5
18
4
437
179
22
19
1229
854
698
472
181
38
781
473
176
56
82
135
108
62
207
100
61
30
97
117
31
21
1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
2 |
* |
|
3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
4 |
* |
|
5 |
* Copyright (C) 2003-2008 |
|
6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
8 |
* |
|
9 |
* Permission to use, modify and distribute this software is granted |
|
10 |
* provided that this copyright notice appears in all copies. For |
|
11 |
* precise terms see the accompanying LICENSE file. |
|
12 |
* |
|
13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
14 |
* express or implied, and with no claim as to its suitability for any |
|
15 |
* purpose. |
|
16 |
* |
|
17 |
*/ |
|
18 |
|
|
19 |
#ifndef LEMON_BITS_SOLVER_BITS_H |
|
20 |
#define LEMON_BITS_SOLVER_BITS_H |
|
21 |
|
|
22 |
namespace lemon { |
|
23 |
|
|
24 |
namespace _solver_bits { |
|
25 |
|
|
26 |
class VarIndex { |
|
27 |
private: |
|
28 |
struct ItemT { |
|
29 |
int prev, next; |
|
30 |
int index; |
|
31 |
}; |
|
32 |
std::vector<ItemT> items; |
|
33 |
int first_item, last_item, first_free_item; |
|
34 |
|
|
35 |
std::vector<int> cross; |
|
36 |
|
|
37 |
public: |
|
38 |
|
|
39 |
VarIndex() |
|
40 |
: first_item(-1), last_item(-1), first_free_item(-1) { |
|
41 |
} |
|
42 |
|
|
43 |
void clear() { |
|
44 |
first_item = -1; |
|
45 |
first_free_item = -1; |
|
46 |
items.clear(); |
|
47 |
cross.clear(); |
|
48 |
} |
|
49 |
|
|
50 |
int addIndex(int idx) { |
|
51 |
int n; |
|
52 |
if (first_free_item == -1) { |
|
53 |
n = items.size(); |
|
54 |
items.push_back(ItemT()); |
|
55 |
} else { |
|
56 |
n = first_free_item; |
|
57 |
first_free_item = items[n].next; |
|
58 |
if (first_free_item != -1) { |
|
59 |
items[first_free_item].prev = -1; |
|
60 |
} |
|
61 |
} |
|
62 |
items[n].index = idx; |
|
63 |
if (static_cast<int>(cross.size()) <= idx) { |
|
64 |
cross.resize(idx + 1, -1); |
|
65 |
} |
|
66 |
cross[idx] = n; |
|
67 |
|
|
68 |
items[n].prev = last_item; |
|
69 |
items[n].next = -1; |
|
70 |
if (last_item != -1) { |
|
71 |
items[last_item].next = n; |
|
72 |
} else { |
|
73 |
first_item = n; |
|
74 |
} |
|
75 |
last_item = n; |
|
76 |
|
|
77 |
return n; |
|
78 |
} |
|
79 |
|
|
80 |
int addIndex(int idx, int n) { |
|
81 |
while (n >= static_cast<int>(items.size())) { |
|
82 |
items.push_back(ItemT()); |
|
83 |
items.back().prev = -1; |
|
84 |
items.back().next = first_free_item; |
|
85 |
if (first_free_item != -1) { |
|
86 |
items[first_free_item].prev = items.size() - 1; |
|
87 |
} |
|
88 |
first_free_item = items.size() - 1; |
|
89 |
} |
|
90 |
if (items[n].next != -1) { |
|
91 |
items[items[n].next].prev = items[n].prev; |
|
92 |
} |
|
93 |
if (items[n].prev != -1) { |
|
94 |
items[items[n].prev].next = items[n].next; |
|
95 |
} else { |
|
96 |
first_free_item = items[n].next; |
|
97 |
} |
|
98 |
|
|
99 |
items[n].index = idx; |
|
100 |
if (static_cast<int>(cross.size()) <= idx) { |
|
101 |
cross.resize(idx + 1, -1); |
|
102 |
} |
|
103 |
cross[idx] = n; |
|
104 |
|
|
105 |
items[n].prev = last_item; |
|
106 |
items[n].next = -1; |
|
107 |
if (last_item != -1) { |
|
108 |
items[last_item].next = n; |
|
109 |
} else { |
|
110 |
first_item = n; |
|
111 |
} |
|
112 |
last_item = n; |
|
113 |
|
|
114 |
return n; |
|
115 |
} |
|
116 |
|
|
117 |
void eraseIndex(int idx) { |
|
118 |
int n = cross[idx]; |
|
119 |
|
|
120 |
if (items[n].prev != -1) { |
|
121 |
items[items[n].prev].next = items[n].next; |
|
122 |
} else { |
|
123 |
first_item = items[n].next; |
|
124 |
} |
|
125 |
if (items[n].next != -1) { |
|
126 |
items[items[n].next].prev = items[n].prev; |
|
127 |
} else { |
|
128 |
last_item = items[n].prev; |
|
129 |
} |
|
130 |
|
|
131 |
if (first_free_item != -1) { |
|
132 |
items[first_free_item].prev = n; |
|
133 |
} |
|
134 |
items[n].next = first_free_item; |
|
135 |
items[n].prev = -1; |
|
136 |
first_free_item = n; |
|
137 |
|
|
138 |
while (!cross.empty() && cross.back() == -1) { |
|
139 |
cross.pop_back(); |
|
140 |
} |
|
141 |
} |
|
142 |
|
|
143 |
int maxIndex() const { |
|
144 |
return cross.size() - 1; |
|
145 |
} |
|
146 |
|
|
147 |
void shiftIndices(int idx) { |
|
148 |
for (int i = idx + 1; i < static_cast<int>(cross.size()); ++i) { |
|
149 |
cross[i - 1] = cross[i]; |
|
150 |
if (cross[i] != -1) { |
|
151 |
--items[cross[i]].index; |
|
152 |
} |
|
153 |
} |
|
154 |
cross.back() = -1; |
|
155 |
cross.pop_back(); |
|
156 |
while (!cross.empty() && cross.back() == -1) { |
|
157 |
cross.pop_back(); |
|
158 |
} |
|
159 |
} |
|
160 |
|
|
161 |
void relocateIndex(int idx, int jdx) { |
|
162 |
cross[idx] = cross[jdx]; |
|
163 |
items[cross[jdx]].index = idx; |
|
164 |
cross[jdx] = -1; |
|
165 |
|
|
166 |
while (!cross.empty() && cross.back() == -1) { |
|
167 |
cross.pop_back(); |
|
168 |
} |
|
169 |
} |
|
170 |
|
|
171 |
int operator[](int idx) const { |
|
172 |
return cross[idx]; |
|
173 |
} |
|
174 |
|
|
175 |
int operator()(int fdx) const { |
|
176 |
return items[fdx].index; |
|
177 |
} |
|
178 |
|
|
179 |
void firstItem(int& fdx) const { |
|
180 |
fdx = first_item; |
|
181 |
} |
|
182 |
|
|
183 |
void nextItem(int& fdx) const { |
|
184 |
fdx = items[fdx].next; |
|
185 |
} |
|
186 |
|
|
187 |
}; |
|
188 |
} |
|
189 |
} |
|
190 |
|
|
191 |
#endif |
1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
2 |
* |
|
3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
4 |
* |
|
5 |
* Copyright (C) 2003-2008 |
|
6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
8 |
* |
|
9 |
* Permission to use, modify and distribute this software is granted |
|
10 |
* provided that this copyright notice appears in all copies. For |
|
11 |
* precise terms see the accompanying LICENSE file. |
|
12 |
* |
|
13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
14 |
* express or implied, and with no claim as to its suitability for any |
|
15 |
* purpose. |
|
16 |
* |
|
17 |
*/ |
|
18 |
|
|
19 |
#include <lemon/lp_clp.h> |
|
20 |
#include <coin/ClpSimplex.hpp> |
|
21 |
|
|
22 |
namespace lemon { |
|
23 |
|
|
24 |
LpClp::LpClp() { |
|
25 |
_prob = new ClpSimplex(); |
|
26 |
_init_temporals(); |
|
27 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
28 |
} |
|
29 |
|
|
30 |
LpClp::LpClp(const LpClp& other) { |
|
31 |
_prob = new ClpSimplex(*other._prob); |
|
32 |
rows = other.rows; |
|
33 |
cols = other.cols; |
|
34 |
_init_temporals(); |
|
35 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
36 |
} |
|
37 |
|
|
38 |
LpClp::~LpClp() { |
|
39 |
delete _prob; |
|
40 |
_clear_temporals(); |
|
41 |
} |
|
42 |
|
|
43 |
void LpClp::_init_temporals() { |
|
44 |
_primal_ray = 0; |
|
45 |
_dual_ray = 0; |
|
46 |
} |
|
47 |
|
|
48 |
void LpClp::_clear_temporals() { |
|
49 |
if (_primal_ray) { |
|
50 |
delete[] _primal_ray; |
|
51 |
_primal_ray = 0; |
|
52 |
} |
|
53 |
if (_dual_ray) { |
|
54 |
delete[] _dual_ray; |
|
55 |
_dual_ray = 0; |
|
56 |
} |
|
57 |
} |
|
58 |
|
|
59 |
LpClp* LpClp::_newSolver() const { |
|
60 |
LpClp* newlp = new LpClp; |
|
61 |
return newlp; |
|
62 |
} |
|
63 |
|
|
64 |
LpClp* LpClp::_cloneSolver() const { |
|
65 |
LpClp* copylp = new LpClp(*this); |
|
66 |
return copylp; |
|
67 |
} |
|
68 |
|
|
69 |
const char* LpClp::_solverName() const { return "LpClp"; } |
|
70 |
|
|
71 |
int LpClp::_addCol() { |
|
72 |
_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0); |
|
73 |
return _prob->numberColumns() - 1; |
|
74 |
} |
|
75 |
|
|
76 |
int LpClp::_addRow() { |
|
77 |
_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX); |
|
78 |
return _prob->numberRows() - 1; |
|
79 |
} |
|
80 |
|
|
81 |
|
|
82 |
void LpClp::_eraseCol(int c) { |
|
83 |
_col_names_ref.erase(_prob->getColumnName(c)); |
|
84 |
_prob->deleteColumns(1, &c); |
|
85 |
} |
|
86 |
|
|
87 |
void LpClp::_eraseRow(int r) { |
|
88 |
_row_names_ref.erase(_prob->getRowName(r)); |
|
89 |
_prob->deleteRows(1, &r); |
|
90 |
} |
|
91 |
|
|
92 |
void LpClp::_eraseColId(int i) { |
|
93 |
cols.eraseIndex(i); |
|
94 |
cols.shiftIndices(i); |
|
95 |
} |
|
96 |
|
|
97 |
void LpClp::_eraseRowId(int i) { |
|
98 |
rows.eraseIndex(i); |
|
99 |
rows.shiftIndices(i); |
|
100 |
} |
|
101 |
|
|
102 |
void LpClp::_getColName(int c, std::string& name) const { |
|
103 |
name = _prob->getColumnName(c); |
|
104 |
} |
|
105 |
|
|
106 |
void LpClp::_setColName(int c, const std::string& name) { |
|
107 |
_prob->setColumnName(c, const_cast<std::string&>(name)); |
|
108 |
_col_names_ref[name] = c; |
|
109 |
} |
|
110 |
|
|
111 |
int LpClp::_colByName(const std::string& name) const { |
|
112 |
std::map<std::string, int>::const_iterator it = _col_names_ref.find(name); |
|
113 |
return it != _col_names_ref.end() ? it->second : -1; |
|
114 |
} |
|
115 |
|
|
116 |
void LpClp::_getRowName(int r, std::string& name) const { |
|
117 |
name = _prob->getRowName(r); |
|
118 |
} |
|
119 |
|
|
120 |
void LpClp::_setRowName(int r, const std::string& name) { |
|
121 |
_prob->setRowName(r, const_cast<std::string&>(name)); |
|
122 |
_row_names_ref[name] = r; |
|
123 |
} |
|
124 |
|
|
125 |
int LpClp::_rowByName(const std::string& name) const { |
|
126 |
std::map<std::string, int>::const_iterator it = _row_names_ref.find(name); |
|
127 |
return it != _row_names_ref.end() ? it->second : -1; |
|
128 |
} |
|
129 |
|
|
130 |
|
|
131 |
void LpClp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) { |
|
132 |
std::map<int, Value> coeffs; |
|
133 |
|
|
134 |
int n = _prob->clpMatrix()->getNumCols(); |
|
135 |
|
|
136 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
137 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
138 |
|
|
139 |
for (int i = 0; i < n; ++i) { |
|
140 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
|
141 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
|
142 |
|
|
143 |
const int* it = std::lower_bound(indices + begin, indices + end, ix); |
|
144 |
if (it != indices + end && *it == ix && elements[it - indices] != 0.0) { |
|
145 |
coeffs[i] = 0.0; |
|
146 |
} |
|
147 |
} |
|
148 |
|
|
149 |
for (ExprIterator it = b; it != e; ++it) { |
|
150 |
coeffs[it->first] = it->second; |
|
151 |
} |
|
152 |
|
|
153 |
for (std::map<int, Value>::iterator it = coeffs.begin(); |
|
154 |
it != coeffs.end(); ++it) { |
|
155 |
_prob->modifyCoefficient(ix, it->first, it->second); |
|
156 |
} |
|
157 |
} |
|
158 |
|
|
159 |
void LpClp::_getRowCoeffs(int ix, InsertIterator b) const { |
|
160 |
int n = _prob->clpMatrix()->getNumCols(); |
|
161 |
|
|
162 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
163 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
164 |
|
|
165 |
for (int i = 0; i < n; ++i) { |
|
166 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i]; |
|
167 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i]; |
|
168 |
|
|
169 |
const int* it = std::lower_bound(indices + begin, indices + end, ix); |
|
170 |
if (it != indices + end && *it == ix) { |
|
171 |
*b = std::make_pair(i, elements[it - indices]); |
|
172 |
} |
|
173 |
} |
|
174 |
} |
|
175 |
|
|
176 |
void LpClp::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) { |
|
177 |
std::map<int, Value> coeffs; |
|
178 |
|
|
179 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
|
180 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
|
181 |
|
|
182 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
183 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
184 |
|
|
185 |
for (CoinBigIndex i = begin; i != end; ++i) { |
|
186 |
if (elements[i] != 0.0) { |
|
187 |
coeffs[indices[i]] = 0.0; |
|
188 |
} |
|
189 |
} |
|
190 |
for (ExprIterator it = b; it != e; ++it) { |
|
191 |
coeffs[it->first] = it->second; |
|
192 |
} |
|
193 |
for (std::map<int, Value>::iterator it = coeffs.begin(); |
|
194 |
it != coeffs.end(); ++it) { |
|
195 |
_prob->modifyCoefficient(it->first, ix, it->second); |
|
196 |
} |
|
197 |
} |
|
198 |
|
|
199 |
void LpClp::_getColCoeffs(int ix, InsertIterator b) const { |
|
200 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
|
201 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
|
202 |
|
|
203 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
204 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
205 |
|
|
206 |
for (CoinBigIndex i = begin; i != end; ++i) { |
|
207 |
*b = std::make_pair(indices[i], elements[i]); |
|
208 |
++b; |
|
209 |
} |
|
210 |
} |
|
211 |
|
|
212 |
void LpClp::_setCoeff(int ix, int jx, Value value) { |
|
213 |
_prob->modifyCoefficient(ix, jx, value); |
|
214 |
} |
|
215 |
|
|
216 |
LpClp::Value LpClp::_getCoeff(int ix, int jx) const { |
|
217 |
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix]; |
|
218 |
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix]; |
|
219 |
|
|
220 |
const int* indices = _prob->clpMatrix()->getIndices(); |
|
221 |
const double* elements = _prob->clpMatrix()->getElements(); |
|
222 |
|
|
223 |
const int* it = std::lower_bound(indices + begin, indices + end, jx); |
|
224 |
if (it != indices + end && *it == jx) { |
|
225 |
return elements[it - indices]; |
|
226 |
} else { |
|
227 |
return 0.0; |
|
228 |
} |
|
229 |
} |
|
230 |
|
|
231 |
void LpClp::_setColLowerBound(int i, Value lo) { |
|
232 |
_prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
|
233 |
} |
|
234 |
|
|
235 |
LpClp::Value LpClp::_getColLowerBound(int i) const { |
|
236 |
double val = _prob->getColLower()[i]; |
|
237 |
return val == - COIN_DBL_MAX ? - INF : val; |
|
238 |
} |
|
239 |
|
|
240 |
void LpClp::_setColUpperBound(int i, Value up) { |
|
241 |
_prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up); |
|
242 |
} |
|
243 |
|
|
244 |
LpClp::Value LpClp::_getColUpperBound(int i) const { |
|
245 |
double val = _prob->getColUpper()[i]; |
|
246 |
return val == COIN_DBL_MAX ? INF : val; |
|
247 |
} |
|
248 |
|
|
249 |
void LpClp::_setRowLowerBound(int i, Value lo) { |
|
250 |
_prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo); |
|
251 |
} |
|
252 |
|
|
253 |
LpClp::Value LpClp::_getRowLowerBound(int i) const { |
|
254 |
double val = _prob->getRowLower()[i]; |
|
255 |
return val == - COIN_DBL_MAX ? - INF : val; |
|
256 |
} |
|
257 |
|
|
258 |
void LpClp::_setRowUpperBound(int i, Value up) { |
|
259 |
_prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up); |
|
260 |
} |
|
261 |
|
|
262 |
LpClp::Value LpClp::_getRowUpperBound(int i) const { |
|
263 |
double val = _prob->getRowUpper()[i]; |
|
264 |
return val == COIN_DBL_MAX ? INF : val; |
|
265 |
} |
|
266 |
|
|
267 |
void LpClp::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
|
268 |
int num = _prob->clpMatrix()->getNumCols(); |
|
269 |
for (int i = 0; i < num; ++i) { |
|
270 |
_prob->setObjectiveCoefficient(i, 0.0); |
|
271 |
} |
|
272 |
for (ExprIterator it = b; it != e; ++it) { |
|
273 |
_prob->setObjectiveCoefficient(it->first, it->second); |
|
274 |
} |
|
275 |
} |
|
276 |
|
|
277 |
void LpClp::_getObjCoeffs(InsertIterator b) const { |
|
278 |
int num = _prob->clpMatrix()->getNumCols(); |
|
279 |
for (int i = 0; i < num; ++i) { |
|
280 |
Value coef = _prob->getObjCoefficients()[i]; |
|
281 |
if (coef != 0.0) { |
|
282 |
*b = std::make_pair(i, coef); |
|
283 |
++b; |
|
284 |
} |
|
285 |
} |
|
286 |
} |
|
287 |
|
|
288 |
void LpClp::_setObjCoeff(int i, Value obj_coef) { |
|
289 |
_prob->setObjectiveCoefficient(i, obj_coef); |
|
290 |
} |
|
291 |
|
|
292 |
LpClp::Value LpClp::_getObjCoeff(int i) const { |
|
293 |
return _prob->getObjCoefficients()[i]; |
|
294 |
} |
|
295 |
|
|
296 |
LpClp::SolveExitStatus LpClp::_solve() { |
|
297 |
return _prob->primal() >= 0 ? SOLVED : UNSOLVED; |
|
298 |
} |
|
299 |
|
|
300 |
LpClp::SolveExitStatus LpClp::solvePrimal() { |
|
301 |
return _prob->primal() >= 0 ? SOLVED : UNSOLVED; |
|
302 |
} |
|
303 |
|
|
304 |
LpClp::SolveExitStatus LpClp::solveDual() { |
|
305 |
return _prob->dual() >= 0 ? SOLVED : UNSOLVED; |
|
306 |
} |
|
307 |
|
|
308 |
LpClp::SolveExitStatus LpClp::solveBarrier() { |
|
309 |
return _prob->barrier() >= 0 ? SOLVED : UNSOLVED; |
|
310 |
} |
|
311 |
|
|
312 |
LpClp::Value LpClp::_getPrimal(int i) const { |
|
313 |
return _prob->primalColumnSolution()[i]; |
|
314 |
} |
|
315 |
LpClp::Value LpClp::_getPrimalValue() const { |
|
316 |
return _prob->objectiveValue(); |
|
317 |
} |
|
318 |
|
|
319 |
LpClp::Value LpClp::_getDual(int i) const { |
|
320 |
return _prob->dualRowSolution()[i]; |
|
321 |
} |
|
322 |
|
|
323 |
LpClp::Value LpClp::_getPrimalRay(int i) const { |
|
324 |
if (!_primal_ray) { |
|
325 |
_primal_ray = _prob->unboundedRay(); |
|
326 |
LEMON_ASSERT(_primal_ray != 0, "Primal ray is not provided"); |
|
327 |
} |
|
328 |
return _primal_ray[i]; |
|
329 |
} |
|
330 |
|
|
331 |
LpClp::Value LpClp::_getDualRay(int i) const { |
|
332 |
if (!_dual_ray) { |
|
333 |
_dual_ray = _prob->infeasibilityRay(); |
|
334 |
LEMON_ASSERT(_dual_ray != 0, "Dual ray is not provided"); |
|
335 |
} |
|
336 |
return _dual_ray[i]; |
|
337 |
} |
|
338 |
|
|
339 |
LpClp::VarStatus LpClp::_getColStatus(int i) const { |
|
340 |
switch (_prob->getColumnStatus(i)) { |
|
341 |
case ClpSimplex::basic: |
|
342 |
return BASIC; |
|
343 |
case ClpSimplex::isFree: |
|
344 |
return FREE; |
|
345 |
case ClpSimplex::atUpperBound: |
|
346 |
return UPPER; |
|
347 |
case ClpSimplex::atLowerBound: |
|
348 |
return LOWER; |
|
349 |
case ClpSimplex::isFixed: |
|
350 |
return FIXED; |
|
351 |
case ClpSimplex::superBasic: |
|
352 |
return FREE; |
|
353 |
default: |
|
354 |
LEMON_ASSERT(false, "Wrong column status"); |
|
355 |
return VarStatus(); |
|
356 |
} |
|
357 |
} |
|
358 |
|
|
359 |
LpClp::VarStatus LpClp::_getRowStatus(int i) const { |
|
360 |
switch (_prob->getColumnStatus(i)) { |
|
361 |
case ClpSimplex::basic: |
|
362 |
return BASIC; |
|
363 |
case ClpSimplex::isFree: |
|
364 |
return FREE; |
|
365 |
case ClpSimplex::atUpperBound: |
|
366 |
return UPPER; |
|
367 |
case ClpSimplex::atLowerBound: |
|
368 |
return LOWER; |
|
369 |
case ClpSimplex::isFixed: |
|
370 |
return FIXED; |
|
371 |
case ClpSimplex::superBasic: |
|
372 |
return FREE; |
|
373 |
default: |
|
374 |
LEMON_ASSERT(false, "Wrong row status"); |
|
375 |
return VarStatus(); |
|
376 |
} |
|
377 |
} |
|
378 |
|
|
379 |
|
|
380 |
LpClp::ProblemType LpClp::_getPrimalType() const { |
|
381 |
if (_prob->isProvenOptimal()) { |
|
382 |
return OPTIMAL; |
|
383 |
} else if (_prob->isProvenPrimalInfeasible()) { |
|
384 |
return INFEASIBLE; |
|
385 |
} else if (_prob->isProvenDualInfeasible()) { |
|
386 |
return UNBOUNDED; |
|
387 |
} else { |
|
388 |
return UNDEFINED; |
|
389 |
} |
|
390 |
} |
|
391 |
|
|
392 |
LpClp::ProblemType LpClp::_getDualType() const { |
|
393 |
if (_prob->isProvenOptimal()) { |
|
394 |
return OPTIMAL; |
|
395 |
} else if (_prob->isProvenDualInfeasible()) { |
|
396 |
return INFEASIBLE; |
|
397 |
} else if (_prob->isProvenPrimalInfeasible()) { |
|
398 |
return INFEASIBLE; |
|
399 |
} else { |
|
400 |
return UNDEFINED; |
|
401 |
} |
|
402 |
} |
|
403 |
|
|
404 |
void LpClp::_setSense(LpClp::Sense sense) { |
|
405 |
switch (sense) { |
|
406 |
case MIN: |
|
407 |
_prob->setOptimizationDirection(1); |
|
408 |
break; |
|
409 |
case MAX: |
|
410 |
_prob->setOptimizationDirection(-1); |
|
411 |
break; |
|
412 |
} |
|
413 |
} |
|
414 |
|
|
415 |
LpClp::Sense LpClp::_getSense() const { |
|
416 |
double dir = _prob->optimizationDirection(); |
|
417 |
if (dir > 0.0) { |
|
418 |
return MIN; |
|
419 |
} else { |
|
420 |
return MAX; |
|
421 |
} |
|
422 |
} |
|
423 |
|
|
424 |
void LpClp::_clear() { |
|
425 |
delete _prob; |
|
426 |
_prob = new ClpSimplex(); |
|
427 |
rows.clear(); |
|
428 |
cols.clear(); |
|
429 |
_col_names_ref.clear(); |
|
430 |
_clear_temporals(); |
|
431 |
} |
|
432 |
|
|
433 |
void LpClp::messageLevel(MessageLevel m) { |
|
434 |
_prob->setLogLevel(static_cast<int>(m)); |
|
435 |
} |
|
436 |
|
|
437 |
} //END OF NAMESPACE LEMON |
1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
2 |
* |
|
3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
4 |
* |
|
5 |
* Copyright (C) 2003-2008 |
|
6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
8 |
* |
|
9 |
* Permission to use, modify and distribute this software is granted |
|
10 |
* provided that this copyright notice appears in all copies. For |
|
11 |
* precise terms see the accompanying LICENSE file. |
|
12 |
* |
|
13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
14 |
* express or implied, and with no claim as to its suitability for any |
|
15 |
* purpose. |
|
16 |
* |
|
17 |
*/ |
|
18 |
|
|
19 |
#ifndef LEMON_LP_CLP_H |
|
20 |
#define LEMON_LP_CLP_H |
|
21 |
|
|
22 |
///\file |
|
23 |
///\brief Header of the LEMON-CLP lp solver interface. |
|
24 |
|
|
25 |
#include <vector> |
|
26 |
#include <string> |
|
27 |
|
|
28 |
#include <lemon/lp_base.h> |
|
29 |
|
|
30 |
class ClpSimplex; |
|
31 |
|
|
32 |
namespace lemon { |
|
33 |
|
|
34 |
/// \ingroup lp_group |
|
35 |
/// |
|
36 |
/// \brief Interface for the CLP solver |
|
37 |
/// |
|
38 |
/// This class implements an interface for the Clp LP solver. The |
|
39 |
/// Clp library is an object oriented lp solver library developed at |
|
40 |
/// the IBM. The CLP is part of the COIN-OR package and it can be |
|
41 |
/// used with Common Public License. |
|
42 |
class LpClp : public LpSolver { |
|
43 |
protected: |
|
44 |
|
|
45 |
ClpSimplex* _prob; |
|
46 |
|
|
47 |
std::map<std::string, int> _col_names_ref; |
|
48 |
std::map<std::string, int> _row_names_ref; |
|
49 |
|
|
50 |
public: |
|
51 |
|
|
52 |
/// \e |
|
53 |
LpClp(); |
|
54 |
/// \e |
|
55 |
LpClp(const LpClp&); |
|
56 |
/// \e |
|
57 |
~LpClp(); |
|
58 |
|
|
59 |
protected: |
|
60 |
|
|
61 |
mutable double* _primal_ray; |
|
62 |
mutable double* _dual_ray; |
|
63 |
|
|
64 |
void _init_temporals(); |
|
65 |
void _clear_temporals(); |
|
66 |
|
|
67 |
protected: |
|
68 |
|
|
69 |
virtual LpClp* _newSolver() const; |
|
70 |
virtual LpClp* _cloneSolver() const; |
|
71 |
|
|
72 |
virtual const char* _solverName() const; |
|
73 |
|
|
74 |
virtual int _addCol(); |
|
75 |
virtual int _addRow(); |
|
76 |
|
|
77 |
virtual void _eraseCol(int i); |
|
78 |
virtual void _eraseRow(int i); |
|
79 |
|
|
80 |
virtual void _eraseColId(int i); |
|
81 |
virtual void _eraseRowId(int i); |
|
82 |
|
|
83 |
virtual void _getColName(int col, std::string& name) const; |
|
84 |
virtual void _setColName(int col, const std::string& name); |
|
85 |
virtual int _colByName(const std::string& name) const; |
|
86 |
|
|
87 |
virtual void _getRowName(int row, std::string& name) const; |
|
88 |
virtual void _setRowName(int row, const std::string& name); |
|
89 |
virtual int _rowByName(const std::string& name) const; |
|
90 |
|
|
91 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
92 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
93 |
|
|
94 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
95 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
96 |
|
|
97 |
virtual void _setCoeff(int row, int col, Value value); |
|
98 |
virtual Value _getCoeff(int row, int col) const; |
|
99 |
|
|
100 |
virtual void _setColLowerBound(int i, Value value); |
|
101 |
virtual Value _getColLowerBound(int i) const; |
|
102 |
virtual void _setColUpperBound(int i, Value value); |
|
103 |
virtual Value _getColUpperBound(int i) const; |
|
104 |
|
|
105 |
virtual void _setRowLowerBound(int i, Value value); |
|
106 |
virtual Value _getRowLowerBound(int i) const; |
|
107 |
virtual void _setRowUpperBound(int i, Value value); |
|
108 |
virtual Value _getRowUpperBound(int i) const; |
|
109 |
|
|
110 |
virtual void _setObjCoeffs(ExprIterator, ExprIterator); |
|
111 |
virtual void _getObjCoeffs(InsertIterator) const; |
|
112 |
|
|
113 |
virtual void _setObjCoeff(int i, Value obj_coef); |
|
114 |
virtual Value _getObjCoeff(int i) const; |
|
115 |
|
|
116 |
virtual void _setSense(Sense sense); |
|
117 |
virtual Sense _getSense() const; |
|
118 |
|
|
119 |
virtual SolveExitStatus _solve(); |
|
120 |
|
|
121 |
virtual Value _getPrimal(int i) const; |
|
122 |
virtual Value _getDual(int i) const; |
|
123 |
|
|
124 |
virtual Value _getPrimalValue() const; |
|
125 |
|
|
126 |
virtual Value _getPrimalRay(int i) const; |
|
127 |
virtual Value _getDualRay(int i) const; |
|
128 |
|
|
129 |
virtual VarStatus _getColStatus(int i) const; |
|
130 |
virtual VarStatus _getRowStatus(int i) const; |
|
131 |
|
|
132 |
virtual ProblemType _getPrimalType() const; |
|
133 |
virtual ProblemType _getDualType() const; |
|
134 |
|
|
135 |
virtual void _clear(); |
|
136 |
|
|
137 |
public: |
|
138 |
|
|
139 |
///Solves LP with primal simplex method. |
|
140 |
SolveExitStatus solvePrimal(); |
|
141 |
|
|
142 |
///Solves LP with dual simplex method. |
|
143 |
SolveExitStatus solveDual(); |
|
144 |
|
|
145 |
///Solves LP with barrier method. |
|
146 |
SolveExitStatus solveBarrier(); |
|
147 |
|
|
148 |
///Returns the constraint identifier understood by CLP. |
|
149 |
int clpRow(Row r) const { return rows(id(r)); } |
|
150 |
|
|
151 |
///Returns the variable identifier understood by CLP. |
|
152 |
int clpCol(Col c) const { return cols(id(c)); } |
|
153 |
|
|
154 |
///Enum for \c messageLevel() parameter |
|
155 |
enum MessageLevel { |
|
156 |
/// no output (default value) |
|
157 |
MESSAGE_NO_OUTPUT = 0, |
|
158 |
/// print final solution |
|
159 |
MESSAGE_FINAL_SOLUTION = 1, |
|
160 |
/// print factorization |
|
161 |
MESSAGE_FACTORIZATION = 2, |
|
162 |
/// normal output |
|
163 |
MESSAGE_NORMAL_OUTPUT = 3, |
|
164 |
/// verbose output |
|
165 |
MESSAGE_VERBOSE_OUTPUT = 4 |
|
166 |
}; |
|
167 |
///Set the verbosity of the messages |
|
168 |
|
|
169 |
///Set the verbosity of the messages |
|
170 |
/// |
|
171 |
///\param m is the level of the messages output by the solver routines. |
|
172 |
void messageLevel(MessageLevel m); |
|
173 |
|
|
174 |
}; |
|
175 |
|
|
176 |
} //END OF NAMESPACE LEMON |
|
177 |
|
|
178 |
#endif //LEMON_LP_CLP_H |
|
179 |
1 |
AC_DEFUN([LX_CHECK_CLP], |
|
2 |
[ |
|
3 |
AC_ARG_WITH([clp], |
|
4 |
AS_HELP_STRING([--with-clp@<:@=PREFIX@:>@], [search for CLP under PREFIX or under the default search paths if PREFIX is not given @<:@default@:>@]) |
|
5 |
AS_HELP_STRING([--without-clp], [disable checking for CLP]), |
|
6 |
[], [with_clp=yes]) |
|
7 |
|
|
8 |
AC_ARG_WITH([clp-includedir], |
|
9 |
AS_HELP_STRING([--with-clp-includedir=DIR], [search for CLP headers in DIR]), |
|
10 |
[], [with_clp_includedir=no]) |
|
11 |
|
|
12 |
AC_ARG_WITH([clp-libdir], |
|
13 |
AS_HELP_STRING([--with-clp-libdir=DIR], [search for CLP libraries in DIR]), |
|
14 |
[], [with_clp_libdir=no]) |
|
15 |
|
|
16 |
lx_clp_found=no |
|
17 |
if test x"$with_clp" != x"no"; then |
|
18 |
AC_MSG_CHECKING([for CLP]) |
|
19 |
|
|
20 |
if test x"$with_clp_includedir" != x"no"; then |
|
21 |
CLP_CXXFLAGS="-I$with_clp_includedir" |
|
22 |
elif test x"$with_clp" != x"yes"; then |
|
23 |
CLP_CXXFLAGS="-I$with_clp/include" |
|
24 |
fi |
|
25 |
|
|
26 |
if test x"$with_clp_libdir" != x"no"; then |
|
27 |
CLP_LDFLAGS="-L$with_clp_libdir" |
|
28 |
elif test x"$with_clp" != x"yes"; then |
|
29 |
CLP_LDFLAGS="-L$with_clp/lib" |
|
30 |
fi |
|
31 |
CLP_LIBS="-lClp -lCoinUtils -lm" |
|
32 |
|
|
33 |
lx_save_cxxflags="$CXXFLAGS" |
|
34 |
lx_save_ldflags="$LDFLAGS" |
|
35 |
lx_save_libs="$LIBS" |
|
36 |
CXXFLAGS="$CLP_CXXFLAGS" |
|
37 |
LDFLAGS="$CLP_LDFLAGS" |
|
38 |
LIBS="$CLP_LIBS" |
|
39 |
|
|
40 |
lx_clp_test_prog=' |
|
41 |
#include <coin/ClpModel.hpp> |
|
42 |
|
|
43 |
int main(int argc, char** argv) |
|
44 |
{ |
|
45 |
ClpModel clp; |
|
46 |
return 0; |
|
47 |
}' |
|
48 |
|
|
49 |
AC_LANG_PUSH(C++) |
|
50 |
AC_LINK_IFELSE([$lx_clp_test_prog], [lx_clp_found=yes], [lx_clp_found=no]) |
|
51 |
AC_LANG_POP(C++) |
|
52 |
|
|
53 |
CXXFLAGS="$lx_save_cxxflags" |
|
54 |
LDFLAGS="$lx_save_ldflags" |
|
55 |
LIBS="$lx_save_libs" |
|
56 |
|
|
57 |
if test x"$lx_clp_found" = x"yes"; then |
|
58 |
AC_DEFINE([HAVE_CLP], [1], [Define to 1 if you have CLP.]) |
|
59 |
lx_lp_found=yes |
|
60 |
AC_DEFINE([HAVE_LP], [1], [Define to 1 if you have any LP solver.]) |
|
61 |
AC_MSG_RESULT([yes]) |
|
62 |
else |
|
63 |
CLP_CXXFLAGS="" |
|
64 |
CLP_LDFLAGS="" |
|
65 |
CLP_LIBS="" |
|
66 |
AC_MSG_RESULT([no]) |
|
67 |
fi |
|
68 |
fi |
|
69 |
CLP_LIBS="$CLP_LDFLAGS $CLP_LIBS" |
|
70 |
AC_SUBST(CLP_CXXFLAGS) |
|
71 |
AC_SUBST(CLP_LIBS) |
|
72 |
AM_CONDITIONAL([HAVE_CLP], [test x"$lx_clp_found" = x"yes"]) |
|
73 |
]) |
... | ... |
@@ -48,16 +48,17 @@ |
48 | 48 |
WARNINGCXXFLAGS="-Wall -W -Wall -W -Wunused -Wformat=2 -Wctor-dtor-privacy -Wnon-virtual-dtor -Wno-char-subscripts -Wwrite-strings -Wno-char-subscripts -Wreturn-type -Wcast-qual -Wcast-align -Wsign-promo -Woverloaded-virtual -ansi -fno-strict-aliasing -Wold-style-cast -Wno-unknown-pragmas" |
49 | 49 |
fi |
50 | 50 |
AC_SUBST([WARNINGCXXFLAGS]) |
51 | 51 |
|
52 | 52 |
dnl Checks for libraries. |
53 | 53 |
LX_CHECK_GLPK |
54 | 54 |
LX_CHECK_CPLEX |
55 | 55 |
LX_CHECK_SOPLEX |
56 |
LX_CHECK_CLP |
|
56 | 57 |
|
57 | 58 |
AM_CONDITIONAL([HAVE_LP], [test x"$lx_lp_found" = x"yes"]) |
58 | 59 |
AM_CONDITIONAL([HAVE_MIP], [test x"$lx_mip_found" = x"yes"]) |
59 | 60 |
|
60 | 61 |
dnl Disable/enable building the demo programs. |
61 | 62 |
AC_ARG_ENABLE([demo], |
62 | 63 |
AS_HELP_STRING([--enable-demo], [build the demo programs]) |
63 | 64 |
AS_HELP_STRING([--disable-demo], [do not build the demo programs @<:@default@:>@]), |
... | ... |
@@ -115,16 +116,17 @@ |
115 | 116 |
echo Package version............... : $PACKAGE-$VERSION |
116 | 117 |
echo |
117 | 118 |
echo C++ compiler.................. : $CXX |
118 | 119 |
echo C++ compiles flags............ : $WARNINGCXXFLAGS $CXXFLAGS |
119 | 120 |
echo |
120 | 121 |
echo GLPK support.................. : $lx_glpk_found |
121 | 122 |
echo CPLEX support................. : $lx_cplex_found |
122 | 123 |
echo SOPLEX support................ : $lx_soplex_found |
124 |
echo CLP support................... : $lx_clp_found |
|
123 | 125 |
echo |
124 | 126 |
echo Build demo programs........... : $enable_demo |
125 | 127 |
echo Build additional tools........ : $enable_tools |
126 | 128 |
echo |
127 | 129 |
echo The packace will be installed in |
128 | 130 |
echo -n ' ' |
129 | 131 |
echo $prefix. |
130 | 132 |
echo |
... | ... |
@@ -13,35 +13,41 @@ |
13 | 13 |
lemon/lp_base.cc \ |
14 | 14 |
lemon/lp_skeleton.cc \ |
15 | 15 |
lemon/random.cc |
16 | 16 |
|
17 | 17 |
|
18 | 18 |
lemon_libemon_la_CXXFLAGS = \ |
19 | 19 |
$(GLPK_CFLAGS) \ |
20 | 20 |
$(CPLEX_CFLAGS) \ |
21 |
$(SOPLEX_CXXFLAGS) |
|
21 |
$(SOPLEX_CXXFLAGS) \ |
|
22 |
$(CLP_CXXFLAGS) |
|
22 | 23 |
|
23 | 24 |
lemon_libemon_la_LDFLAGS = \ |
24 | 25 |
$(GLPK_LIBS) \ |
25 | 26 |
$(CPLEX_LIBS) \ |
26 |
$(SOPLEX_LIBS) |
|
27 |
$(SOPLEX_LIBS) \ |
|
28 |
$(CLP_LIBS) |
|
27 | 29 |
|
28 | 30 |
if HAVE_GLPK |
29 |
lemon_libemon_la_SOURCES += lemon/lp_glpk.cc |
|
31 |
lemon_libemon_la_SOURCES += lemon/lp_glpk.cc |
|
30 | 32 |
endif |
31 | 33 |
|
32 | 34 |
if HAVE_CPLEX |
33 |
lemon_libemon_la_SOURCES += lemon/lp_cplex.cc |
|
35 |
lemon_libemon_la_SOURCES += lemon/lp_cplex.cc |
|
34 | 36 |
endif |
35 | 37 |
|
36 | 38 |
if HAVE_SOPLEX |
37 | 39 |
lemon_libemon_la_SOURCES += lemon/lp_soplex.cc |
38 | 40 |
endif |
39 | 41 |
|
42 |
if HAVE_CLP |
|
43 |
lemon_libemon_la_SOURCES += lemon/lp_clp.cc |
|
44 |
endif |
|
45 |
|
|
40 | 46 |
lemon_HEADERS += \ |
41 | 47 |
lemon/adaptors.h \ |
42 | 48 |
lemon/arg_parser.h \ |
43 | 49 |
lemon/assert.h \ |
44 | 50 |
lemon/bfs.h \ |
45 | 51 |
lemon/bin_heap.h \ |
46 | 52 |
lemon/circulation.h \ |
47 | 53 |
lemon/color.h \ |
... | ... |
@@ -60,22 +66,22 @@ |
60 | 66 |
lemon/hypercube_graph.h \ |
61 | 67 |
lemon/kruskal.h \ |
62 | 68 |
lemon/hao_orlin.h \ |
63 | 69 |
lemon/lgf_reader.h \ |
64 | 70 |
lemon/lgf_writer.h \ |
65 | 71 |
lemon/list_graph.h \ |
66 | 72 |
lemon/lp.h \ |
67 | 73 |
lemon/lp_base.h \ |
74 |
lemon/lp_clp.h \ |
|
68 | 75 |
lemon/lp_cplex.h \ |
69 | 76 |
lemon/lp_glpk.h \ |
70 | 77 |
lemon/lp_skeleton.h \ |
71 | 78 |
lemon/lp_soplex.h \ |
72 |
lemon/mip_cplex.h \ |
|
73 |
lemon/mip_glpk.h \ |
|
79 |
lemon/list_graph.h \ |
|
74 | 80 |
lemon/maps.h \ |
75 | 81 |
lemon/math.h \ |
76 | 82 |
lemon/max_matching.h \ |
77 | 83 |
lemon/nauty_reader.h \ |
78 | 84 |
lemon/path.h \ |
79 | 85 |
lemon/preflow.h \ |
80 | 86 |
lemon/radix_sort.h \ |
81 | 87 |
lemon/random.h \ |
... | ... |
@@ -89,19 +95,19 @@ |
89 | 95 |
lemon/bits/alteration_notifier.h \ |
90 | 96 |
lemon/bits/array_map.h \ |
91 | 97 |
lemon/bits/base_extender.h \ |
92 | 98 |
lemon/bits/bezier.h \ |
93 | 99 |
lemon/bits/default_map.h \ |
94 | 100 |
lemon/bits/enable_if.h \ |
95 | 101 |
lemon/bits/graph_adaptor_extender.h \ |
96 | 102 |
lemon/bits/graph_extender.h \ |
97 |
lemon/bits/lp_id.h \ |
|
98 | 103 |
lemon/bits/map_extender.h \ |
99 | 104 |
lemon/bits/path_dump.h \ |
105 |
lemon/bits/solver_bits.h \ |
|
100 | 106 |
lemon/bits/traits.h \ |
101 | 107 |
lemon/bits/variant.h \ |
102 | 108 |
lemon/bits/vector_map.h |
103 | 109 |
|
104 | 110 |
concept_HEADERS += \ |
105 | 111 |
lemon/concepts/digraph.h \ |
106 | 112 |
lemon/concepts/graph.h \ |
107 | 113 |
lemon/concepts/graph_components.h \ |
... | ... |
@@ -6,9 +6,12 @@ |
6 | 6 |
|
7 | 7 |
/* Define to 1 if you have CPLEX. */ |
8 | 8 |
#undef HAVE_CPLEX |
9 | 9 |
|
10 | 10 |
/* Define to 1 if you have GLPK. */ |
11 | 11 |
#undef HAVE_GLPK |
12 | 12 |
|
13 | 13 |
/* Define to 1 if you have SOPLEX */ |
14 |
#undef HAVE_SOPLEX |
|
... | ... |
No newline at end of file |
14 |
#undef HAVE_SOPLEX |
|
15 |
|
|
16 |
/* Define to 1 if you have CLP */ |
|
17 |
#undef HAVE_CLP |
... | ... |
@@ -19,72 +19,75 @@ |
19 | 19 |
#ifndef LEMON_LP_H |
20 | 20 |
#define LEMON_LP_H |
21 | 21 |
|
22 | 22 |
#include<lemon/config.h> |
23 | 23 |
|
24 | 24 |
|
25 | 25 |
#ifdef HAVE_GLPK |
26 | 26 |
#include <lemon/lp_glpk.h> |
27 |
#include <lemon/mip_glpk.h> |
|
28 | 27 |
#elif HAVE_CPLEX |
29 | 28 |
#include <lemon/lp_cplex.h> |
30 |
#include <lemon/mip_cplex.h> |
|
31 | 29 |
#elif HAVE_SOPLEX |
32 | 30 |
#include <lemon/lp_soplex.h> |
31 |
#elif HAVE_CLP |
|
32 |
#include <lemon/lp_clp.h> |
|
33 | 33 |
#endif |
34 | 34 |
|
35 | 35 |
///\file |
36 | 36 |
///\brief Defines a default LP solver |
37 | 37 |
///\ingroup lp_group |
38 | 38 |
namespace lemon { |
39 | 39 |
|
40 | 40 |
#ifdef DOXYGEN |
41 | 41 |
///The default LP solver identifier |
42 | 42 |
|
43 | 43 |
///The default LP solver identifier. |
44 | 44 |
///\ingroup lp_group |
45 | 45 |
/// |
46 |
///Currently, the possible values are \c GLPK or \c CPLEX |
|
47 |
#define DEFAULT_LP SOLVER |
|
46 |
///Currently, the possible values are \c LP_GLPK, \c LP_CPLEX, \c |
|
47 |
///LP_SOPLEX or \c LP_CLP |
|
48 |
#define LEMON_DEFAULT_LP SOLVER |
|
48 | 49 |
///The default LP solver |
49 | 50 |
|
50 | 51 |
///The default LP solver. |
51 | 52 |
///\ingroup lp_group |
52 | 53 |
/// |
53 |
///Currently, it is either \c LpGlpk or \c |
|
54 |
///Currently, it is either \c LpGlpk, \c LpCplex, \c LpSoplex or \c LpClp |
|
54 | 55 |
typedef LpGlpk Lp; |
55 |
///The default LP solver identifier string |
|
56 | 56 |
|
57 |
///The default |
|
57 |
///The default MIP solver identifier |
|
58 |
|
|
59 |
///The default MIP solver identifier. |
|
58 | 60 |
///\ingroup lp_group |
59 | 61 |
/// |
60 |
///Currently, the possible values are "GLPK" or "CPLEX" |
|
61 |
const char default_solver_name[]="SOLVER"; |
|
62 |
///Currently, the possible values are \c MIP_GLPK or \c MIP_CPLEX |
|
63 |
#define LEMON_DEFAULT_MIP SOLVER |
|
64 |
///The default MIP solver. |
|
62 | 65 |
|
63 |
///The default ILP solver. |
|
64 |
|
|
65 |
///The default |
|
66 |
///The default MIP solver. |
|
66 | 67 |
///\ingroup lp_group |
67 | 68 |
/// |
68 |
///Currently, it is either \c |
|
69 |
///Currently, it is either \c MipGlpk or \c MipCplex |
|
69 | 70 |
typedef MipGlpk Mip; |
70 | 71 |
#else |
71 | 72 |
#ifdef HAVE_GLPK |
72 |
#define |
|
73 |
# define LEMON_DEFAULT_LP LP_GLPK |
|
73 | 74 |
typedef LpGlpk Lp; |
75 |
# define LEMON_DEFAULT_MIP MIP_GLPK |
|
74 | 76 |
typedef MipGlpk Mip; |
75 |
const char default_solver_name[]="GLPK"; |
|
76 | 77 |
#elif HAVE_CPLEX |
77 |
#define |
|
78 |
# define LEMON_DEFAULT_LP LP_CPLEX |
|
78 | 79 |
typedef LpCplex Lp; |
80 |
# define LEMON_DEFAULT_MIP MIP_CPLEX |
|
79 | 81 |
typedef MipCplex Mip; |
80 |
const char default_solver_name[]="CPLEX"; |
|
81 | 82 |
#elif HAVE_SOPLEX |
82 |
#define DEFAULT_LP |
|
83 |
# define DEFAULT_LP LP_SOPLEX |
|
83 | 84 |
typedef LpSoplex Lp; |
84 |
|
|
85 |
#elif HAVE_CLP |
|
86 |
# define DEFAULT_LP LP_CLP |
|
87 |
typedef LpClp Lp; |
|
85 | 88 |
#endif |
86 | 89 |
#endif |
87 | 90 |
|
88 | 91 |
} //namespace lemon |
89 | 92 |
|
90 | 93 |
#endif //LEMON_LP_H |
... | ... |
@@ -17,19 +17,12 @@ |
17 | 17 |
*/ |
18 | 18 |
|
19 | 19 |
///\file |
20 | 20 |
///\brief The implementation of the LP solver interface. |
21 | 21 |
|
22 | 22 |
#include <lemon/lp_base.h> |
23 | 23 |
namespace lemon { |
24 | 24 |
|
25 |
const LpSolverBase::Value |
|
26 |
LpSolverBase::INF = std::numeric_limits<Value>::infinity(); |
|
27 |
const LpSolverBase::Value |
|
28 |
LpSolverBase::NaN = std::numeric_limits<Value>::quiet_NaN(); |
|
29 |
|
|
30 |
// const LpSolverBase::Constr::Value |
|
31 |
// LpSolverBase::Constr::INF = std::numeric_limits<Value>::infinity(); |
|
32 |
// const LpSolverBase::Constr::Value |
|
33 |
|
|
25 |
const LpBase::Value LpBase::INF = std::numeric_limits<Value>::infinity(); |
|
26 |
const LpBase::Value LpBase::NaN = std::numeric_limits<Value>::quiet_NaN(); |
|
34 | 27 |
|
35 | 28 |
} //namespace lemon |
... | ... |
@@ -20,360 +20,511 @@ |
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 |
#include<lemon/error.h> |
|
29 |
#include<lemon/assert.h> |
|
30 |
|
|
28 | 31 |
#include<lemon/core.h> |
29 |
#include<lemon/bits/ |
|
32 |
#include<lemon/bits/solver_bits.h> |
|
30 | 33 |
|
31 | 34 |
///\file |
32 | 35 |
///\brief The interface of the LP solver interface. |
33 | 36 |
///\ingroup lp_group |
34 | 37 |
namespace lemon { |
35 | 38 |
|
36 |
/// |
|
39 |
///Common base class for LP and MIP solvers |
|
37 | 40 |
|
38 |
/// Retruns true if the argument is not infinity, minus infinity or NaN. |
|
39 |
/// It does the same as the isfinite() function defined by C99. |
|
40 |
template <typename T> |
|
41 |
bool isFinite(T value) |
|
42 |
{ |
|
43 |
typedef std::numeric_limits<T> Lim; |
|
44 |
if ((Lim::has_infinity && (value == Lim::infinity() || value == |
|
45 |
-Lim::infinity())) || |
|
46 |
((Lim::has_quiet_NaN || Lim::has_signaling_NaN) && value != value)) |
|
47 |
{ |
|
48 |
return false; |
|
49 |
} |
|
50 |
return true; |
|
51 |
} |
|
52 |
|
|
53 |
///Common base class for LP solvers |
|
54 |
|
|
55 |
///\todo Much more docs |
|
41 |
///Usually this class is not used directly, please use one of the concrete |
|
42 |
///implementations of the solver interface. |
|
56 | 43 |
///\ingroup lp_group |
57 |
class |
|
44 |
class LpBase { |
|
58 | 45 |
|
59 | 46 |
protected: |
60 | 47 |
|
61 |
_lp_bits::LpId rows; |
|
62 |
_lp_bits::LpId cols; |
|
48 |
_solver_bits::VarIndex rows; |
|
49 |
_solver_bits::VarIndex cols; |
|
63 | 50 |
|
64 | 51 |
public: |
65 | 52 |
|
66 | 53 |
///Possible outcomes of an LP solving procedure |
67 | 54 |
enum SolveExitStatus { |
68 | 55 |
///This means that the problem has been successfully solved: either |
69 | 56 |
///an optimal solution has been found or infeasibility/unboundedness |
70 | 57 |
///has been proved. |
71 | 58 |
SOLVED = 0, |
72 | 59 |
///Any other case (including the case when some user specified |
73 | 60 |
///limit has been exceeded) |
74 | 61 |
UNSOLVED = 1 |
75 | 62 |
}; |
76 | 63 |
|
77 |
///\e |
|
78 |
enum SolutionStatus { |
|
79 |
///Feasible solution hasn't been found (but may exist). |
|
80 |
|
|
81 |
///\todo NOTFOUND might be a better name. |
|
82 |
/// |
|
83 |
UNDEFINED = 0, |
|
84 |
///The problem has no feasible solution |
|
85 |
INFEASIBLE = 1, |
|
86 |
///Feasible solution found |
|
87 |
FEASIBLE = 2, |
|
88 |
///Optimal solution exists and found |
|
89 |
OPTIMAL = 3, |
|
90 |
///The cost function is unbounded |
|
91 |
|
|
92 |
///\todo Give a feasible solution and an infinite ray (and the |
|
93 |
///corresponding bases) |
|
94 |
INFINITE = 4 |
|
95 |
}; |
|
96 |
|
|
97 |
///\e The type of the investigated LP problem |
|
98 |
enum ProblemTypes { |
|
99 |
///Primal-dual feasible |
|
100 |
PRIMAL_DUAL_FEASIBLE = 0, |
|
101 |
///Primal feasible dual infeasible |
|
102 |
PRIMAL_FEASIBLE_DUAL_INFEASIBLE = 1, |
|
103 |
///Primal infeasible dual feasible |
|
104 |
PRIMAL_INFEASIBLE_DUAL_FEASIBLE = 2, |
|
105 |
///Primal-dual infeasible |
|
106 |
PRIMAL_DUAL_INFEASIBLE = 3, |
|
107 |
///Could not determine so far |
|
108 |
UNKNOWN = 4 |
|
64 |
///Direction of the optimization |
|
65 |
enum Sense { |
|
66 |
/// Minimization |
|
67 |
MIN, |
|
68 |
/// Maximization |
|
69 |
MAX |
|
109 | 70 |
}; |
110 | 71 |
|
111 | 72 |
///The floating point type used by the solver |
112 | 73 |
typedef double Value; |
113 | 74 |
///The infinity constant |
114 | 75 |
static const Value INF; |
115 | 76 |
///The not a number constant |
116 | 77 |
static const Value NaN; |
117 | 78 |
|
118 |
static inline bool isNaN(const Value& v) { return v!=v; } |
|
119 |
|
|
120 | 79 |
friend class Col; |
121 | 80 |
friend class ColIt; |
122 | 81 |
friend class Row; |
82 |
friend class RowIt; |
|
123 | 83 |
|
124 | 84 |
///Refer to a column of the LP. |
125 | 85 |
|
126 | 86 |
///This type is used to refer to a column of the LP. |
