diff --git a/test/lp_test.cc b/test/lp_test.cc new file mode 100644 --- /dev/null +++ b/test/lp_test.cc @@ -0,0 +1,419 @@ +/* -*- mode: C++; indent-tabs-mode: nil; -*- + * + * This file is a part of LEMON, a generic C++ optimization library. + * + * Copyright (C) 2003-2009 + * 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 "test_tools.h" +#include + +#include + +#ifdef LEMON_HAVE_GLPK +#include +#endif + +#ifdef LEMON_HAVE_CPLEX +#include +#endif + +#ifdef LEMON_HAVE_SOPLEX +#include +#endif + +#ifdef LEMON_HAVE_CLP +#include +#endif + +using namespace lemon; + +void lpTest(LpSolver& lp) +{ + + typedef LpSolver LP; + + std::vector x(10); + // for(int i=0;i<10;i++) x.push_back(lp.addCol()); + lp.addColSet(x); + lp.colLowerBound(x,1); + lp.colUpperBound(x,1); + lp.colBounds(x,1,2); + + std::vector y(10); + lp.addColSet(y); + + lp.colLowerBound(y,1); + lp.colUpperBound(y,1); + lp.colBounds(y,1,2); + + std::map z; + + z.insert(std::make_pair(12,INVALID)); + z.insert(std::make_pair(2,INVALID)); + z.insert(std::make_pair(7,INVALID)); + z.insert(std::make_pair(5,INVALID)); + + lp.addColSet(z); + + lp.colLowerBound(z,1); + lp.colUpperBound(z,1); + lp.colBounds(z,1,2); + + { + LP::Expr e,f,g; + LP::Col p1,p2,p3,p4,p5; + LP::Constr c; + + p1=lp.addCol(); + p2=lp.addCol(); + p3=lp.addCol(); + p4=lp.addCol(); + p5=lp.addCol(); + + e[p1]=2; + *e=12; + e[p1]+=2; + *e+=12; + e[p1]-=2; + *e-=12; + + e=2; + e=2.2; + e=p1; + e=f; + + e+=2; + e+=2.2; + e+=p1; + e+=f; + + e-=2; + e-=2.2; + e-=p1; + e-=f; + + e*=2; + e*=2.2; + e/=2; + e/=2.2; + + e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+ + (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+ + (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+ + 2.2*f+f*2.2+f/2.2+ + 2*f+f*2+f/2+ + 2.2*p1+p1*2.2+p1/2.2+ + 2*p1+p1*2+p1/2 + ); + + + c = (e <= f ); + c = (e <= 2.2); + c = (e <= 2 ); + c = (e <= p1 ); + c = (2.2<= f ); + c = (2 <= f ); + c = (p1 <= f ); + c = (p1 <= p2 ); + c = (p1 <= 2.2); + c = (p1 <= 2 ); + c = (2.2<= p2 ); + c = (2 <= p2 ); + + c = (e >= f ); + c = (e >= 2.2); + c = (e >= 2 ); + c = (e >= p1 ); + c = (2.2>= f ); + c = (2 >= f ); + c = (p1 >= f ); + c = (p1 >= p2 ); + c = (p1 >= 2.2); + c = (p1 >= 2 ); + c = (2.2>= p2 ); + c = (2 >= p2 ); + + c = (e == f ); + c = (e == 2.2); + c = (e == 2 ); + c = (e == p1 ); + c = (2.2== f ); + c = (2 == f ); + c = (p1 == f ); + //c = (p1 == p2 ); + c = (p1 == 2.2); + c = (p1 == 2 ); + c = (2.2== p2 ); + c = (2 == p2 ); + + c = ((2 <= e) <= 3); + c = ((2 <= p1) <= 3); + + c = ((2 >= e) >= 3); + c = ((2 >= p1) >= 3); + + e[x[3]]=2; + e[x[3]]=4; + e[x[3]]=1; + *e=12; + + lp.addRow(-LP::INF,e,23); + lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23); + lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23); + + lp.addRow(x[1]+x[3]<=x[5]-3); + lp.addRow((-7<=x[1]+x[3]-12)<=3); + lp.addRow(x[1]<=x[5]); + + std::ostringstream buf; + + + e=((p1+p2)+(p1-0.99*p2)); + //e.prettyPrint(std::cout); + //(e<=2).prettyPrint(std::cout); + double tolerance=0.001; + e.simplify(tolerance); + buf << "Coeff. of p2 should be 0.01"; + check(e[p2]>0, buf.str()); + + tolerance=0.02; + e.simplify(tolerance); + buf << "Coeff. of p2 should be 0"; + check(const_cast(e)[p2]==0, buf.str()); + + //Test for clone/new + LP* lpnew = lp.newSolver(); + LP* lpclone = lp.cloneSolver(); + delete lpnew; + delete lpclone; + + } + + { + LP::DualExpr e,f,g; + LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID, + p4 = INVALID, p5 = INVALID; + + e[p1]=2; + e[p1]+=2; + e[p1]-=2; + + e=p1; + e=f; + + e+=p1; + e+=f; + + e-=p1; + e-=f; + + e*=2; + e*=2.2; + e/=2; + e/=2.2; + + e=((p1+p2)+(p1-p2)+ + (p1+f)+(f+p1)+(f+g)+ + (p1-f)+(f-p1)+(f-g)+ + 2.2*f+f*2.2+f/2.2+ + 2*f+f*2+f/2+ + 2.2*p1+p1*2.2+p1/2.2+ + 2*p1+p1*2+p1/2 + ); + } + +} + +void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat, + double exp_opt) { + using std::string; + lp.solve(); + + std::ostringstream buf; + buf << "PrimalType should be: " << int(stat) << int(lp.primalType()); + + check(lp.primalType()==stat, buf.str()); + + if (stat == LpSolver::OPTIMAL) { + std::ostringstream sbuf; + sbuf << "Wrong optimal value (" << lp.primal() <<") with " + << lp.solverName() <<"\n the right optimum is " << exp_opt; + check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str()); + } +} + +void aTest(LpSolver & lp) +{ + typedef LpSolver LP; + + //The following example is very simple + + typedef LpSolver::Row Row; + typedef LpSolver::Col Col; + + + Col x1 = lp.addCol(); + Col x2 = lp.addCol(); + + + //Constraints + Row upright=lp.addRow(x1+2*x2 <=1); + lp.addRow(x1+x2 >=-1); + lp.addRow(x1-x2 <=1); + lp.addRow(x1-x2 >=-1); + //Nonnegativity of the variables + lp.colLowerBound(x1, 0); + lp.colLowerBound(x2, 0); + //Objective function + lp.obj(x1+x2); + + lp.sense(lp.MAX); + + //Testing the problem retrieving routines + check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!"); + check(lp.sense() == lp.MAX,"This is a maximization!"); + check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!"); + check(lp.colLowerBound(x1)==0, + "The lower bound for variable x1 should be 0."); + check(lp.colUpperBound(x1)==LpSolver::INF, + "The upper bound for variable x1 should be infty."); + check(lp.rowLowerBound(upright) == -LpSolver::INF, + "The lower bound for the first row should be -infty."); + check(lp.rowUpperBound(upright)==1, + "The upper bound for the first row should be 1."); + LpSolver::Expr e = lp.row(upright); + check(e[x1] == 1, "The first coefficient should 1."); + check(e[x2] == 2, "The second coefficient should 1."); + + lp.row(upright, x1+x2 <=1); + e = lp.row(upright); + check(e[x1] == 1, "The first coefficient should 1."); + check(e[x2] == 1, "The second coefficient should 1."); + + LpSolver::DualExpr de = lp.col(x1); + check( de[upright] == 1, "The first coefficient should 1."); + + LpSolver* clp = lp.cloneSolver(); + + //Testing the problem retrieving routines + check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!"); + check(clp->sense() == clp->MAX,"This is a maximization!"); + check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!"); + // std::cout<colLowerBound(x1)==0, + "The lower bound for variable x1 should be 0."); + check(clp->colUpperBound(x1)==LpSolver::INF, + "The upper bound for variable x1 should be infty."); + + check(lp.rowLowerBound(upright)==-LpSolver::INF, + "The lower bound for the first row should be -infty."); + check(lp.rowUpperBound(upright)==1, + "The upper bound for the first row should be 1."); + e = clp->row(upright); + check(e[x1] == 1, "The first coefficient should 1."); + check(e[x2] == 1, "The second coefficient should 1."); + + de = clp->col(x1); + check(de[upright] == 1, "The first coefficient should 1."); + + delete clp; + + //Maximization of x1+x2 + //over the triangle with vertices (0,0) (0,1) (1,0) + double expected_opt=1; + solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); + + //Minimization + lp.sense(lp.MIN); + expected_opt=0; + solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); + + //Vertex (-1,0) instead of (0,0) + lp.colLowerBound(x1, -LpSolver::INF); + expected_opt=-1; + solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); + + //Erase one constraint and return to maximization + lp.erase(upright); + lp.sense(lp.MAX); + expected_opt=LpSolver::INF; + solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt); + + //Infeasibilty + lp.addRow(x1+x2 <=-2); + solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt); + +} + +template +void cloneTest() +{ + //Test for clone/new + + LP* lp = new LP(); + LP* lpnew = lp->newSolver(); + LP* lpclone = lp->cloneSolver(); + delete lp; + delete lpnew; + delete lpclone; +} + +int main() +{ + LpSkeleton lp_skel; + lpTest(lp_skel); + +#ifdef LEMON_HAVE_GLPK + { + GlpkLp lp_glpk1,lp_glpk2; + lpTest(lp_glpk1); + aTest(lp_glpk2); + cloneTest(); + } +#endif + +#ifdef LEMON_HAVE_CPLEX + try { + CplexLp lp_cplex1,lp_cplex2; + lpTest(lp_cplex1); + aTest(lp_cplex2); + cloneTest(); + } catch (CplexEnv::LicenseError& error) { + check(false, error.what()); + } +#endif + +#ifdef LEMON_HAVE_SOPLEX + { + SoplexLp lp_soplex1,lp_soplex2; + lpTest(lp_soplex1); + aTest(lp_soplex2); + cloneTest(); + } +#endif + +#ifdef LEMON_HAVE_CLP + { + ClpLp lp_clp1,lp_clp2; + lpTest(lp_clp1); + aTest(lp_clp2); + cloneTest(); + } +#endif + + return 0; +}