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/* -*- mode: C++; indent-tabs-mode: nil; -*-
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*
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* This file is a part of LEMON, a generic C++ optimization library.
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*
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* Copyright (C) 2003-2008
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* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
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* (Egervary Research Group on Combinatorial Optimization, EGRES).
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*
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* Permission to use, modify and distribute this software is granted
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* provided that this copyright notice appears in all copies. For
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* precise terms see the accompanying LICENSE file.
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*
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* This software is provided "AS IS" with no warranty of any kind,
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* express or implied, and with no claim as to its suitability for any
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* purpose.
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*
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*/
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#ifndef LEMON_LP_BASE_H
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#define LEMON_LP_BASE_H
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#include<iostream>
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#include<vector>
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#include<map>
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#include<limits>
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#include<lemon/math.h>
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#include<lemon/error.h>
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#include<lemon/assert.h>
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#include<lemon/core.h>
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#include<lemon/bits/solver_bits.h>
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///\file
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///\brief The interface of the LP solver interface.
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///\ingroup lp_group
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namespace lemon {
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///Common base class for LP and MIP solvers
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///Usually this class is not used directly, please use one of the concrete
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///implementations of the solver interface.
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///\ingroup lp_group
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class LpBase {
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protected:
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_solver_bits::VarIndex rows;
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_solver_bits::VarIndex cols;
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public:
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///Possible outcomes of an LP solving procedure
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enum SolveExitStatus {
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/// = 0. It means that the problem has been successfully solved: either
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///an optimal solution has been found or infeasibility/unboundedness
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///has been proved.
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SOLVED = 0,
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/// = 1. Any other case (including the case when some user specified
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///limit has been exceeded).
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UNSOLVED = 1
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};
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///Direction of the optimization
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enum Sense {
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/// Minimization
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MIN,
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/// Maximization
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MAX
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};
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///Enum for \c messageLevel() parameter
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enum MessageLevel {
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/// No output (default value).
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MESSAGE_NOTHING,
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/// Error messages only.
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MESSAGE_ERROR,
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/// Warnings.
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MESSAGE_WARNING,
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/// Normal output.
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MESSAGE_NORMAL,
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/// Verbose output.
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MESSAGE_VERBOSE
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};
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///The floating point type used by the solver
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typedef double Value;
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///The infinity constant
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static const Value INF;
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///The not a number constant
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static const Value NaN;
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friend class Col;
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friend class ColIt;
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friend class Row;
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friend class RowIt;
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///Refer to a column of the LP.
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///This type is used to refer to a column of the LP.
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///
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///Its value remains valid and correct even after the addition or erase of
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///other columns.
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///
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///\note This class is similar to other Item types in LEMON, like
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///Node and Arc types in digraph.
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class Col {
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friend class LpBase;
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protected:
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int _id;
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explicit Col(int id) : _id(id) {}
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public:
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typedef Value ExprValue;
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typedef True LpCol;
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/// Default constructor
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/// \warning The default constructor sets the Col to an
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/// undefined value.
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Col() {}
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/// Invalid constructor \& conversion.
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/// This constructor initializes the Col to be invalid.
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/// \sa Invalid for more details.
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Col(const Invalid&) : _id(-1) {}
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/// Equality operator
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/// Two \ref Col "Col"s are equal if and only if they point to
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/// the same LP column or both are invalid.
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bool operator==(Col c) const {return _id == c._id;}
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/// Inequality operator
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/// \sa operator==(Col c)
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///
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bool operator!=(Col c) const {return _id != c._id;}
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/// Artificial ordering operator.
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/// To allow the use of this object in std::map or similar
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/// associative container we require this.
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///
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/// \note This operator only have to define some strict ordering of
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/// the items; this order has nothing to do with the iteration
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/// ordering of the items.
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bool operator<(Col c) const {return _id < c._id;}
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};
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///Iterator for iterate over the columns of an LP problem
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/// Its usage is quite simple, for example you can count the number
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/// of columns in an LP \c lp:
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///\code
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/// int count=0;
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/// for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count;
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///\endcode
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class ColIt : public Col {
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const LpBase *_solver;
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public:
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/// Default constructor
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/// \warning The default constructor sets the iterator
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/// to an undefined value.
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ColIt() {}
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/// Sets the iterator to the first Col
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/// Sets the iterator to the first Col.
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///
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ColIt(const LpBase &solver) : _solver(&solver)
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{
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_solver->cols.firstItem(_id);
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}
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/// Invalid constructor \& conversion
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/// Initialize the iterator to be invalid.
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/// \sa Invalid for more details.
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ColIt(const Invalid&) : Col(INVALID) {}
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/// Next column
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/// Assign the iterator to the next column.
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///
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ColIt &operator++()
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{
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_solver->cols.nextItem(_id);
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return *this;
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}
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};
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/// \brief Returns the ID of the column.
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static int id(const Col& col) { return col._id; }
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/// \brief Returns the column with the given ID.
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///
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/// \pre The argument should be a valid column ID in the LP problem.
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static Col colFromId(int id) { return Col(id); }
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///Refer to a row of the LP.
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///This type is used to refer to a row of the LP.
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///
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///Its value remains valid and correct even after the addition or erase of
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///other rows.
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///
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///\note This class is similar to other Item types in LEMON, like
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///Node and Arc types in digraph.
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class Row {
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friend class LpBase;
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protected:
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int _id;
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explicit Row(int id) : _id(id) {}
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public:
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| 209 |
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typedef Value ExprValue;
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typedef True LpRow;
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/// Default constructor
|
| 212 |
212 |
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| 213 |
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/// \warning The default constructor sets the Row to an
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| 214 |
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/// undefined value.
|
| 215 |
215 |
Row() {}
|
| 216 |
216 |
/// Invalid constructor \& conversion.
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| 217 |
217 |
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/// This constructor initializes the Row to be invalid.
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| 219 |
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/// \sa Invalid for more details.
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220 |
Row(const Invalid&) : _id(-1) {}
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| 221 |
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/// Equality operator
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/// Two \ref Row "Row"s are equal if and only if they point to
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/// the same LP row or both are invalid.
|
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bool operator==(Row r) const {return _id == r._id;}
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| 226 |
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/// Inequality operator
|
| 227 |
227 |
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| 228 |
228 |
/// \sa operator==(Row r)
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| 229 |
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///
|
| 230 |
230 |
bool operator!=(Row r) const {return _id != r._id;}
|
| 231 |
231 |
/// Artificial ordering operator.
|
| 232 |
232 |
|
| 233 |
233 |
/// To allow the use of this object in std::map or similar
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| 234 |
234 |
/// associative container we require this.
|
| 235 |
235 |
///
|
| 236 |
236 |
/// \note This operator only have to define some strict ordering of
|
| 237 |
237 |
/// the items; this order has nothing to do with the iteration
|
| 238 |
238 |
/// ordering of the items.
|
| 239 |
239 |
bool operator<(Row r) const {return _id < r._id;}
|
| 240 |
240 |
};
|
| 241 |
241 |
|
| 242 |
242 |
///Iterator for iterate over the rows of an LP problem
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| 243 |
243 |
|
| 244 |
244 |
/// Its usage is quite simple, for example you can count the number
|
| 245 |
245 |
/// of rows in an LP \c lp:
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| 246 |
246 |
///\code
|
| 247 |
247 |
/// int count=0;
|
| 248 |
248 |
/// for (LpBase::RowIt c(lp); c!=INVALID; ++c) ++count;
|
| 249 |
249 |
///\endcode
|
| 250 |
250 |
class RowIt : public Row {
|
| 251 |
251 |
const LpBase *_solver;
|
| 252 |
252 |
public:
|
| 253 |
253 |
/// Default constructor
|
| 254 |
254 |
|
| 255 |
255 |
/// \warning The default constructor sets the iterator
|
| 256 |
256 |
/// to an undefined value.
|
| 257 |
257 |
RowIt() {}
|
| 258 |
258 |
/// Sets the iterator to the first Row
|
| 259 |
259 |
|
| 260 |
260 |
/// Sets the iterator to the first Row.
|
| 261 |
261 |
///
|
| 262 |
262 |
RowIt(const LpBase &solver) : _solver(&solver)
|
| 263 |
263 |
{
|
| 264 |
264 |
_solver->rows.firstItem(_id);
|
| 265 |
265 |
}
|
| 266 |
266 |
/// Invalid constructor \& conversion
|
| 267 |
267 |
|
| 268 |
268 |
/// Initialize the iterator to be invalid.
|
| 269 |
269 |
/// \sa Invalid for more details.
|
| 270 |
270 |
RowIt(const Invalid&) : Row(INVALID) {}
|
| 271 |
271 |
/// Next row
|
| 272 |
272 |
|
| 273 |
273 |
/// Assign the iterator to the next row.
|
| 274 |
274 |
///
|
| 275 |
275 |
RowIt &operator++()
|
| 276 |
276 |
{
|
| 277 |
277 |
_solver->rows.nextItem(_id);
|
| 278 |
278 |
return *this;
|
| 279 |
279 |
}
|
| 280 |
280 |
};
|
| 281 |
281 |
|
| 282 |
282 |
/// \brief Returns the ID of the row.
|
| 283 |
283 |
static int id(const Row& row) { return row._id; }
|
| 284 |
284 |
/// \brief Returns the row with the given ID.
|
| 285 |
285 |
///
|
| 286 |
286 |
/// \pre The argument should be a valid row ID in the LP problem.
|
| 287 |
287 |
static Row rowFromId(int id) { return Row(id); }
|
| 288 |
288 |
|
| 289 |
289 |
public:
|
| 290 |
290 |
|
| 291 |
291 |
///Linear expression of variables and a constant component
|
| 292 |
292 |
|
| 293 |
293 |
///This data structure stores a linear expression of the variables
|
| 294 |
294 |
///(\ref Col "Col"s) and also has a constant component.
|
| 295 |
295 |
///
|
| 296 |
296 |
///There are several ways to access and modify the contents of this
|
| 297 |
297 |
///container.
|
| 298 |
298 |
///\code
|
| 299 |
299 |
///e[v]=5;
|
| 300 |
300 |
///e[v]+=12;
|
| 301 |
301 |
///e.erase(v);
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| 302 |
302 |
///\endcode
|
| 303 |
303 |
///or you can also iterate through its elements.
|
| 304 |
304 |
///\code
|
| 305 |
305 |
///double s=0;
|
| 306 |
306 |
///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i)
|
| 307 |
307 |
/// s+=*i * primal(i);
|
| 308 |
308 |
///\endcode
|
| 309 |
309 |
///(This code computes the primal value of the expression).
|
| 310 |
310 |
///- Numbers (<tt>double</tt>'s)
|
| 311 |
311 |
///and variables (\ref Col "Col"s) directly convert to an
|
| 312 |
312 |
///\ref Expr and the usual linear operations are defined, so
|
| 313 |
313 |
///\code
|
| 314 |
314 |
///v+w
|
| 315 |
315 |
///2*v-3.12*(v-w/2)+2
|
| 316 |
316 |
///v*2.1+(3*v+(v*12+w+6)*3)/2
|
| 317 |
317 |
///\endcode
|
| 318 |
318 |
///are valid expressions.
|
| 319 |
319 |
///The usual assignment operations are also defined.
|
| 320 |
320 |
///\code
|
| 321 |
321 |
///e=v+w;
|
| 322 |
322 |
///e+=2*v-3.12*(v-w/2)+2;
|
| 323 |
323 |
///e*=3.4;
|
| 324 |
324 |
///e/=5;
|
| 325 |
325 |
///\endcode
|
| 326 |
326 |
///- The constant member can be set and read by dereference
|
| 327 |
327 |
/// operator (unary *)
|
| 328 |
328 |
///
|
| 329 |
329 |
///\code
|
| 330 |
330 |
///*e=12;
|
| 331 |
331 |
///double c=*e;
|
| 332 |
332 |
///\endcode
|
| 333 |
333 |
///
|
| 334 |
334 |
///\sa Constr
|
| 335 |
335 |
class Expr {
|
| 336 |
336 |
friend class LpBase;
|
| 337 |
337 |
public:
|
| 338 |
338 |
/// The key type of the expression
|
| 339 |
339 |
typedef LpBase::Col Key;
|
| 340 |
340 |
/// The value type of the expression
|
| 341 |
341 |
typedef LpBase::Value Value;
|
| 342 |
342 |
|
| 343 |
343 |
protected:
|
| 344 |
344 |
Value const_comp;
|
| 345 |
345 |
std::map<int, Value> comps;
|
| 346 |
346 |
|
| 347 |
347 |
public:
|
| 348 |
348 |
typedef True SolverExpr;
|
| 349 |
349 |
/// Default constructor
|
| 350 |
350 |
|
| 351 |
351 |
/// Construct an empty expression, the coefficients and
|
| 352 |
352 |
/// the constant component are initialized to zero.
|
| 353 |
353 |
Expr() : const_comp(0) {}
|
| 354 |
354 |
/// Construct an expression from a column
|
| 355 |
355 |
|
| 356 |
356 |
/// Construct an expression, which has a term with \c c variable
|
| 357 |
357 |
/// and 1.0 coefficient.
|
| 358 |
358 |
Expr(const Col &c) : const_comp(0) {
|
| 359 |
359 |
typedef std::map<int, Value>::value_type pair_type;
|
| 360 |
360 |
comps.insert(pair_type(id(c), 1));
|
| 361 |
361 |
}
|
| 362 |
362 |
/// Construct an expression from a constant
|
| 363 |
363 |
|
| 364 |
364 |
/// Construct an expression, which's constant component is \c v.
