetrngval(cplexEnv(), _prob, &rng, i, i); |
|
| 327 |
res += rng; |
|
| 328 |
} |
|
| 329 |
return res >= CPX_INFBOUND ? INF : res; |
|
| 330 |
default: |
|
| 331 |
return INF; |
|
| 332 |
} |
|
| 333 |
} |
|
| 334 |
|
|
| 335 |
//This is easier to implement |
|
| 336 |
void CplexBase::_set_row_bounds(int i, Value lb, Value ub) {
|
|
| 337 |
if (lb == -INF) {
|
|
| 338 |
const char s = 'L'; |
|
| 339 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
| 340 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub); |
|
| 341 |
} else if (ub == INF) {
|
|
| 342 |
const char s = 'G'; |
|
| 343 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
| 344 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
|
| 345 |
} else if (lb == ub){
|
|
| 346 |
const char s = 'E'; |
|
| 347 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
| 348 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
|
| 349 |
} else {
|
|
| 350 |
const char s = 'R'; |
|
| 351 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
| 352 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
|
| 353 |
double len = ub - lb; |
|
| 354 |
CPXchgrngval(cplexEnv(), _prob, 1, &i, &len); |
|
| 355 |
} |
|
| 356 |
} |
|
| 357 |
|
|
| 358 |
void CplexBase::_setRowLowerBound(int i, Value lb) |
|
| 359 |
{
|
|
| 360 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
|
| 361 |
_set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i)); |
|
| 362 |
} |
|
| 363 |
|
|
| 364 |
void CplexBase::_setRowUpperBound(int i, Value ub) |
|
| 365 |
{
|
|
| 366 |
|
|
| 367 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
|
| 368 |
_set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub); |
|
| 369 |
} |
|
| 370 |
|
|
| 371 |
void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e) |
|
| 372 |
{
|
|
| 373 |
std::vector<int> indices; |
|
| 374 |
std::vector<Value> values; |
|
| 375 |
for(ExprIterator it=b; it!=e; ++it) {
|
|
| 376 |
indices.push_back(it->first); |
|
| 377 |
values.push_back(it->second); |
|
| 378 |
} |
|
| 379 |
CPXchgobj(cplexEnv(), _prob, values.size(), |
|
| 380 |
&indices.front(), &values.front()); |
|
| 223 | 381 |
|
| ... | ... |
@@ -225,7 +383,25 @@ |
| 225 | 383 |
|
| 226 |
|
|
| 384 |
void CplexBase::_getObjCoeffs(InsertIterator b) const |
|
| 227 | 385 |
{
|
| 228 |
LpCplex::Value x; |
|
| 229 |
CPXgetlb (env, lp, &x, i, i); |
|
| 230 |
|
|
| 386 |
int num = CPXgetnumcols(cplexEnv(), _prob); |
|
| 387 |
std::vector<Value> x(num); |
|
| 388 |
|
|
| 389 |
CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1); |
|
| 390 |
for (int i = 0; i < num; ++i) {
|
|
| 391 |
if (x[i] != 0.0) {
|
|
| 392 |
*b = std::make_pair(i, x[i]); |
|
| 393 |
++b; |
|
| 394 |
} |
|
| 395 |
} |
|
| 396 |
} |
|
| 397 |
|
|
| 398 |
void CplexBase::_setObjCoeff(int i, Value obj_coef) |
|
| 399 |
{
|
|
| 400 |
CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef); |
|
| 401 |
} |
|
| 402 |
|
|
| 403 |
CplexBase::Value CplexBase::_getObjCoeff(int i) const |
|
| 404 |
{
|
|
| 405 |
Value x; |
|
| 406 |
CPXgetobj(cplexEnv(), _prob, &x, i, i); |
|
| 231 | 407 |
return x; |
| ... | ... |
@@ -233,139 +409,58 @@ |
| 233 | 409 |
|
| 234 |
void LpCplex::_setColUpperBound(int i, Value value) |
|
| 235 |
{
|
|
| 236 |
int indices[1]; |
|
| 237 |
indices[0]=i; |
|
| 238 |
char lu[1]; |
|
| 239 |
lu[0]='U'; |
|
| 240 |
Value bd[1]; |
|
| 241 |
bd[0]=value; |
|
| 242 |
|
|
| 410 |
void CplexBase::_setSense(CplexBase::Sense sense) {
|
|
| 411 |
switch (sense) {
|
|
| 412 |
case MIN: |
|
| 413 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MIN); |
|
| 414 |
break; |
|
| 415 |
case MAX: |
|
| 416 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MAX); |
|
| 417 |
break; |
|
| 418 |
} |
|
| 243 | 419 |
} |
| 244 | 420 |
|
| 245 |
LpCplex::Value LpCplex::_getColUpperBound(int i) const |
|
| 246 |
{
|
|
| 247 |
LpCplex::Value x; |
|
| 248 |
CPXgetub (env, lp, &x, i, i); |
|
| 249 |
if (x >= CPX_INFBOUND) x = INF; |
|
| 250 |
return x; |
|
| 421 |
CplexBase::Sense CplexBase::_getSense() const {
|
|
| 422 |
switch (CPXgetobjsen(cplexEnv(), _prob)) {
|
|
| 423 |
case CPX_MIN: |
|
| 424 |
return MIN; |
|
| 425 |
case CPX_MAX: |
|
| 426 |
return MAX; |
|
| 427 |
default: |
|
| 428 |
LEMON_ASSERT(false, "Invalid sense"); |
|
| 429 |
return CplexBase::Sense(); |
|
| 430 |
} |
|
| 251 | 431 |
} |
| 252 | 432 |
|
| 253 |
//This will be easier to implement |
|
| 254 |
void LpCplex::_setRowBounds(int i, Value lb, Value ub) |
|
| 255 |
{
|
|
| 256 |
//Bad parameter |
|
| 257 |
if (lb==INF || ub==-INF) {
|
|
| 258 |
//FIXME error |
|
| 433 |
void CplexBase::_clear() {
|
|
| 434 |
CPXfreeprob(cplexEnv(),&_prob); |
|
| 435 |
int status; |
|
| 436 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
|
| 437 |
rows.clear(); |
|
| 438 |
cols.clear(); |
|
| 259 | 439 |
} |
| 260 | 440 |
|
| 261 |
int cnt=1; |
|
| 262 |
int indices[1]; |
|
| 263 |
indices[0]=i; |
|
| 264 |
char sense[1]; |
|
| 441 |
// LpCplex members |
|
| 265 | 442 |
|
| 266 |
if (lb==-INF){
|
|
| 267 |
sense[0]='L'; |
|
| 268 |
CPXchgsense(env, lp, cnt, indices, sense); |
|
| 269 |
CPXchgcoef(env, lp, i, -1, ub); |
|
| 443 |
LpCplex::LpCplex() |
|
| 444 |
: LpBase(), CplexBase(), LpSolver() {}
|
|
| 270 | 445 |
|
| 271 |
} |
|
| 272 |
else{
|
|
| 273 |
if (ub==INF){
|
|
| 274 |
sense[0]='G'; |
|
| 275 |
CPXchgsense(env, lp, cnt, indices, sense); |
|
| 276 |
CPXchgcoef(env, lp, i, -1, lb); |
|
| 277 |
} |
|
| 278 |
else{
|
|
| 279 |
if (lb == ub){
|
|
| 280 |
sense[0]='E'; |
|
| 281 |
CPXchgsense(env, lp, cnt, indices, sense); |
|
| 282 |
CPXchgcoef(env, lp, i, -1, lb); |
|
| 283 |
} |
|
| 284 |
else{
|
|
| 285 |
sense[0]='R'; |
|
| 286 |
CPXchgsense(env, lp, cnt, indices, sense); |
|
| 287 |
CPXchgcoef(env, lp, i, -1, lb); |
|
| 288 |
CPXchgcoef(env, lp, i, -2, ub-lb); |
|
| 289 |
} |
|
| 290 |
} |
|
| 291 |
|
|
| 446 |
LpCplex::LpCplex(const CplexEnv& env) |
|
| 447 |
: LpBase(), CplexBase(env), LpSolver() {}
|
|
| 448 |
|
|
| 449 |
LpCplex::LpCplex(const LpCplex& other) |
|
| 450 |
: LpBase(), CplexBase(other), LpSolver() {}
|
|
| 451 |
|
|
| 452 |
LpCplex::~LpCplex() {}
|
|
| 453 |
|
|
| 454 |
LpCplex* LpCplex::_newSolver() const { return new LpCplex; }
|
|
| 455 |
LpCplex* LpCplex::_cloneSolver() const {return new LpCplex(*this); }
|
|
| 456 |
|
|
| 457 |
const char* LpCplex::_solverName() const { return "LpCplex"; }
|
|
| 458 |
|
|
| 459 |
void LpCplex::_clear_temporals() {
|
|
| 460 |
_col_status.clear(); |
|
| 461 |
_row_status.clear(); |
|
| 462 |
_primal_ray.clear(); |
|
| 463 |
_dual_ray.clear(); |
|
| 292 | 464 |
} |
| 293 | 465 |
|
| 294 |
// void LpCplex::_setRowLowerBound(int i, Value value) |
|
| 295 |
// {
|
|
| 296 |
// //Not implemented, obsolete |
|
| 297 |
// } |
|
| 298 |
|
|
| 299 |
// void LpCplex::_setRowUpperBound(int i, Value value) |
|
| 300 |
// {
|
|
| 301 |
// //Not implemented, obsolete |
|
| 302 |
// // //TODO Ezt kell meg megirni |
|
| 303 |
// // //type of the problem |
|
| 304 |
// // char sense[1]; |
|
| 305 |
// // status = CPXgetsense(env, lp, sense, i, i); |
|
| 306 |
// // Value rhs[1]; |
|
| 307 |
// // status = CPXgetrhs(env, lp, rhs, i, i); |
|
| 308 |
|
|
| 309 |
// // switch (sense[0]) {
|
|
| 310 |
// // case 'L'://<= constraint |
|
| 311 |
// // break; |
|
| 312 |
// // case 'E'://= constraint |
|
| 313 |
// // break; |
|
| 314 |
// // case 'G'://>= constraint |
|
| 315 |
// // break; |
|
| 316 |
// // case 'R'://ranged constraint |
|
| 317 |
// // break; |
|
| 318 |
// // default: ; |
|
| 319 |
// // //FIXME error |
|
| 320 |
// // } |
|
| 321 |
|
|
| 322 |
// // status = CPXchgcoef(env, lp, i, -2, value_rng); |
|
| 323 |
// } |
|
| 324 |
|
|
| 325 |
void LpCplex::_getRowBounds(int i, Value &lb, Value &ub) const |
|
| 326 |
{
|
|
| 327 |
char sense; |
|
| 328 |
CPXgetsense(env, lp, &sense,i,i); |
|
| 329 |
lb=-INF; |
|
| 330 |
ub=INF; |
|
| 331 |
switch (sense) |
|
| 332 |
{
|
|
| 333 |
case 'L': |
|
| 334 |
CPXgetcoef(env, lp, i, -1, &ub); |
|
| 335 |
break; |
|
| 336 |
case 'G': |
|
| 337 |
CPXgetcoef(env, lp, i, -1, &lb); |
|
| 338 |
break; |
|
| 339 |
case 'E': |
|
| 340 |
CPXgetcoef(env, lp, i, -1, &lb); |
|
| 341 |
ub=lb; |
|
| 342 |
break; |
|
| 343 |
case 'R': |
|
| 344 |
CPXgetcoef(env, lp, i, -1, &lb); |
|
| 345 |
Value x; |
|
| 346 |
CPXgetcoef(env, lp, i, -2, &x); |
|
| 347 |
ub=lb+x; |
|
| 348 |
break; |
|
| 349 |
} |
|
| 350 |
} |
|
| 351 |
|
|
| 352 |
void LpCplex::_setObjCoeff(int i, Value obj_coef) |
|
| 353 |
{
|
|
| 354 |
CPXchgcoef(env, lp, -1, i, obj_coef); |
|
| 355 |
} |
|
| 356 |
|
|
| 357 |
LpCplex::Value LpCplex::_getObjCoeff(int i) const |
|
| 358 |
{
|
|
| 359 |
Value x; |
|
| 360 |
CPXgetcoef(env, lp, -1, i, &x); |
|
| 361 |
return x; |
|
| 362 |
} |
|
| 363 |
|
|
| 364 |
void LpCplex::_clearObj() |
|
| 365 |
{
|
|
| 366 |
for (int i=0;i< CPXgetnumcols(env, lp);++i){
|
|
| 367 |
CPXchgcoef(env, lp, -1, i, 0); |
|
| 368 |
} |
|
| 369 |
|
|
| 370 |
} |
|
| 371 | 466 |
// The routine returns zero unless an error occurred during the |
| ... | ... |
@@ -379,16 +474,6 @@ |
| 379 | 474 |
// further information about the status of the optimization. |
| 380 |
LpCplex::SolveExitStatus LpCplex::_solve() |
|
| 381 |
{
|
|
| 382 |
//CPX_PARAM_LPMETHOD |
|
| 383 |
status = CPXlpopt(env, lp); |
|
| 384 |
|
|
| 475 |
LpCplex::SolveExitStatus LpCplex::convertStatus(int status) {
|
|
| 385 | 476 |
#if CPX_VERSION >= 800 |
| 386 |
if (status) |
|
| 387 |
{
|
|
| 388 |
return UNSOLVED; |
|
| 389 |
} |
|
| 390 |
else |
|
| 391 |
{
|
|
| 392 |
switch (CPXgetstat(env, lp)) |
|
| 393 |
{
|
|
| 477 |
if (status == 0) {
|
|
| 478 |
switch (CPXgetstat(cplexEnv(), _prob)) {
|
|
| 394 | 479 |
case CPX_STAT_OPTIMAL: |
| ... | ... |
@@ -400,2 +485,4 @@ |
| 400 | 485 |
} |
| 486 |
} else {
|
|
| 487 |
return UNSOLVED; |
|
| 401 | 488 |
} |
| ... | ... |
@@ -404,3 +491,3 @@ |
| 404 | 491 |
//We want to exclude some cases |
| 405 |
switch (CPXgetstat( |
|
| 492 |
switch (CPXgetstat(cplexEnv(), _prob)) {
|
|
| 406 | 493 |
case CPX_OBJ_LIM: |
| ... | ... |
@@ -414,4 +501,3 @@ |
| 414 | 501 |
} |
| 415 |
} |
|
| 416 |
else{
|
|
| 502 |
} else {
|
|
| 417 | 503 |
return UNSOLVED; |
| ... | ... |
@@ -421,6 +507,25 @@ |
| 421 | 507 |
|
| 422 |
LpCplex::Value LpCplex::_getPrimal(int i) const |
|
| 423 |
{
|
|
| 508 |
LpCplex::SolveExitStatus LpCplex::_solve() {
|
|
| 509 |
_clear_temporals(); |
|
| 510 |
return convertStatus(CPXlpopt(cplexEnv(), _prob)); |
|
| 511 |
} |
|
| 512 |
|
|
| 513 |
LpCplex::SolveExitStatus LpCplex::solvePrimal() {
|
|
| 514 |
_clear_temporals(); |
|
| 515 |
return convertStatus(CPXprimopt(cplexEnv(), _prob)); |
|
| 516 |
} |
|
| 517 |
|
|
| 518 |
LpCplex::SolveExitStatus LpCplex::solveDual() {
|
|
| 519 |
_clear_temporals(); |
|
| 520 |
return convertStatus(CPXdualopt(cplexEnv(), _prob)); |
|
| 521 |
} |
|
| 522 |
|
|
| 523 |
LpCplex::SolveExitStatus LpCplex::solveBarrier() {
|
|
| 524 |
_clear_temporals(); |
|
| 525 |
return convertStatus(CPXbaropt(cplexEnv(), _prob)); |
|
| 526 |
} |
|
| 527 |
|
|
| 528 |
LpCplex::Value LpCplex::_getPrimal(int i) const {
|
|
| 424 | 529 |
Value x; |
| 425 |
CPXgetx( |
|
| 530 |
CPXgetx(cplexEnv(), _prob, &x, i, i); |
|
| 426 | 531 |
return x; |
| ... | ... |
@@ -428,6 +533,5 @@ |
| 428 | 533 |
|
| 429 |
LpCplex::Value LpCplex::_getDual(int i) const |
|
| 430 |
{
|
|
| 534 |
LpCplex::Value LpCplex::_getDual(int i) const {
|
|
| 431 | 535 |
Value y; |
| 432 |
CPXgetpi( |
|
| 536 |
CPXgetpi(cplexEnv(), _prob, &y, i, i); |
|
| 433 | 537 |
return y; |
| ... | ... |
@@ -435,16 +539,63 @@ |
| 435 | 539 |
|
| 436 |
LpCplex::Value LpCplex::_getPrimalValue() const |
|
| 437 |
{
|
|
| 540 |
LpCplex::Value LpCplex::_getPrimalValue() const {
|
|
| 438 | 541 |
Value objval; |
| 439 |
//method = CPXgetmethod (env, lp); |
|
| 440 |
//printf("CPXgetprobtype %d \n",CPXgetprobtype(env,lp));
|
|
| 441 |
CPXgetobjval(env, lp, &objval); |
|
| 442 |
//printf("Objective value: %g \n",objval);
|
|
| 542 |
CPXgetobjval(cplexEnv(), _prob, &objval); |
|
| 443 | 543 |
return objval; |
| 444 | 544 |
} |
| 445 |
|
|
| 545 |
|
|
| 546 |
LpCplex::VarStatus LpCplex::_getColStatus(int i) const {
|
|
| 547 |
if (_col_status.empty()) {
|
|
| 548 |
_col_status.resize(CPXgetnumcols(cplexEnv(), _prob)); |
|
| 549 |
CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0); |
|
| 550 |
} |
|
| 551 |
switch (_col_status[i]) {
|
|
| 552 |
case CPX_BASIC: |
|
| 553 |
return BASIC; |
|
| 554 |
case CPX_FREE_SUPER: |
|
| 555 |
return FREE; |
|
| 556 |
case CPX_AT_LOWER: |
|
| 557 |
return LOWER; |
|
| 558 |
case CPX_AT_UPPER: |
|
| 559 |
return UPPER; |
|
| 560 |
default: |
|
| 561 |
LEMON_ASSERT(false, "Wrong column status"); |
|
| 562 |
return LpCplex::VarStatus(); |
|
| 563 |
} |
|
| 564 |
} |
|
| 565 |
|
|
| 566 |
LpCplex::VarStatus LpCplex::_getRowStatus(int i) const {
|
|
| 567 |
if (_row_status.empty()) {
|
|
| 568 |
_row_status.resize(CPXgetnumrows(cplexEnv(), _prob)); |
|
| 569 |
CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front()); |
|
| 570 |
} |
|
| 571 |
switch (_row_status[i]) {
|
|
| 572 |
case CPX_BASIC: |
|
| 573 |
return BASIC; |
|
| 574 |
case CPX_AT_LOWER: |
|
| 446 | 575 |
{
|
| 447 |
std::vector<int> cstat(CPXgetnumcols(env, lp)); |
|
| 448 |
CPXgetbase(env, lp, &*cstat.begin(), NULL); |
|
| 449 |
|
|
| 576 |
char s; |
|
| 577 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
|
| 578 |
return s != 'L' ? LOWER : UPPER; |
|
| 579 |
} |
|
| 580 |
case CPX_AT_UPPER: |
|
| 581 |
return UPPER; |
|
| 582 |
default: |
|
| 583 |
LEMON_ASSERT(false, "Wrong row status"); |
|
| 584 |
return LpCplex::VarStatus(); |
|
| 585 |
} |
|
| 586 |
} |
|
| 587 |
|
|
| 588 |
LpCplex::Value LpCplex::_getPrimalRay(int i) const {
|
|
| 589 |
if (_primal_ray.empty()) {
|
|
| 590 |
_primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob)); |
|
| 591 |
CPXgetray(cplexEnv(), _prob, &_primal_ray.front()); |
|
| 592 |
} |
|
| 593 |
return _primal_ray[i]; |
|
| 594 |
} |
|
| 595 |
|
|
| 596 |
LpCplex::Value LpCplex::_getDualRay(int i) const {
|
|
| 597 |
if (_dual_ray.empty()) {
|
|
| 598 |
|
|
| 599 |
} |
|
| 600 |
return _dual_ray[i]; |
|
| 450 | 601 |
} |
| ... | ... |
@@ -506,3 +657,3 @@ |
| 506 | 657 |
|
| 507 |
// |
|
| 658 |
// CPX_PARAM_PROBMETHOD 1062 int LPMETHOD |
|
| 508 | 659 |
// 0 Automatic |
| ... | ... |
@@ -520,5 +671,5 @@ |
| 520 | 671 |
#if CPX_VERSION < 900 |
| 521 |
void statusSwitch(CPXENVptr |
|
| 672 |
void statusSwitch(CPXENVptr cplexEnv(),int& stat){
|
|
| 522 | 673 |
int lpmethod; |
| 523 |
CPXgetintparam ( |
|
| 674 |
CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod); |
|
| 524 | 675 |
if (lpmethod==2){
|
| ... | ... |
@@ -537,4 +688,3 @@ |
| 537 | 688 |
|
| 538 |
LpCplex::SolutionStatus LpCplex::_getPrimalStatus() const |
|
| 539 |
{
|
|
| 689 |
LpCplex::ProblemType LpCplex::_getPrimalType() const {
|
|
| 540 | 690 |
//Unboundedness not treated well: the following is from cplex 9.0 doc |
| ... | ... |
@@ -554,3 +704,3 @@ |
| 554 | 704 |
|
| 555 |
int stat = CPXgetstat( |
|
| 705 |
int stat = CPXgetstat(cplexEnv(), _prob); |
|
| 556 | 706 |
#if CPX_VERSION >= 800 |
| ... | ... |
@@ -561,3 +711,3 @@ |
| 561 | 711 |
case CPX_STAT_UNBOUNDED: |
| 562 |
return |
|
| 712 |
return UNBOUNDED; |
|
| 563 | 713 |
case CPX_STAT_INFEASIBLE: |
| ... | ... |
@@ -568,4 +718,4 @@ |
| 568 | 718 |
#else |
| 569 |
statusSwitch(env,stat); |
|
| 570 |
//CPXgetstat(env, lp); |
|
| 719 |
statusSwitch(cplexEnv(),stat); |
|
| 720 |
//CPXgetstat(cplexEnv(), _prob); |
|
| 571 | 721 |
//printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL);
|
| ... | ... |
@@ -578,3 +728,3 @@ |
| 578 | 728 |
return INFEASIBLE;//In case of dual simplex |
| 579 |
//return |
|
| 729 |
//return UNBOUNDED; |
|
| 580 | 730 |
case CPX_INFEASIBLE://Infeasible |
| ... | ... |
@@ -587,3 +737,3 @@ |
| 587 | 737 |
// case CPX_ABORT_PRIM_DUAL_INFEAS: |
| 588 |
return |
|
| 738 |
return UNBOUNDED;//In case of dual simplex |
|
| 589 | 739 |
//return INFEASIBLE; |
| ... | ... |
@@ -620,8 +770,6 @@ |
| 620 | 770 |
|
| 621 |
LpCplex::SolutionStatus LpCplex::_getDualStatus() const |
|
| 622 |
{
|
|
| 623 |
|
|
| 771 |
LpCplex::ProblemType LpCplex::_getDualType() const {
|
|
| 772 |
int stat = CPXgetstat(cplexEnv(), _prob); |
|
| 624 | 773 |
#if CPX_VERSION >= 800 |
| 625 |
switch (stat) |
|
| 626 |
{
|
|
| 774 |
switch (stat) {
|
|
| 627 | 775 |
case CPX_STAT_OPTIMAL: |
| ... | ... |
@@ -634,3 +782,3 @@ |
| 634 | 782 |
#else |
| 635 |
statusSwitch( |
|
| 783 |
statusSwitch(cplexEnv(),stat); |
|
| 636 | 784 |
switch (stat) {
|
| ... | ... |
@@ -649,30 +797,11 @@ |
| 649 | 797 |
|
| 650 |
LpCplex::ProblemTypes LpCplex::_getProblemType() const |
|
| 651 |
{
|
|
| 652 |
int stat = CPXgetstat(env, lp); |
|
| 653 |
#if CPX_VERSION >= 800 |
|
| 654 |
switch (stat) |
|
| 655 |
{
|
|
| 656 |
case CPX_STAT_OPTIMAL: |
|
| 657 |
return PRIMAL_DUAL_FEASIBLE; |
|
| 658 |
case CPX_STAT_UNBOUNDED: |
|
| 659 |
return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
|
| 660 |
default: |
|
| 661 |
return UNKNOWN; |
|
| 662 |
|
|
| 798 |
// MipCplex members |
|
| 799 |
|
|
| 800 |
MipCplex::MipCplex() |
|
| 801 |
: LpBase(), CplexBase(), MipSolver() {
|
|
| 802 |
|
|
| 803 |
#if CPX_VERSION < 800 |
|
| 804 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
|
| 663 | 805 |
#else |
| 664 |
switch (stat) {
|
|
| 665 |
case CPX_OPTIMAL://Optimal |
|
| 666 |
return PRIMAL_DUAL_FEASIBLE; |
|
| 667 |
case CPX_UNBOUNDED: |
|
| 668 |
return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
|
| 669 |
// return PRIMAL_INFEASIBLE_DUAL_FEASIBLE; |
|
| 670 |
// return PRIMAL_DUAL_INFEASIBLE; |
|
| 671 |
|
|
| 672 |
//Seems to be that this is all we can say for sure |
|
| 673 |
default: |
|
| 674 |
//In all other cases |
|
| 675 |
return UNKNOWN; |
|
| 676 |
//FIXME error |
|
| 677 |
} |
|
| 806 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
|
| 678 | 807 |
#endif |
| ... | ... |
@@ -680,17 +809,114 @@ |
| 680 | 809 |
|
| 681 |
void LpCplex::_setMax() |
|
| 682 |
{
|
|
| 683 |
CPXchgobjsen(env, lp, CPX_MAX); |
|
| 684 |
} |
|
| 685 |
void LpCplex::_setMin() |
|
| 686 |
{
|
|
| 687 |
|
|
| 810 |
MipCplex::MipCplex(const CplexEnv& env) |
|
| 811 |
: LpBase(), CplexBase(env), MipSolver() {
|
|
| 812 |
|
|
| 813 |
#if CPX_VERSION < 800 |
|
| 814 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
|
| 815 |
#else |
|
| 816 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
|
| 817 |
#endif |
|
| 818 |
|
|
| 688 | 819 |
} |
| 689 | 820 |
|
| 690 |
bool LpCplex::_isMax() const |
|
| 691 |
{
|
|
| 692 |
if (CPXgetobjsen(env, lp)==CPX_MAX) |
|
| 693 |
return true; |
|
| 821 |
MipCplex::MipCplex(const MipCplex& other) |
|
| 822 |
: LpBase(), CplexBase(other), MipSolver() {}
|
|
| 823 |
|
|
| 824 |
MipCplex::~MipCplex() {}
|
|
| 825 |
|
|
| 826 |
MipCplex* MipCplex::_newSolver() const { return new MipCplex; }
|
|
| 827 |
MipCplex* MipCplex::_cloneSolver() const {return new MipCplex(*this); }
|
|
| 828 |
|
|
| 829 |
const char* MipCplex::_solverName() const { return "MipCplex"; }
|
|
| 830 |
|
|
| 831 |
void MipCplex::_setColType(int i, MipCplex::ColTypes col_type) {
|
|
| 832 |
|
|
| 833 |
// Note If a variable is to be changed to binary, a call to CPXchgbds |
|
| 834 |
// should also be made to change the bounds to 0 and 1. |
|
| 835 |
|
|
| 836 |
switch (col_type){
|
|
| 837 |
case INTEGER: {
|
|
| 838 |
const char t = 'I'; |
|
| 839 |
CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
|
| 840 |
} break; |
|
| 841 |
case REAL: {
|
|
| 842 |
const char t = 'C'; |
|
| 843 |
CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
|
| 844 |
} break; |
|
| 845 |
default: |
|
| 846 |
break; |
|
| 847 |
} |
|
| 848 |
} |
|
