Location: LEMON/LEMON-official/test/mip_test.cc - annotation
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Port LP and MIP solvers from SVN -r3509 (#44)
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*
* 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 "test_tools.h"
#ifdef HAVE_CONFIG_H
#include <lemon/config.h>
#endif
#ifdef HAVE_CPLEX
#include <lemon/mip_cplex.h>
#endif
#ifdef HAVE_GLPK
#include <lemon/mip_glpk.h>
#endif
using namespace lemon;
void solveAndCheck(MipSolverBase& lp, MipSolverBase::SolutionStatus stat,
double exp_opt) {
using std::string;
lp.solve();
//int decimal,sign;
std::ostringstream buf;
buf << "Primalstatus should be: " << int(stat)
<<" and it is "<<int(lp.mipStatus());
// itoa(stat,buf1, 10);
check(lp.mipStatus()==stat, buf.str());
if (stat == MipSolverBase::OPTIMAL) {
std::ostringstream sbuf;
buf << "Wrong optimal value: the right optimum is " << exp_opt;
check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str());
//+ecvt(exp_opt,2)
}
}
void aTest(MipSolverBase& mip)
{
//The following example is very simple
typedef MipSolverBase::Row Row;
typedef MipSolverBase::Col Col;
Col x1 = mip.addCol();
Col x2 = mip.addCol();
//Objective function
mip.obj(x1);
mip.max();
//Unconstrained optimization
mip.solve();
//Check it out!
//Constraints
mip.addRow(2*x1+x2 <=2);
mip.addRow(x1-2*x2 <=0);
//Nonnegativity of the variable x1
mip.colLowerBound(x1, 0);
//Maximization of x1
//over the triangle with vertices (0,0),(4/5,2/5),(0,2)
double expected_opt=4.0/5.0;
solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt);
//Restrict x2 to integer
mip.colType(x2,MipSolverBase::INT);
expected_opt=1.0/2.0;
solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt);
//Restrict both to integer
mip.colType(x1,MipSolverBase::INT);
expected_opt=0;
solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt);
}
int main()
{
#ifdef HAVE_GLPK
MipGlpk mip1;
aTest(mip1);
#endif
#ifdef HAVE_CPLEX
MipCplex mip2;
aTest(mip2);
#endif
return 0;
}
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