| ... | ... |
@@ -429,192 +429,198 @@ |
| 429 | 429 |
break; |
| 430 | 430 |
default: |
| 431 | 431 |
break; |
| 432 | 432 |
} |
| 433 | 433 |
} else {
|
| 434 | 434 |
switch (b) {
|
| 435 | 435 |
case GLP_FR: |
| 436 | 436 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
| 437 | 437 |
break; |
| 438 | 438 |
case GLP_UP: |
| 439 | 439 |
glp_set_row_bnds(lp, i, GLP_UP, lo, up); |
| 440 | 440 |
break; |
| 441 | 441 |
case GLP_LO: |
| 442 | 442 |
case GLP_DB: |
| 443 | 443 |
case GLP_FX: |
| 444 | 444 |
if (lo == up) |
| 445 | 445 |
glp_set_row_bnds(lp, i, GLP_FX, lo, up); |
| 446 | 446 |
else |
| 447 | 447 |
glp_set_row_bnds(lp, i, GLP_DB, lo, up); |
| 448 | 448 |
break; |
| 449 | 449 |
default: |
| 450 | 450 |
break; |
| 451 | 451 |
} |
| 452 | 452 |
} |
| 453 | 453 |
} |
| 454 | 454 |
|
| 455 | 455 |
GlpkBase::Value GlpkBase::_getRowUpperBound(int i) const {
|
| 456 | 456 |
int b = glp_get_row_type(lp, i); |
| 457 | 457 |
switch (b) {
|
| 458 | 458 |
case GLP_UP: |
| 459 | 459 |
case GLP_DB: |
| 460 | 460 |
case GLP_FX: |
| 461 | 461 |
return glp_get_row_ub(lp, i); |
| 462 | 462 |
default: |
| 463 | 463 |
return INF; |
| 464 | 464 |
} |
| 465 | 465 |
} |
| 466 | 466 |
|
| 467 | 467 |
void GlpkBase::_setObjCoeffs(ExprIterator b, ExprIterator e) {
|
| 468 | 468 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
| 469 | 469 |
glp_set_obj_coef(lp, i, 0.0); |
| 470 | 470 |
} |
| 471 | 471 |
for (ExprIterator it = b; it != e; ++it) {
|
| 472 | 472 |
glp_set_obj_coef(lp, it->first, it->second); |
| 473 | 473 |
} |
| 474 | 474 |
} |
| 475 | 475 |
|
| 476 | 476 |
void GlpkBase::_getObjCoeffs(InsertIterator b) const {
|
| 477 | 477 |
for (int i = 1; i <= glp_get_num_cols(lp); ++i) {
|
| 478 | 478 |
Value val = glp_get_obj_coef(lp, i); |
| 479 | 479 |
if (val != 0.0) {
|
| 480 | 480 |
*b = std::make_pair(i, val); |
| 481 | 481 |
++b; |
| 482 | 482 |
} |
| 483 | 483 |
} |
| 484 | 484 |
} |
| 485 | 485 |
|
| 486 | 486 |
void GlpkBase::_setObjCoeff(int i, Value obj_coef) {
|
| 487 | 487 |
//i = 0 means the constant term (shift) |
| 488 | 488 |
glp_set_obj_coef(lp, i, obj_coef); |
| 489 | 489 |
} |
| 490 | 490 |
|
| 491 | 491 |
GlpkBase::Value GlpkBase::_getObjCoeff(int i) const {
|
| 492 | 492 |
//i = 0 means the constant term (shift) |
| 493 | 493 |
return glp_get_obj_coef(lp, i); |
| 494 | 494 |
} |
| 495 | 495 |
|
| 496 | 496 |
void GlpkBase::_setSense(GlpkBase::Sense sense) {
|
| 497 | 497 |
switch (sense) {
|
| 498 | 498 |
case MIN: |
| 499 | 499 |
glp_set_obj_dir(lp, GLP_MIN); |
| 500 | 500 |
break; |
| 501 | 501 |
case MAX: |
| 502 | 502 |
glp_set_obj_dir(lp, GLP_MAX); |
| 503 | 503 |
break; |
| 504 | 504 |
} |
| 505 | 505 |
} |
| 506 | 506 |
|
| 507 | 507 |
GlpkBase::Sense GlpkBase::_getSense() const {
|
| 508 | 508 |
switch(glp_get_obj_dir(lp)) {
|
| 509 | 509 |
case GLP_MIN: |
| 510 | 510 |
return MIN; |
| 511 | 511 |
case GLP_MAX: |
| 512 | 512 |
return MAX; |
| 513 | 513 |
default: |
