Location: LEMON/LEMON-official/lemon/lp_clp.cc

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deba@inf.elte.hu
Thorough redesign of the LP/MIP interface (#44) - Redesigned class structure - Redesigned iterators - Some functions in the basic interface redesigned - More complete setting functions - Ray retrieving functions - Lot of improvements - Cplex common env - CLP macro definition to config.h.in - Update lp.h to also use soplex and clp - Remove default_solver_name - New solverName() function in solvers - Handle exceptions for MipCplex test - Rename tolerance parameter to epsilon - Rename MapIt to CoeffIt - Lot of documentation improvements - Various bugfixes
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/* -*- 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 <lemon/lp_clp.h>
#include <coin/ClpSimplex.hpp>
namespace lemon {
LpClp::LpClp() {
_prob = new ClpSimplex();
_init_temporals();
messageLevel(MESSAGE_NO_OUTPUT);
}
LpClp::LpClp(const LpClp& other) {
_prob = new ClpSimplex(*other._prob);
rows = other.rows;
cols = other.cols;
_init_temporals();
messageLevel(MESSAGE_NO_OUTPUT);
}
LpClp::~LpClp() {
delete _prob;
_clear_temporals();
}
void LpClp::_init_temporals() {
_primal_ray = 0;
_dual_ray = 0;
}
void LpClp::_clear_temporals() {
if (_primal_ray) {
delete[] _primal_ray;
_primal_ray = 0;
}
if (_dual_ray) {
delete[] _dual_ray;
_dual_ray = 0;
}
}
LpClp* LpClp::_newSolver() const {
LpClp* newlp = new LpClp;
return newlp;
}
LpClp* LpClp::_cloneSolver() const {
LpClp* copylp = new LpClp(*this);
return copylp;
}
const char* LpClp::_solverName() const { return "LpClp"; }
int LpClp::_addCol() {
_prob->addColumn(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX, 0.0);
return _prob->numberColumns() - 1;
}
int LpClp::_addRow() {
_prob->addRow(0, 0, 0, -COIN_DBL_MAX, COIN_DBL_MAX);
return _prob->numberRows() - 1;
}
void LpClp::_eraseCol(int c) {
_col_names_ref.erase(_prob->getColumnName(c));
_prob->deleteColumns(1, &c);
}
void LpClp::_eraseRow(int r) {
_row_names_ref.erase(_prob->getRowName(r));
_prob->deleteRows(1, &r);
}
void LpClp::_eraseColId(int i) {
cols.eraseIndex(i);
cols.shiftIndices(i);
}
void LpClp::_eraseRowId(int i) {
rows.eraseIndex(i);
rows.shiftIndices(i);
}
void LpClp::_getColName(int c, std::string& name) const {
name = _prob->getColumnName(c);
}
void LpClp::_setColName(int c, const std::string& name) {
_prob->setColumnName(c, const_cast<std::string&>(name));
_col_names_ref[name] = c;
}
int LpClp::_colByName(const std::string& name) const {
std::map<std::string, int>::const_iterator it = _col_names_ref.find(name);
return it != _col_names_ref.end() ? it->second : -1;
}
void LpClp::_getRowName(int r, std::string& name) const {
name = _prob->getRowName(r);
}
void LpClp::_setRowName(int r, const std::string& name) {
_prob->setRowName(r, const_cast<std::string&>(name));
_row_names_ref[name] = r;
}
int LpClp::_rowByName(const std::string& name) const {
std::map<std::string, int>::const_iterator it = _row_names_ref.find(name);
return it != _row_names_ref.end() ? it->second : -1;
}
void LpClp::_setRowCoeffs(int ix, ExprIterator b, ExprIterator e) {
std::map<int, Value> coeffs;
int n = _prob->clpMatrix()->getNumCols();
const int* indices = _prob->clpMatrix()->getIndices();
const double* elements = _prob->clpMatrix()->getElements();
for (int i = 0; i < n; ++i) {
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i];
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i];