127 | 87 |
/// |
128 | 88 |
///Its value remains valid and correct even after the addition or erase of |
129 | 89 |
///other columns. |
130 | 90 |
/// |
131 |
///\todo Document what can one do with a Col (INVALID, comparing, |
|
132 |
///it is similar to Node/Edge) |
|
91 |
///\note This class is similar to other Item types in LEMON, like |
|
92 |
///Node and Arc types in digraph. |
|
133 | 93 |
class Col { |
94 |
friend class LpBase; |
|
134 | 95 |
protected: |
135 |
int id; |
|
136 |
friend class LpSolverBase; |
|
137 |
friend class MipSolverBase; |
|
138 |
explicit Col(int _id) : id(_id) {} |
|
96 |
int _id; |
|
97 |
explicit Col(int id) : _id(id) {} |
|
139 | 98 |
public: |
140 | 99 |
typedef Value ExprValue; |
141 |
typedef True |
|
100 |
typedef True LpCol; |
|
101 |
/// Default constructor |
|
102 |
|
|
103 |
/// \warning The default constructor sets the Col to an |
|
104 |
/// undefined value. |
|
142 | 105 |
Col() {} |
143 |
Col(const Invalid&) : id(-1) {} |
|
144 |
bool operator< (Col c) const {return id< c.id;} |
|
145 |
bool operator> (Col c) const {return id> c.id;} |
|
146 |
bool operator==(Col c) const {return id==c.id;} |
|
147 |
|
|
106 |
/// Invalid constructor \& conversion. |
|
107 |
|
|
108 |
/// This constructor initializes the Col to be invalid. |
|
109 |
/// \sa Invalid for more details. |
|
110 |
Col(const Invalid&) : _id(-1) {} |
|
111 |
/// Equality operator |
|
112 |
|
|
113 |
/// Two \ref Col "Col"s are equal if and only if they point to |
|
114 |
/// the same LP column or both are invalid. |
|
115 |
bool operator==(Col c) const {return _id == c._id;} |
|
116 |
/// Inequality operator |
|
117 |
|
|
118 |
/// \sa operator==(Col c) |
|
119 |
/// |
|
120 |
bool operator!=(Col c) const {return _id != c._id;} |
|
121 |
/// Artificial ordering operator. |
|
122 |
|
|
123 |
/// To allow the use of this object in std::map or similar |
|
124 |
/// associative container we require this. |
|
125 |
/// |
|
126 |
/// \note This operator only have to define some strict ordering of |
|
127 |
/// the items; this order has nothing to do with the iteration |
|
128 |
/// ordering of the items. |
|
129 |
bool operator<(Col c) const {return _id < c._id;} |
|
148 | 130 |
}; |
149 | 131 |
|
132 |
///Iterator for iterate over the columns of an LP problem |
|
133 |
|
|
134 |
/// Its usage is quite simple, for example you can count the number |
|
135 |
/// of columns in an LP \c lp: |
|
136 |
///\code |
|
137 |
/// int count=0; |
|
138 |
/// for (LpBase::ColIt c(lp); c!=INVALID; ++c) ++count; |
|
139 |
///\endcode |
|
150 | 140 |
class ColIt : public Col { |
151 |
const |
|
141 |
const LpBase *_solver; |
|
152 | 142 |
public: |
143 |
/// Default constructor |
|
144 |
|
|
145 |
/// \warning The default constructor sets the iterator |
|
146 |
/// to an undefined value. |
|
153 | 147 |
ColIt() {} |
154 |
|
|
148 |
/// Sets the iterator to the first Col |
|
149 |
|
|
150 |
/// Sets the iterator to the first Col. |
|
151 |
/// |
|
152 |
ColIt(const LpBase &solver) : _solver(&solver) |
|
155 | 153 |
{ |
156 |
|
|
154 |
_solver->cols.firstItem(_id); |
|
157 | 155 |
} |
156 |
/// Invalid constructor \& conversion |
|
157 |
|
|
158 |
/// Initialize the iterator to be invalid. |
|
159 |
/// \sa Invalid for more details. |
|
158 | 160 |
ColIt(const Invalid&) : Col(INVALID) {} |
161 |
/// Next column |
|
162 |
|
|
163 |
/// Assign the iterator to the next column. |
|
164 |
/// |
|
159 | 165 |
ColIt &operator++() |
160 | 166 |
{ |
161 |
|
|
167 |
_solver->cols.nextItem(_id); |
|
162 | 168 |
return *this; |
163 | 169 |
} |
164 | 170 |
}; |
165 | 171 |
|
166 |
static int id(const Col& col) { return col.id; } |
|
167 |
|
|
172 |
/// \brief Returns the ID of the column. |
|
173 |
static int id(const Col& col) { return col._id; } |
|
174 |
/// \brief Returns the column with the given ID. |
|
175 |
/// |
|
176 |
/// \pre The argument should be a valid column ID in the LP problem. |
|
177 |
static Col colFromId(int id) { return Col(id); } |
|
168 | 178 |
|
169 | 179 |
///Refer to a row of the LP. |
170 | 180 |
|
171 | 181 |
///This type is used to refer to a row of the LP. |
172 | 182 |
/// |
173 | 183 |
///Its value remains valid and correct even after the addition or erase of |
174 | 184 |
///other rows. |
175 | 185 |
/// |
176 |
///\todo Document what can one do with a Row (INVALID, comparing, |
|
177 |
///it is similar to Node/Edge) |
|
186 |
///\note This class is similar to other Item types in LEMON, like |
|
187 |
///Node and Arc types in digraph. |
|
178 | 188 |
class Row { |
189 |
friend class LpBase; |
|
179 | 190 |
protected: |
180 |
int id; |
|
181 |
friend class LpSolverBase; |
|
182 |
|
|
191 |
int _id; |
|
192 |
explicit Row(int id) : _id(id) {} |
|
183 | 193 |
public: |
184 | 194 |
typedef Value ExprValue; |
185 |
typedef True |
|
195 |
typedef True LpRow; |
|
196 |
/// Default constructor |
|
197 |
|
|
198 |
/// \warning The default constructor sets the Row to an |
|
199 |
/// undefined value. |
|
186 | 200 |
Row() {} |
187 |
|
|
201 |
/// Invalid constructor \& conversion. |
|
202 |
|
|
203 |
/// This constructor initializes the Row to be invalid. |
|
204 |
/// \sa Invalid for more details. |
|
205 |
Row(const Invalid&) : _id(-1) {} |
|
206 |
/// Equality operator |
|
188 | 207 |
|
189 |
bool operator< (Row c) const {return id< c.id;} |
|
190 |
bool operator> (Row c) const {return id> c.id;} |
|
191 |
bool operator==(Row c) const {return id==c.id;} |
|
192 |
bool operator!=(Row c) const {return id!=c.id;} |
|
208 |
/// Two \ref Row "Row"s are equal if and only if they point to |
|
209 |
/// the same LP row or both are invalid. |
|
210 |
bool operator==(Row r) const {return _id == r._id;} |
|
211 |
/// Inequality operator |
|
212 |
|
|
213 |
/// \sa operator==(Row r) |
|
214 |
/// |
|
215 |
bool operator!=(Row r) const {return _id != r._id;} |
|
216 |
/// Artificial ordering operator. |
|
217 |
|
|
218 |
/// To allow the use of this object in std::map or similar |
|
219 |
/// associative container we require this. |
|
220 |
/// |
|
221 |
/// \note This operator only have to define some strict ordering of |
|
222 |
/// the items; this order has nothing to do with the iteration |
|
223 |
/// ordering of the items. |
|
224 |
bool operator<(Row r) const {return _id < r._id;} |
|
193 | 225 |
}; |
194 | 226 |
|
227 |
///Iterator for iterate over the rows of an LP problem |
|
228 |
|
|
229 |
/// Its usage is quite simple, for example you can count the number |
|
230 |
/// of rows in an LP \c lp: |
|
231 |
///\code |
|
232 |
/// int count=0; |
|
233 |
/// for (LpBase::RowIt c(lp); c!=INVALID; ++c) ++count; |
|
234 |
///\endcode |
|
195 | 235 |
class RowIt : public Row { |
196 |
const |
|
236 |
const LpBase *_solver; |
|
197 | 237 |
public: |
238 |
/// Default constructor |
|
239 |
|
|
240 |
/// \warning The default constructor sets the iterator |
|
241 |
/// to an undefined value. |
|
198 | 242 |
RowIt() {} |
199 |
|
|
243 |
/// Sets the iterator to the first Row |
|
244 |
|
|
245 |
/// Sets the iterator to the first Row. |
|
246 |
/// |
|
247 |
RowIt(const LpBase &solver) : _solver(&solver) |
|
200 | 248 |
{ |
201 |
|
|
249 |
_solver->rows.firstItem(_id); |
|
202 | 250 |
} |
251 |
/// Invalid constructor \& conversion |
|
252 |
|
|
253 |
/// Initialize the iterator to be invalid. |
|
254 |
/// \sa Invalid for more details. |
|
203 | 255 |
RowIt(const Invalid&) : Row(INVALID) {} |
256 |
/// Next row |
|
257 |
|
|
258 |
/// Assign the iterator to the next row. |
|
259 |
/// |
|
204 | 260 |
RowIt &operator++() |
205 | 261 |
{ |
206 |
|
|
262 |
_solver->rows.nextItem(_id); |
|
207 | 263 |
return *this; |
208 | 264 |
} |
209 | 265 |
}; |
210 | 266 |
|
211 |
static int id(const Row& row) { return row.id; } |
|
212 |
|
|
213 |
protected: |
|
214 |
|
|
215 |
int _lpId(const Col& c) const { |
|
216 |
return cols.floatingId(id(c)); |
|
217 |
} |
|
218 |
|
|
219 |
int _lpId(const Row& r) const { |
|
220 |
return rows.floatingId(id(r)); |
|
221 |
} |
|
222 |
|
|
223 |
Col _item(int i, Col) const { |
|
224 |
return Col(cols.fixId(i)); |
|
225 |
} |
|
226 |
|
|
227 |
Row _item(int i, Row) const { |
|
228 |
return Row(rows.fixId(i)); |
|
229 |
} |
|
230 |
|
|
267 |
/// \brief Returns the ID of the row. |
|
268 |
static int id(const Row& row) { return row._id; } |
|
269 |
/// \brief Returns the row with the given ID. |
|
270 |
/// |
|
271 |
/// \pre The argument should be a valid row ID in the LP problem. |
|
272 |
static Row rowFromId(int id) { return Row(id); } |
|
231 | 273 |
|
232 | 274 |
public: |
233 | 275 |
|
234 | 276 |
///Linear expression of variables and a constant component |
235 | 277 |
|
236 | 278 |
///This data structure stores a linear expression of the variables |
237 | 279 |
///(\ref Col "Col"s) and also has a constant component. |
238 | 280 |
/// |
239 | 281 |
///There are several ways to access and modify the contents of this |
240 | 282 |
///container. |
241 |
///- Its it fully compatible with \c std::map<Col,double>, so for expamle |
|
242 |
///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can |
|
243 |
///read and modify the coefficients like |
|
244 |
///these. |
|
245 | 283 |
///\code |
246 | 284 |
///e[v]=5; |
247 | 285 |
///e[v]+=12; |
248 | 286 |
///e.erase(v); |
249 | 287 |
///\endcode |
250 | 288 |
///or you can also iterate through its elements. |
251 | 289 |
///\code |
252 | 290 |
///double s=0; |
253 |
///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i) |
|
254 |
/// s+=i->second; |
|
291 |
///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i) |
|
292 |
/// s+=*i * primal(i); |
|
255 | 293 |
///\endcode |
256 |
///(This code computes the |
|
294 |
///(This code computes the primal value of the expression). |
|
257 | 295 |
///- Numbers (<tt>double</tt>'s) |
258 | 296 |
///and variables (\ref Col "Col"s) directly convert to an |
259 | 297 |
///\ref Expr and the usual linear operations are defined, so |
260 | 298 |
///\code |
261 | 299 |
///v+w |
262 | 300 |
///2*v-3.12*(v-w/2)+2 |
263 | 301 |
///v*2.1+(3*v+(v*12+w+6)*3)/2 |
264 | 302 |
///\endcode |
265 |
///are valid |
|
303 |
///are valid expressions. |
|
266 | 304 |
///The usual assignment operations are also defined. |
267 | 305 |
///\code |
268 | 306 |
///e=v+w; |
269 | 307 |
///e+=2*v-3.12*(v-w/2)+2; |
270 | 308 |
///e*=3.4; |
271 | 309 |
///e/=5; |
272 | 310 |
///\endcode |
273 |
///- The constant member can be set and read by |
|
311 |
///- The constant member can be set and read by dereference |
|
312 |
/// operator (unary *) |
|
313 |
/// |
|
274 | 314 |
///\code |
275 |
///e.constComp()=12; |
|
276 |
///double c=e.constComp(); |
|
315 |
///*e=12; |
|
316 |
///double c=*e; |
|
277 | 317 |
///\endcode |
278 | 318 |
/// |
279 |
///\note \ref clear() not only sets all coefficients to 0 but also |
|
280 |
///clears the constant components. |
|
281 |
/// |
|
282 | 319 |
///\sa Constr |
283 |
/// |
|
284 |
class Expr : public std::map<Col,Value> |
|
285 |
{ |
|
320 |
class Expr { |
|
321 |
friend class LpBase; |
|
286 | 322 |
public: |
287 |
typedef LpSolverBase::Col Key; |
|
288 |
typedef LpSolverBase::Value Value; |
|
323 |
/// The key type of the expression |
|
324 |
typedef LpBase::Col Key; |
|
325 |
/// The value type of the expression |
|
326 |
typedef LpBase::Value Value; |
|
289 | 327 |
|
290 | 328 |
protected: |
291 |
|
|
329 |
Value const_comp; |
|
330 |
std::map<int, Value> comps; |
|
292 | 331 |
|
293 |
Value const_comp; |
|
294 | 332 |
public: |
295 |
typedef True IsLinExpression; |
|
296 |
///\e |
|
297 |
Expr() : Base(), const_comp(0) { } |
|
298 |
///\e |
|
299 |
Expr(const Key &v) : const_comp(0) { |
|
300 |
Base::insert(std::make_pair(v, 1)); |
|
333 |
typedef True SolverExpr; |
|
334 |
/// Default constructor |
|
335 |
|
|
336 |
/// Construct an empty expression, the coefficients and |
|
337 |
/// the constant component are initialized to zero. |
|
338 |
Expr() : const_comp(0) {} |
|
339 |
/// Construct an expression from a column |
|
340 |
|
|
341 |
/// Construct an expression, which has a term with \c c variable |
|
342 |
/// and 1.0 coefficient. |
|
343 |
Expr(const Col &c) : const_comp(0) { |
|
344 |
typedef std::map<int, Value>::value_type pair_type; |
|
345 |
comps.insert(pair_type(id(c), 1)); |
|
301 | 346 |
} |
302 |
/// |
|
347 |
/// Construct an expression from a constant |
|
348 |
|
|
349 |
/// Construct an expression, which's constant component is \c v. |
|
350 |
/// |
|
303 | 351 |
Expr(const Value &v) : const_comp(v) {} |
304 |
///\e |
|
305 |
void set(const Key &v,const Value &c) { |
|
306 |
Base::insert(std::make_pair(v, c)); |
|
307 |
} |
|
308 |
///\e |
|
309 |
Value &constComp() { return const_comp; } |
|
310 |
///\e |
|
311 |
const Value &constComp() const { return const_comp; } |
|
312 |
|
|
313 |
///Removes the components with zero coefficient. |
|
314 |
void simplify() { |
|
315 |
for (Base::iterator i=Base::begin(); i!=Base::end();) { |
|
316 |
Base::iterator j=i; |
|
317 |
++j; |
|
318 |
if ((*i).second==0) Base::erase(i); |
|
319 |
i=j; |
|
352 |
/// Returns the coefficient of the column |
|
353 |
Value operator[](const Col& c) const { |
|
354 |
std::map<int, Value>::const_iterator it=comps.find(id(c)); |
|
355 |
if (it != comps.end()) { |
|
356 |
return it->second; |
|
357 |
} else { |
|
358 |
return 0; |
|
320 | 359 |
} |
321 | 360 |
} |
322 |
|
|
323 |
void simplify() const { |
|
324 |
|
|
361 |
/// Returns the coefficient of the column |
|
362 |
Value& operator[](const Col& c) { |
|
363 |
return comps[id(c)]; |
|
364 |
} |
|
365 |
/// Sets the coefficient of the column |
|
366 |
void set(const Col &c, const Value &v) { |
|
367 |
if (v != 0.0) { |
|
368 |
typedef std::map<int, Value>::value_type pair_type; |
|
369 |
comps.insert(pair_type(id(c), v)); |
|
370 |
} else { |
|
371 |
comps.erase(id(c)); |
|
372 |
} |
|
373 |
} |
|
374 |
/// Returns the constant component of the expression |
|
375 |
Value& operator*() { return const_comp; } |
|
376 |
/// Returns the constant component of the expression |
|
377 |
const Value& operator*() const { return const_comp; } |
|
378 |
/// \brief Removes the coefficients which's absolute value does |
|
379 |
/// not exceed \c epsilon. It also sets to zero the constant |
|
380 |
/// component, if it does not exceed epsilon in absolute value. |
|
381 |
void simplify(Value epsilon = 0.0) { |
|
382 |
std::map<int, Value>::iterator it=comps.begin(); |
|
383 |
while (it != comps.end()) { |
|
384 |
std::map<int, Value>::iterator jt=it; |
|
385 |
++jt; |
|
386 |
if (std::fabs((*it).second) <= epsilon) comps.erase(it); |
|
387 |
it=jt; |
|
388 |
} |
|
389 |
if (std::fabs(const_comp) <= epsilon) const_comp = 0; |
|
325 | 390 |
} |
326 | 391 |
|
327 |
///Removes the coefficients closer to zero than \c tolerance. |
|
328 |
void simplify(double &tolerance) { |
|
329 |
for (Base::iterator i=Base::begin(); i!=Base::end();) { |
|
330 |
Base::iterator j=i; |
|
331 |
++j; |
|
332 |
if (std::fabs((*i).second)<tolerance) Base::erase(i); |
|
333 |
i=j; |
|
334 |
} |
|
392 |
void simplify(Value epsilon = 0.0) const { |
|
393 |
const_cast<Expr*>(this)->simplify(epsilon); |
|
335 | 394 |
} |
336 | 395 |
|
337 | 396 |
///Sets all coefficients and the constant component to 0. |
338 | 397 |
void clear() { |
339 |
|
|
398 |
comps.clear(); |
|
340 | 399 |
const_comp=0; |
341 | 400 |
} |
342 | 401 |
|
343 |
/// |
|
402 |
///Compound assignment |
|
344 | 403 |
Expr &operator+=(const Expr &e) { |
345 |
for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
|
346 |
(*this)[j->first]+=j->second; |
|
404 |
for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
|
405 |
it!=e.comps.end(); ++it) |
|
406 |
comps[it->first]+=it->second; |
|
347 | 407 |
const_comp+=e.const_comp; |
348 | 408 |
return *this; |
349 | 409 |
} |
350 |
/// |
|
410 |
///Compound assignment |
|
351 | 411 |
Expr &operator-=(const Expr &e) { |
352 |
for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
|
353 |
(*this)[j->first]-=j->second; |
|
412 |
for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
|
413 |
it!=e.comps.end(); ++it) |
|
414 |
comps[it->first]-=it->second; |
|
354 | 415 |
const_comp-=e.const_comp; |
355 | 416 |
return *this; |
356 | 417 |
} |
357 |
///\e |
|
358 |
Expr &operator*=(const Value &c) { |
|
359 |
for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
|
360 |
j->second*=c; |
|
361 |
|
|
418 |
///Multiply with a constant |
|
419 |
Expr &operator*=(const Value &v) { |
|
420 |
for (std::map<int, Value>::iterator it=comps.begin(); |
|
421 |
it!=comps.end(); ++it) |
|
422 |
it->second*=v; |
|
423 |
const_comp*=v; |
|
362 | 424 |
return *this; |
363 | 425 |
} |
364 |
/// |
|
426 |
///Division with a constant |
|
365 | 427 |
Expr &operator/=(const Value &c) { |
366 |
for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
|
367 |
j->second/=c; |
|
428 |
for (std::map<int, Value>::iterator it=comps.begin(); |
|
429 |
it!=comps.end(); ++it) |
|
430 |
it->second/=c; |
|
368 | 431 |
const_comp/=c; |
369 | 432 |
return *this; |
370 | 433 |
} |
371 | 434 |
|
435 |
///Iterator over the expression |
|
436 |
|
|
437 |
///The iterator iterates over the terms of the expression. |
|
438 |
/// |
|
439 |
///\code |
|
440 |
///double s=0; |
|
441 |
///for(LpBase::Expr::CoeffIt i(e);i!=INVALID;++i) |
|
442 |
/// s+= *i * primal(i); |
|
443 |
///\endcode |
|
444 |
class CoeffIt { |
|
445 |
private: |
|
446 |
|
|
447 |
std::map<int, Value>::iterator _it, _end; |
|
448 |
|
|
449 |
public: |
|
450 |
|
|
451 |
/// Sets the iterator to the first term |
|
452 |
|
|
453 |
/// Sets the iterator to the first term of the expression. |
|
454 |
/// |
|
455 |
CoeffIt(Expr& e) |
|
456 |
: _it(e.comps.begin()), _end(e.comps.end()){} |
|
457 |
|
|
458 |
/// Convert the iterator to the column of the term |
|
459 |
operator Col() const { |
|
460 |
return colFromId(_it->first); |
|
461 |
} |
|
462 |
|
|
463 |
/// Returns the coefficient of the term |
|
464 |
Value& operator*() { return _it->second; } |
|
465 |
|
|
466 |
/// Returns the coefficient of the term |
|
467 |
const Value& operator*() const { return _it->second; } |
|
468 |
/// Next term |
|
469 |
|
|
470 |
/// Assign the iterator to the next term. |
|
471 |
/// |
|
472 |
CoeffIt& operator++() { ++_it; return *this; } |
|
473 |
|
|
474 |
/// Equality operator |
|
475 |
bool operator==(Invalid) const { return _it == _end; } |
|
476 |
/// Inequality operator |
|
477 |
bool operator!=(Invalid) const { return _it != _end; } |
|
478 |
}; |
|
479 |
|
|
480 |
/// Const iterator over the expression |
|
481 |
|
|
482 |
///The iterator iterates over the terms of the expression. |
|
483 |
/// |
|
484 |
///\code |
|
485 |
///double s=0; |
|
486 |
///for(LpBase::Expr::ConstCoeffIt i(e);i!=INVALID;++i) |
|
487 |
/// s+=*i * primal(i); |
|
488 |
///\endcode |
|
489 |
class ConstCoeffIt { |
|
490 |
private: |
|
491 |
|
|
492 |
std::map<int, Value>::const_iterator _it, _end; |
|
493 |
|
|
494 |
public: |
|
495 |
|
|
496 |
/// Sets the iterator to the first term |
|
497 |
|
|
498 |
/// Sets the iterator to the first term of the expression. |
|
499 |
/// |
|
500 |
ConstCoeffIt(const Expr& e) |
|
501 |
: _it(e.comps.begin()), _end(e.comps.end()){} |
|
502 |
|
|
503 |
/// Convert the iterator to the column of the term |
|
504 |
operator Col() const { |
|
505 |
return colFromId(_it->first); |
|
506 |
} |
|
507 |
|
|
508 |
/// Returns the coefficient of the term |
|
509 |
const Value& operator*() const { return _it->second; } |
|
510 |
|
|
511 |
/// Next term |
|
512 |
|
|
513 |
/// Assign the iterator to the next term. |
|
514 |
/// |
|
515 |
ConstCoeffIt& operator++() { ++_it; return *this; } |
|
516 |
|
|
517 |
/// Equality operator |
|
518 |
bool operator==(Invalid) const { return _it == _end; } |
|
519 |
/// Inequality operator |
|
520 |
bool operator!=(Invalid) const { return _it != _end; } |
|
521 |
}; |
|
522 |
|
|
372 | 523 |
}; |
373 | 524 |
|
374 | 525 |
///Linear constraint |
375 | 526 |
|
376 | 527 |
///This data stucture represents a linear constraint in the LP. |
377 | 528 |
///Basically it is a linear expression with a lower or an upper bound |
378 | 529 |
///(or both). These parts of the constraint can be obtained by the member |
379 | 530 |
///functions \ref expr(), \ref lowerBound() and \ref upperBound(), |
... | ... |
@@ -389,42 +540,35 @@ |
389 | 540 |
/// it makes sense. |
390 | 541 |
///\code |
391 | 542 |
/// e<=s |
392 | 543 |
/// e<=f |
393 | 544 |
/// e==f |
394 | 545 |
/// s<=e<=t |
395 | 546 |
/// e>=t |
396 | 547 |
///\endcode |
397 |
///\warning The validity of a constraint is checked only at run time, so |
|
398 |
///e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will compile, but will throw |
|
399 |
/// |
|
548 |
///\warning The validity of a constraint is checked only at run |
|
549 |
///time, so e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will |
|
550 |
///compile, but will fail an assertion. |
|
400 | 551 |
class Constr |
401 | 552 |
{ |
402 | 553 |
public: |
403 |
typedef |
|
554 |
typedef LpBase::Expr Expr; |
|
404 | 555 |
typedef Expr::Key Key; |
405 | 556 |
typedef Expr::Value Value; |
406 | 557 |
|
407 | 558 |
protected: |
408 | 559 |
Expr _expr; |
409 | 560 |
Value _lb,_ub; |
410 | 561 |
public: |
411 | 562 |
///\e |
412 | 563 |
Constr() : _expr(), _lb(NaN), _ub(NaN) {} |
413 | 564 |
///\e |
414 |
Constr(Value lb,const Expr &e,Value ub) : |
|
565 |
Constr(Value lb, const Expr &e, Value ub) : |
|
415 | 566 |
_expr(e), _lb(lb), _ub(ub) {} |
416 |
///\e |
|
417 |
Constr(const Expr &e,Value ub) : |
|
418 |
_expr(e), _lb(NaN), _ub(ub) {} |
|
419 |
///\e |
|
420 |
Constr(Value lb,const Expr &e) : |
|
421 |
_expr(e), _lb(lb), _ub(NaN) {} |
|
422 |
///\e |
|
423 | 567 |
Constr(const Expr &e) : |
424 | 568 |
_expr(e), _lb(NaN), _ub(NaN) {} |
425 | 569 |
///\e |
426 | 570 |
void clear() |
427 | 571 |
{ |
428 | 572 |
_expr.clear(); |
429 | 573 |
_lb=_ub=NaN; |
430 | 574 |
} |
... | ... |
@@ -448,412 +592,467 @@ |
448 | 592 |
///- \ref INF "INF": the constraint is upper unbounded. |
449 | 593 |
///- \ref NaN "NaN": upper bound has not been set. |
450 | 594 |
///- finite number: the upper bound |
451 | 595 |
Value &upperBound() { return _ub; } |
452 | 596 |
///The const version of \ref upperBound() |
453 | 597 |
const Value &upperBound() const { return _ub; } |
454 | 598 |
///Is the constraint lower bounded? |
455 | 599 |
bool lowerBounded() const { |
456 |
return |
|
600 |
return _lb != -INF && !std::isnan(_lb); |
|
457 | 601 |
} |
458 | 602 |
///Is the constraint upper bounded? |
459 | 603 |
bool upperBounded() const { |
460 |
return |
|
604 |
return _ub != INF && !std::isnan(_ub); |
|
461 | 605 |
} |
462 | 606 |
|
463 | 607 |
}; |
464 | 608 |
|
465 | 609 |
///Linear expression of rows |
466 | 610 |
|
467 | 611 |
///This data structure represents a column of the matrix, |
468 | 612 |
///thas is it strores a linear expression of the dual variables |
469 | 613 |
///(\ref Row "Row"s). |
470 | 614 |
/// |
471 | 615 |
///There are several ways to access and modify the contents of this |
472 | 616 |
///container. |
473 |
///- Its it fully compatible with \c std::map<Row,double>, so for expamle |
|
474 |
///if \c e is an DualExpr and \c v |
|
475 |
///and \c w are of type \ref Row, then you can |
|
476 |
///read and modify the coefficients like |
|
477 |
///these. |
|
478 | 617 |
///\code |
479 | 618 |
///e[v]=5; |
480 | 619 |
///e[v]+=12; |
481 | 620 |
///e.erase(v); |
482 | 621 |
///\endcode |
483 | 622 |
///or you can also iterate through its elements. |
484 | 623 |
///\code |
485 | 624 |
///double s=0; |
486 |
///for(LpSolverBase::DualExpr::iterator i=e.begin();i!=e.end();++i) |
|
487 |
/// s+=i->second; |
|
625 |
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i) |
|
626 |
/// s+=*i; |
|
488 | 627 |
///\endcode |
489 | 628 |
///(This code computes the sum of all coefficients). |
490 | 629 |
///- Numbers (<tt>double</tt>'s) |
491 | 630 |
///and variables (\ref Row "Row"s) directly convert to an |
492 | 631 |
///\ref DualExpr and the usual linear operations are defined, so |
493 | 632 |
///\code |
494 | 633 |
///v+w |
495 | 634 |
///2*v-3.12*(v-w/2) |
496 | 635 |
///v*2.1+(3*v+(v*12+w)*3)/2 |
497 | 636 |
///\endcode |
498 |
///are valid \ref DualExpr |
|
637 |
///are valid \ref DualExpr dual expressions. |
|
499 | 638 |
///The usual assignment operations are also defined. |
500 | 639 |
///\code |
501 | 640 |
///e=v+w; |
502 | 641 |
///e+=2*v-3.12*(v-w/2); |
503 | 642 |
///e*=3.4; |
504 | 643 |
///e/=5; |
505 | 644 |
///\endcode |
506 | 645 |
/// |
507 | 646 |
///\sa Expr |
508 |
/// |
|
509 |
class DualExpr : public std::map<Row,Value> |
|
510 |
{ |
|
647 |
class DualExpr { |
|
648 |
friend class LpBase; |
|
511 | 649 |
public: |
512 |
typedef LpSolverBase::Row Key; |
|
513 |
typedef LpSolverBase::Value Value; |
|
650 |
/// The key type of the expression |
|
651 |
typedef LpBase::Row Key; |
|
652 |
/// The value type of the expression |
|
653 |
typedef LpBase::Value Value; |
|
514 | 654 |
|
515 | 655 |
protected: |
516 |
|
|
656 |
std::map<int, Value> comps; |
|
517 | 657 |
|
518 | 658 |
public: |
519 |
typedef True IsLinExpression; |
|
520 |
///\e |
|
521 |
DualExpr() : Base() { } |
|
522 |
///\e |
|
523 |
DualExpr(const Key &v) { |
|
524 |
Base::insert(std::make_pair(v, 1)); |
|
659 |
typedef True SolverExpr; |
|
660 |
/// Default constructor |
|
661 |
|
|
662 |
/// Construct an empty expression, the coefficients are |
|
663 |
/// initialized to zero. |
|
664 |
DualExpr() {} |
|
665 |
/// Construct an expression from a row |
|
666 |
|
|
667 |
/// Construct an expression, which has a term with \c r dual |
|
668 |
/// variable and 1.0 coefficient. |
|
669 |
DualExpr(const Row &r) { |
|
670 |
typedef std::map<int, Value>::value_type pair_type; |
|
671 |
comps.insert(pair_type(id(r), 1)); |
|
525 | 672 |
} |
526 |
///\e |
|
527 |
void set(const Key &v,const Value &c) { |
|
528 |
|
|
673 |
/// Returns the coefficient of the row |
|
674 |
Value operator[](const Row& r) const { |
|
675 |
std::map<int, Value>::const_iterator it = comps.find(id(r)); |
|
676 |
if (it != comps.end()) { |
|
677 |
return it->second; |
|
678 |
} else { |
|
679 |
return 0; |
|
680 |
} |
|
529 | 681 |
} |
530 |
|
|
531 |
///Removes the components with zero coefficient. |
|
532 |
void simplify() { |
|
533 |
for (Base::iterator i=Base::begin(); i!=Base::end();) { |
|
534 |
Base::iterator j=i; |
|
535 |
++j; |
|
536 |
if ((*i).second==0) Base::erase(i); |
|
537 |
i=j; |
|
682 |
/// Returns the coefficient of the row |
|
683 |
Value& operator[](const Row& r) { |
|
684 |
return comps[id(r)]; |
|
685 |
} |
|
686 |
/// Sets the coefficient of the row |
|
687 |
void set(const Row &r, const Value &v) { |
|
688 |
if (v != 0.0) { |
|
689 |
typedef std::map<int, Value>::value_type pair_type; |
|
690 |
comps.insert(pair_type(id(r), v)); |
|
691 |
} else { |
|
692 |
comps.erase(id(r)); |
|
693 |
} |
|
694 |
} |
|
695 |
/// \brief Removes the coefficients which's absolute value does |
|
696 |
/// not exceed \c epsilon. |
|
697 |
void simplify(Value epsilon = 0.0) { |
|
698 |
std::map<int, Value>::iterator it=comps.begin(); |
|
699 |
while (it != comps.end()) { |
|
700 |
std::map<int, Value>::iterator jt=it; |
|
701 |
++jt; |
|
702 |
if (std::fabs((*it).second) <= epsilon) comps.erase(it); |
|
703 |
it=jt; |
|
538 | 704 |
} |
539 | 705 |
} |
540 | 706 |
|
541 |
void simplify() const { |
|
542 |
const_cast<DualExpr*>(this)->simplify(); |
|
543 |
} |
|
544 |
|
|
545 |
///Removes the coefficients closer to zero than \c tolerance. |
|
546 |
void simplify(double &tolerance) { |
|
547 |
for (Base::iterator i=Base::begin(); i!=Base::end();) { |
|
548 |
Base::iterator j=i; |
|
549 |
++j; |
|
550 |
if (std::fabs((*i).second)<tolerance) Base::erase(i); |
|
551 |
i=j; |
|
552 |
} |
|
707 |
void simplify(Value epsilon = 0.0) const { |
|
708 |
const_cast<DualExpr*>(this)->simplify(epsilon); |
|
553 | 709 |
} |
554 | 710 |
|
555 | 711 |
///Sets all coefficients to 0. |
556 | 712 |
void clear() { |
557 |
|
|
713 |
comps.clear(); |
|
714 |
} |
|
715 |
///Compound assignment |
|
716 |
DualExpr &operator+=(const DualExpr &e) { |
|
717 |
for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
|
718 |
it!=e.comps.end(); ++it) |
|
719 |
comps[it->first]+=it->second; |
|
720 |
return *this; |
|
721 |
} |
|
722 |
///Compound assignment |
|
723 |
DualExpr &operator-=(const DualExpr &e) { |
|
724 |
for (std::map<int, Value>::const_iterator it=e.comps.begin(); |
|
725 |
it!=e.comps.end(); ++it) |
|
726 |
comps[it->first]-=it->second; |
|
727 |
return *this; |
|
728 |
} |
|
729 |
///Multiply with a constant |
|
730 |
DualExpr &operator*=(const Value &v) { |
|
731 |
for (std::map<int, Value>::iterator it=comps.begin(); |
|
732 |
it!=comps.end(); ++it) |
|
733 |
it->second*=v; |
|
734 |
return *this; |
|
735 |
} |
|
736 |
///Division with a constant |
|
737 |
DualExpr &operator/=(const Value &v) { |
|
738 |
for (std::map<int, Value>::iterator it=comps.begin(); |
|
739 |
it!=comps.end(); ++it) |
|
740 |
it->second/=v; |
|
741 |
return *this; |
|
558 | 742 |
} |
559 | 743 |
|
560 |
///\e |
|
561 |
DualExpr &operator+=(const DualExpr &e) { |
|
562 |
for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
|
563 |
(*this)[j->first]+=j->second; |
|
564 |
return *this; |
|
565 |
} |
|
566 |
///\e |
|
567 |
DualExpr &operator-=(const DualExpr &e) { |
|
568 |
for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
|
569 |
(*this)[j->first]-=j->second; |
|
570 |
return *this; |
|
571 |
} |
|
572 |
///\e |
|
573 |
DualExpr &operator*=(const Value &c) { |
|
574 |
for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
|
575 |
j->second*=c; |
|
576 |
return *this; |
|
577 |
} |
|
578 |
///\e |
|
579 |
DualExpr &operator/=(const Value &c) { |
|
580 |
for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
|
581 |
j->second/=c; |
|
582 |
return *this; |
|
583 |
} |
|
744 |
///Iterator over the expression |
|
745 |
|
|
746 |
///The iterator iterates over the terms of the expression. |
|
747 |
/// |
|
748 |
///\code |
|
749 |
///double s=0; |
|
750 |
///for(LpBase::DualExpr::CoeffIt i(e);i!=INVALID;++i) |
|
751 |
/// s+= *i * dual(i); |
|
752 |
///\endcode |
|
753 |
class CoeffIt { |
|
754 |
private: |
|
755 |
|
|
756 |
std::map<int, Value>::iterator _it, _end; |
|
757 |
|
|
758 |
public: |
|
759 |
|
|
760 |
/// Sets the iterator to the first term |
|
761 |
|
|
762 |
/// Sets the iterator to the first term of the expression. |
|
763 |
/// |
|
764 |
CoeffIt(DualExpr& e) |
|
765 |
: _it(e.comps.begin()), _end(e.comps.end()){} |
|
766 |
|
|
767 |
/// Convert the iterator to the row of the term |
|
768 |
operator Row() const { |
|
769 |
return rowFromId(_it->first); |
|
770 |
} |
|
771 |
|
|
772 |
/// Returns the coefficient of the term |
|
773 |
Value& operator*() { return _it->second; } |
|
774 |
|
|
775 |
/// Returns the coefficient of the term |
|
776 |
const Value& operator*() const { return _it->second; } |
|
777 |
|
|
778 |
/// Next term |
|
779 |
|
|
780 |
/// Assign the iterator to the next term. |
|
781 |
/// |
|
782 |
CoeffIt& operator++() { ++_it; return *this; } |
|
783 |
|
|
784 |
/// Equality operator |
|
785 |
bool operator==(Invalid) const { return _it == _end; } |
|
786 |
/// Inequality operator |
|
787 |
bool operator!=(Invalid) const { return _it != _end; } |
|
788 |
}; |
|
789 |
|
|
790 |
///Iterator over the expression |
|
791 |
|
|
792 |
///The iterator iterates over the terms of the expression. |
|
793 |
/// |
|
794 |
///\code |
|
795 |
///double s=0; |
|
796 |
///for(LpBase::DualExpr::ConstCoeffIt i(e);i!=INVALID;++i) |
|
797 |
/// s+= *i * dual(i); |
|
798 |
///\endcode |
|
799 |
class ConstCoeffIt { |
|
800 |
private: |
|
801 |
|
|
802 |
std::map<int, Value>::const_iterator _it, _end; |
|
803 |
|
|
804 |
public: |
|
805 |
|
|
806 |
/// Sets the iterator to the first term |
|
807 |
|
|
808 |
/// Sets the iterator to the first term of the expression. |
|
809 |
/// |
|
810 |
ConstCoeffIt(const DualExpr& e) |
|
811 |
: _it(e.comps.begin()), _end(e.comps.end()){} |
|
812 |
|
|
813 |
/// Convert the iterator to the row of the term |
|
814 |
operator Row() const { |
|
815 |
return rowFromId(_it->first); |
|
816 |
} |
|
817 |
|
|
818 |
/// Returns the coefficient of the term |
|
819 |
const Value& operator*() const { return _it->second; } |
|
820 |
|
|
821 |
/// Next term |
|
822 |
|
|
823 |
/// Assign the iterator to the next term. |
|
824 |
/// |
|
825 |
ConstCoeffIt& operator++() { ++_it; return *this; } |
|
826 |
|
|
827 |
/// Equality operator |
|
828 |
bool operator==(Invalid) const { return _it == _end; } |
|
829 |
/// Inequality operator |
|
830 |
bool operator!=(Invalid) const { return _it != _end; } |
|
831 |
}; |
|
584 | 832 |
}; |
585 | 833 |
|
586 | 834 |
|
587 |
|
|
835 |
protected: |
|
588 | 836 |
|
589 |
template <typename _Expr> |
|
590 |
class MappedOutputIterator { |
|
837 |
class InsertIterator { |
|
838 |
private: |
|
839 |
|
|
840 |
std::map<int, Value>& _host; |
|
841 |
const _solver_bits::VarIndex& _index; |
|
842 |
|
|
591 | 843 |
public: |
592 | 844 |
|
593 |
typedef std::insert_iterator<_Expr> Base; |
|
594 |
|
|
595 | 845 |
typedef std::output_iterator_tag iterator_category; |
596 | 846 |
typedef void difference_type; |
597 | 847 |
typedef void value_type; |
598 | 848 |
typedef void reference; |
599 | 849 |
typedef void pointer; |
600 | 850 |
|
601 |
MappedOutputIterator(const Base& _base, const LpSolverBase& _lp) |
|
602 |
: base(_base), lp(_lp) {} |
|
851 |
InsertIterator(std::map<int, Value>& host, |
|
852 |
const _solver_bits::VarIndex& index) |
|
853 |
: _host(host), _index(index) {} |
|
603 | 854 |
|
604 |
|
|
855 |
InsertIterator& operator=(const std::pair<int, Value>& value) { |
|
856 |
typedef std::map<int, Value>::value_type pair_type; |
|
857 |
_host.insert(pair_type(_index[value.first], value.second)); |
|
605 | 858 |
return *this; |
606 | 859 |
} |
607 | 860 |
|
608 |
MappedOutputIterator& operator=(const std::pair<int, Value>& value) { |
|
609 |
*base = std::make_pair(lp._item(value.first, typename _Expr::Key()), |
|
610 |
value.second); |
|
611 |
return *this; |
|
612 |
} |
|
861 |
InsertIterator& operator*() { return *this; } |
|
862 |
InsertIterator& operator++() { return *this; } |
|
863 |
InsertIterator operator++(int) { return *this; } |
|
613 | 864 |
|
614 |
MappedOutputIterator& operator++() { |
|
615 |
++base; |
|
616 |
return *this; |
|
617 |
} |
|
618 |
|
|
619 |
MappedOutputIterator operator++(int) { |
|
620 |
MappedOutputIterator tmp(*this); |
|
621 |
++base; |
|
622 |
return tmp; |
|
623 |
} |
|
624 |
|
|
625 |
bool operator==(const MappedOutputIterator& it) const { |
|
626 |
return base == it.base; |
|
627 |
} |
|
628 |
|
|
629 |
bool operator!=(const MappedOutputIterator& it) const { |
|
630 |
return base != it.base; |
|
631 |
} |
|
632 |
|
|
633 |
private: |
|
634 |
Base base; |
|
635 |
const LpSolverBase& lp; |
|
636 | 865 |
}; |
637 | 866 |
|
638 |
template <typename Expr> |
|
639 |
class MappedInputIterator { |
|
867 |
class ExprIterator { |
|
868 |
private: |
|
869 |
std::map<int, Value>::const_iterator _host_it; |
|
870 |
const _solver_bits::VarIndex& _index; |
|
640 | 871 |
public: |
641 | 872 |
|
642 |
typedef typename Expr::const_iterator Base; |
|
643 |
|
|
644 |
typedef typename Base::iterator_category iterator_category; |
|
645 |
typedef typename Base::difference_type difference_type; |
|
873 |
typedef std::bidirectional_iterator_tag iterator_category; |
|
874 |
typedef std::ptrdiff_t difference_type; |
|
646 | 875 |
typedef const std::pair<int, Value> value_type; |
647 | 876 |
typedef value_type reference; |
877 |
|
|
648 | 878 |
class pointer { |
649 | 879 |
public: |
650 | 880 |
pointer(value_type& _value) : value(_value) {} |
651 | 881 |
value_type* operator->() { return &value; } |
652 | 882 |
private: |
653 | 883 |
value_type value; |
654 | 884 |
}; |
655 | 885 |
|
656 |
MappedInputIterator(const Base& _base, const LpSolverBase& _lp) |
|
657 |
: base(_base), lp(_lp) {} |
|
886 |
ExprIterator(const std::map<int, Value>::const_iterator& host_it, |
|
887 |
const _solver_bits::VarIndex& index) |
|
888 |
: _host_it(host_it), _index(index) {} |
|
658 | 889 |
|
659 | 890 |
reference operator*() { |
660 |
return std::make_pair( |
|
891 |
return std::make_pair(_index(_host_it->first), _host_it->second); |
|
661 | 892 |
} |
662 | 893 |
|
663 | 894 |
pointer operator->() { |
664 | 895 |
return pointer(operator*()); |
665 | 896 |
} |
666 | 897 |
|
667 |
MappedInputIterator& operator++() { |
|
668 |
++base; |
|
669 |
return *this; |
|
898 |
ExprIterator& operator++() { ++_host_it; return *this; } |
|
899 |
ExprIterator operator++(int) { |
|
900 |
ExprIterator tmp(*this); ++_host_it; return tmp; |
|
670 | 901 |
} |
671 | 902 |
|
672 |
MappedInputIterator operator++(int) { |
|
673 |
MappedInputIterator tmp(*this); |
|
674 |
++base; |
|
675 |
return tmp; |
|
903 |
ExprIterator& operator--() { --_host_it; return *this; } |
|
904 |
ExprIterator operator--(int) { |
|
905 |
ExprIterator tmp(*this); --_host_it; return tmp; |
|
676 | 906 |
} |
677 | 907 |
|
678 |
bool operator==(const MappedInputIterator& it) const { |
|
679 |
return base == it.base; |
|
908 |
bool operator==(const ExprIterator& it) const { |
|
909 |
return _host_it == it._host_it; |
|
680 | 910 |
} |
681 | 911 |
|
682 |
bool operator!=(const MappedInputIterator& it) const { |
|
683 |
return base != it.base; |
|
912 |
bool operator!=(const ExprIterator& it) const { |
|
913 |
return _host_it != it._host_it; |
|
684 | 914 |
} |
685 | 915 |
|
686 |
private: |
|
687 |
Base base; |
|
688 |
const LpSolverBase& lp; |
|
689 | 916 |
}; |
690 | 917 |
|
691 | 918 |
protected: |
692 | 919 |
|
693 |
/// STL compatible iterator for lp col |
|
694 |
typedef MappedInputIterator<Expr> ConstRowIterator; |
|
695 |
/// STL compatible iterator for lp row |
|
696 |
typedef MappedInputIterator<DualExpr> ConstColIterator; |
|
920 |
//Abstract virtual functions |
|
921 |
virtual LpBase* _newSolver() const = 0; |
|
922 |
virtual LpBase* _cloneSolver() const = 0; |
|
697 | 923 |
|
698 |
/// STL compatible iterator for lp col |
|
699 |
typedef MappedOutputIterator<Expr> RowIterator; |
|
700 |
/// STL compatible iterator for lp row |
|
701 |
typedef MappedOutputIterator<DualExpr> ColIterator; |
|
924 |
virtual int _addColId(int col) { return cols.addIndex(col); } |
|
925 |
virtual int _addRowId(int row) { return rows.addIndex(row); } |
|
702 | 926 |
|
703 |
//Abstract virtual functions |
|
704 |
virtual LpSolverBase* _newLp() = 0; |
|
705 |
virtual LpSolverBase* _copyLp(){ |
|
706 |
LpSolverBase* newlp = _newLp(); |
|
707 |
|
|
708 |
std::map<Col, Col> ref; |
|
709 |
for (LpSolverBase::ColIt it(*this); it != INVALID; ++it) { |
|
710 |
Col ccol = newlp->addCol(); |
|
711 |
ref[it] = ccol; |
|
712 |
newlp->colName(ccol, colName(it)); |
|
713 |
newlp->colLowerBound(ccol, colLowerBound(it)); |
|
714 |
newlp->colUpperBound(ccol, colUpperBound(it)); |
|
715 |
} |
|
716 |
|
|
717 |
for (LpSolverBase::RowIt it(*this); it != INVALID; ++it) { |
|
718 |
Expr e = row(it), ce; |
|
719 |
for (Expr::iterator jt = e.begin(); jt != e.end(); ++jt) { |
|
720 |
ce[ref[jt->first]] = jt->second; |
|
721 |
} |
|
722 |
ce += e.constComp(); |
|
723 |
Row r = newlp->addRow(ce); |
|
724 |
|
|
725 |
double lower, upper; |
|
726 |
getRowBounds(it, lower, upper); |
|
727 |
newlp->rowBounds(r, lower, upper); |
|
728 |
} |
|
729 |
|
|
730 |
return newlp; |
|
731 |
} |
|
927 |
virtual void _eraseColId(int col) { cols.eraseIndex(col); } |
|
928 |
virtual void _eraseRowId(int row) { rows.eraseIndex(row); } |
|
732 | 929 |
|
733 | 930 |
virtual int _addCol() = 0; |
734 | 931 |
virtual int _addRow() = 0; |
735 | 932 |
|
736 | 933 |
virtual void _eraseCol(int col) = 0; |
737 | 934 |
virtual void _eraseRow(int row) = 0; |
738 | 935 |
|
739 |
virtual void _getColName(int col, std::string & name) const = 0; |
|
740 |
virtual void _setColName(int col, const std::string & name) = 0; |
|
936 |
virtual void _getColName(int col, std::string& name) const = 0; |
|
937 |
virtual void _setColName(int col, const std::string& name) = 0; |
|
741 | 938 |
virtual int _colByName(const std::string& name) const = 0; |
742 | 939 |
|
743 |
virtual void _setRowCoeffs(int i, ConstRowIterator b, |
|
744 |
ConstRowIterator e) = 0; |
|
745 |
virtual void _getRowCoeffs(int i, RowIterator b) const = 0; |
|
746 |
virtual void _setColCoeffs(int i, ConstColIterator b, |
|
747 |
ConstColIterator e) = 0; |
|
748 |
virtual void _getColCoeffs(int i, ColIterator b) const = 0; |
|
940 |
virtual void _getRowName(int row, std::string& name) const = 0; |
|
941 |
virtual void _setRowName(int row, const std::string& name) = 0; |
|
942 |
virtual int _rowByName(const std::string& name) const = 0; |
|
943 |
|
|
944 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
|
945 |
virtual void _getRowCoeffs(int i, InsertIterator b) const = 0; |
|
946 |
|
|
947 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e) = 0; |
|
948 |
virtual void _getColCoeffs(int i, InsertIterator b) const = 0; |
|
949 |
|
|
749 | 950 |
virtual void _setCoeff(int row, int col, Value value) = 0; |
750 | 951 |
virtual Value _getCoeff(int row, int col) const = 0; |
952 |
|
|
