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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) 2003-2009 |
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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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///\file |
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///\brief Implementation of the CBC MIP solver interface. |
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#include "cbc.h" |
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#include <coin/CoinModel.hpp> |
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#include <coin/CbcModel.hpp> |
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#include <coin/OsiSolverInterface.hpp> |
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#ifdef COIN_HAS_CLP |
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#include "coin/OsiClpSolverInterface.hpp" |
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#endif |
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#ifdef COIN_HAS_OSL |
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#include "coin/OsiOslSolverInterface.hpp" |
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#endif |
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#include "coin/CbcCutGenerator.hpp" |
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#include "coin/CbcHeuristicLocal.hpp" |
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#include "coin/CbcHeuristicGreedy.hpp" |
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#include "coin/CbcHeuristicFPump.hpp" |
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#include "coin/CbcHeuristicRINS.hpp" |
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#include "coin/CglGomory.hpp" |
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#include "coin/CglProbing.hpp" |
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#include "coin/CglKnapsackCover.hpp" |
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#include "coin/CglOddHole.hpp" |
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#include "coin/CglClique.hpp" |
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#include "coin/CglFlowCover.hpp" |
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#include "coin/CglMixedIntegerRounding.hpp" |
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|
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#include "coin/CbcHeuristic.hpp" |
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namespace lemon { |
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CbcMip::CbcMip() { |
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_prob = new CoinModel(); |
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_prob->setProblemName("LEMON"); |
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_osi_solver = 0; |
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_cbc_model = 0; |
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} |
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|
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CbcMip::CbcMip(const CbcMip& other) { |
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_prob = new CoinModel(*other._prob); |
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_osi_solver = 0; |
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_cbc_model = 0; |
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} |
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|
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CbcMip::~CbcMip() { |
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delete _prob; |
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if (_osi_solver) delete _osi_solver; |
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if (_cbc_model) delete _cbc_model; |
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} |
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const char* CbcMip::_solverName() const { return "CbcMip"; } |
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int CbcMip::_addCol() { |
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_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false); |
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return _prob->numberColumns() - 1; |
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} |
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CbcMip* CbcMip::newSolver() const { |
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CbcMip* newlp = new CbcMip; |
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return newlp; |
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} |
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CbcMip* CbcMip::cloneSolver() const { |
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CbcMip* copylp = new CbcMip(*this); |
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return copylp; |
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} |
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int CbcMip::_addRow() { |
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_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
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return _prob->numberRows() - 1; |
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} |
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void CbcMip::_eraseCol(int i) { |
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_prob->deleteColumn(i); |
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} |
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void CbcMip::_eraseRow(int i) { |
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_prob->deleteRow(i); |
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} |
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void CbcMip::_eraseColId(int i) { |
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cols.eraseIndex(i); |
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} |
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void CbcMip::_eraseRowId(int i) { |
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rows.eraseIndex(i); |
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} |
