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alpar (Alpar Juttner)
alpar@cs.elte.hu
Merge bugfix #430 to branch 1.2
0 2 0
merge 1.2
1 file changed with 12 insertions and 4 deletions:
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Ignore white space 6 line context
... ...
@@ -853,1250 +853,1250 @@
853 853
    private:
854 854

	
855 855
      std::map<int, Value>& _host;
856 856
      const _solver_bits::VarIndex& _index;
857 857

	
858 858
    public:
859 859

	
860 860
      typedef std::output_iterator_tag iterator_category;
861 861
      typedef void difference_type;
862 862
      typedef void value_type;
863 863
      typedef void reference;
864 864
      typedef void pointer;
865 865

	
866 866
      InsertIterator(std::map<int, Value>& host,
867 867
                   const _solver_bits::VarIndex& index)
868 868
        : _host(host), _index(index) {}
869 869

	
870 870
      InsertIterator& operator=(const std::pair<int, Value>& value) {
871 871
        typedef std::map<int, Value>::value_type pair_type;
872 872
        _host.insert(pair_type(_index[value.first], value.second));
873 873
        return *this;
874 874
      }
875 875

	
876 876
      InsertIterator& operator*() { return *this; }
877 877
      InsertIterator& operator++() { return *this; }
878 878
      InsertIterator operator++(int) { return *this; }
879 879

	
880 880
    };
881 881

	
882 882
    class ExprIterator {
883 883
    private:
884 884
      std::map<int, Value>::const_iterator _host_it;
885 885
      const _solver_bits::VarIndex& _index;
886 886
    public:
887 887

	
888 888
      typedef std::bidirectional_iterator_tag iterator_category;
889 889
      typedef std::ptrdiff_t difference_type;
890 890
      typedef const std::pair<int, Value> value_type;
891 891
      typedef value_type reference;
892 892

	
893 893
      class pointer {
894 894
      public:
895 895
        pointer(value_type& _value) : value(_value) {}
896 896
        value_type* operator->() { return &value; }
897 897
      private:
898 898
        value_type value;
899 899
      };
900 900

	
901 901
      ExprIterator(const std::map<int, Value>::const_iterator& host_it,
902 902
                   const _solver_bits::VarIndex& index)
903 903
        : _host_it(host_it), _index(index) {}
904 904

	
905 905
      reference operator*() {
906 906
        return std::make_pair(_index(_host_it->first), _host_it->second);
907 907
      }
908 908

	
909 909
      pointer operator->() {
910 910
        return pointer(operator*());
911 911
      }
912 912

	
913 913
      ExprIterator& operator++() { ++_host_it; return *this; }
914 914
      ExprIterator operator++(int) {
915 915
        ExprIterator tmp(*this); ++_host_it; return tmp;
916 916
      }
917 917

	
918 918
      ExprIterator& operator--() { --_host_it; return *this; }
919 919
      ExprIterator operator--(int) {
920 920
        ExprIterator tmp(*this); --_host_it; return tmp;
921 921
      }
922 922

	
923 923
      bool operator==(const ExprIterator& it) const {
924 924
        return _host_it == it._host_it;
925 925
      }
926 926

	
927 927
      bool operator!=(const ExprIterator& it) const {
928 928
        return _host_it != it._host_it;
929 929
      }
930 930

	
931 931
    };
932 932

	
933 933
  protected:
934 934

	
935 935
    //Abstract virtual functions
936 936

	
937 937
    virtual int _addColId(int col) { return cols.addIndex(col); }
938 938
    virtual int _addRowId(int row) { return rows.addIndex(row); }
939 939

	
940 940
    virtual void _eraseColId(int col) { cols.eraseIndex(col); }
941 941
    virtual void _eraseRowId(int row) { rows.eraseIndex(row); }
942 942

	
943 943
    virtual int _addCol() = 0;
944 944
    virtual int _addRow() = 0;
945 945

	
946 946
    virtual int _addRow(Value l, ExprIterator b, ExprIterator e, Value u) {
947 947
      int row = _addRow();
948 948
      _setRowCoeffs(row, b, e);
949 949
      _setRowLowerBound(row, l);
950 950
      _setRowUpperBound(row, u);
951 951
      return row;
952 952
    }
953 953

	
954 954
    virtual void _eraseCol(int col) = 0;
955 955
    virtual void _eraseRow(int row) = 0;
956 956

	
957 957
    virtual void _getColName(int col, std::string& name) const = 0;
958 958
    virtual void _setColName(int col, const std::string& name) = 0;
959 959
    virtual int _colByName(const std::string& name) const = 0;
960 960

	
961 961
    virtual void _getRowName(int row, std::string& name) const = 0;
962 962
    virtual void _setRowName(int row, const std::string& name) = 0;
963 963
    virtual int _rowByName(const std::string& name) const = 0;
964 964

	
965 965
    virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e) = 0;
966 966
    virtual void _getRowCoeffs(int i, InsertIterator b) const = 0;
967 967

	
968 968
    virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e) = 0;
969 969
    virtual void _getColCoeffs(int i, InsertIterator b) const = 0;
970 970

	
971 971
    virtual void _setCoeff(int row, int col, Value value) = 0;
972 972
    virtual Value _getCoeff(int row, int col) const = 0;
973 973

	
974 974
    virtual void _setColLowerBound(int i, Value value) = 0;
975 975
    virtual Value _getColLowerBound(int i) const = 0;
976 976

	
977 977
    virtual void _setColUpperBound(int i, Value value) = 0;
978 978
    virtual Value _getColUpperBound(int i) const = 0;
979 979

	
980 980
    virtual void _setRowLowerBound(int i, Value value) = 0;
981 981
    virtual Value _getRowLowerBound(int i) const = 0;
982 982

	
983 983
    virtual void _setRowUpperBound(int i, Value value) = 0;
984 984
    virtual Value _getRowUpperBound(int i) const = 0;
985 985

	
986 986
    virtual void _setObjCoeffs(ExprIterator b, ExprIterator e) = 0;
987 987
    virtual void _getObjCoeffs(InsertIterator b) const = 0;
988 988

	
989 989
    virtual void _setObjCoeff(int i, Value obj_coef) = 0;
990 990
    virtual Value _getObjCoeff(int i) const = 0;
991 991

	
992 992
    virtual void _setSense(Sense) = 0;
993 993
    virtual Sense _getSense() const = 0;
994 994

	
995 995
    virtual void _clear() = 0;
996 996

	
997 997
    virtual const char* _solverName() const = 0;
998 998

	
999 999
    virtual void _messageLevel(MessageLevel level) = 0;
1000 1000

	
1001 1001
    //Own protected stuff
1002 1002

	
1003 1003
    //Constant component of the objective function
1004 1004
    Value obj_const_comp;
1005 1005

	
1006 1006
    LpBase() : rows(), cols(), obj_const_comp(0) {}
1007 1007

	
1008 1008
  public:
1009 1009

	
1010 1010
    /// Virtual destructor
1011 1011
    virtual ~LpBase() {}
1012 1012

	
1013 1013
    ///Gives back the name of the solver.
1014 1014
    const char* solverName() const {return _solverName();}
1015 1015

	
1016 1016
    ///\name Build Up and Modify the LP
1017 1017

	
1018 1018
    ///@{
1019 1019

	
1020 1020
    ///Add a new empty column (i.e a new variable) to the LP
1021 1021
    Col addCol() { Col c; c._id = _addColId(_addCol()); return c;}
1022 1022

	
1023 1023
    ///\brief Adds several new columns (i.e variables) at once
1024 1024
    ///
1025 1025
    ///This magic function takes a container as its argument and fills
1026 1026
    ///its elements with new columns (i.e. variables)
1027 1027
    ///\param t can be
1028 1028
    ///- a standard STL compatible iterable container with
1029 1029
    ///\ref Col as its \c values_type like
1030 1030
    ///\code
1031 1031
    ///std::vector<LpBase::Col>
1032 1032
    ///std::list<LpBase::Col>
1033 1033
    ///\endcode
1034 1034
    ///- a standard STL compatible iterable container with
1035 1035
    ///\ref Col as its \c mapped_type like
1036 1036
    ///\code
1037 1037
    ///std::map<AnyType,LpBase::Col>
1038 1038
    ///\endcode
1039 1039
    ///- an iterable lemon \ref concepts::WriteMap "write map" like
1040 1040
    ///\code
1041 1041
    ///ListGraph::NodeMap<LpBase::Col>
1042 1042
    ///ListGraph::ArcMap<LpBase::Col>
1043 1043
    ///\endcode
1044 1044
    ///\return The number of the created column.
1045 1045
#ifdef DOXYGEN
1046 1046
    template<class T>
1047 1047
    int addColSet(T &t) { return 0;}
1048 1048
#else
1049 1049
    template<class T>
1050 1050
    typename enable_if<typename T::value_type::LpCol,int>::type
1051 1051
    addColSet(T &t,dummy<0> = 0) {
1052 1052
      int s=0;
1053 1053
      for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;}
1054 1054
      return s;
1055 1055
    }
1056 1056
    template<class T>
1057 1057
    typename enable_if<typename T::value_type::second_type::LpCol,
1058 1058
                       int>::type
1059 1059
    addColSet(T &t,dummy<1> = 1) {
1060 1060
      int s=0;
1061 1061
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
1062 1062
        i->second=addCol();
1063 1063
        s++;
1064 1064
      }
1065 1065
      return s;
1066 1066
    }
1067 1067
    template<class T>
1068 1068
    typename enable_if<typename T::MapIt::Value::LpCol,
1069 1069
                       int>::type
1070 1070
    addColSet(T &t,dummy<2> = 2) {
1071 1071
      int s=0;
1072 1072
      for(typename T::MapIt i(t); i!=INVALID; ++i)
1073 1073
        {
1074 1074
          i.set(addCol());
1075 1075
          s++;
1076 1076
        }
1077 1077
      return s;
1078 1078
    }
1079 1079
#endif
1080 1080

