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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) 2003-2008 |
|
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 |
#ifndef LEMON_BITS_LP_SOLVER_ID_H |
|
20 |
#define LEMON_BITS_LP_SOLVER_ID_H |
|
21 |
|
|
22 |
namespace lemon { |
|
23 |
|
|
24 |
namespace _lp_bits { |
|
25 |
|
|
26 |
struct LpIdImpl { |
|
27 |
std::vector<int> index; |
|
28 |
std::vector<int> cross; |
|
29 |
int first_index; |
|
30 |
int first_free; |
|
31 |
}; |
|
32 |
|
|
33 |
class LpId { |
|
34 |
public: |
|
35 |
|
|
36 |
class IdHandler { |
|
37 |
public: |
|
38 |
virtual ~IdHandler() {} |
|
39 |
virtual int addId(LpIdImpl&) = 0; |
|
40 |
virtual void eraseId(LpIdImpl&, int xn) = 0; |
|
41 |
}; |
|
42 |
|
|
43 |
LpId(int min_index = 0) { |
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44 |
id_handler = 0; |
|
45 |
impl.first_free = -1; |
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46 |
impl.first_index = min_index; |
|
47 |
impl.cross.resize(impl.first_index); |
|
48 |
} |
|
49 |
|
|
50 |
LpId(const LpId& li) { |
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51 |
id_handler = 0; |
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52 |
impl = li.impl; |
|
53 |
} |
|
54 |
|
|
55 |
LpId& operator=(const LpId& li) { |
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56 |
id_handler = 0; |
|
57 |
impl = li.impl; |
|
58 |
return *this; |
|
59 |
} |
|
60 |
|
|
61 |
void setIdHandler(IdHandler& ih) { |
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id_handler = &ih; |
|
63 |
} |
|
64 |
|
|
65 |
int fixId(int fn) const {return impl.cross[fn];} |
|
66 |
int floatingId(int xn) const {return impl.index[xn];} |
|
67 |
|
|
68 |
int addId() { |
|
69 |
if (id_handler == 0) { |
|
70 |
int xn, fn = impl.cross.size(); |
|
71 |
if (impl.first_free == -1) { |
|
72 |
xn = impl.index.size(); |
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73 |
impl.index.push_back(fn); |
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74 |
} else { |
|
75 |
xn = impl.first_free; |
|
76 |
impl.first_free = impl.index[impl.first_free]; |
|
77 |
impl.index[xn] = fn; |
|
78 |
} |
|
79 |
impl.cross.push_back(xn); |
|
80 |
return xn; |
|
81 |
} else { |
|
82 |
return id_handler->addId(impl); |
|
83 |
} |
|
84 |
} |
|
85 |
|
|
86 |
void eraseId(int xn) { |
|
87 |
if (id_handler == 0) { |
|
88 |
int fn = impl.index[xn]; |
|
89 |
impl.index[xn] = impl.first_free; |
|
90 |
impl.first_free = xn; |
|
91 |
for(int i = fn + 1; i < int(impl.cross.size()); ++i) { |
|
92 |
impl.cross[i - 1] = impl.cross[i]; |
|
93 |
impl.index[impl.cross[i]]--; |
|
94 |
} |
|
95 |
impl.cross.pop_back(); |
|
96 |
} else { |
|
97 |
id_handler->eraseId(impl, xn); |
|
98 |
} |
|
99 |
} |
|
100 |
|
|
101 |
void firstFloating(int& fn) const { |
|
102 |
fn = impl.first_index; |
|
103 |
if (fn == int(impl.cross.size())) fn = -1; |
|
104 |
} |
|
105 |
|
|
106 |
void nextFloating(int& fn) const { |
|
107 |
++fn; |
|
108 |
if (fn == int(impl.cross.size())) fn = -1; |
|
109 |
} |
|
110 |
|
|
111 |
void firstFix(int& xn) const { |
|
112 |
int fn; |
|
113 |
firstFloating(fn); |
|
114 |
xn = fn != -1 ? fixId(fn) : -1; |
|
115 |
} |
|
116 |
|
|
117 |
void nextFix(int& xn) const { |
|
118 |
int fn = floatingId(xn); |
|
119 |
nextFloating(fn); |
|
120 |
xn = fn != -1 ? fixId(fn) : -1; |
|
121 |
} |
|
122 |
|
|
123 |
protected: |
|
124 |
LpIdImpl impl; |
|
125 |
IdHandler *id_handler; |
|
126 |
}; |
|
127 |
|
|
128 |
class RelocateIdHandler : public LpId::IdHandler { |
|
129 |
public: |
|
130 |
|
|
131 |
virtual int addId(LpIdImpl& impl) { |
|
132 |
int xn, fn = impl.cross.size(); |
|
133 |
if (impl.first_free == -1) { |
|
134 |
xn = impl.index.size(); |
|
135 |
impl.index.push_back(fn); |
|
136 |
} else { |
|
137 |
xn = impl.first_free; |
|
138 |
impl.first_free = impl.index[impl.first_free]; |
|
139 |
impl.index[xn] = fn; |
|
140 |
} |
|
141 |
impl.cross.push_back(xn); |
|
142 |
return xn; |
|
143 |
} |
|
144 |
|
|
145 |
virtual void eraseId(LpIdImpl& impl, int xn) { |
|
146 |
int fn = impl.index[xn]; |
|
147 |
impl.index[xn] = impl.first_free; |
|
148 |
impl.first_free = xn; |
|
149 |
impl.cross[fn] = impl.cross.back(); |
|
150 |
impl.index[impl.cross.back()] = fn; |
|
151 |
impl.cross.pop_back(); |
|
152 |
} |
|
153 |
}; |
|
154 |
} |
|
155 |
} |
|
156 |
|
|
157 |
#endif |
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) 2003-2008 |
|
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 |
#ifndef LEMON_LP_H |
|
20 |
#define LEMON_LP_H |
|
21 |
|
|
22 |
#include<lemon/config.h> |
|
23 |
|
|
24 |
|
|
25 |
#ifdef HAVE_GLPK |
|
26 |
#include <lemon/lp_glpk.h> |
|
27 |
#include <lemon/mip_glpk.h> |
|
28 |
#elif HAVE_CPLEX |
|
29 |
#include <lemon/lp_cplex.h> |
|
30 |
#include <lemon/mip_cplex.h> |
|
31 |
#elif HAVE_SOPLEX |
|
32 |
#include <lemon/lp_soplex.h> |
|
33 |
#endif |
|
34 |
|
|
35 |
///\file |
|
36 |
///\brief Defines a default LP solver |
|
37 |
///\ingroup lp_group |
|
38 |
namespace lemon { |
|
39 |
|
|
40 |
#ifdef DOXYGEN |
|
41 |
///The default LP solver identifier |
|
42 |
|
|
43 |
///The default LP solver identifier. |
|
44 |
///\ingroup lp_group |
|
45 |
/// |
|
46 |
///Currently, the possible values are \c GLPK or \c CPLEX |
|
47 |
#define DEFAULT_LP SOLVER |
|
48 |
///The default LP solver |
|
49 |
|
|
50 |
///The default LP solver. |
|
51 |
///\ingroup lp_group |
|
52 |
/// |
|
53 |
///Currently, it is either \c LpGlpk or \c LpCplex |
|
54 |
typedef LpGlpk Lp; |
|
55 |
///The default LP solver identifier string |
|
56 |
|
|
57 |
///The default LP solver identifier string. |
|
58 |
///\ingroup lp_group |
|
59 |
/// |
|
60 |
///Currently, the possible values are "GLPK" or "CPLEX" |
|
61 |
const char default_solver_name[]="SOLVER"; |
|
62 |
|
|
63 |
///The default ILP solver. |
|
64 |
|
|
65 |
///The default ILP solver. |
|
66 |
///\ingroup lp_group |
|
67 |
/// |
|
68 |
///Currently, it is either \c LpGlpk or \c LpCplex |
|
69 |
typedef MipGlpk Mip; |
|
70 |
#else |
|
71 |
#ifdef HAVE_GLPK |
|
72 |
#define DEFAULT_LP GLPK |
|
73 |
typedef LpGlpk Lp; |
|
74 |
typedef MipGlpk Mip; |
|
75 |
const char default_solver_name[]="GLPK"; |
|
76 |
#elif HAVE_CPLEX |
|
77 |
#define DEFAULT_LP CPLEX |
|
78 |
typedef LpCplex Lp; |
|
79 |
typedef MipCplex Mip; |
|
80 |
const char default_solver_name[]="CPLEX"; |
|
81 |
#elif HAVE_SOPLEX |
|
82 |
#define DEFAULT_LP SOPLEX |
|
83 |
typedef LpSoplex Lp; |
|
84 |
const char default_solver_name[]="SOPLEX"; |
|
85 |
#endif |
|
86 |
#endif |
|
87 |
|
|
88 |
} //namespace lemon |
|
89 |
|
|
90 |
#endif //LEMON_LP_H |
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) 2003-2008 |
|
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 |
///\file |
|
20 |
///\brief The implementation of the LP solver interface. |
|
21 |
|
|
22 |
#include <lemon/lp_base.h> |
|
23 |
namespace lemon { |
|
24 |
|
|
25 |
const LpSolverBase::Value |
|
26 |
LpSolverBase::INF = std::numeric_limits<Value>::infinity(); |
|
27 |
const LpSolverBase::Value |
|
28 |
LpSolverBase::NaN = std::numeric_limits<Value>::quiet_NaN(); |
|
29 |
|
|
30 |
// const LpSolverBase::Constr::Value |
|
31 |
// LpSolverBase::Constr::INF = std::numeric_limits<Value>::infinity(); |
|
32 |
// const LpSolverBase::Constr::Value |
|
33 |
// LpSolverBase::Constr::NaN = std::numeric_limits<Value>::quiet_NaN(); |
|
34 |
|
|
35 |
} //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) 2003-2008 |
|
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 |
#ifndef LEMON_LP_BASE_H |
|
20 |
#define LEMON_LP_BASE_H |
|
21 |
|
|
22 |
#include<iostream> |
|
23 |
#include<vector> |
|
24 |
#include<map> |
|
25 |
#include<limits> |
|
26 |
#include<lemon/math.h> |
|
27 |
|
|
28 |
#include<lemon/core.h> |
|
29 |
#include<lemon/bits/lp_id.h> |
|
30 |
|
|
31 |
///\file |
|
32 |
///\brief The interface of the LP solver interface. |
|
33 |
///\ingroup lp_group |
|
34 |
namespace lemon { |
|
35 |
|
|
36 |
/// Function to decide whether a floating point value is finite or not. |
|
37 |
|
|
38 |
/// Retruns true if the argument is not infinity, minus infinity or NaN. |
|
39 |
/// It does the same as the isfinite() function defined by C99. |
|
40 |
template <typename T> |
|
41 |
bool isFinite(T value) |
|
42 |
{ |
|
43 |
typedef std::numeric_limits<T> Lim; |
|
44 |
if ((Lim::has_infinity && (value == Lim::infinity() || value == |
|
45 |
-Lim::infinity())) || |
|
46 |
((Lim::has_quiet_NaN || Lim::has_signaling_NaN) && value != value)) |
|
47 |
{ |
|
48 |
return false; |
|
49 |
} |
|
50 |
return true; |
|
51 |
} |
|
52 |
|
|
53 |
///Common base class for LP solvers |
|
54 |
|
|
55 |
///\todo Much more docs |
|
56 |
///\ingroup lp_group |
|
57 |
class LpSolverBase { |
|
58 |
|
|
59 |
protected: |
|
60 |
|
|
61 |
_lp_bits::LpId rows; |
|
62 |
_lp_bits::LpId cols; |
|
63 |
|
|
64 |
public: |
|
65 |
|
|
66 |
///Possible outcomes of an LP solving procedure |
|
67 |
enum SolveExitStatus { |
|
68 |
///This means that the problem has been successfully solved: either |
|
69 |
///an optimal solution has been found or infeasibility/unboundedness |
|
70 |
///has been proved. |
|
71 |
SOLVED = 0, |
|
72 |
///Any other case (including the case when some user specified |
|
73 |
///limit has been exceeded) |
|
74 |
UNSOLVED = 1 |
|
75 |
}; |
|
76 |
|
|
77 |
///\e |
|
78 |
enum SolutionStatus { |
|
79 |
///Feasible solution hasn't been found (but may exist). |
|
80 |
|
|
81 |
///\todo NOTFOUND might be a better name. |
|
82 |
/// |
|
83 |
UNDEFINED = 0, |
|
84 |
///The problem has no feasible solution |
|
85 |
INFEASIBLE = 1, |
|
86 |
///Feasible solution found |
|
87 |
FEASIBLE = 2, |
|
88 |
///Optimal solution exists and found |
|
89 |
OPTIMAL = 3, |
|
90 |
///The cost function is unbounded |
|
91 |
|
|
92 |
///\todo Give a feasible solution and an infinite ray (and the |
|
93 |
///corresponding bases) |
|
94 |
INFINITE = 4 |
|
95 |
}; |
|
96 |
|
|
97 |
///\e The type of the investigated LP problem |
|
98 |
enum ProblemTypes { |
|
99 |
///Primal-dual feasible |
|
100 |
PRIMAL_DUAL_FEASIBLE = 0, |
|
101 |
///Primal feasible dual infeasible |
|
102 |
PRIMAL_FEASIBLE_DUAL_INFEASIBLE = 1, |
|
103 |
///Primal infeasible dual feasible |
|
104 |
PRIMAL_INFEASIBLE_DUAL_FEASIBLE = 2, |
|
105 |
///Primal-dual infeasible |
|
106 |
PRIMAL_DUAL_INFEASIBLE = 3, |
|
107 |
///Could not determine so far |
|
108 |
UNKNOWN = 4 |
|
109 |
}; |
|
110 |
|
|
111 |
///The floating point type used by the solver |
|
112 |
typedef double Value; |
|
113 |
///The infinity constant |
|
114 |
static const Value INF; |
|
115 |
///The not a number constant |
|
116 |
static const Value NaN; |
|
117 |
|
|
118 |
static inline bool isNaN(const Value& v) { return v!=v; } |
|
119 |
|
|
120 |
friend class Col; |
|
121 |
friend class ColIt; |
|
122 |
friend class Row; |
|
123 |
|
|
124 |
///Refer to a column of the LP. |
|
125 |
|
|
126 |
///This type is used to refer to a column of the LP. |
|
127 |
/// |
|
128 |
///Its value remains valid and correct even after the addition or erase of |
|
129 |
///other columns. |
|
130 |
/// |
|
131 |
///\todo Document what can one do with a Col (INVALID, comparing, |
|
132 |
///it is similar to Node/Edge) |
|
133 |
class Col { |
|
134 |
protected: |
|
135 |
int id; |
|
136 |
friend class LpSolverBase; |
|
137 |
friend class MipSolverBase; |
|
138 |
explicit Col(int _id) : id(_id) {} |
|
139 |
public: |
|
140 |
typedef Value ExprValue; |
|
141 |
typedef True LpSolverCol; |
|
142 |
Col() {} |
|
143 |
Col(const Invalid&) : id(-1) {} |
|
144 |
bool operator< (Col c) const {return id< c.id;} |
|
145 |
bool operator> (Col c) const {return id> c.id;} |
|
146 |
bool operator==(Col c) const {return id==c.id;} |
|
147 |
bool operator!=(Col c) const {return id!=c.id;} |
|
148 |
}; |
|
149 |
|
|
150 |
class ColIt : public Col { |
|
151 |
const LpSolverBase *_lp; |
|
152 |
public: |
|
153 |
ColIt() {} |
|
154 |
ColIt(const LpSolverBase &lp) : _lp(&lp) |
|
155 |
{ |
|
156 |
_lp->cols.firstFix(id); |
|
157 |
} |
|
158 |
ColIt(const Invalid&) : Col(INVALID) {} |
|
159 |
ColIt &operator++() |
|
160 |
{ |
|
161 |
_lp->cols.nextFix(id); |
|
162 |
return *this; |
|
163 |
} |
|
164 |
}; |
|
165 |
|
|
166 |
static int id(const Col& col) { return col.id; } |
|
167 |
|
|
168 |
|
|
169 |
///Refer to a row of the LP. |
|
170 |
|
|
171 |
///This type is used to refer to a row of the LP. |
|
172 |
/// |
|
173 |
///Its value remains valid and correct even after the addition or erase of |
|
174 |
///other rows. |
|
175 |
/// |
|
176 |
///\todo Document what can one do with a Row (INVALID, comparing, |
|
177 |
///it is similar to Node/Edge) |
|
178 |
class Row { |
|
179 |
protected: |
|
180 |
int id; |
|
181 |
friend class LpSolverBase; |
|
182 |
explicit Row(int _id) : id(_id) {} |
|
183 |
public: |
|
184 |
typedef Value ExprValue; |
|
185 |
typedef True LpSolverRow; |
|
186 |
Row() {} |
|
187 |
Row(const Invalid&) : id(-1) {} |
|
188 |
|
|
189 |
bool operator< (Row c) const {return id< c.id;} |
|
190 |
bool operator> (Row c) const {return id> c.id;} |
|
191 |
bool operator==(Row c) const {return id==c.id;} |
|
192 |
bool operator!=(Row c) const {return id!=c.id;} |
|
193 |
}; |
|
194 |
|
|
195 |
class RowIt : public Row { |
|
196 |
const LpSolverBase *_lp; |
|
197 |
public: |
|
198 |
RowIt() {} |
|
199 |
RowIt(const LpSolverBase &lp) : _lp(&lp) |
|
200 |
{ |
|
201 |
_lp->rows.firstFix(id); |
|
202 |
} |
|
203 |
RowIt(const Invalid&) : Row(INVALID) {} |
|
204 |
RowIt &operator++() |
|
205 |
{ |
|
206 |
_lp->rows.nextFix(id); |
|
207 |
return *this; |
|
208 |
} |
|
209 |
}; |
|
210 |
|
|
211 |
static int id(const Row& row) { return row.id; } |
|
212 |
|
|
213 |
protected: |
|
214 |
|
|
215 |
int _lpId(const Col& c) const { |
|
216 |
return cols.floatingId(id(c)); |
|
217 |
} |
|
218 |
|
|
219 |
int _lpId(const Row& r) const { |
|
220 |
return rows.floatingId(id(r)); |
|
221 |
} |
|
222 |
|
|
223 |
Col _item(int i, Col) const { |
|
224 |
return Col(cols.fixId(i)); |
|
225 |
} |
|
226 |
|
|
227 |
Row _item(int i, Row) const { |
|
228 |
return Row(rows.fixId(i)); |
|
229 |
} |
|
230 |
|
|
231 |
|
|
232 |
public: |
|
233 |
|
|
234 |
///Linear expression of variables and a constant component |
|
235 |
|
|
236 |
///This data structure stores a linear expression of the variables |
|
237 |
///(\ref Col "Col"s) and also has a constant component. |
|
238 |
/// |
|
239 |
///There are several ways to access and modify the contents of this |
|
240 |
///container. |
|
241 |
///- Its it fully compatible with \c std::map<Col,double>, so for expamle |
|
242 |
///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can |
|
243 |
///read and modify the coefficients like |
|
244 |
///these. |
|
245 |
///\code |
|
246 |
///e[v]=5; |
|
247 |
///e[v]+=12; |
|
248 |
///e.erase(v); |
|
249 |
///\endcode |
|
250 |
///or you can also iterate through its elements. |
|
251 |
///\code |
|
252 |
///double s=0; |
|
253 |
///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i) |
|
254 |
/// s+=i->second; |
|
255 |
///\endcode |
|
256 |
///(This code computes the sum of all coefficients). |
|
257 |
///- Numbers (<tt>double</tt>'s) |
|
258 |
///and variables (\ref Col "Col"s) directly convert to an |
|
259 |
///\ref Expr and the usual linear operations are defined, so |
|
260 |
///\code |
|
261 |
///v+w |
|
262 |
///2*v-3.12*(v-w/2)+2 |
|
263 |
///v*2.1+(3*v+(v*12+w+6)*3)/2 |
|
264 |
///\endcode |
|
265 |
///are valid \ref Expr "Expr"essions. |
|
266 |
///The usual assignment operations are also defined. |
|
267 |
///\code |
|
268 |
///e=v+w; |
|
269 |
///e+=2*v-3.12*(v-w/2)+2; |
|
270 |
///e*=3.4; |
|
271 |
///e/=5; |
|
272 |
///\endcode |
|
273 |
///- The constant member can be set and read by \ref constComp() |
|
274 |
///\code |
|
275 |
///e.constComp()=12; |
|
276 |
///double c=e.constComp(); |
|
277 |
///\endcode |
|
278 |
/// |
|
279 |
///\note \ref clear() not only sets all coefficients to 0 but also |
|
280 |
///clears the constant components. |
|
281 |
/// |
|
282 |
///\sa Constr |
|
283 |
/// |
|
284 |
class Expr : public std::map<Col,Value> |
|
285 |
{ |
|
286 |
public: |
|
287 |
typedef LpSolverBase::Col Key; |
|
288 |
typedef LpSolverBase::Value Value; |
|
289 |
|
|
290 |
protected: |
|
291 |
typedef std::map<Col,Value> Base; |
|
292 |
|
|
293 |
Value const_comp; |
|
294 |
public: |
|
295 |
typedef True IsLinExpression; |
|
296 |
///\e |
|
297 |
Expr() : Base(), const_comp(0) { } |
|
298 |
///\e |
|
299 |
Expr(const Key &v) : const_comp(0) { |
|
300 |
Base::insert(std::make_pair(v, 1)); |
|
301 |
} |
|
302 |
///\e |
|
303 |
Expr(const Value &v) : const_comp(v) {} |
|
304 |
///\e |
|
305 |
void set(const Key &v,const Value &c) { |
|
306 |
Base::insert(std::make_pair(v, c)); |
|
307 |
} |
|
308 |
///\e |
|
309 |
Value &constComp() { return const_comp; } |
|
310 |
///\e |
|
311 |
const Value &constComp() const { return const_comp; } |
|
312 |
|
|
313 |
///Removes the components with zero coefficient. |
|
314 |
void simplify() { |
|
315 |
for (Base::iterator i=Base::begin(); i!=Base::end();) { |
|
316 |
Base::iterator j=i; |
|
317 |
++j; |
|
318 |
if ((*i).second==0) Base::erase(i); |
|
319 |
i=j; |
|
320 |
} |
|
321 |
} |
|
322 |
|
|
323 |
void simplify() const { |
|
324 |
const_cast<Expr*>(this)->simplify(); |
|
325 |
} |
|
326 |
|
|
327 |
///Removes the coefficients closer to zero than \c tolerance. |
|
328 |
void simplify(double &tolerance) { |
|
329 |
for (Base::iterator i=Base::begin(); i!=Base::end();) { |
|
330 |
Base::iterator j=i; |
|
331 |
++j; |
|
332 |
if (std::fabs((*i).second)<tolerance) Base::erase(i); |
|
333 |
i=j; |
|
334 |
} |
|
335 |
} |
|
336 |
|
|
337 |
///Sets all coefficients and the constant component to 0. |
|
338 |
void clear() { |
|
339 |
Base::clear(); |
|
340 |
const_comp=0; |
|
341 |
} |
|
342 |
|
|
343 |
///\e |
|
344 |
Expr &operator+=(const Expr &e) { |
|
345 |
for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
|
346 |
(*this)[j->first]+=j->second; |
|
347 |
const_comp+=e.const_comp; |
|
348 |
return *this; |
|
349 |
} |
|
350 |
///\e |
|
351 |
Expr &operator-=(const Expr &e) { |
|
352 |
for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
|
353 |
(*this)[j->first]-=j->second; |
|
354 |
const_comp-=e.const_comp; |
|
355 |
return *this; |
|
356 |
} |
|
357 |
///\e |
|
358 |
Expr &operator*=(const Value &c) { |
|
359 |
for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
|
360 |
j->second*=c; |
|
361 |
const_comp*=c; |
|
362 |
return *this; |
|
363 |
} |
|
364 |
///\e |
|
365 |
Expr &operator/=(const Value &c) { |
|
366 |
for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
|
367 |
j->second/=c; |
|
368 |
const_comp/=c; |
|
369 |
return *this; |
|
370 |
} |
|
371 |
|
|
372 |
}; |
|
373 |
|
|
374 |
///Linear constraint |
|
375 |
|
|
376 |
///This data stucture represents a linear constraint in the LP. |
|
377 |
///Basically it is a linear expression with a lower or an upper bound |
|
378 |
///(or both). These parts of the constraint can be obtained by the member |
|
379 |
///functions \ref expr(), \ref lowerBound() and \ref upperBound(), |
|
380 |
///respectively. |
|
381 |
///There are two ways to construct a constraint. |
|
382 |
///- You can set the linear expression and the bounds directly |
|
383 |
/// by the functions above. |
|
384 |
///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt> |
|
385 |
/// are defined between expressions, or even between constraints whenever |
|
386 |
/// it makes sense. Therefore if \c e and \c f are linear expressions and |
|
387 |
/// \c s and \c t are numbers, then the followings are valid expressions |
|
388 |
/// and thus they can be used directly e.g. in \ref addRow() whenever |
|
389 |
/// it makes sense. |
|
390 |
///\code |
|
391 |
/// e<=s |
|
392 |
/// e<=f |
|
393 |
/// e==f |
|
394 |
/// s<=e<=t |
|
395 |
/// e>=t |
|
396 |
///\endcode |
|
397 |
///\warning The validity of a constraint is checked only at run time, so |
|
398 |
///e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will compile, but will throw |
|
399 |
///an assertion. |
|
400 |
class Constr |
|
401 |
{ |
|
402 |
public: |
|
403 |
typedef LpSolverBase::Expr Expr; |
|
404 |
typedef Expr::Key Key; |
|
405 |
typedef Expr::Value Value; |
|
406 |
|
|
407 |
protected: |
|
408 |
Expr _expr; |
|
409 |
Value _lb,_ub; |
|
410 |
public: |
|
411 |
///\e |
|
412 |
Constr() : _expr(), _lb(NaN), _ub(NaN) {} |
|
413 |
///\e |
|
414 |
Constr(Value lb,const Expr &e,Value ub) : |
|
415 |
_expr(e), _lb(lb), _ub(ub) {} |
|
416 |
///\e |
|
417 |
Constr(const Expr &e,Value ub) : |
|
418 |
_expr(e), _lb(NaN), _ub(ub) {} |
|
419 |
///\e |
|
420 |
Constr(Value lb,const Expr &e) : |
|
421 |
_expr(e), _lb(lb), _ub(NaN) {} |
|
422 |
///\e |
|
423 |
Constr(const Expr &e) : |
|
424 |
_expr(e), _lb(NaN), _ub(NaN) {} |
|
425 |
///\e |
|
426 |
void clear() |
|
427 |
{ |
|
428 |
_expr.clear(); |
|
429 |
_lb=_ub=NaN; |
|
430 |
} |
|
431 |
|
|
432 |
///Reference to the linear expression |
|
433 |
Expr &expr() { return _expr; } |
|
434 |
///Cont reference to the linear expression |
|
435 |
const Expr &expr() const { return _expr; } |
|
436 |
///Reference to the lower bound. |
|
437 |
|
|
438 |
///\return |
|
439 |
///- \ref INF "INF": the constraint is lower unbounded. |
|
440 |
///- \ref NaN "NaN": lower bound has not been set. |
|
441 |
///- finite number: the lower bound |
|
442 |
Value &lowerBound() { return _lb; } |
|
443 |
///The const version of \ref lowerBound() |
|
444 |