751 | 953 |
virtual void _setColLowerBound(int i, Value value) = 0; |
752 | 954 |
virtual Value _getColLowerBound(int i) const = 0; |
955 |
|
|
753 | 956 |
virtual void _setColUpperBound(int i, Value value) = 0; |
754 | 957 |
virtual Value _getColUpperBound(int i) const = 0; |
755 |
virtual void _setRowBounds(int i, Value lower, Value upper) = 0; |
|
756 |
virtual void _getRowBounds(int i, Value &lower, Value &upper) const = 0; |
|
958 |
|
|
959 |
virtual void _setRowLowerBound(int i, Value value) = 0; |
|
960 |
virtual Value _getRowLowerBound(int i) const = 0; |
|
961 |
|
|
962 |
virtual void _setRowUpperBound(int i, Value value) = 0; |
|
963 |
virtual Value _getRowUpperBound(int i) const = 0; |
|
964 |
|
|
965 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e) = 0; |
|
966 |
virtual void _getObjCoeffs(InsertIterator b) const = 0; |
|
757 | 967 |
|
758 | 968 |
virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
759 | 969 |
virtual Value _getObjCoeff(int i) const = 0; |
760 |
virtual void _clearObj()=0; |
|
761 | 970 |
|
762 |
virtual SolveExitStatus _solve() = 0; |
|
763 |
virtual Value _getPrimal(int i) const = 0; |
|
764 |
virtual Value _getDual(int i) const = 0; |
|
765 |
virtual Value _getPrimalValue() const = 0; |
|
766 |
virtual bool _isBasicCol(int i) const = 0; |
|
767 |
virtual SolutionStatus _getPrimalStatus() const = 0; |
|
768 |
virtual SolutionStatus _getDualStatus() const = 0; |
|
769 |
virtual ProblemTypes _getProblemType() const = 0; |
|
971 |
virtual void _setSense(Sense) = 0; |
|
972 |
virtual Sense _getSense() const = 0; |
|
770 | 973 |
|
771 |
virtual void _setMax() = 0; |
|
772 |
virtual void _setMin() = 0; |
|
974 |
virtual void _clear() = 0; |
|
773 | 975 |
|
774 |
|
|
775 |
virtual bool _isMax() const = 0; |
|
976 |
virtual const char* _solverName() const = 0; |
|
776 | 977 |
|
777 | 978 |
//Own protected stuff |
778 | 979 |
|
779 | 980 |
//Constant component of the objective function |
780 | 981 |
Value obj_const_comp; |
781 | 982 |
|
983 |
LpBase() : rows(), cols(), obj_const_comp(0) {} |
|
984 |
|
|
782 | 985 |
public: |
783 | 986 |
|
784 |
///\e |
|
785 |
LpSolverBase() : obj_const_comp(0) {} |
|
786 |
|
|
787 |
///\e |
|
788 |
|
|
987 |
/// Virtual destructor |
|
988 |
virtual ~LpBase() {} |
|
789 | 989 |
|
790 | 990 |
///Creates a new LP problem |
791 |
|
|
991 |
LpBase* newSolver() {return _newSolver();} |
|
792 | 992 |
///Makes a copy of the LP problem |
793 |
|
|
993 |
LpBase* cloneSolver() {return _cloneSolver();} |
|
994 |
|
|
995 |
///Gives back the name of the solver. |
|
996 |
const char* solverName() const {return _solverName();} |
|
794 | 997 |
|
795 | 998 |
///\name Build up and modify the LP |
796 | 999 |
|
797 | 1000 |
///@{ |
798 | 1001 |
|
799 | 1002 |
///Add a new empty column (i.e a new variable) to the LP |
800 |
Col addCol() { Col c; |
|
1003 |
Col addCol() { Col c; c._id = _addColId(_addCol()); return c;} |
|
801 | 1004 |
|
802 |
///\brief Adds several new columns |
|
803 |
///(i.e a variables) at once |
|
1005 |
///\brief Adds several new columns (i.e variables) at once |
|
804 | 1006 |
/// |
805 |
///This magic function takes a container as its argument |
|
806 |
///and fills its elements |
|
807 |
/// |
|
1007 |
///This magic function takes a container as its argument and fills |
|
1008 |
///its elements with new columns (i.e. variables) |
|
808 | 1009 |
///\param t can be |
809 | 1010 |
///- a standard STL compatible iterable container with |
810 |
///\ref Col as its \c values_type |
|
811 |
///like |
|
1011 |
///\ref Col as its \c values_type like |
|
812 | 1012 |
///\code |
813 |
///std::vector<LpSolverBase::Col> |
|
814 |
///std::list<LpSolverBase::Col> |
|
1013 |
///std::vector<LpBase::Col> |
|
1014 |
///std::list<LpBase::Col> |
|
815 | 1015 |
///\endcode |
816 | 1016 |
///- a standard STL compatible iterable container with |
817 |
///\ref Col as its \c mapped_type |
|
818 |
///like |
|
1017 |
///\ref Col as its \c mapped_type like |
|
819 | 1018 |
///\code |
820 |
///std::map<AnyType, |
|
1019 |
///std::map<AnyType,LpBase::Col> |
|
821 | 1020 |
///\endcode |
822 | 1021 |
///- an iterable lemon \ref concepts::WriteMap "write map" like |
823 | 1022 |
///\code |
824 |
///ListGraph::NodeMap<LpSolverBase::Col> |
|
825 |
///ListGraph::EdgeMap<LpSolverBase::Col> |
|
1023 |
///ListGraph::NodeMap<LpBase::Col> |
|
1024 |
///ListGraph::ArcMap<LpBase::Col> |
|
826 | 1025 |
///\endcode |
827 | 1026 |
///\return The number of the created column. |
828 | 1027 |
#ifdef DOXYGEN |
829 | 1028 |
template<class T> |
830 | 1029 |
int addColSet(T &t) { return 0;} |
831 | 1030 |
#else |
832 | 1031 |
template<class T> |
833 |
typename enable_if<typename T::value_type:: |
|
1032 |
typename enable_if<typename T::value_type::LpCol,int>::type |
|
834 | 1033 |
addColSet(T &t,dummy<0> = 0) { |
835 | 1034 |
int s=0; |
836 | 1035 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} |
837 | 1036 |
return s; |
838 | 1037 |
} |
839 | 1038 |
template<class T> |
840 |
typename enable_if<typename T::value_type::second_type:: |
|
1039 |
typename enable_if<typename T::value_type::second_type::LpCol, |
|
841 | 1040 |
int>::type |
842 | 1041 |
addColSet(T &t,dummy<1> = 1) { |
843 | 1042 |
int s=0; |
844 | 1043 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
845 | 1044 |
i->second=addCol(); |
846 | 1045 |
s++; |
847 | 1046 |
} |
848 | 1047 |
return s; |
849 | 1048 |
} |
850 | 1049 |
template<class T> |
851 |
typename enable_if<typename T::MapIt::Value:: |
|
1050 |
typename enable_if<typename T::MapIt::Value::LpCol, |
|
852 | 1051 |
int>::type |
853 | 1052 |
addColSet(T &t,dummy<2> = 2) { |
854 | 1053 |
int s=0; |
855 | 1054 |
for(typename T::MapIt i(t); i!=INVALID; ++i) |
856 | 1055 |
{ |
857 | 1056 |
i.set(addCol()); |
858 | 1057 |
s++; |
859 | 1058 |
} |
... | ... |
@@ -861,128 +1060,119 @@ |
861 | 1060 |
} |
862 | 1061 |
#endif |
863 | 1062 |
|
864 | 1063 |
///Set a column (i.e a dual constraint) of the LP |
865 | 1064 |
|
866 | 1065 |
///\param c is the column to be modified |
867 | 1066 |
///\param e is a dual linear expression (see \ref DualExpr) |
868 | 1067 |
///a better one. |
869 |
void col(Col c,const DualExpr &e) { |
|
1068 |
void col(Col c, const DualExpr &e) { |
|
870 | 1069 |
e.simplify(); |
871 |
_setColCoeffs(_lpId(c), ConstColIterator(e.begin(), *this), |
|
872 |
ConstColIterator(e.end(), *this)); |
|
1070 |
_setColCoeffs(cols(id(c)), ExprIterator(e.comps.begin(), cols), |
|
1071 |
ExprIterator(e.comps.end(), cols)); |
|
873 | 1072 |
} |
874 | 1073 |
|
875 | 1074 |
///Get a column (i.e a dual constraint) of the LP |
876 | 1075 |
|
877 |
///\param |
|
1076 |
///\param c is the column to get |
|
878 | 1077 |
///\return the dual expression associated to the column |
879 | 1078 |
DualExpr col(Col c) const { |
880 | 1079 |
DualExpr e; |
881 |
_getColCoeffs( |
|
1080 |
_getColCoeffs(cols(id(c)), InsertIterator(e.comps, rows)); |
|
882 | 1081 |
return e; |
883 | 1082 |
} |
884 | 1083 |
|
885 | 1084 |
///Add a new column to the LP |
886 | 1085 |
|
887 | 1086 |
///\param e is a dual linear expression (see \ref DualExpr) |
888 |
///\param |
|
1087 |
///\param o is the corresponding component of the objective |
|
889 | 1088 |
///function. It is 0 by default. |
890 | 1089 |
///\return The created column. |
891 | 1090 |
Col addCol(const DualExpr &e, Value o = 0) { |
892 | 1091 |
Col c=addCol(); |
893 | 1092 |
col(c,e); |
894 | 1093 |
objCoeff(c,o); |
895 | 1094 |
return c; |
896 | 1095 |
} |
897 | 1096 |
|
898 | 1097 |
///Add a new empty row (i.e a new constraint) to the LP |
899 | 1098 |
|
900 | 1099 |
///This function adds a new empty row (i.e a new constraint) to the LP. |
901 | 1100 |
///\return The created row |
902 |
Row addRow() { Row r; |
|
1101 |
Row addRow() { Row r; r._id = _addRowId(_addRow()); return r;} |
|
903 | 1102 |
|
904 |
///\brief Add several new rows |
|
905 |
///(i.e a constraints) at once |
|
1103 |
///\brief Add several new rows (i.e constraints) at once |
|
906 | 1104 |
/// |
907 |
///This magic function takes a container as its argument |
|
908 |
///and fills its elements |
|
909 |
/// |
|
1105 |
///This magic function takes a container as its argument and fills |
|
1106 |
///its elements with new row (i.e. variables) |
|
910 | 1107 |
///\param t can be |
911 | 1108 |
///- a standard STL compatible iterable container with |
912 |
///\ref Row as its \c values_type |
|
913 |
///like |
|
1109 |
///\ref Row as its \c values_type like |
|
914 | 1110 |
///\code |
915 |
///std::vector<LpSolverBase::Row> |
|
916 |
///std::list<LpSolverBase::Row> |
|
1111 |
///std::vector<LpBase::Row> |
|
1112 |
///std::list<LpBase::Row> |
|
917 | 1113 |
///\endcode |
918 | 1114 |
///- a standard STL compatible iterable container with |
919 |
///\ref Row as its \c mapped_type |
|
920 |
///like |
|
1115 |
///\ref Row as its \c mapped_type like |
|
921 | 1116 |
///\code |
922 |
///std::map<AnyType, |
|
1117 |
///std::map<AnyType,LpBase::Row> |
|
923 | 1118 |
///\endcode |
924 | 1119 |
///- an iterable lemon \ref concepts::WriteMap "write map" like |
925 | 1120 |
///\code |
926 |
///ListGraph::NodeMap<LpSolverBase::Row> |
|
927 |
///ListGraph::EdgeMap<LpSolverBase::Row> |
|
1121 |
///ListGraph::NodeMap<LpBase::Row> |
|
1122 |
///ListGraph::ArcMap<LpBase::Row> |
|
928 | 1123 |
///\endcode |
929 | 1124 |
///\return The number of rows created. |
930 | 1125 |
#ifdef DOXYGEN |
931 | 1126 |
template<class T> |
932 | 1127 |
int addRowSet(T &t) { return 0;} |
933 | 1128 |
#else |
934 | 1129 |
template<class T> |
935 |
typename enable_if<typename T::value_type::LpSolverRow,int>::type |
|
936 |
addRowSet(T &t,dummy<0> = 0) { |
|
1130 |
typename enable_if<typename T::value_type::LpRow,int>::type |
|
1131 |
addRowSet(T &t, dummy<0> = 0) { |
|
937 | 1132 |
int s=0; |
938 | 1133 |
for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;} |
939 | 1134 |
return s; |
940 | 1135 |
} |
941 | 1136 |
template<class T> |
942 |
typename enable_if<typename T::value_type::second_type::LpSolverRow, |
|
943 |
int>::type |
|
944 |
|
|
1137 |
typename enable_if<typename T::value_type::second_type::LpRow, int>::type |
|
1138 |
addRowSet(T &t, dummy<1> = 1) { |
|
945 | 1139 |
int s=0; |
946 | 1140 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
947 | 1141 |
i->second=addRow(); |
948 | 1142 |
s++; |
949 | 1143 |
} |
950 | 1144 |
return s; |
951 | 1145 |
} |
952 | 1146 |
template<class T> |
953 |
typename enable_if<typename T::MapIt::Value::LpSolverRow, |
|
954 |
int>::type |
|
955 |
|
|
1147 |
typename enable_if<typename T::MapIt::Value::LpRow, int>::type |
|
1148 |
addRowSet(T &t, dummy<2> = 2) { |
|
956 | 1149 |
int s=0; |
957 | 1150 |
for(typename T::MapIt i(t); i!=INVALID; ++i) |
958 | 1151 |
{ |
959 | 1152 |
i.set(addRow()); |
960 | 1153 |
s++; |
961 | 1154 |
} |
962 | 1155 |
return s; |
963 | 1156 |
} |
964 | 1157 |
#endif |
965 | 1158 |
|
966 | 1159 |
///Set a row (i.e a constraint) of the LP |
967 | 1160 |
|
968 | 1161 |
///\param r is the row to be modified |
969 | 1162 |
///\param l is lower bound (-\ref INF means no bound) |
970 | 1163 |
///\param e is a linear expression (see \ref Expr) |
971 | 1164 |
///\param u is the upper bound (\ref INF means no bound) |
972 |
///\bug This is a temporary function. The interface will change to |
|
973 |
///a better one. |
|
974 |
///\todo Option to control whether a constraint with a single variable is |
|
975 |
///added or not. |
|
976 | 1165 |
void row(Row r, Value l, const Expr &e, Value u) { |
977 | 1166 |
e.simplify(); |
978 |
_setRowCoeffs(_lpId(r), ConstRowIterator(e.begin(), *this), |
|
979 |
ConstRowIterator(e.end(), *this)); |
|
980 |
|
|
1167 |
_setRowCoeffs(rows(id(r)), ExprIterator(e.comps.begin(), cols), |
|
1168 |
ExprIterator(e.comps.end(), cols)); |
|
1169 |
_setRowLowerBound(rows(id(r)),l - *e); |
|
1170 |
_setRowUpperBound(rows(id(r)),u - *e); |
|
981 | 1171 |
} |
982 | 1172 |
|
983 | 1173 |
///Set a row (i.e a constraint) of the LP |
984 | 1174 |
|
985 | 1175 |
///\param r is the row to be modified |
986 | 1176 |
///\param c is a linear expression (see \ref Constr) |
987 | 1177 |
void row(Row r, const Constr &c) { |
988 | 1178 |
row(r, c.lowerBounded()?c.lowerBound():-INF, |
... | ... |
@@ -991,715 +1181,900 @@ |
991 | 1181 |
|
992 | 1182 |
|
993 | 1183 |
///Get a row (i.e a constraint) of the LP |
994 | 1184 |
|
995 | 1185 |
///\param r is the row to get |
996 | 1186 |
///\return the expression associated to the row |
997 | 1187 |
Expr row(Row r) const { |
998 | 1188 |
Expr e; |
999 |
_getRowCoeffs( |
|
1189 |
_getRowCoeffs(rows(id(r)), InsertIterator(e.comps, cols)); |
|
1000 | 1190 |
return e; |
1001 | 1191 |
} |
1002 | 1192 |
|
1003 | 1193 |
///Add a new row (i.e a new constraint) to the LP |
1004 | 1194 |
|
1005 | 1195 |
///\param l is the lower bound (-\ref INF means no bound) |
1006 | 1196 |
///\param e is a linear expression (see \ref Expr) |
1007 | 1197 |
///\param u is the upper bound (\ref INF means no bound) |
1008 | 1198 |
///\return The created row. |
1009 |
///\bug This is a temporary function. The interface will change to |
|
1010 |
///a better one. |
|
1011 | 1199 |
Row addRow(Value l,const Expr &e, Value u) { |
1012 | 1200 |
Row r=addRow(); |
1013 | 1201 |
row(r,l,e,u); |
1014 | 1202 |
return r; |
1015 | 1203 |
} |
1016 | 1204 |
|
1017 | 1205 |
///Add a new row (i.e a new constraint) to the LP |
1018 | 1206 |
|
1019 | 1207 |
///\param c is a linear expression (see \ref Constr) |
1020 | 1208 |
///\return The created row. |
1021 | 1209 |
Row addRow(const Constr &c) { |
1022 | 1210 |
Row r=addRow(); |
1023 | 1211 |
row(r,c); |
1024 | 1212 |
return r; |
1025 | 1213 |
} |
1026 |
///Erase a |
|
1214 |
///Erase a column (i.e a variable) from the LP |
|
1027 | 1215 |
|
1028 |
///\param c is the coloumn to be deleted |
|
1029 |
///\todo Please check this |
|
1030 |
void eraseCol(Col c) { |
|
1031 |
_eraseCol(_lpId(c)); |
|
1032 |
|
|
1216 |
///\param c is the column to be deleted |
|
1217 |
void erase(Col c) { |
|
1218 |
_eraseCol(cols(id(c))); |
|
1219 |
_eraseColId(cols(id(c))); |
|
1033 | 1220 |
} |
1034 |
///Erase a |
|
1221 |
///Erase a row (i.e a constraint) from the LP |
|
1035 | 1222 |
|
1036 | 1223 |
///\param r is the row to be deleted |
1037 |
///\todo Please check this |
|
1038 |
void eraseRow(Row r) { |
|
1039 |
_eraseRow(_lpId(r)); |
|
1040 |
rows.eraseId(r.id); |
|
1224 |
void erase(Row r) { |
|
1225 |
_eraseRow(rows(id(r))); |
|
1226 |
_eraseRowId(rows(id(r))); |
|
1041 | 1227 |
} |
1042 | 1228 |
|
1043 | 1229 |
/// Get the name of a column |
1044 | 1230 |
|
1045 |
///\param c is the coresponding |
|
1231 |
///\param c is the coresponding column |
|
1046 | 1232 |
///\return The name of the colunm |
1047 | 1233 |
std::string colName(Col c) const { |
1048 | 1234 |
std::string name; |
1049 |
_getColName( |
|
1235 |
_getColName(cols(id(c)), name); |
|
1050 | 1236 |
return name; |
1051 | 1237 |
} |
1052 | 1238 |
|
1053 | 1239 |
/// Set the name of a column |
1054 | 1240 |
|
1055 |
///\param c is the coresponding |
|
1241 |
///\param c is the coresponding column |
|
1056 | 1242 |
///\param name The name to be given |
1057 | 1243 |
void colName(Col c, const std::string& name) { |
1058 |
_setColName( |
|
1244 |
_setColName(cols(id(c)), name); |
|
1059 | 1245 |
} |
1060 | 1246 |
|
1061 | 1247 |
/// Get the column by its name |
1062 | 1248 |
|
1063 | 1249 |
///\param name The name of the column |
1064 | 1250 |
///\return the proper column or \c INVALID |
1065 | 1251 |
Col colByName(const std::string& name) const { |
1066 | 1252 |
int k = _colByName(name); |
1067 |
return k != -1 ? Col(cols |
|
1253 |
return k != -1 ? Col(cols[k]) : Col(INVALID); |
|
1254 |
} |
|
1255 |
|
|
1256 |
/// Get the name of a row |
|
1257 |
|
|
1258 |
///\param r is the coresponding row |
|
1259 |
///\return The name of the row |
|
1260 |
std::string rowName(Row r) const { |
|
1261 |
std::string name; |
|
1262 |
_getRowName(rows(id(r)), name); |
|
1263 |
return name; |
|
1264 |
} |
|
1265 |
|
|
1266 |
/// Set the name of a row |
|
1267 |
|
|
1268 |
///\param r is the coresponding row |
|
1269 |
///\param name The name to be given |
|
1270 |
void rowName(Row r, const std::string& name) { |
|
1271 |
_setRowName(rows(id(r)), name); |
|
1272 |
} |
|
1273 |
|
|
1274 |
/// Get the row by its name |
|
1275 |
|
|
1276 |
///\param name The name of the row |
|
1277 |
///\return the proper row or \c INVALID |
|
1278 |
Row rowByName(const std::string& name) const { |
|
1279 |
int k = _rowByName(name); |
|
1280 |
return k != -1 ? Row(rows[k]) : Row(INVALID); |
|
1068 | 1281 |
} |
1069 | 1282 |
|
1070 | 1283 |
/// Set an element of the coefficient matrix of the LP |
1071 | 1284 |
|
1072 | 1285 |
///\param r is the row of the element to be modified |
1073 |
///\param c is the |
|
1286 |
///\param c is the column of the element to be modified |
|
1074 | 1287 |
///\param val is the new value of the coefficient |
1075 |
|
|
1076 | 1288 |
void coeff(Row r, Col c, Value val) { |
1077 |
_setCoeff( |
|
1289 |
_setCoeff(rows(id(r)),cols(id(c)), val); |
|
1078 | 1290 |
} |
1079 | 1291 |
|
1080 | 1292 |
/// Get an element of the coefficient matrix of the LP |
1081 | 1293 |
|
1082 |
///\param r is the row of the element in question |
|
1083 |
///\param c is the coloumn of the element in question |
|
1294 |
///\param r is the row of the element |
|
1295 |
///\param c is the column of the element |
|
1084 | 1296 |
///\return the corresponding coefficient |
1085 |
|
|
1086 | 1297 |
Value coeff(Row r, Col c) const { |
1087 |
return _getCoeff( |
|
1298 |
return _getCoeff(rows(id(r)),cols(id(c))); |
|
1088 | 1299 |
} |
1089 | 1300 |
|
1090 | 1301 |
/// Set the lower bound of a column (i.e a variable) |
1091 | 1302 |
|
1092 | 1303 |
/// The lower bound of a variable (column) has to be given by an |
1093 | 1304 |
/// extended number of type Value, i.e. a finite number of type |
1094 | 1305 |
/// Value or -\ref INF. |
1095 | 1306 |
void colLowerBound(Col c, Value value) { |
1096 |
_setColLowerBound( |
|
1307 |
_setColLowerBound(cols(id(c)),value); |
|
1097 | 1308 |
} |
1098 | 1309 |
|
1099 | 1310 |
/// Get the lower bound of a column (i.e a variable) |
1100 | 1311 |
|
1101 |
/// This function returns the lower bound for column (variable) \ |
|
1312 |
/// This function returns the lower bound for column (variable) \c c |
|
1102 | 1313 |
/// (this might be -\ref INF as well). |
1103 |
///\return The lower bound for |
|
1314 |
///\return The lower bound for column \c c |
|
1104 | 1315 |
Value colLowerBound(Col c) const { |
1105 |
return _getColLowerBound( |
|
1316 |
return _getColLowerBound(cols(id(c))); |
|
1106 | 1317 |
} |
1107 | 1318 |
|
1108 | 1319 |
///\brief Set the lower bound of several columns |
1109 |
///(i.e |
|
1320 |
///(i.e variables) at once |
|
1110 | 1321 |
/// |
1111 | 1322 |
///This magic function takes a container as its argument |
1112 | 1323 |
///and applies the function on all of its elements. |
1113 |
/// The lower bound of a variable (column) has to be given by an |
|
1114 |
/// extended number of type Value, i.e. a finite number of type |
|
1115 |
/// |
|
1324 |
///The lower bound of a variable (column) has to be given by an |
|
1325 |
///extended number of type Value, i.e. a finite number of type |
|
1326 |
///Value or -\ref INF. |
|
1116 | 1327 |
#ifdef DOXYGEN |
1117 | 1328 |
template<class T> |
1118 | 1329 |
void colLowerBound(T &t, Value value) { return 0;} |
1119 | 1330 |
#else |
1120 | 1331 |
template<class T> |
1121 |
typename enable_if<typename T::value_type:: |
|
1332 |
typename enable_if<typename T::value_type::LpCol,void>::type |
|
1122 | 1333 |
colLowerBound(T &t, Value value,dummy<0> = 0) { |
1123 | 1334 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
1124 | 1335 |
colLowerBound(*i, value); |
1125 | 1336 |
} |
1126 | 1337 |
} |
1127 | 1338 |
template<class T> |
1128 |
typename enable_if<typename T::value_type::second_type:: |
|
1339 |
typename enable_if<typename T::value_type::second_type::LpCol, |
|
1129 | 1340 |
void>::type |
1130 | 1341 |
colLowerBound(T &t, Value value,dummy<1> = 1) { |
1131 | 1342 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
1132 | 1343 |
colLowerBound(i->second, value); |
1133 | 1344 |
} |
1134 | 1345 |
} |
1135 | 1346 |
template<class T> |
1136 |
typename enable_if<typename T::MapIt::Value:: |
|
1347 |
typename enable_if<typename T::MapIt::Value::LpCol, |
|
1137 | 1348 |
void>::type |
1138 | 1349 |
colLowerBound(T &t, Value value,dummy<2> = 2) { |
1139 | 1350 |
for(typename T::MapIt i(t); i!=INVALID; ++i){ |
1140 | 1351 |
colLowerBound(*i, value); |
1141 | 1352 |
} |
1142 | 1353 |
} |
1143 | 1354 |
#endif |
1144 | 1355 |
|
1145 | 1356 |
/// Set the upper bound of a column (i.e a variable) |
1146 | 1357 |
|
1147 | 1358 |
/// The upper bound of a variable (column) has to be given by an |
1148 | 1359 |
/// extended number of type Value, i.e. a finite number of type |
1149 | 1360 |
/// Value or \ref INF. |
1150 | 1361 |
void colUpperBound(Col c, Value value) { |
1151 |
_setColUpperBound( |
|
1362 |
_setColUpperBound(cols(id(c)),value); |
|
1152 | 1363 |
}; |
1153 | 1364 |
|
1154 | 1365 |
/// Get the upper bound of a column (i.e a variable) |
1155 | 1366 |
|
1156 |
/// This function returns the upper bound for column (variable) \ |
|
1367 |
/// This function returns the upper bound for column (variable) \c c |
|
1157 | 1368 |
/// (this might be \ref INF as well). |
1158 |
///\return The upper bound for |
|
1369 |
/// \return The upper bound for column \c c |
|
1159 | 1370 |
Value colUpperBound(Col c) const { |
1160 |
return _getColUpperBound( |
|
1371 |
return _getColUpperBound(cols(id(c))); |
|
1161 | 1372 |
} |
1162 | 1373 |
|
1163 | 1374 |
///\brief Set the upper bound of several columns |
1164 |
///(i.e |
|
1375 |
///(i.e variables) at once |
|
1165 | 1376 |
/// |
1166 | 1377 |
///This magic function takes a container as its argument |
1167 | 1378 |
///and applies the function on all of its elements. |
1168 |
/// The upper bound of a variable (column) has to be given by an |
|
1169 |
/// extended number of type Value, i.e. a finite number of type |
|
1170 |
/// |
|
1379 |
///The upper bound of a variable (column) has to be given by an |
|
1380 |
///extended number of type Value, i.e. a finite number of type |
|
1381 |
///Value or \ref INF. |
|
1171 | 1382 |
#ifdef DOXYGEN |
1172 | 1383 |
template<class T> |
1173 | 1384 |
void colUpperBound(T &t, Value value) { return 0;} |
1174 | 1385 |
#else |
1175 | 1386 |
template<class T> |
1176 |
typename enable_if<typename T::value_type:: |
|
1387 |
typename enable_if<typename T::value_type::LpCol,void>::type |
|
1177 | 1388 |
colUpperBound(T &t, Value value,dummy<0> = 0) { |
1178 | 1389 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
1179 | 1390 |
colUpperBound(*i, value); |
1180 | 1391 |
} |
1181 | 1392 |
} |
1182 | 1393 |
template<class T> |
1183 |
typename enable_if<typename T::value_type::second_type:: |
|
1394 |
typename enable_if<typename T::value_type::second_type::LpCol, |
|
1184 | 1395 |
void>::type |
1185 | 1396 |
colUpperBound(T &t, Value value,dummy<1> = 1) { |
1186 | 1397 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
1187 | 1398 |
colUpperBound(i->second, value); |
1188 | 1399 |
} |
1189 | 1400 |
} |
1190 | 1401 |
template<class T> |
1191 |
typename enable_if<typename T::MapIt::Value:: |
|
1402 |
typename enable_if<typename T::MapIt::Value::LpCol, |
|
1192 | 1403 |
void>::type |
1193 | 1404 |
colUpperBound(T &t, Value value,dummy<2> = 2) { |
1194 | 1405 |
for(typename T::MapIt i(t); i!=INVALID; ++i){ |
1195 | 1406 |
colUpperBound(*i, value); |
1196 | 1407 |
} |
1197 | 1408 |
} |
1198 | 1409 |
#endif |
1199 | 1410 |
|
1200 | 1411 |
/// Set the lower and the upper bounds of a column (i.e a variable) |
1201 | 1412 |
|
1202 | 1413 |
/// The lower and the upper bounds of |
1203 | 1414 |
/// a variable (column) have to be given by an |
1204 | 1415 |
/// extended number of type Value, i.e. a finite number of type |
1205 | 1416 |
/// Value, -\ref INF or \ref INF. |
1206 | 1417 |
void colBounds(Col c, Value lower, Value upper) { |
1207 |
_setColLowerBound(_lpId(c),lower); |
|
1208 |
_setColUpperBound(_lpId(c),upper); |
|
1418 |
_setColLowerBound(cols(id(c)),lower); |
|
1419 |
_setColUpperBound(cols(id(c)),upper); |
|
1209 | 1420 |
} |
1210 | 1421 |
|
1211 | 1422 |
///\brief Set the lower and the upper bound of several columns |
1212 |
///(i.e |
|
1423 |
///(i.e variables) at once |
|
1213 | 1424 |
/// |
1214 | 1425 |
///This magic function takes a container as its argument |
1215 | 1426 |
///and applies the function on all of its elements. |
1216 | 1427 |
/// The lower and the upper bounds of |
1217 | 1428 |
/// a variable (column) have to be given by an |
1218 | 1429 |
/// extended number of type Value, i.e. a finite number of type |
1219 | 1430 |
/// Value, -\ref INF or \ref INF. |
1220 | 1431 |
#ifdef DOXYGEN |
1221 | 1432 |
template<class T> |
1222 | 1433 |
void colBounds(T &t, Value lower, Value upper) { return 0;} |
1223 | 1434 |
#else |
1224 | 1435 |
template<class T> |
1225 |
typename enable_if<typename T::value_type:: |
|
1436 |
typename enable_if<typename T::value_type::LpCol,void>::type |
|
1226 | 1437 |
colBounds(T &t, Value lower, Value upper,dummy<0> = 0) { |
1227 | 1438 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
1228 | 1439 |
colBounds(*i, lower, upper); |
1229 | 1440 |
} |
1230 | 1441 |
} |
1231 | 1442 |
template<class T> |
1232 |
typename enable_if<typename T::value_type::second_type::LpSolverCol, |
|
1233 |
void>::type |
|
1443 |
typename enable_if<typename T::value_type::second_type::LpCol, void>::type |
|
1234 | 1444 |
colBounds(T &t, Value lower, Value upper,dummy<1> = 1) { |
1235 | 1445 |
for(typename T::iterator i=t.begin();i!=t.end();++i) { |
1236 | 1446 |
colBounds(i->second, lower, upper); |
1237 | 1447 |
} |
1238 | 1448 |
} |
1239 | 1449 |
template<class T> |
1240 |
typename enable_if<typename T::MapIt::Value::LpSolverCol, |
|
1241 |
void>::type |
|
1450 |
typename enable_if<typename T::MapIt::Value::LpCol, void>::type |
|
1242 | 1451 |
colBounds(T &t, Value lower, Value upper,dummy<2> = 2) { |
1243 | 1452 |
for(typename T::MapIt i(t); i!=INVALID; ++i){ |
1244 | 1453 |
colBounds(*i, lower, upper); |
1245 | 1454 |
} |
1246 | 1455 |
} |
1247 | 1456 |
#endif |
1248 | 1457 |
|
1458 |
/// Set the lower bound of a row (i.e a constraint) |
|
1249 | 1459 |
|
1250 |
/// Set the lower and the upper bounds of a row (i.e a constraint) |
|
1251 |
|
|
1252 |
/// The lower and the upper bound of a constraint (row) have to be |
|
1253 |
/// given by an extended number of type Value, i.e. a finite |
|
1254 |
/// number of type Value, -\ref INF or \ref INF. There is no |
|
1255 |
/// separate function for the lower and the upper bound because |
|
1256 |
/// that would have been hard to implement for CPLEX. |
|
1257 |
void rowBounds(Row c, Value lower, Value upper) { |
|
1258 |
|
|
1460 |
/// The lower bound of a constraint (row) has to be given by an |
|
1461 |
/// extended number of type Value, i.e. a finite number of type |
|
1462 |
/// Value or -\ref INF. |
|
1463 |
void rowLowerBound(Row r, Value value) { |
|
1464 |
_setRowLowerBound(rows(id(r)),value); |
|
1259 | 1465 |
} |
1260 | 1466 |
|
1261 |
/// Get the lower |
|
1467 |
/// Get the lower bound of a row (i.e a constraint) |
|
1262 | 1468 |
|
1263 |
/// The lower and the upper bound of |
|
1264 |
/// a constraint (row) are |
|
1265 |
/// extended numbers of type Value, i.e. finite numbers of type |
|
1266 |
/// Value, -\ref INF or \ref INF. |
|
1267 |
/// \todo There is no separate function for the |
|
1268 |
/// lower and the upper bound because we had problems with the |
|
1269 |
/// implementation of the setting functions for CPLEX: |
|
1270 |
/// check out whether this can be done for these functions. |
|
1271 |
void getRowBounds(Row c, Value &lower, Value &upper) const { |
|
1272 |
_getRowBounds(_lpId(c),lower, upper); |
|
1469 |
/// This function returns the lower bound for row (constraint) \c c |
|
1470 |
/// (this might be -\ref INF as well). |
|
1471 |
///\return The lower bound for row \c r |
|
1472 |
Value rowLowerBound(Row r) const { |
|
1473 |
return _getRowLowerBound(rows(id(r))); |
|
1474 |
} |
|
1475 |
|
|
1476 |
/// Set the upper bound of a row (i.e a constraint) |
|
1477 |
|
|
1478 |
/// The upper bound of a constraint (row) has to be given by an |
|
1479 |
/// extended number of type Value, i.e. a finite number of type |
|
1480 |
/// Value or -\ref INF. |
|
1481 |
void rowUpperBound(Row r, Value value) { |
|
1482 |
_setRowUpperBound(rows(id(r)),value); |
|
1483 |
} |
|
1484 |
|
|
1485 |
/// Get the upper bound of a row (i.e a constraint) |
|
1486 |
|
|
1487 |
/// This function returns the upper bound for row (constraint) \c c |
|
1488 |
/// (this might be -\ref INF as well). |
|
1489 |
///\return The upper bound for row \c r |
|
1490 |
Value rowUpperBound(Row r) const { |
|
1491 |
return _getRowUpperBound(rows(id(r))); |
|
1273 | 1492 |
} |
1274 | 1493 |
|
1275 | 1494 |
///Set an element of the objective function |
1276 |
void objCoeff(Col c, Value v) {_setObjCoeff( |
|
1495 |
void objCoeff(Col c, Value v) {_setObjCoeff(cols(id(c)),v); }; |
|
1277 | 1496 |
|
1278 | 1497 |
///Get an element of the objective function |
1279 |
Value objCoeff(Col c) const { return _getObjCoeff( |
|
1498 |
Value objCoeff(Col c) const { return _getObjCoeff(cols(id(c))); }; |
|
1280 | 1499 |
|
1281 | 1500 |
///Set the objective function |
1282 | 1501 |
|
1283 | 1502 |
///\param e is a linear expression of type \ref Expr. |
1284 |
void obj(Expr e) { |
|
1285 |
_clearObj(); |
|
1286 |
for (Expr::iterator i=e.begin(); i!=e.end(); ++i) |
|
1287 |
objCoeff((*i).first,(*i).second); |
|
1288 |
|
|
1503 |
/// |
|
1504 |
void obj(const Expr& e) { |
|
1505 |
_setObjCoeffs(ExprIterator(e.comps.begin(), cols), |
|
1506 |
ExprIterator(e.comps.end(), cols)); |
|
1507 |
obj_const_comp = *e; |
|
1289 | 1508 |
} |
1290 | 1509 |
|
1291 | 1510 |
///Get the objective function |
1292 | 1511 |
|
1293 |
///\return the objective function as a linear expression of type |
|
1512 |
///\return the objective function as a linear expression of type |
|
1513 |
///Expr. |
|
1294 | 1514 |
Expr obj() const { |
1295 | 1515 |
Expr e; |
1296 |
for (ColIt it(*this); it != INVALID; ++it) { |
|
1297 |
double c = objCoeff(it); |
|
1298 |
if (c != 0.0) { |
|
1299 |
e.insert(std::make_pair(it, c)); |
|
1300 |
} |
|
1301 |
} |
|
1516 |
_getObjCoeffs(InsertIterator(e.comps, cols)); |
|
1517 |
*e = obj_const_comp; |
|
1302 | 1518 |
return e; |
1303 | 1519 |
} |
1304 | 1520 |
|
1305 | 1521 |
|
1306 |
///Maximize |
|
1307 |
void max() { _setMax(); } |
|
1308 |
///Minimize |
|
1309 |
void min() { _setMin(); } |
|
1522 |
///Set the direction of optimization |
|
1523 |
void sense(Sense sense) { _setSense(sense); } |
|
1310 | 1524 |
|
1311 |
///Query function: is this a maximization problem? |
|
1312 |
bool isMax() const {return _isMax(); } |
|
1525 |
///Query the direction of the optimization |
|
1526 |
Sense sense() const {return _getSense(); } |
|
1313 | 1527 |
|
1314 |
///Query function: is this a minimization problem? |
|
1315 |
bool isMin() const {return !isMax(); } |
|
1528 |
///Set the sense to maximization |
|
1529 |
void max() { _setSense(MAX); } |
|
1530 |
|
|
1531 |
///Set the sense to maximization |
|
1532 |
void min() { _setSense(MIN); } |
|
1533 |
|
|
1534 |
///Clears the problem |
|
1535 |
void clear() { _clear(); } |
|
1316 | 1536 |
|
1317 | 1537 |
///@} |
1318 | 1538 |
|
1539 |
}; |
|
1540 |
|
|
1541 |
/// Addition |
|
1542 |
|
|
1543 |
///\relates LpBase::Expr |
|
1544 |
/// |
|
1545 |
inline LpBase::Expr operator+(const LpBase::Expr &a, const LpBase::Expr &b) { |
|
1546 |
LpBase::Expr tmp(a); |
|
1547 |
tmp+=b; |
|
1548 |
return tmp; |
|
1549 |
} |
|
1550 |
///Substraction |
|
1551 |
|
|
1552 |
///\relates LpBase::Expr |
|
1553 |
/// |
|
1554 |
inline LpBase::Expr operator-(const LpBase::Expr &a, const LpBase::Expr &b) { |
|
1555 |
LpBase::Expr tmp(a); |
|
1556 |
tmp-=b; |
|
1557 |
return tmp; |
|
1558 |
} |
|
1559 |
///Multiply with constant |
|
1560 |
|
|
1561 |
///\relates LpBase::Expr |
|
1562 |
/// |
|
1563 |
inline LpBase::Expr operator*(const LpBase::Expr &a, const LpBase::Value &b) { |
|
1564 |
LpBase::Expr tmp(a); |
|
1565 |
tmp*=b; |
|
1566 |
return tmp; |
|
1567 |
} |
|
1568 |
|
|
1569 |
///Multiply with constant |
|
1570 |
|
|
1571 |
///\relates LpBase::Expr |
|
1572 |
/// |
|
1573 |
inline LpBase::Expr operator*(const LpBase::Value &a, const LpBase::Expr &b) { |
|
1574 |
LpBase::Expr tmp(b); |
|
1575 |
tmp*=a; |
|
1576 |
return tmp; |
|
1577 |
} |
|
1578 |
///Divide with constant |
|
1579 |
|
|
1580 |
///\relates LpBase::Expr |
|
1581 |
/// |
|
1582 |
inline LpBase::Expr operator/(const LpBase::Expr &a, const LpBase::Value &b) { |
|
1583 |
LpBase::Expr tmp(a); |
|
1584 |
tmp/=b; |
|
1585 |
return tmp; |
|
1586 |
} |
|
1587 |
|
|
1588 |
///Create constraint |
|
1589 |
|
|
1590 |
///\relates LpBase::Constr |
|
1591 |
/// |
|
1592 |
inline LpBase::Constr operator<=(const LpBase::Expr &e, |
|
1593 |
const LpBase::Expr &f) { |
|
1594 |
return LpBase::Constr(0, f - e, LpBase::INF); |
|
1595 |
} |
|
1596 |
|
|
1597 |
///Create constraint |
|
1598 |
|
|
1599 |
///\relates LpBase::Constr |
|
1600 |
/// |
|
1601 |
inline LpBase::Constr operator<=(const LpBase::Value &e, |
|
1602 |
const LpBase::Expr &f) { |
|
1603 |
return LpBase::Constr(e, f, LpBase::NaN); |
|
1604 |
} |
|
1605 |
|
|
1606 |
///Create constraint |
|
1607 |
|
|
1608 |
///\relates LpBase::Constr |
|
1609 |
/// |
|
1610 |
inline LpBase::Constr operator<=(const LpBase::Expr &e, |
|
1611 |
const LpBase::Value &f) { |
|
1612 |
return LpBase::Constr(- LpBase::INF, e, f); |
|
1613 |
} |
|
1614 |
|
|
1615 |
///Create constraint |
|
1616 |
|
|
1617 |
///\relates LpBase::Constr |
|
1618 |
/// |
|
1619 |
inline LpBase::Constr operator>=(const LpBase::Expr &e, |
|
1620 |
const LpBase::Expr &f) { |
|
1621 |
return LpBase::Constr(0, e - f, LpBase::INF); |
|
1622 |
} |
|
1623 |
|
|
1624 |
|
|
1625 |
///Create constraint |
|
1626 |
|
|
1627 |
///\relates LpBase::Constr |
|
1628 |
/// |
|
1629 |
inline LpBase::Constr operator>=(const LpBase::Value &e, |
|
1630 |
const LpBase::Expr &f) { |
|
1631 |
return LpBase::Constr(LpBase::NaN, f, e); |
|
1632 |
} |
|
1633 |
|
|
1634 |
|
|
1635 |
///Create constraint |
|
1636 |
|
|
1637 |
///\relates LpBase::Constr |
|
1638 |
/// |
|
1639 |
inline LpBase::Constr operator>=(const LpBase::Expr &e, |
|
1640 |
const LpBase::Value &f) { |
|
1641 |
return LpBase::Constr(f, e, LpBase::INF); |
|
1642 |
} |
|
1643 |
|
|
1644 |
///Create constraint |
|
1645 |
|
|
1646 |
///\relates LpBase::Constr |
|
1647 |
/// |
|
1648 |
inline LpBase::Constr operator==(const LpBase::Expr &e, |
|
1649 |
const LpBase::Value &f) { |
|
1650 |
return LpBase::Constr(f, e, f); |
|
1651 |
} |
|
1652 |
|
|
1653 |
///Create constraint |
|
1654 |
|
|
1655 |
///\relates LpBase::Constr |
|
1656 |
/// |
|
1657 |
inline LpBase::Constr operator==(const LpBase::Expr &e, |
|
1658 |
const LpBase::Expr &f) { |
|
1659 |
return LpBase::Constr(0, f - e, 0); |
|
1660 |
} |
|
1661 |
|
|
1662 |
///Create constraint |
|
1663 |
|
|
1664 |
///\relates LpBase::Constr |
|
1665 |
/// |
|
1666 |
inline LpBase::Constr operator<=(const LpBase::Value &n, |
|
1667 |
const LpBase::Constr &c) { |
|
1668 |
LpBase::Constr tmp(c); |
|
1669 |
LEMON_ASSERT(std::isnan(tmp.lowerBound()), "Wrong LP constraint"); |
|
1670 |
tmp.lowerBound()=n; |
|
1671 |
return tmp; |
|
1672 |
} |
|
1673 |
///Create constraint |
|
1674 |
|
|
1675 |
///\relates LpBase::Constr |
|
1676 |
/// |
|
1677 |
inline LpBase::Constr operator<=(const LpBase::Constr &c, |
|
1678 |
const LpBase::Value &n) |
|
1679 |
{ |
|
1680 |
LpBase::Constr tmp(c); |
|
1681 |
LEMON_ASSERT(std::isnan(tmp.upperBound()), "Wrong LP constraint"); |
|
1682 |
tmp.upperBound()=n; |
|
1683 |
return tmp; |
|
1684 |
} |
|
1685 |
|
|
1686 |
///Create constraint |
|
1687 |
|
|
1688 |
///\relates LpBase::Constr |
|
1689 |
/// |
|
1690 |
inline LpBase::Constr operator>=(const LpBase::Value &n, |
|
1691 |
const LpBase::Constr &c) { |
|
1692 |
LpBase::Constr tmp(c); |
|
1693 |
LEMON_ASSERT(std::isnan(tmp.upperBound()), "Wrong LP constraint"); |
|
1694 |
tmp.upperBound()=n; |
|
1695 |
return tmp; |
|
1696 |
} |
|
1697 |
///Create constraint |
|
1698 |
|
|
1699 |
///\relates LpBase::Constr |
|
1700 |
/// |
|
1701 |
inline LpBase::Constr operator>=(const LpBase::Constr &c, |
|
1702 |
const LpBase::Value &n) |
|
1703 |
{ |
|
1704 |
LpBase::Constr tmp(c); |
|
1705 |
LEMON_ASSERT(std::isnan(tmp.lowerBound()), "Wrong LP constraint"); |
|
1706 |
tmp.lowerBound()=n; |
|
1707 |
return tmp; |
|
1708 |
} |
|
1709 |
|
|
1710 |
///Addition |
|
1711 |
|
|
1712 |
///\relates LpBase::DualExpr |
|
1713 |
/// |
|
1714 |
inline LpBase::DualExpr operator+(const LpBase::DualExpr &a, |
|
1715 |
const LpBase::DualExpr &b) { |
|
1716 |
LpBase::DualExpr tmp(a); |
|
1717 |
tmp+=b; |
|
1718 |
return tmp; |
|
1719 |
} |
|
1720 |
///Substraction |
|
1721 |
|
|
1722 |
///\relates LpBase::DualExpr |
|
1723 |
/// |
|
1724 |
inline LpBase::DualExpr operator-(const LpBase::DualExpr &a, |
|
1725 |
const LpBase::DualExpr &b) { |
|
1726 |
LpBase::DualExpr tmp(a); |
|
1727 |
tmp-=b; |
|
1728 |
return tmp; |
|
1729 |
} |
|
1730 |
///Multiply with constant |
|
1731 |
|
|
1732 |
///\relates LpBase::DualExpr |
|
1733 |
/// |
|
1734 |
inline LpBase::DualExpr operator*(const LpBase::DualExpr &a, |
|
1735 |
const LpBase::Value &b) { |
|
1736 |
LpBase::DualExpr tmp(a); |
|
1737 |
tmp*=b; |
|
1738 |
return tmp; |
|
1739 |
} |
|
1740 |
|
|
1741 |
///Multiply with constant |
|
1742 |
|
|
1743 |
///\relates LpBase::DualExpr |
|
1744 |
/// |
|
1745 |
inline LpBase::DualExpr operator*(const LpBase::Value &a, |
|
1746 |
const LpBase::DualExpr &b) { |
|
1747 |
LpBase::DualExpr tmp(b); |
|
1748 |
tmp*=a; |
|
1749 |
return tmp; |
|
1750 |
} |
|
1751 |
///Divide with constant |
|
1752 |
|
|
1753 |
///\relates LpBase::DualExpr |
|
1754 |
/// |
|
1755 |
inline LpBase::DualExpr operator/(const LpBase::DualExpr &a, |
|
1756 |
const LpBase::Value &b) { |
|
1757 |
LpBase::DualExpr tmp(a); |
|
1758 |
tmp/=b; |
|
1759 |
return tmp; |
|
1760 |
} |
|
1761 |
|
|
1762 |
/// \ingroup lp_group |
|
1763 |
/// |
|
1764 |
/// \brief Common base class for LP solvers |
|
1765 |
/// |
|
1766 |
/// This class is an abstract base class for LP solvers. This class |
|
1767 |
/// provides a full interface for set and modify an LP problem, |
|
1768 |
/// solve it and retrieve the solution. You can use one of the |
|
1769 |
/// descendants as a concrete implementation, or the \c Lp |
|
1770 |
/// default LP solver. However, if you would like to handle LP |
|
1771 |
/// solvers as reference or pointer in a generic way, you can use |
|
1772 |
/// this class directly. |
|
1773 |
class LpSolver : virtual public LpBase { |
|
1774 |
public: |
|
1775 |
|
|
1776 |
/// The problem types for primal and dual problems |
|
1777 |
enum ProblemType { |
|
1778 |
///Feasible solution hasn't been found (but may exist). |
|
1779 |
UNDEFINED = 0, |
|
1780 |
///The problem has no feasible solution |
|
1781 |
INFEASIBLE = 1, |
|
1782 |
///Feasible solution found |
|
1783 |
FEASIBLE = 2, |
|
1784 |
///Optimal solution exists and found |
|
1785 |
OPTIMAL = 3, |
|
1786 |
///The cost function is unbounded |
|
1787 |
UNBOUNDED = 4 |
|
1788 |
}; |
|
1789 |
|
|
1790 |
///The basis status of variables |
|
1791 |
enum VarStatus { |
|
1792 |
/// The variable is in the basis |
|
1793 |
BASIC, |
|
1794 |
/// The variable is free, but not basic |
|
1795 |
FREE, |
|
1796 |
/// The variable has active lower bound |
|
1797 |
LOWER, |
|
1798 |
/// The variable has active upper bound |
|
1799 |
UPPER, |
|
1800 |
/// The variable is non-basic and fixed |
|
1801 |
FIXED |
|
1802 |
}; |
|
1803 |
|
|
1804 |
protected: |
|
1805 |
|
|
1806 |
virtual SolveExitStatus _solve() = 0; |
|
1807 |
|
|
1808 |
virtual Value _getPrimal(int i) const = 0; |
|
1809 |
virtual Value _getDual(int i) const = 0; |
|
1810 |
|
|
1811 |
virtual Value _getPrimalRay(int i) const = 0; |
|
1812 |
virtual Value _getDualRay(int i) const = 0; |
|
1813 |
|
|
1814 |
virtual Value _getPrimalValue() const = 0; |
|
1815 |
|
|
1816 |
virtual VarStatus _getColStatus(int i) const = 0; |
|
1817 |
virtual VarStatus _getRowStatus(int i) const = 0; |
|
1818 |
|
|
1819 |
virtual ProblemType _getPrimalType() const = 0; |
|
1820 |
virtual ProblemType _getDualType() const = 0; |
|
1821 |
|
|
1822 |
public: |
|
1319 | 1823 |
|
1320 | 1824 |
///\name Solve the LP |
1321 | 1825 |
|
1322 | 1826 |
///@{ |
1323 | 1827 |
|
1324 | 1828 |
///\e Solve the LP problem at hand |
1325 | 1829 |
/// |
1326 | 1830 |
///\return The result of the optimization procedure. Possible |
1327 | 1831 |
///values and their meanings can be found in the documentation of |
1328 | 1832 |
///\ref SolveExitStatus. |
1329 |
/// |
|
1330 |
///\todo Which method is used to solve the problem |
|
1331 | 1833 |
SolveExitStatus solve() { return _solve(); } |
1332 | 1834 |
|
1333 | 1835 |
///@} |
1334 | 1836 |
|
1335 | 1837 |
///\name Obtain the solution |
1336 | 1838 |
|
1337 | 1839 |
///@{ |
1338 | 1840 |
|
1339 |
