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alpar (Alpar Juttner)
alpar@cs.elte.hu
Own support for isnan()
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1 1
/* -*- mode: C++; indent-tabs-mode: nil; -*-
2 2
 *
3 3
 * This file is a part of LEMON, a generic C++ optimization library.
4 4
 *
5 5
 * Copyright (C) 2003-2008
6 6
 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
7 7
 * (Egervary Research Group on Combinatorial Optimization, EGRES).
8 8
 *
9 9
 * Permission to use, modify and distribute this software is granted
10 10
 * provided that this copyright notice appears in all copies. For
11 11
 * precise terms see the accompanying LICENSE file.
12 12
 *
13 13
 * This software is provided "AS IS" with no warranty of any kind,
14 14
 * express or implied, and with no claim as to its suitability for any
15 15
 * purpose.
16 16
 *
17 17
 */
18 18

	
19 19
#ifndef LEMON_LP_BASE_H
20 20
#define LEMON_LP_BASE_H
21 21

	
22 22
#include<iostream>
23 23
#include<vector>
24 24
#include<map>
25 25
#include<limits>
26 26
#include<lemon/math.h>
27 27

	
28 28
#include<lemon/error.h>
29 29
#include<lemon/assert.h>
30 30

	
31 31
#include<lemon/core.h>
32 32
#include<lemon/bits/solver_bits.h>
33 33

	
34 34
///\file
35 35
///\brief The interface of the LP solver interface.
36 36
///\ingroup lp_group
37 37
namespace lemon {
38 38

	
39 39
  ///Common base class for LP and MIP solvers
40 40

	
41 41
  ///Usually this class is not used directly, please use one of the concrete
42 42
  ///implementations of the solver interface.
43 43
  ///\ingroup lp_group
44 44
  class LpBase {
45 45

	
46 46
  protected:
47 47

	
48 48
    _solver_bits::VarIndex rows;
49 49
    _solver_bits::VarIndex cols;
50 50

	
51 51
  public:
52 52

	
53 53
    ///Possible outcomes of an LP solving procedure
54 54
    enum SolveExitStatus {
55 55
      ///This means that the problem has been successfully solved: either
56 56
      ///an optimal solution has been found or infeasibility/unboundedness
57 57
      ///has been proved.
58 58
      SOLVED = 0,
59 59
      ///Any other case (including the case when some user specified
60 60
      ///limit has been exceeded)
61 61
      UNSOLVED = 1
62 62
    };
63 63

	
64 64
    ///Direction of the optimization
65 65
    enum Sense {
66 66
      /// Minimization
67 67
      MIN,
68 68
      /// Maximization
69 69
      MAX
70 70
    };
71 71

	
72 72
    ///The floating point type used by the solver
73 73
    typedef double Value;
74 74
    ///The infinity constant
75 75
    static const Value INF;
76 76
    ///The not a number constant
77 77
    static const Value NaN;
78 78

	
79 79
    friend class Col;
80 80
    friend class ColIt;
81 81
    friend class Row;
82 82
    friend class RowIt;
83 83

	
84 84
    ///Refer to a column of the LP.
85 85

	
86 86
    ///This type is used to refer to a column of the LP.
87 87
    ///
88 88
    ///Its value remains valid and correct even after the addition or erase of
89 89
    ///other columns.
90 90
    ///
91 91
    ///\note This class is similar to other Item types in LEMON, like
92 92
    ///Node and Arc types in digraph.
93 93
    class Col {
94 94
      friend class LpBase;
95 95
    protected:
96 96
      int _id;
97 97
      explicit Col(int id) : _id(id) {}
98 98
    public:
99 99
      typedef Value ExprValue;
100 100
      typedef True LpCol;
101 101
      /// Default constructor
102 102
      
103 103
      /// \warning The default constructor sets the Col to an
104 104
      /// undefined value.
105 105
      Col() {}
106 106
      /// Invalid constructor \& conversion.
107 107
      
108 108
      /// This constructor initializes the Col to be invalid.
109 109
      /// \sa Invalid for more details.      
110 110
      Col(const Invalid&) : _id(-1) {}
111 111
      /// Equality operator
112 112

	
113 113
      /// Two \ref Col "Col"s are equal if and only if they point to
114 114
      /// the same LP column or both are invalid.
115 115
      bool operator==(Col c) const  {return _id == c._id;}
116 116
      /// Inequality operator
117 117

	
118 118
      /// \sa operator==(Col c)
119 119
      ///
120 120
      bool operator!=(Col c) const  {return _id != c._id;}
121 121
      /// Artificial ordering operator.
122 122

	
123 123
      /// To allow the use of this object in std::map or similar
124 124
      /// associative container we require this.
125 125
      ///
126 126
      /// \note This operator only have to define some strict ordering of
127 127
      /// the items; this order has nothing to do with the iteration
128 128
      /// ordering of the items.
129 129
      bool operator<(Col c) const  {return _id < c._id;}
130 130
    };
131 131

	
132 132
    ///Iterator for iterate over the columns of an LP problem
133 133

	
134 134
    /// Its usage is quite simple, for example you can count the number
135 135
    /// of columns in an LP \c lp:
136 136
    ///\code
137 137
    /// int count=0;
138 138
    /// for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count;
139 139
    ///\endcode
140 140
    class ColIt : public Col {
141 141
      const LpBase *_solver;
142 142
    public:
143 143
      /// Default constructor
144 144
      
145 145
      /// \warning The default constructor sets the iterator
146 146
      /// to an undefined value.
147 147
      ColIt() {}
148 148
      /// Sets the iterator to the first Col
149 149
      
150 150
      /// Sets the iterator to the first Col.
151 151
      ///
152 152
      ColIt(const LpBase &solver) : _solver(&solver)
153 153
      {
154 154
        _solver->cols.firstItem(_id);
155 155
      }
156 156
      /// Invalid constructor \& conversion
157 157
      
158 158
      /// Initialize the iterator to be invalid.
159 159
      /// \sa Invalid for more details.
160 160
      ColIt(const Invalid&) : Col(INVALID) {}
161 161
      /// Next column
162 162
      
163 163
      /// Assign the iterator to the next column.
164 164
      ///
165 165
      ColIt &operator++()
166 166
      {
167 167
        _solver->cols.nextItem(_id);
168 168
        return *this;
169 169
      }
170 170
    };
171 171

	
172 172
    /// \brief Returns the ID of the column.
173 173
    static int id(const Col& col) { return col._id; }
174 174
    /// \brief Returns the column with the given ID.
175 175
    ///
176 176
    /// \pre The argument should be a valid column ID in the LP problem.
177 177
    static Col colFromId(int id) { return Col(id); }
178 178

	
179 179
    ///Refer to a row of the LP.
180 180

	
181 181
    ///This type is used to refer to a row of the LP.
182 182
    ///
183 183
    ///Its value remains valid and correct even after the addition or erase of
184 184
    ///other rows.
185 185
    ///
186 186
    ///\note This class is similar to other Item types in LEMON, like
187 187
    ///Node and Arc types in digraph.
188 188
    class Row {
189 189
      friend class LpBase;
190 190
    protected:
191 191
      int _id;
192 192
      explicit Row(int id) : _id(id) {}
193 193
    public:
194 194
      typedef Value ExprValue;
195 195
      typedef True LpRow;
196 196
      /// Default constructor
197 197
      
198 198
      /// \warning The default constructor sets the Row to an
199 199
      /// undefined value.
200 200
      Row() {}
201 201
      /// Invalid constructor \& conversion.
202 202
      
203 203
      /// This constructor initializes the Row to be invalid.
204 204
      /// \sa Invalid for more details.      
205 205
      Row(const Invalid&) : _id(-1) {}
206 206
      /// Equality operator
207 207

	
208 208
      /// Two \ref Row "Row"s are equal if and only if they point to
209 209
      /// the same LP row or both are invalid.
210 210
      bool operator==(Row r) const  {return _id == r._id;}
211 211
      /// Inequality operator
212 212
      
213 213
      /// \sa operator==(Row r)
214 214
      ///
215 215
      bool operator!=(Row r) const  {return _id != r._id;}
216 216
      /// Artificial ordering operator.
217 217

	
218 218
      /// To allow the use of this object in std::map or similar
219 219
      /// associative container we require this.
220 220
      ///
221 221
      /// \note This operator only have to define some strict ordering of
222 222
      /// the items; this order has nothing to do with the iteration
223 223
      /// ordering of the items.
224 224
      bool operator<(Row r) const  {return _id < r._id;}
225 225
    };
226 226

	
227 227
    ///Iterator for iterate over the rows of an LP problem
228 228

	
229 229
    /// Its usage is quite simple, for example you can count the number
230 230
    /// of rows in an LP \c lp:
231 231
    ///\code
232 232
    /// int count=0;
233 233
    /// for (LpBase::RowIt c(lp); c!=INVALID; ++c) ++count;
234 234
    ///\endcode
235 235
    class RowIt : public Row {
236 236
      const LpBase *_solver;
237 237
    public:
238 238
      /// Default constructor
239 239
      
240 240
      /// \warning The default constructor sets the iterator
241 241
      /// to an undefined value.
242 242
      RowIt() {}
243 243
      /// Sets the iterator to the first Row
244 244
      
245 245
      /// Sets the iterator to the first Row.
246 246
      ///
247 247
      RowIt(const LpBase &solver) : _solver(&solver)
248 248
      {
249 249
        _solver->rows.firstItem(_id);
250 250
      }
251 251
      /// Invalid constructor \& conversion
252 252
      
253 253
      /// Initialize the iterator to be invalid.
254 254
      /// \sa Invalid for more details.
255 255
      RowIt(const Invalid&) : Row(INVALID) {}
256 256
      /// Next row
257 257
      
258 258
      /// Assign the iterator to the next row.
259 259
      ///
260 260
      RowIt &operator++()
261 261
      {
262 262
        _solver->rows.nextItem(_id);
263 263
        return *this;
264 264
      }
265 265
    };
266 266

	
267 267
    /// \brief Returns the ID of the row.
268 268
    static int id(const Row& row) { return row._id; }
269 269
    /// \brief Returns the row with the given ID.
270 270
    ///
271 271
    /// \pre The argument should be a valid row ID in the LP problem.
272 272
    static Row rowFromId(int id) { return Row(id); }
273 273

	
274 274
  public:
275 275

	
276 276
    ///Linear expression of variables and a constant component
277 277

	
278 278
    ///This data structure stores a linear expression of the variables
279 279
    ///(\ref Col "Col"s) and also has a constant component.
280 280
    ///
281 281
    ///There are several ways to access and modify the contents of this
282 282
    ///container.
283 283
    ///\code
284 284
    ///e[v]=5;
285 285
    ///e[v]+=12;
286 286
    ///e.erase(v);
287 287
    ///\endcode
288 288
    ///or you can also iterate through its elements.
289 289
    ///\code
290 290
    ///double s=0;
291 291
    ///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i)
292 292
    ///  s+=*i * primal(i);
293 293
    ///\endcode
294 294
    ///(This code computes the primal value of the expression).
295 295
    ///- Numbers (<tt>double</tt>'s)
296 296
    ///and variables (\ref Col "Col"s) directly convert to an
297 297
    ///\ref Expr and the usual linear operations are defined, so
298 298
    ///\code
299 299
    ///v+w
300 300
    ///2*v-3.12*(v-w/2)+2
301 301
    ///v*2.1+(3*v+(v*12+w+6)*3)/2
302 302
    ///\endcode
303 303
    ///are valid expressions.
304 304
    ///The usual assignment operations are also defined.
305 305
    ///\code
306 306
    ///e=v+w;
307 307
    ///e+=2*v-3.12*(v-w/2)+2;
308 308
    ///e*=3.4;
309 309
    ///e/=5;
310 310
    ///\endcode
311 311
    ///- The constant member can be set and read by dereference
312 312
    ///  operator (unary *)
313 313
    ///
314 314
    ///\code
315 315
    ///*e=12;
316 316
    ///double c=*e;
317 317
    ///\endcode
318 318
    ///
319 319
    ///\sa Constr
320 320
    class Expr {
321 321
      friend class LpBase;
322 322
    public:
323 323
      /// The key type of the expression
324 324
      typedef LpBase::Col Key;
325 325
      /// The value type of the expression
326 326
      typedef LpBase::Value Value;
327 327