|
| 365 |
365 |
///
|
| 366 |
366 |
Expr(const Value &v) : const_comp(v) {}
|
| 367 |
367 |
/// Returns the coefficient of the column
|
| 368 |
368 |
Value operator[](const Col& c) const {
|
| 369 |
369 |
std::map<int, Value>::const_iterator it=comps.find(id(c));
|
| 370 |
370 |
if (it != comps.end()) {
|
| 371 |
371 |
return it->second;
|
| 372 |
372 |
} else {
|
| 373 |
373 |
return 0;
|
| 374 |
374 |
}
|
| 375 |
375 |
}
|
| 376 |
376 |
/// Returns the coefficient of the column
|
| 377 |
377 |
Value& operator[](const Col& c) {
|
| 378 |
378 |
return comps[id(c)];
|
| 379 |
379 |
}
|
| 380 |
380 |
/// Sets the coefficient of the column
|
| 381 |
381 |
void set(const Col &c, const Value &v) {
|
| 382 |
382 |
if (v != 0.0) {
|
| 383 |
383 |
typedef std::map<int, Value>::value_type pair_type;
|
| 384 |
384 |
comps.insert(pair_type(id(c), v));
|
| 385 |
385 |
} else {
|
| 386 |
386 |
comps.erase(id(c));
|
| 387 |
387 |
}
|
| 388 |
388 |
}
|
| 389 |
389 |
/// Returns the constant component of the expression
|
| 390 |
390 |
Value& operator*() { return const_comp; }
|
| 391 |
391 |
/// Returns the constant component of the expression
|
| 392 |
392 |
const Value& operator*() const { return const_comp; }
|
| 393 |
393 |
/// \brief Removes the coefficients which's absolute value does
|
| 394 |
394 |
/// not exceed \c epsilon. It also sets to zero the constant
|
| 395 |
395 |
/// component, if it does not exceed epsilon in absolute value.
|
| 396 |
396 |
void simplify(Value epsilon = 0.0) {
|
| 397 |
397 |
std::map<int, Value>::iterator it=comps.begin();
|
| 398 |
398 |
while (it != comps.end()) {
|
| 399 |
399 |
std::map<int, Value>::iterator jt=it;
|
| 400 |
400 |
++jt;
|
| 401 |
401 |
if (std::fabs((*it).second) <= epsilon) comps.erase(it);
|
| 402 |
402 |
it=jt;
|
| 403 |
403 |
}
|
| 404 |
404 |
if (std::fabs(const_comp) <= epsilon) const_comp = 0;
|
| 405 |
405 |
}
|
| 406 |
406 |
|
| 407 |
407 |
void simplify(Value epsilon = 0.0) const {
|
| 408 |
408 |
const_cast<Expr*>(this)->simplify(epsilon);
|
| 409 |
409 |
}
|
| 410 |
410 |
|
| 411 |
411 |
///Sets all coefficients and the constant component to 0.
|
| 412 |
412 |
void clear() {
|
| 413 |
413 |
comps.clear();
|
| 414 |
414 |
const_comp=0;
|
| 415 |
415 |
}
|
| 416 |
416 |
|
| 417 |
417 |
///Compound assignment
|
| 418 |
418 |
Expr &operator+=(const Expr &e) {
|
| 419 |
419 |
for (std::map<int, Value>::const_iterator it=e.comps.begin();
|
| 420 |
420 |
it!=e.comps.end(); ++it)
|
| 421 |
421 |
comps[it->first]+=it->second;
|
| 422 |
422 |
const_comp+=e.const_comp;
|
| 423 |
423 |
return *this;
|
| 424 |
424 |
}
|
| 425 |
425 |
///Compound assignment
|
| 426 |
426 |
Expr &operator-=(const Expr &e) {
|
| 427 |
427 |
for (std::map<int, Value>::const_iterator it=e.comps.begin();
|
| 428 |
428 |
it!=e.comps.end(); ++it)
|
| 429 |
429 |
comps[it->first]-=it->second;
|
| 430 |
430 |
const_comp-=e.const_comp;
|
| 431 |
431 |
return *this;
|
| 432 |
432 |
}
|
| 433 |
433 |
///Multiply with a constant
|
| 434 |
434 |
Expr &operator*=(const Value &v) {
|
| 435 |
435 |
for (std::map<int, Value>::iterator it=comps.begin();
|
| 436 |
436 |
it!=comps.end(); ++it)
|
| 437 |
437 |
it->second*=v;
|
| 438 |
438 |
const_comp*=v;
|
| 439 |
439 |
return *this;
|
| 440 |
440 |
}
|
| 441 |
441 |
///Division with a constant
|
| 442 |
442 |
Expr &operator/=(const Value &c) {
|
| 443 |
443 |
for (std::map<int, Value>::iterator it=comps.begin();
|
| 444 |
444 |
it!=comps.end(); ++it)
|
| 445 |
445 |
it->second/=c;
|
| 446 |
446 |
const_comp/=c;
|
| 447 |
447 |
return *this;
|
| 448 |
448 |
}
|
| 449 |
449 |
|
| 450 |
450 |
///Iterator over the expression
|
| 451 |
451 |
|
| 452 |
452 |
///The iterator iterates over the terms of the expression.
|
| 453 |
453 |
///
|
| 454 |
454 |
///\code
|
| 455 |
455 |
///double s=0;
|
| 456 |
456 |
///for(LpBase::Expr::CoeffIt i(e);i!=INVALID;++i)
|
| 457 |
457 |
/// s+= *i * primal(i);
|
| 458 |
458 |
///\endcode
|
| 459 |
459 |
class CoeffIt {
|
| 460 |
460 |
private:
|
| 461 |
461 |
|
| 462 |
462 |
std::map<int, Value>::iterator _it, _end;
|
| 463 |
463 |
|
| 464 |
464 |
public:
|
| 465 |
465 |
|
| 466 |
466 |
/// Sets the iterator to the first term
|
| 467 |
467 |
|
| 468 |
468 |
/// Sets the iterator to the first term of the expression.
|
| 469 |
469 |
///
|
| 470 |
470 |
CoeffIt(Expr& e)
|
| 471 |
471 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
| 472 |
472 |
|
| 473 |
473 |
/// Convert the iterator to the column of the term
|
| 474 |
474 |
operator Col() const {
|
| 475 |
475 |
return colFromId(_it->first);
|
| 476 |
476 |
}
|
| 477 |
477 |
|
| 478 |
478 |
/// Returns the coefficient of the term
|
| 479 |
479 |
Value& operator*() { return _it->second; }
|
| 480 |
480 |
|
| 481 |
481 |
/// Returns the coefficient of the term
|
| 482 |
482 |
const Value& operator*() const { return _it->second; }
|
| 483 |
483 |
/// Next term
|
| 484 |
484 |
|
| 485 |
485 |
/// Assign the iterator to the next term.
|
| 486 |
486 |
///
|
| 487 |
487 |
CoeffIt& operator++() { ++_it; return *this; }
|
| 488 |
488 |
|
| 489 |
489 |
/// Equality operator
|
| 490 |
490 |
bool operator==(Invalid) const { return _it == _end; }
|
| 491 |
491 |
/// Inequality operator
|
| 492 |
492 |
bool operator!=(Invalid) const { return _it != _end; }
|
| 493 |
493 |
};
|
| 494 |
494 |
|
| 495 |
495 |
/// Const iterator over the expression
|
| 496 |
496 |
|
| 497 |
497 |
///The iterator iterates over the terms of the expression.
|
| 498 |
498 |
///
|
| 499 |
499 |
///\code
|
| 500 |
500 |
///double s=0;
|
| 501 |
501 |
///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i)
|
| 502 |
502 |
/// s+=*i * primal(i);
|
| 503 |
503 |
///\endcode
|
| 504 |
504 |
class ConstCoeffIt {
|
| 505 |
505 |
private:
|
| 506 |
506 |
|
| 507 |
507 |
std::map<int, Value>::const_iterator _it, _end;
|
| 508 |
508 |
|
| 509 |
509 |
public:
|
| 510 |
510 |
|
| 511 |
511 |
/// Sets the iterator to the first term
|
| 512 |
512 |
|
| 513 |
513 |
/// Sets the iterator to the first term of the expression.
|
| 514 |
514 |
///
|
| 515 |
515 |
ConstCoeffIt(const Expr& e)
|
| 516 |
516 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
| 517 |
517 |
|
| 518 |
518 |
/// Convert the iterator to the column of the term
|
| 519 |
519 |
operator Col() const {
|
| 520 |
520 |
return colFromId(_it->first);
|
| 521 |
521 |
}
|
| 522 |
522 |
|
| 523 |
523 |
/// Returns the coefficient of the term
|
| 524 |
524 |
const Value& operator*() const { return _it->second; }
|
| 525 |
525 |
|
| 526 |
526 |
/// Next term
|
| 527 |
527 |
|
| 528 |
528 |
/// Assign the iterator to the next term.
|
| 529 |
529 |
///
|
| 530 |
530 |
ConstCoeffIt& operator++() { ++_it; return *this; }
|
| 531 |
531 |
|
| 532 |
532 |
/// Equality operator
|
| 533 |
533 |
bool operator==(Invalid) const { return _it == _end; }
|
| 534 |
534 |
/// Inequality operator
|
| 535 |
535 |
bool operator!=(Invalid) const { return _it != _end; }
|
| 536 |
536 |
};
|
| 537 |
537 |
|
| 538 |
538 |
};
|
| 539 |
539 |
|
| 540 |
540 |
///Linear constraint
|
| 541 |
541 |
|
| 542 |
542 |
///This data stucture represents a linear constraint in the LP.
|
| 543 |
543 |
///Basically it is a linear expression with a lower or an upper bound
|
| 544 |
544 |
///(or both). These parts of the constraint can be obtained by the member
|
| 545 |
545 |
///functions \ref expr(), \ref lowerBound() and \ref upperBound(),
|
| 546 |
546 |
///respectively.
|
| 547 |
547 |
///There are two ways to construct a constraint.
|
| 548 |
548 |
///- You can set the linear expression and the bounds directly
|
| 549 |
549 |
/// by the functions above.
|
| 550 |
550 |
///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt>
|
| 551 |
551 |
/// are defined between expressions, or even between constraints whenever
|
| 552 |
552 |
/// it makes sense. Therefore if \c e and \c f are linear expressions and
|
| 553 |
553 |
/// \c s and \c t are numbers, then the followings are valid expressions
|
| 554 |
554 |
/// and thus they can be used directly e.g. in \ref addRow() whenever
|
| 555 |
555 |
/// it makes sense.
|
| 556 |
556 |
///\code
|
| 557 |
557 |
/// e<=s
|
| 558 |
558 |
/// e<=f
|
| 559 |
559 |
/// e==f
|
| 560 |
560 |
/// s<=e<=t
|
| 561 |
561 |
/// e>=t
|
| 562 |
562 |
///\endcode
|
| 563 |
563 |
///\warning The validity of a constraint is checked only at run
|
| 564 |
564 |
///time, so e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will
|
| 565 |
565 |
///compile, but will fail an assertion.
|
| 566 |
566 |
class Constr
|
| 567 |
567 |
{
|
| 568 |
568 |
public:
|
| 569 |
569 |
typedef LpBase::Expr Expr;
|
| 570 |
570 |
typedef Expr::Key Key;
|
| 571 |
571 |
typedef Expr::Value Value;
|
| 572 |
572 |
|
| 573 |
573 |
protected:
|
| 574 |
574 |
Expr _expr;
|
| 575 |
575 |
Value _lb,_ub;
|
| 576 |
576 |
public:
|
| 577 |
577 |
///\e
|
| 578 |
578 |
Constr() : _expr(), _lb(NaN), _ub(NaN) {}
|
| 579 |
579 |
///\e
|
| 580 |
580 |
Constr(Value lb, const Expr &e, Value ub) :
|
| 581 |
581 |
_expr(e), _lb(lb), _ub(ub) {}
|
| 582 |
582 |
Constr(const Expr &e) :
|
| 583 |
583 |
_expr(e), _lb(NaN), _ub(NaN) {}
|
| 584 |
584 |
///\e
|
| 585 |
585 |
void clear()
|
| 586 |
586 |
{
|
| 587 |
587 |
_expr.clear();
|
| 588 |
588 |
_lb=_ub=NaN;
|
| 589 |
589 |
}
|
| 590 |
590 |
|
| 591 |
591 |
///Reference to the linear expression
|
| 592 |
592 |
Expr &expr() { return _expr; }
|
| 593 |
593 |
///Cont reference to the linear expression
|
| 594 |
594 |
const Expr &expr() const { return _expr; }
|
| 595 |
595 |
///Reference to the lower bound.
|
| 596 |
596 |
|
| 597 |
597 |
///\return
|
| 598 |
598 |
///- \ref INF "INF": the constraint is lower unbounded.
|
| 599 |
599 |
///- \ref NaN "NaN": lower bound has not been set.
|
| 600 |
600 |
///- finite number: the lower bound
|
| 601 |
601 |
Value &lowerBound() { return _lb; }
|
| 602 |
602 |
///The const version of \ref lowerBound()
|
| 603 |
603 |
const Value &lowerBound() const { return _lb; }
|
| 604 |
604 |
///Reference to the upper bound.
|
| 605 |
605 |
|
| 606 |
606 |
///\return
|
| 607 |
607 |
///- \ref INF "INF": the constraint is upper unbounded.
|
| 608 |
608 |
///- \ref NaN "NaN": upper bound has not been set.
|
| 609 |
609 |
///- finite number: the upper bound
|
| 610 |
610 |
Value &upperBound() { return _ub; }
|
| 611 |
611 |
///The const version of \ref upperBound()
|
| 612 |
612 |
const Value &upperBound() const { return _ub; }
|
| 613 |
613 |
///Is the constraint lower bounded?
