... | ... |
@@ -206,221 +206,216 @@ |
206 | 206 |
} |
207 | 207 |
|
208 | 208 |
{ |
209 | 209 |
LP::DualExpr e,f,g; |
210 | 210 |
LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID, |
211 | 211 |
p4 = INVALID, p5 = INVALID; |
212 | 212 |
|
213 | 213 |
e[p1]=2; |
214 | 214 |
e[p1]+=2; |
215 | 215 |
e[p1]-=2; |
216 | 216 |
|
217 | 217 |
e=p1; |
218 | 218 |
e=f; |
219 | 219 |
|
220 | 220 |
e+=p1; |
221 | 221 |
e+=f; |
222 | 222 |
|
223 | 223 |
e-=p1; |
224 | 224 |
e-=f; |
225 | 225 |
|
226 | 226 |
e*=2; |
227 | 227 |
e*=2.2; |
228 | 228 |
e/=2; |
229 | 229 |
e/=2.2; |
230 | 230 |
|
231 | 231 |
e=((p1+p2)+(p1-p2)+ |
232 | 232 |
(p1+f)+(f+p1)+(f+g)+ |
233 | 233 |
(p1-f)+(f-p1)+(f-g)+ |
234 | 234 |
2.2*f+f*2.2+f/2.2+ |
235 | 235 |
2*f+f*2+f/2+ |
236 | 236 |
2.2*p1+p1*2.2+p1/2.2+ |
237 | 237 |
2*p1+p1*2+p1/2 |
238 | 238 |
); |
239 | 239 |
} |
240 | 240 |
|
241 | 241 |
} |
242 | 242 |
|
243 | 243 |
void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat, |
244 | 244 |
double exp_opt) { |
245 | 245 |
using std::string; |
246 | 246 |
lp.solve(); |
247 | 247 |
|
248 | 248 |
std::ostringstream buf; |
249 | 249 |
buf << "PrimalType should be: " << int(stat) << int(lp.primalType()); |
250 | 250 |
|
251 | 251 |
check(lp.primalType()==stat, buf.str()); |
252 | 252 |
|
253 | 253 |
if (stat == LpSolver::OPTIMAL) { |
254 | 254 |
std::ostringstream sbuf; |
255 | 255 |
sbuf << "Wrong optimal value (" << lp.primal() <<") with " |
256 | 256 |
<< lp.solverName() <<"\n the right optimum is " << exp_opt; |
257 | 257 |
check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str()); |
258 | 258 |
} |
259 | 259 |
} |
260 | 260 |
|
261 | 261 |
void aTest(LpSolver & lp) |
262 | 262 |
{ |
263 | 263 |
typedef LpSolver LP; |
264 | 264 |
|
265 | 265 |
//The following example is very simple |
266 | 266 |
|
267 | 267 |
typedef LpSolver::Row Row; |
268 | 268 |
typedef LpSolver::Col Col; |
269 | 269 |
|
270 | 270 |
|
271 | 271 |
Col x1 = lp.addCol(); |
272 | 272 |
Col x2 = lp.addCol(); |
273 | 273 |
|
274 | 274 |
|
275 | 275 |
//Constraints |
276 | 276 |
Row upright=lp.addRow(x1+2*x2 <=1); |
277 | 277 |
lp.addRow(x1+x2 >=-1); |
278 | 278 |
lp.addRow(x1-x2 <=1); |
279 | 279 |
lp.addRow(x1-x2 >=-1); |
280 | 280 |
//Nonnegativity of the variables |
281 | 281 |
lp.colLowerBound(x1, 0); |
282 | 282 |
lp.colLowerBound(x2, 0); |
283 | 283 |
//Objective function |
284 | 284 |
lp.obj(x1+x2); |
285 | 285 |
|
286 | 286 |
lp.sense(lp.MAX); |
287 | 287 |
|
288 | 288 |
//Testing the problem retrieving routines |
289 | 289 |
check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
290 | 290 |
check(lp.sense() == lp.MAX,"This is a maximization!"); |
291 | 291 |
check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!"); |
292 | 292 |
check(lp.colLowerBound(x1)==0, |
293 | 293 |
"The lower bound for variable x1 should be 0."); |
294 | 294 |
check(lp.colUpperBound(x1)==LpSolver::INF, |
295 | 295 |
"The upper bound for variable x1 should be infty."); |
296 | 296 |
check(lp.rowLowerBound(upright) == -LpSolver::INF, |
297 | 297 |
