0
4
0
... | ... |
@@ -481,96 +481,98 @@ |
481 | 481 |
++b; |
482 | 482 |
} |
483 | 483 |
} |
484 | 484 |
} |
485 | 485 |
|
486 | 486 |
void GlpkBase::_setObjCoeff(int i, Value obj_coef) { |
487 | 487 |
//i = 0 means the constant term (shift) |
488 | 488 |
glp_set_obj_coef(lp, i, obj_coef); |
489 | 489 |
} |
490 | 490 |
|
491 | 491 |
GlpkBase::Value GlpkBase::_getObjCoeff(int i) const { |
492 | 492 |
//i = 0 means the constant term (shift) |
493 | 493 |
return glp_get_obj_coef(lp, i); |
494 | 494 |
} |
495 | 495 |
|
496 | 496 |
void GlpkBase::_setSense(GlpkBase::Sense sense) { |
497 | 497 |
switch (sense) { |
498 | 498 |
case MIN: |
499 | 499 |
glp_set_obj_dir(lp, GLP_MIN); |
500 | 500 |
break; |
501 | 501 |
case MAX: |
502 | 502 |
glp_set_obj_dir(lp, GLP_MAX); |
503 | 503 |
break; |
504 | 504 |
} |
505 | 505 |
} |
506 | 506 |
|
507 | 507 |
GlpkBase::Sense GlpkBase::_getSense() const { |
508 | 508 |
switch(glp_get_obj_dir(lp)) { |
509 | 509 |
case GLP_MIN: |
510 | 510 |
return MIN; |
511 | 511 |
case GLP_MAX: |
512 | 512 |
return MAX; |
513 | 513 |
default: |
514 | 514 |
LEMON_ASSERT(false, "Wrong sense"); |
515 | 515 |
return GlpkBase::Sense(); |
516 | 516 |
} |
517 | 517 |
} |
518 | 518 |
|
519 | 519 |
void GlpkBase::_clear() { |
520 | 520 |
glp_erase_prob(lp); |
521 | 521 |
rows.clear(); |
522 | 522 |
cols.clear(); |
523 | 523 |
} |
524 | 524 |
|
525 | 525 |
void GlpkBase::freeEnv() { |
526 | 526 |
glp_free_env(); |
527 | 527 |
} |
528 | 528 |
|
529 |
GlpkBase::FreeEnvHelper GlpkBase::freeEnvHelper; |
|
530 |
|
|
529 | 531 |
// GlpkLp members |
530 | 532 |
|
531 | 533 |
GlpkLp::GlpkLp() |
532 | 534 |
: LpBase(), GlpkBase(), LpSolver() { |
533 | 535 |
messageLevel(MESSAGE_NO_OUTPUT); |
534 | 536 |
} |
535 | 537 |
|
536 | 538 |
GlpkLp::GlpkLp(const GlpkLp& other) |
537 | 539 |
: LpBase(other), GlpkBase(other), LpSolver(other) { |
538 | 540 |
messageLevel(MESSAGE_NO_OUTPUT); |
539 | 541 |
} |
540 | 542 |
|
541 | 543 |
GlpkLp* GlpkLp::_newSolver() const { return new GlpkLp; } |
542 | 544 |
GlpkLp* GlpkLp::_cloneSolver() const { return new GlpkLp(*this); } |
543 | 545 |
|
544 | 546 |
const char* GlpkLp::_solverName() const { return "GlpkLp"; } |
545 | 547 |
|
546 | 548 |
void GlpkLp::_clear_temporals() { |
547 | 549 |
_primal_ray.clear(); |
548 | 550 |
_dual_ray.clear(); |
549 | 551 |
} |
550 | 552 |
|
551 | 553 |
GlpkLp::SolveExitStatus GlpkLp::_solve() { |
552 | 554 |
return solvePrimal(); |
553 | 555 |
} |
554 | 556 |
|
555 | 557 |
GlpkLp::SolveExitStatus GlpkLp::solvePrimal() { |
556 | 558 |
_clear_temporals(); |
557 | 559 |
|
558 | 560 |
glp_smcp smcp; |
559 | 561 |
glp_init_smcp(&smcp); |
560 | 562 |
|
561 | 563 |
switch (_message_level) { |
562 | 564 |
case MESSAGE_NO_OUTPUT: |
563 | 565 |
smcp.msg_lev = GLP_MSG_OFF; |
564 | 566 |
break; |
565 | 567 |
case MESSAGE_ERROR_MESSAGE: |
566 | 568 |
smcp.msg_lev = GLP_MSG_ERR; |
567 | 569 |
break; |
568 | 570 |
case MESSAGE_NORMAL_OUTPUT: |
569 | 571 |
smcp.msg_lev = GLP_MSG_ON; |
570 | 572 |
break; |
571 | 573 |
case MESSAGE_FULL_OUTPUT: |
572 | 574 |
smcp.msg_lev = GLP_MSG_ALL; |
573 | 575 |
break; |
574 | 576 |
} |
575 | 577 |
|
576 | 578 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
... | ... |
@@ -55,106 +55,110 @@ |
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 |
private: |
|
104 |
|
|
105 |
static void freeEnv(); |
|
106 |
|
|
107 |
struct FreeEnvHelper { |
|
108 |
~FreeEnvHelper() { |
|
109 |
freeEnv(); |
|
110 |
} |
|
111 |
}; |
|
112 |
|
|
113 |
static FreeEnvHelper freeEnvHelper; |
