0
16
0
23
20
3
24
20
4
2
20
30
4
26
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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) 2003-2009 |
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 |
///\file |
20 | 20 |
///\brief Implementation of the CBC MIP solver interface. |
21 | 21 |
|
22 | 22 |
#include "cbc.h" |
23 | 23 |
|
24 | 24 |
#include <coin/CoinModel.hpp> |
25 | 25 |
#include <coin/CbcModel.hpp> |
26 | 26 |
#include <coin/OsiSolverInterface.hpp> |
27 | 27 |
|
28 | 28 |
#ifdef COIN_HAS_CLP |
29 | 29 |
#include "coin/OsiClpSolverInterface.hpp" |
30 | 30 |
#endif |
31 | 31 |
#ifdef COIN_HAS_OSL |
32 | 32 |
#include "coin/OsiOslSolverInterface.hpp" |
33 | 33 |
#endif |
34 | 34 |
|
35 | 35 |
#include "coin/CbcCutGenerator.hpp" |
36 | 36 |
#include "coin/CbcHeuristicLocal.hpp" |
37 | 37 |
#include "coin/CbcHeuristicGreedy.hpp" |
38 | 38 |
#include "coin/CbcHeuristicFPump.hpp" |
39 | 39 |
#include "coin/CbcHeuristicRINS.hpp" |
40 | 40 |
|
41 | 41 |
#include "coin/CglGomory.hpp" |
42 | 42 |
#include "coin/CglProbing.hpp" |
43 | 43 |
#include "coin/CglKnapsackCover.hpp" |
44 | 44 |
#include "coin/CglOddHole.hpp" |
45 | 45 |
#include "coin/CglClique.hpp" |
46 | 46 |
#include "coin/CglFlowCover.hpp" |
47 | 47 |
#include "coin/CglMixedIntegerRounding.hpp" |
48 | 48 |
|
49 | 49 |
#include "coin/CbcHeuristic.hpp" |
50 | 50 |
|
51 | 51 |
namespace lemon { |
52 | 52 |
|
53 | 53 |
CbcMip::CbcMip() { |
54 | 54 |
_prob = new CoinModel(); |
55 | 55 |
_prob->setProblemName("LEMON"); |
56 | 56 |
_osi_solver = 0; |
57 | 57 |
_cbc_model = 0; |
58 |
messageLevel(MESSAGE_NOTHING); |
|
58 | 59 |
} |
59 | 60 |
|
60 | 61 |
CbcMip::CbcMip(const CbcMip& other) { |
61 | 62 |
_prob = new CoinModel(*other._prob); |
63 |
_prob->setProblemName("LEMON"); |
|
62 | 64 |
_osi_solver = 0; |
63 | 65 |
_cbc_model = 0; |
66 |
messageLevel(MESSAGE_NOTHING); |
|
64 | 67 |
} |
65 | 68 |
|
66 | 69 |
CbcMip::~CbcMip() { |
67 | 70 |
delete _prob; |
68 | 71 |
if (_osi_solver) delete _osi_solver; |
69 | 72 |
if (_cbc_model) delete _cbc_model; |
70 | 73 |
} |
71 | 74 |
|
72 | 75 |
const char* CbcMip::_solverName() const { return "CbcMip"; } |
73 | 76 |
|
74 | 77 |
int CbcMip::_addCol() { |
75 | 78 |
_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0, 0, false); |
76 | 79 |
return _prob->numberColumns() - 1; |
77 | 80 |
} |
78 | 81 |
|
79 | 82 |
CbcMip* CbcMip::newSolver() const { |
80 | 83 |
CbcMip* newlp = new CbcMip; |
81 | 84 |
return newlp; |
82 | 85 |
} |
83 | 86 |
|
84 | 87 |
CbcMip* CbcMip::cloneSolver() const { |
85 | 88 |
CbcMip* copylp = new CbcMip(*this); |
86 | 89 |
return copylp; |
87 | 90 |
} |
88 | 91 |
|
89 | 92 |
int CbcMip::_addRow() { |
90 | 93 |
_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
91 | 94 |
return _prob->numberRows() - 1; |
92 | 95 |
} |
93 | 96 |
|
94 | 97 |
|
95 | 98 |
void CbcMip::_eraseCol(int i) { |
96 | 99 |
_prob->deleteColumn(i); |
97 | 100 |
} |
98 | 101 |
|
99 | 102 |
void CbcMip::_eraseRow(int i) { |
100 | 103 |
_prob->deleteRow(i); |
101 | 104 |
} |
102 | 105 |
|
103 | 106 |
void CbcMip::_eraseColId(int i) { |
104 | 107 |
cols.eraseIndex(i); |
105 | 108 |
} |
106 | 109 |
|
107 | 110 |
void CbcMip::_eraseRowId(int i) { |
108 | 111 |
rows.eraseIndex(i); |
109 | 112 |
} |
110 | 113 |
|
111 | 114 |
void CbcMip::_getColName(int c, std::string& name) const { |
112 | 115 |
name = _prob->getColumnName(c); |
113 | 116 |
} |
114 | 117 |
|
115 | 118 |
void CbcMip::_setColName(int c, const std::string& name) { |
116 | 119 |
_prob->setColumnName(c, name.c_str()); |
117 | 120 |
} |
118 | 121 |
|
119 | 122 |
int CbcMip::_colByName(const std::string& name) const { |
120 | 123 |
return _prob->column(name.c_str()); |
121 | 124 |
} |
122 | 125 |
|
123 | 126 |
void CbcMip::_getRowName(int r, std::string& name) const { |
124 | 127 |
name = _prob->getRowName(r); |
125 | 128 |
} |
126 | 129 |
|
127 | 130 |
void CbcMip::_setRowName(int r, const std::string& name) { |
128 | 131 |
_prob->setRowName(r, name.c_str()); |
129 | 132 |
} |
130 | 133 |
|
131 | 134 |
int CbcMip::_rowByName(const std::string& name) const { |
132 | 135 |
return _prob->row(name.c_str()); |
133 | 136 |
} |
134 | 137 |
|
135 | 138 |
void CbcMip::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
136 | 139 |
for (ExprIterator it = b; it != e; ++it) { |
137 | 140 |
_prob->setElement(i, it->first, it->second); |
138 | 141 |
} |
139 | 142 |
} |
140 | 143 |
|
141 | 144 |
void CbcMip::_getRowCoeffs(int ix, InsertIterator b) const { |
142 | 145 |
int length = _prob->numberRows(); |
143 | 146 |
|
144 | 147 |
std::vector<int> indices(length); |
145 | 148 |
std::vector<Value> values(length); |
146 | 149 |
|
147 | 150 |
length = _prob->getRow(ix, &indices[0], &values[0]); |
148 | 151 |
|
149 | 152 |
for (int i = 0; i < length; ++i) { |
150 | 153 |
*b = std::make_pair(indices[i], values[i]); |
151 | 154 |
++b; |
152 | 155 |
} |
153 | 156 |
} |
154 | 157 |
|
155 | 158 |
void CbcMip::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) { |
156 | 159 |
for (ExprIterator it = b; it != e; ++it) { |
157 | 160 |
_prob->setElement(it->first, ix, it->second); |
158 | 161 |
} |
159 | 162 |
} |
... | ... |
@@ -177,284 +180,284 @@ |
177 | 180 |
} |
178 | 181 |
|
179 | 182 |
CbcMip::Value CbcMip::_getCoeff(int ix, int jx) const { |
180 | 183 |
return _prob->getElement(ix, jx); |
181 | 184 |
} |
182 | 185 |
|
183 | 186 |
|
184 | 187 |
void CbcMip::_setColLowerBound(int i, Value lo) { |
185 | 188 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
186 | 189 |
_prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
187 | 190 |
} |
188 | 191 |
|
189 | 192 |
CbcMip::Value CbcMip::_getColLowerBound(int i) const { |
190 | 193 |
double val = _prob->getColumnLower(i); |
191 | 194 |
return val == - COIN_DBL_MAX ? - INF : val; |
192 | 195 |
} |
193 | 196 |
|
194 | 197 |
void CbcMip::_setColUpperBound(int i, Value up) { |
195 | 198 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
196 | 199 |
_prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
197 | 200 |
} |
198 | 201 |
|
199 | 202 |
CbcMip::Value CbcMip::_getColUpperBound(int i) const { |
200 | 203 |
double val = _prob->getColumnUpper(i); |
201 | 204 |
return val == COIN_DBL_MAX ? INF : val; |
202 | 205 |
} |
203 | 206 |
|
204 | 207 |
void CbcMip::_setRowLowerBound(int i, Value lo) { |
205 | 208 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
206 | 209 |
_prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
207 | 210 |
} |
208 | 211 |
|
209 | 212 |
CbcMip::Value CbcMip::_getRowLowerBound(int i) const { |
210 | 213 |
double val = _prob->getRowLower(i); |
211 | 214 |
return val == - COIN_DBL_MAX ? - INF : val; |
212 | 215 |
} |
213 | 216 |
|
214 | 217 |
void CbcMip::_setRowUpperBound(int i, Value up) { |
215 | 218 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
216 | 219 |
_prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
217 | 220 |
} |
218 | 221 |
|
219 | 222 |
CbcMip::Value CbcMip::_getRowUpperBound(int i) const { |
220 | 223 |
double val = _prob->getRowUpper(i); |
221 | 224 |
return val == COIN_DBL_MAX ? INF : val; |
222 | 225 |
} |
223 | 226 |
|
224 | 227 |
void CbcMip::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
225 | 228 |
int num = _prob->numberColumns(); |
226 | 229 |
for (int i = 0; i < num; ++i) { |
227 | 230 |
_prob->setColumnObjective(i, 0.0); |
228 | 231 |
} |
229 | 232 |
for (ExprIterator it = b; it != e; ++it) { |
230 | 233 |
_prob->setColumnObjective(it->first, it->second); |
231 | 234 |
} |
232 | 235 |
} |
233 | 236 |
|
234 | 237 |
void CbcMip::_getObjCoeffs(InsertIterator b) const { |
235 | 238 |
int num = _prob->numberColumns(); |
236 | 239 |
for (int i = 0; i < num; ++i) { |
237 | 240 |
Value coef = _prob->getColumnObjective(i); |
238 | 241 |
if (coef != 0.0) { |
239 | 242 |
*b = std::make_pair(i, coef); |
240 | 243 |
++b; |
241 | 244 |
} |
242 | 245 |
} |
243 | 246 |
} |
244 | 247 |
|
245 | 248 |
void CbcMip::_setObjCoeff(int i, Value obj_coef) { |
246 | 249 |
_prob->setColumnObjective(i, obj_coef); |
247 | 250 |
} |
248 | 251 |
|
249 | 252 |
CbcMip::Value CbcMip::_getObjCoeff(int i) const { |
250 | 253 |
return _prob->getColumnObjective(i); |
251 | 254 |
} |
252 | 255 |
|
253 | 256 |
CbcMip::SolveExitStatus CbcMip::_solve() { |
254 | 257 |
|
255 | 258 |
if (_osi_solver) { |
256 | 259 |
delete _osi_solver; |
257 | 260 |
} |
258 | 261 |
#ifdef COIN_HAS_CLP |
259 | 262 |
_osi_solver = new OsiClpSolverInterface(); |
260 | 263 |
#elif COIN_HAS_OSL |
261 | 264 |
_osi_solver = new OsiOslSolverInterface(); |
262 | 265 |
#else |
263 | 266 |
#error Cannot instantiate Osi solver |
264 | 267 |
#endif |
265 | 268 |
|
266 | 269 |
_osi_solver->loadFromCoinModel(*_prob); |
267 | 270 |
|
268 | 271 |
if (_cbc_model) { |
269 | 272 |
delete _cbc_model; |
270 | 273 |
} |
271 | 274 |
_cbc_model= new CbcModel(*_osi_solver); |
272 | 275 |
|
273 |
switch (_message_level) { |
|
274 |
case MESSAGE_NO_OUTPUT: |
|
275 |
_osi_solver->messageHandler()->setLogLevel(0); |
|
276 |
_cbc_model->setLogLevel(0); |
|
277 |
break; |
|
278 |
case MESSAGE_ERROR_MESSAGE: |
|
279 |
_osi_solver->messageHandler()->setLogLevel(1); |
|
280 |
_cbc_model->setLogLevel(1); |
|
281 |
break; |
|
282 |
case MESSAGE_NORMAL_OUTPUT: |
|
283 |
_osi_solver->messageHandler()->setLogLevel(2); |
|
284 |
_cbc_model->setLogLevel(2); |
|
285 |
break; |
|
286 |
case MESSAGE_FULL_OUTPUT: |
|
287 |
_osi_solver->messageHandler()->setLogLevel(3); |
|
288 |
_cbc_model->setLogLevel(3); |
|
289 |
break; |
|
290 |
} |
|
276 |
_osi_solver->messageHandler()->setLogLevel(_message_level); |
|
277 |
_cbc_model->setLogLevel(_message_level); |
|
291 | 278 |
|
292 | 279 |
_cbc_model->initialSolve(); |
293 | 280 |
_cbc_model->solver()->setHintParam(OsiDoReducePrint, true, OsiHintTry); |
294 | 281 |
|
295 | 282 |
if (!_cbc_model->isInitialSolveAbandoned() && |
296 | 283 |
_cbc_model->isInitialSolveProvenOptimal() && |
297 | 284 |
!_cbc_model->isInitialSolveProvenPrimalInfeasible() && |
298 | 285 |
!_cbc_model->isInitialSolveProvenDualInfeasible()) { |
299 | 286 |
|
300 | 287 |
CglProbing generator1; |
301 | 288 |
generator1.setUsingObjective(true); |
302 | 289 |
generator1.setMaxPass(3); |
303 | 290 |
generator1.setMaxProbe(100); |
304 | 291 |
generator1.setMaxLook(50); |
305 | 292 |
generator1.setRowCuts(3); |
306 | 293 |
_cbc_model->addCutGenerator(&generator1, -1, "Probing"); |
307 | 294 |
|
308 | 295 |
CglGomory generator2; |
309 | 296 |
generator2.setLimit(300); |
310 | 297 |
_cbc_model->addCutGenerator(&generator2, -1, "Gomory"); |
311 | 298 |
|
312 | 299 |
CglKnapsackCover generator3; |
313 | 300 |
_cbc_model->addCutGenerator(&generator3, -1, "Knapsack"); |
314 | 301 |
|
315 | 302 |
CglOddHole generator4; |
316 | 303 |
generator4.setMinimumViolation(0.005); |
317 | 304 |
generator4.setMinimumViolationPer(0.00002); |
318 | 305 |
generator4.setMaximumEntries(200); |
319 | 306 |
_cbc_model->addCutGenerator(&generator4, -1, "OddHole"); |
320 | 307 |
|
321 | 308 |
CglClique generator5; |
322 | 309 |
generator5.setStarCliqueReport(false); |
323 | 310 |
generator5.setRowCliqueReport(false); |
324 | 311 |
_cbc_model->addCutGenerator(&generator5, -1, "Clique"); |
325 | 312 |
|
326 | 313 |
CglMixedIntegerRounding mixedGen; |
327 | 314 |
_cbc_model->addCutGenerator(&mixedGen, -1, "MixedIntegerRounding"); |
328 | 315 |
|
329 | 316 |
CglFlowCover flowGen; |
330 | 317 |
_cbc_model->addCutGenerator(&flowGen, -1, "FlowCover"); |
331 | 318 |
|
332 | 319 |
#ifdef COIN_HAS_CLP |
333 | 320 |
OsiClpSolverInterface* osiclp = |
334 | 321 |
dynamic_cast<OsiClpSolverInterface*>(_cbc_model->solver()); |
335 | 322 |
if (osiclp->getNumRows() < 300 && osiclp->getNumCols() < 500) { |
336 | 323 |
osiclp->setupForRepeatedUse(2, 0); |
337 | 324 |
} |
338 | 325 |
#endif |
339 | 326 |
|
340 | 327 |
CbcRounding heuristic1(*_cbc_model); |
341 | 328 |
heuristic1.setWhen(3); |
342 | 329 |
_cbc_model->addHeuristic(&heuristic1); |
343 | 330 |
|
344 | 331 |
CbcHeuristicLocal heuristic2(*_cbc_model); |
345 | 332 |
heuristic2.setWhen(3); |
346 | 333 |
_cbc_model->addHeuristic(&heuristic2); |
347 | 334 |
|
348 | 335 |
CbcHeuristicGreedyCover heuristic3(*_cbc_model); |
349 | 336 |
heuristic3.setAlgorithm(11); |
350 | 337 |
heuristic3.setWhen(3); |
351 | 338 |
_cbc_model->addHeuristic(&heuristic3); |
352 | 339 |
|
353 | 340 |
CbcHeuristicFPump heuristic4(*_cbc_model); |
354 | 341 |
heuristic4.setWhen(3); |
355 | 342 |
_cbc_model->addHeuristic(&heuristic4); |
356 | 343 |
|
357 | 344 |
CbcHeuristicRINS heuristic5(*_cbc_model); |
358 | 345 |
heuristic5.setWhen(3); |
359 | 346 |
_cbc_model->addHeuristic(&heuristic5); |
360 | 347 |
|
361 | 348 |
if (_cbc_model->getNumCols() < 500) { |
362 | 349 |
_cbc_model->setMaximumCutPassesAtRoot(-100); |
363 | 350 |
} else if (_cbc_model->getNumCols() < 5000) { |
364 | 351 |
_cbc_model->setMaximumCutPassesAtRoot(100); |
365 | 352 |
} else { |
366 | 353 |
_cbc_model->setMaximumCutPassesAtRoot(20); |
367 | 354 |
} |
368 | 355 |
|
369 | 356 |
if (_cbc_model->getNumCols() < 5000) { |
370 | 357 |
_cbc_model->setNumberStrong(10); |
371 | 358 |
} |
372 | 359 |
|
373 | 360 |
_cbc_model->solver()->setIntParam(OsiMaxNumIterationHotStart, 100); |
374 | 361 |
_cbc_model->branchAndBound(); |
375 | 362 |
} |
376 | 363 |
|
377 | 364 |
if (_cbc_model->isAbandoned()) { |
378 | 365 |
return UNSOLVED; |
379 | 366 |
} else { |
380 | 367 |
return SOLVED; |
381 | 368 |
} |
382 | 369 |
} |
383 | 370 |
|
384 | 371 |
CbcMip::Value CbcMip::_getSol(int i) const { |
385 | 372 |
return _cbc_model->getColSolution()[i]; |
386 | 373 |
} |
387 | 374 |
|
388 | 375 |
CbcMip::Value CbcMip::_getSolValue() const { |
389 | 376 |
return _cbc_model->getObjValue(); |
390 | 377 |
} |
391 | 378 |
|
392 | 379 |
CbcMip::ProblemType CbcMip::_getType() const { |
393 | 380 |
if (_cbc_model->isProvenOptimal()) { |
394 | 381 |
return OPTIMAL; |
395 | 382 |
} else if (_cbc_model->isContinuousUnbounded()) { |
396 | 383 |
return UNBOUNDED; |
397 | 384 |
} |
398 | 385 |
return FEASIBLE; |
399 | 386 |
} |
400 | 387 |
|
401 | 388 |
void CbcMip::_setSense(Sense sense) { |
402 | 389 |
switch (sense) { |
403 | 390 |
case MIN: |
404 | 391 |
_prob->setOptimizationDirection(1.0); |
405 | 392 |
break; |
406 | 393 |
case MAX: |
407 | 394 |
_prob->setOptimizationDirection(- 1.0); |
408 | 395 |
break; |
409 | 396 |
} |
410 | 397 |
} |
411 | 398 |
|
412 | 399 |
CbcMip::Sense CbcMip::_getSense() const { |
413 | 400 |
if (_prob->optimizationDirection() > 0.0) { |
414 | 401 |
return MIN; |
415 | 402 |
} else if (_prob->optimizationDirection() < 0.0) { |
416 | 403 |
return MAX; |
417 | 404 |
} else { |
418 | 405 |
LEMON_ASSERT(false, "Wrong sense"); |
419 | 406 |
return CbcMip::Sense(); |
420 | 407 |
} |
421 | 408 |
} |
422 | 409 |
|
423 | 410 |
void CbcMip::_setColType(int i, CbcMip::ColTypes col_type) { |
424 | 411 |
switch (col_type){ |
425 | 412 |
case INTEGER: |
426 | 413 |
_prob->setInteger(i); |
427 | 414 |
break; |
428 | 415 |
case REAL: |
429 | 416 |
_prob->setContinuous(i); |
430 | 417 |
break; |
431 | 418 |
default:; |
432 | 419 |
LEMON_ASSERT(false, "Wrong sense"); |
433 | 420 |
} |
434 | 421 |
} |
435 | 422 |
|
436 | 423 |
CbcMip::ColTypes CbcMip::_getColType(int i) const { |
437 | 424 |
return _prob->getColumnIsInteger(i) ? INTEGER : REAL; |
438 | 425 |
} |
439 | 426 |
|
440 | 427 |
void CbcMip::_clear() { |
441 | 428 |
delete _prob; |
442 | 429 |
if (_osi_solver) { |
443 | 430 |
delete _osi_solver; |
444 | 431 |
_osi_solver = 0; |
445 | 432 |
} |
446 | 433 |
if (_cbc_model) { |
447 | 434 |
delete _cbc_model; |
448 | 435 |
_cbc_model = 0; |
449 | 436 |
} |
450 | 437 |
|
451 | 438 |
_prob = new CoinModel(); |
452 | 439 |
rows.clear(); |
453 | 440 |
cols.clear(); |
454 | 441 |
} |
455 | 442 |
|
456 |
void CbcMip::messageLevel(MessageLevel m) { |
|
457 |
_message_level = m; |
|
443 |
void CbcMip::_messageLevel(MessageLevel level) { |
|
444 |
switch (level) { |
|
445 |
case MESSAGE_NOTHING: |
|
446 |
_message_level = 0; |
|
447 |
break; |
|
448 |
case MESSAGE_ERROR: |
|
449 |
_message_level = 1; |
|
450 |
break; |
|
451 |
case MESSAGE_WARNING: |
|
452 |
_message_level = 1; |
|
453 |
break; |
|
454 |
case MESSAGE_NORMAL: |
|
455 |
_message_level = 2; |
|
456 |
break; |
|
457 |
case MESSAGE_VERBOSE: |
|
458 |
_message_level = 3; |
|
459 |
break; |
|
460 |
} |
|
458 | 461 |
} |
459 | 462 |
|
460 | 463 |
} //END OF NAMESPACE LEMON |
... | ... |
@@ -22,129 +22,108 @@ |
22 | 22 |
|
23 | 23 |
///\file |
24 | 24 |
///\brief Header of the LEMON-CBC mip solver interface. |
25 | 25 |
///\ingroup lp_group |
26 | 26 |
|
27 | 27 |
#include <lemon/lp_base.h> |
28 | 28 |
|
29 | 29 |
class CoinModel; |
30 | 30 |
class OsiSolverInterface; |
31 | 31 |
class CbcModel; |
32 | 32 |
|
33 | 33 |
namespace lemon { |
34 | 34 |
|
35 | 35 |
/// \brief Interface for the CBC MIP solver |
36 | 36 |
/// |
37 | 37 |
/// This class implements an interface for the CBC MIP solver. |
38 | 38 |
///\ingroup lp_group |
39 | 39 |
class CbcMip : public MipSolver { |
40 | 40 |
protected: |
41 | 41 |
|
42 | 42 |
CoinModel *_prob; |
43 | 43 |
OsiSolverInterface *_osi_solver; |
44 | 44 |
CbcModel *_cbc_model; |
45 | 45 |
|
46 | 46 |
public: |
47 | 47 |
|
48 | 48 |
/// \e |
49 | 49 |
CbcMip(); |
50 | 50 |
/// \e |
51 | 51 |
CbcMip(const CbcMip&); |
52 | 52 |
/// \e |
53 | 53 |
~CbcMip(); |
54 | 54 |
/// \e |
55 | 55 |
virtual CbcMip* newSolver() const; |
56 | 56 |
/// \e |
57 | 57 |
virtual CbcMip* cloneSolver() const; |
58 | 58 |
|
59 | 59 |
protected: |
60 | 60 |
|
61 | 61 |
virtual const char* _solverName() const; |
62 | 62 |
|
63 | 63 |
virtual int _addCol(); |
64 | 64 |
virtual int _addRow(); |
65 | 65 |
|
66 | 66 |
virtual void _eraseCol(int i); |
67 | 67 |
virtual void _eraseRow(int i); |
68 | 68 |
|
69 | 69 |
virtual void _eraseColId(int i); |
70 | 70 |
virtual void _eraseRowId(int i); |
71 | 71 |
|
72 | 72 |
virtual void _getColName(int col, std::string& name) const; |
73 | 73 |
virtual void _setColName(int col, const std::string& name); |
74 | 74 |
virtual int _colByName(const std::string& name) const; |
75 | 75 |
|
76 | 76 |
virtual void _getRowName(int row, std::string& name) const; |
77 | 77 |
virtual void _setRowName(int row, const std::string& name); |
78 | 78 |
virtual int _rowByName(const std::string& name) const; |
79 | 79 |
|
80 | 80 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
81 | 81 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
82 | 82 |
|
83 | 83 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
84 | 84 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
85 | 85 |
|
86 | 86 |
virtual void _setCoeff(int row, int col, Value value); |
87 | 87 |
virtual Value _getCoeff(int row, int col) const; |
88 | 88 |
|
89 | 89 |
virtual void _setColLowerBound(int i, Value value); |
90 | 90 |
virtual Value _getColLowerBound(int i) const; |
91 | 91 |
virtual void _setColUpperBound(int i, Value value); |
92 | 92 |
virtual Value _getColUpperBound(int i) const; |
93 | 93 |
|
94 | 94 |
virtual void _setRowLowerBound(int i, Value value); |
95 | 95 |
virtual Value _getRowLowerBound(int i) const; |
96 | 96 |
virtual void _setRowUpperBound(int i, Value value); |
97 | 97 |
virtual Value _getRowUpperBound(int i) const; |
98 | 98 |
|
99 | 99 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
100 | 100 |
virtual void _getObjCoeffs(InsertIterator b) const; |
101 | 101 |
|
102 | 102 |
virtual void _setObjCoeff(int i, Value obj_coef); |
103 | 103 |
virtual Value _getObjCoeff(int i) const; |
104 | 104 |
|
105 | 105 |
virtual void _setSense(Sense sense); |
106 | 106 |
virtual Sense _getSense() const; |
107 | 107 |
|
108 | 108 |
virtual ColTypes _getColType(int col) const; |
109 | 109 |
virtual void _setColType(int col, ColTypes col_type); |
110 | 110 |
|
111 | 111 |
virtual SolveExitStatus _solve(); |
112 | 112 |
virtual ProblemType _getType() const; |
113 | 113 |
virtual Value _getSol(int i) const; |
114 | 114 |
virtual Value _getSolValue() const; |
115 | 115 |
|
116 | 116 |
virtual void _clear(); |
117 | 117 |
|
118 |
|
|
118 |
virtual void _messageLevel(MessageLevel level); |
|
119 |
void _applyMessageLevel(); |
|
119 | 120 |
|
120 |
///Enum for \c messageLevel() parameter |
|
121 |
enum MessageLevel { |
|
122 |
/// no output (default value) |
|
123 |
MESSAGE_NO_OUTPUT = 0, |
|
124 |
/// error messages only |
|
125 |
MESSAGE_ERROR_MESSAGE = 1, |
|
126 |
/// normal output |
|
127 |
MESSAGE_NORMAL_OUTPUT = 2, |
|
128 |
/// full output (includes informational messages) |
|
129 |
MESSAGE_FULL_OUTPUT = 3 |
|
130 |
|
|
121 |
int _message_level; |
|
131 | 122 |
|
132 |
private: |
|
133 |
|
|
134 |
MessageLevel _message_level; |
|
135 |
|
|
136 |
public: |
|
137 |
|
|
138 |
///Set the verbosity of the messages |
|
139 |
|
|
140 |
///Set the verbosity of the messages |
|
141 |
/// |
|
142 |
///\param m is the level of the messages output by the solver routines. |
|
143 |
void messageLevel(MessageLevel m); |
|
144 | 123 |