"The lower bound for the first row should be -infty."); |
298 | 298 |
check(lp.rowUpperBound(upright)==1, |
299 | 299 |
"The upper bound for the first row should be 1."); |
300 | 300 |
LpSolver::Expr e = lp.row(upright); |
301 | 301 |
check(e[x1] == 1, "The first coefficient should 1."); |
302 | 302 |
check(e[x2] == 2, "The second coefficient should 1."); |
303 | 303 |
|
304 | 304 |
lp.row(upright, x1+x2 <=1); |
305 | 305 |
e = lp.row(upright); |
306 | 306 |
check(e[x1] == 1, "The first coefficient should 1."); |
307 | 307 |
check(e[x2] == 1, "The second coefficient should 1."); |
308 | 308 |
|
309 | 309 |
LpSolver::DualExpr de = lp.col(x1); |
310 | 310 |
check( de[upright] == 1, "The first coefficient should 1."); |
311 | 311 |
|
312 | 312 |
LpSolver* clp = lp.cloneSolver(); |
313 | 313 |
|
314 | 314 |
//Testing the problem retrieving routines |
315 | 315 |
check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
316 | 316 |
check(clp->sense() == clp->MAX,"This is a maximization!"); |
317 | 317 |
check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!"); |
318 | 318 |
// std::cout<<lp.colLowerBound(x1)<<std::endl; |
319 | 319 |
check(clp->colLowerBound(x1)==0, |
320 | 320 |
"The lower bound for variable x1 should be 0."); |
321 | 321 |
check(clp->colUpperBound(x1)==LpSolver::INF, |
322 | 322 |
"The upper bound for variable x1 should be infty."); |
323 | 323 |
|
324 | 324 |
check(lp.rowLowerBound(upright)==-LpSolver::INF, |
325 | 325 |
"The lower bound for the first row should be -infty."); |
326 | 326 |
check(lp.rowUpperBound(upright)==1, |
327 | 327 |
"The upper bound for the first row should be 1."); |
328 | 328 |
e = clp->row(upright); |
329 | 329 |
check(e[x1] == 1, "The first coefficient should 1."); |
330 | 330 |
check(e[x2] == 1, "The second coefficient should 1."); |
331 | 331 |
|
332 | 332 |
de = clp->col(x1); |
333 | 333 |
check(de[upright] == 1, "The first coefficient should 1."); |
334 | 334 |
|
335 | 335 |
delete clp; |
336 | 336 |
|
337 | 337 |
//Maximization of x1+x2 |
338 | 338 |
//over the triangle with vertices (0,0) (0,1) (1,0) |
339 | 339 |
double expected_opt=1; |
340 | 340 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
341 | 341 |
|
342 | 342 |
//Minimization |
343 | 343 |
lp.sense(lp.MIN); |
344 | 344 |
expected_opt=0; |
345 | 345 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
346 | 346 |
|
347 | 347 |
//Vertex (-1,0) instead of (0,0) |
348 | 348 |
lp.colLowerBound(x1, -LpSolver::INF); |
349 | 349 |
expected_opt=-1; |
350 | 350 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
351 | 351 |
|
352 | 352 |
//Erase one constraint and return to maximization |
353 | 353 |
lp.erase(upright); |
354 | 354 |
lp.sense(lp.MAX); |
355 | 355 |
expected_opt=LpSolver::INF; |
356 | 356 |
solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt); |
357 | 357 |
|
358 | 358 |
//Infeasibilty |
359 | 359 |
lp.addRow(x1+x2 <=-2); |
360 | 360 |
solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt); |
361 | 361 |
|
362 | 362 |
} |
363 | 363 |
|
