Location: LEMON/LEMON-main/lemon/lp_soplex.cc

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deba@inf.elte.hu
Thorough redesign of the LP/MIP interface (#44) - Redesigned class structure - Redesigned iterators - Some functions in the basic interface redesigned - More complete setting functions - Ray retrieving functions - Lot of improvements - Cplex common env - CLP macro definition to config.h.in - Update lp.h to also use soplex and clp - Remove default_solver_name - New solverName() function in solvers - Handle exceptions for MipCplex test - Rename tolerance parameter to epsilon - Rename MapIt to CoeffIt - Lot of documentation improvements - Various bugfixes
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/* -*- 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 <iostream>
#include <lemon/lp_soplex.h>
#include <soplex/soplex.h>
///\file
///\brief Implementation of the LEMON-SOPLEX lp solver interface.
namespace lemon {
LpSoplex::LpSoplex() {
soplex = new soplex::SoPlex;
}
LpSoplex::~LpSoplex() {
delete soplex;
}
LpSoplex::LpSoplex(const LpSoplex& lp) {
rows = lp.rows;
cols = lp.cols;
soplex = new soplex::SoPlex;
(*static_cast<soplex::SPxLP*>(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;
}
void LpSoplex::_clear_temporals() {
_primal_values.clear();
_dual_values.clear();
}
LpSoplex* LpSoplex::_newSolver() const {
LpSoplex* newlp = new LpSoplex();
return newlp;
}
LpSoplex* LpSoplex::_cloneSolver() const {
LpSoplex* newlp = new LpSoplex(*this);
return newlp;
}
const char* LpSoplex::_solverName() const { return "LpSoplex"; }
int LpSoplex::_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 LpSoplex::_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;
}
void LpSoplex::_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 LpSoplex::_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 LpSoplex::_eraseColId(int i) {
cols.eraseIndex(i);
cols.relocateIndex(i, cols.maxIndex());
}
void LpSoplex::_eraseRowId(int i) {
rows.eraseIndex(i);
rows.relocateIndex(i, rows.maxIndex());
}
void LpSoplex::_getColName(int c, std::string &name) const {
name = _col_names[c];
}
void LpSoplex::_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 LpSoplex::_colByName(const std::string& name) const {
std::map<std::string, int>::const_iterator it =
_col_names_ref.find(name);
if (it != _col_names_ref.end()) {
return it->second;
} else {
return -1;
}
}
void LpSoplex::_getRowName(int r, std::string &name) const {
name = _row_names[r];
}
void LpSoplex::_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 LpSoplex::_rowByName(const std::string& name) const {
std::map<std::string, int>::const_iterator it =
_row_names_ref.find(name);
if (it != _row_names_ref.end()) {
return it->second;
} else {
return -1;
}
}
void LpSoplex::_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 LpSoplex::_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 LpSoplex::_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 LpSoplex::_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 LpSoplex::_setCoeff(int i, int j, Value value) {
soplex->changeElement(i, j, value);
}
LpSoplex::Value LpSoplex::_getCoeff(int i, int j) const {
return soplex->rowVector(i)[j];
}
void LpSoplex::_setColLowerBound(int i, Value value) {
LEMON_ASSERT(value != INF, "Invalid bound");
soplex->changeLower(i, value != -INF ? value : -soplex::infinity);
}
LpSoplex::Value LpSoplex::_getColLowerBound(int i) const {
double value = soplex->lower(i);
return value != -soplex::infinity ? value : -INF;
}
void LpSoplex::_setColUpperBound(int i, Value value) {
LEMON_ASSERT(value != -INF, "Invalid bound");
soplex->changeUpper(i, value != INF ? value : soplex::infinity);
}
LpSoplex::Value LpSoplex::_getColUpperBound(int i) const {
double value = soplex->upper(i);
return value != soplex::infinity ? value : INF;
}
void LpSoplex::_setRowLowerBound(int i, Value lb) {
LEMON_ASSERT(lb != INF, "Invalid bound");
soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i));
}
LpSoplex::Value LpSoplex::_getRowLowerBound(int i) const {
double res = soplex->lhs(i);
return res == -soplex::infinity ? -INF : res;
}
void LpSoplex::_setRowUpperBound(int i, Value ub) {
LEMON_ASSERT(ub != -INF, "Invalid bound");
soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity);
}
LpSoplex::Value LpSoplex::_getRowUpperBound(int i) const {
double res = soplex->rhs(i);
return res == soplex::infinity ? INF : res;
}
void LpSoplex::_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 LpSoplex::_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 LpSoplex::_setObjCoeff(int i, Value obj_coef) {
soplex->changeObj(i, obj_coef);
}
LpSoplex::Value LpSoplex::_getObjCoeff(int i) const {
return soplex->obj(i);
}
LpSoplex::SolveExitStatus LpSoplex::_solve() {
_clear_temporals();
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;
}
}
LpSoplex::Value LpSoplex::_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];
}
LpSoplex::Value LpSoplex::_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];
}
LpSoplex::Value LpSoplex::_getPrimalValue() const {
return soplex->objValue();
}
LpSoplex::VarStatus LpSoplex::_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();
}
}
LpSoplex::VarStatus LpSoplex::_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();
}
}
LpSoplex::Value LpSoplex::_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];
}
LpSoplex::Value LpSoplex::_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];
}
LpSoplex::ProblemType LpSoplex::_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;
}
}
LpSoplex::ProblemType LpSoplex::_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 LpSoplex::_setSense(Sense sense) {
switch (sense) {
case MIN:
soplex->changeSense(soplex::SPxSolver::MINIMIZE);
break;
case MAX:
soplex->changeSense(soplex::SPxSolver::MAXIMIZE);
}
}
LpSoplex::Sense LpSoplex::_getSense() const {
switch (soplex->spxSense()) {
case soplex::SPxSolver::MAXIMIZE:
return MAX;
case soplex::SPxSolver::MINIMIZE:
return MIN;
default:
LEMON_ASSERT(false, "Wrong sense.");
return LpSoplex::Sense();
}
}
void LpSoplex::_clear() {
soplex->clear();
_col_names.clear();
_col_names_ref.clear();
_row_names.clear();
_row_names_ref.clear();
cols.clear();
rows.clear();
_clear_temporals();
}
} //namespace lemon