const Value &lowerBound() const { return _lb; } |
|
445 |
///Reference to the upper bound. |
|
446 |
|
|
447 |
///\return |
|
448 |
///- \ref INF "INF": the constraint is upper unbounded. |
|
449 |
///- \ref NaN "NaN": upper bound has not been set. |
|
450 |
///- finite number: the upper bound |
|
451 |
Value &upperBound() { return _ub; } |
|
452 |
///The const version of \ref upperBound() |
|
453 |
const Value &upperBound() const { return _ub; } |
|
454 |
///Is the constraint lower bounded? |
|
455 |
bool lowerBounded() const { |
|
456 |
return isFinite(_lb); |
|
457 |
} |
|
458 |
///Is the constraint upper bounded? |
|
459 |
bool upperBounded() const { |
|
460 |
return isFinite(_ub); |
|
461 |
} |
|
462 |
|
|
463 |
}; |
|
464 |
|
|
465 |
///Linear expression of rows |
|
466 |
|
|
467 |
///This data structure represents a column of the matrix, |
|
468 |
///thas is it strores a linear expression of the dual variables |
|
469 |
///(\ref Row "Row"s). |
|
470 |
/// |
|
471 |
///There are several ways to access and modify the contents of this |
|
472 |
///container. |
|
473 |
///- Its it fully compatible with \c std::map<Row,double>, so for expamle |
|
474 |
///if \c e is an DualExpr and \c v |
|
475 |
///and \c w are of type \ref Row, then you can |
|
476 |
///read and modify the coefficients like |
|
477 |
///these. |
|
478 |
///\code |
|
479 |
///e[v]=5; |
|
480 |
///e[v]+=12; |
|
481 |
///e.erase(v); |
|
482 |
///\endcode |
|
483 |
///or you can also iterate through its elements. |
|
484 |
///\code |
|
485 |
///double s=0; |
|
486 |
///for(LpSolverBase::DualExpr::iterator i=e.begin();i!=e.end();++i) |
|
487 |
/// s+=i->second; |
|
488 |
///\endcode |
|
489 |
///(This code computes the sum of all coefficients). |
|
490 |
///- Numbers (<tt>double</tt>'s) |
|
491 |
///and variables (\ref Row "Row"s) directly convert to an |
|
492 |
///\ref DualExpr and the usual linear operations are defined, so |
|
493 |
///\code |
|
494 |
///v+w |
|
495 |
///2*v-3.12*(v-w/2) |
|
496 |
///v*2.1+(3*v+(v*12+w)*3)/2 |
|
497 |
///\endcode |
|
498 |
///are valid \ref DualExpr "DualExpr"essions. |
|
499 |
///The usual assignment operations are also defined. |
|
500 |
///\code |
|
501 |
///e=v+w; |
|
502 |
///e+=2*v-3.12*(v-w/2); |
|
503 |
///e*=3.4; |
|
504 |
///e/=5; |
|
505 |
///\endcode |
|
506 |
/// |
|
507 |
///\sa Expr |
|
508 |
/// |
|
509 |
class DualExpr : public std::map<Row,Value> |
|
510 |
{ |
|
511 |
public: |
|
512 |
typedef LpSolverBase::Row Key; |
|
513 |
typedef LpSolverBase::Value Value; |
|
514 |
|
|
515 |
protected: |
|
516 |
typedef std::map<Row,Value> Base; |
|
517 |
|
|
518 |
public: |
|
519 |
typedef True IsLinExpression; |
|
520 |
///\e |
|
521 |
DualExpr() : Base() { } |
|
522 |
///\e |
|
523 |
DualExpr(const Key &v) { |
|
524 |
Base::insert(std::make_pair(v, 1)); |
|
525 |
} |
|
526 |
///\e |
|
527 |
void set(const Key &v,const Value &c) { |
|
528 |
Base::insert(std::make_pair(v, c)); |
|
529 |
} |
|
530 |
|
|
531 |
///Removes the components with zero coefficient. |
|
532 |
void simplify() { |
|
533 |
for (Base::iterator i=Base::begin(); i!=Base::end();) { |
|
534 |
Base::iterator j=i; |
|
535 |
++j; |
|
536 |
if ((*i).second==0) Base::erase(i); |
|
537 |
i=j; |
|
538 |
} |
|
539 |
} |
|
540 |
|
|
541 |
void simplify() const { |
|
542 |
const_cast<DualExpr*>(this)->simplify(); |
|
543 |
} |
|
544 |
|
|
545 |
///Removes the coefficients closer to zero than \c tolerance. |
|
546 |
void simplify(double &tolerance) { |
|
547 |
for (Base::iterator i=Base::begin(); i!=Base::end();) { |
|
548 |
Base::iterator j=i; |
|
549 |
++j; |
|
550 |
if (std::fabs((*i).second)<tolerance) Base::erase(i); |
|
551 |
i=j; |
|
552 |
} |
|
553 |
} |
|
554 |
|
|
555 |
///Sets all coefficients to 0. |
|
556 |
void clear() { |
|
557 |
Base::clear(); |
|
558 |
} |
|
559 |
|
|
560 |
///\e |
|
561 |
DualExpr &operator+=(const DualExpr &e) { |
|
562 |
for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
|
563 |
(*this)[j->first]+=j->second; |
|
564 |
return *this; |
|
565 |
} |
|
566 |
///\e |
|
567 |
DualExpr &operator-=(const DualExpr &e) { |
|
568 |
for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
|
569 |
(*this)[j->first]-=j->second; |
|
570 |
return *this; |
|
571 |
} |
|
572 |
///\e |
|
573 |
DualExpr &operator*=(const Value &c) { |
|
574 |
for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
|
575 |
j->second*=c; |
|
576 |
return *this; |
|
577 |
} |
|
578 |
///\e |
|
579 |
DualExpr &operator/=(const Value &c) { |
|
580 |
for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
|
581 |
j->second/=c; |
|
582 |
return *this; |
|
583 |
} |
|
584 |
}; |
|
585 |
|
|
586 |
|
|
587 |
private: |
|
588 |
|
|
589 |
template <typename _Expr> |
|
590 |
class MappedOutputIterator { |
|
591 |
public: |
|
592 |
|
|
593 |
typedef std::insert_iterator<_Expr> Base; |
|
594 |
|
|
595 |
typedef std::output_iterator_tag iterator_category; |
|
596 |
typedef void difference_type; |
|
597 |
typedef void value_type; |
|
598 |
typedef void reference; |
|
599 |
typedef void pointer; |
|
600 |
|
|
601 |
MappedOutputIterator(const Base& _base, const LpSolverBase& _lp) |
|
602 |
: base(_base), lp(_lp) {} |
|
603 |
|
|
604 |
MappedOutputIterator& operator*() { |
|
605 |
return *this; |
|
606 |
} |
|
607 |
|
|
608 |
MappedOutputIterator& operator=(const std::pair<int, Value>& value) { |
|
609 |
*base = std::make_pair(lp._item(value.first, typename _Expr::Key()), |
|
610 |
value.second); |
|
611 |
return *this; |
|
612 |
} |
|
613 |
|
|
614 |
MappedOutputIterator& operator++() { |
|
615 |
++base; |
|
616 |
return *this; |
|
617 |
} |
|
618 |
|
|
619 |
MappedOutputIterator operator++(int) { |
|
620 |
MappedOutputIterator tmp(*this); |
|
621 |
++base; |
|
622 |
return tmp; |
|
623 |
} |
|
624 |
|
|
625 |
bool operator==(const MappedOutputIterator& it) const { |
|
626 |
return base == it.base; |
|
627 |
} |
|
628 |
|
|
629 |
bool operator!=(const MappedOutputIterator& it) const { |
|
630 |
return base != it.base; |
|
631 |
} |
|
632 |
|
|
633 |
private: |
|
634 |
Base base; |
|
635 |
const LpSolverBase& lp; |
|
636 |
}; |
|
637 |
|
|
638 |
template <typename Expr> |
|
639 |
class MappedInputIterator { |
|
640 |
public: |
|
641 |
|
|
642 |
typedef typename Expr::const_iterator Base; |
|
643 |
|
|
644 |
typedef typename Base::iterator_category iterator_category; |
|
645 |
typedef typename Base::difference_type difference_type; |
|
646 |
typedef const std::pair<int, Value> value_type; |
|
647 |
typedef value_type reference; |
|
648 |
class pointer { |
|
649 |
public: |
|
650 |
pointer(value_type& _value) : value(_value) {} |
|
651 |
value_type* operator->() { return &value; } |
|
652 |
private: |
|
653 |
value_type value; |
|
654 |
}; |
|
655 |
|
|
656 |
MappedInputIterator(const Base& _base, const LpSolverBase& _lp) |
|
657 |
: base(_base), lp(_lp) {} |
|
658 |
|
|
659 |
reference operator*() { |
|
660 |
return std::make_pair(lp._lpId(base->first), base->second); |
|
661 |
} |
|
662 |
|
|
663 |
pointer operator->() { |
|
664 |
return pointer(operator*()); |
|
665 |
} |
|
666 |
|
|
667 |
MappedInputIterator& operator++() { |
|
668 |
++base; |
|
669 |
return *this; |
|
670 |
} |
|
671 |
|
|
672 |
MappedInputIterator operator++(int) { |
|
673 |
MappedInputIterator tmp(*this); |
|
674 |
++base; |
|
675 |
return tmp; |
|
676 |
} |
|
677 |
|
|
678 |
bool operator==(const MappedInputIterator& it) const { |
|
679 |
return base == it.base; |
|
680 |
} |
|
681 |
|
|
682 |
bool operator!=(const MappedInputIterator& it) const { |
|
683 |
return base != it.base; |
|
684 |
} |
|
685 |
|
|
686 |
private: |
|
687 |
Base base; |
|
688 |
const LpSolverBase& lp; |
|
689 |
}; |
|
690 |
|
|
691 |
protected: |
|
692 |
|
|
693 |
/// STL compatible iterator for lp col |
|
694 |
typedef MappedInputIterator<Expr> ConstRowIterator; |
|
695 |
/// STL compatible iterator for lp row |
|
696 |
typedef MappedInputIterator<DualExpr> ConstColIterator; |
|
697 |
|
|
698 |
/// STL compatible iterator for lp col |
|
699 |
typedef MappedOutputIterator<Expr> RowIterator; |
|
700 |
/// STL compatible iterator for lp row |
|
701 |
typedef MappedOutputIterator<DualExpr> ColIterator; |
|
702 |
|
|
703 |
//Abstract virtual functions |
|
704 |
virtual LpSolverBase* _newLp() = 0; |
|
705 |
virtual LpSolverBase* _copyLp(){ |
|
706 |
LpSolverBase* newlp = _newLp(); |
|
707 |
|
|
708 |
std::map<Col, Col> ref; |
|
709 |
for (LpSolverBase::ColIt it(*this); it != INVALID; ++it) { |
|
710 |
Col ccol = newlp->addCol(); |
|
711 |
ref[it] = ccol; |
|
712 |
newlp->colName(ccol, colName(it)); |
|
713 |
newlp->colLowerBound(ccol, colLowerBound(it)); |
|
714 |
newlp->colUpperBound(ccol, colUpperBound(it)); |
|
715 |
} |
|
716 |
|
|
717 |
for (LpSolverBase::RowIt it(*this); it != INVALID; ++it) { |
|
718 |
Expr e = row(it), ce; |
|
719 |
for (Expr::iterator jt = e.begin(); jt != e.end(); ++jt) { |
|
720 |
ce[ref[jt->first]] = jt->second; |
|
721 |
} |
|
722 |
ce += e.constComp(); |
|
723 |
Row r = newlp->addRow(ce); |
|
724 |
|
|
725 |
double lower, upper; |
|
726 |
getRowBounds(it, lower, upper); |
|
727 |
newlp->rowBounds(r, lower, upper); |
|
728 |
} |
|
729 |
|
|
730 |
return newlp; |
|
731 |
}; |
|
732 |
|
|
733 |
virtual int _addCol() = 0; |
|
734 |
virtual int _addRow() = 0; |
|
735 |
|
|
736 |
virtual void _eraseCol(int col) = 0; |
|
737 |
virtual void _eraseRow(int row) = 0; |
|
738 |
|
|
739 |
virtual void _getColName(int col, std::string & name) const = 0; |
|
740 |
virtual void _setColName(int col, const std::string & name) = 0; |
|
741 |
virtual int _colByName(const std::string& name) const = 0; |
|
742 |
|
|
743 |
virtual void _setRowCoeffs(int i, ConstRowIterator b, |
|
744 |
ConstRowIterator e) = 0; |
|
745 |
virtual void _getRowCoeffs(int i, RowIterator b) const = 0; |
|
746 |
virtual void _setColCoeffs(int i, ConstColIterator b, |
|
747 |
ConstColIterator e) = 0; |
|
748 |
virtual void _getColCoeffs(int i, ColIterator b) const = 0; |
|
749 |
virtual void _setCoeff(int row, int col, Value value) = 0; |
|
750 |
virtual Value _getCoeff(int row, int col) const = 0; |
|
751 |
virtual void _setColLowerBound(int i, Value value) = 0; |
|
752 |
virtual Value _getColLowerBound(int i) const = 0; |
|
753 |
virtual void _setColUpperBound(int i, Value value) = 0; |
|
754 |
virtual Value _getColUpperBound(int i) const = 0; |
|
755 |
virtual void _setRowBounds(int i, Value lower, Value upper) = 0; |
|
756 |
virtual void _getRowBounds(int i, Value &lower, Value &upper) const = 0; |
|
757 |
|
|
758 |
virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
|
759 |
virtual Value _getObjCoeff(int i) const = 0; |
|
760 |
virtual void _clearObj()=0; |
|
761 |
|
|
762 |
virtual SolveExitStatus _solve() = 0; |
|
763 |
virtual Value _getPrimal(int i) const = 0; |
|
764 |
virtual Value _getDual(int i) const = 0; |
|
765 |
virtual Value _getPrimalValue() const = 0; |
|
766 |
virtual bool _isBasicCol(int i) const = 0; |
|
767 |
virtual SolutionStatus _getPrimalStatus() const = 0; |
|
768 |
virtual SolutionStatus _getDualStatus() const = 0; |
|
769 |
virtual ProblemTypes _getProblemType() const = 0; |
|
770 |
|
|
771 |
virtual void _setMax() = 0; |
|
772 |
virtual void _setMin() = 0; |
|
773 |
|
|
774 |
|
|
775 |
virtual bool _isMax() const = 0; |
|
776 |
|
|
777 |
//Own protected stuff |
|
778 |
|
|
779 |
//Constant component of the objective function |
|
780 |
Value obj_const_comp; |
|
781 |
|
|
782 |
public: |
|
783 |
|
|
784 |
///\e |
|
785 |
LpSolverBase() : obj_const_comp(0) {} |
|
786 |
|
|
787 |
///\e |
|
788 |
virtual ~LpSolverBase() {} |
|
789 |
|
|
790 |
///Creates a new LP problem |
|
791 |
LpSolverBase* newLp() {return _newLp();} |
|
792 |
///Makes a copy of the LP problem |
|
793 |
LpSolverBase* copyLp() {return _copyLp();} |
|
794 |
|
|
795 |
///\name Build up and modify the LP |
|
796 |
|
|
797 |
///@{ |
|
798 |
|
|
799 |
///Add a new empty column (i.e a new variable) to the LP |
|
800 |
Col addCol() { Col c; _addCol(); c.id = cols.addId(); return c;} |
|
801 |
|
|
802 |
///\brief Adds several new columns |
|
803 |
///(i.e a variables) at once |
|
804 |
/// |
|
805 |
///This magic function takes a container as its argument |
|
806 |
///and fills its elements |
|
807 |
///with new columns (i.e. variables) |
|
808 |
///\param t can be |
|
809 |
///- a standard STL compatible iterable container with |
|
810 |
///\ref Col as its \c values_type |
|
811 |
///like |
|
812 |
///\code |
|
813 |
///std::vector<LpSolverBase::Col> |
|
814 |
///std::list<LpSolverBase::Col> |
|
815 |
///\endcode |
|
816 |
///- a standard STL compatible iterable container with |
|
817 |
///\ref Col as its \c mapped_type |
|
818 |
///like |
|
819 |
///\code |
|
820 |
///std::map<AnyType,LpSolverBase::Col> |
|
821 |
///\endcode |
|
822 |
///- an iterable lemon \ref concepts::WriteMap "write map" like |
|
823 |
///\code |
|
824 |
///ListGraph::NodeMap<LpSolverBase::Col> |
|
825 |
///ListGraph::EdgeMap<LpSolverBase::Col> |
|
826 |
///\endcode |
|
827 |
///\return The number of the created column. |
|
828 |
#ifdef DOXYGEN |
|
829 |
template<class T> |
|
830 |
int addColSet(T &t) { return 0;} |
|
831 |
#else |
|
832 |
template<class T> |
|
833 |
typename enable_if<typename T::value_type::LpSolverCol,int>::type |
|
834 |
addColSet(T &t,dummy<0> = 0) { |
|
835 |
int s=0; |
|
836 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} |
|
837 |
return s; |
|
838 |
} |
|
839 |
template<class T> |
|
840 |
typename enable_if<typename T::value_type::second_type::LpSolverCol, |
|
841 |
int>::type |
|
842 |
addColSet(T &t,dummy<1> = 1) { |
|
843 |
int s=0; |
|
844 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
|
845 |
i->second=addCol(); |
|
846 |
s++; |
|
847 |
} |
|
848 |
return s; |
|
849 |
} |
|
850 |
template<class T> |
|
851 |
typename enable_if<typename T::MapIt::Value::LpSolverCol, |
|
852 |
int>::type |
|
853 |
addColSet(T &t,dummy<2> = 2) { |
|
854 |
int s=0; |
|
855 |
for(typename T::MapIt i(t); i!=INVALID; ++i) |
|
856 |
{ |
|
857 |
i.set(addCol()); |
|
858 |
s++; |
|
859 |
} |
|
860 |
return s; |
|
861 |
} |
|
862 |
#endif |
|
863 |
|
|
864 |
///Set a column (i.e a dual constraint) of the LP |
|
865 |
|
|
866 |
///\param c is the column to be modified |
|
867 |
///\param e is a dual linear expression (see \ref DualExpr) |
|
868 |
///a better one. |
|
869 |
void col(Col c,const DualExpr &e) { |
|
870 |
e.simplify(); |
|
871 |
_setColCoeffs(_lpId(c), ConstColIterator(e.begin(), *this), |
|
872 |
ConstColIterator(e.end(), *this)); |
|
873 |
} |
|
874 |
|
|
875 |
///Get a column (i.e a dual constraint) of the LP |
|
876 |
|
|
877 |
///\param r is the column to get |
|
878 |
///\return the dual expression associated to the column |
|
879 |
DualExpr col(Col c) const { |
|
880 |
DualExpr e; |
|
881 |
_getColCoeffs(_lpId(c), ColIterator(std::inserter(e, e.end()), *this)); |
|
882 |
return e; |
|
883 |
} |
|
884 |
|
|
885 |
///Add a new column to the LP |
|
886 |
|
|
887 |
///\param e is a dual linear expression (see \ref DualExpr) |
|
888 |
///\param obj is the corresponding component of the objective |
|
889 |
///function. It is 0 by default. |
|
890 |
///\return The created column. |
|
891 |
Col addCol(const DualExpr &e, Value o = 0) { |
|
892 |
Col c=addCol(); |
|
893 |
col(c,e); |
|
894 |
objCoeff(c,o); |
|
895 |
return c; |
|
896 |
} |
|
897 |
|
|
898 |
///Add a new empty row (i.e a new constraint) to the LP |
|
899 |
|
|
900 |
///This function adds a new empty row (i.e a new constraint) to the LP. |
|
901 |
///\return The created row |
|
902 |
Row addRow() { Row r; _addRow(); r.id = rows.addId(); return r;} |
|
903 |
|
|
904 |
///\brief Add several new rows |
|
905 |
///(i.e a constraints) at once |
|
906 |
/// |
|
907 |
///This magic function takes a container as its argument |
|
908 |
///and fills its elements |
|
909 |
///with new row (i.e. variables) |
|
910 |
///\param t can be |
|
911 |
///- a standard STL compatible iterable container with |
|
912 |
///\ref Row as its \c values_type |
|
913 |
///like |
|
914 |
///\code |
|
915 |
///std::vector<LpSolverBase::Row> |
|
916 |
///std::list<LpSolverBase::Row> |
|
917 |
///\endcode |
|
918 |
///- a standard STL compatible iterable container with |
|
919 |
///\ref Row as its \c mapped_type |
|
920 |
///like |
|
921 |
///\code |
|
922 |
///std::map<AnyType,LpSolverBase::Row> |
|
923 |
///\endcode |
|
924 |
///- an iterable lemon \ref concepts::WriteMap "write map" like |
|
925 |
///\code |
|
926 |
///ListGraph::NodeMap<LpSolverBase::Row> |
|
927 |
///ListGraph::EdgeMap<LpSolverBase::Row> |
|
928 |
///\endcode |
|
929 |
///\return The number of rows created. |
|
930 |
#ifdef DOXYGEN |
|
931 |
template<class T> |
|
932 |
int addRowSet(T &t) { return 0;} |
|
933 |
#else |
|
934 |
template<class T> |
|
935 |
typename enable_if<typename T::value_type::LpSolverRow,int>::type |
|
936 |
addRowSet(T &t,dummy<0> = 0) { |
|
937 |
int s=0; |
|
938 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;} |
|
939 |
return s; |
|
940 |
} |
|
941 |
template<class T> |
|
942 |
typename enable_if<typename T::value_type::second_type::LpSolverRow, |
|
943 |
int>::type |
|
944 |
addRowSet(T &t,dummy<1> = 1) { |
|
945 |
int s=0; |
|
946 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
|
947 |
i->second=addRow(); |
|
948 |
s++; |
|
949 |
} |
|
950 |
return s; |
|
951 |
} |
|
952 |
template<class T> |
|
953 |
typename enable_if<typename T::MapIt::Value::LpSolverRow, |
|
954 |
int>::type |
|
955 |
addRowSet(T &t,dummy<2> = 2) { |
|
956 |
int s=0; |
|
957 |
for(typename T::MapIt i(t); i!=INVALID; ++i) |
|
958 |
{ |
|
959 |
i.set(addRow()); |
|
960 |
s++; |
|
961 |
} |
|
962 |
return s; |
|
963 |
} |
|
964 |
#endif |
|
965 |
|
|
966 |
///Set a row (i.e a constraint) of the LP |
|
967 |
|
|
968 |
///\param r is the row to be modified |
|
969 |
///\param l is lower bound (-\ref INF means no bound) |
|
970 |
///\param e is a linear expression (see \ref Expr) |
|
971 |
///\param u is the upper bound (\ref INF means no bound) |
|
972 |
///\bug This is a temporary function. The interface will change to |
|
973 |
///a better one. |
|
974 |
///\todo Option to control whether a constraint with a single variable is |
|
975 |
///added or not. |
|
976 |
void row(Row r, Value l, const Expr &e, Value u) { |
|
977 |
e.simplify(); |
|
978 |
_setRowCoeffs(_lpId(r), ConstRowIterator(e.begin(), *this), |
|
979 |
ConstRowIterator(e.end(), *this)); |
|
980 |
_setRowBounds(_lpId(r),l-e.constComp(),u-e.constComp()); |
|
981 |
} |
|
982 |
|
|
983 |
///Set a row (i.e a constraint) of the LP |
|
984 |
|
|
985 |
///\param r is the row to be modified |
|
986 |
///\param c is a linear expression (see \ref Constr) |
|
987 |
void row(Row r, const Constr &c) { |
|
988 |
row(r, c.lowerBounded()?c.lowerBound():-INF, |
|
989 |
c.expr(), c.upperBounded()?c.upperBound():INF); |
|
990 |
} |
|
991 |
|
|
992 |
|
|
993 |
///Get a row (i.e a constraint) of the LP |
|
994 |
|
|
995 |
///\param r is the row to get |
|
996 |
///\return the expression associated to the row |
|
997 |
Expr row(Row r) const { |
|
998 |
Expr e; |
|
999 |
_getRowCoeffs(_lpId(r), RowIterator(std::inserter(e, e.end()), *this)); |
|
1000 |
return e; |
|
1001 |
} |
|
1002 |
|
|
1003 |
///Add a new row (i.e a new constraint) to the LP |
|
1004 |
|
|
1005 |
///\param l is the lower bound (-\ref INF means no bound) |
|
1006 |
///\param e is a linear expression (see \ref Expr) |
|
1007 |
///\param u is the upper bound (\ref INF means no bound) |
|
1008 |
///\return The created row. |
|
1009 |
///\bug This is a temporary function. The interface will change to |
|
1010 |
///a better one. |
|
1011 |
Row addRow(Value l,const Expr &e, Value u) { |
|
1012 |
Row r=addRow(); |
|
1013 |
row(r,l,e,u); |
|
1014 |
return r; |
|
1015 |
} |
|
1016 |
|
|
1017 |
///Add a new row (i.e a new constraint) to the LP |
|
1018 |
|
|
1019 |
///\param c is a linear expression (see \ref Constr) |
|
1020 |
///\return The created row. |
|
1021 |
Row addRow(const Constr &c) { |
|
1022 |
Row r=addRow(); |
|
1023 |
row(r,c); |
|
1024 |
return r; |
|
1025 |
} |
|
1026 |
///Erase a coloumn (i.e a variable) from the LP |
|
1027 |
|
|
1028 |
///\param c is the coloumn to be deleted |
|
1029 |
///\todo Please check this |
|
1030 |
void eraseCol(Col c) { |
|
1031 |
_eraseCol(_lpId(c)); |
|
1032 |
cols.eraseId(c.id); |
|
1033 |
} |
|
1034 |
///Erase a row (i.e a constraint) from the LP |
|
1035 |
|
|
1036 |
///\param r is the row to be deleted |
|
1037 |
///\todo Please check this |
|
1038 |
void eraseRow(Row r) { |
|
1039 |
_eraseRow(_lpId(r)); |
|
1040 |
rows.eraseId(r.id); |
|
1041 |
} |
|
1042 |
|
|
1043 |
/// Get the name of a column |
|
1044 |
|
|
1045 |
///\param c is the coresponding coloumn |
|
1046 |
///\return The name of the colunm |
|
1047 |
std::string colName(Col c) const { |
|
1048 |
std::string name; |
|
1049 |
_getColName(_lpId(c), name); |
|
1050 |
return name; |
|
1051 |
} |
|
1052 |
|
|
1053 |
/// Set the name of a column |
|
1054 |
|
|
1055 |
///\param c is the coresponding coloumn |
|
1056 |
///\param name The name to be given |
|
1057 |
void colName(Col c, const std::string& name) { |
|
1058 |
_setColName(_lpId(c), name); |
|
1059 |
} |
|
1060 |
|
|
1061 |
/// Get the column by its name |
|
1062 |
|
|
1063 |
///\param name The name of the column |
|
1064 |
///\return the proper column or \c INVALID |
|
1065 |
Col colByName(const std::string& name) const { |
|
1066 |
int k = _colByName(name); |
|
1067 |
return k != -1 ? Col(cols.fixId(k)) : Col(INVALID); |