| 849 |
|
|
| 850 |
MipCplex::ColTypes MipCplex::_getColType(int i) const {
|
|
| 851 |
char t; |
|
| 852 |
CPXgetctype (cplexEnv(), _prob, &t, i, i); |
|
| 853 |
switch (t) {
|
|
| 854 |
case 'I': |
|
| 855 |
return INTEGER; |
|
| 856 |
case 'C': |
|
| 857 |
return REAL; |
|
| 858 |
default: |
|
| 859 |
LEMON_ASSERT(false, "Invalid column type"); |
|
| 860 |
return ColTypes(); |
|
| 861 |
} |
|
| 862 |
|
|
| 863 |
} |
|
| 864 |
|
|
| 865 |
MipCplex::SolveExitStatus MipCplex::_solve() {
|
|
| 866 |
int status; |
|
| 867 |
status = CPXmipopt (cplexEnv(), _prob); |
|
| 868 |
if (status==0) |
|
| 869 |
return SOLVED; |
|
| 694 | 870 |
else |
| 695 |
return |
|
| 871 |
return UNSOLVED; |
|
| 872 |
|
|
| 873 |
} |
|
| 874 |
|
|
| 875 |
|
|
| 876 |
MipCplex::ProblemType MipCplex::_getType() const {
|
|
| 877 |
|
|
| 878 |
int stat = CPXgetstat(cplexEnv(), _prob); |
|
| 879 |
|
|
| 880 |
//Fortunately, MIP statuses did not change for cplex 8.0 |
|
| 881 |
switch (stat) {
|
|
| 882 |
case CPXMIP_OPTIMAL: |
|
| 883 |
// Optimal integer solution has been found. |
|
| 884 |
case CPXMIP_OPTIMAL_TOL: |
|
| 885 |
// Optimal soluton with the tolerance defined by epgap or epagap has |
|
| 886 |
// been found. |
|
| 887 |
return OPTIMAL; |
|
| 888 |
//This also exists in later issues |
|
| 889 |
// case CPXMIP_UNBOUNDED: |
|
| 890 |
//return UNBOUNDED; |
|
| 891 |
case CPXMIP_INFEASIBLE: |
|
| 892 |
return INFEASIBLE; |
|
| 893 |
default: |
|
| 894 |
return UNDEFINED; |
|
| 895 |
} |
|
| 896 |
//Unboundedness not treated well: the following is from cplex 9.0 doc |
|
| 897 |
// About Unboundedness |
|
| 898 |
|
|
| 899 |
// The treatment of models that are unbounded involves a few |
|
| 900 |
// subtleties. Specifically, a declaration of unboundedness means that |
|
| 901 |
// ILOG CPLEX has determined that the model has an unbounded |
|
| 902 |
// ray. Given any feasible solution x with objective z, a multiple of |
|
| 903 |
// the unbounded ray can be added to x to give a feasible solution |
|
| 904 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
|
| 905 |
// feasible solution exists, then the optimal objective is |
|
| 906 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
|
| 907 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
|
| 908 |
// to determine whether ILOG CPLEX has also concluded that the model |
|
| 909 |
// has a feasible solution. |
|
| 910 |
} |
|
| 911 |
|
|
| 912 |
MipCplex::Value MipCplex::_getSol(int i) const {
|
|
| 913 |
Value x; |
|
| 914 |
CPXgetmipx(cplexEnv(), _prob, &x, i, i); |
|
| 915 |
return x; |
|
| 916 |
} |
|
| 917 |
|
|
| 918 |
MipCplex::Value MipCplex::_getSolValue() const {
|
|
| 919 |
Value objval; |
|
| 920 |
CPXgetmipobjval(cplexEnv(), _prob, &objval); |
|
| 921 |
return objval; |
|
| 696 | 922 |
} |
| ... | ... |
@@ -31,7 +31,13 @@ |
| 31 | 31 |
|
| 32 |
|
|
| 33 |
/// \brief Interface for the CPLEX solver |
|
| 32 |
/// \brief Reference counted wrapper around cpxenv pointer |
|
| 34 | 33 |
/// |
| 35 |
/// This class implements an interface for the CPLEX LP solver. |
|
| 36 |
class LpCplex :virtual public LpSolverBase {
|
|
| 34 |
/// The cplex uses environment object which is responsible for |
|
| 35 |
/// checking the proper license usage. This class provides a simple |
|
| 36 |
/// interface for share the environment object between different |
|
| 37 |
/// problems. |
|
| 38 |
class CplexEnv {
|
|
| 39 |
friend class CplexBase; |
|
| 40 |
private: |
|
| 41 |
cpxenv* _env; |
|
| 42 |
mutable int* _cnt; |
|
| 37 | 43 |
|
| ... | ... |
@@ -39,21 +45,49 @@ |
| 39 | 45 |
|
| 40 |
|
|
| 46 |
/// \brief This exception is thrown when the license check is not |
|
| 47 |
/// sufficient |
|
| 48 |
class LicenseError : public Exception {
|
|
| 49 |
friend class CplexEnv; |
|
| 50 |
private: |
|
| 41 | 51 |
|
| 42 |
/// \e |
|
| 43 |
int status; |
|
| 44 |
cpxenv* env; |
|
| 45 |
cpxlp* lp; |
|
| 52 |
LicenseError(int status); |
|
| 53 |
char _message[510]; |
|
| 46 | 54 |
|
| 55 |
public: |
|
| 47 | 56 |
|
| 48 |
/// \e |
|
| 49 |
LpCplex(); |
|
| 50 |
/// \e |
|
| 51 |
LpCplex(const LpCplex&); |
|
| 52 |
/// \e |
|
| 53 |
~LpCplex(); |
|
| 57 |
/// The short error message |
|
| 58 |
virtual const char* what() const throw() {
|
|
| 59 |
return _message; |
|
| 60 |
} |
|
| 61 |
}; |
|
| 62 |
|
|
| 63 |
/// Constructor |
|
| 64 |
CplexEnv(); |
|
| 65 |
/// Shallow copy constructor |
|
| 66 |
CplexEnv(const CplexEnv&); |
|
| 67 |
/// Shallow assignement |
|
| 68 |
CplexEnv& operator=(const CplexEnv&); |
|
| 69 |
/// Destructor |
|
| 70 |
virtual ~CplexEnv(); |
|
| 54 | 71 |
|
| 55 | 72 |
protected: |
| 56 |
virtual LpSolverBase* _newLp(); |
|
| 57 |
virtual LpSolverBase* _copyLp(); |
|
| 58 | 73 |
|
| 74 |
cpxenv* cplexEnv() { return _env; }
|
|
| 75 |
const cpxenv* cplexEnv() const { return _env; }
|
|
| 76 |
}; |
|
| 77 |
|
|
| 78 |
/// \brief Base interface for the CPLEX LP and MIP solver |
|
| 79 |
/// |
|
| 80 |
/// This class implements the common interface of the CPLEX LP and |
|
| 81 |
/// MIP solvers. |
|
| 82 |
/// \ingroup lp_group |
|
| 83 |
class CplexBase : virtual public LpBase {
|
|
| 84 |
protected: |
|
| 85 |
|
|
| 86 |
CplexEnv _env; |
|
| 87 |
cpxlp* _prob; |
|
| 88 |
|
|
| 89 |
CplexBase(); |
|
| 90 |
CplexBase(const CplexEnv&); |
|
| 91 |
CplexBase(const CplexBase &); |
|
| 92 |
virtual ~CplexBase(); |
|
| 59 | 93 |
|
| ... | ... |
@@ -61,4 +95,9 @@ |
| 61 | 95 |
virtual int _addRow(); |
| 96 |
|
|
| 62 | 97 |
virtual void _eraseCol(int i); |
| 63 | 98 |
virtual void _eraseRow(int i); |
| 99 |
|
|
| 100 |
virtual void _eraseColId(int i); |
|
| 101 |
virtual void _eraseRowId(int i); |
|
| 102 |
|
|
| 64 | 103 |
virtual void _getColName(int col, std::string & name) const; |
| ... | ... |
@@ -66,6 +105,13 @@ |
| 66 | 105 |
virtual int _colByName(const std::string& name) const; |
| 67 |
virtual void _setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e); |
|
| 68 |
virtual void _getRowCoeffs(int i, RowIterator b) const; |
|
| 69 |
virtual void _setColCoeffs(int i, ConstColIterator b, ConstColIterator e); |
|
| 70 |
virtual void _getColCoeffs(int i, ColIterator b) const; |
|
| 106 |
|
|
| 107 |
virtual void _getRowName(int row, std::string& name) const; |
|
| 108 |
virtual void _setRowName(int row, const std::string& name); |
|
| 109 |
virtual int _rowByName(const std::string& name) const; |
|
| 110 |
|
|
| 111 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 112 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
| 113 |
|
|
| 114 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 115 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
| 116 |
|
|
| 71 | 117 |
virtual void _setCoeff(int row, int col, Value value); |
| ... | ... |
@@ -75,2 +121,3 @@ |
| 75 | 121 |
virtual Value _getColLowerBound(int i) const; |
| 122 |
|
|
| 76 | 123 |
virtual void _setColUpperBound(int i, Value value); |
| ... | ... |
@@ -78,10 +125,69 @@ |
| 78 | 125 |
|
| 79 |
// virtual void _setRowLowerBound(int i, Value value); |
|
| 80 |
// virtual void _setRowUpperBound(int i, Value value); |
|
| 81 |
virtual void _setRowBounds(int i, Value lower, Value upper); |
|
| 82 |
virtual void _getRowBounds(int i, Value &lb, Value &ub) const; |
|
| 126 |
private: |
|
| 127 |
void _set_row_bounds(int i, Value lb, Value ub); |
|
| 128 |
protected: |
|
| 129 |
|
|
| 130 |
virtual void _setRowLowerBound(int i, Value value); |
|
| 131 |
virtual Value _getRowLowerBound(int i) const; |
|
| 132 |
|
|
| 133 |
virtual void _setRowUpperBound(int i, Value value); |
|
| 134 |
virtual Value _getRowUpperBound(int i) const; |
|
| 135 |
|
|
| 136 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
| 137 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
| 138 |
|
|
| 83 | 139 |
virtual void _setObjCoeff(int i, Value obj_coef); |
| 84 | 140 |
virtual Value _getObjCoeff(int i) const; |
| 85 |
virtual void _clearObj(); |
|
| 86 | 141 |
|
| 142 |
virtual void _setSense(Sense sense); |
|
| 143 |
virtual Sense _getSense() const; |
|
| 144 |
|
|
| 145 |
virtual void _clear(); |
|
| 146 |
|
|
| 147 |
public: |
|
| 148 |
|
|
| 149 |
/// Returns the used \c CplexEnv instance |
|
| 150 |
const CplexEnv& env() const { return _env; }
|
|
| 151 |
/// |
|
| 152 |
const cpxenv* cplexEnv() const { return _env.cplexEnv(); }
|
|
| 153 |
|
|
| 154 |
cpxlp* cplexLp() { return _prob; }
|
|
| 155 |
const cpxlp* cplexLp() const { return _prob; }
|
|
| 156 |
|
|
| 157 |
}; |
|
| 158 |
|
|
| 159 |
/// \brief Interface for the CPLEX LP solver |
|
| 160 |
/// |
|
| 161 |
/// This class implements an interface for the CPLEX LP solver. |
|
| 162 |
///\ingroup lp_group |
|
| 163 |
class LpCplex : public CplexBase, public LpSolver {
|
|
| 164 |
public: |
|
| 165 |
/// \e |
|
| 166 |
LpCplex(); |
|
| 167 |
/// \e |
|
| 168 |
LpCplex(const CplexEnv&); |
|
| 169 |
/// \e |
|
| 170 |
LpCplex(const LpCplex&); |
|
| 171 |
/// \e |
|
| 172 |
virtual ~LpCplex(); |
|
| 173 |
|
|
| 174 |
private: |
|
| 175 |
|
|
| 176 |
// these values cannot retrieved element by element |
|
| 177 |
mutable std::vector<int> _col_status; |
|
| 178 |
mutable std::vector<int> _row_status; |
|
| 179 |
|
|
| 180 |
mutable std::vector<Value> _primal_ray; |
|
| 181 |
mutable std::vector<Value> _dual_ray; |
|
| 182 |
|
|
| 183 |
void _clear_temporals(); |
|
| 184 |
|
|
| 185 |
SolveExitStatus convertStatus(int status); |
|
| 186 |
|
|
| 187 |
protected: |
|
| 188 |
|
|
| 189 |
virtual LpCplex* _cloneSolver() const; |
|
| 190 |
virtual LpCplex* _newSolver() const; |
|
| 191 |
|
|
| 192 |
virtual const char* _solverName() const; |
|
| 87 | 193 |
|
| ... | ... |
@@ -91,13 +197,11 @@ |
| 91 | 197 |
virtual Value _getPrimalValue() const; |
| 92 |
virtual bool _isBasicCol(int i) const; |
|
| 93 | 198 |
|
| 94 |
virtual SolutionStatus _getPrimalStatus() const; |
|
| 95 |
virtual SolutionStatus _getDualStatus() const; |
|
| 96 |
virtual |
|
| 199 |
virtual VarStatus _getColStatus(int i) const; |
|
| 200 |
virtual VarStatus _getRowStatus(int i) const; |
|
| 97 | 201 |
|
| 202 |
virtual Value _getPrimalRay(int i) const; |
|
| 203 |
virtual Value _getDualRay(int i) const; |
|
| 98 | 204 |
|
| 99 |
virtual void _setMax(); |
|
| 100 |
virtual void _setMin(); |
|
| 101 |
|
|
| 102 |
virtual bool _isMax() const; |
|
| 205 |
virtual ProblemType _getPrimalType() const; |
|
| 206 |
virtual ProblemType _getDualType() const; |
|
| 103 | 207 |
|
| ... | ... |
@@ -105,6 +209,45 @@ |
| 105 | 209 |
|
| 106 |
cpxenv* cplexEnv() { return env; }
|
|
| 107 |
cpxlp* cplexLp() { return lp; }
|
|
| 210 |
/// Solve with primal simplex method |
|
| 211 |
SolveExitStatus solvePrimal(); |
|
| 212 |
|
|
| 213 |
/// Solve with dual simplex method |
|
| 214 |
SolveExitStatus solveDual(); |
|
| 215 |
|
|
| 216 |
/// Solve with barrier method |
|
| 217 |
SolveExitStatus solveBarrier(); |
|
| 108 | 218 |
|
| 109 | 219 |
}; |
| 220 |
|
|
| 221 |
/// \brief Interface for the CPLEX MIP solver |
|
| 222 |
/// |
|
| 223 |
/// This class implements an interface for the CPLEX MIP solver. |
|
| 224 |
///\ingroup lp_group |
|
| 225 |
class MipCplex : public CplexBase, public MipSolver {
|
|
| 226 |
public: |
|
| 227 |
/// \e |
|
| 228 |
MipCplex(); |
|
| 229 |
/// \e |
|
| 230 |
MipCplex(const CplexEnv&); |
|
| 231 |
/// \e |
|
| 232 |
MipCplex(const MipCplex&); |
|
| 233 |
/// \e |
|
| 234 |
virtual ~MipCplex(); |
|
| 235 |
|
|
| 236 |
protected: |
|
| 237 |
|
|
| 238 |
virtual MipCplex* _cloneSolver() const; |
|
| 239 |
virtual MipCplex* _newSolver() const; |
|
| 240 |
|
|
| 241 |
virtual const char* _solverName() const; |
|
| 242 |
|
|
| 243 |
virtual ColTypes _getColType(int col) const; |
|
| 244 |
virtual void _setColType(int col, ColTypes col_type); |
|
| 245 |
|
|
| 246 |
virtual SolveExitStatus _solve(); |
|
| 247 |
virtual ProblemType _getType() const; |
|
| 248 |
virtual Value _getSol(int i) const; |
|
| 249 |
virtual Value _getSolValue() const; |
|
| 250 |
|
|
| 251 |
}; |
|
| 252 |
|
|
| 110 | 253 |
} //END OF NAMESPACE LEMON |
| ... | ... |
@@ -19,27 +19,8 @@ |
| 19 | 19 |
///\file |
| 20 |
///\brief Implementation of the LEMON |
|
| 20 |
///\brief Implementation of the LEMON GLPK LP and MIP solver interface. |
|
| 21 | 21 |
|
| 22 | 22 |
#include <lemon/lp_glpk.h> |
| 23 |
|
|
| 23 |
#include <glpk.h> |
|
| 24 | 24 |
|
| 25 |
extern "C" {
|
|
| 26 |
#include <glpk.h> |
|
| 27 |
} |
|
| 28 |
|
|
| 29 |
#if GLP_MAJOR_VERSION > 4 || (GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION > 15) |
|
| 30 |
#define LEMON_glp(func) (glp_##func) |
|
| 31 |
#define LEMON_lpx(func) (lpx_##func) |
|
| 32 |
|
|
| 33 |
#define LEMON_GLP(def) (GLP_##def) |
|
| 34 |
#define LEMON_LPX(def) (LPX_##def) |
|
| 35 |
|
|
| 36 |
#else |
|
| 37 |
|
|
| 38 |
#define LEMON_glp(func) (lpx_##func) |
|
| 39 |
#define LEMON_lpx(func) (lpx_##func) |
|
| 40 |
|
|
| 41 |
#define LEMON_GLP(def) (LPX_##def) |
|
| 42 |
#define LEMON_LPX(def) (LPX_##def) |
|
| 43 |
|
|
| 44 |
#endif |
|
| 25 |
#include <lemon/assert.h> |
|
| 45 | 26 |
|
| ... | ... |
@@ -47,59 +28,24 @@ |
| 47 | 28 |
|
| 48 |
LpGlpk::LpGlpk() : Parent() {
|
|
| 49 |
solved = false; |
|
| 50 |
rows = _lp_bits::LpId(1); |
|
| 51 |
cols = _lp_bits::LpId(1); |
|
| 52 |
lp = LEMON_glp(create_prob)(); |
|
| 53 |
LEMON_glp(create_index)(lp); |
|
| 54 |
|
|
| 29 |
// GlpkBase members |
|
| 30 |
|
|
| 31 |
GlpkBase::GlpkBase() : LpBase() {
|
|
| 32 |
lp = glp_create_prob(); |
|
| 33 |
glp_create_index(lp); |
|
| 55 | 34 |
} |
| 56 | 35 |
|
| 57 |
LpGlpk::LpGlpk(const LpGlpk &glp) : Parent() {
|
|
| 58 |
solved = false; |
|
| 59 |
rows = _lp_bits::LpId(1); |
|
| 60 |
cols = _lp_bits::LpId(1); |
|
| 61 |
lp = LEMON_glp(create_prob)(); |
|
| 62 |
LEMON_glp(create_index)(lp); |
|
| 63 |
messageLevel(0); |
|
| 64 |
//Coefficient matrix, row bounds |
|
| 65 |
LEMON_glp(add_rows)(lp, LEMON_glp(get_num_rows)(glp.lp)); |
|
| 66 |
LEMON_glp(add_cols)(lp, LEMON_glp(get_num_cols)(glp.lp)); |
|
| 67 |
int len; |
|
| 68 |
std::vector<int> ind(1+LEMON_glp(get_num_cols)(glp.lp)); |
|
| 69 |
std::vector<Value> val(1+LEMON_glp(get_num_cols)(glp.lp)); |
|
| 70 |
for (int i=1;i<=LEMON_glp(get_num_rows)(glp.lp);++i) |
|
| 71 |
{
|
|
| 72 |
len=LEMON_glp(get_mat_row)(glp.lp,i,&*ind.begin(),&*val.begin()); |
|
| 73 |
LEMON_glp(set_mat_row)(lp, i,len,&*ind.begin(),&*val.begin()); |
|
| 74 |
LEMON_glp(set_row_bnds)(lp,i, |
|
| 75 |
LEMON_glp(get_row_type)(glp.lp,i), |
|
| 76 |
LEMON_glp(get_row_lb)(glp.lp,i), |
|
| 77 |
|
|
| 36 |
GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() {
|
|
| 37 |
lp = glp_create_prob(); |
|
| 38 |
glp_copy_prob(lp, other.lp, GLP_ON); |
|
| 39 |
glp_create_index(lp); |
|
| 40 |
rows = other.rows; |
|
| 41 |
cols = other.cols; |
|
| 78 | 42 |
} |
| 79 | 43 |
|
| 80 |
//Objective function, coloumn bounds |
|
| 81 |
LEMON_glp(set_obj_dir)(lp, LEMON_glp(get_obj_dir)(glp.lp)); |
|
| 82 |
//Objectif function's constant term treated separately |
|
| 83 |
LEMON_glp(set_obj_coef)(lp,0,LEMON_glp(get_obj_coef)(glp.lp,0)); |
|
| 84 |
for (int i=1;i<=LEMON_glp(get_num_cols)(glp.lp);++i) |
|
| 85 |
{
|
|
| 86 |
LEMON_glp(set_obj_coef)(lp,i, |
|
| 87 |
LEMON_glp(get_obj_coef)(glp.lp,i)); |
|
| 88 |
LEMON_glp(set_col_bnds)(lp,i, |
|
| 89 |
LEMON_glp(get_col_type)(glp.lp,i), |
|
| 90 |
LEMON_glp(get_col_lb)(glp.lp,i), |
|
| 91 |
LEMON_glp(get_col_ub)(glp.lp,i)); |
|
| 92 |
} |
|
| 93 |
rows = glp.rows; |
|
| 94 |
|
|
| 44 |
GlpkBase::~GlpkBase() {
|
|
| 45 |
glp_delete_prob(lp); |
|
| 95 | 46 |
} |
| 96 | 47 |
|
| 97 |
LpGlpk::~LpGlpk() {
|
|
| 98 |
LEMON_glp(delete_prob)(lp); |
|
| 99 |
} |
|
| 100 |
|
|
| 101 |
int LpGlpk::_addCol() {
|
|
| 102 |
int i=LEMON_glp(add_cols)(lp, 1); |
|
| 103 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FR), 0.0, 0.0); |
|
| 104 |
solved = false; |
|
| 48 |
int GlpkBase::_addCol() {
|
|
| 49 |
int i = glp_add_cols(lp, 1); |
|
| 50 |
glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0); |
|
| 105 | 51 |
return i; |
| ... | ... |
@@ -107,22 +53,5 @@ |
| 107 | 53 |
|
| 108 |
///\e |
|
| 109 |
|
|
| 110 |
|
|
| 111 |
LpSolverBase* LpGlpk::_newLp() |
|
| 112 |
{
|
|
| 113 |
LpGlpk* newlp = new LpGlpk; |
|
| 114 |
return newlp; |
|
| 115 |
} |
|
| 116 |
|
|
| 117 |
///\e |
|
| 118 |
|
|
| 119 |
LpSolverBase* LpGlpk::_copyLp() |
|
| 120 |
{
|
|
| 121 |
LpGlpk *newlp = new LpGlpk(*this); |
|
| 122 |
return newlp; |
|
| 123 |
} |
|
| 124 |
|
|
| 125 |
int LpGlpk::_addRow() {
|
|
| 126 |
int i=LEMON_glp(add_rows)(lp, 1); |
|
| 127 |
solved = false; |
|
| 54 |
int GlpkBase::_addRow() {
|
|
| 55 |
int i = glp_add_rows(lp, 1); |
|
| 56 |
glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0); |
|
| 128 | 57 |
return i; |
| ... | ... |
@@ -130,28 +59,32 @@ |
| 130 | 59 |
|
| 131 |
|
|
| 132 |
void LpGlpk::_eraseCol(int i) {
|
|
| 60 |
void GlpkBase::_eraseCol(int i) {
|
|
| 133 | 61 |
int ca[2]; |
| 134 | 62 |
ca[1]=i; |
| 135 |
LEMON_glp(del_cols)(lp, 1, ca); |
|
| 136 |
solved = false; |
|
| 63 |
glp_del_cols(lp, 1, ca); |
|
| 137 | 64 |
} |
| 138 | 65 |
|
| 139 |
void |
|
| 66 |
void GlpkBase::_eraseRow(int i) {
|
|
| 140 | 67 |
int ra[2]; |
| 141 | 68 |
ra[1]=i; |
| 142 |
LEMON_glp(del_rows)(lp, 1, ra); |
|
| 143 |
solved = false; |
|
| 69 |
glp_del_rows(lp, 1, ra); |
|
| 144 | 70 |
} |
| 145 | 71 |
|
| 146 |
void LpGlpk::_getColName(int c, std::string & name) const |
|
| 147 |
{
|
|
| 148 |
|
|
| 149 |
const char *n = LEMON_glp(get_col_name)(lp,c); |
|
| 150 |
|
|
| 72 |
void GlpkBase::_eraseColId(int i) {
|
|
| 73 |
cols.eraseIndex(i); |
|
| 74 |
cols.shiftIndices(i); |
|
| 151 | 75 |
} |
| 152 | 76 |
|
| 77 |
void GlpkBase::_eraseRowId(int i) {
|
|
| 78 |
rows.eraseIndex(i); |
|
| 79 |
rows.shiftIndices(i); |
|
| 80 |
} |
|
| 153 | 81 |
|
| 154 |
void LpGlpk::_setColName(int c, const std::string & name) |
|
| 155 |
{
|
|
| 156 |
|
|
| 82 |
void GlpkBase::_getColName(int c, std::string& name) const {
|
|
| 83 |
const char *str = glp_get_col_name(lp, c); |
|
| 84 |
if (str) name = str; |
|
| 85 |
else name.clear(); |
|
| 86 |
} |
|
| 87 |
|
|
| 88 |
void GlpkBase::_setColName(int c, const std::string & name) {
|
|
| 89 |
glp_set_col_name(lp, c, const_cast<char*>(name.c_str())); |
|
| 157 | 90 |
|
| ... | ... |
@@ -159,5 +92,4 @@ |
| 159 | 92 |
|
| 160 |
int LpGlpk::_colByName(const std::string& name) const |
|
| 161 |
{
|
|
| 162 |
|
|
| 93 |
int GlpkBase::_colByName(const std::string& name) const {
|
|
| 94 |
int k = glp_find_col(lp, const_cast<char*>(name.c_str())); |
|
| 163 | 95 |
return k > 0 ? k : -1; |
| ... | ... |
@@ -165,13 +97,27 @@ |
| 165 | 97 |
|
| 98 |
void GlpkBase::_getRowName(int r, std::string& name) const {
|
|
| 99 |
const char *str = glp_get_row_name(lp, r); |
|
| 100 |
if (str) name = str; |
|
| 101 |
else name.clear(); |
|
| 102 |
} |
|
| 166 | 103 |
|
| 167 |
void LpGlpk::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) |
|
| 168 |
{
|
|
| 169 |
std:: |
|
| 104 |
void GlpkBase::_setRowName(int r, const std::string & name) {
|
|
| 105 |
glp_set_row_name(lp, r, const_cast<char*>(name.c_str())); |
|
| 106 |
|
|
| 107 |
} |
|
| 108 |
|
|
| 109 |
int GlpkBase::_rowByName(const std::string& name) const {
|
|
| 110 |
int k = glp_find_row(lp, const_cast<char*>(name.c_str())); |
|
| 111 |
return k > 0 ? k : -1; |
|
| 112 |
} |
|
| 113 |
|
|
| 114 |
void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
|
|
| 115 |
std::vector<int> indexes; |
|
| 170 | 116 |
std::vector<Value> values; |
| 171 | 117 |
|
| 172 |
|
|
| 118 |
indexes.push_back(0); |
|
| 173 | 119 |
values.push_back(0); |
| 174 | 120 |
|
| 175 |
for(ConstRowIterator it=b; it!=e; ++it) {
|
|
| 176 |
indices.push_back(it->first); |
|
| 121 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 122 |