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void CbcMip::_getColName(int c, std::string& name) const { |
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name = _prob->getColumnName(c); |
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} |
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void CbcMip::_setColName(int c, const std::string& name) { |
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_prob->setColumnName(c, name.c_str()); |
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} |
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int CbcMip::_colByName(const std::string& name) const { |
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return _prob->column(name.c_str()); |
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} |
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void CbcMip::_getRowName(int r, std::string& name) const { |
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name = _prob->getRowName(r); |
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} |
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void CbcMip::_setRowName(int r, const std::string& name) { |
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_prob->setRowName(r, name.c_str()); |
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} |
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int CbcMip::_rowByName(const std::string& name) const { |
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return _prob->row(name.c_str()); |
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} |
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void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
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for (ExprIterator it = b; it != e; ++it) { |
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_prob->setElement(i, it->first, it->second); |
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} |
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} |
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void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const { |
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int length = _prob->numberRows(); |
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std::vector<int> indices(length); |
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std::vector<Value> values(length); |
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length = _prob->getRow(ix, &indices[0], &values[0]); |
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for (int i = 0; i < length; ++i) { |
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*b = std::make_pair(indices[i], values[i]); |
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++b; |
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} |
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} |
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void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) { |
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for (ExprIterator it = b; it != e; ++it) { |
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_prob->setElement(it->first, ix, it->second); |
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} |
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} |
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void CbcMip::_getColCoeffs(int ix, InsertIterator b) const { |
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int length = _prob->numberColumns(); |
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std::vector<int> indices(length); |
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std::vector<Value> values(length); |
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length = _prob->getColumn(ix, &indices[0], &values[0]); |
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for (int i = 0; i < length; ++i) { |
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*b = std::make_pair(indices[i], values[i]); |
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++b; |
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} |
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} |
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void CbcMip::_setCoeff(int ix, int jx, Value value) { |
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_prob->setElement(ix, jx, value); |
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} |
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CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const { |
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return _prob->getElement(ix, jx); |
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} |
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void CbcMip::_setColLowerBound(int i, Value lo) { |
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LEMON_ASSERT(lo != INF, "Invalid bound"); |
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_prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
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} |
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CbcMip::Value CbcMip::_getColLowerBound(int i) const { |
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double val = _prob->getColumnLower(i); |
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return val == - COIN_DBL_MAX ? - INF : val; |
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} |
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void CbcMip::_setColUpperBound(int i, Value up) { |
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LEMON_ASSERT(up != -INF, "Invalid bound"); |
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_prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
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} |
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CbcMip::Value CbcMip::_getColUpperBound(int i) const { |
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double val = _prob->getColumnUpper(i); |
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return val == COIN_DBL_MAX ? INF : val; |