|
1068 |
} |
|
1069 |
|
|
1070 |
/// Set an element of the coefficient matrix of the LP |
|
1071 |
|
|
1072 |
///\param r is the row of the element to be modified |
|
1073 |
///\param c is the coloumn of the element to be modified |
|
1074 |
///\param val is the new value of the coefficient |
|
1075 |
|
|
1076 |
void coeff(Row r, Col c, Value val) { |
|
1077 |
_setCoeff(_lpId(r),_lpId(c), val); |
|
1078 |
} |
|
1079 |
|
|
1080 |
/// Get an element of the coefficient matrix of the LP |
|
1081 |
|
|
1082 |
///\param r is the row of the element in question |
|
1083 |
///\param c is the coloumn of the element in question |
|
1084 |
///\return the corresponding coefficient |
|
1085 |
|
|
1086 |
Value coeff(Row r, Col c) const { |
|
1087 |
return _getCoeff(_lpId(r),_lpId(c)); |
|
1088 |
} |
|
1089 |
|
|
1090 |
/// Set the lower bound of a column (i.e a variable) |
|
1091 |
|
|
1092 |
/// The lower bound of a variable (column) has to be given by an |
|
1093 |
/// extended number of type Value, i.e. a finite number of type |
|
1094 |
/// Value or -\ref INF. |
|
1095 |
void colLowerBound(Col c, Value value) { |
|
1096 |
_setColLowerBound(_lpId(c),value); |
|
1097 |
} |
|
1098 |
|
|
1099 |
/// Get the lower bound of a column (i.e a variable) |
|
1100 |
|
|
1101 |
/// This function returns the lower bound for column (variable) \t c |
|
1102 |
/// (this might be -\ref INF as well). |
|
1103 |
///\return The lower bound for coloumn \t c |
|
1104 |
Value colLowerBound(Col c) const { |
|
1105 |
return _getColLowerBound(_lpId(c)); |
|
1106 |
} |
|
1107 |
|
|
1108 |
///\brief Set the lower bound of several columns |
|
1109 |
///(i.e a variables) at once |
|
1110 |
/// |
|
1111 |
///This magic function takes a container as its argument |
|
1112 |
///and applies the function on all of its elements. |
|
1113 |
/// The lower bound of a variable (column) has to be given by an |
|
1114 |
/// extended number of type Value, i.e. a finite number of type |
|
1115 |
/// Value or -\ref INF. |
|
1116 |
#ifdef DOXYGEN |
|
1117 |
template<class T> |
|
1118 |
void colLowerBound(T &t, Value value) { return 0;} |
|
1119 |
#else |
|
1120 |
template<class T> |
|
1121 |
typename enable_if<typename T::value_type::LpSolverCol,void>::type |
|
1122 |
colLowerBound(T &t, Value value,dummy<0> = 0) { |
|
1123 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
|
1124 |
colLowerBound(*i, value); |
|
1125 |
} |
|
1126 |
} |
|
1127 |
template<class T> |
|
1128 |
typename enable_if<typename T::value_type::second_type::LpSolverCol, |
|
1129 |
void>::type |
|
1130 |
colLowerBound(T &t, Value value,dummy<1> = 1) { |
|
1131 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
|
1132 |
colLowerBound(i->second, value); |
|
1133 |
} |
|
1134 |
} |
|
1135 |
template<class T> |
|
1136 |
typename enable_if<typename T::MapIt::Value::LpSolverCol, |
|
1137 |
void>::type |
|
1138 |
colLowerBound(T &t, Value value,dummy<2> = 2) { |
|
1139 |
for(typename T::MapIt i(t); i!=INVALID; ++i){ |
|
1140 |
colLowerBound(*i, value); |
|
1141 |
} |
|
1142 |
} |
|
1143 |
#endif |
|
1144 |
|
|
1145 |
/// Set the upper bound of a column (i.e a variable) |
|
1146 |
|
|
1147 |
/// The upper bound of a variable (column) has to be given by an |
|
1148 |
/// extended number of type Value, i.e. a finite number of type |
|
1149 |
/// Value or \ref INF. |
|
1150 |
void colUpperBound(Col c, Value value) { |
|
1151 |
_setColUpperBound(_lpId(c),value); |
|
1152 |
}; |
|
1153 |
|
|
1154 |
/// Get the upper bound of a column (i.e a variable) |
|
1155 |
|
|
1156 |
/// This function returns the upper bound for column (variable) \t c |
|
1157 |
/// (this might be \ref INF as well). |
|
1158 |
///\return The upper bound for coloumn \t c |
|
1159 |
Value colUpperBound(Col c) const { |
|
1160 |
return _getColUpperBound(_lpId(c)); |
|
1161 |
} |
|
1162 |
|
|
1163 |
///\brief Set the upper bound of several columns |
|
1164 |
///(i.e a variables) at once |
|
1165 |
/// |
|
1166 |
///This magic function takes a container as its argument |
|
1167 |
///and applies the function on all of its elements. |
|
1168 |
/// The upper bound of a variable (column) has to be given by an |
|
1169 |
/// extended number of type Value, i.e. a finite number of type |
|
1170 |
/// Value or \ref INF. |
|
1171 |
#ifdef DOXYGEN |
|
1172 |
template<class T> |
|
1173 |
void colUpperBound(T &t, Value value) { return 0;} |
|
1174 |
#else |
|
1175 |
template<class T> |
|
1176 |
typename enable_if<typename T::value_type::LpSolverCol,void>::type |
|
1177 |
colUpperBound(T &t, Value value,dummy<0> = 0) { |
|
1178 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
|
1179 |
colUpperBound(*i, value); |
|
1180 |
} |
|
1181 |
} |
|
1182 |
template<class T> |
|
1183 |
typename enable_if<typename T::value_type::second_type::LpSolverCol, |
|
1184 |
void>::type |
|
1185 |
colUpperBound(T &t, Value value,dummy<1> = 1) { |
|
1186 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
|
1187 |
colUpperBound(i->second, value); |
|
1188 |
} |
|
1189 |
} |
|
1190 |
template<class T> |
|
1191 |
typename enable_if<typename T::MapIt::Value::LpSolverCol, |
|
1192 |
void>::type |
|
1193 |
colUpperBound(T &t, Value value,dummy<2> = 2) { |
|
1194 |
for(typename T::MapIt i(t); i!=INVALID; ++i){ |
|
1195 |
colUpperBound(*i, value); |
|
1196 |
} |
|
1197 |
} |
|
1198 |
#endif |
|
1199 |
|
|
1200 |
/// Set the lower and the upper bounds of a column (i.e a variable) |
|
1201 |
|
|
1202 |
/// The lower and the upper bounds of |
|
1203 |
/// a variable (column) have to be given by an |
|
1204 |
/// extended number of type Value, i.e. a finite number of type |
|
1205 |
/// Value, -\ref INF or \ref INF. |
|
1206 |
void colBounds(Col c, Value lower, Value upper) { |
|
1207 |
_setColLowerBound(_lpId(c),lower); |
|
1208 |
_setColUpperBound(_lpId(c),upper); |
|
1209 |
} |
|
1210 |
|
|
1211 |
///\brief Set the lower and the upper bound of several columns |
|
1212 |
///(i.e a variables) at once |
|
1213 |
/// |
|
1214 |
///This magic function takes a container as its argument |
|
1215 |
///and applies the function on all of its elements. |
|
1216 |
/// The lower and the upper bounds of |
|
1217 |
/// a variable (column) have to be given by an |
|
1218 |
/// extended number of type Value, i.e. a finite number of type |
|
1219 |
/// Value, -\ref INF or \ref INF. |
|
1220 |
#ifdef DOXYGEN |
|
1221 |
template<class T> |
|
1222 |
void colBounds(T &t, Value lower, Value upper) { return 0;} |
|
1223 |
#else |
|
1224 |
template<class T> |
|
1225 |
typename enable_if<typename T::value_type::LpSolverCol,void>::type |
|
1226 |
colBounds(T &t, Value lower, Value upper,dummy<0> = 0) { |
|
1227 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
|
1228 |
colBounds(*i, lower, upper); |
|
1229 |
} |
|
1230 |
} |
|
1231 |
template<class T> |
|
1232 |
typename enable_if<typename T::value_type::second_type::LpSolverCol, |
|
1233 |
void>::type |
|
1234 |
colBounds(T &t, Value lower, Value upper,dummy<1> = 1) { |
|
1235 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
|
1236 |
colBounds(i->second, lower, upper); |
|
1237 |
} |
|
1238 |
} |
|
1239 |
template<class T> |
|
1240 |
typename enable_if<typename T::MapIt::Value::LpSolverCol, |
|
1241 |
void>::type |
|
1242 |
colBounds(T &t, Value lower, Value upper,dummy<2> = 2) { |
|
1243 |
for(typename T::MapIt i(t); i!=INVALID; ++i){ |
|
1244 |
colBounds(*i, lower, upper); |
|
1245 |
} |
|
1246 |
} |
|
1247 |
#endif |
|
1248 |
|
|
1249 |
|
|
1250 |
/// Set the lower and the upper bounds of a row (i.e a constraint) |
|
1251 |
|
|
1252 |
/// The lower and the upper bound of a constraint (row) have to be |
|
1253 |
/// given by an extended number of type Value, i.e. a finite |
|
1254 |
/// number of type Value, -\ref INF or \ref INF. There is no |
|
1255 |
/// separate function for the lower and the upper bound because |
|
1256 |
/// that would have been hard to implement for CPLEX. |
|
1257 |
void rowBounds(Row c, Value lower, Value upper) { |
|
1258 |
_setRowBounds(_lpId(c),lower, upper); |
|
1259 |
} |
|
1260 |
|
|
1261 |
/// Get the lower and the upper bounds of a row (i.e a constraint) |
|
1262 |
|
|
1263 |
/// The lower and the upper bound of |
|
1264 |
/// a constraint (row) are |
|
1265 |
/// extended numbers of type Value, i.e. finite numbers of type |
|
1266 |
/// Value, -\ref INF or \ref INF. |
|
1267 |
/// \todo There is no separate function for the |
|
1268 |
/// lower and the upper bound because we had problems with the |
|
1269 |
/// implementation of the setting functions for CPLEX: |
|
1270 |
/// check out whether this can be done for these functions. |
|
1271 |
void getRowBounds(Row c, Value &lower, Value &upper) const { |
|
1272 |
_getRowBounds(_lpId(c),lower, upper); |
|
1273 |
} |
|
1274 |
|
|
1275 |
///Set an element of the objective function |
|
1276 |
void objCoeff(Col c, Value v) {_setObjCoeff(_lpId(c),v); }; |
|
1277 |
|
|
1278 |
///Get an element of the objective function |
|
1279 |
Value objCoeff(Col c) const { return _getObjCoeff(_lpId(c)); }; |
|
1280 |
|
|
1281 |
///Set the objective function |
|
1282 |
|
|
1283 |
///\param e is a linear expression of type \ref Expr. |
|
1284 |
void obj(Expr e) { |
|
1285 |
_clearObj(); |
|
1286 |
for (Expr::iterator i=e.begin(); i!=e.end(); ++i) |
|
1287 |
objCoeff((*i).first,(*i).second); |
|
1288 |
obj_const_comp=e.constComp(); |
|
1289 |
} |
|
1290 |
|
|
1291 |
///Get the objective function |
|
1292 |
|
|
1293 |
///\return the objective function as a linear expression of type \ref Expr. |
|
1294 |
Expr obj() const { |
|
1295 |
Expr e; |
|
1296 |
for (ColIt it(*this); it != INVALID; ++it) { |
|
1297 |
double c = objCoeff(it); |
|
1298 |
if (c != 0.0) { |
|
1299 |
e.insert(std::make_pair(it, c)); |
|
1300 |
} |
|
1301 |
} |
|
1302 |
return e; |
|
1303 |
} |
|
1304 |
|
|
1305 |
|
|
1306 |
///Maximize |
|
1307 |
void max() { _setMax(); } |
|
1308 |
///Minimize |
|
1309 |
void min() { _setMin(); } |
|
1310 |
|
|
1311 |
///Query function: is this a maximization problem? |
|
1312 |
bool isMax() const {return _isMax(); } |
|
1313 |
|
|
1314 |
///Query function: is this a minimization problem? |
|
1315 |
bool isMin() const {return !isMax(); } |
|
1316 |
|
|
1317 |
///@} |
|
1318 |
|
|
1319 |
|
|
1320 |
///\name Solve the LP |
|
1321 |
|
|
1322 |
///@{ |
|
1323 |
|
|
1324 |
///\e Solve the LP problem at hand |
|
1325 |
/// |
|
1326 |
///\return The result of the optimization procedure. Possible |
|
1327 |
///values and their meanings can be found in the documentation of |
|
1328 |
///\ref SolveExitStatus. |
|
1329 |
/// |
|
1330 |
///\todo Which method is used to solve the problem |
|
1331 |
SolveExitStatus solve() { return _solve(); } |
|
1332 |
|
|
1333 |
///@} |
|
1334 |
|
|
1335 |
///\name Obtain the solution |
|
1336 |
|
|
1337 |
///@{ |
|
1338 |
|
|
1339 |
/// The status of the primal problem (the original LP problem) |
|
1340 |
SolutionStatus primalStatus() const { |
|
1341 |
return _getPrimalStatus(); |
|
1342 |
} |
|
1343 |
|
|
1344 |
/// The status of the dual (of the original LP) problem |
|
1345 |
SolutionStatus dualStatus() const { |
|
1346 |
return _getDualStatus(); |
|
1347 |
} |
|
1348 |
|
|
1349 |
///The type of the original LP problem |
|
1350 |
ProblemTypes problemType() const { |
|
1351 |
return _getProblemType(); |
|
1352 |
} |
|
1353 |
|
|
1354 |
///\e |
|
1355 |
Value primal(Col c) const { return _getPrimal(_lpId(c)); } |
|
1356 |
///\e |
|
1357 |
Value primal(const Expr& e) const { |
|
1358 |
double res = e.constComp(); |
|
1359 |
for (std::map<Col, double>::const_iterator it = e.begin(); |
|
1360 |
it != e.end(); ++it) { |
|
1361 |
res += _getPrimal(_lpId(it->first)) * it->second; |
|
1362 |
} |
|
1363 |
return res; |
|
1364 |
} |
|
1365 |
|
|
1366 |
///\e |
|
1367 |
Value dual(Row r) const { return _getDual(_lpId(r)); } |
|
1368 |
///\e |
|
1369 |
Value dual(const DualExpr& e) const { |
|
1370 |
double res = 0.0; |
|
1371 |
for (std::map<Row, double>::const_iterator it = e.begin(); |
|
1372 |
it != e.end(); ++it) { |
|
1373 |
res += _getPrimal(_lpId(it->first)) * it->second; |
|
1374 |
} |
|
1375 |
return res; |
|
1376 |
} |
|
1377 |
|
|
1378 |
///\e |
|
1379 |
bool isBasicCol(Col c) const { return _isBasicCol(_lpId(c)); } |
|
1380 |
|
|
1381 |
///\e |
|
1382 |
|
|
1383 |
///\return |
|
1384 |
///- \ref INF or -\ref INF means either infeasibility or unboundedness |
|
1385 |
/// of the primal problem, depending on whether we minimize or maximize. |
|
1386 |
///- \ref NaN if no primal solution is found. |
|
1387 |
///- The (finite) objective value if an optimal solution is found. |
|
1388 |
Value primalValue() const { return _getPrimalValue()+obj_const_comp;} |
|
1389 |
///@} |
|
1390 |
|
|
1391 |
}; |
|
1392 |
|
|
1393 |
|
|
1394 |
/// \ingroup lp_group |
|
1395 |
/// |
|
1396 |
/// \brief Common base class for MIP solvers |
|
1397 |
/// \todo Much more docs |
|
1398 |
class MipSolverBase : virtual public LpSolverBase{ |
|
1399 |
public: |
|
1400 |
|
|
1401 |
///Possible variable (coloumn) types (e.g. real, integer, binary etc.) |
|
1402 |
enum ColTypes { |
|
1403 |
///Continuous variable |
|
1404 |
REAL = 0, |
|
1405 |
///Integer variable |
|
1406 |
|
|
1407 |
///Unfortunately, cplex 7.5 somewhere writes something like |
|
1408 |
///#define INTEGER 'I' |
|
1409 |
INT = 1 |
|
1410 |
///\todo No support for other types yet. |
|
1411 |
}; |
|
1412 |
|
|
1413 |
///Sets the type of the given coloumn to the given type |
|
1414 |
/// |
|
1415 |
///Sets the type of the given coloumn to the given type. |
|
1416 |
void colType(Col c, ColTypes col_type) { |
|
1417 |
_colType(_lpId(c),col_type); |
|
1418 |
} |
|
1419 |
|
|
1420 |
///Gives back the type of the column. |
|
1421 |
/// |
|
1422 |
///Gives back the type of the column. |
|
1423 |
ColTypes colType(Col c) const { |
|
1424 |
return _colType(_lpId(c)); |
|
1425 |
} |
|
1426 |
|
|
1427 |
///Sets the type of the given Col to integer or remove that property. |
|
1428 |
/// |
|
1429 |
///Sets the type of the given Col to integer or remove that property. |
|
1430 |
void integer(Col c, bool enable) { |
|
1431 |
if (enable) |
|
1432 |
colType(c,INT); |
|
1433 |
else |
|
1434 |
colType(c,REAL); |
|
1435 |
} |
|
1436 |
|
|
1437 |
///Gives back whether the type of the column is integer or not. |
|
1438 |
/// |
|
1439 |
///Gives back the type of the column. |
|
1440 |
///\return true if the column has integer type and false if not. |
|
1441 |
bool integer(Col c) const { |
|
1442 |
return (colType(c)==INT); |
|
1443 |
} |
|
1444 |
|
|
1445 |
/// The status of the MIP problem |
|
1446 |
SolutionStatus mipStatus() const { |
|
1447 |
return _getMipStatus(); |
|
1448 |
} |
|
1449 |
|
|
1450 |
protected: |
|
1451 |
|
|
1452 |
virtual ColTypes _colType(int col) const = 0; |
|
1453 |
virtual void _colType(int col, ColTypes col_type) = 0; |
|
1454 |
virtual SolutionStatus _getMipStatus() const = 0; |
|
1455 |
|
|
1456 |
}; |
|
1457 |
|
|
1458 |
///\relates LpSolverBase::Expr |
|
1459 |
/// |
|
1460 |
inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a, |
|
1461 |
const LpSolverBase::Expr &b) |
|
1462 |
{ |
|
1463 |
LpSolverBase::Expr tmp(a); |
|
1464 |
tmp+=b; |
|
1465 |
return tmp; |
|
1466 |
} |
|
1467 |
///\e |
|
1468 |
|
|
1469 |
///\relates LpSolverBase::Expr |
|
1470 |
/// |
|
1471 |
inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a, |
|
1472 |
const LpSolverBase::Expr &b) |
|
1473 |
{ |
|
1474 |
LpSolverBase::Expr tmp(a); |
|
1475 |
tmp-=b; |
|
1476 |
return tmp; |
|
1477 |
} |
|
1478 |
///\e |
|
1479 |
|
|
1480 |
///\relates LpSolverBase::Expr |
|
1481 |
/// |
|
1482 |
inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a, |
|
1483 |
const LpSolverBase::Value &b) |
|
1484 |
{ |
|
1485 |
LpSolverBase::Expr tmp(a); |
|
1486 |
tmp*=b; |
|
1487 |
return tmp; |
|
1488 |
} |
|
1489 |
|
|
1490 |
///\e |
|
1491 |
|
|
1492 |
///\relates LpSolverBase::Expr |
|
1493 |
/// |
|
1494 |
inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a, |
|
1495 |
const LpSolverBase::Expr &b) |
|
1496 |
{ |
|
1497 |
LpSolverBase::Expr tmp(b); |
|
1498 |
tmp*=a; |
|
1499 |
return tmp; |
|
1500 |
} |
|
1501 |
///\e |
|
1502 |
|
|
1503 |
///\relates LpSolverBase::Expr |
|
1504 |
/// |
|
1505 |
inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a, |
|
1506 |
const LpSolverBase::Value &b) |
|
1507 |
{ |
|
1508 |
LpSolverBase::Expr tmp(a); |
|
1509 |
tmp/=b; |
|
1510 |
return tmp; |
|
1511 |
} |
|
1512 |
|
|
1513 |
///\e |
|
1514 |
|
|
1515 |
///\relates LpSolverBase::Constr |
|
1516 |
/// |
|
1517 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
|
1518 |
const LpSolverBase::Expr &f) |
|
1519 |
{ |
|
1520 |
return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0); |
|
1521 |
} |
|
1522 |
|
|
1523 |
///\e |
|
1524 |
|
|
1525 |
///\relates LpSolverBase::Constr |
|
1526 |
/// |
|
1527 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e, |
|
1528 |
const LpSolverBase::Expr &f) |
|
1529 |
{ |
|
1530 |
return LpSolverBase::Constr(e,f); |
|
1531 |
} |
|
1532 |
|
|
1533 |
///\e |
|
1534 |
|
|
1535 |
///\relates LpSolverBase::Constr |
|
1536 |
/// |
|
1537 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
|
1538 |
const LpSolverBase::Value &f) |
|
1539 |
{ |
|
1540 |
return LpSolverBase::Constr(-LpSolverBase::INF,e,f); |
|
1541 |
} |
|
1542 |
|
|
1543 |
///\e |
|
1544 |
|
|
1545 |
///\relates LpSolverBase::Constr |
|
1546 |
/// |
|
1547 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
|
1548 |
const LpSolverBase::Expr &f) |
|
1549 |
{ |
|
1550 |
return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0); |
|
1551 |
} |
|
1552 |
|
|
1553 |
|
|
1554 |
///\e |
|
1555 |
|
|
1556 |
///\relates LpSolverBase::Constr |
|
1557 |
/// |
|
1558 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e, |
|
1559 |
const LpSolverBase::Expr &f) |
|
1560 |
{ |
|
1561 |
return LpSolverBase::Constr(f,e); |
|
1562 |
} |
|
1563 |
|
|
1564 |
|
|
1565 |
///\e |
|
1566 |
|
|
1567 |
///\relates LpSolverBase::Constr |
|
1568 |
/// |
|
1569 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
|
1570 |
const LpSolverBase::Value &f) |
|
1571 |
{ |
|
1572 |
return LpSolverBase::Constr(f,e,LpSolverBase::INF); |
|
1573 |
} |
|
1574 |
|
|
1575 |
///\e |
|
1576 |
|
|
1577 |
///\relates LpSolverBase::Constr |
|
1578 |
/// |
|
1579 |
inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, |
|
1580 |
const LpSolverBase::Value &f) |
|
1581 |
{ |
|
1582 |
return LpSolverBase::Constr(f,e,f); |
|
1583 |
} |
|
1584 |
|
|
1585 |
///\e |
|
1586 |
|
|
1587 |
///\relates LpSolverBase::Constr |
|
1588 |
/// |
|
1589 |
inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, |
|
1590 |
const LpSolverBase::Expr &f) |
|
1591 |
{ |
|
1592 |
return LpSolverBase::Constr(0,e-f,0); |
|
1593 |
} |
|
1594 |
|
|
1595 |
///\e |
|
1596 |
|
|
1597 |
///\relates LpSolverBase::Constr |
|
1598 |
/// |
|
1599 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n, |
|
1600 |
const LpSolverBase::Constr&c) |
|
1601 |
{ |
|
1602 |
LpSolverBase::Constr tmp(c); |
|
1603 |
LEMON_ASSERT(LpSolverBase::isNaN(tmp.lowerBound()), "Wrong LP constraint"); |
|
1604 |
tmp.lowerBound()=n; |
|
1605 |
return tmp; |
|
1606 |
} |
|
1607 |
///\e |
|
1608 |
|
|
1609 |
///\relates LpSolverBase::Constr |
|
1610 |
/// |
|
1611 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c, |
|
1612 |
const LpSolverBase::Value &n) |
|
1613 |
{ |
|
1614 |
LpSolverBase::Constr tmp(c); |
|
1615 |
LEMON_ASSERT(LpSolverBase::isNaN(tmp.upperBound()), "Wrong LP constraint"); |
|
1616 |
tmp.upperBound()=n; |
|
1617 |
return tmp; |
|
1618 |
} |
|
1619 |
|
|
1620 |
///\e |
|
1621 |
|
|
1622 |
///\relates LpSolverBase::Constr |
|
1623 |
/// |
|
1624 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n, |
|
1625 |
const LpSolverBase::Constr&c) |
|
1626 |
{ |
|
1627 |
LpSolverBase::Constr tmp(c); |
|
1628 |
LEMON_ASSERT(LpSolverBase::isNaN(tmp.upperBound()), "Wrong LP constraint"); |
|
1629 |
tmp.upperBound()=n; |
|
1630 |
return tmp; |
|
1631 |
} |
|
1632 |
///\e |
|
1633 |
|
|
1634 |
///\relates LpSolverBase::Constr |
|
1635 |
/// |
|
1636 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c, |
|
1637 |
const LpSolverBase::Value &n) |
|
1638 |
{ |
|
1639 |
LpSolverBase::Constr tmp(c); |
|
1640 |
LEMON_ASSERT(LpSolverBase::isNaN(tmp.lowerBound()), "Wrong LP constraint"); |
|
1641 |
tmp.lowerBound()=n; |
|
1642 |
return tmp; |
|
1643 |
} |
|
1644 |
|
|
1645 |
///\e |
|
1646 |
|
|
1647 |
///\relates LpSolverBase::DualExpr |
|
1648 |
/// |
|
1649 |
inline LpSolverBase::DualExpr operator+(const LpSolverBase::DualExpr &a, |
|
1650 |
const LpSolverBase::DualExpr &b) |
|
1651 |
{ |
|
1652 |
LpSolverBase::DualExpr tmp(a); |
|
1653 |
tmp+=b; |
|
1654 |
return tmp; |
|
1655 |
} |
|
1656 |
///\e |
|
1657 |
|
|
1658 |
///\relates LpSolverBase::DualExpr |
|
1659 |
/// |
|
1660 |
inline LpSolverBase::DualExpr operator-(const LpSolverBase::DualExpr &a, |
|
1661 |
const LpSolverBase::DualExpr &b) |
|
1662 |
{ |
|
1663 |
LpSolverBase::DualExpr tmp(a); |
|
1664 |
tmp-=b; |
|
1665 |
return tmp; |
|
1666 |
} |
|
1667 |
///\e |
|
1668 |
|
|
1669 |
///\relates LpSolverBase::DualExpr |
|
1670 |
/// |
|
1671 |
inline LpSolverBase::DualExpr operator*(const LpSolverBase::DualExpr &a, |
|
1672 |
const LpSolverBase::Value &b) |
|
1673 |
{ |
|
1674 |
LpSolverBase::DualExpr tmp(a); |
|
1675 |
tmp*=b; |
|
1676 |
return tmp; |
|
1677 |
} |
|
1678 |
|
|
1679 |
///\e |
|
1680 |
|
|
1681 |
///\relates LpSolverBase::DualExpr |
|
1682 |
/// |
|
1683 |
