[1247] | 1 | /* -*- C++ -*- |
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[1435] | 2 | * lemon/lp_base.h - Part of LEMON, a generic C++ optimization library |
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[1247] | 3 | * |
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| 4 | * Copyright (C) 2005 Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
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[1359] | 5 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
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[1247] | 6 | * |
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| 7 | * Permission to use, modify and distribute this software is granted |
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| 8 | * provided that this copyright notice appears in all copies. For |
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| 9 | * precise terms see the accompanying LICENSE file. |
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| 10 | * |
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| 11 | * This software is provided "AS IS" with no warranty of any kind, |
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| 12 | * express or implied, and with no claim as to its suitability for any |
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| 13 | * purpose. |
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| 14 | * |
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| 15 | */ |
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| 16 | |
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[1246] | 17 | #ifndef LEMON_LP_BASE_H |
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| 18 | #define LEMON_LP_BASE_H |
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| 19 | |
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[1253] | 20 | #include<vector> |
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[1272] | 21 | #include<map> |
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[1256] | 22 | #include<limits> |
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[1397] | 23 | #include<cmath> |
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[1253] | 24 | |
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[1256] | 25 | #include<lemon/utility.h> |
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[1253] | 26 | #include<lemon/error.h> |
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[1256] | 27 | #include<lemon/invalid.h> |
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[1253] | 28 | |
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[1246] | 29 | ///\file |
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| 30 | ///\brief The interface of the LP solver interface. |
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[1328] | 31 | ///\ingroup gen_opt_group |
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[1246] | 32 | namespace lemon { |
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[1253] | 33 | |
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| 34 | ///Internal data structure to convert floating id's to fix one's |
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| 35 | |
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[1279] | 36 | ///\todo This might be implemented to be also usable in other places. |
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[1253] | 37 | class _FixId |
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| 38 | { |
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| 39 | std::vector<int> index; |
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| 40 | std::vector<int> cross; |
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| 41 | int first_free; |
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| 42 | public: |
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| 43 | _FixId() : first_free(-1) {}; |
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| 44 | ///Convert a floating id to a fix one |
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| 45 | |
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| 46 | ///\param n is a floating id |
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| 47 | ///\return the corresponding fix id |
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[1484] | 48 | int fixId(int n) const {return cross[n];} |
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[1253] | 49 | ///Convert a fix id to a floating one |
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| 50 | |
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| 51 | ///\param n is a fix id |
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| 52 | ///\return the corresponding floating id |
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[1484] | 53 | int floatingId(int n) const { return index[n];} |
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[1253] | 54 | ///Add a new floating id. |
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| 55 | |
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| 56 | ///\param n is a floating id |
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| 57 | ///\return the fix id of the new value |
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| 58 | ///\todo Multiple additions should also be handled. |
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| 59 | int insert(int n) |
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| 60 | { |
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| 61 | if(n>=int(cross.size())) { |
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| 62 | cross.resize(n+1); |
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| 63 | if(first_free==-1) { |
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| 64 | cross[n]=index.size(); |
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| 65 | index.push_back(n); |
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| 66 | } |
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| 67 | else { |
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| 68 | cross[n]=first_free; |
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| 69 | int next=index[first_free]; |
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| 70 | index[first_free]=n; |
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| 71 | first_free=next; |
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| 72 | } |
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[1256] | 73 | return cross[n]; |
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[1253] | 74 | } |
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[1273] | 75 | ///\todo Create an own exception type. |
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[1253] | 76 | else throw LogicError(); //floatingId-s must form a continuous range; |
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| 77 | } |
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| 78 | ///Remove a fix id. |
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| 79 | |
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| 80 | ///\param n is a fix id |
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| 81 | /// |
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| 82 | void erase(int n) |
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| 83 | { |
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| 84 | int fl=index[n]; |
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| 85 | index[n]=first_free; |
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| 86 | first_free=n; |
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| 87 | for(int i=fl+1;i<int(cross.size());++i) { |
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| 88 | cross[i-1]=cross[i]; |
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| 89 | index[cross[i]]--; |
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| 90 | } |
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| 91 | cross.pop_back(); |
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| 92 | } |
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| 93 | ///An upper bound on the largest fix id. |
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| 94 | |
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| 95 | ///\todo Do we need this? |
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| 96 | /// |
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| 97 | std::size_t maxFixId() { return cross.size()-1; } |
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| 98 | |
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| 99 | }; |
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| 100 | |
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| 101 | ///Common base class for LP solvers |
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[1328] | 102 | |
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| 103 | ///\todo Much more docs |
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| 104 | ///\ingroup gen_opt_group |
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[1246] | 105 | class LpSolverBase { |
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[1323] | 106 | |
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[1247] | 107 | public: |
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| 108 | |