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} |
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void CbcMip::_setRowLowerBound(int i, Value lo) { |
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LEMON_ASSERT(lo != INF, "Invalid bound"); |
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_prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
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} |
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CbcMip::Value CbcMip::_getRowLowerBound(int i) const { |
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double val = _prob->getRowLower(i); |
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return val == - COIN_DBL_MAX ? - INF : val; |
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} |
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void CbcMip::_setRowUpperBound(int i, Value up) { |
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LEMON_ASSERT(up != -INF, "Invalid bound"); |
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_prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
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} |
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CbcMip::Value CbcMip::_getRowUpperBound(int i) const { |
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double val = _prob->getRowUpper(i); |
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return val == COIN_DBL_MAX ? INF : val; |
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} |
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void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
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int num = _prob->numberColumns(); |
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for (int i = 0; i < num; ++i) { |
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_prob->setColumnObjective(i, 0.0); |
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} |
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for (ExprIterator it = b; it != e; ++it) { |
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_prob->setColumnObjective(it->first, it->second); |
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} |
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} |
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void CbcMip::_getObjCoeffs(InsertIterator b) const { |
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int num = _prob->numberColumns(); |
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for (int i = 0; i < num; ++i) { |
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Value coef = _prob->getColumnObjective(i); |
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if (coef != 0.0) { |
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*b = std::make_pair(i, coef); |
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++b; |
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} |
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} |
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} |
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void CbcMip::_setObjCoeff(int i, Value obj_coef) { |
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_prob->setColumnObjective(i, obj_coef); |
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} |
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CbcMip::Value CbcMip::_getObjCoeff(int i) const { |
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return _prob->getColumnObjective(i); |
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} |
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CbcMip::SolveExitStatus CbcMip::_solve() { |
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if (_osi_solver) { |
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delete _osi_solver; |
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} |
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#ifdef COIN_HAS_CLP |
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_osi_solver = new OsiClpSolverInterface(); |
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#elif COIN_HAS_OSL |
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_osi_solver = new OsiOslSolverInterface(); |
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#else |
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#error Cannot instantiate Osi solver |
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#endif |
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_osi_solver->loadFromCoinModel(*_prob); |
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if (_cbc_model) { |
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delete _cbc_model; |
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} |
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_cbc_model= new CbcModel(*_osi_solver); |
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switch (_message_level) { |
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case MESSAGE_NO_OUTPUT: |
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_osi_solver->messageHandler()->setLogLevel(0); |
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_cbc_model->setLogLevel(0); |
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break; |
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case MESSAGE_ERROR_MESSAGE: |
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_osi_solver->messageHandler()->setLogLevel(1); |
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_cbc_model->setLogLevel(1); |
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break; |
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case MESSAGE_NORMAL_OUTPUT: |
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_osi_solver->messageHandler()->setLogLevel(2); |
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_cbc_model->setLogLevel(2); |
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break; |
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case MESSAGE_FULL_OUTPUT: |
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_osi_solver->messageHandler()->setLogLevel(3); |
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_cbc_model->setLogLevel(3); |