/// The status of the primal problem (the original LP problem) |
|
1340 |
SolutionStatus primalStatus() const { |
|
1341 |
|
|
1841 |
/// The type of the primal problem |
|
1842 |
ProblemType primalType() const { |
|
1843 |
return _getPrimalType(); |
|
1342 | 1844 |
} |
1343 | 1845 |
|
1344 |
/// The status of the dual (of the original LP) problem |
|
1345 |
SolutionStatus dualStatus() const { |
|
1346 |
|
|
1846 |
/// The type of the dual problem |
|
1847 |
ProblemType dualType() const { |
|
1848 |
return _getDualType(); |
|
1347 | 1849 |
} |
1348 | 1850 |
|
1349 |
///The type of the original LP problem |
|
1350 |
ProblemTypes problemType() const { |
|
1351 |
|
|
1851 |
/// Return the primal value of the column |
|
1852 |
|
|
1853 |
/// Return the primal value of the column. |
|
1854 |
/// \pre The problem is solved. |
|
1855 |
Value primal(Col c) const { return _getPrimal(cols(id(c))); } |
|
1856 |
|
|
1857 |
/// Return the primal value of the expression |
|
1858 |
|
|
1859 |
/// Return the primal value of the expression, i.e. the dot |
|
1860 |
/// product of the primal solution and the expression. |
|
1861 |
/// \pre The problem is solved. |
|
1862 |
Value primal(const Expr& e) const { |
|
1863 |
double res = *e; |
|
1864 |
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) { |
|
1865 |
res += *c * primal(c); |
|
1866 |
} |
|
1867 |
return res; |
|
1352 | 1868 |
} |
1869 |
/// Returns a component of the primal ray |
|
1870 |
|
|
1871 |
/// The primal ray is solution of the modified primal problem, |
|
1872 |
/// where we change each finite bound to 0, and we looking for a |
|
1873 |
/// negative objective value in case of minimization, and positive |
|
1874 |
/// objective value for maximization. If there is such solution, |
|
1875 |
/// that proofs the unsolvability of the dual problem, and if a |
|
1876 |
/// feasible primal solution exists, then the unboundness of |
|
1877 |
/// primal problem. |
|
1878 |
/// |
|
1879 |
/// \pre The problem is solved and the dual problem is infeasible. |
|
1880 |
/// \note Some solvers does not provide primal ray calculation |
|
1881 |
/// functions. |
|
1882 |
Value primalRay(Col c) const { return _getPrimalRay(cols(id(c))); } |
|
1353 | 1883 |
|
1354 |
///\e |
|
1355 |
Value primal(Col c) const { return _getPrimal(_lpId(c)); } |
|
1356 |
///\e |
|
1357 |
Value primal(const Expr& e) const { |
|
1358 |
double res = e.constComp(); |
|
1359 |
for (std::map<Col, double>::const_iterator it = e.begin(); |
|
1360 |
it != e.end(); ++it) { |
|
1361 |
res += _getPrimal(_lpId(it->first)) * it->second; |
|
1884 |
/// Return the dual value of the row |
|
1885 |
|
|
1886 |
/// Return the dual value of the row. |
|
1887 |
/// \pre The problem is solved. |
|
1888 |
Value dual(Row r) const { return _getDual(rows(id(r))); } |
|
1889 |
|
|
1890 |
/// Return the dual value of the dual expression |
|
1891 |
|
|
1892 |
/// Return the dual value of the dual expression, i.e. the dot |
|
1893 |
/// product of the dual solution and the dual expression. |
|
1894 |
/// \pre The problem is solved. |
|
1895 |
Value dual(const DualExpr& e) const { |
|
1896 |
double res = 0.0; |
|
1897 |
for (DualExpr::ConstCoeffIt r(e); r != INVALID; ++r) { |
|
1898 |
res += *r * dual(r); |
|
1362 | 1899 |
} |
1363 | 1900 |
return res; |
1364 | 1901 |
} |
1365 | 1902 |
|
1366 |
///\e |
|
1367 |
Value dual(Row r) const { return _getDual(_lpId(r)); } |
|
1368 |
///\e |
|
1369 |
Value dual(const DualExpr& e) const { |
|
1370 |
double res = 0.0; |
|
1371 |
for (std::map<Row, double>::const_iterator it = e.begin(); |
|
1372 |
it != e.end(); ++it) { |
|
1373 |
res += _getPrimal(_lpId(it->first)) * it->second; |
|
1374 |
} |
|
1375 |
return res; |
|
1376 |
|
|
1903 |
/// Returns a component of the dual ray |
|
1904 |
|
|
1905 |
/// The dual ray is solution of the modified primal problem, where |
|
1906 |
/// we change each finite bound to 0 (i.e. the objective function |
|
1907 |
/// coefficients in the primal problem), and we looking for a |
|
1908 |
/// ositive objective value. If there is such solution, that |
|
1909 |
/// proofs the unsolvability of the primal problem, and if a |
|
1910 |
/// feasible dual solution exists, then the unboundness of |
|
1911 |
/// dual problem. |
|
1912 |
/// |
|
1913 |
/// \pre The problem is solved and the primal problem is infeasible. |
|
1914 |
/// \note Some solvers does not provide dual ray calculation |
|
1915 |
/// functions. |
|
1916 |
Value dualRay(Row r) const { return _getDualRay(rows(id(r))); } |
|
1377 | 1917 |
|
1378 |
///\e |
|
1379 |
bool isBasicCol(Col c) const { return _isBasicCol(_lpId(c)); } |
|
1918 |
/// Return the basis status of the column |
|
1380 | 1919 |
|
1381 |
///\ |
|
1920 |
/// \see VarStatus |
|
1921 |
VarStatus colStatus(Col c) const { return _getColStatus(cols(id(c))); } |
|
1922 |
|
|
1923 |
/// Return the basis status of the row |
|
1924 |
|
|
1925 |
/// \see VarStatus |
|
1926 |
VarStatus rowStatus(Row r) const { return _getRowStatus(rows(id(r))); } |
|
1927 |
|
|
1928 |
///The value of the objective function |
|
1382 | 1929 |
|
1383 | 1930 |
///\return |
1384 | 1931 |
///- \ref INF or -\ref INF means either infeasibility or unboundedness |
1385 | 1932 |
/// of the primal problem, depending on whether we minimize or maximize. |
1386 | 1933 |
///- \ref NaN if no primal solution is found. |
1387 | 1934 |
///- The (finite) objective value if an optimal solution is found. |
1388 |
Value |
|
1935 |
Value primal() const { return _getPrimalValue()+obj_const_comp;} |
|
1389 | 1936 |
///@} |
1390 | 1937 |
|
1938 |
LpSolver* newSolver() {return _newSolver();} |
|
1939 |
LpSolver* cloneSolver() {return _cloneSolver();} |
|
1940 |
|
|
1941 |
protected: |
|
1942 |
|
|
1943 |
virtual LpSolver* _newSolver() const = 0; |
|
1944 |
virtual LpSolver* _cloneSolver() const = 0; |
|
1391 | 1945 |
}; |
1392 | 1946 |
|
1393 | 1947 |
|
1394 | 1948 |
/// \ingroup lp_group |
1395 | 1949 |
/// |
1396 | 1950 |
/// \brief Common base class for MIP solvers |
1397 |
/// \todo Much more docs |
|
1398 |
class MipSolverBase : virtual public LpSolverBase{ |
|
1951 |
/// |
|
1952 |
/// This class is an abstract base class for MIP solvers. This class |
|
1953 |
/// provides a full interface for set and modify an MIP problem, |
|
1954 |
/// solve it and retrieve the solution. You can use one of the |
|
1955 |
/// descendants as a concrete implementation, or the \c Lp |
|
1956 |
/// default MIP solver. However, if you would like to handle MIP |
|
1957 |
/// solvers as reference or pointer in a generic way, you can use |
|
1958 |
/// this class directly. |
|
1959 |
class MipSolver : virtual public LpBase { |
|
1399 | 1960 |
public: |
1400 | 1961 |
|
1401 |
/// |
|
1962 |
/// The problem types for MIP problems |
|
1963 |
enum ProblemType { |
|
1964 |
///Feasible solution hasn't been found (but may exist). |
|
1965 |
UNDEFINED = 0, |
|
1966 |
///The problem has no feasible solution |
|
1967 |
INFEASIBLE = 1, |
|
1968 |
///Feasible solution found |
|
1969 |
FEASIBLE = 2, |
|
1970 |
///Optimal solution exists and found |
|
1971 |
OPTIMAL = 3, |
|
1972 |
///The cost function is unbounded |
|
1973 |
/// |
|
1974 |
///The Mip or at least the relaxed problem is unbounded |
|
1975 |
UNBOUNDED = 4 |
|
1976 |
}; |
|
1977 |
|
|
1978 |
///\name Solve the MIP |
|
1979 |
|
|
1980 |
///@{ |
|
1981 |
|
|
1982 |
/// Solve the MIP problem at hand |
|
1983 |
/// |
|
1984 |
///\return The result of the optimization procedure. Possible |
|
1985 |
///values and their meanings can be found in the documentation of |
|
1986 |
///\ref SolveExitStatus. |
|
1987 |
SolveExitStatus solve() { return _solve(); } |
|
1988 |
|
|
1989 |
///@} |
|
1990 |
|
|
1991 |
///\name Setting column type |
|
1992 |
///@{ |
|
1993 |
|
|
1994 |
///Possible variable (column) types (e.g. real, integer, binary etc.) |
|
1402 | 1995 |
enum ColTypes { |
1403 |
///Continuous variable |
|
1996 |
///Continuous variable (default) |
|
1404 | 1997 |
REAL = 0, |
1405 | 1998 |
///Integer variable |
1406 |
|
|
1407 |
///Unfortunately, cplex 7.5 somewhere writes something like |
|
1408 |
///#define INTEGER 'I' |
|
1409 |
INT = 1 |
|
1410 |
|
|
1999 |
INTEGER = 1 |
|
1411 | 2000 |
}; |
1412 | 2001 |
|
1413 |
///Sets the type of the given |
|
2002 |
///Sets the type of the given column to the given type |
|
2003 |
|
|
2004 |
///Sets the type of the given column to the given type. |
|
1414 | 2005 |
/// |
1415 |
///Sets the type of the given coloumn to the given type. |
|
1416 | 2006 |
void colType(Col c, ColTypes col_type) { |
1417 |
|
|
2007 |
_setColType(cols(id(c)),col_type); |
|
1418 | 2008 |
} |
1419 | 2009 |
|
1420 | 2010 |
///Gives back the type of the column. |
2011 |
|
|
2012 |
///Gives back the type of the column. |
|
1421 | 2013 |
/// |
1422 |
///Gives back the type of the column. |
|
1423 | 2014 |
ColTypes colType(Col c) const { |
1424 |
return |
|
2015 |
return _getColType(cols(id(c))); |
|
2016 |
} |
|
2017 |
///@} |
|
2018 |
|
|
2019 |
///\name Obtain the solution |
|
2020 |
|
|
2021 |
///@{ |
|
2022 |
|
|
2023 |
/// The type of the MIP problem |
|
2024 |
ProblemType type() const { |
|
2025 |
return _getType(); |
|
1425 | 2026 |
} |
1426 | 2027 |
|
1427 |
///Sets the type of the given Col to integer or remove that property. |
|
1428 |
/// |
|
1429 |
///Sets the type of the given Col to integer or remove that property. |
|
1430 |
void integer(Col c, bool enable) { |
|
1431 |
if (enable) |
|
1432 |
colType(c,INT); |
|
1433 |
else |
|
1434 |
colType(c,REAL); |
|
2028 |
/// Return the value of the row in the solution |
|
2029 |
|
|
2030 |
/// Return the value of the row in the solution. |
|
2031 |
/// \pre The problem is solved. |
|
2032 |
Value sol(Col c) const { return _getSol(cols(id(c))); } |
|
2033 |
|
|
2034 |
/// Return the value of the expression in the solution |
|
2035 |
|
|
2036 |
/// Return the value of the expression in the solution, i.e. the |
|
2037 |
/// dot product of the solution and the expression. |
|
2038 |
/// \pre The problem is solved. |
|
2039 |
Value sol(const Expr& e) const { |
|
2040 |
double res = *e; |
|
2041 |
for (Expr::ConstCoeffIt c(e); c != INVALID; ++c) { |
|
2042 |
res += *c * sol(c); |
|
2043 |
} |
|
2044 |
return res; |
|
1435 | 2045 |
} |
1436 |
|
|
1437 |
///Gives back whether the type of the column is integer or not. |
|
1438 |
/// |
|
1439 |
///Gives back the type of the column. |
|
1440 |
///\return true if the column has integer type and false if not. |
|
1441 |
bool integer(Col c) const { |
|
1442 |
return (colType(c)==INT); |
|
1443 |
} |
|
1444 |
|
|
1445 |
/// The status of the MIP problem |
|
1446 |
SolutionStatus mipStatus() const { |
|
1447 |
return _getMipStatus(); |
|
1448 |
|
|
2046 |
///The value of the objective function |
|
2047 |
|
|
2048 |
///\return |
|
2049 |
///- \ref INF or -\ref INF means either infeasibility or unboundedness |
|
2050 |
/// of the problem, depending on whether we minimize or maximize. |
|
2051 |
///- \ref NaN if no primal solution is found. |
|
2052 |
///- The (finite) objective value if an optimal solution is found. |
|
2053 |
Value solValue() const { return _getSolValue()+obj_const_comp;} |
|
2054 |
///@} |
|
1449 | 2055 |
|
1450 | 2056 |
protected: |
1451 | 2057 |
|
1452 |
virtual ColTypes _colType(int col) const = 0; |
|
1453 |
virtual void _colType(int col, ColTypes col_type) = 0; |
|
1454 |
virtual |
|
2058 |
virtual SolveExitStatus _solve() = 0; |
|
2059 |
virtual ColTypes _getColType(int col) const = 0; |
|
2060 |
virtual void _setColType(int col, ColTypes col_type) = 0; |
|
2061 |
virtual ProblemType _getType() const = 0; |
|
2062 |
virtual Value _getSol(int i) const = 0; |
|
2063 |
virtual Value _getSolValue() const = 0; |
|
1455 | 2064 |
|
2065 |
public: |
|
2066 |
|
|
2067 |
MipSolver* newSolver() {return _newSolver();} |
|
2068 |
MipSolver* cloneSolver() {return _cloneSolver();} |
|
2069 |
|
|
2070 |
protected: |
|
2071 |
|
|
2072 |
virtual MipSolver* _newSolver() const = 0; |
|
2073 |
virtual MipSolver* _cloneSolver() const = 0; |
|
1456 | 2074 |
}; |
1457 | 2075 |
|
1458 |
///\relates LpSolverBase::Expr |
|
1459 |
/// |
|
1460 |
inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a, |
|
1461 |
const LpSolverBase::Expr &b) |
|
1462 |
{ |
|
1463 |
LpSolverBase::Expr tmp(a); |
|
1464 |
tmp+=b; |
|
1465 |
return tmp; |
|
1466 |
} |
|
1467 |
///\e |
|
1468 |
|
|
1469 |
///\relates LpSolverBase::Expr |
|
1470 |
/// |
|
1471 |
inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a, |
|
1472 |
const LpSolverBase::Expr &b) |
|
1473 |
{ |
|
1474 |
LpSolverBase::Expr tmp(a); |
|
1475 |
tmp-=b; |
|
1476 |
return tmp; |
|
1477 |
} |
|
1478 |
///\e |
|
1479 |
|
|
1480 |
///\relates LpSolverBase::Expr |
|
1481 |
/// |
|
1482 |
inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a, |
|
1483 |
const LpSolverBase::Value &b) |
|
1484 |
{ |
|
1485 |
LpSolverBase::Expr tmp(a); |
|
1486 |
tmp*=b; |
|
1487 |
return tmp; |
|
1488 |
} |
|
1489 |
|
|
1490 |
///\e |
|
1491 |
|
|
1492 |
///\relates LpSolverBase::Expr |
|
1493 |
/// |
|
1494 |
inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a, |
|
1495 |
const LpSolverBase::Expr &b) |
|
1496 |
{ |
|
1497 |
LpSolverBase::Expr tmp(b); |
|
1498 |
tmp*=a; |
|
1499 |
return tmp; |
|
1500 |
} |
|
1501 |
///\e |
|
1502 |
|
|
1503 |
///\relates LpSolverBase::Expr |
|
1504 |
/// |
|
1505 |
inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a, |
|
1506 |
const LpSolverBase::Value &b) |
|
1507 |
{ |
|
1508 |
LpSolverBase::Expr tmp(a); |
|
1509 |
tmp/=b; |
|
1510 |
return tmp; |
|
1511 |
} |
|
1512 |
|
|
1513 |
///\e |
|
1514 |
|
|
1515 |
///\relates LpSolverBase::Constr |
|
1516 |
/// |
|
1517 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
|
1518 |
const LpSolverBase::Expr &f) |
|
1519 |
{ |
|
1520 |
return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0); |
|
1521 |
} |
|
1522 |
|
|
1523 |
///\e |
|
1524 |
|
|
1525 |
///\relates LpSolverBase::Constr |
|
1526 |
/// |
|
1527 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e, |
|
1528 |
const LpSolverBase::Expr &f) |
|
1529 |
{ |
|
1530 |
return LpSolverBase::Constr(e,f); |
|
1531 |
} |
|
1532 |
|
|
1533 |
///\e |
|
1534 |
|
|
1535 |
///\relates LpSolverBase::Constr |
|
1536 |
/// |
|
1537 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
|
1538 |
const LpSolverBase::Value &f) |
|
1539 |
{ |
|
1540 |
return LpSolverBase::Constr(-LpSolverBase::INF,e,f); |
|
1541 |
} |
|
1542 |
|
|
1543 |
///\e |
|
1544 |
|
|
1545 |
///\relates LpSolverBase::Constr |
|
1546 |
/// |
|
1547 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
|
1548 |
const LpSolverBase::Expr &f) |
|
1549 |
{ |
|
1550 |
return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0); |
|
1551 |
} |
|
1552 |
|
|
1553 |
|
|
1554 |
///\e |
|
1555 |
|
|
1556 |
///\relates LpSolverBase::Constr |
|
1557 |
/// |
|
1558 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e, |
|
1559 |
const LpSolverBase::Expr &f) |
|
1560 |
{ |
|
1561 |
return LpSolverBase::Constr(f,e); |
|
1562 |
} |
|
1563 |
|
|
1564 |
|
|
1565 |
///\e |
|
1566 |
|
|
1567 |
///\relates LpSolverBase::Constr |
|
1568 |
/// |
|
1569 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
|
1570 |
const LpSolverBase::Value &f) |
|
1571 |
{ |
|
1572 |
return LpSolverBase::Constr(f,e,LpSolverBase::INF); |
|
1573 |
} |
|
1574 |
|
|
1575 |
///\e |
|
1576 |
|
|
1577 |
///\relates LpSolverBase::Constr |
|
1578 |
/// |
|
1579 |
inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, |
|
1580 |
const LpSolverBase::Value &f) |
|
1581 |
{ |
|
1582 |
return LpSolverBase::Constr(f,e,f); |
|
1583 |
} |
|
1584 |
|
|
1585 |
///\e |
|
1586 |
|
|
1587 |
///\relates LpSolverBase::Constr |
|
1588 |
/// |
|
1589 |
inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, |
|
1590 |
const LpSolverBase::Expr &f) |
|
1591 |
{ |
|
1592 |
return LpSolverBase::Constr(0,e-f,0); |
|
1593 |
} |
|
1594 |
|
|
1595 |
///\e |
|
1596 |
|
|
1597 |
///\relates LpSolverBase::Constr |
|
1598 |
/// |
|
1599 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n, |
|
1600 |
const LpSolverBase::Constr&c) |
|
1601 |
{ |
|
1602 |
LpSolverBase::Constr tmp(c); |
|
1603 |
LEMON_ASSERT(LpSolverBase::isNaN(tmp.lowerBound()), "Wrong LP constraint"); |
|
1604 |
tmp.lowerBound()=n; |
|
1605 |
return tmp; |
|
1606 |
} |
|
1607 |
///\e |
|
1608 |
|
|
1609 |
///\relates LpSolverBase::Constr |
|
1610 |
/// |
|
1611 |
inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c, |
|
1612 |
const LpSolverBase::Value &n) |
|
1613 |
{ |
|
1614 |
LpSolverBase::Constr tmp(c); |
|
1615 |
LEMON_ASSERT(LpSolverBase::isNaN(tmp.upperBound()), "Wrong LP constraint"); |
|
1616 |
tmp.upperBound()=n; |
|
1617 |
return tmp; |
|
1618 |
} |
|
1619 |
|
|
1620 |
///\e |
|
1621 |
|
|
1622 |
///\relates LpSolverBase::Constr |
|
1623 |
/// |
|
1624 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n, |
|
1625 |
const LpSolverBase::Constr&c) |
|
1626 |
{ |
|
1627 |
LpSolverBase::Constr tmp(c); |
|
1628 |
LEMON_ASSERT(LpSolverBase::isNaN(tmp.upperBound()), "Wrong LP constraint"); |
|
1629 |
tmp.upperBound()=n; |
|
1630 |
return tmp; |
|
1631 |
} |
|
1632 |
///\e |
|
1633 |
|
|
1634 |
///\relates LpSolverBase::Constr |
|
1635 |
/// |
|
1636 |
inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c, |
|
1637 |
const LpSolverBase::Value &n) |
|
1638 |
{ |
|
1639 |
LpSolverBase::Constr tmp(c); |
|
1640 |
LEMON_ASSERT(LpSolverBase::isNaN(tmp.lowerBound()), "Wrong LP constraint"); |
|
1641 |
tmp.lowerBound()=n; |
|
1642 |
return tmp; |
|
1643 |
} |
|
1644 |
|
|
1645 |
///\e |
|
1646 |
|
|
1647 |
///\relates LpSolverBase::DualExpr |
|
1648 |
/// |
|
1649 |
inline LpSolverBase::DualExpr operator+(const LpSolverBase::DualExpr &a, |
|
1650 |
const LpSolverBase::DualExpr &b) |
|
1651 |
{ |
|
1652 |
LpSolverBase::DualExpr tmp(a); |
|
1653 |
tmp+=b; |
|
1654 |
return tmp; |
|
1655 |
} |
|
1656 |
///\e |
|
1657 |
|
|
1658 |
///\relates LpSolverBase::DualExpr |
|
1659 |
/// |
|
1660 |
inline LpSolverBase::DualExpr operator-(const LpSolverBase::DualExpr &a, |
|
1661 |
const LpSolverBase::DualExpr &b) |
|
1662 |
{ |
|
1663 |
LpSolverBase::DualExpr tmp(a); |
|
1664 |
tmp-=b; |
|
1665 |
return tmp; |
|
1666 |
} |
|
1667 |
///\e |
|
1668 |
|
|
1669 |
///\relates LpSolverBase::DualExpr |
|
1670 |
/// |
|
1671 |
inline LpSolverBase::DualExpr operator*(const LpSolverBase::DualExpr &a, |
|
1672 |
const LpSolverBase::Value &b) |
|
1673 |
{ |
|
1674 |
LpSolverBase::DualExpr tmp(a); |
|
1675 |
tmp*=b; |
|
1676 |
return tmp; |
|
1677 |
} |
|
1678 |
|
|
1679 |
///\e |
|
1680 |
|
|
1681 |
///\relates LpSolverBase::DualExpr |
|
1682 |
/// |
|
1683 |
inline LpSolverBase::DualExpr operator*(const LpSolverBase::Value &a, |
|
1684 |
const LpSolverBase::DualExpr &b) |
|
1685 |
{ |
|
1686 |
LpSolverBase::DualExpr tmp(b); |
|
1687 |
tmp*=a; |
|
1688 |
return tmp; |
|
1689 |
} |
|
1690 |
///\e |
|
1691 |
|
|
1692 |
///\relates LpSolverBase::DualExpr |
|
1693 |
/// |
|
1694 |
inline LpSolverBase::DualExpr operator/(const LpSolverBase::DualExpr &a, |
|
1695 |
const LpSolverBase::Value &b) |
|
1696 |
{ |
|
1697 |
LpSolverBase::DualExpr tmp(a); |
|
1698 |
tmp/=b; |
|
1699 |
return tmp; |
|
1700 |
} |
|
1701 | 2076 |
|
1702 | 2077 |
|
1703 | 2078 |
} //namespace lemon |
1704 | 2079 |
|
1705 | 2080 |
#endif //LEMON_LP_BASE_H |
... | ... |
@@ -13,687 +13,913 @@ |
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 |
#include <cstring> |
|
22 |
|
|
21 | 23 |
#include <lemon/lp_cplex.h> |
22 | 24 |
|
23 | 25 |
extern "C" { |
24 | 26 |
#include <ilcplex/cplex.h> |
25 | 27 |
} |
26 | 28 |
|
27 | 29 |
|
28 | 30 |
///\file |
29 | 31 |
///\brief Implementation of the LEMON-CPLEX lp solver interface. |
30 | 32 |
namespace lemon { |
31 | 33 |
|
32 |
LpCplex::LpCplex() { |
|
33 |
// env = CPXopenCPLEXdevelop(&status); |
|
34 |
env = CPXopenCPLEX(&status); |
|
35 |
lp = CPXcreateprob(env, &status, "LP problem"); |
|
34 |
CplexEnv::LicenseError::LicenseError(int status) { |
|
35 |
if (!CPXgeterrorstring(0, status, _message)) { |
|
36 |
std::strcpy(_message, "Cplex unknown error"); |
|
37 |
} |
|
36 | 38 |
} |
37 | 39 |
|
38 |
LpCplex::LpCplex(const LpCplex& cplex) : LpSolverBase() { |
|
39 |
env = CPXopenCPLEX(&status); |
|
40 |
|
|
40 |
CplexEnv::CplexEnv() { |
|
41 |
int status; |
|
42 |
_cnt = new int; |
|
43 |
_env = CPXopenCPLEX(&status); |
|
44 |
if (_env == 0) { |
|
45 |
delete _cnt; |
|
46 |
_cnt = 0; |
|
47 |
throw LicenseError(status); |
|
48 |
} |
|
49 |
} |
|
50 |
|
|
51 |
CplexEnv::CplexEnv(const CplexEnv& other) { |
|
52 |
_env = other._env; |
|
53 |
_cnt = other._cnt; |
|
54 |
++(*_cnt); |
|
55 |
} |
|
56 |
|
|
57 |
CplexEnv& CplexEnv::operator=(const CplexEnv& other) { |
|
58 |
_env = other._env; |
|
59 |
_cnt = other._cnt; |
|
60 |
++(*_cnt); |
|
61 |
return *this; |
|
62 |
} |
|
63 |
|
|
64 |
CplexEnv::~CplexEnv() { |
|
65 |
--(*_cnt); |
|
66 |
if (*_cnt == 0) { |
|
67 |
delete _cnt; |
|
68 |
CPXcloseCPLEX(&_env); |
|
69 |
} |
|
70 |
} |
|
71 |
|
|
72 |
CplexBase::CplexBase() : LpBase() { |
|
73 |
int status; |
|
74 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
|
75 |
} |
|
76 |
|
|
77 |
CplexBase::CplexBase(const CplexEnv& env) |
|
78 |
: LpBase(), _env(env) { |
|
79 |
int status; |
|
80 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
|
81 |
} |
|
82 |
|
|
83 |
CplexBase::CplexBase(const CplexBase& cplex) |
|
84 |
: LpBase() { |
|
85 |
int status; |
|
86 |
_prob = CPXcloneprob(cplexEnv(), cplex._prob, &status); |
|
41 | 87 |
rows = cplex.rows; |
42 | 88 |
cols = cplex.cols; |
43 | 89 |
} |
44 | 90 |
|
45 |
LpCplex::~LpCplex() { |
|
46 |
CPXfreeprob(env,&lp); |
|
47 |
|
|
91 |
CplexBase::~CplexBase() { |
|
92 |
CPXfreeprob(cplexEnv(),&_prob); |
|
48 | 93 |
} |
49 | 94 |
|
50 |
LpSolverBase* LpCplex::_newLp() |
|
51 |
{ |
|
52 |
//The first approach opens a new environment |
|
53 |
return new LpCplex(); |
|
54 |
} |
|
55 |
|
|
56 |
LpSolverBase* LpCplex::_copyLp() { |
|
57 |
return new LpCplex(*this); |
|
58 |
} |
|
59 |
|
|
60 |
int LpCplex::_addCol() |
|
61 |
{ |
|
62 |
int i = CPXgetnumcols(env, lp); |
|
63 |
Value lb[1],ub[1]; |
|
64 |
lb[0]=-INF; |
|
65 |
ub[0]=INF; |
|
66 |
|
|
95 |
int CplexBase::_addCol() { |
|
96 |
int i = CPXgetnumcols(cplexEnv(), _prob); |
|
97 |
double lb = -INF, ub = INF; |
|
98 |
CPXnewcols(cplexEnv(), _prob, 1, 0, &lb, &ub, 0, 0); |
|
67 | 99 |
return i; |
68 | 100 |
} |
69 | 101 |
|
70 | 102 |
|
71 |
int LpCplex::_addRow() |
|
72 |
{ |
|
73 |
//We want a row that is not constrained |
|
74 |
char sense[1]; |
|
75 |
sense[0]='L';//<= constraint |
|
76 |
Value rhs[1]; |
|
77 |
rhs[0]=INF; |
|
78 |
int i = CPXgetnumrows(env, lp); |
|
79 |
|
|
103 |
int CplexBase::_addRow() { |
|
104 |
int i = CPXgetnumrows(cplexEnv(), _prob); |
|
105 |
const double ub = INF; |
|
106 |
const char s = 'L'; |
|
107 |
CPXnewrows(cplexEnv(), _prob, 1, &ub, &s, 0, 0); |
|
80 | 108 |
return i; |
81 | 109 |
} |
82 | 110 |
|
83 | 111 |
|
84 |
void LpCplex::_eraseCol(int i) { |
|
85 |
CPXdelcols(env, lp, i, i); |
|
112 |
void CplexBase::_eraseCol(int i) { |
|
113 |
CPXdelcols(cplexEnv(), _prob, i, i); |
|
86 | 114 |
} |
87 | 115 |
|
88 |
void LpCplex::_eraseRow(int i) { |
|
89 |
CPXdelrows(env, lp, i, i); |
|
116 |
void CplexBase::_eraseRow(int i) { |
|
117 |
CPXdelrows(cplexEnv(), _prob, i, i); |
|
90 | 118 |
} |
91 | 119 |
|
92 |
void LpCplex::_getColName(int col, std::string &name) const |
|
93 |
{ |
|
94 |
///\bug Untested |
|
95 |
int storespace; |
|
96 |
CPXgetcolname(env, lp, 0, 0, 0, &storespace, col, col); |
|
97 |
if (storespace == 0) { |
|
120 |
void CplexBase::_eraseColId(int i) { |
|
121 |
cols.eraseIndex(i); |
|
122 |
cols.shiftIndices(i); |
|
123 |
} |
|
124 |
void CplexBase::_eraseRowId(int i) { |
|
125 |
rows.eraseIndex(i); |
|
126 |
rows.shiftIndices(i); |
|
127 |
} |
|
128 |
|
|
129 |
void CplexBase::_getColName(int col, std::string &name) const { |
|
130 |
int size; |
|
131 |
CPXgetcolname(cplexEnv(), _prob, 0, 0, 0, &size, col, col); |
|
132 |
if (size == 0) { |
|
98 | 133 |
name.clear(); |
99 | 134 |
return; |
100 | 135 |
} |
101 | 136 |
|
102 |
storespace *= -1; |
|
103 |
std::vector<char> buf(storespace); |
|
104 |
char *names[1]; |
|
105 |
int dontcare; |
|
106 |
///\bug return code unchecked for error |
|
107 |
CPXgetcolname(env, lp, names, &*buf.begin(), storespace, |
|
108 |
&dontcare, col, col); |
|
109 |
name = names[0]; |
|
137 |
size *= -1; |
|
138 |
std::vector<char> buf(size); |
|
139 |
char *cname; |
|
140 |
int tmp; |
|
141 |
CPXgetcolname(cplexEnv(), _prob, &cname, &buf.front(), size, |
|
142 |
&tmp, col, col); |
|
143 |
name = cname; |
|
110 | 144 |
} |
111 | 145 |
|
112 |
void LpCplex::_setColName(int col, const std::string &name) |
|
113 |
{ |
|
114 |
///\bug Untested |
|
115 |
char *names[1]; |
|
116 |
names[0] = const_cast<char*>(name.c_str()); |
|
117 |
///\bug return code unchecked for error |
|
118 |
|
|
146 |
void CplexBase::_setColName(int col, const std::string &name) { |
|
147 |
char *cname; |
|
148 |
cname = const_cast<char*>(name.c_str()); |
|
149 |
CPXchgcolname(cplexEnv(), _prob, 1, &col, &cname); |
|
119 | 150 |
} |
120 | 151 |
|
121 |
int LpCplex::_colByName(const std::string& name) const |
|
122 |
{ |
|
152 |
int CplexBase::_colByName(const std::string& name) const { |
|
123 | 153 |
int index; |
124 |
if (CPXgetcolindex( |
|
154 |
if (CPXgetcolindex(cplexEnv(), _prob, |
|
125 | 155 |
const_cast<char*>(name.c_str()), &index) == 0) { |
126 | 156 |
return index; |
127 | 157 |
} |
128 | 158 |
return -1; |
129 | 159 |
} |
130 | 160 |
|
131 |
///\warning Data at index 0 is ignored in the arrays. |
|
132 |
void LpCplex::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) |
|
161 |
void CplexBase::_getRowName(int row, std::string &name) const { |
|
162 |
int size; |
|
163 |
CPXgetrowname(cplexEnv(), _prob, 0, 0, 0, &size, row, row); |
|
164 |
if (size == 0) { |
|
165 |
name.clear(); |
|
166 |
return; |
|
167 |
} |
|
168 |
|
|
169 |
size *= -1; |
|
170 |
std::vector<char> buf(size); |
|
171 |
char *cname; |
|
172 |
int tmp; |
|
173 |
CPXgetrowname(cplexEnv(), _prob, &cname, &buf.front(), size, |
|
174 |
&tmp, row, row); |
|
175 |
name = cname; |
|
176 |
} |
|
177 |
|
|
178 |
void CplexBase::_setRowName(int row, const std::string &name) { |
|
179 |
char *cname; |
|
180 |
cname = const_cast<char*>(name.c_str()); |
|
181 |
CPXchgrowname(cplexEnv(), _prob, 1, &row, &cname); |
|
182 |
} |
|
183 |
|
|
184 |
int CplexBase::_rowByName(const std::string& name) const { |
|
185 |
int index; |
|
186 |
if (CPXgetrowindex(cplexEnv(), _prob, |
|
187 |
const_cast<char*>(name.c_str()), &index) == 0) { |
|
188 |
return index; |
|
189 |
} |
|
190 |
return -1; |
|
191 |
} |
|
192 |
|
|
193 |
void CplexBase::_setRowCoeffs(int i, ExprIterator b, |
|
194 |
ExprIterator e) |
|
133 | 195 |
{ |
134 | 196 |
std::vector<int> indices; |
135 | 197 |
std::vector<int> rowlist; |
136 | 198 |
std::vector<Value> values; |
137 | 199 |
|
138 |
for( |
|
200 |
for(ExprIterator it=b; it!=e; ++it) { |
|
139 | 201 |
indices.push_back(it->first); |
140 | 202 |
values.push_back(it->second); |
141 | 203 |
rowlist.push_back(i); |
142 | 204 |
} |
143 | 205 |
|
144 |
status = CPXchgcoeflist(env, lp, values.size(), |
|
145 |
&rowlist[0], &indices[0], &values[0]); |
|
206 |
CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
|
207 |
&rowlist.front(), &indices.front(), &values.front()); |
|
146 | 208 |
} |
147 | 209 |
|
148 |
void |
|
210 |
void CplexBase::_getRowCoeffs(int i, InsertIterator b) const { |
|
149 | 211 |
int tmp1, tmp2, tmp3, length; |
150 |
CPXgetrows( |
|
212 |
CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
|
151 | 213 |
|
152 | 214 |
length = -length; |
153 | 215 |
std::vector<int> indices(length); |
154 | 216 |
std::vector<double> values(length); |
155 | 217 |
|
156 |
CPXgetrows( |
|
218 |
CPXgetrows(cplexEnv(), _prob, &tmp1, &tmp2, |
|
219 |
&indices.front(), &values.front(), |
|
157 | 220 |
length, &tmp3, i, i); |
158 | 221 |
|
159 | 222 |
for (int i = 0; i < length; ++i) { |
160 | 223 |
*b = std::make_pair(indices[i], values[i]); |
161 | 224 |
++b; |
162 | 225 |
} |
163 |
|
|
164 |
/// \todo implement |
|
165 | 226 |
} |
166 | 227 |
|
167 |
void LpCplex::_setColCoeffs(int i, ConstColIterator b, ConstColIterator e) |
|
168 |
{ |
|
228 |
void CplexBase::_setColCoeffs(int i, ExprIterator b, ExprIterator e) { |
|
169 | 229 |
std::vector<int> indices; |
170 | 230 |
std::vector<int> collist; |
171 | 231 |
std::vector<Value> values; |
172 | 232 |
|
173 |
for( |
|
233 |
for(ExprIterator it=b; it!=e; ++it) { |
|
174 | 234 |
indices.push_back(it->first); |
175 | 235 |
values.push_back(it->second); |
176 | 236 |
collist.push_back(i); |
177 | 237 |
} |
178 | 238 |
|
179 |
status = CPXchgcoeflist(env, lp, values.size(), |
|
180 |
&indices[0], &collist[0], &values[0]); |
|
239 |
CPXchgcoeflist(cplexEnv(), _prob, values.size(), |
|
240 |
&indices.front(), &collist.front(), &values.front()); |
|
181 | 241 |
} |
182 | 242 |
|
183 |
void |
|
243 |
void CplexBase::_getColCoeffs(int i, InsertIterator b) const { |
|
184 | 244 |
|
185 | 245 |
int tmp1, tmp2, tmp3, length; |
186 |
CPXgetcols( |
|
246 |
CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, 0, 0, 0, &length, i, i); |
|
187 | 247 |
|
188 | 248 |
length = -length; |
189 | 249 |
std::vector<int> indices(length); |
190 | 250 |
std::vector<double> values(length); |
191 | 251 |
|
192 |
CPXgetcols( |
|
252 |
CPXgetcols(cplexEnv(), _prob, &tmp1, &tmp2, |
|
253 |
&indices.front(), &values.front(), |
|
193 | 254 |
length, &tmp3, i, i); |
194 | 255 |
|
195 | 256 |
for (int i = 0; i < length; ++i) { |
196 | 257 |
*b = std::make_pair(indices[i], values[i]); |
197 | 258 |
++b; |
198 | 259 |
} |
199 | 260 |
|
200 | 261 |
} |
201 | 262 |
|
202 |
void LpCplex::_setCoeff(int row, int col, Value value) |
|
203 |
{ |
|
204 |
|
|
263 |
void CplexBase::_setCoeff(int row, int col, Value value) { |
|
264 |
CPXchgcoef(cplexEnv(), _prob, row, col, value); |
|
205 | 265 |
} |
206 | 266 |
|
207 |
LpCplex::Value LpCplex::_getCoeff(int row, int col) const |
|
208 |
{ |
|
209 |
LpCplex::Value value; |
|
210 |
CPXgetcoef(env, lp, row, col, &value); |
|
267 |
CplexBase::Value CplexBase::_getCoeff(int row, int col) const { |
|
268 |
CplexBase::Value value; |
|
269 |
CPXgetcoef(cplexEnv(), _prob, row, col, &value); |
|
211 | 270 |
return value; |
212 | 271 |
} |
213 | 272 |
|
214 |
void |
|
273 |
void CplexBase::_setColLowerBound(int i, Value value) { |
|
274 |
const char s = 'L'; |
|
275 |
CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
|
276 |
} |
|
277 |
|
|
278 |
CplexBase::Value CplexBase::_getColLowerBound(int i) const { |
|
279 |
CplexBase::Value res; |
|
280 |
CPXgetlb(cplexEnv(), _prob, &res, i, i); |
|
281 |
return res <= -CPX_INFBOUND ? -INF : res; |
|
282 |
} |
|
283 |
|
|
284 |
void CplexBase::_setColUpperBound(int i, Value value) |
|
215 | 285 |
{ |
216 |
int indices[1]; |
|
217 |
indices[0]=i; |
|
218 |
char lu[1]; |
|
219 |
lu[0]='L'; |
|
220 |
Value bd[1]; |
|
221 |
bd[0]=value; |
|
222 |
|
|
286 |
const char s = 'U'; |
|
287 |
CPXchgbds(cplexEnv(), _prob, 1, &i, &s, &value); |
|
288 |
} |
|
289 |
|
|
290 |
CplexBase::Value CplexBase::_getColUpperBound(int i) const { |
|
291 |
CplexBase::Value res; |
|
292 |
CPXgetub(cplexEnv(), _prob, &res, i, i); |
|
293 |
return res >= CPX_INFBOUND ? INF : res; |
|
294 |
} |
|
295 |
|
|
296 |
CplexBase::Value CplexBase::_getRowLowerBound(int i) const { |
|
297 |
char s; |
|
298 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
|
299 |
CplexBase::Value res; |
|
300 |
|
|
301 |
switch (s) { |
|
302 |
case 'G': |
|
303 |
case 'R': |
|
304 |
case 'E': |
|
305 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
|
306 |
return res <= -CPX_INFBOUND ? -INF : res; |
|
307 |
default: |
|
308 |
return -INF; |
|
309 |
} |
|
310 |
} |
|
311 |
|
|
312 |
CplexBase::Value CplexBase::_getRowUpperBound(int i) const { |
|
313 |
char s; |
|
314 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
|
315 |
CplexBase::Value res; |
|
316 |
|
|
317 |
switch (s) { |
|
318 |
case 'L': |
|
319 |
case 'E': |
|
320 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
|
321 |
return res >= CPX_INFBOUND ? INF : res; |
|
322 |
case 'R': |
|
323 |
CPXgetrhs(cplexEnv(), _prob, &res, i, i); |
|
324 |
{ |
|
325 |
double rng; |
|
326 |
CPXgetrngval(cplexEnv(), _prob, &rng, i, i); |
|
327 |
res += rng; |
|
328 |
} |
|
329 |
return res >= CPX_INFBOUND ? INF : res; |
|
330 |
default: |
|
331 |
return INF; |
|
332 |
} |
|
333 |
} |
|
334 |
|
|
335 |
//This is easier to implement |
|
336 |
void CplexBase::_set_row_bounds(int i, Value lb, Value ub) { |
|
337 |
if (lb == -INF) { |
|
338 |
const char s = 'L'; |
|
339 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
340 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &ub); |
|
341 |
} else if (ub == INF) { |
|
342 |
const char s = 'G'; |
|
343 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
344 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
|
345 |
} else if (lb == ub){ |
|
346 |
const char s = 'E'; |
|
347 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
348 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
|
349 |
} else { |
|
350 |
const char s = 'R'; |
|
351 |
CPXchgsense(cplexEnv(), _prob, 1, &i, &s); |
|
352 |
CPXchgrhs(cplexEnv(), _prob, 1, &i, &lb); |
|
353 |
double len = ub - lb; |
|
354 |
CPXchgrngval(cplexEnv(), _prob, 1, &i, &len); |
|
355 |
} |
|
356 |
} |
|
357 |
|
|
358 |
void CplexBase::_setRowLowerBound(int i, Value lb) |
|
359 |
{ |
|
360 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
|
361 |
_set_row_bounds(i, lb, CplexBase::_getRowUpperBound(i)); |
|
362 |
} |
|
363 |
|
|
364 |
void CplexBase::_setRowUpperBound(int i, Value ub) |
|
365 |
{ |
|
366 |
|
|
367 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
|
368 |
_set_row_bounds(i, CplexBase::_getRowLowerBound(i), ub); |
|
369 |
} |
|
370 |
|
|
371 |
void CplexBase::_setObjCoeffs(ExprIterator b, ExprIterator e) |
|
372 |
{ |
|
373 |
std::vector<int> indices; |
|
374 |
std::vector<Value> values; |
|
375 |
for(ExprIterator it=b; it!=e; ++it) { |
|
376 |
indices.push_back(it->first); |
|
377 |
values.push_back(it->second); |
|
378 |
} |
|
379 |
CPXchgobj(cplexEnv(), _prob, values.size(), |
|
380 |
&indices.front(), &values.front()); |
|
223 | 381 |
|
224 | 382 |
} |
225 | 383 |
|
226 |
|
|
384 |
void CplexBase::_getObjCoeffs(InsertIterator b) const |
|
227 | 385 |
{ |
228 |
LpCplex::Value x; |
|
229 |
CPXgetlb (env, lp, &x, i, i); |
|
230 |
if (x <= -CPX_INFBOUND) x = -INF; |
|
231 |
return x; |
|
232 |
|
|
386 |
int num = CPXgetnumcols(cplexEnv(), _prob); |
|
387 |
std::vector<Value> x(num); |
|
233 | 388 |
|
234 |
void LpCplex::_setColUpperBound(int i, Value value) |
|
235 |
{ |
|
236 |
int indices[1]; |
|
237 |
indices[0]=i; |
|
238 |
char lu[1]; |
|
239 |
lu[0]='U'; |
|
240 |
Value bd[1]; |
|
241 |
bd[0]=value; |
|
242 |
status = CPXchgbds(env, lp, 1, indices, lu, bd); |
|
243 |
} |
|
244 |
|
|
245 |
LpCplex::Value LpCplex::_getColUpperBound(int i) const |
|
246 |
{ |
|
247 |
LpCplex::Value x; |
|
248 |
CPXgetub (env, lp, &x, i, i); |
|
249 |
if (x >= CPX_INFBOUND) x = INF; |
|
250 |
return x; |
|
251 |
} |
|
252 |
|
|
253 |
//This will be easier to implement |
|
254 |
void LpCplex::_setRowBounds(int i, Value lb, Value ub) |
|
255 |
{ |
|
256 |
//Bad parameter |
|
257 |
if (lb==INF || ub==-INF) { |
|
258 |
//FIXME error |
|
259 |
} |
|
260 |
|
|
261 |
int cnt=1; |
|
262 |
int indices[1]; |
|
263 |
indices[0]=i; |
|
264 |
char sense[1]; |
|
265 |
|
|
266 |
if (lb==-INF){ |
|
267 |
sense[0]='L'; |
|
268 |
CPXchgsense(env, lp, cnt, indices, sense); |
|
269 |
CPXchgcoef(env, lp, i, -1, ub); |
|
270 |
|
|
271 |
} |
|
272 |
else{ |
|
273 |
if (ub==INF){ |
|
274 |
sense[0]='G'; |
|
275 |
CPXchgsense(env, lp, cnt, indices, sense); |
|
276 |
CPXchgcoef(env, lp, i, -1, lb); |
|
277 |
} |
|
278 |
else{ |
|
279 |
if (lb == ub){ |
|
280 |
sense[0]='E'; |
|
281 |
CPXchgsense(env, lp, cnt, indices, sense); |
|
282 |
CPXchgcoef(env, lp, i, -1, lb); |
|
283 |
} |
|
284 |
else{ |
|
285 |
sense[0]='R'; |
|
286 |
CPXchgsense(env, lp, cnt, indices, sense); |
|
287 |
CPXchgcoef(env, lp, i, -1, lb); |
|
288 |
CPXchgcoef(env, lp, i, -2, ub-lb); |
|
289 |
} |
|
389 |
CPXgetobj(cplexEnv(), _prob, &x.front(), 0, num - 1); |
|
390 |
for (int i = 0; i < num; ++i) { |
|
391 |
if (x[i] != 0.0) { |
|
392 |
*b = std::make_pair(i, x[i]); |
|
393 |
++b; |
|
290 | 394 |
} |
291 | 395 |
} |
292 | 396 |
} |
293 | 397 |
|
294 |
// void LpCplex::_setRowLowerBound(int i, Value value) |
|
295 |
// { |
|
296 |
// //Not implemented, obsolete |
|
297 |
// } |
|
298 |
|
|
299 |
// void LpCplex::_setRowUpperBound(int i, Value value) |
|
300 |
// { |
|
301 |
// //Not implemented, obsolete |
|
302 |
// // //TODO Ezt kell meg megirni |
|
303 |
// // //type of the problem |
|
304 |
// // char sense[1]; |
|
305 |
// // status = CPXgetsense(env, lp, sense, i, i); |
|
306 |
// // Value rhs[1]; |
|
307 |
// // status = CPXgetrhs(env, lp, rhs, i, i); |
|
308 |
|
|
309 |
// // switch (sense[0]) { |
|
310 |
// // case 'L'://<= constraint |
|
311 |
// // break; |
|
312 |
// // case 'E'://= constraint |
|
313 |
// // break; |
|
314 |
// // case 'G'://>= constraint |
|
315 |
// // break; |
|
316 |
// // case 'R'://ranged constraint |
|
317 |
// // break; |
|
318 |
// // default: ; |
|
319 |
// // //FIXME error |
|
320 |
// // } |
|
321 |
|
|
322 |
// // status = CPXchgcoef(env, lp, i, -2, value_rng); |
|
323 |
// } |
|
324 |
|
|
325 |
void LpCplex::_getRowBounds(int i, Value &lb, Value &ub) const |
|
398 |
void CplexBase::_setObjCoeff(int i, Value obj_coef) |
|
326 | 399 |
{ |
327 |
char sense; |
|
328 |
CPXgetsense(env, lp, &sense,i,i); |
|
329 |
lb=-INF; |
|
330 |
ub=INF; |
|
331 |
switch (sense) |
|
332 |
{ |
|
333 |
case 'L': |
|
334 |
CPXgetcoef(env, lp, i, -1, &ub); |
|
335 |
break; |
|
336 |
case 'G': |
|
337 |
CPXgetcoef(env, lp, i, -1, &lb); |
|
338 |
break; |
|
339 |
case 'E': |
|
340 |
CPXgetcoef(env, lp, i, -1, &lb); |
|
341 |
ub=lb; |
|
342 |
break; |
|
343 |
case 'R': |
|
344 |
CPXgetcoef(env, lp, i, -1, &lb); |
|
345 |
Value x; |
|
346 |
CPXgetcoef(env, lp, i, -2, &x); |
|
347 |
ub=lb+x; |
|
348 |
break; |
|
349 |
|
|
400 |
CPXchgobj(cplexEnv(), _prob, 1, &i, &obj_coef); |
|
350 | 401 |
} |
351 | 402 |
|
352 |
void LpCplex::_setObjCoeff(int i, Value obj_coef) |
|
353 |
{ |
|
354 |
CPXchgcoef(env, lp, -1, i, obj_coef); |
|
355 |
} |
|
356 |
|
|
357 |
LpCplex::Value LpCplex::_getObjCoeff(int i) const |
|
403 |
CplexBase::Value CplexBase::_getObjCoeff(int i) const |
|
358 | 404 |
{ |
359 | 405 |
Value x; |
360 |
|
|
406 |
CPXgetobj(cplexEnv(), _prob, &x, i, i); |
|
361 | 407 |
return x; |
362 | 408 |
} |
363 | 409 |
|
364 |
void LpCplex::_clearObj() |
|
365 |
{ |
|
366 |
for (int i=0;i< CPXgetnumcols(env, lp);++i){ |
|
367 |
CPXchgcoef(env, lp, -1, i, 0); |
|
410 |
void CplexBase::_setSense(CplexBase::Sense sense) { |
|
411 |
switch (sense) { |
|
412 |
case MIN: |
|
413 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MIN); |
|
414 |
break; |
|
415 |
case MAX: |
|
416 |
CPXchgobjsen(cplexEnv(), _prob, CPX_MAX); |
|
417 |
break; |
|
368 | 418 |
} |
419 |
} |
|
369 | 420 |
|
421 |
CplexBase::Sense CplexBase::_getSense() const { |
|
422 |
switch (CPXgetobjsen(cplexEnv(), _prob)) { |
|
423 |
case CPX_MIN: |
|
424 |
return MIN; |
|
425 |
case CPX_MAX: |
|
426 |
return MAX; |
|
427 |
default: |
|
428 |
LEMON_ASSERT(false, "Invalid sense"); |
|
429 |
return CplexBase::Sense(); |
|
430 |
} |
|
370 | 431 |
} |
432 |
|
|
433 |
void CplexBase::_clear() { |
|
434 |
CPXfreeprob(cplexEnv(),&_prob); |
|
435 |
int status; |
|
436 |
_prob = CPXcreateprob(cplexEnv(), &status, "Cplex problem"); |
|
437 |
rows.clear(); |
|
438 |
cols.clear(); |
|
439 |
} |
|
440 |
|
|
441 |
// LpCplex members |
|
442 |
|
|
443 |
LpCplex::LpCplex() |
|
444 |
: LpBase(), CplexBase(), LpSolver() {} |
|
445 |
|
|
446 |
LpCplex::LpCplex(const CplexEnv& env) |
|
447 |
: LpBase(), CplexBase(env), LpSolver() {} |
|
448 |
|
|
449 |
LpCplex::LpCplex(const LpCplex& other) |
|
450 |
: LpBase(), CplexBase(other), LpSolver() {} |
|
451 |
|
|
452 |
LpCplex::~LpCplex() {} |
|
453 |
|
|
454 |
LpCplex* LpCplex::_newSolver() const { return new LpCplex; } |
|
455 |
LpCplex* LpCplex::_cloneSolver() const {return new LpCplex(*this); } |
|
456 |
|
|
457 |
const char* LpCplex::_solverName() const { return "LpCplex"; } |
|
458 |
|
|
459 |
void LpCplex::_clear_temporals() { |
|
460 |
_col_status.clear(); |
|
461 |
_row_status.clear(); |
|
462 |
_primal_ray.clear(); |
|
463 |
_dual_ray.clear(); |
|
464 |
} |
|
465 |
|
|
371 | 466 |
// The routine returns zero unless an error occurred during the |
372 | 467 |
// optimization. Examples of errors include exhausting available |
373 | 468 |
// memory (CPXERR_NO_MEMORY) or encountering invalid data in the |
374 | 469 |
// CPLEX problem object (CPXERR_NO_PROBLEM). Exceeding a |
375 | 470 |
// user-specified CPLEX limit, or proving the model infeasible or |
376 | 471 |
// unbounded, are not considered errors. Note that a zero return |
377 | 472 |
// value does not necessarily mean that a solution exists. Use query |
378 | 473 |
// routines CPXsolninfo, CPXgetstat, and CPXsolution to obtain |
379 | 474 |
