| ... | ... |
@@ -302,125 +302,120 @@ |
| 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 |
} |
| ... | ... |
@@ -50,116 +50,111 @@ |
| 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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