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break; |
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} |
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_cbc_model->initialSolve(); |
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_cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry); |
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if (!_cbc_model->isInitialSolveAbandoned() && |
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_cbc_model->isInitialSolveProvenOptimal() && |
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!_cbc_model->isInitialSolveProvenPrimalInfeasible() && |
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!_cbc_model->isInitialSolveProvenDualInfeasible()) { |
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CglProbing generator1; |
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generator1.setUsingObjective(true); |
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generator1.setMaxPass(3); |
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generator1.setMaxProbe(100); |
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generator1.setMaxLook(50); |
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generator1.setRowCuts(3); |
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_cbc_model->addCutGenerator(&generator1, -1, "Probing"); |
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CglGomory generator2; |
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generator2.setLimit(300); |
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_cbc_model->addCutGenerator(&generator2, -1, "Gomory"); |
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CglKnapsackCover generator3; |
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_cbc_model->addCutGenerator(&generator3, -1, "Knapsack"); |
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CglOddHole generator4; |
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generator4.setMinimumViolation(0.005); |
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generator4.setMinimumViolationPer(0.00002); |
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generator4.setMaximumEntries(200); |
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_cbc_model->addCutGenerator(&generator4, -1, "OddHole"); |
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CglClique generator5; |
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generator5.setStarCliqueReport(false); |
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generator5.setRowCliqueReport(false); |
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_cbc_model->addCutGenerator(&generator5, -1, "Clique"); |
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CglMixedIntegerRounding mixedGen; |
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_cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding"); |
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CglFlowCover flowGen; |
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_cbc_model->addCutGenerator(&flowGen, -1, "FlowCover"); |
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#ifdef COIN_HAS_CLP |
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OsiClpSolverInterface* osiclp = |
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dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver()); |
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if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) { |
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osiclp->setupForRepeatedUse(2, 0); |
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} |
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#endif |
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CbcRounding heuristic1(*_cbc_model); |
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heuristic1.setWhen(3); |
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_cbc_model->addHeuristic(&heuristic1); |
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CbcHeuristicLocal heuristic2(*_cbc_model); |
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heuristic2.setWhen(3); |
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_cbc_model->addHeuristic(&heuristic2); |
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CbcHeuristicGreedyCover heuristic3(*_cbc_model); |
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heuristic3.setAlgorithm(11); |
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heuristic3.setWhen(3); |
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_cbc_model->addHeuristic(&heuristic3); |
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CbcHeuristicFPump heuristic4(*_cbc_model); |
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heuristic4.setWhen(3); |
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_cbc_model->addHeuristic(&heuristic4); |
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|
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CbcHeuristicRINS heuristic5(*_cbc_model); |
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heuristic5.setWhen(3); |
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_cbc_model->addHeuristic(&heuristic5); |
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|
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if (_cbc_model->getNumCols() < 500) { |
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_cbc_model->setMaximumCutPassesAtRoot(-100); |
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} else if (_cbc_model->getNumCols() < 5000) { |
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_cbc_model->setMaximumCutPassesAtRoot(100); |
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} else { |
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_cbc_model->setMaximumCutPassesAtRoot(20); |
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} |
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368 |
|
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if (_cbc_model->getNumCols() < 5000) { |
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_cbc_model->setNumberStrong(10); |