// further information about the status of the optimization. |
380 |
LpCplex::SolveExitStatus LpCplex::_solve() |
|
381 |
{ |
|
382 |
//CPX_PARAM_LPMETHOD |
|
383 |
status = CPXlpopt(env, lp); |
|
384 |
|
|
475 |
LpCplex::SolveExitStatus LpCplex::convertStatus(int status) { |
|
385 | 476 |
#if CPX_VERSION >= 800 |
386 |
if (status) |
|
387 |
{ |
|
477 |
if (status == 0) { |
|
478 |
switch (CPXgetstat(cplexEnv(), _prob)) { |
|
479 |
case CPX_STAT_OPTIMAL: |
|
480 |
case CPX_STAT_INFEASIBLE: |
|
481 |
case CPX_STAT_UNBOUNDED: |
|
482 |
return SOLVED; |
|
483 |
default: |
|
484 |
return UNSOLVED; |
|
485 |
} |
|
486 |
} else { |
|
388 | 487 |
return UNSOLVED; |
389 | 488 |
} |
390 |
else |
|
391 |
{ |
|
392 |
switch (CPXgetstat(env, lp)) |
|
393 |
{ |
|
394 |
case CPX_STAT_OPTIMAL: |
|
395 |
case CPX_STAT_INFEASIBLE: |
|
396 |
case CPX_STAT_UNBOUNDED: |
|
397 |
return SOLVED; |
|
398 |
default: |
|
399 |
return UNSOLVED; |
|
400 |
} |
|
401 |
} |
|
402 | 489 |
#else |
403 |
if (status == 0){ |
|
490 |
if (status == 0) { |
|
404 | 491 |
//We want to exclude some cases |
405 |
switch (CPXgetstat( |
|
492 |
switch (CPXgetstat(cplexEnv(), _prob)) { |
|
406 | 493 |
case CPX_OBJ_LIM: |
407 | 494 |
case CPX_IT_LIM_FEAS: |
408 | 495 |
case CPX_IT_LIM_INFEAS: |
409 | 496 |
case CPX_TIME_LIM_FEAS: |
410 | 497 |
case CPX_TIME_LIM_INFEAS: |
411 | 498 |
return UNSOLVED; |
412 | 499 |
default: |
413 | 500 |
return SOLVED; |
414 | 501 |
} |
415 |
} |
|
416 |
else{ |
|
502 |
} else { |
|
417 | 503 |
return UNSOLVED; |
418 | 504 |
} |
419 | 505 |
#endif |
420 | 506 |
} |
421 | 507 |
|
422 |
LpCplex::Value LpCplex::_getPrimal(int i) const |
|
423 |
{ |
|
508 |
LpCplex::SolveExitStatus LpCplex::_solve() { |
|
509 |
_clear_temporals(); |
|
510 |
return convertStatus(CPXlpopt(cplexEnv(), _prob)); |
|
511 |
} |
|
512 |
|
|
513 |
LpCplex::SolveExitStatus LpCplex::solvePrimal() { |
|
514 |
_clear_temporals(); |
|
515 |
return convertStatus(CPXprimopt(cplexEnv(), _prob)); |
|
516 |
} |
|
517 |
|
|
518 |
LpCplex::SolveExitStatus LpCplex::solveDual() { |
|
519 |
_clear_temporals(); |
|
520 |
return convertStatus(CPXdualopt(cplexEnv(), _prob)); |
|
521 |
} |
|
522 |
|
|
523 |
LpCplex::SolveExitStatus LpCplex::solveBarrier() { |
|
524 |
_clear_temporals(); |
|
525 |
return convertStatus(CPXbaropt(cplexEnv(), _prob)); |
|
526 |
} |
|
527 |
|
|
528 |
LpCplex::Value LpCplex::_getPrimal(int i) const { |
|
424 | 529 |
Value x; |
425 |
CPXgetx( |
|
530 |
CPXgetx(cplexEnv(), _prob, &x, i, i); |
|
426 | 531 |
return x; |
427 | 532 |
} |
428 | 533 |
|
429 |
LpCplex::Value LpCplex::_getDual(int i) const |
|
430 |
{ |
|
534 |
LpCplex::Value LpCplex::_getDual(int i) const { |
|
431 | 535 |
Value y; |
432 |
CPXgetpi( |
|
536 |
CPXgetpi(cplexEnv(), _prob, &y, i, i); |
|
433 | 537 |
return y; |
434 | 538 |
} |
435 | 539 |
|
436 |
LpCplex::Value LpCplex::_getPrimalValue() const |
|
437 |
{ |
|
540 |
LpCplex::Value LpCplex::_getPrimalValue() const { |
|
438 | 541 |
Value objval; |
439 |
//method = CPXgetmethod (env, lp); |
|
440 |
//printf("CPXgetprobtype %d \n",CPXgetprobtype(env,lp)); |
|
441 |
CPXgetobjval(env, lp, &objval); |
|
442 |
//printf("Objective value: %g \n",objval); |
|
542 |
CPXgetobjval(cplexEnv(), _prob, &objval); |
|
443 | 543 |
return objval; |
444 | 544 |
} |
445 |
bool LpCplex::_isBasicCol(int i) const |
|
446 |
{ |
|
447 |
std::vector<int> cstat(CPXgetnumcols(env, lp)); |
|
448 |
CPXgetbase(env, lp, &*cstat.begin(), NULL); |
|
449 |
|
|
545 |
|
|
546 |
LpCplex::VarStatus LpCplex::_getColStatus(int i) const { |
|
547 |
if (_col_status.empty()) { |
|
548 |
_col_status.resize(CPXgetnumcols(cplexEnv(), _prob)); |
|
549 |
CPXgetbase(cplexEnv(), _prob, &_col_status.front(), 0); |
|
550 |
} |
|
551 |
switch (_col_status[i]) { |
|
552 |
case CPX_BASIC: |
|
553 |
return BASIC; |
|
554 |
case CPX_FREE_SUPER: |
|
555 |
return FREE; |
|
556 |
case CPX_AT_LOWER: |
|
557 |
return LOWER; |
|
558 |
case CPX_AT_UPPER: |
|
559 |
return UPPER; |
|
560 |
default: |
|
561 |
LEMON_ASSERT(false, "Wrong column status"); |
|
562 |
return LpCplex::VarStatus(); |
|
563 |
} |
|
450 | 564 |
} |
451 | 565 |
|
452 |
//7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!) |
|
453 |
// This table lists the statuses, returned by the CPXgetstat() |
|
454 |
// routine, for solutions to LP problems or mixed integer problems. If |
|
455 |
// no solution exists, the return value is zero. |
|
566 |
LpCplex::VarStatus LpCplex::_getRowStatus(int i) const { |
|
567 |
if (_row_status.empty()) { |
|
568 |
_row_status.resize(CPXgetnumrows(cplexEnv(), _prob)); |
|
569 |
CPXgetbase(cplexEnv(), _prob, 0, &_row_status.front()); |
|
570 |
} |
|
571 |
switch (_row_status[i]) { |
|
572 |
case CPX_BASIC: |
|
573 |
return BASIC; |
|
574 |
case CPX_AT_LOWER: |
|
575 |
{ |
|
576 |
char s; |
|
577 |
CPXgetsense(cplexEnv(), _prob, &s, i, i); |
|
578 |
return s != 'L' ? LOWER : UPPER; |
|
579 |
} |
|
580 |
case CPX_AT_UPPER: |
|
581 |
return UPPER; |
|
582 |
default: |
|
583 |
LEMON_ASSERT(false, "Wrong row status"); |
|
584 |
return LpCplex::VarStatus(); |
|
585 |
} |
|
586 |
} |
|
456 | 587 |
|
457 |
// For Simplex, Barrier |
|
458 |
// 1 CPX_OPTIMAL |
|
459 |
// Optimal solution found |
|
460 |
// 2 CPX_INFEASIBLE |
|
461 |
// Problem infeasible |
|
462 |
// 3 CPX_UNBOUNDED |
|
463 |
// Problem unbounded |
|
464 |
// 4 CPX_OBJ_LIM |
|
465 |
// Objective limit exceeded in Phase II |
|
466 |
// 5 CPX_IT_LIM_FEAS |
|
467 |
// Iteration limit exceeded in Phase II |
|
468 |
// 6 CPX_IT_LIM_INFEAS |
|
469 |
// Iteration limit exceeded in Phase I |
|
470 |
// 7 CPX_TIME_LIM_FEAS |
|
471 |
// Time limit exceeded in Phase II |
|
472 |
// 8 CPX_TIME_LIM_INFEAS |
|
473 |
// Time limit exceeded in Phase I |
|
474 |
// 9 CPX_NUM_BEST_FEAS |
|
475 |
// Problem non-optimal, singularities in Phase II |
|
476 |
// 10 CPX_NUM_BEST_INFEAS |
|
477 |
// Problem non-optimal, singularities in Phase I |
|
478 |
// 11 CPX_OPTIMAL_INFEAS |
|
479 |
// Optimal solution found, unscaled infeasibilities |
|
480 |
// 12 CPX_ABORT_FEAS |
|
481 |
// Aborted in Phase II |
|
482 |
// 13 CPX_ABORT_INFEAS |
|
483 |
// Aborted in Phase I |
|
484 |
// 14 CPX_ABORT_DUAL_INFEAS |
|
485 |
// Aborted in barrier, dual infeasible |
|
486 |
// 15 CPX_ABORT_PRIM_INFEAS |
|
487 |
// Aborted in barrier, primal infeasible |
|
488 |
// 16 CPX_ABORT_PRIM_DUAL_INFEAS |
|
489 |
// Aborted in barrier, primal and dual infeasible |
|
490 |
// 17 CPX_ABORT_PRIM_DUAL_FEAS |
|
491 |
// Aborted in barrier, primal and dual feasible |
|
492 |
// 18 CPX_ABORT_CROSSOVER |
|
493 |
// Aborted in crossover |
|
494 |
// 19 CPX_INForUNBD |
|
495 |
// Infeasible or unbounded |
|
496 |
// 20 CPX_PIVOT |
|
497 |
// User pivot used |
|
498 |
// |
|
499 |
// Ezeket hova tegyem: |
|
500 |
// ??case CPX_ABORT_DUAL_INFEAS |
|
501 |
// ??case CPX_ABORT_CROSSOVER |
|
502 |
// ??case CPX_INForUNBD |
|
503 |
|
|
588 |
LpCplex::Value LpCplex::_getPrimalRay(int i) const { |
|
589 |
if (_primal_ray.empty()) { |
|
590 |
_primal_ray.resize(CPXgetnumcols(cplexEnv(), _prob)); |
|
591 |
CPXgetray(cplexEnv(), _prob, &_primal_ray.front()); |
|
592 |
} |
|
593 |
return _primal_ray[i]; |
|
594 |
} |
|
504 | 595 |
|
505 |
|
|
596 |
LpCplex::Value LpCplex::_getDualRay(int i) const { |
|
597 |
if (_dual_ray.empty()) { |
|
506 | 598 |
|
507 |
// CPX_PARAM_LPMETHOD 1062 int LPMETHOD |
|
508 |
// 0 Automatic |
|
509 |
// 1 Primal Simplex |
|
510 |
// 2 Dual Simplex |
|
511 |
// 3 Network Simplex |
|
512 |
// 4 Standard Barrier |
|
513 |
// Default: 0 |
|
514 |
// Description: Method for linear optimization. |
|
515 |
// Determines which algorithm is used when CPXlpopt() (or "optimize" |
|
516 |
// in the Interactive Optimizer) is called. Currently the behavior of |
|
517 |
// the "Automatic" setting is that CPLEX simply invokes the dual |
|
518 |
// simplex method, but this capability may be expanded in the future |
|
519 |
|
|
599 |
} |
|
600 |
return _dual_ray[i]; |
|
601 |
} |
|
602 |
|
|
603 |
//7.5-os cplex statusai (Vigyazat: a 9.0-asei masok!) |
|
604 |
// This table lists the statuses, returned by the CPXgetstat() |
|
605 |
// routine, for solutions to LP problems or mixed integer problems. If |
|
606 |
// no solution exists, the return value is zero. |
|
607 |
|
|
608 |
// For Simplex, Barrier |
|
609 |
// 1 CPX_OPTIMAL |
|
610 |
// Optimal solution found |
|
611 |
// 2 CPX_INFEASIBLE |
|
612 |
// Problem infeasible |
|
613 |
// 3 CPX_UNBOUNDED |
|
614 |
// Problem unbounded |
|
615 |
// 4 CPX_OBJ_LIM |
|
616 |
// Objective limit exceeded in Phase II |
|
617 |
// 5 CPX_IT_LIM_FEAS |
|
618 |
// Iteration limit exceeded in Phase II |
|
619 |
// 6 CPX_IT_LIM_INFEAS |
|
620 |
// Iteration limit exceeded in Phase I |
|
621 |
// 7 CPX_TIME_LIM_FEAS |
|
622 |
// Time limit exceeded in Phase II |
|
623 |
// 8 CPX_TIME_LIM_INFEAS |
|
624 |
// Time limit exceeded in Phase I |
|
625 |
// 9 CPX_NUM_BEST_FEAS |
|
626 |
// Problem non-optimal, singularities in Phase II |
|
627 |
// 10 CPX_NUM_BEST_INFEAS |
|
628 |
// Problem non-optimal, singularities in Phase I |
|
629 |
// 11 CPX_OPTIMAL_INFEAS |
|
630 |
// Optimal solution found, unscaled infeasibilities |
|
631 |
// 12 CPX_ABORT_FEAS |
|
632 |
// Aborted in Phase II |
|
633 |
// 13 CPX_ABORT_INFEAS |
|
634 |
// Aborted in Phase I |
|
635 |
// 14 CPX_ABORT_DUAL_INFEAS |
|
636 |
// Aborted in barrier, dual infeasible |
|
637 |
// 15 CPX_ABORT_PRIM_INFEAS |
|
638 |
// Aborted in barrier, primal infeasible |
|
639 |
// 16 CPX_ABORT_PRIM_DUAL_INFEAS |
|
640 |
// Aborted in barrier, primal and dual infeasible |
|
641 |
// 17 CPX_ABORT_PRIM_DUAL_FEAS |
|
642 |
// Aborted in barrier, primal and dual feasible |
|
643 |
// 18 CPX_ABORT_CROSSOVER |
|
644 |
// Aborted in crossover |
|
645 |
// 19 CPX_INForUNBD |
|
646 |
// Infeasible or unbounded |
|
647 |
// 20 CPX_PIVOT |
|
648 |
// User pivot used |
|
649 |
// |
|
650 |
// Ezeket hova tegyem: |
|
651 |
// ??case CPX_ABORT_DUAL_INFEAS |
|
652 |
// ??case CPX_ABORT_CROSSOVER |
|
653 |
// ??case CPX_INForUNBD |
|
654 |
// ??case CPX_PIVOT |
|
655 |
|
|
656 |
//Some more interesting stuff: |
|
657 |
|
|
658 |
// CPX_PARAM_PROBMETHOD 1062 int LPMETHOD |
|
659 |
// 0 Automatic |
|
660 |
// 1 Primal Simplex |
|
661 |
// 2 Dual Simplex |
|
662 |
// 3 Network Simplex |
|
663 |
// 4 Standard Barrier |
|
664 |
// Default: 0 |
|
665 |
// Description: Method for linear optimization. |
|
666 |
// Determines which algorithm is used when CPXlpopt() (or "optimize" |
|
667 |
// in the Interactive Optimizer) is called. Currently the behavior of |
|
668 |
// the "Automatic" setting is that CPLEX simply invokes the dual |
|
669 |
// simplex method, but this capability may be expanded in the future |
|
670 |
// so that CPLEX chooses the method based on problem characteristics |
|
520 | 671 |
#if CPX_VERSION < 900 |
521 |
void statusSwitch(CPXENVptr |
|
672 |
void statusSwitch(CPXENVptr cplexEnv(),int& stat){ |
|
522 | 673 |
int lpmethod; |
523 |
CPXgetintparam ( |
|
674 |
CPXgetintparam (cplexEnv(),CPX_PARAM_PROBMETHOD,&lpmethod); |
|
524 | 675 |
if (lpmethod==2){ |
525 | 676 |
if (stat==CPX_UNBOUNDED){ |
526 | 677 |
stat=CPX_INFEASIBLE; |
527 | 678 |
} |
528 | 679 |
else{ |
529 | 680 |
if (stat==CPX_INFEASIBLE) |
530 | 681 |
stat=CPX_UNBOUNDED; |
531 | 682 |
} |
532 | 683 |
} |
533 | 684 |
} |
534 | 685 |
#else |
535 | 686 |
void statusSwitch(CPXENVptr,int&){} |
536 | 687 |
#endif |
537 | 688 |
|
538 |
LpCplex::SolutionStatus LpCplex::_getPrimalStatus() const |
|
539 |
{ |
|
689 |
LpCplex::ProblemType LpCplex::_getPrimalType() const { |
|
690 |
// Unboundedness not treated well: the following is from cplex 9.0 doc |
|
691 |
// About Unboundedness |
|
692 |
|
|
693 |
// The treatment of models that are unbounded involves a few |
|
694 |
// subtleties. Specifically, a declaration of unboundedness means that |
|
695 |
// ILOG CPLEX has determined that the model has an unbounded |
|
696 |
// ray. Given any feasible solution x with objective z, a multiple of |
|
697 |
// the unbounded ray can be added to x to give a feasible solution |
|
698 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
|
699 |
// feasible solution exists, then the optimal objective is |
|
700 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
|
701 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
|
702 |
// to determine whether ILOG CPLEX has also concluded that the model |
|
703 |
// has a feasible solution. |
|
704 |
|
|
705 |
int stat = CPXgetstat(cplexEnv(), _prob); |
|
706 |
#if CPX_VERSION >= 800 |
|
707 |
switch (stat) |
|
708 |
{ |
|
709 |
case CPX_STAT_OPTIMAL: |
|
710 |
return OPTIMAL; |
|
711 |
case CPX_STAT_UNBOUNDED: |
|
712 |
return UNBOUNDED; |
|
713 |
case CPX_STAT_INFEASIBLE: |
|
714 |
return INFEASIBLE; |
|
715 |
default: |
|
716 |
return UNDEFINED; |
|
717 |
} |
|
718 |
#else |
|
719 |
statusSwitch(cplexEnv(),stat); |
|
720 |
//CPXgetstat(cplexEnv(), _prob); |
|
721 |
//printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL); |
|
722 |
switch (stat) { |
|
723 |
case 0: |
|
724 |
return UNDEFINED; //Undefined |
|
725 |
case CPX_OPTIMAL://Optimal |
|
726 |
return OPTIMAL; |
|
727 |
case CPX_UNBOUNDED://Unbounded |
|
728 |
return INFEASIBLE;//In case of dual simplex |
|
729 |
//return UNBOUNDED; |
|
730 |
case CPX_INFEASIBLE://Infeasible |
|
731 |
// case CPX_IT_LIM_INFEAS: |
|
732 |
// case CPX_TIME_LIM_INFEAS: |
|
733 |
// case CPX_NUM_BEST_INFEAS: |
|
734 |
// case CPX_OPTIMAL_INFEAS: |
|
735 |
// case CPX_ABORT_INFEAS: |
|
736 |
// case CPX_ABORT_PRIM_INFEAS: |
|
737 |
// case CPX_ABORT_PRIM_DUAL_INFEAS: |
|
738 |
return UNBOUNDED;//In case of dual simplex |
|
739 |
//return INFEASIBLE; |
|
740 |
// case CPX_OBJ_LIM: |
|
741 |
// case CPX_IT_LIM_FEAS: |
|
742 |
// case CPX_TIME_LIM_FEAS: |
|
743 |
// case CPX_NUM_BEST_FEAS: |
|
744 |
// case CPX_ABORT_FEAS: |
|
745 |
// case CPX_ABORT_PRIM_DUAL_FEAS: |
|
746 |
// return FEASIBLE; |
|
747 |
default: |
|
748 |
return UNDEFINED; //Everything else comes here |
|
749 |
//FIXME error |
|
750 |
} |
|
751 |
#endif |
|
752 |
} |
|
753 |
|
|
754 |
//9.0-as cplex verzio statusai |
|
755 |
// CPX_STAT_ABORT_DUAL_OBJ_LIM |
|
756 |
// CPX_STAT_ABORT_IT_LIM |
|
757 |
// CPX_STAT_ABORT_OBJ_LIM |
|
758 |
// CPX_STAT_ABORT_PRIM_OBJ_LIM |
|
759 |
// CPX_STAT_ABORT_TIME_LIM |
|
760 |
// CPX_STAT_ABORT_USER |
|
761 |
// CPX_STAT_FEASIBLE_RELAXED |
|
762 |
// CPX_STAT_INFEASIBLE |
|
763 |
// CPX_STAT_INForUNBD |
|
764 |
// CPX_STAT_NUM_BEST |
|
765 |
// CPX_STAT_OPTIMAL |
|
766 |
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
|
767 |
// CPX_STAT_OPTIMAL_INFEAS |
|
768 |
// CPX_STAT_OPTIMAL_RELAXED |
|
769 |
// CPX_STAT_UNBOUNDED |
|
770 |
|
|
771 |
LpCplex::ProblemType LpCplex::_getDualType() const { |
|
772 |
int stat = CPXgetstat(cplexEnv(), _prob); |
|
773 |
#if CPX_VERSION >= 800 |
|
774 |
switch (stat) { |
|
775 |
case CPX_STAT_OPTIMAL: |
|
776 |
return OPTIMAL; |
|
777 |
case CPX_STAT_UNBOUNDED: |
|
778 |
return INFEASIBLE; |
|
779 |
default: |
|
780 |
return UNDEFINED; |
|
781 |
} |
|
782 |
#else |
|
783 |
statusSwitch(cplexEnv(),stat); |
|
784 |
switch (stat) { |
|
785 |
case 0: |
|
786 |
return UNDEFINED; //Undefined |
|
787 |
case CPX_OPTIMAL://Optimal |
|
788 |
return OPTIMAL; |
|
789 |
case CPX_UNBOUNDED: |
|
790 |
return INFEASIBLE; |
|
791 |
default: |
|
792 |
return UNDEFINED; //Everything else comes here |
|
793 |
//FIXME error |
|
794 |
} |
|
795 |
#endif |
|
796 |
} |
|
797 |
|
|
798 |
// MipCplex members |
|
799 |
|
|
800 |
MipCplex::MipCplex() |
|
801 |
: LpBase(), CplexBase(), MipSolver() { |
|
802 |
|
|
803 |
#if CPX_VERSION < 800 |
|
804 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
|
805 |
#else |
|
806 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
|
807 |
#endif |
|
808 |
} |
|
809 |
|
|
810 |
MipCplex::MipCplex(const CplexEnv& env) |
|
811 |
: LpBase(), CplexBase(env), MipSolver() { |
|
812 |
|
|
813 |
#if CPX_VERSION < 800 |
|
814 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MIP); |
|
815 |
#else |
|
816 |
CPXchgprobtype(cplexEnv(), _prob, CPXPROB_MILP); |
|
817 |
#endif |
|
818 |
|
|
819 |
} |
|
820 |
|
|
821 |
MipCplex::MipCplex(const MipCplex& other) |
|
822 |
: LpBase(), CplexBase(other), MipSolver() {} |
|
823 |
|
|
824 |
MipCplex::~MipCplex() {} |
|
825 |
|
|
826 |
MipCplex* MipCplex::_newSolver() const { return new MipCplex; } |
|
827 |
MipCplex* MipCplex::_cloneSolver() const {return new MipCplex(*this); } |
|
828 |
|
|
829 |
const char* MipCplex::_solverName() const { return "MipCplex"; } |
|
830 |
|
|
831 |
void MipCplex::_setColType(int i, MipCplex::ColTypes col_type) { |
|
832 |
|
|
833 |
// Note If a variable is to be changed to binary, a call to CPXchgbds |
|
834 |
// should also be made to change the bounds to 0 and 1. |
|
835 |
|
|
836 |
switch (col_type){ |
|
837 |
case INTEGER: { |
|
838 |
const char t = 'I'; |
|
839 |
CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
|
840 |
} break; |
|
841 |
case REAL: { |
|
842 |
const char t = 'C'; |
|
843 |
CPXchgctype (cplexEnv(), _prob, 1, &i, &t); |
|
844 |
} break; |
|
845 |
default: |
|
846 |
break; |
|
847 |
} |
|
848 |
} |
|
849 |
|
|
850 |
MipCplex::ColTypes MipCplex::_getColType(int i) const { |
|
851 |
char t; |
|
852 |
CPXgetctype (cplexEnv(), _prob, &t, i, i); |
|
853 |
switch (t) { |
|
854 |
case 'I': |
|
855 |
return INTEGER; |
|
856 |
case 'C': |
|
857 |
return REAL; |
|
858 |
default: |
|
859 |
LEMON_ASSERT(false, "Invalid column type"); |
|
860 |
return ColTypes(); |
|
861 |
} |
|
862 |
|
|
863 |
} |
|
864 |
|
|
865 |
MipCplex::SolveExitStatus MipCplex::_solve() { |
|
866 |
int status; |
|
867 |
status = CPXmipopt (cplexEnv(), _prob); |
|
868 |
if (status==0) |
|
869 |
return SOLVED; |
|
870 |
else |
|
871 |
return UNSOLVED; |
|
872 |
|
|
873 |
} |
|
874 |
|
|
875 |
|
|
876 |
MipCplex::ProblemType MipCplex::_getType() const { |
|
877 |
|
|
878 |
int stat = CPXgetstat(cplexEnv(), _prob); |
|
879 |
|
|
880 |
//Fortunately, MIP statuses did not change for cplex 8.0 |
|
881 |
switch (stat) { |
|
882 |
case CPXMIP_OPTIMAL: |
|
883 |
// Optimal integer solution has been found. |
|
884 |
case CPXMIP_OPTIMAL_TOL: |
|
885 |
// Optimal soluton with the tolerance defined by epgap or epagap has |
|
886 |
// been found. |
|
887 |
return OPTIMAL; |
|
888 |
//This also exists in later issues |
|
889 |
// case CPXMIP_UNBOUNDED: |
|
890 |
//return UNBOUNDED; |
|
891 |
case CPXMIP_INFEASIBLE: |
|
892 |
return INFEASIBLE; |
|
893 |
default: |
|
894 |
return UNDEFINED; |
|
895 |
} |
|
540 | 896 |
//Unboundedness not treated well: the following is from cplex 9.0 doc |
541 | 897 |
// About Unboundedness |
542 | 898 |
|
543 | 899 |
// The treatment of models that are unbounded involves a few |
544 | 900 |
// subtleties. Specifically, a declaration of unboundedness means that |
545 | 901 |
// ILOG CPLEX has determined that the model has an unbounded |
546 | 902 |
// ray. Given any feasible solution x with objective z, a multiple of |
547 | 903 |
// the unbounded ray can be added to x to give a feasible solution |
548 | 904 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
549 | 905 |
// feasible solution exists, then the optimal objective is |
550 | 906 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
551 | 907 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
552 | 908 |
// to determine whether ILOG CPLEX has also concluded that the model |
553 | 909 |
// has a feasible solution. |
554 |
|
|
555 |
int stat = CPXgetstat(env, lp); |
|
556 |
#if CPX_VERSION >= 800 |
|
557 |
switch (stat) |
|
558 |
{ |
|
559 |
case CPX_STAT_OPTIMAL: |
|
560 |
return OPTIMAL; |
|
561 |
case CPX_STAT_UNBOUNDED: |
|
562 |
return INFINITE; |
|
563 |
case CPX_STAT_INFEASIBLE: |
|
564 |
return INFEASIBLE; |
|
565 |
default: |
|
566 |
return UNDEFINED; |
|
567 |
} |
|
568 |
#else |
|
569 |
statusSwitch(env,stat); |
|
570 |
//CPXgetstat(env, lp); |
|
571 |
//printf("A primal status: %d, CPX_OPTIMAL=%d \n",stat,CPX_OPTIMAL); |
|
572 |
switch (stat) { |
|
573 |
case 0: |
|
574 |
return UNDEFINED; //Undefined |
|
575 |
case CPX_OPTIMAL://Optimal |
|
576 |
return OPTIMAL; |
|
577 |
case CPX_UNBOUNDED://Unbounded |
|
578 |
return INFEASIBLE;//In case of dual simplex |
|
579 |
//return INFINITE; |
|
580 |
case CPX_INFEASIBLE://Infeasible |
|
581 |
// case CPX_IT_LIM_INFEAS: |
|
582 |
// case CPX_TIME_LIM_INFEAS: |
|
583 |
// case CPX_NUM_BEST_INFEAS: |
|
584 |
// case CPX_OPTIMAL_INFEAS: |
|
585 |
// case CPX_ABORT_INFEAS: |
|
586 |
// case CPX_ABORT_PRIM_INFEAS: |
|
587 |
// case CPX_ABORT_PRIM_DUAL_INFEAS: |
|
588 |
return INFINITE;//In case of dual simplex |
|
589 |
//return INFEASIBLE; |
|
590 |
// case CPX_OBJ_LIM: |
|
591 |
// case CPX_IT_LIM_FEAS: |
|
592 |
// case CPX_TIME_LIM_FEAS: |
|
593 |
// case CPX_NUM_BEST_FEAS: |
|
594 |
// case CPX_ABORT_FEAS: |
|
595 |
// case CPX_ABORT_PRIM_DUAL_FEAS: |
|
596 |
// return FEASIBLE; |
|
597 |
default: |
|
598 |
return UNDEFINED; //Everything else comes here |
|
599 |
//FIXME error |
|
600 |
} |
|
601 |
#endif |
|
602 | 910 |
} |
603 | 911 |
|
604 |
//9.0-as cplex verzio statusai |
|
605 |
// CPX_STAT_ABORT_DUAL_OBJ_LIM |
|
606 |
// CPX_STAT_ABORT_IT_LIM |
|
607 |
// CPX_STAT_ABORT_OBJ_LIM |
|
608 |
// CPX_STAT_ABORT_PRIM_OBJ_LIM |
|
609 |
// CPX_STAT_ABORT_TIME_LIM |
|
610 |
// CPX_STAT_ABORT_USER |
|
611 |
// CPX_STAT_FEASIBLE_RELAXED |
|
612 |
// CPX_STAT_INFEASIBLE |
|
613 |
// CPX_STAT_INForUNBD |
|
614 |
// CPX_STAT_NUM_BEST |
|
615 |
// CPX_STAT_OPTIMAL |
|
616 |
// CPX_STAT_OPTIMAL_FACE_UNBOUNDED |
|
617 |
// CPX_STAT_OPTIMAL_INFEAS |
|
618 |
// CPX_STAT_OPTIMAL_RELAXED |
|
619 |
// CPX_STAT_UNBOUNDED |
|
620 |
|
|
621 |
LpCplex::SolutionStatus LpCplex::_getDualStatus() const |
|
622 |
{ |
|
623 |
int stat = CPXgetstat(env, lp); |
|
624 |
#if CPX_VERSION >= 800 |
|
625 |
switch (stat) |
|
626 |
{ |
|
627 |
case CPX_STAT_OPTIMAL: |
|
628 |
return OPTIMAL; |
|
629 |
case CPX_STAT_UNBOUNDED: |
|
630 |
return INFEASIBLE; |
|
631 |
default: |
|
632 |
return UNDEFINED; |
|
633 |
} |
|
634 |
#else |
|
635 |
statusSwitch(env,stat); |
|
636 |
switch (stat) { |
|
637 |
case 0: |
|
638 |
return UNDEFINED; //Undefined |
|
639 |
case CPX_OPTIMAL://Optimal |
|
640 |
return OPTIMAL; |
|
641 |
case CPX_UNBOUNDED: |
|
642 |
return INFEASIBLE; |
|
643 |
default: |
|
644 |
return UNDEFINED; //Everything else comes here |
|
645 |
//FIXME error |
|
646 |
} |
|
647 |
#endif |
|
912 |
MipCplex::Value MipCplex::_getSol(int i) const { |
|
913 |
Value x; |
|
914 |
CPXgetmipx(cplexEnv(), _prob, &x, i, i); |
|
915 |
return x; |
|
648 | 916 |
} |
649 | 917 |
|
650 |
LpCplex::ProblemTypes LpCplex::_getProblemType() const |
|
651 |
{ |
|
652 |
int stat = CPXgetstat(env, lp); |
|
653 |
#if CPX_VERSION >= 800 |
|
654 |
switch (stat) |
|
655 |
{ |
|
656 |
case CPX_STAT_OPTIMAL: |
|
657 |
return PRIMAL_DUAL_FEASIBLE; |
|
658 |
case CPX_STAT_UNBOUNDED: |
|
659 |
return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
|
660 |
default: |
|
661 |
return UNKNOWN; |
|
662 |
} |
|
663 |
#else |
|
664 |
switch (stat) { |
|
665 |
case CPX_OPTIMAL://Optimal |
|
666 |
return PRIMAL_DUAL_FEASIBLE; |
|
667 |
case CPX_UNBOUNDED: |
|
668 |
return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
|
669 |
// return PRIMAL_INFEASIBLE_DUAL_FEASIBLE; |
|
670 |
// return PRIMAL_DUAL_INFEASIBLE; |
|
671 |
|
|
672 |
//Seems to be that this is all we can say for sure |
|
673 |
default: |
|
674 |
//In all other cases |
|
675 |
return UNKNOWN; |
|
676 |
//FIXME error |
|
677 |
} |
|
678 |
#endif |
|
679 |
} |
|
680 |
|
|
681 |
void LpCplex::_setMax() |
|
682 |
{ |
|
683 |
CPXchgobjsen(env, lp, CPX_MAX); |
|
684 |
} |
|
685 |
void LpCplex::_setMin() |
|
686 |
{ |
|
687 |
CPXchgobjsen(env, lp, CPX_MIN); |
|
688 |
} |
|
689 |
|
|
690 |
bool LpCplex::_isMax() const |
|
691 |
{ |
|
692 |
if (CPXgetobjsen(env, lp)==CPX_MAX) |
|
693 |
return true; |
|
694 |
else |
|
695 |
return false; |
|
918 |
MipCplex::Value MipCplex::_getSolValue() const { |
|
919 |
Value objval; |
|
920 |
CPXgetmipobjval(cplexEnv(), _prob, &objval); |
|
921 |
return objval; |
|
696 | 922 |
} |
697 | 923 |
|
698 | 924 |
} //namespace lemon |
699 | 925 |
... | ... |
@@ -24,90 +24,233 @@ |
24 | 24 |
|
25 | 25 |
#include <lemon/lp_base.h> |
26 | 26 |
|
27 | 27 |
struct cpxenv; |
28 | 28 |
struct cpxlp; |
29 | 29 |
|
30 | 30 |
namespace lemon { |
31 | 31 |
|
32 |
|
|
33 |
/// \brief Interface for the CPLEX solver |
|
32 |
/// \brief Reference counted wrapper around cpxenv pointer |
|
34 | 33 |
/// |
35 |
/// This class implements an interface for the CPLEX LP solver. |
|
36 |
class LpCplex :virtual public LpSolverBase { |
|
34 |
/// The cplex uses environment object which is responsible for |
|
35 |
/// checking the proper license usage. This class provides a simple |
|
36 |
/// interface for share the environment object between different |
|
37 |
/// problems. |
|
38 |
class CplexEnv { |
|
39 |
friend class CplexBase; |
|
40 |
private: |
|
41 |
cpxenv* _env; |
|
42 |
mutable int* _cnt; |
|
37 | 43 |
|
38 | 44 |
public: |
39 | 45 |
|
40 |
|
|
46 |
/// \brief This exception is thrown when the license check is not |
|
47 |
/// sufficient |
|
48 |
class LicenseError : public Exception { |
|
49 |
friend class CplexEnv; |
|
50 |
private: |
|
41 | 51 |
|
42 |
/// \e |
|
43 |
int status; |
|
44 |
cpxenv* env; |
|
45 |
cpxlp* lp; |
|
52 |
LicenseError(int status); |
|
53 |
char _message[510]; |
|
46 | 54 |
|
55 |
public: |
|
47 | 56 |
|
48 |
/// \e |
|
49 |
LpCplex(); |
|
50 |
/// \e |
|
51 |
LpCplex(const LpCplex&); |
|
52 |
/// \e |
|
53 |
~LpCplex(); |
|
57 |
/// The short error message |
|
58 |
virtual const char* what() const throw() { |
|
59 |
return _message; |
|
60 |
} |
|
61 |
}; |
|
62 |
|
|
63 |
/// Constructor |
|
64 |
CplexEnv(); |
|
65 |
/// Shallow copy constructor |
|
66 |
CplexEnv(const CplexEnv&); |
|
67 |
/// Shallow assignement |
|
68 |
CplexEnv& operator=(const CplexEnv&); |
|
69 |
/// Destructor |
|
70 |
virtual ~CplexEnv(); |
|
54 | 71 |
|
55 | 72 |
protected: |
56 |
virtual LpSolverBase* _newLp(); |
|
57 |
virtual LpSolverBase* _copyLp(); |
|
58 | 73 |
|
74 |
cpxenv* cplexEnv() { return _env; } |
|
75 |
const cpxenv* cplexEnv() const { return _env; } |
|
76 |
}; |
|
77 |
|
|
78 |
/// \brief Base interface for the CPLEX LP and MIP solver |
|
79 |
/// |
|
80 |
/// This class implements the common interface of the CPLEX LP and |
|
81 |
/// MIP solvers. |
|
82 |
/// \ingroup lp_group |
|
83 |
class CplexBase : virtual public LpBase { |
|
84 |
protected: |
|
85 |
|
|
86 |
CplexEnv _env; |
|
87 |
cpxlp* _prob; |
|
88 |
|
|
89 |
CplexBase(); |
|
90 |
CplexBase(const CplexEnv&); |
|
91 |
CplexBase(const CplexBase &); |
|
92 |
virtual ~CplexBase(); |
|
59 | 93 |
|
60 | 94 |
virtual int _addCol(); |
61 | 95 |
virtual int _addRow(); |
96 |
|
|
62 | 97 |
virtual void _eraseCol(int i); |
63 | 98 |
virtual void _eraseRow(int i); |
64 |
virtual void _getColName(int col, std::string & name) const; |
|
65 |
virtual void _setColName(int col, const std::string & name); |
|
99 |
|
|
100 |
virtual void _eraseColId(int i); |
|
101 |
virtual void _eraseRowId(int i); |
|
102 |
|
|
103 |
virtual void _getColName(int col, std::string& name) const; |
|
104 |
virtual void _setColName(int col, const std::string& name); |
|
66 | 105 |
virtual int _colByName(const std::string& name) const; |
67 |
virtual void _setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e); |
|
68 |
virtual void _getRowCoeffs(int i, RowIterator b) const; |
|
69 |
virtual void _setColCoeffs(int i, ConstColIterator b, ConstColIterator e); |
|
70 |
virtual void _getColCoeffs(int i, ColIterator b) const; |
|
106 |
|
|
107 |
virtual void _getRowName(int row, std::string& name) const; |
|
108 |
virtual void _setRowName(int row, const std::string& name); |
|
109 |
virtual int _rowByName(const std::string& name) const; |
|
110 |
|
|
111 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
112 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
113 |
|
|
114 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
115 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
116 |
|
|
71 | 117 |
virtual void _setCoeff(int row, int col, Value value); |
72 | 118 |
virtual Value _getCoeff(int row, int col) const; |
73 | 119 |
|
74 | 120 |
virtual void _setColLowerBound(int i, Value value); |
75 | 121 |
virtual Value _getColLowerBound(int i) const; |
122 |
|
|
76 | 123 |
virtual void _setColUpperBound(int i, Value value); |
77 | 124 |
virtual Value _getColUpperBound(int i) const; |
78 | 125 |
|
79 |
// virtual void _setRowLowerBound(int i, Value value); |
|
80 |
// virtual void _setRowUpperBound(int i, Value value); |
|
81 |
virtual void _setRowBounds(int i, Value lower, Value upper); |
|
82 |
virtual void _getRowBounds(int i, Value &lb, Value &ub) const; |
|
126 |
private: |
|
127 |
void _set_row_bounds(int i, Value lb, Value ub); |
|
128 |
protected: |
|
129 |
|
|
130 |
virtual void _setRowLowerBound(int i, Value value); |
|
131 |
virtual Value _getRowLowerBound(int i) const; |
|
132 |
|
|
133 |
virtual void _setRowUpperBound(int i, Value value); |
|
134 |
virtual Value _getRowUpperBound(int i) const; |
|
135 |
|
|
136 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
137 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
138 |
|
|
83 | 139 |
virtual void _setObjCoeff(int i, Value obj_coef); |
84 | 140 |
virtual Value _getObjCoeff(int i) const; |
85 |
virtual void _clearObj(); |
|
86 | 141 |
|
142 |
virtual void _setSense(Sense sense); |
|
143 |
virtual Sense _getSense() const; |
|
144 |
|
|
145 |
virtual void _clear(); |
|
146 |
|
|
147 |
public: |
|
148 |
|
|
149 |
/// Returns the used \c CplexEnv instance |
|
150 |
const CplexEnv& env() const { return _env; } |
|
151 |
/// |
|
152 |
const cpxenv* cplexEnv() const { return _env.cplexEnv(); } |
|
153 |
|
|
154 |
cpxlp* cplexLp() { return _prob; } |
|
155 |
const cpxlp* cplexLp() const { return _prob; } |
|
156 |
|
|
157 |
}; |
|
158 |
|
|
159 |
/// \brief Interface for the CPLEX LP solver |
|
160 |
/// |
|
161 |
/// This class implements an interface for the CPLEX LP solver. |
|
162 |
///\ingroup lp_group |
|
163 |
class LpCplex : public CplexBase, public LpSolver { |
|
164 |
public: |
|
165 |
/// \e |
|
166 |
LpCplex(); |
|
167 |
/// \e |
|
168 |
LpCplex(const CplexEnv&); |
|
169 |
/// \e |
|
170 |
LpCplex(const LpCplex&); |
|
171 |
/// \e |
|
172 |
virtual ~LpCplex(); |
|
173 |
|
|
174 |
private: |
|
175 |
|
|
176 |
// these values cannot retrieved element by element |
|
177 |
mutable std::vector<int> _col_status; |
|
178 |
mutable std::vector<int> _row_status; |
|
179 |
|
|
180 |
mutable std::vector<Value> _primal_ray; |
|
181 |
mutable std::vector<Value> _dual_ray; |
|
182 |
|
|
183 |
void _clear_temporals(); |
|
184 |
|
|
185 |
SolveExitStatus convertStatus(int status); |
|
186 |
|
|
187 |
protected: |
|
188 |
|
|
189 |
virtual LpCplex* _cloneSolver() const; |
|
190 |
virtual LpCplex* _newSolver() const; |
|
191 |
|
|
192 |
virtual const char* _solverName() const; |
|
87 | 193 |
|
88 | 194 |
virtual SolveExitStatus _solve(); |
89 | 195 |
virtual Value _getPrimal(int i) const; |
90 | 196 |
virtual Value _getDual(int i) const; |
91 | 197 |
virtual Value _getPrimalValue() const; |
92 |
virtual bool _isBasicCol(int i) const; |
|
93 | 198 |
|
94 |
virtual SolutionStatus _getPrimalStatus() const; |
|
95 |
virtual SolutionStatus _getDualStatus() const; |
|
96 |
virtual |
|
199 |
virtual VarStatus _getColStatus(int i) const; |
|
200 |
virtual VarStatus _getRowStatus(int i) const; |
|
97 | 201 |
|
202 |
virtual Value _getPrimalRay(int i) const; |
|
203 |
virtual Value _getDualRay(int i) const; |
|
98 | 204 |
|
99 |
virtual void _setMax(); |
|
100 |
virtual void _setMin(); |
|
101 |
|
|
102 |
virtual bool _isMax() const; |
|
205 |
virtual ProblemType _getPrimalType() const; |
|
206 |
virtual ProblemType _getDualType() const; |
|
103 | 207 |
|
104 | 208 |
public: |
105 | 209 |
|
106 |
cpxenv* cplexEnv() { return env; } |
|
107 |
cpxlp* cplexLp() { return lp; } |
|
210 |
/// Solve with primal simplex method |
|
211 |
SolveExitStatus solvePrimal(); |
|
212 |
|
|
213 |
/// Solve with dual simplex method |
|
214 |
SolveExitStatus solveDual(); |
|
215 |
|
|
216 |
/// Solve with barrier method |
|
217 |
SolveExitStatus solveBarrier(); |
|
108 | 218 |
|
109 | 219 |
}; |
220 |
|
|
221 |
/// \brief Interface for the CPLEX MIP solver |
|
222 |
/// |
|
223 |
/// This class implements an interface for the CPLEX MIP solver. |
|
224 |
///\ingroup lp_group |
|
225 |
class MipCplex : public CplexBase, public MipSolver { |
|
226 |
public: |
|
227 |
/// \e |
|
228 |
MipCplex(); |
|
229 |
/// \e |
|
230 |
MipCplex(const CplexEnv&); |
|
231 |
/// \e |
|
232 |
MipCplex(const MipCplex&); |
|
233 |
/// \e |
|
234 |
virtual ~MipCplex(); |
|
235 |
|
|
236 |
protected: |
|
237 |
|
|
238 |
virtual MipCplex* _cloneSolver() const; |
|
239 |
virtual MipCplex* _newSolver() const; |
|
240 |
|
|
241 |
virtual const char* _solverName() const; |
|
242 |
|
|
243 |
virtual ColTypes _getColType(int col) const; |
|
244 |
virtual void _setColType(int col, ColTypes col_type); |
|
245 |
|
|
246 |
virtual SolveExitStatus _solve(); |
|
247 |
virtual ProblemType _getType() const; |
|
248 |
virtual Value _getSol(int i) const; |
|
249 |
virtual Value _getSolValue() const; |
|
250 |
|
|
251 |
}; |
|
252 |
|
|
110 | 253 |
} //END OF NAMESPACE LEMON |
111 | 254 |
|
112 | 255 |
#endif //LEMON_LP_CPLEX_H |
113 | 256 |
... | ... |
@@ -12,633 +12,941 @@ |
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 |
///\brief Implementation of the LEMON |
|
20 |
///\brief Implementation of the LEMON GLPK LP and MIP solver interface. |
|
21 | 21 |
|
22 | 22 |
#include <lemon/lp_glpk.h> |
23 |
|
|
23 |
#include <glpk.h> |
|
24 | 24 |
|
25 |
extern "C" { |
|
26 |
#include <glpk.h> |
|
27 |
} |
|
28 |
|
|
29 |
#if GLP_MAJOR_VERSION > 4 || (GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION > 15) |
|
30 |
#define LEMON_glp(func) (glp_##func) |
|
31 |
#define LEMON_lpx(func) (lpx_##func) |
|
32 |
|
|
33 |
#define LEMON_GLP(def) (GLP_##def) |
|
34 |
#define LEMON_LPX(def) (LPX_##def) |
|
35 |
|
|
36 |
#else |
|
37 |
|
|
38 |
#define LEMON_glp(func) (lpx_##func) |
|
39 |
#define LEMON_lpx(func) (lpx_##func) |
|
40 |
|
|
41 |
#define LEMON_GLP(def) (LPX_##def) |
|
42 |
#define LEMON_LPX(def) (LPX_##def) |
|
43 |
|
|
44 |
#endif |
|
25 |
#include <lemon/assert.h> |
|
45 | 26 |
|
46 | 27 |
namespace lemon { |
47 | 28 |
|
48 |
LpGlpk::LpGlpk() : Parent() { |
|
49 |
solved = false; |
|
50 |
rows = _lp_bits::LpId(1); |
|
51 |
cols = _lp_bits::LpId(1); |
|
52 |
lp = LEMON_glp(create_prob)(); |
|
53 |
LEMON_glp(create_index)(lp); |
|
54 |
|
|
29 |
// GlpkBase members |
|
30 |
|
|
31 |
GlpkBase::GlpkBase() : LpBase() { |
|
32 |
lp = glp_create_prob(); |
|
33 |
glp_create_index(lp); |
|
55 | 34 |
} |
56 | 35 |
|
57 |
LpGlpk::LpGlpk(const LpGlpk &glp) : Parent() { |
|
58 |
solved = false; |
|
59 |
rows = _lp_bits::LpId(1); |
|
60 |
cols = _lp_bits::LpId(1); |
|
61 |
lp = LEMON_glp(create_prob)(); |
|
62 |
LEMON_glp(create_index)(lp); |
|
63 |
messageLevel(0); |
|
64 |
//Coefficient matrix, row bounds |
|
65 |
LEMON_glp(add_rows)(lp, LEMON_glp(get_num_rows)(glp.lp)); |
|
66 |
LEMON_glp(add_cols)(lp, LEMON_glp(get_num_cols)(glp.lp)); |
|
67 |
int len; |
|
68 |
std::vector<int> ind(1+LEMON_glp(get_num_cols)(glp.lp)); |
|
69 |
std::vector<Value> val(1+LEMON_glp(get_num_cols)(glp.lp)); |
|
70 |
for (int i=1;i<=LEMON_glp(get_num_rows)(glp.lp);++i) |
|
71 |
{ |
|
72 |
len=LEMON_glp(get_mat_row)(glp.lp,i,&*ind.begin(),&*val.begin()); |
|
73 |
LEMON_glp(set_mat_row)(lp, i,len,&*ind.begin(),&*val.begin()); |
|
74 |
LEMON_glp(set_row_bnds)(lp,i, |
|
75 |
LEMON_glp(get_row_type)(glp.lp,i), |
|
76 |
LEMON_glp(get_row_lb)(glp.lp,i), |
|
77 |
LEMON_glp(get_row_ub)(glp.lp,i)); |
|
78 |
} |
|
79 |
|
|
80 |
//Objective function, coloumn bounds |
|
81 |
LEMON_glp(set_obj_dir)(lp, LEMON_glp(get_obj_dir)(glp.lp)); |
|
82 |
//Objectif function's constant term treated separately |
|
83 |
LEMON_glp(set_obj_coef)(lp,0,LEMON_glp(get_obj_coef)(glp.lp,0)); |
|
84 |
for (int i=1;i<=LEMON_glp(get_num_cols)(glp.lp);++i) |
|
85 |
{ |
|
86 |
LEMON_glp(set_obj_coef)(lp,i, |
|
87 |
LEMON_glp(get_obj_coef)(glp.lp,i)); |
|
88 |
LEMON_glp(set_col_bnds)(lp,i, |
|
89 |
LEMON_glp(get_col_type)(glp.lp,i), |
|
90 |
LEMON_glp(get_col_lb)(glp.lp,i), |
|
91 |
LEMON_glp(get_col_ub)(glp.lp,i)); |
|
92 |
} |
|
93 |
rows = glp.rows; |
|
94 |
cols = glp.cols; |
|
36 |
GlpkBase::GlpkBase(const GlpkBase &other) : LpBase() { |
|
37 |
lp = glp_create_prob(); |
|
38 |
glp_copy_prob(lp, other.lp, GLP_ON); |
|
39 |
glp_create_index(lp); |
|
40 |
rows = other.rows; |
|
41 |
cols = other.cols; |
|
95 | 42 |
} |
96 | 43 |
|
97 |
LpGlpk::~LpGlpk() { |
|
98 |
LEMON_glp(delete_prob)(lp); |
|
44 |
GlpkBase::~GlpkBase() { |
|
45 |
glp_delete_prob(lp); |
|
99 | 46 |
} |
100 | 47 |
|
101 |
int LpGlpk::_addCol() { |
|
102 |
int i=LEMON_glp(add_cols)(lp, 1); |
|
103 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FR), 0.0, 0.0); |
|
104 |
solved = false; |
|
48 |
int GlpkBase::_addCol() { |
|
49 |
int i = glp_add_cols(lp, 1); |
|
50 |
glp_set_col_bnds(lp, i, GLP_FR, 0.0, 0.0); |
|
105 | 51 |
return i; |
106 | 52 |
} |
107 | 53 |
|
108 |
///\e |
|
109 |
|
|
110 |
|
|
111 |
LpSolverBase* LpGlpk::_newLp() |
|
112 |
{ |
|
113 |
LpGlpk* newlp = new LpGlpk; |
|
114 |
return newlp; |
|
115 |
} |
|
116 |
|
|
117 |
///\e |
|
118 |
|
|
119 |
LpSolverBase* LpGlpk::_copyLp() |
|
120 |
{ |
|
121 |
LpGlpk *newlp = new LpGlpk(*this); |
|
122 |
return newlp; |
|
123 |
} |
|
124 |
|
|
125 |
int LpGlpk::_addRow() { |
|
126 |
int i=LEMON_glp(add_rows)(lp, 1); |
|
127 |
solved = false; |
|
54 |
int GlpkBase::_addRow() { |
|
55 |
int i = glp_add_rows(lp, 1); |
|
56 |
glp_set_row_bnds(lp, i, GLP_FR, 0.0, 0.0); |
|
128 | 57 |
return i; |
129 | 58 |
} |
130 | 59 |
|
131 |
|
|
132 |
void LpGlpk::_eraseCol(int i) { |
|
60 |
void GlpkBase::_eraseCol(int i) { |
|
133 | 61 |
int ca[2]; |
134 |
ca[1]=i; |
|
135 |
LEMON_glp(del_cols)(lp, 1, ca); |
|
136 |
|
|
62 |
ca[1] = i; |
|
63 |
glp_del_cols(lp, 1, ca); |
|
137 | 64 |
} |
138 | 65 |
|
139 |
void |
|
66 |
void GlpkBase::_eraseRow(int i) { |
|
140 | 67 |
int ra[2]; |
141 |
ra[1]=i; |
|
142 |
LEMON_glp(del_rows)(lp, 1, ra); |
|
143 |
|
|
68 |
ra[1] = i; |
|
69 |
glp_del_rows(lp, 1, ra); |
|
144 | 70 |
} |
145 | 71 |
|
146 |
void LpGlpk::_getColName(int c, std::string & name) const |
|
147 |
{ |
|
148 |
|
|
149 |
const char *n = LEMON_glp(get_col_name)(lp,c); |
|
150 |
|
|
72 |
void GlpkBase::_eraseColId(int i) { |
|
73 |
cols.eraseIndex(i); |
|
74 |
cols.shiftIndices(i); |
|
151 | 75 |
} |
152 | 76 |
|
77 |
void GlpkBase::_eraseRowId(int i) { |
|
78 |
rows.eraseIndex(i); |
|
79 |
rows.shiftIndices(i); |
|
80 |
} |
|
153 | 81 |
|
154 |
void LpGlpk::_setColName(int c, const std::string & name) |
|
155 |
{ |
|
156 |
|
|
82 |
void GlpkBase::_getColName(int c, std::string& name) const { |
|
83 |
const char *str = glp_get_col_name(lp, c); |
|
84 |
if (str) name = str; |
|
85 |
else name.clear(); |
|
86 |
} |
|
87 |
|
|
88 |
void GlpkBase::_setColName(int c, const std::string & name) { |
|
89 |
glp_set_col_name(lp, c, const_cast<char*>(name.c_str())); |
|
157 | 90 |
|
158 | 91 |
} |
159 | 92 |
|
160 |
int LpGlpk::_colByName(const std::string& name) const |
|
161 |
{ |
|
162 |
|
|
93 |
int GlpkBase::_colByName(const std::string& name) const { |
|
94 |
int k = glp_find_col(lp, const_cast<char*>(name.c_str())); |
|
163 | 95 |
return k > 0 ? k : -1; |
164 | 96 |
} |
165 | 97 |
|
98 |
void GlpkBase::_getRowName(int r, std::string& name) const { |
|
99 |
const char *str = glp_get_row_name(lp, r); |
|
100 |
if (str) name = str; |
|
101 |
else name.clear(); |
|
102 |
} |
|
166 | 103 |
|
167 |
void LpGlpk::_setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e) |
|
168 |
{ |
|
169 |
std:: |
|
104 |
void GlpkBase::_setRowName(int r, const std::string & name) { |
|
105 |
glp_set_row_name(lp, r, const_cast<char*>(name.c_str())); |
|
106 |
|
|
107 |
} |
|
108 |
|
|
109 |
int GlpkBase::_rowByName(const std::string& name) const { |
|
110 |
int k = glp_find_row(lp, const_cast<char*>(name.c_str())); |
|
111 |
return k > 0 ? k : -1; |
|
112 |
} |
|
113 |
|
|
114 |
void GlpkBase::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
|
115 |
std::vector<int> indexes; |
|
170 | 116 |
std::vector<Value> values; |
171 | 117 |
|
172 |
|
|
118 |
indexes.push_back(0); |
|
173 | 119 |
values.push_back(0); |
174 | 120 |
|
175 |
for(ConstRowIterator it=b; it!=e; ++it) { |
|
176 |
indices.push_back(it->first); |
|
121 |
for(ExprIterator it = b; it != e; ++it) { |
|
122 |
indexes.push_back(it->first); |
|
177 | 123 |
values.push_back(it->second); |
178 | 124 |
} |
179 | 125 |
|
180 |
LEMON_glp(set_mat_row)(lp, i, values.size() - 1, |
|
181 |
&indices[0], &values[0]); |
|
182 |
|
|
183 |
solved = false; |
|
126 |
glp_set_mat_row(lp, i, values.size() - 1, |
|
127 |
&indexes.front(), &values.front()); |
|
184 | 128 |
} |
185 | 129 |
|
186 |
void LpGlpk::_getRowCoeffs(int ix, RowIterator b) const |
|
187 |
{ |
|
188 |
|
|
130 |
void GlpkBase::_getRowCoeffs(int ix, InsertIterator b) const { |
|
131 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
|
189 | 132 |
|
190 |