|
145 | 124 |
|
146 | 125 |
}; |
147 | 126 |
|
148 | 127 |
} |
149 | 128 |
|
150 | 129 |
#endif |
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 |
#include <lemon/clp.h> |
20 | 20 |
#include <coin/ClpSimplex.hpp> |
21 | 21 |
|
22 | 22 |
namespace lemon { |
23 | 23 |
|
24 | 24 |
ClpLp::ClpLp() { |
25 | 25 |
_prob = new ClpSimplex(); |
26 | 26 |
_init_temporals(); |
27 |
messageLevel( |
|
27 |
messageLevel(MESSAGE_NOTHING); |
|
28 | 28 |
} |
29 | 29 |
|
30 | 30 |
ClpLp::ClpLp(const ClpLp& other) { |
31 | 31 |
_prob = new ClpSimplex(*other._prob); |
32 | 32 |
rows = other.rows; |
33 | 33 |
cols = other.cols; |
34 | 34 |
_init_temporals(); |
35 |
messageLevel( |
|
35 |
messageLevel(MESSAGE_NOTHING); |
|
36 | 36 |
} |
37 | 37 |
|
38 | 38 |
ClpLp::~ClpLp() { |
39 | 39 |
delete _prob; |
40 | 40 |
_clear_temporals(); |
41 | 41 |
} |
42 | 42 |
|
43 | 43 |
void ClpLp::_init_temporals() { |
44 | 44 |
_primal_ray = 0; |
45 | 45 |
_dual_ray = 0; |
46 | 46 |
} |
47 | 47 |
|
48 | 48 |
void ClpLp::_clear_temporals() { |
49 | 49 |
if (_primal_ray) { |
50 | 50 |
delete[] _primal_ray; |
51 | 51 |
_primal_ray = 0; |
52 | 52 |
} |
53 | 53 |
if (_dual_ray) { |
54 | 54 |
delete[] _dual_ray; |
55 | 55 |
_dual_ray = 0; |
56 | 56 |
} |
57 | 57 |
} |
58 | 58 |
|
59 | 59 |
ClpLp* ClpLp::newSolver() const { |
60 | 60 |
ClpLp* newlp = new ClpLp; |
61 | 61 |
return newlp; |
62 | 62 |
} |
63 | 63 |
|
64 | 64 |
ClpLp* ClpLp::cloneSolver() const { |
65 | 65 |
ClpLp* copylp = new ClpLp(*this); |
66 | 66 |
return copylp; |
67 | 67 |
} |
68 | 68 |
|
69 | 69 |
const char* ClpLp::_solverName() const { return "ClpLp"; } |
70 | 70 |
|
71 | 71 |
int ClpLp::_addCol() { |
72 | 72 |
_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0); |
73 | 73 |
return _prob->numberColumns() - 1; |
74 | 74 |
} |
75 | 75 |
|
76 | 76 |
int ClpLp::_addRow() { |
77 | 77 |
_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
78 | 78 |
return _prob->numberRows() - 1; |
79 | 79 |
} |
80 | 80 |
|
81 | 81 |
|
82 | 82 |
void ClpLp::_eraseCol(int c) { |
83 | 83 |
_col_names_ref.erase(_prob->getColumnName(c)); |
84 | 84 |
_prob->deleteColumns(1, &c); |
85 | 85 |
} |
86 | 86 |
|
87 | 87 |
void ClpLp::_eraseRow(int r) { |
88 | 88 |
_row_names_ref.erase(_prob->getRowName(r)); |
89 | 89 |
_prob->deleteRows(1, &r); |
90 | 90 |
} |
91 | 91 |
|
92 | 92 |
void ClpLp::_eraseColId(int i) { |
93 | 93 |
cols.eraseIndex(i); |
94 | 94 |
cols.shiftIndices(i); |
95 | 95 |
} |
96 | 96 |
|
97 | 97 |
void ClpLp::_eraseRowId(int i) { |
98 | 98 |
rows.eraseIndex(i); |
99 | 99 |
rows.shiftIndices(i); |
100 | 100 |
} |
101 | 101 |
|
102 | 102 |
void ClpLp::_getColName(int c, std::string& name) const { |
103 | 103 |
name = _prob->getColumnName(c); |
104 | 104 |
} |
105 | 105 |
|
106 | 106 |
void ClpLp::_setColName(int c, const std::string& name) { |
107 | 107 |
_prob->setColumnName(c, const_cast<std::string&>(name)); |
108 | 108 |
_col_names_ref[name] = c; |
109 | 109 |
} |
110 | 110 |
|
111 | 111 |
int ClpLp::_colByName(const std::string& name) const { |
112 | 112 |
std::map<std::string, int>::const_iterator it = _col_names_ref.find(name); |
113 | 113 |
return it != _col_names_ref.end() ? it->second : -1; |
114 | 114 |
} |
115 | 115 |
|
116 | 116 |
void ClpLp::_getRowName(int r, std::string& name) const { |
117 | 117 |
name = _prob->getRowName(r); |
118 | 118 |
} |
119 | 119 |
|
120 | 120 |
void ClpLp::_setRowName(int r, const std::string& name) { |
121 | 121 |
_prob->setRowName(r, const_cast<std::string&>(name)); |
122 | 122 |
_row_names_ref[name] = r; |
123 | 123 |
} |
124 | 124 |
|
125 | 125 |
int ClpLp::_rowByName(const std::string& name) const { |
126 | 126 |
std::map<std::string, int>::const_iterator it = _row_names_ref.find(name); |
127 | 127 |
return it != _row_names_ref.end() ? it->second : -1; |
128 | 128 |
} |
129 | 129 |
|
130 | 130 |
|
131 | 131 |
void ClpLp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) { |
... | ... |
@@ -337,101 +337,117 @@ |
337 | 337 |
} |
338 | 338 |
|
339 | 339 |
ClpLp::VarStatus ClpLp::_getColStatus(int i) const { |
340 | 340 |
switch (_prob->getColumnStatus(i)) { |
341 | 341 |
case ClpSimplex::basic: |
342 | 342 |
return BASIC; |
343 | 343 |
case ClpSimplex::isFree: |
344 | 344 |
return FREE; |
345 | 345 |
case ClpSimplex::atUpperBound: |
346 | 346 |
return UPPER; |
347 | 347 |
case ClpSimplex::atLowerBound: |
348 | 348 |
return LOWER; |
349 | 349 |
case ClpSimplex::isFixed: |
350 | 350 |
return FIXED; |
351 | 351 |
case ClpSimplex::superBasic: |
352 | 352 |
return FREE; |
353 | 353 |
default: |
354 | 354 |
LEMON_ASSERT(false, "Wrong column status"); |
355 | 355 |
return VarStatus(); |
356 | 356 |
} |
357 | 357 |
} |
358 | 358 |
|
359 | 359 |
ClpLp::VarStatus ClpLp::_getRowStatus(int i) const { |
360 | 360 |
switch (_prob->getColumnStatus(i)) { |
361 | 361 |
case ClpSimplex::basic: |
362 | 362 |
return BASIC; |
363 | 363 |
case ClpSimplex::isFree: |
364 | 364 |
return FREE; |
365 | 365 |
case ClpSimplex::atUpperBound: |
366 | 366 |
return UPPER; |
367 | 367 |
case ClpSimplex::atLowerBound: |
368 | 368 |
return LOWER; |
369 | 369 |
case ClpSimplex::isFixed: |
370 | 370 |
return FIXED; |
371 | 371 |
case ClpSimplex::superBasic: |
372 | 372 |
return FREE; |
373 | 373 |
default: |
374 | 374 |
LEMON_ASSERT(false, "Wrong row status"); |
375 | 375 |
return VarStatus(); |
376 | 376 |
} |
377 | 377 |
} |
378 | 378 |
|
379 | 379 |
|
380 | 380 |
ClpLp::ProblemType ClpLp::_getPrimalType() const { |
381 | 381 |
if (_prob->isProvenOptimal()) { |
382 | 382 |
return OPTIMAL; |
383 | 383 |
} else if (_prob->isProvenPrimalInfeasible()) { |
384 | 384 |
return INFEASIBLE; |
385 | 385 |
} else if (_prob->isProvenDualInfeasible()) { |
386 | 386 |
return UNBOUNDED; |
387 | 387 |
} else { |
388 | 388 |
return UNDEFINED; |
389 | 389 |
} |
390 | 390 |
} |
391 | 391 |
|
392 | 392 |
ClpLp::ProblemType ClpLp::_getDualType() const { |
393 | 393 |
if (_prob->isProvenOptimal()) { |
394 | 394 |
return OPTIMAL; |
395 | 395 |
} else if (_prob->isProvenDualInfeasible()) { |
396 | 396 |
return INFEASIBLE; |
397 | 397 |
} else if (_prob->isProvenPrimalInfeasible()) { |
398 | 398 |
return INFEASIBLE; |
399 | 399 |
} else { |
400 | 400 |
return UNDEFINED; |
401 | 401 |
} |
402 | 402 |
} |
403 | 403 |
|
404 | 404 |
void ClpLp::_setSense(ClpLp::Sense sense) { |
405 | 405 |
switch (sense) { |
406 | 406 |
case MIN: |
407 | 407 |
_prob->setOptimizationDirection(1); |
408 | 408 |
break; |
409 | 409 |
case MAX: |
410 | 410 |
_prob->setOptimizationDirection(-1); |
411 | 411 |
break; |
412 | 412 |
} |
413 | 413 |
} |
414 | 414 |
|
415 | 415 |
ClpLp::Sense ClpLp::_getSense() const { |
416 | 416 |
double dir = _prob->optimizationDirection(); |
417 | 417 |
if (dir > 0.0) { |
418 | 418 |
return MIN; |
419 | 419 |
} else { |
420 | 420 |
return MAX; |
421 | 421 |
} |
422 | 422 |
} |
423 | 423 |
|
424 | 424 |
void ClpLp::_clear() { |
425 | 425 |
delete _prob; |
426 | 426 |
_prob = new ClpSimplex(); |
427 | 427 |
rows.clear(); |
428 | 428 |
cols.clear(); |
429 | 429 |
_col_names_ref.clear(); |
430 | 430 |
_clear_temporals(); |
431 | 431 |
} |
432 | 432 |
|
433 |
void ClpLp::messageLevel(MessageLevel m) { |
|
434 |
_prob->setLogLevel(static_cast<int>(m)); |
|
433 |
void ClpLp::_messageLevel(MessageLevel level) { |
|
434 |
switch (level) { |
|
435 |
case MESSAGE_NOTHING: |
|
436 |
_prob->setLogLevel(0); |
|
437 |
break; |
|
438 |
case MESSAGE_ERROR: |
|
439 |
_prob->setLogLevel(1); |
|
440 |
break; |
|
441 |
case MESSAGE_WARNING: |
|
442 |
_prob->setLogLevel(2); |
|
443 |
break; |
|
444 |
case MESSAGE_NORMAL: |
|
445 |
_prob->setLogLevel(3); |
|
446 |
break; |
|
447 |
case MESSAGE_VERBOSE: |
|
448 |
_prob->setLogLevel(4); |
|
449 |
break; |
|
450 |
} |
|
435 | 451 |
} |
436 | 452 |
|
437 | 453 |
} //END OF NAMESPACE LEMON |
... | ... |
@@ -43,139 +43,121 @@ |
43 | 43 |
protected: |
44 | 44 |
|
45 | 45 |
ClpSimplex* _prob; |
46 | 46 |
|
47 | 47 |
std::map<std::string, int> _col_names_ref; |
48 | 48 |
std::map<std::string, int> _row_names_ref; |
49 | 49 |
|
50 | 50 |
public: |
51 | 51 |
|
52 | 52 |
/// \e |
53 | 53 |
ClpLp(); |
54 | 54 |
/// \e |
55 | 55 |
ClpLp(const ClpLp&); |
56 | 56 |
/// \e |
57 | 57 |
~ClpLp(); |
58 | 58 |
|
59 | 59 |
/// \e |
60 | 60 |
virtual ClpLp* newSolver() const; |
61 | 61 |
/// \e |
62 | 62 |
virtual ClpLp* cloneSolver() const; |
63 | 63 |
|
64 | 64 |
protected: |
65 | 65 |
|
66 | 66 |
mutable double* _primal_ray; |
67 | 67 |
mutable double* _dual_ray; |
68 | 68 |
|
69 | 69 |
void _init_temporals(); |
70 | 70 |
void _clear_temporals(); |
71 | 71 |
|
72 | 72 |
protected: |
73 | 73 |
|
74 | 74 |
virtual const char* _solverName() const; |
75 | 75 |
|
76 | 76 |
virtual int _addCol(); |
77 | 77 |
virtual int _addRow(); |
78 | 78 |
|
79 | 79 |
virtual void _eraseCol(int i); |
80 | 80 |
virtual void _eraseRow(int i); |
81 | 81 |
|
82 | 82 |
virtual void _eraseColId(int i); |
83 | 83 |
virtual void _eraseRowId(int i); |
84 | 84 |
|
85 | 85 |
virtual void _getColName(int col, std::string& name) const; |
86 | 86 |
virtual void _setColName(int col, const std::string& name); |
87 | 87 |
virtual int _colByName(const std::string& name) const; |
88 | 88 |
|
89 | 89 |
virtual void _getRowName(int row, std::string& name) const; |
90 | 90 |
virtual void _setRowName(int row, const std::string& name); |
91 | 91 |
virtual int _rowByName(const std::string& name) const; |
92 | 92 |
|
93 | 93 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
94 | 94 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
95 | 95 |
|
96 | 96 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
97 | 97 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
98 | 98 |
|
99 | 99 |
virtual void _setCoeff(int row, int col, Value value); |
100 | 100 |
virtual Value _getCoeff(int row, int col) const; |
101 | 101 |
|
102 | 102 |
virtual void _setColLowerBound(int i, Value value); |
103 | 103 |
virtual Value _getColLowerBound(int i) const; |
104 | 104 |
virtual void _setColUpperBound(int i, Value value); |
105 | 105 |
virtual Value _getColUpperBound(int i) const; |
106 | 106 |
|
107 | 107 |
virtual void _setRowLowerBound(int i, Value value); |
108 | 108 |
virtual Value _getRowLowerBound(int i) const; |
109 | 109 |
virtual void _setRowUpperBound(int i, Value value); |
110 | 110 |
virtual Value _getRowUpperBound(int i) const; |
111 | 111 |
|
112 | 112 |
virtual void _setObjCoeffs(ExprIterator, ExprIterator); |
113 | 113 |
virtual void _getObjCoeffs(InsertIterator) const; |
114 | 114 |
|
115 | 115 |
virtual void _setObjCoeff(int i, Value obj_coef); |
116 | 116 |
virtual Value _getObjCoeff(int i) const; |
117 | 117 |
|
118 | 118 |
virtual void _setSense(Sense sense); |
119 | 119 |
virtual Sense _getSense() const; |
120 | 120 |
|
121 | 121 |
virtual SolveExitStatus _solve(); |
122 | 122 |
|
123 | 123 |
virtual Value _getPrimal(int i) const; |
124 | 124 |
virtual Value _getDual(int i) const; |
125 | 125 |
|
126 | 126 |
virtual Value _getPrimalValue() const; |
127 | 127 |
|
128 | 128 |
virtual Value _getPrimalRay(int i) const; |
129 | 129 |
virtual Value _getDualRay(int i) const; |
130 | 130 |
|
131 | 131 |
virtual VarStatus _getColStatus(int i) const; |
132 | 132 |
virtual VarStatus _getRowStatus(int i) const; |
133 | 133 |
|
134 | 134 |
virtual ProblemType _getPrimalType() const; |
135 | 135 |
virtual ProblemType _getDualType() const; |
136 | 136 |
|
137 | 137 |
virtual void _clear(); |
138 | 138 |
|
139 |
virtual void _messageLevel(MessageLevel); |
|
140 |
|
|
139 | 141 |
public: |
140 | 142 |
|
141 | 143 |
///Solves LP with primal simplex method. |
142 | 144 |
SolveExitStatus solvePrimal(); |
143 | 145 |
|
144 | 146 |
///Solves LP with dual simplex method. |
145 | 147 |
SolveExitStatus solveDual(); |
146 | 148 |
|
147 | 149 |
///Solves LP with barrier method. |
148 | 150 |
SolveExitStatus solveBarrier(); |
149 | 151 |
|
150 | 152 |
///Returns the constraint identifier understood by CLP. |
151 | 153 |
int clpRow(Row r) const { return rows(id(r)); } |
152 | 154 |
|
153 | 155 |
///Returns the variable identifier understood by CLP. |
154 | 156 |
int clpCol(Col c) const { return cols(id(c)); } |
155 | 157 |
|
156 |
///Enum for \c messageLevel() parameter |
|
157 |
enum MessageLevel { |
|
158 |
/// no output (default value) |
|
159 |
MESSAGE_NO_OUTPUT = 0, |
|
160 |
/// print final solution |
|
161 |
MESSAGE_FINAL_SOLUTION = 1, |
|
162 |
/// print factorization |
|
163 |
MESSAGE_FACTORIZATION = 2, |
|
164 |
/// normal output |
|
165 |
MESSAGE_NORMAL_OUTPUT = 3, |
|
166 |
/// verbose output |
|
167 |
MESSAGE_VERBOSE_OUTPUT = 4 |
|
168 |
}; |
|
169 |
///Set the verbosity of the messages |
|
170 |
|
|
171 |
///Set the verbosity of the messages |
|
172 |
/// |
|
173 |
///\param m is the level of the messages output by the solver routines. |
|
174 |
void messageLevel(MessageLevel m); |
|
175 |
|
|
176 | 158 |
}; |
177 | 159 |
|
178 | 160 |
} //END OF NAMESPACE LEMON |
179 | 161 |
|
180 | 162 |
#endif //LEMON_CLP_H |
181 | 163 |
1 | 1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
2 | 2 |
* |
3 | 3 |
* This file is a part of LEMON, a generic C++ optimization library. |
4 | 4 |
* |
5 | 5 |
* Copyright (C) 2003-2009 |
6 | 6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
8 | 8 |
* |
9 | 9 |
* Permission to use, modify and distribute this software is granted |
10 | 10 |
* provided that this copyright notice appears in all copies. For |
11 | 11 |
* precise terms see the accompanying LICENSE file. |
12 | 12 |
* |
13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
14 | 14 |
* express or implied, and with no claim as to its suitability for any |
15 | 15 |
* purpose. |
16 | 16 |
* |
17 | 17 |
*/ |
18 | 18 |
|
19 | 19 |
#include <iostream> |
20 | 20 |
#include <vector> |
21 | 21 |
#include <cstring> |
22 | 22 |
|
23 | 23 |
#include <lemon/cplex.h> |
24 | 24 |
|
25 | 25 |
extern "C" { |
26 | 26 |
#include <ilcplex/cplex.h> |
27 | 27 |
} |
28 | 28 |
|
29 | 29 |
|
30 | 30 |
///\file |
31 | 31 |
///\brief Implementation of the LEMON-CPLEX lp solver interface. |
32 | 32 |
namespace lemon { |
33 | 33 |
|
34 | 34 |
CplexEnv::LicenseError::LicenseError(int status) { |
35 | 35 |
if (!CPXgeterrorstring(0, status, _message)) { |
36 | 36 |
std::strcpy(_message, "Cplex unknown error"); |
37 | 37 |
} |
38 | 38 |
} |
39 | 39 |
|
40 | 40 |
CplexEnv::CplexEnv() { |
41 | 41 |
int status; |
42 | 42 |
_cnt = new int; |
43 | 43 |
_env = CPXopenCPLEX(&status); |
44 | 44 |
if (_env == 0) { |
45 | 45 |
delete _cnt; |
46 | 46 |
_cnt = 0; |
47 | 47 |
throw LicenseError(status); |
48 | 48 |
} |
49 | 49 |
} |
50 | 50 |
|
51 | 51 |
CplexEnv::CplexEnv(const CplexEnv& other) { |
52 | 52 |
_env = other._env; |
53 | 53 |
_cnt = other._cnt; |
54 | 54 |
++(*_cnt); |
55 | 55 |
} |
56 | 56 |
|
57 | 57 |
CplexEnv& CplexEnv::operator=(const CplexEnv& other) { |
58 | 58 |
_env = other._env; |
59 | 59 |
_cnt = other._cnt; |
60 | 60 |
++(*_cnt); |
61 | 61 |
return *this; |
62 | 62 |
} |
63 | 63 |
|
64 | 64 |
CplexEnv::~CplexEnv() { |
65 | 65 |
--(*_cnt); |
66 | 66 |
if (*_cnt == 0) { |
67 | 67 |
delete _cnt; |
68 | 68 |
CPXcloseCPLEX(&_env); |
69 | 69 |
} |
70 | 70 |
} |
71 | 71 |
|
72 | 72 |
CplexBase::CplexBase() : LpBase() { |
73 | 73 |
int status; |
74 | 74 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
75 |
messageLevel(MESSAGE_NOTHING); |
|
75 | 76 |
} |
76 | 77 |
|
77 | 78 |
CplexBase::CplexBase(const CplexEnv& env) |
78 | 79 |
: LpBase(), _env(env) { |
79 | 80 |
int status; |
80 | 81 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
82 |
messageLevel(MESSAGE_NOTHING); |
|
81 | 83 |
} |
82 | 84 |
|
83 | 85 |
CplexBase::CplexBase(const CplexBase& cplex) |
84 | 86 |
: LpBase() { |
85 | 87 |
int status; |
86 | 88 |
_prob = CPXcloneprob(cplexEnv(), cplex._prob, &status); |
87 | 89 |
rows = cplex.rows; |
88 | 90 |
cols = cplex.cols; |
91 |
messageLevel(MESSAGE_NOTHING); |
|
89 | 92 |
} |
90 | 93 |
|
91 | 94 |
CplexBase::~CplexBase() { |
92 | 95 |
CPXfreeprob(cplexEnv(),&_prob); |
93 | 96 |
} |
94 | 97 |
|
95 | 98 |
int CplexBase::_addCol() { |
96 | 99 |
int i = CPXgetnumcols(cplexEnv(), _prob); |
97 | 100 |
double lb = -INF, ub = INF; |
98 | 101 |
CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0); |
99 | 102 |
return i; |
100 | 103 |
} |
101 | 104 |
|
102 | 105 |
|
103 | 106 |
int CplexBase::_addRow() { |
104 | 107 |
int i = CPXgetnumrows(cplexEnv(), _prob); |
105 | 108 |
const double ub = INF; |
106 | 109 |
const char s = 'L'; |
107 | 110 |
CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
108 | 111 |
return i; |
109 | 112 |
} |
110 | 113 |
|
111 | 114 |
|
112 | 115 |
void CplexBase::_eraseCol(int i) { |
113 | 116 |
CPXdelcols(cplexEnv(), _prob, i, i); |
114 | 117 |
} |
115 | 118 |
|
116 | 119 |
void CplexBase::_eraseRow(int i) { |
117 | 120 |
CPXdelrows(cplexEnv(), _prob, i, i); |
118 | 121 |
} |
119 | 122 |
|
120 | 123 |
void CplexBase::_eraseColId(int i) { |
121 | 124 |
cols.eraseIndex(i); |
122 | 125 |
cols.shiftIndices(i); |
123 | 126 |
} |
124 | 127 |
void CplexBase::_eraseRowId(int i) { |
125 | 128 |
rows.eraseIndex(i); |
126 | 129 |
rows.shiftIndices(i); |
127 | 130 |
} |
128 | 131 |
|
129 | 132 |
void CplexBase::_getColName(int col, std::string &name) const { |
130 | 133 |
int size; |
131 | 134 |
CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col); |
132 | 135 |
if (size == 0) { |
133 | 136 |
name.clear(); |
134 | 137 |
return; |
135 | 138 |
} |
136 | 139 |
|
137 | 140 |
size *= -1; |
138 | 141 |
std::vector<char> buf(size); |
139 | 142 |
char *cname; |
140 | 143 |
int tmp; |
141 | 144 |
CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size, |
142 | 145 |
&tmp, col, col); |
143 | 146 |
name = cname; |
144 | 147 |
} |
145 | 148 |
|
146 | 149 |
void CplexBase::_setColName(int col, const std::string &name) { |
147 | 150 |
char *cname; |
148 | 151 |
cname = const_cast<char*>(name.c_str()); |
149 | 152 |
CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname); |
150 | 153 |
} |
151 | 154 |
|
152 | 155 |
int CplexBase::_colByName(const std::string& name) const { |
153 | 156 |
int index; |
154 | 157 |
if (CPXgetcolindex(cplexEnv(), _prob, |
155 | 158 |
const_cast<char*>(name.c_str()), &index) == 0) { |
156 | 159 |
return index; |
157 | 160 |
} |
158 | 161 |
return -1; |
159 | 162 |
} |
160 | 163 |
|
161 | 164 |
void CplexBase::_getRowName(int row, std::string &name) const { |
162 | 165 |
int size; |
163 | 166 |
CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row); |
164 | 167 |
if (size == 0) { |
165 | 168 |
name.clear(); |
166 | 169 |
return; |
167 | 170 |
} |
168 | 171 |
|
169 | 172 |
size *= -1; |
170 | 173 |
std::vector<char> buf(size); |
171 | 174 |
char *cname; |
172 | 175 |
int tmp; |
173 | 176 |
CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size, |
174 | 177 |
&tmp, row, row); |
175 | 178 |
name = cname; |
176 | 179 |
} |
177 | 180 |
|
178 | 181 |
void CplexBase::_setRowName(int row, const std::string &name) { |
179 | 182 |
char *cname; |
180 | 183 |
cname = const_cast<char*>(name.c_str()); |
181 | 184 |
CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname); |
182 | 185 |
} |
183 | 186 |
|
184 | 187 |
int CplexBase::_rowByName(const std::string& name) const { |
... | ... |
@@ -345,581 +348,604 @@ |
345 | 348 |
} else if (lb == ub){ |
346 | 349 |
const char s = 'E'; |
347 | 350 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
348 | 351 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
349 | 352 |
} else { |
350 | 353 |
const char s = 'R'; |
351 | 354 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
352 | 355 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
353 | 356 |
double len = ub - lb; |
354 | 357 |
CPXchgrngval(cplexEnv(), _prob, 1, &i, &len); |
355 | 358 |
} |
356 | 359 |
} |
357 | 360 |
|
358 | 361 |
void CplexBase::_setRowLowerBound(int i, Value lb) |
359 | 362 |
{ |
360 | 363 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
361 | 364 |
_set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i)); |
362 | 365 |
} |
363 | 366 |
|
364 | 367 |
void CplexBase::_setRowUpperBound(int i, Value ub) |
365 | 368 |
{ |
366 | 369 |
|
367 | 370 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
368 | 371 |
_set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub); |
369 | 372 |
} |
370 | 373 |
|
371 | 374 |
void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e) |
372 | 375 |
{ |
373 | 376 |
std::vector<int> indices; |
374 | 377 |
std::vector<Value> values; |
375 | 378 |
for(ExprIterator it=b; it!=e; ++it) { |
376 | 379 |
indices.push_back(it->first); |
377 | 380 |
values.push_back(it->second); |
378 | 381 |
} |
379 | 382 |
CPXchgobj(cplexEnv(), _prob, values.size(), |
380 | 383 |
&indices.front(), &values.front()); |
381 | 384 |
|
382 | 385 |
} |
383 | 386 |
|
384 | 387 |
void CplexBase::_getObjCoeffs(InsertIterator b) const |
385 | 388 |
{ |
386 | 389 |
int num = CPXgetnumcols(cplexEnv(), _prob); |
387 | 390 |
std::vector<Value> x(num); |
388 | 391 |
|