indexes.push_back(it->first); |
|
| 177 | 123 |
values.push_back(it->second); |
| ... | ... |
@@ -179,19 +125,16 @@ |
| 179 | 125 |
|
| 180 |
LEMON_glp(set_mat_row)(lp, i, values.size() - 1, |
|
| 181 |
&indices[0], &values[0]); |
|
| 182 |
|
|
| 183 |
solved = false; |
|
| 126 |
glp_set_mat_row(lp, i, values.size() - 1, |
|
| 127 |
&indexes.front(), &values.front()); |
|
| 184 | 128 |
} |
| 185 | 129 |
|
| 186 |
void LpGlpk::_getRowCoeffs(int ix, RowIterator b) const |
|
| 187 |
{
|
|
| 188 |
|
|
| 130 |
void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const {
|
|
| 131 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
|
| 189 | 132 |
|
| 190 |
std::vector<int> |
|
| 133 |
std::vector<int> indexes(length + 1); |
|
| 191 | 134 |
std::vector<Value> values(length + 1); |
| 192 | 135 |
|
| 193 |
|
|
| 136 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
|
| 194 | 137 |
|
| 195 | 138 |
for (int i = 1; i <= length; ++i) {
|
| 196 |
*b = std::make_pair( |
|
| 139 |
*b = std::make_pair(indexes[i], values[i]); |
|
| 197 | 140 |
++b; |
| ... | ... |
@@ -200,12 +143,13 @@ |
| 200 | 143 |
|
| 201 |
void |
|
| 144 |
void GlpkBase::_setColCoeffs(int ix, ExprIterator b, |
|
| 145 |
ExprIterator e) {
|
|
| 202 | 146 |
|
| 203 |
std::vector<int> |
|
| 147 |
std::vector<int> indexes; |
|
| 204 | 148 |
std::vector<Value> values; |
| 205 | 149 |
|
| 206 |
|
|
| 150 |
indexes.push_back(0); |
|
| 207 | 151 |
values.push_back(0); |
| 208 | 152 |
|
| 209 |
for(ConstColIterator it=b; it!=e; ++it) {
|
|
| 210 |
indices.push_back(it->first); |
|
| 153 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 154 |
indexes.push_back(it->first); |
|
| 211 | 155 |
values.push_back(it->second); |
| ... | ... |
@@ -213,19 +157,16 @@ |
| 213 | 157 |
|
| 214 |
LEMON_glp(set_mat_col)(lp, ix, values.size() - 1, |
|
| 215 |
&indices[0], &values[0]); |
|
| 216 |
|
|
| 217 |
solved = false; |
|
| 158 |
glp_set_mat_col(lp, ix, values.size() - 1, |
|
| 159 |
&indexes.front(), &values.front()); |
|
| 218 | 160 |
} |
| 219 | 161 |
|
| 220 |
void LpGlpk::_getColCoeffs(int ix, ColIterator b) const |
|
| 221 |
{
|
|
| 222 |
|
|
| 162 |
void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const {
|
|
| 163 |
int length = glp_get_mat_col(lp, ix, 0, 0); |
|
| 223 | 164 |
|
| 224 |
std::vector<int> |
|
| 165 |
std::vector<int> indexes(length + 1); |
|
| 225 | 166 |
std::vector<Value> values(length + 1); |
| 226 | 167 |
|
| 227 |
|
|
| 168 |
glp_get_mat_col(lp, ix, &indexes.front(), &values.front()); |
|
| 228 | 169 |
|
| 229 | 170 |
for (int i = 1; i <= length; ++i) {
|
| 230 |
*b = std::make_pair( |
|
| 171 |
*b = std::make_pair(indexes[i], values[i]); |
|
| 231 | 172 |
++b; |
| ... | ... |
@@ -234,19 +175,18 @@ |
| 234 | 175 |
|
| 235 |
void LpGlpk::_setCoeff(int ix, int jx, Value value) |
|
| 236 |
{
|
|
| 176 |
void GlpkBase::_setCoeff(int ix, int jx, Value value) {
|
|
| 237 | 177 |
|
| 238 |
if ( |
|
| 178 |
if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) {
|
|
| 239 | 179 |
|
| 240 |
int length= |
|
| 180 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
|
| 241 | 181 |
|
| 242 |
std::vector<int> |
|
| 182 |
std::vector<int> indexes(length + 2); |
|
| 243 | 183 |
std::vector<Value> values(length + 2); |
| 244 | 184 |
|
| 245 |
|
|
| 185 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
|
| 246 | 186 |
|
| 247 | 187 |
//The following code does not suppose that the elements of the |
| 248 |
//array |
|
| 188 |
//array indexes are sorted |
|
| 249 | 189 |
bool found=false; |
| 250 | 190 |
for (int i = 1; i <= length; ++i) {
|
| 251 |
if ( |
|
| 191 |
if (indexes[i] == jx) {
|
|
| 252 | 192 |
found=true; |
| ... | ... |
@@ -258,3 +198,3 @@ |
| 258 | 198 |
++length; |
| 259 |
|
|
| 199 |
indexes[length] = jx; |
|
| 260 | 200 |
values[length]=value; |
| ... | ... |
@@ -262,3 +202,3 @@ |
| 262 | 202 |
|
| 263 |
|
|
| 203 |
glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front()); |
|
| 264 | 204 |
|
| ... | ... |
@@ -266,14 +206,14 @@ |
| 266 | 206 |
|
| 267 |
int length= |
|
| 207 |
int length = glp_get_mat_col(lp, jx, 0, 0); |
|
| 268 | 208 |
|
| 269 |
std::vector<int> |
|
| 209 |
std::vector<int> indexes(length + 2); |
|
| 270 | 210 |
std::vector<Value> values(length + 2); |
| 271 | 211 |
|
| 272 |
|
|
| 212 |
glp_get_mat_col(lp, jx, &indexes.front(), &values.front()); |
|
| 273 | 213 |
|
| 274 | 214 |
//The following code does not suppose that the elements of the |
| 275 |
//array |
|
| 215 |
//array indexes are sorted |
|
| 276 | 216 |
bool found=false; |
| 277 | 217 |
for (int i = 1; i <= length; ++i) {
|
| 278 |
if ( |
|
| 218 |
if (indexes[i] == ix) {
|
|
| 279 | 219 |
found=true; |
| ... | ... |
@@ -285,3 +225,3 @@ |
| 285 | 225 |
++length; |
| 286 |
|
|
| 226 |
indexes[length] = ix; |
|
| 287 | 227 |
values[length]=value; |
| ... | ... |
@@ -289,199 +229,3 @@ |
| 289 | 229 |
|
| 290 |
LEMON_glp(set_mat_col)(lp, jx, length, &indices[0], &values[0]); |
|
| 291 |
} |
|
| 292 |
|
|
| 293 |
solved = false; |
|
| 294 |
} |
|
| 295 |
|
|
| 296 |
LpGlpk::Value LpGlpk::_getCoeff(int ix, int jx) const |
|
| 297 |
{
|
|
| 298 |
|
|
| 299 |
int length=LEMON_glp(get_mat_row)(lp, ix, 0, 0); |
|
| 300 |
|
|
| 301 |
std::vector<int> indices(length + 1); |
|
| 302 |
std::vector<Value> values(length + 1); |
|
| 303 |
|
|
| 304 |
LEMON_glp(get_mat_row)(lp, ix, &indices[0], &values[0]); |
|
| 305 |
|
|
| 306 |
//The following code does not suppose that the elements of the |
|
| 307 |
//array indices are sorted |
|
| 308 |
for (int i = 1; i <= length; ++i) {
|
|
| 309 |
if (indices[i]==jx){
|
|
| 310 |
return values[i]; |
|
| 311 |
} |
|
| 312 |
} |
|
| 313 |
return 0; |
|
| 314 |
|
|
| 315 |
} |
|
| 316 |
|
|
| 317 |
|
|
| 318 |
void LpGlpk::_setColLowerBound(int i, Value lo) |
|
| 319 |
{
|
|
| 320 |
if (lo==INF) {
|
|
| 321 |
//FIXME error |
|
| 322 |
} |
|
| 323 |
int b=LEMON_glp(get_col_type)(lp, i); |
|
| 324 |
double up=LEMON_glp(get_col_ub)(lp, i); |
|
| 325 |
if (lo==-INF) {
|
|
| 326 |
switch (b) {
|
|
| 327 |
case LEMON_GLP(FR): |
|
| 328 |
case LEMON_GLP(LO): |
|
| 329 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FR), lo, up); |
|
| 330 |
break; |
|
| 331 |
case LEMON_GLP(UP): |
|
| 332 |
break; |
|
| 333 |
case LEMON_GLP(DB): |
|
| 334 |
case LEMON_GLP(FX): |
|
| 335 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(UP), lo, up); |
|
| 336 |
break; |
|
| 337 |
default: ; |
|
| 338 |
//FIXME error |
|
| 339 |
} |
|
| 340 |
} else {
|
|
| 341 |
switch (b) {
|
|
| 342 |
case LEMON_GLP(FR): |
|
| 343 |
case LEMON_GLP(LO): |
|
| 344 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(LO), lo, up); |
|
| 345 |
break; |
|
| 346 |
case LEMON_GLP(UP): |
|
| 347 |
case LEMON_GLP(DB): |
|
| 348 |
case LEMON_GLP(FX): |
|
| 349 |
if (lo==up) |
|
| 350 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FX), lo, up); |
|
| 351 |
else |
|
| 352 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(DB), lo, up); |
|
| 353 |
break; |
|
| 354 |
default: ; |
|
| 355 |
//FIXME error |
|
| 356 |
} |
|
| 357 |
} |
|
| 358 |
|
|
| 359 |
solved = false; |
|
| 360 |
} |
|
| 361 |
|
|
| 362 |
LpGlpk::Value LpGlpk::_getColLowerBound(int i) const |
|
| 363 |
{
|
|
| 364 |
int b=LEMON_glp(get_col_type)(lp, i); |
|
| 365 |
switch (b) {
|
|
| 366 |
case LEMON_GLP(LO): |
|
| 367 |
case LEMON_GLP(DB): |
|
| 368 |
case LEMON_GLP(FX): |
|
| 369 |
return LEMON_glp(get_col_lb)(lp, i); |
|
| 370 |
default: ; |
|
| 371 |
return -INF; |
|
| 372 |
} |
|
| 373 |
} |
|
| 374 |
|
|
| 375 |
void LpGlpk::_setColUpperBound(int i, Value up) |
|
| 376 |
{
|
|
| 377 |
if (up==-INF) {
|
|
| 378 |
//FIXME error |
|
| 379 |
} |
|
| 380 |
int b=LEMON_glp(get_col_type)(lp, i); |
|
| 381 |
double lo=LEMON_glp(get_col_lb)(lp, i); |
|
| 382 |
if (up==INF) {
|
|
| 383 |
switch (b) {
|
|
| 384 |
case LEMON_GLP(FR): |
|
| 385 |
case LEMON_GLP(LO): |
|
| 386 |
break; |
|
| 387 |
case LEMON_GLP(UP): |
|
| 388 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FR), lo, up); |
|
| 389 |
break; |
|
| 390 |
case LEMON_GLP(DB): |
|
| 391 |
case LEMON_GLP(FX): |
|
| 392 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(LO), lo, up); |
|
| 393 |
break; |
|
| 394 |
default: ; |
|
| 395 |
//FIXME error |
|
| 396 |
} |
|
| 397 |
} else {
|
|
| 398 |
switch (b) {
|
|
| 399 |
case LEMON_GLP(FR): |
|
| 400 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(UP), lo, up); |
|
| 401 |
break; |
|
| 402 |
case LEMON_GLP(UP): |
|
| 403 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(UP), lo, up); |
|
| 404 |
break; |
|
| 405 |
case LEMON_GLP(LO): |
|
| 406 |
case LEMON_GLP(DB): |
|
| 407 |
case LEMON_GLP(FX): |
|
| 408 |
if (lo==up) |
|
| 409 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FX), lo, up); |
|
| 410 |
else |
|
| 411 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(DB), lo, up); |
|
| 412 |
break; |
|
| 413 |
default: ; |
|
| 414 |
//FIXME error |
|
| 415 |
} |
|
| 416 |
} |
|
| 417 |
|
|
| 418 |
solved = false; |
|
| 419 |
} |
|
| 420 |
|
|
| 421 |
LpGlpk::Value LpGlpk::_getColUpperBound(int i) const |
|
| 422 |
{
|
|
| 423 |
int b=LEMON_glp(get_col_type)(lp, i); |
|
| 424 |
switch (b) {
|
|
| 425 |
case LEMON_GLP(UP): |
|
| 426 |
case LEMON_GLP(DB): |
|
| 427 |
case LEMON_GLP(FX): |
|
| 428 |
return LEMON_glp(get_col_ub)(lp, i); |
|
| 429 |
default: ; |
|
| 430 |
return INF; |
|
| 431 |
} |
|
| 432 |
} |
|
| 433 |
|
|
| 434 |
void LpGlpk::_setRowBounds(int i, Value lb, Value ub) |
|
| 435 |
{
|
|
| 436 |
//Bad parameter |
|
| 437 |
if (lb==INF || ub==-INF) {
|
|
| 438 |
//FIXME error |
|
| 439 |
} |
|
| 440 |
|
|
| 441 |
if (lb == -INF){
|
|
| 442 |
if (ub == INF){
|
|
| 443 |
LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(FR), lb, ub); |
|
| 444 |
} |
|
| 445 |
else{
|
|
| 446 |
LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(UP), lb, ub); |
|
| 447 |
} |
|
| 448 |
} |
|
| 449 |
else{
|
|
| 450 |
if (ub==INF){
|
|
| 451 |
LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(LO), lb, ub); |
|
| 452 |
|
|
| 453 |
} |
|
| 454 |
else{
|
|
| 455 |
if (lb == ub){
|
|
| 456 |
LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(FX), lb, ub); |
|
| 457 |
} |
|
| 458 |
else{
|
|
| 459 |
LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(DB), lb, ub); |
|
| 460 |
} |
|
| 461 |
} |
|
| 462 |
} |
|
| 463 |
|
|
| 464 |
solved = false; |
|
| 465 |
} |
|
| 466 |
|
|
| 467 |
void LpGlpk::_getRowBounds(int i, Value &lb, Value &ub) const |
|
| 468 |
{
|
|
| 469 |
|
|
| 470 |
int b=LEMON_glp(get_row_type)(lp, i); |
|
| 471 |
switch (b) {
|
|
| 472 |
case LEMON_GLP(FR): |
|
| 473 |
case LEMON_GLP(UP): |
|
| 474 |
lb = -INF; |
|
| 475 |
break; |
|
| 476 |
default: |
|
| 477 |
lb=LEMON_glp(get_row_lb)(lp, i); |
|
| 478 |
} |
|
| 479 |
|
|
| 480 |
switch (b) {
|
|
| 481 |
case LEMON_GLP(FR): |
|
| 482 |
case LEMON_GLP(LO): |
|
| 483 |
ub = INF; |
|
| 484 |
break; |
|
| 485 |
default: |
|
| 486 |
|
|
| 230 |
glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front()); |
|
| 487 | 231 |
} |
| ... | ... |
@@ -490,38 +234,110 @@ |
| 490 | 234 |
|
| 491 |
void LpGlpk::_setObjCoeff(int i, Value obj_coef) |
|
| 492 |
{
|
|
| 493 |
//i=0 means the constant term (shift) |
|
| 494 |
LEMON_glp(set_obj_coef)(lp, i, obj_coef); |
|
| 235 |
GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const {
|
|
| 495 | 236 |
|
| 496 |
|
|
| 237 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
|
| 238 |
|
|
| 239 |
std::vector<int> indexes(length + 1); |
|
| 240 |
std::vector<Value> values(length + 1); |
|
| 241 |
|
|
| 242 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
|
| 243 |
|
|
| 244 |
for (int i = 1; i <= length; ++i) {
|
|
| 245 |
if (indexes[i] == jx) {
|
|
| 246 |
return values[i]; |
|
| 247 |
} |
|
| 497 | 248 |
} |
| 498 | 249 |
|
| 499 |
LpGlpk::Value LpGlpk::_getObjCoeff(int i) const {
|
|
| 500 |
//i=0 means the constant term (shift) |
|
| 501 |
return |
|
| 250 |
return 0; |
|
| 502 | 251 |
} |
| 503 | 252 |
|
| 504 |
void LpGlpk::_clearObj() |
|
| 505 |
{
|
|
| 506 |
for (int i=0;i<=LEMON_glp(get_num_cols)(lp);++i){
|
|
| 507 |
LEMON_glp(set_obj_coef)(lp, i, 0); |
|
| 253 |
void GlpkBase::_setColLowerBound(int i, Value lo) {
|
|
| 254 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
|
| 255 |
|
|
| 256 |
int b = glp_get_col_type(lp, i); |
|
| 257 |
double up = glp_get_col_ub(lp, i); |
|
| 258 |
if (lo == -INF) {
|
|
| 259 |
switch (b) {
|
|
| 260 |
case GLP_FR: |
|
| 261 |
case GLP_LO: |
|
| 262 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
|
| 263 |
break; |
|
| 264 |
case GLP_UP: |
|
| 265 |
break; |
|
| 266 |
case GLP_DB: |
|
| 267 |
case GLP_FX: |
|
| 268 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
|
| 269 |
break; |
|
| 270 |
default: |
|
| 271 |
break; |
|
| 272 |
} |
|
| 273 |
} else {
|
|
| 274 |
switch (b) {
|
|
| 275 |
case GLP_FR: |
|
| 276 |
case GLP_LO: |
|
| 277 |
glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
|
| 278 |
break; |
|
| 279 |
case GLP_UP: |
|
| 280 |
case GLP_DB: |
|
| 281 |
case GLP_FX: |
|
| 282 |
if (lo == up) |
|
| 283 |
glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
|
| 284 |
else |
|
| 285 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
|
| 286 |
break; |
|
| 287 |
default: |
|
| 288 |
break; |
|
| 289 |
} |
|
| 290 |
} |
|
| 508 | 291 |
} |
| 509 | 292 |
|
| 510 |
|
|
| 293 |
GlpkBase::Value GlpkBase::_getColLowerBound(int i) const {
|
|
| 294 |
int b = glp_get_col_type(lp, i); |
|
| 295 |
switch (b) {
|
|
| 296 |
case GLP_LO: |
|
| 297 |
case GLP_DB: |
|
| 298 |
case GLP_FX: |
|
| 299 |
return glp_get_col_lb(lp, i); |
|
| 300 |
default: |
|
| 301 |
return -INF; |
|
| 302 |
} |
|
| 511 | 303 |
} |
| 512 | 304 |
|
| 513 |
LpGlpk::SolveExitStatus LpGlpk::_solve() |
|
| 514 |
{
|
|
| 515 |
// A way to check the problem to be solved |
|
| 516 |
//LEMON_glp(write_cpxlp(lp,"naittvan.cpx"); |
|
| 305 |
void GlpkBase::_setColUpperBound(int i, Value up) {
|
|
| 306 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
|
| 517 | 307 |
|
| 518 |
LEMON_lpx(std_basis)(lp); |
|
| 519 |
int i = LEMON_lpx(simplex)(lp); |
|
| 520 |
|
|
| 521 |
switch (i) {
|
|
| 522 |
case LEMON_LPX(E_OK): |
|
| 523 |
solved = true; |
|
| 524 |
|
|
| 308 |
int b = glp_get_col_type(lp, i); |
|
| 309 |
double lo = glp_get_col_lb(lp, i); |
|
| 310 |
if (up == INF) {
|
|
| 311 |
switch (b) {
|
|
| 312 |
case GLP_FR: |
|
| 313 |
case GLP_LO: |
|
| 314 |
break; |
|
| 315 |
case GLP_UP: |
|
| 316 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
|
| 317 |
break; |
|
| 318 |
case GLP_DB: |
|
| 319 |
case GLP_FX: |
|
| 320 |
glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
|
| 321 |
break; |
|
| 525 | 322 |
default: |
| 526 |
|
|
| 323 |
break; |
|
| 324 |
} |
|
| 325 |
} else {
|
|
| 326 |
switch (b) {
|
|
| 327 |
case GLP_FR: |
|
| 328 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
|
| 329 |
break; |
|
| 330 |
case GLP_UP: |
|
| 331 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
|
| 332 |
break; |
|
| 333 |
case GLP_LO: |
|
| 334 |
case GLP_DB: |
|
| 335 |
case GLP_FX: |
|
| 336 |
if (lo == up) |
|
| 337 |
glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
|
| 338 |
else |
|
| 339 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
|
| 340 |
break; |
|
| 341 |
default: |
|
| 342 |
break; |
|
| 527 | 343 |
} |
| ... | ... |
@@ -529,41 +345,588 @@ |
| 529 | 345 |
|
| 530 |
LpGlpk::Value LpGlpk::_getPrimal(int i) const |
|
| 531 |
{
|
|
| 532 |
return LEMON_glp(get_col_prim)(lp,i); |
|
| 533 | 346 |
} |
| 534 | 347 |
|
| 535 |
LpGlpk::Value LpGlpk::_getDual(int i) const |
|
| 536 |
{
|
|
| 537 |
|
|
| 348 |
GlpkBase::Value GlpkBase::_getColUpperBound(int i) const {
|
|
| 349 |
int b = glp_get_col_type(lp, i); |
|
| 350 |
switch (b) {
|
|
| 351 |
case GLP_UP: |
|
| 352 |
case GLP_DB: |
|
| 353 |
case GLP_FX: |
|
| 354 |
return glp_get_col_ub(lp, i); |
|
| 355 |
default: |
|
| 356 |
return INF; |
|
| 357 |
} |
|
| 538 | 358 |
} |
| 539 | 359 |
|
| 540 |
LpGlpk::Value LpGlpk::_getPrimalValue() const |
|
| 541 |
{
|
|
| 542 |
|
|
| 360 |
void GlpkBase::_setRowLowerBound(int i, Value lo) {
|
|
| 361 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
|
| 362 |
|
|
| 363 |
int b = glp_get_row_type(lp, i); |
|
| 364 |
double up = glp_get_row_ub(lp, i); |
|
| 365 |
if (lo == -INF) {
|
|
| 366 |
switch (b) {
|
|
| 367 |
case GLP_FR: |
|
| 368 |
case GLP_LO: |
|
| 369 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
|
| 370 |
break; |
|
| 371 |
case GLP_UP: |
|
| 372 |
break; |
|
| 373 |
case GLP_DB: |
|
| 374 |
case GLP_FX: |
|
| 375 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
|
| 376 |
break; |
|
| 377 |
default: |
|
| 378 |
break; |
|
| 543 | 379 |
} |
| 544 |
bool LpGlpk::_isBasicCol(int i) const |
|
| 545 |
{
|
|
| 546 |
|
|
| 380 |
} else {
|
|
| 381 |
switch (b) {
|
|
| 382 |
case GLP_FR: |
|
| 383 |
case GLP_LO: |
|
| 384 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
|
| 385 |
break; |
|
| 386 |
case GLP_UP: |
|
| 387 |
case GLP_DB: |
|
| 388 |
case GLP_FX: |
|
| 389 |
if (lo == up) |
|
| 390 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
|
| 391 |
else |
|
| 392 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
|
| 393 |
break; |
|
| 394 |
default: |
|
| 395 |
break; |
|
| 396 |
} |
|
| 547 | 397 |
} |
| 548 | 398 |
|
| 399 |
} |
|
| 549 | 400 |
|
| 550 |
LpGlpk::SolutionStatus LpGlpk::_getPrimalStatus() const |
|
| 551 |
{
|
|
| 552 |
if (!solved) return UNDEFINED; |
|
| 553 |
int stat= LEMON_lpx(get_status)(lp); |
|
| 554 |
switch (stat) {
|
|
| 555 |
case LEMON_LPX(UNDEF)://Undefined (no solve has been run yet) |
|
| 401 |
GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const {
|
|
| 402 |
int b = glp_get_row_type(lp, i); |
|
| 403 |
switch (b) {
|
|
| 404 |
case GLP_LO: |
|
| 405 |
case GLP_DB: |
|
| 406 |
case GLP_FX: |
|
| 407 |
return glp_get_row_lb(lp, i); |
|
| 408 |
default: |
|
| 409 |
return -INF; |
|
| 410 |
} |
|
| 411 |
} |
|
| 412 |
|
|
| 413 |
void GlpkBase::_setRowUpperBound(int i, Value up) {
|
|
| 414 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
|
| 415 |
|
|
| 416 |
int b = glp_get_row_type(lp, i); |
|
| 417 |
double lo = glp_get_row_lb(lp, i); |
|
| 418 |
if (up == INF) {
|
|
| 419 |
switch (b) {
|
|
| 420 |
case GLP_FR: |
|
| 421 |
case GLP_LO: |
|
| 422 |
break; |
|
| 423 |
case GLP_UP: |
|
| 424 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
|
| 425 |
break; |
|
| 426 |
case GLP_DB: |
|
| 427 |
case GLP_FX: |
|
| 428 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
|
| 429 |
break; |
|
| 430 |
default: |
|
| 431 |
break; |
|
| 432 |
} |
|
| 433 |
} else {
|
|
| 434 |
switch (b) {
|
|
| 435 |
case GLP_FR: |
|
| 436 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
|
| 437 |
break; |
|
| 438 |
case GLP_UP: |
|
| 439 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
|
| 440 |
break; |
|
| 441 |
case GLP_LO: |
|
| 442 |
case GLP_DB: |
|
| 443 |
case GLP_FX: |
|
| 444 |
if (lo == up) |
|
| 445 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
|
| 446 |
else |
|
| 447 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
|
| 448 |
break; |
|
| 449 |
default: |
|
| 450 |
break; |
|
| 451 |
} |
|
| 452 |
} |
|
| 453 |
} |
|
| 454 |
|
|
| 455 |
GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const {
|
|
| 456 |
int b = glp_get_row_type(lp, i); |
|
| 457 |
switch (b) {
|
|
| 458 |
case GLP_UP: |
|
| 459 |
case GLP_DB: |
|
| 460 |
case GLP_FX: |
|
| 461 |
return glp_get_row_ub(lp, i); |
|
| 462 |
default: |
|
| 463 |
return INF; |
|
| 464 |
} |
|
| 465 |
} |
|
| 466 |
|
|
| 467 |
void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
|
| 468 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