|
| 614 |
614 |
bool lowerBounded() const {
|
| 615 |
615 |
return _lb != -INF && !isNaN(_lb);
|
| 616 |
616 |
}
|
| 617 |
617 |
///Is the constraint upper bounded?
|
| 618 |
618 |
bool upperBounded() const {
|
| 619 |
619 |
return _ub != INF && !isNaN(_ub);
|
| 620 |
620 |
}
|
| 621 |
621 |
|
| 622 |
622 |
};
|
| 623 |
623 |
|
| 624 |
624 |
///Linear expression of rows
|
| 625 |
625 |
|
| 626 |
626 |
///This data structure represents a column of the matrix,
|
| 627 |
627 |
///thas is it strores a linear expression of the dual variables
|
| 628 |
628 |
///(\ref Row "Row"s).
|
| 629 |
629 |
///
|
| 630 |
630 |
///There are several ways to access and modify the contents of this
|
| 631 |
631 |
///container.
|
| 632 |
632 |
///\code
|
| 633 |
633 |
///e[v]=5;
|
| 634 |
634 |
///e[v]+=12;
|
| 635 |
635 |
///e.erase(v);
|
| 636 |
636 |
///\endcode
|
| 637 |
637 |
///or you can also iterate through its elements.
|
| 638 |
638 |
///\code
|
| 639 |
639 |
///double s=0;
|
| 640 |
640 |
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i)
|
| 641 |
641 |
/// s+=*i;
|
| 642 |
642 |
///\endcode
|
| 643 |
643 |
///(This code computes the sum of all coefficients).
|
| 644 |
644 |
///- Numbers (<tt>double</tt>'s)
|
| 645 |
645 |
///and variables (\ref Row "Row"s) directly convert to an
|
| 646 |
646 |
///\ref DualExpr and the usual linear operations are defined, so
|
| 647 |
647 |
///\code
|
| 648 |
648 |
///v+w
|
| 649 |
649 |
///2*v-3.12*(v-w/2)
|
| 650 |
650 |
///v*2.1+(3*v+(v*12+w)*3)/2
|
| 651 |
651 |
///\endcode
|
| 652 |
652 |
///are valid \ref DualExpr dual expressions.
|
| 653 |
653 |
///The usual assignment operations are also defined.
|
| 654 |
654 |
///\code
|
| 655 |
655 |
///e=v+w;
|
| 656 |
656 |
///e+=2*v-3.12*(v-w/2);
|
| 657 |
657 |
///e*=3.4;
|
| 658 |
658 |
///e/=5;
|
| 659 |
659 |
///\endcode
|
| 660 |
660 |
///
|
| 661 |
661 |
///\sa Expr
|
| 662 |
662 |
class DualExpr {
|
| 663 |
663 |
friend class LpBase;
|
| 664 |
664 |
public:
|
| 665 |
665 |
/// The key type of the expression
|
| 666 |
666 |
typedef LpBase::Row Key;
|
| 667 |
667 |
/// The value type of the expression
|
| 668 |
668 |
typedef LpBase::Value Value;
|
| 669 |
669 |
|
| 670 |
670 |
protected:
|
| 671 |
671 |
std::map<int, Value> comps;
|
| 672 |
672 |
|
| 673 |
673 |
public:
|
| 674 |
674 |
typedef True SolverExpr;
|
| 675 |
675 |
/// Default constructor
|
| 676 |
676 |
|
| 677 |
677 |
/// Construct an empty expression, the coefficients are
|
| 678 |
678 |
/// initialized to zero.
|
| 679 |
679 |
DualExpr() {}
|
| 680 |
680 |
/// Construct an expression from a row
|
| 681 |
681 |
|
| 682 |
682 |
/// Construct an expression, which has a term with \c r dual
|
| 683 |
683 |
/// variable and 1.0 coefficient.
|
| 684 |
684 |
DualExpr(const Row &r) {
|
| 685 |
685 |
typedef std::map<int, Value>::value_type pair_type;
|
| 686 |
686 |
comps.insert(pair_type(id(r), 1));
|
| 687 |
687 |
}
|
| 688 |
688 |
/// Returns the coefficient of the row
|
| 689 |
689 |
Value operator[](const Row& r) const {
|
| 690 |
690 |
std::map<int, Value>::const_iterator it = comps.find(id(r));
|
| 691 |
691 |
if (it != comps.end()) {
|
| 692 |
692 |
return it->second;
|
| 693 |
693 |
} else {
|
| 694 |
694 |
return 0;
|
| 695 |
695 |
}
|
| 696 |
696 |
}
|
| 697 |
697 |
/// Returns the coefficient of the row
|
| 698 |
698 |
Value& operator[](const Row& r) {
|
| 699 |
699 |
return comps[id(r)];
|
| 700 |
700 |
}
|
| 701 |
701 |
/// Sets the coefficient of the row
|
| 702 |
702 |
void set(const Row &r, const Value &v) {
|
| 703 |
703 |
if (v != 0.0) {
|
| 704 |
704 |
typedef std::map<int, Value>::value_type pair_type;
|
| 705 |
705 |
comps.insert(pair_type(id(r), v));
|
| 706 |
706 |
} else {
|
| 707 |
707 |
comps.erase(id(r));
|
| 708 |
708 |
}
|
| 709 |
709 |
}
|
| 710 |
710 |
/// \brief Removes the coefficients which's absolute value does
|
| 711 |
711 |
/// not exceed \c epsilon.
|
| 712 |
712 |
void simplify(Value epsilon = 0.0) {
|
| 713 |
713 |
std::map<int, Value>::iterator it=comps.begin();
|
| 714 |
714 |
while (it != comps.end()) {
|
| 715 |
715 |
std::map<int, Value>::iterator jt=it;
|
| 716 |
716 |
++jt;
|
| 717 |
717 |
if (std::fabs((*it).second) <= epsilon) comps.erase(it);
|
| 718 |
718 |
it=jt;
|
| 719 |
719 |
}
|
| 720 |
720 |
}
|
| 721 |
721 |
|
| 722 |
722 |
void simplify(Value epsilon = 0.0) const {
|
| 723 |
723 |
const_cast<DualExpr*>(this)->simplify(epsilon);
|
| 724 |
724 |
}
|
| 725 |
725 |
|
| 726 |
726 |
///Sets all coefficients to 0.
|
| 727 |
727 |
void clear() {
|
| 728 |
728 |
comps.clear();
|
| 729 |
729 |
}
|
| 730 |
730 |
///Compound assignment
|
| 731 |
731 |
DualExpr &operator+=(const DualExpr &e) {
|
| 732 |
732 |
for (std::map<int, Value>::const_iterator it=e.comps.begin();
|
| 733 |
733 |
it!=e.comps.end(); ++it)
|
| 734 |
734 |
comps[it->first]+=it->second;
|
| 735 |
735 |
return *this;
|
| 736 |
736 |
}
|
| 737 |
737 |
///Compound assignment
|
| 738 |
738 |
DualExpr &operator-=(const DualExpr &e) {
|
| 739 |
739 |
for (std::map<int, Value>::const_iterator it=e.comps.begin();
|
| 740 |
740 |
it!=e.comps.end(); ++it)
|
| 741 |
741 |
comps[it->first]-=it->second;
|
| 742 |
742 |
return *this;
|
| 743 |
743 |
}
|
| 744 |
744 |
///Multiply with a constant
|
| 745 |
745 |
DualExpr &operator*=(const Value &v) {
|
| 746 |
746 |
for (std::map<int, Value>::iterator it=comps.begin();
|
| 747 |
747 |
it!=comps.end(); ++it)
|
| 748 |
748 |
it->second*=v;
|
| 749 |
749 |
return *this;
|
| 750 |
750 |
}
|
| 751 |
751 |
///Division with a constant
|
| 752 |
752 |
DualExpr &operator/=(const Value &v) {
|
| 753 |
753 |
for (std::map<int, Value>::iterator it=comps.begin();
|
| 754 |
754 |
it!=comps.end(); ++it)
|
| 755 |
755 |
it->second/=v;
|
| 756 |
756 |
return *this;
|
| 757 |
757 |
}
|
| 758 |
758 |
|
| 759 |
759 |
///Iterator over the expression
|
| 760 |
760 |
|
| 761 |
761 |
///The iterator iterates over the terms of the expression.
|
| 762 |
762 |
///
|
| 763 |
763 |
///\code
|
| 764 |
764 |
///double s=0;
|
| 765 |
765 |
///for(LpBase::DualExpr::CoeffIt i(e);i!=INVALID;++i)
|
| 766 |
766 |
/// s+= *i * dual(i);
|
| 767 |
767 |
///\endcode
|
| 768 |
768 |
class CoeffIt {
|
| 769 |
769 |
private:
|
| 770 |
770 |
|
| 771 |
771 |
std::map<int, Value>::iterator _it, _end;
|
| 772 |
772 |
|
| 773 |
773 |
public:
|
| 774 |
774 |
|
| 775 |
775 |
/// Sets the iterator to the first term
|
| 776 |
776 |
|
| 777 |
777 |
/// Sets the iterator to the first term of the expression.
|
| 778 |
778 |
///
|
| 779 |
779 |
CoeffIt(DualExpr& e)
|
| 780 |
780 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
| 781 |
781 |
|
| 782 |
782 |
/// Convert the iterator to the row of the term
|
| 783 |
783 |
operator Row() const {
|
| 784 |
784 |
return rowFromId(_it->first);
|
| 785 |
785 |
}
|
| 786 |
786 |
|
| 787 |
787 |
/// Returns the coefficient of the term
|
| 788 |
788 |
Value& operator*() { return _it->second; }
|
| 789 |
789 |
|
| 790 |
790 |
/// Returns the coefficient of the term
|
| 791 |
791 |
const Value& operator*() const { return _it->second; }
|
| 792 |
792 |
|
| 793 |
793 |
/// Next term
|
| 794 |
794 |
|
| 795 |
795 |
/// Assign the iterator to the next term.
|
| 796 |
796 |
///
|
| 797 |
797 |
CoeffIt& operator++() { ++_it; return *this; }
|
| 798 |
798 |
|
| 799 |
799 |
/// Equality operator
|
| 800 |
800 |
bool operator==(Invalid) const { return _it == _end; }
|
| 801 |
801 |
/// Inequality operator
|
| 802 |
802 |
bool operator!=(Invalid) const { return _it != _end; }
|
| 803 |
803 |
};
|
| 804 |
804 |
|
| 805 |
805 |
///Iterator over the expression
|
| 806 |
806 |
|
| 807 |
807 |
///The iterator iterates over the terms of the expression.
|
| 808 |
808 |
///
|
| 809 |
809 |
///\code
|
| 810 |
810 |
///double s=0;
|
| 811 |
811 |
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i)
|
| 812 |
812 |
/// s+= *i * dual(i);
|
| 813 |
813 |
///\endcode
|
| 814 |
814 |
class ConstCoeffIt {
|
| 815 |
815 |
private:
|
| 816 |
816 |
|
| 817 |
817 |
std::map<int, Value>::const_iterator _it, _end;
|
| 818 |
818 |
|
| 819 |
819 |
public:
|
| 820 |
820 |
|
| 821 |
821 |
/// Sets the iterator to the first term
|
| 822 |
822 |
|
| 823 |
823 |
/// Sets the iterator to the first term of the expression.
|
| 824 |
824 |
///
|
| 825 |
825 |
ConstCoeffIt(const DualExpr& e)
|
| 826 |
826 |
: _it(e.comps.begin()), _end(e.comps.end()){}
|
| 827 |
827 |
|
| 828 |
828 |
/// Convert the iterator to the row of the term
|
| 829 |
829 |
operator Row() const {
|
| 830 |
830 |
return rowFromId(_it->first);
|
| 831 |
831 |
}
|
| 832 |
832 |
|
| 833 |
833 |
/// Returns the coefficient of the term
|
| 834 |
834 |
const Value& operator*() const { return _it->second; }
|
| 835 |
835 |
|
| 836 |
836 |
/// Next term
|
| 837 |
837 |
|
| 838 |
838 |
/// Assign the iterator to the next term.