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[1458] | 109 | ///Possible outcomes of an LP solving procedure |
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[1303] | 110 | enum SolveExitStatus { |
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[1458] | 111 | ///This means that the problem has been successfully solved: either |
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| 112 | ///an optimal solution has been found or infeasibility/unboundedness |
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| 113 | ///has been proved. |
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[1293] | 114 | SOLVED = 0, |
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[1458] | 115 | ///Any other case (including the case when some user specified limit has been exceeded) |
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[1293] | 116 | UNSOLVED = 1 |
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[1291] | 117 | }; |
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| 118 | |
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[1460] | 119 | ///\e |
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[1303] | 120 | enum SolutionStatus { |
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[1295] | 121 | ///Feasible solution has'n been found (but may exist). |
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| 122 | |
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| 123 | ///\todo NOTFOUND might be a better name. |
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| 124 | /// |
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[1293] | 125 | UNDEFINED = 0, |
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[1295] | 126 | ///The problem has no feasible solution |
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[1293] | 127 | INFEASIBLE = 1, |
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[1295] | 128 | ///Feasible solution found |
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[1293] | 129 | FEASIBLE = 2, |
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[1295] | 130 | ///Optimal solution exists and found |
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| 131 | OPTIMAL = 3, |
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| 132 | ///The cost function is unbounded |
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| 133 | |
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| 134 | ///\todo Give a feasible solution and an infinite ray (and the |
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| 135 | ///corresponding bases) |
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| 136 | INFINITE = 4 |
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[1263] | 137 | }; |
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[1460] | 138 | |
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[1542] | 139 | ///\e The type of the investigated LP problem |
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| 140 | enum ProblemTypes { |
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| 141 | ///Primal-dual feasible |
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| 142 | PRIMAL_DUAL_FEASIBLE = 0, |
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| 143 | ///Primal feasible dual infeasible |
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| 144 | PRIMAL_FEASIBLE_DUAL_INFEASIBLE = 1, |
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| 145 | ///Primal infeasible dual feasible |
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| 146 | PRIMAL_INFEASIBLE_DUAL_FEASIBLE = 2, |
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| 147 | ///Primal-dual infeasible |
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| 148 | PRIMAL_DUAL_INFEASIBLE = 3, |
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| 149 | ///Could not determine so far |
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| 150 | UNKNOWN = 4 |
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| 151 | }; |
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[1508] | 152 | |
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[1256] | 153 | ///The floating point type used by the solver |
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[1247] | 154 | typedef double Value; |
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[1256] | 155 | ///The infinity constant |
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[1247] | 156 | static const Value INF; |
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[1264] | 157 | ///The not a number constant |
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| 158 | static const Value NaN; |
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[1253] | 159 | |
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[1256] | 160 | ///Refer to a column of the LP. |
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| 161 | |
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| 162 | ///This type is used to refer to a column of the LP. |
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| 163 | /// |
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| 164 | ///Its value remains valid and correct even after the addition or erase of |
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[1273] | 165 | ///other columns. |
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[1256] | 166 | /// |
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| 167 | ///\todo Document what can one do with a Col (INVALID, comparing, |
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| 168 | ///it is similar to Node/Edge) |
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| 169 | class Col { |
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| 170 | protected: |
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| 171 | int id; |
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| 172 | friend class LpSolverBase; |
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| 173 | public: |
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[1259] | 174 | typedef Value ExprValue; |
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[1256] | 175 | typedef True LpSolverCol; |
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| 176 | Col() {} |
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| 177 | Col(const Invalid&) : id(-1) {} |
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| 178 | bool operator<(Col c) const {return id<c.id;} |
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| 179 | bool operator==(Col c) const {return id==c.id;} |
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| 180 | bool operator!=(Col c) const {return id==c.id;} |
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| 181 | }; |
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| 182 | |
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| 183 | ///Refer to a row of the LP. |
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| 184 | |
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| 185 | ///This type is used to refer to a row of the LP. |
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| 186 | /// |
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| 187 | ///Its value remains valid and correct even after the addition or erase of |
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[1273] | 188 | ///other rows. |
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[1256] | 189 | /// |
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| 190 | ///\todo Document what can one do with a Row (INVALID, comparing, |
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| 191 | ///it is similar to Node/Edge) |
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| 192 | class Row { |
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| 193 | protected: |
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| 194 | int id; |
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| 195 | friend class LpSolverBase; |
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| 196 | public: |
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[1259] | 197 | typedef Value ExprValue; |
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[1256] | 198 | typedef True LpSolverRow; |
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| 199 | Row() {} |
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| 200 | Row(const Invalid&) : id(-1) {} |
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[1439] | 201 | |
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[1256] | 202 | bool operator<(Row c) const {return id<c.id;} |
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| 203 | bool operator==(Row c) const {return id==c.id;} |
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| 204 | bool operator!=(Row c) const {return id==c.id;} |
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| 205 | }; |
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[1259] | 206 | |
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[1279] | 207 | ///Linear expression of variables and a constant component |
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| 208 | |
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| 209 | ///This data structure strores a linear expression of the variables |
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| 210 | ///(\ref Col "Col"s) and also has a constant component. |