inline LpSolverBase::DualExpr operator*(const LpSolverBase::Value &a, |
|
1684 |
const LpSolverBase::DualExpr &b) |
|
1685 |
{ |
|
1686 |
LpSolverBase::DualExpr tmp(b); |
|
1687 |
tmp*=a; |
|
1688 |
return tmp; |
|
1689 |
} |
|
1690 |
///\e |
|
1691 |
|
|
1692 |
///\relates LpSolverBase::DualExpr |
|
1693 |
/// |
|
1694 |
inline LpSolverBase::DualExpr operator/(const LpSolverBase::DualExpr &a, |
|
1695 |
const LpSolverBase::Value &b) |
|
1696 |
{ |
|
1697 |
LpSolverBase::DualExpr tmp(a); |
|
1698 |
tmp/=b; |
|
1699 |
return tmp; |
|
1700 |
} |
|
1701 |
|
|
1702 |
|
|
1703 |
} //namespace lemon |
|
1704 |
|
|
1705 |
#endif //LEMON_LP_BASE_H |
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) 2003-2008 |
|
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 |
#include <iostream> |
|
20 |
#include <vector> |
|
21 |
#include <lemon/lp_cplex.h> |
|
22 |
|
|
23 |
extern "C" { |
|
24 |
#include <ilcplex/cplex.h> |
|
25 |
} |
|
26 |
|
|
27 |
|
|
28 |
///\file |
|
29 |
///\brief Implementation of the LEMON-CPLEX lp solver interface. |
|
30 |
namespace lemon { |
|
31 |
|
|
32 |
LpCplex::LpCplex() { |
|
33 |
// env = CPXopenCPLEXdevelop(&status); |
|
34 |
env = CPXopenCPLEX(&status); |
|
35 |
lp = CPXcreateprob(env, &status, "LP problem"); |
|
36 |
} |
|
37 |
|
|
38 |
LpCplex::LpCplex(const LpCplex& cplex) : LpSolverBase() { |
|
39 |
env = CPXopenCPLEX(&status); |
|
40 |
lp = CPXcloneprob(env, cplex.lp, &status); |
|
41 |
rows = cplex.rows; |
|
42 |
cols = cplex.cols; |
|
43 |
} |
|
44 |
|
|
45 |
LpCplex::~LpCplex() { |
|
46 |
CPXfreeprob(env,&lp); |
|
47 |
CPXcloseCPLEX(&env); |
|
48 |
} |
|
49 |
|
|
50 |
LpSolverBase* LpCplex::_newLp() |
|
51 |
{ |
|
52 |
//The first approach opens a new environment |
|
53 |
return new LpCplex(); |
|
54 |
} |
|
55 |
|
|
56 |
LpSolverBase* LpCplex::_copyLp() { |
|
57 |
return new LpCplex(*this); |
|
58 |
} |
|
59 |
|
|
60 |
int LpCplex::_addCol() |
|
61 |
{ |
|
62 |
int i = CPXgetnumcols(env, lp); |
|
63 |
Value lb[1],ub[1]; |
|
64 |
lb[0]=-INF; |
|
65 |
ub[0]=INF; |
|
66 |
status = CPXnewcols(env, lp, 1, NULL, lb, ub, NULL, NULL); |
|
67 |
return i; |
|
68 |
} |
|
69 |
|
|
70 |
|
|
71 |
int LpCplex::_addRow() |
|
72 |
{ |
|
73 |
//We want a row that is not constrained |
|
74 |
char sense[1]; |
|
75 |
sense[0]='L';//<= constraint |
|
76 |
Value rhs[1]; |
|
77 |
rhs[0]=INF; |
|
78 |
int i = CPXgetnumrows(env, lp); |
|
79 |
status = CPXnewrows(env, lp, 1, rhs, sense, NULL, NULL); |
|
80 |
return i; |
|
81 |
} |
|
82 |
|
|
83 |
|
|
84 |
void LpCplex::_eraseCol(int i) { |
|
85 |
CPXdelcols(env, lp, i, i); |
|
86 |
} |
|
87 |
|
|
88 |
void LpCplex::_eraseRow(int i) { |
|
89 |
CPXdelrows(env, lp, i, i); |
|
90 |
} |
|
91 |
|
|
92 |
void LpCplex::_getColName(int col, std::string &name) const |
|
93 |
{ |
|
94 |
///\bug Untested |
|
95 |
int storespace; |
|
96 |
CPXgetcolname(env, lp, 0, 0, 0, &storespace, col, col); |
|
97 |
if (storespace == 0) { |
|
98 |
name.clear(); |
|
99 |
return; |
|
100 |
} |
|
101 |
|
|
102 |
storespace *= -1; |
|
103 |
std::vector<char> buf(storespace); |
|
104 |
char *names[1]; |
|
105 |
int dontcare; |
|
106 |
///\bug return code unchecked for error |
|
107 |
CPXgetcolname(env, lp, names, &*buf.begin(), storespace, |
|
108 |
&dontcare, col, col); |
|
109 |
name = names[0]; |
|
110 |
} |
|
111 |
|
|
112 |
void LpCplex::_setColName(int col, const std::string &name) |
|
113 |
{ |
|
114 |
///\bug Untested |
|
115 |
char *names[1]; |
|
116 |
names[0] = const_cast<char*>(name.c_str()); |
|
117 |
///\bug return code unchecked for error |
|
118 |
CPXchgcolname(env, lp, 1, &col, names); |
|
119 |
} |
|
120 |
|
|
121 |
int LpCplex::_colByName(const std::string& name) const |
|
122 |
{ |
|
123 |
int index; |
|
124 |
if (CPXgetcolindex(env, lp, |
|
125 |
const_cast<char*>(name.c_str()), &index) == 0) { |
|
126 |
return index; |
|
127 |
} |
|
128 |
return -1; |
|
129 |
} |
|
130 |
|
|
131 |
///\warning Data at index 0 is ignored in the arrays. |
|
132 |
void LpCplex::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) |
|
133 |
{ |
|
134 |
std::vector<int> indices; |
|
135 |
std::vector<int> rowlist; |
|
136 |
std::vector<Value> values; |
|
137 |
|
|
138 |
for(ConstRowIterator it=b; it!=e; ++it) { |
|
139 |
indices.push_back(it->first); |
|
140 |
values.push_back(it->second); |
|
141 |
rowlist.push_back(i); |
|
142 |
} |
|
143 |
|
|
144 |
status = CPXchgcoeflist(env, lp, values.size(), |
|
145 |
&rowlist[0], &indices[0], &values[0]); |
|
146 |
} |
|
147 |
|
|
148 |
void LpCplex::_getRowCoeffs(int i, RowIterator b) const { |
|
149 |
int tmp1, tmp2, tmp3, length; |
|
150 |
CPXgetrows(env, lp, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
|
151 |
|
|
152 |
length = -length; |
|
153 |
std::vector<int> indices(length); |
|
154 |
std::vector<double> values(length); |
|
155 |
|
|
156 |
CPXgetrows(env, lp, &tmp1, &tmp2, &indices[0], &values[0], |
|
157 |
length, &tmp3, i, i); |
|
158 |
|
|
159 |
for (int i = 0; i < length; ++i) { |
|
160 |
*b = std::make_pair(indices[i], values[i]); |
|
161 |
++b; |
|
162 |
} |
|
163 |
|
|
164 |
/// \todo implement |
|
165 |
} |
|
166 |
|
|
167 |
void LpCplex::_setColCoeffs(int i, ConstColIterator b, ConstColIterator e) |
|
168 |
{ |
|
169 |
std::vector<int> indices; |
|
170 |
std::vector<int> collist; |
|
171 |
std::vector<Value> values; |
|
172 |
|
|
173 |
for(ConstColIterator it=b; it!=e; ++it) { |
|
174 |
indices.push_back(it->first); |
|
175 |
values.push_back(it->second); |
|
176 |
collist.push_back(i); |
|
177 |
} |
|
178 |
|
|
179 |
status = CPXchgcoeflist(env, lp, values.size(), |
|
180 |
&indices[0], &collist[0], &values[0]); |
|
181 |
} |
|
182 |
|
|
183 |
void LpCplex::_getColCoeffs(int i, ColIterator b) const { |
|
184 |
|
|
185 |
int tmp1, tmp2, tmp3, length; |
|
186 |
CPXgetcols(env, lp, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
|
187 |
|
|
188 |
length = -length; |
|
189 |
std::vector<int> indices(length); |
|
190 |
std::vector<double> values(length); |
|
191 |
|
|
192 |
CPXgetcols(env, lp, &tmp1, &tmp2, &indices[0], &values[0], |
|
193 |
length, &tmp3, i, i); |
|
194 |
|
|
195 |
for (int i = 0; i < length; ++i) { |
|
196 |
*b = std::make_pair(indices[i], values[i]); |
|
197 |
++b; |
|
198 |
} |
|
199 |
|
|
200 |
} |
|
201 |
|
|
202 |
void LpCplex::_setCoeff(int row, int col, Value value) |
|
203 |
{ |
|
204 |
CPXchgcoef(env, lp, row, col, value); |
|
205 |
} |
|
206 |
|
|
207 |
LpCplex::Value LpCplex::_getCoeff(int row, int col) const |
|
208 |
{ |
|
209 |
LpCplex::Value value; |
|
210 |
CPXgetcoef(env, lp, row, col, &value); |
|
211 |
return value; |
|
212 |
} |
|
213 |
|
|
214 |
void LpCplex::_setColLowerBound(int i, Value value) |
|
215 |
{ |
|
216 |
int indices[1]; |
|
217 |
indices[0]=i; |
|
218 |
char lu[1]; |
|
219 |
lu[0]='L'; |
|
220 |
Value bd[1]; |
|
221 |
bd[0]=value; |
|
222 |
status = CPXchgbds(env, lp, 1, indices, lu, bd); |
|
223 |
|
|
224 |
} |
|
225 |
|
|
226 |
LpCplex::Value LpCplex::_getColLowerBound(int i) const |
|
227 |
{ |
|
228 |
LpCplex::Value x; |
|
229 |
CPXgetlb (env, lp, &x, i, i); |
|
230 |
if (x <= -CPX_INFBOUND) x = -INF; |
|
231 |
return x; |
|
232 |
} |
|
233 |
|
|
234 |
void LpCplex::_setColUpperBound(int i, Value value) |
|
235 |
{ |
|
236 |
int indices[1]; |
|
237 |
indices[0]=i; |
|
238 |
char lu[1]; |
|
239 |
lu[0]='U'; |
|
240 |
Value bd[1]; |
|
241 |
bd[0]=value; |
|
242 |
status = CPXchgbds(env, lp, 1, indices, lu, bd); |
|
243 |
} |
|
244 |
|
|
245 |
LpCplex::Value LpCplex::_getColUpperBound(int i) const |
|
246 |
{ |
|
247 |
LpCplex::Value x; |
|
248 |
CPXgetub (env, lp, &x, i, i); |
|
249 |
if (x >= CPX_INFBOUND) x = INF; |
|
250 |
return x; |
|
251 |
} |
|
252 |
|
|
253 |
//This will be easier to implement |
|
254 |
void LpCplex::_setRowBounds(int i, Value lb, Value ub) |
|
255 |
{ |
|
256 |
//Bad parameter |
|
257 |
if (lb==INF || ub==-INF) { |
|
258 |
//FIXME error |
|
259 |
} |
|
260 |
|
|
261 |
int cnt=1; |
|
262 |
int indices[1]; |
|
263 |
indices[0]=i; |
|
264 |
char sense[1]; |
|
265 |
|
|
266 |
if (lb==-INF){ |
|
267 |
sense[0]='L'; |
|
268 |
CPXchgsense(env, lp, cnt, indices, sense); |
|
269 |
CPXchgcoef(env, lp, i, -1, ub); |
|
270 |
|
|
271 |
} |
|
272 |
else{ |
|
273 |
if (ub==INF){ |
|
274 |
sense[0]='G'; |
|
275 |
CPXchgsense(env, lp, cnt, indices, sense); |
|
276 |
CPXchgcoef(env, lp, i, -1, lb); |
|
277 |
} |
|
278 |
else{ |
|
279 |
if (lb == ub){ |
|
280 |
sense[0]='E'; |
|
281 |
CPXchgsense(env, lp, cnt, indices, sense); |
|
282 |
CPXchgcoef(env, lp, i, -1, lb); |
|
283 |
} |
|
284 |
else{ |
|
285 |
sense[0]='R'; |
|
286 |
CPXchgsense(env, lp, cnt, indices, sense); |
|
287 |
CPXchgcoef(env, lp, i, -1, lb); |
|
288 |
CPXchgcoef(env, lp, i, -2, ub-lb); |
|
289 |
} |
|
290 |
} |
|
291 |
} |
|
292 |
} |
|
293 |
|
|
294 |
// void LpCplex::_setRowLowerBound(int i, Value value) |
|
295 |
// { |
|
296 |
// //Not implemented, obsolete |
|
297 |
// } |
|
298 |
|
|
299 |
// void LpCplex::_setRowUpperBound(int i, Value value) |
|
300 |
// { |
|
301 |
// //Not implemented, obsolete |
|
302 |
// // //TODO Ezt kell meg megirni |
|
303 |
// // //type of the problem |
|
304 |
// // char sense[1]; |
|
305 |
// // status = CPXgetsense(env, lp, sense, i, i); |
|
306 |
// // Value rhs[1]; |
|
307 |
// // status = CPXgetrhs(env, lp, rhs, i, i); |
|
308 |
|
|
309 |
// // switch (sense[0]) { |
|
310 |
// // case 'L'://<= constraint |
|
311 |
// // break; |
|
312 |
// // case 'E'://= constraint |
|
313 |
// // break; |
|
314 |
// // case 'G'://>= constraint |
|
315 |
// // break; |
|
316 |
// // case 'R'://ranged constraint |
|
317 |
// // break; |
|
318 |
// // default: ; |
|
319 |
// // //FIXME error |
|
320 |
// // } |
|
321 |
|
|
322 |
// // status = CPXchgcoef(env, lp, i, -2, value_rng); |
|
323 |
// } |
|
324 |
|
|
325 |
void LpCplex::_getRowBounds(int i, Value &lb, Value &ub) const |
|
326 |
{ |
|
327 |
char sense; |
|
328 |
CPXgetsense(env, lp, &sense,i,i); |
|
329 |
lb=-INF; |
|
330 |
ub=INF; |
|
331 |
switch (sense) |
|
332 |
{ |
|
333 |
case 'L': |
|
334 |
CPXgetcoef(env, lp, i, -1, &ub); |
|
335 |
break; |
|
336 |
case 'G': |
|
337 |
CPXgetcoef(env, lp, i, -1, &lb); |
|
338 |
break; |
|
339 |
case 'E': |
|
340 |
CPXgetcoef(env, lp, i, -1, &lb); |
|
341 |
ub=lb; |
|
342 |
break; |
|
343 |
case 'R': |
|
344 |
CPXgetcoef(env, lp, i, -1, &lb); |
|
345 |
Value x; |
|
346 |
CPXgetcoef(env, lp, i, -2, &x); |
|
347 |
ub=lb+x; |
|
348 |
break; |
|
349 |
} |
|
350 |
} |
|
351 |
|
|
352 |
void LpCplex::_setObjCoeff(int i, Value obj_coef) |
|
353 |
{ |
|
354 |
CPXchgcoef(env, lp, -1, i, obj_coef); |
|
355 |
} |
|
356 |
|
|
357 |
LpCplex::Value LpCplex::_getObjCoeff(int i) const |
|
358 |
{ |
|
359 |
Value x; |
|
360 |
CPXgetcoef(env, lp, -1, i, &x); |
|
361 |
return x; |
|
362 |
} |
|
363 |
|
|
364 |
void LpCplex::_clearObj() |
|
365 |
{ |
|
366 |
for (int i=0;i< CPXgetnumcols(env, lp);++i){ |
|
367 |
CPXchgcoef(env, lp, -1, i, 0); |
|
368 |
} |
|
369 |
|
|
370 |
} |
|
371 |
// The routine returns zero unless an error occurred during the |
|
372 |
// optimization. Examples of errors include exhausting available |
|
373 |
// memory (CPXERR_NO_MEMORY) or encountering invalid data in the |
|
374 |
// CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a |
|
375 |
// user-specified CPLEX limit, or proving the model infeasible or |
|
376 |
// unbounded, are not considered errors. Note that a zero return |
|
377 |
// value does not necessarily mean that a solution exists. Use query |
|
378 |
// routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain |
|
379 |
// further information about the status of the optimization. |
|
380 |
LpCplex::SolveExitStatus LpCplex::_solve() |
|
381 |
{ |
|
382 |
//CPX_PARAM_LPMETHOD |
|
383 |
status = CPXlpopt(env, lp); |
|
384 |
//status = CPXprimopt(env, lp); |
|
385 |
#if CPX_VERSION >= 800 |
|
386 |
if (status) |
|
387 |
{ |
|
388 |
return UNSOLVED; |
|
389 |
} |
|
390 |
else |
|
391 |
{ |
|
392 |
switch (CPXgetstat(env, lp)) |
|
393 |
{ |
|
394 |
case CPX_STAT_OPTIMAL: |
|
395 |
case CPX_STAT_INFEASIBLE: |
|
396 |
case CPX_STAT_UNBOUNDED: |
|
397 |
return SOLVED; |
|
398 |
default: |
|
399 |
return UNSOLVED; |
|
400 |
} |
|
401 |
} |
|
402 |
#else |
|
403 |
if (status == 0){ |
|
404 |
//We want to exclude some cases |
|
405 |
switch (CPXgetstat(env, lp)){ |
|
406 |
case CPX_OBJ_LIM: |
|
407 |
case CPX_IT_LIM_FEAS: |
|
408 |
case CPX_IT_LIM_INFEAS: |
|
409 |
case CPX_TIME_LIM_FEAS: |
|
410 |
case CPX_TIME_LIM_INFEAS: |
|
411 |
return UNSOLVED; |
|
412 |
default: |
|
413 |
return SOLVED; |
|
414 |
} |
|
415 |
} |
|
416 |
else{ |
|
417 |
return UNSOLVED; |
|
418 |
} |
|
419 |
#endif |
|
420 |
} |
|
421 |
|
|
422 |
LpCplex::Value LpCplex::_getPrimal(int i) const |
|
423 |
{ |
|
424 |
Value x; |
|
425 |
CPXgetx(env, lp, &x, i, i); |
|
426 |
return x; |
|
427 |
} |
|
428 |
|
|
429 |
LpCplex::Value LpCplex::_getDual(int i) const |
|
430 |
{ |
|
431 |
Value y; |
|
432 |
CPXgetpi(env, lp, &y, i, i); |
|
433 |
return y; |
|
434 |
} |
|
435 |
|
|
436 |
LpCplex::Value LpCplex::_getPrimalValue() const |
|
437 |
{ |
|
438 |
Value objval; |
|
439 |
//method = CPXgetmethod (env, lp); |
|
440 |
//printf("CPXgetprobtype %d \n",CPXgetprobtype(env,lp)); |
|
441 |
CPXgetobjval(env, lp, &objval); |
|
442 |
//printf("Objective value: %g \n",objval); |
|
443 |
return objval; |
|
444 |
} |
|
445 |
bool LpCplex::_isBasicCol(int i) const |
|
446 |
{ |
|
447 |
std::vector<int> cstat(CPXgetnumcols(env, lp)); |
|
448 |
CPXgetbase(env, lp, &*cstat.begin(), NULL); |
|
449 |
return (cstat[i]==CPX_BASIC); |
|
450 |
} |
|
451 |
|
|
452 |
//7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!) |
|
453 |
// This table lists the statuses, returned by the CPXgetstat() |
|
454 |
// routine, for solutions to LP problems or mixed integer problems. If |
|
455 |
// no solution exists, the return value is zero. |
|
456 |
|
|
457 |
// For Simplex, Barrier |
|
458 |
// 1 CPX_OPTIMAL |
|
459 |
// Optimal solution found |
|
460 |
// 2 CPX_INFEASIBLE |
|
461 |
// Problem infeasible |
|
462 |
// 3 CPX_UNBOUNDED |
|
463 |
// Problem unbounded |
|
464 |
// 4 CPX_OBJ_LIM |
|
465 |
// Objective limit exceeded in Phase II |
|
466 |
// 5 CPX_IT_LIM_FEAS |
|
467 |
// Iteration limit exceeded in Phase II |
|
468 |
// 6 CPX_IT_LIM_INFEAS |
|
469 |
// Iteration limit exceeded in Phase I |
|
470 |
// 7 CPX_TIME_LIM_FEAS |
|
471 |
// Time limit exceeded in Phase II |
|
472 |
// 8 CPX_TIME_LIM_INFEAS |
|
473 |
// Time limit exceeded in Phase I |
|
474 |
// 9 CPX_NUM_BEST_FEAS |
|
475 |
// Problem non-optimal, singularities in Phase II |
|
476 |
// 10 CPX_NUM_BEST_INFEAS |
|
477 |
// Problem non-optimal, singularities in Phase I |
|
478 |
// 11 CPX_OPTIMAL_INFEAS |
|
479 |
// Optimal solution found, unscaled infeasibilities |
|
480 |
// 12 CPX_ABORT_FEAS |
|
481 |
// Aborted in Phase II |
|
482 |
// 13 CPX_ABORT_INFEAS |
|
483 |
// Aborted in Phase I |
|
484 |
// 14 CPX_ABORT_DUAL_INFEAS |
|
485 |
// Aborted in barrier, dual infeasible |
|
486 |
// 15 CPX_ABORT_PRIM_INFEAS |
|
487 |
// Aborted in barrier, primal infeasible |
|
488 |
// 16 CPX_ABORT_PRIM_DUAL_INFEAS |
|
489 |
// Aborted in barrier, primal and dual infeasible |
|
490 |
// 17 CPX_ABORT_PRIM_DUAL_FEAS |
|
491 |
// Aborted in barrier, primal and dual feasible |
|
492 |
// 18 CPX_ABORT_CROSSOVER |
|
493 |
// Aborted in crossover |
|
494 |
// 19 CPX_INForUNBD |
|
495 |
// Infeasible or unbounded |
|
496 |
// 20 CPX_PIVOT |
|
497 |
// User pivot used |
|
498 |
// |
|
499 |
// Ezeket hova tegyem: |
|
500 |
// ??case CPX_ABORT_DUAL_INFEAS |
|
501 |
// ??case CPX_ABORT_CROSSOVER |
|
502 |
// ??case CPX_INForUNBD |
|
503 |
// ??case CPX_PIVOT |
|
504 |
|
|
505 |
//Some more interesting stuff: |
|
506 |
|
|
507 |
// CPX_PARAM_LPMETHOD 1062 int LPMETHOD |
|
508 |
// 0 Automatic |
|
509 |
// 1 Primal Simplex |
|
510 |
// 2 Dual Simplex |
|
511 |
// 3 Network Simplex |
|
512 |
// 4 Standard Barrier |
|
513 |
// Default: 0 |
|
514 |
// Description: Method for linear optimization. |
|
515 |
// Determines which algorithm is used when CPXlpopt() (or "optimize" |
|
516 |
// in the Interactive Optimizer) is called. Currently the behavior of |
|
517 |
// the "Automatic" setting is that CPLEX simply invokes the dual |
|
518 |
// simplex method, but this capability may be expanded in the future |
|
519 |
// so that CPLEX chooses the method based on problem characteristics |
|
520 |
#if CPX_VERSION < 900 |
|
521 |
void statusSwitch(CPXENVptr env,int& stat){ |
|
522 |
int lpmethod; |
|
523 |
CPXgetintparam (env,CPX_PARAM_LPMETHOD,&lpmethod); |
|
524 |
if (lpmethod==2){ |
|
525 |
if (stat==CPX_UNBOUNDED){ |
|
526 |
stat=CPX_INFEASIBLE; |
|
527 |
} |
|
528 |
else{ |
|
529 |
if (stat==CPX_INFEASIBLE) |
|
530 |
stat=CPX_UNBOUNDED; |
|
531 |
} |
|
532 |
} |
|
533 |
} |
|
534 |
#else |
|
535 |
void statusSwitch(CPXENVptr,int&){} |
|
536 |
#endif |
|
537 |
|
|
538 |
LpCplex::SolutionStatus LpCplex::_getPrimalStatus() const |
|
539 |
{ |
|
540 |
//Unboundedness not treated well: the following is from cplex 9.0 doc |
|
541 |
// About Unboundedness |
|
542 |
|
|
543 |
// The treatment of models that are unbounded involves a few |
|
544 |
// subtleties. Specifically, a declaration of unboundedness means that |
|
545 |
// ILOG CPLEX has determined that the model has an unbounded |
|
546 |
// ray. Given any feasible solution x with objective z, a multiple of |
|
547 |
// the unbounded ray can be added to x to give a feasible solution |
|
548 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
|
549 |
// feasible solution exists, then the optimal objective is |
|
550 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
|
551 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
|
552 |
// to determine whether ILOG CPLEX has also concluded that the model |
|
553 |
// has a feasible solution. |
|
554 |
|
|
555 |
int stat = CPXgetstat(env, lp); |
|
556 |
#if CPX_VERSION >= 800 |
|
557 |
switch (stat) |
|
558 |
{ |
|
559 |
case CPX_STAT_OPTIMAL: |
|
560 |
return OPTIMAL; |
|
561 |
case CPX_STAT_UNBOUNDED: |
|
562 |
return INFINITE; |
|
563 |
case CPX_STAT_INFEASIBLE: |
|
564 |
return INFEASIBLE; |
|
565 |
default: |
|
566 |
return UNDEFINED; |
|
567 |
} |
|
568 |
#else |
|
569 |
statusSwitch(env,stat); |
|
570 |
//CPXgetstat(env, lp); |
|
571 |
//printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL); |
|
572 |
switch (stat) { |
|
573 |
case 0: |
|
574 |
return UNDEFINED; //Undefined |
|
575 |
case CPX_OPTIMAL://Optimal |
|
576 |
return OPTIMAL; |
|
577 |
case CPX_UNBOUNDED://Unbounded |
|
578 |
return INFEASIBLE;//In case of dual simplex |
|
579 |
//return INFINITE; |
|
580 |
case CPX_INFEASIBLE://Infeasible |
|
581 |
// case CPX_IT_LIM_INFEAS: |
|
582 |
// case CPX_TIME_LIM_INFEAS: |
|
583 |
// case CPX_NUM_BEST_INFEAS: |
|
584 |
// case CPX_OPTIMAL_INFEAS: |
|
585 |
// case CPX_ABORT_INFEAS: |
|
586 |
// case CPX_ABORT_PRIM_INFEAS: |
|
587 |
// case CPX_ABORT_PRIM_DUAL_INFEAS: |
|
588 |
return INFINITE;//In case of dual simplex |
|
589 |
//return INFEASIBLE; |
|
590 |
// case CPX_OBJ_LIM: |
|
591 |
// case CPX_IT_LIM_FEAS: |
|
592 |
// case CPX_TIME_LIM_FEAS: |
|
593 |
// case CPX_NUM_BEST_FEAS: |
|
594 |
// case CPX_ABORT_FEAS: |
|
595 |
// case CPX_ABORT_PRIM_DUAL_FEAS: |
|
596 |
// return FEASIBLE; |
|
597 |
default: |
|
598 |
return UNDEFINED; //Everything else comes here |
|
599 |
//FIXME error |
|
600 |
} |
|
601 |
#endif |
|
602 |
} |
|
603 |
|
|
604 |
//9.0-as cplex verzio statusai |
|
605 |
// CPX_STAT_ABORT_DUAL_OBJ_LIM |
|
606 |
// CPX_STAT_ABORT_IT_LIM |
|
607 |
// CPX_STAT_ABORT_OBJ_LIM |
|
608 |
// CPX_STAT_ABORT_PRIM_OBJ_LIM |
|
609 |
// CPX_STAT_ABORT_TIME_LIM |
|
610 |
// CPX_STAT_ABORT_USER |
|
611 |
// CPX_STAT_FEASIBLE_RELAXED |
|
612 |
// CPX_STAT_INFEASIBLE |
|
613 |
// CPX_STAT_INForUNBD |
|
614 |
// CPX_STAT_NUM_BEST |
|
615 |
// CPX_STAT_OPTIMAL |
|
616 |
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
|
617 |
// CPX_STAT_OPTIMAL_INFEAS |
|
618 |
// CPX_STAT_OPTIMAL_RELAXED |
|
619 |
// CPX_STAT_UNBOUNDED |
|
620 |
|
|
621 |
LpCplex::SolutionStatus LpCplex::_getDualStatus() const |
|
622 |
{ |
|
623 |
int stat = CPXgetstat(env, lp); |
|
624 |
#if CPX_VERSION >= 800 |
|
625 |
switch (stat) |
|
626 |
{ |
|
627 |
case CPX_STAT_OPTIMAL: |
|
628 |
return OPTIMAL; |
|
629 |
case CPX_STAT_UNBOUNDED: |
|
630 |
return INFEASIBLE; |
|
631 |
default: |
|
632 |
return UNDEFINED; |
|
633 |
} |
|
634 |
#else |
|
635 |
statusSwitch(env,stat); |
|
636 |
switch (stat) { |
|
637 |
case 0: |
|
638 |
return UNDEFINED; //Undefined |
|
639 |
case CPX_OPTIMAL://Optimal |
|
640 |
return OPTIMAL; |
|
641 |
case CPX_UNBOUNDED: |
|
642 |
return INFEASIBLE; |
|
643 |
default: |
|
644 |
return UNDEFINED; //Everything else comes here |
|
645 |
//FIXME error |
|
646 |
} |
|
647 |
#endif |
|
648 |
} |
|
649 |
|
|
650 |
LpCplex::ProblemTypes LpCplex::_getProblemType() const |
|
651 |
{ |
|
652 |
int stat = CPXgetstat(env, lp); |
|
653 |
#if CPX_VERSION >= 800 |
|
654 |
switch (stat) |
|
655 |
{ |
|
656 |
case CPX_STAT_OPTIMAL: |
|
657 |
return PRIMAL_DUAL_FEASIBLE; |
|
658 |
case CPX_STAT_UNBOUNDED: |
|
659 |
return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
|
660 |
default: |
|
661 |
return UNKNOWN; |
|
662 |
} |
|
663 |
#else |
|
664 |
switch (stat) { |
|
665 |
case CPX_OPTIMAL://Optimal |
|
666 |
return PRIMAL_DUAL_FEASIBLE; |
|
667 |
case CPX_UNBOUNDED: |
|
668 |
return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
|
669 |
// return PRIMAL_INFEASIBLE_DUAL_FEASIBLE; |
|
670 |