364 | 364 |
template<class LP> |
365 | 365 |
void cloneTest() |
366 | 366 |
{ |
367 | 367 |
//Test for clone/new |
368 | 368 |
|
369 | 369 |
LP* lp = new LP(); |
370 | 370 |
LP* lpnew = lp->newSolver(); |
371 | 371 |
LP* lpclone = lp->cloneSolver(); |
372 | 372 |
delete lp; |
373 | 373 |
delete lpnew; |
374 | 374 |
delete lpclone; |
375 | 375 |
} |
376 | 376 |
|
377 | 377 |
int main() |
378 | 378 |
{ |
379 | 379 |
LpSkeleton lp_skel; |
380 | 380 |
lpTest(lp_skel); |
381 | 381 |
|
382 | 382 |
#ifdef HAVE_GLPK |
383 | 383 |
{ |
384 | 384 |
GlpkLp lp_glpk1,lp_glpk2; |
385 | 385 |
lpTest(lp_glpk1); |
386 | 386 |
aTest(lp_glpk2); |
387 | 387 |
cloneTest<GlpkLp>(); |
388 | 388 |
} |
389 | 389 |
#endif |
390 | 390 |
|
391 | 391 |
#ifdef HAVE_CPLEX |
392 | 392 |
try { |
393 | 393 |
CplexLp lp_cplex1,lp_cplex2; |
394 | 394 |
lpTest(lp_cplex1); |
395 | 395 |
aTest(lp_cplex2); |
396 | 396 |
cloneTest<CplexLp>(); |
397 | 397 |
} catch (CplexEnv::LicenseError& error) { |
398 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
|
399 | 398 |
check(false, error.what()); |
400 |
#else |
|
401 |
std::cerr << error.what() << std::endl; |
|
402 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
|
403 |
#endif |
|
404 | 399 |
} |
405 | 400 |
#endif |
406 | 401 |
|
407 | 402 |
#ifdef HAVE_SOPLEX |
408 | 403 |
{ |
409 | 404 |
SoplexLp lp_soplex1,lp_soplex2; |
410 | 405 |
lpTest(lp_soplex1); |
411 | 406 |
aTest(lp_soplex2); |
412 | 407 |
cloneTest<SoplexLp>(); |
413 | 408 |
} |
414 | 409 |
#endif |
415 | 410 |
|
416 | 411 |
#ifdef HAVE_CLP |
417 | 412 |
{ |
418 | 413 |
ClpLp lp_clp1,lp_clp2; |
419 | 414 |
lpTest(lp_clp1); |
420 | 415 |
aTest(lp_clp2); |
421 | 416 |
cloneTest<ClpLp>(); |
422 | 417 |
} |
423 | 418 |
#endif |
424 | 419 |
|
425 | 420 |
return 0; |
426 | 421 |
} |
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 | 21 |
#ifdef HAVE_CONFIG_H |
22 | 22 |
#include <lemon/config.h> |
23 | 23 |
#endif |
24 | 24 |
|
25 | 25 |
#ifdef HAVE_CPLEX |
26 | 26 |
#include <lemon/cplex.h> |
27 | 27 |
#endif |
28 | 28 |
|
29 | 29 |
#ifdef HAVE_GLPK |
30 | 30 |
#include <lemon/glpk.h> |
31 | 31 |
#endif |
32 | 32 |
|
33 | 33 |
#ifdef HAVE_CBC |
34 | 34 |
#include <lemon/cbc.h> |
35 | 35 |
#endif |
36 | 36 |
|
37 | 37 |
|
38 | 38 |
using namespace lemon; |
39 | 39 |
|
40 | 40 |
void solveAndCheck(MipSolver& mip, MipSolver::ProblemType stat, |
41 | 41 |
double exp_opt) { |
42 | 42 |
using std::string; |
43 | 43 |
|
44 | 44 |
mip.solve(); |
45 | 45 |
//int decimal,sign; |
46 | 46 |
std::ostringstream buf; |
47 | 47 |
buf << "Type should be: " << int(stat)<<" and it is "<<int(mip.type()); |
48 | 48 |
|
49 | 49 |
|
50 | 50 |
// itoa(stat,buf1, 10); |
51 | 51 |
check(mip.type()==stat, buf.str()); |
52 | 52 |
|
53 | 53 |
if (stat == MipSolver::OPTIMAL) { |
54 | 54 |
std::ostringstream sbuf; |
55 | 55 |
buf << "Wrong optimal value: the right optimum is " << exp_opt; |
56 | 56 |
check(std::abs(mip.solValue()-exp_opt) < 1e-3, sbuf.str()); |
57 | 57 |
//+ecvt(exp_opt,2) |
58 | 58 |
} |
59 | 59 |
} |
60 | 60 |
|
61 | 61 |