std::vector<int> |
|
133 |
std::vector<int> indexes(length + 1); |
|
191 | 134 |
std::vector<Value> values(length + 1); |
192 | 135 |
|
193 |
|
|
136 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
|
194 | 137 |
|
195 | 138 |
for (int i = 1; i <= length; ++i) { |
196 |
*b = std::make_pair( |
|
139 |
*b = std::make_pair(indexes[i], values[i]); |
|
197 | 140 |
++b; |
198 | 141 |
} |
199 | 142 |
} |
200 | 143 |
|
201 |
void |
|
144 |
void GlpkBase::_setColCoeffs(int ix, ExprIterator b, |
|
145 |
ExprIterator e) { |
|
202 | 146 |
|
203 |
std::vector<int> |
|
147 |
std::vector<int> indexes; |
|
204 | 148 |
std::vector<Value> values; |
205 | 149 |
|
206 |
|
|
150 |
indexes.push_back(0); |
|
207 | 151 |
values.push_back(0); |
208 | 152 |
|
209 |
for(ConstColIterator it=b; it!=e; ++it) { |
|
210 |
indices.push_back(it->first); |
|
153 |
for(ExprIterator it = b; it != e; ++it) { |
|
154 |
indexes.push_back(it->first); |
|
211 | 155 |
values.push_back(it->second); |
212 | 156 |
} |
213 | 157 |
|
214 |
LEMON_glp(set_mat_col)(lp, ix, values.size() - 1, |
|
215 |
&indices[0], &values[0]); |
|
216 |
|
|
217 |
solved = false; |
|
158 |
glp_set_mat_col(lp, ix, values.size() - 1, |
|
159 |
&indexes.front(), &values.front()); |
|
218 | 160 |
} |
219 | 161 |
|
220 |
void LpGlpk::_getColCoeffs(int ix, ColIterator b) const |
|
221 |
{ |
|
222 |
|
|
162 |
void GlpkBase::_getColCoeffs(int ix, InsertIterator b) const { |
|
163 |
int length = glp_get_mat_col(lp, ix, 0, 0); |
|
223 | 164 |
|
224 |
std::vector<int> |
|
165 |
std::vector<int> indexes(length + 1); |
|
225 | 166 |
std::vector<Value> values(length + 1); |
226 | 167 |
|
227 |
|
|
168 |
glp_get_mat_col(lp, ix, &indexes.front(), &values.front()); |
|
228 | 169 |
|
229 |
for (int i = 1; i <= length; ++i) { |
|
230 |
*b = std::make_pair(indices[i], values[i]); |
|
170 |
for (int i = 1; i <= length; ++i) { |
|
171 |
*b = std::make_pair(indexes[i], values[i]); |
|
231 | 172 |
++b; |
232 | 173 |
} |
233 | 174 |
} |
234 | 175 |
|
235 |
void LpGlpk::_setCoeff(int ix, int jx, Value value) |
|
236 |
{ |
|
176 |
void GlpkBase::_setCoeff(int ix, int jx, Value value) { |
|
237 | 177 |
|
238 |
if ( |
|
178 |
if (glp_get_num_cols(lp) < glp_get_num_rows(lp)) { |
|
239 | 179 |
|
240 |
int length= |
|
180 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
|
241 | 181 |
|
242 |
std::vector<int> |
|
182 |
std::vector<int> indexes(length + 2); |
|
243 | 183 |
std::vector<Value> values(length + 2); |
244 | 184 |
|
245 |
|
|
185 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
|
246 | 186 |
|
247 | 187 |
//The following code does not suppose that the elements of the |
248 |
//array indices are sorted |
|
249 |
bool found=false; |
|
250 |
for (int i = 1; i <= length; ++i) { |
|
251 |
if (indices[i]==jx){ |
|
252 |
found=true; |
|
253 |
values[i]=value; |
|
188 |
//array indexes are sorted |
|
189 |
bool found = false; |
|
190 |
for (int i = 1; i <= length; ++i) { |
|
191 |
if (indexes[i] == jx) { |
|
192 |
found = true; |
|
193 |
values[i] = value; |
|
254 | 194 |
break; |
255 | 195 |
} |
256 | 196 |
} |
257 |
if (!found){ |
|
197 |
if (!found) { |
|
258 | 198 |
++length; |
259 |
indices[length]=jx; |
|
260 |
values[length]=value; |
|
199 |
indexes[length] = jx; |
|
200 |
values[length] = value; |
|
261 | 201 |
} |
262 | 202 |
|
263 |
|
|
203 |
glp_set_mat_row(lp, ix, length, &indexes.front(), &values.front()); |
|
264 | 204 |
|
265 | 205 |
} else { |
266 | 206 |
|
267 |
int length= |
|
207 |
int length = glp_get_mat_col(lp, jx, 0, 0); |
|
268 | 208 |
|
269 |
std::vector<int> |
|
209 |
std::vector<int> indexes(length + 2); |
|
270 | 210 |
std::vector<Value> values(length + 2); |
271 | 211 |
|
272 |
|
|
212 |
glp_get_mat_col(lp, jx, &indexes.front(), &values.front()); |
|
273 | 213 |
|
274 | 214 |
//The following code does not suppose that the elements of the |
275 |
//array indices are sorted |
|
276 |
bool found=false; |
|
215 |
//array indexes are sorted |
|
216 |
bool found = false; |
|
277 | 217 |
for (int i = 1; i <= length; ++i) { |
278 |
if (indices[i]==ix){ |
|
279 |
found=true; |
|
280 |
|
|
218 |
if (indexes[i] == ix) { |
|
219 |
found = true; |
|
220 |
values[i] = value; |
|
281 | 221 |
break; |
282 | 222 |
} |
283 | 223 |
} |
284 |
if (!found){ |
|
224 |
if (!found) { |
|
285 | 225 |
++length; |
286 |
indices[length]=ix; |
|
287 |
values[length]=value; |
|
226 |
indexes[length] = ix; |
|
227 |
values[length] = value; |
|
288 | 228 |
} |
289 | 229 |
|
290 |
|
|
230 |
glp_set_mat_col(lp, jx, length, &indexes.front(), &values.front()); |
|
291 | 231 |
} |
292 | 232 |
|
293 |
solved = false; |
|
294 | 233 |
} |
295 | 234 |
|
296 |
LpGlpk::Value LpGlpk::_getCoeff(int ix, int jx) const |
|
297 |
{ |
|
235 |
GlpkBase::Value GlpkBase::_getCoeff(int ix, int jx) const { |
|
298 | 236 |
|
299 |
int length= |
|
237 |
int length = glp_get_mat_row(lp, ix, 0, 0); |
|
300 | 238 |
|
301 |
std::vector<int> |
|
239 |
std::vector<int> indexes(length + 1); |
|
302 | 240 |
std::vector<Value> values(length + 1); |
303 | 241 |
|
304 |
|
|
242 |
glp_get_mat_row(lp, ix, &indexes.front(), &values.front()); |
|
305 | 243 |
|
306 |
//The following code does not suppose that the elements of the |
|
307 |
//array indices are sorted |
|
308 |
for (int i = 1; i <= length; ++i) { |
|
309 |
if (indices[i]==jx){ |
|
244 |
for (int i = 1; i <= length; ++i) { |
|
245 |
if (indexes[i] == jx) { |
|
310 | 246 |
return values[i]; |
311 | 247 |
} |
312 | 248 |
} |
249 |
|
|
313 | 250 |
return 0; |
251 |
} |
|
252 |
|
|
253 |
void GlpkBase::_setColLowerBound(int i, Value lo) { |
|
254 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
|
255 |
|
|
256 |
int b = glp_get_col_type(lp, i); |
|
257 |
double up = glp_get_col_ub(lp, i); |
|
258 |
if (lo == -INF) { |
|
259 |
switch (b) { |
|
260 |
case GLP_FR: |
|
261 |
case GLP_LO: |
|
262 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
|
263 |
break; |
|
264 |
case GLP_UP: |
|
265 |
break; |
|
266 |
case GLP_DB: |
|
267 |
case GLP_FX: |
|
268 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
|
269 |
break; |
|
270 |
default: |
|
271 |
break; |
|
272 |
} |
|
273 |
} else { |
|
274 |
switch (b) { |
|
275 |
case GLP_FR: |
|
276 |
case GLP_LO: |
|
277 |
glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
|
278 |
break; |
|
279 |
case GLP_UP: |
|
280 |
case GLP_DB: |
|
281 |
case GLP_FX: |
|
282 |
if (lo == up) |
|
283 |
glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
|
284 |
else |
|
285 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
|
286 |
break; |
|
287 |
default: |
|
288 |
break; |
|
289 |
} |
|
290 |
} |
|
291 |
} |
|
292 |
|
|
293 |
GlpkBase::Value GlpkBase::_getColLowerBound(int i) const { |
|
294 |
int b = glp_get_col_type(lp, i); |
|
295 |
switch (b) { |
|
296 |
case GLP_LO: |
|
297 |
case GLP_DB: |
|
298 |
case GLP_FX: |
|
299 |
return glp_get_col_lb(lp, i); |
|
300 |
default: |
|
301 |
return -INF; |
|
302 |
} |
|
303 |
} |
|
304 |
|
|
305 |
void GlpkBase::_setColUpperBound(int i, Value up) { |
|
306 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
|
307 |
|
|
308 |
int b = glp_get_col_type(lp, i); |
|
309 |
double lo = glp_get_col_lb(lp, i); |
|
310 |
if (up == INF) { |
|
311 |
switch (b) { |
|
312 |
case GLP_FR: |
|
313 |
case GLP_LO: |
|
314 |
break; |
|
315 |
case GLP_UP: |
|
316 |
glp_set_col_bnds(lp, i, GLP_FR, lo, up); |
|
317 |
break; |
|
318 |
case GLP_DB: |
|
319 |
case GLP_FX: |
|
320 |
glp_set_col_bnds(lp, i, GLP_LO, lo, up); |
|
321 |
break; |
|
322 |
default: |
|
323 |
break; |
|
324 |
} |
|
325 |
} else { |
|
326 |
switch (b) { |
|
327 |
case GLP_FR: |
|
328 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
|
329 |
break; |
|
330 |
case GLP_UP: |
|
331 |
glp_set_col_bnds(lp, i, GLP_UP, lo, up); |
|
332 |
break; |
|
333 |
case GLP_LO: |
|
334 |
case GLP_DB: |
|
335 |
case GLP_FX: |
|
336 |
if (lo == up) |
|
337 |
glp_set_col_bnds(lp, i, GLP_FX, lo, up); |
|
338 |
else |
|
339 |
glp_set_col_bnds(lp, i, GLP_DB, lo, up); |
|
340 |
break; |
|
341 |
default: |
|
342 |
break; |
|
343 |
} |
|
344 |
} |
|
314 | 345 |
|
315 | 346 |
} |
316 | 347 |
|
317 |
|
|
318 |
void LpGlpk::_setColLowerBound(int i, Value lo) |
|
319 |
{ |
|
320 |
if (lo==INF) { |
|
321 |
//FIXME error |
|
322 |
} |
|
323 |
int b=LEMON_glp(get_col_type)(lp, i); |
|
324 |
double up=LEMON_glp(get_col_ub)(lp, i); |
|
325 |
|
|
348 |
GlpkBase::Value GlpkBase::_getColUpperBound(int i) const { |
|
349 |
int b = glp_get_col_type(lp, i); |
|
326 | 350 |
switch (b) { |
327 |
case LEMON_GLP(FR): |
|
328 |
case LEMON_GLP(LO): |
|
329 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FR), lo, up); |
|
330 |
break; |
|
331 |
case LEMON_GLP(UP): |
|
332 |
break; |
|
333 |
case LEMON_GLP(DB): |
|
334 |
case LEMON_GLP(FX): |
|
335 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(UP), lo, up); |
|
336 |
break; |
|
337 |
default: ; |
|
338 |
//FIXME error |
|
339 |
} |
|
340 |
} else { |
|
341 |
switch (b) { |
|
342 |
case LEMON_GLP(FR): |
|
343 |
case LEMON_GLP(LO): |
|
344 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(LO), lo, up); |
|
345 |
break; |
|
346 |
case LEMON_GLP(UP): |
|
347 |
case LEMON_GLP(DB): |
|
348 |
case LEMON_GLP(FX): |
|
349 |
if (lo==up) |
|
350 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FX), lo, up); |
|
351 |
else |
|
352 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(DB), lo, up); |
|
353 |
break; |
|
354 |
default: ; |
|
355 |
//FIXME error |
|
356 |
} |
|
357 |
} |
|
358 |
|
|
359 |
solved = false; |
|
360 |
} |
|
361 |
|
|
362 |
LpGlpk::Value LpGlpk::_getColLowerBound(int i) const |
|
363 |
{ |
|
364 |
int b=LEMON_glp(get_col_type)(lp, i); |
|
365 |
switch (b) { |
|
366 |
case LEMON_GLP(LO): |
|
367 |
case LEMON_GLP(DB): |
|
368 |
case LEMON_GLP(FX): |
|
369 |
return LEMON_glp(get_col_lb)(lp, i); |
|
370 |
default: ; |
|
371 |
return -INF; |
|
372 |
} |
|
373 |
} |
|
374 |
|
|
375 |
void LpGlpk::_setColUpperBound(int i, Value up) |
|
376 |
{ |
|
377 |
if (up==-INF) { |
|
378 |
//FIXME error |
|
379 |
} |
|
380 |
int b=LEMON_glp(get_col_type)(lp, i); |
|
381 |
double lo=LEMON_glp(get_col_lb)(lp, i); |
|
382 |
if (up==INF) { |
|
383 |
switch (b) { |
|
384 |
case LEMON_GLP(FR): |
|
385 |
case LEMON_GLP(LO): |
|
386 |
break; |
|
387 |
case LEMON_GLP(UP): |
|
388 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FR), lo, up); |
|
389 |
break; |
|
390 |
case LEMON_GLP(DB): |
|
391 |
case LEMON_GLP(FX): |
|
392 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(LO), lo, up); |
|
393 |
break; |
|
394 |
default: ; |
|
395 |
//FIXME error |
|
396 |
} |
|
397 |
} else { |
|
398 |
switch (b) { |
|
399 |
case LEMON_GLP(FR): |
|
400 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(UP), lo, up); |
|
401 |
break; |
|
402 |
case LEMON_GLP(UP): |
|
403 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(UP), lo, up); |
|
404 |
break; |
|
405 |
case LEMON_GLP(LO): |
|
406 |
case LEMON_GLP(DB): |
|
407 |
case LEMON_GLP(FX): |
|
408 |
if (lo==up) |
|
409 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(FX), lo, up); |
|
410 |
else |
|
411 |
LEMON_glp(set_col_bnds)(lp, i, LEMON_GLP(DB), lo, up); |
|
412 |
break; |
|
413 |
default: ; |
|
414 |
//FIXME error |
|
415 |
} |
|
416 |
} |
|
417 |
|
|
418 |
solved = false; |
|
419 |
} |
|
420 |
|
|
421 |
LpGlpk::Value LpGlpk::_getColUpperBound(int i) const |
|
422 |
{ |
|
423 |
int b=LEMON_glp(get_col_type)(lp, i); |
|
424 |
switch (b) { |
|
425 |
case LEMON_GLP(UP): |
|
426 |
case LEMON_GLP(DB): |
|
427 |
case LEMON_GLP(FX): |
|
428 |
return LEMON_glp(get_col_ub)(lp, i); |
|
429 |
|
|
351 |
case GLP_UP: |
|
352 |
case GLP_DB: |
|
353 |
case GLP_FX: |
|
354 |
return glp_get_col_ub(lp, i); |
|
355 |
default: |
|
430 | 356 |
return INF; |
431 | 357 |
} |
432 | 358 |
} |
433 | 359 |
|
434 |
void LpGlpk::_setRowBounds(int i, Value lb, Value ub) |
|
435 |
{ |
|
436 |
//Bad parameter |
|
437 |
if (lb==INF || ub==-INF) { |
|
438 |
//FIXME error |
|
439 |
} |
|
360 |
void GlpkBase::_setRowLowerBound(int i, Value lo) { |
|
361 |
LEMON_ASSERT(lo != INF, "Invalid bound"); |
|
440 | 362 |
|
441 |
if (lb == -INF){ |
|
442 |
if (ub == INF){ |
|
443 |
|
|
363 |
int b = glp_get_row_type(lp, i); |
|
364 |
double up = glp_get_row_ub(lp, i); |
|
365 |
if (lo == -INF) { |
|
366 |
switch (b) { |
|
367 |
case GLP_FR: |
|
368 |
case GLP_LO: |
|
369 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
|
370 |
break; |
|
371 |
case GLP_UP: |
|
372 |
break; |
|
373 |
case GLP_DB: |
|
374 |
case GLP_FX: |
|
375 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
|
376 |
break; |
|
377 |
default: |
|
378 |
break; |
|
444 | 379 |
} |
445 |
else{ |
|
446 |
LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(UP), lb, ub); |
|
380 |
} else { |
|
381 |
switch (b) { |
|
382 |
case GLP_FR: |
|
383 |
case GLP_LO: |
|
384 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
|
385 |
break; |
|
386 |
case GLP_UP: |
|
387 |
case GLP_DB: |
|
388 |
case GLP_FX: |
|
389 |
if (lo == up) |
|
390 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
|
391 |
else |
|
392 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
|
393 |
break; |
|
394 |
default: |
|
395 |
break; |
|
447 | 396 |
} |
448 | 397 |
} |
449 |
else{ |
|
450 |
if (ub==INF){ |
|
451 |
LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(LO), lb, ub); |
|
452 |
|
|
453 |
} |
|
454 |
else{ |
|
455 |
if (lb == ub){ |
|
456 |
LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(FX), lb, ub); |
|
457 |
} |
|
458 |
else{ |
|
459 |
LEMON_glp(set_row_bnds)(lp, i, LEMON_GLP(DB), lb, ub); |
|
460 |
} |
|
461 |
} |
|
462 |
} |
|
463 |
|
|
464 |
solved = false; |
|
465 |
} |
|
466 |
|
|
467 |
void LpGlpk::_getRowBounds(int i, Value &lb, Value &ub) const |
|
468 |
{ |
|
469 |
|
|
470 |
int b=LEMON_glp(get_row_type)(lp, i); |
|
471 |
switch (b) { |
|
472 |
case LEMON_GLP(FR): |
|
473 |
case LEMON_GLP(UP): |
|
474 |
lb = -INF; |
|
475 |
break; |
|
476 |
default: |
|
477 |
lb=LEMON_glp(get_row_lb)(lp, i); |
|
478 |
} |
|
479 |
|
|
480 |
switch (b) { |
|
481 |
case LEMON_GLP(FR): |
|
482 |
case LEMON_GLP(LO): |
|
483 |
ub = INF; |
|
484 |
break; |
|
485 |
default: |
|
486 |
ub=LEMON_glp(get_row_ub)(lp, i); |
|
487 |
} |
|
488 | 398 |
|
489 | 399 |
} |
490 | 400 |
|
491 |
void LpGlpk::_setObjCoeff(int i, Value obj_coef) |
|
492 |
{ |
|
493 |
//i=0 means the constant term (shift) |
|
494 |
LEMON_glp(set_obj_coef)(lp, i, obj_coef); |
|
495 |
|
|
496 |
solved = false; |
|
497 |
} |
|
498 |
|
|
499 |
LpGlpk::Value LpGlpk::_getObjCoeff(int i) const { |
|
500 |
//i=0 means the constant term (shift) |
|
501 |
return LEMON_glp(get_obj_coef)(lp, i); |
|
502 |
} |
|
503 |
|
|
504 |
void LpGlpk::_clearObj() |
|
505 |
{ |
|
506 |
for (int i=0;i<=LEMON_glp(get_num_cols)(lp);++i){ |
|
507 |
LEMON_glp(set_obj_coef)(lp, i, 0); |
|
508 |
} |
|
509 |
|
|
510 |
solved = false; |
|
511 |
} |
|
512 |
|
|
513 |
LpGlpk::SolveExitStatus LpGlpk::_solve() |
|
514 |
{ |
|
515 |
// A way to check the problem to be solved |
|
516 |
//LEMON_glp(write_cpxlp(lp,"naittvan.cpx"); |
|
517 |
|
|
518 |
LEMON_lpx(std_basis)(lp); |
|
519 |
int i = LEMON_lpx(simplex)(lp); |
|
520 |
|
|
521 |
switch (i) { |
|
522 |
case LEMON_LPX(E_OK): |
|
523 |
solved = true; |
|
524 |
return SOLVED; |
|
401 |
GlpkBase::Value GlpkBase::_getRowLowerBound(int i) const { |
|
402 |
int b = glp_get_row_type(lp, i); |
|
403 |
switch (b) { |
|
404 |
case GLP_LO: |
|
405 |
case GLP_DB: |
|
406 |
case GLP_FX: |
|
407 |
return glp_get_row_lb(lp, i); |
|
525 | 408 |
default: |
526 |
return |
|
409 |
return -INF; |
|
527 | 410 |
} |
528 | 411 |
} |
529 | 412 |
|
530 |
LpGlpk::Value LpGlpk::_getPrimal(int i) const |
|
531 |
{ |
|
532 |
return LEMON_glp(get_col_prim)(lp,i); |
|
533 |
} |
|
413 |
void GlpkBase::_setRowUpperBound(int i, Value up) { |
|
414 |
LEMON_ASSERT(up != -INF, "Invalid bound"); |
|
534 | 415 |
|
535 |
LpGlpk::Value LpGlpk::_getDual(int i) const |
|
536 |
{ |
|
537 |
return LEMON_glp(get_row_dual)(lp,i); |
|
538 |
} |
|
539 |
|
|
540 |
LpGlpk::Value LpGlpk::_getPrimalValue() const |
|
541 |
{ |
|
542 |
return LEMON_glp(get_obj_val)(lp); |
|
543 |
} |
|
544 |
bool LpGlpk::_isBasicCol(int i) const |
|
545 |
{ |
|
546 |
return (LEMON_glp(get_col_stat)(lp, i)==LEMON_GLP(BS)); |
|
547 |
} |
|
548 |
|
|
549 |
|
|
550 |
LpGlpk::SolutionStatus LpGlpk::_getPrimalStatus() const |
|
551 |
{ |
|
552 |
if (!solved) return UNDEFINED; |
|
553 |
int stat= LEMON_lpx(get_status)(lp); |
|
554 |
switch (stat) { |
|
555 |
case LEMON_LPX(UNDEF)://Undefined (no solve has been run yet) |
|
556 |
return UNDEFINED; |
|
557 |
case LEMON_LPX(NOFEAS)://There is no feasible solution (primal, I guess) |
|
558 |
case LEMON_LPX(INFEAS)://Infeasible |
|
559 |
return INFEASIBLE; |
|
560 |
case LEMON_LPX(UNBND)://Unbounded |
|
561 |
return INFINITE; |
|
562 |
case LEMON_LPX(FEAS)://Feasible |
|
563 |
return FEASIBLE; |
|
564 |
case LEMON_LPX(OPT)://Feasible |
|
565 |
return OPTIMAL; |
|
566 |
default: |
|
567 |
return UNDEFINED; //to avoid gcc warning |
|
568 |
//FIXME error |
|
416 |
int b = glp_get_row_type(lp, i); |
|
417 |
double lo = glp_get_row_lb(lp, i); |
|
418 |
if (up == INF) { |
|
419 |
switch (b) { |
|
420 |
case GLP_FR: |
|
421 |
case GLP_LO: |
|
422 |
break; |
|
423 |
case GLP_UP: |
|
424 |
glp_set_row_bnds(lp, i, GLP_FR, lo, up); |
|
425 |
break; |
|
426 |
case GLP_DB: |
|
427 |
case GLP_FX: |
|
428 |
glp_set_row_bnds(lp, i, GLP_LO, lo, up); |
|
429 |
break; |
|
430 |
default: |
|
431 |
break; |
|
432 |
} |
|
433 |
} else { |
|
434 |
switch (b) { |
|
435 |
case GLP_FR: |
|
436 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
|
437 |
break; |
|
438 |
case GLP_UP: |
|
439 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
|
440 |
break; |
|
441 |
case GLP_LO: |
|
442 |
case GLP_DB: |
|
443 |
case GLP_FX: |
|
444 |
if (lo == up) |
|
445 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
|
446 |
else |
|
447 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
|
448 |
break; |
|
449 |
default: |
|
450 |
break; |
|
451 |
} |
|
569 | 452 |
} |
570 | 453 |
} |
571 | 454 |
|
572 |
LpGlpk::SolutionStatus LpGlpk::_getDualStatus() const |
|
573 |
{ |
|
574 |
if (!solved) return UNDEFINED; |
|
575 |
switch (LEMON_lpx(get_dual_stat)(lp)) { |
|
576 |
case LEMON_LPX(D_UNDEF)://Undefined (no solve has been run yet) |
|
577 |
return UNDEFINED; |
|
578 |
case LEMON_LPX(D_NOFEAS)://There is no dual feasible solution |
|
579 |
// case LEMON_LPX(D_INFEAS://Infeasible |
|
580 |
return INFEASIBLE; |
|
581 |
case LEMON_LPX(D_FEAS)://Feasible |
|
582 |
switch (LEMON_lpx(get_status)(lp)) { |
|
583 |
case LEMON_LPX(NOFEAS): |
|
584 |
return INFINITE; |
|
585 |
case LEMON_LPX(OPT): |
|
586 |
return OPTIMAL; |
|
587 |
default: |
|
588 |
return FEASIBLE; |
|
589 |
} |
|
455 |
GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const { |
|
456 |
int b = glp_get_row_type(lp, i); |
|
457 |
switch (b) { |
|
458 |
case GLP_UP: |
|
459 |
case GLP_DB: |
|
460 |
case GLP_FX: |
|
461 |
return glp_get_row_ub(lp, i); |
|
590 | 462 |
default: |
591 |
return UNDEFINED; //to avoid gcc warning |
|
592 |
//FIXME error |
|
463 |
return INF; |
|
593 | 464 |
} |
594 | 465 |
} |
595 | 466 |
|
596 |
LpGlpk::ProblemTypes LpGlpk::_getProblemType() const |
|
597 |
{ |
|
598 |
if (!solved) return UNKNOWN; |
|
599 |
//int stat= LEMON_glp(get_status(lp); |
|
600 |
int statp= LEMON_lpx(get_prim_stat)(lp); |
|
601 |
int statd= LEMON_lpx(get_dual_stat)(lp); |
|
602 |
if (statp==LEMON_LPX(P_FEAS) && statd==LEMON_LPX(D_FEAS)) |
|
603 |
return PRIMAL_DUAL_FEASIBLE; |
|
604 |
if (statp==LEMON_LPX(P_FEAS) && statd==LEMON_LPX(D_NOFEAS)) |
|
605 |
return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
|
606 |
if (statp==LEMON_LPX(P_NOFEAS) && statd==LEMON_LPX(D_FEAS)) |
|
607 |
return PRIMAL_INFEASIBLE_DUAL_FEASIBLE; |
|
608 |
if (statp==LEMON_LPX(P_NOFEAS) && statd==LEMON_LPX(D_NOFEAS)) |
|
609 |
return PRIMAL_DUAL_INFEASIBLE; |
|
610 |
//In all other cases |
|
611 |
return UNKNOWN; |
|
467 |
void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
|
468 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) { |
|
469 |
glp_set_obj_coef(lp, i, 0.0); |
|
470 |
} |
|
471 |
for (ExprIterator it = b; it != e; ++it) { |
|
472 |
glp_set_obj_coef(lp, it->first, it->second); |
|
473 |
} |
|
612 | 474 |
} |
613 | 475 |
|
614 |
void LpGlpk::_setMax() |
|
615 |
{ |
|
616 |
solved = false; |
|
617 |
LEMON_glp(set_obj_dir)(lp, LEMON_GLP(MAX)); |
|
476 |
void GlpkBase::_getObjCoeffs(InsertIterator b) const { |
|
477 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) { |
|
478 |
Value val = glp_get_obj_coef(lp, i); |
|
479 |
if (val != 0.0) { |
|
480 |
*b = std::make_pair(i, val); |
|
481 |
++b; |
|
482 |
} |
|
483 |
} |
|
618 | 484 |
} |
619 | 485 |
|
620 |
void LpGlpk::_setMin() |
|
621 |
{ |
|
622 |
solved = false; |
|
623 |
LEMON_glp(set_obj_dir)(lp, LEMON_GLP(MIN)); |
|
486 |
void GlpkBase::_setObjCoeff(int i, Value obj_coef) { |
|
487 |
//i = 0 means the constant term (shift) |
|
488 |
glp_set_obj_coef(lp, i, obj_coef); |
|
624 | 489 |
} |
625 | 490 |
|
626 |
bool LpGlpk::_isMax() const |
|
627 |
{ |
|
628 |
|
|
491 |
GlpkBase::Value GlpkBase::_getObjCoeff(int i) const { |
|
492 |
//i = 0 means the constant term (shift) |
|
493 |
return glp_get_obj_coef(lp, i); |
|
629 | 494 |
} |
630 | 495 |
|
631 |
|
|
632 |
|
|
633 |
void LpGlpk::messageLevel(int m) |
|
634 |
{ |
|
635 |
|
|
496 |
void GlpkBase::_setSense(GlpkBase::Sense sense) { |
|
497 |
switch (sense) { |
|
498 |
case MIN: |
|
499 |
glp_set_obj_dir(lp, GLP_MIN); |
|
500 |
break; |
|
501 |
case MAX: |
|
502 |
glp_set_obj_dir(lp, GLP_MAX); |
|
503 |
break; |
|
504 |
} |
|
636 | 505 |
} |
637 | 506 |
|
638 |
void LpGlpk::presolver(bool b) |
|
639 |
{ |
|
640 |
|
|
507 |
GlpkBase::Sense GlpkBase::_getSense() const { |
|
508 |
switch(glp_get_obj_dir(lp)) { |
|
509 |
case GLP_MIN: |
|
510 |
return MIN; |
|
511 |
case GLP_MAX: |
|
512 |
return MAX; |
|
513 |
default: |
|
514 |
LEMON_ASSERT(false, "Wrong sense"); |
|
515 |
return GlpkBase::Sense(); |
|
516 |
} |
|
641 | 517 |
} |
642 | 518 |
|
519 |
void GlpkBase::_clear() { |
|
520 |
glp_erase_prob(lp); |
|
521 |
rows.clear(); |
|
522 |
cols.clear(); |
|
523 |
} |
|
524 |
|
|
525 |
// LpGlpk members |
|
526 |
|
|
527 |
LpGlpk::LpGlpk() |
|
528 |
: LpBase(), GlpkBase(), LpSolver() { |
|
529 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
530 |
} |
|
531 |
|
|
532 |
LpGlpk::LpGlpk(const LpGlpk& other) |
|
533 |
: LpBase(other), GlpkBase(other), LpSolver(other) { |
|
534 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
535 |
} |
|
536 |
|
|
537 |
LpGlpk* LpGlpk::_newSolver() const { return new LpGlpk; } |
|
538 |
LpGlpk* LpGlpk::_cloneSolver() const { return new LpGlpk(*this); } |
|
539 |
|
|
540 |
const char* LpGlpk::_solverName() const { return "LpGlpk"; } |
|
541 |
|
|
542 |
void LpGlpk::_clear_temporals() { |
|
543 |
_primal_ray.clear(); |
|
544 |
_dual_ray.clear(); |
|
545 |
} |
|
546 |
|
|
547 |
LpGlpk::SolveExitStatus LpGlpk::_solve() { |
|
548 |
return solvePrimal(); |
|
549 |
} |
|
550 |
|
|
551 |
LpGlpk::SolveExitStatus LpGlpk::solvePrimal() { |
|
552 |
_clear_temporals(); |
|
553 |
|
|
554 |
glp_smcp smcp; |
|
555 |
glp_init_smcp(&smcp); |
|
556 |
|
|
557 |
switch (_message_level) { |
|
558 |
case MESSAGE_NO_OUTPUT: |
|
559 |
smcp.msg_lev = GLP_MSG_OFF; |
|
560 |
break; |
|
561 |
case MESSAGE_ERROR_MESSAGE: |
|
562 |
smcp.msg_lev = GLP_MSG_ERR; |
|
563 |
break; |
|
564 |
case MESSAGE_NORMAL_OUTPUT: |
|
565 |
smcp.msg_lev = GLP_MSG_ON; |
|
566 |
break; |
|
567 |
case MESSAGE_FULL_OUTPUT: |
|
568 |
smcp.msg_lev = GLP_MSG_ALL; |
|
569 |
break; |
|
570 |
} |
|
571 |
|
|
572 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
|
573 |
return SOLVED; |
|
574 |
} |
|
575 |
|
|
576 |
LpGlpk::SolveExitStatus LpGlpk::solveDual() { |
|
577 |
_clear_temporals(); |
|
578 |
|
|
579 |
glp_smcp smcp; |
|
580 |
glp_init_smcp(&smcp); |
|
581 |
|
|
582 |
switch (_message_level) { |
|
583 |
case MESSAGE_NO_OUTPUT: |
|
584 |
smcp.msg_lev = GLP_MSG_OFF; |
|
585 |
break; |
|
586 |
case MESSAGE_ERROR_MESSAGE: |
|
587 |
smcp.msg_lev = GLP_MSG_ERR; |
|
588 |
break; |
|
589 |
case MESSAGE_NORMAL_OUTPUT: |
|
590 |
smcp.msg_lev = GLP_MSG_ON; |
|
591 |
break; |
|
592 |
case MESSAGE_FULL_OUTPUT: |
|
593 |
smcp.msg_lev = GLP_MSG_ALL; |
|
594 |
break; |
|
595 |
} |
|
596 |
smcp.meth = GLP_DUAL; |
|
597 |
|
|
598 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
|
599 |
return SOLVED; |
|
600 |
} |
|
601 |
|
|
602 |
LpGlpk::Value LpGlpk::_getPrimal(int i) const { |
|
603 |
return glp_get_col_prim(lp, i); |
|
604 |
} |
|
605 |
|
|
606 |
LpGlpk::Value LpGlpk::_getDual(int i) const { |
|
607 |
return glp_get_row_dual(lp, i); |
|
608 |
} |
|
609 |
|
|
610 |
LpGlpk::Value LpGlpk::_getPrimalValue() const { |
|
611 |
return glp_get_obj_val(lp); |
|
612 |
} |
|
613 |
|
|
614 |
LpGlpk::VarStatus LpGlpk::_getColStatus(int i) const { |
|
615 |
switch (glp_get_col_stat(lp, i)) { |
|
616 |
case GLP_BS: |
|
617 |
return BASIC; |
|
618 |
case GLP_UP: |
|
619 |
return UPPER; |
|
620 |
case GLP_LO: |
|
621 |
return LOWER; |
|
622 |
case GLP_NF: |
|
623 |
return FREE; |
|
624 |
case GLP_NS: |
|
625 |
return FIXED; |
|
626 |
default: |
|
627 |
LEMON_ASSERT(false, "Wrong column status"); |
|
628 |
return LpGlpk::VarStatus(); |
|
629 |
} |
|
630 |
} |
|
631 |
|
|
632 |
LpGlpk::VarStatus LpGlpk::_getRowStatus(int i) const { |
|
633 |
switch (glp_get_row_stat(lp, i)) { |
|
634 |
case GLP_BS: |
|
635 |
return BASIC; |
|
636 |
case GLP_UP: |
|
637 |
return UPPER; |
|
638 |
case GLP_LO: |
|
639 |
return LOWER; |
|
640 |
case GLP_NF: |
|
641 |
return FREE; |
|
642 |
case GLP_NS: |
|
643 |
return FIXED; |
|
644 |
default: |
|
645 |
LEMON_ASSERT(false, "Wrong row status"); |
|
646 |
return LpGlpk::VarStatus(); |
|
647 |
} |
|
648 |
} |
|
649 |
|
|
650 |
LpGlpk::Value LpGlpk::_getPrimalRay(int i) const { |
|
651 |
if (_primal_ray.empty()) { |
|
652 |
int row_num = glp_get_num_rows(lp); |
|
653 |
int col_num = glp_get_num_cols(lp); |
|
654 |
|
|
655 |
_primal_ray.resize(col_num + 1, 0.0); |
|
656 |
|
|
657 |
int index = glp_get_unbnd_ray(lp); |
|
658 |
if (index != 0) { |
|
659 |
// The primal ray is found in primal simplex second phase |
|
660 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
|
661 |
glp_get_col_stat(lp, index - row_num)) != GLP_BS, |
|
662 |
"Wrong primal ray"); |
|
663 |
|
|
664 |
bool negate = glp_get_obj_dir(lp) == GLP_MAX; |
|
665 |
|
|
666 |
if (index > row_num) { |
|
667 |
_primal_ray[index - row_num] = 1.0; |
|
668 |
if (glp_get_col_dual(lp, index - row_num) > 0) { |
|
669 |
negate = !negate; |
|
670 |
} |
|
671 |
} else { |
|
672 |
if (glp_get_row_dual(lp, index) > 0) { |
|
673 |
negate = !negate; |
|
674 |
} |
|
675 |
} |
|
676 |
|
|
677 |
std::vector<int> ray_indexes(row_num + 1); |
|
678 |
std::vector<Value> ray_values(row_num + 1); |
|
679 |
int ray_length = glp_eval_tab_col(lp, index, &ray_indexes.front(), |
|
680 |
&ray_values.front()); |
|
681 |
|
|
682 |
for (int i = 1; i <= ray_length; ++i) { |
|
683 |
if (ray_indexes[i] > row_num) { |
|
684 |
_primal_ray[ray_indexes[i] - row_num] = ray_values[i]; |
|
685 |
} |
|
686 |
} |
|
687 |
|
|
688 |
if (negate) { |
|
689 |
for (int i = 1; i <= col_num; ++i) { |
|
690 |
_primal_ray[i] = - _primal_ray[i]; |
|
691 |
} |
|
692 |
} |
|
693 |
} else { |
|
694 |
for (int i = 1; i <= col_num; ++i) { |
|
695 |
_primal_ray[i] = glp_get_col_prim(lp, i); |
|
696 |
} |
|
697 |
} |
|
698 |
} |
|
699 |
return _primal_ray[i]; |
|
700 |
} |
|
701 |
|
|
702 |
LpGlpk::Value LpGlpk::_getDualRay(int i) const { |
|
703 |
if (_dual_ray.empty()) { |
|
704 |
int row_num = glp_get_num_rows(lp); |
|
705 |
|
|
706 |
_dual_ray.resize(row_num + 1, 0.0); |
|
707 |
|
|
708 |
int index = glp_get_unbnd_ray(lp); |
|
709 |
if (index != 0) { |
|
710 |
// The dual ray is found in dual simplex second phase |
|
711 |
LEMON_ASSERT((index <= row_num ? glp_get_row_stat(lp, index) : |
|
712 |
glp_get_col_stat(lp, index - row_num)) == GLP_BS, |
|
713 |
|
|
714 |
"Wrong dual ray"); |
|
715 |
|
|
716 |
int idx; |
|
717 |
bool negate = false; |
|
718 |
|
|
719 |
if (index > row_num) { |
|
720 |
idx = glp_get_col_bind(lp, index - row_num); |
|
721 |
if (glp_get_col_prim(lp, index - row_num) > |
|
722 |
glp_get_col_ub(lp, index - row_num)) { |
|
723 |
negate = true; |
|
724 |
} |
|
725 |
} else { |
|
726 |
idx = glp_get_row_bind(lp, index); |
|
727 |
if (glp_get_row_prim(lp, index) > glp_get_row_ub(lp, index)) { |
|
728 |
negate = true; |
|
729 |
} |
|
730 |
} |
|
731 |
|
|
732 |
_dual_ray[idx] = negate ? - 1.0 : 1.0; |
|
733 |
|
|
734 |
glp_btran(lp, &_dual_ray.front()); |
|
735 |
} else { |
|
736 |
double eps = 1e-7; |
|
737 |
// The dual ray is found in primal simplex first phase |
|
738 |
// We assume that the glpk minimizes the slack to get feasible solution |
|
739 |
for (int i = 1; i <= row_num; ++i) { |
|
740 |
int index = glp_get_bhead(lp, i); |
|
741 |
if (index <= row_num) { |
|
742 |
double res = glp_get_row_prim(lp, index); |
|
743 |
if (res > glp_get_row_ub(lp, index) + eps) { |
|
744 |
_dual_ray[i] = -1; |
|
745 |
} else if (res < glp_get_row_lb(lp, index) - eps) { |
|
746 |
_dual_ray[i] = 1; |
|
747 |
} else { |
|
748 |
_dual_ray[i] = 0; |
|
749 |
} |
|
750 |
_dual_ray[i] *= glp_get_rii(lp, index); |
|
751 |
} else { |
|
752 |
double res = glp_get_col_prim(lp, index - row_num); |
|
753 |
if (res > glp_get_col_ub(lp, index - row_num) + eps) { |
|
754 |
_dual_ray[i] = -1; |
|
755 |
} else if (res < glp_get_col_lb(lp, index - row_num) - eps) { |
|
756 |
_dual_ray[i] = 1; |
|
757 |
} else { |
|
758 |
_dual_ray[i] = 0; |
|
759 |
} |
|
760 |
_dual_ray[i] /= glp_get_sjj(lp, index - row_num); |
|
761 |
} |
|
762 |
} |
|
763 |
|
|
764 |
glp_btran(lp, &_dual_ray.front()); |
|
765 |
|
|
766 |
for (int i = 1; i <= row_num; ++i) { |
|
767 |
_dual_ray[i] /= glp_get_rii(lp, i); |
|
768 |
} |
|
769 |
} |
|
770 |
} |
|
771 |
return _dual_ray[i]; |
|
772 |
} |
|
773 |
|
|
774 |
LpGlpk::ProblemType LpGlpk::_getPrimalType() const { |
|
775 |
if (glp_get_status(lp) == GLP_OPT) |
|
776 |
return OPTIMAL; |
|
777 |
switch (glp_get_prim_stat(lp)) { |
|
778 |
case GLP_UNDEF: |
|
779 |
return UNDEFINED; |
|
780 |
case GLP_FEAS: |
|
781 |
case GLP_INFEAS: |
|
782 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) { |
|
783 |
return UNBOUNDED; |
|
784 |
} else { |
|
785 |
return UNDEFINED; |
|
786 |
} |
|
787 |
case GLP_NOFEAS: |
|
788 |
return INFEASIBLE; |
|
789 |
default: |
|
790 |
LEMON_ASSERT(false, "Wrong primal type"); |
|
791 |
return LpGlpk::ProblemType(); |
|
792 |
} |
|
793 |
} |
|
794 |
|
|
795 |
LpGlpk::ProblemType LpGlpk::_getDualType() const { |
|
796 |
if (glp_get_status(lp) == GLP_OPT) |
|
797 |
return OPTIMAL; |
|
798 |
switch (glp_get_dual_stat(lp)) { |
|
799 |
case GLP_UNDEF: |
|
800 |
return UNDEFINED; |
|
801 |
case GLP_FEAS: |
|
802 |
case GLP_INFEAS: |
|
803 |
if (glp_get_prim_stat(lp) == GLP_NOFEAS) { |
|
804 |
return UNBOUNDED; |
|
805 |
} else { |
|
806 |
return UNDEFINED; |
|
807 |
} |
|
808 |
case GLP_NOFEAS: |
|
809 |
return INFEASIBLE; |
|
810 |
default: |
|
811 |
LEMON_ASSERT(false, "Wrong primal type"); |
|
812 |
return LpGlpk::ProblemType(); |
|
813 |
} |
|
814 |
} |
|
815 |
|
|
816 |
void LpGlpk::presolver(bool b) { |
|
817 |
lpx_set_int_parm(lp, LPX_K_PRESOL, b ? 1 : 0); |
|
818 |
} |
|
819 |
|
|
820 |
void LpGlpk::messageLevel(MessageLevel m) { |
|
821 |
_message_level = m; |
|
822 |
} |
|
823 |
|
|
824 |
// MipGlpk members |
|
825 |
|
|
826 |
MipGlpk::MipGlpk() |
|
827 |
: LpBase(), GlpkBase(), MipSolver() { |
|
828 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
829 |
} |
|
830 |
|
|
831 |
MipGlpk::MipGlpk(const MipGlpk& other) |
|
832 |
: LpBase(), GlpkBase(other), MipSolver() { |
|
833 |
messageLevel(MESSAGE_NO_OUTPUT); |
|
834 |
} |
|
835 |
|
|
836 |
void MipGlpk::_setColType(int i, MipGlpk::ColTypes col_type) { |
|
837 |
switch (col_type) { |
|
838 |
case INTEGER: |
|
839 |
glp_set_col_kind(lp, i, GLP_IV); |
|
840 |
break; |
|
841 |
case REAL: |
|
842 |
glp_set_col_kind(lp, i, GLP_CV); |
|
843 |
break; |
|
844 |
} |
|
845 |
} |
|
846 |
|
|
847 |
MipGlpk::ColTypes MipGlpk::_getColType(int i) const { |
|
848 |
switch (glp_get_col_kind(lp, i)) { |
|
849 |
case GLP_IV: |
|
850 |
case GLP_BV: |
|
851 |
return INTEGER; |
|
852 |
default: |
|
853 |
return REAL; |
|
854 |
} |
|
855 |
|
|
856 |
} |
|
857 |
|
|
858 |
MipGlpk::SolveExitStatus MipGlpk::_solve() { |
|
859 |
glp_smcp smcp; |
|
860 |
glp_init_smcp(&smcp); |
|
861 |
|
|
862 |
switch (_message_level) { |
|
863 |
case MESSAGE_NO_OUTPUT: |
|
864 |
smcp.msg_lev = GLP_MSG_OFF; |
|
865 |
break; |
|
866 |
case MESSAGE_ERROR_MESSAGE: |
|
867 |
smcp.msg_lev = GLP_MSG_ERR; |
|
868 |
break; |
|
869 |
case MESSAGE_NORMAL_OUTPUT: |
|
870 |
smcp.msg_lev = GLP_MSG_ON; |
|
871 |
break; |
|
872 |
case MESSAGE_FULL_OUTPUT: |
|
873 |
smcp.msg_lev = GLP_MSG_ALL; |
|
874 |
break; |
|
875 |
} |
|
876 |
smcp.meth = GLP_DUAL; |
|
877 |
|
|
878 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
|
879 |
if (glp_get_status(lp) != GLP_OPT) return SOLVED; |
|
880 |
|
|
881 |
glp_iocp iocp; |
|
882 |
glp_init_iocp(&iocp); |
|
883 |
|
|
884 |
switch (_message_level) { |
|
885 |
case MESSAGE_NO_OUTPUT: |
|
886 |
iocp.msg_lev = GLP_MSG_OFF; |
|
887 |
break; |
|
888 |
case MESSAGE_ERROR_MESSAGE: |
|
889 |
iocp.msg_lev = GLP_MSG_ERR; |
|
890 |
break; |
|
891 |
case MESSAGE_NORMAL_OUTPUT: |
|
892 |
iocp.msg_lev = GLP_MSG_ON; |
|
893 |
break; |
|
894 |
case MESSAGE_FULL_OUTPUT: |
|
895 |
iocp.msg_lev = GLP_MSG_ALL; |
|
896 |
break; |
|
897 |
} |
|
898 |
|
|
899 |
if (glp_intopt(lp, &iocp) != 0) return UNSOLVED; |
|
900 |
return SOLVED; |
|
901 |
} |
|
902 |
|
|
903 |
|
|
904 |
MipGlpk::ProblemType MipGlpk::_getType() const { |
|
905 |
switch (glp_get_status(lp)) { |
|
906 |
case GLP_OPT: |
|
907 |
switch (glp_mip_status(lp)) { |
|
908 |
case GLP_UNDEF: |
|
909 |
return UNDEFINED; |
|
910 |
case GLP_NOFEAS: |
|
911 |
return INFEASIBLE; |
|
912 |
case GLP_FEAS: |
|
913 |
return FEASIBLE; |
|
914 |
case GLP_OPT: |
|
915 |
return OPTIMAL; |
|
916 |
default: |
|
917 |
LEMON_ASSERT(false, "Wrong problem type."); |
|
918 |
return MipGlpk::ProblemType(); |
|
919 |
} |
|
920 |
case GLP_NOFEAS: |
|
921 |
return INFEASIBLE; |
|
922 |
case GLP_INFEAS: |
|
923 |
case GLP_FEAS: |
|
924 |
if (glp_get_dual_stat(lp) == GLP_NOFEAS) { |
|
925 |
return UNBOUNDED; |
|
926 |
} else { |
|
927 |
return UNDEFINED; |
|
928 |
} |
|
929 |
default: |
|
930 |
LEMON_ASSERT(false, "Wrong problem type."); |
|
931 |
return MipGlpk::ProblemType(); |
|
932 |
} |
|
933 |
} |
|
934 |
|
|
935 |
MipGlpk::Value MipGlpk::_getSol(int i) const { |
|
936 |
return glp_mip_col_val(lp, i); |
|
937 |
} |
|
938 |
|
|
939 |
MipGlpk::Value MipGlpk::_getSolValue() const { |
|
940 |
return glp_mip_obj_val(lp); |
|
941 |
} |
|
942 |
|
|
943 |
MipGlpk* MipGlpk::_newSolver() const { return new MipGlpk; } |
|
944 |
MipGlpk* MipGlpk::_cloneSolver() const {return new MipGlpk(*this); } |
|
945 |
|
|
946 |
const char* MipGlpk::_solverName() const { return "MipGlpk"; } |
|
947 |
|
|
948 |
void MipGlpk::messageLevel(MessageLevel m) { |
|
949 |
_message_level = m; |
|
950 |
} |
|
643 | 951 |
|
644 | 952 |
} //END OF NAMESPACE LEMON |
... | ... |
@@ -30,110 +30,230 @@ |
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 |
/// \brief |
|
38 |
/// \brief Base interface for the GLPK LP and MIP solver |
|
39 | 39 |
/// |
40 |
/// This class implements an interface for the GLPK LP solver. |
|
41 |
///\ingroup lp_group |
|
42 |
class |
|
40 |
/// This class implements the common interface of the GLPK LP and MIP solver. |
|
41 |
/// \ingroup lp_group |
|
42 |
class GlpkBase : virtual public LpBase { |
|
43 | 43 |
protected: |
44 | 44 |
|
45 | 45 |
typedef glp_prob LPX; |
46 | 46 |
glp_prob* lp; |
47 |
bool solved; |
|
48 | 47 |
|
49 |
public: |
|
50 |
|
|
51 |
typedef LpSolverBase Parent; |
|
52 |
|
|
53 |
LpGlpk(); |
|
54 |
LpGlpk(const LpGlpk &); |
|
55 |
|
|
48 |
GlpkBase(); |
|
49 |
GlpkBase(const GlpkBase&); |
|
50 |
virtual ~GlpkBase(); |
|
56 | 51 |
|
57 | 52 |
protected: |
58 |
virtual LpSolverBase* _newLp(); |
|
59 |
virtual LpSolverBase* _copyLp(); |
|
60 | 53 |
|
61 | 54 |
virtual int _addCol(); |
62 | 55 |
virtual int _addRow(); |
56 |
|
|
63 | 57 |
virtual void _eraseCol(int i); |
64 | 58 |
virtual void _eraseRow(int i); |
65 |
virtual void _getColName(int col, std::string & name) const; |
|
66 |
virtual void _setColName(int col, const std::string & name); |
|
59 |
|
|
60 |
virtual void _eraseColId(int i); |
|
61 |
virtual void _eraseRowId(int i); |
|
62 |
|
|
63 |
virtual void _getColName(int col, std::string& name) const; |
|
64 |
virtual void _setColName(int col, const std::string& name); |
|
67 | 65 |
virtual int _colByName(const std::string& name) const; |
68 |
virtual void _setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e); |
|
69 |
virtual void _getRowCoeffs(int i, RowIterator b) const; |
|
70 |
virtual void _setColCoeffs(int i, ConstColIterator b, ConstColIterator e); |
|
71 |
virtual void _getColCoeffs(int i, ColIterator b) const; |
|
66 |
|
|
67 |
virtual void _getRowName(int row, std::string& name) const; |
|
68 |
virtual void _setRowName(int row, const std::string& name); |
|
69 |
virtual int _rowByName(const std::string& name) const; |
|
70 |
|
|
71 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
72 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
73 |
|
|
74 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
75 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
76 |
|
|
72 | 77 |
virtual void _setCoeff(int row, int col, Value value); |
73 | 78 |
virtual Value _getCoeff(int row, int col) const; |
74 | 79 |
|
75 | 80 |
virtual void _setColLowerBound(int i, Value value); |
76 | 81 |
virtual Value _getColLowerBound(int i) const; |
82 |
|
|
77 | 83 |
virtual void _setColUpperBound(int i, Value value); |
78 | 84 |
virtual Value _getColUpperBound(int i) const; |
79 | 85 |
|
80 |
virtual void _setRowBounds(int i, Value lower, Value upper); |
|
81 |
virtual void _getRowBounds(int i, Value &lb, Value &ub) const; |
|
86 |
virtual void _setRowLowerBound(int i, Value value); |
|
87 |
virtual Value _getRowLowerBound(int i) const; |
|
88 |
|
|
89 |
virtual void _setRowUpperBound(int i, Value value); |
|
90 |
virtual Value _getRowUpperBound(int i) const; |
|
91 |
|
|
92 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
93 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
94 |
|
|
82 | 95 |
virtual void _setObjCoeff(int i, Value obj_coef); |
83 | 96 |
virtual Value _getObjCoeff(int i) const; |
84 |
|
|
97 |
|
|
98 |
virtual void _setSense(Sense); |
|
99 |
virtual Sense _getSense() const; |
|
100 |
|
|
101 |
virtual void _clear(); |
|
102 |
|
|
103 |
public: |
|
104 |
|
|
105 |
///Pointer to the underlying GLPK data structure. |
|
106 |
LPX *lpx() {return lp;} |
|
107 |
///Const pointer to the underlying GLPK data structure. |
|
108 |
const LPX *lpx() const {return lp;} |
|
109 |
|
|
110 |
///Returns the constraint identifier understood by GLPK. |
|
111 |
int lpxRow(Row r) const { return rows(id(r)); } |
|
112 |
|
|
113 |
///Returns the variable identifier understood by GLPK. |
|
114 |
int lpxCol(Col c) const { return cols(id(c)); } |
|
115 |
|
|
116 |
}; |
|
117 |
|
|
118 |
/// \brief Interface for the GLPK LP solver |
|
119 |
/// |
|
120 |
/// This class implements an interface for the GLPK LP solver. |
|
121 |
///\ingroup lp_group |
|
122 |
class LpGlpk : public GlpkBase, public LpSolver { |
|
123 |
public: |
|
85 | 124 |
|
86 | 125 |
///\e |
126 |
LpGlpk(); |
|
127 |
///\e |
|
128 |
LpGlpk(const LpGlpk&); |
|
129 |
|
|
130 |
private: |
|
131 |
|
|
132 |
mutable std::vector<double> _primal_ray; |
|
133 |
mutable std::vector<double> _dual_ray; |
|
134 |
|
|
135 |
void _clear_temporals(); |
|
136 |
|
|
137 |
protected: |
|
138 |
|
|
139 |
virtual LpGlpk* _cloneSolver() const; |
|
140 |
virtual LpGlpk* _newSolver() const; |
|
141 |
|
|
142 |
virtual const char* _solverName() const; |
|
143 |
|
|
144 |
virtual SolveExitStatus _solve(); |
|
145 |
virtual Value _getPrimal(int i) const; |
|
146 |
virtual Value _getDual(int i) const; |
|
147 |
|
|
148 |
virtual Value _getPrimalValue() const; |
|
149 |
|
|
150 |
virtual VarStatus _getColStatus(int i) const; |
|
151 |
virtual VarStatus _getRowStatus(int i) const; |
|
152 |
|
|
153 |
virtual Value _getPrimalRay(int i) const; |
|
154 |
virtual Value _getDualRay(int i) const; |
|
87 | 155 |
|
88 | 156 |
///\todo It should be clarified |
89 | 157 |
/// |
90 |
virtual SolveExitStatus _solve(); |
|
91 |
virtual Value _getPrimal(int i) const; |
|
92 |
virtual Value _getDual(int i) const; |
|
93 |
virtual Value _getPrimalValue() const; |
|
94 |
virtual bool _isBasicCol(int i) const; |
|
95 |
///\e |
|
96 |
|
|
97 |
///\todo It should be clarified |
|
98 |
/// |
|
99 |
virtual SolutionStatus _getPrimalStatus() const; |
|
100 |
virtual SolutionStatus _getDualStatus() const; |
|
101 |
virtual ProblemTypes _getProblemType() const; |
|
102 |
|
|
103 |
virtual void _setMax(); |
|
104 |
virtual void _setMin(); |
|
105 |
|
|
106 |
virtual |
|
158 |
virtual ProblemType _getPrimalType() const; |
|
159 |
virtual ProblemType _getDualType() const; |
|
107 | 160 |
|
108 | 161 |
public: |
