diff --git a/lemon/clp.cc b/lemon/clp.cc new file mode 100644 --- /dev/null +++ b/lemon/clp.cc @@ -0,0 +1,466 @@ +/* -*- mode: C++; indent-tabs-mode: nil; -*- + * + * This file is a part of LEMON, a generic C++ optimization library. + * + * Copyright (C) 2003-2008 + * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport + * (Egervary Research Group on Combinatorial Optimization, EGRES). + * + * Permission to use, modify and distribute this software is granted + * provided that this copyright notice appears in all copies. For + * precise terms see the accompanying LICENSE file. + * + * This software is provided "AS IS" with no warranty of any kind, + * express or implied, and with no claim as to its suitability for any + * purpose. + * + */ + +#include +#include + +namespace lemon { + + ClpLp::ClpLp() { + _prob = new ClpSimplex(); + _init_temporals(); + messageLevel(MESSAGE_NOTHING); + } + + ClpLp::ClpLp(const ClpLp& other) { + _prob = new ClpSimplex(*other._prob); + rows = other.rows; + cols = other.cols; + _init_temporals(); + messageLevel(MESSAGE_NOTHING); + } + + ClpLp::~ClpLp() { + delete _prob; + _clear_temporals(); + } + + void ClpLp::_init_temporals() { + _primal_ray = 0; + _dual_ray = 0; + } + + void ClpLp::_clear_temporals() { + if (_primal_ray) { + delete[] _primal_ray; + _primal_ray = 0; + } + if (_dual_ray) { + delete[] _dual_ray; + _dual_ray = 0; + } + } + + ClpLp* ClpLp::newSolver() const { + ClpLp* newlp = new ClpLp; + return newlp; + } + + ClpLp* ClpLp::cloneSolver() const { + ClpLp* copylp = new ClpLp(*this); + return copylp; + } + + const char* ClpLp::_solverName() const { return "ClpLp"; } + + int ClpLp::_addCol() { + _prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0); + return _prob->numberColumns() - 1; + } + + int ClpLp::_addRow() { + _prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); + return _prob->numberRows() - 1; + } + + int ClpLp::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) { + std::vector indexes; + std::vector values; + + for(ExprIterator it = b; it != e; ++it) { + indexes.push_back(it->first); + values.push_back(it->second); + } + + _prob->addRow(values.size(), &indexes.front(), &values.front(), l, u); + return _prob->numberRows() - 1; + } + + + void ClpLp::_eraseCol(int c) { + _col_names_ref.erase(_prob->getColumnName(c)); + _prob->deleteColumns(1, &c); + } + + void ClpLp::_eraseRow(int r) { + _row_names_ref.erase(_prob->getRowName(r)); + _prob->deleteRows(1, &r); + } + + void ClpLp::_eraseColId(int i) { + cols.eraseIndex(i); + cols.shiftIndices(i); + } + + void ClpLp::_eraseRowId(int i) { + rows.eraseIndex(i); + rows.shiftIndices(i); + } + + void ClpLp::_getColName(int c, std::string& name) const { + name = _prob->getColumnName(c); + } + + void ClpLp::_setColName(int c, const std::string& name) { + _prob->setColumnName(c, const_cast(name)); + _col_names_ref[name] = c; + } + + int ClpLp::_colByName(const std::string& name) const { + std::map::const_iterator it = _col_names_ref.find(name); + return it != _col_names_ref.end() ? it->second : -1; + } + + void ClpLp::_getRowName(int r, std::string& name) const { + name = _prob->getRowName(r); + } + + void ClpLp::_setRowName(int r, const std::string& name) { + _prob->setRowName(r, const_cast(name)); + _row_names_ref[name] = r; + } + + int ClpLp::_rowByName(const std::string& name) const { + std::map::const_iterator it = _row_names_ref.find(name); + return it != _row_names_ref.end() ? it->second : -1; + } + + + void ClpLp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) { + std::map coeffs; + + int n = _prob->clpMatrix()->getNumCols(); + + const int* indices = _prob->clpMatrix()->getIndices(); + const double* elements = _prob->clpMatrix()->getElements(); + + for (int i = 0; i < n; ++i) { + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; + + const int* it = std::lower_bound(indices + begin, indices + end, ix); + if (it != indices + end && *it == ix && elements[it - indices] != 0.0) { + coeffs[i] = 0.0; + } + } + + for (ExprIterator it = b; it != e; ++it) { + coeffs[it->first] = it->second; + } + + for (std::map::iterator it = coeffs.begin(); + it != coeffs.end(); ++it) { + _prob->modifyCoefficient(ix, it->first, it->second); + } + } + + void ClpLp::_getRowCoeffs(int ix, InsertIterator b) const { + int n = _prob->clpMatrix()->getNumCols(); + + const int* indices = _prob->clpMatrix()->getIndices(); + const double* elements = _prob->clpMatrix()->getElements(); + + for (int i = 0; i < n; ++i) { + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; + + const int* it = std::lower_bound(indices + begin, indices + end, ix); + if (it != indices + end && *it == ix) { + *b = std::make_pair(i, elements[it - indices]); + } + } + } + + void ClpLp::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) { + std::map coeffs; + + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; + + const int* indices = _prob->clpMatrix()->getIndices(); + const double* elements = _prob->clpMatrix()->getElements(); + + for (CoinBigIndex i = begin; i != end; ++i) { + if (elements[i] != 0.0) { + coeffs[indices[i]] = 0.0; + } + } + for (ExprIterator it = b; it != e; ++it) { + coeffs[it->first] = it->second; + } + for (std::map::iterator it = coeffs.begin(); + it != coeffs.end(); ++it) { + _prob->modifyCoefficient(it->first, ix, it->second); + } + } + + void ClpLp::_getColCoeffs(int ix, InsertIterator b) const { + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; + + const int* indices = _prob->clpMatrix()->getIndices(); + const double* elements = _prob->clpMatrix()->getElements(); + + for (CoinBigIndex i = begin; i != end; ++i) { + *b = std::make_pair(indices[i], elements[i]); + ++b; + } + } + + void ClpLp::_setCoeff(int ix, int jx, Value value) { + _prob->modifyCoefficient(ix, jx, value); + } + + ClpLp::Value ClpLp::_getCoeff(int ix, int jx) const { + CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; + CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; + + const int* indices = _prob->clpMatrix()->getIndices(); + const double* elements = _prob->clpMatrix()->getElements(); + + const int* it = std::lower_bound(indices + begin, indices + end, jx); + if (it != indices + end && *it == jx) { + return elements[it - indices]; + } else { + return 0.0; + } + } + + void ClpLp::_setColLowerBound(int i, Value lo) { + _prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); + } + + ClpLp::Value ClpLp::_getColLowerBound(int i) const { + double val = _prob->getColLower()[i]; + return val == - COIN_DBL_MAX ? - INF : val; + } + + void ClpLp::_setColUpperBound(int i, Value up) { + _prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); + } + + ClpLp::Value ClpLp::_getColUpperBound(int i) const { + double val = _prob->getColUpper()[i]; + return val == COIN_DBL_MAX ? INF : val; + } + + void ClpLp::_setRowLowerBound(int i, Value lo) { + _prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); + } + + ClpLp::Value ClpLp::_getRowLowerBound(int i) const { + double val = _prob->getRowLower()[i]; + return val == - COIN_DBL_MAX ? - INF : val; + } + + void ClpLp::_setRowUpperBound(int i, Value up) { + _prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); + } + + ClpLp::Value ClpLp::_getRowUpperBound(int i) const { + double val = _prob->getRowUpper()[i]; + return val == COIN_DBL_MAX ? INF : val; + } + + void ClpLp::_setObjCoeffs(ExprIterator b, ExprIterator e) { + int num = _prob->clpMatrix()->getNumCols(); + for (int i = 0; i < num; ++i) { + _prob->setObjectiveCoefficient(i, 0.0); + } + for (ExprIterator it = b; it != e; ++it) { + _prob->setObjectiveCoefficient(it->first, it->second); + } + } + + void ClpLp::_getObjCoeffs(InsertIterator b) const { + int num = _prob->clpMatrix()->getNumCols(); + for (int i = 0; i < num; ++i) { + Value coef = _prob->getObjCoefficients()[i]; + if (coef != 0.0) { + *b = std::make_pair(i, coef); + ++b; + } + } + } + + void ClpLp::_setObjCoeff(int i, Value obj_coef) { + _prob->setObjectiveCoefficient(i, obj_coef); + } + + ClpLp::Value ClpLp::_getObjCoeff(int i) const { + return _prob->getObjCoefficients()[i]; + } + + ClpLp::SolveExitStatus ClpLp::_solve() { + return _prob->primal() >= 0 ? SOLVED : UNSOLVED; + } + + ClpLp::SolveExitStatus ClpLp::solvePrimal() { + return _prob->primal() >= 0 ? SOLVED : UNSOLVED; + } + + ClpLp::SolveExitStatus ClpLp::solveDual() { + return _prob->dual() >= 0 ? SOLVED : UNSOLVED; + } + + ClpLp::SolveExitStatus ClpLp::solveBarrier() { + return _prob->barrier() >= 0 ? SOLVED : UNSOLVED; + } + + ClpLp::Value ClpLp::_getPrimal(int i) const { + return _prob->primalColumnSolution()[i]; + } + ClpLp::Value ClpLp::_getPrimalValue() const { + return _prob->objectiveValue(); + } + + ClpLp::Value ClpLp::_getDual(int i) const { + return _prob->dualRowSolution()[i]; + } + + ClpLp::Value ClpLp::_getPrimalRay(int i) const { + if (!_primal_ray) { + _primal_ray = _prob->unboundedRay(); + LEMON_ASSERT(_primal_ray != 0, "Primal ray is not provided"); + } + return _primal_ray[i]; + } + + ClpLp::Value ClpLp::_getDualRay(int i) const { + if (!_dual_ray) { + _dual_ray = _prob->infeasibilityRay(); + LEMON_ASSERT(_dual_ray != 0, "Dual ray is not provided"); + } + return _dual_ray[i]; + } + + ClpLp::VarStatus ClpLp::_getColStatus(int i) const { + switch (_prob->getColumnStatus(i)) { + case ClpSimplex::basic: + return BASIC; + case ClpSimplex::isFree: + return FREE; + case ClpSimplex::atUpperBound: + return UPPER; + case ClpSimplex::atLowerBound: + return LOWER; + case ClpSimplex::isFixed: + return FIXED; + case ClpSimplex::superBasic: + return FREE; + default: + LEMON_ASSERT(false, "Wrong column status"); + return VarStatus(); + } + } + + ClpLp::VarStatus ClpLp::_getRowStatus(int i) const { + switch (_prob->getColumnStatus(i)) { + case ClpSimplex::basic: + return BASIC; + case ClpSimplex::isFree: + return FREE; + case ClpSimplex::atUpperBound: + return UPPER; + case ClpSimplex::atLowerBound: + return LOWER; + case ClpSimplex::isFixed: + return FIXED; + case ClpSimplex::superBasic: + return FREE; + default: + LEMON_ASSERT(false, "Wrong row status"); + return VarStatus(); + } + } + + + ClpLp::ProblemType ClpLp::_getPrimalType() const { + if (_prob->isProvenOptimal()) { + return OPTIMAL; + } else if (_prob->isProvenPrimalInfeasible()) { + return INFEASIBLE; + } else if (_prob->isProvenDualInfeasible()) { + return UNBOUNDED; + } else { + return UNDEFINED; + } + } + + ClpLp::ProblemType ClpLp::_getDualType() const { + if (_prob->isProvenOptimal()) { + return OPTIMAL; + } else if (_prob->isProvenDualInfeasible()) { + return INFEASIBLE; + } else if (_prob->isProvenPrimalInfeasible()) { + return INFEASIBLE; + } else { + return UNDEFINED; + } + } + + void ClpLp::_setSense(ClpLp::Sense sense) { + switch (sense) { + case MIN: + _prob->setOptimizationDirection(1); + break; + case MAX: + _prob->setOptimizationDirection(-1); + break; + } + } + + ClpLp::Sense ClpLp::_getSense() const { + double dir = _prob->optimizationDirection(); + if (dir > 0.0) { + return MIN; + } else { + return MAX; + } + } + + void ClpLp::_clear() { + delete _prob; + _prob = new ClpSimplex(); + rows.clear(); + cols.clear(); + _col_names_ref.clear(); + _clear_temporals(); + } + + void ClpLp::_messageLevel(MessageLevel level) { + switch (level) { + case MESSAGE_NOTHING: + _prob->setLogLevel(0); + break; + case MESSAGE_ERROR: + _prob->setLogLevel(1); + break; + case MESSAGE_WARNING: + _prob->setLogLevel(2); + break; + case MESSAGE_NORMAL: + _prob->setLogLevel(3); + break; + case MESSAGE_VERBOSE: + _prob->setLogLevel(4); + break; + } + } + +} //END OF NAMESPACE LEMON