	
1081 1081
    ///Set a column (i.e a dual constraint) of the LP
1082 1082

	
1083 1083
    ///\param c is the column to be modified
1084 1084
    ///\param e is a dual linear expression (see \ref DualExpr)
1085 1085
    ///a better one.
1086 1086
    void col(Col c, const DualExpr &e) {
1087 1087
      e.simplify();
1088 1088
      _setColCoeffs(cols(id(c)), ExprIterator(e.comps.begin(), rows),
1089 1089
                    ExprIterator(e.comps.end(), rows));
1090 1090
    }
1091 1091

	
1092 1092
    ///Get a column (i.e a dual constraint) of the LP
1093 1093

	
1094 1094
    ///\param c is the column to get
1095 1095
    ///\return the dual expression associated to the column
1096 1096
    DualExpr col(Col c) const {
1097 1097
      DualExpr e;
1098 1098
      _getColCoeffs(cols(id(c)), InsertIterator(e.comps, rows));
1099 1099
      return e;
1100 1100
    }
1101 1101

	
1102 1102
    ///Add a new column to the LP
1103 1103

	
1104 1104
    ///\param e is a dual linear expression (see \ref DualExpr)
1105 1105
    ///\param o is the corresponding component of the objective
1106 1106
    ///function. It is 0 by default.
1107 1107
    ///\return The created column.
1108 1108
    Col addCol(const DualExpr &e, Value o = 0) {
1109 1109
      Col c=addCol();
1110 1110
      col(c,e);
1111 1111
      objCoeff(c,o);
1112 1112
      return c;
1113 1113
    }
1114 1114

	
1115 1115
    ///Add a new empty row (i.e a new constraint) to the LP
1116 1116

	
1117 1117
    ///This function adds a new empty row (i.e a new constraint) to the LP.
1118 1118
    ///\return The created row
1119 1119
    Row addRow() { Row r; r._id = _addRowId(_addRow()); return r;}
1120 1120

	
1121 1121
    ///\brief Add several new rows (i.e constraints) at once
1122 1122
    ///
1123 1123
    ///This magic function takes a container as its argument and fills
1124 1124
    ///its elements with new row (i.e. variables)
1125 1125
    ///\param t can be
1126 1126
    ///- a standard STL compatible iterable container with
1127 1127
    ///\ref Row as its \c values_type like
1128 1128
    ///\code
1129 1129
    ///std::vector<LpBase::Row>
1130 1130
    ///std::list<LpBase::Row>
1131 1131
    ///\endcode
1132 1132
    ///- a standard STL compatible iterable container with
1133 1133
    ///\ref Row as its \c mapped_type like
1134 1134
    ///\code
1135 1135
    ///std::map<AnyType,LpBase::Row>
1136 1136
    ///\endcode
1137 1137
    ///- an iterable lemon \ref concepts::WriteMap "write map" like
1138 1138
    ///\code
1139 1139
    ///ListGraph::NodeMap<LpBase::Row>
1140 1140
    ///ListGraph::ArcMap<LpBase::Row>
1141 1141
    ///\endcode
1142 1142
    ///\return The number of rows created.
1143 1143
#ifdef DOXYGEN
1144 1144
    template<class T>
1145 1145
    int addRowSet(T &t) { return 0;}
1146 1146
#else
1147 1147
    template<class T>
1148 1148
    typename enable_if<typename T::value_type::LpRow,int>::type
1149 1149
    addRowSet(T &t, dummy<0> = 0) {
1150 1150
      int s=0;
1151 1151
      for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;}
1152 1152
      return s;
1153 1153
    }
1154 1154
    template<class T>
1155 1155
    typename enable_if<typename T::value_type::second_type::LpRow, int>::type
1156 1156
    addRowSet(T &t, dummy<1> = 1) {
1157 1157
      int s=0;
1158 1158
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
1159 1159
        i->second=addRow();
1160 1160
        s++;
1161 1161
      }
1162 1162
      return s;
1163 1163
    }
1164 1164
    template<class T>
1165 1165
    typename enable_if<typename T::MapIt::Value::LpRow, int>::type
1166 1166
    addRowSet(T &t, dummy<2> = 2) {
1167 1167
      int s=0;
1168 1168
      for(typename T::MapIt i(t); i!=INVALID; ++i)
1169 1169
        {
1170 1170
          i.set(addRow());
1171 1171
          s++;
1172 1172
        }
1173 1173
      return s;
1174 1174
    }
1175 1175
#endif
1176 1176

	
1177 1177
    ///Set a row (i.e a constraint) of the LP
1178 1178

	
1179 1179
    ///\param r is the row to be modified
1180 1180
    ///\param l is lower bound (-\ref INF means no bound)
1181 1181
    ///\param e is a linear expression (see \ref Expr)
1182 1182
    ///\param u is the upper bound (\ref INF means no bound)
1183 1183
    void row(Row r, Value l, const Expr &e, Value u) {
1184 1184
      e.simplify();
1185 1185
      _setRowCoeffs(rows(id(r)), ExprIterator(e.comps.begin(), cols),
1186 1186
                    ExprIterator(e.comps.end(), cols));
1187 1187
      _setRowLowerBound(rows(id(r)),l - *e);
1188 1188
      _setRowUpperBound(rows(id(r)),u - *e);
1189 1189
    }
1190 1190

	
1191 1191
    ///Set a row (i.e a constraint) of the LP
1192 1192

	
1193 1193
    ///\param r is the row to be modified
1194 1194
    ///\param c is a linear expression (see \ref Constr)
1195 1195
    void row(Row r, const Constr &c) {
1196 1196
      row(r, c.lowerBounded()?c.lowerBound():-INF,
1197 1197
          c.expr(), c.upperBounded()?c.upperBound():INF);
1198 1198
    }
1199 1199

	
1200 1200

	
1201 1201
    ///Get a row (i.e a constraint) of the LP
1202 1202

	
1203 1203
    ///\param r is the row to get
1204 1204
    ///\return the expression associated to the row
1205 1205
    Expr row(Row r) const {
1206 1206
      Expr e;
1207 1207
      _getRowCoeffs(rows(id(r)), InsertIterator(e.comps, cols));
1208 1208
      return e;
1209 1209
    }
1210 1210

	
1211 1211
    ///Add a new row (i.e a new constraint) to the LP
1212 1212

	
1213 1213
    ///\param l is the lower bound (-\ref INF means no bound)
1214 1214
    ///\param e is a linear expression (see \ref Expr)
1215 1215
    ///\param u is the upper bound (\ref INF means no bound)
1216 1216
    ///\return The created row.
1217 1217
    Row addRow(Value l,const Expr &e, Value u) {
1218 1218
      Row r;
1219 1219
      e.simplify();
1220 1220
      r._id = _addRowId(_addRow(l - *e, ExprIterator(e.comps.begin(), cols),
1221 1221
                                ExprIterator(e.comps.end(), cols), u - *e));
1222 1222
      return r;
1223 1223
    }
1224 1224

	
1225 1225
    ///Add a new row (i.e a new constraint) to the LP
1226 1226

	
1227 1227
    ///\param c is a linear expression (see \ref Constr)
1228 1228
    ///\return The created row.
1229 1229
    Row addRow(const Constr &c) {
1230 1230
      Row r;
1231 1231
      c.expr().simplify();
1232 1232
      r._id = _addRowId(_addRow(c.lowerBounded()?c.lowerBound()-*c.expr():-INF,
1233 1233
                                ExprIterator(c.expr().comps.begin(), cols),
1234 1234
                                ExprIterator(c.expr().comps.end(), cols),
1235 1235
                                c.upperBounded()?c.upperBound()-*c.expr():INF));
1236 1236
      return r;
1237 1237
    }
1238 1238
    ///Erase a column (i.e a variable) from the LP
1239 1239

	
1240 1240
    ///\param c is the column to be deleted
1241 1241
    void erase(Col c) {
1242 1242
      _eraseCol(cols(id(c)));
1243 1243
      _eraseColId(cols(id(c)));
1244 1244
    }
1245 1245
    ///Erase a row (i.e a constraint) from the LP
1246 1246

	
1247 1247
    ///\param r is the row to be deleted
1248 1248
    void erase(Row r) {
1249 1249
      _eraseRow(rows(id(r)));
1250 1250
      _eraseRowId(rows(id(r)));
1251 1251
    }
1252 1252