|
114 |
|
|
103 | 115 |
public: |
104 | 116 |
|
105 |
/// \brief Deallocates the globally allocated memory of GLPK. |
|
106 |
|
|
107 |
/// Deallocates the globally allocated memory of GLPK. \note |
|
108 |
/// Usually, it do not have to be called, because the GLPK use |
|
109 |
/// only a small amount of global memory, and it is deallocated |
|
110 |
/// automatically at the end of program. |
|
111 |
static void freeEnv(); |
|
112 |
|
|
113 | 117 |
///Pointer to the underlying GLPK data structure. |
114 | 118 |
LPX *lpx() {return lp;} |
115 | 119 |
///Const pointer to the underlying GLPK data structure. |
116 | 120 |
const LPX *lpx() const {return lp;} |
117 | 121 |
|
118 | 122 |
///Returns the constraint identifier understood by GLPK. |
119 | 123 |
int lpxRow(Row r) const { return rows(id(r)); } |
120 | 124 |
|
121 | 125 |
///Returns the variable identifier understood by GLPK. |
122 | 126 |
int lpxCol(Col c) const { return cols(id(c)); } |
123 | 127 |
|
124 | 128 |
}; |
125 | 129 |
|
126 | 130 |
/// \brief Interface for the GLPK LP solver |
127 | 131 |
/// |
128 | 132 |
/// This class implements an interface for the GLPK LP solver. |
129 | 133 |
///\ingroup lp_group |
130 | 134 |
class GlpkLp : public GlpkBase, public LpSolver { |
131 | 135 |
public: |
132 | 136 |
|
133 | 137 |
///\e |
134 | 138 |
GlpkLp(); |
135 | 139 |
///\e |
136 | 140 |
GlpkLp(const GlpkLp&); |
137 | 141 |
|
138 | 142 |
private: |
139 | 143 |
|
140 | 144 |
mutable std::vector<double> _primal_ray; |
141 | 145 |
mutable std::vector<double> _dual_ray; |
142 | 146 |
|
143 | 147 |
void _clear_temporals(); |
144 | 148 |
|
145 | 149 |
protected: |
146 | 150 |
|
147 | 151 |
virtual GlpkLp* _cloneSolver() const; |
148 | 152 |
virtual GlpkLp* _newSolver() const; |
149 | 153 |
|
150 | 154 |
virtual const char* _solverName() const; |
151 | 155 |
|
152 | 156 |
virtual SolveExitStatus _solve(); |
153 | 157 |
virtual Value _getPrimal(int i) const; |
154 | 158 |
virtual Value _getDual(int i) const; |
155 | 159 |
|
156 | 160 |
virtual Value _getPrimalValue() const; |
157 | 161 |
|
158 | 162 |
virtual VarStatus _getColStatus(int i) const; |
159 | 163 |
virtual VarStatus _getRowStatus(int i) const; |
160 | 164 |
... | ... |
@@ -321,84 +321,83 @@ |
321 | 321 |
"The upper bound for the first row should be 1."); |
322 | 322 |
e = clp->row(upright); |
323 | 323 |
check(e[x1] == 1, "The first coefficient should 1."); |
324 | 324 |
check(e[x2] == 1, "The second coefficient should 1."); |
325 | 325 |
|
326 | 326 |
de = clp->col(x1); |
327 | 327 |
check(de[upright] == 1, "The first coefficient should 1."); |
328 | 328 |
|
329 | 329 |
delete clp; |
330 | 330 |
|
331 | 331 |
//Maximization of x1+x2 |
332 | 332 |
//over the triangle with vertices (0,0) (0,1) (1,0) |
333 | 333 |
double expected_opt=1; |
334 | 334 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
335 | 335 |
|
336 | 336 |
//Minimization |
337 | 337 |
lp.sense(lp.MIN); |
338 | 338 |
expected_opt=0; |
339 | 339 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
340 | 340 |
|
341 | 341 |
//Vertex (-1,0) instead of (0,0) |
342 | 342 |
lp.colLowerBound(x1, -LpSolver::INF); |
343 | 343 |
expected_opt=-1; |
344 | 344 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
345 | 345 |
|
346 | 346 |
//Erase one constraint and return to maximization |
347 | 347 |
lp.erase(upright); |
348 | 348 |
lp.sense(lp.MAX); |
349 | 349 |
expected_opt=LpSolver::INF; |
350 | 350 |
solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt); |
351 | 351 |
|