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| 211 | /// |
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| 212 | ///There are several ways to access and modify the contents of this |
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| 213 | ///container. |
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| 214 | ///- Its it fully compatible with \c std::map<Col,double>, so for expamle |
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[1364] | 215 | ///if \c e is an Expr and \c v and \c w are of type \ref Col, then you can |
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[1279] | 216 | ///read and modify the coefficients like |
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| 217 | ///these. |
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| 218 | ///\code |
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| 219 | ///e[v]=5; |
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| 220 | ///e[v]+=12; |
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| 221 | ///e.erase(v); |
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| 222 | ///\endcode |
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| 223 | ///or you can also iterate through its elements. |
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| 224 | ///\code |
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| 225 | ///double s=0; |
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| 226 | ///for(LpSolverBase::Expr::iterator i=e.begin();i!=e.end();++i) |
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| 227 | /// s+=i->second; |
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| 228 | ///\endcode |
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| 229 | ///(This code computes the sum of all coefficients). |
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| 230 | ///- Numbers (<tt>double</tt>'s) |
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| 231 | ///and variables (\ref Col "Col"s) directly convert to an |
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| 232 | ///\ref Expr and the usual linear operations are defined so |
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| 233 | ///\code |
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| 234 | ///v+w |
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| 235 | ///2*v-3.12*(v-w/2)+2 |
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| 236 | ///v*2.1+(3*v+(v*12+w+6)*3)/2 |
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| 237 | ///\endcode |
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[1328] | 238 | ///are valid \ref Expr "Expr"essions. |
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| 239 | ///The usual assignment operations are also defined. |
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[1279] | 240 | ///\code |
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| 241 | ///e=v+w; |
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| 242 | ///e+=2*v-3.12*(v-w/2)+2; |
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| 243 | ///e*=3.4; |
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| 244 | ///e/=5; |
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| 245 | ///\endcode |
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| 246 | ///- The constant member can be set and read by \ref constComp() |
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| 247 | ///\code |
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| 248 | ///e.constComp()=12; |
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| 249 | ///double c=e.constComp(); |
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| 250 | ///\endcode |
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| 251 | /// |
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[1328] | 252 | ///\note \ref clear() not only sets all coefficients to 0 but also |
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[1279] | 253 | ///clears the constant components. |
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[1328] | 254 | /// |
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| 255 | ///\sa Constr |
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| 256 | /// |
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[1273] | 257 | class Expr : public std::map<Col,Value> |
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[1272] | 258 | { |
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| 259 | public: |
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[1273] | 260 | typedef LpSolverBase::Col Key; |
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| 261 | typedef LpSolverBase::Value Value; |
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[1272] | 262 | |
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| 263 | protected: |
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[1273] | 264 | typedef std::map<Col,Value> Base; |
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[1272] | 265 | |
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[1273] | 266 | Value const_comp; |
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[1272] | 267 | public: |
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| 268 | typedef True IsLinExpression; |
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| 269 | ///\e |
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| 270 | Expr() : Base(), const_comp(0) { } |
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| 271 | ///\e |
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[1273] | 272 | Expr(const Key &v) : const_comp(0) { |
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[1272] | 273 | Base::insert(std::make_pair(v, 1)); |
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| 274 | } |
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| 275 | ///\e |
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[1273] | 276 | Expr(const Value &v) : const_comp(v) {} |
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[1272] | 277 | ///\e |
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[1273] | 278 | void set(const Key &v,const Value &c) { |
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[1272] | 279 | Base::insert(std::make_pair(v, c)); |
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| 280 | } |
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| 281 | ///\e |
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[1273] | 282 | Value &constComp() { return const_comp; } |
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[1272] | 283 | ///\e |
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[1273] | 284 | const Value &constComp() const { return const_comp; } |
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[1272] | 285 | |
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| 286 | ///Removes the components with zero coefficient. |
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| 287 | void simplify() { |
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| 288 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
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| 289 | Base::iterator j=i; |
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| 290 | ++j; |
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| 291 | if ((*i).second==0) Base::erase(i); |
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| 292 | j=i; |
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| 293 | } |
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| 294 | } |
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[1273] | 295 | |
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[1771] | 296 | ///Removes the coefficients closer to zero than \c tolerance. |
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| 297 | void simplify(double &tolerance) { |
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| 298 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
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| 299 | Base::iterator j=i; |
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| 300 | ++j; |
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| 301 | if (std::fabs((*i).second)<tolerance) Base::erase(i); |
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| 302 | j=i; |
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| 303 | } |
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| 304 | } |
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| 305 | |
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[1273] | 306 | ///Sets all coefficients and the constant component to 0. |
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| 307 | void clear() { |
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| 308 | Base::clear(); |
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| 309 | const_comp=0; |
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| 310 | } |
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| 311 | |
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[1272] | 312 | ///\e |
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| 313 | Expr &operator+=(const Expr &e) { |
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| 314 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