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} |
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|
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_cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100); |
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374 |
_cbc_model->branchAndBound(); |
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} |
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376 |
|
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377 |
if (_cbc_model->isAbandoned()) { |
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return UNSOLVED; |
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379 |
} else { |
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380 |
return SOLVED; |
|
381 |
} |
|
382 |
} |
|
383 |
|
|
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CbcMip::Value CbcMip::_getSol(int i) const { |
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385 |
return _cbc_model->getColSolution()[i]; |
|
386 |
} |
|
387 |
|
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CbcMip::Value CbcMip::_getSolValue() const { |
|
389 |
return _cbc_model->getObjValue(); |
|
390 |
} |
|
391 |
|
|
392 |
CbcMip::ProblemType CbcMip::_getType() const { |
|
393 |
if (_cbc_model->isProvenOptimal()) { |
|
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return OPTIMAL; |
|
395 |
} else if (_cbc_model->isContinuousUnbounded()) { |
|
396 |
return UNBOUNDED; |
|
397 |
} |
|
398 |
return FEASIBLE; |
|
399 |
} |
|
400 |
|
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401 |
void CbcMip::_setSense(Sense sense) { |
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402 |
switch (sense) { |
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case MIN: |
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_prob->setOptimizationDirection(1.0); |
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break; |
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406 |
case MAX: |
|
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_prob->setOptimizationDirection(- 1.0); |
|
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break; |
|
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} |
|
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} |
|
411 |
|
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CbcMip::Sense CbcMip::_getSense() const { |
|
413 |
if (_prob->optimizationDirection() > 0.0) { |
|
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return MIN; |
|
415 |
} else if (_prob->optimizationDirection() < 0.0) { |
|
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return MAX; |
|
417 |
} else { |
|
418 |
LEMON_ASSERT(false, "Wrong sense"); |
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return CbcMip::Sense(); |
|
420 |
} |
|
421 |
} |
|
422 |
|
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423 |
void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) { |
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424 |
switch (col_type){ |
|
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case INTEGER: |
|
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_prob->setInteger(i); |
|
427 |
break; |
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428 |
case REAL: |
|
429 |
_prob->setContinuous(i); |
|
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break; |
|
431 |
default:; |
|
432 |
LEMON_ASSERT(false, "Wrong sense"); |
|
433 |
} |
|
434 |
} |
|
435 |
|
|
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CbcMip::ColTypes CbcMip::_getColType(int i) const { |
|
437 |
return _prob->getColumnIsInteger(i) ? INTEGER : REAL; |
|
438 |
} |
|
439 |
|
|
440 |
void CbcMip::_clear() { |
|
441 |
delete _prob; |
|
442 |
if (_osi_solver) { |
|
443 |
delete _osi_solver; |
|
444 |
_osi_solver = 0; |
|
445 |
} |
|
446 |
if (_cbc_model) { |
|
447 |
delete _cbc_model; |
|
448 |
_cbc_model = 0; |
|
449 |
} |
|
450 |
|
|
451 |
_prob = new CoinModel(); |
|
452 |
rows.clear(); |
|
453 |
cols.clear(); |
|
454 |
} |
|
455 |
|
|
456 |
void CbcMip::messageLevel(MessageLevel m) { |
|
457 |
_message_level = m; |
|
458 |
} |
|
459 |
|
|
460 |
} //END OF NAMESPACE LEMON |
1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
2 |
* |
|
3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
4 |
* |
|
5 |
* Copyright (C) 2003-2009 |
|
6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
8 |
* |
|
9 |
* Permission to use, modify and distribute this software is granted |
|
10 |
* provided that this copyright notice appears in all copies. For |
|
11 |
* precise terms see the accompanying LICENSE file. |
|
12 |
* |
|
13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
14 |
* express or implied, and with no claim as to its suitability for any |
|
15 |
* purpose. |
|
16 |
* |
|
17 |
*/ |
|
18 |
|
|
19 |
// -*- C++ -*- |
|
20 |
#ifndef LEMON_CBC_H |
|
21 |
#define LEMON_CBC_H |
|
22 |
|
|
23 |
///\file |
|
24 |
///\brief Header of the LEMON-CBC mip solver interface. |
|
25 |
///\ingroup lp_group |
|
26 |
|
|
27 |
#include <lemon/lp_base.h> |
|
28 |
|
|
29 |
class CoinModel; |
|
30 |
class OsiSolverInterface; |
|
31 |
class CbcModel; |
|
32 |
|
|
33 |
namespace lemon { |
|
34 |
|
|
35 |
/// \brief Interface for the CBC MIP solver |
|
36 |
/// |
|
37 |
/// This class implements an interface for the CBC MIP solver. |
|
38 |
///\ingroup lp_group |
|
39 |
class CbcMip : public MipSolver { |
|
40 |
protected: |
|
41 |
|
|
42 |
CoinModel *_prob; |
|
43 |
OsiSolverInterface *_osi_solver; |
|
44 |
CbcModel *_cbc_model; |
|
45 |
|
|
46 |
public: |
|
47 |
|
|
48 |
/// \e |
|
49 |
CbcMip(); |
|
50 |
/// \e |
|
51 |
CbcMip(const CbcMip&); |
|
52 |
/// \e |
|
53 |
~CbcMip(); |
|
54 |
/// \e |
|
55 |
virtual CbcMip* newSolver() const; |
|
56 |
/// \e |
|
57 |
virtual CbcMip* cloneSolver() const; |
|
58 |
|
|
59 |
protected: |
|
60 |
|
|
61 |
virtual const char* _solverName() const; |
|
62 |
|
|
63 |
virtual int _addCol(); |
|
64 |
virtual int _addRow(); |
|
65 |
|
|
66 |
virtual void _eraseCol(int i); |
|
67 |
virtual void _eraseRow(int i); |
|
68 |
|
|
69 |
virtual void _eraseColId(int i); |
|
70 |
virtual void _eraseRowId(int i); |
|