| 514 | 514 |
LEMON_ASSERT(false, "Wrong sense"); |
| 515 | 515 |
return GlpkBase::Sense(); |
| 516 | 516 |
} |
| 517 | 517 |
} |
| 518 | 518 |
|
| 519 | 519 |
void GlpkBase::_clear() {
|
| 520 | 520 |
glp_erase_prob(lp); |
| 521 | 521 |
rows.clear(); |
| 522 | 522 |
cols.clear(); |
| 523 | 523 |
} |
| 524 | 524 |
|
| 525 |
void GlpkBase::freeEnv() {
|
|
| 526 |
glp_free_env(); |
|
| 527 |
} |
|
| 528 |
|
|
| 529 |
GlpkBase::FreeEnvHelper GlpkBase::freeEnvHelper; |
|
| 530 |
|
|
| 525 | 531 |
// GlpkLp members |
| 526 | 532 |
|
| 527 | 533 |
GlpkLp::GlpkLp() |
| 528 | 534 |
: LpBase(), GlpkBase(), LpSolver() {
|
| 529 | 535 |
messageLevel(MESSAGE_NO_OUTPUT); |
| 530 | 536 |
} |
| 531 | 537 |
|
| 532 | 538 |
GlpkLp::GlpkLp(const GlpkLp& other) |
| 533 | 539 |
: LpBase(other), GlpkBase(other), LpSolver(other) {
|
| 534 | 540 |
messageLevel(MESSAGE_NO_OUTPUT); |
| 535 | 541 |
} |
| 536 | 542 |
|
| 537 | 543 |
GlpkLp* GlpkLp::newSolver() const { return new GlpkLp; }
|
| 538 | 544 |
GlpkLp* GlpkLp::cloneSolver() const { return new GlpkLp(*this); }
|
| 539 | 545 |
|
| 540 | 546 |
const char* GlpkLp::_solverName() const { return "GlpkLp"; }
|
| 541 | 547 |
|
| 542 | 548 |
void GlpkLp::_clear_temporals() {
|
| 543 | 549 |
_primal_ray.clear(); |
| 544 | 550 |
_dual_ray.clear(); |
| 545 | 551 |
} |
| 546 | 552 |
|
| 547 | 553 |
GlpkLp::SolveExitStatus GlpkLp::_solve() {
|
| 548 | 554 |
return solvePrimal(); |
| 549 | 555 |
} |
| 550 | 556 |
|
| 551 | 557 |
GlpkLp::SolveExitStatus GlpkLp::solvePrimal() {
|
| 552 | 558 |
_clear_temporals(); |
| 553 | 559 |
|
| 554 | 560 |
glp_smcp smcp; |
| 555 | 561 |
glp_init_smcp(&smcp); |
| 556 | 562 |
|
| 557 | 563 |
switch (_message_level) {
|
| 558 | 564 |
case MESSAGE_NO_OUTPUT: |
| 559 | 565 |
smcp.msg_lev = GLP_MSG_OFF; |
| 560 | 566 |
break; |
| 561 | 567 |
case MESSAGE_ERROR_MESSAGE: |
| 562 | 568 |
smcp.msg_lev = GLP_MSG_ERR; |
| 563 | 569 |
break; |
| 564 | 570 |
case MESSAGE_NORMAL_OUTPUT: |
| 565 | 571 |
smcp.msg_lev = GLP_MSG_ON; |
| 566 | 572 |
break; |
| 567 | 573 |
case MESSAGE_FULL_OUTPUT: |
| 568 | 574 |
smcp.msg_lev = GLP_MSG_ALL; |
| 569 | 575 |
break; |
| 570 | 576 |
} |
| 571 | 577 |
|
| 572 | 578 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
| 573 | 579 |
return SOLVED; |
| 574 | 580 |
} |
| 575 | 581 |
|
| 576 | 582 |
GlpkLp::SolveExitStatus GlpkLp::solveDual() {
|
| 577 | 583 |
_clear_temporals(); |
| 578 | 584 |
|
| 579 | 585 |
glp_smcp smcp; |
| 580 | 586 |
glp_init_smcp(&smcp); |
| 581 | 587 |
|
| 582 | 588 |
switch (_message_level) {
|
| 583 | 589 |
case MESSAGE_NO_OUTPUT: |
| 584 | 590 |
smcp.msg_lev = GLP_MSG_OFF; |
| 585 | 591 |
break; |
| 586 | 592 |
case MESSAGE_ERROR_MESSAGE: |
| 587 | 593 |
smcp.msg_lev = GLP_MSG_ERR; |
| 588 | 594 |
break; |
| 589 | 595 |
case MESSAGE_NORMAL_OUTPUT: |
| 590 | 596 |
smcp.msg_lev = GLP_MSG_ON; |
| 591 | 597 |
break; |
| 592 | 598 |
case MESSAGE_FULL_OUTPUT: |
| 593 | 599 |