|
| 839 |
839 |
///
|
| 840 |
840 |
ConstCoeffIt& operator++() { ++_it; return *this; }
|
| 841 |
841 |
|
| 842 |
842 |
/// Equality operator
|
| 843 |
843 |
bool operator==(Invalid) const { return _it == _end; }
|
| 844 |
844 |
/// Inequality operator
|
| 845 |
845 |
bool operator!=(Invalid) const { return _it != _end; }
|
| 846 |
846 |
};
|
| 847 |
847 |
};
|
| 848 |
848 |
|
| 849 |
849 |
|
| 850 |
850 |
protected:
|
| 851 |
851 |
|
| 852 |
852 |
class InsertIterator {
|
| 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 void _eraseCol(int col) = 0;
|
| 947 |
947 |
virtual void _eraseRow(int row) = 0;
|
| 948 |
948 |
|
| 949 |
949 |
virtual void _getColName(int col, std::string& name) const = 0;
|
| 950 |
950 |
virtual void _setColName(int col, const std::string& name) = 0;
|
| 951 |
951 |
virtual int _colByName(const std::string& name) const = 0;
|
| 952 |
952 |
|
| 953 |
953 |
virtual void _getRowName(int row, std::string& name) const = 0;
|
| 954 |
954 |
virtual void _setRowName(int row, const std::string& name) = 0;
|
| 955 |
955 |
virtual int _rowByName(const std::string& name) const = 0;
|
| 956 |
956 |
|
| 957 |
957 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e) = 0;
|
| 958 |
958 |
virtual void _getRowCoeffs(int i, InsertIterator b) const = 0;
|
| 959 |
959 |
|
| 960 |
960 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e) = 0;
|
| 961 |
961 |
virtual void _getColCoeffs(int i, InsertIterator b) const = 0;
|
| 962 |
962 |
|
| 963 |
963 |
virtual void _setCoeff(int row, int col, Value value) = 0;
|
| 964 |
964 |
virtual Value _getCoeff(int row, int col) const = 0;
|
| 965 |
965 |
|
| 966 |
966 |
virtual void _setColLowerBound(int i, Value value) = 0;
|
| 967 |
967 |
virtual Value _getColLowerBound(int i) const = 0;
|
| 968 |
968 |
|
| 969 |
969 |
virtual void _setColUpperBound(int i, Value value) = 0;
|
| 970 |
970 |
virtual Value _getColUpperBound(int i) const = 0;
|
| 971 |
971 |
|
| 972 |
972 |
virtual void _setRowLowerBound(int i, Value value) = 0;
|
| 973 |
973 |
virtual Value _getRowLowerBound(int i) const = 0;
|
| 974 |
974 |
|
| 975 |
975 |
virtual void _setRowUpperBound(int i, Value value) = 0;
|
| 976 |
976 |
virtual Value _getRowUpperBound(int i) const = 0;
|
| 977 |
977 |
|
| 978 |
978 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e) = 0;
|
| 979 |
979 |
virtual void _getObjCoeffs(InsertIterator b) const = 0;
|
| 980 |
980 |
|
| 981 |
981 |
virtual void _setObjCoeff(int i, Value obj_coef) = 0;
|
| 982 |
982 |
virtual Value _getObjCoeff(int i) const = 0;
|
| 983 |
983 |
|
| 984 |
984 |
virtual void _setSense(Sense) = 0;
|
| 985 |
985 |
virtual Sense _getSense() const = 0;
|
| 986 |
986 |
|
| 987 |
987 |
virtual void _clear() = 0;
|
| 988 |
988 |
|
| 989 |
989 |
virtual const char* _solverName() const = 0;
|
| 990 |
990 |
|
| 991 |
991 |
virtual void _messageLevel(MessageLevel level) = 0;
|
| 992 |
992 |
|
| 993 |
993 |
//Own protected stuff
|
| 994 |
994 |
|
| 995 |
995 |
//Constant component of the objective function
|
| 996 |
996 |
Value obj_const_comp;
|
| 997 |
997 |
|
| 998 |
998 |
LpBase() : rows(), cols(), obj_const_comp(0) {}
|
| 999 |
999 |
|
| 1000 |
1000 |
public:
|
| 1001 |
1001 |
|
| 1002 |
1002 |
/// Virtual destructor
|
| 1003 |
1003 |
virtual ~LpBase() {}
|
| 1004 |
1004 |
|
| 1005 |
1005 |
///Gives back the name of the solver.
|
| 1006 |
1006 |
const char* solverName() const {return _solverName();}
|
| 1007 |
1007 |
|
| 1008 |
1008 |
///\name Build Up and Modify the LP
|
| 1009 |
1009 |
|
| 1010 |
1010 |
///@{
|
| 1011 |
1011 |
|
| 1012 |
1012 |
///Add a new empty column (i.e a new variable) to the LP
|
| 1013 |
1013 |
Col addCol() { Col c; c._id = _addColId(_addCol()); return c;}
|
| 1014 |
1014 |
|
| 1015 |
1015 |
///\brief Adds several new columns (i.e variables) at once
|
| 1016 |
1016 |
///
|
| 1017 |
1017 |
///This magic function takes a container as its argument and fills
|
| 1018 |
1018 |
///its elements with new columns (i.e. variables)
|
| 1019 |
1019 |
///\param t can be
|
| 1020 |
1020 |
///- a standard STL compatible iterable container with
|
| 1021 |
1021 |
///\ref Col as its \c values_type like
|
| 1022 |
1022 |
///\code
|
| 1023 |
1023 |
///std::vector<LpBase::Col>
|
| 1024 |
1024 |
///std::list<LpBase::Col>
|
| 1025 |
1025 |
///\endcode
|
| 1026 |
1026 |
///- a standard STL compatible iterable container with
|
| 1027 |
1027 |
///\ref Col as its \c mapped_type like
|
| 1028 |
1028 |
///\code
|
| 1029 |
1029 |
///std::map<AnyType,LpBase::Col>
|
| 1030 |
1030 |
///\endcode
|
| 1031 |
1031 |
///- an iterable lemon \ref concepts::WriteMap "write map" like
|
| 1032 |
1032 |
///\code
|
| 1033 |
1033 |
///ListGraph::NodeMap<LpBase::Col>
|
| 1034 |
1034 |
///ListGraph::ArcMap<LpBase::Col>
|
| 1035 |
1035 |
///\endcode
|
| 1036 |
1036 |
///\return The number of the created column.
|
| 1037 |
1037 |
#ifdef DOXYGEN
|
| 1038 |
1038 |
template<class T>
|
| 1039 |
1039 |
int addColSet(T &t) { return 0;}
|
| 1040 |
1040 |
#else
|
| 1041 |
1041 |
template<class T>
|
| 1042 |
1042 |
typename enable_if<typename T::value_type::LpCol,int>::type
|
| 1043 |
1043 |
addColSet(T &t,dummy<0> = 0) {
|
| 1044 |
1044 |
int s=0;
|
| 1045 |
1045 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;}
|
| 1046 |
1046 |
return s;
|
| 1047 |
1047 |
}
|
| 1048 |
1048 |
template<class T>
|
| 1049 |
1049 |
typename enable_if<typename T::value_type::second_type::LpCol,
|
| 1050 |
1050 |
int>::type
|
| 1051 |
1051 |
addColSet(T &t,dummy<1> = 1) {
|
| 1052 |
1052 |
int s=0;
|
| 1053 |
1053 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
| 1054 |
1054 |
i->second=addCol();
|
| 1055 |
1055 |
s++;
|
| 1056 |
1056 |
}
|
| 1057 |
1057 |
return s;
|
| 1058 |
1058 |
}
|
| 1059 |
1059 |
template<class T>
|
| 1060 |
1060 |
typename enable_if<typename T::MapIt::Value::LpCol,
|
| 1061 |
1061 |
int>::type
|
| 1062 |
1062 |
addColSet(T &t,dummy<2> = 2) {
|
| 1063 |
1063 |
int s=0;
|
| 1064 |
1064 |
for(typename T::MapIt i(t); i!=INVALID; ++i)
|
| 1065 |
1065 |
{
|
| 1066 |
1066 |
i.set(addCol());
|
| 1067 |
1067 |
s++;
|
| 1068 |
1068 |
}
|
| 1069 |
1069 |
return s;
|
| 1070 |
1070 |
}
|
| 1071 |
1071 |
#endif
|
| 1072 |
1072 |
|
| 1073 |
1073 |
///Set a column (i.e a dual constraint) of the LP
|
| 1074 |
1074 |
|
| 1075 |
1075 |
///\param c is the column to be modified
|
| 1076 |
1076 |
///\param e is a dual linear expression (see \ref DualExpr)
|
| 1077 |
1077 |
///a better one.
|
| 1078 |
1078 |
void col(Col c, const DualExpr &e) {
|
| 1079 |
1079 |
e.simplify();
|
| 1080 |
1080 |
_setColCoeffs(cols(id(c)), ExprIterator(e.comps.begin(), rows),
|
| 1081 |
1081 |
ExprIterator(e.comps.end(), rows));
|
| 1082 |
1082 |
}
|
| 1083 |
1083 |
|
| 1084 |
1084 |
///Get a column (i.e a dual constraint) of the LP
|
| 1085 |
1085 |
|
| 1086 |
1086 |
///\param c is the column to get
|
| 1087 |
1087 |
///\return the dual expression associated to the column
|
| 1088 |
1088 |
DualExpr col(Col c) const {
|
| 1089 |
1089 |
DualExpr e;
|
| 1090 |
1090 |
_getColCoeffs(cols(id(c)), InsertIterator(e.comps, rows));
|
| 1091 |
1091 |
return e;
|
| 1092 |
1092 |
}
|
| 1093 |
1093 |
|
| 1094 |
1094 |
///Add a new column to the LP
|
| 1095 |
1095 |
|
| 1096 |
1096 |
///\param e is a dual linear expression (see \ref DualExpr)
|
| 1097 |
1097 |
///\param o is the corresponding component of the objective
|
| 1098 |
1098 |
///function. It is 0 by default.
|
| 1099 |
1099 |
///\return The created column.
|
| 1100 |
1100 |
Col addCol(const DualExpr &e, Value o = 0) {
|
| 1101 |
1101 |
Col c=addCol();
|
| 1102 |
1102 |
col(c,e);
|
| 1103 |
1103 |
objCoeff(c,o);
|
| 1104 |
1104 |
return c;
|
| 1105 |
1105 |
}
|
| 1106 |
1106 |
|
| 1107 |
1107 |
///Add a new empty row (i.e a new constraint) to the LP
|
| 1108 |
1108 |
|
| 1109 |
1109 |
///This function adds a new empty row (i.e a new constraint) to the LP.
|
| 1110 |
1110 |
///\return The created row
|
| 1111 |
1111 |
Row addRow() { Row r; r._id = _addRowId(_addRow()); return r;}
|
| 1112 |
1112 |
|
| 1113 |
1113 |
///\brief Add several new rows (i.e constraints) at once
|
| 1114 |
1114 |
///
|
| 1115 |
1115 |
///This magic function takes a container as its argument and fills
|
| 1116 |
1116 |
///its elements with new row (i.e. variables)
|
| 1117 |
1117 |
///\param t can be
|
| 1118 |
1118 |
///- a standard STL compatible iterable container with
|
| 1119 |
1119 |
///\ref Row as its \c values_type like
|
| 1120 |
1120 |
///\code
|
| 1121 |
1121 |
///std::vector<LpBase::Row>
|
| 1122 |
1122 |
///std::list<LpBase::Row>
|
| 1123 |
1123 |
///\endcode
|
| 1124 |
1124 |
///- a standard STL compatible iterable container with
|
| 1125 |
1125 |
///\ref Row as its \c mapped_type like
|
| 1126 |
1126 |
///\code
|
| 1127 |
1127 |
///std::map<AnyType,LpBase::Row>
|
| 1128 |
1128 |
///\endcode
|
| 1129 |
1129 |
///- an iterable lemon \ref concepts::WriteMap "write map" like
|
| 1130 |
1130 |
///\code
|
| 1131 |
1131 |
///ListGraph::NodeMap<LpBase::Row>
|
| 1132 |
1132 |
///ListGraph::ArcMap<LpBase::Row>
|
| 1133 |
1133 |
///\endcode
|
| 1134 |
1134 |
///\return The number of rows created.
|
| 1135 |
1135 |
#ifdef DOXYGEN
|
| 1136 |
1136 |
template<class T>
|
| 1137 |
1137 |
int addRowSet(T &t) { return 0;}
|
| 1138 |
1138 |
#else
|
| 1139 |
1139 |
template<class T>
|
| 1140 |
1140 |
typename enable_if<typename T::value_type::LpRow,int>::type
|
| 1141 |
1141 |
addRowSet(T &t, dummy<0> = 0) {
|
| 1142 |
1142 |
int s=0;
|
| 1143 |
1143 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;}
|
| 1144 |
1144 |
return s;
|
| 1145 |
1145 |
}
|
| 1146 |
1146 |
template<class T>
|
| 1147 |
1147 |
typename enable_if<typename T::value_type::second_type::LpRow, int>::type
|
| 1148 |
1148 |
addRowSet(T &t, dummy<1> = 1) {
|
| 1149 |
1149 |
int s=0;
|
| 1150 |
1150 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
| 1151 |
1151 |
i->second=addRow();
|
| 1152 |
1152 |
s++;
|
| 1153 |
1153 |
}
|
| 1154 |
1154 |
return s;
|
| 1155 |
1155 |
}
|
| 1156 |
1156 |
template<class T>
|
| 1157 |
1157 |
typename enable_if<typename T::MapIt::Value::LpRow, int>::type
|
| 1158 |
1158 |
addRowSet(T &t, dummy<2> = 2) {
|
| 1159 |
1159 |
int s=0;
|
| 1160 |
1160 |
for(typename T::MapIt i(t); i!=INVALID; ++i)
|
| 1161 |
1161 |
{
|
| 1162 |
1162 |
i.set(addRow());
|
| 1163 |
1163 |
s++;
|
| 1164 |
1164 |
}
|
| 1165 |
1165 |
return s;
|
| 1166 |
1166 |
}
|
| 1167 |
1167 |
#endif
|
| 1168 |
1168 |
|
| 1169 |
1169 |
///Set a row (i.e a constraint) of the LP
|
| 1170 |
1170 |
|
| 1171 |
1171 |
///\param r is the row to be modified
|
| 1172 |
1172 |
///\param l is lower bound (-\ref INF means no bound)
|
| 1173 |
1173 |
///\param e is a linear expression (see \ref Expr)
|
| 1174 |
1174 |
///\param u is the upper bound (\ref INF means no bound)
|
| 1175 |
1175 |
void row(Row r, Value l, const Expr &e, Value u) {
|
| 1176 |
1176 |
e.simplify();
|
| 1177 |
1177 |
_setRowCoeffs(rows(id(r)), ExprIterator(e.comps.begin(), cols),
|
| 1178 |
1178 |
ExprIterator(e.comps.end(), cols));
|
| 1179 |
1179 |
_setRowLowerBound(rows(id(r)),l - *e);
|
| 1180 |
1180 |
_setRowUpperBound(rows(id(r)),u - *e);
|
| 1181 |
1181 |
}
|
| 1182 |
1182 |
|
| 1183 |
1183 |
///Set a row (i.e a constraint) of the LP
|
| 1184 |
1184 |
|
| 1185 |
1185 |
///\param r is the row to be modified
|
| 1186 |
1186 |
///\param c is a linear expression (see \ref Constr)
|
| 1187 |
1187 |
void row(Row r, const Constr &c) {
|
| 1188 |
1188 |
row(r, c.lowerBounded()?c.lowerBound():-INF,
|
| 1189 |
1189 |
c.expr(), c.upperBounded()?c.upperBound():INF);
|
| 1190 |
1190 |
}
|
| 1191 |
1191 |
|
| 1192 |
1192 |
|
| 1193 |
1193 |
///Get a row (i.e a constraint) of the LP
|
| 1194 |
1194 |
|
| 1195 |
1195 |
///\param r is the row to get
|
| 1196 |
1196 |
///\return the expression associated to the row
|
| 1197 |
1197 |
Expr row(Row r) const {
|
| 1198 |
1198 |
Expr e;
|
| 1199 |
1199 |
_getRowCoeffs(rows(id(r)), InsertIterator(e.comps, cols));
|
| 1200 |
1200 |
return e;
|
| 1201 |
1201 |
}
|
| 1202 |
1202 |
|
| 1203 |
1203 |
///Add a new row (i.e a new constraint) to the LP
|
| 1204 |
1204 |
|
| 1205 |
1205 |
///\param l is the lower bound (-\ref INF means no bound)
|
| 1206 |
1206 |
///\param e is a linear expression (see \ref Expr)
|
| 1207 |
1207 |
///\param u is the upper bound (\ref INF means no bound)
|
| 1208 |
1208 |
///\return The created row.