	
328 328
    protected:
329 329
      Value const_comp;
330 330
      std::map<int, Value> comps;
331 331

	
332 332
    public:
333 333
      typedef True SolverExpr;
334 334
      /// Default constructor
335 335
      
336 336
      /// Construct an empty expression, the coefficients and
337 337
      /// the constant component are initialized to zero.
338 338
      Expr() : const_comp(0) {}
339 339
      /// Construct an expression from a column
340 340

	
341 341
      /// Construct an expression, which has a term with \c c variable
342 342
      /// and 1.0 coefficient.
343 343
      Expr(const Col &c) : const_comp(0) {
344 344
        typedef std::map<int, Value>::value_type pair_type;
345 345
        comps.insert(pair_type(id(c), 1));
346 346
      }
347 347
      /// Construct an expression from a constant
348 348

	
349 349
      /// Construct an expression, which's constant component is \c v.
350 350
      ///
351 351
      Expr(const Value &v) : const_comp(v) {}
352 352
      /// Returns the coefficient of the column
353 353
      Value operator[](const Col& c) const {
354 354
        std::map<int, Value>::const_iterator it=comps.find(id(c));
355 355
        if (it != comps.end()) {
356 356
          return it->second;
357 357
        } else {
358 358
          return 0;
359 359
        }
360 360
      }
361 361
      /// Returns the coefficient of the column
362 362
      Value& operator[](const Col& c) {
363 363
        return comps[id(c)];
364 364
      }
365 365
      /// Sets the coefficient of the column
366 366
      void set(const Col &c, const Value &v) {
367 367
        if (v != 0.0) {
368 368
          typedef std::map<int, Value>::value_type pair_type;
369 369
          comps.insert(pair_type(id(c), v));
370 370
        } else {
371 371
          comps.erase(id(c));
372 372
        }
373 373
      }
374 374
      /// Returns the constant component of the expression
375 375
      Value& operator*() { return const_comp; }
376 376
      /// Returns the constant component of the expression
377 377
      const Value& operator*() const { return const_comp; }
378 378
      /// \brief Removes the coefficients which's absolute value does
379 379
      /// not exceed \c epsilon. It also sets to zero the constant
380 380
      /// component, if it does not exceed epsilon in absolute value.
381 381
      void simplify(Value epsilon = 0.0) {
382 382
        std::map<int, Value>::iterator it=comps.begin();
383 383
        while (it != comps.end()) {
384 384
          std::map<int, Value>::iterator jt=it;
385 385
          ++jt;
386 386
          if (std::fabs((*it).second) <= epsilon) comps.erase(it);
387 387
          it=jt;
388 388
        }
389 389
        if (std::fabs(const_comp) <= epsilon) const_comp = 0;
390 390
      }
391 391

	
392 392
      void simplify(Value epsilon = 0.0) const {
393 393
        const_cast<Expr*>(this)->simplify(epsilon);
394 394
      }
395 395

	
396 396
      ///Sets all coefficients and the constant component to 0.
397 397
      void clear() {
398 398
        comps.clear();
399 399
        const_comp=0;
400 400
      }
401 401

	
402 402
      ///Compound assignment
403 403
      Expr &operator+=(const Expr &e) {
404 404
        for (std::map<int, Value>::const_iterator it=e.comps.begin();
405 405
             it!=e.comps.end(); ++it)
406 406
          comps[it->first]+=it->second;
407 407
        const_comp+=e.const_comp;
408 408
        return *this;
409 409
      }
410 410
      ///Compound assignment
411 411
      Expr &operator-=(const Expr &e) {
412 412
        for (std::map<int, Value>::const_iterator it=e.comps.begin();
413 413
             it!=e.comps.end(); ++it)
414 414
          comps[it->first]-=it->second;
415 415
        const_comp-=e.const_comp;
416 416
        return *this;
417 417
      }
418 418
      ///Multiply with a constant
419 419
      Expr &operator*=(const Value &v) {
420 420
        for (std::map<int, Value>::iterator it=comps.begin();
421 421
             it!=comps.end(); ++it)
422 422
          it->second*=v;
423 423
        const_comp*=v;
424 424
        return *this;
425 425
      }
426 426
      ///Division with a constant
427 427
      Expr &operator/=(const Value &c) {
428 428
        for (std::map<int, Value>::iterator it=comps.begin();
429 429
             it!=comps.end(); ++it)
430 430
          it->second/=c;
431 431
        const_comp/=c;
432 432
        return *this;
433 433
      }
434 434

	
435 435
      ///Iterator over the expression
436 436
      
437 437
      ///The iterator iterates over the terms of the expression. 
438 438
      /// 
439 439
      ///\code
440 440
      ///double s=0;
441 441
      ///for(LpBase::Expr::CoeffIt i(e);i!=INVALID;++i)
442 442
      ///  s+= *i * primal(i);
443 443
      ///\endcode
444 444
      class CoeffIt {
445 445
      private:
446 446

	
447 447
        std::map<int, Value>::iterator _it, _end;
448 448

	
449 449
      public:
450 450

	
451 451
        /// Sets the iterator to the first term
452 452
        
453 453
        /// Sets the iterator to the first term of the expression.
454 454
        ///
455 455
        CoeffIt(Expr& e)
456 456
          : _it(e.comps.begin()), _end(e.comps.end()){}
457 457

	
458 458
        /// Convert the iterator to the column of the term
459 459
        operator Col() const {
460 460
          return colFromId(_it->first);
461 461
        }
462 462

	
463 463
        /// Returns the coefficient of the term
464 464
        Value& operator*() { return _it->second; }
465 465

	
466 466
        /// Returns the coefficient of the term
467 467
        const Value& operator*() const { return _it->second; }
468 468
        /// Next term
469 469
        
470 470
        /// Assign the iterator to the next term.
471 471
        ///
472 472
        CoeffIt& operator++() { ++_it; return *this; }
473 473

	
474 474
        /// Equality operator
475 475
        bool operator==(Invalid) const { return _it == _end; }
476 476
        /// Inequality operator
477 477
        bool operator!=(Invalid) const { return _it != _end; }
478 478
      };
479 479

	
480 480
      /// Const iterator over the expression
481 481
      
482 482
      ///The iterator iterates over the terms of the expression. 
483 483
      /// 
484 484
      ///\code
485 485
      ///double s=0;
486 486
      ///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i)
487 487
      ///  s+=*i * primal(i);
488 488
      ///\endcode
489 489
      class ConstCoeffIt {
490 490
      private:
491 491

	
492 492
        std::map<int, Value>::const_iterator _it, _end;
493 493

	
494 494
      public:
495 495

	
496 496
        /// Sets the iterator to the first term
497 497
        
498 498
        /// Sets the iterator to the first term of the expression.
499 499
        ///
500 500
        ConstCoeffIt(const Expr& e)
501 501
          : _it(e.comps.begin()), _end(e.comps.end()){}
502 502

	
503 503
        /// Convert the iterator to the column of the term
504 504
        operator Col() const {
505 505
          return colFromId(_it->first);
506 506
        }
507 507

	
508 508
        /// Returns the coefficient of the term
509 509
        const Value& operator*() const { return _it->second; }
510 510

	
511 511
        /// Next term
512 512
        
513 513
        /// Assign the iterator to the next term.
514 514
        ///
515 515
        ConstCoeffIt& operator++() { ++_it; return *this; }
516 516

	
517 517
        /// Equality operator
518 518
        bool operator==(Invalid) const { return _it == _end; }
519 519
        /// Inequality operator
520 520
        bool operator!=(Invalid) const { return _it != _end; }
521 521
      };
522 522

	
523 523
    };
524 524

	
525 525
    ///Linear constraint
526 526

	
527 527
    ///This data stucture represents a linear constraint in the LP.
528 528
    ///Basically it is a linear expression with a lower or an upper bound
529 529
    ///(or both). These parts of the constraint can be obtained by the member
530 530
    ///functions \ref expr(), \ref lowerBound() and \ref upperBound(),
531 531
    ///respectively.
532 532
    ///There are two ways to construct a constraint.
533 533
    ///- You can set the linear expression and the bounds directly
534 534
    ///  by the functions above.
535 535
    ///- The operators <tt>\<=</tt>, <tt>==</tt> and  <tt>\>=</tt>
536 536
    ///  are defined between expressions, or even between constraints whenever
537 537
    ///  it makes sense. Therefore if \c e and \c f are linear expressions and
538 538
    ///  \c s and \c t are numbers, then the followings are valid expressions
539 539
    ///  and thus they can be used directly e.g. in \ref addRow() whenever
540 540
    ///  it makes sense.
541 541
    ///\code
542 542
    ///  e<=s
543 543
    ///  e<=f
544 544
    ///  e==f
545 545
    ///  s<=e<=t
546 546
    ///  e>=t
547 547
    ///\endcode
548 548
    ///\warning The validity of a constraint is checked only at run
549 549
    ///time, so e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will
550 550
    ///compile, but will fail an assertion.
551 551
    class Constr
552 552
    {
553 553
    public:
554 554
      typedef LpBase::Expr Expr;
555 555
      typedef Expr::Key Key;
556 556
      typedef Expr::Value Value;
557 557

	
558 558
    protected:
559 559
      Expr _expr;
560 560
      Value _lb,_ub;
561 561
    public:
562 562
      ///\e
563 563
      Constr() : _expr(), _lb(NaN), _ub(NaN) {}
564 564
      ///\e
565 565
      Constr(Value lb, const Expr &e, Value ub) :
566 566
        _expr(e), _lb(lb), _ub(ub) {}
567 567
      Constr(const Expr &e) :
568 568
        _expr(e), _lb(NaN), _ub(NaN) {}
569 569
      ///\e
570 570
      void clear()
571 571
      {
572 572
        _expr.clear();
573 573
        _lb=_ub=NaN;
574 574
      }
575 575

	
576 576
      ///Reference to the linear expression
577 577
      Expr &expr() { return _expr; }
578 578
      ///Cont reference to the linear expression
579 579
      const Expr &expr() const { return _expr; }
580 580
      ///Reference to the lower bound.
581 581

	
582 582
      ///\return
583 583
      ///- \ref INF "INF": the constraint is lower unbounded.
584 584
      ///- \ref NaN "NaN": lower bound has not been set.
585 585
      ///- finite number: the lower bound
586 586
      Value &lowerBound() { return _lb; }
587 587
      ///The const version of \ref lowerBound()
588 588
      const Value &lowerBound() const { return _lb; }
589 589
      ///Reference to the upper bound.
590 590