|
| 469 |
glp_set_obj_coef(lp, i, 0.0); |
|
| 470 |
} |
|
| 471 |
for (ExprIterator it = b; it != e; ++it) {
|
|
| 472 |
glp_set_obj_coef(lp, it->first, it->second); |
|
| 473 |
} |
|
| 474 |
} |
|
| 475 |
|
|
| 476 |
void GlpkBase::_getObjCoeffs(InsertIterator b) const {
|
|
| 477 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
|
| 478 |
Value val = glp_get_obj_coef(lp, i); |
|
| 479 |
if (val != 0.0) {
|
|
| 480 |
*b = std::make_pair(i, val); |
|
| 481 |
++b; |
|
| 482 |
} |
|
| 483 |
} |
|
| 484 |
} |
|
| 485 |
|
|
| 486 |
void GlpkBase::_setObjCoeff(int i, Value obj_coef) {
|
|
| 487 |
//i = 0 means the constant term (shift) |
|
| 488 |
glp_set_obj_coef(lp, i, obj_coef); |
|
| 489 |
} |
|
| 490 |
|
|
| 491 |
GlpkBase::Value GlpkBase::_getObjCoeff(int i) const {
|
|
| 492 |
//i = 0 means the constant term (shift) |
|
| 493 |
return glp_get_obj_coef(lp, i); |
|
| 494 |
} |
|
| 495 |
|
|
| 496 |
void GlpkBase::_setSense(GlpkBase::Sense sense) {
|
|
| 497 |
switch (sense) {
|
|
| 498 |
case MIN: |
|
| 499 |
glp_set_obj_dir(lp, GLP_MIN); |
|
| 500 |
break; |
|
| 501 |
case MAX: |
|
| 502 |
glp_set_obj_dir(lp, GLP_MAX); |
|
| 503 |
break; |
|
| 504 |
} |
|
| 505 |
} |
|
| 506 |
|
|
| 507 |
GlpkBase::Sense GlpkBase::_getSense() const {
|
|
| 508 |
switch(glp_get_obj_dir(lp)) {
|
|
| 509 |
case GLP_MIN: |
|
| 510 |
return MIN; |
|
| 511 |
case GLP_MAX: |
|
| 512 |
return MAX; |
|
| 513 |
default: |
|
| 514 |
LEMON_ASSERT(false, "Wrong sense"); |
|
| 515 |
return GlpkBase::Sense(); |
|
| 516 |
} |
|
| 517 |
} |
|
| 518 |
|
|
| 519 |
void GlpkBase::_clear() {
|
|
| 520 |
glp_erase_prob(lp); |
|
| 521 |
rows.clear(); |
|
| 522 |
cols.clear(); |
|
| 523 |
} |
|
| 524 |
|
|
| 525 |
// LpGlpk members |
|
| 526 |
|
|
| 527 |
LpGlpk::LpGlpk() |
|
| 528 |
: LpBase(), GlpkBase(), LpSolver() {
|
|
| 529 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 530 |
} |
|
| 531 |
|
|
| 532 |
LpGlpk::LpGlpk(const LpGlpk& other) |
|
| 533 |
: LpBase(other), GlpkBase(other), LpSolver(other) {
|
|
| 534 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 535 |
} |
|
| 536 |
|
|
| 537 |
LpGlpk* LpGlpk::_newSolver() const { return new LpGlpk; }
|
|
| 538 |
LpGlpk* LpGlpk::_cloneSolver() const { return new LpGlpk(*this); }
|
|
| 539 |
|
|
| 540 |
const char* LpGlpk::_solverName() const { return "LpGlpk"; }
|
|
| 541 |
|
|
| 542 |
void LpGlpk::_clear_temporals() {
|
|
| 543 |
_primal_ray.clear(); |
|
| 544 |
_dual_ray.clear(); |
|
| 545 |
} |
|
| 546 |
|
|
| 547 |
LpGlpk::SolveExitStatus LpGlpk::_solve() {
|
|
| 548 |
return solvePrimal(); |
|
| 549 |
} |
|
| 550 |
|
|
| 551 |
LpGlpk::SolveExitStatus LpGlpk::solvePrimal() {
|
|
| 552 |
_clear_temporals(); |
|
| 553 |
|
|
| 554 |
glp_smcp smcp; |
|
| 555 |
glp_init_smcp(&smcp); |
|
| 556 |
|
|
| 557 |
switch (_message_level) {
|
|
| 558 |
case MESSAGE_NO_OUTPUT: |
|
| 559 |
smcp.msg_lev = GLP_MSG_OFF; |
|
| 560 |
break; |
|
| 561 |
case MESSAGE_ERROR_MESSAGE: |
|
| 562 |
smcp.msg_lev = GLP_MSG_ERR; |
|
| 563 |
break; |
|
| 564 |
case MESSAGE_NORMAL_OUTPUT: |
|
| 565 |
smcp.msg_lev = GLP_MSG_ON; |
|
| 566 |
break; |
|
| 567 |
case MESSAGE_FULL_OUTPUT: |
|
| 568 |
smcp.msg_lev = GLP_MSG_ALL; |
|
| 569 |
break; |
|
| 570 |
} |
|
| 571 |
|
|
| 572 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
|
| 573 |
return SOLVED; |
|
| 574 |
} |
|
| 575 |
|
|
| 576 |
LpGlpk::SolveExitStatus LpGlpk::solveDual() {
|
|
| 577 |
_clear_temporals(); |
|
| 578 |
|
|
| 579 |
glp_smcp smcp; |
|
| 580 |
glp_init_smcp(&smcp); |
|
| 581 |
|
|
| 582 |
switch (_message_level) {
|
|
| 583 |
case MESSAGE_NO_OUTPUT: |
|
| 584 |
smcp.msg_lev = GLP_MSG_OFF; |
|
| 585 |
break; |
|
| 586 |
case MESSAGE_ERROR_MESSAGE: |
|
| 587 |
smcp.msg_lev = GLP_MSG_ERR; |
|
| 588 |
break; |
|
| 589 |
case MESSAGE_NORMAL_OUTPUT: |
|
| 590 |
smcp.msg_lev = GLP_MSG_ON; |
|
| 591 |
break; |
|
| 592 |
case MESSAGE_FULL_OUTPUT: |
|
| 593 |
smcp.msg_lev = GLP_MSG_ALL; |
|
| 594 |
break; |
|
| 595 |
} |
|
| 596 |
smcp.meth = GLP_DUAL; |
|
| 597 |
|
|
| 598 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
|
| 599 |
return SOLVED; |
|
| 600 |
} |
|
| 601 |
|
|
| 602 |
LpGlpk::Value LpGlpk::_getPrimal(int i) const {
|
|
| 603 |
return glp_get_col_prim(lp, i); |
|
| 604 |
} |
|
| 605 |
|
|
| 606 |
LpGlpk::Value LpGlpk::_getDual(int i) const {
|
|
| 607 |
return glp_get_row_dual(lp, i); |
|
| 608 |
} |
|
| 609 |
|
|
| 610 |
LpGlpk::Value LpGlpk::_getPrimalValue() const {
|
|
| 611 |
return glp_get_obj_val(lp); |
|
| 612 |
} |
|
| 613 |
|
|
| 614 |
LpGlpk::VarStatus LpGlpk::_getColStatus(int i) const {
|
|
| 615 |
switch (glp_get_col_stat(lp, i)) {
|
|
| 616 |
case GLP_BS: |
|
| 617 |
return BASIC; |
|
| 618 |
case GLP_UP: |
|
| 619 |
return UPPER; |
|
| 620 |
case GLP_LO: |
|
| 621 |
return LOWER; |
|
| 622 |
case GLP_NF: |
|
| 623 |
return FREE; |
|
| 624 |
case GLP_NS: |
|
| 625 |
return FIXED; |
|
| 626 |
default: |
|
| 627 |
LEMON_ASSERT(false, "Wrong column status"); |
|
| 628 |
return LpGlpk::VarStatus(); |
|
| 629 |
} |
|
| 630 |
} |
|
| 631 |
|
|
| 632 |
LpGlpk::VarStatus LpGlpk::_getRowStatus(int i) const {
|
|
| 633 |
switch (glp_get_row_stat(lp, i)) {
|
|
| 634 |
case GLP_BS: |
|
| 635 |
return BASIC; |
|
| 636 |
case GLP_UP: |
|
| 637 |
return UPPER; |
|
| 638 |
case GLP_LO: |
|
| 639 |
return LOWER; |
|
| 640 |
case GLP_NF: |
|
| 641 |
return FREE; |
|
| 642 |
case GLP_NS: |
|
| 643 |
return FIXED; |
|
| 644 |
default: |
|
| 645 |
LEMON_ASSERT(false, "Wrong row status"); |
|
| 646 |
return LpGlpk::VarStatus(); |
|
| 647 |
} |
|
| 648 |
} |
|
| 649 |
|
|
| 650 |
LpGlpk::Value LpGlpk::_getPrimalRay(int i) const {
|
|
| 651 |
if (_primal_ray.empty()) {
|
|
| 652 |
int row_num = glp_get_num_rows(lp); |
|
| 653 |
int col_num = glp_get_num_cols(lp); |
|
| 654 |
|
|
| 655 |
_primal_ray.resize(col_num + 1, 0.0); |
|
| 656 |
|
|
| 657 |
int index = glp_get_unbnd_ray(lp); |
|
| 658 |
if (index != 0) {
|
|
| 659 |
// The primal ray is found in primal simplex second phase |
|
| 660 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
|
| 661 |
glp_get_col_stat(lp, index - row_num)) != GLP_BS, |
|
| 662 |
"Wrong primal ray"); |
|
| 663 |
|
|
| 664 |
bool negate = glp_get_obj_dir(lp) == GLP_MAX; |
|
| 665 |
|
|
| 666 |
if (index > row_num) {
|
|
| 667 |
_primal_ray[index - row_num] = 1.0; |
|
| 668 |
if (glp_get_col_dual(lp, index - row_num) > 0) {
|
|
| 669 |
negate = !negate; |
|
| 670 |
} |
|
| 671 |
} else {
|
|
| 672 |
if (glp_get_row_dual(lp, index) > 0) {
|
|
| 673 |
negate = !negate; |
|
| 674 |
} |
|
| 675 |
} |
|
| 676 |
|
|
| 677 |
std::vector<int> ray_indexes(row_num + 1); |
|
| 678 |
std::vector<Value> ray_values(row_num + 1); |
|
| 679 |
int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(), |
|
| 680 |
&ray_values.front()); |
|
| 681 |
|
|
| 682 |
for (int i = 1; i <= ray_length; ++i) {
|
|
| 683 |
if (ray_indexes[i] > row_num) {
|
|
| 684 |
_primal_ray[ray_indexes[i] - row_num] = ray_values[i]; |
|
| 685 |
} |
|
| 686 |
} |
|
| 687 |
|
|
| 688 |
if (negate) {
|
|
| 689 |
for (int i = 1; i <= col_num; ++i) {
|
|
| 690 |
_primal_ray[i] = - _primal_ray[i]; |
|
| 691 |
} |
|
| 692 |
} |
|
| 693 |
} else {
|
|
| 694 |
for (int i = 1; i <= col_num; ++i) {
|
|
| 695 |
_primal_ray[i] = glp_get_col_prim(lp, i); |
|
| 696 |
} |
|
| 697 |
} |
|
| 698 |
} |
|
| 699 |
return _primal_ray[i]; |
|
| 700 |
} |
|
| 701 |
|
|
| 702 |
LpGlpk::Value LpGlpk::_getDualRay(int i) const {
|
|
| 703 |
if (_dual_ray.empty()) {
|
|
| 704 |
int row_num = glp_get_num_rows(lp); |
|
| 705 |
|
|
| 706 |
_dual_ray.resize(row_num + 1, 0.0); |
|
| 707 |
|
|
| 708 |
int index = glp_get_unbnd_ray(lp); |
|
| 709 |
if (index != 0) {
|
|
| 710 |
// The dual ray is found in dual simplex second phase |
|
| 711 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
|
| 712 |
glp_get_col_stat(lp, index - row_num)) == GLP_BS, |
|
| 713 |
|
|
| 714 |
"Wrong dual ray"); |
|
| 715 |
|
|
| 716 |
int idx; |
|
| 717 |
bool negate = false; |
|
| 718 |
|
|
| 719 |
if (index > row_num) {
|
|
| 720 |
idx = glp_get_col_bind(lp, index - row_num); |
|
| 721 |
if (glp_get_col_prim(lp, index - row_num) > |
|
| 722 |
glp_get_col_ub(lp, index - row_num)) {
|
|
| 723 |
negate = true; |
|
| 724 |
} |
|
| 725 |
} else {
|
|
| 726 |
idx = glp_get_row_bind(lp, index); |
|
| 727 |
if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) {
|
|
| 728 |
negate = true; |
|
| 729 |
} |
|
| 730 |
} |
|
| 731 |
|
|
| 732 |
_dual_ray[idx] = negate ? - 1.0 : 1.0; |
|
| 733 |
|
|
| 734 |
glp_btran(lp, &_dual_ray.front()); |
|
| 735 |
} else {
|
|
| 736 |
double eps = 1e-7; |
|
| 737 |
// The dual ray is found in primal simplex first phase |
|
| 738 |
// We assume that the glpk minimizes the slack to get feasible solution |
|
| 739 |
for (int i = 1; i <= row_num; ++i) {
|
|
| 740 |
int index = glp_get_bhead(lp, i); |
|
| 741 |
if (index <= row_num) {
|
|
| 742 |
double res = glp_get_row_prim(lp, index); |
|
| 743 |
if (res > glp_get_row_ub(lp, index) + eps) {
|
|
| 744 |
_dual_ray[i] = -1; |
|
| 745 |
} else if (res < glp_get_row_lb(lp, index) - eps) {
|
|
| 746 |
_dual_ray[i] = 1; |
|
| 747 |
} else {
|
|
| 748 |
_dual_ray[i] = 0; |
|
| 749 |
} |
|
| 750 |
_dual_ray[i] *= glp_get_rii(lp, index); |
|
| 751 |
} else {
|
|
| 752 |
double res = glp_get_col_prim(lp, index - row_num); |
|
| 753 |
if (res > glp_get_col_ub(lp, index - row_num) + eps) {
|
|
| 754 |
_dual_ray[i] = -1; |
|
| 755 |
} else if (res < glp_get_col_lb(lp, index - row_num) - eps) {
|
|
| 756 |
_dual_ray[i] = 1; |
|
| 757 |
} else {
|
|
| 758 |
_dual_ray[i] = 0; |
|
| 759 |
} |
|
| 760 |
_dual_ray[i] /= glp_get_sjj(lp, index - row_num); |
|
| 761 |
} |
|
| 762 |
} |
|
| 763 |
|
|
| 764 |
glp_btran(lp, &_dual_ray.front()); |
|
| 765 |
|
|
| 766 |
for (int i = 1; i <= row_num; ++i) {
|
|
| 767 |
_dual_ray[i] /= glp_get_rii(lp, i); |
|
| 768 |
} |
|
| 769 |
} |
|
| 770 |
} |
|
| 771 |
return _dual_ray[i]; |
|
| 772 |
} |
|
| 773 |
|
|
| 774 |
LpGlpk::ProblemType LpGlpk::_getPrimalType() const {
|
|
| 775 |
if (glp_get_status(lp) == GLP_OPT) |
|
| 776 |
return OPTIMAL; |
|
| 777 |
switch (glp_get_prim_stat(lp)) {
|
|
| 778 |
case GLP_UNDEF: |
|
| 556 | 779 |
return UNDEFINED; |
| 557 |
case LEMON_LPX(NOFEAS)://There is no feasible solution (primal, I guess) |
|
| 558 |
case LEMON_LPX(INFEAS)://Infeasible |
|
| 780 |
case GLP_FEAS: |
|
| 781 |
case GLP_INFEAS: |
|
| 782 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
|
|
| 783 |
return UNBOUNDED; |
|
| 784 |
} else {
|
|
| 785 |
return UNDEFINED; |
|
| 786 |
} |
|
| 787 |
case GLP_NOFEAS: |
|
| 559 | 788 |
return INFEASIBLE; |
| 560 |
case LEMON_LPX(UNBND)://Unbounded |
|
| 561 |
return INFINITE; |
|
| 562 |
|
|
| 789 |
default: |
|
| 790 |
LEMON_ASSERT(false, "Wrong primal type"); |
|
| 791 |
return LpGlpk::ProblemType(); |
|
| 792 |
} |
|
| 793 |
} |
|
| 794 |
|
|
| 795 |
LpGlpk::ProblemType LpGlpk::_getDualType() const {
|
|
| 796 |
if (glp_get_status(lp) == GLP_OPT) |
|
| 797 |
return OPTIMAL; |
|
| 798 |
switch (glp_get_dual_stat(lp)) {
|
|
| 799 |
case GLP_UNDEF: |
|
| 800 |
return UNDEFINED; |
|
| 801 |
case GLP_FEAS: |
|
| 802 |
case GLP_INFEAS: |
|
| 803 |
if (glp_get_prim_stat(lp) == GLP_NOFEAS) {
|
|
| 804 |
return UNBOUNDED; |
|
| 805 |
} else {
|
|
| 806 |
return UNDEFINED; |
|
| 807 |
} |
|
| 808 |
case GLP_NOFEAS: |
|
| 809 |
return INFEASIBLE; |
|
| 810 |
default: |
|
| 811 |
LEMON_ASSERT(false, "Wrong primal type"); |
|
| 812 |
return LpGlpk::ProblemType(); |
|
| 813 |
} |
|
| 814 |
} |
|
| 815 |
|
|
| 816 |
void LpGlpk::presolver(bool b) {
|
|
| 817 |
lpx_set_int_parm(lp, LPX_K_PRESOL, b ? 1 : 0); |
|
| 818 |
} |
|
| 819 |
|
|
| 820 |
void LpGlpk::messageLevel(MessageLevel m) {
|
|
| 821 |
_message_level = m; |
|
| 822 |
} |
|
| 823 |
|
|
| 824 |
// MipGlpk members |
|
| 825 |
|
|
| 826 |
MipGlpk::MipGlpk() |
|
| 827 |
: LpBase(), GlpkBase(), MipSolver() {
|
|
| 828 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 829 |
} |
|
| 830 |
|
|
| 831 |
MipGlpk::MipGlpk(const MipGlpk& other) |
|
| 832 |
: LpBase(), GlpkBase(other), MipSolver() {
|
|
| 833 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
| 834 |
} |
|
| 835 |
|
|
| 836 |
void MipGlpk::_setColType(int i, MipGlpk::ColTypes col_type) {
|
|
| 837 |
switch (col_type) {
|
|
| 838 |
case INTEGER: |
|
| 839 |
glp_set_col_kind(lp, i, GLP_IV); |
|
| 840 |
break; |
|
| 841 |
case REAL: |
|
| 842 |
glp_set_col_kind(lp, i, GLP_CV); |
|
| 843 |
break; |
|
| 844 |
} |
|
| 845 |
} |
|
| 846 |
|
|
| 847 |
MipGlpk::ColTypes MipGlpk::_getColType(int i) const {
|
|
| 848 |
switch (glp_get_col_kind(lp, i)) {
|
|
| 849 |
case GLP_IV: |
|
| 850 |
case GLP_BV: |
|
| 851 |
return INTEGER; |
|
| 852 |
default: |
|
| 853 |
return REAL; |
|
| 854 |
} |
|
| 855 |
|
|
| 856 |
} |
|
| 857 |
|
|
| 858 |
MipGlpk::SolveExitStatus MipGlpk::_solve() {
|
|
| 859 |
glp_smcp smcp; |
|
| 860 |
glp_init_smcp(&smcp); |
|
| 861 |
|
|
| 862 |
switch (_message_level) {
|
|
| 863 |
case MESSAGE_NO_OUTPUT: |
|
| 864 |
smcp.msg_lev = GLP_MSG_OFF; |
|
| 865 |
break; |
|
| 866 |
case MESSAGE_ERROR_MESSAGE: |
|
| 867 |
smcp.msg_lev = GLP_MSG_ERR; |
|
| 868 |
break; |
|
| 869 |
case MESSAGE_NORMAL_OUTPUT: |
|
| 870 |
smcp.msg_lev = GLP_MSG_ON; |
|
| 871 |
break; |
|
| 872 |
case MESSAGE_FULL_OUTPUT: |
|
| 873 |
smcp.msg_lev = GLP_MSG_ALL; |
|
| 874 |
break; |
|
| 875 |
} |
|
| 876 |
smcp.meth = GLP_DUAL; |
|
| 877 |
|
|
| 878 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
|
| 879 |
if (glp_get_status(lp) != GLP_OPT) return SOLVED; |
|
| 880 |
|
|
| 881 |
glp_iocp iocp; |
|
| 882 |
glp_init_iocp(&iocp); |
|
| 883 |
|
|
| 884 |
switch (_message_level) {
|
|
| 885 |
case MESSAGE_NO_OUTPUT: |
|
| 886 |
iocp.msg_lev = GLP_MSG_OFF; |
|
| 887 |
break; |
|
| 888 |
case MESSAGE_ERROR_MESSAGE: |
|
| 889 |
iocp.msg_lev = GLP_MSG_ERR; |
|
| 890 |
break; |
|
| 891 |
case MESSAGE_NORMAL_OUTPUT: |
|
| 892 |
iocp.msg_lev = GLP_MSG_ON; |
|
| 893 |
break; |
|
| 894 |
case MESSAGE_FULL_OUTPUT: |
|
| 895 |
iocp.msg_lev = GLP_MSG_ALL; |
|
| 896 |
break; |
|
| 897 |
} |
|
| 898 |
|
|
| 899 |
if (glp_intopt(lp, &iocp) != 0) return UNSOLVED; |
|
| 900 |
return SOLVED; |
|
| 901 |
} |
|
| 902 |
|
|
| 903 |
|
|
| 904 |
MipGlpk::ProblemType MipGlpk::_getType() const {
|
|
| 905 |
switch (glp_get_status(lp)) {
|
|
| 906 |
case GLP_OPT: |
|
| 907 |
switch (glp_mip_status(lp)) {
|
|
| 908 |
case GLP_UNDEF: |
|
| 909 |
return UNDEFINED; |
|
| 910 |
case GLP_NOFEAS: |
|
| 911 |
return INFEASIBLE; |
|
| 912 |
case GLP_FEAS: |
|
| 563 | 913 |
return FEASIBLE; |
| 564 |
case |
|
| 914 |
case GLP_OPT: |
|
| 565 | 915 |
return OPTIMAL; |
| 566 | 916 |
default: |
| 567 |
return UNDEFINED; //to avoid gcc warning |
|
| 568 |
//FIXME error |
|
| 917 |
LEMON_ASSERT(false, "Wrong problem type."); |
|
| 918 |
return MipGlpk::ProblemType(); |
|
| 919 |
} |
|
| 920 |
case GLP_NOFEAS: |
|
| 921 |
return INFEASIBLE; |
|
| 922 |
case GLP_INFEAS: |
|
| 923 |
case GLP_FEAS: |
|
| 924 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) {
|
|
| 925 |
return UNBOUNDED; |
|
| 926 |
} else {
|
|
| 927 |
return UNDEFINED; |
|
| 928 |
} |
|
| 929 |
default: |
|
| 930 |
LEMON_ASSERT(false, "Wrong problem type."); |
|
| 931 |
return MipGlpk::ProblemType(); |
|
| 569 | 932 |
} |
| ... | ... |
@@ -571,74 +934,19 @@ |
| 571 | 934 |
|
| 572 |
LpGlpk::SolutionStatus LpGlpk::_getDualStatus() const |
|
| 573 |
{
|
|
| 574 |
if (!solved) return UNDEFINED; |
|
| 575 |
switch (LEMON_lpx(get_dual_stat)(lp)) {
|
|
| 576 |
case LEMON_LPX(D_UNDEF)://Undefined (no solve has been run yet) |
|
| 577 |
return UNDEFINED; |
|
| 578 |
case LEMON_LPX(D_NOFEAS)://There is no dual feasible solution |
|
| 579 |
// case LEMON_LPX(D_INFEAS://Infeasible |
|
| 580 |
return INFEASIBLE; |
|
| 581 |
case LEMON_LPX(D_FEAS)://Feasible |
|
| 582 |
switch (LEMON_lpx(get_status)(lp)) {
|
|
| 583 |
case LEMON_LPX(NOFEAS): |
|
| 584 |
return INFINITE; |
|
| 585 |
case LEMON_LPX(OPT): |
|
| 586 |
return OPTIMAL; |
|
| 587 |
default: |
|
| 588 |
return FEASIBLE; |
|
| 589 |
} |
|
| 590 |
default: |
|
| 591 |
return UNDEFINED; //to avoid gcc warning |
|
| 592 |
//FIXME error |
|
| 593 |
} |
|
| 935 |
MipGlpk::Value MipGlpk::_getSol(int i) const {
|
|
| 936 |
return glp_mip_col_val(lp, i); |
|
| 594 | 937 |
} |
| 595 | 938 |
|
| 596 |
LpGlpk::ProblemTypes LpGlpk::_getProblemType() const |
|
| 597 |
{
|
|
| 598 |
if (!solved) return UNKNOWN; |
|
| 599 |
//int stat= LEMON_glp(get_status(lp); |
|
| 600 |
int statp= LEMON_lpx(get_prim_stat)(lp); |
|
| 601 |
int statd= LEMON_lpx(get_dual_stat)(lp); |
|
| 602 |
if (statp==LEMON_LPX(P_FEAS) && statd==LEMON_LPX(D_FEAS)) |
|
| 603 |
return PRIMAL_DUAL_FEASIBLE; |
|
| 604 |
if (statp==LEMON_LPX(P_FEAS) && statd==LEMON_LPX(D_NOFEAS)) |
|
| 605 |
return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
|
| 606 |
if (statp==LEMON_LPX(P_NOFEAS) && statd==LEMON_LPX(D_FEAS)) |
|
| 607 |
return PRIMAL_INFEASIBLE_DUAL_FEASIBLE; |
|
| 608 |
if (statp==LEMON_LPX(P_NOFEAS) && statd==LEMON_LPX(D_NOFEAS)) |
|
| 609 |
return PRIMAL_DUAL_INFEASIBLE; |
|
| 610 |
//In all other cases |
|
| 611 |
return UNKNOWN; |
|
| 939 |
MipGlpk::Value MipGlpk::_getSolValue() const {
|
|
| 940 |
return glp_mip_obj_val(lp); |
|
| 612 | 941 |
} |
| 613 | 942 |
|
| 614 |
void LpGlpk::_setMax() |
|
| 615 |
{
|
|
| 616 |
solved = false; |
|
| 617 |
LEMON_glp(set_obj_dir)(lp, LEMON_GLP(MAX)); |
|
| 943 |
MipGlpk* MipGlpk::_newSolver() const { return new MipGlpk; }
|
|
| 944 |
MipGlpk* MipGlpk::_cloneSolver() const {return new MipGlpk(*this); }
|
|
| 945 |
|
|
| 946 |
const char* MipGlpk::_solverName() const { return "MipGlpk"; }
|
|
| 947 |
|
|
| 948 |
void MipGlpk::messageLevel(MessageLevel m) {
|
|
| 949 |
_message_level = m; |
|
| 618 | 950 |
} |
| 619 | 951 |
|
| 620 |
void LpGlpk::_setMin() |
|
| 621 |
{
|
|
| 622 |
solved = false; |
|
| 623 |
LEMON_glp(set_obj_dir)(lp, LEMON_GLP(MIN)); |
|
| 624 |
} |
|
| 625 |
|
|
| 626 |
bool LpGlpk::_isMax() const |
|
| 627 |
{
|
|
| 628 |
return (LEMON_glp(get_obj_dir)(lp)==LEMON_GLP(MAX)); |
|
| 629 |
} |
|
| 630 |
|
|
| 631 |
|
|
| 632 |
|
|
| 633 |
void LpGlpk::messageLevel(int m) |
|
| 634 |
{
|
|
| 635 |
LEMON_lpx(set_int_parm)(lp, LEMON_LPX(K_MSGLEV), m); |
|
| 636 |
} |
|
| 637 |
|
|
| 638 |
void LpGlpk::presolver(bool b) |
|
| 639 |
{
|
|
| 640 |
LEMON_lpx(set_int_parm)(lp, LEMON_LPX(K_PRESOL), b); |
|
| 641 |
} |
|
| 642 |
|
|
| 643 |
|
|
| 644 | 952 |
} //END OF NAMESPACE LEMON |
| ... | ... |
@@ -37,7 +37,7 @@ |
| 37 | 37 |
|
| 38 |
/// \brief |
|
| 38 |
/// \brief Base interface for the GLPK LP and MIP solver |
|
| 39 | 39 |
/// |
| 40 |
/// This class implements |
|
| 40 |
/// This class implements the common interface of the GLPK LP and MIP solver. |
|
| 41 | 41 |
///\ingroup lp_group |
| 42 |
class |
|
| 42 |
class GlpkBase : virtual public LpBase {
|
|
| 43 | 43 |
protected: |
| ... | ... |
@@ -46,15 +46,8 @@ |
| 46 | 46 |
glp_prob* lp; |
| 47 |
bool solved; |
|
| 48 | 47 |
|
| 49 |
public: |
|
| 50 |
|
|
| 51 |
typedef LpSolverBase Parent; |
|
| 52 |
|
|
| 53 |
LpGlpk(); |
|
| 54 |
LpGlpk(const LpGlpk &); |
|
| 55 |
|
|
| 48 |
GlpkBase(); |
|
| 49 |
GlpkBase(const GlpkBase&); |
|
| 50 |
virtual ~GlpkBase(); |
|
| 56 | 51 |
|
| 57 | 52 |
protected: |
| 58 |
virtual LpSolverBase* _newLp(); |
|
| 59 |
virtual LpSolverBase* _copyLp(); |
|
| 60 | 53 |
|
| ... | ... |
@@ -62,4 +55,9 @@ |
| 62 | 55 |
virtual int _addRow(); |
| 56 |
|
|
| 63 | 57 |
virtual void _eraseCol(int i); |
| 64 | 58 |
virtual void _eraseRow(int i); |
| 59 |
|
|
| 60 |
virtual void _eraseColId(int i); |
|
| 61 |
virtual void _eraseRowId(int i); |
|
| 62 |
|
|
| 65 | 63 |