389 | 392 |
CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1); |
390 | 393 |
for (int i = 0; i < num; ++i) { |
391 | 394 |
if (x[i] != 0.0) { |
392 | 395 |
*b = std::make_pair(i, x[i]); |
393 | 396 |
++b; |
394 | 397 |
} |
395 | 398 |
} |
396 | 399 |
} |
397 | 400 |
|
398 | 401 |
void CplexBase::_setObjCoeff(int i, Value obj_coef) |
399 | 402 |
{ |
400 | 403 |
CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef); |
401 | 404 |
} |
402 | 405 |
|
403 | 406 |
CplexBase::Value CplexBase::_getObjCoeff(int i) const |
404 | 407 |
{ |
405 | 408 |
Value x; |
406 | 409 |
CPXgetobj(cplexEnv(), _prob, &x, i, i); |
407 | 410 |
return x; |
408 | 411 |
} |
409 | 412 |
|
410 | 413 |
void CplexBase::_setSense(CplexBase::Sense sense) { |
411 | 414 |
switch (sense) { |
412 | 415 |
case MIN: |
413 | 416 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MIN); |
414 | 417 |
break; |
415 | 418 |
case MAX: |
416 | 419 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MAX); |
417 | 420 |
break; |
418 | 421 |
} |
419 | 422 |
} |
420 | 423 |
|
421 | 424 |
CplexBase::Sense CplexBase::_getSense() const { |
422 | 425 |
switch (CPXgetobjsen(cplexEnv(), _prob)) { |
423 | 426 |
case CPX_MIN: |
424 | 427 |
return MIN; |
425 | 428 |
case CPX_MAX: |
426 | 429 |
return MAX; |
427 | 430 |
default: |
428 | 431 |
LEMON_ASSERT(false, "Invalid sense"); |
429 | 432 |
return CplexBase::Sense(); |
430 | 433 |
} |
431 | 434 |
} |
432 | 435 |
|
433 | 436 |
void CplexBase::_clear() { |
434 | 437 |
CPXfreeprob(cplexEnv(),&_prob); |
435 | 438 |
int status; |
436 | 439 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
437 | 440 |
rows.clear(); |
438 | 441 |
cols.clear(); |
439 | 442 |
} |
440 | 443 |
|
444 |
void CplexBase::_messageLevel(MessageLevel level) { |
|
445 |
switch (level) { |
|
446 |
case MESSAGE_NOTHING: |
|
447 |
_message_enabled = false; |
|
448 |
break; |
|
449 |
case MESSAGE_ERROR: |
|
450 |
case MESSAGE_WARNING: |
|
451 |
case MESSAGE_NORMAL: |
|
452 |
case MESSAGE_VERBOSE: |
|
453 |
_message_enabled = true; |
|
454 |
break; |
|
455 |
} |
|
456 |
} |
|
457 |
|
|
458 |
void CplexBase::_applyMessageLevel() { |
|
459 |
CPXsetintparam(cplexEnv(), CPX_PARAM_SCRIND, |
|
460 |
_message_enabled ? CPX_ON : CPX_OFF); |
|
461 |
} |
|
462 |
|
|
441 | 463 |
// CplexLp members |
442 | 464 |
|
443 | 465 |
CplexLp::CplexLp() |
444 | 466 |
: LpBase(), LpSolver(), CplexBase() {} |
445 | 467 |
|
446 | 468 |
CplexLp::CplexLp(const CplexEnv& env) |
447 | 469 |
: LpBase(), LpSolver(), CplexBase(env) {} |
448 | 470 |
|
449 | 471 |
CplexLp::CplexLp(const CplexLp& other) |
450 | 472 |
: LpBase(), LpSolver(), CplexBase(other) {} |
451 | 473 |
|
452 | 474 |
CplexLp::~CplexLp() {} |
453 | 475 |
|
454 | 476 |
CplexLp* CplexLp::newSolver() const { return new CplexLp; } |
455 | 477 |
CplexLp* CplexLp::cloneSolver() const {return new CplexLp(*this); } |
456 | 478 |
|
457 | 479 |
const char* CplexLp::_solverName() const { return "CplexLp"; } |
458 | 480 |
|
459 | 481 |
void CplexLp::_clear_temporals() { |
460 | 482 |
_col_status.clear(); |
461 | 483 |
_row_status.clear(); |
462 | 484 |
_primal_ray.clear(); |
463 | 485 |
_dual_ray.clear(); |
464 | 486 |
} |
465 | 487 |
|
466 | 488 |
// The routine returns zero unless an error occurred during the |
467 | 489 |
// optimization. Examples of errors include exhausting available |
468 | 490 |
// memory (CPXERR_NO_MEMORY) or encountering invalid data in the |
469 | 491 |
// CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a |
470 | 492 |
// user-specified CPLEX limit, or proving the model infeasible or |
471 | 493 |
// unbounded, are not considered errors. Note that a zero return |
472 | 494 |
// value does not necessarily mean that a solution exists. Use query |
473 | 495 |
// routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain |
474 | 496 |
// further information about the status of the optimization. |
475 | 497 |
CplexLp::SolveExitStatus CplexLp::convertStatus(int status) { |
476 | 498 |
#if CPX_VERSION >= 800 |
477 | 499 |
if (status == 0) { |
478 | 500 |
switch (CPXgetstat(cplexEnv(), _prob)) { |
479 | 501 |
case CPX_STAT_OPTIMAL: |
480 | 502 |
case CPX_STAT_INFEASIBLE: |
481 | 503 |
case CPX_STAT_UNBOUNDED: |
482 | 504 |
return SOLVED; |
483 | 505 |
default: |
484 | 506 |
return UNSOLVED; |
485 | 507 |
} |
486 | 508 |
} else { |
487 | 509 |
return UNSOLVED; |
488 | 510 |
} |
489 | 511 |
#else |
490 | 512 |
if (status == 0) { |
491 | 513 |
//We want to exclude some cases |
492 | 514 |
switch (CPXgetstat(cplexEnv(), _prob)) { |
493 | 515 |
case CPX_OBJ_LIM: |
494 | 516 |
case CPX_IT_LIM_FEAS: |
495 | 517 |
case CPX_IT_LIM_INFEAS: |
496 | 518 |
case CPX_TIME_LIM_FEAS: |
497 | 519 |
case CPX_TIME_LIM_INFEAS: |
498 | 520 |
return UNSOLVED; |
499 | 521 |
default: |
500 | 522 |
return SOLVED; |
501 | 523 |
} |
502 | 524 |
} else { |
503 | 525 |
return UNSOLVED; |
504 | 526 |
} |
505 | 527 |
#endif |
506 | 528 |
} |
507 | 529 |
|
508 | 530 |
CplexLp::SolveExitStatus CplexLp::_solve() { |
509 | 531 |
_clear_temporals(); |
532 |
_applyMessageLevel(); |
|
510 | 533 |
return convertStatus(CPXlpopt(cplexEnv(), _prob)); |
511 | 534 |
} |
512 | 535 |
|
513 | 536 |
CplexLp::SolveExitStatus CplexLp::solvePrimal() { |
514 | 537 |
_clear_temporals(); |
538 |
_applyMessageLevel(); |
|
515 | 539 |
return convertStatus(CPXprimopt(cplexEnv(), _prob)); |
516 | 540 |
} |
517 | 541 |
|
518 | 542 |
CplexLp::SolveExitStatus CplexLp::solveDual() { |
519 | 543 |
_clear_temporals(); |
544 |
_applyMessageLevel(); |
|
520 | 545 |
return convertStatus(CPXdualopt(cplexEnv(), _prob)); |
521 | 546 |
} |
522 | 547 |
|
523 | 548 |
CplexLp::SolveExitStatus CplexLp::solveBarrier() { |
524 | 549 |
_clear_temporals(); |
550 |
_applyMessageLevel(); |
|
525 | 551 |
return convertStatus(CPXbaropt(cplexEnv(), _prob)); |
526 | 552 |
} |
527 | 553 |
|
528 | 554 |
CplexLp::Value CplexLp::_getPrimal(int i) const { |
529 | 555 |
Value x; |
530 | 556 |
CPXgetx(cplexEnv(), _prob, &x, i, i); |
531 | 557 |
return x; |
532 | 558 |
} |
533 | 559 |
|
534 | 560 |
CplexLp::Value CplexLp::_getDual(int i) const { |
535 | 561 |
Value y; |
536 | 562 |
CPXgetpi(cplexEnv(), _prob, &y, i, i); |
537 | 563 |
return y; |
538 | 564 |
} |
539 | 565 |
|
540 | 566 |
CplexLp::Value CplexLp::_getPrimalValue() const { |
541 | 567 |
Value objval; |
542 | 568 |
CPXgetobjval(cplexEnv(), _prob, &objval); |
543 | 569 |
return objval; |
544 | 570 |
} |
545 | 571 |
|
546 | 572 |
CplexLp::VarStatus CplexLp::_getColStatus(int i) const { |
547 | 573 |
if (_col_status.empty()) { |
548 | 574 |
_col_status.resize(CPXgetnumcols(cplexEnv(), _prob)); |
549 | 575 |
CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0); |
550 | 576 |
} |
551 | 577 |
switch (_col_status[i]) { |
552 | 578 |
case CPX_BASIC: |
553 | 579 |
return BASIC; |
554 | 580 |
case CPX_FREE_SUPER: |
555 | 581 |
return FREE; |
556 | 582 |
case CPX_AT_LOWER: |
557 | 583 |
return LOWER; |
558 | 584 |
case CPX_AT_UPPER: |
559 | 585 |
return UPPER; |
560 | 586 |
default: |
561 | 587 |
LEMON_ASSERT(false, "Wrong column status"); |
562 | 588 |
return CplexLp::VarStatus(); |
563 | 589 |
} |
564 | 590 |
} |
565 | 591 |
|
566 | 592 |
CplexLp::VarStatus CplexLp::_getRowStatus(int i) const { |
567 | 593 |
if (_row_status.empty()) { |
568 | 594 |
_row_status.resize(CPXgetnumrows(cplexEnv(), _prob)); |
569 | 595 |
CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front()); |
570 | 596 |
} |
571 | 597 |
switch (_row_status[i]) { |
572 | 598 |
case CPX_BASIC: |
573 | 599 |
return BASIC; |
574 | 600 |
case CPX_AT_LOWER: |
575 | 601 |
{ |
576 | 602 |
char s; |
577 | 603 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
578 | 604 |
return s != 'L' ? LOWER : UPPER; |
579 | 605 |
} |
580 | 606 |
case CPX_AT_UPPER: |
581 | 607 |
return UPPER; |
582 | 608 |
default: |
583 | 609 |
LEMON_ASSERT(false, "Wrong row status"); |
584 | 610 |
return CplexLp::VarStatus(); |
585 | 611 |
} |
586 | 612 |
} |
587 | 613 |
|
588 | 614 |
CplexLp::Value CplexLp::_getPrimalRay(int i) const { |
589 | 615 |
if (_primal_ray.empty()) { |
590 | 616 |
_primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob)); |
591 | 617 |
CPXgetray(cplexEnv(), _prob, &_primal_ray.front()); |
592 | 618 |
} |
593 | 619 |
return _primal_ray[i]; |
594 | 620 |
} |
595 | 621 |
|
596 | 622 |
CplexLp::Value CplexLp::_getDualRay(int i) const { |
597 | 623 |
if (_dual_ray.empty()) { |
598 | 624 |
|
599 | 625 |
} |
600 | 626 |
return _dual_ray[i]; |
601 | 627 |
} |
602 | 628 |
|
603 |
// |
|
629 |
// Cplex 7.0 status values |
|
604 | 630 |
// This table lists the statuses, returned by the CPXgetstat() |
605 | 631 |
// routine, for solutions to LP problems or mixed integer problems. If |
606 | 632 |
// no solution exists, the return value is zero. |
607 | 633 |
|
608 | 634 |
// For Simplex, Barrier |
609 | 635 |
// 1 CPX_OPTIMAL |
610 | 636 |
// Optimal solution found |
611 | 637 |
// 2 CPX_INFEASIBLE |
612 | 638 |
// Problem infeasible |
613 | 639 |
// 3 CPX_UNBOUNDED |
614 | 640 |
// Problem unbounded |
615 | 641 |
// 4 CPX_OBJ_LIM |
616 | 642 |
// Objective limit exceeded in Phase II |
617 | 643 |
// 5 CPX_IT_LIM_FEAS |
618 | 644 |
// Iteration limit exceeded in Phase II |
619 | 645 |
// 6 CPX_IT_LIM_INFEAS |
620 | 646 |
// Iteration limit exceeded in Phase I |
621 | 647 |
// 7 CPX_TIME_LIM_FEAS |
622 | 648 |
// Time limit exceeded in Phase II |
623 | 649 |
// 8 CPX_TIME_LIM_INFEAS |
624 | 650 |
// Time limit exceeded in Phase I |
625 | 651 |
// 9 CPX_NUM_BEST_FEAS |
626 | 652 |
// Problem non-optimal, singularities in Phase II |
627 | 653 |
// 10 CPX_NUM_BEST_INFEAS |
628 | 654 |
// Problem non-optimal, singularities in Phase I |
629 | 655 |
// 11 CPX_OPTIMAL_INFEAS |
630 | 656 |
// Optimal solution found, unscaled infeasibilities |
631 | 657 |
// 12 CPX_ABORT_FEAS |
632 | 658 |
// Aborted in Phase II |
633 | 659 |
// 13 CPX_ABORT_INFEAS |
634 | 660 |
// Aborted in Phase I |
635 | 661 |
// 14 CPX_ABORT_DUAL_INFEAS |
636 | 662 |
// Aborted in barrier, dual infeasible |
637 | 663 |
// 15 CPX_ABORT_PRIM_INFEAS |
638 | 664 |
// Aborted in barrier, primal infeasible |
639 | 665 |
// 16 CPX_ABORT_PRIM_DUAL_INFEAS |
640 | 666 |
// Aborted in barrier, primal and dual infeasible |
641 | 667 |
// 17 CPX_ABORT_PRIM_DUAL_FEAS |
642 | 668 |
// Aborted in barrier, primal and dual feasible |
643 | 669 |
// 18 CPX_ABORT_CROSSOVER |
644 | 670 |
// Aborted in crossover |
645 | 671 |
// 19 CPX_INForUNBD |
646 | 672 |
// Infeasible or unbounded |
647 | 673 |
// 20 CPX_PIVOT |
648 | 674 |
// User pivot used |
649 | 675 |
// |
650 |
// |
|
676 |
// Pending return values |
|
651 | 677 |
// ??case CPX_ABORT_DUAL_INFEAS |
652 | 678 |
// ??case CPX_ABORT_CROSSOVER |
653 | 679 |
// ??case CPX_INForUNBD |
654 | 680 |
// ??case CPX_PIVOT |
655 | 681 |
|
656 | 682 |
//Some more interesting stuff: |
657 | 683 |
|
658 | 684 |
// CPX_PARAM_PROBMETHOD 1062 int LPMETHOD |
659 | 685 |
// 0 Automatic |
660 | 686 |
// 1 Primal Simplex |
661 | 687 |
// 2 Dual Simplex |
662 | 688 |
// 3 Network Simplex |
663 | 689 |
// 4 Standard Barrier |
664 | 690 |
// Default: 0 |
665 | 691 |
// Description: Method for linear optimization. |
666 | 692 |
// Determines which algorithm is used when CPXlpopt() (or "optimize" |
667 | 693 |
// in the Interactive Optimizer) is called. Currently the behavior of |
668 | 694 |
// the "Automatic" setting is that CPLEX simply invokes the dual |
669 | 695 |
// simplex method, but this capability may be expanded in the future |
670 | 696 |
// so that CPLEX chooses the method based on problem characteristics |
671 | 697 |
#if CPX_VERSION < 900 |
672 | 698 |
void statusSwitch(CPXENVptr cplexEnv(),int& stat){ |
673 | 699 |
int lpmethod; |
674 | 700 |
CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod); |
675 | 701 |
if (lpmethod==2){ |
676 | 702 |
if (stat==CPX_UNBOUNDED){ |
677 | 703 |
stat=CPX_INFEASIBLE; |
678 | 704 |
} |
679 | 705 |
else{ |
680 | 706 |
if (stat==CPX_INFEASIBLE) |
681 | 707 |
stat=CPX_UNBOUNDED; |
682 | 708 |
} |
683 | 709 |
} |
684 | 710 |
} |
685 | 711 |
#else |
686 | 712 |
void statusSwitch(CPXENVptr,int&){} |
687 | 713 |
#endif |
688 | 714 |
|
689 | 715 |
CplexLp::ProblemType CplexLp::_getPrimalType() const { |
690 | 716 |
// Unboundedness not treated well: the following is from cplex 9.0 doc |
691 | 717 |
// About Unboundedness |
692 | 718 |
|
693 | 719 |
// The treatment of models that are unbounded involves a few |
694 | 720 |
// subtleties. Specifically, a declaration of unboundedness means that |
695 | 721 |
// ILOG CPLEX has determined that the model has an unbounded |
696 | 722 |
// ray. Given any feasible solution x with objective z, a multiple of |
697 | 723 |
// the unbounded ray can be added to x to give a feasible solution |
698 | 724 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
699 | 725 |
// feasible solution exists, then the optimal objective is |
700 | 726 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
701 | 727 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
702 | 728 |
// to determine whether ILOG CPLEX has also concluded that the model |
703 | 729 |
// has a feasible solution. |
704 | 730 |
|
705 | 731 |
int stat = CPXgetstat(cplexEnv(), _prob); |
706 | 732 |
#if CPX_VERSION >= 800 |
707 | 733 |
switch (stat) |
708 | 734 |
{ |
709 | 735 |
case CPX_STAT_OPTIMAL: |
710 | 736 |
return OPTIMAL; |
711 | 737 |
case CPX_STAT_UNBOUNDED: |
712 | 738 |
return UNBOUNDED; |
713 | 739 |
case CPX_STAT_INFEASIBLE: |
714 | 740 |
return INFEASIBLE; |
715 | 741 |
default: |
716 | 742 |
return UNDEFINED; |
717 | 743 |
} |
718 | 744 |
#else |
719 | 745 |
statusSwitch(cplexEnv(),stat); |
720 | 746 |
//CPXgetstat(cplexEnv(), _prob); |
721 |
//printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL); |
|
722 | 747 |
switch (stat) { |
723 | 748 |
case 0: |
724 | 749 |
return UNDEFINED; //Undefined |
725 | 750 |
case CPX_OPTIMAL://Optimal |
726 | 751 |
return OPTIMAL; |
727 | 752 |
case CPX_UNBOUNDED://Unbounded |
728 | 753 |
return INFEASIBLE;//In case of dual simplex |
729 | 754 |
//return UNBOUNDED; |
730 | 755 |
case CPX_INFEASIBLE://Infeasible |
731 | 756 |
// case CPX_IT_LIM_INFEAS: |
732 | 757 |
// case CPX_TIME_LIM_INFEAS: |
733 | 758 |
// case CPX_NUM_BEST_INFEAS: |
734 | 759 |
// case CPX_OPTIMAL_INFEAS: |
735 | 760 |
// case CPX_ABORT_INFEAS: |
736 | 761 |
// case CPX_ABORT_PRIM_INFEAS: |
737 | 762 |
// case CPX_ABORT_PRIM_DUAL_INFEAS: |
738 | 763 |
return UNBOUNDED;//In case of dual simplex |
739 | 764 |
//return INFEASIBLE; |
740 | 765 |
// case CPX_OBJ_LIM: |
741 | 766 |
// case CPX_IT_LIM_FEAS: |
742 | 767 |
// case CPX_TIME_LIM_FEAS: |
743 | 768 |
// case CPX_NUM_BEST_FEAS: |
744 | 769 |
// case CPX_ABORT_FEAS: |
745 | 770 |
// case CPX_ABORT_PRIM_DUAL_FEAS: |
746 | 771 |
// return FEASIBLE; |
747 | 772 |
default: |
748 | 773 |
return UNDEFINED; //Everything else comes here |
749 | 774 |
//FIXME error |
750 | 775 |
} |
751 | 776 |
#endif |
752 | 777 |
} |
753 | 778 |
|
754 |
//9.0 |
|
779 |
// Cplex 9.0 status values |
|
755 | 780 |
// CPX_STAT_ABORT_DUAL_OBJ_LIM |
756 | 781 |
// CPX_STAT_ABORT_IT_LIM |
757 | 782 |
// CPX_STAT_ABORT_OBJ_LIM |
758 | 783 |
// CPX_STAT_ABORT_PRIM_OBJ_LIM |
759 | 784 |
// CPX_STAT_ABORT_TIME_LIM |
760 | 785 |
// CPX_STAT_ABORT_USER |
761 | 786 |
// CPX_STAT_FEASIBLE_RELAXED |
762 | 787 |
// CPX_STAT_INFEASIBLE |
763 | 788 |
// CPX_STAT_INForUNBD |
764 | 789 |
// CPX_STAT_NUM_BEST |
765 | 790 |
// CPX_STAT_OPTIMAL |
766 | 791 |
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
767 | 792 |
// CPX_STAT_OPTIMAL_INFEAS |
768 | 793 |
// CPX_STAT_OPTIMAL_RELAXED |
769 | 794 |
// CPX_STAT_UNBOUNDED |
770 | 795 |
|
771 | 796 |
CplexLp::ProblemType CplexLp::_getDualType() const { |
772 | 797 |
int stat = CPXgetstat(cplexEnv(), _prob); |
773 | 798 |
#if CPX_VERSION >= 800 |
774 | 799 |
switch (stat) { |
775 | 800 |
case CPX_STAT_OPTIMAL: |
776 | 801 |
return OPTIMAL; |
777 | 802 |
case CPX_STAT_UNBOUNDED: |
778 | 803 |
return INFEASIBLE; |
779 | 804 |
default: |
780 | 805 |
return UNDEFINED; |
781 | 806 |
} |
782 | 807 |
#else |
783 | 808 |
statusSwitch(cplexEnv(),stat); |
784 | 809 |
switch (stat) { |
785 | 810 |
case 0: |
786 | 811 |
return UNDEFINED; //Undefined |
787 | 812 |
case CPX_OPTIMAL://Optimal |
788 | 813 |
return OPTIMAL; |
789 | 814 |
case CPX_UNBOUNDED: |
790 | 815 |
return INFEASIBLE; |
791 | 816 |
default: |
792 | 817 |
return UNDEFINED; //Everything else comes here |
793 | 818 |
//FIXME error |
794 | 819 |
} |
795 | 820 |
#endif |
796 | 821 |
} |
797 | 822 |
|
798 | 823 |
// CplexMip members |
799 | 824 |
|
800 | 825 |
CplexMip::CplexMip() |
801 | 826 |
: LpBase(), MipSolver(), CplexBase() { |
802 | 827 |
|
803 | 828 |
#if CPX_VERSION < 800 |
804 | 829 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
805 | 830 |
#else |
806 | 831 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
807 | 832 |
#endif |
808 | 833 |
} |
809 | 834 |
|
810 | 835 |
CplexMip::CplexMip(const CplexEnv& env) |
811 | 836 |
: LpBase(), MipSolver(), CplexBase(env) { |
812 | 837 |
|
813 | 838 |
#if CPX_VERSION < 800 |
814 | 839 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
815 | 840 |
#else |
816 | 841 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
817 | 842 |
#endif |
818 | 843 |
|
819 | 844 |
} |
820 | 845 |
|
821 | 846 |
CplexMip::CplexMip(const CplexMip& other) |
822 | 847 |
: LpBase(), MipSolver(), CplexBase(other) {} |
823 | 848 |
|
824 | 849 |
CplexMip::~CplexMip() {} |
825 | 850 |
|
826 | 851 |
CplexMip* CplexMip::newSolver() const { return new CplexMip; } |
827 | 852 |
CplexMip* CplexMip::cloneSolver() const {return new CplexMip(*this); } |
828 | 853 |
|
829 | 854 |
const char* CplexMip::_solverName() const { return "CplexMip"; } |
830 | 855 |
|
831 | 856 |
void CplexMip::_setColType(int i, CplexMip::ColTypes col_type) { |
832 | 857 |
|
833 | 858 |
// Note If a variable is to be changed to binary, a call to CPXchgbds |
834 | 859 |
// should also be made to change the bounds to 0 and 1. |
835 | 860 |
|
836 | 861 |
switch (col_type){ |
837 | 862 |
case INTEGER: { |
838 | 863 |
const char t = 'I'; |
839 | 864 |
CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
840 | 865 |
} break; |
841 | 866 |
case REAL: { |
842 | 867 |
const char t = 'C'; |
843 | 868 |
CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
844 | 869 |
} break; |
845 | 870 |
default: |
846 | 871 |
break; |
847 | 872 |
} |
848 | 873 |
} |
849 | 874 |
|
850 | 875 |
CplexMip::ColTypes CplexMip::_getColType(int i) const { |
851 | 876 |
char t; |
852 | 877 |
CPXgetctype (cplexEnv(), _prob, &t, i, i); |
853 | 878 |
switch (t) { |
854 | 879 |
case 'I': |
855 | 880 |
return INTEGER; |
856 | 881 |
case 'C': |
857 | 882 |
return REAL; |
858 | 883 |
default: |
859 | 884 |
LEMON_ASSERT(false, "Invalid column type"); |
860 | 885 |
return ColTypes(); |
861 | 886 |
} |
862 | 887 |
|
863 | 888 |
} |
864 | 889 |
|
865 | 890 |
CplexMip::SolveExitStatus CplexMip::_solve() { |
866 | 891 |
int status; |
892 |
_applyMessageLevel(); |
|
867 | 893 |
status = CPXmipopt (cplexEnv(), _prob); |
868 | 894 |
if (status==0) |
869 | 895 |
return SOLVED; |
870 | 896 |
else |
871 | 897 |
return UNSOLVED; |
872 | 898 |
|
873 | 899 |
} |
874 | 900 |
|
875 | 901 |
|
876 | 902 |
CplexMip::ProblemType CplexMip::_getType() const { |
877 | 903 |
|
878 | 904 |
int stat = CPXgetstat(cplexEnv(), _prob); |
879 | 905 |
|
880 | 906 |
//Fortunately, MIP statuses did not change for cplex 8.0 |
881 | 907 |
switch (stat) { |
882 | 908 |
case CPXMIP_OPTIMAL: |
883 | 909 |
// Optimal integer solution has been found. |
884 | 910 |
case CPXMIP_OPTIMAL_TOL: |
885 | 911 |
// Optimal soluton with the tolerance defined by epgap or epagap has |
886 | 912 |
// been found. |
887 | 913 |
return OPTIMAL; |
888 | 914 |
//This also exists in later issues |
889 | 915 |
// case CPXMIP_UNBOUNDED: |
890 | 916 |
//return UNBOUNDED; |
891 | 917 |
case CPXMIP_INFEASIBLE: |
892 | 918 |
return INFEASIBLE; |
893 | 919 |
default: |
894 | 920 |
return UNDEFINED; |
895 | 921 |
} |
896 | 922 |
//Unboundedness not treated well: the following is from cplex 9.0 doc |
897 | 923 |
// About Unboundedness |
898 | 924 |
|
899 | 925 |
// The treatment of models that are unbounded involves a few |
900 | 926 |
// subtleties. Specifically, a declaration of unboundedness means that |
901 | 927 |
// ILOG CPLEX has determined that the model has an unbounded |
902 | 928 |
// ray. Given any feasible solution x with objective z, a multiple of |
903 | 929 |
// the unbounded ray can be added to x to give a feasible solution |
904 | 930 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
905 | 931 |
// feasible solution exists, then the optimal objective is |
906 | 932 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
907 | 933 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
908 | 934 |
// to determine whether ILOG CPLEX has also concluded that the model |
909 | 935 |
// has a feasible solution. |