	
1253 1253
    /// Get the name of a column
1254 1254

	
1255 1255
    ///\param c is the coresponding column
1256 1256
    ///\return The name of the colunm
1257 1257
    std::string colName(Col c) const {
1258 1258
      std::string name;
1259 1259
      _getColName(cols(id(c)), name);
1260 1260
      return name;
1261 1261
    }
1262 1262

	
1263 1263
    /// Set the name of a column
1264 1264

	
1265 1265
    ///\param c is the coresponding column
1266 1266
    ///\param name The name to be given
1267 1267
    void colName(Col c, const std::string& name) {
1268 1268
      _setColName(cols(id(c)), name);
1269 1269
    }
1270 1270

	
1271 1271
    /// Get the column by its name
1272 1272

	
1273 1273
    ///\param name The name of the column
1274 1274
    ///\return the proper column or \c INVALID
1275 1275
    Col colByName(const std::string& name) const {
1276 1276
      int k = _colByName(name);
1277 1277
      return k != -1 ? Col(cols[k]) : Col(INVALID);
1278 1278
    }
1279 1279

	
1280 1280
    /// Get the name of a row
1281 1281

	
1282 1282
    ///\param r is the coresponding row
1283 1283
    ///\return The name of the row
1284 1284
    std::string rowName(Row r) const {
1285 1285
      std::string name;
1286 1286
      _getRowName(rows(id(r)), name);
1287 1287
      return name;
1288 1288
    }
1289 1289

	
1290 1290
    /// Set the name of a row
1291 1291

	
1292 1292
    ///\param r is the coresponding row
1293 1293
    ///\param name The name to be given
1294 1294
    void rowName(Row r, const std::string& name) {
1295 1295
      _setRowName(rows(id(r)), name);
1296 1296
    }
1297 1297

	
1298 1298
    /// Get the row by its name
1299 1299

	
1300 1300
    ///\param name The name of the row
1301 1301
    ///\return the proper row or \c INVALID
1302 1302
    Row rowByName(const std::string& name) const {
1303 1303
      int k = _rowByName(name);
1304 1304
      return k != -1 ? Row(rows[k]) : Row(INVALID);
1305 1305
    }
1306 1306

	
1307 1307
    /// Set an element of the coefficient matrix of the LP
1308 1308

	
1309 1309
    ///\param r is the row of the element to be modified
1310 1310
    ///\param c is the column of the element to be modified
1311 1311
    ///\param val is the new value of the coefficient
1312 1312
    void coeff(Row r, Col c, Value val) {
1313 1313
      _setCoeff(rows(id(r)),cols(id(c)), val);
1314 1314
    }
1315 1315

	
1316 1316
    /// Get an element of the coefficient matrix of the LP
1317 1317

	
1318 1318
    ///\param r is the row of the element
1319 1319
    ///\param c is the column of the element
1320 1320
    ///\return the corresponding coefficient
1321 1321
    Value coeff(Row r, Col c) const {
1322 1322
      return _getCoeff(rows(id(r)),cols(id(c)));
1323 1323
    }
1324 1324

	
1325 1325
    /// Set the lower bound of a column (i.e a variable)
1326 1326

	
1327 1327
    /// The lower bound of a variable (column) has to be given by an
1328 1328
    /// extended number of type Value, i.e. a finite number of type
1329 1329
    /// Value or -\ref INF.
1330 1330
    void colLowerBound(Col c, Value value) {
1331 1331
      _setColLowerBound(cols(id(c)),value);
1332 1332
    }
1333 1333

	
1334 1334
    /// Get the lower bound of a column (i.e a variable)
1335 1335

	
1336 1336
    /// This function returns the lower bound for column (variable) \c c
1337 1337
    /// (this might be -\ref INF as well).
1338 1338
    ///\return The lower bound for column \c c
1339 1339
    Value colLowerBound(Col c) const {
1340 1340
      return _getColLowerBound(cols(id(c)));
1341 1341
    }
1342 1342

	
1343 1343
    ///\brief Set the lower bound of  several columns
1344 1344
    ///(i.e variables) at once
1345 1345
    ///
1346 1346
    ///This magic function takes a container as its argument
1347 1347
    ///and applies the function on all of its elements.
1348 1348
    ///The lower bound of a variable (column) has to be given by an
1349 1349
    ///extended number of type Value, i.e. a finite number of type
1350 1350
    ///Value or -\ref INF.
1351 1351
#ifdef DOXYGEN
1352 1352
    template<class T>
1353 1353
    void colLowerBound(T &t, Value value) { return 0;}
1354 1354
#else
1355 1355
    template<class T>
1356 1356
    typename enable_if<typename T::value_type::LpCol,void>::type
1357 1357
    colLowerBound(T &t, Value value,dummy<0> = 0) {
1358 1358
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
1359 1359
        colLowerBound(*i, value);
1360 1360
      }
1361 1361
    }
1362 1362
    template<class T>
1363 1363
    typename enable_if<typename T::value_type::second_type::LpCol,
1364 1364
                       void>::type
1365 1365
    colLowerBound(T &t, Value value,dummy<1> = 1) {
1366 1366
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
1367 1367
        colLowerBound(i->second, value);
1368 1368
      }
1369 1369
    }
1370 1370
    template<class T>
1371 1371
    typename enable_if<typename T::MapIt::Value::LpCol,
1372 1372
                       void>::type
1373 1373
    colLowerBound(T &t, Value value,dummy<2> = 2) {
1374 1374
      for(typename T::MapIt i(t); i!=INVALID; ++i){
1375 1375
        colLowerBound(*i, value);
1376 1376
      }
1377 1377
    }
1378 1378
#endif
1379 1379

	
1380 1380
    /// Set the upper bound of a column (i.e a variable)
1381 1381

	
1382 1382
    /// The upper bound of a variable (column) has to be given by an
1383 1383
    /// extended number of type Value, i.e. a finite number of type
1384 1384
    /// Value or \ref INF.
1385 1385
    void colUpperBound(Col c, Value value) {
1386 1386
      _setColUpperBound(cols(id(c)),value);
1387 1387
    };
1388 1388

	
1389 1389
    /// Get the upper bound of a column (i.e a variable)
1390 1390

	
1391 1391
    /// This function returns the upper bound for column (variable) \c c
1392 1392
    /// (this might be \ref INF as well).
1393 1393
    /// \return The upper bound for column \c c
1394 1394
    Value colUpperBound(Col c) const {
1395 1395
      return _getColUpperBound(cols(id(c)));
1396 1396
    }
1397 1397

	
1398 1398
    ///\brief Set the upper bound of  several columns
1399 1399
    ///(i.e variables) at once
1400 1400
    ///
1401 1401
    ///This magic function takes a container as its argument
1402 1402
    ///and applies the function on all of its elements.
1403 1403
    ///The upper bound of a variable (column) has to be given by an
1404 1404
    ///extended number of type Value, i.e. a finite number of type
1405 1405
    ///Value or \ref INF.
1406 1406
#ifdef DOXYGEN
1407 1407
    template<class T>
1408 1408
    void colUpperBound(T &t, Value value) { return 0;}
1409 1409
#else
1410 1410
    template<class T1>
1411 1411
    typename enable_if<typename T1::value_type::LpCol,void>::type
1412 1412
    colUpperBound(T1 &t, Value value,dummy<0> = 0) {
1413 1413
      for(typename T1::iterator i=t.begin();i!=t.end();++i) {
1414 1414
        colUpperBound(*i, value);
1415 1415
      }
1416 1416
    }
1417 1417
    template<class T1>
1418 1418
    typename enable_if<typename T1::value_type::second_type::LpCol,
1419 1419
                       void>::type
1420 1420
    colUpperBound(T1 &t, Value value,dummy<1> = 1) {
1421 1421
      for(typename T1::iterator i=t.begin();i!=t.end();++i) {
1422 1422
        colUpperBound(i->second, value);
1423 1423
      }
1424 1424
    }
1425 1425
    template<class T1>
1426 1426
    typename enable_if<typename T1::MapIt::Value::LpCol,
1427 1427
                       void>::type
1428 1428
    colUpperBound(T1 &t, Value value,dummy<2> = 2) {
1429 1429
      for(typename T1::MapIt i(t); i!=INVALID; ++i){
1430 1430
        colUpperBound(*i, value);
1431 1431
      }
1432 1432
    }
1433 1433
#endif
1434 1434

	
1435 1435
    /// Set the lower and the upper bounds of a column (i.e a variable)
1436 1436

	
1437 1437
    /// The lower and the upper bounds of
1438 1438
    /// a variable (column) have to be given by an
1439 1439
    /// extended number of type Value, i.e. a finite number of type
1440 1440
    /// Value, -\ref INF or \ref INF.
1441 1441
    void colBounds(Col c, Value lower, Value upper) {
1442 1442
      _setColLowerBound(cols(id(c)),lower);
1443 1443
      _setColUpperBound(cols(id(c)),upper);
1444 1444
    }
1445 1445