void aTest(MipSolver& mip) |
62 | 62 |
{ |
63 | 63 |
//The following example is very simple |
64 | 64 |
|
65 | 65 |
|
66 | 66 |
typedef MipSolver::Row Row; |
67 | 67 |
typedef MipSolver::Col Col; |
68 | 68 |
|
69 | 69 |
|
70 | 70 |
Col x1 = mip.addCol(); |
71 | 71 |
Col x2 = mip.addCol(); |
72 | 72 |
|
73 | 73 |
|
74 | 74 |
//Objective function |
75 | 75 |
mip.obj(x1); |
76 | 76 |
|
77 | 77 |
mip.max(); |
78 | 78 |
|
79 | 79 |
//Unconstrained optimization |
80 | 80 |
mip.solve(); |
81 | 81 |
//Check it out! |
82 | 82 |
|
83 | 83 |
//Constraints |
84 | 84 |
mip.addRow(2 * x1 + x2 <= 2); |
85 | 85 |
Row y2 = mip.addRow(x1 - 2 * x2 <= 0); |
86 | 86 |
|
87 | 87 |
//Nonnegativity of the variable x1 |
88 | 88 |
mip.colLowerBound(x1, 0); |
89 | 89 |
|
90 | 90 |
|
91 | 91 |
//Maximization of x1 |
92 | 92 |
//over the triangle with vertices (0,0),(4/5,2/5),(0,2) |
93 | 93 |
double expected_opt=4.0/5.0; |
94 | 94 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
95 | 95 |
|
96 | 96 |
|
97 | 97 |
//Restrict x2 to integer |
98 | 98 |
mip.colType(x2,MipSolver::INTEGER); |
99 | 99 |
expected_opt=1.0/2.0; |
100 | 100 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
101 | 101 |
|
102 | 102 |
|
103 | 103 |
//Restrict both to integer |
104 | 104 |
mip.colType(x1,MipSolver::INTEGER); |
105 | 105 |
expected_opt=0; |
106 | 106 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
107 | 107 |
|
108 | 108 |
//Erase a variable |
109 | 109 |
mip.erase(x2); |
110 | 110 |
mip.rowUpperBound(y2, 8); |
111 | 111 |
expected_opt=1; |
112 | 112 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
113 | 113 |
|
114 | 114 |
} |
115 | 115 |
|
116 | 116 |
|
117 | 117 |
template<class MIP> |
118 | 118 |
void cloneTest() |
119 | 119 |
{ |
120 | 120 |
|
121 | 121 |
MIP* mip = new MIP(); |
122 | 122 |
MIP* mipnew = mip->newSolver(); |
123 | 123 |
MIP* mipclone = mip->cloneSolver(); |
124 | 124 |
delete mip; |
125 | 125 |
delete mipnew; |
126 | 126 |
delete mipclone; |
127 | 127 |
} |
128 | 128 |
|
129 | 129 |
int main() |
130 | 130 |
{ |
131 | 131 |
|
132 | 132 |
#ifdef HAVE_GLPK |
133 | 133 |
{ |
134 | 134 |
GlpkMip mip1; |
135 | 135 |
aTest(mip1); |
136 | 136 |
cloneTest<GlpkMip>(); |
137 | 137 |
} |
138 | 138 |
#endif |
139 | 139 |
|
140 | 140 |
#ifdef HAVE_CPLEX |
141 | 141 |
try { |
142 | 142 |
CplexMip mip2; |
143 | 143 |
aTest(mip2); |
144 | 144 |
cloneTest<CplexMip>(); |
145 | 145 |
} catch (CplexEnv::LicenseError& error) { |
146 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
|
147 | 146 |
check(false, error.what()); |
148 |
#else |
|
149 |
std::cerr << error.what() << std::endl; |
|
150 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
|
151 |
#endif |
|
152 | 147 |
} |
153 | 148 |
#endif |
154 | 149 |
|
155 | 150 |
#ifdef HAVE_CBC |
156 | 151 |
{ |
157 | 152 |
CbcMip mip1; |
158 | 153 |
aTest(mip1); |
159 | 154 |
cloneTest<CbcMip>(); |
160 | 155 |
} |
161 | 156 |
#endif |
162 | 157 |
|
163 | 158 |
return 0; |
164 | 159 |
|
165 | 160 |
} |
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