const int* it = std::lower_bound(indices + begin, indices + end, ix);
if (it != indices + end && *it == ix && elements[it - indices] != 0.0) {
coeffs[i] = 0.0;
}
}
for (ExprIterator it = b; it != e; ++it) {
coeffs[it->first] = it->second;
}
for (std::map<int, Value>::iterator it = coeffs.begin();
it != coeffs.end(); ++it) {
_prob->modifyCoefficient(ix, it->first, it->second);
}
}
void LpClp::_getRowCoeffs(int ix, InsertIterator b) const {
int n = _prob->clpMatrix()->getNumCols();
const int* indices = _prob->clpMatrix()->getIndices();
const double* elements = _prob->clpMatrix()->getElements();
for (int i = 0; i < n; ++i) {
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[i];
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[i];
const int* it = std::lower_bound(indices + begin, indices + end, ix);
if (it != indices + end && *it == ix) {
*b = std::make_pair(i, elements[it - indices]);
}
}
}
void LpClp::_setColCoeffs(int ix, ExprIterator b, ExprIterator e) {
std::map<int, Value> coeffs;
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
const int* indices = _prob->clpMatrix()->getIndices();
const double* elements = _prob->clpMatrix()->getElements();
for (CoinBigIndex i = begin; i != end; ++i) {
if (elements[i] != 0.0) {
coeffs[indices[i]] = 0.0;
}
}
for (ExprIterator it = b; it != e; ++it) {
coeffs[it->first] = it->second;
}
for (std::map<int, Value>::iterator it = coeffs.begin();
it != coeffs.end(); ++it) {
_prob->modifyCoefficient(it->first, ix, it->second);
}
}
void LpClp::_getColCoeffs(int ix, InsertIterator b) const {
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
const int* indices = _prob->clpMatrix()->getIndices();
const double* elements = _prob->clpMatrix()->getElements();
for (CoinBigIndex i = begin; i != end; ++i) {
*b = std::make_pair(indices[i], elements[i]);
++b;
}
}
void LpClp::_setCoeff(int ix, int jx, Value value) {
_prob->modifyCoefficient(ix, jx, value);
}
LpClp::Value LpClp::_getCoeff(int ix, int jx) const {
CoinBigIndex begin = _prob->clpMatrix()->getVectorStarts()[ix];
CoinBigIndex end = begin + _prob->clpMatrix()->getVectorLengths()[ix];
const int* indices = _prob->clpMatrix()->getIndices();
const double* elements = _prob->clpMatrix()->getElements();
const int* it = std::lower_bound(indices + begin, indices + end, jx);
if (it != indices + end && *it == jx) {
return elements[it - indices];
} else {
return 0.0;
}
}
void LpClp::_setColLowerBound(int i, Value lo) {
_prob->setColumnLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
}
LpClp::Value LpClp::_getColLowerBound(int i) const {
double val = _prob->getColLower()[i];
return val == - COIN_DBL_MAX ? - INF : val;
}
void LpClp::_setColUpperBound(int i, Value up) {
_prob->setColumnUpper(i, up == INF ? COIN_DBL_MAX : up);
}
LpClp::Value LpClp::_getColUpperBound(int i) const {
double val = _prob->getColUpper()[i];
return val == COIN_DBL_MAX ? INF : val;
}
void LpClp::_setRowLowerBound(int i, Value lo) {
_prob->setRowLower(i, lo == - INF ? - COIN_DBL_MAX : lo);
}
LpClp::Value LpClp::_getRowLowerBound(int i) const {
double val = _prob->getRowLower()[i];
return val == - COIN_DBL_MAX ? - INF : val;
}
void LpClp::_setRowUpperBound(int i, Value up) {
_prob->setRowUpper(i, up == INF ? COIN_DBL_MAX : up);
}
LpClp::Value LpClp::_getRowUpperBound(int i) const {
double val = _prob->getRowUpper()[i];
return val == COIN_DBL_MAX ? INF : val;
}
void LpClp::_setObjCoeffs(ExprIterator b, ExprIterator e) {
int num = _prob->clpMatrix()->getNumCols();
for (int i = 0; i < num; ++i) {