	
1446 1446
    ///\brief Set the lower and the upper bound of several columns
1447 1447
    ///(i.e variables) at once
1448 1448
    ///
1449 1449
    ///This magic function takes a container as its argument
1450 1450
    ///and applies the function on all of its elements.
1451 1451
    /// The lower and the upper bounds of
1452 1452
    /// a variable (column) have to be given by an
1453 1453
    /// extended number of type Value, i.e. a finite number of type
1454 1454
    /// Value, -\ref INF or \ref INF.
1455 1455
#ifdef DOXYGEN
1456 1456
    template<class T>
1457 1457
    void colBounds(T &t, Value lower, Value upper) { return 0;}
1458 1458
#else
1459 1459
    template<class T2>
1460 1460
    typename enable_if<typename T2::value_type::LpCol,void>::type
1461 1461
    colBounds(T2 &t, Value lower, Value upper,dummy<0> = 0) {
1462 1462
      for(typename T2::iterator i=t.begin();i!=t.end();++i) {
1463 1463
        colBounds(*i, lower, upper);
1464 1464
      }
1465 1465
    }
1466 1466
    template<class T2>
1467 1467
    typename enable_if<typename T2::value_type::second_type::LpCol, void>::type
1468 1468
    colBounds(T2 &t, Value lower, Value upper,dummy<1> = 1) {
1469 1469
      for(typename T2::iterator i=t.begin();i!=t.end();++i) {
1470 1470
        colBounds(i->second, lower, upper);
1471 1471
      }
1472 1472
    }
1473 1473
    template<class T2>
1474 1474
    typename enable_if<typename T2::MapIt::Value::LpCol, void>::type
1475 1475
    colBounds(T2 &t, Value lower, Value upper,dummy<2> = 2) {
1476 1476
      for(typename T2::MapIt i(t); i!=INVALID; ++i){
1477 1477
        colBounds(*i, lower, upper);
1478 1478
      }
1479 1479
    }
1480 1480
#endif
1481 1481

	
1482 1482
    /// Set the lower bound of a row (i.e a constraint)
1483 1483

	
1484 1484
    /// The lower bound of a constraint (row) has to be given by an
1485 1485
    /// extended number of type Value, i.e. a finite number of type
1486 1486
    /// Value or -\ref INF.
1487 1487
    void rowLowerBound(Row r, Value value) {
1488 1488
      _setRowLowerBound(rows(id(r)),value);
1489 1489
    }
1490 1490

	
1491 1491
    /// Get the lower bound of a row (i.e a constraint)
1492 1492

	
1493 1493
    /// This function returns the lower bound for row (constraint) \c c
1494 1494
    /// (this might be -\ref INF as well).
1495 1495
    ///\return The lower bound for row \c r
1496 1496
    Value rowLowerBound(Row r) const {
1497 1497
      return _getRowLowerBound(rows(id(r)));
1498 1498
    }
1499 1499

	
1500 1500
    /// Set the upper bound of a row (i.e a constraint)
1501 1501

	
1502 1502
    /// The upper bound of a constraint (row) has to be given by an
1503 1503
    /// extended number of type Value, i.e. a finite number of type
1504 1504
    /// Value or -\ref INF.
1505 1505
    void rowUpperBound(Row r, Value value) {
1506 1506
      _setRowUpperBound(rows(id(r)),value);
1507 1507
    }
1508 1508

	
1509 1509
    /// Get the upper bound of a row (i.e a constraint)
1510 1510

	
1511 1511
    /// This function returns the upper bound for row (constraint) \c c
1512 1512
    /// (this might be -\ref INF as well).
1513 1513
    ///\return The upper bound for row \c r
1514 1514
    Value rowUpperBound(Row r) const {
1515 1515
      return _getRowUpperBound(rows(id(r)));
1516 1516
    }
1517 1517

	
1518 1518
    ///Set an element of the objective function
1519 1519
    void objCoeff(Col c, Value v) {_setObjCoeff(cols(id(c)),v); };
1520 1520

	
1521 1521
    ///Get an element of the objective function
1522 1522
    Value objCoeff(Col c) const { return _getObjCoeff(cols(id(c))); };
1523 1523

	
1524 1524
    ///Set the objective function
1525 1525

	
1526 1526
    ///\param e is a linear expression of type \ref Expr.
1527 1527
    ///
1528 1528
    void obj(const Expr& e) {
1529 1529
      _setObjCoeffs(ExprIterator(e.comps.begin(), cols),
1530 1530
                    ExprIterator(e.comps.end(), cols));
1531 1531
      obj_const_comp = *e;
1532 1532
    }
1533 1533

	
1534 1534
    ///Get the objective function
1535 1535

	
1536 1536
    ///\return the objective function as a linear expression of type
1537 1537
    ///Expr.
1538 1538
    Expr obj() const {
1539 1539
      Expr e;
1540 1540
      _getObjCoeffs(InsertIterator(e.comps, cols));
1541 1541
      *e = obj_const_comp;
1542 1542
      return e;
1543 1543
    }
1544 1544

	
1545 1545

	
1546 1546
    ///Set the direction of optimization
1547 1547
    void sense(Sense sense) { _setSense(sense); }
1548 1548

	
1549 1549
    ///Query the direction of the optimization
1550 1550
    Sense sense() const {return _getSense(); }
1551 1551

	
1552 1552
    ///Set the sense to maximization
1553 1553
    void max() { _setSense(MAX); }
1554 1554

	
1555 1555
    ///Set the sense to maximization
1556 1556
    void min() { _setSense(MIN); }
1557 1557

	
1558 1558
    ///Clears the problem
1559 1559
    void clear() { _clear(); }
1560 1560

	
1561 1561
    /// Sets the message level of the solver
1562 1562
    void messageLevel(MessageLevel level) { _messageLevel(level); }
1563 1563

	
1564 1564
    ///@}
1565 1565

	
1566 1566
  };
1567 1567

	
1568 1568
  /// Addition
1569 1569

	
1570 1570
  ///\relates LpBase::Expr
1571 1571
  ///
1572 1572
  inline LpBase::Expr operator+(const LpBase::Expr &a, const LpBase::Expr &b) {
1573 1573
    LpBase::Expr tmp(a);
1574 1574
    tmp+=b;
1575 1575
    return tmp;
1576 1576
  }
1577 1577
  ///Substraction
1578 1578

	
1579 1579
  ///\relates LpBase::Expr
1580 1580
  ///
1581 1581
  inline LpBase::Expr operator-(const LpBase::Expr &a, const LpBase::Expr &b) {
1582 1582
    LpBase::Expr tmp(a);
1583 1583
    tmp-=b;
1584 1584
    return tmp;
1585 1585
  }
1586 1586
  ///Multiply with constant
1587 1587

	
1588 1588
  ///\relates LpBase::Expr
1589 1589
  ///
1590 1590
  inline LpBase::Expr operator*(const LpBase::Expr &a, const LpBase::Value &b) {
1591 1591
    LpBase::Expr tmp(a);
1592 1592
    tmp*=b;
1593 1593
    return tmp;
1594 1594
  }
1595 1595

	
1596 1596
  ///Multiply with constant
1597 1597

	
1598 1598
  ///\relates LpBase::Expr
1599 1599
  ///
1600 1600
  inline LpBase::Expr operator*(const LpBase::Value &a, const LpBase::Expr &b) {
1601 1601
    LpBase::Expr tmp(b);
1602 1602
    tmp*=a;
1603 1603
    return tmp;
1604 1604
  }
1605 1605
  ///Divide with constant
1606 1606

	
1607 1607
  ///\relates LpBase::Expr
1608 1608
  ///
1609 1609
  inline LpBase::Expr operator/(const LpBase::Expr &a, const LpBase::Value &b) {
1610 1610
    LpBase::Expr tmp(a);
1611 1611
    tmp/=b;
1612 1612
    return tmp;
1613 1613
  }
1614 1614

	
1615 1615
  ///Create constraint
1616 1616

	
1617 1617
  ///\relates LpBase::Constr
1618 1618
  ///
1619 1619
  inline LpBase::Constr operator<=(const LpBase::Expr &e,
1620 1620
                                   const LpBase::Expr &f) {
1621
    return LpBase::Constr(0, f - e, LpBase::INF);
1621
    return LpBase::Constr(0, f - e, LpBase::NaN);
1622 1622
  }
1623 1623

	
1624 1624
  ///Create constraint
1625 1625

	
1626 1626
  ///\relates LpBase::Constr
1627 1627
  ///
1628 1628
  inline LpBase::Constr operator<=(const LpBase::Value &e,
1629 1629
                                   const LpBase::Expr &f) {
1630 1630
    return LpBase::Constr(e, f, LpBase::NaN);
1631 1631
  }
1632 1632

	
1633 1633
  ///Create constraint
1634 1634

	
1635 1635
  ///\relates LpBase::Constr
1636 1636
  ///
1637 1637
  inline LpBase::Constr operator<=(const LpBase::Expr &e,
1638 1638
                                   const LpBase::Value &f) {
1639
    return LpBase::Constr(- LpBase::INF, e, f);
1639
    return LpBase::Constr(LpBase::NaN, e, f);
1640 1640
  }
1641 1641

