| ... |
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@@ -344,517 +344,517 @@
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| 344 |
344 |
typedef std::map<int, Value>::value_type pair_type;
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comps.insert(pair_type(id(c), 1));
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| 346 |
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}
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| 347 |
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/// Construct an expression from a constant
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| 348 |
348 |
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| 349 |
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/// Construct an expression, which's constant component is \c v.
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| 350 |
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///
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Expr(const Value &v) : const_comp(v) {}
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| 352 |
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/// Returns the coefficient of the column
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| 353 |
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Value operator[](const Col& c) const {
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std::map<int, Value>::const_iterator it=comps.find(id(c));
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| 355 |
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if (it != comps.end()) {
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return it->second;
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| 357 |
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} else {
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return 0;
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}
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}
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/// Returns the coefficient of the column
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Value& operator[](const Col& c) {
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return comps[id(c)];
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}
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/// Sets the coefficient of the column
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void set(const Col &c, const Value &v) {
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if (v != 0.0) {
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typedef std::map<int, Value>::value_type pair_type;
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comps.insert(pair_type(id(c), v));
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} else {
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comps.erase(id(c));
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}
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}
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/// Returns the constant component of the expression
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Value& operator*() { return const_comp; }
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/// Returns the constant component of the expression
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| 377 |
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const Value& operator*() const { return const_comp; }
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/// \brief Removes the coefficients which's absolute value does
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/// not exceed \c epsilon. It also sets to zero the constant
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/// component, if it does not exceed epsilon in absolute value.
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void simplify(Value epsilon = 0.0) {
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std::map<int, Value>::iterator it=comps.begin();
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while (it != comps.end()) {
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std::map<int, Value>::iterator jt=it;
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++jt;
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if (std::fabs((*it).second) <= epsilon) comps.erase(it);
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it=jt;
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}
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if (std::fabs(const_comp) <= epsilon) const_comp = 0;
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}
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| 391 |
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void simplify(Value epsilon = 0.0) const {
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const_cast<Expr*>(this)->simplify(epsilon);
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}
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///Sets all coefficients and the constant component to 0.
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void clear() {
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comps.clear();
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const_comp=0;
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}
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401 |
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///Compound assignment
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Expr &operator+=(const Expr &e) {
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for (std::map<int, Value>::const_iterator it=e.comps.begin();
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it!=e.comps.end(); ++it)
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comps[it->first]+=it->second;
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const_comp+=e.const_comp;
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return *this;
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}
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///Compound assignment
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Expr &operator-=(const Expr &e) {
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for (std::map<int, Value>::const_iterator it=e.comps.begin();
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it!=e.comps.end(); ++it)
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comps[it->first]-=it->second;
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const_comp-=e.const_comp;
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return *this;
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}
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///Multiply with a constant
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Expr &operator*=(const Value &v) {
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for (std::map<int, Value>::iterator it=comps.begin();
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it!=comps.end(); ++it)
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it->second*=v;
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const_comp*=v;
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return *this;
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}
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///Division with a constant
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Expr &operator/=(const Value &c) {
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for (std::map<int, Value>::iterator it=comps.begin();
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it!=comps.end(); ++it)
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it->second/=c;
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const_comp/=c;
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return *this;
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}
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///Iterator over the expression
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///The iterator iterates over the terms of the expression.
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///
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///\code
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///double s=0;
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///for(LpBase::Expr::CoeffIt i(e);i!=INVALID;++i)
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/// s+= *i * primal(i);
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///\endcode
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class CoeffIt {
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private:
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std::map<int, Value>::iterator _it, _end;
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public:
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/// Sets the iterator to the first term
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/// Sets the iterator to the first term of the expression.
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///
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CoeffIt(Expr& e)
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: _it(e.comps.begin()), _end(e.comps.end()){}
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/// Convert the iterator to the column of the term
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operator Col() const {
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return colFromId(_it->first);
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}
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/// Returns the coefficient of the term
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Value& operator*() { return _it->second; }
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/// Returns the coefficient of the term
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const Value& operator*() const { return _it->second; }
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/// Next term
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/// Assign the iterator to the next term.
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///
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CoeffIt& operator++() { ++_it; return *this; }
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/// Equality operator
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bool operator==(Invalid) const { return _it == _end; }
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/// Inequality operator
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bool operator!=(Invalid) const { return _it != _end; }
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};
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| 479 |
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/// Const iterator over the expression
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| 481 |
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///The iterator iterates over the terms of the expression.
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///
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///\code
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///double s=0;
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| 486 |
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///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i)
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/// s+=*i * primal(i);
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///\endcode
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| 489 |
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class ConstCoeffIt {
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private:
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| 491 |
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std::map<int, Value>::const_iterator _it, _end;
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public:
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/// Sets the iterator to the first term
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497 |
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/// Sets the iterator to the first term of the expression.
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///
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ConstCoeffIt(const Expr& e)
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: _it(e.comps.begin()), _end(e.comps.end()){}
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| 502 |
502 |
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/// Convert the iterator to the column of the term
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operator Col() const {
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return colFromId(_it->first);
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}
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507 |
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/// Returns the coefficient of the term
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const Value& operator*() const { return _it->second; }
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510 |
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/// Next term
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| 512 |
512 |
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/// Assign the iterator to the next term.
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///
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ConstCoeffIt& operator++() { ++_it; return *this; }
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| 516 |
516 |
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/// Equality operator
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bool operator==(Invalid) const { return _it == _end; }
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/// Inequality operator
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bool operator!=(Invalid) const { return _it != _end; }
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};
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};
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///Linear constraint
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///This data stucture represents a linear constraint in the LP.