|
| 1209 |
1209 |
Row addRow(Value l,const Expr &e, Value u) {
|
| 1210 |
1210 |
Row r=addRow();
|
| 1211 |
1211 |
row(r,l,e,u);
|
| 1212 |
1212 |
return r;
|
| 1213 |
1213 |
}
|
| 1214 |
1214 |
|
| 1215 |
1215 |
///Add a new row (i.e a new constraint) to the LP
|
| 1216 |
1216 |
|
| 1217 |
1217 |
///\param c is a linear expression (see \ref Constr)
|
| 1218 |
1218 |
///\return The created row.
|
| 1219 |
1219 |
Row addRow(const Constr &c) {
|
| 1220 |
1220 |
Row r=addRow();
|
| 1221 |
1221 |
row(r,c);
|
| 1222 |
1222 |
return r;
|
| 1223 |
1223 |
}
|
| 1224 |
1224 |
///Erase a column (i.e a variable) from the LP
|
| 1225 |
1225 |
|
| 1226 |
1226 |
///\param c is the column to be deleted
|
| 1227 |
1227 |
void erase(Col c) {
|
| 1228 |
1228 |
_eraseCol(cols(id(c)));
|
| 1229 |
1229 |
_eraseColId(cols(id(c)));
|
| 1230 |
1230 |
}
|
| 1231 |
1231 |
///Erase a row (i.e a constraint) from the LP
|
| 1232 |
1232 |
|
| 1233 |
1233 |
///\param r is the row to be deleted
|
| 1234 |
1234 |
void erase(Row r) {
|
| 1235 |
1235 |
_eraseRow(rows(id(r)));
|
| 1236 |
1236 |
_eraseRowId(rows(id(r)));
|
| 1237 |
1237 |
}
|
| 1238 |
1238 |
|
| 1239 |
1239 |
/// Get the name of a column
|
| 1240 |
1240 |
|
| 1241 |
1241 |
///\param c is the coresponding column
|
| 1242 |
1242 |
///\return The name of the colunm
|
| 1243 |
1243 |
std::string colName(Col c) const {
|
| 1244 |
1244 |
std::string name;
|
| 1245 |
1245 |
_getColName(cols(id(c)), name);
|
| 1246 |
1246 |
return name;
|
| 1247 |
1247 |
}
|
| 1248 |
1248 |
|
| 1249 |
1249 |
/// Set the name of a column
|
| 1250 |
1250 |
|
| 1251 |
1251 |
///\param c is the coresponding column
|
| 1252 |
1252 |
///\param name The name to be given
|
| 1253 |
1253 |
void colName(Col c, const std::string& name) {
|
| 1254 |
1254 |
_setColName(cols(id(c)), name);
|
| 1255 |
1255 |
}
|
| 1256 |
1256 |
|
| 1257 |
1257 |
/// Get the column by its name
|
| 1258 |
1258 |
|
| 1259 |
1259 |
///\param name The name of the column
|
| 1260 |
1260 |
///\return the proper column or \c INVALID
|
| 1261 |
1261 |
Col colByName(const std::string& name) const {
|
| 1262 |
1262 |
int k = _colByName(name);
|
| 1263 |
1263 |
return k != -1 ? Col(cols[k]) : Col(INVALID);
|
| 1264 |
1264 |
}
|
| 1265 |
1265 |
|
| 1266 |
1266 |
/// Get the name of a row
|
| 1267 |
1267 |
|
| 1268 |
1268 |
///\param r is the coresponding row
|
| 1269 |
1269 |
///\return The name of the row
|
| 1270 |
1270 |
std::string rowName(Row r) const {
|
| 1271 |
1271 |
std::string name;
|
| 1272 |
1272 |
_getRowName(rows(id(r)), name);
|
| 1273 |
1273 |
return name;
|
| 1274 |
1274 |
}
|
| 1275 |
1275 |
|
| 1276 |
1276 |
/// Set the name of a row
|
| 1277 |
1277 |
|
| 1278 |
1278 |
///\param r is the coresponding row
|
| 1279 |
1279 |
///\param name The name to be given
|
| 1280 |
1280 |
void rowName(Row r, const std::string& name) {
|
| 1281 |
1281 |
_setRowName(rows(id(r)), name);
|
| 1282 |
1282 |
}
|
| 1283 |
1283 |
|
| 1284 |
1284 |
/// Get the row by its name
|
| 1285 |
1285 |
|
| 1286 |
1286 |
///\param name The name of the row
|
| 1287 |
1287 |
///\return the proper row or \c INVALID
|
| 1288 |
1288 |
Row rowByName(const std::string& name) const {
|
| 1289 |
1289 |
int k = _rowByName(name);
|
| 1290 |
1290 |
return k != -1 ? Row(rows[k]) : Row(INVALID);
|
| 1291 |
1291 |
}
|
| 1292 |
1292 |
|
| 1293 |
1293 |
/// Set an element of the coefficient matrix of the LP
|
| 1294 |
1294 |
|
| 1295 |
1295 |
///\param r is the row of the element to be modified
|
| 1296 |
1296 |
///\param c is the column of the element to be modified
|
| 1297 |
1297 |
///\param val is the new value of the coefficient
|
| 1298 |
1298 |
void coeff(Row r, Col c, Value val) {
|
| 1299 |
1299 |
_setCoeff(rows(id(r)),cols(id(c)), val);
|
| 1300 |
1300 |
}
|
| 1301 |
1301 |
|
| 1302 |
1302 |
/// Get an element of the coefficient matrix of the LP
|
| 1303 |
1303 |
|
| 1304 |
1304 |
///\param r is the row of the element
|
| 1305 |
1305 |
///\param c is the column of the element
|
| 1306 |
1306 |
///\return the corresponding coefficient
|
| 1307 |
1307 |
Value coeff(Row r, Col c) const {
|
| 1308 |
1308 |
return _getCoeff(rows(id(r)),cols(id(c)));
|
| 1309 |
1309 |
}
|
| 1310 |
1310 |
|
| 1311 |
1311 |
/// Set the lower bound of a column (i.e a variable)
|
| 1312 |
1312 |
|
| 1313 |
1313 |
/// The lower bound of a variable (column) has to be given by an
|
| 1314 |
1314 |
/// extended number of type Value, i.e. a finite number of type
|
| 1315 |
1315 |
/// Value or -\ref INF.
|
| 1316 |
1316 |
void colLowerBound(Col c, Value value) {
|
| 1317 |
1317 |
_setColLowerBound(cols(id(c)),value);
|
| 1318 |
1318 |
}
|
| 1319 |
1319 |
|
| 1320 |
1320 |
/// Get the lower bound of a column (i.e a variable)
|
| 1321 |
1321 |
|
| 1322 |
1322 |
/// This function returns the lower bound for column (variable) \c c
|
| 1323 |
1323 |
/// (this might be -\ref INF as well).
|
| 1324 |
1324 |
///\return The lower bound for column \c c
|
| 1325 |
1325 |
Value colLowerBound(Col c) const {
|
| 1326 |
1326 |
return _getColLowerBound(cols(id(c)));
|
| 1327 |
1327 |
}
|
| 1328 |
1328 |
|
| 1329 |
1329 |
///\brief Set the lower bound of several columns
|
| 1330 |
1330 |
///(i.e variables) at once
|
| 1331 |
1331 |
///
|
| 1332 |
1332 |
///This magic function takes a container as its argument
|
| 1333 |
1333 |
///and applies the function on all of its elements.
|
| 1334 |
1334 |
///The lower bound of a variable (column) has to be given by an
|
| 1335 |
1335 |
///extended number of type Value, i.e. a finite number of type
|
| 1336 |
1336 |
///Value or -\ref INF.
|
| 1337 |
1337 |
#ifdef DOXYGEN
|
| 1338 |
1338 |
template<class T>
|
| 1339 |
1339 |
void colLowerBound(T &t, Value value) { return 0;}
|
| 1340 |
1340 |
#else
|
| 1341 |
1341 |
template<class T>
|
| 1342 |
1342 |
typename enable_if<typename T::value_type::LpCol,void>::type
|
| 1343 |
1343 |
colLowerBound(T &t, Value value,dummy<0> = 0) {
|
| 1344 |
1344 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
| 1345 |
1345 |
colLowerBound(*i, value);
|
| 1346 |
1346 |
}
|
| 1347 |
1347 |
}
|
| 1348 |
1348 |
template<class T>
|
| 1349 |
1349 |
typename enable_if<typename T::value_type::second_type::LpCol,
|
| 1350 |
1350 |
void>::type
|
| 1351 |
1351 |
colLowerBound(T &t, Value value,dummy<1> = 1) {
|
| 1352 |
1352 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {
|
| 1353 |
1353 |
colLowerBound(i->second, value);
|
| 1354 |
1354 |
}
|
| 1355 |
1355 |
}
|
| 1356 |
1356 |
template<class T>
|
| 1357 |
1357 |
typename enable_if<typename T::MapIt::Value::LpCol,
|
| 1358 |
1358 |
void>::type
|
| 1359 |
1359 |
colLowerBound(T &t, Value value,dummy<2> = 2) {
|
| 1360 |
1360 |
for(typename T::MapIt i(t); i!=INVALID; ++i){
|
| 1361 |
1361 |
colLowerBound(*i, value);
|
| 1362 |
1362 |
}
|
| 1363 |
1363 |
}
|
| 1364 |
1364 |
#endif
|
| 1365 |
1365 |
|
| 1366 |
1366 |
/// Set the upper bound of a column (i.e a variable)
|
| 1367 |
1367 |
|
| 1368 |
1368 |
/// The upper bound of a variable (column) has to be given by an
|
| 1369 |
1369 |
/// extended number of type Value, i.e. a finite number of type
|
| 1370 |
1370 |
/// Value or \ref INF.
|
| 1371 |
1371 |
void colUpperBound(Col c, Value value) {
|
| 1372 |
1372 |
_setColUpperBound(cols(id(c)),value);
|
| 1373 |
1373 |
};
|
| 1374 |
1374 |
|
| 1375 |
1375 |
/// Get the upper bound of a column (i.e a variable)
|
| 1376 |
1376 |
|
| 1377 |
1377 |
/// This function returns the upper bound for column (variable) \c c
|
| 1378 |
1378 |
/// (this might be \ref INF as well).
|
| 1379 |
1379 |
/// \return The upper bound for column \c c
|
| 1380 |
1380 |
Value colUpperBound(Col c) const {
|
| 1381 |
1381 |
return _getColUpperBound(cols(id(c)));
|
| 1382 |
1382 |
}
|
| 1383 |
1383 |
|
| 1384 |
1384 |
///\brief Set the upper bound of several columns
|
| 1385 |
1385 |
///(i.e variables) at once
|
| 1386 |
1386 |
///
|
| 1387 |
1387 |
///This magic function takes a container as its argument
|
| 1388 |
1388 |
///and applies the function on all of its elements.
|
| 1389 |
1389 |
///The upper bound of a variable (column) has to be given by an
|
| 1390 |
1390 |
///extended number of type Value, i.e. a finite number of type
|
| 1391 |
1391 |
///Value or \ref INF.
|
| 1392 |
1392 |
#ifdef DOXYGEN
|
| 1393 |
1393 |
template<class T>
|
| 1394 |
1394 |
void colUpperBound(T &t, Value value) { return 0;}
|
| 1395 |
1395 |
#else
|
| 1396 |
1396 |
template<class T1>
|
| 1397 |
1397 |
typename enable_if<typename T1::value_type::LpCol,void>::type
|
| 1398 |
1398 |
colUpperBound(T1 &t, Value value,dummy<0> = 0) {
|
| 1399 |
1399 |
for(typename T1::iterator i=t.begin();i!=t.end();++i) {
|
| 1400 |
1400 |
colUpperBound(*i, value);
|
| 1401 |
1401 |
}
|
| 1402 |
1402 |
}
|
| 1403 |
1403 |
template<class T1>
|
| 1404 |
1404 |
typename enable_if<typename T1::value_type::second_type::LpCol,
|
| 1405 |
1405 |
void>::type
|
| 1406 |
1406 |
colUpperBound(T1 &t, Value value,dummy<1> = 1) {
|
| 1407 |
1407 |
for(typename T1::iterator i=t.begin();i!=t.end();++i) {
|
| 1408 |
1408 |
colUpperBound(i->second, value);
|
| 1409 |
1409 |
}
|
| 1410 |
1410 |
}
|
| 1411 |
1411 |
template<class T1>
|
| 1412 |
1412 |
typename enable_if<typename T1::MapIt::Value::LpCol,
|
| 1413 |
1413 |
void>::type
|
| 1414 |
1414 |
colUpperBound(T1 &t, Value value,dummy<2> = 2) {
|
| 1415 |
1415 |
for(typename T1::MapIt i(t); i!=INVALID; ++i){
|
| 1416 |
1416 |
colUpperBound(*i, value);
|
| 1417 |
1417 |
}
|
| 1418 |
1418 |
}
|
| 1419 |
1419 |
#endif
|
| 1420 |
1420 |
|
| 1421 |
1421 |
/// Set the lower and the upper bounds of a column (i.e a variable)
|
| 1422 |
1422 |
|
| 1423 |
1423 |
/// The lower and the upper bounds of
|
| 1424 |
1424 |
/// a variable (column) have to be given by an
|
| 1425 |
1425 |
/// extended number of type Value, i.e. a finite number of type
|
| 1426 |
1426 |
/// Value, -\ref INF or \ref INF.