	
1642 1642
  ///Create constraint
1643 1643

	
1644 1644
  ///\relates LpBase::Constr
1645 1645
  ///
1646 1646
  inline LpBase::Constr operator>=(const LpBase::Expr &e,
1647 1647
                                   const LpBase::Expr &f) {
1648
    return LpBase::Constr(0, e - f, LpBase::INF);
1648
    return LpBase::Constr(0, e - f, LpBase::NaN);
1649 1649
  }
1650 1650

	
1651 1651

	
1652 1652
  ///Create constraint
1653 1653

	
1654 1654
  ///\relates LpBase::Constr
1655 1655
  ///
1656 1656
  inline LpBase::Constr operator>=(const LpBase::Value &e,
1657 1657
                                   const LpBase::Expr &f) {
1658 1658
    return LpBase::Constr(LpBase::NaN, f, e);
1659 1659
  }
1660 1660

	
1661 1661

	
1662 1662
  ///Create constraint
1663 1663

	
1664 1664
  ///\relates LpBase::Constr
1665 1665
  ///
1666 1666
  inline LpBase::Constr operator>=(const LpBase::Expr &e,
1667 1667
                                   const LpBase::Value &f) {
1668
    return LpBase::Constr(f, e, LpBase::INF);
1668
    return LpBase::Constr(f, e, LpBase::NaN);
1669 1669
  }
1670 1670

	
1671 1671
  ///Create constraint
1672 1672

	
1673 1673
  ///\relates LpBase::Constr
1674 1674
  ///
1675 1675
  inline LpBase::Constr operator==(const LpBase::Expr &e,
1676 1676
                                   const LpBase::Value &f) {
1677 1677
    return LpBase::Constr(f, e, f);
1678 1678
  }
1679 1679

	
1680 1680
  ///Create constraint
1681 1681

	
1682 1682
  ///\relates LpBase::Constr
1683 1683
  ///
1684 1684
  inline LpBase::Constr operator==(const LpBase::Expr &e,
1685 1685
                                   const LpBase::Expr &f) {
1686 1686
    return LpBase::Constr(0, f - e, 0);
1687 1687
  }
1688 1688

	
1689 1689
  ///Create constraint
1690 1690

	
1691 1691
  ///\relates LpBase::Constr
1692 1692
  ///
1693 1693
  inline LpBase::Constr operator<=(const LpBase::Value &n,
1694 1694
                                   const LpBase::Constr &c) {
1695 1695
    LpBase::Constr tmp(c);
1696 1696
    LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint");
1697 1697
    tmp.lowerBound()=n;
1698 1698
    return tmp;
1699 1699
  }
1700 1700
  ///Create constraint
1701 1701

	
1702 1702
  ///\relates LpBase::Constr
1703 1703
  ///
1704 1704
  inline LpBase::Constr operator<=(const LpBase::Constr &c,
1705 1705
                                   const LpBase::Value &n)
1706 1706
  {
1707 1707
    LpBase::Constr tmp(c);
1708 1708
    LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint");
1709 1709
    tmp.upperBound()=n;
1710 1710
    return tmp;
1711 1711
  }
1712 1712

	
1713 1713
  ///Create constraint
1714 1714

	
1715 1715
  ///\relates LpBase::Constr
1716 1716
  ///
1717 1717
  inline LpBase::Constr operator>=(const LpBase::Value &n,
1718 1718
                                   const LpBase::Constr &c) {
1719 1719
    LpBase::Constr tmp(c);
1720 1720
    LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint");
1721 1721
    tmp.upperBound()=n;
1722 1722
    return tmp;
1723 1723
  }
1724 1724
  ///Create constraint
1725 1725

	
1726 1726
  ///\relates LpBase::Constr
1727 1727
  ///
1728 1728
  inline LpBase::Constr operator>=(const LpBase::Constr &c,
1729 1729
                                   const LpBase::Value &n)
1730 1730
  {
1731 1731
    LpBase::Constr tmp(c);
1732 1732
    LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint");
1733 1733
    tmp.lowerBound()=n;
1734 1734
    return tmp;
1735 1735
  }
1736 1736

	
1737 1737
  ///Addition
1738 1738

	
1739 1739
  ///\relates LpBase::DualExpr
1740 1740
  ///
1741 1741
  inline LpBase::DualExpr operator+(const LpBase::DualExpr &a,
1742 1742
                                    const LpBase::DualExpr &b) {
1743 1743
    LpBase::DualExpr tmp(a);
1744 1744
    tmp+=b;
1745 1745
    return tmp;
1746 1746
  }
1747 1747
  ///Substraction
1748 1748

	
1749 1749
  ///\relates LpBase::DualExpr
1750 1750
  ///
1751 1751
  inline LpBase::DualExpr operator-(const LpBase::DualExpr &a,
1752 1752
                                    const LpBase::DualExpr &b) {
1753 1753
    LpBase::DualExpr tmp(a);
1754 1754
    tmp-=b;
1755 1755
    return tmp;
1756 1756
  }
1757 1757
  ///Multiply with constant
1758 1758

	
1759 1759
  ///\relates LpBase::DualExpr
1760 1760
  ///
1761 1761
  inline LpBase::DualExpr operator*(const LpBase::DualExpr &a,
1762 1762
                                    const LpBase::Value &b) {
1763 1763
    LpBase::DualExpr tmp(a);
1764 1764
    tmp*=b;
1765 1765
    return tmp;
1766 1766
  }
1767 1767

	
1768 1768
  ///Multiply with constant
1769 1769

	
1770 1770
  ///\relates LpBase::DualExpr
1771 1771
  ///
1772 1772
  inline LpBase::DualExpr operator*(const LpBase::Value &a,
1773 1773
                                    const LpBase::DualExpr &b) {
1774 1774
    LpBase::DualExpr tmp(b);
1775 1775
    tmp*=a;
1776 1776
    return tmp;
1777 1777
  }
1778 1778
  ///Divide with constant
1779 1779

	
1780 1780
  ///\relates LpBase::DualExpr
1781 1781
  ///
1782 1782
  inline LpBase::DualExpr operator/(const LpBase::DualExpr &a,
1783 1783
                                    const LpBase::Value &b) {
1784 1784
    LpBase::DualExpr tmp(a);
1785 1785
    tmp/=b;
1786 1786
    return tmp;
1787 1787
  }
1788 1788

	
1789 1789
  /// \ingroup lp_group
1790 1790
  ///
1791 1791
  /// \brief Common base class for LP solvers
1792 1792
  ///
1793 1793
  /// This class is an abstract base class for LP solvers. This class
1794 1794
  /// provides a full interface for set and modify an LP problem,
1795 1795
  /// solve it and retrieve the solution. You can use one of the
1796 1796
  /// descendants as a concrete implementation, or the \c Lp
1797 1797
  /// default LP solver. However, if you would like to handle LP
1798 1798
  /// solvers as reference or pointer in a generic way, you can use
1799 1799
  /// this class directly.
1800 1800
  class LpSolver : virtual public LpBase {
1801 1801
  public:
1802 1802

	
1803 1803
    /// The problem types for primal and dual problems
1804 1804
    enum ProblemType {
1805 1805
      /// = 0. Feasible solution hasn't been found (but may exist).
1806 1806
      UNDEFINED = 0,
1807 1807
      /// = 1. The problem has no feasible solution.
1808 1808
      INFEASIBLE = 1,
1809 1809
      /// = 2. Feasible solution found.
1810 1810
      FEASIBLE = 2,
1811 1811
      /// = 3. Optimal solution exists and found.
1812 1812
      OPTIMAL = 3,
1813 1813
      /// = 4. The cost function is unbounded.
1814 1814
      UNBOUNDED = 4
1815 1815
    };
1816 1816

	
1817 1817
    ///The basis status of variables
1818 1818
    enum VarStatus {
1819 1819
      /// The variable is in the basis
1820 1820
      BASIC,
1821 1821
      /// The variable is free, but not basic
1822 1822
      FREE,
1823 1823
      /// The variable has active lower bound
1824 1824
      LOWER,
1825 1825
      /// The variable has active upper bound
1826 1826
      UPPER,
1827 1827
      /// The variable is non-basic and fixed
1828 1828
      FIXED
1829 1829
    };
1830 1830

	
1831 1831
  protected:
1832 1832

	
1833 1833
    virtual SolveExitStatus _solve() = 0;
1834 1834

	
1835 1835
    virtual Value _getPrimal(int i) const = 0;
1836 1836
    virtual Value _getDual(int i) const = 0;
1837 1837

	
1838 1838
    virtual Value _getPrimalRay(int i) const = 0;
1839 1839
    virtual Value _getDualRay(int i) const = 0;
1840 1840

	
1841 1841
    virtual Value _getPrimalValue() const = 0;
1842 1842

	
1843 1843
    virtual VarStatus _getColStatus(int i) const = 0;
1844 1844
    virtual VarStatus _getRowStatus(int i) const = 0;
1845 1845

	
1846 1846
    virtual ProblemType _getPrimalType() const = 0;
1847 1847
    virtual ProblemType _getDualType() const = 0;
1848 1848