910 | 936 |
} |
911 | 937 |
|
912 | 938 |
CplexMip::Value CplexMip::_getSol(int i) const { |
913 | 939 |
Value x; |
914 | 940 |
CPXgetmipx(cplexEnv(), _prob, &x, i, i); |
915 | 941 |
return x; |
916 | 942 |
} |
917 | 943 |
|
918 | 944 |
CplexMip::Value CplexMip::_getSolValue() const { |
919 | 945 |
Value objval; |
920 | 946 |
CPXgetmipobjval(cplexEnv(), _prob, &objval); |
921 | 947 |
return objval; |
922 | 948 |
} |
923 | 949 |
|
924 | 950 |
} //namespace lemon |
925 | 951 |
... | ... |
@@ -51,200 +51,215 @@ |
51 | 51 |
|
52 | 52 |
LicenseError(int status); |
53 | 53 |
char _message[510]; |
54 | 54 |
|
55 | 55 |
public: |
56 | 56 |
|
57 | 57 |
/// The short error message |
58 | 58 |
virtual const char* what() const throw() { |
59 | 59 |
return _message; |
60 | 60 |
} |
61 | 61 |
}; |
62 | 62 |
|
63 | 63 |
/// Constructor |
64 | 64 |
CplexEnv(); |
65 | 65 |
/// Shallow copy constructor |
66 | 66 |
CplexEnv(const CplexEnv&); |
67 | 67 |
/// Shallow assignement |
68 | 68 |
CplexEnv& operator=(const CplexEnv&); |
69 | 69 |
/// Destructor |
70 | 70 |
virtual ~CplexEnv(); |
71 | 71 |
|
72 | 72 |
protected: |
73 | 73 |
|
74 | 74 |
cpxenv* cplexEnv() { return _env; } |
75 | 75 |
const cpxenv* cplexEnv() const { return _env; } |
76 | 76 |
}; |
77 | 77 |
|
78 | 78 |
/// \brief Base interface for the CPLEX LP and MIP solver |
79 | 79 |
/// |
80 | 80 |
/// This class implements the common interface of the CPLEX LP and |
81 | 81 |
/// MIP solvers. |
82 | 82 |
/// \ingroup lp_group |
83 | 83 |
class CplexBase : virtual public LpBase { |
84 | 84 |
protected: |
85 | 85 |
|
86 | 86 |
CplexEnv _env; |
87 | 87 |
cpxlp* _prob; |
88 | 88 |
|
89 | 89 |
CplexBase(); |
90 | 90 |
CplexBase(const CplexEnv&); |
91 | 91 |
CplexBase(const CplexBase &); |
92 | 92 |
virtual ~CplexBase(); |
93 | 93 |
|
94 | 94 |
virtual int _addCol(); |
95 | 95 |
virtual int _addRow(); |
96 | 96 |
|
97 | 97 |
virtual void _eraseCol(int i); |
98 | 98 |
virtual void _eraseRow(int i); |
99 | 99 |
|
100 | 100 |
virtual void _eraseColId(int i); |
101 | 101 |
virtual void _eraseRowId(int i); |
102 | 102 |
|
103 | 103 |
virtual void _getColName(int col, std::string& name) const; |
104 | 104 |
virtual void _setColName(int col, const std::string& name); |
105 | 105 |
virtual int _colByName(const std::string& name) const; |
106 | 106 |
|
107 | 107 |
virtual void _getRowName(int row, std::string& name) const; |
108 | 108 |
virtual void _setRowName(int row, const std::string& name); |
109 | 109 |
virtual int _rowByName(const std::string& name) const; |
110 | 110 |
|
111 | 111 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
112 | 112 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
113 | 113 |
|
114 | 114 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
115 | 115 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
116 | 116 |
|
117 | 117 |
virtual void _setCoeff(int row, int col, Value value); |
118 | 118 |
virtual Value _getCoeff(int row, int col) const; |
119 | 119 |
|
120 | 120 |
virtual void _setColLowerBound(int i, Value value); |
121 | 121 |
virtual Value _getColLowerBound(int i) const; |
122 | 122 |
|
123 | 123 |
virtual void _setColUpperBound(int i, Value value); |
124 | 124 |
virtual Value _getColUpperBound(int i) const; |
125 | 125 |
|
126 | 126 |
private: |
127 | 127 |
void _set_row_bounds(int i, Value lb, Value ub); |
128 | 128 |
protected: |
129 | 129 |
|
130 | 130 |
virtual void _setRowLowerBound(int i, Value value); |
131 | 131 |
virtual Value _getRowLowerBound(int i) const; |
132 | 132 |
|
133 | 133 |
virtual void _setRowUpperBound(int i, Value value); |
134 | 134 |
virtual Value _getRowUpperBound(int i) const; |
135 | 135 |
|
136 | 136 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
137 | 137 |
virtual void _getObjCoeffs(InsertIterator b) const; |
138 | 138 |
|
139 | 139 |
virtual void _setObjCoeff(int i, Value obj_coef); |
140 | 140 |
virtual Value _getObjCoeff(int i) const; |
141 | 141 |
|
142 | 142 |
virtual void _setSense(Sense sense); |
143 | 143 |
virtual Sense _getSense() const; |
144 | 144 |
|
145 | 145 |
virtual void _clear(); |
146 | 146 |
|
147 |
virtual void _messageLevel(MessageLevel level); |
|
148 |
void _applyMessageLevel(); |
|
149 |
|
|
150 |
bool _message_enabled; |
|
151 |
|
|
147 | 152 |
public: |
148 | 153 |
|
149 | 154 |
/// Returns the used \c CplexEnv instance |
150 | 155 |
const CplexEnv& env() const { return _env; } |
156 |
|
|
157 |
/// \brief Returns the const cpxenv pointer |
|
151 | 158 |
/// |
159 |
/// \note The cpxenv might be destructed with the solver. |
|
152 | 160 |
const cpxenv* cplexEnv() const { return _env.cplexEnv(); } |
153 | 161 |
|
162 |
/// \brief Returns the const cpxenv pointer |
|
163 |
/// |
|
164 |
/// \note The cpxenv might be destructed with the solver. |
|
165 |
cpxenv* cplexEnv() { return _env.cplexEnv(); } |
|
166 |
|
|
167 |
/// Returns the cplex problem object |
|
154 | 168 |
cpxlp* cplexLp() { return _prob; } |
169 |
/// Returns the cplex problem object |
|
155 | 170 |
const cpxlp* cplexLp() const { return _prob; } |
156 | 171 |
|
157 | 172 |
}; |
158 | 173 |
|
159 | 174 |
/// \brief Interface for the CPLEX LP solver |
160 | 175 |
/// |
161 | 176 |
/// This class implements an interface for the CPLEX LP solver. |
162 | 177 |
///\ingroup lp_group |
163 | 178 |
class CplexLp : public LpSolver, public CplexBase { |
164 | 179 |
public: |
165 | 180 |
/// \e |
166 | 181 |
CplexLp(); |
167 | 182 |
/// \e |
168 | 183 |
CplexLp(const CplexEnv&); |
169 | 184 |
/// \e |
170 | 185 |
CplexLp(const CplexLp&); |
171 | 186 |
/// \e |
172 | 187 |
virtual ~CplexLp(); |
173 | 188 |
|
174 | 189 |
/// \e |
175 | 190 |
virtual CplexLp* cloneSolver() const; |
176 | 191 |
/// \e |
177 | 192 |
virtual CplexLp* newSolver() const; |
178 | 193 |
|
179 | 194 |
private: |
180 | 195 |
|
181 | 196 |
// these values cannot retrieved element by element |
182 | 197 |
mutable std::vector<int> _col_status; |
183 | 198 |
mutable std::vector<int> _row_status; |
184 | 199 |
|
185 | 200 |
mutable std::vector<Value> _primal_ray; |
186 | 201 |
mutable std::vector<Value> _dual_ray; |
187 | 202 |
|
188 | 203 |
void _clear_temporals(); |
189 | 204 |
|
190 | 205 |
SolveExitStatus convertStatus(int status); |
191 | 206 |
|
192 | 207 |
protected: |
193 | 208 |
|
194 | 209 |
virtual const char* _solverName() const; |
195 | 210 |
|
196 | 211 |
virtual SolveExitStatus _solve(); |
197 | 212 |
virtual Value _getPrimal(int i) const; |
198 | 213 |
virtual Value _getDual(int i) const; |
199 | 214 |
virtual Value _getPrimalValue() const; |
200 | 215 |
|
201 | 216 |
virtual VarStatus _getColStatus(int i) const; |
202 | 217 |
virtual VarStatus _getRowStatus(int i) const; |
203 | 218 |
|
204 | 219 |
virtual Value _getPrimalRay(int i) const; |
205 | 220 |
virtual Value _getDualRay(int i) const; |
206 | 221 |
|
207 | 222 |
virtual ProblemType _getPrimalType() const; |
208 | 223 |
virtual ProblemType _getDualType() const; |
209 | 224 |
|
210 | 225 |
public: |
211 | 226 |
|
212 | 227 |
/// Solve with primal simplex method |
213 | 228 |
SolveExitStatus solvePrimal(); |
214 | 229 |
|
215 | 230 |
/// Solve with dual simplex method |
216 | 231 |
SolveExitStatus solveDual(); |
217 | 232 |
|
218 | 233 |
/// Solve with barrier method |
219 | 234 |
SolveExitStatus solveBarrier(); |
220 | 235 |
|
221 | 236 |
}; |
222 | 237 |
|
223 | 238 |
/// \brief Interface for the CPLEX MIP solver |
224 | 239 |
/// |
225 | 240 |
/// This class implements an interface for the CPLEX MIP solver. |
226 | 241 |
///\ingroup lp_group |
227 | 242 |
class CplexMip : public MipSolver, public CplexBase { |
228 | 243 |
public: |
229 | 244 |
/// \e |
230 | 245 |
CplexMip(); |
231 | 246 |
/// \e |
232 | 247 |
CplexMip(const CplexEnv&); |
233 | 248 |
/// \e |
234 | 249 |
CplexMip(const CplexMip&); |
235 | 250 |
/// \e |
236 | 251 |
virtual ~CplexMip(); |
237 | 252 |
|
238 | 253 |
/// \e |
239 | 254 |
virtual CplexMip* cloneSolver() const; |
240 | 255 |
/// \e |
241 | 256 |
virtual CplexMip* newSolver() const; |
242 | 257 |
|
243 | 258 |
protected: |
244 | 259 |
|
245 | 260 |
|
246 | 261 |
virtual const char* _solverName() const; |
247 | 262 |
|
248 | 263 |
virtual ColTypes _getColType(int col) const; |
249 | 264 |
virtual void _setColType(int col, ColTypes col_type); |
250 | 265 |
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 |
///\file |
20 | 20 |
///\brief Implementation of the LEMON GLPK LP and MIP solver interface. |
21 | 21 |
|
22 | 22 |
#include <lemon/glpk.h> |
23 | 23 |
#include <glpk.h> |
24 | 24 |
|
25 | 25 |
#include <lemon/assert.h> |
26 | 26 |
|
27 | 27 |
namespace lemon { |
28 | 28 |
|
29 | 29 |
// GlpkBase members |
30 | 30 |
|
31 | 31 |
GlpkBase::GlpkBase() : LpBase() { |
32 | 32 |
lp = glp_create_prob(); |
33 | 33 |
glp_create_index(lp); |
34 |
messageLevel(MESSAGE_NOTHING); |
|
34 | 35 |
} |
35 | 36 |
|
36 | 37 |
GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() { |
37 | 38 |
lp = glp_create_prob(); |
38 | 39 |
glp_copy_prob(lp, other.lp, GLP_ON); |
39 | 40 |
glp_create_index(lp); |
40 | 41 |
rows = other.rows; |
41 | 42 |
cols = other.cols; |
43 |
messageLevel(MESSAGE_NOTHING); |
|
42 | 44 |
} |
43 | 45 |
|
44 | 46 |
GlpkBase::~GlpkBase() { |
45 | 47 |
glp_delete_prob(lp); |
46 | 48 |
} |
47 | 49 |
|
48 | 50 |
int GlpkBase::_addCol() { |
49 | 51 |
int i = glp_add_cols(lp, 1); |
50 | 52 |
glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0); |
51 | 53 |
return i; |
52 | 54 |
} |
53 | 55 |
|
54 | 56 |
int GlpkBase::_addRow() { |
55 | 57 |
int i = glp_add_rows(lp, 1); |
56 | 58 |
glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0); |
57 | 59 |
return i; |
58 | 60 |
} |
59 | 61 |
|
60 | 62 |
void GlpkBase::_eraseCol(int i) { |
61 | 63 |
int ca[2]; |
62 | 64 |
ca[1] = i; |
63 | 65 |
glp_del_cols(lp, 1, ca); |
64 | 66 |
} |
65 | 67 |
|
66 | 68 |
void GlpkBase::_eraseRow(int i) { |
67 | 69 |
int ra[2]; |
68 | 70 |
ra[1] = i; |
69 | 71 |
glp_del_rows(lp, 1, ra); |
70 | 72 |
} |
71 | 73 |
|
72 | 74 |
void GlpkBase::_eraseColId(int i) { |
73 | 75 |
cols.eraseIndex(i); |
74 | 76 |
cols.shiftIndices(i); |
75 | 77 |
} |
76 | 78 |
|
77 | 79 |
void GlpkBase::_eraseRowId(int i) { |
78 | 80 |
rows.eraseIndex(i); |
79 | 81 |
rows.shiftIndices(i); |
80 | 82 |
} |
81 | 83 |
|
82 | 84 |
void GlpkBase::_getColName(int c, std::string& name) const { |
83 | 85 |
const char *str = glp_get_col_name(lp, c); |
84 | 86 |
if (str) name = str; |
85 | 87 |
else name.clear(); |
86 | 88 |
} |
87 | 89 |
|
88 | 90 |
void GlpkBase::_setColName(int c, const std::string & name) { |
89 | 91 |
glp_set_col_name(lp, c, const_cast<char*>(name.c_str())); |
90 | 92 |
|
91 | 93 |
} |
92 | 94 |
|
93 | 95 |
int GlpkBase::_colByName(const std::string& name) const { |
94 | 96 |
int k = glp_find_col(lp, const_cast<char*>(name.c_str())); |
95 | 97 |
return k > 0 ? k : -1; |
96 | 98 |
} |
97 | 99 |
|
98 | 100 |
void GlpkBase::_getRowName(int r, std::string& name) const { |
99 | 101 |
const char *str = glp_get_row_name(lp, r); |
100 | 102 |
if (str) name = str; |
101 | 103 |
else name.clear(); |
102 | 104 |
} |
103 | 105 |
|
104 | 106 |
void GlpkBase::_setRowName(int r, const std::string & name) { |
105 | 107 |
glp_set_row_name(lp, r, const_cast<char*>(name.c_str())); |
106 | 108 |
|
107 | 109 |
} |
108 | 110 |
|
109 | 111 |
int GlpkBase::_rowByName(const std::string& name) const { |
110 | 112 |
int k = glp_find_row(lp, const_cast<char*>(name.c_str())); |
111 | 113 |
return k > 0 ? k : -1; |
112 | 114 |
} |
113 | 115 |
|
114 | 116 |
void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
115 | 117 |
std::vector<int> indexes; |
116 | 118 |
std::vector<Value> values; |
117 | 119 |
|
118 | 120 |
indexes.push_back(0); |
119 | 121 |
values.push_back(0); |
120 | 122 |
|
121 | 123 |
for(ExprIterator it = b; it != e; ++it) { |
122 | 124 |
indexes.push_back(it->first); |
123 | 125 |
values.push_back(it->second); |
124 | 126 |
} |
125 | 127 |
|
126 | 128 |
glp_set_mat_row(lp, i, values.size() - 1, |
127 | 129 |
&indexes.front(), &values.front()); |
128 | 130 |
} |
129 | 131 |
|
130 | 132 |
void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const { |
131 | 133 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
132 | 134 |
|
133 | 135 |
std::vector<int> indexes(length + 1); |
134 | 136 |
std::vector<Value> values(length + 1); |
135 | 137 |
|
136 | 138 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
137 | 139 |
|
... | ... |
@@ -433,284 +435,276 @@ |
433 | 435 |
} else { |
434 | 436 |
switch (b) { |
435 | 437 |
case GLP_FR: |
436 | 438 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
437 | 439 |
break; |
438 | 440 |
case GLP_UP: |
439 | 441 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
440 | 442 |
break; |
441 | 443 |
case GLP_LO: |
442 | 444 |
case GLP_DB: |
443 | 445 |
case GLP_FX: |
444 | 446 |
if (lo == up) |
445 | 447 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
446 | 448 |
else |
447 | 449 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
448 | 450 |
break; |
449 | 451 |
default: |
450 | 452 |
break; |
451 | 453 |
} |
452 | 454 |
} |
453 | 455 |
} |
454 | 456 |
|
455 | 457 |
GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const { |
456 | 458 |
int b = glp_get_row_type(lp, i); |
457 | 459 |
switch (b) { |
458 | 460 |
case GLP_UP: |
459 | 461 |
case GLP_DB: |
460 | 462 |
case GLP_FX: |
461 | 463 |
return glp_get_row_ub(lp, i); |
462 | 464 |
default: |
463 | 465 |
return INF; |
464 | 466 |
} |
465 | 467 |
} |
466 | 468 |
|
467 | 469 |
void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
468 | 470 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) { |
469 | 471 |
glp_set_obj_coef(lp, i, 0.0); |
470 | 472 |
} |
471 | 473 |
for (ExprIterator it = b; it != e; ++it) { |
472 | 474 |
glp_set_obj_coef(lp, it->first, it->second); |
473 | 475 |
} |
474 | 476 |
} |
475 | 477 |
|
476 | 478 |
void GlpkBase::_getObjCoeffs(InsertIterator b) const { |
477 | 479 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) { |
478 | 480 |
Value val = glp_get_obj_coef(lp, i); |
479 | 481 |
if (val != 0.0) { |
480 | 482 |
*b = std::make_pair(i, val); |
481 | 483 |
++b; |
482 | 484 |
} |
483 | 485 |
} |
484 | 486 |
} |
485 | 487 |
|
486 | 488 |
void GlpkBase::_setObjCoeff(int i, Value obj_coef) { |
487 | 489 |
//i = 0 means the constant term (shift) |
488 | 490 |
glp_set_obj_coef(lp, i, obj_coef); |
489 | 491 |
} |
490 | 492 |
|
491 | 493 |
GlpkBase::Value GlpkBase::_getObjCoeff(int i) const { |
492 | 494 |
//i = 0 means the constant term (shift) |
493 | 495 |
return glp_get_obj_coef(lp, i); |
494 | 496 |
} |
495 | 497 |
|
496 | 498 |
void GlpkBase::_setSense(GlpkBase::Sense sense) { |
497 | 499 |
switch (sense) { |
498 | 500 |
case MIN: |
499 | 501 |
glp_set_obj_dir(lp, GLP_MIN); |
500 | 502 |
break; |
501 | 503 |
case MAX: |
502 | 504 |
glp_set_obj_dir(lp, GLP_MAX); |
503 | 505 |
break; |
504 | 506 |
} |
505 | 507 |
} |
506 | 508 |
|
507 | 509 |
GlpkBase::Sense GlpkBase::_getSense() const { |
508 | 510 |
switch(glp_get_obj_dir(lp)) { |
509 | 511 |
case GLP_MIN: |
510 | 512 |
return MIN; |
511 | 513 |
case GLP_MAX: |
512 | 514 |
return MAX; |
513 | 515 |
default: |
514 | 516 |
LEMON_ASSERT(false, "Wrong sense"); |
515 | 517 |
return GlpkBase::Sense(); |
516 | 518 |
} |
517 | 519 |
} |
518 | 520 |
|
519 | 521 |
void GlpkBase::_clear() { |
520 | 522 |
glp_erase_prob(lp); |
521 | 523 |
rows.clear(); |
522 | 524 |
cols.clear(); |
523 | 525 |
} |
524 | 526 |
|
525 | 527 |
void GlpkBase::freeEnv() { |
526 | 528 |
glp_free_env(); |
527 | 529 |
} |
528 | 530 |
|
531 |
void GlpkBase::_messageLevel(MessageLevel level) { |
|
532 |
switch (level) { |
|
533 |
case MESSAGE_NOTHING: |
|
534 |
_message_level = GLP_MSG_OFF; |
|
535 |
break; |
|
536 |
case MESSAGE_ERROR: |
|
537 |
_message_level = GLP_MSG_ERR; |
|
538 |
break; |
|
539 |
case MESSAGE_WARNING: |
|
540 |
_message_level = GLP_MSG_ERR; |
|
541 |
break; |
|
542 |
case MESSAGE_NORMAL: |
|
543 |
_message_level = GLP_MSG_ON; |
|
544 |
break; |
|
545 |
case MESSAGE_VERBOSE: |
|
546 |
_message_level = GLP_MSG_ALL; |
|
547 |
break; |
|
548 |
} |
|
549 |
} |
|
550 |
|
|
529 | 551 |
GlpkBase::FreeEnvHelper GlpkBase::freeEnvHelper; |
530 | 552 |
|
531 | 553 |
// GlpkLp members |
532 | 554 |
|
533 | 555 |
GlpkLp::GlpkLp() |
534 | 556 |
: LpBase(), LpSolver(), GlpkBase() { |
535 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
536 | 557 |
presolver(false); |
537 | 558 |
} |
538 | 559 |
|
539 | 560 |
GlpkLp::GlpkLp(const GlpkLp& other) |
540 | 561 |
: LpBase(other), LpSolver(other), GlpkBase(other) { |
541 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
542 | 562 |
presolver(false); |
543 | 563 |
} |
544 | 564 |
|
545 | 565 |
GlpkLp* GlpkLp::newSolver() const { return new GlpkLp; } |
546 | 566 |
GlpkLp* GlpkLp::cloneSolver() const { return new GlpkLp(*this); } |
547 | 567 |
|
548 | 568 |
const char* GlpkLp::_solverName() const { return "GlpkLp"; } |
549 | 569 |
|
550 | 570 |
void GlpkLp::_clear_temporals() { |
551 | 571 |
_primal_ray.clear(); |
552 | 572 |
_dual_ray.clear(); |
553 | 573 |
} |
554 | 574 |
|
555 | 575 |
GlpkLp::SolveExitStatus GlpkLp::_solve() { |
556 | 576 |
return solvePrimal(); |
557 | 577 |
} |
558 | 578 |
|
559 | 579 |
GlpkLp::SolveExitStatus GlpkLp::solvePrimal() { |
560 | 580 |
_clear_temporals(); |
561 | 581 |
|
562 | 582 |
glp_smcp smcp; |
563 | 583 |
glp_init_smcp(&smcp); |
564 | 584 |
|
565 |
switch (_message_level) { |
|
566 |
case MESSAGE_NO_OUTPUT: |
|
567 |
smcp.msg_lev = GLP_MSG_OFF; |
|
568 |
break; |
|
569 |
case MESSAGE_ERROR_MESSAGE: |
|
570 |
smcp.msg_lev = GLP_MSG_ERR; |
|
571 |
break; |
|
572 |
case MESSAGE_NORMAL_OUTPUT: |
|
573 |
smcp.msg_lev = GLP_MSG_ON; |
|
574 |
break; |
|
575 |
case MESSAGE_FULL_OUTPUT: |
|
576 |
smcp.msg_lev = GLP_MSG_ALL; |
|
577 |
break; |
|
578 |
} |
|
585 |
smcp.msg_lev = _message_level; |
|
579 | 586 |
smcp.presolve = _presolve; |
580 | 587 |
|
581 | 588 |
// If the basis is not valid we get an error return value. |
582 | 589 |
// In this case we can try to create a new basis. |
583 | 590 |
switch (glp_simplex(lp, &smcp)) { |
584 | 591 |
case 0: |
585 | 592 |
break; |
586 | 593 |
case GLP_EBADB: |
587 | 594 |
case GLP_ESING: |
588 | 595 |
case GLP_ECOND: |
589 | 596 |
glp_term_out(false); |
590 | 597 |
glp_adv_basis(lp, 0); |
591 | 598 |
glp_term_out(true); |
592 | 599 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
593 | 600 |
break; |
594 | 601 |
default: |
595 | 602 |
return UNSOLVED; |
596 | 603 |
} |
597 | 604 |
|
598 | 605 |
return SOLVED; |
599 | 606 |
} |
600 | 607 |
|
601 | 608 |
GlpkLp::SolveExitStatus GlpkLp::solveDual() { |
602 | 609 |
_clear_temporals(); |
603 | 610 |
|
604 | 611 |
glp_smcp smcp; |
605 | 612 |
glp_init_smcp(&smcp); |
606 | 613 |
|
607 |
switch (_message_level) { |
|
608 |
case MESSAGE_NO_OUTPUT: |
|
609 |
smcp.msg_lev = GLP_MSG_OFF; |
|
610 |
break; |
|
611 |
case MESSAGE_ERROR_MESSAGE: |
|
612 |
smcp.msg_lev = GLP_MSG_ERR; |
|
613 |
break; |
|
614 |
case MESSAGE_NORMAL_OUTPUT: |
|
615 |
smcp.msg_lev = GLP_MSG_ON; |
|
616 |
break; |
|
617 |
case MESSAGE_FULL_OUTPUT: |
|
618 |
smcp.msg_lev = GLP_MSG_ALL; |
|
619 |
break; |
|
620 |
} |
|
614 |
smcp.msg_lev = _message_level; |
|
621 | 615 |
smcp.meth = GLP_DUAL; |
622 | 616 |
smcp.presolve = _presolve; |
623 | 617 |
|
624 | 618 |
// If the basis is not valid we get an error return value. |
625 | 619 |
// In this case we can try to create a new basis. |
626 | 620 |
switch (glp_simplex(lp, &smcp)) { |
627 | 621 |
case 0: |
628 | 622 |
break; |
629 | 623 |
case GLP_EBADB: |
630 | 624 |
case GLP_ESING: |
631 | 625 |
case GLP_ECOND: |
632 | 626 |
glp_term_out(false); |
633 | 627 |
glp_adv_basis(lp, 0); |
634 | 628 |
glp_term_out(true); |
635 | 629 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
636 | 630 |
break; |
637 | 631 |
default: |
638 | 632 |
return UNSOLVED; |
639 | 633 |
} |
640 | 634 |
return SOLVED; |
641 | 635 |
} |
642 | 636 |
|
643 | 637 |
GlpkLp::Value GlpkLp::_getPrimal(int i) const { |
644 | 638 |
return glp_get_col_prim(lp, i); |
645 | 639 |
} |
646 | 640 |
|
647 | 641 |
GlpkLp::Value GlpkLp::_getDual(int i) const { |
648 | 642 |
return glp_get_row_dual(lp, i); |
649 | 643 |
} |
650 | 644 |
|
651 | 645 |
GlpkLp::Value GlpkLp::_getPrimalValue() const { |
652 | 646 |
return glp_get_obj_val(lp); |
653 | 647 |
} |
654 | 648 |
|
655 | 649 |
GlpkLp::VarStatus GlpkLp::_getColStatus(int i) const { |
656 | 650 |
switch (glp_get_col_stat(lp, i)) { |
657 | 651 |
case GLP_BS: |
658 | 652 |
return BASIC; |
659 | 653 |
case GLP_UP: |
660 | 654 |
return UPPER; |
661 | 655 |
case GLP_LO: |
662 | 656 |
return LOWER; |
663 | 657 |
case GLP_NF: |
664 | 658 |
return FREE; |
665 | 659 |
case GLP_NS: |
666 | 660 |
return FIXED; |
667 | 661 |
default: |
668 | 662 |
LEMON_ASSERT(false, "Wrong column status"); |
669 | 663 |
return GlpkLp::VarStatus(); |
670 | 664 |
} |
671 | 665 |
} |
672 | 666 |
|
673 | 667 |
GlpkLp::VarStatus GlpkLp::_getRowStatus(int i) const { |