352 | 352 |
//Infeasibilty |
353 | 353 |
lp.addRow(x1+x2 <=-2); |
354 | 354 |
solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt); |
355 | 355 |
|
356 | 356 |
} |
357 | 357 |
|
358 | 358 |
int main() |
359 | 359 |
{ |
360 | 360 |
LpSkeleton lp_skel; |
361 | 361 |
lpTest(lp_skel); |
362 | 362 |
|
363 | 363 |
#ifdef HAVE_GLPK |
364 | 364 |
{ |
365 | 365 |
GlpkLp lp_glpk1,lp_glpk2; |
366 | 366 |
lpTest(lp_glpk1); |
367 | 367 |
aTest(lp_glpk2); |
368 | 368 |
} |
369 |
GlpkLp::freeEnv(); |
|
370 | 369 |
#endif |
371 | 370 |
|
372 | 371 |
#ifdef HAVE_CPLEX |
373 | 372 |
try { |
374 | 373 |
CplexLp lp_cplex1,lp_cplex2; |
375 | 374 |
lpTest(lp_cplex1); |
376 | 375 |
aTest(lp_cplex2); |
377 | 376 |
} catch (CplexEnv::LicenseError& error) { |
378 | 377 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
379 | 378 |
check(false, error.what()); |
380 | 379 |
#else |
381 | 380 |
std::cerr << error.what() << std::endl; |
382 | 381 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
383 | 382 |
#endif |
384 | 383 |
} |
385 | 384 |
#endif |
386 | 385 |
|
387 | 386 |
#ifdef HAVE_SOPLEX |
388 | 387 |
{ |
389 | 388 |
SoplexLp lp_soplex1,lp_soplex2; |
390 | 389 |
lpTest(lp_soplex1); |
391 | 390 |
aTest(lp_soplex2); |
392 | 391 |
} |
393 | 392 |
#endif |
394 | 393 |
|
395 | 394 |
#ifdef HAVE_CLP |
396 | 395 |
{ |
397 | 396 |
ClpLp lp_clp1,lp_clp2; |
398 | 397 |
lpTest(lp_clp1); |
399 | 398 |
aTest(lp_clp2); |
400 | 399 |
} |
401 | 400 |
#endif |
402 | 401 |
|
403 | 402 |
return 0; |
404 | 403 |
} |
... | ... |
@@ -70,68 +70,67 @@ |
70 | 70 |
|
71 | 71 |
|
72 | 72 |
//Objective function |
73 | 73 |
mip.obj(x1); |
74 | 74 |
|
75 | 75 |
mip.max(); |
76 | 76 |
|
77 | 77 |
|
78 | 78 |
//Unconstrained optimization |
79 | 79 |
mip.solve(); |
80 | 80 |
//Check it out! |
81 | 81 |
|
82 | 82 |
//Constraints |
83 | 83 |
mip.addRow(2*x1+x2 <=2); |
84 | 84 |
mip.addRow(x1-2*x2 <=0); |
85 | 85 |
|
86 | 86 |
//Nonnegativity of the variable x1 |
87 | 87 |
mip.colLowerBound(x1, 0); |
88 | 88 |
|
89 | 89 |
//Maximization of x1 |
90 | 90 |
//over the triangle with vertices (0,0),(4/5,2/5),(0,2) |
91 | 91 |
double expected_opt=4.0/5.0; |
92 | 92 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
93 | 93 |
|
94 | 94 |
//Restrict x2 to integer |
95 | 95 |
mip.colType(x2,MipSolver::INTEGER); |
96 | 96 |
expected_opt=1.0/2.0; |
97 | 97 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
98 | 98 |
|
99 | 99 |
|
100 | 100 |
//Restrict both to integer |
101 | 101 |
mip.colType(x1,MipSolver::INTEGER); |
102 | 102 |
expected_opt=0; |
103 | 103 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
104 | 104 |
|
105 | 105 |
|
106 | 106 |
|
107 | 107 |
} |
108 | 108 |
|
109 | 109 |
|
110 | 110 |
int main() |
111 | 111 |
{ |
112 | 112 |
|
113 | 113 |
#ifdef HAVE_GLPK |
114 | 114 |
{ |
115 | 115 |
GlpkMip mip1; |
116 | 116 |
aTest(mip1); |
117 | 117 |
} |
118 |
GlpkLp::freeEnv(); |
|
119 | 118 |
#endif |
120 | 119 |
|
121 | 120 |
#ifdef HAVE_CPLEX |
122 | 121 |
try { |
123 | 122 |
CplexMip mip2; |
124 | 123 |
aTest(mip2); |
125 | 124 |
} catch (CplexEnv::LicenseError& error) { |
126 | 125 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
127 | 126 |
check(false, error.what()); |
128 | 127 |
#else |
129 | 128 |
std::cerr << error.what() << std::endl; |
130 | 129 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
131 | 130 |
#endif |
132 | 131 |
} |
133 | 132 |
#endif |
134 | 133 |
|
135 | 134 |
return 0; |
136 | 135 |
|
137 | 136 |
} |
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