	
1849 1849
  public:
1850 1850

	
1851 1851
    ///Allocate a new LP problem instance
1852 1852
    virtual LpSolver* newSolver() const = 0;
1853 1853
    ///Make a copy of the LP problem
1854 1854
    virtual LpSolver* cloneSolver() const = 0;
1855 1855

	
1856 1856
    ///\name Solve the LP
1857 1857

	
1858 1858
    ///@{
1859 1859

	
1860 1860
    ///\e Solve the LP problem at hand
1861 1861
    ///
1862 1862
    ///\return The result of the optimization procedure. Possible
1863 1863
    ///values and their meanings can be found in the documentation of
1864 1864
    ///\ref SolveExitStatus.
1865 1865
    SolveExitStatus solve() { return _solve(); }
1866 1866

	
1867 1867
    ///@}
1868 1868

	
1869 1869
    ///\name Obtain the Solution
1870 1870

	
1871 1871
    ///@{
1872 1872

	
1873 1873
    /// The type of the primal problem
1874 1874
    ProblemType primalType() const {
1875 1875
      return _getPrimalType();
1876 1876
    }
1877 1877

	
1878 1878
    /// The type of the dual problem
1879 1879
    ProblemType dualType() const {
1880 1880
      return _getDualType();
1881 1881
    }
1882 1882

	
1883 1883
    /// Return the primal value of the column
1884 1884

	
1885 1885
    /// Return the primal value of the column.
1886 1886
    /// \pre The problem is solved.
1887 1887
    Value primal(Col c) const { return _getPrimal(cols(id(c))); }
1888 1888

	
1889 1889
    /// Return the primal value of the expression
1890 1890

	
1891 1891
    /// Return the primal value of the expression, i.e. the dot
1892 1892
    /// product of the primal solution and the expression.
1893 1893
    /// \pre The problem is solved.
1894 1894
    Value primal(const Expr& e) const {
1895 1895
      double res = *e;
1896 1896
      for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
1897 1897
        res += *c * primal(c);
1898 1898
      }
1899 1899
      return res;
1900 1900
    }
1901 1901
    /// Returns a component of the primal ray
1902 1902

	
1903 1903
    /// The primal ray is solution of the modified primal problem,
1904 1904
    /// where we change each finite bound to 0, and we looking for a
1905 1905
    /// negative objective value in case of minimization, and positive
1906 1906
    /// objective value for maximization. If there is such solution,
1907 1907
    /// that proofs the unsolvability of the dual problem, and if a
1908 1908
    /// feasible primal solution exists, then the unboundness of
1909 1909
    /// primal problem.
1910 1910
    ///
1911 1911
    /// \pre The problem is solved and the dual problem is infeasible.
1912 1912
    /// \note Some solvers does not provide primal ray calculation
1913 1913
    /// functions.
1914 1914
    Value primalRay(Col c) const { return _getPrimalRay(cols(id(c))); }
1915 1915

	
1916 1916
    /// Return the dual value of the row
1917 1917

	
1918 1918
    /// Return the dual value of the row.
1919 1919
    /// \pre The problem is solved.
1920 1920
    Value dual(Row r) const { return _getDual(rows(id(r))); }
1921 1921

	
1922 1922
    /// Return the dual value of the dual expression
1923 1923

	
1924 1924
    /// Return the dual value of the dual expression, i.e. the dot
1925 1925
    /// product of the dual solution and the dual expression.
1926 1926
    /// \pre The problem is solved.
1927 1927
    Value dual(const DualExpr& e) const {
1928 1928
      double res = 0.0;
1929 1929
      for (DualExpr::ConstCoeffIt r(e); r != INVALID; ++r) {
1930 1930
        res += *r * dual(r);
1931 1931
      }
1932 1932
      return res;
1933 1933
    }
1934 1934

	
1935 1935
    /// Returns a component of the dual ray
1936 1936

	
1937 1937
    /// The dual ray is solution of the modified primal problem, where
1938 1938
    /// we change each finite bound to 0 (i.e. the objective function
1939 1939
    /// coefficients in the primal problem), and we looking for a
1940 1940
    /// ositive objective value. If there is such solution, that
1941 1941
    /// proofs the unsolvability of the primal problem, and if a
1942 1942
    /// feasible dual solution exists, then the unboundness of
1943 1943
    /// dual problem.
1944 1944
    ///
1945 1945
    /// \pre The problem is solved and the primal problem is infeasible.
1946 1946
    /// \note Some solvers does not provide dual ray calculation
1947 1947
    /// functions.
1948 1948
    Value dualRay(Row r) const { return _getDualRay(rows(id(r))); }
1949 1949

	
1950 1950
    /// Return the basis status of the column
1951 1951

	
1952 1952
    /// \see VarStatus
1953 1953
    VarStatus colStatus(Col c) const { return _getColStatus(cols(id(c))); }
1954 1954

	
1955 1955
    /// Return the basis status of the row
1956 1956

	
1957 1957
    /// \see VarStatus
1958 1958
    VarStatus rowStatus(Row r) const { return _getRowStatus(rows(id(r))); }
1959 1959

	
1960 1960
    ///The value of the objective function
1961 1961

	
1962 1962
    ///\return
1963 1963
    ///- \ref INF or -\ref INF means either infeasibility or unboundedness
1964 1964
    /// of the primal problem, depending on whether we minimize or maximize.
1965 1965
    ///- \ref NaN if no primal solution is found.
1966 1966
    ///- The (finite) objective value if an optimal solution is found.
1967 1967
    Value primal() const { return _getPrimalValue()+obj_const_comp;}
1968 1968
    ///@}
1969 1969

	
1970 1970
  protected:
1971 1971

	
1972 1972
  };
1973 1973

	
1974 1974

	
1975 1975
  /// \ingroup lp_group
1976 1976
  ///
1977 1977
  /// \brief Common base class for MIP solvers
1978 1978
  ///
1979 1979
  /// This class is an abstract base class for MIP solvers. This class
1980 1980
  /// provides a full interface for set and modify an MIP problem,
1981 1981
  /// solve it and retrieve the solution. You can use one of the
1982 1982
  /// descendants as a concrete implementation, or the \c Lp
1983 1983
  /// default MIP solver. However, if you would like to handle MIP
1984 1984
  /// solvers as reference or pointer in a generic way, you can use
1985 1985
  /// this class directly.
1986 1986
  class MipSolver : virtual public LpBase {
1987 1987
  public:
1988 1988

	
1989 1989
    /// The problem types for MIP problems
1990 1990
    enum ProblemType {
1991 1991
      /// = 0. Feasible solution hasn't been found (but may exist).
1992 1992
      UNDEFINED = 0,
1993 1993
      /// = 1. The problem has no feasible solution.
1994 1994
      INFEASIBLE = 1,
1995 1995
      /// = 2. Feasible solution found.
1996 1996
      FEASIBLE = 2,
1997 1997
      /// = 3. Optimal solution exists and found.
1998 1998
      OPTIMAL = 3,
1999 1999
      /// = 4. The cost function is unbounded.
2000 2000
      ///The Mip or at least the relaxed problem is unbounded.
2001 2001
      UNBOUNDED = 4
2002 2002
    };
2003 2003

	
2004 2004
    ///Allocate a new MIP problem instance
2005 2005
    virtual MipSolver* newSolver() const = 0;
2006 2006
    ///Make a copy of the MIP problem
2007 2007
    virtual MipSolver* cloneSolver() const = 0;
2008 2008

	
2009 2009
    ///\name Solve the MIP
2010 2010

	
2011 2011
    ///@{
2012 2012

	
2013 2013
    /// Solve the MIP problem at hand
2014 2014
    ///
2015 2015
    ///\return The result of the optimization procedure. Possible
2016 2016
    ///values and their meanings can be found in the documentation of
2017 2017
    ///\ref SolveExitStatus.
2018 2018
    SolveExitStatus solve() { return _solve(); }
2019 2019

	
2020 2020
    ///@}
2021 2021

	
2022 2022
    ///\name Set Column Type
2023 2023
    ///@{
2024 2024

	
2025 2025
    ///Possible variable (column) types (e.g. real, integer, binary etc.)
2026 2026
    enum ColTypes {
2027 2027
      /// = 0. Continuous variable (default).
2028 2028
      REAL = 0,
2029 2029
      /// = 1. Integer variable.
2030 2030
      INTEGER = 1
2031 2031
    };
2032 2032

	
2033 2033
    ///Sets the type of the given column to the given type
2034 2034

	
2035 2035
    ///Sets the type of the given column to the given type.
2036 2036
    ///
2037 2037
    void colType(Col c, ColTypes col_type) {
2038 2038
      _setColType(cols(id(c)),col_type);
2039 2039
    }
2040 2040

	
2041 2041
    ///Gives back the type of the column.
2042 2042

	
2043 2043
    ///Gives back the type of the column.
2044 2044
    ///
2045 2045
    ColTypes colType(Col c) const {
2046 2046
      return _getColType(cols(id(c)));
2047 2047
    }
2048 2048
    ///@}
2049 2049

	
2050 2050
    ///\name Obtain the Solution
2051 2051

	
2052 2052
    ///@{
2053 2053

	
2054 2054
    /// The type of the MIP problem
2055 2055
    ProblemType type() const {
2056 2056
      return _getType();
2057 2057
    }
2058 2058