|
| 1427 |
1427 |
void colBounds(Col c, Value lower, Value upper) {
|
| 1428 |
1428 |
_setColLowerBound(cols(id(c)),lower);
|
| 1429 |
1429 |
_setColUpperBound(cols(id(c)),upper);
|
| 1430 |
1430 |
}
|
| 1431 |
1431 |
|
| 1432 |
1432 |
///\brief Set the lower and the upper bound of several columns
|
| 1433 |
1433 |
///(i.e variables) at once
|
| 1434 |
1434 |
///
|
| 1435 |
1435 |
///This magic function takes a container as its argument
|
| 1436 |
1436 |
///and applies the function on all of its elements.
|
| 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 |
#ifdef DOXYGEN
|
| 1442 |
1442 |
template<class T>
|
| 1443 |
1443 |
void colBounds(T &t, Value lower, Value upper) { return 0;}
|
| 1444 |
1444 |
#else
|
| 1445 |
1445 |
template<class T2>
|
| 1446 |
1446 |
typename enable_if<typename T2::value_type::LpCol,void>::type
|
| 1447 |
1447 |
colBounds(T2 &t, Value lower, Value upper,dummy<0> = 0) {
|
| 1448 |
1448 |
for(typename T2::iterator i=t.begin();i!=t.end();++i) {
|
| 1449 |
1449 |
colBounds(*i, lower, upper);
|
| 1450 |
1450 |
}
|
| 1451 |
1451 |
}
|
| 1452 |
1452 |
template<class T2>
|
| 1453 |
1453 |
typename enable_if<typename T2::value_type::second_type::LpCol, void>::type
|
| 1454 |
1454 |
colBounds(T2 &t, Value lower, Value upper,dummy<1> = 1) {
|
| 1455 |
1455 |
for(typename T2::iterator i=t.begin();i!=t.end();++i) {
|
| 1456 |
1456 |
colBounds(i->second, lower, upper);
|
| 1457 |
1457 |
}
|
| 1458 |
1458 |
}
|
| 1459 |
1459 |
template<class T2>
|
| 1460 |
1460 |
typename enable_if<typename T2::MapIt::Value::LpCol, void>::type
|
| 1461 |
1461 |
colBounds(T2 &t, Value lower, Value upper,dummy<2> = 2) {
|
| 1462 |
1462 |
for(typename T2::MapIt i(t); i!=INVALID; ++i){
|
| 1463 |
1463 |
colBounds(*i, lower, upper);
|
| 1464 |
1464 |
}
|
| 1465 |
1465 |
}
|
| 1466 |
1466 |
#endif
|
| 1467 |
1467 |
|
| 1468 |
1468 |
/// Set the lower bound of a row (i.e a constraint)
|
| 1469 |
1469 |
|
| 1470 |
1470 |
/// The lower bound of a constraint (row) has to be given by an
|
| 1471 |
1471 |
/// extended number of type Value, i.e. a finite number of type
|
| 1472 |
1472 |
/// Value or -\ref INF.
|
| 1473 |
1473 |
void rowLowerBound(Row r, Value value) {
|
| 1474 |
1474 |
_setRowLowerBound(rows(id(r)),value);
|
| 1475 |
1475 |
}
|
| 1476 |
1476 |
|
| 1477 |
1477 |
/// Get the lower bound of a row (i.e a constraint)
|
| 1478 |
1478 |
|
| 1479 |
1479 |
/// This function returns the lower bound for row (constraint) \c c
|
| 1480 |
1480 |
/// (this might be -\ref INF as well).
|
| 1481 |
1481 |
///\return The lower bound for row \c r
|
| 1482 |
1482 |
Value rowLowerBound(Row r) const {
|
| 1483 |
1483 |
return _getRowLowerBound(rows(id(r)));
|
| 1484 |
1484 |
}
|
| 1485 |
1485 |
|
| 1486 |
1486 |
/// Set the upper bound of a row (i.e a constraint)
|
| 1487 |
1487 |
|
| 1488 |
1488 |
/// The upper bound of a constraint (row) has to be given by an
|
| 1489 |
1489 |
/// extended number of type Value, i.e. a finite number of type
|
| 1490 |
1490 |
/// Value or -\ref INF.
|
| 1491 |
1491 |
void rowUpperBound(Row r, Value value) {
|
| 1492 |
1492 |
_setRowUpperBound(rows(id(r)),value);
|
| 1493 |
1493 |
}
|
| 1494 |
1494 |
|
| 1495 |
1495 |
/// Get the upper bound of a row (i.e a constraint)
|
| 1496 |
1496 |
|
| 1497 |
1497 |
/// This function returns the upper bound for row (constraint) \c c
|
| 1498 |
1498 |
/// (this might be -\ref INF as well).
|
| 1499 |
1499 |
///\return The upper bound for row \c r
|
| 1500 |
1500 |
Value rowUpperBound(Row r) const {
|
| 1501 |
1501 |
return _getRowUpperBound(rows(id(r)));
|
| 1502 |
1502 |
}
|
| 1503 |
1503 |
|
| 1504 |
1504 |
///Set an element of the objective function
|
| 1505 |
1505 |
void objCoeff(Col c, Value v) {_setObjCoeff(cols(id(c)),v); };
|
| 1506 |
1506 |
|
| 1507 |
1507 |
///Get an element of the objective function
|
| 1508 |
1508 |
Value objCoeff(Col c) const { return _getObjCoeff(cols(id(c))); };
|
| 1509 |
1509 |
|
| 1510 |
1510 |
///Set the objective function
|
| 1511 |
1511 |
|
| 1512 |
1512 |
///\param e is a linear expression of type \ref Expr.
|
| 1513 |
1513 |
///
|
| 1514 |
1514 |
void obj(const Expr& e) {
|
| 1515 |
1515 |
_setObjCoeffs(ExprIterator(e.comps.begin(), cols),
|
| 1516 |
1516 |
ExprIterator(e.comps.end(), cols));
|
| 1517 |
1517 |
obj_const_comp = *e;
|
| 1518 |
1518 |
}
|
| 1519 |
1519 |
|
| 1520 |
1520 |
///Get the objective function
|
| 1521 |
1521 |
|
| 1522 |
1522 |
///\return the objective function as a linear expression of type
|
| 1523 |
1523 |
///Expr.
|
| 1524 |
1524 |
Expr obj() const {
|
| 1525 |
1525 |
Expr e;
|
| 1526 |
1526 |
_getObjCoeffs(InsertIterator(e.comps, cols));
|
| 1527 |
1527 |
*e = obj_const_comp;
|
| 1528 |
1528 |
return e;
|
| 1529 |
1529 |
}
|
| 1530 |
1530 |
|
| 1531 |
1531 |
|
| 1532 |
1532 |
///Set the direction of optimization
|
| 1533 |
1533 |
void sense(Sense sense) { _setSense(sense); }
|
| 1534 |
1534 |
|
| 1535 |
1535 |
///Query the direction of the optimization
|
| 1536 |
1536 |
Sense sense() const {return _getSense(); }
|
| 1537 |
1537 |
|
| 1538 |
1538 |
///Set the sense to maximization
|
| 1539 |
1539 |
void max() { _setSense(MAX); }
|
| 1540 |
1540 |
|
| 1541 |
1541 |
///Set the sense to maximization
|
| 1542 |
1542 |
void min() { _setSense(MIN); }
|
| 1543 |
1543 |
|
| 1544 |
1544 |
///Clears the problem
|
| 1545 |
1545 |
void clear() { _clear(); }
|
| 1546 |
1546 |
|
| 1547 |
1547 |
/// Sets the message level of the solver
|
| 1548 |
1548 |
void messageLevel(MessageLevel level) { _messageLevel(level); }
|
| 1549 |
1549 |
|
| 1550 |
1550 |
///@}
|
| 1551 |
1551 |
|
| 1552 |
1552 |
};
|
| 1553 |
1553 |
|
| 1554 |
1554 |
/// Addition
|
| 1555 |
1555 |
|
| 1556 |
1556 |
///\relates LpBase::Expr
|
| 1557 |
1557 |
///
|
| 1558 |
1558 |
inline LpBase::Expr operator+(const LpBase::Expr &a, const LpBase::Expr &b) {
|
| 1559 |
1559 |
LpBase::Expr tmp(a);
|
| 1560 |
1560 |
tmp+=b;
|
| 1561 |
1561 |
return tmp;
|
| 1562 |
1562 |
}
|
| 1563 |
1563 |
///Substraction
|
| 1564 |
1564 |
|
| 1565 |
1565 |
///\relates LpBase::Expr
|
| 1566 |
1566 |
///
|
| 1567 |
1567 |
inline LpBase::Expr operator-(const LpBase::Expr &a, const LpBase::Expr &b) {
|
| 1568 |
1568 |
LpBase::Expr tmp(a);
|
| 1569 |
1569 |
tmp-=b;
|
| 1570 |
1570 |
return tmp;
|
| 1571 |
1571 |
}
|
| 1572 |
1572 |
///Multiply with constant
|
| 1573 |
1573 |
|
| 1574 |
1574 |
///\relates LpBase::Expr
|
| 1575 |
1575 |
///
|
| 1576 |
1576 |
inline LpBase::Expr operator*(const LpBase::Expr &a, const LpBase::Value &b) {
|
| 1577 |
1577 |
LpBase::Expr tmp(a);
|
| 1578 |
1578 |
tmp*=b;
|
| 1579 |
1579 |
return tmp;
|
| 1580 |
1580 |
}
|
| 1581 |
1581 |
|
| 1582 |
1582 |
///Multiply with constant
|
| 1583 |
1583 |
|
| 1584 |
1584 |
///\relates LpBase::Expr
|
| 1585 |
1585 |
///
|
| 1586 |
1586 |
inline LpBase::Expr operator*(const LpBase::Value &a, const LpBase::Expr &b) {
|
| 1587 |
1587 |
LpBase::Expr tmp(b);
|
| 1588 |
1588 |
tmp*=a;
|
| 1589 |
1589 |
return tmp;
|
| 1590 |
1590 |
}
|
| 1591 |
1591 |
///Divide with constant
|
| 1592 |
1592 |
|
| 1593 |
1593 |
///\relates LpBase::Expr
|
| 1594 |
1594 |
///
|
| 1595 |
1595 |
inline LpBase::Expr operator/(const LpBase::Expr &a, const LpBase::Value &b) {
|
| 1596 |
1596 |
LpBase::Expr tmp(a);
|
| 1597 |
1597 |
tmp/=b;
|
| 1598 |
1598 |
return tmp;
|
| 1599 |
1599 |
}
|
| 1600 |
1600 |
|
| 1601 |
1601 |
///Create constraint
|
| 1602 |
1602 |
|
| 1603 |
1603 |
///\relates LpBase::Constr
|
| 1604 |
1604 |
///
|
| 1605 |
1605 |
inline LpBase::Constr operator<=(const LpBase::Expr &e,
|
| 1606 |
1606 |
const LpBase::Expr &f) {
|
| 1607 |
|
return LpBase::Constr(0, f - e, LpBase::INF);
|
|
1607 |
return LpBase::Constr(0, f - e, LpBase::NaN);
|
| 1608 |
1608 |
}
|
| 1609 |
1609 |
|
| 1610 |
1610 |
///Create constraint
|
| 1611 |
1611 |
|
| 1612 |
1612 |
///\relates LpBase::Constr
|
| 1613 |
1613 |
///
|
| 1614 |
1614 |
inline LpBase::Constr operator<=(const LpBase::Value &e,
|
| 1615 |
1615 |
const LpBase::Expr &f) {
|
| 1616 |
1616 |
return LpBase::Constr(e, f, LpBase::NaN);
|
| 1617 |
1617 |
}
|
| 1618 |
1618 |
|
| 1619 |
1619 |
///Create constraint
|
| 1620 |
1620 |
|
| 1621 |
1621 |
///\relates LpBase::Constr
|
| 1622 |
1622 |
///
|
| 1623 |
1623 |
inline LpBase::Constr operator<=(const LpBase::Expr &e,
|
| 1624 |
1624 |
const LpBase::Value &f) {
|
| 1625 |
|
return LpBase::Constr(- LpBase::INF, e, f);
|
|
1625 |
return LpBase::Constr(LpBase::NaN, e, f);
|
| 1626 |
1626 |
}
|
| 1627 |
1627 |
|
| 1628 |
1628 |
///Create constraint
|
| 1629 |
1629 |
|
| 1630 |
1630 |
///\relates LpBase::Constr
|
| 1631 |
1631 |
///
|
| 1632 |
1632 |
inline LpBase::Constr operator>=(const LpBase::Expr &e,
|
| 1633 |
1633 |
const LpBase::Expr &f) {
|
| 1634 |
|
return LpBase::Constr(0, e - f, LpBase::INF);
|
|
1634 |
return LpBase::Constr(0, e - f, LpBase::NaN);
|
| 1635 |
1635 |
}
|
| 1636 |
1636 |
|
| 1637 |
1637 |
|
| 1638 |
1638 |
///Create constraint
|
| 1639 |
1639 |
|
| 1640 |
1640 |
///\relates LpBase::Constr
|
| 1641 |
1641 |
///
|
| 1642 |
1642 |
inline LpBase::Constr operator>=(const LpBase::Value &e,
|
| 1643 |
1643 |