	
591 591
      ///\return
592 592
      ///- \ref INF "INF": the constraint is upper unbounded.
593 593
      ///- \ref NaN "NaN": upper bound has not been set.
594 594
      ///- finite number: the upper bound
595 595
      Value &upperBound() { return _ub; }
596 596
      ///The const version of \ref upperBound()
597 597
      const Value &upperBound() const { return _ub; }
598 598
      ///Is the constraint lower bounded?
599 599
      bool lowerBounded() const {
600
        return _lb != -INF && !std::isnan(_lb);
600
        return _lb != -INF && !isnan(_lb);
601 601
      }
602 602
      ///Is the constraint upper bounded?
603 603
      bool upperBounded() const {
604
        return _ub != INF && !std::isnan(_ub);
604
        return _ub != INF && !isnan(_ub);
605 605
      }
606 606

	
607 607
    };
608 608

	
609 609
    ///Linear expression of rows
610 610

	
611 611
    ///This data structure represents a column of the matrix,
612 612
    ///thas is it strores a linear expression of the dual variables
613 613
    ///(\ref Row "Row"s).
614 614
    ///
615 615
    ///There are several ways to access and modify the contents of this
616 616
    ///container.
617 617
    ///\code
618 618
    ///e[v]=5;
619 619
    ///e[v]+=12;
620 620
    ///e.erase(v);
621 621
    ///\endcode
622 622
    ///or you can also iterate through its elements.
623 623
    ///\code
624 624
    ///double s=0;
625 625
    ///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i)
626 626
    ///  s+=*i;
627 627
    ///\endcode
628 628
    ///(This code computes the sum of all coefficients).
629 629
    ///- Numbers (<tt>double</tt>'s)
630 630
    ///and variables (\ref Row "Row"s) directly convert to an
631 631
    ///\ref DualExpr and the usual linear operations are defined, so
632 632
    ///\code
633 633
    ///v+w
634 634
    ///2*v-3.12*(v-w/2)
635 635
    ///v*2.1+(3*v+(v*12+w)*3)/2
636 636
    ///\endcode
637 637
    ///are valid \ref DualExpr dual expressions.
638 638
    ///The usual assignment operations are also defined.
639 639
    ///\code
640 640
    ///e=v+w;
641 641
    ///e+=2*v-3.12*(v-w/2);
642 642
    ///e*=3.4;
643 643
    ///e/=5;
644 644
    ///\endcode
645 645
    ///
646 646
    ///\sa Expr
647 647
    class DualExpr {
648 648
      friend class LpBase;
649 649
    public:
650 650
      /// The key type of the expression
651 651
      typedef LpBase::Row Key;
652 652
      /// The value type of the expression
653 653
      typedef LpBase::Value Value;
654 654

	
655 655
    protected:
656 656
      std::map<int, Value> comps;
657 657

	
658 658
    public:
659 659
      typedef True SolverExpr;
660 660
      /// Default constructor
661 661
      
662 662
      /// Construct an empty expression, the coefficients are
663 663
      /// initialized to zero.
664 664
      DualExpr() {}
665 665
      /// Construct an expression from a row
666 666

	
667 667
      /// Construct an expression, which has a term with \c r dual
668 668
      /// variable and 1.0 coefficient.
669 669
      DualExpr(const Row &r) {
670 670
        typedef std::map<int, Value>::value_type pair_type;
671 671
        comps.insert(pair_type(id(r), 1));
672 672
      }
673 673
      /// Returns the coefficient of the row
674 674
      Value operator[](const Row& r) const {
675 675
        std::map<int, Value>::const_iterator it = comps.find(id(r));
676 676
        if (it != comps.end()) {
677 677
          return it->second;
678 678
        } else {
679 679
          return 0;
680 680
        }
681 681
      }
682 682
      /// Returns the coefficient of the row
683 683
      Value& operator[](const Row& r) {
684 684
        return comps[id(r)];
685 685
      }
686 686
      /// Sets the coefficient of the row
687 687
      void set(const Row &r, const Value &v) {
688 688
        if (v != 0.0) {
689 689
          typedef std::map<int, Value>::value_type pair_type;
690 690
          comps.insert(pair_type(id(r), v));
691 691
        } else {
692 692
          comps.erase(id(r));
693 693
        }
694 694
      }
695 695
      /// \brief Removes the coefficients which's absolute value does
696 696
      /// not exceed \c epsilon. 
697 697
      void simplify(Value epsilon = 0.0) {
698 698
        std::map<int, Value>::iterator it=comps.begin();
699 699
        while (it != comps.end()) {
700 700
          std::map<int, Value>::iterator jt=it;
701 701
          ++jt;
702 702
          if (std::fabs((*it).second) <= epsilon) comps.erase(it);
703 703
          it=jt;
704 704
        }
705 705
      }
706 706

	
707 707
      void simplify(Value epsilon = 0.0) const {
708 708
        const_cast<DualExpr*>(this)->simplify(epsilon);
709 709
      }
710 710

	
711 711
      ///Sets all coefficients to 0.
712 712
      void clear() {
713 713
        comps.clear();
714 714
      }
715 715
      ///Compound assignment
716 716
      DualExpr &operator+=(const DualExpr &e) {
717 717
        for (std::map<int, Value>::const_iterator it=e.comps.begin();
718 718
             it!=e.comps.end(); ++it)
719 719
          comps[it->first]+=it->second;
720 720
        return *this;
721 721
      }
722 722
      ///Compound assignment
723 723
      DualExpr &operator-=(const DualExpr &e) {
724 724
        for (std::map<int, Value>::const_iterator it=e.comps.begin();
725 725
             it!=e.comps.end(); ++it)
726 726
          comps[it->first]-=it->second;
727 727
        return *this;
728 728
      }
729 729
      ///Multiply with a constant
730 730
      DualExpr &operator*=(const Value &v) {
731 731
        for (std::map<int, Value>::iterator it=comps.begin();
732 732
             it!=comps.end(); ++it)
733 733
          it->second*=v;
734 734
        return *this;
735 735
      }
736 736
      ///Division with a constant
737 737
      DualExpr &operator/=(const Value &v) {
738 738
        for (std::map<int, Value>::iterator it=comps.begin();
739 739
             it!=comps.end(); ++it)
740 740
          it->second/=v;
741 741
        return *this;
742 742
      }
743 743

	
744 744
      ///Iterator over the expression
745 745
      
746 746
      ///The iterator iterates over the terms of the expression. 
747 747
      /// 
748 748
      ///\code
749 749
      ///double s=0;
750 750
      ///for(LpBase::DualExpr::CoeffIt i(e);i!=INVALID;++i)
751 751
      ///  s+= *i * dual(i);
752 752
      ///\endcode
753 753
      class CoeffIt {
754 754
      private:
755 755

	
756 756
        std::map<int, Value>::iterator _it, _end;
757 757

	
758 758
      public:
759 759

	
760 760
        /// Sets the iterator to the first term
761 761
        
762 762
        /// Sets the iterator to the first term of the expression.
763 763
        ///
764 764
        CoeffIt(DualExpr& e)
765 765
          : _it(e.comps.begin()), _end(e.comps.end()){}
766 766

	
767 767
        /// Convert the iterator to the row of the term
768 768
        operator Row() const {
769 769
          return rowFromId(_it->first);
770 770
        }
771 771

	
772 772
        /// Returns the coefficient of the term
773 773
        Value& operator*() { return _it->second; }
774 774

	
775 775
        /// Returns the coefficient of the term
776 776
        const Value& operator*() const { return _it->second; }
777 777

	
778 778
        /// Next term
779 779
        
780 780
        /// Assign the iterator to the next term.
781 781
        ///
782 782
        CoeffIt& operator++() { ++_it; return *this; }
783 783

	
784 784
        /// Equality operator
785 785
        bool operator==(Invalid) const { return _it == _end; }
786 786
        /// Inequality operator
787 787
        bool operator!=(Invalid) const { return _it != _end; }
788 788
      };
789 789

	
790 790
      ///Iterator over the expression
791 791
      
792 792
      ///The iterator iterates over the terms of the expression. 
793 793
      /// 
794 794
      ///\code
795 795
      ///double s=0;
796 796
      ///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i)
797 797
      ///  s+= *i * dual(i);
798 798
      ///\endcode
799 799
      class ConstCoeffIt {
800 800
      private:
801 801

	
802 802
        std::map<int, Value>::const_iterator _it, _end;
803 803

	
804 804
      public:
805 805

	
806 806
        /// Sets the iterator to the first term
807 807
        
808 808
        /// Sets the iterator to the first term of the expression.
809 809
        ///
810 810
        ConstCoeffIt(const DualExpr& e)
811 811
          : _it(e.comps.begin()), _end(e.comps.end()){}
812 812

	
813 813
        /// Convert the iterator to the row of the term
814 814
        operator Row() const {
815 815
          return rowFromId(_it->first);
816 816
        }
817 817

	
818 818
        /// Returns the coefficient of the term
819 819
        const Value& operator*() const { return _it->second; }
820 820

	
821 821
        /// Next term
822 822
        
823 823
        /// Assign the iterator to the next term.
824 824
        ///
825 825
        ConstCoeffIt& operator++() { ++_it; return *this; }
826 826

	
827 827
        /// Equality operator
828 828
        bool operator==(Invalid) const { return _it == _end; }
829 829
        /// Inequality operator
830 830
        bool operator!=(Invalid) const { return _it != _end; }
831 831
      };
832 832
    };
833 833

	
834 834

	
835 835
  protected:
836 836

	
837 837
    class InsertIterator {
838 838
    private:
839 839

	
840 840
      std::map<int, Value>& _host;
841 841
      const _solver_bits::VarIndex& _index;
842 842

	
843 843
    public:
844 844

	
845 845
      typedef std::output_iterator_tag iterator_category;
846 846
      typedef void difference_type;
847 847
      typedef void value_type;
848 848
      typedef void reference;
849 849
      typedef void pointer;
850 850

	
851 851
      InsertIterator(std::map<int, Value>& host,
852 852
                   const _solver_bits::VarIndex& index)
853 853
        : _host(host), _index(index) {}
854 854

	
855 855
      InsertIterator& operator=(const std::pair<int, Value>& value) {
856 856
        typedef std::map<int, Value>::value_type pair_type;
857 857
        _host.insert(pair_type(_index[value.first], value.second));
858 858
        return *this;
859 859
      }
860 860

	
861 861
      InsertIterator& operator*() { return *this; }
862 862
      InsertIterator& operator++() { return *this; }
863 863
      InsertIterator operator++(int) { return *this; }
864 864

	
865 865
    };
866 866

	
867 867
    class ExprIterator {
868 868
    private:
869 869
      std::map<int, Value>::const_iterator _host_it;
870 870
      const _solver_bits::VarIndex& _index;
871 871
    public:
872 872

	
873 873
      typedef std::bidirectional_iterator_tag iterator_category;
874 874
      typedef std::ptrdiff_t difference_type;
875 875
      typedef const std::pair<int, Value> value_type;
876 876
      typedef value_type reference;
877 877

	
878 878
      class pointer {
879 879
      public:
880 880
        pointer(value_type& _value) : value(_value) {}
881 881
        value_type* operator->() { return &value; }
882 882
      private:
883 883
        value_type value;
884 884
      };
885 885