smcp.msg_lev = GLP_MSG_ALL; |
| 594 | 600 |
break; |
| 595 | 601 |
} |
| 596 | 602 |
smcp.meth = GLP_DUAL; |
| 597 | 603 |
|
| 598 | 604 |
if (glp_simplex(lp, &smcp) != 0) return UNSOLVED; |
| 599 | 605 |
return SOLVED; |
| 600 | 606 |
} |
| 601 | 607 |
|
| 602 | 608 |
GlpkLp::Value GlpkLp::_getPrimal(int i) const {
|
| 603 | 609 |
return glp_get_col_prim(lp, i); |
| 604 | 610 |
} |
| 605 | 611 |
|
| 606 | 612 |
GlpkLp::Value GlpkLp::_getDual(int i) const {
|
| 607 | 613 |
return glp_get_row_dual(lp, i); |
| 608 | 614 |
} |
| 609 | 615 |
|
| 610 | 616 |
GlpkLp::Value GlpkLp::_getPrimalValue() const {
|
| 611 | 617 |
return glp_get_obj_val(lp); |
| 612 | 618 |
} |
| 613 | 619 |
|
| 614 | 620 |
GlpkLp::VarStatus GlpkLp::_getColStatus(int i) const {
|
| 615 | 621 |
switch (glp_get_col_stat(lp, i)) {
|
| 616 | 622 |
case GLP_BS: |
| 617 | 623 |
return BASIC; |
| 618 | 624 |
case GLP_UP: |
| 619 | 625 |
return UPPER; |
| 620 | 626 |
case GLP_LO: |
| ... | ... |
@@ -7,192 +7,204 @@ |
| 7 | 7 |
* (Egervary Research Group on Combinatorial Optimization, EGRES). |
| 8 | 8 |
* |
| 9 | 9 |
* Permission to use, modify and distribute this software is granted |
| 10 | 10 |
* provided that this copyright notice appears in all copies. For |
| 11 | 11 |
* precise terms see the accompanying LICENSE file. |
| 12 | 12 |
* |
| 13 | 13 |
* This software is provided "AS IS" with no warranty of any kind, |
| 14 | 14 |
* express or implied, and with no claim as to its suitability for any |
| 15 | 15 |
* purpose. |
| 16 | 16 |
* |
| 17 | 17 |
*/ |
| 18 | 18 |
|
| 19 | 19 |
#ifndef LEMON_GLPK_H |
| 20 | 20 |
#define LEMON_GLPK_H |
| 21 | 21 |
|
| 22 | 22 |
///\file |
| 23 | 23 |
///\brief Header of the LEMON-GLPK lp solver interface. |
| 24 | 24 |
///\ingroup lp_group |
| 25 | 25 |
|
| 26 | 26 |
#include <lemon/lp_base.h> |
| 27 | 27 |
|
| 28 | 28 |
// forward declaration |
| 29 | 29 |
#ifndef _GLP_PROB |
| 30 | 30 |
#define _GLP_PROB |
| 31 | 31 |
typedef struct { double _prob; } glp_prob;
|
| 32 | 32 |
/* LP/MIP problem object */ |
| 33 | 33 |
#endif |
| 34 | 34 |
|
| 35 | 35 |
namespace lemon {
|
| 36 | 36 |
|
| 37 | 37 |
|
| 38 | 38 |
/// \brief Base interface for the GLPK LP and MIP solver |
| 39 | 39 |
/// |
| 40 | 40 |
/// This class implements the common interface of the GLPK LP and MIP solver. |
| 41 | 41 |
/// \ingroup lp_group |
| 42 | 42 |
class GlpkBase : virtual public LpBase {
|
| 43 | 43 |
protected: |
| 44 | 44 |
|
| 45 | 45 |
typedef glp_prob LPX; |
| 46 | 46 |
glp_prob* lp; |
| 47 | 47 |
|
| 48 | 48 |
GlpkBase(); |
| 49 | 49 |
GlpkBase(const GlpkBase&); |
| 50 | 50 |
virtual ~GlpkBase(); |
| 51 | 51 |
|
| 52 | 52 |
protected: |
| 53 | 53 |
|
| 54 | 54 |
virtual int _addCol(); |
| 55 | 55 |
virtual int _addRow(); |
| 56 | 56 |
|
| 57 | 57 |
virtual void _eraseCol(int i); |
| 58 | 58 |
virtual void _eraseRow(int i); |
| 59 | 59 |
|
| 60 | 60 |
virtual void _eraseColId(int i); |
| 61 | 61 |