virtual void _getColName(int col, std::string & name) const; |
| ... | ... |
@@ -67,6 +65,13 @@ |
| 67 | 65 |
virtual int _colByName(const std::string& name) const; |
| 68 |
virtual void _setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e); |
|
| 69 |
virtual void _getRowCoeffs(int i, RowIterator b) const; |
|
| 70 |
virtual void _setColCoeffs(int i, ConstColIterator b, ConstColIterator e); |
|
| 71 |
virtual void _getColCoeffs(int i, ColIterator b) const; |
|
| 66 |
|
|
| 67 |
virtual void _getRowName(int row, std::string& name) const; |
|
| 68 |
virtual void _setRowName(int row, const std::string& name); |
|
| 69 |
virtual int _rowByName(const std::string& name) const; |
|
| 70 |
|
|
| 71 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 72 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
| 73 |
|
|
| 74 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 75 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
| 76 |
|
|
| 72 | 77 |
virtual void _setCoeff(int row, int col, Value value); |
| ... | ... |
@@ -76,2 +81,3 @@ |
| 76 | 81 |
virtual Value _getColLowerBound(int i) const; |
| 82 |
|
|
| 77 | 83 |
virtual void _setColUpperBound(int i, Value value); |
| ... | ... |
@@ -79,9 +85,71 @@ |
| 79 | 85 |
|
| 80 |
virtual void _setRowBounds(int i, Value lower, Value upper); |
|
| 81 |
virtual void _getRowBounds(int i, Value &lb, Value &ub) const; |
|
| 86 |
virtual void _setRowLowerBound(int i, Value value); |
|
| 87 |
virtual Value _getRowLowerBound(int i) const; |
|
| 88 |
|
|
| 89 |
virtual void _setRowUpperBound(int i, Value value); |
|
| 90 |
virtual Value _getRowUpperBound(int i) const; |
|
| 91 |
|
|
| 92 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
| 93 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
| 94 |
|
|
| 82 | 95 |
virtual void _setObjCoeff(int i, Value obj_coef); |
| 83 | 96 |
virtual Value _getObjCoeff(int i) const; |
| 84 |
|
|
| 97 |
|
|
| 98 |
virtual void _setSense(Sense); |
|
| 99 |
virtual Sense _getSense() const; |
|
| 100 |
|
|
| 101 |
virtual void _clear(); |
|
| 102 |
|
|
| 103 |
public: |
|
| 104 |
|
|
| 105 |
///Pointer to the underlying GLPK data structure. |
|
| 106 |
LPX *lpx() {return lp;}
|
|
| 107 |
///Const pointer to the underlying GLPK data structure. |
|
| 108 |
const LPX *lpx() const {return lp;}
|
|
| 109 |
|
|
| 110 |
///Returns the constraint identifier understood by GLPK. |
|
| 111 |
int lpxRow(Row r) const { return rows(id(r)); }
|
|
| 112 |
|
|
| 113 |
///Returns the variable identifier understood by GLPK. |
|
| 114 |
int lpxCol(Col c) const { return cols(id(c)); }
|
|
| 115 |
|
|
| 116 |
}; |
|
| 117 |
|
|
| 118 |
/// \brief Interface for the GLPK LP solver |
|
| 119 |
/// |
|
| 120 |
/// This class implements an interface for the GLPK LP solver. |
|
| 121 |
///\ingroup lp_group |
|
| 122 |
class LpGlpk : public GlpkBase, public LpSolver {
|
|
| 123 |
public: |
|
| 85 | 124 |
|
| 86 | 125 |
///\e |
| 126 |
LpGlpk(); |
|
| 127 |
///\e |
|
| 128 |
LpGlpk(const LpGlpk&); |
|
| 129 |
|
|
| 130 |
private: |
|
| 131 |
|
|
| 132 |
mutable std::vector<double> _primal_ray; |
|
| 133 |
mutable std::vector<double> _dual_ray; |
|
| 134 |
|
|
| 135 |
void _clear_temporals(); |
|
| 136 |
|
|
| 137 |
protected: |
|
| 138 |
|
|
| 139 |
virtual LpGlpk* _cloneSolver() const; |
|
| 140 |
virtual LpGlpk* _newSolver() const; |
|
| 141 |
|
|
| 142 |
virtual const char* _solverName() const; |
|
| 143 |
|
|
| 144 |
virtual SolveExitStatus _solve(); |
|
| 145 |
virtual Value _getPrimal(int i) const; |
|
| 146 |
virtual Value _getDual(int i) const; |
|
| 147 |
|
|
| 148 |
virtual Value _getPrimalValue() const; |
|
| 149 |
|
|
| 150 |
virtual VarStatus _getColStatus(int i) const; |
|
| 151 |
virtual VarStatus _getRowStatus(int i) const; |
|
| 152 |
|
|
| 153 |
virtual Value _getPrimalRay(int i) const; |
|
| 154 |
virtual Value _getDualRay(int i) const; |
|
| 87 | 155 |
|
| ... | ... |
@@ -89,32 +157,13 @@ |
| 89 | 157 |
/// |
| 90 |
virtual SolveExitStatus _solve(); |
|
| 91 |
virtual Value _getPrimal(int i) const; |
|
| 92 |
virtual Value _getDual(int i) const; |
|
| 93 |
virtual Value _getPrimalValue() const; |
|
| 94 |
virtual bool _isBasicCol(int i) const; |
|
| 95 |
///\e |
|
| 96 |
|
|
| 97 |
///\todo It should be clarified |
|
| 98 |
/// |
|
| 99 |
virtual SolutionStatus _getPrimalStatus() const; |
|
| 100 |
virtual SolutionStatus _getDualStatus() const; |
|
| 101 |
virtual ProblemTypes _getProblemType() const; |
|
| 102 |
|
|
| 103 |
virtual void _setMax(); |
|
| 104 |
virtual void _setMin(); |
|
| 105 |
|
|
| 106 |
virtual |
|
| 158 |
virtual ProblemType _getPrimalType() const; |
|
| 159 |
virtual ProblemType _getDualType() const; |
|
| 107 | 160 |
|
| 108 | 161 |
public: |
| 109 |
///Set the verbosity of the messages |
|
| 110 | 162 |
|
| 111 |
///Set the verbosity of the messages |
|
| 112 |
/// |
|
| 113 |
///\param m is the level of the messages output by the solver routines. |
|
| 114 |
///The possible values are: |
|
| 115 |
///- 0 --- no output (default value) |
|
| 116 |
///- 1 --- error messages only |
|
| 117 |
///- 2 --- normal output |
|
| 118 |
///- 3 --- full output (includes informational messages) |
|
| 119 |
|
|
| 163 |
///Solve with primal simplex |
|
| 164 |
SolveExitStatus solvePrimal(); |
|
| 165 |
|
|
| 166 |
///Solve with dual simplex |
|
| 167 |
SolveExitStatus solveDual(); |
|
| 168 |
|
|
| 120 | 169 |
///Turns on or off the presolver |
| ... | ... |
@@ -126,11 +175,82 @@ |
| 126 | 175 |
|
| 127 |
///Pointer to the underlying GLPK data structure. |
|
| 128 |
LPX *lpx() {return lp;}
|
|
| 176 |
///Enum for \c messageLevel() parameter |
|
| 177 |
enum MessageLevel {
|
|
| 178 |
/// no output (default value) |
|
| 179 |
MESSAGE_NO_OUTPUT = 0, |
|
| 180 |
/// error messages only |
|
| 181 |
MESSAGE_ERROR_MESSAGE = 1, |
|
| 182 |
/// normal output |
|
| 183 |
MESSAGE_NORMAL_OUTPUT = 2, |
|
| 184 |
/// full output (includes informational messages) |
|
| 185 |
MESSAGE_FULL_OUTPUT = 3 |
|
| 186 |
}; |
|
| 129 | 187 |
|
| 130 |
///Returns the constraint identifier understood by GLPK. |
|
| 131 |
int lpxRow(Row r) { return _lpId(r); }
|
|
| 188 |
private: |
|
| 132 | 189 |
|
| 133 |
///Returns the variable identifier understood by GLPK. |
|
| 134 |
int lpxCol(Col c) { return _lpId(c); }
|
|
| 190 |
MessageLevel _message_level; |
|
| 191 |
|
|
| 192 |
public: |
|
| 193 |
|
|
| 194 |
///Set the verbosity of the messages |
|
| 195 |
|
|
| 196 |
///Set the verbosity of the messages |
|
| 197 |
/// |
|
| 198 |
///\param m is the level of the messages output by the solver routines. |
|
| 199 |
void messageLevel(MessageLevel m); |
|
| 135 | 200 |
}; |
| 201 |
|
|
| 202 |
/// \brief Interface for the GLPK MIP solver |
|
| 203 |
/// |
|
| 204 |
/// This class implements an interface for the GLPK MIP solver. |
|
| 205 |
///\ingroup lp_group |
|
| 206 |
class MipGlpk : public GlpkBase, public MipSolver {
|
|
| 207 |
public: |
|
| 208 |
|
|
| 209 |
///\e |
|
| 210 |
MipGlpk(); |
|
| 211 |
///\e |
|
| 212 |
MipGlpk(const MipGlpk&); |
|
| 213 |
|
|
| 214 |
protected: |
|
| 215 |
|
|
| 216 |
virtual MipGlpk* _cloneSolver() const; |
|
| 217 |
virtual MipGlpk* _newSolver() const; |
|
| 218 |
|
|
| 219 |
virtual const char* _solverName() const; |
|
| 220 |
|
|
| 221 |
virtual ColTypes _getColType(int col) const; |
|
| 222 |
virtual void _setColType(int col, ColTypes col_type); |
|
| 223 |
|
|
| 224 |
virtual SolveExitStatus _solve(); |
|
| 225 |
virtual ProblemType _getType() const; |
|
| 226 |
virtual Value _getSol(int i) const; |
|
| 227 |
virtual Value _getSolValue() const; |
|
| 228 |
|
|
| 229 |
///Enum for \c messageLevel() parameter |
|
| 230 |
enum MessageLevel {
|
|
| 231 |
/// no output (default value) |
|
| 232 |
MESSAGE_NO_OUTPUT = 0, |
|
| 233 |
/// error messages only |
|
| 234 |
MESSAGE_ERROR_MESSAGE = 1, |
|
| 235 |
/// normal output |
|
| 236 |
MESSAGE_NORMAL_OUTPUT = 2, |
|
| 237 |
/// full output (includes informational messages) |
|
| 238 |
MESSAGE_FULL_OUTPUT = 3 |
|
| 239 |
}; |
|
| 240 |
|
|
| 241 |
private: |
|
| 242 |
|
|
| 243 |
MessageLevel _message_level; |
|
| 244 |
|
|
| 245 |
public: |
|
| 246 |
|
|
| 247 |
///Set the verbosity of the messages |
|
| 248 |
|
|
| 249 |
///Set the verbosity of the messages |
|
| 250 |
/// |
|
| 251 |
///\param m is the level of the messages output by the solver routines. |
|
| 252 |
void messageLevel(MessageLevel m); |
|
| 253 |
}; |
|
| 254 |
|
|
| 255 |
|
|
| 136 | 256 |
} //END OF NAMESPACE LEMON |
| ... | ... |
@@ -24,15 +24,3 @@ |
| 24 | 24 |
|
| 25 |
LpSolverBase* LpSkeleton::_newLp() |
|
| 26 |
{
|
|
| 27 |
LpSolverBase *tmp=0; |
|
| 28 |
return tmp; |
|
| 29 |
} |
|
| 30 |
|
|
| 31 |
LpSolverBase* LpSkeleton::_copyLp() |
|
| 32 |
{
|
|
| 33 |
LpSolverBase *tmp=0; |
|
| 34 |
return tmp; |
|
| 35 |
} |
|
| 36 |
|
|
| 37 |
int |
|
| 25 |
int SkeletonSolverBase::_addCol() |
|
| 38 | 26 |
{
|
| ... | ... |
@@ -41,3 +29,3 @@ |
| 41 | 29 |
|
| 42 |
int |
|
| 30 |
int SkeletonSolverBase::_addRow() |
|
| 43 | 31 |
{
|
| ... | ... |
@@ -46,140 +34,99 @@ |
| 46 | 34 |
|
| 47 |
void |
|
| 35 |
void SkeletonSolverBase::_eraseCol(int) {}
|
|
| 36 |
void SkeletonSolverBase::_eraseRow(int) {}
|
|
| 37 |
|
|
| 38 |
void SkeletonSolverBase::_getColName(int, std::string &) const {}
|
|
| 39 |
void SkeletonSolverBase::_setColName(int, const std::string &) {}
|
|
| 40 |
int SkeletonSolverBase::_colByName(const std::string&) const { return -1; }
|
|
| 41 |
|
|
| 42 |
void SkeletonSolverBase::_getRowName(int, std::string &) const {}
|
|
| 43 |
void SkeletonSolverBase::_setRowName(int, const std::string &) {}
|
|
| 44 |
int SkeletonSolverBase::_rowByName(const std::string&) const { return -1; }
|
|
| 45 |
|
|
| 46 |
void SkeletonSolverBase::_setRowCoeffs(int, ExprIterator, ExprIterator) {}
|
|
| 47 |
void SkeletonSolverBase::_getRowCoeffs(int, InsertIterator) const {}
|
|
| 48 |
|
|
| 49 |
void SkeletonSolverBase::_setColCoeffs(int, ExprIterator, ExprIterator) {}
|
|
| 50 |
void SkeletonSolverBase::_getColCoeffs(int, InsertIterator) const {}
|
|
| 51 |
|
|
| 52 |
void SkeletonSolverBase::_setCoeff(int, int, Value) {}
|
|
| 53 |
SkeletonSolverBase::Value SkeletonSolverBase::_getCoeff(int, int) const |
|
| 54 |
{ return 0; }
|
|
| 55 |
|
|
| 56 |
void SkeletonSolverBase::_setColLowerBound(int, Value) {}
|
|
| 57 |
SkeletonSolverBase::Value SkeletonSolverBase::_getColLowerBound(int) const |
|
| 58 |
{ return 0; }
|
|
| 59 |
|
|
| 60 |
void SkeletonSolverBase::_setColUpperBound(int, Value) {}
|
|
| 61 |
SkeletonSolverBase::Value SkeletonSolverBase::_getColUpperBound(int) const |
|
| 62 |
{ return 0; }
|
|
| 63 |
|
|
| 64 |
void SkeletonSolverBase::_setRowLowerBound(int, Value) {}
|
|
| 65 |
SkeletonSolverBase::Value SkeletonSolverBase::_getRowLowerBound(int) const |
|
| 66 |
{ return 0; }
|
|
| 67 |
|
|
| 68 |
void SkeletonSolverBase::_setRowUpperBound(int, Value) {}
|
|
| 69 |
SkeletonSolverBase::Value SkeletonSolverBase::_getRowUpperBound(int) const |
|
| 70 |
{ return 0; }
|
|
| 71 |
|
|
| 72 |
void SkeletonSolverBase::_setObjCoeffs(ExprIterator, ExprIterator) {}
|
|
| 73 |
void SkeletonSolverBase::_getObjCoeffs(InsertIterator) const {};
|
|
| 74 |
|
|
| 75 |
void SkeletonSolverBase::_setObjCoeff(int, Value) {}
|
|
| 76 |
SkeletonSolverBase::Value SkeletonSolverBase::_getObjCoeff(int) const |
|
| 77 |
{ return 0; }
|
|
| 78 |
|
|
| 79 |
void SkeletonSolverBase::_setSense(Sense) {}
|
|
| 80 |
SkeletonSolverBase::Sense SkeletonSolverBase::_getSense() const |
|
| 81 |
{ return MIN; }
|
|
| 82 |
|
|
| 83 |
void SkeletonSolverBase::_clear() {
|
|
| 84 |
row_num = col_num = 0; |
|
| 48 | 85 |
} |
| 49 | 86 |
|
| 50 |
void LpSkeleton::_eraseRow(int) {
|
|
| 51 |
} |
|
| 87 |
LpSkeleton::SolveExitStatus LpSkeleton::_solve() { return SOLVED; }
|
|
| 52 | 88 |
|
| 53 |
void LpSkeleton::_getColName(int, std::string &) const {
|
|
| 54 |
} |
|
| 89 |
LpSkeleton::Value LpSkeleton::_getPrimal(int) const { return 0; }
|
|
| 90 |
LpSkeleton::Value LpSkeleton::_getDual(int) const { return 0; }
|
|
| 91 |
LpSkeleton::Value LpSkeleton::_getPrimalValue() const { return 0; }
|
|
| 55 | 92 |
|
| 93 |
LpSkeleton::Value LpSkeleton::_getPrimalRay(int) const { return 0; }
|
|
| 94 |
LpSkeleton::Value LpSkeleton::_getDualRay(int) const { return 0; }
|
|
| 56 | 95 |
|
| 57 |
void LpSkeleton::_setColName(int, const std::string &) {
|
|
| 58 |
} |
|
| 96 |
LpSkeleton::ProblemType LpSkeleton::_getPrimalType() const |
|
| 97 |
{ return UNDEFINED; }
|
|
| 59 | 98 |
|
| 60 |
|
|
| 99 |
LpSkeleton::ProblemType LpSkeleton::_getDualType() const |
|
| 100 |
{ return UNDEFINED; }
|
|
| 61 | 101 |
|
| 102 |
LpSkeleton::VarStatus LpSkeleton::_getColStatus(int) const |
|
| 103 |
{ return BASIC; }
|
|
| 62 | 104 |
|
| 63 |
void LpSkeleton::_setRowCoeffs(int, ConstRowIterator, ConstRowIterator) {
|
|
| 64 |
} |
|
| 105 |
LpSkeleton::VarStatus LpSkeleton::_getRowStatus(int) const |
|
| 106 |
{ return BASIC; }
|
|
| 65 | 107 |
|
| 66 |
void LpSkeleton::_getRowCoeffs(int, RowIterator) const {
|
|
| 67 |
} |
|
| 108 |
LpSkeleton* LpSkeleton::_newSolver() const |
|
| 109 |
{ return static_cast<LpSkeleton*>(0); }
|
|
| 68 | 110 |
|
| 69 |
void LpSkeleton::_setColCoeffs(int, ConstColIterator, ConstColIterator) {
|
|
| 70 |
} |
|
| 111 |
LpSkeleton* LpSkeleton::_cloneSolver() const |
|
| 112 |
{ return static_cast<LpSkeleton*>(0); }
|
|
| 71 | 113 |
|
| 72 |
void LpSkeleton::_getColCoeffs(int, ColIterator) const {
|
|
| 73 |
} |
|
| 114 |
const char* LpSkeleton::_solverName() const { return "LpSkeleton"; }
|
|
| 74 | 115 |
|
| 75 |
void LpSkeleton::_setCoeff(int, int, Value ) |
|
| 76 |
{
|
|
| 77 |
|
|
| 116 |
MipSkeleton::SolveExitStatus MipSkeleton::_solve() |
|
| 117 |
{ return SOLVED; }
|
|
| 78 | 118 |
|
| 79 |
LpSkeleton::Value LpSkeleton::_getCoeff(int, int) const |
|
| 80 |
{
|
|
| 81 |
return 0; |
|
| 82 |
} |
|
| 119 |
MipSkeleton::Value MipSkeleton::_getSol(int) const { return 0; }
|
|
| 120 |
MipSkeleton::Value MipSkeleton::_getSolValue() const { return 0; }
|
|
| 83 | 121 |
|
| 122 |
MipSkeleton::ProblemType MipSkeleton::_getType() const |
|
| 123 |
{ return UNDEFINED; }
|
|
| 84 | 124 |
|
| 85 |
void LpSkeleton::_setColLowerBound(int, Value) |
|
| 86 |
{
|
|
| 87 |
|
|
| 125 |
MipSkeleton* MipSkeleton::_newSolver() const |
|
| 126 |
{ return static_cast<MipSkeleton*>(0); }
|
|
| 88 | 127 |
|
| 89 |
LpSkeleton::Value LpSkeleton::_getColLowerBound(int) const |
|
| 90 |
{
|
|
| 91 |
return 0; |
|
| 92 |
} |
|
| 128 |
MipSkeleton* MipSkeleton::_cloneSolver() const |
|
| 129 |
{ return static_cast<MipSkeleton*>(0); }
|
|
| 93 | 130 |
|
| 94 |
void LpSkeleton::_setColUpperBound(int, Value) |
|
| 95 |
{
|
|
| 96 |
} |
|
| 97 |
|
|
| 98 |
LpSkeleton::Value LpSkeleton::_getColUpperBound(int) const |
|
| 99 |
{
|
|
| 100 |
return 0; |
|
| 101 |
} |
|
| 102 |
|
|
| 103 |
// void LpSkeleton::_setRowLowerBound(int, Value) |
|
| 104 |
// {
|
|
| 105 |
// } |
|
| 106 |
|
|
| 107 |
// void LpSkeleton::_setRowUpperBound(int, Value) |
|
| 108 |
// {
|
|
| 109 |
// } |
|
| 110 |
|
|
| 111 |
void LpSkeleton::_setRowBounds(int, Value, Value) |
|
| 112 |
{
|
|
| 113 |
} |
|
| 114 |
|
|
| 115 |
void LpSkeleton::_getRowBounds(int, Value&, Value&) const |
|
| 116 |
{
|
|
| 117 |
} |
|
| 118 |
|
|
| 119 |
void LpSkeleton::_setObjCoeff(int, Value) |
|
| 120 |
{
|
|
| 121 |
} |
|
| 122 |
|
|
| 123 |
LpSkeleton::Value LpSkeleton::_getObjCoeff(int) const |
|
| 124 |
{
|
|
| 125 |
return 0; |
|
| 126 |
} |
|
| 127 |
|
|
| 128 |
void LpSkeleton::_setMax() |
|
| 129 |
{
|
|
| 130 |
} |
|
| 131 |
|
|
| 132 |
void LpSkeleton::_setMin() |
|
| 133 |
{
|
|
| 134 |
} |
|
| 135 |
|
|
| 136 |
bool LpSkeleton::_isMax() const |
|
| 137 |
{
|
|
| 138 |
return true; |
|
| 139 |
} |
|
| 140 |
|
|
| 141 |
|
|
| 142 |
void LpSkeleton::_clearObj() |
|
| 143 |
{
|
|
| 144 |
} |
|
| 145 |
|
|
| 146 |
LpSkeleton::SolveExitStatus LpSkeleton::_solve() |
|
| 147 |
{
|
|
| 148 |
return SOLVED; |
|
| 149 |
} |
|
| 150 |
|
|
| 151 |
LpSkeleton::Value LpSkeleton::_getPrimal(int) const |
|
| 152 |
{
|
|
| 153 |
return 0; |
|
| 154 |
} |
|
| 155 |
|
|
| 156 |
LpSkeleton::Value LpSkeleton::_getDual(int) const |
|
| 157 |
{
|
|
| 158 |
return 0; |
|
| 159 |
} |
|
| 160 |
|
|
| 161 |
LpSkeleton::Value LpSkeleton::_getPrimalValue() const |
|
| 162 |
{
|
|
| 163 |
return 0; |
|
| 164 |
} |
|
| 165 |
|
|
| 166 |
LpSkeleton::SolutionStatus LpSkeleton::_getPrimalStatus() const |
|
| 167 |
{
|
|
| 168 |
return UNDEFINED; |
|
| 169 |
} |
|
| 170 |
|
|
| 171 |
LpSkeleton::SolutionStatus LpSkeleton::_getDualStatus() const |
|
| 172 |
{
|
|
| 173 |
return UNDEFINED; |
|
| 174 |
} |
|
| 175 |
|
|
| 176 |
LpSkeleton::ProblemTypes LpSkeleton::_getProblemType() const |
|
| 177 |
{
|
|
| 178 |
return UNKNOWN; |
|
| 179 |
} |
|
| 180 |
|
|
| 181 |
bool LpSkeleton::_isBasicCol(int) const |
|
| 182 |
{
|
|
| 183 |
return true; |
|
| 184 |
} |
|
| 131 |
const char* MipSkeleton::_solverName() const { return "MipSkeleton"; }
|
|
| 185 | 132 |
| ... | ... |
@@ -28,3 +28,3 @@ |
| 28 | 28 |
///A skeleton class to implement LP solver interfaces |
| 29 |
class |
|
| 29 |
class SkeletonSolverBase : public virtual LpBase {
|
|
| 30 | 30 |
int col_num,row_num; |
| ... | ... |
@@ -33,6 +33,5 @@ |
| 33 | 33 |
|
| 34 |
///\e |
|
| 35 |
virtual LpSolverBase* _newLp(); |
|
| 36 |
///\e |
|
| 37 |
virtual LpSolverBase* _copyLp(); |
|
| 34 |
SkeletonSolverBase() |
|
| 35 |
: col_num(-1), row_num(-1) {}
|
|
| 36 |
|
|
| 38 | 37 |
/// \e |
| ... | ... |
@@ -45,2 +44,3 @@ |
| 45 | 44 |
virtual void _eraseRow(int i); |
| 45 |
|
|
| 46 | 46 |
/// \e |
| ... | ... |
@@ -53,9 +53,16 @@ |
| 53 | 53 |
/// \e |
| 54 |
virtual void |
|
| 54 |
virtual void _getRowName(int row, std::string& name) const; |
|
| 55 | 55 |
/// \e |
| 56 |
virtual void |
|
| 56 |
virtual void _setRowName(int row, const std::string& name); |
|
| 57 | 57 |
/// \e |
| 58 |
virtual |
|
| 58 |
virtual int _rowByName(const std::string& name) const; |
|
| 59 |
|
|
| 59 | 60 |
/// \e |
| 60 |
virtual void |
|
| 61 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 62 |
/// \e |
|
| 63 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
| 64 |
/// \e |
|
| 65 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 66 |
/// \e |
|
| 67 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
| 61 | 68 |
|
| ... | ... |
@@ -89,34 +96,31 @@ |
| 89 | 96 |
|
| 90 |
// /// The lower bound of a linear expression (row) have to be given by an |
|
| 91 |
// /// extended number of type Value, i.e. a finite number of type |
|
| 92 |
// /// Value or -\ref INF. |
|
| 93 |
// virtual void _setRowLowerBound(int i, Value value); |
|
| 94 |
// /// \e |
|
| 95 |
|
|
| 96 |
// /// The upper bound of a linear expression (row) have to be given by an |
|
| 97 |
// /// extended number of type Value, i.e. a finite number of type |
|
| 98 |
// /// Value or \ref INF. |
|
| 99 |
// virtual void _setRowUpperBound(int i, Value value); |
|
| 100 |
|
|
| 101 |
/// The lower and upper bound of a linear expression (row) have to be |
|
| 102 |
/// given by an |
|
| 97 |
/// The lower bound of a constraint (row) have to be given by an |
|
| 103 | 98 |
/// extended number of type Value, i.e. a finite number of type |
| 104 |
/// Value or +/-\ref INF. |
|
| 105 |
virtual void _setRowBounds(int i, Value lb, Value ub); |
|
| 99 |
/// Value or -\ref INF. |
|
| 100 |
virtual void _setRowLowerBound(int i, Value value); |
|
| 106 | 101 |
/// \e |
| 107 | 102 |
|
| 103 |
/// The lower bound of a constraint (row) is an |
|
| 104 |
/// extended number of type Value, i.e. a finite number of type |
|
| 105 |
/// Value or -\ref INF. |
|
| 106 |
virtual Value _getRowLowerBound(int i) const; |