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| 315 | (*this)[j->first]+=j->second; |
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| 316 | const_comp+=e.const_comp; |
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| 317 | return *this; |
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| 318 | } |
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| 319 | ///\e |
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| 320 | Expr &operator-=(const Expr &e) { |
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| 321 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
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| 322 | (*this)[j->first]-=j->second; |
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| 323 | const_comp-=e.const_comp; |
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| 324 | return *this; |
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| 325 | } |
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| 326 | ///\e |
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[1273] | 327 | Expr &operator*=(const Value &c) { |
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[1272] | 328 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
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| 329 | j->second*=c; |
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| 330 | const_comp*=c; |
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| 331 | return *this; |
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| 332 | } |
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| 333 | ///\e |
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[1273] | 334 | Expr &operator/=(const Value &c) { |
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[1272] | 335 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
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| 336 | j->second/=c; |
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| 337 | const_comp/=c; |
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| 338 | return *this; |
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| 339 | } |
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| 340 | }; |
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| 341 | |
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[1264] | 342 | ///Linear constraint |
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[1328] | 343 | |
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[1364] | 344 | ///This data stucture represents a linear constraint in the LP. |
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| 345 | ///Basically it is a linear expression with a lower or an upper bound |
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| 346 | ///(or both). These parts of the constraint can be obtained by the member |
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| 347 | ///functions \ref expr(), \ref lowerBound() and \ref upperBound(), |
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| 348 | ///respectively. |
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| 349 | ///There are two ways to construct a constraint. |
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| 350 | ///- You can set the linear expression and the bounds directly |
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| 351 | /// by the functions above. |
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| 352 | ///- The operators <tt>\<=</tt>, <tt>==</tt> and <tt>\>=</tt> |
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| 353 | /// are defined between expressions, or even between constraints whenever |
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| 354 | /// it makes sense. Therefore if \c e and \c f are linear expressions and |
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| 355 | /// \c s and \c t are numbers, then the followings are valid expressions |
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| 356 | /// and thus they can be used directly e.g. in \ref addRow() whenever |
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| 357 | /// it makes sense. |
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| 358 | /// \code |
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| 359 | /// e<=s |
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| 360 | /// e<=f |
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| 361 | /// s<=e<=t |
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| 362 | /// e>=t |
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| 363 | /// \endcode |
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| 364 | ///\warning The validity of a constraint is checked only at run time, so |
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| 365 | ///e.g. \ref addRow(<tt>x[1]\<=x[2]<=5</tt>) will compile, but will throw a |
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| 366 | ///\ref LogicError exception. |
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[1272] | 367 | class Constr |
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| 368 | { |
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| 369 | public: |
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| 370 | typedef LpSolverBase::Expr Expr; |
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[1273] | 371 | typedef Expr::Key Key; |
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| 372 | typedef Expr::Value Value; |
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[1272] | 373 | |
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[1364] | 374 | // static const Value INF; |
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| 375 | // static const Value NaN; |
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| 376 | |
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[1273] | 377 | protected: |
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| 378 | Expr _expr; |
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| 379 | Value _lb,_ub; |
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| 380 | public: |
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| 381 | ///\e |
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| 382 | Constr() : _expr(), _lb(NaN), _ub(NaN) {} |
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| 383 | ///\e |
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| 384 | Constr(Value lb,const Expr &e,Value ub) : |
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| 385 | _expr(e), _lb(lb), _ub(ub) {} |
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| 386 | ///\e |
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| 387 | Constr(const Expr &e,Value ub) : |
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| 388 | _expr(e), _lb(NaN), _ub(ub) {} |
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| 389 | ///\e |
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| 390 | Constr(Value lb,const Expr &e) : |
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| 391 | _expr(e), _lb(lb), _ub(NaN) {} |
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| 392 | ///\e |
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[1272] | 393 | Constr(const Expr &e) : |
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[1273] | 394 | _expr(e), _lb(NaN), _ub(NaN) {} |
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| 395 | ///\e |
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| 396 | void clear() |
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| 397 | { |
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| 398 | _expr.clear(); |
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| 399 | _lb=_ub=NaN; |
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| 400 | } |
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[1364] | 401 | |
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| 402 | ///Reference to the linear expression |
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[1273] | 403 | Expr &expr() { return _expr; } |
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[1364] | 404 | ///Cont reference to the linear expression |
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[1273] | 405 | const Expr &expr() const { return _expr; } |
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[1364] | 406 | ///Reference to the lower bound. |
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| 407 | |
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| 408 | ///\return |
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[1536] | 409 | ///- \ref INF "INF": the constraint is lower unbounded. |
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| 410 | ///- \ref NaN "NaN": lower bound has not been set. |
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[1364] | 411 | ///- finite number: the lower bound |
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[1273] | 412 | Value &lowerBound() { return _lb; } |
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[1364] | 413 | ///The const version of \ref lowerBound() |
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[1273] | 414 | const Value &lowerBound() const { return _lb; } |
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[1364] | 415 | ///Reference to the upper bound. |
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| 416 | |
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| 417 | ///\return |