109 |
///Set the verbosity of the messages |
|
110 | 162 |
|
111 |
///Set the verbosity of the messages |
|
112 |
/// |
|
113 |
///\param m is the level of the messages output by the solver routines. |
|
114 |
///The possible values are: |
|
115 |
///- 0 --- no output (default value) |
|
116 |
///- 1 --- error messages only |
|
117 |
///- 2 --- normal output |
|
118 |
///- 3 --- full output (includes informational messages) |
|
119 |
|
|
163 |
///Solve with primal simplex |
|
164 |
SolveExitStatus solvePrimal(); |
|
165 |
|
|
166 |
///Solve with dual simplex |
|
167 |
SolveExitStatus solveDual(); |
|
168 |
|
|
120 | 169 |
///Turns on or off the presolver |
121 | 170 |
|
122 | 171 |
///Turns on (\c b is \c true) or off (\c b is \c false) the presolver |
123 | 172 |
/// |
124 | 173 |
///The presolver is off by default. |
125 | 174 |
void presolver(bool b); |
126 | 175 |
|
127 |
///Pointer to the underlying GLPK data structure. |
|
128 |
LPX *lpx() {return lp;} |
|
176 |
///Enum for \c messageLevel() parameter |
|
177 |
enum MessageLevel { |
|
178 |
/// no output (default value) |
|
179 |
MESSAGE_NO_OUTPUT = 0, |
|
180 |
/// error messages only |
|
181 |
MESSAGE_ERROR_MESSAGE = 1, |
|
182 |
/// normal output |
|
183 |
MESSAGE_NORMAL_OUTPUT = 2, |
|
184 |
/// full output (includes informational messages) |
|
185 |
MESSAGE_FULL_OUTPUT = 3 |
|
186 |
}; |
|
129 | 187 |
|
130 |
///Returns the constraint identifier understood by GLPK. |
|
131 |
int lpxRow(Row r) { return _lpId(r); } |
|
188 |
private: |
|
132 | 189 |
|
133 |
///Returns the variable identifier understood by GLPK. |
|
134 |
int lpxCol(Col c) { return _lpId(c); } |
|
190 |
MessageLevel _message_level; |
|
191 |
|
|
192 |
public: |
|
193 |
|
|
194 |
///Set the verbosity of the messages |
|
195 |
|
|
196 |
///Set the verbosity of the messages |
|
197 |
/// |
|
198 |
///\param m is the level of the messages output by the solver routines. |
|
199 |
void messageLevel(MessageLevel m); |
|
135 | 200 |
}; |
201 |
|
|
202 |
/// \brief Interface for the GLPK MIP solver |
|
203 |
/// |
|
204 |
/// This class implements an interface for the GLPK MIP solver. |
|
205 |
///\ingroup lp_group |
|
206 |
class MipGlpk : public GlpkBase, public MipSolver { |
|
207 |
public: |
|
208 |
|
|
209 |
///\e |
|
210 |
MipGlpk(); |
|
211 |
///\e |
|
212 |
MipGlpk(const MipGlpk&); |
|
213 |
|
|
214 |
protected: |
|
215 |
|
|
216 |
virtual MipGlpk* _cloneSolver() const; |
|
217 |
virtual MipGlpk* _newSolver() const; |
|
218 |
|
|
219 |
virtual const char* _solverName() const; |
|
220 |
|
|
221 |
virtual ColTypes _getColType(int col) const; |
|
222 |
virtual void _setColType(int col, ColTypes col_type); |
|
223 |
|
|
224 |
virtual SolveExitStatus _solve(); |
|
225 |
virtual ProblemType _getType() const; |
|
226 |
virtual Value _getSol(int i) const; |
|
227 |
virtual Value _getSolValue() const; |
|
228 |
|
|
229 |
///Enum for \c messageLevel() parameter |
|
230 |
enum MessageLevel { |
|
231 |
/// no output (default value) |
|
232 |
MESSAGE_NO_OUTPUT = 0, |
|
233 |
/// error messages only |
|
234 |
MESSAGE_ERROR_MESSAGE = 1, |
|
235 |
/// normal output |
|
236 |
MESSAGE_NORMAL_OUTPUT = 2, |
|
237 |
/// full output (includes informational messages) |
|
238 |
MESSAGE_FULL_OUTPUT = 3 |
|
239 |
}; |
|
240 |
|
|
241 |
private: |
|
242 |
|
|
243 |
MessageLevel _message_level; |
|
244 |
|
|
245 |
public: |
|
246 |
|
|
247 |
///Set the verbosity of the messages |
|
248 |
|
|
249 |
///Set the verbosity of the messages |
|
250 |
/// |
|
251 |
///\param m is the level of the messages output by the solver routines. |
|
252 |
void messageLevel(MessageLevel m); |
|
253 |
}; |
|
254 |
|
|
255 |
|
|
136 | 256 |
} //END OF NAMESPACE LEMON |
137 | 257 |
|
138 | 258 |
#endif //LEMON_LP_GLPK_H |
139 | 259 |
... | ... |
@@ -17,171 +17,118 @@ |
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 |
LpSolverBase* LpSkeleton::_newLp() |
|
26 |
{ |
|
27 |
LpSolverBase *tmp=0; |
|
28 |
return tmp; |
|
29 |
} |
|
30 |
|
|
31 |
LpSolverBase* LpSkeleton::_copyLp() |
|
32 |
{ |
|
33 |
LpSolverBase *tmp=0; |
|
34 |
return tmp; |
|
35 |
} |
|
36 |
|
|
37 |
int |
|
25 |
int SkeletonSolverBase::_addCol() |
|
38 | 26 |
{ |
39 | 27 |
return ++col_num; |
40 | 28 |
} |
41 | 29 |
|
42 |
int |
|
30 |
int SkeletonSolverBase::_addRow() |
|
43 | 31 |
{ |
44 | 32 |
return ++row_num; |
45 | 33 |
} |
46 | 34 |
|
47 |
void |
|
35 |
void SkeletonSolverBase::_eraseCol(int) {} |
|
36 |
void SkeletonSolverBase::_eraseRow(int) {} |
|
37 |
|
|
38 |
void SkeletonSolverBase::_getColName(int, std::string &) const {} |
|
39 |
void SkeletonSolverBase::_setColName(int, const std::string &) {} |
|
40 |
int SkeletonSolverBase::_colByName(const std::string&) const { return -1; } |
|
41 |
|
|
42 |
void SkeletonSolverBase::_getRowName(int, std::string &) const {} |
|
43 |
void SkeletonSolverBase::_setRowName(int, const std::string &) {} |
|
44 |
int SkeletonSolverBase::_rowByName(const std::string&) const { return -1; } |
|
45 |
|
|
46 |
void SkeletonSolverBase::_setRowCoeffs(int, ExprIterator, ExprIterator) {} |
|
47 |
void SkeletonSolverBase::_getRowCoeffs(int, InsertIterator) const {} |
|
48 |
|
|
49 |
void SkeletonSolverBase::_setColCoeffs(int, ExprIterator, ExprIterator) {} |
|
50 |
void SkeletonSolverBase::_getColCoeffs(int, InsertIterator) const {} |
|
51 |
|
|
52 |
void SkeletonSolverBase::_setCoeff(int, int, Value) {} |
|
53 |
SkeletonSolverBase::Value SkeletonSolverBase::_getCoeff(int, int) const |
|
54 |
{ return 0; } |
|
55 |
|
|
56 |
void SkeletonSolverBase::_setColLowerBound(int, Value) {} |
|
57 |
SkeletonSolverBase::Value SkeletonSolverBase::_getColLowerBound(int) const |
|
58 |
{ return 0; } |
|
59 |
|
|
60 |
void SkeletonSolverBase::_setColUpperBound(int, Value) {} |
|
61 |
SkeletonSolverBase::Value SkeletonSolverBase::_getColUpperBound(int) const |
|
62 |
{ return 0; } |
|
63 |
|
|
64 |
void SkeletonSolverBase::_setRowLowerBound(int, Value) {} |
|
65 |
SkeletonSolverBase::Value SkeletonSolverBase::_getRowLowerBound(int) const |
|
66 |
{ return 0; } |
|
67 |
|
|
68 |
void SkeletonSolverBase::_setRowUpperBound(int, Value) {} |
|
69 |
SkeletonSolverBase::Value SkeletonSolverBase::_getRowUpperBound(int) const |
|
70 |
{ return 0; } |
|
71 |
|
|
72 |
void SkeletonSolverBase::_setObjCoeffs(ExprIterator, ExprIterator) {} |
|
73 |
void SkeletonSolverBase::_getObjCoeffs(InsertIterator) const {}; |
|
74 |
|
|
75 |
void SkeletonSolverBase::_setObjCoeff(int, Value) {} |
|
76 |
SkeletonSolverBase::Value SkeletonSolverBase::_getObjCoeff(int) const |
|
77 |
{ return 0; } |
|
78 |
|
|
79 |
void SkeletonSolverBase::_setSense(Sense) {} |
|
80 |
SkeletonSolverBase::Sense SkeletonSolverBase::_getSense() const |
|
81 |
{ return MIN; } |
|
82 |
|
|
83 |
void SkeletonSolverBase::_clear() { |
|
84 |
row_num = col_num = 0; |
|
48 | 85 |
} |
49 | 86 |
|
50 |
void LpSkeleton::_eraseRow(int) { |
|
51 |
} |
|
87 |
LpSkeleton::SolveExitStatus LpSkeleton::_solve() { return SOLVED; } |
|
52 | 88 |
|
53 |
void LpSkeleton::_getColName(int, std::string &) const { |
|
54 |
} |
|
89 |
LpSkeleton::Value LpSkeleton::_getPrimal(int) const { return 0; } |
|
90 |
LpSkeleton::Value LpSkeleton::_getDual(int) const { return 0; } |
|
91 |
LpSkeleton::Value LpSkeleton::_getPrimalValue() const { return 0; } |
|
55 | 92 |
|
93 |
LpSkeleton::Value LpSkeleton::_getPrimalRay(int) const { return 0; } |
|
94 |
LpSkeleton::Value LpSkeleton::_getDualRay(int) const { return 0; } |
|
56 | 95 |
|
57 |
void LpSkeleton::_setColName(int, const std::string &) { |
|
58 |
} |
|
96 |
LpSkeleton::ProblemType LpSkeleton::_getPrimalType() const |
|
97 |
{ return UNDEFINED; } |
|
59 | 98 |
|
60 |
|
|
99 |
LpSkeleton::ProblemType LpSkeleton::_getDualType() const |
|
100 |
{ return UNDEFINED; } |
|
61 | 101 |
|
102 |
LpSkeleton::VarStatus LpSkeleton::_getColStatus(int) const |
|
103 |
{ return BASIC; } |
|
62 | 104 |
|
63 |
void LpSkeleton::_setRowCoeffs(int, ConstRowIterator, ConstRowIterator) { |
|
64 |
} |
|
105 |
LpSkeleton::VarStatus LpSkeleton::_getRowStatus(int) const |
|
106 |
{ return BASIC; } |
|
65 | 107 |
|
66 |
void LpSkeleton::_getRowCoeffs(int, RowIterator) const { |
|
67 |
} |
|
108 |
LpSkeleton* LpSkeleton::_newSolver() const |
|
109 |
{ return static_cast<LpSkeleton*>(0); } |
|
68 | 110 |
|
69 |
void LpSkeleton::_setColCoeffs(int, ConstColIterator, ConstColIterator) { |
|
70 |
} |
|
111 |
LpSkeleton* LpSkeleton::_cloneSolver() const |
|
112 |
{ return static_cast<LpSkeleton*>(0); } |
|
71 | 113 |
|
72 |
void LpSkeleton::_getColCoeffs(int, ColIterator) const { |
|
73 |
} |
|
114 |
const char* LpSkeleton::_solverName() const { return "LpSkeleton"; } |
|
74 | 115 |
|
75 |
void LpSkeleton::_setCoeff(int, int, Value ) |
|
76 |
{ |
|
77 |
|
|
116 |
MipSkeleton::SolveExitStatus MipSkeleton::_solve() |
|
117 |
{ return SOLVED; } |
|
78 | 118 |
|
79 |
LpSkeleton::Value LpSkeleton::_getCoeff(int, int) const |
|
80 |
{ |
|
81 |
return 0; |
|
82 |
} |
|
119 |
MipSkeleton::Value MipSkeleton::_getSol(int) const { return 0; } |
|
120 |
MipSkeleton::Value MipSkeleton::_getSolValue() const { return 0; } |
|
83 | 121 |
|
122 |
MipSkeleton::ProblemType MipSkeleton::_getType() const |
|
123 |
{ return UNDEFINED; } |
|
84 | 124 |
|
85 |
void LpSkeleton::_setColLowerBound(int, Value) |
|
86 |
{ |
|
87 |
|
|
125 |
MipSkeleton* MipSkeleton::_newSolver() const |
|
126 |
{ return static_cast<MipSkeleton*>(0); } |
|
88 | 127 |
|
89 |
LpSkeleton::Value LpSkeleton::_getColLowerBound(int) const |
|
90 |
{ |
|
91 |
return 0; |
|
92 |
} |
|
128 |
MipSkeleton* MipSkeleton::_cloneSolver() const |
|
129 |
{ return static_cast<MipSkeleton*>(0); } |
|
93 | 130 |
|
94 |
void LpSkeleton::_setColUpperBound(int, Value) |
|
95 |
{ |
|
96 |
} |
|
97 |
|
|
98 |
LpSkeleton::Value LpSkeleton::_getColUpperBound(int) const |
|
99 |
{ |
|
100 |
return 0; |
|
101 |
} |
|
102 |
|
|
103 |
// void LpSkeleton::_setRowLowerBound(int, Value) |
|
104 |
// { |
|
105 |
// } |
|
106 |
|
|
107 |
// void LpSkeleton::_setRowUpperBound(int, Value) |
|
108 |
// { |
|
109 |
// } |
|
110 |
|
|
111 |
void LpSkeleton::_setRowBounds(int, Value, Value) |
|
112 |
{ |
|
113 |
} |
|
114 |
|
|
115 |
void LpSkeleton::_getRowBounds(int, Value&, Value&) const |
|
116 |
{ |
|
117 |
} |
|
118 |
|
|
119 |
void LpSkeleton::_setObjCoeff(int, Value) |
|
120 |
{ |
|
121 |
} |
|
122 |
|
|
123 |
LpSkeleton::Value LpSkeleton::_getObjCoeff(int) const |
|
124 |
{ |
|
125 |
return 0; |
|
126 |
} |
|
127 |
|
|
128 |
void LpSkeleton::_setMax() |
|
129 |
{ |
|
130 |
} |
|
131 |
|
|
132 |
void LpSkeleton::_setMin() |
|
133 |
{ |
|
134 |
} |
|
135 |
|
|
136 |
bool LpSkeleton::_isMax() const |
|
137 |
{ |
|
138 |
return true; |
|
139 |
} |
|
140 |
|
|
141 |
|
|
142 |
void LpSkeleton::_clearObj() |
|
143 |
{ |
|
144 |
} |
|
145 |
|
|
146 |
LpSkeleton::SolveExitStatus LpSkeleton::_solve() |
|
147 |
{ |
|
148 |
return SOLVED; |
|
149 |
} |
|
150 |
|
|
151 |
LpSkeleton::Value LpSkeleton::_getPrimal(int) const |
|
152 |
{ |
|
153 |
return 0; |
|
154 |
} |
|
155 |
|
|
156 |
LpSkeleton::Value LpSkeleton::_getDual(int) const |
|
157 |
{ |
|
158 |
return 0; |
|
159 |
} |
|
160 |
|
|
161 |
LpSkeleton::Value LpSkeleton::_getPrimalValue() const |
|
162 |
{ |
|
163 |
return 0; |
|
164 |
} |
|
165 |
|
|
166 |
LpSkeleton::SolutionStatus LpSkeleton::_getPrimalStatus() const |
|
167 |
{ |
|
168 |
return UNDEFINED; |
|
169 |
} |
|
170 |
|
|
171 |
LpSkeleton::SolutionStatus LpSkeleton::_getDualStatus() const |
|
172 |
{ |
|
173 |
return UNDEFINED; |
|
174 |
} |
|
175 |
|
|
176 |
LpSkeleton::ProblemTypes LpSkeleton::_getProblemType() const |
|
177 |
{ |
|
178 |
return UNKNOWN; |
|
179 |
} |
|
180 |
|
|
181 |
bool LpSkeleton::_isBasicCol(int) const |
|
182 |
{ |
|
183 |
return true; |
|
184 |
} |
|
131 |
const char* MipSkeleton::_solverName() const { return "MipSkeleton"; } |
|
185 | 132 |
|
186 | 133 |
} //namespace lemon |
187 | 134 |
... | ... |
@@ -21,48 +21,55 @@ |
21 | 21 |
|
22 | 22 |
#include <lemon/lp_base.h> |
23 | 23 |
|
24 | 24 |
///\file |
25 | 25 |
///\brief A skeleton file to implement LP solver interfaces |
26 | 26 |
namespace lemon { |
27 | 27 |
|
28 | 28 |
///A skeleton class to implement LP solver interfaces |
29 |
class |
|
29 |
class SkeletonSolverBase : public virtual LpBase { |
|
30 | 30 |
int col_num,row_num; |
31 | 31 |
|
32 | 32 |
protected: |
33 | 33 |
|
34 |
///\e |
|
35 |
virtual LpSolverBase* _newLp(); |
|
36 |
///\e |
|
37 |
virtual LpSolverBase* _copyLp(); |
|
34 |
SkeletonSolverBase() |
|
35 |
: col_num(-1), row_num(-1) {} |
|
36 |
|
|
38 | 37 |
/// \e |
39 | 38 |
virtual int _addCol(); |
40 | 39 |
/// \e |
41 | 40 |
virtual int _addRow(); |
42 | 41 |
/// \e |
43 | 42 |
virtual void _eraseCol(int i); |
44 | 43 |
/// \e |
45 | 44 |
virtual void _eraseRow(int i); |
45 |
|
|
46 | 46 |
/// \e |
47 |
virtual void _getColName(int col, std::string |
|
47 |
virtual void _getColName(int col, std::string& name) const; |
|
48 | 48 |
/// \e |
49 |
virtual void _setColName(int col, const std::string |
|
49 |
virtual void _setColName(int col, const std::string& name); |
|
50 | 50 |
/// \e |
51 | 51 |
virtual int _colByName(const std::string& name) const; |
52 | 52 |
|
53 | 53 |
/// \e |
54 |
virtual void |
|
54 |
virtual void _getRowName(int row, std::string& name) const; |
|
55 | 55 |
/// \e |
56 |
virtual void |
|
56 |
virtual void _setRowName(int row, const std::string& name); |
|
57 | 57 |
/// \e |
58 |
virtual |
|
58 |
virtual int _rowByName(const std::string& name) const; |
|
59 |
|
|
59 | 60 |
/// \e |
60 |
virtual void |
|
61 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
62 |
/// \e |
|
63 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
64 |
/// \e |
|
65 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
66 |
/// \e |
|
67 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
61 | 68 |
|
62 | 69 |
/// Set one element of the coefficient matrix |
63 | 70 |
virtual void _setCoeff(int row, int col, Value value); |
64 | 71 |
|
65 | 72 |
/// Get one element of the coefficient matrix |
66 | 73 |
virtual Value _getCoeff(int row, int col) const; |
67 | 74 |
|
68 | 75 |
/// The lower bound of a variable (column) have to be given by an |
... | ... |
@@ -82,102 +89,141 @@ |
82 | 89 |
virtual void _setColUpperBound(int i, Value value); |
83 | 90 |
/// \e |
84 | 91 |
|
85 | 92 |
/// The upper bound of a variable (column) is an |
86 | 93 |
/// extended number of type Value, i.e. a finite number of type |
87 | 94 |
/// Value or \ref INF. |
88 | 95 |
virtual Value _getColUpperBound(int i) const; |
89 | 96 |
|
90 |
// /// The lower bound of a linear expression (row) have to be given by an |
|
91 |
// /// extended number of type Value, i.e. a finite number of type |
|
92 |
// /// Value or -\ref INF. |
|
93 |
// virtual void _setRowLowerBound(int i, Value value); |
|
94 |
// /// \e |
|
95 |
|
|
96 |
// /// The upper bound of a linear expression (row) have to be given by an |
|
97 |
// /// extended number of type Value, i.e. a finite number of type |
|
98 |
// /// Value or \ref INF. |
|
99 |
// virtual void _setRowUpperBound(int i, Value value); |
|
100 |
|
|
101 |
/// The lower and upper bound of a linear expression (row) have to be |
|
102 |
/// given by an |
|
97 |
/// The lower bound of a constraint (row) have to be given by an |
|
103 | 98 |
/// extended number of type Value, i.e. a finite number of type |
104 |
/// Value or +/-\ref INF. |
|
105 |
virtual void _setRowBounds(int i, Value lb, Value ub); |
|
99 |
/// Value or -\ref INF. |
|
100 |
virtual void _setRowLowerBound(int i, Value value); |
|
106 | 101 |
/// \e |
107 | 102 |
|
103 |
/// The lower bound of a constraint (row) is an |
|
104 |
/// extended number of type Value, i.e. a finite number of type |
|
105 |
/// Value or -\ref INF. |
|
106 |
virtual Value _getRowLowerBound(int i) const; |
|
108 | 107 |
|
109 |
/// The lower and the upper bound of |
|
110 |
/// a constraint (row) are |
|
111 |
/// extended numbers of type Value, i.e. finite numbers of type |
|
112 |
/// Value, -\ref INF or \ref INF. |
|
113 |
|
|
108 |
/// The upper bound of a constraint (row) have to be given by an |
|
109 |
/// extended number of type Value, i.e. a finite number of type |
|
110 |
/// Value or \ref INF. |
|
111 |
virtual void _setRowUpperBound(int i, Value value); |
|
114 | 112 |
/// \e |
115 | 113 |
|
114 |
/// The upper bound of a constraint (row) is an |
|
115 |
/// extended number of type Value, i.e. a finite number of type |
|
116 |
/// Value or \ref INF. |
|
117 |
virtual Value _getRowUpperBound(int i) const; |
|
116 | 118 |
|
117 | 119 |
/// \e |
118 |
virtual void |
|
120 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
121 |
/// \e |
|
122 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
123 |
|
|
119 | 124 |
/// \e |
120 | 125 |
virtual void _setObjCoeff(int i, Value obj_coef); |
121 |
|
|
122 | 126 |
/// \e |
123 | 127 |
virtual Value _getObjCoeff(int i) const; |
124 | 128 |
|
125 | 129 |
///\e |
130 |
virtual void _setSense(Sense); |
|
131 |
///\e |
|
132 |
virtual Sense _getSense() const; |
|
133 |
|
|
134 |
///\e |
|
135 |
virtual void _clear(); |
|
136 |
|
|
137 |
}; |
|
138 |
|
|
139 |
/// \brief Interface for a skeleton LP solver |
|
140 |
/// |
|
141 |
/// This class implements an interface for a skeleton LP solver. |
|
142 |
///\ingroup lp_group |
|
143 |
class LpSkeleton : public SkeletonSolverBase, public LpSolver { |
|
144 |
public: |
|
145 |
LpSkeleton() : SkeletonSolverBase(), LpSolver() {} |
|
146 |
|
|
147 |
protected: |
|
148 |
|
|
149 |
///\e |
|
150 |
virtual SolveExitStatus _solve(); |
|
151 |
|
|
152 |
///\e |
|
153 |
virtual Value _getPrimal(int i) const; |
|
154 |
///\e |
|
155 |
virtual Value _getDual(int i) const; |
|
156 |
|
|
157 |
///\e |
|
158 |
virtual Value _getPrimalValue() const; |
|
159 |
|
|
160 |
///\e |
|
161 |
virtual Value _getPrimalRay(int i) const; |
|
162 |
///\e |
|
163 |
virtual Value _getDualRay(int i) const; |
|
164 |
|
|
165 |
///\e |
|
166 |
virtual ProblemType _getPrimalType() const; |
|
167 |
///\e |
|
168 |
virtual ProblemType _getDualType() const; |
|
169 |
|
|
170 |
///\e |
|
171 |
virtual VarStatus _getColStatus(int i) const; |
|
172 |
///\e |
|
173 |
virtual VarStatus _getRowStatus(int i) const; |
|
174 |
|
|
175 |
///\e |
|
176 |
virtual LpSkeleton* _newSolver() const; |
|
177 |
///\e |
|
178 |
virtual LpSkeleton* _cloneSolver() const; |
|
179 |
///\e |
|
180 |
virtual const char* _solverName() const; |
|
181 |
|
|
182 |
}; |
|
183 |
|
|
184 |
/// \brief Interface for a skeleton MIP solver |
|
185 |
/// |
|
186 |
/// This class implements an interface for a skeleton MIP solver. |
|
187 |
///\ingroup lp_group |
|
188 |
class MipSkeleton : public SkeletonSolverBase, public MipSolver { |
|
189 |
public: |
|
190 |
MipSkeleton() : SkeletonSolverBase(), MipSolver() {} |
|
191 |
|
|
192 |
protected: |
|
193 |
///\e |
|
126 | 194 |
|
127 | 195 |
///\bug Wrong interface |
128 | 196 |
/// |
129 | 197 |
virtual SolveExitStatus _solve(); |
130 | 198 |
|
131 | 199 |
///\e |
132 | 200 |
|
133 | 201 |
///\bug Wrong interface |
134 | 202 |
/// |
135 |
virtual Value |
|
203 |
virtual Value _getSol(int i) const; |
|
136 | 204 |
|
137 | 205 |
///\e |
138 | 206 |
|
139 | 207 |
///\bug Wrong interface |
140 | 208 |
/// |
141 |
virtual Value |
|
209 |
virtual Value _getSolValue() const; |
|
142 | 210 |
|
143 | 211 |
///\e |
144 | 212 |
|
145 | 213 |
///\bug Wrong interface |
146 | 214 |
/// |
147 |
virtual |
|
215 |
virtual ProblemType _getType() const; |
|
148 | 216 |
|
149 | 217 |
///\e |
150 |
|
|
151 |
///\bug Wrong interface |
|
152 |
/// |
|
153 |
virtual SolutionStatus _getPrimalStatus() const; |
|
154 |
|
|
155 |
////e |
|
156 |
virtual SolutionStatus _getDualStatus() const; |
|
157 |
|
|
218 |
virtual MipSkeleton* _newSolver() const; |
|
158 | 219 |
|
159 | 220 |
///\e |
160 |
virtual |
|
221 |
virtual MipSkeleton* _cloneSolver() const; |
|
222 |
///\e |
|
223 |
virtual const char* _solverName() const; |
|
161 | 224 |
|
162 |
///\e |
|
163 |
virtual void _setMax(); |
|
164 |
///\e |
|
165 |
virtual void _setMin(); |
|
166 |
|
|
167 |
///\e |
|
168 |
virtual bool _isMax() const; |
|
169 |
|
|
170 |
|
|
171 |
|
|
172 |
///\e |
|
173 |
virtual bool _isBasicCol(int i) const; |
|
174 |
|
|
175 |
|
|
176 |
|
|
177 |
public: |
|
178 |
LpSkeleton() : LpSolverBase(), col_num(0), row_num(0) {} |
|
179 | 225 |
}; |
180 | 226 |
|
181 | 227 |
} //namespace lemon |
182 | 228 |
|
183 | 229 |
#endif // LEMON_LP_SKELETON |
... | ... |
@@ -11,306 +11,413 @@ |
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 |
#include<iostream> |
|
20 |
#include<lemon/lp_soplex.h> |
|
19 |
#include <iostream> |
|
20 |
#include <lemon/lp_soplex.h> |
|
21 | 21 |
|
22 | 22 |
#include <soplex/soplex.h> |
23 | 23 |
|
24 | 24 |
|
25 | 25 |
///\file |
26 | 26 |
///\brief Implementation of the LEMON-SOPLEX lp solver interface. |
27 | 27 |
namespace lemon { |
28 | 28 |
|
29 |
LpSoplex::LpSoplex() : LpSolverBase() { |
|
30 |
rows.setIdHandler(relocateIdHandler); |
|
31 |
|
|
29 |
LpSoplex::LpSoplex() { |
|
32 | 30 |
soplex = new soplex::SoPlex; |
33 |
solved = false; |
|
34 | 31 |
} |
35 | 32 |
|
36 | 33 |
LpSoplex::~LpSoplex() { |
37 | 34 |
delete soplex; |
38 | 35 |
} |
39 | 36 |
|
40 |
LpSoplex::LpSoplex(const LpSoplex& lp) |
|
37 |
LpSoplex::LpSoplex(const LpSoplex& lp) { |
|
41 | 38 |
rows = lp.rows; |
42 |
rows.setIdHandler(relocateIdHandler); |
|
43 |
|
|
44 | 39 |
cols = lp.cols; |
45 |
cols.setIdHandler(relocateIdHandler); |
|
46 | 40 |
|
47 | 41 |
soplex = new soplex::SoPlex; |
48 | 42 |
(*static_cast<soplex::SPxLP*>(soplex)) = *(lp.soplex); |
49 | 43 |
|
50 |
colNames = lp.colNames; |
|
51 |
invColNames = lp.invColNames; |
|
44 |
_col_names = lp._col_names; |
|
45 |
_col_names_ref = lp._col_names_ref; |
|
52 | 46 |
|
53 |
primal_value = lp.primal_value; |
|
54 |
dual_value = lp.dual_value; |
|
47 |
_row_names = lp._row_names; |
|
48 |
_row_names_ref = lp._row_names_ref; |
|
55 | 49 |
|
56 | 50 |
} |
57 | 51 |
|
58 |
|
|
52 |
void LpSoplex::_clear_temporals() { |
|
53 |
_primal_values.clear(); |
|
54 |
_dual_values.clear(); |
|
55 |
} |
|
56 |
|
|
57 |
LpSoplex* LpSoplex::_newSolver() const { |
|
59 | 58 |
LpSoplex* newlp = new LpSoplex(); |
60 | 59 |
return newlp; |
61 | 60 |
} |
62 | 61 |
|
63 |
|
|
62 |
LpSoplex* LpSoplex::_cloneSolver() const { |
|
64 | 63 |
LpSoplex* newlp = new LpSoplex(*this); |
65 | 64 |
return newlp; |
66 | 65 |
} |
67 | 66 |
|
67 |
const char* LpSoplex::_solverName() const { return "LpSoplex"; } |
|
68 |
|
|
68 | 69 |
int LpSoplex::_addCol() { |
69 | 70 |
soplex::LPCol c; |
70 | 71 |
c.setLower(-soplex::infinity); |
71 | 72 |
c.setUpper(soplex::infinity); |
72 | 73 |
soplex->addCol(c); |
73 | 74 |
|
74 |
colNames.push_back(std::string()); |
|
75 |
primal_value.push_back(0.0); |
|
76 |
|
|
75 |
_col_names.push_back(std::string()); |
|
77 | 76 |
|
78 | 77 |
return soplex->nCols() - 1; |
79 | 78 |
} |
80 | 79 |
|
81 | 80 |
int LpSoplex::_addRow() { |
82 | 81 |
soplex::LPRow r; |
83 | 82 |
r.setLhs(-soplex::infinity); |
84 | 83 |
r.setRhs(soplex::infinity); |
85 | 84 |
soplex->addRow(r); |
86 | 85 |
|
87 |
dual_value.push_back(0.0); |
|
88 |
solved = false; |
|
86 |
_row_names.push_back(std::string()); |
|
89 | 87 |
|
90 | 88 |
return soplex->nRows() - 1; |
91 | 89 |
} |
92 | 90 |
|
93 | 91 |
|
94 | 92 |
void LpSoplex::_eraseCol(int i) { |
95 | 93 |
soplex->removeCol(i); |
96 |
invColNames.erase(colNames[i]); |
|
97 |
colNames[i] = colNames.back(); |
|
98 |
invColNames[colNames.back()] = i; |
|
99 |
colNames.pop_back(); |
|
100 |
primal_value[i] = primal_value.back(); |
|
101 |
primal_value.pop_back(); |
|
102 |
|
|
94 |
_col_names_ref.erase(_col_names[i]); |
|
95 |
_col_names[i] = _col_names.back(); |
|
96 |
_col_names_ref[_col_names.back()] = i; |
|
97 |
_col_names.pop_back(); |
|
103 | 98 |
} |
104 | 99 |
|
105 | 100 |
void LpSoplex::_eraseRow(int i) { |
106 | 101 |
soplex->removeRow(i); |
107 |
dual_value[i] = dual_value.back(); |
|
108 |
dual_value.pop_back(); |
|
109 |
|
|
102 |
_row_names_ref.erase(_row_names[i]); |
|
103 |
_row_names[i] = _row_names.back(); |
|
104 |
_row_names_ref[_row_names.back()] = i; |
|
105 |
_row_names.pop_back(); |
|
106 |
} |
|
107 |
|
|
108 |
void LpSoplex::_eraseColId(int i) { |
|
109 |
cols.eraseIndex(i); |
|
110 |
cols.relocateIndex(i, cols.maxIndex()); |
|
111 |
} |
|
112 |
void LpSoplex::_eraseRowId(int i) { |
|
113 |
rows.eraseIndex(i); |
|
114 |
rows.relocateIndex(i, rows.maxIndex()); |
|
110 | 115 |
} |
111 | 116 |
|
112 | 117 |
void LpSoplex::_getColName(int c, std::string &name) const { |
113 |
name = |
|
118 |
name = _col_names[c]; |
|
114 | 119 |
} |
115 | 120 |
|
116 | 121 |
void LpSoplex::_setColName(int c, const std::string &name) { |
117 |
invColNames.erase(colNames[c]); |
|
118 |
colNames[c] = name; |
|
122 |
_col_names_ref.erase(_col_names[c]); |
|
123 |
_col_names[c] = name; |
|
119 | 124 |
if (!name.empty()) { |
120 |
|
|
125 |
_col_names_ref.insert(std::make_pair(name, c)); |
|
121 | 126 |
} |
122 | 127 |
} |
123 | 128 |
|
124 | 129 |
int LpSoplex::_colByName(const std::string& name) const { |
125 | 130 |
std::map<std::string, int>::const_iterator it = |
126 |
invColNames.find(name); |
|
127 |
if (it != invColNames.end()) { |
|
131 |
_col_names_ref.find(name); |
|
132 |
if (it != _col_names_ref.end()) { |
|
128 | 133 |
return it->second; |
129 | 134 |
} else { |
130 | 135 |
return -1; |
131 | 136 |
} |
132 | 137 |
} |
133 | 138 |
|
139 |
void LpSoplex::_getRowName(int r, std::string &name) const { |
|
140 |
name = _row_names[r]; |
|
141 |
} |
|
134 | 142 |
|
135 |
void LpSoplex:: |
|
143 |
void LpSoplex::_setRowName(int r, const std::string &name) { |
|
144 |
_row_names_ref.erase(_row_names[r]); |
|
145 |
_row_names[r] = name; |
|
146 |
if (!name.empty()) { |
|
147 |
_row_names_ref.insert(std::make_pair(name, r)); |
|
148 |
} |
|
149 |
} |
|
150 |
|
|
151 |
int LpSoplex::_rowByName(const std::string& name) const { |
|
152 |
std::map<std::string, int>::const_iterator it = |
|
153 |
_row_names_ref.find(name); |
|
154 |
if (it != _row_names_ref.end()) { |
|
155 |
return it->second; |
|
156 |
} else { |
|
157 |
return -1; |
|
158 |
} |
|
159 |
} |
|
160 |
|
|
161 |
|
|
162 |
void LpSoplex::_setRowCoeffs(int i, ExprIterator b, ExprIterator e) { |
|
136 | 163 |
for (int j = 0; j < soplex->nCols(); ++j) { |
137 | 164 |
soplex->changeElement(i, j, 0.0); |
138 | 165 |
} |
139 |
for( |
|
166 |
for(ExprIterator it = b; it != e; ++it) { |
|
140 | 167 |
soplex->changeElement(i, it->first, it->second); |
141 | 168 |
} |
142 |
solved = false; |
|
143 | 169 |
} |
144 | 170 |
|
145 |
void LpSoplex::_getRowCoeffs(int i, |
|
171 |
void LpSoplex::_getRowCoeffs(int i, InsertIterator b) const { |
|
146 | 172 |
const soplex::SVector& vec = soplex->rowVector(i); |
147 | 173 |
for (int k = 0; k < vec.size(); ++k) { |
148 | 174 |
*b = std::make_pair(vec.index(k), vec.value(k)); |
149 | 175 |
++b; |
150 | 176 |
} |
151 | 177 |
} |
152 | 178 |
|
153 |
void LpSoplex::_setColCoeffs(int j, |
|
179 |
void LpSoplex::_setColCoeffs(int j, ExprIterator b, ExprIterator e) { |
|
154 | 180 |
for (int i = 0; i < soplex->nRows(); ++i) { |
155 | 181 |
soplex->changeElement(i, j, 0.0); |
156 | 182 |
} |
157 |
for( |
|
183 |
for(ExprIterator it = b; it != e; ++it) { |
|
158 | 184 |
soplex->changeElement(it->first, j, it->second); |
159 | 185 |
} |
160 |
solved = false; |
|
161 | 186 |
} |
162 | 187 |
|
163 |
void LpSoplex::_getColCoeffs(int i, |
|
188 |
void LpSoplex::_getColCoeffs(int i, InsertIterator b) const { |
|
164 | 189 |
const soplex::SVector& vec = soplex->colVector(i); |
165 | 190 |
for (int k = 0; k < vec.size(); ++k) { |
166 | 191 |
*b = std::make_pair(vec.index(k), vec.value(k)); |
167 | 192 |
++b; |
168 | 193 |
} |
169 | 194 |
} |
170 | 195 |
|
171 | 196 |
void LpSoplex::_setCoeff(int i, int j, Value value) { |
172 | 197 |
soplex->changeElement(i, j, value); |
173 |
solved = false; |
|
174 | 198 |
} |
175 | 199 |
|
176 | 200 |
LpSoplex::Value LpSoplex::_getCoeff(int i, int j) const { |
177 | 201 |
return soplex->rowVector(i)[j]; |
178 | 202 |
} |
179 | 203 |
|
180 | 204 |
void LpSoplex::_setColLowerBound(int i, Value value) { |
205 |
LEMON_ASSERT(value != INF, "Invalid bound"); |
|
181 | 206 |
soplex->changeLower(i, value != -INF ? value : -soplex::infinity); |
182 |
solved = false; |
|
183 | 207 |
} |
184 | 208 |
|
185 | 209 |
LpSoplex::Value LpSoplex::_getColLowerBound(int i) const { |
186 | 210 |
double value = soplex->lower(i); |
187 | 211 |
return value != -soplex::infinity ? value : -INF; |
188 | 212 |
} |
189 | 213 |
|
190 | 214 |
void LpSoplex::_setColUpperBound(int i, Value value) { |
215 |
LEMON_ASSERT(value != -INF, "Invalid bound"); |
|
191 | 216 |
soplex->changeUpper(i, value != INF ? value : soplex::infinity); |
192 |
solved = false; |
|
193 | 217 |
} |
194 | 218 |
|
195 | 219 |
LpSoplex::Value LpSoplex::_getColUpperBound(int i) const { |
196 | 220 |
double value = soplex->upper(i); |
197 | 221 |
return value != soplex::infinity ? value : INF; |
198 | 222 |
} |
199 | 223 |
|
200 |
void LpSoplex::_setRowBounds(int i, Value lb, Value ub) { |
|
201 |
soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, |
|
202 |
ub != INF ? ub : soplex::infinity); |
|
203 |
solved = false; |
|
224 |
void LpSoplex::_setRowLowerBound(int i, Value lb) { |
|
225 |
LEMON_ASSERT(lb != INF, "Invalid bound"); |
|
226 |
soplex->changeRange(i, lb != -INF ? lb : -soplex::infinity, soplex->rhs(i)); |
|
204 | 227 |
} |
205 |
void LpSoplex::_getRowBounds(int i, Value &lower, Value &upper) const { |
|
206 |
lower = soplex->lhs(i); |
|
207 |
if (lower == -soplex::infinity) lower = -INF; |
|
208 |
upper = soplex->rhs(i); |
|
209 |
|
|
228 |
|
|
229 |
LpSoplex::Value LpSoplex::_getRowLowerBound(int i) const { |
|
230 |
double res = soplex->lhs(i); |
|
231 |
return res == -soplex::infinity ? -INF : res; |
|
232 |
} |
|
233 |
|
|
234 |
void LpSoplex::_setRowUpperBound(int i, Value ub) { |
|
235 |
LEMON_ASSERT(ub != -INF, "Invalid bound"); |
|
236 |
soplex->changeRange(i, soplex->lhs(i), ub != INF ? ub : soplex::infinity); |
|
237 |
} |
|
238 |
|
|
239 |
LpSoplex::Value LpSoplex::_getRowUpperBound(int i) const { |
|
240 |
double res = soplex->rhs(i); |
|
241 |
return res == soplex::infinity ? INF : res; |
|
242 |
} |
|
243 |
|
|
244 |
void LpSoplex::_setObjCoeffs(ExprIterator b, ExprIterator e) { |
|
245 |
for (int j = 0; j < soplex->nCols(); ++j) { |
|
246 |
soplex->changeObj(j, 0.0); |
|
247 |
} |
|
248 |
for (ExprIterator it = b; it != e; ++it) { |
|
249 |
soplex->changeObj(it->first, it->second); |
|
250 |
} |
|
251 |
} |
|
252 |
|
|
253 |
void LpSoplex::_getObjCoeffs(InsertIterator b) const { |
|
254 |
for (int j = 0; j < soplex->nCols(); ++j) { |
|
255 |
Value coef = soplex->obj(j); |
|
256 |
if (coef != 0.0) { |
|
257 |
*b = std::make_pair(j, coef); |
|
258 |
++b; |
|
259 |
} |
|
260 |
} |
|
210 | 261 |
} |
211 | 262 |
|
212 | 263 |
void LpSoplex::_setObjCoeff(int i, Value obj_coef) { |
213 | 264 |
soplex->changeObj(i, obj_coef); |
214 |
solved = false; |
|
215 | 265 |
} |
216 | 266 |
|
217 | 267 |
LpSoplex::Value LpSoplex::_getObjCoeff(int i) const { |
218 | 268 |
return soplex->obj(i); |
219 | 269 |
} |
220 | 270 |
|
221 |
void LpSoplex::_clearObj() { |
|
222 |
for (int i = 0; i < soplex->nCols(); ++i) { |
|
223 |
soplex->changeObj(i, 0.0); |
|
224 |
} |
|
225 |
solved = false; |
|
226 |
} |
|
271 |
LpSoplex::SolveExitStatus LpSoplex::_solve() { |
|
227 | 272 |
|
228 |
|
|
273 |
_clear_temporals(); |
|
274 |
|
|
229 | 275 |
soplex::SPxSolver::Status status = soplex->solve(); |
230 | 276 |
|
231 |
soplex::Vector pv(primal_value.size(), &primal_value[0]); |
|
232 |
soplex->getPrimal(pv); |
|
233 |
|
|
234 |
soplex::Vector dv(dual_value.size(), &dual_value[0]); |
|
235 |
soplex->getDual(dv); |
|
236 |
|
|
237 | 277 |
switch (status) { |
238 | 278 |
case soplex::SPxSolver::OPTIMAL: |
239 | 279 |
case soplex::SPxSolver::INFEASIBLE: |
240 | 280 |
case soplex::SPxSolver::UNBOUNDED: |
241 |
solved = true; |
|
242 | 281 |
return SOLVED; |
243 | 282 |
default: |
244 | 283 |
return UNSOLVED; |
245 | 284 |
} |
246 | 285 |
} |
247 | 286 |
|
248 | 287 |
LpSoplex::Value LpSoplex::_getPrimal(int i) const { |
249 |
|
|
288 |
if (_primal_values.empty()) { |
|
289 |
_primal_values.resize(soplex->nCols()); |
|
290 |
soplex::Vector pv(_primal_values.size(), &_primal_values.front()); |
|
291 |
soplex->getPrimal(pv); |
|
292 |
} |
|
293 |
return _primal_values[i]; |
|
250 | 294 |
} |
251 | 295 |
|
252 | 296 |
LpSoplex::Value LpSoplex::_getDual(int i) const { |
253 |
|
|
297 |
if (_dual_values.empty()) { |
|
298 |
_dual_values.resize(soplex->nRows()); |
|
299 |
soplex::Vector dv(_dual_values.size(), &_dual_values.front()); |
|
300 |
soplex->getDual(dv); |
|
301 |
} |
|
302 |
return _dual_values[i]; |
|
254 | 303 |
} |
255 | 304 |
|
256 | 305 |
LpSoplex::Value LpSoplex::_getPrimalValue() const { |
257 | 306 |
return soplex->objValue(); |
258 | 307 |
} |
259 | 308 |
|
260 |
bool LpSoplex::_isBasicCol(int i) const { |
|
261 |
return soplex->getBasisColStatus(i) == soplex::SPxSolver::BASIC; |
|
309 |
LpSoplex::VarStatus LpSoplex::_getColStatus(int i) const { |
|
310 |
switch (soplex->getBasisColStatus(i)) { |
|
311 |
case soplex::SPxSolver::BASIC: |
|
312 |
return BASIC; |
|
313 |
case soplex::SPxSolver::ON_UPPER: |
|
314 |
return UPPER; |
|
315 |
case soplex::SPxSolver::ON_LOWER: |
|
316 |
return LOWER; |
|
317 |
case soplex::SPxSolver::FIXED: |
|
318 |
return FIXED; |
|
319 |
case soplex::SPxSolver::ZERO: |
|
320 |
return FREE; |
|
321 |
default: |
|
322 |
LEMON_ASSERT(false, "Wrong column status"); |
|
323 |
return VarStatus(); |
|
324 |
} |
|
262 | 325 |
} |
263 | 326 |
|
264 |
LpSoplex::SolutionStatus LpSoplex::_getPrimalStatus() const { |
|
265 |
if (!solved) return UNDEFINED; |
|
327 |
LpSoplex::VarStatus LpSoplex::_getRowStatus(int i) const { |
|
328 |
switch (soplex->getBasisRowStatus(i)) { |
|
329 |
case soplex::SPxSolver::BASIC: |
|
330 |
return BASIC; |
|
331 |
case soplex::SPxSolver::ON_UPPER: |
|
332 |
return UPPER; |
|
333 |
case soplex::SPxSolver::ON_LOWER: |
|
334 |
return LOWER; |
|
335 |
case soplex::SPxSolver::FIXED: |
|
336 |
return FIXED; |
|
337 |
case soplex::SPxSolver::ZERO: |
|
338 |
return FREE; |
|
339 |
default: |
|
340 |
LEMON_ASSERT(false, "Wrong row status"); |
|
341 |
return VarStatus(); |
|
342 |
} |
|
343 |
} |
|
344 |
|
|
345 |
LpSoplex::Value LpSoplex::_getPrimalRay(int i) const { |
|
346 |
if (_primal_ray.empty()) { |
|
347 |
_primal_ray.resize(soplex->nCols()); |
|
348 |
soplex::Vector pv(_primal_ray.size(), &_primal_ray.front()); |
|
349 |
soplex->getDualfarkas(pv); |
|
350 |
} |
|
351 |
return _primal_ray[i]; |
|
352 |
} |
|
353 |
|
|
354 |
LpSoplex::Value LpSoplex::_getDualRay(int i) const { |
|
355 |
if (_dual_ray.empty()) { |
|
356 |
_dual_ray.resize(soplex->nRows()); |
|
357 |
soplex::Vector dv(_dual_ray.size(), &_dual_ray.front()); |
|
358 |
soplex->getDualfarkas(dv); |
|
359 |
} |
|
360 |
return _dual_ray[i]; |
|
361 |
} |
|
362 |
|
|
363 |
LpSoplex::ProblemType LpSoplex::_getPrimalType() const { |
|
266 | 364 |
switch (soplex->status()) { |
267 | 365 |
case soplex::SPxSolver::OPTIMAL: |
268 | 366 |
return OPTIMAL; |
269 | 367 |
case soplex::SPxSolver::UNBOUNDED: |
270 |
return |
|
368 |
return UNBOUNDED; |
|
271 | 369 |
case soplex::SPxSolver::INFEASIBLE: |
272 | 370 |
return INFEASIBLE; |
273 | 371 |
default: |
274 | 372 |
return UNDEFINED; |
275 | 373 |
} |
276 | 374 |
} |
277 | 375 |
|
278 |
LpSoplex::SolutionStatus LpSoplex::_getDualStatus() const { |
|
279 |
if (!solved) return UNDEFINED; |
|
376 |
LpSoplex::ProblemType LpSoplex::_getDualType() const { |
|
280 | 377 |
switch (soplex->status()) { |
281 | 378 |
case soplex::SPxSolver::OPTIMAL: |
282 | 379 |
return OPTIMAL; |
283 | 380 |
case soplex::SPxSolver::UNBOUNDED: |
381 |
return UNBOUNDED; |
|
382 |
case soplex::SPxSolver::INFEASIBLE: |
|
284 | 383 |
return INFEASIBLE; |
285 | 384 |
default: |
286 | 385 |
return UNDEFINED; |
287 | 386 |
} |
288 | 387 |
} |
289 | 388 |
|
290 |
LpSoplex::ProblemTypes LpSoplex::_getProblemType() const { |
|
291 |
if (!solved) return UNKNOWN; |
|
292 |
switch (soplex->status()) { |
|
293 |
case soplex::SPxSolver::OPTIMAL: |
|
294 |
return PRIMAL_DUAL_FEASIBLE; |
|
295 |
case soplex::SPxSolver::UNBOUNDED: |
|
296 |
return PRIMAL_FEASIBLE_DUAL_INFEASIBLE; |
|
297 |
default: |
|
298 |
|
|
389 |
void LpSoplex::_setSense(Sense sense) { |
|
390 |
switch (sense) { |
|
391 |
case MIN: |
|
392 |
soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
|
393 |
break; |
|
394 |
case MAX: |
|
395 |
soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
|
299 | 396 |
} |
300 | 397 |
} |
301 | 398 |
|
302 |
void LpSoplex::_setMax() { |
|
303 |
soplex->changeSense(soplex::SPxSolver::MAXIMIZE); |
|
304 |
solved = false; |
|
305 |
} |
|
306 |
void LpSoplex::_setMin() { |
|
307 |
soplex->changeSense(soplex::SPxSolver::MINIMIZE); |
|
308 |
solved = false; |
|
309 |
} |
|
310 |
bool LpSoplex::_isMax() const { |
|
311 |
return soplex->spxSense() == soplex::SPxSolver::MAXIMIZE; |
|
399 |
LpSoplex::Sense LpSoplex::_getSense() const { |
|
400 |
switch (soplex->spxSense()) { |
|
401 |
case soplex::SPxSolver::MAXIMIZE: |
|
402 |
return MAX; |
|
403 |
case soplex::SPxSolver::MINIMIZE: |
|
404 |
return MIN; |
|
405 |
default: |
|
406 |
LEMON_ASSERT(false, "Wrong sense."); |
|
407 |
return LpSoplex::Sense(); |
|
408 |
} |
|
312 | 409 |
} |
313 | 410 |
|
411 |
void LpSoplex::_clear() { |
|
412 |
soplex->clear(); |
|
413 |
_col_names.clear(); |
|
414 |
_col_names_ref.clear(); |
|
415 |
_row_names.clear(); |
|
416 |
_row_names_ref.clear(); |
|
417 |
cols.clear(); |
|
418 |
rows.clear(); |
|
419 |
_clear_temporals(); |
|
420 |
} |
|
314 | 421 |
|
315 | 422 |
} //namespace lemon |
316 | 423 |
... | ... |
@@ -38,83 +38,114 @@ |
38 | 38 |
/// |
39 | 39 |
/// \brief Interface for the SOPLEX solver |
40 | 40 |
/// |
41 | 41 |
/// This class implements an interface for the SoPlex LP solver. |
42 | 42 |
/// The SoPlex library is an object oriented lp solver library |
43 | 43 |
/// developed at the Konrad-Zuse-Zentrum f�r Informationstechnik |
44 | 44 |
/// Berlin (ZIB). You can find detailed information about it at the |
45 | 45 |
/// <tt>http://soplex.zib.de</tt> address. |
46 |
class LpSoplex :virtual public LpSolverBase { |
|
47 |
protected: |
|
48 |
|
|
49 |
_lp_bits::RelocateIdHandler relocateIdHandler; |
|
46 |
class LpSoplex : public LpSolver { |
|
47 |
private: |
|
50 | 48 |
|
51 | 49 |
soplex::SoPlex* soplex; |
52 |
bool solved; |
|
53 | 50 |
|
54 |
std::vector<std::string> colNames; |
|
55 |
std::map<std::string, int> invColNames; |
|
51 |
std::vector<std::string> _col_names; |
|
52 |
std::map<std::string, int> _col_names_ref; |
|
56 | 53 |
|
57 |
std::vector<Value> primal_value; |
|
58 |
std::vector<Value> dual_value; |
|
54 |
std::vector<std::string> _row_names; |
|
55 |
std::map<std::string, int> _row_names_ref; |
|
59 | 56 |
|
57 |
private: |
|
58 |
|
|
59 |
// these values cannot be retrieved element by element |
|
60 |
mutable std::vector<Value> _primal_values; |
|
61 |
mutable std::vector<Value> _dual_values; |
|
62 |
|
|
63 |
mutable std::vector<Value> _primal_ray; |
|
64 |
mutable std::vector<Value> _dual_ray; |
|
65 |
|
|
66 |
void _clear_temporals(); |
|
60 | 67 |
|
61 | 68 |
public: |
62 | 69 |
|
63 |
typedef LpSolverBase Parent; |
|
64 |
|
|
65 |
|
|
66 | 70 |
/// \e |
67 | 71 |
LpSoplex(); |
68 | 72 |
/// \e |
69 | 73 |
LpSoplex(const LpSoplex&); |
70 | 74 |
/// \e |
71 | 75 |
~LpSoplex(); |
72 | 76 |
|
73 | 77 |
protected: |
74 | 78 |
|
75 |
virtual LpSolverBase* _newLp(); |
|
76 |
virtual LpSolverBase* _copyLp(); |
|
79 |
virtual LpSoplex* _newSolver() const; |
|
80 |
virtual LpSoplex* _cloneSolver() const; |
|
81 |
|
|
82 |
virtual const char* _solverName() const; |
|
77 | 83 |
|
78 | 84 |
virtual int _addCol(); |
79 | 85 |
virtual int _addRow(); |
86 |
|
|
80 | 87 |
virtual void _eraseCol(int i); |
81 | 88 |
virtual void _eraseRow(int i); |
82 |
virtual void _getColName(int col, std::string & name) const; |
|
83 |
virtual void _setColName(int col, const std::string & name); |
|
89 |
|
|
90 |
virtual void _eraseColId(int i); |
|
91 |
virtual void _eraseRowId(int i); |
|
92 |
|
|
93 |
virtual void _getColName(int col, std::string& name) const; |
|
94 |
virtual void _setColName(int col, const std::string& name); |
|
84 | 95 |
virtual int _colByName(const std::string& name) const; |
85 |
virtual void _setRowCoeffs(int i, ConstRowIterator b, ConstRowIterator e); |
|
86 |
virtual void _getRowCoeffs(int i, RowIterator b) const; |
|
87 |
virtual void _setColCoeffs(int i, ConstColIterator b, ConstColIterator e); |
|
88 |
virtual void _getColCoeffs(int i, ColIterator b) const; |
|
96 |
|
|
97 |
virtual void _getRowName(int row, std::string& name) const; |
|
98 |
virtual void _setRowName(int row, const std::string& name); |
|
99 |
virtual int _rowByName(const std::string& name) const; |
|
100 |
|
|
101 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
|
102 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
|
103 |
|
|
104 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
|
105 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