|
| 108 | 107 |
|
| 109 |
/// The lower and the upper bound of |
|
| 110 |
/// a constraint (row) are |
|
| 111 |
/// extended numbers of type Value, i.e. finite numbers of type |
|
| 112 |
/// Value, -\ref INF or \ref INF. |
|
| 113 |
|
|
| 108 |
/// The upper bound of a constraint (row) have to be given by an |
|
| 109 |
/// extended number of type Value, i.e. a finite number of type |
|
| 110 |
/// Value or \ref INF. |
|
| 111 |
virtual void _setRowUpperBound(int i, Value value); |
|
| 114 | 112 |
/// \e |
| 115 | 113 |
|
| 114 |
/// The upper bound of a constraint (row) is an |
|
| 115 |
/// extended number of type Value, i.e. a finite number of type |
|
| 116 |
/// Value or \ref INF. |
|
| 117 |
virtual Value _getRowUpperBound(int i) const; |
|
| 116 | 118 |
|
| 117 | 119 |
/// \e |
| 118 |
virtual void |
|
| 120 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
| 121 |
/// \e |
|
| 122 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
| 123 |
|
|
| 119 | 124 |
/// \e |
| 120 | 125 |
virtual void _setObjCoeff(int i, Value obj_coef); |
| 121 |
|
|
| 122 | 126 |
/// \e |
| ... | ... |
@@ -125,2 +129,66 @@ |
| 125 | 129 |
///\e |
| 130 |
virtual void _setSense(Sense); |
|
| 131 |
///\e |
|
| 132 |
virtual Sense _getSense() const; |
|
| 133 |
|
|
| 134 |
///\e |
|
| 135 |
virtual void _clear(); |
|
| 136 |
|
|
| 137 |
}; |
|
| 138 |
|
|
| 139 |
/// \brief Interface for a skeleton LP solver |
|
| 140 |
/// |
|
| 141 |
/// This class implements an interface for a skeleton LP solver. |
|
| 142 |
///\ingroup lp_group |
|
| 143 |
class LpSkeleton : public SkeletonSolverBase, public LpSolver {
|
|
| 144 |
public: |
|
| 145 |
LpSkeleton() : SkeletonSolverBase(), LpSolver() {}
|
|
| 146 |
|
|
| 147 |
protected: |
|
| 148 |
|
|
| 149 |
///\e |
|
| 150 |
virtual SolveExitStatus _solve(); |
|
| 151 |
|
|
| 152 |
///\e |
|
| 153 |
virtual Value _getPrimal(int i) const; |
|
| 154 |
///\e |
|
| 155 |
virtual Value _getDual(int i) const; |
|
| 156 |
|
|
| 157 |
///\e |
|
| 158 |
virtual Value _getPrimalValue() const; |
|
| 159 |
|
|
| 160 |
///\e |
|
| 161 |
virtual Value _getPrimalRay(int i) const; |
|
| 162 |
///\e |
|
| 163 |
virtual Value _getDualRay(int i) const; |
|
| 164 |
|
|
| 165 |
///\e |
|
| 166 |
virtual ProblemType _getPrimalType() const; |
|
| 167 |
///\e |
|
| 168 |
virtual ProblemType _getDualType() const; |
|
| 169 |
|
|
| 170 |
///\e |
|
| 171 |
virtual VarStatus _getColStatus(int i) const; |
|
| 172 |
///\e |
|
| 173 |
virtual VarStatus _getRowStatus(int i) const; |
|
| 174 |
|
|
| 175 |
///\e |
|
| 176 |
virtual LpSkeleton* _newSolver() const; |
|
| 177 |
///\e |
|
| 178 |
virtual LpSkeleton* _cloneSolver() const; |
|
| 179 |
///\e |
|
| 180 |
virtual const char* _solverName() const; |
|
| 181 |
|
|
| 182 |
}; |
|
| 183 |
|
|
| 184 |
/// \brief Interface for a skeleton MIP solver |
|
| 185 |
/// |
|
| 186 |
/// This class implements an interface for a skeleton MIP solver. |
|
| 187 |
///\ingroup lp_group |
|
| 188 |
class MipSkeleton : public SkeletonSolverBase, public MipSolver {
|
|
| 189 |
public: |
|
| 190 |
MipSkeleton() : SkeletonSolverBase(), MipSolver() {}
|
|
| 191 |
|
|
| 192 |
protected: |
|
| 193 |
///\e |
|
| 126 | 194 |
|
| ... | ... |
@@ -134,3 +202,3 @@ |
| 134 | 202 |
/// |
| 135 |
virtual Value |
|
| 203 |
virtual Value _getSol(int i) const; |
|
| 136 | 204 |
|
| ... | ... |
@@ -140,3 +208,3 @@ |
| 140 | 208 |
/// |
| 141 |
virtual Value |
|
| 209 |
virtual Value _getSolValue() const; |
|
| 142 | 210 |
|
| ... | ... |
@@ -146,34 +214,12 @@ |
| 146 | 214 |
/// |
| 147 |
virtual |
|
| 215 |
virtual ProblemType _getType() const; |
|
| 148 | 216 |
|
| 149 | 217 |
///\e |
| 150 |
|
|
| 151 |
///\bug Wrong interface |
|
| 152 |
/// |
|
| 153 |
virtual SolutionStatus _getPrimalStatus() const; |
|
| 154 |
|
|
| 155 |
////e |
|
| 156 |
virtual SolutionStatus _getDualStatus() const; |
|
| 157 |
|
|
| 218 |
virtual MipSkeleton* _newSolver() const; |
|
| 158 | 219 |
|
| 159 | 220 |
///\e |
| 160 |
virtual |
|
| 221 |
virtual MipSkeleton* _cloneSolver() const; |
|
| 222 |
///\e |
|
| 223 |
virtual const char* _solverName() const; |
|
| 161 | 224 |
|
| 162 |
///\e |
|
| 163 |
virtual void _setMax(); |
|
| 164 |
///\e |
|
| 165 |
virtual void _setMin(); |
|
| 166 |
|
|
| 167 |
///\e |
|
| 168 |
virtual bool _isMax() const; |
|
| 169 |
|
|
| 170 |
|
|
| 171 |
|
|
| 172 |
///\e |
|
| 173 |
virtual bool _isBasicCol(int i) const; |
|
| 174 |
|
|
| 175 |
|
|
| 176 |
|
|
| 177 |
public: |
|
| 178 |
LpSkeleton() : LpSolverBase(), col_num(0), row_num(0) {}
|
|
| 179 | 225 |
}; |
| ... | ... |
@@ -28,7 +28,4 @@ |
| 28 | 28 |
|
| 29 |
LpSoplex::LpSoplex() : LpSolverBase() {
|
|
| 30 |
rows.setIdHandler(relocateIdHandler); |
|
| 31 |
|
|
| 29 |
LpSoplex::LpSoplex() {
|
|
| 32 | 30 |
soplex = new soplex::SoPlex; |
| 33 |
solved = false; |
|
| 34 | 31 |
} |
| ... | ... |
@@ -39,8 +36,5 @@ |
| 39 | 36 |
|
| 40 |
LpSoplex::LpSoplex(const LpSoplex& lp) |
|
| 37 |
LpSoplex::LpSoplex(const LpSoplex& lp) {
|
|
| 41 | 38 |
rows = lp.rows; |
| 42 |
rows.setIdHandler(relocateIdHandler); |
|
| 43 |
|
|
| 44 | 39 |
cols = lp.cols; |
| 45 |
cols.setIdHandler(relocateIdHandler); |
|
| 46 | 40 |
|
| ... | ... |
@@ -49,7 +43,7 @@ |
| 49 | 43 |
|
| 50 |
colNames = lp.colNames; |
|
| 51 |
invColNames = lp.invColNames; |
|
| 44 |
_col_names = lp._col_names; |
|
| 45 |
_col_names_ref = lp._col_names_ref; |
|
| 52 | 46 |
|
| 53 |
primal_value = lp.primal_value; |
|
| 54 |
dual_value = lp.dual_value; |
|
| 47 |
_row_names = lp._row_names; |
|
| 48 |
_row_names_ref = lp._row_names_ref; |
|
| 55 | 49 |
|
| ... | ... |
@@ -57,3 +51,8 @@ |
| 57 | 51 |
|
| 58 |
|
|
| 52 |
void LpSoplex::_clear_temporals() {
|
|
| 53 |
_primal_values.clear(); |
|
| 54 |
_dual_values.clear(); |
|
| 55 |
} |
|
| 56 |
|
|
| 57 |
LpSoplex* LpSoplex::_newSolver() const {
|
|
| 59 | 58 |
LpSoplex* newlp = new LpSoplex(); |
| ... | ... |
@@ -62,3 +61,3 @@ |
| 62 | 61 |
|
| 63 |
|
|
| 62 |
LpSoplex* LpSoplex::_cloneSolver() const {
|
|
| 64 | 63 |
LpSoplex* newlp = new LpSoplex(*this); |
| ... | ... |
@@ -67,2 +66,4 @@ |
| 67 | 66 |
|
| 67 |
const char* LpSoplex::_solverName() const { return "LpSoplex"; }
|
|
| 68 |
|
|
| 68 | 69 |
int LpSoplex::_addCol() {
|
| ... | ... |
@@ -73,5 +74,3 @@ |
| 73 | 74 |
|
| 74 |
colNames.push_back(std::string()); |
|
| 75 |
primal_value.push_back(0.0); |
|
| 76 |
|
|
| 75 |
_col_names.push_back(std::string()); |
|
| 77 | 76 |
|
| ... | ... |
@@ -86,4 +85,3 @@ |
| 86 | 85 |
|
| 87 |
dual_value.push_back(0.0); |
|
| 88 |
solved = false; |
|
| 86 |
_row_names.push_back(std::string()); |
|
| 89 | 87 |
|
| ... | ... |
@@ -95,9 +93,6 @@ |
| 95 | 93 |
soplex->removeCol(i); |
| 96 |
invColNames.erase(colNames[i]); |
|
| 97 |
colNames[i] = colNames.back(); |
|
| 98 |
invColNames[colNames.back()] = i; |
|
| 99 |
colNames.pop_back(); |
|
| 100 |
primal_value[i] = primal_value.back(); |
|
| 101 |
primal_value.pop_back(); |
|
| 102 |
|
|
| 94 |
_col_names_ref.erase(_col_names[i]); |
|
| 95 |
_col_names[i] = _col_names.back(); |
|
| 96 |
_col_names_ref[_col_names.back()] = i; |
|
| 97 |
_col_names.pop_back(); |
|
| 103 | 98 |
} |
| ... | ... |
@@ -106,5 +101,15 @@ |
| 106 | 101 |
soplex->removeRow(i); |
| 107 |
dual_value[i] = dual_value.back(); |
|
| 108 |
dual_value.pop_back(); |
|
| 109 |
|
|
| 102 |
_row_names_ref.erase(_row_names[i]); |
|
| 103 |
_row_names[i] = _row_names.back(); |
|
| 104 |
_row_names_ref[_row_names.back()] = i; |
|
| 105 |
_row_names.pop_back(); |
|
| 106 |
} |
|
| 107 |
|
|
| 108 |
void LpSoplex::_eraseColId(int i) {
|
|
| 109 |
cols.eraseIndex(i); |
|
| 110 |
cols.relocateIndex(i, cols.maxIndex()); |
|
| 111 |
} |
|
| 112 |
void LpSoplex::_eraseRowId(int i) {
|
|
| 113 |
rows.eraseIndex(i); |
|
| 114 |
rows.relocateIndex(i, rows.maxIndex()); |
|
| 110 | 115 |
} |
| ... | ... |
@@ -112,3 +117,3 @@ |
| 112 | 117 |
void LpSoplex::_getColName(int c, std::string &name) const {
|
| 113 |
name = |
|
| 118 |
name = _col_names[c]; |
|
| 114 | 119 |
} |
| ... | ... |
@@ -116,6 +121,6 @@ |
| 116 | 121 |
void LpSoplex::_setColName(int c, const std::string &name) {
|
| 117 |
invColNames.erase(colNames[c]); |
|
| 118 |
colNames[c] = name; |
|
| 122 |
_col_names_ref.erase(_col_names[c]); |
|
| 123 |
_col_names[c] = name; |
|
| 119 | 124 |
if (!name.empty()) {
|
| 120 |
|
|
| 125 |
_col_names_ref.insert(std::make_pair(name, c)); |
|
| 121 | 126 |
} |
| ... | ... |
@@ -125,4 +130,4 @@ |
| 125 | 130 |
std::map<std::string, int>::const_iterator it = |
| 126 |
invColNames.find(name); |
|
| 127 |
if (it != invColNames.end()) {
|
|
| 131 |
_col_names_ref.find(name); |
|
| 132 |
if (it != _col_names_ref.end()) {
|
|
| 128 | 133 |
return it->second; |
| ... | ... |
@@ -133,4 +138,26 @@ |
| 133 | 138 |
|
| 139 |
void LpSoplex::_getRowName(int r, std::string &name) const {
|
|
| 140 |
name = _row_names[r]; |
|
| 141 |
} |
|
| 134 | 142 |
|
| 135 |
void LpSoplex:: |
|
| 143 |
void LpSoplex::_setRowName(int r, const std::string &name) {
|
|
| 144 |
_row_names_ref.erase(_row_names[r]); |
|
| 145 |
_row_names[r] = name; |
|
| 146 |
if (!name.empty()) {
|
|
| 147 |
_row_names_ref.insert(std::make_pair(name, r)); |
|
| 148 |
} |
|
| 149 |
} |
|
| 150 |
|
|
| 151 |
int LpSoplex::_rowByName(const std::string& name) const {
|
|
| 152 |
std::map<std::string, int>::const_iterator it = |
|
| 153 |
_row_names_ref.find(name); |
|
| 154 |
if (it != _row_names_ref.end()) {
|
|
| 155 |
return it->second; |
|
| 156 |
} else {
|
|
| 157 |
return -1; |
|
| 158 |
} |
|
| 159 |
} |
|
| 160 |
|
|
| 161 |
|
|
| 162 |
void LpSoplex::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) {
|
|
| 136 | 163 |
for (int j = 0; j < soplex->nCols(); ++j) {
|
| ... | ... |
@@ -138,9 +165,8 @@ |
| 138 | 165 |
} |
| 139 |
for( |
|
| 166 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 140 | 167 |
soplex->changeElement(i, it->first, it->second); |
| 141 | 168 |
} |
| 142 |
solved = false; |
|
| 143 | 169 |
} |
| 144 | 170 |
|
| 145 |
void LpSoplex::_getRowCoeffs(int i, |
|
| 171 |
void LpSoplex::_getRowCoeffs(int i, InsertIterator b) const {
|
|
| 146 | 172 |
const soplex::SVector& vec = soplex->rowVector(i); |
| ... | ... |
@@ -152,3 +178,3 @@ |
| 152 | 178 |
|
| 153 |
void LpSoplex::_setColCoeffs(int j, |
|
| 179 |
void LpSoplex::_setColCoeffs(int j, ExprIterator b, ExprIterator e) {
|
|
| 154 | 180 |
for (int i = 0; i < soplex->nRows(); ++i) {
|
| ... | ... |
@@ -156,9 +182,8 @@ |
| 156 | 182 |
} |
| 157 |
for( |
|
| 183 |
for(ExprIterator it = b; it != e; ++it) {
|
|
| 158 | 184 |
soplex->changeElement(it->first, j, it->second); |
| 159 | 185 |
} |
| 160 |
solved = false; |
|
| 161 | 186 |
} |
| 162 | 187 |
|
| 163 |
void LpSoplex::_getColCoeffs(int i, |
|
| 188 |
void LpSoplex::_getColCoeffs(int i, InsertIterator b) const {
|
|
| 164 | 189 |
const soplex::SVector& vec = soplex->colVector(i); |
| ... | ... |
@@ -172,3 +197,2 @@ |
| 172 | 197 |
soplex->changeElement(i, j, value); |
| 173 |
solved = false; |
|
| 174 | 198 |
} |
| ... | ... |
@@ -180,4 +204,4 @@ |
| 180 | 204 |
void LpSoplex::_setColLowerBound(int i, Value value) {
|
| 205 |
LEMON_ASSERT(value != INF, "Invalid bound"); |
|
| 181 | 206 |
soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
| 182 |
solved = false; |
|
| 183 | 207 |
} |
| ... | ... |
@@ -190,4 +214,4 @@ |
| 190 | 214 |
void LpSoplex::_setColUpperBound(int i, Value value) {
|
| 215 |
LEMON_ASSERT(value != -INF, "Invalid bound"); |
|
| 191 | 216 |
soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
| 192 |
solved = false; |
|
| 193 | 217 |
} |
| ... | ... |
@@ -199,12 +223,39 @@ |
| 199 | 223 |
|
| 200 |
void LpSoplex::_setRowBounds(int i, Value lb, Value ub) {
|
|
| 201 |
soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, |
|
| 202 |
ub != INF ? ub : soplex::infinity); |
|
| 203 |
solved = false; |
|
| 224 |
void LpSoplex::_setRowLowerBound(int i, Value lb) {
|
|
| 225 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
|
| 226 |
soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i)); |
|
| 204 | 227 |
} |
| 205 |
void LpSoplex::_getRowBounds(int i, Value &lower, Value &upper) const {
|
|
| 206 |
lower = soplex->lhs(i); |
|
| 207 |
if (lower == -soplex::infinity) lower = -INF; |
|
| 208 |
upper = soplex->rhs(i); |
|
| 209 |
|
|
| 228 |
|
|
| 229 |
LpSoplex::Value LpSoplex::_getRowLowerBound(int i) const {
|
|
| 230 |
double res = soplex->lhs(i); |
|
| 231 |
return res == -soplex::infinity ? -INF : res; |
|
| 232 |
} |
|
| 233 |
|
|
| 234 |
void LpSoplex::_setRowUpperBound(int i, Value ub) {
|
|
| 235 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
|
| 236 |
soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity); |
|
| 237 |
} |
|
| 238 |
|
|
| 239 |
LpSoplex::Value LpSoplex::_getRowUpperBound(int i) const {
|
|
| 240 |
double res = soplex->rhs(i); |
|
| 241 |
return res == soplex::infinity ? INF : res; |
|
| 242 |
} |
|
| 243 |
|
|
| 244 |
void LpSoplex::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
|
| 245 |
for (int j = 0; j < soplex->nCols(); ++j) {
|
|
| 246 |
soplex->changeObj(j, 0.0); |
|
| 247 |
} |
|
| 248 |
for (ExprIterator it = b; it != e; ++it) {
|
|
| 249 |
soplex->changeObj(it->first, it->second); |
|
| 250 |
} |
|
| 251 |
} |
|
| 252 |
|
|
| 253 |
void LpSoplex::_getObjCoeffs(InsertIterator b) const {
|
|
| 254 |
for (int j = 0; j < soplex->nCols(); ++j) {
|
|
| 255 |
Value coef = soplex->obj(j); |
|
| 256 |
if (coef != 0.0) {
|
|
| 257 |
*b = std::make_pair(j, coef); |
|
| 258 |
++b; |
|
| 259 |
} |
|
| 260 |
} |
|
| 210 | 261 |
} |
| ... | ... |
@@ -213,3 +264,2 @@ |
| 213 | 264 |
soplex->changeObj(i, obj_coef); |
| 214 |
solved = false; |
|
| 215 | 265 |
} |
| ... | ... |
@@ -220,18 +270,8 @@ |
| 220 | 270 |
|
| 221 |
void LpSoplex::_clearObj() {
|
|
| 222 |
for (int i = 0; i < soplex->nCols(); ++i) {
|
|
| 223 |
soplex->changeObj(i, 0.0); |
|
| 224 |
} |
|
| 225 |
solved = false; |
|
| 226 |
} |
|
| 271 |
LpSoplex::SolveExitStatus LpSoplex::_solve() {
|
|
| 227 | 272 |
|
| 228 |
|
|
| 273 |
_clear_temporals(); |
|
| 274 |
|
|
| 229 | 275 |
soplex::SPxSolver::Status status = soplex->solve(); |
| 230 | 276 |
|
| 231 |
soplex::Vector pv(primal_value.size(), &primal_value[0]); |
|
| 232 |
soplex->getPrimal(pv); |
|
| 233 |
|
|
| 234 |
soplex::Vector dv(dual_value.size(), &dual_value[0]); |
|
| 235 |
soplex->getDual(dv); |
|
| 236 |
|
|
| 237 | 277 |
switch (status) {
|
| ... | ... |
@@ -240,3 +280,2 @@ |
| 240 | 280 |
case soplex::SPxSolver::UNBOUNDED: |
| 241 |
solved = true; |
|
| 242 | 281 |
return SOLVED; |
| ... | ... |
@@ -248,3 +287,8 @@ |
| 248 | 287 |
LpSoplex::Value LpSoplex::_getPrimal(int i) const {
|
| 249 |
|
|
| 288 |
if (_primal_values.empty()) {
|
|
| 289 |
_primal_values.resize(soplex->nCols()); |
|
| 290 |
soplex::Vector pv(_primal_values.size(), &_primal_values.front()); |
|
| 291 |
soplex->getPrimal(pv); |
|
| 292 |
} |
|
| 293 |
return _primal_values[i]; |
|
| 250 | 294 |
} |
| ... | ... |
@@ -252,3 +296,8 @@ |
| 252 | 296 |
LpSoplex::Value LpSoplex::_getDual(int i) const {
|
| 253 |
|
|
| 297 |
if (_dual_values.empty()) {
|
|
| 298 |
_dual_values.resize(soplex->nRows()); |
|
| 299 |
soplex::Vector dv(_dual_values.size(), &_dual_values.front()); |
|
| 300 |
soplex->getDual(dv); |
|
| 301 |
} |
|
| 302 |
return _dual_values[i]; |
|
| 254 | 303 |
} |
| ... | ... |
@@ -259,8 +308,57 @@ |
| 259 | 308 |
|
| 260 |
bool LpSoplex::_isBasicCol(int i) const {
|
|
| 261 |
return soplex->getBasisColStatus(i) == soplex::SPxSolver::BASIC; |
|
| 309 |
LpSoplex::VarStatus LpSoplex::_getColStatus(int i) const {
|
|
| 310 |
switch (soplex->getBasisColStatus(i)) {
|
|
| 311 |
case soplex::SPxSolver::BASIC: |
|
| 312 |
return BASIC; |
|
| 313 |
case soplex::SPxSolver::ON_UPPER: |
|
| 314 |
return UPPER; |
|
| 315 |
case soplex::SPxSolver::ON_LOWER: |
|
| 316 |
return LOWER; |
|
| 317 |
case soplex::SPxSolver::FIXED: |
|
| 318 |
return FIXED; |
|
| 319 |
case soplex::SPxSolver::ZERO: |
|
| 320 |
return FREE; |
|
| 321 |
default: |
|
| 322 |
LEMON_ASSERT(false, "Wrong column status"); |
|
| 323 |
return VarStatus(); |
|
| 324 |
} |
|
| 262 | 325 |
} |
| 263 | 326 |
|
| 264 |
LpSoplex::SolutionStatus LpSoplex::_getPrimalStatus() const {
|
|
| 265 |
if (!solved) return UNDEFINED; |
|
| 327 |
LpSoplex::VarStatus LpSoplex::_getRowStatus(int i) const {
|
|
| 328 |
switch (soplex->getBasisRowStatus(i)) {
|
|
| 329 |
case soplex::SPxSolver::BASIC: |
|
| 330 |
return BASIC; |
|
| 331 |
case soplex::SPxSolver::ON_UPPER: |
|
| 332 |
return UPPER; |
|
| 333 |
case soplex::SPxSolver::ON_LOWER: |
|
| 334 |
return LOWER; |
|
| 335 |
case soplex::SPxSolver::FIXED: |
|
| 336 |
return FIXED; |
|
| 337 |
case soplex::SPxSolver::ZERO: |
|
| 338 |
return FREE; |
|
| 339 |
default: |
|
| 340 |
LEMON_ASSERT(false, "Wrong row status"); |
|
| 341 |
return VarStatus(); |
|
| 342 |
} |
|
| 343 |
} |
|
| 344 |
|
|
| 345 |
LpSoplex::Value LpSoplex::_getPrimalRay(int i) const {
|
|
| 346 |
if (_primal_ray.empty()) {
|
|
| 347 |
_primal_ray.resize(soplex->nCols()); |
|
| 348 |
soplex::Vector pv(_primal_ray.size(), &_primal_ray.front()); |
|
| 349 |
soplex->getDualfarkas(pv); |
|
| 350 |
} |
|
| 351 |
return _primal_ray[i]; |
|
| 352 |
} |
|
| 353 |
|
|
| 354 |
LpSoplex::Value LpSoplex::_getDualRay(int i) const {
|
|
| 355 |
if (_dual_ray.empty()) {
|
|
| 356 |
_dual_ray.resize(soplex->nRows()); |
|
| 357 |
soplex::Vector dv(_dual_ray.size(), &_dual_ray.front()); |
|
| 358 |
soplex->getDualfarkas(dv); |
|
| 359 |
} |
|
| 360 |
return _dual_ray[i]; |
|
| 361 |
} |
|
| 362 |
|
|
| 363 |
LpSoplex::ProblemType LpSoplex::_getPrimalType() const {
|
|
| 266 | 364 |
switch (soplex->status()) {
|
| ... | ... |
@@ -269,3 +367,3 @@ |
| 269 | 367 |
case soplex::SPxSolver::UNBOUNDED: |
| 270 |
return |
|
| 368 |
return UNBOUNDED; |
|
| 271 | 369 |
case soplex::SPxSolver::INFEASIBLE: |
| ... | ... |
@@ -277,4 +375,3 @@ |
| 277 | 375 |
|
| 278 |
LpSoplex::SolutionStatus LpSoplex::_getDualStatus() const {
|
|
| 279 |
if (!solved) return UNDEFINED; |
|
| 376 |
LpSoplex::ProblemType LpSoplex::_getDualType() const {
|
|
| 280 | 377 |
switch (soplex->status()) {
|
| ... | ... |
@@ -283,2 +380,4 @@ |
| 283 | 380 |
case soplex::SPxSolver::UNBOUNDED: |
| 381 |
return UNBOUNDED; |
|
| 382 |
case soplex::SPxSolver::INFEASIBLE: |
|
| 284 | 383 |
return INFEASIBLE; |
| ... | ... |
@@ -289,11 +388,9 @@ |
| 289 | 388 |
|
| 290 |
LpSoplex::ProblemTypes LpSoplex::_getProblemType() const {
|
|
| 291 |
if (!solved) return UNKNOWN; |
|
| 292 |
switch (soplex->status()) {
|
|
| 293 |
case soplex::SPxSolver::OPTIMAL: |
|
| 294 |
return PRIMAL_DUAL_FEASIBLE; |
|
| 295 |
case soplex::SPxSolver::UNBOUNDED: |
|
| 296 |
return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
|
| 297 |
default: |
|
| 298 |
|
|
| 389 |
void LpSoplex::_setSense(Sense sense) {
|
|
| 390 |
switch (sense) {
|
|
| 391 |
case MIN: |
|
| 392 |
soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
|
| 393 |
break; |
|
| 394 |
case MAX: |
|
| 395 |
soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
|
| 299 | 396 |
} |
| ... | ... |
@@ -301,14 +398,24 @@ |
| 301 | 398 |
|
| 302 |
void LpSoplex::_setMax() {
|
|
| 303 |
soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
|
| 304 |
|
|
| 399 |
LpSoplex::Sense LpSoplex::_getSense() const {
|
|
| 400 |
switch (soplex->spxSense()) {
|
|
| 401 |
case soplex::SPxSolver::MAXIMIZE: |
|
| 402 |
return MAX; |
|
| 403 |
case soplex::SPxSolver::MINIMIZE: |
|
| 404 |
return MIN; |
|
| 405 |
default: |
|
| 406 |
LEMON_ASSERT(false, "Wrong sense."); |
|
| 407 |
return LpSoplex::Sense(); |
|
| 305 | 408 |
} |
| 306 |
void LpSoplex::_setMin() {
