diff --git a/lemon/soplex.cc b/lemon/soplex.cc new file mode 100644 --- /dev/null +++ b/lemon/soplex.cc @@ -0,0 +1,465 @@ +/* -*- 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 + +#include +#include + + +///\file +///\brief Implementation of the LEMON-SOPLEX lp solver interface. +namespace lemon { + + SoplexLp::SoplexLp() { + soplex = new soplex::SoPlex; + messageLevel(MESSAGE_NOTHING); + } + + SoplexLp::~SoplexLp() { + delete soplex; + } + + SoplexLp::SoplexLp(const SoplexLp& lp) { + rows = lp.rows; + cols = lp.cols; + + soplex = new soplex::SoPlex; + (*static_cast(soplex)) = *(lp.soplex); + + _col_names = lp._col_names; + _col_names_ref = lp._col_names_ref; + + _row_names = lp._row_names; + _row_names_ref = lp._row_names_ref; + + messageLevel(MESSAGE_NOTHING); + } + + void SoplexLp::_clear_temporals() { + _primal_values.clear(); + _dual_values.clear(); + } + + SoplexLp* SoplexLp::newSolver() const { + SoplexLp* newlp = new SoplexLp(); + return newlp; + } + + SoplexLp* SoplexLp::cloneSolver() const { + SoplexLp* newlp = new SoplexLp(*this); + return newlp; + } + + const char* SoplexLp::_solverName() const { return "SoplexLp"; } + + int SoplexLp::_addCol() { + soplex::LPCol c; + c.setLower(-soplex::infinity); + c.setUpper(soplex::infinity); + soplex->addCol(c); + + _col_names.push_back(std::string()); + + return soplex->nCols() - 1; + } + + int SoplexLp::_addRow() { + soplex::LPRow r; + r.setLhs(-soplex::infinity); + r.setRhs(soplex::infinity); + soplex->addRow(r); + + _row_names.push_back(std::string()); + + return soplex->nRows() - 1; + } + + int SoplexLp::_addRow(Value l, ExprIterator b, ExprIterator e, Value u) { + soplex::DSVector v; + for (ExprIterator it = b; it != e; ++it) { + v.add(it->first, it->second); + } + soplex::LPRow r(l, v, u); + soplex->addRow(r); + + _row_names.push_back(std::string()); + + return soplex->nRows() - 1; + } + + + void SoplexLp::_eraseCol(int i) { + soplex->removeCol(i); + _col_names_ref.erase(_col_names[i]); + _col_names[i] = _col_names.back(); + _col_names_ref[_col_names.back()] = i; + _col_names.pop_back(); + } + + void SoplexLp::_eraseRow(int i) { + soplex->removeRow(i); + _row_names_ref.erase(_row_names[i]); + _row_names[i] = _row_names.back(); + _row_names_ref[_row_names.back()] = i; + _row_names.pop_back(); + } + + void SoplexLp::_eraseColId(int i) { + cols.eraseIndex(i); + cols.relocateIndex(i, cols.maxIndex()); + } + void SoplexLp::_eraseRowId(int i) { + rows.eraseIndex(i); + rows.relocateIndex(i, rows.maxIndex()); + } + + void SoplexLp::_getColName(int c, std::string &name) const { + name = _col_names[c]; + } + + void SoplexLp::_setColName(int c, const std::string &name) { + _col_names_ref.erase(_col_names[c]); + _col_names[c] = name; + if (!name.empty()) { + _col_names_ref.insert(std::make_pair(name, c)); + } + } + + int SoplexLp::_colByName(const std::string& name) const { + std::map::const_iterator it = + _col_names_ref.find(name); + if (it != _col_names_ref.end()) { + return it->second; + } else { + return -1; + } + } + + void SoplexLp::_getRowName(int r, std::string &name) const { + name = _row_names[r]; + } + + void SoplexLp::_setRowName(int r, const std::string &name) { + _row_names_ref.erase(_row_names[r]); + _row_names[r] = name; + if (!name.empty()) { + _row_names_ref.insert(std::make_pair(name, r)); + } + } + + int SoplexLp::_rowByName(const std::string& name) const { + std::map::const_iterator it = + _row_names_ref.find(name); + if (it != _row_names_ref.end()) { + return it->second; + } else { + return -1; + } + } + + + void SoplexLp::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { + for (int j = 0; j < soplex->nCols(); ++j) { + soplex->changeElement(i, j, 0.0); + } + for(ExprIterator it = b; it != e; ++it) { + soplex->changeElement(i, it->first, it->second); + } + } + + void SoplexLp::_getRowCoeffs(int i, InsertIterator b) const { + const soplex::SVector& vec = soplex->rowVector(i); + for (int k = 0; k < vec.size(); ++k) { + *b = std::make_pair(vec.index(k), vec.value(k)); + ++b; + } + } + + void SoplexLp::_setColCoeffs(int j, ExprIterator b, ExprIterator e) { + for (int i = 0; i < soplex->nRows(); ++i) { + soplex->changeElement(i, j, 0.0); + } + for(ExprIterator it = b; it != e; ++it) { + soplex->changeElement(it->first, j, it->second); + } + } + + void SoplexLp::_getColCoeffs(int i, InsertIterator b) const { + const soplex::SVector& vec = soplex->colVector(i); + for (int k = 0; k < vec.size(); ++k) { + *b = std::make_pair(vec.index(k), vec.value(k)); + ++b; + } + } + + void SoplexLp::_setCoeff(int i, int j, Value value) { + soplex->changeElement(i, j, value); + } + + SoplexLp::Value SoplexLp::_getCoeff(int i, int j) const { + return soplex->rowVector(i)[j]; + } + + void SoplexLp::_setColLowerBound(int i, Value value) { + LEMON_ASSERT(value != INF, "Invalid bound"); + soplex->changeLower(i, value != -INF ? value : -soplex::infinity); + } + + SoplexLp::Value SoplexLp::_getColLowerBound(int i) const { + double value = soplex->lower(i); + return value != -soplex::infinity ? value : -INF; + } + + void SoplexLp::_setColUpperBound(int i, Value value) { + LEMON_ASSERT(value != -INF, "Invalid bound"); + soplex->changeUpper(i, value != INF ? value : soplex::infinity); + } + + SoplexLp::Value SoplexLp::_getColUpperBound(int i) const { + double value = soplex->upper(i); + return value != soplex::infinity ? value : INF; + } + + void SoplexLp::_setRowLowerBound(int i, Value lb) { + LEMON_ASSERT(lb != INF, "Invalid bound"); + soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i)); + } + + SoplexLp::Value SoplexLp::_getRowLowerBound(int i) const { + double res = soplex->lhs(i); + return res == -soplex::infinity ? -INF : res; + } + + void SoplexLp::_setRowUpperBound(int i, Value ub) { + LEMON_ASSERT(ub != -INF, "Invalid bound"); + soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity); + } + + SoplexLp::Value SoplexLp::_getRowUpperBound(int i) const { + double res = soplex->rhs(i); + return res == soplex::infinity ? INF : res; + } + + void SoplexLp::_setObjCoeffs(ExprIterator b, ExprIterator e) { + for (int j = 0; j < soplex->nCols(); ++j) { + soplex->changeObj(j, 0.0); + } + for (ExprIterator it = b; it != e; ++it) { + soplex->changeObj(it->first, it->second); + } + } + + void SoplexLp::_getObjCoeffs(InsertIterator b) const { + for (int j = 0; j < soplex->nCols(); ++j) { + Value coef = soplex->obj(j); + if (coef != 0.0) { + *b = std::make_pair(j, coef); + ++b; + } + } + } + + void SoplexLp::_setObjCoeff(int i, Value obj_coef) { + soplex->changeObj(i, obj_coef); + } + + SoplexLp::Value SoplexLp::_getObjCoeff(int i) const { + return soplex->obj(i); + } + + SoplexLp::SolveExitStatus SoplexLp::_solve() { + + _clear_temporals(); + + _applyMessageLevel(); + + soplex::SPxSolver::Status status = soplex->solve(); + + switch (status) { + case soplex::SPxSolver::OPTIMAL: + case soplex::SPxSolver::INFEASIBLE: + case soplex::SPxSolver::UNBOUNDED: + return SOLVED; + default: + return UNSOLVED; + } + } + + SoplexLp::Value SoplexLp::_getPrimal(int i) const { + if (_primal_values.empty()) { + _primal_values.resize(soplex->nCols()); + soplex::Vector pv(_primal_values.size(), &_primal_values.front()); + soplex->getPrimal(pv); + } + return _primal_values[i]; + } + + SoplexLp::Value SoplexLp::_getDual(int i) const { + if (_dual_values.empty()) { + _dual_values.resize(soplex->nRows()); + soplex::Vector dv(_dual_values.size(), &_dual_values.front()); + soplex->getDual(dv); + } + return _dual_values[i]; + } + + SoplexLp::Value SoplexLp::_getPrimalValue() const { + return soplex->objValue(); + } + + SoplexLp::VarStatus SoplexLp::_getColStatus(int i) const { + switch (soplex->getBasisColStatus(i)) { + case soplex::SPxSolver::BASIC: + return BASIC; + case soplex::SPxSolver::ON_UPPER: + return UPPER; + case soplex::SPxSolver::ON_LOWER: + return LOWER; + case soplex::SPxSolver::FIXED: + return FIXED; + case soplex::SPxSolver::ZERO: + return FREE; + default: + LEMON_ASSERT(false, "Wrong column status"); + return VarStatus(); + } + } + + SoplexLp::VarStatus SoplexLp::_getRowStatus(int i) const { + switch (soplex->getBasisRowStatus(i)) { + case soplex::SPxSolver::BASIC: + return BASIC; + case soplex::SPxSolver::ON_UPPER: + return UPPER; + case soplex::SPxSolver::ON_LOWER: + return LOWER; + case soplex::SPxSolver::FIXED: + return FIXED; + case soplex::SPxSolver::ZERO: + return FREE; + default: + LEMON_ASSERT(false, "Wrong row status"); + return VarStatus(); + } + } + + SoplexLp::Value SoplexLp::_getPrimalRay(int i) const { + if (_primal_ray.empty()) { + _primal_ray.resize(soplex->nCols()); + soplex::Vector pv(_primal_ray.size(), &_primal_ray.front()); + soplex->getDualfarkas(pv); + } + return _primal_ray[i]; + } + + SoplexLp::Value SoplexLp::_getDualRay(int i) const { + if (_dual_ray.empty()) { + _dual_ray.resize(soplex->nRows()); + soplex::Vector dv(_dual_ray.size(), &_dual_ray.front()); + soplex->getDualfarkas(dv); + } + return _dual_ray[i]; + } + + SoplexLp::ProblemType SoplexLp::_getPrimalType() const { + switch (soplex->status()) { + case soplex::SPxSolver::OPTIMAL: + return OPTIMAL; + case soplex::SPxSolver::UNBOUNDED: + return UNBOUNDED; + case soplex::SPxSolver::INFEASIBLE: + return INFEASIBLE; + default: + return UNDEFINED; + } + } + + SoplexLp::ProblemType SoplexLp::_getDualType() const { + switch (soplex->status()) { + case soplex::SPxSolver::OPTIMAL: + return OPTIMAL; + case soplex::SPxSolver::UNBOUNDED: + return UNBOUNDED; + case soplex::SPxSolver::INFEASIBLE: + return INFEASIBLE; + default: + return UNDEFINED; + } + } + + void SoplexLp::_setSense(Sense sense) { + switch (sense) { + case MIN: + soplex->changeSense(soplex::SPxSolver::MINIMIZE); + break; + case MAX: + soplex->changeSense(soplex::SPxSolver::MAXIMIZE); + } + } + + SoplexLp::Sense SoplexLp::_getSense() const { + switch (soplex->spxSense()) { + case soplex::SPxSolver::MAXIMIZE: + return MAX; + case soplex::SPxSolver::MINIMIZE: + return MIN; + default: + LEMON_ASSERT(false, "Wrong sense."); + return SoplexLp::Sense(); + } + } + + void SoplexLp::_clear() { + soplex->clear(); + _col_names.clear(); + _col_names_ref.clear(); + _row_names.clear(); + _row_names_ref.clear(); + cols.clear(); + rows.clear(); + _clear_temporals(); + } + + void SoplexLp::_messageLevel(MessageLevel level) { + switch (level) { + case MESSAGE_NOTHING: + _message_level = -1; + break; + case MESSAGE_ERROR: + _message_level = soplex::SPxOut::ERROR; + break; + case MESSAGE_WARNING: + _message_level = soplex::SPxOut::WARNING; + break; + case MESSAGE_NORMAL: + _message_level = soplex::SPxOut::INFO2; + break; + case MESSAGE_VERBOSE: + _message_level = soplex::SPxOut::DEBUG; + break; + } + } + + void SoplexLp::_applyMessageLevel() { + soplex::Param::setVerbose(_message_level); + } + +} //namespace lemon +