71 |
|
|
72 |
virtual void _getColName(int col, std::string& name) const; |
|
73 |
virtual void _setColName(int col, const std::string& name); |
|
74 |
virtual int _colByName(const std::string& name) const; |
|
75 |
|
|
76 |
virtual void _getRowName(int row, std::string& name) const; |
|
77 |
virtual void _setRowName(int row, const std::string& name); |
|
78 |
virtual int _rowByName(const std::string& name) const; |
|
79 |
|
|
80 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
81 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
82 |
|
|
83 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
84 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
85 |
|
|
86 |
virtual void _setCoeff(int row, int col, Value value); |
|
87 |
virtual Value _getCoeff(int row, int col) const; |
|
88 |
|
|
89 |
virtual void _setColLowerBound(int i, Value value); |
|
90 |
virtual Value _getColLowerBound(int i) const; |
|
91 |
virtual void _setColUpperBound(int i, Value value); |
|
92 |
virtual Value _getColUpperBound(int i) const; |
|
93 |
|
|
94 |
virtual void _setRowLowerBound(int i, Value value); |
|
95 |
virtual Value _getRowLowerBound(int i) const; |
|
96 |
virtual void _setRowUpperBound(int i, Value value); |
|
97 |
virtual Value _getRowUpperBound(int i) const; |
|
98 |
|
|
99 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
100 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
101 |
|
|
102 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
103 |
virtual Value _getObjCoeff(int i) const; |
|
104 |
|
|
105 |
virtual void _setSense(Sense sense); |
|
106 |
virtual Sense _getSense() const; |
|
107 |
|
|
108 |
virtual ColTypes _getColType(int col) const; |
|
109 |
virtual void _setColType(int col, ColTypes col_type); |
|
110 |
|
|
111 |
virtual SolveExitStatus _solve(); |
|
112 |
virtual ProblemType _getType() const; |
|
113 |
virtual Value _getSol(int i) const; |
|
114 |
virtual Value _getSolValue() const; |
|
115 |
|
|
116 |
virtual void _clear(); |
|
117 |
|
|
118 |
public: |
|
119 |
|
|
120 |
///Enum for \c messageLevel() parameter |
|
121 |
enum MessageLevel { |
|
122 |
/// no output (default value) |
|
123 |
MESSAGE_NO_OUTPUT = 0, |
|
124 |
/// error messages only |
|
125 |
MESSAGE_ERROR_MESSAGE = 1, |
|
126 |
/// normal output |
|
127 |
MESSAGE_NORMAL_OUTPUT = 2, |
|
128 |
/// full output (includes informational messages) |
|
129 |
MESSAGE_FULL_OUTPUT = 3 |
|
130 |
}; |
|
131 |
|
|
132 |
private: |
|
133 |
|
|
134 |
MessageLevel _message_level; |
|
135 |
|
|
136 |
public: |
|
137 |
|
|
138 |
///Set the verbosity of the messages |
|
139 |
|
|
140 |
///Set the verbosity of the messages |
|
141 |
/// |
|
142 |
///\param m is the level of the messages output by the solver routines. |
|
143 |
void messageLevel(MessageLevel m); |
|
144 |
|
|
145 |
|
|
146 |
}; |
|
147 |
|
|
148 |
} |
|
149 |
|
|
150 |
#endif |
1 |
AC_DEFUN([LX_CHECK_CBC], |
|
2 |
[ |
|
3 |
AC_ARG_WITH([cbc], |
|
4 |
AS_HELP_STRING([--with-cbc@<:@=PREFIX@:>@], [search for CBC under PREFIX or under the default search paths if PREFIX is not given @<:@default@:>@]) |
|
5 |
AS_HELP_STRING([--without-cbc], [disable checking for CBC]), |
|
6 |
[], [with_cbc=yes]) |
|
7 |
|
|
8 |
AC_ARG_WITH([cbc-includedir], |
|
9 |
AS_HELP_STRING([--with-cbc-includedir=DIR], [search for CBC headers in DIR]), |
|
10 |
[], [with_cbc_includedir=no]) |
|
11 |
|
|
12 |
AC_ARG_WITH([cbc-libdir], |
|
13 |
AS_HELP_STRING([--with-cbc-libdir=DIR], [search for CBC libraries in DIR]), |
|
14 |
[], [with_cbc_libdir=no]) |
|
15 |
|
|
16 |
lx_cbc_found=no |
|
17 |
if test x"$with_cbc" != x"no"; then |
|
18 |
AC_MSG_CHECKING([for CBC]) |
|
19 |
|
|
20 |
if test x"$with_cbc_includedir" != x"no"; then |
|
21 |
CBC_CXXFLAGS="-I$with_cbc_includedir" |
|
22 |
elif test x"$with_cbc" != x"yes"; then |
|
23 |
CBC_CXXFLAGS="-I$with_cbc/include" |
|
24 |
fi |
|
25 |
|
|
26 |
if test x"$with_cbc_libdir" != x"no"; then |
|
27 |
CBC_LDFLAGS="-L$with_cbc_libdir" |
|
28 |
elif test x"$with_cbc" != x"yes"; then |
|
29 |
CBC_LDFLAGS="-L$with_cbc/lib" |
|
30 |
fi |
|
31 |
CBC_LIBS="-lOsi -lCbc -lOsiCbc -lCbcSolver -lClp -lOsiClp -lCoinUtils -lVol -lOsiVol -lCgl -lm -llapack -lblas" |
|
32 |
|
|
33 |
lx_save_cxxflags="$CXXFLAGS" |
|
34 |
lx_save_ldflags="$LDFLAGS" |
|
35 |
lx_save_libs="$LIBS" |
|
36 |
CXXFLAGS="$CBC_CXXFLAGS" |
|
37 |
LDFLAGS="$CBC_LDFLAGS" |
|
38 |
LIBS="$CBC_LIBS" |
|
39 |
|
|
40 |
lx_cbc_test_prog=' |
|
41 |
#include <coin/CbcModel.hpp> |
|
42 |
|
|
43 |
int main(int argc, char** argv) |
|
44 |
{ |
|
45 |
CbcModel cbc; |
|
46 |
return 0; |
|
47 |
}' |
|
48 |
|
|
49 |
AC_LANG_PUSH(C++) |
|
50 |
AC_LINK_IFELSE([$lx_cbc_test_prog], [lx_cbc_found=yes], [lx_cbc_found=no]) |
|
51 |
AC_LANG_POP(C++) |
|
52 |
|
|
53 |
CXXFLAGS="$lx_save_cxxflags" |
|
54 |
LDFLAGS="$lx_save_ldflags" |
|
55 |
LIBS="$lx_save_libs" |
|
56 |
|
|
57 |
if test x"$lx_cbc_found" = x"yes"; then |
|
58 |
AC_DEFINE([HAVE_CBC], [1], [Define to 1 if you have CBC.]) |
|
59 |
lx_lp_found=yes |
|
60 |
AC_DEFINE([HAVE_LP], [1], [Define to 1 if you have any LP solver.]) |
|
61 |
AC_MSG_RESULT([yes]) |
|
62 |
else |
|
63 |
CBC_CXXFLAGS="" |
|
64 |
CBC_LDFLAGS="" |
|
65 |
CBC_LIBS="" |
|
66 |
AC_MSG_RESULT([no]) |
|
67 |
fi |
|
68 |
fi |
|
69 |
CBC_LIBS="$CBC_LDFLAGS $CBC_LIBS" |
|
70 |
AC_SUBST(CBC_CXXFLAGS) |
|
71 |
AC_SUBST(CBC_LIBS) |
|
72 |
AM_CONDITIONAL([HAVE_CBC], [test x"$lx_cbc_found" = x"yes"]) |
|
73 |
]) |
1 | 1 |
ACLOCAL_AMFLAGS = -I m4 |
2 | 2 |
|
3 | 3 |
AM_CXXFLAGS = $(WARNINGCXXFLAGS) |
4 | 4 |
|
5 | 5 |
AM_CPPFLAGS = -I$(top_srcdir) -I$(top_builddir) |
6 | 6 |
LDADD = $(top_builddir)/lemon/libemon.la |
7 | 7 |
|
8 | 8 |
EXTRA_DIST = \ |
9 | 9 |
AUTHORS \ |
10 | 10 |
LICENSE \ |
11 | 11 |
m4/lx_check_cplex.m4 \ |
12 | 12 |
m4/lx_check_glpk.m4 \ |
13 | 13 |
m4/lx_check_soplex.m4 \ |
14 |
m4/lx_check_clp.m4 \ |
|
15 |
m4/lx_check_cbc.m4 \ |
|
14 | 16 |
CMakeLists.txt \ |
15 | 17 |
cmake/FindGhostscript.cmake \ |
16 | 18 |
cmake/FindGLPK.cmake \ |
17 | 19 |
cmake/version.cmake.in \ |
18 | 20 |
cmake/version.cmake \ |
19 | 21 |
cmake/nsis/lemon.ico \ |
20 | 22 |
cmake/nsis/uninstall.ico |