|
|
| 307 |
soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
|
| 308 |
solved = false; |
|
| 309 |
} |
|
| 310 |
bool LpSoplex::_isMax() const {
|
|
| 311 |
return soplex->spxSense() == soplex::SPxSolver::MAXIMIZE; |
|
| 312 | 409 |
} |
| 313 | 410 |
|
| 411 |
void LpSoplex::_clear() {
|
|
| 412 |
soplex->clear(); |
|
| 413 |
_col_names.clear(); |
|
| 414 |
_col_names_ref.clear(); |
|
| 415 |
_row_names.clear(); |
|
| 416 |
_row_names_ref.clear(); |
|
| 417 |
cols.clear(); |
|
| 418 |
rows.clear(); |
|
| 419 |
_clear_temporals(); |
|
| 420 |
} |
|
| 314 | 421 |
| ... | ... |
@@ -45,16 +45,23 @@ |
| 45 | 45 |
/// <tt>http://soplex.zib.de</tt> address. |
| 46 |
class LpSoplex :virtual public LpSolverBase {
|
|
| 47 |
protected: |
|
| 48 |
|
|
| 49 |
_lp_bits::RelocateIdHandler relocateIdHandler; |
|
| 46 |
class LpSoplex : public LpSolver {
|
|
| 47 |
private: |
|
| 50 | 48 |
|
| 51 | 49 |
soplex::SoPlex* soplex; |
| 52 |
bool solved; |
|
| 53 | 50 |
|
| 54 |
std::vector<std::string> colNames; |
|
| 55 |
std::map<std::string, int> invColNames; |
|
| 51 |
std::vector<std::string> _col_names; |
|
| 52 |
std::map<std::string, int> _col_names_ref; |
|
| 56 | 53 |
|
| 57 |
std::vector<Value> primal_value; |
|
| 58 |
std::vector<Value> dual_value; |
|
| 54 |
std::vector<std::string> _row_names; |
|
| 55 |
std::map<std::string, int> _row_names_ref; |
|
| 59 | 56 |
|
| 57 |
private: |
|
| 58 |
|
|
| 59 |
// these values cannot be retrieved element by element |
|
| 60 |
mutable std::vector<Value> _primal_values; |
|
| 61 |
mutable std::vector<Value> _dual_values; |
|
| 62 |
|
|
| 63 |
mutable std::vector<Value> _primal_ray; |
|
| 64 |
mutable std::vector<Value> _dual_ray; |
|
| 65 |
|
|
| 66 |
void _clear_temporals(); |
|
| 60 | 67 |
|
| ... | ... |
@@ -62,5 +69,2 @@ |
| 62 | 69 |
|
| 63 |
typedef LpSolverBase Parent; |
|
| 64 |
|
|
| 65 |
|
|
| 66 | 70 |
/// \e |
| ... | ... |
@@ -74,4 +78,6 @@ |
| 74 | 78 |
|
| 75 |
virtual LpSolverBase* _newLp(); |
|
| 76 |
virtual LpSolverBase* _copyLp(); |
|
| 79 |
virtual LpSoplex* _newSolver() const; |
|
| 80 |
virtual LpSoplex* _cloneSolver() const; |
|
| 81 |
|
|
| 82 |
virtual const char* _solverName() const; |
|
| 77 | 83 |
|
| ... | ... |
@@ -79,4 +85,9 @@ |
| 79 | 85 |
virtual int _addRow(); |
| 86 |
|
|
| 80 | 87 |
virtual void _eraseCol(int i); |
| 81 | 88 |
virtual void _eraseRow(int i); |
| 89 |
|
|
| 90 |
virtual void _eraseColId(int i); |
|
| 91 |
virtual void _eraseRowId(int i); |
|
| 92 |
|
|
| 82 | 93 |
virtual void _getColName(int col, std::string & name) const; |
| ... | ... |
@@ -84,8 +95,16 @@ |
| 84 | 95 |
virtual int _colByName(const std::string& name) const; |
| 85 |
virtual void _setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e); |
|
| 86 |
virtual void _getRowCoeffs(int i, RowIterator b) const; |
|
| 87 |
virtual void _setColCoeffs(int i, ConstColIterator b, ConstColIterator e); |
|
| 88 |
virtual void _getColCoeffs(int i, ColIterator b) const; |
|
| 96 |
|
|
| 97 |
virtual void _getRowName(int row, std::string& name) const; |
|
| 98 |
virtual void _setRowName(int row, const std::string& name); |
|
| 99 |
virtual int _rowByName(const std::string& name) const; |
|
| 100 |
|
|
| 101 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 102 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
| 103 |
|
|
| 104 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
| 105 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
| 106 |
|
|
| 89 | 107 |
virtual void _setCoeff(int row, int col, Value value); |
| 90 | 108 |
virtual Value _getCoeff(int row, int col) const; |
| 109 |
|
|
| 91 | 110 |
virtual void _setColLowerBound(int i, Value value); |
| ... | ... |
@@ -94,7 +113,16 @@ |
| 94 | 113 |
virtual Value _getColUpperBound(int i) const; |
| 95 |
virtual void _setRowBounds(int i, Value lower, Value upper); |
|
| 96 |
virtual void _getRowBounds(int i, Value &lower, Value &upper) const; |
|
| 114 |
|
|
| 115 |
virtual void _setRowLowerBound(int i, Value value); |
|
| 116 |
virtual Value _getRowLowerBound(int i) const; |
|
| 117 |
virtual void _setRowUpperBound(int i, Value value); |
|
| 118 |
virtual Value _getRowUpperBound(int i) const; |
|
| 119 |
|
|
| 120 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
| 121 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
| 122 |
|
|
| 97 | 123 |
virtual void _setObjCoeff(int i, Value obj_coef); |
| 98 | 124 |
virtual Value _getObjCoeff(int i) const; |
| 99 |
|
|
| 125 |
|
|
| 126 |
virtual void _setSense(Sense sense); |
|
| 127 |
virtual Sense _getSense() const; |
|
| 100 | 128 |
|
| ... | ... |
@@ -103,15 +131,18 @@ |
| 103 | 131 |
virtual Value _getDual(int i) const; |
| 132 |
|
|
| 104 | 133 |
virtual Value _getPrimalValue() const; |
| 105 |
virtual bool _isBasicCol(int i) const; |
|
| 106 | 134 |
|
| 107 |
virtual SolutionStatus _getPrimalStatus() const; |
|
| 108 |
virtual SolutionStatus _getDualStatus() const; |
|
| 109 |
virtual |
|
| 135 |
virtual Value _getPrimalRay(int i) const; |
|
| 136 |
virtual Value _getDualRay(int i) const; |
|
| 110 | 137 |
|
| 138 |
virtual VarStatus _getColStatus(int i) const; |
|
| 139 |
virtual VarStatus _getRowStatus(int i) const; |
|
| 111 | 140 |
|
| 112 |
virtual void _setMax(); |
|
| 113 |
virtual void _setMin(); |
|
| 114 |
virtual |
|
| 141 |
virtual ProblemType _getPrimalType() const; |
|
| 142 |
virtual ProblemType _getDualType() const; |
|
| 143 |
|
|
| 144 |
virtual void _clear(); |
|
| 115 | 145 |
|
| 116 | 146 |
}; |
| 147 |
|
|
| 117 | 148 |
} //END OF NAMESPACE LEMON |
| ... | ... |
@@ -39,10 +39,12 @@ |
| 39 | 39 |
|
| 40 |
#ifdef HAVE_CLP |
|
| 41 |
#include <lemon/lp_clp.h> |
|
| 42 |
#endif |
|
| 43 |
|
|
| 40 | 44 |
using namespace lemon; |
| 41 | 45 |
|
| 42 |
void lpTest( |
|
| 46 |
void lpTest(LpSolver& lp) |
|
| 43 | 47 |
{
|
| 44 | 48 |
|
| 45 |
|
|
| 46 |
|
|
| 47 |
typedef |
|
| 49 |
typedef LpSolver LP; |
|
| 48 | 50 |
|
| ... | ... |
@@ -54,3 +56,2 @@ |
| 54 | 56 |
lp.colBounds(x,1,2); |
| 55 |
#ifndef GYORSITAS |
|
| 56 | 57 |
|
| ... | ... |
@@ -88,7 +89,7 @@ |
| 88 | 89 |
e[p1]=2; |
| 89 |
|
|
| 90 |
*e=12; |
|
| 90 | 91 |
e[p1]+=2; |
| 91 |
|
|
| 92 |
*e+=12; |
|
| 92 | 93 |
e[p1]-=2; |
| 93 |
|
|
| 94 |
*e-=12; |
|
| 94 | 95 |
|
| ... | ... |
@@ -172,7 +173,7 @@ |
| 172 | 173 |
e[x[3]]=1; |
| 173 |
|
|
| 174 |
*e=12; |
|
| 174 | 175 |
|
| 175 |
lp.addRow(LP::INF,e,23); |
|
| 176 |
lp.addRow(LP::INF,3.0*(x[1]+x[2]/2)-x[3],23); |
|
| 177 |
lp.addRow(LP::INF, |
|
| 176 |
lp.addRow(-LP::INF,e,23); |
|
| 177 |
lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23); |
|
| 178 |
lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23); |
|
| 178 | 179 |
|
| ... | ... |
@@ -185,17 +186,2 @@ |
| 185 | 186 |
|
| 186 |
//Checking the simplify function |
|
| 187 |
|
|
| 188 |
// //How to check the simplify function? A map gives no information |
|
| 189 |
// //on the question whether a given key is or is not stored in it, or |
|
| 190 |
// //it does? |
|
| 191 |
// Yes, it does, using the find() function. |
|
| 192 |
e=((p1+p2)+(p1-p2)); |
|
| 193 |
e.simplify(); |
|
| 194 |
buf << "Coeff. of p2 should be 0"; |
|
| 195 |
// std::cout<<e[p1]<<e[p2]<<e[p3]<<std::endl; |
|
| 196 |
check(e.find(p2)==e.end(), buf.str()); |
|
| 197 |
|
|
| 198 |
|
|
| 199 |
|
|
| 200 |
|
|
| 201 | 187 |
e=((p1+p2)+(p1-0.99*p2)); |
| ... | ... |
@@ -211,3 +197,3 @@ |
| 211 | 197 |
buf << "Coeff. of p2 should be 0"; |
| 212 |
check(e |
|
| 198 |
check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str()); |
|
| 213 | 199 |
|
| ... | ... |
@@ -249,6 +235,5 @@ |
| 249 | 235 |
|
| 250 |
#endif |
|
| 251 | 236 |
} |
| 252 | 237 |
|
| 253 |
void solveAndCheck( |
|
| 238 |
void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat, |
|
| 254 | 239 |
double exp_opt) {
|
| ... | ... |
@@ -256,14 +241,12 @@ |
| 256 | 241 |
lp.solve(); |
| 257 |
|
|
| 242 |
|
|
| 258 | 243 |
std::ostringstream buf; |
| 259 |
buf << " |
|
| 244 |
buf << "PrimalType should be: " << int(stat) << int(lp.primalType()); |
|
| 260 | 245 |
|
| 261 |
// itoa(stat,buf1, 10); |
|
| 262 |
check(lp.primalStatus()==stat, buf.str()); |
|
| 246 |
check(lp.primalType()==stat, buf.str()); |
|
| 263 | 247 |
|
| 264 |
if (stat == |
|
| 248 |
if (stat == LpSolver::OPTIMAL) {
|
|
| 265 | 249 |
std::ostringstream sbuf; |
| 266 | 250 |
sbuf << "Wrong optimal value: the right optimum is " << exp_opt; |
| 267 |
check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str()); |
|
| 268 |
//+ecvt(exp_opt,2) |
|
| 251 |
check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str()); |
|
| 269 | 252 |
} |
| ... | ... |
@@ -271,5 +254,5 @@ |
| 271 | 254 |
|
| 272 |
void aTest( |
|
| 255 |
void aTest(LpSolver & lp) |
|
| 273 | 256 |
{
|
| 274 |
typedef |
|
| 257 |
typedef LpSolver LP; |
|
| 275 | 258 |
|
| ... | ... |
@@ -277,4 +260,4 @@ |
| 277 | 260 |
|
| 278 |
typedef LpSolverBase::Row Row; |
|
| 279 |
typedef LpSolverBase::Col Col; |
|
| 261 |
typedef LpSolver::Row Row; |
|
| 262 |
typedef LpSolver::Col Col; |
|
| 280 | 263 |
|
| ... | ... |
@@ -286,3 +269,3 @@ |
| 286 | 269 |
//Constraints |
| 287 |
Row upright=lp.addRow(x1+x2 <=1); |
|
| 270 |
Row upright=lp.addRow(x1+2*x2 <=1); |
|
| 288 | 271 |
lp.addRow(x1+x2 >=-1); |
| ... | ... |
@@ -296,3 +279,3 @@ |
| 296 | 279 |
|
| 297 |
lp. |
|
| 280 |
lp.sense(lp.MAX); |
|
| 298 | 281 |
|
| ... | ... |
@@ -300,16 +283,18 @@ |
| 300 | 283 |
check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
| 301 |
check(lp. |
|
| 284 |
check(lp.sense() == lp.MAX,"This is a maximization!"); |
|
| 302 | 285 |
check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!"); |
| 303 |
// std::cout<<lp.colLowerBound(x1)<<std::endl; |
|
| 304 | 286 |
check( lp.colLowerBound(x1)==0, |
| 305 | 287 |
"The lower bound for variable x1 should be 0."); |
| 306 |
check( |
|
| 288 |
check(lp.colUpperBound(x1)==LpSolver::INF, |
|
| 307 | 289 |
"The upper bound for variable x1 should be infty."); |
| 308 |
LpSolverBase::Value lb,ub; |
|
| 309 |
lp.getRowBounds(upright,lb,ub); |
|
| 310 |
check( |
|
| 290 |
check(lp.rowLowerBound(upright) == -LpSolver::INF, |
|
| 311 | 291 |
"The lower bound for the first row should be -infty."); |
| 312 |
check( ub==1,"The upper bound for the first row should be 1."); |
|
| 313 |
LpSolverBase::Expr e = lp.row(upright); |
|
| 314 |
check( |
|
| 292 |
check(lp.rowUpperBound(upright)==1, |
|
| 293 |
"The upper bound for the first row should be 1."); |
|
| 294 |
LpSolver::Expr e = lp.row(upright); |
|
| 295 |
check(e[x1] == 1, "The first coefficient should 1."); |
|
| 296 |
check(e[x2] == 2, "The second coefficient should 1."); |
|
| 297 |
|
|
| 298 |
lp.row(upright, x1+x2 <=1); |
|
| 299 |
e = lp.row(upright); |
|
| 315 | 300 |
check( e[x1] == 1, "The first coefficient should 1."); |
| ... | ... |
@@ -317,7 +302,6 @@ |
| 317 | 302 |
|
| 318 |
LpSolverBase::DualExpr de = lp.col(x1); |
|
| 319 |
check( de.size() == 4, "The col retrieval gives back wrong expression."); |
|
| 303 |
LpSolver::DualExpr de = lp.col(x1); |
|
| 320 | 304 |
check( de[upright] == 1, "The first coefficient should 1."); |
| 321 | 305 |
|
| 322 |
|
|
| 306 |
LpSolver* clp = lp.cloneSolver(); |
|
| 323 | 307 |
|
| ... | ... |
@@ -325,3 +309,3 @@ |
| 325 | 309 |
check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
| 326 |
check(clp-> |
|
| 310 |
check(clp->sense() == clp->MAX,"This is a maximization!"); |
|
| 327 | 311 |
check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!"); |
| ... | ... |
@@ -330,11 +314,10 @@ |
| 330 | 314 |
"The lower bound for variable x1 should be 0."); |
| 331 |
check( |
|
| 315 |
check(clp->colUpperBound(x1)==LpSolver::INF, |
|
| 332 | 316 |
"The upper bound for variable x1 should be infty."); |
| 333 | 317 |
|
| 334 |
clp->getRowBounds(upright,lb,ub); |
|
| 335 |
check( lb==-LpSolverBase::INF, |
|
| 318 |
check(lp.rowLowerBound(upright)==-LpSolver::INF, |
|
| 336 | 319 |
"The lower bound for the first row should be -infty."); |
| 337 |
check( |
|
| 320 |
check(lp.rowUpperBound(upright)==1, |
|
| 321 |
"The upper bound for the first row should be 1."); |
|
| 338 | 322 |
e = clp->row(upright); |
| 339 |
check( e.size() == 2, "The row retrieval gives back wrong expression."); |
|
| 340 | 323 |
check( e[x1] == 1, "The first coefficient should 1."); |
| ... | ... |
@@ -343,3 +326,2 @@ |
| 343 | 326 |
de = clp->col(x1); |
| 344 |
check( de.size() == 4, "The col retrieval gives back wrong expression."); |
|
| 345 | 327 |
check( de[upright] == 1, "The first coefficient should 1."); |
| ... | ... |
@@ -351,19 +333,19 @@ |
| 351 | 333 |
double expected_opt=1; |
| 352 |
solveAndCheck(lp, |
|
| 334 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
|
| 353 | 335 |
|
| 354 | 336 |
//Minimization |
| 355 |
lp. |
|
| 337 |
lp.sense(lp.MIN); |
|
| 356 | 338 |
expected_opt=0; |
| 357 |
solveAndCheck(lp, |
|
| 339 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
|
| 358 | 340 |
|
| 359 | 341 |
//Vertex (-1,0) instead of (0,0) |
| 360 |
lp.colLowerBound(x1, - |
|
| 342 |
lp.colLowerBound(x1, -LpSolver::INF); |
|
| 361 | 343 |
expected_opt=-1; |
| 362 |
solveAndCheck(lp, |
|
| 344 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
|
| 363 | 345 |
|
| 364 | 346 |
//Erase one constraint and return to maximization |
| 365 |
lp.eraseRow(upright); |
|
| 366 |
lp.max(); |
|
| 367 |
expected_opt=LpSolverBase::INF; |
|
| 368 |
solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt); |
|
| 347 |
lp.erase(upright); |
|
| 348 |
lp.sense(lp.MAX); |
|
| 349 |
expected_opt=LpSolver::INF; |
|
| 350 |
solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt); |
|
| 369 | 351 |
|
| ... | ... |
@@ -371,25 +353,3 @@ |
| 371 | 353 |
lp.addRow(x1+x2 <=-2); |
| 372 |
solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt); |
|
| 373 |
|
|
| 374 |
//Change problem and forget to solve |
|
| 375 |
lp.min(); |
|
| 376 |
check(lp.primalStatus()==LpSolverBase::UNDEFINED, |
|
| 377 |
"Primalstatus should be UNDEFINED"); |
|
| 378 |
|
|
| 379 |
|
|
| 380 |
// lp.solve(); |
|
| 381 |
// if (lp.primalStatus()==LpSolverBase::OPTIMAL){
|
|
| 382 |
// std::cout<< "Z = "<<lp.primalValue() |
|
| 383 |
// << " (error = " << lp.primalValue()-expected_opt |
|
| 384 |
// << "); x1 = "<<lp.primal(x1) |
|
| 385 |
// << "; x2 = "<<lp.primal(x2) |
|
| 386 |
// <<std::endl; |
|
| 387 |
|
|
| 388 |
// } |
|
| 389 |
// else{
|
|
| 390 |
// std::cout<<lp.primalStatus()<<std::endl; |
|
| 391 |
// std::cout<<"Optimal solution not found!"<<std::endl; |
|
| 392 |
// } |
|
| 393 |
|
|
| 394 |
|
|
| 354 |
solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt); |
|
| 395 | 355 |
|
| ... | ... |
@@ -397,3 +357,2 @@ |
| 397 | 357 |
|
| 398 |
|
|
| 399 | 358 |
int main() |
| ... | ... |
@@ -404,2 +363,3 @@ |
| 404 | 363 |
#ifdef HAVE_GLPK |
| 364 |
{
|
|
| 405 | 365 |
LpGlpk lp_glpk1,lp_glpk2; |
| ... | ... |
@@ -407,2 +367,3 @@ |
| 407 | 367 |
aTest(lp_glpk2); |
| 368 |
} |
|
| 408 | 369 |
#endif |
| ... | ... |
@@ -410,2 +371,3 @@ |
| 410 | 371 |
#ifdef HAVE_CPLEX |
| 372 |
try {
|
|
| 411 | 373 |
LpCplex lp_cplex1,lp_cplex2; |
| ... | ... |
@@ -413,2 +375,10 @@ |
| 413 | 375 |
aTest(lp_cplex2); |
| 376 |
} catch (CplexEnv::LicenseError& error) {
|
|
| 377 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
|
| 378 |
check(false, error.what()); |
|
| 379 |
#else |
|
| 380 |
std::cerr << error.what() << std::endl; |
|
| 381 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
|
| 382 |
#endif |
|
| 383 |
} |
|
| 414 | 384 |
#endif |
| ... | ... |
@@ -416,2 +386,3 @@ |
| 416 | 386 |
#ifdef HAVE_SOPLEX |
| 387 |
{
|
|
| 417 | 388 |
LpSoplex lp_soplex1,lp_soplex2; |
| ... | ... |
@@ -419,2 +390,11 @@ |
| 419 | 390 |
aTest(lp_soplex2); |
| 391 |
} |
|
| 392 |
#endif |
|
| 393 |
|
|
| 394 |
#ifdef HAVE_CLP |
|
| 395 |
{
|
|
| 396 |
LpClp lp_clp1,lp_clp2; |
|
| 397 |
lpTest(lp_clp1); |
|
| 398 |
aTest(lp_clp2); |
|
| 399 |
} |
|
| 420 | 400 |
#endif |
| ... | ... |
@@ -26,3 +26,3 @@ |
| 26 | 26 |
#ifdef HAVE_CPLEX |
| 27 |
#include <lemon/ |
|
| 27 |
#include <lemon/lp_cplex.h> |
|
| 28 | 28 |
#endif |
| ... | ... |
@@ -30,3 +30,3 @@ |
| 30 | 30 |
#ifdef HAVE_GLPK |
| 31 |
#include <lemon/ |
|
| 31 |
#include <lemon/lp_glpk.h> |
|
| 32 | 32 |
#endif |
| ... | ... |
@@ -36,3 +36,3 @@ |
| 36 | 36 |
|
| 37 |
void solveAndCheck( |
|
| 37 |
void solveAndCheck(MipSolver& mip, MipSolver::ProblemType stat, |
|
| 38 | 38 |
double exp_opt) {
|
| ... | ... |
@@ -40,7 +40,6 @@ |
| 40 | 40 |
|
| 41 |
|
|
| 41 |
mip.solve(); |
|
| 42 | 42 |
//int decimal,sign; |
| 43 | 43 |
std::ostringstream buf; |
| 44 |
buf << "Primalstatus should be: " << int(stat) |
|
| 45 |
<<" and it is "<<int(lp.mipStatus()); |
|
| 44 |
buf << "Type should be: " << int(stat)<<" and it is "<<int(mip.type()); |
|
| 46 | 45 |
|
| ... | ... |
@@ -48,8 +47,8 @@ |
| 48 | 47 |
// itoa(stat,buf1, 10); |
| 49 |
check( |
|
| 48 |
check(mip.type()==stat, buf.str()); |
|
| 50 | 49 |
|
| 51 |
if (stat == |
|
| 50 |
if (stat == MipSolver::OPTIMAL) {
|
|
| 52 | 51 |
std::ostringstream sbuf; |
| 53 | 52 |
buf << "Wrong optimal value: the right optimum is " << exp_opt; |
| 54 |
check(std::abs( |
|
| 53 |
check(std::abs(mip.solValue()-exp_opt) < 1e-3, sbuf.str()); |
|
| 55 | 54 |
//+ecvt(exp_opt,2) |
| ... | ... |
@@ -58,3 +57,3 @@ |
| 58 | 57 |
|
| 59 |
void aTest( |
|
| 58 |
void aTest(MipSolver& mip) |
|
| 60 | 59 |
{
|
| ... | ... |
@@ -63,4 +62,4 @@ |
| 63 | 62 |
|
| 64 |
typedef MipSolverBase::Row Row; |
|
| 65 |
typedef MipSolverBase::Col Col; |
|
| 63 |
typedef MipSolver::Row Row; |
|
| 64 |
typedef MipSolver::Col Col; |
|
| 66 | 65 |
|
| ... | ... |
@@ -92,8 +91,8 @@ |
| 92 | 91 |
double expected_opt=4.0/5.0; |
| 93 |
solveAndCheck(mip, |
|
| 92 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
|
| 94 | 93 |
|
| 95 | 94 |
//Restrict x2 to integer |
| 96 |
mip.colType(x2, |
|
| 95 |
mip.colType(x2,MipSolver::INTEGER); |
|
| 97 | 96 |
expected_opt=1.0/2.0; |
| 98 |
solveAndCheck(mip, |
|
| 97 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
|
| 99 | 98 |
|
| ... | ... |
@@ -101,5 +100,5 @@ |
| 101 | 100 |
//Restrict both to integer |
| 102 |
mip.colType(x1, |
|
| 101 |
mip.colType(x1,MipSolver::INTEGER); |
|
| 103 | 102 |
expected_opt=0; |
| 104 |
solveAndCheck(mip, |
|
| 103 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
|
| 105 | 104 |
|
| ... | ... |
@@ -114,4 +113,6 @@ |
| 114 | 113 |
#ifdef HAVE_GLPK |
| 114 |
{
|
|
| 115 | 115 |
MipGlpk mip1; |
| 116 | 116 |
aTest(mip1); |
| 117 |
} |
|
| 117 | 118 |
#endif |
| ... | ... |
@@ -119,4 +120,13 @@ |
| 119 | 120 |
#ifdef HAVE_CPLEX |
| 121 |
try {
|
|
| 120 | 122 |
MipCplex mip2; |
| 121 | 123 |
aTest(mip2); |
| 124 |
} catch (CplexEnv::LicenseError& error) {
|
|
| 125 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
|
| 126 |
check(false, error.what()); |
|
| 127 |
#else |
|
| 128 |
std::cerr << error.what() << std::endl; |
|
| 129 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
|
| 130 |
#endif |
|
| 131 |
} |
|
| 122 | 132 |
#endif |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#ifndef LEMON_BITS_LP_SOLVER_ID_H |
|
| 20 |
#define LEMON_BITS_LP_SOLVER_ID_H |
|
| 21 |
|
|
| 22 |
namespace lemon {
|
|
| 23 |
|
|
| 24 |
namespace _lp_bits {
|
|
| 25 |
|
|
| 26 |
struct LpIdImpl {
|
|
| 27 |
std::vector<int> index; |
|
| 28 |
std::vector<int> cross; |
|
| 29 |
int first_index; |
|
| 30 |
int first_free; |
|
| 31 |
}; |
|
| 32 |
|
|
| 33 |
class LpId {
|
|
| 34 |
public: |
|
| 35 |
|
|
| 36 |
class IdHandler {
|
|
| 37 |
public: |
|
| 38 |
virtual ~IdHandler() {}
|
|
| 39 |
virtual int addId(LpIdImpl&) = 0; |
|
| 40 |
virtual void eraseId(LpIdImpl&, int xn) = 0; |
|
| 41 |
}; |
|
| 42 |
|
|
| 43 |