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[1536] | 418 | ///- \ref INF "INF": the constraint is upper unbounded. |
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| 419 | ///- \ref NaN "NaN": upper bound has not been set. |
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[1364] | 420 | ///- finite number: the upper bound |
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[1273] | 421 | Value &upperBound() { return _ub; } |
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[1364] | 422 | ///The const version of \ref upperBound() |
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[1273] | 423 | const Value &upperBound() const { return _ub; } |
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[1364] | 424 | ///Is the constraint lower bounded? |
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[1295] | 425 | bool lowerBounded() const { |
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| 426 | using namespace std; |
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[1397] | 427 | return finite(_lb); |
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[1295] | 428 | } |
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[1364] | 429 | ///Is the constraint upper bounded? |
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[1295] | 430 | bool upperBounded() const { |
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| 431 | using namespace std; |
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[1397] | 432 | return finite(_ub); |
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[1295] | 433 | } |
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[1272] | 434 | }; |
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| 435 | |
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[1445] | 436 | ///Linear expression of rows |
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| 437 | |
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| 438 | ///This data structure represents a column of the matrix, |
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| 439 | ///thas is it strores a linear expression of the dual variables |
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| 440 | ///(\ref Row "Row"s). |
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| 441 | /// |
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| 442 | ///There are several ways to access and modify the contents of this |
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| 443 | ///container. |
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| 444 | ///- Its it fully compatible with \c std::map<Row,double>, so for expamle |
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| 445 | ///if \c e is an DualExpr and \c v |
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| 446 | ///and \c w are of type \ref Row, then you can |
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| 447 | ///read and modify the coefficients like |
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| 448 | ///these. |
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| 449 | ///\code |
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| 450 | ///e[v]=5; |
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| 451 | ///e[v]+=12; |
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| 452 | ///e.erase(v); |
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| 453 | ///\endcode |
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| 454 | ///or you can also iterate through its elements. |
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| 455 | ///\code |
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| 456 | ///double s=0; |
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| 457 | ///for(LpSolverBase::DualExpr::iterator i=e.begin();i!=e.end();++i) |
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| 458 | /// s+=i->second; |
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| 459 | ///\endcode |
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| 460 | ///(This code computes the sum of all coefficients). |
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| 461 | ///- Numbers (<tt>double</tt>'s) |
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| 462 | ///and variables (\ref Row "Row"s) directly convert to an |
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| 463 | ///\ref DualExpr and the usual linear operations are defined so |
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| 464 | ///\code |
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| 465 | ///v+w |
---|
| 466 | ///2*v-3.12*(v-w/2) |
---|
| 467 | ///v*2.1+(3*v+(v*12+w)*3)/2 |
---|
| 468 | ///\endcode |
---|
| 469 | ///are valid \ref DualExpr "DualExpr"essions. |
---|
| 470 | ///The usual assignment operations are also defined. |
---|
| 471 | ///\code |
---|
| 472 | ///e=v+w; |
---|
| 473 | ///e+=2*v-3.12*(v-w/2); |
---|
| 474 | ///e*=3.4; |
---|
| 475 | ///e/=5; |
---|
| 476 | ///\endcode |
---|
| 477 | /// |
---|
| 478 | ///\sa Expr |
---|
| 479 | /// |
---|
| 480 | class DualExpr : public std::map<Row,Value> |
---|
| 481 | { |
---|
| 482 | public: |
---|
| 483 | typedef LpSolverBase::Row Key; |
---|
| 484 | typedef LpSolverBase::Value Value; |
---|
| 485 | |
---|
| 486 | protected: |
---|
| 487 | typedef std::map<Row,Value> Base; |
---|
| 488 | |
---|
| 489 | public: |
---|
| 490 | typedef True IsLinExpression; |
---|
| 491 | ///\e |
---|
| 492 | DualExpr() : Base() { } |
---|
| 493 | ///\e |
---|
| 494 | DualExpr(const Key &v) { |
---|
| 495 | Base::insert(std::make_pair(v, 1)); |
---|
| 496 | } |
---|
| 497 | ///\e |
---|
| 498 | void set(const Key &v,const Value &c) { |
---|
| 499 | Base::insert(std::make_pair(v, c)); |
---|
| 500 | } |
---|
| 501 | |
---|
| 502 | ///Removes the components with zero coefficient. |
---|
| 503 | void simplify() { |
---|
| 504 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
---|
| 505 | Base::iterator j=i; |
---|
| 506 | ++j; |
---|
| 507 | if ((*i).second==0) Base::erase(i); |
---|
| 508 | j=i; |
---|
| 509 | } |
---|
| 510 | } |
---|
| 511 | |
---|
[1771] | 512 | ///Removes the coefficients closer to zero than \c tolerance. |
---|
| 513 | void simplify(double &tolerance) { |
---|
| 514 | for (Base::iterator i=Base::begin(); i!=Base::end();) { |
---|
| 515 | Base::iterator j=i; |
---|
| 516 | ++j; |
---|
| 517 | if (std::fabs((*i).second)<tolerance) Base::erase(i); |
---|
| 518 | j=i; |
---|
| 519 | } |
---|
| 520 | } |
---|
| 521 | |
---|
| 522 | |
---|
[1445] | 523 | ///Sets all coefficients to 0. |
---|
| 524 | void clear() { |
---|
| 525 | Base::clear(); |
---|
| 526 | } |
---|
| 527 | |
---|
| 528 | ///\e |
---|
| 529 | DualExpr &operator+=(const DualExpr &e) { |
---|
| 530 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
---|
| 531 | (*this)[j->first]+=j->second; |
---|
| 532 | return *this; |
---|
| 533 | } |
---|
| 534 | ///\e |
---|
| 535 | DualExpr &operator-=(const DualExpr &e) { |
---|
| 536 | for (Base::const_iterator j=e.begin(); j!=e.end(); ++j) |
---|
| 537 | (*this)[j->first]-=j->second; |
---|
| 538 | return *this; |
---|
| 539 | } |
---|
| 540 | ///\e |
---|
| 541 | DualExpr &operator*=(const Value &c) { |
---|
| 542 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
---|
| 543 | j->second*=c; |
---|
| 544 | return *this; |
---|
| 545 | } |
---|
| 546 | ///\e |
---|
| 547 | DualExpr &operator/=(const Value &c) { |
---|
| 548 | for (Base::iterator j=Base::begin(); j!=Base::end(); ++j) |
---|
| 549 | j->second/=c; |
---|
| 550 | return *this; |
---|
| 551 | } |
---|
| 552 | }; |
---|
| 553 | |
---|
[1253] | 554 | |
---|
| 555 | protected: |
---|
| 556 | _FixId rows; |
---|
| 557 | _FixId cols; |
---|
[1246] | 558 | |
---|
[1323] | 559 | //Abstract virtual functions |
---|
[1364] | 560 | virtual LpSolverBase &_newLp() = 0; |
---|
[1436] | 561 | virtual LpSolverBase &_copyLp(){ |
---|
| 562 | ///\todo This should be implemented here, too, when we have problem retrieving routines. It can be overriden. |
---|
| 563 | |
---|
| 564 | //Starting: |
---|
| 565 | LpSolverBase & newlp(_newLp()); |
---|
| 566 | return newlp; |
---|
| 567 | //return *(LpSolverBase*)0; |
---|
| 568 | }; |
---|
[1364] | 569 | |
---|
[1246] | 570 | virtual int _addCol() = 0; |
---|
| 571 | virtual int _addRow() = 0; |
---|
[1542] | 572 | virtual void _eraseCol(int col) = 0; |
---|
| 573 | virtual void _eraseRow(int row) = 0; |
---|
[1246] | 574 | virtual void _setRowCoeffs(int i, |
---|
[1251] | 575 | int length, |
---|
[1247] | 576 | int const * indices, |
---|
| 577 | Value const * values ) = 0; |
---|
[1246] | 578 | virtual void _setColCoeffs(int i, |
---|
[1251] | 579 | int length, |
---|
[1247] | 580 | int const * indices, |
---|
| 581 | Value const * values ) = 0; |
---|
[1431] | 582 | virtual void _setCoeff(int row, int col, Value value) = 0; |
---|
[1294] | 583 | virtual void _setColLowerBound(int i, Value value) = 0; |
---|
| 584 | virtual void _setColUpperBound(int i, Value value) = 0; |
---|
[1405] | 585 | // virtual void _setRowLowerBound(int i, Value value) = 0; |
---|
| 586 | // virtual void _setRowUpperBound(int i, Value value) = 0; |
---|
[1379] | 587 | virtual void _setRowBounds(int i, Value lower, Value upper) = 0; |
---|