21 | 23 |
|
22 | 24 |
pkgconfigdir = $(libdir)/pkgconfig |
23 | 25 |
lemondir = $(pkgincludedir) |
24 | 26 |
bitsdir = $(lemondir)/bits |
25 | 27 |
conceptdir = $(lemondir)/concepts |
26 | 28 |
pkgconfig_DATA = |
27 | 29 |
lib_LTLIBRARIES = |
28 | 30 |
lemon_HEADERS = |
29 | 31 |
bits_HEADERS = |
30 | 32 |
concept_HEADERS = |
31 | 33 |
noinst_HEADERS = |
32 | 34 |
noinst_PROGRAMS = |
33 | 35 |
bin_PROGRAMS = |
34 | 36 |
check_PROGRAMS = |
35 | 37 |
dist_bin_SCRIPTS = |
36 | 38 |
TESTS = |
37 | 39 |
XFAIL_TESTS = |
... | ... |
@@ -39,48 +39,49 @@ |
39 | 39 |
AC_CHECK_PROG([gs_found],[gs],[yes],[no]) |
40 | 40 |
|
41 | 41 |
dnl Detect Intel compiler. |
42 | 42 |
AC_MSG_CHECKING([whether we are using the Intel C++ compiler]) |
43 | 43 |
AC_COMPILE_IFELSE([#ifndef __INTEL_COMPILER |
44 | 44 |
choke me |
45 | 45 |
#endif], [ICC=[yes]], [ICC=[no]]) |
46 | 46 |
if test x"$ICC" = x"yes"; then |
47 | 47 |
AC_MSG_RESULT([yes]) |
48 | 48 |
else |
49 | 49 |
AC_MSG_RESULT([no]) |
50 | 50 |
fi |
51 | 51 |
|
52 | 52 |
dnl Set custom compiler flags when using g++. |
53 | 53 |
if test "$GXX" = yes -a "$ICC" = no; then |
54 | 54 |
WARNINGCXXFLAGS="-Wall -W -Wall -W -Wunused -Wformat=2 -Wctor-dtor-privacy -Wnon-virtual-dtor -Wno-char-subscripts -Wwrite-strings -Wno-char-subscripts -Wreturn-type -Wcast-qual -Wcast-align -Wsign-promo -Woverloaded-virtual -ansi -fno-strict-aliasing -Wold-style-cast -Wno-unknown-pragmas" |
55 | 55 |
fi |
56 | 56 |
AC_SUBST([WARNINGCXXFLAGS]) |
57 | 57 |
|
58 | 58 |
dnl Checks for libraries. |
59 | 59 |
LX_CHECK_GLPK |
60 | 60 |
LX_CHECK_CPLEX |
61 | 61 |
LX_CHECK_SOPLEX |
62 | 62 |
LX_CHECK_CLP |
63 |
LX_CHECK_CBC |
|
63 | 64 |
|
64 | 65 |
AM_CONDITIONAL([HAVE_LP], [test x"$lx_lp_found" = x"yes"]) |
65 | 66 |
AM_CONDITIONAL([HAVE_MIP], [test x"$lx_mip_found" = x"yes"]) |
66 | 67 |
|
67 | 68 |
dnl Disable/enable building the binary tools. |
68 | 69 |
AC_ARG_ENABLE([tools], |
69 | 70 |
AS_HELP_STRING([--enable-tools], [build additional tools @<:@default@:>@]) |
70 | 71 |
AS_HELP_STRING([--disable-tools], [do not build additional tools]), |
71 | 72 |
[], [enable_tools=yes]) |
72 | 73 |
AC_MSG_CHECKING([whether to build the additional tools]) |
73 | 74 |
if test x"$enable_tools" != x"no"; then |
74 | 75 |
AC_MSG_RESULT([yes]) |
75 | 76 |
else |
76 | 77 |
AC_MSG_RESULT([no]) |
77 | 78 |
fi |
78 | 79 |
AM_CONDITIONAL([WANT_TOOLS], [test x"$enable_tools" != x"no"]) |
79 | 80 |
|
80 | 81 |
dnl Checks for header files. |
81 | 82 |
AC_CHECK_HEADERS(limits.h sys/time.h sys/times.h unistd.h) |
82 | 83 |
|
83 | 84 |
dnl Checks for typedefs, structures, and compiler characteristics. |
84 | 85 |
AC_C_CONST |
85 | 86 |
AC_C_INLINE |
86 | 87 |
AC_TYPE_SIZE_T |
... | ... |
@@ -98,36 +99,37 @@ |
98 | 99 |
AC_CONFIG_FILES([ |
99 | 100 |
Makefile |
100 | 101 |
demo/Makefile |
101 | 102 |
cmake/version.cmake |
102 | 103 |
doc/Doxyfile |
103 | 104 |
lemon/lemon.pc |
104 | 105 |
]) |
105 | 106 |
|
106 | 107 |
AC_OUTPUT |
107 | 108 |
|
108 | 109 |
echo |
109 | 110 |
echo '****************************** SUMMARY ******************************' |
110 | 111 |
echo |
111 | 112 |
echo Package version............... : $PACKAGE-$VERSION |
112 | 113 |
echo |
113 | 114 |
echo C++ compiler.................. : $CXX |
114 | 115 |
echo C++ compiles flags............ : $WARNINGCXXFLAGS $CXXFLAGS |
115 | 116 |
echo |
116 | 117 |
echo Compiler supports long long... : $long_long_found |
117 | 118 |
echo |
118 | 119 |
echo GLPK support.................. : $lx_glpk_found |
119 | 120 |
echo CPLEX support................. : $lx_cplex_found |
120 | 121 |
echo SOPLEX support................ : $lx_soplex_found |
121 | 122 |
echo CLP support................... : $lx_clp_found |
123 |
echo CBC support................... : $lx_cbc_found |
|
122 | 124 |
echo |
123 | 125 |
echo Build additional tools........ : $enable_tools |
124 | 126 |
echo |
125 | 127 |
echo The packace will be installed in |
126 | 128 |
echo -n ' ' |
127 | 129 |
echo $prefix. |
128 | 130 |
echo |
129 | 131 |
echo '*********************************************************************' |
130 | 132 |
|
131 | 133 |
echo |
132 | 134 |
echo Configure complete, now type \'make\' and then \'make install\'. |
133 | 135 |
echo |
1 | 1 |
EXTRA_DIST += \ |
2 | 2 |
lemon/lemon.pc.in \ |
3 | 3 |
lemon/CMakeLists.txt |
4 | 4 |
|
5 | 5 |
pkgconfig_DATA += lemon/lemon.pc |
6 | 6 |
|
7 | 7 |
lib_LTLIBRARIES += lemon/libemon.la |
8 | 8 |
|
9 | 9 |
lemon_libemon_la_SOURCES = \ |
10 | 10 |
lemon/arg_parser.cc \ |
11 | 11 |
lemon/base.cc \ |
12 | 12 |
lemon/color.cc \ |
13 | 13 |
lemon/lp_base.cc \ |
14 | 14 |
lemon/lp_skeleton.cc \ |
15 |
|
|
15 |
lemon/random.cc \ |
|
16 | 16 |
lemon/bits/windows.cc |
17 | 17 |
|
18 | 18 |
|
19 | 19 |
lemon_libemon_la_CXXFLAGS = \ |
20 | 20 |
$(AM_CXXFLAGS) \ |
21 | 21 |
$(GLPK_CFLAGS) \ |
22 | 22 |
$(CPLEX_CFLAGS) \ |
23 | 23 |
$(SOPLEX_CXXFLAGS) \ |
24 |
$(CLP_CXXFLAGS) |
|
24 |
$(CLP_CXXFLAGS) \ |
|
25 |
$(CBC_CXXFLAGS) |
|
25 | 26 |
|
26 | 27 |
lemon_libemon_la_LDFLAGS = \ |
27 | 28 |
$(GLPK_LIBS) \ |
28 | 29 |
$(CPLEX_LIBS) \ |
29 | 30 |
$(SOPLEX_LIBS) \ |
30 |
$(CLP_LIBS) |
|
31 |
$(CLP_LIBS) \ |
|
32 |
$(CBC_LIBS) |
|
31 | 33 |
|
32 | 34 |
if HAVE_GLPK |
33 | 35 |
lemon_libemon_la_SOURCES += lemon/glpk.cc |
34 | 36 |
endif |
35 | 37 |
|
36 | 38 |
if HAVE_CPLEX |
37 | 39 |
lemon_libemon_la_SOURCES += lemon/cplex.cc |
38 | 40 |
endif |
39 | 41 |
|
40 | 42 |
if HAVE_SOPLEX |
41 | 43 |
lemon_libemon_la_SOURCES += lemon/soplex.cc |
42 | 44 |
endif |
43 | 45 |
|
44 | 46 |
if HAVE_CLP |
45 | 47 |
lemon_libemon_la_SOURCES += lemon/clp.cc |
46 | 48 |
endif |
47 | 49 |
|
50 |
if HAVE_CBC |
|
51 |
lemon_libemon_la_SOURCES += lemon/cbc.cc |
|
52 |
endif |
|
53 |
|
|
48 | 54 |
lemon_HEADERS += \ |
49 | 55 |
lemon/adaptors.h \ |
50 | 56 |
lemon/arg_parser.h \ |
51 | 57 |
lemon/assert.h \ |
52 | 58 |
lemon/bfs.h \ |
53 | 59 |
lemon/bin_heap.h \ |
54 | 60 |
lemon/circulation.h \ |
55 | 61 |
lemon/clp.h \ |
56 | 62 |
lemon/color.h \ |
57 | 63 |
lemon/concept_check.h \ |
58 | 64 |
lemon/connectivity.h \ |
59 | 65 |
lemon/counter.h \ |