674 | 668 |
switch (glp_get_row_stat(lp, i)) { |
675 | 669 |
case GLP_BS: |
676 | 670 |
return BASIC; |
677 | 671 |
case GLP_UP: |
678 | 672 |
return UPPER; |
679 | 673 |
case GLP_LO: |
680 | 674 |
return LOWER; |
681 | 675 |
case GLP_NF: |
682 | 676 |
return FREE; |
683 | 677 |
case GLP_NS: |
684 | 678 |
return FIXED; |
685 | 679 |
default: |
686 | 680 |
LEMON_ASSERT(false, "Wrong row status"); |
687 | 681 |
return GlpkLp::VarStatus(); |
688 | 682 |
} |
689 | 683 |
} |
690 | 684 |
|
691 | 685 |
GlpkLp::Value GlpkLp::_getPrimalRay(int i) const { |
692 | 686 |
if (_primal_ray.empty()) { |
693 | 687 |
int row_num = glp_get_num_rows(lp); |
694 | 688 |
int col_num = glp_get_num_cols(lp); |
695 | 689 |
|
696 | 690 |
_primal_ray.resize(col_num + 1, 0.0); |
697 | 691 |
|
698 | 692 |
int index = glp_get_unbnd_ray(lp); |
699 | 693 |
if (index != 0) { |
700 | 694 |
// The primal ray is found in primal simplex second phase |
701 | 695 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
702 | 696 |
glp_get_col_stat(lp, index - row_num)) != GLP_BS, |
703 | 697 |
"Wrong primal ray"); |
704 | 698 |
|
705 | 699 |
bool negate = glp_get_obj_dir(lp) == GLP_MAX; |
706 | 700 |
|
707 | 701 |
if (index > row_num) { |
708 | 702 |
_primal_ray[index - row_num] = 1.0; |
709 | 703 |
if (glp_get_col_dual(lp, index - row_num) > 0) { |
710 | 704 |
negate = !negate; |
711 | 705 |
} |
712 | 706 |
} else { |
713 | 707 |
if (glp_get_row_dual(lp, index) > 0) { |
714 | 708 |
negate = !negate; |
715 | 709 |
} |
716 | 710 |
} |
... | ... |
@@ -765,245 +759,209 @@ |
765 | 759 |
} |
766 | 760 |
} else { |
767 | 761 |
idx = glp_get_row_bind(lp, index); |
768 | 762 |
if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) { |
769 | 763 |
negate = true; |
770 | 764 |
} |
771 | 765 |
} |
772 | 766 |
|
773 | 767 |
_dual_ray[idx] = negate ? - 1.0 : 1.0; |
774 | 768 |
|
775 | 769 |
glp_btran(lp, &_dual_ray.front()); |
776 | 770 |
} else { |
777 | 771 |
double eps = 1e-7; |
778 | 772 |
// The dual ray is found in primal simplex first phase |
779 | 773 |
// We assume that the glpk minimizes the slack to get feasible solution |
780 | 774 |
for (int i = 1; i <= row_num; ++i) { |
781 | 775 |
int index = glp_get_bhead(lp, i); |
782 | 776 |
if (index <= row_num) { |
783 | 777 |
double res = glp_get_row_prim(lp, index); |
784 | 778 |
if (res > glp_get_row_ub(lp, index) + eps) { |
785 | 779 |
_dual_ray[i] = -1; |
786 | 780 |
} else if (res < glp_get_row_lb(lp, index) - eps) { |
787 | 781 |
_dual_ray[i] = 1; |
788 | 782 |
} else { |
789 | 783 |
_dual_ray[i] = 0; |
790 | 784 |
} |
791 | 785 |
_dual_ray[i] *= glp_get_rii(lp, index); |
792 | 786 |
} else { |
793 | 787 |
double res = glp_get_col_prim(lp, index - row_num); |
794 | 788 |
if (res > glp_get_col_ub(lp, index - row_num) + eps) { |
795 | 789 |
_dual_ray[i] = -1; |
796 | 790 |
} else if (res < glp_get_col_lb(lp, index - row_num) - eps) { |
797 | 791 |
_dual_ray[i] = 1; |
798 | 792 |
} else { |
799 | 793 |
_dual_ray[i] = 0; |
800 | 794 |
} |
801 | 795 |
_dual_ray[i] /= glp_get_sjj(lp, index - row_num); |
802 | 796 |
} |
803 | 797 |
} |
804 | 798 |
|
805 | 799 |
glp_btran(lp, &_dual_ray.front()); |
806 | 800 |
|
807 | 801 |
for (int i = 1; i <= row_num; ++i) { |
808 | 802 |
_dual_ray[i] /= glp_get_rii(lp, i); |
809 | 803 |
} |
810 | 804 |
} |
811 | 805 |
} |
812 | 806 |
return _dual_ray[i]; |
813 | 807 |
} |
814 | 808 |
|
815 | 809 |
GlpkLp::ProblemType GlpkLp::_getPrimalType() const { |
816 | 810 |
if (glp_get_status(lp) == GLP_OPT) |
817 | 811 |
return OPTIMAL; |
818 | 812 |
switch (glp_get_prim_stat(lp)) { |
819 | 813 |
case GLP_UNDEF: |
820 | 814 |
return UNDEFINED; |
821 | 815 |
case GLP_FEAS: |
822 | 816 |
case GLP_INFEAS: |
823 | 817 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) { |
824 | 818 |
return UNBOUNDED; |
825 | 819 |
} else { |
826 | 820 |
return UNDEFINED; |
827 | 821 |
} |
828 | 822 |
case GLP_NOFEAS: |
829 | 823 |
return INFEASIBLE; |
830 | 824 |
default: |
831 | 825 |
LEMON_ASSERT(false, "Wrong primal type"); |
832 | 826 |
return GlpkLp::ProblemType(); |
833 | 827 |
} |
834 | 828 |
} |
835 | 829 |
|
836 | 830 |
GlpkLp::ProblemType GlpkLp::_getDualType() const { |
837 | 831 |
if (glp_get_status(lp) == GLP_OPT) |
838 | 832 |
return OPTIMAL; |
839 | 833 |
switch (glp_get_dual_stat(lp)) { |
840 | 834 |
case GLP_UNDEF: |
841 | 835 |
return UNDEFINED; |
842 | 836 |
case GLP_FEAS: |
843 | 837 |
case GLP_INFEAS: |
844 | 838 |
if (glp_get_prim_stat(lp) == GLP_NOFEAS) { |
845 | 839 |
return UNBOUNDED; |
846 | 840 |
} else { |
847 | 841 |
return UNDEFINED; |
848 | 842 |
} |
849 | 843 |
case GLP_NOFEAS: |
850 | 844 |
return INFEASIBLE; |
851 | 845 |
default: |
852 | 846 |
LEMON_ASSERT(false, "Wrong primal type"); |
853 | 847 |
return GlpkLp::ProblemType(); |
854 | 848 |
} |
855 | 849 |
} |
856 | 850 |
|
857 | 851 |
void GlpkLp::presolver(bool presolve) { |
858 | 852 |
_presolve = presolve; |
859 | 853 |
} |
860 | 854 |
|
861 |
void GlpkLp::messageLevel(MessageLevel m) { |
|
862 |
_message_level = m; |
|
863 |
} |
|
864 |
|
|
865 | 855 |
// GlpkMip members |
866 | 856 |
|
867 | 857 |
GlpkMip::GlpkMip() |
868 | 858 |
: LpBase(), MipSolver(), GlpkBase() { |
869 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
870 | 859 |
} |
871 | 860 |
|
872 | 861 |
GlpkMip::GlpkMip(const GlpkMip& other) |
873 | 862 |
: LpBase(), MipSolver(), GlpkBase(other) { |
874 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
875 | 863 |
} |
876 | 864 |
|
877 | 865 |
void GlpkMip::_setColType(int i, GlpkMip::ColTypes col_type) { |
878 | 866 |
switch (col_type) { |
879 | 867 |
case INTEGER: |
880 | 868 |
glp_set_col_kind(lp, i, GLP_IV); |
881 | 869 |
break; |
882 | 870 |
case REAL: |
883 | 871 |
glp_set_col_kind(lp, i, GLP_CV); |
884 | 872 |
break; |
885 | 873 |
} |
886 | 874 |
} |
887 | 875 |
|
888 | 876 |
GlpkMip::ColTypes GlpkMip::_getColType(int i) const { |
889 | 877 |
switch (glp_get_col_kind(lp, i)) { |
890 | 878 |
case GLP_IV: |
891 | 879 |
case GLP_BV: |
892 | 880 |
return INTEGER; |
893 | 881 |
default: |
894 | 882 |
return REAL; |
895 | 883 |
} |
896 | 884 |
|
897 | 885 |
} |
898 | 886 |
|
899 | 887 |
GlpkMip::SolveExitStatus GlpkMip::_solve() { |
900 | 888 |
glp_smcp smcp; |
901 | 889 |
glp_init_smcp(&smcp); |
902 | 890 |
|
903 |
switch (_message_level) { |
|
904 |
case MESSAGE_NO_OUTPUT: |
|
905 |
smcp.msg_lev = GLP_MSG_OFF; |
|
906 |
break; |
|
907 |
case MESSAGE_ERROR_MESSAGE: |
|
908 |
smcp.msg_lev = GLP_MSG_ERR; |
|
909 |
break; |
|
910 |
case MESSAGE_NORMAL_OUTPUT: |
|
911 |
smcp.msg_lev = GLP_MSG_ON; |
|
912 |
break; |
|
913 |
case MESSAGE_FULL_OUTPUT: |
|
914 |
smcp.msg_lev = GLP_MSG_ALL; |
|
915 |
break; |
|
916 |
} |
|
891 |
smcp.msg_lev = _message_level; |
|
917 | 892 |
smcp.meth = GLP_DUAL; |
918 | 893 |
|
919 | 894 |
// If the basis is not valid we get an error return value. |
920 | 895 |
// In this case we can try to create a new basis. |
921 | 896 |
switch (glp_simplex(lp, &smcp)) { |
922 | 897 |
case 0: |
923 | 898 |
break; |
924 | 899 |
case GLP_EBADB: |
925 | 900 |
case GLP_ESING: |
926 | 901 |
case GLP_ECOND: |
927 | 902 |
glp_term_out(false); |
928 | 903 |
glp_adv_basis(lp, 0); |
929 | 904 |
glp_term_out(true); |
930 | 905 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
931 | 906 |
break; |
932 | 907 |
default: |
933 | 908 |
return UNSOLVED; |
934 | 909 |
} |
935 | 910 |
|
936 | 911 |
if (glp_get_status(lp) != GLP_OPT) return SOLVED; |
937 | 912 |
|
938 | 913 |
glp_iocp iocp; |
939 | 914 |
glp_init_iocp(&iocp); |
940 | 915 |
|
941 |
switch (_message_level) { |
|
942 |
case MESSAGE_NO_OUTPUT: |
|
943 |
iocp.msg_lev = GLP_MSG_OFF; |
|
944 |
break; |
|
945 |
case MESSAGE_ERROR_MESSAGE: |
|
946 |
iocp.msg_lev = GLP_MSG_ERR; |
|
947 |
break; |
|
948 |
case MESSAGE_NORMAL_OUTPUT: |
|
949 |
iocp.msg_lev = GLP_MSG_ON; |
|
950 |
break; |
|
951 |
case MESSAGE_FULL_OUTPUT: |
|
952 |
iocp.msg_lev = GLP_MSG_ALL; |
|
953 |
break; |
|
954 |
} |
|
916 |
iocp.msg_lev = _message_level; |
|
955 | 917 |
|
956 | 918 |
if (glp_intopt(lp, &iocp) != 0) return UNSOLVED; |
957 | 919 |
return SOLVED; |
958 | 920 |
} |
959 | 921 |
|
960 | 922 |
|
961 | 923 |
GlpkMip::ProblemType GlpkMip::_getType() const { |
962 | 924 |
switch (glp_get_status(lp)) { |
963 | 925 |
case GLP_OPT: |
964 | 926 |
switch (glp_mip_status(lp)) { |
965 | 927 |
case GLP_UNDEF: |
966 | 928 |
return UNDEFINED; |
967 | 929 |
case GLP_NOFEAS: |
968 | 930 |
return INFEASIBLE; |
969 | 931 |
case GLP_FEAS: |
970 | 932 |
return FEASIBLE; |
971 | 933 |
case GLP_OPT: |
972 | 934 |
return OPTIMAL; |
973 | 935 |
default: |
974 | 936 |
LEMON_ASSERT(false, "Wrong problem type."); |
975 | 937 |
return GlpkMip::ProblemType(); |
976 | 938 |
} |
977 | 939 |
case GLP_NOFEAS: |
978 | 940 |
return INFEASIBLE; |
979 | 941 |
case GLP_INFEAS: |
980 | 942 |
case GLP_FEAS: |
981 | 943 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) { |
982 | 944 |
return UNBOUNDED; |
983 | 945 |
} else { |
984 | 946 |
return UNDEFINED; |
985 | 947 |
} |
986 | 948 |
default: |
987 | 949 |
LEMON_ASSERT(false, "Wrong problem type."); |
988 | 950 |
return GlpkMip::ProblemType(); |
989 | 951 |
} |
990 | 952 |
} |
991 | 953 |
|
992 | 954 |
GlpkMip::Value GlpkMip::_getSol(int i) const { |
993 | 955 |
return glp_mip_col_val(lp, i); |
994 | 956 |
} |
995 | 957 |
|
996 | 958 |
GlpkMip::Value GlpkMip::_getSolValue() const { |
997 | 959 |
return glp_mip_obj_val(lp); |
998 | 960 |
} |
999 | 961 |
|
1000 | 962 |
GlpkMip* GlpkMip::newSolver() const { return new GlpkMip; } |
1001 | 963 |
GlpkMip* GlpkMip::cloneSolver() const {return new GlpkMip(*this); } |
1002 | 964 |
|
1003 | 965 |
const char* GlpkMip::_solverName() const { return "GlpkMip"; } |
1004 | 966 |
|
1005 |
void GlpkMip::messageLevel(MessageLevel m) { |
|
1006 |
_message_level = m; |
|
1007 |
} |
|
1008 |
|
|
1009 | 967 |
} //END OF NAMESPACE LEMON |
... | ... |
@@ -7,271 +7,229 @@ |
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_GLPK_H |
20 | 20 |
#define LEMON_GLPK_H |
21 | 21 |
|
22 | 22 |
///\file |
23 | 23 |
///\brief Header of the LEMON-GLPK lp solver interface. |
24 | 24 |
///\ingroup lp_group |
25 | 25 |
|
26 | 26 |
#include <lemon/lp_base.h> |
27 | 27 |
|
28 | 28 |
// forward declaration |
29 | 29 |
#ifndef _GLP_PROB |
30 | 30 |
#define _GLP_PROB |
31 | 31 |
typedef struct { double _prob; } glp_prob; |
32 | 32 |
/* LP/MIP problem object */ |
33 | 33 |
#endif |
34 | 34 |
|
35 | 35 |
namespace lemon { |
36 | 36 |
|
37 | 37 |
|
38 | 38 |
/// \brief Base interface for the GLPK LP and MIP solver |
39 | 39 |
/// |
40 | 40 |
/// This class implements the common interface of the GLPK LP and MIP solver. |
41 | 41 |
/// \ingroup lp_group |
42 | 42 |
class GlpkBase : virtual public LpBase { |
43 | 43 |
protected: |
44 | 44 |
|
45 | 45 |
typedef glp_prob LPX; |
46 | 46 |
glp_prob* lp; |
47 | 47 |
|
48 | 48 |
GlpkBase(); |
49 | 49 |
GlpkBase(const GlpkBase&); |
50 | 50 |
virtual ~GlpkBase(); |
51 | 51 |
|
52 | 52 |
protected: |
53 | 53 |
|
54 | 54 |
virtual int _addCol(); |
55 | 55 |
virtual int _addRow(); |
56 | 56 |
|
57 | 57 |
virtual void _eraseCol(int i); |
58 | 58 |
virtual void _eraseRow(int i); |
59 | 59 |
|
60 | 60 |
virtual void _eraseColId(int i); |
61 | 61 |
virtual void _eraseRowId(int i); |
62 | 62 |
|
63 | 63 |
virtual void _getColName(int col, std::string& name) const; |
64 | 64 |
virtual void _setColName(int col, const std::string& name); |
65 | 65 |
virtual int _colByName(const std::string& name) const; |
66 | 66 |
|
67 | 67 |
virtual void _getRowName(int row, std::string& name) const; |
68 | 68 |
virtual void _setRowName(int row, const std::string& name); |
69 | 69 |
virtual int _rowByName(const std::string& name) const; |
70 | 70 |
|
71 | 71 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
72 | 72 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
73 | 73 |
|
74 | 74 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
75 | 75 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
76 | 76 |
|
77 | 77 |
virtual void _setCoeff(int row, int col, Value value); |
78 | 78 |
virtual Value _getCoeff(int row, int col) const; |
79 | 79 |
|
80 | 80 |
virtual void _setColLowerBound(int i, Value value); |
81 | 81 |
virtual Value _getColLowerBound(int i) const; |
82 | 82 |
|
83 | 83 |
virtual void _setColUpperBound(int i, Value value); |
84 | 84 |
virtual Value _getColUpperBound(int i) const; |
85 | 85 |
|
86 | 86 |
virtual void _setRowLowerBound(int i, Value value); |
87 | 87 |
virtual Value _getRowLowerBound(int i) const; |
88 | 88 |
|
89 | 89 |
virtual void _setRowUpperBound(int i, Value value); |
90 | 90 |
virtual Value _getRowUpperBound(int i) const; |
91 | 91 |
|
92 | 92 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
93 | 93 |
virtual void _getObjCoeffs(InsertIterator b) const; |
94 | 94 |
|
95 | 95 |
virtual void _setObjCoeff(int i, Value obj_coef); |
96 | 96 |
virtual Value _getObjCoeff(int i) const; |
97 | 97 |
|
98 | 98 |
virtual void _setSense(Sense); |
99 | 99 |
virtual Sense _getSense() const; |
100 | 100 |
|
101 | 101 |
virtual void _clear(); |
102 | 102 |
|
103 |
virtual void _messageLevel(MessageLevel level); |
|
104 |
|
|
103 | 105 |
private: |
104 | 106 |
|
105 | 107 |
static void freeEnv(); |
106 | 108 |
|
107 | 109 |
struct FreeEnvHelper { |
108 | 110 |
~FreeEnvHelper() { |
109 | 111 |
freeEnv(); |
110 | 112 |
} |
111 | 113 |
}; |
112 | 114 |
|
113 | 115 |
static FreeEnvHelper freeEnvHelper; |
114 | 116 |
|
117 |
protected: |
|
118 |
|
|
119 |
int _message_level; |
|
120 |
|
|
115 | 121 |
public: |
116 | 122 |
|
117 | 123 |
///Pointer to the underlying GLPK data structure. |
118 | 124 |
LPX *lpx() {return lp;} |
119 | 125 |
///Const pointer to the underlying GLPK data structure. |
120 | 126 |
const LPX *lpx() const {return lp;} |
121 | 127 |
|
122 | 128 |
///Returns the constraint identifier understood by GLPK. |
123 | 129 |
int lpxRow(Row r) const { return rows(id(r)); } |
124 | 130 |
|
125 | 131 |
///Returns the variable identifier understood by GLPK. |
126 | 132 |
int lpxCol(Col c) const { return cols(id(c)); } |
127 | 133 |
|
128 | 134 |
}; |
129 | 135 |
|
130 | 136 |
/// \brief Interface for the GLPK LP solver |
131 | 137 |
/// |
132 | 138 |
/// This class implements an interface for the GLPK LP solver. |
133 | 139 |
///\ingroup lp_group |
134 | 140 |
class GlpkLp : public LpSolver, public GlpkBase { |
135 | 141 |
public: |
136 | 142 |
|
137 | 143 |
///\e |
138 | 144 |
GlpkLp(); |
139 | 145 |
///\e |
140 | 146 |
GlpkLp(const GlpkLp&); |
141 | 147 |
|
142 | 148 |
///\e |
143 | 149 |
virtual GlpkLp* cloneSolver() const; |
144 | 150 |
///\e |
145 | 151 |
virtual GlpkLp* newSolver() const; |
146 | 152 |
|
147 | 153 |
private: |
148 | 154 |
|
149 | 155 |
mutable std::vector<double> _primal_ray; |
150 | 156 |
mutable std::vector<double> _dual_ray; |
151 | 157 |
|
152 | 158 |
void _clear_temporals(); |
153 | 159 |
|
154 | 160 |
protected: |
155 | 161 |
|
156 | 162 |
virtual const char* _solverName() const; |
157 | 163 |
|
158 | 164 |
virtual SolveExitStatus _solve(); |
159 | 165 |
virtual Value _getPrimal(int i) const; |
160 | 166 |
virtual Value _getDual(int i) const; |
161 | 167 |
|
162 | 168 |
virtual Value _getPrimalValue() const; |
163 | 169 |
|
164 | 170 |
virtual VarStatus _getColStatus(int i) const; |
165 | 171 |
virtual VarStatus _getRowStatus(int i) const; |
166 | 172 |
|
167 | 173 |
virtual Value _getPrimalRay(int i) const; |
168 | 174 |
virtual Value _getDualRay(int i) const; |
169 | 175 |
|
170 | 176 |
virtual ProblemType _getPrimalType() const; |
171 | 177 |
virtual ProblemType _getDualType() const; |
172 | 178 |
|
173 | 179 |
public: |
174 | 180 |
|
175 | 181 |
///Solve with primal simplex |
176 | 182 |
SolveExitStatus solvePrimal(); |
177 | 183 |
|
178 | 184 |
///Solve with dual simplex |
179 | 185 |
SolveExitStatus solveDual(); |
180 | 186 |
|
181 | 187 |
private: |
182 | 188 |
|
183 | 189 |
bool _presolve; |
184 | 190 |
|
185 | 191 |
public: |
186 | 192 |
|
187 | 193 |
///Turns on or off the presolver |
188 | 194 |
|
189 | 195 |
///Turns on (\c b is \c true) or off (\c b is \c false) the presolver |
190 | 196 |
/// |
191 | 197 |
///The presolver is off by default. |
192 | 198 |
void presolver(bool presolve); |
193 | 199 |
|
194 |
///Enum for \c messageLevel() parameter |
|
195 |
enum MessageLevel { |
|
196 |
/// no output (default value) |
|
197 |
MESSAGE_NO_OUTPUT = 0, |
|
198 |
/// error messages only |
|
199 |
MESSAGE_ERROR_MESSAGE = 1, |
|
200 |
/// normal output |
|
201 |
MESSAGE_NORMAL_OUTPUT = 2, |
|
202 |
/// full output (includes informational messages) |
|
203 |
MESSAGE_FULL_OUTPUT = 3 |
|
204 |
}; |
|
205 |
|
|
206 |
private: |
|
207 |
|
|
208 |
MessageLevel _message_level; |
|
209 |
|
|
210 |
public: |
|
211 |
|
|
212 |
///Set the verbosity of the messages |
|
213 |
|
|
214 |
///Set the verbosity of the messages |
|
215 |
/// |
|
216 |
///\param m is the level of the messages output by the solver routines. |
|
217 |
void messageLevel(MessageLevel m); |
|
218 | 200 |
}; |
219 | 201 |
|
220 | 202 |
/// \brief Interface for the GLPK MIP solver |
221 | 203 |
/// |
222 | 204 |
/// This class implements an interface for the GLPK MIP solver. |
223 | 205 |
///\ingroup lp_group |
224 | 206 |
class GlpkMip : public MipSolver, public GlpkBase { |
225 | 207 |
public: |
226 | 208 |
|
227 | 209 |
///\e |
228 | 210 |
GlpkMip(); |
229 | 211 |
///\e |
230 | 212 |
GlpkMip(const GlpkMip&); |
231 | 213 |
|
232 | 214 |
virtual GlpkMip* cloneSolver() const; |
233 | 215 |
virtual GlpkMip* newSolver() const; |
234 | 216 |
|
235 | 217 |
protected: |
236 | 218 |
|
237 | 219 |
virtual const char* _solverName() const; |
238 | 220 |
|
239 | 221 |
virtual ColTypes _getColType(int col) const; |
240 | 222 |
virtual void _setColType(int col, ColTypes col_type); |
241 | 223 |
|
242 | 224 |
virtual SolveExitStatus _solve(); |
243 | 225 |
virtual ProblemType _getType() const; |
244 | 226 |
virtual Value _getSol(int i) const; |
245 | 227 |
virtual Value _getSolValue() const; |
246 | 228 |
|
247 |
///Enum for \c messageLevel() parameter |
|
248 |
enum MessageLevel { |
|
249 |
/// no output (default value) |
|
250 |
MESSAGE_NO_OUTPUT = 0, |
|
251 |
/// error messages only |
|
252 |
MESSAGE_ERROR_MESSAGE = 1, |
|
253 |
/// normal output |
|
254 |
MESSAGE_NORMAL_OUTPUT = 2, |
|
255 |
/// full output (includes informational messages) |
|
256 |
MESSAGE_FULL_OUTPUT = 3 |
|
257 |
}; |
|
258 |
|
|
259 |
private: |
|
260 |
|
|
261 |
MessageLevel _message_level; |
|
262 |
|
|
263 |
public: |
|
264 |
|
|
265 |
///Set the verbosity of the messages |
|
266 |
|
|
267 |
///Set the verbosity of the messages |
|
268 |
/// |
|
269 |
///\param m is the level of the messages output by the solver routines. |
|
270 |
void messageLevel(MessageLevel m); |
|
271 | 229 |
}; |
272 | 230 |
|
273 | 231 |
|
274 | 232 |
} //END OF NAMESPACE LEMON |
275 | 233 |
|
276 | 234 |
#endif //LEMON_GLPK_H |
277 | 235 |
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 |
///Enum for \c messageLevel() parameter |
|
73 |
enum MessageLevel { |
|
74 |
/// no output (default value) |
|
75 |
MESSAGE_NOTHING, |
|
76 |
/// error messages only |
|
77 |
MESSAGE_ERROR, |
|
78 |
/// warnings |
|
79 |
MESSAGE_WARNING, |
|
80 |
/// normal output |
|
81 |
MESSAGE_NORMAL, |
|
82 |
/// verbose output |
|
83 |
MESSAGE_VERBOSE |
|
84 |
}; |
|
85 |
|
|
86 |
|
|
72 | 87 |
///The floating point type used by the solver |
73 | 88 |
typedef double Value; |
74 | 89 |
///The infinity constant |
75 | 90 |
static const Value INF; |
76 | 91 |
///The not a number constant |
77 | 92 |
static const Value NaN; |
78 | 93 |
|
79 | 94 |
friend class Col; |
80 | 95 |
friend class ColIt; |
81 | 96 |
friend class Row; |
82 | 97 |
friend class RowIt; |
83 | 98 |
|
84 | 99 |
///Refer to a column of the LP. |
85 | 100 |
|
86 | 101 |
///This type is used to refer to a column of the LP. |
87 | 102 |
/// |
88 | 103 |
///Its value remains valid and correct even after the addition or erase of |
89 | 104 |
///other columns. |
90 | 105 |
/// |
91 | 106 |
///\note This class is similar to other Item types in LEMON, like |
92 | 107 |
///Node and Arc types in digraph. |
93 | 108 |
class Col { |
94 | 109 |
friend class LpBase; |
95 | 110 |
protected: |
96 | 111 |
int _id; |
97 | 112 |
explicit Col(int id) : _id(id) {} |
98 | 113 |
public: |
99 | 114 |
typedef Value ExprValue; |
100 | 115 |
typedef True LpCol; |
101 | 116 |
/// Default constructor |
102 | 117 |
|
103 | 118 |
/// \warning The default constructor sets the Col to an |
104 | 119 |
/// undefined value. |
105 | 120 |
Col() {} |
106 | 121 |
/// Invalid constructor \& conversion. |
107 | 122 |
|
108 | 123 |
/// This constructor initializes the Col to be invalid. |
109 | 124 |
/// \sa Invalid for more details. |
110 | 125 |
Col(const Invalid&) : _id(-1) {} |
111 | 126 |
/// Equality operator |
112 | 127 |
|
113 | 128 |
/// Two \ref Col "Col"s are equal if and only if they point to |