[1294] | 588 | virtual void _setObjCoeff(int i, Value obj_coef) = 0; |
---|
[1377] | 589 | virtual void _clearObj()=0; |
---|
| 590 | // virtual void _setObj(int length, |
---|
| 591 | // int const * indices, |
---|
| 592 | // Value const * values ) = 0; |
---|
[1303] | 593 | virtual SolveExitStatus _solve() = 0; |
---|
[1294] | 594 | virtual Value _getPrimal(int i) = 0; |
---|
[1312] | 595 | virtual Value _getPrimalValue() = 0; |
---|
| 596 | virtual SolutionStatus _getPrimalStatus() = 0; |
---|
[1460] | 597 | virtual SolutionStatus _getDualStatus() = 0; |
---|
| 598 | ///\todo This could be implemented here, too, using _getPrimalStatus() and |
---|
| 599 | ///_getDualStatus() |
---|
| 600 | virtual ProblemTypes _getProblemType() = 0; |
---|
| 601 | |
---|
[1312] | 602 | virtual void _setMax() = 0; |
---|
| 603 | virtual void _setMin() = 0; |
---|
| 604 | |
---|
[1323] | 605 | //Own protected stuff |
---|
| 606 | |
---|
| 607 | //Constant component of the objective function |
---|
| 608 | Value obj_const_comp; |
---|
| 609 | |
---|
[1377] | 610 | |
---|
| 611 | |
---|
[1323] | 612 | |
---|
[1253] | 613 | public: |
---|
| 614 | |
---|
[1323] | 615 | ///\e |
---|
| 616 | LpSolverBase() : obj_const_comp(0) {} |
---|
[1253] | 617 | |
---|
| 618 | ///\e |
---|
| 619 | virtual ~LpSolverBase() {} |
---|
| 620 | |
---|
[1364] | 621 | ///Creates a new LP problem |
---|
| 622 | LpSolverBase &newLp() {return _newLp();} |
---|
[1381] | 623 | ///Makes a copy of the LP problem |
---|
[1364] | 624 | LpSolverBase ©Lp() {return _copyLp();} |
---|
| 625 | |
---|
[1612] | 626 | ///\name Build up and modify the LP |
---|
[1263] | 627 | |
---|
| 628 | ///@{ |
---|
| 629 | |
---|
[1253] | 630 | ///Add a new empty column (i.e a new variable) to the LP |
---|
| 631 | Col addCol() { Col c; c.id=cols.insert(_addCol()); return c;} |
---|
[1263] | 632 | |
---|
[1294] | 633 | ///\brief Adds several new columns |
---|
| 634 | ///(i.e a variables) at once |
---|
[1256] | 635 | /// |
---|
[1273] | 636 | ///This magic function takes a container as its argument |
---|
[1256] | 637 | ///and fills its elements |
---|
| 638 | ///with new columns (i.e. variables) |
---|
[1273] | 639 | ///\param t can be |
---|
| 640 | ///- a standard STL compatible iterable container with |
---|
| 641 | ///\ref Col as its \c values_type |
---|
| 642 | ///like |
---|
| 643 | ///\code |
---|
| 644 | ///std::vector<LpSolverBase::Col> |
---|
| 645 | ///std::list<LpSolverBase::Col> |
---|
| 646 | ///\endcode |
---|
| 647 | ///- a standard STL compatible iterable container with |
---|
| 648 | ///\ref Col as its \c mapped_type |
---|
| 649 | ///like |
---|
| 650 | ///\code |
---|
[1364] | 651 | ///std::map<AnyType,LpSolverBase::Col> |
---|
[1273] | 652 | ///\endcode |
---|
| 653 | ///- an iterable lemon \ref concept::WriteMap "write map" like |
---|
| 654 | ///\code |
---|
| 655 | ///ListGraph::NodeMap<LpSolverBase::Col> |
---|
| 656 | ///ListGraph::EdgeMap<LpSolverBase::Col> |
---|
| 657 | ///\endcode |
---|
[1256] | 658 | ///\return The number of the created column. |
---|
| 659 | #ifdef DOXYGEN |
---|
| 660 | template<class T> |
---|
| 661 | int addColSet(T &t) { return 0;} |
---|
| 662 | #else |
---|
| 663 | template<class T> |
---|
| 664 | typename enable_if<typename T::value_type::LpSolverCol,int>::type |
---|
| 665 | addColSet(T &t,dummy<0> = 0) { |
---|
| 666 | int s=0; |
---|
| 667 | for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addCol();s++;} |
---|
| 668 | return s; |
---|
| 669 | } |
---|
| 670 | template<class T> |
---|
| 671 | typename enable_if<typename T::value_type::second_type::LpSolverCol, |
---|
| 672 | int>::type |
---|
| 673 | addColSet(T &t,dummy<1> = 1) { |
---|
| 674 | int s=0; |
---|
| 675 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
| 676 | i->second=addCol(); |
---|
| 677 | s++; |
---|
| 678 | } |
---|
| 679 | return s; |
---|
| 680 | } |
---|
[1272] | 681 | template<class T> |
---|
| 682 | typename enable_if<typename T::ValueSet::value_type::LpSolverCol, |
---|
| 683 | int>::type |
---|
| 684 | addColSet(T &t,dummy<2> = 2) { |
---|
| 685 | ///\bug <tt>return addColSet(t.valueSet());</tt> should also work. |
---|
| 686 | int s=0; |
---|
| 687 | for(typename T::ValueSet::iterator i=t.valueSet().begin(); |
---|
| 688 | i!=t.valueSet().end(); |
---|
| 689 | ++i) |
---|
| 690 | { |
---|
| 691 | *i=addCol(); |
---|
| 692 | s++; |
---|
| 693 | } |
---|
| 694 | return s; |
---|
| 695 | } |
---|
[1256] | 696 | #endif |
---|
[1263] | 697 | |
---|
[1445] | 698 | ///Set a column (i.e a dual constraint) of the LP |
---|
[1258] | 699 | |
---|
[1445] | 700 | ///\param c is the column to be modified |
---|
| 701 | ///\param e is a dual linear expression (see \ref DualExpr) |
---|
[1542] | 702 | ///\bug This is a temporary function. The interface will change to |
---|
[1445] | 703 | ///a better one. |
---|
| 704 | void setCol(Col c,const DualExpr &e) { |
---|
| 705 | std::vector<int> indices; |
---|
| 706 | std::vector<Value> values; |
---|
| 707 | indices.push_back(0); |
---|
| 708 | values.push_back(0); |
---|
| 709 | for(DualExpr::const_iterator i=e.begin(); i!=e.end(); ++i) |
---|
| 710 | if((*i).second!=0) { ///\bug EPSILON would be necessary here!!! |
---|
| 711 | indices.push_back(cols.floatingId((*i).first.id)); |
---|
| 712 | values.push_back((*i).second); |
---|
| 713 | } |
---|
| 714 | _setColCoeffs(cols.floatingId(c.id),indices.size()-1, |
---|
| 715 | &indices[0],&values[0]); |
---|
| 716 | } |
---|
| 717 | |
---|
| 718 | ///Add a new column to the LP |
---|
| 719 | |
---|
| 720 | ///\param e is a dual linear expression (see \ref DualExpr) |
---|
| 721 | ///\param obj is the corresponding component of the objective |
---|
| 722 | ///function. It is 0 by default. |
---|
| 723 | ///\return The created column. |
---|
| 724 | ///\bug This is a temportary function. The interface will change to |
---|
| 725 | ///a better one. |
---|
[1493] | 726 | Col addCol(const DualExpr &e, Value obj=0) { |
---|
[1445] | 727 | Col c=addCol(); |
---|
| 728 | setCol(c,e); |
---|
[1493] | 729 | objCoeff(c,obj); |
---|
[1445] | 730 | return c; |
---|
| 731 | } |
---|
| 732 | |
---|
| 733 | ///Add a new empty row (i.e a new constraint) to the LP |
---|
| 734 | |
---|
| 735 | ///This function adds a new empty row (i.e a new constraint) to the LP. |
---|
[1258] | 736 | ///\return The created row |
---|
[1253] | 737 | Row addRow() { Row r; r.id=rows.insert(_addRow()); return r;} |
---|
| 738 | |
---|
[1542] | 739 | ///\brief Add several new rows |
---|
| 740 | ///(i.e a constraints) at once |
---|
[1445] | 741 | /// |
---|
| 742 | ///This magic function takes a container as its argument |
---|
| 743 | ///and fills its elements |
---|
| 744 | ///with new row (i.e. variables) |
---|
| 745 | ///\param t can be |
---|
| 746 | ///- a standard STL compatible iterable container with |
---|
| 747 | ///\ref Row as its \c values_type |
---|
| 748 | ///like |
---|
| 749 | ///\code |
---|
| 750 | ///std::vector<LpSolverBase::Row> |
---|
| 751 | ///std::list<LpSolverBase::Row> |
---|
| 752 | ///\endcode |
---|
| 753 | ///- a standard STL compatible iterable container with |
---|
| 754 | ///\ref Row as its \c mapped_type |
---|
| 755 | ///like |
---|
| 756 | ///\code |
---|
| 757 | ///std::map<AnyType,LpSolverBase::Row> |
---|
| 758 | ///\endcode |
---|
| 759 | ///- an iterable lemon \ref concept::WriteMap "write map" like |
---|
| 760 | ///\code |
---|
| 761 | ///ListGraph::NodeMap<LpSolverBase::Row> |
---|
| 762 | ///ListGraph::EdgeMap<LpSolverBase::Row> |
---|
| 763 | ///\endcode |
---|
| 764 | ///\return The number of rows created. |
---|
| 765 | #ifdef DOXYGEN |
---|
| 766 | template<class T> |
---|
| 767 | int addRowSet(T &t) { return 0;} |
---|
| 768 | #else |
---|
| 769 | template<class T> |
---|
| 770 | typename enable_if<typename T::value_type::LpSolverRow,int>::type |
---|
| 771 | addRowSet(T &t,dummy<0> = 0) { |
---|
| 772 | int s=0; |
---|
| 773 | for(typename T::iterator i=t.begin();i!=t.end();++i) {*i=addRow();s++;} |
---|
| 774 | return s; |
---|
| 775 | } |
---|
| 776 | template<class T> |
---|
| 777 | typename enable_if<typename T::value_type::second_type::LpSolverRow, |
---|
| 778 | int>::type |
---|
| 779 | addRowSet(T &t,dummy<1> = 1) { |
---|
| 780 | int s=0; |
---|
| 781 | for(typename T::iterator i=t.begin();i!=t.end();++i) { |
---|
| 782 | i->second=addRow(); |
---|
| 783 | s++; |
---|
| 784 | } |
---|
| 785 | return s; |
---|
| 786 | } |
---|
| 787 | template<class T> |
---|
| 788 | typename enable_if<typename T::ValueSet::value_type::LpSolverRow, |
---|
| 789 | int>::type |
---|
| 790 | addRowSet(T &t,dummy<2> = 2) { |
---|
| 791 | ///\bug <tt>return addRowSet(t.valueSet());</tt> should also work. |
---|
| 792 | int s=0; |
---|
| 793 | for(typename T::ValueSet::iterator i=t.valueSet().begin(); |
---|
| 794 | i!=t.valueSet().end(); |
---|
| 795 | ++i) |
---|
| 796 | { |
---|
| 797 | *i=addRow(); |
---|
| 798 | s++; |
---|
| 799 | } |
---|
| 800 | return s; |
---|
| 801 | } |
---|
| 802 | #endif |
---|
| 803 | |
---|
| 804 | ///Set a row (i.e a constraint) of the LP |
---|
[1253] | 805 | |
---|
[1258] | 806 | ///\param r is the row to be modified |
---|
[1259] | 807 | ///\param l is lower bound (-\ref INF means no bound) |
---|