60 | 66 |
lemon/core.h \ |
61 | 67 |
lemon/cplex.h \ |
62 | 68 |
lemon/dfs.h \ |
63 | 69 |
lemon/dijkstra.h \ |
64 | 70 |
lemon/dim2.h \ |
65 | 71 |
lemon/dimacs.h \ |
66 | 72 |
lemon/edge_set.h \ |
67 | 73 |
lemon/elevator.h \ |
68 | 74 |
lemon/error.h \ |
69 | 75 |
lemon/euler.h \ |
70 | 76 |
lemon/full_graph.h \ |
71 | 77 |
lemon/glpk.h \ |
1 | 1 |
/* Define to 1 if you have long long */ |
2 | 2 |
#undef HAVE_LONG_LONG |
3 | 3 |
|
4 | 4 |
/* Define to 1 if you have any LP solver. */ |
5 | 5 |
#undef HAVE_LP |
6 | 6 |
|
7 | 7 |
/* Define to 1 if you have any MIP solver. */ |
8 | 8 |
#undef HAVE_MIP |
9 | 9 |
|
10 | 10 |
/* Define to 1 if you have CPLEX. */ |
11 | 11 |
#undef HAVE_CPLEX |
12 | 12 |
|
13 | 13 |
/* Define to 1 if you have GLPK. */ |
14 | 14 |
#undef HAVE_GLPK |
15 | 15 |
|
16 | 16 |
/* Define to 1 if you have SOPLEX */ |
17 | 17 |
#undef HAVE_SOPLEX |
18 | 18 |
|
19 | 19 |
/* Define to 1 if you have CLP */ |
20 | 20 |
#undef HAVE_CLP |
21 |
|
|
22 |
/* Define to 1 if you have CBC */ |
|
23 |
#undef HAVE_CBC |
1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
2 | 2 |
* |
3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
4 | 4 |
* |
5 | 5 |
* Copyright (C) 2003-2009 |
6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
8 | 8 |
* |
9 | 9 |
* Permission to use, modify and distribute this software is granted |
10 | 10 |
* provided that this copyright notice appears in all copies. For |
11 | 11 |
* precise terms see the accompanying LICENSE file. |
12 | 12 |
* |
13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
14 | 14 |
* express or implied, and with no claim as to its suitability for any |
15 | 15 |
* purpose. |
16 | 16 |
* |
17 | 17 |
*/ |
18 | 18 |
|
19 | 19 |
#include "test_tools.h" |
20 | 20 |
|
21 |
|
|
22 | 21 |
#ifdef HAVE_CONFIG_H |
23 | 22 |
#include <lemon/config.h> |
24 | 23 |
#endif |
25 | 24 |
|
26 | 25 |
#ifdef HAVE_CPLEX |
27 | 26 |
#include <lemon/cplex.h> |
28 | 27 |
#endif |
29 | 28 |
|
30 | 29 |
#ifdef HAVE_GLPK |
31 | 30 |
#include <lemon/glpk.h> |
32 | 31 |
#endif |
33 | 32 |
|
33 |
#ifdef HAVE_CBC |
|
34 |
#include <lemon/cbc.h> |
|
35 |
#endif |
|
36 |
|
|
34 | 37 |
|
35 | 38 |
using namespace lemon; |
36 | 39 |
|
37 | 40 |
void solveAndCheck(MipSolver& mip, MipSolver::ProblemType stat, |
38 | 41 |
double exp_opt) { |
39 | 42 |
using std::string; |
40 | 43 |
|
41 | 44 |
mip.solve(); |
42 | 45 |
//int decimal,sign; |
43 | 46 |
std::ostringstream buf; |
44 | 47 |
buf << "Type should be: " << int(stat)<<" and it is "<<int(mip.type()); |
45 | 48 |
|
46 | 49 |
|
47 | 50 |
// itoa(stat,buf1, 10); |
48 | 51 |
check(mip.type()==stat, buf.str()); |
49 | 52 |
|
50 | 53 |
if (stat == MipSolver::OPTIMAL) { |
51 | 54 |
std::ostringstream sbuf; |
52 | 55 |
buf << "Wrong optimal value: the right optimum is " << exp_opt; |
53 | 56 |
check(std::abs(mip.solValue()-exp_opt) < 1e-3, sbuf.str()); |
54 | 57 |
//+ecvt(exp_opt,2) |
55 | 58 |
} |
56 | 59 |
} |
57 | 60 |
|
58 | 61 |
void aTest(MipSolver& mip) |
59 | 62 |
{ |
60 |
//The following example is very simple |
|
63 |
//The following example is very simple |
|
61 | 64 |
|
62 | 65 |
|
63 | 66 |
typedef MipSolver::Row Row; |
64 | 67 |
typedef MipSolver::Col Col; |
65 | 68 |
|
66 | 69 |
|
67 |
|
|
68 | 70 |
Col x1 = mip.addCol(); |
69 | 71 |
Col x2 = mip.addCol(); |
70 | 72 |
|
71 | 73 |
|
72 | 74 |
//Objective function |
73 | 75 |
mip.obj(x1); |
74 | 76 |
|
75 | 77 |
mip.max(); |
76 | 78 |
|
77 |
|
|
78 | 79 |
//Unconstrained optimization |
79 | 80 |
mip.solve(); |
80 | 81 |
//Check it out! |
81 | 82 |
|
82 | 83 |
//Constraints |
83 |
mip.addRow(2*x1+x2 <=2); |
|
84 |
mip.addRow(x1-2*x2 <=0); |
|
84 |
mip.addRow(2 * x1 + x2 <= 2); |
|
85 |
Row y2 = mip.addRow(x1 - 2 * x2 <= 0); |
|
85 | 86 |
|
86 | 87 |
//Nonnegativity of the variable x1 |
87 | 88 |
mip.colLowerBound(x1, 0); |
88 | 89 |
|
90 |
|
|
89 | 91 |
//Maximization of x1 |
90 | 92 |
//over the triangle with vertices (0,0),(4/5,2/5),(0,2) |
91 | 93 |
double expected_opt=4.0/5.0; |
92 | 94 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
93 | 95 |
|
96 |
|
|
94 | 97 |
//Restrict x2 to integer |
95 | 98 |
mip.colType(x2,MipSolver::INTEGER); |
96 | 99 |
expected_opt=1.0/2.0; |
97 | 100 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
98 | 101 |
|
99 | 102 |
|
100 | 103 |
//Restrict both to integer |
101 | 104 |
mip.colType(x1,MipSolver::INTEGER); |
102 | 105 |
expected_opt=0; |
103 | 106 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
104 | 107 |
|
105 |
|
|
108 |
//Erase a variable |
|
109 |
mip.erase(x2); |
|
110 |
mip.rowUpperBound(y2, 8); |
|
111 |
expected_opt=1; |
|
112 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
|
106 | 113 |
|
107 | 114 |
} |
108 | 115 |
|
116 |
|
|
109 | 117 |
template<class MIP> |
110 | 118 |
void cloneTest() |
111 | 119 |
{ |
112 | 120 |
|
113 | 121 |
MIP* mip = new MIP(); |
114 | 122 |
MIP* mipnew = mip->newSolver(); |
115 | 123 |
MIP* mipclone = mip->cloneSolver(); |
116 | 124 |
delete mip; |
117 | 125 |
delete mipnew; |
118 | 126 |
delete mipclone; |
119 | 127 |
} |
120 | 128 |
|
121 | 129 |
int main() |
122 | 130 |
{ |
123 | 131 |
|
124 | 132 |
#ifdef HAVE_GLPK |
125 | 133 |
{ |
126 | 134 |
GlpkMip mip1; |
127 | 135 |
aTest(mip1); |
128 | 136 |
cloneTest<GlpkMip>(); |
129 | 137 |
} |
130 | 138 |
#endif |
131 | 139 |
|
132 | 140 |
#ifdef HAVE_CPLEX |
133 | 141 |
try { |
134 | 142 |
CplexMip mip2; |
135 | 143 |
aTest(mip2); |
136 | 144 |
cloneTest<CplexMip>(); |
137 | 145 |
} catch (CplexEnv::LicenseError& error) { |
138 | 146 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
139 | 147 |
check(false, error.what()); |
140 | 148 |
#else |
141 | 149 |
std::cerr << error.what() << std::endl; |
142 | 150 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
143 | 151 |
#endif |
144 | 152 |
} |
145 | 153 |
#endif |
146 | 154 |
|
155 |
#ifdef HAVE_CBC |
|
156 |
{ |
|
157 |
CbcMip mip1; |
|
158 |
aTest(mip1); |
|
159 |
cloneTest<CbcMip>(); |
|
160 |
} |
|
161 |
#endif |
|
162 |
|
|
147 | 163 |
return 0; |
148 | 164 |
|
149 | 165 |
} |
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