virtual void _eraseRowId(int i); |
| 62 | 62 |
|
| 63 | 63 |
virtual void _getColName(int col, std::string& name) const; |
| 64 | 64 |
virtual void _setColName(int col, const std::string& name); |
| 65 | 65 |
virtual int _colByName(const std::string& name) const; |
| 66 | 66 |
|
| 67 | 67 |
virtual void _getRowName(int row, std::string& name) const; |
| 68 | 68 |
virtual void _setRowName(int row, const std::string& name); |
| 69 | 69 |
virtual int _rowByName(const std::string& name) const; |
| 70 | 70 |
|
| 71 | 71 |
virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); |
| 72 | 72 |
virtual void _getRowCoeffs(int i, InsertIterator b) const; |
| 73 | 73 |
|
| 74 | 74 |
virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); |
| 75 | 75 |
virtual void _getColCoeffs(int i, InsertIterator b) const; |
| 76 | 76 |
|
| 77 | 77 |
virtual void _setCoeff(int row, int col, Value value); |
| 78 | 78 |
virtual Value _getCoeff(int row, int col) const; |
| 79 | 79 |
|
| 80 | 80 |
virtual void _setColLowerBound(int i, Value value); |
| 81 | 81 |
virtual Value _getColLowerBound(int i) const; |
| 82 | 82 |
|
| 83 | 83 |
virtual void _setColUpperBound(int i, Value value); |
| 84 | 84 |
virtual Value _getColUpperBound(int i) const; |
| 85 | 85 |
|
| 86 | 86 |
virtual void _setRowLowerBound(int i, Value value); |
| 87 | 87 |
virtual Value _getRowLowerBound(int i) const; |
| 88 | 88 |
|
| 89 | 89 |
virtual void _setRowUpperBound(int i, Value value); |
| 90 | 90 |
virtual Value _getRowUpperBound(int i) const; |
| 91 | 91 |
|
| 92 | 92 |
virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); |
| 93 | 93 |
virtual void _getObjCoeffs(InsertIterator b) const; |
| 94 | 94 |
|
| 95 | 95 |
virtual void _setObjCoeff(int i, Value obj_coef); |
| 96 | 96 |
virtual Value _getObjCoeff(int i) const; |
| 97 | 97 |
|
| 98 | 98 |
virtual void _setSense(Sense); |
| 99 | 99 |
virtual Sense _getSense() const; |
| 100 | 100 |
|
| 101 | 101 |
virtual void _clear(); |
| 102 | 102 |
|
| 103 |
private: |
|
| 104 |
|
|
| 105 |
static void freeEnv(); |
|
| 106 |
|
|
| 107 |
struct FreeEnvHelper {
|
|
| 108 |
~FreeEnvHelper() {
|
|
| 109 |
freeEnv(); |
|
| 110 |
} |
|
| 111 |
}; |
|
| 112 |
|
|
| 113 |
static FreeEnvHelper freeEnvHelper; |
|
| 114 |
|
|
| 103 | 115 |
public: |
| 104 | 116 |
|
| 105 | 117 |
///Pointer to the underlying GLPK data structure. |
| 106 | 118 |
LPX *lpx() {return lp;}
|
| 107 | 119 |
///Const pointer to the underlying GLPK data structure. |
| 108 | 120 |
const LPX *lpx() const {return lp;}
|
| 109 | 121 |
|
| 110 | 122 |
///Returns the constraint identifier understood by GLPK. |
| 111 | 123 |
int lpxRow(Row r) const { return rows(id(r)); }
|
| 112 | 124 |
|
| 113 | 125 |
///Returns the variable identifier understood by GLPK. |
| 114 | 126 |
int lpxCol(Col c) const { return cols(id(c)); }
|
| 115 | 127 |
|
| 116 | 128 |
}; |
| 117 | 129 |
|
| 118 | 130 |
/// \brief Interface for the GLPK LP solver |
| 119 | 131 |