	
886 886
      ExprIterator(const std::map<int, Value>::const_iterator& host_it,
887 887
                   const _solver_bits::VarIndex& index)
888 888
        : _host_it(host_it), _index(index) {}
889 889

	
890 890
      reference operator*() {
891 891
        return std::make_pair(_index(_host_it->first), _host_it->second);
892 892
      }
893 893

	
894 894
      pointer operator->() {
895 895
        return pointer(operator*());
896 896
      }
897 897

	
898 898
      ExprIterator& operator++() { ++_host_it; return *this; }
899 899
      ExprIterator operator++(int) {
900 900
        ExprIterator tmp(*this); ++_host_it; return tmp;
901 901
      }
902 902

	
903 903
      ExprIterator& operator--() { --_host_it; return *this; }
904 904
      ExprIterator operator--(int) {
905 905
        ExprIterator tmp(*this); --_host_it; return tmp;
906 906
      }
907 907

	
908 908
      bool operator==(const ExprIterator& it) const {
909 909
        return _host_it == it._host_it;
910 910
      }
911 911

	
912 912
      bool operator!=(const ExprIterator& it) const {
913 913
        return _host_it != it._host_it;
914 914
      }
915 915

	
916 916
    };
917 917

	
918 918
  protected:
919 919

	
920 920
    //Abstract virtual functions
921 921
    virtual LpBase* _newSolver() const = 0;
922 922
    virtual LpBase* _cloneSolver() const = 0;
923 923

	
924 924
    virtual int _addColId(int col) { return cols.addIndex(col); }
925 925
    virtual int _addRowId(int row) { return rows.addIndex(row); }
926 926

	
927 927
    virtual void _eraseColId(int col) { cols.eraseIndex(col); }
928 928
    virtual void _eraseRowId(int row) { rows.eraseIndex(row); }
929 929

	
930 930
    virtual int _addCol() = 0;
931 931
    virtual int _addRow() = 0;
932 932

	
933 933
    virtual void _eraseCol(int col) = 0;
934 934
    virtual void _eraseRow(int row) = 0;
935 935

	
936 936
    virtual void _getColName(int col, std::string& name) const = 0;
937 937
    virtual void _setColName(int col, const std::string& name) = 0;
938 938
    virtual int _colByName(const std::string& name) const = 0;
939 939

	
940 940
    virtual void _getRowName(int row, std::string& name) const = 0;
941 941
    virtual void _setRowName(int row, const std::string& name) = 0;
942 942
    virtual int _rowByName(const std::string& name) const = 0;
943 943

	
944 944
    virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e) = 0;
945 945
    virtual void _getRowCoeffs(int i, InsertIterator b) const = 0;
946 946

	
947 947
    virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e) = 0;
948 948
    virtual void _getColCoeffs(int i, InsertIterator b) const = 0;
949 949

	
950 950
    virtual void _setCoeff(int row, int col, Value value) = 0;
951 951
    virtual Value _getCoeff(int row, int col) const = 0;
952 952

	
953 953
    virtual void _setColLowerBound(int i, Value value) = 0;
954 954
    virtual Value _getColLowerBound(int i) const = 0;
955 955

	
956 956
    virtual void _setColUpperBound(int i, Value value) = 0;
957 957
    virtual Value _getColUpperBound(int i) const = 0;
958 958

	
959 959
    virtual void _setRowLowerBound(int i, Value value) = 0;
960 960
    virtual Value _getRowLowerBound(int i) const = 0;
961 961

	
962 962
    virtual void _setRowUpperBound(int i, Value value) = 0;
963 963
    virtual Value _getRowUpperBound(int i) const = 0;
964 964

	
965 965
    virtual void _setObjCoeffs(ExprIterator b, ExprIterator e) = 0;
966 966
    virtual void _getObjCoeffs(InsertIterator b) const = 0;
967 967

	
968 968
    virtual void _setObjCoeff(int i, Value obj_coef) = 0;
969 969
    virtual Value _getObjCoeff(int i) const = 0;
970 970

	
971 971
    virtual void _setSense(Sense) = 0;
972 972
    virtual Sense _getSense() const = 0;
973 973

	
974 974
    virtual void _clear() = 0;
975 975

	
976 976
    virtual const char* _solverName() const = 0;
977 977

	
978 978
    //Own protected stuff
979 979

	
980 980
    //Constant component of the objective function
981 981
    Value obj_const_comp;
982 982

	
983 983
    LpBase() : rows(), cols(), obj_const_comp(0) {}
984 984

	
985 985
  public:
986 986

	
987 987
    /// Virtual destructor
988 988
    virtual ~LpBase() {}
989 989

	
990 990
    ///Creates a new LP problem
991 991
    LpBase* newSolver() {return _newSolver();}
992 992
    ///Makes a copy of the LP problem
993 993
    LpBase* cloneSolver() {return _cloneSolver();}
994 994

	
995 995
    ///Gives back the name of the solver.
996 996
    const char* solverName() const {return _solverName();}
997 997

	
998 998
    ///\name Build up and modify the LP
999 999

	
1000 1000
    ///@{
1001 1001

	
1002 1002
    ///Add a new empty column (i.e a new variable) to the LP
1003 1003
    Col addCol() { Col c; c._id = _addColId(_addCol()); return c;}
1004 1004

	
1005 1005
    ///\brief Adds several new columns (i.e variables) at once
1006 1006
    ///
1007 1007
    ///This magic function takes a container as its argument and fills
1008 1008
    ///its elements with new columns (i.e. variables)
1009 1009
    ///\param t can be
1010 1010
    ///- a standard STL compatible iterable container with
1011 1011
    ///\ref Col as its \c values_type like
1012 1012
    ///\code
1013 1013
    ///std::vector<LpBase::Col>
1014 1014
    ///std::list<LpBase::Col>
1015 1015
    ///\endcode
1016 1016
    ///- a standard STL compatible iterable container with
1017 1017
    ///\ref Col as its \c mapped_type like
1018 1018
    ///\code
1019 1019
    ///std::map<AnyType,LpBase::Col>
1020 1020
    ///\endcode
1021 1021
    ///- an iterable lemon \ref concepts::WriteMap "write map" like
1022 1022
    ///\code
1023 1023
    ///ListGraph::NodeMap<LpBase::Col>
1024 1024
    ///ListGraph::ArcMap<LpBase::Col>
1025 1025
    ///\endcode
1026 1026
    ///\return The number of the created column.
1027 1027
#ifdef DOXYGEN
1028 1028
    template<class T>
1029 1029
    int addColSet(T &t) { return 0;}
1030 1030
#else
1031 1031
    template<class T>
1032 1032
    typename enable_if<typename T::value_type::LpCol,int>::type
1033 1033
    addColSet(T &t,dummy<0> = 0) {
1034 1034
      int s=0;
1035 1035
      for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;}
1036 1036
      return s;
1037 1037
    }
1038 1038
    template<class T>
1039 1039
    typename enable_if<typename T::value_type::second_type::LpCol,
1040 1040
                       int>::type
1041 1041
    addColSet(T &t,dummy<1> = 1) {
1042 1042
      int s=0;
1043 1043
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
1044 1044
        i->second=addCol();
1045 1045
        s++;
1046 1046
      }
1047 1047
      return s;
1048 1048
    }
1049 1049
    template<class T>
1050 1050
    typename enable_if<typename T::MapIt::Value::LpCol,
1051 1051
                       int>::type
1052 1052
    addColSet(T &t,dummy<2> = 2) {
1053 1053
      int s=0;
1054 1054
      for(typename T::MapIt i(t); i!=INVALID; ++i)
1055 1055
        {
1056 1056
          i.set(addCol());
1057 1057
          s++;
1058 1058
        }
1059 1059
      return s;
1060 1060
    }
1061 1061
#endif
1062 1062

	
1063 1063
    ///Set a column (i.e a dual constraint) of the LP
1064 1064

	
1065 1065
    ///\param c is the column to be modified
1066 1066
    ///\param e is a dual linear expression (see \ref DualExpr)
1067 1067
    ///a better one.
1068 1068
    void col(Col c, const DualExpr &e) {
1069 1069
      e.simplify();
1070 1070
      _setColCoeffs(cols(id(c)), ExprIterator(e.comps.begin(), cols),
1071 1071
                    ExprIterator(e.comps.end(), cols));
1072 1072
    }
1073 1073

	
1074 1074
    ///Get a column (i.e a dual constraint) of the LP
1075 1075

	
1076 1076
    ///\param c is the column to get
1077 1077
    ///\return the dual expression associated to the column
1078 1078
    DualExpr col(Col c) const {
1079 1079
      DualExpr e;
1080 1080
      _getColCoeffs(cols(id(c)), InsertIterator(e.comps, rows));
1081 1081
      return e;
1082 1082
    }
1083 1083

	
1084 1084
    ///Add a new column to the LP
1085 1085

	
1086 1086
    ///\param e is a dual linear expression (see \ref DualExpr)
1087 1087
    ///\param o is the corresponding component of the objective
1088 1088
    ///function. It is 0 by default.
1089 1089
    ///\return The created column.
1090 1090
    Col addCol(const DualExpr &e, Value o = 0) {
1091 1091
      Col c=addCol();
1092 1092
      col(c,e);
1093 1093
      objCoeff(c,o);
1094 1094
      return c;
1095 1095
    }
1096 1096

	
1097 1097
    ///Add a new empty row (i.e a new constraint) to the LP
1098 1098

	
1099 1099
    ///This function adds a new empty row (i.e a new constraint) to the LP.
1100 1100
    ///\return The created row
1101 1101
    Row addRow() { Row r; r._id = _addRowId(_addRow()); return r;}
1102 1102

	
1103 1103
    ///\brief Add several new rows (i.e constraints) at once
1104 1104
    ///
1105 1105
    ///This magic function takes a container as its argument and fills
1106 1106
    ///its elements with new row (i.e. variables)
1107 1107
    ///\param t can be
1108 1108
    ///- a standard STL compatible iterable container with
1109 1109
    ///\ref Row as its \c values_type like
1110 1110
    ///\code
1111 1111
    ///std::vector<LpBase::Row>
1112 1112
    ///std::list<LpBase::Row>
1113 1113
    ///\endcode
1114 1114
    ///- a standard STL compatible iterable container with
1115 1115
    ///\ref Row as its \c mapped_type like
1116 1116
    ///\code
1117 1117
    ///std::map<AnyType,LpBase::Row>
1118 1118
    ///\endcode
1119 1119
    ///- an iterable lemon \ref concepts::WriteMap "write map" like
1120 1120
    ///\code
1121 1121
    ///ListGraph::NodeMap<LpBase::Row>
1122 1122
    ///ListGraph::ArcMap<LpBase::Row>
1123 1123
    ///\endcode
1124 1124
    ///\return The number of rows created.
1125 1125
#ifdef DOXYGEN
1126 1126
    template<class T>
1127 1127
    int addRowSet(T &t) { return 0;}
1128 1128
#else
1129 1129
    template<class T>
1130 1130
    typename enable_if<typename T::value_type::LpRow,int>::type
1131 1131
    addRowSet(T &t, dummy<0> = 0) {
1132 1132
      int s=0;
1133 1133
      for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;}
1134 1134
      return s;
1135 1135
    }
1136 1136
    template<class T>
1137 1137
    typename enable_if<typename T::value_type::second_type::LpRow, int>::type
1138 1138
    addRowSet(T &t, dummy<1> = 1) {
1139 1139
      int s=0;
1140 1140
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
1141 1141
        i->second=addRow();
1142 1142
        s++;
1143 1143
      }
1144 1144
      return s;
1145 1145
    }
1146 1146
    template<class T>
1147 1147
    typename enable_if<typename T::MapIt::Value::LpRow, int>::type
1148 1148
    addRowSet(T &t, dummy<2> = 2) {
1149 1149
      int s=0;
1150 1150
      for(typename T::MapIt i(t); i!=INVALID; ++i)
1151 1151
        {
1152 1152
          i.set(addRow());
1153 1153
          s++;
1154 1154
        }
1155 1155
      return s;
1156 1156
    }
1157 1157
#endif
1158 1158