114 | 129 |
/// the same LP column or both are invalid. |
115 | 130 |
bool operator==(Col c) const {return _id == c._id;} |
116 | 131 |
/// Inequality operator |
117 | 132 |
|
118 | 133 |
/// \sa operator==(Col c) |
119 | 134 |
/// |
120 | 135 |
bool operator!=(Col c) const {return _id != c._id;} |
121 | 136 |
/// Artificial ordering operator. |
122 | 137 |
|
123 | 138 |
/// To allow the use of this object in std::map or similar |
124 | 139 |
/// associative container we require this. |
125 | 140 |
/// |
126 | 141 |
/// \note This operator only have to define some strict ordering of |
127 | 142 |
/// the items; this order has nothing to do with the iteration |
128 | 143 |
/// ordering of the items. |
129 | 144 |
bool operator<(Col c) const {return _id < c._id;} |
130 | 145 |
}; |
131 | 146 |
|
132 | 147 |
///Iterator for iterate over the columns of an LP problem |
133 | 148 |
|
134 | 149 |
/// Its usage is quite simple, for example you can count the number |
135 | 150 |
/// of columns in an LP \c lp: |
136 | 151 |
///\code |
137 | 152 |
/// int count=0; |
138 | 153 |
/// for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count; |
139 | 154 |
///\endcode |
140 | 155 |
class ColIt : public Col { |
141 | 156 |
const LpBase *_solver; |
142 | 157 |
public: |
143 | 158 |
/// Default constructor |
144 | 159 |
|
145 | 160 |
/// \warning The default constructor sets the iterator |
146 | 161 |
/// to an undefined value. |
147 | 162 |
ColIt() {} |
148 | 163 |
/// Sets the iterator to the first Col |
149 | 164 |
|
150 | 165 |
/// Sets the iterator to the first Col. |
151 | 166 |
/// |
152 | 167 |
ColIt(const LpBase &solver) : _solver(&solver) |
153 | 168 |
{ |
154 | 169 |
_solver->cols.firstItem(_id); |
155 | 170 |
} |
156 | 171 |
/// Invalid constructor \& conversion |
157 | 172 |
|
158 | 173 |
/// Initialize the iterator to be invalid. |
159 | 174 |
/// \sa Invalid for more details. |
160 | 175 |
ColIt(const Invalid&) : Col(INVALID) {} |
161 | 176 |
/// Next column |
162 | 177 |
|
163 | 178 |
/// Assign the iterator to the next column. |
164 | 179 |
/// |
165 | 180 |
ColIt &operator++() |
166 | 181 |
{ |
167 | 182 |
_solver->cols.nextItem(_id); |
... | ... |
@@ -880,192 +895,194 @@ |
880 | 895 |
pointer(value_type& _value) : value(_value) {} |
881 | 896 |
value_type* operator->() { return &value; } |
882 | 897 |
private: |
883 | 898 |
value_type value; |
884 | 899 |
}; |
885 | 900 |
|
886 | 901 |
ExprIterator(const std::map<int, Value>::const_iterator& host_it, |
887 | 902 |
const _solver_bits::VarIndex& index) |
888 | 903 |
: _host_it(host_it), _index(index) {} |
889 | 904 |
|
890 | 905 |
reference operator*() { |
891 | 906 |
return std::make_pair(_index(_host_it->first), _host_it->second); |
892 | 907 |
} |
893 | 908 |
|
894 | 909 |
pointer operator->() { |
895 | 910 |
return pointer(operator*()); |
896 | 911 |
} |
897 | 912 |
|
898 | 913 |
ExprIterator& operator++() { ++_host_it; return *this; } |
899 | 914 |
ExprIterator operator++(int) { |
900 | 915 |
ExprIterator tmp(*this); ++_host_it; return tmp; |
901 | 916 |
} |
902 | 917 |
|
903 | 918 |
ExprIterator& operator--() { --_host_it; return *this; } |
904 | 919 |
ExprIterator operator--(int) { |
905 | 920 |
ExprIterator tmp(*this); --_host_it; return tmp; |
906 | 921 |
} |
907 | 922 |
|
908 | 923 |
bool operator==(const ExprIterator& it) const { |
909 | 924 |
return _host_it == it._host_it; |
910 | 925 |
} |
911 | 926 |
|
912 | 927 |
bool operator!=(const ExprIterator& it) const { |
913 | 928 |
return _host_it != it._host_it; |
914 | 929 |
} |
915 | 930 |
|
916 | 931 |
}; |
917 | 932 |
|
918 | 933 |
protected: |
919 | 934 |
|
920 | 935 |
//Abstract virtual functions |
921 | 936 |
|
922 | 937 |
virtual int _addColId(int col) { return cols.addIndex(col); } |
923 | 938 |
virtual int _addRowId(int row) { return rows.addIndex(row); } |
924 | 939 |
|
925 | 940 |
virtual void _eraseColId(int col) { cols.eraseIndex(col); } |
926 | 941 |
virtual void _eraseRowId(int row) { rows.eraseIndex(row); } |
927 | 942 |
|
928 | 943 |
virtual int _addCol() = 0; |
929 | 944 |
virtual int _addRow() = 0; |
930 | 945 |
|
931 | 946 |
virtual void _eraseCol(int col) = 0; |
932 | 947 |
virtual void _eraseRow(int row) = 0; |
933 | 948 |
|
934 | 949 |
virtual void _getColName(int col, std::string& name) const = 0; |
935 | 950 |
virtual void _setColName(int col, const std::string& name) = 0; |
936 | 951 |
virtual int _colByName(const std::string& name) const = 0; |
937 | 952 |
|
938 | 953 |
virtual void _getRowName(int row, std::string& name) const = 0; |
939 | 954 |
virtual void _setRowName(int row, const std::string& name) = 0; |
940 | 955 |
virtual int _rowByName(const std::string& name) const = 0; |
941 | 956 |
|
942 | 957 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
943 | 958 |
virtual void _getRowCoeffs(int i, InsertIterator b) const = 0; |
944 | 959 |
|
945 | 960 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
946 | 961 |
virtual void _getColCoeffs(int i, InsertIterator b) const = 0; |
947 | 962 |
|
948 | 963 |
virtual void _setCoeff(int row, int col, Value value) = 0; |
949 | 964 |
virtual Value _getCoeff(int row, int col) const = 0; |
950 | 965 |
|
951 | 966 |
virtual void _setColLowerBound(int i, Value value) = 0; |
952 | 967 |
virtual Value _getColLowerBound(int i) const = 0; |
953 | 968 |
|
954 | 969 |
virtual void _setColUpperBound(int i, Value value) = 0; |
955 | 970 |
virtual Value _getColUpperBound(int i) const = 0; |
956 | 971 |
|
957 | 972 |
virtual void _setRowLowerBound(int i, Value value) = 0; |
958 | 973 |
virtual Value _getRowLowerBound(int i) const = 0; |
959 | 974 |
|
960 | 975 |
virtual void _setRowUpperBound(int i, Value value) = 0; |
961 | 976 |
virtual Value _getRowUpperBound(int i) const = 0; |
962 | 977 |
|
963 | 978 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e) = 0; |
964 | 979 |
virtual void _getObjCoeffs(InsertIterator b) const = 0; |
965 | 980 |
|
966 | 981 |
virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
967 | 982 |
virtual Value _getObjCoeff(int i) const = 0; |
968 | 983 |
|
969 | 984 |
virtual void _setSense(Sense) = 0; |
970 | 985 |
virtual Sense _getSense() const = 0; |
971 | 986 |
|
972 | 987 |
virtual void _clear() = 0; |
973 | 988 |
|
974 | 989 |
virtual const char* _solverName() const = 0; |
975 | 990 |
|
991 |
virtual void _messageLevel(MessageLevel level) = 0; |
|
992 |
|
|
976 | 993 |
//Own protected stuff |
977 | 994 |
|
978 | 995 |
//Constant component of the objective function |
979 | 996 |
Value obj_const_comp; |
980 | 997 |
|
981 | 998 |
LpBase() : rows(), cols(), obj_const_comp(0) {} |
982 | 999 |
|
983 | 1000 |
public: |
984 | 1001 |
|
985 | 1002 |
/// Virtual destructor |
986 | 1003 |
virtual ~LpBase() {} |
987 | 1004 |
|
988 | 1005 |
///Gives back the name of the solver. |
989 | 1006 |
const char* solverName() const {return _solverName();} |
990 | 1007 |
|
991 | 1008 |
///\name Build up and modify the LP |
992 | 1009 |
|
993 | 1010 |
///@{ |
994 | 1011 |
|
995 | 1012 |
///Add a new empty column (i.e a new variable) to the LP |
996 | 1013 |
Col addCol() { Col c; c._id = _addColId(_addCol()); return c;} |
997 | 1014 |
|
998 | 1015 |
///\brief Adds several new columns (i.e variables) at once |
999 | 1016 |
/// |
1000 | 1017 |
///This magic function takes a container as its argument and fills |
1001 | 1018 |
///its elements with new columns (i.e. variables) |
1002 | 1019 |
///\param t can be |
1003 | 1020 |
///- a standard STL compatible iterable container with |
1004 | 1021 |
///\ref Col as its \c values_type like |
1005 | 1022 |
///\code |
1006 | 1023 |
///std::vector<LpBase::Col> |
1007 | 1024 |
///std::list<LpBase::Col> |
1008 | 1025 |
///\endcode |
1009 | 1026 |
///- a standard STL compatible iterable container with |
1010 | 1027 |
///\ref Col as its \c mapped_type like |
1011 | 1028 |
///\code |
1012 | 1029 |
///std::map<AnyType,LpBase::Col> |
1013 | 1030 |
///\endcode |
1014 | 1031 |
///- an iterable lemon \ref concepts::WriteMap "write map" like |
1015 | 1032 |
///\code |
1016 | 1033 |
///ListGraph::NodeMap<LpBase::Col> |
1017 | 1034 |
///ListGraph::ArcMap<LpBase::Col> |
1018 | 1035 |
///\endcode |
1019 | 1036 |
///\return The number of the created column. |
1020 | 1037 |
#ifdef DOXYGEN |
1021 | 1038 |
template<class T> |
1022 | 1039 |
int addColSet(T &t) { return 0;} |
1023 | 1040 |
#else |
1024 | 1041 |
template<class T> |
1025 | 1042 |
typename enable_if<typename T::value_type::LpCol,int>::type |
1026 | 1043 |
addColSet(T &t,dummy<0> = 0) { |
1027 | 1044 |
int s=0; |
1028 | 1045 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} |
1029 | 1046 |
return s; |
1030 | 1047 |
} |
1031 | 1048 |
template<class T> |
1032 | 1049 |
typename enable_if<typename T::value_type::second_type::LpCol, |
1033 | 1050 |
int>::type |
1034 | 1051 |
addColSet(T &t,dummy<1> = 1) { |
1035 | 1052 |
int s=0; |
1036 | 1053 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
1037 | 1054 |
i->second=addCol(); |
1038 | 1055 |
s++; |
1039 | 1056 |
} |
1040 | 1057 |
return s; |
1041 | 1058 |
} |
1042 | 1059 |
template<class T> |
1043 | 1060 |
typename enable_if<typename T::MapIt::Value::LpCol, |
1044 | 1061 |
int>::type |
1045 | 1062 |
addColSet(T &t,dummy<2> = 2) { |
1046 | 1063 |
int s=0; |
1047 | 1064 |
for(typename T::MapIt i(t); i!=INVALID; ++i) |
1048 | 1065 |
{ |
1049 | 1066 |
i.set(addCol()); |
1050 | 1067 |
s++; |
1051 | 1068 |
} |
1052 | 1069 |
return s; |
1053 | 1070 |
} |
1054 | 1071 |
#endif |
1055 | 1072 |
|
1056 | 1073 |
///Set a column (i.e a dual constraint) of the LP |
1057 | 1074 |
|
1058 | 1075 |
///\param c is the column to be modified |
1059 | 1076 |
///\param e is a dual linear expression (see \ref DualExpr) |
1060 | 1077 |
///a better one. |
1061 | 1078 |
void col(Col c, const DualExpr &e) { |
1062 | 1079 |
e.simplify(); |
1063 | 1080 |
_setColCoeffs(cols(id(c)), ExprIterator(e.comps.begin(), rows), |
1064 | 1081 |
ExprIterator(e.comps.end(), rows)); |
1065 | 1082 |
} |
1066 | 1083 |
|
1067 | 1084 |
///Get a column (i.e a dual constraint) of the LP |
1068 | 1085 |
|
1069 | 1086 |
///\param c is the column to get |
1070 | 1087 |
///\return the dual expression associated to the column |
1071 | 1088 |
DualExpr col(Col c) const { |
... | ... |
@@ -1434,192 +1451,195 @@ |
1434 | 1451 |
} |
1435 | 1452 |
template<class T2> |
1436 | 1453 |
typename enable_if<typename T2::value_type::second_type::LpCol, void>::type |
1437 | 1454 |
colBounds(T2 &t, Value lower, Value upper,dummy<1> = 1) { |
1438 | 1455 |
for(typename T2::iterator i=t.begin();i!=t.end();++i) { |
1439 | 1456 |
colBounds(i->second, lower, upper); |
1440 | 1457 |
} |
1441 | 1458 |
} |
1442 | 1459 |
template<class T2> |
1443 | 1460 |
typename enable_if<typename T2::MapIt::Value::LpCol, void>::type |
1444 | 1461 |
colBounds(T2 &t, Value lower, Value upper,dummy<2> = 2) { |
1445 | 1462 |
for(typename T2::MapIt i(t); i!=INVALID; ++i){ |
1446 | 1463 |
colBounds(*i, lower, upper); |
1447 | 1464 |
} |
1448 | 1465 |
} |
1449 | 1466 |
#endif |
1450 | 1467 |
|
1451 | 1468 |
/// Set the lower bound of a row (i.e a constraint) |
1452 | 1469 |
|
1453 | 1470 |
/// The lower bound of a constraint (row) has to be given by an |
1454 | 1471 |
/// extended number of type Value, i.e. a finite number of type |
1455 | 1472 |
/// Value or -\ref INF. |
1456 | 1473 |
void rowLowerBound(Row r, Value value) { |
1457 | 1474 |
_setRowLowerBound(rows(id(r)),value); |
1458 | 1475 |
} |
1459 | 1476 |
|
1460 | 1477 |
/// Get the lower bound of a row (i.e a constraint) |
1461 | 1478 |
|
1462 | 1479 |
/// This function returns the lower bound for row (constraint) \c c |
1463 | 1480 |
/// (this might be -\ref INF as well). |
1464 | 1481 |
///\return The lower bound for row \c r |
1465 | 1482 |
Value rowLowerBound(Row r) const { |
1466 | 1483 |
return _getRowLowerBound(rows(id(r))); |
1467 | 1484 |
} |
1468 | 1485 |
|
1469 | 1486 |
/// Set the upper bound of a row (i.e a constraint) |
1470 | 1487 |
|
1471 | 1488 |
/// The upper bound of a constraint (row) has to be given by an |
1472 | 1489 |
/// extended number of type Value, i.e. a finite number of type |
1473 | 1490 |
/// Value or -\ref INF. |
1474 | 1491 |
void rowUpperBound(Row r, Value value) { |
1475 | 1492 |
_setRowUpperBound(rows(id(r)),value); |
1476 | 1493 |
} |
1477 | 1494 |
|
1478 | 1495 |
/// Get the upper bound of a row (i.e a constraint) |
1479 | 1496 |
|
1480 | 1497 |
/// This function returns the upper bound for row (constraint) \c c |
1481 | 1498 |
/// (this might be -\ref INF as well). |
1482 | 1499 |
///\return The upper bound for row \c r |
1483 | 1500 |
Value rowUpperBound(Row r) const { |
1484 | 1501 |
return _getRowUpperBound(rows(id(r))); |
1485 | 1502 |
} |
1486 | 1503 |
|
1487 | 1504 |
///Set an element of the objective function |
1488 | 1505 |
void objCoeff(Col c, Value v) {_setObjCoeff(cols(id(c)),v); }; |
1489 | 1506 |
|
1490 | 1507 |
///Get an element of the objective function |
1491 | 1508 |
Value objCoeff(Col c) const { return _getObjCoeff(cols(id(c))); }; |
1492 | 1509 |
|
1493 | 1510 |
///Set the objective function |
1494 | 1511 |
|
1495 | 1512 |
///\param e is a linear expression of type \ref Expr. |
1496 | 1513 |
/// |
1497 | 1514 |
void obj(const Expr& e) { |
1498 | 1515 |
_setObjCoeffs(ExprIterator(e.comps.begin(), cols), |
1499 | 1516 |
ExprIterator(e.comps.end(), cols)); |
1500 | 1517 |
obj_const_comp = *e; |
1501 | 1518 |
} |
1502 | 1519 |
|
1503 | 1520 |
///Get the objective function |
1504 | 1521 |
|
1505 | 1522 |
///\return the objective function as a linear expression of type |
1506 | 1523 |
///Expr. |
1507 | 1524 |
Expr obj() const { |
1508 | 1525 |
Expr e; |
1509 | 1526 |
_getObjCoeffs(InsertIterator(e.comps, cols)); |
1510 | 1527 |
*e = obj_const_comp; |
1511 | 1528 |
return e; |
1512 | 1529 |
} |
1513 | 1530 |
|
1514 | 1531 |
|
1515 | 1532 |
///Set the direction of optimization |
1516 | 1533 |
void sense(Sense sense) { _setSense(sense); } |
1517 | 1534 |
|
1518 | 1535 |
///Query the direction of the optimization |
1519 | 1536 |
Sense sense() const {return _getSense(); } |
1520 | 1537 |
|
1521 | 1538 |
///Set the sense to maximization |
1522 | 1539 |
void max() { _setSense(MAX); } |
1523 | 1540 |
|
1524 | 1541 |
///Set the sense to maximization |
1525 | 1542 |
void min() { _setSense(MIN); } |
1526 | 1543 |
|
1527 | 1544 |
///Clears the problem |
1528 | 1545 |
void clear() { _clear(); } |
1529 | 1546 |
|
1547 |
/// Sets the message level of the solver |
|
1548 |
void messageLevel(MessageLevel level) { _messageLevel(level); } |
|
1549 |
|
|
1530 | 1550 |
///@} |
1531 | 1551 |
|
1532 | 1552 |
}; |
1533 | 1553 |
|
1534 | 1554 |
/// Addition |
1535 | 1555 |
|
1536 | 1556 |
///\relates LpBase::Expr |
1537 | 1557 |
/// |
1538 | 1558 |
inline LpBase::Expr operator+(const LpBase::Expr &a, const LpBase::Expr &b) { |
1539 | 1559 |
LpBase::Expr tmp(a); |
1540 | 1560 |
tmp+=b; |
1541 | 1561 |
return tmp; |
1542 | 1562 |
} |
1543 | 1563 |
///Substraction |
1544 | 1564 |
|
1545 | 1565 |
///\relates LpBase::Expr |
1546 | 1566 |
/// |
1547 | 1567 |
inline LpBase::Expr operator-(const LpBase::Expr &a, const LpBase::Expr &b) { |
1548 | 1568 |
LpBase::Expr tmp(a); |
1549 | 1569 |
tmp-=b; |
1550 | 1570 |
return tmp; |
1551 | 1571 |
} |
1552 | 1572 |
///Multiply with constant |
1553 | 1573 |
|
1554 | 1574 |
///\relates LpBase::Expr |
1555 | 1575 |
/// |
1556 | 1576 |
inline LpBase::Expr operator*(const LpBase::Expr &a, const LpBase::Value &b) { |
1557 | 1577 |
LpBase::Expr tmp(a); |
1558 | 1578 |
tmp*=b; |
1559 | 1579 |
return tmp; |
1560 | 1580 |
} |
1561 | 1581 |
|
1562 | 1582 |
///Multiply with constant |
1563 | 1583 |
|
1564 | 1584 |
///\relates LpBase::Expr |
1565 | 1585 |
/// |
1566 | 1586 |
inline LpBase::Expr operator*(const LpBase::Value &a, const LpBase::Expr &b) { |
1567 | 1587 |
LpBase::Expr tmp(b); |
1568 | 1588 |
tmp*=a; |
1569 | 1589 |
return tmp; |
1570 | 1590 |
} |
1571 | 1591 |
///Divide with constant |
1572 | 1592 |
|
1573 | 1593 |
///\relates LpBase::Expr |
1574 | 1594 |
/// |
1575 | 1595 |
inline LpBase::Expr operator/(const LpBase::Expr &a, const LpBase::Value &b) { |
1576 | 1596 |
LpBase::Expr tmp(a); |
1577 | 1597 |
tmp/=b; |
1578 | 1598 |
return tmp; |
1579 | 1599 |
} |
1580 | 1600 |
|
1581 | 1601 |
///Create constraint |
1582 | 1602 |
|
1583 | 1603 |
///\relates LpBase::Constr |
1584 | 1604 |
/// |
1585 | 1605 |
inline LpBase::Constr operator<=(const LpBase::Expr &e, |
1586 | 1606 |
const LpBase::Expr &f) { |
1587 | 1607 |
return LpBase::Constr(0, f - e, LpBase::INF); |
1588 | 1608 |
} |
1589 | 1609 |
|
1590 | 1610 |
///Create constraint |
1591 | 1611 |
|
1592 | 1612 |
///\relates LpBase::Constr |
1593 | 1613 |
/// |
1594 | 1614 |
inline LpBase::Constr operator<=(const LpBase::Value &e, |
1595 | 1615 |
const LpBase::Expr &f) { |
1596 | 1616 |
return LpBase::Constr(e, f, LpBase::NaN); |
1597 | 1617 |
} |
1598 | 1618 |
|
1599 | 1619 |
///Create constraint |
1600 | 1620 |
|
1601 | 1621 |
///\relates LpBase::Constr |
1602 | 1622 |
/// |
1603 | 1623 |
inline LpBase::Constr operator<=(const LpBase::Expr &e, |
1604 | 1624 |
const LpBase::Value &f) { |
1605 | 1625 |
return LpBase::Constr(- LpBase::INF, e, f); |
1606 | 1626 |
} |
1607 | 1627 |
|
1608 | 1628 |
///Create constraint |
1609 | 1629 |
|
1610 | 1630 |
///\relates LpBase::Constr |
1611 | 1631 |
/// |
1612 | 1632 |
inline LpBase::Constr operator>=(const LpBase::Expr &e, |
1613 | 1633 |
const LpBase::Expr &f) { |
1614 | 1634 |
return LpBase::Constr(0, e - f, LpBase::INF); |
1615 | 1635 |
} |
1616 | 1636 |
|
1617 | 1637 |
|
1618 | 1638 |
///Create constraint |
1619 | 1639 |
|
1620 | 1640 |
///\relates LpBase::Constr |
1621 | 1641 |
/// |
1622 | 1642 |
inline LpBase::Constr operator>=(const LpBase::Value &e, |
1623 | 1643 |
const LpBase::Expr &f) { |
1624 | 1644 |
return LpBase::Constr(LpBase::NaN, f, e); |
1625 | 1645 |
} |
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 |
#include <lemon/lp_skeleton.h> |
20 | 20 |
|
21 | 21 |
///\file |
22 | 22 |
///\brief A skeleton file to implement LP solver interfaces |
23 | 23 |
namespace lemon { |
24 | 24 |
|
25 | 25 |
int SkeletonSolverBase::_addCol() |
26 | 26 |
{ |
27 | 27 |
return ++col_num; |
28 | 28 |
} |
29 | 29 |
|
30 | 30 |
int SkeletonSolverBase::_addRow() |
31 | 31 |
{ |
32 | 32 |
return ++row_num; |
33 | 33 |
} |
34 | 34 |
|
35 | 35 |
void SkeletonSolverBase::_eraseCol(int) {} |
36 | 36 |
void SkeletonSolverBase::_eraseRow(int) {} |
37 | 37 |
|
38 | 38 |
void SkeletonSolverBase::_getColName(int, std::string &) const {} |
39 | 39 |
void SkeletonSolverBase::_setColName(int, const std::string &) {} |
40 | 40 |
int SkeletonSolverBase::_colByName(const std::string&) const { return -1; } |
41 | 41 |
|
42 | 42 |
void SkeletonSolverBase::_getRowName(int, std::string &) const {} |
43 | 43 |
void SkeletonSolverBase::_setRowName(int, const std::string &) {} |
44 | 44 |
int SkeletonSolverBase::_rowByName(const std::string&) const { return -1; } |
45 | 45 |
|
46 | 46 |
void SkeletonSolverBase::_setRowCoeffs(int, ExprIterator, ExprIterator) {} |
47 | 47 |
void SkeletonSolverBase::_getRowCoeffs(int, InsertIterator) const {} |
48 | 48 |
|
49 | 49 |
void SkeletonSolverBase::_setColCoeffs(int, ExprIterator, ExprIterator) {} |
50 | 50 |
void SkeletonSolverBase::_getColCoeffs(int, InsertIterator) const {} |
51 | 51 |
|
52 | 52 |
void SkeletonSolverBase::_setCoeff(int, int, Value) {} |
53 | 53 |
SkeletonSolverBase::Value SkeletonSolverBase::_getCoeff(int, int) const |
54 | 54 |
{ return 0; } |
55 | 55 |
|
56 | 56 |
void SkeletonSolverBase::_setColLowerBound(int, Value) {} |
57 | 57 |
SkeletonSolverBase::Value SkeletonSolverBase::_getColLowerBound(int) const |
58 | 58 |
{ return 0; } |
59 | 59 |
|
60 | 60 |
void SkeletonSolverBase::_setColUpperBound(int, Value) {} |
61 | 61 |
SkeletonSolverBase::Value SkeletonSolverBase::_getColUpperBound(int) const |
62 | 62 |
{ return 0; } |
63 | 63 |
|
64 | 64 |
void SkeletonSolverBase::_setRowLowerBound(int, Value) {} |
65 | 65 |
SkeletonSolverBase::Value SkeletonSolverBase::_getRowLowerBound(int) const |
66 | 66 |
{ return 0; } |
67 | 67 |
|
68 | 68 |
void SkeletonSolverBase::_setRowUpperBound(int, Value) {} |
69 | 69 |
SkeletonSolverBase::Value SkeletonSolverBase::_getRowUpperBound(int) const |
70 | 70 |
{ return 0; } |
71 | 71 |
|
72 | 72 |
void SkeletonSolverBase::_setObjCoeffs(ExprIterator, ExprIterator) {} |
73 | 73 |
void SkeletonSolverBase::_getObjCoeffs(InsertIterator) const {}; |
74 | 74 |
|
75 | 75 |
void SkeletonSolverBase::_setObjCoeff(int, Value) {} |
76 | 76 |
SkeletonSolverBase::Value SkeletonSolverBase::_getObjCoeff(int) const |
77 | 77 |
{ return 0; } |
78 | 78 |
|
79 | 79 |
void SkeletonSolverBase::_setSense(Sense) {} |
80 | 80 |
SkeletonSolverBase::Sense SkeletonSolverBase::_getSense() const |
81 | 81 |
{ return MIN; } |
82 | 82 |
|
83 | 83 |
void SkeletonSolverBase::_clear() { |
84 | 84 |
row_num = col_num = 0; |
85 | 85 |