_prob->setObjectiveCoefficient(i, 0.0);
}
for (ExprIterator it = b; it != e; ++it) {
_prob->setObjectiveCoefficient(it->first, it->second);
}
}
void LpClp::_getObjCoeffs(InsertIterator b) const {
int num = _prob->clpMatrix()->getNumCols();
for (int i = 0; i < num; ++i) {
Value coef = _prob->getObjCoefficients()[i];
if (coef != 0.0) {
*b = std::make_pair(i, coef);
++b;
}
}
}
void LpClp::_setObjCoeff(int i, Value obj_coef) {
_prob->setObjectiveCoefficient(i, obj_coef);
}
LpClp::Value LpClp::_getObjCoeff(int i) const {
return _prob->getObjCoefficients()[i];
}
LpClp::SolveExitStatus LpClp::_solve() {
return _prob->primal() >= 0 ? SOLVED : UNSOLVED;
}
LpClp::SolveExitStatus LpClp::solvePrimal() {
return _prob->primal() >= 0 ? SOLVED : UNSOLVED;
}
LpClp::SolveExitStatus LpClp::solveDual() {
return _prob->dual() >= 0 ? SOLVED : UNSOLVED;
}
LpClp::SolveExitStatus LpClp::solveBarrier() {
return _prob->barrier() >= 0 ? SOLVED : UNSOLVED;
}
LpClp::Value LpClp::_getPrimal(int i) const {
return _prob->primalColumnSolution()[i];
}
LpClp::Value LpClp::_getPrimalValue() const {
return _prob->objectiveValue();
}
LpClp::Value LpClp::_getDual(int i) const {
return _prob->dualRowSolution()[i];
}
LpClp::Value LpClp::_getPrimalRay(int i) const {
if (!_primal_ray) {
_primal_ray = _prob->unboundedRay();
LEMON_ASSERT(_primal_ray != 0, "Primal ray is not provided");
}
return _primal_ray[i];
}
LpClp::Value LpClp::_getDualRay(int i) const {
if (!_dual_ray) {
_dual_ray = _prob->infeasibilityRay();
LEMON_ASSERT(_dual_ray != 0, "Dual ray is not provided");
}
return _dual_ray[i];
}
LpClp::VarStatus LpClp::_getColStatus(int i) const {
switch (_prob->getColumnStatus(i)) {
case ClpSimplex::basic:
return BASIC;
case ClpSimplex::isFree:
return FREE;
case ClpSimplex::atUpperBound:
return UPPER;
case ClpSimplex::atLowerBound:
return LOWER;
case ClpSimplex::isFixed:
return FIXED;
case ClpSimplex::superBasic:
return FREE;
default:
LEMON_ASSERT(false, "Wrong column status");
return VarStatus();
}
}
LpClp::VarStatus LpClp::_getRowStatus(int i) const {
switch (_prob->getColumnStatus(i)) {
case ClpSimplex::basic:
return BASIC;
case ClpSimplex::isFree:
return FREE;
case ClpSimplex::atUpperBound:
return UPPER;
case ClpSimplex::atLowerBound:
return LOWER;
case ClpSimplex::isFixed:
return FIXED;
case ClpSimplex::superBasic:
return FREE;
default:
LEMON_ASSERT(false, "Wrong row status");
return VarStatus();
}
}
LpClp::ProblemType LpClp::_getPrimalType() const {
if (_prob->isProvenOptimal()) {
return OPTIMAL;
} else if (_prob->isProvenPrimalInfeasible()) {
return INFEASIBLE;
} else if (_prob->isProvenDualInfeasible()) {
return UNBOUNDED;
} else {
return UNDEFINED;
}
}
LpClp::ProblemType LpClp::_getDualType() const {
if (_prob->isProvenOptimal()) {
return OPTIMAL;
} else if (_prob->isProvenDualInfeasible()) {
return INFEASIBLE;
} else if (_prob->isProvenPrimalInfeasible()) {
return INFEASIBLE;
} else {
return UNDEFINED;
}
}
void LpClp::_setSense(LpClp::Sense sense) {
switch (sense) {
case MIN:
_prob->setOptimizationDirection(1);
break;
case MAX:
_prob->setOptimizationDirection(-1);
break;
}
}
LpClp::Sense LpClp::_getSense() const {
double dir = _prob->optimizationDirection();
if (dir > 0.0) {
return MIN;
} else {
return MAX;
}
}
void LpClp::_clear() {
delete _prob;
_prob = new ClpSimplex();
rows.clear();
cols.clear();
_col_names_ref.clear();
_clear_temporals();
}
void LpClp::messageLevel(MessageLevel m) {
_prob->setLogLevel(static_cast<int>(m));
}
} //END OF NAMESPACE LEMON