	
1159 1159
    ///Set a row (i.e a constraint) of the LP
1160 1160

	
1161 1161
    ///\param r is the row to be modified
1162 1162
    ///\param l is lower bound (-\ref INF means no bound)
1163 1163
    ///\param e is a linear expression (see \ref Expr)
1164 1164
    ///\param u is the upper bound (\ref INF means no bound)
1165 1165
    void row(Row r, Value l, const Expr &e, Value u) {
1166 1166
      e.simplify();
1167 1167
      _setRowCoeffs(rows(id(r)), ExprIterator(e.comps.begin(), cols),
1168 1168
                    ExprIterator(e.comps.end(), cols));
1169 1169
      _setRowLowerBound(rows(id(r)),l - *e);
1170 1170
      _setRowUpperBound(rows(id(r)),u - *e);
1171 1171
    }
1172 1172

	
1173 1173
    ///Set a row (i.e a constraint) of the LP
1174 1174

	
1175 1175
    ///\param r is the row to be modified
1176 1176
    ///\param c is a linear expression (see \ref Constr)
1177 1177
    void row(Row r, const Constr &c) {
1178 1178
      row(r, c.lowerBounded()?c.lowerBound():-INF,
1179 1179
          c.expr(), c.upperBounded()?c.upperBound():INF);
1180 1180
    }
1181 1181

	
1182 1182

	
1183 1183
    ///Get a row (i.e a constraint) of the LP
1184 1184

	
1185 1185
    ///\param r is the row to get
1186 1186
    ///\return the expression associated to the row
1187 1187
    Expr row(Row r) const {
1188 1188
      Expr e;
1189 1189
      _getRowCoeffs(rows(id(r)), InsertIterator(e.comps, cols));
1190 1190
      return e;
1191 1191
    }
1192 1192

	
1193 1193
    ///Add a new row (i.e a new constraint) to the LP
1194 1194

	
1195 1195
    ///\param l is the lower bound (-\ref INF means no bound)
1196 1196
    ///\param e is a linear expression (see \ref Expr)
1197 1197
    ///\param u is the upper bound (\ref INF means no bound)
1198 1198
    ///\return The created row.
1199 1199
    Row addRow(Value l,const Expr &e, Value u) {
1200 1200
      Row r=addRow();
1201 1201
      row(r,l,e,u);
1202 1202
      return r;
1203 1203
    }
1204 1204

	
1205 1205
    ///Add a new row (i.e a new constraint) to the LP
1206 1206

	
1207 1207
    ///\param c is a linear expression (see \ref Constr)
1208 1208
    ///\return The created row.
1209 1209
    Row addRow(const Constr &c) {
1210 1210
      Row r=addRow();
1211 1211
      row(r,c);
1212 1212
      return r;
1213 1213
    }
1214 1214
    ///Erase a column (i.e a variable) from the LP
1215 1215

	
1216 1216
    ///\param c is the column to be deleted
1217 1217
    void erase(Col c) {
1218 1218
      _eraseCol(cols(id(c)));
1219 1219
      _eraseColId(cols(id(c)));
1220 1220
    }
1221 1221
    ///Erase a row (i.e a constraint) from the LP
1222 1222

	
1223 1223
    ///\param r is the row to be deleted
1224 1224
    void erase(Row r) {
1225 1225
      _eraseRow(rows(id(r)));
1226 1226
      _eraseRowId(rows(id(r)));
1227 1227
    }
1228 1228

	
1229 1229
    /// Get the name of a column
1230 1230

	
1231 1231
    ///\param c is the coresponding column
1232 1232
    ///\return The name of the colunm
1233 1233
    std::string colName(Col c) const {
1234 1234
      std::string name;
1235 1235
      _getColName(cols(id(c)), name);
1236 1236
      return name;
1237 1237
    }
1238 1238

	
1239 1239
    /// Set the name of a column
1240 1240

	
1241 1241
    ///\param c is the coresponding column
1242 1242
    ///\param name The name to be given
1243 1243
    void colName(Col c, const std::string& name) {
1244 1244
      _setColName(cols(id(c)), name);
1245 1245
    }
1246 1246

	
1247 1247
    /// Get the column by its name
1248 1248

	
1249 1249
    ///\param name The name of the column
1250 1250
    ///\return the proper column or \c INVALID
1251 1251
    Col colByName(const std::string& name) const {
1252 1252
      int k = _colByName(name);
1253 1253
      return k != -1 ? Col(cols[k]) : Col(INVALID);
1254 1254
    }
1255 1255

	
1256 1256
    /// Get the name of a row
1257 1257

	
1258 1258
    ///\param r is the coresponding row
1259 1259
    ///\return The name of the row
1260 1260
    std::string rowName(Row r) const {
1261 1261
      std::string name;
1262 1262
      _getRowName(rows(id(r)), name);
1263 1263
      return name;
1264 1264
    }
1265 1265

	
1266 1266
    /// Set the name of a row
1267 1267

	
1268 1268
    ///\param r is the coresponding row
1269 1269
    ///\param name The name to be given
1270 1270
    void rowName(Row r, const std::string& name) {
1271 1271
      _setRowName(rows(id(r)), name);
1272 1272
    }
1273 1273

	
1274 1274
    /// Get the row by its name
1275 1275

	
1276 1276
    ///\param name The name of the row
1277 1277
    ///\return the proper row or \c INVALID
1278 1278
    Row rowByName(const std::string& name) const {
1279 1279
      int k = _rowByName(name);
1280 1280
      return k != -1 ? Row(rows[k]) : Row(INVALID);
1281 1281
    }
1282 1282

	
1283 1283
    /// Set an element of the coefficient matrix of the LP
1284 1284

	
1285 1285
    ///\param r is the row of the element to be modified
1286 1286
    ///\param c is the column of the element to be modified
1287 1287
    ///\param val is the new value of the coefficient
1288 1288
    void coeff(Row r, Col c, Value val) {
1289 1289
      _setCoeff(rows(id(r)),cols(id(c)), val);
1290 1290
    }
1291 1291

	
1292 1292
    /// Get an element of the coefficient matrix of the LP
1293 1293

	
1294 1294
    ///\param r is the row of the element
1295 1295
    ///\param c is the column of the element
1296 1296
    ///\return the corresponding coefficient
1297 1297
    Value coeff(Row r, Col c) const {
1298 1298
      return _getCoeff(rows(id(r)),cols(id(c)));
1299 1299
    }
1300 1300

	
1301 1301
    /// Set the lower bound of a column (i.e a variable)
1302 1302

	
1303 1303
    /// The lower bound of a variable (column) has to be given by an
1304 1304
    /// extended number of type Value, i.e. a finite number of type
1305 1305
    /// Value or -\ref INF.
1306 1306
    void colLowerBound(Col c, Value value) {
1307 1307
      _setColLowerBound(cols(id(c)),value);
1308 1308
    }
1309 1309

	
1310 1310
    /// Get the lower bound of a column (i.e a variable)
1311 1311

	
1312 1312
    /// This function returns the lower bound for column (variable) \c c
1313 1313
    /// (this might be -\ref INF as well).
1314 1314
    ///\return The lower bound for column \c c
1315 1315
    Value colLowerBound(Col c) const {
1316 1316
      return _getColLowerBound(cols(id(c)));
1317 1317
    }
1318 1318

	
1319 1319
    ///\brief Set the lower bound of  several columns
1320 1320
    ///(i.e variables) at once
1321 1321
    ///
1322 1322
    ///This magic function takes a container as its argument
1323 1323
    ///and applies the function on all of its elements.
1324 1324
    ///The lower bound of a variable (column) has to be given by an
1325 1325
    ///extended number of type Value, i.e. a finite number of type
1326 1326
    ///Value or -\ref INF.
1327 1327
#ifdef DOXYGEN
1328 1328
    template<class T>
1329 1329
    void colLowerBound(T &t, Value value) { return 0;}
1330 1330
#else
1331 1331
    template<class T>
1332 1332
    typename enable_if<typename T::value_type::LpCol,void>::type
1333 1333
    colLowerBound(T &t, Value value,dummy<0> = 0) {
1334 1334
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
1335 1335
        colLowerBound(*i, value);
1336 1336
      }
1337 1337
    }
1338 1338
    template<class T>
1339 1339
    typename enable_if<typename T::value_type::second_type::LpCol,
1340 1340
                       void>::type
1341 1341
    colLowerBound(T &t, Value value,dummy<1> = 1) {
1342 1342
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
1343 1343
        colLowerBound(i->second, value);
1344 1344
      }
1345 1345
    }
1346 1346
    template<class T>
1347 1347
    typename enable_if<typename T::MapIt::Value::LpCol,
1348 1348
                       void>::type
1349 1349
    colLowerBound(T &t, Value value,dummy<2> = 2) {
1350 1350
      for(typename T::MapIt i(t); i!=INVALID; ++i){
1351 1351
        colLowerBound(*i, value);
1352 1352
      }
1353 1353
    }
1354 1354
#endif
1355 1355

	
1356 1356
    /// Set the upper bound of a column (i.e a variable)
1357 1357

	
1358 1358
    /// The upper bound of a variable (column) has to be given by an
1359 1359
    /// extended number of type Value, i.e. a finite number of type
1360 1360
    /// Value or \ref INF.
1361 1361
    void colUpperBound(Col c, Value value) {
1362 1362
      _setColUpperBound(cols(id(c)),value);
1363 1363
    };
1364 1364

	
1365 1365
    /// Get the upper bound of a column (i.e a variable)
1366 1366

	
1367 1367
    /// This function returns the upper bound for column (variable) \c c
1368 1368
    /// (this might be \ref INF as well).
1369 1369
    /// \return The upper bound for column \c c
1370 1370
    Value colUpperBound(Col c) const {
1371 1371
      return _getColUpperBound(cols(id(c)));
1372 1372
    }
1373 1373