} |
86 | 86 |
|
87 |
void SkeletonSolverBase::_messageLevel(MessageLevel) {} |
|
88 |
|
|
87 | 89 |
LpSkeleton::SolveExitStatus LpSkeleton::_solve() { return SOLVED; } |
88 | 90 |
|
89 | 91 |
LpSkeleton::Value LpSkeleton::_getPrimal(int) const { return 0; } |
90 | 92 |
LpSkeleton::Value LpSkeleton::_getDual(int) const { return 0; } |
91 | 93 |
LpSkeleton::Value LpSkeleton::_getPrimalValue() const { return 0; } |
92 | 94 |
|
93 | 95 |
LpSkeleton::Value LpSkeleton::_getPrimalRay(int) const { return 0; } |
94 | 96 |
LpSkeleton::Value LpSkeleton::_getDualRay(int) const { return 0; } |
95 | 97 |
|
96 | 98 |
LpSkeleton::ProblemType LpSkeleton::_getPrimalType() const |
97 | 99 |
{ return UNDEFINED; } |
98 | 100 |
|
99 | 101 |
LpSkeleton::ProblemType LpSkeleton::_getDualType() const |
100 | 102 |
{ return UNDEFINED; } |
101 | 103 |
|
102 | 104 |
LpSkeleton::VarStatus LpSkeleton::_getColStatus(int) const |
103 | 105 |
{ return BASIC; } |
104 | 106 |
|
105 | 107 |
LpSkeleton::VarStatus LpSkeleton::_getRowStatus(int) const |
106 | 108 |
{ return BASIC; } |
107 | 109 |
|
108 | 110 |
LpSkeleton* LpSkeleton::newSolver() const |
109 | 111 |
{ return static_cast<LpSkeleton*>(0); } |
110 | 112 |
|
111 | 113 |
LpSkeleton* LpSkeleton::cloneSolver() const |
112 | 114 |
{ return static_cast<LpSkeleton*>(0); } |
113 | 115 |
|
114 | 116 |
const char* LpSkeleton::_solverName() const { return "LpSkeleton"; } |
115 | 117 |
|
116 | 118 |
MipSkeleton::SolveExitStatus MipSkeleton::_solve() |
117 | 119 |
{ return SOLVED; } |
118 | 120 |
|
119 | 121 |
MipSkeleton::Value MipSkeleton::_getSol(int) const { return 0; } |
120 | 122 |
MipSkeleton::Value MipSkeleton::_getSolValue() const { return 0; } |
121 | 123 |
|
122 | 124 |
MipSkeleton::ProblemType MipSkeleton::_getType() const |
123 | 125 |
{ return UNDEFINED; } |
124 | 126 |
|
125 | 127 |
MipSkeleton* MipSkeleton::newSolver() const |
126 | 128 |
{ return static_cast<MipSkeleton*>(0); } |
127 | 129 |
|
128 | 130 |
MipSkeleton* MipSkeleton::cloneSolver() const |
129 | 131 |
{ return static_cast<MipSkeleton*>(0); } |
130 | 132 |
|
131 | 133 |
const char* MipSkeleton::_solverName() const { return "MipSkeleton"; } |
132 | 134 |
|
133 | 135 |
} //namespace lemon |
134 | 136 |
... | ... |
@@ -47,179 +47,181 @@ |
47 | 47 |
/// \e |
48 | 48 |
virtual void _eraseCol(int i); |
49 | 49 |
/// \e |
50 | 50 |
virtual void _eraseRow(int i); |
51 | 51 |
|
52 | 52 |
/// \e |
53 | 53 |
virtual void _getColName(int col, std::string& name) const; |
54 | 54 |
/// \e |
55 | 55 |
virtual void _setColName(int col, const std::string& name); |
56 | 56 |
/// \e |
57 | 57 |
virtual int _colByName(const std::string& name) const; |
58 | 58 |
|
59 | 59 |
/// \e |
60 | 60 |
virtual void _getRowName(int row, std::string& name) const; |
61 | 61 |
/// \e |
62 | 62 |
virtual void _setRowName(int row, const std::string& name); |
63 | 63 |
/// \e |
64 | 64 |
virtual int _rowByName(const std::string& name) const; |
65 | 65 |
|
66 | 66 |
/// \e |
67 | 67 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
68 | 68 |
/// \e |
69 | 69 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
70 | 70 |
/// \e |
71 | 71 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
72 | 72 |
/// \e |
73 | 73 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
74 | 74 |
|
75 | 75 |
/// Set one element of the coefficient matrix |
76 | 76 |
virtual void _setCoeff(int row, int col, Value value); |
77 | 77 |
|
78 | 78 |
/// Get one element of the coefficient matrix |
79 | 79 |
virtual Value _getCoeff(int row, int col) const; |
80 | 80 |
|
81 | 81 |
/// The lower bound of a variable (column) have to be given by an |
82 | 82 |
/// extended number of type Value, i.e. a finite number of type |
83 | 83 |
/// Value or -\ref INF. |
84 | 84 |
virtual void _setColLowerBound(int i, Value value); |
85 | 85 |
/// \e |
86 | 86 |
|
87 | 87 |
/// The lower bound of a variable (column) is an |
88 | 88 |
/// extended number of type Value, i.e. a finite number of type |
89 | 89 |
/// Value or -\ref INF. |
90 | 90 |
virtual Value _getColLowerBound(int i) const; |
91 | 91 |
|
92 | 92 |
/// The upper bound of a variable (column) have to be given by an |
93 | 93 |
/// extended number of type Value, i.e. a finite number of type |
94 | 94 |
/// Value or \ref INF. |
95 | 95 |
virtual void _setColUpperBound(int i, Value value); |
96 | 96 |
/// \e |
97 | 97 |
|
98 | 98 |
/// The upper bound of a variable (column) is an |
99 | 99 |
/// extended number of type Value, i.e. a finite number of type |
100 | 100 |
/// Value or \ref INF. |
101 | 101 |
virtual Value _getColUpperBound(int i) const; |
102 | 102 |
|
103 | 103 |
/// The lower bound of a constraint (row) have to be given by an |
104 | 104 |
/// extended number of type Value, i.e. a finite number of type |
105 | 105 |
/// Value or -\ref INF. |
106 | 106 |
virtual void _setRowLowerBound(int i, Value value); |
107 | 107 |
/// \e |
108 | 108 |
|
109 | 109 |
/// The lower bound of a constraint (row) is an |
110 | 110 |
/// extended number of type Value, i.e. a finite number of type |
111 | 111 |
/// Value or -\ref INF. |
112 | 112 |
virtual Value _getRowLowerBound(int i) const; |
113 | 113 |
|
114 | 114 |
/// The upper bound of a constraint (row) have to be given by an |
115 | 115 |
/// extended number of type Value, i.e. a finite number of type |
116 | 116 |
/// Value or \ref INF. |
117 | 117 |
virtual void _setRowUpperBound(int i, Value value); |
118 | 118 |
/// \e |
119 | 119 |
|
120 | 120 |
/// The upper bound of a constraint (row) is an |
121 | 121 |
/// extended number of type Value, i.e. a finite number of type |
122 | 122 |
/// Value or \ref INF. |
123 | 123 |
virtual Value _getRowUpperBound(int i) const; |
124 | 124 |
|
125 | 125 |
/// \e |
126 | 126 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
127 | 127 |
/// \e |
128 | 128 |
virtual void _getObjCoeffs(InsertIterator b) const; |
129 | 129 |
|
130 | 130 |
/// \e |
131 | 131 |
virtual void _setObjCoeff(int i, Value obj_coef); |
132 | 132 |
/// \e |
133 | 133 |
virtual Value _getObjCoeff(int i) const; |
134 | 134 |
|
135 | 135 |
///\e |
136 | 136 |
virtual void _setSense(Sense); |
137 | 137 |
///\e |
138 | 138 |
virtual Sense _getSense() const; |
139 | 139 |
|
140 | 140 |
///\e |
141 | 141 |
virtual void _clear(); |
142 | 142 |
|
143 |
///\e |
|
144 |
virtual void _messageLevel(MessageLevel); |
|
143 | 145 |
}; |
144 | 146 |
|
145 | 147 |
/// \brief Skeleton class for an LP solver interface |
146 | 148 |
/// |
147 | 149 |
///This class does nothing, but it can serve as a skeleton when |
148 | 150 |
///implementing an interface to new solvers. |
149 | 151 |
|
150 | 152 |
///\ingroup lp_group |
151 | 153 |
class LpSkeleton : public LpSolver, public SkeletonSolverBase { |
152 | 154 |
public: |
153 | 155 |
///\e |
154 | 156 |
LpSkeleton() : LpSolver(), SkeletonSolverBase() {} |
155 | 157 |
///\e |
156 | 158 |
virtual LpSkeleton* newSolver() const; |
157 | 159 |
///\e |
158 | 160 |
virtual LpSkeleton* cloneSolver() const; |
159 | 161 |
protected: |
160 | 162 |
|
161 | 163 |
///\e |
162 | 164 |
virtual SolveExitStatus _solve(); |
163 | 165 |
|
164 | 166 |
///\e |
165 | 167 |
virtual Value _getPrimal(int i) const; |
166 | 168 |
///\e |
167 | 169 |
virtual Value _getDual(int i) const; |
168 | 170 |
|
169 | 171 |
///\e |
170 | 172 |
virtual Value _getPrimalValue() const; |
171 | 173 |
|
172 | 174 |
///\e |
173 | 175 |
virtual Value _getPrimalRay(int i) const; |
174 | 176 |
///\e |
175 | 177 |
virtual Value _getDualRay(int i) const; |
176 | 178 |
|
177 | 179 |
///\e |
178 | 180 |
virtual ProblemType _getPrimalType() const; |
179 | 181 |
///\e |
180 | 182 |
virtual ProblemType _getDualType() const; |
181 | 183 |
|
182 | 184 |
///\e |
183 | 185 |
virtual VarStatus _getColStatus(int i) const; |
184 | 186 |
///\e |
185 | 187 |
virtual VarStatus _getRowStatus(int i) const; |
186 | 188 |
|
187 | 189 |
///\e |
188 | 190 |
virtual const char* _solverName() const; |
189 | 191 |
|
190 | 192 |
}; |
191 | 193 |
|
192 | 194 |
/// \brief Skeleton class for a MIP solver interface |
193 | 195 |
/// |
194 | 196 |
///This class does nothing, but it can serve as a skeleton when |
195 | 197 |
///implementing an interface to new solvers. |
196 | 198 |
///\ingroup lp_group |
197 | 199 |
class MipSkeleton : public MipSolver, public SkeletonSolverBase { |
198 | 200 |
public: |
199 | 201 |
///\e |
200 | 202 |
MipSkeleton() : MipSolver(), SkeletonSolverBase() {} |
201 | 203 |
///\e |
202 | 204 |
virtual MipSkeleton* newSolver() const; |
203 | 205 |
///\e |
204 | 206 |
virtual MipSkeleton* cloneSolver() const; |
205 | 207 |
|
206 | 208 |
protected: |
207 | 209 |
///\e |
208 | 210 |
virtual SolveExitStatus _solve(); |
209 | 211 |
|
210 | 212 |
///\e |
211 | 213 |
virtual Value _getSol(int i) const; |
212 | 214 |
|
213 | 215 |
///\e |
214 | 216 |
virtual Value _getSolValue() const; |
215 | 217 |
|
216 | 218 |
///\e |
217 | 219 |
virtual ProblemType _getType() const; |
218 | 220 |
|
219 | 221 |
///\e |
220 | 222 |
virtual const char* _solverName() const; |
221 | 223 |
}; |
222 | 224 |
|
223 | 225 |
} //namespace lemon |
224 | 226 |
|
225 | 227 |
#endif |
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 |
#include <iostream> |
20 | 20 |
#include <lemon/soplex.h> |
21 | 21 |
|
22 | 22 |
#include <soplex.h> |
23 |
#include <spxout.h> |
|
23 | 24 |
|
24 | 25 |
|
25 | 26 |
///\file |
26 | 27 |
///\brief Implementation of the LEMON-SOPLEX lp solver interface. |
27 | 28 |
namespace lemon { |
28 | 29 |
|
29 | 30 |
SoplexLp::SoplexLp() { |
30 | 31 |
soplex = new soplex::SoPlex; |
32 |
messageLevel(MESSAGE_NOTHING); |
|
31 | 33 |
} |
32 | 34 |
|
33 | 35 |
SoplexLp::~SoplexLp() { |
34 | 36 |
delete soplex; |
35 | 37 |
} |
36 | 38 |
|
37 | 39 |
SoplexLp::SoplexLp(const SoplexLp& lp) { |
38 | 40 |
rows = lp.rows; |
39 | 41 |
cols = lp.cols; |
40 | 42 |
|
41 | 43 |
soplex = new soplex::SoPlex; |
42 | 44 |
(*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex); |
43 | 45 |
|
44 | 46 |
_col_names = lp._col_names; |
45 | 47 |
_col_names_ref = lp._col_names_ref; |
46 | 48 |
|
47 | 49 |
_row_names = lp._row_names; |
48 | 50 |
_row_names_ref = lp._row_names_ref; |
49 | 51 |
|
52 |
messageLevel(MESSAGE_NOTHING); |
|
50 | 53 |
} |
51 | 54 |
|
52 | 55 |
void SoplexLp::_clear_temporals() { |
53 | 56 |
_primal_values.clear(); |
54 | 57 |
_dual_values.clear(); |
55 | 58 |
} |
56 | 59 |
|
57 | 60 |
SoplexLp* SoplexLp::newSolver() const { |
58 | 61 |
SoplexLp* newlp = new SoplexLp(); |
59 | 62 |
return newlp; |
60 | 63 |
} |
61 | 64 |
|
62 | 65 |
SoplexLp* SoplexLp::cloneSolver() const { |
63 | 66 |
SoplexLp* newlp = new SoplexLp(*this); |
64 | 67 |
return newlp; |
65 | 68 |
} |
66 | 69 |
|
67 | 70 |
const char* SoplexLp::_solverName() const { return "SoplexLp"; } |
68 | 71 |
|
69 | 72 |
int SoplexLp::_addCol() { |
70 | 73 |
soplex::LPCol c; |
71 | 74 |
c.setLower(-soplex::infinity); |
72 | 75 |
c.setUpper(soplex::infinity); |
73 | 76 |
soplex->addCol(c); |
74 | 77 |
|
75 | 78 |
_col_names.push_back(std::string()); |
76 | 79 |
|
77 | 80 |
return soplex->nCols() - 1; |
78 | 81 |
} |
79 | 82 |
|
80 | 83 |
int SoplexLp::_addRow() { |
81 | 84 |
soplex::LPRow r; |
82 | 85 |
r.setLhs(-soplex::infinity); |
83 | 86 |
r.setRhs(soplex::infinity); |
84 | 87 |
soplex->addRow(r); |
85 | 88 |
|
86 | 89 |
_row_names.push_back(std::string()); |
87 | 90 |
|
88 | 91 |
return soplex->nRows() - 1; |
89 | 92 |
} |
90 | 93 |
|
91 | 94 |
|
92 | 95 |
void SoplexLp::_eraseCol(int i) { |
93 | 96 |
soplex->removeCol(i); |
94 | 97 |
_col_names_ref.erase(_col_names[i]); |
95 | 98 |
_col_names[i] = _col_names.back(); |
96 | 99 |
_col_names_ref[_col_names.back()] = i; |
97 | 100 |
_col_names.pop_back(); |
98 | 101 |
} |
99 | 102 |
|
100 | 103 |
void SoplexLp::_eraseRow(int i) { |
101 | 104 |
soplex->removeRow(i); |
102 | 105 |
_row_names_ref.erase(_row_names[i]); |
103 | 106 |
_row_names[i] = _row_names.back(); |
104 | 107 |
_row_names_ref[_row_names.back()] = i; |
105 | 108 |
_row_names.pop_back(); |
106 | 109 |
} |
107 | 110 |
|
108 | 111 |
void SoplexLp::_eraseColId(int i) { |
109 | 112 |
cols.eraseIndex(i); |
110 | 113 |
cols.relocateIndex(i, cols.maxIndex()); |
111 | 114 |
} |
112 | 115 |
void SoplexLp::_eraseRowId(int i) { |
113 | 116 |
rows.eraseIndex(i); |
114 | 117 |
rows.relocateIndex(i, rows.maxIndex()); |
115 | 118 |
} |
116 | 119 |
|
117 | 120 |
void SoplexLp::_getColName(int c, std::string &name) const { |
118 | 121 |
name = _col_names[c]; |
119 | 122 |
} |
120 | 123 |
|
121 | 124 |
void SoplexLp::_setColName(int c, const std::string &name) { |
122 | 125 |
_col_names_ref.erase(_col_names[c]); |
123 | 126 |
_col_names[c] = name; |
124 | 127 |
if (!name.empty()) { |
125 | 128 |
_col_names_ref.insert(std::make_pair(name, c)); |
126 | 129 |
} |
127 | 130 |
} |
128 | 131 |
|
129 | 132 |
int SoplexLp::_colByName(const std::string& name) const { |
130 | 133 |
std::map<std::string, int>::const_iterator it = |
131 | 134 |
_col_names_ref.find(name); |
132 | 135 |
if (it != _col_names_ref.end()) { |
133 | 136 |
return it->second; |
134 | 137 |
} else { |
135 | 138 |
return -1; |
136 | 139 |
} |
137 | 140 |
} |
138 | 141 |
|
139 | 142 |
void SoplexLp::_getRowName(int r, std::string &name) const { |
140 | 143 |
name = _row_names[r]; |
141 | 144 |
} |
142 | 145 |
|
143 | 146 |
void SoplexLp::_setRowName(int r, const std::string &name) { |
144 | 147 |
_row_names_ref.erase(_row_names[r]); |
145 | 148 |
_row_names[r] = name; |
... | ... |
@@ -179,245 +182,271 @@ |
179 | 182 |
void SoplexLp::_setColCoeffs(int j, ExprIterator b, ExprIterator e) { |
180 | 183 |
for (int i = 0; i < soplex->nRows(); ++i) { |
181 | 184 |
soplex->changeElement(i, j, 0.0); |
182 | 185 |
} |
183 | 186 |
for(ExprIterator it = b; it != e; ++it) { |
184 | 187 |
soplex->changeElement(it->first, j, it->second); |
185 | 188 |
} |
186 | 189 |
} |
187 | 190 |
|
188 | 191 |
void SoplexLp::_getColCoeffs(int i, InsertIterator b) const { |
189 | 192 |
const soplex::SVector& vec = soplex->colVector(i); |
190 | 193 |
for (int k = 0; k < vec.size(); ++k) { |
191 | 194 |
*b = std::make_pair(vec.index(k), vec.value(k)); |
192 | 195 |
++b; |
193 | 196 |
} |
194 | 197 |
} |
195 | 198 |
|
196 | 199 |
void SoplexLp::_setCoeff(int i, int j, Value value) { |
197 | 200 |
soplex->changeElement(i, j, value); |
198 | 201 |
} |
199 | 202 |
|
200 | 203 |
SoplexLp::Value SoplexLp::_getCoeff(int i, int j) const { |
201 | 204 |
return soplex->rowVector(i)[j]; |
202 | 205 |
} |
203 | 206 |
|
204 | 207 |
void SoplexLp::_setColLowerBound(int i, Value value) { |
205 | 208 |
LEMON_ASSERT(value != INF, "Invalid bound"); |
206 | 209 |
soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
207 | 210 |
} |
208 | 211 |
|
209 | 212 |
SoplexLp::Value SoplexLp::_getColLowerBound(int i) const { |
210 | 213 |
double value = soplex->lower(i); |
211 | 214 |
return value != -soplex::infinity ? value : -INF; |
212 | 215 |
} |
213 | 216 |
|
214 | 217 |
void SoplexLp::_setColUpperBound(int i, Value value) { |
215 | 218 |
LEMON_ASSERT(value != -INF, "Invalid bound"); |
216 | 219 |
soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
217 | 220 |
} |
218 | 221 |
|
219 | 222 |
SoplexLp::Value SoplexLp::_getColUpperBound(int i) const { |
220 | 223 |
double value = soplex->upper(i); |
221 | 224 |
return value != soplex::infinity ? value : INF; |
222 | 225 |
} |
223 | 226 |
|
224 | 227 |
void SoplexLp::_setRowLowerBound(int i, Value lb) { |
225 | 228 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
226 | 229 |
soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i)); |
227 | 230 |
} |
228 | 231 |
|
229 | 232 |
SoplexLp::Value SoplexLp::_getRowLowerBound(int i) const { |
230 | 233 |
double res = soplex->lhs(i); |
231 | 234 |
return res == -soplex::infinity ? -INF : res; |
232 | 235 |
} |
233 | 236 |
|
234 | 237 |
void SoplexLp::_setRowUpperBound(int i, Value ub) { |
235 | 238 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
236 | 239 |
soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity); |
237 | 240 |
} |
238 | 241 |
|
239 | 242 |
SoplexLp::Value SoplexLp::_getRowUpperBound(int i) const { |
240 | 243 |
double res = soplex->rhs(i); |
241 | 244 |
return res == soplex::infinity ? INF : res; |
242 | 245 |
} |
243 | 246 |
|
244 | 247 |
void SoplexLp::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
245 | 248 |
for (int j = 0; j < soplex->nCols(); ++j) { |
246 | 249 |
soplex->changeObj(j, 0.0); |
247 | 250 |
} |
248 | 251 |
for (ExprIterator it = b; it != e; ++it) { |
249 | 252 |
soplex->changeObj(it->first, it->second); |
250 | 253 |
} |
251 | 254 |
} |
252 | 255 |
|
253 | 256 |
void SoplexLp::_getObjCoeffs(InsertIterator b) const { |
254 | 257 |
for (int j = 0; j < soplex->nCols(); ++j) { |
255 | 258 |
Value coef = soplex->obj(j); |
256 | 259 |
if (coef != 0.0) { |
257 | 260 |
*b = std::make_pair(j, coef); |
258 | 261 |
++b; |
259 | 262 |
} |
260 | 263 |
} |
261 | 264 |
} |
262 | 265 |
|
263 | 266 |
void SoplexLp::_setObjCoeff(int i, Value obj_coef) { |
264 | 267 |
soplex->changeObj(i, obj_coef); |
265 | 268 |
} |
266 | 269 |
|
267 | 270 |
SoplexLp::Value SoplexLp::_getObjCoeff(int i) const { |
268 | 271 |
return soplex->obj(i); |
269 | 272 |
} |
270 | 273 |
|
271 | 274 |
SoplexLp::SolveExitStatus SoplexLp::_solve() { |
272 | 275 |
|
273 | 276 |
_clear_temporals(); |
274 | 277 |
|
278 |
_applyMessageLevel(); |
|
279 |
|
|
275 | 280 |
soplex::SPxSolver::Status status = soplex->solve(); |
276 | 281 |
|
277 | 282 |
switch (status) { |
278 | 283 |
case soplex::SPxSolver::OPTIMAL: |
279 | 284 |
case soplex::SPxSolver::INFEASIBLE: |
280 | 285 |
case soplex::SPxSolver::UNBOUNDED: |
281 | 286 |
return SOLVED; |
282 | 287 |
default: |
283 | 288 |
return UNSOLVED; |
284 | 289 |
} |
285 | 290 |
} |
286 | 291 |
|
287 | 292 |
SoplexLp::Value SoplexLp::_getPrimal(int i) const { |
288 | 293 |
if (_primal_values.empty()) { |
289 | 294 |
_primal_values.resize(soplex->nCols()); |
290 | 295 |
soplex::Vector pv(_primal_values.size(), &_primal_values.front()); |
291 | 296 |
soplex->getPrimal(pv); |
292 | 297 |
} |
293 | 298 |
return _primal_values[i]; |
294 | 299 |
} |
295 | 300 |
|
296 | 301 |
SoplexLp::Value SoplexLp::_getDual(int i) const { |
297 | 302 |
if (_dual_values.empty()) { |
298 | 303 |
_dual_values.resize(soplex->nRows()); |
299 | 304 |
soplex::Vector dv(_dual_values.size(), &_dual_values.front()); |
300 | 305 |
soplex->getDual(dv); |
301 | 306 |
} |
302 | 307 |
return _dual_values[i]; |
303 | 308 |
} |
304 | 309 |
|
305 | 310 |
SoplexLp::Value SoplexLp::_getPrimalValue() const { |
306 | 311 |
return soplex->objValue(); |
307 | 312 |
} |
308 | 313 |
|
309 | 314 |
SoplexLp::VarStatus SoplexLp::_getColStatus(int i) const { |
310 | 315 |
switch (soplex->getBasisColStatus(i)) { |
311 | 316 |
case soplex::SPxSolver::BASIC: |
312 | 317 |
return BASIC; |
313 | 318 |
case soplex::SPxSolver::ON_UPPER: |
314 | 319 |
return UPPER; |
315 | 320 |
case soplex::SPxSolver::ON_LOWER: |
316 | 321 |
return LOWER; |
317 | 322 |
case soplex::SPxSolver::FIXED: |
318 | 323 |
return FIXED; |
319 | 324 |
case soplex::SPxSolver::ZERO: |
320 | 325 |
return FREE; |
321 | 326 |
default: |
322 | 327 |
LEMON_ASSERT(false, "Wrong column status"); |
323 | 328 |
return VarStatus(); |
324 | 329 |
} |
325 | 330 |
} |
326 | 331 |
|
327 | 332 |
SoplexLp::VarStatus SoplexLp::_getRowStatus(int i) const { |
328 | 333 |
switch (soplex->getBasisRowStatus(i)) { |
329 | 334 |
case soplex::SPxSolver::BASIC: |
330 | 335 |
return BASIC; |
331 | 336 |
case soplex::SPxSolver::ON_UPPER: |
332 | 337 |
return UPPER; |
333 | 338 |
case soplex::SPxSolver::ON_LOWER: |
334 | 339 |
return LOWER; |
335 | 340 |
case soplex::SPxSolver::FIXED: |
336 | 341 |
return FIXED; |
337 | 342 |
case soplex::SPxSolver::ZERO: |
338 | 343 |
return FREE; |
339 | 344 |
default: |
340 | 345 |
LEMON_ASSERT(false, "Wrong row status"); |
341 | 346 |
return VarStatus(); |
342 | 347 |
} |
343 | 348 |
} |
344 | 349 |
|
345 | 350 |
SoplexLp::Value SoplexLp::_getPrimalRay(int i) const { |
346 | 351 |
if (_primal_ray.empty()) { |
347 | 352 |
_primal_ray.resize(soplex->nCols()); |
348 | 353 |
soplex::Vector pv(_primal_ray.size(), &_primal_ray.front()); |
349 | 354 |
soplex->getDualfarkas(pv); |
350 | 355 |
} |
351 | 356 |
return _primal_ray[i]; |
352 | 357 |
} |
353 | 358 |
|
354 | 359 |
SoplexLp::Value SoplexLp::_getDualRay(int i) const { |
355 | 360 |
if (_dual_ray.empty()) { |
356 | 361 |
_dual_ray.resize(soplex->nRows()); |
357 | 362 |
soplex::Vector dv(_dual_ray.size(), &_dual_ray.front()); |
358 | 363 |
soplex->getDualfarkas(dv); |
359 | 364 |
} |
360 | 365 |
return _dual_ray[i]; |
361 | 366 |
} |
362 | 367 |
|
363 | 368 |
SoplexLp::ProblemType SoplexLp::_getPrimalType() const { |
364 | 369 |
switch (soplex->status()) { |
365 | 370 |
case soplex::SPxSolver::OPTIMAL: |
366 | 371 |
return OPTIMAL; |
367 | 372 |
case soplex::SPxSolver::UNBOUNDED: |
368 | 373 |
return UNBOUNDED; |