|
106 |
|
|
89 | 107 |
virtual void _setCoeff(int row, int col, Value value); |
90 | 108 |
virtual Value _getCoeff(int row, int col) const; |
109 |
|
|
91 | 110 |
virtual void _setColLowerBound(int i, Value value); |
92 | 111 |
virtual Value _getColLowerBound(int i) const; |
93 | 112 |
virtual void _setColUpperBound(int i, Value value); |
94 | 113 |
virtual Value _getColUpperBound(int i) const; |
95 |
virtual void _setRowBounds(int i, Value lower, Value upper); |
|
96 |
virtual void _getRowBounds(int i, Value &lower, Value &upper) const; |
|
114 |
|
|
115 |
virtual void _setRowLowerBound(int i, Value value); |
|
116 |
virtual Value _getRowLowerBound(int i) const; |
|
117 |
virtual void _setRowUpperBound(int i, Value value); |
|
118 |
virtual Value _getRowUpperBound(int i) const; |
|
119 |
|
|
120 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
|
121 |
virtual void _getObjCoeffs(InsertIterator b) const; |
|
122 |
|
|
97 | 123 |
virtual void _setObjCoeff(int i, Value obj_coef); |
98 | 124 |
virtual Value _getObjCoeff(int i) const; |
99 |
|
|
125 |
|
|
126 |
virtual void _setSense(Sense sense); |
|
127 |
virtual Sense _getSense() const; |
|
100 | 128 |
|
101 | 129 |
virtual SolveExitStatus _solve(); |
102 | 130 |
virtual Value _getPrimal(int i) const; |
103 | 131 |
virtual Value _getDual(int i) const; |
132 |
|
|
104 | 133 |
virtual Value _getPrimalValue() const; |
105 |
virtual bool _isBasicCol(int i) const; |
|
106 | 134 |
|
107 |
virtual SolutionStatus _getPrimalStatus() const; |
|
108 |
virtual SolutionStatus _getDualStatus() const; |
|
109 |
virtual |
|
135 |
virtual Value _getPrimalRay(int i) const; |
|
136 |
virtual Value _getDualRay(int i) const; |
|
110 | 137 |
|
138 |
virtual VarStatus _getColStatus(int i) const; |
|
139 |
virtual VarStatus _getRowStatus(int i) const; |
|
111 | 140 |
|
112 |
virtual void _setMax(); |
|
113 |
virtual void _setMin(); |
|
114 |
virtual |
|
141 |
virtual ProblemType _getPrimalType() const; |
|
142 |
virtual ProblemType _getDualType() const; |
|
143 |
|
|
144 |
virtual void _clear(); |
|
115 | 145 |
|
116 | 146 |
}; |
147 |
|
|
117 | 148 |
} //END OF NAMESPACE LEMON |
118 | 149 |
|
119 | 150 |
#endif //LEMON_LP_SOPLEX_H |
120 | 151 |
... | ... |
@@ -37,16 +37,21 @@ |
37 | 37 |
LDFLAGS="$GLPK_LDFLAGS" |
38 | 38 |
LIBS="$GLPK_LIBS" |
39 | 39 |
|
40 | 40 |
lx_glpk_test_prog=' |
41 | 41 |
extern "C" { |
42 | 42 |
#include <glpk.h> |
43 | 43 |
} |
44 | 44 |
|
45 |
#if (GLP_MAJOR_VERSION < 4) \ |
|
46 |
|| (GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION < 33) |
|
47 |
#error Supported GLPK versions: 4.33 or above |
|
48 |
#endif |
|
49 |
|
|
45 | 50 |
int main(int argc, char** argv) |
46 | 51 |
{ |
47 | 52 |
LPX *lp; |
48 | 53 |
lp = lpx_create_prob(); |
49 | 54 |
lpx_delete_prob(lp); |
50 | 55 |
return 0; |
51 | 56 |
}' |
52 | 57 |
... | ... |
@@ -32,32 +32,33 @@ |
32 | 32 |
#ifdef HAVE_CPLEX |
33 | 33 |
#include <lemon/lp_cplex.h> |
34 | 34 |
#endif |
35 | 35 |
|
36 | 36 |
#ifdef HAVE_SOPLEX |
37 | 37 |
#include <lemon/lp_soplex.h> |
38 | 38 |
#endif |
39 | 39 |
|
40 |
#ifdef HAVE_CLP |
|
41 |
#include <lemon/lp_clp.h> |
|
42 |
#endif |
|
43 |
|
|
40 | 44 |
using namespace lemon; |
41 | 45 |
|
42 |
void lpTest( |
|
46 |
void lpTest(LpSolver& lp) |
|
43 | 47 |
{ |
44 | 48 |
|
45 |
|
|
46 |
|
|
47 |
typedef |
|
49 |
typedef LpSolver LP; |
|
48 | 50 |
|
49 | 51 |
std::vector<LP::Col> x(10); |
50 | 52 |
// for(int i=0;i<10;i++) x.push_back(lp.addCol()); |
51 | 53 |
lp.addColSet(x); |
52 | 54 |
lp.colLowerBound(x,1); |
53 | 55 |
lp.colUpperBound(x,1); |
54 | 56 |
lp.colBounds(x,1,2); |
55 |
#ifndef GYORSITAS |
|
56 | 57 |
|
57 | 58 |
std::vector<LP::Col> y(10); |
58 | 59 |
lp.addColSet(y); |
59 | 60 |
|
60 | 61 |
lp.colLowerBound(y,1); |
61 | 62 |
lp.colUpperBound(y,1); |
62 | 63 |
lp.colBounds(y,1,2); |
63 | 64 |
|
... | ... |
@@ -81,21 +82,21 @@ |
81 | 82 |
|
82 | 83 |
p1=lp.addCol(); |
83 | 84 |
p2=lp.addCol(); |
84 | 85 |
p3=lp.addCol(); |
85 | 86 |
p4=lp.addCol(); |
86 | 87 |
p5=lp.addCol(); |
87 | 88 |
|
88 | 89 |
e[p1]=2; |
89 |
|
|
90 |
*e=12; |
|
90 | 91 |
e[p1]+=2; |
91 |
|
|
92 |
*e+=12; |
|
92 | 93 |
e[p1]-=2; |
93 |
|
|
94 |
*e-=12; |
|
94 | 95 |
|
95 | 96 |
e=2; |
96 | 97 |
e=2.2; |
97 | 98 |
e=p1; |
98 | 99 |
e=f; |
99 | 100 |
|
100 | 101 |
e+=2; |
101 | 102 |
e+=2.2; |
... | ... |
@@ -165,56 +166,41 @@ |
165 | 166 |
c = (2 <= p1<= 3); |
166 | 167 |
|
167 | 168 |
c = (2 >= e >= 3); |
168 | 169 |
c = (2 >= p1>= 3); |
169 | 170 |
|
170 | 171 |
e[x[3]]=2; |
171 | 172 |
e[x[3]]=4; |
172 | 173 |
e[x[3]]=1; |
173 |
|
|
174 |
*e=12; |
|
174 | 175 |
|
175 |
lp.addRow(LP::INF,e,23); |
|
176 |
lp.addRow(LP::INF,3.0*(x[1]+x[2]/2)-x[3],23); |
|
177 |
lp.addRow(LP::INF, |
|
176 |
lp.addRow(-LP::INF,e,23); |
|
177 |
lp.addRow(-LP::INF,3.0*(x[1]+x[2]/2)-x[3],23); |
|
178 |
lp.addRow(-LP::INF,3.0*(x[1]+x[2]*2-5*x[3]+12-x[4]/3)+2*x[4]-4,23); |
|
178 | 179 |
|
179 | 180 |
lp.addRow(x[1]+x[3]<=x[5]-3); |
180 | 181 |
lp.addRow(-7<=x[1]+x[3]-12<=3); |
181 | 182 |
lp.addRow(x[1]<=x[5]); |
182 | 183 |
|
183 | 184 |
std::ostringstream buf; |
184 | 185 |
|
185 | 186 |
|
186 |
//Checking the simplify function |
|
187 |
|
|
188 |
// //How to check the simplify function? A map gives no information |
|
189 |
// //on the question whether a given key is or is not stored in it, or |
|
190 |
// //it does? |
|
191 |
// Yes, it does, using the find() function. |
|
192 |
e=((p1+p2)+(p1-p2)); |
|
193 |
e.simplify(); |
|
194 |
buf << "Coeff. of p2 should be 0"; |
|
195 |
// std::cout<<e[p1]<<e[p2]<<e[p3]<<std::endl; |
|
196 |
check(e.find(p2)==e.end(), buf.str()); |
|
197 |
|
|
198 |
|
|
199 |
|
|
200 |
|
|
201 | 187 |
e=((p1+p2)+(p1-0.99*p2)); |
202 | 188 |
//e.prettyPrint(std::cout); |
203 | 189 |
//(e<=2).prettyPrint(std::cout); |
204 | 190 |
double tolerance=0.001; |
205 | 191 |
e.simplify(tolerance); |
206 | 192 |
buf << "Coeff. of p2 should be 0.01"; |
207 | 193 |
check(e[p2]>0, buf.str()); |
208 | 194 |
|
209 | 195 |
tolerance=0.02; |
210 | 196 |
e.simplify(tolerance); |
211 | 197 |
buf << "Coeff. of p2 should be 0"; |
212 |
check(e |
|
198 |
check(const_cast<const LpSolver::Expr&>(e)[p2]==0, buf.str()); |
|
213 | 199 |
|
214 | 200 |
|
215 | 201 |
} |
216 | 202 |
|
217 | 203 |
{ |
218 | 204 |
LP::DualExpr e,f,g; |
219 | 205 |
LP::Row p1 = INVALID, p2 = INVALID, p3 = INVALID, |
220 | 206 |
p4 = INVALID, p5 = INVALID; |
... | ... |
@@ -242,182 +228,176 @@ |
242 | 228 |
(p1-f)+(f-p1)+(f-g)+ |
243 | 229 |
2.2*f+f*2.2+f/2.2+ |
244 | 230 |
2*f+f*2+f/2+ |
245 | 231 |
2.2*p1+p1*2.2+p1/2.2+ |
246 | 232 |
2*p1+p1*2+p1/2 |
247 | 233 |
); |
248 | 234 |
} |
249 | 235 |
|
250 |
#endif |
|
251 | 236 |
} |
252 | 237 |
|
253 |
void solveAndCheck( |
|
238 |
void solveAndCheck(LpSolver& lp, LpSolver::ProblemType stat, |
|
254 | 239 |
double exp_opt) { |
255 | 240 |
using std::string; |
256 | 241 |
lp.solve(); |
257 |
|
|
242 |
|
|
258 | 243 |
std::ostringstream buf; |
259 |
buf << " |
|
244 |
buf << "PrimalType should be: " << int(stat) << int(lp.primalType()); |
|
260 | 245 |
|
261 |
// itoa(stat,buf1, 10); |
|
262 |
check(lp.primalStatus()==stat, buf.str()); |
|
246 |
check(lp.primalType()==stat, buf.str()); |
|
263 | 247 |
|
264 |
if (stat == |
|
248 |
if (stat == LpSolver::OPTIMAL) { |
|
265 | 249 |
std::ostringstream sbuf; |
266 | 250 |
sbuf << "Wrong optimal value: the right optimum is " << exp_opt; |
267 |
check(std::abs(lp.primalValue()-exp_opt) < 1e-3, sbuf.str()); |
|
268 |
//+ecvt(exp_opt,2) |
|
251 |
check(std::abs(lp.primal()-exp_opt) < 1e-3, sbuf.str()); |
|
269 | 252 |
} |
270 | 253 |
} |
271 | 254 |
|
272 |
void aTest( |
|
255 |
void aTest(LpSolver & lp) |
|
273 | 256 |
{ |
274 |
typedef |
|
257 |
typedef LpSolver LP; |
|
275 | 258 |
|
276 | 259 |
//The following example is very simple |
277 | 260 |
|
278 |
typedef LpSolverBase::Row Row; |
|
279 |
typedef LpSolverBase::Col Col; |
|
261 |
typedef LpSolver::Row Row; |
|
262 |
typedef LpSolver::Col Col; |
|
280 | 263 |
|
281 | 264 |
|
282 | 265 |
Col x1 = lp.addCol(); |
283 | 266 |
Col x2 = lp.addCol(); |
284 | 267 |
|
285 | 268 |
|
286 | 269 |
//Constraints |
287 |
Row upright=lp.addRow(x1+x2 <=1); |
|
270 |
Row upright=lp.addRow(x1+2*x2 <=1); |
|
288 | 271 |
lp.addRow(x1+x2 >=-1); |
289 | 272 |
lp.addRow(x1-x2 <=1); |
290 | 273 |
lp.addRow(x1-x2 >=-1); |
291 | 274 |
//Nonnegativity of the variables |
292 | 275 |
lp.colLowerBound(x1, 0); |
293 | 276 |
lp.colLowerBound(x2, 0); |
294 | 277 |
//Objective function |
295 | 278 |
lp.obj(x1+x2); |
296 | 279 |
|
297 |
lp. |
|
280 |
lp.sense(lp.MAX); |
|
298 | 281 |
|
299 | 282 |
//Testing the problem retrieving routines |
300 | 283 |
check(lp.objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
301 |
check(lp. |
|
284 |
check(lp.sense() == lp.MAX,"This is a maximization!"); |
|
302 | 285 |
check(lp.coeff(upright,x1)==1,"The coefficient in question is 1!"); |
303 |
// std::cout<<lp.colLowerBound(x1)<<std::endl; |
|
304 |
check( lp.colLowerBound(x1)==0, |
|
305 |
"The lower bound for variable x1 should be 0."); |
|
306 |
check( lp.colUpperBound(x1)==LpSolverBase::INF, |
|
307 |
"The upper bound for variable x1 should be infty."); |
|
308 |
LpSolverBase::Value lb,ub; |
|
309 |
lp.getRowBounds(upright,lb,ub); |
|
310 |
check( lb==-LpSolverBase::INF, |
|
311 |
"The lower bound for the first row should be -infty."); |
|
312 |
check( ub==1,"The upper bound for the first row should be 1."); |
|
313 |
LpSolverBase::Expr e = lp.row(upright); |
|
314 |
check( e.size() == 2, "The row retrieval gives back wrong expression."); |
|
315 |
check( e[x1] == 1, "The first coefficient should 1."); |
|
316 |
check( e[x2] == 1, "The second coefficient should 1."); |
|
286 |
check(lp.colLowerBound(x1)==0, |
|
287 |
"The lower bound for variable x1 should be 0."); |
|
288 |
check(lp.colUpperBound(x1)==LpSolver::INF, |
|
289 |
"The upper bound for variable x1 should be infty."); |
|
290 |
check(lp.rowLowerBound(upright) == -LpSolver::INF, |
|
291 |
"The lower bound for the first row should be -infty."); |
|
292 |
check(lp.rowUpperBound(upright)==1, |
|
293 |
"The upper bound for the first row should be 1."); |
|
294 |
LpSolver::Expr e = lp.row(upright); |
|
295 |
check(e[x1] == 1, "The first coefficient should 1."); |
|
296 |
check(e[x2] == 2, "The second coefficient should 1."); |
|
317 | 297 |
|
318 |
LpSolverBase::DualExpr de = lp.col(x1); |
|
319 |
check( de.size() == 4, "The col retrieval gives back wrong expression."); |
|
298 |
lp.row(upright, x1+x2 <=1); |
|
299 |
e = lp.row(upright); |
|
300 |
check(e[x1] == 1, "The first coefficient should 1."); |
|
301 |
check(e[x2] == 1, "The second coefficient should 1."); |
|
302 |
|
|
303 |
LpSolver::DualExpr de = lp.col(x1); |
|
320 | 304 |
check( de[upright] == 1, "The first coefficient should 1."); |
321 | 305 |
|
322 |
|
|
306 |
LpSolver* clp = lp.cloneSolver(); |
|
323 | 307 |
|
324 | 308 |
//Testing the problem retrieving routines |
325 | 309 |
check(clp->objCoeff(x1)==1,"First term should be 1 in the obj function!"); |
326 |
check(clp-> |
|
310 |
check(clp->sense() == clp->MAX,"This is a maximization!"); |
|
327 | 311 |
check(clp->coeff(upright,x1)==1,"The coefficient in question is 1!"); |
328 | 312 |
// std::cout<<lp.colLowerBound(x1)<<std::endl; |
329 |
check( clp->colLowerBound(x1)==0, |
|
330 |
"The lower bound for variable x1 should be 0."); |
|
331 |
check( clp->colUpperBound(x1)==LpSolverBase::INF, |
|
332 |
"The upper bound for variable x1 should be infty."); |
|
313 |
check(clp->colLowerBound(x1)==0, |
|
314 |
"The lower bound for variable x1 should be 0."); |
|
315 |
check(clp->colUpperBound(x1)==LpSolver::INF, |
|
316 |
"The upper bound for variable x1 should be infty."); |
|
333 | 317 |
|
334 |
clp->getRowBounds(upright,lb,ub); |
|
335 |
check( lb==-LpSolverBase::INF, |
|
336 |
"The lower bound for the first row should be -infty."); |
|
337 |
check( ub==1,"The upper bound for the first row should be 1."); |
|
318 |
check(lp.rowLowerBound(upright)==-LpSolver::INF, |
|
319 |
"The lower bound for the first row should be -infty."); |
|
320 |
check(lp.rowUpperBound(upright)==1, |
|
321 |
"The upper bound for the first row should be 1."); |
|
338 | 322 |
e = clp->row(upright); |
339 |
check( e.size() == 2, "The row retrieval gives back wrong expression."); |
|
340 |
check( e[x1] == 1, "The first coefficient should 1."); |
|
341 |
check( |
|
323 |
check(e[x1] == 1, "The first coefficient should 1."); |
|
324 |
check(e[x2] == 1, "The second coefficient should 1."); |
|
342 | 325 |
|
343 | 326 |
de = clp->col(x1); |
344 |
check( de.size() == 4, "The col retrieval gives back wrong expression."); |
|
345 |
check( de[upright] == 1, "The first coefficient should 1."); |
|
327 |
check(de[upright] == 1, "The first coefficient should 1."); |
|
346 | 328 |
|
347 | 329 |
delete clp; |
348 | 330 |
|
349 | 331 |
//Maximization of x1+x2 |
350 | 332 |
//over the triangle with vertices (0,0) (0,1) (1,0) |
351 | 333 |
double expected_opt=1; |
352 |
solveAndCheck(lp, |
|
334 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
|
353 | 335 |
|
354 | 336 |
//Minimization |
355 |
lp. |
|
337 |
lp.sense(lp.MIN); |
|
356 | 338 |
expected_opt=0; |
357 |
solveAndCheck(lp, |
|
339 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
|
358 | 340 |
|
359 | 341 |
//Vertex (-1,0) instead of (0,0) |
360 |
lp.colLowerBound(x1, - |
|
342 |
lp.colLowerBound(x1, -LpSolver::INF); |
|
361 | 343 |
expected_opt=-1; |
362 |
solveAndCheck(lp, |
|
344 |
solveAndCheck(lp, LpSolver::OPTIMAL, expected_opt); |
|
363 | 345 |
|
364 | 346 |
//Erase one constraint and return to maximization |
365 |
lp.eraseRow(upright); |
|
366 |
lp.max(); |
|
367 |
expected_opt=LpSolverBase::INF; |
|
368 |
solveAndCheck(lp, LpSolverBase::INFINITE, expected_opt); |
|
347 |
lp.erase(upright); |
|
348 |
lp.sense(lp.MAX); |
|
349 |
expected_opt=LpSolver::INF; |
|
350 |
solveAndCheck(lp, LpSolver::UNBOUNDED, expected_opt); |
|
369 | 351 |
|
370 | 352 |
//Infeasibilty |
371 | 353 |
lp.addRow(x1+x2 <=-2); |
372 |
solveAndCheck(lp, LpSolverBase::INFEASIBLE, expected_opt); |
|
373 |
|
|
374 |
//Change problem and forget to solve |
|
375 |
lp.min(); |
|
376 |
check(lp.primalStatus()==LpSolverBase::UNDEFINED, |
|
377 |
"Primalstatus should be UNDEFINED"); |
|
378 |
|
|
379 |
|
|
380 |
// lp.solve(); |
|
381 |
// if (lp.primalStatus()==LpSolverBase::OPTIMAL){ |
|
382 |
// std::cout<< "Z = "<<lp.primalValue() |
|
383 |
// << " (error = " << lp.primalValue()-expected_opt |
|
384 |
// << "); x1 = "<<lp.primal(x1) |
|
385 |
// << "; x2 = "<<lp.primal(x2) |
|
386 |
// <<std::endl; |
|
387 |
|
|
388 |
// } |
|
389 |
// else{ |
|
390 |
// std::cout<<lp.primalStatus()<<std::endl; |
|
391 |
// std::cout<<"Optimal solution not found!"<<std::endl; |
|
392 |
// } |
|
393 |
|
|
394 |
|
|
354 |
solveAndCheck(lp, LpSolver::INFEASIBLE, expected_opt); |
|
395 | 355 |
|
396 | 356 |
} |
397 | 357 |
|
398 |
|
|
399 | 358 |
int main() |
400 | 359 |
{ |
401 | 360 |
LpSkeleton lp_skel; |
402 | 361 |
lpTest(lp_skel); |
403 | 362 |
|
404 | 363 |
#ifdef HAVE_GLPK |
405 |
LpGlpk lp_glpk1,lp_glpk2; |
|
406 |
lpTest(lp_glpk1); |
|
407 |
|
|
364 |
{ |
|
365 |
LpGlpk lp_glpk1,lp_glpk2; |
|
366 |
lpTest(lp_glpk1); |
|
367 |
aTest(lp_glpk2); |
|
368 |
} |
|
408 | 369 |
#endif |
409 | 370 |
|
410 | 371 |
#ifdef HAVE_CPLEX |
411 |
LpCplex lp_cplex1,lp_cplex2; |
|
412 |
lpTest(lp_cplex1); |
|
413 |
|
|
372 |
try { |
|
373 |
LpCplex lp_cplex1,lp_cplex2; |
|
374 |
lpTest(lp_cplex1); |
|
375 |
aTest(lp_cplex2); |
|
376 |
} catch (CplexEnv::LicenseError& error) { |
|
377 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
|
378 |
check(false, error.what()); |
|
379 |
#else |
|
380 |
std::cerr << error.what() << std::endl; |
|
381 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
|
382 |
#endif |
|
383 |
} |
|
414 | 384 |
#endif |
415 | 385 |
|
416 | 386 |
#ifdef HAVE_SOPLEX |
417 |
LpSoplex lp_soplex1,lp_soplex2; |
|
418 |
lpTest(lp_soplex1); |
|
419 |
|
|
387 |
{ |
|
388 |
LpSoplex lp_soplex1,lp_soplex2; |
|
389 |
lpTest(lp_soplex1); |
|
390 |
aTest(lp_soplex2); |
|
391 |
} |
|
392 |
#endif |
|
393 |
|
|
394 |
#ifdef HAVE_CLP |
|
395 |
{ |
|
396 |
LpClp lp_clp1,lp_clp2; |
|
397 |
lpTest(lp_clp1); |
|
398 |
aTest(lp_clp2); |
|
399 |
} |
|
420 | 400 |
#endif |
421 | 401 |
|
422 | 402 |
return 0; |
423 | 403 |
} |
... | ... |
@@ -19,55 +19,54 @@ |
19 | 19 |
#include "test_tools.h" |
20 | 20 |
|
21 | 21 |
|
22 | 22 |
#ifdef HAVE_CONFIG_H |
23 | 23 |
#include <lemon/config.h> |
24 | 24 |
#endif |
25 | 25 |
|
26 | 26 |
#ifdef HAVE_CPLEX |
27 |
#include <lemon/ |
|
27 |
#include <lemon/lp_cplex.h> |
|
28 | 28 |
#endif |
29 | 29 |
|
30 | 30 |
#ifdef HAVE_GLPK |
31 |
#include <lemon/ |
|
31 |
#include <lemon/lp_glpk.h> |
|
32 | 32 |
#endif |
33 | 33 |
|
34 | 34 |
|
35 | 35 |
using namespace lemon; |
36 | 36 |
|
37 |
void solveAndCheck( |
|
37 |
void solveAndCheck(MipSolver& mip, MipSolver::ProblemType stat, |
|
38 | 38 |
double exp_opt) { |
39 | 39 |
using std::string; |
40 | 40 |
|
41 |
|
|
41 |
mip.solve(); |
|
42 | 42 |
//int decimal,sign; |
43 | 43 |
std::ostringstream buf; |
44 |
buf << "Primalstatus should be: " << int(stat) |
|
45 |
<<" and it is "<<int(lp.mipStatus()); |
|
44 |
buf << "Type should be: " << int(stat)<<" and it is "<<int(mip.type()); |
|
46 | 45 |
|
47 | 46 |
|
48 | 47 |
// itoa(stat,buf1, 10); |
49 |
check( |
|
48 |
check(mip.type()==stat, buf.str()); |
|
50 | 49 |
|
51 |
if (stat == |
|
50 |
if (stat == MipSolver::OPTIMAL) { |
|
52 | 51 |
std::ostringstream sbuf; |
53 | 52 |
buf << "Wrong optimal value: the right optimum is " << exp_opt; |
54 |
check(std::abs( |
|
53 |
check(std::abs(mip.solValue()-exp_opt) < 1e-3, sbuf.str()); |
|
55 | 54 |
//+ecvt(exp_opt,2) |
56 | 55 |
} |
57 | 56 |
} |
58 | 57 |
|
59 |
void aTest( |
|
58 |
void aTest(MipSolver& mip) |
|
60 | 59 |
{ |
61 | 60 |
//The following example is very simple |
62 | 61 |
|
63 | 62 |
|
64 |
typedef MipSolverBase::Row Row; |
|
65 |
typedef MipSolverBase::Col Col; |
|
63 |
typedef MipSolver::Row Row; |
|
64 |
typedef MipSolver::Col Col; |
|
66 | 65 |
|
67 | 66 |
|
68 | 67 |
|
69 | 68 |
Col x1 = mip.addCol(); |
70 | 69 |
Col x2 = mip.addCol(); |
71 | 70 |
|
72 | 71 |
|
73 | 72 |
//Objective function |
... | ... |
@@ -85,42 +84,53 @@ |
85 | 84 |
mip.addRow(x1-2*x2 <=0); |
86 | 85 |
|
87 | 86 |
//Nonnegativity of the variable x1 |
88 | 87 |
mip.colLowerBound(x1, 0); |
89 | 88 |
|
90 | 89 |
//Maximization of x1 |
91 | 90 |
//over the triangle with vertices (0,0),(4/5,2/5),(0,2) |
92 | 91 |
double expected_opt=4.0/5.0; |
93 |
solveAndCheck(mip, |
|
92 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
|
94 | 93 |
|
95 | 94 |
//Restrict x2 to integer |
96 |
mip.colType(x2, |
|
95 |
mip.colType(x2,MipSolver::INTEGER); |
|
97 | 96 |
expected_opt=1.0/2.0; |
98 |
solveAndCheck(mip, |
|
97 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
|
99 | 98 |
|
100 | 99 |
|
101 | 100 |
//Restrict both to integer |
102 |
mip.colType(x1, |
|
101 |
mip.colType(x1,MipSolver::INTEGER); |
|
103 | 102 |
expected_opt=0; |
104 |
solveAndCheck(mip, |
|
103 |
solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt); |
|
105 | 104 |
|
106 | 105 |
|
107 | 106 |
|
108 | 107 |
} |
109 | 108 |
|
110 | 109 |
|
111 | 110 |
int main() |
112 | 111 |
{ |
113 | 112 |
|
114 | 113 |
#ifdef HAVE_GLPK |
115 |
MipGlpk mip1; |
|
116 |
aTest(mip1); |
|
114 |
{ |
|
115 |
MipGlpk mip1; |
|
116 |
aTest(mip1); |
|
117 |
} |
|
117 | 118 |
#endif |
118 | 119 |
|
119 | 120 |
#ifdef HAVE_CPLEX |
120 |
MipCplex mip2; |
|
121 |
aTest(mip2); |
|
121 |
try { |
|
122 |
MipCplex mip2; |
|
123 |
aTest(mip2); |
|
124 |
} catch (CplexEnv::LicenseError& error) { |
|
125 |
#ifdef LEMON_FORCE_CPLEX_CHECK |
|
126 |
check(false, error.what()); |
|
127 |
#else |
|
128 |
std::cerr << error.what() << std::endl; |
|
129 |
std::cerr << "Cplex license check failed, lp check skipped" << std::endl; |
|
130 |
#endif |
|
131 |
} |
|
122 | 132 |
#endif |
123 | 133 |
|
124 | 134 |
return 0; |
125 | 135 |
|
126 | 136 |
} |
1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
2 |
* |
|
3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
4 |
* |
|
5 |
* Copyright (C) 2003-2008 |
|
6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
8 |
* |
|
9 |
* Permission to use, modify and distribute this software is granted |
|
10 |
* provided that this copyright notice appears in all copies. For |
|
11 |
* precise terms see the accompanying LICENSE file. |
|
12 |
* |
|
13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
14 |
* express or implied, and with no claim as to its suitability for any |
|
15 |
* purpose. |
|
16 |
* |
|
17 |
*/ |
|
18 |
|
|
19 |
#ifndef LEMON_BITS_LP_SOLVER_ID_H |
|
20 |
#define LEMON_BITS_LP_SOLVER_ID_H |
|
21 |
|
|
22 |
namespace lemon { |
|
23 |
|
|
24 |
namespace _lp_bits { |
|
25 |
|
|
26 |
struct LpIdImpl { |
|
27 |
std::vector<int> index; |
|
28 |
std::vector<int> cross; |
|
29 |
int first_index; |
|
30 |
int first_free; |
|
31 |
}; |
|
32 |
|
|
33 |
class LpId { |
|
34 |
public: |
|
35 |
|
|
36 |
class IdHandler { |
|
37 |
public: |
|
38 |
virtual ~IdHandler() {} |
|
39 |
virtual int addId(LpIdImpl&) = 0; |
|
40 |
virtual void eraseId(LpIdImpl&, int xn) = 0; |
|
41 |
}; |
|
42 |
|
|
43 |
LpId(int min_index = 0) { |
|
44 |
id_handler = 0; |
|
45 |
impl.first_free = -1; |
|
46 |
impl.first_index = min_index; |
|
47 |
impl.cross.resize(impl.first_index); |
|
48 |
} |
|
49 |
|
|
50 |
LpId(const LpId& li) { |
|
51 |
id_handler = 0; |
|
52 |
impl = li.impl; |
|
53 |
} |
|
54 |
|
|
55 |
LpId& operator=(const LpId& li) { |
|
56 |
id_handler = 0; |
|
57 |
impl = li.impl; |
|
58 |
return *this; |
|
59 |
} |
|
60 |
|
|
61 |
void setIdHandler(IdHandler& ih) { |
|
62 |
id_handler = &ih; |
|
63 |
} |
|
64 |
|
|
65 |
int fixId(int fn) const {return impl.cross[fn];} |
|
66 |
int floatingId(int xn) const {return impl.index[xn];} |
|
67 |
|
|
68 |
int addId() { |
|
69 |
if (id_handler == 0) { |
|
70 |
int xn, fn = impl.cross.size(); |
|
71 |
if (impl.first_free == -1) { |
|
72 |
xn = impl.index.size(); |
|
73 |
impl.index.push_back(fn); |
|
74 |
} else { |
|
75 |
xn = impl.first_free; |
|
76 |
impl.first_free = impl.index[impl.first_free]; |
|
77 |
impl.index[xn] = fn; |
|
78 |
} |
|
79 |
impl.cross.push_back(xn); |
|
80 |
return xn; |
|
81 |
} else { |
|
82 |
return id_handler->addId(impl); |
|
83 |
} |
|
84 |
} |
|
85 |
|
|
86 |
void eraseId(int xn) { |
|
87 |
if (id_handler == 0) { |
|
88 |
int fn = impl.index[xn]; |
|
89 |
impl.index[xn] = impl.first_free; |
|
90 |
impl.first_free = xn; |
|
91 |
for(int i = fn + 1; i < int(impl.cross.size()); ++i) { |
|
92 |
impl.cross[i - 1] = impl.cross[i]; |
|
93 |
impl.index[impl.cross[i]]--; |
|
94 |
} |
|
95 |
impl.cross.pop_back(); |
|
96 |
} else { |
|
97 |
id_handler->eraseId(impl, xn); |
|
98 |
} |
|
99 |
} |
|
100 |
|
|
101 |
void firstFloating(int& fn) const { |
|
102 |
fn = impl.first_index; |
|
103 |
if (fn == int(impl.cross.size())) fn = -1; |
|
104 |
} |
|
105 |
|
|
106 |
void nextFloating(int& fn) const { |
|
107 |
++fn; |
|
108 |
if (fn == int(impl.cross.size())) fn = -1; |
|
109 |
} |
|
110 |
|
|
111 |
void firstFix(int& xn) const { |
|
112 |
int fn; |
|
113 |
firstFloating(fn); |
|
114 |
xn = fn != -1 ? fixId(fn) : -1; |
|
115 |
} |
|
116 |
|
|
117 |
void nextFix(int& xn) const { |
|
118 |
int fn = floatingId(xn); |
|
119 |
nextFloating(fn); |
|
120 |
xn = fn != -1 ? fixId(fn) : -1; |
|
121 |
} |
|
122 |
|
|
123 |
protected: |
|
124 |
LpIdImpl impl; |
|
125 |
IdHandler *id_handler; |
|
126 |
}; |
|
127 |
|
|
128 |
class RelocateIdHandler : public LpId::IdHandler { |
|
129 |
public: |
|
130 |
|
|
131 |
virtual int addId(LpIdImpl& impl) { |
|
132 |
int xn, fn = impl.cross.size(); |
|
133 |
if (impl.first_free == -1) { |
|
134 |
xn = impl.index.size(); |
|
135 |
impl.index.push_back(fn); |
|
136 |
} else { |
|
137 |
xn = impl.first_free; |
|
138 |
impl.first_free = impl.index[impl.first_free]; |
|
139 |
impl.index[xn] = fn; |
|
140 |
} |
|
141 |
impl.cross.push_back(xn); |
|
142 |
return xn; |
|
143 |
} |
|
144 |
|
|
145 |
virtual void eraseId(LpIdImpl& impl, int xn) { |
|
146 |
int fn = impl.index[xn]; |
|
147 |
impl.index[xn] = impl.first_free; |
|
148 |
impl.first_free = xn; |
|
149 |
impl.cross[fn] = impl.cross.back(); |
|
150 |
impl.index[impl.cross.back()] = fn; |
|
151 |
impl.cross.pop_back(); |
|
152 |
} |
|
153 |
}; |
|
154 |
} |
|
155 |
} |
|
156 |
|
|
157 |
#endif |
1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
2 |
* |
|
3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
4 |
* |
|
5 |
* Copyright (C) 2003-2008 |
|
6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
8 |
* |
|
9 |
* Permission to use, modify and distribute this software is granted |
|
10 |
* provided that this copyright notice appears in all copies. For |
|
11 |
* precise terms see the accompanying LICENSE file. |
|
12 |
* |
|
13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
14 |
* express or implied, and with no claim as to its suitability for any |
|
15 |
* purpose. |
|
16 |
* |
|
17 |
*/ |
|
18 |
|
|
19 |
///\file |
|
20 |
///\brief Implementation of the LEMON-CPLEX mip solver interface. |
|
21 |
|
|
22 |
#include <lemon/mip_cplex.h> |
|
23 |
|
|
24 |
extern "C" { |
|
25 |
#include <ilcplex/cplex.h> |
|
26 |
} |
|
27 |
|
|
28 |
namespace lemon { |
|
29 |
|
|
30 |
MipCplex::MipCplex() { |
|
31 |
//This is unnecessary: setting integrality constraints on |
|
32 |
//variables will set this, too |
|
33 |
|
|
34 |
///\todo The constant CPXPROB_MIP is |
|
35 |
///called CPXPROB_MILP in later versions |
|
36 |
#if CPX_VERSION < 800 |
|
37 |
CPXchgprobtype( env, lp, CPXPROB_MIP); |
|
38 |
#else |
|
39 |
CPXchgprobtype( env, lp, CPXPROB_MILP); |
|
40 |
#endif |
|
41 |
|
|
42 |
} |
|
43 |
|
|
44 |
void MipCplex::_colType(int i, MipCplex::ColTypes col_type){ |
|
45 |
|
|
46 |
// Note If a variable is to be changed to binary, a call to CPXchgbds |
|
47 |
// should also be made to change the bounds to 0 and 1. |
|
48 |
|
|
49 |
int indices[1]; |
|
50 |
indices[0]=i; |
|
51 |
char ctype[1]; |
|
52 |
switch (col_type){ |
|
53 |
case INT: |
|
54 |
ctype[0]=CPX_INTEGER;//'I' |
|
55 |
break; |
|
56 |
case REAL: |
|
57 |
ctype[0]=CPX_CONTINUOUS ;//'C' |
|
58 |
break; |
|
59 |
default:; |
|
60 |
//FIXME problem |
|
61 |
} |
|
62 |
CPXchgctype (env, lp, 1, indices, ctype); |
|
63 |
} |
|
64 |
|
|
65 |
MipCplex::ColTypes MipCplex::_colType(int i) const { |
|
66 |
|
|
67 |
char ctype[1]; |
|
68 |
CPXgetctype (env, lp, ctype, i, i); |
|
69 |
switch (ctype[0]){ |
|
70 |
|
|
71 |
case CPX_INTEGER: |
|
72 |
return INT; |
|
73 |
case CPX_CONTINUOUS: |
|
74 |
return REAL; |
|
75 |
default: |
|
76 |
return REAL;//Error! |
|
77 |
} |
|
78 |
|
|
79 |
} |
|
80 |
|
|
81 |
LpCplex::SolveExitStatus MipCplex::_solve(){ |
|
82 |
|
|
83 |
status = CPXmipopt (env, lp); |
|
84 |
if (status==0) |
|
85 |
return SOLVED; |
|
86 |
else |
|
87 |
return UNSOLVED; |
|
88 |
|
|
89 |
} |
|
90 |
|
|
91 |
|
|
92 |
LpCplex::SolutionStatus MipCplex::_getMipStatus() const { |
|
93 |
|
|
94 |
int stat = CPXgetstat(env, lp); |
|
95 |
|
|
96 |
//Fortunately, MIP statuses did not change for cplex 8.0 |
|
97 |
switch (stat) |
|
98 |
{ |
|
99 |
case CPXMIP_OPTIMAL: |
|
100 |
// Optimal integer solution has been found. |
|
101 |
case CPXMIP_OPTIMAL_TOL: |
|
102 |
// Optimal soluton with the tolerance defined by epgap or epagap has |
|
103 |
// been found. |
|
104 |
return OPTIMAL; |
|
105 |
//This also exists in later issues |
|
106 |
// case CPXMIP_UNBOUNDED: |
|
107 |
//return INFINITE; |
|
108 |
case CPXMIP_INFEASIBLE: |
|
109 |
return INFEASIBLE; |
|
110 |
default: |
|
111 |
return UNDEFINED; |
|
112 |
} |
|
113 |
//Unboundedness not treated well: the following is from cplex 9.0 doc |
|
114 |
// About Unboundedness |
|
115 |
|
|
116 |
// The treatment of models that are unbounded involves a few |
|
117 |
// subtleties. Specifically, a declaration of unboundedness means that |
|
118 |
// ILOG CPLEX has determined that the model has an unbounded |
|
119 |
// ray. Given any feasible solution x with objective z, a multiple of |
|
120 |
// the unbounded ray can be added to x to give a feasible solution |
|
121 |
// with objective z-1 (or z+1 for maximization models). Thus, if a |
|
122 |
// feasible solution exists, then the optimal objective is |
|
123 |
// unbounded. Note that ILOG CPLEX has not necessarily concluded that |
|
124 |
// a feasible solution exists. Users can call the routine CPXsolninfo |
|
125 |
// to determine whether ILOG CPLEX has also concluded that the model |
|
126 |
// has a feasible solution. |
|
127 |
|
|
128 |
} |
|
129 |
|
|
130 |
MipCplex::Value MipCplex::_getPrimal(int i) const { |
|
131 |
Value x; |
|
132 |
CPXgetmipx(env, lp, &x, i, i); |
|
133 |
return x; |
|
134 |
} |
|
135 |
|
|
136 |
MipCplex::Value MipCplex::_getPrimalValue() const { |
|
137 |
Value objval; |
|
138 |
CPXgetmipobjval(env, lp, &objval); |
|
139 |
return objval; |
|
140 |
} |
|
141 |
} //END OF NAMESPACE LEMON |
1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
2 |
* |
|
3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
4 |
* |
|
5 |
* Copyright (C) 2003-2008 |
|
6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
8 |
* |
|
9 |
* Permission to use, modify and distribute this software is granted |
|
10 |
* provided that this copyright notice appears in all copies. For |
|
11 |
* precise terms see the accompanying LICENSE file. |
|
12 |
* |
|
13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
14 |
* express or implied, and with no claim as to its suitability for any |
|
15 |
* purpose. |
|
16 |
* |
|
17 |
*/ |
|
18 |
|
|
19 |
#ifndef LEMON_MIP_CPLEX_H |
|
20 |
#define LEMON_MIP_CPLEX_H |
|
21 |
|
|
22 |
///\file |
|
23 |
///\brief Header of the LEMON-CPLEX mip solver interface. |
|
24 |
///\ingroup lp_group |
|
25 |
|
|
26 |
|
|
27 |
#include <lemon/lp_cplex.h> |
|
28 |
|
|
29 |
namespace lemon { |
|
30 |
|
|
31 |
/// \brief Interface for the CPLEX MIP solver |
|
32 |
/// |
|
33 |
/// This class implements an interface for the CPLEX MIP solver. |
|
34 |
///\ingroup lp_group |
|
35 |
class MipCplex : public MipSolverBase, public LpCplex{ |
|
36 |
|
|
37 |
public: |
|
38 |
|
|
39 |
typedef MipSolverBase ParentMip; |
|
40 |
typedef LpCplex ParentLp; |
|
41 |
|
|
42 |
MipCplex(); |
|
43 |
//~MipCplex(); |
|
44 |
|
|
45 |
|
|
46 |
|
|
47 |
|
|
48 |
protected: |
|
49 |
|
|
50 |
virtual ColTypes _colType(int col) const; |
|
51 |
virtual void _colType(int col, ColTypes col_type); |
|
52 |
|
|
53 |
virtual LpCplex::SolveExitStatus _solve(); |
|
54 |
virtual LpCplex::SolutionStatus _getMipStatus() const; |
|
55 |
virtual ParentLp::Value _getPrimal(int i) const; |
|
56 |
virtual ParentLp::Value _getPrimalValue() const; |
|
57 |
}; |
|
58 |
|
|
59 |
} //END OF NAMESPACE LEMON |
|
60 |
|
|
61 |
#endif // END OF LEMON_MIP_CPLEX_H |
1 |
/* -*- mode: C++; indent-tabs-mode: nil; -*- |
|
2 |
* |
|
3 |
* This file is a part of LEMON, a generic C++ optimization library. |
|
4 |
* |
|
5 |
* Copyright (C) 2003-2008 |
|
6 |
* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
|
7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
|
8 |
* |
|
9 |
* Permission to use, modify and distribute this software is granted |
|
10 |
* provided that this copyright notice appears in all copies. For |
|
11 |
* precise terms see the accompanying LICENSE file. |
|
12 |
* |
|
13 |
* This software is provided "AS IS" with no warranty of any kind, |
|
14 |
* express or implied, and with no claim as to its suitability for any |
|
15 |
* purpose. |
|
16 |
* |
|
17 |
*/ |
|
18 |
|
|
19 |
///\file |
|
20 |
///\brief Implementation of the LEMON-GLPK mip solver interface. |
|
21 |
|
|
22 |
#include <lemon/mip_glpk.h> |
|
23 |
|
|
24 |
extern "C" { |
|
25 |
#include <glpk.h> |
|
26 |
} |
|
27 |
|
|
28 |
#if GLP_MAJOR_VERSION > 4 || (GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION > 15) |
|
29 |
#define LEMON_glp(func) (glp_##func) |
|
30 |
#define LEMON_lpx(func) (lpx_##func) |
|
31 |
|
|
32 |
#define LEMON_GLP(def) (GLP_##def) |
|
33 |
#define LEMON_LPX(def) (LPX_##def) |
|
34 |
|
|
35 |
#else |
|
36 |
|
|
37 |
#define LEMON_glp(func) (lpx_##func) |
|
38 |
#define LEMON_lpx(func) (lpx_##func) |
|
39 |
|
|
40 |
#define LEMON_GLP(def) (LPX_##def) |
|
41 |
#define LEMON_LPX(def) (LPX_##def) |
|
42 |
|
|
43 |
#endif |
|
44 |
|
|
45 |
namespace lemon { |
|
46 |
|
|
47 |
MipGlpk::MipGlpk() { |
|
48 |
#if !(GLP_MAJOR_VERSION > 4 || \ |
|
49 |
(GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION > 15)) |
|
50 |
LEMON_lpx(set_class)(lp,LEMON_GLP(MIP)); |
|
51 |
#endif |
|
52 |
} |
|
53 |
|
|
54 |
void MipGlpk::_colType(int i, MipGlpk::ColTypes col_type){ |
|
55 |
switch (col_type){ |
|
56 |
case INT: |
|
57 |
LEMON_glp(set_col_kind)(lp,i,LEMON_GLP(IV)); |
|
58 |
break; |
|
59 |
case REAL: |
|
60 |
LEMON_glp(set_col_kind)(lp,i,LEMON_GLP(CV)); |
|
61 |
break; |
|
62 |
default:; |
|
63 |
//FIXME problem |
|
64 |
} |
|
65 |
} |
|
66 |
|
|
67 |
MipGlpk::ColTypes MipGlpk::_colType(int i) const { |
|
68 |
switch (LEMON_glp(get_col_kind)(lp,i)){ |
|
69 |
case LEMON_GLP(IV): |
|
70 |
return INT;//Or binary |
|
71 |
case LEMON_GLP(CV): |
|
72 |
return REAL; |
|
73 |
default: |
|
74 |
return REAL;//Error! |
|
75 |
} |
|
76 |
|
|
77 |
} |
|
78 |
|
|
79 |
LpGlpk::SolveExitStatus MipGlpk::_solve() { |
|
80 |
int result = LEMON_lpx(simplex)(lp); |
|
81 |
|
|
82 |
// hack: mip does not contain integer variable |
|
83 |
#if GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION == 16 |
|
84 |
int tmp = -1; |
|
85 |
if (LEMON_glp(get_num_int(lp)) == 0) { |
|
86 |
tmp = LEMON_lpx(add_cols)(lp, 1); |
|
87 |
LEMON_glp(set_col_bnds)(lp, tmp, LEMON_GLP(FX), 0.0, 0.0); |
|
88 |
LEMON_glp(set_col_kind)(lp, tmp, LEMON_GLP(IV)); |
|
89 |
} |
|
90 |
#endif |
|
91 |
|
|
92 |
if (LEMON_lpx(get_status)(lp)==LEMON_LPX(OPT)) { |
|
93 |
//Maybe we could try the routine lpx_intopt(lp), a revised |
|
94 |
//version of lpx_integer |
|
95 |
|
|
96 |
result = LEMON_lpx(integer)(lp); |
|
97 |
switch (result){ |
|
98 |
case LEMON_LPX(E_OK): |
|
99 |
solved = true; |
|
100 |
break; |
|
101 |
default: |
|
102 |
solved = false; |
|
103 |
} |
|
104 |
} else { |
|
105 |
solved = false; |
|
106 |
} |
|
107 |
#if GLP_MAJOR_VERSION == 4 && GLP_MINOR_VERSION == 16 |
|
108 |
if (tmp != -1) { |
|
109 |
int tmpa[2]; |
|
110 |
tmpa[1] = tmp; |
|
111 |
LEMON_lpx(del_cols)(lp, 1, tmpa); |
|
112 |
} |
|
113 |
#endif |
|
114 |
return solved ? SOLVED : UNSOLVED; |
|
115 |
} |
|
116 |
|
|
117 |
|
|
118 |
LpGlpk::SolutionStatus MipGlpk::_getMipStatus() const { |
|
119 |
|
|
120 |
if (LEMON_lpx(get_status)(lp)==LEMON_LPX(OPT)){ |
|
121 |
//Meg kell nezni: ha az LP is infinite, akkor ez is, ha az is |
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//infeasible, akkor ez is, de ez lehet maskepp is infeasible. |
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int stat= LEMON_lpx(mip_status)(lp); |
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switch (stat) { |
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case LEMON_LPX(I_UNDEF)://Undefined (no solve has been run yet) |
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return UNDEFINED; |
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case LEMON_LPX(I_NOFEAS)://There is no feasible integral solution |
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return INFEASIBLE; |
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// case LEMON_LPX(UNBND)://Unbounded |
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// return INFINITE; |
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case LEMON_LPX(I_FEAS)://Feasible |
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return FEASIBLE; |
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case LEMON_LPX(I_OPT)://Feasible |
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return OPTIMAL; |
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default: |
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return UNDEFINED; //to avoid gcc warning |
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//FIXME error |
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} |
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} |
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else |
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return UNDEFINED; //Maybe we could refine this: what does the LP |
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//relaxation look like |
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|
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} |
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MipGlpk::Value MipGlpk::_getPrimal(int i) const { |
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return LEMON_glp(mip_col_val)(lp,i); |
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} |
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|
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MipGlpk::Value MipGlpk::_getPrimalValue() const { |
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return LEMON_glp(mip_obj_val)(lp); |
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} |
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} //END OF NAMESPACE LEMON |
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/* -*- mode: C++; indent-tabs-mode: nil; -*- |
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* |
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* This file is a part of LEMON, a generic C++ optimization library. |
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* |
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* Copyright (C) 2003-2008 |
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* Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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* (Egervary Research Group on Combinatorial Optimization, EGRES). |
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* |
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* Permission to use, modify and distribute this software is granted |
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* provided that this copyright notice appears in all copies. For |
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* precise terms see the accompanying LICENSE file. |
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* |
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* This software is provided "AS IS" with no warranty of any kind, |
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* express or implied, and with no claim as to its suitability for any |
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* purpose. |
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* |
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*/ |
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#ifndef LEMON_MIP_GLPK_H |
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#define LEMON_MIP_GLPK_H |
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///\file |
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///\brief Header of the LEMON-GLPK mip solver interface. |
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///\ingroup lp_group |
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|
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#include <lemon/lp_glpk.h> |
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namespace lemon { |
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/// \brief Interface for the GLPK MIP solver |
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/// |
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/// This class implements an interface for the GLPK MIP solver. |
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///\ingroup lp_group |
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class MipGlpk : public MipSolverBase, public LpGlpk{ |
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public: |
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typedef MipSolverBase ParentMip; |
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typedef LpGlpk ParentLp; |
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MipGlpk(); |
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//~MipGlpk(); |
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protected: |
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virtual ColTypes _colType(int col) const; |
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virtual void _colType(int col, ColTypes col_type); |
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virtual LpGlpk::SolveExitStatus _solve(); |
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virtual LpGlpk::SolutionStatus _getMipStatus() const; |
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virtual ParentLp::Value _getPrimal(int i) const; |
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virtual ParentLp::Value _getPrimalValue() const; |
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}; |
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|
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} //END OF NAMESPACE LEMON |
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#endif // END OF LEMON_MIP_GLPK_H |
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