/// |
| 120 | 132 |
/// This class implements an interface for the GLPK LP solver. |
| 121 | 133 |
///\ingroup lp_group |
| 122 | 134 |
class GlpkLp : public LpSolver, public GlpkBase {
|
| 123 | 135 |
public: |
| 124 | 136 |
|
| 125 | 137 |
///\e |
| 126 | 138 |
GlpkLp(); |
| 127 | 139 |
///\e |
| 128 | 140 |
GlpkLp(const GlpkLp&); |
| 129 | 141 |
|
| 130 | 142 |
///\e |
| 131 | 143 |
virtual GlpkLp* cloneSolver() const; |
| 132 | 144 |
///\e |
| 133 | 145 |
virtual GlpkLp* newSolver() const; |
| 134 | 146 |
|
| 135 | 147 |
private: |
| 136 | 148 |
|
| 137 | 149 |
mutable std::vector<double> _primal_ray; |
| 138 | 150 |
mutable std::vector<double> _dual_ray; |
| 139 | 151 |
|
| 140 | 152 |
void _clear_temporals(); |
| 141 | 153 |
|
| 142 | 154 |
protected: |
| 143 | 155 |
|
| 144 | 156 |
virtual const char* _solverName() const; |
| 145 | 157 |
|
| 146 | 158 |
virtual SolveExitStatus _solve(); |
| 147 | 159 |
virtual Value _getPrimal(int i) const; |
| 148 | 160 |
virtual Value _getDual(int i) const; |
| 149 | 161 |
|
| 150 | 162 |
virtual Value _getPrimalValue() const; |
| 151 | 163 |
|
| 152 | 164 |
virtual VarStatus _getColStatus(int i) const; |
| 153 | 165 |
virtual VarStatus _getRowStatus(int i) const; |
| 154 | 166 |
|
| 155 | 167 |
virtual Value _getPrimalRay(int i) const; |
| 156 | 168 |
virtual Value _getDualRay(int i) const; |
| 157 | 169 |
|
| 158 | 170 |
virtual ProblemType _getPrimalType() const; |
| 159 | 171 |
virtual ProblemType _getDualType() const; |
| 160 | 172 |
|
| 161 | 173 |
public: |
| 162 | 174 |
|
| 163 | 175 |
///Solve with primal simplex |
| 164 | 176 |
SolveExitStatus solvePrimal(); |
| 165 | 177 |
|
| 166 | 178 |
///Solve with dual simplex |
| 167 | 179 |
SolveExitStatus solveDual(); |
| 168 | 180 |
|
| 169 | 181 |
///Turns on or off the presolver |
| 170 | 182 |
|
| 171 | 183 |
///Turns on (\c b is \c true) or off (\c b is \c false) the presolver |
| 172 | 184 |
/// |
| 173 | 185 |
///The presolver is off by default. |
| 174 | 186 |
void presolver(bool b); |
| 175 | 187 |
|
| 176 | 188 |
///Enum for \c messageLevel() parameter |
| 177 | 189 |
enum MessageLevel {
|
| 178 | 190 |
/// no output (default value) |
| 179 | 191 |
MESSAGE_NO_OUTPUT = 0, |
| 180 | 192 |
/// error messages only |
| 181 | 193 |
MESSAGE_ERROR_MESSAGE = 1, |
| 182 | 194 |
/// normal output |
| 183 | 195 |
MESSAGE_NORMAL_OUTPUT = 2, |
| 184 | 196 |
/// full output (includes informational messages) |
| 185 | 197 |
MESSAGE_FULL_OUTPUT = 3 |
| 186 | 198 |
}; |
| 187 | 199 |
|
| 188 | 200 |
private: |
| 189 | 201 |
|
| 190 | 202 |
MessageLevel _message_level; |
| 191 | 203 |
|
| 192 | 204 |
public: |
| 193 | 205 |
|
| 194 | 206 |
///Set the verbosity of the messages |
| 195 | 207 |
|
| 196 | 208 |
///Set the verbosity of the messages |
| 197 | 209 |
/// |
| 198 | 210 |
///\param m is the level of the messages output by the solver routines. |
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