// return PRIMAL_DUAL_INFEASIBLE; |
|
671 |
|
|
672 |
//Seems to be that this is all we can say for sure |
|
673 |
default: |
|
674 |
//In all other cases |
|
675 |
return UNKNOWN; |
|
676 |
//FIXME error |
|
677 |
} |
|
678 |
#endif |
|
679 |
} |
|
680 |
|
|
681 |
void LpCplex::_setMax() |
|
682 |
{ |
|
683 |
CPXchgobjsen(env, lp, CPX_MAX); |
|
684 |
} |
|
685 |
void LpCplex::_setMin() |
|
686 |
{ |
|
687 |
CPXchgobjsen(env, lp, CPX_MIN); |
|
688 |
} |
|
689 |
|
|
690 |
bool LpCplex::_isMax() const |
|
691 |
{ |
|
692 |
if (CPXgetobjsen(env, lp)==CPX_MAX) |
|
693 |
return true; |
|
694 |
else |
|
695 |
return false; |
|
696 |
} |
|
697 |
|
|
698 |
} //namespace lemon |
|
699 |
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) 2003-2008 |
|
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 |
#ifndef LEMON_LP_CPLEX_H |
|
20 |
#define LEMON_LP_CPLEX_H |
|
21 |
|
|
22 |
///\file |
|
23 |
///\brief Header of the LEMON-CPLEX lp solver interface. |
|
24 |
|
|
25 |
#include <lemon/lp_base.h> |
|
26 |
|
|
27 |
struct cpxenv; |
|
28 |
struct cpxlp; |
|
29 |
|
|
30 |
namespace lemon { |
|
31 |
|
|
32 |
|
|
33 |
/// \brief Interface for the CPLEX solver |
|
34 |
/// |
|
35 |
/// This class implements an interface for the CPLEX LP solver. |
|
36 |
class LpCplex :virtual public LpSolverBase { |
|
37 |
|
|
38 |
public: |
|
39 |
|
|
40 |
typedef LpSolverBase Parent; |
|
41 |
|
|
42 |
/// \e |
|
43 |
int status; |
|
44 |
cpxenv* env; |
|
45 |
cpxlp* lp; |
|
46 |
|
|
47 |
|
|
48 |
/// \e |
|
49 |
LpCplex(); |
|
50 |
/// \e |
|
51 |
LpCplex(const LpCplex&); |
|
52 |
/// \e |
|
53 |
~LpCplex(); |
|
54 |
|
|
55 |
protected: |
|
56 |
virtual LpSolverBase* _newLp(); |
|
57 |
virtual LpSolverBase* _copyLp(); |
|
58 |
|
|
59 |
|
|
60 |
virtual int _addCol(); |
|
61 |
virtual int _addRow(); |
|
62 |
virtual void _eraseCol(int i); |
|
63 |
virtual void _eraseRow(int i); |
|
64 |
virtual void _getColName(int col, std::string & name) const; |
|
65 |
virtual void _setColName(int col, const std::string & name); |
|
66 |
virtual int _colByName(const std::string& name) const; |
|
67 |
virtual void _setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e); |
|
68 |
virtual void _getRowCoeffs(int i, RowIterator b) const; |
|
69 |
virtual void _setColCoeffs(int i, ConstColIterator b, ConstColIterator e); |
|
70 |
virtual void _getColCoeffs(int i, ColIterator b) const; |
|
71 |
virtual void _setCoeff(int row, int col, Value value); |
|
72 |
virtual Value _getCoeff(int row, int col) const; |
|
73 |
|
|
74 |
virtual void _setColLowerBound(int i, Value value); |
|
75 |
virtual Value _getColLowerBound(int i) const; |
|
76 |
virtual void _setColUpperBound(int i, Value value); |
|
77 |
virtual Value _getColUpperBound(int i) const; |
|
78 |
|
|
79 |
// virtual void _setRowLowerBound(int i, Value value); |
|
80 |
// virtual void _setRowUpperBound(int i, Value value); |
|
81 |
virtual void _setRowBounds(int i, Value lower, Value upper); |
|
82 |
virtual void _getRowBounds(int i, Value &lb, Value &ub) const; |
|
83 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
84 |
virtual Value _getObjCoeff(int i) const; |
|
85 |
virtual void _clearObj(); |
|
86 |
|
|
87 |
|
|
88 |
virtual SolveExitStatus _solve(); |
|
89 |
virtual Value _getPrimal(int i) const; |
|
90 |
virtual Value _getDual(int i) const; |
|
91 |
virtual Value _getPrimalValue() const; |
|
92 |
virtual bool _isBasicCol(int i) const; |
|
93 |
|
|
94 |
virtual SolutionStatus _getPrimalStatus() const; |
|
95 |
virtual SolutionStatus _getDualStatus() const; |
|
96 |
virtual ProblemTypes _getProblemType() const; |
|
97 |
|
|
98 |
|
|
99 |
virtual void _setMax(); |
|
100 |
virtual void _setMin(); |
|
101 |
|
|
102 |
virtual bool _isMax() const; |
|
103 |
|
|
104 |
public: |
|
105 |
|
|
106 |
cpxenv* cplexEnv() { return env; } |
|
107 |
cpxlp* cplexLp() { return lp; } |
|
108 |
|
|
109 |
}; |
|
110 |
} //END OF NAMESPACE LEMON |
|
111 |
|
|
112 |
#endif //LEMON_LP_CPLEX_H |
|
113 |
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) 2003-2008 |
|
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 |
///\file |
|
20 |
///\brief Implementation of the LEMON-GLPK lp solver interface. |
|
21 |
|
|
22 |
#include <lemon/lp_glpk.h> |
|
23 |
//#include <iostream> |
|
24 |
|
|
25 |
extern "C" { |
|
26 |
#include <glpk.h> |
|
27 |
} |
|
28 |
|
|
29 |
#if GLP_MAJOR_VERSION > 4 || (GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION > 15) |
|
30 |
#define LEMON_glp(func) (glp_##func) |
|
31 |
#define LEMON_lpx(func) (lpx_##func) |
|
32 |
|
|
33 |
#define LEMON_GLP(def) (GLP_##def) |
|
34 |
#define LEMON_LPX(def) (LPX_##def) |
|
35 |
|
|
36 |
#else |
|
37 |
|
|
38 |
#define LEMON_glp(func) (lpx_##func) |
|
39 |
#define LEMON_lpx(func) (lpx_##func) |
|
40 |
|
|
41 |
#define LEMON_GLP(def) (LPX_##def) |
|
42 |
#define LEMON_LPX(def) (LPX_##def) |
|
43 |
|
|
44 |
#endif |
|
45 |
|
|
46 |
namespace lemon { |
|
47 |
|
|
48 |
LpGlpk::LpGlpk() : Parent() { |
|
49 |
solved = false; |
|
50 |
rows = _lp_bits::LpId(1); |
|
51 |
cols = _lp_bits::LpId(1); |
|
52 |
lp = LEMON_glp(create_prob)(); |
|
53 |
LEMON_glp(create_index)(lp); |
|
54 |
messageLevel(0); |
|
55 |
} |
|
56 |
|
|
57 |
LpGlpk::LpGlpk(const LpGlpk &glp) : Parent() { |
|
58 |
solved = false; |
|
59 |
rows = _lp_bits::LpId(1); |
|
60 |
cols = _lp_bits::LpId(1); |
|
61 |
lp = LEMON_glp(create_prob)(); |
|
62 |
LEMON_glp(create_index)(lp); |
|
63 |
messageLevel(0); |
|
64 |
//Coefficient matrix, row bounds |
|
65 |
LEMON_glp(add_rows)(lp, LEMON_glp(get_num_rows)(glp.lp)); |
|
66 |
LEMON_glp(add_cols)(lp, LEMON_glp(get_num_cols)(glp.lp)); |
|
67 |
int len; |
|
68 |
std::vector<int> ind(1+LEMON_glp(get_num_cols)(glp.lp)); |
|
69 |
std::vector<Value> val(1+LEMON_glp(get_num_cols)(glp.lp)); |
|
70 |
for (int i=1;i<=LEMON_glp(get_num_rows)(glp.lp);++i) |
|
71 |
{ |
|
72 |
len=LEMON_glp(get_mat_row)(glp.lp,i,&*ind.begin(),&*val.begin()); |
|
73 |
LEMON_glp(set_mat_row)(lp, i,len,&*ind.begin(),&*val.begin()); |
|
74 |
LEMON_glp(set_row_bnds)(lp,i, |
|
75 |
LEMON_glp(get_row_type)(glp.lp,i), |
|
76 |
LEMON_glp(get_row_lb)(glp.lp,i), |
|
77 |
LEMON_glp(get_row_ub)(glp.lp,i)); |
|
78 |
} |
|
79 |
|
|
80 |
//Objective function, coloumn bounds |
|
81 |
LEMON_glp(set_obj_dir)(lp, LEMON_glp(get_obj_dir)(glp.lp)); |
|
82 |
//Objectif function's constant term treated separately |
|
83 |
LEMON_glp(set_obj_coef)(lp,0,LEMON_glp(get_obj_coef)(glp.lp,0)); |
|
84 |
for (int i=1;i<=LEMON_glp(get_num_cols)(glp.lp);++i) |
|
85 |
{ |
|
86 |
LEMON_glp(set_obj_coef)(lp,i, |
|
87 |
LEMON_glp(get_obj_coef)(glp.lp,i)); |
|
88 |
LEMON_glp(set_col_bnds)(lp,i, |
|
89 |
LEMON_glp(get_col_type)(glp.lp,i), |
|
90 |
LEMON_glp(get_col_lb)(glp.lp,i), |
|
91 |
LEMON_glp(get_col_ub)(glp.lp,i)); |
|
92 |
} |
|
93 |
rows = glp.rows; |
|
94 |
cols = glp.cols; |
|
95 |
} |
|
96 |
|
|
97 |
LpGlpk::~LpGlpk() { |
|
98 |
LEMON_glp(delete_prob)(lp); |
|
99 |
} |
|
100 |
|
|
101 |
int LpGlpk::_addCol() { |
|
102 |
int i=LEMON_glp(add_cols)(lp, 1); |
|
103 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FR), 0.0, 0.0); |
|
104 |
solved = false; |
|
105 |
return i; |
|
106 |
} |
|
107 |
|
|
108 |
///\e |
|
109 |
|
|
110 |
|
|
111 |
LpSolverBase* LpGlpk::_newLp() |
|
112 |
{ |
|
113 |
LpGlpk* newlp = new LpGlpk; |
|
114 |
return newlp; |
|
115 |
} |
|
116 |
|
|
117 |
///\e |
|
118 |
|
|
119 |
LpSolverBase* LpGlpk::_copyLp() |
|
120 |
{ |
|
121 |
LpGlpk *newlp = new LpGlpk(*this); |
|
122 |
return newlp; |
|
123 |
} |
|
124 |
|
|
125 |
int LpGlpk::_addRow() { |
|
126 |
int i=LEMON_glp(add_rows)(lp, 1); |
|
127 |
solved = false; |
|
128 |
return i; |
|
129 |
} |
|
130 |
|
|
131 |
|
|
132 |
void LpGlpk::_eraseCol(int i) { |
|
133 |
int ca[2]; |
|
134 |
ca[1]=i; |
|
135 |
LEMON_glp(del_cols)(lp, 1, ca); |
|
136 |
solved = false; |
|
137 |
} |
|
138 |
|
|
139 |
void LpGlpk::_eraseRow(int i) { |
|
140 |
int ra[2]; |
|
141 |
ra[1]=i; |
|
142 |
LEMON_glp(del_rows)(lp, 1, ra); |
|
143 |
solved = false; |
|
144 |
} |
|
145 |
|
|
146 |
void LpGlpk::_getColName(int c, std::string & name) const |
|
147 |
{ |
|
148 |
|
|
149 |
const char *n = LEMON_glp(get_col_name)(lp,c); |
|
150 |
name = n?n:""; |
|
151 |
} |
|
152 |
|
|
153 |
|
|
154 |
void LpGlpk::_setColName(int c, const std::string & name) |
|
155 |
{ |
|
156 |
LEMON_glp(set_col_name)(lp,c,const_cast<char*>(name.c_str())); |
|
157 |
|
|
158 |
} |
|
159 |
|
|
160 |
int LpGlpk::_colByName(const std::string& name) const |
|
161 |
{ |
|
162 |
int k = LEMON_glp(find_col)(lp, const_cast<char*>(name.c_str())); |
|
163 |
return k > 0 ? k : -1; |
|
164 |
} |
|
165 |
|
|
166 |
|
|
167 |
void LpGlpk::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) |
|
168 |
{ |
|
169 |
std::vector<int> indices; |
|
170 |
std::vector<Value> values; |
|
171 |
|
|
172 |
indices.push_back(0); |
|
173 |
values.push_back(0); |
|
174 |
|
|
175 |
for(ConstRowIterator it=b; it!=e; ++it) { |
|
176 |
indices.push_back(it->first); |
|
177 |
values.push_back(it->second); |
|
178 |
} |
|
179 |
|
|
180 |
LEMON_glp(set_mat_row)(lp, i, values.size() - 1, |
|
181 |
&indices[0], &values[0]); |
|
182 |
|
|
183 |
solved = false; |
|
184 |
} |
|
185 |
|
|
186 |
void LpGlpk::_getRowCoeffs(int ix, RowIterator b) const |
|
187 |
{ |
|
188 |
int length = LEMON_glp(get_mat_row)(lp, ix, 0, 0); |
|
189 |
|
|
190 |
std::vector<int> indices(length + 1); |
|
191 |
std::vector<Value> values(length + 1); |
|
192 |
|
|
193 |
LEMON_glp(get_mat_row)(lp, ix, &indices[0], &values[0]); |
|
194 |
|
|
195 |
for (int i = 1; i <= length; ++i) { |
|
196 |
*b = std::make_pair(indices[i], values[i]); |
|
197 |
++b; |
|
198 |
} |
|
199 |
} |
|
200 |
|
|
201 |
void LpGlpk::_setColCoeffs(int ix, ConstColIterator b, ConstColIterator e) { |
|
202 |
|
|
203 |
std::vector<int> indices; |
|
204 |
std::vector<Value> values; |
|
205 |
|
|
206 |
indices.push_back(0); |
|
207 |
values.push_back(0); |
|
208 |
|
|
209 |
for(ConstColIterator it=b; it!=e; ++it) { |
|
210 |
indices.push_back(it->first); |
|
211 |
values.push_back(it->second); |
|
212 |
} |
|
213 |
|
|
214 |
LEMON_glp(set_mat_col)(lp, ix, values.size() - 1, |
|
215 |
&indices[0], &values[0]); |
|
216 |
|
|
217 |
solved = false; |
|
218 |
} |
|
219 |
|
|
220 |
void LpGlpk::_getColCoeffs(int ix, ColIterator b) const |
|
221 |
{ |
|
222 |
int length = LEMON_glp(get_mat_col)(lp, ix, 0, 0); |
|
223 |
|
|
224 |
std::vector<int> indices(length + 1); |
|
225 |
std::vector<Value> values(length + 1); |
|
226 |
|
|
227 |
LEMON_glp(get_mat_col)(lp, ix, &indices[0], &values[0]); |
|
228 |
|
|
229 |
for (int i = 1; i <= length; ++i) { |
|
230 |
*b = std::make_pair(indices[i], values[i]); |
|
231 |
++b; |
|
232 |
} |
|
233 |
} |
|
234 |
|
|
235 |
void LpGlpk::_setCoeff(int ix, int jx, Value value) |
|
236 |
{ |
|
237 |
|
|
238 |
if (LEMON_glp(get_num_cols)(lp) < LEMON_glp(get_num_rows)(lp)) { |
|
239 |
|
|
240 |
int length=LEMON_glp(get_mat_row)(lp, ix, 0, 0); |
|
241 |
|
|
242 |
std::vector<int> indices(length + 2); |
|
243 |
std::vector<Value> values(length + 2); |
|
244 |
|
|
245 |
LEMON_glp(get_mat_row)(lp, ix, &indices[0], &values[0]); |
|
246 |
|
|
247 |
//The following code does not suppose that the elements of the |
|
248 |
//array indices are sorted |
|
249 |
bool found=false; |
|
250 |
for (int i = 1; i <= length; ++i) { |
|
251 |
if (indices[i]==jx){ |
|
252 |
found=true; |
|
253 |
values[i]=value; |
|
254 |
break; |
|
255 |
} |
|
256 |
} |
|
257 |
if (!found){ |
|
258 |
++length; |
|
259 |
indices[length]=jx; |
|
260 |
values[length]=value; |
|
261 |
} |
|
262 |
|
|
263 |
LEMON_glp(set_mat_row)(lp, ix, length, &indices[0], &values[0]); |
|
264 |
|
|
265 |
} else { |
|
266 |
|
|
267 |
int length=LEMON_glp(get_mat_col)(lp, jx, 0, 0); |
|
268 |
|
|
269 |
std::vector<int> indices(length + 2); |
|
270 |
std::vector<Value> values(length + 2); |
|
271 |
|
|
272 |
LEMON_glp(get_mat_col)(lp, jx, &indices[0], &values[0]); |
|
273 |
|
|
274 |
//The following code does not suppose that the elements of the |
|
275 |
//array indices are sorted |
|
276 |
bool found=false; |
|
277 |
for (int i = 1; i <= length; ++i) { |
|
278 |
if (indices[i]==ix){ |
|
279 |
found=true; |
|
280 |
values[i]=value; |
|
281 |
break; |
|
282 |
} |
|
283 |
} |
|
284 |
if (!found){ |
|
285 |
++length; |
|
286 |
indices[length]=ix; |
|
287 |
values[length]=value; |
|
288 |
} |
|
289 |
|
|
290 |
LEMON_glp(set_mat_col)(lp, jx, length, &indices[0], &values[0]); |
|
291 |
} |
|
292 |
|
|
293 |
solved = false; |
|
294 |
} |
|
295 |
|
|
296 |
LpGlpk::Value LpGlpk::_getCoeff(int ix, int jx) const |
|
297 |
{ |
|
298 |
|
|
299 |
int length=LEMON_glp(get_mat_row)(lp, ix, 0, 0); |
|
300 |
|
|
301 |
std::vector<int> indices(length + 1); |
|
302 |
std::vector<Value> values(length + 1); |
|
303 |
|
|
304 |
LEMON_glp(get_mat_row)(lp, ix, &indices[0], &values[0]); |
|
305 |
|
|
306 |
//The following code does not suppose that the elements of the |
|
307 |
//array indices are sorted |
|
308 |
for (int i = 1; i <= length; ++i) { |
|
309 |
if (indices[i]==jx){ |
|
310 |
return values[i]; |
|
311 |
} |
|
312 |
} |
|
313 |
return 0; |
|
314 |
|
|
315 |
} |
|
316 |
|
|
317 |
|
|
318 |
void LpGlpk::_setColLowerBound(int i, Value lo) |
|
319 |
{ |
|
320 |
if (lo==INF) { |
|
321 |
//FIXME error |
|
322 |
} |
|
323 |
int b=LEMON_glp(get_col_type)(lp, i); |
|
324 |
double up=LEMON_glp(get_col_ub)(lp, i); |
|
325 |
if (lo==-INF) { |
|
326 |
switch (b) { |
|
327 |
case LEMON_GLP(FR): |
|
328 |
case LEMON_GLP(LO): |
|
329 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FR), lo, up); |
|
330 |
break; |
|
331 |
case LEMON_GLP(UP): |
|
332 |
break; |
|
333 |
case LEMON_GLP(DB): |
|
334 |
case LEMON_GLP(FX): |
|
335 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(UP), lo, up); |
|
336 |
break; |
|
337 |
default: ; |
|
338 |
//FIXME error |
|
339 |
} |
|
340 |
} else { |
|
341 |
switch (b) { |
|
342 |
case LEMON_GLP(FR): |
|
343 |
case LEMON_GLP(LO): |
|
344 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(LO), lo, up); |
|
345 |
break; |
|
346 |
case LEMON_GLP(UP): |
|
347 |
case LEMON_GLP(DB): |
|
348 |
case LEMON_GLP(FX): |
|
349 |
if (lo==up) |
|
350 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FX), lo, up); |
|
351 |
else |
|
352 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(DB), lo, up); |
|
353 |
break; |
|
354 |
default: ; |
|
355 |
//FIXME error |
|
356 |
} |
|
357 |
} |
|
358 |
|
|
359 |
solved = false; |
|
360 |
} |
|
361 |
|
|
362 |
LpGlpk::Value LpGlpk::_getColLowerBound(int i) const |
|
363 |
{ |
|
364 |
int b=LEMON_glp(get_col_type)(lp, i); |
|
365 |
switch (b) { |
|
366 |
case LEMON_GLP(LO): |
|
367 |
case LEMON_GLP(DB): |
|
368 |
case LEMON_GLP(FX): |
|
369 |
return LEMON_glp(get_col_lb)(lp, i); |
|
370 |
default: ; |
|
371 |
return -INF; |
|
372 |
} |
|
373 |
} |
|
374 |
|
|
375 |
void LpGlpk::_setColUpperBound(int i, Value up) |
|
376 |
{ |
|
377 |
if (up==-INF) { |
|
378 |
//FIXME error |
|
379 |
} |
|
380 |
int b=LEMON_glp(get_col_type)(lp, i); |
|
381 |
double lo=LEMON_glp(get_col_lb)(lp, i); |
|
382 |
if (up==INF) { |
|
383 |
switch (b) { |
|
384 |
case LEMON_GLP(FR): |
|
385 |
case LEMON_GLP(LO): |
|
386 |
break; |
|
387 |
case LEMON_GLP(UP): |
|
388 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FR), lo, up); |
|
389 |
break; |
|
390 |
case LEMON_GLP(DB): |
|
391 |
case LEMON_GLP(FX): |
|
392 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(LO), lo, up); |
|
393 |
break; |
|
394 |
default: ; |
|
395 |
//FIXME error |
|
396 |
} |
|
397 |
} else { |
|
398 |
switch (b) { |
|
399 |
case LEMON_GLP(FR): |
|
400 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(UP), lo, up); |
|
401 |
break; |
|
402 |
case LEMON_GLP(UP): |
|
403 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(UP), lo, up); |
|
404 |
break; |
|
405 |
case LEMON_GLP(LO): |
|
406 |
case LEMON_GLP(DB): |
|
407 |
case LEMON_GLP(FX): |
|
408 |
if (lo==up) |
|
409 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FX), lo, up); |
|
410 |
else |
|
411 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(DB), lo, up); |
|
412 |
break; |
|
413 |
default: ; |
|
414 |
//FIXME error |
|
415 |
} |
|
416 |
} |
|
417 |
|
|
418 |
solved = false; |
|
419 |
} |
|
420 |
|
|
421 |
LpGlpk::Value LpGlpk::_getColUpperBound(int i) const |
|
422 |
{ |
|
423 |
int b=LEMON_glp(get_col_type)(lp, i); |
|
424 |
switch (b) { |
|
425 |
case LEMON_GLP(UP): |
|
426 |
case LEMON_GLP(DB): |
|
427 |
case LEMON_GLP(FX): |
|
428 |
return LEMON_glp(get_col_ub)(lp, i); |
|
429 |
default: ; |
|
430 |
return INF; |
|
431 |
} |
|
432 |
} |
|
433 |
|
|
434 |
void LpGlpk::_setRowBounds(int i, Value lb, Value ub) |
|
435 |
{ |
|
436 |
//Bad parameter |
|
437 |
if (lb==INF || ub==-INF) { |
|
438 |
//FIXME error |
|
439 |
} |
|
440 |
|
|
441 |
if (lb == -INF){ |
|
442 |
if (ub == INF){ |
|
443 |
LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(FR), lb, ub); |
|
444 |
} |
|
445 |
else{ |
|
446 |
LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(UP), lb, ub); |
|
447 |
} |
|
448 |
} |
|
449 |
else{ |
|
450 |
if (ub==INF){ |
|
451 |
LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(LO), lb, ub); |
|
452 |
|
|
453 |
} |
|
454 |
else{ |
|
455 |
if (lb == ub){ |
|
456 |
LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(FX), lb, ub); |
|
457 |
} |
|
458 |
else{ |
|
459 |
LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(DB), lb, ub); |
|
460 |
} |
|
461 |
} |
|
462 |
} |
|
463 |
|
|
464 |
solved = false; |
|
465 |
} |
|
466 |
|
|
467 |
void LpGlpk::_getRowBounds(int i, Value &lb, Value &ub) const |
|
468 |
{ |
|
469 |
|
|
470 |
int b=LEMON_glp(get_row_type)(lp, i); |
|
471 |
switch (b) { |
|
472 |
case LEMON_GLP(FR): |
|
473 |
case LEMON_GLP(UP): |
|
474 |
lb = -INF; |
|
475 |
break; |
|
476 |
default: |
|
477 |
lb=LEMON_glp(get_row_lb)(lp, i); |
|
478 |
} |
|
479 |
|
|
480 |
switch (b) { |
|
481 |
case LEMON_GLP(FR): |
|
482 |
case LEMON_GLP(LO): |
|
483 |
ub = INF; |
|
484 |
break; |
|
485 |
default: |
|
486 |
ub=LEMON_glp(get_row_ub)(lp, i); |
|
487 |
} |
|
488 |
|
|
489 |
} |
|
490 |
|
|
491 |
void LpGlpk::_setObjCoeff(int i, Value obj_coef) |
|
492 |
{ |
|
493 |
//i=0 means the constant term (shift) |
|
494 |
LEMON_glp(set_obj_coef)(lp, i, obj_coef); |
|
495 |
|
|
496 |
solved = false; |
|
497 |
} |
|
498 |
|
|
499 |
LpGlpk::Value LpGlpk::_getObjCoeff(int i) const { |
|
500 |
//i=0 means the constant term (shift) |
|
501 |
return LEMON_glp(get_obj_coef)(lp, i); |
|
502 |
} |
|
503 |
|
|
504 |
void LpGlpk::_clearObj() |
|
505 |
{ |
|
506 |
for (int i=0;i<=LEMON_glp(get_num_cols)(lp);++i){ |
|
507 |
LEMON_glp(set_obj_coef)(lp, i, 0); |
|
508 |
} |
|
509 |
|
|
510 |
solved = false; |
|
511 |
} |
|
512 |
|
|
513 |
LpGlpk::SolveExitStatus LpGlpk::_solve() |
|
514 |
{ |
|
515 |
// A way to check the problem to be solved |
|
516 |
//LEMON_glp(write_cpxlp(lp,"naittvan.cpx"); |
|
517 |
|
|
518 |
LEMON_lpx(std_basis)(lp); |
|
519 |
int i = LEMON_lpx(simplex)(lp); |
|
520 |
|
|
521 |
switch (i) { |
|
522 |
case LEMON_LPX(E_OK): |
|
523 |
solved = true; |
|
524 |
return SOLVED; |
|
525 |
default: |
|
526 |
return UNSOLVED; |
|
527 |
} |
|
528 |
} |
|
529 |
|
|
530 |
LpGlpk::Value LpGlpk::_getPrimal(int i) const |
|
531 |
{ |
|
532 |
return LEMON_glp(get_col_prim)(lp,i); |
|
533 |
} |
|
534 |
|
|
535 |
LpGlpk::Value LpGlpk::_getDual(int i) const |
|
536 |
{ |
|
537 |
return LEMON_glp(get_row_dual)(lp,i); |
|
538 |
} |
|
539 |
|
|
540 |
LpGlpk::Value LpGlpk::_getPrimalValue() const |
|
541 |
{ |
|
542 |
return LEMON_glp(get_obj_val)(lp); |
|
543 |
} |
|
544 |
bool LpGlpk::_isBasicCol(int i) const |
|
545 |
{ |
|
546 |
return (LEMON_glp(get_col_stat)(lp, i)==LEMON_GLP(BS)); |
|
547 |
} |
|
548 |
|
|
549 |
|
|
550 |
LpGlpk::SolutionStatus LpGlpk::_getPrimalStatus() const |
|
551 |
{ |
|
552 |
if (!solved) return UNDEFINED; |
|
553 |
int stat= LEMON_lpx(get_status)(lp); |
|
554 |
switch (stat) { |
|
555 |
case LEMON_LPX(UNDEF)://Undefined (no solve has been run yet) |
|
556 |
return UNDEFINED; |
|
557 |
case LEMON_LPX(NOFEAS)://There is no feasible solution (primal, I guess) |
|
558 |
case LEMON_LPX(INFEAS)://Infeasible |
|
559 |
return INFEASIBLE; |
|
560 |
case LEMON_LPX(UNBND)://Unbounded |
|
561 |
return INFINITE; |
|
562 |
case LEMON_LPX(FEAS)://Feasible |
|
563 |
return FEASIBLE; |
|
564 |
case LEMON_LPX(OPT)://Feasible |
|
565 |
return OPTIMAL; |
|
566 |
default: |
|
567 |
return UNDEFINED; //to avoid gcc warning |
|
568 |
//FIXME error |
|
569 |
} |
|
570 |
} |
|
571 |
|
|
572 |
LpGlpk::SolutionStatus LpGlpk::_getDualStatus() const |
|
573 |
{ |
|
574 |
if (!solved) return UNDEFINED; |
|
575 |
switch (LEMON_lpx(get_dual_stat)(lp)) { |
|
576 |
case LEMON_LPX(D_UNDEF)://Undefined (no solve has been run yet) |
|
577 |
return UNDEFINED; |
|
578 |
case LEMON_LPX(D_NOFEAS)://There is no dual feasible solution |
|
579 |
// case LEMON_LPX(D_INFEAS://Infeasible |
|
580 |
return INFEASIBLE; |
|
581 |
case LEMON_LPX(D_FEAS)://Feasible |
|
582 |
switch (LEMON_lpx(get_status)(lp)) { |
|
583 |
case LEMON_LPX(NOFEAS): |
|
584 |
return INFINITE; |
|
585 |
case LEMON_LPX(OPT): |
|
586 |
return OPTIMAL; |
|
587 |
default: |
|
588 |
return FEASIBLE; |
|
589 |
} |
|
590 |
default: |
|
591 |
return UNDEFINED; //to avoid gcc warning |
|
592 |
//FIXME error |
|
593 |
} |
|
594 |
} |
|
595 |
|
|
596 |
LpGlpk::ProblemTypes LpGlpk::_getProblemType() const |
|
597 |
{ |
|
598 |
if (!solved) return UNKNOWN; |
|
599 |
//int stat= LEMON_glp(get_status(lp); |
|
600 |
int statp= LEMON_lpx(get_prim_stat)(lp); |