	
1374 1374
    ///\brief Set the upper bound of  several columns
1375 1375
    ///(i.e variables) at once
1376 1376
    ///
1377 1377
    ///This magic function takes a container as its argument
1378 1378
    ///and applies the function on all of its elements.
1379 1379
    ///The upper bound of a variable (column) has to be given by an
1380 1380
    ///extended number of type Value, i.e. a finite number of type
1381 1381
    ///Value or \ref INF.
1382 1382
#ifdef DOXYGEN
1383 1383
    template<class T>
1384 1384
    void colUpperBound(T &t, Value value) { return 0;}
1385 1385
#else
1386 1386
    template<class T>
1387 1387
    typename enable_if<typename T::value_type::LpCol,void>::type
1388 1388
    colUpperBound(T &t, Value value,dummy<0> = 0) {
1389 1389
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
1390 1390
        colUpperBound(*i, value);
1391 1391
      }
1392 1392
    }
1393 1393
    template<class T>
1394 1394
    typename enable_if<typename T::value_type::second_type::LpCol,
1395 1395
                       void>::type
1396 1396
    colUpperBound(T &t, Value value,dummy<1> = 1) {
1397 1397
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
1398 1398
        colUpperBound(i->second, value);
1399 1399
      }
1400 1400
    }
1401 1401
    template<class T>
1402 1402
    typename enable_if<typename T::MapIt::Value::LpCol,
1403 1403
                       void>::type
1404 1404
    colUpperBound(T &t, Value value,dummy<2> = 2) {
1405 1405
      for(typename T::MapIt i(t); i!=INVALID; ++i){
1406 1406
        colUpperBound(*i, value);
1407 1407
      }
1408 1408
    }
1409 1409
#endif
1410 1410

	
1411 1411
    /// Set the lower and the upper bounds of a column (i.e a variable)
1412 1412

	
1413 1413
    /// The lower and the upper bounds of
1414 1414
    /// a variable (column) have to be given by an
1415 1415
    /// extended number of type Value, i.e. a finite number of type
1416 1416
    /// Value, -\ref INF or \ref INF.
1417 1417
    void colBounds(Col c, Value lower, Value upper) {
1418 1418
      _setColLowerBound(cols(id(c)),lower);
1419 1419
      _setColUpperBound(cols(id(c)),upper);
1420 1420
    }
1421 1421

	
1422 1422
    ///\brief Set the lower and the upper bound of several columns
1423 1423
    ///(i.e variables) at once
1424 1424
    ///
1425 1425
    ///This magic function takes a container as its argument
1426 1426
    ///and applies the function on all of its elements.
1427 1427
    /// The lower and the upper bounds of
1428 1428
    /// a variable (column) have to be given by an
1429 1429
    /// extended number of type Value, i.e. a finite number of type
1430 1430
    /// Value, -\ref INF or \ref INF.
1431 1431
#ifdef DOXYGEN
1432 1432
    template<class T>
1433 1433
    void colBounds(T &t, Value lower, Value upper) { return 0;}
1434 1434
#else
1435 1435
    template<class T>
1436 1436
    typename enable_if<typename T::value_type::LpCol,void>::type
1437 1437
    colBounds(T &t, Value lower, Value upper,dummy<0> = 0) {
1438 1438
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
1439 1439
        colBounds(*i, lower, upper);
1440 1440
      }
1441 1441
    }
1442 1442
    template<class T>
1443 1443
    typename enable_if<typename T::value_type::second_type::LpCol, void>::type
1444 1444
    colBounds(T &t, Value lower, Value upper,dummy<1> = 1) {
1445 1445
      for(typename T::iterator i=t.begin();i!=t.end();++i) {
1446 1446
        colBounds(i->second, lower, upper);
1447 1447
      }
1448 1448
    }
1449 1449
    template<class T>
1450 1450
    typename enable_if<typename T::MapIt::Value::LpCol, void>::type
1451 1451
    colBounds(T &t, Value lower, Value upper,dummy<2> = 2) {
1452 1452
      for(typename T::MapIt i(t); i!=INVALID; ++i){
1453 1453
        colBounds(*i, lower, upper);
1454 1454
      }
1455 1455
    }
1456 1456
#endif
1457 1457

	
1458 1458
    /// Set the lower bound of a row (i.e a constraint)
1459 1459

	
1460 1460
    /// The lower bound of a constraint (row) has to be given by an
1461 1461
    /// extended number of type Value, i.e. a finite number of type
1462 1462
    /// Value or -\ref INF.
1463 1463
    void rowLowerBound(Row r, Value value) {
1464 1464
      _setRowLowerBound(rows(id(r)),value);
1465 1465
    }
1466 1466

	
1467 1467
    /// Get the lower bound of a row (i.e a constraint)
1468 1468

	
1469 1469
    /// This function returns the lower bound for row (constraint) \c c
1470 1470
    /// (this might be -\ref INF as well).
1471 1471
    ///\return The lower bound for row \c r
1472 1472
    Value rowLowerBound(Row r) const {
1473 1473
      return _getRowLowerBound(rows(id(r)));
1474 1474
    }
1475 1475

	
1476 1476
    /// Set the upper bound of a row (i.e a constraint)
1477 1477

	
1478 1478
    /// The upper bound of a constraint (row) has to be given by an
1479 1479
    /// extended number of type Value, i.e. a finite number of type
1480 1480
    /// Value or -\ref INF.
1481 1481
    void rowUpperBound(Row r, Value value) {
1482 1482
      _setRowUpperBound(rows(id(r)),value);
1483 1483
    }
1484 1484

	
1485 1485
    /// Get the upper bound of a row (i.e a constraint)
1486 1486

	
1487 1487
    /// This function returns the upper bound for row (constraint) \c c
1488 1488
    /// (this might be -\ref INF as well).
1489 1489
    ///\return The upper bound for row \c r
1490 1490
    Value rowUpperBound(Row r) const {
1491 1491
      return _getRowUpperBound(rows(id(r)));
1492 1492
    }
1493 1493

	
1494 1494
    ///Set an element of the objective function
1495 1495
    void objCoeff(Col c, Value v) {_setObjCoeff(cols(id(c)),v); };
1496 1496

	
1497 1497
    ///Get an element of the objective function
1498 1498
    Value objCoeff(Col c) const { return _getObjCoeff(cols(id(c))); };
1499 1499

	
1500 1500
    ///Set the objective function
1501 1501

	
1502 1502
    ///\param e is a linear expression of type \ref Expr.
1503 1503
    ///
1504 1504
    void obj(const Expr& e) {
1505 1505
      _setObjCoeffs(ExprIterator(e.comps.begin(), cols),
1506 1506
                    ExprIterator(e.comps.end(), cols));
1507 1507
      obj_const_comp = *e;
1508 1508
    }
1509 1509

	
1510 1510
    ///Get the objective function
1511 1511

	
1512 1512
    ///\return the objective function as a linear expression of type
1513 1513
    ///Expr.
1514 1514
    Expr obj() const {
1515 1515
      Expr e;
1516 1516
      _getObjCoeffs(InsertIterator(e.comps, cols));
1517 1517
      *e = obj_const_comp;
1518 1518
      return e;
1519 1519
    }
1520 1520

	
1521 1521

	
1522 1522
    ///Set the direction of optimization
1523 1523
    void sense(Sense sense) { _setSense(sense); }
1524 1524

	
1525 1525
    ///Query the direction of the optimization
1526 1526
    Sense sense() const {return _getSense(); }
1527 1527

	
1528 1528
    ///Set the sense to maximization
1529 1529
    void max() { _setSense(MAX); }
1530 1530

	
1531 1531
    ///Set the sense to maximization
1532 1532
    void min() { _setSense(MIN); }
1533 1533

	
1534 1534
    ///Clears the problem
1535 1535
    void clear() { _clear(); }
1536 1536

	
1537 1537
    ///@}
1538 1538

	
1539 1539
  };
1540 1540

	
1541 1541
  /// Addition
1542 1542

	
1543 1543
  ///\relates LpBase::Expr
1544 1544
  ///
1545 1545
  inline LpBase::Expr operator+(const LpBase::Expr &a, const LpBase::Expr &b) {
1546 1546
    LpBase::Expr tmp(a);
1547 1547
    tmp+=b;
1548 1548
    return tmp;
1549 1549
  }
1550 1550
  ///Substraction
1551 1551

	
1552 1552
  ///\relates LpBase::Expr
1553 1553
  ///
1554 1554
  inline LpBase::Expr operator-(const LpBase::Expr &a, const LpBase::Expr &b) {
1555 1555
    LpBase::Expr tmp(a);
1556 1556
    tmp-=b;
1557 1557
    return tmp;
1558 1558
  }
1559 1559
  ///Multiply with constant
1560 1560

	
1561 1561
  ///\relates LpBase::Expr
1562 1562
  ///
1563 1563
  inline LpBase::Expr operator*(const LpBase::Expr &a, const LpBase::Value &b) {
1564 1564
    LpBase::Expr tmp(a);
1565 1565
    tmp*=b;
1566 1566
    return tmp;
1567 1567
  }
1568 1568

	
1569 1569
  ///Multiply with constant
1570 1570

	
1571 1571
  ///\relates LpBase::Expr
1572 1572
  ///
1573 1573
  inline LpBase::Expr operator*(const LpBase::Value &a, const LpBase::Expr &b) {
1574 1574
    LpBase::Expr tmp(b);
1575 1575
    tmp*=a;
1576 1576
    return tmp;
1577 1577
  }
1578 1578
  ///Divide with constant
1579 1579

	
1580 1580
  ///\relates LpBase::Expr
1581 1581
  ///
1582 1582
  inline LpBase::Expr operator/(const LpBase::Expr &a, const LpBase::Value &b) {
1583 1583
    LpBase::Expr tmp(a);
1584 1584
    tmp/=b;
1585 1585
    return tmp;
1586 1586
  }
1587 1587

	
1588 1588
  ///Create constraint
1589 1589

	
1590 1590
  ///\relates LpBase::Constr
1591 1591
  ///
1592 1592
  inline LpBase::Constr operator<=(const LpBase::Expr &e,
1593 1593
                                   const LpBase::Expr &f) {
1594 1594
    return LpBase::Constr(0, f - e, LpBase::INF);
1595 1595
  }
1596 1596

	
1597 1597
  ///Create constraint
1598 1598

	
1599 1599
  ///\relates LpBase::Constr
1600 1600
  ///
1601 1601
  inline LpBase::Constr operator<=(const LpBase::Value &e,
1602 1602
                                   const LpBase::Expr &f) {
1603 1603
    return LpBase::Constr(e, f, LpBase::NaN);
1604 1604
  }
1605 1605

	
1606 1606
  ///Create constraint
1607 1607

	
1608 1608
  ///\relates LpBase::Constr
1609 1609
  ///
1610 1610
  inline LpBase::Constr operator<=(const LpBase::Expr &e,
1611 1611
                                   const LpBase::Value &f) {
1612 1612
    return LpBase::Constr(- LpBase::INF, e, f);
1613 1613
  }
1614 1614

	
1615 1615
  ///Create constraint
1616 1616

	
1617 1617
  ///\relates LpBase::Constr
1618 1618
  ///
1619 1619
  inline LpBase::Constr operator>=(const LpBase::Expr &e,
1620 1620
                                   const LpBase::Expr &f) {
1621 1621
    return LpBase::Constr(0, e - f, LpBase::INF);
1622 1622
  }
1623 1623

	
1624 1624

	
1625 1625
  ///Create constraint
1626 1626

	
1627 1627
  ///\relates LpBase::Constr
1628 1628
  ///
1629 1629
  inline LpBase::Constr operator>=(const LpBase::Value &e,
1630 1630
                                   const LpBase::Expr &f) {
1631 1631
    return LpBase::Constr(LpBase::NaN, f, e);
1632 1632
  }
1633 1633

