Files @ r655:6ac5d9ae1d3d

Location: LEMON/LEMON-official/test/mip_test.cc

Load file history 
r655:6ac5d9ae1d3d
2.6 KiB
text/x-c++src
Show annotation Show as raw Download as raw
gravatar
kpeter (Peter Kovacs)
Support real types + numerical stability fix in NS (#254) - Real types are supported by appropriate inicialization. - A feature of the XTI spanning tree structure is removed to ensure numerical stability (could cause problems using integer types). The node potentials are updated always on the lower subtree, in order to prevent overflow problems. The former method isn't notably faster during to our tests.
  1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
/* -*- 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.

 *

 */



#include "test_tools.h"





#ifdef HAVE_CONFIG_H

#include <lemon/config.h>

#endif



#ifdef HAVE_CPLEX

#include <lemon/cplex.h>

#endif



#ifdef HAVE_GLPK

#include <lemon/glpk.h>

#endif





using namespace lemon;



void solveAndCheck(MipSolver& mip, MipSolver::ProblemType stat,

                   double exp_opt) {

  using std::string;



  mip.solve();

  //int decimal,sign;

  std::ostringstream buf;

  buf << "Type should be: " << int(stat)<<" and it is "<<int(mip.type());





  //  itoa(stat,buf1, 10);

  check(mip.type()==stat, buf.str());



  if (stat ==  MipSolver::OPTIMAL) {

    std::ostringstream sbuf;

    buf << "Wrong optimal value: the right optimum is " << exp_opt;

    check(std::abs(mip.solValue()-exp_opt) < 1e-3, sbuf.str());

    //+ecvt(exp_opt,2)

  }

}



void aTest(MipSolver& mip)

{

 //The following example is very simple





  typedef MipSolver::Row Row;

  typedef MipSolver::Col Col;







  Col x1 = mip.addCol();

  Col x2 = mip.addCol();





  //Objective function

  mip.obj(x1);



  mip.max();





  //Unconstrained optimization

  mip.solve();

  //Check it out!



  //Constraints

  mip.addRow(2*x1+x2 <=2);

  mip.addRow(x1-2*x2 <=0);



  //Nonnegativity of the variable x1

  mip.colLowerBound(x1, 0);



  //Maximization of x1

  //over the triangle with vertices (0,0),(4/5,2/5),(0,2)

  double expected_opt=4.0/5.0;

  solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt);



  //Restrict x2 to integer

  mip.colType(x2,MipSolver::INTEGER);

  expected_opt=1.0/2.0;

  solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt);





  //Restrict both to integer

  mip.colType(x1,MipSolver::INTEGER);

  expected_opt=0;

  solveAndCheck(mip, MipSolver::OPTIMAL, expected_opt);







}





int main()

{



#ifdef HAVE_GLPK

  {

    GlpkMip mip1;

    aTest(mip1);

  }

#endif



#ifdef HAVE_CPLEX

  try {

    CplexMip mip2;

    aTest(mip2);

  } catch (CplexEnv::LicenseError& error) {

#ifdef LEMON_FORCE_CPLEX_CHECK

    check(false, error.what());

#else

    std::cerr << error.what() << std::endl;

    std::cerr << "Cplex license check failed, lp check skipped" << std::endl;

#endif

  }

#endif



  return 0;



}