	
2059 2059
    /// Return the value of the row in the solution
2060 2060

	
2061 2061
    ///  Return the value of the row in the solution.
2062 2062
    /// \pre The problem is solved.
2063 2063
    Value sol(Col c) const { return _getSol(cols(id(c))); }
2064 2064

	
2065 2065
    /// Return the value of the expression in the solution
2066 2066

	
2067 2067
    /// Return the value of the expression in the solution, i.e. the
2068 2068
    /// dot product of the solution and the expression.
2069 2069
    /// \pre The problem is solved.
2070 2070
    Value sol(const Expr& e) const {
2071 2071
      double res = *e;
2072 2072
      for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
2073 2073
        res += *c * sol(c);
2074 2074
      }
2075 2075
      return res;
2076 2076
    }
2077 2077
    ///The value of the objective function
2078 2078

	
2079 2079
    ///\return
2080 2080
    ///- \ref INF or -\ref INF means either infeasibility or unboundedness
2081 2081
    /// of the problem, depending on whether we minimize or maximize.
2082 2082
    ///- \ref NaN if no primal solution is found.
2083 2083
    ///- The (finite) objective value if an optimal solution is found.
2084 2084
    Value solValue() const { return _getSolValue()+obj_const_comp;}
2085 2085
    ///@}
2086 2086

	
2087 2087
  protected:
2088 2088

	
2089 2089
    virtual SolveExitStatus _solve() = 0;
2090 2090
    virtual ColTypes _getColType(int col) const = 0;
2091 2091
    virtual void _setColType(int col, ColTypes col_type) = 0;
2092 2092
    virtual ProblemType _getType() const = 0;
2093 2093
    virtual Value _getSol(int i) const = 0;
2094 2094
    virtual Value _getSolValue() const = 0;
2095 2095

	
2096 2096
  };
2097 2097

	
2098 2098

	
2099 2099

	
2100 2100
} //namespace lemon
2101 2101

	
2102 2102
#endif //LEMON_LP_BASE_H
Ignore white space 1536 line context
1 1
/* -*- mode: C++; indent-tabs-mode: nil; -*-
2 2
 *
3 3
 * This file is a part of LEMON, a generic C++ optimization library.
4 4
 *
5 5
 * Copyright (C) 2003-2009
6 6
 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
7 7
 * (Egervary Research Group on Combinatorial Optimization, EGRES).
8 8
 *
9 9
 * Permission to use, modify and distribute this software is granted
10 10
 * provided that this copyright notice appears in all copies. For
11 11
 * precise terms see the accompanying LICENSE file.
12 12
 *
13 13
 * This software is provided "AS IS" with no warranty of any kind,
14 14
 * express or implied, and with no claim as to its suitability for any
15 15
 * purpose.
16 16
 *
17 17
 */
18 18

	
19 19
#include <sstream>
20 20
#include <lemon/lp_skeleton.h>
21 21
#include "test_tools.h"
22 22
#include <lemon/tolerance.h>
23 23

	
24 24
#include <lemon/config.h>
25 25

	
26 26
#ifdef LEMON_HAVE_GLPK
27 27
#include <lemon/glpk.h>
28 28
#endif
29 29

	
30 30
#ifdef LEMON_HAVE_CPLEX
31 31
#include <lemon/cplex.h>
32 32
#endif
33 33

	
34 34
#ifdef LEMON_HAVE_SOPLEX
35 35
#include <lemon/soplex.h>
36 36
#endif
37 37

	
38 38
#ifdef LEMON_HAVE_CLP
39 39
#include <lemon/clp.h>
40 40
#endif
41 41

	
42 42
using namespace lemon;
43 43

	
44 44
void lpTest(LpSolver& lp)
45 45
{
46 46

	
47 47
  typedef LpSolver LP;
48 48

	
49 49
  std::vector<LP::Col> x(10);
50 50
  //  for(int i=0;i<10;i++) x.push_back(lp.addCol());
51 51
  lp.addColSet(x);
52 52
  lp.colLowerBound(x,1);
53 53
  lp.colUpperBound(x,1);
54 54
  lp.colBounds(x,1,2);
55 55

	
56 56
  std::vector<LP::Col> y(10);
57 57
  lp.addColSet(y);
58 58

	
59 59
  lp.colLowerBound(y,1);
60 60
  lp.colUpperBound(y,1);
61 61
  lp.colBounds(y,1,2);
62 62

	
63 63
  std::map<int,LP::Col> z;
64 64

	
65 65
  z.insert(std::make_pair(12,INVALID));
66 66
  z.insert(std::make_pair(2,INVALID));
67 67
  z.insert(std::make_pair(7,INVALID));
68 68
  z.insert(std::make_pair(5,INVALID));
69 69

	
70 70
  lp.addColSet(z);
71 71

	
72 72
  lp.colLowerBound(z,1);
73 73
  lp.colUpperBound(z,1);
74 74
  lp.colBounds(z,1,2);
75 75

	
76 76
  {
77 77
    LP::Expr e,f,g;
78 78
    LP::Col p1,p2,p3,p4,p5;
79 79
    LP::Constr c;
80 80

	
81 81
    p1=lp.addCol();
82 82
    p2=lp.addCol();
83 83
    p3=lp.addCol();
84 84
    p4=lp.addCol();
85 85
    p5=lp.addCol();
86 86

	
87 87
    e[p1]=2;
88 88
    *e=12;
89 89
    e[p1]+=2;
90 90
    *e+=12;
91 91
    e[p1]-=2;
92 92
    *e-=12;
93 93

	
94 94
    e=2;
95 95
    e=2.2;
96 96
    e=p1;
97 97
    e=f;
98 98

	
99 99
    e+=2;
100 100
    e+=2.2;
101 101
    e+=p1;
102 102
    e+=f;
103 103

	
104 104
    e-=2;
105 105
    e-=2.2;
106 106
    e-=p1;
107 107
    e-=f;
108 108

	
109 109
    e*=2;
110 110
    e*=2.2;
111 111
    e/=2;
112 112
    e/=2.2;
113 113

	
114 114
    e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+
115 115
       (f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+
116 116
       (f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+
117 117
       2.2*f+f*2.2+f/2.2+
118 118
       2*f+f*2+f/2+
119 119
       2.2*p1+p1*2.2+p1/2.2+
120 120
       2*p1+p1*2+p1/2
121 121
       );
122 122

	
123 123

	
124 124
    c = (e  <= f  );
125 125
    c = (e  <= 2.2);
126 126
    c = (e  <= 2  );
127 127
    c = (e  <= p1 );
128 128
    c = (2.2<= f  );
129 129
    c = (2  <= f  );
130 130
    c = (p1 <= f  );
131 131
    c = (p1 <= p2 );
132 132
    c = (p1 <= 2.2);
133 133
    c = (p1 <= 2  );
134 134
    c = (2.2<= p2 );
135 135
    c = (2  <= p2 );
136 136

	
137 137
    c = (e  >= f  );
138 138
    c = (e  >= 2.2);
139 139
    c = (e  >= 2  );
140 140
    c = (e  >= p1 );
141 141
    c = (2.2>= f  );
142 142
    c = (2  >= f  );
143 143
    c = (p1 >= f  );
144 144
    c = (p1 >= p2 );
145 145
    c = (p1 >= 2.2);
146 146
    c = (p1 >= 2  );
147 147
    c = (2.2>= p2 );
148 148
    c = (2  >= p2 );
149 149

	
150 150
    c = (e  == f  );
151 151
    c = (e  == 2.2);
152 152
    c = (e  == 2  );
153 153
    c = (e  == p1 );
154 154
    c = (2.2== f  );
155 155
    c = (2  == f  );
156 156
    c = (p1 == f  );
157 157
    //c = (p1 == p2 );
158 158
    c = (p1 == 2.2);
159 159
    c = (p1 == 2  );
160 160
    c = (2.2== p2 );
161 161
    c = (2  == p2 );
162 162

	
163 163
    c = ((2 <= e) <= 3);
164 164
    c = ((2 <= p1) <= 3);
165 165

	
166 166
    c = ((2 >= e) >= 3);
167 167
    c = ((2 >= p1) >= 3);
168 168

	
169
    { //Tests for #430
170
      LP::Col v=lp.addCol();
171
      LP::Constr c = v >= -3;
172
      c = c <= 4;
173
      LP::Constr c2;
174
      c2 = -3 <= v <= 4;
175
    }
176

	
169 177
    e[x[3]]=2;
170 178
    e[x[3]]=4;
171 179
    e[x[3]]=1;
172 180
    *e=12;
173 181

	
174 182
    lp.addRow(-LP::INF,e,23);
175 183
    lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23);
176 184
    lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23);
177 185

	
178 186
    lp.addRow(x[1]+x[3]<=x[5]-3);
179 187
    lp.addRow((-7<=x[1]+x[3]-12)<=3);
180 188
    lp.addRow(x[1]<=x[5]);
181 189