	
1634 1634

	
1635 1635
  ///Create constraint
1636 1636

	
1637 1637
  ///\relates LpBase::Constr
1638 1638
  ///
1639 1639
  inline LpBase::Constr operator>=(const LpBase::Expr &e,
1640 1640
                                   const LpBase::Value &f) {
1641 1641
    return LpBase::Constr(f, e, LpBase::INF);
1642 1642
  }
1643 1643

	
1644 1644
  ///Create constraint
1645 1645

	
1646 1646
  ///\relates LpBase::Constr
1647 1647
  ///
1648 1648
  inline LpBase::Constr operator==(const LpBase::Expr &e,
1649 1649
                                   const LpBase::Value &f) {
1650 1650
    return LpBase::Constr(f, e, f);
1651 1651
  }
1652 1652

	
1653 1653
  ///Create constraint
1654 1654

	
1655 1655
  ///\relates LpBase::Constr
1656 1656
  ///
1657 1657
  inline LpBase::Constr operator==(const LpBase::Expr &e,
1658 1658
                                   const LpBase::Expr &f) {
1659 1659
    return LpBase::Constr(0, f - e, 0);
1660 1660
  }
1661 1661

	
1662 1662
  ///Create constraint
1663 1663

	
1664 1664
  ///\relates LpBase::Constr
1665 1665
  ///
1666 1666
  inline LpBase::Constr operator<=(const LpBase::Value &n,
1667 1667
                                   const LpBase::Constr &c) {
1668 1668
    LpBase::Constr tmp(c);
1669
    LEMON_ASSERT(std::isnan(tmp.lowerBound()), "Wrong LP constraint");
1669
    LEMON_ASSERT(isnan(tmp.lowerBound()), "Wrong LP constraint");
1670 1670
    tmp.lowerBound()=n;
1671 1671
    return tmp;
1672 1672
  }
1673 1673
  ///Create constraint
1674 1674

	
1675 1675
  ///\relates LpBase::Constr
1676 1676
  ///
1677 1677
  inline LpBase::Constr operator<=(const LpBase::Constr &c,
1678 1678
                                   const LpBase::Value &n)
1679 1679
  {
1680 1680
    LpBase::Constr tmp(c);
1681
    LEMON_ASSERT(std::isnan(tmp.upperBound()), "Wrong LP constraint");
1681
    LEMON_ASSERT(isnan(tmp.upperBound()), "Wrong LP constraint");
1682 1682
    tmp.upperBound()=n;
1683 1683
    return tmp;
1684 1684
  }
1685 1685

	
1686 1686
  ///Create constraint
1687 1687

	
1688 1688
  ///\relates LpBase::Constr
1689 1689
  ///
1690 1690
  inline LpBase::Constr operator>=(const LpBase::Value &n,
1691 1691
                                   const LpBase::Constr &c) {
1692 1692
    LpBase::Constr tmp(c);
1693
    LEMON_ASSERT(std::isnan(tmp.upperBound()), "Wrong LP constraint");
1693
    LEMON_ASSERT(isnan(tmp.upperBound()), "Wrong LP constraint");
1694 1694
    tmp.upperBound()=n;
1695 1695
    return tmp;
1696 1696
  }
1697 1697
  ///Create constraint
1698 1698

	
1699 1699
  ///\relates LpBase::Constr
1700 1700
  ///
1701 1701
  inline LpBase::Constr operator>=(const LpBase::Constr &c,
1702 1702
                                   const LpBase::Value &n)
1703 1703
  {
1704 1704
    LpBase::Constr tmp(c);
1705
    LEMON_ASSERT(std::isnan(tmp.lowerBound()), "Wrong LP constraint");
1705
    LEMON_ASSERT(isnan(tmp.lowerBound()), "Wrong LP constraint");
1706 1706
    tmp.lowerBound()=n;
1707 1707
    return tmp;
1708 1708
  }
1709 1709

	
1710 1710
  ///Addition
1711 1711

	
1712 1712
  ///\relates LpBase::DualExpr
1713 1713
  ///
1714 1714
  inline LpBase::DualExpr operator+(const LpBase::DualExpr &a,
1715 1715
                                    const LpBase::DualExpr &b) {
1716 1716
    LpBase::DualExpr tmp(a);
1717 1717
    tmp+=b;
1718 1718
    return tmp;
1719 1719
  }
1720 1720
  ///Substraction
1721 1721

	
1722 1722
  ///\relates LpBase::DualExpr
1723 1723
  ///
1724 1724
  inline LpBase::DualExpr operator-(const LpBase::DualExpr &a,
1725 1725
                                    const LpBase::DualExpr &b) {
1726 1726
    LpBase::DualExpr tmp(a);
1727 1727
    tmp-=b;
1728 1728
    return tmp;
1729 1729
  }
1730 1730
  ///Multiply with constant
1731 1731

	
1732 1732
  ///\relates LpBase::DualExpr
1733 1733
  ///
1734 1734
  inline LpBase::DualExpr operator*(const LpBase::DualExpr &a,
1735 1735
                                    const LpBase::Value &b) {
1736 1736
    LpBase::DualExpr tmp(a);
1737 1737
    tmp*=b;
1738 1738
    return tmp;
1739 1739
  }
1740 1740

	
1741 1741
  ///Multiply with constant
1742 1742

	
1743 1743
  ///\relates LpBase::DualExpr
1744 1744
  ///
1745 1745
  inline LpBase::DualExpr operator*(const LpBase::Value &a,
1746 1746
                                    const LpBase::DualExpr &b) {
1747 1747
    LpBase::DualExpr tmp(b);
1748 1748
    tmp*=a;
1749 1749
    return tmp;
1750 1750
  }
1751 1751
  ///Divide with constant
1752 1752

	
1753 1753
  ///\relates LpBase::DualExpr
1754 1754
  ///
1755 1755
  inline LpBase::DualExpr operator/(const LpBase::DualExpr &a,
1756 1756
                                    const LpBase::Value &b) {
1757 1757
    LpBase::DualExpr tmp(a);
1758 1758
    tmp/=b;
1759 1759
    return tmp;
1760 1760
  }
1761 1761

	
1762 1762
  /// \ingroup lp_group
1763 1763
  ///
1764 1764
  /// \brief Common base class for LP solvers
1765 1765
  ///
1766 1766
  /// This class is an abstract base class for LP solvers. This class
1767 1767
  /// provides a full interface for set and modify an LP problem,
1768 1768
  /// solve it and retrieve the solution. You can use one of the
1769 1769
  /// descendants as a concrete implementation, or the \c Lp
1770 1770
  /// default LP solver. However, if you would like to handle LP
1771 1771
  /// solvers as reference or pointer in a generic way, you can use
1772 1772
  /// this class directly.
1773 1773
  class LpSolver : virtual public LpBase {
1774 1774
  public:
1775 1775

	
1776 1776
    /// The problem types for primal and dual problems
1777 1777
    enum ProblemType {
1778 1778
      ///Feasible solution hasn't been found (but may exist).
1779 1779
      UNDEFINED = 0,
1780 1780
      ///The problem has no feasible solution
1781 1781
      INFEASIBLE = 1,
1782 1782
      ///Feasible solution found
1783 1783
      FEASIBLE = 2,
1784 1784
      ///Optimal solution exists and found
1785 1785
      OPTIMAL = 3,
1786 1786
      ///The cost function is unbounded
1787 1787
      UNBOUNDED = 4
1788 1788
    };
1789 1789

	
1790 1790
    ///The basis status of variables
1791 1791
    enum VarStatus {
1792 1792
      /// The variable is in the basis
1793 1793
      BASIC, 
1794 1794
      /// The variable is free, but not basic
1795 1795
      FREE,
1796 1796
      /// The variable has active lower bound 
1797 1797
      LOWER,
1798 1798
      /// The variable has active upper bound
1799 1799
      UPPER,
1800 1800
      /// The variable is non-basic and fixed
1801 1801
      FIXED
1802 1802
    };
1803 1803

	
1804 1804
  protected:
1805 1805

	
1806 1806
    virtual SolveExitStatus _solve() = 0;
1807 1807

	
1808 1808
    virtual Value _getPrimal(int i) const = 0;
1809 1809
    virtual Value _getDual(int i) const = 0;
1810 1810

	
1811 1811
    virtual Value _getPrimalRay(int i) const = 0;
1812 1812
    virtual Value _getDualRay(int i) const = 0;
1813 1813

	
1814 1814
    virtual Value _getPrimalValue() const = 0;
1815 1815

	
1816 1816
    virtual VarStatus _getColStatus(int i) const = 0;
1817 1817
    virtual VarStatus _getRowStatus(int i) const = 0;
1818 1818

	
1819 1819
    virtual ProblemType _getPrimalType() const = 0;
1820 1820
    virtual ProblemType _getDualType() const = 0;
1821 1821

	
1822 1822
  public:
1823 1823

	
1824 1824
    ///\name Solve the LP
1825 1825

	
1826 1826
    ///@{
1827 1827

	
1828 1828
    ///\e Solve the LP problem at hand
1829 1829
    ///
1830 1830
    ///\return The result of the optimization procedure. Possible
1831 1831
    ///values and their meanings can be found in the documentation of
1832 1832
    ///\ref SolveExitStatus.
1833 1833
    SolveExitStatus solve() { return _solve(); }
1834 1834

	
1835 1835
    ///@}
1836 1836

	
1837 1837
    ///\name Obtain the solution
1838 1838

	
1839 1839
    ///@{
1840 1840

	
1841 1841
    /// The type of the primal problem
1842 1842
    ProblemType primalType() const {
1843 1843
      return _getPrimalType();
1844 1844
    }
1845 1845

	
1846 1846
    /// The type of the dual problem
1847 1847
    ProblemType dualType() const {
1848 1848
      return _getDualType();
1849 1849
    }
1850 1850

	
1851 1851
    /// Return the primal value of the column
1852 1852

	
1853 1853
    /// Return the primal value of the column.
1854 1854
    /// \pre The problem is solved.
1855 1855
    Value primal(Col c) const { return _getPrimal(cols(id(c))); }
1856 1856

	
1857 1857
    /// Return the primal value of the expression
1858 1858

	
1859 1859
    /// Return the primal value of the expression, i.e. the dot
1860 1860
    /// product of the primal solution and the expression.
1861 1861
    /// \pre The problem is solved.
1862 1862
    Value primal(const Expr& e) const {
1863 1863
      double res = *e;
1864 1864
      for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
1865 1865
        res += *c * primal(c);
1866 1866
      }
1867 1867
      return res;
1868 1868
    }
1869 1869
    /// Returns a component of the primal ray
1870 1870
    
1871 1871
    /// The primal ray is solution of the modified primal problem,
1872 1872
    /// where we change each finite bound to 0, and we looking for a
1873 1873
    /// negative objective value in case of minimization, and positive
1874 1874
    /// objective value for maximization. If there is such solution,
1875 1875
    /// that proofs the unsolvability of the dual problem, and if a
1876 1876
    /// feasible primal solution exists, then the unboundness of
1877 1877
    /// primal problem.
1878 1878
    ///
1879 1879
    /// \pre The problem is solved and the dual problem is infeasible.
1880 1880
    /// \note Some solvers does not provide primal ray calculation
1881 1881
    /// functions.
1882 1882
    Value primalRay(Col c) const { return _getPrimalRay(cols(id(c))); }
1883 1883

	
1884 1884
    /// Return the dual value of the row
1885 1885

	
1886 1886
    /// Return the dual value of the row.
1887 1887
    /// \pre The problem is solved.
1888 1888
    Value dual(Row r) const { return _getDual(rows(id(r))); }
1889 1889