[1258] | 808 | ///\param e is a linear expression (see \ref Expr) |
---|
[1259] | 809 | ///\param u is the upper bound (\ref INF means no bound) |
---|
[1253] | 810 | ///\bug This is a temportary function. The interface will change to |
---|
| 811 | ///a better one. |
---|
[1328] | 812 | ///\todo Option to control whether a constraint with a single variable is |
---|
| 813 | ///added or not. |
---|
[1258] | 814 | void setRow(Row r, Value l,const Expr &e, Value u) { |
---|
[1253] | 815 | std::vector<int> indices; |
---|
| 816 | std::vector<Value> values; |
---|
| 817 | indices.push_back(0); |
---|
| 818 | values.push_back(0); |
---|
[1258] | 819 | for(Expr::const_iterator i=e.begin(); i!=e.end(); ++i) |
---|
[1256] | 820 | if((*i).second!=0) { ///\bug EPSILON would be necessary here!!! |
---|
| 821 | indices.push_back(cols.floatingId((*i).first.id)); |
---|
| 822 | values.push_back((*i).second); |
---|
| 823 | } |
---|
[1253] | 824 | _setRowCoeffs(rows.floatingId(r.id),indices.size()-1, |
---|
| 825 | &indices[0],&values[0]); |
---|
[1405] | 826 | // _setRowLowerBound(rows.floatingId(r.id),l-e.constComp()); |
---|
| 827 | // _setRowUpperBound(rows.floatingId(r.id),u-e.constComp()); |
---|
| 828 | _setRowBounds(rows.floatingId(r.id),l-e.constComp(),u-e.constComp()); |
---|
[1258] | 829 | } |
---|
| 830 | |
---|
[1445] | 831 | ///Set a row (i.e a constraint) of the LP |
---|
[1264] | 832 | |
---|
| 833 | ///\param r is the row to be modified |
---|
| 834 | ///\param c is a linear expression (see \ref Constr) |
---|
| 835 | void setRow(Row r, const Constr &c) { |
---|
[1273] | 836 | setRow(r, |
---|
[1275] | 837 | c.lowerBounded()?c.lowerBound():-INF, |
---|
[1273] | 838 | c.expr(), |
---|
[1275] | 839 | c.upperBounded()?c.upperBound():INF); |
---|
[1264] | 840 | } |
---|
| 841 | |
---|
[1445] | 842 | ///Add a new row (i.e a new constraint) to the LP |
---|
[1258] | 843 | |
---|
[1259] | 844 | ///\param l is the lower bound (-\ref INF means no bound) |
---|
[1258] | 845 | ///\param e is a linear expression (see \ref Expr) |
---|
[1259] | 846 | ///\param u is the upper bound (\ref INF means no bound) |
---|
[1258] | 847 | ///\return The created row. |
---|
| 848 | ///\bug This is a temportary function. The interface will change to |
---|
| 849 | ///a better one. |
---|
| 850 | Row addRow(Value l,const Expr &e, Value u) { |
---|
| 851 | Row r=addRow(); |
---|
| 852 | setRow(r,l,e,u); |
---|
[1253] | 853 | return r; |
---|
| 854 | } |
---|
| 855 | |
---|
[1445] | 856 | ///Add a new row (i.e a new constraint) to the LP |
---|
[1264] | 857 | |
---|
| 858 | ///\param c is a linear expression (see \ref Constr) |
---|
| 859 | ///\return The created row. |
---|
| 860 | Row addRow(const Constr &c) { |
---|
| 861 | Row r=addRow(); |
---|
| 862 | setRow(r,c); |
---|
| 863 | return r; |
---|
| 864 | } |
---|
[1542] | 865 | ///Erase a coloumn (i.e a variable) from the LP |
---|
| 866 | |
---|
| 867 | ///\param c is the coloumn to be deleted |
---|
| 868 | ///\todo Please check this |
---|
| 869 | void eraseCol(Col c) { |
---|
| 870 | _eraseCol(cols.floatingId(c.id)); |
---|
| 871 | cols.erase(c.id); |
---|
| 872 | } |
---|
| 873 | ///Erase a row (i.e a constraint) from the LP |
---|
| 874 | |
---|
| 875 | ///\param r is the row to be deleted |
---|
| 876 | ///\todo Please check this |
---|
| 877 | void eraseRow(Row r) { |
---|
| 878 | _eraseRow(rows.floatingId(r.id)); |
---|
| 879 | rows.erase(r.id); |
---|
| 880 | } |
---|
[1264] | 881 | |
---|
[1436] | 882 | ///Set an element of the coefficient matrix of the LP |
---|
| 883 | |
---|
| 884 | ///\param r is the row of the element to be modified |
---|
| 885 | ///\param c is the coloumn of the element to be modified |
---|
| 886 | ///\param val is the new value of the coefficient |
---|
| 887 | void setCoeff(Row r, Col c, Value val){ |
---|
| 888 | _setCoeff(rows.floatingId(r.id),cols.floatingId(c.id), val); |
---|
| 889 | } |
---|
| 890 | |
---|
[1253] | 891 | /// Set the lower bound of a column (i.e a variable) |
---|
| 892 | |
---|
[1293] | 893 | /// The upper bound of a variable (column) has to be given by an |
---|
[1253] | 894 | /// extended number of type Value, i.e. a finite number of type |
---|
[1259] | 895 | /// Value or -\ref INF. |
---|
[1293] | 896 | void colLowerBound(Col c, Value value) { |
---|
[1253] | 897 | _setColLowerBound(cols.floatingId(c.id),value); |
---|
| 898 | } |
---|
| 899 | /// Set the upper bound of a column (i.e a variable) |
---|
| 900 | |
---|
[1293] | 901 | /// The upper bound of a variable (column) has to be given by an |
---|
[1253] | 902 | /// extended number of type Value, i.e. a finite number of type |
---|
[1259] | 903 | /// Value or \ref INF. |
---|
[1293] | 904 | void colUpperBound(Col c, Value value) { |
---|
[1253] | 905 | _setColUpperBound(cols.floatingId(c.id),value); |
---|
| 906 | }; |
---|
[1293] | 907 | /// Set the lower and the upper bounds of a column (i.e a variable) |
---|
| 908 | |
---|
| 909 | /// The lower and the upper bounds of |
---|
| 910 | /// a variable (column) have to be given by an |
---|
| 911 | /// extended number of type Value, i.e. a finite number of type |
---|
| 912 | /// Value, -\ref INF or \ref INF. |
---|
| 913 | void colBounds(Col c, Value lower, Value upper) { |
---|
| 914 | _setColLowerBound(cols.floatingId(c.id),lower); |
---|
| 915 | _setColUpperBound(cols.floatingId(c.id),upper); |
---|
| 916 | } |
---|
| 917 | |
---|
[1405] | 918 | // /// Set the lower bound of a row (i.e a constraint) |
---|
[1253] | 919 | |
---|
[1405] | 920 | // /// The lower bound of a linear expression (row) has to be given by an |
---|
| 921 | // /// extended number of type Value, i.e. a finite number of type |
---|
| 922 | // /// Value or -\ref INF. |
---|
| 923 | // void rowLowerBound(Row r, Value value) { |
---|
| 924 | // _setRowLowerBound(rows.floatingId(r.id),value); |
---|
| 925 | // }; |
---|
| 926 | // /// Set the upper bound of a row (i.e a constraint) |
---|
[1253] | 927 | |
---|
[1405] | 928 | // /// The upper bound of a linear expression (row) has to be given by an |
---|
| 929 | // /// extended number of type Value, i.e. a finite number of type |
---|
| 930 | // /// Value or \ref INF. |
---|
| 931 | // void rowUpperBound(Row r, Value value) { |
---|
| 932 | // _setRowUpperBound(rows.floatingId(r.id),value); |
---|
| 933 | // }; |
---|
| 934 | |
---|
| 935 | /// Set the lower and the upper bounds of a row (i.e a constraint) |
---|
[1293] | 936 | |
---|
| 937 | /// The lower and the upper bounds of |
---|
| 938 | /// a constraint (row) have to be given by an |
---|
| 939 | /// extended number of type Value, i.e. a finite number of type |
---|
| 940 | /// Value, -\ref INF or \ref INF. |
---|
| 941 | void rowBounds(Row c, Value lower, Value upper) { |
---|
[1379] | 942 | _setRowBounds(rows.floatingId(c.id),lower, upper); |
---|
| 943 | // _setRowUpperBound(rows.floatingId(c.id),upper); |
---|
[1293] | 944 | } |
---|
| 945 | |
---|
[1253] | 946 | ///Set an element of the objective function |
---|
[1293] | 947 | void objCoeff(Col c, Value v) {_setObjCoeff(cols.floatingId(c.id),v); }; |
---|
[1253] | 948 | ///Set the objective function |
---|
| 949 | |
---|
| 950 | ///\param e is a linear expression of type \ref Expr. |
---|
[1323] | 951 | ///\bug The previous objective function is not cleared! |
---|
[1253] | 952 | void setObj(Expr e) { |
---|
[1377] | 953 | _clearObj(); |
---|
[1253] | 954 | for (Expr::iterator i=e.begin(); i!=e.end(); ++i) |
---|
[1293] | 955 | objCoeff((*i).first,(*i).second); |
---|
[1323] | 956 | obj_const_comp=e.constComp(); |
---|
[1253] | 957 | } |
---|
[1263] | 958 | |
---|
[1312] | 959 | ///Maximize |
---|
| 960 | void max() { _setMax(); } |
---|
| 961 | ///Minimize |
---|
| 962 | void min() { _setMin(); } |
---|
| 963 | |
---|
| 964 | |
---|
[1263] | 965 | ///@} |
---|
| 966 | |
---|
| 967 | |
---|
[1294] | 968 | ///\name Solve the LP |
---|
[1263] | 969 | |
---|
| 970 | ///@{ |
---|
| 971 | |
---|
[1458] | 972 | ///\e Solve the LP problem at hand |
---|
| 973 | /// |
---|
| 974 | ///\return The result of the optimization procedure. Possible values and their meanings can be found in the documentation of \ref SolveExitStatus. |
---|
| 975 | /// |
---|
| 976 | ///\todo Which method is used to solve the problem |
---|
[1303] | 977 | SolveExitStatus solve() { return _solve(); } |
---|
[1263] | 978 | |
---|
| 979 | ///@} |
---|
| 980 | |
---|
[1294] | 981 | ///\name Obtain the solution |
---|
[1263] | 982 | |
---|
| 983 | ///@{ |
---|
| 984 | |
---|
[1460] | 985 | /// The status of the primal problem (the original LP problem) |
---|
[1312] | 986 | SolutionStatus primalStatus() { |
---|
| 987 | return _getPrimalStatus(); |
---|
[1294] | 988 | } |
---|
| 989 | |
---|
[1460] | 990 | /// The status of the dual (of the original LP) problem |
---|
| 991 | SolutionStatus dualStatus() { |
---|
| 992 | return _getDualStatus(); |
---|
| 993 | } |
---|
| 994 | |
---|
| 995 | ///The type of the original LP problem |
---|
[1462] | 996 | ProblemTypes problemType() { |
---|
[1460] | 997 | return _getProblemType(); |
---|
| 998 | } |
---|
| 999 | |
---|
[1294] | 1000 | ///\e |
---|
[1293] | 1001 | Value primal(Col c) { return _getPrimal(cols.floatingId(c.id)); } |
---|
[1263] | 1002 | |
---|
[1312] | 1003 | ///\e |