|
601 |
int statd= LEMON_lpx(get_dual_stat)(lp); |
|
602 |
if (statp==LEMON_LPX(P_FEAS) && statd==LEMON_LPX(D_FEAS)) |
|
603 |
return PRIMAL_DUAL_FEASIBLE; |
|
604 |
if (statp==LEMON_LPX(P_FEAS) && statd==LEMON_LPX(D_NOFEAS)) |
|
605 |
return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
|
606 |
if (statp==LEMON_LPX(P_NOFEAS) && statd==LEMON_LPX(D_FEAS)) |
|
607 |
return PRIMAL_INFEASIBLE_DUAL_FEASIBLE; |
|
608 |
if (statp==LEMON_LPX(P_NOFEAS) && statd==LEMON_LPX(D_NOFEAS)) |
|
609 |
return PRIMAL_DUAL_INFEASIBLE; |
|
610 |
//In all other cases |
|
611 |
return UNKNOWN; |
|
612 |
} |
|
613 |
|
|
614 |
void LpGlpk::_setMax() |
|
615 |
{ |
|
616 |
solved = false; |
|
617 |
LEMON_glp(set_obj_dir)(lp, LEMON_GLP(MAX)); |
|
618 |
} |
|
619 |
|
|
620 |
void LpGlpk::_setMin() |
|
621 |
{ |
|
622 |
solved = false; |
|
623 |
LEMON_glp(set_obj_dir)(lp, LEMON_GLP(MIN)); |
|
624 |
} |
|
625 |
|
|
626 |
bool LpGlpk::_isMax() const |
|
627 |
{ |
|
628 |
return (LEMON_glp(get_obj_dir)(lp)==LEMON_GLP(MAX)); |
|
629 |
} |
|
630 |
|
|
631 |
|
|
632 |
|
|
633 |
void LpGlpk::messageLevel(int m) |
|
634 |
{ |
|
635 |
LEMON_lpx(set_int_parm)(lp, LEMON_LPX(K_MSGLEV), m); |
|
636 |
} |
|
637 |
|
|
638 |
void LpGlpk::presolver(bool b) |
|
639 |
{ |
|
640 |
LEMON_lpx(set_int_parm)(lp, LEMON_LPX(K_PRESOL), b); |
|
641 |
} |
|
642 |
|
|
643 |
|
|
644 |
} //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) 2003-2008 |
|
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 |
#ifndef LEMON_LP_GLPK_H |
|
20 |
#define LEMON_LP_GLPK_H |
|
21 |
|
|
22 |
///\file |
|
23 |
///\brief Header of the LEMON-GLPK lp solver interface. |
|
24 |
///\ingroup lp_group |
|
25 |
|
|
26 |
#include <lemon/lp_base.h> |
|
27 |
|
|
28 |
// forward declaration |
|
29 |
#ifndef _GLP_PROB |
|
30 |
#define _GLP_PROB |
|
31 |
typedef struct { double _prob; } glp_prob; |
|
32 |
/* LP/MIP problem object */ |
|
33 |
#endif |
|
34 |
|
|
35 |
namespace lemon { |
|
36 |
|
|
37 |
|
|
38 |
/// \brief Interface for the GLPK LP solver |
|
39 |
/// |
|
40 |
/// This class implements an interface for the GLPK LP solver. |
|
41 |
///\ingroup lp_group |
|
42 |
class LpGlpk : virtual public LpSolverBase { |
|
43 |
protected: |
|
44 |
|
|
45 |
typedef glp_prob LPX; |
|
46 |
glp_prob* lp; |
|
47 |
bool solved; |
|
48 |
|
|
49 |
public: |
|
50 |
|
|
51 |
typedef LpSolverBase Parent; |
|
52 |
|
|
53 |
LpGlpk(); |
|
54 |
LpGlpk(const LpGlpk &); |
|
55 |
~LpGlpk(); |
|
56 |
|
|
57 |
protected: |
|
58 |
virtual LpSolverBase* _newLp(); |
|
59 |
virtual LpSolverBase* _copyLp(); |
|
60 |
|
|
61 |
virtual int _addCol(); |
|
62 |
virtual int _addRow(); |
|
63 |
virtual void _eraseCol(int i); |
|
64 |
virtual void _eraseRow(int i); |
|
65 |
virtual void _getColName(int col, std::string & name) const; |
|
66 |
virtual void _setColName(int col, const std::string & name); |
|
67 |
virtual int _colByName(const std::string& name) const; |
|
68 |
virtual void _setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e); |
|
69 |
virtual void _getRowCoeffs(int i, RowIterator b) const; |
|
70 |
virtual void _setColCoeffs(int i, ConstColIterator b, ConstColIterator e); |
|
71 |
virtual void _getColCoeffs(int i, ColIterator b) const; |
|
72 |
virtual void _setCoeff(int row, int col, Value value); |
|
73 |
virtual Value _getCoeff(int row, int col) const; |
|
74 |
|
|
75 |
virtual void _setColLowerBound(int i, Value value); |
|
76 |
virtual Value _getColLowerBound(int i) const; |
|
77 |
virtual void _setColUpperBound(int i, Value value); |
|
78 |
virtual Value _getColUpperBound(int i) const; |
|
79 |
|
|
80 |
virtual void _setRowBounds(int i, Value lower, Value upper); |
|
81 |
virtual void _getRowBounds(int i, Value &lb, Value &ub) const; |
|
82 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
83 |
virtual Value _getObjCoeff(int i) const; |
|
84 |
virtual void _clearObj(); |
|
85 |
|
|
86 |
///\e |
|
87 |
|
|
88 |
///\todo It should be clarified |
|
89 |
/// |
|
90 |
virtual SolveExitStatus _solve(); |
|
91 |
virtual Value _getPrimal(int i) const; |
|
92 |
virtual Value _getDual(int i) const; |
|
93 |
virtual Value _getPrimalValue() const; |
|
94 |
virtual bool _isBasicCol(int i) const; |
|
95 |
///\e |
|
96 |
|
|
97 |
///\todo It should be clarified |
|
98 |
/// |
|
99 |
virtual SolutionStatus _getPrimalStatus() const; |
|
100 |
virtual SolutionStatus _getDualStatus() const; |
|
101 |
virtual ProblemTypes _getProblemType() const; |
|
102 |
|
|
103 |
virtual void _setMax(); |
|
104 |
virtual void _setMin(); |
|
105 |
|
|
106 |
virtual bool _isMax() const; |
|
107 |
|
|
108 |
public: |
|
109 |
///Set the verbosity of the messages |
|
110 |
|
|
111 |
///Set the verbosity of the messages |
|
112 |
/// |
|
113 |
///\param m is the level of the messages output by the solver routines. |
|
114 |
///The possible values are: |
|
115 |
///- 0 --- no output (default value) |
|
116 |
///- 1 --- error messages only |
|
117 |
///- 2 --- normal output |
|
118 |
///- 3 --- full output (includes informational messages) |
|
119 |
void messageLevel(int m); |
|
120 |
///Turns on or off the presolver |
|
121 |
|
|
122 |
///Turns on (\c b is \c true) or off (\c b is \c false) the presolver |
|
123 |
/// |
|
124 |
///The presolver is off by default. |
|
125 |
void presolver(bool b); |
|
126 |
|
|
127 |
///Pointer to the underlying GLPK data structure. |
|
128 |
LPX *lpx() {return lp;} |
|
129 |
|
|
130 |
///Returns the constraint identifier understood by GLPK. |
|
131 |
int lpxRow(Row r) { return _lpId(r); } |
|
132 |
|
|
133 |
///Returns the variable identifier understood by GLPK. |
|
134 |
int lpxCol(Col c) { return _lpId(c); } |
|
135 |
}; |
|
136 |
} //END OF NAMESPACE LEMON |
|
137 |
|
|
138 |
#endif //LEMON_LP_GLPK_H |
|
139 |
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) 2003-2008 |
|
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 |
#include <lemon/lp_skeleton.h> |
|
20 |
|
|
21 |
///\file |
|
22 |
///\brief A skeleton file to implement LP solver interfaces |
|
23 |
namespace lemon { |
|
24 |
|
|
25 |
LpSolverBase* LpSkeleton::_newLp() |
|
26 |
{ |
|
27 |
LpSolverBase *tmp=0; |
|
28 |
return tmp; |
|
29 |
} |
|
30 |
|
|
31 |
LpSolverBase* LpSkeleton::_copyLp() |
|
32 |
{ |
|
33 |
LpSolverBase *tmp=0; |
|
34 |
return tmp; |
|
35 |
} |
|
36 |
|
|
37 |
int LpSkeleton::_addCol() |
|
38 |
{ |
|
39 |
return ++col_num; |
|
40 |
} |
|
41 |
|
|
42 |
int LpSkeleton::_addRow() |
|
43 |
{ |
|
44 |
return ++row_num; |
|
45 |
} |
|
46 |
|
|
47 |
void LpSkeleton::_eraseCol(int ) { |
|
48 |
} |
|
49 |
|
|
50 |
void LpSkeleton::_eraseRow(int) { |
|
51 |
} |
|
52 |
|
|
53 |
void LpSkeleton::_getColName(int, std::string &) const { |
|
54 |
} |
|
55 |
|
|
56 |
|
|
57 |
void LpSkeleton::_setColName(int, const std::string &) { |
|
58 |
} |
|
59 |
|
|
60 |
int LpSkeleton::_colByName(const std::string&) const { return -1; } |
|
61 |
|
|
62 |
|
|
63 |
void LpSkeleton::_setRowCoeffs(int, ConstRowIterator, ConstRowIterator) { |
|
64 |
} |
|
65 |
|
|
66 |
void LpSkeleton::_getRowCoeffs(int, RowIterator) const { |
|
67 |
} |
|
68 |
|
|
69 |
void LpSkeleton::_setColCoeffs(int, ConstColIterator, ConstColIterator) { |
|
70 |
} |
|
71 |
|
|
72 |
void LpSkeleton::_getColCoeffs(int, ColIterator) const { |
|
73 |
} |
|
74 |
|
|
75 |
void LpSkeleton::_setCoeff(int, int, Value ) |
|
76 |
{ |
|
77 |
} |
|
78 |
|
|
79 |
LpSkeleton::Value LpSkeleton::_getCoeff(int, int) const |
|
80 |
{ |
|
81 |
return 0; |
|
82 |
} |
|
83 |
|
|
84 |
|
|
85 |
void LpSkeleton::_setColLowerBound(int, Value) |
|
86 |
{ |
|
87 |
} |
|
88 |
|
|
89 |
LpSkeleton::Value LpSkeleton::_getColLowerBound(int) const |
|
90 |
{ |
|
91 |
return 0; |
|
92 |
} |
|
93 |
|
|
94 |
void LpSkeleton::_setColUpperBound(int, Value) |
|
95 |
{ |
|
96 |
} |
|
97 |
|
|
98 |
LpSkeleton::Value LpSkeleton::_getColUpperBound(int) const |
|
99 |
{ |
|
100 |
return 0; |
|
101 |
} |
|
102 |
|
|
103 |
// void LpSkeleton::_setRowLowerBound(int, Value) |
|
104 |
// { |
|
105 |
// } |
|
106 |
|
|
107 |
// void LpSkeleton::_setRowUpperBound(int, Value) |
|
108 |
// { |
|
109 |
// } |
|
110 |
|
|
111 |
void LpSkeleton::_setRowBounds(int, Value, Value) |
|
112 |
{ |
|
113 |
} |
|
114 |
|
|
115 |
void LpSkeleton::_getRowBounds(int, Value&, Value&) const |
|
116 |
{ |
|
117 |
} |
|
118 |
|
|
119 |
void LpSkeleton::_setObjCoeff(int, Value) |
|
120 |
{ |
|
121 |
} |
|
122 |
|
|
123 |
LpSkeleton::Value LpSkeleton::_getObjCoeff(int) const |
|
124 |
{ |
|
125 |
return 0; |
|
126 |
} |
|
127 |
|
|
128 |
void LpSkeleton::_setMax() |
|
129 |
{ |
|
130 |
} |
|
131 |
|
|
132 |
void LpSkeleton::_setMin() |
|
133 |
{ |
|
134 |
} |
|
135 |
|
|
136 |
bool LpSkeleton::_isMax() const |
|
137 |
{ |
|
138 |
return true; |
|
139 |
} |
|
140 |
|
|
141 |
|
|
142 |
void LpSkeleton::_clearObj() |
|
143 |
{ |
|
144 |
} |
|
145 |
|
|
146 |
LpSkeleton::SolveExitStatus LpSkeleton::_solve() |
|
147 |
{ |
|
148 |
return SOLVED; |
|
149 |
} |
|
150 |
|
|
151 |
LpSkeleton::Value LpSkeleton::_getPrimal(int) const |
|
152 |
{ |
|
153 |
return 0; |
|
154 |
} |
|
155 |
|
|
156 |
LpSkeleton::Value LpSkeleton::_getDual(int) const |
|
157 |
{ |
|
158 |
return 0; |
|
159 |
} |
|
160 |
|
|
161 |
LpSkeleton::Value LpSkeleton::_getPrimalValue() const |
|
162 |
{ |
|
163 |
return 0; |
|
164 |
} |
|
165 |
|
|
166 |
LpSkeleton::SolutionStatus LpSkeleton::_getPrimalStatus() const |
|
167 |
{ |
|
168 |
return UNDEFINED; |
|
169 |
} |
|
170 |
|
|
171 |
LpSkeleton::SolutionStatus LpSkeleton::_getDualStatus() const |
|
172 |
{ |
|
173 |
return UNDEFINED; |
|
174 |
} |
|
175 |
|
|
176 |
LpSkeleton::ProblemTypes LpSkeleton::_getProblemType() const |
|
177 |
{ |
|
178 |
return UNKNOWN; |
|
179 |
} |
|
180 |
|
|
181 |
bool LpSkeleton::_isBasicCol(int) const |
|
182 |
{ |
|
183 |
return true; |
|
184 |
} |
|
185 |
|
|
186 |
} //namespace lemon |
|
187 |
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) 2003-2008 |
|
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 |
#ifndef LEMON_LP_SKELETON |
|
20 |
#define LEMON_LP_SKELETON |
|
21 |
|
|
22 |
#include <lemon/lp_base.h> |
|
23 |
|
|
24 |
///\file |
|
25 |
///\brief A skeleton file to implement LP solver interfaces |
|
26 |
namespace lemon { |
|
27 |
|
|
28 |
///A skeleton class to implement LP solver interfaces |
|
29 |
class LpSkeleton :public LpSolverBase { |
|
30 |
int col_num,row_num; |
|
31 |
|
|
32 |
protected: |
|
33 |
|
|
34 |
///\e |
|
35 |
virtual LpSolverBase* _newLp(); |
|
36 |
///\e |
|
37 |
virtual LpSolverBase* _copyLp(); |
|
38 |
/// \e |
|
39 |
virtual int _addCol(); |
|
40 |
/// \e |
|
41 |
virtual int _addRow(); |
|
42 |
/// \e |
|
43 |
virtual void _eraseCol(int i); |
|
44 |
/// \e |
|
45 |
virtual void _eraseRow(int i); |
|
46 |
/// \e |
|
47 |
virtual void _getColName(int col, std::string & name) const; |
|
48 |
/// \e |
|
49 |
virtual void _setColName(int col, const std::string & name); |
|
50 |
/// \e |
|
51 |
virtual int _colByName(const std::string& name) const; |
|
52 |
|
|
53 |
/// \e |
|
54 |
virtual void _setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e); |
|
55 |
/// \e |
|
56 |
virtual void _getRowCoeffs(int i, RowIterator b) const; |
|
57 |
/// \e |
|
58 |
virtual void _setColCoeffs(int i, ConstColIterator b, ConstColIterator e); |
|
59 |
/// \e |
|
60 |
virtual void _getColCoeffs(int i, ColIterator b) const; |
|
61 |
|
|
62 |
/// Set one element of the coefficient matrix |
|
63 |
virtual void _setCoeff(int row, int col, Value value); |
|
64 |
|
|
65 |
/// Get one element of the coefficient matrix |
|
66 |
virtual Value _getCoeff(int row, int col) const; |
|
67 |
|
|
68 |
/// The lower bound of a variable (column) have to be given by an |
|
69 |
/// extended number of type Value, i.e. a finite number of type |
|
70 |
/// Value or -\ref INF. |
|
71 |
virtual void _setColLowerBound(int i, Value value); |
|
72 |
/// \e |
|
73 |
|
|
74 |
/// The lower bound of a variable (column) is an |
|
75 |
/// extended number of type Value, i.e. a finite number of type |
|
76 |
/// Value or -\ref INF. |
|
77 |
virtual Value _getColLowerBound(int i) const; |
|
78 |
|
|
79 |
/// The upper bound of a variable (column) have to be given by an |
|
80 |
/// extended number of type Value, i.e. a finite number of type |
|
81 |
/// Value or \ref INF. |
|
82 |
virtual void _setColUpperBound(int i, Value value); |
|
83 |
/// \e |
|
84 |
|
|
85 |
/// The upper bound of a variable (column) is an |
|
86 |
/// extended number of type Value, i.e. a finite number of type |
|
87 |
/// Value or \ref INF. |
|
88 |
virtual Value _getColUpperBound(int i) const; |
|
89 |
|
|
90 |
// /// The lower bound of a linear expression (row) have to be given by an |
|
91 |
// /// extended number of type Value, i.e. a finite number of type |
|
92 |
// /// Value or -\ref INF. |
|
93 |
// virtual void _setRowLowerBound(int i, Value value); |
|
94 |
// /// \e |
|
95 |
|
|
96 |
// /// The upper bound of a linear expression (row) have to be given by an |
|
97 |
// /// extended number of type Value, i.e. a finite number of type |
|
98 |
// /// Value or \ref INF. |
|
99 |
// virtual void _setRowUpperBound(int i, Value value); |
|
100 |
|
|
101 |
/// The lower and upper bound of a linear expression (row) have to be |
|
102 |
/// given by an |
|
103 |
/// extended number of type Value, i.e. a finite number of type |
|
104 |
/// Value or +/-\ref INF. |
|
105 |
virtual void _setRowBounds(int i, Value lb, Value ub); |
|
106 |
/// \e |
|
107 |
|
|
108 |
|
|
109 |
/// The lower and the upper bound of |
|
110 |
/// a constraint (row) are |
|
111 |
/// extended numbers of type Value, i.e. finite numbers of type |
|
112 |
/// Value, -\ref INF or \ref INF. |
|
113 |
virtual void _getRowBounds(int i, Value &lb, Value &ub) const; |
|
114 |
/// \e |
|
115 |
|
|
116 |
|
|
117 |
/// \e |
|
118 |
virtual void _clearObj(); |
|
119 |
/// \e |
|
120 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
121 |
|
|
122 |
/// \e |
|
123 |
virtual Value _getObjCoeff(int i) const; |
|
124 |
|
|
125 |
///\e |
|
126 |
|
|
127 |
///\bug Wrong interface |
|
128 |
/// |
|
129 |
virtual SolveExitStatus _solve(); |
|
130 |
|
|
131 |
///\e |
|
132 |
|
|
133 |
///\bug Wrong interface |
|
134 |
/// |
|
135 |
virtual Value _getPrimal(int i) const; |
|
136 |
|
|
137 |
///\e |
|
138 |
|
|
139 |
///\bug Wrong interface |
|
140 |
/// |
|
141 |
virtual Value _getDual(int i) const; |
|
142 |
|
|
143 |
///\e |
|
144 |
|
|
145 |
///\bug Wrong interface |
|
146 |
/// |
|
147 |
virtual Value _getPrimalValue() const; |
|
148 |
|
|
149 |
///\e |
|
150 |
|
|
151 |
///\bug Wrong interface |
|
152 |
/// |
|
153 |
virtual SolutionStatus _getPrimalStatus() const; |
|
154 |
|
|
155 |
////e |
|
156 |
virtual SolutionStatus _getDualStatus() const; |
|
157 |
|
|
158 |
|
|
159 |
///\e |
|
160 |
virtual ProblemTypes _getProblemType() const; |
|
161 |
|
|
162 |
///\e |
|
163 |
virtual void _setMax(); |
|
164 |
///\e |
|
165 |
virtual void _setMin(); |
|
166 |
|
|
167 |
///\e |
|
168 |
virtual bool _isMax() const; |
|
169 |
|
|
170 |
|
|
171 |
|
|
172 |
///\e |
|
173 |
virtual bool _isBasicCol(int i) const; |
|
174 |
|
|
175 |
|
|
176 |
|
|
177 |
public: |
|
178 |
LpSkeleton() : LpSolverBase(), col_num(0), row_num(0) {} |
|
179 |
}; |
|
180 |
|
|
181 |
} //namespace lemon |
|
182 |
|
|
183 |
#endif // LEMON_LP_SKELETON |
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) 2003-2008 |
|
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 |
#include<iostream> |
|
20 |
#include<lemon/lp_soplex.h> |
|
21 |
|
|
22 |
#include <soplex/soplex.h> |
|
23 |
|
|
24 |
|
|
25 |
///\file |
|
26 |
///\brief Implementation of the LEMON-SOPLEX lp solver interface. |
|
27 |
namespace lemon { |
|
28 |
|
|
29 |
LpSoplex::LpSoplex() : LpSolverBase() { |
|
30 |
rows.setIdHandler(relocateIdHandler); |
|
31 |
cols.setIdHandler(relocateIdHandler); |
|
32 |
soplex = new soplex::SoPlex; |
|
33 |
solved = false; |
|
34 |
} |
|
35 |
|
|
36 |
LpSoplex::~LpSoplex() { |
|
37 |
delete soplex; |
|
38 |
} |
|
39 |
|
|
40 |
LpSoplex::LpSoplex(const LpSoplex& lp) : LpSolverBase() { |
|
41 |
rows = lp.rows; |
|
42 |
rows.setIdHandler(relocateIdHandler); |
|
43 |
|
|
44 |
cols = lp.cols; |
|
45 |
cols.setIdHandler(relocateIdHandler); |
|
46 |
|
|
47 |
soplex = new soplex::SoPlex; |
|
48 |
(*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex); |
|
49 |
|
|
50 |
colNames = lp.colNames; |
|
51 |
invColNames = lp.invColNames; |
|
52 |
|
|
53 |
primal_value = lp.primal_value; |
|
54 |
dual_value = lp.dual_value; |
|
55 |
|
|
56 |
} |
|
57 |
|
|
58 |
LpSolverBase* LpSoplex::_newLp() { |
|
59 |
LpSoplex* newlp = new LpSoplex(); |
|
60 |
return newlp; |
|
61 |
} |
|
62 |
|
|
63 |
LpSolverBase* LpSoplex::_copyLp() { |
|
64 |
LpSoplex* newlp = new LpSoplex(*this); |
|
65 |
return newlp; |
|
66 |
} |
|
67 |
|
|
68 |
int LpSoplex::_addCol() { |
|
69 |
soplex::LPCol c; |
|
70 |
c.setLower(-soplex::infinity); |
|
71 |
c.setUpper(soplex::infinity); |
|
72 |
soplex->addCol(c); |
|
73 |
|
|
74 |
colNames.push_back(std::string()); |
|
75 |
primal_value.push_back(0.0); |
|
76 |
solved = false; |
|
77 |
|
|
78 |
return soplex->nCols() - 1; |
|
79 |
} |
|
80 |
|
|
81 |
int LpSoplex::_addRow() { |
|
82 |
soplex::LPRow r; |
|
83 |
r.setLhs(-soplex::infinity); |
|
84 |
r.setRhs(soplex::infinity); |
|
85 |
soplex->addRow(r); |
|
86 |
|
|
87 |
dual_value.push_back(0.0); |
|
88 |
solved = false; |
|
89 |
|
|
90 |
return soplex->nRows() - 1; |
|
91 |
} |
|
92 |
|
|
93 |
|
|
94 |
void LpSoplex::_eraseCol(int i) { |
|
95 |
soplex->removeCol(i); |
|
96 |
invColNames.erase(colNames[i]); |
|
97 |
colNames[i] = colNames.back(); |
|
98 |
invColNames[colNames.back()] = i; |
|
99 |
colNames.pop_back(); |
|
100 |
primal_value[i] = primal_value.back(); |
|
101 |
primal_value.pop_back(); |
|
102 |
solved = false; |
|
103 |
} |
|
104 |
|
|
105 |
void LpSoplex::_eraseRow(int i) { |
|
106 |
soplex->removeRow(i); |
|
107 |
dual_value[i] = dual_value.back(); |
|
108 |
dual_value.pop_back(); |
|
109 |
solved = false; |
|
110 |
} |
|
111 |
|
|
112 |
void LpSoplex::_getColName(int c, std::string &name) const { |
|
113 |
name = colNames[c]; |
|
114 |
} |
|
115 |
|
|
116 |
void LpSoplex::_setColName(int c, const std::string &name) { |
|
117 |
invColNames.erase(colNames[c]); |
|
118 |
colNames[c] = name; |
|
119 |
if (!name.empty()) { |
|
120 |
invColNames.insert(std::make_pair(name, c)); |
|
121 |
} |
|
122 |
} |
|
123 |
|
|
124 |
int LpSoplex::_colByName(const std::string& name) const { |
|
125 |
std::map<std::string, int>::const_iterator it = |
|
126 |
invColNames.find(name); |
|
127 |
if (it != invColNames.end()) { |
|
128 |
return it->second; |
|
129 |
} else { |
|
130 |
return -1; |
|
131 |
} |
|
132 |
} |
|
133 |
|
|
134 |
|
|
135 |
void LpSoplex::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) { |
|
136 |
for (int j = 0; j < soplex->nCols(); ++j) { |
|
137 |
soplex->changeElement(i, j, 0.0); |
|
138 |
} |
|
139 |
for(ConstRowIterator it = b; it != e; ++it) { |
|
140 |
soplex->changeElement(i, it->first, it->second); |
|
141 |
} |
|
142 |
solved = false; |
|
143 |
} |
|
144 |
|
|
145 |
void LpSoplex::_getRowCoeffs(int i, RowIterator b) const { |
|
146 |
const soplex::SVector& vec = soplex->rowVector(i); |
|
147 |
for (int k = 0; k < vec.size(); ++k) { |
|
148 |
*b = std::make_pair(vec.index(k), vec.value(k)); |
|
149 |
++b; |
|
150 |
} |
|
151 |
} |
|
152 |
|
|
153 |
void LpSoplex::_setColCoeffs(int j, ConstColIterator b, ConstColIterator e) { |
|
154 |
for (int i = 0; i < soplex->nRows(); ++i) { |
|
155 |
soplex->changeElement(i, j, 0.0); |
|
156 |
} |
|
157 |
for(ConstColIterator it = b; it != e; ++it) { |
|
158 |
soplex->changeElement(it->first, j, it->second); |
|
159 |
} |
|
160 |
solved = false; |
|
161 |
} |
|
162 |
|
|
163 |
void LpSoplex::_getColCoeffs(int i, ColIterator b) const { |
|
164 |
const soplex::SVector& vec = soplex->colVector(i); |
|
165 |
for (int k = 0; k < vec.size(); ++k) { |
|
166 |
*b = std::make_pair(vec.index(k), vec.value(k)); |
|
167 |
++b; |
|
168 |
} |
|
169 |
} |
|
170 |
|
|
171 |
void LpSoplex::_setCoeff(int i, int j, Value value) { |
|
172 |
soplex->changeElement(i, j, value); |
|
173 |
solved = false; |
|
174 |
} |
|
175 |
|
|
176 |
LpSoplex::Value LpSoplex::_getCoeff(int i, int j) const { |
|
177 |
return soplex->rowVector(i)[j]; |
|
178 |
} |
|
179 |
|
|
180 |
void LpSoplex::_setColLowerBound(int i, Value value) { |
|
181 |
soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
|
182 |
solved = false; |
|
183 |
} |
|
184 |
|
|
185 |
LpSoplex::Value LpSoplex::_getColLowerBound(int i) const { |
|
186 |
double value = soplex->lower(i); |
|
187 |
return value != -soplex::infinity ? value : -INF; |
|
188 |
} |
|
189 |
|
|
190 |
void LpSoplex::_setColUpperBound(int i, Value value) { |
|
191 |
soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
|
192 |
solved = false; |
|
193 |
} |
|
194 |
|
|
195 |
LpSoplex::Value LpSoplex::_getColUpperBound(int i) const { |
|
196 |
double value = soplex->upper(i); |
|
197 |
return value != soplex::infinity ? value : INF; |
|
198 |
} |
|
199 |
|
|
200 |
void LpSoplex::_setRowBounds(int i, Value lb, Value ub) { |
|
201 |
soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, |
|
202 |
ub != INF ? ub : soplex::infinity); |
|
203 |
solved = false; |
|
204 |
} |
|
205 |
void LpSoplex::_getRowBounds(int i, Value &lower, Value &upper) const { |
|
206 |
lower = soplex->lhs(i); |
|
207 |
if (lower == -soplex::infinity) lower = -INF; |
|
208 |
upper = soplex->rhs(i); |
|
209 |