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///Basically it is a linear expression with a lower or an upper bound
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///(or both). These parts of the constraint can be obtained by the member
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///functions \ref expr(), \ref lowerBound() and \ref upperBound(),
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///respectively.
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///There are two ways to construct a constraint.
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///- You can set the linear expression and the bounds directly
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/// by the functions above.
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///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt>
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/// are defined between expressions, or even between constraints whenever
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/// it makes sense. Therefore if \c e and \c f are linear expressions and
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/// \c s and \c t are numbers, then the followings are valid expressions
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/// and thus they can be used directly e.g. in \ref addRow() whenever
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/// it makes sense.
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541 |
///\code
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/// e<=s
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/// e<=f
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/// e==f
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/// s<=e<=t
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/// e>=t
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///\endcode
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///\warning The validity of a constraint is checked only at run
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///time, so e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will
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///compile, but will fail an assertion.
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551 |
class Constr
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{
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public:
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typedef LpBase::Expr Expr;
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typedef Expr::Key Key;
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typedef Expr::Value Value;
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protected:
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Expr _expr;
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560 |
Value _lb,_ub;
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561 |
public:
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///\e
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563 |
Constr() : _expr(), _lb(NaN), _ub(NaN) {}
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///\e
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565 |
Constr(Value lb, const Expr &e, Value ub) :
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566 |
_expr(e), _lb(lb), _ub(ub) {}
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567 |
Constr(const Expr &e) :
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568 |
_expr(e), _lb(NaN), _ub(NaN) {}
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569 |
///\e
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void clear()
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571 |
{
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572 |
_expr.clear();
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573 |
_lb=_ub=NaN;
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574 |
}
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575 |
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576 |
///Reference to the linear expression
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| 577 |
577 |
Expr &expr() { return _expr; }
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578 |
///Cont reference to the linear expression
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579 |
const Expr &expr() const { return _expr; }
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580 |
///Reference to the lower bound.
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| 581 |
581 |
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582 |
///\return
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| 583 |
583 |
///- \ref INF "INF": the constraint is lower unbounded.
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| 584 |
584 |
///- \ref NaN "NaN": lower bound has not been set.
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585 |
///- finite number: the lower bound
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586 |
Value &lowerBound() { return _lb; }
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587 |
///The const version of \ref lowerBound()
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588 |
const Value &lowerBound() const { return _lb; }
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589 |
///Reference to the upper bound.
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| 590 |
590 |
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591 |
///\return
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| 592 |
592 |
///- \ref INF "INF": the constraint is upper unbounded.
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593 |
///- \ref NaN "NaN": upper bound has not been set.
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594 |
///- finite number: the upper bound
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| 595 |
595 |
Value &upperBound() { return _ub; }
|
| 596 |
596 |
///The const version of \ref upperBound()
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| 597 |
597 |
const Value &upperBound() const { return _ub; }
|
| 598 |
598 |
///Is the constraint lower bounded?
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| 599 |
599 |
bool lowerBounded() const {
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| 600 |
|
return _lb != -INF && !std::isnan(_lb);
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|
600 |
return _lb != -INF && !isnan(_lb);
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| 601 |
601 |
}
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| 602 |
602 |
///Is the constraint upper bounded?
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| 603 |
603 |
bool upperBounded() const {
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| 604 |
|
return _ub != INF && !std::isnan(_ub);
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|
604 |
return _ub != INF && !isnan(_ub);
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| 605 |
605 |
}
|
| 606 |
606 |
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| 607 |
607 |
};
|
| 608 |
608 |
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| 609 |
609 |
///Linear expression of rows
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| 610 |
610 |
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| 611 |
611 |
///This data structure represents a column of the matrix,
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| 612 |
612 |
///thas is it strores a linear expression of the dual variables
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| 613 |
613 |
///(\ref Row "Row"s).
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| 614 |
614 |
///
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| 615 |
615 |
///There are several ways to access and modify the contents of this
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| 616 |
616 |
///container.
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| 617 |
617 |
///\code
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| 618 |
618 |
///e[v]=5;
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| 619 |
619 |
///e[v]+=12;
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| 620 |
620 |
///e.erase(v);
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| 621 |
621 |
///\endcode
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| 622 |
622 |
///or you can also iterate through its elements.
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| 623 |
623 |
///\code
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| 624 |
624 |
///double s=0;
|
| 625 |
625 |
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i)
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| 626 |
626 |
/// s+=*i;
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| 627 |
627 |
///\endcode
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| 628 |
628 |
///(This code computes the sum of all coefficients).
|
| 629 |
629 |
///- Numbers (<tt>double</tt>'s)
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| 630 |
630 |
///and variables (\ref Row "Row"s) directly convert to an
|
| 631 |
631 |
///\ref DualExpr and the usual linear operations are defined, so
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| 632 |
632 |
///\code
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| 633 |
633 |
///v+w
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| 634 |
634 |
///2*v-3.12*(v-w/2)
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| 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
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| 640 |
640 |
///e=v+w;
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| 641 |
641 |
///e+=2*v-3.12*(v-w/2);
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| 642 |
642 |
///e*=3.4;
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| 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;
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| 654 |
654 |
|
| 655 |
655 |
protected:
|
| 656 |
656 |
std::map<int, Value> comps;
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| 657 |
657 |
|
| 658 |
658 |
public:
|
| 659 |
659 |
typedef True SolverExpr;
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| 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 |
|
| ... |
... |
@@ -1413,549 +1413,549 @@
|
| 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 |
|