	
1890 1890
    /// Return the dual value of the dual expression
1891 1891

	
1892 1892
    /// Return the dual value of the dual expression, i.e. the dot
1893 1893
    /// product of the dual solution and the dual expression.
1894 1894
    /// \pre The problem is solved.
1895 1895
    Value dual(const DualExpr& e) const {
1896 1896
      double res = 0.0;
1897 1897
      for (DualExpr::ConstCoeffIt r(e); r != INVALID; ++r) {
1898 1898
        res += *r * dual(r);
1899 1899
      }
1900 1900
      return res;
1901 1901
    }
1902 1902

	
1903 1903
    /// Returns a component of the dual ray
1904 1904
    
1905 1905
    /// The dual ray is solution of the modified primal problem, where
1906 1906
    /// we change each finite bound to 0 (i.e. the objective function
1907 1907
    /// coefficients in the primal problem), and we looking for a
1908 1908
    /// ositive objective value. If there is such solution, that
1909 1909
    /// proofs the unsolvability of the primal problem, and if a
1910 1910
    /// feasible dual solution exists, then the unboundness of
1911 1911
    /// dual problem.
1912 1912
    ///
1913 1913
    /// \pre The problem is solved and the primal problem is infeasible.
1914 1914
    /// \note Some solvers does not provide dual ray calculation
1915 1915
    /// functions.
1916 1916
    Value dualRay(Row r) const { return _getDualRay(rows(id(r))); }
1917 1917

	
1918 1918
    /// Return the basis status of the column
1919 1919

	
1920 1920
    /// \see VarStatus
1921 1921
    VarStatus colStatus(Col c) const { return _getColStatus(cols(id(c))); }
1922 1922

	
1923 1923
    /// Return the basis status of the row
1924 1924

	
1925 1925
    /// \see VarStatus
1926 1926
    VarStatus rowStatus(Row r) const { return _getRowStatus(rows(id(r))); }
1927 1927

	
1928 1928
    ///The value of the objective function
1929 1929

	
1930 1930
    ///\return
1931 1931
    ///- \ref INF or -\ref INF means either infeasibility or unboundedness
1932 1932
    /// of the primal problem, depending on whether we minimize or maximize.
1933 1933
    ///- \ref NaN if no primal solution is found.
1934 1934
    ///- The (finite) objective value if an optimal solution is found.
1935 1935
    Value primal() const { return _getPrimalValue()+obj_const_comp;}
1936 1936
    ///@}
1937 1937

	
1938 1938
    LpSolver* newSolver() {return _newSolver();}
1939 1939
    LpSolver* cloneSolver() {return _cloneSolver();}
1940 1940

	
1941 1941
  protected:
1942 1942

	
1943 1943
    virtual LpSolver* _newSolver() const = 0;
1944 1944
    virtual LpSolver* _cloneSolver() const = 0;
1945 1945
  };
1946 1946

	
1947 1947

	
1948 1948
  /// \ingroup lp_group
1949 1949
  ///
1950 1950
  /// \brief Common base class for MIP solvers
1951 1951
  ///
1952 1952
  /// This class is an abstract base class for MIP solvers. This class
1953 1953
  /// provides a full interface for set and modify an MIP problem,
1954 1954
  /// solve it and retrieve the solution. You can use one of the
1955 1955
  /// descendants as a concrete implementation, or the \c Lp
1956 1956
  /// default MIP solver. However, if you would like to handle MIP
1957 1957
  /// solvers as reference or pointer in a generic way, you can use
1958 1958
  /// this class directly.
1959 1959
  class MipSolver : virtual public LpBase {
1960 1960
  public:
1961 1961

	
1962 1962
    /// The problem types for MIP problems
1963 1963
    enum ProblemType {
1964 1964
      ///Feasible solution hasn't been found (but may exist).
1965 1965
      UNDEFINED = 0,
1966 1966
      ///The problem has no feasible solution
1967 1967
      INFEASIBLE = 1,
1968 1968
      ///Feasible solution found
1969 1969
      FEASIBLE = 2,
1970 1970
      ///Optimal solution exists and found
1971 1971
      OPTIMAL = 3,
1972 1972
      ///The cost function is unbounded
1973 1973
      ///
1974 1974
      ///The Mip or at least the relaxed problem is unbounded
1975 1975
      UNBOUNDED = 4
1976 1976
    };
1977 1977

	
1978 1978
    ///\name Solve the MIP
1979 1979

	
1980 1980
    ///@{
1981 1981

	
1982 1982
    /// Solve the MIP problem at hand
1983 1983
    ///
1984 1984
    ///\return The result of the optimization procedure. Possible
1985 1985
    ///values and their meanings can be found in the documentation of
1986 1986
    ///\ref SolveExitStatus.
1987 1987
    SolveExitStatus solve() { return _solve(); }
1988 1988

	
1989 1989
    ///@}
1990 1990

	
1991 1991
    ///\name Setting column type
1992 1992
    ///@{
1993 1993

	
1994 1994
    ///Possible variable (column) types (e.g. real, integer, binary etc.)
1995 1995
    enum ColTypes {
1996 1996
      ///Continuous variable (default)
1997 1997
      REAL = 0,
1998 1998
      ///Integer variable
1999 1999
      INTEGER = 1
2000 2000
    };
2001 2001

	
2002 2002
    ///Sets the type of the given column to the given type
2003 2003

	
2004 2004
    ///Sets the type of the given column to the given type.
2005 2005
    ///
2006 2006
    void colType(Col c, ColTypes col_type) {
2007 2007
      _setColType(cols(id(c)),col_type);
2008 2008
    }
2009 2009

	
2010 2010
    ///Gives back the type of the column.
2011 2011

	
2012 2012
    ///Gives back the type of the column.
2013 2013
    ///
2014 2014
    ColTypes colType(Col c) const {
2015 2015
      return _getColType(cols(id(c)));
2016 2016
    }
2017 2017
    ///@}
2018 2018

	
2019 2019
    ///\name Obtain the solution
2020 2020

	
2021 2021
    ///@{
2022 2022

	
2023 2023
    /// The type of the MIP problem
2024 2024
    ProblemType type() const {
2025 2025
      return _getType();
2026 2026
    }
2027 2027

	
2028 2028
    /// Return the value of the row in the solution
2029 2029

	
2030 2030
    ///  Return the value of the row in the solution.
2031 2031
    /// \pre The problem is solved.
2032 2032
    Value sol(Col c) const { return _getSol(cols(id(c))); }
2033 2033

	
2034 2034
    /// Return the value of the expression in the solution
2035 2035

	
2036 2036
    /// Return the value of the expression in the solution, i.e. the
2037 2037
    /// dot product of the solution and the expression.
2038 2038
    /// \pre The problem is solved.
2039 2039
    Value sol(const Expr& e) const {
2040 2040
      double res = *e;
2041 2041
      for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) {
2042 2042
        res += *c * sol(c);
2043 2043
      }
2044 2044
      return res;
2045 2045
    }
2046 2046
    ///The value of the objective function
2047 2047
    
2048 2048
    ///\return
2049 2049
    ///- \ref INF or -\ref INF means either infeasibility or unboundedness
2050 2050
    /// of the problem, depending on whether we minimize or maximize.
2051 2051
    ///- \ref NaN if no primal solution is found.
2052 2052
    ///- The (finite) objective value if an optimal solution is found.
2053 2053
    Value solValue() const { return _getSolValue()+obj_const_comp;}
2054 2054
    ///@}
2055 2055

	
2056 2056
  protected:
2057 2057

	
2058 2058
    virtual SolveExitStatus _solve() = 0;
2059 2059
    virtual ColTypes _getColType(int col) const = 0;
2060 2060
    virtual void _setColType(int col, ColTypes col_type) = 0;
2061 2061
    virtual ProblemType _getType() const = 0;
2062 2062
    virtual Value _getSol(int i) const = 0;
2063 2063
    virtual Value _getSolValue() const = 0;
2064 2064

	
2065 2065
  public:
2066 2066

	
2067 2067
    MipSolver* newSolver() {return _newSolver();}
2068 2068
    MipSolver* cloneSolver() {return _cloneSolver();}
2069 2069

	
2070 2070
  protected:
2071 2071

	
2072 2072
    virtual MipSolver* _newSolver() const = 0;
2073 2073
    virtual MipSolver* _cloneSolver() const = 0;
2074 2074
  };
2075 2075

	
2076 2076

	
2077 2077

	
2078 2078
} //namespace lemon
2079 2079

	
2080 2080
#endif //LEMON_LP_BASE_H
Ignore white space 8192 line context
1 1
/* -*- mode: C++; indent-tabs-mode: nil; -*-
2 2
 *
3 3
 * This file is a part of LEMON, a generic C++ optimization library.
4 4
 *
5 5
 * Copyright (C) 2003-2009
6 6
 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
7 7
 * (Egervary Research Group on Combinatorial Optimization, EGRES).
8 8
 *
9 9
 * Permission to use, modify and distribute this software is granted
10 10
 * provided that this copyright notice appears in all copies. For
11 11
 * precise terms see the accompanying LICENSE file.
12 12
 *
13 13
 * This software is provided "AS IS" with no warranty of any kind,
14 14
 * express or implied, and with no claim as to its suitability for any
15 15
 * purpose.
16 16
 *
17 17
 */
18 18

	
19 19
#ifndef LEMON_MATH_H
20 20
#define LEMON_MATH_H
21 21

	
22 22
///\ingroup misc
23 23
///\file
24 24
///\brief Some extensions to the standard \c cmath library.
25 25
///
26 26
///Some extensions to the standard \c cmath library.
27 27
///
28 28
///This file includes the standard math library (cmath).
29 29

	
30 30
#include<cmath>
31 31

	
32 32
namespace lemon {
33 33

	
34 34
  /// \addtogroup misc
35 35
  /// @{
36 36

	
37 37
  /// The Euler constant
38 38
  const long double E       = 2.7182818284590452353602874713526625L;
39 39
  /// log_2(e)
40 40
  const long double LOG2E   = 1.4426950408889634073599246810018921L;
41 41
  /// log_10(e)
42 42
  const long double LOG10E  = 0.4342944819032518276511289189166051L;
43 43
  /// ln(2)
44 44
  const long double LN2     = 0.6931471805599453094172321214581766L;
45 45
  /// ln(10)
46 46
  const long double LN10    = 2.3025850929940456840179914546843642L;
47 47
  /// pi
48 48
  const long double PI      = 3.1415926535897932384626433832795029L;
49 49
  /// pi/2
50 50
  const long double PI_2    = 1.5707963267948966192313216916397514L;
51 51
  /// pi/4
52 52
  const long double PI_4    = 0.7853981633974483096156608458198757L;
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  /// sqrt(2)
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  const long double SQRT2   = 1.4142135623730950488016887242096981L;
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  /// 1/sqrt(2)
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  const long double SQRT1_2 = 0.7071067811865475244008443621048490L;
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  ///Check whether the parameter is NaN or not
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  ///This function checks whether the parameter is NaN or not.
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  ///Is should be equivalent with std::isnan(), but it is not
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  ///provided by all compilers.
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  inline bool isnan(double v)
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    {
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      return v!=v;
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    }
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  /// @}
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} //namespace lemon
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#endif //LEMON_TOLERANCE_H
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