---|
| 1004 | |
---|
| 1005 | ///\return |
---|
| 1006 | ///- \ref INF or -\ref INF means either infeasibility or unboundedness |
---|
| 1007 | /// of the primal problem, depending on whether we minimize or maximize. |
---|
[1364] | 1008 | ///- \ref NaN if no primal solution is found. |
---|
[1312] | 1009 | ///- The (finite) objective value if an optimal solution is found. |
---|
[1323] | 1010 | Value primalValue() { return _getPrimalValue()+obj_const_comp;} |
---|
[1263] | 1011 | ///@} |
---|
[1253] | 1012 | |
---|
[1248] | 1013 | }; |
---|
[1246] | 1014 | |
---|
[1272] | 1015 | ///\e |
---|
| 1016 | |
---|
| 1017 | ///\relates LpSolverBase::Expr |
---|
| 1018 | /// |
---|
| 1019 | inline LpSolverBase::Expr operator+(const LpSolverBase::Expr &a, |
---|
| 1020 | const LpSolverBase::Expr &b) |
---|
| 1021 | { |
---|
| 1022 | LpSolverBase::Expr tmp(a); |
---|
[1766] | 1023 | tmp+=b; |
---|
[1272] | 1024 | return tmp; |
---|
| 1025 | } |
---|
| 1026 | ///\e |
---|
| 1027 | |
---|
| 1028 | ///\relates LpSolverBase::Expr |
---|
| 1029 | /// |
---|
| 1030 | inline LpSolverBase::Expr operator-(const LpSolverBase::Expr &a, |
---|
| 1031 | const LpSolverBase::Expr &b) |
---|
| 1032 | { |
---|
| 1033 | LpSolverBase::Expr tmp(a); |
---|
[1766] | 1034 | tmp-=b; |
---|
[1272] | 1035 | return tmp; |
---|
| 1036 | } |
---|
| 1037 | ///\e |
---|
| 1038 | |
---|
| 1039 | ///\relates LpSolverBase::Expr |
---|
| 1040 | /// |
---|
| 1041 | inline LpSolverBase::Expr operator*(const LpSolverBase::Expr &a, |
---|
[1273] | 1042 | const LpSolverBase::Value &b) |
---|
[1272] | 1043 | { |
---|
| 1044 | LpSolverBase::Expr tmp(a); |
---|
[1766] | 1045 | tmp*=b; |
---|
[1272] | 1046 | return tmp; |
---|
| 1047 | } |
---|
| 1048 | |
---|
| 1049 | ///\e |
---|
| 1050 | |
---|
| 1051 | ///\relates LpSolverBase::Expr |
---|
| 1052 | /// |
---|
[1273] | 1053 | inline LpSolverBase::Expr operator*(const LpSolverBase::Value &a, |
---|
[1272] | 1054 | const LpSolverBase::Expr &b) |
---|
| 1055 | { |
---|
| 1056 | LpSolverBase::Expr tmp(b); |
---|
[1766] | 1057 | tmp*=a; |
---|
[1272] | 1058 | return tmp; |
---|
| 1059 | } |
---|
| 1060 | ///\e |
---|
| 1061 | |
---|
| 1062 | ///\relates LpSolverBase::Expr |
---|
| 1063 | /// |
---|
| 1064 | inline LpSolverBase::Expr operator/(const LpSolverBase::Expr &a, |
---|
[1273] | 1065 | const LpSolverBase::Value &b) |
---|
[1272] | 1066 | { |
---|
| 1067 | LpSolverBase::Expr tmp(a); |
---|
[1766] | 1068 | tmp/=b; |
---|
[1272] | 1069 | return tmp; |
---|
| 1070 | } |
---|
| 1071 | |
---|
| 1072 | ///\e |
---|
| 1073 | |
---|
| 1074 | ///\relates LpSolverBase::Constr |
---|
| 1075 | /// |
---|
| 1076 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
---|
| 1077 | const LpSolverBase::Expr &f) |
---|
| 1078 | { |
---|
| 1079 | return LpSolverBase::Constr(-LpSolverBase::INF,e-f,0); |
---|
| 1080 | } |
---|
| 1081 | |
---|
| 1082 | ///\e |
---|
| 1083 | |
---|
| 1084 | ///\relates LpSolverBase::Constr |
---|
| 1085 | /// |
---|
[1273] | 1086 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &e, |
---|
[1272] | 1087 | const LpSolverBase::Expr &f) |
---|
| 1088 | { |
---|
| 1089 | return LpSolverBase::Constr(e,f); |
---|
| 1090 | } |
---|
| 1091 | |
---|
| 1092 | ///\e |
---|
| 1093 | |
---|
| 1094 | ///\relates LpSolverBase::Constr |
---|
| 1095 | /// |
---|
| 1096 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Expr &e, |
---|
[1273] | 1097 | const LpSolverBase::Value &f) |
---|
[1272] | 1098 | { |
---|
| 1099 | return LpSolverBase::Constr(e,f); |
---|
| 1100 | } |
---|
| 1101 | |
---|
| 1102 | ///\e |
---|
| 1103 | |
---|
| 1104 | ///\relates LpSolverBase::Constr |
---|
| 1105 | /// |
---|
| 1106 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
---|
| 1107 | const LpSolverBase::Expr &f) |
---|
| 1108 | { |
---|
| 1109 | return LpSolverBase::Constr(-LpSolverBase::INF,f-e,0); |
---|
| 1110 | } |
---|
| 1111 | |
---|
| 1112 | |
---|
| 1113 | ///\e |
---|
| 1114 | |
---|
| 1115 | ///\relates LpSolverBase::Constr |
---|
| 1116 | /// |
---|
[1273] | 1117 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &e, |
---|
[1272] | 1118 | const LpSolverBase::Expr &f) |
---|
| 1119 | { |
---|
| 1120 | return LpSolverBase::Constr(f,e); |
---|
| 1121 | } |
---|
| 1122 | |
---|
| 1123 | |
---|
| 1124 | ///\e |
---|
| 1125 | |
---|
| 1126 | ///\relates LpSolverBase::Constr |
---|
| 1127 | /// |
---|
| 1128 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Expr &e, |
---|
[1273] | 1129 | const LpSolverBase::Value &f) |
---|
[1272] | 1130 | { |
---|
| 1131 | return LpSolverBase::Constr(f,e); |
---|
| 1132 | } |
---|
| 1133 | |
---|
| 1134 | ///\e |
---|
| 1135 | |
---|
| 1136 | ///\relates LpSolverBase::Constr |
---|
| 1137 | /// |
---|
| 1138 | inline LpSolverBase::Constr operator==(const LpSolverBase::Expr &e, |
---|
| 1139 | const LpSolverBase::Expr &f) |
---|
| 1140 | { |
---|
| 1141 | return LpSolverBase::Constr(0,e-f,0); |
---|
| 1142 | } |
---|
| 1143 | |
---|
| 1144 | ///\e |
---|
| 1145 | |
---|
| 1146 | ///\relates LpSolverBase::Constr |
---|
| 1147 | /// |
---|
[1273] | 1148 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Value &n, |
---|
[1272] | 1149 | const LpSolverBase::Constr&c) |
---|
| 1150 | { |
---|
| 1151 | LpSolverBase::Constr tmp(c); |
---|
[1273] | 1152 | ///\todo Create an own exception type. |
---|
| 1153 | if(!isnan(tmp.lowerBound())) throw LogicError(); |
---|
| 1154 | else tmp.lowerBound()=n; |
---|
[1272] | 1155 | return tmp; |
---|
| 1156 | } |
---|
| 1157 | ///\e |
---|
| 1158 | |
---|
| 1159 | ///\relates LpSolverBase::Constr |
---|
| 1160 | /// |
---|
| 1161 | inline LpSolverBase::Constr operator<=(const LpSolverBase::Constr& c, |
---|
[1273] | 1162 | const LpSolverBase::Value &n) |
---|
[1272] | 1163 | { |
---|
| 1164 | LpSolverBase::Constr tmp(c); |
---|
[1273] | 1165 | ///\todo Create an own exception type. |
---|
| 1166 | if(!isnan(tmp.upperBound())) throw LogicError(); |
---|
| 1167 | else tmp.upperBound()=n; |
---|
[1272] | 1168 | return tmp; |
---|
| 1169 | } |
---|
| 1170 | |
---|
| 1171 | ///\e |
---|
| 1172 | |
---|
| 1173 | ///\relates LpSolverBase::Constr |
---|
| 1174 | /// |
---|
[1273] | 1175 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Value &n, |
---|
[1272] | 1176 | const LpSolverBase::Constr&c) |
---|
| 1177 | { |
---|
| 1178 | LpSolverBase::Constr tmp(c); |
---|
[1273] | 1179 | ///\todo Create an own exception type. |
---|
| 1180 | if(!isnan(tmp.upperBound())) throw LogicError(); |
---|
| 1181 | else tmp.upperBound()=n; |
---|
[1272] | 1182 | return tmp; |
---|
| 1183 | } |
---|
| 1184 | ///\e |
---|
| 1185 | |
---|
| 1186 | ///\relates LpSolverBase::Constr |
---|
| 1187 | /// |
---|
| 1188 | inline LpSolverBase::Constr operator>=(const LpSolverBase::Constr& c, |
---|
[1273] | 1189 | const LpSolverBase::Value &n) |
---|
[1272] | 1190 | { |
---|
| 1191 | LpSolverBase::Constr tmp(c); |
---|
[1273] | 1192 | ///\todo Create an own exception type. |
---|
| 1193 | if(!isnan(tmp.lowerBound())) throw LogicError(); |
---|
| 1194 | else tmp.lowerBound()=n; |
---|
[1272] | 1195 | return tmp; |
---|
| 1196 | } |
---|
| 1197 | |
---|
[1445] | 1198 | ///\e |
---|
| 1199 | |
---|
| 1200 | ///\relates LpSolverBase::DualExpr |
---|
| 1201 | /// |
---|
| 1202 | inline LpSolverBase::DualExpr operator+(const LpSolverBase::DualExpr &a, |
---|
| 1203 | const LpSolverBase::DualExpr &b) |
---|
| 1204 | { |
---|
| 1205 | LpSolverBase::DualExpr tmp(a); |
---|
[1766] | 1206 | tmp+=b; |
---|
[1445] | 1207 | return tmp; |
---|
| 1208 | } |
---|
| 1209 | ///\e |
---|
| 1210 | |
---|
| 1211 | ///\relates LpSolverBase::DualExpr |
---|
| 1212 | /// |
---|
| 1213 | inline LpSolverBase::DualExpr operator-(const LpSolverBase::DualExpr &a, |
---|
| 1214 | const LpSolverBase::DualExpr &b) |
---|
| 1215 | { |
---|
| 1216 | LpSolverBase::DualExpr tmp(a); |
---|
[1766] | 1217 | tmp-=b; |
---|
[1445] | 1218 | return tmp; |
---|
| 1219 | } |
---|
| 1220 | ///\e |
---|
| 1221 | |
---|
| 1222 | ///\relates LpSolverBase::DualExpr |
---|
| 1223 | /// |
---|
| 1224 | inline LpSolverBase::DualExpr operator*(const LpSolverBase::DualExpr &a, |
---|
| 1225 | const LpSolverBase::Value &b) |
---|
| 1226 | { |
---|
| 1227 | LpSolverBase::DualExpr tmp(a); |
---|
[1766] | 1228 | tmp*=b; |
---|
[1445] | 1229 | return tmp; |
---|
| 1230 | } |
---|
| 1231 | |
---|
| 1232 | ///\e |
---|
| 1233 | |
---|
| 1234 | ///\relates LpSolverBase::DualExpr |
---|
| 1235 | /// |
---|
| 1236 | inline LpSolverBase::DualExpr operator*(const LpSolverBase::Value &a, |
---|
| 1237 | const LpSolverBase::DualExpr &b) |
---|
| 1238 | { |
---|
| 1239 | LpSolverBase::DualExpr tmp(b); |
---|
[1766] | 1240 | tmp*=a; |
---|
[1445] | 1241 | return tmp; |
---|
| 1242 | } |
---|
| 1243 | ///\e |
---|
| 1244 | |
---|
| 1245 | ///\relates LpSolverBase::DualExpr |
---|
| 1246 | /// |
---|
| 1247 | inline LpSolverBase::DualExpr operator/(const LpSolverBase::DualExpr &a, |
---|
| 1248 | const LpSolverBase::Value &b) |
---|
| 1249 | { |
---|
| 1250 | LpSolverBase::DualExpr tmp(a); |
---|
[1766] | 1251 | tmp/=b; |
---|
[1445] | 1252 | return tmp; |
---|
| 1253 | } |
---|
| 1254 | |
---|
[1272] | 1255 | |
---|
[1246] | 1256 | } //namespace lemon |
---|
| 1257 | |
---|
| 1258 | #endif //LEMON_LP_BASE_H |
---|