const LpBase::Expr &f) {
|
| 1644 |
1644 |
return LpBase::Constr(LpBase::NaN, f, e);
|
| 1645 |
1645 |
}
|
| 1646 |
1646 |
|
| 1647 |
1647 |
|
| 1648 |
1648 |
///Create constraint
|
| 1649 |
1649 |
|
| 1650 |
1650 |
///\relates LpBase::Constr
|
| 1651 |
1651 |
///
|
| 1652 |
1652 |
inline LpBase::Constr operator>=(const LpBase::Expr &e,
|
| 1653 |
1653 |
const LpBase::Value &f) {
|
| 1654 |
|
return LpBase::Constr(f, e, LpBase::INF);
|
|
1654 |
return LpBase::Constr(f, e, LpBase::NaN);
|
| 1655 |
1655 |
}
|
| 1656 |
1656 |
|
| 1657 |
1657 |
///Create constraint
|
| 1658 |
1658 |
|
| 1659 |
1659 |
///\relates LpBase::Constr
|
| 1660 |
1660 |
///
|
| 1661 |
1661 |
inline LpBase::Constr operator==(const LpBase::Expr &e,
|
| 1662 |
1662 |
const LpBase::Value &f) {
|
| 1663 |
1663 |
return LpBase::Constr(f, e, f);
|
| 1664 |
1664 |
}
|
| 1665 |
1665 |
|
| 1666 |
1666 |
///Create constraint
|
| 1667 |
1667 |
|
| 1668 |
1668 |
///\relates LpBase::Constr
|
| 1669 |
1669 |
///
|
| 1670 |
1670 |
inline LpBase::Constr operator==(const LpBase::Expr &e,
|
| 1671 |
1671 |
const LpBase::Expr &f) {
|
| 1672 |
1672 |
return LpBase::Constr(0, f - e, 0);
|
| 1673 |
1673 |
}
|
| 1674 |
1674 |
|
| 1675 |
1675 |
///Create constraint
|
| 1676 |
1676 |
|
| 1677 |
1677 |
///\relates LpBase::Constr
|
| 1678 |
1678 |
///
|
| 1679 |
1679 |
inline LpBase::Constr operator<=(const LpBase::Value &n,
|
| 1680 |
1680 |
const LpBase::Constr &c) {
|
| 1681 |
1681 |
LpBase::Constr tmp(c);
|
| 1682 |
1682 |
LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint");
|
| 1683 |
1683 |
tmp.lowerBound()=n;
|
| 1684 |
1684 |
return tmp;
|
| 1685 |
1685 |
}
|
| 1686 |
1686 |
///Create constraint
|
| 1687 |
1687 |
|
| 1688 |
1688 |
///\relates LpBase::Constr
|
| 1689 |
1689 |
///
|
| 1690 |
1690 |
inline LpBase::Constr operator<=(const LpBase::Constr &c,
|
| 1691 |
1691 |
const LpBase::Value &n)
|
| 1692 |
1692 |
{
|
| 1693 |
1693 |
LpBase::Constr tmp(c);
|
| 1694 |
1694 |
LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint");
|
| 1695 |
1695 |
tmp.upperBound()=n;
|
| 1696 |
1696 |
return tmp;
|
| 1697 |
1697 |
}
|
| 1698 |
1698 |
|
| 1699 |
1699 |
///Create constraint
|
| 1700 |
1700 |
|
| 1701 |
1701 |
///\relates LpBase::Constr
|
| 1702 |
1702 |
///
|
| 1703 |
1703 |
inline LpBase::Constr operator>=(const LpBase::Value &n,
|
| 1704 |
1704 |
const LpBase::Constr &c) {
|
| 1705 |
1705 |
LpBase::Constr tmp(c);
|
| 1706 |
1706 |
LEMON_ASSERT(isNaN(tmp.upperBound()), "Wrong LP constraint");
|
| 1707 |
1707 |
tmp.upperBound()=n;
|
| 1708 |
1708 |
return tmp;
|
| 1709 |
1709 |
}
|
| 1710 |
1710 |
///Create constraint
|
| 1711 |
1711 |
|
| 1712 |
1712 |
///\relates LpBase::Constr
|
| 1713 |
1713 |
///
|
| 1714 |
1714 |
inline LpBase::Constr operator>=(const LpBase::Constr &c,
|
| 1715 |
1715 |
const LpBase::Value &n)
|
| 1716 |
1716 |
{
|
| 1717 |
1717 |
LpBase::Constr tmp(c);
|
| 1718 |
1718 |
LEMON_ASSERT(isNaN(tmp.lowerBound()), "Wrong LP constraint");
|
| 1719 |
1719 |
tmp.lowerBound()=n;
|
| 1720 |
1720 |
return tmp;
|
| 1721 |
1721 |
}
|
| 1722 |
1722 |
|
| 1723 |
1723 |
///Addition
|
| 1724 |
1724 |
|
| 1725 |
1725 |
///\relates LpBase::DualExpr
|
| 1726 |
1726 |
///
|
| 1727 |
1727 |
inline LpBase::DualExpr operator+(const LpBase::DualExpr &a,
|
| 1728 |
1728 |
const LpBase::DualExpr &b) {
|
| 1729 |
1729 |
LpBase::DualExpr tmp(a);
|
| 1730 |
1730 |
tmp+=b;
|
| 1731 |
1731 |
return tmp;
|
| 1732 |
1732 |
}
|
| 1733 |
1733 |
///Substraction
|
| 1734 |
1734 |
|
| 1735 |
1735 |
///\relates LpBase::DualExpr
|
| 1736 |
1736 |
///
|
| 1737 |
1737 |
inline LpBase::DualExpr operator-(const LpBase::DualExpr &a,
|
| 1738 |
1738 |
const LpBase::DualExpr &b) {
|
| 1739 |
1739 |
LpBase::DualExpr tmp(a);
|
| 1740 |
1740 |
tmp-=b;
|
| 1741 |
1741 |
return tmp;
|
| 1742 |
1742 |
}
|
| 1743 |
1743 |
///Multiply with constant
|
| 1744 |
1744 |
|
| 1745 |
1745 |
///\relates LpBase::DualExpr
|
| 1746 |
1746 |
///
|
| 1747 |
1747 |
inline LpBase::DualExpr operator*(const LpBase::DualExpr &a,
|
| 1748 |
1748 |
const LpBase::Value &b) {
|
| 1749 |
1749 |
LpBase::DualExpr tmp(a);
|
| 1750 |
1750 |
tmp*=b;
|
| 1751 |
1751 |
return tmp;
|
| 1752 |
1752 |
}
|
| 1753 |
1753 |
|
| 1754 |
1754 |
///Multiply with constant
|
| 1755 |
1755 |
|
| 1756 |
1756 |
///\relates LpBase::DualExpr
|
| 1757 |
1757 |
///
|
| 1758 |
1758 |
inline LpBase::DualExpr operator*(const LpBase::Value &a,
|
| 1759 |
1759 |
const LpBase::DualExpr &b) {
|
| 1760 |
1760 |
LpBase::DualExpr tmp(b);
|
| 1761 |
1761 |
tmp*=a;
|
| 1762 |
1762 |
return tmp;
|
| 1763 |
1763 |
}
|
| 1764 |
1764 |
///Divide with constant
|
| 1765 |
1765 |
|
| 1766 |
1766 |
///\relates LpBase::DualExpr
|
| 1767 |
1767 |
///
|
| 1768 |
1768 |
inline LpBase::DualExpr operator/(const LpBase::DualExpr &a,
|
| 1769 |
1769 |
const LpBase::Value &b) {
|
| 1770 |
1770 |
LpBase::DualExpr tmp(a);
|
| 1771 |
1771 |
tmp/=b;
|
| 1772 |
1772 |
return tmp;
|
| 1773 |
1773 |
}
|
| 1774 |
1774 |
|
| 1775 |
1775 |
/// \ingroup lp_group
|
| 1776 |
1776 |
///
|
| 1777 |
1777 |
/// \brief Common base class for LP solvers
|
| 1778 |
1778 |
///
|
| 1779 |
1779 |
/// This class is an abstract base class for LP solvers. This class
|
| 1780 |
1780 |
/// provides a full interface for set and modify an LP problem,
|
| 1781 |
1781 |
/// solve it and retrieve the solution. You can use one of the
|
| 1782 |
1782 |
/// descendants as a concrete implementation, or the \c Lp
|
| 1783 |
1783 |
/// default LP solver. However, if you would like to handle LP
|
| 1784 |
1784 |
/// solvers as reference or pointer in a generic way, you can use
|
| 1785 |
1785 |
/// this class directly.
|
| 1786 |
1786 |
class LpSolver : virtual public LpBase {
|
| 1787 |
1787 |
public:
|
| 1788 |
1788 |
|
| 1789 |
1789 |
/// The problem types for primal and dual problems
|
| 1790 |
1790 |
enum ProblemType {
|
| 1791 |
1791 |
/// = 0. Feasible solution hasn't been found (but may exist).
|
| 1792 |
1792 |
UNDEFINED = 0,
|
| 1793 |
1793 |
/// = 1. The problem has no feasible solution.
|
| 1794 |
1794 |
INFEASIBLE = 1,
|
| 1795 |
1795 |
/// = 2. Feasible solution found.
|
| 1796 |
1796 |
FEASIBLE = 2,
|
| 1797 |
1797 |
/// = 3. Optimal solution exists and found.
|
| 1798 |
1798 |
OPTIMAL = 3,
|
| 1799 |
1799 |
/// = 4. The cost function is unbounded.
|
| 1800 |
1800 |
UNBOUNDED = 4
|
| 1801 |
1801 |
};
|
| 1802 |
1802 |
|
| 1803 |
1803 |
///The basis status of variables
|
| 1804 |
1804 |
enum VarStatus {
|
| 1805 |
1805 |
/// The variable is in the basis
|
| 1806 |
1806 |
BASIC,
|
| 1807 |
1807 |
/// The variable is free, but not basic
|
| 1808 |
1808 |
FREE,
|
| 1809 |
1809 |
/// The variable has active lower bound
|
| 1810 |
1810 |
LOWER,
|
| 1811 |
1811 |
/// The variable has active upper bound
|
| 1812 |
1812 |
UPPER,
|
| 1813 |
1813 |
/// The variable is non-basic and fixed
|
| 1814 |
1814 |
FIXED
|
| 1815 |
1815 |
};
|
| 1816 |
1816 |
|
| 1817 |
1817 |
protected:
|
| 1818 |
1818 |
|
| 1819 |
1819 |
virtual SolveExitStatus _solve() = 0;
|
| 1820 |
1820 |
|
| 1821 |
1821 |
virtual Value _getPrimal(int i) const = 0;
|
| 1822 |
1822 |
virtual Value _getDual(int i) const = 0;
|
| 1823 |
1823 |
|
| 1824 |
1824 |
virtual Value _getPrimalRay(int i) const = 0;
|
| 1825 |
1825 |
virtual Value _getDualRay(int i) const = 0;
|
| 1826 |
1826 |
|
| 1827 |
1827 |
virtual Value _getPrimalValue() const = 0;
|
| 1828 |
1828 |
|
| 1829 |
1829 |
virtual VarStatus _getColStatus(int i) const = 0;
|
| 1830 |
1830 |
virtual VarStatus _getRowStatus(int i) const = 0;
|
| 1831 |
1831 |
|
| 1832 |
1832 |
virtual ProblemType _getPrimalType() const = 0;
|
| 1833 |
1833 |
virtual ProblemType _getDualType() const = 0;
|
| 1834 |
1834 |
|
| 1835 |
1835 |
public:
|
| 1836 |
1836 |
|
| 1837 |
1837 |
///Allocate a new LP problem instance
|
| 1838 |
1838 |
virtual LpSolver* newSolver() const = 0;
|
| 1839 |
1839 |
///Make a copy of the LP problem
|
| 1840 |
1840 |
virtual LpSolver* cloneSolver() const = 0;
|
| 1841 |
1841 |
|
| 1842 |
1842 |
///\name Solve the LP
|
| 1843 |
1843 |
|
| 1844 |
1844 |
///@{
|
| 1845 |
1845 |
|
| 1846 |
1846 |
///\e Solve the LP problem at hand
|
| 1847 |
1847 |
///
|
| 1848 |
1848 |
///\return The result of the optimization procedure. Possible
|
| 1849 |
1849 |
///values and their meanings can be found in the documentation of
|
| 1850 |
1850 |
///\ref SolveExitStatus.
|
| 1851 |
1851 |
SolveExitStatus solve() { return _solve(); }
|
| 1852 |
1852 |
|
| 1853 |
1853 |
///@}
|
| 1854 |
1854 |
|
| 1855 |
1855 |
///\name Obtain the Solution
|
| 1856 |
1856 |
|
| 1857 |
1857 |
///@{
|
| 1858 |
1858 |
|
| 1859 |
1859 |
/// The type of the primal problem
|
| 1860 |
1860 |
ProblemType primalType() const {
|
| 1861 |
1861 |
return _getPrimalType();
|
| 1862 |
1862 |
}
|
| 1863 |
1863 |
|
| 1864 |
1864 |
/// The type of the dual problem
|
| 1865 |
1865 |
ProblemType dualType() const {
|
| 1866 |
1866 |
return _getDualType();
|
| 1867 |
1867 |
}
|
| 1868 |
1868 |
|
| 1869 |
1869 |
/// Return the primal value of the column
|
| 1870 |
1870 |
|
| 1871 |
1871 |
/// Return the primal value of the column.