if (upper == -soplex::infinity) upper = INF; |
|
210 |
} |
|
211 |
|
|
212 |
void LpSoplex::_setObjCoeff(int i, Value obj_coef) { |
|
213 |
soplex->changeObj(i, obj_coef); |
|
214 |
solved = false; |
|
215 |
} |
|
216 |
|
|
217 |
LpSoplex::Value LpSoplex::_getObjCoeff(int i) const { |
|
218 |
return soplex->obj(i); |
|
219 |
} |
|
220 |
|
|
221 |
void LpSoplex::_clearObj() { |
|
222 |
for (int i = 0; i < soplex->nCols(); ++i) { |
|
223 |
soplex->changeObj(i, 0.0); |
|
224 |
} |
|
225 |
solved = false; |
|
226 |
} |
|
227 |
|
|
228 |
LpSoplex::SolveExitStatus LpSoplex::_solve() { |
|
229 |
soplex::SPxSolver::Status status = soplex->solve(); |
|
230 |
|
|
231 |
soplex::Vector pv(primal_value.size(), &primal_value[0]); |
|
232 |
soplex->getPrimal(pv); |
|
233 |
|
|
234 |
soplex::Vector dv(dual_value.size(), &dual_value[0]); |
|
235 |
soplex->getDual(dv); |
|
236 |
|
|
237 |
switch (status) { |
|
238 |
case soplex::SPxSolver::OPTIMAL: |
|
239 |
case soplex::SPxSolver::INFEASIBLE: |
|
240 |
case soplex::SPxSolver::UNBOUNDED: |
|
241 |
solved = true; |
|
242 |
return SOLVED; |
|
243 |
default: |
|
244 |
return UNSOLVED; |
|
245 |
} |
|
246 |
} |
|
247 |
|
|
248 |
LpSoplex::Value LpSoplex::_getPrimal(int i) const { |
|
249 |
return primal_value[i]; |
|
250 |
} |
|
251 |
|
|
252 |
LpSoplex::Value LpSoplex::_getDual(int i) const { |
|
253 |
return dual_value[i]; |
|
254 |
} |
|
255 |
|
|
256 |
LpSoplex::Value LpSoplex::_getPrimalValue() const { |
|
257 |
return soplex->objValue(); |
|
258 |
} |
|
259 |
|
|
260 |
bool LpSoplex::_isBasicCol(int i) const { |
|
261 |
return soplex->getBasisColStatus(i) == soplex::SPxSolver::BASIC; |
|
262 |
} |
|
263 |
|
|
264 |
LpSoplex::SolutionStatus LpSoplex::_getPrimalStatus() const { |
|
265 |
if (!solved) return UNDEFINED; |
|
266 |
switch (soplex->status()) { |
|
267 |
case soplex::SPxSolver::OPTIMAL: |
|
268 |
return OPTIMAL; |
|
269 |
case soplex::SPxSolver::UNBOUNDED: |
|
270 |
return INFINITE; |
|
271 |
case soplex::SPxSolver::INFEASIBLE: |
|
272 |
return INFEASIBLE; |
|
273 |
default: |
|
274 |
return UNDEFINED; |
|
275 |
} |
|
276 |
} |
|
277 |
|
|
278 |
LpSoplex::SolutionStatus LpSoplex::_getDualStatus() const { |
|
279 |
if (!solved) return UNDEFINED; |
|
280 |
switch (soplex->status()) { |
|
281 |
case soplex::SPxSolver::OPTIMAL: |
|
282 |
return OPTIMAL; |
|
283 |
case soplex::SPxSolver::UNBOUNDED: |
|
284 |
return INFEASIBLE; |
|
285 |
default: |
|
286 |
return UNDEFINED; |
|
287 |
} |
|
288 |
} |
|
289 |
|
|
290 |
LpSoplex::ProblemTypes LpSoplex::_getProblemType() const { |
|
291 |
if (!solved) return UNKNOWN; |
|
292 |
switch (soplex->status()) { |
|
293 |
case soplex::SPxSolver::OPTIMAL: |
|
294 |
return PRIMAL_DUAL_FEASIBLE; |
|
295 |
case soplex::SPxSolver::UNBOUNDED: |
|
296 |
return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
|
297 |
default: |
|
298 |
return UNKNOWN; |
|
299 |
} |
|
300 |
} |
|
301 |
|
|
302 |
void LpSoplex::_setMax() { |
|
303 |
soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
|
304 |
solved = false; |
|
305 |
} |
|
306 |
void LpSoplex::_setMin() { |
|
307 |
soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
|
308 |
solved = false; |
|
309 |
} |
|
310 |
bool LpSoplex::_isMax() const { |
|
311 |
return soplex->spxSense() == soplex::SPxSolver::MAXIMIZE; |
|
312 |
} |
|
313 |
|
|
314 |
|
|
315 |
} //namespace lemon |
|
316 |
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) 2003-2008 |
|
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 |
#ifndef LEMON_LP_SOPLEX_H |
|
20 |
#define LEMON_LP_SOPLEX_H |
|
21 |
|
|
22 |
///\file |
|
23 |
///\brief Header of the LEMON-SOPLEX lp solver interface. |
|
24 |
|
|
25 |
#include <vector> |
|
26 |
#include <string> |
|
27 |
|
|
28 |
#include <lemon/lp_base.h> |
|
29 |
|
|
30 |
// Forward declaration |
|
31 |
namespace soplex { |
|
32 |
class SoPlex; |
|
33 |
} |
|
34 |
|
|
35 |
namespace lemon { |
|
36 |
|
|
37 |
/// \ingroup lp_group |
|
38 |
/// |
|
39 |
/// \brief Interface for the SOPLEX solver |
|
40 |
/// |
|
41 |
/// This class implements an interface for the SoPlex LP solver. |
|
42 |
/// The SoPlex library is an object oriented lp solver library |
|
43 |
/// developed at the Konrad-Zuse-Zentrum f�r Informationstechnik |
|
44 |
/// Berlin (ZIB). You can find detailed information about it at the |
|
45 |
/// <tt>http://soplex.zib.de</tt> address. |
|
46 |
class LpSoplex :virtual public LpSolverBase { |
|
47 |
protected: |
|
48 |
|
|
49 |
_lp_bits::RelocateIdHandler relocateIdHandler; |
|
50 |
|
|
51 |
soplex::SoPlex* soplex; |
|
52 |
bool solved; |
|
53 |
|
|
54 |
std::vector<std::string> colNames; |
|
55 |
std::map<std::string, int> invColNames; |
|
56 |
|
|
57 |
std::vector<Value> primal_value; |
|
58 |
std::vector<Value> dual_value; |
|
59 |
|
|
60 |
|
|
61 |
public: |
|
62 |
|
|
63 |
typedef LpSolverBase Parent; |
|
64 |
|
|
65 |
|
|
66 |
/// \e |
|
67 |
LpSoplex(); |
|
68 |
/// \e |
|
69 |
LpSoplex(const LpSoplex&); |
|
70 |
/// \e |
|
71 |
~LpSoplex(); |
|
72 |
|
|
73 |
protected: |
|
74 |
|
|
75 |
virtual LpSolverBase* _newLp(); |
|
76 |
virtual LpSolverBase* _copyLp(); |
|
77 |
|
|
78 |
virtual int _addCol(); |
|
79 |
virtual int _addRow(); |
|
80 |
virtual void _eraseCol(int i); |
|
81 |
virtual void _eraseRow(int i); |
|
82 |
virtual void _getColName(int col, std::string & name) const; |
|
83 |
virtual void _setColName(int col, const std::string & name); |
|
84 |
virtual int _colByName(const std::string& name) const; |
|
85 |
virtual void _setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e); |
|
86 |
virtual void _getRowCoeffs(int i, RowIterator b) const; |
|
87 |
virtual void _setColCoeffs(int i, ConstColIterator b, ConstColIterator e); |
|
88 |
virtual void _getColCoeffs(int i, ColIterator b) const; |
|
89 |
virtual void _setCoeff(int row, int col, Value value); |
|
90 |
virtual Value _getCoeff(int row, int col) const; |
|
91 |
virtual void _setColLowerBound(int i, Value value); |
|
92 |
virtual Value _getColLowerBound(int i) const; |
|
93 |
virtual void _setColUpperBound(int i, Value value); |
|
94 |
virtual Value _getColUpperBound(int i) const; |
|
95 |
virtual void _setRowBounds(int i, Value lower, Value upper); |
|
96 |
virtual void _getRowBounds(int i, Value &lower, Value &upper) const; |
|
97 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
98 |
virtual Value _getObjCoeff(int i) const; |
|
99 |
virtual void _clearObj(); |
|
100 |
|
|
101 |
virtual SolveExitStatus _solve(); |
|
102 |
virtual Value _getPrimal(int i) const; |
|
103 |
virtual Value _getDual(int i) const; |
|
104 |
virtual Value _getPrimalValue() const; |
|
105 |
virtual bool _isBasicCol(int i) const; |
|
106 |
|
|
107 |
virtual SolutionStatus _getPrimalStatus() const; |
|
108 |
virtual SolutionStatus _getDualStatus() const; |
|
109 |
virtual ProblemTypes _getProblemType() const; |
|
110 |
|
|
111 |
|
|
112 |
virtual void _setMax(); |
|
113 |
virtual void _setMin(); |
|
114 |
virtual bool _isMax() const; |
|
115 |
|
|
116 |
}; |
|
117 |
} //END OF NAMESPACE LEMON |
|
118 |
|
|
119 |
#endif //LEMON_LP_SOPLEX_H |
|
120 |
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) 2003-2008 |
|
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 |
///\file |
|
20 |
///\brief Implementation of the LEMON-CPLEX mip solver interface. |
|
21 |
|
|
22 |
#include <lemon/mip_cplex.h> |
|
23 |
|
|
24 |
extern "C" { |
|
25 |
#include <ilcplex/cplex.h> |
|
26 |
} |
|
27 |
|
|
28 |
namespace lemon { |
|
29 |
|
|
30 |
MipCplex::MipCplex() { |
|
31 |
//This is unnecessary: setting integrality constraints on |
|
32 |
//variables will set this, too |
|
33 |
|
|
34 |
///\todo The constant CPXPROB_MIP is |
|
35 |
///called CPXPROB_MILP in later versions |
|
36 |
#if CPX_VERSION < 800 |
|
37 |
CPXchgprobtype( env, lp, CPXPROB_MIP); |
|
38 |
#else |
|
39 |
CPXchgprobtype( env, lp, CPXPROB_MILP); |
|
40 |
#endif |
|
41 |
|
|
42 |
} |
|
43 |
|
|
44 |
void MipCplex::_colType(int i, MipCplex::ColTypes col_type){ |
|
45 |
|
|
46 |
// Note If a variable is to be changed to binary, a call to CPXchgbds |
|
47 |
// should also be made to change the bounds to 0 and 1. |
|
48 |
|
|
49 |
int indices[1]; |
|
50 |
indices[0]=i; |
|
51 |
char ctype[1]; |
|
52 |
switch (col_type){ |
|
53 |
case INT: |
|
54 |
ctype[0]=CPX_INTEGER;//'I' |
|
55 |
break; |
|
56 |
case REAL: |
|
57 |
ctype[0]=CPX_CONTINUOUS ;//'C' |
|
58 |
break; |
|
59 |
default:; |
|
60 |
//FIXME problem |
|
61 |
} |
|
62 |
CPXchgctype (env, lp, 1, indices, ctype); |
|
63 |
} |
|
64 |
|
|
65 |
MipCplex::ColTypes MipCplex::_colType(int i) const { |
|
66 |
|
|
67 |
char ctype[1]; |
|
68 |
CPXgetctype (env, lp, ctype, i, i); |
|
69 |
switch (ctype[0]){ |
|
70 |
|
|
71 |
case CPX_INTEGER: |
|
72 |
return INT; |
|
73 |
case CPX_CONTINUOUS: |
|
74 |
return REAL; |
|
75 |
default: |
|
76 |
return REAL;//Error! |
|
77 |
} |
|
78 |
|
|
79 |
} |
|
80 |
|
|
81 |
LpCplex::SolveExitStatus MipCplex::_solve(){ |
|
82 |
|
|
83 |
status = CPXmipopt (env, lp); |
|
84 |
if (status==0) |
|
85 |
return SOLVED; |
|
86 |
else |
|
87 |
return UNSOLVED; |
|
88 |
|
|
89 |
} |
|
90 |
|
|
91 |
|
|
92 |
LpCplex::SolutionStatus MipCplex::_getMipStatus() const { |
|
93 |
|
|
94 |
int stat = CPXgetstat(env, lp); |
|
95 |
|
|
96 |
//Fortunately, MIP statuses did not change for cplex 8.0 |
|
97 |
switch (stat) |
|
98 |
{ |
|
99 |
case CPXMIP_OPTIMAL: |
|
100 |
// Optimal integer solution has been found. |
|
101 |
case CPXMIP_OPTIMAL_TOL: |
|
102 |
// Optimal soluton with the tolerance defined by epgap or epagap has |
|
103 |
// been found. |
|
104 |
return OPTIMAL; |
|
105 |
//This also exists in later issues |
|
106 |
// case CPXMIP_UNBOUNDED: |
|
107 |
//return INFINITE; |
|
108 |
case CPXMIP_INFEASIBLE: |
|
109 |
return INFEASIBLE; |
|
110 |
default: |
|
111 |
return UNDEFINED; |
|
112 |
} |
|
113 |
//Unboundedness not treated well: the following is from cplex 9.0 doc |
|
114 |
// About Unboundedness |
|
115 |
|
|
116 |
// The treatment of models that are unbounded involves a few |
|
117 |
// subtleties. Specifically, a declaration of unboundedness means that |
|
118 |
// ILOG CPLEX has determined that the model has an unbounded |
|
119 |
// ray. Given any feasible solution x with objective z, a multiple of |
|
120 |
// the unbounded ray can be added to x to give a feasible solution |
|
121 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
|
122 |
// feasible solution exists, then the optimal objective is |
|
123 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
|
124 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
|
125 |
// to determine whether ILOG CPLEX has also concluded that the model |
|
126 |
// has a feasible solution. |
|
127 |
|
|
128 |
} |
|
129 |
|
|
130 |
MipCplex::Value MipCplex::_getPrimal(int i) const { |
|
131 |
Value x; |
|
132 |
CPXgetmipx(env, lp, &x, i, i); |
|
133 |
return x; |
|
134 |
} |
|
135 |
|
|
136 |
MipCplex::Value MipCplex::_getPrimalValue() const { |
|
137 |
Value objval; |
|
138 |
CPXgetmipobjval(env, lp, &objval); |
|
139 |
return objval; |
|
140 |
} |
|
141 |
} //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) 2003-2008 |
|
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 |
#ifndef LEMON_MIP_CPLEX_H |
|
20 |
#define LEMON_MIP_CPLEX_H |
|
21 |
|
|
22 |
///\file |
|
23 |
///\brief Header of the LEMON-CPLEX mip solver interface. |
|
24 |
///\ingroup lp_group |
|
25 |
|
|
26 |
|
|
27 |
#include <lemon/lp_cplex.h> |
|
28 |
|
|
29 |
namespace lemon { |
|
30 |
|
|
31 |
/// \brief Interface for the CPLEX MIP solver |
|
32 |
/// |
|
33 |
/// This class implements an interface for the CPLEX MIP solver. |
|
34 |
///\ingroup lp_group |
|
35 |
class MipCplex : public MipSolverBase, public LpCplex{ |
|
36 |
|
|
37 |
public: |
|
38 |
|
|
39 |
typedef MipSolverBase ParentMip; |
|
40 |
typedef LpCplex ParentLp; |
|
41 |
|
|
42 |
MipCplex(); |
|
43 |
//~MipCplex(); |
|
44 |
|
|
45 |
|
|
46 |
|
|
47 |
|
|
48 |
protected: |
|
49 |
|
|
50 |
virtual ColTypes _colType(int col) const; |
|
51 |
virtual void _colType(int col, ColTypes col_type); |
|
52 |
|
|
53 |
virtual LpCplex::SolveExitStatus _solve(); |
|
54 |
virtual LpCplex::SolutionStatus _getMipStatus() const; |
|
55 |
virtual ParentLp::Value _getPrimal(int i) const; |
|
56 |
virtual ParentLp::Value _getPrimalValue() const; |
|
57 |
}; |
|
58 |
|
|
59 |
} //END OF NAMESPACE LEMON |
|
60 |
|
|
61 |
#endif // END OF LEMON_MIP_CPLEX_H |
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) 2003-2008 |
|
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 |
///\file |
|
20 |
///\brief Implementation of the LEMON-GLPK mip solver interface. |
|
21 |
|
|
22 |
#include <lemon/mip_glpk.h> |
|
23 |
|
|
24 |
extern "C" { |
|
25 |
#include <glpk.h> |
|
26 |
} |
|
27 |
|
|
28 |
#if GLP_MAJOR_VERSION > 4 || (GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION > 15) |
|
29 |
#define LEMON_glp(func) (glp_##func) |
|
30 |
#define LEMON_lpx(func) (lpx_##func) |
|
31 |
|
|
32 |
#define LEMON_GLP(def) (GLP_##def) |
|
33 |
#define LEMON_LPX(def) (LPX_##def) |
|
34 |
|
|
35 |
#else |
|
36 |
|
|
37 |
#define LEMON_glp(func) (lpx_##func) |
|
38 |
#define LEMON_lpx(func) (lpx_##func) |
|
39 |
|
|
40 |
#define LEMON_GLP(def) (LPX_##def) |
|
41 |
#define LEMON_LPX(def) (LPX_##def) |
|
42 |
|
|
43 |
#endif |
|
44 |
|
|
45 |
namespace lemon { |
|
46 |
|
|
47 |
MipGlpk::MipGlpk() { |
|
48 |
#if !(GLP_MAJOR_VERSION > 4 || \ |
|
49 |
(GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION > 15)) |
|
50 |
LEMON_lpx(set_class)(lp,LEMON_GLP(MIP)); |
|
51 |
#endif |
|
52 |
} |
|
53 |
|
|
54 |
void MipGlpk::_colType(int i, MipGlpk::ColTypes col_type){ |
|
55 |
switch (col_type){ |
|
56 |
case INT: |
|
57 |
LEMON_glp(set_col_kind)(lp,i,LEMON_GLP(IV)); |
|
58 |
break; |
|
59 |
case REAL: |
|
60 |
LEMON_glp(set_col_kind)(lp,i,LEMON_GLP(CV)); |
|
61 |
break; |
|
62 |
default:; |
|
63 |
//FIXME problem |
|
64 |
} |
|
65 |
} |
|
66 |
|
|
67 |
MipGlpk::ColTypes MipGlpk::_colType(int i) const { |
|
68 |
switch (LEMON_glp(get_col_kind)(lp,i)){ |
|
69 |
case LEMON_GLP(IV): |
|
70 |
return INT;//Or binary |
|
71 |
case LEMON_GLP(CV): |
|
72 |
return REAL; |
|
73 |
default: |
|
74 |
return REAL;//Error! |
|
75 |
} |
|
76 |
|
|
77 |
} |
|
78 |
|
|
79 |
LpGlpk::SolveExitStatus MipGlpk::_solve() { |
|
80 |
int result = LEMON_lpx(simplex)(lp); |
|
81 |
|
|
82 |
// hack: mip does not contain integer variable |
|
83 |
#if GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION == 16 |
|
84 |
int tmp = -1; |
|
85 |
if (LEMON_glp(get_num_int(lp)) == 0) { |
|
86 |
tmp = LEMON_lpx(add_cols)(lp, 1); |
|
87 |
LEMON_glp(set_col_bnds)(lp, tmp, LEMON_GLP(FX), 0.0, 0.0); |
|
88 |
LEMON_glp(set_col_kind)(lp, tmp, LEMON_GLP(IV)); |
|
89 |
} |
|
90 |
#endif |
|
91 |
|
|
92 |
if (LEMON_lpx(get_status)(lp)==LEMON_LPX(OPT)) { |
|
93 |
//Maybe we could try the routine lpx_intopt(lp), a revised |
|
94 |
//version of lpx_integer |
|
95 |
|
|
96 |
result = LEMON_lpx(integer)(lp); |
|
97 |
switch (result){ |
|
98 |
case LEMON_LPX(E_OK): |
|
99 |
solved = true; |
|
100 |
break; |
|
101 |
default: |
|
102 |
solved = false; |
|
103 |
} |
|
104 |
} else { |
|
105 |
solved = false; |
|
106 |
} |
|
107 |
#if GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION == 16 |
|
108 |
if (tmp != -1) { |
|
109 |
int tmpa[2]; |
|
110 |
tmpa[1] = tmp; |
|
111 |
LEMON_lpx(del_cols)(lp, 1, tmpa); |
|
112 |
} |
|
113 |
#endif |
|
114 |
return solved ? SOLVED : UNSOLVED; |
|
115 |
} |
|
116 |
|
|
117 |
|
|
118 |
LpGlpk::SolutionStatus MipGlpk::_getMipStatus() const { |
|
119 |
|
|
120 |
if (LEMON_lpx(get_status)(lp)==LEMON_LPX(OPT)){ |
|
121 |
//Meg kell nezni: ha az LP is infinite, akkor ez is, ha az is |
|
122 |
//infeasible, akkor ez is, de ez lehet maskepp is infeasible. |
|
123 |
int stat= LEMON_lpx(mip_status)(lp); |
|
124 |
|
|
125 |
switch (stat) { |
|
126 |
case LEMON_LPX(I_UNDEF)://Undefined (no solve has been run yet) |
|
127 |
return UNDEFINED; |
|
128 |
case LEMON_LPX(I_NOFEAS)://There is no feasible integral solution |
|
129 |
return INFEASIBLE; |
|
130 |
// case LEMON_LPX(UNBND)://Unbounded |
|
131 |
// return INFINITE; |
|
132 |
case LEMON_LPX(I_FEAS)://Feasible |
|
133 |
return FEASIBLE; |
|
134 |
case LEMON_LPX(I_OPT)://Feasible |
|
135 |
return OPTIMAL; |
|
136 |
default: |
|
137 |
return UNDEFINED; //to avoid gcc warning |
|
138 |
//FIXME error |
|
139 |
} |
|
140 |
} |
|
141 |
else |
|
142 |
return UNDEFINED; //Maybe we could refine this: what does the LP |
|
143 |
//relaxation look like |
|
144 |
|
|
145 |
} |
|
146 |
|
|
147 |
MipGlpk::Value MipGlpk::_getPrimal(int i) const { |
|
148 |
return LEMON_glp(mip_col_val)(lp,i); |
|
149 |
} |
|
150 |
|
|
151 |
MipGlpk::Value MipGlpk::_getPrimalValue() const { |
|
152 |
return LEMON_glp(mip_obj_val)(lp); |
|
153 |
} |
|
154 |
} //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) 2003-2008 |
|
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 |
#ifndef LEMON_MIP_GLPK_H |
|
20 |
#define LEMON_MIP_GLPK_H |
|
21 |
|
|
22 |
///\file |
|
23 |
///\brief Header of the LEMON-GLPK mip solver interface. |
|
24 |
///\ingroup lp_group |
|
25 |
|
|
26 |
|
|
27 |
#include <lemon/lp_glpk.h> |
|
28 |
|
|
29 |
namespace lemon { |
|
30 |
/// \brief Interface for the GLPK MIP solver |
|
31 |
/// |
|
32 |
/// This class implements an interface for the GLPK MIP solver. |
|
33 |
///\ingroup lp_group |
|
34 |
class MipGlpk : public MipSolverBase, public LpGlpk{ |
|
35 |
|
|
36 |
public: |
|
37 |
|
|
38 |
typedef MipSolverBase ParentMip; |
|
39 |
typedef LpGlpk ParentLp; |
|
40 |
|
|
41 |
MipGlpk(); |
|
42 |
//~MipGlpk(); |
|
43 |
|
|
44 |
|
|
45 |
|
|
46 |
protected: |
|
47 |
|
|
48 |
virtual ColTypes _colType(int col) const; |
|
49 |
virtual void _colType(int col, ColTypes col_type); |
|
50 |
|
|
51 |
virtual LpGlpk::SolveExitStatus _solve(); |
|
52 |
virtual LpGlpk::SolutionStatus _getMipStatus() const; |
|
53 |
virtual ParentLp::Value _getPrimal(int i) const; |
|
54 |
virtual ParentLp::Value _getPrimalValue() const; |
|
55 |
}; |
|
56 |
|
|
57 |
} //END OF NAMESPACE LEMON |
|
58 |
|
|
59 |
#endif // END OF LEMON_MIP_GLPK_H |
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) 2003-2008 |
|
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 |
#include <sstream> |
|
20 |
#include <lemon/lp_skeleton.h> |
|
21 |
#include "test_tools.h" |
|
22 |
#include <lemon/tolerance.h> |
|
23 |
|
|
24 |
#ifdef HAVE_CONFIG_H |
|
25 |
#include <lemon/config.h> |
|
26 |
#endif |
|
27 |
|
|
28 |
#ifdef HAVE_GLPK |
|
29 |
#include <lemon/lp_glpk.h> |
|
30 |
#endif |
|
31 |
|
|
32 |
#ifdef HAVE_CPLEX |
|
33 |
#include <lemon/lp_cplex.h> |
|
34 |
#endif |
|
35 |
|
|
36 |
#ifdef HAVE_SOPLEX |
|
37 |
#include <lemon/lp_soplex.h> |
|
38 |
#endif |
|
39 |
|
|
40 |
using namespace lemon; |
|
41 |
|
|
42 |
void lpTest(LpSolverBase & lp) |
|
43 |
{ |
|
44 |
|
|
45 |
|
|
46 |
|
|
47 |
typedef LpSolverBase LP; |
|
48 |
|
|
49 |
std::vector<LP::Col> x(10); |
|
50 |
// for(int i=0;i<10;i++) x.push_back(lp.addCol()); |
|
51 |
lp.addColSet(x); |
|
52 |
lp.colLowerBound(x,1); |
|
53 |
lp.colUpperBound(x,1); |
|
54 |
lp.colBounds(x,1,2); |
|
55 |
#ifndef GYORSITAS |
|
56 |
|
|
57 |
std::vector<LP::Col> y(10); |
|
58 |
lp.addColSet(y); |
|
59 |
|
|
60 |
lp.colLowerBound(y,1); |
|
61 |
lp.colUpperBound(y,1); |
|
62 |
lp.colBounds(y,1,2); |
|
63 |
|
|
64 |
std::map<int,LP::Col> z; |
|
65 |
|
|
66 |
z.insert(std::make_pair(12,INVALID)); |
|
67 |
z.insert(std::make_pair(2,INVALID)); |
|
68 |
z.insert(std::make_pair(7,INVALID)); |
|
69 |
z.insert(std::make_pair(5,INVALID)); |
|
70 |
|
|
71 |
lp.addColSet(z); |
|
72 |
|
|
73 |
lp.colLowerBound(z,1); |
|
74 |
lp.colUpperBound(z,1); |
|
75 |
lp.colBounds(z,1,2); |
|
76 |
|
|
77 |
{ |
|
78 |
LP::Expr e,f,g; |
|
79 |
LP::Col p1,p2,p3,p4,p5; |
|
80 |
LP::Constr c; |
|
81 |
|
|
82 |
p1=lp.addCol(); |
|
83 |
p2=lp.addCol(); |
|
84 |
p3=lp.addCol(); |
|
85 |
p4=lp.addCol(); |
|
86 |
p5=lp.addCol(); |
|
87 |
|
|
88 |
e[p1]=2; |
|
89 |
e.constComp()=12; |
|
90 |
e[p1]+=2; |
|
91 |
e.constComp()+=12; |
|
92 |
e[p1]-=2; |
|
93 |
e.constComp()-=12; |
|
94 |
|
|
95 |
e=2; |
|
96 |
e=2.2; |
|
97 |
e=p1; |
|
98 |
e=f; |
|
99 |
|
|
100 |
e+=2; |
|
101 |
e+=2.2; |
|
102 |
e+=p1; |
|
103 |
e+=f; |
|
104 |
|
|
105 |
e-=2; |
|
106 |
e-=2.2; |
|
107 |
e-=p1; |
|
108 |
e-=f; |
|
109 |
|
|
110 |
e*=2; |
|
111 |
e*=2.2; |
|
112 |
e/=2; |
|
113 |
e/=2.2; |
|
114 |
|
|
115 |
e=((p1+p2)+(p1-p2)+(p1+12)+(12+p1)+(p1-12)+(12-p1)+ |
|
116 |
(f+12)+(12+f)+(p1+f)+(f+p1)+(f+g)+ |
|
117 |
(f-12)+(12-f)+(p1-f)+(f-p1)+(f-g)+ |
|
118 |
2.2*f+f*2.2+f/2.2+ |
|
119 |
2*f+f*2+f/2+ |
|
120 |
2.2*p1+p1*2.2+p1/2.2+ |
|
121 |
2*p1+p1*2+p1/2 |
|
122 |
); |
|
123 |
|
|
124 |
|
|
125 |
c = (e <= f ); |
|
126 |
c = (e <= 2.2); |
|
127 |
c = (e <= 2 ); |
|
128 |
c = (e <= p1 ); |
|
129 |
c = (2.2<= f ); |
|
130 |
c = (2 <= f ); |
|
131 |
c = (p1 <= f ); |
|
132 |
c = (p1 <= p2 ); |
|
133 |
c = (p1 <= 2.2); |
|
134 |
c = (p1 <= 2 ); |
|
135 |
c = (2.2<= p2 ); |
|
136 |
c = (2 <= p2 ); |
|
137 |
|
|
138 |
c = (e >= f ); |
|
139 |
c = (e >= 2.2); |
|
140 |
c = (e >= 2 ); |
|
141 |
c = (e >= p1 ); |
|
142 |
c = (2.2>= f ); |
|
143 |
c = (2 >= f ); |
|
144 |
c = (p1 >= f ); |
|
145 |
c = (p1 >= p2 ); |
|
146 |
c = (p1 >= 2.2); |
|
147 |
c = (p1 >= 2 ); |
|
148 |
c = (2.2>= p2 ); |
|
149 |
c = (2 >= p2 ); |
|
150 |
|
|
151 |
c = (e == f ); |
|
152 |
c = (e == 2.2); |
|
153 |
c = (e == 2 ); |
|
154 |
c = (e == p1 ); |
|
155 |
c = (2.2== f ); |
|
156 |
c = (2 == f ); |
|
157 |
c = (p1 == f ); |
