diff --git a/lemon/cplex.h b/lemon/cplex.h new file mode 100644 --- /dev/null +++ b/lemon/cplex.h @@ -0,0 +1,256 @@ +/* -*- mode: C++; indent-tabs-mode: nil; -*- + * + * This file is a part of LEMON, a generic C++ optimization library. + * + * Copyright (C) 2003-2008 + * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport + * (Egervary Research Group on Combinatorial Optimization, EGRES). + * + * Permission to use, modify and distribute this software is granted + * provided that this copyright notice appears in all copies. For + * precise terms see the accompanying LICENSE file. + * + * This software is provided "AS IS" with no warranty of any kind, + * express or implied, and with no claim as to its suitability for any + * purpose. + * + */ + +#ifndef LEMON_CPLEX_H +#define LEMON_CPLEX_H + +///\file +///\brief Header of the LEMON-CPLEX lp solver interface. + +#include + +struct cpxenv; +struct cpxlp; + +namespace lemon { + + /// \brief Reference counted wrapper around cpxenv pointer + /// + /// The cplex uses environment object which is responsible for + /// checking the proper license usage. This class provides a simple + /// interface for share the environment object between different + /// problems. + class CplexEnv { + friend class CplexBase; + private: + cpxenv* _env; + mutable int* _cnt; + + public: + + /// \brief This exception is thrown when the license check is not + /// sufficient + class LicenseError : public Exception { + friend class CplexEnv; + private: + + LicenseError(int status); + char _message[510]; + + public: + + /// The short error message + virtual const char* what() const throw() { + return _message; + } + }; + + /// Constructor + CplexEnv(); + /// Shallow copy constructor + CplexEnv(const CplexEnv&); + /// Shallow assignement + CplexEnv& operator=(const CplexEnv&); + /// Destructor + virtual ~CplexEnv(); + + protected: + + cpxenv* cplexEnv() { return _env; } + const cpxenv* cplexEnv() const { return _env; } + }; + + /// \brief Base interface for the CPLEX LP and MIP solver + /// + /// This class implements the common interface of the CPLEX LP and + /// MIP solvers. + /// \ingroup lp_group + class CplexBase : virtual public LpBase { + protected: + + CplexEnv _env; + cpxlp* _prob; + + CplexBase(); + CplexBase(const CplexEnv&); + CplexBase(const CplexBase &); + virtual ~CplexBase(); + + virtual int _addCol(); + virtual int _addRow(); + + virtual void _eraseCol(int i); + virtual void _eraseRow(int i); + + virtual void _eraseColId(int i); + virtual void _eraseRowId(int i); + + virtual void _getColName(int col, std::string& name) const; + virtual void _setColName(int col, const std::string& name); + virtual int _colByName(const std::string& name) const; + + virtual void _getRowName(int row, std::string& name) const; + virtual void _setRowName(int row, const std::string& name); + virtual int _rowByName(const std::string& name) const; + + virtual void _setRowCoeffs(int i, ExprIterator b, ExprIterator e); + virtual void _getRowCoeffs(int i, InsertIterator b) const; + + virtual void _setColCoeffs(int i, ExprIterator b, ExprIterator e); + virtual void _getColCoeffs(int i, InsertIterator b) const; + + virtual void _setCoeff(int row, int col, Value value); + virtual Value _getCoeff(int row, int col) const; + + virtual void _setColLowerBound(int i, Value value); + virtual Value _getColLowerBound(int i) const; + + virtual void _setColUpperBound(int i, Value value); + virtual Value _getColUpperBound(int i) const; + + private: + void _set_row_bounds(int i, Value lb, Value ub); + protected: + + virtual void _setRowLowerBound(int i, Value value); + virtual Value _getRowLowerBound(int i) const; + + virtual void _setRowUpperBound(int i, Value value); + virtual Value _getRowUpperBound(int i) const; + + virtual void _setObjCoeffs(ExprIterator b, ExprIterator e); + virtual void _getObjCoeffs(InsertIterator b) const; + + virtual void _setObjCoeff(int i, Value obj_coef); + virtual Value _getObjCoeff(int i) const; + + virtual void _setSense(Sense sense); + virtual Sense _getSense() const; + + virtual void _clear(); + + public: + + /// Returns the used \c CplexEnv instance + const CplexEnv& env() const { return _env; } + /// + const cpxenv* cplexEnv() const { return _env.cplexEnv(); } + + cpxlp* cplexLp() { return _prob; } + const cpxlp* cplexLp() const { return _prob; } + + }; + + /// \brief Interface for the CPLEX LP solver + /// + /// This class implements an interface for the CPLEX LP solver. + ///\ingroup lp_group + class LpCplex : public CplexBase, public LpSolver { + public: + /// \e + LpCplex(); + /// \e + LpCplex(const CplexEnv&); + /// \e + LpCplex(const LpCplex&); + /// \e + virtual ~LpCplex(); + + private: + + // these values cannot retrieved element by element + mutable std::vector _col_status; + mutable std::vector _row_status; + + mutable std::vector _primal_ray; + mutable std::vector _dual_ray; + + void _clear_temporals(); + + SolveExitStatus convertStatus(int status); + + protected: + + virtual LpCplex* _cloneSolver() const; + virtual LpCplex* _newSolver() const; + + virtual const char* _solverName() const; + + virtual SolveExitStatus _solve(); + virtual Value _getPrimal(int i) const; + virtual Value _getDual(int i) const; + virtual Value _getPrimalValue() const; + + virtual VarStatus _getColStatus(int i) const; + virtual VarStatus _getRowStatus(int i) const; + + virtual Value _getPrimalRay(int i) const; + virtual Value _getDualRay(int i) const; + + virtual ProblemType _getPrimalType() const; + virtual ProblemType _getDualType() const; + + public: + + /// Solve with primal simplex method + SolveExitStatus solvePrimal(); + + /// Solve with dual simplex method + SolveExitStatus solveDual(); + + /// Solve with barrier method + SolveExitStatus solveBarrier(); + + }; + + /// \brief Interface for the CPLEX MIP solver + /// + /// This class implements an interface for the CPLEX MIP solver. + ///\ingroup lp_group + class MipCplex : public CplexBase, public MipSolver { + public: + /// \e + MipCplex(); + /// \e + MipCplex(const CplexEnv&); + /// \e + MipCplex(const MipCplex&); + /// \e + virtual ~MipCplex(); + + protected: + + virtual MipCplex* _cloneSolver() const; + virtual MipCplex* _newSolver() const; + + virtual const char* _solverName() const; + + virtual ColTypes _getColType(int col) const; + virtual void _setColType(int col, ColTypes col_type); + + virtual SolveExitStatus _solve(); + virtual ProblemType _getType() const; + virtual Value _getSol(int i) const; + virtual Value _getSolValue() const; + + }; + +} //END OF NAMESPACE LEMON + +#endif //LEMON_CPLEX_H +