|
| 1872 |
1872 |
/// \pre The problem is solved.
|
| 1873 |
1873 |
Value primal(Col c) const { return _getPrimal(cols(id(c))); }
|
| 1874 |
1874 |
|
| 1875 |
1875 |
/// Return the primal value of the expression
|
| 1876 |
1876 |
|
| 1877 |
1877 |
/// Return the primal value of the expression, i.e. the dot
|
| 1878 |
1878 |
/// product of the primal solution and the expression.
|
| 1879 |
1879 |
/// \pre The problem is solved.
|
| 1880 |
1880 |
Value primal(const Expr& e) const {
|
| 1881 |
1881 |
double res = *e;
|
| 1882 |
1882 |
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
|
| 1883 |
1883 |
res += *c * primal(c);
|
| 1884 |
1884 |
}
|
| 1885 |
1885 |
return res;
|
| 1886 |
1886 |
}
|
| 1887 |
1887 |
/// Returns a component of the primal ray
|
| 1888 |
1888 |
|
| 1889 |
1889 |
/// The primal ray is solution of the modified primal problem,
|
| 1890 |
1890 |
/// where we change each finite bound to 0, and we looking for a
|
| 1891 |
1891 |
/// negative objective value in case of minimization, and positive
|
| 1892 |
1892 |
/// objective value for maximization. If there is such solution,
|
| 1893 |
1893 |
/// that proofs the unsolvability of the dual problem, and if a
|
| 1894 |
1894 |
/// feasible primal solution exists, then the unboundness of
|
| 1895 |
1895 |
/// primal problem.
|
| 1896 |
1896 |
///
|
| 1897 |
1897 |
/// \pre The problem is solved and the dual problem is infeasible.
|
| 1898 |
1898 |
/// \note Some solvers does not provide primal ray calculation
|
| 1899 |
1899 |
/// functions.
|
| 1900 |
1900 |
Value primalRay(Col c) const { return _getPrimalRay(cols(id(c))); }
|
| 1901 |
1901 |
|
| 1902 |
1902 |
/// Return the dual value of the row
|
| 1903 |
1903 |
|
| 1904 |
1904 |
/// Return the dual value of the row.
|
| 1905 |
1905 |
/// \pre The problem is solved.
|
| 1906 |
1906 |
Value dual(Row r) const { return _getDual(rows(id(r))); }
|
| 1907 |
1907 |
|
| 1908 |
1908 |
/// Return the dual value of the dual expression
|
| 1909 |
1909 |
|
| 1910 |
1910 |
/// Return the dual value of the dual expression, i.e. the dot
|
| 1911 |
1911 |
/// product of the dual solution and the dual expression.
|
| 1912 |
1912 |
/// \pre The problem is solved.
|
| 1913 |
1913 |
Value dual(const DualExpr& e) const {
|
| 1914 |
1914 |
double res = 0.0;
|
| 1915 |
1915 |
for (DualExpr::ConstCoeffIt r(e); r != INVALID; ++r) {
|
| 1916 |
1916 |
res += *r * dual(r);
|
| 1917 |
1917 |
}
|
| 1918 |
1918 |
return res;
|
| 1919 |
1919 |
}
|
| 1920 |
1920 |
|
| 1921 |
1921 |
/// Returns a component of the dual ray
|
| 1922 |
1922 |
|
| 1923 |
1923 |
/// The dual ray is solution of the modified primal problem, where
|
| 1924 |
1924 |
/// we change each finite bound to 0 (i.e. the objective function
|
| 1925 |
1925 |
/// coefficients in the primal problem), and we looking for a
|
| 1926 |
1926 |
/// ositive objective value. If there is such solution, that
|
| 1927 |
1927 |
/// proofs the unsolvability of the primal problem, and if a
|
| 1928 |
1928 |
/// feasible dual solution exists, then the unboundness of
|
| 1929 |
1929 |
/// dual problem.
|
| 1930 |
1930 |
///
|
| 1931 |
1931 |
/// \pre The problem is solved and the primal problem is infeasible.
|
| 1932 |
1932 |
/// \note Some solvers does not provide dual ray calculation
|
| 1933 |
1933 |
/// functions.
|
| 1934 |
1934 |
Value dualRay(Row r) const { return _getDualRay(rows(id(r))); }
|
| 1935 |
1935 |
|
| 1936 |
1936 |
/// Return the basis status of the column
|
| 1937 |
1937 |
|
| 1938 |
1938 |
/// \see VarStatus
|
| 1939 |
1939 |
VarStatus colStatus(Col c) const { return _getColStatus(cols(id(c))); }
|
| 1940 |
1940 |
|
| 1941 |
1941 |
/// Return the basis status of the row
|
| 1942 |
1942 |
|
| 1943 |
1943 |
/// \see VarStatus
|
| 1944 |
1944 |
VarStatus rowStatus(Row r) const { return _getRowStatus(rows(id(r))); }
|
| 1945 |
1945 |
|
| 1946 |
1946 |
///The value of the objective function
|
| 1947 |
1947 |
|
| 1948 |
1948 |
///\return
|
| 1949 |
1949 |
///- \ref INF or -\ref INF means either infeasibility or unboundedness
|
| 1950 |
1950 |
/// of the primal problem, depending on whether we minimize or maximize.
|
| 1951 |
1951 |
///- \ref NaN if no primal solution is found.
|
| 1952 |
1952 |
///- The (finite) objective value if an optimal solution is found.
|
| 1953 |
1953 |
Value primal() const { return _getPrimalValue()+obj_const_comp;}
|
| 1954 |
1954 |
///@}
|
| 1955 |
1955 |
|
| 1956 |
1956 |
protected:
|
| 1957 |
1957 |
|
| 1958 |
1958 |
};
|
| 1959 |
1959 |
|
| 1960 |
1960 |
|
| 1961 |
1961 |
/// \ingroup lp_group
|
| 1962 |
1962 |
///
|
| 1963 |
1963 |
/// \brief Common base class for MIP solvers
|
| 1964 |
1964 |
///
|
| 1965 |
1965 |
/// This class is an abstract base class for MIP solvers. This class
|
| 1966 |
1966 |
/// provides a full interface for set and modify an MIP problem,
|
| 1967 |
1967 |
/// solve it and retrieve the solution. You can use one of the
|
| 1968 |
1968 |
/// descendants as a concrete implementation, or the \c Lp
|
| 1969 |
1969 |
/// default MIP solver. However, if you would like to handle MIP
|
| 1970 |
1970 |
/// solvers as reference or pointer in a generic way, you can use
|
| 1971 |
1971 |
/// this class directly.
|
| 1972 |
1972 |
class MipSolver : virtual public LpBase {
|
| 1973 |
1973 |
public:
|
| 1974 |
1974 |
|
| 1975 |
1975 |
/// The problem types for MIP problems
|
| 1976 |
1976 |
enum ProblemType {
|
| 1977 |
1977 |
/// = 0. Feasible solution hasn't been found (but may exist).
|
| 1978 |
1978 |
UNDEFINED = 0,
|
| 1979 |
1979 |
/// = 1. The problem has no feasible solution.
|
| 1980 |
1980 |
INFEASIBLE = 1,
|
| 1981 |
1981 |
/// = 2. Feasible solution found.
|
| 1982 |
1982 |
FEASIBLE = 2,
|
| 1983 |
1983 |
/// = 3. Optimal solution exists and found.
|
| 1984 |
1984 |
OPTIMAL = 3,
|
| 1985 |
1985 |
/// = 4. The cost function is unbounded.
|
| 1986 |
1986 |
///The Mip or at least the relaxed problem is unbounded.
|
| 1987 |
1987 |
UNBOUNDED = 4
|
| 1988 |
1988 |
};
|
| 1989 |
1989 |
|
| 1990 |
1990 |
///Allocate a new MIP problem instance
|
| 1991 |
1991 |
virtual MipSolver* newSolver() const = 0;
|
| 1992 |
1992 |
///Make a copy of the MIP problem
|
| 1993 |
1993 |
virtual MipSolver* cloneSolver() const = 0;
|
| 1994 |
1994 |
|
| 1995 |
1995 |
///\name Solve the MIP
|
| 1996 |
1996 |
|
| 1997 |
1997 |
///@{
|
| 1998 |
1998 |
|
| 1999 |
1999 |
/// Solve the MIP problem at hand
|
| 2000 |
2000 |
///
|
| 2001 |
2001 |
///\return The result of the optimization procedure. Possible
|
| 2002 |
2002 |
///values and their meanings can be found in the documentation of
|
| 2003 |
2003 |
///\ref SolveExitStatus.
|
| 2004 |
2004 |
SolveExitStatus solve() { return _solve(); }
|
| 2005 |
2005 |
|
| 2006 |
2006 |
///@}
|
| 2007 |
2007 |
|
| 2008 |
2008 |
///\name Set Column Type
|
| 2009 |
2009 |
///@{
|
| 2010 |
2010 |
|
| 2011 |
2011 |
///Possible variable (column) types (e.g. real, integer, binary etc.)
|
| 2012 |
2012 |
enum ColTypes {
|
| 2013 |
2013 |
/// = 0. Continuous variable (default).
|
| 2014 |
2014 |
REAL = 0,
|
| 2015 |
2015 |
/// = 1. Integer variable.
|
| 2016 |
2016 |
INTEGER = 1
|
| 2017 |
2017 |
};
|
| 2018 |
2018 |
|
| 2019 |
2019 |
///Sets the type of the given column to the given type
|
| 2020 |
2020 |
|
| 2021 |
2021 |
///Sets the type of the given column to the given type.
|
| 2022 |
2022 |
///
|
| 2023 |
2023 |
void colType(Col c, ColTypes col_type) {
|
| 2024 |
2024 |
_setColType(cols(id(c)),col_type);
|
| 2025 |
2025 |
}
|
| 2026 |
2026 |
|
| 2027 |
2027 |
///Gives back the type of the column.
|
| 2028 |
2028 |
|
| 2029 |
2029 |
///Gives back the type of the column.
|
| 2030 |
2030 |
///
|
| 2031 |
2031 |
ColTypes colType(Col c) const {
|
| 2032 |
2032 |
return _getColType(cols(id(c)));
|
| 2033 |
2033 |
}
|
| 2034 |
2034 |
///@}
|
| 2035 |
2035 |
|
| 2036 |
2036 |
///\name Obtain the Solution
|
| 2037 |
2037 |
|
| 2038 |
2038 |
///@{
|
| 2039 |
2039 |
|
| 2040 |
2040 |
/// The type of the MIP problem
|
| 2041 |
2041 |
ProblemType type() const {
|
| 2042 |
2042 |
return _getType();
|
| 2043 |
2043 |
}
|
| 2044 |
2044 |
|
| 2045 |
2045 |
/// Return the value of the row in the solution
|
| 2046 |
2046 |
|
| 2047 |
2047 |
/// Return the value of the row in the solution.
|
| 2048 |
2048 |
/// \pre The problem is solved.
|
| 2049 |
2049 |
Value sol(Col c) const { return _getSol(cols(id(c))); }
|
| 2050 |
2050 |
|
| 2051 |
2051 |
/// Return the value of the expression in the solution
|
| 2052 |
2052 |
|
| 2053 |
2053 |
/// Return the value of the expression in the solution, i.e. the
|
| 2054 |
2054 |
/// dot product of the solution and the expression.
|
| 2055 |
2055 |
/// \pre The problem is solved.
|
| 2056 |
2056 |
Value sol(const Expr& e) const {
|
| 2057 |
2057 |
double res = *e;
|
| 2058 |
2058 |
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
|
| 2059 |
2059 |
res += *c * sol(c);
|
| 2060 |
2060 |
}
|
| 2061 |
2061 |
return res;
|
| 2062 |
2062 |
}
|
| 2063 |
2063 |
///The value of the objective function
|
| 2064 |
2064 |
|
| 2065 |
2065 |
///\return
|
| 2066 |
2066 |
///- \ref INF or -\ref INF means either infeasibility or unboundedness
|
| 2067 |
2067 |
/// of the problem, depending on whether we minimize or maximize.
|
| 2068 |
2068 |
///- \ref NaN if no primal solution is found.
|
| 2069 |
2069 |
///- The (finite) objective value if an optimal solution is found.
|
| 2070 |
2070 |
Value solValue() const { return _getSolValue()+obj_const_comp;}
|
| 2071 |
2071 |
///@}
|
| 2072 |
2072 |
|
| 2073 |
2073 |
protected:
|
| 2074 |
2074 |
|
| 2075 |
2075 |
virtual SolveExitStatus _solve() = 0;
|
| 2076 |
2076 |
virtual ColTypes _getColType(int col) const = 0;
|
| 2077 |
2077 |
virtual void _setColType(int col, ColTypes col_type) = 0;
|
| 2078 |
2078 |
virtual ProblemType _getType() const = 0;
|
| 2079 |
2079 |
virtual Value _getSol(int i) const = 0;
|
| 2080 |
2080 |
virtual Value _getSolValue() const = 0;
|
| 2081 |
2081 |
|
| 2082 |
2082 |
};
|
| 2083 |
2083 |
|
| 2084 |
2084 |
|
| 2085 |
2085 |
|
| 2086 |
2086 |
} //namespace lemon
|
| 2087 |
2087 |
|
| 2088 |
2088 |
#endif //LEMON_LP_BASE_H
|