LpId(int min_index = 0) {
|
|
| 44 |
id_handler = 0; |
|
| 45 |
impl.first_free = -1; |
|
| 46 |
impl.first_index = min_index; |
|
| 47 |
impl.cross.resize(impl.first_index); |
|
| 48 |
} |
|
| 49 |
|
|
| 50 |
LpId(const LpId& li) {
|
|
| 51 |
id_handler = 0; |
|
| 52 |
impl = li.impl; |
|
| 53 |
} |
|
| 54 |
|
|
| 55 |
LpId& operator=(const LpId& li) {
|
|
| 56 |
id_handler = 0; |
|
| 57 |
impl = li.impl; |
|
| 58 |
return *this; |
|
| 59 |
} |
|
| 60 |
|
|
| 61 |
void setIdHandler(IdHandler& ih) {
|
|
| 62 |
id_handler = &ih; |
|
| 63 |
} |
|
| 64 |
|
|
| 65 |
int fixId(int fn) const {return impl.cross[fn];}
|
|
| 66 |
int floatingId(int xn) const {return impl.index[xn];}
|
|
| 67 |
|
|
| 68 |
int addId() {
|
|
| 69 |
if (id_handler == 0) {
|
|
| 70 |
int xn, fn = impl.cross.size(); |
|
| 71 |
if (impl.first_free == -1) {
|
|
| 72 |
xn = impl.index.size(); |
|
| 73 |
impl.index.push_back(fn); |
|
| 74 |
} else {
|
|
| 75 |
xn = impl.first_free; |
|
| 76 |
impl.first_free = impl.index[impl.first_free]; |
|
| 77 |
impl.index[xn] = fn; |
|
| 78 |
} |
|
| 79 |
impl.cross.push_back(xn); |
|
| 80 |
return xn; |
|
| 81 |
} else {
|
|
| 82 |
return id_handler->addId(impl); |
|
| 83 |
} |
|
| 84 |
} |
|
| 85 |
|
|
| 86 |
void eraseId(int xn) {
|
|
| 87 |
if (id_handler == 0) {
|
|
| 88 |
int fn = impl.index[xn]; |
|
| 89 |
impl.index[xn] = impl.first_free; |
|
| 90 |
impl.first_free = xn; |
|
| 91 |
for(int i = fn + 1; i < int(impl.cross.size()); ++i) {
|
|
| 92 |
impl.cross[i - 1] = impl.cross[i]; |
|
| 93 |
impl.index[impl.cross[i]]--; |
|
| 94 |
} |
|
| 95 |
impl.cross.pop_back(); |
|
| 96 |
} else {
|
|
| 97 |
id_handler->eraseId(impl, xn); |
|
| 98 |
} |
|
| 99 |
} |
|
| 100 |
|
|
| 101 |
void firstFloating(int& fn) const {
|
|
| 102 |
fn = impl.first_index; |
|
| 103 |
if (fn == int(impl.cross.size())) fn = -1; |
|
| 104 |
} |
|
| 105 |
|
|
| 106 |
void nextFloating(int& fn) const {
|
|
| 107 |
++fn; |
|
| 108 |
if (fn == int(impl.cross.size())) fn = -1; |
|
| 109 |
} |
|
| 110 |
|
|
| 111 |
void firstFix(int& xn) const {
|
|
| 112 |
int fn; |
|
| 113 |
firstFloating(fn); |
|
| 114 |
xn = fn != -1 ? fixId(fn) : -1; |
|
| 115 |
} |
|
| 116 |
|
|
| 117 |
void nextFix(int& xn) const {
|
|
| 118 |
int fn = floatingId(xn); |
|
| 119 |
nextFloating(fn); |
|
| 120 |
xn = fn != -1 ? fixId(fn) : -1; |
|
| 121 |
} |
|
| 122 |
|
|
| 123 |
protected: |
|
| 124 |
LpIdImpl impl; |
|
| 125 |
IdHandler *id_handler; |
|
| 126 |
}; |
|
| 127 |
|
|
| 128 |
class RelocateIdHandler : public LpId::IdHandler {
|
|
| 129 |
public: |
|
| 130 |
|
|
| 131 |
virtual int addId(LpIdImpl& impl) {
|
|
| 132 |
int xn, fn = impl.cross.size(); |
|
| 133 |
if (impl.first_free == -1) {
|
|
| 134 |
xn = impl.index.size(); |
|
| 135 |
impl.index.push_back(fn); |
|
| 136 |
} else {
|
|
| 137 |
xn = impl.first_free; |
|
| 138 |
impl.first_free = impl.index[impl.first_free]; |
|
| 139 |
impl.index[xn] = fn; |
|
| 140 |
} |
|
| 141 |
impl.cross.push_back(xn); |
|
| 142 |
return xn; |
|
| 143 |
} |
|
| 144 |
|
|
| 145 |
virtual void eraseId(LpIdImpl& impl, int xn) {
|
|
| 146 |
int fn = impl.index[xn]; |
|
| 147 |
impl.index[xn] = impl.first_free; |
|
| 148 |
impl.first_free = xn; |
|
| 149 |
impl.cross[fn] = impl.cross.back(); |
|
| 150 |
impl.index[impl.cross.back()] = fn; |
|
| 151 |
impl.cross.pop_back(); |
|
| 152 |
} |
|
| 153 |
}; |
|
| 154 |
} |
|
| 155 |
} |
|
| 156 |
|
|
| 157 |
#endif |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
///\file |
|
| 20 |
///\brief Implementation of the LEMON-CPLEX mip solver interface. |
|
| 21 |
|
|
| 22 |
#include <lemon/mip_cplex.h> |
|
| 23 |
|
|
| 24 |
extern "C" {
|
|
| 25 |
#include <ilcplex/cplex.h> |
|
| 26 |
} |
|
| 27 |
|
|
| 28 |
namespace lemon {
|
|
| 29 |
|
|
| 30 |
MipCplex::MipCplex() {
|
|
| 31 |
//This is unnecessary: setting integrality constraints on |
|
| 32 |
//variables will set this, too |
|
| 33 |
|
|
| 34 |
///\todo The constant CPXPROB_MIP is |
|
| 35 |
///called CPXPROB_MILP in later versions |
|
| 36 |
#if CPX_VERSION < 800 |
|
| 37 |
CPXchgprobtype( env, lp, CPXPROB_MIP); |
|
| 38 |
#else |
|
| 39 |
CPXchgprobtype( env, lp, CPXPROB_MILP); |
|
| 40 |
#endif |
|
| 41 |
|
|
| 42 |
} |
|
| 43 |
|
|
| 44 |
void MipCplex::_colType(int i, MipCplex::ColTypes col_type){
|
|
| 45 |
|
|
| 46 |
// Note If a variable is to be changed to binary, a call to CPXchgbds |
|
| 47 |
// should also be made to change the bounds to 0 and 1. |
|
| 48 |
|
|
| 49 |
int indices[1]; |
|
| 50 |
indices[0]=i; |
|
| 51 |
char ctype[1]; |
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| 52 |
switch (col_type){
|
|
| 53 |
case INT: |
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ctype[0]=CPX_INTEGER;//'I' |
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| 55 |
break; |
|
| 56 |
case REAL: |
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| 57 |
ctype[0]=CPX_CONTINUOUS ;//'C' |
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| 58 |
break; |
|
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default:; |
|
| 60 |
//FIXME problem |
|
| 61 |
} |
|
| 62 |
CPXchgctype (env, lp, 1, indices, ctype); |
|
| 63 |
} |
|
| 64 |
|
|
| 65 |
MipCplex::ColTypes MipCplex::_colType(int i) const {
|
|
| 66 |
|
|
| 67 |
char ctype[1]; |
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| 68 |
CPXgetctype (env, lp, ctype, i, i); |
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| 69 |
switch (ctype[0]){
|
|
| 70 |
|
|
| 71 |
case CPX_INTEGER: |
|
| 72 |
return INT; |
|
| 73 |
case CPX_CONTINUOUS: |
|
| 74 |
return REAL; |
|
| 75 |
default: |
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return REAL;//Error! |
|
| 77 |
} |
|
| 78 |
|
|
| 79 |
} |
|
| 80 |
|
|
| 81 |
LpCplex::SolveExitStatus MipCplex::_solve(){
|
|
| 82 |
|
|
| 83 |
status = CPXmipopt (env, lp); |
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| 84 |
if (status==0) |
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| 85 |
return SOLVED; |
|
| 86 |
else |
|
| 87 |
return UNSOLVED; |
|
| 88 |
|
|
| 89 |
} |
|
| 90 |
|
|
| 91 |
|
|
| 92 |
LpCplex::SolutionStatus MipCplex::_getMipStatus() const {
|
|
| 93 |
|
|
| 94 |
int stat = CPXgetstat(env, lp); |
|
| 95 |
|
|
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//Fortunately, MIP statuses did not change for cplex 8.0 |
|
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switch (stat) |
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{
|
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case CPXMIP_OPTIMAL: |
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// Optimal integer solution has been found. |
|
| 101 |
case CPXMIP_OPTIMAL_TOL: |
|
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// Optimal soluton with the tolerance defined by epgap or epagap has |
|
| 103 |
// been found. |
|
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return OPTIMAL; |
|
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//This also exists in later issues |
|
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// case CPXMIP_UNBOUNDED: |
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//return INFINITE; |
|
| 108 |
case CPXMIP_INFEASIBLE: |
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return INFEASIBLE; |
|
| 110 |
default: |
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| 111 |
return UNDEFINED; |
|
| 112 |
} |
|
| 113 |
//Unboundedness not treated well: the following is from cplex 9.0 doc |
|
| 114 |
// About Unboundedness |
|
| 115 |
|
|
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// The treatment of models that are unbounded involves a few |
|
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// subtleties. Specifically, a declaration of unboundedness means that |
|
| 118 |
// ILOG CPLEX has determined that the model has an unbounded |
|
| 119 |
// ray. Given any feasible solution x with objective z, a multiple of |
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// the unbounded ray can be added to x to give a feasible solution |
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// with objective z-1 (or z+1 for maximization models). Thus, if a |
|
| 122 |
// feasible solution exists, then the optimal objective is |
|
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// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
|
| 124 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
|
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// to determine whether ILOG CPLEX has also concluded that the model |
|
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// has a feasible solution. |
|
| 127 |
|
|
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} |
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| 129 |
|
|
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MipCplex::Value MipCplex::_getPrimal(int i) const {
|
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Value x; |
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CPXgetmipx(env, lp, &x, i, i); |
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return x; |
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| 134 |
} |
|
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|
|
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MipCplex::Value MipCplex::_getPrimalValue() const {
|
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Value objval; |
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CPXgetmipobjval(env, lp, &objval); |
|
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return objval; |
|
| 140 |
} |
|
| 141 |
} //END OF NAMESPACE LEMON |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#ifndef LEMON_MIP_CPLEX_H |
|
| 20 |
#define LEMON_MIP_CPLEX_H |
|
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|
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///\file |
|
| 23 |
///\brief Header of the LEMON-CPLEX mip solver interface. |
|
| 24 |
///\ingroup lp_group |
|
| 25 |
|
|
| 26 |
|
|
| 27 |
#include <lemon/lp_cplex.h> |
|
| 28 |
|
|
| 29 |
namespace lemon {
|
|
| 30 |
|
|
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/// \brief Interface for the CPLEX MIP solver |
|
| 32 |
/// |
|
| 33 |
/// This class implements an interface for the CPLEX MIP solver. |
|
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///\ingroup lp_group |
|
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class MipCplex : public MipSolverBase, public LpCplex{
|
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|
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public: |
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|
|
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typedef MipSolverBase ParentMip; |
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typedef LpCplex ParentLp; |
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|
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MipCplex(); |
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//~MipCplex(); |
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|
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| 45 |
|
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|
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|
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protected: |
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|
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virtual ColTypes _colType(int col) const; |
|
| 51 |
virtual void _colType(int col, ColTypes col_type); |
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|
|
| 53 |
virtual LpCplex::SolveExitStatus _solve(); |
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virtual LpCplex::SolutionStatus _getMipStatus() const; |
|
| 55 |
virtual ParentLp::Value _getPrimal(int i) const; |
|
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virtual ParentLp::Value _getPrimalValue() const; |
|
| 57 |
}; |
|
| 58 |
|
|
| 59 |
} //END OF NAMESPACE LEMON |
|
| 60 |
|
|
| 61 |
#endif // END OF LEMON_MIP_CPLEX_H |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
///\file |
|
| 20 |
///\brief Implementation of the LEMON-GLPK mip solver interface. |
|
| 21 |
|
|
| 22 |
#include <lemon/mip_glpk.h> |
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|
|
| 24 |
extern "C" {
|
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#include <glpk.h> |
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| 26 |
} |
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|
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#if GLP_MAJOR_VERSION > 4 || (GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION > 15) |
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#define LEMON_glp(func) (glp_##func) |
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#define LEMON_lpx(func) (lpx_##func) |
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|
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#define LEMON_GLP(def) (GLP_##def) |
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| 33 |
#define LEMON_LPX(def) (LPX_##def) |
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| 34 |
|
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#else |
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| 36 |
|
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| 37 |
#define LEMON_glp(func) (lpx_##func) |
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| 38 |
#define LEMON_lpx(func) (lpx_##func) |
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| 39 |
|
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| 40 |
#define LEMON_GLP(def) (LPX_##def) |
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| 41 |
#define LEMON_LPX(def) (LPX_##def) |
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| 42 |
|
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| 43 |
#endif |
|
| 44 |
|
|
| 45 |
namespace lemon {
|
|
| 46 |
|
|
| 47 |
MipGlpk::MipGlpk() {
|
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| 48 |
#if !(GLP_MAJOR_VERSION > 4 || \ |
|
| 49 |
(GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION > 15)) |
|
| 50 |
LEMON_lpx(set_class)(lp,LEMON_GLP(MIP)); |
|
| 51 |
#endif |
|
| 52 |
} |
|
| 53 |
|
|
| 54 |
void MipGlpk::_colType(int i, MipGlpk::ColTypes col_type){
|
|
| 55 |
switch (col_type){
|
|
| 56 |
case INT: |
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| 57 |
LEMON_glp(set_col_kind)(lp,i,LEMON_GLP(IV)); |
|
| 58 |
break; |
|
| 59 |
case REAL: |
|
| 60 |
LEMON_glp(set_col_kind)(lp,i,LEMON_GLP(CV)); |
|
| 61 |
break; |
|
| 62 |
default:; |
|
| 63 |
//FIXME problem |
|
| 64 |
} |
|
| 65 |
} |
|
| 66 |
|
|
| 67 |
MipGlpk::ColTypes MipGlpk::_colType(int i) const {
|
|
| 68 |
switch (LEMON_glp(get_col_kind)(lp,i)){
|
|
| 69 |
case LEMON_GLP(IV): |
|
| 70 |
return INT;//Or binary |
|
| 71 |
case LEMON_GLP(CV): |
|
| 72 |
return REAL; |
|
| 73 |
default: |
|
| 74 |
return REAL;//Error! |
|
| 75 |
} |
|
| 76 |
|
|
| 77 |
} |
|
| 78 |
|
|
| 79 |
LpGlpk::SolveExitStatus MipGlpk::_solve() {
|
|
| 80 |
int result = LEMON_lpx(simplex)(lp); |
|
| 81 |
|
|
| 82 |
// hack: mip does not contain integer variable |
|
| 83 |
#if GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION == 16 |
|
| 84 |
int tmp = -1; |
|
| 85 |
if (LEMON_glp(get_num_int(lp)) == 0) {
|
|
| 86 |
tmp = LEMON_lpx(add_cols)(lp, 1); |
|
| 87 |
LEMON_glp(set_col_bnds)(lp, tmp, LEMON_GLP(FX), 0.0, 0.0); |
|
| 88 |
LEMON_glp(set_col_kind)(lp, tmp, LEMON_GLP(IV)); |
|
| 89 |
} |
|
| 90 |
#endif |
|
| 91 |
|
|
| 92 |
if (LEMON_lpx(get_status)(lp)==LEMON_LPX(OPT)) {
|
|
| 93 |
//Maybe we could try the routine lpx_intopt(lp), a revised |
|
| 94 |
//version of lpx_integer |
|
| 95 |
|
|
| 96 |
result = LEMON_lpx(integer)(lp); |
|
| 97 |
switch (result){
|
|
| 98 |
case LEMON_LPX(E_OK): |
|
| 99 |
solved = true; |
|
| 100 |
break; |
|
| 101 |
default: |
|
| 102 |
solved = false; |
|
| 103 |
} |
|
| 104 |
} else {
|
|
| 105 |
solved = false; |
|
| 106 |
} |
|
| 107 |
#if GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION == 16 |
|
| 108 |
if (tmp != -1) {
|
|
| 109 |
int tmpa[2]; |
|
| 110 |
tmpa[1] = tmp; |
|
| 111 |
LEMON_lpx(del_cols)(lp, 1, tmpa); |
|
| 112 |
} |
|
| 113 |
#endif |
|
| 114 |
return solved ? SOLVED : UNSOLVED; |
|
| 115 |
} |
|
| 116 |
|
|
| 117 |
|
|
| 118 |
LpGlpk::SolutionStatus MipGlpk::_getMipStatus() const {
|
|
| 119 |
|
|
| 120 |
if (LEMON_lpx(get_status)(lp)==LEMON_LPX(OPT)){
|
|
| 121 |
//Meg kell nezni: ha az LP is infinite, akkor ez is, ha az is |
|
| 122 |
//infeasible, akkor ez is, de ez lehet maskepp is infeasible. |
|
| 123 |
int stat= LEMON_lpx(mip_status)(lp); |
|
| 124 |
|
|
| 125 |
switch (stat) {
|
|
| 126 |
case LEMON_LPX(I_UNDEF)://Undefined (no solve has been run yet) |
|
| 127 |
return UNDEFINED; |
|
| 128 |
case LEMON_LPX(I_NOFEAS)://There is no feasible integral solution |
|
| 129 |
return INFEASIBLE; |
|
| 130 |
// case LEMON_LPX(UNBND)://Unbounded |
|
| 131 |
// return INFINITE; |
|
| 132 |
case LEMON_LPX(I_FEAS)://Feasible |
|
| 133 |
return FEASIBLE; |
|
| 134 |
case LEMON_LPX(I_OPT)://Feasible |
|
| 135 |
return OPTIMAL; |
|
| 136 |
default: |
|
| 137 |
return UNDEFINED; //to avoid gcc warning |
|
| 138 |
//FIXME error |
|
| 139 |
} |
|
| 140 |
} |
|
| 141 |
else |
|
| 142 |
return UNDEFINED; //Maybe we could refine this: what does the LP |
|
| 143 |
//relaxation look like |
|
| 144 |
|
|
| 145 |
} |
|
| 146 |
|
|
| 147 |
MipGlpk::Value MipGlpk::_getPrimal(int i) const {
|
|
| 148 |
return LEMON_glp(mip_col_val)(lp,i); |
|
| 149 |
} |
|
| 150 |
|
|
| 151 |
MipGlpk::Value MipGlpk::_getPrimalValue() const {
|
|
| 152 |
return LEMON_glp(mip_obj_val)(lp); |
|
| 153 |
} |
|
| 154 |
} //END OF NAMESPACE LEMON |
| 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
| 2 |
* |
|
| 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
| 4 |
* |
|
| 5 |
* Copyright (C) 2003-2008 |
|
| 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
| 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
| 8 |
* |
|
| 9 |
* Permission to use, modify and distribute this software is granted |
|
| 10 |
* provided that this copyright notice appears in all copies. For |
|
| 11 |
* precise terms see the accompanying LICENSE file. |
|
| 12 |
* |
|
| 13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
| 14 |
* express or implied, and with no claim as to its suitability for any |
|
| 15 |
* purpose. |
|
| 16 |
* |
|
| 17 |
*/ |
|
| 18 |
|
|
| 19 |
#ifndef LEMON_MIP_GLPK_H |
|
| 20 |
#define LEMON_MIP_GLPK_H |
|
| 21 |
|
|
| 22 |
///\file |
|
| 23 |
///\brief Header of the LEMON-GLPK mip solver interface. |
|
| 24 |
///\ingroup lp_group |
|
| 25 |
|
|
| 26 |
|
|
| 27 |
#include <lemon/lp_glpk.h> |
|
| 28 |
|
|
| 29 |
namespace lemon {
|
|
| 30 |
/// \brief Interface for the GLPK MIP solver |
|
| 31 |
/// |
|
| 32 |
/// This class implements an interface for the GLPK MIP solver. |
|
| 33 |
///\ingroup lp_group |
|
| 34 |
class MipGlpk : public MipSolverBase, public LpGlpk{
|
|
| 35 |
|
|
| 36 |
public: |
|
| 37 |
|
|
| 38 |
typedef MipSolverBase ParentMip; |
|
| 39 |
typedef LpGlpk ParentLp; |
|
| 40 |
|
|
| 41 |
MipGlpk(); |
|
| 42 |
//~MipGlpk(); |
|
| 43 |
|
|
| 44 |
|
|
| 45 |
|
|
| 46 |
protected: |
|
| 47 |
|
|
| 48 |
virtual ColTypes _colType(int col) const; |
|
| 49 |
virtual void _colType(int col, ColTypes col_type); |
|
| 50 |
|
|
| 51 |
virtual LpGlpk::SolveExitStatus _solve(); |
|
| 52 |
virtual LpGlpk::SolutionStatus _getMipStatus() const; |
|
| 53 |
virtual ParentLp::Value _getPrimal(int i) const; |
|
| 54 |
virtual ParentLp::Value _getPrimalValue() const; |
|
| 55 |
}; |
|
| 56 |
|
|
| 57 |
} //END OF NAMESPACE LEMON |
|
| 58 |
|
|
| 59 |
#endif // END OF LEMON_MIP_GLPK_H |
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