|
158 |
//c = (p1 == p2 ); |
|
159 |
c = (p1 == 2.2); |
|
160 |
c = (p1 == 2 ); |
|
161 |
c = (2.2== p2 ); |
|
162 |
c = (2 == p2 ); |
|
163 |
|
|
164 |
c = (2 <= e <= 3); |
|
165 |
c = (2 <= p1<= 3); |
|
166 |
|
|
167 |
c = (2 >= e >= 3); |
|
168 |
c = (2 >= p1>= 3); |
|
169 |
|
|
170 |
e[x[3]]=2; |
|
171 |
e[x[3]]=4; |
|
172 |
e[x[3]]=1; |
|
173 |
e.constComp()=12; |
|
174 |
|
|
175 |
lp.addRow(LP::INF,e,23); |
|
176 |
lp.addRow(LP::INF,3.0*(x[1]+x[2]/2)-x[3],23); |
|
177 |
lp.addRow(LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23); |
|
178 |
|
|
179 |
lp.addRow(x[1]+x[3]<=x[5]-3); |
|
180 |
lp.addRow(-7<=x[1]+x[3]-12<=3); |
|
181 |
lp.addRow(x[1]<=x[5]); |
|
182 |
|
|
183 |
std::ostringstream buf; |
|
184 |
|
|
185 |
|
|
186 |
//Checking the simplify function |
|
187 |
|
|
188 |
// //How to check the simplify function? A map gives no information |
|
189 |
// //on the question whether a given key is or is not stored in it, or |
|
190 |
// //it does? |
|
191 |
// Yes, it does, using the find() function. |
|
192 |
e=((p1+p2)+(p1-p2)); |
|
193 |
e.simplify(); |
|
194 |
buf << "Coeff. of p2 should be 0"; |
|
195 |
// std::cout<<e[p1]<<e[p2]<<e[p3]<<std::endl; |
|
196 |
check(e.find(p2)==e.end(), buf.str()); |
|
197 |
|
|
198 |
|
|
199 |
|
|
200 |
|
|
201 |
e=((p1+p2)+(p1-0.99*p2)); |
|
202 |
//e.prettyPrint(std::cout); |
|
203 |
//(e<=2).prettyPrint(std::cout); |
|
204 |
double tolerance=0.001; |
|
205 |
e.simplify(tolerance); |
|
206 |
buf << "Coeff. of p2 should be 0.01"; |
|
207 |
check(e[p2]>0, buf.str()); |
|
208 |
|
|
209 |
tolerance=0.02; |
|
210 |
e.simplify(tolerance); |
|
211 |
buf << "Coeff. of p2 should be 0"; |
|
212 |
check(e.find(p2)==e.end(), buf.str()); |
|
213 |
|
|
214 |
|
|
215 |
} |
|
216 |
|
|
217 |
{ |
|
218 |
LP::DualExpr e,f,g; |
|
219 |
LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID, |
|
220 |
p4 = INVALID, p5 = INVALID; |
|
221 |
|
|
222 |
e[p1]=2; |
|
223 |
e[p1]+=2; |
|
224 |
e[p1]-=2; |
|
225 |
|
|
226 |
e=p1; |
|
227 |
e=f; |
|
228 |
|
|
229 |
e+=p1; |
|
230 |
e+=f; |
|
231 |
|
|
232 |
e-=p1; |
|
233 |
e-=f; |
|
234 |
|
|
235 |
e*=2; |
|
236 |
e*=2.2; |
|
237 |
e/=2; |
|
238 |
e/=2.2; |
|
239 |
|
|
240 |
e=((p1+p2)+(p1-p2)+ |
|
241 |
(p1+f)+(f+p1)+(f+g)+ |
|
242 |
(p1-f)+(f-p1)+(f-g)+ |
|
243 |
2.2*f+f*2.2+f/2.2+ |
|
244 |
2*f+f*2+f/2+ |
|
245 |
2.2*p1+p1*2.2+p1/2.2+ |
|
246 |
2*p1+p1*2+p1/2 |
|
247 |
); |
|
248 |
} |
|
249 |
|
|
250 |
#endif |
|
251 |
} |
|
252 |
|
|
253 |
void solveAndCheck(LpSolverBase& lp, LpSolverBase::SolutionStatus stat, |
|
254 |
double exp_opt) { |
|
255 |
using std::string; |
|
256 |
lp.solve(); |
|
257 |
//int decimal,sign; |
|
258 |
std::ostringstream buf; |
|
259 |
buf << "Primalstatus should be: " << int(stat); |
|
260 |
|
|
261 |
// itoa(stat,buf1, 10); |
|
262 |
check(lp.primalStatus()==stat, buf.str()); |
|
263 |
|
|
264 |
if (stat == LpSolverBase::OPTIMAL) { |
|
265 |
std::ostringstream sbuf; |
|
266 |
sbuf << "Wrong optimal value: the right optimum is " << exp_opt; |
|
267 |
check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str()); |
|
268 |
//+ecvt(exp_opt,2) |
|
269 |
} |
|
270 |
} |
|
271 |
|
|
272 |
void aTest(LpSolverBase & lp) |
|
273 |
{ |
|
274 |
typedef LpSolverBase LP; |
|
275 |
|
|
276 |
//The following example is very simple |
|
277 |
|
|
278 |
typedef LpSolverBase::Row Row; |
|
279 |
typedef LpSolverBase::Col Col; |
|
280 |
|
|
281 |
|
|
282 |
Col x1 = lp.addCol(); |
|
283 |
Col x2 = lp.addCol(); |
|
284 |
|
|
285 |
|
|
286 |
//Constraints |
|
287 |
Row upright=lp.addRow(x1+x2 <=1); |
|
288 |
lp.addRow(x1+x2 >=-1); |
|
289 |
lp.addRow(x1-x2 <=1); |
|
290 |
lp.addRow(x1-x2 >=-1); |
|
291 |
//Nonnegativity of the variables |
|
292 |
lp.colLowerBound(x1, 0); |
|
293 |
lp.colLowerBound(x2, 0); |
|
294 |
//Objective function |
|
295 |
lp.obj(x1+x2); |
|
296 |
|
|
297 |
lp.max(); |
|
298 |
|
|
299 |
//Testing the problem retrieving routines |
|
300 |
check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
|
301 |
check(lp.isMax(),"This is a maximization!"); |
|
302 |
check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!"); |
|
303 |
// std::cout<<lp.colLowerBound(x1)<<std::endl; |
|
304 |
check( lp.colLowerBound(x1)==0, |
|
305 |
"The lower bound for variable x1 should be 0."); |
|
306 |
check( lp.colUpperBound(x1)==LpSolverBase::INF, |
|
307 |
"The upper bound for variable x1 should be infty."); |
|
308 |
LpSolverBase::Value lb,ub; |
|
309 |
lp.getRowBounds(upright,lb,ub); |
|
310 |
check( lb==-LpSolverBase::INF, |
|
311 |
"The lower bound for the first row should be -infty."); |
|
312 |
check( ub==1,"The upper bound for the first row should be 1."); |
|
313 |
LpSolverBase::Expr e = lp.row(upright); |
|
314 |
check( e.size() == 2, "The row retrieval gives back wrong expression."); |
|
315 |
check( e[x1] == 1, "The first coefficient should 1."); |
|
316 |
check( e[x2] == 1, "The second coefficient should 1."); |
|
317 |
|
|
318 |
LpSolverBase::DualExpr de = lp.col(x1); |
|
319 |
check( de.size() == 4, "The col retrieval gives back wrong expression."); |
|
320 |
check( de[upright] == 1, "The first coefficient should 1."); |
|
321 |
|
|
322 |
LpSolverBase* clp = lp.copyLp(); |
|
323 |
|
|
324 |
//Testing the problem retrieving routines |
|
325 |
check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
|
326 |
check(clp->isMax(),"This is a maximization!"); |
|
327 |
check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!"); |
|
328 |
// std::cout<<lp.colLowerBound(x1)<<std::endl; |
|
329 |
check( clp->colLowerBound(x1)==0, |
|
330 |
"The lower bound for variable x1 should be 0."); |
|
331 |
check( clp->colUpperBound(x1)==LpSolverBase::INF, |
|
332 |
"The upper bound for variable x1 should be infty."); |
|
333 |
|
|
334 |
clp->getRowBounds(upright,lb,ub); |
|
335 |
check( lb==-LpSolverBase::INF, |
|
336 |
"The lower bound for the first row should be -infty."); |
|
337 |
check( ub==1,"The upper bound for the first row should be 1."); |
|
338 |
e = clp->row(upright); |
|
339 |
check( e.size() == 2, "The row retrieval gives back wrong expression."); |
|
340 |
check( e[x1] == 1, "The first coefficient should 1."); |
|
341 |
check( e[x2] == 1, "The second coefficient should 1."); |
|
342 |
|
|
343 |
de = clp->col(x1); |
|
344 |
check( de.size() == 4, "The col retrieval gives back wrong expression."); |
|
345 |
check( de[upright] == 1, "The first coefficient should 1."); |
|
346 |
|
|
347 |
delete clp; |
|
348 |
|
|
349 |
//Maximization of x1+x2 |
|
350 |
//over the triangle with vertices (0,0) (0,1) (1,0) |
|
351 |
double expected_opt=1; |
|
352 |
solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt); |
|
353 |
|
|
354 |
//Minimization |
|
355 |
lp.min(); |
|
356 |
expected_opt=0; |
|
357 |
solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt); |
|
358 |
|
|
359 |
//Vertex (-1,0) instead of (0,0) |
|
360 |
lp.colLowerBound(x1, -LpSolverBase::INF); |
|
361 |
expected_opt=-1; |
|
362 |
solveAndCheck(lp, LpSolverBase::OPTIMAL, expected_opt); |
|
363 |
|
|
364 |
//Erase one constraint and return to maximization |
|
365 |
lp.eraseRow(upright); |
|
366 |
lp.max(); |
|
367 |
expected_opt=LpSolverBase::INF; |
|
368 |
solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt); |
|
369 |
|
|
370 |
//Infeasibilty |
|
371 |
lp.addRow(x1+x2 <=-2); |
|
372 |
solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt); |
|
373 |
|
|
374 |
//Change problem and forget to solve |
|
375 |
lp.min(); |
|
376 |
check(lp.primalStatus()==LpSolverBase::UNDEFINED, |
|
377 |
"Primalstatus should be UNDEFINED"); |
|
378 |
|
|
379 |
|
|
380 |
// lp.solve(); |
|
381 |
// if (lp.primalStatus()==LpSolverBase::OPTIMAL){ |
|
382 |
// std::cout<< "Z = "<<lp.primalValue() |
|
383 |
// << " (error = " << lp.primalValue()-expected_opt |
|
384 |
// << "); x1 = "<<lp.primal(x1) |
|
385 |
// << "; x2 = "<<lp.primal(x2) |
|
386 |
// <<std::endl; |
|
387 |
|
|
388 |
// } |
|
389 |
// else{ |
|
390 |
// std::cout<<lp.primalStatus()<<std::endl; |
|
391 |
// std::cout<<"Optimal solution not found!"<<std::endl; |
|
392 |
// } |
|
393 |
|
|
394 |
|
|
395 |
|
|
396 |
} |
|
397 |
|
|
398 |
|
|
399 |
int main() |
|
400 |
{ |
|
401 |
LpSkeleton lp_skel; |
|
402 |
lpTest(lp_skel); |
|
403 |
|
|
404 |
#ifdef HAVE_GLPK |
|
405 |
LpGlpk lp_glpk1,lp_glpk2; |
|
406 |
lpTest(lp_glpk1); |
|
407 |
aTest(lp_glpk2); |
|
408 |
#endif |
|
409 |
|
|
410 |
#ifdef HAVE_CPLEX |
|
411 |
LpCplex lp_cplex1,lp_cplex2; |
|
412 |
lpTest(lp_cplex1); |
|
413 |
aTest(lp_cplex2); |
|
414 |
#endif |
|
415 |
|
|
416 |
#ifdef HAVE_SOPLEX |
|
417 |
LpSoplex lp_soplex1,lp_soplex2; |
|
418 |
lpTest(lp_soplex1); |
|
419 |
aTest(lp_soplex2); |
|
420 |
#endif |
|
421 |
|
|
422 |
return 0; |
|
423 |
} |
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) 2003-2008 |
|
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 |
#include "test_tools.h" |
|
20 |
|
|
21 |
|
|
22 |
#ifdef HAVE_CONFIG_H |
|
23 |
#include <lemon/config.h> |
|
24 |
#endif |
|
25 |
|
|
26 |
#ifdef HAVE_CPLEX |
|
27 |
#include <lemon/mip_cplex.h> |
|
28 |
#endif |
|
29 |
|
|
30 |
#ifdef HAVE_GLPK |
|
31 |
#include <lemon/mip_glpk.h> |
|
32 |
#endif |
|
33 |
|
|
34 |
|
|
35 |
using namespace lemon; |
|
36 |
|
|
37 |
void solveAndCheck(MipSolverBase& lp, MipSolverBase::SolutionStatus stat, |
|
38 |
double exp_opt) { |
|
39 |
using std::string; |
|
40 |
|
|
41 |
lp.solve(); |
|
42 |
//int decimal,sign; |
|
43 |
std::ostringstream buf; |
|
44 |
buf << "Primalstatus should be: " << int(stat) |
|
45 |
<<" and it is "<<int(lp.mipStatus()); |
|
46 |
|
|
47 |
|
|
48 |
// itoa(stat,buf1, 10); |
|
49 |
check(lp.mipStatus()==stat, buf.str()); |
|
50 |
|
|
51 |
if (stat == MipSolverBase::OPTIMAL) { |
|
52 |
std::ostringstream sbuf; |
|
53 |
buf << "Wrong optimal value: the right optimum is " << exp_opt; |
|
54 |
check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str()); |
|
55 |
//+ecvt(exp_opt,2) |
|
56 |
} |
|
57 |
} |
|
58 |
|
|
59 |
void aTest(MipSolverBase& mip) |
|
60 |
{ |
|
61 |
//The following example is very simple |
|
62 |
|
|
63 |
|
|
64 |
typedef MipSolverBase::Row Row; |
|
65 |
typedef MipSolverBase::Col Col; |
|
66 |
|
|
67 |
|
|
68 |
|
|
69 |
Col x1 = mip.addCol(); |
|
70 |
Col x2 = mip.addCol(); |
|
71 |
|
|
72 |
|
|
73 |
//Objective function |
|
74 |
mip.obj(x1); |
|
75 |
|
|
76 |
mip.max(); |
|
77 |
|
|
78 |
|
|
79 |
//Unconstrained optimization |
|
80 |
mip.solve(); |
|
81 |
//Check it out! |
|
82 |
|
|
83 |
//Constraints |
|
84 |
mip.addRow(2*x1+x2 <=2); |
|
85 |
mip.addRow(x1-2*x2 <=0); |
|
86 |
|
|
87 |
//Nonnegativity of the variable x1 |
|
88 |
mip.colLowerBound(x1, 0); |
|
89 |
|
|
90 |
//Maximization of x1 |
|
91 |
//over the triangle with vertices (0,0),(4/5,2/5),(0,2) |
|
92 |
double expected_opt=4.0/5.0; |
|
93 |
solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt); |
|
94 |
|
|
95 |
//Restrict x2 to integer |
|
96 |
mip.colType(x2,MipSolverBase::INT); |
|
97 |
expected_opt=1.0/2.0; |
|
98 |
solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt); |
|
99 |
|
|
100 |
|
|
101 |
//Restrict both to integer |
|
102 |
mip.colType(x1,MipSolverBase::INT); |
|
103 |
expected_opt=0; |
|
104 |
solveAndCheck(mip, MipSolverBase::OPTIMAL, expected_opt); |
|
105 |
|
|
106 |
|
|
107 |
|
|
108 |
} |
|
109 |
|
|
110 |
|
|
111 |
int main() |
|
112 |
{ |
|
113 |
|
|
114 |
#ifdef HAVE_GLPK |
|
115 |
MipGlpk mip1; |
|
116 |
aTest(mip1); |
|
117 |
#endif |
|
118 |
|
|
119 |
#ifdef HAVE_CPLEX |
|
120 |
MipCplex mip2; |
|
121 |
aTest(mip2); |
|
122 |
#endif |
|
123 |
|
|
124 |
return 0; |
|
125 |
|
|
126 |
} |
... | ... |
@@ -41,27 +41,27 @@ |
41 | 41 |
AC_MSG_RESULT([yes]) |
42 | 42 |
else |
43 | 43 |
AC_MSG_RESULT([no]) |
44 | 44 |
fi |
45 | 45 |
|
46 | 46 |
dnl Set custom compiler flags when using g++. |
47 | 47 |
if test "$GXX" = yes -a "$ICC" = no; then |
48 | 48 |
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" |
49 | 49 |
fi |
50 | 50 |
AC_SUBST([WARNINGCXXFLAGS]) |
51 | 51 |
|
52 | 52 |
dnl Checks for libraries. |
53 |
#LX_CHECK_GLPK |
|
54 |
#LX_CHECK_CPLEX |
|
55 |
|
|
53 |
LX_CHECK_GLPK |
|
54 |
LX_CHECK_CPLEX |
|
55 |
LX_CHECK_SOPLEX |
|
56 | 56 |
|
57 | 57 |
AM_CONDITIONAL([HAVE_LP], [test x"$lx_lp_found" = x"yes"]) |
58 | 58 |
AM_CONDITIONAL([HAVE_MIP], [test x"$lx_mip_found" = x"yes"]) |
59 | 59 |
|
60 | 60 |
dnl Disable/enable building the demo programs. |
61 | 61 |
AC_ARG_ENABLE([demo], |
62 | 62 |
AS_HELP_STRING([--enable-demo], [build the demo programs]) |
63 | 63 |
AS_HELP_STRING([--disable-demo], [do not build the demo programs @<:@default@:>@]), |
64 | 64 |
[], [enable_demo=no]) |
65 | 65 |
AC_MSG_CHECKING([whether to build the demo programs]) |
66 | 66 |
if test x"$enable_demo" != x"no"; then |
67 | 67 |
AC_MSG_RESULT([yes]) |
... | ... |
@@ -108,28 +108,28 @@ |
108 | 108 |
]) |
109 | 109 |
|
110 | 110 |
AC_OUTPUT |
111 | 111 |
|
112 | 112 |
echo |
113 | 113 |
echo '****************************** SUMMARY ******************************' |
114 | 114 |
echo |
115 | 115 |
echo Package version............... : $PACKAGE-$VERSION |
116 | 116 |
echo |
117 | 117 |
echo C++ compiler.................. : $CXX |
118 | 118 |
echo C++ compiles flags............ : $WARNINGCXXFLAGS $CXXFLAGS |
119 | 119 |
echo |
120 |
#echo GLPK support.................. : $lx_glpk_found |
|
121 |
#echo CPLEX support................. : $lx_cplex_found |
|
122 |
#echo SOPLEX support................ : $lx_soplex_found |
|
123 |
#echo |
|
120 |
echo GLPK support.................. : $lx_glpk_found |
|
121 |
echo CPLEX support................. : $lx_cplex_found |
|
122 |
echo SOPLEX support................ : $lx_soplex_found |
|
123 |
echo |
|
124 | 124 |
echo Build demo programs........... : $enable_demo |
125 | 125 |
echo Build additional tools........ : $enable_tools |
126 | 126 |
echo |
127 | 127 |
echo The packace will be installed in |
128 | 128 |
echo -n ' ' |
129 | 129 |
echo $prefix. |
130 | 130 |
echo |
131 | 131 |
echo '*********************************************************************' |
132 | 132 |
|
133 | 133 |
echo |
134 | 134 |
echo Configure complete, now type \'make\' and then \'make install\'. |
135 | 135 |
echo |
1 | 1 |
INCLUDE_DIRECTORIES(${CMAKE_SOURCE_DIR}) |
2 | 2 |
|
3 | 3 |
ADD_LIBRARY(lemon |
4 | 4 |
arg_parser.cc |
5 | 5 |
base.cc |
6 | 6 |
color.cc |
7 |
lp_base.cc |
|
8 |
lp_skeleton.cc |
|
9 |
lp_utils.cc |
|
7 | 10 |
random.cc) |
8 | 11 |
|
9 | 12 |
INSTALL( |
10 | 13 |
TARGETS lemon |
11 | 14 |
ARCHIVE DESTINATION lib |
12 | 15 |
COMPONENT library) |
13 | 16 |
|
14 | 17 |
INSTALL( |
15 | 18 |
DIRECTORY . bits concepts |
16 | 19 |
DESTINATION include/lemon |
17 | 20 |
COMPONENT headers |
18 | 21 |
FILES_MATCHING PATTERN "*.h") |
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 |
lemon/lp_base.cc \ |
|
14 |
lemon/lp_skeleton.cc \ |
|
13 | 15 |
lemon/random.cc |
14 | 16 |
|
15 |
#lemon_libemon_la_CXXFLAGS = $(GLPK_CFLAGS) $(CPLEX_CFLAGS) $(SOPLEX_CXXFLAGS) $(AM_CXXFLAGS) |
|
16 |
#lemon_libemon_la_LDFLAGS = $(GLPK_LIBS) $(CPLEX_LIBS) $(SOPLEX_LIBS) |
|
17 |
|
|
18 |
lemon_libemon_la_CXXFLAGS = \ |
|
19 |
$(GLPK_CFLAGS) \ |
|
20 |
$(CPLEX_CFLAGS) \ |
|
21 |
$(SOPLEX_CXXFLAGS) |
|
22 |
|
|
23 |
lemon_libemon_la_LDFLAGS = \ |
|
24 |
$(GLPK_LIBS) \ |
|
25 |
$(CPLEX_LIBS) \ |
|
26 |
$(SOPLEX_LIBS) |
|
27 |
|
|
28 |
if HAVE_GLPK |
|
29 |
lemon_libemon_la_SOURCES += lemon/lp_glpk.cc lemon/mip_glpk.cc |
|
30 |
endif |
|
31 |
|
|
32 |
if HAVE_CPLEX |
|
33 |
lemon_libemon_la_SOURCES += lemon/lp_cplex.cc lemon/mip_cplex.cc |
|
34 |
endif |
|
35 |
|
|
36 |
if HAVE_SOPLEX |
|
37 |
lemon_libemon_la_SOURCES += lemon/lp_soplex.cc |
|
38 |
endif |
|
17 | 39 |
|
18 | 40 |
lemon_HEADERS += \ |
19 | 41 |
lemon/adaptors.h \ |
20 | 42 |
lemon/arg_parser.h \ |
21 | 43 |
lemon/assert.h \ |
22 | 44 |
lemon/bfs.h \ |
23 | 45 |
lemon/bin_heap.h \ |
24 | 46 |
lemon/circulation.h \ |
25 | 47 |
lemon/color.h \ |
26 | 48 |
lemon/concept_check.h \ |
27 | 49 |
lemon/counter.h \ |
28 | 50 |
lemon/core.h \ |
... | ... |
@@ -32,47 +54,56 @@ |
32 | 54 |
lemon/dimacs.h \ |
33 | 55 |
lemon/elevator.h \ |
34 | 56 |
lemon/error.h \ |
35 | 57 |
lemon/full_graph.h \ |
36 | 58 |
lemon/graph_to_eps.h \ |
37 | 59 |
lemon/grid_graph.h \ |
38 | 60 |
lemon/hypercube_graph.h \ |
39 | 61 |
lemon/kruskal.h \ |
40 | 62 |
lemon/hao_orlin.h \ |
41 | 63 |
lemon/lgf_reader.h \ |
42 | 64 |
lemon/lgf_writer.h \ |
43 | 65 |
lemon/list_graph.h \ |
66 |
lemon/lp.h \ |
|
67 |
lemon/lp_base.h \ |
|
68 |
lemon/lp_cplex.h \ |
|
69 |
lemon/lp_glpk.h \ |
|
70 |
lemon/lp_skeleton.h \ |
|
71 |
lemon/lp_soplex.h \ |
|
72 |
lemon/mip_cplex.h \ |
|
73 |
lemon/mip_glpk.h \ |
|
44 | 74 |
lemon/maps.h \ |
45 | 75 |
lemon/math.h \ |
46 | 76 |
lemon/max_matching.h \ |
47 | 77 |
lemon/nauty_reader.h \ |
48 | 78 |
lemon/path.h \ |
49 | 79 |
lemon/preflow.h \ |
50 | 80 |
lemon/radix_sort.h \ |
51 | 81 |
lemon/random.h \ |
52 | 82 |
lemon/smart_graph.h \ |
53 | 83 |
lemon/suurballe.h \ |
54 | 84 |
lemon/time_measure.h \ |
55 | 85 |
lemon/tolerance.h \ |
56 | 86 |
lemon/unionfind.h |
57 | 87 |
|
58 | 88 |
bits_HEADERS += \ |
59 | 89 |
lemon/bits/alteration_notifier.h \ |
60 | 90 |
lemon/bits/array_map.h \ |
61 | 91 |
lemon/bits/base_extender.h \ |
62 | 92 |
lemon/bits/bezier.h \ |
63 | 93 |
lemon/bits/default_map.h \ |
64 | 94 |
lemon/bits/enable_if.h \ |
65 | 95 |
lemon/bits/graph_adaptor_extender.h \ |
66 | 96 |
lemon/bits/graph_extender.h \ |
97 |
lemon/bits/lp_id.h \ |
|
67 | 98 |
lemon/bits/map_extender.h \ |
68 | 99 |
lemon/bits/path_dump.h \ |
69 | 100 |
lemon/bits/traits.h \ |
70 | 101 |
lemon/bits/variant.h \ |
71 | 102 |
lemon/bits/vector_map.h |
72 | 103 |
|
73 | 104 |
concept_HEADERS += \ |
74 | 105 |
lemon/concepts/digraph.h \ |
75 | 106 |
lemon/concepts/graph.h \ |
76 | 107 |
lemon/concepts/graph_components.h \ |
77 | 108 |
lemon/concepts/heap.h \ |
78 | 109 |
lemon/concepts/maps.h \ |
1 | 1 |
/* Define to 1 if you have any LP solver. */ |
2 | 2 |
#undef HAVE_LP |
3 | 3 |
|
4 | 4 |
/* Define to 1 if you have any MIP solver. */ |
5 | 5 |
#undef HAVE_MIP |
6 | 6 |
|
7 | 7 |
/* Define to 1 if you have CPLEX. */ |
8 | 8 |
#undef HAVE_CPLEX |
9 | 9 |
|
10 | 10 |
/* Define to 1 if you have GLPK. */ |
11 | 11 |
#undef HAVE_GLPK |
12 |
|
|
13 |
/* Define to 1 if you have SOPLEX */ |
|
14 |
#undef HAVE_SOPLEX |
|
... | ... |
No newline at end of file |
... | ... |
@@ -9,24 +9,26 @@ |
9 | 9 |
dfs_test |
10 | 10 |
digraph_test |
11 | 11 |
dijkstra_test |
12 | 12 |
dim_test |
13 | 13 |
error_test |
14 | 14 |
graph_adaptor_test |
15 | 15 |
graph_copy_test |
16 | 16 |
graph_test |
17 | 17 |
graph_utils_test |
18 | 18 |
hao_orlin_test |
19 | 19 |
heap_test |
20 | 20 |
kruskal_test |
21 |
lp_test |
|
22 |
mip_test |
|
21 | 23 |
maps_test |
22 | 24 |
max_matching_test |
23 | 25 |
radix_sort_test |
24 | 26 |
path_test |
25 | 27 |
preflow_test |
26 | 28 |
random_test |
27 | 29 |
suurballe_test |
28 | 30 |
time_measure_test |
29 | 31 |
unionfind_test) |
30 | 32 |
|
31 | 33 |
FOREACH(TEST_NAME ${TESTS}) |
32 | 34 |
ADD_EXECUTABLE(${TEST_NAME} ${TEST_NAME}.cc) |
... | ... |
@@ -24,41 +24,50 @@ |
24 | 24 |
test/maps_test \ |
25 | 25 |
test/max_matching_test \ |
26 | 26 |
test/path_test \ |
27 | 27 |
test/preflow_test \ |
28 | 28 |
test/radix_sort_test \ |
29 | 29 |
test/random_test \ |
30 | 30 |
test/suurballe_test \ |
31 | 31 |
test/test_tools_fail \ |
32 | 32 |
test/test_tools_pass \ |
33 | 33 |
test/time_measure_test \ |
34 | 34 |
test/unionfind_test |
35 | 35 |
|
36 |
if HAVE_LP |
|
37 |
check_PROGRAMS += test/lp_test |
|
38 |
endif HAVE_LP |
|
39 |
if HAVE_MIP |
|
40 |
check_PROGRAMS += test/mip_test |
|
41 |
endif HAVE_MIP |
|
42 |
|
|
36 | 43 |
TESTS += $(check_PROGRAMS) |
37 | 44 |
XFAIL_TESTS += test/test_tools_fail$(EXEEXT) |
38 | 45 |
|
39 | 46 |
test_bfs_test_SOURCES = test/bfs_test.cc |
40 | 47 |
test_circulation_test_SOURCES = test/circulation_test.cc |
41 | 48 |
test_counter_test_SOURCES = test/counter_test.cc |
42 | 49 |
test_dfs_test_SOURCES = test/dfs_test.cc |
43 | 50 |
test_digraph_test_SOURCES = test/digraph_test.cc |
44 | 51 |
test_dijkstra_test_SOURCES = test/dijkstra_test.cc |
45 | 52 |
test_dim_test_SOURCES = test/dim_test.cc |
46 | 53 |
test_error_test_SOURCES = test/error_test.cc |
47 | 54 |
test_graph_adaptor_test_SOURCES = test/graph_adaptor_test.cc |
48 | 55 |
test_graph_copy_test_SOURCES = test/graph_copy_test.cc |
49 | 56 |
test_graph_test_SOURCES = test/graph_test.cc |
50 | 57 |
test_graph_utils_test_SOURCES = test/graph_utils_test.cc |
51 | 58 |
test_heap_test_SOURCES = test/heap_test.cc |
52 | 59 |
test_kruskal_test_SOURCES = test/kruskal_test.cc |
53 | 60 |
test_hao_orlin_test_SOURCES = test/hao_orlin_test.cc |
61 |
test_lp_test_SOURCES = test/lp_test.cc |
|
54 | 62 |
test_maps_test_SOURCES = test/maps_test.cc |
63 |
test_mip_test_SOURCES = test/mip_test.cc |
|
55 | 64 |
test_max_matching_test_SOURCES = test/max_matching_test.cc |
56 | 65 |
test_path_test_SOURCES = test/path_test.cc |
57 | 66 |
test_preflow_test_SOURCES = test/preflow_test.cc |
58 | 67 |
test_radix_sort_test_SOURCES = test/radix_sort_test.cc |
59 | 68 |
test_suurballe_test_SOURCES = test/suurballe_test.cc |
60 | 69 |
test_random_test_SOURCES = test/random_test.cc |
61 | 70 |
test_test_tools_fail_SOURCES = test/test_tools_fail.cc |
62 | 71 |
test_test_tools_pass_SOURCES = test/test_tools_pass.cc |
63 | 72 |
test_time_measure_test_SOURCES = test/time_measure_test.cc |
64 | 73 |
test_unionfind_test_SOURCES = test/unionfind_test.cc |
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