369 | 374 |
case soplex::SPxSolver::INFEASIBLE: |
370 | 375 |
return INFEASIBLE; |
371 | 376 |
default: |
372 | 377 |
return UNDEFINED; |
373 | 378 |
} |
374 | 379 |
} |
375 | 380 |
|
376 | 381 |
SoplexLp::ProblemType SoplexLp::_getDualType() const { |
377 | 382 |
switch (soplex->status()) { |
378 | 383 |
case soplex::SPxSolver::OPTIMAL: |
379 | 384 |
return OPTIMAL; |
380 | 385 |
case soplex::SPxSolver::UNBOUNDED: |
381 | 386 |
return UNBOUNDED; |
382 | 387 |
case soplex::SPxSolver::INFEASIBLE: |
383 | 388 |
return INFEASIBLE; |
384 | 389 |
default: |
385 | 390 |
return UNDEFINED; |
386 | 391 |
} |
387 | 392 |
} |
388 | 393 |
|
389 | 394 |
void SoplexLp::_setSense(Sense sense) { |
390 | 395 |
switch (sense) { |
391 | 396 |
case MIN: |
392 | 397 |
soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
393 | 398 |
break; |
394 | 399 |
case MAX: |
395 | 400 |
soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
396 | 401 |
} |
397 | 402 |
} |
398 | 403 |
|
399 | 404 |
SoplexLp::Sense SoplexLp::_getSense() const { |
400 | 405 |
switch (soplex->spxSense()) { |
401 | 406 |
case soplex::SPxSolver::MAXIMIZE: |
402 | 407 |
return MAX; |
403 | 408 |
case soplex::SPxSolver::MINIMIZE: |
404 | 409 |
return MIN; |
405 | 410 |
default: |
406 | 411 |
LEMON_ASSERT(false, "Wrong sense."); |
407 | 412 |
return SoplexLp::Sense(); |
408 | 413 |
} |
409 | 414 |
} |
410 | 415 |
|
411 | 416 |
void SoplexLp::_clear() { |
412 | 417 |
soplex->clear(); |
413 | 418 |
_col_names.clear(); |
414 | 419 |
_col_names_ref.clear(); |
415 | 420 |
_row_names.clear(); |
416 | 421 |
_row_names_ref.clear(); |
417 | 422 |
cols.clear(); |
418 | 423 |
rows.clear(); |
419 | 424 |
_clear_temporals(); |
420 | 425 |
} |
421 | 426 |
|
427 |
void SoplexLp::_messageLevel(MessageLevel level) { |
|
428 |
switch (level) { |
|
429 |
case MESSAGE_NOTHING: |
|
430 |
_message_level = -1; |
|
431 |
break; |
|
432 |
case MESSAGE_ERROR: |
|
433 |
_message_level = soplex::SPxOut::ERROR; |
|
434 |
break; |
|
435 |
case MESSAGE_WARNING: |
|
436 |
_message_level = soplex::SPxOut::WARNING; |
|
437 |
break; |
|
438 |
case MESSAGE_NORMAL: |
|
439 |
_message_level = soplex::SPxOut::INFO2; |
|
440 |
break; |
|
441 |
case MESSAGE_VERBOSE: |
|
442 |
_message_level = soplex::SPxOut::DEBUG; |
|
443 |
break; |
|
444 |
} |
|
445 |
} |
|
446 |
|
|
447 |
void SoplexLp::_applyMessageLevel() { |
|
448 |
soplex::Param::setVerbose(_message_level); |
|
449 |
} |
|
450 |
|
|
422 | 451 |
} //namespace lemon |
423 | 452 |
... | ... |
@@ -51,102 +51,107 @@ |
51 | 51 |
std::vector<std::string> _col_names; |
52 | 52 |
std::map<std::string, int> _col_names_ref; |
53 | 53 |
|
54 | 54 |
std::vector<std::string> _row_names; |
55 | 55 |
std::map<std::string, int> _row_names_ref; |
56 | 56 |
|
57 | 57 |
private: |
58 | 58 |
|
59 | 59 |
// these values cannot be retrieved element by element |
60 | 60 |
mutable std::vector<Value> _primal_values; |
61 | 61 |
mutable std::vector<Value> _dual_values; |
62 | 62 |
|
63 | 63 |
mutable std::vector<Value> _primal_ray; |
64 | 64 |
mutable std::vector<Value> _dual_ray; |
65 | 65 |
|
66 | 66 |
void _clear_temporals(); |
67 | 67 |
|
68 | 68 |
public: |
69 | 69 |
|
70 | 70 |
/// \e |
71 | 71 |
SoplexLp(); |
72 | 72 |
/// \e |
73 | 73 |
SoplexLp(const SoplexLp&); |
74 | 74 |
/// \e |
75 | 75 |
~SoplexLp(); |
76 | 76 |
/// \e |
77 | 77 |
virtual SoplexLp* newSolver() const; |
78 | 78 |
/// \e |
79 | 79 |
virtual SoplexLp* cloneSolver() const; |
80 | 80 |
|
81 | 81 |
protected: |
82 | 82 |
|
83 | 83 |
virtual const char* _solverName() const; |
84 | 84 |
|
85 | 85 |
virtual int _addCol(); |
86 | 86 |
virtual int _addRow(); |
87 | 87 |
|
88 | 88 |
virtual void _eraseCol(int i); |
89 | 89 |
virtual void _eraseRow(int i); |
90 | 90 |
|
91 | 91 |
virtual void _eraseColId(int i); |
92 | 92 |
virtual void _eraseRowId(int i); |
93 | 93 |
|
94 | 94 |
virtual void _getColName(int col, std::string& name) const; |
95 | 95 |
virtual void _setColName(int col, const std::string& name); |
96 | 96 |
virtual int _colByName(const std::string& name) const; |
97 | 97 |
|
98 | 98 |
virtual void _getRowName(int row, std::string& name) const; |
99 | 99 |
virtual void _setRowName(int row, const std::string& name); |
100 | 100 |
virtual int _rowByName(const std::string& name) const; |
101 | 101 |
|
102 | 102 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
103 | 103 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
104 | 104 |
|
105 | 105 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
106 | 106 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
107 | 107 |
|
108 | 108 |
virtual void _setCoeff(int row, int col, Value value); |
109 | 109 |
virtual Value _getCoeff(int row, int col) const; |
110 | 110 |
|
111 | 111 |
virtual void _setColLowerBound(int i, Value value); |
112 | 112 |
virtual Value _getColLowerBound(int i) const; |
113 | 113 |
virtual void _setColUpperBound(int i, Value value); |
114 | 114 |
virtual Value _getColUpperBound(int i) const; |
115 | 115 |
|
116 | 116 |
virtual void _setRowLowerBound(int i, Value value); |
117 | 117 |
virtual Value _getRowLowerBound(int i) const; |
118 | 118 |
virtual void _setRowUpperBound(int i, Value value); |
119 | 119 |
virtual Value _getRowUpperBound(int i) const; |
120 | 120 |
|
121 | 121 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
122 | 122 |
virtual void _getObjCoeffs(InsertIterator b) const; |
123 | 123 |
|
124 | 124 |
virtual void _setObjCoeff(int i, Value obj_coef); |
125 | 125 |
virtual Value _getObjCoeff(int i) const; |
126 | 126 |
|
127 | 127 |
virtual void _setSense(Sense sense); |
128 | 128 |
virtual Sense _getSense() const; |
129 | 129 |
|
130 | 130 |
virtual SolveExitStatus _solve(); |
131 | 131 |
virtual Value _getPrimal(int i) const; |
132 | 132 |
virtual Value _getDual(int i) const; |
133 | 133 |
|
134 | 134 |
virtual Value _getPrimalValue() const; |
135 | 135 |
|
136 | 136 |
virtual Value _getPrimalRay(int i) const; |
137 | 137 |
virtual Value _getDualRay(int i) const; |
138 | 138 |
|
139 | 139 |
virtual VarStatus _getColStatus(int i) const; |
140 | 140 |
virtual VarStatus _getRowStatus(int i) const; |
141 | 141 |
|
142 | 142 |
virtual ProblemType _getPrimalType() const; |
143 | 143 |
virtual ProblemType _getDualType() const; |
144 | 144 |
|
145 | 145 |
virtual void _clear(); |
146 | 146 |
|
147 |
void _messageLevel(MessageLevel m); |
|
148 |
void _applyMessageLevel(); |
|
149 |
|
|
150 |
int _message_level; |
|
151 |
|
|
147 | 152 |
}; |
148 | 153 |
|
149 | 154 |
} //END OF NAMESPACE LEMON |
150 | 155 |
|
151 | 156 |
#endif //LEMON_SOPLEX_H |
152 | 157 |
... | ... |
@@ -302,125 +302,120 @@ |
302 | 302 |
check(e[x2] == 2, "The second coefficient should 1."); |
303 | 303 |
|
304 | 304 |
lp.row(upright, x1+x2 <=1); |
305 | 305 |
e = lp.row(upright); |
306 | 306 |
check(e[x1] == 1, "The first coefficient should 1."); |
307 | 307 |
check(e[x2] == 1, "The second coefficient should 1."); |
308 | 308 |
|
309 | 309 |
LpSolver::DualExpr de = lp.col(x1); |
310 | 310 |
check( de[upright] == 1, "The first coefficient should 1."); |
311 | 311 |
|
312 | 312 |
LpSolver* clp = lp.cloneSolver(); |
313 | 313 |
|
314 | 314 |
//Testing the problem retrieving routines |
315 | 315 |
check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
316 | 316 |
check(clp->sense() == clp->MAX,"This is a maximization!"); |
317 | 317 |
check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!"); |
318 | 318 |
// std::cout<<lp.colLowerBound(x1)<<std::endl; |
319 | 319 |
check(clp->colLowerBound(x1)==0, |
320 | 320 |
"The lower bound for variable x1 should be 0."); |
321 | 321 |
check(clp->colUpperBound(x1)==LpSolver::INF, |
322 | 322 |
"The upper bound for variable x1 should be infty."); |
323 | 323 |
|
324 | 324 |
check(lp.rowLowerBound(upright)==-LpSolver::INF, |
325 | 325 |
"The lower bound for the first row should be -infty."); |
326 | 326 |
check(lp.rowUpperBound(upright)==1, |
327 | 327 |
"The upper bound for the first row should be 1."); |
328 | 328 |
e = clp->row(upright); |
329 | 329 |
check(e[x1] == 1, "The first coefficient should 1."); |
330 | 330 |
check(e[x2] == 1, "The second coefficient should 1."); |
331 | 331 |
|
332 | 332 |
de = clp->col(x1); |
333 | 333 |
check(de[upright] == 1, "The first coefficient should 1."); |
334 | 334 |
|
335 | 335 |
delete clp; |
336 | 336 |
|
337 | 337 |
//Maximization of x1+x2 |
338 | 338 |
//over the triangle with vertices (0,0) (0,1) (1,0) |
339 | 339 |
double expected_opt=1; |
340 | 340 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
341 | 341 |
|
342 | 342 |
//Minimization |
343 | 343 |
lp.sense(lp.MIN); |
344 | 344 |
expected_opt=0; |
345 | 345 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
346 | 346 |
|
347 | 347 |
//Vertex (-1,0) instead of (0,0) |
348 | 348 |
lp.colLowerBound(x1, -LpSolver::INF); |
349 | 349 |
expected_opt=-1; |
350 | 350 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
351 | 351 |
|
352 | 352 |
//Erase one constraint and return to maximization |
353 | 353 |
lp.erase(upright); |
354 | 354 |
lp.sense(lp.MAX); |
355 | 355 |
expected_opt=LpSolver::INF; |
356 | 356 |
solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt); |
357 | 357 |
|
358 | 358 |
//Infeasibilty |
359 | 359 |
lp.addRow(x1+x2 <=-2); |
360 | 360 |
solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt); |
361 | 361 |
|
362 | 362 |
} |
363 | 363 |
|
364 | 364 |
template<class LP> |
365 | 365 |
void cloneTest() |
366 | 366 |
{ |
367 | 367 |
//Test for clone/new |
368 | 368 |
|
369 | 369 |
LP* lp = new LP(); |
370 | 370 |
LP* lpnew = lp->newSolver(); |
371 | 371 |
LP* lpclone = lp->cloneSolver(); |
372 | 372 |
delete lp; |
373 | 373 |
delete lpnew; |
374 | 374 |
delete lpclone; |
375 | 375 |
} |
376 | 376 |
|
377 | 377 |
int main() |
378 | 378 |
{ |
379 | 379 |
LpSkeleton lp_skel; |
380 | 380 |
lpTest(lp_skel); |
381 | 381 |
|
382 | 382 |
#ifdef HAVE_GLPK |
383 | 383 |
{ |
384 | 384 |
GlpkLp lp_glpk1,lp_glpk2; |
385 | 385 |
lpTest(lp_glpk1); |
386 | 386 |
aTest(lp_glpk2); |
387 | 387 |
cloneTest<GlpkLp>(); |
388 | 388 |
} |
389 | 389 |
#endif |
390 | 390 |
|
391 | 391 |
#ifdef HAVE_CPLEX |
392 | 392 |
try { |
393 | 393 |
CplexLp lp_cplex1,lp_cplex2; |
394 | 394 |
lpTest(lp_cplex1); |
395 | 395 |
aTest(lp_cplex2); |
396 | 396 |
cloneTest<CplexLp>(); |
397 | 397 |
} catch (CplexEnv::LicenseError& error) { |
398 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
|
399 | 398 |
check(false, error.what()); |
400 |
#else |
|
401 |
std::cerr << error.what() << std::endl; |
|
402 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
|
403 |
#endif |
|
404 | 399 |
} |
405 | 400 |
#endif |
406 | 401 |
|
407 | 402 |
#ifdef HAVE_SOPLEX |
408 | 403 |
{ |
409 | 404 |
SoplexLp lp_soplex1,lp_soplex2; |
410 | 405 |
lpTest(lp_soplex1); |
411 | 406 |
aTest(lp_soplex2); |
412 | 407 |
cloneTest<SoplexLp>(); |
413 | 408 |
} |
414 | 409 |
#endif |
415 | 410 |
|
416 | 411 |
#ifdef HAVE_CLP |
417 | 412 |
{ |
418 | 413 |
ClpLp lp_clp1,lp_clp2; |
419 | 414 |
lpTest(lp_clp1); |
420 | 415 |
aTest(lp_clp2); |
421 | 416 |
cloneTest<ClpLp>(); |
422 | 417 |
} |
423 | 418 |
#endif |
424 | 419 |
|
425 | 420 |
return 0; |
426 | 421 |
} |
... | ... |
@@ -50,116 +50,111 @@ |
50 | 50 |
// itoa(stat,buf1, 10); |
51 | 51 |
check(mip.type()==stat, buf.str()); |
52 | 52 |
|
53 | 53 |
if (stat == MipSolver::OPTIMAL) { |
54 | 54 |
std::ostringstream sbuf; |
55 | 55 |
buf << "Wrong optimal value: the right optimum is " << exp_opt; |
56 | 56 |
check(std::abs(mip.solValue()-exp_opt) < 1e-3, sbuf.str()); |
57 | 57 |
//+ecvt(exp_opt,2) |
58 | 58 |
} |
59 | 59 |
} |
60 | 60 |
|
61 | 61 |
void aTest(MipSolver& mip) |
62 | 62 |
{ |
63 | 63 |
//The following example is very simple |
64 | 64 |
|
65 | 65 |
|
66 | 66 |
typedef MipSolver::Row Row; |
67 | 67 |
typedef MipSolver::Col Col; |
68 | 68 |
|
69 | 69 |
|
70 | 70 |
Col x1 = mip.addCol(); |
71 | 71 |
Col x2 = mip.addCol(); |
72 | 72 |
|
73 | 73 |
|
74 | 74 |
//Objective function |
75 | 75 |
mip.obj(x1); |
76 | 76 |
|
77 | 77 |
mip.max(); |
78 | 78 |
|
79 | 79 |
//Unconstrained optimization |
80 | 80 |
mip.solve(); |
81 | 81 |
//Check it out! |
82 | 82 |
|
83 | 83 |
//Constraints |
84 | 84 |
mip.addRow(2 * x1 + x2 <= 2); |
85 | 85 |
Row y2 = mip.addRow(x1 - 2 * x2 <= 0); |
86 | 86 |
|
87 | 87 |
//Nonnegativity of the variable x1 |
88 | 88 |
mip.colLowerBound(x1, 0); |
89 | 89 |
|
90 | 90 |
|
91 | 91 |
//Maximization of x1 |
92 | 92 |
//over the triangle with vertices (0,0),(4/5,2/5),(0,2) |
93 | 93 |
double expected_opt=4.0/5.0; |
94 | 94 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
95 | 95 |
|
96 | 96 |
|
97 | 97 |
//Restrict x2 to integer |
98 | 98 |
mip.colType(x2,MipSolver::INTEGER); |
99 | 99 |
expected_opt=1.0/2.0; |
100 | 100 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
101 | 101 |
|
102 | 102 |
|
103 | 103 |
//Restrict both to integer |
104 | 104 |
mip.colType(x1,MipSolver::INTEGER); |
105 | 105 |
expected_opt=0; |
106 | 106 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
107 | 107 |
|
108 | 108 |
//Erase a variable |
109 | 109 |
mip.erase(x2); |
110 | 110 |
mip.rowUpperBound(y2, 8); |
111 | 111 |
expected_opt=1; |
112 | 112 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
113 | 113 |
|
114 | 114 |
} |
115 | 115 |
|
116 | 116 |
|
117 | 117 |
template<class MIP> |
118 | 118 |
void cloneTest() |
119 | 119 |
{ |
120 | 120 |
|
121 | 121 |
MIP* mip = new MIP(); |
122 | 122 |
MIP* mipnew = mip->newSolver(); |
123 | 123 |
MIP* mipclone = mip->cloneSolver(); |
124 | 124 |
delete mip; |
125 | 125 |
delete mipnew; |
126 | 126 |
delete mipclone; |
127 | 127 |
} |
128 | 128 |
|
129 | 129 |
int main() |
130 | 130 |
{ |
131 | 131 |
|
132 | 132 |
#ifdef HAVE_GLPK |
133 | 133 |
{ |
134 | 134 |
GlpkMip mip1; |
135 | 135 |
aTest(mip1); |
136 | 136 |
cloneTest<GlpkMip>(); |
137 | 137 |
} |
138 | 138 |
#endif |
139 | 139 |
|
140 | 140 |
#ifdef HAVE_CPLEX |
141 | 141 |
try { |
142 | 142 |
CplexMip mip2; |
143 | 143 |
aTest(mip2); |
144 | 144 |
cloneTest<CplexMip>(); |
145 | 145 |
} catch (CplexEnv::LicenseError& error) { |
146 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
|
147 | 146 |
check(false, error.what()); |
148 |
#else |
|
149 |
std::cerr << error.what() << std::endl; |
|
150 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
|
151 |
#endif |
|
152 | 147 |
} |
153 | 148 |
#endif |
154 | 149 |
|
155 | 150 |
#ifdef HAVE_CBC |
156 | 151 |
{ |
157 | 152 |
CbcMip mip1; |
158 | 153 |
aTest(mip1); |
159 | 154 |
cloneTest<CbcMip>(); |
160 | 155 |
} |
161 | 156 |
#endif |
162 | 157 |
|
163 | 158 |
return 0; |
164 | 159 |
|
165 | 160 |
} |
1 | 1 |
#!/bin/bash |
2 | 2 |
|
3 | 3 |
set -e |
4 | 4 |
|
5 | 5 |
if [ $# -eq 0 -o x$1 = "x-h" -o x$1 = "x-help" -o x$1 = "x--help" ]; then |
6 | 6 |
echo "Usage:" |
7 | 7 |
echo " $0 source-file(s)" |
8 | 8 |
exit |
9 | 9 |
fi |
10 | 10 |
|
11 | 11 |
for i in $@ |
12 | 12 |
do |
13 | 13 |
echo Update $i... |
14 | 14 |
TMP=`mktemp` |
15 | 15 |
sed -e "s/\<undirected graph\>/_gr_aph_label_/g"\ |
16 | 16 |
-e "s/\<undirected graphs\>/_gr_aph_label_s/g"\ |
17 | 17 |
-e "s/\<undirected edge\>/_ed_ge_label_/g"\ |
18 | 18 |
-e "s/\<undirected edges\>/_ed_ge_label_s/g"\ |
19 | 19 |
-e "s/\<directed graph\>/_digr_aph_label_/g"\ |
20 | 20 |
-e "s/\<directed graphs\>/_digr_aph_label_s/g"\ |
21 | 21 |
-e "s/\<directed edge\>/_ar_c_label_/g"\ |
22 | 22 |
-e "s/\<directed edges\>/_ar_c_label_s/g"\ |
23 | 23 |
-e "s/UGraph/_Gr_aph_label_/g"\ |
24 | 24 |
-e "s/u[Gg]raph/_gr_aph_label_/g"\ |
25 | 25 |
-e "s/Graph\>/_Digr_aph_label_/g"\ |
26 | 26 |
-e "s/\<graph\>/_digr_aph_label_/g"\ |
27 | 27 |
-e "s/Graphs\>/_Digr_aph_label_s/g"\ |
28 | 28 |
-e "s/\<graphs\>/_digr_aph_label_s/g"\ |
29 | 29 |
-e "s/\([Gg]\)raph\([a-z]\)/_\1r_aph_label_\2/g"\ |
30 | 30 |
-e "s/\([a-z_]\)graph/\1_gr_aph_label_/g"\ |
31 | 31 |
-e "s/Graph/_Digr_aph_label_/g"\ |
32 | 32 |
-e "s/graph/_digr_aph_label_/g"\ |
33 | 33 |
-e "s/UEdge/_Ed_ge_label_/g"\ |
34 | 34 |
-e "s/u[Ee]dge/_ed_ge_label_/g"\ |
35 | 35 |
-e "s/IncEdgeIt/_In_cEd_geIt_label_/g"\ |
36 | 36 |
-e "s/Edge\>/_Ar_c_label_/g"\ |
37 | 37 |
-e "s/\<edge\>/_ar_c_label_/g"\ |
38 | 38 |
-e "s/_edge\>/_ar_c_label_/g"\ |
39 | 39 |
-e "s/Edges\>/_Ar_c_label_s/g"\ |
40 | 40 |
-e "s/\<edges\>/_ar_c_label_s/g"\ |
41 | 41 |
-e "s/_edges\>/_ar_c_label_s/g"\ |
42 | 42 |
-e "s/\([Ee]\)dge\([a-z]\)/_\1d_ge_label_\2/g"\ |
43 | 43 |
-e "s/\([a-z]\)edge/\1_ed_ge_label_/g"\ |
44 | 44 |
-e "s/Edge/_Ar_c_label_/g"\ |
45 | 45 |
-e "s/edge/_ar_c_label_/g"\ |
46 | 46 |
-e "s/A[Nn]ode/_Re_d_label_/g"\ |
47 | 47 |
-e "s/B[Nn]ode/_Blu_e_label_/g"\ |
48 | 48 |
-e "s/A-[Nn]ode/_Re_d_label_/g"\ |
49 | 49 |
-e "s/B-[Nn]ode/_Blu_e_label_/g"\ |
50 | 50 |
-e "s/a[Nn]ode/_re_d_label_/g"\ |
51 | 51 |
-e "s/b[Nn]ode/_blu_e_label_/g"\ |
52 | 52 |
-e "s/\<UGRAPH_TYPEDEFS\([ \t]*([ \t]*\)typename[ \t]/TEMPLATE__GR_APH_TY_PEDE_FS_label_\1/g"\ |
53 | 53 |
-e "s/\<GRAPH_TYPEDEFS\([ \t]*([ \t]*\)typename[ \t]/TEMPLATE__DIGR_APH_TY_PEDE_FS_label_\1/g"\ |
54 | 54 |
-e "s/\<UGRAPH_TYPEDEFS\>/_GR_APH_TY_PEDE_FS_label_/g"\ |
55 | 55 |
-e "s/\<GRAPH_TYPEDEFS\>/_DIGR_APH_TY_PEDE_FS_label_/g"\ |
56 | 56 |
-e "s/_Digr_aph_label_/Digraph/g"\ |
57 | 57 |
-e "s/_digr_aph_label_/digraph/g"\ |
58 | 58 |
-e "s/_Gr_aph_label_/Graph/g"\ |
59 | 59 |
-e "s/_gr_aph_label_/graph/g"\ |
60 | 60 |
-e "s/_Ar_c_label_/Arc/g"\ |
61 | 61 |
-e "s/_ar_c_label_/arc/g"\ |
62 | 62 |
-e "s/_Ed_ge_label_/Edge/g"\ |
63 | 63 |
-e "s/_ed_ge_label_/edge/g"\ |
64 | 64 |
-e "s/_In_cEd_geIt_label_/IncEdgeIt/g"\ |
65 | 65 |
-e "s/_Re_d_label_/Red/g"\ |
66 | 66 |
-e "s/_Blu_e_label_/Blue/g"\ |
67 | 67 |
-e "s/_re_d_label_/red/g"\ |
68 | 68 |
-e "s/_blu_e_label_/blue/g"\ |
69 | 69 |
-e "s/_GR_APH_TY_PEDE_FS_label_/GRAPH_TYPEDEFS/g"\ |
70 | 70 |
-e "s/_DIGR_APH_TY_PEDE_FS_label_/DIGRAPH_TYPEDEFS/g"\ |
71 | 71 |
-e "s/DigraphToEps/GraphToEps/g"\ |
72 | 72 |
-e "s/digraphToEps/graphToEps/g"\ |
73 | 73 |
-e "s/\<DefPredMap\>/SetPredMap/g"\ |
74 | 74 |
-e "s/\<DefDistMap\>/SetDistMap/g"\ |
75 | 75 |
-e "s/\<DefReachedMap\>/SetReachedMap/g"\ |
76 | 76 |
-e "s/\<DefProcessedMap\>/SetProcessedMap/g"\ |
77 | 77 |
-e "s/\<DefHeap\>/SetHeap/g"\ |
78 | 78 |
-e "s/\<DefStandardHeap\>/SetStandradHeap/g"\ |
79 | 79 |
-e "s/\<DefOperationTraits\>/SetOperationTraits/g"\ |
80 | 80 |
-e "s/\<DefProcessedMapToBeDefaultMap\>/SetStandardProcessedMap/g"\ |
81 | 81 |
-e "s/\<copyGraph\>/graphCopy/g"\ |
82 | 82 |
-e "s/\<copyDigraph\>/digraphCopy/g"\ |
83 | 83 |
-e "s/\<HyperCubeDigraph\>/HypercubeGraph/g"\ |
84 | 84 |
-e "s/\<IntegerMap\>/RangeMap/g"\ |
85 | 85 |
-e "s/\<integerMap\>/rangeMap/g"\ |
86 | 86 |
-e "s/\<\([sS]\)tdMap\>/\1parseMap/g"\ |
87 | 87 |
-e "s/\<\([Ff]\)unctorMap\>/\1unctorToMap/g"\ |
88 | 88 |
-e "s/\<\([Mm]\)apFunctor\>/\1apToFunctor/g"\ |
89 | 89 |
-e "s/\<\([Ff]\)orkWriteMap\>/\1orkMap/g"\ |
90 | 90 |
-e "s/\<StoreBoolMap\>/LoggerBoolMap/g"\ |
91 | 91 |
-e "s/\<storeBoolMap\>/loggerBoolMap/g"\ |
92 |
-e "s/\<InvertableMap\>/CrossRefMap/g"\ |
|
93 |
-e "s/\<invertableMap\>/crossRefMap/g"\ |
|
94 |
-e "s/\<DescriptorMap\>/RangeIdMap/g"\ |
|
95 |
-e "s/\<descriptorMap\>/rangeIdMap/g"\ |
|
92 | 96 |
-e "s/\<BoundingBox\>/Box/g"\ |
93 | 97 |
-e "s/\<readNauty\>/readNautyGraph/g"\ |
94 | 98 |
-e "s/\<RevDigraphAdaptor\>/ReverseDigraph/g"\ |
95 | 99 |
-e "s/\<revDigraphAdaptor\>/reverseDigraph/g"\ |
96 | 100 |
-e "s/\<SubDigraphAdaptor\>/SubDigraph/g"\ |
97 | 101 |
-e "s/\<subDigraphAdaptor\>/subDigraph/g"\ |
98 | 102 |
-e "s/\<SubGraphAdaptor\>/SubGraph/g"\ |
99 | 103 |
-e "s/\<subGraphAdaptor\>/subGraph/g"\ |
100 | 104 |
-e "s/\<NodeSubDigraphAdaptor\>/FilterNodes/g"\ |
101 | 105 |
-e "s/\<nodeSubDigraphAdaptor\>/filterNodes/g"\ |
102 | 106 |
-e "s/\<ArcSubDigraphAdaptor\>/FilterArcs/g"\ |
103 | 107 |
-e "s/\<arcSubDigraphAdaptor\>/filterArcs/g"\ |
104 | 108 |
-e "s/\<UndirDigraphAdaptor\>/Undirector/g"\ |
105 | 109 |
-e "s/\<undirDigraphAdaptor\>/undirector/g"\ |
106 | 110 |
-e "s/\<ResDigraphAdaptor\>/ResidualDigraph/g"\ |
107 | 111 |
-e "s/\<resDigraphAdaptor\>/residualDigraph/g"\ |
108 | 112 |
-e "s/\<SplitDigraphAdaptor\>/SplitNodes/g"\ |
109 | 113 |
-e "s/\<splitDigraphAdaptor\>/splitNodes/g"\ |
110 | 114 |
-e "s/\<SubGraphAdaptor\>/SubGraph/g"\ |
111 | 115 |
-e "s/\<subGraphAdaptor\>/subGraph/g"\ |
112 | 116 |
-e "s/\<NodeSubGraphAdaptor\>/FilterNodes/g"\ |
113 | 117 |
-e "s/\<nodeSubGraphAdaptor\>/filterNodes/g"\ |
114 | 118 |
-e "s/\<ArcSubGraphAdaptor\>/FilterEdges/g"\ |
115 | 119 |
-e "s/\<arcSubGraphAdaptor\>/filterEdges/g"\ |
116 | 120 |
-e "s/\<DirGraphAdaptor\>/Orienter/g"\ |
117 | 121 |
-e "s/\<dirGraphAdaptor\>/orienter/g"\ |
118 | 122 |
-e "s/\<LpCplex\>/CplexLp/g"\ |
119 | 123 |
-e "s/\<MipCplex\>/CplexMip/g"\ |
120 | 124 |
-e "s/\<LpGlpk\>/GlpkLp/g"\ |
121 | 125 |
-e "s/\<MipGlpk\>/GlpkMip/g"\ |
122 | 126 |
-e "s/\<LpSoplex\>/SoplexLp/g"\ |
123 | 127 |
<$i > $TMP |
124 | 128 |
mv $TMP $i |
125 | 129 |
done |
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