	
182 190
    std::ostringstream buf;
183 191

	
184 192

	
185 193
    e=((p1+p2)+(p1-0.99*p2));
186 194
    //e.prettyPrint(std::cout);
187 195
    //(e<=2).prettyPrint(std::cout);
188 196
    double tolerance=0.001;
189 197
    e.simplify(tolerance);
190 198
    buf << "Coeff. of p2 should be 0.01";
191 199
    check(e[p2]>0, buf.str());
192 200

	
193 201
    tolerance=0.02;
194 202
    e.simplify(tolerance);
195 203
    buf << "Coeff. of p2 should be 0";
196 204
    check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str());
197 205

	
198 206
    //Test for clone/new
199 207
    LP* lpnew = lp.newSolver();
200 208
    LP* lpclone = lp.cloneSolver();
201 209
    delete lpnew;
202 210
    delete lpclone;
203 211

	
204 212
  }
205 213

	
206 214
  {
207 215
    LP::DualExpr e,f,g;
208 216
    LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID,
209 217
      p4 = INVALID, p5 = INVALID;
210 218

	
211 219
    e[p1]=2;
212 220
    e[p1]+=2;
213 221
    e[p1]-=2;
214 222

	
215 223
    e=p1;
216 224
    e=f;
217 225

	
218 226
    e+=p1;
219 227
    e+=f;
220 228

	
221 229
    e-=p1;
222 230
    e-=f;
223 231

	
224 232
    e*=2;
225 233
    e*=2.2;
226 234
    e/=2;
227 235
    e/=2.2;
228 236

	
229 237
    e=((p1+p2)+(p1-p2)+
230 238
       (p1+f)+(f+p1)+(f+g)+
231 239
       (p1-f)+(f-p1)+(f-g)+
232 240
       2.2*f+f*2.2+f/2.2+
233 241
       2*f+f*2+f/2+
234 242
       2.2*p1+p1*2.2+p1/2.2+
235 243
       2*p1+p1*2+p1/2
236 244
       );
237 245
  }
238 246

	
239 247
}
240 248

	
241 249
void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat,
242 250
                   double exp_opt) {
243 251
  using std::string;
244 252
  lp.solve();
245 253

	
246 254
  std::ostringstream buf;
247 255
  buf << "PrimalType should be: " << int(stat) << int(lp.primalType());
248 256

	
249 257
  check(lp.primalType()==stat, buf.str());
250 258

	
251 259
  if (stat ==  LpSolver::OPTIMAL) {
252 260
    std::ostringstream sbuf;
253 261
    sbuf << "Wrong optimal value (" << lp.primal() <<") with "
254 262
         << lp.solverName() <<"\n     the right optimum is " << exp_opt;
255 263
    check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str());
256 264
  }
257 265
}
258 266

	
259 267
void aTest(LpSolver & lp)
260 268
{
261 269
  typedef LpSolver LP;
262 270

	
263 271
 //The following example is very simple
264 272

	
265 273
  typedef LpSolver::Row Row;
266 274
  typedef LpSolver::Col Col;
267 275

	
268 276

	
269 277
  Col x1 = lp.addCol();
270 278
  Col x2 = lp.addCol();
271 279

	
272 280

	
273 281
  //Constraints
274 282
  Row upright=lp.addRow(x1+2*x2 <=1);
275 283
  lp.addRow(x1+x2 >=-1);
276 284
  lp.addRow(x1-x2 <=1);
277 285
  lp.addRow(x1-x2 >=-1);
278 286
  //Nonnegativity of the variables
279 287
  lp.colLowerBound(x1, 0);
280 288
  lp.colLowerBound(x2, 0);
281 289
  //Objective function
282 290
  lp.obj(x1+x2);
283 291

	
284 292
  lp.sense(lp.MAX);
285 293

	
286 294
  //Testing the problem retrieving routines
287 295
  check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!");
288 296
  check(lp.sense() == lp.MAX,"This is a maximization!");
289 297
  check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!");
290 298
  check(lp.colLowerBound(x1)==0,
291 299
        "The lower bound for variable x1 should be 0.");
292 300
  check(lp.colUpperBound(x1)==LpSolver::INF,
293 301
        "The upper bound for variable x1 should be infty.");
294 302
  check(lp.rowLowerBound(upright) == -LpSolver::INF,
295 303
        "The lower bound for the first row should be -infty.");
296 304
  check(lp.rowUpperBound(upright)==1,
297 305
        "The upper bound for the first row should be 1.");
298 306
  LpSolver::Expr e = lp.row(upright);
299 307
  check(e[x1] == 1, "The first coefficient should 1.");
300 308
  check(e[x2] == 2, "The second coefficient should 1.");
301 309

	
302 310
  lp.row(upright, x1+x2 <=1);
303 311
  e = lp.row(upright);
304 312
  check(e[x1] == 1, "The first coefficient should 1.");
305 313
  check(e[x2] == 1, "The second coefficient should 1.");
306 314

	
307 315
  LpSolver::DualExpr de = lp.col(x1);
308 316
  check(  de[upright] == 1, "The first coefficient should 1.");
309 317

	
310 318
  LpSolver* clp = lp.cloneSolver();
311 319

	
312 320
  //Testing the problem retrieving routines
313 321
  check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!");
314 322
  check(clp->sense() == clp->MAX,"This is a maximization!");
315 323
  check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!");
316 324
  //  std::cout<<lp.colLowerBound(x1)<<std::endl;
317 325
  check(clp->colLowerBound(x1)==0,
318 326
        "The lower bound for variable x1 should be 0.");
319 327
  check(clp->colUpperBound(x1)==LpSolver::INF,
320 328
        "The upper bound for variable x1 should be infty.");
321 329

	
322 330
  check(lp.rowLowerBound(upright)==-LpSolver::INF,
323 331
        "The lower bound for the first row should be -infty.");
324 332
  check(lp.rowUpperBound(upright)==1,
325 333
        "The upper bound for the first row should be 1.");
326 334
  e = clp->row(upright);
327 335
  check(e[x1] == 1, "The first coefficient should 1.");
328 336
  check(e[x2] == 1, "The second coefficient should 1.");
329 337

	
330 338
  de = clp->col(x1);
331 339
  check(de[upright] == 1, "The first coefficient should 1.");
332 340

	
333 341
  delete clp;
334 342

	
335 343
  //Maximization of x1+x2
336 344
  //over the triangle with vertices (0,0) (0,1) (1,0)
337 345
  double expected_opt=1;
338 346
  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
339 347

	
340 348
  //Minimization
341 349
  lp.sense(lp.MIN);
342 350
  expected_opt=0;
343 351
  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
344 352

	
345 353
  //Vertex (-1,0) instead of (0,0)
346 354
  lp.colLowerBound(x1, -LpSolver::INF);
347 355
  expected_opt=-1;
348 356
  solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt);
349 357

	
350 358
  //Erase one constraint and return to maximization
351 359
  lp.erase(upright);
352 360
  lp.sense(lp.MAX);
353 361
  expected_opt=LpSolver::INF;
354 362
  solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt);
355 363

	
356 364
  //Infeasibilty
357 365
  lp.addRow(x1+x2 <=-2);
358 366
  solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt);
359 367

	
360 368
}
361 369

	
362 370
template<class LP>
363 371
void cloneTest()
364 372
{
365 373
  //Test for clone/new
366 374

	
367 375
  LP* lp = new LP();
368 376
  LP* lpnew = lp->newSolver();
369 377
  LP* lpclone = lp->cloneSolver();
370 378
  delete lp;
371 379
  delete lpnew;
372 380
  delete lpclone;
373 381
}
374 382

	
375 383
int main()
376 384
{
377 385
  LpSkeleton lp_skel;
378 386
  lpTest(lp_skel);
379 387

	
380 388
#ifdef LEMON_HAVE_GLPK
381 389
  {
382 390
    GlpkLp lp_glpk1,lp_glpk2;
383 391
    lpTest(lp_glpk1);
384 392
    aTest(lp_glpk2);
385 393
    cloneTest<GlpkLp>();
386 394
  }
387 395
#endif
388 396

	
389 397
#ifdef LEMON_HAVE_CPLEX
390 398
  try {
391 399
    CplexLp lp_cplex1,lp_cplex2;
392 400
    lpTest(lp_cplex1);
393 401
    aTest(lp_cplex2);
394 402
    cloneTest<CplexLp>();
395 403
  } catch (CplexEnv::LicenseError& error) {
396 404
    check(false, error.what());
397 405
  }
398 406
#endif
399 407

	
400 408
#ifdef LEMON_HAVE_SOPLEX
401 409
  {
402 410
    SoplexLp lp_soplex1,lp_soplex2;
403 411
    lpTest(lp_soplex1);
404 412
    aTest(lp_soplex2);
405 413
    cloneTest<SoplexLp>();
406 414
  }
407 415
#endif
408 416

	
409 417
#ifdef LEMON_HAVE_CLP
410 418
  {
411 419
    ClpLp lp_clp1,lp_clp2;
412 420
    lpTest(lp_clp1);
413 421
    aTest(lp_clp2);
414 422
    cloneTest<ClpLp>();
415 423
  }
416 424
#endif
417 425

	
418 426
  return 0;
419 427
}
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